SECURITIES AND EXCHANGE COMMISSION
Washington, D. C. 20549
FORM 11-K
ANNUAL REPORT
Pursuant to Section 15 (d) of the
Securities Exchange Act of 1934
For the fiscal year ended December 31, 2017
Commission File No. 1-442
THE BOEING COMPANY VOLUNTARY INVESTMENT PLAN
THE BOEING COMPANY
100 N. Riverside Plaza
Chicago, Illinois 60606-1596

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The Boeing Company
Voluntary Investment Plan
Employer ID No: 91-0425694
Plan Number: 002
Financial Statements as of December 31, 2017 and 2016 and for the Year Ended December 31, 2017 , Supplemental Schedules as of and for the year ended December 31, 2017 , and Report of Independent Registered Public Accounting Firm

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THE BOEING COMPANY VOLUNTARY INVESTMENT PLAN
TABLE OF CONTENTS  

			
 	  	Page	
REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM	  	1	
FINANCIAL STATEMENTS:	  	 	
Statements of Net Assets Available for Benefits as of December 31, 2017 and 2016	  	2	
Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2017	  	3	
Notes to Financial Statements as of December 31, 2017 and 2016 and for the Year Ended December 31, 2017	  	4	
SUPPLEMENTAL SCHEDULES:	  	 	
Form 5500, Schedule H, Line 4(i) - Schedule of Assets (Held at End of Year) as of December 31, 2017	  	20	
Form 5500, Schedule H, Line 4(a) - Schedule of Delinquent Participant Contributions for the Year Ended December 31, 2017	 	183	
Form 5500, Schedule G, Part III - Schedule of Nonexempt Transactions for the Year Ended December 31, 2017	 	184
	
SIGNATURE	 	185	
 	 	 	
NOTE: All other schedules required by Section 2520.103-10 of the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974 have been omitted because they are not applicable.	  	 	

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REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
To the Employee Benefit Plans Committee and
Members of The Boeing Company Voluntary Investment Plan
The Boeing Company
Chicago, Illinois

Opinion on the Financial Statements

We have audited the accompanying statements of net assets available for benefits of The Boeing Company Voluntary Investment Plan (the "Plan") as of December 31, 2017 and 2016, the related statement of changes in net assets available for benefits for the year ended December 31, 2017, and the related notes (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2017 and 2016, and the changes in net assets available for benefits for the year ended December 31, 2017, in conformity with accounting principles generally accepted in the United States of America.

Basis for Opinion

These financial statements are the responsibility of the Plan's management. Our responsibility is to express an opinion on the Plan's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.

Report on Supplemental Schedules

The supplemental schedules listed in the table of contents have been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The supplemental schedules are the responsibility of the Plan’s management. Our audit procedures included determining whether the supplemental schedules reconcile to the 2017 financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedules. In forming our opinion on the supplemental schedules, we evaluated whether the supplemental schedules, including their form and content, are presented in compliance with the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, such supplemental schedules are fairly stated, in all material respects, in relation to the financial statements as a whole.

/s/ DELOITTE & TOUCHE LLP
Chicago, Illinois
June 14, 2018

We have served as the auditor of the Plan since at least 1990; however, an earlier year cannot be reliably determined.

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THE BOEING COMPANY VOLUNTARY INVESTMENT PLAN
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
AS OF DECEMBER 31, 2017 AND 2016

									
(Dollars in millions)	 	2017		 	2016		
ASSETS:	 	 	 	 	
Investments — interest in Master Trust	 	$	59,573		 	$	49,689		
 	 	 	 	 	
Receivables:	 	 	 	 	
Notes receivable from participants	 	732		 	713		
 	 			 			
NET ASSETS AVAILABLE FOR BENEFITS	 	$	60,305		 	$	50,402		
See notes to financial statements.

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THE BOEING COMPANY VOLUNTARY INVESTMENT PLAN
STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS
FOR THE YEAR ENDED DECEMBER 31, 2017

				
(Dollars in millions)	 	
ADDITIONS:	 	
Net Master Trust activity	$	10,270		
Interest income from notes receivable from participants	25		
Contributions:	 	
Employer	1,494		
Participant	1,842		
Total contributions	3,336		
Total additions	13,631		
DEDUCTIONS — Benefits paid	3,850		
NET ADDITIONS BEFORE ASSET TRANSFER	9,781		
 	 	
ASSETS TRANSFERRED FROM ANOTHER PLAN	122		
 	 	
NET ASSETS AVAILABLE FOR BENEFITS:	 	
Beginning of year	50,402		
End of year	$	60,305		
See notes to financial statements.

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THE BOEING COMPANY VOLUNTARY INVESTMENT PLAN
NOTES TO FINANCIAL STATEMENTS
AS OF DECEMBER 31, 2017 AND 2016 AND FOR THE YEAR ENDED DECEMBER 31, 2017
(Dollars in millions)

1 .	DESCRIPTION OF PLAN	
The following description of The Boeing Company Voluntary Investment Plan (the “VIP” or the “Plan”) provides only general information. Participants, as defined by the Plan (“Members”), should refer to the plan document for a more complete description of the Plan’s provisions.
General  — The Plan is a defined contribution plan intended to qualify under the Internal Revenue Code (“IRC”) as a profit sharing plan with a cash or deferred arrangement and employee stock ownership plan component, and is designed to provide Members with a means of making regular savings for their retirement. An eligible employee of The Boeing Company (the “Company” or “Boeing”) becomes eligible to participate on the first day of employment.
The Plan includes an auto-enrollment provision for newly-eligible employees unless they affirmatively elect not to participate in the Plan. Automatically enrolled Members have their deferral rate set at a percentage of eligible compensation as defined in the plan document and their contributions are invested in a qualified default investment alternative (“QDIA”) until changed by the Members. The current QDIA for the Plan is the custom target date funds.
The assets of the Plan, excluding notes receivable from participants, are held in The Boeing Company Employee Savings Plans Master Trust (the “Master Trust”). Effective July 1, 2017, The Northern Trust Company (“NT”) serves as trustee for the Master Trust. Prior to this change, State Street Bank and Trust Company (“SSBT”) served as trustee for the Master Trust. The Employee Benefit Plans Committee oversees the operation and administration of the Plan. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974 (“ERISA”), as amended.
Contributions  — Members may elect to contribute to the Plan a percentage of their eligible compensation on a pretax, after-tax, Roth, or a combination of those bases, as defined in the plan document and subject to statutory limitations. Members who have attained age 50 before the end of the plan year are eligible to make catch-up contributions, as defined in the plan document and subject to statutory limits. Catch-up contributions are ineligible for an employer-matching contribution. The Plan also accepts certain rollover contributions.
Under the terms of the Plan, Boeing makes employer-matching and Company contributions for eligible Members. Members should refer to the plan document for details.
Members may elect to change contribution percentages to be effective the next pay period after the request is received, or as soon as administratively possible thereafter. The allocation of both Members’ contributions and employer contributions to the funds may be changed at any time and become effective on the day of the change or the next business day, according to the time of the request for a change in relation to the stock market close of business.
Members’ Accounts  — Individual accounts are maintained for each Plan Member. Each Member’s account is credited with the Member’s contributions, employer-matching contributions, Company contributions, and allocations of Plan earnings (losses) from the funds in which the account is invested, and charged with an allocation of certain administrative and investment-related expenses, and Member-specific charges, if applicable. Allocations are based on Member earnings or account balances, as defined by the plan document. The benefit to which a Member is entitled is the benefit that can be provided from the Member’s account.
Investment Funds  — Upon enrollment in the Plan, Members may direct the investment of their contributions and any employer contributions to the investment funds offered under the Plan. These investment funds consisted of common/collective trusts, separately managed U.S. equity accounts, separately managed non-U.S. equity accounts, a separately managed fixed-income account, custom target date funds, a stable value fund (composed of synthetic-guaranteed investment contracts (“synthetic GICs”)), and Boeing common stock, which is The Boeing

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Employee Stock Ownership Plan Stock Fund (the “Boeing Stock Fund”), as of December 31, 2017 and 2016 . Members may elect that dividends received with respect to their investments in the Boeing Stock Fund be distributed to them in cash or reinvested in the Boeing Stock Fund (a dividend payout program). Investment funds are valued daily and Members may elect to change their investment allocations on a daily basis.
Vesting  — Member contributions, employer-matching contributions, Company contributions, and earnings on those contributions are immediately vested.
Withdrawals  — Members may elect to withdraw all or a portion of their accounts, at any time on or after the day the Member attains age 59 1/2. If a Member is under age 59 1/2, withdrawals from his or her accounts are subject to restrictions for certain accounts and certain hardship rules as provided by the Plan. If a Member takes a hardship withdrawal, the Member may continue contributions to the Plan; however, employer-matching contributions will be suspended for six months following the withdrawal.
In addition, a Member may elect to withdraw all or part of his or her employer-matching contribution account before the Member attains age 59 1/2, but only if the Member has attained his or her fifth anniversary of employment. If such a withdrawal is made, employer-matching contributions will be suspended for six months following the withdrawal. Company contributions may be fully withdrawn upon termination of employment. Withdrawals of after-tax contributions and rollover contributions can be made at any time.
In the event of illness or injury and if eligible Members have used all of their regular sick leave benefits, the eligible Members may elect to withdraw, subject to Plan requirements, all or a portion of their salary continuation balance, if applicable.
Notes Receivable from Participants  — Members may borrow from their fund accounts a minimum of one thousand dollars up to a maximum equal to the lesser of fifty thousand dollars or 50% of their account balance (subject to restrictions for certain accounts and minus any current outstanding loan balance), reduced by the highest outstanding loan balance under all of the Company’s savings plans during the last 12 months. Members may have a maximum of two loans outstanding under the Plan at any time. Loans may be additionally limited in accordance with the Plan provisions and/or loan policies and procedures. The interest rate on new loans is set every month and is equal to the prime rate published in the Wall Street Journal as of the last business day of the calendar month immediately preceding the date of the loan. Interest rates on outstanding loans ranged from 3.25% to 9.50% at December 31, 2017 , with loans maturing at various dates through January 2038.
Loan repayment is made through regular payroll deductions for a period of up to 60 months for general loans and over a longer period for loans used to finance the purchase of a principal residence. If a Member’s employment terminates for any reason, and the loan balances are not paid in full by the termination date, the Member may continue to make monthly loan repayments until the loan is scheduled to be paid off. A loan will generally be subject to default if a payment has not been made for 90 days, an outstanding loan balance remains 30 days after the scheduled payoff date, or the Member takes a full distribution of his or her net account balance before the loan is paid off. If the loan defaults, the loan balance will become taxable income to the Member.
Benefit Payments  — Upon termination of service, a Member may elect to receive a lump-sum amount equal to the full value of the Member’s vested interest in his or her account; a partial payment amount; or monthly, quarterly, semiannual, or annual installments of a fixed dollar amount or for a specific number of years, up to 10 years. Generally, a Member may also elect to have all or a portion of his or her Boeing Stock Fund balance paid in shares and/or cash. A Member also has the option to elect to apply all or a part of his or her account toward the purchase of an annuity contract with payments for a specified number of years, from a provider made available by the Plan administrator in accordance with the procedures established by the Plan administrator. If a Member makes no election, annual distributions of the required minimum amount will generally begin after age 70 ½, in accordance with applicable Plan provisions. Notwithstanding the foregoing, following a Member’s termination of service, if his or her account balance is one thousand dollars or less, it will automatically be paid out to the Member in accordance with applicable Plan provisions.
Assets Transferred from Another Plan — Effective January 1, 2017, the Aviall, Inc. Employee Savings Plan (“Aviall Plan”) was merged into the Plan. All assets and liabilities of the Aviall Plan were transferred to the Plan. The net assets transferred totaled $122, including $5 of notes receivable from participants.

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2 .      SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
Basis of Accounting  — The accompanying financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America (“GAAP”).
Use of Estimates  — The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and changes therein and the disclosure of contingent assets and liabilities. Actual results could differ from those estimates.
Risks and Uncertainties  — The Plan utilizes various investment instruments. Investment securities, in general, are exposed to various risks, such as interest rate risk, credit risk, and overall market volatility. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the values of investment securities will occur in the near term and that such changes could materially affect the amounts reported in the financial statements.
Valuation of Investments — Investments in the Master Trust are stated at fair value, except for fully benefit-responsive investment contracts (“FBRICs”) or synthetic GICs, which are reported at contract value. Fair value of a financial instrument is the price that would be received to sell an asset or paid to transfer a liability (exit price) in an orderly transaction between market participants at the measurement date. Securities traded in markets that are not considered active may be valued using unobservable inputs, such as less recent trade prices, single broker-dealer quotations, related yield curves, and other assumptions about the security. Contract value is the amount Members would receive if they were to initiate permitted transactions under the terms of the Plan (see Note 3). The Master Trust’s investments, as discussed in Note 4, are valued as follows:

•	Common stock, including Boeing common stock, preferred stock, and other investments (rights, warrants, exchange-traded funds, exchange-traded options, and other exchange-traded derivatives) traded in active markets on national and international exchanges are primarily valued using a market approach based on the closing market prices of identical instruments on the last trading day of the year. The other exchange-traded derivatives are included in other receivables and other liabilities on the Master Trust’s statements of net assets available for benefits.	

•	Forward and spot currency contracts are valued using a market value approach based on spot foreign currency rates if the contract tenor is two days or less and on interpolated forward rates for any contracts with a tenor greater than two days. Forward and spot currency contracts are included in other receivables and other liabilities on the Master Trust’s statements of net assets available for benefits.	

•	Investments in common/collective trust funds are valued based on the year-end unit net asset value (“NAV”). The NAV is used as a practical expedient to estimate fair value. Unit values are determined by the issuer or third party administrator by dividing the fair values of the total net assets at year-end by the outstanding units. There were no unfunded commitments, no restrictions on redemption frequency, and no advance notice periods required for redemption for these investments.	

•	Synthetic GICs are stated at contract value. There are no reserves against contract value for credit risk of the contract issuer. The fixed-income securities underlying the contracts were valued based on the pricing methodology stated below for fixed-income securities.	

•	Fixed-income securities, including government and agency securities, corporate bonds, and mortgage and asset-backed securities, are primarily valued using a market approach using matrix pricing, which considers a security’s relationship to other securities for which quoted prices in an active market may be available, or alternatively based on an income approach, which uses valuation techniques to convert future cash flows to a single present value amount. The valuation approach is designed to maximize the use of observable inputs, such as observable trade prices, multiple broker-dealer quotations, related yield curves, and other assumptions about the security (prepayment projections, cash flows, other security characteristics, etc.) and minimize unobservable inputs. The securities are valued as of the last trading day of the year. Fixed-income instruments that have a delayed future settlement such as to-be-announced securities (“TBAs”) are valued similarly to fixed-income securities in active markets. TBAs are included in the underlying assets associated with the synthetic GICs, other liabilities or payables for securities purchased on the Master Trust’s statements of net assets available for benefits.	

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•	Mutual funds, which are registered investment companies, are valued using quoted market prices to represent the NAV at year end.	

•	Short-term investments include certificates of deposits, commercial paper, treasury bills, and discounted notes with original maturities greater than three months, but less than one year. These investments are primarily valued using a market approach in the same manner as fixed-income securities referenced above.	

•	Investments in limited partnerships are recorded based upon the NAV provided by the partnerships. There are no unfunded commitments and the Master Trust does not have the ability to make redemption requests from limited partnerships.	

•	Other investments include over-the-counter (“OTC”) derivatives, such as options and swap contracts. These derivatives are valued using a market approach and are based upon the expected amount that the Master Trust would receive or pay to exit the derivative at the reporting date. The valuation methodology relies on inputs, including, but not limited to, benchmark yields, swap curves, cash flow analysis, ratings updates, and interdealer broker rates. Credit risk of the derivative counterparties is offset by collateralizing the expected amount that the Master Trust would receive or pay to terminate the derivative.	

•	Cash and cash equivalents include certificates of deposits, commercial paper, treasury bills, discounted notes with original maturities of three months or less, cash and cash collateral. Cash collateral is related to the collateral posted on derivatives. In the event that an instrument with an original maturity of less than three months does not have a market price, then those investments are valued at amortized cost, which approximates fair value.	
In accordance with the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) 946, Financial Services - Investment Companies , the synthetic GICs are included at contract value in participant-directed investments in the statements of net assets available for benefits. Contract value is the amount Members would receive if they were to initiate permitted transactions under the terms of the Plan and the terms of the synthetic GICs. The statement of changes in net assets available for benefits is presented on a contract-value basis.
Purchases and sales of securities are recorded on a trade-date basis. Interest income is recorded on the accrual basis. Dividends are recorded on the ex-dividend date. Net appreciation of investments includes both realized and unrealized gains or losses and is calculated as the difference between the fair value of the investments as of the beginning of the plan year or the purchase date in the current year and either the sales price or the end-of-year fair value.
Valuation Controls  — Plan management has implemented controls that are designed to ensure that fair value measurements used by the Master Trust are appropriate and reliable, that they are based on observable inputs wherever possible, and that the valuation approaches are consistently applied and the assumptions used are reasonable. The controls consist of a framework that provides for oversight of the fair value methodologies and valuations, as well as validation procedures.
The Board of Directors of the Company has delegated the fiduciary oversight of plan assets over various retirement plans held within the Master Trust structures to the Employee Benefit Investment Committee (“EBIC”). The EBIC has sub-delegated this responsibility to the Chief Investment Officer (“CIO”), who manages Trust Investments and chairs the Valuation Committee. Trust Investments is responsible for the oversight of the Plan assets including selection and monitoring of investment managers, asset strategies, and risk management. The Valuation Committee is responsible for the oversight of the valuation practices of the Master Trust and is represented by members of Trust Investments including Risk Management and Trust Operations, Public Markets, and Investment Strategy. The Valuation Committee meets at least quarterly with the purpose of fulfilling the following responsibilities and provides an annual review to the EBIC of its findings and actions:

•	Review and approve annually the valuation practices, including those used by third parties	

•	Review and approve the year-end valuations, including the methods used to develop and substantiate the unobservable inputs used in the fair value measurement	

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•	Review analysis and benchmarks used by the Company and the Master Trust to assess the reasonableness of the year-end valuations and changes in fair value measurements from period to period	

•	Review and approve annual financial statement disclosures of the investments held in the Master Trust	
Common/collective trust funds are generally valued using the NAV or its equivalent. Valuations provided by the funds are reviewed at least quarterly. The asset managers’ audited financial statements are used in the Master Trust's annual financial reporting process, where applicable. Assessments of reasonableness include regular asset manager meetings and review of quarterly reports, third-party reviews and reconciliations, which includes escalation to Trust Investments for exceptions, quarterly CIO investment reviews, and reviews of manager valuation policies. Valuation policies are reviewed when a new mandate is entered into with an asset manager, on a rolling three-year basis for existing managers, or as changes to policies are provided by managers.
Fixed income, equity, and derivative instruments are generally valued using valuations obtained from pricing vendors. Pricing vendor valuation methodologies and custodian pricing controls and related documentation are assessed for reasonableness on an annual basis. The pricing vendor due diligence process includes reviews of pricing controls and procedures, as well as discussions in order to maintain a current understanding of the valuation processes and related assumptions and inputs that may be used by the vendors to price instruments. The custodian due diligence process includes reviews of pricing controls and procedures that are carried out on the Master Trust's behalf. This includes various levels of tolerances checks on price changes, review of stale or unchanged prices, multi-price source comparisons, and vendor price challenges. Additionally, on a monthly basis, the custodian reconciles its valuations to valuations obtained from each investment manager and any exceptions are reported to Trust Investments for resolution, which may include escalation to the Valuation Committee.
Benefits  — Benefits are recorded when paid.
Expenses  — Necessary and proper expenses of the Plan are paid from the Plan assets at the Master Trust level, except for those expenses the Company is required by law or chooses to pay. Expenses are paid at the Master Trust level, deducted from income earned and therefore are recorded as a reduction of investment return and are not separately reflected in the Plan’s statement of changes in net assets available for benefits.
Notes Receivable from Participants  — Notes receivable from participants are measured at the unpaid principal balance, plus any accrued but unpaid interest. Delinquent Member loans are recorded as distributions based on the terms of the plan document.

3 .	SYNTHETIC GUARANTEED INVESTMENT CONTRACTS	
The Master Trust includes the VIP Stable Value Fund (“VIP SVF”), which is managed by Goldman Sachs Asset Management Company LLP (“GSAM”). The VIP SVF holds synthetic GICs.
A synthetic GIC, also known as a wrap contract, is an investment contract issued by an insurance company or other financial institution, backed by diversified bond portfolios that are owned by the VIP SVF. These contracts provide that realized and unrealized gains and losses on the underlying assets are not reflected immediately in the net assets of the VIP SVF, but rather are amortized, at a maximum over the duration of the underlying assets, through adjustments to the future interest-crediting rate. Primary variables impacting the future crediting rate of the VIP SVF include crediting rates of the various wrap contracts, current yield and historical investment performance of the underlying assets and broader market interest rates within the wrap contracts, duration of the underlying assets covered by the wrap contracts, the existing difference between market value and contract value of the underlying assets within the wrap contracts, timing and amount of participant contributions and withdrawals made to or from the VIP SVF, percentage of the VIP SVF invested in cash, and VIP SVF expenses, among other factors. The issuer guarantees (subject to the terms, conditions and exceptions in the wrap contracts) that all qualified participant withdrawals will occur at contract value (or book value), which represents contributions made under the contract, plus earnings, less withdrawals made under the contract and administrative expenses.
The synthetic GICs are included in the Master Trust’s statements of net assets available for benefits, as discussed in Note 2, at contract value in participant-directed investments. There are no reserves against contract value for

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credit risk of the contract issuers. The fixed-income securities underlying the contracts are valued based on the valuation methodology stated in Note 2.
The assets underlying the synthetic GICs are owned by the VIP SVF, which is part of the Master Trust; NT and SSBT were the custodian for the Master Trust assets as of December 31, 2017 and 2016, respectively. The underlying assets of the synthetic GICs are invested in diversified bond portfolios managed by BlackRock Financial Management, Voya Investment Management Co., J.P. Morgan Investment Management (“JPM”), Pacific Investment Management Company, PGIM, and Western Asset Management Co. In addition to the diversified bond portfolios, GSAM oversees an allocation to a cash component, which is invested in a separately managed account, managed by JPM.
The wrap providers are each contractually obligated to pay the principal and specified interest rate that is guaranteed to the VIP SVF. The respective interest-crediting rates are each based on a formula agreed upon with each issuer; each one may not be less than 0%. Such interest rates are reviewed and reset on a quarterly basis. Synthetic GICs provide prospective crediting interest rates, which are adjusted quarterly based on the interest earnings, fair value, and duration of the underlying diversified bond portfolios. The crediting rate of each contract in any given quarter will reflect market experience from the previous quarter.
Certain events, such as a Plan termination or a Plan merger outside the Master Trust initiated by the Company, could limit the ability of the VIP SVF to transact at contract value or may allow for the termination of the wrapper contract at less than contract value. The Company does not believe that any events are probable that could limit the ability of the VIP SVF to transact at contract value.

4 .	MASTER TRUST	
The Master Trust assets are invested and records are maintained by each investment fund option. Funds are allocated to the participating plans in accordance with the Plan provisions and Member allocation elections. The allocation of net assets available for benefits is based on the respective number of units held by the plans’ Members as of year-end. The allocation of the changes in net assets available for benefits is calculated daily based on the units held by the plans’ Members as of that day’s end.
The Plan’s interest in the Master Trust represented 100% of the Master Trust’s net assets at December 31, 2017 and 2016 .
Although the Plan is the only participating plan in the Master Trust as of December 31, 2017 , the Company intends to keep the Master Trust for potential future acquired plans and file a Form 5500 as a master trust.

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The Master Trust’s statements of net assets as of December 31, 2017 and 2016 , are as follows: 

									
 	 	2017		 	2016		
ASSETS:	 	 	 	 	
Investments — at fair value:	 	 	 	 	
Common/collective trusts	 	$	30,351		 	$	23,522		
Common and preferred stock	 	5,080		 	5,310		
Government and agency securities	 	695		 	487		
Corporate bonds	 	599		 	381		
Mortgage and asset-backed securities	 	224		 	167		
Boeing common stock	 	10,031		 	5,575		
Mutual funds	 	135		 	—		
Short-term investments	 	83		 	112		
Other investments	 	13		 	18		
Total investments — at fair value	 	47,211		 	35,572		
Investments — at contract value:	 	 	 	 	
Synthetic GICs/VIP SVF	 	12,510		 	14,239		
Total Master Trust investments	 	59,721		 	49,811		
Cash and cash equivalents	 	32		 	57		
Receivables:	 	 	 	 	
Receivables for securities sold	 	13		 	392		
Accrued investment income	 	44		 	73		
Other	 	11		 	21		
Total receivables	 	68		 	486		
Total assets	 	59,821		 	50,354		
 	 	 	 	 	
LIABILITIES:	 	 	 	 	
Payables for securities purchased	 	195		 	559		
Accrued investment and administration expenses	 	25		 	25		
Other	 	28		 	81		
Total liabilities	 	248		 	665		
NET ASSETS	 	$	59,573		 	$	49,689		

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Changes in net assets for the Master Trust for the year ended December 31, 2017 are as follows:

				
Net appreciation of investments	$	9,710		
Interest income	333		
Dividend income	310		
Investment income	643		
Net investment income	10,353		
Amounts received from participating plans	3,680		
Deductions:	 	
Amounts paid to participating plans	4,183		
Investment and administration expenses	83		
Total deductions	4,266		
 	 	
Assets transferred from another plan	117		
 	 	
Increase in net assets	9,884		
Beginning of year	49,689		
End of year	$	59,573		

5 .	FAIR VALUE OF FINANCIAL ASSETS AND FINANCIAL LIABILITIES	
ASC 820, Fair Value Measurements and Disclosures , establishes a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy under ASC 820 for financial assets and financial liabilities are described below:
Basis of Fair Value Measurement:
Level 1  — Values are based on unadjusted quoted prices in active markets that are accessible at the measurement date for identical, unrestricted assets or liabilities. An active market is a market in which transactions for the asset or liability occur with sufficient frequency and volume to provide pricing information on an ongoing basis.
Level 2  — Values are based on (a) quoted prices for similar assets or liabilities in active markets; (b) quoted prices for identical or similar assets or liabilities in nonactive markets; or (c) valuation models whose inputs are observable, directly or indirectly, for substantially the full term of the asset or liability.
Level 3  — Values are based on prices or valuation techniques that require inputs that are both unobservable and significant to the overall fair value measurement.

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The following tables set forth by level within the fair value hierarchy a summary of Master Trust investments by general types of assets and liabilities measured at fair value on a recurring basis as of December 31, 2017 and 2016 . As required by ASC 820, assets and liabilities are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.

																					
 	 	Quoted Prices
in Active Market
for Identical
Asset
(Level 1)		 	Significant
Other
Observable
Inputs
(Level 2)		 	Significant
Unobservable
Inputs
(Level 3)		 	Not Leveled*		 	Balance as of December 31, 2017		
Investments:	 	 	 	 	 	 	 	 	 	 	
Investments in the fair value hierarchy:	 	 	 	 	 	 	 	 	 	 	
Common and preferred stock	 	$	4,001		 	$	1,079		 	$	—		 	$	—		 	$	5,080		
Government and agency securities	 	—		 	695		 	—		 	—		 	695		
Corporate bonds	 	—		 	599		 	—		 	—		 	599		
Mortgage and asset-backed securities	 	—		 	198		 	26		 	—		 	224		
Boeing common stock	 	10,031		 	—		 	—		 	—		 	10,031		
Mutual funds	 	135		 	—		 	—		 	—		 	135		
Short-term investments	 	—		 	83		 	—		 	—		 	83		
Other investments	 	—		 	13		 	—		 	—		 	13		
Total investments in the fair value hierarchy	 	14,167		 	2,667		 	26		 	—		 	16,860		
Investments measured at net asset value:	 	 	 	 	 	 	 	 	 	 	
Common/collective trusts	 	—		 	—		 	—		 	30,351		 	30,351		
Total investments measured at net asset value	 	—		 	—		 	—		 	30,351		 	30,351		
Total investments — at fair value
	 	14,167		 	2,667		 	26		 	30,351		 	47,211		
Investments measured at contract value:	 	 	 	 	 	 	 	 	 	 	
Synthetic GICs/VIP SVF	 	—		 	—		 	—		 	12,510		 	12,510		
Cash and cash equivalents	 	—		 	1		 	—		 	31		 	32		
Receivables:	 	 	 	 	 	 	 	 	 	 	
Receivables for securities sold	 	—		 	—		 	—		 	13		 	13		
Accrued investment income	 	—		 	—		 	—		 	44		 	44		
Other	 	1		 	10		 	—		 	—		 	11		
Total receivables	 	1		 	10		 	—		 	57		 	68		
Total assets	 	14,168		 	2,678		 	26		 	42,949		 	59,821		
 	 	 	 	 	 	 	 	 	 			
Investment liabilities:	 	 	 	 	 	 	 	 	 	 	
Payables for securities purchased	 	—		 	—		 	—		 	195		 	195		
Accrued investment and administration expenses	 	—		 	—		 	—		 	25		 	25		
Other	 	2		 	15		 	—		 	11		 	28		
Total liabilities	 	2		 	15		 	—		 	231		 	248		
 	 	 	 	 	 	 	 	 	 	 	
NET ASSETS	 	$	14,166		 	$	2,663		 	$	26		 	$	42,718		 	$	59,573		

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 	 	Quoted Prices
in Active Market
for Identical
Asset
(Level 1)		 	Significant
Other
Observable
Inputs
(Level 2)		 	Significant
Unobservable
Inputs
(Level 3)		 	Not Leveled*		 	Balance as of December 31, 2016		
Investments:	 	 	 	 	 	 	 	 	 	 	
Investments in the fair value hierarchy:	 	 	 	 	 	 	 	 	 	 	
Common and preferred stock	 	$	5,150		 	$	160		 	$	—		 	$	—		 	$	5,310		
Government and agency securities	 	—		 	487		 	—		 	—		 	487		
Corporate bonds	 	—		 	381		 	—		 	—		 	381		
Mortgage and asset-backed securities	 	—		 	135		 	32		 	—		 	167		
Boeing common stock	 	5,575		 	—		 	—		 	—		 	5,575		
Short-term investments	 	—		 	112		 	—		 	—		 	112		
Other investments	 	3		 	15		 	—		 	—		 	18		
Total investments in the fair value hierarchy	 	10,728		 	1,290		 	32		 	—		 	12,050		
Investments measured at net asset value:	 	 	 	 	 	 	 	 	 	 	
Common/collective trusts	 	—		 	—		 	—		 	23,522		 	23,522		
Total investments measured at net asset value	 	—		 	—		 	—		 	23,522		 	23,522		
Total investments — at fair value
	 	10,728		 	1,290		 	32		 	23,522		 	35,572		
Investments measured at contract value:	 	 	 	 	 	 	 	 	 	 	
Synthetic GICs/VIP SVF	 	—		 	—		 	—		 	14,239		 	14,239		
Cash and cash equivalents	 	—		 	24		 	—		 	33		 	57		
Receivables:	 	 	 	 	 	 	 	 	 	 	
Receivables for securities sold	 	—		 	—		 	—		 	392		 	392		
Accrued investment income	 	—		 	—		 	—		 	73		 	73		
Other	 	1		 	14		 	—		 	6		 	21		
Total receivables	 	1		 	14		 	—		 	471		 	486		
Total assets	 	10,729		 	1,328		 	32		 	38,265		 	50,354		
 	 	 	 	 	 	 	 	 	 	 	
Investment liabilities:	 	 	 	 	 	 	 	 	 	 	
Payables for securities purchased	 	—		 	—		 	—		 	559		 	559		
Accrued investment and administration expenses	 	—		 	—		 	—		 	25		 	25		
Other	 	4		 	32		 	—		 	45		 	81		
Total liabilities	 	4		 	32		 	—		 	629		 	665		
 	 	 	 	 	 	 	 	 	 	 	
NET ASSETS	 	$	10,725		 	$	1,296		 	$	32		 	$	37,636		 	$	49,689		
*The not leveled items are related to investments using NAV as a practical expedient to estimate fair value, investments measured at contract value, and non-investment assets and liabilities. The amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Master Trust’s statements of net assets.
Total Master Trust investment assets at fair value classified within Level 3 were $26 and $32 as of December 31, 2017 and 2016 , respectively, which consists of mortgage and asset-backed securities. Such amounts were 0.04% and 0.06% of net assets in the Master Trust’s statements of net assets available for benefits as of December 31, 2017 and 2016 , respectively.
Transfers Between Levels — The availability of observable market data is monitored to assess the appropriate classification of financial instruments within the fair value hierarchy. Changes in economic conditions or model-based valuation techniques may require the transfer of financial instruments from one fair value level to another. In such instances, the transfer is reported at the beginning of the reporting period. The significance of transfers between levels is evaluated based upon the nature of the financial instrument and size of the transfer relative to net assets available for benefits. During 2017, $924 of common and preferred stock were reclassified from Level 1 to Level 2 because the closing prices of these securities were adjusted to reflect the fair value.  There were no significant transfers between levels for the year ended December 31, 2016 .

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6 .	DERIVATIVE FINANCIAL INSTRUMENTS	
ASC 815, Derivatives and Hedging , requires disclosures on how and why derivatives are used, accounted for, and affect the results of operations and financial position. Derivative instruments held by the Master Trust are not designated as hedging instruments under ASC 815. The Master Trust investments are exposed to the following financial instrument risks:

Interest Rate Risk   — Interest rate risk is the risk of change in the market value of the assets due to a change in interest rates. Bond futures, interest rate swaps, and interest rate swaptions are generally used to manage interest rate risk or adjust portfolio duration. A futures contract is an agreement between two parties to buy and sell a financial instrument at a set price on a future date. Interest rate swap agreements involve the exchange by the Master Trust, with a counterparty, of respective commitments to pay or receive interest, e.g., an exchange of floating rate payments for fixed rate payments, with respect to the notional amount of principal. Interest rate swaptions are options to enter into an interest rate swap based on predetermined conditions.

Credit Risk   — Credit risk is the risk of change in the market value of assets due to the change in creditworthiness of the underlying issuer. Credit default swaps are used to manage the credit exposure of a security or basket of securities. Credit default swap agreements involve one party (referred to as the buyer of protection) making a stream of payments to another party (the seller of protection) in exchange for the right to receive a specified return in the event of a default or other credit event for the referenced entity, obligation, or index.

Foreign Currency Risk   — Currency risk is the risk of a change in market value due to the change in foreign currency exchange rates. Generally, currency futures and forward contracts are used to achieve the desired currency exposure, or generate value-added performance. Foreign currency futures and forwards are agreements between two parties to buy and sell a set of currencies at a set exchange rate on a specified future date. A currency option gives the buyer the right, but not the obligation, to buy one currency or sell another currency at a set exchange rate on or before a given date.

Equity Risk   — Equity risk is the risk of a change in market value of assets due to the change in equity or equity index prices. Equity futures are generally used to manage the market exposure of a security or index, or rebalance the total portfolio to the target asset allocation. An equity futures contract is an agreement between two parties to buy and sell a financial instrument at a set price on a future date.

Commodity Risk — Commodity risk is the risk of change in the market value of the underlying commodity due to a change in the price of the commodity. Commodity futures, swaps, and options are generally used to achieve the desired market exposure to commodities. A futures contract is an agreement between two parties to buy and sell a commodity at a set price on a future date. Commodity swaps are agreements involving the exchange by the Master Trust, with a counterparty, of respective commitments to pay or receive cash flows, e.g., an exchange of payments based on the price movement for the commodity, with respect to the notional amount of principal. Commodity options give the buyer the right, but not the obligation, to buy one commodity or sell another commodity at a set price on or before a given date.

Future Settlement Risk   — Future settlement risk is the risk of counterparty nonperformance resulting in not receiving the asset or associated gains specified in the contract. Gains are derived from the change in market value of the contract due to a change in price of the underlying security. Mortgage-backed TBAs are used to manage the market exposure of a security or asset class. A TBA is a contract for the purchase or sale of agency mortgage-backed securities to be delivered at a future agreed-upon date.

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As of December 31, 2017 and 2016 , the Master Trust has invested in derivative contracts which are reflected on the Master Trust’s statements of net assets available for benefits, as discussed in Note 4, as follows:

																						
 	Interest Rate		Credit		Foreign
Currency		Equity		Commodity		Future
Settlement		Total		
December 31, 2017	 	 	 	 	 	 	 	
Assets:	 	 	 	 	 	 	 	
Synthetic GICs/VIP SVF*	 	 	 	 	 	 	 	
TBAs	$	—		$	—		$	—		$	—		$	—		$	1		$	1		
Futures	1		—		—		—		—		—		1		
Other investments:								
Options	1		—		—		—		—		—		1		
Swaps	5		—		—		1		6		—		12		
Other receivables:								
Forward contracts	—		—		9		—		1		—		10		
Futures	—		—		—		—		1		—		1		
Total assets	$	7		$	—		$	9		$	1		$	8		$	1		$	26		
Liabilities:	 	 	 	 	 	 	 	
Synthetic GICs/VIP SVF -
Futures*	$	2		$	—		$	—		$	—		$	—		$	—		$	2		
Other liabilities:	 	 	 	 	 	 		
Forward contracts	—		—		9		—		1		—		10		
Futures	—		—		—		1		1		—		2		
Options	1		—		—		—		—		—		1		
Swaps	3		—		—		1		—		—		4		
TBAs	—		—		—		—		—		—		—		
Total liabilities	$	6		$	—		$	9		$	2		$	2		$	—		$	19		
 	 	 	 	 	 	 	 	
December 31, 2016	 	 	 	 	 	 	 	
Assets:	 	 	 	 	 	 	 	
Synthetic GICs/VIP SVF -
TBAs*	$	—		$	—		$	—		$	—		$	—		$	4		$	4		
Other investments:								
Options	3		—		1		—		—		—		4		
Swaps	9		1		1		3		—		—		14		
Other receivables:								
Forward contracts	—		—		14		—		—		—		14		
Futures	—		—		—		—		1		—		1		
Total assets	$	12		$	1		$	16		$	3		$	1		$	4		$	37		
Liabilities:	 	 	 	 	 	 	 	
Other liabilities:	 	 	 	 	 	 	 	
Forward contracts	$	—		$	—		$	15		$	—		$	—		$	—		$	15		
Futures	—		—		—		1		—		—		1		
Options	3		—		1		—		—		—		4		
Swaps	6		2		8		—		—		—		16		
Payable for securities purchased:	 	 	 	 	 	 	 	
TBAs	—		—		—		—		—		8		8		
Total liabilities	$	9		$	2		$	24		$	1		$	—		$	8		$	44		
*Synthetic GICs/VIP SVF are stated at contract value on the Master Trust’s statements of net assets available for benefits.

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Realized gains and losses and the change in unrealized gains and losses are reflected in the Master Trust’s statement of changes in net assets available for benefits as net appreciation or depreciation in the fair value of investments. The effect of derivative contracts realized gains and losses and the change in unrealized gains and losses for the year ended December 31, 2017 , is reflected in the following table:

																						
 	Interest Rate		Credit		Foreign
Currency		Equity		Commodity		Future
Settlement		Total		
Net gains (losses):	 	 	 	 	 	 	 	
Forward contracts	$	—		$	—		$	8		$	—		$	—		$	—		$	8		
Futures	(5	)	—		—		51		2		—		48		
Options	—		—		—		—		—		—		—		
Swaps	2		3		6		(8	)	7		—		10		
TBAs	—		—		—		—		—		17		17		
Total net gains (losses)	$	(3	)	$	3		$	14		$	43		$	9		$	17		$	83		
The following table summarizes the gross notional value of derivative contracts outstanding as of December 31, 2017 and 2016 . The gross notional amounts give an indication of the volume of the Master Trust’s derivative activity and significantly exceed the fair value of the derivative investments, which is more representative of the economic exposure associated with derivatives in the Master Trust.

																						
 	Interest Rate		Credit		Foreign
Currency		Equity		Commodity		Future
Settlement		Total		
December 31, 2017	 	 	 	 	 	 	 	
Forward contracts	$	—		$	—		$	959		$	—		$	1		$	—		$	960		
Futures	5,631		—		2		371		229		—		6,233		
Options	423		—		13		8		3		—		447		
Swaps	1,169		35		18		24		1		—		1,247		
TBAs	—		—		—		—		—		1,529		1,529		
Total	$	7,223		$	35		$	992		$	403		$	234		$	1,529		$	10,416		
December 31, 2016	 	 	 	 	 	 	 	
Forward contracts	$	—		$	—		$	806		$	—		$	—		$	—		$	806		
Futures	1,738		—		1		274		181		—		2,194		
Options	685		—		31		—		—		—		716		
Swaps	765		150		119		3		—		—		1,037		
TBAs	—		—		—		—		—		1,980		1,980		
Total	$	3,188		$	150		$	957		$	277		$	181		$	1,980		$	6,733		
Derivatives are generally used to manage the market exposure of a security, index or currency, or adjust the portfolio duration. Derivative contracts are instruments that derive their value from underlying assets, indices, reference interest rates, or a combination of these factors. Refer to Note 2 for further description of how derivative instruments are valued. Certain cash instruments, such as mortgage-backed TBAs meet the definition of a derivative instrument under GAAP.
The nature of the counterparty and the settlement mechanism of the derivative affect the credit risk to which the Master Trust is exposed. For OTC derivatives such as swaps, forwards, options and TBAs, the Master Trust is exposed to the credit risk of the derivative counterparty.
For exchange-traded derivatives, such as futures and options, and “cleared” OTC swaps, the Master Trust is generally exposed to the credit risk of the relevant exchange or clearinghouse. Where possible, the Master Trust seeks to mitigate its credit risk exposures arising on derivative transactions through the use of legally enforceable master netting arrangements and collateral agreements.
The Master Trust is also exposed to liquidity risk in the following situations:
1) When the derivative contracts require the Master Trust to post additional cash or securities collateral with counterparties as the fair value of the contracts moves in the counterparties’ favor and the Master Trust’s receivables under related contracts are unavailable for offset or insufficient in value to offset the payment obligation to the counterparty.

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2) When certain derivative contracts have credit-related contingent features under the International Swaps and Derivatives Association Master Agreement (generally swaps) with counterparties for contracts in a net liability position.
The Master Trust has liquidity risk if its assets decline by various, pre-specified rates over predetermined time periods. If this occurs, the Master Trust is required to post more collateral or may be required to pay off the open liability contracts given the counterparty’s right to terminate the contract. At December 31, 2017 and 2016 , the Master Trust had an insignificant amount of contracts in a net liability position with contingent features with an insignificant amount posted in collateral against those positions.

7 .	PLAN AMENDMENTS	
Effective during 2017 as specified in the Plan provisions, the Plan added an enhanced defined contribution benefit contributed by the Company for certain union Members as specified or permitted in the applicable collective bargaining agreement for each group.

8 .	RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500	
The following is a reconciliation of net assets available for benefits per the financial statements as of December 31, 2017 and 2016 , to Form 5500:

									
 	 	2017		 	2016		
Net assets available for benefits per the financial statements	 	$	60,305		 	$	50,402		
Amounts allocated to withdrawing Members	 	(12	)	 	(11	)	
Net assets available for benefits per Form 5500	 	$	60,293		 	$	50,391		
The following is a reconciliation of benefits paid per the financial statements for the year ended December 31, 2017 , to total benefit payments per Form 5500:

				
Benefits paid per the financial statements	$	3,850		
Amounts allocated to withdrawing Members — December 31, 2017	12		
Amounts allocated to withdrawing Members — December 31, 2016	(11	)	
Amounts deemed distributions of Member loans as reflected in the Form 5500	(8	)	
Total benefit payments per Form 5500	$	3,843		
Amounts allocated to withdrawing Members are recorded on the Form 5500 for benefit claims that have been processed and approved for payment prior to December 31 , but not yet paid as of that date.
Amounts deemed distributions of Member loans as reflected in the Form 5500 are for loans that Members failed to make a payment within 90 days of receipt of the last loan payment made, Members failed to repay the loan in full within 30 days after the end of the repayment period, or Members took a full distribution of their net account balance before the loan was paid off for the year ended December 31, 2017 .

9 .	RELATED-PARTY TRANSACTIONS	
Certain Master Trust investments are managed by NT and SSBT. During 2017, NT and SSBT served as the trustees as defined by the Plan and, therefore, these transactions qualify as party-in-interest transactions.
As of December 31, 2017 and 2016 , the Plan held approximately 34 million and 36  million shares of common stock of the Company, respectively, with a cost basis of $3,142 and $2,987 , respectively, and recorded dividend income of $196 during the year ended December 31, 2017 .
Newport Trust Company (“Newport”, formerly Evercore Trust Company, N.A.), is the independent fiduciary and investment manager of the Boeing Stock Fund. The Plan has authorized Newport with sole responsibility for deciding whether to restrict investment in the Boeing Stock Fund, or to sell or otherwise dispose of all or any portion of the stock held in the Boeing Stock Fund. In the event Newport determined to sell or dispose of stock in the Boeing Stock Fund, Newport would designate an alternative investment fund under the Plan for the temporary investment of any proceeds from the sale or other disposition of the Company’s common stock.

17

Table of Contents

10 .	NONEXEMPT PARTY-IN-INTEREST TRANSACTIONS	
Between January 1, 2002 and December 31, 2014, reportable nonexempt party-in-interest transactions occurred. Plan assets in excess of expenses were paid to the former trustee. This was corrected according to the guiding principles of the Department of Labor’s (“DOL’s”) Voluntary Fiduciary Correction Program (“VFCP”), which involved remitting the total principal amount of three hundred and seventy-six dollars and associated earnings in the amount of four hundred and forty-seven dollars to the Plan on October 31, 2016 and April 10, 2017.
On February 15, 2017, a reportable nonexempt party-in-interest transaction occurred. Employee contributions were not deposited into the Plan in a timely manner. This was corrected according to the guiding principles of the DOL’s VFCP, which involved remitting the total principal amount of one hundred thirty-four thousand five hundred and thirty-seven dollars on February 23, 2017 and associated earnings in the amount of one hundred and nineteen dollars on April 13, 2017 and April 20, 2017.
On January 31, 2017, a reportable nonexempt party-in-interest transaction occurred. Plan assets in excess of expenses were paid to a third-party provider. This was corrected according to the guiding principles of the DOL’s VFCP, which involved remitting the total principal amount of seven dollars and earnings in the amount of less than one dollar on November 17, 2017.
On March 28, 2017, a reportable nonexempt party-in-interest transaction occurred. Employee contributions were not deposited into the Plan in a timely manner. This was corrected according to the guiding principles of the DOL’s VFCP, which involved remitting the total principal amount of two hundred and twelve dollars on April 7, 2017 and associated earnings in the amount of less than one dollar on April 5, 2018.
Between July 27, 2009 and August 16, 2013, reportable nonexempt party-in-interest transactions occurred. Plan assets were inadvertently received by a third-party provider. This was corrected according to the guiding principles of the DOL’s VFCP, which involved remitting the total principal amount of thirteen thousand two hundred and twenty-nine dollars and associated earnings in the amount of one thousand eight hundred and thirteen dollars on September 28, 2016, August 15, 2017, and April 27, 2018.
On July 28, 2010, a reportable nonexempt party-in-interest transaction occurred. Plan assets in excess of expenses were paid to a third-party provider. This was corrected according to the guiding principles of the DOL’s VFCP, which involved remitting the total principal amount of two hundred dollars on February 1, 2018, and associated earnings in the amount of one hundred and eighty-five dollars on May 15, 2018.
On October 16, 2016, a reportable nonexempt party-in-interest transaction occurred. Plan assets were inadvertently received by a third-party provider. This was corrected according to the guiding principles of the DOL’s VFCP, which involved remitting the total principal amount of three hundred and three dollars on November 17, 2017 and associated earnings in the amount of thirty-three dollars to the Plan on May 15, 2018.

11 .	TAX STATUS	
The Internal Revenue Service (“IRS”) has determined and informed the Company by a letter, dated May 11, 2015, that the Plan is designed in accordance with applicable sections of the IRC. The Plan has been amended since receiving the determination letter. The Plan administrator believes that the Plan is designed and is currently being operated in compliance with the applicable requirements of the IRC. Therefore, the Plan administrator believes that the tax-exempt status of the Plan and related trust has not been affected and no provision for income taxes has been included in the Plan’s financial statements.
GAAP requires Plan management to evaluate tax positions taken by the Plan and recognize a tax liability (or asset) if the Plan has taken an uncertain position that more likely than not would not be sustained upon examination by the IRS. The Plan is subject to routine audits by taxing jurisdictions; however, there are currently no audits for any tax periods in progress. The Plan administrator believes it is no longer subject to income tax examinations for years prior to 2014.

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12 .	PLAN TERMINATION	
Although it has not expressed any intention to do so, the Company has the right under the Plan to discontinue its contributions at any time and to terminate the Plan subject to the provisions set forth in ERISA. In the event of termination of the Plan, both Members and employer contributions, including any income earned, will be distributed to the Members.

*  *  *  *  *  *

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SUPPLEMENTAL SCHEDULES

THE BOEING COMPANY VOLUNTARY INVESTMENT PLAN
FORM 5500, SCHEDULE H, LINE 4(i) - SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2017

					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
1 800 FLOWERS COM INC CL A COM STK	**	$	39,312		
1166 AVE OF THE 5.6896% DUE 10-13-2037	**	2,743,048		
1ST CMNTY BANCSHARES INC NEV COM	**	53,007		
1ST COMWLTH FNCL CORP COM LM	**	133,563		
1ST CONSTITUTION BANCORP COM	**	20,867		
1ST CTZNS BANCSHARES INC N C CL A	**	299,429		
1ST HORIZON NATL CORP COM	**	4,328,534		
1ST INDL RLTY TR INC COM	**	171,323		
1ST INVS AUTO 3.6% DUE 04-17-2023	**	142,285		
1ST SOURCE CORP COM	**	133,812		
21ST CENTY FOX 3% DUE 09-15-2022	**	1,329,148		
21ST CENTY FOX 3.7% DUE 10-15-2025	**	156,535		
21ST CENTY FOX 4.5% DUE 02-15-2021	**	428,053		
21ST CENTY FOX 6.15% DUE 02-15-2041	**	73,015		
21ST CENTY FOX 6.9% DUE 03-01-2019	**	2,541,862		
21ST CENTY FOX 7.25% DUE 05-18-2018	**	101,989		
21ST CENTY FOX FIXED 5.65% DUE 08-15-2020	**	216,273		
2U INC COM	**	2,301,910		
3I GROUP ORD GBP0.738636	**	212,175		
3M CO COM	**	12,354,336		
5TH 3RD AUTO TR 1.42% DUE 03-16-2020	**	2,357,150		
5TH 3RD AUTO TR 1.59% DUE 04-15-2020	**	967,900		
5TH 3RD BK CIN OH 1.45% DUE 02-28-2018	**	3,481,043		
5TH 3RD BK CIN OH 1.625% DUE 09-27-2019	**	3,311,324		
5TH 3RD BK CIN OH 2.25% DUE 06-14-2021	**	594,264		
5TH 3RD BK CIN OH 2.3% DUE 03-15-2019	**	588,445		
A H BELO CORP COM SER A STK	**	9,346		
AAC TECHNOLOGIES HOLDINGS INC	**	684,314		
AALBERTS INDS EUR0.25	**	818,118		
AAR CORP COM	**	55,006		
AAREAL BANK AG NPV	**	1,024,160		
AARON'S INC CLASS A	**	294,053		
ABB LTD CHF0.12 (REGD)	**	1,674,497		
ABBOTT LAB COM	**	21,031,608		
ABBOTT LABS 2.35% DUE 11-22-2019	**	7,608,269		
ABBOTT LABS 2.55% DUE 03-15-2022	**	197,936		
ABBOTT LABS 2.9% DUE 11-30-2021	**	10,641,790		
ABBOTT LABS 3.4% DUE 11-30-2023	**	3,346,924		
ABBVIE INC 2.3% DUE 05-14-2021	**	4,963,465		
ABBVIE INC 2.5% 05-14-2020	**	852,620		
ABBVIE INC 2.85% DUE 05-14-2023	**	117,741		

20

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ABBVIE INC 2.9% DUE 11-06-2022	**	24,580,272		
ABBVIE INC 3.2% 11-06-2022	**	5,983,026		
ABBVIE INC 3.6% 05-14-2025	**	1,763,150		
ABBVIE INC COM USD0.01	**	6,916,216		
ABBVIE INC FIXED 1.8% DUE 05-14-2018	**	7,375,107		
ABBVIE INC FIXED 1.8% DUE 05-14-2018	**	9,945,134		
ABERCROMBIE & FITCH CO CL A	**	150,037		
ABIOMED INC COM	**	404,993		
ABLYNX N.V. NPV	**	989,207		
ABM INDS INC COM	**	228,395		
ABN AMRO BK N V 2.45% DUE 06-04-2020	**	2,718,441		
ABN AMRO BK N V 4.75% DUE 07-28-2025	**	424,600		
ABN AMRO GROUP NV DR EACH REP SHS	**	1,589,957		
ACACIA RESH CORP COM	**	18,095		
ACADIA HEALTHCARE CO INC COM	**	2,114,489		
ACADIA RLTY TR COM	**	3,133,869		
ACCENTURE PLC SHS CL A NEW	**	27,999,549		
ACCESS GROUP INC DEL 2005-A ASSET BKD CTF CL A-3 FLTG 07-25-2034 REG	**	5,800,923		
ACCESS NATL CORP COM STK	**	11,470		
ACCO BRANDS CORP COM	**	136,298		
ACCREDITED MTG LN TR 2004-3 MTG PASSTHRUCTF CL 2A2 10-25-2034 REG	**	1,150,670		
ACE INA HLDGS INC 2.3% DUE 11-03-2020	**	3,793,950		
ACE INA HLDGS INC 2.7% DUE 03-13-2023	**	1,152,381		
ACE INA HLDGS INC 2.875% DUE 11-03-2022	**	3,887,221		
ACE INA HLDGS INC 3.35% DUE 05-03-2026	**	40,822		
ACE SECS CORP HOME FLTG RT 1.08 DUE 11-25-2034	**	732,865		
ACETO CORP COM	**	29,647		
ACHAOGEN INC COM	**	487,596		
ACHILLION PHARMACEUTICALS INC COM	**	38,399		
ACI WORLDWIDE INC COM STK	**	2,761,206		
ACORDA THERAPEUTICS INC COM	**	110,274		
ACTAVIS FDG SCS 2.45% DUE 06-15-2019	**	264,996		
ACTAVIS FDG SCS 3% DUE 03-12-2020	**	7,269,816		
ACTAVIS FDG SCS 3.45% DUE 03-15-2022	**	5,801,668		
ACTAVIS FDG SCS 3.85% DUE 06-15-2024	**	3,074,229		
ACTAVIS FDG SCS FIXED 2.35% DUE 03-12-2018	**	300,238		
ACTAVIS FDG SCS GTD NT FLTG RATE DUE 03-12-2020/02-12-2020 REG	**	101,448		
ACTAVIS FUNDING SCS FIXED 3.8% DUE 03-15-2025	**	6,098,102		
ACTAVIS INC 3.25% DUE 10-01-2022	**	1,484,560		
ACTIVISION BLIZZARD INC COM STK	**	5,789,917		
ACTUA CORPORATION COM USD0.001	**	97,422		
ACTUANT CORP CL A NEW	**	141,123		
ACUSHNET HLDGS CORP COM	**	11,109		
ACXIOM CORP COM	**	6,623,329		
ADAMS RES & ENERGY INC COM NEW COM NEW	**	13,355		
ADARO ENERGY TBK IDR100	**	317,297		
ADDUS HOMECARE CORP COM STK	**	63,336		

21

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ADECCO GROUP AG CHF0.1 (REGD)	**	3,673,479		
ADIDAS AG	**	1,575,431		
ADIENT PLC ADIENT PLC LTD COM	**	1,885,652		
ADOBE SYS INC COM	**	14,736,282		
ADR 58 COM INC SPONSORED ADR REPSTG CL A	**	134,194		
ADR ALIBABA GROUP HOLDING LTD SPONSORED ADS	**	25,607,407		
ADR AMBEV SA SPONSORED ADR	**	4,915,156		
ADR ASML HLDG NV NY REG 2012 (POST REV SPLIT)	**	13,892,737		
ADR BAIDU INC SPONS REPR 0.10 ORD CLS'A'	**	4,516,740		
ADR BANCO BRADESCO S A SPONSORED ADR REPSTG PFD SHS NEW 2004	**	995,062		
ADR BANCO SANTANDER BRASIL S A ADS REPSTG 1 UNIT	**	241,402		
ADR BANCO SANTANDER CHILE NEW SPONSORED ADR REPSTG COM	**	834,659		
ADR COMPANHIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO SABESP SPONSORED ADR	**	372,469		
ADR COMPANIA CERVECERIAS UNIDAS S A SPONSORED ADR	**	59,900		
ADR CTRIP COM INTL LTD ADS	**	327,398		
ADR DANONE SPONSORED ADR	**	4,470,412		
ADR EMBRAER S A SPONSORED ADR REPSTG 4 COM SHS	**	95,648		
ADR ENEL AMERICAS S A SPONSORED ADR ENERSIS AMERICAS S.A	**	198,848		
ADR GLAXOSMITHKLINE PLC SPONSORED ADR	**	8,764,637		
ADR GRUPO FINANCIERO SANTANDER MEX S A BDE C V SPONSORED ADR REPSTG SHS SER B	**	98,897		
ADR ITAU UNIBANCO HLDG SA SPONSORED ADR REPSTG 500 PFD PFD ADR	**	1,158,651		
ADR JD COM INC SPONSORED ADR REPSTG COM CL A	**	579,797		
ADR KERING S A ADR	**	6,794,084		
ADR KT CORP SPONSORED ADR	**	57,148		
ADR LATAM AIRLS GROUP S A SPONSORED ADR	**	122,862		
ADR MATERIALISE NV SPONSORED ADS REPSTG SHS	**	593,404		
ADR NESTLE S A SPONSORED ADR REPSTG REG SH	**	15,170,008		
ADR NETEASE INC SPONSORED ADR ADR EACH REPR 25 COM STK USD0.0001	**	599,387		
ADR NEW ORIENTAL ED & TECHNOLOGY GROUP INC SPONSORED ADR REPSTG COM	**	187,812		
ADR NICE LTD SPONSORED ADR	**	2,996,266		
ADR NOVARTIS AG	**	2,071,629		
ADR RECKITT BENCKISER GROUP PLC SPONSORED ADR	**	5,022,556		
ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104	**	1,783,133		
ADR ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG A SHS	**	5,250,544		
ADR SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR REPSTG SER B SHS	**	150,028		
ADR SPONSORED ADR	**	120,934		
ADR TAL ED GROUP ADS REPSTG COM SHS ADR	**	129,595		
ADR TATA MTRS LTD SPONSORED ADR	**	122,359		
ADR VALE S A ADR	**	822,186		
ADR VIPSHOP HLDGS LTD SPONSORED ADR	**	72,254		
ADR VODAFONE GROUP PLC NEW SPONSORED ADRNO PAR	**	16,785,780		
ADR WEIBO CORP SPONSORED ADR	**	111,633		
ADR WNS HLDGS LTD SPONSORED ADR	**	6,597,131		
ADTALEM GLOBAL ED INC COM	**	3,959,386		
ADTRAN INC COM	**	2,770,881		
ADVANCE AUTO PTS 4.5% DUE 12-01-2023	**	26,284		
ADVANCE AUTO PTS INC COM	**	1,358,276		

22

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ADVANCED DISP SVCS INC DEL COM	**	444,255		
ADVANTECH CO LTD TWD10	**	680,540		
ADVENTIST HLTH 3.378% DUE 03-01-2023	**	3,914,384		
ADVERUM BIOTECHNOLOGIES INC COM	**	14,700		
AECOM	**	3,396,662		
AEGION CORP 10	**	86,004		
AEGON NV COM STK EUR0.12	**	1,082,056		
AEON FINANCIAL SERVICE CO LTD NPV	**	750,275		
AEON MALL CO LTD NPV	**	31,312		
AEP TRANSM CO LLC 3.1% DUE 12-01-2026	**	761,509		
AERCAP HOLDINGS N.V. EUR0.01	**	2,972,465		
AERCAP IRELAND CAP 3.5% 01-15-2025	**	495,622		
AERCAP IRELAND CAP 3.65% DUE 07-21-2027	**	200,902		
AERCAP IRELAND CAP 3.95% DUE 02-01-2022	**	1,030,646		
AERCAP IRELAND CAP 4.25% DUE 07-01-2020	**	1,660,264		
AERCAP IRELAND CAP 4.5% DUE 05-15-2021	**	210,044		
AERCAP IRELAND CAP 4.625% DUE 10-30-2020	**	733,797		
AEROVIRONMENT INC COM	**	78,736		
AETNA INC 2.75% DUE 11-15-2022	**	792,253		
AETNA INC NEW 2.2% DUE 03-15-2019	**	964,372		
AETNA INC NEW 2.8% DUE 06-15-2023	**	296,238		
AETNA INC NEW 6.75% DUE 12-15-2037	**	123,433		
AFLAC INC 2.4% DUE 03-16-2020	**	1,000,830		
AFRICAN DEV BK GLOBAL MEDIUM TERM SR 02/12/2015 1.375% 02-12-2020 REG	**	14,789,295		
AGCO CORP COM	**	613,869		
AGEAS NPV	**	1,356,403		
AGILYSYS INC COM STK	**	24,904		
AGL CAP CORP 3.5% DUE 09-15-2021	**	235,232		
AGL CAP CORP 5.875% DUE 03-15-2041	**	31,023		
AGL ENERGY NPV	**	572,088		
AGREE RLTY CORP COM	**	3,062,943		
AGRICULTURAL BANK OF CHINA CMN STK	**	87,439		
AGRIUM INC RT 4.125% DUE 03-15-2035	**	10,331		
AGRIUM INC 3.5% DUE 06-01-2023	**	641,184		
AGRIUM INC 5.25% DUE 01-15-2045	**	244,328		
AGRIUM INC 6.75% DUE 01-15-2019	**	287,423		
AGRIUM INC COM NPV	**	230,783		
AGROFRESH SOLUTIONS INC COM	**	27,558		
AIA GROUP LTD NPV	**	14,379,083		
AIG GLOBAL FDG SR 2.15% DUE 07-02-2020	**	5,218,373		
AIG GLOBAL FDG SR 2.7% DUE 12-15-2021	**	599,693		
AIR INDS GROUP INC COM NEW COM NEW	**	1,727		
AIR LEASE CORP 2.125% DUE 01-15-2020	**	5,000,033		
AIR LEASE CORP 2.625% DUE 07-01-2022	**	7,763,865		
AIR LEASE CORP 3% DUE 09-15-2023	**	53,582		
AIR LEASE CORP 3.375% DUE 01-15-2019	**	302,906		
AIR LEASE CORP 3.625% 12-01-2027	**	74,923		

23

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
AIR LEASE CORP CL A CL A	**	700,527		
AIR LIQUIDE(L') EUR5.50	**	13,218,450		
AIR TRANS SVCS GROUP INC COM STK	**	69,999		
AIRASIA BHD MYR0.1	**	457,078		
AISIN SEIKI CO NPV	**	1,163,370		
AKELIUS RESDNTL 3.375% 23/09/2020	**	389,595		
AKER SOLUTIONS ASA	**	327,392		
AKSA TRY1	**	625,972		
AKZO NOBEL NV EUR2	**	8,646,907		
AL ECON SETTLEMENT AUTH BP SETTLEMENT REV 3.163 09-15-2025 BEO TAXABLE	**	808,912		
ALABAMA PWR CO 2.45% DUE 03-30-2022	**	79,498		
ALABAMA PWR CO 3.375% DUE 10-01-2020	**	307,427		
ALABAMA PWR CO 5.125% DUE 02-15-2019	**	25,732		
ALAMO GROUP INC COM	**	138,830		
ALAMOS GOLD INC COM NPV	**	466,934		
ALAMOS GOLD INC NEW COM CL A COM CL A	**	53,382		
ALASKA AIR GROUP INC COM	**	2,942,973		
ALBA PLC FLT 15/12/2038	**	523,732		
ALBANY INTL CORP NEW CL A	**	200,020		
ALBEMARLE CORP COM	**	7,201,614		
ALBERTA PROV CDA PROVINCIAL 1.25% 01/06/2020	**	392,905		
ALEXANDER & BALDWIN INC	**	126,328		
ALEXANDRIA REAL 2.75 DUE 01-15-2020	**	401,685		
ALEXANDRIA REAL ESTATE EQUITIES INC COM	**	3,026,031		
ALEXION PHARMACEUTICALS INC COM	**	5,244,619		
ALFA LAVAL AB NPV	**	159,341		
ALFRESA HOLDINGS NPV	**	107,989		
ALIBABA GROUP HLDG 2.8% DUE 06-06-2023	**	3,280,633		
ALICO INC COM	**	21,152		
ALLEGHENY TECHNOLOGIES INC COM	**	159,879		
ALLEGIANCE BANCSHARES INC COM	**	32,831		
ALLEGIANT TRAVEL CO COM	**	3,559,250		
ALLEGION US HLDG CO INC 3.2% 10-01-2024	**	988,250		
ALLERGAN INC 2.8% DUE 03-15-2023	**	133,540		
ALLERGAN PLC. COM STK	**	18,061,849		
ALLIANCE ONE INTL INC COM NEW COM NEW	**	18,378		
ALLIANZ SE NPV(REGD)(VINKULIERT)	**	2,665,539		
ALLIED PROPS REAL TRUST UNITS	**	375,343		
ALLSCRIPTS HEALTHCARE SOLUTIONS INC	**	1,943,487		
ALLSTATE CORP 6.75% DUE 05-15-2018	**	203,212		
ALLY AUTO 1.35% DUE 05-15-2020	**	1,653,939		
ALLY AUTO 1.53% DUE 04-15-2019	**	666,349		
ALLY AUTO 1.59% DUE 04-15-2020	**	9,148,114		
ALLY AUTO 1.81% DUE 06-15-2020	**	8,035,135		
ALLY AUTO RECEIVABLES SER 15-1 A3 1.39% 09-16-2019	**	525,796		
ALLY AUTO RECEIVABLES TR 2017-2 CL A3 1.78% DUE 08-16-2021	**	2,524,700		
ALLY AUTO RECEIVABLES TR 2017-2 CL A4 2.1% 03-15-2022 REG	**	1,294,618		

24

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ALLY AUTO RECEIVABLES TR 2017-4 CL A-3 1.75% 12-15-2021 REG	**	743,999		
ALLY AUTO RECEIVABLES TR SER 17-3 CL A4 2.01%03-15-2022	**	3,029,071		
ALLY AUTO RECEIVABLES TRUST SER 2017-2 CLS C 2.46% DUE 09-15-2022	**	149,039		
ALLY AUTO RECEIVABLES TRUST SER 2017-2 CLS D 2.93% DUE 11-15-2023	**	139,840		
ALLY AUTO RECEIVABLES TRUST SR 2017-2 CL B 2.33% DUE 06-15-2022	**	199,076		
ALLY FINL INC 3.25% DUE 02-13-2018	**	300,150		
ALLY FINL INC 3.5 DUE 01-27-2019 REG	**	201,000		
ALLY FINL INC 3.6% DUE 05-21-2018	**	3,911,700		
ALLY FINL INC 3.75% DUE 11-18-2019	**	101,260		
ALLY FINL INC 4.75% DUE 09-10-2018	**	405,000		
ALMOST FAMILY INC COM	**	87,951		
ALPHA & OMEGA SEMICONDUCTOR LTD COM STK	**	43,599		
ALPHABET INC CAP STK USD0.001 CL C	**	27,543,341		
ALPHABET INC CAPITAL STOCK USD0.001 CL A	**	41,048,891		
ALTEN NPV	**	1,340,887		
ALTERRA FIN LLC 6.25% DUE 09-30-2020	**	744,670		
ALTRIA GROUP INC 2.85 DUE 08-09-2022 REG	**	432,822		
ALTRIA GROUP INC 4 DUE 01-31-2024 REG	**	2,593,854		
ALTRIA GROUP INC 4.75% DUE 05-05-2021	**	3,769,419		
ALTRIA GROUP INC 9.25% DUE 08-06-2019	**	4,306,000		
ALTRIA GROUP INC COM	**	4,152,920		
ALUMINUM CORP CHN 'H'CNY1	**	266,339		
ALVIVA HOLDINGS ZAR0.01	**	164,363		
AMADA HOLDINGS CO LTD NPV	**	189,033		
AMADEUS IT GROUP EUR0.01	**	10,686,921		
AMAG PHARMACEUTICALS INC COM STK	**	6,453		
AMAZON COM INC 4.8% DUE 12-05-2034	**	6,044,710		
AMAZON COM INC COM	**	24,805,628		
AMBAC FINL GROUP INC COM	**	63,872		
AMC ENTMT HLDGS INC CL A COM CL A COM	**	76,451		
AMDOCS ORD GBP0.01	**	5,376,628		
AMER MOVIL SAB DE 5% DUE 03-30-2020	**	84,315		
AMER MOVIL SAB DE C V SPONSORED ADR REPSTG SER L SHS	**	801,917		
AMER NATL INS CO COM	**	341,786		
AMER SPORTS CORP SER'A'NPV	**	1,876,655		
AMERCO COM	**	473,521		
AMEREN CORP 2.7% DUE 11-15-2020	**	381,254		
AMERESCO INC	**	24,682		
AMERICAN AIRLS INC 3% DUE 04-15-2030	**	104,555		
AMERICAN ASSETS TR INC COM	**	3,161,186		
AMERICAN AXLE & MFG HLDGS INC COM	**	188,233		
AMERICAN CAMPUS CMNTYS INC COM	**	328,855		
AMERICAN EAGLE OUTFITTERS INC NEW COM	**	266,885		
AMERICAN EQUITY INVT LIFE HLDG CO COM	**	256,841		
AMERICAN EXPRESS CO	**	9,921,069		
AMERICAN EXPRESS CO 1.55 BDS DUE 05-22-2018 USD1000 REG	**	5,992,980		
AMERICAN EXPRESS CR A/C MASTER SER 2017-1 CL B 2.1% 09-15-2022 REG	**	4,126,789		

25

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
AMERICAN EXPRESS CR A/C MASTER SER 2017-1 CLS A 1.93% 09-15-2022	**	24,037,770		
AMERICAN EXPRESS CR ACCOUNT MASTER TR SER 2017-6 CL A 0.0% 05-15-2023	**	5,769,082		
AMERICAN EXPRESS CR CORP FLTG RT DUE 11-05-2018	**	7,115,245		
AMERICAN EXPRESS CR CORP MEDIUM TERM NTS 2.25% DUE 05-05-2021	**	848,253		
AMERICAN EXPRESS CR CORP MEDIUM TERM NTSTRANCHE # TR 00102 VAR RT DUE 03-03-2020	**	5,486,870		
AMERICAN EXPRESS CR CORP MEDIUM TERM NTSTRANCHE # TR 00103 2.7% DUE 03-03-2022	**	195,633		
AMERICAN EXPRESS CR CORP TRANCHE # TR 00106 1.875% 05-03-2019	**	4,143,281		
AMERICAN EXPRESS CREDIT MTN 2.2% DUE 03-03-2020	**	10,119,276		
AMERICAN EXPRESS CREDIT 2.25 DUE 08-15-2019 REG	**	551,149		
AMERICAN HOMES 4 RENT COMMON STOCK	**	300,802		
AMERICAN HONDA FIN CORP MED TERM NTS BOO FLTG RT DUE 11-05-2021	**	500,368		
AMERICAN HONDA FIN CORP MED TERM NTS BOOK ENTRY FLTG RT 02-22-2019	**	1,870,293		
AMERICAN HONDA FINANCE MEDTERM NTS 2.0% 02-14-2020	**	3,123,914		
AMERICAN INTERNATIONAL GROUP INC COM	**	29,932,992		
AMERICAN INTL GROUP INC 4.125 DUE 02-15-2024	**	379,320		
AMERICAN MUN PWR OHIO INC REV 7.334% 02-15-2028 BEO TAXABLE	**	255,772		
AMERICAN NATL BANKSHARES INC COM	**	31,406		
AMERICAN PUB ED INC COM STK	**	45,040		
AMERICAN RAILCAR INDS INC COM STK	**	85,362		
AMERICAN TOWER CORP 3.6% 01-15-2028	**	397,648		
AMERICAN VANGUARD CORP COM	**	64,157		
AMERICAN WTR WKS CO INC NEW COM	**	3,284,491		
AMERICAS CAR-MART INC COM	**	49,338		
AMERICREDIT 1.27% DUE 01-08-2020	**	337,765		
AMERICREDIT 1.34% DUE 04-08-2020	**	1,836,383		
AMERICREDIT 1.6% DUE 07-08-2019	**	77,235		
AMERICREDIT 1.81% DUE 10-08-2020	**	878,939		
AMERICREDIT 1.83% DUE 05-18-2021	**	3,587,963		
AMERICREDIT 1.9% DUE 03-18-2022	**	1,451,419		
AMERICREDIT 1.98000001907% DUE 12-20-2021	**	5,478,264		
AMERICREDIT 2.69% DUE 06-19-2023	**	625,597		
AMERICREDIT AUTOMOBILE RECEIVABLES SER 17-1 CLS B 2.3% DUE 02-18-2022	**	64,885		
AMERICREDIT AUTOMOBILE RECEIVABLES SER 17-1 CLS C 2.71% DUE 08-18-2022	**	54,952		
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST SER 17-1 CL A2A 1.51% 05-18-2020	**	1,315,722		
AMERICREDIT CDA AUTOMOBILE SER 17-1 CLS D 3.13% DUE 01-18-2023	**	78,139		
AMERICREDIT FLTG RT 2.115% DUE 11-08-2019	**	1,371,534		
AMERIPRISE FINL 4% DUE 10-15-2023	**	159,628		
AMERIPRISE FINL 5.3% DUE 03-15-2020	**	297,016		
AMERIPRISE FINL INC COM	**	454,010		
AMERIS BANCORP COM	**	89,266		
AMERN AIRLINES INC 3.7% DUE 10-01-2026	**	216,595		
AMERN AIRLS 2013-2 FIXED 4.95% DUE 07-15-2024	**	2,930,651		
AMERN AIRLS 2017-1 3.65% DUE 08-15-2030	**	61,308		
AMERN CAMPUS 4.125% DUE 07-01-2024	**	1,041,583		
AMERN CR ACCEP 2.8599998951% DUE 06-12-2023	**	313,843		
AMERN CR ACCEP 3.69000005722% DUE 06-12-2023	**	192,253		
AMERN ELEC PWR CO 2.15% DUE 11-13-2020	**	447,903		

26

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
AMERN EXPRESS CO 2.2% DUE 10-30-2020	**	2,499,326		
AMERN EXPRESS CO 2.65 DUE 12-02-2022	**	3,263,136		
AMERN EXPRESS CO 3.625% DUE 12-05-2024	**	28,810		
AMERN EXPRESS CO 8.125% DUE 05-20-2019	**	183,462		
AMERN EXPRESS CO FIXED 2.5% DUE 08-01-2022	**	7,631,759		
AMERN EXPRESS CR 3.3% DUE 05-03-2027	**	81,182		
AMERN EXPRESS CR A/C MASTER TR 2013-2 AST BACKED CTF CL A FLTG RATE 5-17-21REG	**	6,517,368		
AMERN EXPRESS CR FLTG RT 2.25947% DUE 05-17-2021	**	3,011,319		
AMERN HONDA FIN 2% MTN 11-13-2019	**	5,352,929		
AMERN HONDA FIN 2.125% DUE 10-10-2018	**	300,473		
AMERN HONDA FIN 2.25% DUE 08-15-2019	**	1,607,399		
AMERN HONDA FIN 2.3% DUE 09-09-2026	**	27,449		
AMERN HONDA FIN 2.45% DUE 09-24-2020	**	712,313		
AMERN HONDA FIN FLTG RT 1.464283% DUE 01-22-2019	**	10,678,966		
AMERN INTL GROUP 2.3% DUE 07-16-2019	**	869,348		
AMERN INTL GROUP 3.3% DUE 03-01-2021	**	8,330,741		
AMERN INTL GROUP 4.875% DUE 06-01-2022	**	777,477		
AMERN INTL GROUP INC MEDIUM TERM NTS TRANCHE # TR 00079 5.85 DUE 01-16-2018	**	280,350		
AMERN TOWER CORP 2.25% DUE 01-15-2022	**	5,488,276		
AMERN TOWER CORP 3.125% DUE 01-15-2027	**	2,984,513		
AMERN TOWER CORP 4.4% DUE 02-15-2026	**	841,268		
AMERN TOWER CORP 5% DUE 02-15-2024	**	14,981,334		
AMERN TOWER CORP 5.05% DUE 09-01-2020	**	848,229		
AMERN TOWER CORP FIXED 2.8% DUE 06-01-2020	**	4,139,630		
AMERN TOWER CORP FIXED 4% DUE 06-01-2025	**	93,260		
AMERN WTR CAP CORP 2.95% DUE 09-01-2027	**	6,333,830		
AMERN WTR CAP CORP 3% DUE 12-01-2026	**	152,975		
AMERN WTR CAP CORP 4.3% DUE 12-01-2042	**	7,722		
AMERN WTR CAP CORP FIXED 3.4% DUE 03-01-2025	**	11,336		
AMGEN INC 1.85% DUE 08-19-2021	**	4,874,190		
AMGEN INC 2.2 DUE 05-22-2019	**	200,041		
AMGEN INC 2.6% DUE 08-19-2026	**	6,774,525		
AMGEN INC 2.65% DUE 05-11-2022	**	3,989,236		
AMGEN INC 3.45% DUE 10-01-2020	**	3,391,219		
AMGEN INC 3.625 BDS DUE 05-15-2022 USD1000	**	496,944		
AMGEN INC 3.625% DUE 05-22-2024	**	1,002,624		
AMGEN INC 3.875 DUE 11-15-2021	**	2,247,152		
AMGEN INC 4.1% DUE 06-15-2021	**	172,348		
AMGEN INC 6.15% DUE 06-01-2018	**	330,438		
AMGEN INC FLTG RT 1.72981% DUE 05-10-2019	**	2,333,800		
AMGEN INC SR NT 5.7 DUE 02-01-2019 BEO	**	25,949		
AMKOR TECHNOLOGY INC COM	**	236,436		
AMOREPACIFIC GROUP KRW500	**	65,605		
AMPCO-PITTSBURG CORP COM	**	12,710		
AMPHASTAR PHARMACEUTICALS INC DEL COM	**	64,781		
AMPHENOL CORP NEW 2.2% DUE 04-01-2020	**	3,612,061		
AMPHENOL CORP NEW CL A	**	2,144,164		

27

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
AMTECH SYS INC COM PAR $0.01 NEW STK	**	15,105		
AMTRUST FINL SVCS INC COM	**	128,654		
ANA HOLDINGS INC NPV	**	638,680		
ANADARKO PETE CORP 3.45% DUE 07-15-2024	**	129,462		
ANADARKO PETE CORP 5.55% DUE 03-15-2026	**	1,492,239		
ANADARKO PETE CORP 6.45% DUE 09-15-2036	**	220,466		
ANADARKO PETE CORP 8.7% DUE 03-15-2019	**	8,427,343		
ANALOG DEVICES INC 3.125% DUE 12-05-2023	**	25,051		
ANALOG DEVICES INC COM	**	2,634,754		
ANALOGIC CORP COM PAR $0.05	**	1,728,851		
ANAPTYSBIO INC COM	**	811,400		
ANDEAVOR COM USD0.1666	**	7,054,778		
ANDEAVOR LOGISTICS LP & TESORO LOGISTICS3.5% DUE 12-01-2022	**	788,501		
ANDERSONS INC COM	**	86,192		
ANGIODYNAMICS INC COM STK	**	71,792		
ANGLO AMERN CAP 4% DUE 09-11-2027	**	387,394		
ANHEUSER BUSCH 5% DUE 04-15-2020	**	1,289,209		
ANHEUSER BUSCH 7.75% DUE 01-15-2019	**	396,042		
ANHEUSER BUSCH COS 5% DUE 03-01-2019	**	618,818		
ANHEUSER BUSCH GTD NT 5.375 DUE 01-15-2020	**	2,837,664		
ANHEUSER-BUSCH 1.9% DUE 02-01-2019	**	10,666,959		
ANHEUSER-BUSCH 2.2% DUE 08-01-2018	**	600,632		
ANHEUSER-BUSCH 2.65% DUE 02-01-2021	**	24,180,733		
ANHEUSER-BUSCH 3.3% DUE 02-01-2023	**	3,208,024		
ANHEUSER-BUSCH 3.65% DUE 02-01-2026	**	933,940		
ANHEUSER-BUSCH 4.7% DUE 02-01-2036	**	167,722		
ANHEUSER-BUSCH INBEV FIN INC 2.15 DUE 02-01-2019 REG	**	2,002,296		
ANI PHARMACEUTICALS INC COM	**	47,886		
ANIKA THERAPEUTICS INC COM STK	**	58,169		
ANIXTER INTL INC COM	**	255,740		
ANTA SPORTS PRODUC HKD0.10	**	748,036		
ANTERO RES CORP COM	**	512,658		
ANTHEM INC 2.95% 12-01-2022	**	740,310		
ANTHEM INC 3.35% DUE 12-01-2024	**	836,981		
ANTHEM INC 3.65% 12-01-2027	**	764,496		
ANTHEM INC COM	**	10,417,963		
ANTHEM INC FIXED 2.5% 11-21-2020	**	5,680,115		
ANTOFAGASTA ORD GBP0.05	**	192,497		
AON CORP 5% DUE 09-30-2020	**	5,430,995		
AON PLC 3.875% DUE 12-15-2025	**	67,961		
AON PLC 4.25% DUE 12-12-2042	**	65,793		
AON PLC COM	**	15,723,962		
AOZORA BANK NPV	**	171,326		
APACHE CORP 3.25 DUE 04-15-2022 REG	**	10,391,902		
APACHE CORP 5.1% DUE 09-01-2040	**	95,885		
APACHE CORP COM	**	14,405,464		
APOGEE ENTERPRISES INC COM	**	83,457		

28

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
APPLE HOSPITALITY REIT INC COM NEW COM NEW	**	256,871		
APPLE INC 1.55% DUE 08-04-2021	**	485,761		
APPLE INC 1.8% 11-13-2019	**	17,779,958		
APPLE INC 1.8% DUE 05-11-2020	**	5,711,219		
APPLE INC 1.9% DUE 02-07-2020	**	5,639,984		
APPLE INC 2% 11-13-2020	**	6,111,138		
APPLE INC 2.1% DUE 05-06-2019	**	696,596		
APPLE INC 2.15% DUE 02-09-2022	**	178,646		
APPLE INC 2.3% DUE 05-11-2022	**	273,077		
APPLE INC 2.4% DUE 05-03-2023	**	148,456		
APPLE INC 2.45% DUE 08-04-2026	**	5,674,006		
APPLE INC 2.85% DUE 05-06-2021	**	6,055,616		
APPLE INC 2.85% DUE 05-11-2024	**	266,187		
APPLE INC 2.9% DUE 09-12-2027	**	4,347,882		
APPLE INC 3% DUE 02-09-2024	**	179,247		
APPLE INC 3.35% DUE 02-09-2027	**	3,892,621		
APPLE INC 3.45% DUE 05-06-2024	**	388,883		
APPLE INC 3.75% DUE 09-12-2047	**	3,074,397		
APPLE INC 3.85% DUE 08-04-2046	**	95,880		
APPLE INC BNDS 2.75% DUE 01-13-2025 REG	**	99,130		
APPLE INC COM STK	**	21,650,440		
APPLIED INDL TECHNOLOGIES INC COM	**	29,079		
APPLIED MATERIALS INC COM	**	13,845,801		
APPLIED OPTOELECTRONICS INC COM	**	12,859		
APT PIPELINES LTD 4.25% DUE 07-15-2027	**	135,565		
APTARGROUP INC COM	**	4,831,680		
APTEVO THERAPEUTICS INC COM	**	7,602		
APTIV PLC COM USD	**	7,822,174		
ARC DOCUMENT SOLUTIONS INC COM	**	15,155		
ARCA CONTINENTAL SAB DE CV	**	101,433		
ARCADIS NV COMSTK	**	612,020		
ARCBEST CORP COM USD0.01	**	91,592		
ARCH CAP FIN LLC 4.011% DUE 12-15-2026	**	713,170		
ARCH CAPITAL GROUP COM STK	**	4,335,448		
ARCH COAL INC CL A COM STK	**	175,793		
ARCHER-DANIELS-MIDLAND CO COM	**	3,740,426		
ARCHROCK INC COM	**	2,347,128		
ARCOS DORADOS HOLDINGS INC COM NPV CL 'A'	**	902,768		
ARDMORE SHIPPING CORP	**	17,600		
ARGAN INC COM	**	52,110		
ARGENT SECS INC 2003-W3 ASSET BKD CTF M-1 FLTG 09-25-2033 REG	**	289,127		
ARGENT SECS INC FLTG RT 2.46135% DUE 04-25-2034	**	678,288		
ARGENT SECS INC FLTG RT 2.61135% DUE 11-25-2034	**	2,599,572		
ARGENTINA(REP OF) FRN 04/2022 ARS1	**	51,437		
ARGENTINA(REP OF) FRN 22/06/20 ARS1	**	156,673		
ARGO GROUP INTERNATIONAL HOLDINGS COM STK	**	189,574		
ARI FLEET LEASE TR 2.27999997139% DUE 04-15-2026	**	1,988,626		

