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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, 2018
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, 2018 and 2017 and for the Year Ended December 31, 2018 , Supplemental Schedules as of and for the year ended December 31, 2018 , and Report of Independent Registered Public Accounting Firm

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THE BOEING COMPANY VOLUNTARY INVESTMENT PLAN
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 	  	Page	
REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM	  	1	
FINANCIAL STATEMENTS:	  	 	
Statements of Net Assets Available for Benefits as of December 31, 2018 and 2017	  	2	
Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2018	  	3	
Notes to Financial Statements as of December 31, 2018 and 2017 and for the Year Ended December 31, 2018	  	4	
SUPPLEMENTAL SCHEDULES:	  	 	
Form 5500, Schedule H, Line 4(i) - Schedule of Assets (Held at End of Year) as of December 31, 2018	  	19	
Form 5500, Schedule H, Line 4(a) - Schedule of Delinquent Participant Contributions for the Year Ended December 31, 2018	 	209	
Form 5500, Schedule G, Part III - Schedule of Nonexempt Transactions for the Year Ended December 31, 2018	 	210
	
SIGNATURE	 	211	
 	 	 	
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, 2018 and 2017, the related statement of changes in net assets available for benefits for the year ended December 31, 2018, 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, 2018 and 2017, and the changes in net assets available for benefits for the year ended December 31, 2018, 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 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 2018 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, 2019

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

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THE BOEING COMPANY VOLUNTARY INVESTMENT PLAN
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
AS OF DECEMBER 31, 2018 AND 2017

									
(Dollars in millions)	 	2018		 	2017		
ASSETS:	 	 	 	 	
Investments — interest in Master Trust	 	$	57,963		 	$	59,573		
 	 	 	 	 	
Receivables:	 	 	 	 	
Notes receivable from participants	 	735		 	732		
 	 			 			
NET ASSETS AVAILABLE FOR BENEFITS	 	$	58,698		 	$	60,305		
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, 2018

				
(Dollars in millions)	 	
Net Master Trust activity	$	(1,083	)	
Interest income from notes receivable from participants	28		
Contributions:	 	
Employer	1,456		
Participant	1,938		
Total contributions	3,394		
DEDUCTIONS — Benefits paid	3,946		
NET DEDUCTIONS	(1,607	)	
 	 	
NET ASSETS AVAILABLE FOR BENEFITS:	 	
Beginning of year	60,305		
End of year	$	58,698		
See notes to financial statements.

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THE BOEING COMPANY VOLUNTARY INVESTMENT PLAN
NOTES TO FINANCIAL STATEMENTS
AS OF DECEMBER 31, 2018 AND 2017 AND FOR THE YEAR ENDED DECEMBER 31, 2018
(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”). The Northern Trust Company (“NT”) serves 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 contribution types, 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 Employee Stock Ownership Plan Stock Fund (the “Boeing Stock Fund”), as of December 31, 2018 and 2017 . Members may elect that dividends received with respect to their investments in the Boeing Stock Fund be

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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, 2018 , with loans maturing at various dates through January 2039.
Loan repayments are 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.

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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.	

•	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.	

•	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 receivables, and other liabilities on the Master Trust’s statements of net assets.	

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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.	

•	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.	
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/depreciation 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.
Cash and Cash Equivalents  — 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.
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 periodically 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	

•	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	

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•	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 fixed income and cash 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 crediting rate. Primary variables impacting the future crediting rate of the VIP SVF include the crediting rates of the various wrap contracts, broader market interest rates, the current yield and historical investment performance of the underlying assets, the duration of the underlying assets covered by the wrap contracts, the existing difference between the market value of the VIP SVF’s investment portfolios and the associated wrap contract book value, the timing and amount of participant contributions and withdrawals made to or from the VIP SVF, the 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 less administrative expenses.
The synthetic GICs are included in the Master Trust’s statements of net assets, as discussed in Note 2, at contract value. There are no reserves against contract value for 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 is the custodian for the Master Trust assets. The underlying assets of the synthetic GICs are invested in diversified fixed

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income and cash portfolios managed by BlackRock Financial Management, Voya Investment Management Co., J.P. Morgan Investment Management (“JPM”), Pacific Investment Management Company, PGIM (the global investment management business of Prudential Financial), and Western Asset Management Co. In addition to the diversified fixed income 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 crediting rate that is guaranteed to the VIP SVF, subject to the terms, conditions and exceptions of each wrap contract. The respective crediting rates are each based on a formula agreed upon with each issuer; each one may not be less than 0%. From January 1, 2018 to June 30, 2018, such crediting rates were reviewed and reset on a quarterly basis; beginning July 1, 2018, such crediting rates are reset on a daily basis.
Certain events, including but not limited to 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 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 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, 2018 and 2017 .
Although the Plan is the only participating plan in the Master Trust as of December 31, 2018 , 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, 2018 and 2017 , are as follows: 

									
 	 	2018		 	2017		
ASSETS:	 	 	 	 	
Investments — at fair value:	 	 	 	 	
Common/collective trusts	 	$	27,877		 	$	30,351		
Common and preferred stock	 	4,359		 	5,080		
Government and agency securities	 	545		 	695		
Corporate bonds	 	583		 	599		
Mortgage and asset-backed securities	 	231		 	224		
Boeing common stock	 	10,801		 	10,031		
Mutual funds	 	78		 	135		
Short-term investments	 	58		 	83		
Other investments	 	14		 	13		
Total investments — at fair value	 	44,546		 	47,211		
Investments — at contract value:	 	 	 	 	
Synthetic GICs/VIP SVF	 	13,541		 	12,510		
Total Master Trust investments	 	58,087		 	59,721		
Cash and cash equivalents	 	40		 	32		
Receivables:	 	 	 	 	
Receivables for securities sold	 	50		 	13		
Accrued investment income	 	24		 	44		
Other	 	11		 	11		
Total receivables	 	85		 	68		
Total assets	 	58,212		 	59,821		
 	 	 	 	 	
LIABILITIES:	 	 	 	 	
Payables for securities purchased	 	184		 	195		
Accrued investment and administration expenses	 	22		 	25		
Other	 	43		 	28		
Total liabilities	 	249		 	248		
NET ASSETS	 	$	57,963		 	$	59,573		

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Changes in net assets for the Master Trust for the year ended December 31, 2018 are as follows:

				
Net depreciation of investments	$	(1,757	)	
Interest income	415		
Dividend income	339		
Investment income	754		
Net investment loss	(1,003	)	
Amounts received from participating plans	3,741		
Deductions:	 	
Amounts paid to participating plans	4,268		
Investment and administration expenses	80		
Total deductions	4,348		
 	 	
Decrease in net assets	(1,610	)	
Beginning of year	59,573		
End of year	$	57,963		

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:
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, 2018 and 2017 . 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, 2018		
Investments:	 	 	 	 	 	 	 	 	 	 	
Investments in the fair value hierarchy:	 	 	 	 	 	 	 	 	 	 	
Common and preferred stock	 	$	4,359		 	$	—		 	$	—		 	$	—		 	$	4,359		
Government and agency securities	 	—		 	541		 	4		 	—		 	545		
Corporate bonds	 	—		 	583		 	—		 	—		 	583		
Mortgage and asset-backed securities	 	—		 	211		 	20		 	—		 	231		
Boeing common stock	 	10,801		 	—		 	—		 	—		 	10,801		
Mutual funds	 	78		 	—		 	—		 	—		 	78		
Short-term investments	 	—		 	58		 	—		 	—		 	58		
Other investments	 	—		 	14		 	—		 	—		 	14		
Total investments in the fair value hierarchy	 	15,238		 	1,407		 	24		 	—		 	16,669		
Investments measured at net asset value:	 	 	 	 	 	 	 	 	 	 	
Common/collective trusts	 	—		 	—		 	—		 	27,877		 	27,877		
Total investments — at fair value	 	15,238		 	1,407		 	24		 	27,877		 	44,546		
Investments measured at contract value:	 	 	 	 	 	 	 	 	 	 	
Synthetic GICs/VIP SVF	 	—		 	—		 	—		 	13,541		 	13,541		
Cash and cash equivalents	 	—		 	—		 	—		 	40		 	40		
Receivables:	 	 	 	 	 	 	 	 	 	 	
Receivables for securities sold	 	—		 	—		 	—		 	50		 	50		
Accrued investment income	 	—		 	—		 	—		 	24		 	24		
Other	 	2		 	9		 	—		 	—		 	11		
Total receivables	 	2		 	9		 	—		 	74		 	85		
Total assets	 	15,240		 	1,416		 	24		 	41,532		 	58,212		
 	 	 	 	 	 	 	 	 	 			
Investment liabilities:	 	 	 	 	 	 	 	 	 	 	
Payables for securities purchased	 	—		 	—		 	—		 	184		 	184		
Accrued investment and administration expenses	 	—		 	—		 	—		 	22		 	22		
Other	 	2		 	23		 	—		 	18		 	43		
Total liabilities	 	2		 	23		 	—		 	224		 	249		
 	 	 	 	 	 	 	 	 	 	 	
NET ASSETS	 	$	15,238		 	$	1,393		 	$	24		 	$	41,308		 	$	57,963		

12

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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, 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 — 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		
*The amounts not leveled 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 $24 and $26 as of December 31, 2018 and 2017 , respectively, which consists of mortgage and asset-backed securities and government and agency securities. Such amounts were 0.04% of the Master Trust’s net assets as of December 31, 2018 and 2017 .
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. During 2018, $543 of common and preferred stock were reclassified from Level 2 to Level 1 as the valuations were based on quoted prices in active markets. 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.

13

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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, 2018 and 2017 , the Master Trust has invested in derivative contracts which are reflected on the Master Trust’s statements of net assets, as discussed in Note 4, as follows:

																						
 	Interest Rate		Credit		Foreign
Currency		Equity		Commodity		Future
Settlement		Total		
December 31, 2018	 	 	 	 	 	 	 	
Assets:	 	 	 	 	 	 	 	
Synthetic GICs/VIP SVF*	 	 	 	 	 	 	 	
TBAs	$	—		$	—		$	—		$	—		$	—		$	10		$	10		
Futures	2		—		—		—		—		—		2		
Other investments:							 	
Options	4		—		—		—		—		—		4		
Swaps	9		—		—		1		—		—		10		
Other receivables:								
Forward contracts	—		—		6		—		—		—		6		
Futures	—		—		—		1		1		—		2		
TBAs	—		—		—		—		—		3		3		
Total assets	$	15		$	—		$	6		$	2		$	1		$	13		$	37		
Liabilities:	 	 	 	 	 	 	 	
Synthetic GICs/VIP SVF -
Futures*	$	3		$	—		$	—		$	—		$	—		$	—		$	3		
Other liabilities:	 	 	 	 	 	 	 	
Forward contracts	—		—		9		—		—		—		9		
Futures	—		—		—		—		1		—		1		
Options	4		—		—		—		1		—		5		
Swaps	4		1		—		2		3		—		10		
Total liabilities	$	11		$	1		$	9		$	2		$	5		$	—		$	28		
 	 	 	 	 	 	 	 	
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		
Total liabilities	$	6		$	—		$	9		$	2		$	2		$	—		$	19		
*Synthetic GICs/VIP SVF are stated at contract value on the Master Trust’s statements of net assets.

15

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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 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, 2018 , is reflected in the following table:

																						
 	Interest Rate		Credit		Foreign
Currency		Equity		Commodity		Future
Settlement		Total		
Net gains (losses):	 	 	 	 	 	 	 	
Forward contracts	$	—		$	—		$	(1	)	$	—		$	—		$	—		$	(1	)	
Futures	4		—		—		(20	)	1		—		(15	)	
Options	1		—		1		—		—		—		2		
Swaps	5		—		—		(3	)	(9	)	—		(7	)	
TBAs	—		—		—		—		—		7		7		
Total net gains (losses)	$	10		$	—		$	—		$	(23	)	$	(8	)	$	7		$	(14	)	
The following table summarizes the gross notional value of derivative contracts outstanding as of December 31, 2018 and 2017 . 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, 2018	 	 	 	 	 	 	 	
Forward contracts	$	—		$	—		$	910		$	—		$	1		$	—		$	911		
Futures	4,741		—		2		181		133		—		5,057		
Options	788		5		10		—		4		—		807		
Swaps	1,174		77		38		12		1		—		1,302		
TBAs	—		—		—		—		—		1,323		1,323		
Total	$	6,703		$	82		$	960		$	193		$	139		$	1,323		$	9,400		
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		
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.

16

Table of Contents

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, 2018 and 2017 , 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 2018 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, 2018 and 2017 , to Form 5500:

									
 	 	2018		 	2017		
Net assets available for benefits per the financial statements	 	$	58,698		 	$	60,305		
Amounts allocated to withdrawing Members	 	(14	)	 	(12	)	
Net assets available for benefits per Form 5500	 	$	58,684		 	$	60,293		
The following is a reconciliation of benefits paid per the financial statements for the year ended December 31, 2018 , to total benefit payments per Form 5500:

				
Benefits paid per the financial statements	$	3,946		
Amounts allocated to withdrawing Members — December 31, 2018	14		
Amounts allocated to withdrawing Members — December 31, 2017	(12	)	
Amounts deemed distributions of Member loans as reflected in the Form 5500	(7	)	
Total benefit payments per Form 5500	$	3,941		
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, 2018 .

9 .	RELATED PARTY AND PARTY-IN-INTEREST TRANSACTIONS	
Certain Master Trust investments are managed by NT. NT is the trustee as defined by the Plan and, therefore, these transactions qualify as related party and party-in-interest transactions.
As of December 31, 2018 and 2017 , the Plan held approximately 33 million and 34  million shares of common stock of the Company, respectively, with a cost basis of $3,979 and $3,142 , respectively, and recorded dividend income of $228 during the year ended December 31, 2018 .
Newport Trust Company (“Newport”), 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	
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 Department of Labor’s (“DOL’s”) Voluntary Fiduciary Correction Program (“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 2015.

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.

*  *  *  *  *  *

18

Table of Contents

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, 2018

					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
1 800 FLOWERS COM INC CL A COM STK	**	$	62,691		
1166 AVE OF THE 5.68959999084% DUE 10-13-2037	**	2,625,165		
1ST COMWLTH FNCL CORP COM LM	**	168,286		
1ST CONSTITUTION BANCORP COM	**	22,541		
1ST CTZNS BANCSHARES INC N C CL A	**	84,082		
1ST INDL RLTY TR INC COM	**	275,930		
1ST INVS AUTO 3.6% DUE 04-17-2023	**	142,963		
1ST SOURCE CORP COM	**	145,305		
21ST CENTY FOX 3% DUE 09-15-2022	**	1,294,406		
21ST CENTY FOX 3.7% DUE 10-15-2025	**	150,933		
21ST CENTY FOX 4.5% DUE 02-15-2021	**	189,938		
21ST CENTY FOX 4.5% DUE 02-15-2021	**	225,872		
21ST CENTY FOX 6.9% DUE 03-01-2019	**	2,428,855		
21ST CENTY FOX FIXED 5.65% DUE 08-15-2020	**	207,212		
2U INC COM	**	2,308,450		
3I GROUP ORD GBP0.738636	**	169,223		
3M CO COM	**	9,547,197		
5 PT HLDGS LLC CL A COM REPSTG CL A LTD	**	175,950		
5TH 3RD AUTO TR 1.42% DUE 03-16-2020	**	46,817		
5TH 3RD AUTO TR 1.59% DUE 04-15-2020	**	140,017		
5TH 3RD BK CIN OH 1.625% DUE 09-27-2019	**	3,314,802		
5TH 3RD BK CIN OH 2.25% DUE 06-14-2021	**	585,718		
5TH 3RD BK CIN OH 2.3% DUE 03-15-2019	**	587,264		
8X8 INC NEW COM	**	373,428		
A H BELO CORP COM SER A STK	**	6,561		
A10 NETWORKS INC COM	**	198,732		
A2A SPA EUR0.52	**	887,087		
AAPICO HITECH THB1(NVDR)	**	159,367		
AAR CORP COM	**	60,678		
AARON'S INC CLASS A	**	1,356,113		
ABBOTT LAB COM	**	21,439,480		
ABBOTT LABS 2.55% DUE 03-15-2022	**	194,841		
ABBOTT LABS 2.9% DUE 11-30-2021	**	10,428,613		
ABBOTT LABS 3.4% DUE 11-30-2023	**	2,294,979		
ABBVIE INC 2.3% DUE 05-14-2021	**	3,173,859		
ABBVIE INC 2.5% 05-14-2020	**	4,259,189		
ABBVIE INC 2.85% DUE 05-14-2023	**	5,974,202		
ABBVIE INC 2.9% DUE 11-06-2022	**	23,249,579		
ABBVIE INC 3.2% 11-06-2022	**	5,672,033		
ABBVIE INC 3.375% DUE 11-14-2021	**	475,552		
ABBVIE INC 3.6% 05-14-2025	**	1,645,002		

19

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ABBVIE INC 3.75% DUE 11-14-2023	**	3,691,246		
ABEONA THERAPEUTICS INC COM	**	35,136		
ABERCROMBIE & FITCH CO CL A	**	1,846,344		
ABIOMED INC COM	**	285,385		
ABM INDS INC COM	**	352,793		
ABN AMRO BK N V 2.45% DUE 06-04-2020	**	789,672		
ABN AMRO BK N V 2.45% DUE 06-04-2020	**	2,586,176		
ABN AMRO BK N V 4.75% DUE 07-28-2025	**	397,977		
ABSA GROUP LTD ZAR2	**	537,893		
ACACIA COMMUNICATIONS INC COM	**	158,346		
ACACIA RESH CORP COM	**	13,315		
ACADIA HEALTHCARE CO INC COM	**	848,816		
ACADIA RLTY TR COM	**	2,493,184		
ACCELERON PHARMA INC COM	**	937,152		
ACCENTURE PLC SHS CL A NEW	**	23,323,195		
ACCESS GROUP INC DEL 2005-A ASSET BKD CTF CL A-3 FLTG 07-25-2034 REG	**	4,460,584		
ACCIONA SA EUR1	**	310,882		
ACCO BRANDS CORP COM	**	75,746		
ACCREDITED MTG LN TR 2004-3 MTG PASSTHRUCTF CL 2A2 10-25-2034 REG	**	986,353		
ACCURAY INC DEL COM	**	184,727		
ACE INA HLDGS INC 2.3% DUE 11-03-2020	**	4,041,366		
ACE INA HLDGS INC 2.7% DUE 03-13-2023	**	117,264		
ACE INA HLDGS INC 3.35% DUE 05-03-2026	**	39,129		
ACETO CORP COM	**	4,964		
ACHILLION PHARMACEUTICALS INC COM	**	95,422		
ACI WORLDWIDE INC COM STK	**	1,148,305		
ACNB CORP COM	**	26,729		
ACORDA THERAPEUTICS INC COM	**	922,009		
ACS ACTIVIDADES CO EUR0.5	**	456,725		
ACTAVIS FDG SCS 3% DUE 03-12-2020	**	7,178,572		
ACTAVIS FDG SCS 3.45% DUE 03-15-2022	**	5,176,066		
ACTAVIS FDG SCS 3.85% DUE 06-15-2024	**	2,958,885		
ACTAVIS FDG SCS GTD NT FLTG RATE DUE 03-12-2020/02-12-2020 REG	**	100,304		
ACTAVIS FUNDING SCS FIXED 3.8% DUE 03-15-2025	**	1,142,182		
ACTAVIS INC 3.25% DUE 10-01-2022	**	635,519		
ACTAVIS INC 3.25% DUE 10-01-2022	**	811,508		
ACTER CO. LTD TWD10	**	103,712		
ACTIVISION 2.3% DUE 09-15-2021	**	1,460,840		
ACTIVISION BLIZZARD INC COM STK	**	4,711,487		
ACUITY BRANDS INC COM	**	1,583,896		
ACUSHNET HLDGS CORP COM	**	220,266		
ADAMS RES & ENERGY INC COM NEW COM NEW	**	11,884		
ADARO ENERGY TBK IDR100	**	466,592		
ADDUS HOMECARE CORP COM STK	**	34,619		
ADECCO GROUP AG CHF0.1 (REGD)	**	405,203		
ADIDAS AG	**	856,505		
ADIENT PLC ADIENT PLC LTD COM	**	2,084,349		

20

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ADLER REAL ESTATE NPV	**	85,885		
ADOBE SYS INC COM	**	14,535,241		
ADR 58 COM INC SPONSORED ADR REPSTG CL A	**	101,644		
ADR ALIBABA GROUP HOLDING LTD SPONSORED ADS	**	23,496,676		
ADR AMBEV SA SPONSORED ADR	**	1,882,752		
ADR ANGLOGOLD ASHANTI LTD	**	42,306		
ADR ASCENDIS PHARMA A/S SPONSORED ADR	**	533,089		
ADR ASTRAZENECA PLC SPONSORED ADR UNITEDKINGDOM	**	9,714,562		
ADR AUTOHOME INC SPONSORED ADR REPST CL A	**	90,199		
ADR AZUL S A SPONSORED ADR REPSTG PFD	**	583,096		
ADR BANCO BRADESCO S A SPONSORED ADR REPSTG PFD SHS NEW 2004	**	1,062,067		
ADR BANCO SANTANDER CHILE NEW SPONSORED ADR REPSTG COM	**	529,260		
ADR CHANGYOU COM LTD ADS REPSTG CL A SHS	**	120,648		
ADR COMPANHIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO SABESP SPONSORED ADR	**	308,363		
ADR COMPANHIA ENERGETICA DE MINAS GERAISSPONSORED ADR PAR $0.01 REP NON VTG PFD	**	114,023		
ADR COMPANHIA PARANAENSE DE ENERGIA SER B COPEL ISIN US20441B4077	**	213,759		
ADR CTRIP COM INTL LTD ADS	**	200,893		
ADR DANONE SPONSORED ADR	**	3,815,380		
ADR EMBRAER S A SPONSORED ADR REPSTG 4 COM SHS	**	75,242		
ADR ENEL AMERICAS S A SPONSORED ADR ENERSIS AMERICAS S.A	**	809,874		
ADR FLY LEASING LTD-ADR	**	62,304		
ADR GLAXOSMITHKLINE PLC SPONSORED ADR	**	8,654,565		
ADR GOLD FIELDS LTD NEW SPONSORED ADR	**	438,754		
ADR HIMAX TECHNOLOGIES INC SPONSORED ADR	**	62,985		
ADR HUAZHU GROUP LTD	**	82,798		
ADR ICICI BK LTD	**	1,444,531		
ADR JD COM INC SPONSORED ADR REPSTG COM CL A	**	292,978		
ADR KERING S A ADR	**	8,572,108		
ADR KT CORP SPONSORED ADR	**	198,796		
ADR LATAM AIRLS GROUP S A SPONSORED ADR	**	52,623		
ADR MOMO INC ADR	**	60,491		
ADR MORPHOSYS AG SPONSORED ADS	**	1,034,840		
ADR NESTLE S A SPONSORED ADR REPSTG REG SH	**	13,020,230		
ADR NETEASE INC SPONSORED ADR ADR EACH REPR 25 COM STK USD0.0001	**	408,838		
ADR NEW ORIENTAL ED & TECHNOLOGY GROUP INC SPONSORED ADR REPSTG COM	**	109,510		
ADR NICE LTD SPONSORED ADR	**	1,893,675		
ADR NOVARTIS AG	**	2,118,391		
ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR REPSTG PFD SHS	**	567,226		
ADR RECKITT BENCKISER GROUP PLC SPONSORED ADR	**	3,999,555		
ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104	**	2,641,303		
ADR ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG A SHS	**	4,737,759		
ADR TAL ED GROUP ADS REPSTG COM SHS ADR	**	188,654		
ADR TENCENT MUSIC ENTMT GROUP ADS	**	1,705		
ADR TIM PARTICIPACOES SA SPONSORED ADR	**	312,169		
ADR ULTRAPAR PARTICIPACOES S A SPONSORED# US90400P1012	**	606,457		
ADR VALE S A ADR	**	2,582,365		
ADR VIPSHOP HLDGS LTD SPONSORED ADR	**	33,661		

21

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ADR VODAFONE GROUP PLC NEW SPONSORED ADRNO PAR	**	14,519,768		
ADR WEIBO CORP SPONSORED ADR	**	63,046		
ADR WNS HLDGS LTD SPONSORED ADR	**	6,732,601		
ADTALEM GLOBAL ED INC COM	**	2,791,359		
ADTRAN INC COM	**	1,127,668		
ADURO BIOTECH INC COM	**	22,028		
ADVANCED DISP SVCS INC DEL COM	**	1,057,741		
ADVANCED DRAIN SYS INC DEL COM	**	943,301		
ADVANCED ENERGY INDS INC COM	**	235,385		
ADVANCED MICRO DEVICES INC COM	**	1,722,669		
ADVANSIX INC COM	**	305,710		
ADVENTIST HLTH 3.378% DUE 03-01-2023	**	3,953,576		
ADVERUM BIOTECHNOLOGIES INC COM	**	13,230		
ADYEN NV EUR0.01	**	3,155,140		
AECI ZAR1	**	62,884		
AECOM	**	641,115		
AECON GROUP INC. COM NPV	**	783,541		
AEGION CORP 10	**	55,194		
AEON CO LTD NPV	**	66,846		
AEON MALL CO LTD NPV	**	25,572		
AEP TRANSM CO LLC 3.1% DUE 12-01-2026	**	734,313		
AERCAP HOLDINGS N.V. EUR0.01	**	811,800		
AERCAP IRELAND CAP 3.3% DUE 01-23-2023	**	1,378,531		
AERCAP IRELAND CAP 3.3% DUE 01-23-2023	**	475,356		
AERCAP IRELAND CAP 3.5% 01-15-2025	**	456,187		
AERCAP IRELAND CAP 3.65% DUE 07-21-2027	**	176,448		
AERCAP IRELAND CAP 3.95% DUE 02-01-2022	**	982,437		
AERCAP IRELAND CAP 4.25% DUE 07-01-2020	**	1,603,806		
AERCAP IRELAND CAP 4.5% DUE 05-15-2021	**	200,577		
AERCAP IRELAND CAP 4.625% DUE 07-01-2022	**	401,390		
AERCAP IRELAND CAP 4.625% DUE 10-30-2020	**	704,885		
AERCAP IRELAND FIXED 4.45% DUE 10-01-2025	**	1,329,080		
AERIE PHARMACEUTICALS INC COM	**	187,359		
AEROHIVE NETWORKS INC COM	**	62,426		
AEROPORTS DE PARIS EUR3	**	124,299		
AEROVIRONMENT INC COM	**	110,011		
AES GENER SA COM NPV	**	78,868		
AETNA INC 2.75% DUE 11-15-2022	**	767,494		
AETNA INC NEW 2.2% DUE 03-15-2019	**	963,594		
AETNA INC NEW 2.8% DUE 06-15-2023	**	19,971		
AETNA INC NEW 2.8% DUE 06-15-2023	**	1,440,777		
AETNA INC NEW 6.75% DUE 12-15-2037	**	108,745		
AFFIMED THERAPEUTICS BV COM EUR0.01	**	104,816		
AFRICAN DEV BK GLOBAL MEDIUM TERM SR 02/12/2015 1.375% 02-12-2020 REG	**	14,795,100		
AFRICAN RAINBOW LTD ZAR0.05	**	344,747		
AGCO CORP COM	**	2,764,350		
AGEAS NPV	**	971,745		

22

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
AGFA GEVAERT NV NPV	**	236,826		
AGILYSYS INC COM STK	**	91,059		
AGL CAP CORP 3.5% DUE 09-15-2021	**	229,815		
AGL CAP CORP 5.875% DUE 03-15-2041	**	28,254		
AGREE RLTY CORP COM	**	3,482,404		
AGROFRESH SOLUTIONS INC COM	**	14,114		
AIA GROUP LTD NPV	**	9,427,858		
AIG GLOBAL FDG SR 2.15% DUE 07-02-2020	**	5,186,946		
AIG GLOBAL FDG SR 2.7% DUE 12-15-2021	**	995,842		
AIG GLOBAL FDG SR 3.35% DUE 06-25-2021	**	1,494,134		
AIG GLOBAL FDG SR SECD MEDIUM TERM NTS BTRANCHE # TR 00008 VAR RT DUE 06-25-2021	**	2,496,160		
AIMIA INC COM	**	86,455		
AIR CANADA VAR VTG SHS NPV	**	743,181		
AIR CHINA LTD 'H'CNY1	**	45,296		
AIR INDS GROUP INC COM NEW COM NEW	**	731		
AIR LEASE CORP 2.125% DUE 01-15-2020	**	85,743		
AIR LEASE CORP 2.125% DUE 01-15-2020	**	4,878,473		
AIR LEASE CORP 2.625% DUE 07-01-2022	**	7,460,004		
AIR LEASE CORP 2.75% 01-15-2023	**	473,123		
AIR LEASE CORP 3.25% DUE 03-01-2025	**	229,692		
AIR LEASE CORP 3.375% DUE 01-15-2019	**	299,973		
AIR LEASE CORP 3.5% DUE 01-15-2022	**	5,412,512		
AIR LEASE CORP 3.625% DUE 04-01-2027	**	268,315		
AIR LEASE CORP CL A CL A	**	789,629		
AIR LIQUIDE(L') EUR5.50	**	9,097,134		
AIR TRANS SVCS GROUP INC COM STK	**	187,977		
AIRASIA GROUP BERHAD	**	252,477		
AIRBUS SE EUR1	**	130,243		
AIRCASTLE LTD 4.4% DUE 09-25-2023	**	683,548		
AIRCASTLE LTD 5.125% DUE 03-15-2021	**	609,772		
AIRTAC INTERNATION TWD10	**	279,600		
AJU CAPITAL CO LTD KRW5000	**	95,874		
AK HOLDINGS INC	**	87,713		
AKEBIA THERAPEUTICS INC COM	**	157,599		
AKELIUS RESDNTL 3.375% 23/09/2020	**	359,450		
AKER BP ASA NOK1	**	72,825		
AKORN INC COM	**	61,023		
AKZO NOBEL NV EUR2	**	5,554,656		
AL ECON SETTLEMENT AUTH BP SETT TAXABLE-SER B 4.263 DUE 09-15-2032 REG	**	1,578,619		
AL ECON SETTLEMENT AUTH BP SETTLEMENT REV 3.163 09-15-2025 BEO TAXABLE	**	714,247		
ALABAMA PWR CO 2.45% DUE 03-30-2022	**	77,887		
ALABAMA PWR CO 3.375% DUE 10-01-2020	**	1,480,707		
ALABAMA PWR CO 5.125% DUE 02-15-2019	**	25,057		
ALAMO GROUP INC COM	**	111,495		
ALARIS RTY CORP COM NO PAR	**	100,761		
ALARM COM HLDGS INC COM	**	960,373		
ALASKA AIR GROUP INC COM	**	840,460		

23

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ALBA PLC FLT 15/12/2038	**	443,897		
ALBANY INTL CORP NEW CL A	**	655,140		
ALBARAKA TURK NPV	**	67,273		
ALBEMARLE CORP COM	**	5,603,451		
ALBERTA PROV CDA BD 3.3% DUE 03-15-2028 REG	**	1,787,831		
ALBERTA PROV CDA PROVINCIAL 1.25% 01/06/2020	**	362,088		
ALDER BIOPHARMACEUTICALS INC COM	**	97,631		
ALEXANDER & BALDWIN INC	**	56,776		
ALEXANDER FORBES NPV	**	107,393		
ALEXANDRIA REAL 2.75 DUE 01-15-2020	**	396,874		
ALEXION PHARMACEUTICALS INC COM	**	6,226,075		
ALFA SAB DE CV SER'A'NPV	**	85,596		
ALFRESA HOLDINGS NPV	**	248,115		
ALIBABA GROUP HLDG 2.8% DUE 06-06-2023	**	3,184,750		
ALIBABA HLTH HKD0.01	**	24,332		
ALICO INC COM	**	43,660		
ALIMENTATION COUCH CLASS'B'S/VTG COM NPV	**	999,756		
ALIOR BANK SA PLN10.00	**	76,456		
ALKERMES PLC SHS	**	1,436,724		
ALLEGHANY CORP DEL COM	**	1,178,075		
ALLEGHENY TECHNOLOGIES INC COM	**	106,521		
ALLEGIANCE BANCSHARES INC COM	**	28,227		
ALLEGIANT TRAVEL CO COM	**	78,272		
ALLEGION US HLDG CO INC 3.2% 10-01-2024	**	943,226		
ALLERGAN INC 2.8% DUE 03-15-2023	**	129,315		
ALLERGAN PLC. COM STK	**	5,326,618		
ALLETE INC COM NEW	**	3,733,713		
ALLIANT ENERGY FIN 3.75% DUE 06-15-2023	**	2,917,890		
ALLIANZ SE NPV(REGD)(VINKULIERT)	**	4,080,703		
ALLIED MOTION TECHNOLOGIES INC COM	**	172,906		
ALLIED PROPS REAL TRUST UNITS	**	35,695		
ALLISON TRANSMISSION HOLDING	**	1,651,104		
ALLSCRIPTS HEALTHCARE SOLUTIONS INC	**	1,032,280		
ALLY AUTO 1.35% DUE 05-15-2020	**	224,807		
ALLY AUTO 1.59% DUE 04-15-2020	**	2,134,228		
ALLY AUTO 1.81% DUE 06-15-2020	**	3,148,156		
ALLY AUTO RECEIVABLES TR 2017-2 CL A3 1.78% DUE 08-16-2021	**	2,198,918		
ALLY AUTO RECEIVABLES TR 2017-2 CL A4 2.1% 03-15-2022 REG	**	1,281,233		
ALLY AUTO RECEIVABLES TR 2017-4 CL A-3 1.75% 12-15-2021 REG	**	742,658		
ALLY AUTO RECEIVABLES TR 2018-3 CL A-4 3.23% 07-17-2023	**	1,857,265		
ALLY AUTO RECEIVABLES TR SER 17-3 CL A4 2.01%03-15-2022	**	4,727,683		
ALLY AUTO RECEIVABLES TR SER 2018-1 CL A-3 2.35% 06-15-2022	**	1,391,310		
ALLY AUTO RECEIVABLES TRUST SER 2017-2 CLS C 2.46% DUE 09-15-2022	**	148,389		
ALLY AUTO RECEIVABLES TRUST SER 2017-2 CLS D 2.93% DUE 11-15-2023	**	139,578		
ALLY AUTO RECEIVABLES TRUST SR 2017-2 CL B 2.33% DUE 06-15-2022	**	197,745		
ALLY FINL INC 3.5 DUE 01-27-2019 REG	**	199,875		
ALLY FINL INC 3.75% DUE 11-18-2019	**	199,250		

24

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ALLY MASTER OWNER TRUST SER 2018-3 CL A FRN 07-15-2022 BEO	**	1,096,280		
ALMIRALL SA EUR0.12	**	692,698		
ALNYLAM PHARMACEUTICALS INC COM	**	297,035		
ALPHA & OMEGA SEMICONDUCTOR LTD COM STK	**	27,156		
ALPHABET INC CAP STK USD0.001 CL C	**	21,900,045		
ALPHABET INC CAPITAL STOCK USD0.001 CL A	**	31,783,503		
ALPS ALPINE CO LTD	**	656,004		
ALSO HOLDING AG CHF1 (REGD)	**	549,472		
ALTA MESA RESOURCES INC CL A COM USD0.0001 CL A	**	22,067		
ALTERRA FIN LLC 6.25% DUE 09-30-2020	**	121,036		
ALTERRA FIN LLC 6.25% DUE 09-30-2020	**	1,012,108		
ALTERYX INC COM CL A COM CL A	**	314,002		
ALTICE FRANCE 5.625% GTD SNR SEC NTS 15/05/2024 EUR	**	462,164		
ALTRA INDUSTRIAL MOTION CORP COM STK USD0.001	**	303,963		
ALTRIA GROUP INC 2.85 DUE 08-09-2022 REG	**	412,790		
ALTRIA GROUP INC 4 DUE 01-31-2024 REG	**	2,402,814		
ALTRIA GROUP INC 4.75% DUE 05-05-2021	**	4,047,294		
ALTRIA GROUP INC 9.25% DUE 08-06-2019	**	4,014,227		
ALTRIA GROUP INC COM	**	5,561,413		
AMADEUS IT GROUP EUR0.01	**	5,952,372		
AMAG PHARMACEUTICALS INC COM STK	**	93,100		
AMATA CORP THB1(ALIEN MKT)	**	316,592		
AMAZON COM INC 3.15% DUE 08-22-2027 BEO	**	5,561,176		
AMAZON COM INC 4.8% DUE 12-05-2034	**	160,671		
AMAZON COM INC COM	**	29,012,053		
AMAZON COM INC FIXED 2.8% DUE 08-22-2024	**	388,783		
AMAZON COM INC FIXED 2.8% DUE 08-22-2024	**	1,846,718		
AMBAC FINL GROUP INC COM	**	68,908		
AMC ENTMT HLDGS INC CL A COM CL A COM	**	62,174		
AMCOR LIMITED NPV	**	1,422,063		
AMDOCS ORD GBP0.01	**	1,978,832		
AMER MOVIL SAB DE 5% DUE 03-30-2020	**	81,388		
AMER NATL INS CO COM	**	463,281		
AMERCO COM	**	1,452,871		
AMEREN CORP 2.7% DUE 11-15-2020	**	374,920		
AMEREN ILL CO 2.7% DUE 09-01-2022	**	2,153,596		
AMEREN ILL CO 3.8% DUE 05-15-2028	**	3,957,208		
AMERESCO INC	**	70,401		
AMERICAN AIRLS 2017-1 CL AA PASS THRU TR3.65% DUE 08-15-2030	**	54,532		
AMERICAN AIRLS INC 16-3 AA PTT 04-15-2030	**	95,803		
AMERICAN ASSETS TR INC COM	**	3,399,467		
AMERICAN AXLE & MFG HLDGS INC COM	**	122,688		
AMERICAN CAMPUS CMNTYS INC COM	**	816,335		
AMERICAN EAGLE OUTFITTERS INC NEW COM	**	294,976		
AMERICAN EQUITY INVT LIFE HLDG CO COM	**	1,003,800		
AMERICAN EXPRESS CO	**	7,705,478		
AMERICAN EXPRESS CR A/C MASTER SER 2017-1 CL B 2.1% 09-15-2022 REG	**	4,111,002		

25

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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	**	838,959		
AMERICAN EXPRESS CR A/C MASTER TR 2018-4 CL A 2.99% 12-15-2023	**	10,788,234		
AMERICAN EXPRESS CR ACCOUNT MASTER TR 3.18% DUE 04-15-2024	**	12,208,130		
AMERICAN EXPRESS CR ACCOUNT MASTER TR SER 2017-6 CL A 0.0% 05-15-2023	**	5,707,610		
AMERICAN EXPRESS CR CORP MEDIUM TERM NTS 2.25% DUE 05-05-2021	**	836,680		
AMERICAN EXPRESS CR CORP MEDIUM TERM NTSTRANCHE # TR 00102 VAR RT DUE 03-03-2020	**	5,413,529		
AMERICAN EXPRESS CR CORP MEDIUM TERM NTSTRANCHE # TR 00103 2.7% DUE 03-03-2022	**	191,138		
AMERICAN EXPRESS CR CORP TRANCHE # TR 00106 1.875% 05-03-2019	**	4,144,645		
AMERICAN EXPRESS CREDIT MTN 2.2% DUE 03-03-2020	**	10,040,877		
AMERICAN EXPRESS CREDIT 2.375% DUE 05-26-2020	**	890,562		
AMERICAN EXPRESS CREDIT TRANCHE # TR 00099 1.7% DUE 10-30-2019/09-29-2019	**	5,833,322		
AMERICAN HOMES 4 RENT COMMON STOCK	**	1,390,453		
AMERICAN HONDA FIN CORP MED TERM NTS BOO FLTG RT DUE 11-05-2021	**	98,553		
AMERICAN INTERNATIONAL GROUP INC BNDS 3.75% DUE 07-10-2025 REG	**	343,724		
AMERICAN INTERNATIONAL GROUP INC COM	**	28,844,179		
AMERICAN INTL GROUP INC 4.125 DUE 02-15-2024	**	341,392		
AMERICAN MUN PWR OHIO INC REV 7.334% 02-15-2028 BEO TAXABLE	**	249,402		
AMERICAN NATL BANKSHARES INC COM	**	46,075		
AMERICAN OUTDOOR BRANDS CORP COM	**	110,352		
AMERICAN PUB ED INC COM STK	**	51,171		
AMERICAN TOWER CORP	**	2,554,136		
AMERICAN TOWER CORP 3.6% 01-15-2028	**	373,734		
AMERICAN VANGUARD CORP COM	**	629,975		
AMERICAS CAR-MART INC COM	**	21,952		
AMERICREDIT 1.6% DUE 11-09-2020	**	1,524,480		
AMERICREDIT 1.81% DUE 10-08-2020	**	1,891		
AMERICREDIT 1.83% DUE 05-18-2021	**	1,514,307		
AMERICREDIT 1.9% DUE 03-18-2022	**	2,829,978		
AMERICREDIT 1.98000001907% DUE 12-20-2021	**	5,458,365		
AMERICREDIT 2.69% DUE 06-19-2023	**	619,471		
AMERICREDIT 2.71% DUE 07-19-2021	**	2,115,727		
AMERICREDIT AUTOMOBILE RECEIVABLES 18-2 A2A 2.86% 11-18-2021	**	2,667,464		
AMERICREDIT AUTOMOBILE RECEIVABLES 18-2 A3 3.15% 03-20-2023	**	1,859,828		
AMERICREDIT AUTOMOBILE RECEIVABLES 3.07% SER 2018-1 CL A3 DUE 12-19-2022	**	3,637,215		
AMERICREDIT AUTOMOBILE RECEIVABLES SER 17-1 CLS B 2.3% DUE 02-18-2022	**	64,357		
AMERICREDIT AUTOMOBILE RECEIVABLES SER 17-1 CLS C 2.71% DUE 08-18-2022	**	54,491		
AMERICREDIT CDA AUTOMOBILE SER 17-1 CLS D 3.13% DUE 01-18-2023	**	77,541		
AMERIPRISE FINL 5.3% DUE 03-15-2020	**	287,121		
AMERIS BANCORP COM	**	58,653		
AMERISOURCEBERGEN 3.5% DUE 11-15-2021	**	456,397		
AMERN AIRLINES INC 3.7% DUE 10-01-2026	**	192,019		
AMERN AIRLS 2013-2 FIXED 4.95% DUE 07-15-2024	**	524,232		
AMERN AIRLS 2015-2 4.4% DUE 03-22-2025	**	1,938,512		
AMERN CAMPUS 4.125% DUE 07-01-2024	**	1,004,343		
AMERN CR ACCEP 2.8599998951% DUE 06-12-2023	**	313,128		
AMERN CR ACCEP 3.69000005722% DUE 06-12-2023	**	190,888		
AMERN ELEC PWR CO 2.15% DUE 11-13-2020	**	441,024		

26

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
AMERN EXPRESS CO 2.2% DUE 10-30-2020	**	490,977		
AMERN EXPRESS CO 2.65 DUE 12-02-2022	**	233,144		
AMERN EXPRESS CO 2.65 DUE 12-02-2022	**	2,945,736		
AMERN EXPRESS CO 3.375% DUE 05-17-2021	**	5,283,387		
AMERN EXPRESS CO 3.625% DUE 12-05-2024	**	27,372		
AMERN EXPRESS CO 3.7% DUE 11-05-2021	**	504,492		
AMERN EXPRESS CO 8.125% DUE 05-20-2019	**	173,215		
AMERN EXPRESS CO FIXED 2.5% DUE 08-01-2022	**	8,903,786		
AMERN EXPRESS CR 3.3% DUE 05-03-2027	**	77,688		
AMERN HONDA FIN 2% MTN 11-13-2019	**	5,282,871		
AMERN HONDA FIN 2.15% DUE 03-13-2020	**	702,673		
AMERN HONDA FIN 2.25% DUE 08-15-2019	**	184,131		
AMERN HONDA FIN 3.45% DUE 07-14-2023	**	2,445,697		
AMERN HONDA FIN 3.5% DUE 02-15-2028	**	393,399		
AMERN INTL GROUP 2.3% DUE 07-16-2019	**	866,416		
AMERN INTL GROUP 3.3% DUE 03-01-2021	**	3,328,674		
AMERN INTL GROUP 4.2% DUE 04-01-2028	**	385,345		
AMERN INTL GROUP 4.875% DUE 06-01-2022	**	741,832		
AMERN TOWER CORP 2.25% DUE 01-15-2022	**	799,101		
AMERN TOWER CORP 2.25% DUE 01-15-2022	**	1,315,885		
AMERN TOWER CORP 3.125% DUE 01-15-2027	**	2,806,235		
AMERN TOWER CORP 4.4% DUE 02-15-2026	**	799,375		
AMERN TOWER CORP 5% DUE 02-15-2024	**	14,148,009		
AMERN TOWER CORP 5.05% DUE 09-01-2020	**	819,169		
AMERN TOWER CORP FIXED 4% DUE 06-01-2025	**	88,294		
AMERN WOODMARK CORP COM	**	121,494		
AMERN WTR CAP CORP 2.95% DUE 09-01-2027	**	6,047,040		
AMERN WTR CAP CORP 3% DUE 12-01-2026	**	146,810		
AMES NATL CORP CDT-COM STK	**	24,378		
AMGEN INC 2.125% 05-01-2020	**	197,335		
AMGEN INC 2.6% DUE 08-19-2026	**	567,938		
AMGEN INC 3.625 BDS DUE 05-15-2022 USD1000	**	281,922		
AMGEN INC 3.625 BDS DUE 05-15-2022 USD1000	**	201,373		
AMGEN INC 3.625% DUE 05-22-2024	**	49,848		
AMGEN INC 3.875 DUE 11-15-2021	**	2,178,434		
AMGEN INC 4.1% DUE 06-15-2021	**	168,249		
AMGEN INC FLTG RT 3.017% DUE 05-10-2019	**	2,302,605		
AMGEN INC SR NT 5.7 DUE 02-01-2019 BEO	**	25,050		
AMKOR TECHNOLOGY INC COM	**	306,949		
AMPCO-PITTSBURG CORP COM	**	3,178		
AMPHASTAR PHARMACEUTICALS INC DEL COM	**	204,811		
AMPHENOL CORP NEW 2.2% DUE 04-01-2020	**	3,576,280		
AMTECH SYS INC COM PAR $0.01 NEW STK	**	6,795		
ANA HOLDINGS INC NPV	**	641,005		
ANADARKO PETE CORP 5.55% DUE 03-15-2026	**	1,099,706		
ANADARKO PETE CORP 8.7% DUE 03-15-2019	**	606,179		
ANADARKO PETE CORP 8.7% DUE 03-15-2019	**	7,334,763		

27

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ANALOG DEVICES INC 2.5% DUE 12-05-2021	**	195,230		
ANALOG DEVICES INC 2.95% DUE 01-12-2021	**	247,807		
ANALOG DEVICES INC 2.95% DUE 01-12-2021	**	4,143,337		
ANALOG DEVICES INC 3.125% DUE 12-05-2023	**	24,284		
ANALOG DEVICES INC 4.5% DUE 12-05-2036	**	141,623		
ANALOG DEVICES INC COM	**	4,628,297		
ANDEAVOR LOGISTICS LP & TESORO LOGISTICS3.5% DUE 12-01-2022	**	768,443		
ANDERSONS INC COM	**	286,555		
ANGI HOMESERVICES INC COM USD0.001	**	399,725		
ANGIODYNAMICS INC COM STK	**	86,901		
ANGLO AMERICAN PLATINUM LTD COMSTK	**	339,361		
ANGLO AMERICAN USD0.54945	**	818,366		
ANGLO AMERICAN USD0.54945	**	163,255		
ANGLO AMERN CAP 4% DUE 09-11-2027	**	352,895		
ANGLOGOLD ASHANTI LIMITED ZAR0.25	**	751,650		
ANHEUSER BUSCH INC 4.439% DUE 10-06-2048	**	116,581		
ANHEUSER-BUSCH 2.65% DUE 02-01-2021	**	240,932		
ANHEUSER-BUSCH 2.65% DUE 02-01-2021	**	8,179,888		
ANHEUSER-BUSCH 3.3% DUE 02-01-2023	**	1,069,584		
ANHEUSER-BUSCH 3.3% DUE 02-01-2023	**	2,610,757		
ANHEUSER-BUSCH 3.5% DUE 01-12-2024	**	195,629		
ANHEUSER-BUSCH 3.5% DUE 01-12-2024	**	7,732,236		
ANHEUSER-BUSCH 4.375% DUE 04-15-2038	**	508,552		
ANIKA THERAPEUTICS INC COM STK	**	77,740		
ANIXTER INTL INC COM	**	623,805		
ANTA SPORTS PRODUC HKD0.10	**	1,472,389		
ANTARES PHARMA INC COM	**	106,624		
ANTERO RES CORP COM	**	535,080		
ANTHEM INC 2.95% 12-01-2022	**	721,676		
ANTHEM INC 3.35% DUE 12-01-2024	**	73,065		
ANTHEM INC 3.35% DUE 12-01-2024	**	730,646		
ANTHEM INC 3.65% 12-01-2027	**	716,570		
ANTHEM INC 4.101% 03-01-2028	**	210,729		
ANTHEM INC COM	**	5,331,389		
ANTHEM INC FIXED 2.5% 11-21-2020	**	3,685,672		
ANZ BANKING GROUP LIMITED TRANCHE # TR 00013 1.6% DUE 07-15-2019	**	7,080,788		
AON CORP 5% DUE 09-30-2020	**	5,248,777		
AON PLC 3.875% DUE 12-15-2025	**	64,143		
AON PLC 4.25% DUE 12-12-2042	**	57,636		
AON PLC COM	**	17,065,991		
AOZORA BANK NPV	**	130,346		
APACHE CORP 3.25 DUE 04-15-2022 REG	**	93,045		
APACHE CORP 3.25 DUE 04-15-2022 REG	**	10,155,627		
APACHE CORP 5.1% DUE 09-01-2040	**	81,516		
APACHE CORP COM	**	11,447,625		
APARTMENT INVT & MGMT CO CL A	**	672,768		
APERGY CORP COM	**	124,568		

28

Table of Contents

	
					
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
APOGEE ENTERPRISES INC COM	**	117,579		
APOLLO HOSPITALS ENTERPRISE COMSTK	**	652,860		
APPLE HOSPITALITY REIT INC COM NEW COM NEW	**	303,567		
APPLE INC 1.55% DUE 08-04-2021	**	678,716		
APPLE INC 1.8% 11-13-2019	**	14,742,169		
APPLE INC 1.9% DUE 02-07-2020	**	5,607,880		
APPLE INC 2% 11-13-2020	**	6,068,986		
APPLE INC 2.15% DUE 02-09-2022	**	663,974		
APPLE INC 2.15% DUE 02-09-2022	**	208,650		
APPLE INC 2.3% DUE 05-11-2022	**	268,381		
APPLE INC 2.4% DUE 05-03-2023	**	676,852		
APPLE INC 2.45% DUE 08-04-2026	**	5,471,448		
APPLE INC 2.85% DUE 05-06-2021	**	1,501,833		
APPLE INC 2.85% DUE 05-11-2024	**	390,256		
APPLE INC 2.9% DUE 09-12-2027	**	140,046		
APPLE INC 2.9% DUE 09-12-2027	**	3,383,669		
APPLE INC 3% DUE 02-09-2024	**	258,743		
APPLE INC 3.35% DUE 02-09-2027	**	147,133		
APPLE INC 3.35% DUE 02-09-2027	**	3,702,686		
APPLE INC 3.45% DUE 05-06-2024	**	376,778		
APPLE INC 3.85% DUE 08-04-2046	**	85,558		
APPLE INC BNDS 2.75% DUE 01-13-2025 REG	**	96,426		
APPLE INC COM STK	**	15,632,823		
APPLIED GENETIC TECHNOLOGIES CORP COM	**	8,200		
APPLIED INDL TECHNOLOGIES INC COM	**	23,032		
APPLIED MATERIALS INC COM	**	19,319,121		
APPLIED OPTOELECTRONICS INC COM	**	5,246		
APPLUS SERVICES SA EUR0.10	**	217,776		
APT PIPELINES LTD SR NT 144A 4.2% DUE 03-23-2025 BEO	**	243,475		
APTEVO THERAPEUTICS INC COM	**	2,277		
APTIV PLC COM USD	**	5,971,613		
AQUANTIA CORP COM	**	20,390		
AQUAVENTURE HOLDINGS LTD COM NPV	**	90,974		
AQUINOX PHARMACEUTICALS INC COM	**	8,783		
ARAMARK COM	**	1,461,913		
ARC DOCUMENT SOLUTIONS INC COM	**	12,183		
ARC PPTYS OPER PARTNERSHIP L P / CLARK A3 DUE 02-06-2019	**	179,892		
ARCADYAN TECHNOLOG TWD10	**	149,495		
ARCBEST CORP COM USD0.01	**	675,813		
ARCH CAP FIN LLC 4.011% DUE 12-15-2026	**	684,008		
ARCH COAL INC CL A COM STK	**	1,230,327		
ARCHER-DANIELS 3.375% DUE 03-15-2022	**	2,961,237		
ARCHER-DANIELS-MIDLAND CO COM	**	4,153,621		
ARCHROCK INC COM	**	1,592,644		
ARCOSA INC COM	**	205,460		
ARCUS BIOSCIENCES INC COM	**	98,869		
ARDAGH GROUP S A ARDAGH GROUP S A EUR0.01 CL A	**	257,632		

29

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
ARDELYX INC COM	**	19,364		
ARDMORE SHIPPING CORP	**	27,903		
ARENA PHARMACEUTICALS INC COM NEW COM NEW	**	177,339		
ARES CAP CORP COM	**	149,132		
ARGAN INC COM	**	775,493		
ARGENT SECS INC 2003-W3 ASSET BKD CTF M-1 FLTG 09-25-2033 REG	**	302,726		
ARGENT SECS INC FLTG RT 3.41% DUE 04-25-2034	**	640,979		
ARGENT SECS INC FLTG RT 3.56% DUE 11-25-2034	**	1,967,636		
ARGENTINA(REP OF) 3.375% SNR 15/01/2023 EUR	**	452,445		
ARGENTINA(REP OF) FRN 04/2022 ARS1	**	26,506		
ARGENTINA(REP OF) FRN 06/2020 ARS1	**	87,825		
ARGENTINA(REPUBLIC OF) VAR BDS DUE 11/03/2019 ARS1	**	2,440		
ARGO GROUP INTERNATIONAL HOLDINGS COM STK	**	237,796		
ARI FLEET LEASE TR 2.27999997139% DUE 04-15-2026	**	1,976,982		
ARISTA NETWORKS INC COM	**	17,085,242		
ARISTOCRAT LEISURE NPV	**	155,322		
ARIZONA PUB SVC CO 2.2% DUE 01-15-2020	**	287,612		
ARJO AB SER'B'NPV	**	261,819		
ARMSTRONG FLOORING INC COM	**	154,086		
ARMSTRONG WORLD INDS INC NEW COM STK	**	599,563		
AROTECH CORP COM NEW STK	**	7,436		
ARRAY BIOPHARMA INC COM	**	275,011		
ARRIS INTERNATIONAL LTD COM USD0.01	**	831,565		
ARROW ELECTR INC COM	**	2,533,706		
ARROW ELECTRS INC FIXED 3.25% DUE 09-08-2024	**	1,117,332		
ARROW ELECTRS INC FIXED 3.875% DUE 01-12-2028	**	16,397		
ARROW FINL CORP COM	**	78,833		
ARTIS REAL ESTATE TRUST UNITS	**	734,640		
ARTNATURE INC NPV	**	112,282		
ASBURY AUTOMOTIVE GROUP INC COM	**	145,985		
ASCENA RETAIL GROUP INC COM	**	53,993		
ASCENDAS R/EST INV NPV (REIT)	**	152,541		
ASCENT CAP GROUP INC COM SER A STK	**	705		
ASGN INCORPORATED COMN STK USD0.01	**	95,757		
ASHFORD HOSPITALITY TR INC COM SHS	**	30,068		
ASHLAND GLOBAL HLDGS INC COM	**	1,731,850		
ASHTEAD GROUP ORD GBP0.10	**	119,922		
ASIA CEMENT CHINA HKD0.1	**	251,734		
ASIAN DEV BK GLOBAL NT 1.5% DUE 01-22-2020 REG	**	15,861,972		
ASMEDIA TECHNOLOGY SHS	**	464,951		
ASPEN INSURANCE HLDGS COM	**	275,454		
ASPEN TECHNOLOGY INC COM	**	2,716,131		
ASR NEDERLAND NV 10.0% DUE 29/08/2049	**	123,355		
ASR NEDERLAND NV EUR0.16	**	1,028,534		
ASSECO POLAND SAPLN1	**	300,055		
ASSEMBLY BIOSCIENCES INC COM	**	107,716		

30

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
ASSERTIO THERAPEUTICS INC COM STK	**	101,943		
ASSOCD BRIT FOODS ORD GBP0.0568	**	908,216		
ASSOCTD BANC-CORP COM	**	512,403		
ASSURANT INC COM	**	2,111,678		
ASSURED GUARANTY LTD COMMON STK	**	2,181,462		
ASTA FDG INC COM	**	665		
ASTEC INDS INC COM	**	89,966		
ASTELLAS PHARMA NPV	**	3,437,694		
ASTM S.P.A	**	830,711		
ASTRAL FOODS ZAR0.01	**	98,371		
ASTRAZENECA ORD USD0.25	**	1,835,107		
ASTRAZENECA PLC 1.95% DUE 09-18-2019	**	4,385,202		
ASTRAZENECA PLC 2.375% DUE 11-16-2020	**	962,919		
ASTRAZENECA PLC 3.375% DUE 11-16-2025	**	6,860,829		
ASTRONICS CORP CL B CL B	**	5,048		
ASTRONICS CORP COM	**	382,878		
ASTRONOVA INC COMMON STOCK	**	25,313		
ASX LTD NPV	**	127,479		
AT HOME GROUP INC COM	**	161,428		
AT&T BROADBAND 9.455% DUE 11-15-2022	**	1,579,427		
AT&T INC 2.3% DUE 03-11-2019	**	5,973,348		
AT&T INC 2.8% DUE 02-17-2021	**	8,196,333		
AT&T INC 3% DUE 06-30-2022	**	1,087,405		
AT&T INC 3.15% DUE 09-04-2036	**	544,653		
AT&T INC 3.4% DUE 05-15-2025	**	1,318,314		
AT&T INC 3.4% DUE 05-15-2025	**	6,591,571		
AT&T INC 3.6% DUE 02-17-2023	**	1,207,471		
AT&T INC 3.8% DUE 03-15-2022	**	9,189,894		
AT&T INC 3.875% DUE 08-15-2021	**	40,398		
AT&T INC 3.95% DUE 01-15-2025	**	757,838		
AT&T INC 4.125% DUE 02-17-2026	**	3,517,927		
AT&T INC 4.25% DUE 03-01-2027	**	782,688		
AT&T INC 4.25% DUE 03-01-2027	**	1,526,242		
AT&T INC 4.45% DUE 04-01-2024	**	203,319		
AT&T INC 5.2% DUE 03-15-2020	**	5,195,024		
AT&T INC 5.25% DUE 03-01-2037	**	7,170,264		
AT&T INC 5.45% DUE 03-01-2047	**	58,602		
AT&T INC 5.45% DUE 03-01-2047	**	3,906,788		
AT&T INC 6.375% DUE 03-01-2041	**	86,634		
AT&T INC FIXED 4.1% 02-15-2028	**	153,852		
AT&T INC FIXED 4.9% DUE 08-15-2037	**	1,072,247		
AT&T INC FLTG RT 3.73731% DUE 07-15-2021	**	1,594,723		
AT&T INC FLTG RT 3.95594% DUE 06-12-2024	**	193,998		
AT&T INC NT FLTG DUE 06-01-2021 REG	**	397,442		
AT&T INC NTS 1.8% DUE 05-29-2026	**	682,152		
ATCO LTD CLASS I NON-VOTING COM NPV	**	101,401		
ATHENE GLOBAL FDG 2.75% DUE 04-20-2020	**	69,356		

31

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
ATHENE GLOBAL FDG 2.75% DUE 04-20-2020	**	4,409,038		
ATHENE GLOBAL FDG 3% DUE 07-01-2022	**	634,947		
ATHENE HLDG LTD 4.125% DUE 01-12-2028	**	227,090		
ATHENE HOLDING LTD COM USD0.001 CL A	**	1,457,220		
ATKORE INTL GROUP INC COM	**	144,812		
ATLANTIC CAP BANCSHARES INC COM MON STOCK	**	208,357		
ATLANTICA YIELD PLC COM USD0.1	**	364,560		
ATLAS AIR WORLDWIDE HLDGS INC COM NEW STK	**	117,204		
ATLAS COPCO AB SER'B'NPV	**	84,910		
ATLAS FINANCIAL HLDGS INC COM	**	17,450		
ATMOS ENERGY CORP 4.125% DUE 10-15-2044	**	93,571		
ATMOS ENERGY CORP 8.5% DUE 03-15-2019	**	192,079		
ATN INTL INC COM	**	197,137		
ATOS SE	**	1,390,009		
ATRICURE INC COM STK	**	149,236		
AUBURN NATL BANCORP COM STK	**	8,991		
AUDENTES THERAPEUTICS INC COM	**	190,942		
AURELIUS EQUITY OP NPV	**	655,059		
AURIZON HOLDINGS NPV	**	1,232,704		
AUROBINDO PHARMA INR1	**	439,634		
AURORA CANNABIS IN COM NPV	**	475,518		
AUST & NZ BANK GRP NPV	**	1,237,590		
AUSTEVOLL SEAFOOD NOK0.50	**	716,731		
AUSTRALIA & NEW 2.125% DUE 08-19-2020	**	2,750,579		
AUSTRALIA & NEW 2.25% DUE 06-13-2019	**	4,479,726		
AUSTRALIA & NEW 2.625% DUE 05-19-2022	**	3,438,862		
AUSTRALIA & NEW ZEALAND BKG GROUP LTD NY 2.25% DUE 11-09-2020	**	688,967		
AUTODESK INC COM	**	21,599,664		
AUTONATION INC 3.5% 11-15-2024	**	46,258		
AUTONATION INC COM	**	440,288		
AUTOZONE INC 2.5% DUE 04-15-2021	**	1,060,987		
AUTOZONE INC 4% DUE 11-15-2020	**	2,589,933		
AVALONBAY 2.9% DUE 10-15-2026	**	63,218		
AVALONBAY CMNTYS 3.35% DUE 05-15-2027	**	57,819		
AVALONBAY CMNTYS 3.45% DUE 06-01-2025	**	786,766		
AVALONBAY COMMUNITIES INC 3.625 DUE 10-01-2020 REG	**	5,617,058		
AVANGRID INC 3.15% 12-01-2024	**	294,322		
AVAYA HLDGS CORP COM	**	561,259		
AVIAT NETWORKS INC COM NEW COM NEW	**	12,959		
AVIATION CAP GROUP 4.125% DUE 08-01-2025	**	1,795,277		
AVIATION CAP GROUP 7.125% DUE 10-15-2020	**	326,015		
AVID TECHNOLOGY INC COM	**	156,859		
AVIS BUDGET RENT 2.5% DUE 07-20-2021	**	2,179,071		
AVIS BUDGET RENT 2.63% DUE 12-20-2021	**	4,054,133		
AVIVA ORD GBP0.25	**	580,006		
AVNET INC COM	**	3,730,141		
AVON PRODUCTS INC COM USD0.25	**	121,098		

32

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
AVROBIO INC COM	**	43,040		
AVX CORP COM	**	385,703		
AXA EQUITABLE 3.9% DUE 04-20-2023	**	4,103,511		
AXA EQUITABLE HLDGS INC COM	**	7,500,130		
AXA EUR2.29	**	475,645		
AXALTA COATING SYSTEMS LTD COM USD1.00	**	391,465		
AXCELIS TECHNOLOGIES INC COM NEW COM NEW	**	807,782		
AXIS BANK LTD INR2	**	636,291		
AXIS CAPITAL HOLDINGS LTD COM USD0.0125	**	813,691		
AXIS SPECIALTY FIN 2.65% DUE 04-01-2019	**	2,494,905		
AXIS SPECIALTY FIN 5.875% DUE 06-01-2020	**	864,203		
AXOGEN INC COM USD0.01	**	243,321		
AXON ENTERPRISE INC COM	**	1,344,438		
AXOS FINL INC COM	**	196,152		
AXT INC COM	**	20,254		
AYALA LAND INC PHP1	**	103,388		
AZZ INC COM	**	145,740		
B & G FOODS INC COMMON STOCK	**	1,051,254		
B A T CAP CORP 3.36738% 08-15-2022	**	1,484,903		
B A T CAP CORP 4.39% 08-15-2037	**	84,302		
B A T CAP CORP FIXED 0% DUE 08-14-2020	**	495,073		
B A T CAP CORP FIXED 2.297% DUE 08-14-2020	**	878,974		
B A T CAP CORP FIXED 2.297% DUE 08-14-2020	**	8,096,329		
B A T CAP CORP FIXED 2.764% DUE 08-15-2022	**	283,356		
B A T CAP CORP FIXED 2.764% DUE 08-15-2022	**	31,915,331		
B A T CAP CORP FIXED 3.557% DUE 08-15-2027	**	7,821,042		
B2R MTG TR 2015-2 3.336% DUE 11-15-2048	**	117,589		
BACARDI LTD 4.45% DUE 05-15-2025	**	789,291		
BAE SYSTEMS ORD GBP0.025	**	112,903		
BAIC MOTOR CORPORATION LIMITED 'H'CNY1	**	224,716		
BAIDU INC SPONS ADR REPR 0.10 ORD CLS A	**	3,798,787		
BAKER HUGHES A GE CO LLC/BAKER HUGHES 2.773% 12-15-2022	**	95,940		
BAKER HUGHES A GE CO LLC/BAKER HUGHES 2.773% 12-15-2022	**	3,089,258		
BAKER HUGHES A GE CO LLC/BAKER HUGHES 4.08% 12-15-2047	**	576,836		
BAKER HUGHES INC 3.2 DUE 08-15-2021	**	429,975		
BALRAMPUR CHINI MI INR1	**	33,539		
BALT GAS & ELEC CO 2.4% DUE 08-15-2026	**	5,397,704		
BALT GAS & ELEC CO 3.35% DUE 07-01-2023	**	335,357		
BALT GAS & ELEC CO 3.5% DUE 08-15-2046	**	23,073		
BAMLL COML MTG FLTG RT 3.85513% DUE 12-15-2031	**	4,474,093		
BANC AMERICA COML MTG TR SER 2016-UB10 CLS A3 2.903% 06-15-2049	**	9,609,940		
BANC CALIF INC COM	**	4,843,842		
BANCFIRST CORP COM	**	227,644		
BANCO ACTINVER SA CBFI (FIBRA UNO ADMINISTR)	**	80,623		
BANCO DE CHILE COM NPV	**	364,314		
BANCO DEL BAJIO COM MXN2 SER'O' 144A/REGS	**	91,872		
BANCO SANTANDER 2.5% DUE 12-15-2020	**	2,739,104		

33

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
BANCO SANTANDER MEXICO S A INSTITUCION DE BANCA MULT GRUPO FINC SANTANDER MEX	**	83,339		
BANCO SANTANDER S A N Y BRH DISC COML PAPER 02-01-2019	**	9,787,668		
BANCO SANTANDER SA 3.125% 02-23-2023	**	2,458,160		
BANCO SANTANDER SA 3.5% DUE 04-11-2022	**	2,158,948		
BANCO SANTANDER SA 3.848% 04-12-2023	**	1,554,662		
BANCO SANTANDER SA FORMERLY BANCO SANTA 4.379% DUE 04-12-2028 REG	**	1,120,471		
BANCO SANTANDER SA FRNS 04-12-2023	**	2,157,285		
BANCORP INC DEL COM STK	**	208,600		
BANCORPSOUTH BK TUPELO MISS COM	**	1,037,287		
BANDAI NAMCO HOLDINGS INC	**	1,359,452		
BANGKOK BANK THB10 (NVDR)	**	97,384		
BANGKOK BANK THB10(LOCAL)	**	724,139		
BANGKOK DUSIT MEDI THB0.1(NVDR)	**	84,542		
BANGKOK LAND PCL THB1(NVDR)	**	139,992		
BANGKOK LIFE ASSUR THB1 (NVDR)	**	49,200		
BANK 2017-BNK9 3.47% DUE 11-15-2054	**	3,415,752		
BANK AMER CORP 2.151% DUE 11-09-2020	**	2,659,418		
BANK AMER CORP 2.65% DUE 04-01-2019	**	3,995,812		
BANK AMER CORP 2.738% 01-23-2022	**	1,157,169		
BANK AMER CORP 3.093% 10-01-2025	**	1,280,058		
BANK AMER CORP 3.248% DUE 10-21-2027	**	740,516		
BANK AMER CORP 3.3% DUE 01-11-2023	**	689,401		
BANK AMER CORP 3.3% DUE 01-11-2023	**	12,059,598		
BANK AMER CORP 3.366% DUE 01-23-2026	**	239,023		
BANK AMER CORP 3.419% 12-20-2028	**	122,374		
BANK AMER CORP 3.419% 12-20-2028	**	26,858,681		
BANK AMER CORP 3.499% 05-17-2022	**	4,195,629		
BANK AMER CORP 3.5% DUE 04-19-2026	**	1,684,088		
BANK AMER CORP 3.705% BNDS 04-24-2028	**	479,634		
BANK AMER CORP 3.95% DUE 04-21-2025	**	1,840,977		
BANK AMER CORP 4% DUE 01-22-2025	**	525,065		
BANK AMER CORP 4% DUE 01-22-2025	**	4,320,338		
BANK AMER CORP 4.45% DUE 03-03-2026	**	494,298		
BANK AMER CORP 4.45% DUE 03-03-2026	**	3,361,223		
BANK AMER CORP 5% DUE 01-21-2044	**	755,455		
BANK AMER CORP 5.49% DUE 03-15-2019	**	301,361		
BANK AMER CORP 7.625% DUE 06-01-2019	**	351,108		
BANK AMER CORP BDS 4 04-01-2024	**	9,727,623		
BANK AMER CORP CORP BD 4.125 DUE 01-22-2024 REG	**	3,309,492		
BANK AMER CORP FLTG RT 2.328% DUE 10-01-2021	**	421,607		
BANK AMER CORP FLTG RT 2.816% DUE 07-21-2023	**	870,545		
BANK AMER CORP FLTG RT 2.881% DUE 04-24-2023	**	583,556		
BANK AMER CORP FLTG RT 2.881% DUE 04-24-2023	**	13,120,280		
BANK AMER CORP FLTG RT 3.50263% DUE 02-05-2026	**	236,347		
BANK AMER CORP FLTG RT 3.593% DUE 07-21-2028	**	8,003,812		
BANK AMER CORP SR NT 2.625% DUE 04-19-2021/04-20-2017	**	9,641,064		
BANK AMER CORP VAR RT 3.124% DUE 01-20-2023	**	137,644		

34

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
BANK AMER MERRILL LYNCH COML MTG TR SER 2016-UB10 CLS ASB 3.019% 06-15-2049	**	1,979,620		
BANK COMM HLDGS COM STK	**	24,441		
BANK MARIN BANCORP COM STK	**	255,606		
BANK MONTREAL MEDIUM TERM SR NTS BOOK 3.1% DUE 04-13-2021	**	3,428,278		
BANK MONTREAL MEDIUM TERM SR NTS BOOK ENTRY 2.1% DUE 12-12-2019	**	3,070,587		
BANK MONTREAL MEDIUM TERM SR NTS BOOK VAR RT DUE 04-13-2021	**	5,278,140		
BANK MONTREAL MEDIUM TERM SR NTS BOOK VAR RT DUE 04-13-2021	**	1,590,418		
BANK MONTREAL MEDIUM TERM SR NTS BOOK EN1.75% DUE 09-11-2019	**	8,021,485		
BANK MONTREAL MEDIUM TERM SR NTS BOOK EN1.75% DUE 09-11-2019	**	594,617		
BANK MONTREAL QUE 1.75% DUE 06-15-2021	**	243,262		
BANK MONTREAL QUE 1.75% DUE 06-15-2021	**	7,745,454		
BANK MONTREAL QUE SR NT 2.375% DUE 01-25-2019/12-25-2018	**	1,499,420		
BANK NEW YORK INC 3.95 DUE 11-18-2025	**	14,205		
BANK NEW YORK INC MEDIUM TERM SR NTS BOO 2.6% DUE 08-17-2020	**	14,901		
BANK NEW YORK MELLON CORP 3.3% 08-23-2029	**	9,233,178		
BANK NEW YORK MELLON CORP COM STK	**	9,625,909		
BANK NEW YORK MELLON CORP MEDIUM TERM 2.2% 08-16-2023	**	4,633,745		
BANK NEW YORK MELLON CORP MEDIUM TERM 3.45% 08-11-2023	**	501,634		
BANK NEW YORK MELLON CORP MEDIUM TERM SR NT BOOK ENTRY 2.95% 01-29-2023	**	295,279		
BANK NEW YORK MELLON CORP MEDIUM TERM SR NT BOOK ENTRY 2.95% 01-29-2023	**	1,505,921		
BANK NEW YORK MELLON CORP MEDIUM TERM SRNT BOOK ENTRY 3.5% DUE 04-28-2023 REG	**	3,069,183		
BANK NOVA SCOTIA 2.45% 09-19-2022	**	386,207		
BANK NOVA SCOTIA HOUSTON TEX BRH CTF OF DEP 09-21-2018 2.82% 09-20-2019	**	14,040,173		
BANK NT BUTTERFIELD COM BMD1(POST REV SPLIT)	**	1,826,482		
BANK OF AMER CORP 5.00 DUE 05-13-2021	**	503,445		
BANK OF AMERICA CORP	**	12,556,544		
BANK OF AMERICA CORP 3.004% 12-20-2023	**	1,576,597		
BANK OF AMERICA CORP 3.004% 12-20-2023	**	9,764,792		
BANK OF AMERICA CORP 2.25% DUE 04-21-2020	**	2,310,044		
BANK OF AMERICA CORP 2.6 DUE 01-15-2019	**	934,818		
BANK OF AMERICA CORP 3.55% 03-05-2024	**	538,409		
BANK OF AMERICA CORP 3.55% 03-05-2024	**	879,236		
BANK OF AMERICA CORP BNDS 4.2 DUE 08-26-2024	**	2,251,386		
BANK OF AMERICA SER 2018-A3 CL A3 3.1% 12-15-2023	**	1,358,451		
BANK OF CHINA LTD H CNY1	**	217,150		
BANK OF MONTREAL 2.35% 09-11-2022	**	222,180		
BANK OF MONTREAL 3.1% DUE 07-13-2020	**	599,671		
BANK OF MONTREAL FLTG 07-13-2020	**	7,020,137		
BANK OF NY MELLON CORP 2.45% DUE 11-27-2020/10-27-2020	**	197,673		
BANK OZK COM	**	411,602		
BANK RAKYAT INDONESIA PERSER	**	1,805,560		
BANKUNITED INC	**	434,519		
BANKWELL FINL GROUP INC COM	**	22,193		
BANNER CORP COM NEW COM NEW	**	2,961,402		
BAR HBR BANKSHARES COM	**	62,647		
BARCLAYS BANK PLC 6.5% 31/12/2049	**	1,452,000		
BARCLAYS BANK PLC 7% BDS PERP GBP1000	**	249,829		

35

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
BARCLAYS BANK PLC NY FLTG RT CD DTD 10-25-2018 FLTG RT 10-25-2019	**	700,331		
BARCLAYS BK PLC 2.65% DUE 01-11-2021 REG	**	802,885		
BARCLAYS BK PLC 7.625 DUE 11-21-2022	**	6,217,500		
BARCLAYS BK PLC NEW YORK BRH CTF DEP 09-20-2018 3.0% DUE 09-19-2019	**	12,034,521		
BARCLAYS PLC 2.75% DUE 11-08-2019	**	486,435		
BARCLAYS PLC 3.65% DUE 03-16-2025	**	1,889,565		
BARCLAYS PLC 3.684% DUE 01-10-2023	**	384,342		
BARCLAYS PLC 3.684% DUE 01-10-2023	**	2,113,883		
BARCLAYS PLC 4.337% DUE 01-10-2028	**	3,118,392		
BARCLAYS PLC 4.338% 05-16-2024	**	1,361,146		
BARCLAYS PLC 4.375% DUE 01-12-2026	**	379,973		
BARCLAYS PLC 4.375% DUE 01-12-2026	**	2,849,796		
BARCLAYS PLC 4.61% 02-15-2023	**	3,872,046		
BARCLAYS PLC 4.972% 05-16-2029	**	1,706,595		
BARCLAYS PLC 8.0% 15/12/2049	**	728,518		
BARCLAYS PLC BARCLAYS PLC 7.75% DUE 12-31-2049 BEO	**	1,250,496		
BARCLAYS PLC ORD GBP0.25	**	5,421,157		
BARCLAYS PLC SR NT FLTG VAR RT DUE 05-16-2024/05-16-2023	**	1,523,550		
BARCLAYS PLC SR NT FLTG VAR RT DUE 05-16-2024/05-16-2023	**	7,903,418		
BARNES & NOBLE ED INC COM	**	30,536		
BARNES & NOBLE INC COM	**	92,950		
BARNES GROUP INC COM	**	226,598		
BARRETT BUSINESS SVCS INC COM	**	124,977		
BASF - ORD SHS COMSTK	**	366,414		
BASIC ENERGY SVCS INC NEW COM NEW COM NEW	**	12,380		
BASSETT FURNITURE INDS INC COM STK	**	15,832		
BAUSCH HEALTH COMP COM NPV	**	675,712		
BAXALTA INC 2.875% DUE 06-23-2020	**	443,998		
BAYCOM CORP COM	**	45,626		
BAYER AG NPV (REGD)	**	8,634,487		
BAYER US FIN II 4.375% DUE 12-15-2028	**	286,426		
BAYER US FIN II LLC GTD NT FLTG RATE 144A DUE 12-15-2023/06-25-2018 BEO	**	287,150		
BB SEGURIDADE PART COM NPV	**	225,779		
BB&T CORP 5.25% DUE 11-01-2019	**	69,137		
BB&T CORP 5.25% DUE 11-01-2019	**	55,919		
BB&T CORP SR 2.05% DUE 05-10-2021	**	516,077		
BB&T CORP SR 2.15% DUE 02-01-2021	**	513,952		
BB&T CORP SR 2.45% DUE 01-15-2020	**	7,606,541		
BB&T CORP SR MEDIUM TERM NTS BOOK ENTRY 2.625% DUE 06-29-2020	**	332,001		
BB&T CORP SR MEDIUM TERM NTS BOOK ENTRY 2.625% DUE 06-29-2020	**	2,289,321		
BB&T CORP SR MEDIUM TERM NTS BOOK ENTRY TRANCHE # TR 00015 2.25 02-01-2019	**	599,632		
BBVA(BILB-VIZ-ARG) 6.75%-FRN PERP EUR200000'3'	**	227,247		
BBVA(BILB-VIZ-ARG) EUR0.49	**	1,376,921		
BBX CAPITAL CORPORATION NEW COM USD0.01 CL A	**	13,907		
BCB BANCORP INC COM STK	**	13,171		
BCE INC COM NPV	**	113,088		
BCO CREDITO INVERS COM NPV	**	131,542		

36

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
BCO DO BRASIL SA COM NPV	**	209,390		
BCO EST R GDE SUL PRF CLASS 'B' NPV	**	182,231		
BDO UNIBANK INC PHP10	**	164,255		
BEACON ROOFING SUPPLY INC COM	**	3,381,828		
BEAR STEARNS ARM FLTG RT 3.640014% DUE 05-25-2034	**	7,560		
BEAR STEARNS ASSET BACKED SECS I LLC ASSASSET BKD CTF CL I-A-1A 5.5 25 AUG 2036	**	474,933		
BEAR STEARNS AST BACKED SECS I TR 2007 AST BACKED CTF CL I-A-1 08-25-2037 REG	**	545,606		
BEAR STEARNS SECS I TR 2004-BO1 AST BACKED CTF M-4 FLTG 10-25-34	**	1,486		
BEASLEY BROADCAST GROUP INC CL A CL A	**	6,240		
BECTON DICKINSON & 2.404% DUE 06-05-2020	**	6,674,191		
BECTON DICKINSON & 2.675% DUE 12-15-2019	**	2,528,724		
BECTON DICKINSON & 3.363% DUE 06-06-2024	**	2,650,917		
BECTON DICKINSON & 3.734% DUE 12-15-2024	**	246,329		
BECTON DICKINSON & 4.685% DUE 12-15-2044	**	608,377		
BECTON DICKINSON & CO NT FLTG RATE DUE 12-29-2020/03-01-2019 REG	**	5,028,941		
BED BATH & BEYOND INC COM	**	1,978,193		
BEIERSDORF AG EUR1	**	7,175,627		
BEIJING CAP LAND 'H'CNY1	**	132,795		
BEIJING CAPITAL INTERNATIONAL AIRPORTS 'H' CNY1	**	42,456		
BEIJING ENTERPRISE NPV	**	50,355		
BEIJING TRT CN MED NPV	**	22,030		
BEL FUSE INC CL B CL B	**	144,081		
BELDEN INC COM	**	2,391,333		
BELLUNA CO LTD NPV	**	598,451		
BELLWAY GBP0.125	**	916,728		
BELMOND LTD COM STOCK	**	357,053		
BENCHMARK ELECTRS INC COM	**	532,825		
BENEFICIAL BANCORP INC COM	**	103,931		
BENEFITFOCUS INC COM	**	574,335		
BENETEAU EUR0.10	**	221,929		
BERKLEY GP HOLDINGS	**	311,622		
BERKLEY W R CORP 4.625 DUE 03-15-2022	**	513,923		
BERKSHIRE HATHAWAY 1.7% DUE 03-15-2019	**	1,985,606		
BERKSHIRE HATHAWAY 2.4% DUE 02-01-2020	**	5,762,132		
BERKSHIRE HATHAWAY 3.25% DUE 04-15-2028	**	380,510		
BERKSHIRE HATHAWAY ENERGY CO 2.375% 01-15-2021	**	3,289,404		
BERKSHIRE HILLS BANCORP INC COM	**	115,971		
BEST WORLD INTL NPV (POST SUBDIVISION)	**	783,597		
BETSSON AB SER'B'NPV	**	25,576		
BHARAT HEAVY ELECT INR2	**	234,371		
BHARAT PETROL CORP INR10	**	197,687		
BHP BILLITON FIN 5% DUE 09-30-2043	**	125,636		
BHP GROUP LIMITED	**	1,609,548		
BID CORP LTD NPV	**	155,979		
BIDVEST GROUP ZAR0.05	**	48,028		
BIG 5 SPORTING GOODS CORP COM	**	5,840		
BIG LOTS INC COM	**	161,345		

37

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
BIGLARI HLDGS INC CL A CL A	**	22,919		
BIGLARI HLDGS INC CL B CL B	**	52,020		
BILIA AB SER'A'NPV	**	698,368		
BINGGRAE KRW5000	**	270,573		
BIO RAD LABS INC CL A	**	2,089,980		
BIOGEN INC COMMON STOCK	**	27,433,974		
BIOMARIN PHARMACEUTICAL INC COM ISIN CH0008107010	**	5,819,917		
BIO-TECHNE CORP COM	**	478,734		
BIOTELEMETRY INC COM	**	3,374,777		
BIRLASOFT LIMITED	**	165,983		
BJS RESTAURANTS INC COM	**	8,445		
BJS WHSL CLUB HLDGS INC COM	**	1,726,264		
BK CENTRAL ASIA IDR62.50	**	146,248		
BK MANDIRI IDR250	**	296,877		
BK NEW YORK INC 2.2% DUE 05-15-2019	**	110,743		
BK NEW YORK INC MEDIUM TERM SR NTS 2.2 03-04-2019	**	234,725		
BK NEW YORK MELLON 2.5% DUE 04-15-2021	**	1,990,187		
BK NEW YORK MELLON CORP 3.442% DUE 02-07-2028/02-07-2027 REG	**	487,872		
BK NEW YORK MELLON FLTG RT 2.661% DUE 05-16-2023	**	243,028		
BK NOVA SCOTIA B C 1.65% DUE 06-14-2019	**	3,907,717		
BK NOVA SCOTIA B C 2.45% DUE 03-22-2021	**	15,568,487		
BK NOVA SCOTIA B C 2.5% 01-08-2021	**	789,944		
BK NOVA SCOTIA B C 2.7% DUE 03-07-2022	**	153,574		
BK NOVA SCOTIA B C FIXED 2.15% DUE 07-14-2020	**	73,947		
BK NOVA SCOTIA B C FIXED 3.125% DUE 04-20-2021	**	349,448		
BK NOVA SCOTIA B C FIXED 3.125% DUE 04-20-2021	**	2,186,546		
BK NOVA SCOTIA GTD 1.875% DUE 04-26-2021	**	488,192		
BK NOVA SCOTIA GTD 1.875% DUE 04-26-2021	**	6,639,411		
BK NOVA SCOTIA GTD 2.125% DUE 09-11-2019	**	7,968,428		
BK NY INC MEDIUM TERM SR NTS BEO TRANCHE# TR 00043 4.15 DUE 02-01-2021	**	561,345		
BK OF PHILIP ISLAN PHP10	**	64,462		
BK OF PUNJAB PKR10	**	201,282		
BK OF TOKYO 3.25% DUE 09-08-2024	**	19,645,961		
BKW AG CHF2.50	**	82,263		
BLACK HILLS CORP 5.875% DUE 07-15-2020	**	3,200,540		
BLACK HILLS CORP COM	**	1,377,330		
BLACKBAUD INC COM	**	314,877		
BLACKBERRY LTD NPV	**	717,970		
BLACKLINE INC COM	**	1,656,714		
BLACKROCK INC 3.5% DUE 03-18-2024	**	163,754		
BLACKROCK INC COM STK	**	7,641,135		
BLOOM ENERGY CORP CL A CL A	**	244,041		
BLOOMIN BRANDS INC COM	**	456,177		
BLUCORA INC COM	**	1,172,080		
BLUE CAPITAL REINSURANCE HLDGS LTD COM	**	8,773		
BLUE HILLS BANCORP INC COM	**	61,417		
BLUEBIRD BIO INC COM	**	615,933		

38

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
BLUEPRINT MEDICINES CORP COM	**	1,324,245		
BLUEROCK RESIDENTIAL GROWTH REIT INC COMCL A COM CL A	**	21,260		
BLUESCOPE STEEL NPV	**	1,098,767		
BMC STK HLDGS INC COM STK	**	281,751		
BMW FLOORPLAN 3.15% DUE 05-15-2023	**	4,388,607		
BMW US CAP LLC 1.85% DUE 09-15-2021	**	1,596,096		
BMW US CAP LLC 3.1% DUE 04-12-2021	**	297,116		
BMW US CAP LLC FLTG RT DUE 04-06-2020	**	4,359,929		
BMW US CAP LLC NT FLTG RATE 144A DUE 09-13-2019 BEO	**	3,510,069		
BMW VEH LEASE TR 1.43% DUE 09-20-2019	**	315,009		
BMW VEH LEASE TR 1.98% DUE 05-20-2020	**	4,649,913		
BMW VEH OWNER TR 1.37% DUE 12-27-2022	**	5,776,567		
BMW VEH OWNER TR 2018-ACL A-3 2.54% 04-25-2022	**	1,674,999		
BNP PARIBAS / BNP 5 DUE 01-15-2021	**	1,305,884		
BNP PARIBAS EUR2	**	993,761		
BNP PARIBAS MEDIUM FIXED 3.8% DUE 01-10-2024	**	2,867,314		
BNP PARIBAS SR NON PFD 144A MED 2.95% 05-23-2022	**	2,457,496		
BNP PARIBAS SR NON PFD 144A MED TERM NT PROGRAM BOOK ENTRY 3.5% 03-01-2023	**	668,963		
BNZ INTL FDG LTD 2.35% DUE 03-04-2019	**	4,075,414		
BNZ INTL FDG LTD DISC COML PAPER 144A 10-11-2019	**	4,900,464		
BNZ INTL FUNDING/LONDON FLTG 144A DUE 02-21-2020	**	2,837,078		
BOARDWALK 5.95% DUE 06-01-2026	**	61,987		
BOARDWALK R/EST IN TRUST UNITS	**	534,290		
BOC AVIATION PTE 2.375% DUE 09-15-2021	**	481,964		
BOC AVIATION PTE 2.75% DUE 09-18-2022	**	384,863		
BOC AVIATION PTE 3.5% DUE 09-18-2027	**	468,484		
*BOEING CO COM	**	10,801,313,190		
BOINGO WIRELESS INC COM STK	**	230,384		
BOISE CASCADE CO COM	**	503,974		
BOK FINL CORP COM NEW	**	7,333		
BOMBARDIER INC CLASS'B'SUB-VTG NPV	**	73,676		
BONANZA CREEK ENERGY INC COM NEW COM NEW	**	50,352		
BONOS DE TESORERIA 144A 5.94% 12/02/2 029	**	2,221,890		
BONOS Y OBLIG DEL TBOND 1.4% 30/07/2028	**	2,055,328		
BOOKING HLDGS INC COM	**	4,965,737		
BOOT BARN HLDGS INC COM	**	710,781		
BOOZ ALLEN HAMILTON HLDG CORP CL A COM STK	**	4,751,955		
BORAL FIN PTY LTD 3.75% 05-01-2028	**	464,753		
BORG WARNER INC COM	**	729,227		
BOSIDENG INTL HLDG USD0.00001	**	319,087		
BOSTON PRIVATE FINL HLDGS INC COM	**	1,793,158		
BOTTOMLINE TECHNOLOGIES DE INC COM	**	331,104		
BOVIS HOMES GROUP GBP0.50	**	817,155		
BOX INC CL A CL A	**	2,302,061		
BP CAP MKTS AMER 4.234% DUE 11-06-2028	**	411,505		
BP CAP MKTS AMER FIXED 3.245% DUE 05-06-2022	**	421,315		
BP CAP MKTS AMER FIXED 3.245% DUE 05-06-2022	**	1,561,345		

39

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
BP CAP MKTS AMER FIXED 3.79% DUE 02-06-2024	**	5,124,700		
BP CAP MKTS AMER FIXED 4.742% DUE 03-11-2021	**	2,111,965		
BP CAP MKTS AMER INC 3.119% 05-04-2026	**	235,083		
BP CAP MKTS AMER INC 3.216% 11-28-2023	**	2,617,674		
BP CAP MKTS P L C 1.768% DUE 09-19-2019	**	1,135,256		
BP CAP MKTS P L C 3.506% DUE 03-17-2025	**	1,774,434		
BP CAP MKTS P L C 3.535% DUE 11-04-2024	**	178,328		
BP CAP MKTS P L C 3.814% DUE 02-10-2024	**	206,907		
BP CAP MKTS P L C 4.75% DUE 03-10-2019	**	191,581		
BP CAPITAL MARKETS PLC 2.315% DUE 02-13-2020	**	5,118,877		
BP ORD USD0.25	**	3,973,969		
BPCE S A MEDIUM 2.75% DUE 01-11-2023	**	1,342,971		
BPCE S A MEDIUM 2.75% DUE 12-02-2021	**	874,568		
BPCE SA 2.5 BNDS 07-15-2019	**	16,796,926		
BPCE SR NON PFD 3% DUE 05-22-2022	**	10,412,833		
BRADY CORP CL A	**	3,885,889		
BRAEMAR HTLS & RES COM USD0.01	**	25,531		
BRAMBLES LTD NPV	**	291,133		
BRANCH BANKING & TRUST 2.25% 06-01-2020	**	246,893		
BRANCH BANKING & TRUST 2.25% 06-01-2020	**	592,543		
BRANCH BANKING & TRUST 2.85 DUE 04-01-2021 REG	**	297,568		
BRANDYWINE RLTY TR SH BEN INT NEW REIT	**	2,067,964		
BRASKEM S.A. PRF'A' NPV	**	180,990		
BRF KREDIT A/S BNDS 1.5% 01/10/2037	**	154,260		
BRFKREDIT A/S 2% 01/10/2047	**	705,015		
BRIDGE BANCORP INC COM STK	**	90,872		
BRIDGEPOINT ED INC COM	**	33,970		
BRIGGS & STRATTON CORP CAP	**	60,325		
BRIGHT HORIZONS FA COM USD0.001	**	3,622,125		
BRIGHTCOVE INC	**	112,450		
BRIGHTHOUSE FINL INC 3.7% 06-22-2027	**	506,983		
BRIGHTHOUSE FINL INC 3.7% 06-22-2027	**	10,308,658		
BRISTOL MYERS SQUIBB CO COM	**	2,758,839		
BRISTOW GROUP INC COM	**	15,603		
BRIT SKY 2.625% DUE 09-16-2019	**	4,576,192		
BRIT TELECOM 2.35 DUE 02-14-2019	**	1,429,990		
BRIT TELECOM 2.35 DUE 02-14-2019	**	3,065,892		
BRITISH LAND CO ORD GBP0.25	**	108,986		
BRITISH TELECOMMUNICATIONS P L C NT STEPUP 12-15-2030 12-12-2000	**	202,871		
BRIXMOR OPER 3.65% DUE 06-15-2024	**	267,059		
BRIXMOR OPER PARTNERSHIP LP FLTG 02-01-2022	**	8,468,023		
BRIXMOR OPERATING PARTNERSHIP LP 3.85% NTS 02-01-2025 USD1000	**	111,160		
BRIXMOR OPERATING PARTNERSHIP LP 3.85% NTS 02-01-2025 USD1000	**	5,267,997		
BRIXMOR PPTY GROUP INC COM	**	434,942		
BROADCOM CORP / 2.375% DUE 01-15-2020	**	3,485,914		
BROADCOM CORP / 3% DUE 01-15-2022	**	6,654,023		
BROADCOM CORP / 3.625% DUE 01-15-2024	**	3,826,979		

