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As Of Filer Filing For·On·As Docs:Size Issuer Agent 2/28/18 GPS Funds I N-Q 12/31/17 2:3.3M Donnelley … Solutions/FA → GuideMark® Core Fixed Income Fund ⇒ Institutional Shares (GICFX) — Service Shares (GMCOX) → GuideMark® Emerging Markets Fund ⇒ Institutional Shares (GILVX) — Service Shares (GMLVX) → GuideMark® Large Cap Core Fund ⇒ Institutional Shares (GILGX) — Service Shares (GMLGX) → GuideMark® Small/Mid Cap Core Fund ⇒ Institutional Shares (GISMX) — Service Shares (GMSMX) → GuideMark® Tax-Exempt Fixed Income Fund ⇒ Service Shares (GMTEX) → GuideMark® World ex-US Fund ⇒ Institutional Shares (GIWEX) — Service Shares (GMWEX) |
Document/Exhibit Description Pages Size 1: N-Q Quarterly Schedule of Portfolio Holdings of a HTML 1.95M Management Investment Company 2: EX-99.CERT Miscellaneous Exhibit HTML 16K
N-Q |
As filed with the Securities and Exchange Commission on 2/28/18
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS
OF REGISTERED MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number:
GPS Funds I
(Exact name of registrant as specified in charter)
1655 Grant Street, 10th Floor
(Address of principal executive offices) (Zip code)
Patrick R. Young
AssetMark, Inc.
1655 Grant Street, 10th Floor
(Name and address of agent for service)
(800) 664-5345
Registrant’s telephone number, including area code
Date of fiscal year end: March 31, 2018
Date of reporting period: December 31, 2017
Item 1. Schedule of Investments.
GuideMark® Large Cap Core Fund
Schedule of Investments (Unaudited)
Number of Shares |
Value | |||||||
COMMON STOCKS—93.92% |
||||||||
Aerospace & Defense—1.93% |
||||||||
5,299 | Boeing Co. |
$ | 1,562,728 | |||||
3,602 | BWX Technologies, Inc. |
217,885 | ||||||
1,119 | General Dynamics Corp. |
227,661 | ||||||
2,546 | HEICO Corp. (a) |
240,215 | ||||||
3,938 | HEICO Corp.—Class A |
311,299 | ||||||
917 | Huntington Ingalls Industries, Inc. |
216,137 | ||||||
1,399 | L3 Technologies, Inc. |
276,792 | ||||||
1,426 | Lockheed Martin Corp. |
457,817 | ||||||
1,084 | Northrop Grumman Corp. |
332,690 | ||||||
2,238 | Orbital ATK, Inc. |
294,297 | ||||||
1,605 | Raytheon Co. |
301,499 | ||||||
1,467 | Rockwell Collins, Inc. |
198,955 | ||||||
3,279 | Spirit AeroSystems Holdings, Inc.—Class A |
286,093 | ||||||
9,459 | Textron, Inc. |
535,285 | ||||||
3,474 | United Technologies Corp. |
443,178 | ||||||
|
|
|||||||
5,902,531 | ||||||||
|
|
|||||||
Air Freight & Logistics—0.39% |
||||||||
4,125 | C.H. Robinson Worldwide, Inc. (a) |
367,496 | ||||||
1,367 | Expeditors International of Washington, Inc. |
88,431 | ||||||
1,673 | FedEx Corp. |
417,481 | ||||||
3,449 | XPO Logistics, Inc. (a)(b) |
315,894 | ||||||
|
|
|||||||
1,189,302 | ||||||||
|
|
|||||||
Airlines—0.45% |
||||||||
2,261 | Alaska Air Group, Inc. |
166,206 | ||||||
3,842 | Copa Holdings SA—Class A |
515,058 | ||||||
13,684 | JetBlue Airways Corp. (b) |
305,701 | ||||||
5,929 | Southwest Airlines Co. |
388,053 | ||||||
|
|
|||||||
1,375,018 | ||||||||
|
|
|||||||
Auto Components—0.23% |
||||||||
764 | Adient Plc—ADR |
60,127 | ||||||
1,478 | Aptiv Plc (b) |
125,379 | ||||||
1,521 | Lear Corp. |
268,700 | ||||||
1,080 | Visteon Corp. (b) |
135,151 | ||||||
816 | WABCO Holdings, Inc. (b) |
117,096 | ||||||
|
|
|||||||
706,453 | ||||||||
|
|
|||||||
Automobiles—0.38% |
||||||||
54,522 | Ford Motor Co. |
680,980 | ||||||
1,082 | Tesla, Inc. (a)(b) |
336,881 | ||||||
895 | Thor Industries, Inc. |
134,894 | ||||||
|
|
|||||||
1,152,755 | ||||||||
|
|
|||||||
Banks—4.48% |
||||||||
91,667 | Bank of America Corp. |
2,706,010 | ||||||
2,588 | BB&T Corp. |
128,675 | ||||||
27,257 | Citigroup, Inc. |
2,028,193 | ||||||
5,507 | Citizens Financial Group, Inc. |
231,184 | ||||||
5,177 | Fifth Third Bancorp |
157,070 | ||||||
6,847 | Huntington Bancshares, Inc. |
99,692 |
36,093 | JPMorgan Chase & Co. |
3,859,785 | ||||||
10,876 | KeyCorp |
219,369 | ||||||
644 | M&T Bank Corp. |
110,118 | ||||||
3,264 | PNC Financial Services Group, Inc. |
470,963 | ||||||
10,790 | Regions Financial Corp. |
186,451 | ||||||
3,299 | SunTrust Banks, Inc. |
213,082 | ||||||
10,981 | TCF Financial Corp. |
225,111 | ||||||
11,368 | U.S. Bancorp |
609,098 | ||||||
37,679 | Wells Fargo & Co. |
2,285,985 | ||||||
1,271 | Western Alliance Bancorp (b) |
71,964 | ||||||
1,239 | Zions Bancorporation |
62,978 | ||||||
|
|
|||||||
13,665,728 | ||||||||
|
|
|||||||
Beverages—1.37% |
||||||||
3,275 | Brown-Forman Corp.—Class A |
220,211 | ||||||
4,155 | Brown-Forman Corp.—Class B |
285,324 | ||||||
1,548 | Constellation Brands, Inc.—Class A |
353,826 | ||||||
1,730 | Dr. Pepper Snapple Group, Inc. (a) |
167,914 | ||||||
2,292 | Molson Coors Brewing Co.—Class B |
188,104 | ||||||
5,347 | Monster Beverage Corp. (b) |
338,412 | ||||||
12,848 | PepsiCo, Inc. |
1,540,732 | ||||||
23,940 | The Coca-Cola Co. |
1,098,367 | ||||||
|
|
|||||||
4,192,890 | ||||||||
|
|
|||||||
Biotechnology—1.79% |
||||||||
1,868 | Alkermes Plc (a)(b) |
102,236 | ||||||
985 | Alnylam Pharmaceuticals, Inc. (a)(b) |
125,144 | ||||||
5,208 | Amgen, Inc. |
905,671 | ||||||
2,207 | Biogen, Inc. (b) |
703,084 | ||||||
6,135 | Bioverativ, Inc. (a)(b) |
330,799 | ||||||
4,419 | Celgene Corp. (b) |
461,167 | ||||||
7,801 | Exelixis, Inc. (b) |
237,150 | ||||||
14,693 | Gilead Sciences, Inc. |
1,052,607 | ||||||
2,820 | Juno Therapeutics, Inc. (b) |
128,902 | ||||||
5,949 | Seattle Genetics, Inc. (a)(b) |
318,272 | ||||||
3,675 | United Therapeutics Corp. (b) |
543,716 | ||||||
3,611 | Vertex Pharmaceuticals, Inc. (b) |
541,144 | ||||||
|
|
|||||||
5,449,892 | ||||||||
|
|
|||||||
Building Products—0.54% |
||||||||
2,381 | A. O. Smith Corp. |
145,908 | ||||||
2,446 | Allegion Plc |
194,604 | ||||||
1,084 | Fortune Brands Home & Security, Inc. (a) |
74,189 | ||||||
1,934 | Lennox International, Inc. |
402,775 | ||||||
6,400 | Masco Corp. |
281,216 | ||||||
4,890 | Owens Corning, Inc. |
449,586 | ||||||
2,708 | USG Corp. (a)(b) |
104,420 | ||||||
|
|
|||||||
1,652,698 | ||||||||
|
|
|||||||
Capital Markets—2.09% |
||||||||
1,782 | Ameriprise Financial, Inc. |
301,996 | ||||||
20,320 | BGC Partners, Inc.—Class A |
307,035 | ||||||
3,380 | Cboe Global Markets, Inc. |
421,114 | ||||||
1,094 | CME Group, Inc. |
159,779 | ||||||
4,453 | E*TRADE Financial Corp. (b) |
220,735 | ||||||
4,676 | Eaton Vance Corp. |
263,680 | ||||||
2,339 | FactSet Research Systems, Inc. (a) |
450,866 | ||||||
6,217 | Federated Investors, Inc.—Class B (a) |
224,309 | ||||||
1,772 | Intercontinental Exchange, Inc. |
125,032 |
3,866 | Lazard Ltd.—Class A |
202,965 | ||||||
4,894 | Legg Mason, Inc. |
205,450 | ||||||
5,315 | LPL Financial Holdings, Inc. |
303,699 | ||||||
1,135 | MarketAxess Holdings, Inc. |
228,986 | ||||||
1,461 | Moody’s Corp. |
215,658 | ||||||
10,084 | Morgan Stanley |
529,108 | ||||||
909 | Morningstar, Inc. |
88,146 | ||||||
4,098 | MSCI, Inc. |
518,561 | ||||||
4,424 | S&P Global, Inc. |
749,426 | ||||||
3,556 | SEI Investments Co. |
255,534 | ||||||
1,181 | State Street Corp. |
115,277 | ||||||
3,379 | T. Rowe Price Group, Inc. |
354,559 | ||||||
1,184 | The Bank of New York Mellon Corp. |
63,770 | ||||||
1,244 | The Charles Schwab Corp. |
63,904 | ||||||
|
|
|||||||
6,369,589 | ||||||||
|
|
|||||||
Chemicals—1.34% |
||||||||
988 | Albemarle Corp. (a) |
126,355 | ||||||
1,361 | Celanese Corp.—Series A |
145,736 | ||||||
5,793 | DowDuPont, Inc. |
412,577 | ||||||
1,295 | Ecolab, Inc. |
173,763 | ||||||
2,285 | FMC Corp. |
216,298 | ||||||
12,081 | Huntsman Corp. |
402,176 | ||||||
967 | International Flavors & Fragrances, Inc. |
147,574 | ||||||
802 | LyondellBasell Industries NV—Class A |
88,477 | ||||||
4,838 | Monsanto Co. |
564,982 | ||||||
370 | NewMarket Corp. |
147,034 | ||||||
2,079 | Olin Corp. |
73,971 | ||||||
56,054 | Platform Specialty Products Corp. (b) |
556,056 | ||||||
1,175 | PPG Industries, Inc. (a) |
137,263 | ||||||
590 | Praxair, Inc. |
91,261 | ||||||
3,878 | RPM International, Inc. |
203,285 | ||||||
6,437 | The Chemours Co. |
322,236 | ||||||
618 | The Scotts Miracle-Gro Co.—Class A |
66,120 | ||||||
5,630 | Valvoline, Inc. |
141,088 | ||||||
596 | Westlake Chemical Corp. |
63,492 | ||||||
|
|
|||||||
4,079,744 | ||||||||
|
|
|||||||
Commercial Services & Supplies—0.59% |
||||||||
2,214 | Avery Dennison Corp. |
254,300 | ||||||
871 | Cintas Corp. |
135,728 | ||||||
2,242 | Republic Services, Inc. |
151,582 | ||||||
15,756 | Rollins, Inc. (a) |
733,127 | ||||||
3,539 | Stericycle, Inc. (b) |
240,616 | ||||||
3,356 | Waste Management, Inc. |
289,623 | ||||||
|
|
|||||||
1,804,976 | ||||||||
|
|
|||||||
Communications Equipment—1.25% |
||||||||
2,606 | Arista Networks, Inc. (b) |
613,922 | ||||||
22,099 | ARRIS International Plc (b) |
567,723 | ||||||
32,830 | Cisco Systems, Inc. |
1,257,389 | ||||||
3,330 | CommScope Holding Co., Inc. (b) |
125,974 | ||||||
3,150 | F5 Networks, Inc. (b) |
413,343 | ||||||
1,540 | Harris Corp. |
218,141 | ||||||
9,593 | Juniper Networks, Inc. |
273,401 | ||||||
1,263 | Motorola Solutions, Inc. (a) |
114,099 | ||||||
842 | Palo Alto Networks, Inc. (b) |
122,039 | ||||||
1,545 | QUALCOMM, Inc. |
98,911 | ||||||
|
|
|||||||
3,804,942 | ||||||||
|
|
Construction & Engineering—0.93% |
||||||||
28,288 | AECOM (a)(b) |
1,050,899 | ||||||
18,320 | Fluor Corp. |
946,228 | ||||||
12,790 | Jacobs Engineering Group, Inc. |
843,629 | ||||||
|
|
|||||||
2,840,756 | ||||||||
|
|
|||||||
Consumer Finance—1.27% |
||||||||
21,372 | Ally Financial, Inc. |
623,207 | ||||||
5,375 | American Express Co. |
533,791 | ||||||
5,848 | Capital One Financial Corp. |
582,344 | ||||||
1,060 | Credit Acceptance Corp. (a)(b) |
342,889 | ||||||
2,265 | Discover Financial Services |
174,224 | ||||||
39,101 | Navient Corp. (a) |
520,825 | ||||||
42,047 | Santander Consumer USA Holdings, Inc. (a) |
782,915 | ||||||
8,365 | Synchrony Financial |
322,973 | ||||||
|
|
|||||||
3,883,168 | ||||||||
|
|
|||||||
Containers & Packaging—0.17% |
||||||||
711 | AptarGroup, Inc. |
61,345 | ||||||
2,217 | Packaging Corp. of America |
267,259 | ||||||
3,241 | WestRock Co. |
204,864 | ||||||
|
|
|||||||
533,468 | ||||||||
|
|
|||||||
Distributors—0.16% |
||||||||
3,086 | Genuine Parts Co. |
293,201 | ||||||
4,946 | LKQ Corp. (b) |
201,154 | ||||||
|
|
|||||||
494,355 | ||||||||
|
|
|||||||
Diversified Consumer Services—0.42% |
||||||||
1,002 | Bright Horizons Family Solutions, Inc. (b) |
94,188 | ||||||
1,393 | Graham Holdings Co.—Class B |
777,781 | ||||||
12,045 | H&R Block, Inc. |
315,820 | ||||||
1,915 | ServiceMaster Global Holdings, Inc. (b) |
98,182 | ||||||
|
|
|||||||
1,285,971 | ||||||||
|
|
|||||||
Diversified Financial Services—0.30% |
||||||||
7,266 | FNF Group |
285,118 | ||||||
1,579 | Interactive Brokers Group, Inc.—Class A |
93,493 | ||||||
20,013 | Leucadia National Corp. |
530,144 | ||||||
|
|
|||||||
908,755 | ||||||||
|
|
|||||||
Diversified Telecommunication Services—0.89% |
||||||||
41,138 | AT&T, Inc. |
1,599,445 | ||||||
21,032 | Verizon Communications, Inc. |
1,113,224 | ||||||
|
|
|||||||
2,712,669 | ||||||||
|
|
|||||||
Electric Utilities—1.26% |
||||||||
4,868 | American Electric Power Co., Inc. |
358,139 | ||||||
4,035 | Avangrid, Inc. (a) |
204,090 | ||||||
5,013 | Duke Energy Corp. |
421,644 | ||||||
2,208 | Edison International |
139,634 | ||||||
2,352 | Entergy Corp. |
191,429 | ||||||
4,119 | Eversource Energy |
260,239 | ||||||
6,730 | Exelon Corp. |
265,229 | ||||||
5,861 | FirstEnergy Corp. |
179,464 | ||||||
6,263 | Great Plains Energy, Inc. |
201,919 | ||||||
2,713 | Hawaiian Electric Industries, Inc. |
98,075 | ||||||
3,242 | NextEra Energy, Inc. |
506,368 | ||||||
2,641 | PG&E Corp. |
118,396 | ||||||
2,127 | Pinnacle West Capital Corp. |
181,178 | ||||||
4,295 | PPL Corp. |
132,930 |
4,723 | Southern Co. |
227,129 | ||||||
1,133 | Westar Energy, Inc. |
59,822 | ||||||
6,571 | Xcel Energy, Inc. |
316,131 | ||||||
|
|
|||||||
3,861,816 | ||||||||
|
|
|||||||
Electrical Equipment—0.75% |
||||||||
1,617 | Acuity Brands, Inc. (a) |
284,592 | ||||||
3,569 | Agilent Technologies, Inc. |
239,016 | ||||||
3,053 | AMETEK, Inc. |
221,251 | ||||||
1,115 | Eaton Corp. Plc |
88,096 | ||||||
2,721 | Emerson Electric Co. |
189,627 | ||||||
8,299 | Regal Beloit Corp. |
635,703 | ||||||
1,728 | Rockwell Automation, Inc. |
339,293 | ||||||
1,074 | Roper Industries, Inc. |
278,166 | ||||||
|
|
|||||||
2,275,744 | ||||||||
|
|
|||||||
Electronic Equipment, Instruments & Components—1.06% |
||||||||
2,891 | Amphenol Corp.—Class A |
253,830 | ||||||
4,263 | CDW Corp. |
296,236 | ||||||
8,080 | Cognex Corp. |
494,173 | ||||||
1,269 | Coherent, Inc. (b) |
358,137 | ||||||
3,014 | Dolby Laboratories, Inc.—Class A |
186,868 | ||||||
1,517 | IPG Photonics Corp. (b) |
324,835 | ||||||
13,665 | Jabil, Inc. |
358,706 | ||||||
14,697 | National Instruments Corp. (a) |
611,836 | ||||||
1,914 | Trimble, Inc. (b) |
77,785 | ||||||
863 | Universal Display Corp. |
148,997 | ||||||
1,353 | Zebra Technologies Corp.—Class A (b) |
140,441 | ||||||
|
|
|||||||
3,251,844 | ||||||||
|
|
|||||||
Energy Equipment & Services—0.48% |
||||||||
19,677 | Oceaneering International, Inc. (a) |
415,972 | ||||||
2,566 | RPC, Inc. (a) |
65,510 | ||||||
90,960 | Transocean, Ltd. (a)(b) |
971,453 | ||||||
|
|
|||||||
1,452,935 | ||||||||
|
|
|||||||
Food & Staples Retailing—2.70% |
||||||||
2,274 | Casey’s General Stores, Inc. (a) |
254,552 | ||||||
4,791 | Costco Wholesale Corp. |
891,701 | ||||||
14,948 | CVS Health Corp. |
1,083,730 | ||||||
20,402 | Kroger Co. (a) |
560,035 | ||||||
417,336 | Rite Aid Corp. (a)(b) |
822,152 | ||||||
17,363 | Sprouts Farmers Market, Inc. (a)(b) |
422,789 | ||||||
7,408 | SYSCO Corp. |
449,888 | ||||||
22,313 | US Foods Holding Corp. (b) |
712,454 | ||||||
12,867 | Walgreens Boots Alliance, Inc. |
934,401 | ||||||
21,471 | Wal-Mart Stores, Inc. |
2,120,261 | ||||||
|
|
|||||||
8,251,963 | ||||||||
|
|
|||||||
Food Products—1.78% |
||||||||
18,208 | Archer-Daniels-Midland Co. |
729,777 | ||||||
12,371 | Blue Buffalo Pet Products, Inc. (a)(b) |
405,645 | ||||||
3,223 | Bunge Ltd. |
216,199 | ||||||
3,590 | Campbell Soup Co. (a) |
172,715 | ||||||
19,573 | Flowers Foods, Inc. (a) |
377,955 | ||||||
3,431 | Hershey Co. |
389,453 | ||||||
2,490 | Hormel Foods Corp. (a) |
90,611 | ||||||
2,670 | Ingredion, Inc. |
373,266 | ||||||
968 | Kellogg Co. (a) |
65,805 | ||||||
4,456 | Lamb Weston Holdings, Inc. |
251,541 |
10,697 | Pilgrim’s Pride Corp. (a)(b) |
332,249 | ||||||
2,463 | Pinnacle Foods, Inc. |
146,474 | ||||||
1,632 | Post Holdings, Inc. (b) |
129,303 | ||||||
3,357 | The Hain Celestial Group, Inc. (a)(b) |
142,303 | ||||||
2,103 | The J.M. Smucker Co. (a) |
261,277 | ||||||
21,992 | TreeHouse Foods, Inc. (a)(b) |
1,087,724 | ||||||
3,317 | Tyson Foods, Inc.—Class A |
268,909 | ||||||
|
|
|||||||
5,441,206 | ||||||||
|
|
|||||||
Gas Utilities—0.12% |
||||||||
1,364 | Atmos Energy Corp. |
117,154 | ||||||
5,118 | UGI Corp. |
240,290 | ||||||
|
|
|||||||
357,444 | ||||||||
|
|
|||||||
Health Care Equipment & Supplies—1.96% |
||||||||
2,482 | ABIOMED, Inc. (b) |
465,152 | ||||||
3,489 | Align Technology, Inc. (b) |
775,221 | ||||||
5,561 | Baxter International, Inc. |
359,463 | ||||||
2,470 | Becton Dickinson and Co. (a) |
528,803 | ||||||
6,717 | Boston Scientific Corp. (b) |
166,514 | ||||||
1,305 | Danaher Corp. |
121,130 | ||||||
4,096 | DexCom, Inc. (b) |
235,070 | ||||||
2,730 | Edwards Lifesciences Corp. (b) |
307,698 | ||||||
2,482 | Hill-Rom Holdings, Inc. |
209,208 | ||||||
3,271 | IDEXX Laboratories, Inc. (b) |
511,519 | ||||||
1,815 | Intuitive Surgical, Inc. (b) |
662,366 | ||||||
2,532 | Medtronic Plc |
204,459 | ||||||
764 | ResMed, Inc. (a) |
64,703 | ||||||
1,446 | STERIS Plc |
126,482 | ||||||
3,782 | Stryker Corp. (a) |
585,605 | ||||||
920 | Teleflex, Inc. |
228,914 | ||||||
769 | The Cooper Cos., Inc. |
167,550 | ||||||
2,248 | Varian Medical Systems, Inc. (a)(b) |
249,865 | ||||||
|
|
|||||||
5,969,722 | ||||||||
|
|
|||||||
Health Care Providers & Services—3.50% |
||||||||
2,187 | Aetna, Inc. |
394,513 | ||||||
4,848 | Anthem, Inc. |
1,090,849 | ||||||
44,867 | Brookdale Senior Living, Inc. (b) |
435,210 | ||||||
2,147 | Cardinal Health, Inc. |
131,547 | ||||||
8,721 | Centene Corp. (b) |
879,774 | ||||||
2,084 | Cerner Corp. (b) |
140,441 | ||||||
2,647 | CIGNA Corp. |
537,579 | ||||||
5,668 | DaVita, Inc. (b) |
409,513 | ||||||
15,142 | Envision Healthcare Corp. (b) |
523,308 | ||||||
11,511 | Express Scripts Holding Co. (b) |
859,181 | ||||||
3,156 | Henry Schein, Inc. (a)(b) |
220,541 | ||||||
3,603 | Humana, Inc. (a) |
893,796 | ||||||
482 | Laboratory Corp. of America Holdings (b) |
76,884 | ||||||
2,762 | McKesson Corp. |
430,734 | ||||||
4,913 | MEDNAX, Inc. (b) |
262,551 | ||||||
2,170 | Patterson Cos., Inc. (a) |
78,402 | ||||||
1,562 | PerkinElmer, Inc. |
114,213 | ||||||
11,598 | UnitedHealth Group, Inc. |
2,556,895 | ||||||
3,200 | WellCare Health Plans, Inc. (b) |
643,552 | ||||||
|
|
|||||||
10,679,483 | ||||||||
|
|
|||||||
Health Care Technology—0.14% |
||||||||
2,096 | athenahealth, Inc. (a)(b) |
278,852 | ||||||
2,583 | Veeva Systems, Inc.—Class A (b) |
142,788 | ||||||
|
|
|||||||
421,640 | ||||||||
|
|
Hotels, Restaurants & Leisure—2.53% |
||||||||
3,082 | Aramark |
131,725 | ||||||
7,474 | Carnival Corp. |
496,049 | ||||||
5,783 | Choice Hotels International, Inc. |
448,761 | ||||||
3,305 | Darden Restaurants, Inc. |
317,346 | ||||||
4,020 | Domino’s Pizza, Inc. |
759,619 | ||||||
9,721 | Extended Stay America, Inc. |
184,699 | ||||||
3,821 | Hilton Grand Vacations, Inc. (b) |
160,291 | ||||||
3,436 | Hilton Worldwide Holdings, Inc. |
274,399 | ||||||
3,283 | Hyatt Hotels Corp.—Class A (a)(b) |
241,432 | ||||||
7,868 | International Game Technology Plc |
208,581 | ||||||
3,501 | Las Vegas Sands Corp. |
243,284 | ||||||
3,914 | Marriott International, Inc.—Class A (a) |
531,247 | ||||||
7,908 | McDonald’s Corp. |
1,361,125 | ||||||
1,152 | Norwegian Cruise Line Holdings, Ltd. (b) |
61,344 | ||||||
2,586 | Royal Caribbean Cruises Ltd. |
308,458 | ||||||
8,449 | Starbucks Corp. |
485,226 | ||||||
1,164 | Vail Resorts, Inc. |
247,315 | ||||||
3,088 | Wyndham Worldwide Corp. |
357,807 | ||||||
1,241 | Wynn Resorts Ltd. |
209,220 | ||||||
6,953 | Yum China Holdings, Inc. |
278,259 | ||||||
5,178 | Yum! Brands, Inc. |
422,577 | ||||||
|
|
|||||||
7,728,764 | ||||||||
|
|
|||||||
Household Durables—0.95% |
||||||||
3,722 | CalAtlantic Group, Inc. |
209,884 | ||||||
3,571 | D.R. Horton, Inc. |
182,371 | ||||||
1,261 | Garmin Ltd. |
75,118 | ||||||
1,975 | Lennar Corp.—Class A (a) |
124,899 | ||||||
1,245 | Lennar Corp.—Class B |
64,342 | ||||||
775 | Mohawk Industries, Inc. (b) |
213,822 | ||||||
179 | NVR, Inc. (b) |
627,971 | ||||||
6,518 | PulteGroup, Inc. |
216,723 | ||||||
4,251 | Tempur Sealy International, Inc. (b) |
266,495 | ||||||
10,896 | Toll Brothers, Inc. |
523,226 | ||||||
6,315 | Tupperware Brands Corp. |
395,951 | ||||||
|
|
|||||||
2,900,802 | ||||||||
|
|
|||||||
Household Products—1.14% |
||||||||
2,119 | Church & Dwight, Inc. |
106,310 | ||||||
2,753 | Clorox Co. (a) |
409,481 | ||||||
8,417 | Colgate-Palmolive Co. |
635,063 | ||||||
4,108 | Energizer Holdings, Inc. (a) |
197,102 | ||||||
3,179 | Kimberly-Clark Corp. |
383,578 | ||||||
19,105 | Procter & Gamble Co. |
1,755,367 | ||||||
|
|
|||||||
3,486,901 | ||||||||
|
|
|||||||
Independent Power and Renewable Electricity Producers—0.67% |
||||||||
17,303 | AES Corp. |
187,391 | ||||||
86,951 | Calpine Corp. (b) |
1,315,569 | ||||||
14,308 | NRG Energy, Inc. (a) |
407,492 | ||||||
7,710 | Vistra Energy Corp. (a)(b) |
141,247 | ||||||
|
|
|||||||
2,051,699 | ||||||||
|
|
|||||||
Industrial Conglomerates—0.90% |
||||||||
6,595 | 3M Co. |
1,552,265 | ||||||
12,121 | General Electric Co. |
211,512 |
5,031 | Honeywell International, Inc. |
771,554 | ||||||
51 | Seaboard Corp. |
224,910 | ||||||
|
|
|||||||
2,760,241 | ||||||||
|
|
|||||||
Insurance—3.38% |
||||||||
2,481 | Aflac, Inc. |
217,782 | ||||||
6,441 | Allstate Corp. |
674,437 | ||||||
3,130 | American Financial Group, Inc. |
339,730 | ||||||
3,328 | Aon Plc |
445,952 | ||||||
817 | Arch Capital Group, Ltd. (b) |
74,159 | ||||||
2,411 | Arthur J. Gallagher & Co. |
152,568 | ||||||
5,651 | Assured Guaranty, Ltd. |
191,400 | ||||||
2,452 | Athene Holding, Ltd. (b) |
126,793 | ||||||
15,155 | Berkshire Hathaway, Inc.—Class B (b) |
3,004,024 | ||||||
2,224 | Chubb, Ltd. |
324,993 | ||||||
7,187 | CNA Financial Corp. |
381,270 | ||||||
1,170 | Erie Indemnity Co.—Class A |
142,553 | ||||||
3,908 | First American Financial Corp. |
219,004 | ||||||
5,694 | Hartford Financial Services Group, Inc. |
320,458 | ||||||
5,221 | Lincoln National Corp. |
401,338 | ||||||
81 | Markel Corp. (b) |
92,270 | ||||||
5,543 | Marsh & McLennan Cos., Inc. |
451,145 | ||||||
12,812 | Old Republic International Corp. |
273,921 | ||||||
9,037 | Progressive Corp. |
508,964 | ||||||
4,747 | Prudential Financial, Inc. |
545,810 | ||||||
3,068 | Reinsurance Group of America, Inc. |
478,393 | ||||||
1,552 | The Travelers Cos., Inc. |
210,513 | ||||||
7,393 | Unum Group |
405,802 | ||||||
2,646 | W.R. Berkley Corp. |
189,586 | ||||||
971 | Willis Towers Watson Plc |
146,320 | ||||||
|
|
|||||||
10,319,185 | ||||||||
|
|
|||||||
Internet & Direct Marketing Retail—2.66% |
||||||||
3,685 | Amazon.com, Inc. (b) |
4,309,497 | ||||||
2,617 | Expedia, Inc. |
313,438 | ||||||
10,433 | Liberty Expedia Holdings, Inc.—Class A (b) |
462,495 | ||||||
7,149 | Liberty Interactive Corp. QVC Group—Class A (b) |
174,579 | ||||||
1,077 | Liberty Ventures—Series A (b) |
58,417 | ||||||
4,163 | Netflix, Inc. (b) |
799,129 | ||||||
609 | The Priceline Group, Inc. (b) |
1,058,284 | ||||||
8,085 | TripAdvisor, Inc. (a)(b) |
278,609 | ||||||
8,153 | Wayfair, Inc.—Class A (a)(b) |
654,441 | ||||||
|
|
|||||||
8,108,889 | ||||||||
|
|
|||||||
Internet Software & Services—4.31% |
||||||||
7,073 | Akamai Technologies, Inc. (b) |
460,028 | ||||||
2,949 | Alphabet, Inc.—Class A (b) |
3,106,477 | ||||||
2,963 | Alphabet, Inc.—Class C (b) |
3,100,483 | ||||||
877 | CoStar Group, Inc. (b) |
260,425 | ||||||
8,729 | eBay, Inc. (b) |
329,433 | ||||||
25,580 | Facebook, Inc.—Class A (b) |
4,513,847 | ||||||
2,076 | GoDaddy, Inc.—Class A (b) |
104,381 | ||||||
4,079 | IAC InterActive Corp. (b) |
498,780 | ||||||
7,784 | Match Group, Inc. (a)(b) |
243,717 | ||||||
26,585 | Pandora Media, Inc. (a)(b) |
128,140 | ||||||
7,842 | Twitter, Inc. (b) |
188,286 | ||||||
2,089 | VeriSign, Inc. (a)(b) |
239,065 | ||||||
|
|
|||||||
13,173,062 | ||||||||
|
|
IT Services—3.20% |
||||||||
8,248 | Accenture Plc—Class A |
1,262,686 | ||||||
1,038 | Alliance Data Systems Corp. |
263,112 | ||||||
2,222 | Amdocs Ltd. |
145,497 | ||||||
1,241 | Automatic Data Processing, Inc. |
145,433 | ||||||
13,214 | Booz Allen Hamilton Holding Corp.—Class A |
503,850 | ||||||
1,888 | Broadridge Financial Solutions, Inc. |
171,015 | ||||||
7,425 | Cognizant Technology Solutions Corp.—Class A |
527,323 | ||||||
13,241 | Conduent, Inc. (b) |
213,975 | ||||||
6,780 | CoreLogic, Inc. (b) |
313,304 | ||||||
5,651 | CSRA, Inc. (a) |
169,078 | ||||||
5,022 | DXC Technology Co. |
476,588 | ||||||
1,185 | Euronet Worldwide, Inc. (a)(b) |
99,860 | ||||||
3,015 | Fidelity National Information Services, Inc. |
283,681 | ||||||
12,388 | First Data Corp.—Class A (b) |
207,003 | ||||||
884 | Fiserv, Inc. (b) |
115,919 | ||||||
1,172 | Gartner, Inc. (b) |
144,332 | ||||||
7,643 | Genpact, Ltd. |
242,589 | ||||||
911 | Global Payments, Inc. (a) |
91,319 | ||||||
2,037 | Leidos Holdings, Inc. |
131,529 | ||||||
8,052 | MasterCard, Inc.—Class A |
1,218,751 | ||||||
9,213 | PayPal Holdings, Inc. (b) |
678,261 | ||||||
13,967 | Square, Inc.—Class A (a)(b) |
484,236 | ||||||
5,473 | T-Mobile USA, Inc. (b) |
347,590 | ||||||
3,832 | Total System Services, Inc. |
303,073 | ||||||
1,367 | Vantiv, Inc.—Class A (a)(b) |
100,543 | ||||||
9,976 | Visa, Inc.—Class A |
1,137,463 | ||||||
|
|
|||||||
9,778,010 | ||||||||
|
|
|||||||
Leisure Products—0.38% |
||||||||
2,119 | Brunswick Corp. |
117,011 | ||||||
3,059 | Hasbro, Inc. |
278,033 | ||||||
10,199 | Mattel, Inc. (a) |
156,861 | ||||||
1,651 | Polaris Industries, Inc. |
204,707 | ||||||
3,056 | Pool Corp. |
396,210 | ||||||
|
|
|||||||
1,152,822 | ||||||||
|
|
|||||||
Life Sciences Tools & Services—0.90% |
||||||||
1,184 | Bio-Rad Laboratories, Inc.—Class A (b) |
282,585 | ||||||
11,458 | Bruker Corp. |
393,238 | ||||||
1,928 | Charles River Laboratories International, Inc. (b) |
211,019 | ||||||
687 | Illumina, Inc. (b) |
150,103 | ||||||
2,733 | IQVIA Holdings, Inc. (b) |
267,561 | ||||||
1,084 | Mettler-Toledo International, Inc. (b) |
671,560 | ||||||
2,204 | QIAGEN NV |
68,170 | ||||||
2,495 | Thermo Fisher Scientific, Inc. |
473,751 | ||||||
1,175 | Waters Corp. (b) |
226,998 | ||||||
|
|
|||||||
2,744,985 | ||||||||
|
|
|||||||
Machinery—1.71% |
||||||||
1,250 | AGCO Corp. |
89,288 | ||||||
3,110 | Caterpillar, Inc. |
490,074 | ||||||
8,777 | Colfax Corp. (b) |
347,745 | ||||||
838 | Cummins, Inc. |
148,024 | ||||||
2,835 | Deere & Co. |
443,706 | ||||||
4,671 | Donaldson Co., Inc. |
228,645 | ||||||
5,401 | Fortive Corp. (a) |
390,762 | ||||||
14,184 | Graco, Inc. (a) |
641,401 |
467 | IDEX Corp. |
61,630 | ||||||
1,838 | Illinois Tool Works, Inc. |
306,670 | ||||||
3,194 | Ingersoll-Rand Plc |
284,873 | ||||||
2,933 | Lincoln Electric Holdings, Inc. |
268,604 | ||||||
697 | Nordson Corp. (a) |
102,041 | ||||||
852 | Parker-Hannifin Corp. |
170,042 | ||||||
920 | Snap-on, Inc. (a) |
160,356 | ||||||
1,263 | Stanley Black & Decker, Inc. |
214,319 | ||||||
3,985 | Terex Corp. (a) |
192,157 | ||||||
1,301 | The Timken Co. |
63,944 | ||||||
8,570 | Toro Co. |
559,021 | ||||||
907 | Xylem, Inc. |
61,857 | ||||||
|
|
|||||||
5,225,159 | ||||||||
|
|
|||||||
Marine—0.18% |
||||||||
8,277 | Kirby Corp. (a)(b) |
552,904 | ||||||
|
|
|||||||
Media—2.00% |
||||||||
131 | Cable One, Inc. |
92,139 | ||||||
1,253 | Charter Communications, Inc.—Class A (b) |
420,958 | ||||||
30,827 | Comcast Corp.—Class A |
1,234,621 | ||||||
10,334 | Discovery Communications, Inc.—Series A (a)(b) |
231,275 | ||||||
11,152 | Discovery Communications, Inc.—Series C (a)(b) |
236,088 | ||||||
4,068 | John Wiley & Sons, Inc.—Class A |
267,471 | ||||||
1,218 | Liberty Broadband Corp.—Class A (b) |
103,591 | ||||||
1,739 | Liberty Broadband Corp.—Class C (a)(b) |
148,093 | ||||||
4,909 | Liberty Media Corp.—Class A (b) |
194,691 | ||||||
5,517 | Liberty Media Corp.—Class C (b) |
218,804 | ||||||
4,423 | Lions Gate Entertainment Corp.—Class A (a)(b) |
149,542 | ||||||
4,874 | Lions Gate Entertainment Corp.—Class B (b) |
154,701 | ||||||
3,906 | Live Nation Entertainment, Inc. (b) |
166,278 | ||||||
794 | Scripps Networks Interactive, Inc.—Class A |
67,792 | ||||||
46,529 | Sirius XM Holdings, Inc. (a) |
249,395 | ||||||
7,776 | TEGNA, Inc. |
109,486 | ||||||
10,953 | The Walt Disney Co. |
1,177,557 | ||||||
1,978 | Time Warner, Inc. |
180,928 | ||||||
9,079 | Viacom, Inc.—Class A |
316,857 | ||||||
12,588 | Viacom, Inc.—Class B |
387,836 | ||||||
|
|
|||||||
6,108,103 | ||||||||
|
|
|||||||
Metals & Mining—0.65% |
||||||||
11,931 | Alcoa Corp. (a)(b) |
642,723 | ||||||
16,885 | Freeport-McMoRan, Inc. (b) |
320,140 | ||||||
4,212 | Newmont Mining Corp. |
158,034 | ||||||
1,821 | Royal Gold, Inc. |
149,541 | ||||||
20,686 | United States Steel Corp. |
727,940 | ||||||
|
|
|||||||
1,998,378 | ||||||||
|
|
|||||||
Multiline Retail—1.32% |
||||||||
4,595 | Burlington Stores, Inc. (b) |
565,323 | ||||||
4,170 | Dollar General Corp. |
387,852 | ||||||
2,974 | Dollar Tree, Inc. (b) |
319,140 | ||||||
15,954 | Kohl’s Corp. (a) |
865,185 | ||||||
34,619 | Macy’s, Inc. (a) |
872,053 | ||||||
8,667 | Nordstrom, Inc. (a) |
410,642 | ||||||
9,314 | Target Corp. (a) |
607,738 | ||||||
|
|
|||||||
4,027,933 | ||||||||
|
|
Multi-Utilities—0.94% |
||||||||
3,362 | Alliant Energy Corp. |
143,255 | ||||||
4,141 | Ameren Corp. |
244,278 | ||||||
9,942 | CenterPoint Energy, Inc. |
281,955 | ||||||
5,068 | CMS Energy Corp. |
239,716 | ||||||
3,339 | Consolidated Edison, Inc. |
283,648 | ||||||
3,452 | Dominion Energy, Inc. |
279,819 | ||||||
1,880 | DTE Energy Co. |
205,785 | ||||||
7,314 | MDU Resources Group, Inc. (a) |
196,600 | ||||||
5,668 | NiSource, Inc. |
145,498 | ||||||
4,660 | Public Service Enterprise Group, Inc. |
239,990 | ||||||
1,787 | Sempra Energy (a) |
191,066 | ||||||
2,555 | Vectren Corp. |
166,126 | ||||||
4,015 | WEC Energy Group, Inc. |
266,716 | ||||||
|
|
|||||||
2,884,452 | ||||||||
|
|
|||||||
Oil, Gas & Consumable Fuels—2.00% |
||||||||
7,997 | Chevron Corp. |
1,001,144 | ||||||
9,536 | CNX Resources Corp. (b) |
139,512 | ||||||
17,575 | CONSOL Energy, Inc. (a)(b) |
694,388 | ||||||
22,512 | Exxon Mobil Corp. |
1,882,904 | ||||||
12,954 | HollyFrontier Corp. (a) |
663,504 | ||||||
5,462 | Marathon Petroleum Corp. |
360,383 | ||||||
14,779 | Valero Energy Corp. |
1,358,338 | ||||||
|
|
|||||||
6,100,173 | ||||||||
|
|
|||||||
Paper & Forest Products—0.23% |
||||||||
14,390 | Domtar Corp. |
712,593 | ||||||
|
|
|||||||
Personal Products—0.55% |
||||||||
2,336 | Edgewell Personal Care Co. (b) |
138,735 | ||||||
5,745 | Herbalife, Ltd. (a)(b) |
389,051 | ||||||
6,330 | Nu Skin Enterprises, Inc.—Class A |
431,896 | ||||||
5,553 | The Estee Lauder Cos., Inc.—Class A |
706,564 | ||||||
|
|
|||||||
1,666,246 | ||||||||
|
|
|||||||
Pharmaceuticals—4.50% |
||||||||
10,405 | Abbott Laboratories |
593,813 | ||||||
13,043 | AbbVie, Inc. |
1,261,389 | ||||||
1,905 | Akorn, Inc. (b) |
61,398 | ||||||
1,777 | Allergan Plc |
290,682 | ||||||
16,092 | Bristol-Myers Squibb Co. |
986,118 | ||||||
8,052 | Eli Lilly & Co. |
680,072 | ||||||
110,694 | Endo International Plc (b) |
857,879 | ||||||
28,998 | Johnson & Johnson |
4,051,601 | ||||||
34,344 | Mallinckrodt Plc (a)(b) |
774,801 | ||||||
16,830 | Merck & Co., Inc. |
947,024 | ||||||
22,653 | Mylan NV (b) |
958,448 | ||||||
3,465 | Perrigo Co. Plc |
302,009 | ||||||
42,575 | Pfizer, Inc. |
1,542,066 | ||||||
5,801 | Zoetis, Inc. |
417,904 | ||||||
|
|
|||||||
13,725,204 | ||||||||
|
|
|||||||
Professional Services—0.72% |
||||||||
520 | Equifax, Inc. |
61,318 | ||||||
3,386 | IHS Markit, Ltd. (b) |
152,878 | ||||||
6,864 | ManpowerGroup, Inc. |
865,619 | ||||||
3,717 | Nielsen Holdings Plc (a) |
135,299 | ||||||
13,209 | Robert Half International, Inc. |
733,628 | ||||||
2,131 | The Dun & Bradstreet Corp. |
252,332 | ||||||
|
|
|||||||
2,201,074 | ||||||||
|
|
Real Estate Management & Development—0.54% |
||||||||
1,846 | CBRE Group, Inc.—Class A (b) |
79,950 | ||||||
4,152 | Jones Lang LaSalle, Inc. |
618,357 | ||||||
35,601 | Realogy Holdings Corp. (a) |
943,427 | ||||||
|
|
|||||||
1,641,734 | ||||||||
|
|
|||||||
Road & Rail—0.36% |
||||||||
5,202 | Genesee & Wyoming, Inc.—Class A (b) |
409,553 | ||||||
3,790 | Landstar System, Inc. |
394,539 | ||||||
808 | Old Dominion Freight Line, Inc. |
106,292 | ||||||
1,426 | Union Pacific Corp. |
191,227 | ||||||
|
|
|||||||
1,101,611 | ||||||||
|
|
|||||||
Semiconductors & Semiconductor Equipment—4.01% |
||||||||
31,520 | Advanced Micro Devices, Inc. (a)(b) |
324,026 | ||||||
2,603 | Analog Devices, Inc. |
231,745 | ||||||
17,545 | Applied Materials, Inc. (a) |
896,900 | ||||||
2,603 | Broadcom Ltd. |
668,711 | ||||||
2,028 | Cavium, Inc. (b) |
170,007 | ||||||
12,379 | First Solar, Inc. (b) |
835,830 | ||||||
45,661 | Intel Corp. (a) |
2,107,712 | ||||||
3,941 | KLA-Tencor Corp. |
414,081 | ||||||
3,811 | Lam Research Corp. |
701,491 | ||||||
9,236 | Marvell Technology Group, Ltd. |
198,297 | ||||||
2,085 | Maxim Integrated Products, Inc. |
109,004 | ||||||
2,712 | Microchip Technology, Inc. (a) |
238,330 | ||||||
16,077 | Micron Technology, Inc. (b) |
661,086 | ||||||
3,978 | Microsemi Corp. (b) |
205,464 | ||||||
7,911 | NVIDIA Corp. |
1,530,778 | ||||||
20,726 | ON Semiconductor Corp. (a)(b) |
434,002 | ||||||
1,996 | Qorvo, Inc. (a)(b) |
132,934 | ||||||
4,658 | Skyworks Solutions, Inc. (a) |
442,277 | ||||||
11,509 | Teradyne, Inc. |
481,882 | ||||||
10,450 | Texas Instruments, Inc. |
1,091,398 | ||||||
7,700 | Versum Materials, Inc. |
291,445 | ||||||
890 | Xilinx, Inc. |
60,004 | ||||||
|
|
|||||||
12,227,404 | ||||||||
|
|
|||||||
Software—6.39% |
||||||||
6,063 | Activision Blizzard, Inc. |
383,909 | ||||||
5,500 | Adobe Systems, Inc. (b) |
963,820 | ||||||
1,716 | ANSYS, Inc. (b) |
253,264 | ||||||
5,554 | Atlassian Corp. Plc—Class A (b) |
252,818 | ||||||
1,932 | Autodesk, Inc. (b) |
202,532 | ||||||
3,368 | CA, Inc. |
112,087 | ||||||
16,949 | Cadence Design System, Inc. (b) |
708,807 | ||||||
1,236 | CDK Global, Inc. |
88,102 | ||||||
2,980 | Citrix Systems, Inc. (b) |
262,240 | ||||||
18,270 | Dell Technologies, Inc.—Class V (b) |
1,484,986 | ||||||
5,085 | Electronic Arts, Inc. (b) |
534,230 | ||||||
5,804 | Fortinet, Inc. (a)(b) |
253,577 | ||||||
828 | Guidewire Software, Inc. (b) |
61,487 | ||||||
3,759 | Intuit, Inc. |
593,095 | ||||||
2,523 | Jack Henry & Associates, Inc. |
295,090 | ||||||
9,498 | Manhattan Associates, Inc. (b) |
470,531 | ||||||
76,756 | Microsoft Corp. |
6,565,708 | ||||||
28,274 | Nuance Communications, Inc. (a)(b) |
462,280 | ||||||
25,597 | Oracle Corp. |
1,210,226 | ||||||
1,341 | PTC, Inc. (b) |
81,493 |
4,737 | Red Hat, Inc. (a)(b) |
568,914 | ||||||
8,129 | salesforce.com, Inc. (b) |
831,028 | ||||||
4,209 | ServiceNow, Inc. (b) |
548,811 | ||||||
4,136 | Splunk, Inc. (b) |
342,626 | ||||||
1,931 | SS&C Technologies Holdings, Inc. |
78,167 | ||||||
5,608 | Synopsys, Inc. (b) |
478,026 | ||||||
4,198 | Tableau Software, Inc.—Class A (a)(b) |
290,502 | ||||||
3,836 | Take-Two Interactive Software, Inc. (b) |
421,116 | ||||||
749 | The Ultimate Software Group, Inc. (b) |
163,454 | ||||||
3,208 | VMware, Inc. (a)(b) |
402,027 | ||||||
1,460 | Workday, Inc.—Class A (b) |
148,540 | ||||||
|
|
|||||||
19,513,493 | ||||||||
|
|
|||||||
Specialty Retail—4.54% |
||||||||
2,868 | Advance Auto Parts, Inc. |
285,911 | ||||||
2,022 | AutoNation, Inc. (a)(b) |
103,789 | ||||||
618 | AutoZone, Inc. (b) |
439,627 | ||||||
34,601 | Bed Bath & Beyond, Inc. (a) |
760,876 | ||||||
7,651 | Best Buy Co., Inc. |
523,864 | ||||||
16,187 | Dick’s Sporting Goods, Inc. |
465,214 | ||||||
7,130 | Floor & Decor Holdings, Inc. (b) |
347,088 | ||||||
8,023 | Foot Locker, Inc. (a) |
376,118 | ||||||
44,250 | GameStop Corp.—Class A (a) |
794,288 | ||||||
7,797 | L Brands, Inc. (a) |
469,535 | ||||||
7,869 | Lowe’s Cos., Inc. |
731,345 | ||||||
2,629 | Murphy USA, Inc. (a)(b) |
211,266 | ||||||
1,892 | O’Reilly Automotive, Inc. (a)(b) |
455,102 | ||||||
7,027 | Ross Stores, Inc. |
563,917 | ||||||
21,318 | Sally Beauty Holdings, Inc. (a)(b) |
399,926 | ||||||
528 | Sherwin-Williams Co. |
216,501 | ||||||
9,480 | Signet Jewelers Ltd. (a) |
536,094 | ||||||
13,889 | The Gap, Inc. (a) |
473,059 | ||||||
11,642 | The Home Depot, Inc. |
2,206,508 | ||||||
18,963 | The Michaels Cos., Inc. (a)(b) |
458,715 | ||||||
7,233 | The TJX Cos., Inc. (a) |
553,035 | ||||||
3,545 | Tiffany & Co. |
368,503 | ||||||
6,781 | Tractor Supply Co. |
506,880 | ||||||
1,816 | Ulta Beauty, Inc. (b) |
406,167 | ||||||
24,289 | Urban Outfitters, Inc. (a)(b) |
851,572 | ||||||
7,145 | Williams Sonoma, Inc. (a) |
369,397 | ||||||
|
|
|||||||
13,874,297 | ||||||||
|
|
|||||||
Technology Hardware, Storage & Peripherals—3.97% |
||||||||
54,784 | Apple, Inc. |
9,271,096 | ||||||
17,116 | HP, Inc. |
359,607 | ||||||
6,727 | International Business Machines Corp. |
1,032,056 | ||||||
2,038 | NCR Corp. (a)(b) |
69,272 | ||||||
2,140 | NetApp, Inc. |
118,385 | ||||||
17,468 | Teradata Corp. (a)(b) |
671,819 | ||||||
7,364 | Western Digital Corp. |
585,659 | ||||||
|
|
|||||||
12,107,894 | ||||||||
|
|
|||||||
Textiles, Apparel & Luxury Goods—1.58% |
||||||||
3,138 | Carter’s, Inc. |
368,684 | ||||||
6,147 | lululemon athletica, Inc. (b) |
483,093 | ||||||
8,519 | Michael Kors Holdings Ltd. (b) |
536,271 | ||||||
11,968 | NIKE, Inc.—Class B |
748,598 | ||||||
1,470 | PVH Corp. |
201,699 |
6,631 | Ralph Lauren Corp. (a) |
687,568 | ||||||
12,189 | Skechers U.S.A., Inc.—Class A (a)(b) |
461,232 | ||||||
7,857 | Tapestry, Inc. (a) |
347,515 | ||||||
17,930 | Under Armour, Inc.—Class A (a)(b) |
258,730 | ||||||
18,447 | Under Armour, Inc.—Class C (a)(b) |
245,714 | ||||||
6,544 | VF Corp. (a) |
484,256 | ||||||
|
|
|||||||
4,823,360 | ||||||||
|
|
|||||||
Tobacco—0.76% |
||||||||
9,160 | Altria Group, Inc. |
654,116 | ||||||
15,731 | Philip Morris International, Inc. |
1,661,980 | ||||||
|
|
|||||||
2,316,096 | ||||||||
|
|
|||||||
Trading Companies & Distributors—1.05% |
||||||||
9,958 | Fastenal Co. |
544,603 | ||||||
5,925 | HD Supply Holdings, Inc. (b) |
237,178 | ||||||
4,226 | MSC Industrial Direct Co., Inc.—Class A |
408,485 | ||||||
7,363 | Univar, Inc. (b) |
227,958 | ||||||
2,176 | W.W. Grainger, Inc. (a) |
514,080 | ||||||
1,505 | Watsco, Inc.—Class A |
255,910 | ||||||
14,712 | WESCO International, Inc. (b) |
1,002,623 | ||||||
|
|
|||||||
3,190,837 | ||||||||
|
|
|||||||
Water Utilities—0.10% |
||||||||
2,020 | American Water Works Co., Inc. |
184,810 | ||||||
3,245 | Aqua America, Inc. |
127,301 | ||||||
|
|
|||||||
312,111 | ||||||||
|
|
|||||||
Wireless Telecommunication Services—0.08% |
||||||||
8,594 | Telephone & Data Systems, Inc. |
238,913 | ||||||
|
|
|||||||
Total Common Stocks (Cost $218,181,673) |
286,724,786 | |||||||
|
|
|||||||
REAL ESTATE INVESTMENT TRUSTS—2.25% |
||||||||
Real Estate Investment Trusts—2.25% |
||||||||
13,867 | AGNC Investment Corp. (a) |
279,975 | ||||||
689 | Alexandria Real Estate Equities, Inc. |
89,977 | ||||||
7,841 | American Homes 4 Rent—Class A |
171,247 | ||||||
3,078 | American Tower Corp. |
439,138 | ||||||
35,149 | Annaly Capital Management, Inc. |
417,922 | ||||||
4,139 | Brandywine Realty Trust |
75,288 | ||||||
1,574 | Camden Property Trust |
144,902 | ||||||
22,621 | Chimera Investment Corp. |
418,036 | ||||||
1,490 | CoreSite Realty Corp. |
169,711 | ||||||
3,003 | Crown Castle International Corp. |
333,363 | ||||||
2,077 | CubeSmart (a) |
60,067 | ||||||
1,479 | CyrusOne, Inc. |
88,045 | ||||||
2,016 | DCT Industrial Trust, Inc. (a) |
118,500 | ||||||
1,196 | Digital Realty Trust, Inc. (a) |
136,224 | ||||||
6,217 | Empire State Realty Trust, Inc.—Class A |
127,635 | ||||||
501 | Equinix, Inc. (a) |
227,063 | ||||||
2,215 | Equity Commonwealth (b) |
67,580 | ||||||
2,009 | Equity LifeStyle Properties, Inc. |
178,841 | ||||||
1,308 | Equity Residential |
83,411 | ||||||
771 | Essex Property Trust, Inc. |
186,096 | ||||||
1,032 | Extra Space Storage, Inc. (a) |
90,248 | ||||||
4,459 | Forest City Realty Trust, Inc.—Class A |
107,462 | ||||||
3,350 | Gaming and Leisure Properties, Inc. |
123,950 | ||||||
10,693 | Hospitality Properties Trust |
319,186 | ||||||
16,096 | Host Hotels & Resorts, Inc. (a) |
319,506 |
3,246 | Iron Mountain, Inc. |
122,472 | ||||||
27,628 | MFA Financial, Inc. |
218,814 | ||||||
16,734 | New Residential Investment Corp. |
299,204 | ||||||
2,777 | Park Hotels & Resorts, Inc. |
79,839 | ||||||
7,520 | Piedmont Office Realty Trust, Inc.—Class A (a) |
147,467 | ||||||
2,743 | Prologis, Inc. |
176,951 | ||||||
8,849 | Retail Properties of America, Inc.—Class A |
118,931 | ||||||
1,976 | SBA Communications Corp. (b) |
322,799 | ||||||
765 | SL Green Realty Corp. |
77,211 | ||||||
1,143 | Sun Communities, Inc. |
106,048 | ||||||
10,064 | Two Harbors Investment Corp. |
163,641 | ||||||
2,281 | UDR, Inc. |
87,864 | ||||||
8,428 | VEREIT, Inc. |
65,654 | ||||||
1,699 | WP Carey, Inc. (a) |
117,061 | ||||||
|
|
|||||||
Total Real Estate Investment Trusts (Cost $6,529,898) |
6,877,329 | |||||||
|
|
|||||||
INVESTMENT COMPANIES—2.79% |
||||||||
Exchange Traded Funds—2.79% |
||||||||
34,759 | Vanguard S&P 500 ETF |
8,526,035 | ||||||
|
|
|||||||
Total Investment Companies (Cost $7,502,949) |
8,526,035 | |||||||
|
|
|||||||
SHORT TERM INVESTMENTS—0.76% |
||||||||
Money Market Funds—0.76% |
||||||||
2,324,234 | Deutsche Government Money Market Series—Institutional Shares |
|||||||
Effective Yield, 1.29% (c) |
2,324,234 | |||||||
|
|
|||||||
Total Short Term Investments (Cost $2,324,234) |
2,324,234 | |||||||
|
|
|||||||
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING—13.78% |
||||||||
Investments Purchased with Proceeds from Securities Lending—13.78% |
||||||||
42,050,718 | Mount Vernon Liquid Assets Portfolio, LLC |
|||||||
Effective Yield, 1.61% (c) |
42,050,718 | |||||||
|
|
|||||||
Total Investments Purchased with Proceeds from Securities Lending (Cost $42,050,718) |
42,050,718 | |||||||
|
|
|||||||
Total Investments (Cost $276,589,472)—113.50% |
346,503,102 | |||||||
Liabilities in Excess of Other Assets—(13.50)% |
(41,224,029 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS—100.00% |
$ | 305,279,073 | ||||||
|
|
Percentages are stated as a percent of net assets.
