FOR VALIDATION PURPOSES ONLY

SCHEDULE OF INVESTMENTS



Description	Shares		Value (000)
Affiliated Registered Investment Companies — 72.6%
KP Fixed Income Fund		19,891,147	$	199,906
KP International Equity Fund		3,534,933		35,279
KP Large Cap Equity Fund		6,898,081		88,502
KP Small Cap Equity Fund		1,445,592		15,381


Total Affiliated Registered Investment Companies (Cost $330,306) (000)				339,068


Unaffiliated Registered Investment Companies — 27.4%
DFA Commodity Strategy Portfolio, Cl Institutional		825,573		4,598
DFA International Real Estate Securities, Cl Institutional		913,197		4,666
DFA Real Estate Securities Portfolio, Cl Institutional		251,790		9,594
Lazard Global Listed Infrastructure Portfolio, Cl Institutional		314,621		4,628
T. Rowe Price Institutional Floating Rate Fund, Cl Institutional		474,494		4,650
T. Rowe Price New Era Fund, Cl Institutional		136,997		4,644
Vanguard Inflation-Protected Securities Fund, Cl Institutional		1,376,118		14,160
Vanguard Short-Term Bond Index Fund, Cl Institutional		4,361,733		45,449
Vanguard Short-Term Inflation- Protected Securities Index Fund, Cl Institutional		1,468,479		35,876


Total Unaffiliated Registered Investment Companies (Cost $127,269) (000)				128,265


Total Investments In Securities — 100.0% (Cost $457,575) (000)			$	467,333

As of March 31, 2019, all of the Fund’s investments were considered Level 1 in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. generally accepted accounting principles.

For the period ended March 31, 2019, there were no transfers between Level 1, Level 2 and Level 3 assets and liabilities. All transfers, if any, are recognized by the Fund at the end of the period.

For the period ended March 31, 2019, there have been no changes to the Fund’s fair value methodologies.

For further financial information on individual Registered Investment Companies, available upon request at no charge, please go to the Securities Exchange Commission’s website at http://www.sec.gov or the individual Registered Investment Company’s website.

For more information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended March 31, 2019 (000):

SCHEDULE OF INVESTMENTS



Description	Shares		Value (000)
Affiliated Registered Investment Companies — 75.3%
KP Fixed Income Fund		38,908,669	$	391,033
KP International Equity Fund		10,586,907		105,657
KP Large Cap Equity Fund		18,264,790		234,337
KP Small Cap Equity Fund		4,497,481		47,853


Total Affiliated Registered Investment Companies (Cost $757,627) (000)				778,880


Unaffiliated Registered Investment Companies — 24.7%
DFA Commodity Strategy Portfolio, Cl Institutional		1,832,119		10,205
DFA International Real Estate Securities, Cl Institutional		2,026,614		10,356
DFA Real Estate Securities Portfolio, Cl Institutional		558,748		21,288
Lazard Global Listed Infrastructure Portfolio, Cl Institutional		698,239		10,271
T. Rowe Price Institutional Floating Rate Fund, Cl Institutional		1,053,011		10,320
T. Rowe Price New Era Fund, Cl Institutional		304,024		10,306
Vanguard Inflation-Protected Securities Fund, Cl Institutional		3,042,881		31,311
Vanguard Short-Term Bond Index Fund, Cl Institutional		8,295,724		86,441
Vanguard Short-Term Inflation- Protected Securities Index Fund, Cl Institutional		2,674,381		65,336


Total Unaffiliated Registered Investment Companies (Cost $254,098) (000)				255,834


Total Investments In Securities — 100.0% (Cost $1,011,725) (000)			$	1,034,714

For the period ended March 31, 2019, there were no transfers between Level 1, Level 2 and Level 3 assets and liabilities. All transfers, if any, are recognized by the Fund at the end of the period.

For the period ended March 31, 2019, there have been no changes to the Fund’s fair value methodologies.

The following is a summary of the transactions with affiliates for the period ended March 31, 2019 (000):

SCHEDULE OF INVESTMENTS



Description	Shares		Value (000)
Affiliated Registered Investment Companies — 79.6%
KP Fixed Income Fund		40,358,442	$	405,603
KP International Equity Fund		18,478,506		184,415
KP Large Cap Equity Fund		28,080,769		360,276
KP Small Cap Equity Fund		8,082,205		85,995


Total Affiliated Registered Investment Companies (Cost $1,000,271) (000)				1,036,289


Unaffiliated Registered Investment Companies — 20.4%
DFA Commodity Strategy Portfolio, Cl Institutional		2,309,359		12,863
DFA International Real Estate Securities, Cl Institutional		2,554,395		13,053
DFA Real Estate Securities Portfolio, Cl Institutional		704,179		26,830
Lazard Global Listed Infrastructure Portfolio, Cl Institutional		880,108		12,946
T. Rowe Price Institutional Floating Rate Fund, Cl Institutional		1,327,295		13,007
T. Rowe Price New Era Fund, Cl Institutional		383,205		12,991
Vanguard Inflation-Protected Securities Fund, Cl Institutional		3,833,309		39,445
Vanguard Short-Term Bond Index Fund, Cl Institutional		7,491,969		78,066
Vanguard Short-Term Inflation- Protected Securities Index Fund, Cl Institutional		2,299,765		56,183


Total Unaffiliated Registered Investment Companies (Cost $263,587) (000)				265,384


Total Investments In Securities — 100.0% (Cost $1,263,858) (000)			$	1,301,673

For the period ended March 31, 2019, there were no transfers between Level 1, Level 2 and Level 3 assets and liabilities. All transfers, if any, are recognized by the Fund at the end of the period.

For the period ended March 31, 2019, there have been no changes to the Fund’s fair value methodologies.

The following is a summary of the transactions with affiliates for the period ended March 31, 2019 (000):

SCHEDULE OF INVESTMENTS



Description	Shares		Value (000)
Affiliated Registered Investment Companies — 84.6%
KP Fixed Income Fund		32,398,550	$	325,605
KP International Equity Fund		23,629,563		235,823
KP Large Cap Equity Fund		31,847,276		408,601
KP Small Cap Equity Fund		10,307,306		109,670


Total Affiliated Registered Investment Companies (Cost $1,039,259) (000)				1,079,699


Unaffiliated Registered Investment Companies — 15.4%
DFA Commodity Strategy Portfolio, Cl Institutional		2,190,193		12,199
DFA International Real Estate Securities, Cl Institutional		2,422,475		12,379
DFA Real Estate Securities Portfolio, Cl Institutional		667,649		25,436
Lazard Global Listed Infrastructure Portfolio, Cl Institutional		834,729		12,279
T. Rowe Price Institutional Floating Rate Fund, Cl Institutional		1,258,863		12,337
T. Rowe Price New Era Fund, Cl Institutional		363,439		12,321
Vanguard Inflation-Protected Securities Fund, Cl Institutional		3,623,835		37,290
Vanguard Short-Term Bond Index Fund, Cl Institutional		4,070,689		42,417
Vanguard Short-Term Inflation- Protected Securities Index Fund, Cl Institutional		1,205,131		29,441


Total Unaffiliated Registered Investment Companies (Cost $194,441) (000)				196,099


Total Investments In Securities — 100.0% (Cost $1,233,700) (000)			$	1,275,798

For the period ended March 31, 2019, there were no transfers between Level 1, Level 2 and Level 3 assets and liabilities. All transfers, if any, are recognized by the Fund at the end of the period.

For the period ended March 31, 2019, there have been no changes to the Fund’s fair value methodologies.

The following is a summary of the transactions with affiliates for the period ended March 31, 2019 (000):

SCHEDULE OF INVESTMENTS



Description	Shares		Value (000)
Affiliated Registered Investment Companies — 89.3%
KP Fixed Income Fund		29,417,300	$	295,644
KP International Equity Fund		32,832,184		327,665
KP Large Cap Equity Fund		38,385,264		492,484
KP Small Cap Equity Fund		14,114,128		150,174


Total Affiliated Registered Investment Companies (Cost $1,213,072) (000)				1,265,967


Unaffiliated Registered Investment Companies — 10.7%
DFA Commodity Strategy Portfolio, Cl Institutional		2,185,080		12,171
DFA International Real Estate Securities, Cl Institutional		2,416,764		12,350
DFA Real Estate Securities Portfolio, Cl Institutional		665,987		25,374
Lazard Global Listed Infrastructure Portfolio, Cl Institutional		832,793		12,250
T. Rowe Price Institutional Floating Rate Fund, Cl Institutional		1,255,958		12,308
T. Rowe Price New Era Fund, Cl Institutional		362,595		12,292
Vanguard Inflation-Protected Securities Fund, Cl Institutional		3,616,842		37,217
Vanguard Short-Term Bond Index Fund, Cl Institutional		1,785,571		18,606
Vanguard Short-Term Inflation- Protected Securities Index Fund, Cl Institutional		379,241		9,265


Total Unaffiliated Registered Investment Companies (Cost $150,114) (000)				151,833


Total Investments In Securities — 100.0% (Cost $1,363,186) (000)			$	1,417,800

For the period ended March 31, 2019, there were no transfers between Level 1, Level 2 and Level 3 assets and liabilities. All transfers, if any, are recognized by the Fund at the end of the period.

For the period ended March 31, 2019, there have been no changes to the Fund’s fair value methodologies.

The following is a summary of the transactions with affiliates for the period ended March 31, 2019 (000):

SCHEDULE OF INVESTMENTS



Description	Shares		Value (000)
Affiliated Registered Investment Companies — 92.6%
KP Fixed Income Fund		22,197,048	$	223,080
KP International Equity Fund		34,812,441		347,428
KP Large Cap Equity Fund		36,880,122		473,173
KP Small Cap Equity Fund		14,942,657		158,990


Total Affiliated Registered Investment Companies (Cost $1,150,304) (000)				1,202,671


Unaffiliated Registered Investment Companies — 7.4%
DFA Commodity Strategy Portfolio, Cl Institutional		1,691,202		9,420
DFA International Real Estate Securities, Cl Institutional		1,870,464		9,558
DFA Real Estate Securities Portfolio, Cl Institutional		515,380		19,635
Lazard Global Listed Infrastructure Portfolio, Cl Institutional		644,568		9,482
T. Rowe Price Institutional Floating Rate Fund, Cl Institutional		972,101		9,527
T. Rowe Price New Era Fund, Cl Institutional		280,642		9,514
Vanguard Inflation-Protected Securities Fund, Cl Institutional		2,799,451		28,806


Total Unaffiliated Registered Investment Companies (Cost $94,637) (000)				95,942


Total Investments In Securities — 100.0% (Cost $1,244,941) (000)			$	1,298,613

For the period ended March 31, 2019, there were no transfers between Level 1, Level 2 and Level 3 assets and liabilities. All transfers, if any, are recognized by the Fund at the end of the period.

For the period ended March 31, 2019, there have been no changes to the Fund’s fair value methodologies.

The following is a summary of the transactions with affiliates for the period ended March 31, 2019 (000):

SCHEDULE OF INVESTMENTS



Description	Shares		Value (000)
Affiliated Registered Investment Companies — 94.3%
KP Fixed Income Fund		14,424,791	$	144,969
KP International Equity Fund		29,098,575		290,404
KP Large Cap Equity Fund		29,191,758		374,530
KP Small Cap Equity Fund		12,443,628		132,400


Total Affiliated Registered Investment Companies (Cost $908,869) (000)				942,303


Unaffiliated Registered Investment Companies — 5.7%
DFA Commodity Strategy Portfolio, Cl Institutional		1,008,831		5,619
DFA International Real Estate Securities, Cl Institutional		1,115,765		5,702
DFA Real Estate Securities Portfolio, Cl Institutional		307,428		11,713
Lazard Global Listed Infrastructure Portfolio, Cl Institutional		384,500		5,656
T. Rowe Price Institutional Floating Rate Fund, Cl Institutional		579,878		5,683
T. Rowe Price New Era Fund, Cl Institutional		167,406		5,675
Vanguard Inflation-Protected Securities Fund, Cl Institutional		1,666,876		17,152


Total Unaffiliated Registered Investment Companies (Cost $56,555) (000)				57,200


Total Investments In Securities — 100.0% (Cost $965,424) (000)			$	999,503

For the period ended March 31, 2019, there were no transfers between Level 1, Level 2 and Level 3 assets and liabilities. All transfers, if any, are recognized by the Fund at the end of the period.

For the period ended March 31, 2019, there have been no changes to the Fund’s fair value methodologies.

The following is a summary of the transactions with affiliates for the period ended March 31, 2019 (000):

SCHEDULE OF INVESTMENTS



Description	Shares		Value (000)
Affiliated Registered Investment Companies — 94.9%
KP Fixed Income Fund		7,429,239	$	74,664
KP International Equity Fund		18,018,717		179,827
KP Large Cap Equity Fund		17,948,047		230,273
KP Small Cap Equity Fund		7,814,608		83,147


Total Affiliated Registered Investment Companies (Cost $556,218) (000)				567,911


Unaffiliated Registered Investment Companies — 5.1%
DFA Commodity Strategy Portfolio, Cl Institutional		534,916		2,979
DFA International Real Estate Securities, Cl Institutional		591,620		3,023
DFA Real Estate Securities Portfolio, Cl Institutional		163,017		6,212
Lazard Global Listed Infrastructure Portfolio, Cl Institutional		203,873		2,999
T. Rowe Price Institutional Floating Rate Fund, Cl Institutional		307,464		3,013
T. Rowe Price New Era Fund, Cl Institutional		88,763		3,009
Vanguard Inflation-Protected Securities Fund, Cl Institutional		881,843		9,074


Total Unaffiliated Registered Investment Companies (Cost $30,089) (000)				30,309


Total Investments In Securities — 100.0% (Cost $586,307) (000)			$	598,220

For the period ended March 31, 2019, there were no transfers between Level 1, Level 2 and Level 3 assets and liabilities. All transfers, if any, are recognized by the Fund at the end of the period.

For the period ended March 31, 2019, there have been no changes to the Fund’s fair value methodologies.

The following is a summary of the transactions with affiliates for the period ended March 31, 2019 (000):

SCHEDULE OF INVESTMENTS



Description	Shares		Value (000)
Affiliated Registered Investment Companies — 94.9%
KP Fixed Income Fund		2,238,271	$	22,495
KP International Equity Fund		6,200,792		61,884
KP Large Cap Equity Fund		6,149,269		78,895
KP Small Cap Equity Fund		2,632,939		28,014


Total Affiliated Registered Investment Companies (Cost $192,447) (000)				191,288


Unaffiliated Registered Investment Companies — 5.1%
DFA Commodity Strategy Portfolio, Cl Institutional		180,432		1,005
DFA International Real Estate Securities, Cl Institutional		199,570		1,020
DFA Real Estate Securities Portfolio, Cl Institutional		55,001		2,095
Lazard Global Listed Infrastructure Portfolio, Cl Institutional		68,766		1,012
T. Rowe Price Institutional Floating Rate Fund, Cl Institutional		103,705		1,016
T. Rowe Price New Era Fund, Cl Institutional		29,939		1,015
Vanguard Inflation-Protected Securities Fund, Cl Institutional		296,168		3,048


Total Unaffiliated Registered Investment Companies (Cost $10,144) (000)				10,211


Total Investments In Securities — 100.0% (Cost $202,591) (000)			$	201,499

For the period ended March 31, 2019, there were no transfers between Level 1, Level 2 and Level 3 assets and liabilities. All transfers, if any, are recognized by the Fund at the end of the period.

For the period ended March 31, 2019, there have been no changes to the Fund’s fair value methodologies.

The following is a summary of the transactions with affiliates for the period ended March 31, 2019 (000):

SCHEDULE OF INVESTMENTS



Description	Shares		Value (000)
Affiliated Registered Investment Companies — 94.9%
KP Fixed Income Fund		456,416	$	4,587
KP International Equity Fund		1,264,379		12,618
KP Large Cap Equity Fund		1,253,807		16,087
KP Small Cap Equity Fund		536,882		5,712


Total Affiliated Registered Investment Companies (Cost $40,381) (000)				39,004


Unaffiliated Registered Investment Companies — 5.1%
DFA Commodity Strategy Portfolio, Cl Institutional		36,844		205
DFA International Real Estate Securities, Cl Institutional		40,758		208
DFA Real Estate Securities Portfolio, Cl Institutional		11,231		428
Lazard Global Listed Infrastructure Portfolio, Cl Institutional		14,045		207
T. Rowe Price Institutional Floating Rate Fund, Cl Institutional		21,178		208
T. Rowe Price New Era Fund, Cl Institutional		6,114		207
Vanguard Inflation-Protected Securities Fund, Cl Institutional		60,155		619


Total Unaffiliated Registered Investment Companies (Cost $2,065) (000)				2,082


Total Investments In Securities — 100.0% (Cost $42,446) (000)			$	41,086

For the period ended March 31, 2019, there were no transfers between Level 1, Level 2 and Level 3 assets and liabilities. All transfers, if any, are recognized by the Fund at the end of the period.

For the period ended March 31, 2019, there have been no changes to the Fund’s fair value methodologies.

The following is a summary of the transactions with affiliates for the period ended March 31, 2019 (000):

SCHEDULE OF INVESTMENTS



Description	Shares		Value (000)
Common Stock — 97.6%

Communication Services – 9.8%
Activision Blizzard		87,937	$	4,004
Alphabet, Cl A*		41,275		48,576
Alphabet, Cl C*		32,257		37,847
AMC Networks, Cl A*		23,335		1,324
AT&T		273,404		8,574
CBS, Cl B		38,085		1,810
CenturyLink		30,130		361
Charter Communications, Cl A*		5,800		2,012
Comcast, Cl A		671,901		26,863
Discovery, Cl A*		5,793		157
Discovery, Cl C*		59,778		1,520
DISH Network, Cl A*		8,284		262
Electronic Arts*		64,922		6,598
Facebook, Cl A*		343,776		57,304
Fox*		16,496		606
Fox*		8,451		303
IAC*		28,191		5,923
Interpublic Group of Companies		14,426		303
John Wiley & Sons, Cl A		25,343		1,121
Netflix*		31,643		11,283
News, Cl A		14,068		175
News, Cl B		3,300		41
Omnicom Group		87,118		6,359
Take-Two Interactive Software*		4,000		377
Tencent Holdings ADR		250,930		11,538
T-Mobile US*		25,841		1,786
TripAdvisor*		62,331		3,207
Twitter*		23,500		773
United States Cellular*		29,351		1,347
Verizon Communications		279,085		16,502
Viacom, Cl B		84,677		2,377
Walt Disney		83,658		9,288
Zynga, Cl A*		86,415		461

				270,982

Consumer Discretionary – 10.6%
Advance Auto Parts		14,810		2,526
Alibaba Group Holding ADR*		51,665		9,426
Amazon.com*		52,403		93,317
AutoZone*		1,695		1,736
Best Buy		23,403		1,663
Booking Holdings*		6,037		10,534
BorgWarner		7,197		276
Burlington Stores*		4,278		670
Capri Holdings*		104,712		4,791
CarMax*		6,089		425
Carnival		12,857		652



Description	Shares		Value (000)
Chipotle Mexican Grill, Cl A*		851	$	605
Darden Restaurants		23,829		2,895
Delphi Automotive*		138,976		11,047
Dick’s Sporting Goods		24,389		898
Dollar General		58,224		6,946
Dollar Tree*		7,701		809
DR Horton		10,795		447
eBay		64,734		2,404
Expedia Group		3,780		450
Extended Stay America		38,102		684
Foot Locker		110,263		6,682
Ford Motor		126,452		1,110
Gap		17,489		458
Garmin		3,849		332
Garrett Motion*		1,717		25
General Motors		42,575		1,580
Genuine Parts		4,715		528
Graham Holdings, Cl B		876		598
H&R Block		32,673		782
Hanesbrands		68,241		1,220
Harley-Davidson		21,405		763
Hasbro		4,201		357
Hilton Worldwide Holdings		86,538		7,192
Home Depot		55,402		10,631
Johnson Controls International		264,732		9,779
Kohl’s		5,851		402
L Brands		8,325		230
Las Vegas Sands		145,714		8,883
Lear		17,268		2,343
Leggett & Platt		4,746		200
Lennar, Cl A		9,095		447
LKQ*		11,700		332
Lowe’s		58,629		6,418
Lululemon Athletica*		23,790		3,898
Macy’s		10,642		256
Marriott International, Cl A		9,123		1,141
Mattel*		11,408		148
McDonald’s		44,971		8,540
MGM Resorts International		16,200		416
Michaels*		99,570		1,137
Mohawk Industries*		2,301		290
Newell Brands		15,100		232
NIKE, Cl B		144,088		12,134
Nordstrom		35,698		1,584
Norwegian Cruise Line Holdings*		35,917		1,974
NVR*		709		1,962
O’Reilly Automotive*		2,551		991
PulteGroup		15,804		442
PVH		2,642		322
Ralph Lauren, Cl A		28,284		3,668
Restaurant Brands International		50,220		3,270
Ross Stores		95,932		8,931



Description	Shares		Value (000)
Royal Caribbean Cruises		13,507	$	1,548
Starbucks		71,141		5,289
Tapestry		51,985		1,689
Target		30,704		2,464
Thor Industries		7,634		476
Tiffany		3,392		358
TJX		82,024		4,365
Toll Brothers		31,355		1,135
Tractor Supply		7,411		725
Ulta Beauty*		1,793		625
Under Armour, Cl A*		6,400		135
Under Armour, Cl C*		6,520		123
Urban Outfitters*		106,080		3,144
Vail Resorts		4,925		1,070
VF		10,514		914
Whirlpool		2,237		297
Wyndham Hotels & Resorts		12,733		637
Wynn Resorts		3,491		417
Yum! Brands		9,859		984

				292,224

Consumer Staples – 5.6%
Altria Group		111,173		6,385
Archer-Daniels-Midland		79,298		3,420
Brown-Forman, Cl B		5,905		312
Campbell Soup		6,913		264
Church & Dwight		33,851		2,411
Clorox		4,125		662
Coca-Cola		159,867		7,491
Colgate-Palmolive		54,685		3,748
Conagra Brands		17,242		478
Constellation Brands, Cl A		5,362		940
Costco Wholesale		14,673		3,553
Coty, Cl A		15,150		174
Danone		29,293		2,257
Diageo		161,661		6,607
Energizer Holdings		31,008		1,393
Estee Lauder, Cl A		32,253		5,340
Flowers Foods		23,250		496
General Mills		107,277		5,552
Hershey		14,446		1,659
Hormel Foods		9,770		437
Ingredion		15,193		1,439
JM Smucker		21,651		2,522
Kellogg		8,015		460
Kimberly-Clark		42,733		5,295
Kraft Heinz		19,977		652
Kroger		124,845		3,071
Lamb Weston Holdings		5,200		390
McCormick		3,930		592
Molson Coors Brewing, Cl B		30,737		1,833
Mondelez International, Cl A		48,017		2,397



Description	Shares		Value (000)
Monster Beverage*		12,620	$	689
Nestle		86,139		8,209
Nu Skin Enterprises, Cl A		21,229		1,016
PepsiCo		93,193		11,421
Philip Morris International		209,114		18,484
Pilgrim’s Pride*		10,063		224
Post Holdings*		6,315		691
Procter & Gamble		145,961		15,187
Reckitt Benckiser Group		29,064		2,416
Sysco		46,112		3,078
Tyson Foods, Cl A		87,842		6,099
US Foods Holding*		43,928		1,534
Walgreens Boots Alliance		44,068		2,788
Walmart		111,353		10,860

				154,926

Energy – 3.8%
Anadarko Petroleum		54,850		2,495
Apache		11,996		416
Baker Hughes a GE, Cl A		16,423		455
Cabot Oil & Gas		15,334		400
Chevron		122,156		15,047
Cimarex Energy		3,836		268
Concho Resources		6,500		721
ConocoPhillips		168,410		11,240
Devon Energy		84,740		2,674
Diamondback Energy		5,761		585
EOG Resources		58,275		5,547
Exxon Mobil		275,155		22,233
Halliburton		30,039		880
Helmerich & Payne		3,887		216
Hess		8,096		488
HollyFrontier		96,991		4,779
Kinder Morgan		63,123		1,263
Marathon Oil		148,827		2,487
Marathon Petroleum		84,615		5,064
National Oilwell Varco		12,146		324
Noble Energy		16,916		418
Occidental Petroleum		61,558		4,075
Oceaneering International*		9,662		152
ONEOK		13,260		926
PBF Energy, Cl A		17,088		532
Phillips 66		29,986		2,854
Pioneer Natural Resources		14,597		2,223
Schlumberger		183,176		7,981
TechnipFMC		14,812		348
Valero Energy		70,428		5,974
Whiting Petroleum*		53,648		1,402
Williams		39,261		1,128

				105,595

Financials – 12.8%
Affiliated Managers Group		1,800		193



Description	Shares		Value (000)
Aflac		64,243	$	3,212
Allstate		70,458		6,636
American Express		101,090		11,049
American Financial Group		17,787		1,711
American International Group		28,156		1,212
Ameriprise Financial		20,989		2,689
Aon		70,482		12,031
Arch Capital Group*		25,569		826
Arthur J Gallagher		6,500		508
Associated Banc-Corp		10,102		216
Assurant		2,327		221
Assured Guaranty		7,237		321
Athene Holding, Cl A*		82,279		3,357
Bank of America		513,278		14,161
Bank of New York Mellon		123,585		6,232
BB&T		141,977		6,606
Berkshire Hathaway, Cl B*		125,931		25,298
BlackRock, Cl A		14,484		6,190
Brighthouse Financial*		4,432		161
Capital One Financial		64,451		5,265
Cboe Global Markets		3,600		344
Charles Schwab		213,399		9,125
Chubb		84,058		11,775
Cincinnati Financial		4,810		413
Citigroup		235,099		14,628
Citizens Financial Group		73,747		2,397
CME Group, Cl A		17,858		2,939
Comerica		25,366		1,860
Discover Financial Services		42,476		3,023
E*TRADE Financial		7,775		361
Erie Indemnity, Cl A		1,096		196
Everest Re Group		14,479		3,127
Fidelity National Financial		40,531		1,481
Fifth Third Bancorp		25,918		654
First American Financial		10,025		516
First Republic Bank		5,300		532
Franklin Resources		10,632		352
Goldman Sachs Group		51,414		9,871
Hartford Financial Services Group		11,507		572
Huntington Bancshares		37,876		480
Interactive Brokers Group, Cl A		15,433		801
Intercontinental Exchange		82,095		6,251
Invesco		14,873		287
Jefferies Financial Group		9,747		183
JPMorgan Chase		406,911		41,192
KeyCorp		32,234		508
Lazard, Cl A (A)		22,828		825
Lincoln National		6,457		379
Loews		9,833		471
LPL Financial Holdings		3,497		244
M&T Bank		4,424		695
Marsh & McLennan		16,401		1,540



Description	Shares		Value (000)
MetLife		130,986	$	5,576
Moody’s		28,654		5,189
Morgan Stanley		113,639		4,796
Morningstar		588		74
MSCI, Cl A		2,700		537
Nasdaq		65,348		5,717
Northern Trust		6,992		632
Old Republic International		8,671		181
People’s United Financial		92,291		1,517
PNC Financial Services Group		96,631		11,853
Popular		41,739		2,176
Principal Financial Group		9,377		471
Progressive		84,823		6,115
Prudential Financial		55,856		5,132
Raymond James Financial		4,600		370
Regions Financial		161,588		2,286
Reinsurance Group of America, Cl A		21,882		3,107
S&P Global		11,822		2,489
Santander Consumer USA Holdings		36,998		782
State Street		71,178		4,684
SunTrust Banks		68,167		4,039
SVB Financial Group*		1,900		422
Synchrony Financial		115,871		3,696
T Rowe Price Group		30,224		3,026
TD Ameritrade Holding		63,753		3,187
Torchmark		3,587		294
Travelers		88,757		12,174
Umpqua Holdings		45,006		743
Unum Group		7,555		256
US Bancorp		256,217		12,347
Voya Financial		7,261		363
Wells Fargo		416,867		20,143
Willis Towers Watson		4,122		724
Zions Bancorp		38,459		1,746

				352,961

Health Care – 16.6%
Abbott Laboratories		193,679		15,483
AbbVie		96,040		7,740
ABIOMED*		6,940		1,982
Agilent Technologies		70,089		5,634
Alexion Pharmaceuticals*		46,054		6,226
Align Technology*		5,736		1,631
Alkermes*		10,238		374
Allergan		26,203		3,836
AmerisourceBergen, Cl A		5,601		445
Amgen		35,087		6,666
Anthem		37,182		10,670
Baxter International		82,589		6,715
Becton Dickinson		47,099		11,762
Biogen*		33,594		7,941



Description	Shares		Value (000)
Boston Scientific*		54,150	$	2,078
Bristol-Myers Squibb		210,895		10,062
Bruker		13,349		513
Cardinal Health		70,791		3,409
Celgene*		35,891		3,386
Centene*		57,664		3,062
Cerner*		10,449		598
Charles River Laboratories International*		16,364		2,377
Cigna		138,225		22,229
Cooper		1,600		474
CVS Health		54,238		2,925
Danaher		98,493		13,003
DaVita*		4,348		236
DENTSPLY SIRONA		7,049		350
DexCom*		22,717		2,706
Edwards Lifesciences*		10,588		2,026
Eli Lilly		84,994		11,029
Exelixis*		291,680		6,942
Gilead Sciences		114,063		7,415
HCA Healthcare		68,858		8,978
Henry Schein*		5,353		322
Hill-Rom Holdings		11,697		1,238
Hologic*		8,500		411
Humana		31,573		8,398
IDEXX Laboratories*		8,592		1,921
Illumina*		4,860		1,510
Incyte*		23,588		2,029
Intuitive Surgical*		24,048		13,721
Ionis Pharmaceuticals*		11,665		947
IQVIA Holdings*		7,485		1,077
Johnson & Johnson		336,393		47,024
Laboratory Corp of America Holdings*		3,103		475
Masimo*		17,415		2,408
McKesson		59,144		6,923
MEDNAX*		43,462		1,181
Medtronic		277,695		25,292
Merck		276,415		22,989
Mettler-Toledo International*		800		578
Mylan*		30,416		862
Nektar Therapeutics, Cl A*		5,900		198
Novartis		13,636		1,312
PerkinElmer		3,896		375
Perrigo		4,632		223
Pfizer		752,906		31,976
Premier, Cl A*		28,933		998
Quest Diagnostics		4,762		428
Regeneron Pharmaceuticals*		12,835		5,270
ResMed		5,074		528
Roche Holding		7,772		2,141
Stryker		68,094		13,450



Description	Shares		Value (000)
Teleflex		1,500	$	453
Thermo Fisher Scientific		68,172		18,660
United Therapeutics*		9,883		1,160
UnitedHealth Group		112,315		27,771
Universal Health Services, Cl B		2,600		348
Varian Medical Systems*		18,094		2,564
Veeva Systems, Cl A*		2,300		292
Vertex Pharmaceuticals*		67,423		12,402
Waters*		2,259		569
WellCare Health Plans*		12,521		3,378
Zimmer Biomet Holdings		6,598		843
Zoetis, Cl A		15,572		1,568

				457,116

Industrials – 9.7%
3M		46,388		9,638
Acuity Brands		6,372		765
Alaska Air Group		4,400		247
Allegion		3,256		295
Allison Transmission Holdings		25,983		1,167
American Airlines Group		14,249		453
AMETEK		7,248		601
AO Smith		5,200		277
Arconic		16,255		311
Armstrong World Industries		9,607		763
Boeing		113,841		43,421
Canadian National Railway		31,661		2,833
Caterpillar		40,495		5,487
CH Robinson Worldwide		4,364		380
Cintas		2,676		541
Copa Holdings, Cl A		1,631		131
Copart*		7,100		430
Crane		27,825		2,355
CSX		25,804		1,931
Cummins		17,256		2,724
Curtiss-Wright		8,545		968
Deere		10,367		1,657
Delta Air Lines		60,093		3,104
Dover		4,663		437
Eaton		124,240		10,009
Emerson Electric		19,918		1,364
Equifax		37,863		4,487
Expeditors International of
Washington		5,458		414
Fastenal		9,209		592
FedEx		8,066		1,463
Flowserve		4,743		214
Fluor		5,085		187
Fortive		34,078		2,859
Fortune Brands Home & Security		5,200		248
General Dynamics		9,068		1,535
General Electric		442,219		4,418



Description	Shares		Value (000)
Harris		3,812	$	609
HD Supply Holdings*		23,952		1,038
Honeywell International		139,147		22,113
Huntington Ingalls Industries		11,226		2,326
IDEX		8,504		1,290
IHS Markit*		11,730		638
Illinois Tool Works		58,723		8,429
Ingersoll-Rand		91,843		9,914
Jacobs Engineering Group		4,330		326
JB Hunt Transport Services		23,500		2,380
Kansas City Southern		3,692		428
KAR Auction Services		27,015		1,386
L3 Technologies		5,079		1,048
Lockheed Martin		26,976		8,097
Masco		9,386		369
Nielsen Holdings		13,000		308
Norfolk Southern		8,966		1,676
Northrop Grumman		52,221		14,079
nVent Electric		27,492		742
Oshkosh		25,524		1,918
PACCAR		47,317		3,224
Parker-Hannifin		20,662		3,546
Pentair		27,665		1,231
Quanta Services		5,476		207
Raytheon		27,072		4,929
Regal Beloit		12,007		983
Republic Services, Cl A		6,871		552
Resideo Technologies*		3,062		59
Robert Half International		57,472		3,745
Rockwell Automation		3,842		674
Rollins		5,250		219
Roper Technologies		3,373		1,153
Schneider National, Cl B		12,483		263
Snap-on		2,029		318
Southwest Airlines		19,030		988
Spirit AeroSystems Holdings, Cl A		86,577		7,924
Stanley Black & Decker		43,285		5,894
Teledyne Technologies*		7,495		1,776
Terex		4,547		146
Textron		7,414		376
TransDigm Group*		1,600		726
Union Pacific		61,163		10,226
United Continental Holdings*		7,162		571
United Parcel Service, Cl B		46,898		5,240
United Rentals*		2,929		335
United Technologies		71,835		9,259
Verisk Analytics, Cl A		5,300		705
Wabtec		4,790		353
Waste Connections		42,353		3,752
Waste Management		52,772		5,484
WESCO International*		8,650		459
WW Grainger		10,014		3,014



Description	Shares		Value (000)
Xylem		5,722	$	452

				266,603

Information Technology – 21.1%
Accenture, Cl A		118,757		20,904
Adobe*		54,853		14,618
Advanced Micro Devices*		28,400		725
Akamai Technologies*		39,334		2,821
Alliance Data Systems		1,680		294
Amdocs		40,935		2,215
Amphenol, Cl A		9,652		912
Analog Devices		47,825		5,035
ANSYS*		8,860		1,619
Apple		376,789		71,571
Applied Materials		117,274		4,651
Arista Networks*		2,300		723
ASML Holding, Cl G		18,747		3,525
Aspen Technology*		17,464		1,821
Autodesk*		15,609		2,432
Automatic Data Processing		14,468		2,311
Avnet		17,172		745
Black Knight*		27,246		1,485
Booz Allen Hamilton Holding, Cl A		9,812		570
Broadcom		31,865		9,582
Broadridge Financial Solutions		35,222		3,652
Cadence Design Systems*		54,202		3,442
CDW		59,684		5,752
Cisco Systems		300,686		16,234
Citrix Systems		4,442		443
Cognizant Technology Solutions, Cl A		116,613		8,449
CommScope Holding*		8,505		185
Conduent*		28,821		399
Corning		25,423		841
Cypress Semiconductor		106,617		1,591
Dell Technologies, Cl C*		12,574		738
DXC Technology		106,207		6,830
F5 Networks*		14,314		2,246
Fidelity National Information Services		96,089		10,868
First Data, Cl A*		20,217		531
Fiserv*		84,918		7,497
FleetCor Technologies*		2,803		691
FLIR Systems		5,047		240
Fortinet*		39,928		3,353
Gartner*		3,167		480
Global Payments		49,626		6,775
Hewlett Packard Enterprise		44,245		683
HP		107,128		2,081
Intel		317,295		17,039
International Business Machines		71,411		10,076
Intuit		92,560		24,196
IPG Photonics*		1,300		197



Description	Shares		Value (000)
Jack Henry & Associates		2,800	$	388
Juniper Networks		13,080		346
Keysight Technologies*		45,450		3,963
KLA-Tencor		21,670		2,588
Lam Research		20,914		3,744
LogMeIn		1,871		150
Manhattan Associates*		6,173		340
Mastercard, Cl A		49,552		11,667
Maxim Integrated Products		85,473		4,545
Microchip Technology		7,646		634
Micron Technology*		160,356		6,628
Microsoft		840,055		99,076
Motorola Solutions		5,265		739
National Instruments		14,745		654
NetApp		7,894		547
NVIDIA		36,975		6,639
Oracle		173,316		9,309
Palo Alto Networks*		9,944		2,415
Paychex		10,267		823
Paycom Software*		892		169
PayPal Holdings*		128,812		13,376
Perspecta		18,210		368
Proofpoint*		14,841		1,802
Qorvo*		4,500		323
QUALCOMM		40,281		2,297
Red Hat*		59,757		10,918
salesforce.com*		66,752		10,572
Seagate Technology		8,169		391
ServiceNow*		17,353		4,277
Skyworks Solutions		15,764		1,300
Splunk*		39,359		4,904
Symantec		228,834		5,261
Synopsys*		28,652		3,299
TE Connectivity		10,915		881
Texas Instruments		177,231		18,799
Total System Services		17,458		1,659
Twilio, Cl A*		18,988		2,453
Ubiquiti Networks		6,137		919
VeriSign*		3,412		619
Visa, Cl A		228,290		35,657
VMware, Cl A		50,295		9,079
Western Digital		27,282		1,311
Western Union		15,563		287
Workday, Cl A*		22,855		4,408
Xerox		7,604		243
Xilinx		10,708		1,358
Zebra Technologies, Cl A*		25,588		5,361

				581,554

Materials – 2.0%
Air Products & Chemicals		21,992		4,200
Albemarle		3,700		303



Description	Shares		Value (000)
Ashland Global Holdings		15,660	$	1,224
Avery Dennison		2,668		302
Ball		10,704		619
Berry Global Group*		36,351		1,958
Celanese, Cl A		8,986		886
CF Industries Holdings		44,373		1,814
Domtar		9,547		474
DowDuPont		102,907		5,486
Eastman Chemical		4,986		378
Ecolab		8,267		1,459
FMC		4,832		371
Freeport-McMoRan		68,644		885
Huntsman		30,092		677
International Flavors & Fragrances		3,642		469
International Paper		39,031		1,806
Linde		18,308		3,221
LyondellBasell Industries, Cl A		58,577		4,925
Martin Marietta Materials		2,200		443
Mosaic		12,681		346
Newmont Mining		26,149		935
Nucor		9,742		568
Olin		5,816		135
Packaging Corp of America		3,382		336
PPG Industries		89,499		10,102
Royal Gold		13,558		1,233
Sealed Air		5,342		246
Sherwin-Williams		13,320		5,737
Steel Dynamics		56,154		1,981
Vulcan Materials		4,227		500
Westrock		9,278		356

				54,375

Real Estate – 2.0%
Alexandria Real Estate Equities‡		3,600		513
American Tower, Cl A‡		27,549		5,429
Apartment Investment & Management, Cl A‡		33,635		1,691
AvalonBay Communities‡		15,334		3,078
Boston Properties‡		6,279		841
Brixmor Property Group‡		83,495		1,534
CBRE Group, Cl A*		46,511		2,300
Crown Castle International‡		13,873		1,776
Digital Realty Trust‡		6,700		797
Duke Realty‡		66,095		2,021
Equinix‡		5,789		2,623
Equity LifeStyle Properties‡		21,499		2,457
Equity Residential‡		17,346		1,306
Essex Property Trust‡		2,132		617
Extra Space Storage‡		4,100		418
Federal Realty Investment Trust‡		2,700		372
Gaming and Leisure Properties‡		44,178		1,704
HCP‡		15,295		479



Description	Shares		Value (000)
Host Hotels & Resorts‡		26,318	$	497
Iron Mountain‡		14,484		514
Kimco Realty‡		15,245		282
Lamar Advertising, Cl A‡		2,392		190
Liberty Property Trust‡		32,278		1,563
Macerich‡		3,745		162
Medical Properties Trust‡		57,845		1,071
Mid-America Apartment Communities‡		4,000		437
Outfront Media‡		42,129		986
Park Hotels & Resorts‡		35,332		1,098
Prologis‡		52,243		3,759
Public Storage‡		13,614		2,965
Realty Income‡		9,800		721
Regency Centers‡		5,900		398
Retail Properties of America, Cl A‡		13,953		170
SBA Communications, Cl A‡ *		3,600		719
Senior Housing Properties Trust‡		22,124		261
Simon Property Group‡		21,934		3,997
SL Green Realty‡		15,991		1,438
UDR‡		9,800		445
Ventas‡		11,513		735
Vornado Realty Trust‡		34,630		2,335
Welltower‡		12,503		970
Weyerhaeuser‡		23,982		632

				56,301

Utilities – 3.6%
AES		20,996		380
Alliant Energy		8,600		405
Ameren		35,388		2,603
American Electric Power		76,653		6,420
American Water Works		27,087		2,824
Atmos Energy		4,100		422
Avangrid		3,983		201
CenterPoint Energy		202,706		6,223
CMS Energy		10,064		559
Consolidated Edison		41,041		3,481
Dominion Energy		26,630		2,042
DTE Energy		5,908		737
Duke Energy		122,623		11,036
Edison International		10,468		648
Entergy		6,054		579
Evergy		8,100		470
Eversource Energy		10,205		724
Exelon		295,400		14,808
FirstEnergy		105,434		4,387
NextEra Energy		21,098		4,079
NiSource		11,746		337
NRG Energy		8,964		381
OGE Energy		83,032		3,580
Pinnacle West Capital		61,387		5,867



Description	Shares		Value (000)
PPL		23,199	$	736
Public Service Enterprise Group		82,754		4,916
Sempra Energy		34,827		4,383
Southern		171,124		8,844
WEC Energy Group		10,220		808
Xcel Energy		112,853		6,344

				99,224


Total Common Stock (Cost $2,293,564) (000)				2,691,861


Exchange Traded Fund — 0.3%
iShares Russell 1000 ETF		60,024		9,443


Total Exchange Traded Fund (Cost $9,349) (000)				9,443


Preferred Stock — 0.2%
Air BNB, Ser D* (B)(C)		11,406		1,323
Air BNB, Ser E* (B)(C)		6,939		805
Aurora Innovation PFD		4,248		393
Magic Leap* (B)(C)		5,553		150
Magic Leap, Ser C* (B)(C)		13,521		365
Uber Technologies, Ser A* (B)(C)		370		18
Uber Technologies, Ser B* (B)(C)		141		7
Uber Technologies, Ser C1* (B)(C)		37		2
Uber Technologies, Ser C2* (B)(C)		30		1
Uber Technologies, Ser D* (B)(C)		34		2
Uber Technologies, Ser E* (B)(C)		21,088		1,028
Uber Technologies, Ser G* (B)(C)		7,921		386
Uber Technologies, Ser G1* (B)(C)		81		4
Uber Technologies, Ser SEED* (B)(C)		135		7
Uber Technologies, Ser Sr A* (B)(C)		53		3


Total Preferred Stock (Cost $3,084) (000)				4,494


Short-Term Investment — 1.8%
State Street Institutional Treasury Money Market Fund, Cl Premier, 2.350% (D)		50,151,340		50,151


Total Short-Term Investment (Cost $50,151) (000)				50,151


Total Investments In Securities — 99.9% (Cost $2,356,148) (000)			$	2,755,949

Percentages are based on Net Assets of $2,758,158 (000).

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows (000):


Type of Contract	Number of Contracts		Expiration Date	Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
S&P 500
Index E-MINI		204	Jun -2019	$	28,395	$	28,946	$	551

				$	28,395	$	28,946	$	551

*	Non-income producing security.

‡	Real Estate Investment Trust

(A)

Security considered Master Limited Partnership. At March 31, 2019, this security amounted to $825 (000) or 0.0% of Net Assets.

(B)

Level 3 security in accordance with fair value hierarchy.

(C)

There is currently no rate available.

(D)

The rate reported is the 7-day effective yield as of March 31, 2019.

ADR — American Depositary Receipt

Cl — Class

S&P — Standard & Poor’s

ETF — Exchange Traded Fund

Ser — Series

The following is a list of the level of inputs used as of March 31, 2019, in valuing the Fund’s investments and other financial instruments carried at value (000):


Investments in Securities	Level 1		Level 2		Level 3^		Total
Common Stock	$	2,691,861	$	—	$	—	$	2,691,861
Exchange Traded Fund		9,443		—		—		9,443
Preferred Stock		—		393		4,101		4,494
Short-Term Investment		50,151		—		—		50,151

Total Investments in Securities	$	2,751,455	$	393	$	4,101	$	2,755,949


Other Financial Instruments	Level 1		Level 2		Level 3		Total

Futures Contracts**
Unrealized Appreciation	$	551	$	—	$	—	$	551

Total Other Financial Instruments	$	551	$	—	$	—	$	551

** Futures contracts are valued at the unrealized appreciation on the instruments.

^ A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments in at the beginning and/or end of the period in relation to net assets.

For the period ended March 31, 2019, there were no transfers between Level 1 and Level 2 assets and liabilities. For the period ended March 31, 2019, there were no transfers in and out of Level 3. All transfers, if any, are recognized by the Fund at the end of the period.

For the period ended March 31, 2019, there have been no changes to the Fund’s fair value methodologies.

