Fund Facts  

Inception Date: Oct 30, 2007
CUSIP: 92210J465
Morningstar Category:Small Blend

Documents for Fund or Underlying Fund(s)  

Description

Objective  

Long-term capital growth.

Principal Investment Strategies  

The Fund invests in a single underlying VT III Vantagepoint Fund with a corresponding name, objective and strategy. The underlying fund invests, under normal circumstances, primarily in a combination of common stocks of U.S. small-capitalization companies, Russell 2000® Index futures contracts, and U.S. and foreign fixed income securities. Its subadvisers select stocks that they believe have above average potential for growth and that generally have market capitalizations that fall within the range of companies in the Russell 2000® Index. The underlying fund's U.S. and foreign fixed income securities (1) are held, in part, as collateral in conjunction with its use of futures contracts; (2) may include government and agency securities, corporate bonds, mortgage-backed securities, asset-backed securities, and municipal securities; and (3) at all times have a portfolio effective duration no greater than three years. In addition to using Russell 2000® Index futures contracts, the underlying fund's subadvisers also may use other derivative instruments. The underlying fund also may invest in foreign equity securities (including those of issuers located in emerging market countries), U.S. preferred stock, and U.S. and foreign convertible stock.

Principal Investment Risks  

There is no guarantee that the Fund will achieve its investment objective. You may lose money by investing in the Fund. The Fund’s principal investment risks include Stock Market Risk, Small-Cap Securities Risk, Preferred Stock Risk, Foreign Securities Risk, Foreign Currency Risk, Convertible Securities Risk, High Yield Securities Risk, Municipal Securities Risk, Derivative Instruments Risk, Interest Rate Risk, Credit Risk, Call Risk, Mortgage-Backed Securities Risk, Asset-Backed Securities Risk, U.S. Government Agency Securities Risk, Portfolio Turnover Risk, Multi-Manager Risk, Large Investor Risk.
Please see the Disclosure Memorandum for additional information about the Fund’s risks.

 

Performance & Expenses

Standard Performance As of Mar 31, 2018
Fund/Benchmark Name QtrYTD1-Yr3-Yr5-Yr10-YrSince Inception
VT Vantagepoint Discovery   0.51%0.51%12.93%7.12%10.96%9.27%N/A
Russell 2000 Indexa,b-0.08%-0.08%11.79%8.39%11.47%9.84%N/A
Morningstar Small Blenda,c-0.93%-0.93%9.68%7.21%10.29%9.15%N/A

Fund past performance, as shown, is no guarantee of how the Fund will perform in the future. The performance shown has been annualized for periods greater than one year. Investment returns and principal value will fluctuate, so that an investor's shares, when redeemed, may be worth more or less than their original cost. For current performance, visit www.icmarc.org.

Total Expenses d
Gross Expenses0.71%
Net Expenses0.71%

 

a. Certain information including, but not limited to, benchmark performance or other performance and/or fee information, is provided by Morningstar, Inc., © 2018 All rights reserved. This information: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed and (3) is not warranted to be accurate, complete or timely. Neither Morningstar and/or its content providers are responsible for any damages or losses arising from any use of information. Morningstar is a registered trademark of Morningstar, Inc.

b. The Russell 2000® Index measures the performance of the small-cap segment of the U.S. equity universe. The Russell 2000® Index is a subset of the Russell 3000® Index, and includes approximately 2,000 of the smallest securities based on a combination of their market cap and current index membership.

c. The Morningstar category represents the average return for a category of funds with similar investment objectives and strategies. The average is calculated and funds are assigned to a category by Morningstar.

d. VantageTrust Funds invest either in collective investment funds or underlying registered funds. Please refer to the underlying fund's disclosure documents for additional information on fund fees and expenses.