ADR | American Depositary Receipt |
(a) | All or portion of this security is on loan. |
(b) | Non-income producing security. |
(c) | Seven-day yield as of December 31, 2017. |
GuideMark® Emerging Markets Fund
Schedule of Investments (Unaudited)
Number of Shares |
Value | |||||||
COMMON STOCKS—85.34% |
||||||||
Brazil—5.08% |
||||||||
53,143 | Ambev SA |
$ | 341,096 | |||||
15,086 | B3 SA—Brasil Bolsa Balcao |
103,536 | ||||||
14,878 | Banco Bradesco SA |
143,835 | ||||||
42,863 | Banco do Brasil SA |
410,945 | ||||||
13,090 | Banco Santander Brasil SA |
125,679 | ||||||
38,220 | BB Seguridade Participacoes SA |
327,947 | ||||||
12,765 | Cia de Saneamento Basico do Estado de Sao Paulo |
132,091 | ||||||
11,274 | Cosan SA Industria e Comercio |
141,275 | ||||||
39,371 | EDP—Energias do Brasil SA |
166,284 | ||||||
11,532 | Fibria Celulose SA |
166,566 | ||||||
97,234 | JBS SA |
287,246 | ||||||
37,009 | Lojas Renner SA |
395,604 | ||||||
13,187 | M Dias Branco SA |
207,122 | ||||||
19,736 | Natura Cosmeticos SA |
196,700 | ||||||
32,551 | Odontoprev SA |
156,126 | ||||||
69,896 | Petroleo Brasileiro SA (a) |
356,198 | ||||||
23,291 | Qualicorp SA |
217,635 | ||||||
15,281 | Raia Drogasil SA |
422,736 | ||||||
81,317 | Sul America SA (b) |
457,229 | ||||||
6,841 | Ultrapar Participacoes SA |
154,709 | ||||||
68,769 | Vale SA |
833,105 | ||||||
|
|
|||||||
5,743,664 | ||||||||
|
|
|||||||
Chile—0.77% |
||||||||
1,225,267 | Banco de Chile |
196,313 | ||||||
25,380 | Cia Cervecerias Unidas SA |
380,556 | ||||||
8,381 | Empresas COPEC SA |
132,315 | ||||||
11,270 | Latam Airlines Group SA |
159,438 | ||||||
|
|
|||||||
868,622 | ||||||||
|
|
|||||||
China—18.05% |
||||||||
853,522 | Agricultural Bank of China Ltd.—Series H |
396,666 | ||||||
23,299 | Alibaba Group Holding, Ltd.—ADR (a)(c) |
4,017,447 | ||||||
91,219 | ANTA Sports Products Ltd. |
413,897 | ||||||
5,211 | Autohome, Inc.—ADR (a)(c) |
336,995 | ||||||
4,364 | Baidu, Inc.—ADR (a) |
1,022,092 | ||||||
1,567,303 | Bank of China Ltd.—Series H |
767,565 | ||||||
384,000 | Bank of Communications Co., Ltd.—Series H |
284,219 | ||||||
569,672 | China Cinda Asset Management Co., Ltd.—Series H |
208,007 | ||||||
420,000 | China CITIC Bank Corp. Ltd.—Series H |
262,919 | ||||||
710,542 | China Communications Services Corp. Ltd.—Series H |
475,221 | ||||||
1,587,644 | China Construction Bank Corp.—Series H |
1,461,510 | ||||||
347,000 | China Everbright Bank Co., Ltd.—Series H |
161,747 | ||||||
318,286 | China Huarong Asset Management Co., Ltd.—Series H |
150,023 | ||||||
82,346 | China Mengniu Dairy Co., Ltd. |
244,612 | ||||||
83,146 | China Merchants Bank Co., Ltd.—Series H |
329,180 | ||||||
191,873 | China Minsheng Banking Corp., Ltd.—Series H |
191,754 | ||||||
835,981 | China Petroleum & Chemical Corp.—Series H |
612,300 | ||||||
592,413 | Chongqing Rural Commercial Bank Co., Ltd.—Series H |
417,242 |
388,809 | Country Garden Holdings Co., Ltd. |
738,658 | ||||||
226,768 | Dongfeng Motor Group Co., Ltd.—Series H |
273,716 | ||||||
22,740 | ENN Energy Holdings, Ltd. |
161,737 | ||||||
90,938 | Haier Electronics Group Co., Ltd. |
247,877 | ||||||
9,322 | JD.com, Inc.—ADR (a) |
386,117 | ||||||
6,343 | Momo, Inc.—ADR (a) |
155,277 | ||||||
2,053 | NetEase, Inc.—ADR |
708,429 | ||||||
5,009 | New Oriental Education & Technology Group, Inc.—ADR |
470,846 | ||||||
306,000 | PetroChina Co.—Series H |
212,776 | ||||||
134,844 | PICC Property & Casualty Co., Ltd.—Series H |
258,331 | ||||||
108,097 | Ping An Insurance Group Co. of China, Ltd.—Series H |
1,121,190 | ||||||
20,768 | Shenzhou International Group Holdings Ltd. |
197,395 | ||||||
1,615 | SINA Corp. (a) |
162,001 | ||||||
498,790 | Sino-Ocean Group Holding Ltd. |
343,472 | ||||||
278,828 | Sinopec Shanghai Petrochemical Co., Ltd.—Series H |
158,507 | ||||||
377,072 | Sun Art Retail Group Ltd. |
397,742 | ||||||
20,946 | TAL Education Group—ADR |
622,306 | ||||||
624,591 | The People’s Insurance Co. Group of China, Ltd.—Series H |
306,720 | ||||||
23,886 | Vipshop Holdings Ltd.—ADR (a)(c) |
279,944 | ||||||
283,799 | Want Want China Holdings, Ltd. |
237,581 | ||||||
4,943 | Weibo Corp.—ADR (a)(c) |
511,403 | ||||||
14,274 | Yum China Holdings, Inc. |
571,245 | ||||||
41,077 | ZTE Corp. (a) |
153,535 | ||||||
|
|
|||||||
20,430,201 | ||||||||
|
|
|||||||
Colombia—0.23% |
||||||||
53,988 | Interconexion Electrica SA ESP |
256,876 | ||||||
|
|
|||||||
Czech Republic—0.21% |
||||||||
5,038 | CEZ AS |
117,438 | ||||||
9,635 | O2 Czech Republic AS |
125,293 | ||||||
|
|
|||||||
242,731 | ||||||||
|
|
|||||||
Egypt—0.17% |
||||||||
43,369 | Commercial International Bank Egypt SAE |
188,744 | ||||||
|
|
|||||||
Hong Kong—12.52% |
||||||||
14,023 | AAC Technologies Holdings, Inc. |
248,185 | ||||||
216,132 | Agile Group Holdings, Ltd. |
326,969 | ||||||
51,379 | Brilliance China Automotive Holdings, Ltd. |
136,535 | ||||||
46,059 | BYD Electronic International Co., Ltd. |
99,906 | ||||||
164,654 | China Evergrande Group (a) |
565,335 | ||||||
90,991 | China Gas Holdings, Ltd. |
251,021 | ||||||
104,430 | China Mobile Ltd. |
1,056,001 | ||||||
346,338 | China Telecom Corp. Ltd.—Series H |
164,272 | ||||||
89,911 | China Unicom Hong Kong Ltd. (a) |
121,558 | ||||||
115,853 | CITIC Ltd. |
167,148 | ||||||
234,800 | CSPC Pharmaceutical Group Ltd. |
473,033 | ||||||
160,962 | Geely Automobile Holdings Ltd. |
554,418 | ||||||
1,406,189 | Industrial & Commercial Bank of China Ltd.—Series H |
1,127,250 | ||||||
32,959 | Kingboard Chemical Holdings, Ltd. |
177,785 | ||||||
110,331 | Longfor Properties Co., Ltd. |
276,030 | ||||||
82,166 | Nine Dragons Paper Holdings Ltd. |
131,290 | ||||||
437,212 | Sino Biopharmaceutical Ltd. |
772,952 | ||||||
121,719 | Sunac China Holdings Ltd. |
501,522 | ||||||
34,743 | Sunny Optical Technology Group Co., Ltd. |
441,141 | ||||||
121,810 | Tencent Holdings Ltd. |
6,304,636 | ||||||
136,824 | Tingyi Cayman Islands Holding Corp. |
266,193 | ||||||
|
|
|||||||
14,163,180 | ||||||||
|
|
Hungary—0.58% |
||||||||
32,816 | MOL Hungarian Oil & Gas Plc |
380,480 | ||||||
6,747 | OTP Bank Plc |
278,658 | ||||||
|
|
|||||||
659,138 | ||||||||
|
|
|||||||
Indonesia—2.03% |
||||||||
2,153,735 | Adaro Energy Tbk PT |
294,446 | ||||||
201,991 | Bank Central Asia Tbk PT |
325,901 | ||||||
295,404 | Bank Negara Indonesia Persero Tbk PT |
215,506 | ||||||
500,386 | Bank Rakyat Indonesia Persero Tbk PT |
134,248 | ||||||
483,475 | Bank Tabungan Negara Persero Tbk PT |
127,216 | ||||||
441,599 | Hanjaya Mandala Sampoerna Tbk PT |
153,954 | ||||||
237,444 | Jasa Marga Persero Tbk PT |
111,850 | ||||||
1,215,482 | Kalbe Farma Tbk PT |
151,403 | ||||||
177,812 | Matahari Department Store Tbk PT |
130,627 | ||||||
463,270 | Telekomunikasi Indonesia Persero Tbk PT |
151,625 | ||||||
66,176 | Unilever Indonesia Tbk PT |
272,655 | ||||||
87,110 | United Tractors Tbk PT |
227,285 | ||||||
|
|
|||||||
2,296,716 | ||||||||
|
|
|||||||
Malaysia—1.71% |
||||||||
289,307 | Astro Malaysia Holdings Bhd |
189,440 | ||||||
27,976 | British American Tobacco Malaysia Bhd |
276,511 | ||||||
192,958 | Dialog Group Bhd |
119,593 | ||||||
195,037 | DiGi.Com Bhd |
245,698 | ||||||
48,642 | Hartalega Holdings Bhd |
128,310 | ||||||
89,186 | Malayan Banking Bhd |
215,837 | ||||||
100,451 | Maxis Communications Bhd |
149,087 | ||||||
13,743 | Nestle Malaysia Bhd |
350,206 | ||||||
27,694 | Public Bank Bhd |
142,133 | ||||||
691,771 | Sapura Energy Bhd |
121,031 | ||||||
|
|
|||||||
1,937,846 | ||||||||
|
|
|||||||
Mexico—2.11% |
||||||||
570,545 | America Movil SAB de CV—Series L |
491,547 | ||||||
467,264 | Cemex SAB de CV (a) |
349,572 | ||||||
17,078 | Coca-Cola Femsa SAB de CV—Series L |
119,131 | ||||||
35,971 | Fomento Economico Mexicano SAB de CV |
338,315 | ||||||
17,272 | Gruma SAB de CV—Series B |
219,035 | ||||||
147,167 | Grupo Bimbo SAB de CV—Series A |
326,106 | ||||||
39,714 | Grupo Financiero Banorte SAB de CV—Series O |
217,995 | ||||||
133,688 | Wal-Mart de Mexico SAB de CV |
327,854 | ||||||
|
|
|||||||
2,389,555 | ||||||||
|
|
|||||||
Peru—0.23% |
||||||||
1,237 | CREDICORP Ltd. |
256,591 | ||||||
|
|
|||||||
Philippines—0.19% |
||||||||
5,802 | Globe Telecom, Inc. |
220,829 | ||||||
|
|
|||||||
Poland—1.94% |
||||||||
2,979 | CCC SA |
243,603 | ||||||
8,425 | CD Projekt SA |
234,771 | ||||||
24,213 | Grupa Lotos SA |
400,608 | ||||||
8,522 | Jastrzebska Spolka Weglowa SA (a) |
235,020 | ||||||
146 | LPP SA |
373,708 | ||||||
11,140 | Polski Koncern Naftowy Orlen SA |
338,598 | ||||||
99,348 | Polskie Gornictwo Naftowe i Gazownictwo SA |
179,520 | ||||||
15,856 | Powszechny Zaklad Ubezpieczen SA |
191,789 | ||||||
|
|
|||||||
2,197,617 | ||||||||
|
|
Qatar—0.16% |
||||||||
7,211 | Ooredoo QPSC |
180,196 | ||||||
|
|
|||||||
Republic of Korea—15.33% |
||||||||
1,084 | Amorepacific Corp. |
308,326 | ||||||
2,112 | AMOREPACIFIC Group |
278,167 | ||||||
1,096 | BGF Co., Ltd. |
15,618 | ||||||
587 | BGF retail Co., Ltd. (a) |
115,164 | ||||||
31,898 | BNK Financial Group, Inc. |
280,347 | ||||||
675 | Celltrion, Inc. (a) |
139,284 | ||||||
11,244 | Cheil Worldwide, Inc. |
222,664 | ||||||
1,370 | CJ E&M Corp. |
125,028 | ||||||
3,709 | Coway Co., Ltd. |
337,998 | ||||||
2,158 | DB Insurance Co., Ltd. |
143,524 | ||||||
35,743 | DGB Financial Group, Inc. |
351,719 | ||||||
10,988 | Hana Financial Group, Inc. |
510,738 | ||||||
1,449 | Hanssem Co., Ltd. |
243,346 | ||||||
5,061 | Hanwha Chemical Corp. |
149,307 | ||||||
8,478 | Hanwha Corp. |
327,840 | ||||||
24,749 | Hanwha Life Insurance Co., Ltd. |
159,524 | ||||||
2,625 | Hotel Shilla Co., Ltd. |
208,176 | ||||||
4,203 | Hyundai Engineering & Construction Co., Ltd. |
142,503 | ||||||
3,916 | Hyundai Marine & Fire Insurance Co., Ltd. |
171,746 | ||||||
313 | Hyundai Robotics Co., Ltd. (a) |
111,531 | ||||||
2,843 | Hyundai Steel Co. |
155,657 | ||||||
20,385 | Industrial Bank of Korea |
312,694 | ||||||
848 | Kakao Corp. |
108,188 | ||||||
10,053 | KB Financial Group, Inc. |
594,968 | ||||||
9,018 | Korea Gas Corp. (a) |
358,811 | ||||||
3,419 | Korea Investment Holdings Co., Ltd. |
220,141 | ||||||
10,058 | Korean Air Lines Co., Ltd. (a) |
317,444 | ||||||
4,092 | KT Corp. (b) |
115,616 | ||||||
569 | LG Chem Ltd. |
215,258 | ||||||
1,407 | LG Corp. |
119,571 | ||||||
4,150 | LG Electronics, Inc. |
410,328 | ||||||
447 | LG Household & Health Care Ltd. |
496,458 | ||||||
730 | LG Innotek Co., Ltd. |
97,902 | ||||||
438 | Lotte Chemical Corp. |
150,396 | ||||||
622 | Naver Corp. |
505,300 | ||||||
352 | NCSoft Corp. |
146,891 | ||||||
1,712 | OCI Co., Ltd. |
217,534 | ||||||
982 | POSCO |
305,452 | ||||||
1,772 | S-1 Corp. |
177,195 | ||||||
620 | Samsung Biologics Co., Ltd. (a) |
214,450 | ||||||
2,114 | Samsung Electro-Mechanics Co., Ltd. |
197,066 | ||||||
2,042 | Samsung Electronics Co., Ltd. |
4,851,611 | ||||||
1,229 | Samsung SDI Co., Ltd. |
234,304 | ||||||
4,764 | Shinhan Financial Group Co., Ltd. |
219,893 | ||||||
3,156 | SillaJen, Inc. (a) |
275,265 | ||||||
10,866 | SK Hynix, Inc. |
771,772 | ||||||
1,768 | SK Innovation Co., Ltd. |
337,283 | ||||||
981 | SK Telecom Co., Ltd. |
244,666 | ||||||
1,728 | S-Oil Corp. |
188,740 | ||||||
30,561 | Woori Bank |
449,258 | ||||||
|
|
|||||||
17,352,662 | ||||||||
|
|
|||||||
Russian Federation—2.15% |
||||||||
9,773 | Lukoil PJSC—ADR (c) |
563,413 |
14,135 | Mobile TeleSystems PJSC—ADR |
144,036 | ||||||
58,980 | Sberbank of Russia PJSC—ADR (c) |
1,004,429 | ||||||
9,904 | Severstal PJSC—GDR (d) |
151,560 | ||||||
36,200 | Surgutneftegas OJSC—ADR |
170,506 | ||||||
5,065 | Tatneft PJSC—ADR |
254,668 | ||||||
79,483 | VTB Bank PJSC—GDR (d) |
144,500 | ||||||
|
|
|||||||
2,433,112 | ||||||||
|
|
|||||||
South Africa—5.51% |
||||||||
18,731 | AngloGold Ashanti Ltd. |
195,288 | ||||||
16,466 | Barclays Africa Group Ltd. |
241,218 | ||||||
2,639 | Capitec Bank Holdings Ltd. |
234,190 | ||||||
44,658 | Coronation Fund Managers Ltd. |
265,873 | ||||||
24,250 | Exxaro Resources Ltd. |
317,968 | ||||||
41,059 | FirstRand Ltd. |
222,277 | ||||||
47,115 | Gold Fields Ltd. |
204,197 | ||||||
17,516 | Mr. Price Group Ltd. |
345,443 | ||||||
6,688 | Naspers Ltd.—N Shares |
1,852,933 | ||||||
8,316 | Nedbank Group Ltd. |
171,539 | ||||||
2,313 | Novus Holdings, Ltd. |
1,103 | ||||||
45,745 | Pick n Pay Stores Ltd. |
257,185 | ||||||
29,282 | Sappi Ltd. |
211,820 | ||||||
12,318 | Shoprite Holdings Ltd. |
220,188 | ||||||
20,668 | Standard Bank Group Ltd. |
325,426 | ||||||
59,718 | Steinhoff International Holdings NV |
22,417 | ||||||
36,360 | Telkom SA SOC Ltd. |
141,414 | ||||||
12,915 | The Bidvest Group Ltd. |
226,654 | ||||||
14,064 | The SPAR Group Ltd. |
231,128 | ||||||
4,229 | Tiger Brands Ltd. |
157,231 | ||||||
27,942 | Truworths International Ltd. |
213,351 | ||||||
32,969 | Woolworths Holdings Ltd. |
173,735 | ||||||
|
|
|||||||
6,232,578 | ||||||||
|
|
|||||||
Taiwan, Province of China—11.55% |
||||||||
37,222 | Advantech Co., Ltd. |
263,006 | ||||||
12,269 | Airtac International Group |
219,771 | ||||||
626,054 | AU Optronics Corp. |
260,185 | ||||||
12,230 | Catcher Technology Co., Ltd. |
134,013 | ||||||
94,186 | Cathay Financial Holding Co., Ltd. |
168,738 | ||||||
94,000 | Chailease Holding Co., Ltd. |
272,671 | ||||||
860,915 | China Airlines Ltd. (a) |
335,993 | ||||||
35,054 | Chunghwa Telecom Co., Ltd. |
124,691 | ||||||
433,679 | Compal Electronics, Inc. |
309,981 | ||||||
191,657 | CTBC Financial Holding Co., Ltd. |
131,747 | ||||||
462,046 | Eva Airways Corp. |
245,553 | ||||||
332,000 | Evergreen Marine Corp. Ltd. (a) |
181,849 | ||||||
71,617 | Far EasTone Telecommunications Co., Ltd. |
176,886 | ||||||
69,846 | Feng TAY Enterprise Co., Ltd. |
318,031 | ||||||
224,287 | First Financial Holding Co., Ltd. |
147,132 | ||||||
45,887 | Formosa Petrochemical Corp. |
177,489 | ||||||
103,394 | Fubon Financial Holding Co., Ltd. |
175,766 | ||||||
20,700 | General Interface Solution Holding, Ltd. |
137,218 | ||||||
29,428 | Globalwafers Co., Ltd. |
390,440 | ||||||
18,923 | Hiwin Technologies Corp. |
203,563 | ||||||
181,745 | Hon Hai Precision Industry Co., Ltd. |
577,874 | ||||||
601,000 | Innolux Corp. |
249,481 | ||||||
2,249 | Largan Precision Co., Ltd. |
301,886 |
135,042 | Lite-On Technology Corp. |
183,687 | ||||||
174,050 | Macronix International (a) |
257,103 | ||||||
12,584 | MediaTek, Inc. |
123,698 | ||||||
52,459 | Micro-Star International Co., Ltd. |
134,626 | ||||||
80,931 | Nanya Technology Corp. |
206,002 | ||||||
27,517 | Nien Made Enterprise Co., Ltd. |
293,146 | ||||||
64,216 | Pegatron Corp. |
154,723 | ||||||
17,400 | Phison Electronics Corp. |
170,005 | ||||||
107,426 | Pou Chen Corp. |
138,847 | ||||||
48,447 | President Chain Store Corp. |
461,395 | ||||||
38,439 | Realtek Semiconductor Corp. |
140,117 | ||||||
56,134 | Standard Foods Corp. |
139,588 | ||||||
255,454 | Taiwan Cooperative Financial Holding Co., Ltd. |
142,360 | ||||||
33,743 | Taiwan Mobile Co., Ltd. |
121,744 | ||||||
490,739 | Taiwan Semiconductor Manufacturing Co., Ltd. |
3,757,625 | ||||||
155,373 | Uni-President Enterprises Corp. |
344,094 | ||||||
74,239 | Vanguard International Semiconductor Corp. |
164,384 | ||||||
21,271 | Win Semiconductors Corp. |
201,025 | ||||||
238,584 | Winbond Electronics Corp. |
187,052 | ||||||
20,977 | Yageo Corp. |
247,864 | ||||||
|
|
|||||||
13,073,049 | ||||||||
|
|
|||||||
Thailand—2.26% |
||||||||
27,971 | Advanced Info Service PCL—NVDR |
163,929 | ||||||
98,006 | Airports of Thailand PCL—NVDR |
204,074 | ||||||
380,886 | Banpu Public Co., Ltd.—NVDR |
227,659 | ||||||
25,077 | Bumrungrad Hospital PCL—NVDR |
145,393 | ||||||
45,204 | Central Pattana PCL—NVDR |
118,200 | ||||||
97,065 | CP ALL PCL—NVDR |
229,087 | ||||||
20,961 | Electricity Generating PCL—NVDR |
138,925 | ||||||
422,822 | Home Product Center PCL—NVDR |
166,067 | ||||||
16,475 | Kasikornbank PCL—Foreign Shares |
120,570 | ||||||
55,228 | KCE Electronics PCL—NVDR |
140,068 | ||||||
102,672 | Minor International PCL—NVDR |
137,831 | ||||||
81,744 | PTT Global Chemical PCL—NVDR |
213,054 | ||||||
25,088 | PTT PCL—NVDR |
338,092 | ||||||
65,998 | Thai Oil PCL—NVDR |
209,598 | ||||||
|
|
|||||||
2,552,547 | ||||||||
|
|
|||||||
Turkey—2.56% |
||||||||
41,980 | Aselsan Elektronik Sanayi Ve Ticaret AS |
351,838 | ||||||
16,127 | BIM Birlesik Magazalar AS |
331,648 | ||||||
82,905 | Eregli Demir ve Celik Fabrikalari TAS |
218,743 | ||||||
8,447 | Ford Otomotiv Sanayi AS |
134,265 | ||||||
70,638 | Petkim Petrokimya Holding AS |
144,731 | ||||||
3,670 | Tupras Turkiye Petroleum Rafinerileri AS—Series C |
117,610 | ||||||
87,899 | Turk Hava Yollari AO (a) |
363,873 | ||||||
31,827 | Turkcell Iletisim Hizmetleri AS |
129,774 | ||||||
76,198 | Turkiye Halk Bankasi AS |
216,541 | ||||||
177,923 | Turkiye Is Bankasi—Series C |
326,700 | ||||||
165,783 | Turkiye Vakiflar Bankasi TAO |
295,699 | ||||||
236,618 | Yapi ve Kredi Bankasi AS (a) |
270,568 | ||||||
|
|
|||||||
2,901,990 | ||||||||
|
|
|||||||
Total Common Stocks (Cost $67,607,309) |
96,578,444 | |||||||
|
|
INVESTMENT COMPANIES—9.82% |
||||||||
China—1.98% |
||||||||
39,415 | iShares Core MSCI Emerging Markets ETF (c) |
2,242,713 | ||||||
|
|
|||||||
India—7.84% |
||||||||
245,802 | iShares MSCI India ETF (c) |
8,866,078 | ||||||
|
|
|||||||
Total Investment Companies (Cost $9,298,563) |
11,108,791 | |||||||
|
|
|||||||
PREFERRED STOCKS—3.91% |
||||||||
Brazil—2.10% |
||||||||
59,664 | Banco Bradesco SA—Preference Shares |
608,380 | ||||||
8,022 | Braskem SA—Series A—Preference Shares |
103,639 | ||||||
66,314 | Gerdau SA—Preference Shares |
247,175 | ||||||
73,638 | Itau Unibanco Holding SA—Preference Shares |
944,312 | ||||||
97,539 | Petroleo Brasileiro SA—Preference Shares (a) |
473,324 | ||||||
|
|
|||||||
2,376,830 | ||||||||
|
|
|||||||
Chile —0.42% |
||||||||
8,067 | Sociedad Quimica y Minera de Chile SA—Preference Shares |
479,091 | ||||||
|
|
|||||||
Colombia—0.12% |
||||||||
304,800 | Grupo Aval Acciones y Valores SA—Preference Shares |
131,747 | ||||||
|
|
|||||||
Republic of Korea—1.27% |
||||||||
932 | Amorepacific Corp.—Preference Shares |
144,517 | ||||||
629 | LG Household & Health Care Ltd.—Preference Shares |
409,658 | ||||||
454 | Samsung Electronics Co., Ltd.—Preference Shares |
884,125 | ||||||
|
|
|||||||
1,438,300 | ||||||||
|
|
|||||||
Total Preferred Stocks (Cost $2,488,731) |
4,425,968 | |||||||
|
|
|||||||
REAL ESTATE INVESTMENT TRUSTS—0.20% |
||||||||
South Africa—0.20% |
||||||||
18,102 | Resilient REIT Ltd. |
221,160 | ||||||
|
|
|||||||
Total Real Estate Investment Trusts (Cost $192,846) |
221,160 | |||||||
|
|
|||||||
SHORT TERM INVESTMENTS—0.54% |
||||||||
Money Market Funds—0.54% |
||||||||
614,471 | Deutsche Government Money Market Series—Institutional Shares |
|||||||
Effective Yield, 1.29% (e) |
614,471 | |||||||
|
|
|||||||
Total Short Term Investments (Cost $614,471) |
614,471 | |||||||
|
|
|||||||
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING—5.89% |
||||||||
Investments Purchased with Proceeds from Securities Lending—5.89% |
||||||||
6,664,206 | Mount Vernon Liquid Assets Portfolio, LLC |
|||||||
Effective Yield, 1.61% (e) |
6,664,206 | |||||||
|
|
|||||||
Total Investments Purchased with Proceeds from Securities Lending (Cost $6,664,206) |
6,664,206 | |||||||
|
|
|||||||
Total Investments (Cost $86,866,126)—105.70% |
119,613,040 | |||||||
Liabilities in Excess of Other Assets—(5.70)% |
(6,446,537 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS—100.00% |
$ | 113,166,503 | ||||||
|
|
Percentages are stated as a percent of net assets.
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
NVDR | Non-Voting Depositary Receipt |
(a) | Non-income producing security. |
(b) | These securities have been deemed illiquid according to the Fund’s liquidity guidelines. The value of these securities total $572,845, which represents 0.51% of total net assets. |
(c) | All or portion of this security is on loan. |
(d) | These securities are defined under Regulation S in the Securities Act of 1933. Such securities are treated as liquid securities according to the Fund’s liquidity guidelines. The value of these securities total $296,060, which represents 0.26% of total net assets. |
(e) | Seven-day yield as of December 31, 2017. |
GuideMark® Emerging Markets Fund
Schedule of Investments by Industry (Unaudited)
COMMON STOCKS |
||||
Aerospace & Defense |
0.31 | % | ||
Airlines |
1.26 | % | ||
Automobiles |
0.97 | % | ||
Banks |
13.13 | % | ||
Beverages |
1.04 | % | ||
Biotechnology |
0.37 | % | ||
Capital Markets |
0.84 | % | ||
Chemicals |
1.10 | % | ||
Commercial Services & Supplies |
0.16 | % | ||
Communications Equipment |
0.22 | % | ||
Construction & Engineering |
0.13 | % | ||
Construction Materials |
0.31 | % | ||
Diversified Consumer Services |
0.97 | % | ||
Diversified Financial Services |
0.59 | % | ||
Diversified Telecommunication Services |
1.31 | % | ||
Electric Utilities |
0.48 | % | ||
Electronic Equipment, Instruments & Components |
2.93 | % | ||
Energy Equipment & Services |
0.21 | % | ||
Food & Staples Retailing |
2.56 | % | ||
Food Products |
2.46 | % | ||
Gas Utilities |
0.68 | % | ||
Health Care Equipment & Supplies |
0.11 | % | ||
Health Care Providers & Services |
0.27 | % | ||
Hotels, Restaurants & Leisure |
0.63 | % | ||
Household Durables |
1.62 | % | ||
Household Products |
0.44 | % | ||
Independent Power and Renewable Electricity Producers |
0.12 | % | ||
Industrial Conglomerates |
0.85 | % | ||
Insurance |
2.92 | % | ||
Internet & Direct Marketing Retail |
0.59 | % | ||
Internet Software & Services |
12.21 | % | ||
Life Sciences Tools & Services |
0.19 | % | ||
Machinery |
0.47 | % | ||
Marine |
0.16 | % | ||
Media |
2.11 | % | ||
Metals & Mining |
2.03 | % | ||
Multiline Retail |
0.62 | % | ||
Oil, Gas & Consumable Fuels |
5.60 | % | ||
Paper & Forest Products |
0.45 | % | ||
Personal Products |
0.69 | % | ||
Pharmaceuticals |
1.23 | % | ||
Professional Services |
0.19 | % | ||
Real Estate Management & Development |
2.54 | % | ||
Semiconductors & Semiconductor Equipment |
9.91 | % | ||
Software |
0.34 | % |
Specialty Retail |
0.82 | % | ||
Technology Hardware, Storage & Peripherals |
1.04 | % | ||
Textiles, Apparel & Luxury Goods |
1.49 | % | ||
Tobacco |
0.38 | % | ||
Transportation Infrastructure |
0.28 | % | ||
Water Utilities |
0.12 | % | ||
Wireless Telecommunication Services |
2.89 | % | ||
|
|
|||
TOTAL COMMON STOCKS |
85.34 | % | ||
|
|
|||
INVESTMENT COMPANIES |
||||
Exchange Traded Funds |
9.82 | % | ||
|
|
|||
TOTAL INVESTMENT COMPANIES |
9.82 | % | ||
|
|
|||
PREFERRED STOCKS |
||||
Banks |
1.49 | % | ||
Chemicals |
0.51 | % | ||
Metals & Mining |
0.22 | % | ||
Oil, Gas & Consumable Fuels |
0.42 | % | ||
Personal Products |
0.49 | % | ||
Semiconductors & Semiconductor Equipment |
0.78 | % | ||
|
|
|||
TOTAL PREFERRED STOCKS |
3.91 | % | ||
|
|
|||
REAL ESTATE INVESTMENT TRUSTS |
||||
Real Estate Investment Trusts |
0.20 | % | ||
|
|
|||
TOTAL REAL ESTATE INVESTMENT TRUSTS |
0.20 | % | ||
|
|
|||
SHORT TERM INVESTMENTS |
||||
Money Market Funds |
0.54 | % | ||
|
|
|||
TOTAL SHORT TERM INVESTMENTS |
0.54 | % | ||
|
|
|||
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING |
||||
Investments Purchased with Proceeds from Securities Lending |
5.89 | % | ||
|
|
|||
TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING |
5.89 | % | ||
|
|
|||
TOTAL INVESTMENTS |
105.70 | % | ||
Liabilities in Excess of Other Assets |
(5.70 | )% | ||
|
|
|||
TOTAL NET ASSETS |
100.00 | % | ||
|
|
Percentages are stated as a percent of net assets.