40

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
BROADCOM CORP / BROADCOM CAYMAN FIN LTD 3.125% 01-15-2025	**	902,761		
BROADCOM CORP/ CAYMN FI 3.875% 01-15-2027	**	448,553		
BROADRIDGE FINL SOLUTIONS INC COM STK	**	2,108,356		
BROADWIND ENERGY INC COM NEW COM NEW	**	1,856		
BROOKDALE SR LIVING INC COM STK	**	174,441		
BROOKFIELD FIN INC 3.9% DUE 01-25-2028	**	1,132,816		
BROOKFIELD FIN INC FIXED 4.7% 09-20-2047	**	94,710		
BROOKLINE BANCORP INC DEL COM BROOKLINE BANCORP INC +	**	186,183		
BROOKS AUTOMATION INC COM	**	157,682		
BROTHER INDUSTRIES NPV	**	549,884		
BRP INC SUB VTG NPV	**	657,224		
BRUKER CORP	**	237,207		
BRUNSWICK CORP COM	**	2,382,328		
BRYN MAWR BK CORP COM STK	**	96,767		
BSB BANCORP INC MD COM USD0.01	**	43,297		
BSTN PPTYS LTD 3.125% DUE 09-01-2023	**	115,932		
BSTN PPTYS LTD 3.2% DUE 01-15-2025	**	253,996		
BSTN PPTYS LTD 4.125% DUE 05-15-2021	**	709,485		
BSTN SCIENTIFIC 2.85% DUE 05-15-2020	**	298,046		
BSTN SCIENTIFIC 2.85% DUE 05-15-2020	**	1,162,377		
BSTN SCIENTIFIC 4.125% DUE 10-01-2023	**	2,940,983		
BSTN SCIENTIFIC 6% DUE 01-15-2020	**	974,001		
BSTN SCIENTIFIC 6% DUE 01-15-2020	**	4,133,864		
BT GROUP ORD GBP0.05	**	944,788		
BUCKEYE PARTNERS L 4.35% DUE 10-15-2024	**	130,935		
BUILD-A-BEAR WORKSHOP INC COM STK	**	8,121		
BURBERRY GROUP ORD GBP0.0005	**	3,063,942		
BURL NORTHN SANTA 3% DUE 03-15-2023	**	134,031		
BURL NORTHN SANTA 3% DUE 03-15-2023	**	4,467,686		
BURL NORTHN SANTA 3.45% DUE 09-15-2021	**	232,338		
BURL NORTHN SANTA 4.1% DUE 06-01-2021	**	153,927		
BURL NORTHN SANTA 5.75% DUE 05-01-2040	**	93,685		
BURL NORTHN SANTA FIXED 3% DUE 04-01-2025	**	145,336		
BURLINGTN N SANTA FIXED 4.05% DUE 06-15-2048	**	481,862		
BURLINGTON NORTHN SANTA 4.55 09-01-2044	**	917,536		
BURLINGTON STORES INC COM	**	957,150		
BUY TO OPEN REPO W/HSBC SECU 3.2% FROM 12-31-2018 TO 01-02-2019	**	43,500,000		
BUY TO OPEN REPO W/RBC CAPIT 3.2% FROM 12-31-2018 TO 01-02-2019	**	1,700,000		
BWP TRUST NPV	**	285,292		
BWX TECHNOLOGIES INC COM	**	1,643,890		
C & F FINL CORP CMT-COM	**	33,629		

41

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
C H ROBINSON 4.2% DUE 04-15-2028	**	100,281		
C&J ENERGY SVCS INC NEW COM	**	55,350		
CA INC 3.6% DUE 08-15-2022	**	1,771,823		
CA ST TAXABLE-VAR PURP 6.2 DUE 03-01-2019 BEO TAXABLE	**	502,720		
CABELAS CR CARD 1.78% DUE 06-15-2022	**	3,932,053		
CABELAS CR CARD 2.25% DUE 07-17-2023	**	1,890,054		
CABLE ONE INC COM	**	2,222,471		
CABOT CORP COM	**	1,842,212		
CABOT MICROELECTRONICS CORP COM	**	2,183,038		
CACI INTL INC CL A CL A	**	719,430		
CACTUS INC CL A CL A	**	139,024		
CADENCE BANCORPORATION CL A CL A	**	450,023		
CADENCE DESIGN SYS INC COM	**	953,212		
CAESARS ENTERTAINMENT CORP COM USD0.01	**	66,175		
CAESARSTONE LTD	**	535,011		
CAI INTL INC COM	**	49,991		
CAL MAINE FOODS INC COM NEW STK	**	258,961		
CALAVO GROWERS INC COM	**	3,553,882		
CALERES INC COM	**	116,942		
CALIFORNIA ST 2.367% 04-01-2022 BEO TAXABLE	**	7,715,604		
CALIFORNIA ST 6.2% 10-01-2019 BEO TAXABLE	**	1,845,090		
CALIFORNIA ST 6.65 03-01-2022 BEO TAXABLE	**	11,714,253		
CALIFORNIA ST 7.95 03-01-2036 BEO TAXABLE	**	10,558		
CALIFORNIA ST UNIV REV 3.199% 11-01-2027BEO TAXABLE	**	1,435,964		
CALIFORNIA ST UNIV REV 3.299% 11-01-2028BEO TAXABLE	**	1,467,670		
CALITHERA BIOSCIENCES INC COM	**	107,869		
CALIX NETWORKS INC COMMON STOCK	**	186,703		
CALL SWAPTION USD DEUTGB2L 3MLIBOR/6M 3.02% European 317U758Q9 07-09-2020	**	788,472		
CALL SWAPTION USD GSCMUS33 3MLIBOR/6M 2.15% European 317U609P2 01-31-2019	**	2,534		
CALL SWAPTION USD GSCMUS33 3MLIBOR/6M 3.04% European 317U726Q8 06-22-2020	**	484,536		
CALL SWAPTION USD MSCSUS33 3MLIBOR/6M 3.04% European 317U632Q1 06-22-2020	**	207,944		
CALL SWAPTION USD MSCSUS33 3MLIBOR/6M 3.04% European 317U632Q1 06-22-2020	**	1,454,275		
CALLAWAY GOLF CO COM	**	868,795		
CALLON PETE CO DEL COM	**	2,821,307		
CALTEX AUSTRALIA NPV	**	1,247,977		
CAMBREX CORP COM	**	2,908,388		
CAMBRIDGE BANCORP COM	**	27,972		
CAMDEN NATL CORP COM	**	96,903		
CAMDEN PPTY TR SH BEN INT	**	2,815,663		
CAMPBELL SOUP CO 3.3% DUE 03-15-2021	**	99,480		
CAMPBELL SOUP CO 3.3% DUE 03-15-2021	**	795,842		

42

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
CAMPBELL SOUP CO 3.65% 03-16-2018	**	97,554		
CAMPBELL SOUP CO 3.65% 03-16-2018	**	1,055,533		
CAMPBELL SOUP CO 3.95% DUE 03-15-2025	**	263,464		
CANADA HOUSING TRUST 2.9% DUE 15/06/2024	**	602,167		
CANADA HSG TR NO 1 CDA HSG TR SER 48 2.4% 144A 15/12/2022	**	1,769,143		
CANADA(GOVT OF) I/L 1.5% BDS 01/12/44 CAD1000	**	497,029		
CANADIAN IMP BANK COM NPV	**	756,086		
CANADIAN IMPERIAL BK COMM N Y BRH INSTL 09-18-2018 FLTG 03-18-2020	**	14,029,951		
CANADIAN NATL RY CO COM	**	10,108,308		
CANFOR CORP COM NPV	**	290,467		
CANFOR PULP PRODS COM NPV	**	545,951		
CANNAE HLDGS INC COM USD0.0001	**	206,501		
CANON INC NPV	**	231,225		
CANTEL MEDICAL CORP COM	**	3,259,495		
CAP 1 BK USA NATL 8.8% DUE 07-15-2019	**	565,066		
CAP 1 FINL CORP 3.2% DUE 01-30-2023	**	486,561		
CAP 1 FINL CORP 3.2% DUE 02-05-2025	**	345,411		
CAP 1 FINL CORP 3.45% DUE 04-30-2021	**	1,039,511		
CAP 1 FINL CORP 4.75% DUE 07-15-2021	**	3,151,177		
CAP 1 FINL CORP FIXED 3.05% DUE 03-09-2022	**	146,300		
CAP 1 FINL CORP FIXED 3.05% DUE 03-09-2022	**	2,847,967		
CAP 1 MULTI-ASSET 1.66% DUE 06-17-2024	**	9,702,660		
CAP 1 MULTI-ASSET 2.05% DUE 08-15-2023	**	14,631,215		
CAP 1 MULTI-ASSET 2.08% DUE 03-15-2023	**	20,994,766		
CAP 1 MULTI-ASSET FLTG RT 2.95894% DUE 02-15-2022	**	400,362		
CAP 1 NATL ASSN 2.25% DUE 09-13-2021	**	2,483,945		
CAP 1 NATL ASSN 2.35% DUE 01-31-2020	**	666,442		
CAP AUTO 1.54% DUE 08-20-2020	**	250,601		
CAP AUTO 2.02% DUE 08-20-2021	**	762,256		
CAP AUTO 2.39% DUE 11-20-2020	**	1,993,756		
CAP CY BK GROUP INC COM	**	71,231		
CAPCOM CO LTD NPV	**	111,519		
CAPGEMINI EUR8	**	154,494		
CAPITAL 1 MULTI-ASSET EXECUTION TR SER 2018-A1 CL A1 3.01% 02-15-2024	**	2,261,885		
CAPITAL ONE FINL CORP COM	**	11,096,612		
CAPITAL ONE NA 2.95 DUE 07-23-2021	**	7,725,801		
CAPITAL PWR CORP COM	**	109,023		
CAPITALAND MALL TRUST	**	181,231		
CAPITOL FED FINL INC COM .	**	301,461		
CAPSTAR FINL HLDGS INC COM	**	29,342		
CARBO CERAMICS INC COM	**	5,349		

43

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)		
CARBON BLACK INC COM	**	253,786		
CARDINAL HLTH INC 2.616% DUE 06-15-2022	**	4,007,474		
CARDINAL HLTH INC 4.625% DUE 12-15-2020	**	516,485		
CARDIOVASCULAR SYS INC DEL COM	**	686,581		
CARDTRONICS PLC CARDTRONICS PLC	**	799,422		
CARE COM INC COM	**	412,944		
CAREER EDUCATION C COM USD0.01	**	111,425		
CARETRUST REIT INC COM	**	145,299		
CARGURUS INC CL A CL A	**	233,310		
CARLISLE COMPANIES INC COM	**	64,735		
CARLSBERG BRWRY(M) MYR0.50	**	42,384		
CARLSBERG SER'B'DKK20	**	2,285,890		
CARMAX AUTO OWNER 1.39% DUE 05-17-2021	**	1,271,513		
CARMAX AUTO OWNER 1.56% DUE 11-16-2020	**	1,133,390		
CARMAX AUTO OWNER 1.61% DUE 11-16-2020	**	441,401		
CARMAX AUTO OWNER 1.63% DUE 05-15-2020	**	378,299		
CARMAX AUTO OWNER 1.68% DUE 09-15-2021	**	4,784,685		
CARMAX AUTO OWNER 2.26999998093% DUE 09-15-2022	**	2,364,245		
CARMAX AUTO OWNER 2.41% DUE 12-15-2022	**	862,098		
CARMAX AUTO OWNER 2.6% DUE 02-15-2023	**	326,200		
CARMAX AUTO OWNER 2.64% DUE 06-15-2023	**	3,366,724		
CARMAX AUTO OWNER 3.39% DUE 10-16-2023	**	669,052		
CARMAX AUTO OWNER FIXED 1.97% DUE 04-15-2022	**	909,956		
CARMAX AUTO OWNER FIXED 3.48% DUE 02-15-2024	**	1,938,397		
CARMAX AUTO OWNER TR 2017-3 ASSET NT CL A-2A 1.64% DUE 09-15-2020	**	1,129,946		
CARMAX AUTO OWNER TR 2017-3 CL A4 2.22%11-15-2022	**	2,662,929		
CARMAX AUTO OWNER TR 2017-4 CL A-3 2.11% 10-17-2022 REG	**	450,338		
CARMAX AUTO OWNER TR 2018-4 SER 18-4 CL A3 3.36% 09-15-2023	**	1,605,926		
CARMAX AUTO OWNER TRUST SER 16-4 CL A3 1.4% 08-15-2021	**	1,171,597		
CARMAX AUTO OWNER TRUST SER 17-1 CL A3 2.06% 11-15-2021	**	1,848,884		
CAROLINA FINANCIAL CORP COM USD0.001	**	120,668		
CARPENTER TECHNOLOGY CORP COM	**	2,424,863		
CARRIAGE SERVICES INC COM	**	53,227		
CARRIZO OIL & GAS INC COM	**	54,102		
CARROLS RESTAURANT GROUP INC COM	**	239,614		
CARS COM INC COM	**	249,723		
CARTER INC FORMERLY CARTER HLDGS INC TO 09/13/2003 COM	**	1,223,321		
CARVANA CO CL A CL A	**	1,813,377		
CASCADES INC COM NPV	**	59,172		
CASEYS GEN STORES INC COM	**	177,089		
CASS INFORMATION SYS INC COM	**	42		

44

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CATALYST BIOSCIENCES INC COM NEW COM NEW	**	13,650		
CATCHER TECHNOLOGY TWD10	**	295,591		
CATERPILLAR FINL 2.55% DUE 11-29-2022	**	242,830		
CATERPILLAR FINL 3.65% DUE 12-07-2023	**	2,317,668		
CATERPILLAR FINL FLTG RT 3.02613% DUE 09-04-2020	**	5,014,384		
CATERPILLAR FINL SVCS CORP MEDIUM TERM 7.15% 02-15-2019	**	70,324		
CATERPILLAR FINL SVCS CORP MEDIUM TERM N2.25% DUE 12-01-2019	**	4,338,002		
CATERPILLAR FINL SVCS CORP MEDIUM TERM N2.85 DUE 06-01-2022 REG	**	117,359		
CATERPILLAR FINL SVCS CORP MEDIUM TERM NTRANCHE # TR 00778 VAR RT DUE 05-15-2020	**	3,993,455		
CATERPILLAR FINL SVCS CORP MEDIUM TERM NTRANCHE # TR 00781 3.15% DUE 09-07-2021	**	1,002,635		
CATERPILLAR INC COM	**	4,103,980		
CATHAY FINL HLDG TWD10	**	1,156,665		
CATO CORP NEW CL A CL A	**	36,560		
CAVCO INDS INC DEL COM STK	**	3,037,593		
CAWACHI LIMITED NPV	**	55,856		
CBIZ INC COM	**	150,981		
CBL & ASSOC PPTYS INC COM	**	31,732		
CBL & ASSOCS LTD PARTNERSHIP 5.25 DUE 12-01-2023	**	792,500		
CBOE GLOBAL MARKETS INC	**	136,864		
CBOE GLOBAL MKTS 1.95% DUE 06-28-2019	**	497,394		
CBS CORP 4% DUE 01-15-2026	**	28,096		
CBS CORP NEW 2.5% DUE 02-15-2023	**	2,384,663		
CBS CORP NEW 3.7% DUE 08-15-2024	**	151,596		
CBS CORP NEW 4.3% DUE 02-15-2021	**	233,170		
CBS CORP NEW CL B	**	5,766,668		
CBS CORP NEW FIXED 3.7% DUE 06-01-2028	**	69,585		
CC HLDGS GS V LLC 3.849% DUE 04-15-2023	**	594,173		
CCR SA COM NPV	**	207,966		
CCY SWP EUR 3MLIBOR/ EURIB CITIUS33 19/06/2019 CCS0030N5,CCS003	**	9,704		
CCY SWP EUR 3MLIBOR/ EURIB GSCMUS33 19/06/2019 CCS0020A5,CCS002	**	51,145		
CCY SWP EUR 3MLIBOR/ EURIB GSCMUS33 19/06/2019 CCS0060V0,CCS006	**	56,917		
CCY SWP EUR 3MLIBOR/ EURIB MSCSUS33 19/06/2019 CCS0847A6,CCS084	**	21,834		
CCY SWP EUR 3MLIBOR/ EURIB MSCSUS33 19/06/2019 CCS0847A6,CCS084	**	51,755		
CCY SWP EUR 3MLIBOR/ EURIB TDOMCATT 19/06/2019 CCS0029V0,CCS002	**	76,270		
CD 2016-CD2 MTG TR 3.348% DUE 11-10-2049	**	3,015,585		
CD MTG TR SR 2017-CD5 CL AAB 3.22% 08-10-2050	**	5,824,030		
CDN APARTMENT PROP TRUST UNITS	**	437,875		
CDN IMPERIAL BK 1.6% DUE 09-06-2019	**	625,308		
CDN IMPERIAL BK 2.7% DUE 02-02-2021	**	5,206,811		
CDN IMPERIAL BK 3.15% DUE 06-27-2021	**	201,143		
CDN IMPERIAL BK 3.15% DUE 06-27-2021	**	1,106,284		
CDN NAT RES LTD 3.8% DUE 04-15-2024	**	24,653		
CDN NAT RES LTD 6.45% DUE 06-30-2033	**	89,499		
CDN NAT RES LTD FIXED 2.95% DUE 01-15-2023	**	5,945,350		
CDN NATL RAILWAYS COM NPV	**	694,030		
CDN PAC RY CO NEW 2.9% DUE 02-01-2025	**	335,135		

45

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CDN PAC RY CO NEW 4.5% DUE 01-15-2022	**	82,428		
CDN PAC RY CO NEW 7.125% DUE 10-15-2031	**	112,762		
CDN PAC RY CO NEW 7.25% DUE 05-15-2019	**	2,788,888		
CDP FINL INC 4.4% DUE 11-25-2019	**	507,162		
CDP FINL INC 4.4% DUE 11-25-2019	**	2,028,646		
CDS / STS BNPAFRPP PURC PROT ON ITRAXX FINSUBS27V1 5 20/06/2022 SWPC0FD34	**	13,193		
CDS / STS CSFPGB2L 01-17-2047 SWPC02TU6	**	4,445		
CDS / STS DEUTGB2L 01-17-2047 SWPC03XW5	**	5,556		
CDS / STS GSILGB2X 10-17-2057 SWPC0ATK0	**	1,752		
CDS / STS ICE_CSFBUS 20/12/2023 SWPC0HCL1	**	9,268		
CDS ICE_CSFBUS 12-20-2020 SWPC0FIV7	**	4,512		
CDS ICE_CSFBUS 12-20-2020 SWPC0FJI5	**	3,081		
CDS ICE_CSFBUS 12-20-2022 SWPC0GCR0	**	3,961		
CDS ICE_CSFBUS 12-20-2023 SWPC0E7Z3	**	13,018		
CDS ICE_CSFBUS 12-20-2023 SWPC0EOD3	**	41,338		
CDS ICE_CSFBUS 20/12/2020 SWPC0GNL1	**	1,271		
CDS ICE_CSFBUS 20/12/2020 SWPC0GNL1	**	508		
CDS ICE_CSFBUS 20/12/2026 SWPC0EM03	**	1,381		
CDS MRMDUS33 03-20-2020 SWPC08PD5	**	64		
CECO ENVIRONMENTAL CORP COM	**	42,316		
CECONOMY AG ORD NPV	**	297,926		
CEDAR REALTY TRUST INC	**	27,120		
CELANESE US HLDGS 5.875% DUE 06-15-2021	**	210,238		
CELGENE CORP 2.25% DUE 05-15-2019	**	358,942		
CELGENE CORP 3.25% DUE 02-20-2023	**	454,051		
CELGENE CORP 3.55% DUE 08-15-2022	**	257,144		
CELGENE CORP 3.625% DUE 05-15-2024	**	351,111		
CELGENE CORP 3.875% DUE 08-15-2025	**	1,713,538		
CELGENE CORP 3.9% 02-20-2028	**	187,595		
CELGENE CORP 3.95% DUE 10-15-2020	**	80,861		
CELGENE CORP COM	**	5,233,525		
CELGENE CORP FIXED 2.25% DUE 08-15-2021	**	765,879		
CENCOSUD SA COM NPV	**	64,085		
CENOVUS ENERGY INC 5.7% DUE 10-15-2019	**	317,115		
CENOVUS ENERGY INC 6.75% DUE 11-15-2039	**	9,759		
CENT GARDEN & PET CO CL A	**	166,875		
CENT PATTANA PUB	**	430,914		
CENTENNIAL RESOURCE DEVELOPMENT INC COM USD0.01	**	489,200		
CENTERPOINT ENERGY 2.4% DUE 09-01-2026	**	2,163,885		
CENTERPOINT ENERGY 2.5% DUE 09-01-2022	**	1,439,396		
CENTERPOINT ENERGY 3.95% 03-01-2048	**	148,654		
CENTERPOINT ENERGY 5.85 DUE 01-15-2041	**	93,886		
CENTERPOINT ENERGY RES CORP 3.55% 04-01-2023	**	100,054		
CENTERPOINT ENERGY RES CORP DEL SR NT 4.5 1-15-2021	**	102,010		
CENTERPOINT ENERGY RES CORP DEL SR NT 4.5 1-15-2021	**	249,924		
CENTERSTATE BANK CORP	**	1,352,409		
CENTRAIS ELET BRAS COM NPV	**	185,182		

46

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CENTRAL GARDEN & PET CO COM	**	53,914		
CENTRAL PAC FINL CORP COM NEW	**	89,852		
CENTRAL VY CMNTY BANCORP COM STK	**	46,816		
CENTRICA ORD GBP0.061728395	**	1,320,638		
CENTURY ALUM CO COM	**	62,756		
CENTURY CMNTYS INC COM	**	54,576		
CENTY BANCORP INC MASS CL A NON VTG	**	44,160		
CERIDIAN HCM HLDG INC COM	**	547,839		
CEVA INC COM	**	53,767		
CEZ CZK100	**	652,653		
CF INDS HLDGS INC COM	**	2,123,897		
CF INDS INC 3.45% DUE 06-01-2023	**	460,350		
CF JPMCB LIQUIDITY FD	**	757,075,997		
CFE NPV	**	517,348		
CHAILEASE HOLDING TWD10	**	366,953		
CHAMPION REAL ESTA REIT	**	833,847		
CHANNELADVISOR CORP COM	**	108,109		
CHARLES RIV LABORATORIES INTL INC COM	**	1,912,742		
CHART INDS INC COM PAR $0.01 COM PAR $0.01	**	1,639,666		
CHARTER 3.579% DUE 07-23-2020	**	1,897,952		
CHARTER 3.579% DUE 07-23-2020	**	9,070,212		
CHARTER 4.464% DUE 07-23-2022	**	1,110,567		
CHARTER 4.464% DUE 07-23-2022	**	16,138,552		
CHARTER 4.908% DUE 07-23-2025	**	1,461,709		
CHARTER 4.908% DUE 07-23-2025	**	2,520,703		
CHARTER 6.384% DUE 10-23-2035	**	1,231,736		
CHARTER COMMUNICATIONS INC NEW CL A CL A	**	11,874,130		
CHARTER COURT FINL ORD GBP0.01	**	311,233		
CHARTER HALL GROUP NPV (STAPLED)	**	884,583		
CHARTER HALL RETAI UNITS NPV	**	167,789		
CHASE ISSUANCE TR 1.49% DUE 07-15-2022	**	21,520,620		
CHASE ISSUANCE TR CHASESERIES 2016-3 NT CL A FLTG 06-15-2023 REG	**	10,451,230		
CHASE ISSUANCE TR FIXED 1.84% DUE 04-15-2022	**	10,195,340		
CHATHAM LODGING TR COM	**	166,546		
CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01	**	4,285,124		
CHEFS' WAREHOUSE HOLDINGS IN	**	561,249		
CHEGG INC COM	**	3,057,708		
CHEMICAL FINL CORP COM	**	394,143		
CHEMOURS CO COM	**	305,171		
CHEMUNG FINL CORP COM	**	35,816		
CHENG LOONG TWD10	**	101,182		
CHENNAI PETRO CP INR10(DEMAT)	**	32,825		
CHES LODGING TR SH BEN INT	**	141,011		
CHES UTILS CORP COM	**	1,593,074		
CHEVRON CORP 1.991% 03-03-2020	**	14,658,428		
CHEVRON CORP 4.95% DUE 03-03-2019	**	496,556		
CHEVRON CORP COM	**	6,599,419		

47

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CHEVRON CORP NEW 2.1% DUE 05-16-2021	**	4,785,796		
CHEVRON CORP NEW 2.411% DUE 03-03-2022	**	3,915,864		
CHEVRON CORP NEW 2.419% DUE 11-17-2020	**	186,270		
CHEVRON CORP NEW 2.895% DUE 03-03-2024	**	397,203		
CHGO ILL TRAN AUTH SALES & TRANSFER T 6.899 DUE 12-01-2040 REG	**	510,996		
CHIA CHANG CO LTD TWD10	**	298,265		
CHICAGO ILL 7.75% 01-01-2042 BEO TAXABLE	**	214,112		
CHICAGO ILL TRAN AUTH SALES & TRANSFER T 6.899% 12-01-2022	**	638,745		
CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV 6.2% 12-01-2040 BEO TAXABLE	**	12,144		
CHICOS FAS INC COM	**	76,696		
CHIMERIX INC COM	**	71,397		
CHINA AIRLINES TWD10	**	321,570		
CHINA AOYUAN GROUP LIMITED	**	60,305		
CHINA BLUECHEMICAL LTD H SHS	**	302,891		
CHINA COMM SERVICE 'H'CNY1	**	357,547		
CHINA COMMUNICATIONS CONSTRUCTION CNY1	**	44,423		
CHINA CONCH VENTUR HKD0.01	**	555,021		
CHINA CONSTRUCTION BANK HCNY1	**	1,180,719		
CHINA DEV FIN HLDG TWD10	**	331,740		
CHINA EVERGRANDE GROUP ( LOCAL 3333)	**	197,679		
CHINA GREAT STAR I KRW126	**	11,439		
CHINA HUARONG AST 'H'CNY1	**	187,578		
CHINA LIFE INS TWD10	**	318,726		
CHINA LILANG LTD HKD0.1	**	203,159		
CHINA LONGYUAN PWR 'H'CNY1	**	367,617		
CHINA MACHINERY EN 'H'CNY1	**	32,222		
CHINA MEDICAL SYS USD0.005	**	205,493		
CHINA MOBILE LTD NPV	**	3,522,400		
CHINA NATIONAL BUI 'H'CNY1	**	621,620		
CHINA OVERSEAS LAND & INVESTMNT HKD0.10	**	384,808		
CHINA PETROCHEMICA TWD10	**	285,556		
CHINA PETROLEUM & CHEMICAL CORP CNY1'H'SHS	**	978,153		
CHINA RES CEMENT HKD0.1	**	1,087,753		
CHINA RES GAS GP L HKD0.10	**	63,351		
CHINA RESOURCES LAND HKD0.10	**	376,762		
CHINA SCE GROUP HOLDINGS LTD	**	184,920		
CHINA SHENHUA ENERGY CO 'H'	**	336,434		
CHINA SHINEWAY PHA HKD0.1	**	173,013		
CHINA SOUTH CITY H NPV	**	151,415		
CHINA SUNTIEN GREE 'H'CNY1	**	171,830		
CHINA TAIPING INSU NPV	**	864,465		
CHINA TOWER CORP L 144A	**	129,676		
CHINA TRAD CHINESE NPV	**	583,589		
CHINA UNICOM LTD HKD0.10	**	121,727		
CHINA VANKE CO COM STK	**	996,479		
CHIPMOS TECHNOLOGI TWD10	**	94,038		
CHLITINA HOLDING TWD10	**	405,660		

48

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CHONG HONG CONSTRU TWD10	**	210,185		
CHONG KUN DANG HOLDINGS CORP KRW2500	**	32,268		
CHONGQING RURAL CO CNY1 H SHARE	**	40,770		
CHUBB LTD ORD CHF24.15	**	16,634,250		
CHUGOKU ELEC PWR 2.701% 16/03/2020	**	794,072		
CHURCHILL DOWNS INC COM	**	1,975,426		
CHUYS HOLDINGS INC COM USD0.01	**	47,472		
CIA BRAS DE DISTRI PRF NPV	**	27,108		
CIA FERRO LIGAS DA PRF NPV	**	66,793		
CIBANCO SA INSTIT CBFI (PLA ADMIN) 144A/REG S	**	40,217		
CIE DE ST-GOBAIN EUR4	**	127,325		
CIE DES ALPES NPV	**	87,531		
CIENA CORP COM NEW	**	3,970,318		
CIGNA CORP 4 DUE 02-15-2022	**	3,697,460		
CIGNA CORP 4.375% DUE 12-15-2020	**	962,172		
CIGNA CORP NEW COM	**	12,844,191		
CIMAREX ENERGY CO 3.9% 05-15-2027	**	454,691		
CIMAREX ENERGY CO 4.375% DUE 06-01-2024	**	517,105		
CIMAREX ENERGY CO COM	**	406,828		
CIMC ENRIC HLDG LT HKD0.01	**	477,404		
CIMIC GROUP LIMITED NPV	**	1,831,958		
CIN FINL CORP 6.92% DUE 05-15-2028	**	96,350		
CINCINNATI BELL INC NEW COM NEW COM NEW	**	5,500		
CINEMARK HLDGS INC COM	**	965,812		
CINTAS CORP NO 2 2.9% DUE 04-01-2022	**	1,495,142		
CINTAS CORP NO 2 3.7% DUE 04-01-2027	**	1,523,590		
CIRCOR INTL INC COM	**	70,759		
CIRRUS LOGIC INC COM	**	1,233,798		
CISCO SYS INC 2.2% 09-20-2023	**	6,138,357		
CISCO SYS INC 2.2% DUE 02-28-2021	**	1,332,111		
CISCO SYS INC 2.45% DUE 06-15-2020	**	248,673		
CISCO SYS INC 3.625% DUE 03-04-2024	**	367,155		
CISION LTD COM USD0.0001	**	637,650		
CIT GROUP INC NEW COM NEW COM NEW	**	380,059		
CIT HOME EQUITY LN TR 2002-1 ASSET BKD CTF CL AF-5 02-25-2033 BEO	**	351,463		
CITI TRENDS INC COM ORD USD1	**	43,553		
CITIBANK CR CARD 1.75% DUE 11-19-2021	**	2,968,167		
CITIBANK CR CARD 2.49% DUE 01-20-2023	**	8,853,029		
CITIBANK CR CARD 3.29% DUE 05-23-2025	**	6,363,741		
CITIBANK CR CARD ISSUANCE TR 2.88 01-23-2023 REG	**	5,611,957		
CITIBANK CR CARD ISSUANCE TR NT CL 2018-A7 3.96% 10-13-2030	**	8,080,372		
CITIBANK N A 1.85% 09-18-2019	**	8,022,957		
CITIBANK N A 2.1% DUE 06-12-2020	**	1,229,309		
CITIBANK N A 2.85% 02-12-2021	**	495,482		
CITIBANK N A 3.05% DUE 05-01-2020	**	8,898,684		
CITIBANK N A 3.4% 07-23-2021	**	370,470		
CITIBANK N A FLTG RT 3.27594% DUE 06-12-2020	**	4,808,794		

49

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CITIBANK NA FIXED 2% DUE 03-20-2019	**	4,458,843		
CITIC SECURITIES 'H'CNY1	**	639,708		
CITIC TEL INT HLDGS HKD0.10	**	215,312		
CITIGROUP COML MTG 2.29200005531% DUE 02-10-2049	**	6,484,526		
CITIGROUP COML MTG 2.687% DUE 02-10-2048	**	5,962,644		
CITIGROUP COML MTG 2.71000003815% DUE 08-10-2049	**	8,784,540		
CITIGROUP COML MTG 3.061% DUE 02-10-2048	**	1,887,118		
CITIGROUP COML MTG 3.575% DUE 05-10-2047	**	5,322,191		
CITIGROUP COML MTG 3.65400004387% DUE 12-10-2049	**	3,761,043		
CITIGROUP COML MTG FLTG RT 0% DUE 07-15-2017	**	1,293,627		
CITIGROUP INC 2.4% DUE 02-18-2020	**	921,555		
CITIGROUP INC 2.45% DUE 01-10-2020	**	6,884,272		
CITIGROUP INC 2.7% DUE 10-27-2022	**	4,578,772		
CITIGROUP INC 2.876% DUE 07-24-2023	**	483,865		
CITIGROUP INC 2.876% DUE 07-24-2023	**	3,551,565		
CITIGROUP INC 2.9% DUE 12-08-2021	**	78,706		
CITIGROUP INC 2.9% DUE 12-08-2021	**	4,319,005		
CITIGROUP INC 3.142% 01-24-2023	**	226,900		
CITIGROUP INC 3.142% 01-24-2023	**	4,832,675		
CITIGROUP INC 3.2% DUE 10-21-2026	**	304,652		
CITIGROUP INC 3.3% DUE 04-27-2025	**	1,377,003		
CITIGROUP INC 3.4% DUE 05-01-2026	**	385,654		
CITIGROUP INC 3.4% DUE 05-01-2026	**	9,406,190		
CITIGROUP INC 3.5% DUE 05-15-2023	**	5,615,581		
CITIGROUP INC 3.7% DUE 01-12-2026	**	6,316,818		
CITIGROUP INC 4.044% 06-01-2024	**	1,303,647		
CITIGROUP INC 4.3% DUE 11-20-2026	**	451,962		
CITIGROUP INC 4.4% DUE 06-10-2025	**	1,810,491		
CITIGROUP INC 4.45% DUE 09-29-2027	**	698,767		
CITIGROUP INC 4.45% DUE 09-29-2027	**	6,120,238		
CITIGROUP INC 4.5% DUE 01-14-2022	**	521,084		
CITIGROUP INC 4.6% DUE 03-09-2026	**	404,646		
CITIGROUP INC 4.6% DUE 03-09-2026	**	799,422		
CITIGROUP INC 4.65% DUE 07-30-2045	**	334,093		
CITIGROUP INC 5.5% DUE 09-13-2025	**	629,633		
CITIGROUP INC 5.5% DUE 09-13-2025	**	1,836,431		
CITIGROUP INC COM NEW COM NEW	**	36,591,152		
CITIGROUP INC FLTG RT 3.668% DUE 07-24-2028	**	5,498,020		
CITIGROUP INC FLTG RT 3.69575% DUE 06-07-2019	**	200,471		
CITIGROUP INC FLTG RT 3.9275% DUE 08-02-2021	**	601,649		
CITIGROUP INC FLTG RT 4.075% DUE 04-23-2029	**	778,361		
CITIGROUP INC FLTG RT 4.075% DUE 04-23-2029	**	12,667,822		
CITIGROUP MTG LN FLTG RT 3.485% DUE 11-25-2034	**	613,876		
CITIZENS & NORTHN CORP COM	**	45,830		
CITIZENS BK MEDIUM 2.25% DUE 03-02-2020	**	296,788		
CITIZENS BK MEDIUM 2.55% DUE 05-13-2021	**	1,247,051		
CITIZENS BK MEDIUM 3.7% DUE 03-29-2023	**	3,587,675		

50

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CITIZENS FINL GROUP INC COM	**	11,077,398		
CITIZENS HLDG CO MISS COM US1747151025 ISIN	**	12,786		
CITIZENS INC CL A	**	27,237		
CITY HLDG CO COM	**	145,454		
CITY OFFICE REIT INC COM	**	29,448		
CITYCHAMP WATCH & JEWELLERY GP LTD HKD0.1	**	53,297		
CIVEO CORP CDA COM	**	32,551		
CIVISTA BANCSHARES INC COM NO PAR COM NOPAR	**	45,849		
CIVITAS SOLUTIONS INC COM	**	18,683		
CJ HELLO CO LTD	**	30,009		
CJ LOGISTICS KRW5000	**	322,352		
CK ASSET HOLDINGS LTD	**	647,697		
CK HUTCHISON INTL 2.875% DUE 04-05-2022	**	490,695		
CK HUTCHISON INTL FIXED 2.25% DUE 09-29-2020	**	229,119		
CK INFRASTRUCTURE HKD1	**	68,167		
CLEAN ENERGY FUELS CORP COM	**	62,790		
CLEAN HBRS INC COM	**	3,239,630		
CLEARFIELD INC COM	**	10,912		
CLEARSIDE BIOMEDICAL INC COM USD0.001	**	7,431		
CLEARWATER PAPER CORP COM STK	**	261,831		
CLEV ELEC ILLUM CO 4.55% DUE 11-15-2030	**	189,550		
CLOUD PEAK ENERGY INC COM	**	4,232		
CLOUDERA INC COM	**	685,576		
CLP HOLDINGS LTD NPV	**	819,512		
CMD SWP CHASUS33 02-15-2019 SWU0CH999	**	3,450		
CMD SWP CHASUS33 02-15-2019 SWU0CH999	**	3,449		
CMD SWP CHASUS33 02-15-2019 SWU0CH999	**	3,452		
CMD SWP CHASUS33 02-15-2019 SWU0CH999	**	3,453		
CMD SWP CITIUS33 02-15-2019 SWU0QQ804	**	17,113		
CMD SWP MACQAU2S 02-15-2019 SWU0QQ697	**	1,147		
CME GROUP INC 3% DUE 09-15-2022	**	109,636		
CME GROUP INC COM STK	**	17,937,994		
CME_IRS CME_CSFBUS CAD P 1.85%/R 3M CDOR 15/09/2027 SWU00LO05	**	63,415		
CME_IRS CME_CSFBUS CAD P 2.2%/R 3M CDOR 16/06/2026 SWU00FMI1	**	5,415		
CME_IRS CME_CSFBUS CAD P 3M CDOR/R 2.3% 16/07/2020 SWU00P4F5	**	29,450		
CME_IRS CME_CSFBUS JPY P 6M LIBOR/R .25% 18/09/2020 SWU00DZH4	**	6,577		
CME_IRS CME_CSFBUS JPY P 6M LIBOR/R 1.25% 17/06/2035 SWU00BPW6	**	92,665		
CME_IRS CME_CSFBUS NZD P 3M NFIX3/R 2.5% 14/02/2020 SWU00OCY8	**	23,108		
CME_IRS CME_CSFBUS PLN P 6M WIBOR/R 2.5% 19/09/2023 SWU00OR14	**	10,226		
CME_IRS CME_CSFBUS PLN P 6M WIBOR/R 3.0% 19/09/2028 SWU00OSS4	**	1,237		
CME_IRS CME_CSFBUS USD P 1.5%/R 3M LIBOR 06/21/2027 SWU00KLL4	**	296,736		
CME_IRS CME_CSFBUS USD P 1.68%/R 3M LIBOR 12/21/2026 SWU00INA1	**	26,366		
CME_IRS CME_CSFBUS USD P 1.75%/R 3M LIBOR 06/20/2020 SWU00NBH8	**	325,994		
CME_IRS CME_CSFBUS USD P 1.75%/R 3M LIBOR 12/21/2026 SWU00INA1	**	13,183		
CME_IRS CME_CSFBUS USD P 1.85%/R 3M LIBOR 07/27/2026 SWU00JC37	**	23,525		
CME_IRS CME_CSFBUS USD P 2.0%/R 3M LIBOR 12/16/2020 SWU00D7N2	**	10,052		
CME_IRS CME_CSFBUS USD P 2.15%/R 3M LIBOR 06/19/2048 SWU00PU09	**	59,206		

51

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CME_IRS CME_CSFBUS USD P 2.22%/R 3M LIBOR 09/16/2025 SWU00E7V2	**	7,354		
CME_IRS CME_CSFBUS USD P 2.25%/R 3M LIBOR 06/20/2028 SWU00NBO3	**	46,775		
CME_IRS CME_CSFBUS USD P 2.25%/R 3M LIBOR 06/20/2028 SWU00NBO3	**	1,060,236		
CME_IRS CME_CSFBUS USD P 2.25%/R 3M LIBOR 12/21/2046 SWU00INI4	**	110,998		
CME_IRS CME_CSFBUS USD P 2.3%/R 3M LIBOR 04/27/2026 SWU00I172	**	26,022		
CME_IRS CME_CSFBUS USD P 2.4%/R 3M LIBOR 03/16/2026 SWU00HB08	**	31,345		
CME_IRS CME_CSFBUS USD P 2.5%/R 3M LIBOR 02/22/2026 SWU00GU74	**	45,110		
CME_IRS CME_CSFBUS USD P 2.5%/R 3M LIBOR 06/15/2046 SWU00FLJ0	**	377,185		
CME_IRS CME_CSFBUS USD P 2.5%/R 3M LIBOR 06/20/2048 SWU00NBS4	**	204,028		
CME_IRS CME_CSFBUS USD P 2.5%/R 3M LIBOR 06/20/2048 SWU00NBS4	**	75,566		
CME_IRS CME_CSFBUS USD P 2.5%/R 3M LIBOR 12/20/2027 SWU00L9Q5	**	31,072		
CME_IRS CME_CSFBUS USD P 2.5%/R 3M LIBOR 12/20/2027 SWU00L9Q5	**	1,554		
CME_IRS CME_CSFBUS USD P 2.54%/R 3M LIBOR 03/23/2048 SWU00OTR5	**	20,116		
CME_IRS CME_CSFBUS USD P 2.75%/R 3M LIBOR 12/20/2047 SWU00L9U6	**	87,756		
CME_IRS CME_CSFBUS USD P 2.75%/R 3M LIBOR 12/20/2047 SWU00L9U6	**	351,025		
CME_IRS CME_CSFBUS USD P 3M LIBOR/R 2.8% 08/22/2023 SWU00QL56	**	64,799		
CME_IRS CME_CSFBUS USD P 3M LIBOR/R 3.2% 04/01/2020 SWU00QY37	**	372,565		
CME_IRS CME_CSFBUS ZAR P 3M JIBAR/R 7.5% 15/03/2019 SWU00JQX6	**	359		
CME_IRS CME_CSFBUS ZAR P 3M JIBAR/R 7.75% 15/03/2022 SWU00JTL9	**	30,406		
CME_ZCS CME_CSFBUS BRL P 1D BZDIO/R 8.88% 04/01/2021 SWU00PH38	**	82,665		
CMNTY HLTH SYS INC NEW COM	**	25,623		
CMO ADJBL RATE MTG TR DUE 09-25-2035 BEO	**	699,232		
CMO ALTERNATIVE LN TR 2006-OA9 MTG CL 2A-1A 0 DUE 07-25-2036 REG	**	127,903		
CMO AMERN HOME MTG INVT TR 2005-2 MTG BKD NT CL IV-A-1 VAR 09-25-45	**	92,502		
CMO BANK OF AMER MERRILL LYNCH COML MTG TR 2 3.366% DUE 02-15-2050 BEO	**	3,009,564		
CMO BANK SER 2017-BNK9 CL A-2 2.766% 11-15-2054 REG	**	8,767,911		
CMO BANK SR 2017-BNK6 A-SB 3.289% 07-15-2060	**	1,943,682		
CMO BBCMS MTG TR 2018-C2 MTG PASS THRU CTF CL A-3 4.052% DUE 12-15-2051 REG	**	7,303,514		
CMO BEAR STEARNS ALT-A TR 2006-8 MTG PASSTHRU CTF CL III-A-1 01-25-2037 REG	**	181,444		
CMO BEAR STEARNS ALT-A TR SER 2005-4 CL II-3A-2 DUE 05-25-2035 REG	**	948,684		
CMO BEAR STEARNS ARM TR 2000-2 MTG PASS THRU CTF CL A-1 VAR RATE 11-25-2030 BEO	**	18,707		
CMO BEAR STEARNS ARM TR 2002-11 CL I-A-1DUE 02-25-2033/04-25-2006 BEO	**	2,605		
CMO BEAR STEARNS ARM TR 2004-10 MTG DUE 01-25-2035	**	46,138		
CMO BEAR STEARNS ARM TR DUE 02-25-2034 REG	**	283,209		
CMO BEAR STEARNS STRUCTURED PRODS INC TR200 DUE 12-25-2046 REG	**	2,103,598		
CMO BEAR STEARNS STRUCTURED PRODS INC TR200 MTG PASSTHRU CTF CL I-A-1 VAR DUE	**	61,404		
CMO BENCHMARK 2018-B4 MTG TRSE 2018-B4 CL A3 3.886% DUE 07-15-2051	**	6,121,068		
CMO CHASE MTG FIN TR SER 2007-A1 PASSTHRU CTF CL 1-A1 4.366 03-25-37 REG	**	50,614		
CMO CITIGROUP COML MTG TR 2015-GC33 COML CTF CL A-4 3.778 DUE 09-10-2058 REG	**	488,849		
CMO CITIGROUP COML MTG TR 2016-C3 COML MTG CTF CL A-3 2.86% 11-15-2049	**	6,671,483		
CMO CITIGROUP COML MTG TR 2017-B1 COML MTG CTF CL A-AB 3.243% 08-15-2050	**	1,986,232		
CMO CITIGROUP COML MTG TR SR 2012-GC8 CL AAB 2.608% DUE 09-10-2045	**	6,862,647		
CMO CITIGROUP COML MTG TRUST SR 2015-GC35 CL A-2 3.063% DUE 11-10-2048	**	2,059,627		
CMO CITIGROUP COMMERCIAL MORTGAGE TRUST SR 17-C4 CL A2 3.19% 10-12-2050	**	5,723,239		
CMO CITIGROUP MTG LN TR SER 2005-6 CL A1FLT RT DUE 09-25-2035 BEO	**	16,045		
CMO CITIGRP COMMERICAL MTG CITIGROUP COML MTG TR 3.127 DUE 04-15-2049 REG	**	10,947,519		
CMO COMM 2012-CCRE1 MTG TR CTF CL A-3 3.391% DUE 05-15-2045 REG	**	4,694,873		

52

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CMO COMM 2012-CCRE2 MTG TR COML MTG CTF CL A-4 3.147 DUE 08-15-2045	**	4,180,695		
CMO COMM 2013-CCRE12 MTG TR MTG PASS THRU CTF CL A-4 4.046 DUE 10-10-2046 REG	**	14,046,570		
CMO COMM 2013-CCRE12 MTG TR MTG PASS THRU CTF CL B 4.762% DUE 10-10-2046 REG	**	268,462		
CMO COMM 2013-CCRE8 MTG TR COML MTG PASSTHRU CTF CL A-4 3.334 6-10-2046	**	608,071		
CMO COMM 2014-CCRE18 MTG TR SER 2014-CR18 CL A-SB 3.452 DUE 7-15-47	**	4,034,624		
CMO COMM 2014-UBS6 MTG TR MTG PASS THRU CTF CL A-4 3.378% DUE 12-10-2047 REG	**	8,286,164		
CMO COMM 2015-LC23 MTG TR CL A-SB 3.598% DUE 10-10-2053 REG	**	15,802,167		
CMO COMM MORTGAGE TRUST SER 2015-DC1 CL A2 2.87% 02-10-2048	**	5,338,456		
CMO COMM MTG TR SER 2014-CR15 CL A-2 2.928 02-10-2047	**	2,581,355		
CMO CREDIT SUISSE 1ST BSTN MTG SECS CORPSER 2004-8 CL 6A1 4.5 DUE 12-25-2019 REG	**	25,958		
CMO CSAIL 2015-C4 COML MTG TRUST SR 2015-C4 CL-ASB 3.6167% DUE 11-11-2048	**	2,528,338		
CMO CSAIL 2016-C5 COML MTG TR CL A-SB 3.5325% DUE 11-15-2048 REG	**	10,093,110		
CMO CSAIL 2018-CX12 SER 2018-CX12 CLS A1 3.2197% 08-15-2051 REG	**	9,565,410		
CMO CSAIL 2018-CX12 COML MTG TR SER 2018CLS CX12 VAR 08-15-2051	**	7,050,107		
CMO CSAIL COML MTG TR SER 2016-C7 CL A3 2.6082% 11-15-2049	**	4,280,126		
CMO CSMC 2018-J1 TR CL A-2 FLTGE 02-01-2048	**	16,326,166		
CMO CWMBS INC SER 2005-11 CL 3-A-1 FLT RT DUE 04-25-2035 REG	**	701,196		
CMO CWMBS INC SER 2005-11 CL 3-A-3 FLT RT DUE 04-25-2035 REG	**	84,692		
CMO DBJPM 2016-C1 MTG TR CL A-SB 3.038% DUE 05-10-2049 REG	**	3,349,649		
CMO GS MORTGAGE SECURITIES TRUST SER 15-GC28 FLTG RT 02-10-2048 REG	**	1,315,121		
CMO GS MTG SECS CORP 2003-2F CL IIIA-1 6% DUE 03-25-2032 BEO	**	2,443		
CMO GS MTG SECS TR 2010-C2 3.849 DUE 12-10-2043 BEO	**	5,777		
CMO GS MTG SECS TR 2011-GC5 MTG PASS THRU CTF CL D 144A DUE 08-10-2044 BEO	**	278,725		
CMO GS MTG SECS TR 2013-GCJ12 CL AAB VARRT DUE 06-10-2046 BEO	**	7,087,503		
CMO GS MTG SECS TR 2013-GCJ16 COML MTG PASSTHRU CTF CL B 5.161 DUE 11-01-2046	**	539,434		
CMO GS MTG SECS TR 2014-GC18 COML MTG PASS THRU CTF CL A-2 0 DUE 1-10-47 REG	**	43,224		
CMO GS MTG SECS TR 2015-GS1 CL A-AB 3.553% DUE 11-10-2048 REG	**	12,690,888		
CMO GS MTG SECS TR 2017-GS7 COML MTG PASSTHRU CTF CL A-4 0 DUE 08-10-2050 REG	**	7,959,901		
CMO GS MTG SECS TR SER 2016-GS3 CL AAB 2.777% 10-10-2049	**	3,085,870		
CMO HARBORVIEW MTG LN TR 2003-1 CL A FLTG RT 05-19-2033	**	8,833		
CMO HARBORVIEW MTG LN TR 2005-4 MTG PASSTHRU CTF CL 4-A DUE 07-19-2035 REG	**	276,513		
CMO HARBORVIEW MTG LN TR 2005-9 CL 2-A-1A DUE 06-20-2035 REG	**	193,914		
CMO J P MORGAN CHASE COML MTG SECS TR 2013-C CL B FLTG RT 12-15-2047 REG	**	5,183,825		
CMO J P MORGAN MTG TR 2004-A3 CL 1-A-1 DUE 07-25-2034 REG	**	233,657		
CMO J P MORGAN MTG TR 2005-A1 MTG PASSTHRU CTF CL 6-T-1 DUE 02-25-2035 REG	**	215,596		
CMO J P MORGN CHASE COML MTG SECS TR 2013-C CL A-4 2.8754 DUE 12-15-2047 REG	**	459,043		
CMO JPMBB COML MTG SECS TR 2013-C15 COM MTG PASSTH CTF CL B 4.9267 11-15-2045	**	2,451,220		
CMO JPMBB COML MTG SECS TR 2013-C17 COMLMTG PASSTHRU CTF CL B DUE 01-15-2047 REG	**	310,690		
CMO JPMBB COML MTG SECS TR 2015-C28 COML CTF A-2 2.7733 DUE 10-15-2048 REG	**	6,367,829		
CMO JPMBB COML MTG SECS TR 2015-C30 COMLMTG PASSTHRU CTF CL B DUE 07-15-2048 REG	**	3,073,965		
CMO JPMBB COML MTG SER 15-C32 CL A4 3.3293% DUE 11-15-2048 REG	**	4,952,905		
CMO JPMCC COML MTG SECS TR 2017 CL A-3 3.3422% DUE 03-15-2050 REG	**	3,981,568		
CMO JPMCC COML MTG SECS TR 2017-JP7 CL A-3 3.3785% 09-15-2050	**	1,786,311		
CMO JPMDB COML MTG SECS TR 2017-C7 CL A-3 10-15-2050	**	9,256,259		
CMO MASTR ADJ RATE MTGS TR 2003-6 MTG PASSTHRU CTF CL 3-A-1 DUE 12-25-2033 REG	**	430,744		
CMO MASTR ALTERNATIVE LN TR 2004-8 MTG PASSTHRU CTF CL 7-A-1 5 DUE 09-25-2019	**	7,437		
CMO MELLON RESDNTL FDG CORP 2000-TBC2 MTG PASSTHRU CTF CL A-1 VAR 05-25-30	**	258,699		

53

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CMO MERRILL LYNCH MTG INVS INC 2004-A CLA-1 FLTG DUE 04-25-2029 REG	**	7,852		
CMO MERRILL LYNCH MTG INVS INC SER 2003-C CL A1 6-25-28	**	160,839		
CMO MERRILL LYNCH MTG INVS INC SER 2005-A5 CL A3 DUE 06-25-2035 REG	**	5,032,028		
CMO MORGAN STANLEY BK AMER MERRILL LYNCHTR DUE 05-15-2046 REG	**	309,430		
CMO MORGAN STANLEY BK AMER MERRILL SER 2015-C26 CL ASB 3.323% 11-15-2048	**	10,072,340		
CMO MORGAN STANLEY BK AMER MERRILL LYN TR COML MTG CTF CL A-SB 3.654 04-15-47	**	3,044,577		
CMO MORGAN STANLEY BK AMER MERRILL LYNCH TR SER 2013-C10 CL A5 VAR 07-15-2046	**	6,728,976		
CMO MORGAN STANLEY BK AMER MERRILL LYNCHTR SER 2013-C8 CL ASB 2.699 12-15-2048	**	4,900,948		
CMO MORGAN STANLEY BK AMER MERRILL SER 2014-C14 CL A2 2.916 DUE 01-15-2047 REG	**	3,942,282		
CMO MORGAN STANLEY BK AMER MERRILL TR 2017-C33 CL A-3 3.295% 05-15-2050	**	7,736,945		
CMO MORGAN STANLEY CAP I TR 2011-C3 COMLMTG CTF CL A-3 4.054 DUE 7-15-49	**	120,163		
CMO MORGAN STANLEY CAP I TR 2018-H3 CL A-SB 4.12% 07-15-2051	**	4,808,835		
CMO MORGAN STANLEY CAP I TR SER-2018-H3 CL-A3 3.919% 07-15-2051 REG	**	7,128,394		
CMO MORGAN STANLEY MTG LN TR 2004-2AR DUE 01-25-2035 REG	**	98,876		
CMO MORGAN STANLEY MTG LN TR 2005-6AR MTG CL 1-A-1 FLTG RT 11-25-2035	**	5,005		
CMO MORTGAGEIT TR 2005-2 MTG BKD NT CL 1-A-1 ADJ RATE DUE 05-25-2035 REG	**	927,498		
CMO PRIME MTG TR 2005-2 MTG PASSTHRU CTFI-A-1 4.75% DUE 07-25-2020 REG	**	14,226		
CMO RALI SER 2006-QO7 TR MTG AST BKD PASSTHRU CTF CL III-A-2 DUE 9-25-46 REG	**	82,864		
CMO RBSGC MTG LN TR 2007-B MTG PASSTHRU CTF CL 1A4 DUE 01-25-2037 REG	**	564,759		
CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003-S9 CL A-1 6.5 03-25-2032 REG	**	2,147		
CMO SEQUOIA MTG TR 2004-1 2004-3 MTG PASSTHRU CTF CL A-1 VAR RT 04-20-34 REG	**	7,759		
CMO SEQUOIA MTG TR 2004-1 2005-2 MTG PASSTHRU CTF A-2 DUE 03-20-2035 REG	**	303,948		
CMO SMALL BUSINESS ADMIN GTD DEV PARTN CTF SER 2005-20B CL 1 DUE 02-01-2025 REG	**	479,485		
CMO STRUCTU ASST MTG INVTS II INC 2004-AR1 FLT MTG PASS CTF CL IA1 3-19-34	**	124,829		
CMO STRUCTURED ASSET MTG INVTS II INC 2003-AR4 CL A-1 DUE 01-19-2034 REG	**	570,273		
CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 2-A1 DUE 04-25-2034 REG	**	365,534		
CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 3-A2 DUE 04-25-2034 REG	**	11,220		
CMO STRUCTURED AST MTG INVTS II INC DUE 05-19-2035 REG	**	5,240,627		
CMO STRUCTURED AST MTG INVTS II INC DUE 07-19-2035 REG	**	1,090,704		
CMO STRUCTURED AST MTG INVTS II TR 2006-AR5 CL 2-A-1 DUE 06-25-2036 REG	**	1,516,325		
CMO STRUCTURED AST SECS CORP 2004-1 MTG PASSTHRU CTF CL 4-A1 DUE 02-25-2034 REG	**	7,491		
CMO STRUCTURED AST SECS CORP FOR FUTURE IS 2003-31A CL 2-A7 10-25-2033 REG	**	1,636,415		
CMO STRUCTURED AST SECS CORP FOR FUTURE IS DUE 06-25-2033 REG	**	169,089		
CMO STRUCTURED AST SECS CORP FOR FUTURE IS SER 2003-34A CL 3-A3 4.7 11-25-33 REG	**	511,657		
CMO STRUCTURED AST SECS CORP SER 2003-22A CL 3-A 4.42 DUE 6-25-2033 REG	**	132,317		
CMO UBS COML MTG TR 2012-C1 COML MTG PASSTHRU CTF CL A-3 3.4 05-10-2045	**	9,727,384		
CMO UBS COML MTG TR SER 2017-C3 CL ASB 3.215% 08-15-2050	**	4,998,120		
CMO UBS-BARCLAYS COML MTG TR 2012-C2 CTFCL A-4 3.525% DUE 05-10-2063 REG	**	230,706		
CMO UBS-BARCLAYS COML MTG TR 2012-C2 CTFCL A-4 3.525% DUE 05-10-2063 REG	**	4,347,223		
CMO UBS-BARCLAYS COML MTG TR SER 2012-C4CL A-AB 2.4589 12-10-2045	**	2,488,612		
CMO WAMU MTG PASS THRU CTFS SER 2006 AR13 CL 2A FLTG RATE DUE 10-25-2046 REG	**	306,822		
CMO WAMU MTG PASS-THROUGH CTFS 2005-AR2 CL 2A-1A VAR DUE 01-25-2045 REG	**	1,912,718		
CMO WAMU MTG PASS-THROUGH CTFS 2005-AR2 CL 2A-1B VAR RATE 01-25-2045 REG	**	46,668		
CMO WAMU MTG PASS-THRU CTFS 2005-AR8 CTFCL 2-A-1A DUE 07-25-2045 REG	**	121,921		
CMO WAMU MTG PASS-THRU CTFS TR 2002-AR2 MTG PASSTHRU CTF CL A VAR DUE 02-27-2034	**	1,541,491		
CMO WELLS FARGO COML MTG SER 15-NXS3 CL ASB 3.371% 09-15-2057	**	2,843,522		
CMO WELLS FARGO COML MTG SER 2017-C39 CL ASB 3.212% 09-15-2050	**	2,477,238		

54

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CMO WELLS FARGO COML MTG TR 2016-C37 COML MTG CL A-3 3.704 12-15-2049	**	3,762,574		
CMO WELLS FARGO COML MTG TR SER 2015-C29 CTF CL A-2 2.552% DUE 06-15-2048	**	6,252,196		
CMO WELLS FARGO COML MTG TRUST SR 2017-C38 CL A-2 3.043% DUE 07-15-2050	**	3,503,250		
CMO WELLS FARGO COML SER 2015-LC22 CL ASB 3.571% 09-15-2058 REG	**	3,165,527		
CMO WELLS FARGO MTG BACKED SECS 2004-EE TR SER 2004-EE CL-2A1 DUE 12-25-2034 REG	**	332,464		
CMO WELLS FARGO MTG BKD SECS 2004-AA TR MTG PTHRU CTF CL A-1 VAR 12-25-34 REG	**	280,546		
CMO WFRBS COML MTG TR 2014-C19 COML MTG PASSTHRU CTF CL B 4.723 DUE 03-15-2047	**	309,902		
CMO WFRBS COML MTG TR 2014-C23 COML MTG PASSTHRU CTF CL B DUE 10-14-2057 REG	**	5,292,696		
CMOMORGAN STANLEY BK AMER MERRILL SER 2016-C31 CL A-SB 2.952% 12-15-2025	**	3,448,505		
CMS ENERGY CORP 3.45% 08-15-2027	**	115,465		
CMS ENERGY CORP COM	**	218,659		
CNA FINL CORP 3.95% DUE 05-15-2024	**	123,841		
CNA FINL CORP 4.5% DUE 03-01-2026	**	82,670		
CNB FINL CORP PA COM	**	60,772		
CNH EQUIP SER 17-C CL A3 2.3% 02-15-2023	**	9,979,632		
CNH EQUIP TR 1.63% DUE 08-15-2021	**	389,098		
CNH EQUIP TR 2.07% DUE 05-16-2022	**	1,779,357		
CNH EQUIP TR FIXED 1.86% DUE 09-15-2022	**	7,537,387		
CNH EQUIP TR SR 17-B CL A4 2.17% 04-17-2023	**	1,424,283		
CNH INDL CAP LLC 4.375% 11-06-2020	**	201,100		
CNH INDUSTRIAL NV COM STK	**	10,661,726		
CNO FINL GROUP INC COM	**	1,419,418		
CNOOC FIN 2015 2.625% DUE 05-05-2020	**	445,557		
CNOOC FIN 2015 U S 3.5% DUE 05-05-2025	**	1,946,743		
CNOOC FIN 2015 U S 4.375% DUE 05-02-2028	**	1,852,139		
CNOOC LTD HKD0.02	**	2,483,565		
CNOOC NEXEN FIN 2014 ULC 4.25 DUE 04-30-2024	**	304,130		
CNOOC NEXEN FIN 2014 ULC 4.25 DUE 04-30-2024	**	1,034,042		
CNP ASSURANCES EUR1.00	**	703,729		
CNSMR PORTFOLIO SVCS DEL	**	7,405		
CNX RESOURCES CORPORATION COM	**	878,929		
COAL INDIA LTD	**	214,884		
COCA-COLA AMATIL NPV	**	74,915		
COCA-COLA CONSOLIDATED INC COM	**	283,276		
COCA-COLA EUROPEAN FIXED 3.5% DUE 09-15-2020	**	200,685		
COCA-COLA HBC AG ORD (CDI)	**	2,530,616		
COCHLEAR LTD NPV	**	131,602		
CODORUS VY BANCORP INC COM	**	33,363		
COEUR MNG INC COM NEW COM NEW	**	102,828		
COGECO INC SUB-VTG SHS NPV	**	12,793		
COGENT COMMUNICATIONS HLDGS INC	**	3,635,743		
COGNEX CORP COM	**	1,430,249		
COGNIZANT TECH SOLUTIONS CORP CL A	**	4,055,547		
COHEN & STEERS INC COM	**	394,302		
COHERENT INC COM	**	221,040		
COHU INC COM	**	60,616		

55

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
COLES GROUP LTD	**	391,412		
COLFAX CORP COM US .01	**	792,821		
COLGATE-PALMOLIVE CO COM	**	1,658,346		
COLOPLAST SER'B'DKK1	**	373,891		
COLTV SHORT TERM INVT FD	**	52,810,112		
COLUMBIA BKG SYS INC COM	**	275,114		
COLUMBIA PIPELN 3.3% DUE 06-01-2020	**	3,378,342		
COLUMBIA PPTY TR INC COM NEW STK	**	2,584,173		
COLUMBUS MCKINNON CORP N Y COM	**	111,126		
COM ALCOA CORPORATION COM USD0.01	**	1,171,726		
COMCAST CORP 3.0% 02-01-2024	**	342,204		
COMCAST CORP NEW 2.85% DUE 01-15-2023	**	784,449		
COMCAST CORP NEW 3.15% DUE 02-15-2028	**	14,087,745		
COMCAST CORP NEW 3.15% DUE 03-01-2026	**	88,984		
COMCAST CORP NEW 3.3% DUE 10-01-2020	**	11,508,187		
COMCAST CORP NEW 3.375 DUE 02-15-2025	**	225,269		
COMCAST CORP NEW 3.375 DUE 02-15-2025	**	97,943		
COMCAST CORP NEW 3.375% DUE 08-15-2025	**	911,083		
COMCAST CORP NEW 3.45% DUE 10-01-2021	**	9,505,408		
COMCAST CORP NEW 3.55% DUE 05-01-2028	**	481,658		
COMCAST CORP NEW 3.95% 10-15-2025	**	88,030		
COMCAST CORP NEW 3.95% 10-15-2025	**	3,708,383		
COMCAST CORP NEW 4.15% DUE 10-15-2028	**	2,305,033		
COMCAST CORP NEW 4.2% DUE 08-15-2034	**	144,630		
COMCAST CORP NEW 4.6% 10-15-2038	**	323,129		
COMCAST CORP NEW 4.95% DUE 10-15-2058	**	289,746		
COMCAST CORP NEW 5.15% DUE 03-01-2020	**	358,279		
COMCAST CORP NEW 5.7% DUE 07-01-2019	**	101,178		
COMCAST CORP NEW FIXED 3.999% DUE 11-01-2049	**	500,898		
COMCAST CORP NEW-CL A	**	31,631,292		
COMERICA INC 2.125 05-23-2019	**	4,129,160		
COMERICA INC 3.7% DUE 07-31-2023	**	499,722		
COMFORT SYS USA INC COM	**	380,016		
COMINAR REAL ESTAT TRUST UNITS	**	86,923		
COML METALS CO COM	**	648,041		
COMM MTG TRUST SER 2015-CR24 CL A-4 3.432% 8-10-2048	**	7,479,885		
COMM 2012-LC4 MTG TR CTF CL A-4 3.288 12-10-2044	**	732,523		
COMM 2013-CCRE12 4.3% DUE 10-10-2046	**	298,445		
COMM 2013-CCRE12 MTG TR MTG PASS THRU CTF CL C VAR RATE DUE 10-10-2046	**	850,399		
COMM 2013-LC6 MTG 2.666% DUE 01-10-2046	**	2,504,992		
COMM 2014-CCRE17 3.012% DUE 05-10-2047	**	2,129,028		
COMM 2014-CR21 MTG TR MTG PASS THRU CTF CL A-2 3.095% DUE 12-10-2047	**	10,515,797		
COMM 2014-UBS4 MTG 2.963% DUE 08-10-2047	**	17,046,789		
COMM 2014-UBS6 MTG SER 2014-UBS6 CL A-2 2.935% 12-10-2047 REG	**	2,941,348		
COMM 2015-CCRE22 FIXED 2.856% DUE 03-10-2048	**	4,985,405		
COMM 2015-CCRE23 MTG TR 2015-CR23 CL A-SB 3.257% DUE 05-10-2048	**	2,810,363		
COMM 2015-CCRE26 3.373% DUE 10-10-2048	**	2,620,821		

56

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
COMM 2018-HOME MTG VAR RT 3.81507% DUE 04-10-2033	**	1,031,189		
COMM 2018-HOME MTG VAR RT 3.81507% DUE 04-10-2033	**	6,268,014		
COMM BANCSHARES INC COM	**	1,491,550		
COMM MORTGAGE TRUST SR 2013-CR9 CL A-SB 3.834 DUE 07-10-2045 REG	**	13,132,976		
COMM SER 2015-DC1 CL A-SB 3.142% 02-10-2048	**	1,100,322		
COMMERCIAL VEH GROUP INC COM	**	28,192		
COMMONWEALTH EDISON CO 2.95% 08-15-2027	**	2,307,749		
COMMONWEALTH EDISON CO 4.0% DUE 03-01-2048 REG	**	217,046		
COMMONWEALTH FING AUTH PA REV 3.631% 06-01-2029 BEO TAXABLE	**	1,461,572		
COMMSCOPE HLDG CO INC COM	**	1,260,784		
COMMUNITY BANKERS TR CORP COM STK	**	10,888		
COMMUNITY BK SYS INC COM	**	255,704		
COMMUNITY FINL CORP MD COM	**	19,123		
COMMUNITY HEALTHCARE TR INC REIT	**	49,097		
COMMUNITY TR BANCORP INC COM	**	315,098		
COMMVAULT SYS INC COM STK	**	603,900		
COMP ENG & CONSULT NPV	**	387,613		
COMPASS BK 2.875% DUE 06-29-2022	**	479,112		
COMPASS BK 3.5% DUE 06-11-2021	**	4,427,626		
COMPASS GROUP ORD GBP0.1105	**	6,068,749		
COMPUGROUP MEDICAL NPV	**	41,570		
COMPUTACENTER ORD GBP0.075555	**	746,746		
COMPUTER PROGRAMS & SYS INC COM	**	119,526		
COMPUTER TASK GROUP INC COM	**	5,018		
COMSCORE INC COM	**	56,277		
COMTECH TELECOMMUNICATIONS CORP COM NEW COM NEW	**	104,394		
COMWLTH BK 2.3% DUE 03-12-2020	**	4,403,489		
COMWLTH BK 2.3% DUE 09-06-2019	**	3,552,196		
COMWLTH BK 2.55% DUE 03-15-2021	**	590,840		
COMWLTH EDISON CO 4% DUE 08-01-2020	**	187,623		
COMWLTH REIT SR NT 5.875 DUE 09-15-2020	**	235,605		
CONAGRA BRANDS INC 3.8% 10-22-2021	**	900,318		
CONAGRA BRANDS INC 3.8% 10-22-2021	**	1,000,353		
CONAGRA BRANDS INC 4.6% 11-01-2025	**	90,285		
CONAGRA BRANDS INC FLTG 10-22-2020	**	6,581,461		
CONAGRA BRANDS INC FORMERLY CONAGRA 5.3% 11-01-2038	**	184,263		
CONCERT PHARMACEUTICALS INC COM	**	41,817		
CONCHO RES INC 3.75% DUE 10-01-2027	**	1,162,585		
CONCHO RES INC COM STK	**	4,140,073		
CONCHO RESOURCES INC 4.3% 06-18-2028	**	772,779		
CONDUENT INC COM	**	339,076		
CONMED CORP COM	**	3,533,440		
CONNECTICUT LIGHT & POWER CO 4.0% 04-01-2048	**	146,098		
CONNECTONE BANCORP INC NEW COM	**	105,076		
CONNS INC COM	**	83,210		
CONOCO INC 6.95% DUE 04-15-2029	**	173,111		
CONOCOPHILLIPS GTD NT 6.5 DUE 02-15-2039REG	**	148,511		

57

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CONS EDISON CO N Y 3.875% DUE 06-15-2047	**	83,002		
CONS EDISON CO N Y 4.2% DUE 03-15-2042	**	116,918		
CONS EDISON INC 2% DUE 05-15-2021	**	242,536		
CONSOL ENERGY INC NEW COM	**	215,850		
CONSOLIDATED COMMUNICATIONS HLDGS INC COM STK	**	97,772		
CONSOLIDATED TOMOKA LD CO COM STK	**	52,553		
CONSTELLATION 2.25% 11-06-2020	**	2,864,269		
CONSTELLATION 4.75% DUE 11-15-2024	**	119,144		
CONSTELLATION 5.15% DUE 12-01-2020	**	81,756		
CONSTELLATION BRANDS INC CL A CL A	**	4,827,816		
CONSTELLATION BRANDS INC FLTG 11-15-2021	**	3,329,634		
CONSTELLATION SOFT COM STK NPV	**	1,923,925		
CONSUMERS ENERGY 2.85 DUE 05-15-2022	**	138,472		
CONSUMERS ENERGY 2.85 DUE 05-15-2022	**	296,725		
CONSUMERS ENERGY 3.375 DUE 08-15-2023	**	2,372,786		
CONSUMERS ENERGY 4.05% DUE 05-15-2048	**	246,519		
CONSUMERS ENERGY 5.65% DUE 04-15-2020	**	31,070		
CONTANGO OIL & GAS CO COM NEW COM NEW	**	10,689		
CONTINENTAL AIRLS INC 5.5% DUE 04-29-2022	**	815,011		
CONTINENTAL AIRLS PASS THRU TR 2007-1A 5.983% DUE 04-19-2023	**	1,663,850		
CONTINENTAL BLDG PRODS INC COM	**	1,584,644		
CONTINENTAL RES INC COM	**	105,820		
CONTL AIRLINES 2012-A 4.15% 04-11-2024	**	240,042		
CONTL AIRLS INC 4% DUE 04-29-2026	**	225,423		
CONTL RES INC 4.375% DUE 01-15-2028	**	94,076		
CONTL RES INC 4.375% DUE 01-15-2028	**	188,152		
CONTL RES INC 4.5 DUE 04-15-2023	**	6,697,324		
CONTL RES INC FIXED 3.8% DUE 06-01-2024	**	1,797,724		
CONTROL4 CORP COM	**	124,960		
CONVENANT TRANSN GROUP INC CL A	**	135,706		
CONVIVIALITY PLC ORD GBP0.0002	**	42,404		
COOP GRP HLDG 2011 5.625% GTD SNR 08/07/20 GBP	**	532,612		
COOPER TIRE & RUBBER CO COM, NO PAR	**	198,830		
COOPERATIEVE RABOBANK UA/NY 2.75% 01-10-2023	**	2,418,798		
COOPERATIEVE 2.75% DUE 01-10-2022	**	5,166,708		
COOPERATIEVE 4.375% DUE 08-04-2025	**	7,022,444		
COOPERATIEVE CENTRALE RAIFFEISEN 2.25% 01-14-2020	**	495,727		
COOPERATIEVE CENTRALE RAIFFEISEN BOERENL2.25 DUE 01-14-2019	**	6,806,801		
COOPERATIEVE RABOBANK UA 4.625% DUE 12-01-2023 REG	**	506,965		
COOPER-STANDARD HOLDING COM	**	1,284,331		
COPA HOLDINGS SA COM STK	**	156,239		
CORE LABORATORIES NV NLG0.03	**	626,430		
CORE MOLDING TECHNOLOGIES INC COM STK	**	5,830		
CORECIVIC INC COM	**	511,240		
CORE-MARK HLDG CO INC COM	**	445,912		
COREPOINT LODGING INC COM	**	57,685		
CORESITE RLTY CORP CORESITE REALTY CORP	**	906,581		

58

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CORETRONICS CORP TWD10	**	152,610		
CORNERSTONE ONDEMAND INC COM	**	1,110,771		
CORNING INC COM	**	10,286,505		
CORP FINANC ALBA EUR1	**	389,837		
CORP OFFICE PPTYS TR COM	**	1,063,739		
CORPORACION ANDINA DE FOMENTO NT 2% DUE 05-10-2019 REG	**	1,394,938		
CORPORACION ANDINA DE FOMENTO NT 2.125% DUE 09-27-2021 REG	**	5,634,739		
CORPORACION ANDINA DE FOMENTO NT 2.75% DUE 01-06-2023 REG	**	512,484		
COSAN SA COM NPV	**	27,708		
COSLIGHT TECHNOLOG HKD0.10	**	20,931		
COSTAMARE INC COM STK	**	31,169		
COSTAR GROUP INC COM	**	3,340,003		
COSTCO WHOLESALE CORP NEW COM	**	10,073,052		
COTY INC COM CL A COM CL A	**	522,373		
COUNTRY GARDEN HLD HKD0.10	**	197,189		
COUNTRYWIDE AST-BACKED CERTIFICATES SER 2007-13 RATE 02-25-2036 REG	**	3,487,993		
COUNTY BANCORP INC COM	**	7,834		
COUPA SOFTWARE INC COM	**	3,649,777		
COUSINS PPTYS INC COM	**	324,453		
COVENTRY HLTH CARE 5.45% DUE 06-15-2021	**	4,736,905		
COVESTRO AG NPV	**	3,075,476		
COVIDIEN INTL FINANCE SA 4.2 DUE 6-15-2020	**	203,196		
COWEN INC COM USD0.01 CL A	**	30,695		
CPI AEROSTRUCTURES INC COM NEW	**	10,128		
CPPIB CAPITAL INC 144A 2.25% DUE 01-25-2022 REG	**	14,775,600		
CPS AUTO 3.95% DUE 03-15-2023	**	188,542		
CR ACCEP AUTO LN 2.15% DUE 04-15-2024	**	1,405,167		
CR ACCEP AUTO LN 3.02% DUE 04-15-2026	**	485,574		
CR AGRICOLE S A 3.75% DUE 04-24-2023	**	244,635		
CR AGRICOLE S A 3.75% DUE 04-24-2023	**	1,139,999		
CR SUISSE AG FIXED 3.625% DUE 09-09-2024	**	2,328,364		
CR SUISSE AG NEW 3% DUE 10-29-2021	**	5,430,260		
CR SUISSE AG NEW 5.3% DUE 08-13-2019	**	4,718,683		
CR SUISSE AG NEW 5.4% DUE 01-14-2020	**	304,640		
CR SUISSE AG TRANCHE # TR 00006 4.375 DUE 08-05-2020	**	1,229,719		
CR SUISSE GROUP 3.125% DUE 12-10-2020	**	495,110		
CR SUISSE GROUP 3.125% DUE 12-10-2020	**	4,505,501		
CR SUISSE GROUP 3.75% DUE 03-26-2025	**	476,779		
CR SUISSE GROUP 3.75% DUE 03-26-2025	**	5,721,342		
CR SUISSE GROUP 3.8% DUE 06-09-2023	**	245,322		
CR SUISSE GROUP 4.55% DUE 04-17-2026	**	13,168,131		
CR SUISSE GROUP AG 3.574% DUE 01-09-2023	**	731,648		
CR SUISSE GROUP AG 4.282% DUE 01-09-2028	**	1,254,117		
CR SUISSE GROUP AG 4.282% DUE 01-09-2028	**	4,823,525		
CR SUISSE GROUP AG FLTG RT 3.869% DUE 01-12-2029	**	3,879,397		
CR SUISSE GROUP AG STEP CPN 7.25% DUE 12-29-2999	**	1,320,690		
CRA INTL INC COM	**	45,997		

59

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CRAFT BREW ALLIANCE INC COM	**	39,438		
CRANE CO COM	**	281,502		
CRAY INC COM NEW STK	**	267,198		
CRCAM NORD DE FRAN EUR3.05 (INVEST CERT)	**	111,282		
CREDICORP LTD COM STK	**	757,225		
CREDIT AGRICOLE CORP C/D 05-09-2018 FLTG DUE 05-11-2020	**	7,018,712		
CREDIT AGRICOLE S A TRANCHE # TR 00013 VAR DTD 04/15/2014 DUE 04-15-2019 BEO	**	1,201,684		
CREDIT AGRICOLE S A UNDATED DEEPLY FIXEDTO 144A FLTG RATE NT 8.375 15 AUG 39	**	3,016,375		
CREDIT AGRICOLE SA EUR3	**	242,084		
CREDIT SUISSE GROUP AG 6.5% 08/08/2023	**	627,381		
CREE INC COM	**	420,264		
CRESCENT POINT EN COM NPV	**	18,490		
CROCS INC COM	**	48,271		
CROSS CTRY HEALTHCARE INC COM	**	45,937		
CROWN CASTLE INTL 2.25% DUE 09-01-2021	**	2,383,211		
CROWN CASTLE INTL 3.4% DUE 02-15-2021	**	499,826		
CROWN CASTLE INTL 4% DUE 03-01-2027	**	65,256		
CROWN CASTLE INTL 4.875% DUE 04-15-2022	**	4,115,932		
CROWN CASTLE INTL 5.25% DUE 01-15-2023	**	51,921		
CROWN CASTLE INTL CORP NEW COM	**	12,335,045		
CROWN CASTLE TOWERS LLC/CROWN PPN BOND 4.241% 07-15-2028	**	8,160,230		
CROWN HLDGS INC COM	**	2,366,830		
CROWN RESORTS LIMITED	**	460,563		
CRYOLIFE INC COM	**	33,119		
CSAIL COML MTG SR 2018-CX11 CL ASB 4.0339% 04-15-2051	**	4,631,346		
CSAIL 2016-C6 COML 2.66190004349% DUE 01-15-2049	**	5,925,018		
CSAIL 2016-C6 COML 2.8233% DUE 01-15-2049	**	2,193,197		
CSAIL 2016-C6 COML 2.95989990234% DUE 01-15-2049	**	11,994,083		
CSL LTD NPV	**	581,373		
CSPC PHARMACEUTICAL GROUP LTD HKD0.10	**	1,010,301		
CSR LIMITED NPV	**	114,738		
CSS INDS INC COM	**	14,765		
CSW INDUSTRIALS INC COM	**	106,370		
CSX CORP 3.7 11-01-2023	**	152,235		
CSX CORP 4.25% DUE 03-15-2029	**	253,826		
CTBC FINANCIAL HOLDING CO COM STK	**	696,696		
CTS CORP COM	**	119,172		
CUBESMART	**	522,875		
CUBIC CORP COM	**	765,204		
CULLEN / FROST BANKERS INC COM	**	1,212,605		
CULP INC COM	**	33,718		
CUMMINS INC	**	15,929,888		
CURRENCY OPTION CALL BARCGB33 EUR/USD 1.3075 European 22/09/2021 31750E064	**	7,682		
CURRENCY OPTION CALL CITIUS33 EUR/USD 1.2908 European 24/06/2021 31750DN53	**	6,638		
CURRENCY OPTION CALL GSCMUS33 USD/CNH 7.11 European 02-11-2019 31750E6M3	**	731		
CURRENCY OPTION PUT BARCGB33 EUR/USD 1.3075 European 22/09/2021 31750E072	**	20,320		
CURRENCY OPTION PUT CITIUS33 EUR/USD 1.2908 European 24/06/2021 31750DN61	**	16,296		

60

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
CUSHMAN & WAKEFIELD INC	**	975,278		
CUSTOMERS BANCORP INC COM	**	54,818		
CVB FINL CORP COM	**	1,685,442		
CVC CORDATUS LOA 4 FRN CLO 01/2028 EUR 'A'	**	1,369,150		
CVS CAREMARK CORP 4 DUE 12-05-2023	**	3,008,571		
CVS HEALTH CORP 2.125% DUE 06-01-2021	**	311,651		
CVS HEALTH CORP 2.75% DUE 12-01-2022	**	144,361		
CVS HEALTH CORP 2.75% DUE 12-01-2022	**	3,041,203		
CVS HEALTH CORP 2.8% DUE 07-20-2020	**	12,867,836		
CVS HEALTH CORP 3.35% DUE 03-09-2021	**	99,715		
CVS HEALTH CORP 3.35% DUE 03-09-2021	**	12,125,283		
CVS HEALTH CORP 3.5% DUE 07-20-2022	**	993,139		
CVS HEALTH CORP 3.7% DUE 03-09-2023	**	98,930		
CVS HEALTH CORP 3.7% DUE 03-09-2023	**	18,178,296		
CVS HEALTH CORP 3.875% DUE 07-20-2025	**	5,704,723		
CVS HEALTH CORP 4.1% DUE 03-25-2025	**	1,188,026		
CVS HEALTH CORP 4.1% DUE 03-25-2025	**	1,336,530		
CVS HEALTH CORP 4.3% DUE 03-25-2028	**	1,289,466		
CVS HEALTH CORP 4.3% DUE 03-25-2028	**	10,743,923		
CVS HEALTH CORP 4.78% DUE 03-25-2038	**	479,128		
CVS HEALTH CORP 4.78% DUE 03-25-2038	**	814,518		
CVS HEALTH CORP 5.05% DUE 03-25-2048	**	233,426		
CVS HEALTH CORP 5.05% DUE 03-25-2048	**	534,936		
CVS HEALTH CORP SR NT FLTG RATE DUE 03-09-2020 REG	**	4,921,116		
CVS HEALTH CORP SR NT FLTG RATE DUE 03-09-2021 REG	**	198,388		
CWABS INC 2004-6 ASSET BKD CTF CL 1-A-1 FLTG RATE 12-25-2034 REG	**	3,263,634		
CWABS INC FLTG RT 3.01% DUE 10-25-2034	**	7,802,361		
CWABS INC SER 2005-15 CL 2AV3 VAR RT 04-25-2036	**	2,325,450		
CYBER-ARK SOFTWARE LTD COM ILS0.01	**	348,458		
CYBEROPTICS CORP COM	**	9,926		
CYFROWY POLSAT SA PLN0.04	**	31,903		
CYIENT LIMITED INR5	**	226,775		
CYRELA BRAZIL RLTY S A EMPREENDIMENTOS ECOM NPV	**	656,730		
CYRUSONE INC COM	**	510,239		
CYTOKINETICS INC COMMON STOCK	**	128,953		
CYTOMX THERAPEUTICS INC. COM	**	232,525		
CZECH(REP OF) 0.95% BDS 15/05/30 CZK10000	**	120,831		
D R HORTON INC 2.55% 12-01-2020	**	390,374		
D R HORTON INC 3.75 DUE 03-01-2019	**	599,951		
D R HORTON INC SR NT 4.375 09-15-2022	**	303,482		
DA-CIN CONSTRUCTN TWD10	**	68,736		
DAE DUCK ELECTRNC KRW500	**	181,653		
DAELIM INDUSTRIAL KRW5000	**	251,297		
DAI HAN PHARM KRW500	**	141,969		
DAIHO CORPORATION NPV	**	792,816		
DAIICHI JITSUGYO NPV	**	47,899		
DAI-ICHI LIFE HOLD NPV	**	249,224		

61

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
DAIKIN INDUSTRIES NPV	**	4,720,139		
DAIMLER FIN N AMER 2.2% DUE 05-05-2020	**	295,084		
DAIMLER FIN N AMER 2.25% DUE 09-03-2019	**	9,744,717		
DAIMLER FIN N AMER 2.25% DUE 09-03-2019	**	198,725		
DAIMLER FIN N AMER 2.85% DUE 01-06-2022	**	1,367,475		
DAIMLER FIN N AMER 3.1% DUE 05-04-2020	**	1,337,561		
DAIMLER FIN N AMER 3.35% DUE 02-22-2023	**	197,272		
DAIMLER FIN N AMER 3.35% DUE 02-22-2023	**	641,133		
DAIMLER FIN NORTH AMER LLC 3.7% DUE 05-04-2023 BEO	**	7,565,162		
DAIMLER FIN NORTH AMER LLC NT FLTG 144A DUE 10-30-2019 BEO	**	4,046,608		
DAISHI HOKUETSU NPV	**	225,279		
DAISHIN SECURITIES 1ST PRF KRW5000	**	116,122		
DAISHIN SECURITIES KRW5000	**	79,672		
DAITO TRUST CONST NPV	**	177,382		
DAIWA HOUSE INDS NPV	**	212,576		
DAIWA SECS GROUP 3.129% DUE 04-19-2022	**	179,082		
DAIWA SECS GROUP 3.129% DUE 04-19-2022	**	688,778		
DAKTRONICS INC COM	**	222,207		
DANA INC COM	**	2,210,636		
DANAHER CORP 2.4% DUE 09-15-2020	**	247,709		
DANAHER CORP COM	**	12,589,199		
DANONE 1.691% DUE 10-30-2019	**	197,248		
DANONE 1.691% DUE 10-30-2019	**	4,102,767		
DANONE EUR0.25	**	4,990,056		
DANSKE BANK A/S DKK10	**	284,285		
DANSKE BK A/S 2.2% 03-02-2020	**	489,260		
DANSKE BK A/S 144A 2.7% DUE 03-02-2022	**	383,258		
DANSKE BK A/S 2.8% DUE 03-10-2021	**	2,506,477		
DANSKE HYPOTEK 1% CVD BDS 21/12/2022 SEK	**	459,255		
DAOU TECHNOLOGY KRW500	**	166,710		
DARDEN RESTAURANTS INC COM	**	296,384		
DARLING INGREDIENTS INC COMSTK	**	2,953,282		
DART GROUP ORD GBP0.0125	**	524,459		
DASAN ZHONE SOLUTIONS INC COM NEW COM NEW	**	40,673		
DASSAULT SYSTEMES EUR0.50	**	2,039,798		
DAVE & BUSTERS ENTMT INC COM	**	2,356,466		
DAWSON GEOPHYSICAL CO NEW COM	**	13,990		
DBS BK LTD GLOBAL 3.3% DUE 11-27-2021	**	100,740		
DBS GROUP HLDGS NPV	**	3,679,511		
DEAN FOODS CO NEW COM NEW COM USD0.01 (POST REV SPLIT)	**	43,811		
DECKERS OUTDOOR CORP COM	**	1,276,685		
DEERE & CO 2.6% DUE 06-08-2022	**	675,312		
DEERE JOHN CAP 2.7% DUE 01-06-2023	**	585,155		
DEERE JOHN CAP 2.8% DUE 03-06-2023	**	977,716		
DEERE JOHN CAP CORP 1.7 01-15-2020	**	720,475		
DEERE JOHN CAP CORP 2.25 DUE 04-17-2019	**	878,023		
DEFAULTED PACIFIC GAS & ELEC CO 0.0% DUE 12-31-2040	**	1,132,129		

62

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
DEFAULTED PACIFIC GAS & ELEC CO 0.0% DUE 12-31-2040	**	221,164		
DEFAULTED PACIFIC GAS & ELEC CO 0.0% DUE 12-31-2040	**	1,530,455		
DEFAULTED PACIFIC GAS & ELEC CO 0.0% DUE 12-31-2040	**	3,622,169		
DEL FRISCOS RESTAURANT GROUP INC COM	**	32,161		
DEL TACO RESTAURANTS INC NEW COM USD 0.0001	**	48,981		
DELEK US HLDGS INC NEW COM	**	310,763		
DELMARVA PWR & LT 3.5% DUE 11-15-2023	**	703,779		
DELTA 2012-1A PASS 4.75% DUE 11-07-2021	**	386,640		
DELTA AIR LINES 3.625% DUE 03-15-2022	**	5,548,605		
DELTA AIR LINES 6.821% DUE 02-10-2024	**	1,677,673		
DELTA AIR LINES 7.75% DUE 06-17-2021	**	118,748		
DELTA AIR LINES FIXED 2.875% DUE 03-13-2020	**	1,167,194		
DELTA AIR LINES INC DEL 2.6% 12-04-2020 REG	**	196,663		
DELTA AIR LINES INC DEL 2.6% 12-04-2020 REG	**	1,504,469		
DELTA ELECTRONIC TWD10	**	602,884		
DELTA ELECTRONICS THB1(NVDR)	**	54,890		
DENBURY RES INC HLDG CO COM NEW	**	70,009		
DENSO CORP NPV	**	3,959,167		
DENTIUM CO LTD	**	200,718		
DEPY TR & CLEARING 4.875% DUE 12-29-2049	**	738,750		
DERMIRA INC COM	**	186,314		
DERWENT LONDON ORD GBP0.05	**	964,897		
DESTINATION MATERNITY CORP COM STK	**	2,618		
DETROIT EDISON CO 3.9% DUE 06-01-2021	**	289,938		
DETROIT EDISON CO GEN & REF MTG 2012 SERA 2.65 DUE 06-15-2022	**	273,267		
DEUTSCHE BK AG 2.5% DUE 02-13-2019	**	199,620		
DEUTSCHE BK AG 3.375% DUE 05-12-2021	**	2,123,101		
DEUTSCHE BK AG 3.7% DUE 05-30-2024	**	60,861		
DEUTSCHE BK AG N Y FLTG DUE 01-22-2021	**	477,182		
DEUTSCHE BK AG N Y BRH 4.25% 02-04-2021	**	3,542,930		
DEUTSCHE BK AG N Y FIXED 3.125% DUE 01-13-2021	**	145,172		
DEUTSCHE BK AG N Y FIXED 3.125% DUE 01-13-2021	**	1,945,298		
DEUTSCHE BK AG N Y FIXED 3.375% DUE 05-12-2021	**	220,030		
DEUTSCHE BK AG N Y FIXED 4.25% DUE 10-14-2021	**	3,324,360		
DEUTSCHE BOERSE AG NPV(REGD)	**	460,020		
DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK)	**	1,389,711		
DEUTSCHE PFAND AG 1.625% PFBRF 30/08/2019 USD	**	198,164		
DEUTSCHE TELEKOM 2.225% DUE 01-17-2020	**	1,812,743		
DEUTSCHE TELEKOM NPV(REGD)	**	155,092		
DEUTSCHE WOHNEN SE NPV (BR)	**	167,198		
DEVELOPMENT BK JAPAN INC DEVELOPMENT BK OF JAPAN 3.125% DUE 09-06-2023 REG	**	503,446		
DEVELOPMENT BK JAPAN INC NT 144A 1.625% DUE 09-01-2021 BEO	**	483,453		
DEVELOPMENT BK JAPAN INC NT 144A 1.625% DUE 09-01-2021 BEO	**	12,666,456		
DEVON ENERGY CORP 3.25% DUE 05-15-2022	**	12,694,160		
DEVON ENERGY CORP 4% DUE 07-15-2021	**	2,472,433		
DEVON ENERGY CORP 5.85% DUE 12-15-2025	**	1,050,028		
DEXCOM INC COM	**	280,811		

