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As Of Filer Filing For·On·As Docs:Size Issuer Agent 8/28/17 GPS Funds I N-Q 6/30/17 2:3.6M 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® Opportunistic Equity Fund ⇒ Institutional Shares (GIOEX) — Service Class (GMOPX) → 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 Gps Funds I - Form N-Q HTML 2.08M 2: EX-99.CERT Miscellaneous Exhibit HTML 16K
GPS FUNDS I - FORM N-Q |
As filed with the Securities and Exchange Commission on 08/28/2017
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)
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: June 30, 2017
Item 1. Schedule of Investments.
GuideMark® Large Cap Core Fund
Schedule of Investments
June, 30 2017 (Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS - 93.02% |
||||||||
Aerospace & Defense - 1.43% |
||||||||
4,745 | Boeing Co. |
$ | 938,324 | |||||
1,602 | BWX Technologies, Inc. |
78,097 | ||||||
2,320 | General Dynamics Corp. |
459,592 | ||||||
2,546 | HEICO Corp. (a) |
182,905 | ||||||
3,938 | HEICO Corp. - Class A |
244,353 | ||||||
1,496 | Huntington Ingalls Industries, Inc. |
278,495 | ||||||
1,399 | L3 Technologies, Inc. |
233,745 | ||||||
314 | Lockheed Martin Corp. |
87,170 | ||||||
962 | Northrop Grumman Corp. |
246,955 | ||||||
2,503 | Orbital ATK, Inc. |
246,195 | ||||||
935 | Raytheon Co. |
150,984 | ||||||
593 | Rockwell Collins, Inc. |
62,312 | ||||||
2,750 | Spirit AeroSystems Holdings, Inc. - Class A (a) |
159,335 | ||||||
1,793 | Textron, Inc. |
84,450 | ||||||
3,723 | United Technologies Corp. |
454,616 | ||||||
|
|
|||||||
3,907,528 | ||||||||
|
|
|||||||
Air Freight & Logistics - 0.23% |
||||||||
4,765 | C.H. Robinson Worldwide, Inc. (a) |
327,260 | ||||||
1,887 | Expeditors International of Washington, Inc. (a) |
106,578 | ||||||
377 | FedEx Corp. |
81,933 | ||||||
1,781 | XPO Logistics, Inc. (b) |
115,106 | ||||||
|
|
|||||||
630,877 | ||||||||
|
|
|||||||
Airlines - 0.83% |
||||||||
1,806 | Alaska Air Group, Inc. |
162,106 | ||||||
3,908 | American Airlines Group, Inc. |
196,651 | ||||||
4,060 | Copa Holdings SA - Class A (a) |
475,020 | ||||||
6,634 | Delta Air Lines, Inc. |
356,511 | ||||||
9,264 | JetBlue Airways Corp. (b) |
211,497 | ||||||
3,307 | Southwest Airlines Co. |
205,497 | ||||||
8,759 | United Continental Holdings, Inc. (a)(b) |
659,115 | ||||||
|
|
|||||||
2,266,397 | ||||||||
|
|
|||||||
Auto Components - 0.17% |
||||||||
629 | Delphi Automotive Plc |
55,132 | ||||||
3,194 | Goodyear Tire & Rubber Co. |
111,662 | ||||||
1,715 | Lear Corp. |
243,667 | ||||||
553 | Visteon Corp. (b) |
56,439 | ||||||
|
|
|||||||
466,900 | ||||||||
|
|
|||||||
Automobiles - 0.44% |
||||||||
51,682 | Ford Motor Co. (a) |
578,322 | ||||||
892 | Tesla, Inc. (a)(b) |
322,556 | ||||||
2,781 | Thor Industries, Inc. |
290,670 | ||||||
|
|
|||||||
1,191,548 | ||||||||
|
|
|||||||
Banks - 5.10% |
||||||||
2,228 | Associated Banc-Corp. |
56,146 | ||||||
104,531 | Bank of America Corp. |
2,535,922 | ||||||
2,588 | BB&T Corp. |
117,521 | ||||||
2,808 | CIT Group, Inc. |
136,750 | ||||||
28,762 | Citigroup, Inc. |
1,923,603 | ||||||
9,733 | Citizens Financial Group, Inc. |
347,273 | ||||||
4,304 | Comerica, Inc. |
315,225 | ||||||
936 | Cullen Frost Bankers, Inc. (a) |
87,900 | ||||||
3,063 | East West Bancorp, Inc. |
179,430 | ||||||
8,301 | Fifth Third Bancorp |
215,494 | ||||||
547 | First Republic Bank |
54,755 | ||||||
6,388 | Huntington Bancshares, Inc. |
86,366 | ||||||
36,464 | JPMorgan Chase & Co. |
3,332,810 | ||||||
15,664 | KeyCorp |
293,543 | ||||||
1,133 | M&T Bank Corp. |
183,489 | ||||||
4,379 | PNC Financial Services Group, Inc. |
546,806 | ||||||
21,392 | Regions Financial Corp. |
313,179 | ||||||
3,479 | SunTrust Banks, Inc. |
197,329 | ||||||
1,359 | SVB Financial Group (b) |
238,899 | ||||||
2,563 | Synovus Financial Corp. |
113,387 | ||||||
19,594 | TCF Financial Corp. |
312,328 |
11,294 | U.S. Bancorp (a) |
586,384 | ||||||
31,781 | Wells Fargo & Co. |
1,760,985 | ||||||
|
|
|||||||
13,935,524 | ||||||||
|
|
|||||||
Beverages - 1.29% |
||||||||
3,769 | Brown-Forman Corp. - Class A |
185,812 | ||||||
4,155 | Brown-Forman Corp. - Class B |
201,933 | ||||||
298 | Constellation Brands, Inc. - Class A |
57,732 | ||||||
1,656 | Dr. Pepper Snapple Group, Inc. |
150,878 | ||||||
5,283 | Monster Beverage Corp. (b) |
262,459 | ||||||
15,266 | PepsiCo, Inc. |
1,763,070 | ||||||
20,309 | The Coca-Cola Co. |
910,859 | ||||||
|
|
|||||||
3,532,743 | ||||||||
|
|
|||||||
Biotechnology - 1.78% |
||||||||
1,868 | Alkermes Plc (b) |
108,288 | ||||||
985 | Alnylam Pharmaceuticals, Inc. (b) |
78,564 | ||||||
2,782 | Amgen, Inc. |
479,144 | ||||||
2,265 | Biogen, Inc. (b) |
614,630 | ||||||
7,087 | Bioverativ, Inc. (a)(b) |
426,425 | ||||||
3,662 | Celgene Corp. (a)(b) |
475,584 | ||||||
7,656 | Exelixis, Inc. (b) |
188,567 | ||||||
15,044 | Gilead Sciences, Inc. |
1,064,814 | ||||||
1,618 | Incyte Corp. (b) |
203,722 | ||||||
7,042 | Seattle Genetics, Inc. (b) |
364,353 | ||||||
1,299 | TESARO, Inc. (b) |
181,678 | ||||||
2,913 | United Therapeutics Corp. (a)(b) |
377,904 | ||||||
2,350 | Vertex Pharmaceuticals, Inc. (b) |
302,845 | ||||||
|
|
|||||||
4,866,518 | ||||||||
|
|
|||||||
Building Products - 0.56% |
||||||||
1,653 | A. O. Smith Corp. |
93,113 | ||||||
3,080 | Allegion Plc |
249,850 | ||||||
1,084 | Fortune Brands Home & Security, Inc. (a) |
70,720 | ||||||
1,934 | Lennox International, Inc. (a) |
355,160 | ||||||
5,431 | Masco Corp. |
207,519 | ||||||
4,890 | Owens Corning, Inc. |
327,239 | ||||||
7,475 | USG Corp. (a)(b) |
216,924 | ||||||
|
|
|||||||
1,520,525 | ||||||||
|
|
|||||||
Capital Markets - 2.23% |
||||||||
1,009 | Ameriprise Financial, Inc. |
128,436 | ||||||
6,741 | BGC Partners, Inc. - Class A |
85,206 | ||||||
3,380 | CBOE Holdings, Inc. (a) |
308,932 | ||||||
1,483 | CME Group, Inc. |
185,731 | ||||||
4,453 | E*TRADE Financial Corp. (b) |
169,348 | ||||||
5,834 | Eaton Vance Corp. |
276,065 | ||||||
2,294 | FactSet Research Systems, Inc. (a) |
381,217 | ||||||
4,177 | Federated Investors, Inc. - Class B (a) |
118,000 | ||||||
3,866 | Lazard Ltd. - Class A - ADR (a) |
179,112 | ||||||
1,364 | Legg Mason, Inc. |
52,050 | ||||||
6,362 | LPL Financial Holdings, Inc. |
270,131 | ||||||
1,135 | MarketAxess Holdings, Inc. |
228,248 | ||||||
1,129 | Moody’s Corp. |
137,377 | ||||||
17,072 | Morgan Stanley (a) |
760,728 | ||||||
909 | Morningstar, Inc. |
71,211 | ||||||
4,607 | MSCI, Inc. |
474,475 | ||||||
1,735 | Northern Trust Corp. |
168,659 | ||||||
1,892 | Raymond James Financial, Inc. |
151,776 | ||||||
5,209 | S&P Global, Inc. |
760,462 | ||||||
3,127 | SEI Investments Co. |
168,170 | ||||||
3,004 | State Street Corp. |
269,549 | ||||||
2,995 | T. Rowe Price Group, Inc. (a) |
222,259 | ||||||
3,964 | TD Ameritrade Holding Corp. |
170,412 | ||||||
1,341 | The Bank of New York Mellon Corp. |
68,418 | ||||||
7,015 | The Charles Schwab Corp. |
301,364 | ||||||
|
|
|||||||
6,107,336 | ||||||||
|
|
|||||||
Chemicals - 1.48% |
||||||||
1,184 | Albemarle Corp. (a) |
124,959 | ||||||
1,731 | E.I. du Pont de Nemours & Co. |
139,709 | ||||||
1,071 | Eastman Chemical Co. |
89,953 | ||||||
1,295 | Ecolab, Inc. |
171,911 | ||||||
1,871 | FMC Corp. (a) |
136,677 | ||||||
16,320 | Huntsman Corp. |
421,709 | ||||||
556 | International Flavors & Fragrances, Inc. |
75,060 |
802 | LyondellBasell Industries NV - Class A (a) |
67,681 | ||||||
4,568 | Monsanto Co. |
540,668 | ||||||
367 | NewMarket Corp. |
168,996 | ||||||
5,631 | Olin Corp. |
170,507 | ||||||
43,279 | Platform Specialty Products Corp. (b) |
548,778 | ||||||
1,648 | PPG Industries, Inc. (a) |
181,214 | ||||||
410 | Praxair, Inc. |
54,345 | ||||||
4,409 | RPM International, Inc. |
240,511 | ||||||
8,667 | The Chemours Co. |
328,653 | ||||||
3,386 | The Dow Chemical Co. |
213,555 | ||||||
2,394 | The Scotts Miracle-Gro Co. - Class A (a) |
214,167 | ||||||
6,758 | Valvoline, Inc. |
160,300 | ||||||
|
|
|||||||
4,049,353 | ||||||||
|
|
|||||||
Commercial Services & Supplies - 0.73% |
||||||||
887 | Avery Dennison Corp. |
78,384 | ||||||
2,617 | Cintas Corp. |
329,847 | ||||||
6,106 | Copart, Inc. (a)(b) |
194,110 | ||||||
5,319 | Pitney Bowes, Inc. |
80,317 | ||||||
4,905 | Republic Services, Inc. |
312,596 | ||||||
16,184 | Rollins, Inc. (a) |
658,851 | ||||||
1,392 | Stericycle, Inc. (b) |
106,237 | ||||||
3,356 | Waste Management, Inc. |
246,162 | ||||||
|
|
|||||||
2,006,504 | ||||||||
|
|
|||||||
Communications Equipment - 1.49% |
||||||||
1,929 | Arista Networks, Inc. (a)(b) |
288,945 | ||||||
23,771 | ARRIS International Plc (b) |
666,063 | ||||||
16,413 | Brocade Communications Systems, Inc. |
206,968 | ||||||
43,051 | Cisco Systems, Inc. |
1,347,496 | ||||||
3,547 | CommScope Holding Co., Inc. (b) |
134,892 | ||||||
3,128 | EchoStar Corp. - Class A (b) |
189,870 | ||||||
2,050 | F5 Networks, Inc. (b) |
260,473 | ||||||
1,221 | Harris Corp. |
133,187 | ||||||
7,309 | Juniper Networks, Inc. (a) |
203,775 | ||||||
1,932 | Motorola Solutions, Inc. (a) |
167,582 | ||||||
794 | Palo Alto Networks, Inc. (b) |
106,245 | ||||||
6,723 | QUALCOMM, Inc. |
371,244 | ||||||
|
|
|||||||
4,076,740 | ||||||||
|
|
|||||||
Construction & Engineering - 0.81% |
||||||||
25,084 | AECOM (b) |
810,966 | ||||||
14,965 | Fluor Corp. (a) |
685,097 | ||||||
13,264 | Jacobs Engineering Group, Inc. (a) |
721,429 | ||||||
|
|
|||||||
2,217,492 | ||||||||
|
|
|||||||
Consumer Finance - 1.10% |
||||||||
22,496 | Ally Financial, Inc. (a) |
470,166 | ||||||
4,239 | American Express Co. (a) |
357,093 | ||||||
6,399 | Capital One Financial Corp. |
528,685 | ||||||
863 | Credit Acceptance Corp. (b) |
221,912 | ||||||
2,679 | Discover Financial Services |
166,607 | ||||||
28,218 | Navient Corp. |
469,830 | ||||||
43,855 | Santander Consumer USA Holdings, Inc. (a)(b) |
559,590 | ||||||
8,172 | Synchrony Financial (a) |
243,689 | ||||||
|
|
|||||||
3,017,572 | ||||||||
|
|
|||||||
Containers & Packaging - 0.38% |
||||||||
3,650 | Berry Plastics Group, Inc. (b) |
208,086 | ||||||
4,436 | Graphic Packaging Holding Co. |
61,128 | ||||||
3,654 | International Paper Co. (a) |
206,853 | ||||||
3,914 | Owens-Illinois, Inc. (b) |
93,623 | ||||||
2,451 | Packaging Corp. of America |
273,017 | ||||||
3,241 | WestRock Co. |
183,635 | ||||||
|
|
|||||||
1,026,342 | ||||||||
|
|
|||||||
Distributors - 0.17% |
||||||||
2,997 | Genuine Parts Co. (a) |
278,002 | ||||||
5,693 | LKQ Corp. (b) |
187,584 | ||||||
|
|
|||||||
465,586 | ||||||||
|
|
|||||||
Diversified Consumer Services - 0.32% |
||||||||
905 | Graham Holdings Co. - Class B |
542,683 | ||||||
8,569 | H&R Block, Inc. |
264,868 | ||||||
1,915 | ServiceMaster Global Holdings, Inc. (b) |
75,049 | ||||||
|
|
|||||||
882,600 | ||||||||
|
|
|||||||
Diversified Financial Services - 0.19% |
||||||||
19,793 | Leucadia National Corp. |
517,785 | ||||||
|
|
Diversified Telecommunication Services - 1.07% |
||||||||
46,624 | AT&T, Inc. |
1,759,123 | ||||||
3,979 | CenturyLink, Inc. (a) |
95,019 | ||||||
4,089 | Level 3 Communications, Inc. (b) |
242,478 | ||||||
18,834 | Verizon Communications, Inc. |
841,126 | ||||||
|
|
|||||||
2,937,746 | ||||||||
|
|
|||||||
Electric Utilities - 0.48% |
||||||||
917 | Duke Energy Corp. |
76,652 | ||||||
1,340 | Edison International |
104,774 | ||||||
4,466 | Exelon Corp. |
161,089 | ||||||
2,930 | FirstEnergy Corp. |
85,439 | ||||||
2,713 | Hawaiian Electric Industries, Inc. |
87,847 | ||||||
1,970 | NextEra Energy, Inc. |
276,056 | ||||||
2,641 | PG&E Corp. |
175,283 | ||||||
2,127 | Pinnacle West Capital Corp. |
181,135 | ||||||
1,386 | PPL Corp. |
53,583 | ||||||
2,382 | Xcel Energy, Inc. |
109,286 | ||||||
|
|
|||||||
1,311,144 | ||||||||
|
|
|||||||
Electrical Equipment - 0.73% |
||||||||
1,461 | Acuity Brands, Inc. (a) |
296,992 | ||||||
1,775 | Agilent Technologies, Inc. |
105,275 | ||||||
1,352 | AMETEK, Inc. |
81,891 | ||||||
1,935 | Eaton Corp. Plc |
150,601 | ||||||
3,500 | Emerson Electric Co. (a) |
208,670 | ||||||
482 | Hubbell, Inc. |
54,548 | ||||||
7,905 | Regal Beloit Corp. |
644,653 | ||||||
1,536 | Rockwell Automation, Inc. |
248,770 | ||||||
937 | Roper Industries, Inc. |
216,944 | ||||||
|
|
|||||||
2,008,344 | ||||||||
|
|
|||||||
Electronic Equipment, Instruments & Components - 1.04% |
||||||||
3,532 | Amphenol Corp. - Class A |
260,732 | ||||||
4,425 | CDW Corp. (a) |
276,695 | ||||||
4,988 | Cognex Corp. |
423,481 | ||||||
1,269 | Coherent, Inc. (b) |
285,512 | ||||||
11,074 | Corning, Inc. |
332,774 | ||||||
3,014 | Dolby Laboratories, Inc. - Class A |
147,566 | ||||||
1,104 | IPG Photonics Corp. (b) |
160,190 | ||||||
5,997 | Jabil, Inc. (a) |
175,053 | ||||||
3,391 | Keysight Technologies, Inc. (b) |
132,012 | ||||||
6,423 | National Instruments Corp. |
258,333 | ||||||
1,914 | Trimble, Inc. (a)(b) |
68,272 | ||||||
3,299 | Zebra Technologies Corp. - Class A (b) |
331,616 | ||||||
|
|
|||||||
2,852,236 | ||||||||
|
|
|||||||
Energy Equipment & Services - 0.54% |
||||||||
4,697 | Baker Hughes, Inc. (a) |
256,033 | ||||||
21,928 | Oceaneering International, Inc. |
500,836 | ||||||
86,603 | Transocean, Ltd. - ADR (a)(b) |
712,743 | ||||||
|
|
|||||||
1,469,612 | ||||||||
|
|
|||||||
Food & Staples Retailing - 2.65% |
||||||||
2,467 | Casey’s General Stores, Inc. (a) |
264,240 | ||||||
4,791 | Costco Wholesale Corp. |
766,225 | ||||||
15,312 | CVS Health Corp. (a) |
1,232,003 | ||||||
20,402 | Kroger Co. (a) |
475,775 | ||||||
27,628 | Rite Aid Corp. (b) |
81,502 | ||||||
12,127 | Sprouts Farmers Market, Inc. (a)(b) |
274,919 | ||||||
7,811 | SYSCO Corp. |
393,128 | ||||||
23,318 | US Foods Holding Corp. (b) |
634,716 | ||||||
12,417 | Walgreens Boots Alliance, Inc. |
972,375 | ||||||
22,548 | Wal-Mart Stores, Inc. (a) |
1,706,433 | ||||||
10,260 | Whole Foods Market, Inc. |
432,049 | ||||||
|
|
|||||||
7,233,365 | ||||||||
|
|
|||||||
Food Products - 2.02% |
||||||||
4,514 | Archer-Daniels-Midland Co. |
186,789 | ||||||
16,326 | Blue Buffalo Pet Products, Inc. (a)(b) |
372,396 | ||||||
12,274 | Bunge Ltd. |
915,640 | ||||||
2,992 | Campbell Soup Co. |
156,033 | ||||||
6,256 | ConAgra Brands, Inc. |
223,715 | ||||||
19,296 | Flowers Foods, Inc. (a) |
334,014 | ||||||
3,387 | Hershey Co. |
363,662 | ||||||
1,565 | Hormel Foods Corp. |
53,382 | ||||||
2,906 | Ingredion, Inc. |
346,424 |
968 | Kellogg Co. (a) |
67,237 | ||||||
1,721 | Lamb Weston Holdings, Inc. |
75,793 | ||||||
1,042 | McCormick & Co, Inc. - Non Voting |
101,605 | ||||||
4,967 | Pinnacle Foods, Inc. |
295,040 | ||||||
1,926 | Post Holdings, Inc. (a)(b) |
149,554 | ||||||
7,092 | The Hain Celestial Group, Inc. (b) |
275,312 | ||||||
1,843 | The J.M. Smucker Co. |
218,082 | ||||||
7,949 | TreeHouse Foods, Inc. (a)(b) |
649,354 | ||||||
11,662 | Tyson Foods, Inc. - Class A (a) |
730,391 | ||||||
|
|
|||||||
5,514,423 | ||||||||
|
|
|||||||
Gas Utilities - 0.11% |
||||||||
6,312 | UGI Corp. |
305,564 | ||||||
|
|
|||||||
Health Care Equipment & Supplies - 2.05% |
||||||||
2,634 | ABIOMED, Inc. (b) |
377,452 | ||||||
3,254 | Alere, Inc. (b) |
163,318 | ||||||
3,625 | Align Technology, Inc. (b) |
544,185 | ||||||
6,465 | Baxter International, Inc. |
391,391 | ||||||
5,680 | Boston Scientific Corp. (b) |
157,449 | ||||||
879 | C.R. Bard, Inc. |
277,861 | ||||||
5,185 | DexCom, Inc. (a)(b) |
379,283 | ||||||
3,508 | Edwards Lifesciences Corp. (b) |
414,786 | ||||||
3,539 | Hill-Rom Holdings, Inc. |
281,740 | ||||||
1,771 | Hologic, Inc. (b) |
80,368 | ||||||
4,004 | IDEXX Laboratories, Inc. (b) |
646,326 | ||||||
600 | Intuitive Surgical, Inc. (b) |
561,222 | ||||||
1,166 | Medtronic Plc |
103,482 | ||||||
701 | ResMed, Inc. |
54,587 | ||||||
3,306 | Stryker Corp. |
458,807 | ||||||
893 | The Cooper Companies, Inc. |
213,802 | ||||||
3,921 | Varian Medical Systems, Inc. (b) |
404,608 | ||||||
950 | West Pharmaceutical Services, Inc. |
89,794 | ||||||
|
|
|||||||
5,600,461 | ||||||||
|
|
|||||||
Health Care Providers & Services - 2.90% |
||||||||
949 | Aetna, Inc. |
144,087 | ||||||
4,675 | Anthem, Inc. |
879,508 | ||||||
7,552 | Centene Corp. (b) |
603,254 | ||||||
1,217 | Cerner Corp. (a)(b) |
80,894 | ||||||
2,462 | CIGNA Corp. (a) |
412,114 | ||||||
6,957 | DaVita, Inc. (b) |
450,535 | ||||||
9,909 | Express Scripts Holding Co. (a)(b) |
632,590 | ||||||
1,050 | Henry Schein, Inc. (b) |
192,171 | ||||||
3,488 | Humana, Inc. |
839,283 | ||||||
482 | Laboratory Corp. of America Holdings (a)(b) |
74,295 | ||||||
3,127 | McKesson Corp. |
514,517 | ||||||
1,356 | MEDNAX, Inc. (b) |
81,862 | ||||||
1,421 | Patterson Cos., Inc. (a) |
66,716 | ||||||
1,157 | PerkinElmer, Inc. |
78,838 | ||||||
2,215 | Quest Diagnostics, Inc. (a) |
246,219 | ||||||
9,728 | UnitedHealth Group, Inc. |
1,803,766 | ||||||
1,175 | Universal Health Services, Inc. - Class B |
143,444 | ||||||
3,825 | WellCare Health Plans, Inc. (b) |
686,817 | ||||||
|
|
|||||||
7,930,910 | ||||||||
|
|
|||||||
Health Care Technology - 0.20% |
||||||||
1,195 | athenahealth, Inc. (a)(b) |
167,957 | ||||||
6,353 | Veeva Systems, Inc. - Class A (a)(b) |
389,503 | ||||||
|
|
|||||||
557,460 | ||||||||
|
|
|||||||
Hotels, Restaurants & Leisure - 2.98% |
||||||||
4,872 | Aramark (a) |
199,655 | ||||||
7,474 | Carnival Corp. - ADR |
490,070 | ||||||
263 | Chipotle Mexican Grill, Inc. (b) |
109,434 | ||||||
6,176 | Choice Hotels International, Inc. |
396,808 | ||||||
1,386 | Darden Restaurants, Inc. (a) |
125,350 | ||||||
3,452 | Domino’s Pizza, Inc. |
730,202 | ||||||
1,046 | Dunkin’ Brands Group, Inc. (a) |
57,656 | ||||||
2,232 | Hilton Grand Vacations, Inc. (b) |
80,486 | ||||||
3,436 | Hilton Worldwide Holdings, Inc. |
212,517 | ||||||
3,283 | Hyatt Hotels Corp. - Class A (b) |
184,537 | ||||||
44,792 | International Game Technology Plc |
819,694 | ||||||
4,855 | Las Vegas Sands Corp. |
310,186 | ||||||
3,914 | Marriott International, Inc. - Class A |
392,613 | ||||||
7,875 | McDonald’s Corp. |
1,206,135 |
6,436 | MGM Resorts International |
201,382 | ||||||
963 | Panera Bread Co. - Class A (b) |
302,998 | ||||||
2,343 | Royal Caribbean Cruises Ltd. |
255,926 | ||||||
11,633 | Starbucks Corp. |
678,320 | ||||||
3,951 | The Wendy’s Co. |
61,280 | ||||||
1,164 | Vail Resorts, Inc. |
236,094 | ||||||
2,478 | Wyndham Worldwide Corp. |
248,816 | ||||||
993 | Wynn Resorts Ltd. |
133,181 | ||||||
6,206 | Yum China Holdings, Inc. (b) |
244,703 | ||||||
6,328 | Yum! Brands, Inc. |
466,753 | ||||||
|
|
|||||||
8,144,796 | ||||||||
|
|
|||||||
Household Durables - 0.61% |
||||||||
14,874 | CalAtlantic Group, Inc. |
525,796 | ||||||
1,261 | Garmin Ltd. (a) |
64,349 | ||||||
1,557 | Lennar Corp. - Class A |
83,019 | ||||||
1,224 | Lennar Corp. - Class B |
55,043 | ||||||
116 | NVR, Inc. (b) |
279,631 | ||||||
2,699 | Tempur Sealy International, Inc. (a)(b) |
144,099 | ||||||
2,772 | Toll Brothers, Inc. |
109,522 | ||||||
5,655 | Tupperware Brands Corp. (a) |
397,151 | ||||||
|
|
|||||||
1,658,610 | ||||||||
|
|
|||||||
Household Products - 1.16% |
||||||||
2,119 | Church & Dwight, Inc. |
109,934 | ||||||
2,516 | Clorox Co. |
335,232 | ||||||
7,874 | Colgate-Palmolive Co. |
583,700 | ||||||
4,108 | Energizer Holdings, Inc. |
197,266 | ||||||
2,923 | Kimberly-Clark Corp. |
377,388 | ||||||
16,604 | Procter & Gamble Co. |
1,447,039 | ||||||
862 | Spectrum Brands Holdings, Inc. (a) |
107,784 | ||||||
|
|
|||||||
3,158,343 | ||||||||
|
|
|||||||
Independent Power and Renewable Electricity Producers - 0.79% |
||||||||
62,208 | AES Corp. |
691,131 | ||||||
83,221 | Calpine Corp. (a)(b) |
1,125,980 | ||||||
19,719 | NRG Energy, Inc. (a) |
339,561 | ||||||
|
|
|||||||
2,156,672 | ||||||||
|
|
|||||||
Industrial Conglomerates - 0.92% |
||||||||
5,724 | 3M Co. |
1,191,680 | ||||||
17,079 | General Electric Co. |
461,304 | ||||||
4,336 | Honeywell International, Inc. |
577,945 | ||||||
69 | Seaboard Corp. |
275,655 | ||||||
|
|
|||||||
2,506,584 | ||||||||
|
|
|||||||
Insurance - 3.52% |
||||||||
1,732 | Aflac, Inc. |
134,542 | ||||||
6,087 | Allstate Corp. |
538,334 | ||||||
2,812 | American Financial Group, Inc. |
279,428 | ||||||
4,238 | American International Group, Inc. |
264,960 | ||||||
473 | American National Insurance Co. |
55,100 | ||||||
2,605 | Aon Plc |
346,335 | ||||||
3,104 | Arch Capital Group, Ltd. - ADR (b) |
289,572 | ||||||
958 | Arthur J. Gallagher & Co. |
54,845 | ||||||
2,161 | Assurant, Inc. |
224,074 | ||||||
6,407 | Assured Guaranty, Ltd. |
267,428 | ||||||
1,103 | Athene Holding, Ltd. (b) |
54,720 | ||||||
3,928 | Axis Capital Holdings, Ltd. |
253,984 | ||||||
9,921 | Berkshire Hathaway, Inc. - Class B (b) |
1,680,320 | ||||||
7,187 | CNA Financial Corp. |
350,366 | ||||||
2,436 | Erie Indemnity Co. - Class A |
304,670 | ||||||
1,686 | Everest Re Group, Ltd. |
429,239 | ||||||
1,983 | First American Financial Corp. |
88,620 | ||||||
2,094 | Hartford Financial Services Group, Inc. |
110,082 | ||||||
7,050 | Lincoln National Corp. |
476,439 | ||||||
4,387 | Marsh & McLennan Cos., Inc. |
342,011 | ||||||
3,667 | MetLife, Inc. (a) |
201,465 | ||||||
6,137 | Old Republic International Corp. |
119,856 | ||||||
4,372 | Principal Financial Group, Inc. |
280,114 | ||||||
6,978 | Progressive Corp. |
307,660 | ||||||
7,490 | Prudential Financial, Inc. |
809,969 | ||||||
3,781 | Reinsurance Group of America, Inc. |
485,443 | ||||||
778 | RenaissanceRe Holdings, Ltd. |
108,181 | ||||||
1,506 | The Travelers Cos., Inc. (a) |
190,554 | ||||||
1,266 | Torchmark Corp. |
96,849 |
5,299 | Unum Group |
247,092 | ||||||
791 | W.R. Berkley Corp. |
54,713 | ||||||
3,746 | XL Group Ltd. |
164,075 | ||||||
|
|
|||||||
9,611,040 | ||||||||
|
|
|||||||
Internet & Direct Marketing Retail - 2.74% |
||||||||
3,999 | Amazon.com, Inc. (b) |
3,871,032 | ||||||
2,801 | Expedia, Inc. |
417,209 | ||||||
7,149 | Liberty Interactive Corp. QVC Group - Class A (b) |
175,436 | ||||||
3,654 | Liberty Ventures - Series A (b) |
191,068 | ||||||
6,457 | Netflix, Inc. (b) |
964,740 | ||||||
594 | The Priceline Group, Inc. (b) |
1,111,089 | ||||||
4,468 | TripAdvisor, Inc. (b) |
170,678 | ||||||
7,654 | Wayfair, Inc. - Class A (b) |
588,439 | ||||||
|
|
|||||||
7,489,691 | ||||||||
|
|
|||||||
Internet Software & Services - 4.55% |
||||||||
6,383 | Akamai Technologies, Inc. (a)(b) |
317,937 | ||||||
3,482 | Alphabet, Inc. - Class A (b) |
3,237,146 | ||||||
3,531 | Alphabet, Inc. - Class C (b) |
3,208,726 | ||||||
18,383 | eBay, Inc. (b) |
641,934 | ||||||
25,737 | Facebook, Inc. - Class A (b) |
3,885,772 | ||||||
4,566 | IAC InterActive Corp. (b) |
471,394 | ||||||
1,234 | LogMeIn, Inc. |
128,953 | ||||||
11,300 | Match Group, Inc. (a)(b) |
196,394 | ||||||
9,629 | Pandora Media, Inc. (a)(b) |
85,891 | ||||||
5,956 | Twitter, Inc. (b) |
106,434 | ||||||
1,824 | VeriSign, Inc. (a)(b) |
169,559 | ||||||
|
|
|||||||
12,450,140 | ||||||||
|
|
|||||||
IT Services - 2.78% |
||||||||
6,465 | Accenture Plc - Class A - ADR |
799,591 | ||||||
906 | Alliance Data Systems Corp. (a) |
232,561 | ||||||
2,222 | Amdocs Ltd. |
143,230 | ||||||
1,064 | Automatic Data Processing, Inc. |
109,017 | ||||||
14,794 | Booz Allen Hamilton Holding Corp. - Class A (a) |
481,397 | ||||||
1,211 | Broadridge Financial Solutions, Inc. |
91,503 | ||||||
4,692 | Cognizant Technology Solutions Corp. - Class A |
311,549 | ||||||
4,696 | Conduent, Inc. (b) |
74,854 | ||||||
6,780 | CoreLogic, Inc. (b) |
294,116 | ||||||
1,782 | CSRA, Inc. (a) |
56,578 | ||||||
1,450 | DST Systems, Inc. |
89,465 | ||||||
1,185 | Euronet Worldwide, Inc. (b) |
103,533 | ||||||
3,010 | Fidelity National Information Services, Inc. |
257,054 | ||||||
12,388 | First Data Corp. - Class A (a)(b) |
225,462 | ||||||
651 | Fiserv, Inc. (a)(b) |
79,643 | ||||||
1,498 | Gartner, Inc. (b) |
185,018 | ||||||
7,643 | Genpact, Ltd. (a) |
212,705 | ||||||
4,537 | Leidos Holdings, Inc. |
234,518 | ||||||
8,319 | MasterCard, Inc. - Class A |
1,010,343 | ||||||
2,370 | Paychex, Inc. |
134,948 | ||||||
8,685 | PayPal Holdings, Inc. (b) |
466,124 | ||||||
14,818 | Square, Inc. - Class A (a)(b) |
347,630 | ||||||
8,945 | The Western Union Co. (a) |
170,402 | ||||||
6,846 | T-Mobile USA, Inc. (a)(b) |
415,005 | ||||||
2,435 | Total System Services, Inc. |
141,839 | ||||||
873 | Vantiv, Inc. - Class A (b) |
55,296 | ||||||
9,391 | Visa, Inc. - Class A (a) |
880,688 | ||||||
|
|
|||||||
7,604,069 | ||||||||
|
|
|||||||
Leisure Products - 0.43% |
||||||||
2,035 | Brunswick Corp. |
127,656 | ||||||
2,773 | Hasbro, Inc. (a) |
309,217 | ||||||
10,199 | Mattel, Inc. (a) |
219,585 | ||||||
1,101 | Polaris Industries, Inc. (a) |
101,545 | ||||||
3,576 | Pool Corp. (a) |
420,430 | ||||||
|
|
|||||||
1,178,433 | ||||||||
|
|
|||||||
Life Sciences Tools & Services - 1.00% |
||||||||
1,174 | Bio-Rad Laboratories, Inc. - Class A (b) |
265,688 | ||||||
10,335 | Bruker Corp. |
298,061 | ||||||
1,060 | Charles River Laboratories International, Inc. (b) |
107,219 | ||||||
1,942 | Illumina, Inc. (b) |
336,976 | ||||||
1,114 | Mettler-Toledo International, Inc. (b) |
655,634 | ||||||
2,204 | QIAGEN NV |
73,900 | ||||||
2,733 | Quintiles IMS Holdings, Inc. (b) |
244,604 |
1,398 | Thermo Fisher Scientific, Inc. |
243,909 | ||||||
8,928 | VWR Corp. (b) |
294,713 | ||||||
1,179 | Waters Corp. (b) |
216,747 | ||||||
|
|
|||||||
2,737,451 | ||||||||
|
|
|||||||
Machinery - 1.83% |
||||||||
811 | AGCO Corp. |
54,653 | ||||||
2,722 | Allison Transmission Holdings, Inc. |
102,102 | ||||||
3,110 | Caterpillar, Inc. |
334,201 | ||||||
5,158 | Colfax Corp. (a)(b) |
203,070 | ||||||
2,215 | Cummins, Inc. |
359,317 | ||||||
1,104 | Deere & Co. |
136,443 | ||||||
3,998 | Donaldson Co., Inc. (a) |
182,069 | ||||||
2,356 | Fortive Corp. |
149,253 | ||||||
1,861 | Graco, Inc. |
203,370 | ||||||
4,184 | Illinois Tool Works, Inc. (a) |
599,358 | ||||||
2,832 | Ingersoll-Rand Plc |
258,816 | ||||||
3,139 | Lincoln Electric Holdings, Inc. (a) |
289,071 | ||||||
1,230 | Nordson Corp. |
149,224 | ||||||
6,353 | Oshkosh Corp. |
437,595 | ||||||
1,934 | Parker-Hannifin Corp. |
309,092 | ||||||
646 | Snap-on, Inc. |
102,068 | ||||||
10,160 | Terex Corp. (a) |
381,000 | ||||||
2,836 | The Timken Co. |
131,165 | ||||||
9,010 | Toro Co. |
624,303 | ||||||
|
|
|||||||
5,006,170 | ||||||||
|
|
|||||||
Marine - 0.06% |
||||||||
2,607 | Kirby Corp. (a)(b) |
174,278 | ||||||
|
|
|||||||
Media - 2.52% |
||||||||
428 | Cable One, Inc. |
304,265 | ||||||
1,062 | Charter Communications, Inc. - Class A (b) |
357,735 | ||||||
32,293 | Comcast Corp. - Class A |
1,256,844 | ||||||
2,079 | Discovery Communications, Inc. - Series A (b) |
53,701 | ||||||
3,139 | Discovery Communications, Inc. - Series C (b) |
79,134 | ||||||
4,544 | John Wiley & Sons, Inc. - Class A |
239,696 | ||||||
1,511 | Liberty Broadband Corp. - Class A (b) |
129,629 | ||||||
2,324 | Liberty Broadband Corp. - Class C (b) |
201,607 | ||||||
10,066 | Liberty Media Corp. - Class A (b) |
422,571 | ||||||
10,196 | Liberty Media Corp. - Class C (b) |
425,173 | ||||||
3,150 | Liberty Media Group - Class A (b) |
110,344 | ||||||
4,484 | Liberty Media Group - Class C (b) |
164,204 | ||||||
3,355 | Lions Gate Entertainment Corp. - Class A (b) |
94,678 | ||||||
5,847 | Lions Gate Entertainment Corp. - Class B (b) |
153,659 | ||||||
3,906 | Live Nation Entertainment, Inc. (b) |
136,124 | ||||||
14,276 | News Corp. - Class A (a) |
195,581 | ||||||
13,070 | News Corp. - Class B (a) |
184,941 | ||||||
794 | Scripps Networks Interactive, Inc. - Class A |
54,238 | ||||||
51,383 | Sirius XM Holdings, Inc. |
281,065 | ||||||
43,754 | TEGNA, Inc. |
630,495 | ||||||
7,737 | The Walt Disney Co. |
822,056 | ||||||
5,999 | Time Warner, Inc. |
602,360 | ||||||
|
|
|||||||
6,900,100 | ||||||||
|
|
|||||||
Metals & Mining - 0.62% |
||||||||
29,710 | Freeport-McMoRan, Inc. (a)(b) |
356,817 | ||||||
7,251 | Newmont Mining Corp. |
234,860 | ||||||
1,557 | Reliance Steel & Aluminum Co. |
113,365 | ||||||
796 | Royal Gold, Inc. |
62,223 | ||||||
7,769 | Steel Dynamics, Inc. |
278,208 | ||||||
29,599 | United States Steel Corp. (a) |
655,322 | ||||||
|
|
|||||||
1,700,795 | ||||||||
|
|
|||||||
Multiline Retail - 1.11% |
||||||||
5,544 | Burlington Stores, Inc. (a)(b) |
509,992 | ||||||
3,747 | Dollar General Corp. (a) |
270,121 | ||||||
3,499 | Dollar Tree, Inc. (a)(b) |
244,650 | ||||||
14,734 | Kohl’s Corp. (a) |
569,764 | ||||||
33,307 | Macy’s, Inc. |
774,055 | ||||||
5,425 | Nordstrom, Inc. (a) |
259,478 | ||||||
7,718 | Target Corp. (a) |
403,574 | ||||||
|
|
|||||||
3,031,634 | ||||||||
|
|
|||||||
Multi-Utilities - 0.52% |
||||||||
2,612 | Ameren Corp. |
142,798 | ||||||
9,942 | CenterPoint Energy, Inc. (a) |
272,212 |
3,170 | CMS Energy Corp. |
146,613 | ||||||
1,576 | Consolidated Edison, Inc. |
127,372 | ||||||
1,633 | Dominion Energy, Inc. (a) |
125,137 | ||||||
1,880 | DTE Energy Co. |
198,885 | ||||||
9,474 | MDU Resources Group, Inc. (a) |
248,219 | ||||||
2,555 | Vectren Corp. |
149,314 | ||||||
|
|
|||||||
1,410,550 | ||||||||
|
|
|||||||
Oil, Gas & Consumable Fuels - 1.79% |
||||||||
14,701 | Centennial Resource Development, Inc. (b) |
232,570 | ||||||
3,592 | Chevron Corp. |
374,753 | ||||||
33,523 | CONSOL Energy, Inc. (b) |
500,834 | ||||||
18,976 | Exxon Mobil Corp. |
1,531,932 | ||||||
4,244 | Marathon Petroleum Corp. |
222,089 | ||||||
3,435 | The Williams Companies, Inc. |
104,012 | ||||||
11,107 | Valero Energy Corp. (a) |
749,278 | ||||||
107,049 | Whiting Petroleum Corp. (b) |
589,840 | ||||||
15,131 | World Fuel Services Corp. (a) |
581,787 | ||||||
|
|
|||||||
4,887,095 | ||||||||
|
|
|||||||
Paper & Forest Products - 0.04% |
||||||||
2,897 | Domtar Corp. |
111,303 | ||||||
|
|
|||||||
Personal Products - 0.48% |
||||||||
707 | Edgewell Personal Care Co. (b) |
53,746 | ||||||
4,805 | Herbalife, Ltd. (a)(b) |
342,741 | ||||||
9,583 | Nu Skin Enterprises, Inc. - Class A (a) |
602,196 | ||||||
3,280 | The Estee Lauder Cos., Inc. - Class A |
314,814 | ||||||
|
|
|||||||
1,313,497 | ||||||||
|
|
|||||||
Pharmaceuticals - 3.71% |
||||||||
3,692 | Abbott Laboratories |
179,468 | ||||||
4,696 | AbbVie, Inc. (a) |
340,507 | ||||||
1,622 | Akorn, Inc. (b) |
54,402 | ||||||
394 | Allergan Plc (a) |
95,778 | ||||||
9,652 | Bristol-Myers Squibb Co. |
537,810 | ||||||
3,947 | Eli Lilly & Co. |
324,838 | ||||||
91,225 | Endo International Plc (b) |
1,018,983 | ||||||
26,170 | Johnson & Johnson |
3,462,029 | ||||||
21,585 | Mallinckrodt Plc (a)(b) |
967,224 | ||||||
14,337 | Merck & Co., Inc. |
918,858 | ||||||
17,732 | Mylan NV (b) |
688,356 | ||||||
3,568 | Perrigo Co. Plc |
269,455 | ||||||
32,033 | Pfizer, Inc. |
1,075,989 | ||||||
3,251 | Zoetis, Inc. |
202,797 | ||||||
|
|
|||||||
10,136,494 | ||||||||
|
|
|||||||
Professional Services - 0.64% |
||||||||
5,898 | IHS Markit, Ltd. (b) |
259,748 | ||||||
7,354 | ManpowerGroup, Inc. |
821,074 | ||||||
1,405 | Nielsen Holdings Plc |
54,317 | ||||||
7,590 | Robert Half International, Inc. |
363,789 | ||||||
2,367 | The Dun & Bradstreet Corp. |
255,991 | ||||||
|
|
|||||||
1,754,919 | ||||||||
|
|
|||||||
Real Estate Management & Development - 0.45% |
||||||||
1,846 | CBRE Group, Inc. - Class A (b) |
67,194 | ||||||
1,519 | Jones Lang LaSalle, Inc. (a) |
189,875 | ||||||
29,582 | Realogy Holdings Corp. |
959,936 | ||||||
|
|
|||||||
1,217,005 | ||||||||
|
|
|||||||
Road & Rail - 0.56% |
||||||||
6,996 | CSX Corp. (a) |
381,702 | ||||||
3,253 | Genesee & Wyoming, Inc. - Class A (b) |
222,473 | ||||||
3,556 | Landstar System, Inc. |
304,393 | ||||||
1,001 | Norfolk Southern Corp. |
121,822 | ||||||
1,051 | Old Dominion Freight Line, Inc. |
100,097 | ||||||
3,729 | Union Pacific Corp. |
406,125 | ||||||
|
|
|||||||
1,536,612 | ||||||||
|
|
|||||||
Semiconductors & Semiconductor Equipment - 3.91% |
||||||||
30,947 | Advanced Micro Devices, Inc. (b) |
386,219 | ||||||
4,184 | Analog Devices, Inc. |
325,515 | ||||||
17,837 | Applied Materials, Inc. |
736,846 | ||||||
2,716 | Broadcom Ltd. |
632,964 | ||||||
3,276 | Cavium, Inc. (b) |
203,538 | ||||||
21,699 | First Solar, Inc. (a)(b) |
865,356 | ||||||
52,149 | Intel Corp. |
1,759,507 | ||||||
3,623 | KLA-Tencor Corp. |
331,541 |
1,498 | Lam Research Corp. |
211,862 | ||||||
12,337 | Marvell Technology Group, Ltd. - ADR |
203,807 | ||||||
5,169 | Maxim Integrated Products, Inc. |
232,088 | ||||||
3,715 | Microchip Technology, Inc. (a) |
286,724 | ||||||
11,727 | Micron Technology, Inc. (b) |
350,168 | ||||||
3,978 | Microsemi Corp. (b) |
186,170 | ||||||
7,494 | NVIDIA Corp. |
1,083,333 | ||||||
32,074 | ON Semiconductor Corp. (a)(b) |
450,319 | ||||||
1,996 | Qorvo, Inc. (a)(b) |
126,387 | ||||||
4,922 | Skyworks Solutions, Inc. (a) |
472,266 | ||||||