GuideMark® Small/Mid Cap Core Fund
Schedule of Investments (Unaudited)
Number of Shares |
Value | |||||||
COMMON STOCKS—90.23% |
||||||||
Aerospace & Defense—1.34% |
||||||||
427 | AAR Corp. |
$ | 16,777 | |||||
509 | Aerojet Rocketdyne Holdings, Inc. (a) |
15,881 | ||||||
208 | AeroVironment, Inc. (a) |
11,681 | ||||||
938 | Axon Enterprise, Inc. (a) |
24,857 | ||||||
992 | BWX Technologies, Inc. |
60,006 | ||||||
214 | Curtiss-Wright Corp. (b) |
26,076 | ||||||
555 | Ducommun, Inc. (a) |
15,790 | ||||||
545 | Engility Holdings, Inc. (a) |
15,462 | ||||||
317 | Esterline Technologies Corp. (a) |
23,680 | ||||||
175 | HEICO Corp. |
16,511 | ||||||
374 | HEICO Corp.—Class A |
29,565 | ||||||
346 | Hexcel Corp. (b) |
21,400 | ||||||
296 | Huntington Ingalls Industries, Inc. |
69,767 | ||||||
563 | KLX, Inc. (a) |
38,425 | ||||||
1,276 | Kratos Defense & Security Solutions, Inc. (a) |
13,513 | ||||||
565 | Moog, Inc.—Class A (a) |
49,070 | ||||||
493 | Orbital ATK, Inc. |
64,829 | ||||||
719 | Sparton Corp. (a) |
16,580 | ||||||
1,072 | Spirit AeroSystems Holdings, Inc.—Class A |
93,532 | ||||||
184 | Teledyne Technologies, Inc. (a) |
33,332 | ||||||
741 | Triumph Group, Inc. |
20,155 | ||||||
1,673 | Vectrus, Inc. (a) |
51,612 | ||||||
|
|
|||||||
728,501 | ||||||||
|
|
|||||||
Air Freight & Logistics—0.43% |
||||||||
636 | Air Transport Services Group, Inc. (a) |
14,717 | ||||||
2,482 | Echo Global Logistics, Inc. (a) |
69,496 | ||||||
226 | Forward Air Corp. |
12,981 | ||||||
303 | Hub Group, Inc.—Class A (a) |
14,514 | ||||||
8,035 | Radiant Logistics, Inc. (a) |
36,961 | ||||||
939 | XPO Logistics, Inc. (a)(b) |
86,003 | ||||||
|
|
|||||||
234,672 | ||||||||
|
|
|||||||
Airlines—0.38% |
||||||||
900 | Alaska Air Group, Inc. |
66,159 | ||||||
334 | Copa Holdings SA—Class A |
44,776 | ||||||
462 | Hawaiian Holdings, Inc. |
18,411 | ||||||
2,890 | JetBlue Airways Corp. (a) |
64,563 | ||||||
255 | SkyWest, Inc. |
13,540 | ||||||
|
|
|||||||
207,449 | ||||||||
|
|
|||||||
Auto Components—1.04% |
||||||||
581 | Adient Plc—ADR |
45,725 | ||||||
2,352 | American Axle & Manufacturing Holdings, Inc. (a) |
40,055 | ||||||
159 | Cooper-Standard Holdings, Inc. (a) |
19,477 | ||||||
1,536 | Dana, Inc. |
49,167 | ||||||
404 | Dorman Products, Inc. (a) |
24,701 | ||||||
632 | Fox Factory Holding Corp. (a) |
24,553 | ||||||
1,244 | Gentex Corp. (b) |
26,062 | ||||||
2,143 | Goodyear Tire & Rubber Co. (b) |
69,240 |
258 | LCI Industries (b) |
33,540 | ||||||
598 | Lear Corp. (b) |
105,643 | ||||||
340 | Standard Motor Products, Inc. (b) |
15,269 | ||||||
1,594 | Stoneridge, Inc. (a) |
36,439 | ||||||
289 | Tenneco, Inc. |
16,918 | ||||||
184 | Visteon Corp. (a) |
23,026 | ||||||
263 | WABCO Holdings, Inc. (a) |
37,740 | ||||||
|
|
|||||||
567,555 | ||||||||
|
|
|||||||
Automobiles—0.32% |
||||||||
914 | Thor Industries, Inc. |
137,758 | ||||||
674 | Winnebago Industries, Inc. |
37,475 | ||||||
|
|
|||||||
175,233 | ||||||||
|
|
|||||||
Banks—6.32% |
||||||||
274 | 1st Source Corp. |
13,549 | ||||||
339 | Ameris Bancorp |
16,340 | ||||||
1,465 | Associated Banc-Corp. |
37,211 | ||||||
2,321 | Banc of California, Inc. (b) |
47,929 | ||||||
562 | BancFirst Corp. |
28,746 | ||||||
385 | Banco Latinoamericano de Comercio Exterior SA—Class E |
10,357 | ||||||
758 | BancorpSouth, Inc. |
23,839 | ||||||
1,501 | Bank of Commerce Holdings |
17,261 | ||||||
455 | Bank of Hawaii Corp. |
38,993 | ||||||
496 | Bank of the Ozarks, Inc. |
24,031 | ||||||
617 | BankUnited, Inc. |
25,124 | ||||||
355 | Bankwell Financial Group, Inc. |
12,191 | ||||||
1,121 | BCB Bancorp, Inc. |
16,254 | ||||||
193 | BOK Financial Corp. |
17,818 | ||||||
375 | Bryn Mawr Bank Corp. |
16,575 | ||||||
545 | Byline Bancorp, Inc. (a) |
12,519 | ||||||
206 | C&F Financial Corp. |
11,948 | ||||||
553 | Camden National Corp. |
23,298 | ||||||
347 | Carolina Financial Corp. |
12,891 | ||||||
568 | Cathay General Bancorp |
23,953 | ||||||
685 | CenterState Banks, Inc. (b) |
17,625 | ||||||
370 | Century Bancorp, Inc.—Class A |
28,952 | ||||||
210 | Chemical Financial Corp. |
11,229 | ||||||
306 | Chemung Financial Corp. |
14,719 | ||||||
444 | Citizens & Northern Corp. |
10,656 | ||||||
221 | City Holding Co. |
14,911 | ||||||
404 | CNB Financial Corp. |
10,601 | ||||||
809 | Columbia Banking System, Inc. (b) |
35,143 | ||||||
931 | Commerce Bancshares, Inc. |
51,987 | ||||||
248 | Community Bank Systems, Inc. |
13,330 | ||||||
1,549 | Community Bankers Trust Corp. (a) |
12,624 | ||||||
356 | Community Trust Bancorp, Inc. |
16,768 | ||||||
991 | Cullen Frost Bankers, Inc. (b) |
93,798 | ||||||
645 | Customers Bancorp, Inc. (a) |
16,764 | ||||||
473 | CVB Financial Corp. |
11,144 | ||||||
219 | Eagle Bancorp, Inc. (a) |
12,680 | ||||||
1,796 | East West Bancorp, Inc. |
109,251 | ||||||
1,279 | Enterprise Financial Services Corp. |
57,747 | ||||||
320 | Evans Bancorp, Inc. |
13,408 | ||||||
1,296 | F.N.B. Corp. |
17,911 | ||||||
303 | Farmers Capital Bank Corp. |
11,665 | ||||||
1,281 | Farmers National Banc Corp. |
18,895 |
288 | FB Financial Corp. (a) |
12,093 | ||||||
502 | FCB Financial Holdings, Inc.—Class A (a) |
25,502 | ||||||
733 | Fidelity Southern Corp. |
15,979 | ||||||
437 | First Bancorp |
15,430 | ||||||
2,432 | First BanCorp (a)(b) |
12,403 | ||||||
105 | First Citizens BancShares, Inc.—Class A |
42,315 | ||||||
1,060 | First Commonwealth Financial Corp. |
15,179 | ||||||
535 | First Connecticut Bancorp, Inc. |
13,990 | ||||||
1,635 | First Financial Bancorp |
43,082 | ||||||
409 | First Financial Bankshares, Inc. (b) |
18,425 | ||||||
598 | First Foundation, Inc. (a)(b) |
11,087 | ||||||
723 | First Guaranty Bancshares, Inc. |
18,075 | ||||||
2,392 | First Horizon National Corp. |
47,812 | ||||||
320 | First Interstate BancSystem, Inc.—Class A |
12,816 | ||||||
677 | First Merchants Corp. |
28,475 | ||||||
405 | First Mid-Illinois Bancshares, Inc. |
15,609 | ||||||
1,790 | Fulton Financial Corp. |
32,041 | ||||||
342 | German American Bancorp, Inc. |
12,083 | ||||||
365 | Glacier Bancorp, Inc. |
14,377 | ||||||
343 | Great Southern Bancorp, Inc. |
17,716 | ||||||
1,332 | Green Bancorp, Inc. (a) |
27,040 | ||||||
550 | Guaranty Bancorp |
15,207 | ||||||
814 | Hancock Holding Co. |
40,293 | ||||||
402 | Heartland Financial U.S.A., Inc. |
21,567 | ||||||
867 | Heritage Commerce Corp. |
13,282 | ||||||
497 | Hilltop Holdings, Inc. |
12,589 | ||||||
926 | Hope Bancorp, Inc. |
16,900 | ||||||
394 | IBERIABANK Corp. |
30,535 | ||||||
861 | Independent Bank Corp. |
19,243 | ||||||
879 | International Bancshares Corp. |
34,896 | ||||||
529 | Investar Holding Corp. |
12,749 | ||||||
1,515 | Investors Bancorp, Inc. |
21,028 | ||||||
981 | Lakeland Bancorp, Inc. |
18,884 | ||||||
267 | Lakeland Financial Corp. |
12,947 | ||||||
518 | LCNB Corp. |
10,593 | ||||||
310 | LegacyTexas Financial Group, Inc. |
13,085 | ||||||
1,077 | Live Oak Bancshares, Inc. |
25,686 | ||||||
1,115 | Macatawa Bank Corp. |
11,150 | ||||||
833 | MainSource Financial Group, Inc. |
30,246 | ||||||
320 | Mercantile Bank Corp. |
11,318 | ||||||
366 | Midland States Bancorp, Inc. |
11,888 | ||||||
299 | MutualFirst Financial, Inc. |
11,526 | ||||||
445 | National Bank Holdings Corp.—Class A |
14,431 | ||||||
262 | National Bankshares, Inc. |
11,908 | ||||||
328 | Nicolet Bankshares, Inc. (a) |
17,955 | ||||||
885 | Northeast Bancorp |
20,488 | ||||||
355 | Northrim BanCorp, Inc. |
12,017 | ||||||
357 | Norwood Financial Corp. |
11,781 | ||||||
354 | Ohio Valley Banc Corp. |
14,302 | ||||||
458 | Old Line Bancshares, Inc. |
13,484 | ||||||
1,825 | Old National Bancorp (b) |
31,846 | ||||||
404 | Old Point Financial Corp. |
12,019 | ||||||
1,571 | Old Second Bancorp, Inc. |
21,444 | ||||||
439 | Orrstown Financial Services, Inc. |
11,085 | ||||||
369 | Pacific Premier Bancorp, Inc. (a) |
14,760 |
708 | PacWest Bancorp |
35,683 | ||||||
240 | Paragon Commercial Corp. (a) |
12,770 | ||||||
104 | Park National Corp. |
10,816 | ||||||
1,184 | Parke Bancorp, Inc. |
24,331 | ||||||
333 | Peapack Gladstone Financial Corp. |
11,662 | ||||||
30 | Peoples Bancorp of North Carolina, Inc. |
921 | ||||||
577 | Peoples Bancorp, Inc. |
18,822 | ||||||
371 | People’s Utah Bancorp |
11,241 | ||||||
596 | Popular, Inc. |
21,152 | ||||||
336 | Preferred Bank (b) |
19,750 | ||||||
667 | Premier Financial Bancorp, Inc. |
13,393 | ||||||
524 | Prosperity Bancshares, Inc. (b) |
36,717 | ||||||
353 | QCR Holdings, Inc. |
15,126 | ||||||
324 | Republic Bancorp, Inc.—Class A |
12,318 | ||||||
1,297 | Republic First Bancorp, Inc. (a) |
10,960 | ||||||
511 | S&T Bancorp, Inc. |
20,343 | ||||||
438 | Sandy Spring Bancorp, Inc. |
17,091 | ||||||
647 | Seacoast Banking Corp. of Florida (a) |
16,311 | ||||||
838 | ServisFirst Bancshares, Inc. |
34,777 | ||||||
1,465 | Shore Bancshares, Inc. |
24,466 | ||||||
148 | Signature Bank (a) |
20,314 | ||||||
928 | Sterling Bancorp |
22,829 | ||||||
317 | Stock Yards Bancorp, Inc. |
11,951 | ||||||
582 | Summit Financial Group, Inc. |
15,318 | ||||||
629 | Sun Bancorp, Inc. |
15,285 | ||||||
469 | Sunshine Bancorp, Inc. (a) |
10,759 | ||||||
483 | SVB Financial Group (a) |
112,911 | ||||||
1,749 | Synovus Financial Corp. |
83,847 | ||||||
2,390 | TCF Financial Corp. |
48,995 | ||||||
496 | Texas Capital Bancshares, Inc. (a) |
44,094 | ||||||
834 | The Bank of N.T. Butterfield & Son Ltd. |
30,266 | ||||||
383 | The First Bancorp, Inc. |
10,429 | ||||||
498 | TowneBank |
15,314 | ||||||
289 | TriCo Bancshares |
10,942 | ||||||
827 | TriState Capital Holdings, Inc. (a) |
19,021 | ||||||
493 | Triumph Bancorp, Inc. (a) |
15,530 | ||||||
386 | Trustmark Corp. |
12,298 | ||||||
949 | Two River Bancorp |
17,205 | ||||||
342 | UMB Financial Corp. |
24,597 | ||||||
1,727 | Umpqua Holdings Corp. |
35,922 | ||||||
630 | Union Bankshares Corp. |
22,787 | ||||||
248 | Union Bankshares, Inc. |
13,132 | ||||||
1,099 | United Community Banks, Inc. |
30,926 | ||||||
397 | Univest Corp. of Pennsylvania |
11,136 | ||||||
2,243 | Valley National Bancorp |
25,166 | ||||||
323 | Washington Trust Bancorp, Inc. |
17,200 | ||||||
709 | WesBanco, Inc. |
28,821 | ||||||
901 | West Bancorporation, Inc. |
22,660 | ||||||
1,071 | Western Alliance Bancorp (a) |
60,640 | ||||||
852 | Wintrust Financial Corp. |
70,179 | ||||||
384 | Xenith Bankshares, Inc. (a) |
12,991 | ||||||
1,851 | Zions Bancorporation (b) |
94,086 | ||||||
|
|
|||||||
3,443,497 | ||||||||
|
|
Beverages—0.25% | ||||||||
220 | Boston Beer Co., Inc.—Class A (a)(b) |
42,042 | ||||||
9,877 | Castle Brands, Inc. (a) |
12,050 | ||||||
142 | Coca-Cola Bottling Co. |
30,567 | ||||||
174 | MGP Ingredients, Inc. |
13,377 | ||||||
405 | National Beverage Corp. (b) |
39,463 | ||||||
|
|
|||||||
137,499 | ||||||||
|
|
|||||||
Biotechnology—2.81% |
||||||||
662 | Abeona Therapeutics, Inc. (a) |
10,493 | ||||||
1,777 | Acorda Therapeutics, Inc. (a)(b) |
38,117 | ||||||
258 | Agios Pharmaceuticals, Inc. (a) |
14,750 | ||||||
319 | Aimmune Therapeutics, Inc. (a) |
12,065 | ||||||
645 | Alkermes Plc (a)(b) |
35,301 | ||||||
346 | Alnylam Pharmaceuticals, Inc. (a)(b) |
43,959 | ||||||
2,238 | AMAG Pharmaceuticals, Inc. (a)(b) |
29,653 | ||||||
1,171 | Amicus Therapeutics, Inc. (a) |
16,851 | ||||||
2,119 | Array BioPharma, Inc. (a) |
27,123 | ||||||
369 | Audentes Therapeutics, Inc. (a) |
11,531 | ||||||
187 | Avexis, Inc. (a) |
20,695 | ||||||
1,268 | Bioverativ, Inc. (a)(b) |
68,371 | ||||||
235 | Bluebird Bio, Inc. (a) |
41,853 | ||||||
375 | Blueprint Medicines Corp. (a) |
28,279 | ||||||
2,632 | Calithera Biosciences, Inc. (a) |
21,977 | ||||||
2,676 | Catalyst Pharmaceuticals, Inc. (a) |
10,463 | ||||||
320 | Clovis Oncology, Inc. (a) |
21,760 | ||||||
4,406 | Conatus Pharmaceuticals, Inc. (a) |
20,356 | ||||||
850 | Concert Pharmaceuticals, Inc. (a) |
21,989 | ||||||
582 | CytomX Therapeutics, Inc. (a) |
12,286 | ||||||
776 | Dynavax Technologies Corp. (a) |
14,511 | ||||||
724 | Eagle Pharmaceuticals, Inc. (a)(b) |
38,676 | ||||||
285 | Emergent BioSolutions, Inc. (a) |
13,244 | ||||||
196 | Enanta Pharmaceuticals, Inc. (a) |
11,501 | ||||||
202 | Esperion Therapeutics, Inc. (a) |
13,300 | ||||||
563 | Exact Sciences Corp. (a) |
29,580 | ||||||
1,434 | Exelixis, Inc. (a) |
43,594 | ||||||
322 | FibroGen, Inc. (a) |
15,263 | ||||||
409 | Foundation Medicine, Inc. (a) |
27,894 | ||||||
984 | Genomic Health, Inc. (a) |
33,653 | ||||||
301 | Global Blood Therapeutics, Inc. (a) |
11,844 | ||||||
555 | Halozyme Therapeutics, Inc. (a) |
11,244 | ||||||
716 | Ignyta, Inc. (a) |
19,117 | ||||||
2,358 | ImmunoGen, Inc. (a) |
15,115 | ||||||
2,007 | Immunomedics, Inc. (a)(b) |
32,433 | ||||||
498 | Ionis Pharmaceuticals, Inc. (a)(b) |
25,049 | ||||||
1,398 | Jounce Therapeutics, Inc. (a)(b) |
17,824 | ||||||
298 | Juno Therapeutics, Inc. (a)(b) |
13,622 | ||||||
800 | Kura Oncology, Inc. (a)(c) |
12,240 | ||||||
83 | Ligand Pharmaceuticals, Inc.—Class B (a)(b) |
11,365 | ||||||
184 | Loxo Oncology, Inc. (a)(b) |
15,489 | ||||||
8,741 | Matinas BioPharma Holdings, Inc. (a) |
10,140 | ||||||
3,378 | MiMedx Group, Inc. (a)(b) |
42,597 | ||||||
2,389 | Myriad Genetics, Inc. (a) |
82,050 | ||||||
2,235 | Natera, Inc. (a) |
20,093 | ||||||
306 | Neurocrine Biosciences, Inc. (a) |
23,743 | ||||||
16,100 | PDL BioPharma, Inc. (a)(b) |
44,114 | ||||||
1,878 | Pieris Pharmaceuticals, Inc. (a) |
14,179 | ||||||
314 | Portola Pharmaceuticals, Inc. (a) |
15,286 |
146 | Puma Biotechnology, Inc. (a) |
14,432 | ||||||
199 | Sage Therapeutics, Inc. (a) |
32,777 | ||||||
668 | Sangamo Therapeutics, Inc. (a) |
10,955 | ||||||
208 | Sarepta Therapeutics, Inc. (a) |
11,573 | ||||||
782 | Seattle Genetics, Inc. (a)(b) |
41,837 | ||||||
1,010 | Spectrum Pharmaceuticals, Inc. (a) |
19,139 | ||||||
1,200 | United Therapeutics Corp. (a) |
177,540 | ||||||
1,290 | Vanda Pharmaceuticals, Inc. (a) |
19,608 | ||||||
2,390 | Veracyte, Inc. (a) |
15,607 | ||||||
|
|
|||||||
1,530,100 | ||||||||
|
|
|||||||
Building Products—1.50% |
||||||||
2,118 | A. O. Smith Corp. |
129,791 | ||||||
727 | AAON, Inc. |
26,681 | ||||||
794 | Allegion Plc |
63,171 | ||||||
173 | American Woodmark Corp. (a) |
22,533 | ||||||
348 | Apogee Enterprises, Inc. |
15,914 | ||||||
1,941 | Builders FirstSource, Inc. (a) |
42,294 | ||||||
605 | Caesarstone, Ltd. (a) |
13,310 | ||||||
780 | Continental Building Products, Inc. (a)(b) |
21,957 | ||||||
1,318 | Fortune Brands Home & Security, Inc. (b) |
90,204 | ||||||
319 | JELD-WEN Holding, Inc. (a) |
12,559 | ||||||
393 | Lennox International, Inc. |
81,846 | ||||||
233 | Masonite International Corp. (a) |
17,277 | ||||||
656 | NCI Building Systems, Inc. (a) |
12,661 | ||||||
982 | Owens Corning, Inc. |
90,285 | ||||||
206 | Patrick Industries, Inc. (a) |
14,272 | ||||||
672 | PGT Innovations, Inc. (a) |
11,323 | ||||||
555 | Quanex Building Products Corp. |
12,987 | ||||||
312 | Simpson Manufacturing Co., Inc. |
17,912 | ||||||
512 | Trex Co., Inc. (a) |
55,496 | ||||||
807 | Universal Forest Products, Inc. |
30,359 | ||||||
835 | USG Corp. (a)(b) |
32,198 | ||||||
|
|
|||||||
815,030 | ||||||||
|
|
|||||||
Capital Markets—2.88% |
||||||||
1,629 | Artisan Partners Asset Management, Inc.—Class A |
64,345 | ||||||
1,972 | B. Riley Financial, Inc. |
35,693 | ||||||
3,067 | BGC Partners, Inc.—Class A |
46,342 | ||||||
537 | Cboe Global Markets, Inc. |
66,905 | ||||||
573 | Cohen & Steers, Inc. |
27,097 | ||||||
106 | Diamond Hill Investment Group, Inc. |
21,906 | ||||||
2,561 | Donnelley Financial Solutions, Inc. (a) |
49,914 | ||||||
2,716 | E*TRADE Financial Corp. (a) |
134,632 | ||||||
1,353 | Eaton Vance Corp. |
76,296 | ||||||
643 | Evercore Partners, Inc.—Class A |
57,870 | ||||||
539 | FactSet Research Systems, Inc. (b) |
103,898 | ||||||
1,243 | Federated Investors, Inc.—Class B (b) |
44,847 | ||||||
1,208 | Greenhill & Co., Inc. |
23,556 | ||||||
326 | Hamilton Lane, Inc. |
11,537 | ||||||
276 | HFF, Inc.—Class A |
13,425 | ||||||
748 | Houlihan Lokey, Inc. |
33,982 | ||||||
602 | INTL. FCStone, Inc. (a) |
25,603 | ||||||
1,871 | Lazard Ltd.—Class A |
98,228 | ||||||
732 | Legg Mason, Inc. |
30,729 | ||||||
1,302 | LPL Financial Holdings, Inc. |
74,396 | ||||||
363 | MarketAxess Holdings, Inc. |
73,235 |
743 | Moelis & Co.—Class A |
36,036 | ||||||
478 | Morningstar, Inc. |
46,352 | ||||||
922 | MSCI, Inc. |
116,670 | ||||||
1,699 | OM Asset Management Plc |
28,458 | ||||||
385 | Oppenheimer Holdings, Inc.—Class A |
10,318 | ||||||
376 | PJT Partners, Inc.—Class A |
17,146 | ||||||
2,329 | Pzena Investment Management, Inc.—Class A |
24,850 | ||||||
1,551 | SEI Investments Co. |
111,455 | ||||||
1,568 | Waddell & Reed Financial, Inc.—Class A (b) |
35,029 | ||||||
258 | Westwood Holdings Group, Inc. |
17,082 | ||||||
967 | WisdomTree Investments, Inc. |
12,136 | ||||||
|
|
|||||||
1,569,968 | ||||||||
|
|
|||||||
Chemicals—1.85% |
||||||||
395 | A. Schulman, Inc. |
14,714 | ||||||
272 | AdvanSix, Inc. (a) |
11,443 | ||||||
2,035 | AgroFresh Solutions, Inc. (a) |
15,059 | ||||||
831 | American Vanguard Corp. |
16,329 | ||||||
358 | Ashland Global Holdings, Inc. |
25,490 | ||||||
1,344 | Axalta Coating Systems, Ltd. (a) |
43,492 | ||||||
379 | Cabot Corp. |
23,343 | ||||||
1,284 | CF Industries Holdings, Inc. |
54,621 | ||||||
222 | Chase Corp. |
26,751 | ||||||
779 | Core Molding Technologies, Inc. |
16,904 | ||||||
487 | Ferro Corp. (a) |
11,488 | ||||||
305 | H.B. Fuller Co. |
16,430 | ||||||
2,022 | Huntsman Corp. |
67,312 | ||||||
828 | Ingevity Corp. (a) |
58,349 | ||||||
257 | Innophos Holdings, Inc. |
12,010 | ||||||
599 | KMG Chemicals, Inc. (c) |
39,582 | ||||||
281 | Koppers Holdings, Inc. (a) |
14,303 | ||||||
231 | Kraton Corp. (a) |
11,127 | ||||||
687 | Kronos Worldwide, Inc. |
17,704 | ||||||
191 | Minerals Technologies, Inc. |
13,150 | ||||||
81 | NewMarket Corp. |
32,189 | ||||||
1,503 | Olin Corp. |
53,477 | ||||||
2,853 | Platform Specialty Products Corp. (a) |
28,302 | ||||||
799 | PolyOne Corp. |
34,756 | ||||||
196 | Quaker Chemical Corp. |
29,555 | ||||||
1,320 | Rayonier Advanced Materials, Inc. |
26,994 | ||||||
655 | RPM International, Inc. |
34,335 | ||||||
150 | Sensient Technologies Corp. |
10,972 | ||||||
279 | Stepan Co. |
22,033 | ||||||
997 | The Chemours Co. |
49,910 | ||||||
210 | The Scotts Miracle-Gro Co.—Class A (b) |
22,468 | ||||||
752 | Trinseo SA |
54,595 | ||||||
1,089 | Tronox, Ltd.—Class A |
22,335 | ||||||
1,393 | Valvoline, Inc. |
34,909 | ||||||
153 | W.R. Grace & Co. |
10,730 | ||||||
258 | Westlake Chemical Corp. |
27,485 | ||||||
|
|
|||||||
1,004,646 | ||||||||
|
|
|||||||
Commercial Services & Supplies—1.82% |
||||||||
2,731 | ACCO Brands Corp. (a)(b) |
33,318 | ||||||
4,073 | ARC Document Solutions, Inc. (a) |
10,386 | ||||||
750 | Avery Dennison Corp. |
86,145 | ||||||
243 | Barrett Business Services, Inc. |
15,671 |
1,008 | Casella Waste Systems, Inc.—Class A (a) |
23,204 | ||||||
629 | Comfort Systems USA, Inc. |
27,456 | ||||||
1,590 | Copart, Inc. (a) |
68,672 | ||||||
539 | Deluxe Corp. |
41,417 | ||||||
681 | Healthcare Services Group, Inc. (b) |
35,902 | ||||||
868 | Heritage-Crystal Clean, Inc. (a) |
18,879 | ||||||
1,750 | Herman Miller, Inc. |
70,087 | ||||||
813 | HNI Corp. (b) |
31,357 | ||||||
1,145 | InnerWorkings, Inc. (a) |
11,484 | ||||||
857 | Interface, Inc. |
21,554 | ||||||
459 | KAR Auction Services, Inc. |
23,184 | ||||||
4,551 | Kimball International, Inc.—Class B |
84,967 | ||||||
814 | Knoll, Inc. |
18,755 | ||||||
902 | LSC Communications, Inc. |
13,665 | ||||||
476 | MSA Safety, Inc. |
36,900 | ||||||
641 | Quad/Graphics, Inc. |
14,487 | ||||||
1,520 | Rollins, Inc. (b) |
70,726 | ||||||
415 | SP Plus Corp. (a) |
15,397 | ||||||
2,012 | Steelcase, Inc.—Class A |
30,582 | ||||||
2,013 | Sykes Enterprises, Inc. (a) |
63,309 | ||||||
897 | Team, Inc. (a)(b) |
13,365 | ||||||
568 | Tetra Tech, Inc. |
27,349 | ||||||
761 | The Brinks Co. (b) |
59,891 | ||||||
402 | Viad Corp. |
22,271 | ||||||
|
|
|||||||
990,380 | ||||||||
|
|
|||||||
Communications Equipment—1.42% |
||||||||
582 | Acacia Communications, Inc. (a)(b) |
21,086 | ||||||
848 | ADTRAN, Inc. |
16,409 | ||||||
345 | Applied Optoelectronics, Inc. (a)(b) |
13,048 | ||||||
491 | Arista Networks, Inc. (a) |
115,670 | ||||||
2,169 | ARRIS International Plc (a) |
55,722 | ||||||
2,729 | Calix, Inc. (a) |
16,237 | ||||||
1,376 | Ciena Corp. (a)(b) |
28,800 | ||||||
1,147 | Clearfield, Inc. (a) |
14,051 | ||||||
1,893 | CommScope Holding Co., Inc. (a) |
71,612 | ||||||
494 | Comtech Telecommunications Corp. |
10,927 | ||||||
2,114 | Digi International, Inc. (a) |
20,189 | ||||||
527 | EchoStar Corp.—Class A (a) |
31,567 | ||||||
7,657 | Extreme Networks, Inc. (a) |
95,866 | ||||||
969 | Finisar Corp. (a) |
19,719 | ||||||
500 | InterDigital, Inc. (b) |
38,075 | ||||||
1,623 | KVH Industries, Inc. (a) |
16,798 | ||||||
368 | Lumentum Holdings, Inc. (a)(b) |
17,995 | ||||||
279 | NETGEAR, Inc. (a) |
16,391 | ||||||
1,520 | NetScout Systems, Inc. (a)(b) |
46,284 | ||||||
1,515 | Oclaro, Inc. (a)(b) |
10,211 | ||||||
344 | Plantronics, Inc. |
17,331 | ||||||
1,248 | Quantenna Communications, Inc. (a) |
15,225 | ||||||
3,650 | Ribbon Communications, Inc. (a) |
28,214 | ||||||
339 | Ubiquiti Networks, Inc. (a)(b) |
24,076 | ||||||
1,527 | Viavi Solutions, Inc. (a)(b) |
13,346 | ||||||
|
|
|||||||
774,849 | ||||||||
|
|
|||||||
Construction & Engineering—0.74% |
||||||||
957 | AECOM (a) |
35,552 | ||||||
660 | Aegion Corp. (a)(b) |
16,784 |
203 | Dycom Industries, Inc. (a)(b) |
22,620 | ||||||
423 | EMCOR Group, Inc. |
34,580 | ||||||
746 | Fluor Corp. (b) |
38,531 | ||||||
3,147 | HC2 Holdings, Inc. (a) |
18,725 | ||||||
896 | IES Holdings, Inc. (a) |
15,456 | ||||||
662 | Jacobs Engineering Group, Inc. |
43,665 | ||||||
854 | KBR, Inc. |
16,935 | ||||||
621 | MasTec, Inc. (a) |
30,398 | ||||||
500 | NV5 Global, Inc. (a)(b) |
27,075 | ||||||
2,495 | Orion Group Holdings, Inc. (a) |
19,536 | ||||||
505 | Primoris Services Corp. (b) |
13,731 | ||||||
765 | Quanta Services, Inc. (a) |
29,919 | ||||||
1,495 | Sterling Construction Co., Inc. (a) |
24,339 | ||||||
576 | Tutor Perini Corp. (a) |
14,602 | ||||||
|
|
|||||||
402,448 | ||||||||
|
|
|||||||
Construction Materials—0.12% |
||||||||
137 | Eagle Materials, Inc. (b) |
15,522 | ||||||
513 | Summit Materials, Inc.—Class A (a)(b) |
16,132 | ||||||
162 | United States Lime & Minerals, Inc. |
12,490 | ||||||
278 | US Concrete, Inc. (a)(b) |
23,255 | ||||||
|
|
|||||||
67,399 | ||||||||
|
|
|||||||
Consumer Finance—0.93% |
||||||||
203 | Credit Acceptance Corp. (a)(b) |
65,666 | ||||||
3,453 | Enova International, Inc. (a) |
52,485 | ||||||
1,290 | EZCORP, Inc.—Class A (a) |
15,738 | ||||||
251 | FirstCash, Inc. |
16,930 | ||||||
427 | Green Dot Corp.—Class A (a) |
25,731 | ||||||
6,540 | Navient Corp. (b) |
87,113 | ||||||
510 | Nelnet, Inc.—Class A (b) |
27,938 | ||||||
648 | PRA Group, Inc. (a)(b) |
21,514 | ||||||
2,519 | Regional Management Corp. (a) |
66,275 | ||||||
3,790 | Santander Consumer USA Holdings, Inc. (b) |
70,570 | ||||||
5,225 | SLM Corp. (a) |
59,042 | ||||||
|
|
|||||||
509,002 | ||||||||
|
|
|||||||
Containers & Packaging—0.92% |
||||||||
308 | AptarGroup, Inc. |
26,574 | ||||||
283 | Bemis Co., Inc. |
13,525 | ||||||
1,101 | Berry Plastics Group, Inc. (a) |
64,596 | ||||||
1,256 | Crown Holdings, Inc. (a) |
70,650 | ||||||
1,905 | Graphic Packaging Holding Co. (b) |
29,432 | ||||||
314 | Greif, Inc.—Class A |
19,022 | ||||||
172 | Greif, Inc.—Class B |
11,928 | ||||||
2,215 | Myers Industries, Inc. |
43,192 | ||||||
1,321 | Owens-Illinois, Inc. (a)(b) |
29,287 | ||||||
949 | Packaging Corp. of America |
114,402 | ||||||
1,158 | Sealed Air Corp. |
57,089 | ||||||
776 | Silgan Holdings, Inc. |
22,807 | ||||||
|
|
|||||||
502,504 | ||||||||
|
|
|||||||
Distributors—0.04% |
||||||||
623 | Core-Mark Holding Co., Inc. |
19,674 | ||||||
|
|
|||||||
Diversified Consumer Services—1.78% |
||||||||
2,702 | Adtalem Global Education, Inc. (b) |
113,619 | ||||||
1,527 | American Public Education, Inc. (a) |
38,251 | ||||||
3,874 | Bridgepoint Education, Inc. (a)(b) |
32,154 | ||||||
246 | Bright Horizons Family Solutions, Inc. (a) |
23,124 |
3,846 | Cambium Learning Group, Inc. (a) |
21,845 | ||||||
491 | Capella Education Co. |
38,003 | ||||||
3,491 | Career Education Corp. (a) |
42,171 | ||||||
433 | Carriage Services, Inc. (b) |
11,132 | ||||||
2,460 | Chegg, Inc. (a)(b) |
40,147 | ||||||
1,315 | Collectors Universe, Inc. |
37,662 | ||||||
87 | Graham Holdings Co.—Class B |
48,577 | ||||||
638 | Grand Canyon Education, Inc. (a) |
57,120 | ||||||
4,372 | H&R Block, Inc. |
114,634 | ||||||
1,275 | Hillenbrand, Inc. |
56,993 | ||||||
1,159 | Houghton Mifflin Harcourt Co. (a) |
10,779 | ||||||
2,317 | K12, Inc. (a) |
36,840 | ||||||
1,030 | Liberty Tax, Inc. |
11,330 | ||||||
2,606 | Regis Corp. (a) |
40,028 | ||||||
746 | Service Corp. International (b) |
27,841 | ||||||
744 | ServiceMaster Global Holdings, Inc. (a) |
38,145 | ||||||
751 | Sotheby’s—Class A (a) |
38,752 | ||||||
505 | Strayer Education, Inc. |
45,238 | ||||||
1,024 | Weight Watchers International, Inc. (a)(b) |
45,343 | ||||||
|
|
|||||||
969,728 | ||||||||
|
|
|||||||
Diversified Financial Services—0.23% |
||||||||
684 | Cannae Holdings, Inc. (a) |
11,648 | ||||||
707 | Encore Capital Group, Inc. (a)(b) |
29,765 | ||||||
2,196 | Tiptree, Inc.—Class A |
13,066 | ||||||
831 | Voya Financial, Inc. |
41,110 | ||||||
361 | World Acceptance Corp. (a) |
29,140 | ||||||
|
|
|||||||
124,729 | ||||||||
|
|
|||||||
Diversified Telecommunication Services—0.36% |
||||||||
351 | Cogent Communications Holdings, Inc. |
15,900 | ||||||
1,436 | Frontier Communications Corp. |
9,708 | ||||||
313 | General Communication, Inc.—Class A (a) |
12,213 | ||||||
2,097 | IDT Corp.—Class B |
22,228 | ||||||
2,159 | Ooma, Inc. (a) |
25,800 | ||||||
97 | Straight Path Communications, Inc.—Class B (a) |
17,634 | ||||||
6,705 | Vonage Holdings Corp. (a) |
68,190 | ||||||
649 | Zayo Group Holdings, Inc. (a) |
23,883 | ||||||
|
|
|||||||
195,556 | ||||||||
|
|
|||||||
Electric Utilities—0.65% |
||||||||
368 | ALLETE, Inc. |
27,364 | ||||||
280 | El Paso Electric Co. |
15,498 | ||||||
1,736 | Great Plains Energy, Inc. |
55,969 | ||||||
718 | Hawaiian Electric Industries, Inc. (b) |
25,956 | ||||||
240 | IDACORP, Inc. |
21,926 | ||||||
866 | OGE Energy Corp. |
28,500 | ||||||
599 | Pinnacle West Capital Corp. |
51,023 | ||||||
596 | PNM Resources, Inc. |
24,108 | ||||||
520 | Portland General Electric Co. |
23,701 | ||||||
2,197 | Spark Energy, Inc.—Class A (b) |
27,243 | ||||||
303 | Unitil Corp. |
13,823 | ||||||
696 | Westar Energy, Inc. |
36,749 | ||||||
|
|
|||||||
351,860 | ||||||||
|
|
|||||||
Electrical Equipment—0.60% |
||||||||
551 | Atkore International Group, Inc. (a) |
11,819 | ||||||
344 | Belden, Inc. |
26,547 | ||||||
662 | Brady Corp.—Class A |
25,090 |
232 | Encore Wire Corp. |
11,287 | ||||||
253 | EnerSys |
17,616 | ||||||
258 | Franklin Electric Co., Inc. |
11,842 | ||||||
347 | Generac Holdings, Inc. (a) |
17,183 | ||||||
327 | Hubbell, Inc. |
44,256 | ||||||
527 | II-VI, Inc. (a) |
24,743 | ||||||
1,967 | LSI Industries, Inc. |
13,533 | ||||||
442 | Powell Industries, Inc. |
12,663 | ||||||
450 | Regal Beloit Corp. |
34,470 | ||||||
844 | Sensata Technologies Holding NV (a) |
43,137 | ||||||
1,499 | Vicor Corp. (a) |
31,329 | ||||||
|
|
|||||||
325,515 | ||||||||
|
|
|||||||
Electronic Equipment, Instruments & Components—3.04% |
||||||||
842 | Anixter International, Inc. (a) |
63,992 | ||||||
791 | Arrow Electronics, Inc. (a) |
63,604 | ||||||
473 | Avnet, Inc. |
18,740 | ||||||
1,250 | AVX Corp. |
21,625 | ||||||
654 | Bel Fuse, Inc.—Class B |
16,464 | ||||||
1,066 | Benchmark Electronics, Inc. (a) |
31,021 | ||||||
1,808 | CDW Corp. |
125,638 | ||||||
1,526 | Cognex Corp. (b) |
93,330 | ||||||
157 | Coherent, Inc. (a) |
44,309 | ||||||
1,716 | Control4 Corp. (a) |
51,068 | ||||||
2,185 | Daktronics, Inc. |
19,949 | ||||||
571 | Dolby Laboratories, Inc.—Class A |
35,402 | ||||||
2,170 | Electro Scientific Industries, Inc. (a) |
46,503 | ||||||
3,074 | Fitbit, Inc.—Class A (a) |
17,553 | ||||||
630 | FLIR Systems, Inc. |
29,371 | ||||||
428 | Insight Enterprises, Inc. (a) |
16,388 | ||||||
408 | IPG Photonics Corp. (a) |
87,365 | ||||||
3,876 | Iteris, Inc. (a) |
27,016 | ||||||
503 | Itron, Inc. (a) |
34,305 | ||||||
1,661 | Jabil, Inc. (b) |
43,601 | ||||||
1,312 | KEMET Corp. (a) |
19,759 | ||||||
1,344 | Keysight Technologies, Inc. (a) |
55,910 | ||||||
867 | Kimball Electronics, Inc. (a) |
15,823 | ||||||
1,326 | Knowles Corp. (a) |
19,439 | ||||||
107 | Littelfuse, Inc. |
21,167 | ||||||
285 | Mercury Systems, Inc. (a) |
14,635 | ||||||
519 | Methode Electronics, Inc. |
20,812 | ||||||
295 | MTS Systems Corp. |
15,841 | ||||||
1,714 | Napco Security Technologies, Inc. (a) |
14,997 | ||||||
1,509 | National Instruments Corp. (b) |
62,820 | ||||||
501 | Novanta, Inc. (a) |
25,050 | ||||||
926 | PC Connection, Inc. |
24,270 | ||||||
474 | Plexus Corp. (a) |
28,781 | ||||||
13,794 | Radisys Corp. (a) |
13,863 | ||||||
166 | Rogers Corp. (a) |
26,879 | ||||||
1,984 | Sanmina Corp. (a) |
65,472 | ||||||
544 | ScanSource, Inc. (a) |
19,475 | ||||||
347 | Tech Data Corp. (a) |
33,996 | ||||||
2,242 | Trimble, Inc. (a) |
91,115 | ||||||
1,874 | TTM Technologies, Inc. (a) |
29,366 | ||||||
173 | Universal Display Corp. (b) |
29,868 | ||||||
1,951 | Vishay Intertechnology, Inc. |
40,483 | ||||||
733 | Zebra Technologies Corp.—Class A (a) |
76,085 | ||||||
|
|
|||||||
1,653,150 | ||||||||
|
|
Energy Equipment & Services—0.51% |
||||||||
2,226 | Archrock, Inc. |
23,373 | ||||||
1,148 | Diamond Offshore Drilling, Inc. (a)(b) |
21,341 | ||||||
341 | Dril-Quip, Inc. (a)(b) |
16,266 | ||||||
1,111 | Exterran Corp. (a) |
34,930 | ||||||
628 | Matrix Service Co. (a) |
11,178 | ||||||
4,064 | Noble Corp. Plc (a) |
18,369 | ||||||
846 | Oceaneering International, Inc. (b) |
17,885 | ||||||
639 | Oil States International, Inc. (a) |
18,084 | ||||||
776 | RigNet, Inc. (a) |
11,601 | ||||||
3,414 | Rowan Cos., Inc.—Class A (a) |
53,463 | ||||||
2,689 | Tetra Technologies, Inc. (a) |
11,482 | ||||||
3,540 | Transocean, Ltd. (a)(b) |
37,807 | ||||||
|
|
|||||||
275,779 | ||||||||
|
|
|||||||
Food & Staples Retailing—1.01% |
||||||||
532 | Casey’s General Stores, Inc. (b) |
59,552 | ||||||
1,791 | Diplomat Pharmacy, Inc. (a) |
35,945 | ||||||
1,090 | Ingles Markets, Inc.—Class A |
37,714 | ||||||
2,198 | Natural Grocers by Vitamin Cottage, Inc. (a) |
19,628 | ||||||
1,258 | Performance Food Group Co. (a) |
41,640 | ||||||
186 | PriceSmart, Inc. |
16,015 | ||||||
15,276 | Rite Aid Corp. (a)(b) |
30,094 | ||||||
1,656 | SpartanNash Co. (b) |
44,182 | ||||||
1,732 | Sprouts Farmers Market, Inc. (a)(b) |
42,174 | ||||||
757 | SUPERVALU, Inc. (a)(b) |
16,351 | ||||||
1,314 | The Chefs’ Warehouse, Inc. (a)(b) |
26,937 | ||||||
883 | United Natural Foods, Inc. (a) |
43,506 | ||||||
2,011 | US Foods Holding Corp. (a) |
64,211 | ||||||
1,158 | Village Super Market, Inc.—Class A |
26,553 | ||||||
1,093 | Weis Markets, Inc. |
45,239 | ||||||
|
|
|||||||
549,741 | ||||||||
|
|
|||||||
Food Products—1.22% |
||||||||
1,270 | Blue Buffalo Pet Products, Inc. (a)(b) |
41,643 | ||||||
1,264 | Darling International, Inc. (a) |
22,916 | ||||||
3,399 | Dean Foods Co. |
39,292 | ||||||
1,330 | Farmer Brothers Co. (a) |
42,759 | ||||||
2,192 | Flowers Foods, Inc. (b) |
42,328 | ||||||
612 | Fresh Del Monte Produce, Inc. |
29,174 | ||||||
1,758 | Freshpet, Inc. (a) |
33,314 | ||||||
1,124 | Hostess Brands, Inc. (a)(b) |
16,646 | ||||||
605 | Ingredion, Inc. (b) |
84,579 | ||||||
74 | J&J Snack Foods Corp. (b) |
11,235 | ||||||
1,070 | Lamb Weston Holdings, Inc. |
60,402 | ||||||
127 | Lancaster Colony Corp. |
16,410 | ||||||
1,659 | Lifeway Foods, Inc. (a) |
13,272 | ||||||
515 | Pilgrim’s Pride Corp. (a)(b) |
15,996 | ||||||
1,046 | Pinnacle Foods, Inc. |
62,206 | ||||||
320 | Post Holdings, Inc. (a) |
25,354 | ||||||
275 | Sanderson Farms, Inc. (b) |
38,165 | ||||||
799 | Snyder’s-Lance, Inc. |
40,014 | ||||||
352 | The Hain Celestial Group, Inc. (a) |
14,921 | ||||||
293 | TreeHouse Foods, Inc. (a)(b) |
14,492 | ||||||
|
|
|||||||
665,118 | ||||||||
|
|
Gas Utilities—0.48% |
||||||||
414 | Atmos Energy Corp. |
35,558 | ||||||
505 | National Fuel Gas Co. (b) |
27,730 | ||||||
378 | New Jersey Resources Corp. |
15,196 | ||||||
247 | Northwest Natural Gas Co. |
14,734 | ||||||
502 | ONE Gas, Inc. |
36,777 | ||||||
378 | RGC Resources, Inc. |
10,236 | ||||||
190 | Southwest Gas Holdings, Inc. |
15,291 | ||||||
209 | Spire, Inc. |
15,706 | ||||||
1,511 | UGI Corp. |
70,941 | ||||||
237 | WGL Holdings, Inc. |
20,344 | ||||||
|
|
|||||||
262,513 | ||||||||
|
|
|||||||
Health Care Equipment & Supplies—4.06% |
||||||||
331 | Abaxis, Inc. |
16,391 | ||||||
778 | ABIOMED, Inc. (a) |
145,805 | ||||||
314 | Analogic Corp. |
26,297 | ||||||
1,268 | AngioDynamics, Inc. (a) |
21,087 | ||||||
5,550 | Antares Pharma, Inc. (a) |
11,044 | ||||||
886 | AtriCure, Inc. (a) |
16,161 | ||||||
59 | Atrion Corp. |
37,205 | ||||||
2,504 | AxoGen, Inc. (a) |
70,863 | ||||||
332 | Cantel Medical Corp. |
34,153 | ||||||
1,253 | Cardiovascular Systems, Inc. (a) |
29,684 | ||||||
304 | CONMED Corp. |
15,495 | ||||||
902 | CryoLife, Inc. (a) |
17,273 | ||||||
1,976 | Cutera, Inc. (a) |
89,612 | ||||||
1,099 | DexCom, Inc. (a)(b) |
63,072 | ||||||
1,053 | Entellus Medical, Inc. (a) |
25,683 | ||||||
638 | Exactech, Inc. (a) |
31,549 | ||||||
599 | FONAR Corp. (a) |
14,586 | ||||||
858 | Glaukos Corp. (a)(b) |
22,008 | ||||||
2,206 | Globus Medical, Inc.—Class A (a)(b) |
90,667 | ||||||
776 | Haemonetics Corp. (a) |
45,070 | ||||||
739 | Halyard Health, Inc. (a)(b) |
34,127 | ||||||
709 | Heska Corp. (a) |
56,869 | ||||||
650 | Hill-Rom Holdings, Inc. |
54,788 | ||||||
110 | ICU Medical, Inc. (a) |
23,760 | ||||||
665 | Inogen, Inc. (a) |
79,188 | ||||||
691 | Insulet Corp. (a)(b) |
47,679 | ||||||
750 | Integer Holdings Corp. (a) |
33,975 | ||||||
593 | Integra LifeSciences Holdings Corp. (a) |
28,381 | ||||||
293 | iRhythm Technologies, Inc. (a) |
16,423 | ||||||
820 | K2M Group Holdings, Inc. (a) |
14,760 | ||||||
1,876 | Lantheus Holdings, Inc. (a) |
38,364 | ||||||
1,427 | LeMaitre Vascular, Inc. |
45,436 | ||||||
283 | LivaNova Plc (a) |
22,617 | ||||||
631 | Masimo Corp. (a) |
53,509 | ||||||
1,166 | Meridian Bioscience, Inc. (b) |
16,324 | ||||||
423 | Merit Medical Systems, Inc. (a) |
18,274 | ||||||
451 | Natus Medical, Inc. (a) |
17,228 | ||||||
232 | Neogen Corp. (a) |
19,073 | ||||||
752 | Novocure Ltd. (a) |
15,190 | ||||||
1,082 | NuVasive, Inc. (a)(b) |
63,286 | ||||||
1,161 | NxStage Medical, Inc. (a) |
28,131 | ||||||
1,229 | OraSure Technologies, Inc. (a) |
23,179 | ||||||
638 | Orthofix International NV (a) |
34,899 | ||||||
1,134 | Oxford Immunotec Global Plc (a) |
15,842 | ||||||
286 | Penumbra, Inc. (a) |
26,913 | ||||||
858 | Pulse Biosciences, Inc. (a)(b) |
20,249 |
273 | Quidel Corp. (a) |
11,834 | ||||||
4,563 | Quotient Ltd. (a) |
22,587 | ||||||
1,115 | ResMed, Inc. (b) |
94,429 | ||||||
5,498 | STAAR Surgical Co. (a) |
85,219 | ||||||
464 | STERIS Plc |
40,586 | ||||||
516 | SurModics, Inc. (a) |
14,448 | ||||||
1,954 | Tactile Systems Technology, Inc. (a)(b) |
56,627 | ||||||
204 | Teleflex, Inc. |
50,759 | ||||||
330 | The Cooper Companies, Inc. (b) |
71,900 | ||||||
146 | Utah Medical Products, Inc. |
11,884 | ||||||
1,274 | ViewRay, Inc. (a) |
11,797 | ||||||