63

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
DEXIA CR LOC GTD NT 144A 3.25% DUE 09-26-2023 BEO	**	1,013,364		
DEXIA CR LOC MEDIUM TERM NT 144A 2.25% DUE 02-18-2020 BEO	**	3,479,389		
DEXIA CR LOC NT 144A 1.875% DUE 09-15-2021 BEO	**	1,850,505		
DEXIA CR LOC NT 144A 1.875% DUE 09-15-2021 BEO	**	2,678,363		
DEXIA CREDIT LOCAL 2.0% DUE 22/01/2021	**	717,121		
DEXUS PROPERTY GROUP NPV	**	185,536		
DHI GROUP INC COM	**	5,671		
DHT HOLDINGS INC SHS NEW	**	1,433,916		
DIAGEO CAP PLC 3.5% DUE 09-18-2023	**	5,736,514		
DIAGEO CAP PLC GTD NT 4.828 DUE 07-15-2020	**	3,369,836		
DIAGEO CAP PLC GTD NT FLTG RATE DUE 05-18-2020 REG	**	2,653,612		
DIAGEO INVT CORP 2.875% DUE 05-11-2022	**	118,830		
DIAGEO ORD PLC	**	5,312,764		
DIAGEO PLC SPONSORED ADR NEW	**	10,758,791		
DIALOG GROUP MYR0.10	**	230,738		
DIAMOND 1 FIN CORP 3.48% DUE 06-01-2019	**	3,788,771		
DIAMOND 1 FIN CORP 3.48% DUE 06-01-2019	**	4,725,993		
DIAMOND 1 FIN CORP 4.42% DUE 06-15-2021	**	299,505		
DIAMOND 1 FIN CORP 4.42% DUE 06-15-2021	**	8,765,513		
DIAMOND OFFSHORE DRILLING INC COM	**	114,828		
DIAMONDBACK ENERGY INC COM	**	830,912		
DIAMONDROCK HOSPITALITY CO COM STK	**	183,961		
DICKS SPORTING GOODS INC OC-COM OC-COM	**	292,937		
D'IETEREN NV NPV	**	768,681		
DIGI INTL INC COM	**	130,080		
DIGIRAD CORP COM	**	1,289		
DIGITAL RLTY TR LP 3.95% DUE 07-01-2022	**	603,565		
DILLARDS INC CL A COM	**	228,696		
DIME CMNTY BANCSHARES INC COM	**	82,608		
DINE BRANDS GLOBAL INC	**	21,683		
DINO POLSKA SA PLN0.10	**	350,625		
DIODES INC COM	**	223,917		
DIPLOMAT PHARMACY INC COM	**	139,930		
DIRECT LINE INSURANCE PLC ORD GBP	**	365,688		
DISCOVER BK NEW 3.1% DUE 06-04-2020	**	337,672		
DISCOVER BK NEW 3.35% DUE 02-06-2023	**	1,956,454		
DISCOVER BK NEW 3.45% DUE 07-27-2026	**	275,099		
DISCOVER BK NEW 4.2% DUE 08-08-2023	**	2,500,575		
DISCOVER BK NEW 8.7% DUE 11-18-2019	**	383,811		
DISCOVER BK NEW CASTLE DEL 3.200 DUE 08-09-2021	**	593,767		
DISCOVER CARD 1.67% DUE 01-18-2022	**	993,529		
DISCOVER CARD 1.9% DUE 10-17-2022	**	16,563,515		
DISCOVER CARD 2.19% DUE 04-17-2023	**	16,913,200		
DISCOVER CARD 2.39% DUE 07-15-2024	**	6,538,083		
DISCOVER CARD 3.03% DUE 08-15-2025	**	5,263,545		
DISCOVER CARD EXECUTION NT TR 3.11% 2018-A4 A4 01-16-2024	**	2,213,242		
DISCOVER FINL SVCS 3.75% DUE 03-04-2025	**	941,945		

64

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
DISCOVER FINL SVCS 3.85% DUE 11-21-2022	**	1,719,994		
DISCOVER FINL SVCS COM STK	**	8,605,182		
DISCOVERY 3.95% DUE 03-20-2028	**	1,539,217		
DISCOVERY 6.35% DUE 06-01-2040	**	83,822		
DISCOVERY COMMUNIC 3.3 BDS DUE 05-15-2022	**	58,819		
DISCOVERY COMMUNIC 3.3 BDS DUE 05-15-2022	**	1,862,589		
DISCOVERY COMMUNICATIONS LLC 2.2% DUE 09-20-2019	**	2,481,761		
DISCOVERY COMMUNICATIONS LLC 2.95% 03-20-2023	**	574,045		
DISCOVERY COMMUNICATIONS LLC 2.95% 03-20-2023	**	4,783,710		
DISCOVERY INC COM USD0.01 SERIES C	**	16,735,308		
DISH DBS CORP SR NT 7.875 DUE 09-01-2019	**	510,150		
DISNEY WALT CO NEW 2.75 DUE 08-16-2021	**	616,240		
DISNEY WALT CO NEW 4.125 DUE 06-01-2044	**	50,516		
DISNEY WALT COMPANY 2.55 DUE 02-15-2022	**	147,596		
DMC GLOBAL INC COM	**	13,100		
DMG MORI CO LTD	**	566,411		
DNB BANK ASA/NY 04/10/2018 FLTG RTE CD 04-06-2020	**	15,030,795		
DNB BOLIGKREDITT A CORPBOND 3.25% 06-28-2023	**	403,631		
DNB NOR 2.25% DUE 03-28-2022	**	393,600		
DOCUSIGN INC COM	**	94,348		
DOLLAR GEN CORP NEW COM	**	26,082,730		
DOLLAR TREE INC COM STK	**	21,145,899		
DOMINION ENERGY GAS HLDGS LLC FORMERLY SR NT 2018 SER A FLTG DUE 06-15-2021 REG	**	99,721		
DOMINION ENERGY INC FORMERLY 2.579% 07-01-2020	**	8,583,541		
DOMINION GAS HLDGS 2.5% DUE 12-15-2019	**	198,519		
DOMINION GAS HLDGS 2.8% DUE 11-15-2020	**	1,182,191		
DOMINION GAS HLDGS 2.8% DUE 11-15-2020	**	543,808		
DOMINION RES INC 1.6% DUE 08-15-2019	**	1,325,082		
DOMINION RES INC 2.75 DUE 09-15-2022	**	115,581		
DOMINION RES INC 2.85% DUE 08-15-2026	**	571,318		
DOMINOS PIZZA INC COM	**	3,671,244		
DOMTAR CORP COM NEW COM NEW	**	558,883		
DONEGAL GROUP INC CL A NEW CLA	**	47,389		
DONGYUE GROUP LTD HKD0.1	**	69,145		
DONNELLEY FINL SOLUTIONS INC COM	**	70,150		
DOOSAN CORPORATION 1ST PFD KRW5000	**	60,914		
DOOSAN INFRACORE C KRW5000	**	317,991		
DORIAN LPG LIMITED COM USD0.01	**	57,869		
DOUGLAS EMMETT INC COM REIT	**	4,248,195		
DOUTOR NICHIRES HO NPV	**	165,161		
DOW CHEM CO 4.125 DUE 11-15-2021	**	142,463		
DOW CHEM CO 4.25% DUE 11-15-2020	**	4,968,802		
DOW CHEMICAL CO 3% DUE 11-15-2022	**	339,497		
DOW CHEMICAL CO 3% DUE 11-15-2022	**	664,445		
DOWDUPONT INC 3.766% DUE 11-15-2020	**	1,463,901		
DOWDUPONT INC 4.493% DUE 11-15-2025	**	617,746		
DOWDUPONT INC COM USD0.01	**	2,688,867		

65

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
DOWDUPONT INC FLTG RT 3.81681% DUE 11-15-2023	**	3,097,175		
DOWDUPONT INC NT FLTG RATE DUE 11-15-2020 REG	**	2,566,362		
DOWNER EDI LTD NPV	**	739,555		
DR AUTO 2.64% DUE 09-15-2020	**	974,307		
DR AUTO 2.75% DUE 09-15-2023	**	302,386		
DR AUTO 3.04% DUE 06-15-2021	**	1,253,571		
DR AUTO 3.04% DUE 06-15-2021	**	4,345,881		
DR AUTO 3.04% DUE 11-15-2021	**	1,669,291		
DR AUTO 3.36% DUE 10-17-2022	**	654,703		
DR AUTO 4.18% DUE 03-15-2024	**	224,133		
DR PEPPER SNAPPLE 2.55% DUE 09-15-2026	**	45,581		
DR PEPPER SNAPPLE GROUP 2 DUE 01-15-2020	**	24,583		
DR PEPPER SNAPPLE GROUP 2 DUE 01-15-2020	**	294,997		
DR REDDYS LABS INR5	**	27,209		
DRAX GROUP ORD GBP0.1155172	**	693,746		
DREAM OFFICE REAL ESTATE INVESTMENT TRUST UNITS SERIES A	**	40,800		
DRIL-QUIP INC COM	**	123,964		
DRIVE AUTO RECEIVABLES TR 2017-3 CL B 2.3% 05-17-2021 REG	**	655,471		
DRIVE AUTO RECEIVABLES TR SER 17-1 CL D 3.84% 03-15-2023	**	217,778		
DRIVE AUTO RECEIVABLES TRUST SR 17-1 CL C 2.84% 04-15-2022	**	190,756		
DSP GROUPS INC COM	**	106,680		
DSW INC CL A CL A	**	248,383		
DT AUTO OWNER TR 3.77% DUE 10-17-2022	**	112,968		
DTE ENERGY CO 2.4% DUE 12-01-2019	**	544,549		
DTE ENERGY CO 2.4% DUE 12-01-2019	**	6,641,149		
DTE ENERGY CO 3.7% 08-01-2023	**	1,663,272		
DTR AUTOMOTIVE CORPORATION	**	39,357		
DU PONT E I DE 2.2% DUE 05-01-2020	**	1,251,156		
DUCOMMUN INC DEL COM	**	59,093		
DUKE ENERGY 2.5% DUE 03-15-2023	**	3,671,028		
DUKE ENERGY 3.95% 03-15-2048	**	381,678		
DUKE ENERGY 3.95% DUE 11-15-2028	**	1,272,140		
DUKE ENERGY CAROLINAS DTD 06/07/2010 4.3DUE 06-15-2020	**	152,909		
DUKE ENERGY CORP 2.4% DUE 08-15-2022	**	3,718,029		
DUKE ENERGY CORP 2.65% DUE 09-01-2026	**	1,259,152		
DUKE ENERGY CORP 3.05 DUE 08-15-2022	**	1,861,968		
DUKE ENERGY CORP 3.05 DUE 08-15-2022	**	489,992		
DUKE ENERGY CORP 3.15% DUE 08-15-2027	**	37,341		
DUKE ENERGY CORP 5.05% DUE 09-15-2019	**	121,109		
DUKE ENERGY CORP 5.05% DUE 09-15-2019	**	201,849		
DUKE ENERGY CORP NEW 3.95 DUE 10-15-2023	**	12,511,898		
DUKE ENERGY CORP NEW COM NEW COM NEW	**	15,791,001		
DUKE ENERGY CORP NEW SR NT FLTG RATE 144A DUE 05-14-2021 BEO	**	298,573		
DUKE ENERGY FLA 3.2% DUE 01-15-2027	**	6,869,811		
DUKE ENERGY FLA FIXED 3.8% DUE 07-15-2028	**	7,372,956		
DUKE ENERGY IND 1ST MTG BD SER PPP 3.75 DUE 07-15-2020	**	1,003,049		
DUKE ENERGY PROGRESS LLC FLTG DUE 09-08-2020	**	3,345,597		

66

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
DXC TECHNOLOGY CO COM	**	3,019,524		
DXC TECHNOLOGY CO FIXED 4.25% DUE 04-15-2024	**	61,990		
DXC TECHNOLOGY CO FIXED 4.45% DUE 09-15-2022	**	510,203		
DXC TECHNOLOGY CO SR NT FLTG 3-01-2021	**	1,420,419		
DXP ENTERPRISES INC COM NEW STK	**	76,866		
DYCOM INDS INC COM	**	82,951		
E TRADE FINL CORP FORMERLY E TRADE GROUPINC TO 10/01/2003 COM NEW COM NEW	**	351,654		
E.ON SE NPV	**	1,464,965		
E.SUN FINL HLDGS TWD10	**	292,968		
EAGLE BANCORP INC MD COM	**	490,023		
EAGLE BULK SHIPPING INC COM STK	**	60,760		
EAGLE COLD STORAGE TWD10	**	6,760		
EARTHSTONE ENERGY INC COM USD0.10 CL A	**	20,331		
EAST JAPAN RAILWAY CO NPV	**	79,915		
EAST WEST BANCORP INC COM	**	1,347,471		
EASTERLY GOVERNMENT PROPERTI COMMON STOCK	**	70,999		
EASTMAN CHEM CO 2.7% DUE 01-15-2020	**	1,669,602		
EASTMAN CHEM CO 3.5% DUE 12-01-2021	**	3,165,794		
EASTN CO COM	**	25,462		
EASYJET ORD GBP0.27285714	**	235,263		
EATON CORP OHIO 2.75% DUE 11-02-2022	**	3,968,179		
EATON CORP PLC COM USD0.50	**	7,780,139		
EBAY INC FIXED 2.15% DUE 06-05-2020	**	3,080,479		
ECHO GLOBAL LOGISTICS INC COM	**	305,926		
ECHOSTAR CORPORATION	**	244,776		
ECLAT TEXTILE CO TWD10	**	506,951		
ECLIPSE RES CORP COM	**	25,249		
ECOLAB INC 3.25% DUE 12-01-2027	**	207,528		
ECOLAB INC 4.35% DUE 12-08-2021	**	617,463		
ECOPETROL S A 5.375% DUE 06-26-2026	**	5,806,063		
ECOPETROL S A 5.875% DUE 05-28-2045	**	283,266		
EDENRED EUR2	**	136,291		
EDF EUR0.5	**	698,254		
EDGEWELL PERS CARE CO COM	**	336,785		
EDION CORP NPV	**	399,516		
EDISON INTL 2.125% 04-15-2020 REG	**	2,044,235		
EDISON INTL FIXED 2.4% DUE 09-15-2022	**	2,135,859		
EDWARDS LIFESCIENCES CORP COM	**	509,903		
EI GROUP PLC ORD GBP0.025	**	386,368		
EISAI CO NPV	**	256,695		
EL PASO ENERGY CORP MEDIUM TERM NTS BOOK TR 4 7.8 8-1-31	**	718,817		
EL PASO PIPELINE PART OP 5 10-1-2021	**	4,977,049		
EL POLLO LOCO HLDGS INC COM	**	92,416		
ELAN MICROELECTRON TWD10	**	165,077		
ELANCO ANIMAL HEALTH INC COM	**	150,713		
ELASTIC N V COM USD0.01	**	450,324		
ELDORADO RESORTS INC COM USD0.00001	**	60,978		

67

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ELECTR ARTS INC 3.7% DUE 03-01-2021	**	4,088,676		
ELECTRICITY GENRTG THB10(NVDR)	**	28,204		
ELECTROLUX AB SER'B'NPV (POST SPLIT)	**	201,680		
ELECTRONICS FOR IMAGING INC COM	**	348,539		
ELEVATE CR INC COM	**	57,340		
ELISA OYJ NPV	**	113,043		
ELLIE MAE INC COM STK	**	92,172		
EMAAR PROPERTIES AED1	**	71,084		
EMC CORP 2.65% DUE 06-01-2020	**	576,253		
EMC INS GROUP INC COM	**	100,296		
EMCOR GROUP INC COM	**	3,520,218		
EMCORE CORP COM STK	**	20,786		
EMD FIN LLC 2.4% DUE 03-19-2020	**	791,856		
EMERA US FIN LP 2.15% DUE 06-15-2019	**	3,223,428		
EMERA US FIN LP 2.7% DUE 06-15-2021	**	487,098		
EMERALD BAY S.A. 0% NTS 19/10/2020 EUR1	**	525,780		
EMERALD EXPOSITIONS EVENTS INC COM	**	332,995		
EMERGENT BIOSOLUTIONS INC COM	**	878,826		
EMERSON ELEC CO 5% DUE 04-15-2019	**	271,553		
EMIRA PROPERTY FD NPV (REIT)	**	164,541		
EMIRATE ABU DHABI GLOBAL MEDIUM NTS BOOK TR 00001 2.125% DUE 05-03-2021	**	4,616,760		
EMIRATES TELECOMMUNICATIONS GROUP COMPA NY PJSC ETISALAT GROUP	**	91,710		
EMIS GROUP PLC ORD GBP0.01	**	306,944		
EMLAK KONUT GAYRIM TRY1 (B SHARES)	**	226,824		
EMPIRE ST RLTY TR INC CL A CL A	**	191,450		
EMPLOYERS HLDGS INC COM	**	145,090		
EMPRESAS CMPC SA COM NPV	**	116,113		
EMPRESAS COPEC SA COM NPV	**	249,481		
ENBRIDGE ENERGY 4.375% DUE 10-15-2020	**	5,134,271		
ENBRIDGE INC 2.9% 07-15-2022	**	3,116,194		
ENBRIDGE INC 4.25% DUE 12-01-2026	**	172,055		
ENBRIDGE INC SR NT FLTG RATE DUE 06-15-2020 REG	**	1,096,195		
ENCANA CORP 3.9% DUE 11-15-2021	**	3,152,662		
ENCANA CORP 6.5% DUE 05-15-2019	**	75,771		
ENCANA CORP 6.5% DUE 08-15-2034	**	105,806		
ENCOMPASS HEALTH CORP COM USD0.01	**	6,955,194		
ENCORE CAP GROUP INC COM	**	65,730		
ENCORE WIRE CORP COM	**	92,582		
ENDESA SA EUR1.2	**	1,637,184		
ENDO INTL LTD COM STK	**	442,044		
ENDOLOGIX INC COM	**	20,530		
ENEA SA PLN1.00	**	133,141		
ENEL CHILE SA COM NPV	**	47,468		
ENEL FIN INTL N V 4.25% DUE 09-14-2023	**	977,786		
ENEL SPA EUR1	**	1,883,760		
ENERGA SA PLN10.92	**	174,227		
ENERGY TRANSFER 3.6% DUE 02-01-2023	**	270,723		

68

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ENERGY TRANSFER 4.05% DUE 03-15-2025	**	366,975		
ENERGY TRANSFER 4.15% DUE 10-01-2020	**	301,811		
ENERGY TRANSFER 4.65% DUE 06-01-2021	**	101,739		
ENERGY TRANSFER 4.65% DUE 06-01-2021	**	2,877,185		
ENERGY TRANSFER 4.75% DUE 01-15-2026	**	14,575		
ENERGY TRANSFER 4.95% DUE 06-15-2028	**	953,953		
ENERGY TRANSFER 6.625% DUE 10-15-2036	**	51,344		
ENERGY TRANSFER PARTNERS 5.2 2-1-2022	**	10,269,610		
ENERGY TRANSFER SR NT 9 DUE 04-15-2019	**	610,127		
ENERSYS COM	**	819,639		
ENEVA SA	**	76,352		
ENGHOUSE SYSTEMS COM NPV	**	544,583		
ENGIE BRASIL COM NPV	**	36,314		
ENGIE COMSTK	**	6,843,724		
ENGRO CORPORATION LTD PKR10	**	16,148		
ENGRO FERTILIZER L PKR10	**	194,265		
ENI SPA EUR1	**	7,812,101		
ENLINK MIDSTREAM 2.7% DUE 04-01-2019	**	397,500		
ENLINK MIDSTREAM 4.4% DUE 04-01-2024	**	612,549		
ENLINK MIDSTREAM LLC COM UNIT REPSTG LTD LIABILITY CO INTS	**	266,508		
ENN ENERGY COMSTK	**	265,227		
ENNIS INC COM	**	80,292		
ENOVA INTL INC COM	**	250,528		
ENPRO INDS INC COM	**	175,192		
ENSCO PLC SHS CLASS A COM	**	90,994		
ENSIGN GROUP INC COM STK	**	101,940		
ENSTAR GROUP LIMITED COM	**	437,693		
ENTEGRA FINL CORP COM	**	25,274		
ENTEGRIS INC COM	**	591,513		
ENTERCOM MUNICATIONS CORP CL A CL A	**	121,697		
ENTERGY ARK INC 3.05% DUE 06-01-2023	**	53,401		
ENTERGY CORP 5.125 DUE 09-15-2020	**	1,632,981		
ENTERGY CORP 5.125 DUE 09-15-2020	**	790,975		
ENTERGY CORP DISC COML PAPER 4/2 YRS 3&403-05-2019	**	5,987,671		
ENTERGY GULF STS 5.59% DUE 10-01-2024	**	443,503		
ENTERGY LA LLC 2.4% DUE 10-01-2026	**	73,568		
ENTERGY LA LLC 3.12% 09-01-2027	**	90,662		
ENTERGY LA LLC 4.0% 03-15-2033	**	166,906		
ENTERGY LA LLC 5.4% DUE 11-01-2024	**	1,313,569		
ENTERPRISE BANCORP INC MASS CDT-COM CDT-COM	**	44,509		
ENTERPRISE FINL SVCS CORP COM STK	**	881,295		
ENTERPRISE FLEET 1.74000000954% DUE 02-22-2022	**	1,635,658		
ENTERPRISE PRODS 2.55% DUE 10-15-2019	**	2,135,976		
ENTERPRISE PRODS 2.85% DUE 04-15-2021	**	1,168,227		
ENTERPRISE PRODS 3.35% DUE 03-15-2023	**	1,666,915		
ENTERPRISE PRODS 3.75% DUE 02-15-2025	**	321,574		

69

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ENTERPRISE PRODS 3.9% DUE 02-15-2024	**	112,949		
ENTERPRISE PRODS 3.9% DUE 02-15-2024	**	403,390		
ENTERPRISE PRODS 4.15% DUE 10-16-2028	**	587,027		
ENTERPRISE PRODS 6.5% DUE 01-31-2019	**	120,264		
ENTERPRISE PRODS 6.5% DUE 01-31-2019	**	2,311,071		
ENTERPRISE PRODS OPER DTD 05-20-2010 5.2DUE 09-01-2020	**	2,504,752		
ENTERPRISE PRODS OPER LLC 2.8% 02-15-2021 REG	**	1,724,712		
ENTERPRISE PRODS OPER LLC 3.7% 02-15-2026	**	53,206		
ENTRA ASA NOK1	**	780,517		
ENTRAVISION COMMUNICATIONS CORP CL A CL A	**	33,759		
EOG RES INC 2.45 DUE 04-01-2020	**	346,608		
EOG RES INC 2.625 DUE 03-15-2023	**	134,498		
EOG RES INC 3.15% DUE 04-01-2025	**	1,450,740		
EOG RES INC 4.1% DUE 02-01-2021	**	86,237		
EOG RES INC 4.1% DUE 02-01-2021	**	563,077		
EOG RES INC 4.15% DUE 01-15-2026	**	759,517		
EOG RES INC 4.4% DUE 06-01-2020	**	4,955,218		
EOG RES INC 5.625% DUE 06-01-2019	**	9,996,724		
EOG RES INC 5.625% DUE 06-01-2019	**	267,506		
EOG RESOURCES INC COM	**	13,183,885		
EP ENERGY CORP CL A CL A	**	204		
EPAM SYS INC COM STK	**	748,729		
EPIZYME INC COM	**	58,674		
EPLUS INC COM	**	463,032		
EPR PPTYS 4.5% DUE 06-01-2027	**	128,189		
EPR PPTYS 4.95% DUE 04-15-2028	**	217,692		
EPR PPTYS COM SH BEN INT COM SH BEN INT	**	463,577		
EQM MIDSTREAM 4.125% DUE 12-01-2026	**	1,180,101		
EQT CORP 4.875% DUE 11-15-2021	**	509,559		
EQT CORP 4.875% DUE 11-15-2021	**	302,678		
EQT CORP COM	**	278,798		
EQT CORP FIXED 2.5% DUE 10-01-2020	**	826,271		
EQTY LIFESTYLE PPTYS INC REIT	**	1,440,049		
EQUATORIAL ENERGIA COM NPV	**	102,384		
EQUIFAX INC COM	**	5,789,613		
EQUIFAX INC SR NT FLTG DUE 08-15-2021 REG	**	98,862		
EQUINIX INC 2.875% 15/03/2024	**	228,687		
EQUITABLE GP INC COM NPV	**	77,049		
EQUITY BANCSHARES INC COM CL A COM CL A	**	100,392		
EQUITY COMMONWEALTH USD0.01( BNF INT)	**	3,250,203		
ERA GROUP INC COM USD0.01	**	36,857		
ERAC USA FIN LLC 2.6% DUE 12-01-2021	**	291,894		
ERAMET EUR3.05	**	45,602		
ERICSSON	**	6,106,108		
ERICSSON SER'B'NPV	**	863,675		
ERP OPER LTD 2.375% DUE 07-01-2019	**	320,008		
ERP OPER LTD 3.5% DUE 03-01-2028	**	238,199		

70

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ERP OPERATING LP 4.625 DUE 12-15-2021 REG	**	93,115		
ERP OPERATING LP 4.625 DUE 12-15-2021 REG	**	362,116		
ERSTE GROUP BANK AG NPV	**	460,705		
ESCALADE INC COM	**	25,110		
ESCO TECHNOLOGIES INC	**	2,086,658		
ESSA BANCORP INC COM STK	**	19,200		
ESSENT GROUP LTD COM STK	**	395,839		
ESSILORLUXOTTICA EUR 0.18	**	3,535,685		
ESSILORLUXOTTICA EUR0.18	**	384,036		
ESSITY AB SER'B'NPV	**	2,671,541		
ESSO (THAILAND) PC THB4.9338 (NVDR)	**	7,567		
ESTACIO PARTICIPAC COM NPV	**	47,031		
ESTEE LAUDER COMPANIES INC CL A USD0.01	**	8,294,005		
ESTEE LAUDER COS 3.15% DUE 03-15-2027	**	63,334		
ESTERLINE TECHNOLOGIES CORP COM STK	**	328,158		
ETHAN ALLEN INTERIORS INC COM	**	50,483		
ETSY INC COM	**	1,454,500		
EURONET WORLDWIDE INC COM	**	339,902		
EUROPEAN INVT BK 1.875 03-15-2019	**	8,760,792		
EUROPEAN INVT BK GLOBAL NT 1.625% DUE 12-15-2020 REG	**	12,755,652		
EUROPEAN INVT BK GLOBAL NT 1.75% DUE 05-15-2020 REG	**	1,168,580		
EUROPEAN INVT BK NT 1.25% DUE 12-16-2019REG	**	7,083,295		
EUROSAIL-UK 07-3BL FRN M/BKD 06/2045 GBP'A3A'	**	55,271		
EUROSAIL-UK 2007-3BL PLC NO MIN REGD NOTES FLTG RT REG-S 13/06/2045	**	73,343		
EVA AIRWAYS CORPORATION RIGHT 18/01/2019	**	804		
EVA AIRWAYS TWD10	**	82,972		
EVANS BANCORP INC COM NEW COM NEW	**	27,211		
EVERCORE INC	**	752,668		
EVEREST RE GROUP COM	**	1,944,379		
EVERI HLDGS INC COM	**	98,617		
EVERSOURCE ENERGY 2.5% DUE 03-15-2021	**	2,762,721		
EVERTEC INC COM	**	525,009		
EVO PMTS INC CL A COM CL A COM	**	3,587,635		
EVOLENT HEALTH INC CL A CL A	**	30,444		
EVRAZ PLC ORD US0.5	**	775,855		
EXACT SCIENCES CORP COM	**	1,057,682		
EXELON CORP 3.95% DUE 06-15-2025	**	98,702		
EXELON CORP JR SUB NT STEP UP 06-01-202205-01-2022	**	88,011		
EXELON CORP JR SUB NT STEP UP 06-01-202205-01-2022	**	195,580		
EXELON GENERATION 5.75% DUE 10-01-2041	**	49,751		
EXELON GENERATION CO LLC 2.95% DUE 01-15-2020	**	2,627,291		
EXELON GENERATION CO LLC 3.4% 03-15-2022	**	738,181		
EXELON GENERATION CO LLC 3.4% 03-15-2022	**	305,115		
EXELON GENERATION CO LLC 4.25 06-15-2022	**	116,581		
EXETER AUTOMOBILE 2.05% DUE 12-15-2021	**	51,498		
EXETER AUTOMOBILE 2.05% DUE 12-15-2021	**	272,971		
EXETER AUTOMOBILE 2.84% DUE 08-16-2021	**	82,990		

71

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
EXETER AUTOMOBILE 2.9% DUE 01-18-2022	**	1,565,630		
EXETER AUTOMOBILE RECEIVABLES SER 18-1A CL C 3.03% 01-16-2023	**	283,192		
EXIDE INDUSTRIES INR1	**	372,912		
EXLSERVICE COM INC COM STK	**	840,815		
EXPEDIA INC FIXED 3.8% DUE 02-15-2028	**	113,354		
EXPERIAN ORD USD0.10	**	6,416,860		
EXPONENT INC COM STK	**	227,181		
EXPORT IMPORT BK KOREA NT 4% DUE 01-29-2021 REG	**	406,209		
EXPRESS INC COM	**	49,587		
EXPRESS SCRIPTS 2.6% 11-30-2020	**	3,760,263		
EXPRESS SCRIPTS 3.05% 11-30-2022	**	290,340		
EXPRESS SCRIPTS 3.4% DUE 03-01-2027	**	1,586,290		
EXTERRAN CORP COM	**	213,126		
EXTRACTION OIL & GAS INC EXTRACTION OIL & GAS LLC	**	903,238		
EXTREME NETWORKS INC COM	**	738,966		
EXXARO RESOURCES ZAR0.01	**	981,355		
EXXON MOBIL CORP 1.708% DUE 03-01-2019	**	5,230,668		
EXXON MOBIL CORP 2.222% DUE 03-01-2021	**	2,183,108		
EXXON MOBIL CORP 3.043% DUE 03-01-2026	**	1,902,356		
EXXON MOBIL CORP COM	**	5,941,395		
EZCORP INC CL A NON VTG CL A NON VTG	**	47,764		
F N B CORP PA COM	**	2,717,906		
FABRINET COM USD0.01	**	631,113		
FACEBOOK INC COM USD0.000006 CL 'A'	**	13,935,391		
FACTSET RESH SYS INC COM STK	**	750,087		
FAES FARMA SA EUR0.1(REGD)	**	113,517		
FAIR ISAAC CORPORATION COM	**	581,757		
FAIRFAX FINL HLDGS 2.75% 29/03/2028 DUALCURR	**	227,687		
FAIRFAX FINL HLDGS SUB-VTG COM NPV	**	88,884		
FALCK RENEWABLES EUR1	**	216,989		
FALCON MINERALS CORP	**	137,131		
FAMILYMART UNY HLD NPV	**	555,321		
FANNIE MAE 1997-89 CL-ZA 7.0% DUE 12-20-2027	**	171,715		
FANNIE MAE SER 1994-43 CL PK 6.35% 02-25-2024	**	73,960		
FANNIEMAE-ACES SR 2015-M8 CL AB 2.829% 01-25-2025	**	4,164,075		
FANUC CORP NPV	**	2,418,010		
FARFETCH LTD COM USD0.04 CLASS A	**	1,795,812		
FARMERS NATL BANC CORP COM	**	60,935		
FARO TECHNOLOGIES INC COM	**	95,748		
FASTIGHETS AB BALD SER'B'NPV	**	928,925		
FAUJI FERTILIZER PKR10	**	79,605		
FB FINL CORP COM	**	150,831		
FBL FINL GROUP INC CL A CL A	**	237,850		
FBR SECURITIZATION FLTG RT 3.25% DUE 11-25-2035	**	939		
FCE BANK FR SNR EMTN 08/20 EUR100000	**	112,055		
FED HOME LN MTG CORP G14239 4 DUE 09-01-2026	**	117,110		
FEDERAL AGRIC MTG CORP CL C	**	95,556		

72

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FEDERAL HOME LN BK CONS DISC NTS 01-03-2019	**	4,540,224		
FEDERAL HOME LN BKS 3.0% DUE 10-12-2021 REG	**	1,068,458		
FEDERAL HOME LN MTG CORP 2.375% 02-16-2021	**	1,554,584		
FEDERAL HOME LN MTG CORP 2014-DN1 CL M2 FLT RT 02-25-2024 REG	**	10,672,066		
FEDERAL HOME LN MTG CORP MULTICLASS MTG 4 11-15-2039	**	682,052		
FEDERAL HOME LN MTG CORP MULTICLASS SER 3778 CL M 4.5 08-15-2039	**	1,775,195		
FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-25 CL EF VAR 04-25-2038 REG	**	1,833,827		
FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-6 CL BF VAR 02-25-2038 REG	**	939,523		
FEDERAL HOME LN MTG CORP MULTICLASS SR 2410 CL PF VAR 02-15-2032 REG	**	879,083		
FEDERAL HOME LN MTG CORP MULTICLASS SR 3055 CL CF VAR 10-15-2035 REG	**	400,586		
FEDERAL HOME LN MTG CORP MULTICLASS SR 3150 CL FA VAR 05-15-2036 REG	**	1,921,415		
FEDERAL HOME LN MTG CORP MULTICLASS VAR SR 2012-17 CL FG 03-25-2042 REG	**	2,925,066		
FEDERAL HOME LN MTG CORP POOL #2B0646 FLTG RT DUE 07-01-2042 BEO	**	138,924		
FEDERAL HOME LN MTG CORP POOL #41-0792 4.657% 02-01-2030 BEO	**	21,457		
FEDERAL HOME LN MTG CORP POOL #53-8275 9% 12-01-2019 BEO	**	29		
FEDERAL HOME LN MTG CORP POOL #84-6004 4.705% 12-01-2024 BEO	**	8,967		
FEDERAL HOME LN MTG CORP POOL #84-6313 FLTG RT 4.678% 02-01-2026 BEO	**	693		
FEDERAL HOME LN MTG CORP POOL #849407 4.444% 09-01-2037 BEO	**	364,143		
FEDERAL HOME LN MTG CORP POOL #84-9790 FLTG RT DUE 03-01-2045	**	5,995,253		
FEDERAL HOME LN MTG CORP POOL #A01672 9.5% 09-01-2019 BEO	**	560		
FEDERAL HOME LN MTG CORP POOL #A39803 5.5% 11-01-2035 BEO	**	214,640		
FEDERAL HOME LN MTG CORP POOL #A47038 5%09-01-2035 BEO	**	106,104		
FEDERAL HOME LN MTG CORP POOL #A62378 6%06-01-2037 BEO	**	27,624		
FEDERAL HOME LN MTG CORP POOL #A63809 6%08-01-2037 BEO	**	55,197		
FEDERAL HOME LN MTG CORP POOL #A69654 6%12-01-2037 BEO	**	25,633		
FEDERAL HOME LN MTG CORP POOL #A71410 6%01-01-2038 BEO	**	764		
FEDERAL HOME LN MTG CORP POOL #A75218 6%04-01-2038 BEO	**	33,345		
FEDERAL HOME LN MTG CORP POOL #A85726 5%04-01-2039 BEO	**	97,069		
FEDERAL HOME LN MTG CORP POOL #A86313 5%05-01-2039 BEO	**	28,675		
FEDERAL HOME LN MTG CORP POOL #A90176 5%12-01-2039 BEO	**	28,739		
FEDERAL HOME LN MTG CORP POOL #A9-0826 4.5% 01-01-2040 BEO	**	400,345		
FEDERAL HOME LN MTG CORP POOL #A9-1235 4.5% 02-01-2040 BEO	**	215,382		
FEDERAL HOME LN MTG CORP POOL #A93318 5%08-01-2040 BEO	**	426,482		
FEDERAL HOME LN MTG CORP POOL #A9-3625 5% 08-01-2040 BEO	**	377,547		
FEDERAL HOME LN MTG CORP POOL #A9-3652 5% 09-01-2040 BEO	**	209,796		
FEDERAL HOME LN MTG CORP POOL #A9-3713 5% 09-01-2040 BEO	**	517,787		
FEDERAL HOME LN MTG CORP POOL #A9-4069 5% 09-01-2040 BEO	**	152,991		
FEDERAL HOME LN MTG CORP POOL #A9-4113 5% 10-01-2040 BEO	**	238,309		
FEDERAL HOME LN MTG CORP POOL #A94132 5%09-01-2040 BEO	**	2,522		
FEDERAL HOME LN MTG CORP POOL #A94898 4.5% 11-01-2040 BEO	**	288,448		
FEDERAL HOME LN MTG CORP POOL #A95085 4%11-01-2040 BEO	**	424,373		
FEDERAL HOME LN MTG CORP POOL #A9-5519 4.5% 12-01-2040 BEO	**	114,221		
FEDERAL HOME LN MTG CORP POOL #A95561 4%12-01-2040 BEO	**	663,708		
FEDERAL HOME LN MTG CORP POOL #A95575 4%12-01-2040 BEO	**	481,124		
FEDERAL HOME LN MTG CORP POOL #A97040 4%02-01-2041 BEO	**	441,416		
FEDERAL HOME LN MTG CORP POOL #C03517 4.5% 09-01-2040 BEO	**	296,532		
FEDERAL HOME LN MTG CORP POOL #C03520 4%09-01-2040 BEO	**	1,942,532		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FEDERAL HOME LN MTG CORP POOL #C03520 4%09-01-2040 BEO	**	864,771		
FEDERAL HOME LN MTG CORP POOL #C03545 5%08-01-2040 BEO	**	454,411		
FEDERAL HOME LN MTG CORP POOL #C03613 4%11-01-2040 BEO	**	450,274		
FEDERAL HOME LN MTG CORP POOL #C03792 3.5% 04-01-2042 BEO	**	1,448,221		
FEDERAL HOME LN MTG CORP POOL #C0-4240 3.5% 09-01-2042 BEO	**	554,664		
FEDERAL HOME LN MTG CORP POOL #C04422 3%12-01-2042 BEO	**	653,045		
FEDERAL HOME LN MTG CORP POOL #C09022 3%01-01-2043 BEO	**	3,364,136		
FEDERAL HOME LN MTG CORP POOL #C09055 4%12-01-2043 BEO	**	690,882		
FEDERAL HOME LN MTG CORP POOL #C1-0542 7% 06-01-2028 BEO	**	5,777		
FEDERAL HOME LN MTG CORP POOL #C1-2585 7% 07-01-2028 BEO	**	766		
FEDERAL HOME LN MTG CORP POOL #C1-4084 7% 08-01-2028 BEO	**	10,391		
FEDERAL HOME LN MTG CORP POOL #C91161 5%02-01-2028 BEO	**	14,881		
FEDERAL HOME LN MTG CORP POOL #C91589 3.5% 11-01-2032 BEO	**	413,715		
FEDERAL HOME LN MTG CORP POOL #C91960 3.5% 11-01-2037 BEO	**	1,474,980		
FEDERAL HOME LN MTG CORP POOL #C91981 3%02-01-2038 BEO	**	1,581,555		
FEDERAL HOME LN MTG CORP POOL #C91987 3%04-01-2038 BEO	**	1,306,682		
FEDERAL HOME LN MTG CORP POOL #D64290 7%10-01-2025 BEO	**	11,528		
FEDERAL HOME LN MTG CORP POOL #D7-0703 7% 04-01-2026 BEO	**	10,904		
FEDERAL HOME LN MTG CORP POOL #D75342 8%10-01-2026 BEO	**	652		
FEDERAL HOME LN MTG CORP POOL #D7-5558 8% 10-01-2026 BEO	**	948		
FEDERAL HOME LN MTG CORP POOL #D7-5787 8% 11-01-2026 BEO	**	2,472		
FEDERAL HOME LN MTG CORP POOL #D7-7163 7.5% 01-01-2027 BEO	**	2,374		
FEDERAL HOME LN MTG CORP POOL #D7-7490 7.5% 01-01-2027 BEO	**	307		
FEDERAL HOME LN MTG CORP POOL #D7-7541 7.5% 01-01-2027 BEO	**	7,005		
FEDERAL HOME LN MTG CORP POOL #D8-0177 7% 05-01-2027 BEO	**	8,312		
FEDERAL HOME LN MTG CORP POOL #D98914 4%01-01-2032 BEO	**	110,114		
FEDERAL HOME LN MTG CORP POOL #E04113 2.5% 11-01-2027 BEO	**	967,934		
FEDERAL HOME LN MTG CORP POOL #G0-0552 8.5% 03-01-2023 BEO	**	5,536		
FEDERAL HOME LN MTG CORP POOL #G0-0561 9.5% 06-01-2025 BEO	**	1,036		
FEDERAL HOME LN MTG CORP POOL #G0-0627 8% 06-01-2025 BEO	**	4,857		
FEDERAL HOME LN MTG CORP POOL #G0-0704 7% 12-01-2026 BEO	**	6,424		
FEDERAL HOME LN MTG CORP POOL #G01665 5.5% 03-01-2034 BEO	**	389,262		
FEDERAL HOME LN MTG CORP POOL #G02031 5.5% 02-01-2036 BEO	**	113,549		
FEDERAL HOME LN MTG CORP POOL #G02427 5.5% 12-01-2036 BEO	**	343,039		
FEDERAL HOME LN MTG CORP POOL #G03073 5.5% 07-01-2037 BEO	**	194,951		
FEDERAL HOME LN MTG CORP POOL #G03233 6%08-01-2037 BEO	**	6,204		
FEDERAL HOME LN MTG CORP POOL #G03600 7%11-01-2037 BEO	**	66,581		
FEDERAL HOME LN MTG CORP POOL #G03695 5.5% 11-01-2037 BEO	**	105,355		
FEDERAL HOME LN MTG CORP POOL #G03812 5.5% 02-01-2038 BEO	**	129,407		
FEDERAL HOME LN MTG CORP POOL #G03819 6%01-01-2038 BEO	**	45,960		
FEDERAL HOME LN MTG CORP POOL #G04448 5.5% 07-01-2038 BEO	**	54,369		
FEDERAL HOME LN MTG CORP POOL #G04585 5.5% 02-01-2038 BEO	**	96,157		
FEDERAL HOME LN MTG CORP POOL #G04588 5.5% 08-01-2038 BEO	**	58,281		
FEDERAL HOME LN MTG CORP POOL #G04636 5%12-01-2035 BEO	**	47,485		
FEDERAL HOME LN MTG CORP POOL #G04688 5.5% 09-01-2038 BEO	**	52,630		
FEDERAL HOME LN MTG CORP POOL #G05179 5.5% 01-01-2039 BEO	**	65,103		
FEDERAL HOME LN MTG CORP POOL #G05527 4%07-01-2039 BEO	**	51,765		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FEDERAL HOME LN MTG CORP POOL #G05676 4%11-01-2039 BEO	**	863,581		
FEDERAL HOME LN MTG CORP POOL #G05726 5%08-01-2039 BEO	**	213,935		
FEDERAL HOME LN MTG CORP POOL #G05741 4.5% 12-01-2039 BEO	**	457,374		
FEDERAL HOME LN MTG CORP POOL #G0-5927 4.5% 07-01-2040 BEO	**	943,915		
FEDERAL HOME LN MTG CORP POOL #G06021 5.5% 01-01-2040 BEO	**	150,822		
FEDERAL HOME LN MTG CORP POOL #G06087 5%09-01-2040 BEO	**	43,437		
FEDERAL HOME LN MTG CORP POOL #G06172 5.5% 12-01-2038 BEO	**	364,326		
FEDERAL HOME LN MTG CORP POOL #G06601 4.5% 12-01-2040 BEO	**	1,810,851		
FEDERAL HOME LN MTG CORP POOL #G06669 6.5% 09-01-2039 BEO	**	192,629		
FEDERAL HOME LN MTG CORP POOL #G06875 5.5% 12-01-2038 BEO	**	1,282,412		
FEDERAL HOME LN MTG CORP POOL #G07032 3%06-01-2042 BEO	**	1,077,383		
FEDERAL HOME LN MTG CORP POOL #G07129 3.5% 09-01-2042 BEO	**	895,551		
FEDERAL HOME LN MTG CORP POOL #G07434 3.5% 07-01-2043 BEO	**	1,719,093		
FEDERAL HOME LN MTG CORP POOL #G08273 5.5% 06-01-2038 BEO	**	37,052		
FEDERAL HOME LN MTG CORP POOL #G08368 4.5% 10-01-2039 BEO	**	435,606		
FEDERAL HOME LN MTG CORP POOL #G08457 4.5% 08-01-2041 BEO	**	802,168		
FEDERAL HOME LN MTG CORP POOL #G08521 3%01-01-2043 BEO	**	571,894		
FEDERAL HOME LN MTG CORP POOL #G08540 3%08-01-2043 BEO	**	915,326		
FEDERAL HOME LN MTG CORP POOL #G08567 4%01-01-2044 BEO	**	1,469,727		
FEDERAL HOME LN MTG CORP POOL #G08624 4%01-01-2045 BEO	**	2,083,570		
FEDERAL HOME LN MTG CORP POOL #G08653 3%07-01-2045 BEO	**	2,153,176		
FEDERAL HOME LN MTG CORP POOL #G08672 4%10-01-2045 BEO	**	1,412,780		
FEDERAL HOME LN MTG CORP POOL #G08681 3.5% 12-01-2045 BEO	**	4,882,918		
FEDERAL HOME LN MTG CORP POOL #G0-8732 3% 11-01-2046 BEO	**	4,275,592		
FEDERAL HOME LN MTG CORP POOL #G0-8741 3% 01-01-2047 BEO	**	2,538,464		
FEDERAL HOME LN MTG CORP POOL #G0-8771 4% 07-01-2047 BEO	**	13,696,802		
FEDERAL HOME LN MTG CORP POOL #G0-8772 4.5% 07-01-2047 BEO	**	480,414		
FEDERAL HOME LN MTG CORP POOL #G08785 4%10-01-2047 BEO	**	996,180		
FEDERAL HOME LN MTG CORP POOL #G08786 4.5% 10-01-2047 BEO	**	930,638		
FEDERAL HOME LN MTG CORP POOL #G08790 4.5% 11-01-2047 BEO	**	740,467		
FEDERAL HOME LN MTG CORP POOL #G08792 3.5% 12-01-2047 BEO	**	2,957,565		
FEDERAL HOME LN MTG CORP POOL #G08809 4%04-01-2048 BEO	**	505,553		
FEDERAL HOME LN MTG CORP POOL #G08817 4%06-01-2048 BEO	**	3,982,866		
FEDERAL HOME LN MTG CORP POOL #G08824 4%07-01-2048 BEO	**	3,563,701		
FEDERAL HOME LN MTG CORP POOL #G08827 4.5% 07-01-2048 BEO	**	4,949,906		
FEDERAL HOME LN MTG CORP POOL #G08835 3.5% 09-01-2048 BEO	**	7,489,812		
FEDERAL HOME LN MTG CORP POOL #G08836 4%09-01-2048 BEO	**	2,603,780		
FEDERAL HOME LN MTG CORP POOL #G08838 5%09-01-2048 BEO	**	577,473		
FEDERAL HOME LN MTG CORP POOL #G08842 4%10-01-2048 BEO	**	3,534,109		
FEDERAL HOME LN MTG CORP POOL #G08844 5%10-01-2048 BEO	**	102,696		
FEDERAL HOME LN MTG CORP POOL #G08847 4%11-01-2048 BEO	**	6,576,003		
FEDERAL HOME LN MTG CORP POOL #G08859 5%01-01-2049 BEO	**	6,184,587		
FEDERAL HOME LN MTG CORP POOL #G11634 5.5% 11-01-2019 BEO	**	397		
FEDERAL HOME LN MTG CORP POOL #G11652 6%01-01-2020 BEO	**	4,450		
FEDERAL HOME LN MTG CORP POOL #G12467 6%11-01-2021 BEO	**	89,406		
FEDERAL HOME LN MTG CORP POOL #G12978 5.5% 12-01-2022 BEO	**	113,245		
FEDERAL HOME LN MTG CORP POOL #G13300 4.5% 05-01-2023 BEO	**	37,173		

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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	**	948,169		
FEDERAL HOME LN MTG CORP POOL #G13868 4.5% 07-01-2025 BEO	**	219,928		
FEDERAL HOME LN MTG CORP POOL #G14171 6%10-01-2024 BEO	**	82,912		
FEDERAL HOME LN MTG CORP POOL #G14375 4%07-01-2026 BEO	**	524,414		
FEDERAL HOME LN MTG CORP POOL #G14492 4%10-01-2025 BEO	**	281,847		
FEDERAL HOME LN MTG CORP POOL #G1-4956 2.5% 05-01-2028 BEO	**	896,377		
FEDERAL HOME LN MTG CORP POOL #G16015 3%01-01-2032 BEO	**	649,540		
FEDERAL HOME LN MTG CORP POOL #G16177 2%01-01-2032 BEO	**	1,729,154		
FEDERAL HOME LN MTG CORP POOL #G18401 3.5% 09-01-2026 BEO	**	106,466		
FEDERAL HOME LN MTG CORP POOL #G18475 2.5% 08-01-2028 BEO	**	220,664		
FEDERAL HOME LN MTG CORP POOL #G20028 7.5% 12-01-2036 BEO	**	885,988		
FEDERAL HOME LN MTG CORP POOL #G30591 6%02-01-2028 BEO	**	57,013		
FEDERAL HOME LN MTG CORP POOL #G60985 3%05-01-2047 BEO	**	6,261,441		
FEDERAL HOME LN MTG CORP POOL #G61502 5%02-01-2048 BEO	**	503,177		
FEDERAL HOME LN MTG CORP POOL #G61638 4%07-01-2048 BEO	**	1,976,982		
FEDERAL HOME LN MTG CORP POOL #G61657 5%12-01-2047 BEO	**	2,083,846		
FEDERAL HOME LN MTG CORP POOL #G61658 5%08-01-2048 BEO	**	2,291,229		
FEDERAL HOME LN MTG CORP POOL #J0-6009 5% 10-01-2020 BEO	**	28,318		
FEDERAL HOME LN MTG CORP POOL #J0-9212 5% 01-01-2024 BEO	**	41,135		
FEDERAL HOME LN MTG CORP POOL #J12439 4.5% 06-01-2025 BEO	**	335,361		
FEDERAL HOME LN MTG CORP POOL #J14494 4%02-01-2026 BEO	**	88,907		
FEDERAL HOME LN MTG CORP POOL #J14494 4%02-01-2026 BEO	**	600,269		
FEDERAL HOME LN MTG CORP POOL #J1-5658 4% 06-01-2026 BEO	**	224,047		
FEDERAL HOME LN MTG CORP POOL #J1-5719 4% 06-01-2026 BEO	**	560,826		
FEDERAL HOME LN MTG CORP POOL #J15974 4%06-01-2026 BEO	**	212,731		
FEDERAL HOME LN MTG CORP POOL #J16059 4%07-01-2026 BEO	**	114,121		
FEDERAL HOME LN MTG CORP POOL #J1-8912 FIXED 2.5% 04-01-2027 BEO	**	366,063		
FEDERAL HOME LN MTG CORP POOL #J2-3929 2.5% 05-01-2028 BEO	**	2,079,850		
FEDERAL HOME LN MTG CORP POOL #J2-5735 3% 09-01-2028 BEO	**	486,144		
FEDERAL HOME LN MTG CORP POOL #J27464 3.5% 02-01-2029 BEO	**	910,265		
FEDERAL HOME LN MTG CORP POOL #J34888 2.5% 07-01-2031 BEO	**	893,378		
FEDERAL HOME LN MTG CORP POOL #Q04673 4%11-01-2041 BEO	**	824,569		
FEDERAL HOME LN MTG CORP POOL #Q04674 4%12-01-2041 BEO	**	60,094		
FEDERAL HOME LN MTG CORP POOL #Q1-0448 3.5% 08-01-2042 BEO	**	471,932		
FEDERAL HOME LN MTG CORP POOL #Q19853 3.5% 06-01-2043 BEO	**	874,359		
FEDERAL HOME LN MTG CORP POOL #Q2-5702 4.5% 04-01-2044 BEO	**	666,380		
FEDERAL HOME LN MTG CORP POOL #Q2-5703 4.5% 04-01-2044 BEO	**	603,633		
FEDERAL HOME LN MTG CORP POOL #Q2-5705 4.5% 04-01-2044 BEO	**	344,001		
FEDERAL HOME LN MTG CORP POOL #Q2-5712 4.5% 04-01-2044 BEO	**	377,336		
FEDERAL HOME LN MTG CORP POOL #Q2-5850 4.5% 04-01-2044 BEO	**	310,921		
FEDERAL HOME LN MTG CORP POOL #Q2-5851 4.5% 04-01-2044 BEO	**	56,141		
FEDERAL HOME LN MTG CORP POOL #Q2-5852 4.5% 04-01-2044 BEO	**	438,066		
FEDERAL HOME LN MTG CORP POOL #Q2-5853 4.5% 04-01-2044 BEO	**	466,799		
FEDERAL HOME LN MTG CORP POOL #Q29920 4.5% 11-01-2044 BEO	**	51,848		
FEDERAL HOME LN MTG CORP POOL #Q54896 5%03-01-2048 BEO	**	51,488		
FEDERAL HOME LN MTG CORP POOL #Q55429 4%04-01-2048 BEO	**	486,194		
FEDERAL HOME LN MTG CORP POOL #Q55997 4%05-01-2048 BEO	**	2,844,508		

76

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FEDERAL HOME LN MTG CORP POOL #Q56364 4%05-01-2048 BEO	**	3,045,091		
FEDERAL HOME LN MTG CORP POOL #Q56795 5%06-01-2048 BEO	**	30,312		
FEDERAL HOME LN MTG CORP POOL #Q56797 4%06-01-2048 BEO	**	10,705,954		
FEDERAL HOME LN MTG CORP POOL #Q56836 4.5% 06-01-2048 BEO	**	397,862		
FEDERAL HOME LN MTG CORP POOL #Q57230 4%07-01-2048 BEO	**	6,928,907		
FEDERAL HOME LN MTG CORP POOL #Q57925 5%08-01-2048 BEO	**	1,539,340		
FEDERAL HOME LN MTG CORP POOL #Q58591 5%09-01-2048 BEO	**	1,223,016		
FEDERAL HOME LN MTG CORP POOL #Q59125 5%10-01-2048 BEO	**	723,470		
FEDERAL HOME LN MTG CORP POOL #Q59799 5%11-01-2048 BEO	**	1,778,687		
FEDERAL HOME LN MTG CORP POOL #S0-6297 3.5% 09-15-2042 BEO	**	179,486		
FEDERAL HOME LN MTG CORP POOL #U8-0439 3.5% 07-01-2033 BEO	**	538,928		
FEDERAL HOME LN MTG CORP POOL #U90245 3.5% 10-01-2042 BEO	**	576,890		
FEDERAL HOME LN MTG CORP POOL #U9-0690 3.5 DUE 06-01-2042	**	208,611		
FEDERAL HOME LN MTG CORP POOL #U92272 4.5% 12-01-2043 BEO	**	625,034		
FEDERAL HOME LN MTG CORP POOL #U99076 4.5% 12-01-2043 BEO	**	226,795		
FEDERAL HOME LN MTG CORP POOL #U99076 4.5% 12-01-2043 BEO	**	4,730,299		
FEDERAL HOME LN MTG CORP POOL #U99084 4.5% 02-01-2044 BEO	**	4,101,663		
FEDERAL HOME LN MTG CORP POOL #U99091 4.5% 03-01-2044 BEO	**	340,945		
FEDERAL HOME LN MTG CORP POOL #U99091 4.5% 03-01-2044 BEO	**	1,159,212		
FEDERAL HOME LN MTG CORP POOL #U99114 3.5% 02-01-2044 BEO	**	253,772		
FEDERAL HOME LN MTG CORP PREASSIGN 001011.5% 01-17-2020	**	8,899,047		
FEDERAL HOME LN MTG CORP Q15062 3 DUE 02-01-2043	**	2,057,569		
FEDERAL HOME LN MTG CORP Q5-2319 3.5% 11-01-2047	**	3,185,940		
FEDERAL HOME LN MTG CORP REMIC SER 4042 CL EB 6.5 08-15-2039	**	1,288,886		
FEDERAL HOME LN MTG CORP SER 004288 CL AG 3 DUE 09-15-2037 REG	**	1,883,706		
FEDERAL HOME LN MTG CORP SER 004305 CL KA 3 03-15-2038	**	639,933		
FEDERAL HOME LN MTG CORP SER 004638 CL FA FLTG 07-15-2040	**	228,712		
FEDERAL HOME LN MTG CORP SER 14-HQ1 CL M2 DUE 08-25-2024 BEO	**	115,479		
FEDERAL HOME LN MTG CORP SER 2519 CL NU 5.0% 11-15-2032	**	3,550,359		
FEDERAL HOME LN MTG CORP SER 2595 CL DC 5 04-15-2023	**	65,124		
FEDERAL HOME LN MTG CORP SER 2638 CL JG 5.0% 02-15-2033	**	109,209		
FEDERAL HOME LN MTG CORP SER 3221 CL FW 09-15-2036	**	1,136,564		
FEDERAL HOME LN MTG CORP SER 3231 CL FA FRN 10-15-2036	**	644,208		
FEDERAL HOME LN MTG CORP SER 3361 CL PF FRN 08-15-2035	**	2,708,035		
FEDERAL HOME LN MTG CORP SER 3404 CL FB FRN 01-15-2038	**	1,746,529		
FEDERAL HOME LN MTG CORP SER 3539 CL DB 4.5% 06-15-2024	**	997,920		
FEDERAL HOME LN MTG CORP SER 3616 CL FG FRN 03-15-2032	**	683,863		
FEDERAL HOME LN MTG CORP SER 3680 CL MA 4.5% DUE 07-15-2039	**	244,996		
FEDERAL HOME LN MTG CORP SER 3786 CL NA 4.5 DUE 07-15-2040 REG	**	1,123,558		
FEDERAL HOME LN MTG CORP SER 3843 CL GH 3.75 10-15-2039	**	609,230		
FEDERAL HOME LN MTG CORP SER 3925 CL DE 2.0% 07-15-2040	**	1,106,390		
FEDERAL HOME LN MTG CORP SER 4016 CL NL 3.0% 09-15-2039	**	1,233,393		
FEDERAL HOME LN MTG CORP SER 4229 CL MA 3.5 05-15-2041 REG	**	1,643,158		
FEDERAL HOME LN MTG CORP SER 4559 CL AF FLTG 03-15-2042 REG	**	1,458,675		
FEDERAL HOME LN MTG CORP SER 4637 CL WF FLTG RT 07-15-2041	**	4,772,492		
FEDERAL HOME LN MTG CORP SER 4678 CL AF FLTG RT 12-15-2042	**	4,761,599		
FEDERAL HOME LN MTG CORP SER 4772 CL GA 4.5% 10-15-2044	**	2,187,020		

77

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FEDERAL HOME LN MTG CORP SR K156 CL A1 3.7% 07-25-2036	**	7,836,781		
FEDERAL HOME LN MTG CORP TRANCHE 2.864% SER KJ13 CL A2 08-25-2022	**	364,896		
FEDERAL HOME LN MTG CORP TRANCHE VAR RT 11-25-2027	**	396,277		
FEDERAL HOME LN MTG CORP VAR RT 10-25-2028	**	4,716,806		
FEDERAL HOME LOAN MORTGAGE CORP SER 3609 CL FA FLTG RT 12-15-2039 REG	**	5,382,393		
FEDERAL NATIONAL MORTGAGE ASSOC SER 2016-M11 CL AB2 2.254% 07-25-2026	**	6,409,027		
FEDERAL NATIONAL MORTGAGE ASSOC SER 2016-M11 CL AL 2.944% 07-25-2039	**	1,151,357		
FEDERAL NATIONAL MORTGAGE ASSOC SER 2016-M12 CL AB1 BNDS 1.931% 09-25-2026	**	1,899,424		
FEDERAL NATIONAL MORTGAGE ASSOC SER 2016-M12 CL AB2 2.362% 09-25-2026	**	6,949,505		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0210 4.5% 12-01-2040 BEO	**	979,598		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0864 4% 12-01-2040 BEO	**	21,657		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0943 4% DUE 12-01-2040 BEO	**	764,826		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1115 4.5% 01-01-2041 BEO	**	1,944,077		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1266 4% 01-01-2041 BEO	**	424,926		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1508 4.5% 12-01-2040 BEO	**	1,130,096		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1559 4% 12-01-2040 BEO	**	877,796		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1560 4% 01-01-2041 BEO	**	1,142,681		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1565 4.5% 12-01-2040 BEO	**	457,647		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH2442 4% 01-01-2041 BEO	**	45,815		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH3203 4% DUE 01-01-2041 BEO	**	216,966		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH4404 4% 01-01-2041 BEO	**	1,370,292		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH5098 4% DUE 01-01-2041 BEO	**	17,385		
FEDERAL NATL MTG ASSN GTD MTG POOL #AH6958 ADJ RT DUE 02-01-2041 BEO	**	136,978		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI0511 5% 04-01-2041 BEO	**	65,036		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1051 4% DUE 06-01-2026 REG	**	275,644		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1863 5% 05-01-2041 BEO	**	150,667		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1892 5% 05-01-2041 BEO	**	734,167		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI2433 5% 05-01-2041 BEO	**	208,366		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI2443 5% 05-01-2041 BEO	**	103,115		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI2462 5% 05-01-2041 BEO	**	134,157		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI4261 5% 06-01-2041 BEO	**	107,188		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI7778 4% 07-01-2041 BEO	**	12,755		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI8382 3.5% 09-01-2026 BEO	**	244,161		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI8630 4% 07-01-2042 BEO	**	79,663		
FEDERAL NATL MTG ASSN GTD MTG POOL #AI9940 5% 09-01-2041 BEO	**	392,094		
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ1884 FIXED 3.5% 02-01-2042 BEO	**	519,531		
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ2288 4% 09-01-2041 BEO	**	471,253		
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ4051 4% 10-01-2041 BEO	**	8,075		
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9317 4% 01-01-2042 BEO	**	1,569,285		
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9982 3.5% 08-01-2042 BEO	**	3,007,158		
FEDERAL NATL MTG ASSN GTD MTG POOL #AK0968 3% 02-01-2027 BEO	**	470,369		
FEDERAL NATL MTG ASSN GTD MTG POOL #AK1140 3% 02-01-2027 BEO	**	291,393		
FEDERAL NATL MTG ASSN GTD MTG POOL #AK1608 3% 01-01-2027 BEO	**	332,943		
FEDERAL NATL MTG ASSN GTD MTG POOL #AK3107 4% 02-01-2042 BEO	**	203,295		
FEDERAL NATL MTG ASSN GTD MTG POOL #AK5551 FIXED 4% 04-01-2042 BEO	**	4,956,244		
FEDERAL NATL MTG ASSN GTD MTG POOL #AK6966 3% 03-01-2027 BEO	**	489,424		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0007 5% 12-01-2034 BEO	**	668,713		

78

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0009 5.5% 12-01-2034 BEO	**	584,369		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0215 4.5% 04-01-2041 BEO	**	1,211,000		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0379 8% 12-01-2036 BEO	**	162,490		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0476 5% 11-01-2040 BEO	**	544,063		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0484 5.5% DUE 05-01-2040 BEO	**	217,472		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0533 ADJ RT DUE 07-01-2041 BEO	**	568,252		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0998 4.5% 10-01-2041 BEO	**	584,526		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1051 4.5% 09-01-2041 BEO	**	422,239		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1469 7% DUE 02-01-2039 BEO	**	589,900		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1470 7% DUE 04-01-2037 BEO	**	302,420		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1945 3.5% 06-01-2042 BEO	**	437,830		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2151 3.5% 03-01-2042 BEO	**	913,321		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2171 4% 06-01-2042 BEO	**	383,022		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2382 4% 02-01-2042 BEO	**	778,274		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2389 3.5% 09-01-2042 BEO	**	1,002,254		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL3626 4% 09-01-2042 BEO	**	17,361		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4324 6.5% 05-01-2040 BEO	**	2,383,967		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4465 3% 07-01-2028 BEO	**	1,458,531		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4741 4.5% 01-01-2044 BEO	**	234,406		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4741 4.5% 01-01-2044 BEO	**	644,616		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5540 4.5% 07-01-2044 BEO	**	430,498		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5548 4.42% DUE 05-01-2038 BEO	**	318,220		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5674 4.5% 08-01-2044 BEO	**	2,037,835		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5760 4% 09-01-2043 BEO	**	46,573		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6308 5% 08-01-2038 BEO	**	2,197,452		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6851 2.5% 10-01-2043 BEO	**	688,355		
FEDERAL NATL MTG ASSN GTD MTG POOL #AL7204 5% 10-01-2043 BEO	**	97,529		
FEDERAL NATL MTG ASSN SR 2011-59 CL NZ 5.5 DUE 07-25-2041	**	3,026,700		
FEDERAL RLTY INVT TR 2.55% 01-15-2021	**	337,290		
FEDERAL SIGNAL CORP COM	**	166,165		
FEDEX CORP 3.3% DUE 03-15-2027	**	147,383		
FEDEX CORP 4.2% 10-17-2028	**	298,032		
FEDEX CORP COM	**	17,315,388		
FEDNAT HLDG CO COMSTK	**	194,061		
FERGUSON PLC ORD GBP0.11403197	**	156,163		
FERREXPO PLC ORD GBP0.10	**	291,786		
FERROGLOBE PLC COM NPV	**	46,498		
FFP EUR1.00	**	371,032		
FHLB BD 5.5 07-15-2036	**	11,957,708		
FHLB DISC NT 01-04-2019 0% DISC NTS 04/01/2019 USD	**	7,024,073		
FHLB DISC NT 01-07-2019 0% DISC NTS 07/01/2019 USD	**	589,728		
FHLB DISC NT 03-29-2019 0% DISC NTS 29/03/2019 USD	**	4,116,067		
FHLB DISC NT 04-15-2019 0% DISC NTS 15/04/2019 USD	**	2,075,410		
FHLB DISC NT 06-21-2019 0% DISC NTS 21/06/2019 USD	**	19,658,003		
FHLB DISC NT 07-10-2019 0% DISC NTS 10/07/2019 USD	**	5,872,531		
FHLB TRANCHE 00110 1 09-26-2019	**	4,939,540		

79

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FHLB TRANCHE 00481 2.625% 10-01-2020	**	505,657		
FHLMC CMO SER 2248 CL FB FLTG DUE 09-15-2030 REG	**	5,229		
FHLMC GOLD #A53630 A53630 6 10-01-2036	**	98,541		
FHLMC GOLD #G00473 7.5% DUE 05-01-2026	**	163		
FHLMC GOLD 3% MBS 01/06/2029 USD'V6-0564' V60564 3 06-01-2029	**	931,095		
FHLMC GOLD 3% MBS 01/10/2046 USD'G6-7701' G67701 3 10-01-2046	**	3,750,577		
FHLMC GOLD 4.5% MBS 01/02/2048 USD'V8-3956' V83956 4.5 02-01-2048	**	2,081,634		
FHLMC GOLD A47999 5 08-01-2035	**	435,353		
FHLMC GOLD A62077 6 06-01-2037	**	33,986		
FHLMC GOLD A9-5825 4.0% DUE 12-01-2040	**	545,703		
FHLMC GOLD A95831 4.5 12-01-2040	**	911,189		
FHLMC GOLD C00371 7 09-01-2024	**	996		
FHLMC GOLD C00522 7.0% 05-01-2027	**	6,139		
FHLMC GOLD C00632 7 07-01-2028	**	5,286		
FHLMC GOLD C00987 7.5 05-01-2030	**	1,217		
FHLMC GOLD C01116 7.5 01-01-2031	**	22,652		
FHLMC GOLD C04272 3 10-01-2042	**	1,656,122		
FHLMC GOLD C80373 7.5% 01-01-2026	**	217		
FHLMC GOLD C80379 7.0% 02-01-2026	**	6,654		
FHLMC GOLD C80407 7.0% 06-01-2026	**	690		
FHLMC GOLD C9-1908 3 01-01-2037	**	998,538		
FHLMC GOLD G02408 5.5 12-01-2036	**	169,662		
FHLMC GOLD G06506 4 12-01-2040	**	1,697,958		
FHLMC GOLD G06507 4 02-01-2041	**	292,721		
FHLMC GOLD G07335 7 03-01-2039	**	481,115		
FHLMC GOLD G0-7388 3.5 05-01-2043	**	1,674,420		
FHLMC GOLD G07509 6.5 09-01-2039	**	377,960		
FHLMC GOLD G08372 4.5 11-01-2039	**	426,703		
FHLMC GOLD G08553 3 10-01-2043	**	110,223		
FHLMC GOLD G08793 4 12-01-2047	**	857,870		
FHLMC GOLD G13492 5 02-01-2024	**	87,645		
FHLMC GOLD GROUP #C00636 7.5 MTG PARTN CTF DUE 07-01-2028 REG	**	15,502		
FHLMC GOLD GROUP C26742 6 05-01-2029	**	662		
FHLMC GOLD GROUP D93618 6.5 07-01-2019	**	658		
FHLMC GOLD J16432 3.5 08-01-2026	**	193,987		
FHLMC GOLD J23935 3 05-01-2028	**	420,070		
FHLMC GOLD J2-7964 3 04-01-2029	**	479,306		
FHLMC GOLD J2-8196 3 05-01-2029	**	2,874,901		
FHLMC GOLD J2-9007 3 08-01-2029	**	536,711		
FHLMC GOLD J35097 2.5 08-01-2031	**	762,274		
FHLMC GOLD POOL #G00280 9.5% 12-01-2022	**	213		

80

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FHLMC GOLD POOL #G00675 7.5% DUE 03-01-2027	**	8,128		
FHLMC GOLD POOL #G00869 7.5% DUE 01-01-2028	**	9,492		
FHLMC GOLD POOL #Q11288 3.5 09-01-2042	**	409,799		
FHLMC GOLD POOL #Q1-1788 3 DUE 10-01-2042	**	229,767		
FHLMC GOLD POOL #Q12052 Q12052 3.5 10-01-2042	**	516,061		
FHLMC GOLD POOL C00984 8 05-01-2030	**	1,249		
FHLMC GOLD POOL G0-0529 7.5% DUE 08-01-2026	**	1,455		
FHLMC GOLD POOL G01091 7 12-01-2029	**	20,136		
FHLMC GOLD POOL J12398 FLTG RT 4.5% DUE 06-01-2025	**	219,433		
FHLMC GOLD POOL# U91254 4 DUE 04-01-2043	**	911,435		
FHLMC GOLD POOL#Q17792 3.5 DUE 05-01-2043	**	2,339,154		
FHLMC GOLD Q08998 3.5 06-01-2042	**	1,026,782		
FHLMC GOLD Q12520 3 10-01-2042	**	126,453		
FHLMC GOLD Q14326 2.5 01-01-2043	**	716,116		
FHLMC GOLD Q44452 3 11-01-2046	**	1,769,784		
FHLMC GOLD Q45458 4 08-01-2046	**	431,386		
FHLMC GOLD Q48338 4.5 05-01-2047	**	213,840		
FHLMC GOLD Q49494 4.5% 07-01-2047	**	727,010		
FHLMC GOLD U90291 4 10-01-2042	**	291,627		
FHLMC GOLD U90316 4 10-01-2042	**	2,108,384		
FHLMC GOLD U91619 4 06-01-2043	**	966,153		
FHLMC GOLD U95137 4 08-01-2043	**	568,899		
FHLMC GOLD V60298 3.0% 10-01-2028	**	465,379		
FHLMC GOLD V60869 2.5 07-01-2030	**	1,857,070		
FHLMC GOLDPOOL #Q10241 3.5 08-01-2042	**	384,907		
FHLMC GROUP #C00098 8.00 MTG PARTN CTF DUE 2-1-2022 REG	**	1,536		
FHLMC GROUP #C00516 8.0 MTG PARTN CTF DUE 05-01-2027 REG	**	4,242		
FHLMC GROUP #G00144 10.0 MTG PARTN CTF DUE 03-01-2021 REG	**	657		
FHLMC GROUP #G00825 7.0 MTG PARTN CTF DUE 11-01-2027 REG	**	483		
FHLMC MULTICLASS 0 12-31-2040	**	10,075,920		
FHLMC MULTICLASS 2.375% DUE 04-25-2023 REG	**	1,959,108		
FHLMC MULTICLASS 2005-S001 CTF CL 2A2 VAR RATE 09-25-2045	**	516,681		
FHLMC MULTICLASS 4 09-15-2039	**	1,318,865		
FHLMC MULTICLASS FHLMC #80-0146 10-15-2037	**	5,165,715		
FHLMC MULTICLASS FR CMO 25/10/20 USD1000'A-2' K010 4.333 10-25-2020	**	10,226,130		
FHLMC MULTICLASS FREDDIE MAC SER 2017-SR01 CL A3G 3.089% 11-25-2027	**	3,674,262		
FHLMC MULTICLASS FREDDIE MAC STRUCTURED 12-25-2020	**	817,969		
FHLMC MULTICLASS PREASSIGN 00343 08-25-2031	**	6,093		
FHLMC MULTICLASS SER 004305 CL A 3.5 06-15-2048	**	1,802,628		
FHLMC MULTICLASS SER 004579 CL FD 01-15-2038	**	561,099		
FHLMC MULTICLASS SER 004582 CL PA 3 11-15-2045	**	17,357,581		

81

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FHLMC MULTICLASS SER 15-DNA2 CL M-2 FLTG RT 12-25-2027	**	1,904,644		
FHLMC MULTICLASS SER 2012-154 CLS PW 10-25-2042	**	652,326		
FHLMC MULTICLASS SER 2113 CL MW 6.5 01-15-2029	**	131,131		
FHLMC MULTICLASS SER 2135 CL OH 6.5 03-15-2029	**	118,098		
FHLMC MULTICLASS SER 2175 CL TH 6 07-15-2029	**	128,656		
FHLMC MULTICLASS SER 2319 CL PZ 6.5 05-15-2031	**	319,794		
FHLMC MULTICLASS SER 2338 CL ZC 6.5 07-15-2031	**	156,883		
FHLMC MULTICLASS SER 2430 CL WF 6.5 03-15-2032 REG	**	63,959		
FHLMC MULTICLASS SER 2812 CL FL FRN 02-15-2023	**	26,187		
FHLMC MULTICLASS SER 2980 CL QA 6 05-15-2035	**	90,877		
FHLMC MULTICLASS SER 3005 CL ED 5 07-15-2025	**	58,915		
FHLMC MULTICLASS SER 3117 CL FE FLT RT 02-15-2036	**	641,641		
FHLMC MULTICLASS SER 3187 CL Z 5 07-15-2036	**	124,958		
FHLMC MULTICLASS SER 3209 CL EG 4.5 08-15-2020	**	75,074		
FHLMC MULTICLASS SER 3397 CL FC FLTG 12-15-2037	**	8,481		
FHLMC MULTICLASS SER 3564 CL AL FLT RT 08-15-2036	**	509,126		
FHLMC MULTICLASS SER 3578 CL VZ 5.5 08-15-2036	**	633,831		
FHLMC MULTICLASS SER 3648 CL CY 4.5% DUE 03-15-2030	**	176,370		
FHLMC MULTICLASS SER 3649 CL BW 4 03-15-2025	**	153,268		
FHLMC MULTICLASS SER 3653 CL HJ 5 04-15-2040	**	190,382		
FHLMC MULTICLASS SER 3662 CL PJ 5 DUE 04-15-2040	**	157,615		
FHLMC MULTICLASS SER 3677 CL PB 4.5 DUE 05-15-2040 REG	**	214,130		
FHLMC MULTICLASS SER 3746 CL KL 3.25 04-15-2040	**	1,746,294		
FHLMC MULTICLASS SER 3786 CL P 4 01-15-2041	**	8,933,547		
FHLMC MULTICLASS SER 3819 CL G 4 06-15-2040	**	1,983,962		
FHLMC MULTICLASS SER 3857 CL LH 2.5% 01-15-2040	**	1,317,241		
FHLMC MULTICLASS SER 3910 CL CU 4.0% DUE03-15-2041 REG	**	185,728		
FHLMC MULTICLASS SER 3919 CL BE 2.75%08-15-2039	**	775,932		
FHLMC MULTICLASS SER 3939 CL BZ 4.5 06-15-2041	**	2,068,441		
FHLMC MULTICLASS SER 4016 CL CA 2% 07-15-2041	**	967,863		
FHLMC MULTICLASS SER 4118 CL PD 1.5 05-15-2042	**	457,563		
FHLMC MULTICLASS SER 4219 CL JA 3.5 08-15-2039	**	283,521		
FHLMC MULTICLASS SER 4227 CL VA 3.5 DUE 10-15-2037 REG	**	1,596,186		
FHLMC MULTICLASS SER 4318 CL MA 3.0% DUE09-15-2039 REG	**	1,479,960		
FHLMC MULTICLASS SER 4331 CL EA 4 03-15-2043	**	1,361,333		
FHLMC MULTICLASS SER 4377 CL KA STEP UP 12-15-2047	**	2,301,979		
FHLMC MULTICLASS SER 4631 CL AE 3.5 05-15-2044	**	10,066,734		
FHLMC MULTICLASS SER 4650 CL CA 3.5% DUE 05-15-2043 REG	**	10,710,337		
FHLMC MULTICLASS SER 4651 CL LA 3.5% DUE 04-15-2042 REG	**	15,604,724		
FHLMC MULTICLASS SER T-21 CL A 10-25-2029	**	144,537		
FHLMC MULTICLASS SER T-34 CL A1V 07-25-2031	**	4,152,651		

82

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FHLMC MULTICLASS SER T-61 CL 1A1 FLT RT 07-25-2044	**	676,623		
FHLMC MULTICLASS SER-4238 CL-BG 3.0% 08-15-2030	**	1,514,821		
FHLMC MULTICLASS SER-4447 CL-BA 3.0% 02-15-2033	**	3,156,734		
FHLMC MULTICLASS SERIES K725 CLASS AM 3.104% DUE 05-25-2023 REG	**	594,118		
FHLMC MULTICLASS SR 18-1 CL A1 3.5% 06-25-2028	**	1,567,575		
FHLMC MULTICLASS SR 4569 CL JA FLTG 3.0% 03-15-2042	**	6,934,934		
FHLMC MULTICLASS SR K081 CL A2 VAR RT 08-25-2028	**	2,136,557		
FHLMC MULTICLASS TRANCHE 00045 2.952 02-25-2027	**	2,609,753		
FHLMC MULTICLASS TRANCHE 00112 3.176 11-25-2028	**	2,947,799		
FHLMC MULTICLASS TRANCHE 00222 09-25-2028	**	5,403,913		
FHLMC MULTICLASS TRANCHE 00544 2.2 07-25-2025	**	4,380,262		
FHLMC MULTICLASS TRANCHE 00627 3.243 04-25-2027	**	178,636		
FHLMC MULTICLASS TRANCHE 00628 3.326 05-25-2027	**	132,952		
FHLMC MULTICLASS TRANCHE 00673 1.78 07-25-2019	**	2,386,830		
FHLMC MULTICLASS TRANCHE 00704 2.272 01-25-2023	**	6,102,155		
FHLMC MULTICLASS TRANCHE 00868 09-25-2022	**	147,926		
FHLMC MULTICLASS TRANCHE 00871 2.995 12-25-2025	**	4,461,908		
FHLMC MULTICLASS TRANCHE 00878 3.08999991417 08-25-2022	**	3,567,377		
FHLMC MULTICLASS TRANCHE 1.418 05-25-2021	**	210,678		
FHLMC MULTICLASS TRANCHE 2.158 10-25-2021	**	7,089,294		
FHLMC MULTICLASS TRANCHE 2.72 07-25-2026	**	366,860		
FHLMC MULTICLASS TRANCHE 2.838 09-25-2022	**	189,037		
FHLMC MULTICLASSSER 3613 CL HJ 5.5 DUE 12-15-2039 REG	**	536,112		
FHLMC MULTIFAMILY STRUCTURED PASS THRO SER K733 CL AM VAR 09-25-2025	**	4,075,199		
FHLMC POOL #1B8062 ADJ RT 03-01-2041	**	123,429		
FHLMC POOL #1G1381 ADJ RT 12-01-2036	**	31,218		
FHLMC POOL #1J1467 ADJ RT 12-01-2036	**	110,151		
FHLMC POOL #1J-1492 ADJ RT 11-01-2036	**	38,843		
FHLMC POOL #2B4296 ADJ RT 06-01-2045	**	2,537,235		
FHLMC POOL #549820 9 09-01-2020	**	45		
FHLMC POOL #C00650 7 09-01-2028	**	3,138		
FHLMC POOL #G08788 3.5 11-01-2047	**	1,036,648		
FHLMC POOL #Q25818 4.5 04-01-2044	**	2,644,216		
FHLMC POOL #Q25819 4.5 04-01-2044	**	2,660,449		
FHLMC POOL 846661 ADJ RT DUE 02-01-2029	**	834		
FHLMC SER 3645 CL KP 5 02-15-2040	**	624,497		
FIAT CHRYSLER 4.5% DUE 04-15-2020	**	700,840		
FIBI BANK	**	41,858		
FIBROGEN INC COM	**	574,011		
FID NATL 2.25% DUE 08-15-2021	**	1,448,525		
FID NATL 2.25% DUE 08-15-2021	**	1,115,364		

83

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FID NATL 3.625% DUE 10-15-2020	**	1,143,173		
FID SOUTHN CORP NEW COM STK	**	127,316		
FIDELITY NATL FINANCIAL 5.5 DUE 09-01-2022 BEO	**	2,432,947		
FIDELITY NATL INFORMATION SVCS INC COM STK	**	10,075,127		
FIESTA RESTAURANT GROUP INC COM	**	250,518		
FIFTH THIRD BANCORP 3.5 BNDS DUE 03-15-2022	**	2,003,526		
FIFTH THIRD BK 2.375 04-25-2019	**	299,381		
FIFTH THIRD BK CINCINNATI OHIO MEDIUM TE3.35% DUE 07-26-2021	**	3,186,405		
FIFTH THIRD BK TRANCHE # SR 00035 FLTG DUE 10-30-2020	**	6,318,124		
FINANCIAL INSTNS INC COM	**	73,476		
FINCANTIERI SPA NPV	**	77,317		
FINISAR CORPORATION COMMON STOCK	**	234,360		
FINJAN HLDGS INC COM NEW COM NEW	**	12,332		
FINNAIR OYJ NPV	**	128,487		
FINNING INTL INC COM NPV	**	437,925		
FINNVERA PLC SR NT 144A 2.375% DUE 06-04-2025 BEO	**	384,668		
FIREEYE INC COM	**	723,728		
FIRST ABU DHABI BK AED1	**	110,450		
FIRST AMERN FINL CORP COM STK	**	353,192		
FIRST BANCORP INC ME COM	**	44,342		
FIRST BANCORP N C COM	**	134,788		
FIRST BANCORP P R COM NEW COM NEW	**	654,168		
FIRST BANCSHARES INC MISS COM	**	104,877		
FIRST BK WILLIAMSTOWN NEW JERSEY COM	**	33,269		
FIRST BUSEY CORP COM NEW COM NEW	**	1,041,968		
FIRST BUSINESS FINL SVCS INC WIS COM STK	**	30,319		
FIRST CMNTY BANKSHARES	**	90,253		
FIRST CMNTY CORP S C COM	**	15,019		
FIRST DEFIANCE FINANCIAL CORP COM STK USD0.01	**	59,853		
FIRST FINL BANCORP OHIO COM	**	389,008		
FIRST FINL CORP IND COM	**	53,480		
FIRST FINL HLDG CO TWD10	**	691,077		
FIRST FINL NORTHWEST INC COM STK	**	23,777		
FIRST GEN CORPORAT PHP1	**	63,750		
FIRST HAWAIIAN INC COM	**	1,003,901		
FIRST HORIZON NATL CORP COM	**	645,630		
FIRST INTERNET BANCORP COM STK	**	36,976		
FIRST INTERSTATE BANCSYS/MT	**	193,256		
FIRST LONG IS CORP COM	**	89,875		
FIRST MERCHANTS CORP COM	**	236,017		
FIRST MID ILL BANCSHARES INC COM	**	104,251		

84

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FIRST MIDWEST BANCORP INC DEL COM	**	1,132,597		
FIRST NORTHWEST BANCORP COM	**	30,787		
FIRST SOLAR INC COM	**	1,968,893		
FIRSTENERGY CORP 2.85% 07-15-2022	**	194,925		
FIRSTENERGY CORP 2.85% 07-15-2022	**	4,882,881		
FIRSTENERGY CORP 4.25 DUE 03-15-2023	**	4,886,955		
FIRSTENERGY CORP 7.375% DUE 11-15-2031	**	1,263,549		
FIRSTGROUP ORD GBP0.05	**	130,436		
FIRSTSOURCE SOLUTI INR10	**	16,567		
FISERV INC 3.8% 10-01-2023	**	2,077,859		
FISERV INC COM	**	8,668,586		
FITBIT INC CL A CL A	**	411,740		
FIVE PRIME THERAPEUTICS INC COM	**	169,604		
FIVE STAR SENIOR LIVING INC COM USD0.01	**	2,094		
FL PWR & LT CO 3.125% DUE 12-01-2025	**	7,430,678		
FL PWR & LT CO 3.25% DUE 06-01-2024	**	184,561		
FL PWR & LT CO 3.8% DUE 12-15-2042	**	114,194		
FL PWR & LT CO 3.95% 03-01-2048	**	195,328		
FLAGSHIP CR AUTO 2.05% DUE 11-15-2020	**	95,872		
FLAGSHIP CR AUTO 2.83% DUE 03-15-2023	**	104,693		
FLAGSHIP CR AUTO 2.96000003815% DUE 07-15-2023	**	273,018		
FLAGSHIP CR AUTO 3.61999988556% DUE 07-15-2023	**	159,220		
FLAGSTAR BANCORP INC COM PAR$.001	**	233,165		
FLAGSTAR MTG TR 2018-2 MTG SER 2018-2 CLS A4 VAR 04-25-2048	**	6,599,899		
FLEETCOR TECHNOLOGIES INC COM	**	7,873,599		
FLEX LTD FLEX LTD	**	436,768		
FLEXSTEEL INDS INC COM	**	31,133		
FLEXTRONICS INTL 4.625% DUE 02-15-2020	**	402,021		
FLIR SYS INC COM	**	152,259		
FLOOR & DECOR HLDGS INC CL A CL A	**	883,190		
FLORIDA ST TPK AUTH TPK REV 6.8% 07-01-2039 BEO TAXABLE	**	2,344,114		
FLOTEK INDS INC DEL COM	**	12,999		
FLOWSERVE CORP COM	**	247,890		
FLUIDIGM CORP DEL COM STK	**	192,433		
FLUOR CORP NEW COM	**	1,479,010		
FLUSHING FINL CORP COM	**	66,205		
FMR BROS CO DEL	**	56,995		
FNMA 2.625% 09-06-2024	**	99,652		
FNMA 2.625% 09-06-2024	**	1,315,404		
FNMA . POOL #AO6482 ADJ RT DUE 07-01-2042 BEO	**	38,512		
FNMA 2.375% 01-19-2023	**	7,369,431		

85

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA 2004-W1 CL-2A1 6.5% DUE 12-25-2043	**	138,806		
FNMA 2009-W1 CL-A 6 12-25-2049	**	88,950		
FNMA 2011-74 CL QM 4.5 11-25-2040	**	3,329,695		
FNMA 99-6 PB 6 03-25-2019	**	1,039		
FNMA AR9203 3.5 DUE 03-01-2043	**	1,283,399		
FNMA AT0238 2.5 DUE 03-01-2043	**	785,040		
FNMA CMO SER 2002-86 CL PG 6 09-25-2032 BEO	**	146,182		
FNMA DTD 11/03/2000 6.625 11-15-2030	**	3,210,323		
FNMA DUE SER 2018-M10 CL A2 VAR RT 07-25-2028 REG	**	9,283,746		
FNMA FANNIE MAE 2.125 04-24-2026	**	285,751		
FNMA FANNIE MAE 5 03-25-2021/02-25-2019	**	30,081		
FNMA FEDERAL NATL MTG ASSN 1.0% 08-28-2019 1 08-28-2019	**	1,187,213		
FNMA FN BF0145 POOL #BF0145 3.5% DUE 03-01-2057 REG	**	10,548,347		
FNMA FNMA 11-25-2046	**	2,779,125		
FNMA FNMA 3.726 06-25-2021	**	4,017,632		
FNMA FR CMO 25/10/2037 USD1000 A7 10-25-2037	**	29,094		
FNMA MULTICLASS SER 2018-M7 CL A1 VAR RT 03-25-2028 REG	**	5,946,553		
FNMA POOL CA2652 5.0% 11-01-2048	**	9,908,430		
FNMA POOL #100168 9.5% 01-15-2021 BEO	**	164		
FNMA POOL #108489 9% 11-01-2020 BEO	**	4,209		
FNMA POOL #190353 5% 08-01-2034 BEO	**	7,007		
FNMA POOL #190357 5% 03-01-2035 BEO	**	5,307		
FNMA POOL #190360 5% 08-01-2035 BEO	**	4,176		
FNMA POOL #190377 5% 11-01-2036 BEO	**	173,135		
FNMA POOL #190533 7% 01-01-2024 BEO	**	1,482		
FNMA POOL #242136 7% 10-01-2023 BEO	**	291		
FNMA POOL #245442 7.0 GTD MTG PASS THRU CTF DUE 11-01-2023 REG	**	1,828		
FNMA POOL #252210 6.5% DUE 02-01-2019 REG	**	68		
FNMA POOL #253153 7% DUE 02-01-2020 REG	**	1,273		
FNMA POOL #253947 8% DUE 08-01-2031 REG	**	32,538		
FNMA POOL #254223 7.5% DUE 02-01-2032 REG	**	351		
FNMA POOL #254793 5% 07-01-2033 BEO	**	132,436		
FNMA POOL #256901 6.5% 09-01-2037 BEO	**	5,125		
FNMA POOL #256937 6.5% 10-01-2037 BEO	**	9,571		
FNMA POOL #257239 5.5% 06-01-2028 BEO	**	89,115		
FNMA POOL #267989 7.0 GTD MTG PASS THRU CTF DUE 02-01-2024 REG	**	1,898		
FNMA POOL #274621 7% 03-01-2024 BEO	**	875		
FNMA POOL #312206 FLTG RT 4.22% 06-01-2025 BEO	**	31,191		
FNMA POOL #313947 7% 01-01-2028 BEO	**	1,092		
FNMA POOL #330089 8% 04-01-2025 BEO	**	18,594		
FNMA POOL #330126 4.265% 08-01-2025 BEO	**	34,900		

86

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #331427 ADJ RT DUE 11-01-2025 REG	**	12,051		
FNMA POOL #347547 ADJ RT DUE 08-01-2026 BEO	**	159		
FNMA POOL #347633 4.358% 07-01-2026 BEO	**	12,909		
FNMA POOL #362968 ADJ RT DUE 01-01-2026 REG	**	32,460		
FNMA POOL #369996 7.5% DUE 01-01-2027 REG	**	2,822		
FNMA POOL #371049 7.5% 02-01-2027 BEO	**	10,937		
FNMA POOL #371073 7.5% 02-01-2027 BEO	**	5,794		
FNMA POOL #371871 7.5% 02-01-2027 BEO	**	5,429		
FNMA POOL #377038 7.5% 04-01-2027 BEO	**	9,488		
FNMA POOL #396439 7.5% 11-01-2027 BEO	**	6,864		
FNMA POOL #397256 7.5% 10-01-2027 BEO	**	348		
FNMA POOL #398754 7.5% 09-01-2027 BEO	**	4,797		
FNMA POOL #401788 7.5 GTD MTG PASS THRU CTF DUE 10-01-2027 REG	**	577		
FNMA POOL #479545 7% DUE 08-01-2029 REG	**	521		
FNMA POOL #492745 7% 05-01-2029 BEO	**	7,205		
FNMA POOL #50305 9.5% 05-01-2020 BEO	**	316		
FNMA POOL #503573 7% DUE 10-01-2029 REG	**	2,331		
FNMA POOL #50402 9% 02-01-2021 BEO	**	106		
FNMA POOL #50415 9.00 GTD MTG PASS THRU CTF DUE 03-01-2021 REG	**	143		
FNMA POOL #507521 7% 08-01-2029 BEO	**	4,518		
FNMA POOL #50795 7% 09-01-2023 BEO	**	741		
FNMA POOL #509436 7% DUE 10-01-2029 REG	**	7,122		
FNMA POOL #50947 7% 12-01-2023 BEO	**	9,963		
FNMA POOL #50966 7% 01-01-2024 BEO	**	3,864		
FNMA POOL #509662 7% DUE 08-01-2029 REG	**	431		
FNMA POOL #50993 7% DUE 02-01-2024 REG	**	2,521		
FNMA POOL #511103 7% DUE 08-01-2029 REG	**	6,535		
FNMA POOL #511384 7% 09-01-2029 BEO	**	1,635		
FNMA POOL #515518 7% DUE 10-01-2029 REG	**	3,244		
FNMA POOL #517511 7% DUE 10-01-2029 REG	**	3,073		
FNMA POOL #523486 8% DUE 08-01-2030 REG	**	957		
FNMA POOL #534194 8% DUE 04-01-2030 REG	**	2,916		
FNMA POOL #545204 ADJ RT DUE 05-01-2036 REG	**	23,790		
FNMA POOL #545278 7.5% DUE 11-01-2031 REG	**	58,919		
FNMA POOL #554482 7.5% 10-01-2030 BEO	**	65,921		
FNMA POOL #555743 5% 09-01-2033 BEO	**	161,607		
FNMA POOL #569972 7.5% DUE 03-01-2031 REG	**	16,266		
FNMA POOL #593848 8% 07-01-2031 BEO	**	19,647		
FNMA POOL #602065 7% DUE 09-01-2031 REG	**	61,128		
FNMA POOL #604576 6.5% 09-01-2021 BEO	**	2,409		
FNMA POOL #60680 ADJ RT DUE 02-01-2028 REG	**	9,653		