9,263 | Teradyne, Inc. |
278,168 | ||||||
11,947 | Texas Instruments, Inc. |
919,083 | ||||||
10,837 | Versum Materials, Inc. |
352,202 | ||||||
4,452 | Xilinx, Inc. (a) |
286,353 | ||||||
|
|
|||||||
10,680,416 | ||||||||
|
|
|||||||
Software - 6.01% |
||||||||
7,416 | Activision Blizzard, Inc. |
426,939 | ||||||
6,541 | Adobe Systems, Inc. (b) |
925,159 | ||||||
2,138 | ANSYS, Inc. (b) |
260,152 | ||||||
2,745 | Atlassian Corp. Plc - Class A (a)(b) |
96,569 | ||||||
4,512 | Autodesk, Inc. (b) |
454,900 | ||||||
2,347 | CA, Inc. |
80,901 | ||||||
17,708 | Cadence Design System, Inc. (b) |
593,041 | ||||||
3,519 | CDK Global, Inc. |
218,389 | ||||||
2,980 | Citrix Systems, Inc. (b) |
237,148 | ||||||
18,105 | Dell Technologies, Inc. - Class V (b) |
1,106,397 | ||||||
5,545 | Electronic Arts, Inc. (a)(b) |
586,217 | ||||||
6,571 | Fortinet, Inc. (b) |
246,018 | ||||||
3,690 | Intuit, Inc. |
490,069 | ||||||
775 | Jack Henry & Associates, Inc. |
80,499 | ||||||
5,077 | Manhattan Associates, Inc. (a)(b) |
244,001 | ||||||
79,307 | Microsoft Corp. |
5,466,631 | ||||||
14,868 | Nuance Communications, Inc. (a)(b) |
258,852 | ||||||
18,476 | Oracle Corp. |
926,387 | ||||||
3,372 | PTC, Inc. (b) |
185,865 | ||||||
3,906 | Red Hat, Inc. (b) |
373,999 | ||||||
3,985 | salesforce.com, Inc. (b) |
345,101 | ||||||
4,209 | ServiceNow, Inc. (b) |
446,154 | ||||||
4,567 | Splunk, Inc. (a)(b) |
259,817 | ||||||
1,931 | SS&C Technologies Holdings, Inc. |
74,170 | ||||||
10,246 | Symantec Corp. |
289,449 | ||||||
7,361 | Synopsys, Inc. (b) |
536,838 | ||||||
4,811 | Tableau Software, Inc. - Class A (b) |
294,770 | ||||||
4,142 | Take-Two Interactive Software, Inc. (b) |
303,940 | ||||||
4,998 | VMware, Inc. (a)(b) |
436,975 | ||||||
1,987 | Workday, Inc. - Class A (a)(b) |
192,739 | ||||||
|
|
|||||||
16,438,086 | ||||||||
|
|
|||||||
Specialty Retail - 4.76% |
||||||||
2,292 | Advance Auto Parts, Inc. |
267,224 | ||||||
2,667 | AutoNation, Inc. (b) |
112,441 | ||||||
639 | AutoZone, Inc. (a)(b) |
364,524 | ||||||
26,108 | Bed Bath & Beyond, Inc. (a) |
793,683 | ||||||
11,116 | Best Buy Co., Inc. (a) |
637,280 | ||||||
4,019 | Cabela’s, Inc. (b) |
238,809 | ||||||
10,133 | Dick’s Sporting Goods, Inc. (a) |
403,597 | ||||||
6,191 | Floor & Decor Holdings, Inc. (b) |
243,059 | ||||||
4,663 | Foot Locker, Inc. |
229,793 | ||||||
39,860 | GameStop Corp. - Class A (a) |
861,375 | ||||||
7,106 | L Brands, Inc. (a) |
382,942 | ||||||
7,044 | Lowe’s Cos., Inc. |
546,121 | ||||||
3,007 | Murphy USA, Inc. (b) |
222,849 | ||||||
1,238 | O’Reilly Automotive, Inc. (b) |
270,800 | ||||||
7,810 | Ross Stores, Inc. (a) |
450,871 | ||||||
19,778 | Sally Beauty Holdings, Inc. (a)(b) |
400,505 | ||||||
1,590 | Sherwin-Williams Co. |
558,026 | ||||||
4,133 | Signet Jewelers Ltd. (a) |
261,371 | ||||||
61,720 | Staples, Inc. |
621,520 | ||||||
21,203 | The Gap, Inc. (a) |
466,254 | ||||||
11,469 | The Home Depot, Inc. |
1,759,345 | ||||||
21,674 | The Michaels Cos., Inc. (b) |
401,402 | ||||||
7,493 | The TJX Companies, Inc. (a) |
540,770 |
5,233 | Tiffany & Co. |
491,222 | ||||||
7,196 | Tractor Supply Co. (a) |
390,095 | ||||||
1,434 | Ulta Beauty, Inc. (b) |
412,046 | ||||||
15,280 | Urban Outfitters, Inc. (a)(b) |
283,291 | ||||||
7,984 | Williams Sonoma, Inc. (a) |
387,224 | ||||||
|
|
|||||||
12,998,439 | ||||||||
|
|
|||||||
Technology Hardware, Storage & Peripherals - 4.29% |
||||||||
57,119 | Apple, Inc. |
8,226,278 | ||||||
16,868 | Hewlett Packard Enterprise Co. |
279,840 | ||||||
19,618 | HP, Inc. |
342,923 | ||||||
6,846 | International Business Machines Corp. (a) |
1,053,120 | ||||||
2,038 | NCR Corp. (a)(b) |
83,232 | ||||||
2,873 | NetApp, Inc. (a) |
115,064 | ||||||
19,239 | Teradata Corp. (a)(b) |
567,358 | ||||||
4,914 | Western Digital Corp. (a) |
435,381 | ||||||
21,718 | Xerox Corp. |
623,958 | ||||||
|
|
|||||||
11,727,154 | ||||||||
|
|
|||||||
Textiles, Apparel & Luxury Goods - 1.65% |
||||||||
3,138 | Carter’s, Inc. (a) |
279,125 | ||||||
7,933 | Coach, Inc. |
375,548 | ||||||
2,394 | Hanesbrands, Inc. |
55,445 | ||||||
18,730 | Kate Spade & Co. (b) |
346,318 | ||||||
7,014 | lululemon athletica, Inc. (b) |
418,525 | ||||||
7,679 | Michael Kors Holdings Ltd. (a)(b) |
278,364 | ||||||
10,876 | NIKE, Inc. - Class B |
641,684 | ||||||
3,296 | PVH Corp. |
377,392 | ||||||
5,148 | Ralph Lauren Corp. (a) |
379,922 | ||||||
11,876 | Skechers U.S.A., Inc. - Class A (a)(b) |
350,342 | ||||||
14,660 | Under Armour, Inc. - Class A (a)(b) |
319,002 | ||||||
16,619 | Under Armour, Inc. - Class C (a)(b) |
335,039 | ||||||
6,378 | VF Corp. (a) |
367,373 | ||||||
|
|
|||||||
4,524,079 | ||||||||
|
|
|||||||
Tobacco - 1.03% |
||||||||
13,386 | Altria Group, Inc. |
996,856 | ||||||
15,385 | Philip Morris International, Inc. |
1,806,968 | ||||||
|
|
|||||||
2,803,824 | ||||||||
|
|
|||||||
Trading Companies & Distributors - 0.97% |
||||||||
1,478 | Air Lease Corp. |
55,218 | ||||||
9,233 | Fastenal Co. (a) |
401,912 | ||||||
7,225 | HD Supply Holdings, Inc. (b) |
221,302 | ||||||
3,598 | MSC Industrial Direct Co., Inc. - Class A |
309,284 | ||||||
7,363 | Univar, Inc. (b) |
215,000 | ||||||
2,061 | W.W. Grainger, Inc. (a) |
372,072 | ||||||
1,425 | Watsco, Inc. - Class A |
219,735 | ||||||
14,807 | WESCO International, Inc. (b) |
848,441 | ||||||
|
|
|||||||
2,642,964 | ||||||||
|
|
|||||||
Wireless Telecommunication Services - 0.07% |
||||||||
6,846 | Sprint Corp. (a)(b) |
56,206 | ||||||
4,427 | Telephone & Data Systems, Inc. (a) |
122,849 | ||||||
|
|
|||||||
179,055 | ||||||||
|
|
|||||||
Total Common Stocks (Cost $213,007,135) |
254,277,433 | |||||||
|
|
|||||||
INVESTMENT COMPANIES - 4.08% |
||||||||
Exchange Traded Funds - 4.08% |
||||||||
50,223 | Vanguard S&P 500 ETF |
11,152,519 | ||||||
|
|
|||||||
Total Investment Companies (Cost $10,944,826) |
11,152,519 | |||||||
|
|
|||||||
REAL ESTATE INVESTMENT TRUSTS - 1.98% |
||||||||
Real Estate Investment Trusts - 1.98% |
||||||||
8,057 | AGNC Investment Corp. (a) |
171,533 | ||||||
1,557 | Alexandria Real Estate Equities, Inc. |
187,572 | ||||||
16,719 | American Homes 4 Rent - Class A (a) |
377,348 | ||||||
2,445 | American Tower Corp. |
323,522 | ||||||
27,143 | Annaly Capital Management, Inc. (a) |
327,073 | ||||||
280 | AvalonBay Communities, Inc. |
53,807 | ||||||
4,139 | Brandywine Realty Trust |
72,557 | ||||||
1,574 | Camden Property Trust |
134,593 | ||||||
22,621 | Chimera Investment Corp. |
421,429 | ||||||
7,693 | Corporate Office Properties Trust |
269,486 | ||||||
1,446 | Digital Realty Trust, Inc. (a) |
163,326 | ||||||
3,829 | Duke Realty Corp. |
107,020 |
5,766 | Empire State Realty Trust, Inc. - Class A (a) |
119,760 | ||||||
173 | Equinix, Inc. |
74,245 | ||||||
2,215 | Equity Commonwealth (b) |
69,994 | ||||||
630 | Equity LifeStyle Properties, Inc. |
54,394 | ||||||
410 | Essex Property Trust, Inc. |
105,481 | ||||||
4,459 | Forest City Realty Trust, Inc. - Class A |
107,774 | ||||||
7,344 | Hospitality Properties Trust |
214,078 | ||||||
15,827 | Host Hotels & Resorts, Inc. (a) |
289,159 | ||||||
2,517 | Invitation Homes, Inc. |
54,443 | ||||||
27,628 | MFA Financial, Inc. (a) |
231,799 | ||||||
16,734 | New Residential Investment Corp. |
260,381 | ||||||
1,750 | Omega Healthcare Investors, Inc. |
57,785 | ||||||
5,966 | Park Hotels & Resorts, Inc. |
160,843 | ||||||
7,520 | Piedmont Office Realty Trust, Inc. - Class A |
158,522 | ||||||
2,419 | Prologis, Inc. |
141,850 | ||||||
8,849 | Retail Properties of America, Inc. - Class A |
108,046 | ||||||
1,230 | SBA Communications Corp. (b) |
165,927 | ||||||
765 | SL Green Realty Corp. |
80,937 | ||||||
2,951 | Starwood Property Trust, Inc. (a) |
66,073 | ||||||
1,143 | Sun Communities, Inc. |
100,230 | ||||||
2,108 | Tanger Factory Outlet Centers, Inc. |
54,766 | ||||||
6,356 | Two Harbors Investment Corp. (a) |
62,988 | ||||||
8,428 | VEREIT, Inc. |
68,604 | ||||||
|
|
|||||||
Total Real Estate Investment Trusts (Cost $5,027,337) |
5,417,345 | |||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 3.10% |
||||||||
Money Market Funds - 3.10% |
||||||||
8,483,537 | Deutsche Government Money Market Series - Institutional Shares |
8,483,537 | ||||||
|
|
|||||||
Total Short Term Investments (Cost $8,483,537) |
8,483,537 | |||||||
|
|
|||||||
INVESTMENTS PURCHASED AS SECURITIES LENDING COLLATERAL - 13.76% |
||||||||
37,614,093 | Mount Vernon Liquid Assets Portfolio, LLC |
37,614,093 | ||||||
|
|
|||||||
Total Investments Purchased as Securities Lending Collateral (Cost $37,614,093) |
37,614,093 | |||||||
|
|
|||||||
Total Investments (Cost $275,076,928) - 115.94% |
316,944,927 | |||||||
Liabilities in Excess of Other Assets - (15.94)% |
(43,586,811 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.00% |
$ | 273,358,116 | ||||||
|
|
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 June 30, 2017 |
The cost basis of investments for federal income tax purposes at June 30, 2017 was as follows*: | ||||
Cost of investments |
$ | 275,076,928 | ||
|
|
|||
Gross unrealized appreciation |
47,206,753 | |||
Gross unrealized depreciation |
(5,338,754 | ) | ||
|
|
|||
Net unrealized appreciation |
$ | 41,867,999 | ||
|
|
* | Because tax adjustments are calculated annually, the above table does not reflect tax adjustments. For the previous fiscal year’s federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent semi-annual or annual report. |
GuideMark® Emerging Markets Fund
Schedule of Investments
June 30, 2017 (Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS - 84.51% |
||||||||
Brazil - 4.55% |
||||||||
61,924 | Ambev SA |
$ | 343,742 | |||||
22,187 | Banco Bradesco SA |
185,645 | ||||||
50,652 | Banco do Brasil SA |
410,060 | ||||||
32,630 | Banco Santander Brasil SA |
247,318 | ||||||
38,220 | BB Seguridade Participacoes SA |
330,181 | ||||||
52,664 | Centrais Eletricas Brasileiras SA (a) |
198,390 | ||||||
26,532 | Cia de Saneamento Basico do Estado de Sao Paulo |
251,793 | ||||||
82,930 | Cia Siderurgica Nacional SA (a) |
180,234 | ||||||
11,274 | Cosan SA Industria e Comercio |
117,372 | ||||||
22,451 | CPFL Energia SA |
179,586 | ||||||
39,371 | EDP - Energias do Brasil SA |
167,804 | ||||||
8,311 | Equatorial Energia SA |
136,472 | ||||||
43,110 | Lojas Renner SA |
357,851 | ||||||
19,959 | M Dias Branco SA |
298,521 | ||||||
19,736 | Natura Cosmeticos SA |
152,448 | ||||||
32,551 | Odontoprev SA |
114,369 | ||||||
69,896 | Petroleo Brasileiro SA (a) |
279,972 | ||||||
17,740 | Raia Drogasil SA |
377,515 | ||||||
81,317 | Sul America SA (c) |
435,684 | ||||||
6,841 | Ultrapar Participacoes SA |
161,686 | ||||||
22,966 | Vale SA - Preference Shares |
201,175 | ||||||
|
|
|||||||
5,127,818 | ||||||||
|
|
|||||||
Chile - 0.87% |
||||||||
1,193,542 | Banco de Chile |
156,424 | ||||||
4,560 | Banco de Credito e Inversiones |
255,194 | ||||||
41,951 | Cencosud SA |
111,667 | ||||||
25,380 | Cia Cervecerias Unidas SA |
333,865 | ||||||
11,270 | Latam Airlines Group SA |
125,327 | ||||||
|
|
|||||||
982,477 | ||||||||
|
|
|||||||
China - 17.07% |
||||||||
973,250 | Agricultural Bank of China Ltd. - Series H |
459,976 | ||||||
23,299 | Alibaba Group Holding Ltd. - ADR (a)(b) |
3,282,829 | ||||||
113,209 | ANTA Sports Products Ltd. |
374,002 | ||||||
4,607 | Baidu, Inc. - ADR (a) |
824,008 | ||||||
1,953,309 | Bank of China Ltd. - Series H |
957,838 | ||||||
384,000 | Bank of Communications Co., Ltd. - Series H |
270,901 | ||||||
569,672 | China Cinda Asset Management Co., Ltd. - Series H |
212,312 | ||||||
420,000 | China CITIC Bank Corp. Ltd. - Series H |
257,054 | ||||||
710,542 | China Communications Services Corp. Ltd. - Series H |
409,292 | ||||||
2,220,843 | China Construction Bank Corp. - Series H |
1,727,030 | ||||||
347,000 | China Everbright Bank Co., Ltd. |
162,153 | ||||||
288,414 | China Huarong Asset Management Co., Ltd. - Series H |
111,856 | ||||||
38,375 | China Life Insurance Company Ltd. - Series H |
117,276 | ||||||
82,346 | China Mengniu Dairy Co., Ltd. |
161,459 | ||||||
103,586 | China Merchants Bank Co., Ltd. - Series H |
312,144 | ||||||
191,873 | China Minsheng Banking Corp., Ltd. - Series H |
191,375 | ||||||
835,981 | China Petroleum & Chemical Corp. - Series H |
654,575 | ||||||
193,616 | China Southern Airlines Co., Ltd. - Series H |
163,638 | ||||||
592,413 | Chongqing Rural Commercial Bank Co., Ltd. - Series H |
399,538 | ||||||
619,647 | Country Garden Holdings Co., Ltd. |
718,777 | ||||||
226,768 | Dongfeng Motor Group Co., Ltd. - Series H |
267,976 | ||||||
143,566 | Great Wall Motor Co., Ltd. - Series H |
177,180 | ||||||
90,938 | Haier Electronics Group Co., Ltd. |
236,430 | ||||||
3,848 | JD.com, Inc. - ADR (a)(b) |
150,919 | ||||||
6,343 | Momo, Inc. - ADR (a) |
234,437 | ||||||
3,195 | NetEase, Inc. - ADR (b) |
960,513 | ||||||
25,079 | New China Life Insurance Co., Ltd. - Series H |
127,598 | ||||||
8,359 | New Oriental Education & Technology Group, Inc. - ADR (a) |
589,226 | ||||||
306,000 | PetroChina Co. - Series H |
187,202 |
193,025 | PICC Property & Casualty Co., Ltd. - Series H |
322,373 | ||||||
108,097 | Ping An Insurance Group Co. of China, Ltd. - Series H |
712,078 | ||||||
20,768 | Shenzhou International Group Holdings Ltd. |
136,557 | ||||||
484,779 | Sihuan Pharmaceutical Holdings Group Ltd. |
202,940 | ||||||
1,615 | Sina Corp. (a) |
137,227 | ||||||
498,790 | Sino-Ocean Group Holding Ltd. |
243,970 | ||||||
278,828 | Sinopec Shanghai Petrochemical Co., Ltd. - Series H |
149,210 | ||||||
377,072 | Sun Art Retail Group Ltd. |
300,151 | ||||||
3,841 | TAL Education Group - ADR |
469,793 | ||||||
879,049 | The People’s Insurance Co. Group of China, Ltd. - Series H |
369,223 | ||||||
23,886 | Vipshop Holdings Ltd. - ADR (a)(b) |
251,997 | ||||||
283,799 | Want Want China Holdings, Ltd. |
191,497 | ||||||
8,407 | Weibo Corp. - ADR (a)(b) |
558,780 | ||||||
12,894 | Yum China Holdings, Inc. (a) |
508,410 | ||||||
|
|
|||||||
19,253,720 | ||||||||
|
|
|||||||
Colombia - 0.22% |
||||||||
57,026 | Interconexion Electrica SA ESP |
249,624 | ||||||
|
|
|||||||
Czech Republic - 0.16% |
||||||||
15,385 | O2 Czech Republic AS |
182,514 | ||||||
|
|
|||||||
Egypt - 0.17% |
||||||||
43,369 | Commercial International Bank Egypt SAE (c) |
191,379 | ||||||
|
|
|||||||
Hong Kong - 11.94% |
||||||||
44,239 | AAC Technologies Holdings, Inc. |
552,596 | ||||||
585,278 | Belle International Holdings Ltd. |
461,344 | ||||||
164,654 | China Evergrande Group (a) |
295,393 | ||||||
119,998 | China Mobile Ltd. |
1,272,195 | ||||||
66,466 | China Overseas Land & Investment Ltd. |
194,518 | ||||||
48,725 | China Resources Land Ltd. |
141,949 | ||||||
346,338 | China Telecom Corp. Ltd. - Series H |
164,463 | ||||||
89,911 | China Unicom Hong Kong Ltd. (a) |
133,461 | ||||||
115,853 | CITIC Ltd. |
174,166 | ||||||
234,800 | CSPC Pharmaceutical Group Ltd. |
342,951 | ||||||
398,461 | Geely Automobile Holdings Ltd. |
858,800 | ||||||
1,379,325 | GOME Electrical Appliances Holding Ltd. |
169,588 | ||||||
1,894,492 | Industrial & Commercial Bank of China Ltd. - Series H |
1,278,560 | ||||||
310,000 | Kunlun Energy Co., Ltd. |
262,811 | ||||||
110,331 | Longfor Properties Co., Ltd. |
236,937 | ||||||
261,609 | Nine Dragons Paper Holdings Ltd. |
348,382 | ||||||
437,212 | Sino Biopharmaceutical Ltd. |
386,593 | ||||||
329,548 | Sunac China Holdings Ltd. |
688,458 | ||||||
49,479 | Sunny Optical Technology Group Co., Ltd. |
443,086 | ||||||
136,789 | Tencent Holdings Ltd. |
4,907,300 | ||||||
136,824 | Tingyi Cayman Islands Holding Corp. |
162,298 | ||||||
|
|
|||||||
13,475,849 | ||||||||
|
|
|||||||
Hungary - 0.57% |
||||||||
5,335 | MOL Hungarian Oil and Gas Plc |
419,023 | ||||||
6,747 | OTP Bank Plc |
225,819 | ||||||
|
|
|||||||
644,842 | ||||||||
|
|
|||||||
Indonesia - 1.85% |
||||||||
4,919,951 | Adaro Energy Tbk PT |
582,078 | ||||||
165,901 | Bank Central Asia Tbk PT |
226,259 | ||||||
441,599 | Hanjaya Mandala Sampoerna Tbk PT |
127,236 | ||||||
1,215,482 | Kalbe Farma Tbk PT |
147,966 | ||||||
177,812 | Matahari Department Store Tbk PT |
189,098 | ||||||
656,400 | Surya Citra Media Tbk PT |
127,566 | ||||||
614,599 | Telekomunikasi Indonesia Persero Tbk PT |
208,713 | ||||||
80,879 | Unilever Indonesia Tbk PT |
295,914 | ||||||
87,110 | United Tractors Tbk PT |
179,290 | ||||||
|
|
|||||||
2,084,120 | ||||||||
|
|
|||||||
Malaysia - 1.77% |
||||||||
303,203 | AirAsia Bhd |
229,542 | ||||||
289,307 | Astro Malaysia Holdings Bhd |
170,512 | ||||||
27,976 | British American Tobacco Malaysia Bhd |
282,976 | ||||||
293,412 | DiGi.Com Bhd |
341,761 | ||||||
290,520 | Felda Global Ventures Holdings Bhd |
115,814 | ||||||
67,006 | Genting Bhd |
146,883 |
65,123 | HAP Seng Consolidated Bhd |
140,128 | ||||||
100,451 | Maxis Communications Bhd |
129,875 | ||||||
38,819 | Public Bank Bhd |
183,733 | ||||||
691,771 | Sapura Energy Bhd |
256,095 | ||||||
|
|
|||||||
1,997,319 | ||||||||
|
|
|||||||
Mexico - 3.64% |
||||||||
86,522 | Alfa SAB de CV - Series A |
122,760 | ||||||
570,545 | America Movil SAB de CV - Series L |
457,725 | ||||||
22,075 | Arca Continental SAB de CV |
166,066 | ||||||
467,264 | Cemex SAB de CV (a) |
439,747 | ||||||
17,078 | Coca-Cola Femsa SAB de CV - Series L |
144,820 | ||||||
46,848 | Fomento Economico Mexicano SAB de CV |
461,362 | ||||||
102,459 | Gentera SAB de CV |
153,784 | ||||||
21,077 | Gruma SAB de CV - Series B |
274,984 | ||||||
7,131 | Grupo Aeroportuario del Sureste SAB de CV - Series B |
150,421 | ||||||
168,733 | Grupo Bimbo SAB de CV - Series A |
425,255 | ||||||
39,714 | Grupo Financiero Banorte SAB de CV - Series O |
251,977 | ||||||
74,876 | Grupo Mexico SAB de CV - Series B |
210,369 | ||||||
11,969 | Industrias Penoles SAB de CV |
270,716 | ||||||
25,369 | Infraestructura Energetica Nova SAB de CV |
135,213 | ||||||
59,371 | Kimberly-Clark de Mexico SAB de CV - Series A |
125,653 | ||||||
133,688 | Wal-Mart de Mexico SAB de CV |
309,971 | ||||||
|
|
|||||||
4,100,823 | ||||||||
|
|
|||||||
Peru - 0.25% |
||||||||
1,551 | CREDICORP Ltd. |
278,234 | ||||||
|
|
|||||||
Philippines - 0.23% |
||||||||
6,395 | Globe Telecom, Inc. |
259,592 | ||||||
|
|
|||||||
Poland - 1.93% |
||||||||
3,791 | CCC SA |
230,025 | ||||||
15,043 | Eurocash SA |
125,844 | ||||||
38,396 | Grupa Lotos SA |
528,658 | ||||||
15,005 | Jastrzebska Spolka Weglowa SA (a) |
299,521 | ||||||
5,124 | KGHM Polska Miedz SA |
152,840 | ||||||
174 | LPP SA |
335,838 | ||||||
11,140 | Polski Koncern Naftowy Orlen SA |
336,493 | ||||||
99,348 | Polskie Gornictwo Naftowe i Gazownictwo SA |
169,495 | ||||||
|
|
|||||||
2,178,714 | ||||||||
|
|
|||||||
Qatar - 0.16% |
||||||||
7,211 | Ooredoo QSC |
181,043 | ||||||
|
|
|||||||
Republic of Korea - 14.83% |
||||||||
1,084 | Amorepacific Corp. |
287,896 | ||||||
2,112 | AMOREPACIFIC Group |
239,999 | ||||||
1,683 | BGF retail Co., Ltd. |
148,690 | ||||||
31,898 | BNK Financial Group, Inc. |
305,001 | ||||||
11,244 | Cheil Worldwide, Inc. |
180,849 | ||||||
3,709 | Coway Co., Ltd. |
337,081 | ||||||
35,743 | DGB Financial Group, Inc. |
368,499 | ||||||
2,158 | Dongbu Insurance Co., Ltd. |
128,246 | ||||||
10,988 | Hana Financial Group, Inc. |
433,944 | ||||||
1,449 | Hanssem Co., Ltd. |
233,025 | ||||||
5,061 | Hanwha Chemical Corp. |
133,553 | ||||||
8,478 | Hanwha Corp. |
351,338 | ||||||
24,749 | Hanwha Life Insurance Co., Ltd. |
150,501 | ||||||
3,430 | Hanwha Techwin Co., Ltd. |
133,361 | ||||||
2,625 | Hotel Shilla Co., Ltd. |
130,943 | ||||||
991 | Hyosung Corp. |
145,121 | ||||||
4,203 | Hyundai Engineering & Construction Co., Ltd. |
169,323 | ||||||
776 | Hyundai Heavy Industries Co., Ltd. (a) |
119,977 | ||||||
3,916 | Hyundai Marine & Fire Insurance Co., Ltd. |
134,691 | ||||||
2,843 | Hyundai Steel Co. |
154,422 | ||||||
20,385 | Industrial Bank of Korea |
253,703 | ||||||
10,053 | KB Financial Group, Inc. |
507,578 | ||||||
5,817 | Kia Motors Corp. |
194,263 | ||||||
9,018 | Korea Gas Corp. |
419,421 | ||||||
10,058 | Korean Air Lines Co., Ltd. (a) |
340,178 | ||||||
4,092 | KT Corp. (c) |
116,673 |
4,150 | LG Electronics, Inc. |
291,145 | ||||||
531 | LG Household & Health Care Ltd. |
461,388 | ||||||
43,539 | LG Uplus Corp. |
593,773 | ||||||
438 | Lotte Chemical Corp. |
131,828 | ||||||
697 | Naver Corp. |
510,922 | ||||||
352 | NCSoft Corp. |
116,756 | ||||||
1,712 | OCI Co., Ltd. |
134,172 | ||||||
2,367 | POSCO |
592,915 | ||||||
10,113 | Posco Daewoo Corp. |
197,176 | ||||||
1,772 | S-1 Corp. |
150,241 | ||||||
2,546 | Samsung Electronics Co., Ltd. |
5,302,864 | ||||||
949 | Samsung SDI Co., Ltd. |
142,467 | ||||||
4,764 | Shinhan Financial Group Co., Ltd. |
205,544 | ||||||
10,119 | SK Hynix, Inc. |
595,804 | ||||||
2,537 | SK Innovation Co., Ltd. |
351,365 | ||||||
981 | SK Telecom Co., Ltd. |
228,070 | ||||||
37,917 | Woori Bank |
610,801 | ||||||
|
|
|||||||
16,735,507 | ||||||||
|
|
|||||||
Russian Federation - 1.86% |
||||||||
41,790 | Gazprom PJSC |
165,517 | ||||||
12,133 | Lukoil PJSC - ADR |
591,969 | ||||||
3,985 | Magnit PJSC |
135,421 | ||||||
20,649 | Mobile TeleSystems PJSC - ADR |
173,039 | ||||||
50,590 | Sberbank of Russia PJSC |
524,221 | ||||||
17,828 | Sberbank of Russia PJSC - ADR |
185,233 | ||||||
9,904 | Severstal PJSC - GDR |
129,831 | ||||||
4,558 | Tatneft PJSC |
171,840 | ||||||
507 | Tatneft PJSC - ADR |
19,130 | ||||||
|
|
|||||||
2,096,201 | ||||||||
|
|
|||||||
South Africa - 5.73% |
||||||||
18,731 | AngloGold Ashanti Ltd. |
182,889 | ||||||
16,466 | Barclays Africa Group Ltd. |
181,051 | ||||||
2,639 | Capitec Bank Holdings Ltd. |
167,427 | ||||||
54,617 | Coronation Fund Managers Ltd. |
272,192 | ||||||
35,359 | Exxaro Resources Ltd. |
251,214 | ||||||
54,410 | FirstRand Ltd. |
196,220 | ||||||
102,306 | Gold Fields Ltd. |
351,826 | ||||||
16,826 | Liberty Holdings Ltd. |
144,707 | ||||||
19,915 | Massmart Holdings Ltd. |
160,599 | ||||||
25,646 | Mr. Price Group Ltd. |
305,744 | ||||||
6,932 | Naspers Ltd. - N Shares |
1,365,138 | ||||||
8,316 | Nedbank Group Ltd. |
132,785 | ||||||
57,012 | Pick n Pay Stores Ltd. |
256,990 | ||||||
10,980 | Pioneer Foods Group Ltd. |
113,682 | ||||||
48,768 | Sappi Ltd. |
324,541 | ||||||
15,975 | Shoprite Holdings Ltd. |
243,593 | ||||||
20,668 | Standard Bank Group Ltd. |
227,609 | ||||||
26,291 | Steinhoff International Holdings NV |
134,713 | ||||||
46,929 | Telkom SA SOC Ltd. |
220,753 | ||||||
24,851 | The Bidvest Group Ltd. |
299,265 | ||||||
14,064 | The SPAR Group Ltd. |
165,726 | ||||||
6,241 | Tiger Brands Ltd. |
175,469 | ||||||
27,942 | Truworths International Ltd. |
152,654 | ||||||
18,661 | Vodacom Group Ltd. |
234,487 | ||||||
43,825 | Woolworths Holdings Ltd. |
206,710 | ||||||
|
|
|||||||
6,467,984 | ||||||||
|
|
|||||||
Taiwan - 12.51% |
||||||||
44,737 | Advantech Co., Ltd. |
316,702 | ||||||
21,840 | Asustek Computer, Inc. |
206,273 | ||||||
12,230 | Catcher Technology Co., Ltd. |
145,762 | ||||||
94,186 | Cathay Financial Holding Co., Ltd. |
155,033 | ||||||
94,000 | Chailease Holding Co., Ltd. |
261,843 | ||||||
1,085,261 | China Airlines Ltd. |
329,213 | ||||||
50,969 | Chunghwa Telecom Co., Ltd. |
180,813 | ||||||
191,657 | CTBC Financial Holding Co., Ltd. |
125,625 | ||||||
31,079 | Delta Electronics, Inc. |
170,013 |
14,426 | Eclat Textile Co., Ltd. |
175,516 | ||||||
448,589 | Eva Airways Corp. |
221,905 | ||||||
332,000 | Evergreen Marine Corp. Ltd. (a) |
168,482 | ||||||
71,617 | Far EasTone Telecommunications Co., Ltd. |
182,407 | ||||||
69,846 | Feng TAY Enterprise Co., Ltd. |
308,659 | ||||||
494,273 | First Financial Holding Co., Ltd. |
330,505 | ||||||
45,887 | Formosa Petrochemical Corp. |
158,258 | ||||||
40,978 | Foxconn Technology Co., Ltd. |
123,593 | ||||||
103,394 | Fubon Financial Holding Co., Ltd. |
164,532 | ||||||
36,000 | Globalwafers Co., Ltd. |
251,425 | ||||||
353,549 | Hon Hai Precision Industry Co., Ltd. |
1,359,039 | ||||||
601,000 | Innolux Corp. |
313,792 | ||||||
2,964 | Largan Precision Co., Ltd. |
471,912 | ||||||
135,042 | Lite-On Technology Corp. |
221,661 | ||||||
18,648 | MediaTek, Inc. |
159,536 | ||||||
52,459 | Micro-Star International Co., Ltd. |
121,768 | ||||||
80,091 | Nan Ya Plastics Corp. |
198,652 | ||||||
36,639 | Nien Made Enterprise Co., Ltd. |
406,292 | ||||||
41,878 | Novatek Microelectronics Corp. |
169,103 | ||||||
64,216 | Pegatron Corp. |
200,881 | ||||||
107,426 | Pou Chen Corp. |
148,554 | ||||||
38,926 | Powertech Technology, Inc. |
120,077 | ||||||
54,372 | President Chain Store Corp. |
488,546 | ||||||
61,632 | Quanta Computer, Inc. |
145,792 | ||||||
52,868 | Realtek Semiconductor Corp. |
190,157 | ||||||
74,936 | Standard Foods Corp. |
201,238 | ||||||
130,691 | Synnex Technology International Corp. |
146,409 | ||||||
33,743 | Taiwan Mobile Co. Ltd. |
127,015 | ||||||
554,039 | Taiwan Semiconductor Manufacturing Co., Ltd. |
3,785,313 | ||||||
211,409 | Uni-President Enterprises Corp. |
423,734 | ||||||
74,239 | Vanguard International Semiconductor Corp. |
146,370 | ||||||
584,870 | Wistron Corp. |
594,525 | ||||||
|
|
|||||||
14,116,925 | ||||||||
|
|
|||||||
Thailand - 2.22% |
||||||||
27,971 | Advanced Info Service PCL |
146,052 | ||||||
380,886 | Banpu Public Co. |
185,988 | ||||||
270,672 | BEC World PCL - NVDR |
167,328 | ||||||
25,077 | Bumrungrad Hospital PCL |
126,547 | ||||||
97,065 | CP ALL PCL |
179,191 | ||||||
20,961 | Electricity Generating PCL |
132,023 | ||||||
603,314 | Home Product Center PCL - NVDR |
170,359 | ||||||
55,228 | KCE Electronics PCL |
176,263 | ||||||
150,459 | Minor International PCL |
178,135 | ||||||
66,750 | PTT Exploration & Production PCL |
169,284 | ||||||
81,744 | PTT Global Chemical PCL - NVDR |
164,735 | ||||||
35,675 | PTT PCL |
388,238 | ||||||
97,635 | Robinson Department Store PCL |
167,303 | ||||||
65,998 | Thai Oil PCL |
153,414 | ||||||
|
|
|||||||
2,504,860 | ||||||||
|
|
|||||||
Turkey - 1.98% |
||||||||
41,980 | Aselsan Elektronik Sanayi Ve Ticaret AS |
260,791 | ||||||
21,806 | BIM Birlesik Magazalar AS |
404,297 | ||||||
82,905 | Eregli Demir ve Celik Fabrikalari TAS |
166,077 | ||||||
48,716 | Turkiye Garanti Bankasi AS |
135,594 | ||||||
76,198 | Turkiye Halk Bankasi AS |
284,773 | ||||||
177,923 | Turkiye Is Bankasi - Series C |
376,751 | ||||||
165,783 | Turkiye Vakiflar Bankasi TAO |
304,824 | ||||||
236,618 | Yapi ve Kredi Bankasi AS (a) |
301,875 | ||||||
|
|
|||||||
2,234,982 | ||||||||
|
|
|||||||
Total Common Stocks (Cost $74,301,380) |
95,344,527 | |||||||
|
|
|||||||
INVESTMENT COMPANIES - 10.17% |
||||||||
China - 0.48% |
||||||||
10,867 | iShares Core MSCI Emerging Markets ETF |
543,785 | ||||||
|
|
|||||||
India - 9.46% |
||||||||
332,432 | iShares MSCI India ETF |
10,671,067 | ||||||
|
|
Pakistan - 0.23% |
||||||||
15,991 | Global X MSCI Pakistan ETF |
265,770 | ||||||
|
|
|||||||
Total Investment Companies (Cost $10,517,748) |
11,480,622 | |||||||
|
|
|||||||
PREFERRED STOCKS - 4.36% |
||||||||
Brazil - 2.70% |
||||||||
65,301 | Banco Bradesco SA - Preference Shares |
554,868 | ||||||
42,840 | Centrais Eletricas Brasileiras SA - Preference Shares |
210,780 | ||||||
96,522 | Cia Energetica de Minas Gerais - Preference Shares |
235,121 | ||||||
15,942 | Cia Paranaense de Energia - Series B - Preference Shares |
117,896 | ||||||
98,706 | Gerdau SA - Preference Shares |
306,883 | ||||||
73,638 | Itau Unibanco Holding SA - Preference Shares |
816,866 | ||||||
41,705 | Itausa - Investimentos Itau SA - Preference Shares |
113,550 | ||||||
97,539 | Petroleo Brasileiro SA - Preference Shares (a) |
365,966 | ||||||
40,217 | Vale SA |
327,039 | ||||||
|
|
|||||||
3,048,969 | ||||||||
|
|
|||||||
Chile - 0.24% |
||||||||
8,067 | Sociedad Quimica y Minera de Chile SA - Preference Shares |
267,339 | ||||||
|
|
|||||||
Colombia - 0.16% |
||||||||
426,265 | Grupo Aval Acciones y Valores SA - Preference Shares |
175,542 | ||||||
|
|
|||||||
Republic of Korea - 1.26% |
||||||||
1,691 | Amorepacific Corp. - Preference Shares |
274,899 | ||||||
662 | LG Household & Health Care Ltd. - Preference Shares |
359,858 | ||||||
485 | Samsung Electronics Co., Ltd. - Preference Shares |
790,792 | ||||||
|
|
|||||||
1,425,549 | ||||||||
|
|
|||||||
Total Preferred Stocks (Cost $3,636,258) |
4,917,399 | |||||||
|
|
|||||||
REAL ESTATE INVESTMENT TRUSTS - 0.11% |
||||||||
South Africa - 0.11% |
||||||||
91,405 | Fortress Income Fund Ltd. - Class A |
119,894 | ||||||
|
|
|||||||
Total Real Estate Investment Trusts (Cost $113,393) |
119,894 | |||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 0.43% |
||||||||
Money Market Funds - 0.43% |
||||||||
488,954 | Deutsche Government Money Market Series - Institutional Shares |
488,954 | ||||||
|
|
|||||||
Total Short Term Investments (Cost $488,954) |
488,954 | |||||||
|
|
|||||||
INVESTMENTS PURCHASED AS SECURITIES LENDING COLLATERAL - 3.70% |
||||||||
4,172,837 | Mount Vernon Liquid Assets Portfolio, LLC |
4,172,837 | ||||||
|
|
|||||||
Total Investments Purchased as Securities Lending Collateral (Cost $4,172,837) |
4,172,837 | |||||||
|
|
|||||||
Total Investments (Cost $93,230,570) - 103.28% |
116,524,233 | |||||||
Liabilities in Excess of Other Assets - (3.28)% |
(3,702,096 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.00% |
$ | 112,822,137 | ||||||
|
|
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) | 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 total $743,736, which represents 0.66% of total net assets. |
(d) | Seven-day yield as of June 30, 2017. |
GuideMark® Emerging Markets Fund |
||
Schedule of Investments by Industry |
||
June 30, 2017 (Unaudited) |
COMMON STOCKS |
||||
Aerospace & Defense |
0.35 | % | ||
Airlines |
1.25 | % | ||
Automobiles |
1.33 | % | ||
Banks |
12.94 | % | ||
Beverages |
1.29 | % | ||
Capital Markets |
0.53 | % | ||
Chemicals |
0.94 | % | ||
Commercial Services & Supplies |
0.13 | % | ||
Construction & Engineering |
0.15 | % | ||
Construction Materials |
0.39 | % | ||
Consumer Finance |
0.14 | % | ||
Diversified Consumer Services |
0.94 | % | ||
Diversified Financial Services |
0.55 | % | ||
Diversified Telecommunication Services |
2.00 | % | ||
Electric Utilities |
0.83 | % | ||
Electronic Equipment, Instruments & Components |
3.35 | % | ||
Energy Equipment & Services |
0.23 | % | ||
Food & Staples Retailing |
3.02 | % | ||
Food Products |
2.25 | % | ||
Gas Utilities |
0.49 | % | ||
Health Care Providers & Services |
0.21 | % | ||
Hotels, Restaurants & Leisure |
0.74 | % | ||
Household Durables |
1.83 | % | ||
Household Products |
0.41 | % | ||
Independent Power and Renewable Electricity Producers |
0.12 | % | ||
Industrial Conglomerates |
0.96 | % | ||
Insurance |
2.77 | % | ||
Internet & Direct Marketing Retail |
0.36 | % | ||
Internet Software & Services |
10.12 | % | ||
Machinery |
0.11 | % | ||
Marine |
0.15 | % | ||
Media |
1.78 | % | ||
Metals & Mining |
2.56 | % | ||
Multiline Retail |
0.82 | % | ||
Oil, Gas & Consumable Fuels |
5.75 | % | ||
Paper & Forest Products |
0.60 | % | ||
Personal Products |
0.60 | % | ||
Pharmaceuticals |
0.96 | % | ||
Real Estate Management & Development |
2.23 | % | ||
Semiconductors & Semiconductor Equipment |
9.50 | % | ||
Software |
0.10 | % | ||
Specialty Retail |
1.23 | % | ||
Technology Hardware, Storage & Peripherals |
1.84 | % | ||
Textiles, Apparel & Luxury Goods |
1.51 | % | ||
Tobacco |
0.36 | % | ||
Trading Companies & Distributors |
0.17 | % | ||
Transportation Infrastructure |
0.13 | % | ||
Water Utilities |
0.22 | % | ||
Wireless Telecommunication Services |
3.27 | % | ||
|
|
|||
TOTAL COMMON STOCKS |
84.51 | % | ||
|
|
|||
INVESTMENT COMPANIES |
||||
Exchange Traded Funds |
10.17 | % | ||
|
|
|||
TOTAL INVESTMENT COMPANIES |
10.17 | % | ||
|
|
|||
PREFERRED STOCKS |
||||
Banks |
1.48 | % | ||
Chemicals |
0.24 | % | ||
Electric Utilities |
0.50 | % | ||
Metals & Mining |
0.56 | % | ||
Oil, Gas & Consumable Fuels |
0.32 | % | ||
Personal Products |
0.56 | % | ||
Semiconductors & Semiconductor Equipment |
0.70 | % | ||
|
|
|||
TOTAL PREFERRED STOCKS |
4.36 | % | ||
|
|
|||
REAL ESTATE INVESTMENT TRUSTS |
||||
Real Estate Investment Trusts |
0.11 | % | ||
|
|
|||
TOTAL REAL ESTATE INVESTMENT TRUSTS |
0.11 | % | ||
|
|
SHORT TERM INVESTMENTS |
||||
Money Market Funds |
0.43 | % | ||
|
|
|||
TOTAL SHORT TERM INVESTMENTS |
0.43 | % | ||
|
|
|||
INVESTMENTS PURCHASED AS SECURITIES LENDING COLLATERAL |
||||
|
|
|||
TOTAL INVESTMENTS PURCHASED AS SECURITIES LENDING COLLATERAL |
3.59 | % | ||
|
|
|||
TOTAL INVESTMENTS |
103.18 | % | ||
Liabilities in Excess of Other Assets |
(3.18 | )% | ||
|
|
|||
TOTAL NET ASSETS |
100.00 | % | ||
|
|
Percentages are stated as a percent of net assets.