Morningstar Information

Morningstar RatingTM   As of Mar 31, 2018
Period Stars Category Size
Overall 3 Stars627
3-Year 3 Stars627
5-Year 3 Stars542
10-Year 3 Stars400

The Morningstar Rating™ for funds, or “star rating”, is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange–traded funds, closed–end funds, and separate accounts) with at least a three–year history. Exchange–traded funds and open–ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk–Adjusted Return measure that accounts for variation in a managed product′s monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three–, five–, and 10–year (if applicable) Morningstar Rating metrics. The weights are: 100% three–year rating for 36–59 months of total returns, 60% five–year rating⁄40% three–year rating for 60–119 months of total returns, and 50% 10–year rating⁄30% five–year rating⁄20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.

Morningstar Stylebox As of Mar 31, 2018
Equity Stylebox Fixed Income Stylebox
Small GrowthMedium Limited
 

Statistics

Portfolio Statistics As of Mar 31, 2018
Statistic3-Year5-Year
Beta0.950.97
Alpha-0.83-0.12
Standard Deviation13.3213.49
 
 

Underlying Fund Characteristics

Top Ten Holdings As of Apr 30, 2018
Underlying Fund Holdings Market Value%
E-MINI RUSS 2000 EQUITY INDEX JUN18 (RTYM8) INDEX-11,317,03765.9%
US 2YR NOTE (CBT) BOND JUN18 (TUM8) COMDTY-56,9886.2%
UNITED STATES TREASURY NOTE/BOND 2% 01/31/202022,352,9835.2%
UNITED STATES TREASURY NOTE/BOND 2.25% 03/31/202013,950,0743.3%
UNITED STATES ZERO 05/1811,998,9622.8%
USD7,567,7021.8%
UNITED STATES TREASURY NOTE/BOND 2.25% 02/01/20246,800,2381.6%
FIDELITY INSTITUTIONAL MONEY MARKET5,471,0551.3%
BLACKROCK TEMP FUND5,470,7301.3%
UNITED STATES TREASURY NOTE/BOND 1.5% 06/15/20203,999,7890.9%
All Holdings As of Apr 30, 2018
Equity
Underlying Fund HoldingsMarket Value%
INSULET CORP$2,310,6480.5%
2U INC$2,089,0370.5%
CHART INDUSTRIES INC$2,086,2730.5%
TRINET GROUP INC$2,071,4230.5%
KIRBY CORP$2,010,3500.5%
HUBSPOT INC$2,005,6400.5%
CARPENTER TECHNOLOGY CORP$2,002,8420.5%
MOLINA HEALTHCARE INC$1,862,8020.4%
CALLON PETROLEUM CO$1,833,2820.4%
FERRO CORP$1,810,0800.4%
NEW YORK TIMES CO/THE$1,801,6640.4%
GLOBUS MEDICAL INC$1,792,3670.4%
CIENA CORP$1,765,0850.4%
TEXAS CAPITAL BANCSHARES INC$1,747,7820.4%
FIRST SOLAR INC$1,742,2590.4%
STERLING BANCORP/DE$1,735,2230.4%
CINEMARK HOLDINGS INC$1,718,6620.4%
DELEK US HOLDINGS INC$1,699,3040.4%
EHEALTH INC$1,663,3650.4%
PERFORMANCE FOOD GROUP CO$1,656,2480.4%
ADVANCED DRAINAGE SYSTEMS INC$1,654,0270.4%
LIFE STORAGE INC$1,634,9900.4%
FIRST FINANCIAL BANCORP$1,623,1420.4%
TRI POINTE GROUP INC$1,602,0950.4%