29

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ARISTA NETWORKS INC COM	**	15,247,916		
ARISTOCRAT LEISURE NPV	**	946,754		
ARIZONA PUB SVC CO 2.2% DUE 01-15-2020	**	136,596		
ARIZONA PUB SVC CO 4.5% DUE 04-01-2042	**	28,209		
ARKEMA EUR10	**	164,790		
ARMSTRONG FLOORING INC COM	**	44,669		
AROTECH CORP COM NEW STK	**	10,075		
ARRIS INTERNATIONAL LTD COM USD0.01	**	5,677,490		
ARROW ELECTR INC COM	**	821,308		
ARROW ELECTRS INC 3% DUE 03-01-2018	**	265,336		
ARROW ELECTRS INC FIXED 3.25% DUE 09-08-2024	**	1,175,862		
ARROW ELECTRS INC FIXED 3.875% DUE 01-12-2028	**	17,946		
ARROW FINL CORP COM	**	45,120		
ARTISAN PARTNERS ASSET MGMT INC CL A CL A	**	1,012,504		
ARVIND LTD INR10	**	977,494		
ASAHI GROUP HOLDINGS LTD NPV	**	679,383		
ASAHI KASEI CORP NPV	**	353,046		
ASCENA RETAIL GROUP INC COM	**	38,855		
ASCENDAS R/EST INV NPV (REIT)	**	164,609		
ASCENT CAP GROUP INC COM SER A STK	**	20,762		
ASHFORD HOSPITALITY PRIME INC COM	**	16,210		
ASHFORD HOSPITALITY TR INC COM SHS	**	50,589		
ASHLAND GLOBAL HLDGS INC COM	**	333,430		
ASHMORE GROUP ORD GBP0.0001	**	494,846		
ASHOK LEYLAND INR1	**	35,667		
ASHTEAD GROUP ORD GBP0.10	**	2,056,653		
ASIAN DEV BK GLOBAL NT 1.5% DUE 01-22-2020 REG	**	15,867,891		
ASM PACIFIC TECH HKD0.10	**	27,802		
ASML HOLDING NV EUR0.09	**	1,382,579		
ASPEN INSURANCE HLDGS COM	**	266,336		
ASR NEDERLAND NV 10.0% DUE 29/08/2049	**	425,233		
ASSOCD BRIT FOODS ORD GBP0.0568	**	692,089		
ASSOCTD BANC-CORP COM	**	406,832		
ASSURANT INC COM	**	734,418		
ASSURED GUARANTY LTD COMMON STK	**	2,560,707		
AST BACKED SECS FLTG RT 2.45203% DUE 12-15-2033	**	1,466,482		
ASTA FDG INC COM	**	1,154		
ASTEC INDS INC COM	**	140,634		
ASTELLAS PHARMA NPV	**	2,096,147		
ASTRA INTL IDR50	**	41,200		
ASTRAZENECA ORD USD0.25	**	974,741		
ASTRAZENECA PLC 1.95% DUE 09-18-2019	**	4,392,088		
ASTRAZENECA PLC 3.375% DUE 11-16-2025	**	7,218,343		
ASTRONICS CORP COM	**	46,115		
ASTRONOVA INC COMMON STOCK	**	11,494		
ASURE SOFTWARE INC COM	**	13,343		
ASX LTD NPV	**	129,509		

30

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
AT HOME GROUP INC COM	**	36,650		
AT&T INC 1.75% DUE 01-15-2018	**	409,884		
AT&T INC 1.8% DUE 09-04-2026	**	729,486		
AT&T INC 2.3% DUE 03-11-2019	**	10,811,545		
AT&T INC 2.375 DUE 11-27-2018	**	3,911,954		
AT&T INC 2.45% DUE 06-30-2020	**	16,661,752		
AT&T INC 2.85% DUE 02-14-2023	**	2,284,020		
AT&T INC 3% DUE 06-30-2022	**	1,116,980		
AT&T INC 3.15% DUE 09-04-2036	**	614,795		
AT&T INC 3.4% DUE 05-15-2025	**	16,158,070		
AT&T INC 3.4% DUE 08-14-2024	**	8,041,072		
AT&T INC 3.8% DUE 03-15-2022	**	2,221,993		
AT&T INC 3.875% DUE 08-15-2021	**	41,441		
AT&T INC 3.9% DUE 08-14-2027	**	704,677		
AT&T INC 3.95% DUE 01-15-2025	**	532,409		
AT&T INC 4.125% DUE 02-17-2026	**	3,682,282		
AT&T INC 4.25% DUE 03-01-2027	**	1,121,359		
AT&T INC 4.45% DUE 04-01-2024	**	740,468		
AT&T INC 4.9% DUE 08-14-2037	**	1,974,560		
AT&T INC 5.25% DUE 03-01-2037	**	7,720,655		
AT&T INC 5.45% DUE 03-01-2047	**	4,339,214		
AT&T INC 5.5% DUE 02-01-2018	**	2,029,797		
AT&T INC 5.8% DUE 02-15-2019	**	13,055,731		
AT&T INC 6.375% DUE 03-01-2041	**	94,368		
AT&T INC FLTG RT 2.37152% DUE 01-15-2020	**	402,384		
AT&T INC FLTG RT 2.67152% DUE 07-15-2021	**	1,621,926		
ATCO LTD CLASS I NON-VOTING COM NPV	**	115,934		
ATHENE GLOBAL FDG 2.75% DUE 04-20-2020	**	4,522,278		
ATHENE GLOBAL FDG 3% DUE 07-01-2022	**	643,352		
ATLANTIC CAP BANCSHARES INC COM MON STOCK	**	41,008		
ATLAS AIR WORLDWIDE HLDGS INC COM NEW STK	**	162,930		
ATLAS COPCO AB SER'B'NPV (POST SPLIT)	**	148,452		
ATLAS FINANCIAL HLDGS INC COM	**	16,440		
ATLASSIAN CORPORATION PLC COM USD0.1 CL A	**	3,414,000		
ATMOS ENERGY CORP 4.125% DUE 10-15-2044	**	105,925		
ATMOS ENERGY CORP 8.5% DUE 03-15-2019	**	204,244		
ATN INTL INC COM	**	113,228		
ATOS SE	**	3,030,646		
ATRESMEDIA CORP EUR0.75	**	812,533		
ATRIUM EURP R/EST NPV (REGD)	**	463,088		
AU OPTRONICS CORP TWD10	**	198,400		
AUBURN SECS 4 FRN M/BKD 10/2041 GBP 'A2'	**	24,365		
AUBURN SECS 5 FRN M/BKD 12/2041 GBP 'A2'	**	556,098		
AURIZON HOLDINGS NPV	**	638,465		
AUST & NZ BANK GRP NPV	**	2,482,514		
AUST & NZ BKG GRP NY MTN 1.5% 01-16-2018	**	249,957		

31

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
AUSTRALIA & NEW 2.05% DUE 09-23-2019	**	9,964,550		
AUSTRALIA & NEW 2.125% DUE 08-19-2020	**	2,773,023		
AUSTRALIA & NEW 2.25% DUE 06-13-2019	**	5,201,353		
AUTOCANADA INC COM STK	**	722,792		
AUTONATION INC 3.35% DUE 01-15-2021	**	304,369		
AUTONATION INC 3.5% 11-15-2024	**	49,455		
AUTONATION INC COM	**	488,713		
AUTOZONE INC 2.5% DUE 04-15-2021	**	1,077,436		
AUTOZONE INC 4% DUE 11-15-2020	**	2,667,323		
AV HOMES INC COM	**	34,466		
AVALONBAY 2.9% DUE 10-15-2026	**	65,212		
AVALONBAY CMNTYS 3.35% DUE 05-15-2027	**	60,464		
AVALONBAY CMNTYS 3.45% DUE 06-01-2025	**	819,867		
AVALONBAY COMMUNITIES INC 3.625 DUE 10-01-2020 REG	**	5,147,060		
AVANGRID INC 3.15% 12-01-2024	**	303,404		
AVEXIS INC COM	**	979,651		
AVIATION CAP GROUP 7.125% DUE 10-15-2020	**	345,527		
AVIS BUDGET RENT 2.5% DUE 07-20-2021	**	3,396,461		
AVIS BUDGET RENT 2.63% DUE 12-20-2021	**	4,092,300		
AVNET INC COM	**	549,133		
AVX CORP COM	**	271,921		
AXALTA COATING SYSTEMS LTD COM USD1.00	**	3,019,188		
AXCELIS TECHNOLOGIES INC COM NEW COM NEW	**	80,159		
AXIS CAPITAL HOLDINGS LTD COM USD0.0125	**	343,728		
AXIS SPECIALTY FIN 2.65% DUE 04-01-2019	**	2,491,648		
AXIS SPECIALTY FIN 5.875% DUE 06-01-2020	**	899,031		
AXT INC COM	**	40,507		
AYALA LAND INC PHP1	**	119,087		
AYGAZ TRY1	**	309,177		
AZBIL CORP NPV	**	1,874,467		
AZZ INC COM	**	84,571		
B & G FOODS INC COMMON STOCK	**	142,463		
B & M EUROPEAN VALUE RETAIL SA ORD GBP0.1	**	822,240		
B A T CAP CORP 2.297% DUE 08-14-2020	**	8,244,397		
B A T CAP CORP 2.764% DUE 08-15-2022	**	30,502,971		
B A T CAP CORP NT FLTG 144A DUE 08-14-2020 BEO	**	502,692		
B2R MTG TR 2015-2 3.336% DUE 11-15-2048	**	210,439		
BA CR CARD TR 1.36% DUE 09-15-2020	**	4,340,307		
BABCOCK & WILCOX ENTERPRISES INC COM	**	37,397		
BAE SYSTEMS ORD GBP0.025	**	178,573		
BAJAJ AUTO LTD INR10	**	439,540		
BAKER HUGHES A GE 2.773% DUE 12-15-2022	**	3,315,833		
BAKER HUGHES INC 3.2 DUE 08-15-2021	**	444,296		
BALDWIN & LYONS INC CL B	**	29,459		
BALFOUR BEATTY GBP0.50	**	546,251		
BALT GAS & ELEC CO 2.4% DUE 08-15-2026	**	5,571,730		
BALT GAS & ELEC CO 3.35% DUE 07-01-2023	**	343,423		

32

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
BALT GAS & ELEC CO 3.5% DUE 08-15-2046	**	25,474		
BAMLL COML MTG FLTG RT 2.95945% DUE 12-15-2031	**	8,159,211		
BANC AMERICA COML MTG TR SER 2016-UB10 CLS A3 2.903% 06-15-2049	**	9,896,990		
BANC CALIF INC COM	**	4,527,513		
BANCA CARIGE SPA 3.875% 24/10/2018	**	618,440		
BANCFIRST CORP COM	**	104,960		
BANCO DE CHILE COM NPV	**	398,965		
BANCO NACIONAL DE DESENVOLVIMENTO ECONOMICO E SOCIAL ADJ RT 06-16-2018 BEO	**	142,320		
BANCO SANTANDER 2.5% DUE 12-15-2020	**	2,804,380		
BANCO SANTANDER EUR0.50(REGD)	**	2,902,590		
BANCO SANTANDER SA 3.125% 02-23-2023	**	2,586,769		
BANCO SANTANDER SA 3.5% DUE 04-11-2022	**	2,243,226		
BANCORP INC DEL COM STK	**	89,483		
BANCORPSOUTH BK TUPELO MISS COM	**	102,653		
BANDAI NAMCO HOLDINGS INC	**	1,020,864		
BANGKOK BANK THB10 (NVDR)	**	96,676		
BANK 2017-BNK9 3.47% DUE 11-15-2054	**	3,504,832		
BANK AMER CORP 1.95% DUE 05-12-2018	**	292,023		
BANK AMER CORP 2.151% DUE 11-09-2020	**	2,695,597		
BANK AMER CORP 2.625% DUE 10-19-2020	**	9,176,404		
BANK AMER CORP 2.65% DUE 04-01-2019	**	7,677,338		
BANK AMER CORP 2.816% DUE 07-21-2023	**	898,242		
BANK AMER CORP 3.248% DUE 10-21-2027	**	793,855		
BANK AMER CORP 3.3% DUE 01-11-2023	**	4,910,400		
BANK AMER CORP 3.419% DUE 12-20-2028	**	8,884,910		
BANK AMER CORP 3.5% DUE 04-19-2026	**	4,258,309		
BANK AMER CORP 3.593% DUE 07-21-2028	**	8,578,872		
BANK AMER CORP 3.705% BNDS 04-24-2028	**	513,197		
BANK AMER CORP 3.95% DUE 04-21-2025	**	1,964,824		
BANK AMER CORP 4% DUE 01-22-2025	**	5,174,761		
BANK AMER CORP 4.45% DUE 03-03-2026	**	1,531,725		
BANK AMER CORP 5% DUE 01-21-2044	**	881,825		
BANK AMER CORP 5.49% DUE 03-15-2019	**	310,594		
BANK AMER CORP 7.625% DUE 06-01-2019	**	371,139		
BANK AMER CORP BDS 4 04-01-2024	**	10,380,977		
BANK AMER CORP CORP BD 4.125 DUE 01-22-2024 REG	**	4,052,145		
BANK AMER CORP FLTG RT 2.328% DUE 10-01-2021	**	428,788		
BANK AMER CORP FLTG RT 2.881% DUE 04-24-2023	**	14,110,726		
BANK AMER CORP FLTG RT 3.093% DUE 10-01-2025	**	1,197,248		
BANK AMER CORP SR NT 2.625% DUE 04-19-2021/04-20-2017	**	6,171,326		
BANK AMER MERRILL LYNCH COML MTG TR SER 2016-UB10 CLS ASB 3.019% 06-15-2049	**	2,004,456		
BANK CHINA LTD HONG KONG BRH DISC COML PAPER 3/A3 YRS 3&4 03-07-2018	**	25,314,637		
BANK MARIN BANCORP COM STK	**	42,432		
BANK MONTREAL CHICAGO BRH IAM INSTL CTF DTD 08-17-2017 1.57% 08-16-2018	**	9,636,075		
BANK MONTREAL MEDIUM TERM SR NTS BOOK ENTRY 2.1% DUE 12-12-2019	**	3,091,410		
BANK MONTREAL MEDIUM TERM SR NTS BOOK EN1.75% DUE 09-11-2019	**	8,723,095		
BANK MONTREAL QUE 1.75% DUE 06-15-2021	**	8,010,119		

33

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
BANK MONTREAL QUE SR NT 2.375% DUE 01-25-2019/09-30-2013	**	1,504,442		
BANK NEW YORK INC 3.95 DUE 11-18-2025	**	14,936		
BANK NEW YORK INC MEDIUM TERM SR NTS BOO 2.6% DUE 08-17-2020	**	15,115		
BANK NEW YORK MELLON CORP 3.3% 08-23-2029	**	9,838,850		
BANK NEW YORK MELLON CORP COM STK	**	10,688,355		
BANK NEW YORK MELLON CORP MEDIUM TERM 2.2% 08-16-2023	**	6,212,630		
BANK NOVA SCOTIA 2.45% 09-19-2022	**	395,260		
BANK NOVA SCOTIA HOUSTON TEX INSTL DTD 09-22-2017 1.66% C/D DUE 09-21-2018	**	5,082,318		
BANK OF AMER CORP 5.00 DUE 05-13-2021	**	522,761		
BANK OF AMER CORP MTN 2 DUE 01-11-2018	**	10,500,210		
BANK OF AMERICA CORP	**	17,402,040		
BANK OF AMERICA CORP 1.75% DUE 06-05-2018	**	699,702		
BANK OF AMERICA CORP 2.25% DUE 04-21-2020	**	2,796,954		
BANK OF AMERICA CORP 2.6 DUE 01-15-2019	**	1,967,713		
BANK OF AMERICA CORP BNDS 4.2 DUE 08-26-2024	**	2,390,471		
BANK OF CHINA LTD 'H'CNY1	**	593,909		
BANK OF MONTREAL 2.35% 09-11-2022	**	226,248		
BANK OF MONTREAL BA 17/01/2018	**	79,760		
BANK OF MONTREAL COM NPV	**	1,001,444		
BANK OF MONTREAL MEDIUM TERM NTS 1.9% 08-27-2021	**	9,789,340		
BANK OF NY MELLON CORP 2.45% DUE 11-27-2020/10-27-2020	**	200,744		
BANK OF QUEENSLAND NPV	**	155,952		
BANK RAKYAT INDONESIA PERSER	**	478,025		
BANK TOKYO MITSUBISHI UFJ LTD N Y BRH 02-23-2017 FLTG RT DUE 02-22-2019	**	6,119,647		
BANKUNITED INC	**	241,673		
BANNER CORP COM NEW COM NEW	**	2,868,831		
BAR HBR BANKSHARES COM	**	41,406		
BARCLAYS AFRICA GR ZAR2	**	379,019		
BARCLAYS BANK PLC 7% BDS PERP GBP1000	**	284,896		
BARCLAYS BK PLC 2.5 02-20-2019	**	4,939,386		
BARCLAYS BK PLC 5.14% DUE 10-14-2020	**	1,069,546		
BARCLAYS BK PLC 7.625 DUE 11-21-2022	**	6,795,000		
BARCLAYS BK PLC MED TERM NTS BOOK ENTRY TRANCHE FLTG RT 08-07-2020	**	2,511,355		
BARCLAYS BK PLC NEW YORK BRH INSTL CTF DDTD 12-07-2017 2.0% C/D 12-05-2018	**	11,181,099		
BARCLAYS BK PLC NEW YORK BRH INSTL CTF DEP 00027 DTD 08-28-2017 1.94% 09-04-2018	**	3,700,311		
BARCLAYS BK PLC NEW YORK BRH INSTL CTF DEP 06-16-2017 FLTG 03-16-2018	**	4,905,003		
BARCLAYS BK PLC NEW YORK BRH INSTL CTF DEP 07-17-2017 FLTG 05-17-2018	**	500,563		
BARCLAYS BK PLC STEP CPN 7.75% DUE 04-10-2023	**	406,000		
BARCLAYS PLC 2.75% DUE 11-08-2019	**	4,078,751		
BARCLAYS PLC 2.875% DUE 06-08-2020	**	10,030,390		
BARCLAYS PLC 3.2% DUE 08-10-2021	**	1,090,836		
BARCLAYS PLC 3.25% DUE 01-12-2021	**	504,802		
BARCLAYS PLC 3.65% DUE 03-16-2025	**	2,046,345		
BARCLAYS PLC 3.684% DUE 01-10-2023	**	3,876,452		
BARCLAYS PLC 4.337% DUE 01-10-2028	**	3,487,832		
BARCLAYS PLC 4.375% DUE 01-12-2026	**	13,262,805		
BARCLAYS PLC 8.25 DUE 12-31-2049	**	524,125		

34

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
BARCLAYS PLC BARCLAYS VAR RT DUE 01-10-2023/01-10-2022	**	7,089,026		
BARCLAYS PLC ORD GBP0.25	**	8,615,749		
BARNES & NOBLE ED INC COM	**	41,068		
BARNES & NOBLE INC COM	**	49,191		
BARNES GROUP INC COM	**	343,683		
BARRATT DEVELOPMENTS ORD GBP0.10	**	1,589,602		
BARRETT BILL CORP COM STK	**	57,856		
BARRICK GOLD CORP COM NPV	**	380,330		
BARRICK NA FINANCE LLC 4.4% 05-30-2021	**	478,447		
BASF - ORD SHS COMSTK	**	2,847,947		
BASIC ENERGY SVCS INC NEW COM NEW COM NEW	**	58,182		
BASSETT FURNITURE INDS INC COM STK	**	10,152		
BAT CAPITAL CORP 144A FRN 08-15-2022	**	8,399,168		
BAXALTA INC 2.875% DUE 06-23-2020	**	1,710,980		
BAYER AG NPV (REGD)	**	19,134,205		
BAYERISCHE MOTOREN WERKE A G COM	**	618,843		
BB&T BRH BKG & TR CO GLOBAL BK FLTG RT DUE 05-01-2019 REG	**	6,607,013		
BB&T CORP 5.25% DUE 11-01-2019	**	129,338		
BB&T CORP SR 2.05 DUE 06-19-2018	**	3,232,677		
BB&T CORP SR 2.15% DUE 02-01-2021	**	520,034		
BB&T CORP SR 2.45% DUE 01-15-2020	**	7,384,362		
BB&T CORP SR MEDIUM TERM NTS BOOK ENTRY 2.625% DUE 06-29-2020	**	2,663,028		
BB&T CORP SR MEDIUM TERM NTS BOOK ENTRY TRANCHE # TR 00015 2.25 02-01-2019	**	601,033		
BBA AVIATION PLC ORD GBP0.2976 (POST CONS)	**	1,530,364		
BBVA(BILB-VIZ-ARG) 6.75%-FRN PERP EUR200000'3'	**	260,406		
BBVA(BILB-VIZ-ARG) EUR0.49	**	1,238,864		
BCO CREDITO INVERS COM NPV	**	106,038		
BCO DE SABADELL EUR0.125	**	106,686		
BCO DO BRASIL SA COM NPV	**	812,208		
BDO UNIBANK INC PHP10	**	258,177		
BEACON ROOFING SUPPLY INC COM	**	8,564,243		
BEAR STEARNS ARM FLTG RT 3.242544% DUE 05-25-2034	**	9,554		
BEAR STEARNS ASSET BACKED SECS I LLC ASSASSET BKD CTF CL I-A-1A 5.5 25 AUG 2036	**	666,594		
BEAR STEARNS AST BACKED SECS I TR 2007 AST BACKED CTF CL I-A-1 08-25-2037 REG	**	661,099		
BEAR STEARNS COS 7.25% DUE 02-01-2018	**	9,693,601		
BEAR STEARNS SECS I TR 2004-BO1 AST BACKED CTF M-4 FLTG 10-25-34	**	91,791		
BECTON DICKINSON & 2.404% DUE 06-05-2020	**	9,702,089		
BECTON DICKINSON & 2.675% DUE 12-15-2019	**	2,868,329		
BECTON DICKINSON & 3.363% DUE 06-06-2024	**	2,767,711		
BECTON DICKINSON & 3.734% DUE 12-15-2024	**	261,170		
BECTON DICKINSON & 4.685% DUE 12-15-2044	**	710,772		
BECTON DICKINSON & 4.9% DUE 04-15-2018	**	201,589		
BED BATH & BEYOND INC COM	**	3,733,572		
BEFIMMO SA NPV	**	1,114,384		
BEIERSDORF AG EUR1	**	10,397,552		
BEIJING CAPITAL INTERNATIONAL AIRPORTS 'H' CNY1	**	411,914		
BEIJING ENTERPRISE NPV	**	815,655		

35

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
BEIJING JINGNENG CLEAN ENRGY CO LTD REGISTEREDSHARES	**	503,911		
BEIJING URBAN CONSTRUCTION COMSTK	**	852,579		
BEL FUSE INC CL B CL B	**	49,645		
BELDEN INC COM	**	7,681,965		
BELMOND LTD COM STOCK	**	113,006		
BEMIS CO INC COM	**	24,038		
BENCHMARK ELECTRS INC COM	**	148,876		
BENDIGO AND ADELAIDE BANK LTD NPV	**	234,533		
BENEFICIAL BANCORP INC COM	**	119,641		
BERKLEY GP HOLDINGS	**	1,444,476		
BERKSHIRE HATHAWAY 1.7% DUE 03-15-2019	**	1,983,564		
BERKSHIRE HATHAWAY 2.4% DUE 02-01-2020	**	5,827,086		
BERKSHIRE HATHAWAY 3.5% DUE 02-01-2025	**	5,155,140		
BERKSHIRE HILLS BANCORP INC COM	**	157,380		
BERRY GLOBAL GROUP INC COM USD0.01	**	3,859,841		
BEST PACIFIC INTL HKD0.01	**	959,562		
BHARAT HEAVY ELECT INR2	**	433,965		
BHARAT PETROL CORP INR10	**	568,908		
BHARTI INFRATEL LT INR10	**	44,530		
BHP BILLITON FIN 5% DUE 09-30-2043	**	140,995		
BHP BILLITON LTD NPV	**	1,541,179		
BHP BILLITON PLC USD0.50	**	2,404,186		
BID CORP LTD NPV	**	205,824		
BIG 5 SPORTING GOODS CORP COM	**	17,138		
BIG LOTS INC COM	**	497,208		
BIGLARI HLDGS INC CL A COM	**	45,998		
BIM BIRLESIK MAGAZ TRY1	**	292,802		
BIO RAD LABS INC CL A	**	3,938,055		
BIOGEN INC 2.9% DUE 09-15-2020	**	202,724		
BIOGEN INC 3.625% DUE 09-15-2022	**	140,944		
BIOGEN INC COMMON STOCK	**	26,246,027		
BIOMARIN PHARMACEUTICAL INC COM ISIN CH0008107010	**	6,483,818		
BIO-TECHNE CORP COM	**	2,143,923		
BJS RESTAURANTS INC COM	**	59,186		
BK AMER N A TRANCHE # 2.05% 12-07-2018	**	499,857		
BK CENTRAL ASIA IDR62.50	**	303,040		
BK HAW CORP COM	**	2,425,310		
BK MANDIRI IDR250	**	151,009		
BK MONTREAL MEDIUM 1.8% DUE 07-31-2018	**	3,308,087		
BK MUT CORP NEW COM STK	**	50,215		
BK NEW YORK INC 2.2% DUE 05-15-2019	**	111,148		
BK NEW YORK INC MEDIUM TERM SR NTS 2.2 03-04-2019	**	6,440,834		
BK NEW YORK INC MEDIUM TERM SR NTS 2.2 03-04-2019	**	1,388,921		
BK NEW YORK MELLON 2.5% DUE 04-15-2021	**	2,019,538		
BK NEW YORK MELLON CORP 3.442% DUE 02-07-2028/02-07-2027 REG	**	511,073		
BK NOVA SCOTIA B C 1.65% DUE 06-14-2019	**	3,899,232		
BK NOVA SCOTIA B C 2.05% DUE 06-05-2019	**	2,952,751		

36

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
BK NOVA SCOTIA B C 2.05% DUE 10-30-2018	**	14,258,221		
BK NOVA SCOTIA B C 2.45% DUE 03-22-2021	**	11,537,460		
BK NOVA SCOTIA B C FIXED 2.15% DUE 07-14-2020	**	74,629		
BK NOVA SCOTIA B C FLTG RT 2.55152% DUE 01-15-2019	**	5,239,870		
BK NOVA SCOTIA GTD 1.875% DUE 04-26-2021	**	25,297,855		
BK NOVA SCOTIA GTD 2.125% DUE 09-11-2019	**	8,001,373		
BK NY INC MEDIUM TERM SR NTS BEO TRANCHE# TR 00043 4.15 DUE 02-01-2021	**	577,441		
BK OF NOVA SCOTIA COM NPV	**	1,613,142		
BK OF PHILIP ISLAN PHP10	**	49,647		
BK OF TOKYO 3.25% DUE 09-08-2024	**	20,387,832		
BLACK BOX CORP DEL COM	**	6,880		
BLACK HILLS CORP 2.5% DUE 01-11-2019	**	6,597,937		
BLACKBERRY LTD NPV	**	593,312		
BLACKHAWK NETWORK HLDGS INC COMMON STOCK	**	153,152		
BLACKLINE INC COM	**	1,131,075		
BLACKROCK INC 3.375 DUE 06-01-2022	**	77,751		
BLACKROCK INC 3.5% DUE 03-18-2024	**	90,426		
BLACKROCK INC 5% DUE 12-10-2019	**	615,182		
BLACKROCK INC COM STK	**	9,987,036		
BLUCORA INC COM	**	83,803		
BLUE BUFFALO PET PRODS INC COM	**	367,248		
BLUE HILLS BANCORP INC COM	**	57,848		
BLUEBIRD BIO INC COM	**	1,280,539		
BLUEPRINT MEDICINES CORP COM	**	3,790,936		
BLUESCOPE STEEL NPV	**	553,447		
BMC STK HLDGS INC COM	**	66,843		
BMW US CAP LLC 2.15% DUE 04-06-2020	**	1,993,140		
BMW US CAP LLC NT FLTG RATE 144A DUE 09-13-2019 BEO	**	3,557,623		
BMW VEH LEASE TR 1.23% DUE 01-22-2019	**	2,046,409		
BMW VEH LEASE TR 1.34% DUE 01-22-2019	**	636,834		
BMW VEH LEASE TR 1.43% DUE 09-20-2019	**	1,090,356		
BMW VEH LEASE TR 1.64% DUE 07-22-2019	**	13,870,233		
BMW VEH LEASE TR 1.98% DUE 05-20-2020	**	4,980,003		
BMW VEH OWNER TR 1.37% DUE 12-27-2022	**	5,776,790		
BNK FINANCIAL GROUP INC	**	149,183		
BNP PARIBAS EUR2	**	2,549,835		
BNP PARIBAS MEDIUM FIXED 3.8% DUE 01-10-2024	**	3,300,451		
BNP PARIBAS SR NON PFD 144A MED 2.95% 05-23-2022	**	4,474,716		
BNP PARIBAS US MEDIUM TERMTRANCHE # TR 330 2.7 DUE 08-20-2018	**	3,394,973		
BNP PARIBAS US MEDIUM TERM NT PROGRAM LLC MEDIUM TERM SR NTS 2.4 12-12-2018	**	4,605,191		
BNZ INTL FDG LTD 2.35% DUE 03-04-2019	**	4,083,933		
BNZ INTL FUNDING/LONDON FLTG 144A DUE 02-21-2020	**	2,877,253		
BOARDWALK 5.95% DUE 06-01-2026	**	66,927		
BOC AVIATION PTE 2.75% DUE 09-18-2022	**	391,511		
BOC AVIATION PTE 3.5% DUE 09-18-2027	**	485,146		
BOEING CO COM	**	10,031,303,488		
BOINGO WIRELESS INC COM STK	**	1,390,995		

37

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
BOISE CASCADE CO COM	**	96,199		
BOJANGLES INC COM	**	37,949		
BOK FINL CORP COM NEW	**	43,298		
BOLIDEN AB NPV	**	1,316,548		
BOLSA MEXICANA DE COMSTK	**	872,064		
BONANZA CREEK ENERGY INC COM NEW COM NEW	**	9,932		
BONOS DE TESORERIA 144A BNDS 6.15% 12/08/2032	**	1,978,895		
BOOT BARN HLDGS INC COM	**	48,169		
BOOZ ALLEN HAMILTON HLDG CORP CL A COM STK	**	10,327,587		
BORAL FIN PTY LTD 3.75% 05-01-2028	**	503,706		
BOSTON PRIVATE FINL HLDGS INC COM	**	2,822,406		
BOUYGUES EUR1	**	371,467		
BOX INC CL A CL A	**	2,653,453		
BP CAP MKTS AMER 4.2% DUE 06-15-2018	**	303,278		
BP CAP MKTS P L C 1.375% DUE 05-10-2018	**	213,673		
BP CAP MKTS P L C 1.674% DUE 02-13-2018	**	4,372,920		
BP CAP MKTS P L C 1.768% DUE 09-19-2019	**	1,150,637		
BP CAP MKTS P L C 2.237% DUE 05-10-2019	**	2,100,700		
BP CAP MKTS P L C 3.119% DUE 05-04-2026	**	252,681		
BP CAP MKTS P L C 3.216% DUE 11-28-2023	**	1,859,157		
BP CAP MKTS P L C 3.245 DUE 05-06-2022	**	2,049,960		
BP CAP MKTS P L C 3.506% DUE 03-17-2025	**	2,058,502		
BP CAP MKTS P L C 3.814% DUE 02-10-2024	**	215,509		
BP CAP MKTS P L C 4.75% DUE 03-10-2019	**	196,928		
BP CAPITAL MARKETS PLC 2.315% DUE 02-13-2020	**	5,175,551		
BP ORD USD0.25	**	1,222,702		
BPCE S A MEDIUM 2.65% DUE 02-03-2021	**	401,128		
BPCE S A MEDIUM 2.75% DUE 12-02-2021	**	501,304		
BPCE SR NON PFD 3% DUE 05-22-2022	**	11,728,499		
BPCE US REG S 2.5 DUE 12-10-2018 REG	**	752,108		
BPER BANCA EUR3	**	506,692		
BQE CANT VAUDOISE CHF30.00(REGD)	**	422,032		
BR MALLS PARTICIPA COM NPV	**	119,274		
BRADY CORP CL A	**	4,453,894		
BRANCH BANKING & TRUST 2.1% 01-15-2020	**	4,400,073		
BRANCH BANKING & TRUST 2.25% 06-01-2020	**	848,584		
BRANCH BANKING & TRUST 2.85 DUE 04-01-2021 REG	**	304,117		
BRANDYWINE RLTY TR SH BEN INT NEW REIT	**	182,464		
BRASKEM S.A. PRF'A' NPV	**	48,331		
BRAZIL FEDERATIVE REP GLOBAL BD 5.625% DUE 02-21-2047 REG	**	306,450		
BRAZIL(FED REP OF) 10% T-NTS 1/1/2021 BRL1000	**	1,040,403		
BRENNTAG AG NPV	**	153,725		
BRFKREDIT A/S 2% 01/10/2047	**	790,863		
BRIDGE BANCORP INC COM STK	**	65,240		
BRIDGEPOINT ED INC COM	**	30,635		
BRIGGS & STRATTON CORP CAP	**	117,006		
BRIGHT HORIZONS FA COM USD0.001	**	6,768,000		

38

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
BRIGHTHOUSE FINL 3.7% DUE 06-22-2027	**	12,588,403		
BRINKS CO COM	**	3,935		
BRISTOL MYERS SQUIBB CO COM	**	10,782,706		
BRISTOW GROUP INC COM	**	61,315		
BRIT 5.95% DUE 01-15-2018	**	1,126,505		
BRIT SKY 2.625% DUE 09-16-2019	**	15,801,706		
BRIT TELECOM 2.35 DUE 02-14-2019	**	3,073,251		
BRITISH AMERICAN TOBACCO ORD GBP0.25	**	1,116,007		
BRITISH LAND CO ORD GBP0.25	**	150,024		
BRITISH TELECOMMUNICATIONS P L C NT STEPUP 12-15-2030 12-12-2000	**	224,110		
BRIXMOR OPERATING PARTNERSHIP LP 3.85% NTS 02-01-2025 USD1000	**	2,311,919		
BRIXMOR PPTY GROUP INC COM	**	334,555		
BROADCOM CORP / 2.375% DUE 01-15-2020	**	6,903,990		
BROADCOM CORP / 3% DUE 01-15-2022	**	9,993,631		
BROADCOM CORP / 3.125% DUE 01-15-2025	**	955,965		
BROADCOM CORP / 3.625% DUE 01-15-2024	**	4,022,287		
BROADCOM CORP / 3.875% 144A 01-15-2027	**	492,023		
BROADCOM LIMITED COM NPV	**	5,142,367		
BROADRIDGE FINL SOLUTIONS INC COM STK	**	4,710,160		
BROADSOFT INC COM	**	2,149,939		
BROADWIND ENERGY INC COM NEW COM NEW	**	3,884		
BROOKDALE SR LIVING INC COM STK	**	174,367		
BROOKFIELD ASSET LIMITED VTG SHARES CLASS A	**	568,534		
BROOKFIELD FIN INC FIXED 4.7% 09-20-2047	**	45,063		
BROOKLINE BANCORP INC DEL COM BROOKLINE BANCORP INC +	**	112,648		
BROOKS AUTOMATION INC COM	**	161,345		
BROTHER INDUSTRIES NPV	**	1,251,711		
BROWN & BROWN INC COM	**	1,167,216		
BRUNEL INTERNATIONAL NV COMMON STOCK	**	204,104		
BRUNSWICK CORP COM	**	3,641,483		
BRYN MAWR BK CORP COM STK	**	81,770		
BSB BANCORP INC MD COM USD0.01	**	11,583		
BSTN PPTYS LTD 3.125% DUE 09-01-2023	**	120,945		
BSTN PPTYS LTD 3.2% DUE 01-15-2025	**	265,153		
BSTN PPTYS LTD 4.125% DUE 05-15-2021	**	731,609		
BSTN SCIENTIFIC 2.85% DUE 05-15-2020	**	1,481,654		
BSTN SCIENTIFIC 4.125% DUE 10-01-2023	**	3,035,740		
BSTN SCIENTIFIC 6% DUE 01-15-2020	**	5,317,747		
BT GROUP ORD GBP0.05	**	3,059,690		
BUCKEYE PARTNERS L 2.65 DUE 11-15-2018	**	285,824		
BUCKEYE PARTNERS L 4.35% DUE 10-15-2024	**	137,759		
BUCKEYE PARTNERS L 6.05% DUE 01-15-2018	**	560,687		
BUILD-A-BEAR WORKSHOP INC COM STK	**	18,915		
BUMRUNGRAD HOPTL THB1(NVDR)	**	55,081		
BUNGE LTD FIN CORP FIXED 3% DUE 09-25-2022	**	469,477		
BUONI POLIENNALI DEL TES 2.8% 01/03/2067	**	103,934		
BUONI POLOENNALI DEL TES 3.45% 01/03/2048	**	811,351		

39

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
BURBERRY GROUP ORD GBP0.0005	**	1,335,167		
BURL NORTHN SANTA 3% DUE 03-15-2023	**	4,721,990		
BURL NORTHN SANTA 3.45% DUE 09-15-2021	**	237,641		
BURL NORTHN SANTA 4.1% DUE 06-01-2021	**	157,917		
BURL NORTHN SANTA 5.75% DUE 03-15-2018	**	1,284,578		
BURL NORTHN SANTA 5.75% DUE 05-01-2040	**	104,243		
BURL NORTHN SANTA FIXED 3.25% DUE 06-15-2027	**	153,442		
BURLINGTON NORTHERN SANTA FE LLC 4.125% DEB SNR 06-15-2047 USD	**	5,478,610		
BURLINGTON NORTHN SANTA 4.55 09-01-2044	**	1,007,554		
BURSA MALAYSIA BHD MYR0.50	**	421,063		
BUY TO OPEN REPO W/BANK OF A 1.8% FROM 12-29-2017 TO 01-02-2018	**	79,600,000		
BUY TO OPEN REPO W/JPMORGAN 1.57% FROM 12-27-2017 TO 01-03-2018	**	75,000,000		
BUY TO OPEN REPO W/JPMORGAN 1.7% FROM 12-29-2017 TO 01-05-2018	**	75,000,000		
BUY TO OPEN REPO W/MERRILL L 1.5% FROM 01-02-2018 TO 01-03-2018	**	25,000,000		
BUY TO OPEN REPO W/MERRILL L 1.67% FROM 12-29-2017 TO 01-02-2018	**	25,000,000		
BUY TO OPEN REPO W/RBC CAPIT 1.58% FROM 12-28-2017 TO 01-04-2018	**	75,000,000		
BUZZI UNICEM SPA EUR0.60	**	857,922		
BWX TECHNOLOGIES INC COM	**	4,294,790		
C & F FINL CORP CMT-COM	**	23,780		
CA INC 3.6% DUE 08-15-2022	**	1,840,143		
CA ST TAXABLE-VAR PURP 6.2 DUE 03-01-2019 BEO TAXABLE	**	524,210		
CABELAS CR CARD 1.78% DUE 06-15-2022	**	9,747,827		
CABOT CORP COM	**	269,456		
CABOT MICROELECTRONICS CORP COM	**	1,824,682		
CABOT OIL & GAS CORP COM	**	285,113		
CACI INTL INC CL A CL A	**	265,097		
CADILA HEALTHCARE INR1	**	52,723		
CAI INTL INC COM	**	60,945		
CAIRN HOMES PLC ORD EUR0.001	**	1,019,567		
CAIXABANK SA 5%-FR SUB EMTN 14/11/23 EUR	**	1,373,101		
CALATLANTIC GROUP INC COM	**	553,693		
CALAVO GROWERS INC COM	**	4,332,843		
CALERES INC COM	**	140,683		
CALGON CARBON CORP COM	**	109,163		
CALIFORNIA ST 2.367% 04-01-2022 BEO TAXABLE	**	7,805,257		
CALIFORNIA ST 6.2% 10-01-2019 BEO TAXABLE	**	1,929,150		
CALIFORNIA ST 6.65 03-01-2022 BEO TAXABLE	**	12,146,212		
CALIFORNIA ST 7.95 03-01-2036 BEO TAXABLE	**	11,167		
CALIFORNIA ST UNIV REV 3.199% 11-01-2027BEO TAXABLE	**	1,451,030		
CALIFORNIA ST UNIV REV 3.299% 11-01-2028BEO TAXABLE	**	1,494,519		
CALIX NETWORKS INC COMMON STOCK	**	23,883		
CALL SWAPTION USD CITIUS33 3MLIBOR/6M 2.0% European 317U302P2 12-19-2018	**	110,254		
CALL SWAPTION USD CSFPGB2L 3MLIBOR/6M 1.85% European 317U245P2 11-30-2018	**	88,424		
CALL SWAPTION USD DEUTGB2L 3MLIBOR/6M 2.15% European 317U799L1 06-15-2018	**	2,179		
CALL SWAPTION USD MSCSUS33 3MLIBOR/6M 1.65% European 317U540M1 11-15-2018	**	4,402		
CALL SWAPTION USD MSCSUS33 3MLIBOR/6M 2.54% European 317U899N6 03-21-2018	**	6,653		
CALL SWAPTION USD NGFPUS33 3MLIBOR/6M 2.15% European 317U796L4 06-15-2018	**	726		

40

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
CALLAWAY GOLF CO COM	**	1,903,353		
CALLON PETE CO DEL COM	**	1,901,439		
CALPINE CORP COM NEW STK	**	3,443,467		
CALTEX AUSTRALIA NPV	**	501,727		
CAMBREX CORP COM	**	2,985,840		
CAMDEN NATL CORP COM	**	73,728		
CANADA HOUSING TRUST 2.9% DUE 15/06/2024	**	663,343		
CANADA HSG TR NO 1 CDA HSG TR SER 48 2.4% 144A 15/12/2022	**	1,938,963		
CANADA(GOVT OF) 3% DEB 01/12/2036 CAD1000	**	102,295		
CANADA(GOVT OF) I/L 1.5% BDS 01/12/44 CAD1000	**	555,680		
CANADIAN IMP BANK COM NPV	**	1,892,257		
CANADIAN IMPERIAL BK COMM N Y BRH C/D 09-22-2017 1.66% DUE 10-15-2018	**	7,420,184		
CANADIAN NATL RY CO COM	**	13,602,353		
CANADIAN TIRE LTD CLASS'A'CUM NON-VTG COM NPV	**	549,669		
CANFOR CORP COM NPV	**	1,295,375		
CANON INC NPV	**	160,173		
CANTEL MEDICAL CORP COM	**	2,467,851		
CAP 1 BK USA NATL 8.8% DUE 07-15-2019	**	600,570		
CAP 1 FINL CORP 3.2% DUE 02-05-2025	**	366,381		
CAP 1 FINL CORP 4.2% DUE 10-29-2025	**	138,891		
CAP 1 FINL CORP FIXED 3.05% DUE 03-09-2022	**	3,091,511		
CAP 1 MULTI-ASSET 1.33% DUE 06-15-2022	**	3,950,332		
CAP 1 MULTI-ASSET 1.66% DUE 06-17-2024	**	9,748,380		
CAP 1 MULTI-ASSET 1.82% DUE 09-15-2022	**	3,779,560		
CAP 1 MULTI-ASSET 2% DUE 01-17-2023	**	15,409,427		
CAP 1 MULTI-ASSET 2.08% DUE 03-15-2023	**	21,195,090		
CAP 1 MULTI-ASSET FLTG RT 2.00945% DUE 02-15-2022	**	401,894		
CAP 1 NATL ASSN 1.85% DUE 09-13-2019	**	990,357		
CAP 1 NATL ASSN 2.25% DUE 09-13-2021	**	2,525,933		
CAP 1 NATL ASSN 2.35% DUE 01-31-2020	**	672,968		
CAP 1 NATL ASSN 2.35% DUE 08-17-2018	**	500,781		
CAP AUTO 1.54% DUE 08-20-2020	**	1,166,958		
CAP AUTO 1.62% DUE 03-20-2019	**	63,876		
CAP AUTO 1.73% DUE 04-20-2020	**	1,686,756		
CAP AUTO 1.94% DUE 01-21-2020	**	2,620,264		
CAP AUTO 2.02% DUE 08-20-2021	**	766,918		
CAP CY BK GROUP INC COM	**	42,324		
CAPCOM CO LTD NPV	**	627,764		
CAPGEMINI EUR8	**	1,665,212		
CAPITAL ONE BK USA NATL ASSN GLEN ALLEN 2.15 DUE 11-21-2018	**	665,017		
CAPITAL ONE FINL CORP COM	**	17,974,190		
CAPITAL ONE NA 2.95 DUE 07-23-2021	**	7,901,792		
CAPITALAND MALL TRUST	**	174,111		
CAPITOL FED FINL INC COM .	**	210,282		
CARA OPERATIONS LT SUB-VTG NPV	**	818,405		
CARBO CERAMICS INC COM	**	15,647		
CARDINAL HLTH INC 1.948% DUE 06-14-2019	**	496,926		

41

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
CARDINAL HLTH INC 1.95% DUE 06-15-2018	**	117,933		
CARDINAL HLTH INC 2.616% DUE 06-15-2022	**	4,090,478		
CARDINAL HLTH INC 3.75% DUE 09-15-2025	**	52,944		
CARDINAL HLTH INC 4.625% DUE 12-15-2020	**	532,440		
CARDTRONICS PLC CARDTRONICS PLC	**	48,448		
CARE COM INC COM	**	502,991		
CAREER EDUCATION C COM USD0.01	**	19,098		
CARLISLE COMPANIES INC COM	**	170,475		
CARLISLE COS INC 3.5% 12-01-2024	**	125,988		
CARLSBERG SER'B'DKK20	**	4,382,299		
CARMAX AUTO OWNER 1.16% DUE 06-17-2019	**	195,540		
CARMAX AUTO OWNER 1.25% DUE 11-15-2019	**	288,257		
CARMAX AUTO OWNER 1.39% DUE 05-17-2021	**	2,096,974		
CARMAX AUTO OWNER 1.53999996185% DUE 02-18-2020	**	7,841,100		
CARMAX AUTO OWNER 1.56% DUE 11-16-2020	**	3,922,113		
CARMAX AUTO OWNER 1.61% DUE 11-16-2020	**	1,228,545		
CARMAX AUTO OWNER 1.63% DUE 05-15-2020	**	2,777,437		
CARMAX AUTO OWNER 1.68% DUE 09-15-2021	**	4,803,143		
CARMAX AUTO OWNER 2.26999998093% DUE 09-15-2022	**	2,389,846		
CARMAX AUTO OWNER 2.41% DUE 12-15-2022	**	868,008		
CARMAX AUTO OWNER 2.6% DUE 02-15-2023	**	327,261		
CARMAX AUTO OWNER 3.39% DUE 10-16-2023	**	668,614		
CARMAX AUTO OWNER FIXED 1.97% DUE 04-15-2022	**	915,024		
CARMAX AUTO OWNER TR 2017-3 ASSET NT CL A-2A 1.64% DUE 09-15-2020	**	3,629,743		
CARMAX AUTO OWNER TR 2017-3 CL A4 2.22%11-15-2022	**	2,684,810		
CARMAX AUTO OWNER TR 2017-4 CL A-3 2.11% 10-17-2022 REG	**	452,765		
CARMAX AUTO OWNER TRUST SER 16-4 CL A3 1.4% 08-15-2021	**	1,518,536		
CARMAX AUTO OWNER TRUST SER 17-1 CL A3 2.06% 11-15-2021	**	2,025,331		
CAROLINA FINANCIAL CORP COM USD0.001	**	69,136		
CARPENTER TECHNOLOGY CORP COM	**	2,468,681		
CARRIAGE SERVICES INC COM	**	47,435		
CARRIZO OIL & GAS INC COM	**	67,330		
CARROLS RESTAURANT GROUP INC COM	**	42,343		
CARS COM INC COM	**	211,397		
CARTER INC FORMERLY CARTER HLDGS INC TO 09/13/2003 COM	**	3,127,349		
CASCADIAN THERAPEUTICS INC COM NEW COM NEW	**	21,142		
CASTELLUM AB NPV	**	2,054,899		
CATCHER TECHNOLOGY TWD10	**	219,490		
CATERPILLAR FINANCIAL SERVICES LTD 2.1% DUE 01-10-2020	**	24,948		
CATERPILLAR FINL 2.55% DUE 11-29-2022	**	249,200		
CATERPILLAR FINL FLTG RT 1.77738% DUE 09-04-2020	**	5,082,318		

42

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
CATERPILLAR FINL SVCS CORP 7.05 10-01-2018	**	259,650		
CATERPILLAR FINL SVCS CORP MEDIUM TERM N7.15 DUE 02-15-2019	**	73,918		
CATERPILLAR FINL SVCS CORP MEDIUM TERM NTS-BOOK ENTRY 2.1% DUE 06-09-2019	**	650,315		
CATERPILLAR FINL SVCS CORP MEDIUM TERM N2.25% DUE 12-01-2019	**	4,375,868		
CATERPILLAR FINL SVCS CORP MEDIUM TERM N2.85 DUE 06-01-2022 REG	**	120,504		
CATERPILLAR FINL SVCS CORP MEDIUM TERM NTRANCHE # TR 00880 1.35% DUE 05-18-2019	**	524,813		
CATERPILLAR INC 3.9% DUE 05-27-2021	**	2,376,684		
CATHAY FINL HLDG TWD10	**	84,273		
CATO CORP NEW CL A CL A	**	40,787		
CAVCO INDS INC DEL COM STK	**	3,634,779		
C-BASS SER 2006-CB2 TR MTG LN ASSET-BKD CTF CL AF-4 12-25-2036 REG	**	497,434		
CBIZ INC COM	**	95,512		
CBL & ASSOC PPTYS INC COM	**	63,817		
CBOE GLOBAL MKTS 1.95% DUE 06-28-2019	**	695,575		
CBS CORP 4% DUE 01-15-2026	**	29,638		
CBS CORP NEW 3.7% DUE 08-15-2024	**	160,521		
CBS CORP NEW 4.3% DUE 02-15-2021	**	240,317		
CBS CORP NEW CL B	**	7,015,100		
CBS CORP NEW FIXED 4.9% DUE 08-15-2044	**	11,561		
CC HLDGS GS V LLC 3.849% DUE 04-15-2023	**	619,013		
CCL INDUSTRIES INC CLASS'B'NON VTG COM NPV	**	149,447		
CCY SWP AUD 3MLIBOR/ BBSW BNPAFRPP 05/10/2027 CCS092719	**	421		
CCY SWP AUD 3MLIBOR/ BBSW MSCSUS33 06/10/2027 CCS280918	**	349		
CD 2016-CD2 MTG TR 3.348% DUE 11-10-2049	**	3,082,923		
CD 2016-CD2 MTG TR FLTG RT 3.526% DUE 11-10-2049	**	1,930,437		
CD MTG TR SR 2017-CD5 CL AAB 3.22% 08-10-2050	**	6,003,136		
CDN IMPERIAL BK 1.6% DUE 09-06-2019	**	624,497		
CDN IMPERIAL BK 2.55% DUE 06-16-2022	**	297,965		
CDN IMPERIAL BK FIXED 2.1% DUE 10-05-2020	**	496,148		
CDN NAT RES LTD 3.8% DUE 04-15-2024	**	25,746		
CDN NAT RES LTD 6.45% DUE 06-30-2033	**	97,836		
CDN NATL RAILWAYS COM NPV	**	224,598		
CDN NATL RY CO 5.55% DUE 03-01-2019	**	3,301,101		
CDN NATL RY CO 6.8% DUE 07-15-2018	**	630,847		
CDN PAC RY CO NEW 4.5% DUE 01-15-2022	**	85,195		
CDN PAC RY CO NEW 6.5% DUE 05-15-2018	**	243,931		
CDN PAC RY CO NEW 7.125% DUE 10-15-2031	**	123,144		
CDN PAC RY CO NEW 7.25% DUE 05-15-2019	**	3,112,302		
CDP FINL INC 4.4% DUE 11-25-2019	**	2,598,175		
CDS / STS CSFPGB2L 01-17-2047 SWPC02TU6	**	9,628		
CDS / STS DEUTGB2L 01-17-2047 SWPC03XW5	**	5,349		

43

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
CDS / STS GSILGB2X 10-17-2057 SWPC0ATK0	**	3,908		
CDS BARCGB33 09-20-2019 SWPC05DU6	**	9,594		
CDS BARCGB33 12-20-2021 SWPC0DZO9	**	3,522		
CDS BNPAFRPP 12-20-2019 SWPC07UE9	**	38,490		
CDS BOFAUS6NGFX 06-20-2022 SWPC0FSQ7	**	1,543		
CDS CHASUS33 06-20-2023 SWPC0G4U2	**	1,352		
CDS GSILGB2X 12-20-2021 SWPC0E270	**	1,521		
CDS ICE_CSFBUS 12-20-2020 SWPC0FIV7	**	14,979		
CDS ICE_CSFBUS 12-20-2020 SWPC0FJI5	**	5,732		
CDS ICE_CSFBUS 12-20-2022 SWPC0GCR0	**	6,724		
CDS ICE_CSFBUS 12-20-2023 SWPC0E7Z3	**	37,067		
CDS ICE_CSFBUS 12-20-2023 SWPC0EOD3	**	85,570		
CDS ICE_CSFBUS 20/06/2022 SWPC0F0Z7	**	2,983		
CDS ICE_CSFBUS 20/12/2026 SWPC0EM03	**	3,212		
CDS MRMDUS33 03-20-2018 SWPC0GA19	**	1,123		
CDS MRMDUS33 03-20-2020 SWPC08PD5	**	11,345		
CECO ENVIRONMENTAL CORP COM	**	22,695		
CEDAR REALTY TRUST INC	**	33,653		
CELADON GROUP INC COM	**	15,744		
CELGENE CORP 2.25% DUE 05-15-2019	**	359,510		
CELGENE CORP 2.875% DUE 08-15-2020	**	1,152,643		
CELGENE CORP 3.25% DUE 08-15-2022	**	66,029		
CELGENE CORP 3.55% DUE 08-15-2022	**	267,808		
CELGENE CORP 3.625% DUE 05-15-2024	**	424,747		
CELGENE CORP 3.875% DUE 08-15-2025	**	1,842,455		
CELGENE CORP 3.95% DUE 10-15-2020	**	82,841		
CELGENE CORP COM	**	32,421,626		
CELLDEX THERAPEUTICS INC NEW COM STK	**	27,326		
CELLTRION INC KRW1000	**	397,019		
CENOVUS ENERGY INC 5.7% DUE 10-15-2019	**	851,958		
CENOVUS ENERGY INC 6.75% DUE 11-15-2039	**	11,975		
CENT EUROPEAN MEDIA ENTERPRISES LTD NEW COM STK	**	46,500		
CENT GARDEN & PET CO CL A	**	139,150		
CENTENE CORP DEL COM	**	377,594		
CENTERPOINT ENERGY 2.4% DUE 09-01-2026	**	2,239,282		
CENTERPOINT ENERGY 2.5% DUE 09-01-2022	**	1,482,354		
CENTERPOINT ENERGY 5.85 DUE 01-15-2041	**	102,068		
CENTERPOINT ENERGY RES CORP DEL SR NT 4.5 1-15-2021	**	360,831		
CENTERSTATE BANK CORP	**	3,243,524		
CENTRAL GARDEN & PET CO COM	**	44,408		
CENTRAL PAC FINL CORP COM NEW	**	110,073		

44

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
CENTRAL VY CMNTY BANCORP COM STK	**	30,270		
CENTURY ALUM CO COM	**	125,185		
CENTURY CMNTYS INC COM	**	98,338		
CENTY BANCORP INC MASS CL A NON VTG	**	32,083		
CEVA INC COM	**	3,596,331		
CF INDS INC 3.45% DUE 06-01-2023	**	488,194		
CF JPMCB LIQUIDITY FD	**	439,346,946		
CGI GROUP INC 'A'SUB-VTG NPV	**	329,576		
CHAILEASE HOLDING TWD10	**	37,789		
CHALLENGER LTD NPV	**	1,851,285		
CHARLES RIV LABORATORIES INTL INC COM	**	6,561,746		
CHARLES SCHWAB CORP 1.5% DUE 03-10-2018	**	4,761,722		
CHARLES SCHWAB CORP 5.0% 12-31-2049	**	702,660		
CHART INDS INC COM PAR $0.01 COM PAR $0.01	**	1,552,331		
CHARTER 3.579% DUE 07-23-2020	**	9,096,464		
CHARTER 4.464% DUE 07-23-2022	**	12,608,873		
CHARTER 4.908% DUE 07-23-2025	**	1,562,882		
CHARTER 6.384% DUE 10-23-2035	**	1,401,150		
CHARTER COMMUNICATIONS INC NEW CL A CL A	**	6,323,103		
CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.2% DUE 03-15-2028 BEO	**	1,816,403		
CHARTER FINL CORP MD COM	**	18,733		
CHARTER HALL RETAIL REIT NPV	**	684,867		
CHASE ISSUANCE TR SER 2016-A2 CLS A 1.37% 06-15-2021	**	3,614,975		
CHASE ISSUANCE TR 1.27% DUE 07-15-2021	**	2,668,232		
CHASE ISSUANCE TR 1.49% DUE 07-15-2022	**	21,621,226		
CHASE ISSUANCE TR 1.58% DUE 08-16-2021	**	1,239,673		
CHASE ISSUANCE TR CHASESERIES 2016-3 NT CL A FLTG 06-15-2023 REG	**	10,517,822		
CHASE ISSUANCE TR FIXED 1.84% DUE 04-15-2022	**	10,272,592		
CHATHAM LODGING TR COM	**	36,871		
CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01	**	6,296,366		
CHEESECAKE FACTORY INC COM	**	25,535		
CHEFS' WAREHOUSE HOLDINGS IN	**	44,116		
CHEGG INC COM	**	2,272,070		
CHEMICAL FINL CORP COM	**	1,928,770		
CHEMUNG FINL CORP COM	**	24,579		
CHES LODGING TR SH BEN INT	**	102,725		
CHES UTILS CORP COM	**	3,342,695		
CHEVRON CORP 1.991% 03-03-2020	**	14,663,915		
CHEVRON CORP 4.95% DUE 03-03-2019	**	511,572		
CHEVRON CORP COM	**	7,907,000		
CHEVRON CORP NEW 1.365% DUE 03-02-2018	**	4,946,684		

45

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CHEVRON CORP NEW 1.686% DUE 02-28-2019	**	5,171,767		
CHEVRON CORP NEW 1.718% DUE 06-24-2018	**	299,999		
CHEVRON CORP NEW 1.79% DUE 11-16-2018	**	3,049,193		
CHEVRON CORP NEW 1.961% DUE 03-03-2020	**	498,242		
CHEVRON CORP NEW 2.1% DUE 05-16-2021	**	4,840,052		
CHEVRON CORP NEW 2.419% DUE 11-17-2020	**	189,136		
CHEVRON CORP NEW 2.895% DUE 03-03-2024	**	410,616		
CHEVRON CORP NEW 2.954% DUE 05-16-2026	**	2,259,268		
CHGO ILL TRAN AUTH SALES & TRANSFER T 6.899 DUE 12-01-2040 REG	**	542,356		
CHGO ILL TRAN AUTH SALES & TRANSFER T 6.899 DUE 12-01-2040 REG TAXABLE	**	677,945		
CHICAGO BRDG & IRON CO N V COM NV	**	99,035		
CHICAGO ILL 7.375% 01-01-2033 BEO TAXABLE	**	2,082,564		
CHICAGO ILL 7.75% 01-01-2042 BEO TAXABLE	**	3,443,139		
CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV 6.2% 12-01-2040 BEO TAXABLE	**	13,019		
CHICOS FAS INC COM	**	120,367		
CHILDRENS PL INC NEW COM	**	5,023,005		
CHIMERIX INC COM	**	19,918		
CHINA AIRLINES TWD10	**	306,306		
CHINA BLUECHEMICAL LTD H SHS	**	223,537		
CHINA COMM SERVICE 'H'CNY1	**	241,988		
CHINA CONSTRUCTION BANK'H'CNY1	**	1,490,187		
CHINA DEV FIN HLDG TWD10	**	57,176		
CHINA EVERBRIGHT INTERNATIONAL LTD	**	64,235		
CHINA EVERGRANDE GROUP ( LOCAL 3333)	**	386,791		
CHINA LIFE INS TWD10	**	227,476		
CHINA MEDICAL SYS USD0.005	**	41,927		
CHINA MENGNIU DAIR HKD0.1	**	210,974		
CHINA MERCHANTS BK COM STK	**	37,783		
CHINA MOBILE LTD NPV	**	2,326,791		
CHINA OVERSEAS LAND & INVESTMNT HKD0.10	**	360,274		
CHINA RES PWR HLDG NPV	**	70,710		
CHINA RESOURCES LAND HKD0.10	**	287,652		
CHINA TRAD CHINESE NPV	**	440,390		
CHINA TRAVEL INTL NPV	**	890,719		
CHINA VANKE CO COM STK	**	177,101		
CHIPBOND TECHNOLO TWD10	**	308,436		
CHIYODA CORP NPV	**	931,858		
CHONGQING RURAL CO CNY1 H SHARE	**	298,642		
CHRISTOPHER & BANKS CORP COM	**	4,555		
CHUBB CORP 5.75% DUE 05-15-2018	**	669,051		
CHUBB LTD ORD CHF24.15	**	17,378,218		
CHUGOKU ELEC PWR 2.701% 16/03/2020	**	803,980		
CHURCH & DWIGHT INC SR NT FLTG RATE DUE 01-25-2019 REG	**	3,049,391		
CHUYS HOLDINGS INC COM USD0.01	**	56,128		
CIE DE ST-GOBAIN EUR4	**	2,295,597		
CIELO SA COM NPV	**	45,191		

46

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CIENA CORP COM NEW	**	178,993		
CIGNA CORP 4 DUE 02-15-2022	**	3,822,354		
CIGNA CORP 4.375% DUE 12-15-2020	**	989,996		
CIGNA CORPORATION	**	6,082,139		
CIMAREX ENERGY CO COM	**	4,374,303		
CIMB GROUP HOLDINGS BERHAD MYR1	**	84,034		
CIMC ENRIC HLDG LT HKD0.01	**	199,771		
CIMIC GROUP LIMITED NPV	**	2,931,459		
CIN FINL CORP 6.92% DUE 05-15-2028	**	103,293		
CINCINNATI BELL INC NEW COM NEW COM NEW	**	1,990,028		
CINEMARK HLDGS INC COM	**	170,096		
CINTAS CORP NO 2 2.9% DUE 04-01-2022	**	1,533,610		
CINTAS CORP NO 2 3.7% DUE 04-01-2027	**	1,623,219		
CIRCOR INTL INC COM	**	74,821		
CIRRUS LOGIC INC COM	**	163,411		
CISCO SYS INC 2.2% DUE 02-28-2021	**	1,345,718		
CISCO SYS INC 2.45% DUE 06-15-2020	**	251,636		
CISCO SYS INC 3.625% DUE 03-04-2024	**	379,253		
CISCO SYS INC 4.45% DUE 01-15-2020	**	26,144		
CISCO SYS INC SR NT 4.95 DUE 02-15-2019 REG	**	740,256		
CIT GROUP INC NEW 5.375 DUE 05-15-2020	**	105,625		
CIT GROUP INC NEW COM NEW COM NEW	**	466,848		
CIT HOME EQUITY LN TR 2002-1 ASSET BKD CTF CL AF-5 02-25-2033 BEO	**	396,193		
CITI TRENDS INC COM ORD USD1	**	56,519		
CITIBANK CR CARD 1.73% DUE 04-09-2020	**	2,200,000		
CITIBANK CR CARD 1.75% DUE 11-19-2021	**	28,287,874		
CITIBANK CR CARD 1.8% DUE 09-20-2021	**	2,536,957		
CITIBANK CR CARD 2.15% DUE 07-15-2021	**	20,562,280		
CITIBANK CR CARD ISSUANCE TR 2.88 01-23-2023 REG	**	8,698,443		
CITIBANK CR CARD ISSUANCE TR SR 2017-A3 CL-A3 0.0% DUE 04-07-2022	**	3,875,672		
CITIBANK N A 1.85% 09-18-2019	**	8,131,569		
CITIBANK N A 1.85% 09-18-2019	**	596,310		
CITIBANK N A FLTG RT 2.04878% DUE 06-12-2020	**	4,873,943		
CITIBANK NA FIXED 2% DUE 03-20-2019	**	7,111,688		
CITIBANK NA FIXED 2% DUE 03-20-2019	**	4,461,373		
CITIC TEL INT HLDGS HKD0.10	**	351,074		
CITIGROUP COML MTG 2.29200005531% DUE 02-10-2049	**	6,540,138		
CITIGROUP COML MTG 2.687% DUE 02-10-2048	**	6,021,060		
CITIGROUP COML MTG 2.71000003815% DUE 08-10-2049	**	8,908,947		
CITIGROUP COML MTG 3.061% DUE 02-10-2048	**	1,913,139		
CITIGROUP COML MTG 3.65400004387% DUE 12-10-2049	**	3,827,069		
CITIGROUP COML MTG FLTG RT 0% DUE 07-15-2017	**	1,300,823		
CITIGROUP COML MTG FLTG RT 3.72% DUE 12-10-2049	**	1,950,967		
CITIGROUP INC 1.7% DUE 04-27-2018	**	4,520,498		
CITIGROUP INC 1.75% DUE 05-01-2018	**	1,298,916		
CITIGROUP INC 1.8% DUE 02-05-2018	**	1,244,869		
CITIGROUP INC 2.05% DUE 12-07-2018	**	7,076,590		

47

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CITIGROUP INC 2.4% DUE 02-18-2020	**	928,912		
CITIGROUP INC 2.45% DUE 01-10-2020	**	6,943,199		
CITIGROUP INC 2.5% DUE 09-26-2018	**	4,763,618		
CITIGROUP INC 2.7% DUE 10-27-2022	**	4,699,251		
CITIGROUP INC 2.75% DUE 04-25-2022	**	3,991,908		
CITIGROUP INC 2.876% DUE 07-24-2023	**	4,149,104		
CITIGROUP INC 2.9% DUE 12-08-2021	**	4,746,029		
CITIGROUP INC 3.2% DUE 10-21-2026	**	327,422		
CITIGROUP INC 3.4% DUE 05-01-2026	**	10,472,179		
CITIGROUP INC 3.5% DUE 05-15-2023	**	5,822,319		
CITIGROUP INC 3.668% DUE 07-24-2028	**	5,904,675		
CITIGROUP INC 3.7% DUE 01-12-2026	**	6,763,881		
CITIGROUP INC 4.125% DUE 07-25-2028	**	190,671		
CITIGROUP INC 4.3% DUE 11-20-2026	**	1,286,237		
CITIGROUP INC 4.4% DUE 06-10-2025	**	1,952,738		
CITIGROUP INC 4.45% DUE 09-29-2027	**	7,490,324		
CITIGROUP INC 4.5% DUE 01-14-2022	**	542,519		
CITIGROUP INC 4.6% DUE 03-09-2026	**	436,331		
CITIGROUP INC 4.65% DUE 07-30-2045	**	390,392		
CITIGROUP INC 5.5% DUE 09-13-2025	**	2,647,376		
CITIGROUP INC 8.5% DUE 05-22-2019	**	920,824		
CITIGROUP INC COM NEW COM NEW	**	44,921,912		
CITIGROUP INC FLTG RT 2.44532% DUE 06-07-2019	**	1,209,456		
CITIGROUP INC FLTG RT 2.57122% DUE 08-02-2021	**	611,182		
CITIGROUP INC FRN 04-27-2018	**	1,802,387		
CITIGROUP MTG LN FLTG RT 2.53635% DUE 11-25-2034	**	751,658		
CITIZENS & NORTHN CORP COM	**	22,896		
CITIZENS BK MEDIUM 2.55% DUE 05-13-2021	**	1,270,281		
CITIZENS BK MEDIUM TERM NTS BOOK ENTRY NT 2.5% DUE 03-14-2019/02-14-2019	**	300,710		
CITIZENS FINL FLTG RT 5.158% DUE 06-29-2023	**	4,163,134		
CITIZENS FINL GROUP INC COM	**	10,280,902		
CITIZENS HLDG CO MISS COM US1747151025 ISIN	**	14,237		
CITIZENS INC CL A	**	36,912		
CITY HLDG CO COM	**	80,694		
CIVEO CORP CDA COM	**	31,305		
CK ASSET HOLDINGS LTD	**	1,576,836		
CK HUTCHISON INTL 2.25% DUE 09-29-2020	**	230,733		
CK INFRASTRUCTURE HKD1	**	77,218		
CLEAN ENERGY FUELS CORP COM	**	24,455		
CLEAN HBRS INC COM	**	3,158,776		
CLEARFIELD INC COM	**	13,475		
CLEARWATER PAPER CORP COM STK	**	88,394		
CLEV ELEC ILLUM CO 8.875% DUE 11-15-2018	**	343,365		
CLICKS GROUP LTD ZAR0.01	**	1,026,400		
CLIFTON BANCORP INC COM	**	47,316		
CLOUD PEAK ENERGY INC COM	**	51,406		
CLOUDERA INC COM	**	1,328,208		

48

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CLP HOLDINGS LTD NPV	**	132,958		
CMD SWP BNPAFRPP 02-15-2018 SWU0398Z0	**	3,815		
CMD SWP BNPAFRPP 02-15-2018 SWU0398Z0	**	1,369		
CMD SWP BNPAFRPP 02-15-2018 SWU0H9588	**	281,927		
CMD SWP BNPAFRPP 02-15-2018 SWU0H9596	**	522,024		
CMD SWP BNPAFRPP 02-15-2018 SWU0H9604	**	231,346		
CMD SWP CHASUS33 02-15-2018 SWU0H9398	**	6,077		
CMD SWP CHASUS33 02-15-2018 SWU0H9448	**	347,941		
CMD SWP CHASUS33 02-15-2018 SWU0H9455	**	733,283		
CMD SWP CHASUS33 02-15-2018 SWU0H9489	**	94,197		
CMD SWP CHASUS33 02-15-2018 SWU0H9513	**	714		
CMD SWP CHASUS33 02-15-2018 SWU0H9513	**	26		
CMD SWP CIBCUS33 02-15-2018 SWU0H9190	**	31,016		
CMD SWP CITIUS33 02-15-2018 SWU0H9646	**	641,799		
CMD SWP CITIUS33 02-15-2018 SWU0H9661	**	47,935		
CMD SWP GSILGB2X 02-15-2018 SWU0H9059	**	307,885		
CMD SWP GSILGB2X 02-15-2018 SWU0H9083	**	5,244		
CMD SWP GSILGB2X 02-15-2018 SWU0H9083	**	3,815		
CMD SWP GSILGB2X 02-15-2018 SWU0H9083	**	1,369		
CMD SWP GSILGB2X 02-15-2018 SWU0H9125	**	1,159,532		
CMD SWP GSILGB2X 02-15-2018 SWU0H9125	**	51,278		
CMD SWP GSILGB2X 02-15-2018 SWU0H9125	**	15,754		
CMD SWP GSILGB2X 02-15-2018 SWU0H9125	**	53,166		
CMD SWP GSILGB2X 02-15-2018 SWU0H9125	**	12,704		
CMD SWP GSILGB2X 02-15-2018 SWU0H9125	**	27,773		
CMD SWP GSILGB2X 02-15-2018 SWU0H9737	**	119,224		
CMD SWP GSILGB2X 02-15-2018 SWU0H9737	**	17,234		
CMD SWP MACQAU2S 02-15-2018 SWU0H9075	**	95,150		
CMD SWP MACQAU2S 02-15-2018 SWU0H9349	**	1,033,352		
CMD SWP MLILGB3L 02-15-2018 SWU0H9018	**	134,893		
CMD SWP MLILGB3L 02-15-2018 SWU0H9026	**	199,980		
CME GROUP INC 3% DUE 09-15-2022	**	112,176		
CME GROUP INC COM STK	**	15,065,496		
CME_IRS CME_CSFBUS CAD P 1.85%/R 3M CDOR 15/09/2027 SWU00LO05	**	192,406		
CME_IRS CME_CSFBUS CAD P 2.2%/R 3M CDOR 16/06/2026 SWU00FMI1	**	17,040		
CME_IRS CME_CSFBUS CAD P 2.3%/R 3M CDOR 15/12/2025 SWU00CZV5	**	6,778		
CME_IRS CME_CSFBUS JPY P .3%/R 6M LIBOR 20/09/2027 SWU00LCI9	**	37,985		
CME_IRS CME_CSFBUS JPY P 6M LIBOR/R .15% 22/03/2018 SWU00DZI2	**	2,316		
CME_IRS CME_CSFBUS JPY P 6M LIBOR/R .25% 18/09/2020 SWU00DZH4	**	7,969		
CME_IRS CME_CSFBUS JPY P 6M LIBOR/R 1.25% 17/06/2035 SWU00BPW6	**	68,259		
CME_IRS CME_CSFBUS NZD P 3M NFIX3/R 2.5% 11/07/2019 SWU00MA99	**	54,571		
CME_IRS CME_CSFBUS PLN P 6M WIBOR/R 3.0% 21/03/2028 SWU00ML63	**	35		
CME_IRS CME_CSFBUS USD P 1.25%/R 3M LIBOR 06/21/2019 SWU00JR72	**	218,981		
CME_IRS CME_CSFBUS USD P 1.45%/R 3M LIBOR 06/28/2021 SWU00ISZ1	**	91,759		
CME_IRS CME_CSFBUS USD P 1.5%/R 3M LIBOR 06/15/2019 SWU00H8N2	**	158,171		
CME_IRS CME_CSFBUS USD P 1.5%/R 3M LIBOR 06/21/2027 SWU00KLL4	**	933,093		
CME_IRS CME_CSFBUS USD P 1.68%/R 3M LIBOR 12/21/2026 SWU00INA1	**	203,965		

49

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CME_IRS CME_CSFBUS USD P 1.72%/R 1D FEDL 09/19/2018 SWU00NOK7	**	315		
CME_IRS CME_CSFBUS USD P 1.75%/R 3M LIBOR 06/21/2047 SWU00KLP5	**	538,145		
CME_IRS CME_CSFBUS USD P 1.75%/R 3M LIBOR 12/21/2026 SWU00INA1	**	88,908		
CME_IRS CME_CSFBUS USD P 1.85%/R 3M LIBOR 03/14/2020 SWU00M439	**	352,611		
CME_IRS CME_CSFBUS USD P 1.85%/R 3M LIBOR 07/27/2026 SWU00JC37	**	19,117		
CME_IRS CME_CSFBUS USD P 2.0%/R 3M LIBOR 04/01/2020 SWU00MZ27	**	153,059		
CME_IRS CME_CSFBUS USD P 2.0%/R 3M LIBOR 12/16/2020 SWU00D7N2	**	12,300		
CME_IRS CME_CSFBUS USD P 2.1%/R 3M LIBOR 07/01/2041 SWU00IUR6	**	133,723		
CME_IRS CME_CSFBUS USD P 2.22%/R 3M LIBOR 09/16/2025 SWU00E7V2	**	2,627		
CME_IRS CME_CSFBUS USD P 2.25%/R 3M LIBOR 12/20/2022 SWU00LT67	**	417		
CME_IRS CME_CSFBUS USD P 2.25%/R 3M LIBOR 12/21/2046 SWU00INI4	**	62,690		
CME_IRS CME_CSFBUS USD P 2.25%/R 3M LIBOR 12/21/2046 SWU00INI4	**	20,897		
CME_IRS CME_CSFBUS USD P 2.3%/R 3M LIBOR 04/27/2026 SWU00I172	**	15,362		
CME_IRS CME_CSFBUS USD P 2.4%/R 3M LIBOR 03/16/2026 SWU00HB08	**	13,002		
CME_IRS CME_CSFBUS USD P 2.5%/R 3M LIBOR 06/15/2046 SWU00FLJ0	**	80,925		
CME_IRS CME_CSFBUS USD P 3M LIBOR/R 1.94% 09/19/2018 FRA001838	**	1,359		
CME_IRS CME_CSFBUS USD P 3M LIBOR/R 2.68% 10/25/2023 SWU00L7Y0	**	14,647		
CME_IRS CME_CSFBUS ZAR P 3M JIBAR/R 7.5% 15/03/2019 SWU00JQX6	**	3,772		
CME_IRS CME_CSFBUS ZAR P 3M JIBAR/R 7.75% 15/03/2022 SWU00JTL9	**	72,827		
CME_IRS CME_CSFBUS ZAR P 3M JIBAR/R 8.25% 15/03/2022 SWU00K8T2	**	19,280		
CME_IRS CME_CSFBUS ZAR P 7.75%/R 3M JIBAR 22/03/2028 SWU00MM62	**	8,814		
CME_ZCS CME_CSFBUS BRL P 1D BZDIO/R 8.35% 02/01/2020 SWU00NES1	**	56,216		
CME_ZCS CME_CSFBUS BRL P 1D BZDIO/R 8.35% 02/01/2020 SWU00NES1	**	13,883		
CMNTY HLTH SYS INC NEW COM	**	59,857		
CMO ADJBL RATE MTG TR DUE 09-25-2035 BEO	**	1,008,892		
CMO ALTERNATIVE LN TR 2006-OA9 MTG CL 2A-1A 0 DUE 07-25-2036 REG	**	133,623		
CMO AMERN HOME MTG INVT TR 2005-2 MTG BKD NT CL IV-A-1 VAR 09-25-45	**	134,626		
CMO BANK 2017-BNK7 COML MTG PASS THRU CTF CL A-5 3.435% 09-15-2060	**	2,075,961		
CMO BANK OF AMER MERRILL LYNCH COML MTG TR 2 3.366% DUE 02-15-2050 BEO	**	3,073,110		
CMO BANK SER 2017-BNK9 CL A-2 2.766% 11-15-2054 REG	**	8,897,099		
CMO BANK SR 2017-BNK6 A-SB 3.289% 07-15-2060	**	1,984,720		
CMO BEAR STEARNS ALT-A TR 2006-8 MTG PASSTHRU CTF CL III-A-1 01-25-2037 REG	**	195,244		
CMO BEAR STEARNS ALT-A TR SER 2005-4 CL II-3A-2 DUE 05-25-2035 REG	**	1,226,118		
CMO BEAR STEARNS ARM TR 2000-2 MTG PASS THRU CTF CL A-1 VAR RATE 11-25-2030 BEO	**	20,581		
CMO BEAR STEARNS ARM TR 2002-11 CL I-A-1DUE 02-25-2033/04-25-2006 BEO	**	2,851		
CMO BEAR STEARNS ARM TR 2004-10 MTG DUE 01-25-2035	**	65,172		
CMO BEAR STEARNS ARM TR DUE 02-25-2034 REG	**	367,909		
CMO BEAR STEARNS ARM TR SER 2005-2 CL A-1 FLT RT DUE 03-25-2035 BEO	**	1,817,787		
CMO BEAR STEARNS ARM TR SER 2005-2 CL A-2 FLT RT DUE 03-25-2035 BEO	**	15,345		
CMO BEAR STEARNS STRUCTURED PRODS INC TR200 DUE 12-25-2046 REG	**	2,529,174		
CMO BEAR STEARNS STRUCTURED PRODS INC TR200 MTG PASSTHRU CTF CL I-A-1 VAR DUE	**	75,572		
CMO CHASE MTG FIN TR SER 2007-A1 PASSTHRU CTF CL 1-A1 4.366 03-25-37 REG	**	66,381		
CMO CITIGROUP COML MTG TR 2015-GC33 COML CTF CL A-4 3.778 DUE 09-10-2058 REG	**	1,908,272		
CMO CITIGROUP COML MTG TR 2016-C3 COML MTG CTF CL A-3 2.86% 11-15-2049	**	6,899,837		
CMO CITIGROUP COML MTG TR 2017-B1 COML MTG CTF CL A-AB 3.243% 08-15-2050	**	2,030,516		
CMO CITIGROUP COML MTG TR 2017-P7 COML MTG CTF CL B VAR RT 04-15-2050	**	1,189,887		
CMO CITIGROUP COML MTG TR 2017-P8 CL A-4 3.465% 09-15-2050	**	1,920,073		

50

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CMO CITIGROUP COML MTG TR SR 2012-GC8 CL AAB 2.608% DUE 09-10-2045	**	8,827,815		
CMO CITIGROUP COMMERCIAL MORTGAGE TRUST SR 17-C4 CL A2 3.19% 10-12-2050	**	5,820,504		
CMO CITIGROUP MTG LN TR SER 2005-6 CL A1FLT RT DUE 09-25-2035 BEO	**	22,068		
CMO CITIGRP COMMERICAL MTG CITIGROUP COML MTG TR 3.127 DUE 04-15-2049 REG	**	10,956,920		
CMO COMM 2012-CCRE1 MTG TR CTF CL A-3 3.391% DUE 05-15-2045 REG	**	4,849,161		
CMO COMM 2013-CCRE12 MTG TR MTG PASS THRU CTF CL A-4 4.046 DUE 10-10-2046 REG	**	10,726,947		
CMO COMM 2013-CCRE12 MTG TR MTG PASS THRU CTF CL B 4.762% DUE 10-10-2046 REG	**	274,237		
CMO COMM 2013-CCRE8 MTG TR COML MTG PASSTHRU CTF CL A-4 3.334 6-10-2046	**	933,113		
CMO COMM 2013-LC13 MTG TR CL A-2 3.009 DUE 08-10-2046	**	4,854,773		
CMO COMM 2014-CCRE18 MTG TR SER 2014-CR18 CL A-SB 3.452 DUE 7-15-47	**	4,112,108		
CMO COMM 2014-UBS6 MTG TR MTG PASS THRU CTF CL A-4 3.378% DUE 12-10-2047 REG	**	8,498,237		
CMO COMM 2015-LC23 MTG TR CL A-SB 3.598% DUE 10-10-2053 REG	**	16,147,534		
CMO COMM MORTGAGE TRUST SER 2015-DC1 CL A2 2.87% 02-10-2048	**	5,465,350		
CMO COMM MTG TR SER 2014-CR15 CL A-2 2.928 02-10-2047	**	3,980,502		
CMO CREDIT SUISSE 1ST BSTN MTG SECS CORPSER 2004-8 CL 6A1 4.5 DUE 12-25-2019 REG	**	56,353		
CMO CSAIL 2015-C4 COML MTG TRUST SR 2015-C4 CL-ASB 3.6167% DUE 11-11-2048	**	2,591,543		
CMO CSAIL 2016-C5 COML MTG TR CL A-SB 3.5325% DUE 11-15-2048 REG	**	10,312,650		
CMO CSAIL COML MTG TR SER 2016-C7 CL A3 2.6082% 11-15-2049	**	4,341,836		
CMO CWALT INC 2004-J7 MTG PASSTHRU CTF CL 2-A-1 FLT RT DUE 09-25-2034	**	2,920		
CMO CWMBS INC SER 2005-11 CL 3-A-1 FLT RT DUE 04-25-2035 REG	**	849,931		
CMO CWMBS INC SER 2005-11 CL 3-A-3 FLT RT DUE 04-25-2035 REG	**	106,956		
CMO DBJPM 2016-C1 MTG TR CL A-SB 3.038% DUE 05-10-2049 REG	**	3,424,827		
CMO GS MORTGAGE SECURITIES TRUST SER 15-GC28 FLTG RT 02-10-2048 REG	**	1,309,930		
CMO GS MTG SECS CORP 2003-2F CL IIIA-1 6% DUE 03-25-2032 BEO	**	2,524		
CMO GS MTG SECS TR 2010-C2 3.849 DUE 12-10-2043 BEO	**	8,854		
CMO GS MTG SECS TR 2011-GC5 MTG PASS THRU CTF CL D 144A DUE 08-10-2044 BEO	**	548,400		
CMO GS MTG SECS TR 2013-GCJ12 CL AAB VARRT DUE 06-10-2046 BEO	**	8,162,361		
CMO GS MTG SECS TR 2013-GCJ16 COML MTG PASSTHRU CTF CL B 5.161 DUE 11-01-2046	**	547,798		
CMO GS MTG SECS TR 2014-GC18 COML MTG PASS THRU CTF CL A-2 0 DUE 1-10-47 REG	**	1,296,253		
CMO GS MTG SECS TR 2015-GS1 CL A-AB 3.553% DUE 11-10-2048 REG	**	12,934,088		
CMO GS MTG SECS TR 2017-GS7 COML MTG PASSTHRU CTF CL A-4 0 DUE 08-10-2050 REG	**	8,301,859		
CMO HARBORVIEW MTG LN TR 2003-1 CL A FLTG RT 05-19-2033	**	12,522		
CMO HARBORVIEW MTG LN TR 2005-4 MTG PASSTHRU CTF CL 4-A DUE 07-19-2035 REG	**	386,255		
CMO HARBORVIEW MTG LN TR 2005-9 CL 2-A-1A DUE 06-20-2035 REG	**	763,403		
CMO HOMESTAR MTG ACCEP CORP SER 2004-4 CL A3 FLT RT DUE 09-25-2034 BEO	**	73,205		
CMO J P MORGAN MTG TR 2004-A3 CL 1-A-1 DUE 07-25-2034 REG	**	346,628		
CMO J P MORGAN MTG TR 2005-A1 MTG PASSTHRU CTF CL 6-T-1 DUE 02-25-2035 REG	**	260,614		
CMO J P MORGN CHASE COML MTG SECS TR 2013-C CL A-4 2.8754 DUE 12-15-2047 REG	**	3,568,183		
CMO JOHN DEERE OWNER TR 2014 ASSET BACKED NT CL A-3 .92% DUE 04-16-2018 REG	**	—		
CMO JPMBB COML MTG SECS TR 2013-C15 COM MTG PASSTH CTF CL B 4.9267 11-15-2045	**	2,506,138		
CMO JPMBB COML MTG SECS TR 2013-C17 COMLMTG PASSTHRU CTF CL B DUE 01-15-2047 REG	**	317,160		
CMO JPMBB COML MTG SECS TR 2015-C28 COML CTF A-2 2.7733 DUE 10-15-2048 REG	**	7,449,994		
CMO JPMBB COML MTG SECS TR 2015-C30 COMLMTG PASSTHRU CTF CL B DUE 07-15-2048 REG	**	3,133,329		
CMO JPMBB COML MTG SECS TR 2015-C31 FLTG RT 08-15-2048	**	347,232		
CMO JPMBB COML MTG SECS TR SER 2013-C17 CL A-2 3.0032 DUE 01-15-2047	**	1,167,028		
CMO JPMBB COML MTG SER 15-C32 CL A4 3.3293% DUE 11-15-2048 REG	**	5,101,010		
CMO JPMBB COMM MTG SECS TST SER 2015-C31 CL A3 3.8014% 08-15-2048	**	7,095,014		