The cost basis of investments for federal income tax purposes at June 30, 2017 was as follows*: | ||||
Cost of investments |
$ | 93,230,570 | ||
|
|
|||
Gross unrealized appreciation |
27,817,122 | |||
Gross unrealized depreciation |
(4,523,459 | ) | ||
|
|
|||
Net unrealized appreciation |
$ | 23,293,663 | ||
|
|
* | Because tax adjustments are calculated annually, the above table does not reflect tax adjustments. For the previous fiscal year’s federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent semi-annual or annual report. |
GuideMark® Small/Mid Cap Core Fund
Schedule of Investments (Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS - 89.33% |
||||||||
Aerospace & Defense - 1.40% |
||||||||
709 | AAR Corp. (a) |
$ | 24,645 | |||||
1,964 | Axon Enterprise, Inc. (a)(b) |
49,375 | ||||||
1,089 | BWX Technologies, Inc. |
53,089 | ||||||
500 | Cubic Corp. |
23,150 | ||||||
988 | Curtiss-Wright Corp. |
90,679 | ||||||
1,193 | DigitalGlobe, Inc. (b) |
39,727 | ||||||
1,244 | Ducommun, Inc. (b) |
39,285 | ||||||
1,514 | Engility Holdings, Inc. (b) |
42,998 | ||||||
317 | Esterline Technologies Corp. (b) |
30,052 | ||||||
546 | HEICO Corp. (a) |
39,225 | ||||||
665 | HEICO Corp. - Class A |
41,263 | ||||||
346 | Hexcel Corp. (a) |
18,265 | ||||||
720 | Huntington Ingalls Industries, Inc. |
134,035 | ||||||
1,251 | KLX, Inc. (a)(b) |
62,550 | ||||||
1,696 | Kratos Defense & Security Solutions, Inc. (b) |
20,132 | ||||||
565 | Moog, Inc. - Class A (b) |
40,522 | ||||||
1,559 | Orbital ATK, Inc. |
153,343 | ||||||
1,608 | Sparton Corp. (b) |
35,360 | ||||||
1,935 | Spirit AeroSystems Holdings, Inc. - Class A (a) |
112,114 | ||||||
479 | Teledyne Technologies, Inc. (a)(b) |
61,144 | ||||||
947 | Triumph Group, Inc. (a) |
29,925 | ||||||
1,673 | Vectrus, Inc. (b) |
54,071 | ||||||
2,400 | Wesco Aircraft Holdings, Inc. (b) |
26,040 | ||||||
|
|
|||||||
1,220,989 | ||||||||
|
|
|||||||
Air Freight & Logistics - 0.33% |
||||||||
775 | Air Transport Services Group, Inc. (b) |
16,879 | ||||||
2,482 | Echo Global Logistics, Inc. (b) |
49,392 | ||||||
428 | Forward Air Corp. |
22,804 | ||||||
633 | Hub Group, Inc. - Class A (b) |
24,276 | ||||||
12,050 | Radiant Logistics, Inc. (b) |
64,829 | ||||||
1,631 | XPO Logistics, Inc. (b) |
105,411 | ||||||
|
|
|||||||
283,591 | ||||||||
|
|
|||||||
Airlines - 0.54% |
||||||||
1,656 | Alaska Air Group, Inc. |
148,643 | ||||||
184 | Allegiant Travel Co. |
24,950 | ||||||
683 | Copa Holdings SA - Class A (a) |
79,911 | ||||||
1,595 | Hawaiian Holdings, Inc. (a)(b) |
74,885 | ||||||
4,308 | JetBlue Airways Corp. (b) |
98,352 | ||||||
509 | SkyWest, Inc. |
17,866 | ||||||
425 | Spirit Airlines, Inc. (b) |
21,951 | ||||||
|
|
|||||||
466,558 | ||||||||
|
|
|||||||
Auto Components - 1.08% |
||||||||
404 | Adient Plc - ADR |
26,414 | ||||||
2,352 | American Axle & Manufacturing Holdings, Inc. (b) |
36,691 | ||||||
1,065 | Cooper Tire & Rubber Co. |
38,446 | ||||||
404 | Cooper-Standard Holdings, Inc. (b) |
40,751 | ||||||
1,754 | Dana, Inc. |
39,167 | ||||||
863 | Dorman Products, Inc. (b) |
71,430 |
1,166 | Fox Factory Holding Corp. (b) |
41,510 | ||||||
2,715 | Gentex Corp. (a) |
51,504 | ||||||
512 | Gentherm, Inc. (b) |
19,866 | ||||||
3,585 | Goodyear Tire & Rubber Co. |
125,332 | ||||||
944 | LCI Industries (a) |
96,666 | ||||||
1,078 | Lear Corp. |
153,162 | ||||||
821 | Standard Motor Products, Inc. |
42,873 | ||||||
2,913 | Stoneridge, Inc. (b) |
44,889 | ||||||
948 | Superior Industries International, Inc. |
19,481 | ||||||
547 | Tenneco, Inc. |
31,633 | ||||||
230 | Visteon Corp. (b) |
23,474 | ||||||
263 | WABCO Holdings, Inc. (b) |
33,535 | ||||||
|
|
|||||||
936,824 | ||||||||
|
|
|||||||
Automobiles - 0.14% |
||||||||
962 | Thor Industries, Inc. |
100,548 | ||||||
674 | Winnebago Industries, Inc. (a) |
23,590 | ||||||
|
|
|||||||
124,138 | ||||||||
|
|
|||||||
Banks - 7.13% |
||||||||
379 | 1st Source Corp. |
18,169 | ||||||
942 | Access National Corp. |
24,982 | ||||||
833 | ACNB Corp. |
25,406 | ||||||
554 | Allegiance Bancshares, Inc. (b) |
21,218 | ||||||
665 | American National Bankshares, Inc. |
24,572 | ||||||
784 | Ameris Bancorp (a) |
37,789 | ||||||
2,775 | Associated Banc-Corp. (a) |
69,930 | ||||||
2,321 | Banc of California, Inc. (a) |
49,901 | ||||||
281 | BancFirst Corp. |
27,145 | ||||||
1,100 | Banco Latinoamericano de Comercio Exterior SA - Class E |
30,118 | ||||||
929 | BancorpSouth, Inc. |
28,334 | ||||||
1,501 | Bank of Commerce Holdings |
16,586 | ||||||
1,192 | Bank of Hawaii Corp. |
98,900 | ||||||
496 | Bank of the Ozarks, Inc. (a) |
23,248 | ||||||
911 | BankUnited, Inc. |
30,710 | ||||||
830 | Bankwell Financial Group, Inc. |
25,921 | ||||||
1,121 | BCB Bancorp, Inc. |
17,151 | ||||||
373 | BOK Financial Corp. |
31,380 | ||||||
862 | Bryn Mawr Bank Corp. |
36,635 | ||||||
701 | C&F Financial Corp. |
32,877 | ||||||
797 | Camden National Corp. |
34,199 | ||||||
1 | Canadian Imperial Bank of Commerce |
42 | ||||||
680 | Capital Bank Financial Corp. - Class A |
25,908 | ||||||
945 | Capital City Bank Group, Inc. |
19,297 | ||||||
803 | Carolina Financial Corp. |
25,953 | ||||||
568 | Cathay General Bancorp |
21,556 | ||||||
1,300 | CenterState Banks, Inc. |
32,318 | ||||||
592 | Central Pacific Financial Corp. |
18,630 | ||||||
1,032 | Central Valley Community Bancorp |
22,869 | ||||||
447 | Century Bancorp, Inc. - Class A |
28,429 | ||||||
564 | Chemical Financial Corp. |
27,303 | ||||||
683 | Chemung Financial Corp. |
27,921 | ||||||
832 | Citizens & Northern Corp. |
19,352 | ||||||
453 | City Holding Co. |
29,839 | ||||||
1,003 | CNB Financial Corp. |
24,042 | ||||||
1,090 | Codorus Valley Bancorp, Inc. |
30,956 | ||||||
668 | Columbia Banking System, Inc. (a) |
26,620 |
1,153 | Commerce Bancshares, Inc. |
65,525 | ||||||
632 | Community Bank Systems, Inc. |
35,247 | ||||||
2,145 | Community Bankers Trust Corp. (b) |
17,696 | ||||||
594 | Community Trust Bancorp, Inc. |
25,987 | ||||||
1,280 | ConnectOne Bancorp, Inc. |
28,864 | ||||||
584 | CU Bancorp (b) |
21,112 | ||||||
991 | Cullen Frost Bankers, Inc. (a) |
93,065 | ||||||
1,360 | Customers Bancorp, Inc. (a)(b) |
38,461 | ||||||
302 | Eagle Bancorp, Inc. (b) |
19,117 | ||||||
3,423 | East West Bancorp, Inc. (a) |
200,519 | ||||||
1,279 | Enterprise Financial Services Corp. |
52,183 | ||||||
443 | Evans Bancorp, Inc. |
17,698 | ||||||
1,296 | F.N.B. Corp. |
18,351 | ||||||
576 | Farmers Capital Bank Corp. |
22,205 | ||||||
1,281 | Farmers National Banc Corp. |
18,574 | ||||||
611 | FCB Financial Holdings, Inc. - Class A (a)(b) |
29,175 | ||||||
1,216 | Fidelity Southern Corp. |
27,798 | ||||||
763 | First Bancorp |
23,851 | ||||||
3,307 | First BanCorp. (b) |
19,148 | ||||||
932 | First Busey Corp. |
27,326 | ||||||
1,084 | First Business Financial Services, Inc. |
25,019 | ||||||
161 | First Citizens BancShares, Inc. - Class A |
60,005 | ||||||
2,248 | First Commonwealth Financial Corp. |
28,505 | ||||||
696 | First Community Bancshares, Inc. |
19,036 | ||||||
1,457 | First Community Financial Partners, Inc. (b) |
18,795 | ||||||
937 | First Connecticut Bancorp, Inc. |
24,034 | ||||||
1,635 | First Financial Bancorp |
45,289 | ||||||
648 | First Financial Bankshares, Inc. |
28,642 | ||||||
532 | First Financial Corp. |
25,164 | ||||||
1,514 | First Financial Northwest, Inc. |
24,421 | ||||||
658 | First Guaranty Bancshares, Inc. |
17,924 | ||||||
615 | First Hawaiian, Inc. |
18,831 | ||||||
2,965 | First Horizon National Corp. |
51,650 | ||||||
904 | First Internet Bancorp |
25,357 | ||||||
738 | First Interstate BancSystem, Inc. - Class A |
27,454 | ||||||
805 | First Merchants Corp. |
32,313 | ||||||
553 | First Mid-Illinois Bancshares, Inc. |
18,935 | ||||||
1,084 | First Midwest Bancorp, Inc. |
25,268 | ||||||
434 | Franklin Financial Network, Inc. (a)(b) |
17,902 | ||||||
2,917 | Fulton Financial Corp. |
55,423 | ||||||
780 | German American Bancorp, Inc. |
26,590 | ||||||
957 | Glacier Bancorp, Inc. |
35,036 | ||||||
541 | Great Southern Bancorp, Inc. |
28,943 | ||||||
1,332 | Green Bancorp, Inc. (a)(b) |
25,841 | ||||||
926 | Guaranty Bancorp |
25,187 | ||||||
1,254 | Hancock Holding Co. |
61,446 | ||||||
636 | Hanmi Financial Corp. |
18,094 | ||||||
861 | HarborOne Bancorp, Inc. (b) |
17,186 | ||||||
844 | Heartland Financial U.S.A., Inc. |
39,752 | ||||||
2,719 | Heritage Commerce Corp. |
37,468 | ||||||
1,912 | Hilltop Holdings, Inc. (a) |
50,114 | ||||||
1,382 | Home BancShares, Inc. (a) |
34,412 | ||||||
1,217 | Hope Bancorp, Inc. |
22,697 | ||||||
960 | Horizon Bancorp |
25,296 | ||||||
817 | IBERIABANK Corp. |
66,585 |
1,106 | Independent Bank Corp. |
24,056 | ||||||
373 | Independent Bank Group, Inc. |
22,194 | ||||||
1,024 | International Bancshares Corp. |
35,891 | ||||||
757 | Investar Holding Corp. |
17,335 | ||||||
3,416 | Investors Bancorp, Inc. |
45,638 | ||||||
1,785 | Lakeland Bancorp, Inc. |
33,647 | ||||||
1,050 | Lakeland Financial Corp. |
48,174 | ||||||
1,210 | LCNB Corp. |
24,200 | ||||||
840 | LegacyTexas Financial Group, Inc. (a) |
32,029 | ||||||
1,077 | Live Oak Bancshares, Inc. |
26,063 | ||||||
2,819 | Macatawa Bank Corp. |
26,893 | ||||||
833 | MainSource Financial Group, Inc. |
27,914 | ||||||
599 | Mercantile Bank Corp. |
18,857 | ||||||
518 | Midland States Bancorp, Inc. |
17,363 | ||||||
720 | MidWestOne Financial Group, Inc. |
24,401 | ||||||
776 | MutualFirst Financial, Inc. |
27,703 | ||||||
744 | National Bank Holdings Corp. - Class A |
24,634 | ||||||
577 | National Bankshares, Inc. |
23,542 | ||||||
625 | National Commerce Corp. (b) |
24,719 | ||||||
652 | NBT Bancorp, Inc. |
24,091 | ||||||
328 | Nicolet Bankshares, Inc. (b) |
17,945 | ||||||
885 | Northeast Bancorp |
18,010 | ||||||
594 | Northrim BanCorp, Inc. |
18,058 | ||||||
2,093 | OFG Bancorp (a) |
20,930 | ||||||
499 | Ohio Valley Banc Corp. |
17,989 | ||||||
836 | Old Line Bancshares, Inc. |
23,558 | ||||||
2,454 | Old National Bancorp |
42,332 | ||||||
562 | Old Point Financial Corp. |
18,479 | ||||||
1,571 | Old Second Bancorp, Inc. |
18,145 | ||||||
1,064 | Orrstown Financial Services, Inc. |
24,312 | ||||||
908 | Pacific Continental Corp. |
23,199 | ||||||
659 | Pacific Premier Bancorp, Inc. (b) |
24,317 | ||||||
1,289 | PacWest Bancorp |
60,196 | ||||||
339 | Paragon Commercial Corp. (b) |
17,787 | ||||||
173 | Park National Corp. |
17,944 | ||||||
1,940 | Park Sterling Corp. |
23,047 | ||||||
1,184 | Parke Bancorp, Inc. |
26,522 | ||||||
807 | Peapack Gladstone Financial Corp. |
25,251 | ||||||
889 | Peoples Bancorp, Inc. |
28,564 | ||||||
680 | People’s Utah Bancorp |
18,224 | ||||||
351 | Pinnacle Financial Partners, Inc. |
22,060 | ||||||
1,629 | Popular, Inc. |
67,946 | ||||||
790 | Preferred Bank |
42,241 | ||||||
1,713 | Premier Financial Bancorp, Inc. |
35,305 | ||||||
879 | Prosperity Bancshares, Inc. |
56,467 | ||||||
574 | QCR Holdings, Inc. |
27,208 | ||||||
756 | Republic Bancorp, Inc. - Class A |
26,989 | ||||||
1,870 | Republic First Bancorp, Inc. (b) |
17,298 | ||||||
785 | S&T Bancorp, Inc. |
28,150 | ||||||
952 | Sandy Spring Bancorp, Inc. |
38,708 | ||||||
1,068 | Seacoast Banking Corp. of Florida (b) |
25,739 | ||||||
2,420 | ServisFirst Bancshares, Inc. |
89,274 | ||||||
1,465 | Shore Bancshares, Inc. |
24,099 | ||||||
1,131 | Sierra Bancorp |
27,766 | ||||||
667 | Signature Bank (b) |
95,735 |
479 | Simmons First National Corp. - Class A |
25,339 | ||||||
499 | Southern First Bancshares, Inc. (b) |
18,488 | ||||||
1,383 | Southern National Bancorp of Virginia, Inc. |
24,341 | ||||||
534 | Southside Bancshares, Inc. |
18,659 | ||||||
707 | Southwest Bancorp, Inc. |
18,064 | ||||||
2,098 | Sterling Bancorp |
48,779 | ||||||
1,024 | Stock Yards Bancorp, Inc. |
39,834 | ||||||
566 | Stonegate Bank |
26,138 | ||||||
819 | Summit Financial Group, Inc. |
18,018 | ||||||
1,878 | Sun Bancorp, Inc. |
46,293 | ||||||
827 | SVB Financial Group (b) |
145,378 | ||||||
1,867 | Synovus Financial Corp. |
82,596 | ||||||
2,390 | TCF Financial Corp. |
38,097 | ||||||
496 | Texas Capital Bancshares, Inc. (b) |
38,390 | ||||||
983 | The Bank of N.T. Butterfield & Son Ltd. |
33,520 | ||||||
784 | The First Bancorp, Inc. |
21,215 | ||||||
645 | The First of Long Island Corp. |
18,447 | ||||||
500 | Tompkins Financial Corp. |
39,360 | ||||||
1,005 | TowneBank |
30,954 | ||||||
1,052 | TriState Capital Holdings, Inc. (a)(b) |
26,510 | ||||||
1,224 | Triumph Bancorp, Inc. (b) |
30,049 | ||||||
1,715 | Trustmark Corp. |
55,154 | ||||||
949 | Two River Bancorp |
17,642 | ||||||
562 | UMB Financial Corp. (a) |
42,071 | ||||||
2,276 | Umpqua Holdings Corp. |
41,787 | ||||||
1,103 | Union Bankshares Corp. |
37,392 | ||||||
482 | Union Bankshares, Inc. |
22,895 | ||||||
1,281 | United Community Banks, Inc. |
35,612 | ||||||
736 | Univest Corp. of Pennsylvania |
22,043 | ||||||
2,243 | Valley National Bancorp |
26,490 | ||||||
880 | Veritex Holdings, Inc. (b) |
23,170 | ||||||
420 | Washington Trust Bancorp, Inc. |
21,651 | ||||||
995 | WashingtonFirst Bankshares, Inc. |
34,357 | ||||||
1,150 | WesBanco, Inc. |
45,471 | ||||||
1,125 | West Bancorporation, Inc. |
26,606 | ||||||
332 | WestAmerica Bancorporation |
18,605 | ||||||
1,789 | Western Alliance Bancorp (b) |
88,019 | ||||||
852 | Wintrust Financial Corp. |
65,127 | ||||||
971 | Xenith Bankshares, Inc. (b) |
30,159 | ||||||
2,646 | Zions Bancorporation (a) |
116,186 | ||||||
|
|
|||||||
6,210,766 | ||||||||
|
|
|||||||
Beverages - 0.27% |
||||||||
371 | Boston Beer Co., Inc. - Class A (b) |
49,028 | ||||||
9,877 | Castle Brands, Inc. (b) |
16,988 | ||||||
310 | Coca-Cola Bottling Co. |
70,950 | ||||||
467 | MGP Ingredients, Inc. |
23,896 | ||||||
807 | National Beverage Corp. |
75,503 | ||||||
|
|
|||||||
236,365 | ||||||||
|
|
|||||||
Biotechnology - 2.27% |
||||||||
775 | Achaogen, Inc. (b) |
16,841 | ||||||
3,152 | Acorda Therapeutics, Inc. (a)(b) |
62,094 | ||||||
2,297 | Alkermes Plc (a)(b) |
133,157 | ||||||
475 | Alnylam Pharmaceuticals, Inc. (a)(b) |
37,886 | ||||||
3,832 | AMAG Pharmaceuticals, Inc. (a)(b) |
70,509 | ||||||
9,500 | Array BioPharma, Inc. (a)(b) |
79,515 |
302 | Avexis, Inc. (b) |
24,812 | ||||||
5,224 | BioCryst Pharmaceuticals, Inc. (b) |
29,045 | ||||||
1,248 | Bioverativ, Inc. (b) |
75,092 | ||||||
396 | Bluebird Bio, Inc. (b) |
41,600 | ||||||
571 | Blueprint Medicines Corp. (b) |
28,933 | ||||||
1,154 | Calithera Biosciences, Inc. (b) |
17,137 | ||||||
688 | Cara Therapeutics, Inc. (b) |
10,588 | ||||||
1,991 | ChemoCentryx, Inc. (b) |
18,636 | ||||||
376 | Clovis Oncology, Inc. (a)(b) |
35,205 | ||||||
3,127 | Conatus Pharmaceuticals, Inc. (b) |
18,011 | ||||||
627 | Eagle Pharmaceuticals, Inc. (a)(b) |
49,464 | ||||||
592 | Emergent BioSolutions, Inc. (b) |
20,075 | ||||||
1,317 | Exact Sciences Corp. (a)(b) |
46,582 | ||||||
2,581 | Exelixis, Inc. (a)(b) |
63,570 | ||||||
409 | Foundation Medicine, Inc. (b) |
16,258 | ||||||
1,784 | Genomic Health, Inc. (a)(b) |
58,069 | ||||||
2,007 | Immunomedics, Inc. (b) |
17,722 | ||||||
3,854 | Insys Therapeutics, Inc. (a)(b) |
48,753 | ||||||
596 | Ionis Pharmaceuticals, Inc. (a)(b) |
30,318 | ||||||
1,016 | Ironwood Pharmaceuticals, Inc. - Class A (b) |
19,182 | ||||||
1,398 | Jounce Therapeutics, Inc. (b) |
19,614 | ||||||
293 | Kite Pharma, Inc. (a)(b) |
30,375 | ||||||
8,741 | Matinas BioPharma Holdings, Inc. (b) |
14,772 | ||||||
4,808 | MiMedx Group, Inc. (a)(b) |
71,976 | ||||||
6,530 | Myriad Genetics, Inc. (a)(b) |
168,735 | ||||||
2,235 | Natera, Inc. (b) |
24,272 | ||||||
28,709 | PDL BioPharma, Inc. (a)(b) |
70,911 | ||||||
588 | Portola Pharmaceuticals, Inc. (b) |
33,028 | ||||||
2,523 | Progenics Pharmaceuticals, Inc. (b) |
17,131 | ||||||
199 | Puma Biotechnology, Inc. (b) |
17,393 | ||||||
386 | Repligen Corp. (b) |
15,996 | ||||||
326 | Sage Therapeutics, Inc. (a)(b) |
25,963 | ||||||
1,750 | Seattle Genetics, Inc. (b) |
90,545 | ||||||
252 | TESARO, Inc. (a)(b) |
35,245 | ||||||
1,200 | United Therapeutics Corp. (a)(b) |
155,676 | ||||||
2,913 | Vanda Pharmaceuticals, Inc. (b) |
47,482 | ||||||
3,009 | Veracyte, Inc. (b) |
25,065 | ||||||
1,075 | Versartis, Inc. (b) |
18,759 | ||||||
1,051 | Xencor, Inc. (b) |
22,187 | ||||||
|
|
|||||||
1,974,179 | ||||||||
|
|
|||||||
Building Products - 1.52% |
||||||||
2,118 | A. O. Smith Corp. |
119,307 | ||||||
2,089 | AAON, Inc. |
76,980 | ||||||
2,157 | Allegion Plc |
174,976 | ||||||
384 | American Woodmark Corp. (b) |
36,691 | ||||||
348 | Apogee Enterprises, Inc. (a) |
19,780 | ||||||
2,273 | Builders FirstSource, Inc. (a)(b) |
34,822 | ||||||
787 | Caesarstone, Ltd. (b) |
27,584 | ||||||
780 | Continental Building Products, Inc. (b) |
18,174 | ||||||
3,124 | Fortune Brands Home & Security, Inc. (a) |
203,810 | ||||||
548 | Insteel Industries, Inc. |
18,068 | ||||||
567 | JELD-WEN Holding, Inc. (b) |
18,405 | ||||||
784 | Lennox International, Inc. (a) |
143,974 | ||||||
1,852 | NCI Building Systems, Inc. (a)(b) |
30,928 | ||||||
1,836 | Owens Corning, Inc. |
122,865 |
617 | Patrick Industries, Inc. (b) |
44,948 | ||||||
1,942 | Ply Gem Holdings, Inc. (b) |
34,859 | ||||||
1,492 | Quanex Building Products Corp. |
31,556 | ||||||
546 | Simpson Manufacturing Co., Inc. |
23,866 | ||||||
1,254 | Trex Co., Inc. (b) |
84,846 | ||||||
269 | Universal Forest Products, Inc. (a) |
23,486 | ||||||
1,022 | USG Corp. (a)(b) |
29,658 | ||||||
|
|
|||||||
1,319,583 | ||||||||
|
|
|||||||
Capital Markets - 2.72% |
||||||||
1,629 | Artisan Partners Asset Management, Inc. - Class A (a) |
50,010 | ||||||
2,795 | B. Riley Financial, Inc. |
51,847 | ||||||
5,088 | BGC Partners, Inc. - Class A |
64,312 | ||||||
863 | CBOE Holdings, Inc. (a) |
78,878 | ||||||
1,430 | Cohen & Steers, Inc. |
57,972 | ||||||
211 | Diamond Hill Investment Group, Inc. |
42,073 | ||||||
2,561 | Donnelley Financial Solutions, Inc. (b) |
58,801 | ||||||
5,446 | E*TRADE Financial Corp. (b) |
207,111 | ||||||
3,120 | Eaton Vance Corp. |
147,638 | ||||||
1,291 | Evercore Partners, Inc. - Class A (a) |
91,016 | ||||||
570 | FactSet Research Systems, Inc. (a) |
94,723 | ||||||
3,177 | Federated Investors, Inc. - Class B (a) |
89,750 | ||||||
4,284 | GAIN Capital Holdings, Inc. |
26,689 | ||||||
1,722 | Greenhill & Co., Inc. (a) |
34,612 | ||||||
1,020 | Houlihan Lokey, Inc. |
35,598 | ||||||
866 | INTL. FCStone, Inc. (b) |
32,700 | ||||||
2,335 | KCG Holdings, Inc. - Class A (b) |
46,560 | ||||||
3,788 | Lazard Ltd. - Class A - ADR (a) |
175,498 | ||||||
860 | Legg Mason, Inc. (a) |
32,818 | ||||||
2,893 | LPL Financial Holdings, Inc. |
122,837 | ||||||
707 | MarketAxess Holdings, Inc. |
142,178 | ||||||
1,379 | Moelis & Co. - Class A |
53,574 | ||||||
478 | Morningstar, Inc. |
37,447 | ||||||
1,627 | MSCI, Inc. |
167,565 | ||||||
3,770 | OM Asset Management Plc |
56,022 | ||||||
309 | Piper Jaffray Cos. (a) |
18,525 | ||||||
1,112 | PJT Partners, Inc. - Class A |
44,725 | ||||||
4,746 | Pzena Investment Management, Inc. - Class A |
48,219 | ||||||
1,643 | SEI Investments Co. |
88,361 | ||||||
974 | Virtu Financial, Inc. - Class A |
17,191 | ||||||
217 | Virtus Investment Partners, Inc. |
24,076 | ||||||
4,356 | Waddell & Reed Financial, Inc. - Class A (a) |
82,241 | ||||||
431 | Westwood Holdings Group, Inc. |
24,433 | ||||||
1,839 | WisdomTree Investments, Inc. (a) |
18,703 | ||||||
|
|
|||||||
2,364,703 | ||||||||
|
|
|||||||
Chemicals - 2.02% |
||||||||
775 | A. Schulman, Inc. |
24,800 | ||||||
4,721 | AgroFresh Solutions, Inc. (a)(b) |
33,897 | ||||||
1,990 | American Vanguard Corp. |
34,327 | ||||||
915 | Ashland Global Holdings, Inc. |
60,308 | ||||||
2,149 | Axalta Coating Systems, Ltd. (a)(b) |
68,854 | ||||||
310 | Balchem Corp. |
24,090 | ||||||
629 | Cabot Corp. |
33,607 | ||||||
1,625 | Calgon Carbon Corp. |
24,537 | ||||||
638 | CF Industries Holdings, Inc. |
17,838 | ||||||
464 | Chase Corp. |
49,509 |
779 | Core Molding Technologies, Inc. (b) |
16,834 | ||||||
1,858 | FutureFuel Corp. |
28,037 | ||||||
1,782 | GCP Applied Technologies, Inc. (b) |
54,351 | ||||||
601 | H.B. Fuller Co. (a) |
30,717 | ||||||
4,327 | Huntsman Corp. |
111,810 | ||||||
916 | Ingevity Corp. (b) |
52,578 | ||||||
745 | Innophos Holdings, Inc. |
32,661 | ||||||
278 | Innospec, Inc. |
18,223 | ||||||
1,910 | KMG Chemicals, Inc. |
92,960 | ||||||
737 | Koppers Holdings, Inc. (a)(b) |
26,643 | ||||||
973 | Kraton Corp. (b) |
33,510 | ||||||
1,785 | Kronos Worldwide, Inc. |
32,523 | ||||||
702 | Minerals Technologies, Inc. |
51,386 | ||||||
92 | NewMarket Corp. |
42,364 | ||||||
3,320 | Olin Corp. (a) |
100,530 | ||||||
2,518 | OMNOVA Solutions, Inc. (b) |
24,551 | ||||||
4,384 | Platform Specialty Products Corp. (b) |
55,589 | ||||||
465 | PolyOne Corp. |
18,014 | ||||||
404 | Quaker Chemical Corp. |
58,673 | ||||||
2,300 | Rayonier Advanced Materials, Inc. (a) |
36,156 | ||||||
1,344 | RPM International, Inc. |
73,315 | ||||||
218 | Sensient Technologies Corp. |
17,556 | ||||||
400 | Stepan Co. |
34,856 | ||||||
1,870 | The Chemours Co. |
70,910 | ||||||
767 | The Scotts Miracle-Gro Co. - Class A (a) |
68,616 | ||||||
752 | Trinseo SA |
51,662 | ||||||
2,948 | Tronox, Ltd. - Class A |
44,574 | ||||||
3,428 | Valvoline, Inc. |
81,308 | ||||||
350 | Westlake Chemical Corp. |
23,174 | ||||||
|
|
|||||||
1,755,848 | ||||||||
|
|
|||||||
Commercial Services & Supplies - 1.80% |
||||||||
690 | ABM Industries, Inc. (a) |
28,649 | ||||||
2,731 | ACCO Brands Corp. (b) |
31,816 | ||||||
12,575 | ARC Document Solutions, Inc. (b) |
52,312 | ||||||
982 | Avery Dennison Corp. |
86,779 | ||||||
615 | Barrett Business Services, Inc. (a) |
35,233 | ||||||
2,206 | Casella Waste Systems, Inc. - Class A (b) |
36,201 | ||||||
2,396 | CECO Environmental Corp. (a) |
21,995 | ||||||
1,468 | Comfort Systems USA, Inc. (a) |
54,463 | ||||||
2,234 | Copart, Inc. (b) |
71,019 | ||||||
1,167 | Deluxe Corp. |
80,780 | ||||||
1,066 | Ennis, Inc. |
20,361 | ||||||
1,912 | Essendant, Inc. |
28,355 | ||||||
1,454 | Healthcare Services Group, Inc. (a) |
68,091 | ||||||
1,144 | Heritage-Crystal Clean, Inc. (b) |
18,190 | ||||||
1,750 | Herman Miller, Inc. |
53,200 | ||||||
1,090 | HNI Corp. (a) |
43,458 | ||||||
1,588 | InnerWorkings, Inc. (a)(b) |
18,421 | ||||||
2,162 | Interface, Inc. |
42,483 | ||||||
885 | KAR Auction Services, Inc. |
37,143 | ||||||
4,861 | Kimball International, Inc. - Class B |
81,130 | ||||||
1,344 | Knoll, Inc. |
26,947 | ||||||
1,308 | LSC Communications, Inc. |
27,991 | ||||||
802 | MSA Safety, Inc. |
65,098 | ||||||
2,857 | Pitney Bowes, Inc. |
43,141 |
1,304 | Quad/Graphics, Inc. |
29,888 | ||||||
3,078 | Rollins, Inc. (a) |
125,305 | ||||||
1,208 | SP Plus Corp. (b) |
36,904 | ||||||
2,764 | Steelcase, Inc. - Class A |
38,696 | ||||||
2,013 | Sykes Enterprises, Inc. (b) |
67,496 | ||||||
897 | Team, Inc. (a)(b) |
21,035 | ||||||
1,551 | Tetra Tech, Inc. (a) |
70,958 | ||||||
761 | The Brinks Co. (a) |
50,987 | ||||||
610 | Viad Corp. |
28,823 | ||||||
1,078 | West Corp. |
25,139 | ||||||
|
|
|||||||
1,568,487 | ||||||||
|
|
|||||||
Communications Equipment - 1.51% |
||||||||
582 | Acacia Communications, Inc. (a)(b) |
24,136 | ||||||
1,068 | ADTRAN, Inc. |
22,054 | ||||||
961 | Applied Optoelectronics, Inc. (a)(b) |
59,380 | ||||||
761 | Arista Networks, Inc. (a)(b) |
113,990 | ||||||
2,797 | ARRIS International Plc (b) |
78,372 | ||||||
6,692 | Brocade Communications Systems, Inc. (a) |
84,386 | ||||||
8,088 | Calix, Inc. (b) |
55,403 | ||||||
2,177 | Ciena Corp. (a)(b) |
54,469 | ||||||
1,974 | Clearfield, Inc. (b) |
26,057 | ||||||
2,033 | CommScope Holding Co., Inc. (b) |
77,315 | ||||||
2,114 | Digi International, Inc. (b) |
21,457 | ||||||
438 | EchoStar Corp. - Class A (b) |
26,587 | ||||||
7,657 | Extreme Networks, Inc. (b) |
70,598 | ||||||
1,722 | Finisar Corp. (a)(b) |
44,738 | ||||||
4,628 | Harmonic, Inc. (b) |
24,297 | ||||||
1,781 | Infinera Corp. (a)(b) |
19,003 | ||||||
635 | InterDigital, Inc. |
49,085 | ||||||
4,359 | KVH Industries, Inc. (b) |
41,410 | ||||||
617 | Lumentum Holdings, Inc. (b) |
35,200 | ||||||
695 | NETGEAR, Inc. (a)(b) |
29,954 | ||||||
1,520 | NetScout Systems, Inc. (a)(b) |
52,288 | ||||||
2,567 | Oclaro, Inc. (a)(b) |
23,976 | ||||||
1,204 | Plantronics, Inc. |
62,981 | ||||||
1,248 | Quantenna Communications, Inc. (a)(b) |
23,712 | ||||||
8,419 | ShoreTel, Inc. (b) |
48,830 | ||||||
9,381 | Sonus Networks, Inc. (b) |
69,795 | ||||||
917 | Ubiquiti Networks, Inc. (a)(b) |
47,656 | ||||||
2,928 | Viavi Solutions, Inc. (a)(b) |
30,832 | ||||||
|
|
|||||||
1,317,961 | ||||||||
|
|
|||||||
Construction & Engineering - 0.85% |
||||||||
1,912 | AECOM (b) |
61,815 | ||||||
2,006 | Aegion Corp. (a)(b) |
43,891 | ||||||
563 | Argan, Inc. |
33,780 | ||||||
1,563 | Chicago Bridge & Iron Co. NV (a) |
30,838 | ||||||
482 | Dycom Industries, Inc. (a)(b) |
43,149 | ||||||
1,447 | EMCOR Group, Inc. |
94,605 | ||||||
746 | Fluor Corp. |
34,152 | ||||||
4,826 | HC2 Holdings, Inc. (b) |
28,377 | ||||||
1,125 | IES Holdings, Inc. (b) |
20,419 | ||||||
1,385 | Jacobs Engineering Group, Inc. (a) |
75,330 | ||||||
1,416 | MasTec, Inc. (b) |
63,932 | ||||||
1,109 | MYR Group, Inc. (b) |
34,401 | ||||||
993 | NV5 Global, Inc. (a)(b) |
42,202 |
3,930 | Orion Group Holdings, Inc. (b) |
29,357 | ||||||
1,823 | Quanta Services, Inc. (b) |
60,013 | ||||||
1,495 | Sterling Construction Co., Inc. (b) |
19,540 | ||||||
950 | Tutor Perini Corp. (a)(b) |
27,313 | ||||||
|
|
|||||||
743,114 | ||||||||
|
|
|||||||
Construction Materials - 0.08% |
||||||||
224 | Eagle Materials, Inc. (a) |
20,702 | ||||||
288 | United States Lime & Minerals, Inc. |
22,600 | ||||||
324 | US Concrete, Inc. (a)(b) |
25,450 | ||||||
|
|
|||||||
68,752 | ||||||||
|
|
|||||||
Consumer Finance - 0.71% |
||||||||
265 | Credit Acceptance Corp. (b) |
68,142 | ||||||
3,453 | Enova International, Inc. (b) |
51,277 | ||||||
3,400 | EZCORP, Inc. - Class A (a)(b) |
26,180 | ||||||
1,097 | Green Dot Corp. - Class A (b) |
42,268 | ||||||
6,540 | Navient Corp. |
108,891 | ||||||
1,038 | Nelnet, Inc. - Class A |
48,796 | ||||||
779 | PRA Group, Inc. (a)(b) |
29,524 | ||||||
2,727 | Regional Management Corp. (b) |
64,439 | ||||||
4,171 | Santander Consumer USA Holdings, Inc. (a)(b) |
53,222 | ||||||
11,260 | SLM Corp. (b) |
129,490 | ||||||
|
|
|||||||
622,229 | ||||||||
|
|
|||||||
Containers & Packaging - 0.82% |
||||||||
308 | AptarGroup, Inc. |
26,753 | ||||||
775 | Bemis Co., Inc. |
35,844 | ||||||
1,935 | Berry Plastics Group, Inc. (b) |
110,314 | ||||||
1,343 | Crown Holdings, Inc. (a)(b) |
80,124 | ||||||
3,485 | Graphic Packaging Holding Co. |
48,023 | ||||||
496 | Greif, Inc. - Class A (a) |
27,667 | ||||||
363 | Greif, Inc. - Class B |
21,925 | ||||||
2,215 | Myers Industries, Inc. |
39,759 | ||||||
1,746 | Owens-Illinois, Inc. (b) |
41,764 | ||||||
995 | Packaging Corp. of America |
110,833 | ||||||
2,076 | Sealed Air Corp. |
92,922 | ||||||
776 | Silgan Holdings, Inc. |
24,661 | ||||||
958 | Sonoco Products Co. (a) |
49,261 | ||||||
|
|
|||||||
709,850 | ||||||||
|
|
|||||||
Distributors - 0.04% |
||||||||
1,033 | Core-Mark Holding Co., Inc. |
34,151 | ||||||
|
|
|||||||
Diversified Consumer Services - 1.68% |
||||||||
3,362 | Adtalem Global Education, Inc. |
127,588 | ||||||
4,057 | American Public Education, Inc. (a)(b) |
95,948 | ||||||
4,372 | Bridgepoint Education, Inc. (b) |
64,531 | ||||||
6,126 | Cambium Learning Group, Inc. (b) |
31,059 | ||||||
1,149 | Capella Education Co. (a) |
98,354 | ||||||
11,200 | Career Education Corp. (b) |
107,520 | ||||||
856 | Carriage Services, Inc. (a) |
23,078 | ||||||
4,976 | Chegg, Inc. (a)(b) |
61,155 | ||||||
3,069 | Collectors Universe, Inc. |
76,265 | ||||||
96 | Graham Holdings Co. - Class B |
57,566 | ||||||
1,139 | Grand Canyon Education, Inc. (b) |
89,309 | ||||||
4,372 | H&R Block, Inc. |
135,139 | ||||||
1,275 | Hillenbrand, Inc. |
46,027 | ||||||
1,592 | Houghton Mifflin Harcourt Co. (b) |
19,582 | ||||||
4,622 | K12, Inc. (b) |
82,826 |
1,747 | Liberty Tax, Inc. |
22,624 | ||||||
3,331 | Regis Corp. (b) |
34,209 | ||||||
1,330 | Service Corp. International |
44,489 | ||||||
2,023 | ServiceMaster Global Holdings, Inc. (b) |
79,281 | ||||||
751 | Sotheby’s Holdings, Inc. - Class A (a)(b) |
40,306 | ||||||
1,024 | Strayer Education, Inc. |
95,457 | ||||||
1,024 | Weight Watchers International, Inc. (b) |
34,222 | ||||||
|
|
|||||||
1,466,535 | ||||||||
|
|
|||||||
Diversified Financial Services - 0.20% |
||||||||
707 | Encore Capital Group, Inc. (a)(b) |
28,386 | ||||||
1,295 | Fidelity National Financial, Inc. (b) |
20,461 | ||||||
2,175 | NewStar Financial, Inc. |
22,837 | ||||||
3,683 | Tiptree, Inc. - Class A |
25,965 | ||||||
831 | Voya Financial, Inc. |
30,656 | ||||||
634 | World Acceptance Corp. (b) |
47,493 | ||||||
|
|
|||||||
175,798 | ||||||||
|
|
|||||||
Diversified Telecommunication Services - 0.36% |
||||||||
1,318 | Cogent Communications Holdings, Inc. (a) |
52,852 | ||||||
2,154 | FairPoint Communications, Inc. (b) |
33,710 | ||||||
1,544 | General Communication, Inc. - Class A (b) |
56,572 | ||||||
2,097 | IDT Corp. - Class B |
30,134 | ||||||
97 | Straight Path Communications, Inc. - Class B (b) |
17,426 | ||||||
11,947 | Vonage Holdings Corp. (b) |
78,133 | ||||||
1,499 | Zayo Group Holdings, Inc. (b) |
46,319 | ||||||
|
|
|||||||
315,146 | ||||||||
|
|
|||||||
Electric Utilities - 0.83% |
||||||||
792 | ALLETE, Inc. (a) |
56,771 | ||||||
477 | El Paso Electric Co. |
24,661 | ||||||
3,262 | Genie Energy Ltd. - Class B |
24,856 | ||||||
2,240 | Great Plains Energy, Inc. |
65,587 | ||||||
1,807 | Hawaiian Electric Industries, Inc. |
58,511 | ||||||
596 | IDACORP, Inc. |
50,869 | ||||||
401 | MGE Energy, Inc. (a) |
25,804 | ||||||
2,112 | OGE Energy Corp. |
73,476 | ||||||
1,352 | Pinnacle West Capital Corp. |
115,136 | ||||||
1,116 | PNM Resources, Inc. (a) |
42,687 | ||||||
1,198 | Portland General Electric Co. |
54,737 | ||||||
2,012 | Spark Energy, Inc. - Class A |
37,826 | ||||||
412 | Unitil Corp. |
19,904 | ||||||
1,307 | Westar Energy, Inc. |
69,297 | ||||||
|
|
|||||||
720,122 | ||||||||
|
|
|||||||
Electrical Equipment - 0.64% |
||||||||
1,228 | Allied Motion Technologies, Inc. |
33,426 | ||||||
401 | AZZ, Inc. |
22,376 | ||||||
622 | Belden, Inc. (a) |
46,917 | ||||||
1,737 | Brady Corp. - Class A (a) |
58,884 | ||||||
422 | Encore Wire Corp. |
18,019 | ||||||
613 | EnerSys |
44,412 | ||||||
680 | Franklin Electric Co., Inc. |
28,152 | ||||||
630 | Generac Holdings, Inc. (b) |
22,762 | ||||||
370 | Hubbell, Inc. |
41,873 | ||||||
942 | II-VI, Inc. (b) |
32,311 | ||||||
2,010 | LSI Industries, Inc. |
18,191 | ||||||
908 | Powell Industries, Inc. |
29,047 | ||||||
945 | Regal Beloit Corp. |
77,065 |
632 | Sensata Technologies Holding NV (b) |
26,999 | ||||||
3,090 | Vicor Corp. (b) |
55,311 | ||||||
|
|
|||||||
555,745 | ||||||||
|
|
|||||||
Electronic Equipment, Instruments & Components - 2.91% |
||||||||
906 | Anixter International, Inc. (b) |
70,849 | ||||||
975 | Arrow Electronics, Inc. (b) |
76,459 | ||||||
473 | Avnet, Inc. |
18,390 | ||||||
1,544 | AVX Corp. |
25,229 | ||||||
857 | Bel Fuse, Inc. - Class B |
21,168 | ||||||
2,294 | Benchmark Electronics, Inc. (b) |
74,096 | ||||||
3,647 | CDW Corp. (a) |
228,047 | ||||||
1,303 | Cognex Corp. |
110,625 | ||||||
263 | Coherent, Inc. (a)(b) |
59,172 | ||||||
4,939 | Control4 Corp. (b) |
96,854 | ||||||
3,790 | Daktronics, Inc. |
36,498 | ||||||
668 | Dolby Laboratories, Inc. - Class A |
32,705 | ||||||
2,170 | Electro Scientific Industries, Inc. (b) |
17,881 | ||||||
497 | FARO Technologies, Inc. (b) |
18,787 | ||||||
4,047 | Fitbit, Inc. - Class A (a)(b) |
21,489 | ||||||
1,302 | FLIR Systems, Inc. |
45,127 | ||||||
552 | Insight Enterprises, Inc. (b) |
22,074 | ||||||
408 | IPG Photonics Corp. (b) |
59,201 | ||||||
5,515 | Iteris, Inc. (b) |
34,303 | ||||||
787 | Itron, Inc. (b) |
53,319 | ||||||
3,651 | Jabil, Inc. (a) |
106,573 | ||||||
1,312 | KEMET Corp. (b) |
16,794 | ||||||
3,342 | Keysight Technologies, Inc. (b) |
130,104 | ||||||
1,936 | Kimball Electronics, Inc. (b) |
34,945 | ||||||
1,326 | Knowles Corp. (a)(b) |
22,436 | ||||||
306 | Littelfuse, Inc. |
50,490 | ||||||
877 | Mercury Systems, Inc. (a)(b) |
36,913 | ||||||
774 | Methode Electronics, Inc. |
31,889 | ||||||
460 | MTS Systems Corp. |
23,828 | ||||||
1,714 | Napco Security Technologies, Inc. (b) |
16,112 | ||||||
2,468 | National Instruments Corp. |
99,263 | ||||||
1,468 | Novanta, Inc. (b) |
52,848 | ||||||
1,500 | PC Connection, Inc. |
40,590 | ||||||
1,826 | PCM, Inc. (b) |
34,237 | ||||||
1,135 | Plexus Corp. (b) |
59,667 | ||||||
8,125 | Radisys Corp. (b) |
30,550 | ||||||
211 | Rogers Corp. (b) |
22,919 | ||||||
2,206 | Sanmina Corp. (b) |
84,049 | ||||||
929 | ScanSource, Inc. (b) |
37,439 | ||||||
159 | SYNNEX Corp. |
19,074 | ||||||
843 | Tech Data Corp. (b) |
85,143 | ||||||
4,142 | Trimble, Inc. (a)(b) |
147,745 | ||||||
3,500 | TTM Technologies, Inc. (a)(b) |
60,760 | ||||||
3,404 | Vishay Intertechnology, Inc. (a) |
56,506 | ||||||
1,132 | Zebra Technologies Corp. - Class A (b) |
113,789 | ||||||
|
|
|||||||
2,536,936 | ||||||||
|
|
|||||||
Energy Equipment & Services - 0.42% |
||||||||
3,792 | Archrock, Inc. |
43,229 | ||||||
3,174 | Atwood Oceanics, Inc. (b) |
25,868 | ||||||
441 | Dril-Quip, Inc. (a)(b) |
21,521 | ||||||
6,061 | Ensco Plc - Class A |
31,275 |
1,111 | Exterran Corp. (b) |
29,664 | ||||||
7,378 | Noble Corp. Plc |
26,708 | ||||||
1,249 | Oceaneering International, Inc. |
28,527 | ||||||
1,014 | Oil States International, Inc. (b) |
27,530 | ||||||
1,315 | RigNet, Inc. (b) |
21,106 | ||||||
3,414 | Rowan Cos., Inc. - Class A (b) |
34,959 | ||||||
4,723 | Transocean, Ltd. - ADR (a)(b) |
38,870 | ||||||
1,857 | Unit Corp. (a)(b) |
34,782 | ||||||
|
|
|||||||
364,039 | ||||||||
|
|
|||||||
Food & Staples Retailing - 0.88% |
||||||||
532 | Casey’s General Stores, Inc. |
56,982 | ||||||
2,472 | Diplomat Pharmacy, Inc. (b) |
36,586 | ||||||
1,433 | Ingles Markets, Inc. - Class A |
47,719 | ||||||
3,394 | Natural Grocers by Vitamin Cottage, Inc. (b) |
28,068 | ||||||
2,146 | Performance Food Group Co. (b) |
58,800 | ||||||
430 | PriceSmart, Inc. |
37,668 | ||||||
16,387 | Rite Aid Corp. (b) |
48,342 | ||||||
1,656 | SpartanNash Co. |
42,990 | ||||||
2,940 | Sprouts Farmers Market, Inc. (a)(b) |
66,650 | ||||||
13,897 | SUPERVALU, Inc. (b) |
45,721 | ||||||
2,729 | The Chefs’ Warehouse, Inc. (b) |
35,477 | ||||||
2,234 | United Natural Foods, Inc. (a)(b) |
81,988 | ||||||
2,013 | US Foods Holding Corp. (b) |
54,794 | ||||||
2,428 | Village Super Market, Inc. - Class A |
62,934 | ||||||
1,200 | Weis Markets, Inc. |
58,464 | ||||||
|
|
|||||||
763,183 | ||||||||
|
|
|||||||
Food Products - 1.21% |
||||||||
2,168 | Blue Buffalo Pet Products, Inc. (a)(b) |
49,452 | ||||||
3,474 | Darling International, Inc. (b) |
54,681 | ||||||
3,745 | Dean Foods Co. |
63,665 | ||||||
1,493 | Farmer Brothers Co. (b) |
45,163 | ||||||
4,477 | Flowers Foods, Inc. (a) |
77,497 | ||||||
712 | Fresh Del Monte Produce, Inc. |
36,248 | ||||||
1,758 | Freshpet, Inc. (a)(b) |
29,183 | ||||||
1,124 | Hostess Brands, Inc. (b) |
18,097 | ||||||
1,692 | Ingredion, Inc. |
201,703 | ||||||
389 | J&J Snack Foods Corp. |
51,375 | ||||||
578 | Lamb Weston Holdings, Inc. |
25,455 | ||||||
290 | Lancaster Colony Corp. (a) |
35,560 | ||||||
2,209 | Lifeway Foods, Inc. (b) |
20,632 | ||||||
1,767 | Omega Protein Corp. |
31,629 | ||||||
1,216 | Pinnacle Foods, Inc. |
72,230 | ||||||
568 | Post Holdings, Inc. (a)(b) |
44,105 | ||||||
525 | Sanderson Farms, Inc. (a) |
60,716 | ||||||
1,087 | Snyder’s-Lance, Inc. |
37,632 | ||||||
1,019 | The Hain Celestial Group, Inc. (b) |
39,558 | ||||||
671 | TreeHouse Foods, Inc. (a)(b) |
54,814 | ||||||
|
|
|||||||
1,049,395 | ||||||||
|
|
|||||||
Gas Utilities - 0.57% |
||||||||
905 | Atmos Energy Corp. |
75,070 | ||||||
750 | National Fuel Gas Co. (a) |
41,880 | ||||||
1,176 | New Jersey Resources Corp. |
46,687 | ||||||
303 | Northwest Natural Gas Co. |
18,135 | ||||||
502 | ONE Gas, Inc. |
35,045 | ||||||
989 | South Jersey Industries, Inc. (a) |
33,794 |
590 | Southwest Gas Holdings, Inc. |
43,105 | ||||||
451 | Spire, Inc. |
31,457 | ||||||
2,642 | UGI Corp. |
127,899 | ||||||
494 | WGL Holdings, Inc. |
41,215 | ||||||
|
|
|||||||
494,287 | ||||||||
|
|
|||||||
Health Care Equipment & Supplies - 3.73% |
||||||||
726 | Abaxis, Inc. |
38,493 | ||||||
845 | ABIOMED, Inc. (b) |
121,088 | ||||||
1,262 | Alere, Inc. (b) |
63,340 | ||||||
458 | Analogic Corp. |
33,274 | ||||||
3,112 | AngioDynamics, Inc. (b) |
50,446 | ||||||
5,550 | Antares Pharma, Inc. (b) |
17,871 | ||||||
1,564 | AtriCure, Inc. (b) |
37,927 | ||||||
67 | Atrion Corp. (a) |
43,101 | ||||||
2,504 | AxoGen, Inc. (b) |
41,942 | ||||||
470 | Cantel Medical Corp. (a) |
36,618 | ||||||
3,459 | Cardiovascular Systems, Inc. (b) |
111,484 | ||||||
2,300 | CryoLife, Inc. (b) |
45,885 | ||||||
3,071 | Cutera, Inc. (b) |
79,539 | ||||||
1,176 | DexCom, Inc. (a)(b) |
86,024 | ||||||
2,230 | Entellus Medical, Inc. (b) |
36,929 | ||||||
974 | Exactech, Inc. (a)(b) |
29,025 | ||||||
599 | FONAR Corp. (b) |
16,622 | ||||||
2,212 | GenMark Diagnostics, Inc. (b) |
26,168 | ||||||
1,898 | Glaukos Corp. (a)(b) |
78,710 | ||||||
2,363 | Globus Medical, Inc. - Class A (a)(b) |
78,333 | ||||||
1,166 | Haemonetics Corp. (b) |
46,045 | ||||||
1,628 | Halyard Health, Inc. (b) |
63,948 | ||||||
1,294 | Hill-Rom Holdings, Inc. |
103,015 | ||||||
200 | ICU Medical, Inc. (b) |
34,500 | ||||||
719 | Inogen, Inc. (a)(b) |
68,607 | ||||||
2,347 | Insulet Corp. (a)(b) |
120,425 | ||||||
865 | Integer Holdings Corp. (b) |
37,411 | ||||||
1,002 | Integra LifeSciences Holdings Corp. (a)(b) |
54,619 | ||||||
1,652 | K2M Group Holdings, Inc. (b) |
40,243 | ||||||
2,690 | Lantheus Holdings, Inc. (b) |
47,478 | ||||||
1,427 | LeMaitre Vascular, Inc. (a) |
44,551 | ||||||
283 | LivaNova Plc (b) |
17,322 | ||||||
1,329 | Masimo Corp. (b) |
121,178 | ||||||
2,917 | Meridian Bioscience, Inc. |
45,943 | ||||||
1,179 | Merit Medical Systems, Inc. (a)(b) |
44,979 | ||||||
1,166 | Natus Medical, Inc. (b) |
43,492 | ||||||
391 | Neogen Corp. (b) |
27,022 | ||||||
1,228 | NuVasive, Inc. (a)(b) |