527 | West Pharmaceutical Services, Inc. |
51,999 | ||||||
563 | Wright Medical Group NV (a)(b) |
12,499 | ||||||
|
|
|||||||
2,208,737 | ||||||||
|
|
|||||||
Health Care Providers & Services—2.43% |
||||||||
503 | Acadia Healthcare Co., Inc. (a)(b) |
16,413 | ||||||
1,390 | Aceto Corp. |
14,359 | ||||||
555 | Addus HomeCare Corp. (a) |
19,314 | ||||||
516 | Almost Family, Inc. (a) |
28,561 | ||||||
925 | Amedisys, Inc. (a) |
48,757 | ||||||
855 | American Renal Associates Holdings, Inc. (a) |
14,877 | ||||||
1,069 | AMN Healthcare Services, Inc. (a) |
52,648 | ||||||
8,380 | BioScrip, Inc. (a)(b) |
24,386 | ||||||
1,015 | BioTelemetry, Inc. (a) |
30,348 | ||||||
1,787 | Brookdale Senior Living, Inc. (a) |
17,334 | ||||||
234 | Chemed Corp. |
56,867 | ||||||
1,001 | Civitas Solutions, Inc. (a) |
17,117 | ||||||
3,648 | Community Health Systems, Inc. (a)(b) |
15,540 | ||||||
359 | CorVel Corp. (a) |
18,991 | ||||||
5,394 | Cross Country Healthcare, Inc. (a) |
68,827 | ||||||
1,137 | Envision Healthcare Corp. (a)(b) |
39,295 | ||||||
592 | HealthEquity, Inc. (a) |
27,623 | ||||||
1,150 | HealthSouth Corp. |
56,821 | ||||||
3,220 | Kindred Healthcare, Inc. |
31,234 | ||||||
787 | LHC Group, Inc. (a) |
48,204 | ||||||
432 | LifePoint Health, Inc. (a)(b) |
21,514 | ||||||
253 | Magellan Health Services, Inc. (a)(b) |
24,427 | ||||||
612 | MEDNAX, Inc. (a) |
32,705 | ||||||
1,120 | Molina Healthcare, Inc. (a)(b) |
85,882 | ||||||
249 | National Healthcare Corp. |
15,174 | ||||||
1,763 | National Research Corp.—Class A |
65,760 | ||||||
765 | Owens & Minor, Inc. (b) |
14,443 | ||||||
682 | Patterson Cos., Inc. (b) |
24,641 | ||||||
1,108 | PerkinElmer, Inc. |
81,017 | ||||||
192 | Providence Service Corp. (a) |
11,393 | ||||||
4,506 | R1 RCM, Inc. (a) |
19,871 | ||||||
5,556 | RadNet, Inc. (a) |
56,116 | ||||||
961 | Select Medical Holdings Corp. (a) |
16,962 | ||||||
1,273 | Surgery Partners, Inc. (a) |
15,403 | ||||||
453 | Teladoc, Inc. (a)(b) |
15,787 | ||||||
419 | Tivity Health, Inc. (a) |
15,314 | ||||||
1,845 | Triple-S Management Corp.—Class B (a) |
45,848 | ||||||
340 | Trupanion, Inc. (a) |
9,952 | ||||||
508 | WellCare Health Plans, Inc. (a) |
102,164 | ||||||
|
|
|||||||
1,321,889 | ||||||||
|
|
Health Care Technology—0.63% |
||||||||
2,306 | Allscripts Healthcare Solutions, Inc. (a) |
33,552 | ||||||
354 | athenahealth, Inc. (a)(b) |
47,096 | ||||||
357 | Cotiviti Holdings, Inc. (a) |
11,499 | ||||||
728 | Inovalon Holdings, Inc. (a) |
10,920 | ||||||
532 | Medidata Solutions, Inc. (a) |
33,713 | ||||||
389 | Omnicell, Inc. (a) |
18,867 | ||||||
5,284 | Quality Systems, Inc. (a) |
71,757 | ||||||
1,387 | Simulations Plus, Inc. |
22,331 | ||||||
388 | Tabula Rasa HealthCare, Inc. (a) |
10,883 | ||||||
966 | Veeva Systems, Inc.—Class A (a) |
53,400 | ||||||
958 | Vocera Communications, Inc. (a) |
28,951 | ||||||
|
|
|||||||
342,969 | ||||||||
|
|
|||||||
Hotels, Restaurants & Leisure—2.46% |
||||||||
1,982 | Aramark |
84,711 | ||||||
48 | Biglari Holdings, Inc. (a)(b) |
19,891 | ||||||
243 | Bob Evans Farms, Inc. |
19,153 | ||||||
1,175 | Bojangles’, Inc. (a) |
13,865 | ||||||
693 | Boyd Gaming Corp. |
24,290 | ||||||
1,253 | Brinker International, Inc. (b) |
48,666 | ||||||
339 | Buffalo Wild Wings, Inc. (a) |
53,003 | ||||||
2,475 | Caesars Entertainment Corp. (a) |
31,309 | ||||||
3,135 | Callaway Golf Co. |
43,671 | ||||||
2,607 | Century Casinos, Inc. (a) |
23,802 | ||||||
504 | Cheesecake Factory, Inc. (b) |
24,283 | ||||||
990 | Choice Hotels International, Inc. |
76,824 | ||||||
127 | Churchill Downs, Inc. |
29,553 | ||||||
100 | Cracker Barrel Old Country Store, Inc. (b) |
15,889 | ||||||
258 | Dave & Buster’s Entertainment, Inc. (a)(b) |
14,234 | ||||||
1,351 | Del Taco Restaurants, Inc. (a) |
16,374 | ||||||
1,622 | Denny’s Corp. (a) |
21,475 | ||||||
559 | Domino’s Pizza, Inc. (b) |
105,629 | ||||||
428 | Dunkin’ Brands Group, Inc. |
27,593 | ||||||
1,070 | El Pollo Loco Holdings, Inc. (a) |
10,593 | ||||||
403 | Eldorado Resorts, Inc. (a)(b) |
13,359 | ||||||
885 | Extended Stay America, Inc. |
16,815 | ||||||
843 | Fiesta Restaurant Group, Inc. (a)(b) |
16,017 | ||||||
1,275 | Fogo De Chao, Inc. (a) |
14,790 | ||||||
392 | Hilton Grand Vacations, Inc. (a) |
16,444 | ||||||
440 | Hyatt Hotels Corp.—Class A (a)(b) |
32,358 | ||||||
922 | ILG, Inc. |
26,259 | ||||||
1,368 | International Game Technology Plc |
36,266 | ||||||
252 | Jack in the Box, Inc. |
24,724 | ||||||
681 | La Quinta Holdings, Inc. (a) |
12,571 | ||||||
242 | Marriott Vacations Worldwide Corp. (b) |
32,721 | ||||||
236 | Monarch Casino & Resort, Inc. (a) |
10,577 | ||||||
274 | Nathan’s Famous, Inc. |
20,687 | ||||||
387 | Papa John’s International, Inc. (b) |
21,715 | ||||||
1,180 | Penn National Gaming, Inc. (a) |
36,969 | ||||||
1,363 | Pinnacle Entertainment, Inc. (a) |
44,611 | ||||||
393 | Planet Fitness, Inc.—Class A (a)(b) |
13,610 |
2,394 | Potbelly Corp. (a) |
29,446 | ||||||
481 | RCI Hospitality Holdings, Inc. |
13,458 | ||||||
269 | Red Robin Gourmet Burgers, Inc. (a) |
15,172 | ||||||
335 | Red Rock Resorts, Inc. |
11,303 | ||||||
1,273 | Ruth’s Hospitality Group, Inc. |
27,560 | ||||||
535 | Scientific Games Corp.—Class A (a) |
27,445 | ||||||
180 | Six Flags Entertainment Corp. |
11,983 | ||||||
423 | Sonic Corp. (b) |
11,624 | ||||||
745 | Speedway Motorsports, Inc. |
14,058 | ||||||
304 | Texas Roadhouse, Inc. |
16,015 | ||||||
203 | Vail Resorts, Inc. |
43,131 | ||||||
590 | Wingstop, Inc. (b) |
22,998 | ||||||
|
|
|||||||
1,339,494 | ||||||||
|
|
|||||||
Household Durables—1.84% | ||||||||
906 | AV Homes, Inc. (a) |
15,085 | ||||||
697 | Bassett Furniture Industries, Inc. |
26,207 | ||||||
1,217 | Beazer Homes USA, Inc. (a) |
23,379 | ||||||
417 | CalAtlantic Group, Inc. |
23,515 | ||||||
75 | Cavco Industries, Inc. (a) |
11,445 | ||||||
370 | Century Communities, Inc. (a) |
11,507 | ||||||
858 | Ethan Allen Interiors, Inc. |
24,539 | ||||||
377 | Flexsteel Industries, Inc. |
17,636 | ||||||
3,118 | GoPro, Inc.—Class A (a)(b) |
23,603 | ||||||
2,156 | Green Brick Partners, Inc. (a) |
24,363 | ||||||
218 | Helen of Troy, Ltd. (a)(b) |
21,004 | ||||||
676 | Hooker Furniture Corp. |
28,696 | ||||||
9,989 | Hovnanian Enterprises, Inc.—Class A (a) |
33,463 | ||||||
412 | Installed Building Products, Inc. (a) |
31,291 | ||||||
480 | iRobot Corp. (a)(b) |
36,816 | ||||||
2,341 | KB Home (b) |
74,795 | ||||||
953 | La-Z-Boy, Inc. |
29,734 | ||||||
150 | LGI Homes, Inc. (a) |
11,254 | ||||||
1,132 | Lifetime Brands, Inc. |
18,678 | ||||||
827 | M.D.C Holdings, Inc. (b) |
26,365 | ||||||
319 | M/I Homes, Inc. (a) |
10,974 | ||||||
249 | Meritage Homes Corp. (a) |
12,749 | ||||||
38 | NVR, Inc. (a) |
133,312 | ||||||
2,031 | PulteGroup, Inc. |
67,531 | ||||||
728 | Taylor Morrison Home Corp.—Class A (a) |
17,814 | ||||||
408 | Tempur Sealy International, Inc. (a) |
25,578 | ||||||
1,323 | Toll Brothers, Inc. |
63,530 | ||||||
329 | TopBuild Corp. (a) |
24,918 | ||||||
1,276 | TRI Pointe Group, Inc. (a)(b) |
22,866 | ||||||
642 | Tupperware Brands Corp. |
40,253 | ||||||
400 | Universal Electronics, Inc. (a) |
18,900 | ||||||
2,710 | ZAGG, Inc. (a) |
50,000 | ||||||
|
|
|||||||
1,001,800 | ||||||||
|
|
|||||||
Household Products—0.32% |
||||||||
537 | Central Garden & Pet Co. (a) |
20,900 | ||||||
653 | Central Garden & Pet Co.—Class A (a) |
24,625 | ||||||
467 | Energizer Holdings, Inc. (b) |
22,407 | ||||||
2,401 | HRG Group, Inc. (a) |
40,697 | ||||||
124 | Spectrum Brands Holdings, Inc. (b) |
13,937 | ||||||
438 | WD-40 Co. |
51,684 | ||||||
|
|
|||||||
174,250 | ||||||||
|
|
Independent Power and Renewable Electricity Producers—0.82% |
||||||||
18,511 | Atlantic Power Corp. (a) |
43,501 | ||||||
4,878 | Calpine Corp. (a) |
73,804 | ||||||
5,822 | Dynegy, Inc. (a)(b) |
68,991 | ||||||
2,749 | NRG Energy, Inc. (b) |
78,292 | ||||||
2,258 | NRG Yield, Inc.—Class A |
42,563 | ||||||
2,316 | NRG Yield, Inc.—Class C |
43,773 | ||||||
244 | Ormat Technologies, Inc. |
15,606 | ||||||
641 | Pattern Energy Group, Inc. (b) |
13,775 | ||||||
2,497 | TerraForm Power, Inc. (a)(b) |
29,864 | ||||||
2,016 | Vistra Energy Corp. (a)(b) |
36,933 | ||||||
|
|
|||||||
447,102 | ||||||||
|
|
|||||||
Industrial Conglomerates—0.22% |
||||||||
276 | Carlisle Companies, Inc. |
31,367 | ||||||
2,707 | McDermott International, Inc. (a)(b) |
17,812 | ||||||
523 | Otter Tail Corp. |
23,247 | ||||||
467 | Raven Industries, Inc. |
16,042 | ||||||
4 | Seaboard Corp. |
17,640 | ||||||
110 | Standex International Corp. |
11,204 | ||||||
|
|
|||||||
117,312 | ||||||||
|
|
|||||||
Insurance—3.29% |
||||||||
54 | Alleghany Corp. (a) |
32,189 | ||||||
1,252 | American Equity Investment Life Holding Co. |
38,474 | ||||||
951 | American Financial Group, Inc. |
103,222 | ||||||
1,119 | AMERISAFE, Inc. (b) |
68,930 | ||||||
1,659 | AmTrust Financial Services, Inc. (b) |
16,706 | ||||||
213 | Argo Group International Holdings, Ltd. |
13,131 | ||||||
1,775 | Arthur J. Gallagher & Co. |
112,322 | ||||||
731 | Assurant, Inc. |
73,714 | ||||||
1,871 | Assured Guaranty, Ltd. |
63,371 | ||||||
1,685 | Brown & Brown, Inc. |
86,710 | ||||||
1,653 | CNO Financial Group, Inc. |
40,813 | ||||||
4,301 | Crawford & Co.—Class B |
41,376 | ||||||
685 | Donegal Group, Inc.—Class A |
11,850 | ||||||
707 | eHealth, Inc. (a) |
12,281 | ||||||
662 | Employers Holdings, Inc. |
29,393 | ||||||
74 | Enstar Group Ltd. (a) |
14,855 | ||||||
419 | Erie Indemnity Co.—Class A |
51,051 | ||||||
431 | Everest Re Group, Ltd. |
95,363 | ||||||
1,194 | First American Financial Corp. |
66,912 | ||||||
3,299 | Genworth Financial, Inc. (a) |
10,260 | ||||||
458 | Global Indemnity Ltd. (a) |
19,245 | ||||||
725 | Health Insurance Innovations, Inc.—Class A (a) |
18,089 | ||||||
843 | Heritage Insurance Holdings, Inc. (b) |
15,191 | ||||||
279 | Horace Mann Educators Corp. |
12,304 | ||||||
208 | Infinity Property & Casualty Corp. |
22,048 | ||||||
124 | Investors Title Co. |
24,595 | ||||||
470 | James River Group Holdings, Ltd. |
18,805 | ||||||
201 | Kemper Corp. |
13,849 | ||||||
1,066 | Kingstone Cos., Inc. |
20,041 | ||||||
85 | National Western Life Group, Inc.—Class A |
28,137 | ||||||
1,532 | Old Republic International Corp. |
32,754 | ||||||
626 | Primerica, Inc. |
63,570 | ||||||
452 | ProAssurance Corp. |
25,832 | ||||||
686 | Reinsurance Group of America, Inc. |
106,968 |
168 | RenaissanceRe Holdings, Ltd. |
21,099 | ||||||
391 | RLI Corp. |
23,718 | ||||||
147 | Safety Insurance Group, Inc. |
11,819 | ||||||
612 | Selective Insurance Group, Inc. |
35,924 | ||||||
269 | The Hanover Insurance Group, Inc. |
29,074 | ||||||
1,253 | Third Point Reinsurance, Ltd. (a) |
18,356 | ||||||
1,279 | Torchmark Corp. |
116,018 | ||||||
1,750 | Universal Insurance Holdings, Inc. |
47,862 | ||||||
1,191 | W.R. Berkley Corp. |
85,335 | ||||||
|
|
|||||||
1,793,556 | ||||||||
|
|
|||||||
Internet & Direct Marketing Retail—1.01% |
||||||||
2,650 |
1-800-Flowers.Com, Inc.—Class A (a) |
28,355 | ||||||
1,341 | Duluth Holdings, Inc.—Class B (a)(b) |
23,937 | ||||||
1,570 | Etsy, Inc. (a)(b) |
32,106 | ||||||
1,644 | FTD Cos., Inc. (a) |
11,820 | ||||||
8,004 | Groupon, Inc. (a)(b) |
40,820 | ||||||
830 | HSN, Inc. |
33,490 | ||||||
1,853 | Lands’ End, Inc. (a) |
36,226 | ||||||
486 | Liberty Expedia Holdings, Inc.—Class A (a) |
21,544 | ||||||
415 | Liberty Ventures—Series A (a) |
22,510 | ||||||
838 | Nutrisystem, Inc. (b) |
44,079 | ||||||
1,462 | Overstock.com, Inc. (a)(b) |
93,422 | ||||||
707 | PetMed Express, Inc. |
32,169 | ||||||
514 | Shutterfly, Inc. (a) |
25,572 | ||||||
793 | TripAdvisor, Inc. (a)(b) |
27,327 | ||||||
974 | Wayfair, Inc.—Class A (a)(b) |
78,183 | ||||||
|
|
|||||||
551,560 | ||||||||
|
|
|||||||
Internet Software & Services—3.46% |
||||||||
1,482 | 2U, Inc. (a) |
95,604 | ||||||
4,855 | Aerohive Networks, Inc. (a) |
28,305 | ||||||
698 | Alarm.com Holdings, Inc. (a) |
26,349 | ||||||
2,536 | Amber Road, Inc. (a) |
18,614 | ||||||
1,923 | Appfolio, Inc.—Class A (a) |
79,804 | ||||||
1,259 | Apptio, Inc.—Class A (a) |
29,612 | ||||||
2,160 | Bazaarvoice, Inc. (a) |
11,772 | ||||||
1,578 | Blucora, Inc. (a) |
34,874 | ||||||
2,035 | Box, Inc.—Class A (a) |
42,979 | ||||||
3,529 | Brightcove, Inc. (a) |
25,056 | ||||||
237 | BroadSoft, Inc. (a)(b) |
13,011 | ||||||
1,506 | Carbonite, Inc. (a) |
37,801 | ||||||
1,338 | Care.com, Inc. (a) |
24,138 | ||||||
632 | Cars.com, Inc. (a)(b) |
18,227 | ||||||
2,174 | ChannelAdvisor Corp. (a) |
19,566 | ||||||
470 | Cimpress NV (a) |
56,344 | ||||||
1,786 | CommerceHub, Inc.—Series A (a) |
39,274 | ||||||
1,847 | CommerceHub, Inc.—Series C (a) |
38,030 | ||||||
607 | Cornerstone OnDemand, Inc. (a) |
21,445 | ||||||
225 | CoStar Group, Inc. (a) |
66,814 | ||||||
20,590 | DHI Group, Inc. (a) |
39,121 | ||||||
260 | Envestnet, Inc. (a)(b) |
12,961 | ||||||
1,718 | Five9, Inc. (a) |
42,744 | ||||||
637 | GoDaddy, Inc.—Class A (a) |
32,028 | ||||||
294 | GrubHub, Inc. (a)(b) |
21,109 | ||||||
349 | GTT Communications, Inc. (a) |
16,386 | ||||||
3,005 | Hortonworks, Inc. (a) |
60,431 |
873 | IAC InterActive Corp. (a)(b) |
106,750 | ||||||
1,272 | Instructure, Inc. (a) |
42,103 | ||||||
697 | Internap Corp. (a) |
10,950 | ||||||
782 | j2 Global, Inc. (b) |
58,673 | ||||||
2,185 | Leaf Group, Ltd. (a) |
21,631 | ||||||
2,398 | LivePerson, Inc. (a) |
27,577 | ||||||
344 | LogMeIn, Inc. |
39,388 | ||||||
1,307 | Match Group, Inc. (a)(b) |
40,922 | ||||||
678 | MINDBODY, Inc.—Class A (a) |
20,645 | ||||||
553 | New Relic, Inc. (a)(b) |
31,947 | ||||||
2,526 | NIC, Inc. (b) |
41,932 | ||||||
3,344 | Ominto, Inc. (a)(b) |
11,336 | ||||||
2,199 | Pandora Media, Inc. (a)(b) |
10,599 | ||||||
430 | Q2 Holdings, Inc. (a) |
15,846 | ||||||
6,293 | QuinStreet, Inc. (a) |
52,735 | ||||||
1,601 | Quotient Technology, Inc. (a) |
18,812 | ||||||
494 | Shutterstock, Inc. (a) |
21,257 | ||||||
269 | Stamps.com, Inc. (a)(b) |
50,572 | ||||||
2,794 | TechTarget, Inc. (a) |
38,892 | ||||||
7,701 | The Meet Group, Inc. (a) |
21,717 | ||||||
281 | The Trade Desk, Inc.—Class A (a)(b) |
12,850 | ||||||
4,511 | TrueCar, Inc. (a) |
50,523 | ||||||
214 | Tucows, Inc.—Class A (a) |
14,991 | ||||||
549 | Twilio, Inc.—Class A (a) |
12,956 | ||||||
1,374 | Web.com Group, Inc. (a) |
29,953 | ||||||
1,735 | XO Group, Inc. (a) |
32,028 | ||||||
1,227 | Yelp, Inc.—Class A (a)(b) |
51,485 | ||||||
1,163 | Yext, Inc. (a)(b) |
13,991 | ||||||
701 | Zillow Group, Inc.—Class C (a)(b) |
28,685 | ||||||
|
|
|||||||
1,884,145 | ||||||||
|
|
|||||||
IT Services—3.02% |
||||||||
567 | Acxiom Corp. (a) |
15,627 | ||||||
355 | Black Knight, Inc. (a) |
15,673 | ||||||
2,160 | Blackhawk Network Holdings, Inc. (a)(b) |
77,004 | ||||||
2,269 | Booz Allen Hamilton Holding Corp.—Class A |
86,517 | ||||||
1,014 | Broadridge Financial Solutions, Inc. |
91,848 | ||||||
396 | CACI International, Inc.—Class A (a)(b) |
52,411 | ||||||
1,084 | Cardtronics Plc—Class A (a) |
20,076 | ||||||
1,812 | Conduent, Inc. (a) |
29,282 | ||||||
3,676 | Convergys Corp. (b) |
86,386 | ||||||
1,088 | CoreLogic, Inc. (a) |
50,277 | ||||||
1,294 | CSG Systems International, Inc. |
56,703 | ||||||
1,838 | CSRA, Inc. (b) |
54,993 | ||||||
226 | DST Systems, Inc. |
14,028 | ||||||
470 | EPAM Systems, Inc. (a) |
50,492 | ||||||
438 | Euronet Worldwide, Inc. (a)(b) |
36,910 | ||||||
3,447 | Everi Holdings, Inc. (a) |
25,990 | ||||||
1,520 | EVERTEC, Inc. |
20,748 | ||||||
538 | ExlService Holdings, Inc. (a) |
32,468 | ||||||
540 | Forrester Research, Inc. |
23,868 | ||||||
756 | Gartner, Inc. (a) |
93,102 | ||||||
1,645 | Genpact, Ltd. |
52,212 | ||||||
5,812 | Information Services Group, Inc. (a) |
24,236 | ||||||
984 | Leidos Holdings, Inc. |
63,537 | ||||||
668 | ManTech International Corp.—Class A |
33,527 |
1,785 | Maximus, Inc. |
127,770 | ||||||
1,853 | Perficient, Inc. (a)(b) |
35,337 | ||||||
848 | Sabre Corp. (b) |
17,384 | ||||||
660 | Science Applications International Corp. |
50,536 | ||||||
2,319 | Square, Inc.—Class A (a) |
80,400 | ||||||
2,831 | StarTek, Inc. (a) |
28,225 | ||||||
1,262 | Syntel, Inc. (a) |
29,013 | ||||||
840 | TeleTech Holdings, Inc. (b) |
33,810 | ||||||
2,154 | The Hackett Group, Inc. |
33,839 | ||||||
2,118 | Travelport Worldwide, Ltd. |
27,682 | ||||||
2,157 | Unisys Corp. (a) |
17,580 | ||||||
1,141 | VeriFone Systems, Inc. (a)(b) |
20,207 | ||||||
447 | Virtusa Corp. (a) |
19,704 | ||||||
88 | WEX, Inc. (a) |
12,428 | ||||||
|
|
|||||||
1,641,830 | ||||||||
|
|
|||||||
Leisure Products—0.89% |
||||||||
651 | Acushnet Holdings Corp. |
13,723 | ||||||
1,726 | American Outdoor Brands Corp. (a) |
22,162 | ||||||
829 | Brunswick Corp. |
45,777 | ||||||
509 | Johnson Outdoors, Inc.—Class A |
31,604 | ||||||
970 | Malibu Boats, Inc.—Class A (a)(b) |
28,838 | ||||||
1,817 | Marine Products Corp. |
23,149 | ||||||
4,608 | MCBC Holdings, Inc. (a) |
102,390 | ||||||
1,586 | Nautilus, Inc. (a) |
21,173 | ||||||
461 | Polaris Industries, Inc. |
57,159 | ||||||
860 | Pool Corp. |
111,499 | ||||||
504 | Sturm, Ruger & Company, Inc. |
28,148 | ||||||
|
|
|||||||
485,622 | ||||||||
|
|
|||||||
Life Sciences Tools & Services—0.76% |
||||||||
153 | Bio-Rad Laboratories, Inc.—Class A (a) |
36,517 | ||||||
126 | Bio-Techne Corp. |
16,323 | ||||||
1,386 | Bruker Corp. |
47,568 | ||||||
541 | Charles River Laboratories International, Inc. (a) |
59,212 | ||||||
2,959 | Enzo Biochem, Inc. (a) |
24,116 | ||||||
795 | INC Research Holdings, Inc.—Class A (a) |
34,662 | ||||||
1,245 | Luminex Corp. |
24,526 | ||||||
1,775 | Medpace Holdings, Inc. (a) |
64,362 | ||||||
356 | PRA Health Sciences, Inc. (a) |
32,421 | ||||||
2,393 | QIAGEN NV |
74,015 | ||||||
|
|
|||||||
413,722 | ||||||||
|
|
|||||||
Machinery—3.57% |
||||||||
604 | AGCO Corp. |
43,144 | ||||||
225 | Alamo Group, Inc. |
25,396 | ||||||
182 | Albany International Corp.—Class A |
11,184 | ||||||
1,024 | Allison Transmission Holdings, Inc. |
44,104 | ||||||
388 | Altra Industrial Motion Corp. (b) |
19,555 | ||||||
260 | Badger Meter, Inc. |
12,428 | ||||||
583 | Barnes Group, Inc. |
36,886 | ||||||
398 | Chart Industries, Inc. (a) |
18,650 | ||||||
716 | Colfax Corp. (a) |
28,368 | ||||||
1,234 | Columbus McKinnon Corp. |
49,335 | ||||||
1,010 | Commercial Vehicle Group, Inc. (a) |
10,797 | ||||||
501 | Crane Co. |
44,699 | ||||||
1,055 | Donaldson Co., Inc. |
51,642 | ||||||
612 | Douglas Dynamics, Inc. (b) |
23,134 |
232 | EnPro Industries, Inc. |
21,694 | ||||||
347 | ESCO Technologies, Inc. |
20,907 | ||||||
1,026 | FreightCar America, Inc. |
17,524 | ||||||
385 | Gorman Rupp Co. |
12,016 | ||||||
1,917 | Graco, Inc. (b) |
86,687 | ||||||
1,983 | Hardinge, Inc. |
34,544 | ||||||
1,042 | Harsco Corp. (a) |
19,433 | ||||||
396 | Hurco Cos., Inc. |
16,711 | ||||||
139 | Hyster-Yale Materials Handling, Inc. |
11,837 | ||||||
788 | IDEX Corp. |
103,992 | ||||||
418 | ITT, Inc. |
22,309 | ||||||
735 | John Bean Technologies Corp. (b) |
81,438 | ||||||
241 | Kadant, Inc. |
24,196 | ||||||
667 | Kennametal, Inc. |
32,290 | ||||||
506 | L.B. Foster Co.—Class A (a) |
13,738 | ||||||
623 | Lincoln Electric Holdings, Inc. |
57,054 | ||||||
1,403 | Meritor, Inc. (a) |
32,914 | ||||||
283 | NACCO Industries, Inc.—Class A |
10,655 | ||||||
335 | Navistar International Corp. (a) |
14,365 | ||||||
535 | NN, Inc. |
14,766 | ||||||
398 | Nordson Corp. (b) |
58,267 | ||||||
635 | Omega Flex, Inc. |
45,345 | ||||||
697 | Oshkosh Corp. |
63,350 | ||||||
396 | Park-Ohio Holdings Corp. |
18,196 | ||||||
326 | Proto Labs, Inc. (a) |
33,578 | ||||||
103 | RBC Bearings, Inc. (a) |
13,019 | ||||||
789 | Rexnord Corp. (a) |
20,530 | ||||||
409 | Snap-on, Inc. (b) |
71,289 | ||||||
350 | SPX FLOW, Inc. (a) |
16,643 | ||||||
197 | Sun Hydraulics Corp. |
12,744 | ||||||
346 | Tennant Co. |
25,137 | ||||||
1,239 | Terex Corp. |
59,745 | ||||||
568 | The Eastern Co. |
14,853 | ||||||
441 | The Greenbrier Companies, Inc. (b) |
23,505 | ||||||
319 | The Manitowoc Co., Inc. (a) |
12,550 | ||||||
142 | The Middleby Corp. (a)(b) |
19,163 | ||||||
428 | The Timken Co. |
21,036 | ||||||
1,201 | Toro Co. |
78,341 | ||||||
1,320 | TriMas Corp. (a) |
35,310 | ||||||
819 | Trinity Industries, Inc. (b) |
30,680 | ||||||
570 | Twin Disc, Inc. (a) |
15,145 | ||||||
118 | Valmont Industries, Inc. |
19,570 | ||||||
2,017 | Wabash National Corp. (b) |
43,769 | ||||||
214 | Wabtec Corp. (b) |
17,426 | ||||||
149 | Watts Water Technologies, Inc.—Class A |
11,317 | ||||||
527 | Welbilt, Inc. (a) |
12,390 | ||||||
1,180 | Xylem, Inc. |
80,476 | ||||||
|
|
|||||||
1,941,766 | ||||||||
|
|
|||||||
Marine—0.09% |
||||||||
2,458 | Costamare, Inc. |
14,183 | ||||||
374 | Kirby Corp. (a)(b) |
24,983 | ||||||
3,412 | Safe Bulkers, Inc. (a) |
11,021 | ||||||
|
|
|||||||
50,187 | ||||||||
|
|
Media—1.16% |
||||||||
240 | AMC Networks, Inc.—Class A (a)(b) |
12,979 | ||||||
1,454 | Ascent Capital Group, Inc.—Class A (a) |
16,706 | ||||||
52 | Cable One, Inc. |
36,574 | ||||||
4,264 | Central European Media Enterprises Ltd.—Class A (a) |
19,828 | ||||||
1,648 | Entravision Communications Corp.—Class A |
11,783 | ||||||
3,330 | Gannett Co., Inc. |
38,595 | ||||||
1,048 | Gray Television, Inc. (a)(b) |
17,554 | ||||||
462 | John Wiley & Sons, Inc.—Class A |
30,377 | ||||||
906 | Liberty Media Group—Class C (a)(b) |
30,949 | ||||||
866 | Lions Gate Entertainment Corp.—Class A (a)(b) |
29,279 | ||||||
751 | Lions Gate Entertainment Corp.—Class B (a)(b) |
23,837 | ||||||
1,506 | Live Nation Entertainment, Inc. (a) |
64,110 | ||||||
398 | Meredith Corp. |
26,288 | ||||||
1,208 | MSG Networks, Inc.—Class A (a) |
24,462 | ||||||
1,628 | New Media Investment Group, Inc. |
27,318 | ||||||
170 | Nexstar Media Group, Inc.—Class A (b) |
13,294 | ||||||
2,516 | Salem Media Group, Inc. |
11,322 | ||||||
644 | Scholastic Corp. (b) |
25,831 | ||||||
729 | Sinclair Broadcast Group, Inc.—Class A (b) |
27,593 | ||||||
1,573 | TEGNA, Inc. |
22,148 | ||||||
71 | The Madison Square Garden Co.—Class A (a) |
14,970 | ||||||
1,653 | The New York Times Co.—Class A |
30,581 | ||||||
1,427 | Time, Inc. |
26,328 | ||||||
1,836 | Townsquare Media, Inc.—Class A (a) |
14,100 | ||||||
780 | tronc, Inc. (a) |
13,720 | ||||||
641 | World Wrestling Entertainment, Inc.—Class A |
19,602 | ||||||
|
|
|||||||
630,128 | ||||||||
|
|
|||||||
Metals & Mining—0.86% |
||||||||
1,425 | Alcoa Corp. (a)(b) |
76,765 | ||||||
256 | Carpenter Technology Corp. (b) |
13,053 | ||||||
1,224 | Century Aluminum Co. (a) |
24,039 | ||||||
1,751 | Cleveland-Cliffs, Inc. (a) |
12,625 | ||||||
3,195 | Ferroglobe Representation & Warranty Insurance Trust (d)(f) |
0 | ||||||
503 | Gibraltar Industries, Inc. (a) |
16,599 | ||||||
540 | Materion Corp. |
26,244 | ||||||
892 | Olympic Steel, Inc. |
19,169 | ||||||
593 | Reliance Steel & Aluminum Co. |
50,873 | ||||||
241 | Royal Gold, Inc. |
19,791 | ||||||
707 | Schnitzer Steel Industries, Inc.—Class A |
23,685 | ||||||
1,757 | Steel Dynamics, Inc. |
75,779 | ||||||
1,976 | SunCoke Energy, Inc. (a)(b) |
23,692 | ||||||
2,482 | Tahoe Resources, Inc. |
11,889 | ||||||
1,376 | United States Steel Corp. |
48,421 | ||||||
530 | Warrior Met Coal, Inc. |
13,330 | ||||||
314 | Worthington Industries, Inc. |
13,835 | ||||||
|
|
|||||||
469,789 | ||||||||
|
|
|||||||
Multiline Retail—0.74% |
||||||||
822 | Big Lots, Inc. (b) |
46,155 | ||||||
677 | Burlington Stores, Inc. (a)(b) |
83,291 | ||||||
343 | Dillard’s, Inc.—Class A (b) |
20,597 | ||||||
4,301 | Fred’s, Inc.—Class A (b) |
17,419 | ||||||
6,902 | J.C. Penney Co., Inc. (a)(b) |
21,811 | ||||||
2,231 | Kohl’s Corp. (b) |
120,987 | ||||||
1,387 | Nordstrom, Inc. (b) |
65,716 | ||||||
511 | Ollie’s Bargain Outlet Holdings, Inc. (a)(b) |
27,211 | ||||||
|
|
|||||||
403,187 | ||||||||
|
|
Multi-Utilities—0.33% |
||||||||
981 | Alliant Energy Corp. |
41,800 | ||||||
294 | Avista Corp. |
15,138 | ||||||
311 | Black Hills Corp. (b) |
18,694 | ||||||
1,637 | MDU Resources Group, Inc. |
44,003 | ||||||
520 | NorthWestern Corp. |
31,044 | ||||||
407 | Vectren Corp. |
26,463 | ||||||
|
|
|||||||
177,142 | ||||||||
|
|
|||||||
Oil, Gas & Consumable Fuels—0.86% |
||||||||
312 | Adams Resources & Energy, Inc. |
13,572 | ||||||
137 | Arch Coal, Inc.—Class A (b) |
12,763 | ||||||
196 | Chesapeake Utilities Corp. |
15,396 | ||||||
4,953 | Cloud Peak Energy, Inc. (a)(b) |
22,041 | ||||||
1,537 | CNX Resources Corp. (a) |
22,486 | ||||||
382 | CONSOL Energy, Inc. (a)(b) |
15,098 | ||||||
437 | CVR Energy, Inc. (b) |
16,274 | ||||||
427 | Delek US Holdings, Inc. |
14,919 | ||||||
151 | Diamondback Energy, Inc. (a)(b) |
19,064 | ||||||
2,527 | Dorian LPG, Ltd. (a) |
20,772 | ||||||
2,294 | Hallador Energy Co. |
13,970 | ||||||
1,257 | HollyFrontier Corp. (b) |
64,384 | ||||||
593 | Murphy Oil Corp. (b) |
18,413 | ||||||
7,211 | Overseas Shipholding Group, Inc.—Class A (a) |
19,758 | ||||||
2,644 | Pacific Ethanol, Inc. (a) |
12,030 | ||||||
1,067 | Par Pacific Holdings, Inc. (a) |
20,572 | ||||||
925 | PBF Energy, Inc.—Class A (b) |
32,791 | ||||||
560 | Peabody Energy Corp. (a) |
22,047 | ||||||
484 | Targa Resources Corp. |
23,435 | ||||||
15,243 | Teekay Tankers Ltd.—Class A |
21,340 | ||||||
1,733 | Tellurian, Inc. (a) |
16,879 | ||||||
1,111 | World Fuel Services Corp. (b) |
31,264 | ||||||
|
|
|||||||
469,268 | ||||||||
|
|
|||||||
Paper & Forest Products—0.25% |
||||||||
555 | Boise Cascade Co. |
22,145 | ||||||
624 | Domtar Corp. (b) |
30,901 | ||||||
1,302 | KapStone Paper and Packaging Corp. |
29,542 | ||||||
972 | Louisiana-Pacific Corp. (a)(b) |
25,525 | ||||||
268 | Schweitzer-Mauduit International, Inc. |
12,156 | ||||||
802 | Verso Corp. (a) |
14,091 | ||||||
|
|
|||||||
134,360 | ||||||||
|
|
|||||||
Personal Products—0.73% |
||||||||
255 | Edgewell Personal Care Co. (a) |
15,145 | ||||||
519 | elf Beauty, Inc. (a)(b) |
11,579 | ||||||
1,006 | Herbalife, Ltd. (a)(b) |
68,126 | ||||||
433 | Inter Parfums, Inc. |
18,814 | ||||||
1,307 | Medifast, Inc. |
91,242 | ||||||
1,438 | Natural Health Trends Corp. (b) |
21,843 | ||||||
1,819 | Nature’s Sunshine Products, Inc. |
21,010 | ||||||
999 | Nu Skin Enterprises, Inc.—Class A |
68,162 | ||||||
523 | Revlon, Inc.—Class A (a) |
11,401 | ||||||
929 | USANA Health Sciences, Inc. (a) |
68,792 | ||||||
|
|
|||||||
396,114 | ||||||||
|
|
Pharmaceuticals—1.27% |
||||||||
216 | Aerie Pharmaceuticals, Inc. (a) |
12,906 | ||||||
920 | Akorn, Inc. (a) |
29,652 | ||||||
727 | Amphastar Pharmaceuticals, Inc. (a) |
13,988 | ||||||
596 | Assembly Biosciences, Inc. (a) |
26,969 | ||||||
954 | Catalent, Inc. (a) |
39,190 | ||||||
3,327 | Corcept Therapeutics, Inc. (a)(b) |
60,086 | ||||||
994 | Corium International, Inc. (a) |
9,552 | ||||||
5,605 | Depomed, Inc. (a)(b) |
45,120 | ||||||
4,527 | Endo International Plc (a) |
35,084 | ||||||
3,558 | Horizon Pharma Plc (a) |
51,947 | ||||||
1,193 | Impax Laboratories, Inc. (a) |
19,863 | ||||||
823 | Innoviva, Inc. (a) |
11,678 | ||||||
1,116 | Intersect ENT, Inc. (a) |
36,158 | ||||||
2,019 | Lannett Co., Inc. (a)(b) |
46,841 | ||||||
1,768 | Mallinckrodt Plc (a)(b) |
39,886 | ||||||
287 | MyoKardia, Inc. (a) |
12,083 | ||||||
572 | Nektar Therapeutics (a)(b) |
34,160 | ||||||
372 | Pacira Pharmaceuticals, Inc. (a)(b) |
16,982 | ||||||
1,033 | Phibro Animal Health Corp.—Class A |
34,606 | ||||||
608 | Prestige Brands Holdings, Inc. (a)(b) |
27,001 | ||||||
2,616 | Sucampo Pharmaceuticals, Inc.—Class A (a)(b) |
46,957 | ||||||
1,034 | Supernus Pharmaceuticals, Inc. (a) |
41,205 | ||||||
|
|
|||||||
691,914 | ||||||||
|
|
|||||||
Professional Services—1.42% |
||||||||
4,510 | Acacia Research Corp. (a) |
18,265 | ||||||
1,417 | BG Staffing, Inc. |
22,587 | ||||||
1,552 | CBIZ, Inc. (a) |
23,978 | ||||||
422 | CRA International, Inc. |
18,969 | ||||||
1,236 | Franklin Covey Co. (a) |
25,647 | ||||||
504 | FTI Consulting, Inc. (a) |
21,652 | ||||||
556 | Heidrick & Struggles International, Inc. |
13,650 | ||||||
428 | Huron Consulting Group, Inc. (a)(b) |
17,313 | ||||||
520 | ICF International, Inc. (a) |
27,300 | ||||||
518 | Insperity, Inc. |
29,707 | ||||||
496 | Kelly Services, Inc.—Class A |
13,526 | ||||||
1,318 | Kforce, Inc. |
33,279 | ||||||
507 | Korn/Ferry International |
20,980 | ||||||
903 | ManpowerGroup, Inc. |
113,877 | ||||||
708 | Mistras Group, Inc. (a) |
16,617 | ||||||
1,639 | Navigant Consulting, Inc. (a) |
31,813 | ||||||
965 | On Assignment, Inc. (a)(b) |
62,021 | ||||||
1,372 | Resources Connection, Inc. |
21,197 | ||||||
2,013 | Robert Half International, Inc. |
111,802 | ||||||
1,202 | RPX Corp. |
16,155 | ||||||
258 | The Dun & Bradstreet Corp. |
30,550 | ||||||
349 | TriNet Group, Inc. (a) |
15,475 | ||||||
1,336 | TrueBlue, Inc. (a) |
36,740 | ||||||
230 | VSE Corp. |
11,139 | ||||||
837 | Willdan Group, Inc. (a) |
20,038 | ||||||
|
|
|||||||
774,277 | ||||||||
|
|
|||||||
Real Estate Management & Development—0.81% |
||||||||
3,910 | Altisource Portfolio Solutions SA (a)(b) |
109,480 | ||||||
1,887 | Forestar Group, Inc. (a) |
41,514 | ||||||
87 | Howard Hughes Corp. (a) |
11,420 | ||||||
457 | Jones Lang LaSalle, Inc. |
68,061 | ||||||
1,593 | Marcus & Millichap, Inc. (a) |
51,948 | ||||||
2,165 | Maui Land & Pineapple Co, Inc. (a) |
37,454 |
321 | RE/MAX Holdings, Inc.—Class A |
15,569 | ||||||
1,822 | Realogy Holdings Corp. (b) |
48,283 | ||||||
799 | The RMR Group, Inc.—Class A |
47,381 | ||||||
321 | Transcontinental Realty Investors, Inc. (a) |
10,054 | ||||||
|
|
|||||||
441,164 | ||||||||
|
|
|||||||
Road & Rail—0.57% |
||||||||
1,586 | ArcBest Corp. |
56,699 | ||||||
1,073 | Avis Budget Group, Inc. (a)(b) |
47,083 | ||||||
386 | Genesee & Wyoming, Inc.—Class A (a) |
30,390 | ||||||
580 | Landstar System, Inc. |
60,378 | ||||||
363 | Old Dominion Freight Line, Inc. |
47,753 | ||||||
2,412 | Roadrunner Transportation Systems, Inc. (a) |
18,597 | ||||||
252 | Ryder System, Inc. |
21,211 | ||||||
255 | Saia, Inc. (a)(b) |
18,041 | ||||||
294 | Werner Enterprises, Inc. |
11,363 | ||||||
|
|
|||||||
311,515 | ||||||||
|
|
|||||||
Semiconductors & Semiconductor Equipment—2.82% |
||||||||
505 | Advanced Energy Industries, Inc. (a) |
34,077 | ||||||
7,532 | Advanced Micro Devices, Inc. (a)(b) |
77,429 | ||||||
239 | Ambarella, Inc. (a)(b) |
14,041 | ||||||
3,038 | Amkor Technology, Inc. (a)(b) |
30,532 | ||||||
879 | Axcelis Technologies, Inc. (a) |
25,227 | ||||||
1,783 | AXT, Inc. (a) |
15,512 | ||||||
1,139 | Brooks Automation, Inc. |
27,165 | ||||||
358 | Cabot Microelectronics Corp. |
33,681 | ||||||
461 | Cavium, Inc. (a) |
38,646 | ||||||
238 | CEVA, Inc. (a) |
10,984 | ||||||
1,151 | Cirrus Logic, Inc. (a) |
59,691 | ||||||
678 | Cohu, Inc. |
14,882 | ||||||
983 | Cree, Inc. (a) |
36,509 | ||||||
1,560 | Cypress Semiconductor Corp. (b) |
23,774 | ||||||
1,068 | Diodes, Inc. (a) |
30,620 | ||||||
2,811 | DSP Group, Inc. (a) |
35,137 | ||||||
1,147 | Entegris, Inc. |
34,926 | ||||||
812 | First Solar, Inc. (a) |
54,826 | ||||||
689 | Ichor Holdings, Ltd. (a) |
16,949 | ||||||
832 | Integrated Device Technology, Inc. (a) |
24,735 | ||||||
1,401 | IXYS Corp. (a) |
33,554 | ||||||
3,282 | Marvell Technology Group, Ltd. |
70,465 | ||||||
667 | Microsemi Corp. (a) |
34,451 | ||||||
627 | MKS Instruments, Inc. |
59,252 | ||||||
832 | Monolithic Power Systems, Inc. |
93,484 | ||||||
877 | Nanometrics, Inc. (a) |
21,855 | ||||||
322 | NVE Corp. |
27,692 | ||||||
4,378 | ON Semiconductor Corp. (a)(b) |
91,675 | ||||||
2,648 | Photronics, Inc. (a) |
22,574 | ||||||
7,186 | Pixelworks, Inc. (a) |
45,487 | ||||||
755 | Power Integrations, Inc. |
55,530 | ||||||
1,845 | Rambus, Inc. (a) |
26,236 | ||||||
1,090 | Rudolph Technologies, Inc. (a) |
26,051 | ||||||
503 | Semtech Corp. (a) |
17,203 | ||||||
5,401 | Sigma Designs, Inc. (a) |
37,537 | ||||||
198 | Silicon Laboratories, Inc. (a) |
17,483 | ||||||
2,439 | Teradyne, Inc. (b) |
102,121 | ||||||
1,361 | Ultra Clean Holdings, Inc. (a) |
31,425 |
1,166 | Versum Materials, Inc. (b) |
44,133 | ||||||
2,302 | Xcerra Corp. (a) |
22,537 | ||||||
702 | Xperi Corp. |
17,129 | ||||||
|
|
|||||||
1,537,217 | ||||||||
|
|
|||||||
Software—4.36% |
||||||||
1,571 | 8x8, Inc. (a) |
22,151 | ||||||
4,865 | A10 Networks, Inc. (a)(b) |
37,558 | ||||||
649 | ACI Worldwide, Inc. (a) |
14,713 | ||||||
1,011 | Agilysys, Inc. (a) |
12,415 | ||||||
1,048 | American Software, Inc.—Class A |
12,188 | ||||||
1,108 | ANSYS, Inc. (a) |
163,530 | ||||||
1,181 | Aspen Technology, Inc. (a) |
78,182 | ||||||
861 | Atlassian Corp. Plc—Class A (a)(b) |
39,193 | ||||||
844 | Barracuda Networks, Inc. (a) |
23,210 | ||||||
425 | Blackbaud, Inc. |
40,158 | ||||||
314 | Blackline, Inc. (a) |
10,299 | ||||||
306 | Bottomline Technologies, Inc. (a) |
10,612 | ||||||
3,310 | Cadence Design System, Inc. (a) |
138,424 | ||||||
421 | Callidus Software, Inc. (a) |
12,062 | ||||||
979 | CommVault Systems, Inc. (a) |
51,398 | ||||||
138 | Ebix, Inc. |
10,937 | ||||||
168 | Ellie Mae, Inc. (a)(b) |
15,019 | ||||||
263 | ePlus, Inc. (a) |
19,778 | ||||||
712 | Everbridge, Inc. (a)(b) |
21,161 | ||||||
292 | Fair Isaac Corp. |
44,734 | ||||||
753 | FireEye, Inc. (a) |
10,693 | ||||||
1,193 | Fortinet, Inc. (a)(b) |
52,122 | ||||||
2,698 | Glu Mobile, Inc. (a) |
9,821 | ||||||
355 | Guidewire Software, Inc. (a) |
26,362 | ||||||
515 | HubSpot, Inc. (a)(b) |
45,526 | ||||||
320 | Imperva, Inc. (a) |
12,704 | ||||||
710 | Jack Henry & Associates, Inc. |
83,042 | ||||||
2,018 | Majesco, Inc. (a) |
10,837 | ||||||
962 | Manhattan Associates, Inc. (a)(b) |
47,657 | ||||||
182 | MicroStrategy, Inc.—Class A (a) |
23,897 | ||||||
2,264 | Mitek Systems, Inc. (a) |
20,263 | ||||||
8,689 | MobileIron, Inc. (a) |
33,887 | ||||||
780 | Model N, Inc. (a) |
12,285 | ||||||
454 | Monotype Imaging Holdings, Inc. |
10,941 | ||||||
3,512 | Nuance Communications, Inc. (a)(b) |
57,421 | ||||||
465 | Paycom Software, Inc. (a)(b) |
37,353 | ||||||
229 | Paylocity Holdings Corp. (a) |
10,800 | ||||||
854 | Pegasystems, Inc. |
40,266 | ||||||
2,176 | Progress Software Corp. |
92,632 | ||||||
233 | Proofpoint, Inc. (a)(b) |
20,693 | ||||||
984 | PROS Holdings, Inc. (a) |
26,027 | ||||||
968 | PTC, Inc. (a) |
58,825 | ||||||
927 | QAD, Inc.—Class A |
36,014 | ||||||
364 | Qualys, Inc. (a)(b) |
21,603 | ||||||
1,767 | Rapid7, Inc. (a)(b) |
32,972 | ||||||
822 | RealPage, Inc. (a) |
36,415 | ||||||
1,398 | RingCentral, Inc.—Class A (a) |
67,663 | ||||||
2,667 | Rosetta Stone, Inc. (a) |
33,258 | ||||||
921 | Silver Spring Networks, Inc. (a) |
14,957 | ||||||
950 | Splunk, Inc. (a) |
78,698 |
1,126 | SS&C Technologies Holdings, Inc. |
45,580 | ||||||
2,304 | Synchronoss Technologies, Inc. (a)(b) |
20,598 | ||||||
689 | Tableau Software, Inc.—Class A (a) |
47,679 | ||||||
562 | Take-Two Interactive Software, Inc. (a)(b) |
61,696 | ||||||
7,400 | The Rubicon Project, Inc. (a) |
13,838 | ||||||
163 | The Ultimate Software Group, Inc. (a) |
35,572 | ||||||
1,188 | TiVo Corp. |
18,533 | ||||||
120 | Tyler Technologies, Inc. (a)(b) |
21,246 | ||||||
578 | Upland Software, Inc. (a) |
12,519 | ||||||
901 | Varonis Systems, Inc. (a) |
43,744 | ||||||
2,018 | VASCO Data Security International, Inc. (a) |
28,050 | ||||||
865 | Verint Systems, Inc. (a)(b) |
36,200 | ||||||
3,413 | Workiva, Inc. (a) |
73,038 | ||||||
980 | Zendesk, Inc. (a) |
33,163 | ||||||
5,185 | Zix Corp. (a) |
22,710 | ||||||
3,683 | Zynga, Inc.—Class A (a) |
14,732 | ||||||
|
|
|||||||
2,372,254 | ||||||||
|
|
|||||||
Specialty Retail—4.16% |
||||||||
1,581 | Aaron’s, Inc. (b) |
63,003 | ||||||
3,108 | Abercrombie & Fitch Co.—Class A (b) |