SCHEDULE OF INVESTMENTS


Description	Shares		Value (000)
Common Stock — 96.4%

Communication Services – 2.3%
AH Belo, Cl A		197,880	$	736
ATN International		21,313		1,202
Beasley Broadcast Group, Cl A		132,600		528
Cardlytics*		132,893		2,198
Cincinnati Bell*		16,333		156
Cogent Communications Holdings		12,672		687
Consolidated Communications Holdings		23,015		251
EW Scripps, Cl A		17,031		358
Frontier Communications*		35,229		70
Gannett		34,576		364
Glu Mobile*		215,437		2,357
IAC*		22,128		4,649
Iridium Communications*		29,696		785
John Wiley & Sons, Cl A		12,755		564
Madison Square Garden*		2,772		813
Marcus		6,860		275
Meredith		80,877		4,469
New Media Investment Group		17,520		184
ORBCOMM*		205,456		1,393
QuinStreet*		12,902		173
Scholastic		8,409		334
Spok Holdings		5,700		78
TechTarget*		7,316		119
Vonage Holdings*		67,022		673
World Wrestling Entertainment, Cl A		26,205		2,274
Zynga, Cl A*		425,007		2,265

				27,955

Consumer Discretionary – 12.5%
1-800-Flowers.com, Cl A*		189,833		3,461
Aaron’s		25,685		1,351
Abercrombie & Fitch, Cl A		19,958		547
Advance Auto Parts		16,030		2,734
American Axle & Manufacturing Holdings*		33,843		484
American Public Education*		5,492		165
Asbury Automotive Group*		5,898		409
Ascena Retail Group*		54,377		59
Aspen Group*		372,755		1,987
Barnes & Noble		18,089		98
Barnes & Noble Education*		11,026		46
Belmond, Cl A*		27,248		679
Big Lots		95,454		3,629
BJ’s Restaurants		6,348		300
Boot Barn Holdings*		52,195		1,537
Buckle		9,439		177


Description	Shares		Value (000)
Caleres		12,928	$	319
Callaway Golf		26,888		428
Career Education*		21,066		348
Carrols Restaurant Group*		259,479		2,587
Carter’s		27,683		2,790
Cato, Cl A		7,213		108
Cavco Industries*		2,577		303
Century Casinos*		73,921		670
Chegg*		153,137		5,838
Chico’s FAS		40,700		174
Children’s Place		4,903		477
Chuy’s Holdings*		128,871		2,934
Conn’s*		7,900		181
Cooper Tire & Rubber		196,640		5,878
Cooper-Standard Holdings*		4,869		229
Core-Mark Holding		13,906		516
Crocs*		20,235		521
Dave & Buster’s Entertainment		81,145		4,047
Del Frisco’s Restaurant Group*		128,031		821
Dine Brands Global		24,821		2,266
Dorman Products*		23,537		2,073
DSW, Cl A		84,593		1,880
El Pollo Loco Holdings*		6,956		90
Eldorado Resorts*		54,855		2,561
Ethan Allen Interiors		7,734		148
Etsy*		96,481		6,485
Express*		21,547		92
Extended Stay America		208,156		3,736
Fiesta Restaurant Group*		7,736		101
Five Below*		35,999		4,473
Floor & Decor Holdings, Cl A*		40,020		1,650
Fossil Group*		13,644		187
Fox Factory Holding*		11,554		807
GameStop, Cl A		30,748		312
Garrett Motion*		22,337		329
Genesco*		6,497		296
Gentherm*		10,173		375
G-III Apparel Group*		80,848		3,231
Golden Entertainment*		182,614		2,586
Grand Canyon Education*		17,780		2,036
Group 1 Automotive		5,256		340
Guess?		17,109		335
Habit Restaurants, Cl A*		297,434		3,218
Haverty Furniture		6,212		136
Hibbett Sports*		6,028		137
Inspired Entertainment*		80,286		535
Installed Building Products*		6,310		306
iRobot*		34,339		4,041
JC Penney*		99,113		148
Kirkland’s*		4,305		30
La-Z-Boy, Cl Z		14,132		466
LCI Industries		7,544		580


Description	Shares		Value (000)
LGI Homes*		5,621	$	339
Liquidity Services*		51,433		397
Lithia Motors, Cl A		6,783		629
LKQ*		62,115		1,763
Lovesac*		64,105		1,783
Lululemon Athletica*		11,045		1,810
Lumber Liquidators Holdings*		8,604		87
M/I Homes*		8,254		220
MarineMax*		7,034		135
MDC Holdings		179,867		5,227
Meritage Homes*		10,862		486
Modine Manufacturing*		258,090		3,580
Monarch Casino & Resort*		3,967		174
Monro		75,781		6,557
Motorcar Parts of America*		6,219		117
Movado Group		5,451		198
Nautilus*		8,936		50
Office Depot		164,217		596
Oxford Industries		5,126		386
Papa John’s International		69,775		3,695
PetMed Express		6,500		148
Planet Fitness, Cl A*		29,325		2,015
PlayAGS*		44,520		1,065
Red Robin Gourmet Burgers*		4,066		117
Red Rock Resorts, Cl A		40,875		1,057
Regis*		9,434		186
Rent-A-Center, Cl A*		13,481		281
RH*		5,676		584
Ruth’s Hospitality Group		8,980		230
Shake Shack, Cl A*		7,867		465
Shoe Carnival		3,168		108
Shutterfly*		10,307		419
Shutterstock		5,949		277
Sleep Number*		9,240		434
Sonic Automotive, Cl A		7,960		118
Stamps.com*		4,985		406
Standard Motor Products		6,470		318
Steven Madden		23,772		804
Strategic Education		42,511		5,582
Superior Industries International		6,299		30
Tailored Brands		15,981		125
Tile Shop Holdings		12,601		71
TopBuild*		10,564		685
Ulta Beauty*		11,783		4,109
Unifi*		4,579		89
Universal Electronics*		4,403		164
Vera Bradley*		6,862		91
Vista Outdoor*		18,001		144
Vitamin Shoppe*		4,654		33
William Lyon Homes, Cl A*		10,332		159
Wingstop, Cl A		8,909		677
Winnebago Industries		109,452		3,409


Description	Shares		Value (000)
Wolverine World Wide		27,861	$	995
Wyndham Destinations		110,220		4,463
Wyndham Hotels & Resorts		29,580		1,479
Zumiez*		5,973		149

				152,533

Consumer Staples – 4.8%
Andersons		100,267		3,232
Avon Products*		133,894		394
B&G Foods		19,895		486
BJ’s Wholesale Club Holdings*		61,895		1,696
Calavo Growers		4,728		396
Cal-Maine Foods		9,148		408
Casey’s General Stores		48,924		6,300
Central Garden & Pet*		3,267		83
Central Garden & Pet, Cl A*		12,362		287
Chefs’ Warehouse*		56,375		1,750
Church & Dwight		15,900		1,133
Coca-Cola Consolidated		1,403		404
Darling Ingredients*		266,207		5,763
Dean Foods		28,659		87
Energizer Holdings		59,330		2,666
Flowers Foods		97,129		2,071
Freshpet*		54,840		2,319
Herbalife Nutrition*		38,408		2,035
Inter Parfums		36,223		2,748
J&J Snack Foods		4,567		725
John B Sanfilippo & Son		2,625		189
Landec*		190,542		2,340
Medifast		3,596		459
MGP Ingredients		3,834		296
Nu Skin Enterprises, Cl A		26,234		1,256
Performance Food Group*		42,385		1,680
Post Holdings*		16,820		1,840
Sanderson Farms		67,574		8,909
Seneca Foods, Cl A*		2,135		53
Simply Good Foods*		89,235		1,837
SpartanNash		11,936		189
TreeHouse Foods*		12,776		825
United Natural Foods*		16,200		214
Universal		51,882		2,990
WD-40		4,202		712

				58,772

Energy – 2.9%
Archrock		39,415		385
Ardmore Shipping*		237,952		1,466
Bonanza Creek Energy*		6,121		139
C&J Energy Services*		18,498		287
Callon Petroleum*		621,464		4,692
Capital Product Partners		32,534		341
CARBO Ceramics*		6,259		22
Carrizo Oil & Gas*		25,686		320


Description	Shares		Value (000)
CONSOL Energy*		8,262	$	283
Delek US Holdings		44,714		1,628
Denbury Resources*		138,450		284
Diamond Offshore Drilling*		20,600		216
Diamond S Shipping*		22,346		232
Diamondback Energy		14,712		1,494
Dril-Quip*		11,030		506
Era Group*		6,300		73
Euronav		282,363		2,301
Exterran*		10,082		170
Geospace Technologies*		3,914		51
Green Plains		12,225		204
Gulf Island Fabrication		4,700		43
Gulfport Energy*		44,794		359
Helix Energy Solutions Group*		42,186		334
HighPoint Resources*		32,971		73
Keane Group*		113,714		1,238
KLX Energy Services Holdings*		7,000		176
Laredo Petroleum*		47,500		147
Matrix Service*		8,479		166
Nabors Industries		98,573		339
Newpark Resources*		27,100		248
Noble*		74,562		214
Oceaneering International*		33,541		529
Oil States International*		18,203		309
Par Pacific Holdings*		9,591		171
PDC Energy*		20,124		819
Penn Virginia*		4,320		190
Pioneer Energy Services*		23,574		42
Profire Energy*		147,812		265
ProPetro Holding*		22,482		507
Renewable Energy Group*		11,993		263
REX American Resources*		1,864		150
Ring Energy*		228,276		1,340
RPC		95,401		1,088
SEACOR Holdings*		5,450		230
Southwestern Energy*		874,380		4,101
SRC Energy*		73,505		376
Superior Energy Services*		49,882		233
TETRA Technologies*		41,276		97
Unit*		16,324		232
US Silica Holdings		22,101		384
Whiting Petroleum*		153,785		4,020
World Fuel Services		9,925		287
WPX Energy*		71,815		941

				35,005

Financials – 14.9%
Amalgamated Bank, Cl A		17,067		267
Ambac Financial Group*		14,600		265
American Equity Investment Life Holding		63,683		1,721
American Financial Group		46,894		4,512


Description	Shares		Value (000)
Ameris Bancorp		12,070	$	415
AMERISAFE		82,051		4,874
Apollo Commercial Real Estate Finance‡		34,255		623
ARMOUR Residential‡		17,721		346
Axos Financial*		16,316		472
Banc of California		14,105		195
Bank of Hawaii		64,403		5,079
Banner		26,689		1,446
Berkshire Hills Bancorp		51,213		1,395
Blucora*		14,608		488
Boston Private Financial Holdings		25,196		276
Bridgewater Bancshares*		47,471		489
Brookline Bancorp		24,076		347
Byline Bancorp*		79,107		1,462
Capstar Financial Holdings		142,467		2,057
Capstead Mortgage‡		25,635		220
Carolina Financial		110,712		3,830
Central Pacific Financial		8,665		250
Chemical Financial		32,948		1,356
City Holding		5,018		382
Cohen & Steers		15,879		671
Columbia Banking System		170,917		5,587
Commerce Bancshares		70,528		4,095
Community Bank System		15,617		933
Community Bankers Trust		331,114		2,424
Customers Bancorp*		87,311		1,599
CVB Financial		263,548		5,548
Dime Community Bancshares		9,919		186
Donnelley Financial Solutions*		10,684		159
Eagle Bancorp*		9,592		481
Eagle Bancorp Montana		40,204		681
eHealth*		41,750		2,603
Employers Holdings		9,929		398
Encore Capital Group*		7,673		209
Enova International*		10,706		244
Entegra Financial*		80,201		1,800
Essent Group*		71,290		3,098
Evans Bancorp		56,745		2,023
EZCORP, Cl A*		16,534		154
FB Financial		98,585		3,131
Fidelity Southern		7,143		196
First BanCorp		66,026		757
First Busey		76,969		1,878
First Commonwealth Financial		29,807		376
First Community		64,016		1,221
First Financial Bancorp		85,515		2,057
First Hawaiian		174,049		4,534
First Internet Bancorp		76,811		1,485
First Midwest Bancorp		32,453		664
FirstCash		32,176		2,783
Flagstar Bancorp		9,200		303


Description	Shares		Value (000)
FNB		328,551	$	3,483
Franklin Financial Network		3,900		113
Glacier Bancorp		25,732		1,031
Granite Point Mortgage Trust‡		15,404		286
Great Western Bancorp		17,269		546
Green Dot, Cl A*		28,142		1,707
Greenhill		5,500		118
Guaranty Bancshares		26,580		777
Hanmi Financial		9,874		210
HCI Group		2,200		94
Heritage Financial		9,998		301
HomeStreet*		8,081		213
Hope Bancorp		36,441		477
Horace Mann Educators		89,509		3,152
IBERIABANK		11,953		857
Independent Bank		10,441		846
Independent Bank Group		55,730		2,858
International. FCStone*		5,116		198
Invesco Mortgage Capital‡		38,773		613
Investar Holding		44,032		1,000
James River Group Holdings		106,534		4,270
Kemper		27,355		2,083
LegacyTexas Financial Group		13,686		512
LendingTree*		5,630		1,979
Malvern Bancorp*		30,754		619
Meta Financial Group		8,632		170
MSCI, Cl A		5,645		1,122
National Bank Holdings, Cl A		96,990		3,226
Navigators Group		7,049		492
NBT Bancorp		13,247		477
New York Mortgage Trust‡		56,041		341
NMI Holdings, Cl A*		20,139		521
Northfield Bancorp		15,223		212
Northwest Bancshares		31,443		534
OFG Bancorp		13,103		259
Old Line Bancshares		80,359		2,003
Old National Bancorp		97,584		1,600
Old Point Financial		23,186		492
Opus Bank		89,159		1,765
Oritani Financial		12,363		206
Orrstown Financial Services		32,754		609
Pacific Premier Bancorp		13,584		360
PacWest Bancorp		185,510		6,977
PennyMac Mortgage Investment Trust‡		20,564		426
Piper Jaffray		4,414		321
PRA Group*		13,687		367
Preferred Bank		4,378		197
Primerica		26,555		3,244
ProAssurance		16,277		563
Prosperity Bancshares		33,971		2,346
Provident Financial Services		18,557		480


Description	Shares		Value (000)
Redwood Trust‡		29,266	$	473
Reliant Bancorp		32,953		735
RLI		11,916		855
S&T Bancorp		10,470		414
Safety Insurance Group		4,390		383
Sandy Spring Bancorp		104,729		3,276
Seacoast Banking Corp of Florida*		15,521		409
Selective Insurance Group		17,963		1,137
ServisFirst Bancshares		13,927		470
Shore Bancshares		104,590		1,559
Signature Bank		23,675		3,032
Simmons First National, Cl A		28,052		687
SmartFinancial*		98,934		1,871
Solar Capital		77,543		1,616
Southern First Bancshares*		52,340		1,773
Southern National Bancorp of Virginia		66,851		979
Southside Bancshares		9,547		317
State Auto Financial		26,940		887
Stewart Information Services		7,613		325
SVB Financial Group*		10,339		2,299
TCF Financial		103,348		2,138
Texas Capital Bancshares*		20,235		1,105
Third Point Reinsurance*		22,201		230
Tompkins Financial		3,734		284
Triumph Bancorp*		7,800		229
TrustCo Bank		31,218		242
Umpqua Holdings		173,369		2,861
United Community Banks		24,049		600
United Fire Group		6,427		281
United Insurance Holdings		6,802		108
Universal Insurance Holdings		9,675		300
Veritex Holdings		74,517		1,805
Virtus Investment Partners		2,098		205
Waddell & Reed Financial, Cl A		23,083		399
Walker & Dunlop		8,426		429
WesBanco		20,738		824
Westamerica Bancorporation		40,165		2,482
WisdomTree Investments		35,428		250
World Acceptance*		1,962		230

				181,197

Health Care – 12.5%
ABIOMED*		2,367		676
Acadia Healthcare*		60,084		1,761
Acorda Therapeutics*		13,104		174
Addus HomeCare*		3,200		203
Akorn*		30,800		108
Alphatec Holdings*		329,452		873
AMAG Pharmaceuticals*		10,774		139
Amedisys*		24,836		3,061
Amicus Therapeutics*		81,250		1,105
AMN Healthcare Services*		14,239		671


Description	Shares		Value (000)
Amphastar Pharmaceuticals*		10,357	$	212
AngioDynamics*		101,228		2,314
ANI Pharmaceuticals*		2,647		187
Anika Therapeutics*		4,621		140
Array BioPharma*		182,185		4,442
Assertio Therapeutics*		20,285		103
Axogen*		150,788		3,176
BioDelivery Sciences International*		207,433		1,099
BioTelemetry*		22,185		1,389
Cambrex*		10,163		395
Cardiovascular Systems*		10,534		407
CareDx*		37,840		1,193
Charles River Laboratories International*		15,384		2,235
Chemed		7,383		2,363
Clovis Oncology*		25,170		625
Codexis*		67,414		1,384
Community Health Systems*		36,474		136
Computer Programs & Systems		3,815		113
CONMED		7,865		654
Corcept Therapeutics*		31,525		370
CorVel*		2,900		189
Cross Country Healthcare*		161,562		1,136
CryoLife*		52,779		1,540
CryoPort*		85,145		1,100
Cutera*		4,600		81
Cytokinetics*		18,123		147
DexCom*		36,675		4,368
Diplomat Pharmacy*		17,641		102
Eagle Pharmaceuticals*		3,416		172
Emergent BioSolutions*		13,688		692
Enanta Pharmaceuticals*		4,769		456
Encompass Health		83,257		4,862
Endo International*		60,542		486
Ensign Group		15,059		771
Exact Sciences*		21,005		1,819
Exelixis*		55,915		1,331
Fluidigm*		57,065		758
GenMark Diagnostics*		471,219		3,341
Genomic Health*		16,425		1,151
Glaukos*		20,985		1,645
Global Blood Therapeutics*		17,330		917
HealthStream*		8,153		229
Heska*		2,141		182
HMS Holdings*		156,099		4,622
Horizon Pharma*		119,174		3,150
Innoviva*		21,764		305
Insmed*		47,785		1,389
Inspire Medical Systems*		56,736		3,221
Integer Holdings*		28,715		2,166
Intersect ENT*		18,657		600
Intra-Cellular Therapies, Cl A*		44,372		540


Description	Shares		Value (000)
Invacare		11,143	$	93
Invitae*		46,580		1,091
Lannett*		11,185		88
Lantheus Holdings*		12,377		303
LeMaitre Vascular		5,000		155
LHC Group*		8,892		986
Luminex		13,313		306
Madrigal Pharmaceuticals*		7,125		892
Magellan Health*		7,248		478
Masimo*		10,365		1,433
Medicines*		19,938		557
MEDNAX*		47,113		1,280
Medpace Holdings*		7,890		465
Meridian Bioscience		12,732		224
Merit Medical Systems*		98,961		6,119
Molina Healthcare*		18,430		2,616
Momenta Pharmaceuticals*		29,791		433
Myriad Genetics*		22,274		740
NanoString Technologies*		54,185		1,297
Natus Medical*		10,869		276
Neogen*		15,854		910
NeoGenomics*		146,601		2,999
NextGen Healthcare*		14,370		242
Novocure*		15,320		738
Nuvectra*		205,867		2,267
Omnicell*		35,267		2,851
OraSure Technologies*		188,613		2,103
Orthofix Medical*		5,750		324
Owens & Minor		18,640		76
Oxford Immunotec Global*		187,585		3,232
PetIQ, Cl A*		50,729		1,593
Phibro Animal Health, Cl A		6,063		200
Prestige Consumer Healthcare*		51,347		1,536
Progenics Pharmaceuticals*		26,549		123
Providence Service*		34,312		2,286
PTC Therapeutics*		18,110		682
Quidel*		33,818		2,214
R1 RCM*		519,937		5,028
REGENXBIO*		9,279		532
Repligen*		11,879		702
Sage Therapeutics*		10,996		1,749
Sarepta Therapeutics*		10,958		1,306
Select Medical Holdings*		32,780		462
Spectrum Pharmaceuticals*		31,812		340
STAAR Surgical*		34,940		1,195
Supernus Pharmaceuticals*		15,871		556
Surmodics*		4,016		175
Tabula Rasa HealthCare*		5,289		298
Tactile Systems Technology*		5,137		271
Tandem Diabetes Care*		98,319		6,243
Tivity Health*		14,193		249
Ultragenyx Pharmaceutical*		10,965		761


Description	Shares		Value (000)
US Physical Therapy		3,837	$	403
Vanda Pharmaceuticals*		16,844		310
Varex Imaging*		11,525		390
Veracyte*		55,884		1,398
Vericel*		85,479		1,497
ViewRay*		389,127		2,876
Viking Therapeutics*		43,164		429
Wright Medical Group*		171,348		5,389

				151,943

Industrials – 18.1%
AAON		12,296		568
AAR		10,446		340
ABM Industries		100,187		3,642
Actuant, Cl A		18,507		451
Advanced Disposal Services*		55,370		1,550
Aegion, Cl A*		10,119		178
AerCap Holdings*		55,344		2,576
Aerojet Rocketdyne Holdings*		21,926		779
Aerovironment*		6,449		441
Air Transport Services Group*		67,810		1,563
Alamo Group		2,899		290
Albany International, Cl A		38,728		2,773
Allegiant Travel, Cl A		3,897		505
Altra Industrial Motion		87,580		2,719
American Woodmark*		4,535		375
Apogee Enterprises		8,187		307
Applied Industrial Technologies		11,775		700
ArcBest		8,259		254
Arcosa		14,720		450
Argan		24,190		1,208
ASGN*		36,639		2,326
Astec Industries		6,851		259
Atlas Air Worldwide Holdings*		7,779		393
Axon Enterprise*		17,907		974
AZZ		78,138		3,198
Barnes Group		43,763		2,250
Brady, Cl A		14,926		693
Briggs & Stratton		195,275		2,310
BrightView Holdings*		282,599		4,069
Brink’s		27,115		2,045
CAI International*		86,193		2,000
Casella Waste Systems, Cl A*		63,050		2,242
Chart Industries*		71,491		6,471
CIRCOR International*		6,343		207
Clean Harbors*		75,126		5,374
Columbus McKinnon		61,044		2,097
Comfort Systems USA		11,189		586
Commercial Vehicle Group*		173,186		1,328
Construction Partners, Cl A*		263,862		3,370
CoStar Group*		6,815		3,179
Covanta Holding		97,240		1,683


Description	Shares		Value (000)
Covenant Transportation Group, Cl A*		87,001	$	1,651
CPI Aerostructures*		329,604		2,142
Cubic		8,683		488
DXP Enterprises*		4,776		186
Dycom Industries*		32,007		1,470
Echo Global Logistics*		8,949		222
EMCOR Group		71,887		5,253
Encore Wire		6,308		361
EnerSys		19,820		1,291
EnPro Industries		6,287		405
ESCO Technologies		7,861		527
Evoqua Water Technologies*		356,154		4,480
Exponent		15,671		905
Federal Signal		18,216		473
Forrester Research		3,211		155
Forward Air		8,732		565
Franklin Electric		11,656		595
FTI Consulting*		11,519		885
GATX		55,408		4,232
Genesee & Wyoming, Cl A*		29,024		2,529
Gibraltar Industries*		9,703		394
Granite Construction		118,299		5,105
Greenbrier		9,756		314
Griffon		10,342		191
Harsco*		52,737		1,063
Hawaiian Holdings		14,629		384
Heartland Express		14,297		276
Heidrick & Struggles International		5,693		218
Hillenbrand		19,014		790
Hub Group, Cl A*		99,479		4,064
Huron Consulting Group*		11,061		522
InnerWorkings*		258,175		935
Insperity		15,700		1,941
Insteel Industries		5,985		125
Interface, Cl A		128,200		1,964
ITT		96,705		5,609
John Bean Technologies		9,589		881
Kaman		8,447		494
KBR		392,128		7,486
Kelly Services, Cl A		9,335		206
Korn Ferry		17,232		772
Kornit Digital*		57,754		1,375
Lindsay		3,252		315
LSC Communications		10,576		69
Lydall*		5,462		128
Marten Transport		91,819		1,637
Matson		12,971		468
Matthews International, Cl A		48,776		1,802
McGrath RentCorp		92,057		5,208
Mercury Systems*		56,808		3,640
Middleby*		25,426		3,306


Description	Shares		Value (000)
Milacron Holdings*		189,579	$	2,146
Mobile Mini		13,532		459
Moog, Cl A		69,323		6,028
Mueller Industries		168,657		5,286
Mueller Water Products, Cl A		217,963		2,188
Multi-Color		4,381		219
MYR Group*		5,338		185
National Presto Industries		1,652		179
Navigant Consulting		12,162		237
NN		146,999		1,101
Orion Group Holdings*		8,400		25
Oshkosh		75,409		5,665
Patrick Industries*		6,831		310
PGT Innovations*		17,439		242
Powell Industries		2,905		77
Primoris Services		114,912		2,376
Proto Labs*		8,209		863
Quanex Building Products		10,993		175
Raven Industries		10,877		417
Resources Connection		9,900		164
Rexnord*		49,570		1,246
RR Donnelley & Sons		22,000		104
Ryder System		49,430		3,064
Saia*		7,828		478
Simpson Manufacturing		91,520		5,424
SkyWest		15,705		853
SP Plus*		70,576		2,408
Spirit Airlines*		79,769		4,217
SPX*		13,172		458
SPX FLOW*		12,869		411
Standex International		4,026		296
Steelcase, Cl A		106,489		1,549
Sterling Construction*		180,248		2,257
Sturm Ruger		43,888		2,327
Team*		107,583		1,883
Tennant		54,561		3,388
Tetra Tech		16,809		1,002
Titan International		15,181		91
Titan Machinery*		47,710		742
TPI Composites*		46,890		1,342
Triumph Group		15,019		286
TrueBlue*		12,063		285
UniFirst		4,689		720
Universal Forest Products		18,470		552
US Ecology		6,670		373
US Xpress Enterprises, Cl A*		151,485		1,001
Veritiv*		4,259		112
Viad		6,095		343
Vicor*		5,400		167
Wabash National		94,435		1,280
Wabtec		20,465		1,509
WageWorks*		12,004		453


Description	Shares		Value (000)
Watts Water Technologies, Cl A		8,390	$	678
Woodward		9,970		946

				219,807

Information Technology – 15.8%
3D Systems*		34,555		372
8x8*		29,035		586
ACI Worldwide*		67,974		2,234
ADTRAN		14,297		196
Advanced Energy Industries*		45,205		2,246
Advanced Micro Devices*		94,030		2,400
Agilysys*		5,825		123
Alarm.com Holdings*		10,685		693
Alpha & Omega Semiconductor*		300		3
Ambarella*		30,556		1,320
Anixter International*		8,725		490
Applied Optoelectronics*		5,966		73
Arlo Technologies*		23,162		96
Aspen Technology*		17,134		1,786
Axcelis Technologies*		9,738		196
Badger Meter		8,823		491
Bel Fuse, Cl B		3,256		82
Belden		28,966		1,555
Benchmark Electronics		61,825		1,623
Benefitfocus*		46,340		2,295
Bottomline Technologies DE*		71,525		3,583
Brooks Automation		57,988		1,701
Cabot Microelectronics		8,814		987
CalAmp*		109,645		1,379
Cardtronics*		11,330		403
CEVA*		6,878		185
Ciena*		19,980		746
Cohu		13,173		194
Comtech Telecommunications		7,942		184
Control4*		8,376		142
Cornerstone OnDemand*		31,475		1,724
Cray*		12,324		321
Cree*		93,731		5,363
CSG Systems International		9,980		422
CTS		9,861		290
Cypress Semiconductor		88,965		1,327
Daktronics		13,088		97
Diebold Nixdorf		24,300		269
Digi International*		8,716		110
Diodes*		12,374		429
DSP Group*		6,300		89
Ebix		6,634		328
Electronics For Imaging*		257,838		6,936
ePlus*		4,112		364
Euronet Worldwide*		59,918		8,544
EVERTEC		87,552		2,435
ExlService Holdings*		10,421		625
Extreme Networks*		35,103		263


Description	Shares		Value (000)
Fabrinet*		11,184	$	586
FARO Technologies*		5,573		245
Finisar*		35,864		831
Five9*		88,867		4,695
ForeScout Technologies*		21,483		900
FormFactor*		22,496		362
Gartner*		5,016		761
Harmonic*		27,927		151
Ichor Holdings*		7,400		167
II-VI*		18,103		674
Infinera*		65,023		282
Insight Enterprises*		30,232		1,665
InterXion Holding*		27,355		1,825
Itron*		52,632		2,455
KEMET		17,413		295
Keysight Technologies*		45,431		3,962
Knowles*		131,682		2,322
Kopin*		18,000		24
Kulicke & Soffa Industries		20,027		443
LivePerson*		17,837		518
LiveRamp Holdings*		77,916		4,252
Logitech International		21,951		864
Lumentum Holdings*		42		2
MACOM Technology Solutions Holdings*		49,050		820
ManTech International, Cl A		8,045		435
MaxLinear, Cl A*		19,176		490
Methode Electronics		11,151		321
MicroStrategy, Cl A*		2,490		359
Mimecast*		37,635		1,782
Monotype Imaging Holdings		13,042		259
MTS Systems		23,295		1,269
Nanometrics*		7,828		242
NCR*		206,475		5,635
NETGEAR*		9,501		315
New Relic*		20,641		2,037
NIC		20,113		344
Novanta*		30,271		2,565
Okta, Cl A*		14,845		1,228
ON Semiconductor*		52,144		1,073
OneSpan*		10,193		196
OSI Systems*		5,088		446
Park Electrochemical		6,377		100
PDF Solutions*		9,180		113
Perficient*		9,984		273
Perspecta		120,803		2,443
Photronics*		21,328		202
Plantronics		87,275		4,024
Plexus*		9,381		572
Power Integrations		8,775		614
Progress Software		13,687		607
Q2 Holdings*		47,831		3,313


Description	Shares		Value (000)
Qualys*		10,303	$	852
Rambus*		32,919		344
Rapid7*		99,508		5,036
RingCentral, Cl A*		63,647		6,861
Rogers*		27,938		4,439
Rudolph Technologies*		9,252		211
Sanmina*		20,776		599
ScanSource*		8,229		295
Semtech*		63,016		3,208
SMART Global Holdings*		3,900		75
SolarEdge Technologies*		13,464		507
SPS Commerce*		15,444		1,638
Sykes Enterprises*		12,009		340
Tenable Holdings*		47,792		1,513
Teradata*		17,780		776
TiVo		88,290		823
Trade Desk, Cl A*		9,120		1,805
Travelport Worldwide		39,846		627
TTEC Holdings		4,388		159
TTM Technologies*		28,030		329
Twilio, Cl A*		33,878		4,376
Ultra Clean Holdings*		12,358		128
Unisys*		16,300		190
Upland Software*		45,647		1,934
Veeco Instruments*		15,043		163
Verint Systems*		39,540		2,367
Versum Materials		23,009		1,158
ViaSat*		21,785		1,688
Viavi Solutions*		69,360		859
Virtusa*		39,613		2,117
Vishay Intertechnology		220,307		4,069
WEX*		11,502		2,208
Xperi		338,232		7,915
Zebra Technologies, Cl A*		31,926		6,689
Zendesk*		91,212		7,753

				192,709

Materials – 5.5%
AdvanSix*		8,722		249
AK Steel Holding*		101,425		279
Alamos Gold, Cl A		91,984		467
Allegheny Technologies*		57,970		1,482
American Vanguard		8,709		150
AptarGroup		41,934		4,461
Avery Dennison		30,111		3,403
Balchem		9,821		911
Berry Global Group*		27,630		1,488
Boise Cascade		11,667		312
Cabot		39,689		1,652
Century Aluminum*		15,992		142
Clearwater Paper*		5,351		104
Commercial Metals		131,708		2,250
Compass Minerals International		113,198		6,155


Description	Shares		Value (000)
Crown Holdings*		36,220	$	1,977
Ferro*		25,233		478
FutureFuel		8,138		109
Hawkins		3,078		113
Haynes International		4,065		134
HB Fuller		15,459		752
Ingevity*		31,420		3,318
Innophos Holdings		101,990		3,074
Innospec		7,418		618
Kaiser Aluminum		4,879		511
Koppers Holdings*		6,620		172
Kraton*		63,774		2,052
Livent*		44,301		544
LSB Industries*		6,185		39
Materion		6,109		349
Mercer International		14,000		189
Myers Industries		10,556		181
Neenah		5,086		327
Olympic Steel		2,849		45
PH Glatfelter		189,677		2,678
Quaker Chemical		4,057		813
Rayonier Advanced Materials		14,717		200
Ryerson Holding*		242,881		2,079
Schweitzer-Mauduit International		9,332		361
Scotts Miracle-Gro, Cl A		44,604		3,505
Silgan Holdings		254,438		7,539
Stepan		6,146		538
Summit Materials, Cl A*		252,035		4,000
SunCoke Energy*		21,403		182
Tecnoglass		168,980		1,230
TimkenSteel*		12,221		133
Tredegar		8,054		130
US Concrete*		47,812		1,980
Valvoline		140,789		2,613
Venator Materials*		176,727		993

				67,461

Real Estate – 4.7%
Acadia Realty Trust‡		24,778		676
Agree Realty‡		20,253		1,404
American Assets Trust‡		11,481		527
Armada Hoffler Properties‡		16,039		250
CareTrust‡		54,154		1,270
CatchMark Timber Trust, Cl A‡		198,929		1,954
CBL & Associates Properties‡		54,245		84
Cedar Realty Trust‡		26,754		91
Chatham Lodging Trust‡		14,002		269
Chesapeake Lodging Trust‡		18,424		512
Community Healthcare Trust‡		58,087		2,085
DiamondRock Hospitality‡		61,182		663
Easterly Government Properties‡		387,321		6,976
EastGroup Properties‡		11,115		1,241
Essential Properties Realty Trust‡		27,503		537


Description	Shares		Value (000)
Four Corners Property Trust‡		20,750	$	614
Franklin Street Properties‡		34,602		249
GEO Group‡		120,614		2,316
Getty Realty‡		10,234		328
Global Net Lease‡		25,402		480
Hannon Armstrong Sustainable Infrastructure Capital‡		73,728		1,890
Hersha Hospitality Trust, Cl A‡		11,883		204
HFF, Cl A		11,915		569
Independence Realty Trust‡		26,878		290
Innovative Industrial Properties, Cl A‡		3,100		253
iStar‡		22,023		185
Kite Realty Group Trust‡		25,349		405
Lexington Realty Trust‡		63,479		575
LTC Properties‡		12,048		552
Marcus & Millichap*		6,855		279
MedEquities Realty Trust‡		155,600		1,732
National Storage Affiliates Trust‡		17,183		490
NexPoint Residential Trust‡		22,733		872
NorthStar Realty Europe‡		14,979		260
Office Properties Income Trust‡		14,543		402
Outfront Media‡		201,789		4,722
Pennsylvania Real Estate Investment Trust‡		20,128		127
PS Business Parks‡		6,080		954
QTS Realty Trust, Cl A‡		75,137		3,380
Rayonier‡		84,747		2,671
RE/MAX Holdings, Cl A		75,465		2,908
Retail Opportunity Investments‡		205,140		3,557
RLJ Lodging Trust‡		122,925		2,160
RPT Realty‡		25,741		309
Saul Centers‡		3,647		187
STAG Industrial‡		66,849		1,982
Summit Hotel Properties‡		31,642		361
Universal Health Realty Income Trust‡		4,020		304
Urstadt Biddle Properties, Cl A‡		9,888		204
Washington‡		24,285		689
Washington Prime Group‡		56,090		317
Whitestone, Cl B‡		12,400		149
Xenia Hotels & Resorts‡		34,300		752

				57,217

Telecommunication Services – 0.1%
Care.com*		8,300		164
Meet Group*		105,520		531

				695

Utilities – 2.3%
ALLETE		39,260		3,228
American States Water		74,094		5,283
Avista		102,804		4,176
California Water Service Group		14,618		793


Description	Shares		Value (000)
Consolidated Water		168,056	$	2,163
El Paso Electric		12,383		728
Hawaiian Electric Industries		61,884		2,523
Middlesex Water		4,808		269
Northwest Natural Holding		8,770		576
South Jersey Industries		73,275		2,350
Spire		13,404		1,103
Unitil		37,939		2,055
York Water		62,602		2,149

				27,396

Total Common Stock (Cost $1,107,466) (000)				1,172,690


Exchange Traded Funds — 0.4%
iShares Russell 2000 ETF		15,985		2,447
iShares Russell 2000 Value ETF		18,241		2,187


Total Exchange Traded Funds (Cost $4,257) (000)				4,634


Rights — 0.0%

	Number of Rights
A Schulman, ‡‡ (A)		8,148		4
Media General, ‡‡ (A)		9,318		1
Tobira Therapeutics, Expires 12/31/2028(A)		900		11


Total Rights (Cost $–) (000)				16


Warrants — 0.0%

	Number of Warrants
Emagin, ‡‡ (A)		169,519		2


Total Warrants (Cost $–) (000)				2


Short-Term Investment — 3.6%
State Street Institutional Treasury Money Market Fund, Cl Premier, 2.350%, (B)		43,352,663		43,353


Total Short-Term Investment (Cost $43,353) (000)				43,353


Total Investments In Securities — 100.4% (Cost $1,155,076) (000)			$	1,220,695

Percentages are based on Net Assets of $1,216,199 (000).

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows (000):

Type of

Contract

Number of
Contracts

Long

Expiration
Date

Notional
Amount
(Thousands)

Value
(Thousands)

Unrealized

Appreciation

(Thousands)

Russell 2000 Index E-MINI

Jun-2019

$ 2,660

$ 2,702

$ 42

*	Non-income producing security.

‡	Real Estate Investment Trust

‡‡	Expiration date not available.

(A)

Level 3 security in accordance with fair value hierarchy.

(B)

The rate reported is the 7-day effective yield as of March 31, 2019.

Cl — Class

ETF — Exchange Traded Fund

The following is a list of the level of inputs used as of March 31, 2019, in valuing the Fund’s investments and other financial instruments carried at value (000):


Investments in Securities	Level 1		Level 2		Level 3^		Total
Common Stock	$	1,172,690	$	—	$	—	$	1,172,690
Exchange Traded Funds		4,634		—		—		4,634
Rights		—		—		16		16
Warrants		—		—		2		2
Short-Term Investment		43,353		—		—		43,353

Total Investments in Securities	$	1,220,677	$	—	$	18	$	1,220,695


Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts**
Unrealized Appreciation	$	42	$	—	$	—	$	42

Total Other Financial Instruments	$	42	$	—	$	—	$	42

** Futures contracts are valued at the unrealized appreciation on the instrument.

^ A reconciliation of Level 3 investments and disclosures of significant unobservable inputs are presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

For the period ended March 31, 2019, there were no transfers between Level 1, Level 2 or Level 3 assets and liabilities. All transfers, if any, are recognized by the Fund at the end of the period.

Amounts designated as “—“ are $0 or have been rounded to $0.

SCHEDULE OF INVESTMENTS



Description	Shares		Value (000)
Common Stock — 96.0%

Australia – 3.2%
Abacus Property Group‡		21,490	$	57
Accent Group		18,279		19
Adelaide Brighton		27,509		88
Afterpay Touch Group*		8,496		126
AGL Energy		14,916		231
ALS		169,934		915
Altium		7,601		174
Altura Mining*		76,124		7
Alumina		503,151		865
Amcor		163,340		1,785
AMP		72,898		109
Ansell		9,241		167
APA Group		30,321		215
Appen		5,522		87
ARB		4,548		56
Ardent Leisure Group		27,204		22
Aristocrat Leisure		14,571		255
Asaleo Care*		306,954		195
ASX		4,920		244
Atlas Arteria		43,915		225
Aurizon Holdings		51,449		166
Ausdrill		41,925		49
AusNet Services		52,450		66
Australia & New Zealand Banking Group		217,156		4,013
Australian Agricultural*		23,907		17
Australian Pharmaceutical Industries		23,039		25
Automotive Holdings Group		13,972		17
Aventus Group‡		18,747		30
Aveo Group		25,450		36
Bank of Queensland		8,750		57
Bapcor		16,674		65
Beach Energy		111,919		164
Bega Cheese		13,110		43
Bellamy’s Australia*		5,663		45
Bendigo & Adelaide Bank		12,425		85
BHP Group		89,376		2,442
Bingo Industries		25,757		28
Blackmores		813		54
BlueScope Steel		93,665		928
Boral		29,759		97
Brambles		172,826		1,443
Bravura Solutions		13,546		53
Breville Group		5,401		62
Brickworks		4,908		60
BWP Trust‡		35,128		93
BWX		6,769		11
Caltex Australia		22,515		419
carsales.com		83,295		748
Cedar Woods Properties		3,968		15
Centuria Industrial‡		13,163		28
Challenger		14,109		83
Charter Hall Education Trust‡		14,626		36
Charter Hall Group‡		29,294		214
Charter Hall Long Wale‡		11,322		37
Charter Hall Retail‡		23,642		78
CIMIC Group		2,687		92
Cleanaway Waste Management		1,062,468		1,675



Description	Shares		Value (000)
Coca-Cola Amatil		148,637	$	913
Cochlear		1,301		160
Coles Group*		28,144		237
Collins Foods		6,236		32
Commonwealth Bank of Australia		41,066		2,060
Computershare		12,105		147
Cooper Energy*		89,632		32
Corporate Travel Management		4,881		88
Costa Group Holdings		17,911		65
Credit Group		2,935		46
Cromwell Property Group‡		100,005		78
Crown Resorts		8,200		67
CSL		10,497		1,453
CSR		32,467		77
Dexus‡		26,001		234
Domain Holdings Australia		147,000		266
Domino’s Pizza Enterprises		1,173		36
Downer EDI		38,395		209
DuluxGroup		118,238		621
Eclipx Group		21,316		10
Elders		6,704		29
Emeco Holdings*		15,704		22
Estia Health		14,152		27
Evolution Mining		81,581		212
FlexiGroup		16,419		16
Flight Centre Travel Group		1,077		32
Fortescue Metals Group		35,062		177
Freedom Foods Group		6,566		21
G8 Education		25,620		55
Galaxy Resources*		22,233		30
GDI Property Group‡		34,540		34
Genworth Mortgage Insurance Australia		16,879		29
Goodman Group‡		37,413		354
GPT Group‡		40,765		180
GrainCorp, Cl A		14,161		92
Growthpoint Properties Australia‡		16,516		49
GUD Holdings		67,548		572
GWA Group		121,396		274
Hansen Technologies		10,712		22
Harvey Norman Holdings		13,109		37
Healius		37,909		71
Healthscope		99,035		171
HT&E		15,825		19
HUB24		3,334		33
IDP Education		8,410		87
Iluka Resources		26,830		171
Incitec Pivot		39,492		87
Independence Group NL		31,300		108
Infigen Energy*		56,767		18
Inghams Group		15,039		47
Insurance Australia Group		52,784		288
Integrated Research		5,376		10
InvoCare		6,571		66
IOOF Holdings		20,518		89
IPH		69,365		347
IRESS		9,028		84
James Hardie Industries		10,359		133
JB Hi-Fi		7,497		133
Kidman Resources*		23,424		20
Kogan.com		2,439		6
Lend Lease Group		14,440		127
Link Administration Holdings		32,402		170
Lovisa Holdings		3,380		22



Description	Shares		Value (000)
Lynas*		41,721	$	62
Macquarie Group		7,462		685
Magellan Financial Group		7,879		204
Mayne Pharma Group*		93,128		46
McMillan Shakespeare		4,431		38
Medibank		73,116		143
Mesoblast*		24,845		25
Metcash		211,109		397
Mineral Resources		10,421		117
Mirvac Group‡		92,327		180
Moelis Australia		1,928		6
Monadelphous Group		5,340		66
Myer Holdings*		45,103		20
MYOB Group		28,058		66
Nanosonics*		16,825		52
National Australia Bank		143,183		2,569
National Storage‡		45,185		57
Navigator Global Investments		8,067		18
Navitas		14,334		59
Netwealth Group		4,343		25
New Hope		18,396		39
Newcrest Mining		66,929		1,211
NEXTDC*		22,209		100
nib holdings		29,519		110
Nine Entertainment Holdings		434,559		528
Northern Star Resources		39,752		253
NRW Holdings		23,052		39
Nufarm		19,095		64
OFX Group		12,084		14
Oil Search		316,346		1,763
oOh!media		13,466		37
Orica		94,769		1,187
Origin Energy		39,939		204
Orocobre*		14,173		34
Orora		75,558		160
OZ Minerals		20,660		155
Pact Group Holdings		13,463		27
Pendal Group		18,518		122
Perpetual		2,817		77
Pilbara Minerals*		93,910		53
Pinnacle Investment Management Group		5,449		21
Platinum Asset Management		15,905		52
Premier Investments		5,913		68
Pro Medicus		2,519		26
QBE Insurance Group		137,681		1,203
Qube Holdings		85,863		171
Ramsay Health Care		3,479		159
RCR Tomlinson		18,154		11
REA Group		1,200		64
Regis Healthcare		10,829		26
Regis Resources		31,299		118
Reliance Worldwide		49,909		153
Resolute Mining		50,843		44
Rio Tinto		8,555		595
Rural Funds Group‡		18,414		30
Sandfire Resources NL		9,670		47
Santos		43,524		211
Saracen Mineral Holdings*		50,432		104
Scentre Group‡		121,839		355
SEEK		8,496		106
Select Harvests		6,440		28
Senex Energy*		56,162		15
Seven Group Holdings		7,198		89



Description	Shares		Value (000)
Seven West Media*		54,599	$	19
SG Fleet Group		5,482		9
Shopping Centres Australasia Property Group‡		55,925		105
Sigma Healthcare		227,104		85
Sims Metal Management		11,142		85
SmartGroup		4,771		27
Sonic Healthcare		10,688		186
South32		124,914		331
Southern Cross Media Group		46,424		39
Spark Infrastructure Group		108,421		176
SpeedCast International		14,219		38
St. Barbara		34,226		82
Star Entertainment Grp		53,308		158
Steadfast Group		51,913		117
Stockland‡		59,707		163
Suncorp Group		29,648		290
Super Retail Group		9,018		51
Sydney Airport		29,245		154
Syrah Resources*		19,770		15
Tabcorp Holdings		49,761		163
Tassal Group		11,127		38
Technology One		15,816		90
Telstra		105,710		248
TPG Telecom		10,268		51
Transurban Group		61,556		577
Treasury Wine Estates		16,234		172
Unibail-Rodamco-Westfield‡		20,980		172
Vicinity Centres‡		85,315		158
Village Roadshow*		4,038		9
Virtus Health		5,582		16
Viva Energy‡		100,164		181
Vocus Communications*		37,262		98
Washington H Soul Pattinson		2,441		46
Webjet		8,287		86
Wesfarmers		26,156		644
Western Areas		18,664		30
Westgold Resources*		20,026		18
Westpac Banking		79,602		1,465
Whitehaven Coal		46,300		133
WiseTech Global		5,860		96
Woodside Petroleum		21,565		530
Woolworths Group		203,197		4,386
WorleyParsons		7,275		73
WPP AUNZ		14,271		6

				57,142

Austria – 0.2%
Agrana Beteiligungs		764		15
ANDRITZ		8,274		355
AT&S Austria Technologie & Systemtechnik		1,633		28
BAWAG Group(A)		2,596		115
DO & CO		431		35
Erste Group Bank		6,853		251
EVN		2,603		38
FACC		1,408		20
Immobilien Anlagen		4,138		149
IMMOFINANZ*		5,755		143
Kapsch TrafficCom		255		9
Lenzing		815		87
Oesterreichische Post		12,414		525
OMV		3,328		181



Description	Shares		Value (000)
Palfinger		896	$	25
Porr Ag		594		13
Raiffeisen Bank International		4,038		91
Rhi Magnesita		1,300		76
S IMMO		2,927		60
Schoeller-Bleckmann Oilfield Equipment		667		55
Semperit Holding*		396		6
Telekom Austria, Cl A		10,189		74
UNIQA Insurance Group		8,071		81
Verbund		1,543		74
Vienna Insurance Group Wiener Versicherung Gruppe		2,394		61
Voestalpine		2,540		77
Wienerberger		40,441		860
Zumtobel Group*		1,738		12

				3,516

Belgium – 0.7%
Ackermans & van Haaren		1,499		227
Aedifica‡		1,214		116
Ageas		4,140		200
AGFA-Gevaert*		11,347		47
Anheuser-Busch InBev		31,327		2,628
Argenx*		1,873		231
Barco		572		88
Befimmo‡		1,402		83
Bekaert		2,176		51
Biocartis* (A)		1,945		25
bpost		6,462		70
Cie d’Entreprises CFE		457		42
Cofinimmo‡		1,425		188
Colruyt		1,626		120
D’ieteren		1,502		59
Econocom Group		7,592		31
Elia System Operator		1,807		127
Euronav		9,507		77
Exmar*		1,664		11
Fagron		2,417		43
Gimv		1,372		77
Greenyard		625		2
Groupe Bruxelles Lambert		1,821		177
Intervest Offices & Warehouses‡		1,364		37
Ion Beam Applications*		1,385		23
KBC Ancora		2,443		113
KBC Group		70,640		4,936
Kinepolis Group		982		56
Melexis		1,227		74
Mithra Pharmaceuticals*		749		22
Montea C.V.A‡		693		57
Ontex Group		5,036		113
Orange Belgium		1,811		39
Proximus		3,760		108
Recticel		2,226		17
Retail Estates‡		457		42
Sioen Industries		310		9
Sofina		995		194
Solvay		1,901		206
Telenet Group Holding*		1,173		56
Tessenderlo Group*		1,764		59
UCB		2,879		247
Umicore		4,755		211
Van de Velde		238		8



Description	Shares		Value (000)
Warehouses De Pauw CVA‡		1,077	$	173

				11,520

Brazil – 2.0%
Ambev ADR		790,665		3,400
Atacadao Distribuicao Comercio e Industria Ltda*		82,200		422
B3 - Brasil Bolsa Balcao*		265,100		2,159
Banco Bradesco ADR		621,720		6,782
Banco BTG Pactual*		17,400		160
Banco do Brasil*		180,900		2,240
Cia de Saneamento Basico do Estado de Sao Paulo*		17,600		187
Embraer		51,025		242
Estacio Participacoes		89,500		607
Grendene		47,200		102
IRB Brasil Resseguros S		168,200		3,909
LOG Commercial Properties e Participacoes*		6,313		27
LPS Brasil Consultoria de Imoveis*		152,935		189
Magazine Luiza		19,700		864
MRV Engenharia e Participacoes		237,000		849
Natura Cosmeticos		103,827		1,193
Petrobras Distribuidora		186,201		1,100
Porto Seguro		104,320		1,433
QGEP Participacoes		25,000		99
Raia Drogasil*		125,400		2,083
SLC Agricola		20,200		212
Smiles Fidelidade		23,100		280
Sul America		169,700		1,281
Tim Participacoes		174,900		531
TOTVS		211,800		2,133
Vale*		98,800		1,290
Vale, Cl B ADR*		86,974		1,136
WEG		202,700		932

				35,842

Canada – 4.5%
Advantage Oil & Gas*		11,250		19
Aecon Group		3,705		48
Ag Growth International		1,202		56
AGF Management, Cl B		3,824		15
Agnico Eagle Mines		5,900		257
AGT Food & Ingredients*		1,314		18
Alacer Gold*		18,806		51
Alamos Gold, Cl A		25,138		128
Alaris Royalty		2,315		37
Algonquin Power & Utilities		29,971		338
Alimentation Couche-Tard, Cl B		34,188		2,013
Allied Properties‡		3,123		115
AltaGas		7,300		96
Altius Minerals		2,611		25
Altus Group		2,615		51
Aphria*		14,308		133
ARC Resources		7,400		51
Aritzia*		3,739		50
Artis‡		4,346		36
Atco, Cl I		1,700		57
Athabasca Oil*		26,977		17
ATS Automation Tooling Systems*		4,522		66
Aurinia Pharmaceuticals*		3,317		21
Aurora Cannabis*		18,600		168
B2Gold*		63,267		177



Description	Shares		Value (000)
Badger Daylighting		2,201	$	67
Ballard Power Systems*		12,174		37
Bank of Montreal		14,800		1,107
Bank of Nova Scotia		66,616		3,546
Barrick Gold		118,164		1,621
Bausch Health*		8,100		200
Baytex Energy*		33,951		58
BCE		21,345		948
Birchcliff Energy		16,002		43
BlackBerry*		13,800		139
Boardwalk‡		1,409		43
Bombardier, Cl B*		56,700		109
Bonterra Energy		1,293		6
Boralex		4,327		61
Brookfield Asset Management, Cl A		72,595		3,382
BRP		2,817		78
CAE		194,000		4,299
Calfrac Well Services*		3,400		9
Cameco		9,800		116
Canaccord Genuity Group		7,448		33
Canacol Energy*		8,381		28
Canada Goose Holdings*		3,040		146
Canadian Apartment Properties‡		4,543		175
Canadian Imperial Bank of Commerce		10,200		806
Canadian National Railway		16,900		1,513
Canadian Natural Resources		95,223		2,614
Canadian Pacific Railway		9,678		1,994
Canadian Tire, Cl A		1,500		162
Canadian Utilities, Cl A		3,700		101
Canadian Western Bank		5,745		120
Canfor*		4,376		45
Canfor Pulp Products		1,920		21
CannTrust Holdings*		4,600		36
Canopy Growth*		4,700		204
Capital Power		6,855		161
Cardinal Energy		6,294		13
Cascades		4,132		26
CCL Industries, Cl B		3,900		158
Celestica*		8,177		69
Cenovus Energy		23,700		206
Centerra Gold*		13,342		70
CES Energy Solutions		15,713		32
CGI, Cl A*		5,700		392
China Gold International Resources*		16,586		21
Choice Properties‡		8,328		88
Chorus Aviation		1,500		8
CI Financial		6,400		87
Cineplex		4,118		75
Cogeco		300		18
Cogeco Communications		1,005		64
Colliers International Group		2,325		155
Cominar‡		5,251		46
Computer Modelling Group		5,324		25
Constellation Software		2,343		1,985
Continental Gold*		9,242		20
Corby Spirit and Wine, Cl A		600		8
Corus Entertainment		7,031		31
Cott		9,017		132
Crescent Point Energy		34,800		113
Crombie‡		2,621		28
Cronos Group*		4,700		86



Description	Shares		Value (000)
CT‡		3,112	$	33
Descartes Systems Group*		4,943		180
Detour Gold*		11,203		105
DIRTT Environmental Solutions*		6,033		38
Dollarama		6,900		184
Dorel Industries, Cl B		1,618		14
Dream Global‡		12,211		129
Dream Industrial‡		3,023		27
Dream Office‡		1,673		31
DREAM Unlimited, Cl A		4,532		26
ECN Capital		13,162		43
Eldorado Gold*		9,496		44
Element Financial		26,736		169
Emera		1,700		64
Empire		4,600		100
Enbridge		46,900		1,699
Encana		33,800		245
Endeavour Mining*		4,914		74
Endeavour Silver*		8,371		21
Enerflex		5,690		80
Enerplus		15,650		131
Enghouse Systems		2,824		72
Ensign Energy Services		8,650		35
Entertainment One		23,751		138
Equitable Group		806		39
Evertz Technologies		1,812		23
Exchange Income		506		13
Exco Technologies		1,300		9
Extendicare		5,250		30
Fairfax Financial Holdings		7,178		3,325
Fiera Capital, Cl A		3,121		29
Finning International		4,800		85
First Capital Realty		5,000		80
First Majestic Silver*		11,466		75
First National Financial		1,200		27
First Quantum Minerals		17,500		198
FirstService		2,117		189
Fortis		9,800		362
Fortuna Silver Mines*		9,861		33
Franco-Nevada		12,958		972
Freehold Royalties		5,941		37
Genworth MI Canada		2,521		77
George Weston		2,040		147
Gibson Energy		9,413		162
Gildan Activewear		18,473		664
Goldcorp		22,100		253
Granite‡		1,414		68
Great Canadian Gaming*		3,714		139
Great-West Lifeco		6,700		162
Guyana Goldfields*		10,463		8
H&R Real Estate Investment Trust‡		4,100		72
HEXO*		11,100		73
Home Capital Group, Cl B*		3,834		45
Hudbay Minerals		16,131		115
Hudson’s Bay		7,288		40
Husky Energy		8,400		83
Hydro One(A)		8,800		137
iA Financial		2,500		92
IAMGOLD*		28,695		99
IGM Financial		2,800		72
Imperial Oil		6,300		172
Innergex Renewable Energy		7,160		75
Intact Financial		3,200		271