51

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CMO JPMCC COML MTG SECS TR 2017 CL A-3 3.3422% DUE 03-15-2050 REG	**	4,058,372		
CMO JPMCC COML MTG SECS TR 2017-JP7 CL A-3 3.3785% 09-15-2050	**	1,843,150		
CMO JPMCC COML MTG SECS TR SER 2016-JP3 CL A5 2.8704% 08-15-2049	**	2,249,497		
CMO JPMDB COML MTG SECS SR 2017-C7 CL A-5 3.4092% DUE 10-15-2050	**	4,830,096		
CMO JPMDB COML MTG SECS TR 2017-C7 CL A-3 10-15-2050	**	9,540,119		
CMO LB-UBS COML MTG TR 2008-C1 MTG PASSTHRU CTF CL A-2 DUE 04-15-2041 REG	**	637,914		
CMO MASTR ADJ RATE MTGS TR 2003-6 MTG PASSTHRU CTF CL 3-A-1 DUE 12-25-2033 REG	**	578,350		
CMO MASTR ALTERNATIVE LN TR 2004-8 MTG PASSTHRU CTF CL 7-A-1 5 DUE 09-25-2019	**	31,694		
CMO MELLON RESDNTL FDG CORP 2000-TBC2 MTG PASSTHRU CTF CL A-1 VAR 05-25-30	**	336,894		
CMO MERRILL LYNCH MTG INVS INC 2004-A CLA-1 FLTG DUE 04-25-2029 REG	**	10,761		
CMO MERRILL LYNCH MTG INVS INC DUE 10-25-2035 REG	**	293,042		
CMO MERRILL LYNCH MTG INVS INC SER 2003-C CL A1 6-25-28	**	195,839		
CMO MERRILL LYNCH MTG INVS INC SER 2005-A5 CL A3 DUE 06-25-2035 REG	**	6,830,918		
CMO MORGAN STANLEY BK AMER MERRILL LYNCHTR DUE 05-15-2046 REG	**	313,349		
CMO MORGAN STANLEY BK AMER MERRILL SER 2015-C26 CL ASB 3.323% 11-15-2048	**	10,256,330		
CMO MORGAN STANLEY BK AMER MERRILL LYN TR COML MTG CTF CL A-SB 3.654 04-15-47	**	3,107,973		
CMO MORGAN STANLEY BK AMER MERRILL SER 2014-C14 CL A2 2.916 DUE 01-15-2047 REG	**	10,988,989		
CMO MORGAN STANLEY BK AMER MERRILL TR 2017-C33 CL A-3 3.295% 05-15-2050	**	7,838,571		
CMO MORGAN STANLEY CAP I TR 2011-C3 COMLMTG CTF CL A-3 4.054 DUE 7-15-49	**	140,420		
CMO MORGAN STANLEY CAP I TR SER 2016-UBS12 CL A4 3.596% 12-15-2049	**	1,927,903		
CMO MORGAN STANLEY MTG LN TR 2004-2AR DUE 01-25-2035 REG	**	119,247		
CMO MORGAN STANLEY MTG LN TR 2005-6AR MTG CL 1-A-1 FLTG RT 11-25-2035	**	11,029		
CMO MORTGAGEIT TR 2005-2 MTG BKD NT CL 1-A-1 ADJ RATE DUE 05-25-2035 REG	**	1,254,479		
CMO PRIME MTG TR 2005-2 MTG PASSTHRU CTFI-A-1 4.75% DUE 07-25-2020 REG	**	57,723		
CMO RALI SER 2006-QO7 TR MTG AST BKD PASSTHRU CTF CL III-A-2 DUE 9-25-46 REG	**	107,063		
CMO RBSGC MTG LN TR 2007-B MTG PASSTHRU CTF CL 1A4 DUE 01-25-2037 REG	**	718,138		
CMO RESDNTL AST MTG PRODS GMACM 2005-AR43-A-1 5.11453 DUE 07-19-2035 REG	**	1,629,298		
CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003-S9 CL A-1 6.5 03-25-2032 REG	**	2,932		
CMO SEQUOIA MTG TR 2004-1 2004-3 MTG PASSTHRU CTF CL A-1 VAR RT 04-20-34 REG	**	11,411		
CMO SEQUOIA MTG TR 2004-1 2005-2 MTG PASSTHRU CTF A-2 DUE 03-20-2035 REG	**	438,959		
CMO SMALL BUSINESS ADMIN GTD DEV PARTN CTF SER 2005-20B CL 1 DUE 02-01-2025 REG	**	623,761		
CMO STRUCTU ASST MTG INVTS II INC 2004-AR1 FLT MTG PASS CTF CL IA1 3-19-34	**	163,756		
CMO STRUCTURED ASSET MTG INVTS II INC 2003-AR4 CL A-1 DUE 01-19-2034 REG	**	702,214		
CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 2-A1 DUE 04-25-2034 REG	**	460,721		
CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 3-A2 DUE 04-25-2034 REG	**	15,599		
CMO STRUCTURED AST MTG INVTS II INC DUE 05-19-2035 REG	**	6,660,031		
CMO STRUCTURED AST MTG INVTS II INC DUE 07-19-2035 REG	**	1,239,333		
CMO STRUCTURED AST MTG INVTS II TR 2006-AR5 CL 2-A-1 DUE 06-25-2036 REG	**	1,750,565		
CMO STRUCTURED AST SECS CORP 2004-1 MTG PASSTHRU CTF CL 4-A1 DUE 02-25-2034 REG	**	10,112		
CMO STRUCTURED AST SECS CORP FOR FUTURE IS 2003-31A CL 2-A7 10-25-2033 REG	**	2,143,220		
CMO STRUCTURED AST SECS CORP FOR FUTURE IS DUE 06-25-2033 REG	**	210,221		
CMO STRUCTURED AST SECS CORP FOR FUTURE IS SER 2003-34A CL 3-A3 4.7 11-25-33 REG	**	755,884		
CMO STRUCTURED AST SECS CORP SER 2003-22A CL 3-A 4.42 DUE 6-25-2033 REG	**	216,677		
CMO UBS COML MTG TR 2012-C1 COML MTG PASSTHRU CTF CL A-3 3.4 05-10-2045	**	9,917,880		
CMO UBS COML MTG TR 2017-C3 COML MTG PASS THRU CTF CL A-S 3.739% 08-15-2050	**	6,974,706		
CMO UBS COML MTG TR SER 2017-C3 CL ASB 3.215% 08-15-2050	**	5,111,995		
CMO UBS-BARCLAYS COML MTG TR 2012-C2 CTFCL A-4 3.525% DUE 05-10-2063 REG	**	4,676,797		

52

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CMO UBS-BARCLAYS COML MTG TR SER 2012-C4CL A-AB 2.4589 12-10-2045	**	3,170,062		
CMO WAMU MTG PASS THRU CTFS SER 2006 AR13 CL 2A FLTG RATE DUE 10-25-2046 REG	**	374,864		
CMO WAMU MTG PASS-THROUGH CTFS 2005-AR2 CL 2A-1A VAR DUE 01-25-2045 REG	**	2,338,341		
CMO WAMU MTG PASS-THRU CTFS 2005-AR8 CTFCL 2-A-1A DUE 07-25-2045 REG	**	153,022		
CMO WAMU MTG PASS-THRU CTFS TR 2002-AR2 MTG PASSTHRU CTF CL A VAR DUE 02-27-2034	**	1,900,749		
CMO WASHINGTON MUT MTG SECS CORP 2003-MS2 CL III-A-1 5 DUE 03-25-2018 BEO	**	3,641		
CMO WELLS FARGO COML MTG SER 15-NXS3 CL ASB 3.371% 09-15-2057	**	2,893,735		
CMO WELLS FARGO COML MTG SER 2017-C39 CL ASB 3.212% 09-15-2050	**	2,533,235		
CMO WELLS FARGO COML MTG TR 2016-C37 COML MTG CL A-3 3.704 12-15-2049	**	3,841,270		
CMO WELLS FARGO COML MTG TR SER 2015-C29 CTF CL A-2 2.552% DUE 06-15-2048	**	6,312,720		
CMO WELLS FARGO COML MTG TR SER 2016-C35 CL C 4.176% 07-15-2048	**	2,003,088		
CMO WELLS FARGO COML MTG TRUST SR 2017-C38 CL A-2 3.043% DUE 07-15-2050	**	3,552,755		
CMO WELLS FARGO MTG BACKED SECS 2006-AR10 TR CL III-A-1 0 DUE 07-25-36	**	11,601		
CMO WELLS FARGO MTG BACKED SECS 2004-EE TR SER 2004-EE CL-2A1 DUE 12-25-2034 REG	**	487,418		
CMO WELLS FARGO MTG BKD SECS 2004-AA TR MTG PTHRU CTF CL A-1 VAR 12-25-34 REG	**	453,241		
CMO WFRBS COML MTG TR 2014-C19 COML MTG PASSTHRU CTF CL B 4.723 DUE 03-15-2047	**	315,138		
CMO WFRBS COML MTG TR 2014-C23 COML MTG PASSTHRU CTF CL B DUE 10-14-2057 REG	**	5,365,764		
CMO WFRBS COML MTG TR 2014-C23 COML MTG PASSTHRU CTF CL C DUE 10-15-2057 REG	**	1,594,671		
CMOMORGAN STANLEY BK AMER MERRILL SER 2016-C31 CL A-SB 2.952% 12-15-2025	**	3,510,997		
CMS ENERGY CORP 3.45% 08-15-2027	**	121,061		
CMS ENERGY CORP COM	**	3,454,981		
CNA FINL CORP 3.95% DUE 05-15-2024	**	66,609		
CNA FINL CORP 4.5% DUE 03-01-2026	**	87,274		
CNA FINL CORP 6.95% DUE 01-15-2018	**	175,273		
CNB FINL CORP PA COM	**	37,654		
CNH EQUIP SER 17-C CL A3 2.3% 02-15-2023	**	10,066,689		
CNH EQUIP TR 1.63% DUE 08-15-2021	**	558,122		
CNH EQUIP TR 2.07% DUE 05-16-2022	**	1,790,840		
CNH EQUIP TR FIXED 1.86% DUE 09-15-2022	**	7,581,134		
CNH EQUIP TR SR 17-B CL A4 2.17% 04-17-2023	**	1,437,650		
CNH INDUSTRIAL NV COM STK	**	12,254,635		
CNO FINL GROUP INC COM	**	3,024,031		
CNOOC FIN 2015 2.625% DUE 05-05-2020	**	448,878		
CNOOC LTD HKD0.02	**	471,276		
CNP ASSURANCES EUR1.00	**	1,028,253		
CNSMR PORTFOLIO SVCS DEL	**	10,209		
CNX RESOURCES CORPORATION COM	**	316,930		
COBIZ FINL INC COM STK	**	3,460,429		
COCA-COLA HBC AG ORD (CDI)	**	2,935,914		
CODORUS VY BANCORP INC COM	**	19,743		
COEUR MNG INC COM NEW COM NEW	**	88,583		
COGENT COMMUNICATIONS HLDGS INC	**	1,814,718		
COGNEX CORP COM	**	1,656,335		
COGNIZANT TECH SOLUTIONS CORP CL A	**	2,602,173		
COHERENT INC COM	**	4,719,565		
COHU INC COM	**	56,236		
COLFAX CORP COM US .01	**	392,912		

53

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
COLTV SHORT TERM INVT FD	**	86,484,480		
COLUMBIA BKG SYS INC COM	**	271,283		
COLUMBIA PIPELN 3.3% DUE 06-01-2020	**	354,999		
COLUMBIA PPTY TR INC COM NEW STK	**	161,384		
COLUMBIA SPORTSWEAR CO COM	**	1,510,989		
COLUMBUS MCKINNON CORP N Y COM	**	109,705		
COM ALCOA CORPORATION COM USD0.01	**	724,767		
COM HEM HLDG AB NPV	**	861,139		
COMCAST CORP 3.0% 02-01-2024	**	603,971		
COMCAST CORP NEW 3.15% DUE 02-15-2028	**	24,377,663		
COMCAST CORP NEW 3.375 DUE 02-15-2025	**	102,675		
COMCAST CORP NEW 4.2% DUE 08-15-2034	**	160,273		
COMCAST CORP NEW 5.7% DUE 07-01-2019	**	105,263		
COMCAST CORP NEW 5.875% DUE 02-15-2018	**	1,613,279		
COMCAST CORP NEW FIXED 3.999% DUE 11-01-2049	**	572,428		
COMCAST CORP NEW-CL A	**	24,933,969		
COMERICA BK DALLAS 2.5% DUE 06-02-2020	**	299,604		
COMERICA INC 2.125 05-23-2019	**	4,131,068		
COML METALS CO COM	**	225,075		
COMM MTG TRUST SER 2015-CR24 CL A-4 3.432% 8-10-2048	**	7,708,478		
COMM 2012-CCRE4 1.801% DUE 10-15-2045	**	794,972		
COMM 2012-LC4 MTG TR CTF CL A-4 3.288 12-10-2044	**	758,488		
COMM 2013-CCRE12 4.3% DUE 10-10-2046	**	308,026		
COMM 2013-CCRE12 MTG TR MTG PASS THRU CTF CL C VAR RATE DUE 10-10-2046	**	123,688		
COMM 2013-LC6 MTG 2.666% DUE 01-10-2046	**	3,489,896		
COMM 2014-CCRE14 MTG TR SER 2014-CR14 CL A-2 3.147 02-10-2047 REG	**	1,179,840		
COMM 2014-CCRE17 3.012% DUE 05-10-2047	**	2,727,105		
COMM 2014-CR21 MTG TR MTG PASS THRU CTF CL A-2 3.095% DUE 12-10-2047	**	11,947,314		
COMM 2014-UBS4 MTG 2.963% DUE 08-10-2047	**	18,171,891		
COMM 2014-UBS6 MTG SER 2014-UBS6 CL A-2 2.935% 12-10-2047 REG	**	3,823,321		
COMM 2015-CCRE22 FIXED 2.856% DUE 03-10-2048	**	5,049,530		
COMM 2015-CCRE23 MTG TR 2015-CR23 CL A-SB 3.257% DUE 05-10-2048	**	2,866,220		
COMM 2015-CCRE26 3.373% DUE 10-10-2048	**	2,681,676		
COMM MORTGAGE TRUST SR 2013-CR9 CL A-SB 3.834 DUE 07-10-2045 REG	**	14,468,840		
COMM SER 2015-DC1 CL A-SB 3.142% 02-10-2048	**	1,118,146		
COMMERCIAL VEH GROUP INC COM	**	20,674		
COMMERZBANK AG NPV	**	547,426		
COMMERZBANK FIN.&C 4.25% SNR 04/06/18 EUR1000	**	611,333		
COMMONWEALTH EDISON CO 2.95% 08-15-2027	**	2,372,815		
COMMSCOPE HLDG CO INC COM	**	3,442,530		
COMMUNITY BK SYS INC COM	**	235,748		
COMMUNITY TR BANCORP INC COM	**	82,048		
COMPAL ELECTRONIC TWD10	**	132,889		
COMPASS GROUP ORD GBP0.1105	**	12,241,834		
COMPUGROUP MEDICAL NPV	**	1,085,496		
COMPUTER TASK GROUP INC COM	**	6,273		
COMPUTERSHARE LTD NPV	**	55,855		

54

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
COMTECH TELECOMMUNICATIONS CORP COM NEW COM NEW	**	59,901		
COMWLTH BK 2.3% DUE 03-12-2020	**	4,452,559		
COMWLTH BK 2.5% DUE 09-20-2018	**	3,805,332		
COMWLTH BK 2.55% DUE 03-15-2021	**	600,238		
COMWLTH EDISON CO 4% DUE 08-01-2020	**	191,908		
COMWLTH EDISON CO 5.8% DUE 03-15-2018	**	700,159		
CONCERT PHARMACEUTICALS INC COM	**	11,124		
CONCHO RES INC 3.75% DUE 10-01-2027	**	1,858,960		
CONCHO RES INC COM STK	**	6,643,930		
CONDUENT INC COM	**	3,161,268		
CONMED CORP COM	**	2,921,702		
CONNECTONE BANCORP INC NEW COM	**	89,765		
CONNS INC COM	**	76,504		
CONOCO INC 6.95% DUE 04-15-2029	**	183,877		
CONOCOPHILLIPS CO 2.2% DUE 05-15-2020	**	299,327		
CONOCOPHILLIPS CO 2.4 DUE 12-15-2022	**	889,536		
CONOCOPHILLIPS GTD NT 6.5 DUE 02-15-2039REG	**	167,932		
CONS EDISON CO N Y 3.875% DUE 06-15-2047	**	94,124		
CONS EDISON CO N Y 4.2% DUE 03-15-2042	**	130,296		
CONS WTR CO LTD COM	**	18,081		
CONSOL ENERGY INC NEW COM	**	106,954		
CONSOLIDATED COMMUNICATIONS HLDGS INC COM STK	**	63,120		
CONSOLIDATED TOMOKA LD CO COM STK	**	39,053		
CONSTELLATION 2.25% 11-06-2020	**	2,893,209		
CONSTELLATION 4.75% DUE 11-15-2024	**	126,017		
CONSTELLATION 4.75% DUE 12-01-2025	**	27,466		
CONSTELLATION 5.15% DUE 12-01-2020	**	85,186		
CONSTELLATION BRANDS INC CL A CL A	**	5,758,364		
CONSTELLATION SOFT COM STK NPV	**	1,566,673		
CONSUMERS ENERGY 2.85 DUE 05-15-2022	**	444,331		
CONSUMERS ENERGY 5.65% DUE 04-15-2020	**	32,298		
CONTACT ENERGY NPV	**	732,366		
CONTANGO OIL & GAS CO COM NEW COM NEW	**	15,491		
CONTINENTAL AIRLS PASS THRU TR 2007-1A 5.983% DUE 04-19-2023	**	1,512,862		
CONTINENTAL BLDG PRODS INC COM	**	3,729,031		
CONTL AIRLINES 2012-A 4.15% 04-11-2024	**	268,471		
CONTL AIRLS INC 4% DUE 04-29-2026	**	265,986		
CONTL AIRLS INC 5.5% DUE 10-29-2020	**	981,409		
CONTROL4 CORP COM	**	25,891		
CONVENANT TRANSN GROUP INC CL A	**	35,338		
CONVIVIALITY PLC ORD GBP0.0002	**	179,298		
COOP GRP HLDG 2011 5.625% GTD SNR 08/07/20 GBP	**	746,549		
COOPER COS INC COM NEW COM NEW	**	2,064,631		
COOPER TIRE & RUBBER CO COM, NO PAR	**	217,403		
COOPERATIEVE 2.75% DUE 01-10-2022	**	4,808,413		
COOPERATIEVE CENTRALE RAIFFEISEN BOERENL10-23-2017 1.72% CD 10-19-2018	**	2,259,599		
COOPERATIEVE CENTRALE RAIFFEISEN BOERENL2.25 DUE 01-14-2019	**	6,816,320		

55

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
COOPERATIEVE RABOBANK UA 4.625% DUE 12-01-2023 REG	**	535,977		
COOPER-STANDARD HOLDING COM	**	1,231,003		
COPA HOLDINGS SA COM STK	**	215,837		
COPPER MTN MNG COMMON STOCK	**	97,812		
CORCEPT THERAPEUTICS INC OC-COM CORCEPT THERAPEUTICS	**	629,608		
CORE LABORATORIES NV NLG0.03	**	2,421,055		
CORE MOLDING TECHNOLOGIES INC COM STK	**	17,794		
CORE-MARK HLDG CO INC COM	**	67,392		
CORNERSTONE ONDEMAND INC COM	**	2,331,780		
CORNING INC COM	**	18,415,779		
CORP OFFICE PPTYS TR COM	**	176,572		
CORPORACION ANDINA DE FOMENTO NT 2% DUE 05-10-2019 REG	**	3,049,259		
CORPORACION ANDINA DE FOMENTO NT 2.125% DUE 09-27-2021 REG	**	5,676,593		
CORPORACION ANDINA DE FOMENTO NT 2.75% DUE 01-06-2023 REG	**	519,146		
CORPORACION ANDINA DE FOMENTO SR NT 2.2%DUE 07-18-2020 REG	**	173,635		
COSTAMARE INC COM STK	**	40,967		
COSTAR GROUP INC COM	**	7,032,370		
COSTCO WHOLESALE CORP NEW COM	**	9,253,886		
COTIVITI HLDGS INC COM	**	1,735,443		
COTT CORP QUE COM STK	**	1,127,332		
COTY INC COM CL A COM CL A	**	3,720,405		
COUNTRY GARDEN HLD HKD0.10	**	151,921		
COUNTRYWIDE AST-BACKED CERTIFICATES SER 2007-13 RATE 02-25-2036 REG	**	3,850,341		
COUPA SOFTWARE INC COM	**	1,300,313		
COUSINS PPTYS INC COM	**	221,269		
COVENTRY HLTH CARE 5.45% DUE 06-15-2021	**	4,952,744		
COVESTRO AG NPV	**	5,387,014		
COVIDIEN INTL FINANCE SA 4.2 DUE 6-15-2020	**	209,037		
COWEN INC COM USD0.01 CL A	**	31,409		
CPS AUTO 1.53% DUE 07-15-2019	**	18,650		
CPS AUTO 3.95% DUE 03-15-2023	**	188,734		
CR ACCEP AUTO LN 2.15% DUE 04-15-2024	**	1,795,269		
CR ACCEP AUTO LN 2.4% DUE 02-15-2023	**	2,895,591		
CR ACCEP AUTO LN 3.02% DUE 04-15-2026	**	485,069		
CR AGRICOLE S A 4.125% DUE 01-10-2027	**	519,158		
CR AGRICOLE S A FLTG RT 2.50606% DUE 06-10-2020	**	13,184,886		
CR AGRICOLE S A STEP CPN 8.125% DUE 09-19-2033	**	518,925		
CR AGRICOLE SA 8.125 09-19-2033	**	1,971,915		
CR SUISSE AG NEW 1.7% DUE 04-27-2018	**	2,797,917		
CR SUISSE AG NEW 2.3% DUE 05-28-2019	**	3,071,564		
CR SUISSE AG NEW 3% DUE 10-29-2021	**	5,051,305		
CR SUISSE AG NEW 5.3% DUE 08-13-2019	**	4,880,096		
CR SUISSE AG TRANCHE # TR 00006 4.375 DUE 08-05-2020	**	4,411,347		
CR SUISSE GROUP 3.125% DUE 12-10-2020	**	5,110,731		
CR SUISSE GROUP 3.75% DUE 03-26-2025	**	6,632,516		
CR SUISSE GROUP 3.8% DUE 06-09-2023	**	257,824		

56

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CR SUISSE GROUP 4.55% DUE 04-17-2026	**	14,240,097		
CR SUISSE GROUP AG 4.282% DUE 01-09-2028	**	6,568,380		
CR SUISSE N Y BRH FORMERLY CR S SUB 6 DUE 02-15-2018 BEO	**	939,237		
CRA INTL INC COM	**	48,591		
CRAFT BREW ALLIANCE INC COM	**	35,424		
CRANE CO COM	**	1,860,148		
CRAY INC COM NEW STK	**	110,231		
CREDICORP LTD COM STK	**	228,173		
CREDIT AGRICOLE CORP & INVT BK CTF DEP 06-07-2017 VAR 06-03-2019	**	5,397,422		
CREDIT AGRICOLE S A TRANCHE # TR 00013 VAR DTD 04/15/2014 DUE 04-15-2019 BEO	**	1,208,705		
CREDIT AGRICOLE S A UNDATED DEEPLY FIXEDTO 144A FLTG RATE NT 8.375 15 AUG 39	**	3,215,500		
CREDIT SUISSE AG N Y BRH CTF DEP 09-13-2017 1.75% 03-12-2019	**	15,246,954		
CREDIT SUISSE GROUP AG 6.5% 08/08/2023	**	672,825		
CREDITO REAL, S.A.B.DE C.V., SOFOM, E.R.	**	510,142		
CREE INC COM	**	399,292		
CRESCENT POINT EN COM NPV	**	46,640		
CREW ENERGY INC COM NPV	**	125,623		
CROCS INC COM	**	91,501		
CROSS CTRY HEALTHCARE INC COM	**	48,845		
CROWN CASTLE INTL 2.25% DUE 09-01-2021	**	3,632,673		
CROWN CASTLE INTL 3.4% DUE 02-15-2021	**	5,493,245		
CROWN CASTLE INTL 4% DUE 03-01-2027	**	68,503		
CROWN CASTLE INTL 4.875% DUE 04-15-2022	**	4,289,456		
CROWN CASTLE INTL 5.25% DUE 01-15-2023	**	54,747		
CROWN CASTLE INTL CORP NEW COM	**	32,660,252		
CROWN HLDGS INC COM	**	4,032,450		
CROWN RESORTS LIMITED	**	588,743		
CRYOLIFE INC COM	**	70,223		
CSAIL 2016-C6 COML 2.66190004349% DUE 01-15-2049	**	6,005,910		
CSAIL 2016-C6 COML 2.8233% DUE 01-15-2049	**	2,252,935		
CSAIL 2016-C6 COML 2.95989990234% DUE 01-15-2049	**	12,209,604		
CSMC TR 2016-BDWN FLTG RT 6.05947% DUE 02-15-2029	**	1,768,782		
CSPC PHARMACEUTICAL GROUP LTD HKD0.10	**	633,603		
CSRA INC COM	**	2,790,638		
CSS INDS INC COM	**	21,513		
CSW INDUSTRIALS INC COM	**	58,816		
CSX CORP 3.7 11-01-2023	**	155,618		
CTBC FINANCIAL HOLDING CO COM STK	**	436,511		
CTS CORP COM	**	66,409		
CUBESMART	**	1,978,677		
CUBIC CORP COM	**	151,030		
CULP INC COM	**	41,205		
CUMMINS INC	**	18,511,872		
CURRENCY OPTION CALL DEUTGB2L USD/JPY 120 European 04-17-2020 31750C4X5	**	20,185		
CURTISS WRIGHT CORP COM	**	191,670		
CUSTOMERS BANCORP INC COM	**	78,282		
CVB FINL CORP COM	**	2,147,141		

57

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CVC CORDATUS LOA 4 FRN CLO 01/2028 EUR 'A'	**	1,440,949		
CVR ENERGY INC COM STK	**	141,214		
CVS CAREMARK CORP 4 DUE 12-05-2023	**	3,119,145		
CVS HEALTH CORP 2.25% DUE 12-05-2018	**	505,669		
CVS HEALTH CORP 2.75% DUE 12-01-2022	**	3,260,625		
CVS HEALTH CORP 2.8% DUE 07-20-2020	**	13,039,096		
CVS HEALTH CORP 3.875% DUE 07-20-2025	**	6,028,853		
CVS HEALTH CORP 4.125% DUE 05-15-2021	**	259,741		
CVS HEALTH CORP COM	**	3,942,333		
CWABS ASSET-BACKED CTFS TR 2007-4 CTF CL A-4W FLTG RT DUE 04-25-2047 REG	**	11,166,067		
CWABS INC 2004-6 ASSET BKD CTF CL 1-A-1 FLTG RATE 12-25-2034 REG	**	3,619,782		
CWABS INC COUNTRYWIDE 12-25-2031 BEO	**	173,196		
CWABS INC FLTG RT 2.06135% DUE 10-25-2034	**	9,106,215		
CYBEROPTICS CORP COM	**	8,445		
CYFROWY POLSAT SA PLN0.04	**	85,244		
CYRUSONE INC COM	**	45,183		
CZECH(REP OF) 0.95% BDS 15/05/30 CZK10000	**	131,670		
D R HORTON INC 2.55% 12-01-2020	**	399,402		
D R HORTON INC 3.75 DUE 03-01-2019	**	608,063		
D R HORTON INC SR NT 4.375 09-15-2022	**	315,958		
D&L INDUSTRIES PHP1	**	855,307		
DAH SING FINANCIAL NPV	**	1,473,897		
DAICEL CORPORATION INDS NPV	**	149,110		
DAIICHIKOSHO CO NPV	**	1,282,353		
DAIKIN INDUSTRIES NPV	**	6,856,436		
DAIMLER AG ORD NPV(REGD)	**	176,078		
DAIMLER FIN N AMER 2% DUE 08-03-2018	**	300,035		
DAIMLER FIN N AMER 2.2% DUE 05-05-2020	**	298,297		
DAIMLER FIN N AMER 2.25% DUE 09-03-2019	**	199,414		
DAIMLER FIN N AMER 2.85% DUE 01-06-2022	**	1,405,996		
DAIMLER FIN NORTH AMER LLC NT FLTG 144A DUE 10-30-2019 BEO	**	4,101,431		
DAIMLER FIN NORTH AMER LLC NT FLTG RATE 144A DUE 11-05-2018 BEO	**	2,131,524		
DAIRY CREST GROUP ORD GBP0.25	**	1,151,924		
DAITO TRUST CONST NPV	**	264,870		
DAIWA HOUSE INDS NPV	**	257,451		
DAIWA OFFICE INVESTMENT CORP REIT	**	933,340		
DAIWA SECS GROUP 3.129% DUE 04-19-2022	**	887,348		
DAKTRONICS INC COM	**	40,099		
DANA INC COM	**	4,100,801		
DANAHER CORP COM	**	11,325,711		
DANONE 1.691% DUE 10-30-2019	**	4,307,571		
DANONE 2.077% DUE 11-02-2021	**	2,934,603		
DANONE EUR0.25	**	8,325,122		
DANSKE BANK A/S DKK10	**	839,960		
DARDEN RESTAURANTS 3.85% DUE 05-01-2027	**	120,257		
DARLING INGREDIENTS INC COMSTK	**	3,004,123		
DASSAULT SYSTEMES EUR0.50	**	4,149,797		

58

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
DAVE & BUSTERS ENTMT INC COM	**	2,579,749		
DAWSON GEOPHYSICAL CO NEW COM	**	7,172		
DBS GROUP HLDGS NPV	**	6,852,512		
DBV TECHNOLOGIES SPON ADR EACH REPR ORD	**	364,080		
DCC ORD EUR0.25	**	195,047		
DCT INDL TR INC	**	299,778		
DDR CORP 3.9% DUE 08-15-2024	**	50,371		
DDR CORP COM	**	161,988		
DE LONGHI EUR3	**	1,178,698		
DEAN FOODS CO NEW COM NEW COM USD0.01 (POST REV SPLIT)	**	104,271		
DECKERS OUTDOOR CORP COM	**	233,929		
DEERE & CO 2.6% DUE 06-08-2022	**	800,883		
DEERE & CO 4.375% DUE 10-16-2019	**	371,608		
DEERE JOHN CAP 2.8% DUE 03-06-2023	**	1,003,902		
DEERE JOHN CAP CORP 1.7 01-15-2020	**	722,883		
DEERE JOHN CAP CORP 2.25 DUE 04-17-2019	**	881,056		
DEERE JOHN CAP CORP BOOK ENTRY TRANCHE #TR 00386 1.3 03-12-2018	**	264,785		
DEERE JOHN CAP CORP MEDIUM TERM NTS-BOOK1.95 DUE 03-04-2019	**	484,516		
DEL FRISCOS RESTAURANT GROUP INC COM	**	41,541		
DEL TACO RESTAURANTS INC NEW COM USD 0.0001	**	59,424		
DELEK US HLDGS INC NEW COM	**	333,991		
DELMARVA PWR & LT 3.5% DUE 11-15-2023	**	723,275		
DELPHI TECHNOLOGIES PLC COM USD0.01 WI	**	1,612,718		
DELTA 2012-1A PASS 4.75% DUE 11-07-2021	**	515,542		
DELTA AIR LINES 3.625% DUE 03-15-2022	**	1,637,818		
DELTA AIR LINES 6.821% DUE 02-10-2024	**	1,677,389		
DELTA AIR LINES 7.75% DUE 06-17-2021	**	163,643		
DELTA AIR LINES FIXED 2.875% DUE 03-13-2020	**	1,181,819		
DELTA AIR LINES INC DEL 2.6% 12-04-2020 REG	**	5,869,494		
DELTA ELECTRONICS THB1(ALIEN MKT)	**	672,039		
DELTA ELECTRONICS THB1(NVDR)	**	52,757		
DENBURY RES INC HLDG CO COM NEW	**	53,018		
DENSO CORP NPV	**	9,337,995		
DENTSPLY SIRONA INC COM	**	20,844,609		
DEPOMED INC COM	**	49,234		
DEPY TR & CLEARING 4.875% DUE 12-29-2049	**	780,000		
DESTINATION MATERNITY CORP COM STK	**	2,738		
DETOUR GOLD CORPOR COM NPV	**	530,308		
DETROIT EDISON CO 3.9% DUE 06-01-2021	**	297,443		
DETROIT EDISON CO GEN & REF MTG 2012 SERA 2.65 DUE 06-15-2022	**	280,307		
DEUTSCHE BANK MEX CBFI (FIBRA UNO ADMINISTR)	**	108,276		
DEUTSCHE BK AG 1.875% DUE 02-13-2018	**	3,413,488		
DEUTSCHE BK AG 3.125% DUE 01-13-2021	**	2,172,722		
DEUTSCHE BK AG 3.375% DUE 05-12-2021	**	2,450,396		
DEUTSCHE BK AG 3.7% DUE 05-30-2024	**	67,450		
DEUTSCHE BK AG FRANKFURT SR NT 4.25% DUE10-14-2021	**	3,537,241		
DEUTSCHE BOERSE AG NPV(REGD)	**	444,768		

59

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK)	**	2,272,181		
DEUTSCHE PFAND AG 1.625% PFBRF 30/08/2019 USD	**	197,800		
DEUTSCHE POST AG NPV(REGD)	**	243,085		
DEUTZ AG NPV	**	1,246,791		
DEVELOPERS DIVERSIFIED REALTY CORP 3.5 DUE 01-15-2021	**	203,026		
DEVELOPMENT BK JAPAN NT 144A 1.625% DUE 09-01-2021 BEO	**	14,752,907		
DEVON ENERGY CORP 3.25% DUE 05-15-2022	**	13,912,176		
DEVON ENERGY CORP 4% DUE 07-15-2021	**	2,572,167		
DEVON ENERGY CORP 5.85% DUE 12-15-2025	**	1,155,998		
DEVON FING CORP U 7.875% DUE 09-30-2031	**	61,776		
DEXIA CR LOC MEDIUM TERM NT 144A 2.25% DUE 02-18-2020 BEO	**	3,491,968		
DEXIA CR LOC NT 144A 1.875% DUE 09-15-2021 BEO	**	4,541,492		
DEXIA CREDIT LOCAL 2.0% DUE 22/01/2021	**	767,250		
DEXUS PROPERTY GROUP NPV	**	112,533		
DHI GROUP INC COM	**	7,089		
DHT HOLDINGS INC SHS NEW	**	30,174		
DIAGEO CAP PLC GTD NT 4.828 DUE 07-15-2020	**	3,485,594		
DIAGEO INVT CORP 2.875% DUE 05-11-2022	**	121,806		
DIAGEO ORD PLC	**	9,319,083		
DIAGEO PLC SPONSORED ADR NEW	**	11,074,039		
DIAMOND 1 FIN CORP 3.48% DUE 06-01-2019	**	19,059,808		
DIAMOND 1 FIN CORP 4.42% DUE 06-15-2021	**	3,073,956		
DIAMOND OFFSHORE DRILLING INC COM	**	226,129		
DIAMONDROCK HOSPITALITY CO COM STK	**	137,478		
DICKS SPORTING GOODS INC OC-COM OC-COM	**	175,257		
DIGI INTL INC COM	**	32,155		
DIGIRAD CORP COM	**	5,825		
DIGITAL RLTY TR LP 3.95% DUE 07-01-2022	**	626,799		
DIGITAL RLTY TR LP FIXED 3.7% 08-15-2027	**	25,182		
DILLARDS INC CL A COM	**	227,710		
DIME CMNTY BANCSHARES INC COM	**	101,922		
DINEEQUITY INC COM STK	**	43,273		
DIODES INC COM	**	156,682		
DIPLOMAT PHARMACY INC COM	**	54,891		
DISCO CORPORATION NPV	**	220,223		
DISCOVER BANK 2% DUE 02-21-2018	**	6,500,449		
DISCOVER BK NEW 3.1% DUE 06-04-2020	**	344,035		
DISCOVER BK NEW 4.2% DUE 08-08-2023	**	2,625,305		
DISCOVER BK NEW 8.7% DUE 11-18-2019	**	404,643		
DISCOVER BK NEW CASTLE DEL 3.200 DUE 08-09-2021	**	608,662		
DISCOVER CARD 1.45% DUE 03-15-2021	**	2,232,973		
DISCOVER CARD 1.67% DUE 01-18-2022	**	994,341		
DISCOVER CARD 1.9% DUE 10-17-2022	**	16,695,624		
DISCOVER CARD 2.12% DUE 12-15-2021	**	5,372,572		
DISCOVER CARD 2.19% DUE 04-17-2023	**	17,087,072		
DISCOVER CARD EXECUTION NT TR 2017-5 DISCOVERSERIES NT CL A 12-15-2026 REG	**	9,225,904		
DISCOVER FINL SVCS 3.75% DUE 03-04-2025	**	991,503		

60

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
DISCOVER FINL SVCS 3.85% DUE 11-21-2022	**	1,779,012		
DISCOVER FINL SVCS COM STK	**	12,661,032		
DISCOVERY 3.95% DUE 03-20-2028	**	1,651,129		
DISCOVERY 6.35% DUE 06-01-2040	**	94,111		
DISCOVERY COMMUNIC 3.3 BDS DUE 05-15-2022	**	1,974,349		
DISCOVERY COMMUNICATIONS INC NEW COM SERA STK	**	15,283,302		
DISCOVERY COMMUNICATIONS INC NEW COM SERC COM SER C	**	5,796,346		
DISCOVERY COMMUNICATIONS LLC 2.2% DUE 09-20-2019	**	2,496,413		
DISCOVERY COMMUNICATIONS LLC 2.95% 03-20-2023	**	593,806		
DISH DBS CORP 4.25% DUE 04-01-2018	**	702,625		
DISNEY WALT CO NEW 2.75 DUE 08-16-2021	**	629,335		
DISNEY WALT CO NEW 4.125 DUE 06-01-2044	**	55,079		
DISNEY WALT COMPANY 2.55 DUE 02-15-2022	**	150,789		
DMC GLOBAL INC COM	**	30,812		
DNB NOR 2.25% DUE 03-28-2022	**	398,786		
DOLLAR GEN CORP NEW COM	**	16,098,822		
DOLLARAMA INC COM STK NPV	**	1,885,051		
DOMINION ENERGY INC FORMERLY 2.579% 07-01-2020	**	8,223,436		
DOMINION ENERGY INC FORMERLY DOMINION R 2017 SR NT SER D FLTG RATE 06-01-2019	**	8,758,958		
DOMINION GAS HLDGS 2.5% DUE 12-15-2019	**	200,314		
DOMINION GAS HLDGS 2.8% DUE 11-15-2020	**	1,573,995		
DOMINION RES INC 1.6% DUE 08-15-2019	**	1,325,255		
DOMINION RES INC 1.875% DUE 01-15-2019	**	2,589,080		
DOMINION RES INC 1.875% DUE 01-15-2019	**	4,985,005		
DOMINION RES INC 1.9% DUE 06-15-2018	**	849,913		
DOMINION RES INC 2.75 DUE 09-15-2022	**	118,970		
DOMINION RES INC 2.85% DUE 08-15-2026	**	598,759		
DOMINION RES INC 6.4% DUE 06-15-2018	**	1,102,284		
DOMINOS PIZZA INC COM	**	3,066,443		
DOMTAR CORP COM NEW COM NEW	**	298,903		
DON QUIJOTE HOLDINGS CO LTD	**	674,526		
DONEGAL GROUP INC CL A NEW CLA	**	37,230		
DORIAN LPG LIMITED COM USD0.01	**	45,036		
DORMAN PRODS INC COM	**	210,260		
DOUGLAS EMMETT INC COM REIT	**	65,121		
DOW CHEM CO 4.125 DUE 11-15-2021	**	267,376		
DOW CHEM CO 4.25% DUE 11-15-2020	**	5,098,624		
DOW CHEM CO 8.55 DUE 05-15-2019	**	584,917		
DOW CHEMICAL CO 3% DUE 11-15-2022	**	1,040,486		
DOWA HOLDINGS CO LTD	**	825,163		
DOWDUPONT INC COM USD0.01	**	3,601,239		
DR AUTO 1.82% DUE 06-15-2020	**	852,337		
DR AUTO 1.85% DUE 04-15-2020	**	1,016,397		
DR AUTO 2.75% DUE 09-15-2023	**	303,429		
DR AUTO 4.18% DUE 03-15-2024	**	229,027		
DR PEPPER SNAPPLE 2.55% DUE 09-15-2026	**	50,243		
DR PEPPER SNAPPLE GROUP 2 DUE 01-15-2020	**	322,458		

61

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
DRIL-QUIP INC COM	**	196,906		
DRIVE AUTO RECEIVABLES TR 2017-3 CL B 2.3% 05-17-2021 REG	**	1,167,311		
DRIVE AUTO RECEIVABLES TR SER 17-1 CL D 3.84% 03-15-2023	**	221,378		
DRIVE AUTO RECEIVABLES TR SER 2017-3 CL A2A 1.65% 08-15-2019	**	1,198,205		
DRIVE AUTO RECEIVABLES TRUST SR 17-1 CL C 2.84% 04-15-2022	**	191,845		
DRIVE AUTO RECEIVABLES TRUST SR 2017-1 CL A2A 1.67% DUE 05-15-2019	**	909,462		
DRIVE SHACK INC COM	**	16,037		
DRM FUNDING INC SER 2015-1 CL A FLT RT 01-20-2020 BEO	**	5,101,183		
DSP GROUPS INC COM	**	28,188		
DST SYS INC COM	**	115,388		
DSW INC CL A CL A	**	166,035		
DT AUTO OWNER TR 2.02% DUE 08-17-2020	**	42,951		
DT AUTO OWNER TR 3.77% DUE 10-17-2022	**	112,687		
DTE ENERGY CO 2.4% DUE 12-01-2019	**	6,699,519		
DU PONT E I DE 2.2% DUE 05-01-2020	**	1,258,890		
DU PONT E I DE 4.625% DUE 01-15-2020	**	959,328		
DU PONT E I DE NEMOURS & CO NT 2.8 2-15-23	**	523,838		
DUCOMMUN INC DEL COM	**	46,288		
DUFRY AG CHF5 (REGD)	**	802,670		
DUKE ENERGY 2.5% DUE 03-15-2023	**	3,766,051		
DUKE ENERGY CAROLINAS DTD 06/07/2010 4.3DUE 06-15-2020	**	157,109		
DUKE ENERGY CORP 2.1% DUE 06-15-2018	**	400,111		
DUKE ENERGY CORP 2.4% DUE 08-15-2022	**	4,833,866		
DUKE ENERGY CORP 2.65% DUE 09-01-2026	**	1,327,063		
DUKE ENERGY CORP 3.15% DUE 08-15-2027	**	546,024		
DUKE ENERGY CORP 5.05% DUE 09-15-2019	**	334,395		
DUKE ENERGY CORP NEW 3.95 DUE 10-15-2023	**	13,016,342		
DUKE ENERGY CORP NEW COM NEW COM NEW	**	12,002,665		
DUKE ENERGY FLA 3.2% DUE 01-15-2027	**	7,188,019		
DUKE ENERGY IND 1ST MTG BD SER PPP 3.75 DUE 07-15-2020	**	1,026,811		
DUKE ENERGY PROGRESS LLC FLTG DUE 09-08-2020	**	3,390,923		
DXC TECHNOLOGY CO COM	**	3,006,432		
DXC TECHNOLOGY CO FIXED 4.25% DUE 04-15-2024	**	65,623		
DXC TECHNOLOGY CO SR NT FLTG 3-01-2021	**	1,854,527		
DXP ENTERPRISES INC COM NEW STK	**	32,350		
DYNEGY INC NEW DEL COM	**	171,967		
E L F BEAUTY INC COM	**	3,505,414		
E TRADE FINL CORP 3.8% DUE 08-24-2027	**	21,928		
E TRADE FINL CORP FORMERLY E TRADE GROUPINC TO 10/01/2003 COM NEW COM NEW	**	722,334		
E.ON SE NPV	**	2,141,943		
E.SUN FINL HLDGS TWD10	**	312,256		
EAGLE BANCORP INC MD COM	**	103,525		
EAGLE MATLS INC COM	**	3,039,612		
EAST WEST BANCORP INC COM	**	4,523,258		
EASTERLY GOVERNMENT PROPERTI COMMON STOCK	**	38,412		
EASTMAN CHEM CO 2.7% DUE 01-15-2020	**	5,283,857		
EASTMAN CHEM CO 3.8% DUE 03-15-2025	**	3,643,845		

62

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
EASTN CO COM	**	10,460		
EATON CORP OHIO 2.75% DUE 11-02-2022	**	4,091,934		
EATON CORP PLC COM USD0.50	**	8,948,199		
EBAY INC 4 DUE 07-15-2042	**	106,192		
EBAY INC COM USD0.001	**	23,810,317		
EBAY INC FIXED 2.15% DUE 06-05-2020	**	3,098,088		
ECHO GLOBAL LOGISTICS INC COM	**	80,640		
ECHOSTAR CORPORATION	**	263,979		
ECLIPSE RES CORP COM	**	57,713		
ECOLAB INC 1.55% 01-12-2018	**	4,999,445		
ECOLAB INC 4.35% DUE 12-08-2021	**	1,303,901		
ECOPETROL S A 5.875% DUE 05-28-2045	**	306,300		
EDGEWELL PERS CARE CO COM	**	137,844		
EDISON INTL 2.125% 04-15-2020 REG	**	2,081,594		
EDISON INTL FIXED 2.4% DUE 09-15-2022	**	2,215,942		
EDUCATION RLTY TR INC COM NEW COM NEW	**	3,162,460		
EDWARDS LIFESCIENCES CORP COM	**	355,487		
EIFFAGE EUR4	**	622,633		
EL PASO ENERGY CORP MEDIUM TERM NTS BOOK TR 4 7.8 8-1-31	**	773,897		
EL POLLO LOCO HLDGS INC COM	**	44,322		
ELBIT SYS LTD	**	1,466,190		
ELDORADO RESORTS INC COM USD0.00001	**	80,190		
ELECTR ARTS COM	**	16,716,517		
ELECTR ARTS INC 3.7% DUE 03-01-2021	**	1,938,451		
ELECTRO SCIENTIFIC INDS INC COM	**	92,149		
ELECTROLUX AB SER'B'NPV (POST SPLIT)	**	1,778,004		
ELECTRONICS FOR IMAGING INC COM	**	116,555		
ELEMENTIS ORD GBP0.05	**	1,324,373		
ELLIE MAE INC COM STK	**	1,760,733		
ELLIS PERRY INTL INC COM	**	40,239		
EMAAR PROPERTIES AED1	**	52,963		
EMC INS GROUP INC COM	**	61,741		
EMCOR GROUP INC COM	**	3,100,859		
EMERA US FIN LP 2.15% DUE 06-15-2019	**	3,237,358		
EMERA US FIN LP 2.7% DUE 06-15-2021	**	498,782		
EMERA US FIN LP 3.55% DUE 06-15-2026	**	1,153,295		
EMERALD BAY S.A. 0% NTS 19/10/2020 EUR1	**	543,506		
EMERGENT BIOSOLUTIONS INC COM	**	166,688		
EMERSON ELEC CO 5% DUE 04-15-2019	**	279,204		
EMIRATES TELECOMMUNICATIONS GROUP COMPA NY PJSC ETISALAT GROUP	**	45,612		
EMPIRE ST RLTY TR INC CL A CL A	**	163,049		
EMPLOYERS HLDGS INC COM	**	153,491		
ENBRIDGE ENERGY 4.375% DUE 10-15-2020	**	5,288,896		
ENBRIDGE INC 2.9% 07-15-2022	**	2,479,898		
ENBRIDGE INC 4.25% DUE 12-01-2026	**	181,940		
ENBRIDGE INC SR NT FLTG RATE DUE 06-15-2020 REG	**	1,110,217		
ENCANA CORP 6.5% DUE 05-15-2019	**	78,806		

63

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ENCANA CORP 6.5% DUE 08-15-2034	**	123,572		
ENCORE CAP GROUP INC COM	**	117,754		
ENCORE WIRE CORP COM	**	89,759		
ENDESA SA EUR1.2	**	1,943,408		
ENDO INTL LTD COM STK	**	160,503		
ENDOCYTE INC COM	**	15,793		
ENEL CHILE SA COM NPV	**	57,292		
ENEL SPA EUR1	**	1,573,024		
ENERGY RECOVERY INC COM	**	583,791		
ENERGY TRANSFER 2.5% DUE 06-15-2018	**	3,400,062		
ENERGY TRANSFER 3.6% DUE 02-01-2023	**	181,191		
ENERGY TRANSFER 4.05% DUE 03-15-2025	**	390,708		
ENERGY TRANSFER 4.65% DUE 06-01-2021	**	3,073,396		
ENERGY TRANSFER 4.75% DUE 01-15-2026	**	15,562		
ENERGY TRANSFER FIXED 6.125% DUE 12-15-2045	**	434,367		
ENERGY TRANSFER PARTNERS 6.7% 07-01-2018	**	613,250		
ENERGY TRANSFER PARTNERS L P ENERGY TRANSFER PARTNERS 6.625% DUE 10-15-2036	**	57,596		
ENERGY TRANSFER SR NT 9 DUE 04-15-2019	**	431,604		
ENERSYS COM	**	126,935		
ENGIE COMSTK	**	8,517,096		
ENGILITY HLDGS INC NEW COM	**	114,984		
ENI SPA EUR1	**	6,955,132		
ENLINK MIDSTREAM 2.7% DUE 04-01-2019	**	399,642		
ENLINK MIDSTREAM 4.15% DUE 06-01-2025	**	50,522		
ENLINK MIDSTREAM LLC COM UNIT REPSTG LTD LIABILITY CO INTS	**	214,086		
ENNIS INC COM	**	55,299		
ENNOCONN CORPORATI TWD10	**	1,282,690		
ENOVA INTL INC COM	**	65,649		
ENSCO PLC SHS CLASS A COM	**	208,410		
ENSIGN GROUP INC COM STK	**	58,342		
ENSTAR GROUP LIMITED COM	**	258,968		
ENTERCOM MUNICATIONS CORP CL A CL A	**	21,740		
ENTERGY ARK INC 3.05% DUE 06-01-2023	**	54,199		
ENTERGY CORP 5.125 DUE 09-15-2020	**	2,509,135		
ENTERGY GULF STS 5.59% DUE 10-01-2024	**	461,797		
ENTERGY GULF STS 6% DUE 05-01-2018	**	202,641		
ENTERGY LA LLC 2.4% DUE 10-01-2026	**	75,730		
ENTERGY LA LLC 3.12% 09-01-2027	**	94,758		
ENTERGY LA LLC 5.4% DUE 11-01-2024	**	1,364,490		
ENTERGY LA LLC 6.5% DUE 09-01-2018	**	205,844		
ENTERPRISE BANCORP INC MASS CDT-COM CDT-COM	**	19,953		
ENTERPRISE FINL SVCS CORP COM STK	**	58,695		
ENTERPRISE FLEET 1.74000000954% DUE 02-22-2022	**	4,143,308		
ENTERPRISE PRODS 3.35% DUE 03-15-2023	**	1,723,308		
ENTERPRISE PRODS 3.75% DUE 02-15-2025	**	335,106		
ENTERPRISE PRODS 3.9% DUE 02-15-2024	**	533,505		
ENTERPRISE PRODS 6.5% DUE 01-31-2019	**	2,535,100		

64

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ENTERPRISE PRODS FIXED 1.65% DUE 05-07-2018	**	3,974,388		
ENTERPRISE PRODS FIXED 1.65% DUE 05-07-2018	**	4,863,503		
ENTERPRISE PRODS OPER DTD 05-20-2010 5.2DUE 09-01-2020	**	2,596,285		
ENTERPRISE PRODS OPER LLC 3.7% 02-15-2026	**	55,293		
ENTRAVISION COMMUNICATIONS CORP CL A CL A	**	53,525		
ENVISION HEALTHCARE CORP COM	**	343,872		
EOG RES INC 2.45 DUE 04-01-2020	**	351,001		
EOG RES INC 2.625 DUE 03-15-2023	**	138,394		
EOG RES INC 3.15% DUE 04-01-2025	**	1,494,425		
EOG RES INC 4.1% DUE 02-01-2021	**	667,313		
EOG RES INC 4.15% DUE 01-15-2026	**	787,582		
EOG RES INC 4.4% DUE 06-01-2020	**	5,087,282		
EOG RES INC 5.625% DUE 06-01-2019	**	277,267		
EOG RESOURCES INC COM	**	18,032,301		
EP ENERGY CORP CL A CL A	**	689		
EPLUS INC COM	**	52,640		
EPR PPTYS 4.5% DUE 06-01-2027	**	133,757		
EPR PPTYS COM SH BEN INT COM SH BEN INT	**	235,067		
EQT CORP 4.875% DUE 11-15-2021	**	849,753		
EQT CORP COM	**	3,063,434		
EQT CORP FIXED 2.5% DUE 10-01-2020	**	839,110		
EQT MIDSTREAM 4.125% DUE 12-01-2026	**	1,294,562		
EQUIFAX INC 3.25% DUE 06-01-2026	**	76,511		
EQUIFAX INC COM	**	4,833,423		
EQUINIX INC COM PAR $0.001	**	13,648,267		
EQUITY BANCSHARES INC COM CL A COM CL A	**	27,620		
EQUITY COMMONWEALTH USD0.01( BNF INT)	**	3,000,506		
ERA GROUP INC COM USD0.01	**	35,497		
ERAC USA FIN LLC 2.6% DUE 12-01-2021	**	296,159		
ERICSSON	**	17,304,540		
ERICSSON SER'B'NPV	**	328,565		
ERP OPER LTD 2.375% DUE 07-01-2019	**	321,807		
ERP OPER LTD 2.85% DUE 11-01-2026	**	15,521		
ERP OPERATING LP 4.625 DUE 12-15-2021 REG	**	471,305		
ESCALADE INC COM	**	15,129		
ESCO TECHNOLOGIES INC	**	160,566		
ESPERION THERAPEUTICS INC NEW COM	**	51,224		
ESSA BANCORP INC COM STK	**	19,274		
ESSENDANT INC	**	35,152		
ESSILOR INTL EUR0.18	**	3,958,107		
ESSITY AB SER'B'NPV	**	5,046,068		
ESTEE LAUDER COMPANIES INC CL A USD0.01	**	8,201,890		
ESTEE LAUDER COS 3.15% DUE 03-15-2027	**	65,448		
ESTERLINE TECHNOLOGIES CORP COM STK	**	201,839		
ETHAN ALLEN INTERIORS INC COM	**	82,082		
ETSY INC COM	**	917,428		
EUROCOMMERCIAL EUR0.50	**	792,130		

65

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
EURONAV NPV	**	841,968		
EUROPEAN BK RECON & DEV EURO NTS BOOK ENTRY 1 DUE 06-15-2018	**	14,946,810		
EUROPEAN INVT BK 1.875 03-15-2019	**	8,759,678		
EUROPEAN INVT BK GLOBAL NT 1.625% DUE 12-15-2020 REG	**	12,802,530		
EUROPEAN INVT BK GLOBAL NT 1.75% DUE 05-15-2020 REG	**	1,172,837		
EUROPEAN INVT BK NT 1.25% DUE 12-16-2019REG	**	7,089,530		
EUROSAIL-UK 07-3BL FRN M/BKD 06/2045 EUR(VAR)	**	69,787		
EUROSAIL-UK 2007-3BL PLC NO MIN REGD NOTES FLTG RT REG-S 13/06/2045	**	93,038		
EUTELSAT COMMUNICA EUR1	**	434,831		
EVA AIRWAYS TWD10	**	38,318		
EVANS BANCORP INC COM NEW COM NEW	**	21,243		
EVERCORE INC	**	2,039,940		
EVERGREEN MARINE C TWD10	**	223,831		
EVOLENT HEALTH INC CL A CL A	**	68,659		
EXACT SCIENCES CORP COM	**	2,431,026		
EXACTECH INC COM	**	70,961		
EXELON CORP 3.95% DUE 06-15-2025	**	104,213		
EXELON CORP JR SUB NT STEP UP 06-01-202205-01-2022	**	295,539		
EXELON GENERATION 5.75% DUE 10-01-2041	**	54,792		
EXELON GENERATION CO LLC 2.95% DUE 01-15-2020	**	2,980,016		
EXELON GENERATION CO LLC 3.4% 03-15-2022	**	147,437		
EXELON GENERATION CO LLC 4.25 06-15-2022	**	120,676		
EXETER AUTOMOBILE 1.84% DUE 11-16-2020	**	1,214,135		
EXETER AUTOMOBILE 2.05% DUE 12-15-2021	**	881,388		
EXETER AUTOMOBILE 2.84% DUE 08-16-2021	**	83,892		
EXLSERVICE COM INC COM STK	**	14,424		
EXPEDIA INC DEL 3.8% DUE 02-15-2028	**	120,788		
EXPEDIA INC DEL 7.456% DUE 08-15-2018	**	412,548		
EXPERIAN ORD USD0.10	**	5,179,282		
EXPORT IMPORT BK KOREA NT 4% DUE 01-29-2021 REG	**	411,847		
EXPRESS INC COM	**	98,496		
EXPRESS SCRIPTS 2.6% 11-30-2020	**	3,816,470		
EXPRESS SCRIPTS 3.05% 11-30-2022	**	299,490		
EXPRESS SCRIPTS 3.4% DUE 03-01-2027	**	1,678,045		
EXPRESS SCRIPTS HLDG CO COM	**	4,694,483		
EXTERRAN CORP COM	**	1,645,727		
EXXARO RESOURCES ZAR0.01	**	1,502,690		
EXXON MOBIL CORP 1.708% DUE 03-01-2019	**	5,227,749		
EXXON MOBIL CORP 2.222% DUE 03-01-2021	**	2,210,043		
EXXON MOBIL CORP 3.043% DUE 03-01-2026	**	1,980,114		
EXXON MOBIL CORP COM	**	7,587,654		
EZCORP INC CL A NON VTG CL A NON VTG	**	75,384		
F N B CORP PA COM	**	3,876,800		
FABRINET COM USD0.01	**	94,136		
FACEBOOK INC COM USD0.000006 CL 'A'	**	47,340,159		
FACTSET RESH SYS INC COM STK	**	152,473		
FANNIE MAE 1997-89 CL-ZA 7.0% DUE 12-20-2027	**	204,804		

66

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FANNIE MAE BNDS 2.0% 10-05-2022	**	3,041,543		
FANNIE MAE SER 1994-43 CL PK 6.35% 02-25-2024	**	145,273		
FANNIEMAE-ACES SR 2015-M8 CL AB 2.829% 01-25-2025	**	6,114,103		
FANUC CORP NPV	**	7,377,579		
FARMERS CAP BK CORP COM	**	27,605		
FARMERS NATL BANC CORP COM	**	40,002		
FARO TECHNOLOGIES INC COM	**	272,506		
FBL FINL GROUP INC CL A CL A	**	153,091		
FBR SECURITIZATION FLTG RT 2.30135% DUE 11-25-2035	**	25,794		
FCB FINL HLDGS INC CL A CL A	**	168,250		
FED HOME LN MTG CORP G14239 4 DUE 09-01-2026	**	153,062		
FEDERAL AGRIC MTG CORP CL C	**	72,137		
FEDERAL AGRIC MTG CORP DISC NTS FED BOOKDISC NT DUE 01-02-2018	**	3,566,000		
FEDERAL HOME LN BK CONS DISC NTS 01-22-2018	**	7,264,184		
FEDERAL HOME LN BKS 1.25 DUE 06-08-2018	**	2,431,569		
FEDERAL HOME LN BKS CONS BD 1.75 DUE 12-14-2018	**	3,496,178		
FEDERAL HOME LN BKS CONS BD 2 DUE 09-14-2018 REG	**	801,337		
FEDERAL HOME LN MTG CORP 2014-DN1 CL M2 FLT RT 02-25-2024 REG	**	14,439,422		
FEDERAL HOME LN MTG CORP BNDS 1.875% DUE 11-17-2020 REG	**	1,790,566		
FEDERAL HOME LN MTG CORP MULTICLASS MTG 4 11-15-2039	**	843,298		
FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-25 CL EF VAR 04-25-2038 REG	**	2,274,177		
FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-6 CL BF VAR 02-25-2038 REG	**	1,088,387		
FEDERAL HOME LN MTG CORP MULTICLASS SR 2410 CL PF VAR 02-15-2032 REG	**	1,054,203		
FEDERAL HOME LN MTG CORP MULTICLASS SR 3055 CL CF VAR 10-15-2035 REG	**	486,468		
FEDERAL HOME LN MTG CORP MULTICLASS SR 3150 CL FA VAR 05-15-2036 REG	**	2,337,839		
FEDERAL HOME LN MTG CORP MULTICLASS VAR SR 2012-17 CL FG 03-25-2042 REG	**	3,610,200		
FEDERAL HOME LN MTG CORP POOL #2B0646 FLTG RT DUE 07-01-2042 BEO	**	265,249		
FEDERAL HOME LN MTG CORP POOL #41-0792 3.444% 02-01-2030 BEO	**	24,025		
FEDERAL HOME LN MTG CORP POOL #53-8275 9% 12-01-2019 BEO	**	68		
FEDERAL HOME LN MTG CORP POOL #54-7356 9% 03-01-2020 BEO	**	87		
FEDERAL HOME LN MTG CORP POOL #55-5330 10% 10-01-2019 BEO	**	396		
FEDERAL HOME LN MTG CORP POOL #84-6004 3.702% 12-01-2024 BEO	**	11,556		
FEDERAL HOME LN MTG CORP POOL #84-6313 FLTG RT 3.553% 02-01-2026 BEO	**	785		
FEDERAL HOME LN MTG CORP POOL #849407 3.301% 09-01-2037 BEO	**	487,204		
FEDERAL HOME LN MTG CORP POOL #84-9790 FLTG RT DUE 03-01-2045	**	8,290,890		
FEDERAL HOME LN MTG CORP POOL #A01672 9.5% 09-01-2019 BEO	**	1,495		
FEDERAL HOME LN MTG CORP POOL #A17092 6%12-01-2033 BEO	**	8,868		
FEDERAL HOME LN MTG CORP POOL #A39803 5.5% 11-01-2035 BEO	**	320,217		
FEDERAL HOME LN MTG CORP POOL #A47038 5%09-01-2035 BEO	**	123,543		
FEDERAL HOME LN MTG CORP POOL #A62378 6%06-01-2037 BEO	**	42,799		
FEDERAL HOME LN MTG CORP POOL #A63809 6%08-01-2037 BEO	**	80,272		
FEDERAL HOME LN MTG CORP POOL #A69654 6%12-01-2037 BEO	**	33,633		
FEDERAL HOME LN MTG CORP POOL #A71410 6%01-01-2038 BEO	**	821		
FEDERAL HOME LN MTG CORP POOL #A75218 6%04-01-2038 BEO	**	70,449		
FEDERAL HOME LN MTG CORP POOL #A85726 5%04-01-2039 BEO	**	131,866		
FEDERAL HOME LN MTG CORP POOL #A9-0826 4.5% 01-01-2040 BEO	**	426,437		
FEDERAL HOME LN MTG CORP POOL #A9-1235 4.5% 02-01-2040 BEO	**	328,399		

67

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FEDERAL HOME LN MTG CORP POOL #A93318 5%08-01-2040 BEO	**	719,010		
FEDERAL HOME LN MTG CORP POOL #A9-3625 5% 08-01-2040 BEO	**	431,360		
FEDERAL HOME LN MTG CORP POOL #A9-3652 5% 09-01-2040 BEO	**	220,979		
FEDERAL HOME LN MTG CORP POOL #A9-3713 5% 09-01-2040 BEO	**	545,967		
FEDERAL HOME LN MTG CORP POOL #A9-4069 5% 09-01-2040 BEO	**	172,524		
FEDERAL HOME LN MTG CORP POOL #A9-4113 5% 10-01-2040 BEO	**	251,647		
FEDERAL HOME LN MTG CORP POOL #A94132 5%09-01-2040 BEO	**	35,951		
FEDERAL HOME LN MTG CORP POOL #A94898 4.5% 11-01-2040 BEO	**	324,251		
FEDERAL HOME LN MTG CORP POOL #A95085 4%11-01-2040 BEO	**	505,849		
FEDERAL HOME LN MTG CORP POOL #A9-5519 4.5% 12-01-2040 BEO	**	120,910		
FEDERAL HOME LN MTG CORP POOL #A95561 4%12-01-2040 BEO	**	763,200		
FEDERAL HOME LN MTG CORP POOL #A95575 4%12-01-2040 BEO	**	567,912		
FEDERAL HOME LN MTG CORP POOL #A97040 4%02-01-2041 BEO	**	525,559		
FEDERAL HOME LN MTG CORP POOL #C03517 4.5% 09-01-2040 BEO	**	351,684		
FEDERAL HOME LN MTG CORP POOL #C03520 4%09-01-2040 BEO	**	3,236,287		
FEDERAL HOME LN MTG CORP POOL #C03545 5%08-01-2040 BEO	**	549,363		
FEDERAL HOME LN MTG CORP POOL #C03613 4%11-01-2040 BEO	**	519,359		
FEDERAL HOME LN MTG CORP POOL #C03792 3.5% 04-01-2042 BEO	**	1,694,588		
FEDERAL HOME LN MTG CORP POOL #C0-4240 3.5% 09-01-2042 BEO	**	648,687		
FEDERAL HOME LN MTG CORP POOL #C04422 3%12-01-2042 BEO	**	760,470		
FEDERAL HOME LN MTG CORP POOL #C09022 3%01-01-2043 BEO	**	3,811,575		
FEDERAL HOME LN MTG CORP POOL #C09055 4%12-01-2043 BEO	**	822,655		
FEDERAL HOME LN MTG CORP POOL #C1-0542 7% 06-01-2028 BEO	**	8,678		
FEDERAL HOME LN MTG CORP POOL #C1-2585 7% 07-01-2028 BEO	**	834		
FEDERAL HOME LN MTG CORP POOL #C1-4084 7% 08-01-2028 BEO	**	11,452		
FEDERAL HOME LN MTG CORP POOL #C91161 5%02-01-2028 BEO	**	18,604		
FEDERAL HOME LN MTG CORP POOL #C91589 3.5% 11-01-2032 BEO	**	511,755		
FEDERAL HOME LN MTG CORP POOL #D64290 7%10-01-2025 BEO	**	12,921		
FEDERAL HOME LN MTG CORP POOL #D6-7104 7.5% 01-01-2026 BEO	**	68,609		
FEDERAL HOME LN MTG CORP POOL #D7-0703 7% 04-01-2026 BEO	**	12,306		
FEDERAL HOME LN MTG CORP POOL #D75342 8%10-01-2026 BEO	**	711		
FEDERAL HOME LN MTG CORP POOL #D7-5558 8% 10-01-2026 BEO	**	1,087		
FEDERAL HOME LN MTG CORP POOL #D7-5787 8% 11-01-2026 BEO	**	2,717		
FEDERAL HOME LN MTG CORP POOL #D7-7163 7.5% 01-01-2027 BEO	**	5,541		
FEDERAL HOME LN MTG CORP POOL #D7-7260 7.5% 01-01-2027 BEO	**	4,422		
FEDERAL HOME LN MTG CORP POOL #D7-7490 7.5% 01-01-2027 BEO	**	437		
FEDERAL HOME LN MTG CORP POOL #D7-7541 7.5% 01-01-2027 BEO	**	7,808		
FEDERAL HOME LN MTG CORP POOL #D8-0177 7% 05-01-2027 BEO	**	9,222		
FEDERAL HOME LN MTG CORP POOL #D98914 4%01-01-2032 BEO	**	131,295		
FEDERAL HOME LN MTG CORP POOL #E04113 2.5% 11-01-2027 BEO	**	1,194,077		
FEDERAL HOME LN MTG CORP POOL #E99733 6%09-01-2018 BEO	**	1,458		
FEDERAL HOME LN MTG CORP POOL #G0-0552 8.5% 03-01-2023 BEO	**	7,009		
FEDERAL HOME LN MTG CORP POOL #G0-0561 9.5% 06-01-2025 BEO	**	1,262		
FEDERAL HOME LN MTG CORP POOL #G0-0627 8% 06-01-2025 BEO	**	5,566		
FEDERAL HOME LN MTG CORP POOL #G0-0704 7% 12-01-2026 BEO	**	8,483		
FEDERAL HOME LN MTG CORP POOL #G01665 5.5% 03-01-2034 BEO	**	482,527		
FEDERAL HOME LN MTG CORP POOL #G02031 5.5% 02-01-2036 BEO	**	144,954		

68

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FEDERAL HOME LN MTG CORP POOL #G02427 5.5% 12-01-2036 BEO	**	434,424		
FEDERAL HOME LN MTG CORP POOL #G03073 5.5% 07-01-2037 BEO	**	238,042		
FEDERAL HOME LN MTG CORP POOL #G03233 6%08-01-2037 BEO	**	7,954		
FEDERAL HOME LN MTG CORP POOL #G03600 7%11-01-2037 BEO	**	81,574		
FEDERAL HOME LN MTG CORP POOL #G03695 5.5% 11-01-2037 BEO	**	131,537		
FEDERAL HOME LN MTG CORP POOL #G03812 5.5% 02-01-2038 BEO	**	162,905		
FEDERAL HOME LN MTG CORP POOL #G03819 6%01-01-2038 BEO	**	56,835		
FEDERAL HOME LN MTG CORP POOL #G04448 5.5% 07-01-2038 BEO	**	69,622		
FEDERAL HOME LN MTG CORP POOL #G04585 5.5% 02-01-2038 BEO	**	120,945		
FEDERAL HOME LN MTG CORP POOL #G04588 5.5% 08-01-2038 BEO	**	73,836		
FEDERAL HOME LN MTG CORP POOL #G04636 5%12-01-2035 BEO	**	59,649		
FEDERAL HOME LN MTG CORP POOL #G04688 5.5% 09-01-2038 BEO	**	66,597		
FEDERAL HOME LN MTG CORP POOL #G05179 5.5% 01-01-2039 BEO	**	81,726		
FEDERAL HOME LN MTG CORP POOL #G05527 4%07-01-2039 BEO	**	61,568		
FEDERAL HOME LN MTG CORP POOL #G05676 4%11-01-2039 BEO	**	1,009,520		
FEDERAL HOME LN MTG CORP POOL #G05726 5%08-01-2039 BEO	**	253,063		
FEDERAL HOME LN MTG CORP POOL #G05741 4.5% 12-01-2039 BEO	**	545,934		
FEDERAL HOME LN MTG CORP POOL #G0-5927 4.5% 07-01-2040 BEO	**	1,149,818		
FEDERAL HOME LN MTG CORP POOL #G06021 5.5% 01-01-2040 BEO	**	194,998		
FEDERAL HOME LN MTG CORP POOL #G06087 5%09-01-2040 BEO	**	52,497		
FEDERAL HOME LN MTG CORP POOL #G06172 5.5% 12-01-2038 BEO	**	461,984		
FEDERAL HOME LN MTG CORP POOL #G06601 4.5% 12-01-2040 BEO	**	2,158,477		
FEDERAL HOME LN MTG CORP POOL #G06669 6.5% 09-01-2039 BEO	**	222,887		
FEDERAL HOME LN MTG CORP POOL #G06875 5.5% 12-01-2038 BEO	**	1,625,728		
FEDERAL HOME LN MTG CORP POOL #G07032 3%06-01-2042 BEO	**	1,231,379		
FEDERAL HOME LN MTG CORP POOL #G07129 3.5% 09-01-2042 BEO	**	1,042,942		
FEDERAL HOME LN MTG CORP POOL #G07434 3.5% 07-01-2043 BEO	**	2,029,267		
FEDERAL HOME LN MTG CORP POOL #G08273 5.5% 06-01-2038 BEO	**	46,719		
FEDERAL HOME LN MTG CORP POOL #G08368 4.5% 10-01-2039 BEO	**	521,425		
FEDERAL HOME LN MTG CORP POOL #G08457 4.5% 08-01-2041 BEO	**	1,009,681		
FEDERAL HOME LN MTG CORP POOL #G08521 3%01-01-2043 BEO	**	649,537		
FEDERAL HOME LN MTG CORP POOL #G08540 3%08-01-2043 BEO	**	1,043,642		
FEDERAL HOME LN MTG CORP POOL #G08567 4%01-01-2044 BEO	**	1,751,161		
FEDERAL HOME LN MTG CORP POOL #G08624 4%01-01-2045 BEO	**	2,572,735		
FEDERAL HOME LN MTG CORP POOL #G08653 3%07-01-2045 BEO	**	2,447,041		
FEDERAL HOME LN MTG CORP POOL #G08672 4%10-01-2045 BEO	**	1,739,150		
FEDERAL HOME LN MTG CORP POOL #G08681 3.5% 12-01-2045 BEO	**	5,746,090		
FEDERAL HOME LN MTG CORP POOL #G0-8732 3% 11-01-2046 BEO	**	4,825,139		
FEDERAL HOME LN MTG CORP POOL #G0-8741 3% 01-01-2047 BEO	**	14,874,035		
FEDERAL HOME LN MTG CORP POOL #G0-8771 4% 07-01-2047 BEO	**	15,822,683		
FEDERAL HOME LN MTG CORP POOL #G08793 4%12-01-2047 BEO	**	28,095,759		
FEDERAL HOME LN MTG CORP POOL #G11557 6%03-01-2019 BEO	**	7		
FEDERAL HOME LN MTG CORP POOL #G11634 5.5% 11-01-2019 BEO	**	1,770		
FEDERAL HOME LN MTG CORP POOL #G11652 6%01-01-2020 BEO	**	25,414		
FEDERAL HOME LN MTG CORP POOL #G12467 6%11-01-2021 BEO	**	156,896		
FEDERAL HOME LN MTG CORP POOL #G12978 5.5% 12-01-2022 BEO	**	173,564		
FEDERAL HOME LN MTG CORP POOL #G13300 4.5% 05-01-2023 BEO	**	55,150		

69

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FEDERAL HOME LN MTG CORP POOL #G13825 4%05-01-2025 BEO	**	1,259,988		
FEDERAL HOME LN MTG CORP POOL #G13868 4.5% 07-01-2025 BEO	**	303,532		
FEDERAL HOME LN MTG CORP POOL #G14171 6%10-01-2024 BEO	**	134,277		
FEDERAL HOME LN MTG CORP POOL #G14375 4%07-01-2026 BEO	**	713,915		
FEDERAL HOME LN MTG CORP POOL #G14492 4%10-01-2025 BEO	**	390,004		
FEDERAL HOME LN MTG CORP POOL #G1-4956 2.5% 05-01-2028 BEO	**	1,117,113		
FEDERAL HOME LN MTG CORP POOL #G16177 2%01-01-2032 BEO	**	802,664		
FEDERAL HOME LN MTG CORP POOL #G18401 3.5% 09-01-2026 BEO	**	138,371		
FEDERAL HOME LN MTG CORP POOL #G18475 2.5% 08-01-2028 BEO	**	269,729		
FEDERAL HOME LN MTG CORP POOL #G20028 7.5% 12-01-2036 BEO	**	1,115,650		
FEDERAL HOME LN MTG CORP POOL #G30591 6%02-01-2028 BEO	**	73,635		
FEDERAL HOME LN MTG CORP POOL #J0-6009 5% 10-01-2020 BEO	**	83,978		
FEDERAL HOME LN MTG CORP POOL #J0-9212 5% 01-01-2024 BEO	**	50,962		
FEDERAL HOME LN MTG CORP POOL #J12439 4.5% 06-01-2025 BEO	**	458,088		
FEDERAL HOME LN MTG CORP POOL #J14494 4%02-01-2026 BEO	**	937,414		
FEDERAL HOME LN MTG CORP POOL #J1-5658 4% 06-01-2026 BEO	**	282,118		
FEDERAL HOME LN MTG CORP POOL #J1-5719 4% 06-01-2026 BEO	**	757,953		
FEDERAL HOME LN MTG CORP POOL #J15974 4%06-01-2026 BEO	**	269,148		
FEDERAL HOME LN MTG CORP POOL #J16059 4%07-01-2026 BEO	**	151,088		
FEDERAL HOME LN MTG CORP POOL #J1-8912 FIXED 2.5% 04-01-2027 BEO	**	480,375		
FEDERAL HOME LN MTG CORP POOL #J2-3929 2.5% 05-01-2028 BEO	**	2,595,573		
FEDERAL HOME LN MTG CORP POOL #J2-5735 3% 09-01-2028 BEO	**	594,898		
FEDERAL HOME LN MTG CORP POOL #J27464 3.5% 02-01-2029 BEO	**	1,152,493		
FEDERAL HOME LN MTG CORP POOL #Q04673 4%11-01-2041 BEO	**	959,621		
FEDERAL HOME LN MTG CORP POOL #Q04674 4%12-01-2041 BEO	**	71,357		
FEDERAL HOME LN MTG CORP POOL #Q1-0448 3.5% 08-01-2042 BEO	**	598,015		
FEDERAL HOME LN MTG CORP POOL #Q19853 3.5% 06-01-2043 BEO	**	988,056		
FEDERAL HOME LN MTG CORP POOL #Q2-0402 3% 07-01-2043 BEO	**	200,633		
FEDERAL HOME LN MTG CORP POOL #Q20416 3%07-01-2043 BEO	**	401,587		
FEDERAL HOME LN MTG CORP POOL #Q2-0983 3% 08-01-2043 BEO	**	336,753		
FEDERAL HOME LN MTG CORP POOL #Q2-1694 3% 08-01-2043 BEO	**	238,063		
FEDERAL HOME LN MTG CORP POOL #Q2-5702 4.5% 04-01-2044 BEO	**	756,089		
FEDERAL HOME LN MTG CORP POOL #Q2-5703 4.5% 04-01-2044 BEO	**	758,993		
FEDERAL HOME LN MTG CORP POOL #Q2-5705 4.5% 04-01-2044 BEO	**	476,329		
FEDERAL HOME LN MTG CORP POOL #Q2-5712 4.5% 04-01-2044 BEO	**	510,359		
FEDERAL HOME LN MTG CORP POOL #Q2-5850 4.5% 04-01-2044 BEO	**	326,134		
FEDERAL HOME LN MTG CORP POOL #Q2-5851 4.5% 04-01-2044 BEO	**	79,451		
FEDERAL HOME LN MTG CORP POOL #Q2-5852 4.5% 04-01-2044 BEO	**	546,832		
FEDERAL HOME LN MTG CORP POOL #Q2-5853 4.5% 04-01-2044 BEO	**	577,957		
FEDERAL HOME LN MTG CORP POOL #Q29920 4.5% 11-01-2044 BEO	**	62,668		
FEDERAL HOME LN MTG CORP POOL #S0-6297 3.5% 09-15-2042 BEO	**	219,576		
FEDERAL HOME LN MTG CORP POOL #U8-0439 3.5% 07-01-2033 BEO	**	581,922		
FEDERAL HOME LN MTG CORP POOL #U90245 3.5% 10-01-2042 BEO	**	679,978		
FEDERAL HOME LN MTG CORP POOL #U9-0690 3.5 DUE 06-01-2042	**	255,968		
FEDERAL HOME LN MTG CORP POOL #U92272 4.5% 12-01-2043 BEO	**	704,750		
FEDERAL HOME LN MTG CORP POOL #U99076 4.5% 12-01-2043 BEO	**	5,915,834		