54,172 | ||||||
2,623 | American Eagle Outfitters, Inc. (b) |
49,312 | ||||||
979 | America’s Car-Mart, Inc. (a) |
43,712 | ||||||
220 | Asbury Automotive Group, Inc. (a) |
14,080 | ||||||
13,828 | Ascena Retail Group, Inc. (a) |
32,496 | ||||||
253 | AutoNation, Inc. (a)(b) |
12,987 | ||||||
1,870 | Barnes & Noble Education, Inc. (a) |
15,409 | ||||||
2,488 | Barnes & Noble, Inc. |
16,670 | ||||||
1,910 | Bed Bath & Beyond, Inc. (b) |
42,001 | ||||||
2,898 | Big 5 Sporting Goods Corp. (b) |
22,025 | ||||||
2,502 | Build-A-Bear Workshop, Inc. (a) |
23,018 | ||||||
1,182 | Caleres, Inc. |
39,573 | ||||||
560 | Camping World Holdings, Inc.—Class A |
25,049 | ||||||
5,859 | Chico’s FAS, Inc. |
51,676 | ||||||
1,115 | Citi Trends, Inc. |
29,503 | ||||||
856 | Conn’s, Inc. (a)(b) |
30,431 | ||||||
1,061 | Dick’s Sporting Goods, Inc. |
30,493 | ||||||
1,254 | DSW, Inc.—Class A |
26,848 | ||||||
4,127 | Express, Inc. (a) |
41,889 | ||||||
708 | Five Below, Inc. (a)(b) |
46,955 | ||||||
397 | Floor & Decor Holdings, Inc. (a) |
19,326 | ||||||
1,324 | Foot Locker, Inc. |
62,069 | ||||||
3,320 | Francesca’s Holdings Corp. (a)(b) |
24,269 | ||||||
3,138 | GameStop Corp.—Class A (b) |
56,327 | ||||||
873 | Genesco, Inc. (a)(b) |
28,373 | ||||||
1,879 | GNC Holdings, Inc.—Class A (a)(b)(c) |
6,934 | ||||||
183 | Group 1 Automotive, Inc. (b) |
12,988 | ||||||
849 | Guess?, Inc. (b) |
14,331 | ||||||
2,397 | Haverty Furniture Cos., Inc. |
54,292 | ||||||
1,720 | Hibbett Sports, Inc. (a)(b) |
35,088 | ||||||
3,678 | J. Jill, Inc. (a)(b) |
28,688 | ||||||
3,057 | Kirkland’s, Inc. (a) |
36,577 | ||||||
193 | Lithia Motors, Inc.—Class A (b) |
21,923 | ||||||
1,374 | Lumber Liquidators Holdings, Inc. (a) |
43,130 | ||||||
700 | MarineMax, Inc. (a) |
13,230 | ||||||
222 | Monro, Inc. |
12,643 |
240 | Murphy USA, Inc. (a)(b) |
19,286 | ||||||
8,138 | Office Depot, Inc. |
28,809 | ||||||
231 | Penske Automotive Group, Inc. |
11,053 | ||||||
5,549 | Pier 1 Imports, Inc. |
22,973 | ||||||
6,113 | Rent-A-Center, Inc. (b) |
67,854 | ||||||
346 | REX American Resources Corp. (a) |
28,645 | ||||||
647 | RH (a)(b) |
55,778 | ||||||
1,804 | Sally Beauty Holdings, Inc. (a)(b) |
33,843 | ||||||
1,211 | Shoe Carnival, Inc. |
32,394 | ||||||
498 | Signet Jewelers Ltd. |
28,162 | ||||||
1,009 | Sleep Number Corp. (a) |
37,928 | ||||||
4,349 | Sportsman’s Warehouse Holdings, Inc. (a)(b) |
28,747 | ||||||
1,325 | Systemax, Inc. (b) |
44,083 | ||||||
1,951 | Tailored Brands, Inc. |
42,590 | ||||||
1,332 | The Buckle, Inc. (b) |
31,635 | ||||||
1,241 | The Cato Corp.—Class A |
19,757 | ||||||
694 | The Children’s Place, Inc. (b) |
100,873 | ||||||
9,664 | The Container Store Group, Inc. (a) |
45,807 | ||||||
2,121 | The Finish Line, Inc.—Class A |
30,818 | ||||||
2,846 | The Michaels Cos., Inc. (a)(b) |
68,845 | ||||||
1,732 | Tile Shop Holdings, Inc. |
16,627 | ||||||
5,143 | Tilly’s, Inc.—Class A (b) |
75,911 | ||||||
1,930 | Urban Outfitters, Inc. (a)(b) |
67,666 | ||||||
3,453 | Vitamin Shoppe, Inc. (a) |
15,193 | ||||||
999 | Williams Sonoma, Inc. (b) |
51,648 | ||||||
232 | Winmark Corp. |
30,021 | ||||||
2,120 | Zumiez, Inc. (a) |
44,149 | ||||||
|
|
|||||||
2,262,585 | ||||||||
|
|
|||||||
Technology Hardware, Storage & Peripherals—0.50% |
||||||||
2,305 | 3D Systems Corp. (a)(b) |
19,915 | ||||||
4,908 | Avid Technology, Inc. (a) |
26,454 | ||||||
541 | Cray, Inc. (a) |
13,092 | ||||||
608 | Electronics for Imaging, Inc. (a) |
17,954 | ||||||
1,131 | NCR Corp. (a)(b) |
38,443 | ||||||
2,380 | Pure Storage, Inc.—Class A (a) |
37,747 | ||||||
3,754 | Quantum Corp. (a) |
21,135 | ||||||
687 | Synaptics, Inc. (a) |
27,439 | ||||||
1,881 | Teradata Corp. (a)(b) |
72,343 | ||||||
|
|
|||||||
274,522 | ||||||||
|
|
|||||||
Textiles, Apparel & Luxury Goods—1.86% |
||||||||
562 | Carter’s, Inc. |
66,029 | ||||||
846 | Columbia Sportswear Co. |
60,810 | ||||||
7,310 | Crocs, Inc. (a)(b) |
92,398 | ||||||
331 | Culp, Inc. |
11,089 | ||||||
562 | Deckers Outdoor Corp. (a)(b) |
45,101 | ||||||
3,367 | Fossil Group, Inc. (a)(b) |
26,162 | ||||||
725 | G-III Apparel Group, Ltd. (a)(b) |
26,745 | ||||||
821 | lululemon athletica, Inc. (a) |
64,522 | ||||||
1,909 | Michael Kors Holdings Ltd. (a) |
120,172 | ||||||
770 | Movado Group, Inc. |
24,794 | ||||||
490 | Oxford Industries, Inc. |
36,843 | ||||||
1,992 | Perry Ellis International, Inc. (a) |
49,880 | ||||||
688 | Ralph Lauren Corp. (b) |
71,339 | ||||||
1,498 | Skechers U.S.A., Inc.—Class A (a) |
56,684 | ||||||
1,419 | Steven Madden, Ltd. (a)(b) |
66,267 |
1,066 | Superior Uniform Group, Inc. |
28,473 | ||||||
213 | UniFirst Corp. |
35,124 | ||||||
2,836 | Vera Bradley, Inc. (a) |
34,542 | ||||||
461 | Weyco Group, Inc. |
13,701 | ||||||
2,656 | Wolverine World Wide, Inc. (b) |
84,673 | ||||||
|
|
|||||||
1,015,348 | ||||||||
|
|
|||||||
Thrifts & Mortgage Finance—1.48% |
||||||||
1,058 | Bank Mutual Corp. |
11,268 | ||||||
464 | Berkshire Hills Bancorp, Inc. (b) |
16,982 | ||||||
1,401 | BofI Holding, Inc. (a)(b) |
41,890 | ||||||
910 | Brookline Bancorp, Inc. |
14,287 | ||||||
895 | Charter Financial Corp. |
15,698 | ||||||
747 | Entegra Financial Corp. (a) |
21,850 | ||||||
488 | Federal Agricultural Mortgage Corp.—Class C |
38,181 | ||||||
843 | Flagstar Bancorp, Inc. (a)(b) |
31,545 | ||||||
367 | Greene County Bancorp, Inc. |
11,964 | ||||||
242 | Hingham Institution for Savings |
50,094 | ||||||
375 | Home Bancorp, Inc. |
16,207 | ||||||
953 | HomeStreet, Inc. (a) |
27,589 | ||||||
4,804 | Impac Mortgage Holdings, Inc. (a) |
48,809 | ||||||
74 | LendingTree, Inc. (a)(b) |
25,193 | ||||||
520 | Malvern Bancorp, Inc. (a) |
13,624 | ||||||
583 | Meridian Bancorp, Inc. |
12,010 | ||||||
216 | Meta Financial Group, Inc. |
20,012 | ||||||
1,828 | New York Community Bancorp, Inc. |
23,801 | ||||||
2,960 | NMI Holdings, Inc.—Class A (a) |
50,320 | ||||||
559 | OceanFirst Financial Corp. |
14,674 | ||||||
1,028 | PennyMac Financial Services, Inc.—Class A (a) |
22,976 | ||||||
2,453 | People’s United Financial, Inc. |
45,871 | ||||||
2,986 | Radian Group, Inc. |
61,541 | ||||||
1,303 | Riverview Bancorp, Inc. |
11,297 | ||||||
323 | Southern Missouri Bancorp, Inc. |
12,142 | ||||||
546 | Timberland Bancorp, Inc. |
14,496 | ||||||
739 | United Financial Bancorp, Inc. |
13,036 | ||||||
875 | Walker & Dunlop, Inc. (a)(b) |
41,563 | ||||||
1,436 | Washington Federal, Inc. |
49,183 | ||||||
973 | Waterstone Financial, Inc. |
16,590 | ||||||
1,177 | Western New England Bancorp, Inc. |
12,829 | ||||||
|
|
|||||||
807,522 | ||||||||
|
|
|||||||
Tobacco—0.05% |
||||||||
281 | Universal Corp. |
14,753 | ||||||
658 | Vector Group, Ltd. |
14,726 | ||||||
|
|
|||||||
29,479 | ||||||||
|
|
|||||||
Trading Companies & Distributors—1.83% |
||||||||
512 | Air Lease Corp. (b) |
24,622 | ||||||
540 | Applied Industrial Technologies, Inc. |
36,774 | ||||||
1,328 | Beacon Roofing Supply, Inc. (a) |
84,673 | ||||||
1,328 | BMC Stock Holdings, Inc. (a)(b) |
33,598 | ||||||
539 | CAI International, Inc. (a) |
15,265 | ||||||
1,598 | DXP Enterprises, Inc. (a) |
47,253 | ||||||
563 | EnviroStar, Inc. (b) |
22,520 | ||||||
894 | GMS, Inc. (a) |
33,650 | ||||||
1,102 | H&E Equipment Services, Inc. |
44,796 | ||||||
1,925 | HD Supply Holdings, Inc. (a) |
77,058 | ||||||
168 | Herc Holdings, Inc. (a) |
10,519 |
3,828 | Huttig Building Products, Inc. (a) |
25,456 | ||||||
1,339 | Lawson Products, Inc. (a) |
33,140 | ||||||
575 | MSC Industrial Direct Co., Inc.—Class A |
55,580 | ||||||
1,244 | Nexeo Solutions, Inc. (a) |
11,320 | ||||||
1,082 | NOW, Inc. (a)(b) |
11,934 | ||||||
672 | Rush Enterprises, Inc.—Class A (a) |
34,144 | ||||||
588 | Rush Enterprises, Inc.—Class B (a) |
28,347 | ||||||
1,051 | SiteOne Landscape Supply, Inc. (a)(b) |
80,612 | ||||||
861 | Textainer Group Holdings Ltd. (a) |
18,512 | ||||||
1,280 | Titan Machinery, Inc. (a) |
27,098 | ||||||
473 | Triton International Ltd. |
17,714 | ||||||
480 | United Rentals, Inc. (a) |
82,517 | ||||||
1,289 | Univar, Inc. (a) |
39,907 | ||||||
710 | Veritiv Corp. (a) |
20,519 | ||||||
227 | Watsco, Inc.—Class A |
38,599 | ||||||
577 | WESCO International, Inc. (a) |
39,323 | ||||||
|
|
|||||||
995,450 | ||||||||
|
|
|||||||
Water Utilities—0.17% |
||||||||
201 | American States Water Co. |
11,640 | ||||||
691 | Aqua America, Inc. |
27,108 | ||||||
891 | Cadiz, Inc. (a) |
12,697 | ||||||
268 | California Water Service Group |
12,154 | ||||||
2,116 | Consolidated Water Co., Ltd.—Ordinary Shares |
26,661 | ||||||
|
|
|||||||
90,260 | ||||||||
|
|
|||||||
Wireless Telecommunication Services—0.14% |
||||||||
684 | Boingo Wireless, Inc. (a) |
15,390 | ||||||
443 | Shenandoah Telecommunications Co. |
14,973 | ||||||
1,003 | Telephone & Data Systems, Inc. |
27,883 | ||||||
434 | United States Cellular Corp. (a) |
16,332 | ||||||
|
|
|||||||
74,578 | ||||||||
|
|
|||||||
Total Common Stocks (Cost $34,968,964) |
49,128,109 | |||||||
|
|
|||||||
INVESTMENT COMPANIES—2.92% |
||||||||
Exchange Traded Funds—2.92% |
||||||||
14,265 | Vanguard Extended Market ETF (b) |
1,593,828 | ||||||
|
|
|||||||
Total Investment Companies (Cost $1,250,815) |
1,593,828 | |||||||
|
|
|||||||
REAL ESTATE INVESTMENT TRUSTS—6.18% |
||||||||
Real Estate Investment Trusts—6.18% |
||||||||
2,354 | AG Mortgage Investment Trust, Inc. |
44,750 | ||||||
5,412 | AGNC Investment Corp. (b) |
109,268 | ||||||
211 | Agree Realty Corp. |
10,854 | ||||||
404 | Alexandria Real Estate Equities, Inc. (b) |
52,758 | ||||||
278 | American Assets Trust, Inc. |
10,631 | ||||||
2,056 | American Homes 4 Rent—Class A |
44,903 | ||||||
3,560 | Anworth Mortgage Asset Corp. (b) |
19,366 | ||||||
456 | Apartment Investment & Management Co.—Class A (b) |
19,932 | ||||||
1,662 | Apollo Commercial Real Estate Finance, Inc. |
30,664 | ||||||
986 | Apple Hospitality REIT, Inc. (b) |
19,335 | ||||||
1,064 | Ares Commercial Real Estate Corp. |
13,726 | ||||||
766 | Armada Hoffler Properties, Inc. |
11,896 | ||||||
1,437 | ARMOUR Residential REIT, Inc. |
36,960 | ||||||
3,309 | Ashford Hospitality Prime, Inc. |
32,197 | ||||||
8,510 | Ashford Hospitality Trust, Inc. |
57,272 | ||||||
1,332 | Bluerock Residential Growth REIT, Inc. |
13,467 |
1,249 | Brandywine Realty Trust (b) |
22,719 | ||||||
683 | Camden Property Trust (b) |
62,877 | ||||||
1,746 | Capstead Mortgage Corp. |
15,103 | ||||||
1,217 | CareTrust REIT, Inc. |
20,397 | ||||||
3,675 | CBL & Associates Properties, Inc. (b) |
20,800 | ||||||
4,064 | Cedar Shopping Centers, Inc. |
24,709 | ||||||
2,004 | Chatham Lodging Trust |
45,611 | ||||||
1,570 | Cherry Hill Mortgage Investment Corp. |
28,244 | ||||||
2,362 | Chesapeake Lodging Trust |
63,987 | ||||||
7,166 | Chimera Investment Corp. |
132,428 | ||||||
2,904 | Colony NorthStar, Inc.—Class A |
33,135 | ||||||
475 | Columbia Property Trust, Inc. |
10,901 | ||||||
405 | Community Healthcare Trust, Inc. (b) |
11,380 | ||||||
565 | CoreCivic, Inc. |
12,712 | ||||||
467 | CorEnergy Infrastructure Trust, Inc. |
17,839 | ||||||
207 | CoreSite Realty Corp. |
23,577 | ||||||
1,170 | Corporate Office Properties Trust (b) |
34,164 | ||||||
2,591 | Cousins Properties, Inc. |
23,967 | ||||||
553 | CubeSmart (b) |
15,993 | ||||||
353 | CyrusOne, Inc. |
21,014 | ||||||
1,495 | CYS Investments, Inc. (b) |
12,005 | ||||||
365 | DCT Industrial Trust, Inc. (b) |
21,455 | ||||||
2,893 | DDR Corp. |
25,921 | ||||||
2,872 | DiamondRock Hospitality Co. (b) |
32,425 | ||||||
537 | Douglas Emmett, Inc. |
22,049 | ||||||
1,608 | Duke Realty Corp. |
43,754 | ||||||
4,279 | Dynex Capital, Inc. |
29,996 | ||||||
168 | EastGroup Properties, Inc. (b) |
14,848 | ||||||
1,356 | Empire State Realty Trust, Inc.—Class A |
27,839 | ||||||
545 | Equity Commonwealth (a) |
16,628 | ||||||
329 | Equity LifeStyle Properties, Inc. (b) |
29,288 | ||||||
495 | First Industrial Realty Trust, Inc. |
15,578 | ||||||
2,158 | Forest City Realty Trust, Inc.—Class A |
52,008 | ||||||
528 | Four Corners Property Trust, Inc. |
13,570 | ||||||
864 | Gaming and Leisure Properties, Inc. |
31,968 | ||||||
398 | Getty Realty Corp. |
10,810 | ||||||
735 | Gladstone Commercial Corp. (b) |
15,479 | ||||||
581 | Government Properties Income Trust |
10,772 | ||||||
535 | Gramercy Property Trust |
14,263 | ||||||
456 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. |
10,971 | ||||||
330 | Healthcare Realty Trust, Inc. |
10,600 | ||||||
700 | Healthcare Trust of America, Inc.—Class A |
21,028 | ||||||
1,235 | Hersha Hospitality Trust |
21,489 | ||||||
301 | Highwoods Properties, Inc. |
15,324 | ||||||
1,287 | Hospitality Properties Trust |
38,417 | ||||||
853 | Hudson Pacific Properties, Inc. |
29,215 | ||||||
1,392 | Independence Realty Trust, Inc. |
14,045 | ||||||
1,209 | InfraREIT, Inc. |
22,463 | ||||||
3,318 | Invesco Mortgage Capital, Inc. |
59,160 | ||||||
1,957 | Invitation Homes, Inc. (b) |
46,126 | ||||||
1,083 | Iron Mountain, Inc. |
40,862 | ||||||
2,467 | iStar Financial, Inc. (a) |
27,877 | ||||||
271 | Kilroy Realty Corp. |
20,230 | ||||||
968 | Kite Realty Group Trust |
18,973 | ||||||
799 | Ladder Capital Corp. |
10,890 |
364 | Lamar Advertising Co.—Class A (b) |
27,023 | ||||||
1,206 | LaSalle Hotel Properties |
33,852 | ||||||
1,051 | Liberty Property Trust |
45,204 | ||||||
179 | Life Storage, Inc. |
15,944 | ||||||
1,153 | Mack-Cali Realty Corp. |
24,859 | ||||||
1,178 | Medical Properties Trust, Inc. (b) |
16,233 | ||||||
4,941 | MFA Financial, Inc. |
39,133 | ||||||
661 | Monmouth Real Estate Investment Corp.—Class A |
11,766 | ||||||
1,323 | MTGE Investment Corp. |
24,475 | ||||||
139 | National Health Investors, Inc. (b) |
10,478 | ||||||
378 | National Retail Properties, Inc. (b) |
16,303 | ||||||
2,426 | National Storage Affiliates Trust |
66,133 | ||||||
4,435 | New Residential Investment Corp. |
79,298 | ||||||
2,931 | New York Mortgage Trust, Inc. |
18,084 | ||||||
580 | Omega Healthcare Investors, Inc. (b) |
15,973 | ||||||
688 | Paramount Group, Inc. |
10,905 | ||||||
1,274 | Park Hotels & Resorts, Inc. (b) |
36,628 | ||||||
991 | Pebblebrook Hotel Trust (b) |
36,835 | ||||||
2,282 | Pennsylvania Real Estate Investment Trust |
27,133 | ||||||
1,237 | PennyMac Mortgage Investment Trust |
19,879 | ||||||
585 | Physicians Realty Trust (b) |
10,524 | ||||||
1,059 | Piedmont Office Realty Trust, Inc.—Class A (b) |
20,767 | ||||||
318 | Potlatch Corp. |
15,868 | ||||||
850 | Preferred Apartment Communities, Inc.—Class A |
17,213 | ||||||
136 | PS Business Parks, Inc. (b) |
17,012 | ||||||
290 | QTS Realty Trust, Inc.—Class A |
15,706 | ||||||
2,199 | Quality Care Properties, Inc. (a)(b) |
30,368 | ||||||
1,174 | Ramco-Gershenson Properties Trust |
17,293 | ||||||
521 | Rayonier, Inc. |
16,479 | ||||||
1,695 | Redwood Trust, Inc. |
25,120 | ||||||
298 | Regency Centers Corp. |
20,616 | ||||||
1,116 | Retail Properties of America, Inc.—Class A |
14,999 | ||||||
890 | Rexford Industrial Realty, Inc. |
25,952 | ||||||
2,181 | RLJ Lodging Trust |
47,917 | ||||||
271 | Ryman Hospitality Properties, Inc. |
18,704 | ||||||
665 | Select Income REIT |
16,711 | ||||||
810 | Senior Housing Properties Trust |
15,512 | ||||||
1,282 | Spirit Realty Capital, Inc. |
11,000 | ||||||
407 | STAG Industrial, Inc. |
11,123 | ||||||
2,407 | Starwood Property Trust, Inc. |
51,389 | ||||||
432 | STORE Capital Corp. (b) |
11,249 | ||||||
2,202 | Summit Hotel Properties, Inc. |
33,536 | ||||||
482 | Sun Communities, Inc. |
44,720 | ||||||
3,165 | Sunstone Hotel Investors, Inc. (b) |
52,317 | ||||||
803 | Sutherland Asset Management Corp. |
12,165 | ||||||
382 | Terreno Realty Corp. |
13,393 | ||||||
750 | The Geo Group, Inc. |
17,700 | ||||||
573 | Tier REIT, Inc. |
11,683 | ||||||
2,969 | Two Harbors Investment Corp. |
48,276 | ||||||
178 | Universal Health Realty Income Trust |
13,370 | ||||||
3,119 | Washington Prime Group, Inc. |
22,207 | ||||||
424 | WP Carey, Inc. (b) |
29,214 | ||||||
1,975 | Xenia Hotels & Resorts, Inc. |
42,640 | ||||||
|
|
|||||||
Total Real Estate Investment Trusts (Cost $2,940,507) |
3,366,743 | |||||||
|
|
RIGHTS—0.00% |
||||||||
Biotechnology—0.00% |
||||||||
1,600 | Dyax Corp. (c)(d)(f) |
0 | ||||||
|
|
|||||||
Total Rights (Cost $0) | 0 | |||||||
|
|
|||||||
SHORT TERM INVESTMENTS—0.66% |
||||||||
Money Market Funds—0.66% | ||||||||
356,681 | Deutsche Government Money Market Series—Institutional Shares |
|||||||
Effective Yield, 1.29% (e) |
356,681 | |||||||
|
|
|||||||
Total Short Term Investments (Cost $356,681) | 356,681 | |||||||
|
|
|||||||
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING—22.48% | ||||||||
Investments Purchased with Proceeds from Securities Lending—22.48% |
||||||||
12,238,946 | Mount Vernon Liquid Assets Portfolio, LLC |
|||||||
Effective Yield, 1.61% (e) |
12,238,946 | |||||||
|
|
|||||||
Total Investments Purchased with Proceeds from Securities Lending (Cost $12,238,946) | 12,238,946 | |||||||
|
|
|||||||
Total Investments (Cost $51,755,913)—122.47% | 66,684,307 | |||||||
Liabilities in Excess of Other Assets—(22.47)% | (12,237,003 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS—100.00% | $ | 54,447,304 | ||||||
|
|
Percentages are stated as a percent of net assets.
ADR American Depositary Receipt
(a) | Non-income producing security. |
(b) | All or portion of this security is on loan. |
(c) | These securities have been deemed illiquid according to the Fund’s liquidity guidelines. The value of these securities is $58,756, which represents 0.11% of total net assets. |
(d) | As of December 31, 2017, the Valuation Committee has fair valued these securities. The value of these securities was $0, which represents 0.00% of total net assets. |
(e) | Seven-day yield as of December 31, 2017. |
(f) | Value determined using significant unobservable inputs. |
GuideMark® World ex-US Fund
Schedule of Investments (Unaudited)
Number of Shares |
Value | |||||||
COMMON STOCKS—95.52% |
||||||||
Australia—4.86% |
||||||||
13,086 | AGL Energy, Ltd. |
$ | 247,980 | |||||
27,799 | Aristocrat Leisure, Ltd. |
511,896 | ||||||
28,670 | AusNet Services |
40,290 | ||||||
13,506 | Australia & New Zealand Banking Group, Ltd. |
301,306 | ||||||
5,144 | Bank of Queensland, Ltd. |
50,881 | ||||||
13,005 | Bendigo & Adelaide Bank, Ltd. |
118,014 | ||||||
10,090 | BHP Billiton Ltd. |
231,777 | ||||||
73,475 | BlueScope Steel, Ltd. |
875,128 | ||||||
20,280 | Boral, Ltd. |
122,771 | ||||||
3,304 | CIMIC Group, Ltd. |
132,145 | ||||||
5,777 | Cochlear, Ltd. |
770,089 | ||||||
13,331 | Commonwealth Bank of Australia |
831,968 | ||||||
10,818 | Computershare, Ltd. |
137,061 | ||||||
4,617 | CSL, Ltd. |
507,379 | ||||||
16,153 | Flight Centre Travel Group, Ltd. |
556,768 | ||||||
104,981 | Fortescue Metals Group, Ltd. |
397,287 | ||||||
18,317 | Harvey Norman Holdings, Ltd. |
59,400 | ||||||
15,190 | LendLease Group |
193,115 | ||||||
1,731 | Macquarie Group, Ltd. |
133,884 | ||||||
103,275 | Medibank Private, Ltd. |
264,471 | ||||||
9,942 | National Australia Bank, Ltd. |
228,320 | ||||||
53,430 | QBE Insurance Group, Ltd. |
443,498 | ||||||
2,408 | REA Group, Ltd. |
143,583 | ||||||
2,055 | Rio Tinto, Ltd. |
120,824 | ||||||
52,124 | Santos, Ltd. (a) |
220,629 | ||||||
6,827 | SEEK, Ltd. |
100,956 | ||||||
115,694 | South32, Ltd. |
313,594 | ||||||
13,201 | Suncorp Group, Ltd. |
142,284 | ||||||
58,108 | Telstra Corp., Ltd. |
164,263 | ||||||
6,598 | Treasury Wine Estates, Ltd. |
81,874 | ||||||
12,235 | Wesfarmers, Ltd. |
423,061 | ||||||
15,984 | Westpac Banking Corp. |
388,787 | ||||||
28,457 | Woolworths, Ltd. |
604,606 | ||||||
|
|
|||||||
9,859,889 | ||||||||
|
|
|||||||
Austria—0.54% |
||||||||
2,447 | ANDRITZ AG |
138,076 | ||||||
3,273 | Erste Group Bank AG |
141,837 | ||||||
3,687 | OMV AG |
233,291 | ||||||
13,698 | Raiffeisen Bank International AG (a) |
496,352 | ||||||
1,348 | voestalpine AG |
80,479 | ||||||
|
|
|||||||
1,090,035 | ||||||||
|
|
|||||||
Belgium—0.30% |
||||||||
1,494 | Ageas SA |
72,981 | ||||||
6,125 | Colruyt SA |
318,632 | ||||||
1,116 | KBC Group NV |
95,098 | ||||||
2,703 | Umicore SA |
127,984 | ||||||
|
|
|||||||
614,695 | ||||||||
|
|
Canada—7.74% |
||||||||
4,917 | Alimentation Couche-Tard, Inc.—Series B |
256,568 | ||||||
4,532 | Bank of Montreal |
362,668 | ||||||
9,967 | Cameco Corp. |
92,058 | ||||||
3,085 | Canadian Imperial Bank of Commerce |
300,745 | ||||||
3,694 | Canadian National Railway Co. |
304,601 | ||||||
4,032 | CCL Industries, Inc.—Class B |
186,300 | ||||||
55,279 | Cenovus Energy, Inc. |
504,855 | ||||||
20,675 | CI Financial Corp. |
489,654 | ||||||
978 | Constellation Software, Inc. |
592,884 | ||||||
5,118 | Dollarama, Inc. |
639,445 | ||||||
33,342 | Empire Co., Ltd.—Series A |
649,599 | ||||||
1,688 | Finning International, Inc. |
42,596 | ||||||
1,470 | Fortis, Inc. |
53,923 | ||||||
1,415 | Franco-Nevada Corp. |
113,087 | ||||||
5,273 | George Weston, Ltd. |
457,916 | ||||||
5,702 | Great-West Lifeco, Inc. |
159,221 | ||||||
28,987 | Husky Energy, Inc. (a) |
409,323 | ||||||
2,309 | IGM Financial, Inc. |
81,100 | ||||||
1,579 | Imperial Oil, Ltd. |
49,279 | ||||||
7,898 | Industrial Alliance Insurance & Financial Services, Inc. |
375,862 | ||||||
1,638 | Intact Financial Corp. |
136,813 | ||||||
8,478 | Linamar Corp. |
493,774 | ||||||
4,369 | Loblaw Cos., Ltd. |
237,115 | ||||||
6,838 | Magna International, Inc. |
387,541 | ||||||
21,792 | Manulife Financial Corp. |
454,563 | ||||||
4,332 | Metro, Inc. |
138,714 | ||||||
7,054 | National Bank of Canada |
351,970 | ||||||
12,617 | Onex Corp. |
925,347 | ||||||
19,455 | Power Corp. of Canada |
501,001 | ||||||
10,461 | Power Financial Corp. |
287,449 | ||||||
1,452 | Restaurant Brands International, Inc. |
89,257 | ||||||
4,032 | Rogers Communications, Inc.—Class B |
205,449 | ||||||
15,594 | Royal Bank of Canada |
1,273,448 | ||||||
8,027 | Saputo, Inc. |
288,512 | ||||||
2,863 | Shopify, Inc.—Class A (a) |
289,511 | ||||||
3,801 | Sun Life Financial, Inc. |
156,878 | ||||||
2,172 | Suncor Energy, Inc. |
79,744 | ||||||
19,376 | Teck Resources, Ltd.—Class B (a) |
506,674 | ||||||
9,443 | The Bank of Nova Scotia |
609,400 | ||||||
4,441 | The Jean Coutu Group PJC, Inc.—Class A |
86,276 | ||||||
15,237 | The Toronto-Dominion Bank |
892,765 | ||||||
40,190 | Valeant Pharmaceuticals International, Inc. (a) |
837,691 | ||||||
5,737 | West Fraser Timber Co., Ltd. |
354,033 | ||||||
|
|
|||||||
15,705,609 | ||||||||
|
|
|||||||
Chile—0.06% |
||||||||
8,971 | Antofagasta Plc |
121,073 | ||||||
|
|
Denmark—1.69% |
||||||||
2,628 | Carlsberg AS—Series B |
315,198 | ||||||
645 | Chr. Hansen Holding AS |
60,470 | ||||||
2,577 | Coloplast AS—Series B |
204,873 | ||||||
7,934 | Danske Bank AS |
308,807 | ||||||
2,724 | DSV AS |
214,340 | ||||||
5,039 | H. Lundbeck AS |
255,533 | ||||||
18,412 | Novo Nordisk AS—Series B |
989,378 | ||||||
2,156 | Novozymes AS |
123,080 | ||||||
3,619 | Orsted AS |
197,267 | ||||||
1,884 | Pandora AS |
204,788 | ||||||
29,800 | TDC AS |
183,053 | ||||||
3,302 | Tryg AS |
82,600 | ||||||
1,634 | Vestas Wind Systems AS |
112,910 | ||||||
6,143 | William Demant Holdings AS (a) |
171,588 | ||||||
|
|
|||||||
3,423,885 | ||||||||
|
|
|||||||
Finland—0.82% |
||||||||
11,065 | Fortum OYJ |
218,991 | ||||||
1,155 | Kone OYJ—Series B |
62,026 | ||||||
13,278 | Orion OYJ—Class B |
495,071 | ||||||
1,640 | Sampo OYJ—Series A |
90,007 | ||||||
14,395 | Stora Enso OYJ |
228,056 | ||||||
10,823 | UPM-Kymmene OYJ |
335,997 | ||||||
3,677 | Wartsila OYJ Abp |
232,063 | ||||||
|
|
|||||||
1,662,211 | ||||||||
|
|
|||||||
France—8.90% |
||||||||
1,688 | Aeroports de Paris |
320,970 | ||||||
793 | Air Liquide SA |
99,691 | ||||||
1,780 | Amundi SA |
150,756 | ||||||
5,366 | Arkema SA |
653,817 | ||||||
6,473 | Atos SE |
941,108 | ||||||
19,573 | AXA SA |
580,010 | ||||||
5,544 | BioMerieux |
496,375 | ||||||
13,056 | BNP Paribas SA |
971,215 | ||||||
1,946 | Bouygues SA |
100,973 | ||||||
2,266 | Bureau Veritas SA |
61,890 | ||||||
1,979 | Capgemini SE |
234,396 | ||||||
5,006 | Carrefour SA |
107,931 | ||||||
5,670 | Casino Guichard Perrachon SA |
343,779 | ||||||
1,782 | Cie Generale des Etablissements Michelin |
254,924 | ||||||
14,536 | CNP Assurances |
335,306 | ||||||
47,003 | Credit Agricole SA |
776,114 | ||||||
4,545 | Danone SA |
380,829 | ||||||
69 | Dassault Aviation SA |
107,286 | ||||||
1,792 | Dassault Systemes SE |
190,273 | ||||||
3,625 | Eiffage SA |
396,724 | ||||||
1,349 | Essilor International SA |
185,813 | ||||||
4,699 | Eurazeo SA |
434,110 | ||||||
3,598 | Faurecia |
280,410 | ||||||
1,163 | Hermes International |
622,172 | ||||||
1,627 | Imerys SA |
153,216 | ||||||
5,173 | Ipsen SA |
615,696 | ||||||
1,209 | Kering SA |
569,108 | ||||||
2,428 | Legrand SA |
186,662 | ||||||
2,708 | L’Oreal SA |
600,039 | ||||||
3,373 | LVMH Moet Hennessy Louis Vuitton SE |
989,991 |
38,786 | Natixis SA |
306,351 | ||||||
1,909 | Pernod Ricard SA |
301,917 | ||||||
28,167 | Peugeot SA |
572,105 | ||||||
879 | Remy Cointreau SA |
121,790 | ||||||
10,237 | Rexel SA |
185,360 | ||||||
3,781 | Safran SA |
389,992 | ||||||
8,452 | Sanofi-Aventis SA |
727,647 | ||||||
2,793 | Schneider Electric SE |
236,791 | ||||||
1,804 | SCOR SE |
72,509 | ||||||
1,247 | SEB SA |
230,832 | ||||||
2,278 | Societe BIC SA |
250,342 | ||||||
10,573 | Societe Generale SA |
545,095 | ||||||
278 | Teleperformance |
39,796 | ||||||
10,945 | Total SA |
604,162 | ||||||
9,066 | Ubisoft Entertainment SA (a) |
696,555 | ||||||
1,575 | Valeo SA |
117,323 | ||||||
2,295 | Veolia Environnement SA |
58,520 | ||||||
3,350 | Vinci SA |
342,006 | ||||||
560 | Wendel SA |
97,035 | ||||||
|
|
|||||||
18,037,712 | ||||||||
|
|
|||||||
Germany—6.85% |
||||||||
3,633 | adidas AG |
726,561 | ||||||
5,039 | Allianz SE |
1,153,161 | ||||||
1,845 | Axel Springer SE |
143,873 | ||||||
6,429 | BASF SE |
704,819 | ||||||
7,762 | Bayer AG |
964,528 | ||||||
2,415 | Beiersdorf AG |
283,117 | ||||||
896 | Brenntag AG |
56,487 | ||||||
22,479 | Commerzbank AG (a) |
335,325 | ||||||
195 | Continental AG |
52,431 | ||||||
5,178 | Covestro AG |
533,159 | ||||||
482 | Daimler AG |
40,758 | ||||||
2,719 | Deutsche Boerse AG |
314,711 | ||||||
34,460 | Deutsche Lufthansa AG |
1,265,496 | ||||||
17,337 | Deutsche Post AG |
824,087 | ||||||
14,428 | Deutsche Telekom AG |
255,035 | ||||||
1,886 | Drillisch AG |
155,552 | ||||||
38,444 | E.ON SE |
416,585 | ||||||
3,654 | Fraport AG Frankfurt Airport Services Worldwide |
401,350 | ||||||
706 | Fresenius Medical Care AG & Co. KGaA |
74,137 | ||||||
2,086 | Fresenius SE & Co. KGaA |
162,231 | ||||||
371 | HeidelbergCement AG |
40,003 | ||||||
1,907 | HOCHTIEF AG |
336,790 | ||||||
8,220 | HUGO BOSS AG |
697,532 | ||||||
5,844 | Infineon Technologies AG |
159,156 | ||||||
2,634 | KION Group AG |
226,737 | ||||||
1,981 | LANXESS AG |
157,032 | ||||||
1,346 | Merck KGaA |
144,475 | ||||||
6,958 | METRO AG |
138,594 | ||||||
1,421 | MTU Aero Engines AG |
253,925 | ||||||
1,899 | OSRAM Licht AG |
170,042 | ||||||
18,853 | RWE AG (a) |
383,666 | ||||||
7,601 | SAP SE |
850,362 |
3,287 | Siemens AG |
455,109 | ||||||
13,132 | Telefonica Deutschland Holding AG |
65,722 | ||||||
1,274 | United Internet AG |
87,296 | ||||||
3,114 | Wirecard AG |
346,097 | ||||||
9,812 | Zalando SE (a) |
517,364 | ||||||
|
|
|||||||
13,893,305 | ||||||||
|
|
|||||||
Hong Kong—3.73% |
||||||||
85,116 | AIA Group, Ltd. |
723,967 | ||||||
25,074 | ASM Pacific Technology, Ltd. |
347,853 | ||||||
57,439 | BOC Hong Kong Holdings, Ltd. |
290,284 | ||||||
32,953 | CK Asset Holdings, Ltd. |
287,257 | ||||||
35,975 | Galaxy Entertainment Group, Ltd. |
287,217 | ||||||
66,568 | Hang Lung Group, Ltd. |
244,754 | ||||||
12,981 | Hang Seng Bank, Ltd. |
322,045 | ||||||
27,459 | Henderson Land Development Co., Ltd. |
180,543 | ||||||
9,219 | Hong Kong Exchange & Clearing, Ltd. |
281,993 | ||||||
1,835 | Jardine Matheson Holdings, Ltd. |
111,334 | ||||||
1,835 | Jardine Strategic Holdings, Ltd. |
72,629 | ||||||
108,625 | Kerry Properties, Ltd. |
487,976 | ||||||
99,980 | Kingston Financial Group, Ltd. |
95,794 | ||||||
1,983 | Melco Resorts & Entertainment, Ltd.—ADR |
57,586 | ||||||
33,690 | Minth Group, Ltd. |
202,594 | ||||||
41,548 | MTR Corp., Ltd. |
243,186 | ||||||
22,095 | NWS Holdings, Ltd. |
39,790 | ||||||
455,548 | PCCW, Ltd. |
264,388 | ||||||
92,013 | Shangri-La Asia, Ltd. |
208,372 | ||||||
803,674 | SJM Holdings, Ltd. |
718,112 | ||||||
4,212 | Sun Hung Kai Properties, Ltd. |
70,126 | ||||||
39,285 | Swire Pacific Ltd.—Class A |
363,478 | ||||||
38,594 | Swire Properties, Ltd. |
124,351 | ||||||
57,737 | Techtronic Industries Co., Ltd. |
375,604 | ||||||
27,520 | The Hong Kong and China Gas Co., Ltd. |
53,892 | ||||||
107,992 | The Wharf Holdings, Ltd. |
372,409 | ||||||
213,765 | WH Group, Ltd. |
240,920 | ||||||
70,437 | Wheelock & Co., Ltd. |
502,092 | ||||||
|
|
|||||||
7,570,546 | ||||||||
|
|
|||||||
Ireland—0.44% |
||||||||
42,648 | Bank of Ireland Group Plc (a) |
363,059 | ||||||
3,285 | CRH Plc |
118,230 | ||||||
474 | DCC Plc |
47,702 | ||||||
13,734 | James Hardie Industries Plc |
241,209 | ||||||
767 | Kerry Group Plc |
86,046 | ||||||
373 | Kerry Group Plc—Series A |
41,947 | ||||||
|
|
|||||||
898,193 | ||||||||
|
|
|||||||
Israel—1.30% |
||||||||
29,043 | Bank Hapoalim BM |
213,285 | ||||||
48,098 | Bank Leumi Le-Israel BM |
289,511 | ||||||
210,820 | Bezeq the Israel Telecommunication Corp., Ltd. |
318,685 | ||||||
2,832 | Check Point Software Technologies, Ltd. (a)(b) |
293,452 | ||||||
997 | Elbit Systems, Ltd. |
133,182 | ||||||
10,635 | Mizrahi Tefahot Bank, Ltd. |
195,898 | ||||||
63,126 | Teva Pharmaceutical Industries, Ltd.—ADR (b) |
1,196,238 | ||||||
|
|
|||||||
2,640,251 | ||||||||
|
|
Italy—2.32% |
||||||||
15,682 | Assicurazioni Generali SpA |
285,434 | ||||||
27,381 | Davide Campari-Milano SpA |
211,562 | ||||||
48,356 | Enel SpA |
297,353 | ||||||
4,725 | EXOR NV |
289,652 | ||||||
4,731 | Ferrari NV |
495,714 | ||||||
147,957 | Intesa Sanpaolo SpA |
490,899 | ||||||
80,297 | Intesa Sanpaolo SpA—Savings Shares |
255,994 | ||||||
6,099 | Luxottica Group SpA |
374,281 | ||||||
7,750 | Poste Italiane SpA |
58,349 | ||||||
8,014 | Prysmian SpA |
261,137 | ||||||
10,535 | Recordati SpA |
468,169 | ||||||
585,518 | Telecom Italia SpA (a) |
505,651 | ||||||
688,250 | Telecom Italia SpA—Savings Shares |
488,206 | ||||||
92,717 | UnipolSai Assicurazioni SpA |
216,270 | ||||||
|
|
|||||||
4,698,671 | ||||||||
|
|
|||||||
Japan—24.08% |
||||||||
2,731 | ABC-Mart, Inc. |
156,535 | ||||||
1,748 | Aisin Seiki Co., Ltd. |
97,928 | ||||||
15,385 | Alfresa Holdings Corp. |
360,355 | ||||||
5,156 | ANA Holdings, Inc. |
215,090 | ||||||
3,076 | Asahi Glass Co., Ltd. |
132,958 | ||||||
4,793 | Asahi Group Holdings, Ltd. |
237,827 | ||||||
19,542 | Asahi Kasei Corp. |
251,494 | ||||||
20,422 | Asics Corp. |
324,604 | ||||||
26,039 | Astellas Pharma, Inc. |
330,781 | ||||||
5,803 | Bandai Namco Holdings, Inc. |
189,408 | ||||||
5,929 | Benesse Holdings, Inc. |
208,605 | ||||||
3,618 | Bridgestone Corp. |
167,449 | ||||||
9,401 | Brother Industries, Ltd. |
231,072 | ||||||
10,937 | Calbee, Inc. |
355,427 | ||||||
10,047 | Canon, Inc. |
374,332 | ||||||
529 | Central Japan Railway Co. |
94,670 | ||||||
3,758 | Chugai Pharmaceutical Co., Ltd. |
192,067 | ||||||
6,031 | Coca-Cola Bottlers Japan, Inc. |
220,063 | ||||||
15,056 | Credit Saison Co., Ltd. |
273,407 | ||||||
8,359 | Daicel Corp. |
94,861 | ||||||
4,879 | Daifuku Co., Ltd. |
265,079 | ||||||
6,152 | Dai-ichi Life Holdings, Inc. |
126,437 | ||||||
639 | Daito Trust Construction Co., Ltd. |
130,184 | ||||||
4,955 | Daiwa House Industry Co., Ltd. |
190,011 | ||||||
1,090 | Disco Corp. |
241,587 | ||||||
11,252 | Electric Power Development Co., Ltd. |
302,674 | ||||||
1,921 | FamilyMart UNY Holdings Co., Ltd. |
134,543 | ||||||
320 | FANUC Corp. |
76,767 | ||||||
1,237 | Fast Retailing Co., Ltd. |
491,848 | ||||||
9,917 | FUJIFILM Holdings Corp. |
404,663 | ||||||
46,336 | Fujitsu, Ltd. |
328,501 | ||||||
6,403 | Hakuhodo DY Holdings, Inc. |
83,001 | ||||||
2,084 | Hikari Tsushin, Inc. |
299,209 | ||||||
6,042 | Hitachi Construction Machinery Co., Ltd. |
218,972 | ||||||
49,756 | Hitachi, Ltd. |
386,017 | ||||||
19,187 | Honda Motor Co., Ltd. |
654,804 |
449 | Hoshizaki Corp. |
39,779 | ||||||
12,320 | Hoya Corp. |
613,575 | ||||||
10,363 | Idemitsu Kosan Co., Ltd. |
415,098 | ||||||
37,633 | Isetan Mitsukoshi Holdings, Ltd. |
465,703 | ||||||
34,553 | ITOCHU Corp. |
644,120 | ||||||
3,550 | Japan Airlines Co., Ltd. |
138,698 | ||||||
2,402 | Japan Airport Terminal Co., Ltd. |
88,931 | ||||||
71,486 | JXTG Holdings, Inc. |
459,391 | ||||||
38,230 | Kajima Corp. |
367,310 | ||||||
37,076 | Kakaku.com, Inc. |
625,868 | ||||||
10,482 | Kao Corp. |
708,265 | ||||||
3,605 | KDDI Corp. |
89,547 | ||||||
741 | Keyence Corp. |
413,946 | ||||||
4,945 | Kikkoman Corp. |
199,974 | ||||||
14,077 | Kirin Holdings Co., Ltd. |
354,760 | ||||||
41,490 | Kobe Steel, Ltd. |
382,897 | ||||||
2,404 | Komatsu, Ltd. |
86,880 | ||||||
2,991 | Konami Holdings Corp. |
164,482 | ||||||
38,186 | Konica Minolta, Inc. |
366,392 | ||||||
4,185 | Kose Corp. |
652,137 | ||||||
13,194 | Kuraray Co., Ltd. |
248,416 | ||||||
4,980 | Kurita Water Industries, Ltd. |
161,459 | ||||||
2,903 | Kyocera Corp. |
189,528 | ||||||
4,319 | Lawson, Inc. |
287,013 | ||||||
10,252 | LINE Corp. |
418,673 | ||||||
28,924 | Lion Corp. |
546,721 | ||||||
3,478 | LIXIL Group Corp. |
93,966 | ||||||
5,778 | M3, Inc. |
202,543 | ||||||
76,558 | Marubeni Corp. |
553,491 | ||||||
32,868 | Mazda Motor Corp. |
439,226 | ||||||
5,781 | McDonald’s Holdings Co. Japan, Ltd. |
254,041 | ||||||
69,386 | Mebuki Financial Group, Inc. |
293,125 | ||||||
8,375 | Medipal Holdings Corp. |
163,510 | ||||||
3,741 | MEIJI Holdings Co., Ltd. |
318,392 | ||||||
9,901 | Minebea Mitsumi, Inc. |
206,507 | ||||||
20,164 | MISUMI Group, Inc. |
585,404 | ||||||
50,998 | Mitsubishi Chemical Holdings Corp. |
558,017 | ||||||
18,732 | Mitsubishi Corp. |
516,512 | ||||||
9,653 | Mitsubishi Gas Chemical Co., Inc. |
276,413 | ||||||
7,543 | Mitsubishi Motors Corp. |
54,265 | ||||||
59,918 | Mitsubishi UFJ Financial Group, Inc. |
436,081 | ||||||
58,827 | Mitsubishi UFJ Lease & Finance Co., Ltd. |
349,155 | ||||||
25,396 | Mitsui & Co., Ltd. |
412,010 | ||||||
4,208 | Mitsui Chemicals, Inc. |
134,940 | ||||||
12,552 | Mixi, Inc. |
562,178 | ||||||
199,633 | Mizuho Financial Group, Inc. |
360,954 | ||||||
7,009 | MS & AD Insurance Group Holdings, Inc. |
236,417 | ||||||
326 | Murata Manufacturing Co., Ltd. |
43,648 | ||||||
4,681 | Nabtesco Corp. |
178,869 | ||||||
6,862 | Nexon Co., Ltd. |
199,000 | ||||||
2,210 | NH Foods, Ltd. |
53,834 | ||||||
1,418 | Nidec Corp. |
198,544 | ||||||
19,709 | Nikon Corp. |
396,608 |
617 | Nintendo Co., Ltd. |
222,180 | ||||||
7,304 | Nippon Electric Glass Co., Ltd. |
278,000 | ||||||
1,277 | Nippon Express Co., Ltd. |
84,802 | ||||||
4,681 | Nippon Steel & Sumitomo Metal Corp. |
119,596 | ||||||
9,500 | Nippon Telegraph & Telephone Corp. |
446,634 | ||||||
1,123 | Nissin Foods Holdings Co., Ltd. |
81,876 | ||||||
3,658 | Nitori Holdings Co., Ltd. |
520,623 | ||||||
1,186 | Nitto Denko Corp. |
104,900 | ||||||
25,434 | Nomura Holdings, Inc. |
149,088 | ||||||
1,795 | Nomura Research Institute, Ltd. |
83,317 | ||||||
9,218 | NTT Data Corp. |
109,361 | ||||||
1,787 | NTT DoCoMo, Inc. |
42,252 | ||||||
36,558 | Obayashi Corp. |
441,625 | ||||||
2,832 | Obic Co., Ltd. |
208,003 | ||||||
56,701 | Oji Holdings Corp. |
376,543 | ||||||