94,458 | ||||||
3,356 | NxStage Medical, Inc. (b) |
84,135 | ||||||
2,097 | OraSure Technologies, Inc. (b) |
36,194 | ||||||
1,554 | Orthofix International NV (b) |
72,230 | ||||||
1,754 | Oxford Immunotec Global Plc (b) |
29,502 | ||||||
654 | Penumbra, Inc. (a)(b) |
57,389 | ||||||
507 | Pulse Biosciences, Inc. (b) |
17,507 | ||||||
1,843 | ResMed, Inc. |
143,514 | ||||||
9,327 | RTI Surgical, Inc. (b) |
54,563 | ||||||
6,371 | STAAR Surgical Co. (b) |
68,807 | ||||||
464 | STERIS Plc |
37,816 | ||||||
1,084 | SurModics, Inc. (b) |
30,515 |
2,123 | Tactile Systems Technology, Inc. (a)(b) |
60,675 | ||||||
433 | Teleflex, Inc. (a) |
89,960 | ||||||
600 | The Cooper Companies, Inc. |
143,652 | ||||||
2,123 | The Spectranetics Corp. (a)(b) |
81,523 | ||||||
273 | Utah Medical Products, Inc. |
19,765 | ||||||
749 | West Pharmaceutical Services, Inc. |
70,795 | ||||||
735 | Wright Medical Group NV (a)(b) |
20,205 | ||||||
|
|
|||||||
3,246,802 | ||||||||
|
|
|||||||
Health Care Providers & Services - 2.46% |
||||||||
539 | Acadia Healthcare Co., Inc. (a)(b) |
26,616 | ||||||
2,391 | Aceto Corp. |
36,941 | ||||||
699 | Addus HomeCare Corp. (b) |
26,003 | ||||||
516 | Almost Family, Inc. (b) |
31,811 | ||||||
925 | Amedisys, Inc. (b) |
58,099 | ||||||
1,448 | American Renal Associates Holdings, Inc. (b) |
26,860 | ||||||
2,010 | AMN Healthcare Services, Inc. (a)(b) |
78,490 | ||||||
10,167 | BioScrip, Inc. (b) |
27,603 | ||||||
2,066 | BioTelemetry, Inc. (b) |
69,108 | ||||||
3,217 | Brookdale Senior Living, Inc. (b) |
47,322 | ||||||
489 | Chemed Corp. (a) |
100,015 | ||||||
1,870 | Civitas Solutions, Inc. (b) |
32,725 | ||||||
5,067 | Community Health Systems, Inc. (b) |
50,467 | ||||||
678 | CorVel Corp. (b) |
32,171 | ||||||
5,826 | Cross Country Healthcare, Inc. (b) |
75,214 | ||||||
1,864 | Envision Healthcare Corp. (a)(b) |
116,817 | ||||||
1,020 | HealthEquity, Inc. (a)(b) |
50,827 | ||||||
1,150 | HealthSouth Corp. (a) |
55,660 | ||||||
2,244 | HMS Holdings Corp. (a)(b) |
41,514 | ||||||
4,329 | Kindred Healthcare, Inc. |
50,433 | ||||||
333 | Landauer, Inc. |
17,416 | ||||||
1,315 | LHC Group, Inc. (b) |
89,275 | ||||||
1,025 | LifePoint Health, Inc. (a)(b) |
68,829 | ||||||
250 | Magellan Health Services, Inc. (b) |
18,225 | ||||||
1,150 | MEDNAX, Inc. (a)(b) |
69,425 | ||||||
1,195 | Molina Healthcare, Inc. (a)(b) |
82,670 | ||||||
1,763 | National Research Corp. - Class A |
47,425 | ||||||
1,720 | Owens & Minor, Inc. (a) |
55,367 | ||||||
1,016 | Patterson Cos., Inc. (a) |
47,701 | ||||||
1,264 | PerkinElmer, Inc. |
86,129 | ||||||
826 | PharMerica Corp. (a)(b) |
21,682 | ||||||
507 | Premier, Inc. - Class A (b) |
18,252 | ||||||
4,506 | R1 RCM, Inc. (b) |
16,898 | ||||||
5,556 | RadNet, Inc. (b) |
43,059 | ||||||
1,254 | Select Medical Holdings Corp. (b) |
19,249 | ||||||
1,273 | Surgery Partners, Inc. (b) |
28,961 | ||||||
926 | Teladoc, Inc. (a)(b) |
32,132 | ||||||
1,322 | Tivity Health, Inc. (b) |
52,682 | ||||||
2,522 | Triple-S Management Corp. - Class B (b) |
42,647 | ||||||
372 | US Physical Therapy, Inc. |
22,469 | ||||||
621 | VCA, Inc. (b) |
57,325 | ||||||
954 | WellCare Health Plans, Inc. (b) |
171,300 | ||||||
|
|
|||||||
2,143,814 | ||||||||
|
|
|||||||
Health Care Technology - 0.69% |
||||||||
3,947 | Allscripts Healthcare Solutions, Inc. (a)(b) |
50,364 | ||||||
769 | athenahealth, Inc. (a)(b) |
108,083 |
6,276 | Castlight Health, Inc. - Class B (b) |
26,045 | ||||||
713 | Computer Programs & Systems, Inc. (a) |
23,386 | ||||||
605 | Cotiviti Holdings, Inc. (a)(b) |
22,470 | ||||||
667 | Medidata Solutions, Inc. (a)(b) |
52,159 | ||||||
869 | Omnicell, Inc. (b) |
37,454 | ||||||
5,284 | Quality Systems, Inc. (a)(b) |
90,938 | ||||||
1,387 | Simulations Plus, Inc. |
17,129 | ||||||
1,787 | Veeva Systems, Inc. - Class A (a)(b) |
109,561 | ||||||
2,347 | Vocera Communications, Inc. (b) |
62,008 | ||||||
|
|
|||||||
599,597 | ||||||||
|
|
|||||||
Hotels, Restaurants & Leisure - 2.37% |
||||||||
4,002 | Aramark (a) |
164,002 | ||||||
75 | Biglari Holdings, Inc. (b) |
29,981 | ||||||
243 | Bob Evans Farms, Inc. |
17,455 | ||||||
693 | Boyd Gaming Corp. (a) |
17,193 | ||||||
1,253 | Brinker International, Inc. |
47,739 | ||||||
339 | Buffalo Wild Wings, Inc. (b) |
42,951 | ||||||
994 | Caesars Acquisition Co. - Class A (b) |
18,936 | ||||||
3,027 | Caesars Entertainment Corp. (a)(b) |
36,324 | ||||||
3,135 | Callaway Golf Co. |
40,065 | ||||||
1,700 | Carrols Restaurant Group, Inc. (b) |
20,825 | ||||||
3,294 | Century Casinos, Inc. (b) |
24,277 | ||||||
504 | Cheesecake Factory, Inc. |
25,351 | ||||||
990 | Choice Hotels International, Inc. |
63,608 | ||||||
208 | Churchill Downs, Inc. (a) |
38,126 | ||||||
108 | Cracker Barrel Old Country Store, Inc. (a) |
18,063 | ||||||
421 | Dave & Buster’s Entertainment, Inc. (a)(b) |
28,001 | ||||||
1,351 | Del Taco Restaurants, Inc. (a)(b) |
18,576 | ||||||
3,398 | Denny’s Corp. (b) |
39,994 | ||||||
977 | Domino’s Pizza, Inc. |
206,665 | ||||||
853 | Dunkin’ Brands Group, Inc. (a) |
47,017 | ||||||
885 | Extended Stay America, Inc. |
17,134 | ||||||
1,139 | Fiesta Restaurant Group, Inc. (b) |
23,520 | ||||||
1,275 | Fogo De Chao, Inc. (b) |
17,723 | ||||||
626 | Hyatt Hotels Corp. - Class A (b) |
35,187 | ||||||
1,114 | ILG, Inc. (a) |
30,624 | ||||||
2,659 | International Game Technology Plc |
48,660 | ||||||
628 | International Speedway Corp. - Class A |
23,581 | ||||||
1,131 | Intrawest Resorts Holdings, Inc. (b) |
26,850 | ||||||
736 | Jack in the Box, Inc. |
72,496 | ||||||
1,616 | La Quinta Holdings, Inc. (b) |
23,868 | ||||||
330 | Marriott Vacations Worldwide Corp. |
38,858 | ||||||
593 | Nathan’s Famous, Inc. (b) |
37,359 | ||||||
413 | Panera Bread Co. - Class A (b) |
129,946 | ||||||
981 | Papa John’s International, Inc. (a) |
70,397 | ||||||
1,675 | Penn National Gaming, Inc. (a)(b) |
35,845 | ||||||
1,882 | Pinnacle Entertainment, Inc. (a)(b) |
37,188 | ||||||
4,980 | Potbelly Corp. (b) |
57,270 | ||||||
704 | RCI Hospitality Holdings, Inc. |
16,783 | ||||||
2,500 | Ruth’s Hospitality Group, Inc. |
54,375 | ||||||
1,966 | Scientific Games Corp. (b) |
51,313 | ||||||
428 | Six Flags Entertainment Corp. |
25,513 | ||||||
875 | Sonic Corp. (a) |
23,179 | ||||||
1,800 | Speedway Motorsports, Inc. |
32,886 | ||||||
619 | Texas Roadhouse, Inc. (a) |
31,538 |
704 | The Marcus Corp. |
21,261 | ||||||
1,941 | The Wendy’s Co. |
30,105 | ||||||
356 | Vail Resorts, Inc. (a) |
72,207 | ||||||
1,103 | Wingstop, Inc. (a) |
34,083 | ||||||
|
|
|||||||
2,064,898 | ||||||||
|
|
|||||||
Household Durables - 1.70% |
||||||||
1,736 | AV Homes, Inc. (b) |
34,807 | ||||||
1,651 | Bassett Furniture Industries, Inc. |
62,655 | ||||||
1,969 | Beazer Homes USA, Inc. (b) |
27,015 | ||||||
686 | CalAtlantic Group, Inc. |
24,250 | ||||||
1,970 | Ethan Allen Interiors, Inc. |
63,631 | ||||||
1,012 | Flexsteel Industries, Inc. |
54,759 | ||||||
4,391 | GoPro, Inc. - Class A (a)(b) |
35,699 | ||||||
2,156 | Green Brick Partners, Inc. (b) |
24,686 | ||||||
320 | Helen of Troy, Ltd. (b) |
30,112 | ||||||
676 | Hooker Furniture Corp. |
27,817 | ||||||
12,219 | Hovnanian Enterprises, Inc. (b) |
34,213 | ||||||
1,000 | Installed Building Products, Inc. (b) |
52,950 | ||||||
919 | iRobot Corp. (a)(b) |
77,325 | ||||||
2,848 | KB Home (a) |
68,267 | ||||||
2,650 | La-Z-Boy, Inc. (a) |
86,125 | ||||||
502 | Leggett & Platt, Inc. |
26,370 | ||||||
2,731 | Lifetime Brands, Inc. |
49,568 | ||||||
766 | M.D.C Holdings, Inc. (a) |
27,063 | ||||||
623 | M/I Homes, Inc. (b) |
17,787 | ||||||
79 | NVR, Inc. (b) |
190,438 | ||||||
2,306 | PulteGroup, Inc. (a) |
56,566 | ||||||
728 | Taylor Morrison Home Corp. - Class A (b) |
17,479 | ||||||
1,180 | Tempur Sealy International, Inc. (a)(b) |
63,000 | ||||||
1,323 | Toll Brothers, Inc. |
52,272 | ||||||
623 | TopBuild Corp. (a)(b) |
33,063 | ||||||
2,777 | TRI Pointe Group, Inc. (a)(b) |
36,629 | ||||||
1,232 | Tupperware Brands Corp. |
86,523 | ||||||
2,814 | UCP, Inc. - Class A (b) |
30,813 | ||||||
400 | Universal Electronics, Inc. (b) |
26,740 | ||||||
7,538 | ZAGG, Inc. (b) |
65,204 | ||||||
|
|
|||||||
1,483,826 | ||||||||
|
|
|||||||
Household Products - 0.44% |
||||||||
1,646 | Central Garden & Pet Co. (a)(b) |
52,326 | ||||||
1,966 | Central Garden & Pet Co. - Class A (b) |
59,019 | ||||||
1,640 | Energizer Holdings, Inc. |
78,753 | ||||||
3,779 | HRG Group, Inc. (b) |
66,926 | ||||||
539 | Oil-Dri Corp. of America |
22,644 | ||||||
470 | Spectrum Brands Holdings, Inc. (a) |
58,769 | ||||||
438 | WD-40 Co. |
48,333 | ||||||
|
|
|||||||
386,770 | ||||||||
|
|
|||||||
Independent Power and Renewable Electricity Producers - 0.68% |
||||||||
31,558 | Atlantic Power Corp. (b) |
75,739 | ||||||
8,760 | Calpine Corp. (a)(b) |
118,523 | ||||||
10,580 | Dynegy, Inc. (b) |
87,496 | ||||||
6,436 | NRG Energy, Inc. (a) |
110,828 | ||||||
4,545 | NRG Yield, Inc. - Class A |
77,538 | ||||||
4,822 | NRG Yield, Inc. - Class C |
84,867 | ||||||
595 | Ormat Technologies, Inc. (a) |
34,915 | ||||||
|
|
|||||||
589,906 | ||||||||
|
|
Industrial Conglomerates - 0.21% |
||||||||
434 | Carlisle Companies, Inc. (a) |
41,404 | ||||||
2,707 | McDermott International, Inc. (b) |
19,409 | ||||||
650 | Otter Tail Corp. |
25,740 | ||||||
534 | Raven Industries, Inc. (a) |
17,782 | ||||||
9 | Seaboard Corp. |
35,955 | ||||||
430 | Standex International Corp. |
39,001 | ||||||
|
|
|||||||
179,291 | ||||||||
|
|
|||||||
Insurance - 4.03% |
||||||||
193 | Alleghany Corp. (b) |
114,796 | ||||||
1,252 | American Equity Investment Life Holding Co. |
32,903 | ||||||
1,811 | American Financial Group, Inc. |
179,959 | ||||||
290 | American National Insurance Co. |
33,782 | ||||||
1,119 | AMERISAFE, Inc. (a) |
63,727 | ||||||
3,604 | AmTrust Financial Services, Inc. (a) |
54,565 | ||||||
820 | Argo Group International Holdings, Ltd. |
49,692 | ||||||
4,106 | Arthur J. Gallagher & Co. |
235,068 | ||||||
971 | Aspen Insurance Holdings, Ltd. |
48,404 | ||||||
1,615 | Assurant, Inc. |
167,459 | ||||||
3,600 | Assured Guaranty, Ltd. |
150,264 | ||||||
1,519 | Axis Capital Holdings, Ltd. |
98,219 | ||||||
1,201 | Blue Capital Reinsurance Holdings, Ltd. |
21,978 | ||||||
1,685 | Brown & Brown, Inc. |
72,573 | ||||||
1,653 | CNO Financial Group, Inc. |
34,515 | ||||||
4,301 | Crawford & Co. - Class B |
39,999 | ||||||
1,360 | Donegal Group, Inc. - Class A |
21,624 | ||||||
985 | eHealth, Inc. (b) |
18,518 | ||||||
960 | EMC Insurance Group, Inc. |
26,669 | ||||||
1,373 | Employers Holdings, Inc. |
58,078 | ||||||
912 | Erie Indemnity Co. - Class A |
114,064 | ||||||
1,112 | Everest Re Group, Ltd. |
283,104 | ||||||
2,044 | First American Financial Corp. |
91,346 | ||||||
458 | Global Indemnity Ltd. (b) |
17,757 | ||||||
986 | HCI Group, Inc. (a) |
46,322 | ||||||
725 | Health Insurance Innovations, Inc. (b) |
17,038 | ||||||
1,421 | Heritage Insurance Holdings, Inc. |
18,501 | ||||||
574 | Horace Mann Educators Corp. |
21,697 | ||||||
208 | Infinity Property & Casualty Corp. |
19,552 | ||||||
153 | Investors Title Co. |
29,596 | ||||||
600 | James River Group Holdings, Ltd. |
23,838 | ||||||
1,066 | Kingstone Cos., Inc. |
16,310 | ||||||
1,690 | Maiden Holdings, Ltd. (a) |
18,759 | ||||||
101 | National Western Life Group, Inc. - Class A |
32,282 | ||||||
2,889 | Old Republic International Corp. |
56,422 | ||||||
1,254 | Primerica, Inc. |
94,991 | ||||||
590 | ProAssurance Corp. |
35,872 | ||||||
1,344 | Reinsurance Group of America, Inc. |
172,556 | ||||||
823 | RenaissanceRe Holdings, Ltd. |
114,438 | ||||||
391 | RLI Corp. |
21,356 | ||||||
485 | Safety Insurance Group, Inc. |
33,126 | ||||||
1,231 | Selective Insurance Group, Inc. (a) |
61,612 | ||||||
2,027 | State National Cos., Inc. |
37,256 | ||||||
788 | Stewart Information Services Corp. (a) |
35,759 | ||||||
236 | The Hanover Insurance Group, Inc. |
20,917 | ||||||
800 | The Navigators Group, Inc. |
43,920 |
1,951 | Third Point Reinsurance, Ltd. (b) |
27,119 | ||||||
2,517 | Torchmark Corp. |
192,551 | ||||||
1,750 | Universal Insurance Holdings, Inc. (a) |
44,100 | ||||||
1,221 | Validus Holdings, Ltd. |
63,455 | ||||||
2,240 | W.R. Berkley Corp. (a) |
154,941 | ||||||
30 | White Mountains Insurance Group, Ltd. - ADR |
26,059 | ||||||
|
|
|||||||
3,509,408 | ||||||||
|
|
|||||||
Internet & Direct Marketing Retail - 0.89% |
||||||||
5,856 |
1-800-Flowers.Com, Inc. - Class A (b) |
57,096 | ||||||
2,379 | Duluth Holdings, Inc. - Class B (a)(b) |
43,322 | ||||||
2,261 | Etsy, Inc. (b) |
33,915 | ||||||
2,443 | FTD Cos., Inc. (a)(b) |
48,860 | ||||||
14,843 | Groupon, Inc. (a)(b) |
56,997 | ||||||
1,598 | HSN, Inc. |
50,976 | ||||||
2,234 | Lands’ End, Inc. (a)(b) |
33,287 | ||||||
341 | Liberty Expedia Holdings, Inc. - Class A (a)(b) |
18,421 | ||||||
683 | Liberty Ventures - Series A (b) |
35,714 | ||||||
1,764 | Nutrisystem, Inc. (a) |
91,816 | ||||||
2,702 | Overstock.com, Inc. (b) |
44,043 | ||||||
1,440 | PetMed Express, Inc. |
58,464 | ||||||
1,775 | Shutterfly, Inc. (a)(b) |
84,312 | ||||||
1,192 | TripAdvisor, Inc. (b) |
45,534 | ||||||
974 | Wayfair, Inc. - Class A (b) |
74,881 | ||||||
|
|
|||||||
777,638 | ||||||||
|
|
|||||||
Internet Software & Services - 3.53% |
||||||||
1,771 | 2U, Inc. (a)(b) |
83,095 | ||||||
9,165 | Aerohive Networks, Inc. (b) |
45,825 | ||||||
2,306 | Alarm.com Holdings, Inc. (b) |
86,775 | ||||||
3,082 | Amber Road, Inc. (b) |
26,413 | ||||||
4,348 | Angie’s List, Inc. (a)(b) |
55,611 | ||||||
2,250 | Appfolio, Inc. - Class A (b) |
73,350 | ||||||
1,853 | Apptio, Inc. (b) |
32,150 | ||||||
3,991 | Bankrate, Inc. (a)(b) |
51,284 | ||||||
5,242 | Bazaarvoice, Inc. (b) |
25,948 | ||||||
3,762 | Blucora, Inc. (b) |
79,754 | ||||||
3,881 | Box, Inc. - Class A (b) |
70,789 | ||||||
7,536 | Brightcove, Inc. (b) |
46,723 | ||||||
470 | BroadSoft, Inc. (a)(b) |
20,233 | ||||||
5,633 | Carbonite, Inc. (b) |
122,799 | ||||||
2,726 | Care.com, Inc. (b) |
41,163 | ||||||
1,057 | Cars.com, Inc. (b) |
28,148 | ||||||
3,165 | ChannelAdvisor Corp. (b) |
36,556 | ||||||
705 | Cimpress NV (a)(b) |
66,644 | ||||||
3,187 | CommerceHub, Inc. - Series A (b) |
55,518 | ||||||
2,700 | CommerceHub, Inc. - Series C (b) |
47,088 | ||||||
2,064 | Cornerstone OnDemand, Inc. (b) |
73,788 | ||||||
262 | CoStar Group, Inc. (a)(b) |
69,063 | ||||||
23,827 | DHI Group, Inc. (b) |
67,907 | ||||||
705 | Envestnet, Inc. (a)(b) |
27,918 | ||||||
3,114 | Five9, Inc. (b) |
67,013 | ||||||
2,080 | Global Sources, Ltd. (b) |
41,600 | ||||||
411 | GoDaddy, Inc. - Class A (b) |
17,435 | ||||||
751 | GrubHub, Inc. (a)(b) |
32,744 | ||||||
516 | GTT Communications, Inc. (b) |
16,331 | ||||||
3,380 | Hortonworks, Inc. (b) |
43,534 |
2,210 | IAC InterActive Corp. (b) |
228,160 | ||||||
2,099 | Instructure, Inc. (b) |
61,920 | ||||||
782 | j2 Global, Inc. (a) |
66,540 | ||||||
2,185 | Leaf Group, Ltd. (b) |
17,043 | ||||||
3,918 | LivePerson, Inc. (b) |
43,098 | ||||||
528 | LogMeIn, Inc. |
55,176 | ||||||
1,583 | Match Group, Inc. (a)(b) |
27,513 | ||||||
2,488 | MINDBODY, Inc. - Class A (a)(b) |
67,674 | ||||||
1,305 | New Relic, Inc. (b) |
56,128 | ||||||
2,847 | NIC, Inc. (a) |
53,951 | ||||||
4,857 | Pandora Media, Inc. (a)(b) |
43,324 | ||||||
959 | Q2 Holdings, Inc. (a)(b) |
35,435 | ||||||
6,293 | QuinStreet, Inc. (b) |
26,242 | ||||||
2,478 | Quotient Technology, Inc. (b) |
28,497 | ||||||
8,889 | Rocket Fuel, Inc. (b) |
24,445 | ||||||
851 | Shutterstock, Inc. (b) |
37,512 | ||||||
518 | SPS Commerce, Inc. (b) |
33,028 | ||||||
441 | Stamps.com, Inc. (a)(b) |
68,300 | ||||||
6,343 | TechTarget, Inc. (b) |
65,777 | ||||||
6,052 | The Meet Group, Inc. (b) |
30,563 | ||||||
4,511 | TrueCar, Inc. (b) |
89,904 | ||||||
309 | Tucows, Inc. (b) |
16,531 | ||||||
829 | Twilio, Inc. - Class A (a)(b) |
24,132 | ||||||
2,058 | Web.com Group, Inc. (b) |
52,067 | ||||||
560 | WebMD Health Corp. (a)(b) |
32,844 | ||||||
3,281 | Xactly Corp. (b)(c) |
51,348 | ||||||
3,451 | XO Group, Inc. (b) |
60,807 | ||||||
2,977 | Yelp, Inc. - Class A (a)(b) |
89,370 | ||||||
701 | Zillow Group, Inc. - Class C (a)(b) |
34,356 | ||||||
|
|
|||||||
3,074,884 | ||||||||
|
|
|||||||
IT Services - 2.64% |
||||||||
2,658 | Acxiom Corp. (b) |
69,055 | ||||||
2,160 | Blackhawk Network Holdings, Inc. (a)(b) |
94,176 | ||||||
2,722 | Booz Allen Hamilton Holding Corp. - Class A (a) |
88,574 | ||||||
1,296 | Broadridge Financial Solutions, Inc. |
97,926 | ||||||
762 | CACI International, Inc. - Class A (b) |
95,288 | ||||||
1,277 | Cardtronics Plc - Class A (b) |
41,962 | ||||||
1,099 | Conduent, Inc. (b) |
17,518 | ||||||
3,676 | Convergys Corp. (a) |
87,415 | ||||||
1,931 | CoreLogic, Inc. (a)(b) |
83,767 | ||||||
1,294 | CSG Systems International, Inc. |
52,510 | ||||||
2,124 | CSRA, Inc. (a) |
67,437 | ||||||
508 | DST Systems, Inc. |
31,344 | ||||||
530 | EPAM Systems, Inc. (b) |
44,568 | ||||||
829 | Euronet Worldwide, Inc. (b) |
72,430 | ||||||
1,520 | EVERTEC, Inc. |
26,296 | ||||||
629 | ExlService Holdings, Inc. (b) |
34,960 | ||||||
1,042 | Forrester Research, Inc. |
40,794 | ||||||
1,196 | Gartner, Inc. (b) |
147,718 | ||||||
2,355 | Genpact, Ltd. (a) |
65,540 | ||||||
20,083 | Information Services Group, Inc. (b) |
82,541 | ||||||
1,482 | Leidos Holdings, Inc. |
76,604 | ||||||
1,065 | ManTech International Corp. - Class A |
44,070 | ||||||
1,870 | Maximus, Inc. (a) |
117,118 | ||||||
2,616 | NCI, Inc. - Class A (b) |
55,198 |
3,007 | NeuStar, Inc. - Class A (b) |
100,283 | ||||||
2,675 | Perficient, Inc. (a)(b) |
49,862 | ||||||
19,183 | Planet Payment, Inc. (a)(b) |
63,304 | ||||||
1,162 | Science Applications International Corp. (a) |
80,666 | ||||||
2,319 | Square, Inc. - Class A (a)(b) |
54,404 | ||||||
2,831 | StarTek, Inc. (b) |
34,651 | ||||||
2,298 | Syntel, Inc. |
38,974 | ||||||
840 | TeleTech Holdings, Inc. |
34,272 | ||||||
4,361 | The Hackett Group, Inc. |
67,595 | ||||||
3,200 | Travelport Worldwide, Ltd. |
44,032 | ||||||
3,754 | Unisys Corp. (b) |
48,051 | ||||||
1,399 | VeriFone Systems, Inc. (a)(b) |
25,322 | ||||||
839 | Virtusa Corp. (b) |
24,667 | ||||||
|
|
|||||||
2,300,892 | ||||||||
|
|
|||||||
Leisure Products - 0.81% |
||||||||
1,206 | Acushnet Holdings Corp. |
23,927 | ||||||
1,976 | American Outdoor Brands Corp. (b) |
43,788 | ||||||
1,644 | Brunswick Corp. |
103,128 | ||||||
1,326 | Johnson Outdoors, Inc. - Class A |
63,927 | ||||||
970 | Malibu Boats, Inc. - Class A (b) |
25,094 | ||||||
2,523 | Marine Products Corp. |
39,384 | ||||||
4,608 | MCBC Holdings, Inc. (b) |
90,086 | ||||||
2,548 | Nautilus, Inc. (b) |
48,794 | ||||||
1,018 | Polaris Industries, Inc. (a) |
93,890 | ||||||
907 | Pool Corp. (a) |
106,636 | ||||||
685 | Sturm, Ruger & Company, Inc. (a) |
42,573 | ||||||
911 | Vista Outdoor, Inc. (b) |
20,507 | ||||||
|
|
|||||||
701,734 | ||||||||
|
|
|||||||
Life Sciences Tools & Services - 0.97% |
||||||||
261 | Bio-Rad Laboratories, Inc. - Class A (b) |
59,067 | ||||||
1,749 | Bruker Corp. |
50,441 | ||||||
335 | Cambrex Corp. (a)(b) |
20,016 | ||||||
702 | Charles River Laboratories International, Inc. (b) |
71,007 | ||||||
14,998 | Enzo Biochem, Inc. (b) |
165,578 | ||||||
795 | INC Research Holdings, Inc. - Class A (b) |
46,508 | ||||||
3,016 | Luminex Corp. |
63,698 | ||||||
1,958 | Medpace Holdings, Inc. (b) |
56,782 | ||||||
1,765 | NanoString Technologies, Inc. (b) |
29,193 | ||||||
1,176 | PAREXEL International Corp. (b) |
102,206 | ||||||
296 | PRA Health Sciences, Inc. (b) |
22,203 | ||||||
2,543 | QIAGEN NV |
85,273 | ||||||
2,218 | VWR Corp. (b) |
73,216 | ||||||
|
|
|||||||
845,188 | ||||||||
|
|
|||||||
Machinery - 3.38% |
||||||||
959 | AGCO Corp. |
64,627 | ||||||
335 | Alamo Group, Inc. |
30,421 | ||||||
2,211 | Allison Transmission Holdings, Inc. |
82,935 | ||||||
981 | Altra Industrial Motion Corp. (a) |
39,044 | ||||||
602 | Badger Meter, Inc. |
23,990 | ||||||
1,013 | Barnes Group, Inc. (a) |
59,291 | ||||||
1,653 | Blue Bird Corp. (a)(b) |
28,101 | ||||||
1,326 | Chart Industries, Inc. (b) |
46,052 | ||||||
1,721 | Colfax Corp. (a)(b) |
67,756 | ||||||
1,434 | Columbus McKinnon Corp. |
36,452 | ||||||
569 | Crane Co. |
45,167 |
2,142 | Donaldson Co., Inc. (a) |
97,547 | ||||||
840 | Douglas Dynamics, Inc. |
27,636 | ||||||
372 | EnPro Industries, Inc. |
26,550 | ||||||
514 | ESCO Technologies, Inc. |
30,660 | ||||||
1,340 | FreightCar America, Inc. (a) |
23,303 | ||||||
1,096 | Gencor Industries, Inc. (b) |
17,755 | ||||||
800 | Global Brass & Copper Holdings, Inc. |
24,440 | ||||||
1,010 | Gorman Rupp Co. |
25,725 | ||||||
1,084 | Graco, Inc. |
118,459 | ||||||
1,983 | Hardinge, Inc. |
24,629 | ||||||
2,353 | Harsco Corp. (b) |
37,883 | ||||||
832 | IDEX Corp. (a) |
94,024 | ||||||
542 | ITT, Inc. |
21,778 | ||||||
792 | John Bean Technologies Corp. (a) |
77,616 | ||||||
505 | Kadant, Inc. |
37,976 | ||||||
802 | Kennametal, Inc. |
30,011 | ||||||
1,574 | Lincoln Electric Holdings, Inc. (a) |
144,950 | ||||||
506 | Lydall, Inc. (b) |
26,160 | ||||||
1,696 | Meritor, Inc. (b) |
28,171 | ||||||
1,550 | Mueller Water Products, Inc. - Class A |
18,104 | ||||||
570 | NACCO Industries, Inc. - Class A |
40,384 | ||||||
972 | Navistar International Corp. (b) |
25,496 | ||||||
903 | NN, Inc. |
24,787 | ||||||
1,234 | Nordson Corp. |
149,709 | ||||||
974 | Omega Flex, Inc. |
62,726 | ||||||
1,634 | Oshkosh Corp. |
112,550 | ||||||
780 | Park-Ohio Holdings Corp. |
29,718 | ||||||
395 | Proto Labs, Inc. (b) |
26,564 | ||||||
253 | RBC Bearings, Inc. (a)(b) |
25,745 | ||||||
1,024 | Rexnord Corp. (b) |
23,808 | ||||||
773 | Snap-on, Inc. (a) |
122,134 | ||||||
2,057 | Spartan Motors, Inc. |
18,204 | ||||||
766 | SPX Corp. (b) |
19,273 | ||||||
3,249 | Supreme Industries, Inc. - Class A |
53,446 | ||||||
965 | Tennant Co. |
71,217 | ||||||
1,371 | Terex Corp. (a) |
51,412 | ||||||
568 | The Eastern Co. |
17,068 | ||||||
1,133 | The Greenbrier Companies, Inc. |
52,401 | ||||||
339 | The Middleby Corp. (a)(b) |
41,192 | ||||||
1,360 | The Timken Co. |
62,900 | ||||||
1,672 | Titan International, Inc. |
20,081 | ||||||
2,323 | Toro Co. |
160,961 | ||||||
1,320 | TriMas Corp. (a)(b) |
27,522 | ||||||
2,504 | Trinity Industries, Inc. |
70,187 | ||||||
118 | Valmont Industries, Inc. |
17,653 | ||||||
2,276 | Wabash National Corp. (a) |
50,026 | ||||||
214 | Wabtec Corp. (a) |
19,581 | ||||||
1,266 | Welbilt, Inc. (b) |
23,864 | ||||||
1,180 | Xylem, Inc. |
65,407 | ||||||
|
|
|||||||
2,943,229 | ||||||||
|
|
|||||||
Marine - 0.06% |
||||||||
3,250 | Costamare, Inc. (a) |
23,758 | ||||||
457 | Kirby Corp. (a)(b) |
30,550 | ||||||
|
|
|||||||
54,308 | ||||||||
|
|
Media - 1.18% |
||||||||
361 | AMC Networks, Inc. - Class A (a)(b) |
19,281 | ||||||
2,455 | Ascent Capital Group, Inc. - Class A (b) |
37,709 | ||||||
85 | Cable One, Inc. |
60,426 | ||||||
4,264 | Central European Media Enterprises Ltd. - Class A (b) |
17,056 | ||||||
818 | Cinemark Holdings, Inc. |
31,779 | ||||||
1,758 | Entercom Communications Corp. - Class A (a) |
18,195 | ||||||
3,330 | Gannett Co., Inc. |
29,038 | ||||||
1,388 | Gray Television, Inc. (a)(b) |
19,016 | ||||||
1,017 | John Wiley & Sons, Inc. - Class A |
53,647 | ||||||
732 | Liberty Media Corp. (b) |
17,546 | ||||||
758 | Liberty Media Group - Class A (b) |
26,553 | ||||||
1,056 | Liberty Media Group - Class C (b) |
38,671 | ||||||
866 | Lions Gate Entertainment Corp. - Class A (b) |
24,438 | ||||||
943 | Lions Gate Entertainment Corp. - Class B (b) |
24,782 | ||||||
1,644 | Live Nation Entertainment, Inc. (b) |
57,293 | ||||||
978 | Meredith Corp. (a) |
58,142 | ||||||
2,151 | MSG Networks, Inc. - Class A (b) |
48,290 | ||||||
3,120 | New Media Investment Group, Inc. |
42,058 | ||||||
2,516 | Salem Media Group, Inc. |
17,864 | ||||||
1,266 | Scholastic Corp. (a) |
55,185 | ||||||
1,152 | Sinclair Broadcast Group, Inc. - Class A (a) |
37,901 | ||||||
2,242 | TEGNA, Inc. |
32,307 | ||||||
1,330 | The E.W. Scripps Co. - Class A (b) |
23,687 | ||||||
2,676 | The Interpublic Group of Companies, Inc. (a) |
65,830 | ||||||
116 | The Madison Square Garden Co. - Class A (b) |
22,840 | ||||||
1,910 | The New York Times Co. - Class A |
33,807 | ||||||
2,832 | Time, Inc. |
40,639 | ||||||
2,294 | Townsquare Media, Inc. - Class A (b) |
23,490 | ||||||
1,709 | tronc, Inc. (b) |
22,029 | ||||||
1,578 | World Wrestling Entertainment, Inc. - Class A |
32,144 | ||||||
|
|
|||||||
1,031,643 | ||||||||
|
|
|||||||
Metals & Mining - 1.03% |
||||||||
5,725 | AK Steel Holding Corp. (a)(b) |
37,613 | ||||||
561 | Alcoa Corp. (b) |
18,317 | ||||||
1,134 | Carpenter Technology Corp. (a) |
42,446 | ||||||
1,224 | Century Aluminum Co. (b) |
19,070 | ||||||
5,944 | Cliffs Natural Resources, Inc. (b) |
41,132 | ||||||
3,610 | Coeur Mining, Inc. (b) |
30,974 | ||||||
3,195 | Ferroglobe Representation & Warranty Insurance Trust (b)(d) |
0 | ||||||
1,200 | Gibraltar Industries, Inc. (b) |
42,780 | ||||||
6,957 | Gold Resource Corp. (a) |
28,384 | ||||||
768 | Handy & Harman Ltd. (b) |
24,115 | ||||||
6,752 | Hecla Mining Co. |
34,435 | ||||||
1,069 | Materion Corp. |
39,981 | ||||||
1,182 | Olympic Steel, Inc. |
23,025 | ||||||
1,726 | Reliance Steel & Aluminum Co. |
125,670 | ||||||
606 | Royal Gold, Inc. |
47,371 | ||||||
2,843 | Ryerson Holding Corp. (b) |
28,146 | ||||||
904 | Schnitzer Steel Industries, Inc. - Class A |
22,781 | ||||||
3,615 | Steel Dynamics, Inc. |
129,453 | ||||||
5,282 | SunCoke Energy, Inc. (a)(b) |
57,574 | ||||||
3,224 | United States Steel Corp. (a) |
71,379 | ||||||
709 | Worthington Industries, Inc. |
35,606 | ||||||
|
|
|||||||
900,252 | ||||||||
|
|
Multiline Retail - 0.69% |
||||||||
1,638 | Big Lots, Inc. (a) |
79,116 | ||||||
1,881 | Burlington Stores, Inc. (a)(b) |
173,033 | ||||||
1,071 | Dillard’s, Inc. - Class A (a) |
61,786 | ||||||
3,163 | Fred’s, Inc. - Class A (a) |
29,195 | ||||||
6,902 | J.C. Penney Co., Inc. (a)(b) |
32,094 | ||||||
2,231 | Kohl’s Corp. |
86,273 | ||||||
1,492 | Nordstrom, Inc. |
71,362 | ||||||
969 | Ollie’s Bargain Outlet Holdings, Inc. (b) |
41,279 | ||||||
2,983 | Sears Holdings Corp. (b) |
26,429 | ||||||
|
|
|||||||
600,567 | ||||||||
|
|
|||||||
Multi-Utilities - 0.39% |
||||||||
2,243 | Alliant Energy Corp. |
90,101 | ||||||
944 | Avista Corp. |
40,082 | ||||||
458 | Black Hills Corp. |
30,901 | ||||||
3,474 | MDU Resources Group, Inc. |
91,019 | ||||||
607 | NorthWestern Corp. |
37,039 | ||||||
835 | Vectren Corp. |
48,798 | ||||||
|
|
|||||||
337,940 | ||||||||
|
|
|||||||
Oil, Gas & Consumable Fuels - 0.81% |
||||||||
11,396 | Abraxas Petroleum Corp. (b) |
18,462 | ||||||
601 | Adams Resources & Energy, Inc. |
24,689 | ||||||
1,180 | Centennial Resource Development, Inc. (b) |
18,668 | ||||||
4,238 | Chesapeake Energy Corp. (a)(b) |
21,063 | ||||||
8,983 | Clean Energy Fuels Corp. (b) |
22,817 | ||||||
4,953 | Cloud Peak Energy, Inc. (b) |
17,484 | ||||||
3,097 | CONSOL Energy, Inc. (b) |
46,269 | ||||||
1,967 | Delek U.S. Holdings, Inc. |
52,007 | ||||||
3,191 | Dorian LPG, Ltd. (a)(b) |
26,102 | ||||||
2,830 | Evolution Petroleum Corp. |
22,923 | ||||||
824 | Golar LNG, Ltd. |
18,334 | ||||||
963 | Green Plains, Inc. |
19,790 | ||||||
2,294 | Hallador Energy Co. |
17,824 | ||||||
1,200 | HollyFrontier Corp. |
32,964 | ||||||
17,898 | Navios Maritime Acquisition Corp. |
26,310 | ||||||
7,211 | Overseas Shipholding Group, Inc. - Class A (b) |
19,181 | ||||||
3,471 | Pacific Ethanol, Inc. (b) |
21,694 | ||||||
1,222 | PBF Energy, Inc. - Class A (a) |
27,202 | ||||||
750 | Peabody Energy Corp. (b) |
18,338 | ||||||
1,700 | Renewable Energy Group, Inc. (b) |
22,015 | ||||||
607 | Resolute Energy Corp. (b) |
18,070 | ||||||
1,816 | Targa Resources Corp. |
82,083 | ||||||
15,243 | Teekay Tankers Ltd. - Class A |
28,657 | ||||||
1,733 | Tellurian, Inc. (b) |
17,382 | ||||||
3,214 | Whiting Petroleum Corp. (b) |
17,709 | ||||||
1,111 | World Fuel Services Corp. (a) |
42,718 | ||||||
|
|
|||||||
700,755 | ||||||||
|
|
|||||||
Paper & Forest Products - 0.21% |
||||||||
717 | Boise Cascade Co. (b) |
21,797 | ||||||
911 | Domtar Corp. (a) |
35,001 | ||||||
2,625 | KapStone Paper and Packaging Corp. |
54,154 | ||||||
2,194 | Louisiana-Pacific Corp. (b) |
52,897 | ||||||
605 | Schweitzer-Mauduit International, Inc. |
22,524 | ||||||
|
|
|||||||
186,373 | ||||||||
|
|
|||||||
Personal Products - 0.67% |
||||||||
325 | Edgewell Personal Care Co. (b) |
24,706 |
1,006 | Herbalife, Ltd. (a)(b) |
71,758 | ||||||
820 | Inter Parfums, Inc. |
30,053 | ||||||
1,596 | Medifast, Inc. |
66,186 | ||||||
2,259 | Natural Health Trends Corp. |
62,913 | ||||||
4,223 | Nature’s Sunshine Products, Inc. |
55,955 | ||||||
2,283 | Nu Skin Enterprises, Inc. - Class A (a) |
143,464 | ||||||
983 | Nutraceutical International Corp. |
40,942 | ||||||
1,118 | Revlon, Inc. - Class A (b) |
26,497 | ||||||
929 | USANA Health Sciences, Inc. (b) |
59,549 | ||||||
|
|
|||||||
582,023 | ||||||||
|
|
|||||||
Pharmaceuticals - 1.32% |
||||||||
845 | Aclaris Therapeutics, Inc. (a)(b) |
22,916 | ||||||
595 | Aerie Pharmaceuticals, Inc. (b) |
31,267 | ||||||
1,056 | Akorn, Inc. (b) |
35,418 | ||||||
1,617 | Amphastar Pharmaceuticals, Inc. (b) |
28,880 | ||||||
837 | Assembly Biosciences, Inc. (b) |
17,284 | ||||||
821 | Catalent, Inc. (b) |
28,817 | ||||||
5,020 | Corcept Therapeutics, Inc. (a)(b) |
59,236 | ||||||
4,935 | Depomed, Inc. (b) |
53,002 | ||||||
7,404 | Endo International Plc (b) |
82,703 | ||||||
709 | Heska Corp. (a)(b) |
72,368 | ||||||
6,907 | Horizon Pharma Plc (b) |
81,986 | ||||||
1,110 | Impax Laboratories, Inc. (b) |
17,871 | ||||||
2,243 | Intersect ENT, Inc. (b) |
62,692 | ||||||
3,599 | Lannett Co., Inc. (a)(b) |
73,420 | ||||||
1,865 | Mallinckrodt Plc (b) |
83,571 | ||||||
372 | Pacira Pharmaceuticals, Inc. (b) |
17,744 | ||||||
1,300 | Phibro Animal Health Corp. - Class A |
48,165 | ||||||
1,739 | Prestige Brands Holdings, Inc. (b) |
91,836 | ||||||
9,525 | SciClone Pharmaceuticals, Inc. (b) |
104,775 | ||||||
2,616 | Sucampo Pharmaceuticals, Inc. - Class A (b) |
27,468 | ||||||
1,908 | Supernus Pharmaceuticals, Inc. (b) |
82,235 | ||||||
699 | Theravance Biopharma, Inc. (b) |
27,848 | ||||||
|
|
|||||||
1,151,502 | ||||||||
|
|
|||||||
Professional Services - 1.52% |
||||||||
5,746 | Acacia Research Corp. (b) |
23,559 | ||||||
1,417 | BG Staffing, Inc. |
24,627 | ||||||
2,929 | CBIZ, Inc. (b) |
43,935 | ||||||
816 | CRA International, Inc. |
29,637 | ||||||
2,379 | Franklin Covey Co. (b) |
45,915 | ||||||
1,438 | FTI Consulting, Inc. (b) |
50,272 | ||||||
954 | GP Strategies Corp. (b) |
25,186 | ||||||
1,155 | Heidrick & Struggles International, Inc. |
25,121 | ||||||
3,540 | Hill International, Inc. (b) |
18,408 | ||||||
518 | Huron Consulting Group, Inc. (b) |
22,378 | ||||||
1,202 | ICF International, Inc. (b) |
56,614 | ||||||
696 | Insperity, Inc. |
49,416 | ||||||
1,421 | Kelly Services, Inc. - Class A |
31,901 | ||||||
2,701 | Kforce, Inc. |
52,940 | ||||||
507 | Korn/Ferry International |
17,507 | ||||||
1,750 | ManpowerGroup, Inc. |
195,387 | ||||||
1,730 | Mistras Group, Inc. (b) |
38,008 | ||||||
1,639 | Navigant Consulting, Inc. (a)(b) |
32,387 | ||||||
1,176 | On Assignment, Inc. (b) |
63,680 | ||||||
3,293 | Resources Connection, Inc. |
45,114 |
3,652 | Robert Half International, Inc. |
175,040 | ||||||
2,322 | RPX Corp. (b) |
32,392 | ||||||
342 | The Advisory Board Co. (b) |
17,613 | ||||||
533 | The Dun & Bradstreet Corp. |
57,644 | ||||||
811 | TriNet Group, Inc. (b) |
26,552 | ||||||
2,728 | TrueBlue, Inc. (b) |
72,292 | ||||||
405 | VSE Corp. |
18,217 | ||||||
1,145 | Willdan Group, Inc. (b) |
34,980 | ||||||
|
|
|||||||
1,326,722 | ||||||||
|
|
|||||||
Real Estate Management & Development - 0.88% |
||||||||
4,096 | Altisource Portfolio Solutions SA (a)(b) |
89,375 | ||||||
1,022 | Community Healthcare Trust, Inc. |
26,153 | ||||||
3,987 | Forestar Group, Inc. (b) |
68,377 | ||||||
4,804 | Impac Mortgage Holdings, Inc. (b) |
72,685 | ||||||
765 | Jones Lang LaSalle, Inc. (a) |
95,625 | ||||||
4,118 | Marcus & Millichap, Inc. (b) |
108,550 | ||||||
2,480 | Maui Land & Pineapple Co, Inc. (b) |
50,344 | ||||||
1,472 | RE/MAX Holdings, Inc. - Class A |
82,506 | ||||||
2,763 | Realogy Holdings Corp. |
89,659 | ||||||
1,154 | Sutherland Asset Management Corp. |
17,137 | ||||||
1,416 | The RMR Group, Inc. - Class A |
68,888 | ||||||
|
|
|||||||
769,299 | ||||||||
|
|
|||||||
Road & Rail - 0.51% |
||||||||
1,825 | ArcBest Corp. |
37,595 | ||||||
1,229 | Avis Budget Group, Inc. (a)(b) |
33,515 | ||||||
622 | Genesee & Wyoming, Inc. - Class A (b) |
42,538 | ||||||
798 | Knight Transportation, Inc. (a) |
29,566 | ||||||
1,209 | Landstar System, Inc. |
103,490 | ||||||
729 | Old Dominion Freight Line, Inc. (a) |
69,430 | ||||||
5,356 | Roadrunner Transportation Systems, Inc. (b) |
38,938 | ||||||
252 | Ryder System, Inc. |
18,139 | ||||||
552 | Saia, Inc. (b) |
28,318 | ||||||
1,476 | Swift Transportation Co. (a)(b) |
39,114 | ||||||
|
|
|||||||
440,643 | ||||||||
|
|
|||||||
Semiconductors & Semiconductor Equipment - 2.73% |
||||||||
1,065 | Advanced Energy Industries, Inc. (b) |
68,895 | ||||||
14,039 | Advanced Micro Devices, Inc. (a)(b) |
175,207 | ||||||
860 | Ambarella, Inc. (a)(b) |
41,753 | ||||||
3,987 | Amkor Technology, Inc. (a)(b) |
38,953 | ||||||
1,103 | Axcelis Technologies, Inc. (b) |
23,108 | ||||||
2,609 | AXT, Inc. (b) |
16,567 | ||||||
1,340 | Brooks Automation, Inc. |
29,065 | ||||||
497 | Cabot Microelectronics Corp. |
36,693 | ||||||
581 | Cavium, Inc. (a)(b) |
36,098 | ||||||
409 | CEVA, Inc. (b) |
18,589 | ||||||
2,201 | Cirrus Logic, Inc. (a)(b) |
138,047 | ||||||
2,614 | Cree, Inc. (b) |
64,435 | ||||||
744 | CyberOptics Corp. (b) |
15,364 | ||||||
2,543 | Cypress Semiconductor Corp. (a) |
34,712 | ||||||
1,645 | Diodes, Inc. (b) |
39,529 | ||||||
3,216 | DSP Group, Inc. (b) |
37,306 | ||||||
3,075 | Entegris, Inc. (b) |
67,496 | ||||||
1,335 | First Solar, Inc. (a)(b) |
53,240 | ||||||
1,166 | Ichor Holdings, Ltd. (b) |
23,507 | ||||||
394 | Impinj, Inc. (a)(b) |
19,168 |
1,426 | Integrated Device Technology, Inc. (b) |
36,777 | ||||||
1,989 | IXYS Corp. (b) |
32,719 | ||||||
290 | MACOM Technology Solutions Holdings, Inc. (b) |
16,173 | ||||||
3,675 | Marvell Technology Group, Ltd. - ADR |
60,711 | ||||||
3,862 | MaxLinear, Inc. - Class A (a)(b) |
107,711 | ||||||
1,685 | Microsemi Corp. (a)(b) |
78,858 | ||||||
939 | MKS Instruments, Inc. |
63,195 | ||||||
832 | Monolithic Power Systems, Inc. (a) |
80,205 | ||||||
1,625 | Nanometrics, Inc. (b) |
41,096 | ||||||
322 | NVE Corp. |
24,794 | ||||||
8,512 | ON Semiconductor Corp. (b) |
119,508 | ||||||
1,203 | PDF Solutions, Inc. (b) |
19,789 | ||||||
5,223 | Photronics, Inc. (a)(b) |
49,096 | ||||||
9,319 | Pixelworks, Inc. (b) |
42,774 | ||||||
755 | Power Integrations, Inc. |
55,039 | ||||||
3,807 | Rambus, Inc. (b) |
43,514 | ||||||
2,535 | Rudolph Technologies, Inc. (a)(b) |
57,925 | ||||||
1,011 | Semtech Corp. (b) |
36,143 | ||||||
5,401 | Sigma Designs, Inc. (b) |
31,596 | ||||||
602 | Silicon Laboratories, Inc. (a)(b) |
41,147 | ||||||
6,974 | Teradyne, Inc. |
209,429 | ||||||
1,361 | Ultra Clean Holdings, Inc. (b) |
25,519 | ||||||
846 | Veeco Instruments, Inc. (b) |
23,561 | ||||||
1,605 | Versum Materials, Inc. |
52,162 | ||||||
2,834 | Xcerra Corp. (b) |
27,688 | ||||||
876 | Xperi Corp. |
26,105 | ||||||
|
|
|||||||
2,380,966 | ||||||||
|
|
|||||||
Software - 4.10% |
||||||||
2,957 | 8x8, Inc. (b) |
43,024 | ||||||
6,491 | A10 Networks, Inc. (b) |
54,784 | ||||||
765 | ACI Worldwide, Inc. (a)(b) |
17,113 | ||||||
2,464 | Agilysys, Inc. (b) |
24,936 | ||||||
3,332 | American Software, Inc. - Class A (a) |
34,286 | ||||||
1,108 | ANSYS, Inc. (a)(b) |
134,821 | ||||||
2,287 | Aspen Technology, Inc. (b) |
126,380 | ||||||
861 | Atlassian Corp. Plc - Class A (a)(b) |
30,290 | ||||||
1,283 | Barracuda Networks, Inc. (a)(b) |
29,586 | ||||||
926 | Blackbaud, Inc. (a) |
79,404 | ||||||
5,653 | Cadence Design System, Inc. (b) |
189,319 | ||||||
813 | Callidus Software, Inc. (a)(b) |
19,675 | ||||||
1,064 | CommVault Systems, Inc. (b) |
60,063 | ||||||
327 | Ebix, Inc. |
17,625 | ||||||
448 | Ellie Mae, Inc. (a)(b) |
49,240 | ||||||
5,192 | EnerNOC, Inc. (b) |
40,238 | ||||||
644 | ePlus, Inc. (b) |
47,720 | ||||||
930 | Everbridge, Inc. (a)(b) |
22,655 | ||||||
2,928 | Exa Corp. (b) |
40,406 | ||||||
435 | Fair Isaac Corp. (a) |
60,643 | ||||||
2,007 | Fortinet, Inc. (b) |
75,142 | ||||||
1,343 | Gigamon, Inc. (a)(b) |
52,847 | ||||||
6,784 | Guidance Software, Inc. (b) |
44,842 | ||||||
275 | Guidewire Software, Inc. (a)(b) |
18,895 | ||||||
1,380 | HubSpot, Inc. (a)(b) |
90,735 | ||||||
746 | Imperva, Inc. (b) |
35,696 | ||||||
1,336 | Jack Henry & Associates, Inc. (a) |
138,770 |
2,260 | Manhattan Associates, Inc. (a)(b) |
108,616 | ||||||
265 | MicroStrategy, Inc. - Class A (b) |
50,792 | ||||||
9,489 | Mitek Systems, Inc. (b) |
79,708 | ||||||
9,613 | MobileIron, Inc. (b) |
58,159 | ||||||
1,405 | Model N, Inc. (b) |
18,686 | ||||||
3,512 | Nuance Communications, Inc. (a)(b) |
61,144 | ||||||
465 | Paycom Software, Inc. (a)(b) |
31,811 | ||||||
1,362 | Pegasystems, Inc. (a) |
79,473 | ||||||
2,176 | Progress Software Corp. |
67,217 | ||||||
637 | Proofpoint, Inc. (a)(b) |
55,311 | ||||||
1,164 | PROS Holdings, Inc. (b) |
31,882 | ||||||
1,711 | PTC, Inc. (b) |
94,310 | ||||||
1,427 | QAD, Inc. - Class A |
45,735 | ||||||
490 | Qualys, Inc. (a)(b) |
19,992 | ||||||
1,767 | Rapid7, Inc. (a)(b) |
29,739 | ||||||
5,477 | RealNetworks, Inc. (b) |
23,715 | ||||||
1,613 | RealPage, Inc. (b) |
57,987 | ||||||
2,258 | RingCentral, Inc. - Class A (b) |
82,530 | ||||||
4,632 | Rosetta Stone, Inc. (b) |
49,933 | ||||||
2,257 | Silver Spring Networks, Inc. (b) |
25,459 | ||||||
2,574 | Splunk, Inc. (a)(b) |
146,435 | ||||||
1,904 | SS&C Technologies Holdings, Inc. |
73,133 | ||||||
2,304 | Synchronoss Technologies, Inc. (b) |
37,901 | ||||||
851 | Tableau Software, Inc. - Class A (b) |
52,141 | ||||||
948 | Take-Two Interactive Software, Inc. (a)(b) |
69,564 | ||||||
2,698 | Telenav, Inc. (b) |
21,854 | ||||||
11,479 | The Rubicon Project, Inc. (b) |
59,002 | ||||||
81 | The Ultimate Software Group, Inc. (a)(b) |
17,015 | ||||||