87

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #609504 7% DUE 10-01-2031 REG	**	88,925		
FNMA POOL #725162 6% 02-01-2034 BEO	**	38,780		
FNMA POOL #725229 6% 03-01-2034 BEO	**	107,071		
FNMA POOL #725946 5.5% 11-01-2034 BEO	**	91,409		
FNMA POOL #735061 6% 11-01-2034 BEO	**	998,978		
FNMA POOL #735208 6% DUE 10-01-2019 REG	**	1,486		
FNMA POOL #735382 5% 04-01-2035 BEO	**	699,980		
FNMA POOL #735439 6% 09-01-2019 BEO	**	1,641		
FNMA POOL #735500 5.5% 05-01-2035 BEO	**	959,271		
FNMA POOL #735501 6% 05-01-2035 BEO	**	234,570		
FNMA POOL #735503 6% 04-01-2035 BEO	**	272,553		
FNMA POOL #735561 FLTG DUE 04-01-2034	**	65,155		
FNMA POOL #735580 5% 06-01-2035 BEO	**	333,282		
FNMA POOL #735676 5% 07-01-2035 BEO	**	220,207		
FNMA POOL #735893 5% 10-01-2035 BEO	**	92,492		
FNMA POOL #735989 5.5% 02-01-2035 BEO	**	1,370,378		
FNMA POOL #745000 6% 10-01-2035 BEO	**	49,215		
FNMA POOL #745140 5% 11-01-2035 BEO	**	1,262,051		
FNMA POOL #745327 6% DUE 03-01-2036 REG	**	132,317		
FNMA POOL #745412 5.5% 12-01-2035 BEO	**	711,655		
FNMA POOL #745885 6% 10-01-2036 BEO	**	443,229		
FNMA POOL #745948 6.5% DUE 10-01-2036 BEO	**	49,731		
FNMA POOL #745959 5.5% 11-01-2036 BEO	**	319,174		
FNMA POOL #758777 6.5% 04-01-2028 BEO	**	247		
FNMA POOL #811569 6% 06-01-2021 BEO	**	7,305		
FNMA POOL #813599 ADJ RT DUE 01-01-2036 BEO	**	159,466		
FNMA POOL #825480 FLTG RT 06-01-2035	**	31,150		
FNMA POOL #831561 6.5% 05-01-2036 BEO	**	47,666		
FNMA POOL #833600 6.5% DUE 11-01-2035 REG	**	9,450		
FNMA POOL #836464 ADJ RT DUE 10-01-2035 BEO	**	75,961		
FNMA POOL #836852 ADJ RT DUE 10-01-2035 BEO	**	356,980		
FNMA POOL #843823 ADJ RT DUE 11-01-2035 BEO	**	323,297		
FNMA POOL #843997 4.203% 11-01-2035 BEO	**	124,538		
FNMA POOL #844052 4.065 11-01-2035 BEO	**	11,445		
FNMA POOL #844148 4.276% 11-01-2035 BEO	**	13,417		
FNMA POOL #844237 ADJ RT DUE 11-01-2035 BEO	**	10,112		
FNMA POOL #844789 4.139% 11-01-2035 BEO	**	13,521		
FNMA POOL #866888 ADJ RT DUE 01-01-2036 BEO	**	115,754		
FNMA POOL #872021 6% 06-01-2021 BEO	**	13,738		
FNMA POOL #879067 ADJ RT DUE 04-01-2036 BEO	**	990,865		
FNMA POOL #879394 5% DUE 02-01-2021 REG	**	6,391		

88

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #880870 6.5% 03-01-2036 BEO	**	12,812		
FNMA POOL #884729 4.012% 08-01-2036 BEO	**	92,806		
FNMA POOL #884773 ADJ RT DUE 10-01-2036 BEO	**	75,170		
FNMA POOL #888365 6% 04-01-2022 BEO	**	12,829		
FNMA POOL #888560 6 11-01-2035 BEO	**	514,590		
FNMA POOL #888601 5.5% 06-01-2020 BEO	**	5,980		
FNMA POOL #888637 6% 09-01-2037 BEO	**	71,951		
FNMA POOL #888832 6.5% 11-01-2037 BEO	**	21,111		
FNMA POOL #888890 6.5% DUE 10-01-2037 BEO	**	145,117		
FNMA POOL #888893 5.5% 08-01-2037 BEO	**	33,735		
FNMA POOL #889072 6.5% 12-01-2037 BEO	**	155,667		
FNMA POOL #889117 5% 10-01-2035 BEO	**	457,616		
FNMA POOL #889190 6% 03-01-2038 BEO	**	64,433		
FNMA POOL #889579 6% DUE 05-01-2038 REG	**	951,968		
FNMA POOL #890116 7% 02-01-2023 BEO	**	142,831		
FNMA POOL #890236 4.5% 08-01-2040 BEO	**	84,135		
FNMA POOL #890248 6% 08-01-2037 BEO	**	1,060,700		
FNMA POOL #890268 6.5% 10-01-2038 BEO	**	238,470		
FNMA POOL #890604 4.5% 10-01-2044 BEO	**	2,574,683		
FNMA POOL #891654 6.5% DUE 06-01-2036 REG	**	98,611		
FNMA POOL #902425 ADJ RT DUE 11-01-2036	**	27,098		
FNMA POOL #903261 6% 10-01-2036 BEO	**	74,134		
FNMA POOL #906666 6.5% 12-01-2036 BEO	**	8,015		
FNMA POOL #908172 6.5% DUE 01-01-2037 REG	**	1,099		
FNMA POOL #914875 6.5% DUE 04-01-2037 REG	**	179,975		
FNMA POOL #918653 6% 06-01-2037 BEO	**	35,491		
FNMA POOL #924874 7% 10-01-2037 BEO	**	13,708		
FNMA POOL #928746 6.5% DUE 09-01-2037 REG	**	5,640		
FNMA POOL #928938 7% 12-01-2037 BEO	**	39,922		
FNMA POOL #929298 5% 03-01-2038 BEO	**	158,731		
FNMA POOL #930719 4.5% 03-01-2019 BEO	**	255		
FNMA POOL #931307 4.5% 06-01-2039 BEO	**	352,287		
FNMA POOL #931991 4.5% 09-01-2039 BEO	**	487,703		
FNMA POOL #932058 4.5% 10-01-2039 BEO	**	432,903		
FNMA POOL #932426 4.5% 01-01-2040 BEO	**	1,078,622		
FNMA POOL #932495 4.5% 02-01-2040 BEO	**	121,984		
FNMA POOL #932669 4.5% 03-01-2040 BEO	**	8,917		
FNMA POOL #932850 4% 12-01-2040 BEO	**	247,682		
FNMA POOL #933409 5% 03-01-2038 BEO	**	160,863		
FNMA POOL #933638 ADJ RT DUE 08-01-2038 BEO	**	33,851		
FNMA POOL #934648 7% DUE 11-01-2038 BEO	**	149,186		

89

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #942798 6.5% DUE 08-01-2037 REG	**	55,646		
FNMA POOL #943699 6.5% DUE 08-01-2037 REG	**	83,264		
FNMA POOL #946065 6.5% 09-01-2037 BEO	**	17,091		
FNMA POOL #948849 6% 08-01-2037 BEO	**	326,828		
FNMA POOL #955183 7% 11-01-2037 BEO	**	65,322		
FNMA POOL #955762 6.5% 10-01-2037 BEO	**	3,688		
FNMA POOL #962062 5% 03-01-2038 BEO	**	216,727		
FNMA POOL #962444 5% DUE 04-01-2038 BEO	**	131,946		
FNMA POOL #968066 6% 10-01-2022 BEO	**	37,626		
FNMA POOL #968252 7% 02-01-2038 BEO	**	13,500		
FNMA POOL #971053 4.5% 02-01-2039 BEO	**	47,866		
FNMA POOL #972242 6.5% 03-01-2038 BEO	**	1,539		
FNMA POOL #972571 5% 03-01-2038 BEO	**	16,238		
FNMA POOL #972572 5% DUE 03-01-2038 REG	**	6,331		
FNMA POOL #973161 6.5% 02-01-2038 BEO	**	101,684		
FNMA POOL #974156 7% 02-01-2038 BEO	**	18,983		
FNMA POOL #975184 5% 03-01-2038 BEO	**	101,791		
FNMA POOL #975441 5% DUE 03-01-2038 REG	**	57,682		
FNMA POOL #979973 5% 09-01-2036 BEO	**	15,027		
FNMA POOL #984632 ADJ RT DUE 06-01-2038 BEO	**	514,346		
FNMA POOL #985626 6% 04-01-2033 BEO	**	260,086		
FNMA POOL #987325 ADJ RT DUE 09-01-2038 BEO	**	332,744		
FNMA POOL #991549 7% 11-01-2038 BEO	**	41,590		
FNMA POOL #992249 7% 11-01-2038 BEO	**	8,531		
FNMA POOL #992262 5% 01-01-2039 BEO	**	17,288		
FNMA POOL #995072 5.5% 08-01-2038 BEO	**	241,749		
FNMA POOL #995149 6.5% 10-01-2038 BEO	**	157,049		
FNMA POOL #995381 6% 01-01-2024 BEO	**	69,753		
FNMA POOL #995899 6% 02-01-2038 BEO	**	109,559		
FNMA POOL #AA0472 4% 03-01-2039 BEO	**	135,057		
FNMA POOL #AA2700 5% 01-01-2039 BEO	**	5,335		
FNMA POOL #AB1228 5% 07-01-2040 BEO	**	34,088		
FNMA POOL #AB2801 3.5% 04-01-2026 BEO	**	433,940		
FNMA POOL #AB3701 4.5% 10-01-2041 BEO	**	705,737		
FNMA POOL #AB4058 4% 12-01-2041 BEO	**	571,278		
FNMA POOL #AB4590 3.5% DUE 03-01-2042 BEO	**	551,405		
FNMA POOL #AB4689 3.5% 03-01-2042 BEO	**	870,368		
FNMA POOL #AB4698 4% 03-01-2042 BEO	**	259,724		
FNMA POOL #AB4941 3.5% 04-01-2042 BEO	**	2,862,737		
FNMA POOL #AB4955 4% 04-01-2042 BEO	**	418,569		
FNMA POOL #AB5236 3% 05-01-2027 BEO	**	384,440		

90

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #AB5546 3.5% DUE 06-01-2042 BEO	**	695,569		
FNMA POOL #AB5593 3.5% 07-01-2042 BEO	**	432,780		
FNMA POOL #AB6136 2.5% 09-01-2027 BEO	**	1,342,469		
FNMA POOL #AB6229 3.5% 09-01-2042 BEO	**	2,028,093		
FNMA POOL #AB6238 3.5% 09-01-2042 BEO	**	492,245		
FNMA POOL #AB6390 3% 10-01-2042 BEO	**	280,453		
FNMA POOL #AB6694 3% 10-01-2042 BEO	**	576,159		
FNMA POOL #AB6832 3.5% 11-01-2042 BEO	**	1,551,479		
FNMA POOL #AB7059 2.5% 11-01-2042 BEO	**	3,281,095		
FNMA POOL #AB7272 3 12-01-2042 REG	**	1,064,218		
FNMA POOL #AB7410 3% 12-01-2042 BEO	**	2,938,258		
FNMA POOL #AB7426 3% 12-01-2042 BEO	**	826,883		
FNMA POOL #AB7568 3% 01-01-2043 BEO	**	1,233,353		
FNMA POOL #AB7570 3% 01-01-2043 BEO	**	2,016,993		
FNMA POOL #AB7716 2.5% 01-01-2028 BEO	**	215,062		
FNMA POOL #AB7728 2.5% 01-01-2043 BEO	**	335,274		
FNMA POOL #AB7741 3% 01-01-2043 BEO	**	1,696,690		
FNMA POOL #AB8464 2.5% 02-01-2043 BEO	**	296,648		
FNMA POOL #AB8465 2.5% 02-01-2043 BEO	**	499,825		
FNMA POOL #AB8925 3% DUE 04-01-2043 BEO	**	88,729		
FNMA POOL #AB9136 2.5% 04-01-2043 BEO	**	1,313,797		
FNMA POOL #AB9347 3% 05-01-2043 BEO	**	1,805,022		
FNMA POOL #AB9361 3.5% DUE 05-01-2043 BEO	**	531,706		
FNMA POOL #AB9461 3% 05-01-2043 BEO	**	2,249,420		
FNMA POOL #AB9516 2.5% 05-01-2028 BEO	**	226,100		
FNMA POOL #AB9615 4% 06-01-2033 BEO	**	273,383		
FNMA POOL #AB9663 3% 06-01-2043 BEO	**	202,920		
FNMA POOL #AB9825 2.5% 07-01-2028 BEO	**	87,447		
FNMA POOL #AB9980 3.5% 07-01-2043 BEO	**	599,516		
FNMA POOL #AC1889 4% 09-01-2039 BEO	**	267,175		
FNMA POOL #AC2953 4.5% 09-01-2039 BEO	**	119,192		
FNMA POOL #AC3237 5% 10-01-2039 BEO	**	138,856		
FNMA POOL #AC3237 5% 10-01-2039 BEO	**	941,807		
FNMA POOL #AC9526 5.5% DUE 01-01-2040 BEO	**	720,839		
FNMA POOL #AD0217 6% 08-01-2037 BEO	**	68,969		
FNMA POOL #AD0249 5.5% 04-01-2037 BEO	**	432,636		
FNMA POOL #AD0296 FLTG 12-01-2036	**	149,196		
FNMA POOL #AD0329 6.5 DUE 09-01-2028 BEO	**	57,189		
FNMA POOL #AD0452 6% 04-01-2021 BEO	**	98,007		
FNMA POOL #AD0471 5.5% 01-01-2024 BEO	**	127,510		
FNMA POOL #AD0752 7% 01-01-2039 BEO	**	85,254		

91

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #AD0979 7.5% 10-01-2035 BEO	**	138,176		
FNMA POOL #AD4178 4.5% 06-01-2040 BEO	**	941,127		
FNMA POOL #AD6510 5% 05-01-2040 BEO	**	17,637		
FNMA POOL #AD9143 4.5% 08-01-2040 BEO	**	32,922		
FNMA POOL #AD9153 4.5% 08-01-2040 BEO	**	225,986		
FNMA POOL #AD9713 5% 08-01-2040 BEO	**	119,082		
FNMA POOL #AE0081 6% 07-01-2024 BEO	**	118,629		
FNMA POOL #AE0113 4% 07-01-2040 BEO	**	391,036		
FNMA POOL #AE0478 4% 11-01-2040 BEO	**	6,356		
FNMA POOL #AE0521 6% 08-01-2037 BEO	**	633,901		
FNMA POOL #AE0654 3.798% DUE 12-01-2040 BEO	**	2,363,992		
FNMA POOL #AE0758 7% 02-01-2039 BEO	**	650,989		
FNMA POOL #AE0967 3.5% 06-01-2039 BEO	**	744,928		
FNMA POOL #AE1807 4% 10-01-2040 BEO	**	11,096		
FNMA POOL #AE1840 5% 08-01-2040 BEO	**	33,434		
FNMA POOL #AE1862 5% 08-01-2040 BEO	**	266,392		
FNMA POOL #AE3505 3.5% 01-01-2026 BEO	**	157,335		
FNMA POOL #AE4456 4% 02-01-2041 BEO	**	89,486		
FNMA POOL #AE4664 4% 10-01-2040 BEO	**	115,656		
FNMA POOL #AE6090 4% 10-01-2040 BEO	**	278,214		
FNMA POOL #AE6191 4% 11-01-2040 BEO	**	31,316		
FNMA POOL #AE7283 4% 10-01-2040 BEO	**	16,257		
FNMA POOL #AE7314 4% 11-01-2040 BEO	**	2,230		
FNMA POOL #AE8446 4% 11-01-2040 BEO	**	3,581		
FNMA POOL #AE9387 4% 12-01-2040 BEO	**	2,263		
FNMA POOL #AH2683 4% 01-01-2041 BEO	**	1,376,183		
FNMA POOL #AL8558 6% 07-01-2041 BEO	**	331,843		
FNMA POOL #AM1990 2.33% DUE 01-01-2023 BEO	**	405,115		
FNMA POOL #AM2674 2.61% DUE 03-01-2023 BEO	**	601,993		
FNMA POOL #AM2711 2.57% DUE 03-01-2023 BEO	**	407,257		
FNMA POOL #AM4066 3.59% 08-01-2023 BEO	**	926,502		
FNMA POOL #AM4764 3.44% DUE 11-01-2023 BEO	**	634,871		
FNMA POOL #AM5079 3.45 DUE 01-01-2024 BEO	**	682,045		
FNMA POOL #AM5473 3.76% 03-01-2024 BEO	**	909,615		
FNMA POOL #AM5612 3.42% DUE 05-01-2024 REG	**	763,652		
FNMA POOL #AM7514 3.07% DUE 02-01-2025 BEO	**	1,150,291		
FNMA POOL #AN0360 3.95% DUE 12-01-2045 BEO	**	4,469,656		
FNMA POOL #AN2670 2.305% DUE 11-01-2026 BEO	**	343,503		
FNMA POOL #AN2689 2.2% 10-01-2026	**	941,141		
FNMA POOL #AN4000 3% DUE 12-01-2026 BEO	**	981,881		
FNMA POOL #AN4439 2.93% DUE 01-01-2027 BEO	**	353,833		

92

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #AN7895 3.55% DUE 12-01-2027 BEO	**	4,630,421		
FNMA POOL #AN7904 3.44% 12-01-2027	**	3,554,026		
FNMA POOL #AN9686 3.52% DUE 06-01-2028 BEO	**	2,023,232		
FNMA POOL #AN9976 3.96% DUE 02-01-2030 BEO	**	2,209,777		
FNMA POOL #AO0454 3.5% 08-01-2042 BEO	**	536,698		
FNMA POOL #AO0527 3% 05-01-2027 BEO	**	316,455		
FNMA POOL #AO4135 3.5% 06-01-2042 BEO	**	1,496,957		
FNMA POOL #AO4688 3% DUE 07-01-2043 BEO	**	2,589,919		
FNMA POOL #AO6757 4% 06-01-2042 BEO	**	275,373		
FNMA POOL #AO7348 4% 08-01-2042 BEO	**	273,601		
FNMA POOL #AP0006 ADJ RT DUE 07-01-2042 BEO	**	265,980		
FNMA POOL #AP0645 3.5% 07-01-2032 BEO	**	85,982		
FNMA POOL #AP2611 3.5% 09-01-2042 BEO	**	473,339		
FNMA POOL #AP3308 3.5% 09-01-2042 BEO	**	457,424		
FNMA POOL #AP3902 3% 10-01-2042 BEO	**	390,003		
FNMA POOL #AP4710 3.5% 08-01-2042 BEO	**	950,767		
FNMA POOL #AP5143 3% 09-01-2042 BEO	**	554,799		
FNMA POOL #AP6027 3% 04-01-2043 BEO	**	542,159		
FNMA POOL #AP6032 3% 04-01-2043 BEO	**	592,594		
FNMA POOL #AP6053 2.5% 07-01-2028 BEO	**	155,847		
FNMA POOL #AP6054 3% 07-01-2043 BEO	**	55,437		
FNMA POOL #AP7126 2.5% 10-01-2027 BEO	**	368,012		
FNMA POOL #AP8057 3.5% 09-01-2042 BEO	**	538,252		
FNMA POOL #AP8903 3.5% 10-01-2042 BEO	**	484,275		
FNMA POOL #AP9539 3% DUE 10-01-2042 BEO	**	280,628		
FNMA POOL #AP9766 4% 10-01-2042 BEO	**	1,506,611		
FNMA POOL #AQ0556 3% 11-01-2042 BEO	**	1,989,410		
FNMA POOL #AQ1534 3.5% 10-01-2032 BEO	**	257,940		
FNMA POOL #AQ1607 3.5% 11-01-2032 BEO	**	202,058		
FNMA POOL #AQ1802 3.5% 10-01-2042 BEO	**	295,687		
FNMA POOL #AQ7192 3% DUE 07-01-2043 REG	**	109,217		
FNMA POOL #AQ8359 3% 01-01-2043 BEO	**	551,296		
FNMA POOL #AQ8653 2.5% 12-01-2042 BEO	**	462,572		
FNMA POOL #AQ9990 2.5% 02-01-2043 BEO	**	1,122,134		
FNMA POOL #AR2602 2.5% DUE 02-01-2043 BEO	**	464,203		
FNMA POOL #AR2638 3.5% 02-01-2043 BEO	**	542,206		
FNMA POOL #AR3368 2.5% DUE 02-01-2028 REG	**	185,480		
FNMA POOL #AR4343 3% 06-01-2043 BEO	**	362,119		
FNMA POOL #AR4473 2.5% 03-01-2028 BEO	**	1,276,712		
FNMA POOL #AR7182 2.5% 03-01-2043 BEO	**	506,953		

93

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #AR7213 2.5% 05-01-2043 BEO	**	524,226		
FNMA POOL #AR7214 3% DUE 06-01-2043 REG	**	2,299,331		
FNMA POOL #AR7399 3% 06-01-2043 BEO	**	150,708		
FNMA POOL #AR7961 3.5% DUE 03-01-2033 REG	**	243,933		
FNMA POOL #AR7970 2.5% DUE 03-01-2043 REG	**	527,829		
FNMA POOL #AR8600 2.5% DUE 07-01-2043 REG	**	583,542		
FNMA POOL #AR8749 3% 03-01-2043 BEO	**	2,316,179		
FNMA POOL #AS0047 2.5% 07-01-2028 BEO	**	574,486		
FNMA POOL #AS0070 4% DUE 08-01-2043 REG	**	518,232		
FNMA POOL #AS0302 3% 08-01-2043 BEO	**	117,305		
FNMA POOL #AS0522 3.5% 09-01-2043 BEO	**	252,921		
FNMA POOL #AS0838 5% 10-01-2043 BEO	**	213,035		
FNMA POOL #AS1364 3% 12-01-2043 BEO	**	100,804		
FNMA POOL #AS1774 4% 02-01-2044 BEO	**	199,062		
FNMA POOL #AS2117 4.0% 04-01-2044	**	9,670		
FNMA POOL #AS2369 3.5% 05-01-2029 BEO	**	1,296,367		
FNMA POOL #AS3282 3% 10-01-2043 BEO	**	222,653		
FNMA POOL #AS3293 4% 09-01-2044 BEO	**	1,055,055		
FNMA POOL #AS4271 4.5% 01-01-2045 BEO	**	244,810		
FNMA POOL #AS4302 4% 01-01-2045 BEO	**	1,070,995		
FNMA POOL #AS4354 4.5% 01-01-2045 BEO	**	1,858,942		
FNMA POOL #AS4427 4.5% 02-01-2045 BEO	**	1,632,470		
FNMA POOL #AS4431 4.5% 02-01-2045 BEO	**	963,098		
FNMA POOL #AS5068 3.5% 06-01-2045 BEO	**	168,590		
FNMA POOL #AS5103 3% 06-01-2030 BEO	**	1,854,765		
FNMA POOL #AS5133 3.5% 06-01-2045 BEO	**	2,934,709		
FNMA POOL #AS5598 4% 08-01-2045 BEO	**	1,347,887		
FNMA POOL #AS5722 3.5% 09-01-2045 BEO	**	15,114,499		
FNMA POOL #AS6065 3.5% 10-01-2045 BEO	**	394,908		
FNMA POOL #AS6067 3.5% 10-01-2045 BEO	**	19,343,801		
FNMA POOL #AS6286 4% 12-01-2045 BEO	**	2,879,993		
FNMA POOL #AS6304 4% DUE 12-01-2045 BEO	**	4,224,177		
FNMA POOL #AS6315 4% 12-01-2045 BEO	**	166,332		
FNMA POOL #AS6328 3.5% 12-01-2045 BEO	**	4,468,971		
FNMA POOL #AS6386 3% 12-01-2045 BEO	**	354,354		
FNMA POOL #AS6395 3.5% 12-01-2045 BEO	**	218,144		
FNMA POOL #AS6452 3.5% 01-01-2046 BEO	**	747,998		
FNMA POOL #AS6489 4% DUE 01-01-2046 BEO	**	2,218,252		
FNMA POOL #AS6534 3.5% 01-01-2046 BEO	**	7,497,879		
FNMA POOL #AS7125 2.5% 05-01-2046 BEO	**	1,139,083		
FNMA POOL #AS7530 2.5% 07-01-2046 BEO	**	1,749,615		
FNMA POOL #AS7693 2% DUE 08-01-2031 BEO	**	1,770,240		
FNMA POOL #AS7738 3% 08-01-2046 BEO	**	2,281,299		
FNMA POOL #AS7877 2.5% 09-01-2046 BEO	**	1,909,506		
FNMA POOL #AS8143 4% 10-01-2046 BEO	**	386,797		
FNMA POOL #AS8249 3% 11-01-2036 BEO	**	3,565,256		
FNMA POOL #AS8386 2.5% 11-01-2031 BEO	**	1,048,454		

94

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #AS9453 4% 04-01-2047 BEO	**	11,822,725		
FNMA POOL #AS9588 4% 05-01-2047 BEO	**	7,175,031		
FNMA POOL #AT0162 2.5% DUE 03-01-2043 REG	**	489,291		
FNMA POOL #AT0333 2.5% DUE 04-01-2043 REG	**	753,361		
FNMA POOL #AT0874 POOL #AT0874 3% DUE 07-01-2043 REG	**	107,230		
FNMA POOL #AT1572 3% DUE 05-01-2043 REG	**	2,309,423		
FNMA POOL #AT2008 2.5% DUE 04-01-2043 REG	**	544,275		
FNMA POOL #AT2043 3% DUE 04-01-2043 REG	**	59,817		
FNMA POOL #AT2722 3% DUE 05-01-2043 REG	**	1,051,361		
FNMA POOL #AT2725 3% 05-01-2043 BEO	**	11,629,089		
FNMA POOL #AT2894 2.5% DUE 05-01-2028 REG	**	229,236		
FNMA POOL #AT3179 3% 05-01-2043 BEO	**	562,401		
FNMA POOL #AT3487 3.5% DUE 04-01-2043 REG	**	2,027,382		
FNMA POOL #AT5198 2.5 DUE 05-01-2043 REG	**	435,855		
FNMA POOL #AT5612 2.5% 04-01-2043 BEO	**	640,202		
FNMA POOL #AT5690 3% 06-01-2043 BEO	**	69,740		
FNMA POOL #AT5803 3% 06-01-2043 BEO	**	80,441		
FNMA POOL #AT5907 4% 06-01-2043 BEO	**	948,652		
FNMA POOL #AT5915 4 DUE 06-01-2043 REG	**	354,127		
FNMA POOL #AT5994 3% 05-01-2043 BEO	**	209,035		
FNMA POOL #AT6656 2.5% 05-01-2043 BEO	**	478,301		
FNMA POOL #AT6764 3% 07-01-2043 BEO	**	53,649		
FNMA POOL #AT7213 2.5% DUE 06-01-2028 BEO	**	78,129		
FNMA POOL #AT7620 3% DUE 06-01-2043 REG	**	1,641,560		
FNMA POOL #AT8000 3% 06-01-2043 BEO	**	128,825		
FNMA POOL #AT8326 3% DUE 06-01-2043 BEO	**	2,153,606		
FNMA POOL #AT8419 3 DUE 06-01-2043 REG	**	303,689		
FNMA POOL #AT8489 3% DUE 08-01-2043 REG	**	2,499,445		
FNMA POOL #AT8968 2.5% 07-01-2028 BEO	**	143,106		
FNMA POOL #AT9250 3% 07-01-2043 BEO	**	2,177,773		
FNMA POOL #AT9311 FIXED 2.5% 07-01-2028 BEO	**	117,062		
FNMA POOL #AT9521 2.5% 07-01-2028 BEO	**	265,230		
FNMA POOL #AU0317 3% 06-01-2043 BEO	**	199,183		
FNMA POOL #AU0923 3.5% 07-01-2043 BEO	**	634,101		
FNMA POOL #AU1130 2.5% 09-01-2043 BEO	**	442,527		
FNMA POOL #AU1629 3% DUE 07-01-2043 REG	**	164,218		
FNMA POOL #AU1632 3% DUE 07-01-2043 REG	**	4,133,058		
FNMA POOL #AU1811 2.5% 08-01-2028 BEO	**	127,465		
FNMA POOL #AU2032 3% 07-01-2043 BEO	**	169,153		
FNMA POOL #AU3034 2.5% 08-01-2028 BEO	**	54,993		
FNMA POOL #AU3176 3% DUE 08-01-2043 REG	**	169,523		
FNMA POOL #AU3191 2.5% DUE 08-01-2028 REG	**	316,813		
FNMA POOL #AU3195 3% 08-01-2043 BEO	**	156,110		
FNMA POOL #AU3334 2.5% DUE 07-01-2028 REG	**	277,302		
FNMA POOL #AU3732 2.5% 08-01-2043 BEO	**	1,172,200		
FNMA POOL #AU3789 2.5% DUE 08-01-2028 REG	**	179,333		
FNMA POOL #AU3811 3% DUE 08-01-2043 REG	**	121,536		

95

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #AU4278 2.5% 09-01-2043 BEO	**	398,920		
FNMA POOL #AU4585 3% 08-01-2043 BEO	**	130,230		
FNMA POOL #AU5161 3 DUE 08-01-2043 REG	**	2,803,131		
FNMA POOL #AU5190 2.5% 08-01-2028 BEO	**	221,802		
FNMA POOL #AU5202 3% 08-01-2043 BEO	**	115,267		
FNMA POOL #AU5904 3.5% 09-01-2033 BEO	**	501,256		
FNMA POOL #AU8066 3% 09-01-2043 BEO	**	158,222		
FNMA POOL #AV0702 4% 12-01-2043 BEO	**	348,165		
FNMA POOL #AV0802 2.5% 08-01-2028 BEO	**	31,775		
FNMA POOL #AV2425 4% 02-01-2045 BEO	**	236,707		
FNMA POOL #AV4486 4.5% 01-01-2044 BEO	**	227,823		
FNMA POOL #AV4502 4.5% 01-01-2044 BEO	**	197,759		
FNMA POOL #AV4736 4% 12-01-2043 BEO	**	279,182		
FNMA POOL #AV5425 4.5% 01-01-2044 BEO	**	1,481,534		
FNMA POOL #AV5667 4% 01-01-2044 BEO	**	237,972		
FNMA POOL #AV5730 4.5% 04-01-2044 BEO	**	610,113		
FNMA POOL #AV5731 4.5% 04-01-2044 BEO	**	293,097		
FNMA POOL #AV5732 4.5% 04-01-2044 BEO	**	231,201		
FNMA POOL #AV5733 4.5% 04-01-2044 BEO	**	195,792		
FNMA POOL #AV5734 4.5% 04-01-2044 BEO	**	402,490		
FNMA POOL #AV7116 4.5% 03-01-2044 BEO	**	290,581		
FNMA POOL #AV8492 4.5% 02-01-2044 BEO	**	448,752		
FNMA POOL #AV9290 4.5% 02-01-2044 BEO	**	823,218		
FNMA POOL #AW3146 4% 06-01-2044 BEO	**	533,454		
FNMA POOL #AW9504 3% 01-01-2045 BEO	**	120,569		
FNMA POOL #AX1348 4% 10-01-2044 BEO	**	34,835		
FNMA POOL #AX3719 3.5% 07-01-2027 BEO	**	658,383		
FNMA POOL #AX4277 3% 01-01-2045 BEO	**	1,074,069		
FNMA POOL #AX4883 3% 12-01-2044 BEO	**	3,083,595		
FNMA POOL #AX6579 3% 01-01-2045 BEO	**	137,523		
FNMA POOL #AX7578 3% 01-01-2045 BEO	**	156,717		
FNMA POOL #AY1022 3% 05-01-2045 BEO	**	1,437,973		
FNMA POOL #AY1363 4% 04-01-2045 BEO	**	520,386		
FNMA POOL #AY1377 4% DUE 04-01-2045 REG	**	447,104		
FNMA POOL #AY3913 3.5% 02-01-2045 BEO	**	569,969		
FNMA POOL #AY4869 4% 06-01-2045 BEO	**	565,012		
FNMA POOL #AY5484 4% 12-01-2044 BEO	**	11,989		
FNMA POOL #AY9434 4% 12-01-2045 BEO	**	186,503		
FNMA POOL #AZ0711 3.5% 02-01-2046 BEO	**	136,584		
FNMA POOL #AZ3743 3.5% 11-01-2045 BEO	**	1,816,756		
FNMA POOL #AZ3926 4% 10-01-2045 BEO	**	14,001		
FNMA POOL #AZ4234 3% 06-01-2030 BEO	**	4,754,525		
FNMA POOL #AZ4775 3.5% 10-01-2045 BEO	**	9,455,118		
FNMA POOL #AZ5713 4% 09-01-2045 BEO	**	1,649,155		
FNMA POOL #AZ7353 3.5% 11-01-2045 BEO	**	837,765		
FNMA POOL #BA3779 4% 01-01-2046 BEO	**	15,908		
FNMA POOL #BA4750 3.5% 01-01-2031 BEO	**	718,600		

96

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #BA4766 4% 01-01-2046 BEO	**	511,847		
FNMA POOL #BA4780 4% 01-01-2046 BEO	**	9,441,205		
FNMA POOL #BA4801 4% 02-01-2046 BEO	**	1,983,412		
FNMA POOL #BA5330 4% 11-01-2045 BEO	**	30,541		
FNMA POOL #BA5827 3% 11-01-2030 BEO	**	711,644		
FNMA POOL #BA6018 3% 01-01-2046 BEO	**	32,861		
FNMA POOL #BA6555 3% 01-01-2046 BEO	**	45,260		
FNMA POOL #BA6798 4% 01-01-2046 BEO	**	536,332		
FNMA POOL #BA6824 3% 02-01-2046 BEO	**	710,602		
FNMA POOL #BA6924 3% 02-01-2046 BEO	**	84,869		
FNMA POOL #BC0884 3% 05-01-2046 BEO	**	1,555,094		
FNMA POOL #BC1104 3% 02-01-2046 BEO	**	616,584		
FNMA POOL #BC3020 3% 02-01-2046 BEO	**	772,458		
FNMA POOL #BC3883 4% DUE 03-01-2046 BEO	**	1,340,626		
FNMA POOL #BC4411 3.5% 03-01-2031 BEO	**	1,090,484		
FNMA POOL #BD5388 2.5% 08-01-2031 BEO	**	315,329		
FNMA POOL #BE0146 2.5% 10-01-2031 BEO	**	938,330		
FNMA POOL #BE9806 4.5% 03-01-2047 BEO	**	727,535		
FNMA POOL #BE9838 4.5% 03-01-2047 BEO	**	764,580		
FNMA POOL #BE9839 4.5% 04-01-2047 BEO	**	765,154		
FNMA POOL #BF0035 4% 04-01-2055 BEO	**	75,366		
FNMA POOL #BF0064 4% 09-01-2055 BEO	**	81,099		
FNMA POOL #BF0104 4% 02-01-2056 BEO	**	4,686,537		
FNMA POOL #BF0133 4% 08-01-2056 BEO	**	16,038,492		
FNMA POOL #BF0183 4% 01-01-2057 BEO	**	2,680,526		
FNMA POOL #BF0191 4% 06-01-2057 BEO	**	5,546,480		
FNMA POOL #BF0222 4.5% 09-01-2057 BEO	**	3,389,951		
FNMA POOL #BH2623 4% DUE 08-01-2047 BEO	**	34,506,138		
FNMA POOL #BH4101 3.5% 10-01-2047 BEO	**	4,815,869		
FNMA POOL #BH6197 4% 07-01-2047 BEO	**	786,410		
FNMA POOL #BH6198 4% 07-01-2047 BEO	**	1,240,222		
FNMA POOL #BH6199 4% 07-01-2047 BEO	**	1,429,840		
FNMA POOL #BJ0669 3.5% 03-01-2033 BEO	**	1,698,870		
FNMA POOL #BJ1635 3% 11-01-2032 BEO	**	2,111,187		
FNMA POOL #BJ2544 3% 12-01-2037 BEO	**	1,291,487		
FNMA POOL #BJ5803 4% 03-01-2048 BEO	**	1,009,955		
FNMA POOL #BJ8078 3.5% 03-01-2048 BEO	**	481,686		
FNMA POOL #BK0751 3.5% 03-01-2048 BEO	**	365,192		
FNMA POOL #BK0806 4% 04-01-2048 BEO	**	8,707,881		
FNMA POOL #BK5094 5% 05-01-2048 BEO	**	2,102,235		
FNMA POOL #BK5710 4% 04-01-2048 BEO	**	1,865,874		
FNMA POOL #BM1565 3% 04-01-2047 BEO	**	3,549,953		
FNMA POOL #BM3119 1.8% 02-01-2047 BEO	**	2,168,557		
FNMA POOL #BM3473 3.5% 11-01-2047 BEO	**	1,268,653		
FNMA POOL #BM3724 3.5% 03-01-2048 BEO	**	36,659,438		
FNMA POOL #BM3904 5% 05-01-2048 BEO	**	2,956,898		
FNMA POOL #BM4579 3% 04-01-2047 BEO	**	7,458,402		

97

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #BM4676 4% 10-01-2048 BEO	**	3,155,352		
FNMA POOL #BM4716 3.5% 12-01-2030 BEO	**	765,166		
FNMA POOL #CA0789 3.5% 11-01-2032	**	1,503,656		
FNMA POOL #CA0907 3.5% DUE 12-01-2047	**	1,421,929		
FNMA POOL #CA1576 5.0% DUE 01-01-2048 REG	**	1,184,410		
FNMA POOL #CA2756 5% DUE 11-01-2048 REG	**	2,709,774		
FNMA POOL #FNAT5995 3 DUE 05-01-2043 REG	**	129,658		
FNMA POOL #G67717 4.0% DUE 11-01-2048 REG	**	1,450,266		
FNMA POOL #MA0006 4% 03-01-2039 BEO	**	14,676		
FNMA POOL #MA0214 5% 10-01-2029 BEO	**	427,316		
FNMA POOL #MA0243 5% 11-01-2029 BEO	**	327,736		
FNMA POOL #MA0295 5% 01-01-2030 BEO	**	192,763		
FNMA POOL #MA0320 5% 02-01-2030 BEO	**	122,803		
FNMA POOL #MA0583 4% 12-01-2040 BEO	**	5,946		
FNMA POOL #MA0706 4.5% 04-01-2031 BEO	**	183,409		
FNMA POOL #MA0734 4.5% DUE 05-01-2031 BEO	**	575,510		
FNMA POOL #MA0776 4.5% DUE 06-01-2031 BEO	**	573,590		
FNMA POOL #MA0816 4.5% 08-01-2031 BEO	**	437,506		
FNMA POOL #MA0833 3% DUE 08-01-2021 BEO	**	45,421		
FNMA POOL #MA0913 4.5% 11-01-2031 BEO	**	396,989		
FNMA POOL #MA0939 4.5% 12-01-2031 BEO	**	455,600		
FNMA POOL #MA0968 4.5% 12-01-2031 BEO	**	94,756		
FNMA POOL #MA1044 3% DUE 04-01-2042 BEO	**	169,741		
FNMA POOL #MA1125 4 07-01-2042 BEO	**	406,828		
FNMA POOL #MA1146 4% 08-01-2042 BEO	**	4,215,798		
FNMA POOL #MA1177 3.5% 09-01-2042 BEO	**	278,076		
FNMA POOL #MA1177 3.5% 09-01-2042 BEO	**	320,857		
FNMA POOL #MA1213 3.5% DUE 10-01-2042 BEO	**	270,575		
FNMA POOL #MA1221 4.5% 09-01-2042 BEO	**	99,147		
FNMA POOL #MA1253 4% 11-01-2042 BEO	**	1,155,885		
FNMA POOL #MA1272 3% 12-01-2042 BEO	**	1,218,013		
FNMA POOL #MA1373 3.5% 03-01-2043 BEO	**	639,883		
FNMA POOL #MA1412 2.5% 04-01-2043 BEO	**	536,297		
FNMA POOL #MA1458 3% 06-01-2043 BEO	**	1,042,210		
FNMA POOL #MA1463 3.5% 06-01-2043 BEO	**	1,496,282		
FNMA POOL #MA1493 2.5% 06-01-2043 BEO	**	370,699		
FNMA POOL #MA1508 3.5% 07-01-2043 BEO	**	408,632		
FNMA POOL #MA1510 4% 07-01-2043 BEO	**	483,608		
FNMA POOL #MA1510 4% 07-01-2043 BEO	**	59,338		
FNMA POOL #MA1546 3.5% DUE 08-01-2043 BEO	**	535,696		
FNMA POOL #MA1547 4% 08-01-2043 BEO	**	385,037		
FNMA POOL #MA1582 3.5% DUE 09-01-2043 BEO	**	2,688,070		
FNMA POOL #MA1591 4.5% 09-01-2043 BEO	**	304,345		
FNMA POOL #MA1591 4.5% 09-01-2043 BEO	**	1,217,381		
FNMA POOL #MA1629 4.5% 10-01-2043 BEO	**	310,540		
FNMA POOL #MA1629 4.5% 10-01-2043 BEO	**	1,117,944		
FNMA POOL #MA1664 4.5% 11-01-2043 BEO	**	793,417		

98

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA POOL #MA1711 4.5% 12-01-2043 BEO	**	245,143		
FNMA POOL #MA1711 4.5% 12-01-2043 BEO	**	919,286		
FNMA POOL #MA1728 5% 11-01-2033 BEO	**	184,378		
FNMA POOL #MA2516 3% 01-01-2046 BEO	**	1,154,586		
FNMA POOL #MA2806 3% DUE 11-01-2046 REG	**	13,457,762		
FNMA POOL #MA2863 3% DUE 01-01-2047 BEO	**	8,362,670		
FNMA POOL #MA2995 4% 05-01-2047 BEO	**	2,267,985		
FNMA POOL #MA3182 3.5% 11-01-2047 BEO	**	10,255,752		
FNMA POOL #MA3183 4% 11-01-2047 BEO	**	1,012,293		
FNMA POOL #MA3210 3.5% 12-01-2047 BEO	**	193,524		
FNMA POOL #MA3211 4% 12-01-2047 BEO	**	2,269,053		
FNMA POOL #MA3239 4% 01-01-2048 BEO	**	1,479,371		
FNMA POOL #MA3284 3.5% 02-01-2033 BEO	**	498,932		
FNMA POOL #MA3305 3.5% 03-01-2048 BEO	**	62,287,099		
FNMA POOL #MA3333 4% 04-01-2048 BEO	**	510,492		
FNMA POOL #MA3356 3.5% 05-01-2048 BEO	**	17,716,950		
FNMA POOL #MA3364 3.5% 05-01-2033 BEO	**	2,169,808		
FNMA POOL #MA3383 3.5% 06-01-2048 BEO	**	68,924,227		
FNMA POOL #MA3384 4% 06-01-2048 BEO	**	6,008,850		
FNMA POOL #MA3385 4.5% 06-01-2048 BEO	**	3,636,005		
FNMA POOL #MA3392 3.5% 06-01-2033 BEO	**	501,395		
FNMA POOL #MA3501 5% 10-01-2048 BEO	**	3,387,341		
FNMA POOL AM8674 2.81% 04-01-2025	**	168,534		
FNMA POOL AT3389 3 DUE 08-01-2043 REG	**	603,444		
FNMA POOL AU4346 3.5 DUE 07-01-2043 REG	**	1,083,109		
FNMA POOL CA0243 4.5% DUE 08-01-2047	**	701,649		
FNMA POOL#CA1535 3.5% 02-01-2048 REG	**	25,948,642		
FNMA PREASSIGN 00800 5.5 03-25-2033	**	75,086		
FNMA REMIC 2004-40 CL-FY FRN 05-25-2034	**	1,445,161		
FNMA REMIC SER 2015-M7 CLS A2 2.59% 12-25-2024	**	1,239,389		
FNMA REMIC SER 16-49 CL-BA 2.5% 11-25-2041	**	913,144		
FNMA REMIC SER 2003-W1 CL IA-1 5.37286 12-25-2042	**	112,643		
FNMA REMIC SER 2003-W15 CL 1A1 6.5 07-25-2043	**	89,964		
FNMA REMIC SER 2005-70 CL NA 5.5 08-25-2035	**	38,729		
FNMA REMIC SER 2007-73 CL A1 FLT RT 07-25-2037	**	400,140		
FNMA REMIC SER 2013-133 CL-LA 3.0% 01-25-2033	**	1,573,814		
FNMA REMIC SER 2013-9 CL CB 5.50 04-25-2042	**	3,440,988		
FNMA REMIC SER 2013-90 CL A 4.0% 11-25-2038	**	1,037,301		
FNMA REMIC SER 2014-M1 CL A2 FLTG RT 07-25-2023	**	496,889		
FNMA REMIC SER 2015-M12 CL A1 2.331% 04-25-2025	**	4,630,020		
FNMA REMIC SER 2017-30 CL E 3.0% 07-25-2043 REG	**	13,650,368		
FNMA REMIC SR 2010-149 CL VA 4.5% 02-25-2022	**	3,415,435		
FNMA REMIC TR 18-35 CL-EA 3.0% 05-25-2048	**	10,550,167		
FNMA REMIC TR 1994-29 CL Z 6.5 02-25-2024	**	27,822		
FNMA REMIC TR 2001-81 CL-HE 6.5 01-25-2032	**	480,246		
FNMA REMIC TR 2004-38 CL-FK FLTG RATE 05-25-2034	**	233,762		
FNMA REMIC TR 2004-80 CL-WB 4 11-25-2019	**	14,637		

99

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA REMIC TR 2004-W1 CL-1A7 5.681 11-25-2043	**	323,916		
FNMA REMIC TR 2005-64 CL-PL 5.5% 07-25-2035	**	751,307		
FNMA REMIC TR 2006-30 CL-KF VAR RATE 05-25-2036	**	71,909		
FNMA REMIC TR 2006-48 CL-TF VAR RATE 06-25-2036	**	36,521		
FNMA REMIC TR 2006-9 CL-KZ 6 03-25-2036	**	177,116		
FNMA REMIC TR 2007-100 CL-YF FLT RATE DUE 10-25-2037	**	478,255		
FNMA REMIC TR 2009-29 CL-LA VAR RATE 05-25-2039	**	771,852		
FNMA REMIC TR 2009-62 CL-HJ 6 05-25-2039	**	241,055		
FNMA REMIC TR 2009-87 CL-NF VAR RATE 11-25-2039	**	900,631		
FNMA REMIC TR 2010-107 CL-KF FLTG RATE 03-25-2036	**	296,469		
FNMA REMIC TR 2010-134 CL-KZ PRIN ONLY 4.5 12-25-2040	**	1,464,113		
FNMA REMIC TR 2013-53 CL-CL 3 06-25-2037	**	1,848,258		
FNMA REMIC TR 2013-62 CL-QA 3 06-25-2037	**	2,425,776		
FNMA REMIC TR 2013-96 CL-FY VAR RATE 07-25-2042	**	4,223,659		
FNMA REMIC TR 2015-53 CL-MA 2.5 06-25-2045	**	2,670,773		
FNMA REMIC TR 2015-94 CL-EP 3 07-25-2043	**	3,106,213		
FNMA REMIC TR 2015-M1 CL-AB2 2.465 09-25-2024	**	3,856,927		
FNMA REMIC TR 2016-100 CL-WF VAR RATE 01-25-2047	**	7,539,172		
FNMA REMIC TR 2016-2 CL-WA 3.5 05-25-2041	**	1,741,658		
FNMA REMIC TR 2016-84 CL-DF VAR RATE 11-25-2046	**	4,249,261		
FNMA REMIC TR 2016-97 CL-CF VAR RATE 12-25-2056	**	1,133,898		
FNMA REMIC TR SER 1994-15 CL ZK 5.5 GTD MTG PASS THRU CTF DUE 02-25-2024 REG	**	284,895		
FNMA REMIC TR SER 2013-12 CL-P 1.75% DUE 11-25-2041 REG	**	5,043,759		
FNMA SER 17-M3 CL A1 FLTG RT DUE 12-25-2026 REG	**	3,421,904		
FNMA SER 18-49 CL CA 4.0% 12-25-2042	**	11,646,410		
FNMA SER 2010-54 CL FT FRN 04-25-2037	**	2,130,193		
FNMA SER 2010-64 CL DM 05/01/2010 5 06/25/2040	**	281,680		
FNMA SER 2011-15 CL AB 9.75 08-25-2019	**	128		
FNMA SER 2012-28 CL B 6.5 06-25-2039	**	104,042		
FNMA SER 2013-23 CL-NH 2% 03-25-2028	**	846,750		
FNMA SER 2013-9 CL BC 6.5 07-25-2042	**	1,971,842		
FNMA SER 2013-M7 CL A2 2.27999997139 12-27-2022	**	318,908		
FNMA SER 2014-23 CL PA 3.5 08-25-2036	**	1,229,082		
FNMA SER 2014-M13 CL AB-2 2.951% 08-25-2024	**	3,438,478		
FNMA SER 2017-M12 CL A2 FLTG RT 06-25-2027	**	374,668		
FNMA SER 2017-M5 CL A2 3.303% 04-25-2029	**	234,909		
FNMA SER 2017-T1 CL A 2.898% DUE 06-25-2027 REG	**	478,428		
FNMA SER 2018-M10 CLS A1 VAR RT 07-25-2028	**	8,001,769		
FNMA SER 2018-M2 CL A1 VAR 01-25-2028	**	7,922,265		
FNMA SER 2018-M3 CL A2 3.1935% 02-25-2030	**	331,002		
FNMA SER 2018-M4 CL A2 VAR RT DUE 03-25-2028 REG	**	469,637		
FNMA SER 3877 CL FA VAR RT 11-15-2040	**	1,704,736		
FNMA SER 4544 CL CA 3.5 06-15-2042	**	1,461,242		
FNMA SERIES 2013-96 CLASS YA 3.5 09-25-2038	**	253,250		
FNMA SR 18-M14 CL A1 FLTG 08-25-2028	**	6,194,940		
FNMA SR 2017-M7 CL A2 VAR RT 02-25-2027	**	215,986		
FNMA SR 2018-M13 CL A1 VAR DUE 03-25-2030 REG	**	4,734,108		

100

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FNMA TRANCHE 00689 1.875 09-24-2026	**	558,271		
FNMA TRANCHE 00689 1.875 09-24-2026	**	4,680,169		
FNMA TRANCHE 00743 3.5 10-25-2037	**	113,177		
FNMA TRANCHE 00743 3.5 10-25-2037	**	2,128,798		
FNMA TRANCHE 02-25-2026	**	4,279,202		
FNMA TRANCHE 05-25-2027	**	376,960		
FNMA TRANCHE 12-25-2026	**	507,973		
FNMA TRANCHE 2 01-05-2022	**	8,886,531		
FNMA TRANCHE 2.15656 10-25-2023	**	3,169,257		
FNMA TRANCHE 2.375 04-25-2026	**	4,773,128		
FNMA TRANCHE 2.5% 04-13-2021 REG	**	1,693,617		
FNMA TRANCHE 2.654 12-25-2026	**	12,205,894		
FNMA TRANCHE 2.875% 09-12-2023	**	1,664,368		
FNMA TRANCHE 3 01-25-2046	**	362,946		
FNMA TRANCHE 3.5 08-25-2042	**	7,554,802		
FNMA TRANCHE 3.5 10-25-2042	**	2,413,012		
FNMA TRANCHE 4.00 10-25-2040	**	3,183,569		
FNMA TRANCHE SER 2018-M4 CLS A1 VAR RT DUE 11-25-2027	**	3,744,171		
FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044	**	36,900		
FNMA VAR 07-25-2024	**	1,185,849		
FONAR CORP COM NEW STK	**	23,256		
FOOT LOCKER INC COM	**	855,509		
FORD CR AUTO LEASE 1.88% DUE 04-15-2020	**	2,349,599		
FORD CR AUTO LEASE 2.02% DUE 06-15-2020	**	694,079		
FORD CR AUTO LEASE 2.93% DUE 04-15-2021	**	5,488,691		
FORD CR AUTO LEASE 3.3% DUE 02-15-2022	**	1,962,890		
FORD CR AUTO OWNER 1.33% DUE 10-15-2020	**	161,895		
FORD CR AUTO OWNER 1.4% DUE 02-15-2022	**	3,649,272		
FORD CR AUTO OWNER 1.8% DUE 09-15-2020	**	3,691,628		
FORD CR AUTO OWNER 1.87% DUE 09-15-2022	**	2,544,862		
FORD CR AUTO OWNER 2.01% DUE 03-15-2022	**	10,119,516		
FORD CR AUTO OWNER 2.36% DUE 03-15-2029	**	13,156,020		
FORD CR AUTO OWNER FLTG RT 2.03% DUE 12-15-2027	**	10,145,034		
FORD CR AUTO OWNER FLTG RT 2.31% DUE 08-15-2027	**	9,755,199		
FORD CR AUTO OWNER FLTG RT 2018-A CL A4 3.16% DUE 10-15-2023	**	1,005,768		
FORD CR FLOORPLAN 2.39% DUE 08-15-2022	**	17,399,439		
FORD CR FLOORPLAN FLTG RT 3.12894% DUE 07-15-2021	**	1,702,967		
FORD CR FLOORPLAN MASTER OWNER TR A 2014-2 NT CL A 02-15-2021 REG	**	6,851,966		
FORD CR FLOORPLAN MASTER OWNER TR A 2017-2 CL A-1 2.37% 09-15-2022	**	10,797,573		
FORD MOTOR CR LLC FR SNR EMTN 12/21 EUR100000	**	1,388,142		
FORD MTR CR CO LLC 4.134% DUE 08-04-2025	**	360,312		
FORD MTR CR CO LLC 4.134% DUE 08-04-2025	**	1,310,636		
FORD MTR CR CO LLC 2.021% DUE 05-03-2019	**	995,958		
FORD MTR CR CO LLC 2.021% DUE 05-03-2019	**	597,575		
FORD MTR CR CO LLC 2.262% DUE 03-28-2019	**	474,635		
FORD MTR CR CO LLC 2.459% DUE 03-27-2020	**	293,680		
FORD MTR CR CO LLC 2.597% DUE 11-04-2019	**	395,586		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FORD MTR CR CO LLC 2.597% DUE 11-04-2019	**	11,279,134		
FORD MTR CR CO LLC 2.681% DUE 01-09-2020	**	6,028,450		
FORD MTR CR CO LLC 3.157% 08-04-2020	**	979,931		
FORD MTR CR CO LLC 3.2% DUE 01-15-2021	**	446,087		
FORD MTR CR CO LLC 3.219% DUE 01-09-2022	**	2,347,665		
FORD MTR CR CO LLC 3.336% DUE 03-18-2021	**	2,377,267		
FORD MTR CR CO LLC 3.339% DUE 03-28-2022	**	528,591		
FORD MTR CR CO LLC 3.339% DUE 03-28-2022	**	1,272,393		
FORD MTR CR CO LLC 3.813% 10-12-2021	**	2,041,450		
FORD MTR CR CO LLC 4.14% DUE 02-15-2023	**	190,102		
FORD MTR CR CO LLC 4.14% DUE 02-15-2023	**	2,138,648		
FORD MTR CR CO LLC 4.25% DUE 09-20-2022	**	7,189,853		
FORD MTR CR CO LLC 5.75% DUE 02-01-2021	**	203,979		
FORD MTR CR CO LLC 5.75% DUE 02-01-2021	**	5,767,518		
FORD MTR CR CO LLC 5.875 DUE 08-02-2021	**	1,148,637		
FORD MTR CR CO LLC 8.125% DUE 01-15-2020	**	20,285,998		
FORD MTR CR CO LLC FLTG RT 3.75375% DUE 09-24-2020	**	1,276,720		
FORD MTR CR CO LLC NT 2.943% DUE 01-08-2019	**	200,001		
FORD OTOMOTIV SAN TRY1	**	43,582		
FORESCOUT TECHNOLOGIES INC COM	**	470,523		
FORESTAR GROUP INC COM	**	7,050		
FORMFACTOR INC COM STK	**	1,241,343		
FORMOSA CHEM&FIBRE TWD10	**	487,881		
FORMOSA PLASTIC TWD10	**	211,853		
FORTINET INC COM	**	2,426,173		
FORTIS INC 2.1% 10-04-2021	**	2,590,881		
FORTIS INC 3.055% DUE 10-04-2026	**	319,512		
FORTIVE CORP FIXED 1.8% DUE 06-15-2019	**	286,533		
FORTUM OYJ EUR3.40	**	136,546		
FORTUNA MINES INC FORMERLY FORTUNA VENT COM	**	28,756		
FORTUNE BRANDS HOME & SEC INC 3.0% DUE 06-15-2020	**	297,527		
FORTUNE BRANDS HOME & SEC INC COM	**	1,651,691		
FORTY SEVEN INC COM	**	213,855		
FORUM ENERGY TECH COM USD0.01	**	675,718		
FORWARD AIR CORP COM	**	762,031		
FOSSIL GROUP INC COM	**	108,364		
FOSTER L B CO CL A	**	31,895		
FOSUN INTL NPV	**	43,682		
FOUNDATION BLDG MATLS INC COM	**	79,153		
FOUR CORNERS PPTY TR INC COM	**	480,901		
FRANCE TELECOM SA 4.125% DUE 09-14-2021	**	1,019,968		
FRANCE(GOVT OF) 0% T-BILL 13/02/2019 EUR1	**	1,944,929		
FRANCE(GOVT OF) 0% T-BILL 16/01/2019 EUR1	**	571,714		
FRANCE(GOVT OF) 0.25% IDX/LKD OAT 25/07/24	**	2,132,152		
FRANCE(GOVT OF) 2% BDS 25/05/2048 EUR1	**	621,510		
FRANCE(GOVT OF) 3.25% SNR 25/05/2045 EUR1	**	157,264		
FRANCESCAS HLDGS CORP COM M STOCK	**	4,849		

102

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
FRANKLIN ELEC INC COM	**	277,905		
FRANKLIN FINL NETWORK INC COM	**	66,136		
FRANKLIN STR PPTYS CORP COM	**	63,465		
FRANKS INTERNATIONAL NVRY5H0 EUR0.01	**	52,299		
FREDDIE MAC 3.35 07-26-2023	**	10,001,090		
FREDDIE MAC SER 4102 CL CE 1.5% 11-15-2040	**	909,530		
FREDS INC CL A CL A	**	6,392		
FREEPORT-MCMORAN 4% DUE 11-14-2021	**	1,079,475		
FREIGHTCAR AMER INC COM	**	11,487		
FREMF 2013-KF02 MTG TR POOL #999999 FLTGRT 4.16925% 12-25-2045 BEO	**	40,849		
FREMF 2015-K45 MTG FLTG RT 3.59048008919% DUE 04-25-2048	**	569,063		
FREQUENCY ELECTRS INC COM	**	16,833		
FRESENIUS MEDICAL CARE NPV	**	195,852		
FRESENIUS SE&KGAA NPV	**	317,629		
FRESH DEL MONTE PRODUCE INC COM STK	**	448,277		
FRONT YARD RESIDENTIAL	**	42,480		
FRONTIER COMMUNICATIONS CORP COM NEW COMNEW	**	17,077		
FRP HLDGS INC COM	**	83,600		
FS BANCORP INC COM USD0.01	**	9,005		
FTD COS INC COM	**	3,875		
FTI CONSULTING INC COM	**	352,925		
FUBON FINANCIAL HL TWD10	**	71,655		
FUJI ELECTRIC HOLINDGS CO Y50	**	250,520		
FUJI SOFT INC NPV	**	683,714		
FUJITSU Y50	**	663,856		
FUKUDA DENSHI CO NPV	**	48,748		
FUKUI COMPUTER HLD NPV	**	28,690		
FULLER H B CO COM	**	300,439		
FULLSHARE HOLDINGS HKD0.01	**	22,990		
FULTON FINL CORP PA COM	**	455,406		
FUT CALL MAR 19 EURX EUR-BOBL 13300	**	892		
FUT CALL MAR 19 EURX EUR-BUND 16450	**	1,372		
FUTUREFUEL CORP COM STK	**	109,767		
G1 THERAPEUTICS IN COM USD0.0001	**	152,683		
GAIL INDIA LTD INR10	**	802,042		
GAIN CAP HLDGS INC COM	**	22,730		
GALENICA AG CHF0.1	**	818,432		
GAMANIA DIGITAL EN TWD10	**	79,588		
GAMCO INVS INC COM	**	21,400		
GAMESTOP CORP NEW CL A	**	137,116		
GAMING & LEISURE PPTYS INC COM	**	408,948		
GAMMA COMMUNICATIO ORD GBP0.0025	**	112,795		
GANNETT CO INC COM	**	380,950		
GARDNER DENVER HLDGS INC COM	**	1,773,792		
GARTNER INC COM	**	2,403,392		
GASLOG LTD	**	184,401		
GATX CORP COM	**	327,496		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GATX CORP FLTG 11-05-2021	**	98,970		
GAZIT GLOBE ILS1	**	38,728		
GAZPROM PJSC SPON ADR-EACH REPR 2 ORD SHS	**	455,602		
GCI LIBERTY INC COM NPV CL A	**	30,253		
GDI PROPERTY GROUP NPV (STAPLED UNITS)	**	184,300		
GDR AP THAILAND PCL COM STK	**	177,327		
GE CAP CR CARD MASTER NT 1.85 2012-7 ASSET BACKED NT CL A DUE 09-15-2022	**	1,486,908		
GE CAP CR CARD MASTER NT TR SER 2012-7 ASSET BACKED NT CL B 2.21 09-15-2022	**	695,470		
GE CAP INTL FDG CO 2.342% DUE 11-15-2020	**	434,275		
GE CAP INTL FDG CO 2.342% DUE 11-15-2020	**	6,188,898		
GE CAP INTL FDG CO 3.373% DUE 11-15-2025	**	2,309,598		
GE CAP INTL FDG CO 4.418% DUE 11-15-2035	**	628,175		
GE CAP INTL FDG CO 4.418% DUE 11-15-2035	**	8,375,670		
GEELY AUTOMOBILE H HKD0.02	**	220,325		
GEN DYNAMICS CORP 2.25% DUE 11-15-2022	**	873,233		
GEN DYNAMICS CORP 3% DUE 05-11-2021	**	2,847,302		
GEN DYNAMICS CORP 3.75% DUE 05-15-2028	**	2,331,012		
GEN ELEC CAP CORP 4.625 DUE 01-07-2021 REG	**	200,516		
GEN ELEC CAP CORP 5.3% DUE 02-11-2021	**	750,930		
GEN ELEC CAP CORP 5.3% DUE 02-11-2021	**	3,280,062		
GEN ELEC CAP CORP 5.5% DUE 01-08-2020	**	1,032,016		
GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00818 6.875 DUE 01-10-2039	**	345,016		
GEN MOTORS FINL CO 4.3750 09-25-2021	**	2,504,838		
GEN MOTORS FINL CO 3.2% DUE 07-06-2021	**	293,042		
GEN MOTORS FINL CO FLT MTN 26/03/2022	**	1,317,750		
GEN MTRS CO COM	**	18,343,980		
GEN MTRS FINL CO 2.35% DUE 10-04-2019	**	2,448,481		
GEN MTRS FINL CO 3.1% DUE 01-15-2019	**	3,944,842		
GEN MTRS FINL CO 3.15% DUE 06-30-2022	**	7,063,393		
GEN MTRS FINL CO 3.45% DUE 01-14-2022	**	945,774		
GEN MTRS FINL CO 3.7% DUE 05-09-2023	**	2,292,944		
GEN MTRS FINL CO 3.7% DUE 11-24-2020	**	4,979,785		
GEN MTRS FINL CO 4% DUE 01-15-2025	**	46,771		
GEN MTRS FINL CO 4% DUE 10-06-2026	**	7,182,576		
GEN MTRS FINL CO 5.25% DUE 03-01-2026	**	4,212,455		
GEN MTRS FINL CO FIXED 4.15% 06-19-2023	**	1,563,833		
GEN MTRS FINL CO FIXED 4.2% DUE 11-06-2021	**	3,013,643		
GEN MTRS FINL CO FIXED 4.35% DUE 04-09-2025	**	492,677		
GENCO SERIES A PFD STOCK	**	59,151		
GENERAL DYNAMICS CORP 2.875% 11/05/2020	**	2,131,463		
GENERAL DYNAMICS CORP FLTG 05-11-2020	**	2,340,714		
GENERAL ELEC CAP CORP 2.1 DUE 12-11-2019	**	114,957		
GENERAL ELEC CAP CORP MEDIUM TERM NTS 3.1 DUE 01-09-2023	**	186,621		
GENERAL ELEC CAP CORP MEDIUM TERM NTS 3.1 DUE 01-09-2023	**	8,920,503		
GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 5.55% DUE 05-04-2020	**	432,284		
GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY MTN 4.375% DUE 09-16-2020	**	5,527,118		
GENERAL ELEC CAP CORP MEDIUM TERM NTS 2.2% DUE 01-09-2020	**	1,455,492		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GENERAL ELEC CO 4.125% DUE 10-09-2042	**	97,668		
GENERAL ELEC CO 4.5% DUE 03-11-2044	**	823,735		
GENERAL ELEC CO DISC COML PAPER 03-29-2019	**	3,983,393		
GENERAL ELECTRIC CO	**	18,135,449		
GENERAL MILLS INC COM	**	7,289,451		
GENERAL MLS INC 3.15% DUE 12-15-2021	**	114,075		
GENERAL MLS INC 3.15% DUE 12-15-2021	**	2,479,890		
GENERAL MLS INC 3.2% DUE 04-16-2021	**	472,392		
GENERAL MLS INC 3.7% 10-17-2023	**	576,616		
GENERAL MLS INC 4.2% DUE 04-17-2028	**	132,289		
GENERAL MLS INC 5.65% DUE 02-15-2019	**	200,495		
GENERAL MLS INC NT FLTG DUE 04-16-2021 REG	**	5,808,479		
GENERAL MOTORS FIN FRN GTD SNR EMTN 05/21 EUR	**	1,336,180		
GENERAL MOTORS FINL CO BNDS 3.5% 11-07-2024	**	68,576		
GENERAL MTRS CO 6.6% DUE 04-01-2036	**	281,342		
GENERAL MTRS CO 6.75% DUE 04-01-2046	**	48,405		
GENERAL MTRS FINL CO INC 2.65% 04-13-2020	**	4,680,522		
GENERAL MTRS FINL CO INC 3.15% 01-15-2020	**	298,184		
GENERAL MTRS FINL CO INC 3.15% 01-15-2020	**	6,696,228		
GENERAL MTRS FINL CO INC 3.85% 01-05-2028	**	217,689		
GENERAL MTRS FINL CO INC 3.95% 04-13-2024	**	109,217		
GENERAL MTRS FINL CO INC FLTG DUE 01-14-2022 REG	**	98,635		
GENERAL MTRS FINL CO INC FLTG RT DUE 01-05-2023	**	3,083,113		
GENERAL MTRS FINL CO INC NT FLTG RATE DUE 10-04-2019 REG	**	301,218		
GENERALITAT DE CAT 4.22% SNR 26/04/35 EUR1000	**	119,152		
GENERALITAT DE CAT 4.95% SNR 11/02/20 EUR1000	**	1,191,548		
GENERALITAT DE CATALUNYA 4.9% EMTN 15/09/21	**	123,365		
GENERTEC UNIVERSAL MEDICAL GROUP COMPANY LIMITED	**	65,117		
GENESCO INC COM	**	531,024		
GENESEE & WYO INC CL A CL A	**	662,997		
GENIE ENERGY LTD CL B CL B	**	18,802		
GENMARK DIAGNOSTICS INC COM STK	**	170,212		
GENOMIC HEALTH INC COM	**	1,492,573		
GENPACT LIMITED COM STK USD0.01	**	783,034		
GENTERA SAB DE CV COM NPV	**	104,416		
GENTEX CORP COM	**	408,889		
GENTHERM INC COM NPV	**	203,058		
GENTING BHD MYR0.10	**	84,876		
GENTING SINGAPORE LTD	**	748,096		
GENWORTH FINL INC COM CL A COM CL A	**	97,282		
GENWORTH MI CANADA COM NPV	**	803,529		
GENWORTH MORTGAGE INSURANCE AUS LTD NPV	**	749,604		
GEO HOLDINGS CORP	**	298,896		
GEORGIA CAPITAL ORD GBP0.01	**	29,609		
GEORGIA PWR CO 2% DUE 03-30-2020	**	4,229,811		
GEORGIA PWR CO 2% DUE 09-08-2020	**	3,166,403		
GEORGIA PWR CO 2.85% DUE 05-15-2022	**	687,670		

105

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GEOSPACE TECHNOLOGIES CORP COM	**	25,651		
GERDAU SA PRF NPV	**	52,175		
GERMANY(FED REP) IDX/LKD SNR 15/04/2020 EUR	**	40,233		
GETTY RLTY CORP NEW COM	**	94,141		
GGERMAN AMERN BANCORP INC COM STK	**	110,775		
GIBRALTAR INDS INC COM	**	158,055		
G-III APPAREL GROUP LTD COM	**	190,126		
GILDAN ACTIVEWEAR COM NPV	**	75,853		
GILEAD SCIENCES 1.85% DUE 09-20-2019	**	3,557,902		
GILEAD SCIENCES 2.05% DUE 04-01-2019	**	4,110,553		
GILEAD SCIENCES 2.35% DUE 02-01-2020	**	6,267,679		
GILEAD SCIENCES 2.5% DUE 09-01-2023	**	250,820		
GILEAD SCIENCES 2.55% DUE 09-01-2020	**	545,552		
GILEAD SCIENCES 3.25% DUE 09-01-2022	**	9,976		
GILEAD SCIENCES 4.5% DUE 04-01-2021	**	1,132,124		
GLACIER BANCORP INC NEW COM	**	2,063,410		
GLADSTONE COML CORP COM STK	**	49,280		
GLATFELTER	**	42,017		
GLAUKOS CORP COM	**	860,300		
GLAXOSMITHKLINE CAP PLC GTD NT FLTG 05-14-2021	**	3,345,597		
GLAXOSMITHKLINE ORD GBP0.25	**	1,372,584		
GLENCORE FDG LLC 3% DUE 10-27-2022	**	617,110		
GLENCORE FDG LLC 4% DUE 03-27-2027	**	4,427,353		
GLENMARK PHARM INR1.00	**	29,423		
GLOBAL BLOOD THERAPEUTICS INC COM	**	246,341		
GLOBAL INDEMNITY LIMITED CAYMAN LTD	**	48,258		
GLOBAL MED REIT INC COM NEW COM NEW	**	16,607		
GLOBAL NET LEASE INC COM NEW COMN STOCK	**	123,622		
GLOBALSCAPE INC COM	**	14,623		
GLOBALTRANS INVEST GDR EACH REPR 1 ORD 'REGS'	**	219,044		
GLOBALWAFERS CO LT TWD10	**	598,898		
GLOBUS MED INC CL A NEW COM STK	**	278,896		
GLP CAP L P / GLP FING II INC 5.3% 01-15-2029	**	1,271,439		
GLS AUTO 3.35% DUE 08-15-2022	**	294,453		
GLS AUTO 3.35% DUE 08-15-2022	**	1,729,908		
GLU MOBILE INC COM	**	462,790		
GLYCOMIMETICS INC COM	**	208,586		
GM FINANCIAL AUTOMOBILE LEASING TRUST 2.39% SER 18-1 CL A2A 04-20-2020	**	5,894,294		
GM FINL AUTO 1.61% DUE 12-20-2019	**	247,252		
GM FINL AUTOMOBILE 1.78% DUE 05-20-2020	**	647,866		
GM FINL AUTOMOBILE 2.00999999046% DUE 11-20-2020	**	499,466		
GM FINL AUTOMOBILE 2.06% DUE 05-20-2020	**	1,970,645		
GM FINL AUTOMOBILE 2.11999988556% DUE 09-20-2021	**	397,238		
GM FINL AUTOMOBILE 2.26% DUE 08-20-2020	**	626,480		
GM FINL AUTOMOBILE 2.68% DUE 12-20-2021	**	2,584,959		
GM FINL AUTOMOBILE FIXED 3.18% DUE 06-21-2021	**	224,320		
GM FINL AUTOMOBILE FIXED 3.3% DUE 07-20-2022	**	1,154,168		

106

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GM FINL AUTOMOBILE LEASING SER 2018-2 CL A2A 2.83% DUE 07-20-2020	**	9,652,182		
GM FINL AUTOMOBILE LEASING TR 2018-2 CL A3 3.1% 06-21-2021	**	713,926		
GM FINL AUTOMOBILE LEASING TR 2018-2 CL A3 3.1% 06-21-2021	**	779,827		
GM FINL CNSMR 1.86% DUE 12-16-2021	**	1,226,064		
GM FINL CNSMR 2.81% DUE 12-16-2022	**	884,537		
GM FINL CNSMR 2.81% DUE 12-16-2022	**	2,003,157		
GM FINL CNSMR 3.16% DUE 01-16-2024	**	3,033,618		
GM FINL CNSMR 3.32% DUE 06-17-2024	**	1,665,809		
GMAT 2013-1 TR FLTG RT 6.9669% DUE 11-25-2043	**	5,132		
GMS INC COM	**	75,370		
GN STORE NORD DKK4	**	771,742		
GNMA 2.3% DUE 11-16-2051	**	2,770,856		
GNMA 2.35% DUE 07-16-2056	**	4,368,209		
GNMA 2.4% DUE 01-16-2056	**	2,280,381		
GNMA 2.4% DUE 06-16-2046	**	4,389,544		
GNMA 2.4% DUE 09-16-2058	**	2,363,166		
GNMA 2.5% DUE 09-16-2056	**	1,214,253		
GNMA 2.5% DUE 10-16-2057	**	2,578,624		
GNMA 2002-31 REMIC TR CL FW FLTG 06-16-2031	**	11,728		
GNMA 2009-076 REMIC PASSTHRU MX CL CF 09-16-2039	**	915,125		
GNMA 2009-096 REMIC PASSTHRU FT 10-20-2039	**	751,605		
GNMA 2010-128 CL JC 4 DUE 06-20-2039	**	3,325,424		
GNMA 2010-H22 REMIC PASSTHRU CTF CL FE FLTG RATE 05-20-2059	**	1,685,861		
GNMA 2011-048 REMIC PASSTHRU CTF CL QA 5 DUE 08-16-2039	**	120,965		
GNMA 2011-H09 CL AF VAR 03-20-2061	**	2,040,620		
GNMA 2012-059 REMIC PASSTHRU CTF CL F 05-20-2042	**	515,829		
GNMA 2013-88 REMIC CL WA VAR RT DUE 06-20-2030 REG	**	671,212		
GNMA 2013-H04 REMIC PASSTHRU CTF CL BA 1.65 DUE 02-20-2063	**	205,908		
GNMA 2013-H05 REMIC PASSTHRU CL FB FLTG RT 02-20-2062	**	25,743		
GNMA 2014-190 REMIC PASSTHRU CTF CL PA FIXED 3.0% 06-20-2044	**	2,039,922		
GNMA 2014-H10 CL FA FLTG RT DUE04-20-2064	**	1,367,615		
GNMA 2015-021 REMIC PASSTHRU CTF CL MX-AF 07-16-2048	**	961,512		
GNMA 2015-H31 REMIC PASSTHRU SEC CL FT 11-20-2065	**	2,058,994		
GNMA 2015-H32 REMIC PASSTHRU CTF CL FH 12-20-2065	**	330,400		
GNMA 2016-H10 REMIC PASSTHRU CTF CL FJ 04-20-2066	**	65,958		
GNMA 2016-H11 REMIC PASSTHRU CTF CL FE 04-20-2066	**	2,384,317		
GNMA 2016-H13 REMIC PASS THRU SECS CL FT05-20-2066	**	480,910		
GNMA 2016-H26 REMIC PASSTHRU SECS CL MX-FC 12-20-2066	**	115,293		
GNMA 2017-153 CL WA DUE 06-20-2036	**	1,602,400		
GNMA 2017-H03 CL FB FLTG 06-20-2066	**	4,834,229		
GNMA 2017-H10 REMIC PASSTHRU SECS CL FB FLTG RT 04-20-2067 REG	**	1,265,393		
GNMA 2017-H14 CL FD FLTG 06-20-2067	**	1,066,219		
GNMA 2017-H14 REMIC PASSTHRU CTF CL FB 06-20-2067	**	1,554,588		
GNMA 2017-H14 REMIC PASSTHRU CTF CL FE 06-20-2067	**	2,891,579		
GNMA 2017-H14 REMIC PASSTHRU CTF CL FG 06-20-2067	**	1,592,625		
GNMA 2017-H16 REMIC PASSTHRU CTF CL FG FLTG 07-20-2067 REG	**	28,750,872		
GNMA 2017-H16 REMIC PASSTHRU CTF CL FH 07-20-2067	**	31,046,294		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GNMA 2018-108 REMIC PASSTHRU CTF CL A VAR RT 05-01-2059	**	900,660		
GNMA 2018-123 REMIC SER-18-123 CL-AH 3.25% 09-16-2052	**	69,107		
GNMA 2018-94 REMIC PASSSTHRU CTF CL P 3.0% DUE 05-20-2043	**	9,735,123		
GNMA 2018-H08 REMIC SER 2018-H08 CLS KF VAR RT DUE 05-20-2068	**	4,158,505		
GNMA 3.1% DUE 05-16-2059	**	403,283		
GNMA 4% DUE 04-16-2041	**	475,302		
GNMA 5% DUE 03-16-2034	**	281,261		
GNMA 5.5% DUE 08-20-2033	**	191,969		
GNMA 5.5% DUE 11-20-2037	**	91,414		
GNMA 6.5% DUE 08-16-2042	**	590,294		
GNMA CL 2007-035 CL TE 6 DUE 06-20-2037	**	57,813		
GNMA FIXED 2.35% DUE 05-16-2053	**	1,741,297		
GNMA FIXED 3.5% DUE 02-20-2045	**	254,071		
GNMA FLTG RT 2.67694% DUE 10-20-2060	**	5,117,882		
GNMA FLTG RT 2.84694% DUE 04-20-2061	**	6,581,146		
GNMA MTG PASS THRU CTF CL FM 02-20-2066	**	358,106		
GNMA POOL #300672 SER 2022 8.5% DUE 04-15-2022 BEO	**	4,166		
GNMA POOL #315855 SER 2022 8.5% DUE 01-15-2022 REG	**	711		
GNMA POOL #3529 5% 03-20-2034 BEO	**	2,963		
GNMA POOL #4028 6% 09-20-2037 BEO	**	44,382		
GNMA POOL #4041 7% 10-20-2037 BEO	**	251,854		
GNMA POOL #4073 6% 01-20-2038 BEO	**	95,562		
GNMA POOL #4222 6% 08-20-2038 BEO	**	43,557		
GNMA POOL #4245 6% 09-20-2038 BEO	**	528,122		
GNMA POOL #4247 7% 09-20-2038 BEO	**	180,035		
GNMA POOL #4371 6% 02-20-2039 BEO	**	9,316		
GNMA POOL #438506 SER 2027 7% DUE 01-15-2027 REG	**	5,321		
GNMA POOL #4423 4.5% 04-20-2039 BEO	**	5,127		
GNMA POOL #4447 5% 05-20-2039 BEO	**	93,697		
GNMA POOL #4520 5% 08-20-2039 BEO	**	459,350		
GNMA POOL #4543 6% 09-20-2039 BEO	**	35,965		
GNMA POOL #4602 6% 12-20-2039 BEO	**	9,077		
GNMA POOL #4617 4.5% 01-20-2040 BEO	**	395,572		
GNMA POOL #4717 6% 06-20-2040 BEO	**	20,989		
GNMA POOL #4746 4.5% 07-20-2040 BEO	**	196,740		
GNMA POOL #476784 SER 2028 7% DUE 08-15-2028 REG	**	6,373		
GNMA POOL #4772 5% 08-20-2040 BEO	**	299,827		
GNMA POOL #4774 6% 08-20-2040 BEO	**	292,631		
GNMA POOL #4800 4% 09-20-2040 BEO	**	479,897		
GNMA POOL #4801 4.5% 09-20-2040 BEO	**	17,314		
GNMA POOL #4802 5% 09-20-2040 BEO	**	245,225		
GNMA POOL #4833 4% 10-20-2040 BEO	**	1,585,660		
GNMA POOL #4834 4.5% 10-20-2040 BEO	**	60,219		
GNMA POOL #4855 5% 11-20-2040 BEO	**	1,127,290		
GNMA POOL #4883 4.5% 12-20-2040 BEO	**	295,786		
GNMA POOL #4905 6% 12-20-2040 BEO	**	408,386		
GNMA POOL #4923 4.5% 01-20-2041 BEO	**	396,103		

108

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GNMA POOL #4945 4% 02-20-2041 BEO	**	253,435		
GNMA POOL #497630 SER 2029 6% DUE 02-15-2029 REG	**	2,687		
GNMA POOL #4978 4.5% 03-20-2041 BEO	**	6,402,282		
GNMA POOL #4979 5% 03-20-2041 BEO	**	536,159		
GNMA POOL #498387 SER 2029 6% DUE 02-15-2029 REG	**	2,707		
GNMA POOL #4984 5.5% 03-20-2041 BEO	**	566,839		
GNMA POOL #4991 6% 03-20-2041 BEO	**	126,712		
GNMA POOL #5016 4% 04-20-2041 BEO	**	215,435		
GNMA POOL #5017 4.5% 04-20-2041 BEO	**	555,572		
GNMA POOL #5018 5% 04-20-2041 BEO	**	401,672		
GNMA POOL #5019 6% 04-20-2041 BEO	**	66,789		
GNMA POOL #5115 4.5% 07-20-2041 BEO	**	87,838		
GNMA POOL #5140 4.5% 08-20-2041 BEO	**	816,336		
GNMA POOL #5189 6% 09-20-2041 BEO	**	184,350		
GNMA POOL #521330 5% 05-15-2035 BEO	**	183,037		
GNMA POOL #523278 SER 2031 6% DUE 07-15-2031 REG	**	28,444		
GNMA POOL #5240 6% 11-20-2041 BEO	**	189,292		
GNMA POOL #5259 4% 12-20-2041 BEO	**	120,868		
GNMA POOL #5269 6% 12-20-2041 BEO	**	18,469		
GNMA POOL #5280 4% 01-20-2042 BEO	**	183,056		
GNMA POOL #5305 4% 02-20-2042 BEO	**	1,116,499		
GNMA POOL #543812 SER 2031 6% DUE 02-15-2031 REG	**	10,548		
GNMA POOL #586373 5% DUE 02-15-2035 REG	**	4,407		
GNMA POOL #594106 SER 2033 4.5% DUE 09-15-2033 BEO	**	68,701		
GNMA POOL #595611 SER 2035 5% DUE 01-15-2035 BEO	**	3,826		
GNMA POOL #603692 5% 06-15-2034 BEO	**	3,975		
GNMA POOL #604497 5% 07-15-2033 BEO	**	7,374		
GNMA POOL #607451 SER 2034 5% DUE 01-15-2034 REG	**	30,230		
GNMA POOL #607465 5% DUE 02-15-2034 REG	**	50,394		
GNMA POOL #610410 SER 2033 5% DUE 08-15-2033 BEO	**	9,282		
GNMA POOL #615656 5% 10-15-2033 BEO	**	5,773		
GNMA POOL #623871 5.0% 06-15-2034	**	4,202		
GNMA POOL #633701 5.0% 09-15-2033	**	12,427		
GNMA POOL #636484 5.0% 03-15-2035	**	17,393		
GNMA POOL #637746 5.0% 12-15-2034	**	5,296		
GNMA POOL #638222 5% 12-15-2034 BEO	**	5,991		
GNMA POOL #643362 5% 10-15-2035 BEO	**	6,879		
GNMA POOL #668014 3% 11-15-2044 BEO	**	3,589,140		
GNMA POOL #672676 SER 2038 5.5% DUE 04-15-2038 BEO	**	109,561		
GNMA POOL #676754 SER 2038 5.5% DUE 03-15-2038 REG	**	204,669		
GNMA POOL #687179 SER 2038 5.5% DUE 04-15-2038 REG	**	159,950		
GNMA POOL #687835 6% 08-15-2038 BEO	**	62,853		
GNMA POOL #688043 6% 11-15-2038 BEO	**	100,469		
GNMA POOL #690922 5.5% 06-15-2038 BEO	**	83,126		
GNMA POOL #697586 5.5% 11-15-2038 BEO	**	5,035		
GNMA POOL #711379 SER 2038 5.5% DUE 07-15-2038 REG	**	2,022		
GNMA POOL #723344 4% 09-15-2039 BEO	**	458,470		

109

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GNMA POOL #723430 4.5% 11-15-2039 BEO	**	156,144		
GNMA POOL #723616 5% 01-15-2040 BEO	**	1,087,343		
GNMA POOL #726480 5% 11-15-2039 BEO	**	1,276,824		
GNMA POOL #733600 SER 2040 5% DUE 04-15-2040 REG	**	144,674		
GNMA POOL #733627 5% 05-15-2040 BEO	**	278,969		
GNMA POOL #736520 SER 2040 4.5% DUE 04-15-2040 REG	**	726,682		
GNMA POOL #737111 FIXED 4.5% 04-15-2040 BEO	**	390,596		
GNMA POOL #738108 4.5% 03-15-2041 BEO	**	457,476		
GNMA POOL #745243 4% 07-15-2040 BEO	**	488,333		
GNMA POOL #771561 4.0% 08-15-2041	**	208,341		
GNMA POOL #780049 SER 2021 9.5 DUE 11-15-2021 REG	**	693		
GNMA POOL #780151 SER 2021 9 DUE 12-15-2021 REG	**	3,973		
GNMA POOL #780345 SER 2021 9.5% DUE 12-15-2021 REG	**	666		
GNMA POOL #781804 6% 09-15-2034 BEO	**	241,638		
GNMA POOL #781847 6% 12-15-2034 BEO	**	183,209		
GNMA POOL #781885 SER 2035 5% DUE 03-15-2035 REG	**	12,888		
GNMA POOL #781902 6% 02-15-2035 BEO	**	196,311		
GNMA POOL #781958 5% 07-15-2035 BEO	**	13,483		
GNMA POOL #782382 5.5% 08-15-2038 BEO	**	39,646		
GNMA POOL #782436 6% 10-15-2038 BEO	**	92,431		
GNMA POOL #782716 SER 2039 5% DUE 07-15-2039 REG	**	137,329		
GNMA POOL #782838 SER 2019 4.5% DUE 07-15-2019 REG	**	4,054		
GNMA POOL #783867 SER 2036 6% DUE 08-15-2036 BEO	**	619,148		
GNMA POOL #784571 3.5% 06-15-2048 BEO	**	11,986,150		
GNMA POOL #799706 SER 2042 3.5% DUE 09-15-2042 BEO	**	134,024		
GNMA POOL #999999 2% 05-16-2049 BEO	**	2,716,461		
GNMA POOL #999999 2.20000004768% 04-16-2057 BEO	**	1,952,436		
GNMA POOL #AA5821 3 DUE 11-15-2042 REG	**	1,010,973		
GNMA POOL #AB3031 SER 2042 3% DUE 10-15-2042 REG	**	236,679		
GNMA POOL #AB9323 SER 2042 3.5% DUE 09-15-2042 BEO	**	135,503		
GNMA POOL #AC3752 3 DUE 12-15-2042 REG	**	432,538		
GNMA POOL #AD1034 3% DUE 07-15-2043 REG	**	594,754		
GNMA POOL #AD2413 3.5% DUE 05-15-2043 REG	**	266,703		
GNMA POOL #AD2414 3.5 DUE 05-15-2043 REG	**	238,303		
GNMA POOL #AD4102 SER 2043 3 DUE 07-15-2043 REG	**	1,273,699		
GNMA POOL #AE7691 3 DUE 08-15-2043 REG	**	2,077,235		
GNMA POOL #AE8109 SER 2044 3.5% DUE 01-15-2044 BEO	**	500,653		
GNMA POOL #AF5807 SER 2044 3.5% DUE 01-15-2044 BEO	**	65,777		
GNMA POOL #AI6888 3% 05-15-2045 BEO	**	1,992,845		
GNMA POOL #AK6718 3% 01-15-2045 BEO	**	189,092		
GNMA POOL #AK7285 3% 03-15-2045 BEO	**	414,000		
GNMA POOL #AK7286 3% 03-15-2045 BEO	**	1,488,829		
GNMA POOL #AK7329 3% 04-15-2045 BEO	**	4,081,403		
GNMA POOL #AK8997 SER 2045 3% DUE 07-15-2045 BEO	**	2,717,641		
GNMA POOL #AL1539 3% 05-15-2045 BEO	**	1,754,367		
GNMA POOL #AL4608 SER 2045 3% DUE 03-15-2045 BEO	**	2,464,433		
GNMA POOL #AL8635 SER 2045 3% DUE 03-15-2045 BEO	**	1,510,377		

110

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GNMA POOL #AM4099 3% 04-15-2045 BEO	**	1,896,481		
GNMA POOL #AM8643 3% 05-15-2045 BEO	**	2,425,922		
GNMA POOL #AM8646 3% 05-15-2045 BEO	**	1,625,750		
GNMA POOL #AN5715 3% 06-15-2045 BEO	**	556,889		
GNMA POOL #AN5721 3% 06-15-2045 BEO	**	254,778		
GNMA POOL #AN5726 SER 2045 3% DUE 06-15-2045 BEO	**	7,229,717		
GNMA POOL #AN5733 3% 06-15-2045 BEO	**	322,202		
GNMA POOL #AN5734 SER 2045 3% DUE 06-15-2045 BEO	**	2,935,814		
GNMA POOL #BJ1853 4.5% 09-20-2048 BEO	**	816,656		
GNMA POOL #MA0318 3.5% 08-20-2042 BEO	**	2,403,636		
GNMA POOL #MA1376 4% 10-20-2043 BEO	**	602,749		
GNMA POOL #MA1377 4.5% 10-20-2043 BEO	**	987,016		
GNMA POOL #MA1448 3.5% 11-20-2043 BEO	**	17,533		
GNMA POOL #MA1997 4.5% 06-20-2044 BEO	**	752,595		
GNMA POOL #MA2072 3% 07-20-2044 BEO	**	464,268		
GNMA POOL #MA2149 4% 08-20-2044 BEO	**	413,646		
GNMA POOL #MA2303 3.5% 10-20-2044 BEO	**	1,302,007		
GNMA POOL #MA2446 4% 12-20-2044 BEO	**	736,766		
GNMA POOL #MA2753 3% 04-20-2045 BEO	**	691,787		
GNMA POOL #MA2825 3% 05-20-2045 BEO	**	618,609		
GNMA POOL #MA2960 3% 07-20-2045 BEO	**	1,181,624		
GNMA POOL #MA3037 5% 08-20-2045 BEO	**	377,694		
GNMA POOL #MA3243 3% 11-20-2045 BEO	**	388,735		
GNMA POOL #MA3245 4% 11-20-2045 BEO	**	845,398		
GNMA POOL #MA3311 4% 12-20-2045 BEO	**	1,508,522		
GNMA POOL #MA3663 3.5% 05-20-2046 BEO	**	778,717		
GNMA POOL #MA3737 4% 06-20-2046 BEO	**	2,137,583		
GNMA POOL #MA3803 3.5% 07-20-2046 BEO	**	9,265,289		
GNMA POOL #MA3939 4.5% 09-20-2046 BEO	**	702,214		
GNMA POOL #MA4070 4% 11-20-2046 BEO	**	740,129		
GNMA POOL #MA4071 4.5% 11-20-2046 BEO	**	1,761,898		
GNMA POOL #MA4125 2.5% 12-20-2046 BEO	**	1,291,007		
GNMA POOL #MA4127 3.5% 12-20-2046 BEO	**	2,116,066		
GNMA POOL #MA4195 3% 01-20-2047 BEO	**	1,603,030		
GNMA POOL #MA4196 3.5% 01-20-2047 BEO	**	1,863,674		
GNMA POOL #MA4261 3% 02-20-2047 BEO	**	4,079,229		
GNMA POOL #MA4263 4% 02-20-2047 BEO	**	1,158,474		
GNMA POOL #MA4321 3.5% 03-20-2047 BEO	**	2,274,912		
GNMA POOL #MA4781 5% 10-20-2047 BEO	**	2,858,620		
GNMA POOL #MA4836 3% 11-20-2047 BEO	**	23,369,724		
GNMA POOL #MA4899 3% 12-20-2047 BEO	**	33,983,455		
GNMA POOL #MA4964 4.5% 01-20-2048 BEO	**	1,445,317		
GNMA POOL #MA5018 3% 02-20-2048 BEO	**	3,006,287		