Description	Shares		Value (000)
Inter Pipeline		44,871	$	742
Interfor*		4,248		50
InterRent‡		3,326		36
Intertape Polymer Group		3,925		53
Ivanhoe Mines, Cl A*		35,385		85
Jamieson Wellness		2,417		34
Just Energy Group		5,727		19
Kelt Exploration*		9,618		40
Keyera		5,800		137
Killam Apartment‡		5,440		79
Kinaxis*		1,614		94
Kinder Morgan Canada(A)		2,314		28
Kinross Gold*		31,400		108
Kirkland Lake Gold		12,214		372
Knight Therapeutics*		6,741		37
Labrador Iron Ore Royalty		3,929		86
Largo Resources*		16,500		26
Laurentian Bank of Canada		2,721		83
Linamar		2,900		104
Lithium Americas*		3,800		14
Loblaw		33,497		1,652
Lucara Diamond		18,189		21
Lundin Gold*		4,300		17
Lundin Mining		14,400		67
MAG Silver*		4,397		47
Magellan Aerospace		700		9
Magna International		20,095		979
Major Drilling Group International*		5,585		19
Manulife Financial		45,800		775
Maple Leaf Foods		5,154		119
Martinrea International		5,584		51
Maxar Technologies		3,645		15
Medical Facilities		1,611		21
MEG Energy*		14,566		56
Methanex		1,400		80
Metro, Cl A		6,110		225
Morguard‡		1,400		13
Morneau Shepell		4,010		82
Mountain Province Diamonds		9,569		8
MTY Food Group		1,411		62
Mullen Group		6,298		56
National Bank of Canada		7,700		348
Nemaska Lithium*		41,552		11
Neo Performance Materials		1,000		9
New Gold*		34,337		29
NexGen Energy*		18,140		29
NFI Group		3,742		93
Norbord		2,423		67
North West		2,933		63
Northland Power		7,057		125
Northview Apartment‡		1,512		33
NorthWest Healthcare Properties‡		3,424		30
Novagold Resources*		14,938		62
Nutrien		14,209		748
NuVista Energy*		11,441		37
Obsidian Energy*		30,272		8
OceanaGold		40,277		127
Onex		2,100		118
Open Text		6,700		257
Osisko Gold Royalties		7,652		86
Osisko Mining*		9,794		21
Pan American Silver		13,842		183
Paramount Resources, Cl A*		4,265		23
Parex Resources*		9,906		155



Description	Shares		Value (000)
Parkland Fuel		8,449	$	258
Pason Systems		5,119		75
Pembina Pipeline		11,672		429
Pengrowth Energy*		29,039		12
Peyto Exploration & Development		10,443		55
Power Corp of Canada		8,000		187
Power Financial		6,600		154
PrairieSky Royalty		46,601		628
Precision Drilling*		19,117		45
Premier Gold Mines*		10,700		12
Premium Brands Holdings		1,817		105
Pretium Resources*		10,903		93
ProMetic Life Sciences*		31,100		7
Quebecor, Cl B		10,548		258
Recipe Unlimited		1,615		31
Restaurant Brands International		5,500		357
Richelieu Hardware		3,500		62
RioCan‡		3,900		77
Ritchie Bros Auctioneers		36,899		1,253
Rogers Communications, Cl B		20,367		1,095
Rogers Sugar		5,472		25
Royal Bank of Canada		44,331		3,345
Russel Metals		3,912		69
Sandstorm Gold*		12,393		68
Saputo		6,000		205
Savaria		1,417		16
Seabridge Gold*		2,627		33
Secure Energy Services		10,401		64
SEMAFO*		20,349		56
Seven Generations Energy*		5,700		41
Shaw Communications, Cl B		11,400		237
ShawCor		4,313		65
Shopify, Cl A*		2,100		433
Sienna Senior Living		4,023		57
Sierra Wireless*		2,425		30
Silvercorp Metals		10,626		27
Sleep Country Canada Holdings(A)		2,235		32
SmartCentres‡		1,300		34
SNC-Lavalin Group		4,200		107
Spin Master* (A)		6,103		171
Sprott		10,968		25
SSR Mining*		7,865		99
Stantec		7,355		174
Stars Group*		4,000		70
Stelco Holdings		1,601		20
Stella-Jones		3,024		103
Summit Industrial Income REIT‡		3,200		29
Sun Life Financial		13,900		534
Suncor Energy		185,721		6,018
Superior Plus		10,739		92
Surge Energy		17,533		17
Tamarack Valley Energy*		14,535		26
Teck Resources, Cl B		11,600		269
TELUS		4,700		174
Tervita*		4,800		22
TFI International		5,747		170
Theratechnologies*		4,513		26
Thomson Reuters		5,040		298
Timbercreek Financial		5,435		38
TMAC Resources*		1,800		6
TMX Group		3,028		195
TORC Oil & Gas		10,575		36
Torex Gold Resources*		5,481		69
Toromont Industries		5,225		267



Description	Shares		Value (000)
Toronto-Dominion Bank		71,114	$	3,858
Total Energy Services		2,725		20
Tourmaline Oil		6,300		97
TransAlta		17,610		129
TransAlta Renewables		8,261		84
TransCanada		39,313		1,766
Transcontinental, Cl A		4,646		58
Trevali Mining*		50,004		15
Trican Well Service*		17,605		17
Tricon Capital Group		8,075		70
Turquoise Hill Resources*		29,900		49
Uni-Select		2,709		28
Uranium Participation*		8,376		28
Valener		2,316		45
Vermilion Energy		3,400		84
Wajax		1,209		15
West Fraser Timber		1,300		63
Western Forest Products		23,560		32
WestJet Airlines		1,715		25
Westshore Terminals Investment		3,218		48
Wheaton Precious Metals		10,100		240
Whitecap Resources		26,773		92
Winpak		2,019		65
WPT Industrial‡		1,916		27
WSP Global		2,800		152
Yamana Gold		60,910		159

				79,875

Chile – 0.2%
CAP		11,219		133
Cia Cervecerias Unidas		66,793		957
Cia Cervecerias Unidas ADR		10,933		322
Cia Sud Americana de Vapores*		15,948,527		536
Empresas CMPC		134,579		475
Enaex		24,714		301
Quinenco		381,352		1,009

				3,733

China – 2.8%
21Vianet Group ADR*		11,331		90
58.com ADR*		3,821		251
Air China, Cl H		788,000		970
Alibaba Group Holding ADR*		55,323		10,093
Anhui Conch Cement, Cl H		278,000		1,698
Autohome ADR*		17,752		1,866
Baidu ADR*		25,907		4,271
Bank of Communications, Cl H		1,476,000		1,209
BeiGene ADR*		900		119
CECEP COSTIN New Materials Group* (B)		1,134,000		1
Changyou.com ADR*		16,394		280
China International Travel Service, Cl A		257,150		2,682
China Merchants Bank, Cl H		141,000		685
China Railway Construction, Cl H		1,093,500		1,432
China Telecom ADR		10,259		575
Ctrip.com International ADR*		13,771		602
Huazhu Group ADR		60,310		2,541
Jiangsu Hengrui Medicine, Cl A		149,667		1,457
Kweichow Moutai, Cl A		28,100		3,571
NetEase ADR		7,275		1,757
PetroChina, Cl H		2,332,000		1,512
TAL Education Group ADR*		45,895		1,656



Description	Shares		Value (000)
Tencent Music Entertainment Group ADR*		64,351	$	1,165
Tsingtao Brewery, Cl H		124,000		584
Vipshop Holdings ADR*		125,471		1,007
Xiwang Special Steel		548,000		107
Yum China Holdings		128,401		5,767
YY ADR*		13,296		1,117

				49,065

Colombia – 0.1%
Bancolombia ADR		22,379		1,143
Ecopetrol ADR		66,991		1,436

				2,579

Czech Republic – 0.0%
Komercni Banka		14,624		597


Denmark – 1.6%
ALK-Abello*		442		73
Alm Brand		4,164		36
Ambu, Cl B		10,609		281
AP Moeller - Maersk, Cl A		101		122
AP Moeller - Maersk, Cl B		167		213
Bang & Olufsen*		2,164		19
Bavarian Nordic*		1,921		40
Carlsberg, Cl B		28,607		3,573
Chr Hansen Holding		2,466		250
Coloplast, Cl B		28,731		3,152
D/S Nordern		2,083		28
Danske Bank		25,460		447
Demant*		44,852		1,326
Dfds		2,089		86
DSV		4,309		356
FLSmidth		2,569		110
Genmab*		1,400		243
GN Store Nord		54,031		2,509
H Lundbeck		1,960		85
ISS		3,718		113
Jyske Bank*		4,610		178
Matas		2,427		24
Netcompany Group* (A)		1,897		68
Nilfisk Holding*		1,633		65
NKT*		1,620		29
NNIT(A)		729		19
Novo Nordisk, Cl B		191,346		10,017
Novozymes, Cl B		4,982		229
Orsted(A)		4,331		328
Pandora		2,445		114
Per Aarsleff Holding		1,404		47
Rockwool International, Cl B		589		138
Royal Unibrew		3,225		238
Scandinavian Tobacco Group(A)		4,259		53
Schouw		848		63
SimCorp		2,611		252
Spar Nord Bank		5,375		47
Sydbank		4,554		94
Topdanmark		2,532		127
TORM, Cl A*		2,151		16
Tryg		2,666		73
Vestas Wind Systems		35,226		2,964
Zealand Pharma*		1,461		26

				28,271



Description	Shares		Value (000)
Egypt – 0.0%
Telecom Egypt		129,194	$	109


Finland – 0.7%
Aktia Bank		3,052		32
Amer Sports*		18,098		816
Cargotec, Cl B		2,517		93
Caverion		5,640		35
Citycon		4,303		44
Cramo		2,511		49
DNA		3,586		74
Elisa		3,695		167
Finnair		3,198		29
Fortum		11,043		226
F-Secure*		4,999		14
Huhtamaki		6,922		258
Kemira		6,436		79
Kesko, Cl B		4,171		254
Kone, Cl B		7,777		392
Konecranes, Cl A		4,336		154
Lehto Group		1,865		9
Metsa Board		12,472		76
Metso		2,388		82
Neste		2,932		312
Nokia		119,038		678
Nokian Renkaat		88,162		2,950
Oriola, Cl B		7,006		18
Orion, Cl B		2,841		107
Outokumpu		20,008		73
Outotec*		8,682		38
Ponsse		768		25
Ramirent		5,128		32
Sampo, Cl A		55,917		2,534
Sanoma		5,005		49
Stora Enso, Cl R		14,197		174
Tieto		3,439		105
Tikkurila		106,509		1,746
Tokmanni Group		3,169		30
UPM-Kymmene		12,230		357
Uponor		3,646		42
Valmet		8,265		209
Wartsila, Cl B		37,814		611
YIT		10,534		61

				13,034

France – 6.6%
ABC arbitrage		2,361		16
Accor		4,820		195
Aeroports de Paris		736		142
Air France-KLM*		12,377		139
Air Liquide		129,057		16,411
Airbus Group		25,239		3,338
Akka Technologies		681		46
AKWEL		382		6
Albioma		1,830		43
ALD		6,540		92
Alstom*		3,859		167
Alten		8,013		857
Altran Technologies		14,887		163
Amundi(A)		1,653		104
Arkema		1,547		147
Assystem		389		14
Atos		2,351		227



Description	Shares		Value (000)
Aubay		358	$	13
AXA		71,583		1,800
Beneteau		2,356		28
BioMerieux		965		80
BNP Paribas		46,813		2,237
Boiron		456		27
Bollore		21,791		99
Bonduelle SCA		857		25
Bourbon*		1,188		3
Bouygues		5,636		201
Bureau Veritas		6,388		150
Capital Gemini		3,685		447
Carrefour		13,491		252
Casino Guichard Perrachon		1,370		59
Cellectis*		1,978		36
CGG*		42,507		87
Chargeurs		937		20
Cie de Saint-Gobain		11,421		414
Cie des Alpes		722		19
Cie Generale des Etablissements Michelin SCA		3,926		464
Cie Plastic Omnium		3,784		101
CNP Assurances		4,404		97
Coface*		5,969		53
Covivio‡		1,151		122
Credit Agricole		26,222		317
Danone		76,477		5,893
Dassault Aviation		62		91
Dassault Systemes		16,165		2,407
DBV Technologies*		1,284		19
Derichebourg		5,403		22
Devoteam		351		39
Edenred		35,995		1,638
Eiffage		2,048		197
Electricite de France		14,553		199
Elior Group(A)		7,387		99
Elis		26,589		427
Engie		275,633		4,106
Eramet		602		33
EssilorLuxottica		48,652		5,315
Esso Francaise		145		5
Etablissements Maurel et Prom		2,731		10
Eurazeo		1,327		99
Eurofins Scientific		2,643		1,095
Europcar Mobility Group(A)		6,948		56
Eutelsat Communications		4,495		79
Faurecia		1,901		80
FFP		388		41
FIGEAC-AERO*		572		8
Fnac Darty*		1,141		85
Gaztransport Et Technigaz		1,304		119
Gecina‡		1,179		174
Genfit*		1,922		46
Getlink		56,020		850
GL Events		344		8
Groupe Crit		109		7
Groupe Guillin		418		9
Guerbet		345		21
Haulotte Group		555		5
Hermes International		1,842		1,215
ICADE‡		705		60
ID Logistics Group*		134		21
Iliad		670		67
Imerys		2,955		147



Description	Shares		Value (000)
Ingenico Group		1,636	$	117
Innate Pharma*		3,041		21
Interparfums		902		49
Ipsen		996		137
IPSOS		2,195		55
Jacquet Metal Service		963		16
JCDecaux		15,381		468
Kaufman & Broad		1,138		46
Kering		1,753		1,005
Klepierre‡		5,355		188
Korian		3,233		131
LafargeHolcim		67		3
Lagardere		6,683		172
Latecoere*		3,375		12
Legrand		56,575		3,786
LISI		1,226		38
LNA Sante		284		15
L’Oreal		20,621		5,547
LVMH Moet Hennessy Louis Vuitton		24,552		9,031
Maisons du Monde(A)		2,850		55
Manitou BF		688		19
Mercialys‡		3,528		49
Mersen		964		31
Metropole Television		1,755		32
Natixis		23,654		126
Neopost		10,247		245
Nexans		1,743		52
Nexity		2,616		128
Nokia		11,144		64
Oeneo		1,297		14
Orange		46,074		750
Orpea		2,897		348
Pernod Ricard		45,998		8,256
Peugeot		13,464		328
Publicis Groupe		4,828		258
Rallye		1,708		20
Remy Cointreau		502		67
Renault		4,389		290
Rexel		7,162		81
Rubis SCA		5,575		304
Safran		7,719		1,059
Sanofi		26,146		2,309
Sartorius Stedim Biotech		627		79
Schneider Electric		117,286		9,202
SCOR		4,101		175
SEB		623		105
SES, Cl A		9,380		146
Societe BIC		760		68
Societe Generale		17,667		511
Sodexo		2,010		222
SOITEC*		1,250		102
Solocal Group*		38,289		22
Solutions 30*		4,412		54
Sopra Steria Group		886		103
SPIE		7,582		134
Stallergenes Greer*		321		13
STMicroelectronics		15,562		230
Suez		8,607		114
Synergie		370		12
Tarkett		1,916		41
Technicolor*		22,056		25
TechnipFMC		7,236		169
Teleperformance		4,225		759



Description	Shares		Value (000)
Television Francaise 1		2,620	$	24
Thales		8,545		1,023
TOTAL		207,394		11,521
Trigano		551		43
Ubisoft Entertainment*		1,856		165
Valeo		6,268		182
Vallourec*		20,923		49
Veolia Environnement		12,263		274
Vicat		4,856		234
Vilmorin & Cie		438		23
Vinci		11,756		1,144
Virbac*		264		43
Vivendi		24,102		699
Wendel		695		88
Worldline* (A)		2,568		152
X-Fab Silicon Foundries* (A)		4,758		23

				117,745

Germany – 5.4%
1&1 Drillisch		1,354		48
Aareal Bank		3,634		112
adidas		10,286		2,499
ADLER Real Estate		2,231		33
ADO Properties(A)		1,978		112
ADVA Optical Networking*		2,626		26
AIXTRON*		7,042		63
Allianz		9,848		2,191
alstria office‡		9,462		154
Amadeus Fire		373		43
Aroundtown		19,944		164
Aumann(A)		457		14
AURELIUS Equity Opportunities & KGaA		1,472		67
Aurubis		2,458		132
Axel Springer		14,811		765
BASF		83,853		6,164
Basler		72		12
Bayer		111,657		7,214
Bayerische Motoren Werke		86,177		6,646
BayWa		1,041		30
Bechtle		1,941		180
Beiersdorf		66,458		6,914
Bertrandt		368		26
bet-at-home.com		120		8
Bilfinger		2,009		70
Borussia Dortmund GmbH & KGaA		3,992		37
Brenntag		24,070		1,238
CANCOM		2,089		94
Carl Zeiss Meditec		2,606		217
CECONOMY*		11,718		62
Cewe Stiftung & KGAA		358		31
comdirect bank		1,809		20
Commerzbank		25,737		199
CompuGroup Medical		1,593		94
Consus Real Estate*		2,729		20
Continental		2,525		380
Corestate Capital Holding		783		31
Covestro		4,375		241
CTS Eventim & KGaA		13,960		661
Daimler		21,056		1,234
Delivery Hero* (A)		2,337		84
Deutsche Bank		45,023		367
Deutsche Beteiligungs		792		29



Description	Shares		Value (000)
Deutsche Boerse		20,730	$	2,658
Deutsche EuroShop		3,237		98
Deutsche Lufthansa		5,900		129
Deutsche Pfandbriefbank(A)		8,716		107
Deutsche Post		22,842		743
Deutsche Telekom		134,301		2,228
Deutsche Wohnen		8,196		397
Deutz		7,274		61
DIC Asset		3,509		40
DMG Mori		1,265		61
Draegerwerk & KGaA		226		10
Duerr		3,208		126
DWS Group GmbH & KGaA(A)		2,529		88
E.ON		50,723		564
EDAG Engineering Group		682		12
Elmos Semiconductor		783		17
ElringKlinger*		1,756		12
Encavis		5,749		41
Evonik Industries		4,385		119
Evotec*		8,173		217
FinTech Group*		637		15
Fraport Frankfurt Airport Services Worldwide		1,249		96
Freenet		8,243		177
Fresenius & KGaA		9,601		536
Fresenius Medical Care & KGaA		28,608		2,308
GEA Group		10,193		267
Gerresheimer		5,067		381
GFT Technologies		1,236		11
Grand City Properties		7,592		183
GRENKE		1,638		160
H&R GmbH & KGaA*		694		6
Hamborner‡		4,032		42
Hamburger Hafen und Logistik		1,537		35
Hannover Rueck		3,723		535
Hapag-Lloyd(A)		2,465		78
HeidelbergCement		3,388		244
Heidelberger Druckmaschinen*		15,479		27
HelloFresh*		4,581		43
Henkel & KGaA		22,800		2,168
Hochtief		518		75
Hornbach Holding & KGaA		630		32
HUGO BOSS		1,556		106
Hypoport*		236		47
Indus Holding		1,232		59
Infineon Technologies		26,201		520
Innogy		1,008		43
Innogy(A)		2,688		124
Isra Vision		999		37
Jenoptik		3,347		125
JOST Werke(A)		897		31
K+S		12,102		222
KION Group		1,675		88
Kloeckner		4,559		34
Koenig & Bauer		822		34
Krones		1,033		91
KWS Saat		760		53
LANXESS		2,296		122
LEG Immobilien		4,033		495
Leoni*		2,132		42
Linde		18,368		3,214
MBB		132		12
Merck KGaA		38,947		4,441
METRO		4,134		69



Description	Shares		Value (000)
MLP		4,421	$	22
MorphoSys*		2,011		183
MTU Aero Engines		9,381		2,124
Muenchener Rueckversicherungs- Gesellschaft in Muenchen		3,455		817
Nemetschek		1,203		205
Nordex*		4,342		71
Norma Group		1,971		96
OHB		258		10
OSRAM Licht		2,362		81
PATRIZIA Immobilien		2,918		65
Pfeiffer Vacuum Technology		428		65
ProSiebenSat.1 Media		105,413		1,504
Puma		196		114
QIAGEN*		67,417		2,733
Rational		218		134
Rheinmetall		2,783		290
RHOEN-KLINIKUM		1,228		35
RIB Software		2,248		37
Rocket Internet* (A)		4,571		116
RWE		11,855		318
S&T		3,164		79
SAF-Holland		2,907		33
Salzgitter		2,554		74
SAP		133,338		15,407
Scout24(A)		6,916		358
Senvion*		1,099		2
SGL Carbon*		3,673		32
Shop Apotheke Europe* (A)		513		21
Siemens		17,742		1,910
Siemens Healthineers(A)		3,599		150
Siltronic		1,358		120
Sixt		742		78
Sixt Leasing		627		7
SLM Solutions Group		646		7
SMA Solar Technology*		700		14
Software		3,106		105
Stabilus		13,410		648
STRATEC		251		17
Stroeer & KGaA		1,805		106
Suedzucker		4,311		55
Surteco Group		377		11
Symrise, Cl A		10,476		944
TAG Immobilien		7,814		193
Takkt		1,971		32
Telefonica Deutschland Holding		15,476		49
ThyssenKrupp		10,582		145
TLG Immobilien		6,028		181
TUI		28,063		269
Uniper		5,228		157
United Internet		3,313		121
Varta*		819		35
VERBIO Vereinigte BioEnergie		974		8
Volkswagen		862		140
Vonovia		11,346		589
Vossloh		683		31
Wacker Neuson		1,618		38
Washtec		684		52
Wirecard		2,683		336
Wuestenrot & Wuerttembergische		1,397		27
XING		182		63
Zalando* (A)		2,650		103



Description	Shares		Value (000)
zooplus*		1,075	$	124

				95,773

Greece – 0.3%
Aegean Airlines		27,543		256
Fourlis Holdings*		76,930		436
Grivalia Properties REIC AE‡		180,360		2,177
Hellenic Petroleum		8,507		82
JUMBO		66,802		1,116
Motor Oil Hellas Corinth Refineries		58,239		1,352
Terna Energy*		9,720		70

				5,489

Hong Kong – 5.9%
Agile Group Holdings		132,000		214
Agricultural Bank of China, Cl H		5,177,000		2,387
Agritrade Resources		156,376		26
AIA Group		1,800,000		17,919
Ajisen China Holdings		617,000		176
ASM Pacific Technology		7,700		86
Ausnutria Dairy		29,000		39
BAIC Motor, Cl H(A)		554,739		363
Bank of China, Cl H		4,576,000		2,075
Bank of East Asia		29,223		95
BOC Hong Kong Holdings		85,000		352
BOCOM International Holdings		39,000		8
Bright Smart Securities & Commodities Group		32,000		8
Brightoil Petroleum Holdings*		155,000		7
Cafe de Coral Holdings		24,147		61
Champion‡		133,163		115
Chanjet Information Technology, Cl H		800		1
China Construction Bank, Cl H		5,101,000		4,373
China Harmony New Energy Auto Holding		66,000		25
China Mengniu Dairy		276,000		1,027
China Mobile		722,000		7,358
China Petroleum & Chemical, Cl H		118,000		93
China Resources Cement Holdings		404,000		417
China Sanjiang Fine Chemicals		102,000		28
China Shineway Pharmaceutical Group		102,000		103
China Tonghai International Financial*		100,000		7
China Unicom Hong Kong		1,718,000		2,178
China Vanke, Cl H		49,800		209
Chinese Estates Holdings		29,396		34
Chow Sang Sang Holdings International		18,209		28
CITIC Telecom International Holdings		83,034		37
CK Asset Holdings		59,638		530
CK Hutchison Holdings		228,384		2,400
CK Infrastructure Holdings		16,500		135
CLP Holdings		134,500		1,560
CMBC Capital Holdings		736,859		27
C-Mer Eye Care Holdings		14,000		9
CNOOC		2,668,000		4,997
Convoy Global Holdings*		402,000		2
Crystal International Group(A)		36,500		19
CSI Properties		230,000		12
Dah Sing Banking Group		28,967		54



Description	Shares		Value (000)
Dah Sing Financial Holdings		9,254	$	49
Digital Domain Holdings*		620,000		11
Dingyi Group Investment*		155,000		9
Dongfang Electric, Cl H*		77,800		63
Emperor Capital Group		126,000		6
Emperor International Holdings		58,575		18
ENN Energy Holdings		203,200		1,964
Esprit Holdings*		1,911,991		412
Fairwood Holdings		5,000		18
Far East Consortium International		82,517		40
FIH Mobile*		201,197		22
First Pacific		661,913		241
Galaxy Entertainment Group*		55,000		374
Giordano International		72,653		35
Goodbaby International Holdings		316,000		92
Guangnan Holdings		210,000		27
Guotai Junan International Holdings		210,760		43
Haier Electronics Group		785,416		2,282
Haitong International Securities Group		139,390		55
Hang Lung Group		19,000		61
Hang Lung Properties		50,000		122
Hang Seng Bank		17,600		434
Health & Happiness H&H International Holdings		11,602		73
Henderson Land Development		30,280		192
Hisense Home Appliances Group, Cl A		58,000		82
HK Electric Investments & HK Electric Investments		67,158		69
HKBN		42,762		68
HKT Trust		84,740		136
Hong Kong & China Gas		212,208		509
Hong Kong Exchanges and Clearing		27,472		957
Hong Kong International Construction Investment Management Group		62,000		24
Hongkong & Shanghai Hotels		272,249		393
Hopewell Holdings		35,661		175
HSBC Holdings		838,252		6,823
Hutchison Telecommunications Hong Kong Holdings		96,627		41
Hysan Development		17,000		91
IGG		668,000		926
Industrial & Commercial Bank of China, Cl H		4,808,000		3,522
IT		24,000		11
Johnson Electric Holdings		21,094		49
K Wah International Holdings		78,844		49
Kerry Logistics Network		40,272		73
Kerry Properties		14,000		63
Kingboard Holdings		282,500		1,002
Lai Sun Development		11,613		20
Landing International Development*		87,759		25
Langham Hospitality Investments and Langham Hospitality Investments		58,387		24
Lenovo Group		322,000		290
Leyou Technologies Holdings*		80,168		22
Li & Fung		376,000		68
Li Ning		1,106,291		1,736



Description	Shares		Value (000)
Lifestyle International Holdings		34,269	$	59
Link‡		48,500		567
L’Occitane International		131,885		245
Logan Property Holdings		318,000		527
Lonking Holdings		320,000		104
Luk Fook Holdings International		21,199		71
Macau Legend Development*		180,000		30
Man Wah Holdings		91,288		53
Melco International Development		47,596		112
Melco Resorts & Entertainment ADR		6,273		142
MGM China Holdings		32,400		68
Microport Scientific		24,243		23
Minth Group		20,000		63
MTR		34,877		216
New World Development		177,459		294
NewOcean Energy Holdings*		46,361		13
NWS Holdings		42,252		92
OP Financial		60,439		16
Pacific Basin Shipping		270,991		58
Pacific Textiles Holdings		53,672		48
PCCW		114,136		71
Ping An Insurance Group of China, Cl H		385,000		4,311
Poly Property Group		111,374		43
Power Assets Holdings		31,500		218
Prosperity‡		94,626		43
Regal Hotels International Holdings		18,000		11
Regina Miracle International Holdings(A)		15,000		11
Sa Sa International Holdings		72,890		25
Sands China		55,200		277
Scud Group*		252,000		12
Shangri-La Asia		34,000		48
Shenzhou International Group Holdings		195,000		2,613
Shui On Land		287,500		71
Shun Tak Holdings		83,125		33
Singamas Container Holdings		104,000		17
Sino Land		83,807		162
Sino-Ocean Group Holding		349,500		153
Sinotruk Hong Kong		611,126		1,299
SITC International Holdings		79,414		82
SJM Holdings		44,000		50
SmarTone Telecommunications Holdings		87,598		95
Stella International Holdings		536,448		806
Sun Hung Kai		19,000		10
Sun Hung Kai Properties		36,893		632
Suncity Group Holdings*		80,000		19
SUNeVision Holdings		49,351		42
Sunlight‡		74,545		56
Swire Pacific, Cl A		11,000		142
Swire Properties		28,600		123
Techtronic Industries		31,000		208
Television Broadcasts		157,988		306
Tencent Holdings		206,300		9,487
Texwinca Holdings		50,334		19
Times China Holdings		270,000		560
Tingyi Cayman Islands Holding		629,014		1,037
TK Group Holdings		20,000		13
Town Health International Medical Group		154,000		7



Description	Shares		Value (000)
United Laboratories International Holdings		36,302	$	21
Value Partners Group		59,501		46
VSTECS Holdings		42,360		25
VTech Holdings		10,607		108
Want Want China Holdings		1,554,996		1,291
We Solutions*		96,000		6
Weichai Power, Cl H		765,000		1,222
WH Group(A)		200,101		214
Wharf Holdings		34,000		103
Wharf Real Estate Investment		31,000		231
Wheelock		22,000		161
Wynn Macau		38,000		90
Xinyi Glass Holdings		1,052,681		1,207
Yue Yuen Industrial Holdings		19,500		67

				104,190

Hungary – 0.3%
OTP Bank Nyrt		95,969		4,223
Richter Gedeon Nyrt		16,395		309

				4,532

India – 2.9%
Asian Paints		69,437		1,496
Axis Bank*		173,268		1,944
Bajaj Finance		52,624		2,298
Bharti Airtel		133,118		641
Birlasoft		94,303		134
Britannia Industries		30,534		1,360
GAIL India		108,730		546
HCL Technologies		1,782		28
HDFC Bank		75,306		2,521
HDFC Bank ADR		5,188		601
HDFC Life Insurance(A)		232,268		1,269
Hinduja Global Solutions		7,960		71
Hindustan Unilever		48,597		1,197
Housing Development Finance		190,640		5,416
IndusInd Bank		83,940		2,157
Infosys		423,041		4,542
Infosys ADR		560,193		6,124
KPIT Engineering*		94,303		111
Maruti Suzuki India		12,372		1,192
Mindtree		20,694		282
Motherson Sumi Systems		620,962		1,342
Mphasis		21,511		308
MRF		1,372		1,148
NIIT Technologies		39,734		760
Oil & Natural Gas		120,753		278
Petronet LNG		464,261		1,686
Shriram Transport Finance		25,564		471
State Bank of India GDR*		33,570		1,515
Tata Consultancy Services		249,920		7,222
UPL		148,952		2,062
Vodafone Idea*		1,858,043		489
Wipro		36,436		134
WNS Holdings ADR*		2,386		127

				51,472

Indonesia – 0.6%
Adaro Energy		1,540,100		145
Bank Negara Indonesia Persero		3,227,300		2,130
Bank Pembangunan Daerah Jawa Timur		467,000		21



Description	Shares		Value (000)
Bank Rakyat Indonesia Persero		11,097,400	$	3,211
Japfa Comfeed Indonesia		712,300		88
Media Nusantara Citra		5,937,843		313
Mitra Adiperkasa		2,253,600		153
Mitra Pinasthika Mustika*		462,700		35
Perusahaan Gas Negara Persero		1,639,600		271
Ramayana Lestari Sentosa		470,800		59
Telekomunikasi Indonesia Persero		9,827,400		2,726
Unilever Indonesia		508,400		1,757
United Tractors		236,500		450

				11,359

Ireland – 0.6%
AIB Group		22,258		100
Bank of Ireland Group		145,959		869
C&C Group		20,069		72
CRH		213,593		6,625
Dalata Hotel Group		11,753		78
Glanbia		13,245		260
Glenveagh Properties* (A)		45,074		45
Green‡		40,252		68
Hibernia‡		43,035		64
Irish Continental Group		71,253		388
Irish Residential Properties‡		23,677		42
Origin Enterprises		7,849		46
Paddy Power Betfair		5,723		441
Permanent TSB Group Holdings*		10,246		15
Ryanair Holdings ADR*		16,211		1,215
Smurfit Kappa Group		5,523		154

				10,482

Israel – 0.4%
ADO Group*		263		6
Africa Israel Properties*		881		24
Airport City*		4,932		72
Alony Hetz Properties & Investments		7,731		86
Amot Investments		8,367		47
Azrieli Group		1,261		75
Bank Hapoalim		24,059		159
Bank Leumi Le-Israel		33,975		222
Bayside Land		65		31
Bezeq The Israeli Telecommunication*		53,326		38
Big Shopping Centers		330		22
Blue Square Real Estate		240		9
Brack Capital Properties*		207		22
Cellcom Israel*		4,550		16
Check Point Software Technologies*		34,722		4,393
Clal Insurance Enterprises Holdings*		2,201		29
Delek Automotive Systems		2,667		10
Delek Group		276		48
Delta Galil Industries		623		19
Elbit Systems		542		70
Elco		655		12
Electra		113		29
Equital*		1,062		30
First International Bank of Israel		3,403		80
Formula Systems 1985		660		31
Gazit-Globe		6,188		50
Gilat Satellite Networks		959		8



Description	Shares		Value (000)
Harel Insurance Investments & Financial Services		7,102	$	47
Hilan		479		13
IDI Insurance		527		25
Industrial Buildings*		11,517		19
International Flavors & Fragrances		0		—
Israel		249		57
Israel Chemicals		16,537		86
Israel Discount Bank, Cl A		75,132		259
Jerusalem Economy*		14,067		44
Kenon Holdings		869		17
Matrix IT		2,298		29
Maytronics		3,015		19
Melisron		1,114		57
Menora Mivtachim Holdings		1,763		22
Migdal Insurance & Financial Holding		24,942		23
Mizrahi Tefahot Bank		3,633		75
Naphtha Israel Petroleum		1,862		12
NICE-Systems*		1,393		165
Norstar Holdings		544		7
Nova Measuring Instruments*		2,098		51
Oil Refineries*		120,615		59
Partner Communications*		6,893		27
Paz Oil		623		93
Phoenix Holdings		6,997		36
Radware*		2,883		75
Rami Levy Chain Stores Hashikma Marketing 2006		428		22
Reit 1‡		10,720		47
Sapiens International		2,039		31
Shapir Engineering and Industry		9,074		31
Shikun & Binui*		12,555		30
Shufersal		7,774		50
Strauss Group		3,059		73
Summit Real Estate Holdings		2,031		18
Teva Pharmaceutical Industries*		9,198		143
Teva Pharmaceutical Industries ADR*		12,753		200
Tower Semiconductor*		6,402		105

				7,705

Italy – 1.5%
A2A		101,923		186
ACEA		3,600		61
Aeroporto Guglielmo Marconi Di Bologna		818		11
Amplifon		5,225		102
Anima Holding(A)		20,149		82
Aquafil		1,068		12
Arnoldo Mondadori Editore*		6,704		12
Ascopiave		4,061		16
Assicurazioni Generali		27,015		500
ASTM		2,710		74
Atlantia		11,313		293
Autogrill		8,312		80
Azimut Holding		7,996		136
Banca Carige*		2,052,741		3
Banca Farmafactoring(A)		6,011		37
Banca Generali		3,902		97
Banca IFIS		1,435		24
Banca Mediolanum		17,143		121
Banca Monte dei Paschi di Siena*		16,956		24



Description	Shares		Value (000)
Banca Popolare di Sondrio SCPA		28,443	$	78
Banco BPM*		98,821		204
Biesse		884		19
Bio On Spa*		550		34
BPER Banca		25,516		104
Brembo		9,797		111
Brunello Cucinelli		2,219		76
Buzzi Unicem		4,546		92
Buzzi Unicem RSP		2,511		33
Cairo Communication		4,772		20
Carel Industries(A)		1,483		16
Cementir Holding		1,914		14
Cerved Group		12,692		126
CIR-Compagnie Industriali Riunite		19,909		24
CNH Industrial		175,534		1,785
Credito Emiliano		5,075		29
Credito Valtellinese*		438,549		35
Danieli & C Officine Meccaniche		777		16
Danieli & C Officine Meccaniche RSP		2,908		42
Datalogic		1,337		32
Davide Campari-Milano		69,176		679
De’ Longhi		4,205		113
DeA Capital*		6,494		10
DiaSorin		1,408		142
doBank(A)		2,445		33
El.En.		474		10
Enav(A)		18,649		102
Enel		188,326		1,205
Eni		252,056		4,454
ERG		3,327		63
EXOR		2,815		182
Falck Renewables		6,160		22
Ferrari		2,811		377
Fiat Chrysler Automobiles		24,879		370
Fila		1,293		19
Fincantieri		32,901		40
FinecoBank Banca Fineco		25,442		335
Geox		3,289		6
Gima TT(A)		2,194		18
Gruppo MutuiOnline		1,403		29
Hera		51,699		187
IMA Industria Macchine Automatiche		1,160		87
Immobiliare Grande Distribuzione SIIQ‡		3,297		24
Infrastrutture Wireless Italiane(A)		15,030		134
Interpump Group		4,876		159
Intesa Sanpaolo		1,813,235		4,416
Iren		41,237		105
Italgas		31,544		195
Italmobiliare		1,069		24
Juventus Football Club*		23,262		40
La Doria		707		6
Leonardo-Finmeccanica		9,707		113
Maire Tecnimont		9,630		37
MARR		2,115		48
Mediaset*		21,681		67
Mediobanca Banca di Credito
Finanziario		15,321		159
Moncler		4,029		163
OVS* (A)		11,663		21
Piaggio & C		52,571		128
Pirelli & C(A)		11,293		73



Description	Shares		Value (000)
Poste Italiane(A)		13,080	$	127
Prysmian		5,988		113
RAI Way(A)		5,445		28
Recordati		2,940		114
Reply		1,354		87
Saipem*		275,613		1,458
Salini Impregilo		11,697		27
Salvatore Ferragamo		3,136		67
Saras		37,102		69
Sesa		536		17
Snam		555,661		2,854
Societa Cattolica di Assicurazioni SC		9,015		86
Societa Iniziative Autostradali e Servizi		5,203		90
Tamburi Investment Partners		7,266		51
Technogym(A)		5,482		67
Telecom Italia*		271,937		170
Telecom Italia RSP		152,166		86
Tenaris		11,316		159
Terna Rete Elettrica Nazionale		34,115		216
Tod’s		627		29
UniCredit		118,495		1,519
Unione di Banche Italiane		67,625		179
Unipol Gruppo		25,621		128
Zignago Vetro		1,311		15

				26,912

Japan – 14.0%
77 Bank		3,300		46
ABC-Mart		2,600		155
Achilles		900		16
Acom		7,800		28
Activia Properties‡		40		166
Adastria		1,500		33
ADEKA		5,700		83
Advan		1,300		12
Advance Residence Investment‡		80		223
Advantest		11,600		269
Adventure		200		10
Aeon		13,900		290
Aeon Delight		4,000		155
Aeon Fantasy		400		10
AEON Financial Service		16,700		338
AEON Investment‡		92		108
Aeon Mall		2,100		34
AGC		4,400		154
Ai Holdings		2,200		36
Aica Kogyo		3,200		107
Aichi		2,400		15
Aichi Bank		500		15
Aichi Steel		700		22
Aida Engineering		3,600		26
Aiful*		19,400		49
Ain Holdings		1,700		128
Air Water		3,300		48
Aisan Industry		2,300		14
Aisin Seiki		4,100		146
Ajinomoto		11,500		184
Akatsuki		400		23
Akebono Brake Industry*		7,700		9
Akita Bank		1,100		22
Alfresa Holdings		26,800		761



Description	Shares		Value (000)
Alpen		1,000	$	15
Alps Alpine		5,300		110
Altech		900		15
Amada Holdings		9,400		93
Amano		3,700		87
Amuse		500		11
ANA Holdings		2,700		99
Anest Iwata		2,000		18
Anicom Holdings		1,000		27
Anritsu		9,100		168
AOI Electronics		300		7
AOKI Holdings		2,700		28
Aomori Bank		1,200		32
Aoyama Trading		2,600		59
Aozora Bank		2,800		69
Arata		900		31
Arcland Sakamoto		1,700		23
Arcland Service Holdings		800		15
Arcs		2,700		59
Argo Graphics		1,000		21
Ariake Japan		1,200		64
Aruhi		2,200		44
As One		1,000		79
Asahi		1,000		14
Asahi Diamond Industrial		2,700		19
Asahi Group Holdings		12,600		560
Asahi Holdings		2,400		43
Asahi Intecc		2,200		103
Asahi Kasei		28,900		298
Asics		7,300		98
ASKA Pharmaceutical		1,500		16
ASKUL		1,500		37
Astellas Pharma		57,600		862
Ateam		600		10
Atom		6,100		54
Autobacs Seven		4,300		71
Avex		2,100		28
Awa Bank		2,100		53
Axial Retailing		1,000		31
Azbil		18,000		420
Bando Chemical Industries		2,500		24
Bank of Iwate		1,100		32
Bank of Kyoto		1,100		46
Bank of Nagoya		900		29
Bank of Okinawa		1,600		50
Bank of Saga		900		15
Bank of the Ryukyus		2,600		26
BayCurrent Consulting		700		22
Belc		700		32
Bell System24 Holdings		2,200		27
Belluna		3,000		23
Benefit One		3,600		71
Benesse Holdings		1,500		39
Bengo4.com*		500		20
Bic Camera		6,800		71
BML		1,400		41
Bridgestone		29,800		1,147
Broadleaf		5,500		29
Bronco Billy		500		12
Brother Industries		5,800		107
Bunka Shutter		3,700		27
Calbee		2,100		57
Canon		166,700		4,833
Canon Electronics		1,000		16



Description	Shares		Value (000)
Canon Marketing Japan		3,300	$	65
Capcom		5,100		114
Casio Computer		35,700		465
Cawachi		900		14
Central Glass		2,300		50
Central Japan Railway		3,340		775
Central Security Patrols		500		22
Chiba Bank		29,500		160
Chiba Kogyo Bank		3,100		8
Chiyoda*		10,900		26
Chiyoda Ltd.		900		14
Chiyoda Integre		500		9
Chofu Seisakusho		1,400		29
Chori		800		11
Chubu Electric Power		13,800		215
Chubu Shiryo		1,500		16
Chudenko		2,200		45
Chugai Pharmaceutical		5,100		350
Chugoku Bank		9,700		91
Chugoku Electric Power		7,100		88
Chugoku Marine Paints		3,800		34
Chukyo Bank		800		16
CI Takiron		2,300		12
Citizen Holdings		19,700		110
CKD		3,200		29
Cleanup		1,500		8
CMIC Holdings		500		7
CMK		3,100		18
Coca-Cola Bottlers Japan Holdings		3,400		86
cocokara fine		1,200		48
COLOPL*		3,100		19
Colowide		3,700		77
Comforia Residential‡		37		101
Computer Engineering & Consulting		1,700		32
COMSYS Holdings		7,700		210
Comture		600		20
Concordia Financial Group		46,800		180
CONEXIO		1,200		15
COOKPAD*		2,500		6
Corona, Cl A		900		9
Cosel		1,100		12
Cosmo Energy Holdings		3,600		72
Cosmos Pharmaceutical		700		121
Create Restaurants Holdings		3,000		37
Create SD Holdings		1,700		40
Credit Saison		3,500		46
CyberAgent		2,600		105
CYBERDYNE*		6,900		43
Dai Nippon Printing		5,800		139
Daibiru		3,300		31
Daicel		6,500		70
Dai-Dan		900		21
Daido Metal		2,600		17
Daido Steel		1,600		63
Daifuku		7,200		374
Daihen		1,200		31
Daiho		1,100		32
Daiichi Jitsugyo		500		14
Dai-ichi Life Holdings		89,500		1,242
Daiichi Sankyo		13,100		603
Daiichikosho		2,500		128
Daiken		600		12
Daikin Industries		47,700		5,583


Description	Shares		Value (000)
Daikokutenbussan		400	$	14
Daikyonishikawa		2,300		21
Dainichiseika Color & Chemicals Manufacturing		700		19
Daio Paper		4,500		55
Daiseki		2,300		56
Daishi Hokuetsu Financial Group		2,350		66
Daisyo		700		9
Daito Trust Construction		1,600		223
Daiwa House Industry		22,200		705
Daiwa House Investment, Cl A‡		42		93
Daiwa Industries		2,000		20
Daiwa Office Investment‡		21		149
Daiwa Securities Group		41,700		203
Daiwabo Holdings		1,000		57
DCM Holdings		6,300		59
Dena		3,000		45
Denka		5,300		153
Denki Kogyo		500		15
Denso		232,300		9,048
Dentsu		5,400		227
Denyo		700		9
Descente		2,200		58
Dexerials		3,600		24
DIC		4,800		140
Digital Arts		700		57
Digital Garage		2,100		61
Digital Hearts Holdings		700		8
Dip		1,900		33
Disco		800		114
DMG Mori		6,900		85
Doshisha		1,400		22
Doutor Nichires Holdings		2,400		46
Dowa Holdings		3,100		102
DTS		1,300		48
Duskin		2,500		59
DyDo Group Holdings		600		27
Eagle Industry		1,300		14
Earth		800		37
East Japan Railway		18,100		1,745
Ebara		6,300		177
EDION		4,300		37
eGuarantee		1,800		18
Ehime Bank		1,800		18
Eiken Chemical		2,100		49
Eisai		5,820		326
Eizo		1,000		40
Elecom		1,100		34
Electric Power Development		3,900		95
Elematec		600		9
en-japan		2,000		58
Enplas		500		13
EPS Holdings		2,000		33
eRex		1,500		14
ES-Con Japan		2,300		15
ESPEC		1,300		24
euglena*		3,700		23
Exedy		1,800		39
Ezaki Glico		2,900		152
F@N Communications		2,300		12
FamilyMart		6,400		163
Fancl		4,400		114
FANUC		19,080		3,250
Fast Retailing		1,300		611


Description	Shares		Value (000)
FC Residential Investments‡		76	$	73
FCC		2,300		49
Feed One		7,600		12
Ferrotec Holdings		2,100		21
FFRI*		300		9
Fields		1,000		7
Financial Products Group		3,900		32
Foster Electric		1,200		18
FP		1,600		94
France Bed Holdings		1,600		13
Frontier Real Estate Investment‡		29		122
Fudo Tetra		790		10
Fuji		1,200		21
Fuji Electric		3,100		88
Fuji Heavy Industries		19,300		439
Fuji Kyuko		1,500		56
Fuji Machine Manufacturing		3,900		52
Fuji Media Holdings		37,500		516
Fuji Oil Holdings		3,300		113
Fuji Pharma		700		11
Fuji Seal International		2,800		101
Fuji Soft		1,600		63
Fujibo Holdings		500		12
Fujicco		1,200		23
FUJIFILM Holdings		19,800		899
Fujikura		15,600		59
Fujimi		1,100		24
Fujimori Kogyo		900		25
Fujita Kanko		400		10
Fujitec		3,900		43
Fujitsu		4,500		324
Fujitsu General		3,900		55
Fujiya		600		12
Fukuda		400		15
Fukui Computer Holdings		300		6
Fukuoka Corp‡		44		68
Fukuoka Financial Group		12,208		271
Fukushima Industries		800		26
Fukuyama Transporting		1,800		69
FULLCAST Holdings		1,200		26
Funai Soken Holdings		2,450		59
Furukawa		1,900		24
Furukawa Electric		4,400		111
Fuso Chemical		1,200		20
Futaba*		2,200		33
Futaba Industrial		3,000		15
Future		1,400		24
Fuyo General Lease		1,200		59
Gakken Holdings		200		9
Gecoss		1,100		10
Genki Sushi		400		19
Genky DrugStores		500		11
Geo Holdings		1,600		22
Giken		1,100		34
Global One Real Estate Investment‡		53		64
Glory		3,400		81
GLP J-Reit‡		219		235
GMO Financial Holdings		3,400		20
GMO internet		4,300		70
GMO Payment Gateway		2,100		149
GNI Group*		800		21
Godo Steel		600		9
Goldcrest		800		11


Description	Shares		Value (000)
Goldwin		700	$	101
Gree		7,000		29
GS Yuasa		4,400		86
G-Tekt		1,100		15
GungHo Online Entertainment		23,100		84
Gunma Bank		19,900		75
Gunosy*		1,000		22
Gunze		1,000		40
Gurunavi		1,400		9
H2O Retailing		5,400		75
Hachijuni Bank		22,100		92
Hakuhodo DY Holdings		5,100		82
Halows		600		12
Hamakyorex		1,000		38
Hamamatsu Photonics		3,100		120
Hankyu Hanshin Holdings		5,700		213
Hankyu Hanshin REIT‡		32		43
Hanwa		2,100		58
Harmonic Drive Systems		2,100		72
Haseko		17,400		219
Hazama Ando		11,700		78
HEALIOS*		1,100		17
Heiwa		3,400		68
Heiwa Real Estate‡		56		65
Heiwa Real Estate		2,500		48
Heiwado		1,800		38
Hibiya Engineering		1,200		20
Hiday Hidaka		1,584		31
Hikari Tsushin		500		95
Hino Motors		5,600		47
Hinokiya Group		500		10
Hioki EE		500		21
Hirata		1,100		76
Hirose Electric		9,980		1,047
Hiroshima Bank		14,300		73
HIS		2,400		88
Hisaka Works		1,400		12
Hisamitsu Pharmaceutical		1,400		64
Hitachi		74,600		2,414
Hitachi Capital		3,100		72
Hitachi Chemical		2,500		55
Hitachi Construction Machinery		2,400		64
Hitachi High-Technologies		7,300		299
Hitachi Metals		5,300		61
Hitachi Transport System		3,100		92
Hitachi Zosen		10,000		31
Hochiki		800		8
Hodogaya Chemical		400		12
Hogy Medical		1,600		56
Hokkaido Electric Power		11,300		65
Hokkoku Bank		1,400		44
Hokuetsu		8,000		47
Hokuhoku Financial Group		7,300		76
Hokuriku Electric Power*		10,600		83
Hokuto		1,700		29
Honda Motor		263,300		7,114
Horiba		2,300		128
Hoshino Resorts‡		14		70
Hoshizaki Electric		4,800		297
Hosiden		3,700		31
Hosokawa Micron		400		18
House Foods Group		3,900		157
Hoya		147,600		9,735
Hulic‡		71		121


Description	Shares		Value (000)
Hulic		6,800	$	67
Hyakugo Bank		13,900		44
Hyakujushi Bank		1,500		31
Ibiden		7,400		112
IBJ Leasing		1,800		42
Ichibanya		1,000		44
Ichigo		16,800		57
Ichikoh Industries		1,600		9
Ichiyoshi Securities		2,400		17
Icom		600		12
Idec		1,900		33
Idemitsu Kosan		5,322		178
IDOM		4,400		13
IHI		3,500		84
Iida Group Holdings		3,300		60
Iino Kaiun Kaisha		5,700		19
Inaba Denki Sangyo		1,500		58
Inabata		2,900		39
Industrial & Infrastructure Fund Investment‡		89		99
Ines		1,300		15
Infocom		1,600		27
Infomart		5,600		68
Information Services International-Dentsu		800		28
Inpex		98,800		941
Internet Initiative Japan		1,900		38
Invesco Office‡		571		91
Invincible Investment‡		365		178
Iriso Electronics		1,200		55
Iseki		1,000		15
Isetan Mitsukoshi Holdings		33,400		337
Ishihara Sangyo Kaisha		1,800		18
Istyle*		2,400		20
Isuzu Motors		12,400		163
Ito En		3,500		182
ITOCHU		46,100		833
Itochu Enex		3,100		25
Itochu Techno-Solutions		12,000		280
Itochu-Shokuhin		300		13
Itoham Yonekyu Holdings		8,900		55
Itoki		1,500		7
Itokuro*		400		11
Iwatani		2,200		71
Iyo Bank		14,300		76
Izumi		2,300		107
J Front Retailing		4,800		57
J Trust		3,700		13
JAC Recruitment		800		18
Jaccs		1,600		26
Jafco*		2,900		104
Jamco		600		13
Japan‡		32		189
Japan Airlines		2,700		95
Japan Airport Terminal		1,000		42
Japan Asset Marketing*		8,600		8
Japan Aviation Electronics Industry		3,000		42
Japan Cash Machine		1,000		11
Japan Display*		39,000		24
Japan Elevator Service Holdings		1,400		28
Japan Excellent‡		73		106
Japan Exchange Group		21,700		385
Japan Hotel‡		272		219
Japan Investment Adviser		700		16