STATE BANK FINANCIAL CORP$1,592,6100.4%
CHEESECAKE FACTORY INC/THE$1,577,5660.4%
FIRSTCASH INC$1,575,7730.4%
HMS HOLDINGS CORP$1,566,7080.4%
CHICOS FAS INC$1,563,8760.4%
HORACE MANN EDUCATORS CORP$1,562,0860.4%
HAEMONETICS CORP$1,555,9620.4%
KEMPER CORP$1,550,0030.4%
UNION BANKSHARES CORP$1,546,8070.4%
TELEDYNE TECHNOLOGIES INC$1,543,8670.4%
CARDTRONICS PLC$1,540,2710.4%
ACUSHNET HOLDINGS CORP$1,537,8810.4%
ORION ENGINEERED CARBONS SA$1,531,6740.4%
VONAGE HOLDINGS CORP$1,527,1770.4%
BLACK HILLS CORP$1,525,2590.4%
TWILIO INC$1,520,9530.4%
WIX.COM LTD$1,516,1140.4%
SPX FLOW INC$1,511,1450.4%
WATTS WATER TECHNOLOGIES INC$1,506,3160.4%
JOHN BEAN TECHNOLOGIES CORP$1,505,5910.4%
FCB FINANCIAL HOLDINGS INC$1,498,1760.4%
METHANEX CORP$1,497,0140.4%
NATIONAL BANK HOLDINGS CORP$1,495,7130.4%
POTLATCH CORP$1,463,3630.3%
ZENDESK INC$1,461,8180.3%
REXFORD INDUSTRIAL REALTY INC$1,450,5140.3%
GATX CORP$1,450,1550.3%
PS BUSINESS PARKS INC$1,436,8500.3%
MINERALS TECHNOLOGIES INC$1,422,0160.3%
ACTUANT CORP$1,414,9780.3%
PRA GROUP INC$1,413,0350.3%
TIMKEN CO/THE$1,404,3380.3%
BANCORPSOUTH BANK$1,403,0720.3%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$1,401,4020.3%
SOUTH STATE CORP$1,386,3580.3%
LINDBLAD EXPEDITIONS HOLDINGS INC$1,377,7510.3%
ENTEGRIS INC$1,367,8880.3%
AIR LEASE CORP$1,340,2920.3%
PATTERN ENERGY GROUP INC$1,331,0850.3%
REDWOOD TRUST INC$1,305,1430.3%
NU SKIN ENTERPRISES INC$1,300,5510.3%
ASSURED GUARANTY LTD$1,273,8150.3%
MFA FINANCIAL INC$1,260,1790.3%
LIFEPOINT HEALTH INC$1,229,1140.3%
JAMES RIVER GROUP HOLDINGS LTD$1,212,0350.3%
CLOUDERA INC$1,207,8440.3%
LHC GROUP INC$1,207,0920.3%
LASALLE HOTEL PROPERTIES$1,197,4370.3%
BMC STOCK HOLDINGS INC$1,188,8360.3%
TRUEBLUE INC$1,179,3960.3%
GRAPHIC PACKAGING HOLDING CO$1,171,9850.3%
LA-Z-BOY INC$1,169,8560.3%
DECKERS OUTDOOR CORP$1,169,6670.3%
POLYONE CORP$1,138,4460.3%
AEROJET ROCKETDYNE HOLDINGS INC$1,131,5700.3%
NMI HOLDINGS INC$1,105,3410.3%
AMERIS BANCORP$1,096,0400.3%
KENNEDY-WILSON HOLDINGS INC$1,076,8720.3%
TENNECO INC$1,066,3480.3%
WERNER ENTERPRISES INC$1,063,6430.3%
CLEAN HARBORS INC$1,057,7510.3%
PAPA JOHNS INTERNATIONAL INC$1,014,6300.2%
SOLAR CAPITAL LTD$994,9520.2%
SPIRIT AIRLINES INC$879,4620.2%
TELADOC INC$860,3870.2%
SPARK THERAPEUTICS INC$831,8120.2%
RAMBUS INC$784,6880.2%
AUDENTES THERAPEUTICS INC$763,2650.2%
MIMEDX GROUP INC$725,4270.2%
AMBARELLA INC$664,9790.2%
BLUEPRINT MEDICINES CORP$641,0720.2%
ACACIA COMMUNICATIONS INC$626,8160.2%
CRISPR THERAPEUTICS AG$556,9310.1%
COOPER TIRE & RUBBER CO$550,7850.1%
ULTRAGENYX PHARMACEUTICAL INC$507,3320.1%
ADURO BIOTECH INC$473,2920.1%
MOMENTA PHARMACEUTICALS INC$316,6590.1%