7,866 | Olympus Corp. |
300,914 | ||||||
8,379 | OMRON Corp. |
498,374 | ||||||
3,483 | Oracle Corp. |
288,257 | ||||||
3,613 | Oriental Land Co., Ltd. |
328,709 | ||||||
17,897 | ORIX Corp. |
301,759 | ||||||
13,691 | Osaka Gas Co., Ltd. |
263,269 | ||||||
2,522 | Otsuka Corp. |
193,149 | ||||||
12,963 | Panasonic Corp. |
189,181 | ||||||
21,054 | Persol Holdings Co., Ltd. |
527,116 | ||||||
14,573 | Pola Orbis Holdings, Inc. |
510,649 | ||||||
32,045 | Recruit Holdings Co., Ltd. |
795,676 | ||||||
38,262 | Resona Holdings, Inc. |
227,995 | ||||||
2,158 | Rohm Co., Ltd. |
237,729 | ||||||
2,239 | Ryohin Keikaku Co., Ltd. |
696,976 | ||||||
8,947 | SBI Holdings, Inc. |
186,415 | ||||||
23,232 | Sega Sammy Holdings, Inc. |
288,341 | ||||||
6,817 | Seiko Epson Corp. |
160,482 | ||||||
5,876 | Sekisui Chemical Co., Ltd. |
117,639 | ||||||
1,039 | Seven & I Holdings Co., Ltd.—Series A |
43,042 | ||||||
4,797 | Sharp Corp. |
164,197 | ||||||
1,659 | Shimadzu Corp. |
37,637 | ||||||
1,291 | Shimamura Co., Ltd. |
141,829 | ||||||
16,331 | Shimizu Corp. |
168,437 | ||||||
1,646 | Shin-Etsu Chemical Co., Ltd. |
166,778 | ||||||
11,799 | Shinsei Bank, Ltd. |
203,329 | ||||||
16,249 | Shiseido Co., Ltd. |
782,960 | ||||||
4,220 | SoftBank Group Corp. |
334,100 | ||||||
9,100 | Sony Corp. |
408,434 | ||||||
1,646 | Stanley Electric Co., Ltd. |
66,601 | ||||||
24,444 | Start Today Co., Ltd. |
741,951 | ||||||
1,445 | Subaru Corp. |
45,818 | ||||||
6,482 | SUMCO Corp. |
164,556 | ||||||
20,546 | Sumitomo Chemical Co., Ltd. |
147,020 | ||||||
29,980 | Sumitomo Corp. |
508,514 | ||||||
1,994 | Sumitomo Heavy Industries, Ltd. |
84,018 | ||||||
980 | Sumitomo Metal Mining Co., Ltd. |
44,835 | ||||||
10,979 | Sumitomo Mitsui Financial Group, Inc. |
473,244 | ||||||
3,070 | Sumitomo Rubber Industries, Ltd. |
56,897 |
8,906 | Sundrug Co., Ltd. |
413,117 | ||||||
8,499 | Suntory Beverage & Food, Ltd. |
377,949 | ||||||
12,071 | Suzuken Co., Ltd. |
495,591 | ||||||
3,858 | Suzuki Motor Corp. |
223,315 | ||||||
4,255 | Sysmex Corp. |
334,107 | ||||||
1,439 | Taiheiyo Cement Corp. |
61,954 | ||||||
4,459 | Taisei Corp. |
221,750 | ||||||
6,088 | Takeda Pharmaceutical Co., Ltd. |
344,688 | ||||||
7,502 | Teijin, Ltd. |
166,694 | ||||||
2,291 | The Bank of Kyoto, Ltd. |
118,978 | ||||||
49,339 | The Kansai Electric Power Co., Inc. |
603,418 | ||||||
12,363 | The Yokohama Rubber Co., Ltd. |
301,983 | ||||||
5,490 | THK Co., Ltd. |
205,215 | ||||||
138,071 | Tokyo Electric Power Co. Holdings, Inc. |
544,921 | ||||||
1,680 | Tokyo Electron, Ltd. |
303,054 | ||||||
1,921 | Tokyo Gas Co., Ltd. |
43,892 | ||||||
54,991 | Tokyu Fudosan Holdings, Corp. |
396,860 | ||||||
10,363 | Tosoh Corp. |
233,791 | ||||||
1,777 | TOTO, Ltd. |
104,637 | ||||||
9,896 | Toyo Seikan Group Holdings, Ltd. |
158,854 | ||||||
3,508 | Toyota Motor Corp. |
223,565 | ||||||
12,206 | Toyota Tsusho Corp. |
490,355 | ||||||
2,878 | Trend Micro, Inc. |
162,904 | ||||||
2,875 | Tsuruha Holdings, Inc. |
390,511 | ||||||
8,004 | Unicharm Corp. |
207,841 | ||||||
3,515 | USS Co., Ltd. |
74,331 | ||||||
2,551 | West Japan Railway Co. |
186,106 | ||||||
2,970 | Yakult Honsha Co., Ltd. |
224,102 | ||||||
18,629 | Yamada Denki Co., Ltd. |
102,595 | ||||||
1,261 | Yamaha Motor Co., Ltd. |
41,308 | ||||||
17,420 | Yamazaki Baking Co., Ltd. |
339,193 | ||||||
8,140 | Yaskawa Electric Corp. |
356,655 | ||||||
8,486 | Yokogawa Electric Corp. |
162,020 | ||||||
|
|
|||||||
48,832,324 | ||||||||
|
|
|||||||
Jersey—1.03% |
||||||||
171,401 | Glencore Plc |
897,105 | ||||||
7,085 | Shire Plc |
367,152 | ||||||
9,096 | Wolseley Plc |
652,763 | ||||||
9,103 | WPP Plc |
164,452 | ||||||
|
|
|||||||
2,081,472 | ||||||||
|
|
|||||||
Luxembourg—0.45% |
||||||||
11,384 | ArcelorMittal (a) |
369,333 | ||||||
144 | Eurofins Scientific SE |
87,525 | ||||||
2,234 | Millicom International Cellular SA |
150,874 | ||||||
3,852 | RTL Group SA |
309,225 | ||||||
|
|
|||||||
916,957 | ||||||||
|
|
|||||||
Macau—0.07% |
||||||||
44,697 | Wynn Macau, Ltd. |
141,308 | ||||||
|
|
|||||||
Netherlands—4.13% |
||||||||
8,670 | ABN AMRO Group NV |
279,528 | ||||||
64,439 | Aegon NV |
409,442 | ||||||
3,779 | Airbus SE |
375,582 |
1,321 | Akzo Nobel NV |
115,911 | ||||||
2,727 | ASML Holding NV |
474,111 | ||||||
2,743 | Boskalis Westminster |
103,366 | ||||||
17,215 | CNH Industrial NV |
230,311 | ||||||
50,791 | Fiat Chrysler Automobiles NV (a) |
906,785 | ||||||
2,850 | Heineken Holding NV |
281,779 | ||||||
802 | Heineken NV |
83,606 | ||||||
39,285 | ING Groep NV |
721,142 | ||||||
36,128 | Koninklijke Ahold Delhaize NV |
794,199 | ||||||
430 | Koninklijke DSM NV |
41,075 | ||||||
9,157 | Koninklijke Philips NV |
345,755 | ||||||
13,104 | NN Group NV |
566,793 | ||||||
3,237 | QIAGEN NV |
100,963 | ||||||
5,672 | Randstad Holding NV |
348,028 | ||||||
24,324 | RELX NV |
559,071 | ||||||
26,086 | STMicroelectronics NV |
569,040 | ||||||
15,212 | Unilever NV |
856,479 | ||||||
4,080 | Wolters Kluwer NV |
212,688 | ||||||
|
|
|||||||
8,375,654 | ||||||||
|
|
|||||||
New Zealand—0.22% |
||||||||
39,340 | Fisher & Paykel Healthcare Corp., Ltd. |
399,128 | ||||||
17,093 | Mercury NZ Ltd. |
40,824 | ||||||
|
|
|||||||
439,952 | ||||||||
|
|
|||||||
Norway—0.58% |
||||||||
8,043 | DNB ASA |
148,887 | ||||||
5,036 | Gjensidige Forsikring ASA |
94,990 | ||||||
15,316 | Marine Harvest ASA |
259,004 | ||||||
15,431 | Norsk Hydro ASA |
116,980 | ||||||
8,368 | Orkla ASA |
88,676 | ||||||
14,031 | Schibsted ASA—Class B |
372,965 | ||||||
2,742 | Statoil ASA |
58,702 | ||||||
1,779 | Telenor ASA |
38,083 | ||||||
|
|
|||||||
1,178,287 | ||||||||
|
|
|||||||
Portugal—0.23% |
||||||||
22,732 | EDP—Energias de Portugal SA |
78,688 | ||||||
19,764 | Jeronimo Martins SGPS SA |
383,822 | ||||||
|
|
|||||||
462,510 | ||||||||
|
|
|||||||
Singapore—1.46% |
||||||||
15,102 | City Developments, Ltd. |
140,451 | ||||||
19,423 | DBS Group Holdings, Ltd. |
359,253 | ||||||
337,221 | Hutchison Port Holdings Trust |
139,607 | ||||||
6,949 | Jardine Cycle & Carriage, Ltd. |
210,932 | ||||||
56,928 | Oversea-Chinese Banking Corp., Ltd. |
525,914 | ||||||
72,310 | Singapore Exchange, Ltd. |
401,529 | ||||||
162,309 | StarHub, Ltd. |
345,383 | ||||||
19,830 | United Overseas Bank, Ltd. |
390,909 | ||||||
28,031 | UOL Group, Ltd. |
185,404 | ||||||
230,932 | Yangzijiang Shipbuilding Holdings, Ltd. |
253,223 | ||||||
|
|
|||||||
2,952,605 | ||||||||
|
|
|||||||
South Africa—0.07% |
||||||||
20,316 | Investec Plc |
146,280 | ||||||
|
|
Spain—2.37% |
||||||||
15,836 | Abertis Infraestructuras SA |
352,345 | ||||||
6,161 | ACS, Actividades de Construccion y Servicios SA |
240,670 | ||||||
455 | Aena SME SA |
92,082 | ||||||
7,181 | Amadeus IT Holdings SA—Class A |
516,761 | ||||||
43,328 | Banco Bilbao Vizcaya Argentaria SA |
368,210 | ||||||
74,772 | Banco de Sabadell SA |
148,231 | ||||||
111,870 | Banco Santander SA |
733,444 | ||||||
12,249 | Bankia SA |
58,464 | ||||||
40,550 | CaixaBank SA |
188,509 | ||||||
4,041 | Grifols SA |
118,155 | ||||||
23,407 | Industria de Diseno Textil SA |
813,901 | ||||||
61,850 | Mapfre SA |
198,393 | ||||||
42,363 | Repsol SA |
747,978 | ||||||
23,095 | Telefonica SA |
224,893 | ||||||
|
|
|||||||
4,802,036 | ||||||||
|
|
|||||||
Sweden—2.44% |
||||||||
8,946 | Alfa Laval AB |
211,602 | ||||||
8,491 | Arjo AB (a) |
24,232 | ||||||
5,173 | Atlas Copco AB—Class A |
223,246 | ||||||
3,625 | Atlas Copco AB—Class B |
138,936 | ||||||
1,251 | Boliden AB |
42,781 | ||||||
5,565 | Electrolux AB—Series B |
179,167 | ||||||
8,491 | Getinge AB |
123,126 | ||||||
29,177 | Hennes & Mauritz AB—Series B |
603,493 | ||||||
7,518 | Husqvarna AB—Class B |
71,530 | ||||||
3,858 | ICA Gruppen AB |
140,157 | ||||||
11,988 | Industrivarden AB |
295,718 | ||||||
10,263 | Investor AB—B Shares |
468,072 | ||||||
6,892 | Kinnevik AB |
232,887 | ||||||
2,329 | L E Lundbergforetagen AB—Series B |
173,979 | ||||||
18,612 | Nordea Bank AB |
225,353 | ||||||
16,467 | Sandvik AB |
288,250 | ||||||
2,476 | Securitas AB—Series B |
43,187 | ||||||
7,720 | Skandinaviska Enskilda Banken AB |
90,651 | ||||||
3,002 | Swedbank AB—A Shares |
72,423 | ||||||
9,428 | Swedish Match AB |
371,385 | ||||||
12,941 | Tele2 AB |
159,045 | ||||||
60,293 | Telefonaktiebolaget LM Ericsson—Series B |
397,917 | ||||||
20,316 | Volvo AB—Class B |
378,322 | ||||||
|
|
|||||||
4,955,459 | ||||||||
|
|
|||||||
Switzerland—6.14% |
||||||||
9,331 | ABB, Ltd. |
249,925 | ||||||
4,314 | Adecco Group AG |
329,676 | ||||||
1,814 | Baloise Holding AG |
281,978 | ||||||
99 | Barry Callebaut AG |
206,354 | ||||||
3,487 | Cie Financiere Richemont SA |
315,810 | ||||||
9,943 | Clariant AG |
277,831 | ||||||
818 | Dufry AG (a) |
121,424 | ||||||
118 | EMS-Chemie Holding AG |
78,725 | ||||||
120 | Geberit AG |
52,820 | ||||||
26 | Givaudan SA |
60,058 | ||||||
1,536 | Julius Baer Group, Ltd. |
93,930 | ||||||
4,176 | Kuehne & Nagel International AG |
738,815 |
978 | LafargeHolcim, Ltd. |
55,083 | ||||||
830 | Lonza Group AG |
223,856 | ||||||
27,144 | Nestle SA |
2,333,740 | ||||||
15,078 | Novartis AG |
1,268,851 | ||||||
4,699 | Pargesa Holding SA |
407,005 | ||||||
987 | Partners Group Holding AG |
676,286 | ||||||
5,717 | Roche Holdings AG |
1,445,574 | ||||||
214 | SGS SA |
557,906 | ||||||
51 | Sika AG |
404,634 | ||||||
2,059 | Sonova Holding AG |
321,597 | ||||||
936 | Straumann Holding AG |
660,301 | ||||||
858 | Swiss Life Holding AG |
303,281 | ||||||
104 | Swisscom AG |
55,303 | ||||||
786 | The Swatch Group AG—Group I |
320,042 | ||||||
2,858 | The Swatch Group AG—Group N |
217,989 | ||||||
11,527 | UBS Group AG |
211,783 | ||||||
579 | Zurich Insurance Group AG |
176,041 | ||||||
|
|
|||||||
12,446,618 | ||||||||
|
|
|||||||
United Kingdom—12.70% |
||||||||
60,470 | 3i Group Plc |
744,452 | ||||||
23,235 | Admiral Group Plc |
626,700 | ||||||
40,562 | Anglo American Plc |
843,646 | ||||||
1,691 | Ashtead Group Plc |
45,355 | ||||||
6,057 | Associated British Foods Plc |
230,377 | ||||||
9,584 | AstraZeneca Plc |
661,348 | ||||||
148,847 | Auto Trader Group Plc |
707,492 | ||||||
13,171 | Aviva Plc |
89,830 | ||||||
30,088 | Barratt Developments Plc |
262,471 | ||||||
4,818 | Berkeley Group Holdings Plc |
272,534 | ||||||
13,920 | BHP Billiton Plc |
281,467 | ||||||
33,470 | BP Plc |
234,801 | ||||||
13,422 | British American Tobacco Plc |
907,309 | ||||||
26,654 | British Sky Broadcasting Group Plc |
363,754 | ||||||
39,713 | Burberry Group Plc |
957,472 | ||||||
3,940 | Carnival Plc |
259,234 | ||||||
118,877 | Centrica Plc |
220,368 | ||||||
1,550 | Coca-Cola European Partners Plc (b) |
61,767 | ||||||
11,553 | Coca-Cola HBC AG |
377,298 | ||||||
6,056 | Compass Group Plc |
130,580 | ||||||
914 | Croda International Plc |
54,486 | ||||||
14,974 | Diageo Plc |
548,861 | ||||||
30,012 | GlaxoSmithKline Plc |
531,487 | ||||||
38,321 | Hargreaves Lansdown Plc |
930,654 | ||||||
108,719 | HSBC Holdings Plc |
1,122,855 | ||||||
5,797 | Imperial Brands Plc |
247,268 | ||||||
6,912 | InterContinental Hotels Group Plc |
439,635 | ||||||
67,627 | International Consolidated Airlines Group SA |
586,062 | ||||||
5,009 | Intertek Group Plc |
350,297 | ||||||
184,724 | J. Sainsbury Plc |
601,521 | ||||||
64,899 | Kingfisher Plc |
296,330 | ||||||
78,421 | Legal & General Group Plc |
288,713 | ||||||
319,883 | Lloyds Banking Group Plc |
293,327 | ||||||
6,123 | London Stock Exchange Group Plc |
313,171 |
133,134 | Marks & Spencer Group Plc |
564,836 | ||||||
39,442 | Mediclinic International Plc |
345,182 | ||||||
16,949 | Meggitt Plc |
110,056 | ||||||
10,390 | Merlin Entertainments Plc |
50,901 | ||||||
1,675 | Micro Focus International Plc |
56,928 | ||||||
3,581 | Mondi Plc |
93,065 | ||||||
9,580 | Next Plc |
583,893 | ||||||
46,315 | Old Mutual Plc |
144,887 | ||||||
4,228 | Pearson Plc |
41,882 | ||||||
10,020 | Persimmon Plc |
370,410 | ||||||
22,351 | Prudential Plc |
572,415 | ||||||
26,642 | RELX Plc |
624,706 | ||||||
10,687 | Rio Tinto Plc |
560,613 | ||||||
7,516 | Rolls-Royce Holdings Plc (a) |
85,778 | ||||||
21,844 | Royal Dutch Shell Plc—Class A |
729,221 | ||||||
14,245 | Royal Dutch Shell Plc—Class B |
479,686 | ||||||
201,378 | Royal Mail Plc |
1,230,337 | ||||||
2,670 | Schroders Plc |
126,387 | ||||||
34,251 | Smith & Nephew Plc |
592,648 | ||||||
10,632 | Smiths Group Plc |
213,378 | ||||||
5,479 | St. James’s Place Plc |
90,514 | ||||||
67,214 | Taylor Wimpey Plc |
187,003 | ||||||
118,138 | Tesco Plc |
334,227 | ||||||
46,551 | The Sage Group Plc |
500,445 | ||||||
6,204 | Travis Perkins Plc |
131,257 | ||||||
15,840 | Unilever Plc |
878,582 | ||||||
160,012 | Vodafone Group Plc |
505,796 | ||||||
191,092 | Wm Morrison Supermarkets Plc |
567,347 | ||||||
17,451 | Worldpay Group Plc |
100,144 | ||||||
|
|
|||||||
25,755,446 | ||||||||
|
|
|||||||
Total Common Stocks (Cost $160,706,934) |
193,702,983 | |||||||
|
|
|||||||
INVESTMENT COMPANIES—2.57% |
||||||||
Canada—0.22% |
||||||||
15,206 | iShares MSCI Canada ETF (b) |
450,706 | ||||||
|
|
|||||||
Switzerland—2.35% |
||||||||
67,647 | iShares MSCI EAFE ETF |
4,756,260 | ||||||
|
|
|||||||
Total Investment Companies (Cost $4,839,814) |
5,206,966 | |||||||
|
|
|||||||
PARTICIPATORY NOTES—0.03% |
||||||||
Switzerland—0.03% |
||||||||
268 | Schindler Holdings AG |
61,637 | ||||||
|
|
|||||||
Total Participatory Notes (Cost $60,588) |
61,637 | |||||||
|
|
|||||||
PREFERRED STOCKS—0.19% |
||||||||
Germany—0.19% |
||||||||
6,028 | FUCHS PETROLUB SE—Preference Shares |
319,186 | ||||||
3,645 | Schaeffler AG |
64,314 | ||||||
|
|
|||||||
383,500 | ||||||||
|
|
|||||||
United Kingdom—0.00% |
||||||||
345,736 | Rolls-Royce Holdings Plc (a)(d)(e) |
467 | ||||||
|
|
|||||||
Total Preferred Stocks (Cost $338,261) |
383,967 | |||||||
|
|
REAL ESTATE INVESTMENT TRUSTS—0.42% |
||||||||
Australia—0.09% |
||||||||
27,683 | Goodman Group |
181,393 | ||||||
|
|
|||||||
Hong Kong—0.08% |
||||||||
16,472 | Link Real Estate Investment Trust |
152,396 | ||||||
|
|
|||||||
Singapore—0.11% |
||||||||
50,656 | Ascendas Real Estate Investment Trust |
102,809 | ||||||
88,025 | CapitaLand Commercial Trust |
126,793 | ||||||
|
|
|||||||
229,602 | ||||||||
|
|
|||||||
United Kingdom—0.14% |
||||||||
35,646 | Segro Plc |
282,156 | ||||||
|
|
|||||||
Total Real Estate Investment Trusts (Cost $802,545) |
845,547 | |||||||
|
|
|||||||
SHORT TERM INVESTMENTS—0.50% |
||||||||
Money Market Funds—0.50% |
||||||||
1,015,830 | Deutsche Government Money Market Series—Institutional Shares |
1,015,830 | ||||||
|
|
|||||||
Total Short Term Investments (Cost $1,015,830) |
1,015,830 | |||||||
|
|
|||||||
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING—0.90% |
||||||||
Investments Purchased with Proceeds from Securities Lending Collateral—0.90% |
||||||||
1,828,570 | Mount Vernon Liquid Assets Portfolio, LLC |
1,828,570 | ||||||
|
|
|||||||
Total Investments Purchased with Proceeds from Securities Lending (Cost $1,828,570) |
1,828,570 | |||||||
|
|
|||||||
Total Investments (Cost $169,592,542)—100.13% |
203,045,500 | |||||||
Liabilities in Excess of Other Assets—(0.13)% |
(255,957 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS—100.00% |
$ | 202,789,543 | ||||||
|
|
Percentages are stated as a percent of net assets.
ADR | American Depositary Receipt |
(a) | Non-income producing security. |
(b) | All or portion of this security is on loan. |
(c) | Seven-day yield as of December 31, 2017. |
(d) | This security was fair valued in good faith by the Adviser’s Valuation Committee. The aggregate value of this security at December 31, 2017 was $467, which represents 0.00% of net assets. |
(e) | Value determined using significant unobservable inputs. |
GuideMark® World ex-US Fund
Schedule of Investments by Industry (Unaudited)
COMMON STOCKS |
||||
Aerospace & Defense |
0.72 | % | ||
Air Freight & Logistics |
1.01 | % | ||
Airlines |
1.09 | % | ||
Auto Components |
1.22 | % | ||
Automobiles |
1.82 | % | ||
Banks |
9.83 | % | ||
Beverages |
1.76 | % | ||
Biotechnology |
0.31 | % | ||
Building Products |
0.19 | % | ||
Capital Markets |
2.57 | % | ||
Chemicals |
3.37 | % | ||
Commercial Services & Supplies |
0.14 | % | ||
Communications Equipment |
0.20 | % | ||
Construction & Engineering |
1.41 | % | ||
Construction Materials |
0.39 | % | ||
Consumer Finance |
0.28 | % | ||
Containers & Packaging |
0.17 | % | ||
Distributors |
0.10 | % | ||
Diversified Consumer Services |
0.10 | % | ||
Diversified Financial Services |
1.97 | % | ||
Diversified Telecommunication Services |
1.53 | % | ||
Electric Utilities |
1.23 | % | ||
Electrical Equipment |
0.70 | % | ||
Electronic Equipment, Instruments & Components |
1.67 | % | ||
Food & Staples Retailing |
3.75 | % | ||
Food Products |
3.64 | % | ||
Gas Utilities |
0.18 | % | ||
Health Care Equipment & Supplies |
2.26 | % | ||
Health Care Providers & Services |
0.79 | % | ||
Health Care Technology |
0.10 | % | ||
Hotels, Restaurants & Leisure |
1.99 | % | ||
Household Durables |
1.40 | % | ||
Household Products |
0.72 | % | ||
Independent Power and Renewable Electricity Producers |
0.15 | % | ||
Industrial Conglomerates |
0.68 | % | ||
Insurance |
5.33 | % | ||
Internet & Direct Marketing Retail |
0.62 | % | ||
Internet Software & Services |
1.19 | % | ||
IT Services |
1.58 | % | ||
Leisure Products |
0.43 | % | ||
Life Sciences Tools & Services |
0.20 | % | ||
Machinery |
1.93 | % | ||
Marine |
0.36 | % | ||
Media |
1.31 | % | ||
Metals & Mining |
3.17 | % | ||
Multiline Retail |
1.17 | % | ||
Multi-Utilities |
0.45 | % | ||
Oil, Gas & Consumable Fuels |
2.62 | % | ||
Paper & Forest Products |
0.68 | % | ||
Personal Products |
1.39 | % | ||
Pharmaceuticals |
5.35 | % | ||
Professional Services |
1.64 | % | ||
Real Estate Management & Development |
1.91 | % | ||
Road & Rail |
0.56 | % |
Semiconductors & Semiconductor Equipment |
1.23 | % | ||
Software |
2.29 | % | ||
Specialty Retail |
2.23 | % | ||
Technology Hardware, Storage & Peripherals |
0.56 | % | ||
Textiles, Apparel & Luxury Goods |
3.12 | % | ||
Tobacco |
0.75 | % | ||
Trading Companies & Distributors |
2.38 | % | ||
Transportation Infrastructure |
0.69 | % | ||
Wireless Telecommunication Services |
0.94 | % | ||
|
|
|||
TOTAL COMMON STOCKS |
95.52 | % | ||
|
|
|||
INVESTMENT COMPANIES |
||||
Exchange Traded Funds |
2.57 | % | ||
|
|
|||
TOTAL INVESTMENT COMPANIES |
2.57 | % | ||
|
|
|||
PARTICIPATORY NOTES |
||||
Machinery |
0.03 | % | ||
|
|
|||
TOTAL PARTICIPATORY NOTES |
0.03 | % | ||
|
|
|||
PREFERRED STOCKS |
||||
Aerospace & Defense |
0.00 | % | ||
Auto Components |
0.03 | % | ||
Chemicals |
0.16 | % | ||
|
|
|||
TOTAL PREFERRED STOCKS |
0.19 | % | ||
|
|
|||
REAL ESTATE INVESTMENT TRUSTS |
||||
Real Estate Investment Trusts |
0.42 | % | ||
|
|
|||
TOTAL REAL ESTATE INVESTMENT TRUSTS |
0.42 | % | ||
|
|
|||
SHORT TERM INVESTMENTS |
||||
Money Market Funds |
0.50 | % | ||
|
|
|||
TOTAL SHORT TERM INVESTMENTS |
0.50 | % | ||
|
|
|||
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING |
||||
Investments Purchased with Proceeds from Securities Lending Collateral |
0.90 | % | ||
|
|
|||
TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING |
0.90 | % | ||
|
|
|||
TOTAL INVESTMENTS |
100.13 | % | ||
Liabilities in Excess of Other Assets |
(0.13 | )% | ||
|
|
|||
TOTAL NET ASSETS |
100.00 | % | ||
|
|
Percentages are stated as a percent of net assets.
GuideMark® Core Fixed Income Fund
Schedule of Investments (Unaudited)
Principal Amount |
Value | |||||||
ASSET BACKED SECURITIES—13.11% |
||||||||
395,000 | AIMCO CLO |
|||||||
Series 2015-A, 2.572% (3 Month LIBOR USD + 0.850%), 01/15/2028 (b)(f) |
$ | 395,000 | ||||||
510,000 | Ally Auto Receivables Trust |
|||||||
Series 2017-4, 1.750%, 12/15/2021 |
506,097 | |||||||
AmeriCredit Automobile Receivables Trust |
||||||||
250,000 | Series 2016-4, 1.530%, 07/08/2021 |
248,427 | ||||||
320,000 | Series 2017-3-A3, 1.900%, 03/18/2022 |
318,026 | ||||||
392,000 | AMMC CLO 21 Ltd. |
|||||||
Series 2017-21A, 2.637% (3 Month LIBOR USD + 1.250%), 11/02/2030 (b)(f) |
394,555 | |||||||
352,569 | Apidos CLO XII |
|||||||
Series 2013-12A, 2.459% (3 Month LIBOR USD + 1.100%), 04/15/2025 (b)(f) |
353,695 | |||||||
270,000 | Atlas Senior Loan Fund VI Ltd. |
|||||||
Series 2014-6A, 2.609% (3 Month LIBOR USD + 1.250%), 10/15/2026 (b)(f) |
271,041 | |||||||
400,000 | Atrium XII |
|||||||
Series 2015-12A, 2.203% (3 Month LIBOR USD + 0.830%), 04/22/2027 (b)(f) |
400,488 | |||||||
Babson CLO Ltd. |
||||||||
575,000 | Series 2013-IA, 2.545% (3 Month LIBOR USD + 0.800%), 01/20/2028 (b)(f) |
575,000 | ||||||
250,000 | Series 2014-IIIA, 2.679% (3 Month LIBOR USD + 1.320%), 01/15/2026 (b)(f) |
250,343 | ||||||
250,000 | Series 2015-IIA, 2.553% (3 Month LIBOR USD + 1.190%), 10/20/2030 (b)(f) |
251,863 | ||||||
315,000 | BMW Vehicle Lease Trust |
|||||||
Series 2017-2, 2.070%, 10/20/2020 |
314,533 | |||||||
385,000 | Bristol Park CLO Ltd. |
|||||||
Series 2016-1, 2.779% (3 Month LIBOR USD + 1.420%), 04/15/2029 (b)(f) |
388,748 | |||||||
735,000 | Capital One Multi-Asset Execution Trust |
|||||||
Series 2016-3A, 1.340%, 04/15/2022 |
727,672 | |||||||
250,000 | Carlyle Global Market Strategies CLO Ltd. |
|||||||
Series 2013-3A, 2.459% (3 Month LIBOR USD + 1.100%), 10/15/2030 (b)(f) |
250,000 | |||||||
645,000 | Chase Issuance Trust |
|||||||
Series 2016-2, 1.370%, 06/15/2021 |
638,930 | |||||||
CIFC Funding Ltd. |
||||||||
365,000 | Series 2013-IR, 2.609% (3 Month LIBOR USD + 1.250%), 07/15/2030 (b)(f) |
365,493 | ||||||
390,000 | Series 2013-IIR, 2.564% (3 Month LIBOR USD + 1.210%), 10/18/2030 (b)(f) |
392,937 | ||||||
250,000 | Series 2015-IR, 2.473% (3 Month LIBOR USD + 1.110%), 01/22/2031 (b)(f) |
250,000 | ||||||
23,813 | CIG AUTO RECEIVABLES TRUST |
|||||||
Series 2017-1, 2.710%, 05/15/2023 (b) |
23,780 | |||||||
100,000 | Conn Funding II LP |
|||||||
Series 2017-B, 2.730%, 07/15/2020 (b)(h) |
100,017 | |||||||
270,000 | Dryden 38 Senior Loan Fund |
|||||||
Series 2015-38A, 2.789% (3 Month LIBOR USD + 1.430%), 07/15/2027 (b)(f) |
271,109 | |||||||
280,000 | Dryden 50 Senior Loan Fund |
|||||||
Series 2017-50, 2.477% (3 Month LIBOR USD + 1.220%), 07/15/2030 (b)(f) |
281,558 | |||||||
300,000 | Ford Credit Auto Lease Trust |
|||||||
Series 2017-B, 2.030%, 12/15/2020 |
298,889 | |||||||
485,000 | Ford Credit Auto Owner Trust |
|||||||
Series 2015-A, 2.030%, 08/15/2020 |
484,919 | |||||||
295,000 | Galaxy XXII CLO, Ltd. |
|||||||
Series 2016-22A, 2.800%, 07/16/2028 (b) |
295,677 | |||||||
100,000 | GCO Education Loan Funding Trust |
|||||||
Series 2006-1, 1.692% (3 Month LIBOR USD + 0.230%), 05/25/2036 (f) |
93,454 |
570,000 | GM Financial Automobile Leasing Trust |
|||||||
Series 2017-1, 2.060%, 05/20/2020 |
569,532 | |||||||
300,000 | GTP Acquisition Partners I LLC |
|||||||
Series 2015-2, 3.482%, 06/15/2050 (b) |
297,729 | |||||||
KKR Financial CLO Ltd. |
||||||||
340,000 | Series 2016-16, 2.853% (3 Month LIBOR USD + 1.490%), 01/22/2029 (b)(f) |
341,029 | ||||||
250,000 | Series 2013-IA, 2.649% (3 Month LIBOR USD + 1.290%), 04/15/2029 (b)(f) |
252,078 | ||||||
400,000 | Series 2015-11, 2.539% (3 Month LIBOR USD + 1.180%), 01/15/2031 (b)(f) |
400,520 | ||||||
320,000 | LCM XXII Ltd. |
|||||||
Series 2017-22A, 2.843% (3 Month LIBOR USD + 1.480%), 10/20/2028 (b)(f) |
325,261 | |||||||
250,000 | LCM XXV Ltd. |
|||||||
Series 2017-25A, 2.524% (3 Month LIBOR USD + 1.210%), 07/20/2030 (b)(f) |
252,178 | |||||||
100,000 | Lendmark Funding Trust |
|||||||
Series 2016-A, 3.260%, 04/21/2025 (b)(h) |
100,484 | |||||||
261,000 | Madison Park Funding XI, Ltd. |
|||||||
Series 2013-11A, 2.523% (3 Month LIBOR USD + 1.160%), 07/23/2029 (b)(f) |
261,852 | |||||||
401,000 | Neuberger Berman CLO XVI-S Ltd. |
|||||||
Series 2017-16SA, 2.572% (3 Month LIBOR USD + 0.850%), 01/15/2028 (b)(f) |
401,000 | |||||||
NRZ Advance Receivables Trust |
||||||||
147,000 | Series 2016-T2, 2.575%, 10/15/2049 (b) |
145,780 | ||||||
136,000 | Series 2016-T4, 3.107%, 12/15/2050 (b) |
135,394 | ||||||
120,000 | Series 2017-T1, 3.214%, 02/15/2051 (b) |
120,263 | ||||||
275,000 | OCP CLO Ltd. |
|||||||
Series 2015-8R, 2.203% (3 Month LIBOR USD + 0.850%), 04/17/2027 (b)(f) |
275,244 | |||||||
362,577 | Octagon Investment Partners XVI Ltd. |
|||||||
Series 2013-1A, 2.473% (3 Month LIBOR USD + 1.120%), 07/17/2025 (b)(f) |
363,642 | |||||||
250,000 | Octagon Investment Partners XXI Ltd. |
|||||||
Series 2014-1A, 2.763% (3 Month LIBOR USD + 1.350%), 11/16/2026 (b)(f) |
251,386 | |||||||
246,273 | OHA Credit Partners VIII, Ltd. |
|||||||
Series 2013-8A, 2.483% (3 Month LIBOR USD + 1.120%), 04/20/2025 (b)(f) |
247,190 | |||||||
120,000 | OneMain Financial Issuance Trust |
|||||||
Series 2017-1-A1, 2.370%, 09/14/2032 (b) |
119,002 | |||||||
450,000 | OZLM Funding V Ltd. |
|||||||
Series 2013-5A, 2.483% (3 Month LIBOR USD + 1.130%), 01/17/2026 (b)(f) |
450,084 | |||||||
300,000 | OZLM XII Ltd. |
|||||||
Series 2015-12A, 2.828% (3 Month LIBOR USD + 1.450%), 04/30/2027 (b)(f) |
301,448 | |||||||
43,246 | Prestige Auto Receivables Trust |
|||||||
Series 2014-1A, 1.910%, 04/15/2020 (b) |
43,248 | |||||||
10,565 | Santander Drive Auto Receivables Trust |
|||||||
Series 2015-2, 1.830%, 01/15/2020 |
10,565 | |||||||
250,000 | Shackleton |
|||||||
Series 2014-6A, 2.513% (3 Month LIBOR USD + 1.160%), 07/17/2026 (b)(f) |
250,500 | |||||||
54,790 | SoFi Consumer Loan Program LLC |
|||||||
Series 2016-2, 3.090%, 10/27/2025 (b)(h) |
55,726 | |||||||
255,000 | Sound Point CLO IV Ltd. |
|||||||
Series 2013-3A, 2.463% (3 Month LIBOR USD + 1.100%), 01/21/2026 (b)(f) |
255,047 | |||||||
401,000 | Sound Point CLO XVIII Ltd. |
|||||||
Series 2018-18A, 2.864% (3 Month LIBOR USD + 1.120%), 01/21/2031 (b)(f) |
401,000 | |||||||
125,000 | Springleaf Funding Trust |
|||||||
Series 2017-A, 2.680%, 07/15/2030 (b) |
124,033 | |||||||
Voya CLO Ltd. |
||||||||
400,000 | Series 2014-3A, 2.236% (3 Month LIBOR USD + 0.720%), 07/25/2026 (b)(f) |
400,000 | ||||||
480,000 | Series 2015-1A, 2.404% (3 Month LIBOR USD + 0.900%), 01/18/2029 (b)(f) |
480,000 | ||||||
80,000 | Wendys Funding LLC |
|||||||
Series 2018-1, 3.884%, 03/15/2048 (b)(h) |
80,156 | |||||||
230,000 | World Omni Auto Receivables Trust |
|||||||
Series 2017-B, 1.950%, 02/15/2023 |
228,128 |
400,000 | Z Capital Credit Partners CLO Ltd. |
|||||||
Series 2015-1A, 2.672% (3 Month LIBOR USD + 0.950%), 07/16/2027 (b)(f) |
400,000 | |||||||
|
|
|||||||
Total Asset Backed Securities (Cost $17,506,562) |
17,481,750 | |||||||
|
|
|||||||
COLLATERALIZED MORTGAGE OBLIGATIONS—9.05% |
||||||||
230,000 | Ajax Mortgage Loan Trust |
|||||||
Series 2017-B, 3.163%, 09/25/2056 (a)(b) |
229,999 | |||||||
Angel Oak Mortgage Trust LLC |
||||||||
47,812 | Series 2017-2, 2.478%, 07/25/2047 (a)(b) |
47,509 | ||||||
31,881 | Series 2017-1, 2.810%, 01/25/2047 (a)(b) |
31,741 | ||||||
48,715 | Series 2017-3, 2.708%, 11/25/2047 (a)(b) |
48,474 | ||||||
BANK 2017-BNK9 |
||||||||
110,000 | Series 2017-BNK8, 3.488%, 11/17/2050 |
113,054 | ||||||
384,000 | Series 2017-BNK9, 3.538%, 11/17/2054 |
396,640 | ||||||
Bayview Opportunity Master Fund |
||||||||
90,629 | Series 2017-SPL5A, 3.500%, 07/28/2057 (a)(b) |
92,157 | ||||||
103,802 | Series 2017-SPL1A, 4.000%, 10/28/2064 (a)(b) |
107,425 | ||||||
88,245 | Series 2017-SPL3, 4.000%, 11/28/2053 (a)(b) |
91,327 | ||||||
125,342 | Series 2017-RT4A, 3.500%, 07/28/2057 (a)(b) |
128,242 | ||||||
93,694 | Series 2017-RT3A, 3.500%, 01/28/2058 (a)(b) |
95,938 | ||||||
126,729 | Series 2017-RT6, 3.500%, 10/28/2057 (b) |
129,640 | ||||||
BBCMS Mortgage Trust |
||||||||
132,000 | Series 2017-DELC, 2.327% (1 Month LIBOR USD + 0.850%), 08/15/2036 (b)(f) |
132,380 | ||||||
96,000 | Series 2017-C1, 3.674%, 02/17/2050 |
100,411 | ||||||
92,000 | CD Mortgage Trust |
|||||||
Series 2017-CD4, 3.514%, 05/12/2050 (a) |
95,277 | |||||||
153,000 | CFCRE Commercial Mortgage Trust |
|||||||
Series 2017-C8, 3.572%, 06/17/2050 |
156,773 | |||||||
52,607 | Chase Mortgage Finance Trust |
|||||||
Series 2007-A1, 3.625%, 02/25/2037 (a) |
51,414 | |||||||
119,368 | CIM Trust |
|||||||
Series 2017-7, 3.000%, 04/25/2057 (a)(b) |
120,035 | |||||||
Citigroup Commercial Mortgage Trust |
||||||||
407,000 | Series 2016-P4, 2.902%, 07/12/2049 |
402,834 | ||||||
383,000 | Series 2016-P6, 3.720%, 12/10/2049 (a) |
402,848 | ||||||
66,528 | COLT Mortgage Loan Trust |
|||||||
Series 2017-1, 2.614%, 05/27/2047 (a)(b) |
66,737 | |||||||
120,000 | COMM Mortgage Trust |
|||||||
Series 2013-300P, 4.353%, 08/12/2030 (b) |
128,746 | |||||||
CHL Mortgage Pass-Through Trust |
||||||||
12,765 | Series 2004-HYB6, 3.484%, 11/20/2034 (a) |
13,049 | ||||||
87,527 | Series 2005-11, 2.152% (1 Month LIBOR USD + 0.600%), 03/25/2035 (f) |
81,110 | ||||||
47,952 | CSMC Trust |
|||||||
Series 2017-FHA1, 3.250%, 04/25/2047 (a)(b) |
48,492 | |||||||
394,000 | DBJPM Mortgage Trust |
|||||||
Series 2016-C3, 2.890%, 08/12/2049 |
389,541 | |||||||
94,899 | Deephaven Residential Mortgage Trust |
|||||||
Series 2017-3, 2.577%, 10/25/2047 (a)(b) |
95,131 | |||||||
118,763 | Finance of America Structured Securities Trust |
|||||||
Series 2017-HBI, 2.321%, 11/25/2027 (a)(b)(j)(k) |
118,763 | |||||||
390,375 | Four Times Square Trust |
|||||||
Series 2006-4TS, 5.401%, 12/13/2028 (b) |
418,849 | |||||||
FREMF Mortgage Trust |
||||||||
30,000 | Series 2017-K728, 3.647%, 09/25/2024 (a)(b) |
30,395 | ||||||
220,000 | Series 2017-K729, 3.675%, 11/25/2024 (a)(b) |
218,782 |
20,000 | Series 2017-K68, 3.844%, 08/25/2027 (a)(b) |
20,290 | ||||||
45,000 | Series 2017-K69, 3.726%, 09/25/2027 (a)(b) |
44,391 | ||||||
195,000 | Series 2017-K71, 3.753%, 11/25/2027 (a)(b) |
193,341 | ||||||
34,000 | Series 2017-K66, 4.034%, 07/25/2027 (a)(b) |
34,884 | ||||||
20,000 | Series 2017-K67, 3.944%, 08/25/2027 (a)(b) |
20,163 | ||||||
51,000 | Series 2016-K722, 3.835%, 07/25/2049 (a)(b) |
51,971 | ||||||
45,000 | Series 2017-K726, 3.972%, 07/25/2049 (a)(b) |
45,694 | ||||||
15,000 | Series 2017-K64, 3.980%, 05/25/2050 (a)(b) |
15,213 | ||||||
40,000 | Series 2017-K65, 4.073%, 07/25/2050 (a)(b) |
41,227 | ||||||
GS Mortgage Securities Trust |
||||||||
145,000 | Series 2012-ALOH, 3.551%, 04/12/2034 (b) |
149,655 | ||||||
145,000 | Series 2012-BWTR, 2.954%, 11/07/2034 (b) |
144,668 | ||||||
35,000 | Series 2015-GC34, 3.506%, 10/13/2048 |
36,069 | ||||||
370,000 | Series 2016-GS4, 3.442%, 11/15/2049 (a) |
381,184 | ||||||
705,000 | JPMBB Commercial Mortgage Securities Trust |
|||||||
Series 2013-C12, 3.157%, 07/17/2045 |
716,382 | |||||||
451,000 | JPMDB Commercial Mortgage Securities Trust |
|||||||
Series 2017-C7, 3.409%, 10/17/2050 |
463,951 | |||||||
383,401 | Mill City Mortgage Loan Trust |
|||||||
Series 2017-3, 2.750%, 01/25/2061 (a)(b) |
383,883 | |||||||
403,000 | Morgan Stanley Bank of America Merrill Lynch Trust |
|||||||
Series 2016-C30, 2.860%, 09/17/2049 |
396,382 | |||||||
Morgan Stanley Capital I Trust |
||||||||
247,712 | Series 2003-NC10, 2.572% (1 Month LIBOR USD + 1.020%), 10/25/2033 (h)(f) |
245,946 | ||||||
185,000 | Series 2014-MP, 3.469%, 08/11/2033 (b) |
189,554 | ||||||
152,000 | Series 2017-H1, 3.530%, 06/17/2050 |
157,458 | ||||||
New Residential Mortgage Loan Trust |
||||||||
126,714 | Series 2016-2, 3.750%, 11/25/2035 (a)(b) |
130,048 | ||||||
100,893 | Series 2016-4, 3.750%, 11/25/2056 (a)(b) |
103,493 | ||||||
174,621 | Series 2017-1, 4.000%, 02/25/2057 (a)(b) |
180,679 | ||||||
154,960 | Series 2017-2, 4.000%, 03/25/2057 (a)(b) |
161,012 | ||||||
87,105 | Series 2017-3, 4.000%, 04/25/2057 (a)(b) |
90,134 | ||||||
99,778 | Series 2017-4, 4.000%, 05/25/2057 (a)(b) |
103,362 | ||||||
117,705 | Series 2017-5, 3.052% (1 Month LIBOR USD + 1.500%), 06/25/2057 (b)(f) |
121,088 | ||||||
123,112 | Series 2017-6, 4.000%, 08/25/2057 (a)(b) |
126,897 | ||||||
130,000 | OBP Depositor LLC Trust |
|||||||
Series 2010-OBP, 4.646%, 07/17/2045 (b) |
135,992 | |||||||
SBA Tower Trust |
||||||||
210,000 | Series 2013-1-2, 3.598%, 04/15/2043 (b) |
209,922 | ||||||
155,000 | Series 2014-1-2, 2.898%, 10/15/2044 (b) |
155,439 | ||||||
90,000 | Series 2017-1, 3.168%, 04/15/2047 (b) |
89,680 | ||||||
75,000 | SG Commercial Mortgage Securities Trust |
|||||||
Series 2016-C5, 3.055%, 10/13/2048 |
74,122 | |||||||
Towd Point Mortgage Trust |
||||||||
230,929 | Series 2015-6, 2.750%, 04/25/2055 (a)(b) |
231,262 | ||||||
88,600 | Series 2016-2, 2.750%, 08/25/2055 (a)(b) |
88,796 | ||||||
102,239 | Series 2016-3, 2.250%, 08/25/2055 (a)(b) |
101,517 | ||||||
197,397 | Series 2017-1, 2.750%, 10/25/2056 (a)(b) |
197,637 | ||||||
112,720 | Series 2017-5, 2.152% (1 Month LIBOR USD + 0.600%), 02/26/2057 (b)(f) |
113,139 | ||||||
87,304 | Series 2017-2, 2.750%, 04/25/2057 (a)(b) |
87,348 | ||||||
92,608 | Series 2017-3, 2.750%, 06/25/2057 (a)(b) |
92,689 | ||||||
104,828 | Series 2017-4, 2.750%, 06/25/2057 (a)(b) |
104,655 | ||||||
98,745 | Series 2017-6, 2.750%, 10/25/2057 (a)(b) |
98,755 | ||||||
380,000 | Wells Fargo Commercial Mortgage Trust |
|||||||
Series 2017-RB1, 3.635%, 03/17/2050 |
396,082 | |||||||
540,000 | Wells Fargo-RBS Commercial Mortgage Trust |
|||||||
Series 2014-C19, 3.660%, 03/15/2047 |
554,258 | |||||||
|
|
|||||||
Total Collateralized Mortgage Obligations (Cost $12,068,748) |
12,064,025 | |||||||
|
|
CORPORATE OBLIGATIONS—27.77% |
||||||||
Aerospace & Defense—0.03% |
||||||||
45,000 | Lockheed Martin Corp. |
|||||||
4.090%, 09/15/2052 |
47,327 | |||||||
|
|
|||||||
Air Freight & Logistics—0.13% |
||||||||
FedEx Corp. |
||||||||
50,000 | 4.100%, 02/01/2045 |
51,752 | ||||||
15,000 | 4.550%, 04/01/2046 |
16,540 | ||||||
105,000 | 4.400%, 01/15/2047 |
112,504 | ||||||
|
|
|||||||
180,796 | ||||||||
|
|
|||||||
Airlines—0.07% |
||||||||
90,000 | Delta Air Lines, Inc. |
|||||||
3.625%, 03/15/2022 |
91,642 | |||||||
|
|
|||||||
Automobiles—0.43% |
||||||||
135,000 | Ford Motor Co. |
|||||||
5.291%, 12/08/2046 (c) |
147,468 | |||||||
General Motors Co. |
||||||||
15,000 | 6.250%, 10/02/2043 |
17,828 | ||||||
175,000 | 6.750%, 04/01/2046 |
221,113 | ||||||
130,000 | 5.400%, 04/01/2048 |
142,342 | ||||||
50,000 | Nissan Motor Acceptance Corp. |
|||||||
2.150%, 09/28/2020 (b) |
49,607 | |||||||
|
|
|||||||
578,358 | ||||||||
|
|
|||||||
Banks—6.45% |
||||||||
200,000 | Banco Santander SA |
|||||||
3.800%, 02/23/2028 |
200,446 | |||||||
Bank of America Corp. |
||||||||
20,000 | 2.625%, 04/19/2021 |
20,111 | ||||||
100,000 | 2.369% (3 Month LIBOR USD + 0.660%), 07/21/2021 (f) |
99,862 | ||||||
35,000 | 2.503%, 10/21/2022 |
34,651 | ||||||
545,000 | 3.124% (3 Month LIBOR USD + 1.160%), 01/20/2023 (f) |
553,164 | ||||||
190,000 | 4.100%, 07/24/2023 |
201,922 | ||||||
45,000 | 4.000%, 01/22/2025 |
46,859 | ||||||
85,000 | 4.183%, 11/25/2027 |
88,927 | ||||||
85,000 | 3.705% (3 Month LIBOR USD + 1.510%), 04/24/2028 (c)(f) |
87,346 | ||||||
100,000 | 6.110%, 01/29/2037 |
128,236 | ||||||
445,000 | 5.000%, 01/21/2044 |
538,811 | ||||||
Citigroup, Inc. |
||||||||
240,000 | 2.700%, 10/27/2022 |
237,702 | ||||||
55,000 | 2.522% (3 Month LIBOR USD + 1.100%), 05/17/2024 (f) |
55,888 | ||||||
360,000 | 3.700%, 01/12/2026 |
371,265 | ||||||
45,000 | 3.200%, 10/21/2026 |
44,699 | ||||||
235,000 | 4.300%, 11/20/2026 |
246,198 | ||||||
75,000 | 4.450%, 09/29/2027 |
79,497 | ||||||
325,000 | 3.887% (3 Month LIBOR USD + 1.560%), 01/10/2028 (f) |
336,785 | ||||||
35,000 | 3.520% (3 Month LIBOR USD + 1.150%), 10/27/2028 (f) |
35,238 | ||||||
Deutsche Bank AG |
||||||||
205,000 | 2.700%, 07/13/2020 |
204,120 | ||||||
100,000 | 3.300%, 11/16/2022 |
99,601 | ||||||
280,000 | European Investment Bank |
|||||||
2.375%, 06/15/2022 |