Description	Shares		Value (000)
Japan Lifeline		3,300	$	54
Japan Logistics Fund‡		57		121
Japan Material		3,900		48
Japan Meat		200		4
Japan Petroleum Exploration		2,300		50
Japan Post Bank		9,300		101
Japan Post Holdings		122,800		1,436
Japan Prime‡		18		74
Japan Pulp & Paper		700		26
Japan Rental Housing Investments‡		112		89
Japan Retail Fund Investment‡		65		131
Japan Securities Finance		6,900		36
Japan Steel Works		4,100		75
Japan Tissue Engineering*		600		5
Japan Tobacco		189,900		4,703
Japan Wool Textile		3,500		30
JCR Pharmaceuticals		900		53
JCU		1,400		22
Jeol		2,300		41
JFE Holdings		12,500		212
JGC		5,800		77
Jimoto Holdings		11,200		12
JINS		800		43
J-Oil Mills		600		22
Joshin Denki		1,100		25
Joyful Honda		3,100		39
JSP		700		15
JSR		4,100		63
JTEKT		4,600		57
Juroku Bank		1,700		34
Justsystems		1,900		48
JVC Kenwood		9,700		23
JX Holdings		73,800		337
K&O Energy Group		900		12
kabu.com Securities		9,600		48
Kadokawa Dwango		3,200		34
Kaga Electronics		1,100		20
Kagome		4,800		135
Kajima		11,100		164
Kakaku.com		3,600		69
Kaken Pharmaceutical		2,100		95
Kameda Seika		800		38
Kamei		1,000		11
Kamigumi		2,800		65
Kanamoto		1,800		45
Kandenko		5,900		50
Kaneka		1,000		37
Kanematsu		4,600		53
Kanematsu Electronics		800		24
Kansai Electric Power		30,200		445
Kansai Mirai Financial Group		5,613		40
Kansai Paint		4,500		86
Kansai Super Market		1,100		10
Kanto Denka Kogyo		2,100		14
Kao		28,800		2,264
Kappa Create		1,600		21
Kasai Kogyo		1,400		10
Katakura Industries		1,100		13
Katitas		1,300		45
Kato Sangyo		1,600		53
Kawasaki Heavy Industries		3,100		76
Kawasaki Kisen Kaisha*		5,400		58
KDDI		65,700		1,414


Description	Shares		Value (000)
Keihan Holdings		2,600	$	109
Keihin		2,400		39
Keikyu		6,000		102
Keio		2,500		161
Keisei Electric Railway		3,400		123
Keiyo		1,500		7
Keiyo Bank		6,900		40
Kenedix		15,500		77
Kenedix Office Investment, Cl A‡		27		187
Kenedix Residential Next Investment‡		50		83
Kenedix Retail‡		31		76
Kenko Mayonnaise		800		16
Kewpie		6,900		165
Key Coffee		900		17
Keyence		2,600		1,618
KH Neochem		1,800		43
Kikkoman		3,500		171
Kinden		8,700		144
Kintetsu Department Store		400		13
Kintetsu Group Holdings		4,200		196
Kintetsu World Express		2,300		35
Kirin Holdings		77,300		1,844
Kisoji		1,600		38
Kissei Pharmaceutical		1,900		50
Kitanotatsujin		3,800		16
Kitz		4,900		36
Kiyo Bank		4,000		56
KLab*		2,600		20
KNT-CT Holdings*		500		6
Koa		1,800		24
Koatsu Gas Kogyo		1,800		14
Kobayashi Pharmaceutical		1,300		110
Kobe Bussan		1,800		68
Kobe Steel		7,500		56
Koei Tecmo Holdings		3,020		58
Kohnan Shoji		1,800		45
Koito Manufacturing		7,200		407
Kokuyo		5,100		75
Komatsu		108,500		2,516
KOMEDA Holdings		3,100		59
Komeri		1,900		46
Komori		3,500		40
Konami Holdings		2,400		104
Konica Minolta		12,000		118
Konishi		1,900		27
Konoike Transport		1,700		28
Kose		1,900		349
Koshidaka Holdings		2,500		37
Kotobuki Spirits		1,200		46
Krosaki Harima		300		15
K’s Holdings		10,300		91
Kubota		446,900		6,450
Kumagai Gumi		2,300		72
Kumiai Chemical Industry		5,700		40
Kura		700		32
Kurabo Industries		1,100		20
Kuraray		8,700		111
Kureha		1,100		62
Kurita Water Industries		2,300		59
Kusuri no Aoki		1,000		71
KYB*		1,100		27
Kyocera		102,700		6,024
Kyoei Steel		1,500		21


Description	Shares		Value (000)
Kyokuto Kaihatsu Kogyo		1,700	$	23
Kyokuto Securities		1,500		14
KYORIN Holdings		2,500		49
Kyoritsu Maintenance		1,800		88
Kyowa Exeo		6,400		176
Kyowa Hakko Kirin		6,100		133
Kyudenko		2,900		91
Kyushu Electric Power		10,200		120
Kyushu Financial Group		21,900		89
Kyushu Railway		4,300		141
LAC		1,100		15
LaSalle Logiport‡		75		74
Lasertec		2,300		96
Lawson		3,800		210
LEC		1,400		18
Leopalace21*		16,600		33
Life		900		19
LIFULL		3,500		18
LINE*		1,500		53
Linical		700		9
Link And Motivation		1,800		13
Lintec		3,000		65
Lion		16,200		340
LIXIL Group		25,200		336
LIXIL VIVA		1,300		16
M&A Capital Partners*		500		23
M3		9,500		159
Mabuchi Motor		5,700		198
Macnica Fuji Electronics Holdings		3,100		42
Macromill		2,000		24
Maeda		37,300		370
Maeda Kosen		1,300		29
Maeda Road Construction		4,000		78
Makino Milling Machine		1,400		58
Makita		10,100		351
Mandom		5,500		141
Mani		1,500		73
Mars Group Holdings		600		12
Marubeni		35,700		246
Marudai Food		1,200		20
Maruha Nichiro		2,500		89
Marui Group		21,100		425
Maruichi Steel Tube		1,200		35
Marusan Securities*		4,000		24
Maruwa		600		28
Maruwa Unyu Kikan		600		21
Maruzen Showa Unyu		500		14
Marvelous		2,100		16
Matsuda Sangyo		900		11
Matsui Securities		7,400		70
Matsumotokiyoshi Holdings		10,500		348
Matsuya		1,600		14
Matsuyafoods Holdings		500		17
Max		1,600		24
Maxell Holdings		3,400		48
Mazda Motor		13,600		152
McDonald’s Holdings Japan		1,500		69
MCJ		4,300		31
MCUBS MidCity Investment‡		105		96
Mebuki Financial Group		17,200		44
Medical Data Vision*		1,300		13
Medipal Holdings		13,100		311
Megachips		900		14
Megmilk Snow Brand		3,000		73


Description	Shares		Value (000)
Meidensha		2,300	$	31
MEIJI Holdings		5,400		438
Meiko Electronics		1,100		17
Meiko Network Japan		1,600		14
Meitec		1,700		77
Melco Holdings		400		14
Menicon		1,600		46
METAWATER		900		25
Micronics Japan*		1,300		9
Mie Kotsu Group Holdings		2,400		12
Milbon		1,400		65
Mimasu Semiconductor Industry		1,100		15
Minebea		9,600		144
Ministop		900		14
Miraca Holdings		3,500		87
Mirai‡		21		38
Mirait Holdings		4,800		70
Miroku Jyoho Service		1,200		31
Misawa Homes		1,400		10
MISUMI Group		7,000		174
Mitsuba		1,500		8
Mitsubishi		56,560		1,570
Mitsubishi Chemical Holdings		29,100		205
Mitsubishi Electric		42,000		538
Mitsubishi Estate		79,900		1,446
Mitsubishi Estate Logistics Investment‡		13		31
Mitsubishi Gas Chemical		4,200		60
Mitsubishi Heavy Industries		6,900		286
Mitsubishi Logisnext		1,700		18
Mitsubishi Logistics		10,600		296
Mitsubishi Materials		2,400		63
Mitsubishi Motors		16,000		85
Mitsubishi Pencil		2,300		45
Mitsubishi Research Institute		500		15
Mitsubishi Shokuhin		1,000		26
Mitsubishi Steel Manufacturing		1,000		14
Mitsubishi Tanabe Pharma		7,200		96
Mitsubishi UFJ Financial Group		307,700		1,528
Mitsubishi UFJ Lease & Finance		8,100		41
Mitsuboshi Belting		1,700		30
Mitsui		38,200		592
Mitsui Chemicals		4,400		106
Mitsui E&S Holdings*		4,700		44
Mitsui Fudosan		20,500		515
Mitsui Fudosan Logistics Park‡		20		64
Mitsui High-Tec		1,300		12
Mitsui Mining & Smelting		3,700		95
Mitsui OSK Lines		2,500		54
Mitsui Sugar		1,000		25
Mitsui-Soko Holdings		1,100		18
Miura		5,600		129
Mixi		2,700		62
Miyazaki Bank		900		22
Mizuho Financial Group		925,800		1,432
Mizuno		1,100		25
Mochida Pharmaceutical		1,600		82
Modec		1,400		40
Monex Group		11,300		39
Money Forward*		700		29
Monogatari		300		24
MonotaRO		2,800		62
Mori Hills Investment‡		100		134
Mori Trust Hotel‡		22		27


Description	Shares		Value (000)
Mori Trust Sogo‡		65	$	101
Morinaga		2,400		104
Morinaga Milk Industry		2,100		71
Morita Holdings		2,000		33
MOS Food Services		1,800		44
MS&AD Insurance Group Holdings		41,500		1,262
MTG		500		10
MTI		1,800		10
Murata Manufacturing		12,600		627
Musashi Seimitsu Industry		2,900		39
Musashino Bank		1,700		34
Nabtesco		2,800		81
Nachi-Fujikoshi		1,000		40
Nagaileben		1,700		37
Nagase		6,500		93
Nagatanien Holdings		600		13
Nagoya Railroad		4,500		124
Nakanishi		4,100		80
Nakayama Steel Works		1,800		8
Namco Bandai Holdings		28,600		1,339
Namura Shipbuilding		3,400		11
Nankai Electric Railway		6,700		185
Nanto Bank		1,700		32
NEC		21,300		720
NEC Capital Solutions		700		11
NEC Networks & System Integration		1,600		39
NET One Systems		5,200		131
Neturen		2,100		17
Nexon*		10,900		171
Nextage		1,900		20
NGK Insulators		6,500		94
NGK Spark Plug		4,300		80
NH Foods		2,300		83
NHK Spring		12,500		112
Nichias		3,600		71
Nichiban		600		13
Nichicon		3,000		27
Nichiden		900		13
Nichiha		1,600		44
NichiiGakkan		2,500		29
Nichi-iko Pharmaceutical		2,900		38
Nichirei		6,900		170
Nidec		5,200		657
Nifco		5,400		137
Nihon Chouzai		400		14
Nihon Kohden		127,500		3,785
Nihon M&A Center		9,000		246
Nihon Nohyaku		2,300		9
Nihon Parkerizing		5,800		72
Nihon Tokushu Toryo		900		9
Nihon Trim		300		16
Nihon Unisys		4,600		122
Nikkiso		3,300		38
Nikkon Holdings		3,900		92
Nikon		7,400		104
Nintendo		2,600		741
Nippo		3,500		65
Nippon Accommodations Fund‡		28		142
Nippon Beet Sugar Manufacturing		700		12
Nippon Building Fund‡		30		203
Nippon Carbon		600		27
Nippon Ceramic		1,300		35
Nippon Chemi-Con		800		14


Description	Shares		Value (000)
Nippon Denko		4,800	$	10
Nippon Densetsu Kogyo		2,100		44
Nippon Electric Glass		1,800		48
Nippon Express		1,800		100
Nippon Flour Mills		3,300		57
Nippon Gas		2,300		64
NIPPON Investment‡		28		108
Nippon Kanzai		1,000		18
Nippon Kayaku		9,200		109
Nippon Koei		600		13
Nippon Light Metal Holdings		35,300		77
Nippon Paint Holdings		3,700		145
Nippon Paper Industries		6,300		130
Nippon Parking Development		14,400		22
Nippon Prologis‡		48		102
Nippon Road		400		23
Nippon Seiki		3,000		48
Nippon Sharyo*		600		14
Nippon Sheet Glass		5,400		43
Nippon Shinyaku		3,000		218
Nippon Shokubai		1,700		111
Nippon Signal		3,800		34
Nippon Soda		1,400		37
Nippon Steel		18,500		326
Nippon Steel Trading		900		37
Nippon Suisan Kaisha		45,100		344
Nippon Telegraph & Telephone		52,500		2,228
Nippon Television Holdings		33,620		503
Nippon Thompson		2,800		13
Nippon Yusen		3,700		54
Nipro		8,900		115
Nishimatsu Construction		3,500		77
Nishimatsuya Chain		3,000		25
Nishimoto		300		12
Nishi-Nippon Financial Holdings		8,100		69
Nishi-Nippon Railroad		3,900		94
Nishio Rent All		1,000		29
Nissan Chemical		9,400		430
Nissan Motor		53,400		438
Nissan Shatai		4,700		41
Nissei ASB Machine		500		17
Nissha		2,500		26
Nisshin Oillio Group		1,600		47
Nisshin Seifun Group		5,000		115
Nisshinbo Holdings		9,896		86
Nissin		700		12
Nissin Electric		3,100		28
Nissin Foods Holdings		1,700		117
Nissin Kogyo		2,300		29
Nitori Holdings		1,800		232
Nitta		1,400		45
Nittetsu Mining		400		17
Nitto Boseki		1,600		29
Nitto Denko		49,400		2,592
Nitto Kogyo		1,300		26
Nitto Kohki		700		14
Nittoku Engineering		800		20
Noevir Holdings		900		44
NOF		4,200		143
Nohmi Bosai		1,400		23
Nojima		1,700		31
NOK		5,500		86
Nomura		11,000		310
Nomura Holdings		179,100		646


Description	Shares		Value (000)
Nomura Real Estate Holdings		3,400	$	65
Nomura Real Estate Master Fund‡		97		143
Nomura Research Institute		5,200		236
Noritake		600		29
Noritsu Koki		1,000		22
Noritz		1,800		28
North Pacific Bank		16,900		42
NS Solutions		2,200		59
NS United Kaiun Kaisha		500		11
NSD		2,500		58
NSK		7,800		73
NTN		24,500		73
NTT Data		88,800		978
NTT DOCOMO		46,100		1,020
NuFlare Technology		200		11
Obara Group		700		23
Obayashi		79,800		801
Obic		4,760		479
OBIC Business Consultants		1,400		57
Odakyu Electric Railway		7,200		174
Ogaki Kyoritsu Bank		2,200		46
Ohara		400		5
Ohsho Food Service		800		51
Oiles		1,400		22
Oisix ra daichi*		1,400		21
Oita Bank		900		28
Oji Holdings		22,600		139
Okabe		2,600		22
Okamoto Industries		700		35
Okamura		3,900		41
Okasan Securities Group		9,100		34
Oki Electric Industry		5,200		61
Okinawa Electric Power		3,000		51
OKUMA		1,500		81
Okumura		1,800		57
Okuwa		1,400		14
Olympus		488,800		5,301
Omron		111,800		5,226
One REIT‡		14		36
Ono Pharmaceutical		9,200		180
Onward Holdings		26,200		137
Open Door*		700		21
Open House		2,000		68
OPT Holding		1,000		16
Optex Group		1,900		30
Optorun		800		15
Oracle Japan*		2,400		161
Organo		500		14
Orient		25,600		26
Oriental Land		4,600		521
ORIX		30,500		438
Orix JREIT‡		168		288
Osaka Gas		8,500		167
Osaka Soda		900		22
Osaka Steel		1,000		17
OSAKA Titanium Technologies		1,300		20
Osaki Electric		3,000		19
OSG		4,500		87
OSJB Holdings		8,400		21
Otsuka		5,900		220
Otsuka Holdings		21,100		828
Outsourcing		6,600		81
Oyo		1,000		10
Pacific Industrial		2,900		41


Description	Shares		Value (000)
Pacific Metals		800	$	19
Pack		700		21
PAL GROUP Holdings		600		16
PALTAC		2,000		108
Pan Pacific International Holdings		2,900		192
Panasonic		50,700		437
Paramount Bed Holdings		1,100		49
Parco		1,400		13
Park24		2,500		54
Pasona Group		1,100		17
PC Depot		1,400		6
Penta-Ocean Construction		16,700		77
Pepper Food Service		800		17
PeptiDream*		5,900		289
Persol Holdings		18,100		293
PIA		300		12
Pigeon		3,100		127
Pilot		1,800		73
Piolax		1,600		31
PKSHA Technology*		600		33
Plenus		1,200		19
Pola Orbis Holdings		2,000		64
Premier Investment‡		87		110
Press Kogyo		6,200		33
Pressance		2,300		29
Prestige International		3,400		43
Prima Meat Packers		1,600		30
Proto		600		11
Qol Holdings		1,400		19
Raito Kogyo		3,100		42
Raksul*		1,000		41
Rakus		1,100		20
Rakuten		19,500		185
Raysum		900		8
Recruit Holdings		25,500		727
Relia		2,100		18
Relo Group		6,900		194
Remixpoint		2,100		6
Renaissance		800		14
Renesas Electronics*		101,700		470
Rengo		11,400		107
RENOVA*		1,900		17
Resona Holdings		270,540		1,171
Resorttrust		5,000		68
Restar Holdings		700		13
Retail Partners		1,400		15
Rheon Automatic Machinery		1,200		17
Ricoh		17,600		184
Ricoh Leasing		1,000		30
Riken		600		27
Riken Keiki		900		17
Riken Vitamin		700		22
Ringer Hut		1,300		28
Rinnai		3,200		226
Riso Kagaku		1,500		24
Riso Kyoiku		6,900		32
Rock Field		1,000		15
Rohm		2,300		143
Rohto Pharmaceutical		6,000		154
Rokko Butter		600		12
Roland DG		600		13
Round One		4,100		52
Royal Holdings		1,800		45
RS Technologies		300		8


Description	Shares		Value (000)
Ryobi		1,600	$	36
Ryohin Keikaku		1,300		329
Ryosan		1,100		29
Ryoyo Electro		1,000		15
S Foods		1,100		40
Sac’s Bar Holdings		800		8
Saizeriya		1,700		33
Sakai Chemical Industry		800		18
Sakai Moving Service		700		44
Sakata INX		2,300		21
Sakata Seed		1,800		61
SAMTY		1,600		22
San ju San Financial Group		1,400		19
San-A, Cl A		1,100		44
San-Ai Oil		3,300		27
SanBio*		1,600		41
Sanden Holdings*		1,200		8
Sangetsu		3,100		56
San-In Godo Bank		9,000		64
Sanken Electric		1,400		26
Sanki Engineering		2,800		31
Sankyo		1,300		49
Sankyo Tateyama		1,800		24
Sankyu		3,400		166
Sanrio		3,100		74
Sanshin Electronics		800		14
Santen Pharmaceutical		8,200		122
Sanwa Holdings		11,900		141
Sanyo Chemical Industries		800		37
Sanyo Denki		500		18
Sanyo Special Steel		1,400		29
Sapporo Holdings		3,900		85
Sato Holdings		1,600		37
Sawai Pharmaceutical		5,000		289
SBI Holdings		6,000		134
SBS Holdings		1,300		22
SCREEN Holdings		2,400		97
SCSK		9,900		441
SEC Carbon		100		9
Secom		9,900		848
Seed		700		7
Sega Sammy Holdings		29,000		342
Seibu Holdings		5,400		94
Seikagaku		2,400		26
Seiko Epson		6,500		99
Seiko Holdings		1,800		43
Seino Holdings		9,100		121
Seiren		3,000		44
Sekisui Chemical		27,900		448
Sekisui House‡		233		176
Sekisui House		15,500		256
Sekisui Jushi		1,600		28
Sekisui Plastics		1,000		8
Senko		23,700		197
Senshu Ikeda Holdings		15,500		40
Seria		2,700		93
Seven & i Holdings		45,800		1,725
Seven Bank		16,800		50
SG Holdings		2,100		61
Sharp		5,400		59
Shibuya		900		27
SHIFT*		500		20
Shiga Bank		2,700		64
Shikoku Bank		2,700		25


Description	Shares		Value (000)
Shikoku Chemicals		2,300	$	25
Shikoku Electric Power		9,900		120
Shima Seiki Manufacturing		1,700		52
Shimachu		2,800		73
Shimadzu		11,500		332
Shimamura		700		59
Shimano		2,800		455
Shimizu		57,400		498
Shindengen Electric Manufacturing		500		18
Shin-Etsu Chemical		39,600		3,317
Shin-Etsu Polymer		2,900		21
Shinko Electric Industries		4,200		32
Shinko Plantech		2,700		29
Shinmaywa Industries		5,700		71
Shinnihon		1,300		12
Shinoken Group		1,400		9
Shinsei Bank*		4,000		57
Shionogi		6,360		393
Ship Healthcare Holdings		2,900		119
Shiseido		8,800		634
Shizuoka Bank		10,500		80
Shizuoka Gas		3,300		25
SHO-BOND Holdings		3,100		207
Shochiku		600		67
Shoei		700		30
Shoei Foods		800		23
Showa		2,900		37
Showa Denko		3,400		119
Showa Sangyo		1,300		35
Siix		1,800		27
Sinanen Holdings		600		11
Sinfonia Technology		1,100		13
Sinko Industries		1,100		15
Sintokogio		2,000		17
SKY Perfect JSAT Holdings		9,100		38
Skylark Holdings		12,600		208
SMC		1,300		487
SMS		4,000		72
Sodick		2,500		21
Softbank		38,500		433
SoftBank Group		19,100		1,851
Softbank Technology		700		15
Software Service		200		18
Sogo Medical Holdings		1,000		15
Sohgo Security Services		5,300		230
Sojitz		79,700		280
Solasto		3,500		39
Sompo Holdings		25,800		954
Sony		35,600		1,491
Sony Financial Holdings		11,900		224
Sosei Group*		4,700		64
Sotetsu Holdings		4,800		147
Sourcenext		5,400		22
Sparx Group		5,200		11
Square Enix Holdings		5,400		189
ST		700		12
St. Marc Holdings		1,200		27
Stanley Electric		3,500		94
Star Micronics		2,400		36
Starts		1,900		41
Starzen		500		17
Stella Chemifa		500		14
Strike		500		10
Studio Alice		400		8


Description	Shares		Value (000)
Sugi Holdings		2,400	$	106
SUMCO		6,600		73
Sumitomo		25,800		356
Sumitomo Bakelite		2,100		75
Sumitomo Chemical		38,800		180
Sumitomo Dainippon Pharma		3,900		96
Sumitomo Densetsu		1,100		19
Sumitomo Electric Industries		32,200		427
Sumitomo Forestry		8,200		114
Sumitomo Heavy Industries		3,100		100
Sumitomo Metal Mining		5,800		171
Sumitomo Mitsui Construction		9,840		68
Sumitomo Mitsui Financial Group		70,400		2,463
Sumitomo Mitsui Trust Holdings		15,900		570
Sumitomo Osaka Cement		2,400		94
Sumitomo Realty & Development		8,200		339
Sumitomo Riko		2,500		21
Sumitomo Rubber Industries		4,300		52
Sumitomo Seika Chemicals		500		18
Sumitomo Warehouse		4,000		50
Sun Frontier Fudousan		2,100		22
Sundrug		5,400		149
Suntory Beverage & Food		11,200		525
Suruga Bank*		10,400		48
Sushiro Global Holdings		1,100		76
Suzuken		2,000		116
Suzuki Motor		7,900		349
Sysmex		4,220		255
Systena		4,400		48
T Hasegawa		1,800		29
T&D Holdings		24,000		252
Tachi-S, Cl S		2,000		29
Tadano		6,100		58
Taihei Dengyo Kaisha		1,100		23
Taiheiyo Cement		2,700		90
Taiho Kogyo, Cl A		700		6
Taikisha		1,600		49
Taisei		5,300		246
Taisho Pharmaceutical Holdings		900		86
Taiyo Holdings		1,000		33
Taiyo Nippon Sanso		2,900		44
Taiyo Yuden		7,400		145
Takamatsu Construction Group		900		19
Takara Bio		3,100		72
Takara Holdings		9,600		113
Takara Leben		5,500		17
Takara Standard		2,400		37
Takasago International		800		24
Takasago Thermal Engineering		3,200		51
Takashimaya		3,200		43
Takeda Pharmaceutical		38,324		1,564
Takeuchi Manufacturing		2,100		37
Takuma		4,600		55
Tamron		1,100		20
Tamura		4,400		24
Tanaka Chemical*		700		6
Tanseisha		1,900		22
Tateru		1,900		5
Tatsuta Electric Wire and Cable		1,700		7
Tayca		1,000		23
TDK		6,900		540
TechnoPro Holdings		5,700		339
Teijin		4,000		66
Teikoku Sen-I, Cl I		1,200		30


Description	Shares		Value (000)
Tekken		900	$	22
Tenma		1,000		19
Terumo		228,800		6,978
T-Gaia		1,300		22
THK		3,400		84
TIS		4,800		227
TKC		900		33
TKP*		400		13
Toa		800		12
Toagosei		6,800		72
Tobu Railway		4,300		124
TOC		3,600		25
Tocalo		4,000		31
Tochigi Bank		6,200		13
Toda		15,100		93
Toei		500		66
Toei Animation		700		34
Toenec		500		14
Toho		5,900		237
Toho Bank		13,400		36
Toho Gas		1,900		85
Toho Holdings		3,400		85
Toho Titanium		2,100		18
Toho Zinc		700		20
Tohoku Electric Power		35,000		447
Tokai		1,300		32
Tokai Carbon		12,300		153
TOKAI Holdings		5,500		46
Tokai Rika		3,300		56
Tokai Tokyo Financial Holdings		13,300		48
Token		500		32
Tokio Marine Holdings		31,800		1,539
Tokushu Tokai Paper		700		26
Tokuyama		3,700		87
Tokyo Base*		800		7
Tokyo Broadcasting System Holdings		2,300		42
Tokyo Century		900		39
Tokyo Dome		5,600		53
Tokyo Electric Power Holdings*		35,200		222
Tokyo Electron		4,300		620
Tokyo Gas		17,200		465
Tokyo Kiraboshi Financial Group		1,600		23
Tokyo Ohka Kogyo		2,200		60
Tokyo Seimitsu		2,300		58
Tokyo Steel Manufacturing		6,900		60
Tokyo Tatemono		12,300		151
Tokyotokeiba		1,000		30
Tokyu‡		56		91
Tokyu		12,100		211
Tokyu Construction		5,300		40
Tokyu Fudosan Holdings		14,700		88
TOMONY Holdings		8,300		32
Tomy		5,200		54
Tonami Holdings		300		17
Topcon		6,500		77
Toppan Forms		3,600		31
Toppan Printing		5,500		83
Topre		2,100		39
Topy Industries		900		18
Toray Industries		97,600		623
Toridoll Holdings		1,300		26
Torii Pharmaceutical		900		18
Tosei		1,600		14


Description	Shares		Value (000)
Toshiba		15,000	$	477
Toshiba Machine		1,600		32
Toshiba Plant Systems & Services		3,100		55
Toshiba TEC		1,600		44
Tosho		1,000		28
Tosho Printing		1,400		13
Tosoh		5,700		89
Totetsu Kogyo		1,600		44
TOTO		3,800		161
Towa Bank		2,300		15
Towa Pharmaceutical		1,800		47
Toyo Construction		5,000		19
Toyo Engineering*		1,500		8
Toyo Ink SC Holdings		2,500		56
Toyo Kanetsu		400		7
Toyo Seikan Group Holdings		19,400		398
Toyo Suisan Kaisha		18,200		691
Toyo Tanso		600		11
Toyo Tire		6,600		75
Toyobo		5,200		66
Toyoda Gosei		2,500		53
Toyota Boshoku		4,100		62
Toyota Industries		6,400		320
Toyota Motor		120,800		7,071
Toyota Tsusho		5,200		169
TPR		1,400		27
Trancom		500		29
Transcosmos*		1,600		31
Trend Micro		2,800		136
Trusco Nakayama		2,400		66
Trust Tech		600		20
TS Tech		2,500		72
TSI Holdings		4,500		26
Tsubaki Nakashima		2,400		43
Tsubakimoto Chain		1,600		57
Tsugami		3,000		23
Tsukishima Kikai		1,900		24
Tsukui		3,400		21
Tsumura		3,600		109
Tsuruha Holdings		800		65
Tsurumi Manufacturing		1,200		21
TV Asahi Holdings		1,400		25
UACJ		2,000		37
Ube Industries		6,300		129
Ulvac		2,600		75
Unicharm		9,200		304
Union Tool		400		11
Unipres		2,400		37
UNITED		600		8
United Arrows		1,400		49
United Super Markets Holdings		3,400		34
United Urban Investment‡		73		115
Unitika*		3,000		12
Universal Entertainment		1,500		45
Unizo Holdings		1,800		34
Ushio		19,100		223
USS		17,200		320
UT Group*		1,500		34
UUUM*		600		29
Uzabase*		700		19
V Technology		300		38
Valor Holdings		2,300		56
Valqua		900		18
ValueCommerce		1,100		21


Description	Shares		Value (000)
Vector*		1,800	$	23
Vision*		300		14
Vital KSK Holdings		2,500		25
VT Holdings		3,800		14
Wacoal Holdings		2,800		70
Wacom		8,600		36
Wakita		1,900		19
Warabeya Nichiyo Holdings		800		13
WATAMI		1,000		15
WDB Holdings		600		17
Welcia Holdings		1,100		37
West Japan Railway		21,300		1,604
World Holdings		300		5
Wowow		400		11
W-Scope		1,300		18
Xebio Holdings		1,600		18
Yahagi Construction		1,200		8
Yahoo Japan		63,800		156
Yakult Honsha		2,700		189
Yakuodo		500		12
YAMABIKO		1,900		18
YAMADA Consulting Group		600		12
Yamada Denki		63,700		314
Yamagata Bank		1,800		32
Yamaguchi Financial Group		4,000		34
Yamaha		3,200		160
Yamaha Motor		6,900		135
YA-MAN		1,900		20
Yamanashi Chuo Bank		1,800		22
Yamashin-Filter		2,100		13
Yamato Holdings		17,120		441
Yamato Kogyo		2,600		71
Yamazaki Baking		3,100		50
Yamazen		3,700		39
Yaoko		1,200		59
Yaskawa Electric		6,200		194
Yellow Hat		2,200		29
Yodogawa Steel Works		1,400		26
Yokogawa Bridge Holdings		2,000		34
Yokogawa Electric		5,700		118
Yokohama Reito		2,900		23
Yokohama Rubber		2,700		50
Yomiuri Land		300		12
Yondoshi Holdings		1,100		21
Yonex		3,300		20
Yorozu		900		12
Yoshinoya Holdings		4,000		65
Yuasa Trading		1,100		31
Yume No. Machi Souzou Iinkai		1,500		22
Yumeshin Holdings		2,900		20
Yurtec		2,400		18
Yushin Precision Equipment		800		7
Zenkoku Hosho		3,200		113
Zenrin		2,250		50
Zensho Holdings		5,700		131
Zeon		8,700		88
ZERIA Pharmaceutical		1,900		33
ZIGExN		3,000		16
Zojirushi		2,700		28
ZOZO		5,700		107

				249,484


Description	Shares		Value (000)
Kenya – 0.0%
East African Breweries		290,678	$	595


Luxembourg – 0.1%
RTL Group		927		51
Ternium ADR		46,079		1,254

				1,305

Malaysia – 0.1%
Aeon M		120,400		43
AirAsia X*		136,400		8
Allianz Malaysia		6,200		22
Bermaz Auto		398,300		221
Hong Leong Bank		61,800		307
Hong Leong Industries		5,500		13
Insas		326,100		61
Kenanga Investment Bank		85,500		11
KSL Holdings*		551,500		126
Lion Industries*		217,100		29
Malaysia Airports Holdings		114,200		203
Malaysian Pacific Industries		25,503		62
Padini Holdings		207,100		182
Petron Malaysia Refining & Marketing		100,301		162
Shell Refining Federation of Malaya		63,000		90
Supermax		100,400		36
Syarikat Takaful Malaysia Keluarga		24,000		29
Tropicana		47		—
Uchi Technologies		119,200		78
Unisem		1,036,022		673

				2,356

Mexico – 0.6%
Genomma Lab Internacional, Cl B*		1,728,128		1,248
Gentera		1,187,946		924
Grupo Aeroportuario del Pacifico, Cl B		212,249		1,882
Grupo Financiero Banorte, Cl O		461,300		2,506
Grupo Financiero Inbursa, Cl O		570,165		789
Grupo Lala, Cl B		628,676		815
Grupo Televisa ADR		47,290		523
Industrias Bachoco		73,557		283
Nemak(A)		957,253		554
Vitro		18,814		48
Wal-Mart de Mexico		705,193		1,885

				11,457

Netherlands – 2.9%
Aalberts Industries		6,325		219
ABN AMRO Group		9,599		216
Accell Group		1,423		40
Adyen* (A)		196		153
Aegon		45,340		218
Akzo Nobel		77,214		6,841
AMG Advanced Metallurgical Group		1,873		58
APERAM		3,307		94
Arcadis		4,528		71
ArcelorMittal		37,489		760
ASM International		2,670		145
ASML Holding		11,759		2,206
ASR Nederland		9,081		378


Description	Shares		Value (000)
Basic-Fit* (A)		1,861	$	63
BE Semiconductor Industries		4,738		126
BinckBank		3,504		25
Boskalis Westminster		190,418		4,923
Brunel International		1,402		21
Coca-Cola European Partners		2,570		132
Corbion		3,862		116
Eurocommercial Properties‡		2,899		84
Euronext(A)		3,614		229
Flow Traders(A)		2,029		56
ForFarmers		2,263		19
Fugro*		131,098		1,334
Galapagos*		2,833		331
Gemalto*		4,695		268
Heineken		24,249		2,560
Heineken Holding		2,867		287
IMCD		3,379		257
ING Groep		429,909		5,201
Intertrust(A)		3,980		75
Kendrion		709		16
Koninklijke Ahold Delhaize		70,979		1,889
Koninklijke BAM Groep		15,225		66
Koninklijke DSM		4,171		455
Koninklijke KPN		351,346		1,114
Koninklijke Philips		46,785		1,906
Koninklijke Volkerwessels		1,954		40
Koninklijke Vopak		1,538		74
NIBC Holding(A)		1,371		13
NN Group		7,011		291
NSI‡		1,348		57
OCI*		4,797		132
Pharming Group*		35,679		32
PostNL		29,328		75
Randstad		74,267		3,621
RELX		196,111		4,191
Royal Dutch Shell, Cl A		29,336		920
SBM Offshore		325,573		6,192
SIF Holding		523		6
Signify(A)		7,208		192
Takeaway.com* (A)		3,393		258
TKH Group		2,482		117
TomTom*		8,428		71
Unibail-Rodamco-Westfield‡		2,136		349
Unilever		35,799		2,079
Vastned Retail‡		814		32
Wereldhave‡		2,624		72
Wessanen		4,557		55
Wolters Kluwer		6,425		437

				52,258

New Zealand – 0.2%
a2 Milk*		18,245		177
Air New Zealand		36,758		63
Argosy Property		50,161		44
Auckland International Airport		25,588		142
Chorus		26,476		106
Contact Energy		46,182		219
Fisher & Paykel Healthcare		12,836		137
Fletcher Building		23,733		80
Genesis Energy		31,706		70
Goodman Property Trust‡		57,805		68
Infratil		37,068		105
Kiwi Property Group‡		87,238		88


Description	Shares		Value (000)
Mercury NZ		41,973	$	112
Meridian Energy		32,722		93
Metlifecare		10,806		37
New Zealand Refining		13,036		19
Precinct Properties New Zealand‡		62,752		67
Pushpay Holdings*		6,139		13
Restaurant Brands New Zealand		6,777		40
Ryman Healthcare		8,710		73
SKY Network Television		171,957		151
SKYCITY Entertainment Group		43,129		114
Spark New Zealand		160,337		415
Summerset Group Holdings		12,960		58
Synlait Milk*		4,931		36
Tourism Holdings		6,187		20
Trade Me Group		26,153		114
Z Energy		23,498		100

				2,761

Norway – 0.9%
Akastor*		7,605		12
Aker, Cl A		1,486		113
Aker BP		3,097		110
Aker Solutions*		8,864		45
Atea		5,293		77
Austevoll Seafood		5,707		67
Axactor*		7,361		16
B2Holding		13,403		18
Bakkafrost P		27,072		1,341
Borr Drilling*		24,966		77
Borregaard		6,195		61
BW LPG* (A)		3,978		14
BW Offshore*		6,071		32
DNB		47,944		883
DNO		41,757		93
Elkem(A)		16,540		59
Entra(A)		7,616		115
Equinor		57,105		1,250
Europris(A)		10,507		34
Evry(A)		9,885		36
FLEX LNG*		2,155		28
Frontline*		4,468		29
Gaming Innovation Group*		2,954		7
Gjensidige Forsikring		5,659		98
Golden Ocean Group		5,813		27
Grieg Seafood		3,273		40
Hoegh LNG Holdings		2,572		11
Kongsberg Automotive*		26,507		24
Kongsberg Gruppen		5,121		78
Kvaerner		8,680		13
Leroy Seafood Group		19,144		139
Mowi		9,975		223
NEL*		59,847		40
Nordic Nanovector*		2,745		14
Nordic Semiconductor*		7,839		33
Norsk Hydro		32,182		130
Northern Drilling*		4,590		29
Norway Royal Salmon		690		16
Norwegian Air Shuttle*		8,781		45
Norwegian Finans Holding*		6,204		48
Norwegian Property		12,036		15
Ocean Yield		3,763		28
Odfjell Drilling*		5,005		16
Orkla		21,167		162


Description	Shares		Value (000)
Petroleum Geo-Services*		20,081	$	46
Protector Forsikring*		3,952		24
Salmar		3,279		157
Sbanken(A)		5,259		48
Scatec Solar(A)		5,065		52
Schibsted, Cl A		10,098		396
Schibsted, Cl B		11,268		404
Selvaag Bolig		2,183		11
SpareBank 1 Nord Norge		5,943		44
Sparebank 1 Oestlandet		1,819		17
SpareBank 1 SMN		7,495		76
SpareBank 1 SR-Bank		11,319		130
Stolt-Nielsen		1,568		20
Storebrand		30,079		234
Subsea 7*		16,790		207
Telenor		16,852		337
TGS NOPEC Geophysical		36,479		994
Tomra Systems		7,019		209
Veidekke		6,763		71
Wallenius Wilhelmsen, Cl B		6,172		22
XXL(A)		5,900		19
Yara International		169,714		6,943

				16,207

Peru – 0.2%
Cia de Minas Buenaventura ADR		30,900		534
Credicorp		12,296		2,950

				3,484

Philippines – 0.1%
Bloomberry Resorts*		381,200		87
First Gen		162,100		67
Lopez Holdings		1,105,100		111
Metro Retail Stores Group		612,000		39
San Miguel		144,580		479
Wilcon Depot		865,200		255

				1,038

Poland – 0.3%
Asseco Poland		12,648		171
CD Projekt*		12,471		650
Enea*		60,238		137
Energa*		62,376		141
Eurocash		71,243		406
Grupa Lotos		60,862		1,322
Jastrzebska Spolka Weglowa		6,115		97
LPP		440		954
PlayWay		1,809		85
Polski Koncern Naftowy Orlen		64,848		1,649
Polskie Gornictwo Naftowe i
Gazownictwo		207,680		338
Tauron Polska Energia*		228,276		120
TEN Square Games*		193		5

				6,075

Portugal – 0.1%
Altri SGPS		3,655		29
Banco Comercial Portugues, Cl R*		586,770		152
Banco Espirito Santo* (B)		46,916		—
Corticeira Amorim SGPS		2,805		33
CTT-Correios de Portugal		8,704		25
EDP-Energias de Portugal		58,170		230
Galp Energia		12,880		206


Description	Shares		Value (000)
Jeronimo Martins		7,265	$	107
Mota-Engil SGPS*		3,895		9
Navigator		13,400		61
NOS SGPS		15,866		101
REN - Redes Energeticas
Nacionais SGPS		26,714		76
Semapa-Sociedade de
Investimento e Gestao		1,629		27
Sonae SGPS		50,298		52

				1,108

Qatar – 0.1%
Barwa Real Estate		71,750		721
Mannai		745		10
Ooredoo QPSC		63,688		1,162
United Development QSC		17,010		65

				1,958

Russia – 0.2%
Lukoil PJSC ADR		6,217		556
Magnit PJSC		8,033		446
Magnitogorsk Iron & Steel Works PJSC GDR		43,766		392
PhosAgro PJSC GDR		54,242		659
Sberbank of Russia PJSC ADR		122,106		1,620
Sberbank of Russia PJSC ADR		18,776		247
Tatneft PJSC ADR		5,656		391
VEON ADR		23,598		49

				4,360

Singapore – 2.3%
Accordia Golf Trust		35,500		16
Ascendas‡		59,000		127
Ascendas Hospitality Trust‡		49,700		32
Ascott Residence Trust‡		93,100		81
Asian Pay Television Trust		83,200		8
Best World International		17,700		28
Bumitama Agri		19,400		10
Cache Logistics Trust‡		64,006		35
CapitaLand		63,300		170
CapitaLand Commercial Trust‡		73,874		106
CapitaLand Mall Trust‡		65,900		116
CapitaLand Retail China Trust‡		38,100		44
CDL Hospitality Trusts‡		49,300		59
China Aviation Oil Singapore		11,800		12
Chip Eng Seng		18,600		10
City Developments		11,500		77
ComfortDelGro		59,000		112
COSCO Shipping International Singapore*		53,300		13
Cromwell European Real Estate Investment Trust‡		10,526		6
Dairy Farm International Holdings		30,700		258
DBS Group Holdings		313,234		5,831
Delfi		868,700		930
ESR-REIT‡		115,269		46
Far East Hospitality Trust‡		37,400		19
First Real Estate Investment Trust‡		33,500		24
First Resources		34,600		42
Frasers Centrepoint Trust‡		34,900		61
Frasers Commercial Trust‡		42,386		46
Frasers Hospitality Trust‡		29,500		16


Description	Shares		Value (000)
Frasers Logistics & Industrial Trust‡		94,130	$	81
Genting Singapore		146,000		111
Golden Agri-Resources		140,800		29
Great Eastern Holdings		48,200		928
GuocoLand		14,500		21
Haw Par		33,912		334
Hongkong Land Holdings		751,800		5,346
Hutchison Port Holdings Trust, Cl U		316,700		74
Japfa		23,900		11
Jardine Cycle & Carriage		2,533		61
Jardine Matheson Holdings		141,600		8,830
Jardine Strategic Holdings		5,600		210
Keppel		35,600		163
Keppel‡		114,800		109
Keppel DC‡		60,800		67
Keppel Infrastructure Trust		164,700		57
Lippo Malls Indonesia Retail Trust‡		113,900		17
Mandarin Oriental International		19,300		38
Manulife US‡		77,334		66
Mapletree Commercial Trust‡		121,600		170
Mapletree Industrial Trust‡		87,000		135
Mapletree Logistics Trust‡		161,389		175
Mapletree North Asia Commercial Trust‡		142,800		139
NetLink NBN Trust		202,400		124
OUE		20,700		26
OUE Hospitality Trust‡		64,300		34
Oversea-Chinese Banking		73,661		601
Parkway Life‡		23,200		50
Raffles Medical Group		50,663		40
Riverstone Holdings		12,500		10
Sabana Shari’ah Compliant Industrial‡		51,700		16
SATS		20,400		77
Sembcorp Industries		18,500		35
Sembcorp Marine*		51,700		61
Sheng Siong Group		38,200		29
SIA Engineering		17,100		31
SIIC Environment Holdings		29,800		7
Silverlake Axis		47,700		19
Singapore Airlines		12,500		89
Singapore Exchange		20,400		110
Singapore Post		95,500		70
Singapore Press Holdings		46,200		82
Singapore Technologies Engineering		38,700		107
Singapore Telecommunications		1,738,900		3,875
Soilbuild Business Space‡		33,900		15
SPH‡		45,300		35
Starhill Global‡		93,500		50
StarHub		36,700		40
Suntec‡		46,100		66
United Engineers		17,500		33
United Industrial		18,948		41
United Overseas Bank		447,670		8,321
UOL Group		12,285		63
Venture		77,200		1,022
Wilmar International		48,500		118
Wing Tai Holdings		28,100		42
Yangzijiang Shipbuilding Holdings		60,400		67
Yanlord Land Group		43,200		43


Description	Shares		Value (000)
Yoma Strategic Holdings		92,900	$	23

				40,979

South Africa – 1.8%
African Rainbow Minerals		17,531		206
Alviva Holdings		10,469		12
Anglo American		27,202		727
Anglo American Platinum		36,176		1,847
AngloGold Ashanti ADR		54,608		715
Astral Foods		3,160		37
Bid		61,725		1,275
Bidvest Group		93,324		1,252
Capitec Bank Holdings		27,388		2,562
Cie Financiere Richemont		72,720		528
Clicks Group		112,517		1,436
Exxaro Resources		2,619		30
FirstRand		396,960		1,732
Grindrod		729,632		387
Kumba Iron Ore		11,044		329
MMI Holdings		121,518		140
Mondi		23,606		522
Naspers, Cl N		15,295		3,532
Old Mutual		141,598		214
Peregrine Holdings		189,232		247
Raubex Group		298,427		416
Sasol		149,180		4,653
Standard Bank Group		179,911		2,310
Super Group*		130,668		301
Telkom		270,270		1,366
Tiger Brands		261,062		4,794
Tsogo Sun Holdings		148,686		199
Wilson Bayly Holmes-Ovcon		9,970		74

				31,843

South Korea – 2.8%
Asiana Airlines*		6,426		20
Cheil Worldwide		5,027		107
CJ Hello		26,612		217
Com2uSCorp		791		73
Dae Han Flour Mills		86		14
Daelim Industrial		2,794		237
Daeyang Electric*		3,787		42
Deutsch Motors*		36,373		230
Dongyang E&P		10,103		89
Fila Korea		5,103		350
GS Engineering & Construction		16,789		631
GS Home Shopping		3,501		551
Hana Financial Group		31,412		1,007
Hankook Tire		15,014		495
Hyundai Home Shopping Network		3,490		335
Hyundai Motor		6,497		684
Innocean Worldwide		1,392		86
Interpark		13,540		64
Interpark Holdings		31,272		66
JB Financial Group		9,678		47
Kia Motors		21,527		670
Korea Gas		7,387		294
Korean Air Lines		7,343		206
KT		17,542		423
KT ADR*		50,885		633
LG		15,515		1,059
LG Display*		945		16
LG Electronics		21,753		1,439


Description	Shares		Value (000)
LG Household & Health Care		1,610	$	2,010
LG Uplus		101,551		1,383
LOTTE Himart		1,119		50
Lotte Shopping		2,678		420
MegaStudyEdu		1,335		46
Moorim Paper		15,148		43
Neowiz*		17,804		221
NHN Entertainment*		3,312		258
POSCO		5,514		1,229
POSCO ADR		86,400		4,770
S-1, Cl 1		5,705		505
Samsung Electronics GDR(A)		5,640		5,547
Samsung Electronics		356,042		14,006
Samsung Fire & Marine Insurance		5,954		1,579
Samsung SDS		2,933		607
SeAH Holdings		225		19
Seohan		15,917		27
Shinhan Financial Group		51,148		1,893
SK Hynix		50,181		3,280
SK Telecom		9,902		2,194
UIL		6,402		30
Youngone Holdings		595		34

				50,236

Spain – 1.6%
Acciona		1,477		165
Acerinox		46,415		459
ACS Actividades de Construccion y Servicios		5,811		255
Aedas Homes SAU* (A)		1,467		37
Aena SME(A)		1,541		277
Almirall		3,776		64
Amadeus IT Group, Cl A		93,047		7,453
Applus Services		8,288		99
Atresmedia de Medios de Comunicacion		5,380		25
Banco Bilbao Vizcaya Argentaria		154,174		882
Banco de Sabadell		125,748		125
Banco Santander		1,545,223		7,185
Bankia		244,428		633
Bankinter		16,736		127
Bolsas y Mercados Espanoles SHMSF		4,672		130
CaixaBank		81,802		255
Cellnex Telecom* (A)		12,498		367
Cia de Distribucion Integral Logista Holdings		3,237		76
CIE Automotive		4,581		123
Construcciones y Auxiliar de Ferrocarriles		1,196		57
Distribuidora Internacional de Alimentacion*		36,663		27
Ebro Foods		4,746		101
eDreams ODIGEO*		3,119		9
Enagas		5,896		172
Ence Energia y Celulosa		8,617		48
Endesa		7,186		183
Ercros		6,117		22
Euskaltel(A)		6,025		56
Faes Farma		17,889		76
Ferrovial		20,635		483
Financiera Alba		966		47
Fluidra*		3,096		36


Description	Shares		Value (000)
Fomento de Construcciones y Contratas		4,641	$	61
Gestamp Automocion(A)		87,200		503
Global Dominion Access* (A)		6,430		34
Grifols		6,739		189
Grupo Catalana Occidente		2,647		95
Iberdrola		143,885		1,264
Indra Sistemas*		8,035		90
Industria de Diseno Textil		25,192		740
Inmobiliaria Colonial Socimi‡		17,594		181
Lar Espana Real Estate Socimi‡		5,706		48
Liberbank*		132,235		56
Mapfre		22,998		63
Masmovil Ibercom*		4,686		99
Mediaset Espana Comunicacion		26,890		201
Melia Hotels International		7,548		70
Merlin Properties Socimi‡		22,581		295
Metrovacesa* (A)		2,783		34
Miquel y Costas & Miquel		1,145		21
Naturgy Energy Group		8,901		249
Neinor Homes* (A)		4,938		59
Obrascon Huarte Lain		11,657		15
Promotora de Informaciones, Cl A*		8,557		15
Prosegur Cia de Seguridad		18,129		98
Red Electrica		10,976		234
Repsol		32,149		550
Sacyr		23,635		60
Siemens Gamesa Renewable Energy		6,749		107
Solaria Energia y Medio Ambiente*		3,875		21
Talgo* (A)		5,771		37
Tecnicas Reunidas*		2,015		57
Telefonica		108,063		905
Telepizza Group(A)		6,685		47
Tubacex		7,803		24
Unicaja Banco(A)		58,414		63
Viscofan		14,499		907
Zardoya Otis		11,613		96

				27,642

Sweden – 1.4%
AAK		11,473		171
AcadeMedia* (A)		4,888		27
AF POYRY, Cl B		4,344		72
Alfa Laval		7,725		177
Alimak Group(A)		3,174		45
Arjo		13,697		50
Assa Abloy, Cl B		131,730		2,843
Atlas Copco, Cl A		15,419		415
Atlas Copco, Cl B		8,860		219
Attendo(A)		6,405		32
Avanza Bank Holding		1,427		61
Axfood		6,540		121
Betsson		7,080		54
Bilia, Cl A		5,106		44
BillerudKorsnas		11,090		147
BioGaia, Cl B		972		48
Biotage		3,259		42
Boliden		6,579		187
Bonava, Cl B		5,200		65
Bravida Holding(A)		12,675		112
Bufab		1,566		16
Bure Equity		2,966		50