70

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FEDERAL HOME LN MTG CORP POOL #U99084 4.5% 02-01-2044 BEO	**	4,830,515		
FEDERAL HOME LN MTG CORP POOL #U99091 4.5% 03-01-2044 BEO	**	1,787,304		
FEDERAL HOME LN MTG CORP POOL #U99114 3.5% 02-01-2044 BEO	**	299,978		
FEDERAL HOME LN MTG CORP PREASSIGN 001011.5% 01-17-2020	**	8,914,842		
FEDERAL HOME LN MTG CORP Q15062 3 DUE 02-01-2043	**	2,434,670		
FEDERAL HOME LN MTG CORP REMIC SER 3439 CL CY 4.5 04-15-2023	**	233,483		
FEDERAL HOME LN MTG CORP REMIC SER 4042 CL EB 6.5 08-15-2039	**	1,507,955		
FEDERAL HOME LN MTG CORP SER 004305 CL KA 3 03-15-2038	**	1,134,208		
FEDERAL HOME LN MTG CORP SER 004638 CL FA FLTG 07-15-2040	**	300,285		
FEDERAL HOME LN MTG CORP SER 14-HQ1 CL M2 DUE 08-25-2024 BEO	**	1,363,446		
FEDERAL HOME LN MTG CORP SER 2595 CL DC 5 04-15-2023	**	97,013		
FEDERAL HOME LN MTG CORP SER 2638 CL JG 5.0% 02-15-2033	**	224,852		
FEDERAL HOME LN MTG CORP SER 3221 CL FW 09-15-2036	**	1,342,709		
FEDERAL HOME LN MTG CORP SER 3231 CL FA FRN 10-15-2036	**	817,699		
FEDERAL HOME LN MTG CORP SER 3361 CL PF FRN 08-15-2035	**	3,276,190		
FEDERAL HOME LN MTG CORP SER 3404 CL FB FRN 01-15-2038	**	2,150,442		
FEDERAL HOME LN MTG CORP SER 3616 CL FG FRN 03-15-2032	**	819,936		
FEDERAL HOME LN MTG CORP SER 3680 CL MA 4.5% DUE 07-15-2039	**	342,593		
FEDERAL HOME LN MTG CORP SER 3786 CL NA 4.5 DUE 07-15-2040 REG	**	1,519,438		
FEDERAL HOME LN MTG CORP SER 3843 CL GH 3.75 10-15-2039	**	826,648		
FEDERAL HOME LN MTG CORP SER 3925 CL DE 2.0% 07-15-2040	**	1,308,162		
FEDERAL HOME LN MTG CORP SER 4229 CL MA 3.5 05-15-2041 REG	**	1,994,836		
FEDERAL HOME LN MTG CORP SER 4239 CL AB RT 4.0% DUE 12-15-2039	**	7,037,029		
FEDERAL HOME LN MTG CORP SER 4462 CL KA 3.5% DUE 01-15-2045	**	12,455,601		
FEDERAL HOME LN MTG CORP SER 4559 CL AF FLTG 03-15-2042 REG	**	2,035,377		
FEDERAL HOME LN MTG CORP SER 4637 CL WF FLTG RT 07-15-2041	**	6,504,865		
FEDERAL HOME LN MTG CORP SER 4678 CL AF FLTG RT 12-15-2042	**	6,635,346		
FEDERAL HOME LN MTG CORP SER K020 CL A2 2.373 05-25-2040	**	4,170,269		
FEDERAL HOME LN MTG CORP SER K043 CL A-2 3.062% 12-25-2024	**	9,738,384		
FEDERAL HOME LN MTG CORP SER KJ18 CL A2 3.065% 08-25-2022	**	2,674,040		
FEDERAL HOME LN MTG CORP TRANCHE 2.864% SER KJ13 CL A2 08-25-2022	**	369,410		
FEDERAL HOME LN MTG CORP TRANCHE VAR RT 11-25-2027	**	410,655		
FEDERAL HOME LOAN MORTGAGE CORP SER 3609 CL FA FLTG RT 12-15-2039 REG	**	6,382,240		
FEDERAL NATIONAL MORTGAGE ASSOC SER 2016-M11 CL AB2 2.254% 07-25-2026	**	6,459,082		
FEDERAL NATIONAL MORTGAGE ASSOC SER 2016-M11 CL AL 2.944% 07-25-2039	**	1,715,671		
FEDERAL NATIONAL MORTGAGE ASSOC SER 2016-M12 CL AB1 BNDS 1.931% 09-25-2026	**	3,133,811		
FEDERAL NATIONAL MORTGAGE ASSOC SER 2016-M12 CL AB2 2.362% 09-25-2026	**	7,055,844		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0210 4.5% 12-01-2040 BEO	**	1,263,034		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0864 4% 12-01-2040 BEO	**	22,765		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0943 4% DUE 12-01-2040 BEO	**	896,964		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1115 4.5% 01-01-2041 BEO	**	2,285,750		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1266 4% 01-01-2041 BEO	**	497,132		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1508 4.5% 12-01-2040 BEO	**	1,406,499		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1559 4% 12-01-2040 BEO	**	1,048,728		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1560 4% 01-01-2041 BEO	**	1,346,732		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1565 4.5% 12-01-2040 BEO	**	549,475		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH2442 4% 01-01-2041 BEO	**	52,907		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FEDERAL NATL MTG ASSN GTD MTG POOL #AH3203 4% DUE 01-01-2041 BEO	**	230,132		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH4404 4% 01-01-2041 BEO	**	1,651,414		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH5098 4% DUE 01-01-2041 BEO	**	29,572		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH6958 ADJ RT DUE 02-01-2041 BEO	**	227,255		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI0511 5% 04-01-2041 BEO	**	93,235		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1051 4% DUE 06-01-2026 REG	**	350,498		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1863 5% 05-01-2041 BEO	**	184,857		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1892 5% 05-01-2041 BEO	**	890,610		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI2433 5% 05-01-2041 BEO	**	245,872		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI2443 5% 05-01-2041 BEO	**	145,349		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI2462 5% 05-01-2041 BEO	**	166,679		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI4261 5% 06-01-2041 BEO	**	132,808		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI7778 4% 07-01-2041 BEO	**	14,731		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI8382 3.5% 09-01-2026 BEO	**	327,615		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI8630 4% 07-01-2042 BEO	**	86,731		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI9940 5% 09-01-2041 BEO	**	747,323		
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ1884 FIXED 3.5% 02-01-2042 BEO	**	744,424		
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ2288 4% 09-01-2041 BEO	**	536,796		
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ4051 4% 10-01-2041 BEO	**	9,415		
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9317 4% 01-01-2042 BEO	**	1,878,152		
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9982 3.5% 08-01-2042 BEO	**	3,563,413		
FEDERAL NATL MTG ASSN GTD MTG POOL #AK0968 3% 02-01-2027 BEO	**	610,285		
FEDERAL NATL MTG ASSN GTD MTG POOL #AK1140 3% 02-01-2027 BEO	**	381,944		
FEDERAL NATL MTG ASSN GTD MTG POOL #AK1608 3% 01-01-2027 BEO	**	403,649		
FEDERAL NATL MTG ASSN GTD MTG POOL #AK3107 4% 02-01-2042 BEO	**	239,541		
FEDERAL NATL MTG ASSN GTD MTG POOL #AK5551 FIXED 4% 04-01-2042 BEO	**	6,477,323		
FEDERAL NATL MTG ASSN GTD MTG POOL #AK6966 3% 03-01-2027 BEO	**	634,277		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0007 5% 12-01-2034 BEO	**	777,266		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0009 5.5% 12-01-2034 BEO	**	773,816		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0215 4.5% 04-01-2041 BEO	**	1,450,314		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0379 8% 12-01-2036 BEO	**	210,362		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0476 5% 11-01-2040 BEO	**	670,850		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0484 5.5% DUE 05-01-2040 BEO	**	276,664		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0533 ADJ RT DUE 07-01-2041 BEO	**	770,496		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0998 4.5% 10-01-2041 BEO	**	699,241		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1051 4.5% 09-01-2041 BEO	**	492,121		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1469 7% DUE 02-01-2039 BEO	**	802,146		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1470 7% DUE 04-01-2037 BEO	**	376,877		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1945 3.5% 06-01-2042 BEO	**	497,810		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2151 3.5% 03-01-2042 BEO	**	1,039,483		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2171 4% 06-01-2042 BEO	**	451,501		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2382 4% 02-01-2042 BEO	**	928,306		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2389 3.5% 09-01-2042 BEO	**	1,221,779		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL3626 4% 09-01-2042 BEO	**	21,658		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4324 6.5% 05-01-2040 BEO	**	2,976,819		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4465 3% 07-01-2028 BEO	**	1,815,925		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4741 4.5% 01-01-2044 BEO	**	1,066,147		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5540 4.5% 07-01-2044 BEO	**	525,596		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5548 3.494% DUE 05-01-2038 BEO	**	434,209		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5674 4.5% 08-01-2044 BEO	**	2,438,218		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5760 4% 09-01-2043 BEO	**	55,444		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6308 5% 08-01-2038 BEO	**	2,727,564		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6851 2.5% 10-01-2043 BEO	**	774,343		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL7204 5% 10-01-2043 BEO	**	123,494		
FEDERAL NATL MTG ASSN SR 2011-59 CL NZ 5.5 DUE 07-25-2041	**	3,736,078		
FEDERAL RLTY INVT TR 2.55% 01-15-2021	**	342,230		
FEDERAL SIGNAL CORP COM	**	121,484		
FEDERATED NATL HLDG CO COM	**	26,529		
FEDEX CORP 3.3% DUE 03-15-2027	**	156,040		
FEDEX CORP COM	**	25,855,588		
FERGUSON PLC ORD GBP0.108030303	**	467,852		
FHLB BD 5.5 07-15-2036	**	12,754,838		
FHLB DISC NT 01-05-2018 0% DISC NTS 05/01/2018 USD	**	3,299,192		
FHLB DISC NT 01-10-2018 0% DISC NTS 10/01/2018 USD	**	3,468,531		
FHLB DISC NT 01-17-2018 0% DISC NTS 17/01/2018 USD	**	5,546,434		
FHLB DISC NT 02-07-2018 0% DISC NTS 07/02/2018 USD	**	31,927,800		
FHLB DISC NT 02-09-2018 0% DISC NTS 09/02/2018 USD	**	10,355,555		
FHLB DISC NT 02-14-2018	**	14,119,495		
FHLB FEDERAL HOME LOAN BANK .875% DUE 06-29-2018 REG .875 06-29-2018	**	2,241,664		
FHLB TRANCHE 00070 .875 03-19-2018	**	5,993,688		
FHLB TRANCHE 00110 1 09-26-2019	**	4,923,400		
FHLB TRANCHE 00611 1.25 01-16-2019	**	4,769,842		
FHLMC 0 09-30-2020	**	1,581,722		
FHLMC CMO SER 2248 CL FB FLTG DUE 09-15-2030 REG	**	5,836		
FHLMC FEDERAL HOME LN MTG CORP .875% 10-12-2018 .875 10-12-2018	**	1,191,690		
FHLMC FREDDIE MAC .875% 07-19-2019 .875 07-19-2019	**	1,968,728		
FHLMC GOLD #A53630 A53630 6 10-01-2036	**	105,851		
FHLMC GOLD #G00473 7.5% DUE 05-01-2026	**	194		
FHLMC GOLD 3% MBS 01/06/2029 USD'V6-0564' V60564 3 06-01-2029	**	1,135,765		
FHLMC GOLD A47999 5 08-01-2035	**	543,756		
FHLMC GOLD A62077 6 06-01-2037	**	36,399		
FHLMC GOLD A9-5825 4.0% DUE 12-01-2040	**	640,137		
FHLMC GOLD A95831 4.5 12-01-2040	**	1,092,680		
FHLMC GOLD C00371 7 09-01-2024	**	1,152		
FHLMC GOLD C00522 7.0% 05-01-2027	**	7,764		
FHLMC GOLD C00632 7 07-01-2028	**	6,677		
FHLMC GOLD C00987 7.5 05-01-2030	**	1,386		
FHLMC GOLD C01116 7.5 01-01-2031	**	29,664		
FHLMC GOLD C04272 3 10-01-2042	**	1,929,598		
FHLMC GOLD C80373 7.5% 01-01-2026	**	268		
FHLMC GOLD C80379 7.0% 02-01-2026	**	8,606		
FHLMC GOLD C80407 7.0% 06-01-2026	**	812		
FHLMC GOLD C9-1908 3 01-01-2037	**	1,132,221		
FHLMC GOLD G02408 5.5 12-01-2036	**	214,344		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FHLMC GOLD G06506 4 12-01-2040	**	1,988,989		
FHLMC GOLD G06507 4 02-01-2041	**	338,685		
FHLMC GOLD G07335 7 03-01-2039	**	623,109		
FHLMC GOLD G0-7388 3.5 05-01-2043	**	2,044,453		
FHLMC GOLD G07509 6.5 09-01-2039	**	487,940		
FHLMC GOLD G08372 4.5 11-01-2039	**	516,531		
FHLMC GOLD G08553 3 10-01-2043	**	123,933		
FHLMC GOLD G13492 5 02-01-2024	**	130,850		
FHLMC GOLD GROUP #C00636 7.5 MTG PARTN CTF DUE 07-01-2028 REG	**	18,435		
FHLMC GOLD GROUP C26742 6 05-01-2029	**	731		
FHLMC GOLD GROUP D93618 6.5 07-01-2019	**	4,865		
FHLMC GOLD J16432 3.5 08-01-2026	**	258,358		
FHLMC GOLD J23935 3 05-01-2028	**	517,192		
FHLMC GOLD J2-7964 3 04-01-2029	**	614,738		
FHLMC GOLD J2-8196 3 05-01-2029	**	3,601,518		
FHLMC GOLD J2-9007 3 08-01-2029	**	656,833		
FHLMC GOLD J35097 2.5 08-01-2031	**	884,131		
FHLMC GOLD POOL #G00280 9.5% 12-01-2022	**	466		
FHLMC GOLD POOL #G00675 7.5% DUE 03-01-2027	**	10,263		
FHLMC GOLD POOL #G00869 7.5% DUE 01-01-2028	**	12,267		
FHLMC GOLD POOL #Q11288 3.5 09-01-2042	**	501,946		
FHLMC GOLD POOL #Q1-1788 3 DUE 10-01-2042	**	306,672		
FHLMC GOLD POOL #Q12052 Q12052 3.5 10-01-2042	**	594,489		
FHLMC GOLD POOL C00984 8 05-01-2030	**	1,476		
FHLMC GOLD POOL G0-0529 7.5% DUE 08-01-2026	**	1,779		
FHLMC GOLD POOL G01091 7 12-01-2029	**	26,822		
FHLMC GOLD POOL G11410 4.0% 07-01-2018	**	72,112		
FHLMC GOLD POOL J12398 FLTG RT 4.5% DUE 06-01-2025	**	300,671		
FHLMC GOLD POOL# U91254 4 DUE 04-01-2043	**	1,129,310		
FHLMC GOLD POOL#Q17792 3.5 DUE 05-01-2043	**	2,710,872		
FHLMC GOLD Q08998 3.5 06-01-2042	**	1,201,066		
FHLMC GOLD Q12520 3 10-01-2042	**	143,907		
FHLMC GOLD Q14326 2.5 01-01-2043	**	806,586		
FHLMC GOLD Q45458 4 08-01-2046	**	480,250		
FHLMC GOLD Q48338 4.5 05-01-2047	**	272,256		
FHLMC GOLD U90291 4 10-01-2042	**	359,252		
FHLMC GOLD U90316 4 10-01-2042	**	2,565,968		
FHLMC GOLD U91619 4 06-01-2043	**	1,131,620		
FHLMC GOLD U95137 4 08-01-2043	**	704,834		
FHLMC GOLD V60298 3.0% 10-01-2028	**	599,392		
FHLMC GOLD V60869 2.5 07-01-2030	**	2,290,949		
FHLMC GOLDPOOL #Q10241 3.5 08-01-2042	**	477,153		
FHLMC GROUP #360077 9.00 MTG PARTN CTF DUE 8-1-19 REG	**	27		
FHLMC GROUP #C00098 8.00 MTG PARTN CTF DUE 2-1-2022 REG	**	2,862		
FHLMC GROUP #C00516 8.0 MTG PARTN CTF DUE 05-01-2027 REG	**	5,855		
FHLMC GROUP #G00144 10.0 MTG PARTN CTF DUE 03-01-2021 REG	**	1,321		
FHLMC GROUP #G00825 7.0 MTG PARTN CTF DUE 11-01-2027 REG	**	590		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FHLMC MULTICLASS 0 12-31-2040	**	10,336,150		
FHLMC MULTICLASS 2.375% DUE 04-25-2023 REG	**	3,318,810		
FHLMC MULTICLASS 2005-S001 CTF CL 2A2 VAR RATE 09-25-2045	**	632,731		
FHLMC MULTICLASS FHLMC #80-0146 10-15-2037	**	6,872,340		
FHLMC MULTICLASS FR CMO 25/10/20 USD1000'A-2' K010 4.333 10-25-2020	**	10,504,430		
FHLMC MULTICLASS FREDDIE MAC SER 2017-SR01 CL A3G 3.089% 11-25-2027	**	3,837,768		
FHLMC MULTICLASS FREDDIE MAC STRUCTURED 12-25-2020	**	839,663		
FHLMC MULTICLASS PREASSIGN 00208 5 02-15-2018	**	3,314		
FHLMC MULTICLASS PREASSIGN 00343 08-25-2031	**	7,241		
FHLMC MULTICLASS SER 004305 CL A 3.5 06-15-2048	**	2,297,309		
FHLMC MULTICLASS SER 004579 CL FD 01-15-2038	**	742,528		
FHLMC MULTICLASS SER 004582 CL PA 3 11-15-2045	**	20,582,183		
FHLMC MULTICLASS SER 004735 CL BA 3 04-15-2047	**	4,987,405		
FHLMC MULTICLASS SER 15-DNA2 CL M-2 FLTG RT 12-25-2027	**	3,364,053		
FHLMC MULTICLASS SER 2012-154 CLS PW 10-25-2042	**	687,765		
FHLMC MULTICLASS SER 2113 CL MW 6.5 01-15-2029	**	162,952		
FHLMC MULTICLASS SER 2135 CL OH 6.5 03-15-2029	**	140,028		
FHLMC MULTICLASS SER 2175 CL TH 6 07-15-2029	**	156,722		
FHLMC MULTICLASS SER 2319 CL PZ 6.5 05-15-2031	**	367,560		
FHLMC MULTICLASS SER 2338 CL ZC 6.5 07-15-2031	**	214,124		
FHLMC MULTICLASS SER 2430 CL WF 6.5 03-15-2032 REG	**	76,636		
FHLMC MULTICLASS SER 2649 CL KA 4.5 07-15-2018	**	22,183		
FHLMC MULTICLASS SER 2707 CL QE 4.5 11-15-2018	**	71,748		
FHLMC MULTICLASS SER 2764 CL UE 5 10-15-2032	**	49,722		
FHLMC MULTICLASS SER 2812 CL FL FRN 02-15-2023	**	112,860		
FHLMC MULTICLASS SER 2980 CL QA 6 05-15-2035	**	102,758		
FHLMC MULTICLASS SER 3005 CL ED 5 07-15-2025	**	82,105		
FHLMC MULTICLASS SER 3117 CL FE FLT RT 02-15-2036	**	781,602		
FHLMC MULTICLASS SER 3187 CL Z 5 07-15-2036	**	153,238		
FHLMC MULTICLASS SER 3209 CL EG 4.5 08-15-2020	**	202,351		
FHLMC MULTICLASS SER 3397 CL FC FLTG 12-15-2037	**	12,824		
FHLMC MULTICLASS SER 3564 CL AL FLT RT 08-15-2036	**	611,725		
FHLMC MULTICLASS SER 3578 CL VZ 5.5 08-15-2036	**	734,432		
FHLMC MULTICLASS SER 3648 CL CY 4.5% DUE 03-15-2030	**	220,253		
FHLMC MULTICLASS SER 3649 CL BW 4 03-15-2025	**	212,686		
FHLMC MULTICLASS SER 3653 CL HJ 5 04-15-2040	**	240,895		
FHLMC MULTICLASS SER 3662 CL PJ 5 DUE 04-15-2040	**	192,614		
FHLMC MULTICLASS SER 3677 CL PB 4.5 DUE 05-15-2040 REG	**	262,693		
FHLMC MULTICLASS SER 3786 CL P 4 01-15-2041	**	11,002,567		
FHLMC MULTICLASS SER 3857 CL LH 2.5% 01-15-2040	**	1,727,009		
FHLMC MULTICLASS SER 3910 CL CU 4.0% DUE03-15-2041 REG	**	186,587		
FHLMC MULTICLASS SER 4016 CL CA 2% 07-15-2041	**	1,112,286		
FHLMC MULTICLASS SER 4118 CL PD 1.5 05-15-2042	**	559,425		
FHLMC MULTICLASS SER 4219 CL JA 3.5 08-15-2039	**	371,550		
FHLMC MULTICLASS SER 4227 CL VA 3.5 DUE 10-15-2037 REG	**	1,621,418		
FHLMC MULTICLASS SER 4318 CL MA 3.0% DUE09-15-2039 REG	**	1,870,675		
FHLMC MULTICLASS SER 4331 CL EA 4 03-15-2043	**	1,726,043		

75

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FHLMC MULTICLASS SER 4631 CL AE 3.5 05-15-2044	**	12,267,054		
FHLMC MULTICLASS SER 4650 CL CA 3.5% DUE 05-15-2043 REG	**	13,058,501		
FHLMC MULTICLASS SER 4651 CL LA 3.5% DUE 04-15-2042 REG	**	19,463,640		
FHLMC MULTICLASS SER T-21 CL A 10-25-2029	**	182,735		
FHLMC MULTICLASS SER T-34 CL A1V 07-25-2031	**	3,958,123		
FHLMC MULTICLASS SER T-61 CL 1A1 FLT RT 07-25-2044	**	801,503		
FHLMC MULTICLASS SERIES K725 CLASS AM 3.104% DUE 05-25-2023 REG	**	602,602		
FHLMC MULTICLASS SR 4569 CL JA FLTG 3.0% 03-15-2042	**	8,276,511		
FHLMC MULTICLASS TRANCHE 00045 2.952 02-25-2027	**	2,727,525		
FHLMC MULTICLASS TRANCHE 00216 11-25-2025	**	5,705,859		
FHLMC MULTICLASS TRANCHE 00544 2.2 07-25-2025	**	4,614,953		
FHLMC MULTICLASS TRANCHE 00627 3.243 04-25-2027	**	184,471		
FHLMC MULTICLASS TRANCHE 00628 3.326 05-25-2027	**	136,553		
FHLMC MULTICLASS TRANCHE 00673 1.78 07-25-2019	**	4,856,769		
FHLMC MULTICLASS TRANCHE 00704 2.272 01-25-2023	**	6,161,723		
FHLMC MULTICLASS TRANCHE 00868 09-25-2022	**	326,271		
FHLMC MULTICLASS TRANCHE 00871 2.995 12-25-2025	**	4,571,501		
FHLMC MULTICLASS TRANCHE 00878 3.08999991417 08-25-2022	**	3,644,902		
FHLMC MULTICLASS TRANCHE 1.418 05-25-2021	**	596,405		
FHLMC MULTICLASS TRANCHE 2.158 10-25-2021	**	7,128,226		
FHLMC MULTICLASS TRANCHE 2.72 07-25-2026	**	372,398		
FHLMC MULTICLASS TRANCHE 2.838 09-25-2022	**	191,723		
FHLMC MULTICLASSSER 3613 CL HJ 5.5 DUE 12-15-2039 REG	**	670,651		
FHLMC POOL #1B8062 ADJ RT 03-01-2041	**	203,945		
FHLMC POOL #1G1381 ADJ RT 12-01-2036	**	43,940		
FHLMC POOL #1J1467 ADJ RT 12-01-2036	**	137,718		
FHLMC POOL #1J-1492 ADJ RT 11-01-2036	**	61,832		
FHLMC POOL #2B4296 ADJ RT 06-01-2045	**	3,621,916		
FHLMC POOL #549820 9 09-01-2020	**	132		
FHLMC POOL #C00650 7 09-01-2028	**	4,152		
FHLMC POOL #K041 3.17100000381 10-25-2024	**	15,490,635		
FHLMC POOL #Q25818 4.5 04-01-2044	**	3,252,722		
FHLMC POOL #Q25819 4.5 04-01-2044	**	3,412,673		
FHLMC POOL 555152 9.0% DUE 07-01-2020	**	61		
FHLMC POOL 846661 ADJ RT DUE 02-01-2029	**	1,060		
FHLMC SER 3645 CL KP 5 02-15-2040	**	786,230		
FIAT CHRYSLER 4.5% DUE 04-15-2020	**	718,095		
FIAT CHRYSLER AUTOMOBILES NV	**	609,790		
FID NATL 2.25% DUE 08-15-2021	**	2,610,234		
FID NATL 2.85% DUE 10-15-2018	**	7,001,234		
FID NATL 3.625% DUE 10-15-2020	**	1,169,264		
FID SOUTHN CORP NEW COM STK	**	67,362		
FIDELITY NATL FINANCIAL 5.5 DUE 09-01-2022 BEO	**	2,537,401		
FIDELITY NATL FINL INC NEW FORMERLY FIDELITY COMMON STOCK	**	2,959,363		
FIDELITY NATL INFORMATION SVCS INC COM STK	**	12,319,956		
FIDESSA GROUP ORD GBP0.10	**	432,339		
FIESTA RESTAURANT GROUP INC COM	**	59,508		

76

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FIFTH THIRD BANCORP 3.5 BNDS DUE 03-15-2022	**	2,058,978		
FIFTH THIRD BK 2.375 04-25-2019	**	300,868		
FIFTH THIRD BK CINCINNATI OHIO 2.15% 08-20-2018	**	5,156,031		
FIFTH THIRD BK TRANCHE # SR 00035 FLTG DUE 10-30-2020	**	6,403,721		
FINANCIAL ENGINES INC COM	**	85,022		
FINANCIAL INSTNS INC COM	**	66,088		
FINECOBANK SPA EUR0.33	**	648,198		
FINISAR CORPORATION COMMON STOCK	**	220,798		
FINISH LINE INC CL A	**	58,076		
FINNING INTL INC COM NPV	**	169,948		
FINNVERA PLC SR NT 144A 2.375% DUE 06-04-2025 BEO	**	386,744		
FIREEYE INC COM	**	2,948,829		
FIRST AMERN FINL CORP COM STK	**	3,503,453		
FIRST BANCORP INC ME COM	**	30,688		
FIRST BANCORP N C COM	**	93,572		
FIRST BANCORP P R COM NEW COM NEW	**	127,857		
FIRST BANCSHARES INC MISS COM	**	24,214		
FIRST BK WILLIAMSTOWN NEW JERSEY COM	**	14,044		
FIRST BUSEY CORP COM NEW COM NEW	**	114,970		
FIRST BUSINESS FINL SVCS INC WIS COM STK	**	18,138		
FIRST CONN BANCORP INC MD COM	**	42,886		
FIRST DEFIANCE FINANCIAL CORP COM STK USD0.01	**	53,269		
FIRST FINL BANCORP OHIO COM	**	156,651		
FIRST FINL CORP IND COM	**	60,406		
FIRST FINL HLDG CO TWD10	**	714,331		
FIRST FINL NORTHWEST INC COM STK	**	23,839		
FIRST INTERNET BANCORP COM STK	**	30,177		
FIRST INTERSTATE BANCSYS/MT	**	146,183		
FIRST LONG IS CORP COM	**	31,350		
FIRST MERCHANTS CORP COM	**	176,231		
FIRST MIDWEST BANCORP INC DEL COM	**	248,696		
FIRST NORTHWEST BANCORP COM	**	11,410		
FIRSTCASH INC COM	**	187,781		
FIRSTENERGY CORP 2.85% 07-15-2022	**	5,162,636		
FIRSTENERGY CORP 4.25 DUE 03-15-2023	**	5,023,838		
FIRSTENERGY CORP 7.375% DUE 11-15-2031	**	1,348,701		
FISERV INC COM	**	6,400,193		
FITBIT INC CL A CL A	**	53,080		
FIVE STAR SENIOR LIVING INC COM USD0.01	**	6,752		
FL PWR & LT CO 3.125% DUE 12-01-2025	**	7,625,970		
FL PWR & LT CO 3.25% DUE 06-01-2024	**	190,185		
FL PWR & LT CO 3.8% DUE 12-15-2042	**	125,820		
FLAGSHIP CR AUTO 2.05% DUE 11-15-2020	**	1,000,029		
FLAGSHIP CR AUTO 2.83% DUE 03-15-2023	**	105,268		
FLAGSHIP CR AUTO 2.96000003815% DUE 07-15-2023	**	274,763		
FLAGSHIP CR AUTO 3.61999988556% DUE 07-15-2023	**	159,520		
FLAGSTAR BANCORP INC COM PAR$.001	**	227,102		

77

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FLEETCOR TECHNOLOGIES INC COM	**	8,079,174		
FLEXSTEEL INDS INC COM	**	44,160		
FLEXTRONICS INTL 4.625% DUE 02-15-2020	**	412,892		
FLIR SYS INC COM	**	5,217,477		
FLOOR & DECOR HLDGS INC CL A CL A	**	3,363,253		
FLORIDA PWR & LT CO NT SER FLTG RATE 11-06-2020G	**	6,098,781		
FLORIDA PWR CORP 5.65% DUE 06-15-2018	**	289,823		
FLORIDA ST TPK AUTH TPK REV 6.8% 07-01-2039 BEO TAXABLE	**	2,456,446		
FLOTEK INDS INC DEL COM	**	18,761		
FLUOR CORP NEW COM	**	5,371,600		
FLUSHING FINL CORP COM	**	84,563		
FMR BROS CO DEL	**	63,753		
FNMA 1.125% 07-20-2018	**	2,747,115		
FNMA 2.625% 09-06-2024	**	1,438,907		
FNMA . POOL #AO6482 ADJ RT DUE 07-01-2042 BEO	**	60,242		
FNMA 2004-W1 CL-2A1 6.5% DUE 12-25-2043	**	156,712		
FNMA 2009-W1 CL-A 6 12-25-2049	**	114,899		
FNMA 99-6 PB 6 03-25-2019	**	27,511		
FNMA AR9203 3.5 DUE 03-01-2043	**	1,539,989		
FNMA AT0238 2.5 DUE 03-01-2043	**	867,069		
FNMA CMO SER 2002-86 CL PG 6 09-25-2032 BEO	**	174,814		
FNMA DTD 11/03/2000 6.625 11-15-2030	**	3,368,103		
FNMA FANNIE MAE 2.125 04-24-2026	**	7,623,429		
FNMA FANNIE MAE 5 03-25-2021	**	289,369		
FNMA FN BF0145 POOL #BF0145 3.5% DUE 03-01-2057 REG	**	12,545,150		
FNMA FNMA 11-25-2046	**	3,714,154		
FNMA FNMA 3.726 06-25-2021	**	4,402,829		
FNMA FR CMO 25/10/2037 USD1000 A7 10-25-2037	**	37,157		
FNMA POOL #100168 9.5% 01-15-2021 BEO	**	571		
FNMA POOL #108489 9% 11-01-2020 BEO	**	6,713		
FNMA POOL #190353 5% 08-01-2034 BEO	**	8,733		
FNMA POOL #190357 5% 03-01-2035 BEO	**	6,608		
FNMA POOL #190360 5% 08-01-2035 BEO	**	5,246		
FNMA POOL #190377 5% 11-01-2036 BEO	**	215,144		
FNMA POOL #190533 7% 01-01-2024 BEO	**	1,989		
FNMA POOL #242136 7% 10-01-2023 BEO	**	344		
FNMA POOL #245442 7.0 GTD MTG PASS THRU CTF DUE 11-01-2023 REG	**	2,153		
FNMA POOL #252210 6.5% DUE 02-01-2019 REG	**	5,786		
FNMA POOL #253153 7% DUE 02-01-2020 REG	**	3,242		
FNMA POOL #253947 8% DUE 08-01-2031 REG	**	33,909		
FNMA POOL #254223 7.5% DUE 02-01-2032 REG	**	364		
FNMA POOL #254793 5% 07-01-2033 BEO	**	167,312		
FNMA POOL #256901 6.5% 09-01-2037 BEO	**	9,140		
FNMA POOL #256937 6.5% 10-01-2037 BEO	**	18,020		
FNMA POOL #257239 5.5% 06-01-2028 BEO	**	116,223		
FNMA POOL #267989 7.0 GTD MTG PASS THRU CTF DUE 02-01-2024 REG	**	2,409		
FNMA POOL #274621 7% 03-01-2024 BEO	**	1,036		

78

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #312206 FLTG RT 3.095% 06-01-2025 BEO	**	35,196		
FNMA POOL #313499 10% DUE 10-01-2018 REG	**	1,099		
FNMA POOL #313947 7% 01-01-2028 BEO	**	1,395		
FNMA POOL #330089 8% 04-01-2025 BEO	**	22,797		
FNMA POOL #330126 3.132% 08-01-2025 BEO	**	40,816		
FNMA POOL #331427 ADJ RT DUE 11-01-2025 REG	**	13,912		
FNMA POOL #347547 ADJ RT DUE 08-01-2026 BEO	**	177		
FNMA POOL #347633 3.224% 07-01-2026 BEO	**	15,539		
FNMA POOL #362968 ADJ RT DUE 01-01-2026 REG	**	37,020		
FNMA POOL #369996 7.5% DUE 01-01-2027 REG	**	3,079		
FNMA POOL #371049 7.5% 02-01-2027 BEO	**	11,996		
FNMA POOL #371073 7.5% 02-01-2027 BEO	**	6,329		
FNMA POOL #371871 7.5% 02-01-2027 BEO	**	6,210		
FNMA POOL #377038 7.5% 04-01-2027 BEO	**	10,379		
FNMA POOL #396434 7.5% 11-01-2027 BEO	**	463		
FNMA POOL #396439 7.5% 11-01-2027 BEO	**	7,401		
FNMA POOL #397256 7.5% 10-01-2027 BEO	**	667		
FNMA POOL #398754 7.5% 09-01-2027 BEO	**	5,234		
FNMA POOL #401788 7.5 GTD MTG PASS THRU CTF DUE 10-01-2027 REG	**	852		
FNMA POOL #468559 4.01% DUE 08-01-2021 BEO	**	378,274		
FNMA POOL #479545 7% DUE 08-01-2029 REG	**	555		
FNMA POOL #492745 7% 05-01-2029 BEO	**	8,033		
FNMA POOL #50305 9.5% 05-01-2020 BEO	**	653		
FNMA POOL #503573 7% DUE 10-01-2029 REG	**	2,509		
FNMA POOL #50402 9% 02-01-2021 BEO	**	179		
FNMA POOL #50415 9.00 GTD MTG PASS THRU CTF DUE 03-01-2021 REG	**	218		
FNMA POOL #507521 7% 08-01-2029 BEO	**	5,029		
FNMA POOL #50795 7% 09-01-2023 BEO	**	1,069		
FNMA POOL #509436 7% DUE 10-01-2029 REG	**	7,653		
FNMA POOL #50947 7% 12-01-2023 BEO	**	13,167		
FNMA POOL #50966 7% 01-01-2024 BEO	**	5,070		
FNMA POOL #509662 7% DUE 08-01-2029 REG	**	459		
FNMA POOL #50993 7% DUE 02-01-2024 REG	**	3,754		
FNMA POOL #511103 7% DUE 08-01-2029 REG	**	6,963		
FNMA POOL #511384 7% 09-01-2029 BEO	**	1,752		
FNMA POOL #514267 7% DUE 09-01-2029 REG	**	2,445		
FNMA POOL #515518 7% DUE 10-01-2029 REG	**	3,453		
FNMA POOL #517511 7% DUE 10-01-2029 REG	**	3,474		
FNMA POOL #523486 8% DUE 08-01-2030 REG	**	1,011		
FNMA POOL #533757 8% 06-01-2030 BEO	**	11,032		
FNMA POOL #534194 8% DUE 04-01-2030 REG	**	3,144		
FNMA POOL #545204 ADJ RT DUE 05-01-2036 REG	**	33,006		
FNMA POOL #545278 7.5% DUE 11-01-2031 REG	**	69,051		
FNMA POOL #554482 7.5% 10-01-2030 BEO	**	69,271		
FNMA POOL #555743 5% 09-01-2033 BEO	**	201,904		
FNMA POOL #569972 7.5% DUE 03-01-2031 REG	**	21,256		
FNMA POOL #572675 7.5% DUE 04-01-2031 REG	**	45,732		

79

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #593848 8% 07-01-2031 BEO	**	20,628		
FNMA POOL #602065 7% DUE 09-01-2031 REG	**	64,319		
FNMA POOL #604576 6.5% 09-01-2021 BEO	**	3,310		
FNMA POOL #60680 ADJ RT DUE 02-01-2028 REG	**	15,074		
FNMA POOL #609504 7% DUE 10-01-2031 REG	**	93,155		
FNMA POOL #649952 6.5% 06-01-2032 BEO	**	286		
FNMA POOL #725162 6% 02-01-2034 BEO	**	48,505		
FNMA POOL #725229 6% 03-01-2034 BEO	**	133,593		
FNMA POOL #725946 5.5% 11-01-2034 BEO	**	113,496		
FNMA POOL #735061 6% 11-01-2034 BEO	**	1,295,766		
FNMA POOL #735208 6% DUE 10-01-2019 REG	**	8,678		
FNMA POOL #735382 5% 04-01-2035 BEO	**	875,000		
FNMA POOL #735439 6% 09-01-2019 BEO	**	9,373		
FNMA POOL #735500 5.5% 05-01-2035 BEO	**	1,205,151		
FNMA POOL #735501 6% 05-01-2035 BEO	**	316,924		
FNMA POOL #735503 6% 04-01-2035 BEO	**	346,606		
FNMA POOL #735561 FLTG DUE 04-01-2034	**	71,971		
FNMA POOL #735580 5% 06-01-2035 BEO	**	410,450		
FNMA POOL #735676 5% 07-01-2035 BEO	**	271,959		
FNMA POOL #735893 5% 10-01-2035 BEO	**	114,880		
FNMA POOL #735989 5.5% 02-01-2035 BEO	**	1,722,696		
FNMA POOL #745000 6% 10-01-2035 BEO	**	64,997		
FNMA POOL #745140 5% 11-01-2035 BEO	**	1,538,992		
FNMA POOL #745327 6% DUE 03-01-2036 REG	**	167,890		
FNMA POOL #745412 5.5% 12-01-2035 BEO	**	885,090		
FNMA POOL #745885 6% 10-01-2036 BEO	**	568,642		
FNMA POOL #745948 6.5% DUE 10-01-2036 BEO	**	62,195		
FNMA POOL #745959 5.5% 11-01-2036 BEO	**	395,993		
FNMA POOL #758777 6.5% 04-01-2028 BEO	**	294		
FNMA POOL #811569 6% 06-01-2021 BEO	**	13,471		
FNMA POOL #813599 ADJ RT DUE 01-01-2036 BEO	**	201,553		
FNMA POOL #825480 FLTG RT 06-01-2035	**	36,227		
FNMA POOL #827601 5.5% 08-01-2019 BEO	**	1,429		
FNMA POOL #831561 6.5% 05-01-2036 BEO	**	49,708		
FNMA POOL #833600 6.5% DUE 11-01-2035 REG	**	10,498		
FNMA POOL #836464 ADJ RT DUE 10-01-2035 BEO	**	98,075		
FNMA POOL #836852 ADJ RT DUE 10-01-2035 BEO	**	463,652		
FNMA POOL #843823 ADJ RT DUE 11-01-2035 BEO	**	434,855		
FNMA POOL #843997 3.044% 11-01-2035 BEO	**	155,780		
FNMA POOL #844052 4.065 11-01-2035 BEO	**	14,805		
FNMA POOL #844148 3.057% 11-01-2035 BEO	**	16,777		
FNMA POOL #844237 ADJ RT DUE 11-01-2035 BEO	**	15,069		
FNMA POOL #844789 2.962% 11-01-2035 BEO	**	18,340		
FNMA POOL #866888 ADJ RT DUE 01-01-2036 BEO	**	141,315		
FNMA POOL #872021 6% 06-01-2021 BEO	**	19,682		
FNMA POOL #879067 ADJ RT DUE 04-01-2036 BEO	**	1,039,897		

80

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #879394 5% DUE 02-01-2021 REG	**	27,472		
FNMA POOL #880870 6.5% 03-01-2036 BEO	**	13,602		
FNMA POOL #884729 3.422% 08-01-2036 BEO	**	154,979		
FNMA POOL #884773 ADJ RT DUE 10-01-2036 BEO	**	78,221		
FNMA POOL #888365 6% 04-01-2022 BEO	**	23,079		
FNMA POOL #888366 7% 04-01-2037 BEO	**	211,230		
FNMA POOL #888560 6 11-01-2035 BEO	**	660,353		
FNMA POOL #888601 5.5% 06-01-2020 BEO	**	27,361		
FNMA POOL #888637 6% 09-01-2037 BEO	**	95,182		
FNMA POOL #888832 6.5% 11-01-2037 BEO	**	26,898		
FNMA POOL #888890 6.5% DUE 10-01-2037 BEO	**	183,249		
FNMA POOL #888893 5.5% 08-01-2037 BEO	**	42,610		
FNMA POOL #889072 6.5% 12-01-2037 BEO	**	197,650		
FNMA POOL #889117 5% 10-01-2035 BEO	**	567,968		
FNMA POOL #889190 6% 03-01-2038 BEO	**	82,469		
FNMA POOL #889579 6% DUE 05-01-2038 REG	**	1,250,767		
FNMA POOL #890116 7% 02-01-2023 BEO	**	232,988		
FNMA POOL #890236 4.5% 08-01-2040 BEO	**	102,379		
FNMA POOL #890248 6% 08-01-2037 BEO	**	1,347,654		
FNMA POOL #890268 6.5% 10-01-2038 BEO	**	297,012		
FNMA POOL #890604 4.5% 10-01-2044 BEO	**	3,205,407		
FNMA POOL #891654 6.5% DUE 06-01-2036 REG	**	103,407		
FNMA POOL #902425 ADJ RT DUE 11-01-2036	**	40,457		
FNMA POOL #903261 6% 10-01-2036 BEO	**	95,600		
FNMA POOL #906666 6.5% 12-01-2036 BEO	**	8,253		
FNMA POOL #908172 6.5% DUE 01-01-2037 REG	**	1,170		
FNMA POOL #914875 6.5% DUE 04-01-2037 REG	**	187,897		
FNMA POOL #918653 6% 06-01-2037 BEO	**	96,920		
FNMA POOL #924874 7% 10-01-2037 BEO	**	37,179		
FNMA POOL #928746 6.5% DUE 09-01-2037 REG	**	8,691		
FNMA POOL #928938 7% 12-01-2037 BEO	**	40,261		
FNMA POOL #929298 5% 03-01-2038 BEO	**	184,715		
FNMA POOL #930719 4.5% 03-01-2019 BEO	**	3,856		
FNMA POOL #931307 4.5% 06-01-2039 BEO	**	423,063		
FNMA POOL #931991 4.5% 09-01-2039 BEO	**	701,231		
FNMA POOL #932058 4.5% 10-01-2039 BEO	**	569,162		
FNMA POOL #932426 4.5% 01-01-2040 BEO	**	1,487,199		
FNMA POOL #932495 4.5% 02-01-2040 BEO	**	146,240		
FNMA POOL #932669 4.5% 03-01-2040 BEO	**	11,243		
FNMA POOL #932850 4% 12-01-2040 BEO	**	293,956		
FNMA POOL #933409 5% 03-01-2038 BEO	**	205,992		

81

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #933638 ADJ RT DUE 08-01-2038 BEO	**	91,249		
FNMA POOL #934648 7% DUE 11-01-2038 BEO	**	182,178		
FNMA POOL #942798 6.5% DUE 08-01-2037 REG	**	63,298		
FNMA POOL #943699 6.5% DUE 08-01-2037 REG	**	86,566		
FNMA POOL #946065 6.5% 09-01-2037 BEO	**	17,627		
FNMA POOL #948849 6% 08-01-2037 BEO	**	376,030		
FNMA POOL #955183 7% 11-01-2037 BEO	**	67,302		
FNMA POOL #955762 6.5% 10-01-2037 BEO	**	3,881		
FNMA POOL #958830 4.64% 06-01-2019 BEO	**	178,055		
FNMA POOL #962062 5% 03-01-2038 BEO	**	254,034		
FNMA POOL #962444 5% DUE 04-01-2038 BEO	**	139,949		
FNMA POOL #968066 6% 10-01-2022 BEO	**	61,013		
FNMA POOL #968252 7% 02-01-2038 BEO	**	14,262		
FNMA POOL #971053 4.5% 02-01-2039 BEO	**	55,926		
FNMA POOL #972242 6.5% 03-01-2038 BEO	**	2,442		
FNMA POOL #972571 5% 03-01-2038 BEO	**	29,407		
FNMA POOL #972572 5% DUE 03-01-2038 REG	**	11,339		
FNMA POOL #973161 6.5% 02-01-2038 BEO	**	106,737		
FNMA POOL #974156 7% 02-01-2038 BEO	**	38,431		
FNMA POOL #975184 5% 03-01-2038 BEO	**	107,460		
FNMA POOL #975441 5% DUE 03-01-2038 REG	**	61,097		
FNMA POOL #975454 5% 03-01-2038 BEO	**	67,149		
FNMA POOL #979973 5% 09-01-2036 BEO	**	15,988		
FNMA POOL #984632 ADJ RT DUE 06-01-2038 BEO	**	1,304,439		
FNMA POOL #985626 6% 04-01-2033 BEO	**	322,548		
FNMA POOL #985867 7% DUE 08-01-2038 BEO	**	8,157		
FNMA POOL #987325 ADJ RT DUE 09-01-2038 BEO	**	701,558		
FNMA POOL #987891 7% 09-01-2038 BEO	**	1,778		
FNMA POOL #991549 7% 11-01-2038 BEO	**	43,063		
FNMA POOL #992249 7% 11-01-2038 BEO	**	8,789		
FNMA POOL #992262 5% 01-01-2039 BEO	**	22,384		
FNMA POOL #995072 5.5% 08-01-2038 BEO	**	312,507		
FNMA POOL #995149 6.5% 10-01-2038 BEO	**	197,452		
FNMA POOL #995381 6% 01-01-2024 BEO	**	109,473		
FNMA POOL #995899 6% 02-01-2038 BEO	**	141,039		
FNMA POOL #999999 1.871% 04-25-2026 BEO	**	5,001,068		
FNMA POOL #999999 1.99000000954% 03-25-2026 BEO	**	2,878,673		
FNMA POOL #999999 2.09699988365% 01-25-2025 BEO	**	1,621,719		
FNMA POOL #999999 2.38323998451% 10-25-2025 BEO	**	2,099,603		
FNMA POOL #AA0472 4% 03-01-2039 BEO	**	161,333		
FNMA POOL #AA2700 5% 01-01-2039 BEO	**	5,562		

82

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #AB1228 5% 07-01-2040 BEO	**	43,245		
FNMA POOL #AB2801 3.5% 04-01-2026 BEO	**	550,825		
FNMA POOL #AB3701 4.5% 10-01-2041 BEO	**	877,442		
FNMA POOL #AB4058 4% 12-01-2041 BEO	**	677,613		
FNMA POOL #AB4590 3.5% DUE 03-01-2042 BEO	**	752,338		
FNMA POOL #AB4689 3.5% 03-01-2042 BEO	**	1,001,059		
FNMA POOL #AB4698 4% 03-01-2042 BEO	**	318,367		
FNMA POOL #AB4941 3.5% 04-01-2042 BEO	**	3,385,607		
FNMA POOL #AB4955 4% 04-01-2042 BEO	**	507,262		
FNMA POOL #AB5236 3% 05-01-2027 BEO	**	485,060		
FNMA POOL #AB5546 3.5% DUE 06-01-2042 BEO	**	819,673		
FNMA POOL #AB5593 3.5% 07-01-2042 BEO	**	467,046		
FNMA POOL #AB6136 2.5% 09-01-2027 BEO	**	2,699,997		
FNMA POOL #AB6229 3.5% 09-01-2042 BEO	**	2,255,361		
FNMA POOL #AB6238 3.5% 09-01-2042 BEO	**	562,258		
FNMA POOL #AB6390 3% 10-01-2042 BEO	**	332,767		
FNMA POOL #AB6694 3% 10-01-2042 BEO	**	647,829		
FNMA POOL #AB6832 3.5% 11-01-2042 BEO	**	1,773,738		
FNMA POOL #AB7059 2.5% 11-01-2042 BEO	**	3,700,195		
FNMA POOL #AB7272 3 12-01-2042 REG	**	1,201,909		
FNMA POOL #AB7410 3% 12-01-2042 BEO	**	3,286,207		
FNMA POOL #AB7426 3% 12-01-2042 BEO	**	942,844		
FNMA POOL #AB7568 3% 01-01-2043 BEO	**	1,415,692		
FNMA POOL #AB7570 3% 01-01-2043 BEO	**	2,316,033		
FNMA POOL #AB7716 2.5% 01-01-2028 BEO	**	263,658		
FNMA POOL #AB7728 2.5% 01-01-2043 BEO	**	375,283		
FNMA POOL #AB7741 3% 01-01-2043 BEO	**	1,934,590		
FNMA POOL #AB8464 2.5% 02-01-2043 BEO	**	335,180		
FNMA POOL #AB8465 2.5% 02-01-2043 BEO	**	579,696		
FNMA POOL #AB8925 3% DUE 04-01-2043 BEO	**	101,034		
FNMA POOL #AB9136 2.5% 04-01-2043 BEO	**	1,524,277		
FNMA POOL #AB9347 3% 05-01-2043 BEO	**	1,984,711		
FNMA POOL #AB9361 3.5% DUE 05-01-2043 BEO	**	629,180		
FNMA POOL #AB9461 3% 05-01-2043 BEO	**	2,533,049		
FNMA POOL #AB9516 2.5% 05-01-2028 BEO	**	279,999		
FNMA POOL #AB9615 4% 06-01-2033 BEO	**	353,313		
FNMA POOL #AB9663 3% 06-01-2043 BEO	**	226,270		
FNMA POOL #AB9825 2.5% 07-01-2028 BEO	**	111,552		
FNMA POOL #AB9980 3.5% 07-01-2043 BEO	**	716,529		
FNMA POOL #AC1889 4% 09-01-2039 BEO	**	313,852		
FNMA POOL #AC2953 4.5% 09-01-2039 BEO	**	145,624		

83

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #AC3237 5% 10-01-2039 BEO	**	1,267,274		
FNMA POOL #AC9526 5.5% DUE 01-01-2040 BEO	**	872,785		
FNMA POOL #AD0217 6% 08-01-2037 BEO	**	87,766		
FNMA POOL #AD0249 5.5% 04-01-2037 BEO	**	545,110		
FNMA POOL #AD0296 FLTG 12-01-2036	**	227,018		
FNMA POOL #AD0329 6.5 DUE 09-01-2028 BEO	**	78,260		
FNMA POOL #AD0452 6% 04-01-2021 BEO	**	284,990		
FNMA POOL #AD0471 5.5% 01-01-2024 BEO	**	217,861		
FNMA POOL #AD0752 7% 01-01-2039 BEO	**	103,257		
FNMA POOL #AD0979 7.5% 10-01-2035 BEO	**	167,776		
FNMA POOL #AD4178 4.5% 06-01-2040 BEO	**	999,234		
FNMA POOL #AD6510 5% 05-01-2040 BEO	**	18,546		
FNMA POOL #AD9143 4.5% 08-01-2040 BEO	**	39,124		
FNMA POOL #AD9153 4.5% 08-01-2040 BEO	**	267,041		
FNMA POOL #AD9713 5% 08-01-2040 BEO	**	129,464		
FNMA POOL #AE0081 6% 07-01-2024 BEO	**	179,421		
FNMA POOL #AE0113 4% 07-01-2040 BEO	**	460,032		
FNMA POOL #AE0478 4% 11-01-2040 BEO	**	7,569		
FNMA POOL #AE0521 6% 08-01-2037 BEO	**	898,690		
FNMA POOL #AE0654 3.777% DUE 12-01-2040 BEO	**	3,200,948		
FNMA POOL #AE0758 7% 02-01-2039 BEO	**	829,399		
FNMA POOL #AE0967 3.5% 06-01-2039 BEO	**	890,372		
FNMA POOL #AE1807 4% 10-01-2040 BEO	**	13,266		
FNMA POOL #AE1840 5% 08-01-2040 BEO	**	38,787		
FNMA POOL #AE1862 5% 08-01-2040 BEO	**	297,582		
FNMA POOL #AE3505 3.5% 01-01-2026 BEO	**	203,684		
FNMA POOL #AE4456 4% 02-01-2041 BEO	**	111,054		
FNMA POOL #AE4664 4% 10-01-2040 BEO	**	130,688		
FNMA POOL #AE6090 4% 10-01-2040 BEO	**	323,872		
FNMA POOL #AE6191 4% 11-01-2040 BEO	**	54,166		
FNMA POOL #AE7283 4% 10-01-2040 BEO	**	17,123		
FNMA POOL #AE7314 4% 11-01-2040 BEO	**	2,735		
FNMA POOL #AE8446 4% 11-01-2040 BEO	**	4,186		
FNMA POOL #AE9387 4% 12-01-2040 BEO	**	2,963		
FNMA POOL #AH2683 4% 01-01-2041 BEO	**	1,596,379		
FNMA POOL #AL8558 6% 07-01-2041 BEO	**	440,234		
FNMA POOL #AM1990 2.33% DUE 01-01-2023 BEO	**	417,716		
FNMA POOL #AM2674 2.61% DUE 03-01-2023 BEO	**	608,789		
FNMA POOL #AM2711 2.57% DUE 03-01-2023 BEO	**	419,620		
FNMA POOL #AM4066 3.59% 08-01-2023 BEO	**	945,371		
FNMA POOL #AM4764 3.44% DUE 11-01-2023 BEO	**	656,275		

84

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #AM5079 3.45 DUE 01-01-2024 BEO	**	707,350		
FNMA POOL #AM5473 3.76% 03-01-2024 BEO	**	927,546		
FNMA POOL #AM5612 3.42% DUE 05-01-2024 REG	**	783,201		
FNMA POOL #AM7514 3.07% DUE 02-01-2025 BEO	**	1,174,055		
FNMA POOL #AM8674 2.81% 04-01-2025 BEO	**	171,330		
FNMA POOL #AN0360 3.95% DUE 12-01-2045 BEO	**	4,829,656		
FNMA POOL #AN2670 2.305% DUE 11-01-2026 BEO	**	354,584		
FNMA POOL #AN2689 2.2% 10-01-2026	**	955,522		
FNMA POOL #AN4000 3% DUE 12-01-2026 BEO	**	1,012,662		
FNMA POOL #AN4439 2.93% DUE 01-01-2027 BEO	**	365,205		
FNMA POOL #AN7895 3.55% DUE 12-01-2027 BEO	**	4,790,848		
FNMA POOL #AN7904 3.44% 12-01-2027	**	3,679,664		
FNMA POOL #AO0454 3.5% 08-01-2042 BEO	**	619,193		
FNMA POOL #AO0527 3% 05-01-2027 BEO	**	401,354		
FNMA POOL #AO4135 3.5% 06-01-2042 BEO	**	1,740,324		
FNMA POOL #AO4688 3% DUE 07-01-2043 BEO	**	2,969,086		
FNMA POOL #AO6757 4% 06-01-2042 BEO	**	331,928		
FNMA POOL #AO7348 4% 08-01-2042 BEO	**	435,544		
FNMA POOL #AP0006 ADJ RT DUE 07-01-2042 BEO	**	367,259		
FNMA POOL #AP0645 3.5% 07-01-2032 BEO	**	109,041		
FNMA POOL #AP2611 3.5% 09-01-2042 BEO	**	553,554		
FNMA POOL #AP3308 3.5% 09-01-2042 BEO	**	515,899		
FNMA POOL #AP3902 3% 10-01-2042 BEO	**	483,623		
FNMA POOL #AP4710 3.5% 08-01-2042 BEO	**	1,200,717		
FNMA POOL #AP5143 3% 09-01-2042 BEO	**	625,716		
FNMA POOL #AP6027 3% 04-01-2043 BEO	**	633,101		
FNMA POOL #AP6032 3% 04-01-2043 BEO	**	675,327		
FNMA POOL #AP6053 2.5% 07-01-2028 BEO	**	191,910		
FNMA POOL #AP6054 3% 07-01-2043 BEO	**	63,577		
FNMA POOL #AP7126 2.5% 10-01-2027 BEO	**	459,103		
FNMA POOL #AP8057 3.5% 09-01-2042 BEO	**	655,147		
FNMA POOL #AP8903 3.5% 10-01-2042 BEO	**	576,620		
FNMA POOL #AP9539 3% DUE 10-01-2042 BEO	**	321,265		
FNMA POOL #AP9766 4% 10-01-2042 BEO	**	1,810,832		
FNMA POOL #AQ0556 3% 11-01-2042 BEO	**	2,292,003		
FNMA POOL #AQ1534 3.5% 10-01-2032 BEO	**	309,990		
FNMA POOL #AQ1607 3.5% 11-01-2032 BEO	**	256,062		
FNMA POOL #AQ1802 3.5% 10-01-2042 BEO	**	414,932		
FNMA POOL #AQ5971 3% 12-01-2042 BEO	**	691,858		
FNMA POOL #AQ7192 3% DUE 07-01-2043 REG	**	114,936		
FNMA POOL #AQ8359 3% 01-01-2043 BEO	**	634,133		

85

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #AQ8653 2.5% 12-01-2042 BEO	**	519,863		
FNMA POOL #AQ9990 2.5% 02-01-2043 BEO	**	1,260,121		
FNMA POOL #AR2602 2.5% DUE 02-01-2043 BEO	**	497,982		
FNMA POOL #AR2638 3.5% 02-01-2043 BEO	**	633,928		
FNMA POOL #AR3368 2.5% DUE 02-01-2028 REG	**	228,837		
FNMA POOL #AR4343 3% 06-01-2043 BEO	**	421,679		
FNMA POOL #AR4473 2.5% 03-01-2028 BEO	**	1,667,615		
FNMA POOL #AR7182 2.5% 03-01-2043 BEO	**	536,722		
FNMA POOL #AR7213 2.5% 05-01-2043 BEO	**	628,848		
FNMA POOL #AR7214 3% DUE 06-01-2043 REG	**	2,600,213		
FNMA POOL #AR7399 3% 06-01-2043 BEO	**	172,918		
FNMA POOL #AR7961 3.5% DUE 03-01-2033 REG	**	282,105		
FNMA POOL #AR7970 2.5% DUE 03-01-2043 REG	**	566,678		
FNMA POOL #AR8600 2.5% DUE 07-01-2043 REG	**	641,769		
FNMA POOL #AR8749 3% 03-01-2043 BEO	**	2,700,201		
FNMA POOL #AS0047 2.5% 07-01-2028 BEO	**	700,160		
FNMA POOL #AS0070 4% DUE 08-01-2043 REG	**	658,728		
FNMA POOL #AS0302 3% 08-01-2043 BEO	**	133,539		
FNMA POOL #AS0522 3.5% 09-01-2043 BEO	**	293,827		
FNMA POOL #AS0838 5% 10-01-2043 BEO	**	252,626		
FNMA POOL #AS1364 3% 12-01-2043 BEO	**	120,151		
FNMA POOL #AS1774 4% 02-01-2044 BEO	**	250,059		
FNMA POOL #AS2117 4.0% 04-01-2044	**	11,758		
FNMA POOL #AS2369 3.5% 05-01-2029 BEO	**	1,650,402		
FNMA POOL #AS3282 3% 10-01-2043 BEO	**	257,362		
FNMA POOL #AS3293 4% 09-01-2044 BEO	**	1,299,854		
FNMA POOL #AS4271 4.5% 01-01-2045 BEO	**	300,029		
FNMA POOL #AS4302 4% 01-01-2045 BEO	**	1,376,732		
FNMA POOL #AS4354 4.5% 01-01-2045 BEO	**	2,212,611		
FNMA POOL #AS4427 4.5% 02-01-2045 BEO	**	1,970,610		
FNMA POOL #AS4431 4.5% 02-01-2045 BEO	**	1,136,629		
FNMA POOL #AS5068 3.5% 06-01-2045 BEO	**	196,679		
FNMA POOL #AS5103 3% 06-01-2030 BEO	**	4,890,786		
FNMA POOL #AS5133 3.5% 06-01-2045 BEO	**	3,461,020		
FNMA POOL #AS5598 4% 08-01-2045 BEO	**	1,605,807		
FNMA POOL #AS5722 3.5% 09-01-2045 BEO	**	17,423,959		
FNMA POOL #AS6065 3.5% 10-01-2045 BEO	**	458,770		
FNMA POOL #AS6067 3.5% 10-01-2045 BEO	**	22,339,429		
FNMA POOL #AS6286 4% 12-01-2045 BEO	**	3,377,418		
FNMA POOL #AS6304 4% DUE 12-01-2045 BEO	**	5,095,562		
FNMA POOL #AS6315 4% 12-01-2045 BEO	**	211,415		

86

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #AS6328 3.5% 12-01-2045 BEO	**	5,255,526		
FNMA POOL #AS6386 3% 12-01-2045 BEO	**	396,461		
FNMA POOL #AS6395 3.5% 12-01-2045 BEO	**	250,840		
FNMA POOL #AS6452 3.5% 01-01-2046 BEO	**	869,834		
FNMA POOL #AS6489 4% DUE 01-01-2046 BEO	**	2,546,112		
FNMA POOL #AS6534 3.5% 01-01-2046 BEO	**	8,766,123		
FNMA POOL #AS7125 2.5% 05-01-2046 BEO	**	1,301,833		
FNMA POOL #AS7530 2.5% 07-01-2046 BEO	**	1,970,967		
FNMA POOL #AS7693 2% DUE 08-01-2031 BEO	**	2,068,606		
FNMA POOL #AS7877 2.5% 09-01-2046 BEO	**	2,077,049		
FNMA POOL #AS8143 4% 10-01-2046 BEO	**	472,841		
FNMA POOL #AS8249 3% 11-01-2036 BEO	**	4,101,680		
FNMA POOL #AS8386 2.5% 11-01-2031 BEO	**	1,224,492		
FNMA POOL #AS9453 4% 04-01-2047 BEO	**	13,690,395		
FNMA POOL #AS9588 4% 05-01-2047 BEO	**	8,090,563		
FNMA POOL #AT0162 2.5% DUE 03-01-2043 REG	**	566,607		
FNMA POOL #AT0333 2.5% DUE 04-01-2043 REG	**	791,130		
FNMA POOL #AT0874 POOL #AT0874 3% DUE 07-01-2043 REG	**	122,842		
FNMA POOL #AT1572 3% DUE 05-01-2043 REG	**	2,653,813		
FNMA POOL #AT2008 2.5% DUE 04-01-2043 REG	**	615,284		
FNMA POOL #AT2043 3% DUE 04-01-2043 REG	**	68,163		
FNMA POOL #AT2722 3% DUE 05-01-2043 REG	**	1,218,435		
FNMA POOL #AT2725 3% 05-01-2043 BEO	**	13,283,645		
FNMA POOL #AT2894 2.5% DUE 05-01-2028 REG	**	282,639		
FNMA POOL #AT3179 3% 05-01-2043 BEO	**	647,448		
FNMA POOL #AT3487 3.5% DUE 04-01-2043 REG	**	2,342,142		
FNMA POOL #AT5198 2.5 DUE 05-01-2043 REG	**	459,758		
FNMA POOL #AT5612 2.5% 04-01-2043 BEO	**	674,108		
FNMA POOL #AT5690 3% 06-01-2043 BEO	**	73,338		
FNMA POOL #AT5803 3% 06-01-2043 BEO	**	110,695		
FNMA POOL #AT5907 4% 06-01-2043 BEO	**	1,147,023		
FNMA POOL #AT5915 4 DUE 06-01-2043 REG	**	408,789		
FNMA POOL #AT5994 3% 05-01-2043 BEO	**	242,199		
FNMA POOL #AT6656 2.5% 05-01-2043 BEO	**	549,042		
FNMA POOL #AT6764 3% 07-01-2043 BEO	**	72,329		
FNMA POOL #AT7213 2.5% DUE 06-01-2028 BEO	**	96,921		
FNMA POOL #AT7620 3% DUE 06-01-2043 REG	**	1,890,393		
FNMA POOL #AT8000 3% 06-01-2043 BEO	**	138,023		
FNMA POOL #AT8326 3% DUE 06-01-2043 BEO	**	2,390,665		
FNMA POOL #AT8419 3 DUE 06-01-2043 REG	**	351,233		
FNMA POOL #AT8489 3% DUE 08-01-2043 REG	**	2,852,100		

87

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #AT8968 2.5% 07-01-2028 BEO	**	198,490		
FNMA POOL #AT9250 3% 07-01-2043 BEO	**	2,428,699		
FNMA POOL #AT9311 FIXED 2.5% 07-01-2028 BEO	**	138,066		
FNMA POOL #AT9521 2.5% 07-01-2028 BEO	**	329,600		
FNMA POOL #AU0317 3% 06-01-2043 BEO	**	232,335		
FNMA POOL #AU0923 3.5% 07-01-2043 BEO	**	755,054		
FNMA POOL #AU1130 2.5% 09-01-2043 BEO	**	464,642		
FNMA POOL #AU1629 3% DUE 07-01-2043 REG	**	188,343		
FNMA POOL #AU1632 3% DUE 07-01-2043 REG	**	4,724,040		
FNMA POOL #AU1811 2.5% 08-01-2028 BEO	**	153,568		
FNMA POOL #AU1888 2.5% 06-01-2028 BEO	**	1,035,598		
FNMA POOL #AU2032 3% 07-01-2043 BEO	**	190,233		
FNMA POOL #AU3034 2.5% 08-01-2028 BEO	**	69,368		
FNMA POOL #AU3176 3% DUE 08-01-2043 REG	**	198,216		
FNMA POOL #AU3191 2.5% DUE 08-01-2028 REG	**	373,144		
FNMA POOL #AU3195 3% 08-01-2043 BEO	**	176,787		
FNMA POOL #AU3334 2.5% DUE 07-01-2028 REG	**	334,844		
FNMA POOL #AU3732 2.5% 08-01-2043 BEO	**	1,394,246		
FNMA POOL #AU3736 3% DUE 08-01-2043 REG	**	4,661,762		
FNMA POOL #AU3789 2.5% DUE 08-01-2028 REG	**	223,891		
FNMA POOL #AU3811 3% DUE 08-01-2043 REG	**	143,087		
FNMA POOL #AU4278 2.5% 09-01-2043 BEO	**	438,483		
FNMA POOL #AU4585 3% 08-01-2043 BEO	**	166,052		
FNMA POOL #AU5161 3 DUE 08-01-2043 REG	**	3,251,905		
FNMA POOL #AU5190 2.5% 08-01-2028 BEO	**	294,270		
FNMA POOL #AU5202 3% 08-01-2043 BEO	**	138,252		
FNMA POOL #AU5904 3.5% 09-01-2033 BEO	**	626,034		
FNMA POOL #AU8066 3% 09-01-2043 BEO	**	180,846		
FNMA POOL #AV0702 4% 12-01-2043 BEO	**	413,368		
FNMA POOL #AV0802 2.5% 08-01-2028 BEO	**	42,335		
FNMA POOL #AV2425 4% 02-01-2045 BEO	**	344,345		
FNMA POOL #AV4486 4.5% 01-01-2044 BEO	**	279,049		
FNMA POOL #AV4502 4.5% 01-01-2044 BEO	**	264,428		
FNMA POOL #AV4736 4% 12-01-2043 BEO	**	385,929		
FNMA POOL #AV5425 4.5% 01-01-2044 BEO	**	1,935,864		
FNMA POOL #AV5667 4% 01-01-2044 BEO	**	289,222		
FNMA POOL #AV5730 4.5% 04-01-2044 BEO	**	732,144		
FNMA POOL #AV5731 4.5% 04-01-2044 BEO	**	397,040		
FNMA POOL #AV5732 4.5% 04-01-2044 BEO	**	267,718		
FNMA POOL #AV5733 4.5% 04-01-2044 BEO	**	316,043		
FNMA POOL #AV5734 4.5% 04-01-2044 BEO	**	481,978		

88

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #AV7116 4.5% 03-01-2044 BEO	**	310,034		
FNMA POOL #AV8492 4.5% 02-01-2044 BEO	**	550,633		
FNMA POOL #AV9290 4.5% 02-01-2044 BEO	**	955,434		
FNMA POOL #AW3146 4% 06-01-2044 BEO	**	605,551		
FNMA POOL #AW9504 3% 01-01-2045 BEO	**	144,494		
FNMA POOL #AX1348 4% 10-01-2044 BEO	**	42,400		
FNMA POOL #AX3719 3.5% 07-01-2027 BEO	**	853,081		
FNMA POOL #AX4277 3% 01-01-2045 BEO	**	1,215,745		
FNMA POOL #AX4883 3% 12-01-2044 BEO	**	3,554,035		
FNMA POOL #AX4927 3% DUE 12-01-2044 BEO	**	344,202		
FNMA POOL #AX6579 3% 01-01-2045 BEO	**	143,677		
FNMA POOL #AX7578 3% 01-01-2045 BEO	**	178,640		
FNMA POOL #AX9603 3% 03-01-2045 BEO	**	371,618		
FNMA POOL #AY1022 3% 05-01-2045 BEO	**	1,645,734		
FNMA POOL #AY1363 4% 04-01-2045 BEO	**	614,213		
FNMA POOL #AY1377 4% DUE 04-01-2045 REG	**	505,649		
FNMA POOL #AY3913 3.5% 02-01-2045 BEO	**	669,957		
FNMA POOL #AY4156 3% 03-01-2045 BEO	**	207,187		
FNMA POOL #AY4869 4% 06-01-2045 BEO	**	679,052		
FNMA POOL #AY5484 4% 12-01-2044 BEO	**	12,594		
FNMA POOL #AY9434 4% 12-01-2045 BEO	**	227,059		
FNMA POOL #AZ0711 3.5% 02-01-2046 BEO	**	158,279		
FNMA POOL #AZ3743 3.5% 11-01-2045 BEO	**	2,137,684		
FNMA POOL #AZ3926 4% 10-01-2045 BEO	**	18,786		
FNMA POOL #AZ4234 3% 06-01-2030 BEO	**	5,688,969		
FNMA POOL #AZ4775 3.5% 10-01-2045 BEO	**	10,918,737		
FNMA POOL #AZ5713 4% 09-01-2045 BEO	**	2,381,144		
FNMA POOL #AZ7353 3.5% 11-01-2045 BEO	**	986,853		
FNMA POOL #BA3779 4% 01-01-2046 BEO	**	27,748		
FNMA POOL #BA4766 4% 01-01-2046 BEO	**	671,320		
FNMA POOL #BA4780 4% 01-01-2046 BEO	**	12,019,278		
FNMA POOL #BA4801 4% 02-01-2046 BEO	**	2,741,844		
FNMA POOL #BA5330 4% 11-01-2045 BEO	**	42,516		
FNMA POOL #BA5827 3% 11-01-2030 BEO	**	813,292		
FNMA POOL #BA6018 3% 01-01-2046 BEO	**	38,484		
FNMA POOL #BA6555 3% 01-01-2046 BEO	**	52,670		
FNMA POOL #BA6798 4% 01-01-2046 BEO	**	658,560		
FNMA POOL #BA6824 3% 02-01-2046 BEO	**	779,929		
FNMA POOL #BA6924 3% 02-01-2046 BEO	**	93,319		
FNMA POOL #BC1104 3% 02-01-2046 BEO	**	677,720		
FNMA POOL #BC3020 3% 02-01-2046 BEO	**	842,532		

89

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #BC3883 4% DUE 03-01-2046 BEO	**	1,717,302		
FNMA POOL #BD5388 2.5% 08-01-2031 BEO	**	363,064		
FNMA POOL #BE0146 2.5% 10-01-2031 BEO	**	1,116,508		
FNMA POOL #BE9806 4.5% 03-01-2047 BEO	**	801,054		
FNMA POOL #BE9838 4.5% 03-01-2047 BEO	**	803,995		
FNMA POOL #BE9839 4.5% 04-01-2047 BEO	**	803,543		
FNMA POOL #BF0133 4% 08-01-2056 BEO	**	19,275,163		
FNMA POOL #BH2623 4% 08-01-2047 BEO	**	39,533,488		
FNMA POOL #BH6197 4% 07-01-2047 BEO	**	879,353		
FNMA POOL #BH6198 4% 07-01-2047 BEO	**	1,347,129		
FNMA POOL #BH6199 4% 07-01-2047 BEO	**	1,560,829		
FNMA POOL #FNAT5995 3 DUE 05-01-2043 REG	**	149,120		
FNMA POOL #MA0006 4% 03-01-2039 BEO	**	17,930		
FNMA POOL #MA0214 5% 10-01-2029 BEO	**	549,456		
FNMA POOL #MA0243 5% 11-01-2029 BEO	**	406,736		
FNMA POOL #MA0295 5% 01-01-2030 BEO	**	247,814		
FNMA POOL #MA0320 5% 02-01-2030 BEO	**	152,682		
FNMA POOL #MA0583 4% 12-01-2040 BEO	**	6,955		
FNMA POOL #MA0706 4.5% 04-01-2031 BEO	**	226,571		
FNMA POOL #MA0734 4.5% DUE 05-01-2031 BEO	**	717,628		
FNMA POOL #MA0776 4.5% DUE 06-01-2031 BEO	**	714,681		
FNMA POOL #MA0816 4.5% 08-01-2031 BEO	**	545,003		
FNMA POOL #MA0833 3% DUE 08-01-2021 BEO	**	81,224		
FNMA POOL #MA0913 4.5% 11-01-2031 BEO	**	497,025		
FNMA POOL #MA0939 4.5% 12-01-2031 BEO	**	584,622		
FNMA POOL #MA0968 4.5% 12-01-2031 BEO	**	113,496		
FNMA POOL #MA1044 3% DUE 04-01-2042 BEO	**	193,555		
FNMA POOL #MA1125 4 07-01-2042 BEO	**	494,903		
FNMA POOL #MA1146 4% 08-01-2042 BEO	**	5,141,125		
FNMA POOL #MA1177 3.5% 09-01-2042 BEO	**	710,057		
FNMA POOL #MA1213 3.5% DUE 10-01-2042 BEO	**	323,066		
FNMA POOL #MA1221 4.5% 09-01-2042 BEO	**	116,476		
FNMA POOL #MA1253 4% 11-01-2042 BEO	**	1,403,508		
FNMA POOL #MA1272 3% 12-01-2042 BEO	**	1,386,945		
FNMA POOL #MA1373 3.5% 03-01-2043 BEO	**	757,289		
FNMA POOL #MA1412 2.5% 04-01-2043 BEO	**	611,488		
FNMA POOL #MA1458 3% 06-01-2043 BEO	**	1,206,911		
FNMA POOL #MA1463 3.5% 06-01-2043 BEO	**	1,778,056		
FNMA POOL #MA1493 2.5% 06-01-2043 BEO	**	400,138		
FNMA POOL #MA1508 3.5% 07-01-2043 BEO	**	481,584		
FNMA POOL #MA1510 4% 07-01-2043 BEO	**	653,019		

90

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #MA1546 3.5% DUE 08-01-2043 BEO	**	630,256		
FNMA POOL #MA1547 4% 08-01-2043 BEO	**	458,293		
FNMA POOL #MA1582 3.5% DUE 09-01-2043 BEO	**	3,157,443		
FNMA POOL #MA1591 4.5% 09-01-2043 BEO	**	1,781,921		
FNMA POOL #MA1629 4.5% 10-01-2043 BEO	**	1,710,184		
FNMA POOL #MA1664 4.5% 11-01-2043 BEO	**	928,276		
FNMA POOL #MA1711 4.5% 12-01-2043 BEO	**	1,417,720		
FNMA POOL #MA1728 5% 11-01-2033 BEO	**	198,622		
FNMA POOL #MA2189 3% 02-01-2045 BEO	**	76,553		
FNMA POOL #MA2516 3% 01-01-2046 BEO	**	1,303,919		
FNMA POOL AT3389 3 DUE 08-01-2043 REG	**	694,418		
FNMA POOL AU4346 3.5 DUE 07-01-2043 REG	**	1,272,053		
FNMA PREASSIGN 00800 5.5 03-25-2033	**	86,732		
FNMA REMIC 2004-40 CL-FY FRN 05-25-2034	**	1,778,487		
FNMA REMIC SER 2015-M7 CLS A2 2.59% 12-25-2024	**	1,266,627		
FNMA REMIC SER 2003-W1 CL IA-1 6.5 12-25-2042	**	132,754		
FNMA REMIC SER 2003-W15 CL 1A1 6.5 07-25-2043	**	104,422		
FNMA REMIC SER 2005-70 CL NA 5.5 08-25-2035	**	47,465		
FNMA REMIC SER 2007-73 CL A1 FLT RT 07-25-2037	**	499,897		
FNMA REMIC SER 2013-9 CL CB 5.50 04-25-2042	**	4,217,244		
FNMA REMIC SER 2013-90 CL A 4.0% 11-25-2038	**	1,530,275		
FNMA REMIC SER 2014-M1 CL A2 FLTG RT 07-25-2023	**	541,048		
FNMA REMIC SER 2015-M12 CL A1 2.331% 04-25-2025	**	5,297,532		
FNMA REMIC SER 2015-M42 CLS ABV2 .369% 07-25-2022	**	1,213,922		
FNMA REMIC SER 2017-30 CL E 3.0% 07-25-2043 REG	**	16,970,351		
FNMA REMIC TR 1994-29 CL Z 6.5 02-25-2024	**	39,177		
FNMA REMIC TR 2001-81 CL-HE 6.5 01-25-2032	**	599,726		
FNMA REMIC TR 2003-92 CL-PE 4.5 09-25-2018	**	28,623		
FNMA REMIC TR 2004-38 CL-FK FLTG RATE 05-25-2034	**	277,187		
FNMA REMIC TR 2004-80 CL-WB 4 11-25-2019	**	83,960		
FNMA REMIC TR 2004-W1 CL-1A7 5.681 11-25-2043	**	363,586		
FNMA REMIC TR 2005-64 CL-PL 5.5% 07-25-2035	**	1,019,089		
FNMA REMIC TR 2006-30 CL-KF VAR RATE 05-25-2036	**	105,606		
FNMA REMIC TR 2006-48 CL-TF VAR RATE 06-25-2036	**	42,771		
FNMA REMIC TR 2006-9 CL-KZ 6 03-25-2036	**	233,112		
FNMA REMIC TR 2007-100 CL-YF FLT RATE DUE 10-25-2037	**	589,762		
FNMA REMIC TR 2009-104 CL-FA VAR RATE 12-25-2039	**	356,000		
FNMA REMIC TR 2009-29 CL-LA VAR RATE 05-25-2039	**	1,156,416		
FNMA REMIC TR 2009-62 CL-HJ 6 05-25-2039	**	340,700		
FNMA REMIC TR 2009-87 CL-NF VAR RATE 11-25-2039	**	1,077,827		
FNMA REMIC TR 2010-107 CL-KF FLTG RATE 03-25-2036	**	429,910		

91

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA REMIC TR 2010-134 CL-KZ PRIN ONLY 4.5 12-25-2040	**	1,337,215		
FNMA REMIC TR 2013-130 CL-FB VAR RATE 01-25-2044	**	212,512		
FNMA REMIC TR 2013-62 CL-QA 3 06-25-2037	**	3,155,039		
FNMA REMIC TR 2015-M1 CL-AB2 2.465 09-25-2024	**	4,540,245		
FNMA REMIC TR 2016-100 CL-WF VAR RATE 01-25-2047	**	10,840,661		
FNMA REMIC TR 2016-31 CL-UP 3 08-25-2044	**	8,865,911		
FNMA REMIC TR 2016-84 CL-DF VAR RATE 11-25-2046	**	5,751,810		
FNMA REMIC TR 2016-97 CL-CF VAR RATE 12-25-2056	**	1,505,029		
FNMA REMIC TR 2017-30 CL-G 3.0% DUE 07-25-2040 REG	**	15,781,670		
FNMA REMIC TR SER 1994-15 CL ZK 5.5 GTD MTG PASS THRU CTF DUE 02-25-2024 REG	**	389,370		
FNMA REMIC TR SER 2013-12 CL-P 1.75% DUE 11-25-2041 REG	**	5,995,066		
FNMA SER 17-M3 CL A1 FLTG RT DUE 12-25-2026 REG	**	3,783,951		
FNMA SER 2010-54 CL FT FRN 04-25-2037	**	3,018,794		
FNMA SER 2010-64 CL DM 05/01/2010 5 06/25/2040	**	379,102		
FNMA SER 2011-15 CL AB 9.75 08-25-2019	**	17,186		
FNMA SER 2012-28 CL B 6.5 06-25-2039	**	158,143		
FNMA SER 2013-23 CL-NH 2% 03-25-2028	**	1,060,116		
FNMA SER 2013-9 CL BC 6.5 07-25-2042	**	2,469,745		
FNMA SER 2013-M7 CL A2 2.28 12-27-2022	**	334,792		
FNMA SER 2014-23 CL PA 3.5 08-25-2036	**	1,548,183		
FNMA SER 2014-M13 CL AB-2 2.951% 08-25-2024	**	10,287,986		
FNMA SER 2017-M12 CL A2 FLTG RT 06-25-2027	**	387,423		
FNMA SER 2017-M5 CL A2 3.303% 04-25-2029	**	242,571		
FNMA SER 2017-T1 CL A 2.898% DUE 06-25-2027 REG	**	498,563		
FNMA SER 3877 CL FA VAR RT 11-15-2040	**	2,143,517		
FNMA SERIES 2010-111 CLASS-AE 5.5 04-25-2038	**	3,467		
FNMA SERIES 2013-96 CLASS YA 3.5 09-25-2038	**	319,428		
FNMA SR 2010-110 CL AE 9.75 11-25-2018	**	57,417		
FNMA SR 2017-M7 CL A2 VAR RT 02-25-2027	**	223,254		
FNMA TRANCHE 00689 1.875 09-24-2026	**	5,307,046		
FNMA TRANCHE 00743 3.5 10-25-2037	**	1,192,919		
FNMA TRANCHE 02-25-2026	**	5,004,141		
FNMA TRANCHE 05-25-2027	**	389,556		
FNMA TRANCHE 12-25-2026	**	523,305		
FNMA TRANCHE 2 01-05-2022	**	8,960,585		
FNMA TRANCHE 2.15656 10-25-2023	**	3,189,703		
FNMA TRANCHE 2.375 04-25-2026	**	6,128,237		
FNMA TRANCHE 2.654 12-25-2026	**	14,469,777		
FNMA TRANCHE 3 01-25-2046	**	428,006		
FNMA TRANCHE 3 11-25-2044	**	5,301,341		
FNMA TRANCHE 3.5 08-25-2042	**	9,711,441		

92

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA TRANCHE 3.5 10-25-2042	**	2,780,256		
FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044	**	44,677		
FNMA VAR 07-25-2024	**	1,210,904		
FOOT LOCKER INC COM	**	1,560,729		
FORBO HLDGS AG CHF28(REGD)	**	708,735		
FORD CR AUTO LEASE 1.56% DUE 11-15-2019	**	5,189,934		
FORD CR AUTO LEASE 1.88% DUE 04-15-2020	**	2,927,287		
FORD CR AUTO LEASE 2.02% DUE 06-15-2020	**	695,236		
FORD CR AUTO OWNER 1.08% DUE 03-15-2019	**	583,295		
FORD CR AUTO OWNER 1.33% DUE 10-15-2020	**	464,809		
FORD CR AUTO OWNER 1.4% DUE 02-15-2022	**	3,662,700		
FORD CR AUTO OWNER 1.52% DUE 08-15-2021	**	6,693,803		
FORD CR AUTO OWNER 1.8% DUE 09-15-2020	**	10,163,819		
FORD CR AUTO OWNER 1.87% DUE 09-15-2022	**	2,570,581		
FORD CR AUTO OWNER 2.01% DUE 03-15-2022	**	6,520,825		
FORD CR AUTO OWNER 2.31% DUE 04-15-2026	**	1,922,830		
FORD CR AUTO OWNER 2.36% DUE 03-15-2029	**	13,377,528		
FORD CR AUTO OWNER FIXED 1.33% DUE 12-15-2019	**	6,135,124		
FORD CR AUTO OWNER FLTG RT 2.03% DUE 12-15-2027	**	10,249,782		
FORD CR AUTO OWNER FLTG RT 2.31% DUE 08-15-2027	**	9,857,215		
FORD CR AUTO OWNER TR 2015-B CL A3 1.16% DUE 11-15-2019	**	1,650,710		
FORD CR FLOORPLAN 2.39% DUE 08-15-2022	**	17,577,606		
FORD CR FLOORPLAN FLTG RT 2.17947% DUE 07-15-2021	**	1,712,075		
FORD CR FLOORPLAN MASTER OWNER TR A 2014-2 NT CL A 02-15-2021 REG	**	6,888,326		
FORD MOTOR CREDIT CO LLC 2.145% DUE 01-09-2018	**	940,019		
FORD MOTOR CREDIT CO LLC 5 DUE 05-15-2018	**	464,682		
FORD MTR CO DEL 6.625% DUE 10-01-2028	**	782,839		
FORD MTR CR CO LLC 4.134% DUE 08-04-2025	**	5,227,972		
FORD MTR CR CO LLC 1.897% DUE 08-12-2019	**	1,801,337		
FORD MTR CR CO LLC 2.021% DUE 05-03-2019	**	995,466		
FORD MTR CR CO LLC 2.262% DUE 03-28-2019	**	475,285		
FORD MTR CR CO LLC 2.375% DUE 01-16-2018	**	1,224,151		
FORD MTR CR CO LLC 2.551% DUE 10-05-2018	**	238,691		
FORD MTR CR CO LLC 2.597% DUE 11-04-2019	**	16,705,919		
FORD MTR CR CO LLC 2.681% DUE 01-09-2020	**	15,853,146		
FORD MTR CR CO LLC 2.875% DUE 10-01-2018	**	704,120		
FORD MTR CR CO LLC 3.2% DUE 01-15-2021	**	2,737,792		
FORD MTR CR CO LLC 3.219% DUE 01-09-2022	**	2,515,403		
FORD MTR CR CO LLC 3.339% DUE 03-28-2022	**	1,173,433		
FORD MTR CR CO LLC 3.81% DUE 01-09-2024	**	408,344		
FORD MTR CR CO LLC 4.25% DUE 09-20-2022	**	3,670,069		

93

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FORD MTR CR CO LLC 5.75% DUE 02-01-2021	**	2,556,788		
FORD MTR CR CO LLC 5.875 DUE 08-02-2021	**	1,229,879		
FORD MTR CR CO LLC 8.125% DUE 01-15-2020	**	24,192,561		
FORD MTR CR CO LLC FIXED 2.343% DUE 11-02-2020	**	891,460		
FORD MTR CR CO LLC NT 2.943% DUE 01-08-2019	**	3,330,668		
FORD OTOMOTIV SAN TRY1	**	203,036		
FOREST CITY RLTY TR INC COM CL A COM CL A	**	335,496		
FORESTAR GROUP INC COM	**	11,198		
FORMFACTOR INC COM STK	**	862,628		
FORMOSA CHEM&FIBRE TWD10	**	311,297		
FORTINET INC COM	**	73,181		
FORTIS INC 3.055% DUE 10-04-2026	**	48,277		
FORTIVE CORP FIXED 1.8% DUE 06-15-2019	**	2,486,919		
FORTRESS REIT LIMI B SHS NPV	**	70,571		
FORTUM OYJ EUR3.40	**	145,631		
FORTUNE BRANDS HOME & SEC INC 3.0% DUE 06-15-2020	**	302,707		
FORUM ENERGY TECH COM USD0.01	**	180,364		
FORWARD AIR CORP COM	**	22,976		
FOSSIL GROUP INC COM	**	20,008		
FOSTER L B CO CL A	**	27,829		
FOUNDATION MEDICINE INC COM	**	2,695,196		
FRANCE TELECOM SA 4.125% DUE 09-14-2021	**	1,056,860		
FRANCE(GOVT OF) 0% TB 31/01/18 EUR1	**	444,575		
FRANCE(GOVT OF) 2% BDS 25/05/2048 EUR1	**	634,481		
FRANCE(GOVT OF) 3.25% SNR 25/05/2045 EUR1	**	162,078		
FRANCE(GOVT OF) IDX/LKD SNR 25/07/2024 EUR1	**	2,261,260		
FRANCESCAS HLDGS CORP COM M STOCK	**	15,717		
FRANKLIN COVEY CO COM	**	29,776		
FRANKLIN ELEC INC COM	**	211,691		
FRANKLIN FINL NETWORK INC COM	**	49,650		
FRANKLIN STR PPTYS CORP COM	**	66,051		
FRANKS INTERNATIONAL NVRY5H0 EUR0.01	**	15,195		
FREDDIE MAC SER 4102 CL CE 1.5% 11-15-2040	**	1,120,507		
FREDS INC CL A	**	13,697		
FREEPORT-MCMORAN 4% DUE 11-14-2021	**	1,110,000		
FREIGHTCAR AMER INC COM	**	29,326		
FREMF 2013-KF02 MTG TR POOL #999999 FLTGRT 4.16925% 12-25-2045 BEO	**	226,580		
FREMF 2015-K45 MTG FLTG RT 3.59078001976% DUE 04-25-2048	**	575,121		
FRESENIUS MEDICAL CARE NPV	**	119,215		
FRESENIUS SE&KGAA NPV	**	513,194		