111

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GNMA POOL #MA5021 4.5% 02-20-2048 BEO	**	8,176,592		
GNMA POOL #MA5138 4.5% 04-20-2048 BEO	**	154,124		
GNMA POOL #MA5265 4.5% 06-20-2048 BEO	**	11,549,546		
GNMA POOL #MA5399 4.5% 08-20-2048 BEO	**	3,993,881		
GNMA POOL AE7613 SER 2043 3 DUE 07-15-2043 REG	**	304,228		
GNMA POOL#MA5712 5.0% 01-20-2049 REG	**	416,859		
GNMA REMIC 2015-H30 CL FD FLT RT 10-20-2065	**	4,405,046		
GNMA REMIC SER 15-H04 CL FA FLTG DUE 12-20-2064 REG	**	9,651,236		
GNMA REMIC SER-2012-7 CL-MD 3.5% 11-20-2038	**	2,399,439		
GNMA REMIC SR 2017-H12 CL FL VAR RT 05-20-2067	**	28,012,084		
GNMA SER 2017-H01 CL FC FLTG 12-20-2066	**	1,938,086		
GNMA SER 09-98 CLS DA 3.25% 07-16-2039	**	3,889,547		
GNMA SER 18-36 CL AM 3.0% 07-20-2045	**	9,502,806		
GNMA SER 18-99 CLS A 3.2% 01-16-2052	**	443,227		
GNMA SER 2010-113 CL CJ 3 DUE 11-20-2039	**	455,921		
GNMA SER 2010-160 CL WX 4.5% 06-20-2039	**	4,432,958		
GNMA SER 2010-H010 CL FC FLTG RT DUE 05-20-2060	**	2,808,675		
GNMA SER 2013-144 CL DA 3.0% 09-20-2041	**	1,853,321		
GNMA SER 2014-054 CL AC 2.87422 DUE 02-16-2049	**	1,558,809		
GNMA SER 2015-H11 CL FC FLTG RT 5-20-2065	**	1,901,287		
GNMA SER 2015-H20 CL FB FLT RT 08-20-2065	**	477,004		
GNMA SER 2017-051 CL AB 2.35% 04-16-2057	**	4,055,249		
GNMA SER 2017-H07 CL FG FLTG RT DUE 02-20-2067 REG	**	7,475,993		
GNMA SER 2018-38 CL WF FLTG DUE 10-20-2043	**	402,017		
GNMA SER 2018-98 CLS A 3.00% DUE 10-16-2050	**	263,399		
GNMA SER 2018-H06 CL PF FLTG 02-20-2068	**	5,081,341		
GNMA SER 2018-H07 CL FD FLTG 05-20-2068 REG	**	8,715,536		
GNMA SR 2006-38 CL FZ FLTG DUE 09-16-2035	**	1,133,202		
GNMA SR 2010-115 CL DA 2.5% DUE 09-20-2040	**	1,807,182		
GNMAII POOL #004224 SER 2038 7 DUE 08-20-2038 REG	**	225,282		
GNMAII POOL #2958 SER 2030 8% DUE 08-20-2030 REG	**	12,698		
GNMAII POOL #3879 SER 2036 6% DUE 07-20-2036 REG	**	1,790		
GNMAII POOL #4040 SER 2037 6.5% DUE 10-20-2037 REG	**	14,017		
GNMAII POOL #4060 SER 2037 6% DUE 12-20-2037 REG	**	45,353		
GNMAII POOL #4099 SER 2038 6% DUE 03-20-2038 REG	**	19,216		
GNMAII POOL #4195 SER 2038 6% DUE 07-20-2038 REG	**	6,999		
GNMAII POOL #4268 SER 2038 6% DUE 10-20-2038 REG	**	5,180		
GNMAII POOL #4291 SER 2038 6% DUE 11-20-2038 REG	**	262,904		
GNMAII POOL #4696 SER 2040 4.5% DUE 05-20-2040 REG	**	847,340		
GNMAII POOL #4697 SER 2040 5% DUE 05-20-2040 REG	**	184,034		
GNMAII POOL #4747 SER 2040 5% DUE 07-20-2040 BEO	**	1,078,198		
GNMAII POOL #4837 SER 2040 6% DUE 10-20-2040 BEO	**	73,250		
GNMAII POOL #4922 SER 2041 4% DUE 01-20-2041 BEO	**	334,557		
GNMAII POOL #5063 SER 2041 6% DUE 05-20-2041 BEO	**	96,845		
GNMAII POOL #5082 SER 2041 4.5% DUE 06-20-2041 BEO	**	366,390		
GNMAII POOL #5326 SER 2027 3% DUE 03-20-2027 BEO	**	227,403		
GNMAII POOL #783368 SER 2041 4.5% DUE 07-20-2041 BEO	**	1,212,163		

112

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GNMAII POOL #783637 SER 2042 3% DUE 06-20-2042 REG	**	108,004		
GNMAII POOL #80012 SER 2026 ADJ RT 11-20-2026	**	12,932		
GNMAII POOL #80106 3.75% DUE 08-20-2027 REG	**	15,711		
GNMAII POOL #80397 SER 2030 ADJ RT 04-20-2030	**	2,220		
GNMAII POOL #8358 ADJ RT 01-20-2024	**	8,679		
GNMAII POOL #8399 SER 2024 ADJ RT 04-20-2024	**	7,963		
GNMAII POOL #8744 SER 2025 ADJ RT 11-20-2025	**	26,489		
GNMAII POOL #8770 SER 2025 ADJ RT 12-20-2025	**	26,243		
GNMAII POOL #8781 SER 2026 ADJ RT 01-20-2026	**	705		
GNMAII POOL #8788 SER 2026 3.375% DUE 01-20-2026 REG	**	6,618		
GNMAII POOL #BJ1835 4.5% 09-20-2048	**	721,826		
GNMAII POOL #G2 MA4654 SER 2047 4.5% DUE08-20-2047 REG GNMAII	**	1,509,590		
GNMAII POOL #MA0023 SER 2042 4% DUE 04-20-2042 REG	**	352,575		
GNMAII POOL #MA0317 3 DUE 08-20-2012 REG	**	1,258,411		
GNMAII POOL #MA0391 SER 2042 3% DUE 09-20-2042 REG	**	1,597,038		
GNMAII POOL #MA0392 SER 2042 3.5 DUE 09-20-2042 REG	**	1,781,934		
GNMAII POOL #MA0462 3.5 DUE 10-20-2042 REG	**	2,471,812		
GNMAII POOL #MA0463 4 DUE 10-20-2042 REG	**	1,569,517		
GNMAII POOL #MA0624 3 12-20-2042 REG	**	595,651		
GNMAII POOL #MA0626 4 DUE 11-20-2042 REG	**	756,953		
GNMAII POOL #MA0698 3 01-20-2043 REG	**	863,455		
GNMAII POOL #MA0933 SER 2043 3% DUE 04-20-2043 REG	**	737,643		
GNMAII POOL #MA1012 SER 2043 3.5% DUE 05-20-2043 REG	**	1,897,279		
GNMAII POOL #MA1995 SER 2044 3.5% DUE 06-20-2044 BEO	**	5,090,880		
GNMAII POOL #MA2372 SER 2044 4% DUE 11-20-2044 REG	**	1,753,222		
GNMAII POOL #MA2678 SER 2045 3.5% DUE 03-20-2045 REG	**	1,537,767		
GNMAII POOL #MA2754 SER 2045 3.5% DUE 04-20-2045 REG	**	4,438,109		
GNMAII POOL #MA3172 SER 2045 3% DUE 10-20-2045 REG	**	2,033,484		
GNMAII POOL #MA3174 SER 2045 4% DUE 10-20-2045 REG	**	1,057,002		
GNMAII POOL #MA3597 SER 2046 3.5% DUE 04-20-2046 BEO	**	9,038,532		
GNMAII POOL #MA3662 SER 2046 3% DUE 05-20-2046 REG	**	3,959,341		
GNMAII POOL #MA4003 SER 2046 3% DUE 10-20-2046 REG	**	5,493,201		
GNMAII POOL #MA4322 SER 2047 4% DUE 03-20-2047 REG	**	4,001,033		
GNMAII POOL #MA4452 4.0% DUE 05-20-2047 REG	**	1,485,720		
GNMAII POOL #MA4653 4% DUE 08-20-2047 REG	**	8,185,765		
GNMAII POOL #MA4718 3% DUE 09-20-2047 REG	**	9,906,061		
GNMAII POOL #MA4900 SER 2047 3.5% DUE 12-20-2047	**	486,317		
GNMAII POOL #MA5079 4.5% 03-20-2048	**	487,673		
GNMAII POOL #MA5331 4.5% DUE 07-20-2048 REG	**	359,116		
GNMAII POOL #MA5400 SER 2048 5% DUE 08-20-2048 REG	**	6,291,714		
GNMAII POOL #MA5597 5.0% 11-20-2048 REG	**	978,095		
GODADDY INC CL A CL A	**	765,392		
GODREJ CONSUMER PR INR1	**	49,482		
GOLD RESOURCE CORP COM	**	36,576		
GOLDCORP INC NEW 3.625% DUE 06-09-2021	**	15,487,789		
GOLDEN OCEAN GROUP LTD COM USD0.0 (POST REV SPLIT)	**	6,567		
GOLDFIELD CORP COM	**	6,606		

113

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GOLDMAN SACHS 2.3% DUE 12-13-2019	**	11,343,417		
GOLDMAN SACHS 2.35% DUE 11-15-2021	**	987,352		
GOLDMAN SACHS 2.35% DUE 11-15-2021	**	1,929,386		
GOLDMAN SACHS 2.875% DUE 02-25-2021	**	2,619,434		
GOLDMAN SACHS 2.876% DUE 10-31-2022	**	3,651,746		
GOLDMAN SACHS 3% DUE 04-26-2022	**	561,697		
GOLDMAN SACHS 3% DUE 04-26-2022	**	12,831,870		
GOLDMAN SACHS 3.5% DUE 11-16-2026	**	461,826		
GOLDMAN SACHS 3.5% DUE 11-16-2026	**	1,145,327		
GOLDMAN SACHS 3.75% DUE 02-25-2026	**	803,799		
GOLDMAN SACHS 3.85% DUE 01-26-2027	**	799,550		
GOLDMAN SACHS 3.85% DUE 01-26-2027	**	6,730,329		
GOLDMAN SACHS 3.85% DUE 07-08-2024	**	6,886,960		
GOLDMAN SACHS 4% DUE 03-03-2024	**	27,733,283		
GOLDMAN SACHS 4.25% DUE 10-21-2025	**	1,101,268		
GOLDMAN SACHS 4.75% DUE 10-21-2045	**	504,277		
GOLDMAN SACHS 5.15% DUE 05-22-2045	**	243,136		
GOLDMAN SACHS 5.25% DUE 07-27-2021	**	2,107,329		
GOLDMAN SACHS 5.75% DUE 01-24-2022	**	319,345		
GOLDMAN SACHS 5.75% DUE 01-24-2022	**	2,434,354		
GOLDMAN SACHS 6 DUE 06-15-2020	**	9,984,379		
GOLDMAN SACHS 6.75% DUE 10-01-2037	**	271,028		
GOLDMAN SACHS BK 3.2% DUE 06-05-2020	**	1,770,789		
GOLDMAN SACHS CAP II GTD FIXED TO FLTG NORMAL PPS DUE 06-01-2043/06-01-2012 REG	**	4,080		
GOLDMAN SACHS FLTG RT 3.691% DUE 06-05-2028	**	11,570,657		
GOLDMAN SACHS FLTG RT 3.98819% DUE 09-15-2020	**	401,876		
GOLDMAN SACHS GROUP INC 2.908% 06-05-2023 REG	**	3,014,369		
GOLDMAN SACHS GROUP INC 3.272% 09-29-2025 REG	**	468,687		
GOLDMAN SACHS GROUP INC 3.814% DUE 04-23-2029	**	560,175		
GOLDMAN SACHS GROUP INC 4.223% 05-01-2029	**	1,154,866		
GOLDMAN SACHS GROUP INC 4.223% 05-01-2029	**	10,393,790		
GOLDMAN SACHS GROUP INC 6 45 05 01 6.45 DUE 05-01-2036 BEO	**	100,171		
GOLDMAN SACHS GROUP INC 7.5 02-15-2019 MTN1	**	246,180		
GOLDMAN SACHS GROUP INC COM	**	35,374,174		
GOLDMAN SACHS GROUP INC FRN 10-28-2027	**	96,066		
GOLDMAN SACHS GROUP INC MEDIUM TERM NTS BOOK ENTRY NT 5.375% DUE 03-15-2020	**	1,772,774		
GOODMAN GROUP NPV	**	201,748		
GOODRICH PETE CORP COM PAR $ COM PAR $	**	25,853		
GOODYEAR TIRE & RUBBER CO COM	**	665,162		
GOOSEHEAD INS INC COM CL A COM CL A	**	1,693,444		
GOPRO INC CL A CL A	**	89,464		
GORMAN RUPP CO COM	**	117,357		
GOVERNMENT NATIONAL MORTGAGE ASSOC POOL #646853 5.5% 08-15-2035 BEO	**	5,121		
GOVERNMENT NATL MTG SER 2015-H14 CL FA FLTG RT 06-20-2065	**	3,116,551		
GOVERNMENT PPTYS INCOME TR 4.0% 07-15-2022	**	231,274		
GOVERNOR & CO OF THE BAN 7.375% 31/12/2049	**	1,554,120		
GOVT PPTYS INC TR 3.75% DUE 08-15-2019	**	500,491		

114

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GOVT PPTYS INC TR 3.75% DUE 08-15-2019	**	990,971		
GP STRATEGIES CORP COM STK	**	38,397		
GPE BRUXELLES LAM NPV	**	96,712		
GPT GROUP NPV (STAPLED SECURITIES)	**	128,717		
GRACE W R & CO DEL NEW COM STK	**	1,139,949		
GRAFTECH INTL LTD COM	**	1,572,497		
GRAHAM HLDGS CO COM	**	424,064		
GRAND CANYON ED INC COM STK	**	1,634,380		
GRAND PACIF PETROC TWD10	**	159,629		
GRANITE CONST INC COM	**	2,695,014		
GRANITE REAL ESTATE INVT TR	**	806,448		
GRAPHIC PACKAGING HLDG CO COM STK	**	1,280,790		
GRAPHITE INDIA INR2	**	292,835		
GRAY T.V INC COM CL B	**	125,821		
GREAT HALL MG NO.1 FR MTN M/BKD 03/39 EUR'A2B'	**	546,561		
GREAT HALL MG NO.1 FRN M/BKD 06/2038 EUR'A2B'	**	590,117		
GREAT HALL MTGS NO 1 PLC 2007-02 ASSET BACKED NT CL AC 144A 18 JUN 2039	**	675,797		
GREAT LAKES DREDGE & DOCK CORP NEW COM	**	40,713		
GREAT PORTLAND EST ORD GBP0.15263157894	**	872,302		
GREAT SOUTHN BANCORP INC COM	**	112,635		
GREAT WEST LIFECO COM NPV	**	99,036		
GREAT WESTN BANCORP INC COM	**	308,563		
GREEN BRICK PARTNERS INC COM	**	66,029		
GREEN DOT CORP COM STK	**	862,076		
GREEN PLAINS INC COM STK	**	54,459		
GREEN REIT PLC EUR0.1	**	100,552		
GREENBRIER COS INC COM STK	**	1,164,769		
GREENLIGHT CAPITAL RE LTD CLASS A	**	47,496		
GREENPOINT MTG FDG TR 2006-OH1 MTG PASSTHRU CTF CL A-1 FLTG 01-25-2037 REG	**	1,599,263		
GREIF INC	**	81,341		
GREIF INC.	**	133,819		
GRIEG SEAFOOD NOK4	**	395,879		
GRIFFON CORP COM	**	7,315		
GROUP 1 AUTOMOTIVE INC COM	**	443,322		
GROUPE CGI INC COM NPV SUB VTG SHS CL A	**	1,329,715		
GROUPON INC COM USD0.0001	**	455,360		
GROWTHPOINT PROPS NPV	**	183,732		
GRUBHUB INC COM	**	1,552,023		
GRUMA, S.A.B DE C.V	**	567,432		
GRUPA LOTOS SA PLN1.00	**	42,190		
GRUPO FINANCIERO BANORTE S A B DE C V	**	189,189		
GS MTG SECS CORP SER 2004-AR1 CL A2B FLTRT 06-25-2034 REG	**	2,253,694		
GS MTG SECS TR 3.36400008202% DUE 11-10-2047	**	8,315,953		
GS MTG SECS TR 3.469% DUE 11-10-2050	**	1,818,643		
GS MTG SECS TR 3.482 DUE 01-10-2045	**	7,934,351		
GS MTG SECS TR 3.707% DUE 08-10-2044	**	7,849,107		
GSI TECHNOLOGY INC COM	**	20,144		

115

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
GTD BD 2.25% DUE 02-24-2020 REG	**	2,188,190		
GUANGDONG INVEST NPV	**	69,615		
GUARANTY BANCSHARES INC TEX COM USD1.00	**	62,354		
GUARDANT HEALTH INC COM	**	269,896		
GUDANG GARAM TBK IDR500	**	76,164		
GUESS INC COM	**	157,540		
GUIDEWIRE SOFTWARE INC COM USD0.0001	**	1,730,240		
GUJARAT STATE PETR INR10(DEMAT)	**	52,210		
GULF IS FABRICATION INC COM	**	19,559		
GULF KEYSTONE PETE COMSTK	**	606,159		
GULF SOUTH PIPELINE CO LP 4 DUE 06-15-2022 BEO	**	297,273		
GULFPORT ENERGY CORP COM NEW COM NEW	**	111,822		
GURIT HOLDING AG CHF50 (BR)	**	98,709		
H&R REAL ESTATE INVT TR	**	121,786		
H.LUNDBECK A/S DKK5	**	614,687		
HABIT RESTAURANTS INC COM CL A COM CL A	**	185,850		
HAEMONETICS CORP MASS COM	**	316,858		
HAIER ELECTRONICS HKD0.10	**	654,353		
HAITIAN INTL HLDGS HKD0.10	**	229,508		
HALCON RES CORP COM PAR$ NEW COM PAR$ NEW	**	651,338		
HALFMOON PARENT 3.2% DUE 09-17-2020	**	4,411,793		
HALLADOR ENERGY COMPANY COM STK	**	27,672		
HALLIBURTON CO 3.25% DUE 11-15-2021	**	2,268,154		
HALLIBURTON CO 3.5% DUE 08-01-2023	**	173,709		
HALLIBURTON CO 3.8% DUE 11-15-2025	**	1,560,072		
HALLMARK FINL SVCS INC COM NEW COM NEW	**	34,732		
HALOZYME THERAPEUTICS INC COM	**	465,936		
HAMILTON LANE INC CL A CL A	**	1,995,780		
HAMMERSON ORD GBP0.25	**	91,360		
HANA FINANCIAL GRP KRW5000	**	1,283,102		
HANA MICROELECTRNC THB1 (NVDR)	**	3,139		
HANCOCK WHITNEY CORP	**	3,410,149		
HANDSOME CORP KRW500	**	19,732		
HANESBRANDS INC COM STK	**	2,468,435		
HANMI FINL CORP COM NEW COM NEW	**	113,314		
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAP INC COM	**	221,456		
HANNOVER RUECK SE ORD NPV(REGD)	**	351,970		
HANNSTAR BOARD CRP TWD10	**	249,757		
HANNSTAR DISPLAY C TWD10	**	107,888		
HANOVER INS GROUP INC COM	**	3,596,282		
HANWHA AEROSPACE CO LTD	**	131,913		
HANWHA CORPORATION 3RD PRF KRW5000	**	77,457		
HANWHA LIFE INSURANCE CO LTD	**	65,767		
HANYANG ENG CO KRW500	**	206,737		
HARBORONE BANCORP INC	**	110,436		
HARLEY DAVIDSON 2.55% DUE 06-09-2022	**	4,517,479		
HARLEY DAVIDSON COM USD0.01	**	4,842,413		

116

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
HARLEY DAVIDSON FLTG RT 3.64681% DUE 03-02-2021	**	199,997		
HARMONIC INC COM	**	250,505		
HARRIS CORP DEL NT FLTG RATE 04-30-2020	**	299,147		
HARTALEGA HOLDINGS MYR0.5	**	64,186		
HARTE HANKS INC COM NEW COM NEW	**	1,389		
HARTFORD FINL SVCS 4.3 DUE 04-15-2043	**	148,639		
HARTFORD FINL SVCS 5.5% DUE 03-30-2020	**	2,472,976		
HARUM ENERGY TBK COMM STK	**	49,246		
HARVARD BIOSCIENCE INC COM	**	20,953		
HARVEST CLO SR 10A CL 15/11/2028	**	457,047		
HASBRO INC COM	**	26,064,919		
HASEKO CORPORATION NPV	**	100,404		
HASHEMITE KINGDOM JORDAN GOVT GTD NT 3/A2 3% DUE 06-30-2025 BEO	**	1,318,019		
HAVERTY FURNITURE COS INC COM STK	**	211,594		
HAWAIIAN HOLDINGS INC COM	**	186,085		
HAWKINS INC COM	**	69,533		
HAWTHORN BANCSHARES INC COM STK	**	10,536		
HAYNES INTL INC COM NEW COM NEW	**	35,059		
HCI GROUP INC COM NPV	**	24,643		
HCL TECHNOLOGIES INR2	**	600,614		
HCP INC 2.625 DUE 02-01-2020	**	2,831,521		
HCP INC 2.625 DUE 02-01-2020	**	282,969		
HCP INC 3.875% DUE 08-15-2024	**	352,329		
HD SUPPLY HLDGS INC. COM	**	3,008,991		
HDC HOLDINGS CO KRW5000	**	302,135		
HEALTH INS INNOVATIONS INC COM CL A COM CL A	**	668,250		
HEALTHCARE RLTY TR	**	3,289,086		
HEALTHCARE TR AMER INC CL A NEW CL A NEW	**	512,553		
HEALTHEQUITY INC COM	**	604,255		
HEALTHSTREAM INC COM STK ISIN# US42222N1037	**	338,462		
HEARTLAND EXPRESS INC COM	**	209,297		
HEARTLAND FINL USA INC COM STK	**	211,092		
HECLA MNG CO COM	**	190,936		
HEG LIMITED INR10	**	261,119		
HEICO CORP NEW CL A CL A	**	730,044		
HEIDRICK & STRUGGLES INTL INC COM	**	93,508		
HEIWADO CO LTD NPV	**	311,218		
HELEN TROY LTD COM STK	**	33,189		
HELIX ENERGY SOLUTIONS GROUP INC COM STK	**	98,619		
HELMERICH & PAYNE INC COM	**	510,705		
HEMISPHERE MEDIA GROUP INC CL A CL A	**	37,840		
HENDERSON LAND DEVELOPMENT HKD2	**	980,809		
HERBALIFE NUTRITION LTD COM STK	**	1,485,540		
HERC HLDGS INC COM	**	248,906		
HERITAGE COMM CORP COM STK	**	337,977		
HERITAGE CRYSTAL CLEAN INC COM STK	**	75,404		
HERITAGE FINL CORP WASH COM	**	152,315		

117

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
HERITAGE INS HLDGS INC COM	**	51,491		
HERMES INTL NPV	**	1,326,199		
HERO FDG 2017-2 FIXED 3.28% DUE 09-20-2048	**	284,661		
HERO MOTOCORP LTD INR2	**	596,751		
HERON THERAPEUTICS INC COM	**	130,841		
HERSHA HOSPITALITY TR PRIORITY SHS BEN INT CL A NEW PRTY SHS BEN INT CL A NEW	**	60,969		
HERSHEY CO 3.1% DUE 05-15-2021	**	504,427		
HERTZ FLEET LEASE 3.23% DUE 05-10-2032	**	318,046		
HERTZ GLOBAL HLDGS INC NEW COM	**	100,095		
HERTZ VEH FING II 2.32% DUE 03-25-2020	**	7,083,578		
HERTZ VEH FING II 3.29% DUE 02-20-2024	**	507,368		
HESKA CORP COM RESTRICTED NEW STOCK	**	1,871,814		
HESS CORP COM STK	**	13,385,250		
HEWLETT PACKARD CO 4.3% DUE 06-01-2021	**	2,084,032		
HEWLETT PACKARD ENTERPRISE CO COM	**	22,010,502		
HEWLETT PACKARD ENTERPRISE CO STEP-UP DUE 10-15-2020	**	3,363,686		
HEWLETT PACKARD FLTG RT 3.515% DUE 10-05-2021	**	495,649		
HEXAGON AB SER'B'NPV	**	75,857		
HIBBETT SPORTS INC COM STK	**	154,154		
HIBISCUS PETROLEUM MYR0.010	**	242,883		
HIGH POINT RESOURCES CORPORATION COM USD0.001	**	81,331		
HIGHWOODS PPTYS INC COM	**	2,681,913		
HIKMA PHARMACEUTIC ORD GBP0.10	**	503,320		
HILL INTL INC COM	**	10,102		
HILL-ROM HLDGS INC COM STK	**	631,184		
HILLTOP HLDGS INC COM STK	**	171,596		
HILTON GRAND VACATIONS INC COM	**	1,134,770		
HILTON WORLDWIDE HOLDINGS INC. TERM LOANDUE 10-26-2023 BEO	**	275,000		
HINDALCO INDS INR1	**	341,920		
HINDUSTAN PETROL INR10	**	48,249		
HINDUSTAN UNILEVER INR1	**	597,541		
HINGHAM INSTN SVGS MASS COM	**	44,096		
HITACHI CAP CORP NPV	**	216,950		
HITACHI CONSTRUCTION MACHINERY NPV	**	106,440		
HITACHI HIGH-TECH NPV	**	193,200		
HITACHI NPV	**	2,480,251		
HKC (HOLDINGS) LTD. HKD0.25	**	38,116		
HLTH CARE REIT INC 3.75% DUE 03-15-2023	**	114,792		
HLTH CARE REIT INC 4.95% DUE 01-15-2021	**	153,549		
HMS HLDGS CORP COM	**	737,315		
HNI CORP COM	**	40,461		
HOCHTIEF AG NPV	**	126,003		
HOKKAIDO ELECTRIC NPV	**	59,016		
HOKURIKU ELEC PWR NPV	**	325,858		
HOLLYFRONTIER CORP COM	**	1,870,583		
HOME BANCORP INC COM STK	**	172,894		
HOME BANCSHARES INC COM	**	2,724,891		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
HOME DEPOT INC 2.125% DUE 09-15-2026	**	90,016		
HOME DEPOT INC 2.625% DUE 06-01-2022	**	133,584		
HOME DEPOT INC 3.25% DUE 03-01-2022	**	540,553		
HOME DEPOT INC 3.9% DUE 12-06-2028 REG	**	256,064		
HOME DEPOT INC COM	**	10,107,140		
HOME FED BANCORP INC LA NEW STOCK	**	9,633		
HOME PRODUCT CENTE THB1(NVDR)	**	273,692		
HOMESTREET INC INC	**	65,792		
HOMETRUST BANCSHARES INC COM	**	222,582		
HONDA AUTO 1.16% DUE 05-18-2020	**	1,064,799		
HONDA AUTO 1.36% DUE 01-18-2023	**	3,448,993		
HONDA AUTO 1.8% DUE 01-21-2020	**	3,009,712		
HONDA AUTO 2.21% DUE 03-21-2024	**	5,044,429		
HONDA AUTO RECEIVABLES 2017-2 OWNER CL A4 1.87% 09-15-2023	**	1,670,342		
HONDA AUTO RECEIVABLES 2018-1 OWNER TR SER 18-2 CL A3 3.11% 05-18-2022	**	529,526		
HONDA AUTO RECEIVABLES 2018-1 OWNER TR SER 18-2 CL A4 3.28% 08-19-2024	**	10,470,564		
HONDA AUTO RECEIVABLES 2018-3 OWNER ASSET BACKED NT CL A-3 2.95% DUE 08-22-2022	**	4,512,837		
HONDA AUTO RECEIVABLES OWNER SER 2018-1 CL A2 2.3% 06-15-2020	**	5,139,977		
HONDA AUTO RECEIVABLES OWNER SR 18-3 CL A2 2.67% 12-22-2020	**	5,906,857		
HONEYWELL INTL INC 2.5% DUE 11-01-2026	**	126,268		
HONEYWELL INTL INC COM STK	**	15,409,023		
HONG KONG EXCHANGES & CLEAR	**	500,703		
HONG LEONG BANK MYR1	**	162,410		
HOOKER FURNITURE CORP COM	**	55,683		
HOPE BANCORP INC COM	**	171,389		
HORACE MANN EDUCATORS CORP COM	**	153,545		
HORIZON BANCORP INC/IN COM	**	104,685		
HORIZON GLOBAL CORP COM	**	3,312		
HORIZON PHARMA INC COMMON STOCK	**	1,148,424		
HORNBACH HLDG KGAA NPV	**	248,240		
HORNBECK OFFSHORE SVCS INC NEW COM	**	4,723		
HOSPITALITY PPTYS 4.25% DUE 02-15-2021	**	486,422		
HOSPITALITY PPTYS TR COM SH BEN INT COM SH BEN INT	**	381,507		
HOST HOTELS & 3.875% DUE 04-01-2024	**	113,449		
HOST HOTELS & 6% DUE 10-01-2021	**	178,424		
HOST HOTELS & RESORTS L P 4.0% 06-15-2025	**	679,732		
HOSTESS BRANDS INC CL A CL A	**	956,265		
HOUGHTON MIFFLIN HARCOURT CO COM	**	1,115,208		
HOUSE FOODS GROUP INC	**	127,781		
HOUSING DEVEL FIN INR2	**	3,157,282		
HOUSTON WIRE & CABLE CO COM STK	**	16,015		
HOWARD BANCORP INC COM	**	44,702		
HOWARD HUGHES CORP COM STOCK	**	1,507,253		
HOYA CORP NPV	**	10,148,339		
HSBC BANK USA NA 4.875 DUE 08-24-2020 BEO	**	2,105,516		
HSBC BK CDA 3.3% DUE 11-28-2021	**	404,295		
HSBC HLDGS PLC 2.65% DUE 01-05-2022	**	2,516,512		

119

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
HSBC HLDGS PLC 2.95% DUE 05-25-2021	**	10,532,506		
HSBC HLDGS PLC 3.262% 03-13-2023	**	391,463		
HSBC HLDGS PLC 3.262% 03-13-2023	**	8,215,834		
HSBC HLDGS PLC 3.4% DUE 03-08-2021	**	11,260,702		
HSBC HLDGS PLC 3.6% DUE 05-25-2023	**	2,684,583		
HSBC HLDGS PLC 4 DUE 03-30-2022	**	410,275		
HSBC HLDGS PLC 4.041% 03-13-2028	**	191,351		
HSBC HLDGS PLC 4.25% DUE 08-18-2025	**	2,339,119		
HSBC HLDGS PLC 4.583% 06-19-2029	**	2,279,847		
HSBC HLDGS PLC 4.875% DUE 01-14-2022	**	2,889,091		
HSBC HLDGS PLC 6.5% DUE 12-29-2999	**	181,750		
HSBC HLDGS PLC FLTG RATE 05-18-2024	**	298,380		
HSBC HLDGS PLC FLTG RATE 05-18-2024	**	1,556,549		
HSBC HLDGS PLC FLTG RT 3.033% DUE 11-22-2023	**	193,583		
HSBC HLDGS PLC FLTG RT 4.292% DUE 09-12-2026	**	19,699,540		
HSBC HLDGS PLC FLTG RT 4.295% DUE 01-05-2022	**	202,001		
HSBC HLDGS PLC SR NT FLTG RATE 05-18-2021	**	788,128		
HSBC HLDGS PLC SR NT FLTG RATE 05-18-2021	**	7,020,137		
HSBC HLDGS PLC SR NT FLTG RATE 05-18-2024	**	584,302		
HSBC HOLDINGS PLC 4.25 NTS 03-14-2024 USD1000	**	1,438,996		
HSBC HOLDINGS PLC 4.75%-FR SUB PERP EUR200000	**	207,120		
HSBC HOLDINGS PLC 5.1 DUE 04-05-2021	**	1,447,754		
HSBC HOLDINGS PLC 5.1 DUE 04-05-2021	**	1,437,413		
HSBC HOLDINGS PLC 5.875%-FRN SUB PERP GBP1000	**	1,465,677		
HSBC USA INC 2.25% DUE 06-23-2019	**	5,357,837		
HSBC USA INC NEW 2.35% DUE 03-05-2020	**	947,207		
HSBC USA INC NEW 2.375% DUE 11-13-2019	**	5,543,315		
HSBC USA INC NEW 5% DUE 09-27-2020	**	817,988		
HSTN LTG & PWR CO 9.15 BD DUE 3-15-2021 REG	**	558,631		
HUA HONG SEMICONDUCTOR LIMITED NPV	**	433,369		
HUA NAN FINANCIAL TWD10	**	67,110		
HUANENG RENEWABLES CORP-H	**	133,038		
HUB GROUP INC CL A	**	519,796		
HUBSPOT INC COM	**	3,241,319		
HUDSON PACIFIC PROPERTIES INC COM	**	385,452		
HUDSON TECHNOLOGIES INC COM STK	**	3,156		
HULIC COMPANY LTD	**	28,607		
HUMANA INC 2.5% DUE 12-15-2020	**	196,983		
HUMANA INC 2.625% DUE 10-01-2019	**	298,485		
HUMANA INC 3.15 DUE 12-01-2022	**	2,605,842		
HUMANA INC BNDS 2.9% 12-15-2022	**	2,459,567		
HUNT J B TRANS 2.4% DUE 03-15-2019	**	598,975		
HUNTINGTON 2.3% DUE 01-14-2022	**	241,378		
HUNTINGTON 3.15% DUE 03-14-2021	**	24,889		
HUNTINGTON INGALLS INDS INC COM	**	896,360		
HUNTINGTON NATL BK 2.2 DUE 04-01-2019	**	598,829		
HUNTINGTON NATL BK 2.5% DUE 08-07-2022	**	3,163,978		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
HUNTINGTON NATL BK 3.25% DUE 05-14-2021	**	3,840,425		
HUNTINGTON NATL BK FIXED 2.4% DUE 04-01-2020	**	2,017,307		
HUNTSMAN CORP COM STK	**	1,484,153		
HURCO CO COM	**	25,597		
HURON CONSULTING GROUP INC COM STK	**	789,558		
HUSKY ENERGY INC 4% DUE 04-15-2024	**	79,171		
HUSKY ENERGY INC 4% DUE 04-15-2024	**	3,958,556		
HUSKY ENERGY INC 6.15% DUE 06-15-2019	**	1,927,544		
HUSKY ENERGY INC COM NPV	**	1,107,002		
HUTCHISON WHAMPOA INTERNATIONAL 9/19 LIMITED GTD NT 5.75% DUE 09-11-2019 BEO	**	3,649,873		
HUTTIG BLDG PRODS INC COM	**	2,736		
HWA SUNG IND KRW5000	**	19,158		
HYATT HOTELS CORP COM CL A COM CL A	**	2,057,271		
HYDRO-QUEBEC 8.05 DEB DUE 07-07-2024 REGPUTABLE 7-7-06 @100	**	329,165		
HYDRO-QUEBEC DEB DTD 01/30/1992 8.4% DUE01-15-2022 REG	**	161,197		
HYSAN DEVELOPMENT NPV	**	133,217		
HYSTER-YALE MATLS HANDLING INC CL A COM	**	570,094		
HYUNDAI AUTO 1.96% DUE 02-15-2023	**	1,421,010		
HYUNDAI AUTO 2.38% DUE 04-17-2023	**	690,596		
HYUNDAI AUTO 3.23% DUE 12-15-2022	**	1,215,652		
HYUNDAI AUTO FIXED 2.53% DUE 11-15-2023	**	1,437,830		
HYUNDAI AUTO FIXED 2.79% DUE 07-15-2022	**	249,800		
HYUNDAI AUTO LEASE 1.68% DUE 04-15-2020	**	260,230		
HYUNDAI AUTO LEASE 3.2% DUE 06-15-2022	**	853,140		
HYUNDAI AUTO RECEIVABLES TR 2017-A NT CLA-4 2.09% DUE 04-17-2023	**	1,326,638		
HYUNDAI CAP AMER 2% DUE 07-01-2019	**	486,850		
HYUNDAI CAP AMER 2.5% DUE 03-18-2019	**	499,168		
HYUNDAI DEVELOPMENT COMPANY	**	42,065		
HYUNDAI ENG & CONS KRW5000	**	467,566		
HYUNDAI MARINE&FIR KRW500	**	467,146		
HYUNDAI MIPO DOCK KRW5000	**	329,545		
HYUNDAY COMMUNICATIONS & NETWORK CO LTD KRW500	**	10,282		
I.T LIMITED HKD0.1	**	46,195		
I/L CANADA (GOVT OF) 3% 01/12/2036 CAD1000	**	91,861		
I/O CMO DBUBS MTG TR SER 2011-LC2 CL XA FLTG RT 10 07-10-2044	**	18,563		
I/O CMO UBS COML MTG TR 2012-C1 COML MTG144A CL X-A 2.561868 05-10-2045 BEO	**	49,642		
I/O CMO UBS-BARCLAYS COML MTG TR 2013-C5CL X-A 144A VAR RT 03-10-2046 BEO	**	489,641		
I/O FEDERAL HOME LN MTG CORP SER 2936 CL SC VAR RT 03-15-2029	**	55,251		
I/O FHLMC MULTICLASS SER 004579 CL SD 01-15-2038	**	30,279		
I/O FHLMC MULTICLASS SER 12-K708 CL X1 FLTG RT 01-25-2019	**	13		
I/O FHLMC MULTICLASS SER 323 CL 300 DUE 01-15-2044	**	514,027		
I/O FHLMC MULTICLASS SER 4075 CL PI 02-15-2041	**	124,949		
I/O FNMA POOL #AN6788 2.87% 09-01-2027	**	1,852,361		
I/O FNMA REMIC SER 2013-13 CL IK 03-25-2028	**	41,529		
I/O FNMA REMIC TR 2013-17 CL-TI 3% 03-25-2028 REG	**	45,870		
I/O FNMA SMBS TR 404 CL 05-25-2040	**	404,557		
I/O FNMA SMBS TR 421 CL 12-25-2038	**	205,228		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
IBERDROLA SA EUR0.75	**	296,925		
IBERIABANK CORP COM	**	5,041,223		
IBM CR LLC 2.65% DUE 02-05-2021	**	2,778,396		
IBM CREDIT CORP 3.0% 02-06-2023	**	490,419		
IBM CREDIT CORP 3.45% DUE 11-30-2020 REG	**	4,045,809		
ICE_CDX CSFBUS33 20/12/2023 BUY ITRAXX EUROPE SENIOR F SWPC0HDL0	**	20,435		
ICF INTL INC COM STK	**	169,464		
ICHOR HOLDINGS LTD COM USD0.0001	**	27,286		
ICON PLC COM	**	494,228		
ICU MED INC COM	**	374,527		
IDACORP INC COM	**	2,394,713		
IDEMITSU KOSAN CO NPV	**	464,259		
II-VI INC COM	**	886,190		
IL ST BUILD AMERICA BONDS-TAXABLE-SER 3 6.725 04-01-2035 BEO	**	428,428		
IL TOOL WKS INC 1.95% DUE 03-01-2019	**	199,686		
ILL TOOL WKS INC COM	**	11,481,788		
ILLINOIS TOOL WKS INC 3.375 DUE 09-15-2021 REG	**	116,035		
ILLUMINA INC COM	**	28,873,661		
ILUKA RESOURCES NPV	**	838,468		
IMAX CORP COM	**	1,066,621		
IMERYS EUR2	**	93,339		
IMMERSION CORP COM	**	39,657		
IMMUNE DESIGN CORP COM	**	11,317		
IMMUNOGEN INC COM	**	137,630		
IMPERIAL BRANDS FINANCE PLC 3.5% DUE 02-11-2023 BEO	**	9,024,422		
IN DEFAULT PAC GAS & ELEC CO NO-INCOME 0% DUE 12-31-2040	**	277,967		
IN DEFAULT PACIFIC GAS & ELEC CO 0.0% DUE 12-31-2040	**	886,248		
IN MICH PWR CO 3.2% DUE 03-15-2023	**	138,571		
INDAH KIAT P&P TBK SCRIPLESS SHARES	**	72,902		
INDEPENDENCE CONTRACT DRILLING INC COM	**	21,668		
INDEPENDENCE HLDG CO NEW COM NEW	**	89,338		
INDEPENDENCE RLTY TR INC COM	**	78,452		
INDEPENDENT BK CORP MASS COM	**	269,358		
INDEPENDENT BK CORPORATION	**	223,401		
INDEPENDENT BK GROUP INC COM	**	399,664		
INDIABULLS HOUSING FINANCE LTD CMSTK	**	234,648		
INDIAN OIL CORP INR10	**	242,134		
INDIANA MICH PWR CO 3.85% DUE 05-15-2028/05-02-2018 REG	**	251,409		
INDIKA ENERGY TBK IDR100	**	48,713		
INDL ALLIANCE INS COM NPV	**	294,061		
INDONESIA GOVERNMEN 8.375% 15/03/34	**	1,023,944		
INDONESIA GOVERNMENT 8.25% 15/05/2036	**	918,639		
INDONESIA GOVERNMENT 9.0% 15/03/29	**	1,219,812		
INDONESIA(REP OF) 2.625% SNR MTN 14/06/23 EUR	**	1,430,921		
INDONESIA(REP OF) T BD 5.875 DUE 03-13-2020 BEO	**	159,337		
INDUSTRIAL & COMMERCIAL BANK CHINA 'H'	**	2,174,783		
INDUSTRIAL LOGISTICS PPTYS TR COM SHS BEN INT COM SHS BEN INT	**	175,034		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
INDUSTRIAS PENOLES NPV	**	45,445		
INDUSTRIES OF QATA QAR10	**	51,077		
INDYMAC ABS INC SER 2005-B CL M3 FLT RT 08-25-2035 BEO	**	398,925		
INES CORPORATION NPV	**	379,887		
INFINERA CORP COM STK USD0.001	**	284,635		
INFORMATION SVCS GROUP INC COM STK	**	34,721		
INFOSYS LIMITED ADR	**	1,078,902		
INFRATIL LTD NPV	**	179,383		
ING BK N V COVERED 2.625% DUE 12-05-2022	**	1,180,566		
ING BK N V MEDIUM 2.3% DUE 03-22-2019	**	1,202,721		
ING BK N V MEDIUM 2.3% DUE 03-22-2019	**	230,679		
ING GROEP N V 4.1% DUE 10-02-2023	**	469,714		
ING GROEP N V FIXED 4.625% DUE 01-06-2026	**	805,415		
ING GROEP N V FIXED 4.625% DUE 01-06-2026	**	8,557,537		
ING GROEP N.V. EUR0.01	**	5,373,680		
INGERSOLL-RAND 2.9% DUE 02-21-2021	**	396,224		
INGERSOLL-RAND GLOBAL HLDG CO LTD 4.25 DUE 06-15-2023	**	553,352		
INGERSOLL-RAND PLC COM STK	**	7,404,592		
INGLES MKTS INC CL A	**	39,061		
INGREDION INC COM	**	699,210		
INNERWORKINGS INC COM	**	28,237		
INNOPHOS HLDGS INC COM STK	**	76,288		
INNOSPEC INC COM STK	**	209,366		
INOVIO PHARMACEUTICALS INC COM NEW COM NEW	**	101,996		
INPHI CORP COM	**	2,382,894		
INSAS BERHAD MYR1	**	32,880		
INSIGHT ENTERPRISES INC COM	**	150,368		
INSPERITY INC COM	**	2,177,249		
INSPIRE MED SYS INC COM	**	85,049		
INSTALLED BLDG PRODS INC COM	**	194,088		
INSTEEL INDS INC COM	**	473,630		
INSULET CORP COM STK	**	755,206		
INTEGER HLDGS CORP COM	**	5,351,698		
INTEGRA LIFESCIENCES HLDG CORP COM DESP	**	236,369		
INTEGRATED DEVICE TECHNOLOGY INC COM	**	1,498,909		
INTEL CORP 1.85% DUE 05-11-2020	**	3,101,522		
INTEL CORP 2.45% DUE 07-29-2020	**	4,950,085		
INTEL CORP 3.1% DUE 07-29-2022	**	50,053		
INTEL CORP 3.7% DUE 07-29-2025	**	135,170		
INTEL CORP 3.7% DUE 07-29-2025	**	3,197,684		
INTER AMERN DEV BK 1.625% 05-12-2020 REG	**	12,408,815		
INTER PARFUMS INC COM	**	5,665,773		
INTERCONTINENTAL EXCHANGE INC 3.45% 09-21-2023	**	1,869,337		
INTERCONTINENTAL EXCHANGE INC 4.0% 10-15-2023	**	94,199		
INTERCONTINENTAL EXCHANGE INC 4.0% 10-15-2023	**	5,119,500		
INTERCONTINENTAL EXCHANGE INC COM	**	24,022,285		
INTERDIGITAL INC COM	**	809,582		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
INTERFACE INC COM	**	1,403,711		
INTERGLOBE AVIATIO INR10	**	41,536		
INTERNATIONAL GAME TECHNOLOGY COMMON STOCK	**	1,140,248		
INTERNATIONAL SEAWAYS INC INTERNATIONAL SEAWAYS INC COMMON STOCK	**	88,275		
INTERPUBLIC GROUP COMPANIES INC COM	**	6,984,348		
INTERPUBLIC GROUP COS INC 3.75% 10-01-2021	**	301,871		
INTERSECT ENT INC COM	**	142,873		
INTESA SANPAOLO NPV	**	3,963,839		
INTESA SANPAOLO S 3.375% DUE 01-12-2023	**	4,071,317		
INTEST CORP COM	**	11,690		
INTEVAC INC COM	**	16,631		
INTL BANCSHARES CORP COM	**	380,258		
INTL BUSINESS MACH CORP 8.375 NT DUE 11-1-2019 REG	**	1,258,345		
INTL CONS AIRLINE ORD EUR0.50	**	1,986,486		
INTL FCSTONE INC COM	**	96,096		
INTL FLAVORS & 3.4% DUE 09-25-2020	**	200,154		
INTL LEASE FIN 4.625% DUE 04-15-2021	**	7,828,936		
INTL LEASE FIN 5.875% DUE 08-15-2022	**	303,762		
INTL LEASE FIN 5.875% DUE 08-15-2022	**	2,409,149		
INTL LEASE FIN 6.25% DUE 05-15-2019	**	907,961		
INTL LEASE FIN 8.25% DUE 12-15-2020	**	107,578		
INTL PAPER CO 4.75% DUE 02-15-2022	**	564,382		
INTL PAPER CO COM	**	9,759,048		
INTOPS CO KRW500	**	42,531		
INTRA-CELLULAR THERAPIES INC COM	**	108,490		
INTREPID POTASH INC COM	**	61,243		
INTU PROPERTIES PLC ORD GBP0.50	**	86,367		
INTUITIVE SURGICAL INC COM NEW STK	**	5,088,046		
INVACARE CORP COM	**	16,645		
INVESCO LTD COM STK USD0.20	**	570,265		
INVESCO OFF J-REIT REIT	**	39,909		
INVESTAR HLDG CORP COM	**	17,782		
INVESTEC ORD GBP0.0002	**	383,283		
INVESTMENT TECHNOLOGY GROUP INC NEW COM	**	105,386		
INVESTOR AB SER'B'NPV	**	214,529		
INVESTORS BANCORP INC NEW COM	**	467,054		
INVESTORS REAL ESTATE TRUST COM NEW COM SHS OF BENFCAL INTRST(POST REV SPLT)	**	57,456		
INVESTORS TITLE CO NC COM	**	48,234		
IONIS PHARMACEUTICALS INC COM	**	116,283		
IPALCO ENTERPRISES 3.45% DUE 07-15-2020	**	998,728		
IPCA LAB LTD COMSTK	**	261,511		
IQVIA HLDGS INC COM USD0.01	**	33,132,613		
IRB BRASIL RESSEGU COM NPV	**	53,868		
IREN SPA EUR1	**	795,177		
IRHYTHM TECHNOLOGIES INC COM	**	827,715		
IRIDIUM COMMUNICATIONS INC COM STK	**	340,974		
IROBOT CORP COM	**	1,706,370		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
IRS ILS 12M .27%/3MTELBO GSCMUS33 21/03/2020 SWU00OF90	**	16,180		
IRS ILS 12M .37%/3MTELBO BOFAUS6NGFX 20/06/2020 SWU00OF09	**	8,315		
IRS ILS 12M .37%/3MTELBO GSCMUS33 20/06/2020 SWU00OFY5	**	17,169		
IRS ILS 12M .37%/3MTELBO MRMDUS33 20/06/2020 SWU00OFP4	**	5,075		
IRS ILS 12M .374%/3MTELBO BARCGB5G 20/06/2020 SWU00OIS5	**	32,988		
IRS ILS 12M .42%/3MTELBO CHASUS33 20/06/2020 SWU00OEB6	**	15,024		
IRS THB 6MTHBFX/6M 2.48% CITIUS33 18/05/2027 SWU00LT91	**	6,527		
IRS THB 6MTHBFX/6M 2.81% CITIUS33 18/05/2037 SWU00LTA8	**	13,969		
IRS USD 1MLIBOR/ LIBOR CME_CSFBUS 02/03/2020 SWU0Y9969	**	5,404		
IRS USD 1MLIBOR/ LIBOR CME_CSFBUS 27/04/2023 SWU02Y548	**	29		
IRS USD 3MLIBOR/ LIBOR CME_CSFBUS 12/06/2022 SWU0AR023	**	2,168		
IRS USD 3MLIBOR/ LIBOR CME_CSFBUS 12/06/2022 SWU0JSFF7	**	2,244		
IRS USD 3MLIBOR/ LIBOR CME_CSFBUS 19/06/2022 SWU0B8909	**	7,219		
ISRAEL DISCOUNT BK ILS0.10	**	900,088		
ISRAEL(STATE OF) 1.75% SNR 31/08/25 ILS1000	**	267,184		
ISRAEL(STATE OF) GTD NT CL 2 DTD 12/04/2003 5.5% DUE 12-04-2023 REG	**	151,875		
ITALY(REP OF) 1.45% BDS 15/11/24 EUR1000	**	1,548,033		
ITALY(REP OF) 1.65% IDX/LKD 04/2020 EUR	**	1,164,029		
ITALY(REP OF) 2.5% SNR 15/11/2025 EUR1000	**	810,864		
ITALY(REPUBLIC OF) 2.35% IDX/LKD NTS 15-09-2024 EUR1000	**	1,388,914		
ITAUSA INV ITAU SA PRF NPV	**	417,899		
ITC HLDGS CORP 2.7% 11-15-2022 BEO	**	947,245		
ITC HLDGS CORP 3.25% DUE 06-30-2026	**	752,700		
ITOCHU CORP NPV	**	687,440		
ITRON INC COM STK NPV	**	1,650,468		
ITT INC COM	**	1,908,885		
J & J SNACK FOODS CORP COM STK NPV	**	6,421,965		
J ALEXANDERS HLDGS INC COM CL A	**	21,810		
J JILL INC COM	**	42,160		
J P MORGAN CHASE 2.665 DUE 01-15-2046	**	438,243		
J P MORGAN CHASE 2.6942% DUE 04-15-2046	**	3,822,385		
J P MORGAN CHASE 3.0934% DUE 07-05-2032	**	4,905,583		
J P MORGAN SECS LLC DISC COML PAPER 3/A3 YRS 3&4 02-01-2019	**	15,324,679		
J2 GLOBAL INC COM	**	4,761,619		
JABIL INC	**	1,649,973		
JACK HENRY & ASSOC INC COM	**	2,530,400		
JACK IN THE BOX INC COM	**	320,612		
JACKSON NATIONAL LIFE GLOBAL FNDG 144A 3.875% DUE 06-11-2025 BEO	**	251,334		
JACKSON NATIONAL LIFE GLOBAL FNDG PPN CORPBOND 2.5% 06-27-2022	**	4,553,600		
JACKSON NATL LIFE GLOBAL 144A BNDS 2.3% 04-16-2019 BEO	**	448,861		
JACOBS ENGR GROUP INC COM	**	103,883		
JAGGED PEAK ENERGY INC COM	**	361,435		
JAMES RIVER GROUP HOLDINGS COM USD0.0002	**	665,320		
JANUS HENDERSON GROUP PLC ORD USD1.50	**	581,652		
JAPAN AIRLINES CO NPV	**	2,689,152		
JAPAN BK INTL COOPERATION 1% BDS 27/10/2021 USD 2% DUE 11-04-2021 BEO	**	3,711,384		
JAPAN BK INTL COOPERATION 1.5% 07/21/2021 1.5% DUE 07-21-2021 REG	**	774,372		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
JAPAN BK INTL COOPERATION 2.125% 07-21-2020	**	1,386,076		
JAPAN BK INTL COOPERATION 3.25% DUE 07-20-2023 REG	**	303,978		
JAPAN BK INTL COOPERATION GTD BD 2.125% 06-01-2020	**	990,694		
JAPAN FIN ORGANIZATION FOR MUNICIPALITIE2.125% DUE 02-12-2021 BEO	**	9,840,230		
JAPAN FIN ORGANIZATION FOR MUNICIPALITIEGLOBAL NT 144A 2.125% DUE 10-25-2023 BEO	**	1,245,422		
JAPAN FIN ORGANIZATION FOR MUNICIPALITIEGLOBAL NT 144A 2.125% DUE 10-25-2023 BEO	**	1,724,431		
JAPAN FIN ORGANIZATION FOR MUNICIPALITIENT SER 53 144A 2.125% DUE 04-13-2021 BEO	**	490,491		
JAPAN FIN ORGANIZATION FOR MUNICIPALITIENT SER 53 144A 2.125% DUE 04-13-2021 BEO	**	588,589		
JAPAN FIN ORGANIZATION FOR MUNICIPALITIES 144A 2.625% 04-20-2022	**	790,003		
JAPAN FIN ORGANIZATION FOR MUNICIPALITIES 144A 2.625% 04-20-2022	**	4,345,018		
JAPAN POST HOLD CO NPV	**	198,706		
JAPAN PRIME REALTY REIT	**	147,951		
JAPAN REAL ESTATE INVESTMENT CO	**	179,522		
JAPAN RETAIL FUND REIT	**	126,019		
JAPAN STEEL WORKS LTD NPV	**	49,420		
JAPAN TOBACCO INC 2% SNR EMTN 13/04/2021USD	**	486,184		
JAPAN TOBACCO INC NPV	**	4,230,651		
JAPAN(GOVT OF) 0% T-BILL 04/02/2019 JPY	**	2,278,950		
JAPAN(GOVT OF) 0% T-BILL 09/01/2019 JPY	**	12,851,697		
JAPAN(GOVT OF) 0% T-BILL 11/03/2019 JPY	**	1,549,925		
JAPAN(GOVT OF) 0% T-BILL 25/03/2019 JPY	**	3,738,281		
JAPAN(GOVT OF) 0.5% SNR 20/09/46 JPY50000	**	280,458		
JAPAN(GOVT OF) IDX/LKD SNR 10/03/2026 JPY	**	3,644,477		
JAPFA COMFEED INDO LKD SHARES (IDR200 & IDR40)	**	86,574		
JARLLYTEC CO. LTD. TWD10	**	97,378		
JASTRZEBSKA SPOLKA WEGLOWA S	**	435,828		
JB FINANCIAL GROUP	**	335,260		
JBG SMITH PROPERTIES COM USD0.01 WI	**	358,090		
JD SPORTS FASHION ORD GBP0.0025	**	686,338		
JEFFERIES GROUP 5.125% DUE 01-20-2023	**	2,044,938		
JELD-WEN HLDG INC COM	**	774,431		
JETBLUE AWYS CORP COM	**	1,896,541		
JFE HOLDINGS INC NPV	**	330,613		
JOHN DEERE OWNER SER 17-A CL A4 2.11% 12-15-2023	**	13,058,495		
JOHNSON & JOHNSON COM USD1	**	30,783,587		
JOHNSON & JOHNSON FIXED 1.95% 11-10-2020	**	2,808,250		
JOHNSON CTLS INTL 3.9% DUE 02-14-2026	**	56,881		
JOHNSON CTLS INTL 5% DUE 03-30-2020	**	153,132		
JOHNSON CTLS INTL PLC COM USD0.01	**	25,277,159		
JOHNSON OUTDOORS INC CL A	**	82,295		
JOLLIBEE FOODS PHP1	**	43,167		
JONES LANG LASALLE INC COM STK	**	31,144		
JOUNCE THERAPEUTICS INC. COM	**	16,621		
JOURDENESS GROUP RIGHT 12/11/2018	**	219		
JP MORGAN CHASE BK 2.604% DUE 02-01-2021	**	2,876,968		
JP MORGAN CHASE BK FLTG RT 3.086% DUE 04-26-2021	**	7,220,696		
JPMBB COML MTG 2.8164% DUE 11-15-2048	**	3,466,330		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
JPMBB COML MTG 3.0456% DUE 04-15-2047	**	5,490,293		
JPMBB COML MTG 3.31060004234% DUE 03-15-2049	**	12,422,453		
JPMBB COML MTG 3.3222% DUE 07-15-2048	**	7,139,733		
JPMBB COML MTG 4.20160007477% DUE 09-15-2047	**	6,324,864		
JPMBB COML MTG FLTG RT 4.557774% DUE 09-15-2047	**	955,054		
JPMBB COML MTG SECS TR 2015-C31 FLTG RT CL B 08-15-2048	**	1,397,522		
JPMBB COML MTG SECS TR SER 2014-C23 CL A-SB 3.657%09-15-2047	**	1,843,535		
JPMDB COML MTG SECS TR 2016-C4 CL A-2 2.8822% 9-15-2026	**	7,626,472		
JPMORGAN CHASE 3.9% 07-15-2025	**	693,648		
JPMORGAN CHASE & 1.85% DUE 03-22-2019	**	2,512,758		
JPMORGAN CHASE & 2.4% DUE 06-07-2021	**	1,467,158		
JPMORGAN CHASE & 2.4% DUE 06-07-2021	**	5,751,257		
JPMORGAN CHASE & 2.55% DUE 03-01-2021	**	5,284,424		
JPMORGAN CHASE & 2.55% DUE 10-29-2020	**	692,218		
JPMORGAN CHASE & 2.7% DUE 05-18-2023	**	4,869,887		
JPMORGAN CHASE & 2.75% DUE 06-23-2020	**	4,369,808		
JPMORGAN CHASE & 2.95% DUE 10-01-2026	**	1,551,527		
JPMORGAN CHASE & 3.2% DUE 01-25-2023	**	4,227,499		
JPMORGAN CHASE & 3.625% DUE 05-13-2024	**	1,485,043		
JPMORGAN CHASE & 4.203% DUE 07-23-2029	**	1,146,504		
JPMORGAN CHASE & 4.25% DUE 10-15-2020	**	819,505		
JPMORGAN CHASE & 4.5% DUE 01-24-2022	**	309,116		
JPMORGAN CHASE & 4.625 DUE 05-10-2021	**	1,543,689		
JPMORGAN CHASE & 6.3% DUE 04-23-2019	**	5,048,880		
JPMORGAN CHASE & CO 3.875 09-10-2024	**	7,611,054		
JPMORGAN CHASE & CO 3.782% DUE 02-01-2028 BEO	**	26,112,368		
JPMORGAN CHASE & CO COM	**	42,006,081		
JPMORGAN CHASE & CO NT FIXED/FLTG RATE DUE 05-01-2028/10-25-2017 REG	**	762,709		
JPMORGAN CHASE & CO NT FLTG RATE DUE 06-18-2022/06-18-2021 REG	**	1,186,812		
JPMORGAN CHASE & CO NT FLTG RATE DUE 06-18-2022/06-18-2021 REG	**	2,981,865		
JPMORGAN CHASE & FLTG RT 3.559% DUE 04-23-2024	**	10,495,021		
JPMORGAN CHASE & FLTG RT 3.66238% DUE 07-23-2024	**	4,264,697		
JPMORGAN CHASE & FLTG RT 4.023% DUE 12-05-2024	**	2,792,041		
JPMORGAN CHASE & FLTG RT 4.452% DUE 12-05-2029	**	2,430,977		
JPN BANK FOR INT'L COOP 3.375% 10-31-2023 REG	**	407,565		
JPN BANK FOR INT'L COOP 3.375% 10-31-2023 REG	**	611,347		
JSW STEEL LTD INR1	**	122,287		
JUBILANT LIFE SCIENCES LTD INR1	**	266,825		
JULIUS BAER GRUPPE CHF0.02 (REGD)	**	1,410,966		
JUST EAT PLC ORD GBP0.01	**	1,602,121		
JUST GROUP PLC ORD GBP0.10	**	821,285		
JXTG HOLDINGS INC NPV	**	1,356,152		
K12 INC COM STOCK USD.0001	**	1,007,862		
KADANT INC COM	**	1,617,633		
KADOKAWA DWANGO	**	157,298		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
KAJIMA CORP NPV	**	1,392,704		
KALA PHARMACEUTICALS INC. COM	**	19,540		
KAMAN CORP COM	**	218,022		
KAMIGUMI CO LTD NPV	**	607,455		
KANAMOTO CO LTD NPV	**	663,046		
KANSAS CITY POWER & LIGHT CO 4.2% 03-15-2048	**	290,960		
KANSAS CITY PWR & LT CO 5.3 DUE 10-01-2041	**	73,594		
KANTO DENKA KOGYO NPV	**	108,887		
KARYOPHARM THERAPEUTICS INC COM	**	280,266		
KB HOME COM	**	189,071		
KBC ANCORA NPV	**	506,764		
KBC GROEP NV 0.75% SNR 01/03/2022 EUR	**	229,088		
KBC GROEP NV NPV	**	5,122,399		
KBR INC COM	**	746,659		
KC CO LTD KRW500	**	85,279		
KEANE GROUP INC COM	**	110,986		
KEARNY FINL CORP MD COM	**	210,222		
KELLOGG CO 3.125% DUE 05-17-2022	**	1,690,053		
KELLOGG CO 3.4% DUE 11-15-2027	**	33,527		
KELLY SERVICES INC CL A COM	**	412,037		
KEMET CORP COM NEW	**	139,724		
KEMPER CORP DEL COM	**	679,731		
KENNAMETAL INC CAP	**	337,393		
KENNEDY-WILSON HLDGS INC COM	**	1,053,660		
KERING	**	723,661		
KERR MCGEE CORP 6.95 DUE 07-01-2024 BEO	**	2,107,087		
KERRY PROPERTIES HKD1	**	1,547,734		
KEWAUNEE SCIENTIFIC CORP COM	**	16,653		
KEY TRONIC CORP COM	**	7,006		
KEYBANK NATL ASSN 2.25% DUE 03-16-2020	**	1,934,228		
KEYBANK NATL ASSN 2.35% DUE 03-08-2019	**	3,215,849		
KEYBANK NATL ASSN 2.5% DUE 12-15-2019	**	5,093,538		
KEYBANK NATL ASSN 3.375% DUE 03-07-2023	**	249,715		
KEYCORP MEDIUM TERM SR NTS 2.9% DUE 09-15-2020	**	744,339		
KEYCORP MEDIUM TERM SR NTS BOOK ENTRY MTN 5.1% DUE 03-24-2021	**	300,774		
KEYCORP MEDIUM TERM SR NTS BOOK ENTRY MTN 5.1% DUE 03-24-2021	**	326,703		
KEYSIGHT TECHNOLOGIES INC COM	**	423,758		
KEYW HLDG CORP COM STK	**	60,036		
KFORCE INC	**	173,770		
KIA MOTORS CORP KRW5000	**	344,433		
KIATNAKIN BANK (NVDR)	**	286,625		
KILROY RLTY CORP COM	**	598,177		
KILROY RLTY L P 4.375% DUE 10-01-2025	**	2,007,020		
KIMBALL ELECTRONICS INC COM	**	45,107		
KIMBALL INTL INC CL B	**	41,009		
KIMBERLY-CLARK CORP COM	**	2,873,909		
KIMCO RLTY CORP COM	**	585,751		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
KINDER MORGAN 2.65% DUE 02-01-2019	**	1,134,393		
KINDER MORGAN 3.5 DUE 03-01-2021	**	5,011,537		
KINDER MORGAN 4.15% DUE 03-01-2022	**	3,545,953		
KINDER MORGAN 6.85% DUE 02-15-2020	**	828,334		
KINDER MORGAN GTD SR NT FIXED 6.5% DUE 04-01-2020	**	326,217		
KINDER MORGAN INC FIXED 3.15% DUE 01-15-2023	**	1,943,474		
KINDER MORGAN INC FLTG RT 4.06731% DUE 01-15-2023	**	10,461,080		
KINGBOARD LAMINATE HKD0.10	**	219,064		
KINGSTONE COS INC COM	**	26,641		
KINNEVIK AB SER'B'NPV (POST SPLIT)	**	75,031		
KINSALE CAP GROUP INC COM	**	352,806		
KIRBY CORP COM	**	1,644,999		
KIRIN HOLDINGS CO NPV	**	73,548		
KIRKLAND LAKE GOLD LTD COM KIRKLAND LAKEGOLD LTD	**	180,021		
KIRKLANDS INC COM	**	16,601		
KITE RLTY GROUP TR COM NEW COM NEW	**	113,974		
KKR & CO INC COM NPV CLASS A	**	26,759,086		
KLAB INC NPV	**	32,805		
KLA-TENCOR CORP 3.375% DUE 11-01-2019	**	699,040		
KLA-TENCOR CORP 4.125% DUE 11-01-2021	**	609,676		
KLEPIERRE EUR1.40	**	92,396		
KLX ENERGY SVCS HLDGS INC COM	**	54,216		
KNIGHT COM	**	66,439		
KNIGHT-SWIFT TRANSN HLDGS INC CL A CLASSA COMMON STOCK USD0.01	**	1,517,236		
KNOLL INC COM NEW COM	**	1,852,929		
KNOWLES CORP COM	**	131,649		
KOBE STEEL LTD	**	69,190		
KOJAMO OYJ NPV	**	64,439		
KOKUYO CO LTD NPV	**	237,376		
KOMATSU FINANCE AMERICA 2.437% 11/09/2022	**	289,002		
KOMERI CO LTD NPV	**	740,418		
KOMICO LTD KRW500	**	15,537		
KOMMUNALBANKEN AS MEDIUM TERM NTS BOOK 3.125% DUE 10-18-2021 REG	**	3,423,455		
KOMMUNALBANKEN AS MEDIUM TERM NTS BOOK E TRANCHE # TR 53 2.25% 01-25-2022	**	1,086,020		
KOMMUNALBANKEN AS MEDIUM TERM NTS BOOK ENTRYADJ RT 06-16-2020 BEO	**	200,854		
KON AHOLD DELHAIZE EUR0.01	**	4,596,613		
KONINKLIJKE DSM NV EUR1.50	**	1,124,550		
KONINKLIJKE KPN	**	132,826		
KONINKLIJKE PHILIP EUR0.20	**	1,569,384		
KONINKLIJKE PHILIPS NV	**	2,587,186		
KOREA ELEC POWER KRW5000	**	27,932		
KOREA INVESTMENT H 1ST PRF KRW5000	**	62,724		
KOREA INVESTMENT HOLDINGS KRW5000	**	356,237		
KOREA KUMHO PETRO PRF KRW5000	**	59,313		
KOREA LINE CORP KRW5000	**	123,367		
KOREA(REPUBLIC OF) 7.125% DUE 04-16-2019	**	5,149,850		
KORN FERRY COM	**	1,175,564		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
KORNIT DIGITAL LTD COMMON STOCK	**	1,431,986		
KORTEK CORPN KRW500	**	252,560		
KOSE CORPORATION NPV	**	1,045,671		
KOSMOS ENERGY LTD COM USD0.01	**	239,316		
KOZA ALTIN ISLETME TRY1 (B SHARES)	**	287,642		
KOZA ANADOLU METAL TRY1 (C SHARES)	**	125,499		
KRAFT FOODS GROUP 5% DUE 06-04-2042	**	102,841		
KRAFT FOODS GROUP 5.375% DUE 02-10-2020	**	1,081,154		
KRAFT HEINZ FOODS 2.8% DUE 07-02-2020	**	397,092		
KRAFT HEINZ FOODS 2.8% DUE 07-02-2020	**	8,642,716		
KRAFT HEINZ FOODS 3% DUE 06-01-2026	**	107,050		
KRAFT HEINZ FOODS 3% DUE 06-01-2026	**	5,566,598		
KRAFT HEINZ FOODS 3.375% DUE 06-15-2021	**	733,229		
KRAFT HEINZ FOODS 3.5% DUE 07-15-2022	**	197,099		
KRAFT HEINZ FOODS 3.5% DUE 07-15-2022	**	1,162,882		
KRAFT HEINZ FOODS 3.95% DUE 07-15-2025	**	6,440,410		
KRAFT HEINZ FOODS 4% DUE 06-15-2023	**	24,934		
KRAFT HEINZ FOODS 4% DUE 06-15-2023	**	498,690		
KRAFT HEINZ FOODS 5% DUE 07-15-2035	**	107,925		
KRAFT HEINZ FOODS CO FLTG RT DUE 02-10-2021 REG	**	595,017		
KRATON CORPORATION	**	280,644		
KRATOS DEFENSE & SECURITY SOLUTIONS INC	**	562,388		
KROGER CO 1.5% DUE 09-30-2019	**	2,918,957		
KROGER CO 2.3% DUE 01-15-2019	**	214,926		
KROGER CO 3.4 DUE 04-15-2022	**	118,765		
KROGER CO 4 DUE 02-01-2024	**	208,751		
KROGER CO 4 DUE 02-01-2024	**	1,825,314		
KROGER CO 7.5% DUE 04-01-2031	**	98,538		
KRONOS WORLDWIDE INC COM STK	**	99,026		
KRUNG THAI BNK LTD THB5.15(NVDR)	**	215,565		
KS CY PWR & LT CO 3.15 DUE 03-15-2023	**	23,741		
KS CY PWR & LT CO 7.15% DUE 04-01-2019	**	277,818		
KSL HLDGS BERHAD MYR0.50	**	12,284		
KUBOTA CORP NPV	**	3,813,484		
KUEHNE&NAGEL INTL CHF1 (REGD)	**	585,854		
KULICKE & SOFFA INDS INC COM	**	479,588		
KUMAGAI GUMI CO NPV	**	128,364		
KUMHO INDUSTRIAL KRW5000	**	28,614		
KUMHO PETRO CHEM KRW5000	**	209,425		
KUWAIT ST NT 144A 2.75% DUE 03-20-2022 BEO	**	4,087,381		
KUWAIT ST NT 144A 3.5% DUE 03-20-2027 BEO	**	1,988,688		
KWANG DONG PHARM KRW1000	**	35,604		
KY UTILS CO 1ST MTG BD 3.25 DUE 11-01-2020	**	295,830		
KYOCERA CORP NPV	**	4,307,190		
KYORIN HOLDINGS INC NPV	**	259,696		
L A CAL DEPT ARPTS ARPT REV TAX BUILD AMER BD 6.582 DUE 05-15-2039	**	88,304		
LA Z BOY INC COM	**	179,561		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
LAB CORP AMER 2.625% DUE 02-01-2020	**	297,915		
LAB CORP AMER 3.2% DUE 02-01-2022	**	66,493		
LAKELAND BANCORP INC COM	**	873,405		
LAKELAND FINL CORP COM STK	**	130,560		
LAKELAND INDS INC COM	**	9,605		
LAM RESH CORP 2.8% DUE 06-15-2021	**	5,715,622		
LAMAR ADVERTISING CO NEW CL A CL A	**	52,508		
LAMB WESTON HLDGS INC COM USD5	**	1,435,303		
LAND SECURITIES GP ORD GBP0.106666666	**	134,095		
LANDEC CORP COM	**	32,761		
LANDS END INC NEW COM	**	15,631		
LANDSTAR SYS INC COM	**	1,219,793		
LANDWIRTSCH RENTENBANK 4.25% 24/01/2023	**	75,419		
LANSFORSAKRINGAR H 1.25% BDS 20/09/23 SEK10000	**	785,958		
LANSFORSAKRINGAR H 2.25% BDS 21/09/22 SEK10000	**	2,183,712		
LAREDO PETROLEUM INC	**	105,121		
LARSEN & TOUBRO SPON GDR EA REPR 1 ORD REG	**	936,835		
LASALLE LOGIP.REIT REIT	**	501,435		
LATTICE SEMICONDUCTOR CORP COM	**	705,798		
LAUREATE ED INC CL A CL A	**	78,837		
LAWSON PRODS INC COM	**	36,498		
LCH_IRS CSFBUS33 18/12/2048 CAD P 3MCDOR / R 2.75% SWU00RPX9	**	13,094		
LCH_IRS CSFBUS33 19/06/2024 EUR P 6MEURIB / R 0.5% SWU00RTX5	**	44,020		
LCH_IRS CSFBUS33 19/06/2029 EUR P 6MEURIB / R 1% SWU00RTY3	**	108,618		
LCH_IRS CSFBUS33 19/06/2029 GBP P 6MLIBOR / R 1.5% SWU00RU62	**	3,619		
LCH_IRS CSFBUS33 20/03/2029 EUR P 6MEURIB / R 1% SWU00QRO9	**	104,320		
LCH_IRS LCH_CSFBUS EUR P 6M EURIB/R .5% 20/03/2024 SWU00QRN1	**	185,834		
LCH_IRS LCH_CSFBUS EUR P 6M EURIB/R 1.0% 20/03/2029 SWU00QRO9	**	233,906		
LCH_IRS LCH_CSFBUS EUR P 6M EURIB/R 2.04% 03/02/2037 SWU00KW65	**	98,037		
LCH_IRS LCH_CSFBUS GBP P 1.0%/R 6M LIBOR 20/03/2021 SWU00QRQ4	**	40,281		
LCH_IRS LCH_CSFBUS GBP P 3M LIBOR/R 1.25% 18/09/2020 SWU00QYU7	**	32,724		
LCH_IRS LCH_CSFBUS GBP P 3M LIBOR/R 1.5% 18/12/2020 SWU00OII7	**	72,253		
LCH_IRS LCH_CSFBUS GBP P 6M LIBOR/R 1.75% 20/03/2049 SWU00QRT8	**	100,848		
LCH_IRS LCH_CSFBUS JPY P 6M LIBOR/R .1% 20/03/2024 SWU00PS44	**	56,959		
LCH_IRS LCH_CSFBUS USD P 1.75%/R 3M LIBOR 12/21/2023 SWU00IN94	**	320,940		
LCH_IRS LCH_CSFBUS USD P 2.0%/R 3M LIBOR 06/20/2023 SWU00NBJ4	**	104,025		
LCH_IRS LCH_CSFBUS USD P 2.25%/R 3M LIBOR 06/20/2028 SWU00NBN5	**	320,584		
LCH_IRS LCH_CSFBUS USD P 2.25%/R 3M LIBOR 06/20/2028 SWU00NBN5	**	2,447,755		
LCH_IRS LCH_CSFBUS USD P 2.25%/R 3M LIBOR 06/20/2028 SWU00NBN5	**	90,518		
LCH_IRS LCH_CSFBUS USD P 2.5%/R 3M LIBOR 12/16/2025 SWU00D6D5	**	3,079		
LCH_IRS LCH_CSFBUS USD P 3M LIBOR/R 1.75% 12/21/2026 SWU00INB9	**	52,102		
LCI INDUSTRIES COM	**	217,968		
LCNB CORP COM	**	23,998		
LEAF GROUP LTD COM	**	109,415		
LEAR CORP COM NEW COM NEW	**	1,822,137		
LEG IMMOBILIEN AG NPV	**	630,591		
LEGACY TEXAS FINANCIAL GROUP INC COM	**	1,720,602		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
LEGG MASON INC COM	**	295,457		
LEGRAND SA EUR4	**	1,838,770		
LEMAITRE VASCULAR INC COM STK	**	1,590,499		
LENDINGCLUB CORP COM	**	161,274		
LENDINGTREE INC NEW COM USD0.01	**	1,277,897		
LENDLEASE GROUP NPV (STAPLED)	**	129,649		
LEROY SEAFOOD GROU NOK0.10	**	814,077		
LEXICON PHARMACEUTICALS INC FORMERLY LE COMMON STOCK	**	106,061		
LEXINGTON RLTY TR COM	**	172,681		
LF CORP	**	299,162		
LG CORP KRW5000	**	1,374,462		
LG HSEHLD & HLTCRE COMMON STOCK	**	506,502		
LG&E & KU ENERGY LLC 3.75 DUE 11-15-2020	**	501,920		
LHC GROUP INC COM	**	2,925,582		
LI & FUNG HKD0.0125	**	129,766		
LIBBEY INC COM	**	11,353		
LIBERTY EXPEDIA HLDGS INC SER A COM SER A COM	**	882,752		
LIBERTY GLOBAL PLC -SERIES C COM	**	19,280,897		
LIBERTY GLOBAL PLC USD0.01 A	**	3,579,508		
LIBERTY HLDGS ZAR0.0833	**	38,968		
LIBERTY LATIN AMERICA LTD COM USD0.01 CLASS A	**	105,805		
LIBERTY LATIN AMERICA LTD COM USD0.01 CLASS C	**	807,120		
LIBERTY MEDIA CORP DEL COM SER C BRAVES GROUP COM SER C BRAVES GROUP	**	403,044		
LIBERTY MEDIA CORPORATION COM USD0.01 SER C FORMULA	**	814,318		
LIBERTY PPTY LTD SR NT 4.75 DUE 10-01-2020	**	1,019,998		
LIBERTY PPTY TR SH BEN INT	**	606,297		
LIBERTY TAX INC CL A CL A	**	9,126		
LIBERTY TRIPADVISOR HLDGS INC COM USD0.01 'A'	**	77,162		
LIFE STORAGE INC COM	**	2,448,334		
LIFETIME BRANDS INC COM	**	27,903		
LIGAND PHARMACEUTICALS INCORPORATED CL BCOMMON STOCK	**	236,661		
LILLY ELI & CO 2.35% DUE 05-15-2022	**	2,023,101		
LIMBACH HLDGS INC COM	**	4,409		
LIMELIGHT NETWORKS INC COM	**	94,407		
LIMONEIRA CO COM STK	**	54,720		
LINCOLN NATL CORP 4.2 DUE 03-15-2022	**	25,416		
LINCOLN NATL CORP 6.25% DUE 02-15-2020	**	118,697		
LINCOLN NATL CORP 6.25% DUE 02-15-2020	**	4,691,122		
LINDAB INTL AB NPV	**	412,690		
LINDBLAD EXPEDITIONS HLDGS INC COM	**	305,811		
LINDE PLC COMMON STOCK	**	2,555,264		
LINK REAL ESTATE INVESTMENT	**	379,821		
LIONS GATE ENTMT CORP CL B NON VTG NON VOTING SHS CL B	**	296,365		
LIONS GATE ENTMT CORP VOTING SHARES CL A	**	199,044		
LIQUIDITY SVCS INC COM STK	**	38,890		
LITHIA MTRS INC CL A CL A	**	306,312		
LITHUANIA REP SR BD 144A 6.125% DUE 03-09-2021 BEO	**	1,628,812		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
LITHUANIA(REP OF) 6.125% SNR 09/03/2021 USD	**	423,694		
LITTELFUSE INC COM	**	2,062,047		
LIVANOVA PLC ORD GBP1.00 (DI)	**	736,242		
LIVE OAK BANCSHARES INC COM	**	65,416		
LIVEPERSON INC COM STK ISIN# US5381461012	**	285,069		
LIVERAMP HOLDINGS INC	**	2,674,973		
LLOYDS BANK PLC 2.7% DUE 08-17-2020	**	1,579,762		
LLOYDS BANK PLC 4.875% GTD SNR 30/03/27 GBP	**	1,696,661		
LLOYDS BANK PLC 5.125% GTD 07/03/2025 GBP	**	151,358		
LLOYDS BANK PLC 7.5%-VAR SNR 02/04/2032 USD	**	1,607,313		
LLOYDS BANKING GP 6.375%-FRN PERP EUR200000	**	339,516		
LLOYDS BANKING GP 7.625% UNDATED NTS GBP20000	**	788,048		
LLOYDS BANKING GP 7.875%-FRN PERP GBP200000	**	273,835		
LLOYDS BANKING GP ORD GBP0.1	**	817,258		
LLOYDS BANKING GROUP PLC FORMERLY LLOYDS 7.5% 12-31-2049	**	1,640,840		
LLOYDS BK CORP MKTS PLC NY BRH INST FLTGRT 09-24-2018 DUE 9-24-2020	**	13,538,836		
LLOYDS BK CORPORATE MKTS PLC NY BRH INST10-19-2018 3.03% CTF OF DEP 10-21-2018	**	6,318,124		
LLOYDS BK PLC 3.3% DUE 05-07-2021	**	4,187,261		
LLOYDS BKG GROUP 3% DUE 01-11-2022	**	11,506,961		
LLOYDS BKG GROUP 4.05% DUE 08-16-2023	**	987,924		
LLOYDS BKG GROUP 4.45% DUE 05-08-2025	**	471,658		
LLOYDS BKG GROUP 7.0% 29/12/2049	**	1,752,706		
LLOYDS BKG GROUP FLTG RT 2.907% DUE 11-07-2023	**	2,056,738		
LLOYDS BKG GROUP FLTG RT 3.574% 11-07-2028	**	13,342,845		
LOBLAWS COS LTD COM NPV	**	178,748		
LOCKHEED MARTIN 3.35 DUE 09-15-2021	**	140,929		
LOCKHEED MARTIN 3.35 DUE 09-15-2021	**	643,242		
LOCKHEED MARTIN 3.55% DUE 01-15-2026	**	1,141,135		
LOCKHEED MARTIN CORP COM	**	4,695,577		
LOGISTA HOLDINGS EUR0.2	**	840,389		
LOGMEIN INC COM	**	583,470		
LOJAS RENNER SA COM NPV	**	671,806		
LONDON STOCK EXCHANGE GROUP ORD GBP0.06918604	**	161,771		
LONESTAR RES US INC CL A VTG CL A VTG	**	16,246		
LONGFOR GROUP HOLDINGS LTD	**	92,651		
LOOMIS AB SER'B'NPV	**	319,103		
L'OREAL EUR0.20	**	4,668,806		
LOTTE CHEMICAL COR KRW5000	**	216,945		
LOTTE SHOPPING C0 KRW5000	**	215,616		
LOUISIANA-PACIFIC CORP COM	**	385,561		
LOWES COMPANIES INC BNDS 3.12% DUE 04-15-2022 REG	**	176,902		
LOWES COS INC 2.5% DUE 04-15-2026	**	177,773		
LOWES COS INC 2.5% DUE 04-15-2026	**	5,066,536		
LOXO ONCOLOGY INC COM	**	1,878,339		
LPL FINL HLDGS INC COM	**	2,024,069		
LPP SA PLN2.00	**	148,283		
LRAD CORP COM	**	14,011		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
LS INDL SYSTEMS KRW5000	**	269,293		
LSB INDS INC COM	**	28,505		
LSC COMMUNICATIONS INC COM	**	33,166		
LSI INDS INC OHIO COM	**	9,424		
LTC PPTYS INC COM	**	160,135		
LUBYS INC COM	**	3,444		
LULULEMON ATHLETICA INC COM	**	2,820,987		
LUMENTUM HLDGS INC COM	**	454,884		
LUMINEX CORP DEL COM	**	143,051		
LUNA INNOVATIONS INC COM STK	**	14,737		
LUXOFT HOLDING INC COM NPV	**	95,336		
LVMH MOET HENNESSY LOUIS VUITTON SE EUR0.30	**	7,802,590		
LYDALL INC COM	**	35,380		
LYON WILLIAM HOMES CL A NEW COM USD0.01 CL'A'(POST REV SPLIT)	**	34,133		
LYONDELLBASELL 5% DUE 04-15-2019	**	6,763,864		
LYONDELLBASELL 5% DUE 04-15-2019	**	1,951,121		
LYONDELLBASELL INDS N V 6 DUE 11-15-2021	**	1,876,209		
M & T BK CORP 3.55% DUE 07-26-2023	**	2,770,999		
M / I HOMES INC	**	51,709		
M D C HLDGS INC COM	**	140,466		
MA EDL FING AUTH STUD LN ASSET-BKD NTS VAR RT DUE 04-25-2028 BEO N/C	**	23,421		
MACATAWA BK CORP COM	**	56,614		
MACERICH CO REIT	**	578,913		
MACK CALI RLTY CORP COM REIT	**	172,980		
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC COM STK	**	22,389		
MACQUARIE BK LTD DISC COML PAPER 4/2 YRS3&4 04-17-2019	**	1,442,696		
MACQUARIE GP LTD NPV	**	800,081		
MACQUARIE GROUP LTD SR MEDIUM TERM TRANCHE # TR 00003 6 14/01/2020	**	1,026,528		
MACQUARIE GROUP LTD SR MEDIUM TERM NTS 144A 6.25 DUE 01-14-2021	**	472,518		
MACQUARIE INFRASTRUCTURE CORP	**	471,514		
MACROGENICS INC COM	**	141,122		
MACYS RETAIL HLDGS 4.375% DUE 09-01-2023	**	226,951		
MADDEN STEVEN LTD COM	**	3,677,256		
MADISON SQUARE GARDEN CO NEW CL A CL A	**	1,450,131		
MADRID(COMUNIDAD) 4.688% SNR 12/03/20 EUR1000	**	241,777		
MAGAZINE LUIZA SA COM NPV	**	535,114		
MAGELLAN HEALTH INC COM NEW COM NEW	**	1,710,284		
MAGELLAN MIDSTREAM 4.25% DUE 02-01-2021	**	710,192		
MAGELLAN MIDSTREAM 6.55% DUE 07-15-2019	**	268,912		
MAGNA INTERNATIONAL INC COMMON STOCK	**	6,431,175		
MAGNA INTL INC COM NPV	**	1,670,849		
MAHANAGAR GAS LTD INR10	**	138,118		
MAHLE METAL LEVE COM NPV	**	215,087		
MAIDEN HOLDINGS LTD\MAIDEN HOLDINGS LTD\COM STK	**	22,811		
MAINFREIGHT LTD NPV	**	13,693		
MAIRE TECNIMONT SP NPV	**	39,441		
MAKALOT INDUSTRIAL TWD10	**	126,858		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
MAKINO MILLING NPV	**	526,705		
MALAY BUILDING SOC MYR1	**	84,175		
MALAYAN BKG BERHAD MYR1	**	1,115,632		
MALAYSIA (GOVT OF) 4.378% BDS 29/11/2019MYR	**	73,193		
MALAYSIA 4.232% BDS 30/06/31 MYR	**	237,758		
MALAYSIA AIRPORT MYR1	**	531,291		
MALIBU BOATS INC COM CL A COM CL A	**	1,218,348		
MALLINCKRODT PLC COMMON STOCK	**	622,046		
MALVERN BANCORP INC COM	**	10,694		
MANHATTAN ASSOCS INC COM	**	496,407		
MANITEX INTL INC COM STK	**	16,023		
MANITOBA PROV CDA DEB SER GM 2.125% DUE 06-22-2026 REG	**	187,015		
MANITOWOC CO INC COM USD0.01(POST REV SPLIT)	**	356,932		
MANPOWERGROUP INC	**	4,725,410		
MANTECH INTL CORP CL A CL A	**	229,889		
MANULIFE FINL CORP 4.061% DUE 02-24-2032	**	117,877		
MANULIFE FINL CORP 4.15% DUE 03-04-2026	**	116,149		
MANULIFE FINL CORP 4.9% DUE 09-17-2020	**	410,424		
MANULIFE FINL CORP COM NPV	**	551,147		
MAPFRE EUR0.10	**	1,128,926		
MAPLE ESCR 3.551% DUE 05-25-2021	**	6,909,516		
MAPLE LEAF FOODS COM NPV	**	39,320		
MARATHON OIL CORP 2.7% DUE 06-01-2020	**	1,014,781		
MARATHON OIL CORP COM	**	16,060,800		
MARATHON PETE CORP 3.4% DUE 12-15-2020	**	399,878		
MARATHON PETE CORP COM	**	3,292,817		
MARCHEX INC CL B CL B	**	82,905		
MARCUS & MILLICHAP INC COM	**	207,765		
MARCUS CORP DEL COM	**	109,257		
MARICO LTD INR1	**	41,231		
MARINEMAX INC COM	**	65,879		
MARKEL CORP 4.9% DUE 07-01-2022	**	4,129,480		
MARKEL CORP 5.35% DUE 06-01-2021	**	57,246		
MARLIN BUSINESS SVCS CORP COM	**	41,177		
MARRIOTT INTL INC 2.3% DUE 01-15-2022	**	6,720,144		
MARRIOTT INTL INC FLTG RT 3.229% DUE 12-01-2020	**	2,808,230		
MARRIOTT INTL INC NEW 3.375 DUE 10-15-2020	**	4,925,859		
MARRIOTT INTL INC NEW COM STK CL A	**	9,711,560		
MARRIOTT VACATIONS WORLDWIDE CORP COM	**	256,092		
MARSH & MCLENNAN 2.35% DUE 03-06-2020	**	117,945		
MARSH & MCLENNAN COS INC 2.35 09-10-2019	**	497,367		
MARSH & MCLENNAN COS INC SR NT 3.5 DUE 06-03-2024	**	576,245		
MARTEN TRANS LTD COM	**	2,660,114		
MARTIN MARIETTA 3.45% DUE 06-01-2027	**	96,984		
MARTIN MARIETTA 4.25% 12-15-2047	**	204,628		
MARUBENI CORP NPV	**	765,400		
MARUHA NICHIRO COR NPV	**	526,539		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
MARVELL TECH GROUP COM USD0.002	**	2,728,808		
MASCO CORP 3.5% DUE 04-01-2021	**	995,333		
MASCO CORP 3.5% DUE 04-01-2021	**	199,067		
MASCO CORP 5.95 DUE 03-15-2022	**	804,291		
MASCO CORP 6.5% DUE 08-15-2032	**	331,635		
MASCO CORP 7.125% DUE 03-15-2020	**	417,850		
MASIMO CORP COM STK	**	920,698		
MASONITE INTL CORP NEW COM	**	530,967		
MASTEC INC COM	**	347,640		
MASTECH DIGITAL INC COM	**	9,954		
MASTERCARD INC 3.375 DUE 04-01-2024 BEO	**	2,113,106		
MASTERCARD INC CL A	**	41,449,801		
MASTR AST BACKED FLTG RT 2.62% DUE 11-25-2036	**	2,210,572		
MATADOR RES CO COM	**	1,162,886		
MATCH GROUP INC COM	**	99,740		
MATERION CORP COM	**	126,377		
MATRIX SVC CO COM	**	286,556		
MATSON INC COM	**	1,722,580		
MATTHEWS INTL CORP CL A CL A	**	181,246		
MAXIMUS INC COM	**	3,537,642		
MAXLINEAR INC COMMON STOCK	**	46,358		
MAZDA MOTOR CORP NPV	**	651,514		
MB FINL INC NEW COM	**	235,838		
MBT FINL CORP COM	**	36,995		
MCCLATCHY CO CL A NEW CL A NEW	**	3,213		
MCDERMOTT INTL INC COM USD1.00 (POST REVSPLIT)	**	178,110		
MCDONALDS CORP 4.45% DUE 03-01-2047 REG	**	86,049		
MCDONALDS CORP 4.875% DUE 07-15-2040	**	122,919		
MCDONALDS CORP MEDIUM TERM FLTG 10-28-2021	**	397,230		
MCDONALDS CORP MEDIUM TERM NTS 3.35% 04-01-2023	**	3,183,818		
MCGRATH RENTCORP COM	**	939,098		
MCKESSON CORP	**	5,484,283		
MCKESSON CORP NEW 2.284% DUE 03-15-2019	**	456,067		
MCKESSON CORP NEW 3.65% DUE 11-30-2020	**	6,500,940		
MCMILLAN SHAKESPEA NPV	**	754,004		
MEAD JOHNSON 4.9% DUE 11-01-2019	**	390,187		
MEDCO HLTH NT 4.125 DUE 09-15-2020	**	181,941		
MEDCO HLTH NT 4.125 DUE 09-15-2020	**	101,078		
MEDEQUITIES RLTY TR INC COM	**	19,302		
MEDIASET ESPANA EUR0.5	**	770,454		
MEDIATEK INC TWD10	**	398,235		
MEDICAL PPTYS TR INC COM REIT	**	715,801		
MEDIDATA SOLUTIONS INC COM	**	3,220,653		
MEDIFAST INC COM	**	716,865		
MEDIPAL HOLDINGS CORP	**	172,880		
MEDNAX INC COM	**	434,544		
MEDPACE HLDGS INC COM	**	1,458,063		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
MEDTRONIC GLOBAL 1.7% DUE 03-28-2019	**	5,735,211		
MEDTRONIC INC 2.5% DUE 03-15-2020	**	7,352,163		
MEDTRONIC INC 3.125 DUE 03-15-2022 REG	**	259,006		
MEDTRONIC INC 3.5% DUE 03-15-2025 REG	**	373,518		
MEDTRONIC INC 3.5% DUE 03-15-2025 REG	**	1,065,772		
MEDTRONIC PLC COMMON STOCK STOCK	**	31,532,285		
MEDY-TOX INC KRW500	**	149,391		
MEGGITT ORD GBP0.05	**	193,721		
MEI PHARMA INC COM NEW COM NEW	**	9,050		
MELINTA THERAPEUTICS INC COM USD0.001	**	6,338		
MENLO THERAPEUTICS INC COM	**	7,004		
MERCANTILE BK CORP COM	**	84,497		
MERCEDES- BENZ AUTO LEASE TR 2018-A CL A-3 2.41% 02-16-2021	**	1,038,274		
MERCEDES-BENZ AUTO 1.26% DUE 02-16-2021	**	785,031		
MERCEDES-BENZ AUTO 1.35% DUE 08-15-2019	**	30,579		
MERCEDES-BENZ AUTO 1.46% DUE 12-15-2022	**	2,152,957		
MERCEDES-BENZ AUTO RECEIVABLES TR 2018-1SER 18-1 C A4 3.15% 10-15-2024	**	2,008,092		
MERCER INTL INC COM SH BEN INT	**	94,169		
MERCHANTS BANCORP IND COM	**	132,674		
MERCK & CO INC NEW 1.85% DUE 02-10-2020	**	2,834,389		
MERCK & CO INC NEW 3.875% DUE 01-15-2021	**	2,479,783		
MERCK & CO INC NEW COM	**	12,572,578		
MERCK & CO INC NEW FIXED 2.75% DUE 02-10-2025	**	290,216		
MERCK KGAA NPV	**	4,124,269		
MERCURY GEN CORP NEW COM	**	236,263		
MERCURY SYSTEMS INC	**	3,876,125		
MEREDITH CORP COM	**	2,581,574		
MERIDA INDUSTRY TWD10	**	629,649		
MERIDIAN BANCORP INC MD COM	**	438,106		
MERIT MED SYS INC COM	**	304,444		
MERITAGE HOMES CORP COM	**	143,024		
MERITZ FIRE & MARINE INSURANCE LTD KRW500	**	89,984		
MERITZ SECURITIES KRW1000	**	200,290		
MERLIN PROPERTIES EUR1	**	610,896		
MERRILL LYNCH MTG FLTG RT 2.93% DUE 07-25-2030	**	104,429		
MERRILL LYNCH MTG FLTG RT 3.305% DUE 09-25-2035	**	595,995		
MERRIMACK PHARMACEUTICALS INC COM NEW COM NEW	**	3,316		
MERSANA THERAPEUTICS INC COM	**	42,864		
MESA LABS INC COM	**	3,242,548		
MET LIFE GLOBAL 1.55% DUE 09-13-2019	**	925,656		
MET LIFE GLOBAL 2.05% DUE 06-12-2020	**	1,968,004		
MET LIFE GLOBAL 2.5% DUE 12-03-2020	**	494,023		
MET LIFE GLOBAL 2.65% DUE 04-08-2022	**	1,856,546		
MET LIFE GLOBAL 3.875% DUE 04-11-2022	**	288,659		
MET LIFE GLOBAL FLTG RT 3.17594% DUE 06-12-2020	**	2,055,897		
MET LIFE GLOBAL FLTG RT DUE 09-07-2020	**	6,358,239		
MET LIFE GLOBAL FLTG RT DUE 09-07-2020	**	12,020,394		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
META FINL GROUP INC COM	**	49,968		
METHANEX CORP COM NPV	**	1,681,402		
METHODE ELECTRS INC COM	**	161,679		
METLIFE INC 5.7% DUE 06-15-2035	**	90,121		
METLIFE INC 6.4% DUE 12-15-2066	**	4,241,216		
METLIFE INC COM STK USD0.01	**	8,326,065		
METRO PACIFIC INVE PHP1	**	35,978		
METROPOLIS TOKYO BD 144A 2% DUE 05-17-2021 BEO	**	878,835		
METROPOLITAN BANK PHP20	**	49,531		
METROPOLITAN TRANSN AUTH N Y REV 6.668% 11-15-2039 BEO TAXABLE	**	130,236		
MEXICHEM SAB DE CV	**	1,138,550		
MEXICO(UNITED MEXICAN STATES) 4.0% 15/03/2115	**	503,330		
*MFB NT COLLECTIVE AGGREGATE BOND INDEX FUND-NON LENDING	**	5,446,979,627		
*MFB NT COLLECTIVE RUSSELL 2000 INDEX FUND - DC - NON LENDING (TIER J)	**	2,961,970,912		
MFC ISHARES TR RUSSELL 2000 ETF	**	1,629,027		
MFO AEW GLOBAL PROPERTIES TRUST FUND DC PLAN CALSS B	**	377,621,095		
MFO JPMORGAN MBS FUND COMMINGLED	**	90,404,437		
MFO PIMCO FDS PAC INVT MGMT SER SHORT-TERM PORTFOLIO INSTL CL	**	2,228,818		
MFO PIMCO FDS PAC INVT MGMT SER INVT GRADE CR BD PORT INSTL CL	**	18,051,480		
MFO PIMCO PAPS ASSET BACKED SECURITIES	**	46,035,959		
MFO PIMCO SHORT TERM FLOATING NAV II	**	10,621,944		
MFO SSGA GLOBAL ALL CAP EQUITY EX US INDEX NL FUND CLASS A	**	2,850,282,607		
MFO WTC CIF II DIVERSIFIED REAL ASSETS SERIES	**	418,365,044		
MFO WTC CIF II GLOBAL EQUITY SERIES 3	**	476,363,772		
MFRS & TRADERS TR 2.25% DUE 07-25-2019	**	398,590		
MFRS & TRADERS TR 2.625% 01-25-2021	**	493,338		
MFRS & TRADERS TR 2.625% 01-25-2021	**	246,669		
MFRS & TRADERS TR CO BK NT PROGRAM 2.1% DUE 02-06-2020	**	4,154,892		
MFRS & TRADERS TR CO BK NT PROGRAM 2.3 DUE 01-30-2019	**	1,150,000		
MGIC INVT CORP WIS COM	**	778,098		
MGM RESORTS INTL 6.75 DUE 10-01-2020	**	205,500		
MIAMI-DADE CNTY FLA AVIATION REV 3.285% 10-01-2023 BEO TAXABLE	**	910,278		
MIAMI-DADE CNTY FLA AVIATION REV 3.405% 10-01-2024 BEO TAXABLE	**	2,889,501		
MIAMI-DADE CNTY FLA AVIATION REV 3.505% 10-01-2025 BEO TAXABLE	**	3,553,900		
MICHAELS COS INC COM	**	333,084		
MICHELIN (CGDE) EUR2	**	739,964		
MICROSOFT CORP 1.55% DUE 08-08-2021	**	167,092		
MICROSOFT CORP 1.55% DUE 08-08-2021	**	1,165,760		
MICROSOFT CORP 1.85% DUE 02-12-2020	**	550,279		
MICROSOFT CORP 2% DUE 08-08-2023	**	129,798		
MICROSOFT CORP 2.375 DUE 05-01-2023	**	195,718		
MICROSOFT CORP 2.4% DUE 02-06-2022	**	1,749,608		
MICROSOFT CORP 2.4% DUE 08-08-2026	**	466,174		
MICROSOFT CORP 2.4% DUE 08-08-2026	**	2,461,396		
MICROSOFT CORP 2.875% DUE 02-06-2024	**	357,597		
MICROSOFT CORP 3.3% DUE 02-06-2027	**	6,547,218		
MICROSOFT CORP 3.45% DUE 08-08-2036	**	127,151		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
MICROSOFT CORP 3.45% DUE 08-08-2036	**	75,349		
MICROSOFT CORP COM	**	90,708,003		
MICROSOFT CORP FIXED 1.85% DUE 02-06-2020	**	10,354,309		
MICROSTRATEGY INC CL A NEW	**	779,275		
MIDDLEBY CORP COM	**	2,376,967		
MIDLAND STS BANCORP INC ILL COM	**	95,593		
MIDSOUTH BANCORP INC COM	**	29,638		
MIDSTATES PETE CO INC COM PAR $0.01 COM PAR $0.01	**	28,238		
MIDWESTONE FINL GROUP INC NEW COM STK	**	140,786		
MILACRON HLDGS CORP COM	**	965,373		
MILLER HERMAN INC COM	**	9,922		
MILLER INDS INC TENN COM NEW	**	30,429		
MIMECAST LIMITED MIMECAST LTD	**	2,432,794		
MINDBODY INC COM CL A COM CL A	**	3,267,774		
MINERALS TECHNOLOGIES INC COM	**	1,884,948		
MINERVA NEUROSCIENCES INC COM	**	16,142		
MIRAE ASSET LIFE I KRW5000	**	86,294		
MIRVAC GROUP STAPLED SECURITIES	**	134,898		
MISSISSIPPI PWR CO SR NT SER 2018A FLTG DUE 03-27-2020/09-27-2018 REG	**	499,154		
MISTRAS GROUP INC COM	**	64,839		
MITCHAM INDS INC COM	**	2,885		
MITSUBISHI CORP 2.625% SNR 14/07/2022 USD	**	293,687		
MITSUBISHI CORP NPV	**	894,310		
MITSUBISHI ELEC CP NPV	**	248,608		
MITSUBISHI ESTATE CO LTD	**	313,105		
MITSUBISHI GAS CHM NPV	**	631,307		
MITSUBISHI MOTOR C NPV	**	190,836		
MITSUBISHI UFJ 2.527% DUE 09-13-2023	**	1,140,102		
MITSUBISHI UFJ 2.95% DUE 03-01-2021	**	494,977		
MITSUBISHI UFJ 2.95% DUE 03-01-2021	**	2,492,702		
MITSUBISHI UFJ 3.761% DUE 07-26-2023	**	502,306		
MITSUBISHI UFJ 3.761% DUE 07-26-2023	**	502,306		
MITSUBISHI UFJ FIN NPV	**	1,086,719		
MITSUBISHI UFJ FINANCIAL GROUP INC 2.19%BNDS 09-13-2021	**	1,254,947		
MITSUBISHI UFJ FINANCIAL GROUP INC 2.19%BNDS 09-13-2021	**	6,660,874		
MITSUBISHI UFJ FINL GROUP INC 2.998% 02-22-2022	**	28,594		
MITSUBISHI UFJ FINL GROUP INC 3.535% 07-26-2021	**	903,382		
MITSUBISHI UFJ LEASE & FIN 3.96% 144A 09-19-2023	**	482,643		
MITSUI & CO LTD NPV	**	589,888		
MITSUI CHEMICALS NPV	**	136,725		
MITSUI CONSTRUCT JPY50	**	819,259		
MITSUI FUDOSAN CO LTD NPV	**	343,095		
MIXI. INC NPV	**	801,317		
MIZUHO FINANCE(CAYMAN) 4.6 SUB BDS 03-27-2024 USD200000 'REGS'	**	5,070,825		
MIZUHO FINANCIAL GROUP NPV	**	1,048,800		
MIZUHO FINL GROUP 2.601% DUE 09-11-2022	**	193,445		
MIZUHO FINL GROUP 2.632% DUE 04-12-2021	**	1,952,258		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
MIZUHO FINL GROUP 2.953% DUE 02-28-2022	**	1,470,552		
MIZUHO FINL GROUP 3.17% DUE 09-11-2027	**	282,618		
MIZUHO FINL GROUP 3.922% DUE 09-11-2024	**	1,819,033		
MIZUHO FINL GROUP FLTG RT 3.919% DUE 09-13-2021	**	3,322,161		
MIZUHO FINL GROUP INC FLTG 09-11-2024	**	299,564		
MIZUHO FINL GROUP INC SR NT FLTG RATE 03-05-2023	**	4,148,788		
MIZUHO FINL GROUP INC SR NT FLTG RATE DUE 09-11-2022 REG	**	893,836		
MIZUNO CORP NPV	**	31,722		
MKS INSTRS INC COM	**	1,725,604		
MLP APOLLO GLOBAL MGMT LLC CL A SHS	**	1,668,720		
MLP NEXTERA ENERGY PARTNERS LP COM UNIT LTD PARTNERSHIP INT	**	111,930		
MMA CAPITAL HOLDINGS INC COM	**	11,164		
MMI HOLDINGS LIMIT ZAR0.000001	**	47,350		
MOBILE MINI INC COM	**	196,660		
MOBILE TELESYSTEMS PJSC ADR	**	235,578		
MOBILEIRON INC COM NEW COM NEW	**	131,609		
MODEL N INC COM USD0.00015	**	84,011		
MODINE MFG CO COM STK	**	250,316		
MOIL LTD	**	32,310		
MOL HUNGARIAN OIL HUF125(POST SUBDIVISION)	**	52,958		
MOLINA HEALTHCARE INC COM	**	3,892,092		
MOLSON COORS 3.5 DUE 05-01-2022	**	238,564		
MOLSON COORS FIXED 2.25% DUE 03-15-2020	**	2,959,122		
MONARCH CASINO & RESORT INC COM	**	245,126		
MONCLER SPA NPV	**	636,827		
MONDELEZ INTL INC 3% DUE 05-07-2020	**	2,909,176		
MONDELEZ INTL INC COM	**	15,491,410		
MONDI LTD NPV	**	41,125		
MONEYSUPERMARKET.C ORD GBP0.0002	**	838,511		
MONGODB INC CL A CL A	**	229,615		
MONMOUTH REAL ESTATE CORP MD	**	78,566		
MONOLITHIC PWR SYS INC COM	**	2,289,195		
MONOTYPE IMAGING HLDGS INC COM STK	**	93,306		
MONRO INC COM USD0.01	**	91,163		
MONSTER BEVERAGE CORP NEW COM	**	4,281,795		
MOODYS CORP 2.75 07-15-2019	**	500,086		
MOODYS CORP 3.25% 01-15-2028	**	4,731,750		
MOODYS CORP 5.25% DUE 07-15-2044	**	539,005		
MOODYS CORP COM	**	5,387,339		
MOOG INC CL A	**	3,016,761		
MOORIM PAPER KRW5000	**	39,504		
MORGAN STANLEY 2.5% DUE 04-21-2021	**	7,938,036		
MORGAN STANLEY 2.625% DUE 11-17-2021	**	6,241,693		
MORGAN STANLEY 2.65% DUE 01-27-2020	**	110,167		
MORGAN STANLEY 2.65% DUE 01-27-2020	**	2,342,286		
MORGAN STANLEY 2.75% DUE 05-19-2022	**	223,763		
MORGAN STANLEY 2.75% DUE 05-19-2022	**	6,493,981		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
MORGAN STANLEY 3.125% DUE 01-23-2023	**	4,987,299		
MORGAN STANLEY 3.125% DUE 07-27-2026	**	85,991		
MORGAN STANLEY 3.625% DUE 01-20-2027	**	130,205		
MORGAN STANLEY 3.625% DUE 01-20-2027	**	3,972,664		
MORGAN STANLEY 3.737% DUE 04-24-2024	**	2,131,691		
MORGAN STANLEY 3.737% DUE 04-24-2024	**	5,864,628		
MORGAN STANLEY 3.75% DUE 02-25-2023	**	249,559		
MORGAN STANLEY 3.75% DUE 02-25-2023	**	1,068,114		
MORGAN STANLEY 3.772% DUE 01-24-2029	**	79,412		
MORGAN STANLEY 3.772% DUE 01-24-2029	**	2,741,160		
MORGAN STANLEY 3.875% DUE 01-27-2026	**	2,496,950		
MORGAN STANLEY 3.875% DUE 04-29-2024	**	497,611		
MORGAN STANLEY 3.875% DUE 04-29-2024	**	1,890,920		
MORGAN STANLEY 4.1% DUE 05-22-2023	**	370,534		
MORGAN STANLEY 4.1% DUE 05-22-2023	**	395,570		
MORGAN STANLEY 4.3% DUE 01-27-2045	**	200,164		
MORGAN STANLEY 4.35 DUE 09-08-2026	**	485,902		
MORGAN STANLEY 4.35 DUE 09-08-2026	**	2,672,461		
MORGAN STANLEY 5.5% DUE 01-26-2020	**	2,214,187		
MORGAN STANLEY 5.5% DUE 07-24-2020	**	175,249		
MORGAN STANLEY 5.625% DUE 09-23-2019	**	1,572,938		
MORGAN STANLEY 5.75% DUE 01-25-2021	**	521,326		
MORGAN STANLEY 5.75% DUE 01-25-2021	**	104,265		
MORGAN STANLEY ABS CAP I INC 2005-HE1 CLM1 FLT RT DUE 12-25-2034	**	5,933,348		
MORGAN STANLEY BK 2.655% DUE 02-15-2046	**	6,267,094		
MORGAN STANLEY BK 2.858 DUE 09-15-2022	**	1,945,896		
MORGAN STANLEY BK 2.982% DUE 07-15-2050	**	2,984,394		
MORGAN STANLEY BK 3.077% DUE 03-15-2048	**	8,113,150		
MORGAN STANLEY BK 3.101% DUE 12-15-2047	**	16,995,563		
MORGAN STANLEY BK 3.15% DUE 03-15-2048	**	1,988,262		
MORGAN STANLEY BK 3.372% DUE 10-15-2048	**	693,860		
MORGAN STANLEY BK 3.372% DUE 10-15-2048	**	6,839,480		
MORGAN STANLEY BK 3.473% DUE 12-15-2047	**	5,778,946		
MORGAN STANLEY BK 3.753% DUE 12-15-2047	**	323,766		
MORGAN STANLEY BK 4.11000013351% DUE 10-15-2047	**	2,254,655		
MORGAN STANLEY BK AMER MERRILL LYNCH TR 2017-C34 CL A-SB 3.354% 11-15-2052	**	2,207,524		
MORGAN STANLEY CAP 3.261% DUE 05-15-2048	**	8,144,186		
MORGAN STANLEY CAP FLTG RT 5.37497% DUE 09-15-2047	**	1,292,973		
MORGAN STANLEY FIXED 3.7% DUE 10-23-2024	**	474,977		
MORGAN STANLEY FORMERLY MORGAN STANLEY 3.591% 07-22-2028	**	472,752		
MORGAN STANLEY FORMERLY MORGAN STANLEY 3.591% 07-22-2028	**	17,019,072		
MORGAN STANLEY SR NT 2.45% DUE 02-01-2019	**	5,732,190		
MORGAN STANLEY VAR RT 0% DUE 02-10-2021	**	98,883		
MORGUARD CORPORATI COM NPV	**	206,191		
MORGUARD NA RES RE TR UNIT	**	241,529		
MORGUARD REAL ESTA TRUST UNIT	**	211,749		
MORI TRUST SOGO RE REIT	**	348,755		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
MORINAGA & CO NPV	**	557,674		
MOSAIC CO NEW 3.25% DUE 11-15-2022	**	521,437		
MOSAIC CO NEW 5.45% DUE 11-15-2033	**	241,545		
MOSAIC CO NEW FIXED 4.05% DUE 11-15-2027	**	142,265		
MOTORCAR PTS & ACCESSORIES INC COM	**	35,260		
MOTOROLA SOLUTIONS INC	**	340,518		
MOVADO GROUP INC COM	**	72,473		
MPHASIS LTD INR10	**	351,290		
MPLX LP 4% 03-15-2028	**	2,638,362		
MPLX LP 4.7% 04-15-2048	**	217,126		
MPLX LP 4.8% 02-15-2029	**	1,566,133		
MPLX LP 4.875% DUE 12-01-2024	**	117,062		
MPLX LP BNDS 3.375% DUE 03-15-2023	**	1,410,336		
MPLX LP FIXED 4.125% DUE 03-01-2027	**	142,817		
MPLX LP FIXED 4.125% DUE 03-01-2027	**	1,937,552		
MR COOPER GROUP INC COM USD0.01	**	71,292		
MR PRICE GROUP COM STK	**	404,398		
MRC GLOBAL INC COM	**	153,780		
MS&AD INS GP HLDGS NPV	**	527,437		
MTS SYS CORP COM	**	99,763		
MTU AERO ENGINES A NPV (REGD)	**	1,665,949		
MUELLER INDS INC COM	**	188,375		
MUELLER WTR PRODS INC COM SER A STK	**	19,756		
MULTI-COLOR CORP COM	**	100,463		
MUNICIPAL ELEC AUTH GA 6.637% 04-01-2057BEO TAXABLE	**	10,572		
MUNICIPAL ELEC AUTH GA 6.655% 04-01-2057BEO TAXABLE	**	2,294,998		
MURPHY OIL CORP COM	**	11,242,825		
MURPHY USA INC COM	**	33,645		
MUTHOOT FINANCE LTD	**	30,606		
MUTUALFIRST FINL INC COM	**	34,727		
MVB FINL CORP COM	**	24,913		
MYLAN N V FIXED 2.5% DUE 06-07-2019	**	274,702		
MYLAN N V FIXED 2.5% DUE 06-07-2019	**	1,117,719		
MYLAN N V FIXED 3.15% DUE 06-15-2021	**	195,593		
MYLAN N V FIXED 3.75% DUE 12-15-2020	**	799,628		
MYLAN N V FIXED 3.95% DUE 06-15-2026	**	1,549,402		
MYOKARDIA INC COM	**	493,730		
MYR GROUP INC DEL COM STK	**	295,419		
MYRIAD GENETICS INC COM	**	190,961		
N.E BANCORP COM NEW	**	20,595		
NABORS INDUSTRIES COM USD0.10	**	119,136		
NACCO IND INC CL A COM	**	20,849		
NAN YA PRINTED CIR TWD10	**	29,312		
NANKAI ELEC RAIL NPV	**	734,925		
NANOMETRICS INC COM DELAWARE	**	118,448		
NANYA TECHNOLOGY C TWD10	**	817,910		
NASDAQ INC	**	9,135,840		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
NASPERS N ZAR0.02	**	2,556,095		
NATERA INC COM	**	228,763		
NATIONAL ALUMINUM	**	322,912		
NATIONAL AUSTRALIA BK LIMITED ACTING THR2.5% DUE 01-12-2021	**	295,012		
NATIONAL AUSTRALIA BK LIMITED ACTING THR2.5% DUE 01-12-2021	**	295,012		
NATIONAL AUSTRALIA BK LTD GLOBAL MEDIUM 2.4% DUE 12-09-2019 BEO '144A'	**	6,271,701		
NATIONAL BEVERAGE CORP COM	**	167,224		
NATIONAL BK HLDGS CORP CL A COM STK	**	3,561,904		
NATIONAL CITY CORP 6.875% DUE 05-15-2019	**	1,317,840		
NATIONAL COMM CORP COM	**	128,952		
NATIONAL GEN HLDGS CORP COM	**	308,871		
NATIONAL GRID ORD GBP0.12431289	**	595,349		
NATIONAL HEALTH INVS INC COM	**	170,041		
NATIONAL INSTRS CORP COM	**	31,766		
NATIONAL OILWELL VARCO COM STK	**	7,907,890		
NATIONAL PRESTO INDS INC COM	**	113,763		
NATIONAL RETAIL PPTYS INC COM STK	**	250,845		
NATIONAL RURAL UTILS COOP FIN CORP MEDIUM TERM NTS 1.5% 11-01-2019	**	4,430,777		
NATIONAL STORAGE AFFILIATES TR COM SHS BEN INT COM SHS BEN INT	**	131,903		
NATIONAL VISION HLDGS INC COM	**	1,605,690		
NATIONAL WESTN LIFE GROUP INC CL A COMMON STOCK	**	173,805		
NATIONWIDE BLDG FLTG RT 4.363% DUE 08-01-2024	**	1,371,619		
NATIONWIDE BLDG FLTG RT 4.363% DUE 08-01-2024	**	2,174,996		
NATIXIS EUR1.6(POST SUBDV)	**	85,881		
NATL AUSTRALIA BK 2.25% DUE 01-10-2020	**	5,185,650		
NATL AUSTRALIA BK 2.4% DUE 12-07-2021	**	14,768,175		
NATL AUSTRALIA BK 3.7% DUE 11-04-2021	**	3,977,257		
NATL AUSTRALIA BK LTD GLOBAL MEDIUM TR # SR 00047 144A 4.375 12-10-2020	**	768,103		
NATL AUSTRALIA BK NY 3 DUE 01-20-2023	**	2,451,215		
NATL BK CDA 2.2% DUE 11-02-2020	**	392,073		
NATL BK CDA MEDIUM 2.15% DUE 06-12-2020	**	295,648		
NATL BK CDA MEDIUM FLTG RT 3.33594% DUE 06-12-2020	**	7,167,560		
NATL HEALTHCARE CORP COM	**	199,028		
NATL RETAIL PPTYS 3.6% DUE 12-15-2026	**	20,194		
NATL RETAIL PPTYS 3.9% DUE 06-15-2024	**	80,042		
NATL RETAIL PPTYS 4% DUE 11-15-2025	**	132,579		
NATL RETAIL PPTYS 4.3% DUE 10-15-2028	**	1,406,901		
NATL RURAL UTILS 2.3% DUE 11-15-2019	**	149,142		
NATL RURAL UTILS 2.35% DUE 06-15-2020	**	197,960		
NATL RURAL UTILS 2.4% DUE 04-25-2022	**	58,386		
NATL RURAL UTILS 2.95% DUE 02-07-2024	**	62,978		
NATL RURAL UTILS 2.95% DUE 02-07-2024	**	6,002,571		
NATL RURAL UTILS 3.4% DUE 02-07-2028	**	492,687		
NATURA COSMETICOS SA COM NPV	**	250,267		
NATURAL GAS SVCS GROUP INC COM	**	26,748		
NATURAL GROCERS BY VITAMIN COTTAGE INC COM USD0.001	**	54,100		
NATURES SUNSHINE PRODS INC COM	**	6,642		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
NATUS MED INC DEL COM	**	92,698		
NATWEST MARKETS PL 0.625% SNR 02/03/2022EUR	**	333,272		
NAUTILUS INC COM	**	52,298		
NAVIENT CORP 5% DUE 10-26-2020	**	287,250		
NAVIENT CORP COM	**	645,315		
NAVIGANT CONSULTING INC COM	**	120,418		
NAVIGATORS GROUP INC COM	**	199,436		
NAVISTAR INTL CORP NEW COM	**	571,575		
NBCUNIVERSAL MEDIA 5.15% DUE 04-30-2020	**	4,053,096		
NBCUNIVERSAL MEDIA LLC SR NT 2.875 01-15-2023	**	2,871,537		
NBCUNIVERSAL MEDIA LLC SR NT 4.375 4-1-2021	**	25,624		
NBCUNIVERSAL MEDIA LLC SR NT 4.375 4-1-2021	**	7,343,967		
NBT BANCORP INC COM	**	209,477		
NCS MULTISTAGE HLDGS INC COM	**	27,237		
NCUA GTD NTS TR 2010-R3 SR III-A NT 2.4%DUE 12-08-2020 BEO	**	106,972		
NEDERLANDSE WATERSCHAPSBANK N V SR NTS BTRANCHE # TR 37 3% DUE 12-21-2021 REG	**	2,746,858		
NELNET INC CL A CL A	**	256,675		
NELNET STUD LN 2004-4 CL B FLTG DUE 01-25-2041	**	3,118,472		
NEOGEN CORP COM	**	1,957,380		
NEOGENOMICS INC COM NEW COM NEW	**	1,714,077		
NEON THERAPEUTICS INC COM	**	32,861		
NEOPHOTONICS CORP	**	29,296		
NEOPOST EUR1	**	399,571		
NEPI ROCKCASTLE PL ORD EUR0.01	**	78,837		
NESTE OYJ NPV	**	2,830,354		
NESTLE HLDGS INC 3.35% DUE 09-24-2023	**	4,559,699		
NESTLE INDIA INR10	**	76,847		
NESTLE SA CHF0.10(REGD)	**	19,324,050		
NETAPP INC 3.375 DUE 06-15-2021	**	99,622		
NETCARE LTD ZAR0.01	**	32,341		
NETENT AB SER'B'NPV	**	203,837		
NETFLIX INC COM STK	**	19,331,476		
NETGEAR INC COM	**	348,965		
NETLINK NBN TRUST	**	267,105		
NETSCOUT SYS INC COM	**	774,804		
NETSOL TECHNOLOGIES INC COM	**	12,860		
NETWORK-1 TECHNOLOGIES INC COM	**	6,467		
NEUROCRINE BIOSCIENCES INC COM	**	1,186,334		
NEVADA PWR CO 7.125% DUE 03-15-2019	**	186,542		
NEVADA PWR CO 7.125% DUE 03-15-2019	**	302,501		
NEW CENTY HOME FLTG RT 2.85% DUE 12-25-2035	**	2,803,255		
NEW HOME CO INC COM	**	17,641		
NEW HOPE CORP NPV	**	663,777		
NEW MEDIA INVT GROUP INC COM	**	116,174		
NEW RELIC INC COM	**	2,332,584		
NEW SR INVT GROUP INC COM	**	29,998		
NEW YORK CMNTY BANCORP INC COM	**	634,394		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
NEW YORK LIFE CAP CORP FLTG 144A DUE 06-10-2022	**	197,273		
NEW YORK LIFE GLOBAL FDG 2.3% DUE 06-10-2022 BEO	**	2,525,449		
NEW YORK LIFE GLOBAL FDG PPN BOND 3.25% 08-06-2021	**	1,001,278		
NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 5.572% 11-01-2038 BEO TAXABLE	**	164,158		
NEW YORK ST DORM AUTH ST PERS INCOME TAXREV 5.051% 09-15-2027 BEO TAXABLE	**	899,248		
NEW YORK ST TWY AUTH SECOND GEN HWY & BRDG TR FD 5.449% 04-01-2025 BEO TAXABLE	**	1,443,910		
NEW YORK TIMES CO CL A ISIN #US6501111073	**	821,230		
NEW ZEALAND(GOVT) IDX/LKD SNR 20/09/2025NZD	**	76,172		
NEWELL BRANDS INC 3.85% DUE 04-01-2023	**	1,083,880		
NEWELL BRANDS INC 4.2% DUE 04-01-2026	**	908,907		
NEWELL RUBBERMAID INC 4 DUE 06-15-2022	**	287,766		
NEWFIELD EXPLORATION	**	40,711		
NEWGATE FUND.PLC FRN M/BKD 12/2050 GBP 'A3A'	**	1,432,213		
NEWLINK GENETICS CORP COM STK	**	8,890		
NEWPARK RES INC COM PAR $0.01 NEW COM PAR $0.01 NEW	**	1,521,952		
NEWS CORP COM CL A	**	719,976		
NEWS CORP COM CL B	**	320,282		
NEXA RESOURCES S A COM	**	132,709		
NEXEO SOLUTIONS INC COM SHS COM SHS	**	38,595		
NEXON CO LTD NPV	**	1,620,749		
NEXPOINT RESIDENTIAL TR INC COM	**	377,243		
NEXSTAR MEDIA GROUP INC CL A CL A	**	440,305		
NEXTEER AUTOMOTIVE GROUP LIMITED HKD0.1	**	27,083		
NEXTERA ENERGY CAP FLTG 09-03-2019	**	1,058,809		
NEXTERA ENERGY CAP 2.3% DUE 04-01-2019	**	3,033,029		
NEXTERA ENERGY CAP 3.342% DUE 09-01-2020	**	1,603,174		
NEXTERA ENERGY CAP 3.342% DUE 09-01-2020	**	490,972		
NEXTERA ENERGY CAP FLTG RT 3.10681% DUE 08-21-2020	**	9,627,617		
NEXTERA ENERGY CAP FLTG RT 3.10681% DUE 08-21-2020	**	199,755		
NEXTGEN HEALTHCARE INC COM	**	291,986		
NHA MORTGAGE BACK. VAR M/BKD 01/07/2020 CAD	**	625,073		
NHA MORTGAGE BACKE FRN M/BKD 08/2020 CAD	**	219,957		
NHA MTG BACKED SECS 98001212 FLTG RT 01/06/2020	**	238,038		
NHN ENTERTAINMENT KRW500	**	63,835		
NIAGARA MOHAWK PWR 4.881% DUE 08-15-2019	**	116,019		
NIAGARA MOHAWK PWR 4.881% DUE 08-15-2019	**	3,855,878		
NIAGARA MOHAWK PWR 4.881% DUE 08-15-2019	**	781,864		
NICE INFOR&TELECOM KRW500	**	74,374		
NICHI-IKO PHARM NPV	**	185,708		
NICHIREI CORP NPV	**	350,006		
NICHOLAS FINL INC BC COM NEW COM NEW	**	11,721		
NICOLET BANKSHARES INC COM	**	85,107		
NIEN MADE ENTERPRI TWD10	**	38,045		
NIIT TECHNOLOGIES INR10	**	283,921		
NIKE INC CL B	**	11,658,144		
NIKON CORP NPV	**	1,135,441		
NINE DRAGONS PAPER HKD0.1	**	225,945		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
NINE ENERGY SVC INC COM STK	**	87,207		
NIPPON BUILDING FD REIT	**	213,910		
NIPPON CARBON CO NPV	**	477,371		
NIPPON EXPRESS CO NPV	**	987,877		
NIPPON LIFE INS CO STEP CPN 5.1% DUE 10-16-2044	**	10,025,000		
NIPPON PAPER INDUSTRIES CO JPY50	**	731,357		
NIPPON SHEET GLASS Y50	**	726,602		
NIPPON TELEGRAPH & TELEPHONE CORP NPV	**	1,773,440		
NISOURCE FIN CORP 3.49% 05-15-2027	**	238,561		
NISOURCE FIN CORP 5.65% DUE 02-01-2045	**	95,806		
NISSAN AUTO 1.18% DUE 01-15-2021	**	2,128,426		
NISSAN AUTO 1.32% DUE 01-15-2021	**	248,170		
NISSAN AUTO 1.54% DUE 10-17-2022	**	6,239,440		
NISSAN AUTO 1.59% DUE 07-15-2022	**	2,167,715		
NISSAN AUTO 1.95% DUE 10-16-2023	**	1,573,046		
NISSAN AUTO LEASE TR 2017-B CL A-3 2.05% 09-15-2020	**	1,172,317		
NISSAN AUTO RECEIVABLES 2017-C CL A-3 2.12% 04-18-2022	**	456,238		
NISSAN AUTO RECEIVABLES 2017-C CL A-3 2.12% 04-18-2022	**	4,572,255		
NISSAN AUTO RECEIVABLES 2017-C CL A-4 2.28% 02-15-2024	**	1,960,154		
NISSAN AUTO RECEIVABLES SER 2018 CL A2A 2.39% DUE 12-15-2020	**	2,447,165		
NISSAN MTR ACCEP 1.9% DUE 09-14-2021	**	39,044		
NISSAN MTR ACCEP 1.9% DUE 09-14-2021	**	838,028		
NISSAN MTR ACCEP 2.15% DUE 09-28-2020	**	3,138,704		
NISSAN MTR ACCEP 2.35% DUE 03-04-2019	**	199,613		
NISSAN MTR ACCEP 2.55% DUE 03-08-2021	**	495,694		
NISSAN MTR ACCEP CORP SR NT FLTG RATE 144A VAR RT DUE 01-13-2022	**	884,361		
NITTETSU MINING CO NPV	**	123,205		
NJ RES CORP COM	**	710,123		
NL INDS INC COM NEW	**	12,496		
NMI HLDGS INC CL A CL A	**	1,317,330		
NN GROUP N.V. EUR0.12	**	913,863		
NN INC COM	**	40,233		
NOBINA AB NPV	**	595,514		
NOBLE CORP PLC COMMON STOCK	**	107,771		
NOBLE ENERGY INC 3.85% DUE 01-15-2028	**	1,871,537		
NOBLE ENERGY INC 3.9% DUE 11-15-2024	**	4,213,754		
NOBLE ENERGY INC 4.15% DUE 12-15-2021	**	4,189,582		
NOKIA OYJ EUR0.06	**	85,648		
NOMURA ASSET ACCEP CORP ALTERNATIVE CL I-A-5 FLTG RATE DUE 03-25-2047 REG	**	2,906,479		
NOMURA HLDGS INC 2.75% DUE 03-19-2019	**	2,123,179		
NOMURA RESEARCH INSTITUTE NPV	**	216,665		
NOMURA RL EST INC NPV	**	27,340		
NORD/LB LUX CVD BD 2.875% SNR SEC 16/02/21 USD	**	198,848		
NORDEA BANK ABP NPV	**	255,949		
NORDEA BK AB 2.125% DUE 05-29-2020	**	393,929		
NORDEA BK AB 3.75% DUE 08-30-2023	**	503,047		
NORDEA BK AB 4.875% DUE 01-27-2020	**	254,334		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
NORDEA BK AB PUBL NY BRH IAM INSTL CTF DEP 03-29-2018 VAR RT DUE 03-27-2020	**	17,750,919		
NORDEA BK AG 2.375% DUE 04-04-2019	**	493,197		
NORDEA BK AG 4.875% DUE 05-13-2021	**	3,818,152		
NORDEA HYPOTEK AB MTN 1.0% 08/04/2022	**	1,105,496		
NORDEA KREDIT REALKREDITAKTIE 2.5% 01/10/2047	**	350		
NORDEA REALKREDIT 2% SNR SEC 01/10/47 DKK0.01	**	1,398,182		
NORDEA REALKREDIT 2.5% CVD BDS 01/10/2037 DKK	**	16,905		
NORDSON CORP COM	**	1,169,630		
NORDSTROM INC 4 DUE 10-15-2021	**	60,408		
NORDSTROM INC 4.75% DUE 05-01-2020	**	2,389,971		
NORFOLK SOUTHN 3.25 DUE 12-01-2021	**	230,605		
NORFOLK SOUTHN 3.95 DUE 10-01-2042	**	320,916		
NORFOLK SOUTHN 4.45% DUE 06-15-2045	**	685,675		
NORFOLK SOUTHN 5.9% DUE 06-15-2019	**	2,102,185		
NORFOLK SOUTHN FIXED 4.05% DUE 08-15-2052	**	357,234		
NORTH AMERN DEV BK NT 4.375% DUE 02-11-2020 REG	**	2,844,271		
NORTHERN TECHNOLOGIES INTL CORP COM STK	**	23,494		
NORTHFIELD BANCORP INC DEL COM USD0.01	**	120,473		
NORTHRIM BANCORP INC COM	**	118,135		
NORTHROP GRUMMAN 2.55% DUE 10-15-2022	**	1,586,951		
NORTHROP GRUMMAN 2.93% DUE 01-15-2025	**	379,554		
NORTHROP GRUMMAN 2.93% DUE 01-15-2025	**	7,325,392		
NORTHROP GRUMMAN 3.25% DUE 01-15-2028	**	2,612,403		
NORTHROP GRUMMAN 5.05% DUE 08-01-2019	**	1,187,961		
NORTHROP GRUMMAN 7.75% DUE 02-15-2031	**	32,916		
NORTHROP GRUMMAN CORP COM	**	13,585,828		
NORTHSTAR RLTY EUROPE CORP COM	**	63,293		
NORTHWEST AIRLS PASS THRU TRS NORTHWEST AIRLINES INC P/THRU STEP UP 05-20-2023	**	216,736		
NORTHWEST BANCSHARES INC MD COM	**	170,823		
NORTHWEST PIPE CO COM	**	40,827		
NORWAY ROYAL SALMO NOK1	**	106,257		
NORWAY(KINGDOM OF) 3.75% SNR 25/05/21 NOK1000	**	98,097		
NORWOOD FINL CORP COM	**	19,338		
NOVANTA INC NOVANTA INC	**	305,676		
NOVARTIS AG CHF0.50 (REGD)	**	11,144,489		
NOVARTIS CAP CORP 3% DUE 11-20-2025	**	334,197		
NOVARTIS CAP CORP 4.4% DUE 04-24-2020	**	1,420,137		
NOVASTAR MTG FDG FLTG RT 3.59% DUE 06-25-2035	**	198,969		
NOVATEK PJSC GDR EACH REPR 10 ORD 'REG S	**	247,437		
NOVOCURE LTD COM USD0.00	**	2,521,848		
NOVOLIPETSK STEEL GDR EACH REP 10 RUB1 'REGS'	**	357,294		
NOVO-NORDISK AS DKK0.2 SERIES'B'	**	11,458,280		
NOW INC COM	**	209,927		
NRG ENERGY INC COM NEW	**	4,568,969		
*NT COLLECTIVE ALL COUNTRY WORLD EX-US INVESTABLE MARKET INDEX FUND - DC - NONLEN	**	2,845,891,210		
*NT COLLECTIVE S&P500 INDEX FUND-DC-NON LENDING (TIER J)	**	12,238,801,510		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
NTPC LTD INR10	**	59,705		
NTT DOCOMO NPV	**	549,596		
NTT FINANCE CORP 1.9% SNR EMTN 21/07/21 USD	**	578,843		
NU SKIN ENTERPRISES INC CL A CL A	**	934,363		
NUCOR CORP 4% DUE 08-01-2023	**	152,302		
NUCOR CORP 6.4% DUE 12-01-2037	**	29,850		
NUTANIX INC CL A CL A	**	207,617		
NUTRIEN LTD 3.15% 10-01-2022	**	4,474,119		
NUTRIEN LTD 6.75% 01-15-2019	**	275,307		
NUTRIEN LTD FIXED 3.5% 06-01-2023	**	613,870		
NUTRIEN LTD FIXED 3.625% DUE 03-15-2024	**	252,626		
NUTRIEN LTD FIXED 4.125% DUE 03-15-2035	**	9,104		
NUTRIEN LTD FIXED 5.25% DUE 01-15-2045	**	210,494		
NUVASIVE INC COM	**	276,446		
NV5 GLOBAL INC COMMON STOCK	**	45,715		
NVENT ELECTRIC PLC COM USD0.01 WI	**	21,741		
NVIDIA CORP 2.2% DUE 09-16-2021	**	4,124,788		
NVIDIA CORP COM	**	7,455,308		
NY N Y TAXABLE-BUILD AMER BDS-F-1 6.646 DUE 12-01-2031/12-01-2020 BEO	**	106,491		
NYKREDIT 2.5% 01/10/2014	**	7,444		
NYKREDIT REALKREDI 1% CVD BDS 01/01/19 DKK0.01	**	3,025,452		
NYKREDIT REALKREDI 1.5% CVD BDS 01/10/2037 DKK	**	108,062		
NYKREDIT REALKREDI 2% CVD BDS 01/10/47 DKK0.01	**	1,019,554		
NYKREDIT REALKREDI 2.5% SNR SEC 01/10/2037 DKK	**	21,720		
NYKREDIT REALKREDI 3% SNR SEC 01/10/47 DKK0.01	**	6,427		
O REILLY 4.625% DUE 09-15-2021	**	3,592,803		
O REILLY AUTOMOTIVE INC NEW 3.6% DUE 09-01-2027	**	53,354		
O/SEAS CHINESE T.A HKD0.1	**	35,252		
OAK VY BANCORP OAKDALE CALIF COM STK	**	11,950		
OASIS PETE INC NEW COM STK	**	635,723		
OBAYASHI CORP NPV	**	356,120		
OCCIDENTAL PETE 2.7% DUE 02-15-2023	**	179,308		
OCCIDENTAL PETE 2.7% DUE 02-15-2023	**	213,231		
OCCIDENTAL PETE 3% DUE 02-15-2027	**	1,679,944		
OCCIDENTAL PETE 3.125% DUE 02-15-2022	**	487,250		
OCCIDENTAL PETE 3.4% DUE 04-15-2026	**	1,614,347		
OCCIDENTAL PETE 4.1% DUE 02-01-2021	**	651,060		
OCCIDENTAL PETE 4.2% DUE 03-15-2048	**	382,297		
OCCIDENTAL PETROLEUM CORP	**	5,193,116		
OCEANEERING INTL INC COM	**	198,646		
OCEANFIRST FINL CORP COM	**	2,329,582		