Description	Shares		Value (000)
Camurus*		838	$	6
Castellum		17,518		339
Catena Media*		2,399		17
Cellavision		1,287		39
Clas Ohlson, Cl B		2,320		18
Cloetta, Cl B		12,978		34
Collector*		2,219		12
Dios Fastigheter		6,325		52
Dometic Group(A)		18,542		146
Dustin Group(A)		3,923		37
Elanders, Cl B		808		8
Electrolux		6,397		164
Elekta, Cl B		23,636		294
Eltel* (A)		7,283		14
Epiroc, Cl A		17,377		175
Epiroc, Cl B		10,990		105
Essity, Cl B		110,468		3,184
Evolution Gaming Group(A)		1,427		112
Fabege		17,044		247
Fastighets Balder, Cl B*		6,343		203
Fortnox		3,061		31
Getinge, Cl B		14,769		172
Granges		4,597		47
Haldex		2,446		16
Hansa Biopharma*		1,720		42
Hembla, Cl B*		2,636		51
Hemfosa Fastigheter		10,211		90
Hennes & Mauritz, Cl B		20,023		333
Hexagon, Cl B		5,953		311
Hexpol		16,510		139
Hoist Finance* (A)		4,315		17
Holmen, Cl B		6,642		144
Hufvudstaden, Cl A		6,948		121
Humana		1,453		11
Husqvarna, Cl B		9,131		75
ICA Gruppen		1,987		80
Industrivarden, Cl C		3,673		77
Indutrade		5,938		169
Intrum		5,110		147
Investment Oresund		1,674		24
Investor, Cl B		10,476		472
Inwido		3,479		21
JM		4,339		78
Kambi Group*		1,427		24
Karo Pharma		8,832		36
Kindred Group		14,730		149
Kinnevik		5,807		150
Klovern, Cl B		36,322		50
Kungsleden		12,182		97
L E Lundbergforetagen, Cl B		2,328		74
LeoVegas(A)		3,939		12
Lindab International		4,244		38
Loomis, Cl B		4,643		160
Lundin Petroleum		4,862		165
Mekonomen*		2,400		17
Millicom International Cellular		8,072		490
Modern Times Group, Cl B*		19,246		247
Munters Group* (A)		3,892		18
Mycronic		4,501		64
NCC, Cl B		5,883		90
NetEnt		12,197		44
New Wave Group, Cl B		2,357		15
Nibe Industrier, Cl B		20,129		257
Nobia		7,288		43


Description	Shares		Value (000)
Nobina(A)		6,640	$	43
Nolato, Cl B		1,223		51
Nordea Bank Abp		144,354		1,098
Nordic Entertainment Group, Cl B*		19,246		451
Nyfosa*		10,211		61
Oncopeptides* (A)		1,321		18
Oriflame Holding		2,632		51
Pandox, Cl B		5,196		93
Paradox Interactive		1,303		20
Peab		12,075		104
Probi*		325		12
Ratos, Cl B		13,851		28
RaySearch Laboratories*		1,404		16
Recipharm, Cl B		3,097		46
Resurs Holding(A)		6,433		40
Saab, Cl B		5,204		167
Sandvik		89,280		1,451
SAS*		11,682		23
Scandi Standard		3,940		26
Scandic Hotels Group(A)		4,959		44
Securitas, Cl B		8,369		135
Skandinaviska Enskilda Banken, Cl A		37,331		323
Skanska, Cl B		8,469		154
SKF, Cl B		9,670		161
SkiStar		2,616		29
SSAB, Cl A		12,897		46
SSAB, Cl B		37,610		114
Stillfront Group*		853		21
Storytel*		1,566		17
Svenska Cellulosa, Cl B		38,696		335
Svenska Handelsbanken, Cl A		132,302		1,396
Sweco, Cl B		4,466		108
Swedbank, Cl A		20,784		294
Swedish Match		15,151		772
Swedish Orphan Biovitrum*		10,514		247
Tele2, Cl B		11,230		150
Telefonaktiebolaget LM Ericsson, Cl B		70,891		651
Telia		64,298		290
Thule Group(A)		6,617		149
Tobii*		5,597		20
Trelleborg, Cl B		15,631		242
Troax Group		794		25
Victoria Park, Cl B*		2,513		10
Vitrolife		3,928		89
Volati		1,272		6
Volvo, Cl B		36,088		560
Wallenstam, Cl B		10,971		111
Wihlborgs Fastigheter		8,742		119

				25,529

Switzerland – 6.7%
ABB		42,578		800
Adecco Group		27,207		1,451
Allreal Holding		849		145
ALSO Holding		366		47
ams*		5,144		139
APG SGA		90		26
Arbonia*		2,941		30
Aryzta*		67,188		92
Ascom Holding		2,245		30
Autoneum Holding		186		21


Description	Shares		Value (000)
Bachem Holding, Cl B		307	$	37
Baloise Holding		1,103		182
Banque Cantonale Vaudoise		196		156
Barry Callebaut		60		108
Basilea Pharmaceutica*		749		35
Bell Food Group		146		42
BKW		1,169		80
Bobst Group		520		31
Bossard Holding		362		56
Bucher Industries		427		143
Burckhardt Compression Holding		182		50
Burkhalter Holding		300		21
Cembra Money Bank		1,866		176
Ceva Logistics*		1,918		58
Chocoladefabriken Lindt & Spruengli		28		191
Chocoladefabriken Lindt & Sprungli		2		156
Cie Financiere Richemont		115,533		8,416
Clariant		4,528		95
Coca-Cola		5,307		181
Comet Holding		428		37
Conzzeta		86		67
COSMO Pharmaceuticals*		524		44
Credit Suisse Group		58,988		687
Daetwyler Holding		492		73
DKSH Holding		4,751		274
dormakaba Holding		198		142
Dufry		922		97
EFG International		5,473		35
Emmi		139		122
EMS-Chemie Holding		192		104
Feintool International Holding		158		11
Flughafen Zurich		1,279		233
Forbo Holding		74		116
Galenica(A)		3,048		151
GAM Holding*		10,048		31
Geberit		5,414		2,213
Georg Fischer		263		240
Givaudan		213		544
Gurit Holding		27		25
Helvetia Holding		869		531
Huber + Suhner		788		57
Idorsia*		5,074		89
Implenia		947		28
Inficon Holding		122		68
Interroll Holding		42		85
Intershop Holding		77		39
Investis Holding		165		11
Julius Baer Group		5,699		230
Kardex		391		59
Komax Holding		233		49
Kudelski		2,291		14
Kuehne + Nagel International		1,217		167
LafargeHolcim		149,878		7,404
Landis+Gyr Group*		1,726		108
LEM Holding		29		37
Leonteq*		583		22
Liechtensteinische Landesbank		779		55
Logitech International		34,170		1,339
Lonza Group		1,714		532
Meyer Burger Technology*		32,317		21
Mobilezone Holding		2,436		24
Mobimo Holding		436		110
Molecular Partners*		862		15


Description	Shares		Value (000)
Nestle		242,320	$	23,095
Novartis		242,733		23,349
OC Oerlikon		13,168		168
Orascom Development Holding*		900		15
Orior		417		33
Panalpina Welttransport Holding		688		114
Pargesa Holding		1,077		84
Partners Group Holding		429		312
PSP Swiss Property		2,646		287
Rieter Holding		210		30
Roche Holding		61,665		16,990
Schindler Holding		541		112
Schindler Holding PC		1,038		215
Schmolz + Bickenbach*		22,062		10
Schweiter Technologies		62		60
Sensirion Holding* (A)		651		27
SFS Group		1,096		95
SGS		122		304
Siegfried Holding		249		89
Sika		20,003		2,795
Sonova Holding		4,556		901
St. Galler Kantonalbank		165		76
Straumann Holding		253		206
Sulzer		1,212		118
Sunrise Communications Group(A)		2,190		161
Swatch Group		1,404		78
Swatch Group BR		19,798		5,667
Swiss Life Holding		784		345
Swiss Prime Site		1,822		160
Swiss Re		7,033		687
Swisscom		592		290
Swissquote Group Holding		555		20
Tecan Group		715		169
Temenos		1,368		202
u-blox Holding		459		35
UBS Group		598,202		7,252
Valiant Holding		984		113
Valora Holding		216		60
VAT Group(A)		1,736		183
Vifor Pharma		1,194		161
Vontobel Holding		1,622		87
VZ Holding		172		45
Ypsomed Holding		215		28
Zehnder Group		669		23
Zur Rose Group*		359		31
Zurich Insurance Group		15,499		5,130

				119,747

Taiwan – 2.0%
AU Optronics ADR		563,660		2,052
ChipMOS Technologies ADR		1,200		20
Chroma ATE		112,000		532
Delta Electronics		224,516		1,158
E.Sun Financial Holding		1,937,000		1,493
Giant Manufacturing		118,414		845
Merida Industry		64,428		360
PChome Online*		150,587		635
Taiwan Semiconductor Manufacturing		443,000		3,529
Taiwan Semiconductor Manufacturing ADR		461,661		18,909
Teco Electric and Machinery		1,184,387		807
Uni-President Enterprises		1,075,000		2,609


Description	Shares		Value (000)
United Microelectronics ADR		498,001	$	936
Yungtay Engineering		622,000		1,292

				35,177

Thailand – 0.6%
Airports of Thailand		1,285,600		2,755
Bangchak NVDR		160,900		164
Bangkok Bank		109,500		714
Bangkok Bank NVDR		21,200		138
BEC World*		598,900		127
CP ALL		910,200		2,144
Kasikornbank		105,600		624
PTT NVDR		1,459,600		2,208
PTT Exploration & Production NVDR		18,100		72
Sri Trang Agro-Industry NVDR		350,800		141
Thai Oil NVDR		340,100		745

				9,832

Turkey – 0.4%
Akbank T.A.S.*		877,894		995
Albaraka Turk Katilim Bankasi		44,267		12
Anadolu Cam Sanayii		44,655		24
BIM Birlesik Magazalar		19,721		270
Dogan Sirketler Grubu Holding		2,244,390		459
Dogus Otomotiv Servis ve Ticaret*		91,794		74
Eregli Demir ve Celik Fabrikalari		535,664		876
Haci Omer Sabanci Holding		101,949		143
Turk Hava Yollari*		368,130		854
Turkiye Garanti Bankasi*		1,358,052		2,032
Turkiye Is Bankasi, Cl C*		429,511		424
Turkiye Sise ve Cam Fabrikalari		421,190		440
Ulker Biskuvi Sanayi		96,942		296
Vestel Elektronik Sanayi ve Ticaret*		151,145		349
Yapi ve Kredi Bankasi*		1,522,527		582

				7,830

United Arab Emirates – 0.0%
Emirates NBD PJSC		10,430		29
First Abu Dhabi Bank PJSC		19,382		80

				109

United Kingdom – 15.1%
3i Group		153,153		1,964
888 Holdings		22,418		46
AA		35,838		43
Abcam		11,904		175
Acacia Mining*		11,025		28
accesso Technology Group*		1,549		17
Admiral Group		40,333		1,140
Advanced Medical Solutions Group		12,135		50
Aggreko		323,354		3,315
Alfa Financial Software Holdings* (A)		4,455		9
Alliance Pharma		21,813		20
Amigo Holdings(A)		8,051		19
Anglo American		318,352		8,516
Antofagasta		61,923		779
AO World*		16,162		21
Arrow Global Group		10,171		29
Ascential		24,237		113
Ashmore Group		24,222		135


Description	Shares		Value (000)
Ashtead Group		10,940	$	264
ASOS*		3,495		146
Associated British Foods		8,115		258
Assura‡		157,829		118
AstraZeneca		29,399		2,349
Auto Trader Group(A)		120,157		816
Avast(A)		18,083		67
AVEVA Group		4,044		170
Aviva		89,765		482
B&M European Value Retail		57,485		280
Babcock International Group		4,743		30
BAE Systems		207,039		1,301
Bakkavor Group(A)		8,848		14
Balfour Beatty		44,627		152
Bank of Georgia Group		2,375		51
Bank of Ireland Group		11,295		67
Barclays		1,788,057		3,602
Barratt Developments		62,038		485
Barrick Gold		8,441		108
BBA Aviation		65,842		214
BCA Marketplace		47,903		123
Beazley		33,539		225
Bellway		7,879		312
Berkeley Group Holdings		42,819		2,058
BHP Group		362,756		8,735
Biffa(A)		16,111		47
Big Yellow Group‡		9,837		127
Blue Prism Group*		3,997		86
Bodycote		11,926		128
boohoo Group*		47,792		118
Bovis Homes Group		8,480		117
BP		763,178		5,552
Brewin Dolphin Holdings		18,321		74
British American Tobacco		61,572		2,562
British Land‡		22,005		169
Britvic		17,086		212
BT Group, Cl A		194,376		564
BTG*		19,876		216
Bunzl		65,330		2,154
Burberry Group		9,351		238
Burford Capital		13,494		296
Cairn Energy*		39,051		82
Cairn Homes (ISE Shares)*		6,734		11
Cairn Homes (LSE Shares)*		45,134		72
Capita*		387,754		626
Capital & Counties Properties		47,340		148
Capital & Regional‡		23,280		8
Card Factory		19,553		46
Carnival		76,898		3,771
Centamin		71,974		84
Central Asia Metals		11,671		36
Centrica		129,147		192
Charter Court Financial Services Group(A)		7,340		32
Chemring Group		21,096		38
Cineworld Group		60,697		231
Civitas Social Housing‡		28,000		35
Clinigen Group		7,383		89
Close Brothers Group		22,249		422
CMC Markets(A)		5,271		6
Coats Group		92,787		96
Cobham*		2,044,718		2,937
Compass Group		427,140		10,039
Computacenter		4,538		65


Description	Shares		Value (000)
ConvaTec Group(A)		422,690	$	779
Costain Group		6,901		30
Countryside Properties(A)		25,152		106
Cranswick		3,260		116
Crest Nicholson Holdings		15,504		75
CRH		6,690		207
Croda International		2,980		197
CVS Group		4,544		36
CYBG		81,974		212
Daily Mail & General Trust, Cl A		55,017		458
Dairy Crest Group		10,160		82
Dart Group		6,448		67
DCC		16,466		1,423
De La Rue		6,333		32
Dechra Pharmaceuticals		6,576		231
Derwent London‡		6,785		285
Devro		82,002		210
DFS Furniture		14,062		46
Diageo		449,614		18,376
Dialog Semiconductor*		4,921		150
Dignity		3,179		28
Diploma		7,457		142
Direct Line Insurance Group		35,654		164
Dixons Carphone		61,595		118
Domino’s Pizza Group		31,027		98
Drax Group		26,526		131
DS Smith		191,324		837
Dunelm Group		6,096		69
easyJet		37,718		548
EI Group*		30,066		83
Electrocomponents		28,260		207
Elementis		36,672		78
Elis		4,062		66
EMIS Group		3,587		49
Empiric Student Property‡		41,370		49
EnQuest*		111,666		28
Equiniti Group(A)		21,938		59
Essentra		17,152		92
Experian		299,787		8,119
Ferguson		5,317		338
Ferrexpo		17,961		58
Fevertree Drinks		6,299		248
First Derivatives		1,132		40
Firstgroup*		75,511		89
Forterra(A)		13,583		52
Fresnillo		4,917		56
Frontier Developments*		1,175		15
Future		5,154		51
G4S		362,867		867
Galliford Try		8,043		70
Games Workshop Group		1,883		77
GB Group		12,239		78
GCP Student Living‡		23,509		47
Genus		3,998		116
Georgia Capital*		22,893		325
GlaxoSmithKline		115,124		2,394
Glencore		578,416		2,395
Global Ports Investments GDR*		207,632		473
Globaltrans Investment GDR		36,848		393
Go-Ahead Group		2,902		74
Gocompare.Com Group		22,008		22
Grafton Group		14,901		157
Grainger		39,821		123
Great Portland Estates‡		16,772		163


Description	Shares		Value (000)
Greencore Group		29,950	$	79
Greene King		19,290		167
Greggs		6,243		150
Gulf Keystone Petroleum*		13,997		46
GVC Holdings		73,751		537
Halfords Group		12,469		38
Halma		24,390		531
Hammerson‡		18,573		81
Hansteen Holdings‡		28,917		37
Hargreaves Lansdown		7,211		175
Hastings Group Holdings(A)		21,673		61
Hays		448,463		876
Helical		6,237		27
Hikma Pharmaceuticals		9,340		218
Hill & Smith Holdings		5,013		81
Hiscox		18,355		373
Hochschild Mining		17,617		47
HomeServe		152,752		2,039
Hon Hai Precision Industry GDR		77,139		372
Hotel Chocolat Group		2,456		11
Howden Joinery Group		39,864		252
HSBC Holdings		465,275		3,778
Hunting		9,214		71
Hurricane Energy*		90,218		54
Ibstock(A)		25,668		80
IG Design Group		2,982		21
IG Group Holdings		91,133		617
IMI		203,088		2,534
Imperial Brands		22,027		753
Inchcape		93,215		694
Indivior*		45,533		57
Informa		113,631		1,101
Inmarsat		29,555		214
IntegraFin Holdings		12,138		55
InterContinental Hotels Group		3,914		235
Intermediate Capital Group		18,596		258
International Personal Finance		144,013		365
Intertek Group		47,427		3,000
Intu Properties‡		57,332		80
Investec		18,321		106
iomart Group		5,886		27
IQE*		46,627		45
ITE Group		43,809		40
ITV		644,831		1,067
IWG		44,242		144
J D Wetherspoon		4,336		74
J Sainsbury		41,496		127
JD Sports Fashion		28,325		185
John Laing Group(A)		31,660		158
John Menzies		5,096		32
John Wood Group		70,684		467
Johnson Matthey		4,373		179
JPJ Group*		3,426		31
Jupiter Fund Management		115,977		547
Just Eat*		286,293		2,799
Just Group		58,602		47
Kainos Group		3,362		24
KAZ Minerals		15,253		130
KCOM Group		29,605		27
Keller Group		4,335		35
Kerry Group, Cl A		3,642		406
Keywords Studios		3,255		49
Kier Group		10,653		50
Kingfisher		54,348		166


Description	Shares		Value (000)
Kingspan Group		3,953	$	183
Lancashire Holdings		12,327		105
Land Securities Group‡		18,913		225
Learning Technologies Group		26,748		25
Legal & General Group		137,145		492
Lloyds Banking Group		10,925,652		8,844
London Stock Exchange Group		7,201		446
LondonMetric Property‡		44,244		115
Lookers		19,201		25
Majestic Wine		2,969		9
Man Group		102,045		180
Marks & Spencer Group		42,132		153
Marshalls		12,174		98
Marston’s		40,626		54
McCarthy & Stone(A)		107,340		180
Mediclinic International		25,638		102
Meggitt		21,273		139
Melrose Industries		110,796		264
Merlin Entertainments(A)		341,830		1,528
Metro Bank*		5,667		56
Micro Focus International		5,109		133
Micro Focus International ADR		5,456		141
Mitchells & Butlers*		12,839		45
Mitie Group		21,908		42
MMC Norilsk Nickel PJSC ADR		92,434		1,952
Mondi		9,365		207
Moneysupermarket.com Group		51,758		251
Morgan Advanced Materials		16,800		53
Morgan Sindall Group		2,331		38
N Brown Group		10,040		13
National Express Group		71,138		376
National Grid		104,766		1,161
NCC Group		18,968		35
NewRiver‡		20,662		64
Next		3,175		231
NMC Health		2,846		85
Non-Standard Finance(A)		128,595		92
Northgate		9,193		45
Nostrum Oil & Gas*		4,551		5
Novolipetsk Steel PJSC GDR		37,865		972
Numis		4,352		14
Ocado Group*		35,957		642
On the Beach Group(A)		7,331		42
OneSavings Bank		14,589		73
Ophir Energy*		41,527		31
Oxford Biomedica*		2,992		28
Paddy Power Betfair		10,742		832
Pagegroup		62,806		384
Paragon Banking Group		16,669		94
Patisserie Holdings		3,055		—
Pearson		19,839		216
Pendragon		77,179		28
Pennon Group		26,850		260
Persimmon		7,163		202
Petra Diamonds*		49,615		12
Petrofac		34,922		223
Pets at Home Group		128,227		265
Phoenix Group Holdings		35,268		311
PhosAgro PJSC GDR		3,930		49
Photo-Me International		17,489		18
Playtech		49,984		283
Plus500		4,873		48
Polypipe Group		13,104		69
Premier Foods*		35,165		17


Description	Shares		Value (000)
Premier Oil*		47,488	$	58
Primary Health Properties‡		50,198		85
Provident Financial		77,263		515
Prudential		149,460		2,993
Purplebricks Group*		12,464		20
PZ Cussons		18,969		48
QinetiQ Group		36,925		145
Quilter(A)		120,787		231
Rathbone Brothers		8,383		243
RDI REIT‡		17,810		35
Reckitt Benckiser Group		96,341		8,009
Redde		18,798		29
Redrow		15,605		122
Regional REIT‡ (A)		19,308		26
RELX		182,263		3,897
Renewi		46,981		14
Renishaw		2,248		109
Rentokil Initial		118,255		544
Restaurant Group		32,635		50
Restore		7,110		32
Rhi Magnesita		468		28
Rightmove		428,032		2,844
Rio Tinto		113,760		6,610
Rolls-Royce Holdings		394,191		4,638
Rotork		110,137		406
Royal Bank of Scotland Group		110,481		355
Royal Dutch Shell, Cl A		104,633		3,289
Royal Dutch Shell, Cl B		357,945		11,321
Royal Mail		24,754		77
RPC Group		25,621		264
RPS Group		13,796		34
RSA Insurance Group		26,966		178
RWS Holdings		11,242		71
Sabre Insurance Group(A)		14,058		52
SafeCharge International Group		2,887		11
Safestore Holdings‡		12,907		100
Saga		69,005		100
Sage Group		24,660		224
Samsung Electronics GDR		770		755
Sanne Group		8,289		58
Savills		8,779		103
Scapa Group		8,706		32
Schroder‡		35,304		25
Schroders		2,906		102
Segro‡		24,621		216
Senior		25,853		73
Serco Group*		502,613		838
Severn Trent		6,149		158
Severstal PJSC GDR		53,292		831
Shaftesbury‡		10,940		125
SIG		35,300		65
Sirius Minerals*		269,336		70
Sirius Real Estate		55,709		46
Smart Metering Systems		6,035		43
Smith & Nephew		36,788		730
Smiths Group		226,328		4,230
Soco International		8,839		8
Softcat		7,038		76
SolGold*		41,445		20
Sophos Group(A)		21,251		83
Sound Energy, Cl A*		41,089		12
Spectris		153,368		5,014
Spirax-Sarco Engineering		4,685		439
Spire Healthcare Group(A)		17,569		30


Description	Shares		Value (000)
Sports Direct International*		13,748	$	52
SSE		23,549		364
SSP Group		172,489		1,555
St. James’s Place		46,393		621
St. Modwen Properties		11,733		61
Staffline Group		921		10
Stagecoach Group		26,067		52
Standard Chartered		207,648		1,599
Standard Life Aberdeen		56,661		195
Standard Life Investment Property Income Trust‡		24,664		29
State Bank of India GDR*		53,780		2,487
Stobart Group		19,071		38
Stock Spirits Group		10,082		30
Superdry		3,241		23
Synthomer		17,704		87
TalkTalk Telecom Group		42,529		61
Tate & Lyle		29,630		280
Taylor Wimpey		82,862		189
Ted Baker		1,943		39
Telecom Plus		3,809		75
Telford Homes		5,277		19
Tesco		3,165,287		9,568
Thomas Cook Group*		759,942		247
TP ICAP		36,447		140
Travis Perkins		424,633		7,583
Tritax Big Box‡		106,899		200
TUI		48,634		466
Tullow Oil		88,736		278
UDG Healthcare		16,071		117
Ultra Electronics Holdings		4,819		100
Unilever		60,343		3,454
UNITE Group‡		16,971		203
United Utilities Group		17,592		187
Vectura Group*		36,072		34
Vesuvius		13,928		108
Victoria*		7,061		40
Victrex		5,525		155
Vodafone Group		747,089		1,360
Watkin Jones		11,449		33
Weir Group		208,758		4,235
WH Smith		36,435		1,008
Whitbread		4,190		277
William Hill		55,317		116
WM Morrison Supermarkets		55,211		164
Workspace Group‡		8,726		111
WPP		410,135		4,331

				268,178

United States – 1.0%
Communication Services – 0.2%
Yandex, Cl A*		84,924		2,916

Consumer Staples – 0.0%
Coca-Cola European Partners		2,400		124

Energy – 0.0%
TransCanada		2,500		112

Financials – 0.0%
Bank of Nova Scotia		5,500		293


Description	Shares		Value (000)
Toronto-Dominion Bank		1,900	$	103

				396

Health Care – 0.0%
ProQR Therapeutics*		1,255		17
UroGen Pharma*		1,208		45

				62

Industrials – 0.6%
AerCap Holdings*		3,002		140
CAE		29,300		649
Caesarstone*		1,468		23
Canadian National Railway		78,226		7,001
Copa Holdings, Cl A		33,300		2,684
Kornit Digital*		1,788		43

				10,540

Information Technology – 0.1%
CyberArk Software*		2,310		275
Genpact		14,133		497
InterXion Holding*		4,565		305
Ituran Location and Control		1,029		35
KLA-Tencor		742		89
NXP Semiconductors		7,959		703
Wix.com*		1,000		121

				2,025

Materials – 0.1%
Constellium, Cl A*		7,350		59
Southern Copper		38,828		1,540

				1,599

				17,774

Total Common Stock (Cost $1,650,216) (000)				1,710,264


Preferred Stock(C) — 0.8%
Alpargatas		418,373		1,620
Banco Bradesco*		62,531		683
Banco do Estado do Rio Grande do Sul		103,400		639
Bayerische Motoren Werke		1,313		86
Biotest		1,220		31
Cia Paranaense de Energia		16,900		158
Draegerwerk & KGaA		593		28
FUCHS PETROLUB		38,150		1,571
Grupo Aval Acciones y Valores		748,351		290
Henkel & KGaA		4,091		418
Itau Unibanco Holding		365,100		3,189
Itausa - Investimentos Itau		195,117		596
Jungheinrich		3,045		99
Petroleo Brasileiro		182,200		1,295
Porsche Automobil Holding		3,813		239
Sartorius		869		149
Sixt		1,007		69
STO & KGaA		146		13
Telefonica Brasil		117,100		1,421


Description	Shares		Value (000)
Volkswagen		10,520	$	1,656


Total Preferred Stock (Cost $13,199) (000)				14,250


Rights — 0.0%

	Number of Rights
AF POYRY, Expires 4/12/2019		4,344		26
Idea Cellular Limited, Expires 4/26/2019*		4,253,941		353
Keppel Infrastructure Trust, Expires 4/8/2019		19,435		–
Pan American Silver ‡‡		20,581		8
Promotora de Informaciones, Expires 4/6/2019*		8,557		1


Total Rights (Cost $491) (000)				388


	Shares
Exchange Traded Fund — 0.0%
P2P Global Investments*		5,075		54


Total Exchange Traded Fund (Cost $50) (000)				54


Warrants — 0.0%

	Number of Warrants
Ezion Holdings, Expires 4/16/2023* (B)		77,880		–


Total Warrants (Cost $–) (000)				–


	Shares
Short-Term Investment — 2.2%
State Street Institutional Treasury Money Market Fund, Cl Premier, 2.350% (D)		38,845,286		38,845

Total Short-Term Investment (Cost $38,845) (000)				38,845


Total Investments In Securities — 99.0% (Cost $1,702,801) (000)			$	1,763,801


Percentages are based on Net Assets of $1,781,385 (000).

A list of the open futures contracts held by the Fund at March 31, 2019, is as follows (000):



Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount		Value		Unrealized Appreciation/ (Depreciation) (Thousands)
MSCI EAFE Index E-MINI		251		Jun-2019	$	23,373	$	23,423	$	50
S&P TSX 60 Index		15		Jun-2019		2,155		2,149		(3	)

					$	25,528	$	25,572	$	47

‡	Real Estate Investment Trust

‡‡	Expiration date not available.

*	Non-income producing security.

(A)

Security sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” The total value of these securities at March 31, 2019 was $21,047 (000) and represents 1.2% of Net Assets.

(B)

Level 3 security in accordance with fair value hierarchy.

(C)

There is currently no rate available.

(D)

The rate reported is the 7-day effective yield as of March 31, 2019.

ADR — American Depositary Receipt

Cl — Class

EAFE — Europe, Australasia and Far East

GDR — Global Depositary Receipt

MSCI — Morgan Stanley Capital International

NVDR — Non-Voting Depositary Receipt

PJSC — Public Joint Stock Company

REIT — Real Estate Investment Trust

S&P — Standard & Poor’s

TSX — Toronto Stock Exchange

The following is a list of the level of inputs used as of March 31, 2019, in valuing the Fund’s investments and other financial instruments carried at value (000):


Investments In Securities	Level 1		Level 2		Level 3^{^}		Total
Common Stock
Australia		$57,142		$–		$–		$57,142
Austria		3,510		6		–		3,516
Belgium		11,520		–		–		11,520
Brazil		35,842		–		–		35,842
Canada		79,875		–		–		79,875
Chile		3,733		–		–		3,733
China		49,064		–		1		49,065
Colombia		2,579		–		–		2,579
Czech Republic		597		–		–		597
Denmark		28,271		–		–		28,271
Egypt		–		109		–		109
Finland		13,034		–		–		13,034
France		117,745		–		–		117,745
Germany		95,751		22		–		95,773
Greece		5,489		–		–		5,489
Hong Kong		104,190		–		–		104,190
Hungary		4,532		–		–		4,532
India		51,472		–		–		51,472
Indonesia		11,359		–		–		11,359
Ireland		10,482		–		–		10,482
Israel		4,993		2,712		–		7,705
Italy		26,891		21		–		26,912
Japan		247,951		1,533		–		249,484
Kenya		595		–		–		595
Luxembourg		1,305		–		–		1,305
Malaysia		2,356		–		–		2,356
Mexico		11,457		–		–		11,457
Netherlands		52,258		–		–		52,258
New Zealand		2,761		–		–		2,761


Investments In Securities	Level 1		Level 2		Level 3^{^}		Total
Norway		$16,207		$–		$–		$16,207
Peru		3,484		–		–		3,484
Philippines		1,038		–		–		1,038
Poland		6,075		–		–		6,075
Portugal		1,108		–		–		1,108
Qatar		–		1,958		–		1,958
Russia		4,360		–		–		4,360
Singapore		40,979		–		–		40,979
South Africa		31,843		–		–		31,843
South Korea		50,236		–		–		50,236
Spain		27,642		–		–		27,642
Sweden		25,270		259		–		25,529
Switzerland		119,698		49		–		119,747
Taiwan		35,177		–		–		35,177
Thailand		9,832		–		–		9,832
Turkey		7,830		–		–		7,830
United Arab Emirates		–		109		–		109
United Kingdom		268,178		–		–		268,178
United States		17,774		–		–		17,774

Total Common Stock		1,703,485		6,778		1		1,710,264

Preferred Stock	$	14,150	$	100	$	–	$	14,250
Rights		388		–		–		388
Exchange Traded
Fund		54		–		–		54
Warrants		–		–		–		–
Short-Term
Investment		38,845		–		–		38,845

Total Investments in Securities	$	1,756,922	$	6,878	$	1	$	1,763,801


Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts**
Unrealized Appreciation	$	50	$	—	$	—	$	50
Unrealized Depreciation		(3)		—		—		(3)

Total Other Financial Instruments	$	47	$	—	$	—	$	47

**	Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

^	A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments in at the beginning and/or end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

For the period ended March 31, 2019, there were transfers between Level 1 and Level 2 assets and liabilities. Changes in the classifications between Levels 1 and 2 occur when foreign equity securities are fair valued using other observable market based inputs in place of the closing exchange price due to events occurring after the close of the exchange or market on which the investment is principally traded. Transfers, if any, between levels are considered to have occurred as of the end of the period.

For the period ended March 31, 2019, securities with a total value of $605,800 (000) transferred from Level 2 to Level 1 as a result of fair valuation of foreign equity securities. For the period ended March 31, 2019, securities with a total value of $4,796 (000) transferred from Level 1 to Level 2. For the period ended March 31, 2019, securities with a total value of $1 (000) transferred from Level 2 to Level 3. For the period ended March 31, 2019, securities with a total value of $12 (000) transferred from Level 3 to Level 1.

Amounts designated as “—” are $0 or have been rounded to $0.

SCHEDULE OF INVESTMENTS



Description	Face Amount (000)		Value (000)
U.S. Treasury Obligations — 28.1%

U.S. Treasury Bonds
5.375%, 02/15/31	$	1,000	$	1,300
5.000%, 05/15/37		2,240		3,028
4.750%, 02/15/37		10,315		13,536
4.625%, 02/15/40		500		656
4.500%, 02/15/36 - 05/15/38		800		1,014
4.375%, 02/15/38		900		1,139
4.250%, 11/15/40		2,000		2,505
3.875%, 08/15/40		500		595
3.750%, 11/15/43		5,450		6,389
3.625%, 08/15/43 - 02/15/44		2,700		3,105
3.500%, 02/15/39		1,920		2,175
3.375%, 05/15/44 - 11/15/48		15,435		17,163
3.125%, 02/15/42 - 05/15/48		11,207		11,885
3.000%, 11/15/44 - 02/15/49		31,236		32,358
2.875%, 05/15/43		1,250		1,269
2.750%, 08/15/42 - 11/15/47		18,936		18,672
2.500%, 02/15/45 - 05/15/46		2,000		1,884
2.250%, 08/15/46		2,320		2,069

U.S. Treasury Notes
3.500%, 05/15/20		750		759
3.125%, 11/15/28		11,018		11,687
3.000%, 09/30/25 - 10/31/25		3,000		3,124
2.875%, 10/15/21 - 08/15/28		54,368		55,887
2.750%, 09/30/20 - 02/15/28		55,760		56,707
2.625%, 08/15/20 - 02/15/29		89,589		90,960
2.500%, 12/31/20 - 02/28/26		64,768		65,173
2.375%, 12/31/20 - 05/15/27		36,311		36,496
2.250%, 02/15/21 - 11/15/27		31,950		31,888
2.125%, 08/15/21 - 05/15/25		32,713		32,523
2.000%, 09/30/20 - 11/15/26		15,000		14,838
1.875%, 12/15/20 - 08/31/24		8,119		8,025
1.750%, 11/15/20 - 05/15/23		10,150		10,008
1.625%, 06/30/20 - 05/15/26		20,161		19,719
1.500%, 06/15/20 - 08/15/26		8,800		8,572
1.375%, 09/15/20 - 09/30/23		11,400		11,155
1.250%, 03/31/21 - 10/31/21		3,500		3,425
1.125%, 02/28/21 - 09/30/21		6,000		5,852


Total U.S. Treasury Obligations (Cost $580,072) (000)				587,540


Mortgage-Backed Securities — 24.5%

Agency Mortgage-Backed Obligations – 23.0%

FHLMC
6.250%, 07/15/32		1,279		1,764
5.000%, 02/01/39		626		670
4.500%, 05/01/42 - 01/01/49		9,066		9,537
4.000%, 05/01/26 - 02/01/49		19,687		20,354
3.500%, 06/01/33 - 07/01/48		37,113		37,760
3.000%, 11/01/27 - 02/01/48		33,921		33,854
2.500%, 01/01/32 - 12/01/32		2,784		2,769
1.330%, 12/30/20		400		393

FHLMC TBA
4.500%, 04/13/39		575		600
4.000%, 04/15/41		6,020		6,197
3.500%, 04/01/41		2,790		2,830



Description	Face Amount (000)		Value (000)
3.000%, 04/15/43	$	1,740	$	1,732

FHLMC, Ser 2011-3830, Cl DZ
4.000%, 12/15/30		1,038		1,086

FHLMC, Ser 2011-3838, Cl FG
2.884%, VAR LIBOR USD 1 Month+0.400%, 03/15/40		140		140

FHLMC, Ser 2011-3896, Cl PA
4.000%, 03/15/40		291		301

FHLMC, Ser 2014-4384, Cl LA
3.500%, 09/15/40		243		247

FHLMC, Ser 2017-4681, Cl DA
3.000%, 04/15/45		544		546

FHLMC, Ser 2018-4798, Cl BA
4.000%, 05/15/44		1,498		1,544

FHLMC, Ser 2018-4821, Cl MA
3.500%, 10/15/53		2,948		3,009

FHLMC Multifamily Structured Pass-Through Certificates, Ser K029, Cl A2
3.320%, 02/25/23 (A)		1,000		1,027

FHLMC Multifamily Structured Pass-Through Certificates, Ser K055, Cl A2
2.673%, 03/25/26		400		398

FHLMC Multifamily Structured Pass-Through Certificates, Ser K065, Cl A2
3.243%, 04/25/27		1,026		1,053

FHLMC Multifamily Structured Pass-Through Certificates, Ser K068, Cl A2
3.244%, 08/25/27		723		741

FHLMC Multifamily Structured Pass-Through Certificates, Ser K069, Cl A2
3.187%, 09/25/27 (A)		400		408

FHLMC Multifamily Structured Pass-Through Certificates, Ser K070, Cl A2
3.303%, 11/25/27 (A)		361		371

FHLMC Multifamily Structured Pass-Through Certificates, Ser K072, Cl A2
3.444%, 12/25/27		100		104

FHLMC Multifamily Structured Pass-Through Certificates, Ser K078, Cl A2
3.854%, 06/25/51		200		215

FHLMC Multifamily Structured Pass-Through Certificates, Ser K079, Cl A2
3.926%, 06/25/28		1,505		1,622

FHLMC Multifamily Structured Pass-Through Certificates, Ser K081, Cl A2
3.900%, 08/25/28 (A)		1,156		1,244

FHLMC Multifamily Structured Pass-Through Certificates, Ser K083, Cl A2



Description	Face Amount (000)		Value (000)
4.050%, 09/25/28 (A)	$	1,092	$	1,187

FHLMC Multifamily Structured Pass- Through Certificates, Ser K085, Cl A2
4.060%, 10/25/28 (A)		200		218

FHLMC Multifamily Structured Pass- Through Certificates, Ser K086, Cl A2
3.859%, 11/25/28 (A)		120		129

FHLMC Multifamily Structured Pass- Through Certificates, Ser K723, Cl A2
2.454%, 08/25/23		350		348

FHLMC Multifamily Structured Pass- Through Certificates, Ser K730, Cl A2
3.590%, 01/25/25		425		444

FNMA
6.625%, 11/15/30		300		413
5.500%, 09/01/40		816		883
5.000%, 07/01/41 - 01/01/49		8,571		9,100
4.500%, 01/01/30 - 10/01/48		15,712		16,497
4.000%, 11/01/33 - 03/01/49		39,993		41,289
3.500%, 08/01/31 - 06/01/48		57,275		58,275
3.000%, 02/01/32 - 09/01/47		41,497		41,510
2.500%, 12/01/27 - 01/01/33		3,892		3,869

FNMA TBA
5.000%, 04/30/37 - 05/01/38		7,600		8,026
4.500%, 04/14/33		5,090		5,303
4.000%, 04/30/20 - 04/01/39		10,710		11,019
3.500%, 04/01/41		12,350		12,551
3.000%, 04/25/26 - 05/15/45		4,935		4,917
2.500%, 04/25/27		8,135		8,086

FNMA, Ser 2006-104, Cl FC
2.736%, VAR LIBOR USD 1 Month+0.250%, 11/25/36		342		342

FNMA, Ser 2013-101, Cl A
3.000%, 09/25/30		299		300

FNMA, Ser 2015-M11, Cl A2
2.844%, 04/25/25 (A)		850		858

FNMA, Ser 2016-54, Cl GA
2.500%, 11/25/45		1,947		1,923

FNMA, Ser 2017-41, Cl MD
4.000%, 05/25/53		1,215		1,271

FNMA, Ser 2017-91, Cl PC
3.000%, 06/25/45		624		629

FNMA, Ser 2018-11, Cl PA
3.000%, 06/25/46		1,578		1,580

FNMA, Ser 2018-3, Cl PA
3.000%, 04/25/46		1,723		1,729

FNMA, Ser 2018-44, Cl PA
3.500%, 06/25/44		1,520		1,546

FNMA, Ser 2018-M12, Cl A2
3.640%, 08/25/30 (A)		100		105

FNMA, Ser 2018-M5, Cl A2
3.560%, 09/25/21 (A)		138		140

GNMA
5.000%, 09/20/46 - 05/20/48		1,618		1,713
4.500%, 12/20/41 - 12/20/48		15,539		16,179



Description	Face Amount (000)		Value (000)
4.000%, 01/20/47 - 01/20/49	$	17,194	$	17,762
3.500%, 11/20/44 - 01/20/48		23,764		24,313
3.000%, 08/20/46 - 03/20/48		24,250		24,383
2.500%, 12/20/46		412		404

GNMA TBA
5.000%, 04/01/40		4,005		4,184
4.500%, 04/01/39		6,325		6,569
4.000%, 04/01/40		8,530		8,807
3.500%, 04/15/41		6,810		6,957
3.000%, 04/15/43		1,100		1,105

				479,379


Non-Agency Mortgage-Backed Obligations – 1.5%

Alternative Loan Trust, Ser 2003-22CB, Cl 3A1
6.000%, 12/25/33		631		630

BANK, Ser 2017-BNK8, Cl A4
3.488%, 11/15/50		90		92

BANK, Ser 2017-BNK8, Cl B
3.931%, 11/15/50 (A)		50		51

BANK, Ser 2018-BN13, Cl A5
4.217%, 08/15/61 (A)		50		54

BANK, Ser 2018-BN14, Cl A4
4.231%, 09/15/60		96		103

BBCMS Mortgage Trust, Ser 2018-C2, Cl A5
4.314%, 12/15/51		50		54

Benchmark Mortgage Trust, Ser 2018-B2, Cl A5
3.882%, 02/15/51		100		105

Benchmark Mortgage Trust, Ser 2018-B6, Cl A4
4.261%, 10/10/51		50		54

Benchmark Mortgage Trust, Ser 2019-B9, Cl A5
4.016%, 03/15/52		57		61

CD Mortgage Trust, Ser 2017-CD6, Cl A5
3.456%, 11/13/50		100		102

Citigroup Commercial Mortgage Trust, Ser 2015-GC33, Cl A4
3.778%, 09/10/58		245		255

Citigroup Commercial Mortgage Trust, Ser 2016-P6, Cl A5
3.720%, 11/10/26		738		767

Citigroup Commercial Mortgage Trust, Ser 2017-P7, Cl A4
3.712%, 04/14/50		500		519

Citigroup Commercial Mortgage Trust, Ser 2018-C5, Cl A4
4.228%, 06/10/51		100		107

Citigroup Mortgage Loan Trust, Ser 2018-A, Cl A1
4.000%, 01/25/68 (A) (B)		613		617

COMM Mortgage Trust, Ser 2013-CCRE9, Cl A4
4.233%, 07/10/45 (A)		300		317

COMM Mortgage Trust, Ser 2013-CR12, Cl A3



Description	Face Amount (000)		Value (000)
3.765%, 10/10/46	$	1,340	$	1,384

COMM Mortgage Trust, Ser 2013- CR7, Cl A4
3.213%, 03/10/46		481		486

COMM Mortgage Trust, Ser 2015- DC1, Cl A5
3.350%, 02/10/48		700		709

COMM Mortgage Trust, Ser 2015- LC23, Cl A4
3.774%, 10/10/48		1,167		1,213

COMM Mortgage Trust, Ser 2016- CR16, Cl A4
4.051%, 04/10/47		683		716

Commercial Mortgage Pass-Through Certificates, Ser CR28, Cl A4
3.762%, 02/10/49		1,241		1,288

Credit Suisse First Boston Mortgage Securities, Ser 2004-AR2, Cl 5A1
4.502%, 03/25/34 (A)		30		30

CSAIL Commercial Mortgage Trust, Ser 2016-C7, Cl A4
3.210%, 11/15/49		500		502

CSAIL Commercial Mortgage Trust, Ser 2016-C7, Cl A5
3.502%, 11/15/49		597		609

CSFB Mortgage-Backed Pass- Through Certificates, Ser 2003-27, Cl 4A4
5.750%, 11/25/33		66		68

CSMC Trust, Ser 2018-RPL7, Cl A1
4.000%, 08/26/58 (B)		507		508

GS Mortgage Securities Trust, Ser 2013-GCJ12, Cl A4
3.135%, 06/10/46		367		371

GS Mortgage Securities Trust, Ser 2014-GC18, Cl A3
3.801%, 01/10/47		1,424		1,470

GS Mortgage Securities Trust, Ser 2014-GC18, Cl A4
4.074%, 01/10/47		552		578

GS Mortgage Securities Trust, Ser 2015-GC32, Cl A4
3.764%, 07/10/48		500		520

GS Mortgage Securities Trust, Ser 2016-GS4, Cl A4
3.442%, 11/10/49 (A)		365		373

GS Mortgage Securities Trust, Ser 2019-GC38, Cl A4
3.968%, 02/10/52		100		106

GSR Mortgage Loan Trust, Ser 2005-4F, Cl 6A1
6.500%, 02/25/35		37		37

HarborView Mortgage Loan Trust, Ser 2004-3, Cl 1A
4.702%, 05/19/34 (A)		31		32

JPMBB Commercial Mortgage Securities Trust, Ser 2014-C19, Cl A3
3.669%, 04/15/47		500		507



Description	Face Amount (000)		Value (000)

JPMCC Commercial Mortgage Securities Trust, Ser 2017-JP5, Cl A2
3.240%, 03/15/50	$	400	$	404

JPMorgan Mortgage Trust, Ser 2003- A2, Cl 3A1
4.171%, 11/25/33 (A)		121		122

JPMorgan Mortgage Trust, Ser 2005- A1, Cl 6T1
4.570%, 02/25/35 (A)		175		174

JPMorgan Mortgage Trust, Ser 2005- A2, Cl 3A2
4.373%, 04/25/35 (A)		45		46

JPMorgan Mortgage Trust, Ser 2005- A3, Cl 4A1
4.815%, 06/25/35 (A)		55		56

MLCC Mortgage Investors, Ser 2006- 2, Cl 2A
4.363%, 05/25/36 (A)		174		176

Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C19, Cl AS
3.832%, 12/15/47		500		512

Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C20, Cl A4
3.249%, 02/15/48		935		947

Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C24, Cl A4
3.732%, 05/15/48		1,839		1,908

Morgan Stanley Capital I Trust
4.071%, 02/15/29		559		595

Morgan Stanley Capital I Trust, Ser 2014-CPT, Cl A
3.350%, 07/13/29 (B)		1,104		1,118

Morgan Stanley Capital I Trust, Ser 2017-HR2, Cl A4
3.587%, 12/15/50		250		256

Morgan Stanley Capital I Trust, Ser 2018-H4, Cl A4
4.310%, 12/15/51		517		560

Tharaldson Hotel Portfolio Trust, Ser 2018-THL, Cl A
3.231%, VAR LIBOR USD 1 Month+0.750%, 11/11/34 (B)		305		304

UBS Commercial Mortgage Trust, Ser 2018-C8, Cl A4
3.983%, 02/15/51		300		316

Wells Fargo Commercial Mortgage Trust, Ser 2015-C28, Cl A4
3.540%, 05/15/48		700		716

Wells Fargo Commercial Mortgage Trust, Ser 2015-C31, Cl A4
3.695%, 11/15/48		811		839

Wells Fargo Commercial Mortgage Trust, Ser 2015-P2, Cl A4
3.809%, 12/15/48		638		665



Description	Face Amount (000)		Value (000)

Wells Fargo Commercial Mortgage Trust, Ser 2016-C34, Cl A4
3.096%, 06/15/49	$	1,022	$	1,015

Wells Fargo Commercial Mortgage Trust, Ser 2016-LC25, Cl A4
3.640%, 12/15/59		693		712

Wells Fargo Commercial Mortgage Trust, Ser 2017-C42
3.589%, 12/15/50		1,277		1,305

Wells Fargo Commercial Mortgage Trust, Ser 2019-C49, Cl A5
4.023%, 03/15/52		100		105

Wells Fargo Mortgage-Backed Securities Trust, Ser 2003-J, Cl 1A9
4.735%, 10/25/33 (A)		390		396

Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR10, Cl 2A4
4.796%, 05/01/35 (A)		90		92

WFRBS Commercial Mortgage Trust, Ser 2013-C13, Cl A3
2.749%, 05/15/45		471		470

WFRBS Commercial Mortgage Trust, Ser 2013-C14, Cl A4
3.073%, 06/15/46		696		702

WFRBS Commercial Mortgage Trust, Ser 2013-C14, Cl A5
3.337%, 06/15/46		60		61

WFRBS Commercial Mortgage Trust, Ser 2014-C25, Cl A5
3.631%, 11/15/47		1,387		1,429


				31,396


Total Mortgage-Backed Securities (Cost $505,511) (000)				510,775


Corporate Obligations — 23.8%

Communication Services – 1.9%

Activision Blizzard
3.400%, 09/15/26		50		49

Alphabet
3.375%, 02/25/24		100		104

America Movil
6.125%, 03/30/40		250		312

AT&T
5.250%, 03/01/37		3,625		3,798
5.150%, 02/15/50		622		635
4.900%, 08/15/37		150		152
4.850%, 03/01/39		70		70
4.500%, 03/09/48		100		94
4.350%, 06/15/45		600		551
4.300%, 02/15/30		333		337
4.125%, 02/17/26		200		204
4.100%, 02/15/28		253		256
3.800%, 03/01/24		200		205
3.400%, 05/15/25		3,748		3,709
3.200%, 03/01/22		3,050		3,077
2.450%, 06/30/20		150		149



Description	Face Amount (000)		Value (000)

Baidu
4.375%, 05/14/24	$	906	$	939
3.875%, 09/29/23		200		204

Bell Canada
4.464%, 04/01/48		15		16

British Telecommunications
5.125%, 12/04/28		200		214

CBS
3.375%, 03/01/22		150		151
2.900%, 06/01/23		100		99

Charter Communications Operating
6.484%, 10/23/45		150		168
5.375%, 04/01/38		100		101
5.375%, 05/01/47		100		100
4.500%, 02/01/24		100		104
3.579%, 07/23/20		200		201

Comcast
4.950%, 10/15/58		25		28
4.700%, 10/15/48		2,731		2,961
4.600%, 10/15/38		614		657
4.400%, 08/15/35		100		104
4.250%, 10/15/30		25		27
4.250%, 01/15/33		500		528
4.150%, 10/15/28		45		47
4.049%, 11/01/52		449		438
4.000%, 08/15/47		200		194
3.999%, 11/01/49		300		292
3.950%, 10/15/25		50		52
3.900%, 03/01/38		100		98
3.700%, 04/15/24		55		57
3.450%, 10/01/21		40		41
3.375%, 02/15/25		125		127
3.300%, 10/01/20		25		25
3.150%, 03/01/26		50		50
2.750%, 03/01/23		100		100

Deutsche Telekom International Finance BV
8.750%, 06/15/30		100		138
2.225%, 01/17/20 (B)		1,009		1,003

Discovery Communications
5.000%, 09/20/37		150		146
3.800%, 03/13/24		50		50
2.950%, 03/20/23		50		49
2.800%, 06/15/20 (B)		100		100

Fox
4.709%, 01/25/29 (B)		200		214

Interpublic Group
5.400%, 10/01/48		25		25
3.750%, 10/01/21		100		102

Millicom International Cellular
6.625%, 10/15/26 (B)		475		499

NBCUniversal Media
4.375%, 04/01/21		100		103

Omnicom Group
3.600%, 04/15/26		100		99

Orange
5.375%, 01/13/42		200		227
4.125%, 09/14/21		100		103

RELX Capital
3.125%, 10/15/22		100		100


Description	Face Amount (000)		Value (000)

Rogers Communications
4.300%, 02/15/48	$	40	$	41
2.900%, 11/15/26		50		48

Telefonica Emisiones
5.462%, 02/16/21		110		115
5.213%, 03/08/47		150		152
4.895%, 03/06/48		150		146

TELUS
4.600%, 11/16/48		50		53

Tencent Holdings
2.985%, 01/19/23 (B)		1,083		1,078
2.875%, 02/11/20 (B)		643		643

Thomson Reuters
3.350%, 05/15/26		100		96

TWDC Enterprises 18
3.700%, 12/01/42		72		71
3.150%, 09/17/25		100		102
1.800%, 06/05/20		250		248