PIVOTAL SOFTWARE INC$101,0240.0%
DOCUSIGN INC$54,0820.0%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES TREASURY NOTE/BOND 2% 01/31/2020$22,352,9835.2%
UNITED STATES TREASURY NOTE/BOND 2.25% 03/31/2020$13,950,0743.3%
UNITED STATES TREASURY NOTE/BOND 2.25% 02/01/2024$6,800,2381.6%
UNITED STATES TREASURY NOTE/BOND 1.5% 06/15/2020$3,999,7890.9%
DOMINOS PIZZA MASTER ISSUER LLC 2.486% 07/25/2047$3,581,9860.8%
ALLY AUTO RECEIVABLES TRUST 2017-4 1.75% 12/15/2021$3,569,0060.8%
INVITATION HOMES 2017-SFR2 TRUST 2.1% 12/17/2036$3,396,1430.8%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.97% 08/25/2029$3,000,4350.7%
JP MORGAN MORTGAGE TRUST 2017-5 3% 12/15/2047$2,928,2720.7%
FEDERAL HOME LOAN BANKS 2.125% 02/11/2020$2,831,0480.7%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.974% 10/25/2029$2,762,5070.6%
FEDERAL HOME LOAN BANKS 2.375% 03/30/2020$2,673,3210.6%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$2,655,7720.6%
CHESAPEAKE FUNDING II LLC 1.91% 08/15/2029$2,490,8090.6%
ABN AMRO BANK NV 2.1% 01/18/2019$2,465,3570.6%
COLONY STARWOOD HOMES 2016-2 TRUST 2.022% 12/17/2033$2,274,6890.5%
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.34% 04/15/2022$2,266,7460.5%
CITIZENS BANK NA/PROVIDENCE RI 2.5% 03/14/2019$2,016,7090.5%
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD 2.375% 02/16/2025$2,006,8500.5%
KUBOTA CREDIT OWNER TRUST 2017-1 2.36% 08/16/2021$1,997,8700.5%
MACQUARIE GROUP LTD 2.48763% 11/28/2023$1,977,8840.5%
COMMONBOND STUDENT LOAN TRUST 2017-A-GS 1.926% 05/25/2041$1,947,3770.5%
ROYAL BANK OF SCOTLAND GROUP PLC 2.652% 05/15/2023$1,940,8600.5%
INTERNATIONAL LEASE FINANCE CORP 6.25% 05/15/2019$1,900,8450.4%
CAPITAL ONE NA/MCLEAN VA 2.35% 01/31/2020$1,885,7080.4%
BECTON DICKINSON AND CO 2.346% 06/06/2022$1,859,5780.4%
UBS GROUP FUNDING SWITZERLAND AG 2.376% 05/23/2023$1,843,4350.4%
MITSUBISHI UFJ FINANCIAL GROUP INC 1.97% 02/22/2022$1,842,7710.4%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 0% 03/25/2030$1,827,0460.4%
ATHENE GLOBAL FUNDING 2.529% 07/01/2022$1,820,5740.4%
VERIZON COMMUNICATIONS INC 1.722% 05/22/2020$1,805,7720.4%
BNZ INTERNATIONAL FUNDING LTD/LONDON 2.35% 03/04/2019$1,794,2130.4%
ENLINK MIDSTREAM PARTNERS LP 2.7% 04/01/2019$1,793,1620.4%
GENERAL MOTORS FINANCIAL CO INC 2.085% 04/13/2020$1,791,8580.4%
BANK OF AMERICA CORP 2.153% 04/24/2023$1,790,6340.4%
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$1,784,4610.4%
BNZ INTERNATIONAL FUNDING LTD/LONDON 2.4% 02/21/2020$1,779,3440.4%
SABINE PASS LIQUEFACTION LLC 5.625% 02/01/2021$1,774,9570.4%
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 1.9% 09/23/2019$1,768,8140.4%