148

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
OCP S A 5.625% DUE 04-25-2024	**	1,329,250		
OCWEN FINL CORP COM NEW COM NEW	**	13,413		
ODEBRECHT OFFSHORE DRILLING FINANCE 6.72% DUE 12-01-2022	**	117,884		
ODEBRECHT OFFSHORE DRILLING FINANCE 7.72% 12-01-2026	**	122,749		
ODEBRECHT OIL & FINANCE ODEBRECHT OIL & FINANCE VAR RT 12-31-2099	**	731		
OFFICE DEPOT INC COM	**	554,021		
OFG BANCORP COM	**	67,486		
OH ST UNIV GEN RCPTS TAXABLE-SER A 4.8 DUE 06-01-2111	**	1,106,384		
OHIO PWR CO 5.375% DUE 10-01-2021	**	740,292		
OHIO STATE 4.534% 05-01-2021 BEO TAXABLE	**	10,386,700		
OHIO STATE 4.654% 05-01-2022 BEO TAXABLE	**	10,567,800		
OIL & NATURAL GAS	**	76,883		
OIL CO LUKOIL PJSC ADR EACH REPR 1 ORD RUB0.02	**	1,130,599		
OIL DRI CORP AMER COM	**	21,677		
OIL STS INTL INC COM ISIN US6780261052	**	83,181		
OK GAS & ELEC CO 8.25% DUE 01-15-2019	**	5,645,036		
OKI ELECTRIC IND NPV	**	421,025		
OKTA INC CL A CL A	**	362,512		
OLAV THON EIENDOMS NOK1	**	86,560		
OLD 2ND BANCORP INC DEL COM	**	190,736		
OLD LINE BANCSHARES INC COM STK	**	80,855		
OLD MUTUAL LTD NPV	**	798,787		
OLD NATL BANCORP IND COM	**	353,291		
OLD REP INTL CORP COM	**	959,776		
OLIN CORP COM	**	1,174,685		
OLYMPIC STL INC COM	**	21,519		
OLYMPUS CORP NPV	**	4,618,784		
OMEGA HEALTHCARE INVS INC REIT	**	619,413		
OMNICOM GROUP INC COM	**	10,783,565		
OMNOVA SOLUTIONS INC COM	**	338,477		
ON DECK CAP INC COM	**	764,587		
ON SEMICONDUCTOR CORP COM	**	567,036		
ONCOR ELEC 2.15% DUE 06-01-2019	**	199,404		
ONCOR ELEC 4.1 DUE 06-01-2022	**	1,705,561		
ONE GAS INC COM	**	2,822,696		
ONE LIBERTY PPTYS INC COM	**	35,385		
ONEMAIN DIRECT 2.31% DUE 12-14-2021	**	3,477,418		
ONEMAIN DIRECT 2.82% DUE 07-15-2024	**	945,386		
ONEMAIN HLDGS INC COM	**	1,094,872		
ONEOK INC NEW 4% DUE 07-13-2027	**	1,073,058		
ONEOK PARTNERS L P 3.375% DUE 10-01-2022	**	196,371		

149

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ONEOK PARTNERS L P 3.375% DUE 10-01-2022	**	2,194,450		
ONEOK PARTNERS L P 3.8% DUE 03-15-2020	**	3,756,739		
ONEOK PARTNERS L P 4.9% DUE 03-15-2025	**	253,289		
ONESPAN INC COM STK USD0.001	**	93,758		
ONO PHARMACEUTICAL NPV	**	80,871		
ONT TEACHERS 3.125% DUE 03-20-2022	**	956,018		
ONTARIO PROV CDA 2.55% DUE 02-12-2021	**	498,109		
ONTARIO PROV CDA BD 2.5% DUE 09-10-2021 REG	**	4,366,943		
ONTARIO PROV CDA BD 3.4% 10-17-2023	**	3,285,215		
ONTARIO PROV CDA PROV OF ON 2.5% 2.5% DUE 04-27-2026 BEO	**	29,064,410		
ONTARIO PROV CDA USD BD 1.65% DUE 09-27-2019 REG	**	114,104		
ONTARIO(PROV OF) 0.024% BDS 02/06/26 CAD1	**	859,892		
ONTARIO(PROV OF) 4.2% DEB 02/06/2020 CAD	**	226,259		
OOMA INC COM	**	177,650		
OPEN TEXT CO COM NPV	**	234,979		
OPHTHOTECH CORP COM	**	53,576		
OPPENHEIMER HLDGS INC CL A NON VTG SHS CL A NON VTG SHS	**	60,528		
OPTION ONE MTG LN TR SER 2005-2 CL M-1 FLTG RT 05-25-2035	**	685,636		
OPUS BK IRVINE CALIF FORMERLY OPUS BK REDONDO BEACH CALIF TO 04/11/2014 COM	**	281,175		
ORACLE CORP 1.9% DUE 09-15-2021	**	1,072,079		
ORACLE CORP 2.4% DUE 09-15-2023	**	345,468		
ORACLE CORP 2.4% DUE 09-15-2023	**	7,340,225		
ORACLE CORP 2.5% BNDS 10-15-2022	**	1,951,376		
ORACLE CORP 2.5% DUE 05-15-2022	**	1,306,342		
ORACLE CORP 2.625% 02-15-2023	**	2,945,436		
ORACLE CORP 2.65% DUE 07-15-2026	**	92,676		
ORACLE CORP 2.95% DUE 05-15-2025	**	4,114,868		
ORACLE CORP 2.95% DUE 11-15-2024	**	730,415		
ORACLE CORP 3.85% DUE 07-15-2036	**	103,893		
ORACLE CORP 3.9% DUE 05-15-2035	**	143,584		
ORACLE CORP 5% DUE 07-08-2019	**	1,490,715		
ORACLE CORP 5.375 DUE 07-15-2040	**	132,595		
ORACLE CORP COM	**	19,721,520		
ORACLE CORP JAPAN NPV	**	240,188		
ORANGE 5.375% DUE 07-08-2019	**	8,043,480		
ORANGE BELGIUM	**	59,025		
ORANGE S A 1.625% DUE 11-03-2019	**	3,391,967		
ORANGE S A 1.625% DUE 11-03-2019	**	7,258,052		
ORASURE TECHNOLOGIES INC COM	**	135,827		
ORBCOMM INC COM STK	**	202,130		
ORCHIDS PAPER PRODS CO DEL COM	**	771		

150

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ORICA LIMITED NPV	**	669,013		
ORIGIN BANCORP INC COM STK USD 5.00	**	138,160		
ORION GROUP HLDGS INC FORMERLY ORION MARINE GROUP INC TO 05/20/2016 COM STK	**	11,870		
ORITANI FINL CORP NEW COM STK	**	123,458		
ORIX CORP 2.9% DUE 07-18-2022	**	61,557		
ORIX CORP 2.9% DUE 07-18-2022	**	293,129		
ORIX CORP FIXED 3.25% DUE 12-04-2024	**	96,896		
ORIX CORP NPV	**	566,087		
ORMAT TECHNOLOGIES INC COM	**	284,774		
ORRSTOWN FINL SVCS INC COM	**	26,350		
ORTHOFIX MED INC COM USD0.10	**	312,840		
OSCAR US FDG VI 2.82% DUE 06-10-2021	**	1,843,984		
OSHKOSH CORPORATION	**	130,406		
OSI SYS INC COM	**	183,983		
OTONOMY INC COM	**	23,077		
OTP BANK NYRT HUF100	**	406,260		
OTSUKA CORP NPV	**	784,947		
OUE LTD NPV	**	113,099		
OUTFRONT MEDIA INC COM	**	1,044,364		
OVERSEAS PVT INVT 3.43% DUE 05-15-2030	**	6,839,308		
OVERSEAS SHIPHOLDING GROUP INC NEW COM USD0.01 CL A (POST REV SPLT)	**	25,244		
OWENS & MINOR INC NEW COM	**	65,762		
OWENS CORNING NEW 4.2 DUE 12-15-2022	**	198,576		
OWENS CORNING NEW COM STK	**	522,306		
OWENS ILL INC COM NEW	**	243,653		
OXFORD IMMUNOTEC GLOBAL PLC ORD GBP0.006705	**	204,135		
OXFORD INDS INC COM	**	2,148,321		
OYO CORP NPV	**	199,252		
OZ MINERALS LTD COMSTK	**	46,464		
P A M TRANSN SVCS INC COM	**	38,109		
PAC PREMIER BANCORP COM	**	87,712		
PACCAR FINL CORP MEDIUM TERM SR NTS BOOKTRANCHE # SR 00682 VAR RT DUE 05-10-2021	**	2,044,866		
PACCAR FINL CORP MEDIUM TERM SR NTS BOOKTRANCHE # SR 00685 VAR RT DUE 11-13-2020	**	4,975,272		
PACCAR INC COM	**	2,839,858		
PACIFIC ETHANOL INC COM PAR $.001 COM PAR $.001	**	7,288		
PACIFIC GAS & ELEC CO INDEFAULTED 0.0% 12-31-2040	**	2,877,651		
PACIFICORP 3.6% DUE 04-01-2024	**	109,022		
PACIFICORP 5.5% DUE 01-15-2019	**	80,064		
PACIFICORP 6.25% DUE 10-15-2037	**	99,778		
PACIRA PHARMACEUTICALS INC COM	**	891,676		
PACKAGING CORP AMER COM ISIN US6951561090	**	533,727		

151

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PACWEST BANCORP DEL COM	**	5,197,970		
PAGSEGURO DIGITAL LTD COM USD CLS A	**	936,500		
PAKISTAN OILFIELDS PKR10	**	101,614		
PAL GROUP HOLDINGS CO LTD	**	71,254		
PANAMA REP 4.5% DUE 04-16-2050 REG	**	191,500		
PANASONIC CORP	**	214,232		
PANDORA A/S DKK0.01	**	61,395		
PANHANDLE OIL & GAS INC.CL A COM STK	**	41,199		
PANIN FINANCIAL IDR125	**	122,075		
PAPA JOHNS INTL INC COM	**	238,183		
PAR PACIFIC HOLDINGS INC COM NEW COM NEW	**	301,098		
PARAMOUNT GROUP INC COM	**	856,316		
PAREX RESOURCES IN COM NPV	**	423,558		
PARK ELECTROCHEMICAL CORP COM	**	18,721		
PARK HOTELS & RESORTS INC COM	**	512,819		
PARK NATL CORP COM	**	185,786		
PARKE BANCORP INC COM	**	21,391		
PARKER-HANNIFIN CORP COM	**	9,017,899		
PARK-OHIO HLDGS CORP COM	**	159,128		
PARSLEY ENERGY INC CL A CL A	**	434,320		
PARTRON CO LTD KRW500	**	20,963		
PARTY CITY HOLDCO INC COM	**	77,634		
PATRICK INDS INC COM	**	14,302		
PATRIOT TRANSN HLDG INC COM	**	5,983		
PATTERN ENERGY GROUP INC CL A CL A	**	288,182		
PATTERSON COS INC COM	**	311,414		
PATTERSON-UTI ENERGY INC COM	**	557,772		
PAYLOCITY HLDG CORP COM	**	4,013,117		
PAYPAL HLDGS INC COM	**	29,981,365		
PBF ENERGY INC CL A CL A	**	1,431,273		
PC CONNECTION INC COM	**	214,710		
PCCW LIMITED NPV	**	23,618		
PCM INC COM	**	16,395		
PCSB FINL CORP COM	**	64,548		
PC-TEL INC COM	**	12,355		
PDF SOLUTIONS INC COM	**	46,862		
PDL BIOPHARMA INC COM	**	46,319		
PEABODY ENERGY CORP NEW	**	1,354,379		
PEAPACK-GLADSTONE FINL CORP COM	**	84,957		
PEARSON ORD GBP0.25	**	79,740		
PEBBLEBROOK HOTEL TR COM STK	**	2,220,920		

152

Table of Contents

	
				
Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PEGASYSTEMS INC COM	**	6,335,657		
PENN NATL GAMING INC COM	**	1,882,944		
PENN VA CORP NEW COM	**	34,869		
PENNEY J.C CO INC COM	**	30,328		
PENNS WOODS BANCORP INC COM	**	32,071		
PENNSYLVANIA REAL ESTATE INVT TR SH BEN INT SH BEN INT	**	28,007		
PENNSYLVANIA ST HIGHER ED ASSISTANCE AGY SER 2009-1 CL A1 FLTG 1A1 07-25-2029	**	1,209,468		
PENNSYLVANIA ST HIGHER ED ASSISTANCE AGYSTUDENT LN REV FLTG RT 0% 10-25-2036 BEO	**	4,918,193		
PENSKE AUTOMOTIVE GROUP INC COM STK	**	463,438		
PENSKE TRUCK 3.2% DUE 07-15-2020	**	4,049,703		
PENSKE TRUCK 4.125% DUE 08-01-2023	**	284,497		
PENSKE TRUCK 4.125% DUE 08-01-2023	**	1,781,848		
PENSKE TRUCK FIXED 2.7% DUE 03-14-2023	**	171,732		
PENTAIR PLC COM STK	**	1,383,126		
PEOPLES BANCORP INC COM STK	**	135,841		
PEOPLES BANCORP N C INC COM PEOPLES BANCORP OF NORTH CAROLINA INC	**	16,902		
PEOPLES UTAH BANCORP COM	**	97,716		
PEOPLES UTD FINL INC COM	**	757,575		
PEPSICO INC 1.55% DUE 05-02-2019	**	1,872,435		
PEPSICO INC 2.0% 04-15-2021	**	3,949,726		
PEPSICO INC 2.375% DUE 10-06-2026	**	128,527		
PEPSICO INC 3% DUE 08-25-2021	**	3,408,221		
PEPSICO INC 4% DUE 05-02-2047	**	146,639		
PEPSICO INC COM	**	15,185,586		
PER AARSLEFF HLDNG SER'B'DKK2	**	58,312		
PERFICIENT INC COM STK	**	107,338		
PERFORMANCE FOOD GROUP CO COM	**	3,217,384		
PERNOD RICARD NPV EUR 1.55	**	6,814,146		
PERRIGO COMPANY LIMITED COM EUR0.001	**	438,573		
PERSIMMON ORD GBP0.10	**	293,811		
PERSPECTA INC COM	**	77,559		
PERU(REP OF) 6.15% GTD 12/08/2032 PEN	**	120,667		
PERUSAHAAN GAS COMSTK	**	110,154		
PETIQ INC COM CL A COM CL A	**	739,305		
PETROBRAS GLOBAL 6.25% DUE 03-17-2024	**	101,450		
PETROBRAS GLOBAL 7.25% DUE 03-17-2044	**	394,204		
PETROBRAS GLOBAL 7.375% DUE 01-17-2027	**	924,750		
PETROBRAS GLOBAL FINANCE 5.999% 01-27-2028	**	282,453		
PETROBRAS GLOBAL FINANCE 5.299% 01-27-2025	**	445,030		
PETRO-CDA 7.875% DUE 06-15-2026	**	239,645		
PETROCHINA COMPANY LIMITED H CNY1	**	124,659		

153

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PETROL BRASILEIROS PRF NPV	**	258,562		
PETROLEOS 3.5% DUE 07-23-2020	**	2,904,660		
PETROLEOS 4.5% DUE 01-23-2026	**	77,580		
PETROLEOS MEXICANOS FIXED 6.5% DUE 01-23-2029	**	131,483		
PETROLEOS MEXICANOS 6.5% 03-13-2027	**	470,000		
PETROLEOS MEXICANOS FIXED 5.35% 02-12-2028	**	209,400		
PETROLEOS MEXICANOS GTD 6.875% DUE 08-04-2026 REG	**	189,540		
PEUGEOT SA EUR1	**	1,848,033		
PFD BK L A CAL COM	**	93,289		
PFIZER INC 3% DUE 06-15-2023	**	64,722		
PFIZER INC COM	**	22,663,517		
PFIZER LTD INR10	**	25,716		
PGE POLSKA GRUPA PLN10.25	**	165,702		
PHASEBIO PHARMACEUTICALS INC COM	**	101,457		
PHI INC COM NON VTG	**	4,673		
PHI INC COM VTG	**	691		
PHILIP MORRIS INTL 2.625 DUE 03-06-2023	**	2,187,551		
PHILIP MORRIS INTL 2.75% DUE 02-25-2026	**	7,394,608		
PHILIP MORRIS INTL 3.125% DUE 08-17-2027	**	5,693,928		
PHILIP MORRIS INTL 3.375% DUE 08-11-2025	**	5,247,072		
PHILIP MORRIS INTL COM STK NPV	**	18,942,883		
PHILIP MORRIS INTL INC 1.875% DUE 11-01-2019	**	4,566,949		
PHILIP MORRIS INTL INC 1.875% DUE 11-01-2019	**	2,627,998		
PHILIP MORRIS INTL INC 2.5% 11-02-2022	**	384,441		
PHILIP MORRIS INTL INC 2.9 DUE 11-15-2021	**	2,478,756		
PHILIPPINES(REP OF 6.25% BDS 14/01/2036 PHP	**	187,871		
PHILLIPS 66 3.55% DUE 10-01-2026	**	280,400		
PHILLIPS 66 3.9% DUE 03-15-2028	**	173,878		
PHILLIPS 66 FLTG RT 3.53731% DUE 04-15-2020	**	400,069		
PHOENIX GP HLDGS ORD GBP0.10	**	547,050		
PHOTRONICS INC COM	**	66,676		
PHYSICIANS RLTY TR COM	**	286,200		
PICC PROPERTY & CA 'H'CNY1	**	914,628		
PICK'N PAY STORES ZAR0.0125	**	50,348		
PICO HLDGS INC COM NEW STK	**	30,683		
PIEDMONT NAT GAS 3.64% DUE 11-01-2046	**	697,735		
PIEDMONT OFFICE REALTY TRU-A	**	212,966		
PIER 1 IMPORTS INC COM	**	3,308		
PILGRIMS PRIDE CORP	**	234,341		
PINNACLE FINL PARTNERS INC COM	**	1,267,289		
PINNACLE W CAP 2.25% 11-30-2020	**	2,764,319		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PIONEER ENERGY SVCS CORP COM	**	17,321		
PIONEER NAT RES CO 7.5% DUE 01-15-2020	**	332,524		
PIVOTAL SOFTWARE INC CL A COM CL A COM	**	863,558		
PJT PARTNERS INC COM CL A COM CL A	**	201,552		
PKN ORLEN SA PLN1.25	**	852,194		
PLAINS ALL AMER PIPELINE 2.85 1-31-2023	**	1,413,944		
PLAINS ALL AMER PIPELINE BNDS 4.65% DUE 10-15-2025	**	113,096		
PLAINS ALL AMERN 2.6% DUE 12-15-2019	**	197,046		
PLAINS ALL AMERN 3.6% DUE 11-01-2024	**	3,806,644		
PLAINS ALL AMERN 3.65 DUE 06-01-2022	**	82,465		
PLAINS ALL AMERN 4.5% DUE 12-15-2026	**	1,377,377		
PLAINS ALL AMERN 5.75% DUE 01-15-2020	**	3,087,522		
PLAINS ALL AMERN PIPELN L P/PAA 4.9% 02-15-2045	**	183,730		
PLANET FITNESS INC CL A CL A	**	3,001,862		
PLAYA HOTELS & RESORTS N V COMN STOCK	**	118,326		
PLAYAGS INC COM	**	200,100		
PLEXUS CORP COM	**	167,542		
PLUM CREEK 4.7% DUE 03-15-2021	**	3,484,330		
PLURALSIGHT INC CL A CL A	**	977,890		
PNC BANK NA 2.625% 02-17-2022	**	3,371,930		
PNC BK N A 3.8 07-25-2023	**	3,512,348		
PNC BK N A PITT PA 1.95% DUE 03-04-2019	**	1,013,230		
PNC BK N A PITT PA 2% DUE 05-19-2020	**	295,332		
PNC BK N A PITT PA 2.3% DUE 06-01-2020	**	295,961		
PNC BK N A PITT PA 2.5% DUE 01-22-2021	**	394,697		
PNC BK N A PITT PA 2.6% DUE 07-21-2020	**	2,730,833		
PNC BK N A PITTSBURGH PA 2.7 DUE 11-01-2022	**	524,745		
PNC BK N A PITTSBURGH PA 2.7 DUE 11-01-2022	**	1,385,716		
PNC BK NA PITT PA 2.55% DUE 12-09-2021	**	1,351,191		
PNC FDG CORP 4.375% DUE 08-11-2020	**	2,038,785		
PNC FDG CORP 5.125% DUE 02-08-2020	**	255,283		
PNC FDG CORP SR NT 6.7 DUE 06-10-2019	**	175,729		
PNC FINANCIAL SERVICES GROUP COM STK	**	16,435,442		
PNM RES INC 3.25% 03-09-2021	**	173,592		
PNM RES INC 3.25% 03-09-2021	**	3,149,451		
PNM RES INC COM	**	2,292,411		
POL.GORN.NAFT.I GA PLN1.00	**	260,266		
POLARIS INDS INC COM	**	758,058		
POLY PROPERTY GROUP CO LTD HKD0.50	**	36,925		
POLYONE CORP COM	**	1,884,969		
POPULAR INC COM NEW COM USD6 (POST REV SPLIT)	**	1,870,479		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PORSCHE AUTO HL SE NON VTG PRF NPV	**	150,680		
PORT AUTH N Y & N J 4.458% 10-01-2062 BEO TAXABLE	**	610,446		
PORT AUTH N Y & N J 5.859% 12-01-2024 BEO TAXABLE	**	20,667,304		
PORT MORROW ORE TRANSMISSION FACS REV 2.987% 09-01-2036 BEO TAXABLE	**	5,291,100		
PORTO SEGURO SA COM NPV	**	231,754		
PORTOLA PHARMACEUTICALS INC COM	**	127,388		
POSCO KRW5000	**	545,712		
POST HLDGS INC COM STK	**	1,789,017		
POSTE ITALIANE SPA NPV	**	162,457		
POTBELLY CORP COM	**	32,433		
POU CHEN TWD10	**	70,709		
POWELL INDS INC COM	**	250,075		
POWER CORP CANADA SUB-VTG NPV	**	89,801		
POWER FINANCE CORP INR10	**	404,953		
POWERLONG REAL EST HKD0.01	**	193,942		
POWERTECH TECHNOLO TWD10	**	42,576		
POWSZECHNA KASA OS PLN1.00	**	918,858		
PPDC ENERGY INC COM	**	1,758,697		
PPG IND INC COM	**	15,516,163		
PPL CAP FDG INC 3.4% DUE 06-01-2023	**	49,468		
PPL CAP FDG INC 3.5 DUE 12-01-2022	**	29,513		
PPL CAP FDG INC 4.2% DUE 06-15-2022	**	121,466		
PPL CORP COM ISIN US69351T1060	**	6,850,194		
PPL ELEC UTILS 4.125% DUE 06-15-2044	**	73,432		
PPN CMO 4TIMES SQR TR 06-4TS CMLMTG PASTHRU CTF 144A CL A 5.4 DUE 121328 BEO	**	1,972,957		
PQ GROUP HLDGS INC COM	**	293,223		
PRA GROUP INC COM	**	912,949		
PRA HEALTH SCIENCES INC COM	**	4,833,418		
PRADA SPA COM EUR0.10	**	378,959		
PRAKASH INDUSTRIES INR10	**	57,852		
PRAXAIR INC 2.2 DUE 08-15-2022	**	169,098		
PREFORMED LINE PRODS CO COM	**	49,259		
PREMIER FINL BANCORP INC CDT-CAP STK CDT-CAP STK	**	31,863		
PREMIER INC CL A CL A	**	72,160		
PRESIDENT CHAIN ST TWD10	**	444,554		
PRESIDIO INC COM	**	292,333		
PRESTIGE CONSUMER HEALTHCARE INC COM	**	266,834		
PRGX GLOBAL INC	**	22,321		
PRICESMART INC COM STK	**	111,817		
PRIMERICA INC COM	**	850,077		
PRIMORIS SVCS CORP COM	**	381,797		

156

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PRIN FINL GROUP 3.125% DUE 05-15-2023	**	2,961,318		
PRIN LIFE GLOBAL 2.375% DUE 11-21-2021	**	131,313		
PRINCIPAL LFE GLB FND II 144A 2.2% 04-08-2020	**	1,171,453		
PRINCIPAL LIFE GLOBAL FDG II GLOBAL MEDITRANCHE # TR 27 VAR RT DUE 06-26-2020	**	5,775,567		
PRINCIPIA BIOPHARMA INC COM	**	53,356		
PRIVATE EXPT FDG CORP 2.05 DUE 11-15-2022 REG	**	551,447		
PRIVATE EXPT FDG CORP 2.25% DUE 03-15-2020	**	6,258,618		
PRIVATE EXPT FDG CORP SECD NT SER GG 2.45 DUE 07-15-2024	**	429,183		
PRIVATE EXPT FDG CORP SECD NT SER Z 4.375% DUE 03-15-2019 REG	**	491,668		
PROASSURANCE CORP COM	**	604,790		
PROCTER & GAMBLE COM NPV	**	2,362,252		
PROGRESS ENERGY 3.15% DUE 04-01-2022	**	492,447		
PROGRESS ENERGY 3.15% DUE 04-01-2022	**	768,217		
PROGRESS ENERGY 4.4% DUE 01-15-2021	**	219,103		
PROGRESS ENERGY 4.875% DUE 12-01-2019	**	1,610,107		
PROGRESS RESIDENTIAL SER 2015-SFR2 CLS A 2.74% 06-12-2032	**	730,775		
PROGRESS RESIDENTIAL SER 2015-SFR2 CLS A 2.74% 06-12-2032	**	1,102,471		
PROGRESS RESIDENTIAL TRUST SER 2015-SFR2 CLS B 3.138% DUE 06-12-2032	**	297,343		
PROGRESSIVE CORP 4.35 DUE 04-25-2044	**	93,784		
PROPETRO HLDG CORP COM	**	675,247		
PROSIEBENSAT.1 MEDIA SE NPV	**	2,042,024		
PROSPERITY BANCSHARES INC COM	**	1,522,238		
PROTECTIVE INS CORP CL B CL B	**	20,480		
PROTECTIVE LIFE 1.555% DUE 09-13-2019	**	6,567,681		
PROTECTIVE LIFE 1.555% DUE 09-13-2019	**	965,552		
PROTECTIVE LIFE 2.161% DUE 09-25-2020	**	3,211,660		
PROTECTIVE LIFE 2.615% DUE 08-22-2022	**	9,817,220		
PROTECTIVE LIFE GLOBAL FDG MEDIUM TERM NTRANCHE # TR 00011 VAR RT DUE 06-28-2021	**	7,020,137		
PROTECTIVE LIFE GLOBAL FDG MEDIUM TERM NTRANCHE # TR 00011 VAR RT DUE 06-28-2021	**	10,119,522		
PROTEOSTASIS THERAPEUTICS INC COM	**	49,378		
PROTHENA CORP PLC USD0.01	**	123,157		
PROTO LABS INC COM	**	1,158,241		
PROVID HLTH & SVCS 2.746% DUE 10-01-2026	**	1,395,963		
PROVIDENCE SVC CORP COM STK	**	121,300		
PROVIDENT BANCORP INC COM COMMON STOCK	**	35,425		
PROVIDENT FINL HLDGS INC COM	**	14,291		
PROVIDENT FINL SVCS INC COM	**	179,382		
PROVINCE OF ALBERTA 2.2% DUE 07-26-2022 BEO	**	933,614		
PROVINCE OF ALBERTA BNDS 2.35% 01/06/2025	**	359,006		
PRUDENTIAL BANCORP INC NEW COM	**	28,090		
PRUDENTIAL FINL INC 3.878% 03-27-2028	**	427,105		