280,547 | |||||||
120,000 | Fifth Third Bancorp |
|||||||
2.875%, 07/27/2020 |
121,341 |
570,000 | HSBC Holdings Plc |
|||||||
3.262% (3 Month LIBOR USD + 1.060%), 03/13/2023 (f) |
578,273 | |||||||
JPMorgan Chase & Co. |
||||||||
80,000 | 2.595% (3 Month LIBOR USD + 1.230%), 10/24/2023 (f) |
82,135 | ||||||
225,000 | 3.220% (3 Month LIBOR USD + 1.160%), 03/01/2025 (f) |
226,944 | ||||||
170,000 | 3.300%, 04/01/2026 |
171,520 | ||||||
90,000 | 2.950%, 10/01/2026 |
88,503 | ||||||
310,000 | 3.782% (3 Month LIBOR USD + 1.340%), 02/01/2028 (f) |
321,607 | ||||||
240,000 | 3.882% (3 Month LIBOR USD + 1.360%), 07/24/2038 (f) |
247,221 | ||||||
Royal Bank of Canada |
||||||||
185,000 | 2.125%, 03/02/2020 |
184,503 | ||||||
120,000 | 2.150%, 10/26/2020 |
119,273 | ||||||
235,000 | Santander Holdings USA, Inc. |
|||||||
3.700%, 03/28/2022 (b) |
238,055 | |||||||
385,000 | The Bank of Nova Scotia |
|||||||
2.125%, 09/11/2019 |
384,681 | |||||||
200,000 | UBS AG |
|||||||
2.450%, 12/01/2020 (b) |
199,509 | |||||||
Wells Fargo & Co. |
||||||||
195,000 | 2.150%, 01/30/2020 |
194,631 | ||||||
160,000 | 2.550%, 12/07/2020 |
160,716 | ||||||
150,000 | 2.625%, 07/22/2022 |
149,289 | ||||||
120,000 | 3.000%, 04/22/2026 |
117,860 | ||||||
135,000 | 3.000%, 10/23/2026 |
132,473 | ||||||
390,000 | 3.584% (3 Month LIBOR USD + 1.310%), 05/22/2028 (f) |
398,062 | ||||||
206,000 | 5.606%, 01/15/2044 |
254,545 | ||||||
105,000 | 4.400%, 06/14/2046 |
111,012 | ||||||
115,000 | 4.750%, 12/07/2046 |
128,845 | ||||||
|
|
|||||||
8,602,873 | ||||||||
|
|
|||||||
Beverages—0.23% |
||||||||
65,000 | Anheuser—Busch InBev Worldwide, Inc. |
|||||||
8.200%, 01/15/2039 |
103,692 | |||||||
Constellation Brands, Inc. |
||||||||
115,000 | 2.700%, 05/09/2022 |
114,554 | ||||||
80,000 | 2.650%, 11/07/2022 |
79,239 | ||||||
5,000 | 4.500%, 05/09/2047 |
5,507 | ||||||
|
|
|||||||
302,992 | ||||||||
|
|
|||||||
Biotechnology—0.19% |
||||||||
Amgen, Inc. |
||||||||
45,000 | 2.650%, 05/11/2022 |
44,925 | ||||||
125,000 | 4.400%, 05/01/2045 (c) |
136,556 | ||||||
80,000 | Gilead Sciences, Inc. |
|||||||
2.500%, 09/01/2023 |
79,040 | |||||||
|
|
|||||||
260,521 | ||||||||
|
|
|||||||
Capital Markets—2.67% |
||||||||
90,000 | Bear Stearns Companies, Inc. |
|||||||
7.250%, 02/01/2018 |
90,373 | |||||||
Morgan Stanley |
||||||||
75,000 | 2.625%, 11/17/2021 |
74,699 | ||||||
35,000 | 2.750%, 05/19/2022 |
34,893 | ||||||
350,000 | 3.700%, 10/23/2024 |
361,990 | ||||||
190,000 | 3.125%, 07/27/2026 |
187,612 | ||||||
40,000 | 4.350%, 09/08/2026 |
41,990 | ||||||
50,000 | 3.950%, 04/23/2027 |
50,872 | ||||||
580,000 | 3.591% (3 Month LIBOR USD + 1.340%), 07/22/2028 (c)(f) |
586,045 | ||||||
15,000 | 3.971% (3 Month LIBOR USD + 1.460%), 07/22/2038 (f) |
15,586 |
155,000 | The Bank of New York Mellon Corp. |
|||||||
2.661% (3 Month LIBOR USD + 0.630%), 05/16/2023 (f) |
155,013 | |||||||
The Goldman Sachs Group, Inc. |
||||||||
95,000 | 2.750%, 09/15/2020 |
95,535 | ||||||
80,000 | 2.600%, 12/27/2020 |
80,048 | ||||||
35,000 | 2.875%, 02/25/2021 |
35,284 | ||||||
50,000 | 2.350%, 11/15/2021 |
49,287 | ||||||
275,000 | 2.876% (3 Month LIBOR USD + 0.820%), 10/31/2022 (f) |
274,360 | ||||||
390,000 | 2.908% (3 Month LIBOR USD + 1.050%), 06/05/2023 (c)(f) |
387,806 | ||||||
55,000 | 2.905% (3 Month LIBOR USD + 0.990%), 07/24/2023 (f) |
54,674 | ||||||
155,000 | 4.000%, 03/03/2024 |
162,750 | ||||||
140,000 | 3.500%, 01/23/2025 |
142,345 | ||||||
150,000 | 3.272% (3 Month LIBOR USD + 1.200%), 09/29/2025 (f) |
149,530 | ||||||
255,000 | 3.691% (3 Month LIBOR USD + 1.510%), 06/05/2028 (c)(f) |
258,994 | ||||||
140,000 | 6.750%, 10/01/2037 |
187,752 | ||||||
40,000 | 6.250%, 02/01/2041 |
54,015 | ||||||
5,000 | 4.750%, 10/21/2045 (c) |
5,741 | ||||||
25,000 | Willis North America, Inc. |
|||||||
3.600%, 05/15/2024 |
25,450 | |||||||
|
|
|||||||
3,562,644 | ||||||||
|
|
|||||||
Chemicals—0.03% |
||||||||
45,000 | The Sherwin—Williams Co. |
|||||||
3.125%, 06/01/2024 |
45,312 | |||||||
|
|
|||||||
Commercial Services & Supplies—0.15% |
||||||||
150,000 | ERAC USA Finance LLC |
|||||||
7.000%, 10/15/2037 (b) |
201,188 | |||||||
|
|
|||||||
Communications Equipment—0.06% |
||||||||
75,000 | QUALCOMM, Inc. |
|||||||
3.000%, 05/20/2022 |
75,114 | |||||||
|
|
|||||||
Consumer Finance—0.40% |
||||||||
American Express Credit Corp. |
||||||||
105,000 | 1.875%, 05/03/2019 |
104,599 | ||||||
90,000 | 2.200%, 03/03/2020 |
89,756 | ||||||
125,000 | John Deere Capital Corp. |
|||||||
1.950%, 06/22/2020 |
124,158 | |||||||
Toyota Motor Credit Corp. |
||||||||
145,000 | 2.125%, 07/18/2019 |
145,037 | ||||||
70,000 | 2.600%, 01/11/2022 |
70,416 | ||||||
|
|
|||||||
533,966 | ||||||||
|
|
|||||||
Diversified Financial Services—0.99% |
||||||||
Anheuser—Busch InBev Finance, Inc. |
||||||||
385,000 | 3.650%, 02/01/2026 |
397,987 | ||||||
95,000 | 4.900%, 02/01/2046 |
110,545 | ||||||
BAT Capital Corp. |
||||||||
180,000 | 2.297%, 08/14/2020 (b) |
179,123 | ||||||
50,000 | 4.390%, 08/15/2037 (b) |
52,676 | ||||||
40,000 | BAT International Finance Plc |
|||||||
2.750%, 06/15/2020 (b) |
40,219 | |||||||
75,000 | Caterpillar Financial Services Corp. |
|||||||
1.850%, 09/04/2020 |
74,153 | |||||||
175,000 | Daimler Finance North America LLC |
|||||||
2.450%, 05/18/2020 (b) |
174,928 | |||||||
200,000 | Imperial Brands Finance Plc |
|||||||
3.750%, 07/21/2022 (b) |
206,889 |
30,000 | Kinder Morgan Finance Co. LLC |
|||||||
6.000%, 01/15/2018 (b) |
30,035 | |||||||
45,000 | Shell International Finance BV |
|||||||
4.375%, 05/11/2045 |
50,723 | |||||||
|
|
|||||||
1,317,278 | ||||||||
|
|
|||||||
Diversified Telecommunication Services—1.63% |
||||||||
AT&T, Inc. |
||||||||
175,000 | 4.450%, 04/01/2024 |
185,361 | ||||||
80,000 | 3.400%, 08/14/2024 |
80,527 | ||||||
300,000 | 3.900%, 08/14/2027 |
302,593 | ||||||
235,000 | 4.500%, 05/15/2035 |
234,304 | ||||||
125,000 | 6.350%, 03/15/2040 |
148,237 | ||||||
165,000 | 4.750%, 05/15/2046 |
161,999 | ||||||
145,000 | 5.150%, 02/14/2050 |
147,383 | ||||||
Verizon Communications, Inc. |
||||||||
355,000 | 4.125%, 03/16/2027 |
370,872 | ||||||
140,000 | 4.500%, 08/10/2033 |
147,250 | ||||||
20,000 | 4.812%, 03/15/2039 |
20,994 | ||||||
260,000 | 4.862%, 08/21/2046 |
271,885 | ||||||
105,000 | 4.522%, 09/15/2048 |
103,813 | ||||||
5,000 | 4.672%, 03/15/2055 |
4,848 | ||||||
|
|
|||||||
2,180,066 | ||||||||
|
|
|||||||
Electric Utilities—1.75% |
||||||||
65,000 | Alabama Power Co. |
|||||||
2.450%, 03/30/2022 |
64,631 | |||||||
45,000 | Duke Energy Carolinas LLC |
|||||||
2.500%, 03/15/2023 |
44,630 | |||||||
Duke Energy Corp. |
||||||||
375,000 | 3.550%, 09/15/2021 |
387,325 | ||||||
145,000 | 3.750%, 09/01/2046 |
144,018 | ||||||
60,000 | Duke Energy Florida LLC |
|||||||
3.400%, 10/01/2046 |
58,292 | |||||||
60,000 | Duke Energy Indiana, Inc. |
|||||||
4.900%, 07/15/2043 |
72,364 | |||||||
235,000 | Duke Energy Progress LLC |
|||||||
4.150%, 12/01/2044 |
256,959 | |||||||
5,000 | Emera US Finance LP |
|||||||
4.750%, 06/15/2046 |
5,496 | |||||||
185,000 | Exelon Corp. |
|||||||
2.450%, 04/15/2021 |
184,306 | |||||||
220,000 | FirstEnergy Corp. |
|||||||
3.900%, 07/15/2027 |
225,860 | |||||||
20,000 | Fortis, Inc. |
|||||||
2.100%, 10/04/2021 |
19,540 | |||||||
85,000 | Georgia Power Co. |
|||||||
2.400%, 04/01/2021 |
84,275 | |||||||
20,000 | Oncor Electric Delivery Co. LLC |
|||||||
7.000%, 09/01/2022 |
23,656 | |||||||
Pacific Gas & Electric Co. |
||||||||
155,000 | 6.050%, 03/01/2034 |
195,691 | ||||||
180,000 | 4.750%, 02/15/2044 |
200,003 | ||||||
110,000 | Sierra Pacific Power Co. |
|||||||
2.600%, 05/01/2026 |
106,411 | |||||||
31,000 | South Carolina Electric & Gas Co. |
|||||||
5.100%, 06/01/2065 |
35,643 |
The Southern Co. |
||||||||
30,000 | 1.850%, 07/01/2019 |
29,829 | ||||||
155,000 | 2.150%, 09/01/2019 |
154,600 | ||||||
20,000 | 2.950%, 07/01/2023 |
20,035 | ||||||
25,000 | 4.400%, 07/01/2046 |
26,734 | ||||||
|
|
|||||||
2,340,298 | ||||||||
|
|
|||||||
Engineering & Construction—0.15% |
||||||||
200,000 | Mexico City Airport Trust |
|||||||
3.875%, 04/30/2028 (b) |
198,000 | |||||||
|
|
|||||||
Food & Staples Retailing—0.46% |
||||||||
CVS Health Corp. |
||||||||
220,000 | 2.125%, 06/01/2021 |
214,875 | ||||||
59,000 | 3.875%, 07/20/2025 |
60,858 | ||||||
165,000 | 2.875%, 06/01/2026 |
158,488 | ||||||
55,000 | 5.125%, 07/20/2045 |
63,279 | ||||||
40,000 | Sysco Corp. |
|||||||
2.500%, 07/15/2021 |
39,925 | |||||||
80,000 | Wal—Mart Stores, Inc. |
|||||||
1.900%, 12/15/2020 |
79,519 | |||||||
|
|
|||||||
616,944 | ||||||||
|
|
|||||||
Food Products—0.25% |
||||||||
Kraft Heinz Foods Co. |
||||||||
55,000 | 2.000%, 07/02/2018 |
55,005 | ||||||
40,000 | 2.800%, 07/02/2020 |
40,254 | ||||||
185,000 | 5.000%, 07/15/2035 |
202,569 | ||||||
35,000 | 4.375%, 06/01/2046 |
34,809 | ||||||
|
|
|||||||
332,637 | ||||||||
|
|
|||||||
Gas Utilities—0.01% |
||||||||
10,000 | Southern Co. Gas Capital Corp. |
|||||||
2.450%, 10/01/2023 |
9,691 | |||||||
|
|
|||||||
Health Care Equipment & Supplies—0.53% |
||||||||
75,000 | Abbott Laboratories |
|||||||
2.800%, 09/15/2020 |
75,552 | |||||||
Becton Dickinson and Co. |
||||||||
205,000 | 3.125%, 11/08/2021 |
206,915 | ||||||
100,000 | 3.363%, 06/06/2024 |
100,420 | ||||||
Medtronic, Inc. |
||||||||
46,000 | 4.375%, 03/15/2035 |
51,953 | ||||||
65,000 | 4.625%, 03/15/2045 |
75,914 | ||||||
Shire Acquisitions Investments Ireland Designated Activity Co. |
||||||||
70,000 | 2.400%, 09/23/2021 |
68,959 | ||||||
125,000 | 2.875%, 09/23/2023 |
123,045 | ||||||
|
|
|||||||
702,758 | ||||||||
|
|
|||||||
Health Care Providers & Services—0.94% |
||||||||
Anthem, Inc. |
||||||||
150,000 | 2.500%, 11/21/2020 |
149,791 | ||||||
200,000 | 3.650%, 12/01/2027 |
204,279 | ||||||
Cardinal Health, Inc. |
||||||||
20,000 | 1.950%, 06/15/2018 |
19,991 | ||||||
110,000 | 2.616%, 06/15/2022 |
108,274 | ||||||
215,000 | 3.200%, 03/15/2023 |
215,480 |
95,000 | Catholic Health Initiatives |
|||||||
2.600%, 08/01/2018 |
95,316 | |||||||
Cigna Corp. |
||||||||
30,000 | 3.050%, 10/15/2027 |
29,529 | ||||||
25,000 | 3.875%, 10/15/2047 |
25,139 | ||||||
60,000 | Humana, Inc. |
|||||||
2.500%, 12/15/2020 |
59,996 | |||||||
UnitedHealth Group, Inc. |
||||||||
55,000 | 1.700%, 02/15/2019 |
54,809 | ||||||
70,000 | 3.350%, 07/15/2022 |
72,330 | ||||||
135,000 | 3.950%, 10/15/2042 |
140,655 | ||||||
40,000 | 4.750%, 07/15/2045 |
47,364 | ||||||
10,000 | 4.250%, 04/15/2047 |
11,034 | ||||||
15,000 | 3.750%, 10/15/2047 |
15,345 | ||||||
|
|
|||||||
1,249,332 | ||||||||
|
|
|||||||
Hotels, Restaurants & Leisure—0.03% |
||||||||
McDonald’s Corp. |
||||||||
20,000 | 4.600%, 05/26/2045 |
22,416 | ||||||
15,000 | 4.875%, 12/09/2045 |
17,446 | ||||||
|
|
|||||||
39,862 | ||||||||
|
|
|||||||
Industrial Conglomerates—0.15% |
||||||||
195,000 | E. I. du Pont Nemours and Co. |
|||||||
2.200%, 05/01/2020 |
194,894 | |||||||
|
|
|||||||
Insurance—0.36% |
||||||||
105,000 | American International Group, Inc. |
|||||||
4.125%, 02/15/2024 |
111,094 | |||||||
45,000 | CNA Financial Corp. |
|||||||
3.450%, 08/15/2027 |
44,436 | |||||||
70,000 | Marsh & McLennan Cos., Inc. |
|||||||
4.050%, 10/15/2023 |
73,826 | |||||||
13,000 | Massachusetts Mutual Life Insurance Co. |
|||||||
8.875%, 06/01/2039 (b) |
21,582 | |||||||
New York Life Global Funding |
||||||||
130,000 | 1.950%, 02/11/2020 (b) |
129,196 | ||||||
40,000 | 2.000%, 04/13/2021 (b) |
39,494 | ||||||
55,000 | Trinity Acquisition Plc |
|||||||
4.400%, 03/15/2026 |
58,265 | |||||||
|
|
|||||||
477,893 | ||||||||
|
|
|||||||
Internet & Direct Marketing Retail—0.30% |
||||||||
Amazon.com, Inc. |
||||||||
20,000 | 1.900%, 08/21/2020 (b) |
19,849 | ||||||
15,000 | 2.800%, 08/22/2024 (b) |
14,977 | ||||||
275,000 | 3.875%, 08/22/2037 (b) |
292,799 | ||||||
60,000 | 4.950%, 12/05/2044 |
73,223 | ||||||
|
|
|||||||
400,848 | ||||||||
|
|
|||||||
Internet Software & Services—0.15% |
||||||||
200,000 | Alibaba Group Holding Ltd. |
|||||||
3.400%, 12/06/2027 (c) |
200,201 | |||||||
|
|
|||||||
IT Services—0.29% |
||||||||
Visa, Inc. |
||||||||
165,000 | 2.800%, 12/14/2022 |
167,529 | ||||||
160,000 | 3.150%, 12/14/2025 |
163,735 | ||||||
45,000 | 4.300%, 12/14/2045 |
51,336 | ||||||
|
|
|||||||
382,600 | ||||||||
|
|
Life Sciences Tools & Services—0.13% |
||||||||
Thermo Fisher Scientific, Inc. |
||||||||
160,000 | 3.000%, 04/15/2023 |
161,176 | ||||||
10,000 | 2.950%, 09/19/2026 |
9,736 | ||||||
|
|
|||||||
170,912 | ||||||||
|
|
|||||||
Machinery—0.03% |
||||||||
35,000 | Fortive Corp. |
|||||||
2.350%, 06/15/2021 |
34,722 | |||||||
|
|
|||||||
Media—1.66% |
||||||||
175,000 | 21st Century Fox America, Inc. |
|||||||
4.500%, 02/15/2021 |
185,096 | |||||||
Charter Communications Operating LLC / Charter Communications Operating Capital |
||||||||
15,000 | 3.579%, 07/23/2020 |
15,289 | ||||||
115,000 | 4.464%, 07/23/2022 |
120,105 | ||||||
5,000 | 4.908%, 07/23/2025 |
5,324 | ||||||
230,000 | 3.750%, 02/15/2028 |
220,845 | ||||||
210,000 | 6.484%, 10/23/2045 |
245,690 | ||||||
235,000 | 5.375%, 05/01/2047 |
241,848 | ||||||
Comcast Corp. |
||||||||
15,000 | 3.375%, 08/15/2025 |
15,409 | ||||||
240,000 | 3.150%, 03/01/2026 |
242,035 | ||||||
50,000 | 3.400%, 07/15/2046 |
47,434 | ||||||
Cox Communications, Inc. |
||||||||
375,000 | 3.250%, 12/15/2022 (b) |
376,165 | ||||||
80,000 | 3.150%, 08/15/2024 (b) |
78,908 | ||||||
5,000 | 3.350%, 09/15/2026 (b) |
4,895 | ||||||
Discovery Communications, LLC |
||||||||
45,000 | 3.800%, 03/13/2024 |
45,711 | ||||||
125,000 | 4.900%, 03/11/2026 (c) |
133,571 | ||||||
28,000 | Scripps Networks Interactive, Inc. |
|||||||
3.950%, 06/15/2025 |
28,434 | |||||||
Time Warner Cable, Inc. |
||||||||
30,000 | 5.500%, 09/01/2041 |
31,372 | ||||||
50,000 | 4.500%, 09/15/2042 |
47,081 | ||||||
60,000 | Time Warner, Inc. |
|||||||
2.950%, 07/15/2026 |
56,854 | |||||||
Viacom, Inc. |
||||||||
55,000 | 4.250%, 09/01/2023 |
56,222 | ||||||
25,000 | 4.375%, 03/15/2043 |
21,720 | ||||||
|
|
|||||||
2,220,008 | ||||||||
|
|
|||||||
Metals & Mining—0.15% |
||||||||
Vale Overseas Ltd. |
||||||||
65,000 | 6.250%, 08/10/2026 |
75,465 | ||||||
100,000 | 6.875%, 11/10/2039 |
123,125 | ||||||
|
|
|||||||
198,590 | ||||||||
|
|
|||||||
Multi—Utilities—0.45% |
||||||||
175,000 | CenterPoint Energy, Inc. |
|||||||
2.500%, 09/01/2022 |
172,555 | |||||||
Dominion Energy, Inc. |
||||||||
160,000 | 2.579%, 07/01/2020 |
160,163 | ||||||
240,000 | 2.850%, 08/15/2026 (c) |
232,216 | ||||||
40,000 | DTE Energy Co. |
|||||||
1.500%, 10/01/2019 |
39,382 | |||||||
|
|
|||||||
604,316 | ||||||||
|
|
Oil, Gas & Consumable Fuels—2.86% |
||||||||
Anadarko Petroleum Corp. |
||||||||
50,000 | 8.700%, 03/15/2019 |
53,624 | ||||||
15,000 | 6.950%, 06/15/2019 |
15,931 | ||||||
210,000 | 3.450%, 07/15/2024 |
209,435 | ||||||
45,000 | 4.500%, 07/15/2044 |
45,016 | ||||||
10,000 | 6.600%, 03/15/2046 |
12,909 | ||||||
5,000 | Andeavor Logistics LP |
|||||||
3.500%, 12/01/2022 |
4,996 | |||||||
120,000 | Andeavor Logistics LP / Tesoro Logistics Finance Corp. |
|||||||
4.250%, 12/01/2027 |
121,268 | |||||||
5,000 | Apache Corp. |
|||||||
4.250%, 01/15/2044 |
4,863 | |||||||
Canadian Natural Resources Ltd. |
||||||||
80,000 | 3.800%, 04/15/2024 |
82,497 | ||||||
170,000 | 3.900%, 02/01/2025 |
175,286 | ||||||
25,000 | 3.850%, 06/01/2027 |
25,566 | ||||||
15,000 | 6.500%, 02/15/2037 |
19,091 | ||||||
10,000 | 6.250%, 03/15/2038 (c) |
12,527 | ||||||
55,000 | Cenovus Energy, Inc. |
|||||||
4.250%, 04/15/2027 |
54,972 | |||||||
20,000 | Concho Resources, Inc. |
|||||||
3.750%, 10/01/2027 |
20,277 | |||||||
65,000 | ConocoPhillips Co. |
|||||||
4.950%, 03/15/2026 |
73,903 | |||||||
160,000 | Devon Financing Co. LLC |
|||||||
7.875%, 09/30/2031 |
220,157 | |||||||
45,000 | Enbridge, Inc. |
|||||||
3.700%, 07/15/2027 |
45,278 | |||||||
280,000 | Encana Corp. |
|||||||
3.900%, 11/15/2021 |
288,011 | |||||||
Energy Transfer LP |
||||||||
10,000 | 5.950%, 10/01/2043 |
10,668 | ||||||
105,000 | 5.300%, 04/15/2047 |
104,572 | ||||||
Hess Corp. |
||||||||
30,000 | 5.600%, 02/15/2041 |
32,459 | ||||||
155,000 | 5.800%, 04/01/2047 |
173,117 | ||||||
Kinder Morgan, Inc. |
||||||||
25,000 | 3.150%, 01/15/2023 |
24,877 | ||||||
195,000 | 5.550%, 06/01/2045 (c) |
214,181 | ||||||
Marathon Oil Corp. |
||||||||
35,000 | 2.700%, 06/01/2020 |
35,025 | ||||||
220,000 | 4.400%, 07/15/2027 |
230,353 | ||||||
MPLX LP |
||||||||
50,000 | 4.125%, 03/01/2027 (c) |
51,307 | ||||||
100,000 | 5.200%, 03/01/2047 |
110,168 | ||||||
10,000 | Noble Energy, Inc. |
|||||||
4.950%, 08/15/2047 |
10,744 | |||||||
Petroleos Mexicanos |
||||||||
15,000 | 6.375%, 02/04/2021 |
16,343 | ||||||
25,000 | 6.500%, 03/13/2027 (b) |
27,356 | ||||||
45,000 | 5.500%, 06/27/2044 |
41,511 | ||||||
152,000 | 6.750%, 09/21/2047 |
159,045 |
Phillips 66 Partners LP |
||||||||
115,000 | 3.550%, 10/01/2026 |
114,191 | ||||||
10,000 | 3.750%, 03/01/2028 |
10,026 | ||||||
50,000 | Sabine Pass Liquefaction LLC |
|||||||
4.200%, 03/15/2028 |
50,689 | |||||||
Sunoco Logistics Partners Operations LP |
||||||||
125,000 | 4.250%, 04/01/2024 |
127,602 | ||||||
5,000 | 5.300%, 04/01/2044 |
4,952 | ||||||
5,000 | 5.350%, 05/15/2045 |
4,986 | ||||||
140,000 | 5.400%, 10/01/2047 |
141,464 | ||||||
205,000 | Valero Energy Corp. |
|||||||
3.400%, 09/15/2026 |
206,209 | |||||||
Williams Partners LP |
||||||||
230,000 | 3.600%, 03/15/2022 |
235,489 | ||||||
195,000 | 3.750%, 06/15/2027 |
195,783 | ||||||
|
|
|||||||
3,818,724 | ||||||||
|
|
|||||||
Pharmaceuticals—0.59% |
||||||||
Allergan Funding SCS |
||||||||
225,000 | 3.450%, 03/15/2022 |
228,826 | ||||||
90,000 | 3.800%, 03/15/2025 |
91,764 | ||||||
Johnson & Johnson |
||||||||
155,000 | 2.625%, 01/15/2025 |
154,361 | ||||||
75,000 | 3.550%, 03/01/2036 |
77,909 | ||||||
55,000 | 3.625%, 03/03/2037 |
58,226 | ||||||
Mylan NV |
||||||||
55,000 | 3.000%, 12/15/2018 |
55,307 | ||||||
60,000 | 3.750%, 12/15/2020 |
61,353 | ||||||
5,000 | 3.150%, 06/15/2021 |
5,032 | ||||||
Teva Pharmaceutical Finance Netherlands III BV |
||||||||
25,000 | 1.700%, 07/19/2019 |
24,299 | ||||||
25,000 | 2.200%, 07/21/2021 |
22,856 | ||||||
5,000 | 2.800%, 07/21/2023 |
4,359 | ||||||
|
|
|||||||
784,292 | ||||||||
|
|
|||||||
Real Estate Management & Development—0.15% |
||||||||
American Tower Corp. |
||||||||
25,000 | 3.450%, 09/15/2021 |
25,574 | ||||||
15,000 | 2.250%, 01/15/2022 |
14,624 | ||||||
45,000 | Brandywine Operating Partnership LP |
|||||||
4.100%, 10/01/2024 |
45,805 | |||||||
50,000 | Crown Castle International Corp. |
|||||||
3.400%, 02/15/2021 |
51,099 | |||||||
60,000 | Ventas Realty LP |
|||||||
2.700%, 04/01/2020 |
60,295 | |||||||
|
|
|||||||
197,397 | ||||||||
|
|
|||||||
Road & Rail—0.37% |
||||||||
Burlington Northern Santa Fe, LLC |
||||||||
135,000 | 3.650%, 09/01/2025 |
142,104 | ||||||
20,000 | 3.900%, 08/01/2046 |
21,281 | ||||||
45,000 | 4.125%, 06/15/2047 |
49,436 | ||||||
110,000 | CSX Corp. |
|||||||
3.250%, 06/01/2027 |
110,114 | |||||||
160,000 | Union Pacific Corp. |
|||||||
4.100%, 09/15/2067 |
167,470 | |||||||
|
|
|||||||
490,405 | ||||||||
|
|
Semiconductors & Semiconductor Equipment—0.91% |
||||||||
Applied Materials, Inc. |
||||||||
15,000 | 3.300%, 04/01/2027 |
15,274 | ||||||
10,000 | 4.350%, 04/01/2047 |
11,247 | ||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. |
||||||||
80,000 | 2.375%, 01/15/2020 (b) |
79,498 | ||||||
160,000 | 3.000%, 01/15/2022 (b) |
158,794 | ||||||
285,000 | 3.625%, 01/15/2024 (b) |
283,781 | ||||||
Intel Corp. |
||||||||
30,000 | 1.700%, 05/19/2021 |
29,477 | ||||||
185,000 | 3.300%, 10/01/2021 |
191,954 | ||||||
170,000 | 2.350%, 05/11/2022 |
169,560 | ||||||
10,000 | 4.100%, 05/19/2046 |
11,056 | ||||||
59,000 | 3.734%, 12/08/2047 (b) |
61,434 | ||||||
140,000 | Lam Research Corp. |
|||||||
2.800%, 06/15/2021 |
140,991 | |||||||
65,000 | Qualcomm, Inc. |
|||||||
2.100%, 05/20/2020 |
64,749 | |||||||
|
|
|||||||
1,217,815 | ||||||||
|
|
|||||||
Software—0.47% |
||||||||
Microsoft Corp. |
||||||||
50,000 | 2.375%, 02/12/2022 |
49,948 | ||||||
15,000 | 3.300%, 02/06/2027 |
15,490 | ||||||
155,000 | 4.450%, 11/03/2045 |
182,131 | ||||||
90,000 | 3.700%, 08/08/2046 |
94,075 | ||||||
Oracle Corp. |
||||||||
30,000 | 2.950%, 11/15/2024 |
30,242 | ||||||
155,000 | 4.300%, 07/08/2034 |
172,564 | ||||||
25,000 | 3.900%, 05/15/2035 |
26,532 | ||||||
50,000 | 3.800%, 11/15/2037 |
52,547 | ||||||
|
|
|||||||
623,529 | ||||||||
|
|
|||||||
Specialty Retail—0.20% |
||||||||
Home Depot, Inc. |
||||||||
140,000 | 3.350%, 09/15/2025 |
144,829 | ||||||
65,000 | 5.875%, 12/16/2036 |
88,124 | ||||||
5,000 | 3.500%, 09/15/2056 |
4,825 | ||||||
25,000 | Lowe’s Cos., Inc. |
|||||||
3.700%, 04/15/2046 |
25,168 | |||||||
|
|
|||||||
262,946 | ||||||||
|
|
|||||||
Technology Hardware, Storage & Peripherals—0.42% |
||||||||
Apple, Inc. |
||||||||
185,000 | 2.400%, 05/03/2023 |
183,233 | ||||||
5,000 | 3.000%, 02/09/2024 |
5,068 | ||||||
20,000 | 3.350%, 02/09/2027 |
20,511 | ||||||
85,000 | 3.450%, 02/09/2045 |
83,170 | ||||||
190,000 | Hewlett Packard Enterprise Co. |
|||||||
4.900%, 10/15/2025 (c) |
200,906 | |||||||
70,000 | Xerox Corp. |
|||||||
3.625%, 03/15/2023 |
68,366 | |||||||
|
|
|||||||
561,254 | ||||||||
|
|
|||||||
Tobacco—0.43% |
||||||||
Altria Group, Inc. |
||||||||
40,000 | 4.250%, 08/09/2042 |
42,076 | ||||||
95,000 | 3.875%, 09/16/2046 |
94,513 |
Philip Morris International, Inc. |
||||||||
170,000 | 2.625%, 03/06/2023 |
168,334 | ||||||
100,000 | 3.125%, 08/17/2027 |
99,923 | ||||||
Reynolds American, Inc. |
||||||||
65,000 | 2.300%, 06/12/2018 |
65,084 | ||||||
80,000 | 5.850%, 08/15/2045 |
100,276 | ||||||
|
|
|||||||
570,206 | ||||||||
|
|
|||||||
Wireless Telecommunication Services—0.12% |
||||||||
150,000 | Telefonica Emisiones SAU |
|||||||
4.103%, 03/08/2027 |
155,380 | |||||||
|
|
|||||||
Total Corporate Obligations (Cost $36,210,124) |
37,036,531 | |||||||
|
|
|||||||
FOREIGN GOVERNMENT DEBT OBLIGATIONS—1.37% |
||||||||
335,000 | Abu Dhabi Government International Bond |
|||||||
3.125%, 10/11/2027 (b) |
328,163 | |||||||
400,000 | Japan Bank for International Cooperation |
|||||||
2.125%, 07/21/2020 |
397,091 | |||||||
Mexico Government International Bond |
||||||||
130,000 | 4.750%, 03/08/2044 |
131,755 | ||||||
68,000 | 5.750%, 10/12/2110 |
72,760 | ||||||
485,000 | Oman Government International Bond |
|||||||
5.375%, 03/08/2027 (b) |
490,273 | |||||||
400,000 | Saudi Government International Bond |
|||||||
4.625%, 10/04/2047 (b)(c) |
409,361 | |||||||
|
|
|||||||
Total Foreign Government Debt Obligations (Cost $1,825,325) |
1,829,403 | |||||||
|
|
|||||||
MORTGAGE BACKED SECURITIES—U.S. GOVERNMENT AGENCY—28.30% |
||||||||
Federal Home Loan Mortgage Corp. |
||||||||
7,418 | Series 2590, 5.000%, 03/15/2018 |
7,425 | ||||||
744,280 | Series K703, 2.699%, 05/25/2018 |
744,976 | ||||||
430 | Pool #E9-9763 4.500%, 09/01/2018 |
436 | ||||||
243 | Pool #E9-9764 4.500%, 09/01/2018 |
246 | ||||||
600,000 | Series K705, 2.303%, 09/25/2018 |
600,900 | ||||||
877,943 | Series K706, 2.323%, 10/25/2018 |
879,269 | ||||||
600,000 | Series K709, 2.086%, 03/25/2019 |
600,222 | ||||||
43,365 | Pool #D9-6291 4.500%, 09/01/2023 |
46,105 | ||||||
103,888 | Pool #G1-3624 5.000%, 08/01/2024 |
109,154 | ||||||
82,000 | Series K-068, 3.244%, 08/25/2027 |
84,475 | ||||||
1,500,000 | Pool #TBA 3.000%, 01/15/2029 (d) |
1,527,419 | ||||||
191,232 | Series 2329, 6.500%, 06/15/2031 |
212,700 | ||||||
92,876 | Series 2338, 6.500%, 07/15/2031 |
107,115 | ||||||
130,932 | Pool #78-0447 3.034% (1 Year CMT Rate + 2.250%), 04/01/2033 (f) |
138,627 | ||||||
107 | Pool #A4-3129 5.500%, 02/01/2036 |
117 | ||||||
400,000 | Pool #TBA 4.000%, 01/15/2041 (d) |
418,313 | ||||||
1,100,000 | Pool #TBA 3.500%, 01/15/2042 (d) |
1,129,706 | ||||||
558,713 | Pool #U9-0688 4.000%, 05/01/2042 |
589,655 | ||||||
407,901 | Pool #G0-8635 3.000%, 04/01/2045 |
408,434 | ||||||
762,896 | Pool #Q4-9389 3.500%, 07/01/2047 |
785,885 | ||||||
688,256 | Pool #Q5-2093 3.500%, 11/01/2047 |
708,079 | ||||||
Federal National Mortgage Association |
||||||||
60 | Pool #685505 5.000%, 05/01/2018 |
61 | ||||||
66 | Pool #705709 5.000%, 05/01/2018 |
67 | ||||||
54,878 | Series 2014-C01, 3.152% (1 Month LIBOR USD + 1.600%), 01/25/2024 (f) |
55,332 | ||||||
400,000 | Pool #TBA 3.000%, 01/15/2026 (d) |
407,453 | ||||||
653,740 | Pool #AI4868 4.000%, 06/01/2026 |
684,598 | ||||||
588,519 | Pool #AJ8325 3.000%, 12/01/2026 |
601,253 | ||||||
110,000 | Pool #AN6110 3.000%, 07/01/2027 |
111,112 |
150,000 | Pool #AN6257 3.160%, 08/01/2027 |
153,657 | ||||||
155,111 | Pool #AN7376 2.880%, 11/01/2027 |
155,090 | ||||||
473,169 | Pool #AL2877 3.500%, 01/01/2028 |
488,953 | ||||||
5,349 | Pool #544859 2.528% (11th District Cost of Funds Index + 1.770%), 08/01/2029 (f) |
5,423 | ||||||
83,265 | Pool #BC4938 2.500%, 04/01/2031 |
83,202 | ||||||
140,029 | Pool #786848 7.000%, 10/01/2031 |
160,750 | ||||||
284,113 | Pool #AS9505 3.000%, 04/01/2032 |
289,627 | ||||||
4,571 | Pool #727181 5.000%, 08/01/2033 |
4,993 | ||||||
2,130 | Pool #730727 5.000%, 08/01/2033 |
2,326 | ||||||
628 | Pool #741862 5.500%, 09/01/2033 |
697 | ||||||
786 | Pool #766197 5.500%, 02/01/2034 |
872 | ||||||
155 | Pool #776974 5.500%, 04/01/2034 |
173 | ||||||
148,265 | Pool #888504 2.843% (1 Year CMT Rate + 2.080%), 04/01/2034 (f) |
155,978 | ||||||
341,759 | Pool #MA1870 4.500%, 04/01/2034 |
367,010 | ||||||
6,951 | Pool #775776 5.500%, 05/01/2034 |
7,712 | ||||||
138,524 | Pool #802783 3.362% (12 Month LIBOR USD + 1.610%), 10/01/2034 (f) |
144,805 | ||||||
4,965 | Pool #781629 5.500%, 12/01/2034 |
5,507 | ||||||
6,525 | Pool #822815 5.500%, 04/01/2035 |
7,238 | ||||||
5,330 | Pool #357850 5.500%, 07/01/2035 |
5,912 | ||||||
3,509 | Pool #820242 5.000%, 07/01/2035 |
3,831 | ||||||
967 | Pool #838452 5.500%, 09/01/2035 |
1,077 | ||||||
6,015 | Pool #865854 6.000%, 03/01/2036 |
6,806 | ||||||
8,118 | Pool #891474 6.000%, 04/01/2036 |
9,195 | ||||||
6,783 | Pool #906000 6.000%, 01/01/2037 |
7,661 | ||||||
67 | Pool #928062 5.500%, 02/01/2037 |
74 | ||||||
101 | Pool #899119 5.500%, 04/01/2037 |
110 | ||||||
527,059 | Pool #AS9772 3.500%, 06/01/2037 |
548,450 | ||||||
188 | Pool #970131 5.500%, 03/01/2038 |
208 | ||||||
161 | Pool #981313 5.500%, 06/01/2038 |
176 | ||||||
129 | Pool #985108 5.500%, 07/01/2038 |
142 | ||||||
54 | Pool #964930 5.500%, 08/01/2038 |
59 | ||||||
83 | Pool #987032 5.500%, 08/01/2038 |
92 | ||||||
113 | Pool #968371 5.500%, 09/01/2038 |
125 | ||||||
50 | Pool #993050 5.500%, 12/01/2038 |
55 | ||||||
21,192 | Pool #993579 4.000%, 05/01/2039 |
22,283 | ||||||
4,314 | Pool #AA5840 4.000%, 06/01/2039 |
4,537 | ||||||
62,561 | Pool #AA8715 4.000%, 06/01/2039 |
66,434 | ||||||
225,742 | Pool #AD0586 4.500%, 12/01/2039 |
244,894 | ||||||
662,342 | Pool #AD4062 5.000%, 05/01/2040 |
715,353 | ||||||
550,587 | Pool #AD6929 5.000%, 06/01/2040 |
594,734 | ||||||
14,477 | Pool #AD9896 4.000%, 08/01/2040 |
15,210 | ||||||
15,992 | Pool #AB1500 4.000%, 09/01/2040 |
16,806 | ||||||
13,896 | Pool #AD9856 4.000%, 09/01/2040 |
14,605 | ||||||
10,129 | Pool #AE2559 4.000%, 09/01/2040 |
10,643 | ||||||
3,479 | Pool #AE2562 4.000%, 09/01/2040 |
3,655 | ||||||
4,609 | Pool #AE2566 4.000%, 09/01/2040 |
4,822 | ||||||
29,904 | Pool #AE4124 4.000%, 10/01/2040 |
31,430 | ||||||
16,994 | Pool #AE4888 4.000%, 10/01/2040 |
17,864 | ||||||
25,233 | Pool #AE3916 4.000%, 11/01/2040 |
26,523 | ||||||
3,338 | Pool #AE5147 4.000%, 11/01/2040 |
3,507 | ||||||
42,890 | Pool #AE8715 4.000%, 11/01/2040 |
45,072 | ||||||
5,047 | Pool #AH0006 4.000%, 12/01/2040 |
5,304 | ||||||
13,438 | Pool #AH0020 4.000%, 12/01/2040 |
14,124 | ||||||
27,696 | Pool #AH0599 4.000%, 12/01/2040 |
29,112 | ||||||
8,714 | Pool #AH0601 4.000%, 12/01/2040 |
9,158 | ||||||
18,625 | Pool #AH1263 4.000%, 01/01/2041 |
19,569 |
75,695 | Pool #AL5233 4.000%, 01/01/2041 |
79,573 | ||||||
400,000 | Pool #TBA 3.500%, 01/15/2041 (d) |
410,719 | ||||||
400,000 | Pool #TBA 4.500%, 01/15/2041 (d) |
425,625 | ||||||
6,170 | Pool #AH4659 4.000%, 02/01/2041 |
6,485 | ||||||
83,838 | Pool #AH5653 4.000%, 02/01/2041 |
88,094 | ||||||
119,311 | Pool #AL0934 5.000%, 02/01/2041 |
128,863 | ||||||
165,226 | Pool #AD1889 4.500%, 03/01/2041 |
176,985 | ||||||
10,428 | Pool #AH6150 4.000%, 03/01/2041 |
10,954 | ||||||
106,857 | Pool #AL0215 4.500%, 04/01/2041 |
114,625 | ||||||
89,633 | Pool #AL0187 5.000%, 05/01/2041 |
96,767 | ||||||
15,368 | Pool #AL0456 5.000%, 06/01/2041 |
16,596 | ||||||
72,992 | Pool #AI8842 4.500%, 08/01/2041 |
78,003 | ||||||
38,404 | Pool #AL0815 4.000%, 09/01/2041 |
40,902 | ||||||
13,691 | Pool #AJ1562 4.000%, 10/01/2041 |
14,585 | ||||||
13,497 | Pool #AJ1972 4.000%, 10/01/2041 |
14,384 | ||||||
678,628 | Pool #AJ2212 4.500%, 10/01/2041 |
731,219 | ||||||
19,022 | Pool #AJ4756 4.000%, 10/01/2041 |
20,264 | ||||||
16,966 | Pool #AJ3330 4.000%, 11/01/2041 |
18,074 | ||||||
17,903 | Pool #AJ4549 4.000%, 11/01/2041 |
19,072 | ||||||
13,251 | Pool #AJ4698 4.000%, 11/01/2041 |
14,117 | ||||||
25,934 | Pool #AJ5424 4.000%, 11/01/2041 |
27,623 | ||||||
10,743 | Pool #AJ7840 4.000%, 11/01/2041 |
11,444 | ||||||
17,885 | Pool #AB3995 4.000%, 12/01/2041 |
19,053 | ||||||
17,109 | Pool #AI0848 4.000%, 12/01/2041 |
18,227 | ||||||
14,637 | Pool #AJ4187 4.000%, 12/01/2041 |
15,597 | ||||||
18,144 | Pool #AJ5736 4.000%, 12/01/2041 |
19,329 | ||||||
10,650 | Pool #AJ5968 4.000%, 12/01/2041 |
11,190 | ||||||
21,621 | Pool #AJ6061 4.000%, 12/01/2041 |
23,033 | ||||||
14,049 | Pool #AJ7868 4.000%, 12/01/2041 |
14,967 | ||||||
30,458 | Pool #AJ8104 4.000%, 12/01/2041 |
32,442 | ||||||
18,776 | Pool #AJ8109 4.000%, 12/01/2041 |
20,002 | ||||||
12,007 | Pool #AJ8171 4.000%, 12/01/2041 |
12,791 | ||||||
22,226 | Pool #AJ8341 4.000%, 12/01/2041 |
23,678 | ||||||
34,293 | Pool #AJ8436 4.000%, 12/01/2041 |
36,533 | ||||||
13,001 | Pool #AJ8912 4.000%, 12/01/2041 |
13,850 | ||||||
17,583 | Pool #AJ9248 4.000%, 12/01/2041 |
18,731 | ||||||
17,244 | Pool #AJ2446 4.000%, 01/01/2042 |
18,118 | ||||||
21,099 | Pool #AJ7538 4.000%, 01/01/2042 |
22,477 | ||||||
5,971 | Pool #AJ8001 4.000%, 01/01/2042 |
6,257 | ||||||
20,344 | Pool #AJ8369 4.000%, 01/01/2042 |
21,673 | ||||||
18,471 | Pool #AJ9162 4.000%, 01/01/2042 |
19,678 | ||||||
105,589 | Pool #AJ9330 4.000%, 01/01/2042 |
112,484 | ||||||
11,442 | Pool #AJ9779 4.000%, 01/01/2042 |
12,060 | ||||||
17,984 | Pool #AK0170 4.000%, 01/01/2042 |
19,158 | ||||||
36,449 | Pool #AK0543 4.000%, 01/01/2042 |
38,830 | ||||||
14,717 | Pool #AK0563 4.000%, 01/01/2042 |
15,678 | ||||||
30,484 | Pool #AK1827 4.000%, 01/01/2042 |
32,469 | ||||||
396,892 | Pool #AL2752 5.000%, 03/01/2042 |
428,844 | ||||||
89,902 | Pool #AB5529 4.000%, 07/01/2042 |
94,754 | ||||||
209,984 | Pool #AB6228 3.500%, 09/01/2042 |
216,812 | ||||||
411,321 | Pool #AQ9316 2.500%, 01/01/2043 |
398,966 | ||||||
1,133,541 | Pool #AT2720 3.000%, 05/01/2043 |
1,140,472 | ||||||
847,364 | Pool #AT5900 3.000%, 06/01/2043 |
852,165 | ||||||
468,686 | Pool #AU1625 3.500%, 07/01/2043 |
483,777 | ||||||
761,058 | Pool #AS5469 4.000%, 07/01/2045 |
801,466 |
906,092 | Pool #AZ0832 4.000%, 07/01/2045 |
948,687 | ||||||
164,001 | Pool #AS5597 3.500%, 08/01/2045 |
168,559 | ||||||
984,374 | Pool #AS7170 3.500%, 05/01/2046 |
1,011,524 | ||||||
1,001,295 | Pool #AS7242 3.500%, 05/01/2046 |
1,028,912 | ||||||
722,796 | Pool #BC9468 3.000%, 06/01/2046 |
723,389 | ||||||
927,053 | Pool #AS7492 4.000%, 07/01/2046 |
971,253 | ||||||
873,409 | Pool #AS8299 3.000%, 11/01/2046 |
875,728 | ||||||
609,400 | Pool #AS8947 3.500%, 03/01/2047 |
628,057 | ||||||
164,771 | Pool #MA3038 4.500%, 06/01/2047 |
175,741 | ||||||
Government National Mortgage Association |
||||||||
12,213 | Pool #614436X 5.000%, 08/15/2033 |
13,143 | ||||||
36,154 | Pool #736686X 5.000%, 02/15/2039 |
39,230 | ||||||
726,466 | Pool #723248X 5.000%, 10/15/2039 |
799,376 | ||||||
500,000 | Pool #TBA 3.500%, 01/15/2041 (d) |
517,024 | ||||||
377,757 | Pool #783403X 3.500%, 09/15/2041 |
391,032 | ||||||
1,300,000 | Pool #TBA 4.000%, 01/15/2042 (d) |
1,355,250 | ||||||
800,000 | Pool #TBA 3.000%, 01/15/2043 (d) |
807,313 | ||||||
1,400,000 | Pool #TBA 3.500%, 01/15/2043 (d) |
1,447,359 | ||||||
165,237 | Pool #MA4587M 4.000%, 07/20/2047 |
172,490 | ||||||
370,098 | Pool #MA4652M 3.500%, 08/20/2047 |
383,089 | ||||||
716,517 | Pool #MA4778M 3.500%, 10/20/2047 |
741,669 | ||||||
576,857 | Pool #MA4779M 4.000%, 10/20/2047 |
604,136 | ||||||
839,315 | Pool #MA4780M 4.500%, 10/20/2047 |
887,898 | ||||||
|
|
|||||||
Total Mortgage Backed Securities—U.S. Government Agency (Cost $37,469,888) |
37,744,152 | |||||||
|
|
|||||||
MUNICIPAL DEBT OBLIGATIONS—0.89% |
||||||||
California, GO, |
||||||||
80,000 | 7.550%, 04/01/2039 |
126,210 | ||||||
160,000 | 7.350%, 11/01/2039 |
240,691 | ||||||
290,000 | 7.625%, 03/01/2040 |
454,822 | ||||||
45,000 | 7.600%, 11/01/2040 |
72,054 | ||||||
160,000 | Chicago Transit Authority Sales & Transfer Tax Receipts, Series B, Revenue Bond, |
|||||||
6.899%, 12/01/2040 |
217,402 | |||||||
50,000 | Illinois, GO, |
|||||||
5.665%, 03/01/2018 |
50,273 | |||||||
15,000 | University of California Medical Center, Revenue Bond, |
|||||||
6.548%, 05/15/2048 |
21,325 | |||||||
|
|
|||||||
Total Municipal Debt Obligations (Cost $1,129,582) |
1,182,777 | |||||||
|
|
|||||||
U.S. TREASURY OBLIGATIONS—26.16% |
||||||||
U.S. Treasury Bonds—8.44% |
||||||||
943,249 | 0.125%, 07/15/2024 (g)(i) |
932,460 | ||||||
3,589,762 | 0.375%, 07/15/2027 (g) |
3,571,840 | ||||||
219,000 | 4.500%, 08/15/2039 |
286,150 | ||||||
320,000 | 4.375%, 11/15/2039 |
411,844 | ||||||
2,460,000 | 3.125%, 11/15/2041 |
2,645,269 | ||||||
545,000 | 3.625%, 08/15/2043 |
636,223 | ||||||
240,000 | 3.000%, 11/15/2045 |
252,103 | ||||||
2,365,000 | 2.500%, 05/15/2046 |
2,249,800 | ||||||
255,000 | 3.000%, 02/15/2047 |
268,233 |
U.S. Treasury Notes—17.72% |
||||||||
810,000 | 0.750%, 07/15/2019 |
796,474 | ||||||
900,000 | 1.625%, 03/15/2020 |
894,621 | ||||||
3,265,000 | 2.250%, 03/31/2021 |
3,287,192 | ||||||
841,000 | 1.125%, 09/30/2021 |
811,500 | ||||||
2,165,000 | 2.000%, 11/15/2021 |
2,158,826 | ||||||
3,745,000 | 2.000%, 02/15/2022 |
3,727,665 | ||||||
3,585,000 | 1.875%, 07/31/2022 |
3,536,896 | ||||||
300,000 | 2.000%, 02/15/2023 |
296,976 | ||||||
510,000 | 1.500%, 03/31/2023 |
491,742 | ||||||
4,005,000 | 1.625%, 04/30/2023 |
3,883,442 | ||||||
3,220,000 | 2.375%, 08/15/2024 (i) |
3,230,817 | ||||||
72,000 | 1.625%, 05/15/2026 (i) |
67,828 | ||||||
455,000 | 2.000%, 11/15/2026 |
440,408 | ||||||
|
|
|||||||
Total U.S. Treasury Obligations (Cost $34,667,709) |
34,878,309 | |||||||
|
|
|||||||
Number of Shares |
||||||||
SHORT TERM INVESTMENTS—0.61% |
||||||||
Money Market Funds—0.61% |
||||||||
818,528 | Deutsche Government Money Market Series—Institutional Shares |
818,528 | ||||||
|
|
|||||||
Total Short Term Investments (Cost $818,528) |
818,528 | |||||||
|
|
|||||||
INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING—1.63% |
||||||||
Investments Purchased with Proceeds from Securities Lending—1.63% |
||||||||
2,168,803 | Mount Vernon Liquid Assets Portfolio, LLC Effective Yield, 1.61% (e) |
2,168,803 | ||||||
|
|
|||||||
Total Investments Purchased with Proceeds from Securities Lending (Cost $2,168,803) |
2,168,803 | |||||||
|
|
|||||||
Total Investments (Cost $143,865,269)—108.89% |
145,204,278 | |||||||
Liabilities in Excess of Other Assets—(8.89)% |
(11,860,524 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS—100.00% |
$ | 133,343,754 | ||||||
|
|
Percentages are stated as a percent of net assets.