Verizon Communications
5.250%, 03/16/37		100		113
5.012%, 04/15/49		250		273
5.012%, 08/21/54		600		642
4.812%, 03/15/39		100		107
4.400%, 11/01/34		400		416
4.329%, 09/21/28		2,055		2,173
4.272%, 01/15/36		1,407		1,423
3.875%, 02/08/29		10		10
3.376%, 02/15/25		150		152
2.625%, 08/15/26		135		129

Viacom
6.875%, 04/30/36		100		117
4.375%, 03/15/43		398		358

Vodafone Group
5.250%, 05/30/48		587		582
4.375%, 02/19/43		300		269
4.125%, 05/30/25		2,472		2,519
3.750%, 01/16/24		200		202
2.500%, 09/26/22		100		98

Walt Disney
6.400%, 12/15/35 (B)		962		1,276
6.150%, 02/15/41 (B)		500		670
4.500%, 02/15/21 (B)		100		103
3.700%, 10/15/25 (B)		20		21


				39,229


Consumer Discretionary – 0.7%

AI Candelaria Spain SLU
7.500%, 12/15/28 (B)		1,580		1,647

Alibaba Group Holding
4.000%, 12/06/37		250		243

Amazon.com
4.800%, 12/05/34		100		116
4.050%, 08/22/47		150		159
3.875%, 08/22/37		100		104
2.800%, 08/22/24		250		251

American Honda Finance
2.650%, 02/12/21		100		100
2.600%, 11/16/22		50		50
2.450%, 09/24/20		100		100
1.950%, 07/20/20		45		44


Description	Face Amount (000) ⁽¹⁾		Value (000)

Aptiv
4.150%, 03/15/24		40	$	41

Arcos Dorados Holdings
5.875%, 04/04/27 (B)		200		200

AutoNation
3.800%, 11/15/27		25		23

AutoZone
3.750%, 06/01/27		100		101

Best Buy
4.450%, 10/01/28		25		25

Block Financial
4.125%, 10/01/20		200		203

Booking Holdings
2.750%, 03/15/23		50		50

Council of Europe Development Bank
2.500%, 02/27/24		60		60

Diageo Capital
3.000%, 05/18/20		200		201

Diageo Investment
2.875%, 05/11/22		100		101

Dollar General
4.150%, 11/01/25		25		26
4.125%, 05/01/28		35		36

Dollar Tree
4.200%, 05/15/28		45		45
4.000%, 05/15/25		100		101

eBay
2.750%, 01/30/23		250		247

Expedia Group
4.500%, 08/15/24		100		104

Ford Motor
5.291%, 12/08/46		150		125
4.346%, 12/08/26		45		42

Ford Motor Credit
5.875%, 08/02/21		200		207
3.339%, 03/28/22		200		194
2.425%, 06/12/20		200		197
2.343%, 11/02/20		200		196

General Motors
6.750%, 04/01/46		250		261
6.250%, 10/02/43		641		638
5.950%, 04/01/49		100		97
5.200%, 04/01/45		150		133
5.150%, 04/01/38		100		91

General Motors Financial
4.300%, 07/13/25		100		99
4.200%, 11/06/21		100		102
4.000%, 01/15/25		100		98
4.000%, 10/06/26		50		48
3.700%, 05/09/23		100		99
3.550%, 04/09/21		150		151

Grupo Televisa
7.250%, 05/14/43 (MXN)		2,840		98
5.000%, 05/13/45		200		196

Hasbro
3.500%, 09/15/27		30		29


Description	Face Amount (000)		Value (000)

Home Depot
5.875%, 12/16/36	$	150	$	189
4.400%, 04/01/21		100		103
4.250%, 04/01/46		100		106
3.900%, 12/06/28		40		43
2.800%, 09/14/27		50		49
2.625%, 06/01/22		100		101
2.000%, 04/01/21		100		99
1.800%, 06/05/20		71		70

Hyatt Hotels
4.375%, 09/15/28		50		51

Lear
5.250%, 01/15/25		45		47

Leggett & Platt
4.400%, 03/15/29		50		50

Lowe’s
4.625%, 04/15/20		100		101
4.050%, 05/03/47		100		94
3.100%, 05/03/27		100		97
2.500%, 04/15/26		50		47

Macy’s Retail Holdings
3.625%, 06/01/24		100		96

Magna International
3.625%, 06/15/24		50		51

Marriott International
4.150%, 12/01/23		50		52
3.125%, 10/15/21		100		100

McDonald’s
4.450%, 03/01/47		150		153
3.500%, 03/01/27		100		101
3.375%, 05/26/25		100		102
3.350%, 04/01/23		130		133
2.750%, 12/09/20		20		20

Newell Brands
4.000%, 12/01/24		50		48

Nordstrom
5.000%, 01/15/44		100		90
4.000%, 03/15/27		30		30

O’Reilly Automotive
4.350%, 06/01/28		50		52
3.550%, 03/15/26		50		50

President & Fellows of Harvard College
3.150%, 07/15/46		100		95

QVC
4.450%, 02/15/25		65		65

Sands China
4.600%, 08/08/23		200		206

Starbucks
4.500%, 11/15/48		30		31
3.800%, 08/15/25		1,033		1,065
2.450%, 06/15/26		200		189

Target
4.000%, 07/01/42		200		202
3.375%, 04/15/29		50		50

Time Warner Cable
7.300%, 07/01/38		216		251
5.875%, 11/15/40		200		205
4.000%, 09/01/21		100		102


Description	Face Amount (000)		Value (000)

TJX
2.750%, 06/15/21	$	100	$	100

Toyota Motor Credit
4.250%, 01/11/21		100		103
3.650%, 01/08/29		100		104
3.450%, 09/20/23		50		52
2.750%, 05/17/21		100		100
2.700%, 01/11/23		200		200
2.250%, 10/18/23		50		49

USJ Acucar e Alcool
9.875%, 11/09/21 (B)		343		252

Warner Media
3.800%, 02/15/27		150		149
3.600%, 07/15/25		100		100

Wesleyan University
4.781%, 07/01/16		1,016		1,071

Whirlpool
4.000%, 03/01/24		60		61


				14,606


Consumer Staples – 1.0%

Adecoagro
6.000%, 09/21/27 (B)		980		921

Altria Group
6.200%, 02/14/59		15		16
5.950%, 02/14/49		40		43
5.800%, 02/14/39		15		16
5.375%, 01/31/44		100		100
4.800%, 02/14/29		1,173		1,209
4.400%, 02/14/26		1,393		1,432
4.000%, 01/31/24		300		309
3.800%, 02/14/24		729		742

Anheuser-Busch
4.900%, 02/01/46 (B)		2,236		2,246
4.700%, 02/01/36 (B)		150		150

Anheuser-Busch InBev Finance
3.300%, 02/01/23		250		254

Anheuser-Busch InBev Worldwide
5.800%, 01/23/59		300		334
4.950%, 01/15/42		500		503
4.750%, 01/23/29		1,719		1,831
4.600%, 04/15/48		35		34
4.439%, 10/06/48		100		94
4.150%, 01/23/25		250		260
4.000%, 04/13/28		55		56

Archer-Daniels-Midland
3.750%, 09/15/47		100		97
3.375%, 03/15/22		60		62

Bunge Finance
3.250%, 08/15/26		120		108
3.000%, 09/25/22		30		30

Campbell Soup
4.800%, 03/15/48		110		102
4.150%, 03/15/28		50		50
3.650%, 03/15/23		50		51

Church & Dwight
2.450%, 08/01/22		100		98

Clorox
3.500%, 12/15/24		50		52


Description	Face Amount (000)		Value (000)

Coca-Cola
3.300%, 09/01/21	$	100	$	102
2.875%, 10/27/25		50		50
2.550%, 06/01/26		50		49
2.450%, 11/01/20		50		50
1.875%, 10/27/20		50		49

Colgate-Palmolive
2.300%, 05/03/22		200		199

Conagra Brands
5.400%, 11/01/48		20		20
5.300%, 11/01/38		10		10
4.850%, 11/01/28		25		26
4.600%, 11/01/25		200		210
4.300%, 05/01/24		15		16
3.800%, 10/22/21		20		20

Constellation Brands
4.650%, 11/15/28		30		32
4.250%, 05/01/23		50		53
3.750%, 05/01/21		15		15
3.200%, 02/15/23		150		151
2.650%, 11/07/22		50		49

General Mills
4.550%, 04/17/38		585		579
4.200%, 04/17/28		50		52
3.700%, 10/17/23		100		103
3.150%, 12/15/21		150		151

Hershey
2.300%, 08/15/26		50		48

Ingredion
3.200%, 10/01/26		50		48

JBS USA LUX
6.750%, 02/15/28 (B)		400		414

JM Smucker
3.375%, 12/15/27		150		147

Kellogg
4.000%, 12/15/20		100		102
3.400%, 11/15/27		25		24

Keurig Dr Pepper
5.085%, 05/25/48 (B)		150		154
4.985%, 05/25/38 (B)		175		179
4.597%, 05/25/28 (B)		50		52

Kimberly-Clark
3.950%, 11/01/28		10		11
2.750%, 02/15/26		100		98

Kraft Heinz Foods
5.000%, 06/04/42		150		142
4.625%, 01/30/29		50		51
3.950%, 07/15/25		150		151
3.500%, 06/06/22		782		791
3.500%, 07/15/22		200		202
3.375%, 06/15/21		115		116

Kroger
3.300%, 01/15/21		100		101
2.650%, 10/15/26		200		184

McCormick
3.150%, 08/15/24		100		100

Mead Johnson Nutrition
3.000%, 11/15/20		30		30


Description	Face Amount (000)		Value (000)

Molson Coors Brewing
4.200%, 07/15/46	$	200	$	178

Mondelez International
4.625%, 05/07/48		100		101
4.125%, 05/07/28		50		52

PepsiCo
3.600%, 03/01/24		100		104
3.450%, 10/06/46		200		193
3.000%, 10/15/27		50		50
2.850%, 02/24/26		100		99
2.375%, 10/06/26		200		192
2.000%, 04/15/21		50		49

Philip Morris International
4.500%, 03/20/42		100		99
3.375%, 08/11/25		100		101
2.500%, 11/02/22		100		99
1.875%, 02/25/21		200		197

Procter & Gamble
3.500%, 10/25/47		100		100
2.450%, 11/03/26		50		48
2.150%, 08/11/22		100		99

Reynolds American
4.450%, 06/12/25		150		154

Sysco
4.450%, 03/15/48		50		50
3.550%, 03/15/25		50		51
2.600%, 10/01/20		50		50
2.500%, 07/15/21		35		35

Tyson Foods
4.875%, 08/15/34		200		207

Unilever Capital
4.250%, 02/10/21		150		155
3.250%, 03/07/24		150		152
2.200%, 05/05/22		100		99

Walgreens Boots Alliance
3.450%, 06/01/26		165		161

Walmart
4.050%, 06/29/48		35		37
3.950%, 06/28/38		115		121
3.700%, 06/26/28		100		105
3.625%, 12/15/47		250		247
3.400%, 06/26/23		50		52
3.300%, 04/22/24		100		103
2.650%, 12/15/24		50		50
1.900%, 12/15/20		300		297


				20,218


Energy – 4.1%

Abu Dhabi Crude Oil Pipeline
4.600%, 11/02/47 (B)		2,251		2,322

Anadarko Petroleum
6.950%, 06/15/19		2,744		2,764
6.600%, 03/15/46		200		243
6.450%, 09/15/36		1,361		1,566
4.850%, 03/15/21		544		564

Andeavor Logistics
5.200%, 12/01/47		150		150
3.500%, 12/01/22		25		25

Apache
4.375%, 10/15/28		100		101


Description	Face Amount (000)		Value (000)
3.250%, 04/15/22	$	79	$	79

Baker Hughes a GE
4.080%, 12/15/47		1,461		1,341
3.337%, 12/15/27		100		97

Boardwalk Pipelines
4.950%, 12/15/24		50		52

BP Capital Markets
3.561%, 11/01/21		200		204
3.062%, 03/17/22		200		202
2.500%, 11/06/22		250		248

Canadian Natural Resources
3.900%, 02/01/25		150		153
3.850%, 06/01/27		100		100

Cenovus Energy
5.250%, 06/15/37		200		196
4.450%, 09/15/42		40		35
3.000%, 08/15/22		20		20

Chevron
2.954%, 05/16/26		50		50
2.566%, 05/16/23		50		50
2.419%, 11/17/20		100		100
2.355%, 12/05/22		150		149
2.100%, 05/16/21		50		50

Cimarex Energy
3.900%, 05/15/27		100		100

CNOOC Finance 2015 USA
3.500%, 05/05/25		200		202

Concho Resources
4.850%, 08/15/48		15		16
4.375%, 01/15/25		50		51
4.300%, 08/15/28		10		10

ConocoPhillips
6.500%, 02/01/39		300		405

Continental Resources
5.000%, 09/15/22		44		44
4.900%, 06/01/44		20		20
4.500%, 04/15/23		40		42
4.375%, 01/15/28		25		26
3.800%, 06/01/24		25		25

Devon Energy
4.000%, 07/15/21		649		662
3.250%, 05/15/22		100		101

Ecopetrol
7.375%, 09/18/43		200		239
5.875%, 09/18/23		100		109
5.875%, 05/28/45		615		637

Emera US Finance
4.750%, 06/15/46		1,344		1,394

Empresa Nacional del Petroleo
5.250%, 11/06/29 (B)		760		816

Enbridge
3.700%, 07/15/27		100		100

Enbridge Energy Partners
5.875%, 10/15/25		100		113

Encana
3.900%, 11/15/21		50		51

Energy Transfer
5.875%, 01/15/24		2,381		2,554


Description	Face Amount (000)		Value (000)

Energy Transfer Operating
6.250%, 04/15/49	$	1,232	$	1,380
6.125%, 12/15/45		150		163
6.000%, 06/15/48		125		135
5.875%, 01/15/24		2,538		2,770
5.800%, 06/15/38		25		27
5.250%, 04/15/29		50		54
4.200%, 04/15/27		200		201

Energy Transfer Partners
4.500%, 11/01/23		100		104

Enterprise Products Operating
6.450%, 09/01/40		150		186
5.950%, 02/01/41		100		120
4.800%, 02/01/49		25		27
4.250%, 02/15/48		25		24
4.150%, 10/16/28		175		184
3.500%, 02/01/22		25		25
3.350%, 03/15/23		100		101
2.850%, 04/15/21		30		30

EOG Resources
3.150%, 04/01/25		100		100
2.625%, 03/15/23		100		99

EQM Midstream Partners
6.500%, 07/15/48		100		101

Equinor
3.950%, 05/15/43		200		206
3.700%, 03/01/24		100		104
2.450%, 01/17/23		125		124

Equities
3.900%, 10/01/27		50		47

Exxon Mobil
4.114%, 03/01/46		150		162
3.043%, 03/01/26		50		51
2.726%, 03/01/23		35		35
2.709%, 03/06/25		150		150
2.222%, 03/01/21		20		20

Fermaca Enterprises
6.375%, 03/30/38 (B)		794		801

Halliburton
5.000%, 11/15/45		100		106
3.800%, 11/15/25		150		153
3.500%, 08/01/23		100		102
3.250%, 11/15/21		3,280		3,314

Hess
7.125%, 03/15/33		1,036		1,200
4.300%, 04/01/27		200		198

Hunt Oil of Peru Sucursal Del Peru
6.375%, 06/01/28 (B)		730		787

Husky Energy
4.000%, 04/15/24		100		102

KazMunayGas National JSC
5.750%, 04/19/47 (B)		1,050		1,094

Kinder Morgan
5.550%, 06/01/45		300		327
4.300%, 03/01/28		100		104

Kinder Morgan Energy Partners
6.375%, 03/01/41		150		174
5.500%, 03/01/44		100		107
3.500%, 03/01/21		20		20


Description	Face Amount (000)		Value (000)

Kosmos Energy
7.125%, 04/04/26 (B)	$	590	$	585

Magellan Midstream Partners
4.250%, 02/01/21		100		102

Marathon Oil
6.600%, 10/01/37		150		177

Marathon Petroleum
6.500%, 03/01/41		250		304
3.800%, 04/01/28 (B)		30		30
3.400%, 12/15/20		557		562

Midwest Connector Capital
4.625%, 04/01/29 (B)		987		1,019

MPLX
5.200%, 03/01/47		200		203
4.800%, 02/15/29		70		74
4.125%, 03/01/27		65		65
4.000%, 02/15/25		25		26

National Oilwell Varco
2.600%, 12/01/22		100		98

Newfield Exploration
5.750%, 01/30/22		1,640		1,750
5.625%, 07/01/24		1,086		1,186
5.375%, 01/01/26		2,939		3,167

Nexen
6.400%, 05/15/37		150		193

Noble Energy
6.000%, 03/01/41		1,168		1,293
4.950%, 08/15/47		100		99
4.150%, 12/15/21		100		102

Occidental Petroleum
4.400%, 04/15/46		200		212
3.400%, 04/15/26		70		71

Odebrecht Oil & Gas Finance
0.511%, 01/03/66 (B) (C)		97		—

ONEOK
5.200%, 07/15/48		75		77
4.550%, 07/15/28		50		52
4.000%, 07/13/27		30		30

ONEOK Partners
3.375%, 10/01/22		100		101

Pertamina Persero
6.500%, 11/07/48 (B)		1,492		1,737
6.450%, 05/30/44 (B)		1,205		1,373

Peru LNG Srl
5.375%, 03/22/30 (B)		785		816

Petrobras Global Finance BV
8.750%, 05/23/26		860		1,018
5.999%, 01/27/28		2,360		2,388

Petroleos de Venezuela
9.000%, 11/17/21 (D)		660		175
8.500%, 10/27/20 (B) (D)		123		108
6.000%, 11/15/26 (B) (D)		785		175
5.375%, 04/12/27 (D)		670		152

Petroleos Mexicanos
6.875%, 08/04/26		50		52
6.750%, 09/21/47		1,843		1,692
6.625%, 06/15/35		480		452
6.500%, 03/13/27		1,975		1,989
6.500%, 01/23/29		685		679


Description	Face Amount (000)		Value (000)
6.500%, 06/02/41	$	350	$	317
6.375%, 02/04/21		50		52
6.375%, 01/23/45		190		168
6.350%, 02/12/48		2,030		1,790
5.500%, 01/21/21		100		102
5.350%, 02/12/28		255		236
4.875%, 01/24/22		845		852
4.625%, 09/21/23		200		197
3.500%, 07/23/20		100		100
3.500%, 01/30/23		455		434

Phillips 66
4.650%, 11/15/34		300		322

Phillips 66 Partners
3.605%, 02/15/25		25		25

Pioneer Natural Resources
3.450%, 01/15/21		100		101

Plains All American Pipeline
4.650%, 10/15/25		7,211		7,513
3.850%, 10/15/23		150		151

Sabine Pass Liquefaction
5.625%, 02/01/21		140		145
5.625%, 03/01/25		85		94
5.000%, 03/15/27		300		318

Shell International Finance
4.550%, 08/12/43		400		446
2.875%, 05/10/26		100		100
1.875%, 05/10/21		200		197

Shell International Finance BV
3.875%, 11/13/28		100		106

Sinopec Group Overseas Development 2016
2.750%, 09/29/26 (B)		460		437

Southern Gas Corridor CJSC
6.875%, 03/24/26 (B)		840		941

Spectra Energy Partners
3.500%, 03/15/25		100		100

Stoneway Capital
10.000%, 03/01/27 (B)		444		430

Suncor Energy
6.500%, 06/15/38		150		189

Sunoco Logistics Partners Operations
4.400%, 04/01/21		100		103

Total Capital
3.883%, 10/11/28		50		53

Total Capital Canada
2.750%, 07/15/23		100		100

Total Capital International
3.455%, 02/19/29		25		25
2.700%, 01/25/23		100		100

TransCanada PipeLines
5.100%, 03/15/49		25		27
4.875%, 01/15/26		100		108
4.625%, 03/01/34		300		316
4.250%, 05/15/28		25		26

Transportadora de Gas del Sur
6.750%, 05/02/25 (B)		220		207

Valero Energy
4.350%, 06/01/28		70		73


Description	Face Amount (000)⁽¹⁾		Value (000)
4.000%, 04/01/29		2,941	$	2,968
3.650%, 03/15/25		100		101

Western Midstream Operating
5.300%, 03/01/48		200		190
3.950%, 06/01/25		1,233		1,215

Williams
8.750%, 03/15/32		3,786		5,268
5.750%, 06/24/44		20		22
5.100%, 09/15/45		300		308
4.850%, 03/01/48		25		25
4.550%, 06/24/24		45		48
3.700%, 01/15/23		15		15
3.600%, 03/15/22		100		102

YPF
16.500%, 05/09/22 (ARS) (B)		6,000		90


				85,634


Financials – 6.4%

Aflac
4.750%, 01/15/49		15		17
3.625%, 06/15/23		100		104

AIG Global Funding
1.950%, 10/18/19 (B)		1,400		1,393

Allstate
4.200%, 12/15/46		200		205

American Express
4.200%, 11/06/25		105		111
3.400%, 02/27/23		150		152
2.500%, 08/01/22		100		99

American Express Credit
2.700%, 03/03/22		100		100
2.375%, 05/26/20		100		100
2.250%, 05/05/21		100		99

American Financial Group
3.500%, 08/15/26		35		34

American International Group
4.750%, 04/01/48		150		149
4.700%, 07/10/35		200		201
4.500%, 07/16/44		2,034		1,948
3.875%, 01/15/35		200		183

Andina de Fomento
4.375%, 06/15/22		100		104
3.750%, 11/23/23		90		92

Aon
5.000%, 09/30/20		100		103
4.500%, 12/15/28		50		53

Assurant
4.000%, 03/15/23		74		75

Australia & New Zealand Banking Group NY
2.625%, 05/19/22		250		248

AXA Equitable Holdings
4.350%, 04/20/28		150		152

Banco del Estado de Chile
2.668%, 01/08/21 (B)		1,877		1,854

Banco Santander
3.125%, 02/23/23		200		198

Bank of America
5.000%, 01/21/44		250		281


Description	Face Amount (000)⁽¹⁾		Value (000)
4.450%, 03/03/26		130	$	135
4.330%, VAR ICE LIBOR USD 3 Month+1.520%, 03/15/50		150		154
4.271%, VAR ICE LIBOR USD 3 Month+1.310%, 07/23/29		200		208
4.244%, VAR ICE LIBOR USD 3 Month+1.814%, 04/24/38		100		102
4.200%, 08/26/24		165		171
4.183%, 11/25/27		250		254
4.100%, 07/24/23		100		105
4.000%, 01/22/25		3,072		3,133
3.974%, VAR ICE LIBOR USD 3 Month+1.210%, 02/07/30		40		41
3.950%, 04/21/25		200		203
3.946%, VAR ICE LIBOR USD 3 Month+1.190%, 01/23/49		100		98
3.550%, VAR ICE LIBOR USD 3 Month+0.780%, 03/05/24		250		254
3.500%, 04/19/26		50		50
3.499%, VAR ICE LIBOR USD 3 Month+0.630%, 05/17/22		2,983		3,018
3.458%, VAR ICE LIBOR USD 3 Month+0.970%, 03/15/25		3,884		3,923
3.366%, VAR ICE LIBOR USD 3 Month+0.810%, 01/23/26		200		200
3.093%, VAR ICE LIBOR USD 3 Month+1.090%, 10/01/25		100		99
2.881%, VAR ICE LIBOR USD 3 Month+1.021%, 04/24/23		200		199
2.503%, 10/21/22		100		99
2.250%, 04/21/20		250		249
2.151%, 11/09/20		100		99

Bank of Georgia JSC
11.000%, 06/01/20 (GEL) (B)		870		325
6.000%, 07/26/23 (B)		750		750

Bank of Montreal
3.300%, 02/05/24		100		101
3.100%, 07/13/20		50		50
3.100%, 04/13/21		60		61
2.900%, 03/26/22		4,005		4,009
2.100%, 06/15/20		100		99

Bank of New York Mellon
3.550%, 09/23/21		100		102
3.450%, 08/11/23		50		51
3.400%, 01/29/28		50		51
3.300%, 08/23/29		100		100
3.000%, 02/24/25		100		100
2.950%, 01/29/23		50		50
2.500%, 04/15/21		100		100
2.450%, 11/27/20		50		50
2.450%, 08/17/26		50		48

Bank of Nova Scotia
3.125%, 04/20/21		150		151
2.800%, 07/21/21		100		100
2.450%, 03/22/21		50		50
2.150%, 07/14/20		200		199

Barclays
4.950%, 01/10/47		432		432
4.375%, 01/12/26		200		201
4.338%, VAR ICE LIBOR USD 3 Month+1.356%, 05/16/24		3,259		3,295
2.875%, 06/08/20		250		249


Description	Face Amount (000)		Value (000)

Barclays Bank
2.650%, 01/11/21	$	200	$	198

BAT Capital
4.540%, 08/15/47		100		88
4.390%, 08/15/37		150		134
3.557%, 08/15/27		100		95
3.222%, 08/15/24		50		49
2.764%, 08/15/22		50		49
2.297%, 08/14/20		50		49

BB&T
3.875%, 03/19/29		100		101
3.750%, 12/06/23		100		104
3.700%, 06/05/25		50		52
3.050%, 06/20/22		5,220		5,250
2.750%, 04/01/22		200		200

Berkshire Hathaway
3.125%, 03/15/26		200		202

Berkshire Hathaway Finance
4.300%, 05/15/43		200		212
4.250%, 01/15/49		50		52
4.200%, 08/15/48		632		655

BNP Paribas
2.375%, 05/21/20		200		199

BP Capital Markets America
4.234%, 11/06/28		100		107
3.410%, 02/11/26		100		102
2.112%, 09/16/21		100		98

Brighthouse Financial
3.700%, 06/22/27		50		45

Brookfield Finance
3.900%, 01/25/28		100		97

Canadian Imperial Bank of Commerce
3.100%, 04/02/24		100		100
2.700%, 02/02/21		40		40

Capital One Financial
4.250%, 04/30/25		50		52
3.900%, 01/29/24		5,453		5,575
3.800%, 01/31/28		100		99
3.750%, 07/28/26		100		97
3.450%, 04/30/21		50		50
3.300%, 10/30/24		100		99
3.200%, 02/05/25		50		49
3.050%, 03/09/22		150		151

Charles Schwab
4.450%, 07/22/20		100		102
3.550%, 02/01/24		100		104

Chubb INA Holdings
3.350%, 05/15/24		100		102
3.350%, 05/03/26		150		153
2.875%, 11/03/22		150		151

Citigroup
8.125%, 07/15/39		250		376
4.650%, 07/23/48		362		388
4.450%, 09/29/27		4,842		4,975
4.281%, VAR ICE LIBOR USD 3 Month+1.839%, 04/24/48		100		102
4.125%, 07/25/28		85		85
4.075%, VAR ICE LIBOR USD 3 Month+1.192%, 04/23/29		150		154


Description	Face Amount (000) ⁽¹⁾		Value (000)
4.044%, VAR ICE LIBOR USD 3 Month+1.023%, 06/01/24		50	$	52
3.980%, VAR ICE LIBOR USD 3 Month+1.338%, 03/20/30		150		152
3.887%, VAR ICE LIBOR USD 3 Month+1.563%, 01/10/28		200		203
3.750%, 06/16/24		100		103
3.668%, VAR ICE LIBOR USD 3 Month+1.390%, 07/24/28		100		100
3.500%, 05/15/23		100		101
3.300%, 04/27/25		100		100
3.142%, VAR ICE LIBOR USD 3 Month+0.722%, 01/24/23		185		186
2.900%, 12/08/21		100		100
2.876%, VAR ICE LIBOR USD 3 Month+0.950%, 07/24/23		3,549		3,526
2.750%, 04/25/22		100		100
2.700%, 10/27/22		300		297
2.650%, 10/26/20		100		100

Citizens Bank
2.200%, 05/26/20		250		248

Citizens Financial Group
2.375%, 07/28/21		30		30

CME Group
3.000%, 03/15/25		150		151

CNA Financial
5.875%, 08/15/20		100		104

Comerica
4.000%, 02/01/29		50		52
3.700%, 07/31/23		25		26

Cooperatieve Rabobank UA
5.250%, 05/24/41		100		121
4.625%, 12/01/23		1,085		1,133
3.375%, 05/21/25		250		253
2.750%, 01/10/23		250		248

Credit Suisse Group Funding Guernsey
4.875%, 05/15/45		250		271
3.125%, 12/10/20		250		251

Deutsche Bank NY
3.700%, 05/30/24		85		82
3.150%, 01/22/21		100		99
2.950%, 08/20/20		100		99
2.700%, 07/13/20		150		148

Development Bank of Kazakhstan JSC
8.950%, 05/04/23 (KZT) (B)		290,000		742

Discover Bank
3.100%, 06/04/20		250		251

Discover Financial Services
4.100%, 02/09/27		40		40

E*TRADE Financial
4.500%, 06/20/28		50		51

Fibria Overseas Finance
5.500%, 01/17/27		25		26

Fidelity National Financial
4.500%, 08/15/28 (B)		50		51

Fifth Third Bancorp
3.650%, 01/25/24		100		102


Description	Face Amount (000)		Value (000)

Fifth Third Bank
3.950%, 07/28/25	$	200	$	210

First Republic Bank
4.625%, 02/13/47		200		203

FMS Wertmanagement
1.375%, 06/08/21		200		196

Goldman Sachs Bank USA NY
3.200%, 06/05/20		50		50

Goldman Sachs Group
5.750%, 01/24/22		350		375
5.150%, 05/22/45		350		370
4.411%, VAR ICE LIBOR USD 3 Month+1.430%, 04/23/39		2,173		2,177
4.223%, VAR ICE LIBOR USD 3 Month+1.301%, 05/01/29		2,805		2,867
4.017%, VAR ICE LIBOR USD 3 Month+1.373%, 10/31/38		150		143
3.750%, 05/22/25		100		101
3.750%, 02/25/26		250		251
3.691%, VAR ICE LIBOR USD 3 Month+1.510%, 06/05/28		165		164
3.625%, 02/20/24		30		30
3.272%, VAR ICE LIBOR USD 3 Month+1.201%, 09/29/25		75		74
3.200%, 02/23/23		150		150
2.908%, VAR ICE LIBOR USD 3 Month+1.053%, 06/05/23		100		99
2.876%, VAR ICE LIBOR USD 3 Month+0.821%, 10/31/22		100		99
2.750%, 09/15/20		75		75
2.625%, 04/25/21		100		100
2.600%, 04/23/20		1,325		1,321
2.600%, 12/27/20		100		100
2.350%, 11/15/21		45		44

Hanover Insurance Group
4.500%, 04/15/26		100		102

Hartford Financial Services Group
5.500%, 03/30/20		630		646
4.400%, 03/15/48		100		101

HSBC Holdings
5.250%, 03/14/44		200		219
4.583%, VAR ICE LIBOR USD 3 Month+1.535%, 06/19/29		200		210
4.250%, 08/18/25		200		204
4.041%, VAR ICE LIBOR USD 3 Month+1.546%, 03/13/28		200		202
4.000%, 03/30/22		100		103
3.950%, VAR ICE LIBOR USD 3 Month+0.987%, 05/18/24		1,332		1,358
3.803%, VAR ICE LIBOR USD 3 Month+1.211%, 03/11/25		5,816		5,896
3.600%, 05/25/23		200		204
2.950%, 05/25/21		200		200
2.650%, 01/05/22		300		297

Huntington National Bank
2.500%, 08/07/22		250		248

Industrial & Commercial Bank of China NY
2.905%, 11/13/20		250		249

ING Groep
4.100%, 10/02/23		200		206


Description	Face Amount (000) ⁽¹⁾		Value (000)

Intercontinental Exchange
4.000%, 10/15/23		150	$	158

JBS Investments II GmbH
7.000%, 01/15/26 (B)		690		709

Jefferies Group
6.875%, 04/15/21		100		107

JPMorgan Chase
5.600%, 07/15/41		250		303
4.350%, 08/15/21		250		259
4.203%, VAR ICE LIBOR USD 3 Month+1.260%, 07/23/29		100		104
4.005%, VAR ICE LIBOR USD 3 Month+1.120%, 04/23/29		150		154
3.964%, VAR ICE LIBOR USD 3 Month+1.380%, 11/15/48		1,685		1,643
3.897%, VAR ICE LIBOR USD 3 Month+1.220%, 01/23/49		150		145
3.882%, VAR ICE LIBOR USD 3 Month+1.360%, 07/24/38		150		147
3.797%, VAR ICE LIBOR USD 3 Month+0.890%, 07/23/24		100		103
3.625%, 05/13/24		100		103
3.559%, VAR ICE LIBOR USD 3 Month+0.730%, 04/23/24		75		76
3.540%, VAR ICE LIBOR USD 3 Month+1.380%, 05/01/28		200		200
3.300%, 04/01/26		100		100
3.220%, VAR ICE LIBOR USD 3 Month+1.155%, 03/01/25		160		160
3.200%, 06/15/26		100		99
3.125%, 01/23/25		150		150
2.972%, 01/15/23		400		400
2.776%, VAR ICE LIBOR USD 3 Month+0.935%, 04/25/23		75		75
2.750%, 06/23/20		300		300
2.700%, 05/18/23		100		99
2.550%, 10/29/20		180		180
2.400%, 06/07/21		50		50

JPMorgan Chase Bank
8.375%, 03/17/34 (IDR) (B)(E)		10,100,000		728
8.250%, 05/17/36 (IDR) (B)(E)		9,300,000		664
5.625%, 05/17/23 (IDR) (B)(E)		16,000,000		1,064

KeyBank
2.400%, 06/09/22		250		248

KFW
2.500%, 11/20/24		300		302
1.875%, 06/30/20		200		199
1.875%, 11/30/20		200		198

Kreditanstalt fuer Wiederaufbau
2.875%, 04/03/28		90		93
2.750%, 07/15/20		200		201
2.625%, 04/12/21		100		100
2.500%, 02/15/22		400		402
2.375%, 12/29/22		280		280
2.125%, 03/07/22		150		149
1.750%, 09/15/21		200		197
1.625%, 05/29/20		250		248

Lazard Group
3.750%, 02/13/25		50		50

Lincoln National
3.625%, 12/12/26		100		100


Description	Face Amount (000)		Value (000)

Lloyds Banking Group
4.582%, 12/10/25	$	200	$	202
4.450%, 05/08/25		200		208
2.907%, VAR ICE LIBOR USD 3 Month+0.810%, 11/07/23		200		195

Loews
2.625%, 05/15/23		100		99

Manufacturers & Traders Trust
2.625%, 01/25/21		250		250

Manulife Financial
5.375%, 03/04/46		50		59

Markel
3.500%, 11/01/27		50		48

Marsh & McLennan
4.375%, 03/15/29		45		48
3.750%, 03/14/26		150		154
2.750%, 01/30/22		30		30

MDC-GMTN BV
4.500%, 11/07/28 (B)		520		555

MetLife
6.400%, 12/15/36		1,841		1,974
3.600%, 04/10/24		100		103
3.600%, 11/13/25		50		52

Mitsubishi UFJ Financial Group
4.153%, 03/07/39		35		36
3.961%, 03/02/28		225		235
3.850%, 03/01/26		200		207
3.741%, 03/07/29		150		154
3.535%, 07/26/21		30		30
3.407%, 03/07/24		50		51
3.287%, 07/25/27		50		50
3.218%, 03/07/22		1,635		1,648
2.665%, 07/25/22		50		50

Mizuho Financial Group
3.922%, VAR ICE LIBOR USD 3 Month+1.000%, 09/11/24		200		206
2.601%, 09/11/22		200		197

Moody’s
4.250%, 02/01/29		150		157

Morgan Stanley
6.375%, 07/24/42		200		258
4.875%, 11/01/22		100		106
4.431%, VAR ICE LIBOR USD 3 Month+1.628%, 01/23/30		50		53
3.971%, VAR ICE LIBOR USD 3 Month+1.455%, 07/22/38		100		98
3.875%, 04/29/24		400		411
3.875%, 01/27/26		200		205
3.737%, VAR ICE LIBOR USD 3 Month+0.847%, 04/24/24		90		92
3.591%, VAR ICE LIBOR USD 3 Month+1.340%, 07/22/28		150		149
3.125%, 01/23/23		150		151
3.125%, 07/27/26		250		243
2.800%, 06/16/20		100		100
2.500%, 04/21/21		250		248

MUFG Americas Holdings
3.000%, 02/10/25		160		157

Nasdaq
3.850%, 06/30/26		150		152


Description	Face Amount (000)		Value (000)

National Australia Bank
3.700%, 11/04/21	$	1,405	$	1,434
3.375%, 09/20/21		350		354

National Bank of Canada
2.150%, 06/12/20		250		248

National Rural Utilities Cooperative Finance
3.400%, 02/07/28		100		101
2.700%, 02/15/23		100		100

New York Life Global Funding
3.250%, 08/06/21 (B)		1,872		1,895

Northern Trust
3.650%, 08/03/28		25		26
3.375%, VAR ICE LIBOR USD 3 Month+1.131%, 05/08/32		63		62

ORIX
4.050%, 01/16/24		50		52
2.900%, 07/18/22		30		30

PNC Bank
2.500%, 01/22/21		250		250
2.450%, 07/28/22		250		249

PNC Financial Services Group
3.500%, 01/23/24		125		128

Principal Financial Group
3.400%, 05/15/25		100		100

Progressive
4.125%, 04/15/47		100		104
4.000%, 03/01/29		50		53

Prudential Financial
4.600%, 05/15/44		200		212
3.500%, 05/15/24		200		207

REC
5.250%, 11/13/23 (B)		590		620

Regions Financial
3.800%, 08/14/23		50		51
3.200%, 02/08/21		50		50
2.750%, 08/14/22		50		50

RenaissanceRe Holdings
3.600%, 04/15/29		50		49

Royal Bank of Canada
3.200%, 04/30/21		75		76
2.750%, 02/01/22		250		251

Royal Bank of Scotland Group
6.125%, 12/15/22		70		74
6.100%, 06/10/23		30		32
6.000%, 12/19/23		60		64
5.125%, 05/28/24		65		67
5.076%, VAR ICE LIBOR USD 3 Month+1.905%, 01/27/30		200		211
4.269%, VAR ICE LIBOR USD 3 Month+1.762%, 03/22/25		200		202

S&P Global
4.000%, 06/15/25		100		105

Santander Holdings USA
4.450%, 12/03/21		30		31
4.400%, 07/13/27		25		25
2.650%, 04/17/20		100		99


Description	Face Amount (000) ⁽¹⁾		Value (000)

Santander UK Group Holdings
3.373%, VAR ICE LIBOR USD 3 Month+1.080%, 01/05/24		200	$	196
3.125%, 01/08/21		100		100

Standard Chartered Bank
11.600%, 12/17/23 (LKR) (B)(E)		190,000		1,108
11.000%, 08/05/25 (LKR) (B)(E)		49,000		278
10.750%, 03/03/21 (LKR) (B)(E)		75,000		429
8.250%, 05/19/36 (IDR) (B)(E)		13,160,000		940
7.610%, 05/13/30 (INR) (A) (B)(E)		24,000		348

Sumitomo Mitsui Financial Group
3.944%, 07/19/28		100		105
3.784%, 03/09/26		50		52
3.748%, 07/19/23		100		103
3.544%, 01/17/28		50		51
3.446%, 01/11/27		50		50
3.364%, 07/12/27		100		100
3.102%, 01/17/23		50		50
2.934%, 03/09/21		250		250
2.846%, 01/11/22		50		50
2.784%, 07/12/22		50		50
2.778%, 10/18/22		50		50

SunTrust Banks
3.689%, VAR ICE LIBOR USD 3 Month+0.735%, 08/02/24		150		154
2.900%, 03/03/21		50		50
2.700%, 01/27/22		150		149

Svensk Exportkredit
2.875%, 05/22/21		200		202

Svenska Handelsbanken
3.900%, 11/20/23		4,733		4,924
1.950%, 09/08/20		250		247

Synchrony Financial
4.500%, 07/23/25		100		100
4.375%, 03/19/24		35		36

Syngenta Finance
5.676%, 04/24/48 (B)		229		217
4.892%, 04/24/25 (B)		2,881		2,934
4.441%, 04/24/23 (B)		1,709		1,743

TC Ziraat Bankasi
5.125%, 05/03/22 (B)		200		181

TD Ameritrade Holding
3.750%, 04/01/24		100		104
3.300%, 04/01/27		30		30

Toronto-Dominion Bank
3.250%, 06/11/21		50		51
2.500%, 12/14/20		150		150
2.125%, 04/07/21		50		49
1.950%, 04/02/20 (B)		473		470
1.800%, 07/13/21		100		98

Travelers
4.050%, 03/07/48		100		103
3.900%, 11/01/20		100		102

UBS
2.450%, 12/01/20 (B)		1,457		1,449

Unum Group
4.000%, 03/15/24		50		51

US Bancorp
3.150%, 04/27/27		200		201
2.375%, 07/22/26		250		239


Description	Face Amount (000)		Value (000)

US Bank
3.104%, VAR ICE LIBOR USD 3 Month+0.290%, 05/21/21	$	250	$	251

Voya Financial
3.125%, 07/15/24		50		49

WEA Finance
3.150%, 04/05/22 (B)		2,039		2,045

Wells Fargo
4.900%, 11/17/45		817		870
4.650%, 11/04/44		350		359
4.150%, 01/24/29		100		104
4.125%, 08/15/23		200		207
3.550%, 09/29/25		100		102
3.000%, 01/22/21		100		100
3.000%, 02/19/25		100		99
3.000%, 04/22/26		100		98
3.000%, 10/23/26		250		244
2.625%, 07/22/22		150		149
2.550%, 12/07/20		85		85

Wells Fargo Bank
6.600%, 01/15/38		250		327
3.550%, 08/14/23		250		256
2.600%, 01/15/21		250		249

Westpac Banking
4.322%, VAR USD ICE Swap 11:00 NY 5 Yr+2.236%, 11/23/31		200		198
3.300%, 02/26/24		50		51
2.700%, 08/19/26		100		96
2.600%, 11/23/20		150		150
2.000%, 08/19/21		50		49

Willis North America
4.500%, 09/15/28		100		104
3.600%, 05/15/24		50		50


				134,824

Health Care – 2.3%

Abbott Laboratories
4.900%, 11/30/46		200		231
3.400%, 11/30/23		3,136		3,200
2.900%, 11/30/21		5,893		5,918

AbbVie
4.875%, 11/14/48		1,444		1,420
4.700%, 05/14/45		200		193
4.500%, 05/14/35		200		196
4.300%, 05/14/36		150		142
4.250%, 11/14/28		15		15
3.750%, 11/14/23		35		36
3.375%, 11/14/21		100		101
3.200%, 11/06/22		100		101
2.850%, 05/14/23		50		50
2.500%, 05/14/20		4,322		4,309
2.300%, 05/14/21		50		49

Aetna
2.800%, 06/15/23		25		25
2.750%, 11/15/22		150		148

Agilent Technologies
3.050%, 09/22/26		65		63

Allergan Funding SCS
4.550%, 03/15/35		300		294
3.800%, 03/15/25		190		192


Description	Face Amount (000)		Value (000)

AmerisourceBergen
3.400%, 05/15/24	$	100	$	101

Amgen
4.563%, 06/15/48		300		301
2.125%, 05/01/20		200		199
1.850%, 08/19/21		200		196

Anthem
4.650%, 01/15/43		150		155
3.650%, 12/01/27		65		65
3.350%, 12/01/24		150		151
3.300%, 01/15/23		200		202

AstraZeneca
4.375%, 08/17/48		100		104
2.375%, 11/16/20		150		149
2.375%, 06/12/22		100		99

Baxter International
2.600%, 08/15/26		100		95

Becton Dickinson
4.685%, 12/15/44		200		206
3.700%, 06/06/27		50		50
3.125%, 11/08/21		100		100
2.404%, 06/05/20		20		20

Biogen
3.625%, 09/15/22		100		102

Boston Scientific
4.550%, 03/01/39		150		157
3.375%, 05/15/22		100		101

Bristol-Myers Squibb
2.000%, 08/01/22		100		98

Cardinal Health
3.200%, 03/15/23		100		99
3.079%, 06/15/24		150		147

Celgene
5.000%, 08/15/45		250		262
3.875%, 08/15/25		100		102
3.250%, 02/20/23		100		101
2.875%, 02/19/21		45		45

Cigna
4.900%, 12/15/48 (B)		1,120		1,156
4.800%, 08/15/38 (B)		230		236
4.375%, 10/15/28 (B)		190		197
4.125%, 11/15/25 (B)		3,180		3,291
3.750%, 07/15/23 (B)		55		56
3.400%, 09/17/21 (B)		5,955		6,016
3.200%, 09/17/20 (B)		150		151

Cigna Holding
4.000%, 02/15/22		100		103

CVS Health
5.125%, 07/20/45		200		203
5.050%, 03/25/48		2,001		2,016
4.300%, 03/25/28		310		314
3.875%, 07/20/25		120		122
3.700%, 03/09/23		115		117
3.350%, 03/09/21		295		297
2.875%, 06/01/26		200		189
2.125%, 06/01/21		50		49

CVS Pass-Through Trust
4.163%, 08/11/36 (B)		585		576


Description	Face Amount (000)		Value (000)

Danaher
3.350%, 09/15/25	$	30	$	30

Eli Lilly
3.875%, 03/15/39		150		154
3.100%, 05/15/27		49		49
2.350%, 05/15/22		100		99

Express Scripts Holding
4.750%, 11/15/21		100		104

Gilead Sciences
4.600%, 09/01/35		400		420
4.500%, 02/01/45		150		152
2.550%, 09/01/20		150		150
2.500%, 09/01/23		35		34
1.950%, 03/01/22		15		15

GlaxoSmithKline Capital
3.875%, 05/15/28		150		157
3.375%, 06/01/29		100		101
2.850%, 05/08/22		100		101
2.800%, 03/18/23		125		125

HCA
5.875%, 03/15/22		65		70
5.500%, 06/15/47		40		42
5.250%, 04/15/25		35		38
5.250%, 06/15/26		40		43
5.000%, 03/15/24		55		58
4.750%, 05/01/23		35		37
4.500%, 02/15/27		30		31

Humana
4.950%, 10/01/44		200		214

Johnson & Johnson
3.625%, 03/03/37		150		152
2.900%, 01/15/28		150		149
2.625%, 01/15/25		100		100
2.450%, 12/05/21		100		100
2.450%, 03/01/26		200		195

Kaiser Foundation Hospitals
4.875%, 04/01/42		150		174
3.150%, 05/01/27		25		25

Laboratory Corp of America Holdings
3.250%, 09/01/24		100		99

McKesson
2.850%, 03/15/23		200		198

Medtronic
4.625%, 03/15/45		200		229
4.375%, 03/15/35		200		218
2.750%, 04/01/23		100		100

Merck
4.150%, 05/18/43		100		106
4.000%, 03/07/49		2,246		2,330
3.900%, 03/07/39		50		52
3.400%, 03/07/29		50		51
2.900%, 03/07/24		25		25
2.750%, 02/10/25		200		201

Mylan
5.250%, 06/15/46		200		180
3.750%, 12/15/20		100		101

Novartis Capital
4.400%, 05/06/44		150		165
3.400%, 05/06/24		100		103
3.000%, 11/20/25		50		51


Description	Face Amount (000)		Value (000)
2.400%, 05/17/22	$	50	$	50

Pfizer
5.200%, 08/12/20		100		104
4.200%, 09/15/48		15		16
4.125%, 12/15/46		100		105
4.100%, 09/15/38		25		26
4.000%, 12/15/36		250		259
4.000%, 03/15/49		50		52
3.900%, 03/15/39		25		26
3.450%, 03/15/29		50		51
3.200%, 09/15/23		25		25
3.000%, 09/15/21		20		20
3.000%, 06/15/23		100		102
2.950%, 03/15/24		50		51

Quest Diagnostics
4.200%, 06/30/29		150		154

Sanofi
3.375%, 06/19/23		200		205

Shire Acquisitions Investments Ireland DAC
3.200%, 09/23/26		60		58
2.875%, 09/23/23		50		50
2.400%, 09/23/21		150		148

SSM Health Care
3.688%, 06/01/23		20		21

Stanford Health Care
3.795%, 11/15/48		100		100

Stryker
4.625%, 03/15/46		100		108
3.500%, 03/15/26		25		25
3.375%, 11/01/25		50		51

Takeda Pharmaceutical
5.000%, 11/26/28 (B)		200		217

Teva Pharmaceutical Finance Netherlands III BV
6.750%, 03/01/28		775		781
4.100%, 10/01/46		521		370

Thermo Fisher Scientific
3.600%, 08/15/21		100		101
3.200%, 08/15/27		100		98
3.000%, 04/15/23		200		200
2.950%, 09/19/26		30		29

UnitedHealth Group
4.750%, 07/15/45		100		113
4.625%, 07/15/35		200		224
4.450%, 12/15/48		10		11
4.250%, 04/15/47		100		105
4.250%, 06/15/48		50		53
3.875%, 12/15/28		10		10
3.850%, 06/15/28		50		52
3.750%, 07/15/25		50		52
3.700%, 12/15/25		10		10
3.500%, 06/15/23		50		52
3.500%, 02/15/24		10		10
3.150%, 06/15/21		50		51
2.950%, 10/15/27		150		147
2.875%, 03/15/22		100		101

Zimmer Biomet Holdings
3.550%, 04/01/25		150		148


Description	Face Amount (000)		Value (000)

Zoetis
4.450%, 08/20/48	$	125	$	130
3.250%, 02/01/23		50		50
3.000%, 09/12/27		50		48

				47,477

Industrials – 2.0%

3M
5.700%, 03/15/37		150		189
4.000%, 09/14/48		100		105

ABB Finance USA
3.800%, 04/03/28		150		158

AerCap Ireland Capital
4.625%, 10/30/20		225		230
4.500%, 05/15/21		1,375		1,405

AerCap Ireland Capital DAC
4.450%, 04/03/26		851		852
4.125%, 07/03/23		150		152

Aeropuerto Internacional de Tocumen
6.000%, 11/18/48 (B)		390		428

Air Lease
4.625%, 10/01/28		100		101
3.250%, 03/01/25		150		144

Aircastle
7.625%, 04/15/20		10		10
5.500%, 02/15/22		15		16
5.125%, 03/15/21		15		15
5.000%, 04/01/23		15		16
4.125%, 05/01/24		15		15

Allegion US Holding
3.550%, 10/01/27		50		48

American Airlines Pass-Through Trust
4.950%, 01/15/23		102		106

Boeing
3.450%, 11/01/28		50		51
2.350%, 10/30/21		150		149
2.125%, 03/01/22		50		49

Burlington Northern Santa Fe
4.900%, 04/01/44		200		229
4.150%, 12/15/48		105		110
3.750%, 04/01/24		200		209
3.050%, 03/15/22		100		101

Canadian National Railway
4.450%, 01/20/49		150		170

Canadian Pacific Railway
4.000%, 06/01/28		15		16
2.900%, 02/01/25		100		98

Caterpillar
5.200%, 05/27/41		100		118
3.900%, 05/27/21		50		51
3.400%, 05/15/24		100		104

Caterpillar Financial Services
3.650%, 12/07/23		100		104
3.450%, 05/15/23		150		154
3.150%, 09/07/21		55		56