CENOVUS ENERGY INC 5.7% 10/15/2019$1,752,4600.4%
BAT CAPITAL CORP 2.297% 08/14/2020$1,752,2650.4%
DXC TECHNOLOGY CO 2.264% 03/01/2021$1,737,8460.4%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$1,725,6050.4%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.465% 05/01/2042$1,700,8890.4%
KINDER MORGAN INC/DE 3.05% 12/01/2019$1,695,1930.4%
SUNTRUST BANK/ATLANTA GA 2.59% 01/29/2021$1,674,5750.4%
SINOPEC GROUP OVERSEAS DEVELOPMENT 2017 LTD 2.375% 04/12/2020$1,674,1120.4%
DAIMLER FINANCE NORTH AMERICA LLC 2.3% 02/12/2021$1,655,6440.4%
ARES CAPITAL CORP 3.625% 01/19/2022$1,645,1370.4%
HUSKY ENERGY INC 7.25% 12/15/2019$1,593,1130.4%
ALIMENTATION COUCHE-TARD INC 2.35% 12/13/2019$1,529,8360.4%
WELLS FARGO & CO 1.964% 02/11/2022$1,516,0640.4%
MIZUHO FINANCIAL GROUP INC 1.994% 02/28/2022$1,496,9250.4%
JPMORGAN CHASE & CO 1% 06/01/2021$1,494,4740.4%
HSBC USA INC 2.375% 11/13/2019$1,484,5830.4%
BOC AVIATION LTD 3.41294% 05/02/2021$1,484,2940.4%
BECTON DICKINSON AND CO 2.133% 06/06/2019$1,469,8330.3%
SEQUOIA MORTGAGE TRUST 2017-CH1 3.5% 10/25/2047$1,464,6850.3%
MORGAN STANLEY 2.21% 01/20/2022$1,457,2110.3%
JPMORGAN CHASE & CO 6.3% 04/23/2019$1,449,5720.3%
GOSFORTH FUNDING 2017-1 PLC 1.787% 12/19/2059$1,411,2550.3%
DEUTSCHE BANK AG/NEW YORK NY 3.15% 01/22/2021$1,405,4180.3%
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 4.625% 01/11/2023$1,401,6530.3%
SMITHFIELD FOODS INC 2.7% 01/31/2020$1,388,6150.3%
GOLDMAN SACHS GROUP INC/THE 2.6% 12/27/2020$1,380,1780.3%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.678% 07/25/2028$1,367,6720.3%
ACTAVIS FUNDING SCS 3% 03/12/2020$1,346,4360.3%
BANK OF AMERICA CORP 3.004% 12/20/2023$1,339,0810.3%
PRESTIGE AUTO RECEIVABLES TRUST 2016-1 1.99% 06/15/2020$1,284,5110.3%
NABORS INDUSTRIES INC 4.625% 09/15/2021$1,282,1630.3%
CITIGROUP INC 2.45% 01/10/2020$1,259,3020.3%
JP MORGAN MORTGAGE TRUST 2017-1 3.5% 01/25/2047$1,240,8490.3%
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 2.05% 09/23/2019$1,235,7450.3%
MORGAN STANLEY 2.026% 01/27/2020$1,216,8730.3%
CITIBANK NA 1.85% 09/18/2019$1,210,8280.3%
HYUNDAI CAPITAL AMERICA 2.4% 10/30/2018$1,192,6070.3%
NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.375% 07/12/2019$1,179,8070.3%
BANK OF AMERICA CORP 2.369% 07/21/2021$1,162,8120.3%
SOFI CONSUMER LOAN PROGRAM 2017-5 LLC 2.14% 09/25/2026$1,134,9900.3%
PELABUHAN INDONESIA III PERSERO PT 4.5% 05/02/2023$1,124,8540.3%
CAPITAL ONE BANK USA NA 2.25% 02/13/2019$1,121,2090.3%
CK HUTCHISON INTERNATIONAL 17 II LTD 2.25% 09/29/2020$1,114,8930.3%
ICICI BANK LTD/HONG KONG 5.75% 11/16/2020$1,114,0790.3%
SUMITOMO MITSUI TRUST BANK LTD 2.05% 03/06/2019$1,103,4430.3%