2,824 | TiVo Corp. |
52,668 | ||||||
305 | Tyler Technologies, Inc. (a)(b) |
53,579 | ||||||
784 | Upland Software, Inc. (b) |
17,240 | ||||||
1,724 | Varonis Systems, Inc. (b) |
64,133 | ||||||
2,018 | VASCO Data Security International, Inc. (a)(b) |
28,958 | ||||||
1,124 | Verint Systems, Inc. (a)(b) |
45,747 | ||||||
3,413 | Workiva, Inc. (b) |
65,018 | ||||||
1,665 | Zendesk, Inc. (a)(b) |
46,254 | ||||||
8,909 | Zix Corp. (a)(b) |
50,692 | ||||||
5,084 | Zynga, Inc. - Class A (b) |
18,506 | ||||||
|
|
|||||||
3,571,174 | ||||||||
|
|
|||||||
Specialty Retail - 4.18% |
||||||||
3,096 | Aaron’s, Inc. |
120,434 | ||||||
6,753 | Abercrombie & Fitch Co. - Class A (a) |
84,007 | ||||||
6,045 | American Eagle Outfitters, Inc. (a) |
72,842 | ||||||
1,110 | America’s Car-Mart, Inc. (b) |
43,179 | ||||||
600 | Asbury Automotive Group, Inc. (b) |
33,930 | ||||||
20,432 | Ascena Retail Group, Inc. (a)(b) |
43,929 | ||||||
617 | AutoNation, Inc. (a)(b) |
26,013 | ||||||
1,870 | Barnes & Noble Education, Inc. (a)(b) |
19,878 | ||||||
4,376 | Barnes & Noble, Inc. |
33,258 | ||||||
2,324 | Bed Bath & Beyond, Inc. |
70,650 | ||||||
5,219 | Big 5 Sporting Goods Corp. (a) |
68,108 | ||||||
3,565 | Build-A-Bear Workshop, Inc. (b) |
37,254 | ||||||
586 | Cabela’s, Inc. (b) |
34,820 | ||||||
2,475 | Caleres, Inc. |
68,756 | ||||||
1,204 | Camping World Holdings, Inc. - Class A |
37,143 |
1,121 | Carvana Co. (b) |
22,947 | ||||||
5,859 | Chico’s FAS, Inc. |
55,192 | ||||||
2,747 | Citi Trends, Inc. |
58,291 | ||||||
1,527 | Conn’s, Inc. (b) |
29,166 | ||||||
2,598 | Dick’s Sporting Goods, Inc. (a) |
103,478 | ||||||
2,624 | DSW, Inc. - Class A |
46,445 | ||||||
6,613 | Express, Inc. (b) |
44,638 | ||||||
1,152 | Five Below, Inc. (a)(b) |
56,874 | ||||||
397 | Floor & Decor Holdings, Inc. (b) |
15,586 | ||||||
3,209 | Foot Locker, Inc. |
158,140 | ||||||
5,734 | Francesca’s Holdings Corp. (a)(b) |
62,730 | ||||||
3,138 | GameStop Corp. - Class A (a) |
67,812 | ||||||
1,345 | Genesco, Inc. (b) |
45,596 | ||||||
2,347 | GNC Holdings, Inc. - Class A (a) |
19,785 | ||||||
351 | Group 1 Automotive, Inc. (a) |
22,225 | ||||||
2,447 | Guess?, Inc. |
31,273 | ||||||
2,623 | Haverty Furniture Cos., Inc. |
65,837 | ||||||
2,371 | Hibbett Sports, Inc. (a)(b) |
49,198 | ||||||
1,778 | J. Jill, Inc. (b) |
21,852 | ||||||
5,168 | Kirkland’s, Inc. (b) |
53,127 | ||||||
193 | Lithia Motors, Inc. - Class A (a) |
18,186 | ||||||
1,779 | Lumber Liquidators Holdings, Inc. (a)(b) |
44,582 | ||||||
1,239 | MarineMax, Inc. (b) |
24,222 | ||||||
644 | Monro Muffler Brake, Inc. (a) |
26,887 | ||||||
645 | Murphy USA, Inc. (b) |
47,801 | ||||||
15,117 | Office Depot, Inc. |
85,260 | ||||||
570 | Penske Automotive Group, Inc. |
25,029 | ||||||
16,191 | Pier 1 Imports, Inc. |
84,031 | ||||||
6,505 | Rent-A-Center, Inc. (a) |
76,239 | ||||||
398 | REX American Resources Corp. (a)(b) |
38,431 | ||||||
647 | RH (a)(b) |
41,744 | ||||||
3,794 | Sally Beauty Holdings, Inc. (a)(b) |
76,829 | ||||||
1,925 | Select Comfort Corp. (b) |
68,318 | ||||||
2,300 | Shoe Carnival, Inc. |
48,024 | ||||||
580 | Signet Jewelers Ltd. |
36,679 | ||||||
1,189 | Sonic Automotive, Inc. - Class A (a) |
23,126 | ||||||
8,771 | Sportsman’s Warehouse Holdings, Inc. (a)(b) |
47,363 | ||||||
13,415 | Staples, Inc. |
135,089 | ||||||
2,460 | Systemax, Inc. |
46,248 | ||||||
4,743 | Tailored Brands, Inc. (a) |
52,932 | ||||||
2,515 | The Buckle, Inc. (a) |
44,767 | ||||||
1,241 | The Cato Corp. - Class A |
21,829 | ||||||
694 | The Children’s Place, Inc. |
70,857 | ||||||
9,664 | The Container Store Group, Inc. (b) |
57,211 | ||||||
3,963 | The Finish Line, Inc. - Class A |
56,156 | ||||||
2,846 | The Michaels Cos., Inc. (a)(b) |
52,708 | ||||||
2,428 | Tile Shop Holdings, Inc. |
50,138 | ||||||
7,161 | Tilly’s, Inc. - Class A |
72,684 | ||||||
3,525 | Urban Outfitters, Inc. (a)(b) |
65,354 | ||||||
3,542 | Vitamin Shoppe, Inc. (b) |
41,264 | ||||||
3,650 | West Marine, Inc. |
46,903 | ||||||
1,770 | Williams Sonoma, Inc. (a) |
85,845 | ||||||
463 | Winmark Corp. |
59,704 | ||||||
3,723 | Zumiez, Inc. (b) |
45,979 | ||||||
|
|
|||||||
3,642,812 | ||||||||
|
|
Technology Hardware, Storage & Peripherals - 0.62% |
||||||||
2,305 | 3D Systems Corp. (a)(b) |
43,103 | ||||||
7,790 | Avid Technology, Inc. (b) |
40,975 | ||||||
608 | Electronics for Imaging, Inc. (a)(b) |
28,807 | ||||||
1,457 | Intevac, Inc. (b) |
16,173 | ||||||
2,310 | NCR Corp. (a)(b) |
94,340 | ||||||
2,792 | Pure Storage, Inc. - Class A (b) |
35,766 | ||||||
6,965 | Quantum Corp. (b) |
54,397 | ||||||
1,780 | Synaptics, Inc. (a)(b) |
92,044 | ||||||
4,548 | Teradata Corp. (a)(b) |
134,121 | ||||||
|
|
|||||||
539,726 | ||||||||
|
|
|||||||
Textiles, Apparel & Luxury Goods - 1.51% |
||||||||
915 | Carter’s, Inc. (a) |
81,389 | ||||||
935 | Columbia Sportswear Co. |
54,286 | ||||||
7,958 | Crocs, Inc. (b) |
61,356 | ||||||
558 | Culp, Inc. |
18,135 | ||||||
1,119 | Deckers Outdoor Corp. (b) |
76,383 | ||||||
4,522 | Fossil Group, Inc. (a)(b) |
46,803 | ||||||
1,914 | G-III Apparel Group, Ltd. (a)(b) |
47,754 | ||||||
3,491 | Kate Spade & Co. (b) |
64,549 | ||||||
2,431 | lululemon athletica, Inc. (b) |
145,058 | ||||||
2,192 | Michael Kors Holdings Ltd. (b) |
79,460 | ||||||
2,013 | Movado Group, Inc. (a) |
50,828 | ||||||
980 | Oxford Industries, Inc. |
61,240 | ||||||
2,256 | Perry Ellis International, Inc. (a)(b) |
43,902 | ||||||
959 | Ralph Lauren Corp. |
70,774 | ||||||
3,683 | Skechers U.S.A., Inc. - Class A (a)(b) |
108,649 | ||||||
1,542 | Steven Madden, Ltd. (a)(b) |
61,603 | ||||||
1,066 | Superior Uniform Group, Inc. |
23,825 | ||||||
249 | UniFirst Corp. |
35,034 | ||||||
7,991 | Vera Bradley, Inc. (b) |
78,152 | ||||||
1,016 | Weyco Group, Inc. |
28,326 | ||||||
2,839 | Wolverine World Wide, Inc. |
79,520 | ||||||
|
|
|||||||
1,317,026 | ||||||||
|
|
|||||||
Thrifts & Mortgage Finance - 1.43% |
||||||||
1,932 | Bank Mutual Corp. |
17,678 | ||||||
1,016 | Berkshire Hills Bancorp, Inc. |
35,712 | ||||||
3,256 | BofI Holding, Inc. (a)(b) |
77,232 | ||||||
1,258 | Brookline Bancorp, Inc. |
18,367 | ||||||
778 | BSB Bancorp, Inc. (b) |
22,756 | ||||||
1,168 | Charter Financial Corp. |
21,024 | ||||||
747 | Entegra Financial Corp. (b) |
16,994 | ||||||
855 | Federal Agricultural Mortgage Corp. - Class C |
55,318 | ||||||
534 | First Defiance Financial Corp. |
28,131 | ||||||
843 | Flagstar Bancorp, Inc. (a)(b) |
25,981 | ||||||
1,450 | Flushing Financial Corp. (a) |
40,876 | ||||||
271 | Hingham Institution for Savings |
49,303 | ||||||
503 | Home Bancorp, Inc. |
21,388 | ||||||
953 | HomeStreet, Inc. (a)(b) |
26,374 | ||||||
239 | LendingTree, Inc. (a)(b) |
41,156 | ||||||
728 | Malvern Bancorp, Inc. (b) |
17,436 | ||||||
1,934 | Meridian Bancorp, Inc. (a) |
32,685 | ||||||
272 | Meta Financial Group, Inc. |
24,208 | ||||||
1,828 | New York Community Bancorp, Inc. |
24,002 | ||||||
4,275 | NMI Holdings, Inc. - Class A (b) |
48,949 |
1,513 | Northwest Bancshares, Inc. |
23,618 | ||||||
937 | OceanFirst Financial Corp. |
25,411 | ||||||
6,244 | Ocwen Financial Corp. (b) |
16,796 | ||||||
1,900 | PennyMac Financial Services, Inc. - Class A (b) |
31,730 | ||||||
4,484 | People’s United Financial, Inc. |
79,187 | ||||||
1,138 | Provident Financial Services, Inc. |
28,882 | ||||||
4,463 | Radian Group, Inc. |
72,970 | ||||||
1,602 | SI Financial Group, Inc. |
25,792 | ||||||
872 | Southern Missouri Bancorp, Inc. |
28,131 | ||||||
736 | Timberland Bancorp, Inc. |
18,599 | ||||||
4,174 | TrustCo Bank Corp. |
32,349 | ||||||
2,149 | United Financial Bancorp, Inc. (a) |
35,867 | ||||||
1,601 | Walker & Dunlop, Inc. (a)(b) |
78,177 | ||||||
1,653 | Washington Federal, Inc. (a) |
54,880 | ||||||
1,242 | Waterstone Financial, Inc. |
23,412 | ||||||
2,203 | Western New England Bancorp, Inc. |
22,360 | ||||||
|
|
|||||||
1,243,731 | ||||||||
|
|
|||||||
Tobacco - 0.10% |
||||||||
722 | Universal Corp. (a) |
46,713 | ||||||
2,069 | Vector Group, Ltd. |
44,111 | ||||||
|
|
|||||||
90,824 | ||||||||
|
|
|||||||
Trading Companies & Distributors - 1.68% |
||||||||
642 | Air Lease Corp. (a) |
23,985 | ||||||
1,445 | Applied Industrial Technologies, Inc. |
85,327 | ||||||
1,439 | Beacon Roofing Supply, Inc. (a)(b) |
70,511 | ||||||
2,727 | BMC Stock Holdings, Inc. (a)(b) |
59,585 | ||||||
1,771 | DXP Enterprises, Inc. (b) |
61,100 | ||||||
563 | EnviroStar, Inc. |
15,229 | ||||||
401 | GATX Corp. (a) |
25,772 | ||||||
1,067 | GMS, Inc. (b) |
29,983 | ||||||
1,318 | H&E Equipment Services, Inc. |
26,900 | ||||||
4,253 | HD Supply Holdings, Inc. (b) |
130,269 | ||||||
3,828 | Huttig Building Products, Inc. (b) |
26,834 | ||||||
2,442 | Lawson Products, Inc. (b) |
54,090 | ||||||
1,413 | MRC Global, Inc. (a)(b) |
23,343 | ||||||
1,072 | MSC Industrial Direct Co., Inc. - Class A |
92,149 | ||||||
2,918 | Neff Corp. - Class A (b) |
55,442 | ||||||
2,038 | NOW, Inc. (a)(b) |
32,771 | ||||||
1,696 | Rush Enterprises, Inc. - Class A (b) |
63,057 | ||||||
1,390 | Rush Enterprises, Inc. - Class B (b) |
50,610 | ||||||
1,150 | SiteOne Landscape Supply, Inc. (a)(b) |
59,869 | ||||||
2,423 | Titan Machinery, Inc. (a)(b) |
43,566 | ||||||
614 | Triton International Ltd. |
20,532 | ||||||
1,250 | United Rentals, Inc. (a)(b) |
140,888 | ||||||
1,457 | Univar, Inc. (b) |
42,545 | ||||||
1,039 | Veritiv Corp. (b) |
46,755 | ||||||
827 | Watsco, Inc. - Class A (a) |
127,524 | ||||||
874 | WESCO International, Inc. (b) |
50,080 | ||||||
|
|
|||||||
1,458,716 | ||||||||
|
|
|||||||
Transportation Infrastructure - 0.07% |
||||||||
734 | Macquarie Infrastructure Corp. |
57,546 | ||||||
|
|
|||||||
Water Utilities - 0.09% |
||||||||
1,290 | Cadiz, Inc. (b) |
17,415 | ||||||
3,544 | Consolidated Water Co., Ltd. - Ordinary Shares |
43,946 | ||||||
357 | SJW Group |
17,557 | ||||||
|
|
|||||||
78,918 | ||||||||
|
|
Wireless Telecommunication Services - 0.09% |
||||||||
1,330 | Boingo Wireless, Inc. (b) |
19,897 | ||||||
1,121 | Spok Holdings, Inc. |
19,841 | ||||||
1,361 | Telephone & Data Systems, Inc. (a) |
37,768 | ||||||
|
|
|||||||
77,506 | ||||||||
|
|
|||||||
Total Common Stocks (Cost $61,469,555) |
77,788,123 | |||||||
|
|
|||||||
INVESTMENT COMPANIES - 2.95% |
||||||||
Exchange Traded Funds - 2.95% |
||||||||
25,091 | Vanguard Extended Market ETF (a) |
2,566,558 | ||||||
|
|
|||||||
Total Investment Companies (Cost $2,259,614) |
2,566,558 | |||||||
|
|
|||||||
REAL ESTATE INVESTMENT TRUSTS - 6.83% |
||||||||
Real Estate Investment Trusts - 6.83% |
||||||||
2,633 | AG Mortgage Investment Trust, Inc. |
48,184 | ||||||
6,864 | AGNC Investment Corp. (a) |
146,135 | ||||||
787 | Alexandria Real Estate Equities, Inc. |
94,810 | ||||||
1,319 | Altisource Residential Corp. |
17,068 | ||||||
594 | American Campus Communities, Inc. (a) |
28,096 | ||||||
4,513 | American Homes 4 Rent - Class A (a) |
101,858 | ||||||
4,405 | Anworth Mortgage Asset Corp. |
26,474 | ||||||
947 | Apartment Investment & Management Co. - Class A (a) |
40,693 | ||||||
2,521 | Apollo Commercial Real Estate Finance, Inc. |
46,765 | ||||||
1,267 | Apple Hospitality REIT, Inc. |
23,706 | ||||||
1,864 | Ares Commercial Real Estate Corp. |
24,400 | ||||||
2,759 | Armada Hoffler Properties, Inc. |
35,729 | ||||||
1,640 | ARMOUR Residential REIT, Inc. |
41,000 | ||||||
5,271 | Ashford Hospitality Prime, Inc. |
54,239 | ||||||
8,510 | Ashford Hospitality Trust, Inc. |
51,741 | ||||||
2,475 | Brandywine Realty Trust |
43,387 | ||||||
1,129 | Camden Property Trust |
96,541 | ||||||
2,795 | Capstead Mortgage Corp. |
29,152 | ||||||
995 | Care Capital Properties, Inc. |
26,566 | ||||||
1,500 | CareTrust REIT, Inc. (a) |
27,810 | ||||||
8,309 | CBL & Associates Properties, Inc. (a) |
70,045 | ||||||
6,946 | Cedar Shopping Centers, Inc. |
33,688 | ||||||
2,254 | Chatham Lodging Trust (a) |
45,283 | ||||||
1,839 | Cherry Hill Mortgage Investment Corp. |
33,966 | ||||||
2,362 | Chesapeake Lodging Trust (a) |
57,798 | ||||||
7,441 | Chimera Investment Corp. |
138,626 | ||||||
7,662 | Colony NorthStar, Inc. - Class A (a) |
107,958 | ||||||
1,241 | Colony Starwood Homes (a) |
42,579 | ||||||
1,103 | Columbia Property Trust, Inc. (a) |
24,685 | ||||||
1,085 | CoreCivic, Inc. |
29,924 | ||||||
612 | CorEnergy Infrastructure Trust, Inc. |
20,557 | ||||||
303 | CoreSite Realty Corp. |
31,370 | ||||||
1,170 | Corporate Office Properties Trust |
40,985 | ||||||
2,043 | Cousins Properties, Inc. (a) |
17,958 | ||||||
523 | CyrusOne, Inc. (a) |
29,157 | ||||||
2,104 | CYS Investments, Inc. (a) |
17,695 | ||||||
821 | DCT Industrial Trust, Inc. (a) |
43,874 | ||||||
4,795 | DDR Corp. |
43,491 | ||||||
6,578 | DiamondRock Hospitality Co. (a) |
72,029 | ||||||
1,248 | Douglas Emmett, Inc. |
47,686 |
3,105 | Duke Realty Corp. |
86,785 | ||||||
709 | DuPont Fabros Technology, Inc. |
43,362 | ||||||
5,766 | Dynex Capital, Inc. |
40,939 | ||||||
424 | EastGroup Properties, Inc. |
35,531 | ||||||
2,098 | Empire State Realty Trust, Inc. - Class A (a) |
43,575 | ||||||
2,015 | Equity Commonwealth (b) |
63,674 | ||||||
677 | Equity LifeStyle Properties, Inc. |
58,452 | ||||||
4,423 | FelCor Lodging Trust, Inc. |
31,890 | ||||||
850 | First Industrial Realty Trust, Inc. |
24,327 | ||||||
4,489 | First Potomac Realty Trust |
49,873 | ||||||
3,196 | Forest City Realty Trust, Inc. - Class A |
77,247 | ||||||
731 | Four Corners Property Trust, Inc. |
18,355 | ||||||
1,896 | Gaming and Leisure Properties, Inc. (a) |
71,422 | ||||||
1,511 | Getty Realty Corp. |
37,926 | ||||||
1,194 | Gladstone Commercial Corp. (a) |
26,017 | ||||||
604 | Gramercy Property Trust (a) |
17,945 | ||||||
1,875 | Great Ajax Corp. |
26,213 | ||||||
3,622 | Hersha Hospitality Trust |
67,043 | ||||||
490 | Highwoods Properties, Inc. |
24,848 | ||||||
3,459 | Hospitality Properties Trust (a) |
100,830 | ||||||
1,012 | Hudson Pacific Properties, Inc. |
34,600 | ||||||
1,899 | Independence Realty Trust, Inc. |
18,743 | ||||||
2,569 | InfraREIT, Inc. |
49,196 | ||||||
5,472 | Invesco Mortgage Capital, Inc. |
91,437 | ||||||
547 | Iron Mountain, Inc. |
18,795 | ||||||
2,046 | iStar Financial, Inc. (b) |
24,634 | ||||||
765 | Jernigan Capital, Inc. |
16,830 | ||||||
747 | Kilroy Realty Corp. (a) |
56,137 | ||||||
1,928 | Kite Realty Group Trust (a) |
36,497 | ||||||
1,573 | Ladder Capital Corp. |
21,094 | ||||||
715 | Lamar Advertising Co. - Class A |
52,603 | ||||||
2,910 | LaSalle Hotel Properties (a) |
86,718 | ||||||
1,841 | Lexington Realty Trust |
18,244 | ||||||
1,045 | Liberty Property Trust (a) |
42,542 | ||||||
1,939 | Mack-Cali Realty Corp. |
52,624 | ||||||
1,326 | Medical Properties Trust, Inc. |
17,066 | ||||||
8,696 | MFA Financial, Inc. |
72,959 | ||||||
1,198 | Monmouth Real Estate Investment Corp. - Class A |
18,030 | ||||||
2,519 | Monogram Residential Trust, Inc. |
24,459 | ||||||
1,597 | MTGE Investment Corp. |
30,024 | ||||||
465 | National Retail Properties, Inc. |
18,182 | ||||||
2,426 | National Storage Affiliates Trust (a) |
56,065 | ||||||
8,544 | New Residential Investment Corp. |
132,945 | ||||||
1,944 | New Senior Investment Group, Inc. (a) |
19,537 | ||||||
7,002 | New York Mortgage Trust, Inc. (a) |
43,552 | ||||||
883 | NexPoint Residential Trust, Inc. |
21,978 | ||||||
2,025 | Omega Healthcare Investors, Inc. (a) |
66,866 | ||||||
2,074 | Orchid Island Capital, Inc. |
20,450 | ||||||
904 | Outfront Media, Inc. (a) |
20,900 | ||||||
1,081 | Owens Realty Mortgage, Inc. |
18,334 | ||||||
1,413 | Paramount Group, Inc. (a) |
22,608 | ||||||
1,083 | Park Hotels & Resorts, Inc. |
29,198 | ||||||
2,188 | Pebblebrook Hotel Trust (a) |
70,541 | ||||||
5,151 | Pennsylvania Real Estate Investment Trust |
58,309 | ||||||
5,165 | PennyMac Mortgage Investment Trust |
94,468 |
3,363 | Piedmont Office Realty Trust, Inc. - Class A |
70,892 | ||||||
522 | Potlatch Corp. |
23,855 | ||||||
1,154 | Preferred Apartment Communities, Inc. - Class A |
18,176 | ||||||
214 | PS Business Parks, Inc. |
28,331 | ||||||
336 | QTS Realty Trust, Inc. - Class A (a) |
17,583 | ||||||
2,199 | Quality Care Properties, Inc. (b) |
40,264 | ||||||
23,526 | RAIT Financial Trust |
51,522 | ||||||
3,196 | Ramco-Gershenson Properties Trust |
41,228 | ||||||
3,485 | Redwood Trust, Inc. |
59,384 | ||||||
288 | Regency Centers Corp. (a) |
18,040 | ||||||
4,152 | Retail Properties of America, Inc. - Class A |
50,696 | ||||||
890 | Rexford Industrial Realty, Inc. |
24,422 | ||||||
2,931 | RLJ Lodging Trust |
58,239 | ||||||
1,053 | Ryman Hospitality Properties, Inc. (a) |
67,403 | ||||||
2,372 | Sabra Health Care REIT, Inc. (a) |
57,165 | ||||||
1,095 | Select Income REIT |
26,313 | ||||||
2,344 | Senior Housing Properties Trust |
47,911 | ||||||
737 | Seritage Growth Properties (a) |
30,917 | ||||||
2,419 | Spirit Realty Capital, Inc. |
17,925 | ||||||
970 | STAG Industrial, Inc. |
26,772 | ||||||
6,400 | Starwood Property Trust, Inc. (a) |
143,296 | ||||||
1,336 | STORE Capital Corp. |
29,993 | ||||||
2,786 | Summit Hotel Properties, Inc. |
51,959 | ||||||
912 | Sun Communities, Inc. |
79,973 | ||||||
6,101 | Sunstone Hotel Investors, Inc. (a) |
98,348 | ||||||
829 | Terreno Realty Corp. |
27,904 | ||||||
1,264 | The Geo Group, Inc. |
37,376 | ||||||
1,531 | Tier REIT, Inc. |
28,293 | ||||||
748 | Transcontinental Realty Investors, Inc. (b) |
20,114 | ||||||
10,654 | Two Harbors Investment Corp. (a) |
105,581 | ||||||
1,282 | UMH Properties, Inc. (a) |
21,858 | ||||||
243 | Universal Health Realty Income Trust |
19,328 | ||||||
5,112 | Washington Prime Group, Inc. |
42,787 | ||||||
274 | WP Carey, Inc. |
18,087 | ||||||
3,505 | Xenia Hotels & Resorts, Inc. |
67,892 | ||||||
|
|
|||||||
Total Real Estate Investment Trusts (Cost $5,256,286) |
5,946,954 | |||||||
|
|
|||||||
RIGHTS - 0.00% |
||||||||
Biotechnology - 0.00% |
||||||||
1,600 | Dyax Corp. (c)(d) |
0 | ||||||
|
|
|||||||
Total Rights (Cost $0) |
0 | |||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 0.36% |
||||||||
Money Market Funds - 0.36% |
||||||||
311,837 | Deutsche Government Money Market Series - Institutional Shares |
311,837 | ||||||
|
|
|||||||
Total Short Term Investments (Cost $311,837) |
311,837 | |||||||
|
|
|||||||
INVESTMENTS PURCHASED AS SECURITIES LENDING COLLATERAL - 27.86% |
||||||||
24,260,341 | Mount Vernon Liquid Assets Portfolio, LLC |
24,260,341 | ||||||
|
|
|||||||
Total Investments Purchased as Securities Lending Collateral (Cost $24,260,341) |
24,260,341 | |||||||
|
|
|||||||
Total Investments (Cost $93,557,633) - 127.33% |
110,873,813 | |||||||
Liabilities in Excess of Other Assets - (27.33)% |
(23,797,705 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.00% |
$ | 87,076,108 | ||||||
|
|
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) | These securities have been deemed illiquid according to the Fund’s liquidity guidelines. The value of these securities is $51,348, which represents 0.06% of total net assets. |
(d) | As of June 30, 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 June 30, 2017. |
The cost basis of investments for federal income tax purposes at June 30, 2017 was as follows*: | ||||
Cost of investments |
$ | 93,557,633 | ||
|
|
|||
Gross unrealized appreciation |
20,437,204 | |||
Gross unrealized depreciation |
(3,121,024 | ) | ||
|
|
|||
Net unrealized appreciation |
$ | 17,316,180 | ||
|
|
* | Because tax adjustments are calculated annually at the end of the Fund’s fiscal year, the above table does not reflect tax adjustments for the current fiscal year. For the previous fiscal year’s federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent annual report. |
GuideMark® World ex-US Fund
Schedule of Investments
June 30, 2017 (Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS - 94.99% |
||||||||
Australia - 5.49% |
||||||||
10,137 | AGL Energy, Ltd. |
$ | 198,649 | |||||
21,624 | Aristocrat Leisure, Ltd. |
374,893 | ||||||
825 | ASX, Ltd. |
33,991 | ||||||
16,100 | Aurizon Holdings, Ltd. |
66,314 | ||||||
21,186 | Australia & New Zealand Banking Group, Ltd. |
467,610 | ||||||
28,330 | Bendigo & Adelaide Bank, Ltd. |
241,161 | ||||||
14,211 | BHP Billiton Ltd. |
253,295 | ||||||
35,783 | BlueScope Steel Ltd |
362,268 | ||||||
25,744 | Challenger, Ltd./Australia |
264,017 | ||||||
3,304 | CIMIC Group, Ltd. |
98,584 | ||||||
4,747 | Cochlear, Ltd. |
566,968 | ||||||
14,244 | Commonwealth Bank of Australia |
906,148 | ||||||
3,547 | Computershare Ltd. |
38,548 | ||||||
3,200 | CSL, Ltd. |
339,614 | ||||||
17,168 | Flight Centre Travel Group, Ltd. |
505,341 | ||||||
118,506 | Fortescue Metals Group, Ltd. |
474,390 | ||||||
11,382 | Harvey Norman Holdings Ltd. |
33,423 | ||||||
3,120 | Macquarie Group, Ltd. |
212,172 | ||||||
79,341 | Medibank Private, Ltd. |
170,831 | ||||||
10,434 | National Australia Bank Ltd. |
237,357 | ||||||
3,794 | Newcrest Mining, Ltd. |
58,882 | ||||||
5,250 | Orica Ltd. |
83,427 | ||||||
74,801 | Qantas Airways, Ltd. |
328,790 | ||||||
694 | REA Group Ltd. |
35,408 | ||||||
2,457 | Rio Tinto Ltd. |
119,407 | ||||||
189,611 | South32, Ltd. |
390,504 | ||||||
15,491 | Suncorp Group, Ltd. |
176,442 | ||||||
31,292 | Telstra Corp., Ltd. |
103,393 | ||||||
11,579 | Wesfarmers Ltd. |
357,038 | ||||||
18,270 | Westpac Banking Corp. |
427,772 | ||||||
30,456 | Woolworths, Ltd. |
597,820 | ||||||
|
|
|||||||
8,524,457 | ||||||||
|
|
|||||||
Austria - 0.60% |
||||||||
3,063 | ANDRITZ AG |
184,800 | ||||||
4,072 | Erste Group Bank AG |
155,977 | ||||||
3,035 | OMV AG |
157,646 | ||||||
14,929 | Raiffeisen Bank International AG (a) |
376,833 | ||||||
1,288 | voestalpine AG |
60,034 | ||||||
|
|
|||||||
935,290 | ||||||||
|
|
|||||||
Belgium - 0.14% |
||||||||
991 | Ageas SA |
39,909 | ||||||
905 | KBC Group NV |
68,616 | ||||||
605 | Solvay SA |
81,198 | ||||||
481 | Umicore SA |
33,459 | ||||||
|
|
|||||||
223,182 | ||||||||
|
|
|||||||
Canada - 7.68% |
||||||||
5,843 | Alimentation Couche-Tard, Inc. - Series B |
280,075 | ||||||
4,607 | Bank of Montreal |
338,278 | ||||||
2,994 | Barrick Gold Corp. |
47,630 | ||||||
726 | BCE, Inc. |
32,695 | ||||||
7,495 | CAE, Inc. |
129,232 | ||||||
12,532 | Cameco Corp. |
114,129 | ||||||
4,058 | Canadian Imperial Bank of Commerce |
329,791 | ||||||
3,694 | Canadian National Railway Co. |
299,724 | ||||||
1,000 | CCL Industries, Inc. - Class B |
50,594 | ||||||
666 | CGI Group, Inc. - Class A (a) |
34,029 | ||||||
18,932 | CI Financial Corp. |
403,517 | ||||||
1,702 | Constellation Software, Inc. |
890,387 | ||||||
6,182 | Dollarama, Inc. |
590,694 | ||||||
31,235 | Empire Co., Ltd. - Series A |
532,787 | ||||||
819 | Enbridge, Inc. |
32,626 | ||||||
1,688 | Finning International, Inc. |
33,088 | ||||||
3,786 | George Weston, Ltd. |
342,719 | ||||||
2,900 | Great-West Lifeco, Inc. |
78,605 | ||||||
5,742 | Husky Energy, Inc. (a) |
65,177 | ||||||
1,103 | IGM Financial, Inc. |
34,209 | ||||||
1,579 | Imperial Oil Ltd. |
46,026 |
8,022 | Industrial Alliance Insurance & Financial Services, Inc. |
348,024 | ||||||
25,835 | Kinross Gold Corp. (a) |
104,990 | ||||||
3,744 | Linamar Corp. |
184,544 | ||||||
3,914 | Loblaw Cos., Ltd. |
217,733 | ||||||
2,942 | Magna International, Inc. |
136,278 | ||||||
10,206 | Manulife Financial Corp. |
191,323 | ||||||
4,332 | Metro, Inc. |
142,574 | ||||||
3,300 | National Bank of Canada |
138,764 | ||||||
8,827 | Onex Corp. |
706,609 | ||||||
15,610 | Power Corp. of Canada |
356,064 | ||||||
10,727 | Power Financial Corp. |
275,206 | ||||||
1,452 | Restaurant Brands International, Inc. |
90,851 | ||||||
1,229 | Rogers Communications, Inc. - Class B |
58,048 | ||||||
15,074 | Royal Bank of Canada |
1,094,516 | ||||||
5,738 | Saputo, Inc. |
182,520 | ||||||
4,294 | Shaw Communications, Inc. |
93,675 | ||||||
2,683 | Shopify, Inc. (a) |
232,962 | ||||||
4,114 | Sun Life Financial, Inc. |
147,074 | ||||||
1,935 | Suncor Energy, Inc. |
56,537 | ||||||
18,107 | Teck Resources. Ltd. - Class B (a) |
313,884 | ||||||
9,576 | The Bank of Nova Scotia |
576,052 | ||||||
2,679 | The Jean Coutu Group PJC, Inc. - Class A |
41,110 | ||||||
16,434 | The Toronto-Dominion Bank |
828,163 | ||||||
653 | TransCanada Corp. |
31,129 | ||||||
24,040 | Valeant Pharmaceuticals International, Inc. (a) |
417,845 | ||||||
18,109 | Veresen, Inc. |
256,107 | ||||||
|
|
|||||||
11,928,594 | ||||||||
|
|
|||||||
Cayman Islands - 0.32% |
||||||||
13,000 | Cheung Kong Property Holdings, Ltd. |
101,729 | ||||||
394,513 | WH Group, Ltd. |
398,368 | ||||||
|
|
|||||||
500,097 | ||||||||
|
|
|||||||
Denmark - 1.46% |
||||||||
4,074 | Carlsberg AS - Series B |
435,370 | ||||||
2,577 | Coloplast AS - Series B |
215,399 | ||||||
3,714 | Danske Bank AS |
142,889 | ||||||
1,401 | H. Lundbeck AS |
78,648 | ||||||
16,831 | Novo Nordisk AS - Series B |
723,182 | ||||||
2,300 | Pandora AS |
214,647 | ||||||
29,800 | TDC AS |
173,299 | ||||||
2,630 | Vestas Wind Systems AS |
242,926 | ||||||
1,318 | William Demant Holding A/S (a) |
34,102 | ||||||
|
|
|||||||
2,260,462 | ||||||||
|
|
|||||||
Finland - 1.05% |
||||||||
2,020 | Metso OYJ |
70,090 | ||||||
3,756 | Neste OYJ |
148,216 | ||||||
9,633 | Orion OYJ - Class B |
615,365 | ||||||
889 | Sampo OYJ - Series A |
45,611 | ||||||
7,996 | Stora Enso OYJ |
103,325 | ||||||
19,792 | UPM-Kymmene OYJ |
564,364 | ||||||
1,455 | Wartsila OYJ Abp |
86,045 | ||||||
|
|
|||||||
1,633,016 | ||||||||
|
|
|||||||
France - 10.47% |
||||||||
4,556 | Arkema SA |
486,544 | ||||||
7,794 | Atos SE |
1,093,583 | ||||||
17,597 | AXA SA |
481,866 | ||||||
14,972 | BNP Paribas SA |
1,077,877 | ||||||
3,642 | Capgemini SE |
376,229 | ||||||
5,482 | Carrefour SA |
138,596 | ||||||
2,861 | Christian Dior SE (a) |
818,068 | ||||||
4,120 | Cie de Saint-Gobain |
220,029 | ||||||
1,656 | Cie Generale des Etablissements Michelin |
220,404 | ||||||
21,621 | CNP Assurances |
485,311 | ||||||
39,710 | Credit Agricole SA |
639,664 | ||||||
3,186 | Danone SA |
239,134 | ||||||
1,792 | Dassault Systemes SE |
160,726 | ||||||
4,767 | Eiffage SA |
433,040 | ||||||
1,240 | Essilor International SA |
157,744 | ||||||
802 | Eurazeo SA |
60,187 | ||||||
1,678 | Hermes International |
828,893 | ||||||
2,215 | Imerys SA |
192,803 | ||||||
717 | Ingenico Group SA |
65,023 | ||||||
3,381 | Ipsen SA |
462,650 | ||||||
579 | Kering SA |
197,157 | ||||||
3,604 | Legrand SA |
251,853 |
2,892 | L’Oreal SA |
603,025 | ||||||
3,516 | LVMH Moet Hennessy Louis Vuitton SE |
879,197 | ||||||
20,260 | Natixis SA |
136,000 | ||||||
349 | Pernod Ricard SA |
46,734 | ||||||
37,711 | Peugeot SA |
751,569 | ||||||
1,495 | Publicis Groupe SA (b) |
111,427 | ||||||
417 | Remy Cointreau SA |
48,607 | ||||||
18,348 | Rexel SA |
299,849 | ||||||
2,145 | Safran SA |
196,710 | ||||||
10,190 | Sanofi-Aventis SA |
976,408 | ||||||
4,510 | Schneider Electric SE |
346,592 | ||||||
5,844 | SCOR SE |
232,170 | ||||||
1,576 | SEB SA |
282,875 | ||||||
1,193 | Societe BIC SA |
141,659 | ||||||
14,592 | Societe Generale SA |
786,885 | ||||||
458 | Sodexo SA |
59,193 | ||||||
1,780 | Suez Environnement Co. SA |
32,959 | ||||||
1,051 | Thales SA |
113,113 | ||||||
12,021 | Total SA |
596,808 | ||||||
1,575 | Valeo SA |
105,965 | ||||||
1,495 | Veolia Environnement SA |
31,629 | ||||||
3,706 | Vinci SA |
316,128 | ||||||
560 | Wendel SA |
82,830 | ||||||
|
|
|||||||
16,265,713 | ||||||||
|
|
|||||||
Germany - 7.21% |
||||||||
4,803 | adidas AG |
920,971 | ||||||
4,048 | Allianz SE |
798,843 | ||||||
6,008 | BASF SE |
557,598 | ||||||
10,224 | Bayer AG |
1,325,137 | ||||||
3,187 | Beiersdorf AG |
335,214 | ||||||
1,322 | Brenntag AG |
76,668 | ||||||
275 | Continental AG |
59,491 | ||||||
4,234 | Covestro AG |
306,940 | ||||||
829 | Daimler AG |
60,126 | ||||||
2,719 | Deutsche Boerse AG |
287,209 | ||||||
33,204 | Deutsche Lufthansa AG |
756,706 | ||||||
20,335 | Deutsche Post AG |
763,342 | ||||||
14,428 | Deutsche Telekom AG |
260,065 | ||||||
706 | Fresenius Medical Care AG & Co. KGaA |
68,127 | ||||||
2,226 | Fresenius SE & Co. KGaA |
191,109 | ||||||
275 | Hannover Rueck SE |
33,031 | ||||||
1,726 | HeidelbergCement AG |
167,317 | ||||||
260 | Henkel AG & Co. KGaA |
31,495 | ||||||
1,907 | HOCHTIEF AG |
350,086 | ||||||
7,089 | HUGO BOSS AG |
496,957 | ||||||
11,029 | Infineon Technologies AG |
234,263 | ||||||
3,056 | LANXESS AG |
231,768 | ||||||
1,882 | Merck KGaA |
227,720 | ||||||
2,355 | Metro AG |
79,557 | ||||||
2,306 | Muenchener Rueckversicherungs-Gesellschaft AG |
466,627 | ||||||
426 | OSRAM Licht AG |
34,004 | ||||||
1,098 | ProSiebenSat.1 Media AG |
46,061 | ||||||
7,601 | SAP SE |
795,609 | ||||||
5,290 | Siemens AG |
727,662 | ||||||
1,253 | United Internet AG |
68,958 | ||||||
9,623 | Zalando SE (a) |
440,032 | ||||||
|
|
|||||||
11,198,693 | ||||||||
|
|
|||||||
Hong Kong - 2.54% |
||||||||
61,519 | AIA Group, Ltd. |
450,095 | ||||||
6,800 | ASM Pacific Technology, Ltd. |
91,750 | ||||||
64,200 | BOC Hong Kong Holdings, Ltd. |
307,243 | ||||||
8,565 | Galaxy Entertainment Group Ltd. |
51,984 | ||||||
18,251 | Hang Lung Group Ltd. |
75,515 | ||||||
6,202 | Hang Seng Bank, Ltd. |
129,747 | ||||||
45,717 | HK Electric Investments & HK Electric Investments Ltd. |
42,033 | ||||||
24,936 | HKT Trust and HKT, Ltd. |
32,705 | ||||||
9,883 | Hong Kong Exchange & Clearing, Ltd. |
255,321 | ||||||
1,440 | Jardine Strategic Holdings Ltd. |
60,030 | ||||||
11,489 | Kerry Properties Ltd. |
39,010 | ||||||
24,575 | MTR Corp. Ltd. |
138,292 | ||||||
163,180 | New World Development Co., Ltd. |
206,846 | ||||||
29,482 | NWS Holdings, Ltd. |
57,982 | ||||||
174,388 | PCCW, Ltd. |
99,107 | ||||||
750,045 | SJM Holdings, Ltd. |
790,301 |
5,000 | Sun Hung Kai Properties, Ltd. |
73,451 | ||||||
38,960 | Techtronic Industries Co., Ltd. |
179,021 | ||||||
24,566 | The Wharf Holdings, Ltd. |
203,276 | ||||||
88,243 | Wheelock & Co., Ltd. |
665,582 | ||||||
|
|
|||||||
3,949,291 | ||||||||
|
|
|||||||
Ireland - 0.39% |
||||||||
521,786 | Bank of Ireland (a) |
137,074 | ||||||
8,299 | CRH Plc |
294,145 | ||||||
3,831 | James Hardie Industries Plc |
60,376 | ||||||
1,316 | Kerry Group Plc - Series A |
113,336 | ||||||
|
|
|||||||
604,931 | ||||||||
|
|
|||||||
Israel - 1.01% |
||||||||
38,253 | Bank Hapoalim BM |
257,947 | ||||||
48,098 | Bank Leumi Le-Israel BM |
233,685 | ||||||
126,258 | Bezeq the Israel Telecommunication Corp., Ltd. |
209,436 | ||||||
316 | Elbit Systems Ltd. |
38,980 | ||||||
5,523 | Mizrahi Tefahot Bank, Ltd. |
100,420 | ||||||
430 | Nice, Ltd. |
33,878 | ||||||
701 | Taro Pharmaceutical Industries Ltd. (a)(b) |
78,554 | ||||||
18,352 | Teva Pharmaceutical Industries, Ltd. - ADR (b) |
609,653 | ||||||
|
|
|||||||
1,562,553 | ||||||||
|
|
|||||||
Italy - 2.28% |
||||||||
9,747 | Assicurazioni Generali SpA |
160,886 | ||||||
6,171 | Enel SpA |
33,098 | ||||||
4,988 | EXOR NV |
270,664 | ||||||
3,081 | Ferrari NV |
265,124 | ||||||
35,598 | Intesa Sanpaolo SpA |
113,231 | ||||||
25,855 | Leonardo SpA |
430,481 | ||||||
6,099 | Luxottica Group SpA |
355,011 | ||||||
9,381 | Poste Italiane SpA |
64,326 | ||||||
13,380 | Prysmian SpA |
394,624 | ||||||
2,638 | Recordati SpA |
106,977 | ||||||
104,903 | Saipem SpA (a) |
388,477 | ||||||
431,567 | Telecom Italia SpA (a) |
399,275 | ||||||
498,456 | Telecom Italia SpA - Savings Share |
368,870 | ||||||
83,840 | UnipolSai Assicurazioni SpA |
183,933 | ||||||
|
|
|||||||
3,534,977 | ||||||||
|
|
|||||||
Japan - 20.62% |
||||||||
2,663 | ABC-Mart, Inc. |
156,936 | ||||||
1,748 | Aisin Seiki Co., Ltd. |
89,859 | ||||||
9,343 | Alfresa Holdings Corp. |
180,629 | ||||||
3,400 | Asahi Glass Co., Ltd. |
143,575 | ||||||
20,610 | Asahi Kasei Corp. |
222,347 | ||||||
7,664 | Asics Corp. |
142,432 | ||||||
26,157 | Astellas Pharma, Inc. |
320,598 | ||||||
5,635 | Bandai Namco Holdings, Inc. |
192,533 | ||||||
4,117 | Benesse Holdings, Inc. |
155,640 | ||||||
2,023 | Bridgestone Corp. |
87,457 | ||||||
20,689 | Brother Industries, Ltd. |
479,220 | ||||||
8,922 | Calbee, Inc. |
350,929 | ||||||
4,500 | Canon, Inc. |
153,069 | ||||||
602 | Central Japan Railway Co. |
98,317 | ||||||
6,031 | Coca-Cola Bottlers Japan, Inc. |
174,631 | ||||||
2,046 | Credit Saison Co., Ltd. |
40,063 | ||||||
5,072 | Dai-ichi Life Holdings, Inc. |
92,064 | ||||||
1,466 | Daiichi Sankyo Co., Ltd. |
34,602 | ||||||
335 | Daikin Industries Ltd. |
34,368 | ||||||
385 | Daito Trust Construction Co., Ltd. |
59,981 | ||||||
741 | Disco Corp. |
118,850 | ||||||
1,169 | FamilyMart Holdings Co., Ltd. |
66,944 | ||||||
529 | FANUC Corp. |
102,386 | ||||||
1,143 | Fast Retailing Co., Ltd. |
382,247 | ||||||
16,810 | Fuji Electric Co., Ltd. |
88,913 | ||||||
6,396 | FUJIFILM Holdings Corp. |
230,624 | ||||||
46,336 | Fujitsu, Ltd. |
342,713 | ||||||
2,056 | Hikari Tsushin, Inc. |
216,612 | ||||||
5,819 | Hitachi Chemical Co., Ltd. |
174,457 | ||||||
14,366 | Hitachi Construction Machinery Co., Ltd. |
361,393 | ||||||
5,063 | Hitachi High-Technologies Corp. |
197,168 | ||||||
18,069 | Honda Motor Co., Ltd. |
495,056 | ||||||
378 | Hoshizaki Corp. |
34,296 | ||||||
10,072 | Hoya Corp. |
524,362 | ||||||
2,453 | Idemitsu Kosan Co., Ltd. |
69,785 | ||||||
34,553 | ITOCHU Corp. |
514,457 |
878 | Japan Tobacco, Inc. |
30,860 | ||||||
7,321 | JXTG Holdings, Inc. |
32,033 | ||||||
23,285 | Kajima Corp. |
196,796 | ||||||
31,119 | Kakaku.com, Inc. |
447,333 | ||||||
6,952 | Kao Corp. |
413,354 | ||||||
2,959 | KDDI Corp. |
78,258 | ||||||
799 | Keyence Corp. |
351,742 | ||||||
3,319 | Kikkoman Corp. |
106,169 | ||||||
615 | Koito Manufacturing Co., Ltd. |
31,802 | ||||||
5,770 | Komatsu Ltd. |
148,101 | ||||||
43,571 | Konica Minolta, Inc. |
363,507 | ||||||
3,729 | Kose Corp. |
408,962 | ||||||
3,567 | Kuraray Co., Ltd. |
64,952 | ||||||
3,748 | Lawson, Inc. |
262,297 | ||||||
4,242 | LINE Corp. (b) |
147,265 | ||||||
23,304 | Lion Corp. |
483,369 | ||||||
2,176 | LIXIL Group Corp. |
54,542 | ||||||
5,030 | M3, Inc. |
138,759 | ||||||
31,285 | Marubeni Corp. |
202,685 | ||||||
25,532 | Mazda Motor Corp. |
358,696 | ||||||
4,830 | McDonald’s Holdings Co. Japan, Ltd. (b) |
185,286 | ||||||
3,128 | MEIJI Holdings Co., Ltd. |
253,646 | ||||||
3,753 | MISUMI Group, Inc. |
86,017 | ||||||
44,800 | Mitsubishi Chemical Holdings Corp. |
373,263 | ||||||
22,960 | Mitsubishi Corp. |
482,643 | ||||||
2,274 | Mitsubishi Electric Corp. |
32,888 | ||||||
15,646 | Mitsubishi Gas Chemical Co., Inc. |
332,312 | ||||||
5,900 | Mitsubishi Materials Corp. |
179,044 | ||||||
1,710 | Mitsubishi Tanabe Pharma Corp. |
39,556 | ||||||
80,480 | Mitsubishi UFJ Financial Group, Inc. |
542,841 | ||||||
74,423 | Mitsubishi UFJ Lease & Finance Co., Ltd. |
408,325 | ||||||
21,343 | Mitsui & Co., Ltd. |
305,543 | ||||||
19,458 | Mitsui Chemicals, Inc. |
103,621 | ||||||
10,886 | Mixi, Inc. |
605,798 | ||||||
219,604 | Mizuho Financial Group, Inc. |
402,638 | ||||||
2,797 | MS & AD Insurance Group Holdings, Inc. |
94,339 | ||||||
326 | Murata Manufacturing Co., Ltd. |
49,769 | ||||||
1,614 | NH Foods Ltd. |
49,098 | ||||||
350 | Nidec Corp. |
35,959 | ||||||
20,409 | Nikon Corp. |
327,139 | ||||||
513 | Nintendo Co., Ltd. |
171,748 | ||||||
1,784 | Nippon Electric Glass Co., Ltd. |
65,069 | ||||||
19,274 | Nippon Express Co., Ltd. |
120,948 | ||||||
982 | Nippon Paint Holdings Co., Ltd. |
37,360 | ||||||
12,111 | Nippon Steel & Sumitomo Metal Corp. |
274,444 | ||||||
10,165 | Nippon Telegraph & Telephone Corp. |
479,830 | ||||||
3,118 | Nitori Holdings Co., Ltd. |
417,386 | ||||||
3,075 | NOK Corp. |
65,281 | ||||||
6,686 | Nomura Holdings, Inc. |
40,320 | ||||||
10,305 | NTT Data Corp. |
114,969 | ||||||
1,684 | NTT DoCoMo, Inc. |
39,828 | ||||||
19,000 | Obayashi Corp. |
223,860 | ||||||
27,521 | Oji Holdings Corp. |
142,490 | ||||||
6,868 | Olympus Corp. |
251,633 | ||||||
7,079 | OMRON Corp. |
308,145 | ||||||
2,061 | Oracle Corp. |
134,063 | ||||||
25,320 | ORIX Corp. |
393,976 | ||||||
19,245 | Osaka Gas Co., Ltd. |
78,805 | ||||||
7,278 | Panasonic Corp. |
99,165 | ||||||
15,028 | Pola Orbis Holdings, Inc. |
397,590 | ||||||
40,032 | Recruit Holdings Co., Ltd. |
688,946 | ||||||
52,200 | Resona Holdings, Inc. |
288,343 | ||||||
1,267 | Rohm Co. Ltd. |
97,687 | ||||||
1,529 | Ryohin Keikaku Co., Ltd. |
382,679 | ||||||
16,004 | SBI Holdings, Inc. |
217,632 | ||||||
10,679 | Sega Sammy Holdings, Inc. |
143,977 | ||||||
2,054 | Seiko Epson Corp. |
45,830 | ||||||
11,178 | Sekisui Chemical Co., Ltd. |
200,572 | ||||||
1,848 | Seven & I Holdings Co., Ltd. - Series A |
76,257 | ||||||
42,184 | Sharp Corp. (b) |
156,364 | ||||||
1,757 | Shimadzu Corp. |
33,480 | ||||||
1,291 | Shimamura Co., Ltd. |
158,266 | ||||||
2,540 | Shin-Etsu Chemical Co., Ltd. |
231,173 | ||||||
589 | Shionogi & Co., Ltd. |
32,841 |
12,875 | Shiseido Co., Ltd. |
458,964 | ||||||
18,640 | Showa Shell Sekiyu KK |
173,135 | ||||||
5,359 | SoftBank Group Corp. |
435,634 | ||||||
1,456 | Sompo Holdings, Inc. |
56,514 | ||||||
14,152 | Sony Corp. |
539,810 | ||||||
19,951 | Start Today Co., Ltd. |
491,686 | ||||||
947 | Subaru Corp. |
32,111 | ||||||
9,522 | Sumitomo Chemical Co., Ltd. |
55,035 | ||||||
29,980 | Sumitomo Corp. |
390,944 | ||||||
14,121 | Sumitomo Mitsui Financial Group, Inc. |
551,347 | ||||||
3,578 | Sumitomo Mitsui Trust Holdings, Inc. |
128,519 | ||||||
15,389 | Sumitomo Rubber Industries, Ltd. |
260,621 | ||||||
7,545 | Sundrug Co., Ltd. |
281,446 | ||||||
7,358 | Suntory Beverage & Food Ltd. |
342,006 | ||||||
5,160 | Suzuken Co., Ltd. |
171,767 | ||||||
3,497 | Suzuki Motor Corp. |
166,590 | ||||||
4,255 | Sysmex Corp. |
254,678 | ||||||
9,698 | T&D Holdings, Inc. |
148,303 | ||||||
25,960 | Taiheiyo Cement Corp. |
94,937 | ||||||
19,290 | Takashimaya Co., Ltd. |
184,028 | ||||||
6,647 | Teijin, Ltd. |
128,268 | ||||||
24,675 | The Kansai Electric Power Co., Inc. |
340,254 | ||||||
11,444 | The Yokohama Rubber Co., Ltd. |
230,702 | ||||||
1,030 | Tokio Marine Holdings, Inc. |
42,862 | ||||||
85,180 | Tokyo Electric Power Co. Holdings, Inc. |
351,653 | ||||||
2,493 | Tokyo Electron, Ltd. |
337,036 | ||||||
9,609 | Tokyo Gas Co., Ltd. |
50,050 | ||||||
8,876 | Toppan Printing Co., Ltd. |
97,601 | ||||||
14,713 | Tosoh Corp. |
151,635 | ||||||
876 | TOTO Ltd. |
33,564 | ||||||
6,500 | Toyo Seikan Group Holdings, Ltd. |
110,037 | ||||||