Principal amounts are denominated in the currency in which the security was purchased.
(a) | Variable rate security. The coupon is based on an underlying pool of assets. The rate reported is the rate in effect as of December 31, 2017 |
(b) | Securities were purchased exempt from registration in the U.S. pursuant to Rule 144A of the Securities Act of 1933 (the “Act”) or were acquired in a private placement, and, unless registered under the Act, may only be sold to “qualified institutional buyers” (as defined in the Act) or pursuant to another exemption from registration. The value of these securities total $23,868,572, which represents 17.90% of total net assets. |
(c) | All or portion of this security is on loan. |
(d) | Security purchased on a when-issued basis. On December 31, 2017, the total value of investments purchased on a when-issued basis was $8,446,181 or 6.33% of total net assets. |
(e) | Seven-day yield as of December 31, 2017. |
(f) | Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of December 31, 2017. |
(g) | Represents a U.S. Treasury Inflation Protected Security. |
(h) | These securities have been deemed illiquid according to the Fund’s liquidity guidelines. The value of these securities total $582,329, which represents 0.44% of total net assets. |
(i) | All or a portion of this security is held as collateral for certain swap and futures contracts. |
(j) | This security was fair valued in good faith by the Adviser’s Valuation Committee. The aggregate value of this security at December 31, 2017 was $118,763, which represents 0.09% of total net assets. |
(k) | Value determining using significant unobservable inputs. |
Glossary of Terms
LIBOR | London Interbank Offered Rate |
Schedule of Open Futures Contracts (Unaudited)
Description |
Number of Contracts Purchased / (Sold) |
Notional Value | Value | Settlement Month | Unrealized Appreciation (Depreciation) |
|||||||||||||||
U.S. Treasury 2 - Year Note Futures |
29 | 6,209,172 | $ | 453 | Mar-18 | $ | (6,147 | ) | ||||||||||||
U.S. Treasury 5 - Year Note Futures |
75 | 8,712,305 | 7,031 | Mar-18 | (19,972 | ) | ||||||||||||||
U.S. Treasury 10 - Year Note Futures |
(19 | ) | (2,356,891 | ) | (3,859 | ) | Mar-18 | 7,540 | ||||||||||||
U.S. Treasury Ultra Bond Futures |
15 | 2,514,844 | 5,621 | Mar-18 | 18,606 | |||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 9,246 | $ | 27 | |||||||||||||||||
|
|
|
|
Schedule of Open Swap Contracts (Unaudited)
Credit Default Swaps on Credit Indices - Sell Protection(1)
Implied Credit | Fixed | Upfront | Unrealized | |||||||||||||||||||||||||||||||||
Spread at | Pay | Maturity | Payment | Notional | Fair | Premiums | Appreciation | |||||||||||||||||||||||||||||
Reference Obligation |
12/31/2017(2) | Rate | Date | Counterparty | Frequency | Amount(3) | Value | Paid (Received) | (Depreciation) | |||||||||||||||||||||||||||
CDX NA IG S29 Index* |
0.49 | 1.000% | 12/20/2022 | |
Morgan Stanley |
|
Quarterly | $ | 4,325,000 | $ | 103,058 | $ | 95,657 | $ | 7,401 | |||||||||||||||||||||
|
|
|
|
|
|
|||||||||||||||||||||||||||||||
$ | 103,058 | $ | 95,657 | $ | 7,401 | |||||||||||||||||||||||||||||||
|
|
|
|
|
|
Interest Rate Swaps (Unaudited)
Upfront | Unrealized | |||||||||||||||||||||||||||||
Pay/Receive | Pay | Maturity | Payment | Notional | Fair | Premiums | Appreciation | |||||||||||||||||||||||
Floating Rate |
Floating Rate Index |
Rate | Date | Counterparty |
Frequency |
Amount | Value | Paid (Received) | (Depreciation) | |||||||||||||||||||||
Receive |
3-MO-USD-LIBOR** | 2.250 | % | 9/21/2026 | Morgan Stanley | Quarterly | $ | 4,143,000 | $ | 35,314 | ($ | 181,289 | ) | $ | 216,603 | |||||||||||||||
Receive |
3-MO-USD-LIBOR** | 2.750 | % | 12/20/2047 | Morgan Stanley | Quarterly | $ | 775,000 | ($ | 42,882 | ) | ($ | 30,936 | ) | ($ | 11,946 | ) | |||||||||||||
|
|
|
|
|
|
|||||||||||||||||||||||||
($ | 7,568 | ) | ($ | 212,225 | ) | $ | 204,657 | |||||||||||||||||||||||
|
|
|
|
|
|
1) | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
2) | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on U.S. municipal issues, corporate issues or sovereign issues of an emerging country as of period end serve as an indicator of the current status of the payment/ performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. A credit spread identified as “Defaulted” indicates a credit event has occurred for the referenced entity or obligation. |
3) | The maximum potential amount the Fund could be required to pay as seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
* | Centrally cleared swap, clearing agent: Intercontinental Exchange |
** | Centrally cleared swap, clearing agent: Clearnet |
GuideMark® Tax-Exempt Fixed Income Fund
Schedule of Investments (Unaudited)
Principal Amount |
Value | |||||||
MUNICIPAL DEBT OBLIGATIONS—97.83% |
||||||||
Alabama—0.45% |
||||||||
$100,000 | The Lower Alabama Gas District, Series A, Revenue Bond, |
|||||||
5.000%, 09/01/2034 |
$ | 124,575 | ||||||
|
|
|||||||
Arizona—2.44% |
||||||||
Arizona Board of Regents, Refunding, Revenue Bond, |
||||||||
145,000 | 5.000%, 07/01/2028 |
164,611 | ||||||
55,000 | 5.000%, 07/01/2028 |
62,261 | ||||||
150,000 | Arizona Industrial Development Authority, Revenue Bond, |
|||||||
6.000%, 07/01/2047 |
161,229 | |||||||
Pima County Industrial Development Authority, Revenue Bond, |
||||||||
35,000 | 5.000%, 06/15/2047 |
35,110 | ||||||
30,000 | 5.000%, 06/15/2052 |
29,901 | ||||||
150,000 | Salt Verde Financial Corp., Revenue Bond, |
|||||||
5.000%, 12/01/2037 |
188,004 | |||||||
40,000 | Tempe Industrial Development Authority, Series A, Revenue Bond, |
|||||||
6.125%, 10/01/2052 |
41,133 | |||||||
|
|
|||||||
682,249 | ||||||||
|
|
|||||||
Arkansas—0.95% |
||||||||
250,000 | University of Arkansas, Series A, Revenue Bond, |
|||||||
4.125%, 11/01/2030 |
264,265 | |||||||
|
|
|||||||
California—12.80% |
||||||||
500,000 | California, GO, |
|||||||
6.500%, 04/01/2033 |
531,270 | |||||||
300,000 | California, Refunding, GO, |
|||||||
5.000%, 11/01/2043 |
345,702 | |||||||
100,000 | California Municipal Finance Authority, Community Medical Centers, Series A, Refunding, Revenue Bond, |
|||||||
5.000%, 02/01/2042 |
114,505 | |||||||
195,000 | California Municipal Finance Authority, Mobile Home Park, Series A, Prerefunded, Revenue Bond, |
|||||||
6.400%, 08/15/2045 |
215,338 | |||||||
200,000 | California State University, Series A, Refunding, Revenue Bond, |
|||||||
5.000%, 11/01/2031 |
236,708 | |||||||
California Statewide Communities Development Authority, Series A, Revenue Bond, |
||||||||
160,000 | 6.125%, 11/01/2033 |
187,290 | ||||||
150,000 | 5.250%, 12/01/2056 |
166,554 | ||||||
300,000 | California Statewide Communities Development Authority, Series A, Revenue Bond, CMI Insured, |
|||||||
5.000%, 08/01/2034 |
340,542 | |||||||
100,000 | Golden State Tobacco Securitization Corp., Series A, Revenue Bond, |
|||||||
4.000%, 06/01/2031 |
107,355 | |||||||
100,000 | Golden State Tobacco Securitization Corp., Series A-1, Refunding, Revenue Bond, |
|||||||
5.000%, 06/01/2024 |
114,914 | |||||||
500,000 | Los Angeles Department of Airports, Series A, Revenue Bond, |
|||||||
5.250%, 05/15/2029 |
525,120 | |||||||
250,000 | M-S-R Energy Authority, Revenue Bond, |
|||||||
6.500%, 11/01/2039 |
367,235 | |||||||
300,000 | San Mateo Joint Powers Financing Authority, Series A, Refunding, Revenue Bond, |
|||||||
5.250%, 07/15/2025 |
321,693 | |||||||
|
|
|||||||
3,574,226 | ||||||||
|
|
|||||||
Colorado—3.45% |
||||||||
150,000 | Castle Pines North Metropolitan District, Refunding, Revenue Bond, |
|||||||
4.000%, 12/01/2044 |
151,294 |
130,000 | Colorado Health Facilities Authority, Revenue Bond, |
|||||||
8.000%, 08/01/2043 |
151,327 | |||||||
220,000 | Public Authority for Colorado Energy, Revenue Bond, |
|||||||
6.500%, 11/15/2038 |
317,555 | |||||||
300,000 | Regional Transportation District, Series A, Revenue Bond, |
|||||||
5.000%, 11/01/2027 |
342,849 | |||||||
|
|
|||||||
963,025 | ||||||||
|
|
|||||||
Connecticut—0.73% |
||||||||
200,000 | Connecticut Health & Educational Facilities Authority, Series A, Refunding, Revenue Bond, |
|||||||
5.000%, 07/01/2025 |
203,576 | |||||||
|
|
|||||||
Florida—5.06% |
||||||||
300,000 | Brevard County Health Facilities Authority, Prerefunded, Revenue Bond, |
|||||||
7.000%, 04/01/2039 |
320,025 | |||||||
100,000 | Florida Development Finance Corp., Revenue Bond, |
|||||||
5.625%, 01/01/2047 (a) |
104,306 | |||||||
225,000 | Miami-Dade County Educational Facilities, Series A, Refunding, Revenue Bond, |
|||||||
5.000%, 04/01/2040 |
257,245 | |||||||
250,000 | Miami-Dade County Health Facilities Authority, Revenue Bond, |
|||||||
5.000%, 08/01/2047 |
288,468 | |||||||
355,000 | Miami-Dade County Health Facilities, Series A, Refunding, Revenue Bond, |
|||||||
5.250%, 08/01/2021 |
380,801 | |||||||
40,000 | Palm Beach County Florida Health Facilities Authority, Series A, Refunding, Revenue Bond, |
|||||||
7.500%, 06/01/2049 |
48,587 | |||||||
10,000 | Palm Beach County Florida Health Facilities Authority, Series A, Revenue Bond, |
|||||||
7.250%, 06/01/2034 |
12,081 | |||||||
|
|
|||||||
1,411,513 | ||||||||
|
|
|||||||
Georgia—2.11% |
||||||||
300,000 | Atlanta Water & Wastewater, Refunding, Revenue Bond, |
|||||||
5.000%, 11/01/2040 |
349,704 | |||||||
125,000 | Atlanta Water & Wastewater, Series A, Prerefunded, Revenue Bond, |
|||||||
6.250%, 11/01/2039 |
135,544 | |||||||
100,000 | Marietta Development Authority, Prerefunded, Revenue Bond, |
|||||||
7.000%, 06/15/2039 |
102,474 | |||||||
|
|
|||||||
587,722 | ||||||||
|
|
|||||||
Illinois—9.50% |
||||||||
65,000 | Chicago, Series A, Refunding, GO, |
|||||||
5.250%, 01/01/2029 |
70,810 | |||||||
Chicago Board of Education, Revenue Bond, |
||||||||
100,000 | 5.000%, 04/01/2042 |
109,324 | ||||||
100,000 | 5.000%, 04/01/2046 |
108,917 | ||||||
100,000 | Chicago Board of Education, Series G, Refunding, GO, |
|||||||
5.000%, 12/01/2044 |
102,910 | |||||||
100,000 | Chicago Board of Education, Series H, GO, |
|||||||
5.000%, 12/01/2036 |
103,231 | |||||||
70,000 | Chicago Waterworks, Revenue Bond, |
|||||||
5.000%, 11/01/2028 |
81,551 | |||||||
Illinois, GO, |
||||||||
20,000 | 5.000%, 05/01/2036 |
21,050 | ||||||
30,000 | 5.000%, 02/01/2039 |
31,472 | ||||||
195,000 | Illinois, Refunding, GO, |
|||||||
5.000%, 02/01/2026 |
213,554 | |||||||
30,000 | Illinois, Series A, GO, |
|||||||
5.000%, 04/01/2038 |
31,318 | |||||||
150,000 | Illinois, Series D, GO, |
|||||||
5.000%, 11/01/2028 |
163,997 | |||||||
225,000 | Illinois Finance Authority, Prerefunded, Revenue Bond, |
|||||||
7.000%, 08/15/2044 |
243,855 |
160,000 | Illinois Finance Authority, Refunding, Revenue Bond, |
|||||||
5.000%, 12/01/2047 |
169,618 | |||||||
140,000 | Illinois Finance Authority, Series A, Revenue Bond, |
|||||||
5.000%, 02/15/2047 |
154,848 | |||||||
95,000 | Metropolitan Pier & Exposition Authority, Revenue Bond, |
|||||||
5.000%, 06/15/2057 |
103,466 | |||||||
100,000 | O’Hare International Airport, Series B, Refunding, Revenue Bond, |
|||||||
5.000%, 01/01/2032 |
115,258 | |||||||
150,000 | O’Hare International Airport, Series D, Refunding, Revenue Bond, |
|||||||
5.250%, 01/01/2030 |
171,603 | |||||||
500,000 | Railsplitter Tobacco Settlement Authority, Revenue Bond, |
|||||||
6.250%, 06/01/2024 |
500,865 | |||||||
120,000 | Southwestern Illinois Development Authority, Prerefunded, Revenue Bond, |
|||||||
7.125%, 11/01/2043 |
153,667 | |||||||
|
|
|||||||
2,651,314 | ||||||||
|
|
|||||||
Indiana—4.40% |
||||||||
500,000 | Fishers Redevelopment District, Prerefunded, Revenue Bond, |
|||||||
5.250%, 07/15/2034 |
536,575 | |||||||
100,000 | Indiana Health Facility Financing Authority, Series 2001A-1, Revenue Bond, |
|||||||
5.000%, 11/15/2034 |
117,438 | |||||||
250,000 | Indiana Municipal Power Agency, Series A, Prerefunded, Revenue Bond, |
|||||||
5.250%, 01/01/2032 |
293,785 | |||||||
125,000 | Shoals Exempt Facilities, Revenue Bond, |
|||||||
7.250%, 11/01/2043 |
142,921 | |||||||
115,000 | Valparaiso Exempt Facilities, Revenue Bond, |
|||||||
7.000%, 01/01/2044 |
137,832 | |||||||
|
|
|||||||
1,228,551 | ||||||||
|
|
|||||||
Kentucky—0.99% |
||||||||
250,000 | Kentucky Economic Development Finance Authority, Series A, Revenue Bond, |
|||||||
5.000%, 06/01/2045 |
275,623 | |||||||
|
|
|||||||
Louisiana—0.84% |
||||||||
200,000 | Louisiana Highway Improvement, Series A, Revenue Bond, |
|||||||
5.000%, 06/15/2029 |
235,738 | |||||||
|
|
|||||||
Maryland—1.78% |
||||||||
250,000 | City of Baltimore, Refunding, Revenue Bond, |
|||||||
5.000%, 09/01/2046 |
280,505 | |||||||
200,000 | Westminster Project Revenue, Lutheran Village at Miller’s Grant, Series A, Revenue Bond, |
|||||||
6.000%, 07/01/2034 |
214,986 | |||||||
|
|
|||||||
495,491 | ||||||||
|
|
|||||||
Massachusetts—0.70% |
||||||||
190,000 | Massachusetts Development Finance Agency, Series A, Prerefunded, Revenue Bond, |
|||||||
5.500%, 11/15/2036 |
196,667 | |||||||
|
|
|||||||
Michigan—0.40% |
||||||||
100,000 | Royal Oak Hospital Finance Authority, Series D, Refunding, Revenue Bond, |
|||||||
5.000%, 09/01/2033 |
112,510 | |||||||
|
|
|||||||
Minnesota—2.83% |
||||||||
100,000 | Apple Valley Senior Living, Series D, Revenue Bond, |
|||||||
7.250%, 01/01/2052 |
102,115 | |||||||
160,000 | Minneapolis-St. Paul Metropolitan Airports Commission, Series A, Refunding, Revenue Bond, |
|||||||
5.000%, 01/01/2030 |
186,203 | |||||||
150,000 | Rochester Health Care & Housing Facility, Series A, Refunding, Revenue Bond, |
|||||||
6.875%, 12/01/2048 |
171,648 | |||||||
300,000 | Rochester Health Care Facilities Mayo Clinic, Series C, Revenue Bond, |
|||||||
4.500%, 11/15/2038 (a) |
330,708 | |||||||
|
|
|||||||
790,674 | ||||||||
|
|
Missouri—2.26% |
||||||||
250,000 | Conley Road Transportation Development District, Revenue Bond, |
|||||||
5.375%, 05/01/2047 |
257,375 | |||||||
350,000 | St. Louis Airport, Revenue Bond, |
|||||||
6.625%, 07/01/2034 |
374,252 | |||||||
|
|
|||||||
631,627 | ||||||||
|
|
|||||||
Montana—0.38% |
||||||||
100,000 | City of Kalispell, Series A, Revenue Bond, |
|||||||
5.250%, 05/15/2047 |
105,832 | |||||||
|
|
|||||||
Nebraska—2.86% |
||||||||
75,000 | Central Plains Energy Project, Revenue Bond, |
|||||||
5.000%, 09/01/2042 |
96,695 | |||||||
130,000 | Douglas County Hospital Authority No. 3, Refunding, Revenue Bond, |
|||||||
5.000%, 11/01/2024 |
151,663 | |||||||
500,000 | Omaha Public Power District, Series B, Prerefunded, Revenue Bond, |
|||||||
5.000%, 02/01/2027 |
549,425 | |||||||
|
|
|||||||
797,783 | ||||||||
|
|
|||||||
New Hampshire—0.48% |
||||||||
120,000 | New Hampshire Health & Educational Facilities Authority, Refunding, Revenue Bond, |
|||||||
5.000%, 07/01/2027 |
133,272 | |||||||
|
|
|||||||
New Jersey—2.47% |
||||||||
150,000 | New Jersey Economic Development Authority, Refunding, Revenue Bond, |
|||||||
5.250%, 06/15/2030 |
168,966 | |||||||
100,000 | New Jersey Turnpike Authority, Revenue Bond, |
|||||||
4.000%, 01/01/2043 |
106,709 | |||||||
25,000 | South Jersey Port Corp., Series A, Revenue Bond, |
|||||||
5.000%, 01/01/2049 |
27,563 | |||||||
395,000 | Tobacco Settlement Financing Corp., Series 1A, Refunding, Revenue Bond, |
|||||||
5.000%, 06/01/2041 |
384,880 | |||||||
|
|
|||||||
688,118 | ||||||||
|
|
|||||||
New York—8.65% |
||||||||
325,000 | Brooklyn Arena Local Development Corp., Prerefunded, Revenue Bond, |
|||||||
6.500%, 07/15/2030 |
356,389 | |||||||
90,000 | Long Island Power Authority, Revenue Bond, |
|||||||
5.000%, 09/01/2047 |
105,739 | |||||||
200,000 | New York, Series E, GO, |
|||||||
4.000%, 12/15/2027 |
214,174 | |||||||
270,000 | New York City, Series I, Unrefunded, GO, |
|||||||
5.375%, 04/01/2036 |
282,741 | |||||||
140,000 | New York City Industrial Development Agency, Revenue Bond, |
|||||||
5.750%, 10/01/2036 |
139,986 | |||||||
40,000 | New York City Industrial Development Agency, Series A, Refunding, Revenue Bond, |
|||||||
5.000%, 07/01/2022 |
44,514 | |||||||
100,000 | New York Dormitory Authority, Refunding, Revenue Bond, |
|||||||
5.000%, 12/01/2035 |
112,192 | |||||||
250,000 | New York Dormitory Authority, Series B, Refunding, Revenue Bond, |
|||||||
5.000%, 07/01/2038 |
281,740 | |||||||
500,000 | New York Environmental Facilities Corp., Series B, Prerefunded, Revenue Bond, |
|||||||
5.500%, 10/15/2027 |
645,985 | |||||||
175,000 | New York Liberty Development Corp., Refunding, Revenue Bond, |
|||||||
5.250%, 10/01/2035 |
230,001 | |||||||
|
|
|||||||
2,413,461 | ||||||||
|
|
|||||||
North Carolina—1.30% |
||||||||
320,000 | North Carolina Eastern Municipal Power Agency Power Systems, Series A, Prerefunded, Revenue Bond, |
|||||||
5.000%, 01/01/2025 |
364,019 | |||||||
|
|
Ohio—4.53% |
||||||||
550,000 | Buckeye Tobacco Settlement Financial Authority, Series A, Revenue Bond, |
|||||||
5.875%, 06/01/2047 |
532,125 | |||||||
135,000 | County of Cuyahoga, Revenue Bond, |
|||||||
5.250%, 02/15/2047 |
150,398 | |||||||
200,000 | Ohio, Series A, Refunding, Revenue Bond, |
|||||||
5.000%, 01/01/2031 |
243,778 | |||||||
300,000 | Ohio Higher Education Facilities Commission, Refunding, Revenue Bond, |
|||||||
5.000%, 01/01/2026 |
338,943 | |||||||
|
|
|||||||
1,265,244 | ||||||||
|
|
|||||||
Pennsylvania—2.42% |
||||||||
350,000 | Butler County Hospital Authority, Prerefunded, Revenue Bond, |
|||||||
7.125%, 07/01/2029 |
377,846 | |||||||
200,000 | Pennsylvania Higher Educational Facilities Authority, Prerefunded, Revenue Bond, |
|||||||
5.800%, 07/01/2030 |
220,356 | |||||||
65,000 | Pennsylvania Turnpike Commission, Series A-1, Revenue Bond, |
|||||||
5.000%, 12/01/2047 |
75,951 | |||||||
|
|
|||||||
674,153 | ||||||||
|
|
|||||||
South Carolina—1.67% |
||||||||
400,000 | Charleston Educational Excellence Financing Corp., Refunding, Revenue Bond, |
|||||||
5.000%, 12/01/2025 |
466,336 | |||||||
|
|
|||||||
South Dakota—0.40% |
||||||||
100,000 | South Dakota Educational Enhancement Funding Corp. Tobaccos Settlement, Series B, Refunding, Revenue Bond, |
|||||||
5.000%, 06/01/2026 |
111,132 | |||||||
|
|
|||||||
Texas—9.35% |
||||||||
150,000 | Aldine Independent School District, Refunding, Revenue Bond, PSF-GTD Insured, |
|||||||
5.000%, 02/15/2045 |
177,845 | |||||||
200,000 | Central Texas Regional Mobility Authority, Series A, Prerefunded, Revenue Bond, |
|||||||
6.000%, 01/01/2041 |
225,066 | |||||||
100,000 | Central Texas Turnpike System, Series C, Refunding, Revenue Bond, |
|||||||
5.000%, 08/15/2029 |
115,354 | |||||||
200,000 | Dallas-Fort Worth International Airport, Series B, Revenue Bond, |
|||||||
5.000%, 11/01/2026 |
227,278 | |||||||
200,000 | New Hope Cultural Education Facilities Corp., Series A-1, Revenue Bond, |
|||||||
5.000%, 07/01/2046 |
222,502 | |||||||
350,000 | North Texas Tollway Authority, Refunding, Revenue Bond, |
|||||||
4.000%, 01/01/2038 |
372,617 | |||||||
300,000 | North Texas Tollway Authority, Series A, Refunding, Revenue Bond, |
|||||||
5.000%, 01/01/2043 |
354,036 | |||||||
100,000 | North Texas Tollway Authority, Series B, Refunding, Revenue Bond, |
|||||||
5.000%, 01/01/2029 |
117,918 | |||||||
100,000 | Tarrant County Cultural Education Facilities Finance Corp., Revenue Bond, |
|||||||
6.625%, 11/15/2037 |
112,506 | |||||||
Texas Private Activity Surface Transportation Corp., Revenue Bond, |
||||||||
200,000 | 7.500%, 12/31/2031 |
221,984 | ||||||
200,000 | 7.500%, 06/30/2033 |
226,658 | ||||||
85,000 | 7.000%, 12/31/2038 |
101,356 | ||||||
115,000 | 6.750%, 06/30/2043 |
135,198 | ||||||
|
|
|||||||
2,610,318 | ||||||||
|
|
Utah—2.42% |
||||||||
100,000 | Salt Lake City Corp. Airport, Series B, Revenue Bond, |
|||||||
5.000%, 07/01/2042 |
118,230 | |||||||
500,000 | Utah Associated Municipal Power Systems San Juan Project, Refunding, Revenue Bond, |
|||||||
5.500%, 06/01/2022 |
557,590 | |||||||
|
|
|||||||
675,820 | ||||||||
|
|
|||||||
Virginia—1.96% |
||||||||
400,000 | Virginia College Building Educational Facilities Authority, Revenue Bond, |
|||||||
5.750%, 01/01/2034 |
548,248 | |||||||
|
|
|||||||
Washington—2.23% |
||||||||
325,000 | Central Puget Sound Regional Transit Authority, Series P-1, Refunding, Revenue Bond, |
|||||||
5.000%, 02/01/2027 |
366,119 | |||||||
250,000 | Washington Health Care Facilities Authority, Refunding, Revenue Bond, |
|||||||
6.375%, 10/01/2036 |
257,540 | |||||||
|
|
|||||||
623,659 | ||||||||
|
|
|||||||
Wisconsin—5.02% |
||||||||
10,000 | Wisconsin, Series 2, Prerefunded, GO, |
|||||||
5.000%, 05/01/2025 |
11,313 | |||||||
490,000 | Wisconsin, Series 2, Unrefunded, GO, |
|||||||
5.000%, 05/01/2025 |
553,680 | |||||||
150,000 | Wisconsin, Series A, Unrefunded, Revenue Bond, |
|||||||
6.000%, 05/01/2033 |
158,777 | |||||||
100,000 | Wisconsin Health & Educational Facilities Authority, Refunding, Revenue Bond, |
|||||||
5.000%, 05/01/2025 |
113,106 | |||||||
Wisconsin Public Finance Authority, Refunding, Revenue Bond, |
||||||||
155,000 | 5.000%, 07/01/2022 |
164,695 | ||||||
150,000 | 5.750%, 10/01/2031 |
152,722 | ||||||
225,000 | 5.250%, 05/15/2047 |
245,840 | ||||||
|
|
|||||||
1,400,133 | ||||||||
|
|
|||||||
Total Municipal Debt Obligations (Cost $25,498,550) |
27,306,874 | |||||||
|
|
|||||||
Number of Shares |
||||||||
SHORT TERM INVESTMENTS—1.42% |
||||||||
Money Market Funds—1.42% |
||||||||
397,718 | Government TaxAdvantage Portfolio—Institutional Shares |
|||||||
Effective Yield, 1.07% (b) |
397,718 | |||||||
|
|
|||||||
Total Short Term Investments (Cost $397,718) |
397,718 | |||||||
|
|
|||||||
Total Investments (Cost $25,896,268)—99.25% |
27,704,592 | |||||||
Other Assets and Liabilities—0.75% |
208,836 | |||||||
|
|
|||||||
TOTAL NET ASSETS—100.00% |
$ | 27,913,428 | ||||||
|
|
Percentages are stated as a percent of net assets.
(a) | Adjustable Rate Security – The rate is determined by the Remarketing Agent. |
(b) | Seven-day yield as of December 31, 2017. |
Glossary of Terms
CMI | California Mortgage Insurance | |
GO | General Obligation | |
PSF-GTD | Texas Permanent School Fund |
The Global Industry Classification Standard (“GICS®”) was developed by and/or is the exclusive property of MSCI, Inc. (MSCI”) and Standard & Poor’s Financial Services LLC (“S&P”). GICS is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC.
Security Valuation
The Funds have adopted authoritative fair valuation accounting standards which establish an authoritative definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value and a discussion in changes in valuation techniques and related inputs, if any, during the period. In addition, these standards require expanded disclosure for each major category of assets. These inputs are summarized in the three broad levels listed below:
Level 1 - Quoted prices in active markets for identical securities.
Level 2 - Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3 - Significant unobservable inputs (including the Funds’ own assumptions in determining the fair value of investments).
During the period, certain of the securities and other instruments held by the Funds were categorized as Level 2 or Level 3 based upon the inputs and methodologies used to determine the fair value of the security or instrument. Descriptions of the inputs and valuation methodologies used to determine the fair values of each class of investments within Level 2 and Level 3 are set forth below.
Level 2 Investments. The Funds’ investments that were categorized as Level 2 include: (1) certain fixed income securities, including asset-backed securities, collateralized mortgage obligations, corporate obligations, U.S. and foreign government obligations, mortgage-backed securities and municipal bonds; (2) certain foreign common stocks, preferred stocks, participatory notes, and real estate investment trusts; and (3) certain over-the-counter derivative instruments, including futures and swaps.
Fixed income securities are normally valued by pricing vendors that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The service providers’ internal models typically use inputs that are observable such as institutional-sized trading in similar groups of securities, yield, credit quality, coupon rate, maturity, type of issue, trading characteristics and other market data.
Certain common stocks that trade on foreign exchanges are subject to valuation adjustments. These valuation adjustments are applied to the foreign exchange-traded common stocks to account for the market movement between the close of the foreign market in which the security is traded and the close of the New York Stock Exchange. These securities are valued using pricing vendors that consider the correlation patterns of price movements of the foreign security to the intraday trading in the U.S. markets.
Foreign currency contracts and swaps derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued using pricing vendors. Depending upon the instrument, its value may be provided by a pricing vendor using a series of techniques, including pricing models. The pricing models typically use inputs that are observed from active markets such as indices, spreads, interest rates, curves, dividends and exchange rates.
Level 3 Investments. The Funds’ investments that were categorized as Level 3 include: fair valued securities.
Fair valued securities are normally valued by pricing vendors using relevant observable inputs, as described above. In certain circumstances, the types of observable inputs that are typically used by a pricing service may be unavailable or deemed by the pricing service to be unreliable. In these instances, the pricing vendor may value the security based upon significant unobservable inputs, or the pricing vendor may not provide a value for the security. To the extent that a pricing vendor does not provide a value for a particular security, or the pricing vendor provides a value that the Valuation Committee does not believe accurately reflects the value of the security, the security will be valued by the Valuation Committee based upon the information available to the Committee at the time of valuation and in accordance with procedures adopted by the Board. These methodologies may require subjective judgments and determinations about the value of a particular security. When significant unobservable inputs are used to value a security, the security is categorized as Level 3.
To verify Level 3 unobservable inputs, the Valuation Committee uses a variety of techniques as appropriate to substantiate these valuation approaches including a regular review of key inputs and assumptions, transaction back-testing or disposition analysis and review of related market activity.
The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities.
The following is a summary of the inputs used to value the Funds’ net assets as of December 31, 2017:
GuideMark® Large Cap Core Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Common Stocks |
$ | 286,724,786 | $ | — | $ | — | $ | 286,724,786 | ||||||||
Investment Companies |
8,526,035 | — | — | 8,526,035 | ||||||||||||
Real Estate Investment Trusts |
6,877,329 | — | — | 6,877,329 | ||||||||||||
Short Term Investments |
2,324,234 | — | — | 2,324,234 | ||||||||||||
Investments Purchased with Proceeds from Securities Lending Collateral* |
— | — | — | 42,050,718 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 304,452,384 | $ | — | $ | — | $ | 346,503,102 | ||||||||
|
|
|
|
|
|
|
|
* | Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Schedule of Investments. |
For further information regarding security characteristics, see the Schedule of Investments. There were no transfers in or out of Levels 1, 2 or 3. Transfers between levels are recognized at the end of the reporting period.
GuideMark® Emerging Markets Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Common Stocks |
||||||||||||||||
Consumer Discretionary |
$ | 4,832,916 | $ | 5,997,967 | $ | — | $ | 10,830,883 | ||||||||
Consumer Staples |
4,952,213 | 3,883,250 | — | 8,835,463 | ||||||||||||
Energy |
1,566,799 | 4,836,854 | — | 6,403,653 | ||||||||||||
Financials |
2,314,507 | 17,482,415 | — | 19,796,922 | ||||||||||||
Health Care |
307,529 | 2,148,686 | — | 2,456,215 | ||||||||||||
Industrials |
116,267 | 4,185,323 | — | 4,301,590 | ||||||||||||
Information Technology |
7,148,414 | 23,030,287 | — | 30,178,701 | ||||||||||||
Materials |
947,155 | 3,630,410 | — | 4,577,565 | ||||||||||||
Real Estate |
— | 2,870,186 | — | 2,870,186 | ||||||||||||
Telecommunication Services |
1,583,306 | 3,160,777 | — | 4,744,083 | ||||||||||||
Utilities |
395,801 | 1,187,382 | — | 1,583,183 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Common Stocks |
24,164,907 | 72,413,537 | — | 96,578,444 | ||||||||||||
Investment Companies |
11,108,791 | — | — | 11,108,791 | ||||||||||||
Preferred Stocks |
||||||||||||||||
Consumer Staples |
144,517 | 409,658 | — | 554,175 | ||||||||||||
Energy |
— | 473,324 | — | 473,324 | ||||||||||||
Financials |
131,747 | 1,552,692 | — | 1,684,439 | ||||||||||||
Information Technology |
— | 884,125 | — | 884,125 | ||||||||||||
Materials |
479,091 | 350,814 | — | 829,905 | ||||||||||||
Total Preferred Stocks |
755,355 | 3,670,613 | — | 4,425,968 | ||||||||||||
Real Estate Investment Trusts |
221,160 | — | — | 221,160 | ||||||||||||
Short Term Investments |
614,471 | — | — | 614,471 | ||||||||||||
Investments Purchased with Proceeds from Securities Lending Collateral* |
— | — | — | 6,664,206 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 36,864,684 | $ | 76,084,150 | $ | — | $ | 119,613,040 | ||||||||
|
|
|
|
|
|
|
|
* | Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Schedule of Investments. |
For further information regarding security characteristics, see the Schedule of Investments.
Below is a reconciliation that details the transfer of securities between Level 1 and Level 2 during the reporting period:
Description |
Investments in Securities | |||
Transfers into Level 1 |
$ | 7,712,694 | ||
Transfers out of Level 1 |
(9,433,543 | ) | ||
|
|
|||
Net Transfers into/(out of) Level 1 |
$ | (1,720,849 | ) | |
|
|
|||
Transfers into Level 2 |
$ | 9,433,543 | ||
Transfers out of Level 2 |
(7,712,694 | ) | ||
|
|
|||
Net Transfers into/(out of) Level 2 |
$ | 1,720,849 | ||
|
|
Transfers between Level 1 and Level 2 were made due to valuation adjustments for certain foreign common stocks applied at the beginning or end of the reporting period when correlation patterns of price movements of foreign securities to the intraday trading in the U.S. markets reached the Fund’s predeterminded threshold.
There were no transfers in or out of Level 3. Transfers between levels are recognized at the end of the reporting period.
GuideMark® Small/Mid Cap Core Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Common Stocks |
$ | 49,128,109 | $ | — | $ | 0 | $ | 49,128,109 | ||||||||
Investment Companies |
1,593,828 | — | — | 1,593,828 | ||||||||||||
Real Estate Investment Trusts |
3,366,743 | — | — | 3,366,743 | ||||||||||||
Rights |
— | — | 0 | 0 | ||||||||||||
Short Term Investments |
356,681 | — | — | 356,681 | ||||||||||||
Investments Purchased with Proceeds from Securities Lending Collateral* |
— | — | — | 12,238,946 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 54,445,361 | $ | — | $ | — | $ | 66,684,307 | ||||||||
|
|
|
|
|
|
|
|
* | Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Schedule of Investments. |
For further information regarding security characteristics, see the Schedule of Investments. There were no transfers in or out of Levels 1, 2 or 3. Transfers between levels are recognized at the end of the reporting period.
Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value.
Description |
Common Stocks | Rights | ||||||
Balance as of April 1, 2017 |
$ | 0 | $ | 0 | ||||
Purchases |
— | — | ||||||
Sales proceeds and paydowns |
— | — | ||||||
Accreted discounts, net |
— | — | ||||||
Realized gain (loss) |
— | — | ||||||
Change in unrealized appreciation (depreciation) |
— | — | ||||||
Transfers into/(out of) Level 3 |
— | — | ||||||
|
|
|
|
|||||
Balance as of December 31, 2017 |
$ | 0 | $ | 0 | ||||
|
|
|
|
|||||
Change in unrealized appreciation (depreciation) during the period for Level 3 investments held at December 31, 2017. |
$ | — | $ | — | ||||
|
|
|
|
GuideMark® World ex-US Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Common Stocks |
||||||||||||||||
Consumer Discretionary |
$ | 2,494,835 | $ | 29,170,986 | $ | — | $ | 31,665,821 | ||||||||
Consumer Staples |
2,662,550 | 21,791,960 | — | 24,454,510 | ||||||||||||
Energy |
1,135,259 | 4,182,958 | — | 5,318,217 | ||||||||||||
Financials |
8,363,180 | 33,089,030 | — | 41,452,210 | ||||||||||||
Health Care |
2,379,757 | 15,918,306 | — | 18,298,063 | ||||||||||||
Industrials |
783,146 | 26,568,911 | — | 27,352,057 | ||||||||||||
Information Technology |
886,336 | 16,485,717 | — | 17,372,053 | ||||||||||||
Materials |
1,813,911 | 13,971,204 | — | 15,785,115 | ||||||||||||
Real Estate |
— | 2,940,503 | — | 2,940,503 | ||||||||||||
Telecommunication Services |
675,008 | 4,322,903 | — | 4,997,911 | ||||||||||||
Utilities |
393,804 | 3,672,719 | — | 4,066,523 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Common Stocks |
21,587,786 | 172,115,197 | — | 193,702,983 | ||||||||||||
Investment Companies |
5,206,966 | — | — | 5,206,966 | ||||||||||||
Participatory Notes |
— | 61,637 | — | 61,637 | ||||||||||||
Preferred Stocks |
||||||||||||||||
Consumer Discretionary |
— | 64,314 | 467 | 64,781 | ||||||||||||
Materials |
— | 319,186 | — | 319,186 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Preferred Stocks |
— | 383,500 | 467 | 383,967 | ||||||||||||
Real Estate Investment Trusts |
— | 845,547 | — | 845,547 | ||||||||||||
Short Term Investments |
1,015,830 | — | — | 1,015,830 | ||||||||||||
Investments Purchased with Proceeds from Securities Lending Collateral* |
— | — | — | 1,828,570 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 27,810,582 | $ | 173,405,881 | $ | 467 | $ | 203,045,500 | ||||||||
|
|
|
|
|
|
|
|
* | Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Schedule of Investments. |
For further information regarding security characteristics, see the Schedule of Investments.
Below is a reconciliation that details the transfer of securities between Level 1 and Level 2 during the reporting period:
Description |
Investments in Securities | |||
Transfers into Level 1 |
$ | 3,071,223 | ||
Transfers out of Level 1 |
(856,479 | ) | ||
|
|
|||
Net Transfers into/(out of) Level 1 |
$ | 2,214,744 | ||
|
|
|||
Transfers into Level 2 |
$ | 856,479 | ||
Transfers out of Level 2 |
(3,071,223 | ) | ||
|
|
|||
Net Transfers into/(out of) Level 2 |
$ | (2,214,744 | ) | |
|
|
Transfers between Level 1 and Level 2 were made due to valuation adjustments for certain foreign common stocks applied at the beginning or end of the reporting period when correlation patterns of price movements of foreign securities to the intraday trading in the U.S. markets reached the Fund’s predeterminded threshold.
There were no transfers in or out of Level 3. Transfers between levels are recognized at the end of the reporting period.
Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value.
Description |
Preferred Stock | |||
Balance as of April 1, 2017 |
$ | 0 | ||
Purchases |
455 | |||
Sales proceeds and paydowns |
— | |||
Accreted discounts, net |
— | |||
Realized gain (loss) |
— | |||
Change in unrealized appreciation (depreciation) |
12 | |||
Transfers into/(out of) Level 3 |
— | |||
|
|
|||
Balance as of December 31, 2017 |
$ | 467 | ||
|
|
|||
Change in unrealized appreciation (depreciation) during the |
||||
period for Level 3 investments held at December 31, 2017. |
$ | 12 | ||
|
|
GuideMark® Core Fixed Income Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Fixed Income |
||||||||||||||||
Asset Backed Securities |
$ | — | $ | 17,481,750 | $ | — | $ | 17,481,750 | ||||||||
Collateralized Mortgage Obligations |
— | 11,945,262 | 118,763 | 12,064,025 | ||||||||||||
Corporate Obligations |
— | 37,036,531 | — | 37,036,531 | ||||||||||||
Foreign Government Debt Obligations |
— | 1,829,403 | — | 1,829,403 | ||||||||||||
Mortgage Backed Securities—U.S. Government Agency |
— | 3,774,152 | — | 37,744,152 | ||||||||||||
Municipal Debt Obligations |
— | 1,182,777 | — | 1,182,777 | ||||||||||||
U.S. Treasury Obligations |
— | 34,878,309 | — | 34,878,309 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Fixed Income |
— | 108,128,184 | 118,763 | 142,216,947 | ||||||||||||
Short Term Investments |
818,528 | — | — | 818,528 | ||||||||||||
Investments Purchased with Proceeds from Securities Lending Collateral* |
— | — | — | 2,168,803 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 818,528 | $ | 108,128,184 | $ | 118,763 | $ | 145,204,278 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Other Financial Instruments** |
||||||||||||||||
Futures |
$ | 27 | $ | — | $ | — | $ | 27 | ||||||||
Swaps |
— | 212,058 | — | 212,058 |
* | Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Schedule of Investments. |
** | Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures and swaps. Futures and swaps are reflected as the unrealized appreciation (depreciation) on the instrument. |
For further information regarding security characteristics, see the Schedule of Investments. There were no transfers in or out of Levels 1, 2 or 3. Transfers between levels are recognized at the end of the reporting period.
Below is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value.
Description |
Collateralized Mortgage Obligations |
|||
Balance as of April 1, 2017 |
$ | 0 | ||
Purchases |
135,000 | |||
Sales proceeds and paydowns |
(16,237 | ) | ||
Accreted discounts, net |
— | |||
Realized gain (loss) |
— | |||
Change in unrealized appreciation (depreciation) |
— | |||
Transfers into/(out of) Level 3 |
— | |||
|
|
|||
Balance as of December 31, 2017 |
$ | 118,763 | ||
|
|
|||
Change in unrealized appreciation (depreciation) during the period for Level 3 investments held at December 31, 2017. |
$ | — | ||
|
|
GuideMark® Tax-Exempt Fixed Income Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Municipal Debt Obligations |
$ | — | $ | 27,306,874 | $ | — | $ | 27,306,874 | ||||||||
Short Term Investments |
397,718 | — | — | 397,718 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 397,718 | $ | 27,306,874 | $ | — | $ | 27,704,592 | ||||||||
|
|
|
|
|
|
|
|
For further information regarding security characteristics, see the Schedule of Investments. There were no transfers in or out of Levels 1, 2 or 3. Transfers between levels are recognized at the end of the reporting period.
Derivative Instruments and Hedging Activities
The Trust has adopted derivative instruments disclosure standards, in order to enable the investor to understand how and why an entity used derivatives, how derivatives are accounted for, and how derivative instruments affect an entity’s results of operations and financial position.
In general, the use of derivatives may increase the risk within the Fund. The use of over-the-counter derivatives involves the risk that the counterparty to the contract will fail to make required payments or otherwise comply with the terms of the contract. The results achieved by the use of derivatives in the Fund may not match or fully offset changes in the value of the underlying financial assets being hedged or the investment opportunity the Fund was pursuing, thereby failing to achieve, to an extent, the original purpose for using the derivatives. Certain types of derivatives may create leverage insofar as a Fund may receive returns (or suffer losses) exceeding the initial amounts the Fund committed in connection with the derivatives. The use of derivatives can result in losses or gains to a Fund exceeding the amount the Fund would have experienced in the absence of using derivatives. A relatively small price movement in a derivative may result in an immediate and substantial loss, or gain, to the Fund.
GuideMark® Core Fixed Income Fund
During the period, the Fund used fixed income derivatives including U.S. Treasury futures and credit default swaps on investment grade fixed income indices (CDX), for both hedging and investment purposes, primarily duration management, risk management, and the pursuit of relative value opportunities. Futures contracts used in the Fund during the period included those based on short, medium, and long-term U.S. Treasury debt.
The Fund used futures contracts during the period primarily to manage interest rate risk. The Fund used investment grade CDX to efficiently manage investment grade credit exposure.
Statement of Assets and Liabilities—Values of Derivative Instruments as of December 31, 2017.
Asset Derivatives |
Liability Derivatives |
|||||||||||
Statement of Assets and
Liabilities |
Value | Statement of Assets and Liabilities |
Value | |||||||||
Credit Contracts—Swaps |
Appreciation on swap agreements | $ | 7,401 | Depreciation on swap agreements | $ | — | ||||||
Interest Rate Contracts—Swaps |
Appreciation on swap agreements | 216,603 | Depreciation on swap agreements | 11,946 | ||||||||
Interest Rate Contracts—Futures* |
Unrealized appreciation on futures contracts | 26,146 | Unrealized depreciation on futures contracts | 26,119 | ||||||||
|
|
|
|
|||||||||
Total |
$ | 250,150 | $ | 38,065 | ||||||||
|
|
|
|
* | Includes cumulative appreciation/depreciation as reported on the Schedule of Open Futures Contracts. |
The average monthly notional amount outstanding of futures and swaps during the period ended December 31, 2017 were as follows:
Long Positions |
Short Positions | |||||||||
Futures |
$ | 8,103,160 | Futures | ($ | 5,854,175 | ) | ||||
|
|
|
|
|||||||
Swaps |
7,151,300 | Swaps | — | |||||||
|
|
|
|
Derivative Risks
The risks of using the various types of derivatives in which the Fund may engage include: the risk that movements in the value of the derivative may not fully offset or complement instruments currently held in the Fund in the manner intended by the Advisor or sub-advisor; the risk that the counterparty to a derivative contract may fail to comply with its obligations to the Fund; the risk that there may not be a liquid secondary market for the derivative at a time when the Fund would look to disengage the position; the risk that additional capital from the Fund may be called upon to fulfill the conditions of the derivative contract; the risk that the use of derivatives in the Fund may induce leverage in the Fund, and the risk that the cost of the derivative contracts may reduce the overall returns experienced by the Fund.
Secured Borrowings
The Trusts, on behalf of certain of the Funds, entered into securities lending arrangements with U.S. Bank, N.A. (the “Custodian”). Under the term of the agreement, the Custodian is authorized to loan securities on behalf of the Funds to approved brokers. In exchange, under normal market conditions, the Funds receive cash collateral in the amount of at least 102% of the value of securities loaned for domestic securities, and 105% of the value of securities loaned with respect to foreign securities. The cash collateral is invested in short term instruments as noted in the Schedule of Investments. Although risk is mitigated by the collateral, the Funds could experience a delay in recovering their securities and possible loss of income or value if the borrower fails to return the borrowed securities. In addition, the Funds bear the risk of loss associated with the investment of cash collateral received. After predetermined rebates to brokers, a percentage of the net securities lending revenue is credited to the Funds to be used as an offset against custody costs and other charges incurred by the Funds. The Custodian is paid a fee for administering a securities lending program for the Funds, equal to the remaining percentage of the net securities lending revenues generated under the agreement.
As of December 31, 2017, the Funds (excluding the Tax-Exempt Fixed Income Fund) had loaned securities that were collateralized by cash. The cash collateral received was invested in securities as listed in each Fund’s Schedule of Investments. Income earned from these investments is allocated to each Fund based on each Fund’s portion of total cash collateral received.
Securities Lending Transactions
Overnight and Continuous |
Investments Purchased with Proceeds from Securities Lending |
|||
Large Cap Core Fund |
$ | 42,050,718 | ||
Emerging Markets Fund |
6,664,206 | |||
Small/Mid Cap Core Fund |
12,238,946 | |||
World ex-US Fund |
1,828,570 | |||
Core Fixed Income Fund |
2,168,803 | |||
Tax-Exempt Fixed Income Fund |
— |
Item 2. Controls and Procedures.
(a) | The Registrant’s President and Treasurer have concluded that the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “1940 Act”)) (17 CFR 270.30a-3(c)) are effective as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rule 13a-15(b) or Rule 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(d)). |
(b) | There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) (17 CFR 270.30a-3(d)) that occurred during the Registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting. |
Item 3. Exhibits.
Separate certifications for each principal executive officer and principal financial officer of the Registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)). Filed herewith.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant) | GPS Funds I |
By (Signature and Title) | /s/ Carrie E. Hansen |
|||
Carrie E. Hansen | ||||
Principal Executive Officer/President |
Date | 2/27/18 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By (Signature and Title) | /s/ Carrie E. Hansen |
|||
Carrie E. Hansen | ||||
Principal Executive Officer/President |
Date | 2/27/18 |
By (Signature and Title) | /s/ Patrick R. Young |
|||
Patrick R. Young | ||||
Principal Financial Officer/Treasurer |
Date | 2/27/18 |
This ‘N-Q’ Filing | Date | Other Filings | ||
---|---|---|---|---|
3/31/18 | None on these Dates | |||
Filed on / Effective on: | 2/28/18 | |||
For Period End: | 12/31/17 | |||
4/1/17 | ||||
List all Filings |