94

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FRESH DEL MONTE PRODUCE INC COM STK	**	268,716		
FRKLN RES INC COM	**	3,256,509		
FRONTIER COMMUNICATIONS CORP COM NEW COMNEW	**	48,503		
FRP HLDGS INC COM	**	40,799		
FRUTAROM INDUSTRIE ILS1	**	2,763,095		
FS BANCORP INC COM USD0.01	**	11,460		
FTD COS INC COM	**	18,823		
FTI CONSULTING INC COM	**	177,683		
FU SHOU YUAN INTERNATIONAL	**	767,021		
FUBON FINANCIAL HL TWD10	**	268,811		
FUJI ELECTRIC HOLINDGS CO Y50	**	248,285		
FUJIFILM HOLDINGS CORP NPV	**	138,838		
FUJITSU Y50	**	1,907,121		
FULLER H B CO COM	**	243,331		
FULLSHARE HOLDINGS HKD0.01	**	46,033		
FULTON FINL CORP PA COM	**	333,925		
FUT CALL APR 18 NYM NAT GAS E 3000	**	24,975		
FUT CALL APR 18 NYM NAT GAS E 3020	**	4,365		
FUT CALL APR 18 NYM NAT GAS E 3050	**	4,000		
FUT CALL DEC 17 NYM WTI APO 6600	**	20		
FUT CALL DEC 18 NTM WTIBRNTSP 200	**	110		
FUT CALL MAR 18 NYM NG 1M CSH 500	**	23,560		
FUT NATURAL GAS CSO MAR18C 1	**	13,640		
FUT PUT MAR 18 EURO DOLLARS 9825	**	59,325		
FUTUREFUEL CORP COM STK	**	77,284		
G4S PLC ORD 25P	**	542,564		
GAIL INDIA LTD INR10	**	490,221		
GAIN CAP HLDGS INC COM	**	36,900		
GALAXY ENTERTAINME NPV	**	175,821		
GAMESTOP CORP NEW CL A	**	195,027		
GAMING & LEISURE PPTYS INC COM	**	267,473		
GANNETT CO INC COM	**	148,491		
GAP INC COM	**	569,585		
GARTNER INC COM	**	6,268,335		
GASLOG LTD	**	186,121		
GATX CORP COM	**	150,800		
GATX CORP FLTG 11-05-2021	**	100,734		
GAZPROM PJSC SPON ADR-EACH REPR 2 ORD SHS	**	420,212		
GCL POLY ENERGY COMSTK	**	173,417		
GE CAP CR CARD MASTER NT 1.85 2012-7 ASSET BACKED NT CL A DUE 09-15-2022	**	13,782,390		
GE CAP CR CARD MASTER NT TR 1.35 DUE 03-15-2021	**	1,198,866		
GE CAP CR CARD MASTER NT TR SER 2012-7 ASSET BACKED NT CL B 2.21 09-15-2022	**	696,863		
GE CAP INTL FDG CO 2.342% DUE 11-15-2020	**	6,831,355		
GE CAP INTL FDG CO 4.418% DUE 11-15-2035	**	444,808		
GE COML MTG CORP FLTG RT 5.48299980164% DUE 12-10-2049	**	329,426		
GEDEON RICHTER PLC HUF100	**	74,877		
GEDI GRUPPO EDITOR EUR0.15	**	5,946		

95

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GEELY AUTOMOBILE H HKD0.02	**	2,534,229		
GEN DYNAMICS CORP 2.25% DUE 11-15-2022	**	883,442		
GEN ELEC CAP CORP 4.625 DUE 01-07-2021 REG	**	84,868		
GEN ELEC CAP CORP 5.3% DUE 02-11-2021	**	3,850,535		
GEN ELEC CAP CORP 5.5% DUE 01-08-2020	**	955,603		
GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00818 6.875 DUE 01-10-2039	**	475,527		
GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00849 4.65 DUE 10-17-2021	**	177,645		
GEN MOTORS FINL CO 4.3750 09-25-2021	**	2,629,725		
GEN MOTORS FINL CO 3.2% DUE 07-06-2021	**	302,928		
GEN MTRS CO COM	**	15,100,716		
GEN MTRS FINL CO 2.35% DUE 10-04-2019	**	2,462,738		
GEN MTRS FINL CO 2.4% DUE 05-09-2019	**	3,876,942		
GEN MTRS FINL CO 3.1% DUE 01-15-2019	**	3,966,114		
GEN MTRS FINL CO 3.15% DUE 06-30-2022	**	1,144,109		
GEN MTRS FINL CO 3.45% DUE 01-14-2022	**	1,343,894		
GEN MTRS FINL CO 3.7% DUE 05-09-2023	**	2,458,014		
GEN MTRS FINL CO 3.7% DUE 11-24-2020	**	5,132,915		
GEN MTRS FINL CO 4% DUE 01-15-2025	**	51,374		
GEN MTRS FINL CO 4% DUE 10-06-2026	**	8,230,880		
GEN MTRS FINL CO 5.25% DUE 03-01-2026	**	4,733,821		
GEN MTRS FINL CO 6.75% DUE 06-01-2018	**	4,847,518		
GEN MTRS FINL CO FIXED 4.35% DUE 01-17-2027	**	52,002		
GENERAL CABLE CORP DEL NEW COM	**	9,975		
GENERAL COMMUNICATION INC CL A CL A	**	45,536		
GENERAL ELEC CAP CORP 2.1 DUE 12-11-2019	**	116,667		
GENERAL ELEC CAP CORP MEDIUM TERM NTS 3.1 DUE 01-09-2023	**	9,709,796		
GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 5.55% DUE 05-04-2020	**	454,866		
GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY MTN 4.375% DUE 09-16-2020	**	5,962,224		
GENERAL ELEC CAP CORP MEDIUM TERM NTS 2.2% DUE 01-09-2020	**	1,475,493		
GENERAL ELEC CO 4.125% DUE 10-09-2042	**	130,950		
GENERAL ELEC CO 4.5% DUE 03-11-2044	**	1,118,848		
GENERAL INTERFACE TWD10	**	387,105		
GENERAL MILLS INC COM	**	12,887,393		
GENERAL MLS INC 3.15% DUE 12-15-2021	**	117,228		
GENERAL MLS INC 5.65% DUE 02-15-2019	**	207,549		
GENERAL MOTORS FINL CO 2.4% DUE 04-10-2018 BEO	**	1,527,065		
GENERAL MOTORS FINL CO BNDS 3.5% 11-07-2024	**	74,847		
GENERAL MTRS CO 3.5% DUE 10-02-2018	**	2,222,884		
GENERAL MTRS CO 6.6% DUE 04-01-2036	**	450,804		
GENERAL MTRS CO 6.75% DUE 04-01-2046	**	62,953		
GENERAL MTRS FINL CO INC 2.45% 11-06-2020	**	942,855		
GENERAL MTRS FINL CO INC 2.65% 04-13-2020	**	4,761,004		
GENERAL MTRS FINL CO INC 3.15% 01-15-2020	**	8,532,287		
GENERAL MTRS FINL CO INC 3.95% 04-13-2024	**	118,391		
GENERAL MTRS FINL CO INC FLTG DUE 01-14-2022 REG	**	102,428		
GENERAL MTRS FINL CO INC NT FLTG RATE DUE 10-04-2019 REG	**	303,943		
GENERALITAT DE CAT 4.75% SNR 04/06/18 EUR1000	**	243,887		

96

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GENERALITAT DE CAT 4.95% SNR 11/02/20 EUR1000	**	897,695		
GENERALITAT DE CATALUNYA 4.9% EMTN 15/09/21	**	127,278		
GENESCO INC COM	**	76,603		
GENESEE & WYO INC CL A CL A	**	6,639,852		
GENTEX CORP COM	**	296,443		
GENTHERM INC COM NPV	**	76,073		
GENTING BHD MYR0.10	**	136,255		
GENTING HONG KONG USD0.10	**	105,639		
GENTING MALAYSIA B MYR0.10	**	84,838		
GENTING SINGAPORE PLC USD0.10	**	1,861,027		
GENWORTH FINL INC COM CL A COM CL A	**	64,924		
GEORGE WESTON COM NPV	**	143,055		
GEORGIA PWR CO 2% DUE 03-30-2020	**	3,735,748		
GEORGIA PWR CO 2% DUE 09-08-2020	**	3,221,373		
GEORGIA PWR CO 2.85% DUE 05-15-2022	**	701,110		
GEOSPACE TECHNOLOGIES CORP COM	**	21,167		
GERMANY(FED REP) 4% SNR 04/01/2018 EUR0.01	**	156,147		
GERMANY(FED REP) IDX/LKD SNR 15/04/2020 EUR	**	43,223		
GETTY RLTY CORP NEW COM	**	50,382		
GGERMAN AMERN BANCORP INC COM STK	**	49,921		
GIBRALTAR INDS INC COM	**	104,841		
G-III APPAREL GROUP LTD COM	**	1,280,231		
GILEAD SCIENCES 1.85% DUE 09-04-2018	**	400,016		
GILEAD SCIENCES 1.85% DUE 09-20-2019	**	3,575,084		
GILEAD SCIENCES 2.05% DUE 04-01-2019	**	4,119,913		
GILEAD SCIENCES 2.35% DUE 02-01-2020	**	6,339,518		
GILEAD SCIENCES 2.5% DUE 09-01-2023	**	256,678		
GILEAD SCIENCES 2.55% DUE 09-01-2020	**	302,666		
GILEAD SCIENCES 3.25% DUE 09-01-2022	**	10,292		
GILEAD SCIENCES 3.5% DUE 02-01-2025	**	4,607,406		
GILEAD SCIENCES 4.5% DUE 04-01-2021	**	1,156,203		
GILEAD SCIENCES INC SR NT FLTG RATE 03-20-2019	**	2,939,613		
GKN ORD GBP0.10	**	342,061		
GLACIER BANCORP INC NEW COM	**	3,733,778		
GLADSTONE COML CORP COM STK	**	31,169		
GLATFELTER	**	92,299		
GLAXOSMITHKLINE ORD GBP0.25	**	1,252,229		
GLENCORE FDG LLC 3% DUE 10-27-2022	**	643,663		
GLENCORE FDG LLC 4% DUE 03-27-2027	**	4,879,527		
GLOBAL EAGLE ENTERTAINMENT INC	**	11,519		
GLOBAL INDEMNITY LIMITED CAYMAN LTD	**	55,971		
GLOBAL NET LEASE INC COM NEW COMN STOCK	**	56,019		
GLOBAL PMTS INC COM	**	6,114,640		
GM FINL AUTO 1.61% DUE 12-20-2019	**	1,107,304		
GM FINL AUTOMOBILE 1.62% DUE 09-20-2019	**	1,991,214		
GM FINL AUTOMOBILE 1.78% DUE 05-20-2020	**	647,566		
GM FINL AUTOMOBILE 2.00999999046% DUE 11-20-2020	**	394,536		

97

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GM FINL AUTOMOBILE 2.06% DUE 05-20-2020	**	2,282,500		
GM FINL AUTOMOBILE 2.11999988556% DUE 09-20-2021	**	399,091		
GM FINL AUTOMOBILE 2.26% DUE 08-20-2020	**	1,881,481		
GMAT 2013-1 TR STEP CPN 3.9669% DUE 11-25-2043	**	18,638		
GMO INTERNET INC NPV	**	1,097,456		
GMS INC COM	**	90,825		
GNMA 2.3% DUE 11-16-2051	**	2,898,983		
GNMA 2.35% DUE 07-16-2056	**	4,611,348		
GNMA 2.4% DUE 01-16-2056	**	2,423,579		
GNMA 2.4% DUE 06-16-2046	**	4,597,786		
GNMA 2.5% DUE 09-16-2056	**	1,266,313		
GNMA 2.5% DUE 10-16-2057	**	2,681,558		
GNMA 2002-31 REMIC TR CL FW FLTG 06-16-2031	**	14,613		
GNMA 2009-076 REMIC PASSTHRU MX CL CF 09-16-2039	**	1,116,848		
GNMA 2009-096 REMIC PASSTHRU FT 10-20-2039	**	923,400		
GNMA 2010-H22 REMIC PASSTHRU CTF CL FE FLTG RATE 05-20-2059	**	2,540,592		
GNMA 2011-048 REMIC PASSTHRU CTF CL QA 5 DUE 08-16-2039	**	216,714		
GNMA 2011-H09 CL AF VAR 03-20-2061	**	2,321,984		
GNMA 2012-059 REMIC PASSTHRU CTF CL F 05-20-2042	**	596,268		
GNMA 2013-88 REMIC CL WA VAR RT DUE 06-20-2030 REG	**	964,528		
GNMA 2013-H04 REMIC PASSTHRU CTF CL BA 1.65 DUE 02-20-2063	**	276,264		
GNMA 2013-H05 REMIC PASSTHRU CL FB FLTG RT 02-20-2062	**	127,875		
GNMA 2014-H10 CL FA FLTG RT DUE04-20-2064	**	1,425,637		
GNMA 2015-021 REMIC PASSTHRU CTF CL MX-AF 07-16-2048	**	1,110,886		
GNMA 2015-H31 REMIC PASSTHRU SEC CL FT 11-20-2065	**	2,429,706		
GNMA 2015-H32 REMIC PASSTHRU CTF CL FH 12-20-2065	**	348,054		
GNMA 2016-H10 REMIC PASSTHRU CTF CL FJ 04-20-2066	**	87,033		
GNMA 2016-H11 REMIC PASSTHRU CTF CL FE 04-20-2066	**	2,607,336		
GNMA 2016-H13 REMIC PASS THRU SECS CL FT05-20-2066	**	589,550		
GNMA 2016-H26 REMIC PASSTHRU SECS CL MX-FC 12-20-2066	**	122,111		
GNMA 2017-H03 CL FB FLTG 06-20-2066	**	5,756,467		
GNMA 2017-H10 REMIC PASSTHRU SECS CL FB FLTG RT 04-20-2067 REG	**	1,320,492		
GNMA 2017-H14 CL FD FLTG 06-20-2067	**	1,146,816		
GNMA 2017-H14 REMIC PASSTHRU CTF CL FB 06-20-2067	**	1,678,893		
GNMA 2017-H14 REMIC PASSTHRU CTF CL FE 06-20-2067	**	3,050,095		
GNMA 2017-H14 REMIC PASSTHRU CTF CL FG 06-20-2067	**	1,646,363		
GNMA 2017-H16 REMIC PASSTHRU CTF CL FG FLTG 07-20-2067 REG	**	30,352,136		
GNMA 2017-H16 REMIC PASSTHRU CTF CL FH 07-20-2067	**	31,480,806		
GNMA 4% DUE 04-16-2041	**	564,693		
GNMA 5% DUE 03-16-2034	**	335,069		
GNMA 5% DUE 07-16-2033	**	175,470		
GNMA 5.5% DUE 08-20-2033	**	229,572		
GNMA 5.5% DUE 11-20-2037	**	109,278		
GNMA 6% DUE 12-20-2039	**	33,069		
GNMA 6.5% DUE 08-16-2042	**	704,784		
GNMA CL 2007-035 CL TE 6 DUE 06-20-2037	**	71,135		
GNMA FIXED 2.3% DUE 02-16-2053	**	2,069,522		

98

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GNMA FIXED 2.35% DUE 05-16-2053	**	1,828,433		
GNMA FIXED 3.5% DUE 02-20-2045	**	307,126		
GNMA FLTG RT 1.70938% DUE 10-20-2060	**	5,591,641		
GNMA FLTG RT 1.87938% DUE 04-20-2061	**	7,197,112		
GNMA MTG PASS THRU CTF CL FM 02-20-2066	**	590,627		
GNMA POOL #300672 SER 2022 8.5% DUE 04-15-2022 BEO	**	5,401		
GNMA POOL #315855 SER 2022 8.5% DUE 01-15-2022 REG	**	1,145		
GNMA POOL #322562 8.5% DUE 04-15-2022 REG	**	8,500		
GNMA POOL #3529 5% 03-20-2034 BEO	**	3,586		
GNMA POOL #4028 6% 09-20-2037 BEO	**	55,287		
GNMA POOL #4041 7% 10-20-2037 BEO	**	305,212		
GNMA POOL #4073 6% 01-20-2038 BEO	**	121,415		
GNMA POOL #4222 6% 08-20-2038 BEO	**	55,814		
GNMA POOL #4245 6% 09-20-2038 BEO	**	675,717		
GNMA POOL #4247 7% 09-20-2038 BEO	**	220,602		
GNMA POOL #4371 6% 02-20-2039 BEO	**	11,481		
GNMA POOL #438506 SER 2027 7% DUE 01-15-2027 REG	**	7,312		
GNMA POOL #4423 4.5% 04-20-2039 BEO	**	6,283		
GNMA POOL #4447 5% 05-20-2039 BEO	**	115,938		
GNMA POOL #4520 5% 08-20-2039 BEO	**	576,104		
GNMA POOL #4543 6% 09-20-2039 BEO	**	46,457		
GNMA POOL #4602 6% 12-20-2039 BEO	**	11,533		
GNMA POOL #4617 4.5% 01-20-2040 BEO	**	484,527		
GNMA POOL #4717 6% 06-20-2040 BEO	**	26,289		
GNMA POOL #4746 4.5% 07-20-2040 BEO	**	241,403		
GNMA POOL #476784 SER 2028 7% DUE 08-15-2028 REG	**	6,835		
GNMA POOL #4772 5% 08-20-2040 BEO	**	377,964		
GNMA POOL #4774 6% 08-20-2040 BEO	**	401,308		
GNMA POOL #4800 4% 09-20-2040 BEO	**	582,568		
GNMA POOL #4801 4.5% 09-20-2040 BEO	**	21,133		
GNMA POOL #4802 5% 09-20-2040 BEO	**	303,733		
GNMA POOL #4833 4% 10-20-2040 BEO	**	1,922,836		
GNMA POOL #4834 4.5% 10-20-2040 BEO	**	72,655		
GNMA POOL #4855 5% 11-20-2040 BEO	**	1,395,324		
GNMA POOL #4883 4.5% 12-20-2040 BEO	**	361,961		
GNMA POOL #4905 6% 12-20-2040 BEO	**	525,428		
GNMA POOL #4923 4.5% 01-20-2041 BEO	**	481,510		
GNMA POOL #4945 4% 02-20-2041 BEO	**	307,847		
GNMA POOL #497630 SER 2029 6% DUE 02-15-2029 REG	**	4,309		
GNMA POOL #4978 4.5% 03-20-2041 BEO	**	7,796,067		
GNMA POOL #4979 5% 03-20-2041 BEO	**	686,266		
GNMA POOL #498387 SER 2029 6% DUE 02-15-2029 REG	**	3,068		
GNMA POOL #4984 5.5% 03-20-2041 BEO	**	686,486		
GNMA POOL #4991 6% 03-20-2041 BEO	**	165,927		
GNMA POOL #5016 4% 04-20-2041 BEO	**	258,445		
GNMA POOL #5017 4.5% 04-20-2041 BEO	**	683,268		
GNMA POOL #5018 5% 04-20-2041 BEO	**	494,816		

99

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GNMA POOL #5019 6% 04-20-2041 BEO	**	95,169		
GNMA POOL #5115 4.5% 07-20-2041 BEO	**	107,687		
GNMA POOL #5140 4.5% 08-20-2041 BEO	**	995,061		
GNMA POOL #5189 6% 09-20-2041 BEO	**	232,593		
GNMA POOL #521330 5% 05-15-2035 BEO	**	216,594		
GNMA POOL #523278 SER 2031 6% DUE 07-15-2031 REG	**	32,747		
GNMA POOL #5240 6% 11-20-2041 BEO	**	258,052		
GNMA POOL #5259 4% 12-20-2041 BEO	**	146,239		
GNMA POOL #5269 6% 12-20-2041 BEO	**	23,095		
GNMA POOL #5280 4% 01-20-2042 BEO	**	222,601		
GNMA POOL #5305 4% 02-20-2042 BEO	**	1,364,080		
GNMA POOL #543812 SER 2031 6% DUE 02-15-2031 REG	**	12,123		
GNMA POOL #586373 5% DUE 02-15-2035 REG	**	5,916		
GNMA POOL #594106 SER 2033 4.5% DUE 09-15-2033 BEO	**	78,675		
GNMA POOL #595611 SER 2035 5% DUE 01-15-2035 BEO	**	4,113		
GNMA POOL #603692 5% 06-15-2034 BEO	**	5,506		
GNMA POOL #604497 5% 07-15-2033 BEO	**	9,790		
GNMA POOL #607451 SER 2034 5% DUE 01-15-2034 REG	**	32,618		
GNMA POOL #607465 5% DUE 02-15-2034 REG	**	54,246		
GNMA POOL #610410 SER 2033 5% DUE 08-15-2033 BEO	**	12,984		
GNMA POOL #615656 5% 10-15-2033 BEO	**	6,712		
GNMA POOL #623871 5.0% 06-15-2034	**	7,570		
GNMA POOL #633701 5.0% 09-15-2033	**	15,421		
GNMA POOL #636484 5.0% 03-15-2035	**	18,783		
GNMA POOL #637746 5.0% 12-15-2034	**	5,691		
GNMA POOL #638222 5% 12-15-2034 BEO	**	6,442		
GNMA POOL #643362 5% 10-15-2035 BEO	**	8,077		
GNMA POOL #668014 3% 11-15-2044 BEO	**	3,956,668		
GNMA POOL #672676 SER 2038 5.5% DUE 04-15-2038 BEO	**	129,899		
GNMA POOL #676754 SER 2038 5.5% DUE 03-15-2038 REG	**	243,283		
GNMA POOL #687179 SER 2038 5.5% DUE 04-15-2038 REG	**	188,429		
GNMA POOL #687835 6% 08-15-2038 BEO	**	83,895		
GNMA POOL #688043 6% 11-15-2038 BEO	**	139,080		
GNMA POOL #690922 5.5% 06-15-2038 BEO	**	95,773		
GNMA POOL #697586 5.5% 11-15-2038 BEO	**	6,327		
GNMA POOL #711379 SER 2038 5.5% DUE 07-15-2038 REG	**	2,180		
GNMA POOL #723344 4% 09-15-2039 BEO	**	531,142		
GNMA POOL #723430 4.5% 11-15-2039 BEO	**	190,314		
GNMA POOL #726480 5% 11-15-2039 BEO	**	1,576,718		
GNMA POOL #733600 SER 2040 5% DUE 04-15-2040 REG	**	176,798		
GNMA POOL #733627 5% 05-15-2040 BEO	**	354,655		
GNMA POOL #736520 SER 2040 4.5% DUE 04-15-2040 REG	**	932,753		
GNMA POOL #737111 FIXED 4.5% 04-15-2040 BEO	**	508,736		
GNMA POOL #738108 4.5% 03-15-2041 BEO	**	560,938		
GNMA POOL #745243 4% 07-15-2040 BEO	**	583,158		
GNMA POOL #771561 4.0% 08-15-2041	**	264,787		
GNMA POOL #780049 SER 2021 9.5 DUE 11-15-2021 REG	**	1,572		

100

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GNMA POOL #780151 SER 2021 9 DUE 12-15-2021 REG	**	9,417		
GNMA POOL #780345 SER 2021 9.5% DUE 12-15-2021 REG	**	1,690		
GNMA POOL #781804 6% 09-15-2034 BEO	**	291,512		
GNMA POOL #781847 6% 12-15-2034 BEO	**	218,320		
GNMA POOL #781885 SER 2035 5% DUE 03-15-2035 REG	**	15,541		
GNMA POOL #781902 6% 02-15-2035 BEO	**	224,966		
GNMA POOL #781958 5% 07-15-2035 BEO	**	17,035		
GNMA POOL #782382 5.5% 08-15-2038 BEO	**	45,863		
GNMA POOL #782436 6% 10-15-2038 BEO	**	118,093		
GNMA POOL #782716 SER 2039 5% DUE 07-15-2039 REG	**	173,672		
GNMA POOL #782838 SER 2019 4.5% DUE 07-15-2019 REG	**	35,913		
GNMA POOL #783867 SER 2036 6% DUE 08-15-2036 BEO	**	758,279		
GNMA POOL #799706 SER 2042 3.5% DUE 09-15-2042 BEO	**	140,815		
GNMA POOL #999999 2% 05-16-2049 BEO	**	2,856,339		
GNMA POOL #999999 2.20000004768% 04-16-2057 BEO	**	3,101,838		
GNMA POOL #AA5821 3 DUE 11-15-2042 REG	**	1,211,555		
GNMA POOL #AB3031 SER 2042 3% DUE 10-15-2042 REG	**	284,291		
GNMA POOL #AB9323 SER 2042 3.5% DUE 09-15-2042 BEO	**	143,683		
GNMA POOL #AC3752 3 DUE 12-15-2042 REG	**	515,460		
GNMA POOL #AD1034 3% DUE 07-15-2043 REG	**	676,342		
GNMA POOL #AD2413 3.5% DUE 05-15-2043 REG	**	317,601		
GNMA POOL #AD2414 3.5 DUE 05-15-2043 REG	**	294,812		
GNMA POOL #AD4102 SER 2043 3 DUE 07-15-2043 REG	**	1,565,133		
GNMA POOL #AE7691 3 DUE 08-15-2043 REG	**	2,561,095		
GNMA POOL #AE8109 SER 2044 3.5% DUE 01-15-2044 BEO	**	688,611		
GNMA POOL #AF5807 SER 2044 3.5% DUE 01-15-2044 BEO	**	69,282		
GNMA POOL #AI6888 3% 05-15-2045 BEO	**	2,213,793		
GNMA POOL #AK6718 3% 01-15-2045 BEO	**	222,069		
GNMA POOL #AK7285 3% 03-15-2045 BEO	**	532,682		
GNMA POOL #AK7286 3% 03-15-2045 BEO	**	1,968,708		
GNMA POOL #AK7329 3% 04-15-2045 BEO	**	4,975,562		
GNMA POOL #AK8997 SER 2045 3% DUE 07-15-2045 BEO	**	2,848,479		
GNMA POOL #AL1539 3% 05-15-2045 BEO	**	2,129,318		
GNMA POOL #AL4608 SER 2045 3% DUE 03-15-2045 BEO	**	2,935,894		
GNMA POOL #AL8635 SER 2045 3% DUE 03-15-2045 BEO	**	1,775,225		
GNMA POOL #AM4099 3% 04-15-2045 BEO	**	2,584,783		
GNMA POOL #AM8643 3% 05-15-2045 BEO	**	2,780,339		
GNMA POOL #AM8646 3% 05-15-2045 BEO	**	1,958,354		
GNMA POOL #AN5715 3% 06-15-2045 BEO	**	667,121		
GNMA POOL #AN5721 3% 06-15-2045 BEO	**	280,125		
GNMA POOL #AN5726 SER 2045 3% DUE 06-15-2045 BEO	**	9,082,338		
GNMA POOL #AN5733 3% 06-15-2045 BEO	**	403,418		
GNMA POOL #AN5734 SER 2045 3% DUE 06-15-2045 BEO	**	4,293,687		
GNMA POOL #MA0318 3.5% 08-20-2042 BEO	**	2,929,354		
GNMA POOL #MA1376 4% 10-20-2043 BEO	**	752,523		
GNMA POOL #MA1377 4.5% 10-20-2043 BEO	**	1,230,943		
GNMA POOL #MA1448 3.5% 11-20-2043 BEO	**	21,327		

101

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GNMA POOL #MA1997 4.5% 06-20-2044 BEO	**	925,510		
GNMA POOL #MA2072 3% 07-20-2044 BEO	**	571,258		
GNMA POOL #MA2149 4% 08-20-2044 BEO	**	514,601		
GNMA POOL #MA2303 3.5% 10-20-2044 BEO	**	1,603,394		
GNMA POOL #MA2446 4% 12-20-2044 BEO	**	916,312		
GNMA POOL #MA2753 3% 04-20-2045 BEO	**	841,730		
GNMA POOL #MA2825 3% 05-20-2045 BEO	**	750,736		
GNMA POOL #MA2960 3% 07-20-2045 BEO	**	1,417,312		
GNMA POOL #MA3037 5% 08-20-2045 BEO	**	469,236		
GNMA POOL #MA3243 3% 11-20-2045 BEO	**	464,499		
GNMA POOL #MA3245 4% 11-20-2045 BEO	**	1,060,491		
GNMA POOL #MA3311 4% 12-20-2045 BEO	**	1,891,513		
GNMA POOL #MA3663 3.5% 05-20-2046 BEO	**	950,654		
GNMA POOL #MA3737 4% 06-20-2046 BEO	**	2,665,294		
GNMA POOL #MA3803 3.5% 07-20-2046 BEO	**	10,147,112		
GNMA POOL #MA3939 4.5% 09-20-2046 BEO	**	884,609		
GNMA POOL #MA4070 4% 11-20-2046 BEO	**	917,733		
GNMA POOL #MA4071 4.5% 11-20-2046 BEO	**	2,211,524		
GNMA POOL #MA4125 2.5% 12-20-2046 BEO	**	1,463,623		
GNMA POOL #MA4127 3.5% 12-20-2046 BEO	**	2,520,281		
GNMA POOL #MA4195 3% 01-20-2047 BEO	**	1,861,569		
GNMA POOL #MA4261 3% 02-20-2047 BEO	**	4,712,688		
GNMA POOL #MA4263 4% 02-20-2047 BEO	**	1,426,955		
GNMA POOL #MA4836 3% 11-20-2047 BEO	**	22,467,726		
GNMA POOL AE7613 SER 2043 3 DUE 07-15-2043 REG	**	353,132		
GNMA REMIC 2015-H30 CL FD FLT RT 10-20-2065	**	4,942,077		
GNMA REMIC SR 2017-H12 CL FL VAR RT 05-20-2067	**	30,543,797		
GNMA SER 2017-H01 CL FC FLTG 12-20-2066	**	1,996,273		
GNMA SER 2010-H010 CL FC FLTG RT DUE 05-20-2060	**	3,187,673		
GNMA SER 2014-054 CL AC 2.87422 DUE 02-16-2049	**	1,862,494		
GNMA SER 2015-H11 CL FC FLTG RT 5-20-2065	**	2,078,516		
GNMA SER 2015-H20 CL FB FLT RT 08-20-2065	**	501,478		
GNMA SER 2017-051 CL AB 2.35% 04-16-2057	**	4,258,976		
GNMA SER 2017-H07 CL FG FLTG RT DUE 02-20-2067 REG	**	8,342,203		
GNMA SR 2006-38 CL FZ FLTG DUE 09-16-2035	**	1,105,885		
GNMAII POOL #004224 SER 2038 7 DUE 08-20-2038 REG	**	304,215		
GNMAII POOL #2958 SER 2030 8% DUE 08-20-2030 REG	**	14,400		
GNMAII POOL #3879 SER 2036 6% DUE 07-20-2036 REG	**	2,287		
GNMAII POOL #4040 SER 2037 6.5% DUE 10-20-2037 REG	**	17,199		
GNMAII POOL #4060 SER 2037 6% DUE 12-20-2037 REG	**	57,850		
GNMAII POOL #4099 SER 2038 6% DUE 03-20-2038 REG	**	25,170		
GNMAII POOL #4195 SER 2038 6% DUE 07-20-2038 REG	**	8,909		
GNMAII POOL #4268 SER 2038 6% DUE 10-20-2038 REG	**	6,495		
GNMAII POOL #4291 SER 2038 6% DUE 11-20-2038 REG	**	334,942		
GNMAII POOL #4696 SER 2040 4.5% DUE 05-20-2040 REG	**	1,039,975		
GNMAII POOL #4697 SER 2040 5% DUE 05-20-2040 REG	**	230,735		
GNMAII POOL #4747 SER 2040 5% DUE 07-20-2040 BEO	**	1,340,302		

102

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GNMAII POOL #4837 SER 2040 6% DUE 10-20-2040 BEO	**	92,716		
GNMAII POOL #4922 SER 2041 4% DUE 01-20-2041 BEO	**	403,215		
GNMAII POOL #5063 SER 2041 6% DUE 05-20-2041 BEO	**	129,703		
GNMAII POOL #5082 SER 2041 4.5% DUE 06-20-2041 BEO	**	450,085		
GNMAII POOL #5326 SER 2027 3% DUE 03-20-2027 BEO	**	303,074		
GNMAII POOL #783368 SER 2041 4.5% DUE 07-20-2041 BEO	**	1,486,084		
GNMAII POOL #783637 SER 2042 3% DUE 06-20-2042 REG	**	131,482		
GNMAII POOL #80012 SER 2026 ADJ RT 11-20-2026	**	15,963		
GNMAII POOL #80106 2.75% DUE 08-20-2027 REG	**	18,661		
GNMAII POOL #80397 SER 2030 ADJ RT 04-20-2030	**	2,803		
GNMAII POOL #8358 ADJ RT 01-20-2024	**	11,853		
GNMAII POOL #8399 SER 2024 ADJ RT 04-20-2024	**	11,040		
GNMAII POOL #8744 SER 2025 ADJ RT 11-20-2025	**	32,687		
GNMAII POOL #8770 SER 2025 ADJ RT 12-20-2025	**	33,262		
GNMAII POOL #8781 SER 2026 ADJ RT 01-20-2026	**	857		
GNMAII POOL #8788 SER 2026 2% DUE 01-20-2026 REG	**	8,188		
GNMAII POOL #MA0023 SER 2042 4% DUE 04-20-2042 REG	**	434,345		
GNMAII POOL #MA0317 3 DUE 08-20-2012 REG	**	1,511,169		
GNMAII POOL #MA0391 SER 2042 3% DUE 09-20-2042 REG	**	1,911,144		
GNMAII POOL #MA0392 SER 2042 3.5 DUE 09-20-2042 REG	**	2,161,633		
GNMAII POOL #MA0462 3.5 DUE 10-20-2042 REG	**	3,005,021		
GNMAII POOL #MA0463 4 DUE 10-20-2042 REG	**	1,905,083		
GNMAII POOL #MA0624 3 12-20-2042 REG	**	712,184		
GNMAII POOL #MA0626 4 DUE 11-20-2042 REG	**	917,928		
GNMAII POOL #MA0698 3 01-20-2043 REG	**	1,029,957		
GNMAII POOL #MA0933 SER 2043 3% DUE 04-20-2043 REG	**	883,722		
GNMAII POOL #MA1012 SER 2043 3.5% DUE 05-20-2043 REG	**	2,304,383		
GNMAII POOL #MA2678 SER 2045 3.5% DUE 03-20-2045 REG	**	1,936,718		
GNMAII POOL #MA2754 SER 2045 3.5% DUE 04-20-2045 REG	**	5,601,976		
GNMAII POOL #MA3172 SER 2045 3% DUE 10-20-2045 REG	**	2,432,858		
GNMAII POOL #MA3174 SER 2045 4% DUE 10-20-2045 REG	**	1,332,880		
GNMAII POOL #MA3662 SER 2046 3% DUE 05-20-2046 REG	**	4,688,731		
GNMAII POOL #MA4003 SER 2046 3% DUE 10-20-2046 REG	**	6,440,576		
GNMAII POOL #MA4322 SER 2047 4% DUE 03-20-2047 REG	**	4,987,188		
GNMAII POOL #MA4653 4% DUE 08-20-2047 REG	**	9,948,037		
GODREJ CONSUMER PR INR1	**	61,510		
GOLD RESOURCE CORP COM	**	22,999		
GOLDCORP INC NEW 3.625% DUE 06-09-2021	**	15,876,319		
GOLDCREST CO LTD NPV	**	254,404		
GOLDEN OCEAN GROUP LTD COM USD0.0 (POST REV SPLIT)	**	8,688		
GOLDFIELD CORP COM	**	14,323		
GOLDMAN SACHS 2.3% DUE 12-13-2019	**	11,452,643		
GOLDMAN SACHS 2.35% DUE 11-15-2021	**	8,371,132		
GOLDMAN SACHS 2.6% DUE 04-23-2020	**	3,094,209		
GOLDMAN SACHS 2.625% DUE 01-31-2019	**	12,797,407		
GOLDMAN SACHS 2.625% DUE 01-31-2019	**	557,398		
GOLDMAN SACHS 2.875% DUE 02-25-2021	**	821,026		

103

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GOLDMAN SACHS 2.876% DUE 10-31-2022	**	299,140		
GOLDMAN SACHS 3% DUE 04-26-2022	**	10,651,591		
GOLDMAN SACHS 3.5% DUE 11-16-2026	**	1,750,186		
GOLDMAN SACHS 3.75% DUE 02-25-2026	**	872,177		
GOLDMAN SACHS 3.85% DUE 01-26-2027	**	8,115,724		
GOLDMAN SACHS 3.85% DUE 07-08-2024	**	7,307,546		
GOLDMAN SACHS 4% DUE 03-03-2024	**	28,977,164		
GOLDMAN SACHS 4.25% DUE 10-21-2025	**	1,201,900		
GOLDMAN SACHS 4.75% DUE 10-21-2045	**	607,122		
GOLDMAN SACHS 5.15% DUE 05-22-2045	**	301,508		
GOLDMAN SACHS 5.25% DUE 07-27-2021	**	7,402,293		
GOLDMAN SACHS 5.75% DUE 01-24-2022	**	7,778,449		
GOLDMAN SACHS 6 DUE 06-15-2020	**	10,428,328		
GOLDMAN SACHS 6.15% DUE 04-01-2018	**	24,838,680		
GOLDMAN SACHS 6.75% DUE 10-01-2037	**	321,274		
GOLDMAN SACHS CAP II GTD FIXED TO FLTG NORMAL PPS DUE 06-01-2043/06-01-2012 REG	**	5,304		
GOLDMAN SACHS FLTG RT 2.78849% DUE 09-15-2020	**	407,574		
GOLDMAN SACHS FLTG RT 3.691% DUE 06-05-2028	**	7,557,712		
GOLDMAN SACHS GROUP INC 2.908% 06-05-2023 REG	**	2,920,452		
GOLDMAN SACHS GROUP INC 5.95 DUE 01-18-2018	**	10,316,243		
GOLDMAN SACHS GROUP INC 6 45 05 01 6.45 DUE 05-01-2036 BEO	**	116,045		
GOLDMAN SACHS GROUP INC 7.5 02-15-2019 MTN1	**	4,346,762		
GOLDMAN SACHS GROUP INC COM	**	44,576,121		
GOLDMAN SACHS GROUP INC FRN 10-28-2027	**	211,484		
GOLDMAN SACHS GROUP INC MEDIUM TERM NTS BOOK ENTRY NT 5.375% DUE 03-15-2020	**	5,761,839		
GOLDMAN SACHS GROUP INC MEDIUM TERM NTS TRANCHE # TR 00590 VAR RT DUE 11-15-2018	**	2,414,851		
GOLDMAN SACHS GROUP INC SR NT 2.375 01-22-2018	**	785,160		
GOLDMAN SACHS GROUP INC SR NT 3.625 01-22-2023	**	619,819		
GOODMAN GROUP NPV	**	177,150		
GOODYEAR TIRE & RUBBER CO COM	**	672,985		
GORMAN RUPP CO COM	**	88,668		
GOVERNMENT NATIONAL MORTGAGE ASSOC POOL #646853 5.5% 08-15-2035 BEO	**	5,490		
GOVERNMENT NATL MTG SER 2015-H14 CL FA FLTG RT 06-20-2065	**	3,300,444		
GOVERNMENT PPTYS INCOME TR 4.0% 07-15-2022	**	236,420		
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT COM SHS BEN INT	**	76,626		
GOVT PPTYS INC TR 3.75% DUE 08-15-2019	**	292,437		
GP STRATEGIES CORP COM STK	**	40,414		
GPE BRUXELLES LAM NPV	**	120,021		
GPT GROUP NPV (STAPLED SECURITIES)	**	136,635		
GRAHAM CORP COM STK	**	10,465		
GRAHAM HLDGS CO COM	**	285,875		
GRAMERCY PPTY TR COM NEW COM NEW	**	164,732		
GRAND CANYON ED INC COM STK	**	4,613,481		
GRANITE CONST INC COM	**	176,589		
GRASIM INDUSTRIES COMMON STOCK	**	749,820		
GRAY T.V INC COM CL B	**	97,653		
GREAT HALL MG NO.1 FR MTN M/BKD 03/39 EUR'A2B'	**	696,688		

104

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GREAT HALL MG NO.1 FRN M/BKD 06/2038 EUR'A2B'	**	775,482		
GREAT HALL MTGS NO 1 PLC 2007-02 ASSET BACKED NT CL AC 144A 18 JUN 2039	**	812,544		
GREAT LAKES DREDGE & DOCK CORP NEW COM	**	33,210		
GREAT SOUTHN BANCORP INC COM	**	68,798		
GREAT WALL MOTOR 'H'CNY1	**	339,836		
GREAT WEST LIFECO COM NPV	**	134,467		
GREAT WESTN BANCORP INC COM	**	202,582		
GREEN BANCORP INC COM	**	2,228,981		
GREEN BRICK PARTNERS INC COM	**	49,494		
GREEN DOT CORP COM STK	**	190,422		
GREEN PLAINS INC COM STK	**	59,059		
GREEN TREE FINL 6.78% DUE 10-15-2027	**	2,199,831		
GREENHILL & CO INC COM	**	36,524		
GREENLIGHT CAPITAL RE LTD CLASS A	**	61,808		
GREENPOINT MTG FDG TR 2006-OH1 MTG PASSTHRU CTF CL A-1 FLTG 01-25-2037 REG	**	1,959,396		
GREIF INC	**	99,864		
GREIF INC.	**	136,608		
GRIFFON CORP COM	**	14,245		
GROUP 1 AUTOMOTIVE INC COM	**	167,276		
GROWTHPOINT PROPS NPV	**	162,876		
GRUBHUB INC COM	**	3,062,988		
GRUMA, S.A.B DE C.V	**	467,790		
GRUPO FINANCIERO BANORTE S A B DE C V	**	781,493		
GS MTG SECS CORP SER 2004-AR1 CL A2B FLTRT 06-25-2034 REG	**	2,235,938		
GS MTG SECS TR 3.033% DUE 11-10-2046	**	5,546,331		
GS MTG SECS TR 3.36400008202% DUE 11-10-2047	**	8,501,732		
GS MTG SECS TR 3.469% DUE 11-10-2050	**	1,892,403		
GS MTG SECS TR 3.482 DUE 01-10-2045	**	4,053,765		
GS MTG SECS TR 3.707% DUE 08-10-2044	**	8,015,314		
GSI TECHNOLOGY INC COM	**	17,377		
GTD BD 2.25% DUE 02-24-2020 REG	**	2,190,452		
GUANGZHOU AUTOMOBILE GROUP COMPANY LTD COMMON STOCK	**	288,006		
GUARANTY BANCORP DEL COM NEW COM NEW	**	34,673		
GUDANG GARAM TBK IDR500	**	133,414		
GUESS INC COM	**	128,035		
GUIDEWIRE SOFTWARE INC COM USD0.0001	**	2,212,948		
GUJARAT STATE PETR INR10(DEMAT)	**	1,683,967		
GULF IS FABRICATION INC COM	**	20,634		
GULF SOUTH PIPELINE CO LP 4 DUE 06-15-2022 BEO	**	308,104		
GULFPORT ENERGY CORP COM NEW COM NEW	**	217,839		
H&R REAL ESTATE IN STAPLED UT(1 REIT UT&1 FIN	**	137,320		
HABIT RESTAURANTS INC COM CL A COM CL A	**	13,370		
HAEMONETICS CORP MASS COM	**	190,735		
HAIER ELECTRONICS HKD0.10	**	859,404		
HAITIAN INTL HLDGS HKD0.10	**	366,697		
HAITONG INTL COMSTK	**	1,078,485		
HALCON RES CORP COM PAR$ NEW COM PAR$ NEW	**	1,685,090		

105

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
HALLADOR ENERGY COMPANY COM STK	**	8,459		
HALLIBURTON CO 2% DUE 08-01-2018	**	5,499,933		
HALLIBURTON CO 3.25% DUE 11-15-2021	**	2,312,249		
HALLIBURTON CO 3.5% DUE 08-01-2023	**	179,972		
HALLIBURTON CO 3.8% DUE 11-15-2025	**	1,673,218		
HALLIBURTON CO COM	**	9,010,553		
HALLMARK FINL SVCS INC COM NEW COM NEW	**	20,307		
HALYARD HEALTH INC COM	**	261,194		
HAMILTON BEACH BRANDS HLDG CO COM CL B	**	15,799		
HAMILTON BEACH BRANDS HLDG CO COM USD0.01 CL A WI	**	15,799		
HAMMERSON ORD GBP0.25	**	161,051		
HANA FINANCIAL GRP KRW5000	**	745,315		
HANCOCK HLDG CO COM	**	4,114,440		
HANESBRANDS INC COM STK	**	4,117,137		
HANMI FINL CORP COM NEW COM NEW	**	96,422		
HANOVER INS GROUP INC COM	**	3,734,921		
HANWHA CHEMICAL CORP KRW5000	**	349,179		
HANWHA CORP KRW5000	**	438,992		
HANWHA LIFE INSURANCE CO LTD	**	83,984		
HARDINGE INC COM	**	19,632		
HARLEY DAVIDSON 2.4% DUE 09-15-2019	**	99,890		
HARLEY DAVIDSON 2.55% DUE 06-09-2022	**	4,673,407		
HARLEY DAVIDSON COM USD0.01	**	6,039,965		
HARLEY-DAVIDSON 1.67% DUE 08-15-2022	**	6,001,145		
HARLEY-DAVIDSON MOTORCYCLE TR SER 2015-A3 CLS A3 03-16-2020	**	684,965		
HARMONIC INC COM	**	51,080		
HARRIS CORP DEL 1.999% DUE 04-27-2018	**	1,223,720		
HARRIS CORP DEL NT FLTG RATE 04-30-2020	**	299,999		
HARTE-HANKS INC COM (NEW)	**	5,446		
HARTFORD FINL SVCS 5.5% DUE 03-30-2020	**	2,446,041		
HARTFORD FINL SVCS 6.3% DUE 03-15-2018	**	5,150,463		
HARVARD BIOSCIENCE INC COM	**	10,824		
HASBRO INC 3.5% DUE 09-15-2027	**	40,069		
HASBRO INC COM	**	1,744,815		
HASHEMITE KINGDOM JORDAN GOVT GTD NT 3/A2 3% DUE 06-30-2025 BEO	**	1,363,600		
HAULOTTE GROUP EUR0.13	**	703,752		
HAVERTY FURNITURE COS INC COM STK	**	39,456		
HAWAIIAN HOLDINGS INC COM	**	100,263		
HAWAIIAN TELCOM HOLDCO INC COM	**	34,779		
HAWKINS INC COM	**	36,080		
HAYNES INTL INC COM NEW COM NEW	**	42,562		
HCI GROUP INC COM NPV	**	32,442		
HCL TECHNOLOGIES INR2	**	287,891		
HCP INC 3.75% DUE 02-01-2019	**	101,203		
HCP INC 3.875% DUE 08-15-2024	**	366,430		
HD SUPPLY HLDGS INC. COM	**	1,770,247		
HEALTHCARE RLTY TR	**	3,353,103		

106

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
HEALTHCARE SVCS GROUP INC COM	**	832,502		
HEALTHCARE TR AMER INC CL A NEW CL A NEW	**	348,764		
HEALTHSTREAM INC COM STK ISIN# US42222N1037	**	66,770		
HEARTLAND FINL USA INC COM STK	**	104,457		
HECLA MNG CO COM	**	184,581		
HEIDRICK & STRUGGLES INTL INC COM	**	64,100		
HELEN TROY LTD COM STK	**	210,910		
HELIX ENERGY SOLUTIONS GROUP INC COM STK	**	1,321,566		
HELMERICH & PAYNE INC COM	**	2,418,829		
HEMISPHERE MEDIA GROUP INC CL A CL A	**	14,207		
HENDERSON LAND DEVELOPMENT HKD2	**	1,488,670		
HENGAN INTL HKD0.10	**	38,826		
HERITAGE COMM CORP COM STK	**	63,777		
HERITAGE CRYSTAL CLEAN INC COM STK	**	53,179		
HERITAGE FINL CORP WASH COM	**	94,710		
HERITAGE INS HLDGS INC COM	**	63,034		
HERMES INTL NPV	**	1,031,256		
HERO FDG 2017-2 FIXED 3.28% DUE 09-20-2048	**	345,361		
HERO MOTOCORP LTD INR2	**	881,426		
HERSHA HOSPITALITY TR PRIORITY SHS BEN INT CL A NEW PRTY SHS BEN INT CL A NEW	**	39,063		
HERTZ GLOBAL HLDGS INC NEW COM	**	162,059		
HERTZ VEH FING II 2.32% DUE 03-25-2020	**	7,076,116		
HERTZ VEH FING LLC 1.83% DUE 08-25-2019	**	1,298,187		
HESKA CORP COM RESTRICTED NEW STOCK	**	960,515		
HESS CORP COM STK	**	16,054,354		
HEWLETT PACKARD CO 4.3% DUE 06-01-2021	**	854,482		
HEWLETT PACKARD CO 4.65% DUE 12-09-2021	**	254,036		
HEWLETT PACKARD ENTERPRISE CO COM	**	29,804,180		
HEWLETT PACKARD ENTERPRISE CO STEP-UP DUE 10-15-2020	**	3,425,452		
HEWLETT PACKARD STEP CPN 2.85% DUE 10-05-2018	**	1,527,325		
HEXPOL NPV (POST SPLIT) B	**	751,483		
HIBBETT SPORTS INC COM STK	**	50,592		
HIGHWOODS PPTYS INC COM	**	5,719,993		
HIKARI TSUSHIN INC NPV	**	129,341		
HILL INTL INC COM	**	17,876		
HILL-ROM HLDGS INC COM STK	**	3,040,677		
HILLTOP HLDGS INC COM STK	**	243,776		
HILTON GRAND VACATIONS INC COM	**	2,395,345		
HILTON WORLDWIDE HOLDINGS INC. TERM LOANDUE 10-26-2023 BEO	**	362,471		
HINDALCO INDS INR1	**	236,062		
HINDUSTAN PETROL INR10	**	544,020		
HINDUSTAN UNILEVER INR1	**	262,478		
HITACHI HIGH-TECH NPV	**	1,328,763		
HITACHI NPV	**	3,890,410		
HITACHI TRANSPORT NPV	**	944,059		
HIWIN TECH CORP TWD10	**	150,811		
HLTH CARE REIT INC 2.25% DUE 03-15-2018	**	200,077		

107

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
HLTH CARE REIT INC 3.75% DUE 03-15-2023	**	119,170		
HLTH CARE REIT INC 4% DUE 06-01-2025	**	87,894		
HMS HLDGS CORP COM	**	107,683		
HNI CORP COM	**	90,485		
HOCHTIEF AG NPV	**	675,913		
HOGY MEDICAL CO NPV	**	795,017		
HOLLYFRONTIER CORP COM	**	877,860		
HOME BANCORP INC COM STK	**	30,989		
HOME BANCSHARES INC COM	**	3,080,579		
HOME DEPOT INC 2.125% DUE 09-15-2026	**	52,431		
HOME DEPOT INC 2.625% DUE 06-01-2022	**	135,753		
HOME DEPOT INC 3.75 BDS DUE 02-15-2024/09-10-2013 USD2000 REG	**	595,694		
HOME DEPOT INC COM	**	12,242,690		
HOME PRODUCT CENTE THB1(NVDR)	**	34,858		
HOMESTREET INC INC	**	89,716		
HOMETRUST BANCSHARES INC COM	**	55,414		
HON HAI PRECISION TWD10	**	1,922,970		
HONDA AUTO 1.01% DUE 10-18-2018	**	514,962		
HONDA AUTO 1.16% DUE 05-18-2020	**	3,209,468		
HONDA AUTO 1.36% DUE 01-18-2023	**	3,451,355		
HONDA AUTO 1.8% DUE 01-21-2020	**	8,219,667		
HONDA AUTO 2.21% DUE 03-21-2024	**	5,103,508		
HONDA AUTO RECEIVABLES 2017-2 OWNER CL A4 1.87% 09-15-2023	**	1,682,131		
HONDA AUTO RECEIVABLES 2017-3 CL A-3 1.79% 09-20-2021	**	10,872,881		
HONEYWELL INTL INC 2.5% DUE 11-01-2026	**	130,573		
HONEYWELL INTL INC COM STK	**	17,876,715		
HONG KONG EXCHANGES & CLEAR	**	528,112		
HONG LEONG BANK MYR1	**	138,506		
HOOKER FURNITURE CORP COM	**	47,841		
HOPE BANCORP INC COM	**	263,731		
HORACE MANN EDUCATORS CORP COM	**	180,810		
HORIZON BANCORP IND COM	**	74,699		
HORIZON GLOBAL CORP COM	**	32,470		
HORIZON PHARMA INC COMMON STOCK	**	48,384		
HORNBECK OFFSHORE SVCS INC NEW COM	**	10,201		
HOSPITALITY PPTYS 4.25% DUE 02-15-2021	**	501,587		
HOSPITALITY PPTYS TR COM SH BEN INT COM SH BEN INT	**	287,963		
HOST HOTELS & 3.875% DUE 04-01-2024	**	117,002		
HOST HOTELS & 6% DUE 10-01-2021	**	186,880		
HOST HOTELS & RESORTS L P 4.0% 06-15-2025	**	715,345		
HOSTESS BRANDS INC CL A CL A	**	65,771		
HOUGHTON MIFFLIN HARCOURT CO COM	**	51,262		
HOUSING DEVEL FIN INR2	**	5,045,742		
HOUSTON WIRE & CABLE CO COM STK	**	12,542		
HOYA CORP NPV	**	12,664,676		
HSBC BANK USA NA 4.875 DUE 08-24-2020 BEO	**	386,002		
HSBC BK CDA BA 08/01/2018	**	478,707		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
HSBC BK USA 5.875 11-01-2034	**	128,975		
HSBC FIN CORP 6.676% DUE 01-15-2021	**	1,276,354		
HSBC HLDGS PLC 2.65% DUE 01-05-2022	**	2,576,781		
HSBC HLDGS PLC 2.95% DUE 05-25-2021	**	19,175,877		
HSBC HLDGS PLC 3.033% DUE 11-22-2023	**	200,403		
HSBC HLDGS PLC 3.262% 03-13-2023	**	2,484,104		
HSBC HLDGS PLC 3.4% DUE 03-08-2021	**	16,956,589		
HSBC HLDGS PLC 3.6% DUE 05-25-2023	**	2,777,917		
HSBC HLDGS PLC 4 DUE 03-30-2022	**	2,512,184		
HSBC HLDGS PLC 4.25% DUE 08-18-2025	**	2,499,235		
HSBC HLDGS PLC 4.875% DUE 01-14-2022	**	3,007,236		
HSBC HLDGS PLC FLTG RT 3.12206% DUE 05-25-2021	**	5,500,064		
HSBC HLDGS PLC FLTG RT 3.19593% DUE 01-05-2022	**	206,772		
HSBC HOLDINGS PLC 4.25 NTS 03-14-2024 USD1000	**	1,514,640		
HSBC HOLDINGS PLC 5.1 DUE 04-05-2021	**	1,923,228		
HSBC USA INC NEW 5% DUE 09-27-2020	**	847,943		
HSTN LTG & PWR CO 9.15 BD DUE 3-15-2021 REG	**	595,241		
HUA NAN FINANCIAL TWD10	**	85,614		
HUB GROUP INC CL A	**	147,293		
HUBBELL INC COM	**	2,603,806		
HUBSPOT INC COM	**	3,372,106		
HUDSON PACIFIC PROPERTIES INC COM	**	286,570		
HUDSON TECHNOLOGIES INC COM STK	**	21,524		
HULIC COMPANY LTD	**	35,830		
HUMANA INC 2.625% DUE 10-01-2019	**	301,267		
HUMANA INC 3.15 DUE 12-01-2022	**	2,677,673		
HUMANA INC BNDS 2.9% 12-15-2022	**	2,525,808		
HUNT J B TRANS 2.4% DUE 03-15-2019	**	600,638		
HUNTINGTON 2.3% DUE 01-14-2022	**	245,974		
HUNTINGTON 2.6% DUE 08-02-2018	**	200,588		
HUNTINGTON 3.15% DUE 03-14-2021	**	4,088,317		
HUNTINGTON AUTO TR 1.29% DUE 05-15-2019	**	70		
HUNTINGTON NATIONAL BANK 2% DUE 06-30-2018	**	750,281		
HUNTINGTON NATL BK 2.2 DUE 04-01-2019	**	599,899		
HUNTINGTON NATL BK 2.2% DUE 11-06-2018	**	2,847,526		
HUNTSMAN CORP COM STK	**	125,304		
HURCO CO COM	**	30,257		
HURON CONSULTING GROUP INC COM STK	**	91,215		
HUSKY ENERGY INC 4% DUE 04-15-2024	**	4,262,037		
HUSKY ENERGY INC 6.15% DUE 06-15-2019	**	1,995,519		
HUSKY ENERGY INC COM NPV	**	1,135,309		
HUSQVARNA AB SER'B'NPV	**	176,822		
HUTTIG BLDG PRODS INC COM	**	10,108		
HYDRO-QUEBEC 8.05 DEB DUE 07-07-2024 REGPUTABLE 7-7-06 @100	**	342,429		
HYDRO-QUEBEC DEB DTD 01/30/1992 8.4% DUE01-15-2022 REG	**	167,559		
HYPERMARCAS SA COM NPV	**	271,093		
HYSAN DEVELOPMENT NPV	**	127,314		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
HYSTER-YALE MATLS HANDLING INC CL A COM	**	87,289		
HYUNDAI AUTO 1.05% DUE 04-15-2019	**	108,629		
HYUNDAI AUTO 1.46% DUE 11-15-2019	**	526,314		
HYUNDAI AUTO 1.96% DUE 02-15-2023	**	1,436,129		
HYUNDAI AUTO 2.38% DUE 04-17-2023	**	696,467		
HYUNDAI AUTO 3.23% DUE 12-15-2022	**	1,230,086		
HYUNDAI AUTO FIXED 2.53% DUE 11-15-2023	**	1,446,533		
HYUNDAI AUTO LEASE 1.52% DUE 10-15-2019	**	1,481,672		
HYUNDAI AUTO LEASE 1.65% DUE 07-15-2020	**	1,840,704		
HYUNDAI AUTO LEASE 1.68% DUE 04-15-2020	**	648,138		
HYUNDAI AUTO RECEIVABLES TR 2017-A NT CLA-4 2.09% DUE 04-17-2023	**	1,341,074		
HYUNDAI CAP AMER 2% DUE 07-01-2019	**	484,135		
HYUNDAI CAP AMER 2.5% DUE 03-18-2019	**	498,783		
HYUNDAI MARINE&FIR KRW500	**	461,329		
HYUNDAI MOBIS KRW5000	**	369,717		
I/O CMO DBUBS MTG TR SER 2011-LC2 CL XA FLTG RT 10 07-10-2044	**	28,793		
I/O CMO UBS COML MTG TR 2012-C1 COML MTG144A CL X-A 2.561868 05-10-2045 BEO	**	67,627		
I/O CMO UBS-BARCLAYS COML MTG TR 2013-C5CL X-A 144A VAR RT 03-10-2046 BEO	**	637,580		
I/O FEDERAL HOME LN MTG CORP SER 2936 CL SC VAR RT 03-15-2029	**	91,105		
I/O FHLMC MULTICLASS SER 004579 CL SD 01-15-2038	**	45,724		
I/O FHLMC MULTICLASS SER 12-K708 CL X1 FLTG RT 01-25-2019	**	55,835		
I/O FHLMC MULTICLASS SER 323 CL 300 DUE 01-15-2044	**	620,136		
I/O FHLMC MULTICLASS SER 4075 CL PI 02-15-2041	**	172,548		
I/O FNMA POOL #AN6788 2.87% 09-01-2027	**	1,904,195		
I/O FNMA REMIC SER 2013-13 CL IK 03-25-2028	**	59,516		
I/O FNMA REMIC TR 2013-17 CL-TI 3% 03-25-2028 REG	**	68,434		
I/O FNMA SMBS TR 404 CL 05-25-2040	**	485,861		
I/O FNMA SMBS TR 421 CL 12-25-2038	**	233,614		
IAC / INTERACTIVECORP COM PAR $.001 STK	**	426,879		
IBERIABANK CORP COM	**	3,175,950		
IBSTOCK PLC ORD GBP0.01	**	632,860		
ICF INTL INC COM STK	**	107,625		
ICON PLC COM	**	1,730,026		
ICONIX BRAND GROUP INC COM	**	7,851		
IDACORP INC COM	**	4,208,955		
IDEMITSU KOSAN CO NPV	**	160,104		
IDT CORP CL B NEW CL B NEW	**	19,917		
IIDA GROUP LTD	**	39,578		
II-VI INC COM	**	2,185,476		
IL ST BUILD AMERICA BONDS-TAXABLE-SER 3 6.725 04-01-2035 BEO	**	444,216		
IL TOOL WKS INC 1.95% DUE 03-01-2019	**	199,677		
ILG INC COM	**	277,965		
ILL TOOL WKS INC COM	**	8,791,327		
ILLINOIS TOOL WKS INC 3.375 DUE 09-15-2021 REG	**	118,320		
ILLUMINA INC COM	**	14,701,755		
IMARKETKOREA INC KRW500	**	393,793		
IMAX CORP COM	**	2,232,262		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
IMERYS EUR2	**	696,903		
IMPAC CMB TR 2007-A COLL AST BACKED BD CL M-1 144A 05-25-2037 BEO	**	3,092,869		
IMPAX LABORATORIES INC COM	**	10,756		
IMPERIAL BRANDS FINANCE PLC 3.5% DUE 02-11-2023 BEO	**	9,465,763		
IMPERIAL BRANDS PLC GBP0.10	**	169,942		
IMPERIAL HLDGS ZAR0.04	**	722,607		
IMPLENIA AG CHF1.02 (REGD)	**	1,078,979		
IN MICH PWR CO 3.2% DUE 03-15-2023	**	141,804		
INCHCAPE ORD GBP0.10	**	451,370		
INDEPENDENCE GROUP NPV	**	886,387		
INDEPENDENCE HLDG CO NEW COM NEW	**	47,818		
INDEPENDENCE RLTY TR INC COM	**	11,099		
INDEPENDENT BK CORP MASS COM	**	150,876		
INDEPENDENT BK CORPORATION	**	24,652		
INDEPENDENT BK GROUP INC COM	**	199,758		
INDIAN OIL CORP INR10	**	340,107		
INDL ALLIANCE INS COM NPV	**	1,120,011		
INDOFOOD CBP SUKSES MAKMUR T PLACEMENT	**	40,309		
INDONESIA GOVERNMEN 8.375% 15/03/34	**	1,198,425		
INDONESIA(REP OF) 2.625% SNR MTN 14/06/23 EUR	**	1,559,116		
INDONESIA(REP OF) T BD 5.875 DUE 03-13-2020 BEO	**	166,388		
INDORAMA VENTURES THB1(NVDR)	**	327,527		
INDUSTRIAL & COMMERCIAL BANK CHINA 'H'	**	1,332,028		
INDYMAC ABS INC SER 2005-B CL M3 FLT RT 08-25-2035 BEO	**	399,264		
INEOS FINANCE PLC TERM LOAN B DUE 02-10-2024 BEO	**	3,609		
INFINEON TECHNOLOG ORD NPV (REGD)	**	536,264		
INFINERA CORP COM STK USD0.001	**	47,735		
INFORMA PLC (GB) ORD GBP0.001	**	1,423,417		
INFOSYS LIMITED ADR	**	555,097		
INFRASTRUTTURE WIRELESS ITALIA SPA NPV	**	750,281		
ING BANK NV 4.125%-FRN LT2 21/11/23 USD	**	1,214,408		
ING BANK NV FLTG RATE DUE 11-21-2023 BEO	**	4,847,635		
ING BK N V COVERED 2.625% DUE 12-05-2022	**	1,200,740		
ING BK N V MEDIUM 2.05% DUE 08-17-2018	**	3,707,527		
ING BK N V MEDIUM 2.3% DUE 03-22-2019	**	231,124		
ING GROEP N.V. EUR0.01	**	13,316,550		
INGENICO GROUP EUR1	**	1,000,856		
INGERSOLL-RAND 6.875% DUE 08-15-2018	**	1,142,149		
INGERSOLL-RAND GLOBAL HLDG CO LTD 2.875%DUE 01-15-2019	**	4,444,645		
INGERSOLL-RAND GLOBAL HLDG CO LTD 4.25 DUE 06-15-2023	**	575,428		
INGERSOLL-RAND PLC COM STK	**	5,120,041		
INGLES MKTS INC CL A	**	49,651		
INNERWORKINGS INC COM	**	53,460		
INNOLUX CORP TWD10	**	71,105		
INNOPHOS HLDGS INC COM STK	**	100,563		
INNOSPEC INC COM STK	**	166,404		
INPHI CORP COM	**	4,041,518		