3,399 | Toyoda Gosei Co., Ltd. |
81,445 | ||||||
7,778 | Toyota Motor Corp. |
408,839 | ||||||
11,054 | Toyota Tsusho Corp. |
332,347 | ||||||
640 | Trend Micro, Inc. |
33,077 | ||||||
1,696 | Tsuruha Holdings, Inc. |
180,223 | ||||||
5,062 | Unicharm Corp. |
127,441 | ||||||
41,682 | Yamada Denki Co., Ltd. |
207,245 | ||||||
18,943 | Yamazaki Baking Co., Ltd. |
377,665 | ||||||
4,705 | Yaskawa Electric Corp. |
100,179 | ||||||
8,486 | Yokogawa Electric Corp. |
136,568 | ||||||
|
|
|||||||
32,028,443 | ||||||||
|
|
|||||||
Jersey - 1.53% |
||||||||
277,800 | Glencore Plc |
1,040,985 | ||||||
18,870 | Petrofac, Ltd. |
108,502 | ||||||
6,637 | Shire Plc |
365,959 | ||||||
9,096 | Wolseley Plc |
558,295 | ||||||
14,029 | WPP Plc |
295,406 | ||||||
|
|
|||||||
2,369,147 | ||||||||
|
|
|||||||
Luxembourg - 0.33% |
||||||||
9,318 | ArcelorMittal (a) |
211,362 | ||||||
586 | Millicom International Cellular SA |
34,660 | ||||||
3,490 | RTL Group SA |
263,667 | ||||||
|
|
|||||||
509,689 | ||||||||
|
|
|||||||
Macau - 0.03% |
||||||||
21,015 | MGM China Holdings Ltd. |
46,733 | ||||||
|
|
|||||||
Netherlands - 3.87% |
||||||||
2,973 | ABN AMRO Group NV |
78,760 | ||||||
10,168 | Aegon NV |
52,039 | ||||||
1,108 | Airbus SE |
91,439 | ||||||
702 | Akzo Nobel NV |
61,052 | ||||||
2,264 | ASML Holding NV |
295,119 | ||||||
4,777 | Boskalis Westminster |
155,138 | ||||||
15,690 | CNH Industrial NV |
177,937 | ||||||
75,293 | Fiat Chrysler Automobiles NV (a) |
795,440 | ||||||
1,565 | Gemalto NV |
93,864 | ||||||
4,217 | Heineken Holding NV |
386,531 | ||||||
1,033 | Heineken NV |
100,444 | ||||||
39,932 | ING Groep NV |
689,338 | ||||||
19,556 | Koninklijke Ahold Delhaize NV |
373,271 | ||||||
2,739 | Koninklijke DSM NV |
199,215 | ||||||
5,050 | Koninklijke Philips NV |
179,774 | ||||||
9,921 | NN Group NV |
352,028 |
7,398 | QIAGEN NV |
246,160 | ||||||
6,859 | Randstad Holding NV |
399,888 | ||||||
8,581 | RELX NV |
176,913 | ||||||
26,661 | STMicroelectronics NV |
383,373 | ||||||
11,549 | Unilever NV |
637,527 | ||||||
2,042 | Wolters Kluwer NV |
86,362 | ||||||
|
|
|||||||
6,011,612 | ||||||||
|
|
|||||||
New Zealand - 0.09% |
||||||||
6,533 | Fletcher Building Ltd. |
38,257 | ||||||
33,966 | Telecom Corp. |
94,114 | ||||||
|
|
|||||||
132,371 | ||||||||
|
|
|||||||
Norway - 0.71% |
||||||||
4,791 | DNB ASA |
81,566 | ||||||
5,036 | Gjensidige Forsikring ASA |
85,964 | ||||||
15,316 | Marine Harvest ASA |
262,045 | ||||||
30,997 | Norsk Hydro ASA |
171,537 | ||||||
9,469 | Schibsted ASA - Class A |
228,703 | ||||||
10,053 | Schibsted ASA - Class B |
222,368 | ||||||
2,858 | Telenor ASA |
47,415 | ||||||
|
|
|||||||
1,099,598 | ||||||||
|
|
|||||||
Portugal - 0.39% |
||||||||
95,208 | EDP - Energias de Portugal SA |
311,447 | ||||||
15,470 | Jeronimo Martins SGPS SA |
302,034 | ||||||
|
|
|||||||
613,481 | ||||||||
|
|
|||||||
Singapore - 1.40% |
||||||||
20,900 | DBS Group Holdings, Ltd. |
314,561 | ||||||
3,212 | Jardine Cycle & Carriage, Ltd. |
103,416 | ||||||
46,400 | Oversea-Chinese Banking Corp. Ltd. |
363,467 | ||||||
30,557 | SATS Ltd. |
113,357 | ||||||
64,585 | Singapore Exchange, Ltd. |
344,205 | ||||||
144,287 | StarHub Ltd. |
285,066 | ||||||
14,936 | United Overseas Bank, Ltd. |
250,755 | ||||||
467,699 | Yangzijiang Shipbuilding Holdings, Ltd. |
404,152 | ||||||
|
|
|||||||
2,178,979 | ||||||||
|
|
|||||||
Spain - 3.15% |
||||||||
6,161 | ACS, Actividades de Construccion y Servicios SA |
238,209 | ||||||
1,046 | Aena SA |
204,258 | ||||||
6,633 | Amadeus IT Holding SA - Class A |
396,493 | ||||||
37,441 | Banco Bilbao Vizcaya Argentaria SA |
311,882 | ||||||
43,537 | Banco de Sabadell SA |
88,579 | ||||||
140,869 | Banco Santander SA |
935,355 | ||||||
12,250 | Bankia SA |
59,248 | ||||||
4,868 | Bankinter SA |
44,907 | ||||||
31,432 | CaixaBank SA |
150,257 | ||||||
66,709 | Distribuidora Internacional de Alimentacion SA |
416,290 | ||||||
7,509 | Endesa SA |
173,222 | ||||||
28,069 | Iberdrola SA |
222,431 | ||||||
13,833 | Industria de Diseno Textil SA |
531,258 | ||||||
104,146 | Mapfre SA |
364,534 | ||||||
42,363 | Repsol SA |
649,472 | ||||||
9,828 | Telefonica SA |
101,736 | ||||||
|
|
|||||||
4,888,131 | ||||||||
|
|
|||||||
Sweden - 2.10% |
||||||||
1,494 | Assa Abloy AB - Series B |
32,930 | ||||||
6,326 | Atlas Copco AB - Class A |
243,246 | ||||||
3,625 | Atlas Copco AB - Class B |
125,297 | ||||||
8,871 | Boliden AB |
242,488 | ||||||
5,760 | Electrolux AB - Series B |
188,878 | ||||||
22,796 | Hennes & Mauritz AB - Series B |
568,351 | ||||||
1,922 | Hexagon AB - Class B |
91,314 | ||||||
7,518 | Husqvarna AB - Class B |
74,730 | ||||||
5,572 | Industrivarden AB |
133,670 | ||||||
3,244 | Investor AB - B Shares |
156,512 | ||||||
2,481 | L E Lundbergforetagen AB - Series B |
195,974 | ||||||
11,183 | Nordea Bank AB |
142,432 | ||||||
16,467 | Sandvik AB |
259,260 | ||||||
5,030 | Securitas AB - Series B |
84,838 | ||||||
5,837 | Skandinaviska Enskilda Banken AB |
70,667 | ||||||
3,267 | Svenska Handelsbanken AB - Class A |
46,790 | ||||||
3,461 | Swedbank AB - A Shares |
84,469 | ||||||
6,179 | Swedish Match AB |
217,691 | ||||||
4,878 | Telefonaktiebolaget LM Ericsson - Series B |
35,074 | ||||||
15,566 | Volvo AB - Class B |
265,457 | ||||||
|
|
|||||||
3,260,068 | ||||||||
|
|
Switzerland - 6.79% |
||||||||
17,412 | ABB, Ltd. |
432,185 | ||||||
3,510 | Adecco Group AG |
267,400 | ||||||
306 | Baloise Holding AG |
47,399 | ||||||
105 | Barry Callebaut AG |
144,534 | ||||||
1,363 | Cie Financiere Richemont SA |
112,787 | ||||||
255 | Dufry AG (a) |
41,848 | ||||||
536 | EMS-Chemie Holding AG |
395,788 | ||||||
120 | Geberit AG |
56,035 | ||||||
16 | Givaudan SA |
32,061 | ||||||
2,640 | Kuehne & Nagel International AG |
441,364 | ||||||
978 | LafargeHolcim Ltd. |
56,209 | ||||||
159 | Lonza Group AG |
34,442 | ||||||
26,897 | Nestle SA |
2,345,894 | ||||||
14,850 | Novartis AG |
1,240,370 | ||||||
1,133 | Partners Group Holding AG |
703,492 | ||||||
5,799 | Roche Holding AG |
1,481,731 | ||||||
156 | Schindler Holding AG |
32,426 | ||||||
186 | SGS SA |
450,992 | ||||||
51 | Sika AG |
327,427 | ||||||
276 | Sonova Holding AG |
44,898 | ||||||
366 | Straumann Holding AG |
208,426 | ||||||
1,628 | Swiss Life Holding AG |
550,707 | ||||||
3,863 | Swiss Re AG |
354,016 | ||||||
546 | The Swatch Group AG - Group I |
201,946 | ||||||
1,896 | The Swatch Group AG - Group N |
138,504 | ||||||
14,819 | UBS Group AG |
252,010 | ||||||
521 | Zurich Insurance Group AG |
152,053 | ||||||
|
|
|||||||
10,546,944 | ||||||||
|
|
|||||||
United Kingdom - 13.34% |
||||||||
61,623 | 3i Group Plc |
724,539 | ||||||
19,398 | Admiral Group Plc |
506,190 | ||||||
34,739 | Anglo American Plc (a) |
464,106 | ||||||
9,641 | Ashtead Group Plc |
199,499 | ||||||
2,039 | Associated British Foods Plc |
78,027 | ||||||
9,044 | AstraZeneca Plc |
605,802 | ||||||
96,003 | Auto Trader Group Plc |
475,348 | ||||||
13,927 | BAE Systems Plc |
114,972 | ||||||
113,716 | Barclays Plc |
300,754 | ||||||
36,005 | Barratt Developments Plc |
264,432 | ||||||
13,920 | BHP Billiton Plc |
213,265 | ||||||
74,008 | BP Plc |
427,189 | ||||||
15,676 | British American Tobacco Plc |
1,068,214 | ||||||
26,654 | British Sky Broadcasting Group Plc |
345,201 | ||||||
29,387 | BT Group Plc |
113,001 | ||||||
34,058 | Burberry Group Plc |
736,975 | ||||||
3,940 | Carnival Plc |
260,528 | ||||||
20,758 | Coca-Cola HBC AG |
610,475 | ||||||
12,463 | Compass Group PLC |
263,075 | ||||||
914 | Croda International Plc |
46,287 | ||||||
741 | DCC Plc |
67,482 | ||||||
12,021 | Diageo Plc |
355,244 | ||||||
7,281 | Experian Plc |
149,428 | ||||||
8,462 | GKN Plc |
35,943 | ||||||
41,286 | GlaxoSmithKline Plc |
878,870 | ||||||
31,746 | Hargreaves Lansdown Plc |
538,331 | ||||||
116,558 | HSBC Holdings Plc |
1,081,893 | ||||||
6,779 | IMI PLC |
105,585 | ||||||
6,945 | Imperial Brands Plc |
312,090 | ||||||
3,803 | InterContinental Hotels Group Plc |
211,195 | ||||||
40,977 | International Consolidated Airlines Group SA |
325,575 | ||||||
596 | Intertek Group Plc |
32,742 | ||||||
100,655 | J. Sainsbury Plc |
330,157 | ||||||
72,485 | Kingfisher Plc |
283,919 | ||||||
38,937 | Legal & General Group Plc |
131,024 | ||||||
2,970 | London Stock Exchange Group Plc |
141,276 | ||||||
49,496 | Marks & Spencer Group Plc |
214,820 | ||||||
19,262 | Mediclinic International Plc |
186,323 | ||||||
26,161 | Meggitt Plc |
162,559 | ||||||
12,024 | Merlin Entertainments Plc |
75,269 | ||||||
4,025 | Mondi Plc |
105,543 | ||||||
7,394 | Next Plc |
371,357 | ||||||
7,150 | Persimmon Plc |
208,828 | ||||||
11,806 | Provident Financial Plc |
374,448 | ||||||
12,094 | Prudential Plc |
277,604 | ||||||
3,007 | Reckitt Benckiser Group Plc |
304,831 |
13,922 | RELX Plc |
300,953 | ||||||
9,071 | Rio Tinto Plc |
384,175 | ||||||
7,516 | Rolls-Royce Holdings Plc (a) |
87,176 | ||||||
16,595 | Royal Dutch Shell Plc - Class A |
440,910 | ||||||
10,953 | Royal Dutch Shell Plc - Class B |
294,050 | ||||||
134,880 | Royal Mail Plc |
739,911 | ||||||
4,076 | RSA Insurance Group Plc |
32,697 | ||||||
1,486 | Schroders Plc |
60,088 | ||||||
15,329 | Smith & Nephew Plc |
264,710 | ||||||
10,632 | Smiths Group Plc |
221,061 | ||||||
7,716 | St. James’s Place Plc |
118,931 | ||||||
3,152 | Standard Chartered Plc (a) |
31,924 | ||||||
19,213 | Tate & Lyle Plc |
165,586 | ||||||
123,866 | Tesco Plc (a) |
272,709 | ||||||
43,692 | The Sage Group Plc |
391,524 | ||||||
14,230 | Unilever Plc |
770,101 | ||||||
156,416 | Vodafone Group Plc |
444,217 | ||||||
171,349 | Wm Morrison Supermarkets Plc |
538,183 | ||||||
17,451 | Worldpay Group Plc |
71,557 | ||||||
|
|
|||||||
20,710,678 | ||||||||
|
|
|||||||
Total Common Stocks (Cost $121,290,416) |
147,517,130 | |||||||
|
|
|||||||
INVESTMENT COMPANIES - 3.31% |
||||||||
Canada - 0.28% |
||||||||
16,504 | iShares MSCI Canada ETF (b) |
441,647 | ||||||
|
|
|||||||
Japan - 3.03% |
||||||||
72,037 | iShares MSCI EAFE ETF (b) |
4,696,812 | ||||||
|
|
|||||||
Total Investment Companies (Cost $5,058,081) |
5,138,459 | |||||||
|
|
|||||||
PARTICIPATORY NOTES - 0.02% |
||||||||
Switzerland - 0.02% |
||||||||
152 | Schindler Holding AG (c) |
32,226 | ||||||
|
|
|||||||
Total Participatory Notes (Cost $22,420) |
32,226 | |||||||
|
|
|||||||
PREFERRED STOCKS - 0.41% |
||||||||
Germany - 0.41% |
||||||||
8,684 | FUCHS PETROLUB SE - Preference Shares |
473,305 | ||||||
1,131 | Henkel AG & Co. KGaA - Preference Shares |
155,958 | ||||||
|
|
|||||||
Total Preferred Stocks (Cost $516,482) |
629,263 | |||||||
|
|
|||||||
REAL ESTATE INVESTMENT TRUSTS - 0.07% |
||||||||
Australia - 0.07% |
||||||||
14,868 | Dexus |
108,248 | ||||||
|
|
|||||||
Total Real Estate Investment Trusts (Cost $101,509) |
108,248 | |||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 0.44% |
||||||||
Money Market Funds - 0.44% |
||||||||
691,854 | Deutsche Government Money Market Series - Institutional Shares |
691,854 | ||||||
|
|
|||||||
Total Short Term Investments (Cost $691,854) |
691,854 | |||||||
|
|
|||||||
INVESTMENTS PURCHASED AS SECURITIES LENDING COLLATERAL - 1.24% |
||||||||
1,918,553 | Mount Vernon Liquid Assets Portfolio, LLC |
1,918,553 | ||||||
|
|
|||||||
Total Investments Purchased as Securities Lending Collateral (Cost $1,918,553) |
1,918,553 | |||||||
|
|
|||||||
Total Investments (Cost $129,599,315) - 100.48% |
156,035,733 | |||||||
Liabilities in Excess of Other Assets - (0.48)% |
(740,068 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.00% |
$ | 155,295,665 | ||||||
|
|
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) | Represents the value of underlying security. Participation notes are unsecured, bearer securities typically issued by financial institutions, the return of which is generally linked to the performance of the underlying listed shares of a company in an emerging market (for example, the shares in a company incorporated in India and listed on the Bombay Stock Exchange.) Participation notes are often used to gain exposure to securities of companies in markets that restrict foreign ownership of local companies. The terms of participation notes vary widely. Investors in participation notes do not have or receive any rights relating to the underlying shares, and the issuers of the notes may not be obligated to hold any shares in the underlying companies. Participation notes are not currently regulated by the governments of the countries upon which securities the notes are based. These instruments, issued by brokers with global registration, bear counterparty risk and may bear additional liquidity risk. |
(d) | Seven-day yield as of June 30, 2017. |
GuideMark® World ex-US Fund
Schedule of Investments by Industry
June 30, 2017 (Unaudited)
COMMON STOCKS |
||||
Aerospace & Defense |
0.88 | % | ||
Air Freight & Logistics |
0.97 | % | ||
Airlines |
0.91 | % | ||
Auto Components |
1.02 | % | ||
Automobiles |
2.15 | % | ||
Banks |
11.13 | % | ||
Beverages |
1.61 | % | ||
Biotechnology |
0.22 | % | ||
Building Products |
0.37 | % | ||
Capital Markets |
2.55 | % | ||
Chemicals |
3.89 | % | ||
Commercial Services & Supplies |
0.30 | % | ||
Communications Equipment |
0.02 | % | ||
Construction & Engineering |
1.30 | % | ||
Construction Materials |
0.58 | % | ||
Consumer Finance |
0.52 | % | ||
Containers & Packaging |
0.10 | % | ||
Distributors |
0.07 | % | ||
Diversified Consumer Services |
0.10 | % | ||
Diversified Financial Services |
1.65 | % | ||
Diversified Telecommunication Services |
1.67 | % | ||
Electric Utilities |
0.95 | % | ||
Electrical Equipment |
1.20 | % | ||
Electronic Equipment, Instruments & Components |
1.39 | % | ||
Energy Equipment & Services |
0.32 | % | ||
Food & Staples Retailing |
3.57 | % | ||
Food Products |
4.17 | % | ||
Gas Utilities |
0.08 | % | ||
Health Care Equipment & Supplies |
1.29 | % | ||
Health Care Providers & Services |
0.51 | % | ||
Health Care Technology |
0.09 | % | ||
Hotels, Restaurants & Leisure |
1.88 | % | ||
Household Durables |
1.41 | % | ||
Household Products |
0.88 | % | ||
Industrial Conglomerates |
0.85 | % | ||
Insurance |
5.57 | % | ||
Internet & Direct Marketing Retail |
0.60 | % | ||
Internet Software & Services |
1.18 | % | ||
IT Services |
1.59 | % | ||
Leisure Products |
0.43 | % | ||
Life Sciences Tools & Services |
0.18 | % | ||
Machinery |
1.67 | % | ||
Marine |
0.28 | % | ||
Media |
1.36 | % | ||
Metals & Mining |
3.46 | % | ||
Multiline Retail |
0.76 | % | ||
Multi-Utilities |
0.17 | % | ||
Oil & Gas |
0.14 | % | ||
Oil, Gas & Consumable Fuels |
2.17 | % | ||
Paper & Forest Products |
0.59 | % | ||
Personal Products |
1.42 | % | ||
Pharmaceuticals |
5.99 | % | ||
Professional Services |
1.24 | % | ||
Real Estate Management & Development |
0.92 | % | ||
Road & Rail |
0.47 | % | ||
Semiconductors & Semiconductor Equipment |
1.00 | % | ||
Software |
1.84 | % | ||
Specialty Retail |
2.47 | % | ||
Technology Hardware, Storage & Peripherals |
0.67 | % | ||
Textiles, Apparel & Luxury Goods |
3.89 | % | ||
Tobacco |
1.05 | % | ||
Trading Companies & Distributors |
2.24 | % | ||
Transportation Infrastructure |
0.20 | % | ||
Wireless Telecommunication Services |
0.84 | % | ||
|
|
|||
TOTAL COMMON STOCKS |
94.99 | % | ||
|
|
|||
INVESTMENT COMPANIES |
||||
Exchange Traded Funds |
3.31 | % | ||
|
|
|||
TOTAL INVESTMENT COMPANIES |
3.31 | % | ||
|
|
PARTICIPATORY NOTES |
||||
Machinery |
0.02 | % | ||
|
|
|||
TOTAL PARTICIPATORY NOTES |
0.02 | % | ||
|
|
|||
PREFERRED STOCKS |
||||
Chemicals |
0.31 | % | ||
Household Products |
0.10 | % | ||
|
|
|||
TOTAL PREFERRED STOCKS |
0.41 | % | ||
|
|
|||
REAL ESTATE INVESTMENT TRUSTS |
||||
Real Estate Investment Trusts |
0.07 | % | ||
|
|
|||
TOTAL REAL ESTATE INVESTMENT TRUSTS |
0.07 | % | ||
|
|
|||
SHORT TERM INVESTMENTS |
||||
Money Market Funds |
0.44 | % | ||
|
|
|||
TOTAL SHORT TERM INVESTMENTS |
0.44 | % | ||
|
|
|||
INVESTMENTS PURCHASED AS SECURITIES LENDING COLLATERAL |
||||
TOTAL INVESTMENTS PURCHASED AS SECURITIES LENDING COLLATERAL |
1.24 | % | ||
|
|
|||
TOTAL INVESTMENTS |
100.48 | % | ||
Liabilities in Excess of Other Assets |
(0.48 | )% | ||
|
|
|||
TOTAL NET ASSETS |
100.00 | % | ||
|
|
Percentages are stated as a percent of net assets.
The cost basis of investments for federal income tax purposes at June 30, 2017 was as follows*: | ||||
Cost of investments |
$ | 129,599,315 | ||
|
|
|||
Gross unrealized appreciation |
34,884,434 | |||
Gross unrealized depreciation |
(8,448,016 | ) | ||
|
|
|||
Net unrealized appreciation |
$ | 26,436,418 | ||
|
|
* | Because tax adjustments are calculated annually, the above table does not reflect tax adjustments. For the previous fiscal year’s federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent semi-annual or annual report. |
GuideMark® Opportunistic Equity Fund
Schedule of Investments (Unaudited)
Number of Shares | Value | |||||||
COMMON STOCKS - 94.16% |
||||||||
Aerospace & Defense - 1.97% |
||||||||
2,211 | TransDigm Group, Inc. (a) |
$ | 594,472 | |||||
6,036 | United Technologies Corp. |
737,056 | ||||||
|
|
|||||||
1,331,528 | ||||||||
|
|
|||||||
Air Freight & Logistics - 1.40% |
||||||||
24,714 | Hub Group, Inc. - Class A (b) |
947,782 | ||||||
|
|
|||||||
Airlines - 2.18% |
||||||||
19,615 | United Continental Holdings, Inc. (a)(b) |
1,476,029 | ||||||
|
|
|||||||
Auto Components - 2.01% |
||||||||
23,294 | BorgWarner, Inc. (a) |
986,734 | ||||||
4,230 | Delphi Automotive Plc |
370,759 | ||||||
|
|
|||||||
1,357,493 | ||||||||
|
|
|||||||
Automobiles - 1.18% |
||||||||
71,408 | Ford Motor Co. (a) |
799,056 | ||||||
|
|
|||||||
Banks - 3.37% |
||||||||
34,354 | BankUnited, Inc. |
1,158,073 | ||||||
13,836 | Citigroup, Inc. |
925,352 | ||||||
3,980 | Western Alliance Bancorp (b) |
195,816 | ||||||
|
|
|||||||
2,279,241 | ||||||||
|
|
|||||||
Beverages - 3.29% |
||||||||
3,085 | Constellation Brands, Inc. - Class A |
597,657 | ||||||
9,278 | Molson Coors Brewing Co. - Class B |
801,063 | ||||||
7,156 | PepsiCo, Inc. |
826,446 | ||||||
|
|
|||||||
2,225,166 | ||||||||
|
|
|||||||
Biotechnology - 2.60% |
||||||||
2,102 | Biogen, Inc. (b) |
570,399 | ||||||
7,850 | Celgene Corp. (a)(b) |
1,019,479 | ||||||
3,090 | Prothena Corp Plc (b) |
167,231 | ||||||
|
|
|||||||
1,757,109 | ||||||||
|
|
|||||||
Capital Markets - 1.56% |
||||||||
6,980 | Intercontinental Exchange, Inc. (a) |
460,121 | ||||||
13,910 | The Charles Schwab Corp. (a) |
597,574 | ||||||
|
|
|||||||
1,057,695 | ||||||||
|
|
|||||||
Chemicals - 2.45% |
||||||||
28,180 | Axalta Coating Systems, Ltd. (a)(b) |
902,887 | ||||||
11,970 | The Dow Chemical Co. |
754,948 | ||||||
|
|
|||||||
1,657,835 | ||||||||
|
|
|||||||
Construction Materials - 0.42% |
||||||||
9,770 | Summit Materials, Inc. - Class A (b) |
282,060 | ||||||
|
|
|||||||
Consumer Finance - 1.85% |
||||||||
20,064 | Discover Financial Services |
1,247,780 | ||||||
|
|
|||||||
Containers & Packaging - 0.52% |
||||||||
6,160 | Berry Plastics Group, Inc. (b) |
351,182 | ||||||
|
|
|||||||
Diversified Telecommunication Services - 0.51% |
||||||||
17,752 | Cincinnati Bell, Inc. (a)(b) |
347,052 | ||||||
|
|
|||||||
Electrical Equipment - 1.13% |
||||||||
12,620 | AMETEK, Inc. (a) |
764,393 | ||||||
|
|
|||||||
Food Products - 0.53% |
||||||||
4,595 | Post Holdings, Inc. (a)(b) |
356,802 | ||||||
|
|
|||||||
Health Care Equipment & Supplies - 2.61% |
||||||||
5,730 | Danaher Corp. |
483,555 | ||||||
6,710 | Hill-Rom Holdings, Inc. |
534,183 | ||||||
9,210 | STERIS Plc (a) |
750,615 | ||||||
|
|
|||||||
1,768,353 | ||||||||
|
|
|||||||
Health Care Providers & Services - 1.14% |
||||||||
5,088 | Aetna, Inc. |
772,511 | ||||||
|
|
|||||||
Hotels, Restaurants & Leisure - 4.06% |
||||||||
4,520 | Marriott International, Inc. - Class A (a) |
453,401 | ||||||
3,245 | McDonald’s Corp. |
497,004 | ||||||
21,445 | Red Rock Resorts, Inc. |
505,030 |
6,344 | Vail Resorts, Inc. (a) |
1,286,754 | ||||||
|
|
|||||||
2,742,189 | ||||||||
|
|
|||||||
Household Durables - 4.33% |
||||||||
9,560 | Installed Building Products, Inc. (a)(b) |
506,202 | ||||||
14,540 | Newell Rubbermaid, Inc. (a) |
779,635 | ||||||
391 | NVR, Inc. (b) |
942,548 | ||||||
3,659 | Whirlpool Corp. (a) |
701,138 | ||||||
|
|
|||||||
2,929,523 | ||||||||
|
|
|||||||
Insurance - 6.67% |
||||||||
9,203 | Berkshire Hathaway, Inc. - Class B (b) |
1,558,712 | ||||||
22,402 | Loews Corp. |
1,048,637 | ||||||
23,320 | MetLife, Inc. (a) |
1,281,201 | ||||||
11,971 | Validus Holdings, Ltd. |
622,133 | ||||||
|
|
|||||||
4,510,683 | ||||||||
|
|
|||||||
Internet & Direct Marketing Retail - 1.72% |
||||||||
1,204 | Amazon.com, Inc. (a)(b) |
1,165,472 | ||||||
|
|
|||||||
Internet Software & Services - 5.78% |
||||||||
1,928 | Alphabet, Inc. - Class A (b) |
1,792,423 | ||||||
1,152 | Alphabet, Inc. - Class C (a)(b) |
1,046,857 | ||||||
7,090 | Facebook, Inc. - Class A (b) |
1,070,448 | ||||||
|
|
|||||||
3,909,728 | ||||||||
|
|
|||||||
IT Services - 3.55% |
||||||||
2,164 | Alliance Data Systems Corp. (a) |
555,477 | ||||||
9,300 | PayPal Holdings, Inc. (b) |
499,131 | ||||||
5,590 | Vantiv, Inc. - Class A (b) |
354,071 | ||||||
10,600 | Visa, Inc. - Class A (a) |
994,068 | ||||||
|
|
|||||||
2,402,747 | ||||||||
|
|
|||||||
Life Sciences Tools & Services - 1.01% |
||||||||
1,158 | Mettler-Toledo International, Inc. (b) |
681,529 | ||||||
|
|
|||||||
Machinery - 1.45% |
||||||||
5,104 | Deere & Co. (a) |
630,803 | ||||||
3,840 | Ingersoll-Rand Plc |
350,938 | ||||||
|
|
|||||||
981,741 | ||||||||
|
|
|||||||
Marine - 0.49% |
||||||||
4,994 | Kirby Corp. (a)(b) |
333,849 | ||||||
|
|
|||||||
Media - 7.20% |
||||||||
2,150 | Charter Communications, Inc. - Class A (b) |
724,228 | ||||||
31,901 | Liberty Global Plc - Class A (b) |
1,024,660 | ||||||
12,090 | Lions Gate Entertainment Corp. - Class B (b) |
317,725 | ||||||
8,060 | The Walt Disney Co. |
856,375 | ||||||
13,520 | Twenty-First Century Fox, Inc. - Class A |
383,157 | ||||||
56,075 | Twenty-First Century Fox, Inc. - Class B |
1,562,810 | ||||||
|
|
|||||||
4,868,955 | ||||||||
|
|
|||||||
Multiline Retail - 1.14% |
||||||||
10,691 | Dollar General Corp. (a) |
770,714 | ||||||
|
|
|||||||
Oil, Gas & Consumable Fuels - 1.34% |
||||||||
3,421 | Cimarex Energy Co. (a) |
321,608 | ||||||
6,250 | Tesoro Corp. |
585,000 | ||||||
|
|
|||||||
906,608 | ||||||||
|
|
|||||||
Pharmaceuticals - 5.65% |
||||||||
39,466 | Abbott Laboratories |
1,918,442 | ||||||
6,530 | Aclaris Therapeutics, Inc. (b) |
177,094 | ||||||
6,790 | Eli Lilly & Co. |
558,817 | ||||||
3,830 | Jazz Pharmaceuticals Plc (a)(b) |
595,565 | ||||||
11,310 | Nektar Therapeutics (a)(b) |
221,110 | ||||||
9,160 | The Medicines Co. (a)(b) |
348,172 | ||||||
|
|
|||||||
3,819,200 | ||||||||
|
|
|||||||
Professional Services - 0.48% |
||||||||
3,880 | Verisk Analytics, Inc. (b) |
327,356 | ||||||
|
|
|||||||
Road & Rail - 2.79% |
||||||||
49,204 | Avis Budget Group, Inc. (a)(b) |
1,341,793 | ||||||
7,530 | Ryder System, Inc. |
542,009 | ||||||
|
|
|||||||
1,883,802 | ||||||||
|
|
|||||||
Semiconductors & Semiconductor Equipment - 1.24% |
||||||||
7,130 | Cavium, Inc. (a)(b) |
442,987 | ||||||
8,430 | Microsemi Corp. (a)(b) |
394,524 | ||||||
|
|
|||||||
837,511 | ||||||||
|
|
Software - 4.48% |
||||||||
2,150 | Adobe Systems, Inc. (b) |
304,096 | ||||||
16,810 | Microsoft Corp. |
1,158,713 | ||||||
6,780 | Red Hat, Inc. (b) |
649,185 | ||||||
6,600 | salesforce.com, Inc. (b) |
571,560 | ||||||
3,280 | ServiceNow, Inc. (a)(b) |
347,680 | ||||||
|
|
|||||||
3,031,234 | ||||||||
|
|
|||||||
Specialty Retail - 2.06% |
||||||||
4,945 | The Home Depot, Inc. |
758,563 | ||||||
8,773 | The TJX Companies, Inc. (a) |
633,147 | ||||||
|
|
|||||||
1,391,710 | ||||||||
|
|
|||||||
Technology Hardware, Storage & Peripherals - 3.86% |
||||||||
18,104 | Apple, Inc. |
2,607,338 | ||||||
|
|
|||||||
Thrifts & Mortgage - 2.12% |
||||||||
38,010 | MGIC Investment Corp. (b) |
425,712 | ||||||
56,252 | Nationstar Mortgage Holdings, Inc. (a)(b) |
1,006,348 | ||||||
|
|
|||||||
1,432,060 | ||||||||
|
|
|||||||
Tobacco - 0.89% |
||||||||
5,125 | Philip Morris International, Inc. |
601,931 | ||||||
|
|
|||||||
Trading Companies & Distributors - 1.13% |
||||||||
7,887 | Fastenal Co. (a) |
343,321 | ||||||
68,340 | Wolseley Plc - ADR (a) |
421,658 | ||||||
|
|
|||||||
764,979 | ||||||||
|
|
|||||||
Total Common Stocks (Cost $48,960,134) |
63,679,926 | |||||||
|
|
|||||||
REAL ESTATE INVESTMENT TRUSTS - 1.60% |
||||||||
Real Estate Investment Trusts - 1.60% |
||||||||
4,920 | Alexandria Real Estate Equities, Inc. (a) |
592,712 | ||||||
20,253 | CubeSmart (a) |
486,882 | ||||||
|
|
|||||||
Total Real Estate Investment Trusts (Cost $1,078,132) |
1,079,594 | |||||||
|
|
|||||||
SHORT TERM INVESTMENTS - 4.28% |
||||||||
Money Market Funds - 4.28% |
||||||||
2,892,285 | Deutsche Government Money Market Series - Institutional Shares |
2,892,285 | ||||||
|
|
|||||||
Total Short Term Investments (Cost $2,892,285) |
2,892,285 | |||||||
|
|
|||||||
INVESTMENTS PURCHASED AS SECURITIES LENDING COLLATERAL - 30.40% |
||||||||
20,556,875 | Mount Vernon Liquid Assets Portfolio, LLC |
20,556,875 | ||||||
|
|
|||||||
Total Investments Purchased as Securities Lending Collateral (Cost $20,556,875) |
20,556,875 | |||||||
|
|
|||||||
Total Investments (Cost $73,487,426) - 130.44% |
88,208,680 | |||||||
Liabilities in Excess of Other Assets - (30.44)% |
(20,583,219 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.00% |
$ | 67,625,461 | ||||||
|
|
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 June 30, 2017. |
The cost basis of investments for federal income tax purposes at June 30, 2017 was as follows*: | ||||
Cost of investments |
$ | 73,487,426 | ||
|
|
|||
Gross unrealized appreciation |
15,087,229 | |||
Gross unrealized depreciation |
(365,975 | ) | ||
|
|
|||
Net unrealized appreciation |
$ | 14,721,254 |
* | Because tax adjustments are calculated annually, the above table does not reflect tax adjustments. For the previous fiscal year’s federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent semi-annual or annual report. |
GuideMark® Core Fixed Income Fund | ||||
Schedule of Investments (Unaudited) | ||||
June 30, 2017 |
Principal Amount | Value | |||||||
ASSET BACKED SECURITIES - 9.48% |
||||||||
305,000 | Ally Master Owner Trust |
|||||||
Series 2014-5, 1.600%, 10/15/2019 |
$ | 305,078 | ||||||
250,000 | Americredit Automobile Receivables Trust |
|||||||
Series 2016-4, 1.530%, 07/08/2021 |
249,016 | |||||||
305,000 | AMMC CLO XIV Ltd. |
|||||||
Series 2014-14A, 2.764%, 07/27/2026 (Acquired 06/12/2014, Cost $304,372) (a)(b) |
305,708 | |||||||
500,000 | Apidos CLO XII |
|||||||
Series 2013-12A, 2.404%, 04/15/2025 (Acquired 03/15/2013, Cost $500,000) (a)(b) |
500,542 | |||||||
205,026 | ARI Fleet Lease Trust |
|||||||
Series 2014-A, 1.550%, 11/15/2022 (Acquired 04/01/2014, Cost $204,969) (b) |
204,970 | |||||||
270,000 | Atlas Senior Loan Fund VI Ltd. |
|||||||
Series 2014-6A, 2.554%, 10/15/2026 (Acquired 02/02/2017, Cost $270,000) (b) |
270,496 | |||||||
575,000 | Babson CLO Ltd. |
|||||||
Series 2013-IA, 2.407%, 04/20/2025 (Acquired 05/03/2013, Cost $575,000) (a)(b) |
576,181 | |||||||
Bayview Opportunity Master Fund IVa Trust |
||||||||
100,000 | Series 2017-SPL5, 3.500%, 07/28/2057 (Acquired 06/23/2017, Cost $103,063) (b) |
102,681 | ||||||
114,104 | Series 2017-SPL1, 4.000%, 10/28/2064 (Acquired 03/22/2017, Cost $117,900) (b) |
119,292 | ||||||
96,734 | Bayview Opportunity Master Fund IVb Trust |
|||||||
Series 2017-SPL3, 4.000%, 11/28/2053 (Acquired 05/01/2017, Cost $100,152) (b) |
101,652 | |||||||
735,000 | Capital One Multi-Asset Execution Trust |
|||||||
Series 2016-3A, 1.340%, 04/15/2022 |
729,681 | |||||||
555,000 | Carlyle Global Market Strategies CLO |
|||||||
Series 2013-3A, 2.424%, 07/15/2025 (Acquired 06/10/2013, Cost $553,834) (a)(b) |
555,395 | |||||||
109,583 | CarMax Auto Owner Trust |
|||||||
Series 2013-3, 1.490%, 01/15/2019 |
109,593 | |||||||
645,000 | Chase Issuance Trust |
|||||||
Series 2016-2, 1.370%, 06/15/2021 |
641,055 | |||||||
365,000 | CIFC Funding Ltd. |
|||||||
Series 2013-1A, 2.454%, 04/16/2025 (Acquired 02/22/2013, Cost $365,000) (a)(b) |
365,281 | |||||||
61,581 | Conseco Finance Securitizations Corp. |
|||||||
Series 2000-4, 8.310%, 05/01/2032 (a) |
34,409 | |||||||
27,530 | CPS Auto Receivables Trust |
|||||||
Series 2013-A, 1.310%, 06/15/2020 (Acquired 03/12/2013, Cost $27,526) (b) |
27,468 | |||||||
33,558 | Credit Acceptance Auto Loan Trust |
|||||||
Series 2014-2A, 1.880%, 03/15/2022 (Acquired 09/18/2014, Cost $33,552) (b) |
33,564 | |||||||
270,000 | Dryden 38 Senior Loan Fund |
|||||||
Series 2015-38A, 2.734%, 07/15/2027 (Acquired 03/25/2015, Cost $270,000) (a)(b) |
270,748 | |||||||
485,000 | Ford Credit Auto Owner Trust |
|||||||
Series 2015-A, 2.030%, 08/15/2020 |
487,612 | |||||||
370,000 | Galaxy XIX CLO, Ltd. |
|||||||
Series 2015-19A, 2.863%, 01/24/2027 (Acquired 01/29/2015, Cost $369,441) (a)(b) |
370,331 | |||||||
295,000 | Galaxy XXII CLO, Ltd. |
|||||||
Series 2016-22A, 2.800%, 07/16/2028 (Acquired 06/13/2016, Cost $295,000) (b) |
291,827 | |||||||
100,000 | GCO Education Loan Funding Trust |
|||||||
Series 2006-1, 1.419%, 05/25/2036 (a) |
91,348 | |||||||
570,000 | GM Financial Automobile Leasing Trust |
|||||||
Series 2017-1, 2.060%, 05/20/2020 |
572,290 | |||||||
300,000 | GTP Acquisition Partners I LLC |
|||||||
Series 2015-2, 3.482%, 06/15/2050 (Acquired 05/20/2015, Cost $300,000) (b) |
306,357 | |||||||
515,000 | Honda Auto Receivables Owner Trust |
|||||||
Series 2016-2, 1.390%, 04/15/2020 |
513,981 | |||||||
100,000 | Lendmark Funding Trust |
|||||||
Series 2016-A, 3.260%, 04/21/2025 (Acquired 10/26/2016, Cost $99,989) (c) |
100,911 | |||||||
261,165 | Madison Park Funding XI Ltd. |
|||||||
Series 2013-11A, 2.593%, 10/23/2025 (Acquired 10/29/2015, Cost $256,542) (a)(b) |
261,217 | |||||||
273,463 | Morgan Stanley ABS Capital I, Inc. Trust |
|||||||
Series 2003-NC10, 2.252%, 10/25/2033 (a) |
271,509 | |||||||
NRZ Advance Receivables Trust |
||||||||
147,000 | Series 2016-T2, 2.575%, 10/15/2049 (Acquired 10/14/2016, Cost $147,000) (b) |
146,917 | ||||||
136,000 | Series 2015-ON1, 3.107%, 12/15/2050 (Acquired 11/22/2016, Cost $136,000) (b) |
135,746 | ||||||
120,000 | Series 2017-T1, 3.214%, 02/15/2051 (Acquired 02/01/2017, Cost $119,999) (a)(b) |
120,832 | ||||||
325,000 | Oaktree EIF II Ltd. |
|||||||
Series 2015-B1A, 2.732%, 02/15/2026 (Acquired 02/20/2015, Cost $325,000) (a)(b) |
325,126 | |||||||
275,000 | OCP CLO Ltd. |
|||||||
Series 2015-8A, 2.834%, 04/17/2027 (Acquired 04/10/2015, Cost $274,725) (a)(b) |
275,019 | |||||||
410,000 | Octagon Investment Partners XVI Ltd. |
|||||||
Series 2013-1A, 2.424%, 07/17/2025 (Acquired 05/15/2013, Cost $409,344) (a)(b) |
410,315 | |||||||
280,000 | OHA Credit Partners VIII, Ltd. |
|||||||
Series 2013-8A, 2.427%, 04/20/2025 (Acquired 04/17/2013, Cost $280,000) (a)(b) |
280,245 | |||||||
450,000 | OZLM Funding V Ltd. |
|||||||
Series 2013-5A, 2.434%, 01/17/2026 (Acquired 02/23/2017, Cost $450,000) (a)(b) |
450,089 | |||||||
300,000 | OZLM XII Ltd. |
|||||||
Series 2015-12A, 2.761%, 04/30/2027 (Acquired 04/24/2015, Cost $299,130) (a)(b) |
300,450 | |||||||
135,000 | Prestige Auto Receivables Trust |
|||||||
Series 2014-1A, 1.910%, 04/15/2020 (Acquired 06/25/2014, Cost $135,008) (b) |
135,131 | |||||||
194,376 | Santander Drive Auto Receivables Trust |
|||||||
Series 2015-2, 1.830%, 01/15/2020 |
194,447 | |||||||
250,000 | Shackleton |
|||||||
Series 2014-6A, 2.464%, 07/17/2026 (Acquired 04/07/2017, Cost $250,000) (a)(b) |
250,213 | |||||||
71,727 | SoFi Consumer Loan Program LLC |
|||||||
Series 2016-2, 3.090%, 10/27/2025 (Acquired 07/26/2016, Cost $71,716) (c) |
72,423 | |||||||
255,000 | Sound Point CLO IV Ltd |
|||||||
Series 2013-3A, 2.407%, 01/21/2026 (Acquired 04/12/2017, Cost $255,000) (b) |
255,003 | |||||||
315,000 | Sound Point CLO VIII Ltd. |
|||||||
Series 2015-1A, 2.834%, 03/13/2027 (Acquired 03/05/2015, Cost $314,213) (a)(b) |
315,198 | |||||||
Towd Point Mortgage Trust |
||||||||
101,472 | Series 2016-2, 2.750%, 08/25/2055 (Acquired 05/20/2016, Cost $101,472) (b) |
102,462 | ||||||
116,466 | Series 2016-3, 2.250%, 08/25/2055 (Acquired 07/22/2016, Cost $116,298) (b) |
116,403 | ||||||
221,597 | Series 2017-1, 2.750%, 10/25/2056 (Acquired 02/07/2017, Cost $221,882) (b) |
223,745 | ||||||
98,400 | Series 2017-2, 2.750%, 04/25/2057 (Acquired 05/05/2017, Cost $98,736) (b) |
99,340 | ||||||
67,743 | Volkswagen Auto Lease Trust |
|||||||
Series 2015-A, 1.250%, 12/20/2017 |
67,738 | |||||||
|
|
|||||||
Total Asset Backed Securities (Cost $13,040,789) |
13,047,035 | |||||||
|
|
|||||||
COLLATERALIZED MORTGAGE OBLIGATIONS - 4.76% |
||||||||
Angel Oak Mortgage Trust LLC |
||||||||
55,000 | Series 2017-2, 2.478%, 07/25/2047 (Acquired 06/30/2017, Cost $54,999) (b) |
54,999 | ||||||
42,958 | Series 2017-1, 2.810%, 01/25/2047 (Acquired 03/03/2017, Cost $42,957) (a)(b) |
43,154 | ||||||
160,000 | Aventura Mall Trust |
|||||||
Series 2013-AVM, 3.743%, 12/07/2032 (Acquired 12/10/2013, Cost $163,355) (a)(b) |
168,060 |
96,000 | BBCMS Mortgage Trust |
|||||||
Series 2017-C1, 3.674%, 02/17/2050 |
99,882 | |||||||
150,000 | BB-UBS Trust |
|||||||
Series 2012-SHOW, 3.430%, 11/07/2036 (Acquired 12/05/2012, Cost $154,041) (b) |
153,916 | |||||||
57,990 | Chase Mortgage Finance Trust |
|||||||
Series 2007-A1, 3.580%, 02/25/2037 (a) |
56,460 | |||||||
93,140 | COLT Mortgage Loan Trust |
|||||||
Series 2017-1, 2.614%, 05/27/2047 (Acquired 04/27/2017, Cost $93,139) (a)(b) |
93,854 | |||||||
COMM Mortgage Trust |
||||||||
120,000 | Series 2013-300P, 4.353%, 08/12/2030 (Acquired 08/15/2013, Cost $121,656) (b) |
130,686 | ||||||
300,000 | Series 2015-CR26, 3.630%, 10/13/2048 |
311,528 | ||||||
130,000 | Series 2016-CR28, 3.762%, 02/12/2049 |
136,357 | ||||||
90,971 | Commercial Mortgage Loan Trust |
|||||||
Series 2008-LS1, 6.155%, 12/10/2049 (a) |
91,139 | |||||||
Countrywide Home Loans, Inc. |
||||||||
14,589 | Series 2004-HYB6, 3.169%, 11/20/2034 (a) |
14,712 | ||||||
89,298 | Series 2005-11, 1.832%, 03/25/2035 (a) |
79,043 | ||||||
49,860 | CSMC Trust |
|||||||
Series 2017-FHA1, 3.250%, 04/25/2047 (Acquired 05/25/2017, Cost $50,450) (b) |
50,454 | |||||||
394,844 | Four Times Square Trust |
|||||||
Series 2006-4TS, 5.401%, 12/13/2028 (Acquired 11/06/2012, Cost $428,594) (b) |
432,926 | |||||||
GS Mortgage Securities Trust |
||||||||
145,000 | Series 2012-ALOH, 3.551%, 04/12/2034 (Acquired 03/08/2013, Cost $148,628) (b) |
152,228 | ||||||
145,000 | Series 2012-BWTR, 2.954%, 11/07/2034 (Acquired 12/11/2012, Cost $147,010) (b) |
147,145 | ||||||
572,910 | Series 2013-GC16, 3.033%, 11/13/2046 |
581,143 | ||||||
234,954 | JP Morgan Chase Commercial Mortgage Securities Trust |
|||||||
Series 2012-WLDN, 3.905%, 05/07/2030 (Acquired 05/07/2013 through 01/04/2017, Cost $239,221) (b) |
245,337 | |||||||
705,000 | JPMBB Commercial Mortgage Securities Trust |
|||||||
Series 2013-C12, 3.157%, 07/17/2045 |
729,071 | |||||||
77,208 | ML-CFC Commercial Mortgage Trust |
|||||||
Series 2007-9, 5.700%, 09/12/2049 |
77,268 | |||||||
Morgan Stanley Capital I Trust |
||||||||
185,000 | Series 2014-MP, 3.469%, 08/11/2033 (Acquired 11/13/2014, Cost $188,851) (b) |
192,949 | ||||||
49,206 | Series 2007-IQ16, 5.809%, 12/12/2049 |
49,351 | ||||||
New Residential Mortgage Loan Trust |
||||||||
141,765 | Series 2016-2, 3.750%, 11/25/2035 (Acquired 05/25/2016, Cost $145,714) (b) |
146,884 | ||||||
112,943 | Series 2016-4, 3.750%, 11/25/2056 (Acquired 12/01/2016, Cost $116,206) (b) |
116,441 | ||||||
198,960 | Series 2017-1, 4.000%, 02/25/2057 (Acquired 03/06/2017, Cost $204,667) (b) |
208,081 | ||||||
179,109 | Series 2017-2, 4.000%, 03/25/2057 (Acquired 04/19/2017, Cost $186,158) (a)(b) |
187,637 | ||||||
97,800 | Series 2017-3, 4.000%, 04/25/2057 (Acquired 06/05/2017, Cost $101,839) (b) |
102,173 | ||||||
115,000 | Series 2017-4, 4.000%, 05/25/2057 (Acquired 06/27/2017, Cost $120,116) (b)(i) |
120,117 | ||||||
130,000 | OBP Depositor LLC Trust |
|||||||
Series 2010-OBP, 4.646%, 07/17/2045 (Acquired 08/15/2012, Cost $143,591) (b) |
138,893 | |||||||
SBA Tower Trust |
||||||||
210,000 | Series 2013-1-2, 3.598%, 04/15/2043 (Acquired 04/04/2013, Cost $210,000) (b) |
210,125 | ||||||
155,000 | Series 2014-1-2, 2.898%, 10/15/2044 (Acquired 10/07/2014, Cost $155,000) (b) |
155,902 | ||||||
90,000 | Series 2017-1, 3.168%, 04/15/2047 (Acquired 04/04/2017, Cost $90,000) (b) |
90,203 | ||||||
75,000 | SG Commercial Mortgage Securities Trust |
|||||||
Series 2016-C5, 3.055%, 10/13/2048 |
74,045 | |||||||
Springleaf Mortgage Loan Trust |
||||||||
83,501 | Series 2013-2A, 1.780%, 12/25/2065 (Acquired 07/03/2013, Cost $82,654) (a)(b) |
83,542 | ||||||
155,171 | Series 2013-2A, 3.520%, 12/25/2065 (Acquired 07/03/2013, Cost $149,465) (b) |
155,307 | ||||||
125,000 | Series 2017-A, 2.680%, 07/15/2030 (Acquired 06/21/2017, Cost $124,962) (b)(i) |
124,962 | ||||||
540,000 | Wells Fargo-RBS Commercial Mortgage Trust |
|||||||
Series 2014-C19, 3.660%, 03/15/2047 |
562,567 | |||||||
|
|
|||||||
Total Collateralized Mortgage Obligations (Cost $6,542,872) |
6,568,541 | |||||||
|
|
|||||||
CORPORATE OBLIGATIONS - 37.83% |
||||||||
Aerospace & Defense - 0.63% |
||||||||
60,000 | Embraer Netherlands Finance BV |
|||||||
5.400%, 02/01/2027 |
62,775 | |||||||
185,000 | Hexcel Corp. |
|||||||
3.950%, 02/15/2027 |
190,242 | |||||||
Lockheed Martin Corp. |
||||||||
20,000 | 2.500%, 11/23/2020 |
20,291 | ||||||
45,000 | 4.700%, 05/15/2046 |
50,771 | ||||||
170,000 | Northrop Grumman Corp. |
|||||||
3.850%, 04/15/2045 |
169,299 | |||||||
370,000 | United Technologies Corp. |
|||||||
1.900%, 05/04/2020 |
370,787 | |||||||
|
|
|||||||
864,165 | ||||||||
|
|
|||||||
Air Freight & Logistics - 0.06% |
||||||||
FedEx Corp. |
||||||||
50,000 | 4.100%, 02/01/2045 |
49,253 | ||||||
15,000 | 4.550%, 04/01/2046 |
15,820 | ||||||
20,000 | 4.400%, 01/15/2047 |
20,656 | ||||||
|
|
|||||||
85,729 | ||||||||
|
|
|||||||
Airlines - 0.19% |
||||||||
130,000 | Delta Air Lines, Inc. |
|||||||
3.625%, 03/15/2022 |
133,597 | |||||||
130,000 | Southwest Airlines Co. |
|||||||
2.650%, 11/05/2020 |