157

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PRUDENTIAL FINL INC COM	**	2,237,569		
PRUDENTIAL FINL INC DTD 06-21-2010 5.37506-21-2020	**	144,264		
PRUDENTIAL FINL INC MEDIUM TERM NTS BOOKENTRY MTN 7.375% DUE 06-15-2019	**	712,697		
PRUDENTIAL GBP0.05	**	1,779,731		
PS BUSINESS PKS INC CALIF COM	**	80,303		
PT BANK NEGARA IND LKD SHS(IDR7500 & IDR375)	**	554,653		
PT INDOFOOD SUKSES IDR100	**	43,844		
PTC INC COM	**	1,238,941		
PTT EXPLORTN & PRD THB1(FOREIGN)	**	290,373		
PTT EXPLORTN & PRD THB1(NVDR)	**	501,882		
PTT GLOBAL CHEMICAL PUBLIC CO LTD THB10(NVDR)	**	288,641		
PTT PUBLIC COMPANY THB10(NVDR)	**	737,147		
PUB STORAGE COM	**	3,317,500		
PUB SVC CO OF CO 3.2% DUE 11-15-2020	**	200,911		
PUB SVC ELEC & GAS FIXED 3.65% DUE 09-01-2028	**	5,214,257		
PUB SVC ENTERPRISE 1.6% DUE 11-15-2019	**	4,132,460		
PUB SVC ENTERPRISE 2% DUE 11-15-2021	**	3,697,174		
PUBLIC BK BHD MYR1	**	768,114		
PUBLIC SERVICE CO OF COLORADO 2.25 DUE 09-15-2022 BEO	**	49,130		
PUBLIC SERVICE ELECTRIC & GAS CO 3.25% DUE 09-01-2023	**	3,185,600		
PUBLIC SVC CO N H 3.5 DUE 11-01-2023	**	42,360		
PUBLIC SVC CO OKLA 5.15% DUE 12-01-2019	**	101,840		
PUBLIC SVC ELEC GAS CO SECD MEDIUM TERM 2% DUE 08-15-2019	**	398,322		
PUGET ENERGY INC NEW SR SECD NT 6.5 DUE 12-15-2020	**	528,233		
PULTE GROUP INC	**	1,015,897		
PUMA BIOTECHNOLOGY INC COM .	**	79,365		
PUT SWPTN USD DEUTGB2L 6M 2.5%/3MLIBOR European 317U473M2 11-07-2019	**	132,424		
PUT SWPTN USD GSCMUS33 6M 2.3%/3MLIBOR European 317U384M0 10-21-2019	**	533,540		
PVH CORP COM USD1	**	705,026		
PVPTL ABU DHABI GOVT INT'L 2.5% 10-11-2022	**	1,649,408		
PVPTL ABU DHABI GOVT INT'L 2.5% 10-11-2022	**	5,899,059		
PVPTL ABU DHABI GOVT INT'L 3.125% 10-11-2027	**	477,520		
PVPTL ABU DHABI GOVT INT'L 3.125% 10-11-2027	**	10,529,316		
PVPTL ANZ NEW ZEALAND INTL LTD 2.75% 01-22-2021	**	989,505		
PVPTL BANQUE FEDERATIVE DU CR MUTUEL 2.2% 07-20-2020	**	3,641,929		
PVPTL CARNOW AUTO RECEIVABLES TR SER 2017-1 CL A 2.92% 09-15-2022	**	136,107		
PVPTL CREDIT SUISSE GROUP AG VAR RT DUE 12-14-2023	**	3,045,078		
PVPTL DAIMLER FIN N AMER 2.3% 02-12-2021	**	458,588		
PVPTL DEVELOPMENT BK JAPAN GTD NT SER GG 2.125% DUE 09-01-2022	**	6,504,702		
PVPTL DEXIA CR LOC GTD SR NT 2.375% DUE 09-20-2022	**	883,393		
PVPTL HEWLETT PACKARD ENTERPRISE CO 2.1% 10-04-2019	**	1,374,337		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVPTL INTESA SANPAOLO S P A 3.875% 01-12-2028	**	1,460,405		
PVPTL MET LIFE GLOB FUNDING I 1.75% 09-19-2019	**	2,425,369		
PVPTL MID-ATLANTIC INTST TRANSMISSION LLC 4.1% DUE 05-15-2028	**	1,548,888		
PVPTL MITSUBISHI UFJ LEASE & FIN CO LTD 2.652% DUE 09-19-2022	**	1,723,207		
PVPTL SANDS CHINA LTD 5.4% DUE 08-08-2028	**	193,011		
PVPTL SMITHFIELD FOODS FIXED 2.65% DUE 10-03-2021	**	2,274,576		
PVPTL SPRINT SPECTRUM CO LLC / SPRINT 4.738% 144A 03-20-2025 BEO	**	1,177,500		
PVPTL SUMITOMO MITSUI TR BK LTD 1.95% DUE 09-19-2019	**	396,446		
PVPTL SUNCORP METWAY LTD 2.375% 11-09-2020	**	996,471		
PVT EXPT FDG CORP 2.65% DUE 02-16-2021	**	3,878,092		
PVTP PVTPL VOYA CLO LTD SER 15-1A CL A1R VAR RT 01-18-2029	**	1,475,865		
PVTPL 1166 AVE OF THE AMERS COML MTG TR II 2005-C6 COML 5.6896% 10-13-2037	**	1,273,460		
PVTPL ABBOTT LABS 3.875% 09-15-2025	**	96,196		
PVTPL ABN AMRO BK N V MEDIUM TERM 3.4% 08-27-2021	**	1,397,178		
PVTPL ABN AMRO BK N V MEDIUM TERM 3.4% 08-27-2021	**	2,729,486		
PVTPL ABN AMRO BK N V MEDIUM TERM 144A FLTG 08-27-2021	**	4,056,637		
PVTPL ABN AMRO BK N V MEDIUM TERM SR SUB BK NT 1.8% 144A 09-20-2019	**	3,297,304		
PVTPL ABS TOWD PT MTG TR 2016-3 CL A-1 FLTG RT 144A DUE 08-25-2055 BEO	**	2,324,905		
PVTPL ACIS CLO 2015-6A LTD CL A-1 FLTG RT 05-01-2027 BEO	**	1,861,643		
PVTPL AEP TEX INC SR NT SER E 144A 3.95%DUE 06-01-2028/05-17-2018 BEO	**	3,214,786		
PVTPL AIB GROUP PLC AIB GROUP PLC 4.75 4.75% DUE 10-12-2023 BEO	**	287,130		
PVTPL AIR CDA 2013-1 PASS THRU 4.125 DUE 11-15-2026 BEO	**	226,380		
PVTPL AIR CDA PASS THRU TR 2017-1 PVTPL AIR CANADA BNDS 3.55% DUE 07-15-2031	**	389,810		
PVTPL AIR LIQUIDE FIN S A NT 144A 1.375%DUE 09-27-2019 BEO	**	543,322		
PVTPL ALIMENTATION COUCHE-TARD INC SR NT2.7% DUE 07-26-2022/07-26-2017 BEO	**	2,629,568		
PVTPL ALLEGRO CLO I LTD SER SECD NT CL A1R VAR 01-30-2026	**	1,418,794		
PVTPL ALLEGRO CLO LTD SER 17-1A CL A FLT 10-16-2030	**	5,580,725		
PVTPL ALTICE S A BD 7.75 DUE 05-15-2022	**	910,000		
PVTPL AMERICAN CREDIT ACCEP RECEIVABLES SR 18-3 CL A 2.92% 08-12-2021	**	296,494		
PVTPL AMMC CLO SER 12-11A CL A1R2 FLTG 04-30-2031	**	3,159,047		
PVTPL ANGLO AMERN CAP PLC GTD NT 3.625% 09-11-2024	**	189,050		
PVTPL ANGLO AMERN CAP PLC GTD NT 3.625% 09-11-2024	**	2,363,125		
PVTPL ANGLO AMERN CAP PLC SR 4.125% DUE 04-15-2021 BEO	**	2,391,768		
PVTPL ANGLO AMERN CAP PLC SR NT 144A 4.5% DUE 03-15-2028 BEO	**	371,879		
PVTPL ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH 4.7% 02-01-2036	**	139,110		
PVTPL ANHEUSER-BUSCH COS LLC/ANHEU 3.65% DUE 02-01-2026	**	855,721		
PVTPL ANZ NEW ZEALAND INTL LTD 2.2% DUE 07-17-2020	**	2,870,918		
PVTPL ANZ NEW ZEALAND INTL LTD 3.45% 01-21-2028	**	238,502		
PVTPL ANZ NEW ZEALAND INTL LTD MEDIUM TERM NTS 2.6% DUE 09-23-2019 REG	**	1,181,110		
PVTPL APEX CREDIT CLO LLC SER 16-1A CL ASR FLTG 10-27-2028	**	3,980,670		
PVTPL APIDOS CLO SR 16-25A CL A1R FLTG RATE 10-20-2031	**	4,931,080		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL APT PIPELINES LTD SR GTD NT 144A 4.25% DUE 07-15-2027/03-23-2017 BEO	**	127,467		
PVTPL ATHENE GLOBAL FDG MEDIUM TERM SR SECD 144A 4.0% DUE 01-25-2022	**	1,454,746		
PVTPL ATHENE GLOBAL FDG MEDIUM TERM SR SECD 144A 4.0% DUE 01-25-2022	**	1,363,824		
PVTPL ATRIUM VIII CDO CORP SER 8A CL AR FLTG 10-23-2024	**	1,800,780		
PVTPL AUSTRALIA & NEW ZEALAND BKG GROUP FLTG DUE 11-09-2020	**	4,737,590		
PVTPL AVERY PT V CLO LTD/AVERY PT V SER 14-5A CL AR FLTG 07-17-2026	**	1,431,679		
PVTPL AVIATION CAP GROUP 2.875% 01-20-2022	**	5,317,072		
PVTPL AVIATION CAP GROUP CORP SR NT 144A6.75% DUE 04-06-2021 BEO	**	1,103,672		
PVTPL AVIATION CAP GROUP LLC SR NT 144A 3.5% DUE 11-01-2027/07-01-2027 BEO	**	361,328		
PVTPL AVIATION CAP GROUP LLC SR NT 144A 3.875% DUE 05-01-2023/05-01-2018 BEO	**	284,121		
PVTPL AVIATION CAP GROUP LLC SR NT 144A 3.875% DUE 05-01-2023/05-01-2018 BEO	**	509,458		
PVTPL B A T INTL FIN PLC 144A 3.25% DUE 06-07-2022 BEO	**	1,754,765		
PVTPL B A T INTL FIN PLC 3.5% DUE 06-15-2022	**	1,174,064		
PVTPL BACARDI LTD GTD NT 144A 4.7% DUE 05-15-2028/04-30-2018 BEO	**	1,345,379		
PVTPL BANK OF THE WEST SER 17-1 CL A2 1.78% 02-15-2021	**	812,262		
PVTPL BANK OF TOKYO MITSUBISHI UFJ LTD SR NT 144A 2.3% DUE 03-05-2020 BEO	**	297,156		
PVTPL BARCLAYS BK PLC NT 144A 10.179% DUE 06-12-2021 BEO	**	11,859,761		
PVTPL BAT INTL FINANCE PLC 2.75% DUE 06-15-2020 BEO	**	393,026		
PVTPL BAT INTL FINANCE PLC 2.75% DUE 06-15-2020 BEO	**	4,785,096		
PVTPL BAYER US FIN II LLC 4.25% 12-15-2025	**	1,459,892		
PVTPL BAYER US FIN II LLC 3.875% 12-15-2023	**	1,570,973		
PVTPL BAYER US FIN II LLC 3.875% 12-15-2023	**	5,100,752		
PVTPL BCC FDG XIII LLC EQUIP CONTRACT BACKED NT 144A 2.2% DUE 12-20-2021 BEO	**	26,428		
PVTPL BEAR STEARNS COML MTG SECS INC SE 2006-T22 CL D VAR 04-12-2038	**	8,738,717		
PVTPL BELLSOUTH CORP 144A 4.333% DUE 04-26-2021	**	1,203,768		
PVTPL BG ENERGY CAP PLC GTD NT 144A 4% DUE 10-15-2021 BEO	**	1,059,643		
PVTPL BHARTI AIRTEL LTD SR NT 4.375% DUE 06-10-2025 BEO	**	336,598		
PVTPL BK OF TOKYO MITSUBISHI UFJ LTD SR NT 2.3 DUE 03-10-2019	**	399,398		
PVTPL BMW US CAP LLC FLTG 08-13-2021	**	3,900,188		
PVTPL BMW US CAP LLC NT 144A 1.45% DUE 09-13-2019 BEO	**	4,069,032		
PVTPL BMW US CAP LLC NT 144A 2.15% DUE 04-06-2020 BEO	**	1,976,762		
PVTPL BMW US CAP LLC NT FLTG 144A DUE 04-12-2021 BEO	**	4,243,172		
PVTPL BMW US CAP LLC NT FLTG 144A DUE 04-12-2021 BEO	**	5,248,420		
PVTPL BMW US CAPITAL LLC BNDS 2.0% DUE 04-11-2021	**	1,202,681		
PVTPL BNP PARIBAS SR NON PFD MED 4.4% 08-14-2028	**	1,717,832		
PVTPL BPCE SR NON PFD 4.0% DUE 09-12-2023	**	1,571,875		
PVTPL BPCE SR NON PFD 4.0% DUE 09-12-2023	**	938,213		
PVTPL BRAMBLES USA INC GTD SR NT 144A 5.35% DUE 04-01-2020 BEO	**	306,682		
PVTPL BRAMBLES USA INC GTD SR NT 144A 5.35% DUE 04-01-2020 BEO	**	270,902		
PVTPL BRITISH AWYS PASS THRU 3.8% 09-20-2031	**	582,806		
PVTPL BRITISH AWYS PASS THRU TR 2018-1A 4.125% 09-20-2031	**	521,177		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL BRITISH SKY BROADCASTING GROUP PLCSR NT 144A 3.125% DUE 11-26-2022 BEO	**	1,502,663		
PVTPL BUSINESS JET SECS 2018-2 LLC SECD NT CL A 144A 4.447% DUE 06-15-2033 BEO	**	680,051		
PVTPL BUSINESS JET SECS LLC SECD NT SER 2018-1 CL A 4.335% 02-15-2033	**	552,252		
PVTPL BX TR 2017-APPL CL B FLTG 07-15-2034	**	3,004,555		
PVTPL CAPITAL AUTO RECEIVABLES ASSET TR SER-18-1 CL-A3 2.79% 01-20-2022	**	1,157,032		
PVTPL CARFINANCE CAP AUTO TR 2014-2 NT CL B 2.64% DUE 11-16-2020	**	18,705		
PVTPL CARGILL INC NT 3.25% 03-01-2023	**	94,855		
PVTPL CEDAR FUNDING LTD SR 16-6A CL A-R FLTG RATE DUE 10-20-2028	**	456,142		
PVTPL CHARTER COMMUNICATIONS OPER 3.75% 02-15-2028	**	3,437,541		
PVTPL CHESAPEAKE FDG II LLC 2018-2 CL A-2 FLTG RATE 08-15-2030	**	1,595,776		
PVTPL CHESAPEAKE FDG II LLC SER 18-2A CLS A1 3.23% DUE 08-15-2030 BEO	**	1,105,664		
PVTPL CHESAPEAKE FDG II LLC SER-18-1A CL-A1 3.04% 04-15-2030 BEO	**	7,962,251		
PVTPL CIFC FDG 2018-IV LTD/CIFC FDG 2018-IV SER 18-4A CLS A1 VAR RT 10-17-2031	**	2,964,622		
PVTPL CIFC FUNDING LTD SER 15-1A CL ARR FLTG RT DUE 01-22-2031	**	2,974,557		
PVTPL CIFC FUNDING LTD SER 17-4A CL A2 FRNS 10-24-2030	**	4,181,686		
PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL D 144A 5.6896 10/13/2037	**	537,241		
PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL F 144A 5.6896 10/13/2037	**	426,421		
PVTPL CMO 280 PK AVE 2017-280P MTG TR COML CTF CL A VAR DUE 09-15-2034	**	792,006		
PVTPL CMO AVENTURA MALL TR 2013-AVM COMLCL A VAR RT 12-05-2032	**	13,166,321		
PVTPL CMO BBCCRE TRUST SER 2015-GTP CL A 3.966% 08-10-2033	**	1,123,957		
PVTPL CMO BB-UBS TR 2012-TFT COML MTG CLA 144A 2.8922 06-05-2030	**	86,601		
PVTPL CMO BX COML MTG TR 2018-BIOA COML MTG PASSTHRU CTF CL A FLTG 03-15-2037	**	12,355,825		
PVTPL CMO BX TRUST SR 2018-IND CL A FLTG DUE 11-15-2035	**	4,564,434		
PVTPL CMO BXMT 2017-FL1 LTD/BXMT 2017-FL1 LLC 5TH PRTY SECD NT CL D FLTG	**	422,995		
PVTPL CMO BXMT 2017-FL1 LTD/BXMT 2017-FL1 LLC SR SECD NT CL A FLTG 144A	**	2,862,880		
PVTPL CMO CGGS COML MTG TR 2018-WSS COMLMTG PASSTHRU CTF CL A 02-15-2020	**	398,435		
PVTPL CMO COLD STORAGE SER 2017-ICE3 CL B FLTG 04-15-2019	**	1,872,392		
PVTPL CMO COLD STORAGE TRUST SER 2017-ICE3 CL A FRN 04-15-2024	**	6,481,999		
PVTPL CMO COMM 2014-277P MTG TR COML MTGPASSTHRU CTF CL A 3.731 08-10-2049	**	760,334		
PVTPL CMO COMM MTG TR SER 2014-PAT CL A FLTG RT 08-13-2027	**	593,486		
PVTPL CMO COMM SER 2016-GCT CL A 144A 2.681% 08-10-2029	**	8,580,279		
PVTPL CMO CREDIT SUISSE MORTGAGE TRUST SER 2014-USA CL A2 3.953% DUE 09-15-2037	**	1,607,784		
PVTPL CMO CREDIT SUISSE MORTGAGE TRUST SER 2017-LSTK CL A 2.76074% 04-05-2033	**	1,952,631		
PVTPL CMO CSMC 2017-RPL3 TR CL A-1 FLTG 08-25-2057	**	4,532,764		
PVTPL CMO CSMC 2017-RPL3 TR MTG BACKED NT CL B-2 VAR 144A VAR RT DUE 08-01-2057	**	4,541,708		
PVTPL CMO CSMC TR SR 2017-CHOP CL A VAR RT 07-15-2032	**	2,196,110		
PVTPL CMO FREMF 2015-K48 MTG TR FLTG RT DUE 06-25-2025 BEO	**	434,211		
PVTPL CMO FREMF 2016-K59 MTG TR 144A CL B VAR RT DUE 11-25-2049 BEO	**	169,712		
PVTPL CMO GOSFORTH FUNDING 2012-1 PLC STEP UP DUE 08-25-2060 BEO	**	6,805,726		
PVTPL CMO GS MTG SECS TR 2012-GC6 COML MTG PASSTHRU CTF CL C FLTG RT 01-10-2045	**	4,603,528		
PVTPL CMO HERO FDG 2016-3 NT CL A-1 144A3.07999992371% DUE 09-20-2042 BEO	**	57,414		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL CMO IRVINE CORE OFFICE TR 2013-IRVMTG CTF CL A-1 144A VAR05-15-48	**	3,193,873		
PVTPL CMO J P MORGAN CHASE COML MTG SECS TR 2018-WPT CL A-FX 4.2475% 07-05-2023	**	5,273,930		
PVTPL CMO J P MORGAN MTG TR 2017-1 VAR RT DUE 01-25-2047	**	8,028,308		
PVTPL CMO LMREC SR 15-CRE1 CL AR FLTG 144A 02-22-2032	**	4,492,337		
PVTPL CMO MORGAN STANLEY CAP I TR 2011-C1 5.44173 DUE 09-15-2047 BEO	**	2,120,760		
PVTPL CMO MORGAN STANLEY CAP I TR 2014-CPT VAR RT DUE 07-13-2029 BEO	**	398,472		
PVTPL CMO MORGAN STANLEY CAP I TR 2018-MP MTG CTF CL A 4.4185% DUE 07-11-2040	**	2,619,693		
PVTPL CMO MOTEL 6 TR 2017-MTL6 COML MTG PASSTHRU CTF CL A FLTG RT 08-15-2034	**	9,689,541		
PVTPL CMO MSDB TR 2017-712F CL A VAR RT DUE 07-11-2039 BEO	**	6,522,463		
PVTPL CMO NEW RESIDENTIAL MTG LN TR SER 16-3A CL A1B 144A VAR 09-01-2056	**	3,027,976		
PVTPL CMO ONE MKT PLAZA TR SER 2017-1MKT CL A 144A 3.6139% 02-10-2032 BEO	**	6,526,871		
PVTPL CMO SER 17-3 CL 1A6 FR 08-25-2047 BEO	**	5,788,237		
PVTPL CMO TRICON AMERN HOMES SER 2017-SFR1 CL A 2.761% 09-17-2034 BEO	**	8,407,576		
PVTPL CMO UBS COML MTG TR 2012-C1 144A CL D VAR RT DUE 05-10-2045 BEO	**	355,989		
PVTPL CMO UBS-BAMLL TR 2012-WRM CTF CL A144A 3.663 DUE 06-10-2030 BEO	**	156,979		
PVTPL CMO WA MUT MTG SECS CORP VAR RT DUE 02-25-2033 BEO	**	11,253		
PVTPL CMO WFRBS COML MTG TR 2013-C11 COML PASS THRU CTF CL D VAR RT 03-15-45	**	389,483		
PVTPL CNPC GEN CAP LTD GTD NT 144A 2.75%DUE 05-14-2019 BEO	**	499,375		
PVTPL COLONY AMERN FIN 2016-2 LTD/COLONYAME 2.554% 11-15-2048	**	251,345		
PVTPL COLUMBIA CENT CLO 27 LTD/COLUMBIA CENT SR 18-27A CL A-1 FLTG RT 10-25-2031	**	1,795,298		
PVTPL COMMONWEALTH BANK AUST 144A BNDS 2.25% DUE 03-10-2020	**	4,807,242		
PVTPL COMMONWEALTH BK AUSTRALIA MEDIUM 2.5% 09-18-2022	**	2,414,668		
PVTPL COMMONWEALTH BK AUSTRALIA TRANCHE # TR 00201 FLTG DUE 03-10-2020	**	6,017,261		
PVTPL COMMONWEALTH BK AUSTRALIA TRANCHE # TR 00202 2.75% 03-10-2022	**	117,741		
PVTPL COMWLTH BK 2.2% 11-09-2020	**	4,987,879		
PVTPL CONSUMER LN UNDERLYING BD CLUB CR SER 17-P2 CLS A 2.61% 01-15-2024	**	672,902		
PVTPL CONSUMER LOAN UNDERLYING BOND CREDIT TR SER 17-NP2 CL A 2.55% 01-16-2024	**	10,264		
PVTPL CORE INDL TR SER 2015-CALW CL A 3.04% 02-10-2034	**	9,247,843		
PVTPL COX COMMUNICATIONS INC NEW NT 144A3.35% DUE 09-15-2026/09-13-2016 BEO	**	184,520		
PVTPL COX COMMUNICATIONS INC NEW NT 4.8% DUE 02-01-2035 BEO	**	82,055		
PVTPL CPS AUTO RECEIVABLES TR 2018-C ASSET BACKED NT CL C 3.68% 06-17-2024	**	3,441,680		
PVTPL CPS AUTO TRUST SER 17-B CL C 2.92% 02-15-2022	**	99,474		
PVTPL CR ACCEP AUTO LN TR 2017-3 AST BACKED NT CL A 2.65 DUE 06-15-2026	**	14,882,356		
PVTPL CREDIT ACCEP AUTO LN TR 2018-2A CL A 3.47% 05-17-2027	**	1,492,207		
PVTPL CREDIT ACCEP AUTO SER 18-1A CL A 3.01% DUE 02-16-2027	**	360,183		
PVTPL CREDIT ACCEP AUTO SER 18-1A CL A 3.01% DUE 02-16-2027	**	533,825		
PVTPL CREDIT ACCEP AUTO SER 18-3A CL A 3.55% 08-15-2027	**	7,205,921		
PVTPL CREDIT AGRICOLE LONDON 2.5 DUE 04-15-2019 BEO	**	8,499,829		
PVTPL CREDIT AGRICOLE LONDON 2.5 DUE 04-15-2019 BEO	**	609,054		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL CREDIT AGRICOLE S A 2.75% DUE 06-10-2020BEO	**	543,778		
PVTPL CREDIT AGRICOLE S A LONDON 4.125% 01-10-2027	**	482,150		
PVTPL CREDIT AGRICOLE S A MEDIUM TERM SRBK NT 2.375% DUE 07-01-2021 BEO	**	1,846,912		
PVTPL CREDIT SUISSE GROUP AG PERP TIER 1 7.5% 12-31-2049	**	292,500		
PVTPL CREDIT SUISSE GROUP AG VAR DUE 06-12-2024 BEO	**	4,089,389		
PVTPL CRH AMER FIN INC GTD NT 144A 3.4% DUE 05-09-2027/05-09-2017 BEO	**	367,213		
PVTPL CRISPR THERAPEUTICS AG	**	66,740		
PVTPL CROWN PT CLO SER 18-5A CL A FLTG 07-17-2028	**	892,837		
PVTPL CSAIL COML MTG TR SER 2017-CX10 CL UESA 4.0274% 11-15-2027	**	1,891,224		
PVTPL CTL 1999-11 TR (CVS CORP BROOKLYN NY) 7.15 PASS THRU CTFS 5-15-19 BEO	**	140,572		
PVTPL CVS LEASE BACKED PASS THRU SER 2013 TR 4.704 01-10-2036	**	293,532		
PVTPL DAIMLER FIN N AMER 3.35% DUE 05-04-2021	**	3,474,430		
PVTPL DAIMLER FIN NORTH AMER LLC GTD NT 144A 2.3% DUE 01-06-2020 BEO	**	321,449		
PVTPL DAIMLER FIN NORTH AMER LLC GTD NT 144A 2.3% DUE 01-06-2020 BEO	**	3,689,250		
PVTPL DANONE 2.077% DUE 11-02-2021	**	2,898,165		
PVTPL DELUXE CORP COM STK	**	167,022		
PVTPL DEUTSCHE TELEKOM INTL FIN B V 2.82% 01-19-2022	**	293,249		
PVTPL DEUTSCHE TELEKOM INTL FIN B V 2.82% 01-19-2022	**	351,899		
PVTPL DEUTSCHE TELEKOM INTL FIN B V NT 144A 1.5% DUE 09-19-2019 BEO	**	6,375,242		
PVTPL DEUTSCHE TELEKOM INTL FIN B V NT 144A 1.95% DUE 09-19-2021/09-19-2016 BEO	**	767,577		
PVTPL DIAMOND 1 FIN CORP/DIAMOND 2 FIN CORP 1ST LIEN NT 144A 6.02	**	9,643,411		
PVTPL DISCOVER CARD EXECUTION NT TR 2017-6 NT CL A 1.88% DUE 02-15-2023 REG	**	2,754,688		
PVTPL DISCOVERY COMMUNICATIONS LLC 2.75% 11-15-2019	**	197,964		
PVTPL DISCOVERY COMMUNICATIONS LLC 2.8% DUE 06-15-2020	**	855,829		
PVTPL DISCOVERY COMMUNICATIONS LLC 3.5% DUE 06-15-2022 BEO	**	2,172,243		
PVTPL DRIVE AUTO RECEIVABLES SER 17-3 CL D 3.53% DUE 12-15-2023	**	1,090,872		
PVTPL DRIVE AUTO RECEIVABLES TR 2016-C NT CL C 144A 3.02% DUE 11-15-2021 BEO	**	1,536,646		
PVTPL DT AUTO OWNER TR 1.85% DUE 08-17-2020	**	67,022		
PVTPL DT AUTO OWNER TR 2017-2 AST BACKEDNT CL C 144A 3.03 DUE 01-17-2023BEO	**	159,832		
PVTPL DT AUTO OWNER TR 2018-3 SER 18-3A CL A 3.02% 02-15-2022	**	1,978,816		
PVTPL DT AUTO OWNER TR SE 18-1A CL C 3.47% DUE 12-15-2023	**	395,941		
PVTPL DT AUTO OWNER TR SER 17-1 A CL C 144A 2.7% 11-15-2022	**	181,465		
PVTPL DT AUTO OWNER TR SER 18-2 CL A 2.84% 09-15-2021	**	2,104,586		
PVTPL DT AUTO OWNER TR SER 2017-4A CL B 2.44% 01-15-2021	**	1,896,206		
PVTPL DT AUTO OWNER TRUST SER 18-1A CL D 4.09% DUE 12-15-2023	**	274,613		
PVTPL DT AUTO OWNER TRUST SR 18-1A CL A 2.59% 05-17-2021	**	785,144		
PVTPL ECMC GROUP STUDENT LN TR SR 17-2A CL A FLTG RT 05-25-2067	**	3,994,299		
PVTPL EDF S A NT 144A 4.6% DUE 01-27-2020 BEO	**	101,456		
PVTPL EDP FINANCE BV 3.625% 07-15-2024	**	187,016		
PVTPL ENEL FIN INTL N V 4.625 09-14-2025	**	191,896		
PVTPL ENEL FIN INTL N V GTD NT 144A 2.75% DUE 04-06-2023 BEO	**	3,044,481		
PVTPL ENI S P A 4% DUE 09-12-2023 BEO	**	315,106		
PVTPL ENI S P A 4% DUE 09-12-2023 BEO	**	315,106		
PVTPL ENTERPRISE FLEET FING LLC SR 17-2 CL A301-20-2023	**	1,996,473		
PVTPL ENTERPRISE FLEET FING SER 2017-3 CL A-3 2.36% 05-20-2023	**	1,595,404		
PVTPL ERAC USA FIN CO GTD NT 144A 6.7% DUE 06-01-2034 REG	**	160,352		
PVTPL ERAC USA FIN LLC NT 144A 2.35% DUE10-15-2019 BEO	**	397,295		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL ERAC USA FIN LLC NT 144A 3.85% DUE11-15-2024/05-22-2014 BEO	**	338,313		
PVTPL ERAC USA FIN LLC NT 144A 3.85% DUE11-15-2024/05-22-2014 BEO	**	3,980,152		
PVTPL EVANS GROVE CLO LTD SER 18-1A CL A1 FLTG 05-28-2028	**	99,207		
PVTPL EVERGREEN CR CARD TR SE 2018-1 CL A 2.95% 03-15-2023	**	4,746,233		
PVTPL EXETER AUTOMOBILE RECEIVABLES BACKED NT CL A 3.05% 12-15-2021	**	2,900,813		
PVTPL EXETER AUTOMOBILE RECEIVABLES BACKED NT CL B 3.64% 11-15-2022	**	312,925		
PVTPL EXETER AUTOMOBILE RECEIVABLES SER 18-2A CL A BNDS 2.79% 07-15-2021	**	893,551		
PVTPL EXETER AUTOMOBILE RECEIVABLES TR 2017-1 CL B 144A 3.0% DUE 12-15-2021	**	204,595		
PVTPL EXETER AUTOMOBILE RECEIVABLES TRST SER 17-2A CLS B 2.82% 05-16-2022	**	323,563		
PVTPL EXETER AUTOMOBILE RECEIVABLESSER 17-2A CLS C 3.93% DUE 04-17-23 BEO	**	241,264		
PVTPL FEDERATION DES CAISSES DESJARDINS DU QUE 2.25% 10-30-2020	**	2,993,590		
PVTPL FEDERATION DES CAISSES DESJARDINS DU QUE FLTG 10-30-2020	**	2,514,212		
PVTPL FIRST FNDTN INC COM	**	101,208		
PVTPL FIRST INVS AUTO OWNER TR 2017-1A CL B 2.67% DUE 04-17-2023 BEO	**	140,960		
PVTPL FIRST INVS AUTO OWNER TR SER 17-2A CL A1 1.86% DUE 10-15-2021	**	80,831		
PVTPL FLAGSHIP CR AUTO TR SR 2018-4 CL A 3.41% 05-15-2023	**	3,123,414		
PVTPL FLAGSHIP CREDIT AUTO TRUST SER 17-4 CL A2.07% 144A 04-15-2022	**	821,882		
PVTPL FORD CR AUTO OWNER TR SER 2017-1 CL A 144A 2.62% 08-15-2028	**	11,827,368		
PVTPL FOREST LABS INC SR NT 4.875 DUE 02-15-2021 BEO	**	204,855		
PVTPL FORT CRE LLC 18-1A C FLTG 144A 12-21-2023	**	1,324,414		
PVTPL FR 2.5%042419 2.5% DUE 04-24-2019 BEO	**	856,270		
PVTPL FRESENIUS MED CARE US FIN II INC 5.625% 07-31-2019	**	1,719,145		
PVTPL FRESENIUS US FINANCE II INC 4.25 DUE 02-01-2021 BEO	**	400,660		
PVTPL GAIF BD ISSUER PTY LTD SR NT 144A 3.4% DUE 09-30-2026/09-30-2016 BEO	**	70,822		
PVTPL GALLATIN CLO IX 2018-1 LTD/GALLATIN CL SR SECD NT CL A FLTG DUE 01-21-2028	**	298,183		
PVTPL GDF SUEZ S A NT 2.875 DUE 10-10-2022 BEO	**	392,147		
PVTPL GEORGIA-PAC LLC SR NT 144A 2.539% DUE 11-15-2019/11-06-2014 BEO	**	198,485		
PVTPL GEORGIA-PACIFIC LLC 5.4% DUE 11-01-2020	**	2,072,348		
PVTPL GLENCORE FDG LLC GTD NT 144A 2.875% DUE 04-16-2020 BEO	**	267,440		
PVTPL GOODGREEN 2017-1 TR NT CL A 144A 3.74% DUE 10-15-2052 BEO	**	158,584		
PVTPL GOODGREEN 2017-2 NT CL A 144A 3.26% DUE 10-15-2053 BEO	**	315,151		
PVTPL GOODMAN US FIN THREE LLC 3.7% DUE 03-15-2028	**	1,435,212		
PVTPL GUARDIAN LIFE 3.4% DUE 04-25-2023	**	229,137		
PVTPL GUARDIAN LIFE 3.4% DUE 04-25-2023	**	383,555		
PVTPL HALCYON LN ADVISORS FDG 2015-2 LTD/HAL SR 15-2A CL A-R FLTG 07-25-2027	**	1,149,731		
PVTPL HALFMOON PARENT INC 3.4% 09-17-2021	**	718,362		
PVTPL HALFMOON PARENT INC 3.75% 07-15-2023	**	6,742,473		
PVTPL HALFMOON PARENT INC 4.125% 11-15-2025	**	559,212		
PVTPL HALFMOON PARENT INC 4.375% 10-15-2028	**	3,283,222		
PVTPL HARLEY-DAVIDSON FINL SVCS INC GTD 3.55% 05-21-2021	**	5,209,776		
PVTPL HARVEST OPERATIONS CORP 4.2% 06-01-2023	**	1,744,693		
PVTPL HEINEKEN N V SR NT 3.4 DUE 04-01-2022 BEO	**	60,101		
PVTPL HEINZ H J CO 4.875% DUE 02-15-2025	**	1,164,849		
PVTPL HERO FDG 2017-3 NT CL A2 3.95% 09-20-2048	**	1,031,271		
PVTPL HERO FDG SER 2017-1A NT CL A2 4.46% 09-20-2047 BEO	**	169,371		
PVTPL HSBC BK PLC SR NT 144A 4.125% DUE 08-12-2020 BEO	**	2,905,867		
PVTPL HSBC BK PLC SR NT 144A 4.75% DUE 01-19-2021 BEO	**	769,333		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL HUTCHISON WHAMPOA INTL 09 LTD GTD NT 144A 7.625% DUE 04-09-2019 BEO	**	9,904,545		
PVTPL HYUNDAI AUTO LEASE SECURITIZATION TR 201 NT CL A-2-A 144A 1.89	**	2,423,240		
PVTPL IBERDROLA FIN IRELAND LTD NT 144A 5% DUE 09-11-2019 BEO	**	403,782		
PVTPL ICG US CLO SER 15-2A CL AR FLTG 01-16-2028	**	594,570		
PVTPL IMPERIAL TOB FIN PLC 2.95% DUE 07-21-2020 BEO	**	2,068,637		
PVTPL IMPERIAL TOB FIN PLC 2.95% DUE 07-21-2020 BEO	**	3,743,247		
PVTPL IMPERIAL TOBBACCO FINANCE 3.75% 07-21-2022	**	1,587,117		
PVTPL ING BANK NV 2.45% 03-16-2020	**	198,088		
PVTPL ING BK N V 2.5% DUE 10-01-2019 BEO	**	527,589		
PVTPL ING BK N V NT 144A 1.65% DUE 08-15-2019 BEO	**	3,600,522		
PVTPL INTESA SANPAOLO S P A 144A BD 5.017% DUE 06-26-2024 REG	**	3,636,601		
PVTPL INTESA SANPAOLO S P A RCPTS CL X 144A 3.125% DUE 07-14-2022 BEO	**	1,201,996		
PVTPL INTESA SANPAOLO S P A RCPTS CL X 144A 3.875% DUE 07-14-2027 BEO	**	2,055,825		
PVTPL J G WENTWORTH XXII LLC 3.82 DUE 12-15-2048 BEO	**	1,280,475		
PVTPL J P MORGAN CHASE COML MTG SR 2011-CA-SB 3.7339% DUE 07-15-2046	**	1,679,407		
PVTPL J P MORGAN MTG SER 18-4 CL A1 VAR 10-25-2048	**	3,402,716		
PVTPL J P MORGAN MTG TR SER 18-3 CLS A1 FLTG 04-25-2018	**	8,421,954		
PVTPL JACKSON NATL LIFE FDG LLC 3.25% DUE 01-30-2024 BEO	**	34,318		
PVTPL JACKSON NATL LIFE FDG LLC TRANCHE SR 00412 FLTG 2.73631% 10-15-2020 REG	**	6,544,774		
PVTPL JACKSON NATL LIFE GLOBAL 2.25% 04-29-2021 REG	**	317,342		
PVTPL JACKSON NATL LIFE GLOBAL 2.6% DUE 12-09-2020	**	429,425		
PVTPL JACKSON NATL LIFE GLOBAL FDG 3.3% DUE 06-11-2021 BEO	**	6,996,395		
PVTPL JACKSON NATL LIFE GLOBAL FDG SECD FLTG 06-11-2021	**	5,805,654		
PVTPL JACKSON NATL LIFE GLOBAL FDG SECD FLTG 06-11-2021	**	1,987,492		
PVTPL JACKSON NATL LIFE GLOBAL FDG SECD MEDIUM 2.2% DUE 01-30-2020 REG	**	2,008,569		
PVTPL JAPAN FIN ORG MUNICIPAL 3.25% 04-24-2023	**	8,272,103		
PVTPL JAPAN FIN ORGANIZATION FOR MUNICIPALITIES 3.25% 09-27-2023	**	1,321,060		
PVTPL JFIN CLO 2014 LTD SER 2014-1A CL A-R FLTG 04-21-2025	**	1,567,570		
PVTPL KINDER MORGAN INC DEL SR NT 5 DUE 02-15-2021	**	512,258		
PVTPL KINDER MORGAN INC DEL SR NT 5 DUE 02-15-2021	**	614,709		
PVTPL LCM LTD PARTNERSHIP SR 20A CL AR FLTG 10-20-2027	**	2,978,159		
PVTPL LENDMARK FDG TR 2017-1A ASSET BACKED CTF CL A 2.83% 01-22-2024	**	132,211		
PVTPL LIBERTY MUT GROUP INC GTD SR NT 144A 4.25% DUE 06-15-2023 BEO	**	80,657		
PVTPL LIBERTY MUT GROUP INC GTD SR NT 144A 4.25% DUE 06-15-2023 BEO	**	6,049,296		
PVTPL LIBERTY MUT GROUP INC GTD SR NT 144A 5% DUE 06-01-2021 BEO	**	282,424		
PVTPL LIBERTY MUT GROUP INC SR NT 144A 4.95% DUE 05-01-2022 BEO	**	118,568		
PVTPL LIMEROCK CLO SER 2014-3A CL A1R FLTG DUE 10-20-2026	**	2,600,012		
PVTPL MACQUARIE BK LTD 2.6 DUE 06-24-2019 BEO	**	84,746		
PVTPL MACQUARIE GROUP LTD 144A 3.189% DUE 11-28-2023	**	528,629		
PVTPL MACQUARIE GROUP LTD SR 5.033% DUE 01-15-2030	**	295,628		
PVTPL MACQUARIE GROUP LTD SR MEDIUM 3.763% 11-28-2028	**	132,965		
PVTPL MADISON PK FDG XII LTD SER 14-12A CL A-R FLTG RATE 07-20-2026	**	2,130,241		
PVTPL MAGNETITE CLO LTD SR 15-12A CL ARR FLTG 10-15-2031	**	3,762,855		
PVTPL MAPLE ESCR 4.057% DUE 05-25-2023	**	2,321,936		
PVTPL MARATHON CLO X LTD SR 17-10A CL A-2 FLTG RT 11-15-2029 BEO	**	2,464,812		
PVTPL MARINER FIN ISSUANCE TR 2017-AA ASSET BACKED NT CL A 3.62% 02-20-2029	**	238,001		
PVTPL MARLETTE FDG TR SER 2017-1A CL A 2.61% 03-15-2028	**	307,139		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL MASSMUTUAL GLOBAL FDG 144A 2.35 DUE 04-09-2019	**	888,537		
PVTPL MASSMUTUAL GLOBAL FDG II 2.5 10-17-2022	**	192,934		
PVTPL MASSMUTUAL GLOBAL FDG II 2.5 10-17-2022	**	289,401		
PVTPL MASSMUTUAL GLOBAL FDG II MEDIUM TERM NTS 2.0% DUE 04-15-2021	**	194,732		
PVTPL MASSMUTUAL GLOBAL FDG II MEDIUM TERM NTS 2.95% 01-11-2025	**	480,156		
PVTPL MET LIFE GLOBAL FDG I MEDIUM TE TRANCHE # TR 00038 2% DUE 04-14-2020 BEO	**	887,133		
PVTPL METROPOLITAN LIFE GLOBAL FDG I TRANCHE # TR 00059 2.4% DUE 01-08-2021	**	393,909		
PVTPL METROPOLITAN LIFE GLOBAL TRANCHE #TR 00030 2.3% DUE 04-10-2019 BEO	**	3,444,121		
PVTPL MIDOCEAN CR CLO VII/MIDOCEAN CR CLO VI NT CL B FLTG 144A 3C7 07-15-2029	**	987,982		
PVTPL MIZUHO BK LTD 2.4% DUE 03-26-2020 BEO	**	1,683,391		
PVTPL MIZUHO BK LTD SR NT 2.45 DUE 04-16-2019 BEO	**	599,023		
PVTPL MONDELEZ INTL HLDGS NETH B V NT 144A 1.625 DUE 10-28-2019/10-28-2016 BEO	**	295,823		
PVTPL MONDELEZ INTL HLDGS NETH B V NT 144A 1.625 DUE 10-28-2019/10-28-2016 BEO	**	7,385,702		
PVTPL MONONGAHELA PWR CO 3.55% DUE 05-15-2027 BEO	**	5,192,829		
PVTPL MONROE CAP BSL CLO LTD SR 2015-1A CL B-R FLTG DUE 05-22-2027	**	5,926,299		
PVTPL MORGAN STANLEY TR 2012-IO REMIC PASSTHRU CTF CL AXA 1 03-27-2051	**	1,195		
PVTPL MOSAIC SOLAR LN TRUST SR 2018-2-GS CL A 4.2% DUE 02-20-2044	**	1,963,589		
PVTPL NARRAGANSETT ELEC CO SR NT 4.534% 03-15-2020	**	223,058		
PVTPL NATIONWIDE BLDG SOC 3.766% 03-08-2024	**	2,887,302		
PVTPL NATIONWIDE BLDG SOC MEDIUM TERM SR NTS B 2.35% DUE 01-21-2020 BEO	**	2,164,787		
PVTPL NATIONWIDE FINL SVCS INC SR NT 144A 5.375% DUE 03-25-2021 BEO	**	414,473		
PVTPL NAVIENT PVT ED REFI LN TR 2018-C NT CL A-2 3.52% DUE 06-16-2042	**	3,930,291		
PVTPL NAVIENT STUDENT LN SER 18-2A CL A1 FLTG 03-25-2067	**	1,628,615		
PVTPL NAVIENT STUDENT LN TR SR 2017-3 CL A-1 FLTG DUE 07-26-2066	**	983,499		
PVTPL NBCUNIVERSAL ENTERPRISE INC GTD SRNT 144A 1.974% DUE 04-15-2019 BEO	**	268,144		
PVTPL NELNET STUDENT LN TR SER 17-3A CL A FLTG 02-25-2066	**	8,007,315		
PVTPL NEUBERGER BERMAN LN SER 17-25A CL B FLTG 10-18-2029	**	3,431,712		
PVTPL NEW RESIDENTIAL MTG LN TR 2017-1 SER 17-1A CL A1 VAR 02-25-2057	**	3,320,315		
PVTPL NEW YORK LIFE GLOBAL 1.7% DUE 09-14-2021 BEO	**	3,136,850		
PVTPL NEW YORK LIFE GLOBAL FDG 2.35% 07-14-2026	**	41,284		
PVTPL NEW YORK ST ELEC & GAS CORP SR NT 144A 3.25% DUE 12-01-2026/11-29-2016 BEO	**	94,064		
PVTPL NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2017-1A CL A2 2.54% 04-18-2022	**	409,241		
PVTPL NISSAN MTR ACCEP CORP NT CL F 3.45% DUE 03-15-2023 BEO	**	220,450		
PVTPL NISSAN MTR ACCEP CORP NT CL F FLTG 03-15-2021	**	98,469		
PVTPL NISSAN MTR ACCEP CORP NT SER D 1.55% 09-13-2019	**	5,432,491		
PVTPL NISSAN MTR ACCEP CORP NT SER D 1.55% 09-13-2019	**	244,324		
PVTPL NORDEA BANK AG MEDIUM TERM NTS BOOK FLTG 05-29-2020	**	2,457,048		
PVTPL NUVEEN LLC 4.0% 11-01-2028	**	3,848,645		
PVTPL OCEAN TRAILS CLO IV/LLC 0% BDS SER 13-4A CL AR 08-13-2025	**	2,621,552		
PVTPL OCP OCP CLO LTD SR-14-5A CL-A1R VAR04-26-2031	**	1,774,631		
PVTPL OCWEN MASTER ADVANCE RECEIVABLES SER-18-T1 CL-AT1 3.3012% 08-15-2049 BEO	**	720,603		
PVTPL OCWEN MASTER ADVANCE RECEIVABLES TR SER-18-T2 CL-AT2 3.748% 08-15-2050	**	377,909		
PVTPL ONEMAIN DIRECT AUTO RECEIVABLES TST 18-1A A 3.43% 12-14-2024	**	13,642,524		
PVTPL ONEMAIN DIRECT AUTO RECEIVABLES TR2017- 2.16% DUE 10-15-2020 BEO	**	4,731,414		
PVTPL ONEMAIN FINANCIAL ISSUANCE TRUST SR 17-1A CL A2 FLTG 09-14-2023 BEO	**	7,717,610		
PVTPL ONEMAIN FINL ISSUANCE TR 2015-1 CL A 3.19% DUE 03-18-2026	**	97,114		
PVTPL ONEMAIN FINL ISSUANCE TR SER 2016-2 CL B 5.94% DUE 03-20-2028	**	645,665		

166

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL OSCAR US FDG TR II NT CL A-4 144A 2.44% DUE 06-15-2022 BEO	**	1,414,838		
PVTPL OSCAR US FDG VIII LLC NT CL A-2A 144A 3C7 2.91% DUE 04-12-2021 BEO	**	2,526,434		
PVTPL OVERSEA CHINESE BANKING FLTG 05-17-2021	**	299,651		
PVTPL OZLM LTD SER 14-7RA CL A2R FLTG 144A 07-17-2029	**	3,442,014		
PVTPL OZLM XII LTD/OZLM XII LLC SER-15-12A CL-A1R FLTG 04-30-2027 BEO	**	4,962,554		
PVTPL PALMER SQUARE CLO LTD SR 13-2A CL AARR VAR RT DUE 10-17-2031	**	2,970,808		
PVTPL PALMER SQUARE LN FDG 2018-4A LTD CL A-1 FLTG RT 11-15-2026	**	5,499,113		
PVTPL PARK AEROSPACE HLDGS LTD GTD 4.5% DUE 03-15-2023	**	280,500		
PVTPL PENNSYLVANIA HIGHER ED ASSISTANCE A VAR RT DUE 11-25-2065	**	257,125		
PVTPL PENNSYLVANIA HIGHER ED ASSISTANCE A VAR RT DUE 11-25-2065	**	1,735,595		
PVTPL PENSKE TRUCK LEASING CO L P/PTL 144A 4.2 04-01-2027/03-20-2017	**	88,014		
PVTPL PENSKE TRUCK LEASING CO L P/PTL 3.95%03-10-2025	**	1,077,585		
PVTPL PENSKE TRUCK LEASING CO LP/PTL FINSR NT 4.875% DUE 07-11-2022 BEO	**	103,536		
PVTPL PENSKE TRUCK LEASING CO LP/PTL FINSR NT 4.875% DUE 07-11-2022 BEO	**	4,151,782		
PVTPL PERNOD RICARD SA 4.45 DUE 01-15-2022	**	2,192,899		
PVTPL PFS FING CORP 2017-AA PREM FIN ASSET BKD NT CL A FLTG RT 03-15-2021	**	9,439,084		
PVTPL PPIB CAP INC C 2.75% 11-02-2027	**	1,217,961		
PVTPL PRESTIGE AUTO RECEIVABLES TR 2018-1 NT CL A-3 144A 3.29	**	479,992		
PVTPL PRESTIGE AUTO RECEIVABLES TR 2018-1 NT CL B 144A 3.54 DUE 03-15-2023	**	1,102,993		
PVTPL PRICOA GLOBAL FDG I 2.45% DUE 09-21-2022	**	144,971		
PVTPL PRICOA GLOBAL FDG I 2.45% DUE 09-21-2022	**	4,769,529		
PVTPL PRICOA GLOBAL FDG I 2.55% 11-24-2020	**	770,112		
PVTPL PRICOA GLOBAL FUNDING 1 2.2% DUE 06-03-2021	**	292,667		
PVTPL PROGRESS RESIDENTIAL TRUST SER 2017-SFR2 CL C 3.395% 12-17-2034	**	583,611		
PVTPL PROGRESS RESIDENTIAL TRUST SER 2018-SFR3 CL A 3.88% DUE 10-17-2035 BEO	**	810,537		
PVTPL PROSPER MARKETPLACE ISSUANCE T SER 17-3A CL A 2.54% 11-15-2023	**	77,985		
PVTPL PROSPER MARKETPLACE ISSUANCE TRUST SER 17-2A CL A 2.41% 09-15-2023	**	10,524		
PVTPL PT INDONESIA ASAHAN ALUMINIUM PERSERO 5.71% DUE 11-15-2023 BEO	**	203,508		
PVTPL PURCHASING PWR SER 18-A CL A 3.34% 08-15-2022	**	1,355,959		
PVTPL QATAR ST 4.5% 04-23-2028	**	3,026,875		
PVTPL QATAR ST 4.5% 04-23-2028	**	1,899,625		
PVTPL RABOBANK NEDERLAND GLOBAL MEDIUM 3.875% 09-26-2023	**	421,453		
PVTPL RECKITT BENCKISER TREAS SVCS PLC 2.375% DUE 06-24-2022	**	480,233		
PVTPL RECKITT BENCKISER TREAS SVCS PLC 2.375% DUE 06-24-2022	**	288,140		
PVTPL RECKITT BENCKISER TREAS SVCS PLC FLTG DUE 06-24-2022	**	687,786		
PVTPL REGATTA VIII FUNDING LTD SER 17-1A CL B FLT 10-17-2030	**	1,030,241		
PVTPL RELIANCE STD LIFE GLOBAL FDG II MED TERM 2.5% DUE 01-15-2020 BEO	**	777,495		
PVTPL RENEW 2017-1 FDG NT CL A 144A 3.67000007629% DUE 09-20-2052 BEO	**	71,309		
PVTPL RESIMAC SR 18-1NCA CL A1 VAR RT 12-16-2059	**	441,525		
PVTPL ROLLS-ROYCE 3.625% DUE 10-14-2025	**	1,245,754		
PVTPL ROLLS-ROYCE PLC GTD NT 144A 2.375%DUE 10-14-2020/10-14-2015 BEO	**	3,330,004		
PVTPL SANDS CHINA LTD 4.6% DUE 08-08-2023	**	1,688,746		
PVTPL SANDS CHINA LTD 4.6% DUE 08-08-2023	**	605,962		
PVTPL SANDS CHINA LTD 5.125% DUE 08-08-2025 BEO	**	198,050		
PVTPL SANDS CHINA LTD 5.125% DUE 08-08-2025 BEO	**	990,250		
PVTPL SANTANDER RETAIL AUTO LEASE TR 2017-A CL A-4 2.72% DUE 01-20-2022	**	1,286,494		
PVTPL SANTANDER RETAIL AUTO LEASE TR SE 2018-A CL A-3 2.93% DUE 05-20-2021	**	558,296		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL SANTANDER RETAIL AUTO LEASE TR SE 2018-A CL A-3 2.93% DUE 05-20-2021	**	398,497		
PVTPL SANTANDER RETAIL AUTO LEASE TR SER 17-A CL A3 2.22% 01-20-2021	**	2,737,269		
PVTPL SCHLUMBERGER FIN CDA LTD SCHLUMBERGER 2.2% DUE 11-20-2020 BEO	**	2,785,114		
PVTPL SCHLUMBERGER INVT SA 2.4 DUE 08-01-2022/07-31-2012 BEO	**	144,033		
PVTPL SCHLUMBERGER INVT SA 2.4 DUE 08-01-2022/07-31-2012 BEO	**	2,760,630		
PVTPL SCHLUMBERGER INVT SA GTD SR NT 144A 3.3% DUE 09-14-2021/09-14-2011 BEO	**	300,726		
PVTPL SCLP SER 2017-4 CL A 2.5% 06-25-2026	**	859,274		
PVTPL SIEMENS FINANCIERINGSMAAT 3.125% DUE 03-16-2024	**	489,783		
PVTPL SIEMENS FINANCIERINGSMAT 2.2% DUE 03-16-2020	**	3,956,428		
PVTPL SIERRA RECEIVABLES FUNDING CO LLC SR 18-2A CL A 3.5% 144A 06-20-2035	**	4,978,136		
PVTPL SKANDINAVISKA ENSKILDA 2.375 DUE 03-25-2019 BEO	**	249,539		
PVTPL SLM STUD LN TR 2004-3 STUD LN BKD NT CL 144A A-6B VAR RT DUE 10-25-2064	**	5,012,385		
PVTPL SLM STUD LN TR 2007-1 AST BACKED NT CL A-5A VAR RT DUE 01-26-2026 REG	**	869,563		
PVTPL SLM STUDENT LN TR 2003-10 STUDENT LN BKD CTF CL A-3 FLTG12-15-2027	**	3,029,104		
PVTPL SMB PRIVATE ED LN TR 2017-A CL A1 1.23% DUE 06-17-2024	**	614,506		
PVTPL SMB PVT ED LN TR 2016-B LN BACKED NT CL A-2A 144A 2.43 DUE 02-17-2032 BEO	**	2,874,717		
PVTPL SMBC AVIATION CAP FIN DAC GTD SR NT 144A 2.65% DUE 07-15-2021 BEO	**	291,992		
PVTPL SMBC AVIATION CAP FIN DAC GTD SR NT 144A 3% DUE 07-15-2022 BEO	**	291,031		
PVTPL SMITHFIELD FOODS INC 2.7% 01-31-2020	**	295,938		
PVTPL SOCIAL PROFESSIONAL LOAN PROGRAM LL SER 18-A CL A2A 2.39% DUE 02-25-2042	**	84,630		
PVTPL SOCIETE GENERALE 4.25% 09-14-2023	**	1,787,645		
PVTPL SOCIETE GENERALE 4.25% 09-14-2023	**	297,941		
PVTPL SOFI PROFESSIONAL LN PROGRAM 2016-F LLC CL A-2 3.02% DUE 02-25-2040	**	870,459		
PVTPL SOFI PROFESSIONAL LN PROGRAM 2018-D CL A-1FX 3.12% 02-25-2048	**	7,271,014		
PVTPL SOFI PROFESSIONAL LN PROGRAM SER 144A CL A-1FX 2.05% 01-25-2041	**	327,153		
PVTPL SOUTHERN NAT GAS CO L L C 03-15-2047	**	69,418		
PVTPL SP POWERASSETS LTD GLOBAL MEDIUM TERM NT 3% DUE 09-26-2027 BEO	**	1,960,714		
PVTPL SPRINGCASTLE AMER FDG LLC ABS NT 2016-A CL A 3.05% 04-25-2029	**	3,381,153		
PVTPL SPRINGLEAF FDG TR 2015-A AST BACKED NT CL A 144A 3.16 DUE 11-15-2024 BEO	**	1,881,782		
PVTPL SPRINT NEXTEL CORP FORMERLY SPRINTCORP GTD NT 7 DUE 03-01-2020 BEO	**	205,000		
PVTPL SPRINT SPECTRUM /SPRINT 5.152% 03-20-2028	**	982,500		
PVTPL STADSHYPOTEK AB PUBL MEDIUM TERM NTS BOO # TR 3 1.875 10-02-2019	**	496,107		
PVTPL STATE OF QATAR 3.875% DUE 04-23-2023 REG	**	1,719,261		
PVTPL STATE OF QATAR 3.875% DUE 04-23-2023 REG	**	915,254		
PVTPL SUMITOMO MITSUI TR BK LTD FLTG 09-19-2019	**	400,163		
PVTPL SUNTORY HLDGS LTD SR NT 144A 2.55%DUE 09-29-2019 BEO	**	297,999		
PVTPL SWISS RE TREAS US CORP SR NT 144A 2.875% DUE 12-06-2022 BEO	**	3,007,654		
PVTPL SYNGENTA FIN N V GTD SR NT 3.933% 04-23-2021 BEO	**	197,267		
PVTPL SYNGENTA FIN N V GTD SR NT 3.933% 04-23-2021 BEO	**	5,188,127		
PVTPL TELSTRA CORP LTD SR NT 144A 4.8% DUE 10-12-2021 BEO	**	727,291		
PVTPL TENCENT HLDGS LTD NTS 3.375 DUE 05-02-2019	**	3,679,828		
PVTPL TESLA AUTO LEASE TR SER 18-B CL A 3.71% 08-20-2021	**	370,885		
PVTPL TESLA AUTO LEASE TR SER 18-B CL A 3.71% 08-20-2021	**	5,183,364		
PVTPL THL CR WIND RIV CLO LTD SR 18-2A CL A2 FLTG RATE 07-15-2030	**	1,999,419		
PVTPL TOWD PT MTG TR 2017-4 NT CL A1 144A VAR RT DUE 06-25-2057 BEO	**	5,356,967		
PVTPL TOYOTA AUTO RECEIVABLES 2018-D OWNER TR 3.3% DUE 02-15-2024 REG	**	9,900,343		
PVTPL TRAFIGURA SECURITISATION FIN PLC SER 18-1A CLASS A2 3.73% DUE 03-15-2022	**	2,371,770		

168

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
PVTPL TRALEE CDO LTD SER 18-5A CL A1 FLTG 10-20-2028 BEO	**	4,069,483		
PVTPL TRALEE CDO LTD SR 18-5A CL B FLTG 10-20-2028	**	1,195,151		
PVTPL TRANCHE # SR 7 2% DUE 04-12-2019 BEO	**	12,014,623		
PVTPL TRANCHE # TR 6 1.65% DUE 09-06-2019 REG	**	491,997		
PVTPL TRANS-ALLEGHENY INTST LINE CO 3.85% NTS 06-01-2025	**	1,991,540		
PVTPL UBS AG LONDON BRH 2.45% 12-01-2020	**	196,263		
PVTPL UBS AG LONDON BRH 2.45% 12-01-2020	**	196,263		
PVTPL UBS AG LONDON BRH SR NT FLTG RATE DUE 06-08-2020	**	1,799,014		
PVTPL UBS GROUP FDG JERSEY LTD SR NT FLTG 144A 4.26625% DUE 02-01-2022 BEO	**	201,946		
PVTPL UBS GROUP FDG SWITZ AG SR 4.253% DUE 03-23-2028	**	7,824,219		
PVTPL UBS GROUP FUNDING (SWITZERLAND) 2.65% 02-01-2022 BEO	**	387,150		
PVTPL UBS GROUP FUNDING (SWITZERLAND) 2.65% 02-01-2022 BEO	**	2,311,288		
PVTPL UBS GROUP FUNDING (SWITZERLAND) AG3.0% DUE 04-15-2021 BEO	**	496,133		
PVTPL UBS GROUP FUNDING 4.125% 09-24-2025 BEO	**	597,781		
PVTPL UBS GROUP FUNDING 4.125% 09-24-2025 BEO	**	2,963,998		
PVTPL UNITED AUTO CREDIT SECURITIZATION TRUST SER 18-2 CL B 3.56% 08-10-2022	**	630,948		
PVTPL UPGRADE RECEIVABLES TRUST SER 18-1A CL A 3.79% DUE 11-15-2024 BEO	**	338,223		
PVTPL UPSTART SECURITIZATION TR 2017-1 SR 17-1 CL A 2.639% 06/20/2024	**	11,340		
PVTPL VENTURE CDO LTD SER 18-34A CL A 144A FLTG 10-15-2031	**	1,386,987		
PVTPL VENTURE CDO LTD SR 14-17A CL ARR FLTG 04-15-2027	**	98,516		
PVTPL VERICREST OPPORTUNITY LOAN TRANSFEREE SER 17-NP11 CL A1 STEP UP 10-25-2047	**	422,635		
PVTPL VERIZON OWNER TR 2016-1 ASSET BACKED NT CL A 144A 1.42% DUE 01-20-2021	**	110,847		
PVTPL VERIZON OWNER TR 2016-1 ASSET BACKED NT CL A 144A 1.42% DUE 01-20-2021	**	134,880		
PVTPL VERIZON OWNER TR 2017-2 CL A 1.92% 12-20-2021 BEO	**	314,745		
PVTPL VERIZON OWNER TR 2017-3 CL A-1A 2.06% 04-20-2022	**	383,334		
PVTPL VERIZON OWNER TR 2017-3 CL A-1A 2.06% 04-20-2022	**	1,187,546		
PVTPL VERIZON OWNER TR SER 18-1A CL A-1A 2.82% 09-20-2022	**	1,414,916		
PVTPL VERIZON OWNER TR SER 18-1A CL A-1A 2.82% 09-20-2022	**	1,446,824		
PVTPL VOLKSWAGEN GROUP AMER FIN LLC FLTG RT 11-12-2021 BEO	**	1,287,280		
PVTPL VOLKSWAGEN GROUP AMER FIN LLC GTD NT 2.125 DUE 05-23-2019	**	298,537		
PVTPL VOLKSWAGEN GROUP AMER FLTG RATE 3.875% DUE 11-13-2020	**	2,321,270		
PVTPL VOLKSWAGEN INTL FIN N V GTD NT 144A 3C7 4 DUE 08-12-2020 BEO	**	402,580		
PVTPL VOLT LX LLC ASSET BACKED NT SER 17-NPL7 CL A1 STEP 04-25-2059	**	71,099		
PVTPL VOLVO FINL EQUIP LLC SER 17-1A CL A4 144A 2.21% 11-15-2021 BEO	**	2,568,605		
PVTPL VOYA CLO LTD SER 18-3A CL A1A FLTG 10-15-2031	**	1,732,260		
PVTPL WELLFLEET CLO LTDSER 15-1A CL A1R FLTG 10-20-2027	**	6,997,444		
PVTPL WESTJET AIRLS LTD WESTJET AIRLS 3.5% DUE 06-16-2021/06-16-2016 BEO	**	495,649		
PVTPL WESTROCK CO 3.75% 03-15-2025	**	3,252,827		
PVTPL WESTROCK CO 4.65% DUE 03-15-2026 BEO	**	1,827,506		
PVTPL WHITEHORSE XII LTD/WHITEHORSE XII LLC SR 18-12A CL A FLTG 10-15-2031	**	2,379,116		
PVTPL WOOLWORTHS LTD NT 144A 4.55% DUE 04-12-2021 BEO	**	306,079		
PVTPL WRIGLEY WM JR CO NT 2.9 DUE 10-21-2019	**	2,855,733		
PVTPL ZF NORTH AMER CAP INC NT 144A 4% DUE 04-29-2020 BEO	**	2,339,345		
PVTPLSOUND PT CLO IX LTD SER 2015-2A CL A-R FLTG 07-20-2027	**	4,961,811		
PVTPLVOLKSWAGEN GROUP AMER FIN LLC GTD NT FLTG 11-13-2020	**	3,530,126		
PYXUS INTL INC COM	**	19,937		
Q2 HLDGS INC COM	**	1,536,050		

169

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
QAD INC CL A STOCK	**	177,103		
QATAR ISLAMIC BANK QAR10	**	21,790		
QATAR NATIONAL BK QAR10	**	461,681		
QATAR(STATE OF) 2.375% SNR 02/06/2021 USD	**	35,428,216		
QCR HLDGS INC COM	**	211,987		
QEP RES INC COM STK	**	222,340		
QGEP PARTICIPACOES SA	**	181,929		
QIAGEN NV EUR0.01	**	2,354,791		
QIAGEN NV EUR0.01	**	460,080		
QISDA CORPORATION TWD10	**	61,708		
QTS RLTY TR INC COM CL A COM CL A	**	99,109		
QUAD / GRAPHICS INC COM STK	**	57,781		
QUAKER CHEM CORP COM	**	2,445,290		
QUALCOMM INC 2.6% DUE 01-30-2023	**	2,458,735		
QUALCOMM INC 2.9% DUE 05-20-2024	**	142,830		
QUALCOMM INC 3.45% DUE 05-20-2025	**	9,525,117		
QUALCOMM INC FIXED 3% DUE 05-20-2022	**	9,552,727		
QUALYS INC COM USD0.001	**	4,570,351		
QUANEX BLDG PRODS CORP COM STK	**	50,147		
QUANTA SVCS INC COM	**	1,660,918		
QUANTENNA COMMUNICATIONS INC COM	**	427,128		
QUANTUM CORP COM NEW COM NEW	**	27,186		
QUE PROV CDA MEDIUM TERM NTS BOOK ENT TRANCHE # TR 00050 7.14 2-27-26	**	1,421,183		
QUEBEC PROV CDA 2.75% DUE 04-12-2027 BEO	**	884,889		
QUEBEC PROV CDA GLOBAL NT 2.625% DUE 02-13-2023 BEO	**	4,966,814		
QUEBEC PROV CDA PROVINCE OF QUEBEC 2.5% 04-20-2026 REG 2.5% DUE 04-20-2026 REG	**	14,031,288		
QUEBEC(PROV OF) 4.25% SNR MTN 01/12/21 CAD	**	77,416		
QUEBECOR INC CLASS'B'SUB-VTG NPV	**	294,597		
QUEST DIAGNOSTICS 2.5% DUE 03-30-2020	**	703,520		
QUINSTREET INC COM STK	**	669,666		
QUINTANA ENERGY SVCS INC COM	**	5,107		
QUORUM HEALTH CORP COM	**	9,202		
QVC INC 3.125% DUE 04-01-2019	**	1,795,898		
QVC INC 4.85% DUE 04-01-2024	**	10,629,751		
RA PHARMACEUTICALS INC COM	**	198,507		
RABOBANK NEDERLAND 4.5 DUE 01-11-2021	**	2,958,028		
RABOBANK NEDERLAND 5.5%-FRN SUB PERP EUR200000	**	821,711		
RABOBANK NEDERLAND 6.875% SNR MTN 19/03/20 EUR	**	1,483,436		
RABOBANK NEDERLAND TRANCHE # TR 00078 3.95% BD DUE 11-09-2022 REG	**	398,695		
RAC BOND CO PLC 4.565%-VAR 06/05/2046 GBP	**	1,003,163		
RADIAN GROUP INC COM	**	3,095,492		
RADIANT LOGISTICS INC COM STK	**	52,012		
RADIANT OPTO-ELECT TWD10	**	366,063		
RADIUS HEALTH INC COM NEW COM NEW	**	157,480		
RADNET INC COM STK	**	324,026		
RAFAEL HOLDINGS INC COM USD0.01 CLASS B WI	**	18,295		
RALPH LAUREN CORP 2.625% DUE 08-18-2020	**	3,190,293		

170

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
RAMBUS INC DEL COM	**	101,037		
RAND MERCHANT INSURANCE HLDGS LTD	**	35,077		
RANDON SA IMPLEMEN PRF NPV	**	71,743		
RANDSTAD N.V. EUR0.10	**	3,541,335		
RANGE RES CORP COM	**	1,739,692		
RAPID7 INC COM	**	807,885		
RAS AL KHAIMAH AED1	**	89,191		
RAYMOND JAMES FNCL INC COM STK	**	150,531		
RAYONIER ADVANCED MATLS INC COM	**	92,293		
RAYTHEON CO 2.5 DUE 12-15-2022	**	116,941		
RAYTHEON CO 3.125% DUE 10-15-2020	**	842,616		
RAYTHEON CO 4.4% DUE 02-15-2020	**	187,755		
RBB BANCORP COM NPV	**	51,954		
RCI HOSPITALITY HLDGS INC COM	**	22,888		
RE/MAX HLDGS INC CL A CL A	**	51,353		
REA GROUP LIMITED NPV	**	129,215		
READING INTL INC CL A CL A	**	48,985		
REALKREDIT DANMARK 1% CVD BDS 01/01/19 DKK0.01	**	3,025,543		
REALKREDIT DANMARK 2% SNR SEC 01/10/47 DKK0.01	**	2,391,210		
REALKREDIT DANMARK 2.5% DUE 01/10/2047	**	4		
REALKREDIT DANMARK BNDS 2.5% CVD BDS 01/10/2037	**	182,528		
REALNETWORKS INC COM NEW	**	8,286		
REALOGY HLDGS CORP COM	**	229,889		
REALPAGE INC COM STK	**	310,295		
REALTEK SEMICOND TWD10	**	128,865		
REALTY INCOME CORP 3% DUE 01-15-2027	**	21,384		
REALTY INCOME CORP 3.65% 01-15-2028	**	242,270		
REALTY INCOME CORP 3.875% DUE 07-15-2024	**	115,192		
REALTY INCOME CORP 5.75% DUE 01-15-2021	**	197,685		
RECKITT BENCK GRP ORD GBP0.10	**	5,584,941		
RECKITT BENCKISER 2.75% DUE 06-26-2024	**	378,047		
RED ELECTRICA CORP EUR0.5	**	106,414		
RED HAT INC COM	**	7,675,995		
RED LIONS HOTELS CORP COM	**	22,165		
RED ROBIN GOURMET BURGERS INC COM	**	32,385		
REDEFINE PROPS LTD NPV (POST CONVERSION)	**	127,573		
REDROW ORD GBP0.10	**	853,355		
REDWOOD TR INC COM	**	732,643		
REGAL BELOIT CORP COM	**	459,458		
REGENCY ENERGY 5% DUE 10-01-2022	**	306,162		
REGENCY ENERGY PARTNERS 5.75 DUE 09-01-2020 REG	**	102,629		
REGENXBIO INC COM	**	73,454		
REGIONAL MGMT CORP COM STK	**	36,772		
REGIONS BK BIRMINGHAM ALA 2.75% 04-01-2021	**	245,878		
REGIONS BK BIRMINGHAM ALA 2.75% 04-01-2021	**	491,756		
REGIONS FINL CORP 3.2% DUE 02-08-2021	**	496,802		
REGIONS FINL CORP 3.8% DUE 08-14-2023	**	50,089		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
REGIONS FINL CORP FIXED 2.75% DUE 08-14-2022	**	3,646,868		
REGIS CORP MINN COM	**	152,753		
REINSURANCE GROUP AMER INC COM NEW STK	**	2,459,915		
RELIANCE INDS GDR REP 2 ORD INR10 (144A)	**	1,017,512		
RELIANCE INDS INR10(100%DEMAT)	**	249,336		
RELIANCE INFRASTRU INR10	**	97,553		
RELIANCE STD LIFE 3.85% DUE 09-19-2023	**	378,147		
RELIANCE STL & ALUM CO COM	**	1,407,743		
RELX PLC ORD GBP0.1444	**	4,016,308		
RELX PLC	**	2,655,737		
REMGRO NPV	**	102,426		
RENAISSANCE RE HLDGS LTD COM	**	2,049,487		
RENASANT CORP COM	**	2,355,881		
RENAULT SA EUR3.81	**	103,827		
RENB ENERGY GROUP INC COM STK	**	798,139		
RENT A CTR INC NEW COM	**	169,995		
REORG ACCESS NATL STOCK MERGER UNION BANK 2W1ZA91 02-01-2019	**	33,062		
REORG/ GREEN BANCORP STOCK MERGER VERITEX HLDGS 2Z16AU1 01-02-2019	**	49,055		
REORG/ MICHAEL KORS NAME CHANGE WITH CUSIP CHANGE CAPRI 2U19A32 1-2-2019	**	318,149		
REORG/ STATE BK STOCK MERGER CADENCE BANCORPORATION 2F1MA62 01-02-2019	**	53,414		
REORG/ATHENAHEALTH INC COMMON STOCK CASH MERGER 02-12-2019	**	585,241		
REORG/BLACK BOX CORP CASH MERGER 01-08-2019	**	2,093		
REORG/BOJANGLES CASH MERGER 01-29-2019	**	93,843		
REORG/CELLDEX REVERSE SPLIT CELLDEX 2U1LA92 02-11-2019	**	1,904		
REORG/ELECTRO SCIENTIFIC INDS INC CASH MERGER 02-01-2019	**	150,279		
REORG/ENGILITY STOCK MERGER SCIENCE 2R1RAQ1 01-14-2019	**	115,348		
REORG/ESSENDANT INC CASH MERGER 02-01-2019	**	47,703		
REORG/FCB FINL STOCK MERGER SYNOVUS FINL 2W18AB1 01-02-2019	**	111,217		
REORG/GOVERNMENT PPTYS REVERSE SPLIT OFFICE PPTYS 2U1ZA82 01-02-2018	**	66,254		
REORG/GUARANTY BANCORP STOCK MERGER INDEPENDENT BK 2N1QAR1 01-03-2019	**	26,021		
REORG/HORTONWORKS STOCK MERGER CLOUDERA INC 2H1XAZ2 01-04-2019	**	342,807		
REORG/PLATFORM NAME CHANGE AND CUSIP CHANGE ELEMENT 2U1DAU2 02-01-2019	**	399,451		
REORG/SCORPIO REVERSE SPLIT SCORPIO 2U13A22 01-18-2019	**	105,058		
REORG/SELECT INCOME STOCK MERGER GOVERNMENT PPTYS 2052656 01-02-2019	**	45,529		
REORG/TESARO CASH MERGER 01-23-2019	**	91,996		
REORG/WILDHORSE RESOURCE STOCK MERGER CHESAPEAKE 2128467 02-01-2019	**	2,697,056		
REP 1ST BANCORP INC COM	**	48,303		
REP BANCORP INC KY CDT-CL A COM STK	**	121,039		
REP OF INDONESIA 2.625% 14/06/2023	**	119,243		
REP OF PERU T-BOND 6.35% 12/08/2028	**	1,956,438		
REP SVCS INC NT 5.25 DUE 11-15-2021	**	6,986,701		
REPLIGEN CORP COM STK USD0.01	**	3,796,225		
REPUBLIC OF ARGENTINA 6.25% 04-22-2019	**	1,613,616		
REPUBLIC OF INDONESIA 4.1% 24/04/2028	**	681,915		
REPUBLIC OF TURKEY TNOTE 7.25% DUE 12-23-2023	**	513,266		
REPUBLIC SVCS INC 3.2% DUE 03-15-2025	**	2,221,905		
REPUBLIC SVCS INC 5.5% DUE 09-15-2019	**	182,789		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
RESOLUTE FST PRODS INC COM	**	119,592		
RESOLUTION FDG CORP FED BOOK ENTRY PRIN 0 STRP 15/07/2020 USD1000 07-15-2020	**	1,921,026		
RESONA HOLDINGS NPV	**	1,546,396		
RESOURCES CONNECTION INC COM	**	70,830		
RESURS HOLDING AB NPV	**	140,528		
RETAIL OPPORTUNITY INVTS CORP COM STK	**	172,219		
RETAIL PPTYS AMER INC CL A	**	855,707		
RETAIL VALUE INC COM USD0.10	**	38,308		
RETROPHIN INC COM	**	71,873		
REV GROUP INC COM	**	58,736		
REX AMERICAN RESOURCES CORP	**	110,611		
REXFORD INDL RLTY INC COM	**	2,132,272		
REXNORD CORP COM USD0.01	**	197,531		
REYNOLDS AMERN INC 6.875% DUE 05-01-2020	**	520,286		
REYNOLDS AMERN INC 8.125% DUE 06-23-2019	**	3,254,336		
REYNOLDS AMERN INC FIXED 4.45% DUE 06-12-2025	**	1,856,152		
RF INDS LTD COM PAR $0.01 COM PAR $0.01	**	12,262		
RHYTHM PHARMACEUTICALS INC COM	**	112,520		
RIBBON COMMUNICATIONS INC COM STK USD0.0001	**	216,861		
RICE PK FING TR FLTG RT 4.625% DUE 10-31-2041	**	223,521		
RIGEL PHARMACEUTICALS INC COM NEW STK	**	81,986		
RIGNET INC COM	**	17,519		
RING ENERGY INC COM	**	43,561		
RINGCENTRAL INC CL A CL A	**	2,213,102		
RIO TINTO LIMITED NPV	**	379,850		
RIO TINTO ORD GBP0.10	**	6,385,613		
RIOCAN REAL ESTATE TRUST UNITS NPV	**	154,479		
RIPON MTGS PLC FRN 144A 20/08/2056	**	4,643,682		
RIVERVIEW BANCORP INC COM STK	**	28,465		
RLJ LODGING TR COM REIT	**	278,390		
RLTY INC CORP 3.25 DUE 10-15-2022	**	8,214,174		
RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A2A'	**	2,761,516		
RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A3A'	**	947,690		
RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBPREGS	**	1,484,182		
RMAC SECS NO 1 PLC FRN MTG 06/44 EUR REGS'A2C'	**	703,889		
RMB HLDGS ZAR0.01	**	212,846		
ROBINSON PCL THB3.55(NVDR)	**	31,357		
ROCHE HLDGS AG GENUSSCHEINE NPV	**	16,785,647		
ROCK-TENN CO 4.9% DUE 03-01-2022	**	334,483		
ROCKWELL AUTOMATION	**	94,953		
ROCKWELL COLLINS 3.2% DUE 03-15-2024	**	288,903		
ROCKWELL COLLINS 3.5% DUE 03-15-2027	**	281,606		
ROCKWELL COLLINS 5.25% DUE 07-15-2019	**	5,088,490		
ROCKY BRANDS INC COM STK	**	21,320		
ROGERS CABLE INC 8.75% DUE 05-01-2032	**	88,560		
ROGERS CORP COM	**	1,654,005		
ROKU INC COM CL A COM CL A	**	224,928		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ROLLS ROYCE HLDGS C SHS ENTITLEMENT (JAN2019	**	19,158		
ROLLS ROYCE HLDGS ORD GBP0.20	**	3,503,137		
ROMANIA(REP OF) 5.85% BDS 26/04/23	**	182,589		
RONSHINE CHINA HOL HKD0.00001	**	189,597		
ROPER TECHNOLOGIES , INC	**	144,720		
ROPER TECHNOLOGIES 2.8% DUE 12-15-2021	**	146,952		
ROPER TECHNOLOGIES 2.8% DUE 12-15-2021	**	1,347,059		
ROSETTA STONE INC COM	**	104,140		
ROSNEFT OIL CO GDR EACH REPR 1 ORD 'REGS'	**	115,121		
ROVIO ENTMNT OYJ	**	137,052		
ROWAN COMPANIES PLC	**	99,690		
ROYAL BANK OF CANADA 2.15% DUE 10-26-2020 BEO	**	1,275,109		
ROYAL BANK OF CANADA 4.65% DUE 01-27-2026 BEO	**	128,676		
ROYAL BK CDA 1.875% DUE 02-05-2020	**	791,662		
ROYAL BK CDA 2.125% DUE 03-02-2020	**	17,457,990		
ROYAL BK CDA 2.2% DUE 09-23-2019	**	19,294,309		
ROYAL BK CDA 2.3% DUE 03-22-2021	**	295,865		
ROYAL BK CDA 2.3% DUE 03-22-2021	**	6,961,706		
ROYAL BK CDA 3.7% DUE 10-05-2023	**	251,003		
ROYAL BK CDA FLTG RT DUE 10-05-2023	**	1,294,214		
ROYAL BK CDA GLOBAL MEDIUM TERM 3.2% 04-30-2021	**	10,113,958		
ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTFLTG 04-30-2021 BEO	**	5,461,667		
ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTFLTG 04-30-2021 BEO	**	2,667,447		
ROYAL BK OF CANADA COM NPV	**	130,124		
ROYAL BK SCOT GRP 2%-FR SNR EMTN 08/03/23 EUR	**	1,722,363		
ROYAL BK SCOT GRP 8.625%-FRN PERP USD200000	**	622,500		
ROYAL BK SCOT GRP ORD GBP1	**	884,330		
ROYAL BK SCOTLAND 4.892% DUE 05-18-2029	**	6,004,101		
ROYAL BK SCOTLAND 6.4% DUE 10-21-2019	**	6,268,252		
ROYAL BK SCOTLAND GROUP PLC 4.519% DUE 06-25-2024	**	883,107		
ROYAL BK SCOTLAND GROUP PLC 4.519% DUE 06-25-2024	**	2,453,075		
ROYAL BK SCOTLAND GRP PLC PERPETUAL SUB FLTG RT DUE 12-29-2049	**	2,277,000		
ROYAL CARIBBEAN CRUISES 2.65% 11-28-2020	**	245,414		
ROYAL DUTCH SHELL 'A'SHS EUR0.07(GBP)	**	3,882,227		
ROYAL DUTCH SHELL 'B'ORD EUR0.07	**	2,149,874		
ROYAL MAIL PLC ORD GBP0.01	**	222,809		
RPI GBP UK RPI/3.4% LCH_CSFBUS 15/06/2030 SWU0C8247	**	345		
RPI USD 1.6775%/US CPI LCH_CSFBUS 05-24-2021 SWU029980	**	15,236		
RPI USD US CPI/2.2425% LCH_CSFBUS 11-21-2026 SWU0C7835	**	57,063		
RPM INTL INC	**	1,587,060		
RPM INTL INC 6.125% DUE 10-15-2019	**	636,379		
RTI SURGICAL INC	**	42,091		
RTW RETAILWINDS INC RTW RETAILWINDS INC	**	29,053		
RUBICON PROJ INC COM	**	188,667		
RUDOPLH TECHNOLOGIES INC COM	**	80,897		
RUSH ENTERPRISES INC CL A CL A	**	516,338		
RYDER SYS INC COM	**	978,745		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
RYDER SYS INC MEDIUM TERM NTS 2.45 DUE 09-03-2019	**	298,451		
RYDER SYS INC MEDIUM TERM NTS 3.75% 06-09-2023	**	1,704,460		
RYDER SYS INC MEDIUM TERM NTS BOOK ENTRY2.875% DUE 09-01-2020	**	68,450		
RYDER SYS INC MEDIUM TERM NTS BOOK ENTRYTRANCHE # TR 00211 2.35 2-26-2019	**	219,747		
RYDER SYS INC MEDIUM TERM NTS BOOK ENTRYTRANCHE # TR 00218 3.45% DUE 11-15-2021	**	2,796,763		
RYDER SYS INC MEDIUM TERM NTS BOOK ENTRYTRANCHE # TR 00225 3.5% DUE 06-01-2021	**	250,323		
RYDER SYS INC MEDIUM TERM NTS BOOK ENTRYTRANCHE # TR 00225 3.5% DUE 06-01-2021	**	2,558,296		
RYDER SYS INC RYDER SYS INC MTN 2.5 DUE 09-01-2022 2.5 DUE 09-01-2022/08-08-2017	**	72,058		
RYDER SYS INC RYDER SYS INC MTN 2.8 DUE 03-01-2022 2.8 DUE 03-01-2022/02-24-2017	**	324,550		
RYDER SYSTEM INC 3.875% 12-01-2023	**	5,006,625		
RYMAN HOSPITALITY PPTYS INC COM	**	403,608		
RYOHIN KEIKAKU CO NPV	**	267,438		
S & T BANCORP INC COM STK	**	183,865		
S&P GLOBAL INC COM	**	5,629,093		
S&T HOLDINGS KRW500	**	30,042		
S&W SEED CO COM	**	7,470		
SABINE PASS 5.625% DUE 03-01-2025	**	4,153,840		
SABINE PASS LIQUEFACTION LLC SR SECD NT 5.625 DUE 02-01-2021	**	309,098		
SABINE PASS LIQUEFACTION LLC SR SECD NT 5.625 DUE 02-01-2021	**	3,894,640		
SABRA HEALTH CARE REIT INC COM	**	286,241		
SAFETY INS GROUP INC COM	**	174,092		
SAFRAN SA EUR0.20	**	1,042,101		
SAGA COMMUNICATIONS INC CL A NEW CL A NEW	**	17,014		
SAGE THERAPEUTICS INC COM	**	188,036		
SAIA INC COM STK	**	4,798,901		
SALEM MEDIA GROUP INC COM STK	**	3,641		
SALESFORCE COM INC 3.25% BNDS 04-11-2023	**	2,432,434		
SALESFORCE COM INC 3.7% DUE 04-11-2028	**	251,321		
SALESFORCE COM INC 3.7% DUE 04-11-2028	**	1,467,716		
SALESFORCE COM INC COM STK	**	19,985,019		
SALMAR ASA NOK0.25	**	451,397		
SALZGITTER AG ORD NPV	**	319,769		
SAM YOUNG ELECTNCS KRW500	**	49,012		
SAMCHULLY KRW5000	**	72,383		
SAMPO PLC SER'A'NPV	**	112,417		
SAMSUNG ELECTRONIC KRW100	**	8,373,674		
SAMSUNG ENGINEER KRW5000	**	584,106		
SAMSUNG SDI KRW5000	**	491,904		
SAMSUNG SDS CO LTD KRW500	**	424,988		
SAN DIEGO CALIF REDEV AGY SUCCESSOR AGY TX ALLOCATION 3.5 09-01-2028 BEO TAXABLE	**	1,323,390		
SANDERSON FARMS INC COM	**	377,798		
SANDFIRE RESOURCES NPV	**	547,425		
SANDRIDGE ENERGY INC SANDRIDGE ENERGY I COM USD0.001	**	48,590		
SANDVIK AB NPV	**	1,509,563		
SANDY SPRING BANCORP INC CMT-COM	**	1,863,194		
SANFILIPPO JOHN B & SON INC COM	**	45,641		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SANGAMO THERAPEUTICS INC COM	**	79,384		
SANKYU INC NPV	**	498,822		
SANMINA CORP COM	**	576,670		
SANOFI EUR2	**	1,207,411		
SANOFI INDIA LTD	**	226,022		
SANOFI SPONSORED ADR	**	6,433,362		
SANOMA OYJ NPV	**	557,774		
SANTANDER CONSUMER USA HLDGS INC COM	**	754,945		
SANTANDER DR AUTO 1.87% DUE 06-15-2021	**	782,154		
SANTANDER DR AUTO 2.08% DUE 02-16-2021	**	296,460		
SANTANDER DR AUTO 2.1% DUE 06-15-2021	**	216,555		
SANTANDER DR AUTO 2.1% DUE 11-16-2020	**	341,946		
SANTANDER DR AUTO 2.73% DUE 04-15-2021	**	2,442,918		
SANTANDER DR AUTO 3.03% DUE 02-15-2022	**	567,318		
SANTANDER DR AUTO 3.32% DUE 03-15-2024	**	624,753		
SANTANDER DR AUTO FIXED 2.79% DUE 08-15-2022	**	685,722		
SANTANDER DR AUTO FIXED 3.73% DUE 07-17-2023	**	85,548		
SANTANDER DR AUTO RECEIVABLES TR SER 17-1 CL D 3.17% 04-17-2023	**	371,766		
SANTANDER DRIVE AUTO RECEIVABLES TR SER 2017-1 NT CL C 2.58% DUE 05-16-2022	**	197,886		
SANTANDER DRIVE AUTO RECEIVABLES TRUST SER 16-3 CL B 1.89% 06-15-2021	**	570,351		
SANTANDER HLDGS 3.4% DUE 01-18-2023	**	652,561		
SANTANDER HLDGS 4.45% DUE 12-03-2021	**	9,735,810		
SANTANDER UK GROUP 2.875% DUE 08-05-2021	**	337,629		
SANTANDER UK GROUP 2.875% DUE 10-16-2020	**	2,063,363		
SANTANDER UK GROUP 2.875% DUE 10-16-2020	**	7,270,900		
SANTANDER UK GROUP 3.373% 01-05-2024	**	379,531		
SANTANDER UK GROUP 3.373% 01-05-2024	**	5,550,638		
SANTANDER UK GROUP 3.571% DUE 01-10-2023	**	3,101,286		
SANTANDER UK GROUP FLTG RT 4.796% DUE 11-15-2024	**	496,471		
SANTANDER UK GROUP HLDGS PLC 3.125% 01-08-2021	**	981,718		
SANTANDER UK GROUP HLDGS PLC 3.125% 01-08-2021	**	4,869,321		
SANTANDER UK PLC 2.35% DUE 09-10-2019	**	4,561,666		
SANTANDER UK PLC 2.35% DUE 09-10-2019	**	248,106		
SANTANDER UK PLC 2.375% DUE 03-16-2020	**	464,867		
SANTANDER UK PLC 2.5% DUE 03-14-2019	**	596,336		
SANTANDER UK PLC 2.5% DUE 03-14-2019	**	3,062,591		
SANTANDER UK PLC 3.4% DUE 06-01-2021	**	572,195		
SANY HEAVY EQUIPME HKD0.1	**	136,751		
SAO MARTINHO SA COM NPV	**	208,218		
SAP SE	**	11,962,515		
SAPIENS INTERNATIONAL CORP NV COM EUR0.01	**	14,891		
SAREPTA THERAPEUTICS INC COM	**	1,473,255		
SARTORIUS STEDIM B EUR0.20	**	203,902		
SAS AB COMSTK	**	222,942		
SASOL FING USA LLC 5.875% DUE 03-27-2024	**	1,596,624		
SASOL NPV	**	371,554		
SAUDI ARABIA (KINGDOM OF) 3.25% 26/10/26	**	187,461		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SAUDI ARABIA 2.375% SNR MTN 26/10/21 USD	**	3,472,780		
SAUDI ARABIA KINGDOM GLOBAL MEDIUM TERM TRANCHE # TR 4 2.875% 03-04-2023	**	1,730,243		
SAUDI ARABIA KINGDOM GLOBAL MEDIUM TERM TRANCHE # TR 5 3.625% DUE 03-04-2028 REG	**	851,139		
SAUDI ARABIA KINGDOM GLOBAL MEDIUM TERM TRANCHE # TR 5 3.625% DUE 03-04-2028 REG	**	40,665,530		
SAUDI ARABIA KINGDOM GLOBAL MEDIUM TERM TRANCHE # TR 7 4% DUE 04-17-2025 REG	**	991,174		
SAUDI ARABIA KINGDOM TRANCHE # TR 1 2.375% DUE 10-26-2021 REG	**	2,714,402		
SAUDI ARABIA KINGDOM TRANCHE # TR 2 3.25% DUE 10-26-2026 REG	**	186,987		
SAWAI PHARMACEUTICAL CO. LTD NPV	**	677,085		
SB ONE BANCORP COM	**	29,004		
SBERBANK OF RUSSIA SPON ADR	**	533,927		
SBM OFFSHORE NV EUR0.25	**	623,263		
SCA PROPERTY GROUP NPV (STAPLED)	**	805,327		
SCANDINAVIAN TOBAC DKK1	**	720,572		
SCANSOURCE INC COM	**	371,545		
SCENTRE GROUP	**	228,816		
SCENTRE GROUP TR 1 2.375% DUE 11-05-2019	**	356,534		
SCENTRE GROUP TR 1 FIXED 3.5% DUE 02-12-2025	**	24,219		
SCHAEFFLER AG NPV (NON VTG PRF SHS)	**	128,757		
SCHLUMBERGER HLDGS CORP 144A 3.0% 12-21-2020 BEO	**	15,058,333		
SCHLUMBERGER LTD COM COM	**	9,164,645		
SCHNEIDER ELECTRIC EUR4.00	**	8,185,444		
SCHNEIDER NATL INC WIS CL B CL B	**	215,956		
SCHNITZER STL INDS INC CL A	**	282,456		
SCHOLASTIC CORP COM	**	151,982		
SCHWAB CHARLES 3.2% DUE 01-25-2028	**	311,460		
SCHWAB CHARLES 3.2% DUE 03-02-2027	**	85,858		
SCHWAB CHARLES 3.225% DUE 09-01-2022	**	35,017		
SCHWAB CHARLES 3.25% DUE 05-21-2021	**	502,440		
SCHWAB CHARLES 3.85% DUE 05-21-2025	**	1,244,426		
SCHWAB CHARLES CORP COM NEW	**	21,119,209		
SCHWEITZER-MAUDUIT INTL INC COM	**	667,583		
SCI PHARMTECH INC TWD10	**	304,676		
SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001	**	645,281		
SCIENTIFIC GAMES CORP	**	193,354		
SCOR SE EUR7.876972	**	76,568		
SCORPIO BULKERS USD0.01 (POST REV SPLIT)	**	75,468		
SCRIPPS E W CO OHIO CL A NEW COM STK	**	93,892		
SCSK CORP NPV	**	49,193		
SEABOARD CORP DEL COM	**	329,035		
SEACHANGE INTL INC COM	**	63,577		
SEACOAST BKG CORP FLA COM NEW COM NEW	**	2,506,949		
SEACOR HLDGS INC COM	**	281,200		
SEACOR MARINE HLDGS INC COM	**	43,230		
SEARS HOMETOWN & OUTLET STORES INC COM COM	**	4,473		
SEASPINE HLDGS CORP COM	**	28,527		
SEATTLE GENETICS INC COM	**	623,373		
SEAWORLD ENTMT INC COM	**	354,522		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SEBANG GLOBAL BATT KRW500	**	90,635		
SECRETARIA TESOURO 0% T-BILL 01/04/19 BRL1000	**	86,422		
SELECT BANCORP INC NEW COM	**	167,291		
SELECT ENERGY SVCS INC CL A COM CL A COM	**	83,968		
SELECT INCOME REIT 3.6% DUE 02-01-2020	**	497,524		
SELECT INCOME REIT 3.6% DUE 02-01-2020	**	477,623		
SELECT INCOME REIT 4.15% DUE 02-01-2022	**	325,433		
SELECT MED HLDGS CORP COM	**	1,905,058		
SELECTIVE INS GROUP INC COM	**	3,132,864		
SEMAPA SOC INVEST NPV	**	223,326		
SEMBCORP INDUSTRIE NPV	**	29,071		
SEMEN INDONESIA PERSERO TBK PT	**	474,550		
SEMGROUP CORP CL A CL A	**	100,649		
SEMPRA ENERGY 1.625% DUE 10-07-2019	**	1,508,113		
SEMPRA ENERGY 1.625% DUE 10-07-2019	**	2,726,777		
SEMPRA ENERGY 2.4% DUE 02-01-2020	**	2,772,214		
SEMPRA ENERGY 2.4% DUE 03-15-2020	**	197,191		
SEMPRA ENERGY 4.05 SNR NTS DUE 12-01-2023	**	152,112		
SEMPRA ENERGY 6% DUE 10-15-2039	**	200,116		
SEMPRA ENERGY 9.8% DUE 02-15-2019	**	211,400		
SEMPRA ENERGY NT FLTG RATE 01-15-2021	**	7,452,701		
SEMPRA ENERGY NT FLTG RATE DUE 03-15-2021 REG	**	97,963		
SEMTECH CORP COM	**	3,081,914		
SENECA FOODS CORP NEW CL A	**	26,019		
SENIOR HOUSING PROPERTIE 3.25 05-01-2019	**	174,126		
SENIOR HSG PPTYS TR SH BEN INT SH BEN INT	**	270,779		
SENSATA TECHNOLOGIES B V HOLDING	**	154,563		
SENSIENT TECHNOLOGIES CORP COM	**	1,879,073		
SEO HAN CO COM	**	42,118		
SEOYON E-HWA CO LTD	**	33,980		
SERES THERAPEUTICS INC COM	**	57,851		
SERITAGE GROWTH PPTYS CL A	**	104,167		
SERVICENOW INC COM USD0.001	**	2,198,561		
SES FDR EACH REP 1 'A' NPV	**	1,048,243		
SEVEN & I HOLDINGS NPV	**	134,846		
SEVERSTAL PJSC GDR EACH REPR 1 ORD 'REGS'	**	730,152		
SFA ENGINEERING CO KRW500	**	15,517		
SG COML MTG SECS TR SER 2016-C5 CL A1 1.345% 10-10-2048	**	3,264,469		
SHANDONG WEIGAO GP 'H'CNY0.1	**	505,299		
SHELL INTL FIN B V 1.375% DUE 09-12-2019	**	3,743,868		
SHELL INTL FIN B V 1.875% DUE 05-10-2021	**	486,994		
SHELL INTL FIN B V 2.125% DUE 05-11-2020	**	2,396,392		
SHELL INTL FIN B V 2.25% DUE 11-10-2020	**	307,293		
SHELL INTL FIN B V 2.875% DUE 05-10-2026	**	164,975		
SHELL INTL FIN B V 4% DUE 05-10-2046	**	162,231		
SHELL INTL FIN B V 4.125% DUE 05-11-2035	**	155,816		
SHELL INTL FIN B V GTD NT 4.375 DUE 03-25-2020	**	406,900		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SHERWIN-WILLIAMS 2.25% DUE 05-15-2020	**	10,275,240		
SHERWIN-WILLIAMS 2.75% DUE 06-01-2022	**	3,872,040		
SHERWIN-WILLIAMS 3.45% DUE 06-01-2027	**	50,337		
SHERWIN-WILLIAMS CO COM	**	7,785,000		
SHERWIN-WILLIAMS FIXED 4.2% DUE 01-15-2022	**	405,201		
SHILOH INDS INC COM	**	22,078		
SHIMADZU CORP NPV	**	68,419		
SHIMAO PROPERTY HO HKD0.10	**	76,079		
SHIN KONG FINL HLD TWD10	**	486,006		
SHIN-ETSU CHEMICAL NPV	**	1,454,612		
SHINSEI BANK NPV	**	372,457		
SHINYOUNG SECUR KRW5000	**	44,198		
SHIONOGI & CO LTD NPV	**	1,059,296		
SHIP FINANCE INTERNATIONAL COMMON STK	**	209,873		
SHIRE ACQUISITIONS 1.9% DUE 09-23-2019	**	394,394		
SHIRE ACQUISITIONS 1.9% DUE 09-23-2019	**	6,980,781		
SHIRE ACQUISITIONS 2.4% DUE 09-23-2021	**	483,492		
SHIRE ACQUISITIONS 2.875% DUE 09-23-2023	**	63,336		
SHIRE ACQUISITIONS 2.875% DUE 09-23-2023	**	1,985,166		
SHIRE ACQUISITIONS 3.2% DUE 09-23-2026	**	3,800,672		
SHIRE PLC ORD GBP0.05	**	810,613		
SHISEIDO CO LTD NPV	**	1,297,320		
SHOE CARNIVAL INC COM	**	61,826		
SHOPIFY INC CL A SHOPIFY INC	**	234,119		
SHOPIFY INC COM NPV CL A	**	279,218		
SHOPRITE HLDGS LTD ZAR0.01134	**	200,989		
SHORE BANCSHARES INC COM	**	33,413		
SHORT SELL ADR ALIBABAGROUP HLDG LTD-SP A	**	1,625,376		
SHOWA DENKO KK NPV	**	714,982		
SHUTTERSTOCK INC COM	**	139,323		
SI FINL GROUP INC MD COM	**	27,573		
SIAMGAS AND PETROC THB1 (NVDR)	**	15,903		
SIEGFRIED HLDG AG CHF2 (REGD)	**	808,223		
SIEMENS FINANCIERINGSMAATSCHAPPIJ N V NT144A FLTG RATE DUE 09-13-2019 BEO	**	5,578,001		
SIEMENS HEALTHINEE NPV	**	139,569		
SIERRA BANCORP COM STK	**	92,371		
SIFCO INDS INC COM STK	**	1,766		
SIGNET JEWELERS LTD ORD USD0.18	**	13,725		
SIGNIFY NV EUR0.01	**	533,058		
SIKA AG -ORDSHR VOTING BO	**	2,413,880		
SILGAN HLDGS INC COM	**	1,522,758		
SILICON LABORATORIES INC COM	**	2,095,558		
SILTRONIC AG NPV	**	837,831		
SILVERBOW RESOURCES INC COM USD0.01	**	50,022		
SIME DARBY BHD MYR0.50	**	44,835		
SIMMONS 1ST NATL CORP CL A $0.01 PAR CL A $0.01 PAR	**	373,002		
SIMON PPTY GROUP L 2.5% DUE 09-01-2020	**	370,946		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SIMON PPTY GROUP L 2.5% DUE 09-01-2020	**	445,135		
SIMON PPTY GROUP L 3.375 DUE 03-15-2022	**	521,733		
SIMON PPTY GROUP L 3.375% DUE 12-01-2027	**	239,244		
SIMON PPTY GROUP L P NT 2.2 DUE 02-01-2019	**	558,476		
SIMPLO TECHNOLOGY TWD10	**	241,991		
SIMPSON MFG INC COM	**	2,166,120		
SINA CORPORATION COM STK USD0.133	**	48,383		
SINCLAIR BROADCAST GROUP INC CL A	**	120,084		
SINGAPORE EXCHANGE NPV	**	69,769		
SINGAPORE GOVERNMENT 2.125% 01/06/2026	**	520,131		
SINO BIOPHARMACEUT HKD0.025	**	1,393,579		
SINO LAND CO NPV	**	593,066		
SINOFERT HOLDINGS HKD0.1	**	31,497		
SINOPEC GROUP 2.75% DUE 04-10-2019	**	299,742		
SINOPEC 'H' CNY1	**	84,591		
SINOPEC S/PETROCHE 'H'CNY1	**	193,638		
SINOTRUK (HK) LTD NPV	**	377,541		
SITE CENTERS CORP	**	165,818		
SITEONE LANDSCAPE SUPPLY INC COM	**	1,974,908		
SJM HOLDINGS LTD. NPV	**	823,300		
SK HYNIX INC	**	2,036,043		
SKAND ENSKILDA BKN 1.5% SNR SEC 15/12/2021 SEK	**	408,972		
SKAND ENSKILDA BKN SER'A'NPV	**	281,277		
SKANDINAVISKA 2.625% DUE 11-17-2020	**	246,536		
SKANDINAVISKA ENSKILDA BANKEN MEDIUM TERTRANCHE # TR 00008 VAR RT DUE 05-17-2021	**	7,521,576		
SKANDINAVISKA FIXED 2.3% DUE 03-11-2020	**	354,748		
SKANDINAVISKA FIXED 2.3% DUE 03-11-2020	**	4,601,673		
SKECHERS U S A INC CL A CL A ISIN #US8305661055	**	250,737		
SKY NETWORK TELEVI NPV	**	285,936		
SKYLINE CHAMPION CORPORATION COM USD0.0277	**	861,950		
SKYWEST INC COM	**	386,800		
SL GREEN OPER 3.25% DUE 10-15-2022	**	193,240		
SL GREEN RLTY CORP COM STK	**	327,945		
SLC AGRICOLA SA COM NPV	**	260,979		
SLC STUDENT LN TR 2010-1 NT CL IA-1 FLTGRATE 11-25-2042 REG	**	1,865,565		
SLM CORP 8 DUE 03-25-2020	**	101,610		
SLM CORP COM	**	875,916		
SLM CORP MEDIUM TERM NTS BOOK ENTRY MTN 4.875 DUE 06-17-2019	**	480,193		
SLM PRIVATE CR STUDENT LN TR 2007-A STUDLN BACKED NT A-4 FLTG 12-16-2041BEO	**	186,081		
SLM PRIVATE CR STUDENT LN TR SER 2002-A CL A2 FLT RT 12-16-2030 BEO	**	2,760,869		
SLM PRIVATE CR STUDENT LOAN TRUST 2004-A06-15-2033 REG	**	6,821,583		
SLM STUDENT LN 3-7 3.8%-FRN A/BKD 15/12/33 EUR	**	406,256		
SLM STUDENT LN TR 2005-4 CL A-3 VAR RT DUE 01-25-2027	**	1,032,949		
SLM STUDENT LN TR 2008 9 STUDENT LOAN BKD NTS CL A FLTG 04-25-2023 REG	**	11,776,734		
SLOVENIA(REP OF) 4.125% NTS 18/02/2019	**	1,101,485		
SM ENERGY CO COM	**	261,364		
SM INVEST CORP PHP10	**	189,890		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SM PRIME HLDGS PHP1	**	130,084		
SMALL BUSINESS 5.67999982834% DUE 06-01-2028	**	178,320		
SMALL BUSINESS ADMIN GTD DEV DEB SER 1999-20 L 7.19 12-1-2019/6-1-00 BEO	**	5,341		
SMART & FINAL STORES INC COM	**	64,829		
SMARTFINANCIAL INC COM NEW COM NEW	**	24,409		
SMARTONE TELECOM HKD0.10	**	77,051		
SMBC AVIATION CAP 4.125% DUE 07-15-2023	**	1,305,907		
SMBC AVIATION CAP 4.125% DUE 07-15-2023	**	4,430,039		
SMITH & NEPHEW ORD USD0.20	**	740,338		
SMITH A O CORP COM	**	982,100		
SMITHS GROUP ORD GBP0.375	**	1,875,367		
SMUCKER J M CO COM NEW	**	3,040,575		
SMURFIT KAPPA GROUP PLC ORD EUR0.001	**	105,986		
SNAP INC SNAP INC	**	211,584		
SNAP-ON INC COM	**	146,888		
SOCIETE GENERALE 3.25% DUE 01-12-2022	**	293,710		
SOCIETE GENERALE DISC COML PAPER 08-02-2019	**	12,819,869		
SOCIETE GENERALE EUR1.25	**	478,468		
SODA SANAYII TRY1	**	122,808		
SOFINA NPV	**	553,440		
SOFTWARE AG NPV (REGD)	**	768,347		
SOJITZ CORPORATION	**	947,681		
SOLARIS OILFIELD INFRASTRUCTURE INC CL ACL A	**	1,451,259		
SOLARWINDS CORP COM	**	1,932,328		
SOLID BIOSCIENCES INC COM	**	43,336		
SOMBOON ADVANCE TE THB1(NVDR)	**	164,917		
SOMPO HOLDINGS INC	**	87,674		
SONIC AUTOMOTIVE INC CL A	**	52,178		
SONOCO PROD CO COM	**	365,216		
SONOVA HOLDING AG COMMON STOCK	**	1,748,297		
SONY CORP NPV	**	1,592,395		
SOUNDVIEW HOME LN TR 2006-OPT2 MTG PASSTHRU CTF CL A-3 05-25-2036 REG	**	1,219,125		
SOUTH AFRICA REP NT 5.375% DUE 07-24-2044 REG	**	174,960		
SOUTH AFRICA REP NT 6.875% DUE 05-27-2019 REG	**	303,699		
SOUTH JERSEY INDS INC COM	**	2,208,543		
SOUTH ST CORP COM	**	370,431		
SOUTHERN CAL EDISON 2.4% 02-01-2022	**	2,165,439		
SOUTHERN CALIF EDISON CO 3.5 DUE 10-01-2023	**	892,278		
SOUTHERN CO 2.35% DUE 07-01-2021	**	388,451		
SOUTHERN CO COM STK	**	15,851,562		
SOUTHERN CO FIXED 2.75% DUE 06-15-2020	**	743,668		
SOUTHERN CO SER 2017-A SR NT FLTG 144A DUE 09-30-2020/09-30-2019 BEO	**	498,525		
SOUTHERN COPPER CORP DEL RT 3.875% DUE 04-23-2025	**	2,373,369		
SOUTHERN FIRST BANCSHARES COM	**	32,872		
SOUTHERN MO BANCORP INC COM	**	52,884		
SOUTHERN NATL BANCORP VA INC COM	**	57,481		
SOUTHERN PWR CO 1.95% DUE 12-15-2019	**	110,310		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SOUTHERN PWR CO 1.95% DUE 12-15-2019	**	4,299,141		
SOUTHERN PWR CO 5.15% DUE 09-15-2041	**	59,638		
SOUTHN CAL EDISON 3.4% DUE 06-01-2023	**	994,262		
SOUTHN CAL EDISON 3.65% DUE 03-01-2028	**	342,019		
SOUTHN CAL EDISON 3.7% DUE 08-01-2025	**	1,296,751		
SOUTHN CAL EDISON 4% DUE 04-01-2047	**	87,091		
SOUTHN CAL EDISON CO 5.55 DUE 01-15-2036BEO	**	174,654		
SOUTHN COPPER CORP 5.25% DUE 11-08-2042	**	2,556,622		
SOUTHN COPPER CORP DEL COM	**	87,787		
SOUTHN CROSS MEDIA GROUP	**	40,682		
SOUTHN NAT GAS CO 8% DUE 03-01-2032	**	105,570		
SOUTHSIDE BANCSHARES INC CMT-COM CMT-COM	**	155,131		
SOUTHWEST AIRLS CO 2.65% DUE 11-05-2020	**	1,726,678		
SOUTHWESTERN ENERGY CO COM	**	301,318		
SOUTHWESTN ELEC 3.9% DUE 04-01-2045	**	86,435		
SP PLUS CORP COM	**	229,024		
SPARK THERAPEUTICS INC COM	**	420,207		
SPARTAN MTRS INC COM	**	36,186		
SPARTANNASH CO COM NPV	**	1,286,593		
SPARTON CORP COM STK	**	32,833		
SPCL1 GEN ELEC CAP CORP 5.875% DUE 01-14-2038	**	229,462		
SPECTRA ENERGY 3.5% DUE 03-15-2025	**	286,385		
SPECTRA ENERGY PARTNERS LP SR NT FLTG DUE 06-05-2020 REG	**	99,381		
SPECTRUM BRANDS HLDGS INC COM USD0.01	**	24,716		
SPEEDWAY MOTORSPORTS INC COM	**	95,326		
SPIGEN KOREA CO LT KRW500	**	49,599		
SPIRIT AEROSYSTEMS HLDGS INC CL A	**	886,347		
SPIRIT AEROSYSTEMS INC SR NT FLTG RATE DUE 06-15-2021/05-31-2019 REG	**	99,239		
SPIRIT AIRLS CL AA PASS THRU CTFS 3.375%08-15-2031	**	57,258		
SPIRIT AIRLS INC COM	**	548,908		
SPIRIT ISSUER 6.582%-FRN A/BK 12/18GBP'A4	**	426,155		
SPIRIT MTA REIT COM USD0.01 SHS OF BENEFICIAL INTRST WI	**	30,274		
SPIRIT REALTY CAPITAL INC COM USD0.01(POST REV SPLIT)	**	296,121		
SPLUNK INC COMSTK COM USD0.001	**	6,427,934		
SPOK HLDGS INC COM	**	29,901		
SPRINGLEAF FIN 5.25% DUE 12-15-2019	**	200,476		
SPRINGLEAF FIN 8.25% DUE 12-15-2020	**	103,500		
SPRINT SPECTRUM CO 3.36% DUE 09-20-2021	**	339,453		
SPRINT SPECTRUM CO 3.36% DUE 09-20-2021	**	6,558,234		
SPS COMM INC COM	**	343,277		
SPX FLOW INC COM	**	501,717		
SQUARE INC CL A CL A	**	3,121,745		
SR HSG PPTYS TR 6.75% DUE 04-15-2020	**	203,006		
SR HSG PPTYS TR FIXED 4.75% DUE 02-15-2028	**	283,032		
SRC ENERGY INC COM USD0.001	**	334,198		
SRF LIMITED INR10(DEMAT)	**	143,554		
SS&C TECHNOLOGIES HLDGS INC COM	**	1,217,835		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SSAB AB SER'A'NPV	**	412,642		
SSAB AB SER'B'NPV	**	416,671		
SSP GROUP PLC ORD GBP0.01033333	**	483,413		
SSY GROUP LIMITED HKD0.02	**	154,087		
ST AUTO FINL CORP COM	**	203,185		
ST JOE CO COM	**	89,938		
ST STR CORP 3.7 DUE 11-20-2023	**	171,717		
ST STR CORPORATION 3.1% DUE 05-15-2023	**	78,610		
STAAR SURGICAL CO COM NEW PAR $0.01	**	1,611,519		
STADSHYPOTEK AB 1.5% CVD BDS 15/12/2021 SEK	**	1,052,142		
STADSHYPOTEK AB 4.5% CVD BDS 21/09/2022 SEK	**	3,112,399		
STAG INDL INC COM	**	255,717		
STAGE STORES INC COM NEW COM NEW	**	2,124		
STANDARD AVB FINL CORP COM	**	11,892		
STANDARD BK GR LTD ZAR0.1	**	474,527		
STANDARD CHARTERED BK NEW YORK N Y 09-18-2018 2.89% CTF OF DEP 09-17-2019	**	14,040,275		
STANDARD MTR PRODS INC COM	**	150,763		
STANDEX INTL CORP COM	**	120,924		
STANLEY BLACK & DECKER INC COM	**	7,445,912		
STANTEC INC COM	**	140,155		
STARBUCKS CORP 2.7% DUE 06-15-2022	**	140,150		
STARBUCKS CORP 3.1% 03-01-2023	**	295,486		
STARRETT L S CO CL A	**	3,750		
STATE BK INDIA(LDN FRN SNR MTN 04/20 USD200000	**	200,252		
STATE OF ISRAEL BD 4.125% DUE 01-17-2048REG	**	292,914		
STATE OF QATAR 4.5% 20 JAN 2022	**	722,058		
STATE OF QATAR 4.5% 20 JAN 2022	**	5,467,014		
STATE STR CORP COM	**	20,869,737		
STATE STR CORP VAR RATE 3.776% 12-03-2024	**	2,004,760		
STATOIL ASA 2.45 DUE 01-17-2023 REG	**	87,446		
STATOIL ASA 2.25% DUE 11-08-2019	**	6,152,403		
STATOIL ASA 3.15 DUE 01-23-2022	**	95,744		
STD CHARTERED PLC 2.1% DUE 08-19-2019	**	3,801,325		
STD CHARTERED PLC FLTG RT 4.247% DUE 01-20-2023	**	1,682,927		
STD CHARTERED PLC FLTG RT 4.247% DUE 01-20-2023	**	494,979		
STD LIFE ABERDEEN ORD GBP0.1396825396	**	798,520		
STEEL DYNAMICS INC COM	**	1,072,068		
STEELCASE INC CL A COM	**	177,901		
STEPAN CO COM	**	774,928		
STERICYCLE INC COM	**	102,769		
STERIS PLC NEW STERIS LTD COMSTK	**	617,807		
STERLING BANCORP DEL COM	**	4,466,714		
STERLING CONSTR INC COM	**	150,641		
STEWART INFORMATION SVCS CORP COM	**	97,580		
STICHTING AK RABOBANK CERTIFICATEN 6.5% 31/12/2049	**	491,390		
STIFEL FINL CORP COM	**	445,099		
STITCH FIX INC CL A CL A	**	412,194		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
STK YARDS BANCORP INC COM NPV	**	94,300		
STOCKLAND NPV (STAPLED)	**	88,420		
STONERIDGE INC COM	**	111,024		
STORE CAPITAL CORPORATION COM USD0.01	**	514,732		
STRATASYS INC SHS	**	560,489		
STRATEGIC ED INC	**	2,909,563		
STRATTEC SEC CORP COM	**	18,000		
STRATUS PPTYS INC COM NEW COM NEW	**	14,916		
STRUCTURED ASSET INVT LN TR 2003-BC2 MTGPASSTHRU CTF CL A2 VAR 04-25-2033 REG	**	193,473		
STRUCTURED ASSET INVT LN TR 2004-2 MTG PASSTHRU CTF CL A4 03-25-2034 REG	**	460,991		
SUL AMERICA SA UNITS (1 COM SHS & 2 PRF)	**	294,557		
SUMITOMO CORP NPV	**	133,882		
SUMITOMO DAINIPPON PHARMA CO LTD NPV	**	736,791		
SUMITOMO HEAVY IND NPV	**	321,016		
SUMITOMO MITSUI 2.25 DUE 07-11-2019	**	4,099,572		
SUMITOMO MITSUI 2.442% DUE 10-19-2021	**	780,043		
SUMITOMO MITSUI 2.442% DUE 10-19-2021	**	4,714,386		
SUMITOMO MITSUI 2.632% DUE 07-14-2026	**	137,176		
SUMITOMO MITSUI 2.84% BNDS 01-11-2022	**	147,244		
SUMITOMO MITSUI 2.934% DUE 03-09-2021	**	14,149,478		
SUMITOMO MITSUI BANKING 2.092% 10-18-2019	**	2,112,341		
SUMITOMO MITSUI BANKING 2.092% 10-18-2019	**	593,311		
SUMITOMO MITSUI BANKING 3.4 07-11-2024	**	5,828,616		
SUMITOMO MITSUI BK CORP 2.45 DUE 01-10-2019 BEO	**	249,965		
SUMITOMO MITSUI BKG CORP N Y INSTL CTF DEP DTD 07-17-2017 FLTG 07-11-2019	**	10,729,079		
SUMITOMO MITSUI FG 3.748% 19 JUL 2023	**	523,333		
SUMITOMO MITSUI FINANCIAL GROUP INC SR NT FLTG DUE 01-17-2023 REG	**	4,655,860		
SUMITOMO MITSUI FINANCIAL GROUP NPV	**	919,131		
SUMITOMO MITSUI FINL GROUP INC 2.784% BNDS 07-12-2022	**	487,204		
SUMITOMO MITSUI FINL GROUP INC 3.936% 10-16-2023	**	356,153		
SUMITOMO MITSUI FINL GROUP INC 3.936% 10-16-2023	**	508,790		
SUMITOMO MITSUI FIXED 2.058% DUE 07-14-2021	**	4,648,618		
SUMITOMO MITSUI FIXED 2.45% 10-20-2020	**	986,165		
SUMITOMO MITSUI FIXED 2.514% 01-17-2020	**	4,466,889		
SUMITOMO MITSUI FIXED 3.102% DUE 01-17-2023	**	203,056		
SUMITOMO MITSUI TRUST HOLDINGS INC	**	72,725		
SUMITOMO REALTY & DEVELOPMENT NPV	**	218,923		
SUMMIT FINL GROUP INC COM	**	38,774		
SUMMIT HOTEL PROPERTIES INC COM	**	98,370		
SUMMIT MATLS INC CL A CL A	**	1,093,506		
SUN COMMUNITIES INC COM	**	335,236		
SUN HUNG KAI CO NPV	**	155,479		
SUN HUNG KAI PROP NPV	**	1,681,979		
SUN HYDRAULICS CORP COM	**	63,459		
SUNAC CHINA HLDGS HKD0.10	**	175,877		
SUNCOKE ENERGY INC COM USD0.01	**	168,563		
SUNCOR ENERGY INC 5.95 DUE12-01-2034 BEO	**	89,046		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SUNCOR ENERGY INC COM NPV 'NEW'	**	6,895,031		
SUNCORP GROUP LTD NPV	**	738,067		
SUNGSHIN CEMENT KRW5000	**	71,833		
SUNGWOO HITECH KRW500	**	228,051		
SUNNY OPTICAL TECH HKD0.10	**	313,804		
SUNOCO LOGISTICS 4.25% DUE 04-01-2024	**	257,055		
SUNOCO LOGISTICS 4.4% DUE 04-01-2021	**	30,336		
SUNOCO LOGISTICS 4.65% DUE 02-15-2022	**	81,237		
SUNRUN INC COM	**	61,561		
SUNSTONE HOTEL INVS INC NEW COM	**	2,225,347		
SUNTRUST BANK 3.525% DUE 10-26-2021 REG	**	5,126,118		
SUNTRUST BANK INC 2.25% DUE 01-31-2020	**	113,636		
SUNTRUST BANK INC 2.25% DUE 01-31-2020	**	2,509,863		
SUNTRUST BK ATL GA FIXED 2.45% DUE 08-01-2022	**	5,471,041		
SUNTRUST BK ATLANTA GA MEDIUM TERM SR VAR RT 08-02-2022 REG	**	3,988,032		
SUNTRUST BKS INC 2.5% DUE 05-01-2019	**	107,825		
SUNTRUST BKS INC 2.7% DUE 01-27-2022	**	243,822		
SUNTRUST BKS INC 2.7% DUE 01-27-2022	**	2,779,571		
SUNTRUST BKS INC 2.9% DUE 03-03-2021	**	297,405		
SUNTRUST BKS INC 4% DUE 05-01-2025	**	119,382		
SUPER MICRO COMPUTER INC COM USD0.001	**	69,842		
SUPER RETAIL GROUP LTD G NPV	**	119,769		
SUPERIOR ENERGY SVCS INC COM	**	51,295		
SUPERIOR GROUP OF COS INC	**	28,381		
SUPERIOR INDS INTL INC COM	**	9,620		
SUPERNUS PHARMACEUTICALS INC COM STK	**	1,618,811		
SURGUTNEFTEGAS PJS ADR-REPR 10 ORD RUB1	**	85,819		
SURMODICS INC COM	**	375,103		
SUZANO PAPEL E CEL COM NPV	**	157,374		
SUZUKEN CO LTD NPV	**	235,854		
SVB FINANCIAL GROUP COMMON STOCK	**	136,173		
SVENSKA 1.95% DUE 09-08-2020	**	488,692		
SVENSKA 2.25% DUE 06-17-2019	**	248,965		
SVENSKA 2.5% DUE 01-25-2019	**	1,619,454		
SVENSKA 3.35% DUE 05-24-2021	**	3,822,915		
SVENSKA HANDELSBANKEN AB 3.9% DUE 11-20-2023	**	605,473		
SVENSKA HANDELSBANKEN AB PUBL MEDIUM TER 1.875% DUE 09-07-2021	**	481,799		
SVENSKA HANDELSBANKEN C/D DTD 04-05-2018 2.690929% DUE 04-01-2020	**	18,051,782		
SVMK INC COM	**	67,105		
SWEDBANK AB MEDIUM 2.2% DUE 03-04-2020	**	494,257		
SWEDBANK AG SEK20 SER'A'	**	153,809		
SWEDBANK CTF DEP DTD 05-07-2018 FLTG DUE 05-07-2020	**	14,707,188		
SWEDBANK MORTGAGE 1% BDS 15/06/22 SEK100000	**	910,221		
SWEDBANK MORTGAGE 1% CVD BDS 15/09/2021 SEK	**	369,227		
SWEDISH COVERED BD 1.25% CVD BDS 15/06/22 SEK	**	696,696		
SWEDISH COVERED BD 2% CVD BDS 17/06/2026SEK	**	118,579		
SWEDISH MATCH NPV	**	2,118,942		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
SWEDISH ORPHAN BIOVITRUM AB NPV	**	522,185		
SWISS LIFE HOLDINGS AG	**	425,636		
SWISSQUOTE GP HLDG CHF0.20 (REGD)(POST SUBD)	**	34,198		
SYKES ENTERPRISES INC COM	**	116,008		
SYN_SWAP 0.0 13 FEB 2019 BZG9 INDEX BZG19_SW	**	61,496		
SYN_SWAP 0.0 15 MAR 2019 KRSH9 INDEX WIH19_SW	**	4,349		
SYN_SWAP 0.0 15 MAR 2019 SMH9 INDEX FSMIH19_SW	**	127,516		
SYN_SWAP 0.0 30 JAN 2019 HCF9 INDEX HCF19_SW	**	54,696		
SYN_SWAP 0.0 30 JAN 2019 HCF9 INDEX HCF19_SW	**	706		
SYN_SWAP 0.0 30 JAN 2019 HIF9 INDEX HSIF19_SW	**	29,440		
SYNALLOY CORP COM	**	23,724		
SYNAPTICS INC COM	**	679,306		
SYNCHRONOSS TECHNOLOGIES INC COM STK	**	88,189		
SYNCHRONY BK 3% DUE 06-15-2022	**	1,049,364		
SYNCHRONY CARD ISSUANCE TR SER 18-1A CL A1 3.38% 09-16-2024 BEO	**	1,387,493		
SYNCHRONY CR CARD 1.58% DUE 09-15-2022	**	4,151,266		
SYNCHRONY CR CARD 2.04% DUE 03-15-2022	**	964,039		
SYNCHRONY CR CARD 2.37% DUE 03-15-2023	**	9,772,185		
SYNCHRONY CREDIT CARD MASTER NOTE TST SER 2015-4 CL A 2.38% 09-15-2023	**	1,977,010		
SYNCHRONY FINANCIAL 3.0% 08-15-2019 USD1000	**	1,380,825		
SYNCHRONY FINL 2.7% DUE 02-03-2020	**	1,930,638		
SYNCHRONY FINL 3.7% DUE 08-04-2026	**	112,816		
SYNCHRONY FINL 4.5% DUE 07-23-2025	**	1,459,018		
SYNDAX PHARMACEUTICALS INC COM	**	44,464		
SYNEOS HEALTH INC COM	**	775,785		
SYNGENTA FIN N V 3.698% DUE 04-24-2020	**	794,203		
SYNGENTA FIN N V 4.441% DUE 04-24-2023	**	1,927,452		
SYNLOGIC INC COM USD0.001	**	153,225		
SYNNEX CORP COM STK	**	339,124		
SYNNEX TECH INTL TWD10	**	51,666		
SYNOVUS FINL CORP COM NEW COM NEW	**	1,244,507		
SYSCO CORP 2.6% DUE 06-12-2022	**	86,789		
SYSCO CORP 3.25% DUE 07-15-2027	**	56,275		
SYSCO CORP 3.55% DUE 03-15-2025	**	137,865		
T ROWE PRICE GROUP INC	**	4,059,495		
TABLEAU SOFTWARE INC CL A CL A	**	2,218,080		
TABULA RASA HEALTHCARE INC COM	**	3,045,815		
TACTILE SYS TECHNOLOGY INC COM	**	1,791,937		
TAEKWANG IND CO KRW5000	**	288,570		
TAICHUNG COMM BANK TWD10	**	297,106		
TAIHEIYO CEMENT NPV	**	126,062		
TAISEI CORP NPV	**	2,183,088		
TAIWAN CEMENT TWD10	**	100,032		
TAIWAN NAVIGATION TWD10	**	83,684		
TAIWAN SECOM CO TWD10	**	20,100		
TAIWAN SEMICONDUCTOR MANUFACTURING ADS EACH CNV INTO 5 ORD	**	7,814,327		
TAIWAN STYRENE MON TWD10	**	299,852		