Cintas No. 2
3.700%, 04/01/27		200		205


Description	Face Amount (000)		Value (000)
CNH Industrial Capital
4.875%, 04/01/21	$	10	$	10
4.375%, 11/06/20		15		15
4.375%, 04/05/22		10		10
4.200%, 01/15/24		50		52
3.875%, 10/15/21		10		10
CSX
4.250%, 03/15/29		65		69
3.800%, 03/01/28		100		103
3.800%, 11/01/46		200		188
3.250%, 06/01/27		50		49
Delta Air Lines
4.375%, 04/19/28		50		49
2.600%, 12/04/20		45		45
DP World
6.850%, 07/02/37 (B)		556		669
5.625%, 09/25/48 (B)		645		670
Eaton
3.103%, 09/15/27		100		98
Embraer Netherlands Finance BV
5.400%, 02/01/27		65		70
Emerson Electric
2.625%, 02/15/23		100		99
Eskom Holdings SOC
6.750%, 08/06/23 (B)		710		700
6.350%, 08/10/28 (B)		775		797
5.750%, 01/26/21 (B)		690		680
FedEx
4.950%, 10/17/48		100		103
4.750%, 11/15/45		100		99
4.550%, 04/01/46		813		783
3.200%, 02/01/25		200		201
Fluor
4.250%, 09/15/28		50		50
Fortune Brands Home & Security
4.000%, 09/21/23		50		51
GATX
3.850%, 03/30/27		200		196
GE Capital International Funding Unlimited Co
4.418%, 11/15/35		400		370
2.342%, 11/15/20		250		247
General Dynamics
3.750%, 05/15/28		55		58
3.500%, 05/15/25		200		207
2.250%, 11/15/22		100		99
General Electric
6.875%, 01/10/39		300		355
6.750%, 03/15/32		1,143		1,320
3.450%, 05/15/24		100		100
2.700%, 10/09/22		1,545		1,517
Georgian Oil and Gas JSC
6.750%, 04/26/21 (B)		200		205
Georgian Railway
7.750%, 07/11/22 (B)		1,300		1,389
Harris
5.054%, 04/27/45		100		110
2.700%, 04/27/20		35		35


Description	Face Amount (000)		Value (000)
Honeywell International
4.250%, 03/01/21	$	125	$	129
2.500%, 11/01/26		150		147
Indonesia Asahan Aluminium Persero
6.757%, 11/15/48 (B)		1,065		1,226
6.530%, 11/15/28 (B)		380		434
5.710%, 11/15/23 (B)		714		770
5.230%, 11/15/21 (B)		1,042		1,084
Ingersoll-Rand Global Holding
4.250%, 06/15/23		100		105

Ingersoll-Rand Luxembourg Finance
3.800%, 03/21/29		100		101
John Deere Capital
3.350%, 06/12/24		100		102
3.050%, 01/06/28		150		150
2.800%, 03/04/21		100		100
2.800%, 03/06/23		50		50
2.800%, 09/08/27		50		49
2.650%, 06/24/24		100		99
Johnson Controls International
4.500%, 02/15/47		150		144
3.625%, 07/02/24		43		43
Kansas City Southern
4.700%, 05/01/48		50		52

Kazakhstan Temir Zholy National JSC
4.850%, 11/17/27 (B)		1,210		1,229
Kennametal
4.625%, 06/15/28		25		25
L3 Technologies
4.400%, 06/15/28		150		157
Latam Airlines, Pass-Through Trust
4.500%, 11/15/23		430		420
4.200%, 11/15/27		856		843
Lockheed Martin
4.700%, 05/15/46		150		169
2.900%, 03/01/25		100		100
2.500%, 11/23/20		150		149
Masco
4.500%, 05/15/47		100		91
4.375%, 04/01/26		40		41
3.500%, 04/01/21		50		50
Norfolk Southern
4.150%, 02/28/48		60		61
3.250%, 12/01/21		100		101
3.150%, 06/01/27		25		25
2.900%, 06/15/26		35		34
Northrop Grumman
4.030%, 10/15/47		150		148
3.500%, 03/15/21		100		101
3.250%, 08/01/23		50		51
Owens Corning
4.200%, 12/01/24		100		101
PACCAR Financial
3.150%, 08/09/21		100		101
Parker-Hannifin
3.300%, 11/21/24		150		153


Description	Face Amount (000)		Value (000)
Pelabuhan Indonesia III Persero
4.500%, 05/02/23 (B)	$	350	$	358
Precision Castparts
2.250%, 06/15/20		200		199
Republic Services
3.950%, 05/15/28		50		52
2.900%, 07/01/26		150		147
Rockwell Automation
3.500%, 03/01/29		85		88
Rockwell Collins
3.200%, 03/15/24		150		149
Roper Technologies
2.800%, 12/15/21		150		150
Ryder System
3.875%, 12/01/23		25		26
3.500%, 06/01/21		50		50
2.800%, 03/01/22		30		30
Stanley Black & Decker
2.900%, 11/01/22		100		101
Textron
3.650%, 03/15/27		100		98
Transnet
4.000%, 07/26/22 (B)		425		417
Union Pacific
4.800%, 09/10/58		100		109
3.799%, 10/01/51		200		188
3.646%, 02/15/24		100		103
3.600%, 09/15/37		150		144
United Airlines, Pass-Through Trust
4.300%, 08/15/25		78		80
3.750%, 09/03/26		80		81
United Parcel Service
4.250%, 03/15/49		2,975		3,077
3.750%, 11/15/47		150		144
3.400%, 03/15/29		115		117
3.125%, 01/15/21		45		46
3.050%, 11/15/27		100		100
United Technologies
4.625%, 11/16/48		215		228
4.450%, 11/16/38		10		10
4.125%, 11/16/28		5,908		6,138
3.950%, 08/16/25		15		16
3.750%, 11/01/46		150		138
3.650%, 08/16/23		1,967		2,019
3.350%, 08/16/21		10		10
3.100%, 06/01/22		100		101
2.650%, 11/01/26		130		124
2.300%, 05/04/22		100		98
1.950%, 11/01/21		50		49
Verisk Analytics
4.125%, 03/15/29		110		113
4.000%, 06/15/25		50		52
Wabtec
4.950%, 09/15/28		150		152
Waste Management
3.500%, 05/15/24		100		102

				42,181


Description	Face Amount (000)		Value (000)
Information Technology – 1.2%
Amphenol
4.350%, 06/01/29	$	25	$	26
Analog Devices
3.125%, 12/05/23		150		151
Apple
4.650%, 02/23/46		300		339
3.750%, 09/12/47		150		149
3.450%, 05/06/24		100		103
3.000%, 06/20/27		25		25
3.000%, 11/13/27		100		99
2.850%, 05/06/21		200		201
2.850%, 05/11/24		250		251
2.500%, 02/09/22		50		50
2.400%, 01/13/23		200		199
2.300%, 05/11/22		100		99
2.250%, 02/23/21		50		50
2.150%, 02/09/22		250		248
1.550%, 08/04/21		50		49
Applied Materials
3.300%, 04/01/27		25		25
2.625%, 10/01/20		50		50
Arrow Electronics
3.500%, 04/01/22		100		101
Automatic Data Processing
2.250%, 09/15/20		50		50
Broadcom
3.875%, 01/15/27		100		96
3.625%, 01/15/24		100		100
3.000%, 01/15/22		100		99
2.200%, 01/15/21		100		98
C&W Senior Financing DAC
6.875%, 09/15/27 (B)		790		792
Cisco Systems
3.625%, 03/04/24		100		105
3.500%, 06/15/25		50		52
2.950%, 02/28/26		50		50
2.500%, 09/20/26		100		98
1.850%, 09/20/21		100		98
Corning
5.350%, 11/15/48		100		114
Dell International
6.020%, 06/15/26 (B)		1,707		1,836
5.450%, 06/15/23 (B)		150		160
5.300%, 10/01/29 (B)		50		50
4.900%, 10/01/26 (B)		50		51
4.420%, 06/15/21 (B)		100		103
Fidelity National Information Services
5.000%, 10/15/25		28		30
3.625%, 10/15/20		200		202
Fiserv
3.800%, 10/01/23		100		102
2.700%, 06/01/20		100		100
Hewlett Packard Enterprise
4.900%, 10/15/25		100		106
3.600%, 10/15/20		200		202
HP
6.000%, 09/15/41		150		161


Description	Face Amount (000)		Value (000)
IBM Credit
1.800%, 01/20/21	$	100	$	98
Intel
3.734%, 12/08/47		200		201
3.700%, 07/29/25		25		26
3.150%, 05/11/27		100		101
2.875%, 05/11/24		150		151
2.450%, 07/29/20		60		60
International Business Machines
4.000%, 06/20/42		150		147
3.450%, 02/19/26		50		51
2.250%, 02/19/21		50		49
1.875%, 08/01/22		150		146
Juniper Networks
4.500%, 03/15/24		50		52
KLA-Tencor
4.100%, 03/15/29		65		66
Lam Research
4.875%, 03/15/49		584		613
4.000%, 03/15/29		30		31
3.750%, 03/15/26		4,206		4,282
2.800%, 06/15/21		50		50
Mastercard
3.950%, 02/26/48		10		11
3.500%, 02/26/28		5		5
2.950%, 11/21/26		50		50
Micron Technology
4.975%, 02/06/26		2,263		2,309
4.640%, 02/06/24		1,526		1,565
Microsoft
4.250%, 02/06/47		500		557
4.100%, 02/06/37		200		218
3.450%, 08/08/36		300		303
3.300%, 02/06/27		160		164
3.125%, 11/03/25		100		102
2.875%, 02/06/24		35		35
2.650%, 11/03/22		150		151
2.400%, 02/06/22		150		150
2.400%, 08/08/26		100		97
Motorola Solutions
3.500%, 09/01/21		100		101
NetApp
3.375%, 06/15/21		50		50
NXP BV
5.550%, 12/01/28 (B)		476		515
5.350%, 03/01/26 (B)		1,560		1,679
Oracle
3.900%, 05/15/35		200		204
3.850%, 07/15/36		250		251
3.800%, 11/15/37		250		250
2.950%, 11/15/24		200		200
2.950%, 05/15/25		100		100
2.500%, 05/15/22		150		150
2.400%, 09/15/23		200		197
1.900%, 09/15/21		90		89
QUALCOMM
4.300%, 05/20/47		150		143
3.250%, 05/20/27		50		49
3.000%, 05/20/22		100		101
2.600%, 01/30/23		200		198


Description	Face Amount (000)		Value (000)
salesforce.com
3.250%, 04/11/23	$	150	$	154
Seagate HDD Cayman
4.750%, 01/01/25		100		97
Texas Instruments
4.150%, 05/15/48		50		54
2.750%, 03/12/21		75		75
Total System Services
4.800%, 04/01/26		100		105
Trimble
4.150%, 06/15/23		100		102
Tyco Electronics Group
3.125%, 08/15/27		25		24
Visa
4.300%, 12/14/45		150		166
3.150%, 12/14/25		200		203
2.800%, 12/14/22		100		101
VMware
2.950%, 08/21/22		100		99
Western Union
4.250%, 06/09/23		50		52

				24,420

Materials – 0.8%
Airgas
3.650%, 07/15/24		100		103
ArcelorMittal
7.000%, 10/15/39		21		24
6.250%, 02/25/22		20		21
6.125%, 06/01/25		714		790
5.500%, 03/01/21		20		21
5.250%, 08/05/20		25		26
Barrick
5.250%, 04/01/42		150		162
BHP Billiton Finance USA
5.000%, 09/30/43		100		117
Braskem Finance
6.450%, 02/03/24		720		784
Celanese US Holdings
5.875%, 06/15/21		20		21
4.625%, 11/15/22		20		21
Cemex
7.750%, 04/16/26 (B)		200		217
5.700%, 01/11/25 (B)		605		620
CNAC HK Finbridge
4.125%, 03/14/21		2,000		2,027
Dow Chemical
5.550%, 11/30/48 (B)		50		56
4.800%, 11/30/28 (B)		100		107
4.125%, 11/15/21		250		257
DowDuPont
5.419%, 11/15/48		40		46
5.319%, 11/15/38		35		39
4.725%, 11/15/28		100		108
4.205%, 11/15/23		100		104
Eastman Chemical
3.800%, 03/15/25		150		153


Description	Face Amount (000)		Value (000)
Ecolab
3.250%, 01/14/23	$	100	$	101
EI du Pont de Nemours
2.200%, 05/01/20		17		17
Goldcorp
3.700%, 03/15/23		50		51
Huntsman International
4.500%, 05/01/29		1,593		1,589
International Paper
5.150%, 05/15/46		150		154
3.650%, 06/15/24		200		205
LYB International Finance II BV
3.500%, 03/02/27		100		96
Martin Marietta Materials
4.250%, 12/15/47		100		88
Mexichem
5.875%, 09/17/44 (B)		430		426
4.000%, 10/04/27 (B)		625		606
Mosaic
4.050%, 11/15/27		100		100
Nacional del Cobre de Chile
3.625%, 08/01/27 (B)		505		506
Newmont Mining
3.500%, 03/15/22		100		101
Nucor
3.950%, 05/01/28		150		156
Nutrien
6.125%, 01/15/41		150		173
5.000%, 04/01/49		1,580		1,651
3.625%, 03/15/24		100		101
Packaging Corp of America
3.650%, 09/15/24		100		100
3.400%, 12/15/27		35		34
2.450%, 12/15/20		35		35
Praxair
2.450%, 02/15/22		200		200
Rio Tinto Finance USA
3.750%, 06/15/25		200		210
RPM International
4.550%, 03/01/29		50		51
Sherwin-Williams
3.450%, 08/01/25		100		100
2.250%, 05/15/20		200		199
Southern Copper
5.875%, 04/23/45		150		168
3.875%, 04/23/25		30		31
Suzano Austria GmbH
6.000%, 01/15/29 (B)		1,981		2,110
Teck Resources
6.250%, 07/15/41		797		848
5.200%, 03/01/42		551		531
Vale Overseas
6.875%, 11/21/36		200		229
4.375%, 01/11/22		80		81
Westlake Chemical
3.600%, 08/15/26		100		97


Description	Face Amount (000)		Value (000)
WRKCo
4.650%, 03/15/26	$	100	$	106

				17,075

Real Estate – 0.4%
Alexandria Real Estate Equities
4.850%, 04/15/49		1,190		1,244
4.000%, 01/15/24		100		103
3.450%, 04/30/25		25		25
American Tower
4.000%, 06/01/25		200		206
3.375%, 05/15/24		100		101
2.250%, 01/15/22		50		49
AvalonBay Communities
3.500%, 11/15/24		100		102
Boston Properties
3.850%, 02/01/23		100		103
3.650%, 02/01/26		150		151
Brixmor Operating Partnership
3.875%, 08/15/22		30		30
3.250%, 09/15/23		100		99
Camden Property Trust
4.100%, 10/15/28		10		10
Crown Castle International
5.250%, 01/15/23		100		108
3.800%, 02/15/28		150		149
3.700%, 06/15/26		35		35
2.250%, 09/01/21		55		54
CubeSmart
4.375%, 02/15/29		15		15
Digital Realty Trust
3.625%, 10/01/22		100		101
Duke Realty
3.750%, 12/01/24		100		102
EPR Properties
4.750%, 12/15/26		50		51
ERP Operating
4.625%, 12/15/21		120		126
4.150%, 12/01/28		50		53
Essex Portfolio
3.375%, 04/15/26		100		99
GLP Capital
5.750%, 06/01/28		15		16
5.375%, 11/01/23		15		16
5.375%, 04/15/26		25		26
5.250%, 06/01/25		15		15
4.875%, 11/01/20		40		41
Healthcare Trust of America Holdings
3.750%, 07/01/27		100		98
Highwoods Realty
4.200%, 04/15/29		50		51
Hospitality Properties Trust
5.250%, 02/15/26		100		102
5.000%, 08/15/22		100		103
Host Hotels & Resorts
3.750%, 10/15/23		100		100
Kilroy Realty
3.450%, 12/15/24		50		50


Description	Face Amount (000)		Value (000)

Kimco Realty
3.300%, 02/01/25	$	1,484	$	1,470
3.200%, 05/01/21		50		50
2.700%, 03/01/24		1,934		1,870
Liberty Property
4.125%, 06/15/22		100		103
Mid-America Apartments
3.950%, 03/15/29		50		51
3.600%, 06/01/27		25		25
National Retail Properties
4.000%, 11/15/25		35		36
3.600%, 12/15/26		100		100
Office Properties Income Trust
4.250%, 05/15/24		50		48
Omega Healthcare Investors
4.375%, 08/01/23		50		51
Prologis
3.875%, 09/15/28		35		37
Realty Income
3.875%, 04/15/25		25		26
3.250%, 10/15/22		100		102
Regency Centers
3.600%, 02/01/27		30		30
Simon Property Group
3.375%, 10/01/24		125		128
3.300%, 01/15/26		100		100
2.625%, 06/15/22		250		250
UDR
4.400%, 01/26/29		25		26
4.000%, 10/01/25		50		52
Ventas Realty
4.250%, 03/01/22		100		103
3.750%, 05/01/24		50		51
2.700%, 04/01/20		100		100
VEREIT Operating Partnership
4.875%, 06/01/26		20		21
4.625%, 11/01/25		50		52
4.600%, 02/06/24		15		15
4.125%, 06/01/21		10		10
Welltower
5.250%, 01/15/22		100		105
4.950%, 09/01/48		100		106
Weyerhaeuser
4.625%, 09/15/23		100		106
WP Carey
4.600%, 04/01/24		50		52

				9,010


Utilities – 3.0%
1MDB Energy
5.990%, 05/11/22		1,000		1,023
ABY Transmision Sur
6.875%, 04/30/43 (B)		247		275
AEP Transmission
3.100%, 12/01/26		150		148
Alabama Power
4.300%, 07/15/48		30		32


Description	Face Amount (000)		Value (000)

Ameren Illinois
4.500%, 03/15/49	$	25	$	28
American Electric Power
4.300%, 12/01/28		2,004		2,126
3.650%, 12/01/21		35		36
American Water Capital
4.200%, 09/01/48		100		104
3.400%, 03/01/25		100		102
Arizona Public Service
4.500%, 04/01/42		100		106
3.150%, 05/15/25		50		50
Atmos Energy
4.125%, 03/15/49		20		21
3.000%, 06/15/27		65		64
Berkshire Hathaway Energy
6.125%, 04/01/36		200		251
3.750%, 11/15/23		100		104
Black Hills
4.350%, 05/01/33		30		31
CenterPoint Energy
4.250%, 11/01/28		25		26
3.850%, 02/01/24		25		25
3.600%, 11/01/21		10		10
2.500%, 09/01/22		50		49
CenterPoint Energy Houston Electric
4.250%, 02/01/49		25		27
2.250%, 08/01/22		100		99
Cleco Corporate Holdings
3.743%, 05/01/26		100		98
CMS Energy
3.000%, 05/15/26		40		39
Cometa Energia
6.375%, 04/24/35 (B)		1,471		1,438
Connecticut Light & Power
4.000%, 04/01/48		25		26
Consolidated Edison of New York
4.450%, 03/15/44		150		158
4.000%, 12/01/28		100		106
3.875%, 06/15/47		100		98
3.800%, 05/15/28		50		52
Consumers Energy
4.350%, 04/15/49		100		111
Delmarva Power & Light
4.150%, 05/15/45		423		433
Dominion Energy
5.950%, 06/15/35		1,258		1,472
4.050%, 09/15/42		150		144
2.962%, 07/01/19		1,600		1,600
2.750%, 01/15/22		100		99
2.579%, 07/01/20		45		45
Dominion Energy Gas Holdings
2.500%, 12/15/19		1,300		1,296
DTE Electric
3.950%, 03/01/49		70		72
3.750%, 08/15/47		100		99
Duke Energy
3.750%, 09/01/46		200		187
2.650%, 09/01/26		150		143


Description	Face Amount (000)		Value (000)

Duke Energy Carolinas
5.300%, 02/15/40	$	300	$	362
3.700%, 12/01/47		100		98
3.050%, 03/15/23		100		101
2.950%, 12/01/26		50		49
Duke Energy Florida
3.800%, 07/15/28		50		52
2.100%, 12/15/19		374		373
Duke Energy Progress
3.700%, 09/01/28		50		52
3.450%, 03/15/29		35		36
Edison International
2.400%, 09/15/22		80		74
Enel Generacion Chile
4.250%, 04/15/24		50		51
Entergy
4.000%, 07/15/22		50		51
Entergy Louisiana
4.200%, 04/01/50		50		52
4.000%, 03/15/33		130		137
Eversource Energy
3.300%, 01/15/28		100		99
2.750%, 03/15/22		4,364		4,362
Exelon
5.100%, 06/15/45		1,211		1,355
3.400%, 04/15/26		100		100
Exelon Generation
5.600%, 06/15/42		600		631
FirstEnergy
3.900%, 07/15/27		230		233
FirstEnergy Transmission
5.450%, 07/15/44 (B)		1,181		1,334
4.550%, 04/01/49 (B)		1,079		1,100
4.350%, 01/15/25 (B)		894		932
Florida Power & Light
4.125%, 06/01/48		50		53
3.990%, 03/01/49		50		52
3.700%, 12/01/47		100		100
Fortis
2.100%, 10/04/21		966		945
Georgia Power
4.300%, 03/15/42		926		916
2.000%, 09/08/20		115		114
ITC Holdings
3.650%, 06/15/24		25		25
2.700%, 11/15/22		2,183		2,144
Kansas City Power & Light
3.650%, 08/15/25		100		103
Kentucky Utilities
4.375%, 10/01/45		1,793		1,916
Listrindo Capital BV
4.950%, 09/14/26 (B)		530		513
MidAmerican Energy
4.250%, 07/15/49		2,096		2,230
3.950%, 08/01/47		100		102
Minejesa Capital BV
5.625%, 08/10/37 (B)		870		864


Description	Face Amount (000)		Value (000)

National Fuel Gas
3.950%, 09/15/27	$	50	$	48
Nevada Power
3.700%, 05/01/29		40		41
NextEra Energy Capital Holdings
4.800%, VAR ICE LIBOR USD 3 Month+2.409%, 12/01/77		200		179
3.342%, 09/01/20		5,136		5,173
3.150%, 04/01/24		1,989		1,996
2.900%, 04/01/22		2,233		2,235
NiSource
5.800%, 02/01/42		1,595		1,836
4.375%, 05/15/47		100		101
3.650%, 06/15/23		50		51
2.650%, 11/17/22		20		20
Northern States Power
2.600%, 05/15/23		100		99
2.200%, 08/15/20		50		50
NSTAR Electric
2.375%, 10/15/22		100		99
Oglethorpe Power
5.050%, 10/01/48 (B)		50		55
Oklahoma Gas & Electric
3.800%, 08/15/28		25		26
Oncor Electric Delivery
4.100%, 11/15/48		50		54
ONE Gas
4.500%, 11/01/48		45		50
PacifiCorp
4.100%, 02/01/42		150		155
PECO Energy
3.900%, 03/01/48		15		15
Perusahaan Listrik Negara
6.150%, 05/21/48 (B)		845		939
Pinnacle West Capital
2.250%, 11/30/20		1,009		999
Power Finance
6.150%, 12/06/28 (B)		1,060		1,176
PPL Capital Funding
4.000%, 09/15/47		100		94
3.500%, 12/01/22		150		151
Progress Energy
7.750%, 03/01/31		1,619		2,202
PSEG Power
3.850%, 06/01/23		50		51
3.000%, 06/15/21		50		50
Public Service Electric & Gas
3.650%, 09/01/28		100		103
Public Service Enterprise Group
2.650%, 11/15/22		150		149
Public Service of Colorado
4.100%, 06/15/48		65		68
Puget Energy
6.500%, 12/15/20		100		106
Puget Sound Energy
4.223%, 06/15/48		100		106
Ruwais Power PJSC
6.000%, 08/31/36 (B)		540		632


Description	Face Amount (000)		Value (000)

Sempra Energy
6.000%, 10/15/39	$	1,222	$	1,433
3.800%, 02/01/38		200		183
3.750%, 11/15/25		100		100
3.550%, 06/15/24		100		100
3.400%, 02/01/28		450		434
2.900%, 02/01/23		35		35
South Carolina Electric & Gas
4.350%, 02/01/42		73		77
Southern
4.250%, 07/01/36		150		148
2.350%, 07/01/21		200		198
Southern California Edison
4.875%, 03/01/49		1,274		1,350
4.125%, 03/01/48		718		684
3.650%, 03/01/28		50		49
3.500%, 10/01/23		150		149
Southern Gas Capital
3.250%, 06/15/26		30		29
Southwestern Electric Power
4.100%, 09/15/28		25		26
3.850%, 02/01/48		100		94
2.750%, 10/01/26		50		48
Southwestern Public Service
4.400%, 11/15/48		100		108
State Grid Overseas Investment 2013
3.125%, 05/22/23 (B)		440		441
Tampa Electric
4.450%, 06/15/49		25		26
4.300%, 06/15/48		25		25
Terraform Global Operating
6.125%, 03/01/26 (B)		870		848
Union Electric
3.500%, 04/15/24		150		154
Virginia Electric & Power
3.800%, 04/01/28		100		103
3.500%, 03/15/27		100		102
3.100%, 05/15/25		100		100
WEC Energy Group
3.375%, 06/15/21		65		66
3.100%, 03/08/22		25		25
Wisconsin Electric Power
4.300%, 10/15/48		10		11
Wisconsin Power & Light
3.050%, 10/15/27		100		99
Xcel Energy
2.400%, 03/15/21		2,057		2,042

				62,560

Total Corporate Obligations (Cost $491,120) (000)				497,234


Description	Face Amount (000)		Value (000)

Loan Participations — 9.5%

Aerospace/Defense – 0.0%
Accudyne Industries Borrower S.C.A. / Accudyne Industries, LLC (fka Silver II US Holdings, LLC), Initial Term Loan, 1st Lien
5.499%, VAR LIBOR+3.250%, 08/18/24	$	514	$	514


Airlines – 0.1%
American Airlines, Inc., 2018 Replacement Term Loan
4.240%, VAR LIBOR+1.750%, 06/27/25		1,242		1,207


Automotive – 0.2%
Chassix Inc., Term Loan B
9.750%, 11/15/23		243		241
Chassix, Inc., Initial Loan, 1st Lien
8.375%, 11/15/23		251		249
8.188%, 11/15/23		1		1
Dayco Products, LLC , Term Loan, 1st Lien
6.957%, VAR LIBOR+4.250%, 05/08/23		686		667
Honeywell Technologies Sàrl, Dollar Tranche B Term Loan
5.330%, 09/19/25		995		975
Horizon Global Corporation, 2017 Replacement Term Loan
8.803%, 03/30/21 (A)		229		226
TI Group Automotive Systems, L.L.C., Initial US Term Loan, 1st Lien
4.993%, VAR LIBOR+2.500%, 06/24/22		1,688		1,664

				4,023


Building Materials – 0.2%
American Builders & Contractors Supply Co., Inc., Term B-2 Loan, 1st Lien
4.499%, VAR LIBOR+2.000%, 10/31/23		1,103		1,073
Beacon Roofing Supply, Inc., Initial Term Loan, 1st Lien
4.749%, VAR LIBOR+2.250%, 01/02/25		1,241		1,207
Foundation Building Materials Holding Company LLC, Term Loan, 1st Lien
5.499%, 05/09/25		759		743
Priso Acquisition Corporation (aka PrimeSource Building Products), Term B Loan, 1st Lien
5.493%, VAR LIBOR+3.000%, 05/08/22		716		688

				3,711


Description	Face Amount (000)		Value (000)
Chemicals – 1.2%

AkzoNobel (Starfruit), Term Loan B
5.740%, 10/01/25	$	1,047	$	1,030

Allnex (Luxembourg) & Cy S.C.A. (f/k/a AI Chem & Cy S.C.A.), Tranche B-2 Term Loan, 1st Lien
5.599%, VAR LIBOR+3.250%, 06/02/23		698		693

Allnex (Luxembourg) & Cy S.C.A. (f/k/a AI Chem & Cy S.C.A.), Tranche B-3 Term Loan
5.956%, VAR LIBOR+3.250%, 06/02/23		524		521
5.599%, VAR LIBOR+3.250%, 06/02/23		1		1

Archroma Finance S.a r.l., Facility B2, 1st Lien
6.799%, VAR LIBOR+4.250%, 08/12/24		809		800
6.738%, VAR LIBOR+4.250%, 08/12/24		6		6

Ascend Performance Materials Operations LLC, Term B Loan, 1st Lien
8.053%, VAR LIBOR+5.250%, 08/12/22		491		490

ASP Chromaflo Intermediate Holdings, Inc., Initial Tranche B-1 Term Loan
5.999%, VAR LIBOR+3.500%, 11/20/23		399		394

ASP Chromaflo Intermediate Holdings, Inc., Initial Tranche B-2 Term Loan
5.999%, VAR LIBOR+3.500%, 11/20/23		519		513

Axalta Coating Systems Dutch Holding B B.V. (Axalta Coating Systems U.S. Holdings, Inc.), Term B-3 Dollar Loan, 1st Lien
4.351%, VAR LIBOR+1.750%, 06/01/24		1,578		1,542

Ferro Corporation, Tranche B-1 Term Loan, 1st Lien
4.851%, 02/14/24 (A)		769		757

Flint Group, Term Loan, 1st Lien
5.779%, 09/07/21 (A)		735		677

H.B. Fuller Company, Commitment, 1st Lien
4.488%, VAR LIBOR+2.000%, 10/20/24		779		764

INEOS Styrolution US Holding LLC (fka Styrolution US Holding LLC), New 2024 Dollar Term Loan
4.601%, 03/29/24 (A)		220		217

Ineos US Finance LLC, New 2024 Dollar Term Loan
4.499%, VAR LIBOR+2.000%, 04/01/24		1,490		1,461


Description	Face Amount (000)		Value (000)

Klockner Pentaplast of America, Inc. (fka Kleopatra Acquisition Corp), Dollar Term Loan, 1st Lien
6.743%, VAR LIBOR+4.250%, 06/30/22	$	693	$	606

Messer Industries GmbH, Initial Term B-1 Loan
4.989%, 10/01/25		1,250		1,223

OCI Partners LP, Initial Term Loan, 1st Lien
6.803%, 02/14/25		496		494

Orion Engineered Carbons GmbH, Initial Dollar Term Loan, 1st Lien
4.803%, VAR LIBOR+2.000%, 07/25/24		1,352		1,330

PMHC II, Inc., Initial Term Loan
6.415%, 03/31/25		219		212
6.094%, 03/21/25		237		230
5.993%, 03/31/25		290		282

PQ Corporation, Third Amendment Tranche B-1 Term Loan
5.244%, 02/08/25 (A)		918		907

Pregis Holding I Corporation, Term Loan
6.313%, VAR LIBOR+3.500%, 05/20/21		735		722

Ravago Holdings America, Inc., Term Loan, 1st Lien
5.250%, VAR LIBOR+2.750%, 06/30/23		658		638

Reynolds Group Holdings Inc., Incremental U.S. Term Loan
5.249%, VAR LIBOR+2.750%, 02/05/23		555		548

Reynolds Group Holdings Incremental US Term Loans
5.249%, VAR LIBOR+2.750%, 02/05/23		933		922

Ring Container Technologies Group, LLC, Initial Term Loan
5.243%, VAR LIBOR+2.750%, 10/31/24		742		727

Schenectady International Group, Inc., Initial Term Loan, 1st Lien
7.537%, 10/15/25 (A)		850		848

Spectrum Holdings III Corp., Closing Date Term Loan, 2nd Lien
9.493%, VAR LIBOR+7.000%, 01/26/26		500		478

Tricorbraun Holdings, Inc., Closing Date Term Loan, 1st Lien
6.553%, 11/30/23 (A)		472		469
6.547%, 11/30/23		64		64
6.363%, 11/30/23		48		47

Tronox Blocked Borrower LLC, Blocked Dollar Term Loan
5.499%, VAR LIBOR+3.000%, 09/23/24		449		446


Description	Face Amount (000)		Value (000)

Tronox Finance LLC, Initial Dollar Term Loan
5.499%, VAR LIBOR+3.000%, 09/23/24	$	1,036	$	1,030

U.S. Farathane, LLC, Term B-4 Loan, 1st Lien
6.303%, VAR LIBOR+3.500%, 12/31/21		1,177		1,139

Univar USA Inc., Term B-3 Loan, 1st Lien
4.749%, VAR LIBOR+2.500%, 07/01/24		1,024		1,011

Vantage Specialty Chemicals, Inc., Closing Date Term Loan, 1st Lien
6.129%, 10/28/24		456		447
5.999%, VAR LIBOR+4.000%, 10/28/24		534		523

Vantage Specialty Chemicals, Inc., Initial Loan
10.851%, VAR LIBOR+8.250%, 10/20/25		205		199

Wilsonart LLC, Tranche D Term Loan, 1st Lien
6.060%, VAR LIBOR+3.250%, 12/19/23		493		477


				25,885


Commercial Services – 0.0%

Autokiniton US Holdings, Inc., Closing Date Term B Loan, 1st Lien
6.499%, 05/17/25 (A)		580		572

Belfor, Term Loan B, 1st Lien
0.000%, 02/13/26 (F)		350		352


				924


Communication Services – 0.0%

CPI International, Inc., Initial Term Loan, 1st Lien
9.752%, 07/25/25 (A)		313		306

Flight Bidco Inc., Initial Term Loan, 1st Lien
9.990%, 06/19/26		306		299

Flint Acquisition Company, Inc 12/29/2023 Lien 1
5.660%, 09/07/21 (A)		2		2


				607


Computers & Electronics – 1.1%

Air Newco LLC, 2018 Refinancing Dollar Term B Loan
7.271%, 05/31/24		708		705

Allflex Holdings III, Inc., Initial Term Loan Retired 04/01/2019
5.758%, 06/05/20		518		517

Brooks Automation, Inc., Initial Term B Loan
5.360%, 10/04/24 (A)		1,485		1,455


Description	Face Amount (000)		Value (000)

Campaign Monitor Finance Pty Limited (CM Delaware LLC), Term Loan, 1st Lien
8.053%, VAR LIBOR+5.250%, 03/18/21	$	47	$	45

Cohu, Inc., Initial Term B Loan, 1st Lien
5.813%, 09/19/25		1,164		1,123

CPI International, Inc., Initial Term Loan, 1st Lien
6.002%, VAR LIBOR+3.500%, 07/26/24		362		353

Cypress Intermediate Holdings III, Inc. (fka Jaguar Holding Inc.), Initial Term Loan
5.500%, VAR LIBOR+3.000%, 04/29/24		739		725

Epicor Software Corporation (fka Eagle Parent Inc.), Term B Loan, 1st Lien
5.750%, VAR LIBOR+3.250%, 06/01/22		1,230		1,214

Excelitas Technologies Corp. (fka EXC Holdings III Corp.), Initial USD Term Loan
6.101%, VAR LIBOR+3.500%, 11/15/24		990		984

Go Daddy Operating Company, LLC (GD Finance Co, Inc.), Tranche B-1 Term Loan, 1st Lien
4.743%, VAR LIBOR+2.250%, 02/15/24		984		976

Infor (US), Inc. (fka Lawson Software Inc.) , Tranche B-6 Term Loan
5.243%, VAR LIBOR+2.750%, 02/01/22		1,180		1,174

Kronos Incorporated, Incremental Term Loan, 1st Lien
5.736%, VAR LIBOR+3.000%, 11/01/23		1,511		1,496

MA Financeco., LLC, Tranche B-2 Term Loan, 1st Lien
4.749%, VAR LIBOR+2.500%, 11/19/21		193		188

MA Financeco., LLC, Tranche B-3 Term Loan
4.999%, VAR LIBOR+2.750%, 06/21/24		127		123

MACOM Technology Solutions Holdings, Inc. (fka M/A-COM Technology Solutions Holdings, Inc.), Initial Term Loan, 1st Lien
4.743%, VAR LIBOR+2.250%, 05/07/24		1,067		1,006

Micro Holdings (Internet Brands), Term Loan (2017)
6.236%, 09/13/24 (A)		1,000		985


Description	Face Amount (000)		Value (000)

Micro Holdings (Internet Brands), Term Loan, 2nd Lien
9.986%, VAR LIBOR+7.500%, 08/15/25	$	244	$	239

Microchip Technology Incorporated, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+2.000%, 05/23/25		832		822

Misys Limited, Dollar Term Loan
6.101%, VAR LIBOR+3.500%, 06/13/24		633		610

Oberthur Technologies Holding S.A.S. (fka OT Frenchco 1 SAS), Facility B1 (USD), 1st Lien
6.553%, VAR LIBOR+3.750%, 01/10/24		873		853

Project Alpha, Term Loan B, 1st Lien
0.000%, 04/26/24 (F)		1,136		1,135

Project Ruby Ultimate Parent Corp., New Term Loan
5.993%, VAR LIBOR+3.500%, 02/09/24		1,572		1,546

Seattle SpinCo, Inc., Initial Term Loan, 1st Lien
4.999%, VAR LIBOR+2.750%, 06/21/24		857		834

Solera, LLC (Solera Finance, Inc.), Dollar Term Loan, 1st Lien
5.249%, VAR LIBOR+2.750%, 03/03/23		1,519		1,505

SS&C Technologies Holdings, Inc., Term B-3 Loan, 1st Lien
4.749%, VAR LIBOR+2.500%, 04/16/25		1,103		1,092

SS&C Technologies Holdings, Inc., Term B-4 Loan, 1st Lien
4.749%, VAR LIBOR+2.500%, 04/16/25		422		418

TeamViewer, Term Loan B, 1st Lien
7.553%, 02/22/24		494		491

Vertiv Group Corporation (fka Cortes NP Acquisition Corporation), Term B Loan, 1st Lien
6.629%, VAR LIBOR+4.000%, 11/30/23		703		659


				23,273


Construction – 0.1%

Brand Energy & Infrastructure Services, Inc. (fka FR Brand Acquisition Corp), Initial Term Loan, 1st Lien
7.011%, VAR LIBOR+4.250%, 06/21/24		340		325
6.896%, VAR LIBOR+4.250%, 06/14/24		688		657
6.896%, VAR LIBOR+4.250%, 06/21/24		451		431


				1,413


Description	Face Amount (000)		Value (000)

Consumer Nondurables – 0.1%

Acuity Specialty Products, Inc., Initial Term Loan
6.803%, VAR LIBOR+4.000%, 08/12/24	$	983	$	855

Plaze, Inc., Term Loan
5.989%, VAR LIBOR+3.500%, 07/31/22		487		482


				1,337


Education Services – 0.0%

Learning Care, Term Loan B, 1st Lien
5.821%, 03/13/25 (A)		706		690


Educational Services – 0.0%

Adtalem Global Education Inc., Term B Loan, 1st Lien
5.499%, 04/09/25 (A)		244		242

Prometric Holdings Inc. (fka ETS Holdings Inc.), Initial Term Loan
5.500%, VAR LIBOR+3.000%, 01/17/25		744		732


				974


Energy – 0.0%

Apergy Corp, Term Loan B
5.000%, 04/18/25 (A)		41		40


Entertainment & Leisure – 0.1%

AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Initial Term Loan, 1st Lien
4.734%, VAR LIBOR+2.250%, 12/15/22		1,816		1,814

Seaworld Parks & Entertainment, Inc. (f/k/a SW Acquisitions Co., Inc.), Term B-5 Loan, 1st Lien
5.493%, 04/01/24 (A)		1,247		1,233


				3,047


Entertainment And Leisure – 0.2%

Alterra Mountain Company, Initial Bluebird Term Loan
5.493%, VAR LIBOR+3.000%, 07/31/24		1,489		1,480

Callaway Golf Company, Term Loan, 1st Lien
7.007%, 12/17/25		952		959

Crown Finance US, Inc., Initial Dollar Tranche Term Loan
4.999%, VAR LIBOR+2.500%, 02/28/25		709		691

Topgolf International, Inc., Initial Term Loan, 1st Lien
8.000%, 02/08/26		230		230


				3,360


Description	Face Amount (000)		Value (000)

Entertainment Content – 0.0%

Metro-Goldwyn-Mayer Inc., Initial Term Loan
5.000%, 06/27/25	$	433	$	430


Environmental Services – 0.2%

GFL Environmental Inc., Effective Date Incremental Term Loan
5.499%, 05/30/25 (A)		804		776
5.493%, 05/30/25		425		410

Strategic Materials Holding Corp., Initial Term Loan
10.487%, 10/31/25		500		400
6.487%, VAR LIBOR+3.750%, 11/01/24		743		650

Tunnel Hill Partners, LP, Initial Term Loan, 1st Lien
5.999%, 10/01/25		1,000		991


				3,227


Financial Services – 0.3%

Altisource Solutions, Term Loan B, 1st Lien
6.601%, 03/29/24 (A)		629		612

Citco Funding LLC, 2017 Term Loan, 1st Lien
4.999%, VAR LIBOR+3.000%, 03/23/22		952		942

CPI Acquisition, Inc., Term Loan, 1st Lien
7.349%, VAR LIBOR+4.500%, 08/17/22		400		266

Ditech Holding Corporation (fka Walter Investment Management Corp.), Tranche B Term Loan, 1st Lien
12.500%, VAR LIBOR+6.000%, 06/30/22 (D)		458		311

Hudson River Trading LLC, Repriced Term Loan, 1st Lien
5.993%, 03/20/25		600		597

Jefferies Finance LLC (JFIN Co- Issuer Corporation), Term Loan, 1st Lien
5.313%, VAR LIBOR+2.500%, 07/26/24		741		727

Liquidnet Holdings, Inc., Term Loan
5.743%, 07/15/24		712		708

Newport Group Holdings II, Inc., Initial Term Loan
8.250%, 08/08/25		—		—
6.365%, 08/08/25		193		191

Triton, Term Loan B, 1st Lien
8.493%, 10/31/24		632		582

VFH Parent LLC, Term Loan B, 1st Lien
6.126%, 01/30/26		1,134		1,135


				6,071


Description	Face Amount (000)		Value (000)

Food And Beverage – 0.1%

Arterra Wines Canada, Inc. (fka Canada Inc.), USD Term Loan B-1
5.365%, 12/15/23 (A)	$	490	$	481

United Natural Foods, Inc., Initial Term Loan, 1st Lien
6.749%, 10/18/25		1,650		1,417


				1,898


Forest Products – 0.0%

ProAmpac PG Borrower LLC, Initial Term Loan
8.000%, VAR LIBOR+3.500%, 11/17/23		1		1
6.265%, VAR LIBOR+3.500%, 11/17/23		80		77
6.238%, VAR LIBOR+3.500%, 11/17/23		122		118
6.194%, VAR LIBOR+3.500%, 11/17/23		108		104
5.987%, 11/17/23		178		172


				472


Gaming & Hotels – 0.1%

Belmond Interfin Ltd. (fka Orient- Express Hotels Interfin Ltd.), Dollar Term Loan
5.249%, 07/03/24 (A)		1,683		1,678

Hanjin International Corp., Initial Term Loan
4.982%, VAR LIBOR+2.500%, 09/20/20		1,000		988


				2,666


Gaming And Hotels – 0.3%

Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC), Term B Loan, 1st Lien
5.249%, 12/23/24 (A)		1,495		1,474

CBAC Borrower, LLC, Term B Loan, 1st Lien
6.499%, VAR LIBOR+4.000%, 07/08/24		503		499

ESH Hospitality, Inc., Third Repriced Term Loan
4.499%, 08/30/23 (A)		702		697

Golden Nugget, Inc., Initial B Term Loan, 1st Lien
5.243%, VAR LIBOR+2.750%, 10/04/23		643		636
5.234%, VAR LIBOR+2.750%, 10/04/23		511		505

Las Vegas Sands, LLC, Refinancing Term Loan (2018)
4.249%, 03/27/25 (A)		995		976


Description	Face Amount (000)		Value (000)

MGM Growth Properties Operating Partnership LP, Term B Loan, 1st Lien
4.499%, VAR LIBOR+2.000%, 04/25/23	$	760	$	749

Playa Resorts Holding B.V., Initial Term Loan, 1st Lien
5.250%, VAR LIBOR+2.750%, 04/05/24		—		—

Stars Group Holdings B.V., USD Term Loan, 1st Lien
6.303%, 06/27/25		48		48
6.101%, 07/10/25		618		616


				6,200


Health Care – 0.1%

Prospect Medical Holdings, Inc., Term B-1 Loan
7.992%, 02/16/24		1,488		1,351


Healthcare – 0.3%

Bausch Health Companies Inc., Initial Term Loan, 1st Lien
5.481%, VAR LIBOR+3.000%, 06/02/25		1,638		1,626

Bulldog Purchaser Inc., Delayed Draw Term Loan
1.875%, 08/22/25		38		37

Bulldog Purchaser Inc., Initial Term Loan
6.243%, 08/22/25		960		945

Carestream Health, Inc., Extended Term Loan
8.249%, 02/28/21		142		139

Endo Luxembourg Finance Company I S.a r.l., Initial Term Loan, 1st Lien
6.750%, VAR LIBOR+4.250%, 04/27/24		879		862

Lifescan Global Corporation, Initial Term Loan
8.797%, 10/01/24 (A)		513		492

Sterigenics-Nordion Holdings, LLC, Incremental Term Loan, 1st Lien
5.493%, VAR LIBOR+3.000%, 05/15/22		1,241		1,218

Surgery Center Holdings, Inc., Initial Term Loan, 1st Lien
5.750%, VAR LIBOR+3.250%, 09/02/24		873		857


				6,176


Home Furnishings – 0.1%

Comfort Holding, LLC, Initial Term Loan
12.493%, VAR LIBOR+10.000%, 01/31/25		292		289
7.243%, VAR LIBOR+4.750%, 02/05/24		843		839


Description	Face Amount (000)		Value (000)

Serta Simmons Bedding, LLC, Initial Term Loan
5.989%, VAR LIBOR+3.500%, 10/20/23	$	232	$	171
5.981%, VAR LIBOR+3.500%, 10/20/23		823		607


				1,906


Housing – 0.0%

Installed Building Products, Term Loan B (2018)
4.999%, 04/15/25 (A)		997		969


Industrial Services – 0.0%

SiteOne Landscape Supply, LLC (fka John Deere Landscapes LLC), Tranche E Term Loan
5.240%, 10/24/29		780		773


Information Technology – 0.0%

Mitchell International, Inc., Initial Term Loan
5.749%, 11/29/24 (A)		622		597


Insurance – 0.4%

Acrisure, LLC, 2017-2 Refinancing Term Loan
6.879%, VAR LIBOR+4.250%, 11/22/23		1,075		1,066

Acrisure, LLC, 2018-1 Additional Term Loan
6.379%, 11/22/23		498		490

Alliant Holdings Intermediate, LLC, Initial Term Loan (2018)
5.232%, VAR LIBOR+3.000%, 05/09/25		1,402		1,345

HIG Finance 2 Limited, Initial Dollar Term Loan
6.000%, 12/13/24		973		968

Hub International Limited, Initial Term Loan
5.375%, 04/25/25		3		3

Hub International, Ltd., Cov-Lite, Term Loan B, 1st Lien
5.515%, 04/25/25		1,242		1,199

NFP Corp., Term B Loan, 1st Lien
5.493%, VAR LIBOR+3.000%, 12/09/23		1,695		1,632

Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.), Initial Term Loan, 1st Lien
5.749%, 12/31/25		906		886

Viant Medical Holdings, Inc., Initial Term Loan
10.553%, 06/26/26		122		122


				7,711


Description	Face Amount (000)		Value (000)

Investment Company – 0.0%

EIG Management Company, LLC, Initial Term Loan
6.236%, 01/31/25	$	447	$	444

StepStone Group, Term Loan B, 1st Lien
6.493%, 03/14/25		481		479


				923


Leasing – 0.1%

Avolon TLB Borrower 1 (US) LLC, Term B-3 Loan, 1st Lien
4.488%, VAR LIBOR+2.000%, 01/15/25		790		783

Fly Funding II S.à r.l., Loan, 1st Lien
4.600%, VAR LIBOR+2.000%, 08/09/19		654		643

USS Ultimate Holdings, Inc., Initial Term Loan
6.243%, VAR LIBOR+3.750%, 08/09/24		363		360


				1,786


Machinery – 0.3%

Airxcel, Inc., Initial Term Loan
6.999%, VAR LIBOR+4.500%, 04/25/25		746		686

Airxcel, Inc., Initial Term Loan, 1st Lien
11.249%, 04/27/26		500		440

Altra Industrial Motion Corp., Term Loan, 1st Lien
4.499%, 09/26/25		978		959

Clark Equipment Company, Repriced Term Loan, 1st Lien
4.601%, VAR LIBOR+2.000%, 05/18/24		935		916

CPM Holdings, Inc., Initial Term Loan
10.749%, 10/24/26		247		243
6.249%, 10/24/25		367		363

Douglas Dynamics L.L.C., 2017 Replacement Term Loan Facility, 1st Lien
5.500%, 12/31/21 (A)		354		353

Graftech International Ltd., Initial Term Loan, 1st Lien
5.999%, VAR LIBOR+3.500%, 02/12/25		1,149		1,145

Pro Mach Group, Inc., Initial Term Loan
5.489%, 03/07/25		748		722


				5,827


Manufacturing – 0.1%

Blount International, Inc., Term Loan
6.249%, 04/12/23		496		495

LTI Boyd Corporation, Term Loan B
5.993%, 09/06/25		668		642


Description	Face Amount (000)		Value (000)

Pelican Products, Inc., Term Loan
10.231%, 04/17/26	$	88	$	84
5.981%, VAR LIBOR+3.500%, 04/19/25		69		68

Utex Industries, Term Loan, 1st Lien
6.493%, 05/14/21 (A)		400		384


				1,673


Media – 0.4%

Altice Financing S.A., March 2017 Refinancing Term Loan
5.234%, 07/15/25		938		892

Charter Communications Operating, LLC (aka CCO Safari LLC), Term B Loan, 1st Lien
4.500%, VAR LIBOR+2.000%, 04/30/25		1,419		1,408

CSC Holdings, LLC (fka CSC Holdings, Inc.), March 2017 Refinancing Term Loan
4.734%, VAR LIBOR+2.250%, 07/17/25		753		730

Metro-Goldwyn-Mayer Inc., Initial Term Loan
7.000%, 06/29/26		526		502

NEP Group, Inc., Initial Dollar Term Loan
5.743%, 10/20/25		750		743

NEP Group, Inc., Initial Loan
9.493%, 10/05/26		500		490

Numericable U.S. LLC, USD TLB- [12] Term Loan
6.171%, VAR LIBOR+3.000%, 01/31/26		1,484		1,404

Technicolor S.A., First Incremental U.S. Term Loan
5.379%, VAR LIBOR+2.750%, 12/06/23		490		434

Virgin Media Bristol LLC, K Facility, 1st Lien
4.984%, 01/15/26 (A)		1,000		989

Ziggo Secured Finance Partnership, Term Loan E Facility, 1st Lien
4.984%, VAR LIBOR+2.500%, 04/15/25		1,250		1,216


				8,808


Medical Devices – 0.0%

MedPlast Holdings Inc., Term Loan, 1st Lien
6.553%, 06/26/25		223		223


Metals & Mining – 0.1%

Dynacast International LLC, Term B- 2 Loan, 1st Lien
5.851%, VAR LIBOR+3.250%, 01/28/22		1,239		1,216


Description	Face Amount (000)		Value (000)

Metals/Minerals – 0.1%

Atkore International, Inc., Term Loan (2016)
5.360%, VAR LIBOR+2.750%, 12/22/23	$	1,211	$	1,196


Oil & Gas – 0.2%

Apergy Corporation, Initial Term Loan, 1st Lien
7.000%, 04/18/25		459		455

BCP Raptor, LLC, Initial Term Loan, 1st Lien
6.879%, VAR LIBOR+4.250%, 06/24/24		465		436