111

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
INSIGHT ENTERPRISES INC COM	**	141,290		
INSTEEL INDS INC COM	**	1,827,886		
INSTITUTO HERMES P NPV	**	1,448,844		
INSULET CORP COM STK	**	2,362,353		
INTEGER HLDGS CORP COM	**	3,087,512		
INTEL CORP 1.85% DUE 05-11-2020	**	3,125,581		
INTEL CORP 2.45% DUE 07-29-2020	**	6,110,872		
INTEL CORP 3.1% DUE 07-29-2022	**	51,433		
INTEL CORP 3.3 DUE 10-01-2021	**	680,300		
INTEL CORP 3.7% DUE 07-29-2025	**	3,488,175		
INTER AMERN DEV BK 1.625% 05-12-2020 REG	**	12,451,905		
INTER PARFUMS INC COM	**	2,858,923		
INTERCONTINENTAL 2.5% DUE 10-15-2018	**	6,649,159		
INTERCONTINENTAL 2.5% DUE 10-15-2018	**	227,886		
INTERCONTINENTAL 4% DUE 10-15-2023	**	5,394,887		
INTERCONTINENTAL EXCHANGE INC COM	**	25,048,165		
INTERFACE INC COM	**	4,658,962		
INTERNATIONAL BUSINESS MACHS CORP COM	**	3,726,265		
INTERNATIONAL GAME TECHNOLOGY COMMON STOCK	**	2,929,196		
INTERNATIONAL SEAWAYS INC INTERNATIONAL SEAWAYS INC COMMON STOCK	**	21,691		
INTERNET COMM STK	**	903,415		
INTERPUBLIC GROUP COMPANIES INC COM	**	6,035,924		
INTERPUMP GROUP EUR0.52	**	582,950		
INTERSECT ENT INC COM	**	1,243,285		
INTESA SANPAOLO EUR0.52	**	10,012,215		
INTEVAC INC COM	**	21,783		
INTL BANCSHARES CORP COM	**	299,934		
INTL BUSINESS 1.9% DUE 01-27-2020	**	7,077,436		
INTL BUSINESS MACH CORP 8.375 NT DUE 11-1-2019 REG	**	1,339,509		
INTL CCE INC 3.5% DUE 09-15-2020	**	205,024		
INTL CONS AIRLINE ORD EUR0.50	**	1,044,920		
INTL CONTAINER TER PHP1	**	100,360		
INTL FCSTONE INC COM	**	74,087		
INTL LEASE FIN 4.625% DUE 04-15-2021	**	8,163,789		
INTL LEASE FIN 5.875% DUE 08-15-2022	**	2,869,376		
INTL LEASE FIN 6.25% DUE 05-15-2019	**	943,115		
INTL LEASE FIN 8.25% DUE 12-15-2020	**	5,197,655		
INTL PAPER CO 3% DUE 02-15-2027	**	2,394,784		
INTL PAPER CO 4.75% DUE 02-15-2022	**	1,272,441		
INTL PAPER CO COM	**	10,979,630		
INTREPID POTASH INC COM	**	57,515		
INVACARE CORP COM	**	65,226		
INVESTEC ORD GBP0.0002	**	936,806		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
INVESTMENT TECHNOLOGY GROUP INC NEW COM	**	67,086		
INVESTOR AB SER'B'NPV	**	230,055		
INVESTORS BANCORP INC NEW COM	**	349,540		
INVESTORS CLOUD CO NPV	**	1,047,566		
INVESTORS REAL ESTATE TR COM STK	**	43,662		
INVESTORS TITLE CO NC COM	**	40,662		
ION GEOPHYSICAL CORP COM NEW COM NEW	**	14,437		
IPALCO ENTERPRISES 3.45% DUE 07-15-2020	**	1,010,000		
IPSOS EUR0.25	**	725,525		
IQVIA HLDGS INC COM USD0.01	**	22,378,667		
IRELAND(REP OF) 1% BDS 15/05/2026 EUR0.01	**	616,724		
IRESS LIMITED NPV	**	816,214		
IRHYTHM TECHNOLOGIES INC COM	**	2,769,318		
IRIDIUM COMMUNICATIONS INC COM STK	**	110,059		
IROBOT CORP COM	**	1,051,787		
IRS KRW 3M 1.9275%/KRWON CITIUS33 02/08/2027 SWU00MEV6	**	21,894		
IRS KRW 3M 2.01%/KRWON GSCMUS33 10/07/2027 SWU00M9L4	**	47,545		
IRS THB 6MTHBFX/6M 2.48% CITIUS33 18/05/2027 SWU00LT91	**	4,332		
IRS THB 6MTHBFX/6M 2.81% CITIUS33 18/05/2037 SWU00LTA8	**	8,475		
IRS USD 3MLIBOR/ LIBOR CME_CSFBUS 12/06/2022 SWU0JSFF7	**	251		
ISRAEL(STATE OF) 1.75% SNR 31/08/25 ILS1000	**	297,524		
ISRAEL(STATE OF) GTD NT CL 2 DTD 12/04/2003 5.5% DUE 12-04-2023 REG	**	263,100		
ISUZU MOTORS NPV	**	344,569		
ITALY(REP OF) 0% T-BILL 30/04/18 EUR1000	**	10,946,463		
ITALY(REP OF) 0% T-BILL 31/01/18 EUR1000	**	2,762,851		
ITALY(REP OF) 1.45% BDS 15/11/24 EUR1000	**	4,097,118		
ITALY(REP OF) 1.65% IDX/LKD 04/2020 EUR	**	1,267,649		
ITALY(REPUBLIC OF) 2.35% IDX/LKD NTS 15-09-2024 EUR1000	**	1,548,450		
ITAUSA INV ITAU SA PRF NPV	**	681,386		
ITC HLDGS CORP 3.25% DUE 06-30-2026	**	795,426		
ITC INR1	**	300,944		
ITOCHU CORP NPV	**	436,994		
ITT INC COM	**	3,368,554		
J & J SNACK FOODS CORP COM STK NPV	**	5,259,391		
J ALEXANDERS HLDGS INC COM CL A	**	11,980		
J P MORGAN CHASE & CO MEDIUM TERM FLTG 04-25-2018	**	6,607,524		
J P MORGAN CHASE 2.665 DUE 01-15-2046	**	1,902,990		
J P MORGAN CHASE 2.6942% DUE 04-15-2046	**	7,508,121		
J2 GLOBAL INC COM	**	7,384,828		
JABIL INC	**	489,694		
JACK HENRY & ASSOC INC COM	**	4,386,000		
JACKSON NATIONAL LIFE GLOBAL FNDG PPN CORPBOND 2.5% 06-27-2022	**	4,657,597		
JACKSON NATL LIFE GLOBAL 144A BNDS 2.3% 04-16-2019 BEO	**	450,765		
JACKSON NATL LIFE GLOBAL 144A BNDS FLTG 02-13-2019	**	6,098,781		
JACKSON NATL LIFE GLOBAL FDG PROGRAM MEDTRANCHE # TR 00014 0 DUE 06-01-2018	**	303,480		
JACOBS ENGR GROUP INC COM	**	4,113,398		
JAMES RIVER GROUP HOLDINGS COM USD0.0002	**	77,339		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
JAPAN AIRLINES CO NPV	**	1,816,032		
JAPAN BANK FOR INTL COOPERATION 2.875% DUE 07-21-2027	**	6,440,205		
JAPAN BK INTL COOPERATION 1% BDS 27/10/2021 USD 2% DUE 11-04-2021 BEO	**	18,332,246		
JAPAN BK INTL COOPERATION 1.5% 07/21/2021 1.5% DUE 07-21-2021 REG	**	1,350,182		
JAPAN BK INTL COOPERATION 2.125% 07-21-2020	**	1,389,305		
JAPAN BK INTL COOPERATION 2.375% DUE 07-21-2022	**	8,282,014		
JAPAN BK INTL COOPERATION GTD BD 1.75% DUE 07-31-2018 REG	**	1,908,133		
JAPAN BK INTL COOPERATION GTD BD 1.75% DUE 11-13-2018 REG	**	13,206,290		
JAPAN BK INTL COOPERATION GTD BD 2.125% 06-01-2020	**	993,980		
JAPAN BK INTL COOPERATION GTD BD 2.5% DUE 06-01-2022 REG	**	298,736		
JAPAN FIN ORGANIZATION FOR MUNICIPALITIE2.125% DUE 02-12-2021 BEO	**	9,845,280		
JAPAN FIN ORGANIZATION FOR MUNICIPALITIEGLOBAL NT 144A 2.125% DUE 10-25-2023 BEO	**	2,977,717		
JAPAN FIN ORGANIZATION FOR MUNICIPALITIENT SER 53 144A 2.125% DUE 04-13-2021 BEO	**	2,456,685		
JAPAN FIN ORGANIZATION FOR MUNICIPALITIES 144A 2.625% 04-20-2022	**	5,169,892		
JAPAN PRIME REALTY REIT	**	123,944		
JAPAN REAL ESTATE INVESTMENT CO	**	151,969		
JAPAN RETAIL FUND REIT	**	115,512		
JAPAN TOBACCO INC NPV	**	5,508,811		
JAPAN(GOVT OF) 0% T-BILL 13/02/2018 JPY	**	716,052		
JAPAN(GOVT OF) 0% T-BILL 13/02/2018 JPY	**	1,775,704		
JAPAN(GOVT OF) 0% T-BILL 22/01/2018 JPY	**	314,714		
JAPAN(GOVT OF) 0.1% IDX/LKD SNR 03/26 JPY	**	3,614,517		
JAPAN(GOVT OF) 0.5% SNR 20/09/46 JPY50000	**	1,171,322		
JASTRZEBSKA SPOLKA WEGLOWA S	**	603,293		
JEFFERIES GROUP 5.125% DUE 01-20-2023	**	2,167,608		
JEFFERIES GROUP 5.125% DUE 04-13-2018	**	196,599		
JEFFERIES GROUP INC 6.875 DUE 04-15-2021BEO	**	78,309		
JEFFERIES GROUP LLC 4.85% 01-15-2027	**	12,758		
JETBLUE AWYS CORP COM	**	631,239		
JFE HOLDINGS INC NPV	**	1,182,359		
JG SUMMIT HLDGS PHP1	**	34,771		
JIANGXI COPPER CO 'H'CNY1	**	112,423		
JOHN DEERE CAPITAL CORP TRANCHE # TR 00413 1.95% DUE 01-08-2019	**	1,498,730		
JOHN DEERE OWNER SER 17-A CL A4 2.11% 12-15-2023	**	13,168,560		
JOHN DEERE OWNER TRUST SER 17-B CL A3 1.82% 10-15-2021	**	8,570,566		
JOHNSON & JOHNSON COM USD1	**	32,834,619		
JOHNSON & JOHNSON FIXED 1.95% 11-10-2020	**	2,836,505		
JOHNSON CTLS INTL 3.9% DUE 02-14-2026	**	60,684		
JOHNSON CTLS INTL 5% DUE 03-30-2020	**	158,207		
JOHNSON CTLS INTL PLC COM USD0.01	**	34,500,335		
JOHNSON OUTDOORS INC CL A	**	57,247		
JOLLIBEE FOODS PHP1	**	623,964		
JONES LANG LASALLE INC COM STK	**	73,274		
JPMBB COML MTG 2.8164% DUE 11-15-2048	**	3,528,123		
JPMBB COML MTG 3.0456% DUE 04-15-2047	**	6,206,637		
JPMBB COML MTG 3.31060004234% DUE 03-15-2049	**	12,829,106		
JPMBB COML MTG 3.3222% DUE 07-15-2048	**	7,311,293		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
JPMBB COML MTG 3.8218% DUE 07-15-2048	**	1,502,235		
JPMBB COML MTG 4.2016% DUE 09-15-2047	**	6,562,059		
JPMBB COML MTG FLTG RT 4.55892% DUE 09-15-2047	**	984,773		
JPMBB COML MTG FLTG RT 5.0806% DUE 11-15-2045	**	564,942		
JPMBB COML MTG SECS TR 2015-C31 FLTG RT CL B 08-15-2048	**	1,433,217		
JPMDB COML MTG SECS TR 2016-C4 CL A-2 2.8822% 9-15-2026	**	7,872,536		
JPMORGAN CHASE 3.9% 07-15-2025	**	733,840		
JPMORGAN CHASE & 1.85% DUE 03-22-2019	**	2,510,769		
JPMORGAN CHASE & 2.4% DUE 06-07-2021	**	7,340,377		
JPMORGAN CHASE & 2.55% DUE 03-01-2021	**	5,002,645		
JPMORGAN CHASE & 2.55% DUE 10-29-2020	**	15,650,894		
JPMORGAN CHASE & 2.7% DUE 05-18-2023	**	5,036,761		
JPMORGAN CHASE & 2.75% DUE 06-23-2020	**	4,433,377		
JPMORGAN CHASE & 2.95% DUE 10-01-2026	**	1,650,163		
JPMORGAN CHASE & 3.2% DUE 01-25-2023	**	3,366,003		
JPMORGAN CHASE & 3.25% DUE 09-23-2022	**	1,013,613		
JPMORGAN CHASE & 3.625% DUE 05-13-2024	**	1,554,514		
JPMORGAN CHASE & 4.25% DUE 10-15-2020	**	6,296,357		
JPMORGAN CHASE & 4.5% DUE 01-24-2022	**	321,016		
JPMORGAN CHASE & 4.625 DUE 05-10-2021	**	6,406,026		
JPMORGAN CHASE & 6.3% DUE 04-23-2019	**	5,474,544		
JPMORGAN CHASE & CO 3.875 09-10-2024	**	8,068,556		
JPMORGAN CHASE & CO 3.782% DUE 02-01-2028 BEO	**	7,150,125		
JPMORGAN CHASE & CO COM	**	63,346,337		
JPMORGAN CHASE & CO FORMERLY J P MORGAN 6 DUE 01-15-2018 BEO	**	5,442,560		
JPMORGAN CHASE & CO NT FIXED/FLTG RATE DUE 05-01-2028/10-25-2017 REG	**	813,877		
JPMORGAN CHASE & CO NT FLTG RATE DUE 06-01-2021 REG	**	12,067,476		
JPMORGAN CHASE & FIXED 2.25% DUE 01-23-2020	**	199,866		
JSW STEEL LTD INR1	**	172,911		
JTEKT CORPORATION NPV	**	476,242		
JULIUS BAER GRUPPE CHF0.02 (REGD)	**	3,587,397		
JUNGHEINRICH NON-VTG PRF NPV	**	2,235,832		
JXTG HOLDINGS INC NPV	**	657,255		
JYSKE BANK A/S DKK10	**	670,360		
K12 INC COM STOCK USD.0001	**	84,000		
K2M GROUP HLDGS INC COM	**	1,299,600		
KABU.COM SECURITIE NPV	**	557,619		
KADANT INC COM	**	2,471,145		
KAJIMA CORP NPV	**	2,143,690		
KAMAN CORP COM	**	156,809		
KAMIGUMI CO LTD NPV	**	663,211		
KANSAS CITY PWR & LT CO 5.3 DUE 10-01-2041	**	76,944		
KAO CORP NPV	**	6,203,762		
KAPSTONE PAPER & PACKAGING CORP KAPSTONEPAPER AND PACKAGING CORP COMMON STOCK	**	211,630		
KAZ MINERALS PLC	**	1,497,209		
KB FINANCIAL GROUP KRW5000	**	146,453		
KB HOME COM	**	281,639		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
KBC BANK NV 8%-STP SUB 25/01/2023 USD	**	1,609,654		
KBC GROEP NV NPV	**	6,113,166		
KBC GROUP NV MTN .75% .75% 01/03/2022	**	729,108		
KBR INC COM	**	43,229		
KDDI CORP NPV	**	107,082		
KEARNY FINL CORP MD COM	**	132,781		
KELLOGG CO 3.4% DUE 11-15-2027	**	74,638		
KELLOGG CO 4% DUE 12-15-2020	**	146,630		
KELLY SERVICES INC CL A COM	**	86,637		
KEMET CORP COM NEW	**	64,306		
KEMPER CORP DEL COM	**	397,691		
KENNEDY-WILSON HLDGS INC COM	**	121,814		
KEPCO PLANT SERVICE & ENGINEERING CO LTDKRW200	**	246,966		
KERING	**	839,329		
KERR MCGEE CORP 6.95 DUE 07-01-2024 BEO	**	2,227,889		
KERRY PROPERTIES HKD1	**	2,151,306		
KEY TRONIC CORP COM	**	8,469		
KEYBANK NATL ASSN 1.65% DUE 02-01-2018	**	1,544,598		
KEYBANK NATL ASSN 1.7% DUE 06-01-2018	**	249,811		
KEYBANK NATL ASSN 2.25% DUE 03-16-2020	**	1,949,268		
KEYBANK NATL ASSN 2.35% DUE 03-08-2019	**	3,225,905		
KEYBANK NATL ASSN 2.5% DUE 12-15-2019	**	5,140,114		
KEYCORP MEDIUM TERM SR NTS 2.9% DUE 09-15-2020	**	454,211		
KEYCORP MEDIUM TERM SR NTS BOOK ENTRY 2.3 DUE 12-13-2018	**	300,449		
KEYCORP MEDIUM TERM SR NTS BOOK ENTRY MTN 5.1% DUE 03-24-2021	**	651,993		
KEYENCE CORP NPV	**	558,490		
KEYW HLDG CORP COM STK	**	22,259		
KFW 1 DUE 06-11-2018 REG	**	15,551,047		
KILROY RLTY CORP COM	**	449,393		
KILROY RLTY L P 4.375% DUE 10-01-2025	**	2,098,144		
KIMBALL ELECTRONICS INC COM	**	53,144		
KINDER MORGAN 2.65% DUE 02-01-2019	**	1,137,036		
KINDER MORGAN 6.85% DUE 02-15-2020	**	866,556		
KINDER MORGAN GTD SR NT FIXED 6.5% DUE 04-01-2020	**	339,798		
KINDER MORGAN INC FIXED 3.15% DUE 01-15-2023	**	1,987,818		
KINDER MORGAN INC FLTG RT 3.00019% DUE 01-15-2023	**	10,877,235		
KINDER MORGAN INC/DELAWA 3.05% DUE 12-01-2019	**	1,892,434		
KINDRED HEALTHCARE INC COM STK	**	117,865		
KINGBOARD LAMINATE HKD0.10	**	916,697		
KINGDOM OF SWEDEN BNDS .875% 31/01/2018	**	480,979		
KINGFISHER ORD GBP0.157142857	**	369,759		
KINNEVIK AB SER'B'NPV (POST SPLIT)	**	104,816		
KINROSS GOLD CORP COM	**	200,457		
KINTETSU WORLD EXP NPV	**	797,913		
KIRBY CORP COM	**	1,273,342		
KIRIN HOLDINGS CO NPV	**	289,403		
KIRKLANDS INC COM	**	20,843		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
KITE RLTY GROUP TR COM NEW COM NEW	**	91,297		
KLA-TENCOR CORP 3.375% DUE 11-01-2019	**	6,149,746		
KLA-TENCOR CORP 4.125% DUE 11-01-2021	**	625,908		
KLEPIERRE EUR1.40	**	131,941		
KLX INC COM	**	394,485		
KNIGHT-SWIFT TRANSN HLDGS INC CL A CLASSA COMMON STOCK USD0.01	**	2,006,748		
KNOLL INC COM NEW COM	**	2,802,931		
KNOWLES CORP COM	**	145,002		
KOHLS CORP COM	**	820,880		
KOMMUNALBANKEN AS MEDIUM TERM NTS BOOK E TRANCHE # TR 53 2.25% 01-25-2022	**	1,093,695		
KOMMUNALBANKEN AS MEDIUM TERM NTS BOOK ENTRYADJ RT 06-16-2020 BEO	**	201,338		
KONAMI HOLDINGS CO NPV	**	692,541		
KONINKLIJKE DSM NV EUR1.50	**	1,152,534		
KONINKLIJKE PHILIP EUR0.20	**	2,562,420		
KONINKLIJKE PHILIPS NV	**	11,821,421		
KOREA INVESTMENT HOLDINGS KRW5000	**	230,737		
KOREA(REPUBLIC OF) 7.125% DUE 04-16-2019	**	5,378,704		
KORN / FERRY INTL COM NEW	**	1,537,764		
KORNIT DIGITAL LTD COMMON STOCK	**	845,291		
KOSMOS ENERGY LTD	**	26,948		
KRAFT FOODS GROUP 3.5% DUE 06-06-2022	**	15,349		
KRAFT FOODS GROUP 5% DUE 06-04-2042	**	123,398		
KRAFT FOODS GROUP 5.375% DUE 02-10-2020	**	2,179,385		
KRAFT FOODS GROUP 6.125% DUE 08-23-2018	**	404,190		
KRAFT HEINZ FOODS 2.8% DUE 07-02-2020	**	9,259,073		
KRAFT HEINZ FOODS 3% DUE 06-01-2026	**	7,654,937		
KRAFT HEINZ FOODS 3.5% DUE 07-15-2022	**	1,206,847		
KRAFT HEINZ FOODS 3.95% DUE 07-15-2025	**	7,008,030		
KRAFT HEINZ FOODS 5% DUE 07-15-2035	**	125,554		
KRATON CORPORATION	**	128,132		
KRATOS DEFENSE & SECURITY SOLUTIONS INC	**	357,815		
KROGER CO 1.5% DUE 09-30-2019	**	2,918,083		
KROGER CO 2% DUE 01-15-2019	**	3,284,108		
KROGER CO 2.3% DUE 01-15-2019	**	965,799		
KROGER CO 3.3% DUE 01-15-2021	**	122,384		
KROGER CO 4 DUE 02-01-2024	**	2,095,524		
KROGER CO 7.5% DUE 04-01-2031	**	105,432		
KRONOS WORLDWIDE INC COM STK	**	34,145		
KROTON EDUCACIONAL COM NPV	**	96,361		
KRUK SA PLN1	**	737,439		
KRUNG THAI BNK LTD THB5.15(NVDR)	**	292,395		
KS CY PWR & LT CO 3.15 DUE 03-15-2023	**	24,110		
KS CY PWR & LT CO 7.15% DUE 04-01-2019	**	291,038		
KT&G CORPORATION KRW5000	**	225,204		
KUBOTA CORP NPV	**	5,664,287		
KUEHNE&NAGEL INTL CHF1 (REGD)	**	2,701,084		
KULICKE & SOFFA INDS INC COM	**	187,063		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
KUWAIT ST NT 144A 2.75% DUE 03-20-2022 BEO	**	4,747,846		
KUWAIT ST NT 144A 3.5% DUE 03-20-2027 BEO	**	2,843,714		
KVH INDS INC COM STK	**	10,112		
KY UTILS CO 1ST MTG BD 3.25 DUE 11-01-2020	**	302,222		
KYOCERA CORP NPV	**	7,287,136		
L A CAL DEPT ARPTS ARPT REV TAX BUILD AMER BD 6.582 DUE 05-15-2039	**	92,786		
LA QUINTA HLDGS INC COM	**	173,875		
LA Z BOY INC COM	**	137,498		
LAB CORP AMER 2.5% DUE 11-01-2018	**	250,767		
LAB CORP AMER 2.625% DUE 02-01-2020	**	300,790		
LAB CORP AMER 3.2% DUE 02-01-2022	**	68,309		
LAGARDERE SCA EUR6.10	**	338,898		
LAKELAND BANCORP INC COM	**	74,979		
LAKELAND INDS INC COM	**	13,386		
LAM RESH CORP 2.8% DUE 06-15-2021	**	5,816,275		
LAND SECURITIES GP ORD GBP0.106666666	**	177,857		
LANDEC CORP COM	**	34,864		
LANDSTAR SYS INC COM	**	1,665,600		
LANDWIRTSCH RENTENBANK 4.25% 24/01/2023	**	83,832		
LANSFORSAKRINGAR H 1.25% BDS 20/09/23 SEK10000	**	839,050		
LANSFORSAKRINGAR H 2.25% BDS 21/09/22 SEK10000	**	2,375,074		
LARGAN PRECISION C TWD10	**	269,345		
LASALLE HOTEL PPTYS COM SH BEN INT	**	2,030,079		
LATTICE SEMICONDUCTOR CORP COM	**	19,340		
LAUREATE ED INC CL A CL A	**	1,534,992		
LAYNE CHRISTENSEN CO COM	**	18,009		
LCH_IRS LCH_CSFBUS EUR P 1.5%/R 6M EURIB 21/03/2048 SWU00KWG3	**	9,122		
LCH_IRS LCH_CSFBUS EUR P 6M EURIB/R .5% 21/03/2023 SWU00MIA8	**	74,118		
LCH_IRS LCH_CSFBUS EUR P 6M EURIB/R 1.0% 21/03/2028 SWU00MIB6	**	97,594		
LCH_IRS LCH_CSFBUS EUR P 6M EURIB/R 2.04% 03/02/2037 SWU00KW65	**	23,996		
LCH_IRS LCH_CSFBUS GBP P .75%/R 6M LIBOR 21/03/2020 SWU00MIC4	**	31,942		
LCH_IRS LCH_CSFBUS GBP P 1.0%/R 6M LIBOR 21/03/2023 SWU00MID2	**	460		
LCH_IRS LCH_CSFBUS GBP P 3M LIBOR/R 1.0% 19/09/2019 SWU00MP69	**	28,308		
LCH_IRS LCH_CSFBUS GBP P 3M LIBOR/R 1.0% 19/09/2019 SWU00MP69	**	332,486		
LCH_IRS LCH_CSFBUS GBP P 6M LIBOR/R 1.75% 21/03/2048 SWU00KWQ1	**	5,368		
LCH_IRS LCH_CSFBUS JPY P .3%/R 6M LIBOR 20/09/2027 SWU00LCF5	**	13,818		
LCH_IRS LCH_CSFBUS JPY P 6M LIBOR/R .45% 20/03/2029 SWU00KXL1	**	851		
LCH_IRS LCH_CSFBUS USD P 1.75%/R 3M LIBOR 12/21/2023 SWU00IN94	**	380,720		
LCH_IRS LCH_CSFBUS USD P 3M LIBOR/R 1.75% 12/21/2026 SWU00INB9	**	40,221		
LCI INDUSTRIES COM	**	2,643,940		
LEE & MAN PAPER MA HKD0.025	**	521,144		
LEGACY TEXAS FINANCIAL GROUP INC COM	**	2,708,405		
LEGG MASON INC COM	**	486,212		
LEGGETT & PLATT INC COM	**	3,097,677		
LEGRAND SA EUR4	**	3,592,927		
LEMAITRE VASCULAR INC COM STK	**	989,587		
LENDINGCLUB CORP COM	**	74,328		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
LENDLEASE GROUP NPV (STAPLED)	**	202,148		
LENNAR CORP CL A CL A	**	2,627,432		
LETRA TESOURO NACIONAL 0.0% 01/07/18	**	4,176,563		
LEXINGTON RLTY TR COM	**	135,505		
LG CORP KRW5000	**	272,444		
LG ELECTRONICS INC KRW5000	**	1,686,726		
LG INNOTEK CO KRW5000	**	694,393		
LG&E & KU ENERGY LLC 3.75 DUE 11-15-2020	**	515,854		
LHC GROUP INC COM	**	113,006		
LIBBEY INC COM	**	22,004		
LIBERTY EXPEDIA HLDGS INC SER A COM SER A COM	**	154,180		
LIBERTY GLOBAL PLC -SERIES C COM	**	21,791,776		
LIBERTY GLOBAL PLC USD0.01 A	**	5,301,955		
LIBERTY HLDGS ZAR0.0833	**	51,059		
LIBERTY INTERACTIVE CORPORATION QVC GROUP SER A	**	18,504,621		
LIBERTY PPTY TR SH BEN INT	**	386,359		
LIBERTY TAX INC CL A CL A	**	8,558		
LIBERTY TRIPADVISOR HLDGS INC COM USD0.01 'A'	**	52,252		
LIFE STORAGE INC COM	**	254,473		
LIFEPOINT HEALTH INC COM ISIN US53219L1098	**	209,060		
LIFESTYLE INTERNAT HKD0.005	**	411,586		
LIFETIME BRANDS INC COM	**	21,978		
LILLY ELI & CO 1.25% DUE 03-01-2018	**	2,453,137		
LILLY ELI & CO 2.35% DUE 05-15-2022	**	2,054,275		
LIMELIGHT NETWORKS INC COM	**	24,012		
LIMONEIRA CO COM STK	**	32,144		
LINAMAR CORP COMMON STOCK	**	414,678		
LINCOLN NATL CORP 4.2 DUE 03-15-2022	**	26,327		
LINCOLN NATL CORP 6.25% DUE 02-15-2020	**	5,018,056		
LINCOLN NATL CORP SR NT 8.75 DUE 07-01-2019	**	105,909		
LINDE AG NPV (ASD 24/11/2017)	**	3,295,269		
LINK REAL ESTATE INVESTMENT	**	347,299		
LION CORP NPV	**	181,271		
LIQUIDITY SVCS INC COM STK	**	14,914		
LITE-ON TECHNOLOGY TWD10	**	366,431		
LITHIA MTRS INC CL A CL A	**	116,543		
LITHUANIA REP SR BD 144A 6.125% DUE 03-09-2021 BEO	**	1,711,325		
LITTELFUSE INC COM	**	3,002,908		
LIVANOVA PLC ORD GBP1.00 (DI)	**	184,615		
LIVE NATION ENTERTAINMENT INC	**	3,839,686		
LLOYDS BANK PLC 4.875% GTD SNR 30/03/27 GBP	**	1,886,117		
LLOYDS BANK PLC 5.125% GTD 07/03/2025 GBP	**	168,509		
LLOYDS BANKING GP 7.875%-FRN PERP GBP200000	**	1,155,107		
LLOYDS BANKING GP ORD GBP0.1	**	2,627,361		
LLOYDS BK PLC NY BRNCH GTD SR NT 2.3 DUE11-27-2018 REG	**	1,303,270		
LLOYDS BKG GROUP 3% DUE 01-11-2022	**	11,954,344		
LLOYDS BKG GROUP 7.0% 29/12/2049	**	1,962,449		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
LLOYDS TSB BK PLC 5.8% DUE 01-13-2020	**	4,048,117		
LOCALIZA RENT A CA COM NPV	**	1,572,829		
LOCKHEED MARTIN 3.35 DUE 09-15-2021	**	800,914		
LOCKHEED MARTIN 3.55% DUE 01-15-2026	**	1,194,132		
LOCKHEED MARTIN CORP COM	**	5,957,083		
LONDON STOCK EXCHANGE GROUP ORD GBP0.06918604	**	160,416		
LONG BEACH MTG LN FLTG RT 2.18135% DUE 08-25-2033	**	3,585,317		
LONGFOR PROPERTIES HKD0.10	**	48,832		
LONZA GROUP AG CHF1 (REGD)	**	554,557		
L'OREAL EUR0.20	**	6,186,022		
LOS ANGELES CALIF UNI SCH DIST 6.758% DUE 07-01-2034 BEO TAXABLE	**	414,336		
LOTTE CHEMICAL COR KRW5000	**	1,007,690		
LOUISIANA-PACIFIC CORP COM	**	175,286		
LOWES COMPANIES INC BNDS 3.12% DUE 04-15-2022 REG	**	183,651		
LOWES COS INC 2.5% DUE 04-15-2026	**	5,479,501		
LOWES COS INC 3.1% DUE 05-03-2027	**	80,283		
LOXO ONCOLOGY INC COM	**	1,178,857		
LSB INDS INC COM	**	17,958		
LSC COMMUNICATIONS INC COM	**	50,207		
LSI INDS INC OHIO COM	**	16,925		
LT GROUP INC PHP1	**	475,135		
LUBYS INC COM	**	7,577		
LULULEMON ATHLETICA INC COM	**	2,476,371		
LUMINEX CORP DEL COM	**	85,872		
LUNDIN MINING CORP COM NPV	**	1,663,019		
LUXOTTICA GROUP EUR0.06	**	604,039		
LVMH MOET HENNESSY LOUIS VUITTON SE EUR0.30	**	10,770,349		
LYDALL INC COM	**	2,237,009		
LYON WILLIAM HOMES CL A NEW COM USD0.01 CL'A'(POST REV SPLIT)	**	92,852		
LYONDELLBASELL 5% DUE 04-15-2019	**	2,001,091		
LYONDELLBASELL INDS N V 6 DUE 11-15-2021	**	1,971,675		
M / I HOMES INC	**	84,624		
M D C HLDGS INC COM	**	159,309		
M DIAS BRANCO SA I COM NPV	**	120,868		
MA EDL FING AUTH STUD LN ASSET-BKD NTS VAR RT DUE 04-25-2028 BEO N/C	**	30,037		
MABUCHI MOTOR CO NPV	**	134,987		
MACATAWA BK CORP COM	**	33,820		
MACK CALI RLTY CORP COM REIT	**	130,373		
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC COM STK	**	2,250,955		
MACQUARIE GP LTD NPV	**	1,098,003		
MACQUARIE MEXICO REAL ESTATE MGMT	**	322,935		
MACYS INC COM STK	**	625,946		
MACYS RETAIL HLDGS 4.375% DUE 09-01-2023	**	232,008		
MADDEN STEVEN LTD COM	**	8,343,936		
MADRID(COMUNIDAD) 4.688% SNR 12/03/20 EUR1000	**	264,880		
MAGELLAN HEALTH INC COM NEW COM NEW	**	3,167,612		
MAGELLAN MIDSTREAM 4.2% DUE 12-01-2042	**	22,602		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
MAGELLAN MIDSTREAM 4.25% DUE 02-01-2021	**	730,430		
MAGELLAN MIDSTREAM 6.4% DUE 07-15-2018	**	2,047,346		
MAGELLAN MIDSTREAM 6.55% DUE 07-15-2019	**	280,699		
MAGNA INTERNATIONAL INC COMMON STOCK	**	5,179,638		
MAGNA INTL INC COM NPV	**	1,851,632		
MAIDEN HOLDINGS LTD\MAIDEN HOLDINGS LTD\COM STK	**	56,357		
MAINSOURCE FINL GROUP INC COM	**	74,436		
MALAYAN BKG BERHAD MYR1	**	833,713		
MALAYSIA (GOVT OF) 4.378% BDS 29/11/2019MYR	**	75,862		
MALAYSIA 4.232% BDS 30/06/31 MYR	**	243,637		
MALAYSIA AIRPORT MYR1	**	557,782		
MALIN CLO BV FRN 05/2023 EUR1000	**	162,977		
MALLINCKRODT PLC COMMON STOCK	**	196,317		
MANITOBA PROV CDA DEB SER GM 2.125% DUE 06-22-2026 REG	**	188,138		
MANITOWOC CO INC COM USD0.01(POST REV SPLIT)	**	49,686		
MANPOWERGROUP INC	**	618,065		
MANTECH INTL CORP CL A CL A	**	123,467		
MANULIFE FINL CORP 4.061% DUE 02-24-2032	**	125,943		
MANULIFE FINL CORP 4.15% DUE 03-04-2026	**	122,132		
MANULIFE FINL CORP 4.9% DUE 09-17-2020	**	423,400		
MANULIFE FINL CORP 5.375% DUE 03-04-2046	**	12,746,134		
MANULIFE FINL CORP COM NPV	**	1,360,669		
MAPFRE EUR0.10	**	1,065,414		
MARATHON OIL CORP 2.7% DUE 06-01-2020	**	1,030,144		
MARATHON OIL CORP 2.8% DUE 11-01-2022	**	84,172		
MARATHON OIL CORP COM	**	21,096,473		
MARATHON PETE CORP 3.4% DUE 12-15-2020	**	408,718		
MARCUS CORP DEL COM	**	31,699		
MARICO LTD INR1	**	59,277		
MARINEMAX INC COM	**	46,494		
MARKEL CORP 4.9% DUE 07-01-2022	**	4,318,136		
MARKEL CORP 5.35% DUE 06-01-2021	**	59,259		
MARKEL CORP HOLDING CO COM	**	1,240,513		
MARLIN BUSINESS SVCS CORP COM	**	27,552		
MARRIOTT INTL INC 2.3% DUE 01-15-2022	**	6,862,635		
MARRIOTT INTL INC 6.75% DUE 05-15-2018	**	2,721,706		
MARRIOTT INTL INC NEW 3.375 DUE 10-15-2020	**	5,052,871		
MARRIOTT INTL INC NEW COM STK CL A	**	13,333,301		
MARRIOTT VACATIONS WORLDWIDE CORP COM	**	357,495		
MARSH & MCLENNAN 2.35% DUE 03-06-2020	**	118,932		
MARSH & MCLENNAN 2.75% DUE 01-30-2022	**	24,048		
MARSH & MCLENNAN COS INC 2.35 09-10-2019	**	501,391		
MARSH & MCLENNAN COS INC SR NT 3.5 DUE 06-03-2024	**	604,441		
MARTEN TRANS LTD COM	**	104,038		
MARTIN MARIETTA 3.45% DUE 06-01-2027	**	103,502		
MARTIN MARIETTA 4.25% 12-15-2047	**	247,367		
MARTIN MARIETTA FLTG RT 2.09594% DUE 05-22-2020	**	301,596		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
MARUBENI CORP NPV	**	753,878		
MASCO CORP 3.5% DUE 04-01-2021	**	1,218,780		
MASCO CORP 5.95 DUE 03-15-2022	**	840,314		
MASCO CORP 7.125% DUE 03-15-2020	**	436,172		
MASONITE INTL CORP NEW COM	**	96,988		
MASSMART HOLDINGS LIMITED	**	233,802		
MASTEC INC COM	**	548,289		
MASTERCARD INC 3.375 DUE 04-01-2024 BEO	**	2,180,791		
MASTERCARD INC CL A	**	53,133,263		
MASTR AST BACKED FLTG RT 1.67135% DUE 11-25-2036	**	2,548,194		
MATADOR RES CO COM	**	3,138,745		
MATERION CORP COM	**	99,630		
MATRIX SVC CO COM	**	45,764		
MATSON INC COM	**	64,484		
MATTEL INC 2.35% DUE 05-06-2019	**	493,690		
MATTHEWS INTL CORP CL A CL A	**	139,973		
MAXAR TECHNOLOGIES LTD COM	**	142,597		
MAXIMUS INC COM	**	5,098,643		
MAXLINEAR INC COMMON STOCK	**	3,838,562		
MAZDA MOTOR CORP NPV	**	1,842,713		
MB FINL INC NEW COM	**	264,939		
MBIA INC COM	**	96,573		
MBT FINL CORP COM	**	23,903		
MCCLATCHY CO CL A NEW CL A NEW	**	3,751		
MCDERMOTT INTL INC COM	**	185,299		
MCDONALDS CORP 2.75% DUE 12-09-2020	**	3,233,200		
MCDONALDS CORP 4.875% DUE 07-15-2040	**	138,366		
MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY SR NT 5.35% DUE 03-01-2018	**	563,336		
MCGRATH RENTCORP COM	**	120,363		
MCKESSON CORP	**	6,758,249		
MCKESSON CORP 4.75% DUE 03-01-2021	**	307,350		
MCKESSON CORP NEW 2.284% DUE 03-15-2019	**	918,175		
MEAD JOHNSON 4.9% DUE 11-01-2019	**	403,224		
MEBUKI FINANCIAL GROUP INC NPV	**	221,116		
MEDCO HLTH NT 4.125 DUE 09-15-2020	**	290,560		
MEDICAL PPTYS TR INC COM REIT	**	307,032		
MEDIDATA SOLUTIONS INC COM	**	2,304,133		
MEDNAX INC COM	**	2,769,635		
MEDTRONIC GLOBAL 1.7% DUE 03-28-2019	**	6,253,932		
MEDTRONIC GLOBAL HLDGS 3.35% 04-01-2027	**	153,910		
MEDTRONIC INC 1.375% DUE 04-01-2018	**	219,773		
MEDTRONIC INC 1.5% DUE 03-15-2018	**	2,804,979		
MEDTRONIC INC 2.5% DUE 03-15-2020	**	7,433,741		
MEDTRONIC INC 3.125 DUE 03-15-2022 REG	**	265,726		
MEDTRONIC INC 3.5% DUE 03-15-2025 REG	**	9,813,303		
MEDTRONIC PLC COMMON STOCK STOCK	**	26,625,375		
MELIA HOTELS INTL EUR0.2	**	1,759,756		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
MELINTA THERAPEUTICS INC COM USD0.001	**	23,605		
MELLON FDG CORP MELLON FDG SUBNT 5.5000000 20181115 20031106 11-15-18 BEO	**	448,623		
MERCANTILE BK CORP COM	**	61,615		
MERCEDES-BENZ AUTO 1.15% DUE 01-15-2019	**	1,280,884		
MERCEDES-BENZ AUTO 1.26% DUE 02-16-2021	**	1,682,491		
MERCEDES-BENZ AUTO 1.35% DUE 08-15-2019	**	648,787		
MERCEDES-BENZ AUTO 1.46% DUE 12-15-2022	**	2,167,651		
MERCEDES-BENZ AUTO RECEIVABLES SR 15-1 CL-A3 DUE 12-16-2019	**	1,987,716		
MERCER INTL INC COM SH BEN INT	**	114,500		
MERCK & CO INC NEW 1.85% DUE 02-10-2020	**	2,844,061		
MERCK & CO INC NEW 3.875% DUE 01-15-2021	**	2,537,486		
MERCK & CO INC NEW COM	**	7,286,008		
MERCK & CO INC NEW FIXED 2.75% DUE 02-10-2025	**	298,786		
MERCK KGAA NPV	**	5,587,478		
MERCURY SYSTEMS INC	**	2,076,081		
MEREDITH CORP COM	**	2,892,792		
MERIDIAN BANCORP INC MD COM	**	117,523		
MERIT MED SYS INC COM	**	190,382		
MERITAGE HOMES CORP COM	**	199,424		
MERRILL LYNCH & CO INC MEDIUM TERM NTS BTRANCHE # TR 00677 6.875% DUE 04-25-2018	**	2,335,137		
MERRILL LYNCH MTG FLTG RT 1.98135% DUE 07-25-2030	**	219,133		
MERRILL LYNCH MTG FLTG RT 2.35635% DUE 09-25-2035	**	871,179		
MERRIMACK PHARMACEUTICALS INC COM NEW COM NEW	**	8,805		
MET LIFE GLOBAL 1.35% DUE 09-14-2018	**	6,097,767		
MET LIFE GLOBAL 1.55% DUE 09-13-2019	**	924,363		
MET LIFE GLOBAL 2.05% DUE 06-12-2020	**	1,985,484		
MET LIFE GLOBAL 2.65% DUE 04-08-2022	**	1,284,775		
MET LIFE GLOBAL 3.875% DUE 04-11-2022	**	298,867		
MET LIFE GLOBAL FLTG RT 1.94878% DUE 06-12-2020	**	2,083,750		
META FINL GROUP INC COM	**	79,586		
METAIR INVESTMENTS ZAR0.00	**	906,949		
METHANEX CORP COM NPV	**	2,191,526		
METHODE ELECTRS INC COM	**	115,167		
METLIFE INC 5.7% DUE 06-15-2035	**	101,342		
METLIFE INC 6.4% DUE 12-15-2066	**	4,802,544		
METLIFE INC 7.717% DUE 02-15-2019	**	722,515		
METLIFE INC COM STK USD0.01	**	10,674,581		
METRO INC COM NPV	**	126,248		
METRO PACIFIC INVE PHP1	**	56,037		
METROPOLIS TOKYO BD 144A 2% DUE 05-17-2021 BEO	**	877,294		
METROPOLITAN BANK PHP20	**	65,326		
METROPOLITAN TRANSN AUTH N Y REV 6.668% 11-15-2039 BEO TAXABLE	**	424,629		
MEXICHEM SAB DE CV	**	375,310		
MEXICO(UNITED MEXICAN STATES) 4.0% 15/03/2115	**	579,116		
*MFB NT COLLECTIVE AGGREGATE BOND INDEX FUND-NON LENDING	**	5,213,161,170		
*MFB NT COLLECTIVE RUSSELL 2000 INDEX FUND - DC - NON LENDING (TIER J)	**	3,272,418,227		
MFO AEW GLOBAL PROPERTIES TRUST FUND DC PLAN CALSS B	**	444,014,504		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
MFO JPMORGAN MBS FUND COMMINGLED	**	80,615,766		
MFO PIMCO FDS PAC INVT MGMT SER SHORT-TERM PORTFOLIO INSTL CL	**	2,132,352		
MFO PIMCO FDS PAC INVT MGMT SER INVT GRADE CORP PORTFOLIO INSTL CL	**	10,995,479		
MFO PIMCO PAPS ASSET BACKED SECURITIES	**	44,170,738		
MFO PIMCO SHORT TERM FLOATING NAV II	**	77,970,637		
*MFO SSGA GLOBAL ALL CAP EQUITY EX US INDEX NL FUND CLASS A	**	6,623,426,868		
MFO WTC CIF II DIVERSIFIED REAL ASSETS SERIES	**	462,643,022		
MFO WTC CIF II GLOBAL EQUITY SERIES 3	**	630,395,501		
MFRS & TRADERS TR 1.45 DUE 03-07-2018	**	249,885		
MFRS & TRADERS TR 2.25% DUE 07-25-2019	**	400,385		
MFRS & TRADERS TR CO BK NT PROGRAM 2.1% DUE 02-06-2020	**	3,936,965		
MFRS & TRADERS TR CO BK NT PROGRAM 2.3 DUE 01-30-2019	**	1,153,130		
MICHAEL KORS HOLDINGS LTD COM NPV	**	468,285		
MICHELIN (CGDE) EUR2	**	2,128,290		
MICROSEMI CORP COM	**	3,587,093		
MICROSOFT CORP 1.55% DUE 08-08-2021	**	167,472		
MICROSOFT CORP 1.85% DUE 02-12-2020	**	552,849		
MICROSOFT CORP 2% DUE 08-08-2023	**	131,140		
MICROSOFT CORP 2.375 DUE 05-01-2023	**	198,315		
MICROSOFT CORP 2.4% DUE 08-08-2026	**	3,028,106		
MICROSOFT CORP 2.875% DUE 02-06-2024	**	366,226		
MICROSOFT CORP 3.3% DUE 02-06-2027	**	5,260,655		
MICROSOFT CORP 3.45% DUE 08-08-2036	**	221,663		
MICROSOFT CORP COM	**	85,701,157		
MICROSOFT CORP FIXED 1.85% DUE 02-06-2020	**	10,399,158		
MICRO-STAR INTL TWD10	**	802,756		
MICROSTRATEGY INC CL A NEW	**	75,629		
MIDAMERICAN ENERGY 5.75% DUE 04-01-2018	**	2,245,968		
MIDDLEBY CORP COM	**	4,021,915		
MIDLAND STS BANCORP INC ILL COM	**	16,240		
MIDSOUTH BANCORP INC COM	**	14,933		
MIDWESTONE FINL GROUP INC NEW COM STK	**	49,390		
MILACRON HLDGS CORP COM	**	78,015		
MILLER INDS INC TENN COM NEW	**	29,077		
MINDBODY INC COM CL A COM CL A	**	2,417,456		
MINEBEA MITSUMI INC	**	602,317		
MINERAL DEPOSITS NPV	**	36,071		
MINERALS TECHNOLOGIES INC COM	**	2,603,356		
MIRATI THERAPEUTICS INC COM	**	79,862		
MIRVAC GROUP STAPLED SECURITIES	**	156,774		
MISTRAS GROUP INC COM	**	57,314		
MITCHAM INDS INC COM	**	3,573		
MITSUBISHI CORP NPV	**	721,479		
MITSUBISHI ELEC CP NPV	**	593,314		
MITSUBISHI ESTATE CO LTD	**	347,585		
MITSUBISHI GAS CHM NPV	**	1,697,726		
MITSUBISHI UFJ 2.527% DUE 09-13-2023	**	1,168,841		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
MITSUBISHI UFJ 2.95% DUE 03-01-2021	**	4,923,526		
MITSUBISHI UFJ FIN NPV	**	1,705,590		
MITSUBISHI UFJ FINANCIAL GROUP INC 2.19%BNDS 09-13-2021	**	8,051,605		
MITSUBISHI UFJ FINL GROUP INC 2.998% 02-22-2022	**	29,184		
MITSUI CHEMICALS NPV	**	141,644		
MITSUI FUDOSAN CO LTD NPV	**	347,555		
MITSUI O.S.K.LINES NPV	**	140,251		
MIURA CO LTD NPV	**	1,932,525		
MIXI. INC NPV	**	732,328		
MIZUHO FINANCE(CAYMAN) 4.6 SUB BDS 03-27-2024 USD200000 'REGS'	**	5,287,110		
MIZUHO FINANCIAL GROUP NPV	**	447,482		
MIZUHO FINL GROUP 2.601% DUE 09-11-2022	**	393,705		
MIZUHO FINL GROUP 2.632% DUE 04-12-2021	**	1,984,384		
MIZUHO FINL GROUP 2.953% DUE 02-28-2022	**	1,501,469		
MIZUHO FINL GROUP FLTG RT 2.70347% DUE 09-13-2021	**	3,363,857		
MIZUHO FINL GROUP INC SR NT FLTG RATE DUE 09-11-2022 REG	**	1,308,788		
MKS INSTRS INC COM	**	141,089		
MLP APOLLO GLOBAL MGMT LLC CL A SHS	**	3,514,350		
MLP SE NPV	**	280,893		
MMC NORILSK NICKEL ADR EACH REPR 1/10 SHARE (S	**	192,931		
MMI HOLDINGS LIMIT ZAR0.000001	**	194,398		
MOBILE MINI INC COM	**	155,595		
MOBILE TELESYSTEMS PJSC ADR	**	451,111		
MODINE MFG CO COM STK	**	116,211		
MOELIS & CO CL A CL A	**	2,330,134		
MOF OF CZECH 20/04/2018	**	564,583		
MOLINA HEALTHCARE INC COM	**	2,242,430		
MOLSON COORS 1.45% DUE 07-15-2019	**	3,253,836		
MOLSON COORS 3.5 DUE 05-01-2022	**	246,505		
MOLSON COORS FIXED 2.25% DUE 03-15-2020	**	2,984,871		
MONADELPHOUS GROUP NPV	**	444,992		
MONARCH CASINO & RESORT INC COM	**	46,747		
MONDELEZ INTL INC COM	**	9,931,012		
MONDI LTD NPV	**	209,642		
MONDI PLC GBP	**	1,160,061		
MONMOUTH REAL ESTATE CORP MD	**	69,331		
MONOTYPE IMAGING HLDGS INC COM STK	**	36,897		
MONRO INC COM USD0.01	**	125,062		
MONSANTO CO NEW COM	**	3,372,490		
MONSTER BEVERAGE CORP NEW COM	**	8,269,218		
MOODYS CORP 2.75 07-15-2019	**	5,694,707		
MOODYS CORP 5.25% DUE 07-15-2044	**	603,978		
MOODYS CORP COM	**	5,912,371		
MOOG INC CL A	**	217,125		
MORGAN STANLEY 2.2% DUE 12-07-2018	**	380,435		
MORGAN STANLEY 2.5% DUE 04-21-2021	**	8,096,424		
MORGAN STANLEY 2.625% DUE 11-17-2021	**	6,365,858		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
MORGAN STANLEY 2.65% DUE 01-27-2020	**	2,482,157		
MORGAN STANLEY 2.75% DUE 05-19-2022	**	9,674,355		
MORGAN STANLEY 2.8% DUE 06-16-2020	**	8,132,725		
MORGAN STANLEY 3.125% DUE 07-27-2026	**	1,477,522		
MORGAN STANLEY 3.625% DUE 01-20-2027	**	4,278,038		
MORGAN STANLEY 3.75% DUE 02-25-2023	**	2,119,358		
MORGAN STANLEY 3.875% DUE 01-27-2026	**	1,167,450		
MORGAN STANLEY 3.875% DUE 04-29-2024	**	2,505,782		
MORGAN STANLEY 3.971% 07-22-2038	**	585,054		
MORGAN STANLEY 4.1% DUE 05-22-2023	**	797,008		
MORGAN STANLEY 4.3% DUE 01-27-2045	**	230,816		
MORGAN STANLEY 4.35 DUE 09-08-2026	**	3,405,542		
MORGAN STANLEY 5.5% DUE 01-26-2020	**	2,294,268		
MORGAN STANLEY 5.5% DUE 07-28-2021	**	1,640,757		
MORGAN STANLEY 5.625% DUE 09-23-2019	**	1,633,413		
MORGAN STANLEY 5.75% DUE 01-25-2021	**	3,378,182		
MORGAN STANLEY 7.3% DUE 05-13-2019	**	4,051,218		
MORGAN STANLEY ABS CAP I INC 2005-HE1 CLM1 FLT RT DUE 12-25-2034	**	6,997,578		
MORGAN STANLEY BK 2.655% DUE 02-15-2046	**	8,060,269		
MORGAN STANLEY BK 2.982% DUE 07-15-2050	**	3,034,956		
MORGAN STANLEY BK 3.077% DUE 03-15-2048	**	2,009,328		
MORGAN STANLEY BK 3.101% DUE 12-15-2047	**	17,242,420		
MORGAN STANLEY BK 3.372% DUE 10-15-2048	**	7,780,538		
MORGAN STANLEY BK 3.473% DUE 12-15-2047	**	5,976,001		
MORGAN STANLEY BK 4.051 DUE 04-15-2047	**	1,167,956		
MORGAN STANLEY BK 4.11% DUE 10-15-2047	**	2,274,587		
MORGAN STANLEY BK AMER MERRILL LYNCH TR 2017-C34 CL A-SB 3.354% 11-15-2052	**	2,269,973		
MORGAN STANLEY CAP 3.049% DUE 11-15-2049	**	1,882,550		
MORGAN STANLEY CAP 3.261% DUE 05-15-2048	**	8,302,743		
MORGAN STANLEY FIXED 1.875% DUE 01-05-2018	**	16,487,703		
MORGAN STANLEY FIXED 3.7% DUE 10-23-2024	**	454,664		
MORGAN STANLEY FORMERLY MORGAN STANLEY 3.591% 07-22-2028	**	504,602		
MORGAN STANLEY GLOBAL MEDIUM TERM NT SERF 6.625% DUE 04-01-2018/04-01-2008	**	6,930,103		
MORGAN STANLEY SR NT 2.45% DUE 02-01-2019	**	5,749,527		
MORINAGA & CO NPV	**	750,276		
MORNEAU SHEPHELL I COM STK	**	658,686		
MOSAIC CO NEW 3.25% DUE 11-15-2022	**	529,329		
MOSAIC CO NEW 4.25% DUE 11-15-2023	**	155,327		
MOSAIC CO NEW 5.45% DUE 11-15-2033	**	255,928		
MOSAIC CO/THE	**	767,773		
MOTORCAR PTS & ACCESSORIES INC COM	**	52,954		
MOVADO GROUP INC COM	**	59,409		
MPLX LP 4.875% DUE 12-01-2024	**	123,959		
MPLX LP FIXED 4.125% DUE 03-01-2027	**	906,451		
MRC GLOBAL INC COM	**	101,740		
MS&AD INS GP HLDGS NPV	**	1,771,272		
MTS SYS CORP COM	**	76,039		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
MTU AERO ENGINES A NPV (REGD)	**	3,210,151		
MUENCHENER RUECKVE NPV(REGD)	**	1,393,545		
MUFG AMERS HLDGS CORP 2.25% DUE 02-10-2020	**	4,811,730		
MULESOFT INC CL A CL A	**	2,902,848		
MULTI-COLOR CORP COM	**	10,704		
MULTIPLUS SA COMSTK	**	564,930		
MUNICIPAL ELEC AUTH GA 6.637% 04-01-2057BEO TAXABLE	**	12,818		
MUNICIPAL ELEC AUTH GA 6.655% 04-01-2057BEO TAXABLE	**	2,638,862		
MURPHY OIL CORP COM	**	14,943,185		
MUTUALFIRST FINL INC COM	**	27,486		
MYERS INDS INC COM	**	10,901		
MYLAN INC FORMERLY 2.6 DUE 06-24-2018	**	5,008,310		
MYLAN INC FORMERLY MYLAN LABS INC TO 10 2.55 DUE 03-28-2019 REG	**	330,007		
MYLAN N V FIXED 2.5% DUE 06-07-2019	**	5,907,885		
MYLAN N V FIXED 3.15% DUE 06-15-2021	**	201,117		
MYLAN N V FIXED 3.75% DUE 12-15-2020	**	510,929		
MYLAN N V FIXED 3.95% DUE 06-15-2026	**	1,714,224		
MYR GROUP INC DEL COM STK	**	76,891		
MYRIAD GENETICS INC COM	**	128,588		
N W PIPE CO COM	**	1,808,749		
N.E BANCORP COM NEW	**	28,498		
NABORS IND INC 4.625% DUE 09-15-2021	**	571,500		
NABORS IND INC 5% DUE 09-15-2020	**	24,938		
NABORS INDS INC 6.15% DUE 02-15-2018	**	3,408,500		
NABORS INDUSTRIES COM USD0.10	**	194,737		
NACCO IND INC CL A COM	**	23,155		
NAGAILEBEN CO NPV	**	620,434		
NAMPAK ZAR0.05	**	365,275		
NANOMETRICS INC COM DELAWARE	**	78,224		
NASDAQ INC	**	8,600,427		
NASDAQ INC SR NT FLTG RATE 03-22-2019	**	3,400,809		
NASPERS 'N' ZAR0.02	**	2,853,386		
NATERA INC COM	**	265,277		
NATIONAL AUSTRALIA BANK FLTG 144A DUE 04-17-2019	**	6,607,013		
NATIONAL BK CDA N Y BRH INSTL CTF DEP PRDTD 08-14-2017 FLTG DUE 02-14-2019	**	7,255,517		
NATIONAL BK HLDGS CORP CL A COM STK	**	2,248,696		
NATIONAL CITY CORP 6.875% DUE 05-15-2019	**	1,378,306		
NATIONAL COMM CORP COM	**	51,802		
NATIONAL GEN HLDGS CORP COM	**	116,230		
NATIONAL HEALTH INVS INC COM	**	67,842		
NATIONAL INSTRS CORP COM	**	2,489,474		
NATIONAL OILWELL VARCO COM STK	**	7,167,980		
NATIONAL PRESTO INDS INC COM	**	61,162		
NATIONAL RETAIL PPTYS INC COM STK	**	390,025		
NATIONAL RURAL UTILS COOP FIN CORP MEDIUM TERM NTS 1.5% 11-01-2019	**	4,432,941		
NATIONAL RURAL UTILS COOP FIN CORP MEDIUVAR RT DUE 04-05-2019	**	7,091,866		
NATIONAL STORAGE AFFILIATES TR COM SHS BEN INT COM SHS BEN INT	**	46,342		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
NATIONAL STORAGE R REIT STAPLED UNIT	**	39,572		
NATIONAL WESTN LIFE GROUP INC CL A COMMON STOCK	**	135,718		
NATIONSTAR MTG HLDGS INC COM STK	**	155,567		
NATL AUSTRALIA BK 2% DUE 01-14-2019	**	5,606,764		
NATL AUSTRALIA BK 2.25% DUE 01-10-2020	**	5,224,791		
NATL AUSTRALIA BK 2.4% DUE 12-07-2021	**	14,940,525		
NATL AUSTRALIA BK LTD GLOBAL MEDIUM TR # SR 00047 144A 4.375 12-10-2020	**	793,029		
NATL BK CDA MEDIUM 2.1% DUE 12-14-2018	**	249,779		
NATL BK CDA MEDIUM 2.15% DUE 06-12-2020	**	298,296		
NATL BK CDA MEDIUM FLTG RT 2.10878% DUE 06-12-2020	**	7,264,665		
NATL HEALTHCARE CORP COM	**	87,449		
NATL RETAIL PPTYS 3.6% DUE 12-15-2026	**	20,823		
NATL RETAIL PPTYS 3.9% DUE 06-15-2024	**	82,035		
NATL RETAIL PPTYS 4% DUE 11-15-2025	**	137,458		
NATL RETAIL PPTYS 5.5% DUE 07-15-2021	**	433,714		
NATL RURAL UTILS 1.65% DUE 02-08-2019	**	2,498,339		
NATL RURAL UTILS 2.3% DUE 11-15-2019	**	150,414		
NATL RURAL UTILS 2.35% DUE 06-15-2020	**	200,529		
NATL RURAL UTILS 2.4% DUE 04-25-2022	**	59,659		
NATL RURAL UTILS 2.95% DUE 02-07-2024	**	6,210,230		
NATL RURAL UTILS 5.45% DUE 02-01-2018	**	300,814		
NATURAL GAS SVCS GROUP INC COM	**	42,627		
NATURAL GROCERS BY VITAMIN COTTAGE INC COM USD0.001	**	23,968		
NATURES SUNSHINE PRODS INC COM	**	9,413		
NATUS MED INC DEL COM	**	77,431		
NAUTILUS INC COM	**	26,700		
NAVIENT CORP 5% DUE 10-26-2020	**	304,125		
NAVIENT CORP COM	**	347,812		
NAVIENT CORP FIXED 8.45% DUE 06-15-2018	**	717,850		
NAVIGANT CONSULTING INC COM	**	97,186		
NAVIGATORS GROUP INC COM	**	139,769		
NAVISTAR INTL CORP NEW COM	**	1,057,807		
NBCUNIVERSAL MEDIA 5.15% DUE 04-30-2020	**	1,678,030		
NBCUNIVERSAL MEDIA LLC SR NT 2.875 01-15-2023	**	429,312		
NBCUNIVERSAL MEDIA LLC SR NT 4.375 4-1-2021	**	2,220,449		
NBT BANCORP INC COM	**	162,178		
NCSOFT CORP KRW500	**	284,911		
NCUA GTD NTS TR 2010-R3 SR III-A NT 2.4%DUE 12-08-2020 BEO	**	186,272		
NEKTAR THERAPEUTICS COM	**	1,248,148		
NELNET INC CL A CL A	**	185,266		
NELNET STUD LN 2004-4 CL B FLTG DUE 01-25-2041	**	3,563,483		
NELNET STUDENT LN TR 2007-1 LN ASSET BKDNT CL B-2 VAR RATE 08-25-2037 REG	**	6,726,348		
NEOGEN CORP COM	**	1,221,641		
NEOPHOTONICS CORP	**	29,748		
NEPI ROCKCASTLE PL ORD EUR0.01	**	114,135		

9

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
NESTE OYJ NPV	**	2,090,514		
NESTLE SA CHF0.10(REGD)	**	27,244,071		
NETAPP INC 3.375 DUE 06-15-2021	**	101,836		
NETAPP INC FIXED 2% 09-27-2019	**	2,976,759		
NETFLIX INC COM STK	**	18,227,178		
NETGEAR INC COM	**	210,736		
NETSCOUT SYS INC COM	**	255,993		
NETWORK-1 TECHNOLOGIES INC COM	**	6,960		
NEUROCRINE BIOSCIENCES INC COM	**	4,914,163		
NEVADA PWR CO 7.125% DUE 03-15-2019	**	512,916		
NEW HOME CO INC COM	**	14,096		
NEW MEDIA INVT GROUP INC COM	**	107,325		
NEW RELIC INC COM	**	3,597,453		
NEW SR INVT GROUP INC COM	**	38,488		
NEW WORLD DEVELOPMENT CO HKD1	**	1,052,632		
NEW YORK CMNTY BANCORP INC COM	**	565,263		
NEW YORK LIFE CAP CORP FLTG 144A DUE 06-10-2022	**	803,819		
NEW YORK LIFE GLOBAL FDG 2.3% DUE 06-10-2022 BEO	**	2,583,307		
NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 5.572% 11-01-2038 BEO TAXABLE	**	177,299		
NEW YORK ST DORM AUTH ST PERS INCOME TAXREV 5.051% 09-15-2027 BEO TAXABLE	**	914,864		
NEW YORK ST TWY AUTH SECOND GEN HWY & BRDG TR FD 5.449% 04-01-2025 BEO TAXABLE	**	1,477,489		
NEW YORK TIMES CO CL A ISIN #US6501111073	**	1,657,397		
NEW ZEALAND(GOVT) 2% ILN 20/09/25 NZD1000	**	79,004		
NEWCREST MINING LTD NPV	**	229,994		
NEWELL BRANDS INC 2.6% DUE 03-29-2019	**	669,278		
NEWELL BRANDS INC 2.875% DUE 12-01-2019	**	5,549,227		
NEWELL BRANDS INC 3.15% DUE 04-01-2021	**	1,981,928		
NEWELL BRANDS INC 3.85% DUE 04-01-2023	**	1,324,494		
NEWELL BRANDS INC 4.2% DUE 04-01-2026	**	1,086,184		
NEWELL BRANDS INC COM	**	2,752,665		
NEWGATE FUND.PLC FRN M/BKD 12/2050 GBP 'A3A'	**	1,693,435		
NEWPARK RES INC COM PAR $0.01 NEW COM PAR $0.01 NEW	**	1,784,500		
NEWS CORP COM CL A	**	28,157		
NEWS CORP COM CL B	**	9,495		
NEXEO SOLUTIONS INC COM SHS COM SHS	**	13,586		
NEXON CO LTD NPV	**	845,838		
NEXPOINT RESIDENTIAL TR INC COM	**	11,176		
NEXSTAR MEDIA GROUP INC CL A CL A	**	186,976		
NEXTERA ENERGY CAP 2.3% DUE 04-01-2019	**	3,038,349		
NH FOODS LTD NPV	**	1,069,466		
NHA MORTGAGE BACK. VAR M/BKD 01/07/2020 CAD	**	819,166		
NHA MORTGAGE BACKE FRN M/BKD 08/2020 CAD	**	283,216		
NHA MTG BACKED SECS 98001212 FLTG RT 01/06/2020	**	324,430		
NIAGARA MOHAWK PWR 4.881% DUE 08-15-2019	**	923,896		
NICHOLAS FINL INC BC COM NEW COM NEW	**	9,918		
NICOLET BANKSHARES INC COM	**	21,896		
NIEN MADE ENTERPRI TWD10	**	1,271,513		

129

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
NIHON PARKERIZING NPV	**	1,019,547		
NIKE INC CL B	**	12,765,892		
NINE DRAGONS PAPER HKD0.1	**	738,119		
NINTENDO CO LTD NPV	**	291,306		
NIPPON BUILDING FD REIT	**	166,380		
NIPPON DENKO CO NPV	**	455,904		
NIPPON ELECTRIC GLASS CO LTD	**	798,047		
NIPPON EXPRESS CO NPV	**	1,182,306		
NIPPON LIFE INS CO STEP CPN 5.1% DUE 10-16-2044	**	10,550,000		
NIPPON TELEGRAPH & TELEPHONE CORP NPV	**	4,631,295		
NISOURCE FIN CORP 5.65% DUE 02-01-2045	**	110,195		
NISOURCE FIN CORP 6.4% DUE 03-15-2018	**	54,460		
NISOURCE FIN CORP 6.8% DUE 01-15-2019	**	106,602		
NISOURCE INC COM	**	3,478,182		
NISSAN AUTO 1.06% DUE 02-15-2019	**	163,004		
NISSAN AUTO 1.07% DUE 05-15-2019	**	516,605		
NISSAN AUTO 1.11% DUE 05-15-2019	**	116,192		
NISSAN AUTO 1.3% DUE 06-15-2020	**	302,697		
NISSAN AUTO 1.32% DUE 01-15-2021	**	472,709		
NISSAN AUTO 1.54% DUE 10-17-2022	**	6,261,348		
NISSAN AUTO 1.56% DUE 05-15-2020	**	6,081,294		
NISSAN AUTO 1.59% DUE 07-15-2022	**	2,174,245		
NISSAN AUTO 1.95% DUE 10-16-2023	**	1,586,408		
NISSAN AUTO LEASE 1.61000001431% DUE 01-18-2022	**	1,144,945		
NISSAN AUTO LEASE TR 2017-B CL A-3 2.05% 09-15-2020	**	1,178,242		
NISSAN AUTO RECEIVABLES 2017-C CL A-3 2.12% 04-18-2022	**	5,083,221		
NISSAN AUTO RECEIVABLES 2017-C CL A-4 2.28% 02-15-2024	**	1,994,672		
NISSAN MASTER OWNER TR RECEIVABLES SER 2017-C CL A FRN 10-17-2022	**	14,483,708		
NISSAN MOTOR ACCEPTANCE CORP NT 144A 1.8 USD1000 144A 03-15-2018 BEO	**	219,977		
NISSAN MTR ACCEP 1.55% DUE 09-13-2019	**	244,906		
NISSAN MTR ACCEP 1.9% DUE 09-14-2021	**	895,997		
NISSAN MTR ACCEP 2.15% DUE 09-28-2020	**	3,709,085		
NISSAN MTR ACCEP 2.35% DUE 03-04-2019	**	200,239		
NISSAN MTR ACCEP CORP SR NT FLTG RATE 144A VAR RT DUE 01-13-2022	**	911,206		
NISSHA CO LTD NPV	**	547,403		
NITTO KOHKI CO LTD NPV	**	1,210,149		
NL INDS INC COM NEW	**	26,291		
NMI HLDGS INC CL A CL A	**	97,665		
NN GROUP N.V. EUR0.12	**	823,102		
NN INC COM	**	82,110		
NOBLE CORP PLC COMMON STOCK	**	105,632		
NOBLE ENERGY INC 3.85% DUE 01-15-2028	**	2,076,328		
NOBLE ENERGY INC 3.9% DUE 11-15-2024	**	4,472,600		
NOBLE ENERGY INC 4.15% DUE 12-15-2021	**	4,032,617		
NOBLE ENERGY INC 5.625% DUE 05-01-2021	**	44,169		
NOK CORP NPV	**	165,407		
NOKIA OYJ EUR0.06	**	399,416		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
NOMURA ASSET ACCEP CORP ALTERNATIVE CL I-A-5 FLTG RATE DUE 03-25-2047 REG	**	3,365,290		
NOMURA HLDGS INC 2.75% DUE 03-19-2019	**	2,342,386		
NOMURA REAL ESTATE MASTER FU	**	969,900		
NOMURA RL EST INC NPV	**	33,645		
NORDEA BK AG 2.375% DUE 04-04-2019	**	503,018		
NORDEA HYPOTEK AB MTN 1.0% 08/04/2022	**	1,191,133		
NORDEA KREDIT REALKREDITAKTIE 2.5% 01/10/2047	**	456		
NORDEA REALKREDIT 2% SNR SEC 01/10/47 DKK0.01	**	1,583,711		
NORDEA REALKREDIT 2.5% BDS 10/01/37 DKK0.01	**	23,037		
NORDIC AMERICAN OFFSHORE LTD COMMON STOCK	**	447		
NORDSON CORP COM	**	4,758,000		
NORDSTROM INC 4 DUE 10-15-2021	**	62,064		
NORDSTROM INC 4.75% DUE 05-01-2020	**	2,459,454		
NORDSTROM INC COM	**	1,349,335		
NORFOLK SOUTHN 3.25 DUE 12-01-2021	**	235,677		
NORFOLK SOUTHN 3.95 DUE 10-01-2042	**	25,614		
NORFOLK SOUTHN 4.45% DUE 06-15-2045	**	780,413		
NORFOLK SOUTHN 5.75% DUE 04-01-2018	**	827,484		
NORFOLK SOUTHN 5.9% DUE 06-15-2019	**	2,186,656		
NORINCHUKIN BK NEW YORK BRH 12-07-2017 1.7% CTF OF DEP 06-29-2018	**	13,010,734		
NORTH AMERN DEV BK NT 2.3% DUE 10-10-2018 REG	**	7,617,512		
NORTH AMERN DEV BK NT 4.375% DUE 02-11-2020 REG	**	2,083,946		
NORTHFIELD BANCORP INC DEL COM USD0.01	**	89,277		
*NORTHN TR CO 6.5% DUE 08-15-2018	**	513,731		
NORTHRIM BANCORP INC COM	**	24,270		
NORTHROP GRUMMAN 2.08% DUE 10-15-2020	**	5,256,805		
NORTHROP GRUMMAN 2.55% DUE 10-15-2022	**	1,628,315		
NORTHROP GRUMMAN 2.93% DUE 01-15-2025	**	8,071,759		
NORTHROP GRUMMAN 3.25% DUE 01-15-2028	**	3,905,698		
NORTHROP GRUMMAN 5.05% DUE 08-01-2019	**	1,227,780		
NORTHROP GRUMMAN 7.75% DUE 02-15-2031	**	35,618		
NORTHROP GRUMMAN CORP COM	**	13,274,778		
NORTHSTAR RLTY EUROPE CORP COM	**	21,528		
NORTHWEST AIRLS PASS THRU TRS NORTHWEST AIRLINES INC P/THRU STEP UP 05-20-2023	**	241,861		
NORTHWEST BANCSHARES INC MD COM	**	168,705		
NORWAY(KINGDOM OF) 3.75% SNR 25/05/21 NOK1000	**	107,128		
NORWOOD FINL CORP COM	**	19,338		
NOVANTA INC NOVANTA INC	**	110,850		
NOVARTIS AG CHF0.50 (REGD)	**	11,414,833		
NOVARTIS CAP CORP 3.4% DUE 05-06-2024	**	426,386		
NOVASTAR MTG FDG FLTG RT 2.64135% DUE 06-25-2035	**	201,894		
NOVATEK MICROELECTRONICS CORP TWD10	**	537,024		
NOVATEK PJSC GDR EACH REPR 10 ORD 'REG S	**	173,874		
NOVOCURE LTD COM USD0.00	**	1,092,699		
NOVOLIPETSK STEEL GDR EACH REP 10 RUB1 'REGS'	**	476,474		
NOVO-NORDISK AS DKK0.2 SERIES'B'	**	11,732,105		
NOW INC COM	**	164,501		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
NRG ENERGY INC COM NEW	**	242,222		
*NT COLLECTIVE S&P500 INDEX FUND-DC-NON LENDING (TIER J)	**	13,405,393,389		
NTPC LTD INR10	**	98,703		
NTT DOCOMO NPV	**	578,862		
NTT FINANCE CORP 1.9% SNR EMTN 21/07/21 USD	**	390,308		
NUCOR CORP 4% DUE 08-01-2023	**	157,063		
NUCOR CORP 5.85% DUE 06-01-2018	**	634,482		
NUCOR CORP 6.4% DUE 12-01-2037	**	33,470		
NUTANIX INC CL A CL A	**	3,764,905		
NUVECTRA CORP COM	**	6,363		
NV5 GLOBAL INC COMMON STOCK	**	40,883		
NVIDIA CORP COM	**	9,360,950		
NY & CO INC COM STK	**	12,018		
NY N Y TAXABLE-BUILD AMER BDS-F-1 6.646 DUE 12-01-2031/12-01-2020 BEO	**	112,130		
NYKREDIT 2.5% 01/10/2014	**	9,873		
NYKREDIT REALKREDI 1% CVD BDS 01/04/18 DKK0.01	**	712,314		
NYKREDIT REALKREDI 2% CVD BDS 01/10/47 DKK0.01	**	2,462,363		
NYKREDIT REALKREDI 2.5% SNR SEC 01/10/2037 DKK	**	338,240		
NYKREDIT REALKREDI 3% SNR SEC 01/10/47 DKK0.01	**	10,144		
NYKREDIT REALKREDIT A/S 2% DUE 01/10/37	**	301,326		
O REILLY 4.625% DUE 09-15-2021	**	3,718,873		
O REILLY AUTOMOTIVE INC NEW 3.6% DUE 09-01-2027	**	56,206		
OASIS PETE INC NEW COM STK	**	196,432		
OBAYASHI CORP NPV	**	1,169,610		
OBIC CO LTD NPV	**	2,396,970		
OC OERLIKON CORP CHF1 (REGD)	**	941,554		
OCCIDENTAL PETE 2.7% DUE 02-15-2023	**	405,251		
OCCIDENTAL PETE 3% DUE 02-15-2027	**	1,759,649		
OCCIDENTAL PETE 3.125% DUE 02-15-2022	**	502,350		
OCCIDENTAL PETE 3.4% DUE 04-15-2026	**	1,689,795		
OCCIDENTAL PETE 4.1% DUE 02-01-2021	**	670,296		
OCCIDENTAL PETROLEUM CORP	**	7,137,359		
OCEANEERING INTL INC COM	**	208,588		
OCEANFIRST FINL CORP COM	**	2,374,943		
OCI CO LTD KRW5000	**	120,802		
OCWEN FINL CORP COM NEW COM NEW	**	31,331		
ODEBRECHT OFFSHORE DRILLING FINANCE 6.72% DUE 12-01-2022	**	156,235		
ODEBRECHT OFFSHORE DRILLING FINANCE 7.72% 12-01-2026	**	428,924		
ODEBRECHT OIL & FINANCE ODEBRECHT OIL & FINANCE VAR RT 12-31-2099	**	70,954		
OFFICE DEPOT INC COM	**	156,599		
OFG BANCORP COM	**	38,540		
OHIO PWR CO 5.375% DUE 10-01-2021	**	769,583		
OHIO STATE 4.534% 05-01-2021 BEO TAXABLE	**	10,765,500		
OHIO STATE 4.654% 05-01-2022 BEO TAXABLE	**	10,940,400		
OIL & NATURAL GAS	**	82,866		
OIL CO LUKOIL PJSC ADR EACH REPR 1 ORD RUB0.02	**	515,705		
OIL DRI CORP AMER COM	**	21,248		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
OIL STS INTL INC COM ISIN US6780261052	**	145,038		
OK GAS & ELEC CO 8.25% DUE 01-15-2019	**	5,970,959		
OKI ELECTRIC IND NPV	**	357,474		
OKINAWA CELLULAR NPV	**	378,774		
OKINAWA ELEC POWER NPV	**	1,045,702		
OLD 2ND BANCORP INC DEL COM	**	40,568		
OLD DOMINION FGHT LINE INC COM	**	4,324,706		
OLD LINE BANCSHARES INC COM STK	**	26,496		
OLD MUTUAL PLC ORD GBP0.114285714	**	255,178		
OLD NATL BANCORP IND COM	**	256,864		
OLD REP INTL CORP COM	**	497,448		
OLIN CORP COM	**	290,938		
OLYMPIC STL INC COM	**	32,407		
OLYMPUS CORP NPV	**	5,093,443		
OMEGA HEALTHCARE INVS INC REIT	**	334,336		
OMNICELL INC COM	**	904,816		
OMNICOM GROUP INC 3.625% DUE 05-01-2022	**	1,662,098		
OMNICOM GROUP INC COM	**	10,717,517		
OMNICOM GROUP INC SR NT 4.45 DUE 08-15-2020	**	4,196,184		
ON ASSIGNMENT INC COM	**	243,648		
ON DECK CAP INC COM	**	34,147		
ONCOR ELEC 2.15% DUE 06-01-2019	**	199,102		
ONE GAS INC COM	**	3,928,568		
ONE LIBERTY PPTYS INC COM	**	23,898		
ONEMAIN DIRECT 2.04% DUE 01-15-2021	**	393,741		
ONEMAIN DIRECT 2.31% DUE 12-14-2021	**	3,496,362		
ONEMAIN DIRECT 2.82% DUE 07-15-2024	**	952,734		
ONEMAIN HLDGS INC COM	**	165,192		
ONEOK INC NEW 4% DUE 07-13-2027	**	1,140,219		
ONEOK PARTNERS L P 3.2% DUE 09-15-2018	**	291,690		
ONEOK PARTNERS L P 3.375% DUE 10-01-2022	**	2,854,865		
ONEOK PARTNERS L P 3.8% DUE 03-15-2020	**	3,832,346		
ONEOK PARTNERS L P 4.9% DUE 03-15-2025	**	268,056		
ONT TEACHERS 3.125% DUE 03-20-2022	**	975,844		
ONTARIO PROV CDA BD 2.5% DUE 09-10-2021 REG	**	4,404,224		
ONTARIO PROV CDA BD 4.4% DUE 04-14-2020 REG	**	539,396		
ONTARIO PROV CDA PROV OF ON 2.5% 2.5% DUE 04-27-2026 BEO	**	29,516,120		
ONTARIO PROV CDA USD BD 1.65% DUE 09-27-2019 REG	**	113,994		
ONTARIO(PROV OF) 0.024% BDS 02/06/26 CAD1	**	2,443,333		
ONTARIO(PROV OF) 4.2% DEB 02/06/20 CAD1000	**	252,293		
OOREDOO QSC 3.039% 03/12/2018	**	1,508,706		
OPEN TEXT CO COM NPV	**	192,478		
OPPENHEIMER HLDGS INC CL A NON VTG SHS CL A NON VTG SHS	**	38,458		
OPTION ONE MTG LN TR SER 2005-2 CL M-1 FLTG RT 05-25-2035	**	873,574		
OPUS BK IRVINE CALIF FORMERLY OPUS BK REDONDO BEACH CALIF TO 04/11/2014 COM	**	113,923		
ORACLE CORP 1.9% DUE 09-15-2021	**	7,721,190		
ORACLE CORP 2.25% DUE 10-08-2019	**	1,130,086		

133

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ORACLE CORP 2.4% DUE 09-15-2023	**	5,194,218		
ORACLE CORP 2.5% BNDS 10-15-2022	**	2,002,251		
ORACLE CORP 2.5% DUE 05-15-2022	**	1,337,104		
ORACLE CORP 2.625% 02-15-2023	**	3,026,698		
ORACLE CORP 2.65% DUE 07-15-2026	**	97,495		
ORACLE CORP 2.95% DUE 05-15-2025	**	4,318,610		
ORACLE CORP 2.95% DUE 11-15-2024	**	755,375		
ORACLE CORP 3.85% DUE 07-15-2036	**	116,243		
ORACLE CORP 3.9% DUE 05-15-2035	**	158,894		
ORACLE CORP 4.125% DUE 05-15-2045	**	2,696,338		
ORACLE CORP 5% DUE 07-08-2019	**	2,256,514		
ORACLE CORP 5.375 DUE 07-15-2040	**	151,719		
ORACLE CORP 5.75% DUE 04-15-2018	**	202,292		
ORACLE CORP COM	**	23,465,064		
ORACLE CORP JAPAN NPV	**	207,338		
ORANGE EUR4	**	590,847		
ORANGE S A 1.625% DUE 11-03-2019	**	7,258,441		
ORASURE TECHNOLOGIES INC COM	**	23,481		
ORBCOMM INC COM STK	**	79,292		
ORCHIDS PAPER PRODS CO DEL COM	**	10,496		
ORICA LIMITED NPV	**	2,964,648		
ORIGIN ENERGY LTD NPV	**	975,186		
ORION CORPORATION SER'B'NPV	**	704,644		
ORION GROUP HLDGS INC FORMERLY ORION MARINE GROUP INC TO 05/20/2016 COM STK	**	21,666		
ORITANI FINL CORP NEW COM STK	**	96,547		
ORIX CORP 2.9% DUE 07-18-2022	**	62,780		
ORIX CORP 3.25% DUE 12-04-2024	**	99,681		
ORIX CORP NPV	**	727,218		
ORMAT TECHNOLOGIES INC COM	**	211,899		
ORRSTOWN FINL SVCS INC COM	**	11,767		
ORTHOFIX INTL N.V COM STK USD0.10	**	49,175		
OSCAR US FDG VI 2.82% DUE 06-10-2021	**	1,849,143		
OSHKOSH CORPORATION	**	298,846		
OSI SYS INC COM	**	125,348		
OSRAM LICHT AG NPV	**	1,911,171		
OTONOMY INC COM	**	11,477		
OTP BANK NYRT HUF100	**	99,957		
OTSUKA CORP NPV	**	413,747		
OUTFRONT MEDIA INC COM	**	130,361		
OVERSEA-CHINESE BANKING CORPORATION SGD0.5	**	268,141		
OVERSEAS PVT INVT 3.43% DUE 05-15-2030	**	7,391,639		
OVERSEAS SHIPHOLDING GROUP INC NEW COM USD0.01 CL A (POST REV SPLT)	**	24,709		
OVERSTOCK COM INC DEL COM	**	137,385		
OWENS & MINOR INC NEW COM	**	114,167		
OWENS CORNING NEW COM STK	**	679,253		
OXFORD INDS INC COM	**	818,067		
OXFORD INSTRUMENTS ORD GBP0.05	**	543,092		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
P A M TRANSN SVCS INC COM	**	13,599		
PAC GAS & ELEC CO 2.45 DUE 08-15-2022	**	981,104		
PAC GAS & ELEC CO 2.95% DUE 03-01-2026	**	3,407,569		
PAC GAS & ELEC CO 3.25% DUE 06-15-2023	**	1,746,847		
PAC GAS & ELEC CO 6.05% DUE 03-01-2034	**	378,132		
PAC GAS & ELEC CO 8.25% DUE 10-15-2018	**	1,726,517		
PAC PREMIER BANCORP COM	**	122,800		
PACCAR FINL CORP 1.75% DUE 08-14-2018	**	3,348,549		
PACCAR INC COM	**	3,163,060		
PACIFIC ETHANOL INC COM PAR $.001 COM PAR $.001	**	19,597		
PACIFIC GAS & ELEC CO 3.85 DUE 11-15-2023	**	1,319,218		
PACIFICORP 3.6% DUE 04-01-2024	**	112,899		
PACIFICORP 5.5% DUE 01-15-2019	**	82,742		
PACIFICORP 5.65% DUE 07-15-2018	**	142,875		
PACIFICORP 6.25% DUE 10-15-2037	**	109,320		
PACWEST BANCORP DEL COM	**	4,391,050		
PANASONIC CORP	**	145,013		
PANHANDLE OIL & GAS INC.CL A COM STK	**	29,489		
PAPA JOHNS INTL INC COM	**	2,048,015		
PAR PACIFIC HOLDINGS INC COM NEW COM NEW	**	16,639		
PARAMOUNT GROUP INC COM	**	196,144		
PARK ELECTROCHEMICAL CORP COM	**	40,283		
PARK HOTELS & RESORTS INC COM	**	257,888		
PARKER DRILLING CO COM	**	11,916		
PARKER-HANNIFIN CORP COM	**	12,015,315		
PARK-OHIO HLDGS CORP COM	**	25,273		
PARKWAY LIFE REAL NPV (REIT)	**	983,307		
PARQUE ARAUCO SA NPV	**	743,462		
PARSLEY ENERGY INC CL A CL A	**	3,027,551		
PARTNERS GROUP HLG CHF0.01 (REGD)	**	503,623		
PATRIOT TRANSN HLDG INC COM	**	5,400		
PATRIZIA IMMO AG NPV (REGD)	**	1,010,242		
PATTERSON-UTI ENERGY INC COM	**	481,346		
PAX GLOBAL TECHNOLOGY LIMITED COMSTK	**	149,775		
PAYCOM SOFTWARE INC COM	**	1,120,122		
PAYLOCITY HLDG CORP COM	**	4,008,600		
PAYPAL HLDGS INC COM	**	53,995,337		
PBF ENERGY INC CL A CL A	**	401,542		
PC CONNECTION INC COM	**	67,150		
PCCW LIMITED NPV	**	23,795		
PCM INC COM	**	9,217		
PDF SOLUTIONS INC COM	**	45,169		
PDL BIOPHARMA INC COM	**	43,763		
PEABODY ENERGY CORP NEW	**	284,724		
PEAPACK-GLADSTONE FINL CORP COM	**	53,230		
PEBBLEBROOK HOTEL TR COM STK	**	5,107,381		
PEGASYSTEMS INC COM	**	4,142,269		

135

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PEGATRON CORP TWD10	**	319,026		
PENN VA CORP NEW COM	**	23,153		
PENNEY J.C CO INC COM	**	92,152		
PENNS WOODS BANCORP INC COM	**	23,849		
PENNSYLVANIA REAL ESTATE INVT TR SH BEN INT SH BEN INT	**	56,061		
PENNSYLVANIA ST HIGHER ED ASSISTANCE AGY SER 2009-1 CL A1 FLTG 1A1 07-25-2029	**	1,602,384		
PENNSYLVANIA ST HIGHER ED ASSISTANCE AGYSTUDENT LN REV FLTG RT 0% 10-25-2036 BEO	**	5,847,536		
PENSKE AUTOMOTIVE GROUP INC COM STK	**	416,869		
PENSKE TRUCK 3.2% DUE 07-15-2020	**	4,130,708		
PENSKE TRUCK FIXED 2.7% DUE 03-14-2023	**	176,871		
PENTAIR FIN S A 2.9% DUE 09-15-2018	**	1,507,910		
PENUMBRA INC COM	**	644,303		
PEOPLES BANCORP INC COM STK	**	62,239		
PEOPLES BANCORP N C INC COM PEOPLES BANCORP OF NORTH CAROLINA INC	**	21,234		
PEOPLE'S INS CO 'H'CNY1	**	40,221		
PEOPLES UTAH BANCORP COM	**	41,390		
PEOPLES UTD BK 4% DUE 07-15-2024	**	459,539		
PEOPLES UTD FINL INC COM	**	606,572		
PEPSICO INC 1.35% DUE 10-04-2019	**	1,086,914		
PEPSICO INC 1.55% DUE 05-02-2019	**	1,869,641		
PEPSICO INC 2.0% 04-15-2021	**	3,984,159		
PEPSICO INC 2.375% DUE 10-06-2026	**	133,140		
PEPSICO INC 3% DUE 08-25-2021	**	3,473,940		
PEPSICO INC 4% DUE 05-02-2047	**	159,782		
PEPSICO INC 5% DUE 06-01-2018	**	1,352,387		
PEPSICO INC COM	**	13,926,789		
PERFICIENT INC COM STK	**	75,975		
PERFORMANCE FOOD GROUP CO COM	**	2,789,436		
PERKINELMER INC COM	**	3,078,718		
PERNOD RICARD NPV EUR 1.55	**	12,365,169		
PERRIGO FIN PLC 3.5% DUE 12-15-2021	**	926,732		
PERSIMMON ORD GBP0.10	**	2,941,443		
PERU(REP OF) 8.2% BDS 12/08/26	**	2,055,908		
PETROBRAS GLOBAL 6.25% DUE 03-17-2024	**	530,500		
PETROBRAS GLOBAL 7.25% DUE 03-17-2044	**	416,000		
PETROBRAS GLOBAL 7.375% DUE 01-17-2027	**	990,900		
PETRO-CDA 7.875% DUE 06-15-2026	**	256,526		
PETROL BRASILEIROS PRF NPV	**	1,031,209		
PETROLEOS 3.5% DUE 07-23-2020	**	3,010,095		
PETROLEOS 4.5% DUE 01-23-2026	**	89,838		
PETROLEOS MEXICANOS GTD 6.875% DUE 08-04-2026 REG	**	221,081		
PETRONAS CHEMICALS GROUP BHD	**	173,260		
PEUGEOT SA EUR1	**	4,098,825		
PFIZER INC 3% DUE 06-15-2023	**	66,421		
PFIZER INC COM	**	19,938,277		
PGE POLSKA GRUPA PLN10.25	**	401,440		
PGT INC COM	**	1,674,890		

136

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PHH CORP COM NEW COM NEW	**	71,750		
PHI INC COM NON VTG	**	15,411		
PHI INC COM VTG	**	3,616		
PHILIP MORRIS INTL 1.875% DUE 02-25-2021	**	1,369,492		
PHILIP MORRIS INTL 2.625 DUE 03-06-2023	**	271,979		
PHILIP MORRIS INTL 2.75% DUE 02-25-2026	**	7,833,800		
PHILIP MORRIS INTL 3.125% DUE 08-17-2027	**	5,987,958		
PHILIP MORRIS INTL 3.375% DUE 08-11-2025	**	5,510,165		
PHILIP MORRIS INTL 4.5% DUE 03-26-2020	**	1,507,140		
PHILIP MORRIS INTL COM STK NPV	**	28,699,083		
PHILIP MORRIS INTL INC 1.875% DUE 11-01-2019	**	2,643,737		
PHILIP MORRIS INTL INC 2.9 DUE 11-15-2021	**	11,540,762		
PHILIPPINES(REP OF 6.25% BDS 14/01/2036 PHP	**	226,362		
PHILIPS ELECTRONICS 3.75 DUE 03-15-2022	**	83,296		
PHILLIPS 66 3.55% DUE 10-01-2026	**	297,336		
PHILLIPS 66 FLTG RT 2.47152% DUE 04-15-2020	**	400,422		
PHISON ELECTRONICS TWD10	**	606,796		
PHOENIX SATELLITE HKD0.10	**	248,420		
PHOTRONICS INC COM	**	45,089		
PHYSICIANS RLTY TR COM	**	70,971		
PICC PROPERTY & CA 'H'CNY1	**	743,872		
PICO HLDGS INC COM NEW STK	**	42,970		
PIEDMONT NAT GAS 3.64% DUE 11-01-2046	**	787,673		
PIEDMONT OFFICE REALTY TRU-A	**	150,644		
PIER 1 IMPORTS INC COM	**	44,791		
PINNACLE FINL PARTNERS INC COM	**	457,205		
PINNACLE FOODS INC DEL COM	**	1,481,041		
PINNACLE W CAP 2.25% 11-30-2020	**	2,806,664		
PIONEER ENERGY SVCS CORP COM	**	22,280		
PIONEER NAT RES CO 6.875% DUE 05-01-2018	**	1,954,616		
PIONEER NAT RES CO 7.5% DUE 01-15-2020	**	350,982		
PIRAMAL ENTERPRISES INR2	**	1,093,784		
PK NATL CORP COM	**	107,536		
PKN ORLEN SA PLN1.25	**	923,656		
PLAINS ALL AMER PIPELINE 2.85 1-31-2023	**	1,435,316		
PLAINS ALL AMER PIPELINE BNDS 4.65% DUE 10-15-2025	**	118,507		
PLAINS ALL AMERN 2.6% DUE 12-15-2019	**	198,863		
PLAINS ALL AMERN 3.6% DUE 11-01-2024	**	3,895,428		
PLAINS ALL AMERN 3.65 DUE 06-01-2022	**	84,489		
PLAINS ALL AMERN 4.5% DUE 12-15-2026	**	1,449,591		
PLAINS ALL AMERN 5.75% DUE 01-15-2020	**	3,196,620		
PLAINS ALL AMERN PIPELN L P/PAA 4.9% 02-15-2045	**	206,460		
PLANET FITNESS INC CL A CL A	**	2,354,840		
PLATFORM SPECIALTY PRODS CORP COM USD0.01	**	228,031		
PLAYTECH PLC ORD NPV	**	699,162		
PLEXUS CORP COM	**	199,162		
PLUM CREEK 4.7% DUE 03-15-2021	**	3,610,610		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PNC BK N A 3.8 07-25-2023	**	3,655,526		
PNC BK N A PITT PA 1.5% DUE 02-23-2018	**	3,598,870		
PNC BK N A PITT PA 1.85% DUE 07-20-2018	**	499,567		
PNC BK N A PITT PA 1.95% DUE 03-04-2019	**	1,312,693		
PNC BK N A PITT PA 2.3% DUE 06-01-2020	**	299,704		
PNC BK N A PITT PA 2.6% DUE 07-21-2020	**	503,183		
PNC BK N A PITT PA MEDIUM TERM SR 1.6% 06-01-2018	**	2,996,148		
PNC BK N A PITTSBURGH PA 2.7 DUE 11-01-2022	**	537,344		
PNC BK NA PITT PA 1.45% DUE 07-29-2019	**	2,226,673		
PNC BK NA PITT PA 1.7% DUE 12-07-2018	**	807,600		
PNC BK NA PITT PA 2.55% DUE 12-09-2021	**	1,384,303		
PNC FDG CORP 4.375% DUE 08-11-2020	**	2,103,642		
PNC FDG CORP 5.125% DUE 02-08-2020	**	422,166		
PNC FDG CORP SR NT 6.7 DUE 06-10-2019	**	183,538		
PNC FINANCIAL SERVICES GROUP COM STK	**	13,904,217		
POLYONE CORP COM	**	2,449,790		
POPULAR INC COM NEW COM USD6 (POST REV SPLIT)	**	307,237		
PORSCHE AUTO HL SE NON VTG PRF NPV	**	213,683		
PORT AUTH N Y & N J 4.458% 10-01-2062 BEO TAXABLE	**	692,838		
PORT AUTH N Y & N J 5.859% 12-01-2024 BEO TAXABLE	**	22,532,580		
PORTO SEGURO SA COM NPV	**	232,191		
POSCO KRW5000	**	45,333		
POST HLDGS INC COM STK	**	454,939		
POTASH CORP SASK 3.625 DUE 03-15-2024	**	266,492		
POTBELLY CORP COM	**	28,081		
POU CHEN TWD10	**	59,539		
POWELL INDS INC COM	**	41,141		
POWER CORP CANADA SUB-VTG NPV	**	129,175		
POWER FINANCE CORP INR10	**	738,769		
POWERTECH TECHNOLO TWD10	**	242,281		
PPDC ENERGY INC COM	**	2,639,466		
PPG IND INC COM	**	17,721,244		
PPG INDS INC 2.3% DUE 11-15-2019	**	605,063		
PPG INDS INC 3.6% DUE 11-15-2020	**	348,700		
PPL CAP FDG INC 3.4% DUE 06-01-2023	**	51,010		
PPL CAP FDG INC 3.5 DUE 12-01-2022	**	30,844		
PPL CAP FDG INC 4.2% DUE 06-15-2022	**	126,952		
PPL CORP COM ISIN US69351T1060	**	1,813,670		
PPL ELEC UTILS 4.125% DUE 06-15-2044	**	80,777		
PPN CMO 4TIMES SQR TR 06-4TS CMLMTG PASTHRU CTF 144A CL A 5.4 DUE 121328 BEO	**	2,092,875		
PRA GROUP INC COM	**	85,424		
PRA HEALTH SCIENCES INC COM	**	5,340,345		
PRAXAIR INC 2.2 DUE 08-15-2022	**	172,367		
PRAXAIR INC 4.5% DUE 08-15-2019	**	191,866		
PREFORMED LINE PRODS CO COM	**	43,696		
PREMIER FINL BANCORP INC CDT-CAP STK CDT-CAP STK	**	18,112		
PREMIER INC CL A CL A	**	75,923		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PRESTIGE BRANDS HLDGS INC COM	**	2,693,955		
PRGX GLOBAL INC	**	16,735		
PRIMORIS SVCS CORP COM	**	100,984		
PRIN FINL GROUP 3.125% DUE 05-15-2023	**	3,016,164		
PRIN LIFE GLOBAL 2.25 DUE 10-15-2018	**	1,147,335		
PRIN LIFE GLOBAL 2.375% DUE 11-21-2021	**	134,000		
PRIVATE EXPORT FDG CORP 1.875 07-15-2018	**	8,497,836		
PRIVATE EXPT FDG CORP 2.05 DUE 11-15-2022 REG	**	556,275		
PRIVATE EXPT FDG CORP 2.25% DUE 03-15-2020	**	8,691,331		
PRIVATE EXPT FDG CORP SECD NT SER GG 2.45 DUE 07-15-2024	**	432,964		
PRIVATE EXPT FDG CORP SECD NT SER Z 4.375% DUE 03-15-2019 REG	**	504,073		
PROASSURANCE CORP COM	**	4,000,500		
PROCTER & GAMBLE 2.15% DUE 08-11-2022	**	7,401,849		
PROCTER & GAMBLE COM NPV	**	4,519,302		
PROGRESS ENERGY 3.15% DUE 04-01-2022	**	1,296,518		
PROGRESS ENERGY 4.4% DUE 01-15-2021	**	225,373		
PROGRESS ENERGY 4.875% DUE 12-01-2019	**	6,370,036		
PROGRESS RESIDENTIAL SER 2015-SFR2 CLS A 2.74% 06-12-2032	**	1,856,572		
PROGRESS RESIDENTIAL TRUST SER 2015-SFR2 CLS B 3.138% DUE 06-12-2032	**	299,645		
PROGRESSIVE CORP 4.35 DUE 04-25-2044	**	102,267		
PROSIEBENSAT.1 MEDIA SE NPV	**	3,609,186		
PROSPERITY BANCSHARES INC COM	**	488,388		
PROTECTIVE LIFE 1.555% DUE 09-13-2019	**	965,870		
PROTECTIVE LIFE 2.161% DUE 09-25-2020	**	3,234,664		
PROTECTIVE LIFE 2.615% DUE 08-22-2022	**	9,955,752		
PROTECTIVE LIFE GLOBAL FDG MEDIUM TERM NDUE 03-29-2019 BEO	**	7,115,245		
PROTO LABS INC COM	**	1,942,889		
PROVID HLTH & SVCS 2.746% DUE 10-01-2026	**	1,476,326		
PROVIDENCE SVC CORP COM STK	**	98,564		
PROVIDENT FINL HLDGS INC COM	**	16,965		
PROVIDENT FINL SVCS INC COM	**	200,495		
PROVINCE OF ALBERTA 2.2% DUE 07-26-2022 BEO	**	1,591,473		
PROVINCE OF ALBERTA BNDS 2.35% 01/06/2025	**	394,214		
PROXIMUS	**	127,091		
PRUDENTIAL BANCORP INC NEW COM	**	16,210		
PRUDENTIAL FINL INC COM	**	5,458,331		
PRUDENTIAL FINL INC DTD 06-21-2010 5.37506-21-2020	**	149,913		
PRUDENTIAL FINL INC MEDIUM TERM NTS BOOKENTRY MTN 7.375% DUE 06-15-2019	**	751,687		
PRUDENTIAL GBP0.05	**	3,674,514		
PRYSMIAN SPA EUR0.10	**	1,021,215		
PSEG PWR LLC 4.15% DUE 09-15-2021	**	114,717		
PSP SWISS PROPERTY CHF0.10 (REGD)	**	514,251		
PT BANK DANAMON IDR50000 SER 'A' & 'B'	**	1,385,982		
PT BANK NEGARA IND LKD SHS(IDR7500 & IDR375)	**	799,704		
PT INDOFOOD SUKSES IDR100	**	201,418		
PT PAKUWON JATI IDR25	**	583,097		
PTC INC COM	**	651,333		