186

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
TAIWAN SURFACE MOU TWD10	**	291,911		
TAKASAGO THML ENG NPV	**	129,254		
TAKEDA 144A 1.125% 21/11/2022	**	230,358		
TAKEDA 3.8% DUE 11-26-2020	**	910,460		
TAKEDA 4% DUE 11-26-2021	**	4,135,647		
TAKE-TWO INTERACTIVE SOFTWARE INC COM STK USD0.01	**	24,515,779		
TALOS ENERGY INC COM STK	**	215,375		
TANDEM DIABETES CARE INC COM NEW COM USD0.001(POST REV SPLT)	**	1,404,890		
TARGA RES CORP COM	**	1,058,988		
TARGET CORP 2.3% DUE 06-26-2019	**	119,613		
TARGET CORP 2.5% DUE 04-15-2026	**	46,680		
TARO PHARMACEUTICAL INDUSTRIES ORD ILS1	**	30,640		
TATA CONSULTANCY S INR1	**	7,453,273		
TATA STEEL LTD INR10	**	141,026		
TATNEFT PJSC ADS (REPR 6 ORD RUB0.1)	**	135,639		
TAURON POLSKA ENER PLN5.00	**	281,775		
TAV HAVALIMANLARI TRY1	**	85,106		
TAYLOR MORRISON HOME CORP COM USD0.00001	**	144,754		
TAYLOR WIMPEY ORD GBP0.01	**	108,401		
TC PIPELINES LP 3.9% DUE 05-25-2027	**	105,006		
TCF AUTO 1.71% DUE 04-15-2021	**	193,684		
TCF AUTO 1.93% DUE 06-15-2022	**	2,077,372		
TCF FNCL CORP COM	**	278,044		
TCI CO LTD TWD10	**	50,001		
TCL ELECTRONICS HOLDINGS LTD	**	108,438		
TD AMERITRADE HLDG 5.6% DUE 12-01-2019	**	382,902		
TEACHERS INS & 4.27% DUE 05-15-2047	**	143,569		
TEAM INC COM STK	**	46,148		
TECH DATA CORP COM	**	1,275,663		
TECH MAHINDRA	**	477,653		
TECHTRONIC INDUSTR NPV	**	127,520		
TECO FIN INC 5.15% DUE 03-15-2020	**	153,398		
TEEKAY CORP COM	**	935		
TEEKAY TANKERS LTD COM STK	**	6,753		
TEGMA GESTAO LOGIS COM NPV	**	48,385		
TEGNA INC COM	**	748,041		
TEJON RANCH CO COM	**	76,003		
TEKFEN HOLDING AS TRY1	**	348,348		
TELADOC HEALTH INC	**	2,383,226		
TELCOWARE CO LTD KRW500	**	17,455		
TELE2 AB SER'B'NPV	**	83,591		
TELEDYNE TECHNOLOGIES INC COM	**	421,802		
TELEFONICA 5.134% DUE 04-27-2020	**	87,775		
TELEFONICA BRASIL PRF NPV	**	126,951		
TELEFONICA EMISIONES S A U 5.462 DUE 02-16-2021 REG	**	284,996		
TELEFONICA FIXED 4.103% DUE 03-08-2027	**	355,422		
TELEFONICA SA 5.877% DUE 07-15-2019	**	101,198		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
TELEKOM AUSTRIA AG NPV(BR)	**	634,391		
TELENAV INC COM	**	31,664		
TELEPERFORMANCE SOCIETE EUROPEENNE	**	313,263		
TELEPHONE & DATA SYS INC COM STK	**	512,798		
TELIA COMPANY AB NPV	**	327,444		
TELSTRA CORP LTD Z/CPN CP DUE 04-9-2019	**	4,220,314		
TENCENT HLDGS LIMITED COMMON STOCK	**	17,443,326		
TENCENT HLDGS LTD 3.595% DUE 01-19-2028	**	2,696,543		
TENCENT HLDGS LTD 3.8% DUE 02-11-2025	**	1,038,980		
TENNECO INC	**	69,461		
TENNESSEE VALLEY A 0% DUE 04-01-2026 REG	**	1,260,000		
TENNESSEE VALLEY AUTH FED 0% CPN IO STRIPS DUE 09-15-2026	**	1,385,442		
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPNGENERIC INT PMT 04-01-2028	**	2,166,339		
TENNESSEE VALLEY AUTH GLOBAL PWR BD SER A 2.875% 09-15-2024 REG	**	10,060,530		
TENNESSEE VY AUTH GLOBAL POWER BD SER A 4.625% DUE 09-15-2060 REG	**	54,576		
TENNESSEE VY AUTH GLOBAL PWR BD 2.25% 03-15-2020	**	1,111,212		
TENNESSEE VY AUTH GLOBAL PWR BD SER A 4.25% DUE 09-15-2065 REG	**	81,919		
TENNESSEE VY AUTH TENN VALLEY AUTH 4.875% DUE 01-15-2048 REG	**	380,232		
TERADYNE INC COM	**	1,114,775		
TEREX CORP NEW COM	**	1,777,355		
TERRAFORM PWR INC CL A COM NEW CL A COM NEW	**	39,270		
TERRENO RLTY CORP	**	3,113,143		
TERRITORIAL BANCORP INC COM STK	**	44,867		
TERUMO CORP NPV	**	6,835,794		
TERWIN MTG TR 2003-6HE ASSET BKD CTF CL A-1 FLTG 11-25-2033 REG	**	37,369		
TESCO 6.125% SNR 24/02/2022 GBP	**	70,420		
TESCO ORD GBP0.05	**	2,197,541		
TESCO PROP FIN 6 PLC 5.4111% BDS 13/07/2044 GBP100000	**	266,796		
TESCO PROPERTY FIN 4 PLC 5.8006% 13/10/2040	**	283,176		
TESLA INC COM USD0.001	**	8,717,696		
TESSCO TECHNOLOGIES INC COM	**	19,044		
TETHYS OIL AB NPV	**	583,753		
TETRA TECH INC NEW COM	**	215,933		
TETRA TECHNOLOGIES INC DEL COM	**	33,375		
TETRAPHASE PHARMACEUTICALS INC COM	**	25,246		
TEVA 1.7% DUE 07-19-2019	**	2,982,965		
TEVA 2.95% DUE 12-18-2022	**	389,118		
TEVA 3.65% DUE 11-10-2021	**	378,985		
TEXAS INSTRS INC 2.75% DUE 03-12-2021	**	149,093		
TEXAS INSTRS INC 2.75% DUE 03-12-2021	**	1,868,637		
TEXAS INSTRUMENTS INC COM	**	18,896,315		
TEXTAINER GROUP HLDGS LTD COM STK	**	80,825		
TEXTRON INC FLTG 11-10-2020 BEO	**	297,416		
TFI INTERNATIONAL COM NPV	**	749,524		
T-GAIA CORP NPV	**	69,614		
THAI OIL PCL THB10(NVDR)	**	628,877		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
THAI UNION GROUP THB0.25(NVDR)	**	46,881		
THALES SA EUR3	**	2,168,434		
THANACHART CAPITAL PUBLIC COMPANY LTD THB10 (NVDR)	**	316,876		
THE FOSCHINI GROUP COMSTK	**	664,359		
THE ISRAEL CORP ILS1	**	109,164		
THE MEET GROUP INC COM	**	175,759		
THE TRADE DESK INC COM CL A COM CL A	**	411,317		
THERAVANCE BIOPHARMA INC COM	**	284,356		
THERMO FISHER 3% DUE 04-15-2023	**	7,567,123		
THERMO FISHER 3.15% DUE 01-15-2023	**	2,543,100		
THERMO FISHER 3.6% DUE 08-15-2021	**	202,594		
THERMO FISHER 4.5% DUE 03-01-2021	**	2,427,347		
THERMO FISHER CORP	**	10,172,374		
THERMON GROUP HLDGS INC	**	104,807		
THESTREET INC	**	12,076		
THIRD POINT REINSURANCE LTD COM USD0.10	**	744,343		
THK CO LTD NPV	**	386,137		
THOMSON-REUTERS COM NPV	**	240,057		
THOR INDS INC COM STK	**	212,628		
THRONES 2014-1 PLC SR 14-1 CL A FLTG 15/11/49	**	424,318		
TIANNENG POWER INT HKD0.10	**	65,055		
TIDEWATER INC NEW COM	**	97,046		
TIER REIT INC COM NEW COM NEW	**	101,892		
TILE SHOP HLDGS INC COM COM	**	45,835		
TILLYS INC CL A	**	125,759		
TIMBERLAND BANCORP INC COM	**	30,596		
TIME WARNER CABLE 4.125% DUE 02-15-2021	**	276,126		
TIME WARNER CABLE 4.125% DUE 02-15-2021	**	1,867,619		
TIME WARNER CABLE 5% DUE 02-01-2020	**	101,403		
TIME WARNER CABLE 5% DUE 02-01-2020	**	9,055,243		
TIME WARNER CABLE 6.75% DUE 06-15-2039	**	325,160		
TIME WARNER CABLE 8.75% DUE 02-14-2019	**	201,117		
TIME WARNER CABLE 8.75% DUE 02-14-2019	**	186,033		
TIME WARNER CABLE INC 8.25 DUE 04-01-2019 REG	**	505,611		
TIME WARNER CABLE INC 8.25 DUE 04-01-2019 REG	**	3,003,329		
TIME WARNER INC NEW NT 4.75 DUE 03-29-2021	**	112,774		
TIME WARNER INC NEW NT 4.75 DUE 03-29-2021	**	7,422,578		
TIMKEN CO COM	**	1,780,836		
TIMKENSTEEL CORP COM NPV 'WI'	**	49,005		
TINGYI(CAYMAN ISL) USD 0.005	**	179,024		
TIPTREE INC COM TIPTREE INC	**	37,112		
TIS INC	**	603,369		
TITAN INTL INC ILL COM	**	44,946		
TITAN MACHY INC COM	**	35,374		
TIVO CORP COM NPV	**	102,503		
TN VY AUTH FED BOOK ENTRY CPNSTRIPS GENERIC INT PMT 09-15-2028 (UNDDATE) REG	**	541,157		
TN VY AUTH FED BOOK ENTRY PRIN STRIPS GENERIC PRIN PMT 06-15-2035 (UNDDATE)	**	244,601		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
TN VY AUTH FED ZERO CPN 0% DUE 03-15-2026	**	1,640,453		
TOEI ANIMATION NPV	**	44,391		
TOEI CO LTD NPV	**	767,449		
TOHO HOLDINGS CO.,LTD	**	595,897		
TOKEN CORPORATION NPV	**	264,741		
TOKIO MARINE HOLDINGS INC NPV	**	465,381		
TOKUYAMA CORP NPV	**	291,240		
TOKYO ELEC POWER H NPV	**	612,640		
TOKYO ELECTRON NPV	**	217,767		
TOKYO METROPOLIS JAPAN BD 144A 2.5% DUE 06-08-2022 BEO	**	3,532,370		
TOKYO TATEMONO CO NPV	**	28,826		
TOKYO(METROPOLIS) 2% SNR 17/05/2021 USD200000	**	293,245		
TOKYU CONST(NEW) NPV	**	147,367		
TOKYU FUDOSAN HOLDINGS CORPORATION NPV	**	37,193		
TOKYU REIT INC REIT	**	49,434		
TOLEDO EDISON CO 7.25% DUE 05-01-2020	**	525,222		
TOLL BROS INC COM	**	559,876		
TOMPKINS FINL CORP COM USD0.10	**	160,371		
TOMY COMPANY LTD NPV	**	210,498		
TOOTSIE ROLL INDS INC COM	**	33,901		
TOP GLOVE CORP BHD MYR0.50	**	99,059		
TOPBUILD CORP COM	**	4,587,345		
TORCHMARK CORP 4.55% DUE 09-15-2028	**	132,086		
TORONTO DOMINION 2.125 DUE 07-02-2019	**	59,775		
TORONTO DOMINION 2.125 DUE 07-02-2019	**	5,260,184		
TORONTO DOMINION BANK MTN 2.5% DUE 12-14-2020	**	495,072		
TORONTO DOMINION BANK MTN 3.25% DUE 06-11-2021	**	2,931,963		
TORONTO DOMINION BANK TRANCHE # TR 29 1.95% DUE 01-22-2019	**	9,604,311		
TORONTO DOMINION BK DISC COML PAPER 10-18-2019	**	15,168,929		
TORONTO DOMINION BK SR MEDIUM TERM BK NT 2.25% DUE 11-05-2019	**	188,959		
TORONTO DOMINION BK SR MEDIUM TERM BK NT 2.25% DUE 11-05-2019	**	994,520		
TORONTO DOMINION BK SR MEDIUM TERM BK NT BOOK ENTRY FLTG 12-14-2020	**	6,657,618		
TORONTO-DOMINION 2.125% DUE 04-07-2021	**	14,833,718		
TORONTO-DOMINION BANK MTN 3.0% 06-11-2020	**	1,000,767		
TORONTO-DOMINION BANK VAR RT DUE 06-11-2020	**	5,467,684		
TORONTO-DOMINION COM NPV	**	436,782		
TORRENT POWER INR10	**	40,274		
TOSHIBA TEC CORP NPV	**	141,647		
TOSOH CORP NPV	**	778,150		
TOTAL CAP 4.125% DUE 01-28-2021	**	459,505		
TOTAL CAP INTL 2.1% DUE 06-19-2019	**	4,928,319		
TOTAL CAP INTL 3.7% DUE 01-15-2024	**	316,156		
TOTAL EUR2.5	**	5,217,460		
TOTAL SYS SVCS INC 3.75% DUE 06-01-2023	**	411,624		
TOTAL SYS SVCS INC 4.0% DUE 06-01-2023	**	1,337,828		
TOTALRTN CHF/1M MLILGB3LESF 20/03/2019 EQS-BOEAC-ML-M7C	**	36,357		
TOTALRTN EUR MLILGB3LESF 20/03/2019 EQS-BOEAC-ML-M7N	**	19,047		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
TOTALRTN MXN MLILGB3LESF 20/03/2019 EQS-BOEAC-ML-M7M	**	575		
TOTALRTN SEK MLILGB3LESF 20/03/2019 EQS-BOEAC-ML-M7S	**	158,202		
TOWA PHARMACEUTICAL CO. LTD NPV	**	738,527		
TOWER INTL INC COM STK	**	608,971		
TOWNEBANK PORTSMOUTH VA COM	**	289,723		
TOWNSQUARE MEDIA INC CL A CL A	**	10,498		
TOYO CONSTRUCTION NPV	**	167,451		
TOYOTA AUTO 1.3% DUE 04-15-2020	**	89,624		
TOYOTA AUTO 1.75999999046% DUE 07-15-2021	**	5,984,281		
TOYOTA AUTO 1.78% DUE 11-15-2021	**	616,075		
TOYOTA AUTO 1.98% DUE 12-15-2022	**	1,371,983		
TOYOTA AUTO RECEIVABLES 2018-C ASSET BACKED NT CL A-2A 2.99% 08-16-2021	**	9,727,183		
TOYOTA AUTO RECEIVABLES 2018-C OWNER TR ASSET BACKED CL A-4 3.44% DUE 02-15-2024	**	1,712,141		
TOYOTA AUTO RECEIVABLES OWNER TR SER 17-D CL A4 2.46% 02-15-2023	**	2,871,652		
TOYOTA AUTO RECEIVABLES OWNER TRUST SER 17-A CL A4 2.1% 09-15-2022	**	27,448,524		
TOYOTA AUTO RECEIVABLES SER 2017-B CL A4 2.05% DUE 09-15-2022	**	2,847,948		
TOYOTA MOTOR CORP NPV	**	1,850,919		
TOYOTA MTR CR CORP 2.625 DUE 01-10-2023	**	2,867,052		
TOYOTA MTR CR CORP 1.7% DUE 01-09-2019	**	3,119,339		
TOYOTA MTR CR CORP 1.9% DUE 04-08-2021	**	3,431,218		
TOYOTA MTR CR CORP 2.1% DUE 01-17-2019	**	329,844		
TOYOTA MTR CR CORP 2.95% DUE 04-13-2021	**	250,038		
TOYOTA MTR CR CORP 2.95% DUE 04-13-2021	**	14,172,126		
TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK TRANCHE # TR 00116 VAR RT DUE 04-13-2021	**	3,868,016		
TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK VAR 05-17-2022	**	197,783		
TOYOTA MTR CR CORP VAR 11-14-2019	**	14,541,713		
TPI COMPOSITES INC COM	**	131,208		
TRANSALTA CORP MTN COM NPV	**	310,319		
TRANSCANADA 3.125% DUE 01-15-2019	**	932,809		
TRANSCANADA 3.125% DUE 01-15-2019	**	499,956		
TRANSCANADA 3.8% DUE 10-01-2020	**	5,173,045		
TRANSCANADA 7.25% DUE 08-15-2038	**	113,711		
TRANSCANADA PIPELINES LTD 2.125% DUE 11-15-2019	**	2,822,834		
TRANSCAT INC COM	**	24,726		
TRANSCONT GAS PIPE LINE 4.6% DUE 03-15-2048	**	233,755		
TRANSDIGM GROUP INC COM	**	367,945		
TRANSMISSORA ALIAN UNITS (1 COM & 2 PRF)	**	243,681		
TRANSOCEAN LTD	**	77,284		
TRANSUNION COM	**	1,902,800		
TRAVELCENTERS AMER LLC COM STK	**	27,008		
TRAVELERS COS INC 3.9% DUE 11-01-2020	**	203,085		
TRAVELERS COS INC COM STK	**	24,082,324		
TRECORA RES COM	**	30,326		
TREDEGAR CORP INC	**	83,614		
TREEHOUSE FOODS INC COM	**	161,359		
TRELLEBORG AB SER'B'NPV	**	74,121		
TREVENA INC COM	**	12,670		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
TRI POINTE GROUP INC COM	**	971,229		
TRIBUNE MEDIA COMPANY CLASS A COMMON STOCK	**	83,817		
TRIBUNE PUBG CO NEW COM	**	181,043		
TRICIDA INC COM	**	137,519		
TRICO BANCSHARES COM STK	**	57,612		
TRICOLOR AUTO 5.05% DUE 12-15-2020	**	577,435		
TRIMAS CORP COM NEW COM NEW	**	175,284		
TRIMBLE INC COM TRIMBLE INC	**	134,766		
TRINET GROUP INC COM USD0.000025	**	2,876,302		
TRINITY IND INC COM	**	1,057,544		
TRINSEO S A COMMON STOCK	**	975,068		
TRIPADVISOR INC COM USD0.001	**	26,227,893		
TRIPLE-S MGMT CORP CL B CL B	**	44,553		
TRIPOD TECHNOLOGY TWD10	**	356,400		
TRISTATE CAP HLDGS INC COM	**	97,495		
TRITON INTL LTD COM USD0.01 CL A	**	1,664,358		
TRIUMPH BANCORP INC COM	**	1,107,632		
TRIUMPH GROUP INC NEW COM	**	310,546		
TRONOX LTD SHS CL A	**	66,395		
TRUEBLUE INC COM STK	**	352,796		
TRUECAR INC COM	**	440,053		
TRUPANION INC COM	**	375,637		
TRUSTCO BK CORP N Y COM	**	114,583		
TRUSTEES OF 2.612% DUE 07-01-2026	**	950,210		
TRUSTEES OF 3.627% DUE 07-01-2046	**	1,992,566		
TRUSTMARK CORP COM	**	321,600		
TRUWORTHS INTERNAT ZAR0.00015	**	279,078		
TSUBAKIMOTO CHAIN NPV	**	368,415		
TSY INFL IX N/B 1% TIPS 02-15-2048	**	291,511		
TSY INFL IX N/B US GVT NATIONAL 0.375%01-15-2027	**	994,254		
TTM TECHNOLOGIES INC COM	**	93,320		
TTX CO MEDIUM TERM NTS BOOK ENTRY 144A TRANCHE # TR 00059 2.25% DUE 02-01-2019	**	299,671		
TUESDAY MORNING CORP COM NEW ISIN US8990355054	**	9,359		
TUI AG NPV (REGD)	**	194,603		
TULARE CNTY CALIF PENSION OBLIG 4.009% 06-01-2028 BEO TAXABLE	**	1,025,470		
TULARE CNTY CALIF PENSION OBLIG 4.109% 06-01-2029 BEO TAXABLE	**	2,331,984		
TUPY SA COM NPV	**	292,312		
TURKCELL ILETISIM TRY1	**	387,340		
TURKIYE IS BANKASI TRY1 (C SHARES)	**	377,901		
TUTOR PERINI CORP COM	**	76,736		
TW COOPERATIVE FIN TWD10	**	185,052		
TWIN DISC INC COM	**	30,208		
TWITTER INC COM	**	264,810		
TWO HARBORS INVESMENT CORP	**	389,694		
TWO RIV BANCORP COM	**	10,178		
TX CAP BANCSHARES INC COM	**	423,894		
TYLER TECHNOLOGIES INC COM STK	**	1,579,470		

192

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
TYSON FOODS INC 2.25% DUE 08-23-2021	**	43,578		
TYSON FOODS INC 2.25% DUE 08-23-2021	**	2,009,438		
TYSON FOODS INC 3.9% DUE 09-28-2023	**	1,932,306		
TYSON FOODS INC 4.875% DUE 08-15-2034	**	92,954		
TYSON FOODS INC SR NT FLTG RATE DUE 05-30-2019 REG	**	1,704,891		
U M H PPTYS INC COM STK	**	14,563		
U S BANCORP MEDIUM FIXED 3.6% DUE 09-11-2024	**	398,078		
U S BANCORP TRANCHE # TR 00175 3.7 01-30-2024	**	118,814		
U S BK NATL ASSN CIN OH MEDIUM 2.85% 01-23-2023	**	2,472,077		
U S BK NATL ASSN CINCINNATI OHIO MEDIUM FLTG 05-21-2021 REG	**	1,699,768		
U S BK NATL ASSN CINCINNATI OHIO MEDIUM 2.05% DUE 10-23-2020	**	491,331		
U S BK NATL ASSN FIXED 2.125% DUE 10-28-2019	**	5,957,610		
U S CONCRETE INC COMMON STOCK	**	65,586		
U S SILICA HLDGS INC	**	120,999		
U S XPRESS ENTERPRISES INC CL A CL A	**	62,776		
U.S AWYS 2011-1 7.125% DUE 04-22-2025	**	121,555		
U.S. CELLULAR CORP COM	**	308,806		
UBS AG 5.125% 15/05/2024	**	798,056		
UBS AG LONDON BRH 2.2% DUE 06-08-2020	**	1,180,499		
UBS AG LONDON BRH 2.2% DUE 06-08-2020	**	3,128,322		
UBS AG LONDON BRH NT FLTG 144A DUE 12-01-2020/11-01-2020 BEO	**	398,058		
UBS AG STAMFORD 2.35% DUE 03-26-2020	**	930,676		
UBS AG STAMFORD 7.625% DUE 08-17-2022	**	2,556,000		
UBS AG STAMFORD BRH INSTL CTF DEP DTD 03-06-2018 FLTG DUE 03-02-2020	**	5,014,384		
UBS AG STAMFORD BRH MEDIUM TERM SR 2.37 5 DUE 08-14-2019	**	16,701,654		
UBS AG STAMFORD BRH MEDIUM TERM SR 2.37 5 DUE 08-14-2019	**	5,687,853		
UBS COML MTG TR SER 2018-C10 CL A-2 3.5592% 05-15-2051 REG	**	6,624,927		
UBS GROUP CHF0.10 (REGD)	**	6,320,984		
UBS GROUP FDG FLTG RT 2.859% DUE 08-15-2023	**	1,293,602		
UBS GROUP FDG SWITZ AG NT FLTG 144A DUE 08-15-2023/08-15-2022 BEO	**	12,921,388		
UCB NPV	**	3,528,013		
UDR INC CORP BD 3.75 DUE 07-01-2024 BEO	**	1,490,165		
UDR INC MEDIUM TERM NTS BOOK ENTRY 3.7 DUE 10-01-2020 REG	**	371,568		
UFP TECHNOLOGIES INC COM	**	35,327		
UIL HLDGS CORP 4.625% DUE 10-01-2020	**	112,635		
UIL HLDGS CORP 4.625% DUE 10-01-2020	**	394,223		
UK(GOVERNMENT OF) 1.25% I/L 22/11/2027	**	1,478,415		
UK(GOVT OF) 0.125% I/L GILT 03/24 GBP	**	2,691,339		
UKRAINE AID 1.844 05-16-2019REG	**	12,964,822		
ULTIMATE SOFTWARE GROUP INC COM	**	3,183,310		
ULTRA CLEAN HLDGS INC COM	**	33,524		
ULTRALIFE CORPORATION	**	16,855		
ULTRAPAR PARTICIPA COM NPV	**	163,272		
UMB FINL CORP COM STK	**	57,922		
UMPQUA HLDGS CORP COM	**	2,159,379		
UNDER ARMOR INC CL A	**	1,441,907		
UNDER ARMOUR INC CL C COM	**	668,080		

193

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
UNIBAIL-RODAMCO-WESTFIELD	**	253,379		
UNICHARM CORP NPV	**	209,785		
UNICREDIT SPA 7.83% DUE 12-04-2023	**	3,344,576		
UNICREDIT SPA NPV	**	615,630		
UNIFI INC COM	**	34,260		
UNIFIRST CORP MASS COM	**	117,460		
UNILEVER CAP CORP 3% 03-07-2022	**	2,824,049		
UNILEVER CAP CORP FIXED 3.375% DUE 03-22-2025	**	299,408		
UNILEVER INDONESIA IDR10	**	42,070		
UNILEVER NV CVA EUR0.16	**	279,118		
UNILEVER PLC ORD GBP0.031111	**	1,396,368		
UNIMICRON TECHNOLO TWD10	**	230,959		
UNION BANK 2.25 DUE 05-06-2019 REG	**	309,009		
UNION BANKSHARES CORP NEW COM	**	931,251		
UNION ELEC CO 4.0% DUE 04-01-2048	**	340,871		
UNION PAC CORP 3.75% 07-15-2025	**	10,095		
UNION PAC CORP 3.95% DUE 09-10-2028	**	479,345		
UNION PAC CORP 4.163% DUE 07-15-2022	**	696,283		
UNION PAC CORP COM	**	9,541,740		
UNIONE DI BANCHE NPV	**	471,968		
UNIPOL GRUPPO SPA NPV	**	843,134		
UNI-PRESIDENT CHIN HKD0.01	**	298,773		
UNI-PRESIDENT ENT TWD10	**	598,152		
UNISYS CORP COM NEW	**	222,703		
UNIT CORP COM	**	242,689		
UNITE GROUP ORD GBP0.25	**	236,736		
UNITECH LIMITED INR2	**	16,481		
UNITED AIRLS INC 2018-1B PASS THRU TR 4.6% 09-01-2027	**	227,095		
UNITED BANKSHARES INC W VA COM	**	487,027		
UNITED CMNTY BK BLAIRSVILLE GA COM	**	209,385		
UNITED CMNTY FINL CORP OHIO COM	**	87,473		
UNITED FINANCIAL BANCORP INC	**	135,020		
UNITED FIRE GROUP INC COM USD0.001	**	121,436		
UNITED INC NPV	**	234,496		
UNITED INSURANCE HOLDINGS CORP COM	**	99,172		
UNITED LABORATORIE HKD0.01	**	300,735		
UNITED MEXICAN STS 3.75% 01-11-2028	**	581,262		
UNITED MEXICAN STS 5.55 01-21-2045	**	151,575		
UNITED NAT FOODS INC COM	**	54,221		
UNITED PARCEL SVC INC CL B	**	4,502,570		
UNITED RENTALS INC COM	**	112,680		
UNITED STATES OF AMER BDS INDX LNKD 0.875% 02-15-2047	**	163,456		
UNITED STATES OF AMER INFL INDXD TREAS NOTES 0.25% TB 01-15-25 USD1000 A-2025	**	204,458		
UNITED STATES OF AMER TREAS BD 2.375% 5-15-2027	**	11,244,539		
UNITED STATES OF AMER TREAS BILLS 0% T-BILL 02-21-2019	**	21,708,540		
UNITED STATES OF AMER TREAS BOND 3.125% 11-15-2028	**	10,232,629		
UNITED STATES OF AMER TREAS BONDS 0.75 DEB TIPS 02-15-2042	**	365,482		

194

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
UNITED STATES OF AMER TREAS BONDS 0.75 DEB TIPS 02-15-2042	**	4,294,416		
UNITED STATES OF AMER TREAS BONDS 2.75 BDS DUE 08-15-2042 USD100'BONDS 08/42'	**	287,180		
UNITED STATES OF AMER TREAS BONDS DTD 05/15/2015 2.125% DUE 05-15-2025 REG	**	61,686,394		
UNITED STATES OF AMER TREAS NOTES 1.75% 05-31-2022	**	22,800,319		
UNITED STATES OF AMER TREAS NOTES 2.75% 09-30-2020	**	3,452,900		
UNITED STATES OF AMER TREAS NOTES INFLATION INDEX 0.125 NTS 07-15-2024	**	8,169,370		
UNITED STATES OF AMER TREAS NOTES 0.125% INFL IDX 04-15-2020	**	1,963,174		
UNITED STATES OF AMER TREAS NOTES 1.25 07-15-2020	**	1,145,488		
UNITED STATES OF AMER TREAS NOTES NTS 0.125% INFL INDEX 07-15-2026	**	693,252		
UNITED STATES TREAS 2.25% DUE 02-15-2027 REG	**	1,687,626		
UNITED STATES TREAS 2.25% DUE 02-15-2027 REG	**	23,717,066		
UNITED STATES TREAS 2.75% 02-15-2028	**	9,545,967		
UNITED STATES TREAS BDS 1.5% DUE 08-15-2026 REG	**	3,413,250		
UNITED STATES TREAS BDS 2.25% DUE 08-15-2027	**	108,293,799		
UNITED STATES TREAS BDS 2.875% DUE 11-15-2046	**	388,922		
UNITED STATES TREAS BDS 0 DEB 15/02/2040USD1000 4.625 DUE 02-15-2040REG	**	6,336,720		
UNITED STATES TREAS BDS 00245 2.875% DUE 08-15-2045 REG	**	1,168,781		
UNITED STATES TREAS BDS 00245 2.875% DUE 08-15-2045 REG	**	14,604,890		
UNITED STATES TREAS BDS 1.375 02-15-2044 REG	**	1,176,043		
UNITED STATES TREAS BDS 2.875 DUE DUE 05-15-2043	**	488,106		
UNITED STATES TREAS BDS 3% DUE 02-15-2047 REG	**	747,891		
UNITED STATES TREAS BDS 3% DUE 05-15-2047 REG	**	1,179,908		
UNITED STATES TREAS BDS 3% DUE 11-15-2044 REG	**	1,223,134		
UNITED STATES TREAS BDS 3.0% DUE 08-15-2048	**	41,099,799		
UNITED STATES TREAS BDS 3.0% DUE 02-15-2048	**	5,868,423		
UNITED STATES TREAS BDS 3.0% DUE 02-15-2048	**	25,283,952		
UNITED STATES TREAS BDS 3.625 DUE 02-15-2044 TBOND	**	803,107		
UNITED STATES TREAS BDS 3.625 DUE 08-15-2043	**	29,194,857		
UNITED STATES TREAS BDS 3.75 DUE 11-15-2043 REG	**	5,771,306		
UNITED STATES TREAS BDS 3.75 DUE 11-15-2043 REG	**	1,253,650		
UNITED STATES TREAS BDS 5.500 DUE 08-15-2028 REG	**	3,594,988		
UNITED STATES TREAS BDS BD 5.25% DUE 11-15-2028 REG	**	6,455,236		
UNITED STATES TREAS BDS BDS 3% DUE 05-15-2042 REG	**	200,219		
UNITED STATES TREAS BDS DTD 3.125% 05-15-2048	**	169,049		
UNITED STATES TREAS BDS DTD 3.125% 05-15-2048	**	14,097,644		
UNITED STATES TREAS BDS DTD 00210 4.25% DUE 05-15-2039 REG	**	4,101,648		
UNITED STATES TREAS BDS DTD 00219 4.25% DUE 11-15-2040 REG	**	277,941		
UNITED STATES TREAS BDS DTD 02/15/2001 5.375 15 FEB 2031	**	17,024		
UNITED STATES TREAS BDS DTD 02/15/2006 4.5% DUE 02-15-2036 REG	**	855,409		
UNITED STATES TREAS BDS DTD 11/15/2012 2.75% DUE 11-15-2042 REG	**	3,155,239		
UNITED STATES TREAS BDS DTD 2.75% 08-15-2047	**	33,147,450		
UNITED STATES TREAS BDS DTD 2.75% 08-15-2047	**	89,114,552		
UNITED STATES TREAS BDS INFLATION INDEX LINKED 3.875% 04-15-2029	**	391,322		
UNITED STATES TREAS BILLS 0.0% 03-14-2019	**	796,239		
UNITED STATES TREAS BILLS 02-28-2019	**	4,981,150		
UNITED STATES TREAS BILLS 02-28-2019	**	11,954,760		
UNITED STATES TREAS INFL NTS 0.375% DTD 07/15/2015 07-15-2025	**	719,539		

195

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
UNITED STATES TREAS INFL INDEX NTS 0.500005% 01-15-2028	**	7,239,246		
UNITED STATES TREAS INFL INDEXED NTS .125% 01-15-2023	**	42,745,643		
UNITED STATES TREAS INFL INDEXED NTS .125% 07-15-2022	**	1,174,785		
UNITED STATES TREAS INFL INDEXED NTS 0.125C 04-15-2019	**	4,148,579		
UNITED STATES TREAS INFL INDEXED NTS 0.75% 07-15-2028	**	5,324,203		
UNITED STATES TREAS N/B T/NOTE 2.625% 12-15-2021 REG	**	215,594,118		
UNITED STATES TREAS NOTES 2.50% 12-31-2020 REG	**	88,409,552		
UNITED STATES TREAS NTS 1.875 06-30-2020 REG	**	14,950,178		
UNITED STATES TREAS NTS 1.875% 06-30-2024	**	105,157,715		
UNITED STATES TREAS NTS 1.125% DUE 01-31-2019	**	15,984,688		
UNITED STATES TREAS NTS 1.5% DUE 05-15-2020 REG	**	6,900,467		
UNITED STATES TREAS NTS 1.5% DUE 10-31-2019	**	3,962,656		
UNITED STATES TREAS NTS 1.5% DUE 10-31-2019	**	398,260,723		
UNITED STATES TREAS NTS 1.625% DUE 11-30-2020 REG	**	8,010,738		
UNITED STATES TREAS NTS 1.875% 09-30-2022	**	9,350,037		
UNITED STATES TREAS NTS 1.875% DUE 02-28-2022 REG	**	1,963,672		
UNITED STATES TREAS NTS 2.0% DUE 08-31-2021	**	2,962,734		
UNITED STATES TREAS NTS 2.125 DUE 01-31-2021 REG	**	4,043,643		
UNITED STATES TREAS NTS 2.375% DUE 01-31-2023	**	90,386,480		
UNITED STATES TREAS NTS 2.625% DUE 12-31-2023 REG	**	40,799,432		
UNITED STATES TREAS NTS 2.625% DUE 09-15-2021 REG	**	45,853,619		
UNITED STATES TREAS NTS 2.75% 04-30-2025	**	4,613,655		
UNITED STATES TREAS NTS 2.75% DUE 08-15-2021 REG	**	6,040,548		
UNITED STATES TREAS NTS 2.875% DUE 05-15-2028	**	909,349		
UNITED STATES TREAS NTS 2.875% DUE 10-15-2021	**	85,204,270		
UNITED STATES TREAS NTS 2.875% DUE 10-31-2023 BEO	**	39,852,327		
UNITED STATES TREAS NTS DTD 00306 2.625%DUE 08-15-2020 REG	**	16,222,777		
UNITED STATES TREAS NTS DTD 00438 1.125%DUE 12-31-2019 REG	**	1,940,988		
UNITED STATES TREAS NTS DTD 00470 2% DUE07-31-2020 REG	**	15,868,128		
UNITED STATES TREAS NTS DTD 01/31/2015 1.25% DUE 01-31-2020 REG	**	10,579,847		
UNITED STATES TREAS NTS DTD 01/31/2016 1.375% DUE 01-31-2021 REG	**	68,395		
UNITED STATES TREAS NTS DTD 01/31/2016 1.375% DUE 01-31-2021 REG	**	28,677,005		
UNITED STATES TREAS NTS DTD 02/15/2011 3.125% DUE 05-15-2021 REG	**	3,044,532		
UNITED STATES TREAS NTS DTD 02/28/2014 2% DUE 02-28-2021 REG	**	9,896,090		
UNITED STATES TREAS NTS DTD 02/28/2015 1.375% DUE 02-29-2020 REG	**	4,141,267		
UNITED STATES TREAS NTS DTD 03/31/2015 1.375% DUE 03-31-2020 REG	**	11,823,756		
UNITED STATES TREAS NTS DTD 03/31/2016 1.25% DUE 03-31-2021 REG	**	43,902,054		
UNITED STATES TREAS NTS DTD 03/31/2017 1.875% DUE 03-31-2022 REG	**	4,219,375		
UNITED STATES TREAS NTS DTD 03/31/2017 1.875% DUE 03-31-2022 REG	**	39,657,219		
UNITED STATES TREAS NTS DTD 04/15/2017 04-15-2022	**	804,643		
UNITED STATES TREAS NTS DTD 04/15/2018 04-15-2023	**	71,356,034		
UNITED STATES TREAS NTS DTD 04/30/2015 1.375% DUE 04-30-2020 REG	**	1,476,914		
UNITED STATES TREAS NTS DTD 04/30/2015 1.375% DUE 04-30-2020 REG	**	18,840,493		
UNITED STATES TREAS NTS DTD 04/30/2015 1.75% DUE 04-30-2022 REG	**	1,758,305		
UNITED STATES TREAS NTS DTD 04/30/2016 1.375% DUE 04-30-2021 REG	**	20,520,586		
UNITED STATES TREAS NTS DTD 05/15/2013 1.75% DUE 05-15-2023 REG	**	487,399		
UNITED STATES TREAS NTS DTD 05/15/2013 1.75% DUE 05-15-2023 REG	**	14,898,129		

196

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05-15-2024 REG	**	1,087,999		
UNITED STATES TREAS NTS DTD 05/15/2018 2.625% DUE 05-15-2021 REG	**	58,085		
UNITED STATES TREAS NTS DTD 05/15/2018 2.625% DUE 05-15-2021 REG	**	52,166,556		
UNITED STATES TREAS NTS DTD 05/31/2015 1.5% DUE 05-31-2020 REG	**	10,301,447		
UNITED STATES TREAS NTS DTD 05/31/2016 1.375% DUE 05-31-2021 REG	**	31,162,890		
UNITED STATES TREAS NTS DTD 06/15/2018 2.625% DUE 06-15-2021 REG	**	300,996		
UNITED STATES TREAS NTS DTD 06/15/2018 2.625% DUE 06-15-2021 REG	**	61,202,520		
UNITED STATES TREAS NTS DTD 06/30/2015 1.625% DUE 06-30-2020 REG	**	20,716,164		
UNITED STATES TREAS NTS DTD 06/30/2016 1.125% DUE 06-30-2021 REG	**	16,642,215		
UNITED STATES TREAS NTS DTD 07/16/2018 2.625% DUE 07-15-2021 REG	**	52,987,704		
UNITED STATES TREAS NTS DTD 07/31/2015 1.625% DUE 07-31-2020 REG	**	25,754,548		
UNITED STATES TREAS NTS DTD 07/31/2016 1.125% DUE 07-31-2021 REG	**	5,990,508		
UNITED STATES TREAS NTS DTD 07/31/2016 1.25% DUE 07-31-2023 REG	**	567,445		
UNITED STATES TREAS NTS DTD 09/30/2018 3.0% 09-30-2025	**	20,154,298		
UNITED STATES TREAS NTS DTD 1.5% DUE 01-31-2019 REG	**	724,519		
UNITED STATES TREAS NTS DTD 10/31/2013 1.75% DUE 10-31-2020 REG	**	9,074,218		
UNITED STATES TREAS NTS DTD 10/31/2015 1.375% DUE 10-31-2020 REG	**	20,382,409		
UNITED STATES TREAS NTS DTD 11/15/2014 2.25% DUE 11-15-2024 REG	**	49,139		
UNITED STATES TREAS NTS DTD 11/15/2015 2.25% DUE 11-15-2025 REG	**	8,463,984		
UNITED STATES TREAS NTS DTD 11/30/2014 1.5% DUE 11-30-2019 REG	**	4,057,721		
UNITED STATES TREAS NTS DTD 11/30/2018 2.875% DUE 11-30-2025 REG	**	4,624,456		
UNITED STATES TREAS NTS DTD 12/31/2014 1.625% DUE 12-31-2019 REG	**	41,581,638		
UNITED STATES TREAS NTS DTD 12/31/2015 2.125% DUE 12-31-2022 REG	**	6,506,927		
UNITED STATES TREAS NTS DTD 2.875% DUE 10-31-2020 REG	**	20,084,750		
UNITED STATES TREAS NTS DTD 658 1.375% DUE 08-31-2020 REG	**	19,254,735		
UNITED STATES TREAS NTS DTD 814 2.25% DUE 02-15-2021 REG	**	30,234,928		
UNITED STATES TREAS NTS DTD 823 2.375% DUE 04-15-2021 REG	**	22,643,250		
UNITED STATES TREAS NTS DTD 832 2.875% DUE 05-31-2025 REG	**	884,987		
UNITED STATES TREAS NTS FIXED 1.375% DUE 09-30-2020	**	26,631,262		
UNITED STATES TREAS NTS FIXED 2.625% 12-31-2025	**	14,724,433		
UNITED STATES TREAS NTS TIPS .375 07-15-2023	**	16,679,192		
UNITED STATES TREAS NTS TREAS NTS 2% DUE11-30-2020 REG	**	98,484,709		
UNITED STATES TREAS NTS TREASURY NOTE 2.25% DUE 12-31-2023 REG	**	90,638,179		
UNITED STATES TREAS NTS US TREASURY N/B 1.75 11-30-2021 1.75 DUE 11-30-2021 REG	**	2,057,672		
UNITED STATES TREAS NTS US TREASURY N/B 1.75 11-30-2021 1.75 DUE 11-30-2021 REG	**	16,167,426		
UNITED STATES TREAS NTS US TREASURY N/B 1.75% DUE 04-30-2022 REG	**	6,277,498		
UNITED STATES TREAS NTS US TREASURY N/B 1.75% DUE 04-30-2022 REG	**	63,161,434		
UNITED STATES TREAS NTS WI TREASURY NOTE2% DUE 11-15-2026 REG	**	88,775		
UNITED STATES TREAS SEC STRIPPED INT PMT00264 05-15-2026	**	2,381,648		
UNITED STATES TREAS SEC STRIPPED INT PMT00521 05-15-2029 (UNDDATE) REG	**	1,088,398		
UNITED STATES TREAS SEC STRIPPED INT PMT00523 05-15-2030 (UNDDATE) REG	**	2,086,566		
UNITED STATES TREAS SEC STRIPPED INT PMT00755 05-15-2037 (UNDDATE) REG	**	4,817,123		
UNITED STATES TREAS SEC STRIPPED INT PMT00765 02-15-2038 (UNDDATE) REG	**	1,648,308		
UNITED STATES TREAS SEC STRIPPED INT PMT00835 08-15-2032 (UNDDATE) BEO	**	3,647,084		
UNITED STATES TREAS SEC STRIPPED INT PMT00839 08-15-2034 (UNDDATE) REG	**	1,590,114		
UNITED STATES TREAS SEC STRIPPED INT PMT00873 08-15-2036	**	697,357		
UNITED STATES TREAS SEC STRIPPED INT PMT00881 11-15-2030 (UNDDATE) REG	**	2,592,612		

197

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
UNITED STATES TREAS SEC STRIPPED INT PMT00882 05-15-2031	**	1,090,680		
UNITED STATES TREAS SEC STRIPPED INT PMT00886 05-15-2033 (UNDDATE) REG	**	4,308,605		
UNITED STATES TREAS SEC STRIPPED INT PMT00888 05-15-2034 (UNDDATE) REG	**	1,073,905		
UNITED STATES TREAS SEC STRIPPED INT PMT00889 11-15-2034 (UNDDATE) REG	**	1,218,233		
UNITED STATES TREAS SEC STRIPPED INT PMT261 08-15-2025 (UNDDATE) REG	**	2,197,272		
UNITED STATES TREAS SEC STRIPPED INT PMT316 05-15-2027 (UNDDATE) REG	**	1,965,028		
UNITED STATES TREAS SEC STRIPPED INT PMTSTRIP 02-15-2033 (UNDDATE) REG	**	1,355,802		
UNITED STATES TREASURY 01-31-2019 WI TREAS BILLS	**	3,942,712		
UNITED STATES TREASURY 1.25% DUE 10-31-2021 REG	**	7,104,811		
UNITED STATES TREASURY 2.25% 11-15-2027	**	2,897,931		
UNITED STATES TREASURY 2.25% 11-15-2027	**	29,597,535		
UNITED STS LIME & MINERALS INC COM	**	63,190		
UNITED STS STL CORP NEW COM	**	735,254		
UNITED TECHNOLOGIES CORP 2.8% 05-04-2024	**	143,275		
UNITED TECHNOLOGIES CORP 3.35% 08-16-2021	**	99,729		
UNITED TECHNOLOGIES CORP 3.35% 08-16-2021	**	14,879,626		
UNITED TECHNOLOGIES CORP 3.95% 08-16-2025	**	59,535		
UNITED TECHNOLOGIES CORP 3.95% 08-16-2025	**	476,282		
UNITED TECHNOLOGIES CORP 4.125% 11-16-2028	**	198,140		
UNITED TECHNOLOGIES CORP COM	**	8,484,539		
UNITED THERAPEUTICS CORP DEL COM STK	**	599,277		
UNITED URBAN INVES REIT	**	123,924		
UNITED UTILS PLC 5.375% DUE 02-01-2019	**	4,874,657		
UNITEDHEALTH GROUP 1.625% DUE 03-15-2019	**	5,295,658		
UNITEDHEALTH GROUP 2.125% DUE 03-15-2021	**	391,646		
UNITEDHEALTH GROUP 2.7% DUE 07-15-2020	**	1,414,925		
UNITEDHEALTH GROUP 2.875% DUE 12-15-2021	**	8,313,045		
UNITEDHEALTH GROUP 3.5% DUE 02-15-2024	**	2,777,664		
UNITEDHEALTH GROUP 3.75% DUE 07-15-2025	**	303,680		
UNITEDHEALTH GROUP 4.7% DUE 02-15-2021	**	530,073		
UNITEDHEALTH GROUP FIXED 3.15% 06-15-2021	**	335,444		
UNITEDHEALTH GROUP INC 3.375 DUE 11-15-2021	**	286,817		
UNITEDHEALTH GROUP INC 3.375 DUE 11-15-2021	**	1,006,377		
UNITEDHEALTH GROUP INC COM	**	33,513,117		
UNITEST INC COMSTK	**	83,654		
UNITI GROUP INC COM	**	252,172		
UNITIL CORP COM	**	37,879		
UNITY BANCORP NJ	**	17,750		
UNIVAR INC COM	**	564,984		
UNIVERSAL CORP VA COM	**	145,988		
UNIVERSAL FST PRODS INC COM	**	221,906		
UNIVERSAL INS HLDGS INC COM	**	257,856		
UNIVERSAL LOGISTICS HOLDINGS,INC COM STK	**	41,517		
UNIVERSITY CALIF REVS 4.858% 05-15-2112 BEO TAXABLE	**	629,832		
UNIVERSITY CALIF REVS 4.858% 05-15-2112 BEO TAXABLE	**	8,462,843		
UNIVEST FINANCIAL CORP	**	114,148		
UNUM GROUP	**	884,044		

198

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
UNVL ELECTRS INC COM	**	156,053		
UNVL STAINLESS & ALLOY PRODS INC COM	**	17,296		
UNVL TECH INST INC COM	**	8,979		
UPL LIMITED INR2	**	442,688		
UPM-KYMMENE CORP NPV	**	1,663,212		
URBAN EDGE PPTYS COM	**	148,616		
URBAN OUTFITTERS INC COM	**	464,800		
URSTADT BIDDLE PPTYS INC CL A CL A	**	55,488		
US AIRWAYS GROUP FIXED 6.75% DUE 12-03-2022	**	3,517,228		
US AWYS 2013-1 5.375% DUE 05-15-2023	**	427,660		
US BANCORP	**	17,366,960		
US BANCORP FIXED 3.15% 04-27-2027	**	239,494		
US BANCORP MTN 3.95% DUE 11-17-2025/10-17-2025	**	4,206,569		
US BANCORP US BANCORP 2.625% DUE 01-24-2022 2.625% DUE 01-24-2022	**	172,341		
US BANCORP US BANCORP 2.625% DUE 01-24-2022 2.625% DUE 01-24-2022	**	2,023,774		
US BANK NA CINCINNATI BND 3.4% 07-24-2023	**	1,856,181		
US BANK NA CINCINNATI 2.0% 01-24-2020	**	6,677,062		
US BANK NATIONAL ASSOCIATION 3.104% 05-21-2021	**	499,317		
US ECOLOGY INC COM	**	44,086		
US FOODS HLDG CORP COM	**	1,829,045		
US TREAS BDS 0 TREAS NT 15/11/2039 USD1000 4.375 DUE 11-15-2039 REG	**	2,439,772		
US TREAS BDS INDEX LINKED 2.00 DUE 01-15-2026 REG	**	1,087,747		
US TREAS BDS INDEX LINKED 2.5 DUE 01-15-2029 REG	**	3,659,219		
US TREAS INFL INDEXED BONDS 3.375 DUE 04-15-2032 AR12 DUE 04-15-32 REG	**	109,600		
US TREAS NTS DTD 00363 2.125 DUE 08-15-2021 REG	**	22,027,663		
US TREAS NTS TIPS DTD 07-15-2011 07-15-2021	**	144,254		
US TREAS SEC 4.5 DUE 08-15-2039 REG	**	2,691,732		
US TREAS SEC 4.5 DUE 08-15-2039 REG	**	40,126,738		
US TREAS SEC STRIPPED INT PMT 0 15/2/2022 USD1000 02-15-2022 REG	**	3,614,252		
US TREAS SEC STRIPPED INT PMT 015/8/2021 USD1000 08-15-2021	**	857,098		
US TREAS SEC STRIPPED INT PMT STRIPPED IN PMT 15/5/2021 USD1000 05-15-2021 REG	**	2,148,476		
US TREASURY DTD 02/15/2010 02-15-2040	**	41,247		
US TREASURY N/B 2.875% DUE 11-30-2023 REG	**	42,696,114		
US TREASURY N/B DTD 2.875% DUE 09-30-2023 REG	**	77,946,375		
US TSY INFL IX TREAS BD 0.625 01-15-2024	**	533,375		
USA TRUCK INC COM	**	24,311		
USAA CAP CORP 3% DUE 07-01-2020	**	7,132,563		
USANA HEALTH SCIENCES INC CDT-SHS	**	450,906		
UTAH ST 3.539% 07-01-2025 BEO TAXABLE	**	7,065,324		
UTAH ST BRD REGENTS REV FLTG RT 01-25-2057	**	1,781,353		
UTAH ST BRD REGENTS REV FLTG RT 1.28067%09-25-2056 BEO TAXABLE	**	17,302,845		
UTD AIRLS 2014-2 PASS THRU 4.625 09-03-2022	**	3,185,822		
UTD AIRLS INC 3.5% DUE 03-01-2030	**	201,238		
UTD AIRLS INC 3.7% DUE 09-01-2031	**	189,213		
UTD AIRLS PASS 3.1% DUE 01-07-2030	**	456,073		
UTD AIRLS PASS 3.1% DUE 01-07-2030	**	3,954,152		
UTD AIRLS PASS THRU TR 2013-1B-O 5.375 DUE 02-15-2023	**	570,438		

199

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
UTD AUTO CR 3.35% DUE 01-10-2022	**	643,686		
UTD PARCEL SVC INC 2.05% DUE 04-01-2021	**	5,600,398		
UTD PARCEL SVC INC 2.45% DUE 10-01-2022	**	112,589		
UTD PARCEL SVC INC 3.125% DUE 01-15-2021	**	2,459,993		
UTD PARCEL SVC INC 5.125% DUE 04-01-2019	**	1,492,948		
UTD STATES TREAS 1% DUE 11-30-2019	**	3,645,510		
UTD STATES TREAS 1.125% DUE 02-28-2021	**	4,855,665		
UTD STATES TREAS 1.125% DUE 08-31-2021	**	9,845,387		
UTD STATES TREAS 1.125% DUE 09-30-2021	**	18,807,594		
UTD STATES TREAS 1.25% DUE 10-31-2019	**	33,616,174		
UTD STATES TREAS 1.75% 11-30-2019	**	15,874,368		
UTD STATES TREAS 1.75% DUE 01-31-2023	**	33,015,870		
UTD STATES TREAS 1.875% DUE 08-31-2022	**	5,313,765		
UTD STATES TREAS 2% 10-31-2022	**	104,021,969		
UTD STATES TREAS 2% DUE 10-31-2021	**	8,005,770		
UTD STATES TREAS 2.125% DUE 06-30-2021	**	2,280,954		
UTD STATES TREAS 2.125% DUE 06-30-2021	**	4,760,251		
UTD STATES TREAS 2.125% DUE 06-30-2022	**	42,400,444		
UTD STATES TREAS 2.125% DUE 09-30-2021	**	85,277,786		
UTD STATES TREAS 2.25% DUE 04-30-2021	**	1,492,970		
UTD STATES TREAS 2.25% DUE 07-31-2021	**	9,447,304		
UTD STATES TREAS 2.375% DUE 03-15-2021	**	32,114,477		
UTD STATES TREAS NTS 0% NTS 15/11/2021 USD 'AT-2021' 2.875% DUE 11-15-2021 REG	**	5,561,232		
UTD STATES TREAS ZERO CPN 0% DUE 08-15-2030	**	3,055,779		
UTD TECHNOLOGIES 1.95% DUE 11-01-2021	**	249,587		
UTD TECHNOLOGIES 3.1% DUE 06-01-2022	**	2,800,638		
UTD TECHNOLOGIES FIXED 3.65% 08-16-2023	**	2,276,047		
UTD TRACTORS IDR250	**	616,771		
V F CORP 3.5% DUE 09-01-2021	**	252,053		
V TECHNOLOGY NPV	**	662,885		
VA ELEC & PWR CO 4.45 02-15-2044	**	117,652		
VA ELEC & PWR CO 3.15% DUE 01-15-2026	**	3,862,852		
VA ELEC & PWR CO 3.8% DUE 04-01-2028	**	165,695		
VAIL RESORTS INC COM	**	1,454,869		
VAL NATL BANCORP COM	**	444,160		
VALE OVERSEAS LTD 6.25% DUE 08-10-2026	**	1,782,000		
VALE OVERSEAS LTD 6.875% DUE 11-21-2036	**	3,670,635		
VALMET OYJ NPV	**	880,499		
VALMONT INDS INC COM	**	212,247		
VALOR HOLDINGS NPV	**	464,557		
VANDA PHARMACEUTICALS INC COM	**	248,888		
VAR SWP USD CHASUS33 07-08-2019 SWU0397Y4	**	21,881		
VAR SWP USD MSCSUS33 05-12-2020 SWU02Y878	**	1,728		
VAR SWP USD MSCSUS33 05-12-2020 SWU02Y894	**	1,803		
VAR SWP USD MSCSUS33 07-09-2019 SWU081817	**	10,949		
VAR SWP USD MSCSUS33 07-17-2019 SWU071180	**	14,355		
VAR SWP USD MSCSUS33 07-26-2019 SWU071727	**	14,535		

200

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
VAR SWP USD MSCSUS33 10-08-2019 SWU0Y5272	**	16,236		
VAR SWP USD SOGEFRPPHCM 06-08-2020 SWU0SS030	**	646		
VAR SWP USD SOGEFRPPHCM 06-08-2020 SWU0SS048	**	2,233		
VAR SWP USD SOGEFRPPHCM 07-26-2019 SWU071719	**	573		
VARDHMAN TEXTILES INR10	**	46,705		
VAREX IMAGING CORP COM	**	131,235		
VARONIS SYS INC COM	**	478,851		
VECTRUS INC COM	**	43,117		
VEECO INSTRS INC DEL COM	**	53,463		
VEEVA SYS INC CL A COM CL A COM	**	257,152		
VENTAS RLTY LTD 4.25 DUE 03-01-2022	**	254,425		
VENTAS RLTY LTD PARTNERSHIP 3.75 DUE 05-01-2024	**	292,126		
VERA BRADLEY INC COM STK	**	44,016		
VEREIT INC COM USD0.001	**	681,559		
VERINT SYS INC COM	**	860,247		
VERISK ANALYTICS INC COM STK	**	319,160		
VERITEX HLDGS INC COM	**	45,326		
VERITIV CORP COM	**	309,079		
VERIZON 2.625% DUE 08-15-2026	**	634,642		
VERIZON 2.946% DUE 03-15-2022	**	742,099		
VERIZON 2.946% DUE 03-15-2022	**	2,651,766		
VERIZON 3.125% DUE 03-16-2022	**	109,267		
VERIZON 4.5% DUE 08-10-2033	**	246,772		
VERIZON 4.5% DUE 08-10-2033	**	7,107,019		
VERIZON 4.6% DUE 04-01-2021	**	3,128,320		
VERIZON COMMUNICATIONS 4.125% DUE 03-16-2027	**	800,618		
VERIZON COMMUNICATIONS 4.4% DUE 11-01-2034 REG	**	110,836		
VERIZON COMMUNICATIONS BNDS 5.25% DUE 03-16-2037 REG	**	833,334		
VERIZON COMMUNICATIONS COM	**	5,579,104		
VERIZON COMMUNICATIONS INC 4.329% 09-21-2028	**	622,548		
VERIZON COMMUNICATIONS INC 4.329% 09-21-2028	**	14,402,954		
VERIZON FIXED 3.376% DUE 02-15-2025	**	2,550,235		
VERIZON FIXED 3.376% DUE 02-15-2025	**	16,835,626		
VERIZON OWNER TR 2018-A SR 18-A CL A1A 3.23% 04-20-2023	**	2,459,993		
VERSO CORP CL A CL A	**	252,784		
VERTEX PHARMACEUTICALS INC COM	**	7,234,236		
VETROPACK HLDG SA CHF50(BR)	**	334,137		
VIACOM INC NEW 3.125 DUE 06-15-2022	**	384,395		
VIACOM INC NEW 3.875% DUE 04-01-2024	**	225,601		
VIACOM INC NEW 4.25% DUE 09-01-2023	**	3,585,949		
VIACOM INC SR NT 6.875% DUE 04-30-2036/10-18-2006	**	123,414		
VIAD CORP COM NEW	**	266,529		
VIAVI SOLUTIONS INC COM NPV	**	2,744,504		
VICI PPTYS INC COM	**	2,217,129		
VICINITY CENTRES NPV	**	136,625		
VICOR CORP COM	**	599,425		
VICTORY CAP HLDGS INC DEL CL A CL A	**	23,588		

201

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
VIEWRAY INC COM	**	120,975		
VILLAGE SUPER MKT INC CL A NEW CL A NEW	**	48,506		
VINCI EUR2.50	**	227,230		
VIRGIN MEDIA 5.5% SNR 15/09/24 GBP100000	**	2,699,011		
VIRGIN MEDIA SEC F 5% GTD SNR SEC 15/04/27 GBP	**	241,905		
VIRGIN MONEY PLC MTN 2.25% 21/04/2020	**	1,017,533		
VIRTUS INVT PARTNERS INC COM	**	98,731		
VISA INC 2.15% DUE 09-15-2022	**	677,552		
VISA INC 3.15% DUE 12-14-2025	**	1,356,112		
VISA INC 4.3% DUE 12-14-2045	**	382,388		
VISA INC BNDS 2.2% DUE 12-14-2020	**	3,521,328		
VISA INC COM CL A STK	**	41,989,509		
VISHAY INTERTECHNOLOGY INC COM STK	**	330,177		
VISHAY PRECISION GROUP INC COM	**	67,745		
VISTA OUTDOOR INC COM	**	259,881		
VITAL KSK HOLDINGS NPV	**	511,666		
VITAMIN SHOPPE INC COM	**	20,482		
VITASOY INTL NPV	**	297,381		
VITROLIFE AB NPV	**	101,526		
VIVA ENERGY REIT REIT STAPLED UNIT	**	34,373		
VMWARE INC 2.3% BNDS DUE 08-21-2020 REG	**	195,892		
VMWARE INC 2.3% BNDS DUE 08-21-2020 REG	**	685,621		
VMWARE INC 2.95% DUE 08-21-2022	**	100,083		
VMWARE INC 2.95% DUE 08-21-2022	**	285,950		
VMWARE INC 3.9% 08-21-2027	**	7,628,329		
VNDO 2012-6AVE MTG TR SER 2012-6AVE CL A2.9950 144A DUE 11-15-2030	**	353,861		
VNDO 2012-6AVE MTG TR SER 2012-6AVE CL A2.9950 144A DUE 11-15-2030	**	2,493,117		
VODAFONE GROUP ORD USD0.2095238	**	337,006		
VODAFONE GROUP PLC 3.75% DUE 01-16-2024 REG	**	4,711,316		
VODAFONE GROUP PLC 4.125% DUE 05-30-2025 REG	**	300,319		
VODAFONE GROUP PLC 5% DUE 05-30-2038	**	159,292		
VOLKERWESSELS EUR0.01	**	196,310		
VOLKSWAGEN AUTO LN 3.15% DUE 07-22-2024	**	1,456,509		
VOLKSWAGEN GROUP 2.4% DUE 05-22-2020	**	2,362,687		
VOLKSWAGEN GROUP 4% DUE 11-12-2021	**	1,299,193		
VOLKSWAGEN GROUP 4% DUE 11-12-2021	**	7,185,535		
VOLT INFORMATION SCIENCES INC COM	**	6,396		
VOLVO AB SER'B'NPV	**	1,577,303		
VONAGE HLDGS CORP COM	**	328,248		
VONOVIA SE NPV	**	359,909		
VOXX INTL CORP CL A CL A	**	15,967		
VOYA FINL INC COM	**	3,278,394		
VSD 2017-PLT1 LLC 3.95% DUE 12-25-2043	**	392,816		
VSE CORP COM	**	46,301		
VULCAN MATLS CO NT FLTG DUE 03-01-2021 REG	**	4,208,175		
W & T OFFSHORE INC COM	**	93,112		

202

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
W BANCORPORATION INC CDT-CAP STK	**	38,944		
WA PRIME GROUP L P 5.95% DUE 08-15-2024	**	438,658		
WABASH NATL CORP COM	**	91,887		
WABCO HLDGS INC COM STK	**	1,288,080		
WACHOVIA CAP TR III FXD-FLTG RATE BD DUE12-31-2049 REG	**	2,261,250		
WADDELL & REED FINL INC CL A COM	**	456,773		
WAGEWORKS INC COM USD0.001	**	1,650,703		
WALDORF ASTORIA BOCA RATON TRUST 2016-BOCA SER 2016-BOCA CLS A FLT 144A 06-15-29	**	1,097,850		
WALGREENS BOOTS 3.45% DUE 06-01-2026	**	1,844,140		
WALGREENS BOOTS ALLIANCE DISC COMMERCIAL PAPER NOTE DUE 05-24-2019	**	6,929,509		
WALKER & DUNLOP INC COM .	**	166,469		
WAL-MART DE MEX COM NPV	**	2,670,498		
WALMART INC 2.85% DUE 06-23-2020	**	4,536,332		
WALMART INC 3.125% DUE 06-23-2021	**	4,626,640		
WALMART INC 3.7% DUE 06-26-2028	**	487,168		
WAL-MART STORES 3.3 DUE 04-22-2024	**	2,988,758		
WAL-MART STORES INC 2.35% 12-15-2022	**	5,674,185		
WALSIN LIHWA CORP TWD10	**	379,763		
WARNER MEDIA LLC 3.8% DUE 02-15-2027	**	1,182,262		
WARNER MEDIA LLC 4% DUE 01-15-2022	**	708,608		
WARRIOR MET COAL INC COM	**	269,646		
WASH FED INC COM	**	198,776		
WASHINGTON PRIME GROUP NEW COM	**	88,748		
WASHINGTON REAL ESTATE INVT TR SH BEN INT SH BEN INT	**	177,054		
WASHINGTON TR BANCORP INC COM	**	114,785		
WASTE MANAGEMENT INC 4.6 DUE 03-01-2021 BEO	**	340,206		
WASTE MGMT INC DEL 3.5% DUE 05-15-2024	**	988,954		
WATERSTONE FINL INC MD COM	**	88,308		
WATTS WTR TECHNOLOGIES INC	**	250,183		
WAYFAIR INC CL A CL A	**	2,378,202		
WEA FIN LLC / 3.75% DUE 09-17-2024	**	4,966,195		
WEC ENERGY GROUP FIXED 3.375% DUE 06-15-2021	**	2,338,530		
WEIGHT WATCHERS INTL INC NEW COM	**	1,399,635		
WEINGARTEN RLTY INVS COM	**	290,996		
WEIQIAO TEXTILE CO 'H'CNY1	**	59,740		
WEIS MKT INC COM	**	214,246		
WELLCARE HLTH PLANS INC COM	**	4,622,406		
WELLPOINT INC 3.125% DUE 05-15-2022	**	1,216,852		
WELLS FARGO & CO 2.1% DUE 07-26-2021	**	775,023		
WELLS FARGO & CO 2.1% DUE 07-26-2021	**	2,730,988		
WELLS FARGO & CO 2.5% DUE 03-04-2021	**	113,111		
WELLS FARGO & CO 2.5% DUE 03-04-2021	**	325,563		
WELLS FARGO & CO 2.55% DUE 12-07-2020	**	1,084,500		
WELLS FARGO & CO 2.625% DUE 07-22-2022	**	467,667		
WELLS FARGO & CO 3% DUE 04-22-2026	**	465,920		
WELLS FARGO & CO 3% DUE 10-23-2026	**	2,332,824		
WELLS FARGO & CO 3.069% DUE 01-24-2023	**	389,570		

203

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
WELLS FARGO & CO 3.3 09-09-2024	**	2,611,821		
WELLS FARGO & CO 3.5 DUE 03-08-2022	**	234,218		
WELLS FARGO & CO 4.1% DUE 06-03-2026	**	343,739		
WELLS FARGO & CO 4.48% DUE 01-16-2024	**	10,498,447		
WELLS FARGO & CO 4.9% DUE 11-17-2045	**	65,330		
WELLS FARGO & CO 4.9% DUE 11-17-2045	**	360,778		
WELLS FARGO & CO FLTG RT 3.584% DUE 05-22-2028	**	26,882,128		
WELLS FARGO & CO FLTG RT 3.627% DUE 02-11-2022	**	1,589,635		
WELLS FARGO & CO FLTG RT 3.88925% DUE 01-24-2023	**	594,199		
WELLS FARGO & CO NEW COM STK	**	45,874,207		
WELLS FARGO & CO NEW MEDIUM TERM SR 4.125 DUE 08-15-2023	**	1,426,375		
WELLS FARGO & CO NEW MEDIUM TERM SR NTS FLTG RT DUE 01-30-2020	**	500,998		
WELLS FARGO & CO NEW MEDIUM TERM SR NTS TRANCHE # TR 00155 4.3% DUE 07-22-2027	**	2,813,282		
WELLS FARGO & CO NEW NT FLTG DUE 10-31-2023/10-31-2022 REG	**	498,454		
WELLS FARGO & CO TRANCHE # SR 00129 3.45DUE 02-13-2023	**	489,509		
WELLS FARGO & CO TRANCHE # SR 00129 3.45DUE 02-13-2023	**	2,545,447		
WELLS FARGO & COMPANY 2.125 04-22-2019	**	5,483,764		
WELLS FARGO BK N A 2.15% DUE 12-06-2019	**	9,294,942		
WELLS FARGO BK N A 2.4% DUE 01-15-2020	**	13,434,251		
WELLS FARGO BK N A 2.6% 01-15-2021	**	246,895		
WELLS FARGO BK N A 2.6% 01-15-2021	**	5,816,840		
WELLS FARGO BK N A 3.55% DUE 08-14-2023	**	1,593,235		
WELLS FARGO BK N A 3.625% DUE 10-22-2021 REG	**	7,282,846		
WELLS FARGO BK N A SAN FRAN CAL FLTG 03-25-2020	**	4,928,136		
WELLS FARGO COML 2.573% DUE 09-17-2058	**	993,587		
WELLS FARGO COML 2.918% DUE 10-15-2045	**	2,945,363		
WELLS FARGO COML 3.247% DUE 07-15-2058	**	5,152,898		
WELLS FARGO COML 3.412% DUE 09-15-2058	**	703,247		
WELLS FARGO COML FLTG RT 4.420092% DUE 12-15-2059	**	2,032,826		
WELLS FARGO COML MTG TR 2017-C40 CL A-SB 3.395% 10-15-2050 10-15-2050	**	2,800,364		
WELLS FARGO COML MTG TR 2017-C41 CL A-SB 3.39% 11-15-2050	**	14,498,840		
WELLS FARGO COML SER 2018-C44 CL ASB 4.167% 05-15-2051	**	4,172,228		
WELLTOWER INC 4% DUE 06-01-2025	**	98,692		
WELLTOWER INC 3.95% 09-01-2023	**	601,495		
WELLTOWER INC 4.125% DUE 04-01-2019	**	5,378,403		
WELLTOWER INC 4.25% DUE 04-01-2026	**	2,595,375		
WELLTOWER INC FIXED 4.25% DUE 04-15-2028	**	197,983		
WENDYS CO COM	**	338,768		
WERNER ENTERPRISES INC COM	**	293,569		
WESBANCO INC COM	**	334,906		
WESCO AIRCRAFT HOLDINGS INC	**	131,140		
WESCO INTL INC COM	**	1,026,720		
WESFARMERS LTD NPV	**	1,074,216		
WEST CHINA CEMENT GBP0.002	**	248,843		
WEST FRASER TIMBER COM NPV	**	1,406,226		
WESTAR ENERGY INC 3.1% DUE 04-01-2027	**	174,096		
WESTAR ENERGY INC 5.1% DUE 07-15-2020	**	161,196		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
WESTERN ALLIANCE BANCORPORATION COM	**	3,459,916		
WESTERN GAS PARTNERS LP 4 DUE 07-01-2022 REG	**	99,144		
WESTERN GAS PARTNERS LP 4 DUE 07-01-2022 REG	**	3,634,604		
WESTERN NEW ENG BANCORP INC COM	**	53,654		
WESTERN UN CO 3.6% DUE 03-15-2022	**	498,061		
WESTGATE RESORTS 2.15% DUE 12-20-2026	**	163,646		
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 4.7% 09-15-2028	**	1,158,255		
WESTJET AIRLINES VAR VTG & VTG SHS	**	395,373		
WESTLAKE 2.53% DUE 09-16-2019	**	779,516		
WESTLAKE 2.7% DUE 10-17-2022	**	58,703		
WESTLAKE 3.46% DUE 10-17-2022	**	2,211,477		
WESTLAKE CHEM CORP 4.375% 11-15-2047	**	62,013		
WESTPAC BKG CORP 1.6% 08-19-2019	**	3,290,465		
WESTPAC BKG CORP 1.65% DUE 05-13-2019	**	684,722		
WESTPAC BKG CORP 2.1% DUE 05-13-2021	**	584,672		
WESTPAC BKG CORP 2.3% DUE 05-26-2020	**	158,147		
WESTPAC BKG CORP 2.5% DUE 06-28-2022	**	121,156		
WESTPAC BKG CORP 2.5% DUE 06-28-2022	**	3,300,289		
WESTPAC BKG CORP 2.6% DUE 11-23-2020	**	918,136		
WESTPAC BKG CORP 2.75% DUE 01-11-2023	**	485,194		
WESTPAC BKG CORP 2.75% DUE 01-11-2023	**	4,851,940		
WESTPAC BKG CORP 2.85% DUE 05-13-2026	**	232,350		
WESTPAC BKG CORP 3.05% DUE 05-15-2020	**	500,350		
WESTPAC BKG CORP 3.65% DUE 05-15-2023	**	1,438,597		
WESTPAC BKG CORP 4.322% DUE 11-23-2031	**	275,262		
WESTPAC BKG CORP 4.875% DUE 11-19-2019	**	304,652		
WESTPAC BKG CORP NT FLTG RATE DUE 05-15-2020 REG	**	3,002,613		
WESTWOOD HLDGS GROUP INC COM	**	16,898		
WEX INC COM	**	4,158,381		
WEYCO GROUP INC COM	**	53,352		
WEYERHAEUSER CO 7.375% DUE 10-01-2019	**	5,137,630		
WFRBS COML MTG TR 3.311% DUE 03-15-2045	**	571,663		
WFRBS COML MTG TR FLTG RT 4.0689997673% DUE 09-15-2057	**	4,744,706		
WFRBS COML MTG TR MTG PASS SER 2014-C20 CL C 4.513 05-15-2047	**	1,828,680		
WFRBS COML MTG TR SER 2013-C12 CL A-3 3.07 03-15-2048	**	4,246,542		
WHARF(HLDGS) NPV	**	273,586		
WHEELOCK & COMPANY NPV	**	588,714		
WHITE MOUNTAINS INSURANCE GROUP COM STOCK	**	112,357		
WHITEHAVEN COAL NPV	**	844,299		
WHITESTONE REIT COMMON SHARES	**	45,742		
WHITING PETE CORP COM NEW COM USD0.001(POST REV SPLIT)	**	230,485		
WI PUB SVC CORP 3.35% DUE 11-21-2021	**	7,527,776		
WI PWR & LT CO 5% DUE 07-15-2019	**	134,312		
WI TREASURY SEC 3% DUE 05-15-2045 REG	**	698,660		
WI TREASURY SEC 3% DUE 05-15-2045 REG	**	2,455,292		
WI TREASURY SEC 3.375% DUE 11-15-2048 REG	**	10,747,219		
WIDEOPENWEST INC COM	**	38,288		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
WIENERBERGER AG NPV	**	183,852		
WIISOL CO LTD KRW500	**	133,770		
WILEY JOHN & SONS INC CL A	**	279,941		
WILLIAMS COS INC 3.7% DUE 01-15-2023	**	3,902,040		
WILLIAMS PARTNERS 3.35 DUE 08-15-2022	**	3,914,492		
WILLIAMS PARTNERS 3.6% DUE 03-15-2022	**	4,317,324		
WILLIAMS PARTNERS 3.9% DUE 01-15-2025	**	41,777		
WILLIAMS PARTNERS 4.3% DUE 03-04-2024	**	2,421,529		
WILLIAMS PARTNERS 5.25% DUE 03-15-2020	**	438,549		
WILLIAMS PARTNERS FIXED 4.85% DUE 03-01-2048	**	97,092		
WILLIAMS SCOTSMAN CORP COM	**	224,422		
WIND TRE SPA 3.125% GTD 20/01/2025 EUR	**	408,494		
WINGSTOP INC COM	**	350,606		
WINNEBAGO INDS INC COM	**	94,274		
WINTRUST FINL CORP COM	**	2,248,093		
WIPRO INR2	**	77,671		
WIRECARD AG NPV	**	2,645,410		
WISCONSIN ST GEN FD ANNUAL APPROPRIATIONREV 2.483% 05-01-2027 BEO TAXABLE	**	1,868,140		
WISDOM MARINE LINE TWD10	**	229,591		
WISDOMTREE INVTS INC COM	**	947,625		
WIX.COM LTD COM ILS0.01	**	194,502		
WIZZ AIR HLDGS PLC ORD GBP0.0001	**	449,290		
WOLTERS KLUWER EUR0.12	**	695,847		
WOLVERINE WORLD WIDE INC COM	**	2,231,726		
WOODSIDE PETROLEUM NPV	**	89,211		
WOODWARD INC COM	**	1,225,785		
WOONGJIN THINKBIG KRW500	**	23,409		
WORKDAY INC CL A COM USD0.001	**	9,044,116		
WORKIVA INC COM CL A COM CL A	**	1,398,203		
WORKSPACE GROUP ORD GBP1	**	585,027		
WORLD ACCEP CORP S C NEW COM	**	129,666		
WORLD FINL NETWORK 2.03% DUE 04-15-2025	**	776,177		
WORLD FINL NETWORK 2.55% DUE 06-17-2024	**	4,237,162		
WORLD FINL NETWORK CR CARD MASTER NT SER 18-C CL A 3.55% FIXED 08-15-2025	**	4,051,980		
WORLD FINL NETWORK CR CARD MASTER NT TR 2017-B NT CL A 1.98% 06-15-2023 REG	**	2,138,418		
WORLD FINL NETWORK CR CARD MASTER SER-18-B CL-A 3.46% 07-15-2025 REG	**	1,202,987		
WORLD FINL NETWORK FIXED 2.15% DUE 04-17-2023	**	2,489,340		
WORLD FUEL SERVICE COM STK USD0.01	**	586,848		
WORLD OMNI 1.45% DUE 08-15-2019	**	268,481		
WORLD OMNI AUTO 1.3% DUE 02-15-2022	**	3,798,181		
WORLD OMNI AUTO LEASE SECURITIZATION TST SER 18-A CL A3 2.83% 01-15-2021	**	523,296		
WORLD OMNI AUTO RECEIVABLES SER 18-B CL A3 2.93% DUE 07-17-2023	**	1,945,683		
WORLD OMNI AUTOMOBILE LEASE SECURITI TST SER 18-B CL A3 3.19% DUE 12-15-2021	**	1,124,339		
WORLD OMNI AUTOMOBILE LEASE SER 17-A CLS A3 2.13% DUE 04-15-2020	**	2,205,362		
WORLD OMNI AUTOMOBILE LEASESER 17-A CLS A4 2.32% DUE 08-15-2022	**	1,092,820		
WORLD WRESTLING ENTMNT	**	711,708		
WORTHINGTON INDS INC COM	**	598,586		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
WPP PLC ORD GBP0.10	**	4,001,764		
WPX ENERGY INC COM SHS	**	1,333,466		
WRIGHT MEDICAL GROUP NV EUR0.03	**	218,903		
WSFS FINANCIAL CORP COM	**	2,109,312		
WUSTENROT & WURTTE NPV	**	410,032		
WYNN MACAU LTD HKD0.001	**	91,624		
X5 RETAIL GROUP NV GDR REP 0.25 SHS EUR1REGS	**	679,121		
XCEL ENERGY INC 2.6% DUE 03-15-2022	**	87,862		
XCEL ENERGY INC 6.5 DUE 07-01-2036 BEO	**	27,677		
XCEL ENERGY INC COM	**	3,848,825		
XENIA HOTELS & RESORTS INC COM	**	189,355		
XEROX CORP COM NEW COM NEW	**	778,564		
XEROX CORP FIXED 2.75% DUE 09-01-2020	**	1,416,183		
XILINX INC COM	**	242,394		
XIWANG SPECIAL STE NPV	**	41,199		
XPERI CORP COM	**	128,344		
XPO LOGISTICS INC COM	**	152,126		
XTEP INTERNATIONAL HKD0.01	**	120,237		
XXENTRIA TECHNOLOG TWD10	**	90,761		
XYLEM INC 3.25% DUE 11-01-2026	**	47,513		
XYLEM INC SR NT 4.875 DUE 10-01-2021	**	3,071,866		
YAMANA GOLD INC COM STK	**	538,729		
YANDEX N.V. COM USD0.01 CL 'A	**	242,704		
YANLORD LAND GROUP NPV	**	109,648		
YANZHOU COAL MINING CO 'H' CNY1	**	234,094		
YARA INTERNATIONAL ASA 144A 4.75% DUE 06-01-2028 BE	**	1,096,385		
YELP INC CL A	**	46,677		
YOUNGONE CORP KRW500	**	371,519		
YUE YUEN INDL HLDG HKD0.25	**	199,969		
YUEXIU TRANSPORT INFRASTRUCT	**	336,856		
YUM CHINA HLDGS INC COM	**	4,021,353		
YURTEC CORPORATION NPV	**	64,870		
ZAFGEN INC COM	**	11,464		
ZAGG INC COM STK	**	43,531		
ZEAL NETWORK SE NPV(CI)	**	127,469		
ZEBRA TECHNOLOGIES CORP CL A	**	597,431		
ZENDESK INC COM	**	1,592,275		
ZENSHO HOLDINGS NPV	**	585,149		
ZHEJIANG EXPRESS 'H'CNY1	**	48,566		
ZHEN DING TECHNOLO TWD10	**	216,986		
ZHUZHOU CRRC TIMES ELECTRIC CO LTD	**	667,961		
ZIJIN MINING GROUP LTD 'H'CNY0.1	**	898,281		
ZIMMER BIOMET 3.15% DUE 04-01-2022	**	2,278,067		
ZIMMER BIOMET 3.55% DUE 04-01-2025	**	1,710,817		
ZIMMER BIOMET 3.55% DUE 04-01-2025	**	1,235,590		
ZIMMER BIOMET 3.7% DUE 03-19-2023	**	33,637		
ZIMMER BIOMET 4.625% DUE 11-30-2019	**	303,486		

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Security Name, Maturity Date, and Rate	Cost	Current Value
(in dollars)	
ZIMMER BIOMET HLDGS INC COM	**	5,009,676		
ZIMMER HLDGS INC 3.375 DUE 11-30-2021	**	415,370		
ZIONS BANCORPORATION N A	**	835,129		
ZIX CORP COM	**	105,432		
ZOETIS INC 3.25% 08-20-2021	**	3,175,566		
ZOETIS INC 3.45% DUE 11-13-2020	**	1,002,758		
ZSCALER INC COM	**	1,491,117		
ZUMIEZ INC COM	**	59,293		
ZURICH INSURANCE GROUP AG CHF0.10	**	6,917,486		
ZYNGA INC	**	2,451,927		
Metropolitan Life (wrap contract)	**	17,935,193		
Prudential (wrap contract)	**	25,017,087		
RGA (wrap contract)	**	23,531,567		
Royal Bank of Canada (wrap contract)	**	18,461,725		
Voya (wrap contract)	**	26,759,364		
 	 	 	
TOTAL	 	$	58,087,100,830		
 	 	 	
*PARTICIPANT LOANS (Interest from 3.25% to 9.50% maturing through January 2039)	**	$	735,019,207		
 	 	 	
*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, 2018

													
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		

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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, 2018

												
Party Involved	Relationship to Plan	Description of Transaction	Cost of Asset	Current Value of Asset	Net Gain on Each Transaction	
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, 2019	 	 	  	/s/ Michael Cleary      	
 	 	Date	 	 	  	Michael Cleary	
 	 	 	 	 	  	Vice President of Accounting	
 	 	 	 	 	  	and Financial Reporting	

211

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, 333-32499, 333-73252, 333-107677, 333-140837, and 333-163637 on Form S-8 of our report dated June 14, 2019 , 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, 2018 .
/s/ DELOITTE & TOUCHE LLP
Chicago, Illinois
June 14, 2019