131,650 | |||||||
|
|
|||||||
265,247 | ||||||||
|
|
|||||||
Automobiles - 0.12% |
||||||||
85,000 | Ford Motor Co. |
|||||||
5.291%, 12/08/2046 |
87,563 | |||||||
General Motors Co. |
||||||||
15,000 | 6.250%, 10/02/2043 |
16,718 | ||||||
55,000 | 6.750%, 04/01/2046 |
65,456 | ||||||
|
|
|||||||
169,737 | ||||||||
|
|
|||||||
Banks - 5.68% |
||||||||
Bank of America Corp. |
||||||||
20,000 | 2.625%, 04/19/2021 |
20,107 | ||||||
95,000 | 2.503%, 10/21/2022 |
93,901 | ||||||
545,000 | 3.124%, 01/20/2023 (a) |
551,565 | ||||||
190,000 | 4.100%, 07/24/2023 |
201,408 | ||||||
125,000 | 4.000%, 01/22/2025 (d) |
127,300 | ||||||
85,000 | 4.183%, 11/25/2027 |
86,619 | ||||||
85,000 | 3.705%, 04/24/2028 (a) |
85,728 | ||||||
100,000 | 6.110%, 01/29/2037 |
122,769 | ||||||
445,000 | 5.000%, 01/21/2044 |
504,987 | ||||||
405,000 | BB&T Corp. |
|||||||
2.750%, 04/01/2022 |
411,256 | |||||||
Citigroup, Inc. |
||||||||
55,000 | 2.279%, 05/17/2024 (a) |
54,996 | ||||||
360,000 | 3.700%, 01/12/2026 |
364,762 | ||||||
45,000 | 3.200%, 10/21/2026 |
43,816 |
235,000 | 4.300%, 11/20/2026 |
241,842 | ||||||
175,000 | 4.450%, 09/29/2027 |
182,097 | ||||||
325,000 | 3.887%, 01/10/2028 (a)(d) |
330,678 | ||||||
120,000 | Fifth Third Bancorp |
|||||||
2.875%, 07/27/2020 |
122,794 | |||||||
480,000 | HSBC Holdings Plc |
|||||||
3.262%, 03/13/2023 (a) |
489,413 | |||||||
JPMorgan Chase & Co. |
||||||||
15,000 | 2.295%, 08/15/2021 |
14,921 | ||||||
130,000 | 4.500%, 01/24/2022 |
140,858 | ||||||
80,000 | 2.543%, 10/24/2023 (a) |
81,272 | ||||||
80,000 | 3.220%, 03/01/2025 (a)(d) |
80,222 | ||||||
170,000 | 3.300%, 04/01/2026 (d) |
169,001 | ||||||
90,000 | 2.950%, 10/01/2026 |
86,963 | ||||||
65,000 | 4.250%, 10/01/2027 |
67,942 | ||||||
310,000 | 3.782%, 02/01/2028 (a) |
317,392 | ||||||
170,000 | KeyCorp |
|||||||
5.100%, 03/24/2021 (d) |
186,162 | |||||||
290,000 | PNC Funding Corp. |
|||||||
3.300%, 03/08/2022 |
300,831 | |||||||
250,000 | Royal Bank of Canada |
|||||||
2.125%, 03/02/2020 (d) |
250,528 | |||||||
100,000 | Santander Holdings USA, Inc. |
|||||||
3.700%, 03/28/2022 (Acquired 03/22/2017, Cost $99,842) (b) |
101,400 | |||||||
245,000 | Toronto-Dominion Bank |
|||||||
2.625%, 09/10/2018 |
247,741 | |||||||
625,000 | U.S. Bancorp |
|||||||
1.950%, 11/15/2018 |
628,333 | |||||||
Wells Fargo & Co. |
||||||||
195,000 | 2.150%, 01/30/2020 |
195,574 | ||||||
160,000 | 2.550%, 12/07/2020 |
161,914 | ||||||
120,000 | 3.000%, 04/22/2026 (d) |
117,333 | ||||||
135,000 | 3.000%, 10/23/2026 |
131,616 | ||||||
130,000 | 3.584%, 05/22/2028 (a) |
131,545 | ||||||
176,000 | 5.606%, 01/15/2044 |
209,761 | ||||||
35,000 | 4.900%, 11/17/2045 |
38,254 | ||||||
115,000 | 4.750%, 12/07/2046 |
123,082 | ||||||
|
|
|||||||
7,818,683 | ||||||||
|
|
|||||||
Beverages - 0.33% |
||||||||
150,000 | Anheuser-Busch InBev Worldwide, Inc. |
|||||||
8.200%, 01/15/2039 |
233,122 | |||||||
Constellation Brands, Inc. |
||||||||
10,000 | 2.700%, 05/09/2022 |
9,999 | ||||||
10,000 | 3.500%, 05/09/2027 |
10,012 | ||||||
5,000 | 4.500%, 05/09/2047 |
5,168 | ||||||
200,000 | Molson Coors Brewing Co. |
|||||||
3.000%, 07/15/2026 |
192,745 | |||||||
|
|
|||||||
451,046 | ||||||||
|
|
|||||||
Biotechnology - 0.60% |
||||||||
AbbVie, Inc. |
||||||||
155,000 | 2.900%, 11/06/2022 |
156,650 | ||||||
180,000 | 4.300%, 05/14/2036 |
183,768 | ||||||
Amgen, Inc. |
||||||||
85,000 | 2.200%, 05/11/2020 |
85,488 | ||||||
125,000 | 4.400%, 05/01/2045 |
128,908 | ||||||
115,000 | Celgene Corp. |
|||||||
5.250%, 08/15/2043 |
129,372 | |||||||
95,000 | Genzyme Corp. |
|||||||
5.000%, 06/15/2020 |
102,689 | |||||||
35,000 | Gilead Sciences, Inc. |
|||||||
2.500%, 09/01/2023 |
34,511 | |||||||
|
|
|||||||
821,386 | ||||||||
|
|
|||||||
Building Products - 0.18% |
||||||||
250,000 | LYB International Finance II BV |
|||||||
3.500%, 03/02/2027 |
246,936 | |||||||
|
|
|||||||
Capital Markets - 4.00% |
||||||||
545,000 | Bear Stearns Companies, Inc. |
|||||||
7.250%, 02/01/2018 |
562,142 | |||||||
245,000 | CBOE Holdings, Inc. |
|||||||
3.650%, 01/12/2027 |
247,591 | |||||||
300,000 | Delphi Corp. |
|||||||
4.150%, 03/15/2024 |
315,488 | |||||||
155,000 | Intercontinental Exchange, Inc. |
|||||||
2.750%, 12/01/2020 |
158,042 | |||||||
Morgan Stanley |
||||||||
150,000 | 5.950%, 12/28/2017 |
153,079 | ||||||
75,000 | 2.625%, 11/17/2021 |
74,936 | ||||||
35,000 | 2.750%, 05/19/2022 |
35,016 | ||||||
10,000 | 4.875%, 11/01/2022 |
10,870 | ||||||
350,000 | 3.700%, 10/23/2024 |
359,534 | ||||||
540,000 | 3.125%, 07/27/2026 |
525,628 | ||||||
135,000 | 4.350%, 09/08/2026 |
140,616 | ||||||
50,000 | 3.950%, 04/23/2027 (d) |
50,553 | ||||||
20,000 | Nasdaq, Inc. |
|||||||
3.850%, 06/30/2026 |
20,331 | |||||||
210,000 | Raymond James Financial, Inc. |
|||||||
3.625%, 09/15/2026 |
210,599 | |||||||
130,000 | State Street Corp. |
|||||||
2.550%, 08/18/2020 |
132,501 | |||||||
The Bank of New York Mellon Corp. |
||||||||
410,000 | 2.200%, 03/04/2019 |
412,887 | ||||||
155,000 | 2.661%, 05/16/2023 (a) |
155,597 | ||||||
320,000 | 3.250%, 05/16/2027 |
323,238 | ||||||
The Goldman Sachs Group, Inc. |
||||||||
95,000 | 2.750%, 09/15/2020 |
96,216 | ||||||
80,000 | 2.600%, 12/27/2020 |
80,474 | ||||||
305,000 | 2.875%, 02/25/2021 |
308,529 | ||||||
50,000 | 2.350%, 11/15/2021 |
49,378 | ||||||
390,000 | 2.908%, 06/05/2023 (a) |
389,669 | ||||||
155,000 | 4.000%, 03/03/2024 |
162,399 | ||||||
140,000 | 3.500%, 01/23/2025 |
141,657 | ||||||
140,000 | 6.750%, 10/01/2037 |
182,058 | ||||||
40,000 | 6.250%, 02/01/2041 |
52,359 | ||||||
115,000 | 5.150%, 05/22/2045 |
128,033 | ||||||
5,000 | 4.750%, 10/21/2045 |
5,546 | ||||||
25,000 | Willis North America, Inc. |
|||||||
3.600%, 05/15/2024 |
25,289 | |||||||
|
|
|||||||
5,510,255 | ||||||||
|
|
Chemicals - 0.47% |
||||||||
200,000 | E. I. du Pont Nemours and Co. |
|||||||
2.200%, 05/01/2020 |
201,167 | |||||||
185,000 | Potash Corp. of Saskatchewan, Inc. |
|||||||
4.000%, 12/15/2026 (d) |
191,122 | |||||||
225,000 | The Dow Chemical Co. |
|||||||
3.500%, 10/01/2024 |
231,438 | |||||||
20,000 | The Sherwin-Williams Co. |
|||||||
3.125%, 06/01/2024 |
20,132 | |||||||
|
|
|||||||
643,859 | ||||||||
|
|
|||||||
Commercial Services & Supplies - 0.05% |
||||||||
55,000 | ERAC USA Finance LLC |
|||||||
7.000%, 10/15/2037 (Acquired 10/09/2015, Cost $66,965) (b) |
71,610 | |||||||
|
|
|||||||
Communications Equipment - 0.09% |
||||||||
120,000 | QUALCOMM, Inc. |
|||||||
3.000%, 05/20/2022 |
123,148 | |||||||
|
|
|||||||
Consumer Finance - 1.67% |
||||||||
217,000 | American Express Co. |
|||||||
4.050%, 12/03/2042 |
223,069 | |||||||
American Express Credit Corp. |
||||||||
250,000 | 2.125%, 03/18/2019 |
251,261 | ||||||
125,000 | 1.875%, 05/03/2019 |
125,024 | ||||||
90,000 | 2.200%, 03/03/2020 |
90,462 | ||||||
Capital One Financial Corp. |
||||||||
285,000 | 2.450%, 04/24/2019 |
286,644 | ||||||
60,000 | 3.050%, 03/09/2022 |
60,536 | ||||||
40,000 | 4.200%, 10/29/2025 |
40,403 | ||||||
180,000 | Ford Motor Credit Co. LLC |
|||||||
3.810%, 01/09/2024 |
182,509 | |||||||
255,000 | John Deere Capital Corp. |
|||||||
1.950%, 06/22/2020 |
255,775 | |||||||
125,000 | NiSource Finance Corp. |
|||||||
3.490%, 05/15/2027 |
126,116 | |||||||
PACCAR Financial Corp. |
||||||||
140,000 | 1.300%, 05/10/2019 |
138,924 | ||||||
165,000 | 2.200%, 09/15/2019 |
166,184 | ||||||
Toyota Motor Credit Corp. |
||||||||
275,000 | 2.125%, 07/18/2019 |
276,991 | ||||||
70,000 | 2.600%, 01/11/2022 |
70,783 | ||||||
|
|
|||||||
2,294,681 | ||||||||
|
|
|||||||
Diversified Financial Services - 2.01% |
||||||||
American Honda Finance Corp. |
||||||||
290,000 | 1.700%, 02/22/2019 |
290,395 | ||||||
95,000 | 1.700%, 09/09/2021 |
93,131 | ||||||
Anheuser-Busch InBev Finance, Inc. |
||||||||
40,000 | 1.900%, 02/01/2019 |
40,105 | ||||||
265,000 | 2.650%, 02/01/2021 |
268,776 | ||||||
410,000 | 3.650%, 02/01/2026 (d) |
423,167 | ||||||
120,000 | 4.700%, 02/01/2036 |
132,488 | ||||||
215,000 | 4.900%, 02/01/2046 |
243,628 | ||||||
65,000 | BAT International Finance Plc |
|||||||
2.750%, 06/15/2020 (Acquired 06/10/2015, Cost $64,897) (b) |
65,896 | |||||||
175,000 | Daimler Finance North America LLC |
|||||||
2.450%, 05/18/2020 (Acquired 05/11/2015, Cost $174,657) (b) |
176,113 | |||||||
160,000 | General Motors Financial Co, Inc. |
|||||||
3.150%, 06/30/2022 |
160,428 | |||||||
90,000 | General Motors Financial Co., Inc. |
|||||||
4.300%, 07/13/2025 |
91,947 | |||||||
200,000 | Hutchison Whampoa International Ltd. |
|||||||
1.625%, 10/31/2017 (Acquired 10/28/2014, Cost $199,540) (b) |
199,642 | |||||||
30,000 | Kinder Morgan Finance Co. LLC |
|||||||
6.000%, 01/15/2018 (Acquired 01/08/2015, Cost $30,493) (b) |
30,627 | |||||||
Shell International Finance BV |
||||||||
320,000 | 1.625%, 11/10/2018 |
320,417 | ||||||
50,000 | 4.375%, 05/11/2045 |
52,455 | ||||||
180,000 | 4.000%, 05/10/2046 |
178,187 | ||||||
|
|
|||||||
2,767,402 | ||||||||
|
|
|||||||
Diversified Telecommunication Services - 1.07% |
||||||||
AT&T, Inc. |
||||||||
175,000 | 4.450%, 04/01/2024 |
184,482 | ||||||
235,000 | 4.500%, 05/15/2035 |
231,894 | ||||||
125,000 | 6.350%, 03/15/2040 |
147,325 | ||||||
175,000 | 4.750%, 05/15/2046 |
172,272 | ||||||
215,000 | TELUS Corp. |
|||||||
2.800%, 02/16/2027 |
203,059 | |||||||
Verizon Communications, Inc. |
||||||||
385,000 | 4.125%, 03/16/2027 |
398,413 | ||||||
20,000 | 4.812%, 03/15/2039 |
20,284 | ||||||
105,000 | 4.862%, 08/21/2046 |
105,426 | ||||||
5,000 | 4.672%, 03/15/2055 |
4,701 | ||||||
|
|
|||||||
1,467,856 | ||||||||
|
|
|||||||
Electric Utilities - 2.29% |
||||||||
90,000 | Alabama Power Co. |
|||||||
2.450%, 03/30/2022 |
90,367 | |||||||
190,000 | Consolidated Edison Company of New York, Inc. |
|||||||
4.625%, 12/01/2054 |
210,262 | |||||||
45,000 | Duke Energy Carolinas LLC |
|||||||
2.500%, 03/15/2023 |
45,127 | |||||||
375,000 | Duke Energy Corp. |
|||||||
3.550%, 09/15/2021 |
390,585 | |||||||
60,000 | Duke Energy Florida LLC |
|||||||
3.400%, 10/01/2046 |
55,941 | |||||||
60,000 | Duke Energy Indiana, Inc. |
|||||||
4.900%, 07/15/2043 |
69,696 | |||||||
235,000 | Duke Energy Progress LLC |
|||||||
4.150%, 12/01/2044 |
246,608 | |||||||
Edison International |
||||||||
35,000 | 3.750%, 09/15/2017 |
35,156 | ||||||
160,000 | 2.950%, 03/15/2023 |
161,773 | ||||||
Emera US Finance LP |
||||||||
15,000 | 2.700%, 06/15/2021 |
15,036 | ||||||
20,000 | 4.750%, 06/15/2046 |
21,191 | ||||||
65,000 | Exelon Corp. |
|||||||
2.450%, 04/15/2021 |
64,879 | |||||||
70,000 | FirstEnergy Corp. |
|||||||
3.900%, 07/15/2027 |
70,366 |
Fortis, Inc. |
||||||||
30,000 | 2.100%, 10/04/2021 |
29,413 | ||||||
40,000 | 3.055%, 10/04/2026 |
38,677 | ||||||
Georgia Power Co. |
||||||||
120,000 | 1.950%, 12/01/2018 |
120,166 | ||||||
85,000 | 2.400%, 04/01/2021 |
85,226 | ||||||
Great Plains Energy, Inc. |
||||||||
30,000 | 3.150%, 04/01/2022 |
30,350 | ||||||
25,000 | 3.900%, 04/01/2027 |
25,340 | ||||||
245,000 | MidAmerican Energy Co. |
|||||||
3.100%, 05/01/2027 |
246,978 | |||||||
30,000 | NextEra Energy Capital Holdings, Inc. |
|||||||
1.649%, 09/01/2018 |
29,918 | |||||||
100,000 | Northeast Utilities |
|||||||
2.800%, 05/01/2023 |
100,400 | |||||||
20,000 | Oncor Electric Delivery Co. LLC |
|||||||
7.000%, 09/01/2022 |
24,103 | |||||||
Pacific Gas & Electric Co. |
||||||||
45,000 | 4.750%, 02/15/2044 |
51,335 | ||||||
225,000 | 4.250%, 03/15/2046 |
239,966 | ||||||
110,000 | Progress Energy, Inc. |
|||||||
3.150%, 04/01/2022 |
112,411 | |||||||
41,000 | South Carolina Electric & Gas Co. |
|||||||
5.100%, 06/01/2065 |
45,420 | |||||||
The Southern Co. |
||||||||
30,000 | 1.850%, 07/01/2019 |
29,898 | ||||||
155,000 | 2.150%, 09/01/2019 |
155,148 | ||||||
20,000 | 2.950%, 07/01/2023 |
19,899 | ||||||
25,000 | 4.400%, 07/01/2046 |
25,558 | ||||||
245,000 | Union Electric Co. |
|||||||
6.700%, 02/01/2019 |
262,922 | |||||||
|
|
|||||||
3,150,115 | ||||||||
|
|
|||||||
Food & Staples Retailing - 0.62% |
||||||||
335,000 | Costco Wholesale Corp. |
|||||||
2.150%, 05/18/2021 |
335,237 | |||||||
CVS Health Corp. |
||||||||
220,000 | 2.125%, 06/01/2021 |
217,520 | ||||||
59,000 | 3.875%, 07/20/2025 |
61,448 | ||||||
55,000 | 2.875%, 06/01/2026 (d) |
53,403 | ||||||
90,000 | 5.125%, 07/20/2045 (d) |
103,578 | ||||||
40,000 | Sysco Corp. |
|||||||
2.500%, 07/15/2021 |
40,146 | |||||||
5,000 | The Kroger Co. |
|||||||
3.875%, 10/15/2046 |
4,424 | |||||||
25,000 | Wal-Mart Stores, Inc. |
|||||||
6.500%, 08/15/2037 |
35,281 | |||||||
|
|
|||||||
851,037 | ||||||||
|
|
|||||||
Food Products - 0.37% |
||||||||
Kraft Heinz Foods Co. |
||||||||
55,000 | 2.000%, 07/02/2018 |
55,153 | ||||||
40,000 | 2.800%, 07/02/2020 |
40,626 | ||||||
175,000 | 3.500%, 07/15/2022 |
180,624 | ||||||
185,000 | 5.000%, 07/15/2035 |
200,649 | ||||||
35,000 | 4.375%, 06/01/2046 |
34,416 | ||||||
|
|
|||||||
511,468 | ||||||||
|
|
|||||||
Gas Utilities - 0.12% |
||||||||
160,000 | Atmos Energy Corp. |
|||||||
3.000%, 06/15/2027 |
159,140 | |||||||
10,000 | Southern Co. Gas Capital Corp. |
|||||||
2.450%, 10/01/2023 |
9,715 | |||||||
|
|
|||||||
168,855 | ||||||||
|
|
|||||||
Health Care Equipment & Supplies - 0.88% |
||||||||
Abbott Laboratories |
||||||||
180,000 | 2.350%, 11/22/2019 |
181,458 | ||||||
75,000 | 2.800%, 09/15/2020 |
76,228 | ||||||
115,000 | 4.900%, 11/30/2046 |
127,175 | ||||||
Becton Dickinson and Co. |
||||||||
205,000 | 3.125%, 11/08/2021 |
209,021 | ||||||
100,000 | 3.363%, 06/06/2024 |
100,379 | ||||||
Medtronic, Inc. |
||||||||
46,000 | 4.375%, 03/15/2035 |
50,339 | ||||||
10,000 | 4.625%, 03/15/2045 (d) |
11,282 | ||||||
Shire Acquisitions Investments Ireland Designated Activity Co. |
||||||||
70,000 | 2.400%, 09/23/2021 |
69,252 | ||||||
125,000 | 2.875%, 09/23/2023 |
124,072 | ||||||
260,000 | Zimmer Biomet Holdings, Inc. |
|||||||
3.550%, 04/01/2025 |
263,052 | |||||||
|
|
|||||||
1,212,258 | ||||||||
|
|
|||||||
Health Care Providers & Services - 1.18% |
||||||||
90,000 | Anthem, Inc. |
|||||||
5.850%, 01/15/2036 |
108,639 | |||||||
Cardinal Health, Inc. |
||||||||
20,000 | 1.950%, 06/15/2018 |
20,058 | ||||||
135,000 | 2.616%, 06/15/2022 |
135,278 | ||||||
280,000 | 3.200%, 03/15/2023 |
285,886 | ||||||
10,000 | 4.368%, 06/15/2047 |
10,376 | ||||||
Catholic Health Initiatives |
||||||||
45,000 | 1.600%, 11/01/2017 |
45,011 | ||||||
95,000 | 2.600%, 08/01/2018 |
95,527 | ||||||
275,000 | Humana, Inc. |
|||||||
3.150%, 12/01/2022 |
280,072 | |||||||
80,000 | Kaiser Foundation Hospitals |
|||||||
4.150%, 05/01/2047 |
83,105 | |||||||
UnitedHealth Group, Inc. |
||||||||
55,000 | 1.700%, 02/15/2019 |
54,976 | ||||||
240,000 | 1.625%, 03/15/2019 |
238,536 | ||||||
70,000 | 3.350%, 07/15/2022 |
73,132 | ||||||
135,000 | 3.950%, 10/15/2042 |
137,148 | ||||||
40,000 | 4.750%, 07/15/2045 |
46,059 | ||||||
10,000 | 4.250%, 04/15/2047 |
10,688 | ||||||
|
|
|||||||
1,624,491 | ||||||||
|
|
|||||||
Hotels, Restaurants & Leisure - 0.21% |
||||||||
McDonald’s Corp. |
||||||||
240,000 | 3.700%, 01/30/2026 |
248,993 | ||||||
20,000 | 4.600%, 05/26/2045 |
21,649 | ||||||
15,000 | 4.875%, 12/09/2045 |
16,790 | ||||||
|
|
|||||||
287,432 | ||||||||
|
|
Household Durables - 0.09% |
||||||||
105,000 | Newell Rubbermaid, Inc. |
|||||||
5.500%, 04/01/2046 |
126,718 | |||||||
|
|
|||||||
Independent Power and Renewable Electricity Producers - 0.27% |
||||||||
Southern Power Co. |
||||||||
180,000 | 4.150%, 12/01/2025 |
188,299 | ||||||
180,000 | 4.950%, 12/15/2046 |
186,599 | ||||||
|
|
|||||||
374,898 | ||||||||
|
|
|||||||
Insurance - 1.12% |
||||||||
American International Group, Inc. |
||||||||
105,000 | 4.125%, 02/15/2024 |
111,020 | ||||||
120,000 | 4.500%, 07/16/2044 |
122,499 | ||||||
140,000 | Chubb INA Holdings, Inc. |
|||||||
3.350%, 05/03/2026 (d) |
143,353 | |||||||
265,000 | CNA Financial Corp. |
|||||||
7.350%, 11/15/2019 |
296,296 | |||||||
235,000 | Liberty Mutual Group, Inc. |
|||||||
4.250%, 06/15/2023 (Acquired 11/18/2016, Cost $246,672) (b) |
250,342 | |||||||
70,000 | Marsh & McLennan Cos., Inc. |
|||||||
4.050%, 10/15/2023 |
74,499 | |||||||
13,000 | Massachusetts Mutual Life Insurance Co. |
|||||||
8.875%, 06/01/2039 (Acquired 04/06/2016, Cost $18,890) (b) |
21,340 | |||||||
New York Life Global Funding |
||||||||
130,000 | 1.950%, 02/11/2020 (Acquired 02/04/2015, Cost $129,976) (b) |
129,776 | ||||||
40,000 | 2.000%, 04/13/2021 (Acquired 04/06/2016, Cost $39,941) (b) |
39,667 | ||||||
160,000 | The Travelers Cos., Inc. |
|||||||
4.000%, 05/30/2047 |
164,102 | |||||||
180,000 | Trinity Acquisition Plc |
|||||||
4.400%, 03/15/2026 |
188,290 | |||||||
|
|
|||||||
1,541,184 | ||||||||
|
|
|||||||
Internet & Direct Marketing Retail - 0.05% |
||||||||
60,000 | Amazon.com, Inc. |
|||||||
4.950%, 12/05/2044 |
70,989 | |||||||
|
|
|||||||
Internet Software & Services - 0.12% |
||||||||
165,000 | eBay, Inc. |
|||||||
2.150%, 06/05/2020 |
165,120 | |||||||
|
|
|||||||
IT Services - 0.60% |
||||||||
205,000 | Broadridge Financial Solutions, Inc. |
|||||||
3.400%, 06/27/2026 |
202,222 | |||||||
230,000 | MasterCard, Inc. |
|||||||
3.375%, 04/01/2024 |
240,097 | |||||||
Visa, Inc. |
||||||||
165,000 | 2.800%, 12/14/2022 |
168,115 | ||||||
160,000 | 3.150%, 12/14/2025 |
162,618 | ||||||
45,000 | 4.300%, 12/14/2045 |
49,479 | ||||||
|
|
|||||||
822,531 | ||||||||
|
|
|||||||
Life Sciences Tools & Services - 0.05% |
||||||||
Thermo Fisher Scientific, Inc. |
||||||||
55,000 | 3.000%, 04/15/2023 |
55,518 | ||||||
10,000 | 2.950%, 09/19/2026 |
9,743 | ||||||
|
|
|||||||
65,261 | ||||||||
|
|
|||||||
Machinery - 0.45% |
||||||||
Eaton Corp. |
||||||||
80,000 | 5.600%, 05/15/2018 |
82,694 | ||||||
230,000 | 2.750%, 11/02/2022 |
231,538 | ||||||
35,000 | Fortive Corp. |
|||||||
2.350%, 06/15/2021 |
34,830 | |||||||
265,000 | Stanley Black & Decker, Inc. |
|||||||
2.451%, 11/17/2018 |
267,670 | |||||||
|
|
|||||||
616,732 | ||||||||
|
|
|||||||
Media - 1.68% |
||||||||
21st Century Fox America, Inc. |
||||||||
175,000 | 4.500%, 02/15/2021 |
187,686 | ||||||
10,000 | 3.375%, 11/15/2026 |
9,996 | ||||||
80,000 | 6.150%, 02/15/2041 |
101,319 | ||||||
10,000 | 4.950%, 10/15/2045 |
10,867 | ||||||
10,000 | CBS Corp. |
|||||||
4.000%, 01/15/2026 |
10,366 | |||||||
Charter Communications Operating LLC / Charter Communications Operating Capital |
||||||||
15,000 | 3.579%, 07/23/2020 |
15,512 | ||||||
115,000 | 4.464%, 07/23/2022 |
122,663 | ||||||
5,000 | 4.908%, 07/23/2025 |
5,410 | ||||||
230,000 | 3.750%, 02/15/2028 (Acquired 06/27/2017, Cost $228,082) (b) |
227,097 | ||||||
80,000 | 6.484%, 10/23/2045 |
96,356 | ||||||
Comcast Corp. |
||||||||
345,000 | 5.875%, 02/15/2018 |
354,095 | ||||||
15,000 | 3.375%, 08/15/2025 (d) |
15,404 | ||||||
295,000 | 3.150%, 03/01/2026 |
296,852 | ||||||
50,000 | 4.750%, 03/01/2044 |
55,770 | ||||||
50,000 | 3.400%, 07/15/2046 |
45,652 | ||||||
Cox Communications, Inc. |
||||||||
50,000 | 3.250%, 12/15/2022 (Acquired 09/17/2015 and 10/06/2015, Cost $47,493) (b)(d) |
49,957 | ||||||
140,000 | 2.950%, 06/30/2023 (Acquired 04/24/2013, Cost $139,384) (b)(d) |
136,735 | ||||||
5,000 | 3.350%, 09/15/2026 (Acquired 09/08/2016, Cost $4,992) (b) |
4,919 | ||||||
Discovery Communications, LLC |
||||||||
30,000 | 3.800%, 03/13/2024 |
30,378 | ||||||
35,000 | 3.450%, 03/15/2025 |
34,126 | ||||||
10,000 | 4.900%, 03/11/2026 |
10,618 | ||||||
320,000 | The Walt Disney Co. |
|||||||
1.800%, 06/05/2020 |
319,446 | |||||||
Time Warner Cable, Inc. |
||||||||
45,000 | 5.500%, 09/01/2041 |
48,524 | ||||||
50,000 | 4.500%, 09/15/2042 |
47,750 | ||||||
60,000 | Time Warner, Inc. |
|||||||
2.950%, 07/15/2026 |
56,715 | |||||||
25,000 | Viacom, Inc. |
|||||||
4.375%, 03/15/2043 |
22,304 | |||||||
|
|
|||||||
2,316,517 | ||||||||
|
|
|||||||
Metals & Mining - 0.54% |
||||||||
National Rural Utilities Cooperative Finance Corp. |
||||||||
190,000 | 1.650%, 02/08/2019 |
189,613 | ||||||
170,000 | 2.950%, 02/07/2024 |
171,757 | ||||||
Nucor Corp. |
||||||||
105,000 | 4.125%, 09/15/2022 |
112,461 | ||||||
125,000 | 4.000%, 08/01/2023 |
132,292 | ||||||
95,000 | Rio Tinto Finance USA Ltd. |
|||||||
3.750%, 06/15/2025 |
100,091 |
Vale Overseas Ltd. |
||||||||
15,000 | 6.250%, 08/10/2026 |
16,219 | ||||||
15,000 | 6.875%, 11/10/2039 |
16,162 | ||||||
|
|
|||||||
738,595 | ||||||||
|
|
|||||||
Multi-Utilities - 0.87% |
||||||||
105,000 | Berkshire Hathaway Energy Co. |
|||||||
6.125%, 04/01/2036 |
135,303 | |||||||
285,000 | Delmarva Power & Light Co. |
|||||||
3.500%, 11/15/2023 |
298,009 | |||||||
Dominion Energy, Inc. |
||||||||
240,000 | 1.400%, 09/15/2017 |
240,001 | ||||||
160,000 | 2.579%, 07/01/2020 (a) |
160,941 | ||||||
35,000 | 2.850%, 08/15/2026 |
33,429 | ||||||
60,000 | DTE Energy Co. |
|||||||
1.500%, 10/01/2019 |
59,134 | |||||||
270,000 | WEC Energy Group, Inc. |
|||||||
3.550%, 06/15/2025 |
278,888 | |||||||
|
|
|||||||
1,205,705 | ||||||||
|
|
|||||||
Oil, Gas & Consumable Fuels - 3.13% |
||||||||
Anadarko Petroleum Corp. |
||||||||
50,000 | 8.700%, 03/15/2019 |
55,168 | ||||||
15,000 | 6.950%, 06/15/2019 |
16,267 | ||||||
20,000 | 3.450%, 07/15/2024 |
19,567 | ||||||
45,000 | 4.500%, 07/15/2044 |
41,393 | ||||||
50,000 | 6.600%, 03/15/2046 |
61,971 | ||||||
5,000 | Apache Corp. |
|||||||
4.250%, 01/15/2044 |
4,701 | |||||||
BP Capital Markets Plc |
||||||||
20,000 | 2.521%, 01/15/2020 |
20,286 | ||||||
50,000 | 2.112%, 09/16/2021 |
49,587 | ||||||
50,000 | 3.062%, 03/17/2022 |
51,142 | ||||||
60,000 | 3.588%, 04/14/2027 |
60,952 | ||||||
170,000 | Buckeye Partners LP |
|||||||
4.875%, 02/01/2021 |
180,116 | |||||||
Canadian Natural Resources Ltd. |
||||||||
80,000 | 3.800%, 04/15/2024 |
81,079 | ||||||
170,000 | 3.900%, 02/01/2025 (d) |
171,320 | ||||||
25,000 | 3.850%, 06/01/2027 |
24,848 | ||||||
30,000 | 6.500%, 02/15/2037 |
35,729 | ||||||
10,000 | 6.250%, 03/15/2038 (d) |
11,691 | ||||||
20,000 | Cenovus Energy, Inc. |
|||||||
4.250%, 04/15/2027 (Acquired 04/20/2017, Cost $19,974) (b)(d) |
19,090 | |||||||
160,000 | Chevron Corp. |
|||||||
1.790%, 11/16/2018 |
160,522 | |||||||
225,000 | Columbia Pipeline Group, Inc. |
|||||||
4.500%, 06/01/2025 |
239,898 | |||||||
70,000 | ConocoPhillips Co. |
|||||||
4.950%, 03/15/2026 |
78,096 | |||||||
35,000 | Devon Energy Corp. |
|||||||
3.250%, 05/15/2022 |
34,823 | |||||||
20,000 | Devon Financing Co. LLC |
|||||||
7.875%, 09/30/2031 |
26,014 | |||||||
25,000 | Enbridge, Inc. |
|||||||
3.700%, 07/15/2027 |
25,034 | |||||||
50,000 | Encana Corp. |
|||||||
3.900%, 11/15/2021 (d) |
51,012 | |||||||
Energy Transfer LP |
||||||||
25,000 | 3.600%, 02/01/2023 |
25,146 | ||||||
10,000 | 5.950%, 10/01/2043 |
10,630 | ||||||
105,000 | 5.300%, 04/15/2047 |
104,267 | ||||||
Enterprise Products Operating LLC |
||||||||
40,000 | 3.950%, 02/15/2027 |
41,425 | ||||||
155,000 | 6.125%, 10/15/2039 |
186,414 | ||||||
145,000 | EOG Resources, Inc. |
|||||||
4.150%, 01/15/2026 |
152,616 | |||||||
Hess Corp. |
||||||||
45,000 | 5.600%, 02/15/2041 |
44,381 | ||||||
60,000 | 5.800%, 04/01/2047 |
60,713 | ||||||
270,000 | Husky Energy, Inc. |
|||||||
3.950%, 04/15/2022 |
279,384 | |||||||
75,000 | Kinder Morgan, Inc. |
|||||||
5.550%, 06/01/2045 |
79,766 | |||||||
20,000 | Magellan Midstream Partners LP |
|||||||
5.000%, 03/01/2026 |
22,094 | |||||||
Marathon Oil Corp. |
||||||||
35,000 | 2.700%, 06/01/2020 |
34,715 | ||||||
30,000 | 2.800%, 11/01/2022 |
28,798 | ||||||
15,000 | 3.850%, 06/01/2025 (d) |
14,666 | ||||||
175,000 | Marathon Petroleum Corp. |
|||||||
3.625%, 09/15/2024 |
177,097 | |||||||
MPLX LP |
||||||||
180,000 | 4.875%, 12/01/2024 |
192,200 | ||||||
25,000 | 4.125%, 03/01/2027 |
25,134 | ||||||
100,000 | 5.200%, 03/01/2047 |
103,378 | ||||||
Petroleos Mexicanos |
||||||||
45,000 | 6.375%, 02/04/2021 |
48,816 | ||||||
45,000 | 5.500%, 06/27/2044 |
40,005 | ||||||
42,000 | 6.750%, 09/21/2047 |
42,520 | ||||||
120,000 | Phillips 66 |
|||||||
4.300%, 04/01/2022 |
128,723 | |||||||
115,000 | Phillips 66 Partners LP |
|||||||
3.550%, 10/01/2026 |
111,918 | |||||||
Pioneer Natural Resources Co. |
||||||||
95,000 | 3.450%, 01/15/2021 |
97,683 | ||||||
35,000 | 4.450%, 01/15/2026 |
36,929 | ||||||
25,000 | Plains All American Pipeline LP |
|||||||
4.500%, 12/15/2026 |
25,331 | |||||||
Regency Energy Partners LP |
||||||||
15,000 | 5.875%, 03/01/2022 |
16,540 | ||||||
30,000 | 4.500%, 11/01/2023 |
31,170 | ||||||
130,000 | Spectra Energy Partners LP |
|||||||
3.375%, 10/15/2026 (d) |
127,321 | |||||||
55,000 | Statoil ASA |
|||||||
3.950%, 05/15/2043 |
53,956 | |||||||
Sunoco Logistics Partners Operations LP |
||||||||
125,000 | 4.250%, 04/01/2024 |
126,608 | ||||||
5,000 | 3.900%, 07/15/2026 |
4,915 |
95,000 | TC PipeLines, LP |
|||||||
3.900%, 05/25/2027 |
94,985 | |||||||
90,000 | Valero Energy Corp. |
|||||||
3.400%, 09/15/2026 |
88,214 | |||||||
125,000 | Williams Partners LP |
|||||||
3.600%, 03/15/2022 |
127,840 | |||||||
|
|
|||||||
4,306,604 | ||||||||
|
|
|||||||
Pharmaceuticals - 1.03% |
||||||||
Allergan Funding SCS |
||||||||
150,000 | 2.350%, 03/12/2018 |
150,652 | ||||||
15,000 | 3.000%, 03/12/2020 |
15,328 | ||||||
55,000 | 3.450%, 03/15/2022 |
56,754 | ||||||
35,000 | 4.550%, 03/15/2035 |
37,469 | ||||||
115,000 | Baxalta, Inc. |
|||||||
4.000%, 06/23/2025 |
120,146 | |||||||
EMD Finance LLC |
||||||||
50,000 | 2.950%, 03/19/2022 (Acquired 03/16/2015, Cost $49,912) (b) |
50,941 | ||||||
85,000 | 3.250%, 03/19/2025 (Acquired 10/13/2015, Cost $83,294) (b) |
85,440 | ||||||
Johnson & Johnson |
||||||||
10,000 | 3.550%, 03/01/2036 |
10,328 | ||||||
55,000 | 3.625%, 03/03/2037 |
57,633 | ||||||
Mylan NV |
||||||||
55,000 | 3.000%, 12/15/2018 |
55,762 | ||||||
60,000 | 3.750%, 12/15/2020 |
62,414 | ||||||
5,000 | 3.150%, 06/15/2021 |
5,091 | ||||||
Sanofi-Aventis SA |
||||||||
70,000 | 1.250%, 04/10/2018 |
69,928 | ||||||
210,000 | 4.000%, 03/29/2021 |
223,477 | ||||||
Teva Pharmaceutical Finance Netherlands III BV |
||||||||
85,000 | 1.700%, 07/19/2019 |
84,282 | ||||||
120,000 | 2.200%, 07/21/2021 |
117,912 | ||||||
225,000 | 3.150%, 10/01/2026 (d) |
214,100 | ||||||
|
|
|||||||
1,417,657 | ||||||||
|
|
|||||||
Real Estate Management & Development - 1.22% |
||||||||
American Tower Corp. |
||||||||
25,000 | 3.450%, 09/15/2021 |
25,806 | ||||||
15,000 | 2.250%, 01/15/2022 |
14,642 | ||||||
320,000 | Boston Properties LP |
|||||||
3.650%, 02/01/2026 |
324,401 | |||||||
90,000 | Brandywine Operating Partnership LP |
|||||||
4.100%, 10/01/2024 |
90,446 | |||||||
180,000 | Crown Castle International Corp. |
|||||||
3.400%, 02/15/2021 |
184,986 | |||||||
170,000 | ERP Operating LP |
|||||||
3.000%, 04/15/2023 |
170,936 | |||||||
495,000 | Simon Property Group LP |
|||||||
2.200%, 02/01/2019 |
498,218 | |||||||
Ventas Realty LP |
||||||||
60,000 | 2.700%, 04/01/2020 |
60,559 | ||||||
125,000 | 5.700%, 09/30/2043 |
146,390 | ||||||
160,000 | Vornado Realty LP |
|||||||
2.500%, 06/30/2019 |
161,338 | |||||||
|
|
|||||||
1,677,722 | ||||||||
|
|
|||||||
Road & Rail - 0.55% |
||||||||
Burlington Northern Santa Fe, LLC |
||||||||
135,000 | 3.650%, 09/01/2025 |
142,225 | ||||||
10,000 | 3.250%, 06/15/2027 |
10,229 | ||||||
20,000 | 3.900%, 08/01/2046 |
20,393 | ||||||
45,000 | 4.125%, 06/15/2047 |
47,443 | ||||||
110,000 | CSX Corp. |
|||||||
3.250%, 06/01/2027 |
110,929 | |||||||
100,000 | Norfolk Southern Corp. |
|||||||
3.150%, 06/01/2027 |
99,861 | |||||||
105,000 | Penske Truck Leasing Co., LP |
|||||||
4.875%, 07/11/2022 (Acquired 07/16/2013 and 10/14/2015, Cost $109,012) (b)(d) |
114,833 | |||||||
100,000 | Ryder Systems, Inc. |
|||||||
2.450%, 09/03/2019 |
100,960 | |||||||
110,000 | Union Pacific Corp. |
|||||||
3.375%, 02/01/2035 |
109,001 | |||||||
|
|
|||||||
755,874 | ||||||||
|
|
|||||||
Semiconductors & Semiconductor Equipment - 1.01% |
||||||||
200,000 | Analog Devices, Inc. |
|||||||
3.900%, 12/15/2025 |
208,251 | |||||||
Applied Materials, Inc. |
||||||||
15,000 | 3.300%, 04/01/2027 |
15,262 | ||||||
10,000 | 4.350%, 04/01/2047 |
10,641 | ||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. |
||||||||
80,000 | 2.375%, 01/15/2020 (Acquired 01/11/2017, Cost $79,819) (b) |
80,165 | ||||||
175,000 | 3.000%, 01/15/2022 (Acquired 01/11/2017, Cost $174,286) (b) |
176,747 | ||||||
70,000 | 3.625%, 01/15/2024 (Acquired 01/11/2017, Cost $69,927) (b) |
71,711 | ||||||
Intel Corp. |
||||||||
30,000 | 1.700%, 05/19/2021 |
29,627 | ||||||
185,000 | 3.300%, 10/01/2021 |
193,559 | ||||||
75,000 | 2.350%, 05/11/2022 |
75,226 | ||||||
55,000 | 4.900%, 07/29/2045 |
64,057 | ||||||
10,000 | 4.100%, 05/19/2046 |
10,391 | ||||||
60,000 | Lam Research Corp. |
|||||||
2.800%, 06/15/2021 |
60,919 | |||||||
165,000 | Maxim Integrated Products, Inc. |
|||||||
3.450%, 06/15/2027 |
164,365 | |||||||
65,000 | Qualcomm, Inc. |
|||||||
2.100%, 05/20/2020 |
65,324 | |||||||
160,000 | Xilinx, Inc. |
|||||||
2.950%, 06/01/2024 |
160,578 | |||||||
|
|
|||||||
1,386,823 | ||||||||
|
|
|||||||
Software - 0.66% |
||||||||
160,000 | Autodesk, Inc. |
|||||||
3.500%, 06/15/2027 |
157,670 | |||||||
Microsoft Corp. |
||||||||
50,000 | 1.550%, 08/08/2021 |
48,950 | ||||||
50,000 | 2.375%, 02/12/2022 |
50,399 | ||||||
15,000 | 3.300%, 02/06/2027 |
15,470 | ||||||
155,000 | 4.450%, 11/03/2045 |
172,893 | ||||||
90,000 | 3.700%, 08/08/2046 |
89,295 | ||||||
Oracle Corp. |
||||||||
165,000 | 2.500%, 05/15/2022 |
166,676 | ||||||
155,000 | 4.300%, 07/08/2034 |
168,479 |
40,000 | 3.900%, 05/15/2035 |
41,297 | ||||||
|
|
|||||||
911,129 | ||||||||
|
|
|||||||
Specialty Retail - 0.33% |
||||||||
Home Depot, Inc. |
||||||||
120,000 | 2.700%, 04/01/2023 |
121,841 | ||||||
140,000 | 3.350%, 09/15/2025 |
145,527 | ||||||
65,000 | 5.875%, 12/16/2036 |
84,833 | ||||||
5,000 | 3.500%, 09/15/2056 |
4,544 | ||||||
Lowe’s Cos., Inc. |
||||||||
30,000 | 3.100%, 05/03/2027 |
29,901 | ||||||
5,000 | 4.375%, 09/15/2045 |
5,308 | ||||||
60,000 | 3.700%, 04/15/2046 |
57,983 | ||||||
|
|
|||||||
449,937 | ||||||||
|
|
|||||||
Technology Hardware, Storage & Peripherals - 0.63% |
||||||||
Apple, Inc. |
||||||||
250,000 | 2.400%, 05/03/2023 |
248,234 | ||||||
5,000 | 3.000%, 02/09/2024 |
5,080 | ||||||
20,000 | 3.350%, 02/09/2027 |
20,471 | ||||||
85,000 | 3.450%, 02/09/2045 |
80,080 | ||||||
Dell International LLC / EMC Corp. |
||||||||
190,000 | 3.480%, 06/01/2019 (Acquired 05/17/2016, Cost $189,952) (b) |
194,531 | ||||||
245,000 | 4.420%, 06/15/2021 (Acquired 05/17/2016 and 12/01/2016 , Cost $250,613) (b)(d) |
258,512 | ||||||
65,000 | Hewlett Packard Enterprise Co. |
|||||||
3.600%, 10/15/2020 |
67,072 | |||||||
|
|
|||||||
873,980 | ||||||||
|
|
|||||||
Tobacco - 0.29% |
||||||||
Altria Group, Inc. |
||||||||
40,000 | 4.250%, 08/09/2042 |
41,439 | ||||||
30,000 | 3.875%, 09/16/2046 |
29,216 | ||||||
170,000 | Philip Morris International, Inc. |
|||||||
2.625%, 03/06/2023 |
169,678 | |||||||
Reynolds American, Inc. |
||||||||
65,000 | 2.300%, 06/12/2018 |
65,298 | ||||||
80,000 | 5.850%, 08/15/2045 |
98,352 | ||||||
|
|
|||||||
403,983 | ||||||||
|
|
|||||||
Wireless Telecommunication Services - 0.32% |
||||||||
255,000 | Rogers Communications, Inc. |
|||||||
2.900%, 11/15/2026 |
246,062 | |||||||
200,000 | Sprint Spectrum Co. LLC |
|||||||
3.360%, 03/20/2023 (Acquired 10/20/2016, Cost $199,997) (b) |
202,010 | |||||||
|
|
|||||||
448,072 | ||||||||
|
|
|||||||
Total Corporate Obligations (Cost $50,835,110) |
52,083,427 | |||||||
|
|
|||||||
FOREIGN GOVERNMENT DEBT OBLIGATIONS - 1.19% |
||||||||
280,000 | European Investment Bank |
|||||||
2.375%, 06/15/2022 |
283,806 | |||||||
260,000 | KfW Group |
|||||||
2.125%, 06/15/2022 |
260,904 | |||||||
200,000 | Kuwait International Government Bond |
|||||||
3.500%, 03/20/2027 (Acquired 03/13/2017, Cost $198,052) (b) |
204,685 | |||||||
84,000 | Mexico Government International Bond |
|||||||
5.750%, 10/12/2110 |
87,570 | |||||||
230,000 | Oman Government International Bond |
|||||||
5.375%, 03/08/2027 (Acquired 03/01/2017, Cost $229,122) (b) |
235,727 | |||||||
325,000 | Province of Ontario Canada |
|||||||
2.500%, 04/27/2026 |
319,760 | |||||||
240,000 | Province of Quebec Canada |
|||||||
2.375%, 01/31/2022 |
242,240 | |||||||
|
|
|||||||
Total Foreign Government Debt Obligations (Cost $1,615,817) |
1,634,692 | |||||||
|
|
|||||||
MORTGAGE BACKED SECURITIES - U.S. GOVERNMENT AGENCY - 32.39% |
||||||||
Federal Home Loan Mortgage Corp. |
||||||||
33,585 | Series 2590, 5.000%, 03/15/2018 |
33,828 | ||||||
782,593 | Series K703, 2.699%, 05/25/2018 |
788,882 | ||||||
978 | Pool #E99763 4.500%, 09/01/2018 |
1,000 | ||||||
591 | Pool #E99764 4.500%, 09/01/2018 |
604 | ||||||
600,000 | Series K705, 2.303%, 09/25/2018 (a) |
604,676 | ||||||
888,122 | Series K706, 2.323%, 10/25/2018 |
895,476 | ||||||
600,000 | Series K709, 2.086%, 03/25/2019 |
604,099 | ||||||
50,987 | Pool #D96291 4.500%, 09/01/2023 |
54,632 | ||||||
122,526 | Pool #G13624 5.000%, 08/01/2024 |
130,946 | ||||||
209,130 | Series 2329, 6.500%, 06/15/2031 |
234,753 | ||||||
103,643 | Series 2338, 6.500%, 07/15/2031 |
120,646 | ||||||
144,598 | Pool #780447 3.028%, 04/01/2033 (a) |
151,704 | ||||||
798,511 | Pool #U89032 3.000%, 07/01/2033 |
814,284 | ||||||
1,162,534 | Pool #C91849 3.500%, 09/01/2035 |
1,210,906 | ||||||
134 | Pool #A43129 5.500%, 02/01/2036 |
149 | ||||||
200,000 | Pool #TBA 4.000%, 08/15/2040 (e) |
209,955 | ||||||
200,000 | Pool #TBA 4.000%, 07/15/2041 (e) |
210,354 | ||||||
607,052 | Pool #U90688 4.000%, 05/01/2042 |
644,068 | ||||||
1,800,000 | Pool #TBA 3.500%, 08/15/2042 (e) |
1,845,936 | ||||||
1,000,000 | Pool #TBA 3.000%, 07/15/2043 (e) |
997,891 | ||||||
433,058 | Pool #G08635 3.000%, 04/01/2045 |
432,537 | ||||||
45,000 | Series 2017-K726, 3.971%, 07/25/2049 (Acquired 06/21/2017, Cost $45,974) (a)(b) |
45,342 | ||||||
15,000 | Series 2017-K64, 3.980%, 05/25/2050 (Acquired 05/03/2017, Cost $15,008) (a)(b) |
15,215 | ||||||
Federal National Mortgage Association |
||||||||
182 | Pool #685505 5.000%, 05/01/2018 |
187 | ||||||
181 | Pool #705709 5.000%, 05/01/2018 |
185 | ||||||
77,246 | Series 2014-C01, 2.832%, 01/25/2024 (a) |
78,115 | ||||||
54,777 | Series 2014-C02, 2.182%, 05/28/2024 (a) |
54,879 | ||||||
732,497 | Pool #AI4868 4.000%, 06/01/2026 |
771,051 | ||||||
657,424 | Pool #AJ8325 3.000%, 12/01/2026 |
676,801 | ||||||
500,000 | Pool #TBA 2.500%, 07/15/2027 (e) |
502,637 | ||||||
400,000 | Pool #TBA 3.000%, 07/15/2027 (e) |
410,563 | ||||||
549,244 | Pool #AL2877 3.500%, 01/01/2028 |
572,147 | ||||||
14,572 | Pool #544859 2.419%, 08/01/2029 (a) |
14,633 | ||||||
90,332 | Pool #BC4938 2.500%, 04/01/2031 |
90,892 | ||||||
154,928 | Pool #786848 7.000%, 10/01/2031 |
178,785 | ||||||
95,816 | Pool #MA2868 2.500%, 01/01/2032 (a) |
96,471 | ||||||
301,624 | Pool #AS9505 3.000%, 04/01/2032 |
309,883 | ||||||
5,040 | Pool #727181 5.000%, 08/01/2033 |
5,568 | ||||||
2,393 | Pool #730727 5.000%, 08/01/2033 |
2,644 | ||||||
642 | Pool #741862 5.500%, 09/01/2033 |
717 | ||||||
804 | Pool #766197 5.500%, 02/01/2034 |
901 | ||||||
164 | Pool #776974 5.500%, 04/01/2034 |
185 | ||||||
169,381 | Pool #888504 2.840%, 04/01/2034 (a) |
178,602 | ||||||
383,447 | Pool #MA1870 4.500%, 04/01/2034 |
413,797 |
8,005 | Pool #775776 5.500%, 05/01/2034 |
8,966 | ||||||
142,004 | Pool #802783 3.037%, 10/01/2034 (a) |
149,607 | ||||||
5,412 | Pool #781629 5.500%, 12/01/2034 |
6,029 | ||||||
6,673 | Pool #822815 5.500%, 04/01/2035 |
7,466 | ||||||
5,908 | Pool #357850 5.500%, 07/01/2035 |
6,627 | ||||||
3,596 | Pool #820242 5.000%, 07/01/2035 |
3,956 | ||||||
1,079 | Pool #838452 5.500%, 09/01/2035 |
1,213 | ||||||
6,995 | Pool #865854 6.000%, 03/01/2036 |
7,990 | ||||||
9,277 | Pool #891474 6.000%, 04/01/2036 |
10,596 | ||||||
7,482 | Pool #906000 6.000%, 01/01/2037 |
8,505 | ||||||
68 | Pool #928062 5.500%, 02/01/2037 |
76 | ||||||
139 | Pool #899119 5.500%, 04/01/2037 |
154 | ||||||
205 | Pool #970131 5.500%, 03/01/2038 |
229 | ||||||
217 | Pool #981313 5.500%, 06/01/2038 |
242 | ||||||
158 | Pool #985108 5.500%, 07/01/2038 |
176 | ||||||
55 | Pool #964930 5.500%, 08/01/2038 |
61 | ||||||
96 | Pool #987032 5.500%, 08/01/2038 |
107 | ||||||
119 | Pool #968371 5.500%, 09/01/2038 |
132 | ||||||
50 | Pool #993050 5.500%, 12/01/2038 |
56 | ||||||
24,049 | Pool #993579 4.000%, 05/01/2039 |
25,417 | ||||||
4,775 | Pool #AA5840 4.000%, 06/01/2039 |
5,048 | ||||||
67,905 | Pool #AA8715 4.000%, 06/01/2039 |
72,481 | ||||||
250,939 | Pool #AD0586 4.500%, 12/01/2039 |
273,627 | ||||||
728,253 | Pool #AD4062 5.000%, 05/01/2040 |
797,678 | ||||||
611,087 | Pool #AD6929 5.000%, 06/01/2040 |
669,251 | ||||||
14,894 | Pool #AD9896 4.000%, 08/01/2040 |
15,725 | ||||||
3,400,000 | Pool #TBA 3.500%, 08/15/2040 (e) |
3,486,431 | ||||||
200,000 | Pool #TBA 4.500%, 08/15/2040 (e) |
214,301 | ||||||
17,568 | Pool #AB1500 4.000%, 09/01/2040 |
18,550 | ||||||
14,804 | Pool #AD9856 4.000%, 09/01/2040 |
15,639 | ||||||
10,825 | Pool #AE2559 4.000%, 09/01/2040 |
11,433 | ||||||
4,009 | Pool #AE2562 4.000%, 09/01/2040 |
4,232 | ||||||
5,317 | Pool #AE2566 4.000%, 09/01/2040 |
5,616 | ||||||
33,796 | Pool #AE4124 4.000%, 10/01/2040 |
35,699 | ||||||
18,010 | Pool #AE4888 4.000%, 10/01/2040 |
19,029 | ||||||
26,960 | Pool #AE3916 4.000%, 11/01/2040 |
28,489 | ||||||
3,689 | Pool #AE5147 4.000%, 11/01/2040 |
3,896 | ||||||
47,683 | Pool #AE8715 4.000%, 11/01/2040 |
50,362 | ||||||
5,368 | Pool #AH0006 4.000%, 12/01/2040 |
5,669 | ||||||
14,889 | Pool #AH0020 4.000%, 12/01/2040 |
15,727 | ||||||
29,313 | Pool #AH0599 4.000%, 12/01/2040 |
30,968 | ||||||
10,089 | Pool #AH0601 4.000%, 12/01/2040 |
10,656 | ||||||
21,591 | Pool #AH1263 4.000%, 01/01/2041 |
22,796 | ||||||
82,545 | Pool #AL5233 4.000%, 01/01/2041 |
87,212 | ||||||
6,535 | Pool #AH4659 4.000%, 02/01/2041 |
6,902 | ||||||
90,490 | Pool #AH5653 4.000%, 02/01/2041 |
95,513 | ||||||
131,835 | Pool #AL0934 5.000%, 02/01/2041 |
144,091 | ||||||
187,786 | Pool #AD1889 4.500%, 03/01/2041 |
202,071 | ||||||
11,505 | Pool #AH6150 4.000%, 03/01/2041 |
12,142 | ||||||
115,870 | Pool #AL0215 4.500%, 04/01/2041 |
125,423 | ||||||
101,750 | Pool #AL0187 5.000%, 05/01/2041 |
111,309 | ||||||
17,031 | Pool #AL0456 5.000%, 06/01/2041 |
18,617 | ||||||
900,000 | Pool #TBA 3.500%, 07/15/2041 (e) |
924,434 | ||||||
200,000 | Pool #TBA 4.500%, 07/15/2041 (e) |
214,570 | ||||||