139

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PTT EXPLORTN & PRD THB1(NVDR)	**	20,226		
PTT GLOBAL CHEMICAL PUBLIC CO LTD THB10(NVDR)	**	1,333,193		
PTT PUBLIC COMPANY THB10(NVDR)	**	79,616		
PUB STORAGE COM	**	3,423,420		
PUB SVC CO N MEX 7.95% DUE 05-15-2018	**	357,288		
PUB SVC CO OF CO 3.2% DUE 11-15-2020	**	204,240		
PUB SVC ENTERPRISE 1.6% DUE 11-15-2019	**	4,121,957		
PUBLIC BK BHD MYR1	**	657,921		
PUBLIC SERVICE CO OF COLORADO 2.25 DUE 09-15-2022 BEO	**	50,200		
PUBLIC SVC CO N H 3.5 DUE 11-01-2023	**	43,319		
PUBLIC SVC CO OKLA 5.15% DUE 12-01-2019	**	104,717		
PUBLIC SVC ELEC GAS CO SECD MEDIUM TERM 2% DUE 08-15-2019	**	398,962		
PULTE GROUP INC	**	889,438		
PURE STORAGE INC CL A CL A	**	766,641		
PUT SWPTN USD DEUTGB2L 6M 2.15%/3MLIBOR European 317U798L2 06-15-2018	**	28,700		
PUT SWPTN USD DEUTGB2L 6M 2.5%/3MLIBOR European 317U473M2 11-07-2019	**	113,695		
PUT SWPTN USD GSCMUS33 6M 2.3%/3MLIBOR European 317U384M0 10-21-2019	**	450,257		
PUT SWPTN USD GSCMUS33 6M 2.4%/3MLIBOR European 317U056N5 03-14-2018	**	15		
PUT SWPTN USD GSCMUS33 6M 2.94%/3MLIBOR European 317U857J5 08-20-2018	**	5,030		
PUT SWPTN USD MSCSUS33 6M 2.4%/3MLIBOR European 317U055N6 03-14-2018	**	76		
PUT SWPTN USD MSCSUS33 6M 2.54%/3MLIBOR European 317U900N3 03-21-2018	**	7,167		
PUT SWPTN USD MSCSUS33 6M 2.905%/3MLIBOREuropean 317U841J4 08-20-2018	**	16,920		
PUT SWPTN USD NGFPUS33 6M 2.15%/3MLIBOR European 317U797L3 06-15-2018	**	9,567		
PVH CORP COM USD1	**	553,642		
PVPTL ABU DHABI GOVT INT'L 2.5% 10-11-2022	**	7,624,400		
PVPTL ABU DHABI GOVT INT'L 3.125% 10-11-2027	**	11,268,684		
PVPTL BAKER HUGHES A GE 3.337% 12-15-2027	**	1,552,389		
PVPTL BANQUE FEDERATIVE DU CR MUTUEL 2.2% 07-20-2020	**	3,149,658		
PVPTL CARNOW AUTO RECEIVABLES TR SER 2017-1 CL A 2.92% 09-15-2022	**	344,864		
PVPTL CONTINENTAL RES INC 4.375% DUE 01-15-2028/01-15-2026	**	98,720		
PVPTL CREDIT SUISSE GROUP AG VAR RT DUE 12-14-2023	**	1,778,859		
PVPTL DAIMLER FIN N AMER 2.3% 02-12-2021	**	466,014		
PVPTL DEVELOPMENT BK JAPAN GTD NT SER GG 2.125% DUE 09-01-2022	**	6,938,574		
PVPTL DEXIA CR LOC GTD SR NT 2.375% DUE 09-20-2022	**	2,966,673		
PVPTL HEWLETT PACKARD ENTERPRISE CO 2.1% 10-04-2019	**	1,380,485		
PVPTL MACQUARIE BK FLTG 03-15-2019	**	15,246,954		
PVPTL MET LIFE GLOB FUNDING I 1.75% 09-19-2019	**	2,457,387		
PVPTL MITSUBISHI UFJ LEASE & FIN CO LTD 2.652% DUE 09-19-2022	**	1,767,452		
PVPTL PRIN LIFE GLOBAL FDG II GLOBAL FLTG 02-22-2019	**	7,115,245		
PVPTL SMITHFIELD FOODS FIXED 2.65% DUE 10-03-2021	**	2,052,405		
PVPTL SUMITOMO MITSUI TR BK LTD 1.95% DUE 09-19-2019	**	396,805		
PVPTL SUNCORP METWAY LTD 2.375% 11-09-2020	**	1,022,902		
PVPTL TESLA INC 5.3% 8-15-2025	**	286,500		
PVPTLDT AUTO OWNER TRUST SER 17-3A CLS A 1.73% 144A 08-17-2020	**	1,033,698		
PVTP PVTPL VOYA CLO LTD SER 15-1A CL A1R VAR RT 01-18-2029	**	1,500,000		
PVTPL BK TOKYO-MITSUBISH 2.15% DUE 09-14-2018	**	13,235,699		
PVTPL 1166 AVE OF THE AMERS COML MTG TR II 2005-C6 COML 5.6896% 10-13-2037	**	1,329,488		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL 1ST INVS AUTO OWNER TR 2016-2 AB NT CL A-1 144A 1.53 DUE 11-16-20 BEO	**	289,994		
PVTPL ABBOTT LABS 3.875% 09-15-2025	**	98,261		
PVTPL ABN AMRO BANK NV 2.1% 01-18-2019	**	12,970,691		
PVTPL ABN AMRO BANK NV FLTG 01-18-2019	**	4,574,086		
PVTPL ABN AMRO BK N V SUB BK NTS BOOK ENTRY 2.5 DUE 10-30-2018	**	401,359		
PVTPL ACIS CLO 2015-6A LTD CL A-1 FLTG RT 05-01-2027 BEO	**	1,861,345		
PVTPL AIR CANADA BNDS 3.55% DUE 07-15-2031 BEO	**	407,953		
PVTPL AIR CDA 2013-1 PASS THRU 4.125 DUE 11-15-2026 BEO	**	57,921		
PVTPL AIR LIQUIDE FIN S A NT 144A 1.375%DUE 09-27-2019 BEO	**	541,404		
PVTPL ALIMENTATION COUCHE-TARD INC SR NT2.7% DUE 07-26-2022/07-26-2017 BEO	**	2,699,952		
PVTPL ALLEGRO CLO I LTD SER SECD NT CL A1R VAR 01-30-2026	**	2,605,762		
PVTPL ALLEGRO CLO LTD SER 17-1A CL A FLT 10-16-2030	**	5,597,660		
PVTPL ALTICE S A BD 7.75 DUE 05-15-2022	**	985,000		
PVTPL AMAZON COM INC 2.8% 08-22-2024	**	1,894,224		
PVTPL AMAZON COM INC 3.15% DUE 08-22-2027 BEO	**	5,768,680		
PVTPL AMERICAN MONEY MANAGEMENT CORP SER 12-11A CL A2R FRN 10-30-2023	**	1,001,588		
PVTPL AMERICAN MONEY MANAGEMENT CORPORATION SER 17-21A CL A FRNS 11-2-30	**	6,810,711		
PVTPL AMERN TOWER TR I 1.551 DUE 03-15-2018 BEO	**	49,932		
PVTPL ANGLO AMERN CAP PLC GTD NT 3.625% 09-11-2024	**	2,687,067		
PVTPL ANZ NEW ZEALAND INTL LTD 2.2% DUE 07-17-2020	**	2,903,286		
PVTPL ANZ NEW ZEALAND INTL LTD MEDIUM TERM NTS 2.6% DUE 09-23-2019 REG	**	1,189,216		
PVTPL AT&T INC 4.1% DUE 02-15-2028/11-15-2027 BEO	**	688,269		
PVTPL ATHENE GLOBAL FDG MEDIUM TERM SR SECD 144A 4.0% DUE 01-25-2022	**	1,485,939		
PVTPL ATHENE GLOBAL FDG MEDIUM TERM SR SECD NT 2.875% 10-23-2018	**	1,176,264		
PVTPL ATLAS SR LN FD II LTD/ATLAS SR LN SER LLC 2012-2 FLTG 144A DUE 01-30-24	**	792,907		
PVTPL ATRIUM VIII CDO CORP SER 8A CL AR FLTG 10-23-2024	**	1,810,376		
PVTPL ATRIUM XIII/ATRIUM XIII LLC SR 13A CL A-1FLTG 11-21-2030	**	5,021,357		
PVTPL AUSTRALIA & NEW ZEALAND BKG GROUP FLTG DUE 11-09-2020	**	4,801,774		
PVTPL AVERY PT V CLO LTD/AVERY PT V SER 14-5A CL AR FLTG 07-17-2026	**	1,755,358		
PVTPL AVIATION CAP GROUP 2.875% 01-20-2022	**	5,490,489		
PVTPL AVIATION CAP GROUP CORP SR NT 144A6.75% DUE 04-06-2021 BEO	**	1,162,323		
PVTPL AVIS BUDGET RENT CAR FDG SER 2013-1A CL A 1.92 09-20-219	**	14,377,997		
PVTPL B A T CAP CORP 3.557% DUE 08-15-2027 BEO	**	12,626,355		
PVTPL B A T INTL FIN PLC 144A 3.25% DUE 06-07-2022 BEO	**	1,851,804		
PVTPL B A T INTL FIN PLC 3.5% DUE 06-15-2022	**	1,227,587		
PVTPL BABSON CLO LTD 2014-III SR SECD TERM NT CL A-R FLTG DUE 01-15-2026 BEO	**	2,008,834		
PVTPL BACARDI LTD GTD NT 144A 19 8.2% DUE 04-01-2019 BEO	**	710,854		
PVTPL BAKER HUGHES A GE CO LLC/BAKER HUGHES 144A 4.08 DUE 12-15-2047	**	711,946		
PVTPL BANK AMER CORP SR NT 144A 3.004% DUE 12-20-2023/12-20-2017 BEO	**	11,697,952		
PVTPL BANK OF THE WEST SER 17-1 CL A2 1.78% 02-15-2021	**	1,813,193		
PVTPL BANK OF TOKYO MITSUBISHI UFJ LTD SR NT 144A 1.7% DUE 03-05-2018 BEO	**	899,735		
PVTPL BANK OF TOKYO MITSUBISHI UFJ LTD SR NT 144A 2.3% DUE 03-05-2020 BEO	**	298,919		
PVTPL BARCLAYS BK PLC NT 144A 10.179% DUE 06-12-2021 BEO	**	12,857,633		
PVTPL BAT CAPITAL CORP 4.39% DUE 08-15-2037	**	108,161		
PVTPL BAT INTL FINANCE PLC 2.75% DUE 06-15-2020 BEO	**	6,290,618		
PVTPL BAYER US FINANCE LLC 2.375% DUE 10-08-2019 BEO	**	400,222		
PVTPL BCC FDG XIII LLC EQUIP CONTRACT BACKED NT 144A 2.2% DUE 12-20-2021 BEO	**	80,466		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL BEAR STEARNS COML MTG SECS INC SE 2006-T22 CL D VAR 04-12-2038	**	9,010,870		
PVTPL BK OF TOKYO MITSUBISHI UFJ LTD SR NT 2.3 DUE 03-10-2019	**	400,186		
PVTPL BLUEMOUNTAIN CLO LTD SER 17-2A CL A2 FLT 10-20-2030	**	5,050,705		
PVTPL BMW US CAP LLC NT 144A 1.45% DUE 09-13-2019 BEO	**	5,292,407		
PVTPL BRAMBLES USA INC GTD SR NT 144A 5.35% DUE 04-01-2020 BEO	**	594,513		
PVTPL BRITISH SKY BROADCASTING GROUP PLCSR NT 6.1% DUE 02-15-2018/02-15-2008 BEO	**	814,779		
PVTPL BX TR 2017-APPL CL B FLTG 07-15-2034	**	3,392,102		
PVTPL BX TR SER 2017-APPL CL A FLTG 07-15-2034	**	1,922,408		
PVTPL CANADIAN IMPERIAL BK 2.35% 07-27-2023	**	9,881,240		
PVTPL CARFINANCE CAP AUTO TR 2014-2 NT CL B 2.64% DUE 11-16-2020	**	344,826		
PVTPL CARFINANCE CAP AUTO TR 2015-1 NT CL A 144A 1.75% DUE 06-15-2021 BEO	**	58,640		
PVTPL CBS CORP 3.7% 06-01-2028	**	73,963		
PVTPL CHARTER COMMUNICATIONS OPER 3.75% 02-15-2028	**	3,641,190		
PVTPL CHESAPEAKE FDG II LLC SR 17-3A CL A1 1.91% 08-15-2029	**	8,934,435		
PVTPL CHRYSLER CAP AUTO RECEIVABLES TR 2016-B NT CL A-2 144A 1.36 01-15-2020	**	1,507,194		
PVTPL CIFC FUNDING LTD SER 17-4A CL A2 FRNS 10-24-2030	**	4,301,246		
PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL D 144A 5.6896 10/13/2037	**	560,823		
PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL F 144A 5.6896 10/13/2037	**	444,980		
PVTPL CMO 280 PK AVE 2017-280P MTG TR COML CTF CL A VAR DUE 09-15-2034	**	801,741		
PVTPL CMO AMERICOLD 2010 LLC TR COML SER 2010-ARTA A-2-FL VAR 1-14-2021	**	3,652,275		
PVTPL CMO AVENTURA MALL TR 2013-AVM COMLCL A VAR RT 12-05-2032	**	13,428,251		
PVTPL CMO BANC OF AMERICA MERRILL LYNCH SER 2015-ASHF CL A FLTG RT 144A 01-15-28	**	500,948		
PVTPL CMO BBCCRE TRUST SER 2015-GTP CL A 3.966% 08-10-2033	**	1,118,849		
PVTPL CMO BB-UBS TR 2012-TFT COML MTG CLA 144A 2.8922 06-05-2030	**	86,544		
PVTPL CMO BXMT 2017-FL1 LTD/BXMT 2017-FL1 LLC 5TH PRTY SECD NT CL D FLTG	**	420,000		
PVTPL CMO BXMT 2017-FL1 LTD/BXMT 2017-FL1 LLC SR SECD NT CL A FLTG 144A	**	9,000,000		
PVTPL CMO CARLYLE GLOBAL MKT STRATEGIES 2014-2 CL AR 144A VAR RT DUE 05-15-2025	**	2,616,816		
PVTPL CMO CGGS COML MTG TR 2016-RND 2.757% DUE 02-10-2033 BEO	**	3,085,045		
PVTPL CMO CITYLINE MTG TR SER 2016-CLNE CL A VAR 11-10-2031	**	5,737,169		
PVTPL CMO COLD STORAGE SER 2017-ICE3 CL B FLTG 04-15-2019	**	1,913,595		
PVTPL CMO COLD STORAGE TRUST SER 2017-ICE3 CL A FRN 04-15-2024	**	6,616,348		
PVTPL CMO COMM 2013-WWP MTG T0 CL A-2 144A 3.4244 DUE 03-10-2031 BEO	**	165,952		
PVTPL CMO COMM 2014-277P MTG TR COML MTGPASSTHRU CTF CL A 3.731 08-10-2049	**	902,827		
PVTPL CMO COMM MTG TR SER 2014-PAT CL A FLTG RT 08-13-2027	**	595,145		
PVTPL CMO COMM SER 2016-GCT CL A 144A 2.681% 08-10-2029	**	8,709,013		
PVTPL CMO CREDIT SUISSE MORTGAGE TRUST SER 2017-LSTK CL A 2.76074% 04-05-2033	**	1,974,724		
PVTPL CMO CSMC 2017-RPL3 TR CL A-1 FLTG 08-25-2057	**	5,586,379		
PVTPL CMO CSMC 2017-RPL3 TR MTG BACKED NT CL B-2 VAR 144A VAR RT DUE 08-01-2057	**	4,795,165		
PVTPL CMO CSMC SER 2009-15R CTF CL 144A VAR RT DUE 10-26-2036 BEO	**	1,342,907		
PVTPL CMO CSMC TR SR 2017-CHOP CL A VAR RT 07-15-2032	**	2,208,629		
PVTPL CMO FREMF 2015-K48 MTG TR FLTG RT DUE 06-25-2025 BEO	**	449,863		
PVTPL CMO FREMF 2016-K59 MTG TR 144A CL B VAR RT DUE 11-25-2049 BEO	**	175,120		
PVTPL CMO GS MTG SECS CORP TR SER 2017-GPTX CL A 2.641134% 05-01-2034	**	1,972,253		
PVTPL CMO HERO FDG 2016-3 3.07999992371%DUE 09-20-2042 BEO	**	77,714		
PVTPL CMO J P MORGAN CHASE COML MTG SECS 2014-PHH CL C FLTG RT DUE 08-15-2027	**	2,030,000		
PVTPL CMO J P MORGAN CHASE COML MTG SECS TR 2016-ASH CL A VAR RT 10-15-2034	**	5,007,830		
PVTPL CMO J P MORGAN CHASE COML MTG SECSTR 2016-WIKI 2.7978% DUE 10-05-2031 BEO	**	8,009,056		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL CMO J P MORGAN CHASE SER 16-WPT CL A FLTG RT 10-15-2018	**	7,518,758		
PVTPL CMO J P MORGAN MTG TR 2017-1 VAR RT DUE 01-25-2047	**	14,197,026		
PVTPL CMO J P MORGAN MTG TR SER 17-2 CL A6 VAR 05-25-2047	**	6,615,279		
PVTPL CMO JP MORGAN CHASE COML MTG SECS TR 2011-C A-3 4.1063 DUE 07-15-2046 BEO	**	6,566,691		
PVTPL CMO JPMCC RE-REMIC SER 2016-FLRR CL AFL 1 01-15-2033	**	3,029,729		
PVTPL CMO LADDER CAPITAL COMM MTG SECS SER 2017-LC26 CL A2 3.128% 07-12-2050	**	14,566,423		
PVTPL CMO MORGAN STANLEY CAP I TR 2014-CPT VAR RT DUE 07-13-2029 BEO	**	405,189		
PVTPL CMO MOTEL 6 TR 2017-MTL6 COML MTG PASSTHRU CTF CL A FLTG RT 08-15-2034	**	15,416,807		
PVTPL CMO MSDB TR 2017-712F CL A VAR RT DUE 07-11-2039 BEO	**	6,782,122		
PVTPL CMO NEW RESIDENTIAL MTG LN TR SER 16-3A CL A1B 144A VAR 09-01-2056	**	3,819,731		
PVTPL CMO ONE MKT PLAZA TR SER 2017-1MKT CL A 144A 3.6139% 02-10-2032 BEO	**	6,692,972		
PVTPL CMO RES CAP CORP 2015-CRE4 LTD/RESOUR SR SECD NT CL A FLTG 08-15-32	**	364,671		
PVTPL CMO SER 17-3 CL 1A6 FR 08-25-2047 BEO	**	7,277,580		
PVTPL CMO TOWD PT MTG TR 2016-3 CL A-1 FLTG RT 144A DUE 08-25-2055 BEO	**	3,206,619		
PVTPL CMO TRICON AMERN HOMES SER 2017-SFR1 CL A 2.761% 09-17-2034 BEO	**	8,592,303		
PVTPL CMO UBS COML MTG TR 2012-C1 144A CL D VAR RT DUE 05-10-2045 BEO	**	561,287		
PVTPL CMO UBS-BAMLL TR 2012-WRM CTF CL A144A 3.663 DUE 06-10-2030 BEO	**	158,281		
PVTPL CMO WA MUT MTG SECS CORP VAR RT DUE 02-25-2033 BEO	**	14,286		
PVTPL CMO WFRBS COML MTG TR 2013-C11 COML PASS THRU CTF CL D VAR RT 03-15-45	**	379,914		
PVTPL CNPC GEN CAP LTD GTD NT 144A 2.75%DUE 05-14-2019 BEO	**	500,898		
PVTPL COLONY AMERN FIN 2016-2 LTD/COLONYAME 2.554% 11-15-2048	**	315,002		
PVTPL COMM SER 2014-FL5 CL A VAR 10-15-2031	**	12,341,671		
PVTPL COMMONWEALTH BANK AUST 144A BNDS 2.25% DUE 03-10-2020	**	4,835,067		
PVTPL COMMONWEALTH BK AUSTRALIA TRANCHE # TR 00201 FLTG DUE 03-10-2020	**	6,098,781		
PVTPL COMMONWEALTH BK AUSTRALIA TRANCHE # TR 00202 2.75% 03-10-2022	**	120,345		
PVTPL COMWLTH BK 2.2% 11-09-2020	**	5,044,546		
PVTPL CONSUMER LN UNDERLYING BD CLUB CR SER 17-P2 CLS A 2.61% 01-15-2024	**	1,598,032		
PVTPL CONSUMER LN UNDERLYING BD CLUB NP SR 17-NP1 CL A 2.78% 04-17-2023	**	38,760		
PVTPL CONSUMER LOAN UNDERLYING BOND CREDIT TR SER 17-NP2 CL A 2.55% 01-16-2024	**	924,978		
PVTPL CORE INDL TR SER 2015-CALW CL A 3.04% 02-10-2034	**	2,133,249		
PVTPL COX COMMUNICATIONS INC NEW NT 144A3.35% DUE 09-15-2026/09-13-2016 BEO	**	195,449		
PVTPL COX COMMUNICATIONS INC NEW NT 4.8% DUE 02-01-2035 BEO	**	91,715		
PVTPL CPS AUTO TRUST SER 17-B CL C 2.92% 02-15-2022	**	99,656		
PVTPL CR ACCEP AUTO LN TR 2017-3 AST BACKED NT CL A 2.65 DUE 06-15-2026	**	952,733		
PVTPL CREDIT AGRICOLE S A 2.625 DUE 10-03-2018 BEO	**	1,834,322		
PVTPL CREDIT AGRICOLE S A 2.75% DUE 06-10-2020BEO	**	553,797		
PVTPL CRH AMER FIN INC GTD NT 144A 3.4% DUE 05-09-2027/05-09-2017 BEO	**	399,909		
PVTPL CROWN CASTLE TOWERS 2010-3 SR SECDREV NT 2020 144A 6.113 DUE 1-15-2040	**	1,370,386		
PVTPL CROWN CASTLE TOWERS LLC/ C-2020 SRREV NT CL C 4.883 08-15-20	**	522,935		
PVTPL CSAIL COML MTG TR SER 2017-CX10 CL UESA 4.0274% 11-15-2027	**	1,919,321		
PVTPL CTL 1999-11 TR (CVS CORP BROOKLYN NY) 7.15 PASS THRU CTFS 5-15-19 BEO	**	156,429		
PVTPL CVP CLO 2017-2 LTD/CVP CLO 2017-2 LLC NT CL A FLTG RATE 144A VAR RT	**	1,000,000		
PVTPL DAIMLER FIN NORTH AMER LLC GTD NT 144A 2.3% DUE 01-06-2020 BEO	**	4,045,860		
PVTPL DAIMLER FIN NORTH AMER LLC NT 144A1.875% DUE 01-11-2018 REG	**	5,464,803		
PVTPL DAIMLER FINANCE NA LLC NT 144A 1.5% DUE 07-05-2019 BEO	**	286,607		
PVTPL DIAMOND 1 FIN CORP/DIAMOND 2 FIN CORP 1ST LIEN NT 144A 6.02	**	10,585,133		
PVTPL DISCOVER CARD EXECUTION NT TR 2017-6 NT CL A 1.88% DUE 02-15-2023 REG	**	2,775,492		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL DRIVE AUTO RECEIVABLES SER 17-3 CL D 3.53% DUE 12-15-2023	**	1,093,256		
PVTPL DRYDEN SENIOR LOAN FUND SR SECD NT CL AR FLTG RATE 3C7 1-15-2031	**	2,000,000		
PVTPL DT AUTO OWNER TR 1.85% DUE 08-17-2020	**	1,249,484		
PVTPL DT AUTO OWNER TR 2017-2 AST BACKEDNT CL C 144A 3.03 DUE 01-17-2023BEO	**	160,016		
PVTPL DT AUTO OWNER TR SER 17-1 A CL C 144A 2.7% 11-15-2022	**	209,459		
PVTPL ECMC GROUP STUDENT LN TR SR 17-2A CL A FLTG RT 05-25-2067	**	4,683,677		
PVTPL ECOLAB INC 3.25% 12-01-2027	**	215,114		
PVTPL EDF S A NT 144A 4.6% DUE 01-27-2020 BEO	**	104,670		
PVTPL EDP FINANCE BV 3.625% 07-15-2024	**	201,425		
PVTPL ENEL FIN INTL N V GTD NT 144A 2.75% DUE 04-06-2023 BEO	**	3,251,672		
PVTPL ENTERPRISE FLEET FING LLC SR 17-2 CL A301-20-2023	**	2,019,466		
PVTPL ENTERPRISE FLEET FING SER 2017-3 CL A-3 2.36% 05-20-2023	**	1,611,438		
PVTPL ERAC USA FIN CO GTD NT 144A 6.7% DUE 06-01-2034 REG	**	170,398		
PVTPL ERAC USA FIN LLC GTD NT 2.8 DUE 11-01-2018	**	301,413		
PVTPL ERAC USA FIN LLC NT 144A 2.35% DUE10-15-2019 BEO	**	398,858		
PVTPL ERAC USA FIN LLC NT 144A 3.85% DUE11-15-2024/05-22-2014 BEO	**	4,495,871		
PVTPL EXETER AUTOMOBILE RECEIVABLES TR 2017-1 CL B 144A 3.0% DUE 12-15-2021	**	205,419		
PVTPL EXETER AUTOMOBILE RECEIVABLES TRST SER 17-2A CLS B 2.82% 05-16-2022	**	324,111		
PVTPL EXETER AUTOMOBILE RECEIVABLESSER 17-2A CLS C 3.93% DUE 04-17-23 BEO	**	241,971		
PVTPL FEDERATION DES CAISSES DESJARDINS DU QUE 2.25% 10-30-2020	**	1,113,704		
PVTPL FEDERATION DES CAISSES DESJARDINS DU QUE FLTG 10-30-2020	**	2,548,274		
PVTPL FIRST FNDTN INC COM	**	49,669		
PVTPL FIRST INVS AUTO OWNER TR 2017-1A CL B 2.67% DUE 04-17-2023 BEO	**	141,211		
PVTPL FIRST INVS AUTO OWNER TR SER 17-2A CL A1 1.86% DUE 10-15-2021	**	242,980		
PVTPL FLAGSHIP CREDIT AUTO TRUST SER 17-4 CL A2.07% 144A 04-15-2022	**	881,739		
PVTPL FORD CR AUTO OWNER TR SER 2017-1 CL A 144A 2.62% 08-15-2028	**	12,007,176		
PVTPL FOREST LABS INC SR NT 4.875 DUE 02-15-2021 BEO	**	211,706		
PVTPL FRESENIUS MED CARE US FIN II INC 5.625% 07-31-2019	**	1,778,365		
PVTPL GAIF BD ISSUER PTY LTD SR NT 144A 3.4% DUE 09-30-2026/09-30-2016 BEO	**	73,516		
PVTPL GDF SUEZ S A NT 2.875 DUE 10-10-2022 BEO	**	402,453		
PVTPL GEORGIA-PAC LLC SR NT 144A 2.539% DUE 11-15-2019/11-06-2014 BEO	**	200,721		
PVTPL GMF FLOORPLAN OWNER REVOLVING SER 2015-1 CL A2 FLTG RT DUE 05-15-2020	**	8,510,940		
PVTPL GOODGREEN 2017-1 TR NT CL A 144A 3.74% DUE 10-15-2052 BEO	**	95,277		
PVTPL GOODGREEN 2017-2 NT CL A 144A 3.26% DUE 10-15-2053 BEO	**	369,884		
PVTPL GOODMAN US FIN THREE LLC 3.7% DUE 03-15-2028	**	1,496,394		
PVTPL HEINEKEN N V SR NT 3.4 DUE 04-01-2022 BEO	**	61,751		
PVTPL HEINZ H J CO 4.875% DUE 02-15-2025	**	1,229,789		
PVTPL HERO FDG 2017-3 NT CL A2 3.95% 09-20-2048	**	1,212,869		
PVTPL HERO FDG SER 2017-1A NT CL A2 4.46% 09-20-2047 BEO	**	217,120		
PVTPL HSBC BK PLC SR NT 144A 4.75% DUE 01-19-2021 BEO	**	797,446		
PVTPL HYUNDAI AUTO LEASE SECURITIZATION TR 201 NT CL A-2-A 144A 1.89	**	3,887,684		
PVTPL HYUNDAI CAP AMER 2.4% DUE 10-30-2018 BEO	**	2,847,247		
PVTPL IBERDROLA FIN IRELAND LTD NT 144A 5% DUE 09-11-2019 BEO	**	416,389		
PVTPL IMPERIAL TOB FIN PLC 2.05 DUE 02-11-2018	**	1,029,866		
PVTPL IMPERIAL TOB FIN PLC 2.95% DUE 07-21-2020 BEO	**	6,663,716		
PVTPL ING BANK NV 2.45% 03-16-2020	**	200,093		
PVTPL ING BK N V MEDIUM TERM NTS BOOK ENTRY 14 TRANCHE # TR 9 2.0% DUE 11-26-18	**	1,199,398		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL ING BK N V NT 144A 1.65% DUE 08-15-2019 BEO	**	3,593,492		
PVTPL INTESA SANPAOLO S P A 144A BD 5.017% DUE 06-26-2024 REG	**	4,105,931		
PVTPL INTESA SANPAOLO S P A RCPTS CL X 144A 3.125% DUE 07-14-2022 BEO	**	1,290,626		
PVTPL INTESA SANPAOLO S P A RCPTS CL X 144A 3.875% DUE 07-14-2027 BEO	**	1,929,097		
PVTPL ITC HLDGS CORP 2.7% DUE 11-15-2022/11-14-2017 BEO	**	978,228		
PVTPL J G WENTWORTH XXII LLC 3.82 DUE 12-15-2048 BEO	**	1,564,268		
PVTPL J P MORGAN CHASE COML MTG SECS TR 2014-FL6 CL A FLTG RT DUE 11-15-2031	**	7,507,259		
PVTPL JACKSON NATL LIFE FDG LLC 3.25% DUE 01-30-2024 BEO	**	35,350		
PVTPL JACKSON NATL LIFE GLOBAL 2.25% 04-29-2021 REG	**	79,147		
PVTPL JACKSON NATL LIFE GLOBAL 1.875% 10-15-2018	**	299,699		
PVTPL JACKSON NATL LIFE GLOBAL FDG SECD MEDIUM 2.2% DUE 01-30-2020 REG	**	2,039,385		
PVTPL KINDER MORGAN INC DEL SR NT 5 DUE 02-15-2021	**	530,502		
PVTPL KKR CLO 17 LTD CL C FLTG RT 04-15-2029	**	4,020,387		
PVTPL LEASEPLAN CORP N V 2.5 DUE 05-16-2018 REG	**	1,800,211		
PVTPL LENDMARK FDG TR 2017-1A ASSET BACKED CTF CL A 2.83% 01-22-2024	**	133,688		
PVTPL LIBERTY MUT GROUP INC GTD SR NT 144A 4.25% DUE 06-15-2023 BEO	**	6,406,691		
PVTPL LIBERTY MUT GROUP INC GTD SR NT 144A 5% DUE 06-01-2021 BEO	**	294,116		
PVTPL LIBERTY MUT GROUP INC SR NT 144A 4.95% DUE 05-01-2022 BEO	**	124,090		
PVTPL LIMEROCK CLO SER 2014-3A CL A1R FLTG DUE 10-20-2026	**	2,611,208		
PVTPL MACQUARIE BK LTD 2.6 DUE 06-24-2019 BEO	**	85,230		
PVTPL MACQUARIE GROUP LTD 144A 3.189% DUE 11-28-2023	**	546,172		
PVTPL MACQUARIE GROUP LTD 3 DUE 12-03-2018	**	1,813,228		
PVTPL MADISON PK FDG XII LTD SER 14-12A CL A-R FLTG RATE 07-20-2026	**	2,515,699		
PVTPL MARATHON CLO X LTD SR 17-10A CL A-2 FLTG RT 11-15-2029 BEO	**	2,519,338		
PVTPL MARBLE PT CLO X LTD/MARBLE PT CLO X LL SER 17-1A CL B FLTG 10-15-2030 BEO	**	2,518,398		
PVTPL MARINER FIN ISSUANCE TR 2017-AA ASSET BACKED NT CL A 3.62% 02-20-2029	**	239,301		
PVTPL MASSMUTUAL GLOBAL FDG 144A 2.35 DUE 04-09-2019	**	891,800		
PVTPL MASSMUTUAL GLOBAL FDG II 2.5 10-17-2022	**	494,718		
PVTPL MASSMUTUAL GLOBAL FDG II MEDIUM TERM NTS 2.0% DUE 04-15-2021	**	196,886		
PVTPL MASSMUTUAL GLOBAL FDG II MEDIUM TERM NTS 144A 5.25 DUE 07-31-2018 BEO	**	2,337,968		
PVTPL MASSMUTUAL GLOBAL FUNDIN 2.1 BNDS DUE 08-02-2018 144A	**	100,131		
PVTPL MET LIFE GLOBAL FDG I MEDIUM TE TRANCHE # TR 00038 2% DUE 04-14-2020 BEO	**	893,108		
PVTPL METROPOLITAN LIFE GLOBAL TRANCHE #TR 00030 2.3% DUE 04-10-2019 BEO	**	3,454,792		
PVTPL MITSUBISHI UFJ TR & BKG CORP SR NT2.45% DUE 10-16-2019 BEO	**	2,303,641		
PVTPL MIZUHO BK LTD SR NT 2.45 DUE 04-16-2019 BEO	**	600,440		
PVTPL MONDELEZ INTL HLDGS NETH B V NT 144A 1.625 DUE 10-28-2019/10-28-2016 BEO	**	8,268,924		
PVTPL MONONGAHELA PWR CO 3.55% DUE 05-15-2027 BEO	**	5,403,329		
PVTPL MONROE CAP BSL CLO LTD SR 2015-1A CL B-R FLTG DUE 05-22-2027	**	6,006,498		
PVTPL MOODYS CORP SR NT 144A 3.25% DUE 01-15-2028/06-12-2017 BEO	**	4,943,015		
PVTPL MORGAN STANLEY TR 2012-IO REMIC PASSTHRU CTF CL AXA 1 03-27-2051	**	32,851		
PVTPL NARRAGANSETT ELEC CO SR NT 4.534% 03-15-2020	**	227,761		
PVTPL NATIONSTAR HECM LN TR SER 16-3 CL A 144A 2.0125% 08-25-2026	**	286,052		
PVTPL NATIONWIDE BLDG SOC MEDIUM TERM SR NTS B 2.35% DUE 01-21-2020 BEO	**	899,434		
PVTPL NATIONWIDE BLDG SOCIETY 2.45 07-27-2021 2.45 DUE 07-27-2021 BEO	**	2,331,061		
PVTPL NATIONWIDE FINL SVCS INC SR NT 144A 5.375% DUE 03-25-2021 BEO	**	430,957		
PVTPL NATIONWIDE MUT INS CO SURPLUS NT 144A 9.375% DUE 08-15-2039 REG	**	42,517		
PVTPL NAVIENT STUDENT LN TR SR 2017-3 CL A-1 FLTG DUE 07-26-2066	**	2,214,101		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL NAVIENT STUDENT LN TRUST SR 2016-3A CL A-1 FLTG DUE 06-25-2065	**	454,532		
PVTPL NBCUNIVERSAL ENTERPRISE INC GTD SRNT 144A 1.974% DUE 04-15-2019 BEO	**	268,512		
PVTPL NELNET STUDENT LN TR SER 17-3A CL A FLTG 02-25-2066	**	8,599,974		
PVTPL NEUBERGER BERMAN LN SER 17-25A CL B FLTG 10-18-2029	**	3,518,669		
PVTPL NEW RESIDENTIAL MTG LN TR 2017-1 SER 17-1A CL A1 VAR 02-25-2057	**	4,287,191		
PVTPL NEW YORK LIFE GLOBAL 1.7% DUE 09-14-2021 BEO	**	3,161,044		
PVTPL NEW YORK LIFE GLOBAL FDG 1.55% DUE 11-02-2018	**	79,722		
PVTPL NEW YORK LIFE GLOBAL FDG 2.35% 07-14-2026	**	42,950		
PVTPL NEW YORK ST ELEC & GAS CORP SR NT 144A 3.25% DUE 12-01-2026/11-29-2016 BEO	**	97,795		
PVTPL NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2017-1A CL A2 2.54% 04-18-2022	**	410,995		
PVTPL NISSAN MTR ACCEP CORP NT 2.65 DUE 09-26-2018 BEO	**	602,276		
PVTPL NORDEA BANK AG MEDIUM TERM NTS BOOK FLTG 05-29-2020	**	2,490,336		
PVTPL NORDEA BK AG MEDIUM TERM JR SUB NTS BOOK ENTRY 1.625% 05-15-2018	**	209,822		
PVTPL NORFOLK SOUTHN CORP NT 4.05% 08-15-2052	**	414,587		
PVTPL NY LIFE GLOBAL FDG MEDIUM TERM NTSTRANCHE # TR 00039 2.1 DUE 01-02-2019	**	1,001,371		
PVTPL OCEAN TRAILS CLO IV/LLC 0% BDS SER 13-4A CL AR 08-13-2025	**	3,997,115		
PVTPL OFSI FUND LTD SER 13-5A CL A1BR FLTG DUE 04-17-2025 BEO	**	1,401,192		
PVTPL ONEMAIN DIRECT AUTO RECEIVABLES TR2017- 2.16% DUE 10-15-2020 BEO	**	18,644,293		
PVTPL ONEMAIN FINANCIAL ISSUANCE TRUST SR 17-1A CL A2 FLTG 09-14-2023 BEO	**	6,835,836		
PVTPL ONEMAIN FINL HLDGS INC 6.75% 12-15-2019	**	1,653,120		
PVTPL ONEMAIN FINL ISSUANCE TR 2014-2 ASSET BACKED NT CL A 2.47%09-18-2024	**	2,441		
PVTPL ONEMAIN FINL ISSUANCE TR 2015-1 CL A 3.19% DUE 03-18-2026	**	502,556		
PVTPL ONEMAIN FINL ISSUANCE TR 2015-2 SRS 2015-2A CL A 2.57 DUE 07-18-2025BEO	**	4,807,822		
PVTPL ONEMAIN FINL ISSUANCE TR SER 2016-2 CL B 5.94% DUE 03-20-2028	**	2,532,295		
PVTPL OSCAR US FDG TR II NT CL A-4 144A 2.44% DUE 06-15-2022 BEO	**	1,993,834		
PVTPL PARK AEROSPACE HLDGS LTD GTD 4.5% DUE 03-15-2023	**	1,050,500		
PVTPL PENNSYLVANIA HIGHER ED ASSISTANCE A VAR RT DUE 11-25-2065	**	2,413,755		
PVTPL PENSKE TRUCK LEASING CO L P / PTL 3.375% 02-01-2022	**	290,336		
PVTPL PENSKE TRUCK LEASING CO L P/PTL 144A 4.2 04-01-2027/03-20-2017	**	93,551		
PVTPL PENSKE TRUCK LEASING CO L P/PTL FIN CO SR NT 3.3% DUE 04-01-2021 BEO	**	9,166,545		
PVTPL PENSKE TRUCK LEASING CO LP/PTL FINSR NT 3.375% DUE 03-15-2018 BEO	**	195,581		
PVTPL PERNOD RICARD SA 4.45 DUE 01-15-2022	**	2,283,790		
PVTPL PETROBRAS GLOBAL FIN B V GTD NT 144A 5.299% 01-27-2025	**	1,570,698		
PVTPL PETROFAC LTD GTD SR NT 3.4 DUE 10-10-2018	**	1,881,000		
PVTPL PFS FING CORP 2017-AA PREM FIN ASSET BKD NT CL A FLTG RT 03-15-2021	**	9,460,296		
PVTPL PPIB CAP INC C 2.75% 11-02-2027	**	1,246,619		
PVTPL PRICOA GLOBAL FDG I 1.6 DUE 05-29-2018	**	149,862		
PVTPL PRICOA GLOBAL FDG I 2.45% DUE 09-21-2022	**	2,066,275		
PVTPL PRICOA GLOBAL FDG I 2.55% 11-24-2020	**	783,674		
PVTPL PRICOA GLOBAL FUNDING 1 2.2% DUE 06-03-2021	**	495,220		
PVTPL PROGRESS RESIDENTIAL TRUST SER 2017-SFR2 CL C 3.395% 12-17-2034	**	587,248		
PVTPL PROSPER MARKETPLACE ISSUANCE T SER 17-3A CL A 2.54% 11-15-2023	**	337,051		
PVTPL PROSPER MARKETPLACE ISSUANCE TRUST SER 17-2A CL A 2.41% 09-15-2023	**	179,831		
PVTPL PROSPER MARKETPLACE SER 17 -1A CL A 2.56% 06-15-2023	**	86,622		
PVTPL RECKITT BENCKISER TREAS SVCS BNDS 3.0% DUE 06-26-2027	**	585,979		
PVTPL RECKITT BENCKISER TREAS SVCS PLC FLTG DUE 06-24-2022	**	799,714		
PVTPL REGATTA VIII FUNDING LTD SER 17-1A CL B FLT 10-17-2030	**	1,057,289		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL RELIANCE STD LIFE GLOBAL FDG II MED TERM 2.5% DUE 01-15-2020 BEO	**	485,022		
PVTPL RENEW 2017-1 FDG NT CL A 144A 3.67000007629% DUE 09-20-2052 BEO	**	88,430		
PVTPL RIO OIL FIN TR SER 2014-1 144A 6.25 DUE 07-06-2024	**	841,593		
PVTPL ROLLS-ROYCE 3.625% DUE 10-14-2025	**	1,340,756		
PVTPL ROLLS-ROYCE PLC GTD NT 144A 2.375%DUE 10-14-2020/10-14-2015 BEO	**	3,958,831		
PVTPL RR 2 LTD / RR 2 LLC SR SECD NT CL FLTG A-1B 144A VAR RT DUE 10-15-2029 BEO	**	6,760,082		
PVTPL SANTANDER RETAIL AUTO LEASE TR 2017-A CL A-4 2.72% DUE 01-20-2022	**	1,294,440		
PVTPL SANTANDER RETAIL AUTO LEASE TR SER 17-A CL A3 2.22% 01-20-2021	**	2,751,971		
PVTPL SCHLUMBERGER FIN CDA LTD SCHLUMBERGER 2.2% DUE 11-20-2020 BEO	**	2,833,347		
PVTPL SCHLUMBERGER INVT SA 2.4 DUE 08-01-2022/07-31-2012 BEO	**	148,183		
PVTPL SCHLUMBERGER INVT SA GTD SR NT 144A 3.3% DUE 09-14-2021/09-14-2011 BEO	**	307,340		
PVTPL SCLP SER 2017-4 CL A 2.5% 06-25-2026	**	1,465,800		
PVTPL SIEMENS FINANCIERINGSMAAT 3.125% DUE 03-16-2024	**	507,376		
PVTPL SIEMENS FINANCIERINGSMAT 2.2% DUE 03-16-2020	**	3,993,748		
PVTPL SIERRA TIMESHARE 2013-3A RECEIVABLES FDG CL A 2.2 10-20-2030	**	1,964,735		
PVTPL SIMON PPTY GROUP L P NT 1.5 DUE 02-01-2018	**	199,976		
PVTPL SINOPEC CAP 2013 LTD GTD SR NT 144A 1.875% DUE 04-24-2018 BEO	**	299,534		
PVTPL SKANDINAVISKA ENSKILDA 2.375 DUE 03-25-2019 BEO	**	250,561		
PVTPL SKANDINAVISKA ENSKILDA BANKEN AB PUBL NT 144A 1.75% DUE 03-19-2018 BEO	**	600,814		
PVTPL SLM STUD LN TR 2007-1 AST BACKED NT CL A-5A VAR RT DUE 01-26-2026 REG	**	1,253,144		
PVTPL SLM STUDENT LN TR 2003-10 STUDENT LN BKD CTF CL A-3 FLTG12-15-2027	**	4,205,402		
PVTPL SMB PRIVATE ED LN TR 2017-A CL A1 1.23% DUE 06-17-2024	**	3,673,631		
PVTPL SMB PVT ED LN TR 2016-B LN BACKED NT CL A-2A 144A 2.43 DUE 02-17-2032 BEO	**	3,636,926		
PVTPL SMBC AVIATION CAP FIN DAC GTD SR NT 144A 3% DUE 07-15-2022 BEO	**	297,092		
PVTPL SMITHFIELD FOODS INC 2.7% 01-31-2020	**	298,042		
PVTPL SMITHS GROUP PLC GTD NT 144A 7.2% DUE 05-15-2019 BEO	**	211,489		
PVTPL SOFI PROFESSIONAL LN PROGRAM 2016-F LLC CL A-2 3.02% DUE 02-25-2040	**	1,157,760		
PVTPL SOFI PROFESSIONAL LN PROGRAM SER 144A CL A-1FX 2.05% 01-25-2041	**	550,566		
PVTPL SOUTHERN NAT GAS CO L L C 03-15-2047	**	80,277		
PVTPL SP POWERASSETS LTD GLOBAL MEDIUM TERM NT 3% DUE 09-26-2027 BEO	**	2,044,688		
PVTPL SPRINGCASTLE AMER FDG LLC ABS NT 2016-A CL A 3.05% 04-25-2029	**	4,889,580		
PVTPL SPRINGLEAF FDG TR 2015-A AST BACKED NT CL A 144A 3.16 DUE 11-15-2024 BEO	**	7,830,974		
PVTPL STADSHYPOTEK AB PUBL MEDIUM TERM NTS BOO # TR 3 1.875 10-02-2019	**	496,575		
PVTPL STATE GRID OVERSEAS INVT 2013 LTD SR GTD NT 144A 1.75% DUE 05-22-2018 BEO	**	349,224		
PVTPL SUMITOMO MITSUI TR BK LTD 1.8 DUE 03-28-2018	**	499,920		
PVTPL SUMITOMO MITSUI TR BK LTD FLTG 09-19-2019	**	399,886		
PVTPL SUNTORY HLDGS LTD SR NT 144A 2.55%DUE 09-29-2019 BEO	**	300,362		
PVTPL TELSTRA CORP LTD SR NT 144A 4.8% DUE 10-12-2021 BEO	**	214,608		
PVTPL TOWD PT MTG TR 2017-4 NT CL A1 144A VAR RT DUE 06-25-2057 BEO	**	6,636,374		
PVTPL TRANCHE # TR 6 1.65% DUE 09-06-2019 REG	**	494,863		
PVTPL TRANS-ALLEGHENY INTST LINE CO 3.85% NTS 06-01-2025	**	2,074,672		
PVTPL U S RESIDENTIAL OPPORTUNITY FD IV TR SER 17-1IV CL A STEP UP 11-27-2037	**	895,547		
PVTPL U S RESIDENTIAL OPPORTUNITY SER 17-III CLS A STEP UP DUE 11-27-2037	**	1,625,493		
PVTPL UBS AG LONDON BRH 2.45% 12-01-2020	**	398,794		
PVTPL UBS AG LONDON BRH SR NT FLTG RATE DUE 06-08-2020	**	1,807,852		
PVTPL UBS GROUP FDG JERSEY LTD SR NT 144A 4.125% DUE 09-24-2025 BEO	**	3,751,798		
PVTPL UBS GROUP FDG JERSEY LTD SR NT FLTG 144A 2.90678% DUE 02-01-2022 BEO	**	206,336		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL UBS GROUP FDG SWITZ AG SR 4.253% DUE 03-23-2028	**	8,150,284		
PVTPL UBS GROUP FUNDING (SWITZERLAND) AG3.0% DUE 04-15-2021 BEO	**	503,510		
PVTPL UBS GROUP FUNDING (SWITZERLAND) AGSR NT 144A 2.65% DUE 02-01-2022 BEO	**	2,756,429		
PVTPL UPSTART SECURITIZATION TR 2017-1 SR 17-1 CL A 2.639% 06/20/2024	**	104,023		
PVTPL VERICREST OPPORTUNITY LOAN TRANSFEREE SER 17-NP11 CL A1 STEP UP 10-25-2047	**	653,321		
PVTPL VERIZON COMMUNICATIONS INC 3.376% DUE 02-15-2025	**	32,608,700		
PVTPL VERIZON OWNER TR 2016-1 AST BACKEDNT CL A 144A 1.42 DUE 01-20-2021BEO	**	497,709		
PVTPL VERIZON OWNER TR 2017-2 CL A 1.92% 12-20-2021 BEO	**	315,890		
PVTPL VERIZON OWNER TR 2017-3 CL A-1A 2.06% 04-20-2022	**	1,581,843		
PVTPL VOLKSWAGEN GROUP AMER FIN LLC GTD NT 2.125 DUE 05-23-2019	**	298,774		
PVTPL VOLT LIX LLC ASSET BACKED NT SER 2017-NPL6 CL A-1 STEP UP 05-25-2047	**	73,659		
PVTPL VOLT LVI LLC ASSET BACKED NT SER 17-NPL3 CL A-1 STEP UP DUE 03-25-2047	**	176,420		
PVTPL VOLT LVII LLC ASSET BACKED 17-NPL4 NT CL A-1 STEP UP 04-25-2047	**	126,901		
PVTPL VOLT LX LLC ASSET BACKED NT SER 17-NPL7 CL A1 STEP 04-25-2059	**	115,184		
PVTPL VOLVO FINL EQUIP LLC SER 17-1A CL A4 144A 2.21% 11-15-2021 BEO	**	2,584,800		
PVTPL WESFARMERS LTD 1.874 03-20-2018	**	319,989		
PVTPL WESTJET AIRLS LTD WESTJET AIRLS 3.5% DUE 06-16-2021/06-16-2016 BEO	**	504,661		
PVTPL WRIGLEY WM JR CO NT 144A 2.4% DUE 10-21-2018/10-21-2013 BEO	**	1,674,743		
PVTPL WRIGLEY WM JR CO NT 2.9 DUE 10-21-2019	**	5,288,722		
PVTPL1 WRIGLEY WM JR CO 3.375% DUE 10-21-2020	**	4,330,034		
PVTPLBANQUE FEDERATIVE DU CR MUTUEL TRANCHE # SR 14 1.9% 03-28-2019	**	14,230,490		
PVTPLNAVIENT STUDENT LN TR 2016-6 STUDENT LN SER 16-6A CL A2 03-25-2066	**	7,610,157		
PVTPLSOFI CONSUMER LN PROGRAM SER 2017-1 LL CL A 3.28% 01-26-2026	**	3,023,817		
PZENA INVT MGMT INC CL A SHS	**	908,166		
QANTAS AIRWAYS NPV	**	796,896		
QATAR NATIONAL BK QAR10	**	71,531		
QATAR(STATE OF) 2.375% SNR 02/06/2021 USD	**	35,593,650		
QBE INS GROUP NPV	**	1,953,342		
QCR HLDGS INC COM	**	51,334		
QEP RES INC COM STK	**	219,670		
QIAGEN NV EUR0.01	**	2,302,938		
QORVO INC COM	**	2,577,020		
QTS RLTY TR INC COM CL A COM CL A	**	3,265,848		
QUAD / GRAPHICS INC COM STK	**	78,761		
QUAKER CHEM CORP COM	**	2,985,642		
QUALCOMM INC 2.1% 05-20-2020	**	14,473,866		
QUALCOMM INC 2.9% DUE 05-20-2024	**	146,349		
QUALCOMM INC 3.45% DUE 05-20-2025	**	13,330,218		
QUALCOMM INC 4.8% DUE 05-20-2045	**	537,774		
QUALCOMM INC COM	**	5,485,426		
QUALCOMM INC FIXED 1.85% DUE 05-20-2019	**	1,016,137		
QUALCOMM INC FIXED 3% DUE 05-20-2022	**	3,703,378		
QUALCOMM INC NT FLTG RATE 05-20-2019	**	4,679,798		
QUALICORP SA EQUITY	**	204,347		
QUALITY CARE PPTYS INC COM	**	67,351		
QUALITY SYS INC COM STK	**	51,251		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
QUALYS INC COM USD0.001	**	4,012,179		
QUANEX BLDG PRODS CORP COM STK	**	86,346		
QUANTA SVCS INC COM	**	728,698		
QUE PROV CDA MEDIUM TERM NTS BOOK ENT TRANCHE # TR 00050 7.14 2-27-26	**	1,462,543		
QUEBEC 4.5% MTN 01/12/2018 CAD1000	**	81,919		
QUEBEC PROV CDA 2.75% DUE 04-12-2027 BEO	**	2,370,220		
QUEBEC PROV CDA GLOBAL NT 2.625% DUE 02-13-2023 BEO	**	5,009,439		
QUEBEC PROV CDA PROVINCE OF QUEBEC 2.5% 04-20-2026 REG 2.5% DUE 04-20-2026 REG	**	14,181,957		
QUEBEC(PROV OF) 4.25% NTS 01/12/21 CAD1000	**	86,142		
QUEBECOR INC CLASS'B'SUB-VTG NPV	**	1,551,967		
QUEST DIAGNOSTICS 2.5% DUE 03-30-2020	**	709,967		
QUIDEL CORP COM	**	34,810		
QUINSTREET INC COM STK	**	28,760		
QUORUM HEALTH CORP COM	**	11,450		
QVC INC 3.125% DUE 04-01-2019	**	1,806,718		
QVC INC 4.85% DUE 04-01-2024	**	11,559,306		
RABOBANK 6.875% SNR MTN 19/03/20 EUR	**	1,659,339		
RABOBANK NEDERLAND UTREC 3.875 08 FEB 2022	**	225,833		
RAC BOND CO PLC 4.565%-VAR 06/05/2046 GBP	**	1,170,959		
RADIAN GROUP INC COM	**	4,731,541		
RADIANT LOGISTICS INC COM STK	**	24,624		
RADIUS HEALTH INC COM NEW COM NEW	**	1,760,058		
RAKUTEN INC NPV	**	150,014		
RALPH LAUREN CORP 2.625% DUE 08-18-2020	**	3,250,278		
RAMBUS INC DEL COM	**	128,890		
RAMCO-GERSHENSON PPTYS TR COM SH BEN INTCOM SH BEN INT	**	78,511		
RAMI LEVI ILS0.01	**	832,483		
RAMIRENT OYJ NPV	**	1,197,828		
RAND MERCHANT INSURANCE HLDGS LTD	**	51,326		
RANDSTAD HLDGS NV EUR0.10	**	6,718,398		
RANGE RES CORP COM	**	3,069,384		
RAUBEX GROUP LTD ZAR0.01	**	360,150		
RAVEN INDS INC COM STOCK	**	21,606		
RAYMOND JAMES FNCL INC COM STK	**	4,939,987		
RAYTHEON CO 2.5 DUE 12-15-2022	**	119,745		
RAYTHEON CO 3.125% DUE 10-15-2020	**	1,396,365		
RAYTHEON CO 3.15% DUE 12-15-2024	**	1,262,676		
RAYTHEON CO 4.4% DUE 02-15-2020	**	193,344		
RCI HOSPITALITY HLDGS INC COM	**	28,680		
RE/MAX HLDGS INC CL A CL A	**	78,910		
READING INTL INC CL A CL A	**	36,172		

149

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
REALKREDIT DANMARK 1% PFBRF 01/04/2018 DKK0.01	**	1,278,862		
REALKREDIT DANMARK 1% SNR 01/04/18 DKK0.01'10F	**	1,181,963		
REALKREDIT DANMARK 2% CVD BDS 01/10/37 DKK0.01	**	183,919		
REALKREDIT DANMARK 2% SNR SEC 01/10/47 DKK0.01	**	2,672,319		
REALKREDIT DANMARK 2.5% DUE 01/10/2047	**	5		
REALKREDIT DANMARK BNDS 2.5% CVD BDS 01/10/2037	**	327,686		
REALNETWORKS INC COM NEW	**	12,268		
REALOGY HLDGS CORP COM	**	291,606		
REALTEK SEMICOND TWD10	**	332,666		
REALTY INCOME CORP 3% DUE 01-15-2027	**	22,009		
REALTY INCOME CORP 3.65% 01-15-2028	**	251,844		
REALTY INCOME CORP 3.875% DUE 07-15-2024	**	118,653		
REALTY INCOME CORP 5.75% DUE 01-15-2021	**	205,729		
RECKITT BENCK GRP ORD GBP0.10	**	11,494,872		
RECKITT BENCKISER 2.75% DUE 06-26-2024	**	391,332		
RED HAT INC COM	**	8,730,790		
RED LIONS HOTELS CORP COM	**	6,097		
RED ROBIN GOURMET BURGERS INC COM	**	68,357		
REDEFINE PROPS LTD NPV (POST CONVERSION)	**	139,840		
REGAL BELOIT CORP COM	**	256,457		
REGENCY CTRS L P 3.6% 02-01-2027	**	150,137		
REGENCY ENERGY 5% DUE 10-01-2022	**	386,947		
REGIONAL MGMT CORP COM STK	**	29,651		
REGIONS BK 2.25% DUE 09-14-2018	**	5,245,712		
REGIONS FINL CORP 3.2% DUE 02-08-2021	**	508,730		
REGIONS FINL CORP FIXED 2.75% DUE 08-14-2022	**	3,518,895		
REGIS CORP MINN COM	**	54,559		
REIS INC COM STK	**	12,390		
RELIANCE CAPITAL INR10(DEMAT)	**	678,700		
RELIANCE HOME FIN INR10	**	106,180		
RELIANCE INDS INR10(100%DEMAT)	**	123,664		
RELIANCE STL & ALUM CO COM	**	5,589,562		
RELX NV	**	6,437,517		
RELX PLC	**	428,074		
REMGRO ZAR0.01	**	144,215		
RENAISSANCE RE HLDGS LTD COM	**	7,507,268		
RENASANT CORP COM	**	3,005,579		
RENAULT SA EUR3.81	**	1,533,355		
RENB ENERGY GROUP INC COM STK	**	65,573		
RENEWI PLC ORD GBP0.10	**	1,952,824		
REORG/ IXYS CASH MERGER 01-18-2018	**	119,175		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
REORG/HEALTHSOUTH CORP NEW NAME CHANGE ENCOMPASS HEALTH 2L16A62 1/2/18	**	8,738,702		
REORG/INC RESH NAME CHANGE WITH CUSIP CHANGE SYNEOS HEALTH INC 2K1VA32 01-08-18	**	2,860,814		
REORG/VANTIV INC NAME CHANGE WORLDPAY INC 2K1CAG2 01-16-18	**	3,493,625		
REP BANCORP INC KY CDT-CL A COM STK	**	74,025		
REP OF ARGENTINA TBOND 3.375% 15/01/2023	**	613,675		
REP OF INDONESIA 2.625% 14/06/2023	**	129,926		
REP SVCS INC NT 5.25 DUE 11-15-2021	**	7,205,464		
REPLIGEN CORP COM STK USD0.01	**	5,492,901		
REPSOL SA EUR1	**	1,376,045		
REPUBLIC OF INDONESIA 4.35% DUE 01-11-2048 REG	**	1,115,985		
REPUBLIC SVCS INC 3.2% DUE 03-15-2025	**	2,302,597		
REPUBLIC SVCS INC 3.8% DUE 05-15-2018	**	795,462		
REPUBLIC SVCS INC 5.5% DUE 09-15-2019	**	189,284		
RESILIENT REIT LTD NPV	**	95,089		
RESOLUTE FST PRODS INC COM	**	104,202		
RESOLUTION FDG CORP FED BOOK ENTRY PRIN 0 STRP 15/07/2020 USD1000 07-15-2020	**	1,897,454		
RESONA HOLDINGS NPV	**	1,793,837		
RESOURCES CONNECTION INC COM	**	58,586		
RESTAURANT BRANDS INTL INC COM NPV	**	204,052		
RETAIL OPPORTUNITY INVTS CORP COM STK	**	115,710		
RETAIL PPTYS AMER INC CL A	**	152,961		
REX AMERICAN RESOURCES CORP	**	30,963		
REXEL EUR5	**	929,320		
REXFORD INDL RLTY INC COM	**	21,666		
REXNORD CORP COM USD0.01	**	158,852		
REYNOLDS AMERN INC 3.25% DUE 06-12-2020	**	6,752,967		
REYNOLDS AMERN INC 8.125% DUE 06-23-2019	**	3,450,508		
REYNOLDS AMERN INC FIXED 2.3% DUE 06-12-2018	**	3,143,683		
REYNOLDS AMERN INC FIXED 5.85% DUE 08-15-2045	**	874,139		
RIBBON COMMUNICATIONS INC COM USD0.0001	**	42,291		
RICE PK FING TR FLTG RT 4.625% DUE 10-31-2041	**	304,444		
RICOH LEASING NPV	**	674,552		
RIGNET INC COM	**	20,721		
RING ENERGY INC COM	**	52,639		
RINGCENTRAL INC CL A CL A	**	1,988,708		
RIO TINTO LIMITED NPV	**	406,783		
RIO TINTO ORD GBP0.10	**	9,836,295		
RIOCAN REAL ESTATE TRUST UNITS NPV	**	172,354		
RIPON MTGS PLC FRN 144A 20/08/2056	**	5,637,504		
RIVERVIEW BANCORP INC COM STK	**	18,510		
RLJ LODGING TR COM REIT	**	226,159		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
RLTY INC CORP 2 DUE 01-31-2018	**	249,978		
RLTY INC CORP 3.25 DUE 10-15-2022	**	12,452,489		
RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A3A'	**	1,163,143		
RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBPREGS	**	1,824,857		
RMAC SECS NO 1 PLC FRN M/BKD NTS 6/44'A2A'REGS	**	3,343,435		
RMB HLDGS ZAR0.01	**	259,476		
ROADRUNNER TRANSPORTATION SY COM	**	26,869		
ROBERT HALF INTL INC COM	**	2,690,635		
ROBINSONS LAND CP PHP1	**	268,497		
ROCHE HLDGS AG GENUSSCHEINE NPV	**	18,839,762		
ROCK-TENN CO 4.9% DUE 03-01-2022	**	350,474		
ROCKWELL AUTOMATION	**	399,769		
ROCKWELL COLLINS 1.95% DUE 07-15-2019	**	3,123,911		
ROCKWELL COLLINS 3.2% DUE 03-15-2024	**	302,300		
ROCKWELL COLLINS 3.5% DUE 03-15-2027	**	305,453		
ROCKY BRANDS INC COM STK	**	15,498		
ROGERS 6.8% DUE 08-15-2018	**	1,363,926		
ROGERS CABLE INC 8.75% DUE 05-01-2032	**	92,347		
ROGERS COMMS INC CLASS'B'COM CAD1.62478	**	319,343		
ROGERS CORP COM	**	282,065		
ROHM CO LTD NPV	**	440,772		
ROLLS ROYCE HLDGS ORD GBP0.20	**	3,933,976		
ROLLS ROYCE HOLDINGS C SHS ENTITLEMENT (JAN 2018)	**	20,087		
ROMANIA(REP OF) 5.85% BDS 26/04/23	**	196,099		
ROPER TECHNOLOGIES , INC	**	301,994		
ROPER TECHNOLOGIES 2.8% DUE 12-15-2021	**	1,527,687		
ROSNEFT OIL CO GDR EACH REPR 1 ORD 'REGS'	**	92,941		
ROWAN COMPANIES PLC	**	186,072		
ROYAL BANK OF CANADA 2.15% DUE 10-26-2020 BEO	**	501,739		
ROYAL BANK OF CANADA 4.65% DUE 01-27-2026 BEO	**	134,703		
ROYAL BANK OF SCOT 6.934% SUB MTN 09/04/18 EUR	**	856,047		
ROYAL BK CDA 1.8% DUE 07-30-2018	**	6,981,451		
ROYAL BK CDA 1.875% DUE 02-05-2020	**	793,366		
ROYAL BK CDA 2% DUE 12-10-2018	**	499,465		
ROYAL BK CDA 2.125% DUE 03-02-2020	**	15,832,328		
ROYAL BK CDA 2.2% DUE 07-27-2018	**	1,271,861		
ROYAL BK CDA 2.2% DUE 09-23-2019	**	19,389,349		
ROYAL BK CDA 2.3% DUE 03-22-2021	**	7,315,354		
ROYAL BK CDA BA 05/01/2018	**	478,757		
ROYAL BK CDA BA 08/01/2018	**	1,037,215		
ROYAL BK CDA BA 11/01/2018	**	95,731		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ROYAL BK CDA FLTG RT 2.43152% DUE 04-15-2019	**	6,356,963		
ROYAL BK CDA N Y BRH INSTL CTF DEP PROGRDTD 12-08-2017 1.95% CD 12-06-2018	**	12,959,911		
ROYAL BK OF CANADA 0% SNR 15/01/2018 CAD	**	398,822		
ROYAL BK OF CANADA COM NPV	**	1,671,304		
ROYAL BK SCOT GRP 2%-FR SNR EMTN 08/03/23 EUR	**	1,894,042		
ROYAL BK SCOTLAND 6.4% DUE 10-21-2019	**	6,560,467		
ROYAL CARIBBEAN CRUISES 2.65% 11-28-2020	**	249,815		
ROYAL DUTCH SHELL 'A'SHS EUR0.07(GBP)	**	2,190,041		
ROYAL DUTCH SHELL 'B'ORD EUR0.07	**	2,809,050		
ROYAL MAIL PLC ORD GBP0.01	**	1,639,788		
RPI GBP UK RPI/3.35% LCH_CSFBUS 15/05/2030 SWU09UP13	**	2,913		
RPI GBP UK RPI/3.4% LCH_CSFBUS 15/06/2030 SWU0C8247	**	9,489		
RPI GBP UK RPI/3.53% LCH_CSFBUS 15/10/2031 SWU0B3678	**	6,276		
RPI USD 1.58%/US CPI LCH_CSFBUS 05-23-2018 SWU0H0892	**	8,572		
RPI USD 1.6775%/US CPI LCH_CSFBUS 05-24-2021 SWU029980	**	23,522		
RPI USD US CPI/2.2425% LCH_CSFBUS 11-21-2026 SWU0C7835	**	14,207		
RPM INTL INC	**	4,744,010		
RPM INTL INC 6.125% DUE 10-15-2019	**	505,749		
RPX CORP COM	**	66,125		
RSA INSURANCE GRP ORD GBP1.00	**	305,758		
RSP PERMIAN INC COM	**	3,290,442		
RTI SURGICAL INC	**	33,075		
RUBICON PROJ INC COM	**	4,920		
RUDOPLH TECHNOLOGIES INC COM	**	80,830		
RUSH ENTERPRISES INC CL A CL A	**	145,825		
RWE AG NPV	**	2,340,689		
RYDER SYS INC COM	**	448,626		
RYDER SYS INC MEDIUM TERM NTS 2.45 DUE 09-03-2019	**	300,330		
RYDER SYS INC MEDIUM TERM NTS BOOK ENTRY2.875% DUE 09-01-2020	**	69,476		
RYDER SYS INC MEDIUM TERM NTS BOOK ENTRYTRANCHE # TR 00211 2.35 2-26-2019	**	220,206		
RYDER SYS INC MEDIUM TERM NTS BOOK ENTRYTRANCHE # TR 00218 3.45% DUE 11-15-2021	**	2,871,324		
RYDER SYS INC MTN TRANCHE # TR 00210 2.503-01-2018	**	250,047		
RYDER SYS INC RYDER SYS INC MTN 2.5 DUE 09-01-2022 2.5 DUE 09-01-2022/08-08-2017	**	73,653		
RYDER SYS INC RYDER SYS INC MTN 2.8 DUE 03-01-2022 2.8 DUE 03-01-2022/02-24-2017	**	2,616,815		
RYDER SYSTEM INC 2.5% 05-11-2020	**	2,907,835		
RYDER SYSTEM INC 2.25% DUE 09-01-2021	**	3,938,080		
S & T BANCORP INC COM STK	**	134,239		
S A C I FALABELLA COM NPV	**	45,565		
S&P GLOBAL INC COM	**	6,161,756		
SABINE PASS 5.625% DUE 03-01-2025	**	4,412,036		
SABINE PASS 5.75% DUE 05-15-2024	**	1,000,333		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SABINE PASS LIQUEFACTION LLC SR SECD NT 5.625 DUE 02-01-2021	**	321,617		
SABRA HEALTH CARE REIT INC COM	**	168,911		
SAF HOLLAND EUR0.01 (BR)	**	1,639,839		
SAFETY INS GROUP INC COM	**	98,570		
SAFRAN SA EUR0.20	**	462,070		
SAGA COMMUNICATIONS INC CL A NEW CL A NEW	**	20,710		
SAGE GROUP GBP0.01051948	**	215,277		
SAIA INC COM STK	**	4,874,038		
SAKAI CHEMICAL IND NPV	**	373,945		
SALEM MEDIA GROUP INC COM STK	**	7,839		
SALESFORCE COM INC COM STK	**	13,964,209		
SAM YUNG TRADING KRW500	**	883,656		
SAMSUNG ELEC MECH KRW5000	**	867,021		
SAMSUNG ELECTRONIC KRW5000	**	6,778,228		
SAN DIEGO CALIF REDEV AGY SUCCESSOR AGY TX ALLOCATION 3.5 09-01-2028 BEO TAXABLE	**	1,303,967		
SAN-A CO LTD NPV	**	1,813,239		
SANDERSON FARMS INC COM	**	344,313		
SANDRIDGE ENERGY INC SANDRIDGE ENERGY I COM USD0.001	**	43,109		
SANDVIK AB NPV	**	873,235		
SANDY SPRING BANCORP INC CMT-COM	**	2,411,904		
SANFILIPPO JOHN B & SON INC COM	**	51,865		
SANGAMO THERAPEUTICS INC COM	**	62,779		
SANKEN ELECTRIC CO NPV	**	864,006		
SANLAM ZAR0.01	**	203,976		
SANMINA CORP COM	**	263,835		
SANOFI EUR2	**	4,859,917		
SANOFI SPONSORED ADR	**	7,460,500		
SANTANDER CONSUMER USA HLDGS INC COM	**	459,765		
SANTANDER DR AUTO 1.34% DUE 11-15-2019	**	655,007		
SANTANDER DR AUTO 1.67% DUE 06-15-2020	**	3,395,979		
SANTANDER DR AUTO 1.87% DUE 06-15-2021	**	1,007,815		
SANTANDER DR AUTO 2.08% DUE 02-16-2021	**	2,000,424		
SANTANDER DR AUTO 2.1% DUE 06-15-2021	**	241,322		
SANTANDER DR AUTO FIXED 2.79% DUE 08-15-2022	**	691,185		
SANTANDER DR AUTO FIXED 3.73% DUE 07-17-2023	**	86,860		
SANTANDER DR AUTO RECEIVABLES TR SER 17-1 CL D 3.17% 04-17-2023	**	374,897		
SANTANDER DRIVE AUTO RECEIVABLES TR SER 2017-1 NT CL C 2.58% DUE 05-16-2022	**	198,421		
SANTANDER HLDGS 2.7% DUE 05-24-2019	**	5,832,693		
SANTANDER HLDGS 3.4% DUE 01-18-2023	**	677,351		
SANTANDER UK GROUP 2.875% DUE 08-05-2021	**	2,593,630		
SANTANDER UK GROUP 2.875% DUE 10-16-2020	**	9,691,926		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SANTANDER UK GROUP 3.571% DUE 01-10-2023	**	1,511,474		
SANTANDER UK GROUP HLDGS PLC 3.125% 01-08-2021	**	4,744,208		
SANTANDER UK PLC 2.35% DUE 09-10-2019	**	250,099		
SANTANDER UK PLC 2.5% DUE 03-14-2019	**	5,497,843		
SANTANDER UK PLC FIXED 2.125% DUE 11-03-2020	**	8,337,399		
SAP SE	**	13,376,244		
SARTORIUS STEDIM B EUR0.20	**	2,677,291		
SASOL NPV	**	124,112		
SATO HOLDINGS NPV	**	723,926		
SATS LTD NPV	**	762,482		
SAUDI ARABIA (KINGDOM OF) 3.25% 26/10/26	**	196,491		
SAUDI ARABIA 2.375% MTN 26/10/2021 USD	**	3,906,920		
SAUDI ARABIA KINGDOM GLOBAL MEDIUM TERM TRANCHE # TR 4 2.875% 03-04-2023	**	1,769,440		
SAUDI ARABIA KINGDOM GLOBAL MEDIUM TERM TRANCHE # TR 5 3.625% DUE 03-04-2028 REG	**	43,901,300		
SAUDI ARABIA KINGDOM TRANCHE # TR 1 2.375% DUE 10-26-2021 REG	**	2,750,797		
SAUDI ARABIA KINGDOM TRANCHE # TR 2 3.25% DUE 10-26-2026 REG	**	196,088		
SAUDI INTERNATIONAL BOND 144A TBOND 4.625% DUE 10-04-2047 REG	**	510,652		
SBA COMMUNICATIONS CORP COM USD0.01 CL A	**	382,262		
SCANSOURCE INC COM	**	102,746		
SCENTRE GROUP	**	272,632		
SCENTRE GROUP TR 1 FIXED 3.5% DUE 02-12-2025	**	25,135		
SCHAEFFLER AG NPV (NON VTG PRF SHS)	**	1,241,207		
SCHLUMBERGER HLDGS 2.35% DUE 12-21-2018	**	7,146,931		
SCHLUMBERGER HLDGS 2.35% DUE 12-21-2018	**	300,674		
SCHLUMBERGER HLDGS CORP 144A 3.0% 12-21-2020 BEO	**	10,774,781		
SCHLUMBERGER LTD COM COM	**	15,406,567		
SCHNEIDER ELECTRIC EUR4.00	**	13,441,081		
SCHNITZER STL INDS INC CL A	**	94,035		
SCHOLASTIC CORP COM	**	123,338		
SCHRODERS VTG SHS GBP1	**	176,775		
SCHWAB CHARLES 3.2% DUE 01-25-2028	**	325,510		
SCHWAB CHARLES 3.2% DUE 03-02-2027	**	90,821		
SCHWAB CHARLES 3.225% DUE 09-01-2022	**	35,574		
SCHWAB CHARLES CORP COM NEW	**	23,925,732		
SCHWEITZER-MAUDUIT INTL INC COM	**	134,810		
SCORPIO TANKERS INC COM STK	**	91,646		
SCOTTS MIRACLE-GRO CLASS'A'COM NPV	**	3,466,476		
SCRIPPS E W CO OHIO CL A NEW COM STK	**	93,295		
SCRIPPS NETWORKS 2.75% DUE 11-15-2019	**	3,943,290		
SCRIPPS NETWORKS 2.8% DUE 06-15-2020	**	864,875		
SCRIPPS NETWORKS 3.5% DUE 06-15-2022	**	2,222,176		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SCSK CORP NPV	**	1,849,595		
SDL ORD GBP0.01	**	317,883		
SEABOARD CORP DEL COM	**	282,240		
SEACHANGE INTL INC COM	**	786		
SEACOAST BKG CORP FLA COM NEW COM NEW	**	2,681,336		
SEACOR HLDGS INC COM	**	85,276		
SEACOR MARINE HLDGS INC COM	**	21,692		
SEAGATE HDD CAYMAN 3.75% DUE 11-15-2018	**	1,521,750		
SEALED AIR CORP NEW COM STK	**	3,131,635		
SEARS HOMETOWN & OUTLET STORES INC COM COM	**	5,460		
SEASPINE HLDGS CORP COM	**	23,924		
SECRETARIA TESOURO 0% TB 01/04/18 BRL1000	**	4,480,809		
SECURITY BK CORP PHP10	**	442,322		
SEGA SAMMY HLDGS I NPV	**	291,239		
SEGRO PLC ORD GBP0.10	**	1,948,555		
SEIKO EPSON CORP NPV	**	214,339		
SEKISUI HOUSE NPV	**	140,784		
SELECT BANCORP INC NEW COM	**	20,650		
SELECT INCOME REIT 2.85% DUE 02-01-2018	**	3,040,000		
SELECT INCOME REIT COM SH BEN INT COM SHBEN INT	**	91,473		
SELECT MED HLDGS CORP COM	**	222,514		
SELECTIVE INS GROUP INC COM	**	4,373,854		
SEMBCORP INDUSTRIE NPV	**	35,301		
SEMGROUP CORP CL A CL A	**	176,549		
SEMPRA ENERGY 1.625% DUE 10-07-2019	**	2,730,548		
SEMPRA ENERGY 2.4% DUE 03-15-2020	**	199,885		
SEMPRA ENERGY 4.05 SNR NTS DUE 12-01-2023	**	157,947		
SEMPRA ENERGY 6% DUE 10-15-2039	**	232,258		
SEMPRA ENERGY 9.8% DUE 02-15-2019	**	227,438		
SEMPRA ENERGY NT FLTG RATE DUE 03-15-2021 REG	**	100,154		
SENECA FOODS CORP NEW CL A	**	28,352		
SENIOR GBP0.10	**	1,387,312		
SENIOR HSG PPTYS TR SH BEN INT SH BEN INT	**	281,179		
SENSIENT TECHNOLOGIES CORP COM	**	2,377,375		
SEOBU T&D KRW500	**	945,618		
SERVICEMASTER GLOBAL HLDGS INC COM	**	2,871,120		
SERVICENOW INC COM USD0.001	**	1,087,192		
SEVEN & I HOLDINGS NPV	**	1,437,417		
SEVERSTAL PJSC GDR EACH REPR 1 ORD 'REGS'	**	906,540		
SFR GROUP 5.625% GTD 15/05/2024 EUR	**	502,038		
SHELL INTERNATIONAL FIN 4.55 DUE 08-12-2043 REG	**	28,435		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SHELL INTL FIN B V 1.375% DUE 05-10-2019	**	4,575,260		
SHELL INTL FIN B V 1.375% DUE 09-12-2019	**	3,738,569		
SHELL INTL FIN B V 1.625% DUE 11-10-2018	**	2,857,740		
SHELL INTL FIN B V 1.875% DUE 05-10-2021	**	492,647		
SHELL INTL FIN B V 2.125% DUE 05-11-2020	**	498,960		
SHELL INTL FIN B V 2.25% DUE 11-10-2020	**	310,916		
SHELL INTL FIN B V 2.875% DUE 05-10-2026	**	172,001		
SHELL INTL FIN B V 3.4% DUE 08-12-2023	**	114,216		
SHELL INTL FIN B V 4% DUE 05-10-2046	**	178,929		
SHELL INTL FIN B V 4.125% DUE 05-11-2035	**	171,265		
SHELL INTL FIN B V 4.3% DUE 09-22-2019	**	947,849		
SHELL INTL FIN B V GTD NT 4.375 DUE 03-25-2020	**	418,272		
SHERWIN-WILLIAMS 2.25% DUE 05-15-2020	**	10,400,064		
SHERWIN-WILLIAMS 3.45% DUE 06-01-2027	**	54,864		
SHERWIN-WILLIAMS CO COM	**	8,108,951		
SHERWIN-WILLIAMS FIXED 4.2% DUE 01-15-2022	**	418,960		
SHILOH INDS INC COM	**	12,603		
SHIMAMURA CO NPV	**	484,071		
SHIMIZU CORP NPV	**	373,625		
SHIN KONG FINL HLD TWD10	**	311,184		
SHIN-ETSU CHEMICAL NPV	**	2,759,367		
SHINSEI BANK NPV	**	375,517		
SHIONOGI & CO LTD NPV	**	1,016,684		
SHIP FINANCE INTERNATIONAL COMMON STK	**	144,569		
SHIP HEALTHCARE HOLDINGS INC NPV	**	958,505		
SHIRE ACQUISITIONS 1.9% DUE 09-23-2019	**	11,861,636		
SHIRE ACQUISITIONS 2.875% DUE 09-23-2023	**	2,130,321		
SHIRE ACQUISITIONS 3.2% DUE 09-23-2026	**	4,106,563		
SHIRE PLC ORD GBP0.05	**	722,982		
SHISEIDO CO LTD NPV	**	255,524		
SHN EXPRESSWAY 'H'CNY1	**	1,756,819		
SHOE CARNIVAL INC COM	**	49,354		
SHOPIFY INC CL A SHOPIFY INC	**	523,887		
SHORE BANCSHARES INC COM	**	19,773		
SHUTTERFLY INC COM	**	121,291		
SI FINL GROUP INC MD COM	**	19,389		
SIEMENS AG NPV(REGD)	**	2,301,865		
SIEMENS FINANCIERINGSMAATSCHAPPIJ N V NT144A FLTG RATE DUE 09-13-2019 BEO	**	5,653,570		
SIERRA BANCORP COM STK	**	38,114		
SIFCO INDS INC COM STK	**	3,405		
SIGMA DESIGNS INC COM	**	24,325		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SIGNATURE BK NY N Y COM	**	3,294,240		
SIGNET JEWELERS LTD ORD USD0.18	**	317,076		
SIKA AG CHF0.60 (BR)	**	3,844,298		
SILGAN HLDGS INC COM	**	2,098,564		
SILICOM LTD COM STK	**	864,456		
SILICON LABORATORIES INC COM	**	1,086,090		
SIMMONS 1ST NATL CORP CL A $0.01 PAR	**	215,039		
SIMON PPTY GROUP L 2.5% DUE 09-01-2020	**	451,629		
SIMON PPTY GROUP L 3.375% DUE 12-01-2027	**	251,158		
SIMON PPTY GROUP L 4.375% DUE 03-01-2021	**	374,650		
SIMON PPTY GROUP L P NT 2.2 DUE 02-01-2019	**	559,544		
SIMPSON MFG INC COM	**	270,688		
SINA CORPORATION COM STK USD0.133	**	90,480		
SINCLAIR BROADCAST GROUP INC CL A	**	172,558		
SINGAPORE EXCHANGE NPV	**	73,891		
SINGAPORE GOVERNMENT 2.125% 01/06/2026	**	529,819		
SINO BIOPHARMACEUT HKD0.025	**	357,263		
SINO LAND CO NPV	**	718,397		
SINOFERT HOLDINGS HKD0.1	**	342,118		
SINOPEC GROUP 2.75% DUE 04-10-2019	**	300,565		
SINOPEC 'H' CNY1	**	85,309		
SINOPEC S/PETROCHE 'H'CNY1	**	199,265		
SITEONE LANDSCAPE SUPPLY INC COM	**	4,462,023		
SJM HOLDINGS LTD. NPV	**	310,697		
SK HYNIX INC	**	2,842,708		
SK INNOVATION CO.LTD KRW5000	**	326,574		
SK TELECOM KRW500	**	1,787,878		
SKAND ENSKILDA BKN 1.5% BDS 15/12/21 SEK500000	**	443,529		
SKAND ENSKILDA BKN SER'A'NPV	**	357,304		
SKANDINAVISKA FIXED 2.3% DUE 03-11-2020	**	4,640,988		
SKF AB SER'B'NPV	**	165,316		
SKYWEST INC COM	**	277,554		
SL GREEN OPER 3.25% DUE 10-15-2022	**	199,233		
SLC AGRICOLA SA COM NPV	**	324,394		
SLC STUDENT LN TR 2010-1 NT CL IA-1 FLTGRATE 11-25-2042 REG	**	2,245,815		
SLM CORP 8 DUE 03-25-2020	**	108,125		
SLM CORP COM	**	48,488		
SLM CORP MEDIUM TERM NTS BOOK ENTRY MTN 4.875 DUE 06-17-2019	**	711,830		
SLM CORP MTN 5.5 01-15-2019	**	2,035,000		
SLM PRIVATE CR STUDENT LN TR 2006-BW CL A-5 FLTG RATE 12-15-2039 REG	**	7,804,486		
SLM PRIVATE CR STUDENT LN TR 2007-A STUDLN BACKED NT A-4 FLTG 12-16-2041BEO	**	747,727		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SLM PRIVATE CR STUDENT LN TR ASSTBCKD SER 2005-A CL A4 FLTG 12-15-2038 BEO	**	1,879,696		
SLM PRIVATE CR STUDENT LN TR SER 2002-A CL A2 FLT RT 12-16-2030 BEO	**	3,750,247		
SLM PRIVATE CR STUDENT LOAN TRUST 2004-A06-15-2033 REG	**	9,328,554		
SLM STUDENT LN 3-7 3.8%-FRN A/BKD 15/12/33 EUR	**	500,470		
SLM STUDENT LN TR 2003-14 CL A-6 FLTG 07-25-2025 REG	**	1,904,652		
SLM STUDENT LN TR 2005-4 CL A-3 VAR RT DUE 01-25-2027	**	1,310,281		
SLM STUDENT LN TR 2008 9 STUDENT LOAN BKD NTS CL A FLTG 04-25-2023 REG	**	16,539,661		
SLOVENIA(REP OF) 4.125% NTS 18/02/2019	**	1,126,180		
SLOVENIA(REP OF) 4.75% SNR MTN 10/05/18 USD	**	404,580		
SM ENERGY CO COM	**	244,779		
SM INVEST CORP PHP10	**	211,919		
SM PRIME HLDGS PHP1	**	143,546		
SMALL BUSINESS 5.67999982834% DUE 06-01-2028	**	246,396		
SMALL BUSINESS ADMIN GTD DEV DEB SER 1999-20 L 7.19 12-1-2019/6-1-00 BEO	**	12,854		
SMALL BUSINESS ADMIN GTD DEV PARTN SER 2017-20L CL 1 01 2.78 12-01-2037	**	140,912		
SMALL BUSINESS ADMINISTRATION SER 2016-10A CL 1 2.507% 03-10-2026	**	314,041		
SMART & FINAL STORES INC COM	**	56,233		
SMC CORP NPV	**	453,064		
SMITH & NEPHEW ORD USD0.20	**	991,469		
SMITH A O CORP COM	**	1,838,400		
SMITHS GROUP ORD GBP0.375	**	2,721,569		
SMUCKER J M CO 1.75% DUE 03-15-2018	**	2,345,722		
SMUCKER J M CO COM NEW	**	3,681,728		
SNYDERS-LANCE INC COM	**	31,150		
SOCIETE GENERALE 144A 5.2 DUE 04-15-2021	**	323,110		
SOCIETE GENERALE 3.25% DUE 01-12-2022	**	302,748		
SOCIETE GENERALE 8.25 DUE 12/31/2049	**	1,569,375		
SOCIETE GENERALE EUR1.25	**	875,833		
SOCIETE GENERALE NTS BOOK ENTRY 2.625 DUE 10-01-2018	**	652,705		
SODEXHO EUR4	**	1,006,717		
SOFTBANK GROUP CORP	**	1,272,233		
SOLAREDGE TECHNOLOGIES INC COM	**	926,283		
SOLVAY SA NPV	**	660,569		
SOMPO HOLDINGS INC	**	1,392,103		
SONIC AUTOMOTIVE INC CL A	**	69,962		
SONIC CORP COM	**	1,183,564		
SONOCO PROD CO COM	**	242,212		
SONOVA HOLDING AG COMMON STOCK	**	191,095		
SONY CORP NPV	**	1,352,362		
SOUNDVIEW HOME LN TR 2006-OPT2 MTG PASSTHRU CTF CL A-3 05-25-2036 REG	**	1,880,044		
SOUTH AFRICA REP NT 5.375% DUE 07-24-2044 REG	**	200,340		

159

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SOUTH AFRICA REP NT 6.875% DUE 05-27-2019 REG	**	315,860		
SOUTH ST CORP COM	**	1,604,954		
SOUTH32 LTD NPV	**	1,113,032		
SOUTHERN CALIF EDISON CO 3.5 DUE 10-01-2023	**	926,877		
SOUTHERN CO 2.35% DUE 07-01-2021	**	397,627		
SOUTHERN CO COM STK	**	3,768,909		
SOUTHERN CO FIXED 2.75% DUE 06-15-2020	**	756,762		
SOUTHERN CO SER 2017-A SR NT FLTG 144A DUE 09-30-2020/09-30-2019 BEO	**	502,920		
SOUTHERN MO BANCORP INC COM	**	31,200		
SOUTHERN NATL BANCORP VA INC COM	**	19,717		
SOUTHERN PWR CO 1.95% DUE 12-15-2019	**	4,440,204		
SOUTHERN PWR CO 4.15% DUE 12-01-2025	**	21,077		
SOUTHERN PWR CO 5.15% DUE 09-15-2041	**	66,731		
SOUTHN CAL EDISON 4% DUE 04-01-2047	**	102,036		
SOUTHN CAL EDISON 5.5% DUE 08-15-2018	**	204,419		
SOUTHN CAL EDISON CO 5.55 DUE 01-15-2036BEO	**	203,420		
SOUTHN CAL GAS CO 1.55% DUE 06-15-2018	**	399,049		
SOUTHN COPPER CORP DEL COM	**	135,375		
SOUTHN NAT GAS CO 8% DUE 03-01-2032	**	112,527		
SOUTHSIDE BANCSHARES INC CMT-COM CMT-COM	**	80,832		
SOUTHWEST AIRLS CO 2.65% DUE 11-05-2020	**	1,757,112		
SOUTHWEST GAS HLDGS INC COM	**	4,164,920		
SOUTHWESTN ELEC 3.9% DUE 04-01-2045	**	98,492		
SOUTHWESTN ELEC 6.45% DUE 01-15-2019	**	119,714		
SP PLUS CORP COM	**	94,457		
SPAIN(KINGDOM OF) 1.5% BDS 30/04/2027 EUR1000	**	241,509		
SPAIN(KINGDOM OF) 2.9% BDS 31/10/2046 EUR1000	**	610,057		
SPAREBANK 1 SR BK NOK25	**	1,083,936		
SPARK INFR GROUP NPV STAPLED	**	590,340		
SPARTAN MTRS INC COM	**	54,889		
SPARTANNASH CO COM NPV	**	2,176,128		
SPARTON CORP COM STK	**	23,637		
SPCL1 GEN ELEC CAP CORP 5.875% DUE 01-14-2038	**	310,365		
SPECTRA ENERGY CAP 6.2% DUE 04-15-2018	**	262,822		
SPECTRA ENERGY PARTNERS LP SR NT FLTG DUE 06-05-2020 REG	**	302,246		
SPECTRUM PHARMACEUTICALS INC COM	**	38,772		
SPEEDWAY MOTORSPORTS INC COM	**	71,555		
SPIRIT AIRLS CL AA 3.375% DUE 08-15-2031	**	60,969		
SPIRIT AIRLS INC COM	**	252,371		
SPIRIT ISSUER 6.582%-FRN A/BK 12/18GBP'A4	**	1,060,232		
SPIRIT RLTY CAP INC NEW COM	**	246,418		