EG Group Limited, Second Lien Facility (USD), 1st Lien
10.813%, 03/23/26		500		498

Limetree Bay Terminals, LLC (Limetree Bay Financing, LLC), Advance, 1st Lien
6.493%, VAR LIBOR+4.000%, 02/15/24		729		702

Lucid Energy Group II Borrower, LLC, Initial Term Loan, 1st Lien
5.486%, VAR LIBOR+3.000%, 02/17/25		993		938

Oryx Southern Delaware Holdings LLC, Initial Term Loan, 1st Lien
5.743%, VAR LIBOR+3.250%, 02/28/25		611		590

PES Holdings, LLC, Tranche C Loan
3.303%, 12/31/22		560		431

Seadrill Operating LP (Seadrill Partners Finco LLC), Initial Term Loan, 1st Lien
8.601%, VAR LIBOR+6.000%, 02/21/21		341		283

Traverse Midstream Partners LLC, Advance, 1st Lien
6.600%, VAR LIBOR+4.000%, 09/27/24		776		774


				5,107


Personal Services – 0.1%

William Morris Endeavor Entertainment, LLC (IMG Worldwide Holdings, LLC), Term B-1 Loan, 1st Lien
5.360%, VAR LIBOR+2.750%, 05/16/25		1,516		1,434
5.250%, VAR LIBOR+2.750%, 05/16/25		138		131


				1,565


Professional & Business Services – 0.9%

Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Incremental Term Loan, 1st Lien
6.743%, 07/28/22		500		487


Description	Face Amount (000)		Value (000)

Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial Term Loan
6.243%, VAR LIBOR+3.750%, 07/28/22	$	487	$	470

ASGN Incorporated (fka On Assignment, Inc.), Initial Term B-2 Loan
4.493%, VAR LIBOR+2.000%, 02/21/25		445		442

athenahealth, Inc., Term B Loan
7.197%, 02/11/26		1,292		1,272

Avantor, Inc., Initial B-1 Dollar Term Loan
6.249%, VAR LIBOR+4.000%, 11/21/24		1,442		1,443

BCP Renaissance Parent L.L.C., Initial Term Loan, 1st Lien
6.244%, VAR LIBOR+3.500%, 10/31/24		464		462

Casmar Holdings (Australia) Pty Limited, Initial Term Loan
6.993%, VAR LIBOR+4.500%, 12/08/23		489		413

Cast & Crew Payroll, LLC, Initial Term Loan
6.500%, 02/09/26		538		540

Change Healthcare Holdings, Inc. (fka Emdeon Inc.), Closing Date Term Loan, 1st Lien
5.249%, VAR LIBOR+2.750%, 03/01/24		1,591		1,568

Explorer Holdings, Inc., Initial Term Loan, 1st Lien
6.553%, VAR LIBOR+3.750%, 04/12/23		249		246

Flex Acquisition Company, Inc., Initial Term Loan, 1st Lien
5.626%, VAR LIBOR+3.000%, 12/29/23		1,474		1,425
4.695%, VAR LIBOR+3.000%, 12/29/23		4		4

Focus Financial Partners, LLC, Tranche B-2 Term Loan
4.999%, 07/03/24		878		874

Fortress Investment, Term Loan B (2018)
4.499%, 12/27/22 (A)		1,250		1,240

GHX Ultimate Parent Corporation, Initial Term Loan
5.851%, VAR LIBOR+3.000%, 06/21/24		742		726

Inovalon Holdings, Inc., Term Loan, 1st Lien
6.000%, VAR LIBOR+3.500%, 04/02/25		1,494		1,488

Safe Fleet Holdings LLC, Initial Term Loan
5.490%, VAR LIBOR+3.000%, 02/03/25		744		723


Description	Face Amount (000)		Value (000)

Tempo Acquisition, LLC, Initial Term Loan, 1st Lien
5.499%, VAR LIBOR+3.000%, 05/01/24	$	1,418	$	1,403

Western Dental Services, Inc., 1st Lien
7.743%, 06/23/23		1,196		1,166

Western Dental, Incremental Term Loan B, 1st Lien
6.993%, 06/30/23		163		157

WEX Inc., Term B-2 Loan, 1st Lien
4.743%, VAR LIBOR+2.250%, 06/30/23		1,484		1,468


				18,017


Real Estate – 0.3%

Capital Automotive L.P., Initial Tranche B Term Loan
8.500%, VAR LIBOR+6.000%, 03/21/25		470		469

Capital Automotive L.P., Initial Tranche B-2 Term Loan
5.000%, VAR LIBOR+2.500%, 03/21/24		1,482		1,466

Forest City Enterprises, L.P., Initial Term Loan, 1st Lien
6.481%, 12/08/25		526		527

iStar Inc. (fka iStar Financial Inc.), Loan, 1st Lien
5.237%, VAR LIBOR+3.000%, 07/01/20		1,126		1,116

RE/MAX, LLC (fka RE/MAX International, LLC), Term Loan, 1st Lien
5.243%, VAR LIBOR+2.750%, 12/15/23		489		483

RHP Hotel Properties, LP, Tranche B Term Loan, 1st Lien
4.780%, VAR LIBOR+2.000%, 05/11/24		737		729

VICI Properties 1 LLC, Term B Loan, 1st Lien
4.491%, 12/20/24 (A)		1,164		1,143


				5,933


Restaurants – 0.1%

Miller’s Ale House, Inc., Term B Loan, 1st Lien
7.240%, 05/26/25		993		973

Miller’s Ale House, Inc., Term Loan, 1st Lien
9.250%, 05/26/25		3		3


				976


Retail Food & Drug – 0.0%

GOBP Holdings, Inc., Initial Term Loan
6.553%, 10/22/25		810		799


Description	Face Amount (000)		Value (000)

Retailing – 0.5%

1011778 B.C. Unlimited Liability Company (New Red Finance, Inc.) (aka Burger King/Tim Hortons), Term B-3 Loan, 1st Lien
4.749%, VAR LIBOR+2.250%, 02/16/24	$	751	$	739
4.743%, VAR LIBOR+2.250%, 02/16/24		609		599

Belron Finance US LLC, Initial Term B Loan, 1st Lien
4.989%, VAR LIBOR+2.500%, 11/07/24		990		978

EG Group Limited, Additional Facility Loan (USD)
6.813%, VAR LIBOR+4.000%, 02/07/25		1,154		1,126

Flynn Restaurant Group LP, Initial Term Loan
9.490%, 06/22/26		532		508
5.999%, 06/20/25		1,282		1,239

IRB Holding Corp., Term B Loan, 1st Lien
5.739%, 02/05/25		1,494		1,455
5.690%, 02/05/25		3		3

K-Mac Holdings Corp., Initial Term Loan
9.236%, VAR LIBOR+6.750%, 03/09/26		296		292
5.556%, 03/07/25 (A)		500		491

Mister Car Wash Holdings, Inc., Term Loan, 1st Lien
5.745%, VAR LIBOR+3.250%, 08/20/21		1,000		994

Trugreen Limited Partnership, Initial Refinancing Term Loan
6.234%, 03/13/26		989		990

Wand Newco 3, Inc., Initial Term Loan
5.982%, 02/05/26		323		323


				9,737


Securities & Trusts – 0.2%

Achilles Acquisition LLC, Closing Date Term Loan
6.500%, 10/04/25		1,000		991

AI Ladder (Luxembourg) Subco S.a r.l., Facility B, 1st Lien
7.235%, 05/02/25		525		514

AssuredPartners, Inc., 2017 September Refinancing Term Loan
5.743%, VAR LIBOR+3.250%, 10/22/24		1,239		1,197

Compass Group Diversified Holdings LLC, Term Loan
4.999%, VAR LIBOR+2.500%, 04/04/25		640		635


Description	Face Amount (000)		Value (000)

Lions Gate Capital Holdings LLC, Term B Loan, 1st Lien
4.749%, VAR LIBOR+2.250%, 03/24/25	$	744	$	733

RPI Finance Trust, Initial Term Loan B-6
4.499%, VAR LIBOR+2.000%, 03/27/23		712		708

Starfruit Finco B.V. (Starfruit US Holdco LLC), Initial Dollar Term Loan
5.740%, 10/01/25		203		200


				4,978


Shipping & Ship Building – 0.1%

AI Mistral Holdco Limited, Initial Term Loan
5.493%, VAR LIBOR+3.000%, 01/17/24		737		686

Hornblower Sub, LLC (American Queen Sub, LLC), Term Loan
7.101%, 03/28/25 (A)		886		882

International Seaways Operating Corporation, Term Loan, 1st Lien
8.500%, VAR LIBOR+5.500%, 06/22/22		584		589

Navios Maritime Partners L.P (Navios Partners Finance (US) Inc.), Initial Term Loan, 1st Lien
7.600%, VAR LIBOR+5.000%, 09/04/20		913		905


				3,062


Steel – 0.1%

Zekelman Industries, Inc. (fka JMC Steel Group, Inc.), Term Loan, 1st Lien
4.740%, VAR LIBOR+2.250%, 06/14/21		1,305		1,291


Technology – 0.1%

Kofax, Term Loan, 1st Lien
6.749%, 07/07/23		1,000		987


Telecommunications – 0.4%

Centurylink, Term Loan B
5.249%, 01/31/25 (A)		1,000		979

CommScope, Inc., Term Loan B, 1st Lien
0.000%, 02/06/26 (F)		525		524

Flight Bidco Inc., Initial Term Loan
5.990%, 07/23/25		619		609

Level 3 Financing, Inc., Tranche B 2024 Term Loan
4.736%, VAR LIBOR+2.250%, 02/22/24		1,670		1,649


Description	Face Amount (000)		Value (000)

MTN Infrastructure TopCo, Inc., Initial Term Loan, 1st Lien
5.493%, VAR LIBOR+3.000%, 11/15/24	$	850	$	842

SBA Senior Finance II LLC, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+2.000%, 04/11/25		1,215		1,188

Sprint Communications, Inc., Initial Term Loan, 1st Lien
5.000%, VAR LIBOR+2.500%, 02/02/24		1,773		1,725

Zayo Group LLC (Zayo Capital, Inc.), 2017 Incremental Refinancing B-2 Term Facility
4.749%, VAR LIBOR+2.250%, 01/19/24		1,226		1,218


				8,734


Textile & Apparel Mfg. – 0.0%

Champ Acquisition Corporation, Initial Term Loan
8.134%, 12/17/25		619		619


Trading Companies & Distributors – 0.0%

Fastener Acquisition, Inc., Initial Term Loan, 1st Lien
7.053%, 03/21/25		219		214
6.749%, 03/21/25		165		160

SouthernCarlson Inc., Term Loan, 2nd Lien
11.553%, 03/23/26		231		215


				589


Transportation – 0.1%

Agro Merchants North America Holdings, Inc., Effective Date Loan
6.553%, VAR LIBOR+3.750%, 11/15/24		326		322

XPO Logistics, Inc., Refinancing Term Loan (2018)
4.499%, VAR LIBOR+2.000%, 02/24/25		1,046		1,027


				1,349


Utilities – 0.1%

AI Alpine AT BidCo GmbH, Facility B (USD), 1st Lien
5.988%, 10/31/25		1,000		982


Total Loan Participations (Cost $202,005) (000)				197,829


Sovereign Debt — 8.5%

1MDB Global Investments
4.400%, 03/09/23		5,400		5,061

African Development Bank
3.000%, 09/20/23		100		102


Description	Face Amount (000) ⁽¹⁾		Value (000)
2.625%, 03/22/21		125	$	126
2.125%, 11/16/22		50		50

Angolan Government International Bond
9.500%, 11/12/25 (B)		1,490		1,692
9.375%, 05/08/48 (B)		1,450		1,566
8.250%, 05/09/28 (B)		1,260		1,313

Argentine Republic Government International Bond
8.280%, 12/31/33		2,676		2,215
7.625%, 04/22/46		690		543
7.500%, 04/22/26		3,010		2,553
7.125%, 07/06/36		560		430
7.125%, 06/28/17		420		310
6.875%, 01/11/48		1,090		801
5.625%, 01/26/22		940		811
2.500%, 5.250%, 03/31/29 12/31/38 (G)		972		561

Armenia International Bond
7.150%, 03/26/25 (B)		2,215		2,452
6.000%, 09/30/20 (B)		926		946

Asian Development Bank
3.125%, 09/26/28		150		157
2.875%, 11/27/20		150		151
2.750%, 03/17/23		235		239
2.375%, 08/10/27		100		99
2.000%, 01/22/25		100		98
1.750%, 06/08/21		200		197
1.625%, 08/26/20		100		99
1.625%, 03/16/21		200		197

Bahrain Government International Bond
6.750%, 09/20/29 (B)		1,060		1,113

Bonos de la Tesoreria de la Republica en pesos
4.500%, 03/01/26 (CLP)		710,000		1,083

Brazil Notas do Tesouro Nacional Serie F
10.000%, 01/01/27 (BRL)		7,300		1,974

Canada Government International Bond
2.000%, 11/15/22		100		99

Chile Government International Bond
3.240%, 02/06/28		200		203
3.125%, 01/21/26		107		109

Colombia Government International Bond
7.375%, 09/18/37		1,345		1,759
6.125%, 01/18/41		975		1,152
5.200%, 05/15/49		832		895
5.000%, 06/15/45		1,060		1,112
4.500%, 03/15/29		1,070		1,130
4.375%, 07/12/21		200		206
4.000%, 02/26/24		200		206
3.875%, 04/25/27		980		995

Council of Europe Development Bank
2.625%, 02/13/23		30		30

Development Bank of Mongolia
7.250%, 10/23/23 (B)		1,160		1,203


Description	Face Amount (000)		Value (000)

Dominican Republic International Bond
7.450%, 04/30/44 (B)	$	1,205	$	1,359
6.875%, 01/29/26 (B)		1,995		2,190
6.850%, 01/27/45 (B)		250		267
6.600%, 01/28/24 (B)		400		431
6.500%, 02/15/48 (B)		1,165		1,200
5.950%, 01/25/27 (B)		1,415		1,484
5.500%, 01/27/25 (B)		365		375

Ecuador Government International Bond
10.750%, 03/28/22 (B)		790		883
9.650%, 12/13/26 (B)		1,125		1,178
8.875%, 10/23/27 (B)		955		955
8.750%, 06/02/23 (B)		640		670
7.950%, 06/20/24 (B)		1,770		1,761
7.950%, 06/20/24		210		209
7.875%, 01/23/28 (B)		2,905		2,763

Egypt Government International Bond
8.700%, 03/01/49 (B)		990		1,030
8.500%, 01/31/47 (B)		730		744
7.903%, 02/21/48 (B)		1,400		1,356
7.500%, 01/31/27 (B)		1,465		1,534
6.200%, 03/01/24 (B)		420		425
5.577%, 02/21/23 (B)		360		357

El Salvador Government International Bond
7.650%, 06/15/35 (B)		1,000		1,040
6.375%, 01/18/27 (B)		965		946
5.875%, 01/30/25 (B)		720		699

European Bank for Reconstruction & Development
2.750%, 03/07/23		100		102
1.125%, 08/24/20		200		196

European Investment Bank
3.250%, 01/29/24		250		260
3.125%, 12/14/23		150		155
2.875%, 12/15/21		200		203
2.875%, 08/15/23		150		153
2.500%, 03/15/23		295		297
2.375%, 05/13/21		250		250
2.375%, 05/24/27		250		248
2.250%, 03/15/22		150		149
2.125%, 10/15/21		200		199
2.125%, 04/13/26		100		98
2.000%, 12/15/22		150		148
1.375%, 06/15/20		150		148
1.375%, 09/15/21		100		98

Export Credit Bank of Turkey
5.875%, 04/24/19 (B)		200		199

Export Development Canada
2.500%, 01/24/23		100		100
2.000%, 05/17/22		200		198

Export-Import Bank of Korea
2.875%, 01/21/25		200		198
2.500%, 05/10/21		200		199

Financiera de Desarrollo
4.750%, 07/15/25 (B)		950		994

Gabon Government International Bond


Description	Face Amount (000) ⁽¹⁾		Value (000)
6.375%, 12/12/24 (B)		815	$	780

Georgia Government International Bond
6.875%, 04/12/21 (B)		1,660		1,750

Ghana Government International Bond
10.750%, 10/14/30 (B)		2,170		2,641
8.950%, 03/26/51 (B)		480		481
8.627%, 06/16/49 (B)		980		955
7.875%, 08/07/23 (B)		359		375
7.875%, 03/26/27 (B)		570		575
7.625%, 05/16/29 (B)		710		694

Guatemala Government Bond
4.875%, 02/13/28 (B)		1,150		1,140
4.500%, 05/03/26 (B)		910		888

Hashemite Kingdom of Jordan Government AID Bond
2.503%, 10/30/20		200		200

Honduras Government International Bond
8.750%, 12/16/20 (B)		670		719
7.500%, 03/15/24 (B)		530		581
6.250%, 01/19/27 (B)		330		349

Hungary Government Bond
3.000%, 10/27/27 (HUF)		284,000		1,034

Hungary Government International Bond
5.750%, 11/22/23		1,310		1,448

Indonesia Government International Bond
8.500%, 10/12/35 (B)		970		1,381
8.500%, 10/12/35		260		370
4.450%, 02/11/24		200		208
4.350%, 01/11/48		200		197
3.700%, 01/08/22 (B)		210		213

Inter-American Development Bank
3.125%, 09/18/28		150		157
2.625%, 04/19/21		265		266
2.375%, 07/07/27		100		99
2.125%, 11/09/20		250		249
2.125%, 01/15/25		125		123
1.875%, 03/15/21		150		148
1.750%, 04/14/22		150		147
1.750%, 09/14/22		100		98
1.625%, 05/12/20		150		149

International Bank for Reconstruction & Development
2.750%, 07/23/21		250		252
2.500%, 03/19/24		100		101
2.500%, 11/25/24		300		302
2.500%, 07/29/25		150		151
2.250%, 06/24/21		50		50
2.125%, 12/13/21		200		199
2.125%, 02/13/23		100		99
2.000%, 01/26/22		200		198
1.875%, 04/21/20		200		199
1.625%, 03/09/21		150		148
1.375%, 09/20/21		300		293

International Finance
2.875%, 07/31/23		95		97
2.000%, 10/24/22		50		49


Description	Face Amount (000)		Value (000)
1.625%, 07/16/20	$	100	$	99
1.125%, 07/20/21		100		97

Iraq International Bond
5.800%, 01/15/28 (B)		1,225		1,174

Israel Government International Bond
3.150%, 06/30/23		200		203

Ivory Coast Government International Bond
6.125%, 06/15/33 (B)		1,010		930
5.750%, 12/31/32 (B) (D)		1,509		1,428
5.375%, 07/23/24 (B)		1,095		1,070

Japan Bank for International Cooperation
3.375%, 10/31/23		200		206
2.500%, 06/01/22		200		200
2.375%, 04/20/26		200		196
2.250%, 11/04/26		200		193
2.125%, 07/21/20		200		199

Jordan Government International Bond
7.375%, 10/10/47 (B)		550		540

Kenya Government International Bond
8.250%, 02/28/48 (B)		385		390
7.250%, 02/28/28 (B)		390		394
6.875%, 06/24/24 (B)		1,485		1,524

Korea Development Bank
2.500%, 01/13/21		200		199

Korea International Bond
2.750%, 01/19/27		200		198

Kreditanstalt fuer Wiederaufbau
3.125%, 12/15/21		150		153

Landwirtschaftliche Rentenbank
3.125%, 11/14/23		150		155
2.500%, 11/15/27		150		149

Lebanon Government International Bond
7.000%, 03/23/32		655		509
6.850%, 03/23/27		310		249
6.750%, 11/29/27		675		535
6.650%, 11/03/28		246		193
6.650%, 02/26/30		220		169
6.600%, 11/27/26		527		421
6.200%, 02/26/25		697		568

Mexico Government International Bond
5.550%, 01/21/45		300		329
4.350%, 01/15/47		200		187
4.150%, 03/28/27		975		991
4.125%, 01/21/26		200		204
3.750%, 01/11/28		200		198

Mongolia Government International Bond
10.875%, 04/06/21 (B)		2,460		2,741
8.750%, 03/09/24 (B)		750		842
5.625%, 05/01/23 (B)		745		753
5.125%, 12/05/22		490		489
5.125%, 12/05/22 (B)		340		339

Nigeria Government International Bond


Description	Face Amount (000) ⁽¹⁾		Value (000)
7.875%, 02/16/32 (B)		970	$	1,007
7.696%, 02/23/38 (B)		960		953
7.625%, 11/21/25 (B)		820		874
7.143%, 02/23/30 (B)		965		965
6.500%, 11/28/27 (B)		1,250		1,235

Nordic Investment Bank
1.500%, 09/29/20		200		197

Oesterreichische Kontrollbank
3.125%, 11/07/23		100		103
2.875%, 03/13/23		50		51
1.875%, 01/20/21		150		149

Oman Government International Bond
6.750%, 01/17/48 (B)		1,400		1,242
6.500%, 03/08/47 (B)		795		694
5.375%, 03/08/27 (B)		775		721
4.750%, 06/15/26 (B)		465		425

Oman Sovereign Sukuk SAOC
4.397%, 06/01/24 (B)		890		841

Panama Government International Bond
9.375%, 04/01/29		535		780
6.700%, 01/26/36		1,455		1,899
4.500%, 05/15/47		200		211
3.875%, 03/17/28		200		208

Peru Government Bond
6.150%, 08/12/32 (PEN) (B)		3,120		988
5.940%, 02/12/29 (PEN) (B)		1,390		441

Perusahaan Penerbit SBSN Indonesia III
4.400%, 03/01/28 (B)		440		452
4.150%, 03/29/27 (B)		1,090		1,101

Peruvian Government International Bond
7.350%, 07/21/25		100		126
6.950%, 08/12/31 (PEN) (B)		1,790		609
6.550%, 03/14/37		1,015		1,367
5.625%, 11/18/50		150		192

Philippine Government International Bond
5.500%, 03/30/26		200		230
4.200%, 01/21/24		200		211
3.700%, 02/02/42		300		305

Poland Government International Bond
4.000%, 01/22/24		125		131
3.000%, 03/17/23		150		151

Province of Alberta Canada
3.300%, 03/15/28		200		207
2.200%, 07/26/22		100		99

Province of British Columbia Canada
2.000%, 10/23/22		100		98

Province of Manitoba Canada
2.125%, 06/22/26		500		478
2.050%, 11/30/20		150		149

Province of New Brunswick Canada
3.625%, 02/24/28		100		105

Province of Ontario Canada
2.500%, 04/27/26		500		493
2.450%, 06/29/22		200		200


Description	Face Amount (000) ⁽¹⁾		Value (000)
1.875%, 05/21/20		150	$	149

Province of Quebec Canada
2.875%, 10/16/24		100		101
2.625%, 02/13/23		200		201
2.500%, 04/20/26		300		297

Provincia de Buenos Aires
7.875%, 06/15/27 (B)		495		360
6.500%, 02/15/23 (B)		450		366

Provincia de Cordoba
7.125%, 06/10/21 (B)		970		840

Qatar Government International Bond
5.103%, 04/23/48 (B)		460		504
4.817%, 03/14/49 (B)		2,695		2,834
3.375%, 03/14/24 (B)		3,795		3,831

Republic of Belarus International Bond
7.625%, 06/29/27 (B)		915		982
6.875%, 02/28/23 (B)		1,550		1,624

Republic of Italy Government International Bond
5.375%, 06/15/33		300		320

Republic of Poland Government Bond
2.750%, 04/25/28 (PLN)		8,180		2,131

Republic of South Africa Government International Bond
5.875%, 06/22/30		600		615
4.300%, 10/12/28		1,870		1,745

Russian Federal Bond - OFZ
8.150%, 02/03/27 (RUB)		130,500		2,000

Russian Foreign Bond - Eurobond
5.250%, 06/23/47 (B)		1,600		1,609
5.100%, 03/28/35 (B)		1,000		1,015
4.750%, 05/27/26		1,000		1,030
4.750%, 05/27/26 (B)		200		206

Saudi Government International Bond
5.250%, 01/16/50 (B)		400		427
4.500%, 04/17/30 (B)		785		824

Senegal Government International Bond
8.750%, 05/13/21 (B)		376		406
6.250%, 05/23/33 (B)		735		706
4.750%, 03/13/28 (EUR) (B)		640		709

Sri Lanka Government International Bond
7.850%, 03/14/29 (B)		1,030		1,075
6.850%, 11/03/25 (B)		1,400		1,409
6.825%, 07/18/26 (B)		770		770
6.750%, 04/18/28 (B)		360		355
6.250%, 10/04/20 (B)		210		213
6.250%, 07/27/21 (B)		395		400
6.200%, 05/11/27 (B)		2,040		1,958
5.875%, 07/25/22 (B)		1,030		1,030
5.750%, 04/18/23 (B)		1,010		996

Turkey Government International Bond
7.375%, 02/05/25		716		719
7.250%, 12/23/23		960		966


Description	Face Amount (000)⁽¹⁾		Value (000)
6.125%, 10/24/28		1,035	$	941
6.000%, 03/25/27		1,445		1,320
5.625%, 03/30/21		1,210		1,194
4.250%, 04/14/26		1,250		1,050

Ukraine Government AID Bonds
1.471%, 09/29/21		200		196

Ukraine Government International Bond
8.994%, 02/01/24 (B)		815		818
7.750%, 09/01/21 (B)		214		212
7.750%, 09/01/22 (B)		2,089		2,062
7.750%, 09/01/23 (B)		744		724
7.750%, 09/01/24 (B)		394		379
7.750%, 09/01/25 (B)		1,024		975
7.750%, 09/01/27 (B)		215		200
7.375%, 09/25/32 (B)		1,510		1,345
0.000%, 05/31/40 (A) (B)		314		200

Uruguay Government International Bond
9.875%, 06/20/22 (UYU) (B)		5,900		175
8.500%, 03/15/28 (UYU) (B)		3,940		102
5.100%, 06/18/50		1,676		1,789
4.975%, 04/20/55		1,100		1,152
4.500%, 08/14/24		100		105
4.375%, 01/23/31		30		31

Venezuela Government International Bond
7.750%, 10/13/19 (D)		705		199
7.650%, 04/21/25 (D)		362		104
7.000%, 03/31/38 (D)		422		120

Zambia Government International Bond
8.970%, 07/30/27 (B)		505		369
5.375%, 09/20/22 (B)		680		486


Total Sovereign Debt (Cost $177,289) (000)				177,112


Asset-Backed Securities — 5.5%

Automotive – 3.2%

American Credit Acceptance Receivables Trust, Ser 2018-2, Cl A
2.940%, 01/10/22 (B)		516		516

American Credit Acceptance Receivables Trust, Ser 2018-3, Cl A
2.920%, 08/12/21 (B)		1,484		1,484

American Credit Acceptance Receivables Trust, Ser 2018-3, Cl B
3.490%, 06/13/22 (B)		413		414

Americredit Automobile Receivables Trust, Ser 2018-1, Cl A2A
2.710%, 07/19/21		1,111		1,111

Americredit Automobile Receivables Trust, Ser 2018-2, Cl B
3.450%, 06/18/24		2,063		2,087

AmeriCredit Automobile Receivables Trust, Ser 2017-4, Cl A2A
1.830%, 05/18/21		924		922


Description	Face Amount (000)		Value (000)

AmeriCredit Automobile Receivables Trust, Ser 2017-4, Cl B
2.360%, 12/19/22	$	1,319	$	1,309

BMW Floorplan Master Owner Trust, Ser 2018-1, Cl A2
2.804%, VAR ICE LIBOR USD 1 Month+0.320%, 05/15/23 (B)		1,721		1,721

Capital Auto Receivables Asset Trust, Ser 2017-1, Cl A2
1.760%, 06/22/20 (B)		28		28

Carmax Auto Owner Trust, Ser 2019-1, Cl A4
3.260%, 08/15/24		2,914		2,967

CarMax Auto Owner Trust, Ser 2016-4, Cl A4
1.600%, 06/15/22		250		246

CarMax Auto Owner Trust, Ser 2017-3, Cl A2A
1.640%, 09/15/20		321		321

CarMax Auto Owner Trust, Ser 2018-2, Cl A4
3.160%, 07/17/23		731		739

CPS Auto Receivables Trust, Ser 2018-A, Cl A
2.160%, 05/17/21 (B)		624		623

CPS Auto Receivables Trust, Ser 2018-D, Cl A
3.060%, 01/18/22 (B)		2,470		2,471

CPS Auto Receivables Trust, Ser 2019-A, Cl A
3.180%, 06/15/22 (B)		2,728		2,732

Credit Acceptance Auto Loan Trust, Ser 2018-1A, Cl A
3.010%, 02/16/27 (B)		1,099		1,100

Credit Acceptance Auto Loan Trust, Ser 2018-3A, Cl A
3.550%, 08/15/27 (B)		835		845

Credit Acceptance Auto Loan Trust, Ser 2019-1A, Cl A
3.330%, 02/15/28 (B)		2,183		2,197

Drive Auto Receivables Trust, Ser 2017-3, Cl B
2.300%, 05/17/21		110		110

Drive Auto Receivables Trust, Ser 2018-1, Cl B
2.880%, 02/15/22		938		938

Drive Auto Receivables Trust, Ser 2018-4, Cl A2A
2.780%, 10/15/20		682		682

Drive Auto Receivables Trust, Ser 2018-4, Cl B
3.360%, 10/17/22		1,818		1,823

Drive Auto Receivables Trust, Ser 2018-4, Cl D
4.090%, 01/15/26		100		102

Drive Auto Receivables Trust, Ser 2019-1, Cl A2A
3.080%, 09/15/21		2,694		2,697


Description	Face Amount (000)		Value (000)

Drive Auto Receivables Trust, Ser 2019-2, Cl B
3.170%, 11/15/23	$	1,599	$	1,606

DT Auto Owner Trust, Ser 2018-2A, Cl B
3.430%, 05/16/22 (B)		1,913		1,920

DT Auto Owner Trust, Ser 2018-3A, Cl A
3.020%, 02/15/22 (B)		2,844		2,845

DT Auto Owner Trust, Ser 2019-1A, Cl A
3.080%, 09/15/22 (B)		3,269		3,271

Exeter Automobile Receivables Trust, Ser 2018-1A, Cl A
2.210%, 05/17/21 (B)		291		291

Exeter Automobile Receivables Trust, Ser 2018-3A, Cl A
2.900%, 01/18/22 (B)		924		924

First Investors Auto Owner Trust, Ser 2018-1A, Cl A1
2.840%, 05/16/22 (B)		628		627

Flagship Credit Auto Trust, Ser 2019- 1, Cl A
3.110%, 08/15/23 (B)		3,127		3,131

Ford Credit Auto Owner Trust, Ser 2017-B, Cl A2A
1.490%, 05/15/20		158		158

Ford Credit Auto Owner Trust, Ser 2017-C, Cl A3
2.010%, 03/15/22		1,197		1,190

Ford Credit Auto Owner Trust, Ser 2019-A, Cl A4
2.850%, 08/15/24		1,859		1,870

GM Financial Automobile Leasing Trust, Ser 2018-2, Cl A3
3.060%, 06/21/21		100		100

GM Financial Consumer Automobile, Ser 2017-1A, Cl A3
1.780%, 10/18/21 (B)		1,962		1,952

GM Financial Consumer Automobile Receivables Trust, Ser 2018-1, Cl A3
2.320%, 07/18/22		1,130		1,126

GM Financial Consumer Automobile Receivables Trust, Ser 2019-1, Cl A3
2.970%, 11/16/23		57		57

Honda Auto Receivables Owner Trust, Ser 2017-4, Cl A3
2.050%, 11/22/21		1,202		1,196

Honda Auto Receivables Owner Trust, Ser 2018-1, Cl A3
2.640%, 02/15/22		180		180

Nissan Auto Receivables Owner Trust, Ser 2018-B, Cl A3
3.060%, 03/15/23		30		30

Nissan Auto Receivables Owner Trust, Ser 2019-A, Cl A2A
2.820%, 01/18/22		2,673		2,676


Description	Face Amount (000)		Value (000)

Nissan Auto Receivables Owner Trust, Ser 2019-A, Cl A3
2.900%, 10/16/23	$	67	$	67

Santander Drive Auto Receivables Trust, Ser 2018-1, Cl D
3.320%, 03/15/24		85		85

Santander Drive Auto Receivables Trust, Ser 2018-4, Cl C
3.560%, 07/15/24		50		51

Santander Drive Auto Receivables Trust, Ser 2019-1, Cl B
3.210%, 09/15/23		1,548		1,555

Santander Drive Auto Receivables Trust, Ser 2019-1, Cl C
3.420%, 04/15/25		1,299		1,309

Toyota Auto Receivables Owner Trust, Ser 2017-D, Cl A3
1.930%, 01/18/22		225		223

Westlake Automobile Receivables Trust, Ser 2019-1A, Cl A2A
3.060%, 05/16/22 (B)		3,553		3,559

World Omni Auto Receivables Trust, Ser 2018-D, Cl A3
3.330%, 04/15/24		5,000		5,092


				67,276


Credit Card – 1.4%

American Express Credit Account Master Trust, Ser 2017-1, Cl A
1.930%, 09/15/22		2,849		2,832

American Express Credit Account Master Trust, Ser 2017-6, Cl A
2.040%, 05/15/23		4,274		4,244

American Express Credit Account Master Trust, Ser 2018-9, Cl A
2.864%, VAR ICE LIBOR USD 1 Month+0.380%, 04/15/26		1,307		1,303

American Express Credit Account Master Trust, Ser 2019-1, Cl A
2.870%, 10/15/24		3,024		3,052

BA Credit Card Trust, Ser 2017-A1, Cl A1
1.950%, 08/15/22		2,103		2,090

Capital One Multi-Asset Execution Trust, Ser 2017-A1, Cl A1
2.000%, 01/17/23		2,123		2,111

Capital One Multi-Asset Execution Trust, Ser 2017-A4, Cl A4
1.990%, 07/17/23		1,427		1,415

Capital One Multi-Asset Execution Trust, Ser 2017-A5, Cl A5
3.064%, VAR ICE LIBOR USD 1 Month+0.580%, 07/15/27		1,924		1,929

Chase Issuance Trust, Ser 2018-A1, Cl A1
2.684%, VAR ICE LIBOR USD 1 Month+0.200%, 04/17/23		2,070		2,069

Citibank Credit Card Issuance Trust, Ser 2014-A1, Cl A1


Description	Face Amount (000)		Value (000)
2.880%, 01/23/23	$	200	$	201

Citibank Credit Card Issuance Trust, Ser 2017-A7, Cl A7
2.862%, VAR ICE LIBOR USD 1 Month+0.370%, 08/08/24		2,742		2,745

Citibank Credit Card Issuance Trust, Ser 2017-A8, Cl A8
1.860%, 08/08/22		250		247

Citibank Credit Card Issuance Trust, Ser 2018-A2, Cl A2
2.818%, VAR ICE LIBOR USD 1 Month+0.330%, 01/20/25		2,078		2,075

Discover Card Execution Note Trust, Ser 2017-A7, Cl A7
2.844%, VAR ICE LIBOR USD 1 Month+0.360%, 04/15/25		2,209		2,207

Discover Card Execution Note Trust, Ser 2018-A5, Cl A5
3.320%, 03/15/24		65		66

Discover Card Execution Note Trust, Ser 2019-A1, Cl A1
3.040%, 07/15/24		80		81

Synchrony Credit Card Master Note Trust, Ser 2018-2, Cl A
3.470%, 05/15/26		200		205


				28,872


Other Asset-Backed Securities – 0.9%

AJAX Mortgage Loan Trust, Ser 2016-C, Cl A
4.000%, 10/25/57 (B)		518		518

AJAX Mortgage Loan Trust, Ser 2017-A, Cl A
3.470%, 04/25/57 (B)		228		227

BANK, Ser 2018-BN15, Cl A4
4.407%, 11/15/61		50		55

Bayview Opportunity Master Fund IIIa Trust, Ser 2017-RN8, Cl A1
3.352%, 11/28/32 (B)		—		—

Bayview Opportunity Master Fund IVa Trust, Ser 2018-RN3, Cl A1
3.672%, 03/28/33 (B)		—		—

Bayview Opportunity Master Fund IVa Trust, Ser 2019-RN2, Cl A1
3.967%, 03/28/34 (B)		435		435

Bayview Opportunity Master Fund Trust, Ser 2018-RN8, Cl A1
4.066%, 09/28/33 (B)		656		659

Bayview Opportunity Master Fund Trust IVb, Ser 2019-RN1, Cl A1
4.090%, 02/28/34 (B)		575		580

CLUB Credit Trust, Ser 2018-P3, Cl A
3.820%, 01/15/26 (B)		2,226		2,237

Ford Credit Floorplan Master Owner Trust, Ser 2017-3, Cl A
2.480%, 09/15/24		150		149

GCAT, Ser 2017-2, Cl A1
3.500%, 04/25/47 (B)		288		286


Description	Face Amount (000)		Value (000)

GCAT, Ser 2018-1, Cl A1
3.844%, 06/25/48 (B)	$	534	$	533

Oak Hill Advisors Residential Loan Trust, Ser 2017-NPL1, Cl A1
3.000%, 06/25/57 (B)		453		453

Oak Hill Advisors Residential Loan Trust, Ser 2017-NPL2, Cl A1
3.000%, 07/25/57 (B)		693		684

PRPM, Ser 2017-2A, Cl A1
3.470%, 09/25/22 (B)		599		598

RCO V Mortgage, Ser 2018-1, Cl A1
4.000%, 05/25/23 (B)		1,384		1,390

Vericrest Opportunity Loan Trust, Ser 2019-NPL3, Cl A1
3.967%, 03/25/49 (B)		1,939		1,942

Verizon Owner Trust, Ser 2019-A, Cl A1A
2.930%, 09/20/23		1,845		1,859

VOLT LXVIII, Ser 2018-NPL4, Cl A1A
4.336%, 07/27/48 (B)		1,175		1,180

VOLT LXX, Ser 2018-NPL6, Cl A1A
4.115%, 09/25/48 (B)		2,198		2,206

VOLT LXXI, Ser 2018-NPL7, Cl A1A
3.967%, 09/25/48 (B)		1,588		1,595

VOLT LXXII, Ser 2018-NPL8, Cl A1A
4.213%, 10/26/48 (B)		1,842		1,854

VOLT LXXV, Ser 2019-NPL1, Cl A1A
4.336%, 01/25/49 (B)		262		264


				19,704


Total Asset-Backed Securities (Cost $115,572) (000)				115,852


U.S. Government Agency Obligations — 0.5%

FFCB
1.680%, 10/13/20		100		99
1.550%, 05/08/20		200		198

FHLB
3.250%, 06/09/28 - 11/16/28		405		425
3.000%, 10/12/21		400		407
2.625%, 05/28/20		250		251
2.500%, 02/13/24		220		222
2.300%, 07/19/22		200		199
2.260%, 10/04/22		150		149
2.200%, 01/29/21		155		154
2.160%, 08/17/22		100		99
2.150%, 09/26/22		200		198
1.875%, 11/29/21		150		148

FHLMC
2.750%, 04/12/22		100		100
2.600%, 04/01/21		100		100
2.500%, 04/23/20		750		750
2.375%, 01/13/22		2,589		2,596

FNMA
2.875%, 09/12/23		500		512
2.625%, 09/06/24		1,399		1,419
2.125%, 04/24/26		200		195


Description	Face Amount (000)		Value (000)
1.875%, 12/28/20	$	131	$	130
1.500%, 06/22/20 - 11/30/20		927		916

Tennessee Valley Authority
5.250%, 09/15/39		200		258
2.875%, 02/01/27		250		253


Total U.S. Government Agency Obligations (Cost $9,703) (000)				9,778


Municipal Bonds — 0.3%

Bay Area, Toll Authority RB
6.263%, 04/01/49		200		285

California State GO
4.600%, 04/01/38		315		336
4.500%, 04/01/33		25		27
3.500%, 04/01/28		25		26
3.375%, 04/01/25		20		21
2.800%, 04/01/21		15		15

California State, Department of Water Resources, Power Supply Revenue RB
2.000%, 05/01/22		100		99

Chicago, O’Hare International Airport RB
4.572%, 01/01/54		150		166
4.472%, 01/01/49		50		55

Florida State, Hurricane Catastrophe Fund RB
2.995%, 07/01/20		150		151

Houston GO
3.961%, 03/01/47		150		154

Illinois State GO
5.100%, 06/01/33		1,445		1,420

Illinois State, Sales Tax Securitization RB
3.820%, 01/01/48		100		93

New Jersey State, Transportation Trust Fund Authority RB
6.561%, 12/15/40		470		607
5.754%, 12/15/28		1,365		1,528

New York State, Dormitory Authority RB
4.946%, 08/01/48		100		103

Pennsylvania State, Commonwealth Financing Authority RB
3.864%, 06/01/38		150		152

Port Authority of New York & New Jersey RB
4.031%, 09/01/48		150		162

South Carolina State, Public Service Authority RB
2.388%, 12/01/23		100		97

Texas State, Permanent University Fund - Texas A&M University System RB
3.660%, 07/01/47		100		100


Description	Face Amount (000)		Value (000)

University of California RB
4.858%, 05/15/12	$	200	$	225
3.349%, 07/01/29		100		103

University of Texas, Taxable Financing System RB
3.354%, 08/15/47		250		238

Wisconsin State RB
3.154%, 05/01/27		200		201


Total Municipal Bonds (Cost $6,198) (000)				6,364

	Shares

Preferred Stock(H) — 0.0%

PES Energy		26,609		86


Total Preferred Stock (Cost $239) (000)				86


Short-Term Investment — 6.1%

State Street Institutional Treasury Money Market Fund, Cl Premier, 2.350% (I)		126,812,640		126,813


Total Short-Term Investment (Cost $126,813) (000)				126,813


Total Investments In Securities — 106.8% (Cost $2,214,522) (000)			$	2,229,383

Percentages are based on net assets of $2,086,698 (000).

A list of the open forward foreign currency contracts held by the Fund at March 31, 2019 is as follows (000):


Counterparty	Maturity Date		Currency to Deliver			Currency to Receive			Unrealized Appreciation (depreciation)
HSBC		04/10/19		EUR	655		USD	747	$	12
HSBC		04/15/19		USD	976		ZAR	14,030		(5)
BNP Paribas		04/15/19		ZAR	14,040		USD	1,009		38
BNP Paribas		04/15/19		USD	1,002		ZAR	14,040		(30)
Brown Brothers
Harriman		05/02/19		USD	2,024		PEN	6,753		7
HSBC		05/02/19		MXN	38,560		USD	1,992		16
Barclays PLC		05/13/19		CLP	739,600		USD	1,084		(2)
BNP Paribas		05/13/19		USD	1,532		CLP	1,006,000		(54)
HSBC		05/21/19		TRY	5,708		USD	974		2
Barclays PLC		05/21/19		USD	1,023		TRY	5,708		(50)
Barclays PLC		05/31/19		USD	123		IDR	1,743,000		(2)
HSBC		06/12/19		HUF	299,221		USD	1,074		24
Barclays PLC		06/13/19		EUR	1,824		USD	2,067		7
HSBC		06/19/19		USD	363		INR	25,570		2
Barclays PLC		06/21/19		PLN	4,427		USD	1,164		8
HSBC		06/21/19		PLN	3,982		USD	1,049		9


									$	(18)

(1)

In U.S. dollars unless otherwise indicated.

(A)

Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

(B)

(C)

Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase.

(D)

Security in default on interest payments.

(E)

Credit-linked note.

(F)

Unsettled bank loan. Interest rate not available.

(G)

Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date.

(H)

There is currently no rate available.

(I)

The rate reported is the 7-day effective yield as of March 31, 2019.

AID — Agency for International Development

ARS — Argentine Peso

BRL — Brazilian Real

CJSC — Closed Joint Stock Company

Cl — Class

CLP — Chilean Peso

EUR — Euro

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GEL — Georgian Lari

GNMA — Government National Mortgage Association

GO — General Obligation

HUF — Hungarian Forint

ICE — Intercontinental Exchange

IDR — Indonesian Rupiah

INR — Indian Rupee

JSC — Joint Stock Company

KZT — Kazakhstan Tenge

LIBOR — London Interbank Offered Rate

LKR — Sri Lanka Rupee

LLC — Limited Liability Company

LP — Limited Partnership

Ltd. — Limited

MXN — Mexican Peso

PEN — Peruvian Sol

PIK — Payment-in-Kind

PJSC — Public Joint Stock Company

PLC — Public Limited Company

PLN —Polish Zloty

RB — Revenue Bond

RUB — Russian Ruble

Ser — Series

TBA — To Be Announced

TRY — Turkish Lira

USD — U.S. Dollar

UYU — Uruguayan Peso

VAR — Variable Rate

ZAR — South African Rand

The following is a list of the level of inputs used as of March 31, 2019, in valuing the Fund’s investments and other financial instruments carried at value (000):


Investments in Securities	Level 1		Level 2		Level 3^		Total
U.S. Treasury Obligations	$	—	$	587,540	$	—	$	587,540
Mortgage- Backed Securities		—		510,775		—		510,775
Corporate Obligations		—		497,234		—		497,234
Loan Participations		—		195,716		2,113		197,829
Sovereign Debt		—		177,112		—		177,112
Asset-Backed Securities		—		115,852		—		115,852
U.S. Government Agency Obligations		—		9,778		—		9,778
Municipal Bonds		—		6,364		—		6,364
Preferred Stock		—		86		—		86
Short-Term Investment		126,813		—		—		126,813

Total Investments in Securities	$	126,813	$	2,100,457	$	2,113	$	2,229,383


Other Financial Instruments	Level 1		Level 2			Level 3		Total
Forward Currency Contracts **
Unrealized Appreciation	$	—	$	125		$	—	$	125
Unrealized Depreciation		—		(143	)		—		(143	)

Total Other Financial Instruments	$	—	$	(18	)	$	—	$	(18	)

A reconciliation of Level 3 investments and disclosures of significant unobservable inputs are presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the period in relation to Net Assets. Management has concluded that Level 3 investments are not material in relation to Net Assets.

**	Forward foreign currency contracts are valued at the unrealized appreciation/(depreciation) on the instrument.

As of March 31, 2019, there were no transfers between Level 1 and Level 2 assets and liabilities. For the period ended March 31, 2019, securities with a total market value of $2,113 (000) were transferred between Level 2 and Level 3. Changes in the classification between Level 2 and Level 3 are due to the availability of observable inputs to determine value. All transfers, if any, are recognized by the Fund at the end of the period.

For the period ended March 31, 2019, there have been no changes to the Fund’s fair value methodologies.

Amounts designated as “—“ are $0 or have been rounded to $0.


	Value 12/31/2018		Purchases at Cost		Proceeds from Sales		Change in Unrealized Appreciation (Depreciation)		Realized Gain (Loss)			Value 3/31/2019		Income
KP Fixed Income Fund	$	200,468	$	12,112	$	(19,724)	$	7,605	$	(555	)	$	199,906	$	-
KP International Equity Fund		32,947		2,649		(3,796)		3,408		71			35,279		-
KP Large Cap Equity Fund		78,597		9,017		(10,351)		9,657		1,582			88,502		-
KP Small Cap Equity Fund		12,946		2,434		(2,023)		1,870		154			15,381		-
Totals	$	324,958	$	26,212	$	(35,894)	$	22,540	$	1,252		$	339,068	$	-


	Value 12/31/2018		Purchases at Cost		Proceeds from Sales		Change in Unrealized Appreciation (Depreciation)		Realized Gain (Loss)			Value 3/31/2019		Income
KP Fixed Income Fund	$	384,055	$	29,168	$	(35,774)	$	14,169	$	(585	)	$	391,033	$	-
KP International Equity Fund		97,325		7,096		(8,987)		9,976		247			105,657		-
KP Large Cap Equity Fund		204,684		22,561		(22,043)		24,072		5,063			234,337		-
KP Small Cap Equity Fund		39,739		7,123		(5,178)		5,799		370			47,853		-
Totals	$	725,803	$	65,948	$	(71,982)	$	54,016	$	5,095		$	778,880	$	-


	Value 12/31/2018		Purchases at Cost		Proceeds from Sales		Change in Unrealized Appreciation (Depreciation)		Realized Gain (Loss)		Value 3/31/2019		Income
KP Fixed Income Fund		$ 395,872		$ 35,452	$	(39,645)	$	14,522		$ (598)	$	405,603	$	-
KP International Equity Fund		166,937		11,293		(11,332)		17,172		345		184,415		-
KP Large Cap Equity Fund		310,376		31,312		(25,416)		38,069		5,935		360,276		-
KP Small Cap Equity Fund		70,134		12,212		(7,215)		10,318		546		85,995		-
Totals		$ 943,319		$ 90,269	$	(83,608)	$	80,081		$ 6,228	$	1,036,289	$	-


	Value 12/31/2018		Purchases at Cost		Proceeds from Sales		Change in Unrealized Appreciation (Depreciation)		Realized Gain (Loss)			Value 3/31/2019		Income
KP Fixed Income Fund		$ 317,485		$ 33,204		$ (36,113)	$	11,635	$	(606	)	$	325,605	$	-
KP International Equity Fund		212,987		12,318		(11,640)		21,831		327			235,823		-
KP Large Cap Equity Fund		349,937		33,172		(23,749)		43,746		5,495			408,601		-
KP Small Cap Equity Fund		89,027		14,777		(7,830)		13,206		490			109,670		-
Totals		$ 969,436		$ 93,471		$ (79,332)	$	90,418	$	5,706		$	1,079,699	$	-


	Value 12/31/2018		Purchases at Cost		Proceeds from Sales		Change in Unrealized Appreciation (Depreciation)		Realized Gain (Loss)			Value 3/31/2019		Income
KP Fixed Income Fund	$	287,371		$ 31,932	$	(33,567)	$	10,630	$	(722	)	$	295,644	$	-
KP International Equity Fund		293,919		14,696		(11,407)		30,171		286			327,665		-
KP Large Cap Equity Fund		420,244		34,996		(21,487)		53,801		4,930			492,484		-
KP Small Cap Equity Fund		121,373		18,742		(8,510)		17,983		586			150,174		-
Totals	$	1,122,907		$ 100,366	$	(74,971)	$	112,585	$	5,080		$	1,265,967	$	-


	Value 12/31/2018		Purchases at Cost		Proceeds from Sales		Change in Unrealized Appreciation (Depreciation)		Realized Gain (Loss)		Value 3/31/2019		Income
KP Fixed Income Fund		$ 216,689		$ 26,102		$ (27,137)		$ 8,197		$ (771)		$ 223,080		$ -
KP International Equity Fund		310,602		15,294		(10,553)		31,847		238		347,428		-
KP Large Cap Equity Fund		403,097		32,540		(18,524)		51,852		4,208		473,173		-
KP Small Cap Equity Fund		127,786		19,948		(8,254)		19,052		458		158,990		-
Totals		$ 1,058,174		$ 93,884		$ (64,468)		$ 110,948		$ 4,133		$1,202,671		$ -


	Value 12/31/2018		Purchases at Cost		Proceeds from Sales		Change in Unrealized Appreciation (Depreciation)		Realized Gain (Loss)		Value 3/31/2019		Income
KP Fixed Income Fund		$ 140,263		$ 18,666		$ (18,754)		$ 5,446		$ (652)		$ 144,969		$ -
KP International Equity Fund		257,387		14,411		(7,998)		26,592		12		290,404		-
KP Large Cap Equity Fund		317,525		26,549		(13,629)		41,005		3,080		374,530		-
KP Small Cap Equity Fund		105,932		16,822		(6,495)		15,748		393		132,400		-
Totals		$ 821,107		$ 76,448		$ (46,876)		$ 88,791		$ 2,833		$ 942,303		$ -