89,281 | Pool #AI8842 4.500%, 08/01/2041 |
96,563 | ||||||
41,237 | Pool #AL0815 4.000%, 09/01/2041 |
44,086 | ||||||
14,712 | Pool #AJ1562 4.000%, 10/01/2041 |
15,728 | ||||||
13,957 | Pool #AJ1972 4.000%, 10/01/2041 |
14,921 | ||||||
751,853 | Pool #AJ2212 4.500%, 10/01/2041 |
814,140 | ||||||
21,357 | Pool #AJ4756 4.000%, 10/01/2041 |
22,832 | ||||||
18,504 | Pool #AJ3330 4.000%, 11/01/2041 |
19,781 | ||||||
18,753 | Pool #AJ4549 4.000%, 11/01/2041 |
20,049 | ||||||
13,747 | Pool #AJ4698 4.000%, 11/01/2041 |
14,697 | ||||||
28,611 | Pool #AJ5424 4.000%, 11/01/2041 |
30,587 | ||||||
11,498 | Pool #AJ7840 4.000%, 11/01/2041 |
12,290 | ||||||
18,788 | Pool #AB3995 4.000%, 12/01/2041 |
20,083 | ||||||
18,561 | Pool #AI0848 4.000%, 12/01/2041 |
19,842 | ||||||
16,573 | Pool #AJ4187 4.000%, 12/01/2041 |
17,718 | ||||||
19,621 | Pool #AJ5736 4.000%, 12/01/2041 |
20,976 | ||||||
11,529 | Pool #AJ5968 4.000%, 12/01/2041 |
12,170 | ||||||
22,854 | Pool #AJ6061 4.000%, 12/01/2041 |
24,424 | ||||||
14,391 | Pool #AJ7868 4.000%, 12/01/2041 |
15,384 | ||||||
33,309 | Pool #AJ8104 4.000%, 12/01/2041 |
35,610 | ||||||
20,577 | Pool #AJ8109 4.000%, 12/01/2041 |
21,999 | ||||||
13,450 | Pool #AJ8171 4.000%, 12/01/2041 |
14,375 | ||||||
23,719 | Pool #AJ8341 4.000%, 12/01/2041 |
25,356 | ||||||
36,212 | Pool #AJ8436 4.000%, 12/01/2041 |
38,715 | ||||||
14,337 | Pool #AJ8912 4.000%, 12/01/2041 |
15,320 | ||||||
19,766 | Pool #AJ9248 4.000%, 12/01/2041 |
21,125 | ||||||
18,011 | Pool #AJ2446 4.000%, 01/01/2042 |
19,012 | ||||||
22,318 | Pool #AJ7538 4.000%, 01/01/2042 |
23,851 | ||||||
8,090 | Pool #AJ8001 4.000%, 01/01/2042 |
8,538 | ||||||
21,047 | Pool #AJ8369 4.000%, 01/01/2042 |
22,502 | ||||||
20,050 | Pool #AJ9162 4.000%, 01/01/2042 |
21,436 | ||||||
111,917 | Pool #AJ9330 4.000%, 01/01/2042 |
119,652 | ||||||
12,627 | Pool #AJ9779 4.000%, 01/01/2042 |
13,366 | ||||||
19,808 | Pool #AK0170 4.000%, 01/01/2042 |
21,174 | ||||||
39,794 | Pool #AK0543 4.000%, 01/01/2042 |
42,520 | ||||||
15,587 | Pool #AK0563 4.000%, 01/01/2042 |
16,658 | ||||||
33,591 | Pool #AK1827 4.000%, 01/01/2042 |
35,913 | ||||||
448,793 | Pool #AL2752 5.000%, 03/01/2042 |
491,802 | ||||||
102,607 | Pool #AB5529 4.000%, 07/01/2042 |
108,852 | ||||||
224,290 | Pool #AB6228 3.500%, 09/01/2042 |
231,379 | ||||||
436,259 | Pool #AQ9316 2.500%, 01/01/2043 |
422,860 | ||||||
1,210,151 | Pool #AT2720 3.000%, 05/01/2043 |
1,216,366 | ||||||
901,413 | Pool #AT5900 3.000%, 06/01/2043 |
905,466 | ||||||
509,553 | Pool #AU1625 3.500%, 07/01/2043 |
526,171 | ||||||
830,756 | Pool #AS5469 4.000%, 07/01/2045 |
877,983 | ||||||
1,600,762 | Pool #AZ0832 4.000%, 07/01/2045 |
1,684,295 | ||||||
174,854 | Pool #AS5597 3.500%, 08/01/2045 |
179,801 | ||||||
733,689 | Pool #AS6196 3.500%, 11/01/2045 |
754,241 | ||||||
1,049,690 | Pool #AS7170 3.500%, 05/01/2046 |
1,079,094 | ||||||
1,057,980 | Pool #AS7242 3.500%, 05/01/2046 |
1,087,616 | ||||||
760,065 | Pool #BC9468 3.000%, 06/01/2046 |
759,814 | ||||||
1,006,013 | Pool #AS7492 4.000%, 07/01/2046 |
1,059,335 | ||||||
903,684 | Pool #AS8299 3.000%, 11/01/2046 |
905,448 | ||||||
184,152 | Pool #MA3038 4.500%, 06/01/2047 |
197,639 |
Government National Mortgage Association |
||||||||
12,609 | Pool #614436 5.000%, 08/15/2033 |
13,748 | ||||||
38,593 | Pool #736686 5.000%, 02/15/2039 |
42,439 | ||||||
785,647 | Pool #723248 5.000%, 10/15/2039 |
875,979 | ||||||
423,403 | Pool #783403 3.500%, 09/15/2041 |
439,054 | ||||||
500,000 | Pool #TBA 3.500%, 07/15/2042 (e) |
517,949 | ||||||
900,000 | Pool #TBA 3.000%, 08/15/2042 (e) |
908,384 | ||||||
750,129 | Pool #AD8801 3.500%, 03/15/2043 |
781,456 | ||||||
195,000 | Pool #TBA 3.500%, 08/15/2043 (e) |
201,688 | ||||||
340,153 | Pool #AL9364 3.500%, 03/20/2045 |
353,378 | ||||||
700,000 | Pool #TBA 3.000%, 07/15/2045 (e) |
707,109 | ||||||
205,000 | Pool #TBA 3.500%, 07/15/2045 (e) |
212,351 | ||||||
604,838 | Pool #AQ0562 4.000%, 12/15/2046 |
637,332 | ||||||
175,973 | Pool #MA4197 4.000%, 01/20/2047 |
185,445 | ||||||
411,893 | Pool #MA4264 4.500%, 02/20/2047 |
438,312 | ||||||
664,034 | Pool #MA4322 4.000%, 03/20/2047 |
699,753 | ||||||
883,101 | Pool #MA4453 4.500%, 05/20/2047 |
940,560 | ||||||
|
|
|||||||
Total Mortgage Backed Securities - U.S. Government Agency (Cost $44,267,769) |
44,597,210 | |||||||
|
|
|||||||
MUNICIPAL DEBT OBLIGATIONS - 0.53% | ||||||||
California, GO, |
||||||||
95,000 | 7.550%, 04/01/2039 |
145,133 | ||||||
80,000 | 7.350%, 11/01/2039 |
117,620 | ||||||
45,000 | 7.600%, 11/01/2040 |
70,093 | ||||||
160,000 | Chicago Transit Authority Sales & Transfer Tax Receipts, Series B, Revenue Bond, |
|||||||
6.899%, 12/01/2040 |
203,683 | |||||||
50,000 | Illinois, GO |
|||||||
5.665%, 03/01/2018 |
50,834 | |||||||
45,000 | Illinois, GO, |
|||||||
5.100%, 06/01/2033 |
42,171 | |||||||
65,000 | New Jersey State Turnpike Authority, Series F, Revenue Bond, |
|||||||
7.414%, 01/01/2040 |
98,264 | |||||||
|
|
|||||||
Total Municipal Debt Obligations (Cost $694,986) |
727,798 | |||||||
|
|
|||||||
U.S. TREASURY OBLIGATIONS - 19.65% | ||||||||
U.S. Treasury Bonds - 5.73% |
||||||||
2,021,517 | 0.125%, 07/15/2024 (f)(g) |
1,986,854 | ||||||
219,000 | 4.500%, 08/15/2039 |
283,780 | ||||||
3,225,000 | 3.125%, 11/15/2041 |
3,415,917 | ||||||
2,365,000 | 2.500%, 05/15/2046 |
2,200,375 | ||||||
U.S. Treasury Notes - 13.92% |
||||||||
2,380,000 | 0.750%, 07/15/2019 |
2,349,553 | ||||||
975,000 | 1.625%, 03/15/2020 |
978,199 | ||||||
841,000 | 1.125%, 09/30/2021 |
818,103 | ||||||
3,440,000 | 2.000%, 11/15/2021 |
3,469,495 | ||||||
3,145,000 | 2.000%, 02/15/2022 |
3,169,078 | ||||||
510,000 | 1.500%, 03/31/2023 |
496,094 | ||||||
3,892,000 | 2.375%, 08/15/2024 |
3,952,053 | ||||||
1,603,000 | 2.000%, 08/15/2025 (g) |
1,576,044 | ||||||
801,000 | 1.625%, 05/15/2026 (g) |
759,527 | ||||||
810,000 | 1.500%, 08/15/2026 |
757,793 | ||||||
455,000 | 2.000%, 11/15/2026 |
443,731 | ||||||
400,000 | 2.250%, 02/15/2027 |
398,211 | ||||||
|
|
|||||||
Total U.S. Treasury Obligations (Cost $26,962,038) |
27,054,807 | |||||||
|
|
|||||||
Number of Shares |
||||||||
SHORT TERM INVESTMENTS - 2.30% |
||||||||
Money Market Funds - 2.30% |
||||||||
3,162,080 | Deutsche Government Money Market Series - Institutional Shares |
3,162,080 | ||||||
|
|
|||||||
Total Short Term Investments (Cost $3,162,080) |
3,162,080 | |||||||
|
|
|||||||
INVESTMENTS PURCHASED AS SECURITIES LENDING COLLATERAL - 2.53% |
||||||||
3,481,070 | Mount Vernon Liquid Assets Portfolio, LLC |
3,481,070 | ||||||
|
|
|||||||
Total Investments Purchased as Securities Lending Collateral (Cost $3,481,070) |
3,481,070 | |||||||
|
|
|||||||
Total Investments (Cost $150,602,531) - 110.66% |
152,356,660 | |||||||
Liabilities in Excess of Other Assets - (10.66)% |
(14,671,607 | ) | ||||||
|
|
|||||||
TOTAL NET ASSETS - 100.00% |
$ | 137,685,053 | ||||||
|
|
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 rate shown is the rate in effect on June 30, 2017. |
(b) | Restricted securities as defined in Rule 144(a) under 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 $15,571,989, which represents 11.31% of total net assets. |
(c) | Restricted securities as defined in Rule 144(a) under the Securities Act of 1933. Such securities are treated as illiquid securities according to the Fund’s liquidity guidelines. The value of these securities total $173,334, which represents 0.13% of total net assets. |
(d) | All or portion of this security is on loan. |
(e) | Security purchased on a when-issued basis. On June 30, 2017, the total value of investments purchased on a when-issued basis was $11,564,553 or 8.40% of total net assets. |
(f) | Represents a U.S. Treasury Inflation Protected Security. |
(g) | All or a portion of this security is held as collateral for certain swap and futures contracts. |
(h) | Seven-day yield as of June 30, 2017. |
(i) | As of June 30, 2017, the Valaution Committee has fair valued these securities. The value of these securities total $245,079, which represents 0.18% of total net assets. |
The cost basis of investments for federal income tax purposes at June 30, 2017 was as follows*: | ||||
Cost of investments |
$ | 150,602,531 | ||
|
|
|||
Gross unrealized appreciation |
2,507,440 | |||
Gross unrealized depreciation |
(753,311 | ) | ||
|
|
|||
Net unrealized appreciation |
$ | 1,754,129 | ||
|
|
* | Because tax adjustments are calculated annually at the end of the Fund’s fiscal year, the above table does not reflect tax adjustments for the current fiscal year. For the previous fiscal year’s federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent annual report. |
Schedule of Open Futures Contracts (Unaudited)
Description |
Number of Contracts Purchased / (Sold) |
Notional Value | Settlement Month | Unrealized Appreciation (Depreciation) |
||||||||||||
Eurodollar 90 Day Futures |
(15) | $ | (3,685,875 | ) | Sep-18 | $ | (332 | ) | ||||||||
U.S. Treasury 2 - Year Note Futures |
1 | 216,109 | Sep-17 | (158 | ) | |||||||||||
U.S. Treasury 5 - Year Note Futures |
29 | 3,417,242 | Sep-17 | (7,500 | ) | |||||||||||
U.S. Treasury 10 - Year Note Futures |
(26) | (3,263,813 | ) | Sep-17 | 5,866 | |||||||||||
U.S. Treasury Long Bond Futures |
2 | 307,375 | Sep-17 | 2,809 | ||||||||||||
U.S. Treasury Ultra 10 - Year Note Futures |
8 | 1,078,500 | Sep-17 | (264 | ) | |||||||||||
U.S. Treasury Ultra Bond Futures |
12 | 1,990,500 | Sep-17 | 31,904 | ||||||||||||
|
|
|||||||||||||||
$ | 32,325 | |||||||||||||||
|
|
Schedule of Open Swap Contracts (Unaudited)
Credit Default Swaps on Credit Indices — Sell Protection(1)
Reference Obligation |
Implied Credit Spread at June 30, 2017(2) |
Fixed Pay Rate |
Maturity Date |
Counterparty | Notional Amount(3) |
Fair Value |
Upfront Premiums Paid (Received) |
Unrealized Appreciation (Depreciation) |
||||||||||||||||||||||||
CDX.NA.IG.28 Index* |
0.61% | 1.000% | 6/20/2022 | Morgan Stanley | $ | 1,026,000 | $ | 18,945 | $ | 17,429 | $ | 1,516 | ||||||||||||||||||||
|
|
|
|
|
|
|||||||||||||||||||||||||||
$ | 18,945 | $ | 17,429 | $ | 1,516 | |||||||||||||||||||||||||||
|
|
|
|
|
|
Interest Rate Swaps (Unaudited)
Pay/Receive |
Floating Rate Index | Fixed Pay Rate |
Maturity Date |
Counterparty | Notional Amount |
Fair Value |
Upfront Premiums Paid (Received) |
Unrealized Appreciation (Depreciation) |
||||||||||||||||||||||||
Pay |
3-MO-USD-LIBOR** | 2.250% | 9/21/2026 | Morgan Stanley | $ | 4,143,000 | ($ | 5,594 | ) | ($ | 181,289 | ) | $ | 175,695 | ||||||||||||||||||
Pay |
3-MO-USD-LIBOR** | 2.121% | 6/7/2027 | Morgan Stanley | 280,000 | 5,585 | 0 | 5,585 | ||||||||||||||||||||||||
Pay |
3-MO-USD-LIBOR** | 2.122% | 6/7/2027 | Morgan Stanley | 245,000 | 4,876 | 0 | 4,876 | ||||||||||||||||||||||||
Pay |
3-MO-USD-LIBOR** | 2.117% | 6/7/2027 | Morgan Stanley | 243,000 | 4,930 | 0 | 4,930 | ||||||||||||||||||||||||
Pay |
3-MO-USD-LIBOR** | 2.124% | 6/7/2027 | Morgan Stanley | 280,000 | 5,512 | 0 | 5,512 | ||||||||||||||||||||||||
|
|
|
|
|
|
|||||||||||||||||||||||||||
$ | 15,309 | ($ | 181,289 | ) | $ | 196,598 | ||||||||||||||||||||||||||
|
|
|
|
|
|
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 - 97.89% |
||||||||
Alabama - 0.40% |
||||||||
$ 100,000 | The Lower Alabama Gas District, Series A, Revenue Bond, |
|||||||
5.000%, 09/01/2034 |
$ | 119,793 | ||||||
|
|
|||||||
Arizona - 1.91% |
||||||||
150,000 | Arizona Industrial Development Authority, Revenue Bond, |
|||||||
6.000%, 07/01/2047 |
155,469 | |||||||
200,000 | Arizona University System Board of Regents, Series A, Refunding, Revenue Bond, |
|||||||
5.000%, 07/01/2028 |
229,874 | |||||||
150,000 | Salt Verde Financial Corp., Revenue Bond, |
|||||||
5.000%, 12/01/2037 |
180,889 | |||||||
|
|
|||||||
566,232 | ||||||||
|
|
|||||||
Arkansas - 1.80% |
||||||||
500,000 | University of Arkansas, Series A, Revenue Bond, |
|||||||
4.125%, 11/01/2030 |
536,025 | |||||||
|
|
|||||||
California - 15.35% |
||||||||
100,000 | California Municipal Finance Authority, Community Medical Centers, Series A, Refunding, Revenue Bond, |
|||||||
5.000%, 02/01/2042 |
112,366 | |||||||
200,000 | California Municipal Finance Authority, Mobile Home Park, Series A, Refunding, Revenue Bond, |
|||||||
6.400%, 08/15/2045 |
218,290 | |||||||
200,000 | California State University, Series A, Refunding, Revenue Bond, |
|||||||
5.000%, 11/01/2031 |
235,148 | |||||||
200,000 | California Statewide Communities Development Authority, Prerefunded, Revenue Bond, |
|||||||
6.125%, 07/01/2046 |
214,588 | |||||||
California Statewide Communities Development Authority, Series A, Revenue Bond, |
||||||||
160,000 | 6.125%, 11/01/2033 |
179,238 | ||||||
150,000 | 5.250%, 12/01/2056 |
164,157 | ||||||
300,000 | California Statewide Communities Development Authority, Series A, Revenue Bond, CMI Insured, |
|||||||
5.000%, 08/01/2034 |
347,181 | |||||||
500,000 | California, GO, |
|||||||
6.500%, 04/01/2033 |
546,565 | |||||||
300,000 | California, Refunding, GO, |
|||||||
5.000%, 11/01/2043 |
345,093 | |||||||
100,000 | Golden State Tobacco Securitization Corp., Series A, Revenue Bond, |
|||||||
4.000%, 06/01/2031 |
106,769 | |||||||
300,000 | Golden State Tobacco Securitization Corp., Series A-1, Refunding, Revenue Bond, |
|||||||
5.000%, 06/01/2024 |
353,097 | |||||||
500,000 | Los Angeles Department of Airports, Series A, Refunding, Revenue Bond, |
|||||||
5.250%, 05/15/2029 |
539,215 | |||||||
250,000 | M-S-R Energy Authority, Revenue Bond, |
|||||||
6.500%, 11/01/2039 |
355,703 | |||||||
300,000 | San Mateo Joint Powers Financing Authority, Series A, Refunding, Revenue Bond, |
|||||||
5.250%, 07/15/2025 |
329,733 | |||||||
250,000 | Southern California Public Power Authority, Revenue Bond, |
|||||||
5.250%, 07/01/2028 |
286,770 | |||||||
200,000 | University of California, Series G, Refunding, Revenue Bond, |
|||||||
5.000%, 05/15/2037 |
227,146 | |||||||
|
|
|||||||
4,561,059 | ||||||||
|
|
Colorado - 2.89% |
||||||||
350,000 | Castle Pines North Metropolitan District, Refunding, Revenue Bond, |
|||||||
4.000%, 12/01/2044 |
363,741 | |||||||
130,000 | Colorado Health Facilities Authority, Revenue Bond, |
|||||||
8.000%, 08/01/2043 |
145,733 | |||||||
300,000 | Regional Transportation District, Series A, Revenue Bond, |
|||||||
5.000%, 11/01/2027 |
350,808 | |||||||
|
|
|||||||
860,282 | ||||||||
|
|
|||||||
Connecticut - 1.75% |
||||||||
500,000 | Connecticut Health & Educational Facilities Authority, Series A, Refunding, Revenue Bond, |
|||||||
5.000%, 07/01/2025 |
520,130 | |||||||
|
|
|||||||
Florida - 4.67% |
||||||||
300,000 | Brevard County Health Facilities Authority, Prerefunded, Revenue Bond, |
|||||||
7.000%, 04/01/2039 |
330,129 | |||||||
225,000 | Miami-Dade County Educational Facilities, Series A, Refunding, Revenue Bond, |
|||||||
5.000%, 04/01/2040 |
254,029 | |||||||
250,000 | Miami-Dade County Health Facilities Authority, Series A, Revenue Bond, |
|||||||
5.000%, 08/01/2047 |
281,587 | |||||||
430,000 | Miami-Dade County Health Facilities, Series A, Refunding, Revenue Bond, |
|||||||
5.250%, 08/01/2021 |
461,936 | |||||||
40,000 | Palm Beach County Florida Health Facilities Authority, Series A, Refunding, Revenue Bond, |
|||||||
7.500%, 06/01/2049 |
47,069 | |||||||
10,000 | Palm Beach County Florida Health Facilities Authority, Series A, Revenue Bond, |
|||||||
7.250%, 06/01/2034 |
11,785 | |||||||
|
|
|||||||
1,386,535 | ||||||||
|
|
|||||||
Georgia - 1.98% |
||||||||
300,000 | Atlanta Water & Wastewater, Refunding, Revenue Bond, |
|||||||
5.000%, 11/01/2040 |
346,734 | |||||||
125,000 | Atlanta Water & Wastewater, Series A, Prerefunded, Revenue Bond, |
|||||||
6.250%, 11/01/2039 |
139,577 | |||||||
100,000 | Marietta Development Authority, Revenue Bond, |
|||||||
7.000%, 06/15/2039 |
101,952 | |||||||
|
|
|||||||
588,263 | ||||||||
|
|
|||||||
Illinois - 4.83% |
||||||||
70,000 | Chicago Waterworks, Revenue Bond, |
|||||||
5.000%, 11/01/2028 |
79,417 | |||||||
65,000 | Chicago, Series A, Refunding, GO, |
|||||||
5.250%, 01/01/2029 |
65,105 | |||||||
225,000 | Illinois Finance Authority, Prerefunded, Revenue Bond, |
|||||||
7.000%, 08/15/2044 |
251,984 | |||||||
100,000 | O’Hare International Airport, Series B, Refunding, Revenue Bond, |
|||||||
5.000%, 01/01/2032 |
114,402 | |||||||
150,000 | O’Hare International Airport, Series D, Refunding, Revenue Bond, |
|||||||
5.250%, 01/01/2030 |
172,268 | |||||||
500,000 | Railsplitter Tobacco Settlement Authority, Revenue Bond, |
|||||||
6.250%, 06/01/2024 |
511,695 | |||||||
120,000 | Southwestern Illinois Development Authority Health Care Facilities, Refunding, Revenue Bond, |
|||||||
7.125%, 11/01/2043 |
159,780 | |||||||
State of Illinois, GO |
||||||||
20,000 | 5.000%, 05/01/2036 |
20,067 | ||||||
30,000 | 5.000%, 02/01/2039 |
29,999 | ||||||
30,000 | State of Illinois, Series A, GO |
|||||||
5.000%, 04/01/2038 |
29,921 | |||||||
|
|
|||||||
1,434,638 | ||||||||
|
|
|||||||
Indiana - 4.15% |
||||||||
500,000 | Fishers Industry Redevelopment District, Revenue Bond, |
|||||||
5.250%, 07/15/2034 |
547,460 |
100,000 | Indiana Health Facility Financing Authority, Series 2001A-1, Revenue Bond, |
|||||||
5.000%, 11/15/2034 |
114,447 | |||||||
250,000 | Indiana Municipal Power Agency, Series A, Refunding, Revenue Bond, |
|||||||
5.250%, 01/01/2032 |
291,935 | |||||||
125,000 | Shoals Exempt Facilities, Revenue Bond, |
|||||||
7.250%, 11/01/2043 |
142,976 | |||||||
115,000 | Valparaiso Exempt Facilities, Revenue Bond, |
|||||||
7.000%, 01/01/2044 |
136,633 | |||||||
|
|
|||||||
1,233,451 | ||||||||
|
|
|||||||
Kansas - 1.20% |
||||||||
300,000 | Kansas Department of Transportation Highway Revenue, Series A, Revenue Bond, |
|||||||
5.000%, 09/01/2029 |
357,714 | |||||||
|
|
|||||||
Kentucky - 0.92% |
||||||||
250,000 | Kentucky Economic Development Finance Authority, Series A, Revenue Bond, |
|||||||
5.000%, 06/01/2045 |
272,403 | |||||||
|
|
|||||||
Louisiana - 1.49% |
||||||||
200,000 | Louisiana Highway Improvement, Series A, Revenue Bond, |
|||||||
5.000%, 06/15/2029 |
233,762 | |||||||
200,000 | Louisiana State Citizens Property Insurance Corp., Prerefunded, Revenue Bond, AGC Insured, |
|||||||
6.750%, 06/01/2026 |
210,382 | |||||||
|
|
|||||||
444,144 | ||||||||
|
|
|||||||
Maryland - 1.65% |
||||||||
250,000 | City of Baltimore, Refunding, Revenue Bond, |
|||||||
5.000%, 09/01/2046 |
278,632 | |||||||
200,000 | Westminster Project Revenue, Lutheran Village at Miller’s Grant, Series A, Revenue Bond, |
|||||||
6.000%, 07/01/2034 |
212,154 | |||||||
|
|
|||||||
490,786 | ||||||||
|
|
|||||||
Massachusetts - 0.68% |
||||||||
190,000 | Massachusetts Development Finance Agency, Series A, Prerefunded, Revenue Bond, |
|||||||
5.500%, 11/15/2036 |
201,584 | |||||||
|
|
|||||||
Michigan - 0.75% |
||||||||
100,000 | Michigan Finance Authority, Revenue Bond, |
|||||||
5.000%, 11/15/2041 |
111,878 | |||||||
100,000 | Royal Oak Hospital Finance Authority, Series D, Refunding, Revenue Bond, |
|||||||
5.000%, 09/01/2033 |
112,169 | |||||||
|
|
|||||||
224,047 | ||||||||
|
|
|||||||
Minnesota - 2.68% |
||||||||
100,000 | Apple Valley Senior Living, Series D, Revenue Bond, |
|||||||
7.250%, 01/01/2052 |
100,952 | |||||||
160,000 | Minneapolis-St. Paul Metropolitan Airports Commission, Series A, Refunding, Revenue Bond, |
|||||||
5.000%, 01/01/2030 |
185,474 | |||||||
150,000 | Rochester Health Care & Housing Facility, Series A, Refunding, Revenue Bond, |
|||||||
6.875%, 12/01/2048 |
170,691 | |||||||
300,000 | Rochester Health Care Facilities Mayo Clinic, Series C, Revenue Bond, |
|||||||
4.500%, 11/15/2038 (a) |
338,505 | |||||||
|
|
|||||||
795,622 | ||||||||
|
|
|||||||
Missouri - 2.13% |
||||||||
250,000 | Conley Road Transportation Development District, Revenue Bond, |
|||||||
5.375%, 05/01/2047 |
250,375 | |||||||
350,000 | St. Louis Airport, Revenue Bond, |
|||||||
6.625%, 07/01/2034 |
381,937 | |||||||
|
|
|||||||
632,312 | ||||||||
|
|
|||||||
Montana - 0.70% |
||||||||
200,000 | City of Kalispell, Series A, Revenue Bond, |
|||||||
5.250%, 05/15/2047 |
207,628 | |||||||
|
|
Nebraska - 2.42% |
||||||||
130,000 | Douglas County Hospital Authority No. 3, Refunding, Revenue Bond, |
|||||||
5.000%, 11/01/2024 |
153,421 | |||||||
500,000 | Omaha Public Power District, Series B, Prerefunded, Revenue Bond, |
|||||||
5.000%, 02/01/2027 |
565,250 | |||||||
|
|
|||||||
718,671 | ||||||||
|
|
|||||||
New Hampshire - 0.44% |
||||||||
120,000 | New Hampshire Health & Educational Facilities Authority, Refunding, Revenue Bond, |
|||||||
5.000%, 07/01/2027 |
131,212 | |||||||
|
|
|||||||
New Jersey - 2.19% |
||||||||
150,000 | New Jersey Economic Development Authority, Refunding, Revenue Bond, |
|||||||
5.250%, 06/15/2030 |
159,393 | |||||||
500,000 | Tobacco Settlement Financing Corp., Series 1A, Refunding, Revenue Bond, |
|||||||
5.000%, 06/01/2041 |
491,755 | |||||||
|
|
|||||||
651,148 | ||||||||
|
|
|||||||
New York - 8.52% |
||||||||
325,000 | Brooklyn Arena Local Development Corp., Prerefunded, Revenue Bond, |
|||||||
6.500%, 07/15/2030 |
368,410 | |||||||
40,000 | New York City Industrial Development Agency, Series A, Refunding, Revenue Bond, |
|||||||
5.000%, 07/01/2022 |
44,960 | |||||||
270,000 | New York City, Series I, Unrefunded, GO, |
|||||||
5.375%, 04/01/2036 |
288,870 | |||||||
325,000 | New York Dormitory Authority, Prerefunded, Revenue Bond, |
|||||||
6.125%, 12/01/2029 |
347,669 | |||||||
100,000 | New York Dormitory Authority, Refunding, Revenue Bond, |
|||||||
5.000%, 12/01/2035 |
109,391 | |||||||
250,000 | New York Dormitory Authority, Series B, Refunding, Revenue Bond, |
|||||||
5.000%, 07/01/2038 |
285,933 | |||||||
500,000 | New York Environmental Facilities Corp., Series B, Revenue Bond, |
|||||||
5.500%, 10/15/2027 |
649,905 | |||||||
175,000 | New York Liberty Development Corp., Refunding, Revenue Bond, |
|||||||
5.250%, 10/01/2035 |
218,176 | |||||||
200,000 | New York, Series E, GO, |
|||||||
4.000%, 12/15/2027 |
218,342 | |||||||
|
|
|||||||
2,531,656 | ||||||||
|
|
|||||||
North Carolina - 1.26% |
||||||||
320,000 | North Carolina Eastern Municipal Power Agency Power Systems, Series A, Prerefunded, Revenue Bond, |
|||||||
5.000%, 01/01/2025 |
374,957 | |||||||
|
|
|||||||
Ohio - 3.30% |
||||||||
500,000 | Buckeye Tobacco Settlement Financial Authority, Series A, Revenue Bond, |
|||||||
5.875%, 06/01/2047 |
487,935 | |||||||
135,000 | County of Cuyahoga, Revenue Bond, |
|||||||
5.250%, 02/15/2047 |
146,663 | |||||||
300,000 | Ohio Higher Education Facilities Commission, Refunding, Revenue Bond, |
|||||||
5.000%, 01/01/2026 |
344,967 | |||||||
|
|
|||||||
979,565 | ||||||||
|
|
|||||||
Pennsylvania - 3.10% |
||||||||
350,000 | Butler County Hospital Authority, Prerefunded, Revenue Bond, |
|||||||
7.125%, 07/01/2029 |
390,064 | |||||||
250,000 | Delaware Valley Pennsylvania Regional Finance Authority, Series A, Revenue Bond, AMBAC Insured, |
|||||||
5.500%, 08/01/2028 |
303,758 | |||||||
200,000 | Pennsylvania Higher Educational Facilities Authority, Prerefunded, Revenue Bond, |
|||||||
5.800%, 07/01/2030 |
226,590 | |||||||
|
|
|||||||
920,412 | ||||||||
|
|
South Carolina - 1.58% |
||||||||
400,000 | Charleston Educational Excellence Financing Corp., Refunding, Revenue Bond, |
|||||||
5.000%, 12/01/2025 |
469,148 | |||||||
|
|
|||||||
South Dakota - 0.37% |
||||||||
100,000 | South Dakota Educational Enhancement Funding Corp. Tobaccos Settlement, Series B, Refunding, Revenue Bond, |
|||||||
5.000%, 06/01/2026 |
111,372 | |||||||
|
|
|||||||
Texas - 9.92% |
||||||||
200,000 | Central Texas Regional Mobility Authority, Series A, Prerefunded, Revenue Bond, |
|||||||
6.000%, 01/01/2041 |
231,270 | |||||||
100,000 | Central Texas Turnpike System, Series C, Refunding, Revenue Bond, |
|||||||
5.000%, 08/15/2029 |
113,881 | |||||||
200,000 | Dallas-Fort Worth International Airport, Series B, Revenue Bond, |
|||||||
5.000%, 11/01/2026 |
230,456 | |||||||
515,000 | Frisco Texas Independent School District, Series A, GO, PSF-GTD Insured, |
|||||||
6.000%, 08/15/2038 |
543,716 | |||||||
150,000 | Harris County Industrial Development, Revenue Bond, |
|||||||
5.000%, 02/01/2023 |
163,645 | |||||||
200,000 | New Hope Cultural Education Facilities Corp., Series A-1, Revenue Bond, |
|||||||
5.000%, 07/01/2046 |
222,144 | |||||||
350,000 | North Texas Tollway Authority, Series A, Refunding, Revenue Bond, |
|||||||
4.000%, 01/01/2038 |
357,501 | |||||||
100,000 | North Texas Tollway Authority, Series B, Refunding, Revenue Bond, |
|||||||
5.000%, 01/01/2029 |
116,823 | |||||||
150,000 | San Antonio Water System, Series A, Refunding, Revenue Bond, |
|||||||
5.000%, 05/15/2037 |
176,837 | |||||||
100,000 | Tarrant County Cultural Education Facilities Finance Corp., Revenue Bond |
|||||||
6.625%, 11/15/2037 |
105,581 | |||||||
Texas Private Activity Surface Transportation Corp., Revenue Bond, |
||||||||
200,000 | 7.500%, 12/31/2031 |
227,332 | ||||||
200,000 | 7.500%, 06/30/2033 |
230,758 | ||||||
85,000 | 7.000%, 12/31/2038 |
97,731 | ||||||
115,000 | 6.750%, 06/30/2043 |
130,016 | ||||||
|
|
|||||||
2,947,691 | ||||||||
|
|
|||||||
Utah - 2.31% |
||||||||
100,000 | Salt Lake City Corp. Airport, Series B, Revenue Bond, |
|||||||
5.000%, 07/01/2042 |
116,678 | |||||||
500,000 | Utah Associated Municipal Power Systems San Juan Project, Refunding, Revenue Bond, |
|||||||
5.500%, 06/01/2022 |
570,835 | |||||||
|
|
|||||||
687,513 | ||||||||
|
|
|||||||
Virginia - 1.80% |
||||||||
400,000 | Virginia College Building Authority Educational Facilities, Revenue Bond, |
|||||||
5.750%, 01/01/2034 |
533,536 | |||||||
|
|
|||||||
Washington - 2.15% |
||||||||
325,000 | Central Puget Sound Regional Transit Authority, Series P-1, Refunding, Revenue Bond, |
|||||||
5.000%, 02/01/2027 |
375,830 | |||||||
250,000 | Washington Health Care Facilities Authority, Refunding, Revenue Bond, |
|||||||
6.375%, 10/01/2036 |
263,310 | |||||||
|
|
|||||||
639,140 | ||||||||
|
|
|||||||
Wisconsin - 6.60% |
||||||||
100,000 | Wisconsin Health & Educational Facilities Authority, Refunding, Revenue Bond, |
|||||||
5.000%, 05/01/2025 |
111,464 | |||||||
Wisconsin Public Finance Authority, Refunding, Revenue Bond, |
||||||||
155,000 | 5.000%, 07/01/2022 |
165,903 | ||||||
150,000 | 5.750%, 10/01/2031 |
151,944 | ||||||
225,000 | 5.250%, 05/15/2047 |
240,896 | ||||||
160,000 | 7.000%, 12/01/2050 |
167,818 |
500,000 | Wisconsin, Series 2, Refunding, GO, |
|||||||
5.000%, 05/01/2025 |
580,300 | |||||||
50,000 | Wisconsin, Series A, Prerefunded, Revenue Bond, |
|||||||
6.000%, 05/01/2033 |
54,353 | |||||||
450,000 | Wisconsin, Series A, Unrefunded, Revenue Bond, |
|||||||
6.000%, 05/01/2033 |
489,604 | |||||||
|
|
|||||||
1,962,282 | ||||||||
|
|
|||||||
Total Municipal Debt Obligations (Cost $27,066,717) |
29,090,951 | |||||||
|
|
|||||||
Number of Shares | ||||||||
SHORT TERM INVESTMENTS - 0.20% |
||||||||
Money Market Funds - 0.20% |
||||||||
59,791 | Government TaxAdvantage Portfolio - Institutional Shares |
59,791 | ||||||
|
|
|||||||
Total Short Term Investments (Cost $59,791) |
59,791 | |||||||
|
|
|||||||
Total Investments (Cost $27,126,508) - 98.09% |
29,150,742 | |||||||
Other Assets and Liabilities - 1.91% |
568,074 | |||||||
|
|
|||||||
TOTAL NET ASSETS - 100.00% |
$ | 29,718,816 | ||||||
|
|
Percentages are stated as a percent of net assets.
(a) | Variable Rate Security. The rate shown is the rate in effect on June 30, 2017. |
(b) | Seven-day yield as of June 30, 2017. |
Glossary of Terms | ||||
AGC | Assured Guaranty Corp. | |||
AMBAC | Ambac Financial Group, Inc. | |||
CMI | California Mortgage Insurance | |||
GO | General Obligation | |||
PSF-GTD | Texas Permanent School Fund |
The cost basis of investments for federal income tax purposes at June 30, 2017 was as follows*: | ||||
Cost of investments |
$ | 27,126,508 | ||
|
|
|||
Gross unrealized appreciation |
2,031,446 | |||
Gross unrealized depreciation |
(7,212 | ) | ||
|
|
|||
Net unrealized appreciation |
$ | 2,024,234 | ||
|
|
* | Because tax adjustments are calculated annually at the end of the Fund’s fiscal year, the above table does not reflect tax adjustments for the current fiscal year. For the previous fiscal year’s federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent annual report. |
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 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 June 30, 2017:
GuideMark® Large Cap Core Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
|
|
|||||||||||||||
Common Stocks |
$ | 254,277,433 | $ | - | $ | - | $ | 254,277,433 | ||||||||
Investment Companies |
11,152,519 | - | - | 11,152,519 | ||||||||||||
Real Estate Investment Trusts |
5,417,345 | - | - | 5,417,345 | ||||||||||||
Short Term Investments |
8,483,537 | - | - | 8,483,537 | ||||||||||||
Investments Purchased as Securities Lending Collateral* |
- | - | - | 37,614,093 | ||||||||||||
|
|
|||||||||||||||
Total Investments in Securities |
$ | 279,330,834 | $ | - | $ | - | $ | 316,944,927 | ||||||||
|
|
* 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 |
$ | 2,666,035 | $ | 8,798,369 | $ | - | $ | 11,464,404 | ||||||||
Consumer Staples |
4,336,206 | 5,039,312 | - | 9,375,518 | ||||||||||||
Energy |
1,170,130 | 5,570,837 | - | 6,740,967 | ||||||||||||
Financials |
3,081,111 | 16,205,690 | - | 19,286,801 | ||||||||||||
Health Care |
114,369 | 1,206,997 | - | 1,321,366 | ||||||||||||
Industrials |
398,508 | 3,448,724 | - | 3,847,232 | ||||||||||||
Information Technology |
5,997,794 | 22,108,164 | - | 28,105,958 | ||||||||||||
Materials |
1,601,762 | 3,460,993 | - | 5,062,755 |
Real Estate |
- | 2,325,483 | - | 2,325,483 | ||||||||||||
Telecommunication Services |
1,564,152 | 4,379,564 | - | 5,943,716 | ||||||||||||
Utilities |
1,318,883 | 551,444 | - | 1,870,327 | ||||||||||||
|
|
|||||||||||||||
Total Common Stocks |
22,248,950 | 73,095,577 | - | 95,344,527 | ||||||||||||
Preferred Stocks |
||||||||||||||||
Consumer Staples |
274,899 | 359,858 | - | 634,757 | ||||||||||||
Energy |
365,966 | - | - | 365,966 | ||||||||||||
Financials |
1,660,827 | - | - | 1,660,827 | ||||||||||||
Information Technology |
- | 790,792 | - | 790,792 | ||||||||||||
Materials |
901,260 | - | - | 901,260 | ||||||||||||
Utilities |
563,797 | - | - | 563,797 | ||||||||||||
|
|
|||||||||||||||
Total Preferred Stocks |
3,766,749 | 1,150,650 | - | 4,917,399 | ||||||||||||
Investment Companies |
11,480,622 | - | - | 11,480,622 | ||||||||||||
Real Estate Investment Trusts |
119,894 | - | - | 119,894 | ||||||||||||
Short Term Investments |
488,954 | - | - | 488,954 | ||||||||||||
Investments Purchased as Securities Lending Collateral* |
- | - | - | 4,172,837 | ||||||||||||
|
|
|||||||||||||||
Total Investments in Securities |
$ | 38,105,169 | $ | 74,246,227 | $ | - | $ | 116,524,233 | ||||||||
|
|
* 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 |
$ | 2,016,625 | ||
Transfers out of Level 1 |
(3,072,089 | ) | ||
|
|
|||
Net Transfers into/(out of) Level 1 |
$ | (1,055,464 | ) | |
|
|
|||
Transfers into Level 2 |
$ | 3,072,089 | ||
Transfers out of Level 2 |
(2,016,625 | ) | ||
|
|
|||
Net Transfers into/(out of) Level 2 |
$ | 1,055,464 | ||
|
|
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 |
$ | 77,788,123 | $ | - | $ | 0 | $ | 77,788,123 | ||||||||
Investment Companies |
2,566,558 | - | - | 2,566,558 | ||||||||||||
Real Estate Investment Trusts |
5,946,954 | - | - | 5,946,954 | ||||||||||||
Rights |
- | - | 0 | 0 | ||||||||||||
Short Term Investments |
311,837 | - | - | 311,837 | ||||||||||||
Investments Purchased as Securities Lending Collateral* |
- | - | - | 24,260,341 | ||||||||||||
|
|
|||||||||||||||
Total Investments in Securities |
$ | 86,613,472 | $ | - | $ | - | $ | 110,873,813 | ||||||||
|
|
* 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 June 30, 2017 |
$ | 0 | $ | 0 | ||||
|
|
|
|
|||||
Change in unrealized appreciation (depreciation) during the period for Level 3 investments held at June 30, 2017. |
$ | - | $ | - | ||||
|
|
|
|
GuideMark® World ex-US Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
|
|
|||||||||||||||
Common Stocks |
||||||||||||||||
Consumer Discretionary |
$ | 2,336,296 | $ | 22,877,377 | $ | - | $ | 25,213,673 | ||||||||
Consumer Staples |
1,550,295 | 18,258,021 | - | 19,808,316 | ||||||||||||
Energy |
601,732 | 3,486,223 | - | 4,087,955 |
Financials |
5,846,194 | 27,499,280 | - | 33,345,474 | ||||||||||||
Health Care |
1,106,053 | 11,746,768 | - | 12,852,821 | ||||||||||||
Industrials |
462,045 | 19,542,695 | - | 20,004,740 | ||||||||||||
Information Technology |
924,416 | 10,781,504 | - | 11,705,920 | ||||||||||||
Materials |
728,459 | 12,660,951 | - | 13,389,410 | ||||||||||||
Real Estate |
- | 1,351,939 | - | 1,351,939 | ||||||||||||
Telecommunication Services |
90,742 | 3,799,908 | - | 3,890,650 | ||||||||||||
Utilities |
- | 1,866,232 | - | 1,866,232 | ||||||||||||
|
|
|||||||||||||||
Total Common Stocks |
13,646,232 | 133,870,898 | - | 147,517,130 | ||||||||||||
Investment Companies |
5,138,459 | - | - | 5,138,459 | ||||||||||||
Participatory Notes |
- | 32,226 | - | 32,226 | ||||||||||||
Preferred Stocks |
||||||||||||||||
Consumer Staples |
- | 155,958 | - | 155,958 | ||||||||||||
Materials |
- | 473,305 | - | 473,305 | ||||||||||||
|
|
|||||||||||||||
Total Preferred Stocks |
- | 629,263 | - | 629,263 | ||||||||||||
Real Estate Investment Trusts |
- | 108,248 | - | 108,248 | ||||||||||||
Short Term Investments |
691,854 | - | - | 691,854 | ||||||||||||
Investments Purchased as Securities Lending Collateral* |
- | - | - | 1,918,553 | ||||||||||||
|
|
|||||||||||||||
Total Investments in Securities |
$ | 19,476,545 | $ | 134,640,635 | $ | - | $ | 156,035,733 | ||||||||
|
|
* 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 |
$ | - | ||
Transfers out of Level 1 |
(637,527 | ) | ||
|
|
|||
Net Transfers into/(out of) Level 1 |
$ | (637,527 | ) | |
|
|
|||
Transfers into Level 2 |
$ | 637,527 | ||
Transfers out of Level 2 |
- | |||
|
|
|||
Net Transfers into/(out of) Level 2 |
$ | 637,527 | ||
|
|
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® Opportunistic Equity Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
|
|
|||||||||||||||
Common Stocks |
$ | 63,679,926 | $ | - | $ | - | $ | 63,679,926 | ||||||||
Real Estate Investment Trusts |
1,079,594 | - | - | 1,079,594 | ||||||||||||
Short Term Investments |
2,892,285 | - | - | 2,892,285 | ||||||||||||
Investments Purchased as Securities Lending Collateral* |
- | - | - | 20,556,875 | ||||||||||||
|
|
|||||||||||||||
Total Investments in Securities |
$ | 67,651,805 | $ | - | $ | - | $ | 88,208,680 | ||||||||
|
|
* 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® Core Fixed Income Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
|
|
|||||||||||||||
Fixed Income |
||||||||||||||||
Asset Backed Securities |
$ | - | $ | 13,047,035 | $ | - | $ | 13,047,035 | ||||||||
Collateralized Mortgage Obligations |
- | 6,568,541 | - | 6,568,541 | ||||||||||||
Corporate Obligations |
- | 52,083,427 | - | 52,083,427 | ||||||||||||
Foreign Government Debt Obligations |
- | 1,634,692 | - | 1,634,692 | ||||||||||||
Mortgage Backed Securities - U.S. Government Agency |
- | 44,597,210 | - | 44,597,210 | ||||||||||||
Municipal Debt Obligations |
- | 727,798 | - | 727,798 | ||||||||||||
U.S. Treasury Obligations |
- | 27,054,807 | - | 27,054,807 | ||||||||||||
|
|
|||||||||||||||
Total Fixed Income |
- | 145,713,510 | - | 145,713,510 | ||||||||||||
Short Term Investments |
3,162,080 | - | - | 3,162,080 | ||||||||||||
Investments Purchased as Securities Lending Collateral* |
- | - | - | 3,481,070 | ||||||||||||
|
|
|||||||||||||||
Total Investments in Securities |
$ | 3,162,080 | $ | 145,713,510 | $ | - | $ | 152,356,660 | ||||||||
|
|
|||||||||||||||
Other Financial Instruments** |
||||||||||||||||
Futures |
$ | 32,325 | $ | - | $ | - | $ | 32,325 | ||||||||
Swaps |
- | 198,114 | - | 198,114 |
* 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.
GuideMark® Tax-Exempt Fixed Income Fund
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
|
|
|||||||||||||||
Municipal Debt Obligations |
$ | - | $ | 29,090,951 | $ | - | $ | 29,090,951 | ||||||||
Short Term Investments |
59,791 | - | - | 59,791 | ||||||||||||
|
|
|||||||||||||||
Total Investments in Securities |
$ | 59,791 | $ | 29,090,951 | $ | - | $ | 29,150,742 | ||||||||
|
|
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 June 30, 2017.
Asset Derivatives | Liability Derivatives | |||||||||||||||
Statement of Liabilities Location |
Value | Statement of Assets and |
Value | |||||||||||||
|
||||||||||||||||
Credit Contracts - Swaps |
|
Appreciation on swap agreements |
|
$ | 1,516 | |
Depreciation on swap agreements |
|
$ | - | ||||||
Interest Rate Contracts - Swaps |
|
Appreciation on swap agreements |
|
196,598 | |
Depreciation on swap agreements |
|
- | ||||||||
Interest Rate Contracts - Futures* |
|
Unrealized appreciation on futures contracts |
|
40,579 | |
Unrealized depreciation on futures contracts |
|
8,254 | ||||||||
|
||||||||||||||||
Total |
$ | 238,693 | $ | 8,254 | ||||||||||||
|
*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 June 30, 2017 were as follows:
Long Positions |
Short Positions |
|||||||||||
Futures |
$ | 7,755,686 | Futures |
($ | 7,639,961 | ) | ||||||
Swaps |
6,798,500 | 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 June 30, 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 as Securities Lending Collateral |
|||
|
||||
Large Cap Core Fund |
$ | 37,614,093 | ||
Emerging Markets Fund |
4,172,837 | |||
Small/Mid Cap Core Fund |
24,260,341 | |||
World ex-US Fund |
1,918,553 | |||
Opportunistic Equity Fund |
20,556,875 | |||
Core Fixed Income Fund |
3,481,070 | |||
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 | 08/28/2017 |
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 | 08/28/2017 |
By (Signature and Title) | /s/ Patrick R. Young | |
Patrick R. Young | ||
Principal Financial Officer/Treasurer |
Date | 08/28/2017 |
This ‘N-Q’ Filing | Date | Other Filings | ||
---|---|---|---|---|
3/31/18 | None on these Dates | |||
Filed on / Effective on: | 8/28/17 | |||
For Period End: | 6/30/17 | |||
4/1/17 | ||||
List all Filings |