160

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SPLUNK INC COMSTK COM USD0.001	**	5,495,854		
SPOK HLDGS INC COM	**	35,291		
SPORTON INTERNATIO TWD10	**	64,694		
SPRINGLEAF FIN 5.25% DUE 12-15-2019	**	205,750		
SPRINGLEAF FIN 8.25% DUE 12-15-2020	**	110,000		
SPRINT SPECTRUM CO 3.36% DUE 09-20-2021	**	9,584,531		
SPX FLOW INC COM	**	54,968		
SRC ENERGY INC COM USD0.001	**	148,141		
SSE PLC ORD GBP0.50	**	383,771		
ST AUTO FINL CORP COM	**	136,922		
ST JAMES'S PLACE ORD GBP0.15	**	1,344,808		
*ST STR CORP 3.7 DUE 11-20-2023	**	179,008		
*ST STR CORPORATION 3.1% DUE 05-15-2023	**	80,694		
STADSHYPOTEK AB 1.5% BDS 15/12/21 SEK100000	**	1,140,502		
STADSHYPOTEK AB 4.5% BDS 21/09/22 SEK100000	**	3,440,965		
STAG INDL INC COM	**	136,158		
STAGE STORES INC COM NEW COM NEW	**	4,822		
STANDARD BK GR LTD ZAR0.1	**	449,076		
STANDARD CHARTERED BK NEW YORK N Y 08-11-2017 1.6% CTF OF DEP 08-10-2018	**	8,131,709		
STANDARD CHARTERED BK NEW YORK N Y CTF OF DEP 06-05-2017 1.62% 06-01-2018	**	12,281,929		
STANDARD LIFE ABERDEEN PLC	**	1,644,703		
STANDARD MTR PRODS INC COM	**	101,272		
STANDEX INTL CORP COM	**	2,694,544		
STANLEY BLACK & 2.451% DUE 11-17-2018	**	6,645,014		
STANLEY BLACK & DECKER INC COM	**	5,909,794		
STANLEY BLACK & STEP CPN 1.622% DUE 11-17-2018	**	2,939,182		
STARBUCKS CORP 2.7% DUE 06-15-2022	**	143,438		
STARRETT L S CO CL A	**	6,166		
START TODAY CO LTD NPV	**	745,235		
STARTEK INC COM	**	15,324		
STATE BK FINL CORP COM	**	73,824		
STATE BK INDIA(LDN FRN SNR MTN 04/20 USD200000	**	200,520		
STATE OF QATAR 4.5% 20 JAN 2022	**	6,331,836		
*STATE STR CORP COM	**	15,864,553		
*STATE STR CORP STEP CPN 4.956% DUE 03-15-2018	**	2,494,188		
STATOIL ASA 2.45 DUE 01-17-2023 REG	**	89,465		
STATOIL ASA 1.15% DUE 05-15-2018	**	488,813		
STATOIL ASA 2.25% DUE 11-08-2019	**	6,199,516		
STATOIL ASA 3.15 DUE 01-23-2022	**	98,184		
STD CHARTERED PLC 2.1% DUE 08-19-2019	**	3,810,694		
STEELCASE INC CL A COM	**	75,301		

161

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
STEIN MART INC COM	**	776		
STEPAN CO COM	**	161,889		
STERIS PLC NEW STERIS LTD COMSTK	**	2,401,839		
STERLING BANCORP DEL COM	**	4,072,063		
STERLING CONSTR INC COM	**	30,037		
STEWART INFORMATION SVCS CORP COM	**	99,701		
STHREE ORD GBP0.01	**	825,119		
STICHTING AK RABOBANK CERTIFICATEN 6.5% 31/12/2049	**	596,197		
STIFEL FINL CORP COM	**	361,351		
STITCH FIX INC CL A CL A	**	326,698		
STOCKLAND NPV (STAPLED)	**	125,108		
STONE ENERGY CORP COM PAR $ COM PAR $	**	13,153		
STONERIDGE INC COM	**	63,254		
STORE CAPITAL CORPORATION COM USD0.01	**	267,144		
STRATASYS INC SHS	**	112,215		
STRATTEC SEC CORP COM	**	27,219		
STRATUS PPTYS INC COM NEW COM NEW	**	24,413		
STRIP PRINCIPAL ZCPN 02-15-2020	**	1,220,108		
STRUCTURED ASSET INVT LN TR 2003-BC2 MTGPASSTHRU CTF CL A2 VAR 04-25-2033 REG	**	219,564		
STRUCTURED ASSET INVT LN TR 2004-2 MTG PASSTHRU CTF CL A4 03-25-2034 REG	**	509,561		
SUBARU CORPORATION NPV	**	1,307,883		
SUL AMERICA SA UNITS (1 COM SHS & 2 PRF)	**	290,234		
SUMITOMO CHEMICAL CO. LTD NPV	**	280,537		
SUMITOMO ELECTRIC NPV	**	175,531		
SUMITOMO HEAVY IND NPV	**	461,805		
SUMITOMO MITSUI 2.25 DUE 07-11-2019	**	4,168,417		
SUMITOMO MITSUI 2.442% DUE 10-19-2021	**	3,596,709		
SUMITOMO MITSUI 2.632% DUE 07-14-2026	**	142,789		
SUMITOMO MITSUI 2.84% BNDS 01-11-2022	**	150,298		
SUMITOMO MITSUI 2.934% DUE 03-09-2021	**	14,435,392		
SUMITOMO MITSUI BANKING 1.966% BNDS 01-11-2019	**	4,997,796		
SUMITOMO MITSUI BANKING 2.092% 10-18-2019	**	596,922		
SUMITOMO MITSUI BANKING 3.4 07-11-2024	**	6,038,373		
SUMITOMO MITSUI BANKING CORP 1.95% DUE 07-23-2018	**	1,015,847		
SUMITOMO MITSUI BK 1.5% DUE 01-18-2018	**	249,960		
SUMITOMO MITSUI BK CORP 2.45 DUE 01-10-2019 BEO	**	4,091,758		
SUMITOMO MITSUI BK CORP 2.45 DUE 01-10-2019 BEO	**	250,562		
SUMITOMO MITSUI BKG CORP N Y INSTL CTF DEP DTD 07-17-2017 FLTG 07-11-2019	**	12,191,922		
SUMITOMO MITSUI FINANCIAL GROUP NPV	**	332,637		
SUMITOMO MITSUI FIXED 2.058% DUE 07-14-2021	**	4,704,067		
SUMITOMO MITSUI FIXED 2.45% 10-20-2020	**	1,001,669		

162

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SUMITOMO MITSUI TR 2.05% DUE 03-06-2019	**	1,869,628		
SUMITOMO MITSUI TR BK LTD NY BRH CTF DEP06-07-2017 FLTG RT DUE 12-07-2018	**	14,230,490		
SUMITOMO REALTY & DEVELOPMENT NPV	**	196,980		
SUMMIT FINL GROUP INC COM	**	28,820		
SUMMIT HOTEL PROPERTIES INC COM	**	88,974		
SUMMIT MATLS INC CL A CL A	**	3,146,075		
SUN ART RETAIL GRO NPV	**	411,037		
SUN BANCORP INC NEW JERSEY COM USD5.00(POST REV SPLIT)	**	23,255		
SUN COMMUNITIES INC COM	**	423,819		
SUN HUNG KAI CO NPV	**	454,783		
SUN HUNG KAI PROP NPV	**	1,831,319		
SUNAC CHINA HLDGS HKD0.10	**	173,030		
SUNCOKE ENERGY INC COM USD0.01	**	76,196		
SUNCOR ENERGY INC 5.95 DUE12-01-2034 BEO	**	100,579		
SUNCOR ENERGY INC COM NPV 'NEW'	**	13,087,196		
SUNCORP GROUP LTD NPV	**	788,876		
SUNDRUG CO LTD NPV	**	1,563,217		
SUNNY OPTICAL TECH HKD0.10	**	531,729		
SUNOCO LOGISTICS 4.25% DUE 04-01-2024	**	270,161		
SUNOCO LOGISTICS 4.4% DUE 04-01-2021	**	31,198		
SUNOCO LOGISTICS 4.65% DUE 02-15-2022	**	83,991		
SUNOPTA INC COMSTK	**	1,016,711		
SUNSTONE HOTEL INVS INC NEW COM	**	219,783		
SUNTRUST BANK INC 2.25% DUE 01-31-2020	**	2,650,903		
SUNTRUST BK ATL GA FIXED 2.45% DUE 08-01-2022	**	5,595,822		
SUNTRUST BKS INC 2.5% DUE 05-01-2019	**	3,505,099		
SUNTRUST BKS INC 2.7% DUE 01-27-2022	**	2,849,900		
SUNTRUST BKS INC 2.9% DUE 03-03-2021	**	303,358		
SUPER MICRO COMPUTER INC COM	**	105,901		
SUPERIOR ENERGY SVCS INC COM	**	147,455		
SUPERIOR INDS INTL INC COM	**	29,700		
SUPERIOR UNIFORM GROUP INC COM	**	9,268		
SUPERNUS PHARMACEUTICALS INC COM STK	**	2,021,232		
SUPERVALU INC COM NEW COM NEW	**	74,239		
SURGERY PARTNERS INC COM	**	1,200,320		
SURGUTNEFTEGAZ ADR-REPR 10 ORD RUB1	**	106,437		
SURMODICS INC COM	**	18,900		
SURUGA BANK NPV	**	1,375,571		
SURYA CITRA MEDIA IDR50	**	597,774		

163

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SVB FINANCIAL GROUP COMMON STOCK	**	604,763		
SVENSKA 1.95% DUE 09-08-2020	**	494,651		
SVENSKA 2.25% DUE 06-17-2019	**	250,110		
SVENSKA 2.5% DUE 01-25-2019	**	1,626,237		
SVENSKA HANDELSBANKEN AB PUBL MEDIUM TER 1.875% DUE 09-07-2021	**	488,509		
SWEDBANK AB MEDIUM 2.2% DUE 03-04-2020	**	497,939		
SWEDBANK MORTGAGE 1% BDS 15/06/22 SEK100000	**	979,221		
SWEDBANK MORTGAGE 1% CVD BDS 15/09/2021 SEK	**	398,775		
SWEDISH COVERED BD 1.25% CVD BDS 15/06/22 SEK	**	751,112		
SWEDISH COVERED BD 2% CVD BDS 17/06/2026SEK	**	126,719		
SWEDISH MATCH NPV	**	1,071,274		
SWISS LIFE HOLDINGS AG	**	908,499		
SWISS RE AG CHF0.10	**	869,001		
SWISSCOM AG CHF1(REGD)	**	218,458		
SWITCH INC CL A CL A	**	235,324		
SYKES ENTERPRISES INC COM	**	147,532		
SYMANTEC CORP COM	**	16,371,242		
SYN_SWAP 0.0 08 MAR 2018 KMH8 INDEX KM2H18_SW	**	48,273		
SYN_SWAP 0.0 26 JAN 2018 TAF8 INDEX TA35F18_SW	**	146,393		
SYN_SWAP 0.0 30 JAN 2018 HIF8 INDEX HSIF18_SW	**	151,436		
SYN_SWAP 0.0 30 JAN 2018 HIF8 INDEX HSIF18_SW	**	44,485		
SYN_SWAP 0.0 30 JAN 2018 TWF8 INDEX TWF18_SW	**	2,469		
SYN_SWAP 0.0 30 JAN 2018 TWF8 INDEX TWF18_SW	**	17,346		
SYNALLOY CORP COM	**	12,355		
SYNAPTICS INC COM	**	84,074		
SYNCHRONOSS TECHNOLOGIES INC COM STK	**	33,409		
SYNCHRONY BK 3% DUE 06-15-2022	**	5,067,282		
SYNCHRONY CR CARD 2.04% DUE 03-15-2022	**	965,677		
SYNCHRONY CR CARD 2.37% DUE 03-15-2023	**	9,880,427		
SYNCHRONY FINANCIAL 3.0% 08-15-2019 USD1000	**	1,399,666		
SYNCHRONY FINL 2.7% DUE 02-03-2020	**	1,037,586		
SYNCHRONY FINL 3.7% DUE 08-04-2026	**	131,127		
SYNCHRONY FINL 3.75% DUE 08-15-2021	**	533,213		
SYNCHRONY FINL 4.5% DUE 07-23-2025	**	1,672,006		
SYNNEX CORP COM STK	**	530,885		
SYNNEX TECH INTL TWD10	**	35,399		
SYNTHOMER PLC ORD GBP0.10	**	1,405,925		
SYSCO CORP 3.25% DUE 07-15-2027	**	59,798		
SYSTEMAX INC COM	**	126,160		
T ROWE PRICE GROUP INC	**	4,858,364		
T.K. CORPN KRW500	**	110,798		
T4F ENTRETENIMENTO SA	**	563,873		
TABULA RASA HEALTHCARE INC COM	**	1,727,571		
TAHOE RESOURCES IN COM NPV	**	375,521		
TAISEI CORP NPV	**	2,223,879		
TAIWAN SEMICONDUCTOR MANUFACTURING ADS EACH CNV INTO 5 ORD	**	14,628,868		
TAKARA LEBEN CO NPV	**	828,574		

164

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
TAKE-TWO INTERACTIVE SOFTWARE INC COM STK USD0.01	**	21,111,682		
TANGER FACTORY OUTLET CTRS INC COM	**	62,484		
TARGET CORP 2.3% DUE 06-26-2019	**	120,576		
TARGET CORP 2.5% DUE 04-15-2026	**	48,073		
TARGET CORP COM STK	**	3,947,625		
TARO PHARMACEUTICAL INDUSTRIES ORD ILS1	**	128,689		
TATA CONSULTANCY S INR1	**	9,793,162		
TATA STEEL LTD INR10	**	678,185		
TATE & LYLE ORD GBP0.25	**	1,783,884		
TATNEFT PJSC ADS (REPR 6 ORD RUB0.1)	**	264,810		
TAUBMAN CTRS INC COM	**	20,087		
TAURON POLSKA ENER PLN5.00	**	93,379		
TAV HAVALIMANLARI TRY1	**	299,249		
TAYLOR MORRISON HOME CORP COM USD0.00001	**	163,019		
TAYLOR WIMPEY ORD GBP0.01	**	2,532,810		
TC PIPELINES LP 3.9% DUE 05-25-2027	**	110,550		
TCF AUTO 1.39% DUE 11-15-2019	**	1,238,268		
TCF AUTO 1.93% DUE 06-15-2022	**	1,908,324		
TCF FNCL CORP COM	**	292,453		
TD AMERITRADE HLDG 5.6% DUE 12-01-2019	**	398,075		
TDC DKK 1 COMSTK	**	1,143,598		
TDK CORP NPV	**	279,435		
TEACHERS INS & 4.27% DUE 05-15-2047	**	158,631		
TEAM INC COM STK	**	37,757		
TECAN GROUP AG CHF0.10 (REGD)	**	1,394,651		
TECH DATA CORP COM	**	371,502		
TECH MAHINDRA	**	60,713		
TECHTARGET INC COM	**	15,382		
TECHTRONIC INDUSTR NPV	**	951,062		
TECK RESOURCES LTD CLASS'B'SUB-VTG COM NPV	**	1,655,555		
TECNICAS REUNIDAS ORD EUR0.10	**	1,002,388		
TECO FIN INC 5.15% DUE 03-15-2020	**	157,871		
TEEKAY CORP COM	**	2,610		
TEEKAY TANKERS LTD COM STK	**	10,188		
TEGMA GESTAO LOGIS COM NPV	**	217,742		
TEGNA INC COM	**	271,828		
TEJON RANCH CO COM	**	61,989		
TELADOC INC COM	**	2,097,587		
TELE2 AB SER'B'NPV	**	280,321		
TELECOM ITALIA SPA NPV	**	137,222		
TELEDYNE TECHNOLOGIES INC COM	**	80,612		
TELEFONICA 3.192% DUE 04-27-2018	**	451,598		
TELEFONICA 5.134% DUE 04-27-2020	**	91,041		
TELEFONICA EMISIONES S A U 5.462 DUE 02-16-2021 REG	**	281,245		
TELEFONICA SA 5.877% DUE 07-15-2019	**	105,130		
TELEKOMUNIKASI SER'B'IDR50	**	37,624		
TELEPERFORMANCE SOCIETE EUROPEENNE	**	794,888		

165

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
TELEPHONE & DATA SYS INC COM STK	**	279,251		
TEMPUR SEALY INTL INC COM	**	1,958,498		
TENCENT HLDGS LIMITED COMMON STOCK	**	21,536,849		
TENNESSEE VALLEY AUTH GLOBAL PWR BD SER A 2.875% 09-15-2024 REG	**	10,265,910		
TENNESSEE VY AUTH GLOBAL PWR BD SER A 4.25% DUE 09-15-2065 REG	**	138,323		
TENNESSEE VY AUTH TENN VALLEY AUTH 4.875% DUE 01-15-2048 REG	**	403,676		
TERADYNE INC COM	**	385,874		
TEREX CORP NEW COM	**	3,584,675		
TERRENO RLTY CORP	**	2,790,496		
TERRITORIAL BANCORP INC COM STK	**	31,642		
TERUMO CORP NPV	**	11,418,330		
TERWIN MTG TR 2003-6HE ASSET BKD CTF CL A-1 FLTG 11-25-2033 REG	**	41,978		
TESARO INC COM	**	1,533,095		
TESCO 6.125% SNR 24/02/2022 GBP	**	1,094,303		
TESCO ORD GBP0.05	**	671,807		
TESCO PROP FIN 6 PLC 5.4111% BDS 13/07/2044 GBP100000	**	307,208		
TESCO PROPERTY FIN 4 PLC 5.8006% 13/10/2040	**	318,676		
TESLA INC COM USD0.001	**	4,381,006		
TESSCO TECHNOLOGIES INC COM	**	16,523		
TETRA TECH INC NEW COM	**	581,267		
TETRA TECHNOLOGIES INC DEL COM	**	51,142		
TEVA 1.4% DUE 07-20-2018	**	1,316,179		
TEVA 1.7% DUE 07-19-2019	**	5,844,150		
TEVA 2.8% DUE 07-21-2023	**	95,789		
TEVA 2.95% DUE 12-18-2022	**	393,866		
TEVA 3.15% DUE 10-01-2026	**	16,513		
TEVA 3.65% DUE 11-10-2021	**	54,224		
TEVA 3.65% DUE 11-10-2021	**	380,519		
TEXAS INSTRS INC 2.75% DUE 03-12-2021	**	2,056,865		
TEXAS INSTRUMENTS INC COM	**	13,141,372		
TEXAS ROADHOUSE INC COMMON STOCK	**	2,391,145		
TEXAS ST FLTG RT 1.964% 06-01-2018 BEO TAXABLE	**	536,182		
TEXTAINER GROUP HLDGS LTD COM STK	**	116,788		
TEXTRON INC 3.65% DUE 03-15-2027	**	88,418		
TEXTRON INC FLTG 11-10-2020 BEO	**	529,851		
TFI INTERNATIONAL COM NPV	**	752,794		
TGR INVESTMENT INC REIT	**	612,626		
THAI OIL PCL THB10(NVDR)	**	788,262		
THALES SA EUR3	**	2,182,786		
THE MEET GROUP INC COM	**	33,806		
THE PRICELINE GROUP INC	**	8,535,779		
THERMO FISHER 2.15% DUE 12-14-2018	**	1,994,735		
THERMO FISHER 3% DUE 04-15-2023	**	6,598,437		
THERMO FISHER 3.15% DUE 01-15-2023	**	2,627,419		
THERMO FISHER 3.3% DUE 02-15-2022	**	7,557,964		
THERMO FISHER 3.6% DUE 08-15-2021	**	208,509		
THERMO FISHER CORP	**	11,890,286		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
THERMO FISHER SCIENTIFIC INC 2.4 DUE 02-01-2019 REG	**	1,714,169		
THERMON GROUP HLDGS INC	**	75,200		
THIRD POINT REINSURANCE LTD COM USD0.10	**	66,203		
THK CO LTD NPV	**	1,277,582		
THOMSON REUTERS FIXED 3.95% DUE 09-30-2021	**	160,438		
THOMSON-REUTERS CP COM NPV	**	217,463		
THRONES 2014-1 PLC SR 14-1 CL A FLTG 15/11/49	**	562,032		
TIAA AST MGMT FIN 2.95% DUE 11-01-2019	**	5,562,681		
TIER REIT INC COM NEW COM NEW	**	35,601		
TILE SHOP HLDGS INC COM COM	**	29,597		
TILLYS INC CL A	**	15,380		
TIMAH IDR50	**	64,674		
TIMBERLAND BANCORP INC COM	**	27,214		
TIME INC NEW COM	**	200,459		
TIME WARNER CABLE 4.125% DUE 02-15-2021	**	2,198,587		
TIME WARNER CABLE 5% DUE 02-01-2020	**	9,423,771		
TIME WARNER CABLE 6.75% DUE 06-15-2039	**	383,961		
TIME WARNER CABLE 8.75% DUE 02-14-2019	**	410,497		
TIME WARNER CABLE INC 8.25 DUE 04-01-2019 REG	**	3,708,691		
TIME WARNER INC 3.8% DUE 02-15-2027	**	1,258,809		
TIME WARNER INC 4% DUE 01-15-2022	**	728,869		
TIME WARNER INC NEW NT 4.75 DUE 03-29-2021	**	7,823,347		
TIME WARNER INC USD0.01	**	6,624,623		
TIMKEN CO COM	**	2,959,125		
TIMKENSTEEL CORP COM NPV 'WI'	**	85,170		
TITAN INTL INC ILL COM	**	104,740		
TITAN MACHY INC COM	**	56,947		
TIVITY HEALTH INC COM	**	813,347		
TIVO CORP COM NPV	**	169,931		
TN VY AUTH FED BOOK ENTRY PRIN STRIPS GENERIC PRIN PMT 06-15-2035 (UNDDATE)	**	253,870		
TOFAS OTOMOBIL FAB TRY1 (E SHARES)	**	249,361		
TOKYO ELECTRON NPV	**	1,863,345		
TOKYO METROPOLIS JAPAN BD 144A 2.5% DUE 06-08-2022 BEO	**	3,562,438		
TOKYO OHKA KOGYO NPV	**	2,020,435		
TOKYO TATEMONO CO NPV	**	37,789		
TOKYU FUDOSAN HOLDINGS CORPORATION NPV	**	54,205		
TOLL BROS INC COM	**	816,436		
TOMPKINS FINL CORP COM USD0.10	**	42,953		
TOOTSIE ROLL INDS INC COM	**	35,890		
TOPBUILD CORP COM	**	4,134,116		
TORONTO DOMINION 1.8% DUE 07-13-2021	**	153,745		
TORONTO DOMINION 2.125 DUE 07-02-2019	**	6,901,206		
TORONTO DOMINION BANK TRANCHE # TR 29 1.95% DUE 01-22-2019	**	9,599,813		
TORONTO DOMINION BANK TRANCHE # TR 30 VAR RT DUE 01-22-2019	**	6,098,781		
TORONTO DOMINION BK 1.75% 07-23-2018	**	1,498,782		
TORONTO DOMINION BK SR MEDIUM TERM BK NT 2.25% DUE 11-05-2019	**	1,190,719		
TORONTO DOMINION BK SR MEDIUM TERM BK NT BOOK ENTRY FLTG 12-14-2020	**	6,724,542		

167

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
TORONTO-DOMINION 2.125% DUE 04-07-2021	**	15,014,626		
TORONTO-DOMINION COM NPV	**	177,108		
TORRENT PHARM INR5	**	903,431		
TOSHIBA CORP NPV	**	402,060		
TOSOH CORP NPV	**	1,122,824		
TOTAL CAP 2.125% DUE 08-10-2018	**	80,200		
TOTAL CAP 4.125% DUE 01-28-2021	**	473,840		
TOTAL CAP INTL 2.1% DUE 06-19-2019	**	4,948,188		
TOTAL CAP INTL 3.7% DUE 01-15-2024	**	326,856		
TOTAL ENERGY SVC I COM NPV	**	272,401		
TOTAL EUR2.5	**	625,411		
TOTAL SYS SVCS INC 4.8% DUE 04-01-2026	**	573,404		
TOTAL SYS SVCS INC COM	**	2,029,291		
TOTALRTN CHF/1M BOFAUS3N 21/03/2018 EQS-BOEAC-BANA-M7CH-018	**	1,305		
TOTALRTN EUR/1M BOFAUS3N 21/03/2018 EQS-BOEAC-BANA-M7NL-008	**	5,234		
TOTALRTN HKD BOFAUS3N 21/03/2018 EQS-BOEAC-BANA-M7CN-002	**	3,266		
TOTALRTN HKD BOFAUS3N 21/03/2018 EQS-BOEAC-BANA-M7HK-005	**	186,053		
TOTALRTN JPY/1M BOFAUS3N 21/03/2018 EQS-BOEAC-BANA-M7JP-014	**	311,629		
TOTALRTN SEK BOFAUS3N 21/03/2018 EQS-BOEAC-BANA-M7SE-015	**	32,381		
TOTALRTN SEK BOFAUS3N 21/03/2018 EQS-BOEAC-BANA-M7SE-016	**	13,215		
TOTALRTN SGD BOFAUS3N 21/03/2018 EQS-BOEAC-BANA-M7SG-004	**	2,255		
TOWER INTL INC COM STK	**	52,454		
TOWNEBANK PORTSMOUTH VA COM	**	146,063		
TOWNGAS CHINA CO HKD0.10	**	898,004		
TOWNSQUARE MEDIA INC CL A CL A	**	7,895		
TOYOTA AUTO 1.3% DUE 04-15-2020	**	337,967		
TOYOTA AUTO 1.47% DUE 09-15-2021	**	2,159,275		
TOYOTA AUTO 1.75999999046% DUE 07-15-2021	**	6,000,190		
TOYOTA AUTO 1.78% DUE 11-15-2021	**	620,329		
TOYOTA AUTO 1.98% DUE 12-15-2022	**	1,387,044		
TOYOTA AUTO RECEIVABLES OWNER TR SER 17-D CL A4 2.46% 02-15-2023	**	2,916,522		
TOYOTA AUTO RECEIVABLES OWNER TRUST SER 17-A CL A4 2.1% 09-15-2022	**	27,632,451		
TOYOTA AUTO RECEIVABLES SER 2017-B CL A4 2.05% DUE 09-15-2022	**	2,885,326		
TOYOTA MOTOR CORP NPV	**	2,017,574		
TOYOTA MTR CR CORP 2.625 DUE 01-10-2023	**	945,264		
TOYOTA MTR CR CORP 1.45% DUE 01-12-2018	**	259,974		
TOYOTA MTR CR CORP 1.55% DUE 10-18-2019	**	4,113,152		
TOYOTA MTR CR CORP 1.7% DUE 01-09-2019	**	3,113,545		
TOYOTA MTR CR CORP 1.9% DUE 04-08-2021	**	3,449,593		
TOYOTA MTR CR CORP 2.1% DUE 01-17-2019	**	882,016		
TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY MTN 2.125% DUE 07-18-2019	**	1,300,039		
TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK TRANCHE # TR 00893 1.375 01-10-2018	**	2,819,800		
TRANSCANADA 1.875% DUE 01-12-2018	**	6,205,876		
TRANSCANADA 3.125% DUE 01-15-2019	**	504,571		
TRANSCANADA 3.8% DUE 10-01-2020	**	145,160		
TRANSCANADA 6.5% DUE 08-15-2018	**	364,593		
TRANSCANADA 7.25% DUE 08-15-2038	**	138,654		

168

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
TRANSCANADA PIPELINES LTD 2.125% DUE 11-15-2019	**	2,840,205		
TRANSCANADA TR FLTG RT 5.3% DUE 03-15-2077	**	206,250		
TRANSOCEAN LTD	**	118,932		
TRANSUNION COM	**	6,485,280		
TRAVELERS COS INC 3.9% DUE 11-01-2020	**	207,986		
TRAVELERS COS INC 5.8% DUE 05-15-2018	**	1,358,871		
TRAVELERS COS INC COM STK	**	27,024,100		
TRECORA RES COM	**	31,820		
TREDEGAR CORP INC	**	57,062		
TREEHOUSE FOODS INC COM	**	211,540		
TREND MICRO INC NPV	**	249,259		
TRI POINTE GROUP INC COM	**	332,954		
TRIBUNE MEDIA COMPANY CLASS A COMMON STOCK	**	78,442		
TRICO BANCSHARES COM STK	**	64,551		
TRIMAS CORP COM NEW COM NEW	**	18,110		
TRINITY IND INC COM	**	491,475		
TRINSEO S A COMMON STOCK	**	3,625,571		
TRIPADVISOR INC COM USD0.001	**	13,391,845		
TRIPLE-S MGMT CORP CL B CL B	**	63,666		
TRISTATE CAP HLDGS INC COM	**	64,699		
TRITON INTL LTD COM USD0.01 CL A	**	499,845		
TRIUMPH BANCORP INC COM	**	78,467		
TRIUMPH GROUP INC NEW COM	**	130,451		
TRONOX LTD SHS CL A	**	149,005		
TRUEBLUE INC COM STK	**	112,750		
TRUSTCO BK CORP N Y COM	**	85,808		
TRUSTEES OF 2.612% DUE 07-01-2026	**	967,022		
TRUSTEES OF 3.627% DUE 07-01-2046	**	2,099,202		
TRUSTMARK CORP COM	**	228,054		
TSUKUI CORP NPV	**	903,179		
TSY INFL IX N/B US GVT NATIONAL 0.125%04-15-2022	**	17,075,677		
TSY INFL IX N/B US GVT NATIONAL 0.375%01-15-2027	**	608,263		
TTM TECHNOLOGIES INC COM	**	150,291		
TTX CO MEDIUM TERM NTS BOOK ENTRY 144A TRANCHE # TR 00059 2.25% DUE 02-01-2019	**	299,263		
TUESDAY MORNING CORP COM NEW ISIN US8990355054	**	15,139		
TUI AG NPV (REGD)	**	499,567		
TULLOW OIL ORD GBP0.10	**	515,554		
TURK HAVA YOLLARI TRY1 (A SHARES)	**	732,698		
TUTOR PERINI CORP COM	**	109,132		
TW COOPERATIVE FIN TWD10	**	175,099		
TWIN DISC INC COM	**	27,234		
TWITTER INC COM	**	394,340		
TYLER TECHNOLOGIES INC COM STK	**	4,727,235		
TYSON FOODS INC 2.25% DUE 08-23-2021	**	2,091,524		
TYSON FOODS INC 2.65 DUE 08-15-2019	**	944,528		
TYSON FOODS INC 4.875% DUE 08-15-2034	**	108,179		
TYSON FOODS INC SR NT FLTG RATE DUE 05-30-2019 REG	**	1,727,988		

169

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
U M H PPTYS INC COM STK	**	18,327		
U S BANCORP MEDIUM FIXED 3.6% DUE 09-11-2024	**	414,368		
U S BANCORP MEDIUM TERM NTS 1.95 11-15-2018	**	8,037,137		
U S BANCORP MEDIUM TERM NTS 2.2 04-25-2019	**	1,644,643		
U S BANCORP TRANCHE # TR 00175 3.7 01-30-2024	**	122,878		
U S BK NATL ASSN CINCINNATI FLTG RT DUE 05-24-2019 REG	**	6,098,781		
U S BK NATL ASSN CINCINNATI OHIO MEDIUM 2.05% DUE 10-23-2020	**	496,398		
U S CONCRETE INC COMMON STOCK	**	1,004,302		
U S SILICA HLDGS INC	**	133,105		
U.S AWYS 2011-1 7.125% DUE 04-22-2025	**	143,410		
U.S. CELLULAR CORP COM	**	77,142		
UBS AG 5.125% 15/05/2024	**	846,048		
UBS AG 4.75% DUE 05-22-2023	**	704,801		
UBS AG LONDON BRH 2.2% DUE 06-08-2020	**	4,351,898		
UBS AG LONDON BRH NT FLTG 144A DUE 12-01-2020/11-01-2020 BEO	**	400,578		
UBS AG STAMFORD 7.625% DUE 08-17-2022	**	2,803,680		
UBS AG STAMFORD BRH MEDIUM TERM SR 2.37 5 DUE 08-14-2019	**	5,915,197		
UBS AG STAMFORD BRH MEDIUM TERM SR 2.37 5 DUE 08-14-2019	**	5,715,700		
UBS GROUP CHF0.10 (REGD)	**	13,253,739		
UBS GROUP FDG FLTG RT 2.859% DUE 08-15-2023	**	1,329,623		
UBS GROUP FDG SWITZ AG NT FLTG 144A DUE 08-15-2023/08-15-2022 BEO	**	13,255,387		
UCB NPV	**	3,238,435		
UDG HEALTHCARE PLC ORD EUR0.05	**	1,432,546		
UDR INC 2.95% DUE 09-01-2026	**	15,377		
UDR INC CORP BD 3.75 DUE 07-01-2024 BEO	**	1,542,869		
UFP TECHNOLOGIES INC COM	**	11,426		
UIL HLDGS CORP 4.625% DUE 10-01-2020	**	518,335		
UK(GOVT OF) 0% T-BILL 22/01/2018 GBP1	**	2,705,274		
UK(GOVT OF) 0% TSY BILL 29/01/18 GBP1	**	919,729		
UK(GOVT OF) 0.125% IDX/LKD SNR 22/03/24	**	2,804,383		
UK(GOVT OF) 3.5% GILT SNR 22/01/45 GBP1	**	184,894		
UKRAINE AID 1.844 05-16-2019REG	**	12,987,611		
ULTIMATE SOFTWARE GROUP INC COM	**	6,786,953		
ULTRA CLEAN HLDGS INC COM	**	91,390		
UMPQUA HLDGS CORP COM	**	3,510,104		
UN BK N A SAN FRAN 2.625% DUE 09-26-2018	**	311,053		
UNDER ARMOR INC CL A	**	41,573		
UNDER ARMOUR INC CL C COM	**	45,967		
UNIBAIL-RODAMCO SE EUR5	**	412,799		
UNIFI INC COM	**	53,805		
UNIFIRST CORP MASS COM	**	171,166		
UNILEVER CAP CORP 4.25% DUE 02-10-2021	**	1,059,856		
UNILEVER NV CVA EUR0.16	**	634,767		
UNILEVER PLC ORD GBP0.031111	**	1,481,239		
UNION BANKSHARES CORP NEW COM	**	148,297		
UNION PAC CORP 2.95% DUE 01-15-2023	**	233,893		
UNION PAC CORP 3% DUE 04-15-2027	**	90,448		

170

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
UNION PAC CORP 4% DUE 02-01-2021	**	539,089		
UNION PAC CORP 4.163% DUE 07-15-2022	**	728,904		
UNION PAC CORP COM	**	7,792,283		
UNI-PRESIDENT ENT TWD10	**	217,873		
UNIT CORP COM	**	147,290		
UNITED BANKSHARES INC W VA COM	**	304,758		
UNITED CMNTY BK BLAIRSVILLE GA COM	**	161,102		
UNITED CMNTY FINL CORP OHIO COM	**	45,851		
UNITED FINANCIAL BANCORP INC	**	95,820		
UNITED FIRE GROUP INC COM USD0.001	**	99,820		
UNITED INSURANCE HOLDINGS CORP COM	**	23,650		
UNITED MEXICAN STS 5.55 01-21-2045	**	168,750		
UNITED MEXICAN STS MEDIUM TERM BOOK 3.625% 03-15-2022	**	301,310		
UNITED MEXICAN STS MEDIUM TERM BOOK TBOND 4.0% DUE 10-02-2023 REG	**	303,485		
UNITED NAT FOODS INC COM	**	252,262		
UNITED PARCEL SVC INC CL B	**	6,467,819		
UNITED RENTALS INC COM	**	451,779		
UNITED STATES 0.0% T-BILL 04-12-2018	**	3,187,645		
UNITED STATES OF AMER BDS INDX LNKD 0.875% 02-15-2047	**	180,511		
UNITED STATES OF AMER INFL INDXD TREAS NOTES 0.25% TB 01-15-25 USD1000 A-2025	**	619,315		
UNITED STATES OF AMER TREAS BD 2.375% 5-15-2027	**	11,267,772		
UNITED STATES OF AMER TREAS BONDS 0.625% TIPS INFL IDX 02-15-2043 USD1000	**	976,295		
UNITED STATES OF AMER TREAS BONDS 0.75 DEB TIPS 02-15-2042	**	5,786,783		
UNITED STATES OF AMER TREAS BONDS 2.75 BDS DUE 08-15-2042 USD100'BONDS 08/42'	**	302,086		
UNITED STATES OF AMER TREAS BONDS DTD 05/15/2015 2.125% DUE 05-15-2025 REG	**	72,845,180		
UNITED STATES OF AMER TREAS NOTES 1.75% 05-31-2022	**	30,022,671		
UNITED STATES OF AMER TREAS NOTES INFLATION INDEX 0.125 NTS 07-15-2024	**	26,609,830		
UNITED STATES OF AMER TREAS NOTES 0.125% INFL IDX 04-15-2020	**	1,955,120		
UNITED STATES OF AMER TREAS NOTES 1.25 07-15-2020	**	1,156,191		
UNITED STATES OF AMER TREAS NOTES DTD 10/15/2017 1.625% DUE 10-15-2020 REG	**	19,426,207		
UNITED STATES OF AMER TREAS NOTES NTS 0.125% INFL INDEX 07-15-2026	**	1,709,292		
UNITED STATES TREAS 2.25% DUE 02-15-2027 REG	**	1,677,688		
UNITED STATES TREAS BD STRIPPED PRIN PMT00098 08-15-2043 (UNDDATE) REG	**	42,123,713		
UNITED STATES TREAS BDS 1.5% DUE 08-15-2026 REG	**	6,977,933		
UNITED STATES TREAS BDS 2.25% DUE 08-15-2027	**	151,045,702		
UNITED STATES TREAS BDS 2.875% DUE 11-15-2046	**	1,436,148		
UNITED STATES TREAS BDS 0 DEB 15/02/2040USD1000 4.625 DUE 02-15-2040REG	**	13,298,050		
UNITED STATES TREAS BDS 00245 2.875% DUE 08-15-2045 REG	**	723,011		
UNITED STATES TREAS BDS 1.375 02-15-2044 REG	**	2,712,461		
UNITED STATES TREAS BDS 2.875 DUE DUE 05-15-2043	**	5,655,331		
UNITED STATES TREAS BDS 3% DUE 02-15-2047 REG	**	788,760		
UNITED STATES TREAS BDS 3% DUE 11-15-2044 REG	**	52,518		
UNITED STATES TREAS BDS 3.625 DUE 08-15-2043	**	10,982,496		
UNITED STATES TREAS BDS 5.500 DUE 08-15-2028 REG	**	3,744,693		
UNITED STATES TREAS BDS BDS 3% DUE 05-15-2042 REG	**	210,508		
UNITED STATES TREAS BDS DTD 00210 4.25% DUE 05-15-2039 REG	**	9,732,377		
UNITED STATES TREAS BDS DTD 00219 4.25% DUE 11-15-2040 REG	**	30,524,450		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
UNITED STATES TREAS BDS DTD 02/15/2000 6.25 DUE 05-15-2030 REG	**	2,249,437		
UNITED STATES TREAS BDS DTD 02/15/2006 4.5% DUE 02-15-2036 REG	**	849,673		
UNITED STATES TREAS BDS DTD 11/15/2012 2.75% DUE 11-15-2042 REG	**	3,320,882		
UNITED STATES TREAS BDS DTD 2.75% 08-15-2047	**	146,823,300		
UNITED STATES TREAS BILLS 02-15-2018 UNITED STATES TREAS BILLS	**	3,944,028		
UNITED STATES TREAS BILLS 04-05-2018	**	298,924		
UNITED STATES TREAS INFL NTS 0.375% DTD 07/15/2015 07-15-2025	**	1,041,730		
UNITED STATES TREAS INFL INDEXED NTS .125% 01-15-2023	**	42,837,362		
UNITED STATES TREAS INFL INDEXED NTS .125% 07-15-2022	**	5,463,022		
UNITED STATES TREAS INFL INDEXED NTS 0.125C 04-15-2019	**	4,096,229		
UNITED STATES TREAS NTS 1.75% 03-31-2022	**	8,596,612		
UNITED STATES TREAS NTS 1.875 06-30-2020 REG	**	2,097,293		
UNITED STATES TREAS NTS 1.875% 06-30-2024	**	78,272,548		
UNITED STATES TREAS NTS 0.125% INDEX LINKED 01-15-2022	**	1,085,430		
UNITED STATES TREAS NTS 1.125% DUE 01-31-2019	**	27,712,295		
UNITED STATES TREAS NTS 1.25 DUE 11-30-2018 REG	**	12,637,986		
UNITED STATES TREAS NTS 1.5% 12-31-2018	**	6,977,852		
UNITED STATES TREAS NTS 1.5% DUE 10-31-2019	**	46,577,563		
UNITED STATES TREAS NTS 1.625% DUE 07-31-2020 REG	**	24,832,433		
UNITED STATES TREAS NTS 1.625% DUE 11-30-2020 REG	**	3,113,427		
UNITED STATES TREAS NTS 1.875% 09-30-2022	**	8,828,181		
UNITED STATES TREAS NTS 1.875% 12-31-2019	**	5,198,378		
UNITED STATES TREAS NTS 1.875% DUE 02-28-2022 REG	**	1,978,360		
UNITED STATES TREAS NTS 2.125 DUE 01-31-2021 REG	**	4,089,328		
UNITED STATES TREAS NTS 2.375% 12-31-2024	**	26,983,742		
UNITED STATES TREAS NTS DTD 2.25% 11-15-2027	**	2,587,982		
UNITED STATES TREAS NTS DTD 00388 1.25% DUE 01-31-2019 REG	**	15,005,625		
UNITED STATES TREAS NTS DTD 00392 1.375%DUE 02-28-2019 REG	**	26,654,476		
UNITED STATES TREAS NTS DTD 00438 1.125%DUE 12-31-2019 REG	**	1,940,834		
UNITED STATES TREAS NTS DTD 00470 2% DUE07-31-2020 REG	**	10,016,410		
UNITED STATES TREAS NTS DTD 01/15/2015 .875% DUE 01-15-2018 REG	**	60,032,555		
UNITED STATES TREAS NTS DTD 01/15/2016 01-15-2026	**	22,676,392		
UNITED STATES TREAS NTS DTD 01/31/2013 .875% DUE 01-31-2018 REG	**	7,008,016		
UNITED STATES TREAS NTS DTD 01/31/2015 1.25% DUE 01-31-2020 REG	**	10,592,847		
UNITED STATES TREAS NTS DTD 01/31/2016 1.375% DUE 01-31-2021 REG	**	21,923,964		
UNITED STATES TREAS NTS DTD 02/28/2015 1.375% DUE 02-29-2020 REG	**	4,152,586		
UNITED STATES TREAS NTS DTD 03/31/2015 1.375% DUE 03-31-2020 REG	**	2,569,531		
UNITED STATES TREAS NTS DTD 03/31/2016 1.25% DUE 03-31-2021 REG	**	10,825,974		
UNITED STATES TREAS NTS DTD 03/31/2017 1.875% DUE 03-31-2022 REG	**	19,082,122		
UNITED STATES TREAS NTS DTD 04/30/2015 1.375% DUE 04-30-2020 REG	**	17,416,626		
UNITED STATES TREAS NTS DTD 04/30/2015 1.75% DUE 04-30-2022 REG	**	2,456,933		
UNITED STATES TREAS NTS DTD 04/30/2016 1.375% DUE 04-30-2021 REG	**	12,346,891		
UNITED STATES TREAS NTS DTD 04/30/2016 1.625% DUE 04-30-2023 REG	**	50,093,652		
UNITED STATES TREAS NTS DTD 05/15/2013 1.75% DUE 05-15-2023 REG	**	117,042		
UNITED STATES TREAS NTS DTD 05/31/2013 1% DUE 05-31-2018 REG	**	6,821,118		
UNITED STATES TREAS NTS DTD 05/31/2014 1.5% DUE 05-31-2019 REG	**	28,457,000		
UNITED STATES TREAS NTS DTD 05/31/2015 1.5% DUE 05-31-2020 REG	**	10,352,081		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
UNITED STATES TREAS NTS DTD 05/31/2016 1.375% DUE 05-31-2021 REG	**	13,049,625		
UNITED STATES TREAS NTS DTD 06/30/2012 1 DUE 06-30-2019	**	2,286,153		
UNITED STATES TREAS NTS DTD 06/30/2016 .625% DUE 06-30-2018 REG	**	501,617,371		
UNITED STATES TREAS NTS DTD 07/31/2012 .875% DUE 07-31-2019 REG	**	8,948,016		
UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07-31-2019 REG	**	19,029,865		
UNITED STATES TREAS NTS DTD 07/31/2016 1.25% DUE 07-31-2023 REG	**	568,617		
UNITED STATES TREAS NTS DTD 08/01/2016 .75% DUE 07-31-2018 REG	**	44,779		
UNITED STATES TREAS NTS DTD 08/15/2015 2% DUE 08-15-2025 REG	**	4,874,415		
UNITED STATES TREAS NTS DTD 09/15/2015 1% DUE 09-15-2018 REG	**	497,578		
UNITED STATES TREAS NTS DTD 09/30/2014 1.75% DUE 09-30-2019 REG	**	12,322,015		
UNITED STATES TREAS NTS DTD 1.5% 08-15-2020	**	47,963,833		
UNITED STATES TREAS NTS DTD 1.5% DUE 01-31-2019 REG	**	24,962,998		
UNITED STATES TREAS NTS DTD 1.5% DUE 02-28-2019 REG	**	8,167,331		
UNITED STATES TREAS NTS DTD 10/31/2013 1.75% DUE 10-31-2020 REG	**	9,147,891		
UNITED STATES TREAS NTS DTD 10/31/2015 1.375% DUE 10-31-2020 REG	**	17,443,962		
UNITED STATES TREAS NTS DTD 11/15/2015 1.25% DUE 11-15-2018 REG	**	31,853,760		
UNITED STATES TREAS NTS DTD 11/15/2015 2.25% DUE 11-15-2025 REG	**	7,458,863		
UNITED STATES TREAS NTS DTD 11/30/2014 1.5% DUE 11-30-2019 REG	**	4,070,369		
UNITED STATES TREAS NTS DTD 11/30/2015 2% DUE 11-30-2022 REG	**	68,996,228		
UNITED STATES TREAS NTS DTD 12/15/2015 1.25% DUE 12-15-2018 REG	**	39,790,640		
UNITED STATES TREAS NTS DTD 12/31/2014 1.625% DUE 12-31-2019 REG	**	1,989,532		
UNITED STATES TREAS NTS DTD 12/31/2015 1.75% DUE 12-31-2020 REG	**	8,142,985		
UNITED STATES TREAS NTS DTD 12/31/2015 2.125% DUE 12-31-2022 REG	**	8,569,367		
UNITED STATES TREAS NTS DTD 658 1.375% DUE 08-31-2020 REG	**	17,860,212		
UNITED STATES TREAS NTS FIXED 1.375% DUE 09-30-2020	**	26,751,168		
UNITED STATES TREAS NTS INFL INDEXED 0.375% 7-15-2027	**	1,504,487		
UNITED STATES TREAS NTS TIPS .375 07-15-2023	**	16,765,793		
UNITED STATES TREAS NTS TREAS NTS 2% DUE11-30-2020 REG	**	8,227,710		
UNITED STATES TREAS NTS TREASURY NOTE 1.25% DUE 12-31-2018 REG	**	13,067,112		
UNITED STATES TREAS NTS TREASURY NOTE 2.25% DUE 12-31-2023 REG	**	20,961,444		
UNITED STATES TREAS NTS TREASURY NOTE 2%DUE 12-31-2021 REG	**	1,591,875		
UNITED STATES TREAS NTS UNITED STATES TREAS NTS 1.5% DUE 04-15-2020 REG	**	9,213,538		
UNITED STATES TREAS NTS US TREASURY N/B 1.75 11-30-2021 1.75 DUE 11-30-2021 REG	**	2,070,716		
UNITED STATES TREAS NTS US TREASURY N/B 1.75% DUE 04-30-2022 REG	**	75,184,448		
UNITED STATES TREAS NTS WI TREASURY NOTE.75% DUE 10-31-2018 REG	**	14,281,315		
UNITED STATES TREAS NTS WI TREASURY NOTE1% DUE 11-30-2018 REG	**	44,680,095		
UNITED STATES TREAS SEC STRIPPED INT PMT00264 05-15-2026	**	2,359,370		
UNITED STATES TREAS SEC STRIPPED INT PMT00518 08-15-2029 (UNDDATE) REG	**	1,084,187		
UNITED STATES TREAS SEC STRIPPED INT PMT00523 05-15-2030 (UNDDATE) REG	**	2,098,996		
UNITED STATES TREAS SEC STRIPPED INT PMT00755 05-15-2037 (UNDDATE) REG	**	5,545,445		
UNITED STATES TREAS SEC STRIPPED INT PMT00765 02-15-2038 (UNDDATE) REG	**	1,674,567		
UNITED STATES TREAS SEC STRIPPED INT PMT00835 08-15-2032 (UNDDATE) BEO	**	1,632,835		
UNITED STATES TREAS SEC STRIPPED INT PMT00839 08-15-2034 (UNDDATE) REG	**	1,606,594		
UNITED STATES TREAS SEC STRIPPED INT PMT00881 11-15-2030 (UNDDATE) REG	**	2,611,311		
UNITED STATES TREAS SEC STRIPPED INT PMT00882 05-15-2031	**	1,097,797		
UNITED STATES TREAS SEC STRIPPED INT PMT00886 05-15-2033 (UNDDATE) REG	**	4,352,134		
UNITED STATES TREAS SEC STRIPPED INT PMT00888 05-15-2034 (UNDDATE) REG	**	1,086,758		

173

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
UNITED STATES TREAS SEC STRIPPED INT PMT00889 11-15-2034 (UNDDATE) REG	**	1,231,984		
UNITED STATES TREAS SEC STRIPPED INT PMT261 08-15-2025 (UNDDATE) REG	**	2,169,856		
UNITED STATES TREAS SEC STRIPPED INT PMT316 05-15-2027 (UNDDATE) REG	**	1,956,640		
UNITED STATES TREAS SEC STRIPPED INT PMTSTRIP 02-15-2033 (UNDDATE) REG	**	1,370,380		
UNITED STATES TREAS T NOTE 1.25 % 08-31-2019	**	32,366,624		
UNITED STS LIME & MINERALS INC COM	**	47,417		
UNITED STS STL CORP NEW COM	**	391,102		
UNITED TECHNOLOGIES CORP COM	**	10,159,547		
UNITED THERAPEUTICS CORP DEL COM STK	**	334,367		
UNITED URBAN INVES REIT	**	115,062		
UNITEDHEALTH GROUP 1.625% DUE 03-15-2019	**	5,281,220		
UNITEDHEALTH GROUP 1.9% DUE 07-16-2018	**	1,950,784		
UNITEDHEALTH GROUP 2.7% DUE 07-15-2020	**	606,937		
UNITEDHEALTH GROUP 2.875% DUE 12-15-2021	**	7,899,302		
UNITEDHEALTH GROUP 3.45% DUE 01-15-2027	**	1,541,351		
UNITEDHEALTH GROUP 3.75% DUE 07-15-2025	**	316,208		
UNITEDHEALTH GROUP 4.7% DUE 02-15-2021	**	547,625		
UNITEDHEALTH GROUP 6% DUE 02-15-2018	**	517,541		
UNITEDHEALTH GROUP 6.625% DUE 11-15-2037	**	71,025		
UNITEDHEALTH GROUP INC 3.375 DUE 11-15-2021	**	1,324,732		
UNITEDHEALTH GROUP INC COM	**	8,263,943		
UNIVERSAL CORP VA COM	**	141,540		
UNIVERSAL FST PRODS INC COM	**	2,752,129		
UNIVERSITY CALIF REVS 4.858% 05-15-2112 BEO TAXABLE	**	6,757,717		
UNIVEST CORP PA COM	**	61,373		
UNVL DISPLAY CORP COM	**	5,245,625		
UNVL ELECTRS INC COM	**	33,075		
UNVL STAINLESS & ALLOY PRODS INC COM	**	13,173		
UNVL TECH INST INC COM	**	5,904		
UOA DEVELOPMENT MYR0.05	**	456,416		
UPM-KYMMENE CORP NPV	**	1,194,886		
URBAN OUTFITTERS INC COM	**	2,058,618		
US AIRWAYS GROUP FIXED 6.75% DUE 12-03-2022	**	3,428,476		
US AWYS 2013-1 5.375% DUE 05-15-2023	**	463,839		
US BANCORP	**	20,350,702		
US BANCORP US BANCORP 2.625% DUE 01-24-2022 2.625% DUE 01-24-2022	**	2,242,805		
US BANK NA CINCINNATI 2.0% 01-24-2020	**	6,711,550		
US BANK NATL ASSN 1.4% DUE 04-26-2019	**	5,952,996		
US FOODS HLDG CORP COM	**	325,462		
US TREAS BDS 0 TREAS NT 15/11/2039 USD1000 4.375 DUE 11-15-2039 REG	**	2,560,493		
US TREAS BDS 4.375 DUE 05-15-2040 REG	**	644,688		
US TREAS BDS 4.75 DUE 02-15-2041 REG	**	3,393,458		
US TREAS BDS DTD 05-16-2011 4.375 DUE 05-15-2041 REG	**	258,758		
US TREAS BDS INDEX LINKED 2.00 DUE 01-15-2026 REG	**	69,895		
US TREAS BDS INDEX LINKED 2.5 DUE 01-15-2029 REG	**	5,895,072		
US TREAS INFL INDEXED BONDS 3.375 DUE 04-15-2032 AR12 DUE 04-15-32 REG	**	115,342		
US TREAS NTS 1.375 DUE 12-31-2018 REG	**	9,955,860		

174

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
US TREAS NTS DTD 1.625 DUE 03-31-2019 REG	**	73,583,766		
US TREAS NTS INDEX LINKED NOTES 1.375 DUE 07-15-2018 REG	**	57,830		
US TREAS NTS TIPS DTD 07-15-2011 07-15-2021	**	145,010		
US TREAS SEC 4.5 DUE 08-15-2039 REG	**	44,884,090		
US TREAS SEC STRIPPED INT PMT 0 15/2/2022 USD1000 02-15-2022 REG	**	3,575,245		
US TREAS SEC STRIPPED INT PMT 015/8/2021 USD1000 08-15-2021	**	848,195		
US TREAS SEC STRIPPED INT PMT GENERIC TINT PMT 05-15-2022 REG	**	2,773,554		
US TREAS SEC STRIPPED INT PMT GENERIC TINT PMT 05-15-2023 REG	**	3,566,508		
US TREAS SEC STRIPPED INT PMT STRIPPED IN PMT 15/5/2021 USD1000 05-15-2021 REG	**	2,125,753		
US TREASURY DTD 02/15/2010 02-15-2040	**	44,550		
US TREASURY N/B 1.0% 12-31-2017	**	13,720,000		
US TREASURY N/B US GOVT NATIONAL 1.5% DUE 07-15-2020 REG	**	114,857,382		
US TSY INFL IX TREAS BD 0.625 01-15-2024	**	9,046,215		
USA TRUCK INC COM	**	18,583		
UTAH ST 3.539% 07-01-2025 BEO TAXABLE	**	7,192,215		
UTAH ST BRD REGENTS REV FLTG RT 01-25-2057	**	2,156,067		
UTAH ST BRD REGENTS REV FLTG RT 1.28067%09-25-2056 BEO TAXABLE	**	21,158,974		
UTD AIRLS 2014-2 PASS THRU 4.625 09-03-2022	**	3,718,697		
UTD AIRLS PASS 3.1% DUE 01-07-2030	**	4,384,013		
UTD AIRLS PASS THRU TR 2013-1B-O 5.375 DUE 02-15-2023	**	669,314		
UTD AUTO CR 3.35% DUE 01-10-2022	**	640,037		
UTD MEXICAN STS UTD MEXICAN STATES4.35 01-15-2047 REG 4.35 DUE 01-15-2047 REG	**	573,000		
UTD PARCEL SVC INC 2.05% DUE 04-01-2021	**	5,669,853		
UTD PARCEL SVC INC 2.45% DUE 10-01-2022	**	114,723		
UTD PARCEL SVC INC 3.125% DUE 01-15-2021	**	3,355,611		
UTD PARCEL SVC INC 5.125% DUE 04-01-2019	**	1,540,214		
UTD STATES TREAS 1% DUE 08-31-2019	**	13,802,026		
UTD STATES TREAS 1% DUE 11-30-2019	**	3,639,154		
UTD STATES TREAS 1.125% DUE 02-28-2021	**	1,944,922		
UTD STATES TREAS 1.125% DUE 08-31-2021	**	10,819,379		
UTD STATES TREAS 1.625% DUE 04-30-2019	**	18,143,835		
UTD STATES TREAS 1.625% DUE 06-30-2019	**	4,783,310		
UTD STATES TREAS 1.75% 11-30-2019	**	107,736,983		
UTD STATES TREAS 1.75% DUE 06-30-2022	**	3,043,933		
UTD STATES TREAS 1.75% DUE 11-15-2020	**	76,060,737		
UTD STATES TREAS 1.875% 12-15-2020	**	182,053,158		
UTD STATES TREAS 2% 10-31-2022	**	136,302,238		
UTD STATES TREAS 2% DUE 10-31-2021	**	3,096,636		
UTD STATES TREAS 2.125% 11-30-2024	**	15,686,378		
UTD STATES TREAS 2.125% DUE 06-30-2021	**	2,304,492		
UTD STATES TREAS 2.125% DUE 09-30-2021	**	81,926,172		
UTD STATES TREAS 2.25% DUE 07-31-2021	**	6,034,920		
UTD STATES TREAS 3% DUE 05-15-2047	**	1,855,663		
UTD STATES TREAS ZERO CPN .00001% DUE 08-15-2023	**	789,790		
UTD STATES TREAS ZERO CPN 0% DUE 08-15-2030	**	3,076,615		
UTD TECHNOLOGIES 1.95% DUE 11-01-2021	**	254,017		
UTD TECHNOLOGIES STEP CPN 1.778% DUE 05-04-2018	**	4,083,746		

175

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
UTD TRACTORS IDR250	**	528,251		
V F CORP 3.5% DUE 09-01-2021	**	258,046		
VA ELEC & PWR CO 4.45 02-15-2044	**	132,002		
VA ELEC & PWR CO 3.15% DUE 01-15-2026	**	4,038,388		
VAIL RESORTS INC COM	**	257,726		
VAL NATL BANCORP COM	**	263,165		
VALEANT PH INT INC COM NPV	**	106,644		
VALEO EUR1	**	144,090		
VALERO ENERGY CORP 9.375% DUE 03-15-2019	**	3,601,121		
VALIDUS HOLDING LTD COM STK USD0.175	**	317,601		
VALUE PARTNERS GP HKD0.10	**	744,582		
VALVOLINE INC COM	**	2,580,478		
VAR SWP USD CHASUS33 07-08-2019 SWU0397Y4	**	12,407		
VAR SWP USD CHASUS33 08-01-2018 SWU0A7126	**	178		
VAR SWP USD CHASUS33 11-23-2018 SWU074820	**	863		
VAR SWP USD GSILGB2X 03-26-2018 SWU0Y5835	**	11,727		
VAR SWP USD GSILGB2X 06-22-2018 SWU076171	**	358		
VAR SWP USD GSILGB2X 08-01-2018 7547754	**	85		
VAR SWP USD MSCSUS33 04-12-2018 SWU073970	**	1,555		
VAR SWP USD MSCSUS33 07-17-2019 SWU071180	**	17,953		
VAR SWP USD MSCSUS33 07-26-2019 SWU071727	**	16,994		
VAR SWP USD MSCSUS33 10-08-2019 SWU0Y5272	**	14,587		
VAR SWP USD MSCSUS33 10-25-2018 SWU0Y5934	**	4,291		
VAR SWP USD MSCSUS33 10-31-2018 SWU074499	**	1,022		
VAR SWP USD SOGEFRPPHCM 06-22-2018 SWU074671	**	932		
VAR SWP USD SOGEFRPPHCM 06-22-2018 SWU074762	**	1,601		
VAR SWP USD SOGEFRPPHCM 06-22-2018 SWU074770	**	621		
VAR SWP USD SOGEFRPPHCM 10-26-2018 SWU074309	**	4,391		
VAR SWP USD SOGEFRPPHCM 10-26-2018 SWU076197	**	1,366		
VAR SWP USD SOGEFRPPHCM 10-26-2018 SWU0Y6080	**	3,147		
VAR SWP USD SOGEFRPPHCM 10-26-2018 SWU0Y6122	**	2,374		
VASCO DATA SEC INTL INC COM	**	55,614		
VECTRUS INC COM	**	33,627		
VEECO INSTRS INC DEL COM	**	60,261		
VENTAS RLTY LTD PARTNERSHIP 3.75 DUE 05-01-2024	**	302,889		
VERA BRADLEY INC COM STK	**	38,927		
VERICREST OPPORTUNITY LOAN TRANSFEREE SER 17-NPL8 CL A1 STEP 144A 06-25-47	**	141,188		
VERIFONE SYSTEMS INC COM	**	154,892		
VERINT SYS INC COM	**	207,995		
VERITEX HLDGS INC COM	**	1,095,599		
VERITIV CORP COM	**	47,396		
VERIZON 2.946% DUE 03-15-2022	**	14,685,910		
VERIZON 3.125% DUE 03-16-2022	**	111,530		
VERIZON 4.15% DUE 03-15-2024	**	13,994,093		
VERIZON 4.5% DUE 08-10-2033	**	7,551,576		
VERIZON 4.6% DUE 04-01-2021	**	3,223,484		

176

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
VERIZON 4.672% DUE 03-15-2055	**	133,231		
VERIZON 4.812% DUE 03-15-2039	**	44,987		
VERIZON COMMUNICATIONS 4.125% DUE 03-16-2027	**	1,564,070		
VERIZON COMMUNICATIONS 4.4% DUE 11-01-2034 REG	**	117,189		
VERIZON COMMUNICATIONS BNDS 5.25% DUE 03-16-2037 REG	**	879,746		
VERIZON COMMUNICATIONS COM	**	7,489,277		
VERSO CORP CL A CL A	**	50,145		
VERTEX PHARMACEUTICALS INC COM	**	6,838,711		
VESTAS WIND SYSTEM DKK1	**	2,610,203		
VIACOM INC NEW 3.125 DUE 06-15-2022	**	390,759		
VIACOM INC NEW 3.875% DUE 04-01-2024	**	229,476		
VIACOM INC NEW 5.625% DUE 09-15-2019	**	842,308		
VIACOM INC SR NT 6.875% DUE 04-30-2036/10-18-2006	**	130,486		
VIAD CORP COM NEW	**	113,570		
VIASAT INC COM	**	350,448		
VIAVI SOLUTIONS INC COM NPV	**	150,809		
VICINITY CENTRES NPV	**	158,976		
VILLAGE SUPER MKT INC CL A NEW CL A NEW	**	23,503		
VIRGIN MEDIA SEC F 5% GTD SNR SEC 15/04/27 GBP	**	827,883		
VIRGIN MONEY PLC MTN 2.25% 21/04/2020	**	1,102,358		
VIRGINIA ELEC & PWR CO 1.2 DUE 01-15-2018	**	286,918		
VIRGINIA ELEC & PWR CO 3.45 02-15-2024	**	25,814		
VIRTUS INVT PARTNERS INC COM	**	78,464		
VIRTUSA CORP COM	**	92,524		
VISA INC 2.15% DUE 09-15-2022	**	690,267		
VISA INC 3.15% DUE 12-14-2025	**	1,410,770		
VISA INC 4.3% DUE 12-14-2045	**	421,034		
VISA INC BNDS 2.2% DUE 12-14-2020	**	3,557,195		
VISA INC COM CL A STK	**	59,403,850		
VISHAY INTERTECHNOLOGY INC COM STK	**	261,346		
VISHAY PRECISION GROUP INC COM	**	33,500		
VISTA OUTDOOR INC COM	**	87,537		
VISTEON CORP COM NEW COM NEW	**	353,020		
VITAMIN SHOPPE INC COM	**	13,077		
VITERRA INC 5.95% DUE 08-01-2020	**	215,970		
VMWARE INC 2.3% BNDS DUE 08-21-2020 REG	**	4,345,222		
VMWARE INC 2.95% DUE 08-21-2022	**	1,081,967		
VMWARE INC 3.9% 08-21-2027	**	8,681,545		
VNDO 2012-6AVE MTG TR SER 2012-6AVE CL A2.9950 144A DUE 11-15-2030	**	2,898,424		
VOCERA COMMUNICATIONS INC	**	658,524		
VODAFONE GROUP ORD USD0.2095238	**	1,329,684		
VODAFONE GROUP PLC 5.45% DUE 06-10-2019	**	2,374,397		
VOL SWP CHF DEUTGB2L 26 JUN 2019 SWU0AQ819	**	657		
VOLKSWAGEN GROUP 2.4% DUE 05-22-2020	**	2,193,578		
VOLVO AB SER'B'NPV	**	1,613,959		
VONOVIA SE NPV	**	393,739		
VORNADO RLTY L P 3.5% DUE 01-15-2025	**	399,008		

177

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
VOXX INTL CORP CL A CL A	**	10,903		
VSD 2017-PLT1 LLC 3.95% DUE 12-25-2043	**	1,419,367		
VSE CORP COM	**	49,592		
VULCAN MATERIALS CO COM	**	151,348		
W BANCORPORATION INC CDT-CAP STK	**	15,090		
W P CAREY INC COM	**	453,707		
WABASH NATL CORP COM	**	129,007		
WABCO HLDGS INC COM STK	**	4,235,977		
WABTEC CORP COM	**	1,807,420		
WACHOVIA CAP TR III FXD-FLTG RATE BD DUE12-31-2049 REG	**	2,518,750		
WADDELL & REED FINL INC CL A COM	**	142,283		
WAGEWORKS INC COM USD0.001	**	8,624,200		
WALDORF ASTORIA BOCA RATON TRUST 2016-BOCA SER 2016-BOCA CLS A FLT 144A 06-15-29	**	1,101,698		
WALGREENS BOOTS 3.45% DUE 06-01-2026	**	1,938,156		
WALKER & DUNLOP INC COM .	**	62,273		
WAL-MART DE MEX COM NPV	**	1,879,768		
WAL-MART STORES 1.75% DUE 10-09-2019	**	5,701,241		
WAL-MART STORES 5.8% DUE 02-15-2018	**	1,978,703		
WAL-MART STORES INC COM	**	3,130,375		
WALT DISNEY COMPANY (THE) MTN 1.95% 03-04-2020	**	3,563,381		
WASH FED INC COM	**	254,889		
WASHINGTON PRIME GROUP NEW COM	**	80,969		
WASHINGTON REAL ESTATE INVT TR SH BEN INT SH BEN INT	**	91,119		
WASHINGTON TR BANCORP INC COM	**	38,553		
WASTE MANAGEMENT INC 4.6 DUE 03-01-2021 BEO	**	350,432		
WASTE MGMT INC DEL 3.5% DUE 05-15-2024	**	1,025,030		
WASTE MGMT INC DEL 4.75% DUE 06-30-2020	**	243,444		
WATERSTONE FINL INC MD COM	**	59,419		
WATSCO INC COM	**	2,431,572		
WATTS WTR TECHNOLOGIES INC	**	124,482		
WAYFAIR INC CL A CL A	**	2,492,464		
WEA FIN LLC / 3.75% DUE 09-17-2024	**	5,157,050		
WEBSTER FNCL CORP WATERBURY CONN COM	**	2,302,055		
WEICHAI POWER CO 'H'CNY1	**	281,362		
WEINGARTEN RLTY INVS COM	**	225,751		
WEIS MKT INC COM	**	110,304		
WELLPOINT INC 1.875% DUE 01-15-2018	**	299,980		
WELLS FARGO & CO 1.5% 01-16-2018	**	969,896		
WELLS FARGO & CO 2.1% DUE 07-26-2021	**	1,444,405		
WELLS FARGO & CO 2.15 DUE 01-15-2019	**	5,997,023		
WELLS FARGO & CO 2.15 DUE 01-15-2019	**	2,038,266		
WELLS FARGO & CO 2.5% DUE 03-04-2021	**	445,796		
WELLS FARGO & CO 2.55% DUE 12-07-2020	**	1,104,456		
WELLS FARGO & CO 2.625% DUE 07-22-2022	**	3,635,340		
WELLS FARGO & CO 3% DUE 04-22-2026	**	490,550		
WELLS FARGO & CO 3% DUE 10-23-2026	**	2,469,996		
WELLS FARGO & CO 3.069% DUE 01-24-2023	**	372,777		

178

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
WELLS FARGO & CO 3.3 09-09-2024	**	2,741,880		
WELLS FARGO & CO 3.5 DUE 03-08-2022	**	242,652		
WELLS FARGO & CO 4.1% DUE 06-03-2026	**	369,115		
WELLS FARGO & CO 4.48% DUE 01-16-2024	**	11,149,809		
WELLS FARGO & CO 4.9% DUE 11-17-2045	**	494,589		
WELLS FARGO & CO FLTG RT 2.34289% DUE 02-11-2022	**	1,619,954		
WELLS FARGO & CO FLTG RT 2.39564% DUE 07-26-2021	**	4,594,766		
WELLS FARGO & CO FLTG RT 2.8513% DUE 01-24-2023	**	611,920		
WELLS FARGO & CO FLTG RT 3.584% DUE 05-22-2028	**	14,782,127		
WELLS FARGO & CO MTN 2.15% 01-30-2020	**	9,194,792		
WELLS FARGO & CO NEW COM STK	**	54,575,881		
WELLS FARGO & CO NEW MEDIUM TERM SR NTS FLTG RT DUE 01-30-2020	**	504,136		
WELLS FARGO & CO NEW MEDIUM TERM SR NTS TRANCHE # TR 00155 4.3% DUE 07-22-2027	**	3,045,342		
WELLS FARGO & CO NEW NT FLTG DUE 10-31-2023/10-31-2022 REG	**	513,294		
WELLS FARGO & CO TRANCHE # SR 00129 3.45DUE 02-13-2023	**	3,159,043		
WELLS FARGO & COMPANY 2.125 04-22-2019	**	5,499,137		
WELLS FARGO & COMPANY 4.6 MTN TRANCHE # SR 00116 DUE 04-01-2021 USD1000	**	5,313,520		
WELLS FARGO BK N A 2.15% DUE 12-06-2019	**	26,958,366		
WELLS FARGO BK N A FLTG RT 0% DUE 11-28-2018	**	8,131,709		
WELLS FARGO COML 2.573% DUE 09-17-2058	**	1,002,554		
WELLS FARGO COML 3.247% DUE 07-15-2058	**	5,231,611		
WELLS FARGO COML FLTG RT 4.43616% DUE 12-15-2059	**	2,030,973		
WELLS FARGO COML MTG TR 2017-C40 CL A-SB 3.395% 10-15-2050 10-15-2050	**	2,868,090		
WELLS FARGO COML MTG TR 2017-C41 CL A-SB 3.39% 11-15-2050	**	14,847,261		
WELLTOWER INC 4.25% DUE 04-01-2026	**	2,721,883		
WERNER ENTERPRISES INC COM	**	269,391		
WESBANCO INC COM	**	190,120		
WESCO AIRCRAFT HOLDINGS INC	**	68,272		
WESCO INTL INC COM	**	278,597		
WESFARMERS LTD NPV	**	285,330		
WEST CHINA CEM LTD COMSTK	**	691,745		
WEST FRASER TIMBER COM NPV	**	2,282,246		
WEST PHARMACEUTICAL SVCS INC COM	**	2,979,933		
WESTAR ENERGY INC 3.1% DUE 04-01-2027	**	181,000		
WESTERN ALLIANCE BANCORPORATION COM	**	8,692,246		
WESTERN ENERGY SVCS CORP COM NO PAR	**	180,600		
WESTERN GAS PARTNERS LP 4 DUE 07-01-2022 REG	**	382,566		
WESTERN NEW ENG BANCORP INC COM	**	39,665		
WESTERN UN CO 3.6% DUE 03-15-2022	**	784,571		
WESTFIELD CORP NPV STAPLED UNITS	**	239,779		
WESTGATE RESORTS 2.15% DUE 12-20-2026	**	303,166		
WESTLAKE 1.57% DUE 06-17-2019	**	226,446		
WESTLAKE 1.78% DUE 04-15-2020	**	752,495		
WESTLAKE 2.7% DUE 10-17-2022	**	59,004		
WESTLAKE CHEM CORP 4.375% 11-15-2047	**	76,851		
WESTN GAS PARTNERS 2.6% DUE 08-15-2018	**	280,477		
WESTN GAS PARTNERS 3.95% DUE 06-01-2025	**	79,991		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
WESTN GAS PARTNERS 5.375% DUE 06-01-2021	**	71,046		
WESTPAC BKG CORP 1.6% DUE 08-19-2019	**	8,233,572		
WESTPAC BKG CORP 1.65% DUE 05-13-2019	**	693,315		
WESTPAC BKG CORP 1.95% DUE 11-23-2018	**	499,396		
WESTPAC BKG CORP 2.1% DUE 05-13-2021	**	592,957		
WESTPAC BKG CORP 2.25% DUE 07-30-2018	**	1,539,109		
WESTPAC BKG CORP 2.5% DUE 06-28-2022	**	3,507,952		
WESTPAC BKG CORP 2.75% DUE 01-11-2023	**	997,962		
WESTPAC BKG CORP 4.322% DUE 11-23-2031	**	298,790		
WESTPAC BKG CORP 4.875% DUE 11-19-2019	**	314,494		
WESTPAC BKG CORP N Y BRH CTF DEP 10-20-2017 1.71% 10-19-2018	**	10,571,221		
WESTROCK CO COM	**	2,698,245		
WEX INC COM	**	7,668,789		
WEYCO GROUP INC COM	**	33,494		
WEYERHAEUSER CO 7.375% DUE 10-01-2019	**	5,418,525		
WFRBS COML MTG TR 3.311% DUE 03-15-2045	**	578,068		
WFRBS COML MTG TR FLTG RT 4.069% DUE 09-15-2057	**	4,839,365		
WFRBS COML MTG TR MTG PASS SER 2014-C20 CL C 4.513 05-15-2047	**	1,882,701		
WFRBS COML MTG TR SER 2013-C12 CL A-3 3.07 03-15-2048	**	4,773,299		
WFRBS COML MTG TR SER 2014-C23 CL A-S FLTG RT 10-15-2057	**	4,557,616		
WHARF REAL ESTATE HKD0.1	**	319,292		
WHEELOCK & COMPANY NPV	**	749,790		
WHITBREAD ORD GBP0.76797385	**	290,191		
WHITE MOUNTAINS INSURANCE GROUP COM STOCK	**	306,461		
WHITECAP RESOURCES INC COMMON STOCK	**	1,021,491		
WHITESTONE REIT COMMON SHARES	**	30,794		
WHITING PETE CORP COM NEW COM USD0.001(POST REV SPLIT)	**	223,941		
WI ELEC PWR CO 2.95% DUE 09-15-2021	**	111,552		
WI PUB SVC CORP 1.65% DUE 12-04-2018	**	164,461		
WI PWR & LT CO 5% DUE 07-15-2019	**	138,472		
WI TREASURY SEC 3% DUE 05-15-2045 REG	**	23,771,164		
WIDEOPENWEST INC COM	**	1,504,111		
WIENERBERGER AG NPV	**	1,581,117		
WILDHORSE RESOURCE DEV CORP COM	**	3,223,775		
WILEY JOHN & SONS INC CL A	**	144,782		
WILLBROS GROUP INC COM	**	4,987		
WILLDAN GROUP INC COM	**	11,395		
WILLIAMS PARTNERS 3.9% DUE 01-15-2025	**	43,825		
WILLIAMS PARTNERS 4.3% DUE 03-04-2024	**	2,545,070		
WIND TRE SPA 3.125% GTD 20/01/2025 EUR	**	820,101		
WINDSTREAM HLDGS INC COM NEW COM NEW	**	17,951		
WINNEBAGO INDS INC COM	**	108,086		
WINTRUST FINL CORP COM	**	236,731		
WIPRO INR2	**	100,372		
WISCONSIN ELEC PWR CO 1.7 DUE 06-15-2018	**	49,979		
WISCONSIN ST GEN FD ANNUAL APPROPRIATIONREV 2.483% 05-01-2027 BEO TAXABLE	**	1,909,920		
WISDOMTREE INVTS INC COM	**	3,150,050		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
WISTRON CORP TWD10	**	104,155		
WISTRON NEWEB CORP TWD10	**	1,008,946		
WOLTERS KLUWER EUR0.12	**	1,364,579		
WOLVERINE WORLD WIDE INC COM	**	4,112,265		
WOOD GROUP (JOHN) ORD GBP0.0428571	**	888,258		
WOODSIDE PETROLEUM NPV	**	127,030		
WOODWARD INC COM	**	2,007,950		
WOOLWORTHS HLDGS NPV	**	94,496		
WORKDAY INC CL A COM USD0.001	**	6,433,732		
WORLD ACCEP CORP S C NEW COM	**	85,482		
WORLD FINL NETWORK 2.03% DUE 04-15-2025	**	782,640		
WORLD FINL NETWORK 2.25% DUE 04-17-2023	**	2,497,645		
WORLD FINL NETWORK 2.55% DUE 06-17-2024	**	1,003,777		
WORLD FINL NETWORK CR CARD MASTER NT TR 2017-B NT CL A 1.98% 06-15-2023 REG	**	2,144,556		
WORLD FUEL SERVICE COM STK USD0.01	**	179,983		
WORLD OMNI 1.45% DUE 08-15-2019	**	1,405,280		
WORLD OMNI 1.54% DUE 10-15-2018	**	508,165		
WORLD OMNI AUTO 1.14% DUE 01-15-2020	**	378,754		
WORLD OMNI AUTO 1.3% DUE 02-15-2022	**	5,410,660		
WORLD OMNI AUTO 1.84% DUE 01-17-2022	**	1,530,543		
WORLD OMNI AUTOMOBILE LEASE SER 17-A CLS A3 2.13% DUE 04-15-2020	**	2,213,792		
WORLD OMNI AUTOMOBILE LEASESER 17-A CLS A4 2.32% DUE 08-15-2022	**	1,099,182		
WORTHINGTON INDS INC COM	**	113,455		
WPP PLC ORD GBP0.10	**	10,886,212		
WPX ENERGY INC COM SHS	**	521,040		
WSFS FINANCIAL CORP COM	**	3,541,905		
WYNN RESORTS LTD COM	**	388,263		
XCEL ENERGY INC 2.6% DUE 03-15-2022	**	89,777		
XCEL ENERGY INC 6.5 DUE 07-01-2036 BEO	**	81,055		
XCEL ENERGY INC COM	**	3,756,188		
XCERRA CORP COM	**	56,185		
XEBIO HOLDINGS CO NPV	**	348,162		
XENIA HOTELS & RESORTS INC COM	**	126,669		
XEROX CORP COM NEW COM NEW	**	506,510		
XEROX CORP FIXED 2.75% DUE 09-01-2020	**	1,457,692		
XO GROUP INC COM	**	52,426		
XPERI CORP COM	**	85,937		
XPO LOGISTICS INC COM	**	7,755,475		
XYLEM INC 3.25% DUE 11-01-2026	**	49,737		
XYLEM INC SR NT 4.875 DUE 10-01-2021	**	868,219		
YAMAHA MOTOR CO NPV	**	294,768		
YANGZIJIANG SHIPBU NPV (SGD)	**	1,318,980		
YOKOGAWA ELECTRIC NPV	**	162,528		
YOOX NET-A-PORTER NPV	**	839,712		
YUASA TRADING CO NPV	**	957,927		
YUE YUEN INDL HLDG HKD0.25	**	139,221		
YUM CHINA HLDGS INC COM	**	7,580,869		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
YUME INC COM	**	14,206		
YUNG TAY ENGINEER TWD10	**	601,957		
ZAFGEN INC COM	**	21,719		
ZAYO GROUP HLDGS INC COM	**	3,450,957		
ZEDGE INC CL B CL B	**	1,003		
ZIMMER BIOMET 2% DUE 04-01-2018	**	1,630,592		
ZIMMER BIOMET 3.15% DUE 04-01-2022	**	2,335,706		
ZIMMER BIOMET 3.55% DUE 04-01-2025	**	3,097,942		
ZIMMER BIOMET 4.625% DUE 11-30-2019	**	311,499		
ZIMMER BIOMET HLDGS INC COM	**	5,249,145		
ZOES KITCHEN INC COM	**	17,021		
ZOETIS INC 3.45% DUE 11-13-2020	**	1,023,613		
ZOGENIX INC COM NEW COM NEW	**	530,302		
ZUMIEZ INC COM	**	64,412		
ZUMTOBEL GROUP AG	**	467,970		
ZURICH INSURANCE GROUP AG CHF0.10	**	6,650,941		
Bank of Tokyo (wrap contract)	**	539,164		
Metropolitan Life (wrap contract)	**	(29,109,879	)	
Prudential (wrap contract)	**	(14,673,421	)	
Royal Bank of Canada (wrap contract)	**	(29,964,511	)	
Voya (wrap contract)	**	(43,448,298	)	
TOTAL	 	$	59,721,198,243		
 	 	 	
*PARTICIPANT LOANS (Interest from 3.25% to 9.50% maturing through January 2038)	**	$	731,641,645		
 	 	 	
*Party-in-interest	 	 	
 	 	 	
**Cost information is not required for participant directed investment and therefore is not included.	 	 	
 	 	 (Concluded)		

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THE BOEING COMPANY
VOLUNTARY INVESTMENT PLAN
FORM 5500, SCHEDULE H, LINE 4(a) - SCHEDULE OF DELINQUENT PARTICIPANT CONTRIBUTIONS
FOR THE YEAR ENDED DECEMBER 31, 2017

													
Participant Contributions Transferred Late to Plan	Total That Constitute Nonexempt Prohibited Transactions	 	
Check here if Late Participant Loan Repayments are included:
	Contributions Not Corrected	Contributions Corrected Outside VFCP	Contributions Pending Correction in VFCP	Total Fully Corrected Under VFCP and PTE 2002-51	
 		$—			$—			$212			$134,537		

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THE BOEING COMPANY
VOLUNTARY INVESTMENT PLAN
FORM 5500, SCHEDULE G, PART III - SCHEDULE OF NONEXEMPT TRANSACTIONS
FOR THE YEAR ENDED DECEMBER 31, 2017

												
Party Involved	Relationship to Plan	Description of Transaction	Cost of Asset	Current Value of Asset	Net Gain on Each Transaction	
State Street Bank and Trust Company	Former trustee	Plan assets were inadvertently used to make an overpayment to the former trustee.		$376			$823			$447		
Dimensional Fund Advisors	Service provider	Plan assets were inadvertently used to make an overpayment to a third-party provider.		$7			$8			$1		
J.P. Morgan	Service provider	Plan assets were inadvertently received by a third-party provider.		$13,229			$15,042			$1,813		
J.P. Morgan	Service provider	Plan assets were inadvertently used to make an overpayment to a third-party provider.		$200			$385			$185		
J.P. Morgan	Service provider	Plan assets were inadvertently received by a third-party provider.		$303			$336			$33		

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SIGNATURE
Pursuant to the requirements of the Securities Exchange Act of 1934, the Plan Administrator has duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.

							
 	 	 	 	 	 	 	
 	 	 	 	 	  	THE BOEING COMPANY	
 	 	 	 	 	  	 VOLUNTARY INVESTMENT PLAN	
 	 	 	 	
 	 	June 14, 2018	 	 	  	/s/ Michael Cleary      	
 	 	Date	 	 	  	Michael Cleary	
 	 	 	 	 	  	Vice President of Accounting	
 	 	 	 	 	  	and Financial Reporting	

185

Exhibit 23.1

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
We consent to the incorporation by reference in Registration Statement Nos. 33-31434, 33-43854, 333-03191, 333-32499, 333-35324, 333-73252, 333-107677, 333-140837, and 333-163637 on Form S-8 of our report dated June 14, 2018 , relating to the financial statements and supplemental schedules of The Boeing Company Voluntary Investment Plan appearing in this annual report on Form 11-K of The Boeing Company Voluntary Investment Plan for the year ended December 31, 2017 .
/s/ DELOITTE & TOUCHE LLP
Chicago, Illinois
June 14, 2018