MAJAPAHIT HOLDING BV 7.75% 01/20/2020$1,082,0130.3%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.5% 02/28/2020$1,060,8590.3%
QEP RESOURCES INC 6.875% 03/01/2021$1,042,2000.2%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 4.1% 06/15/2021$1,021,4270.2%
SEQUOIA MORTGAGE TRUST 2017-CH2 4% 12/25/2047$1,002,8690.2%
GENERAL MOTORS FINANCIAL CO INC 2.606% 06/30/2022$999,7280.2%
MVW OWNER TRUST 2017-1 2.42% 12/20/2034$983,6270.2%
ATHENE GLOBAL FUNDING 2.75% 04/20/2020$982,5640.2%
FIRST INVESTORS AUTO OWNER TRUST 2017-1 2.2% 03/15/2022$981,2290.2%
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2017-2 1.98% 12/20/2021$979,9590.2%
UBS AG/LONDON 2.2% 06/08/2020$974,8310.2%
SUMITOMO MITSUI BANKING CORP 2.092% 10/18/2019$971,4610.2%
INVITATION HOMES 2015-SFR2 TRUST 1.888% 06/17/2032$968,8300.2%
SUNTORY HOLDINGS LTD 2.55% 09/29/2019$967,5690.2%
VIETNAM GOVERNMENT INTERNATIONAL BOND 6.75% 01/29/2020$927,2220.2%
CVS HEALTH CORP 2.77725% 03/09/2021$923,7870.2%
ENTERPRISE FLEET FINANCING LLC 1.97% 01/20/2023$922,7740.2%
HEWLETT PACKARD ENTERPRISE CO 2.1% 10/04/2019$922,5330.2%
BPCE SA 2.082% 05/31/2022$919,7400.2%
ENBRIDGE ENERGY PARTNERS LP 4.375% 10/15/2020$918,2500.2%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2017-1 2.7% 10/17/2022$916,2110.2%
CVS HEALTH CORP 3.125% 03/09/2020$915,4840.2%
SUNCORP-METWAY LTD 2.375% 11/09/2020$913,9020.2%
SANTANDER HOLDINGS USA INC 3.7% 03/28/2022$912,7330.2%
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$909,8260.2%
ING BANK NV 2% 11/26/2018$896,8930.2%
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 2.3% 03/10/2019$896,0010.2%
CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.875% 03/31/2025$889,8510.2%
ING GROEP NV 2.302% 03/29/2022$889,3400.2%
MOLSON COORS BREWING CO 1.9% 03/15/2019$888,5640.2%
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$874,7840.2%
LANARK MASTER ISSUER PLC 2.23578% 12/22/2069$861,2560.2%
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$852,8370.2%
COLONY AMERICAN HOMES 2015-1 1.75% 07/17/2032$839,2570.2%
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$833,8580.2%
AES CORP/VA 4% 03/15/2021$831,4350.2%
CAPITAL ONE FINANCIAL CORP 2.056% 03/09/2022$828,4390.2%
DR HORTON INC 2.55% 12/01/2020$819,8840.2%
KINDER MORGAN INC/DE 2.589% 01/15/2023$818,8330.2%
CONSTELLATION BRANDS INC 2% 11/07/2019$817,5770.2%
GENERAL MOTORS FINANCIAL CO INC 2.65% 04/13/2020$797,4720.2%
FORD MOTOR CREDIT CO LLC 2.738% 03/28/2022$788,2500.2%
BANCO SANTANDER CHILE 2.5% 12/15/2020$787,8940.2%
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 5.5% 02/15/2020$776,1720.2%
VULCAN MATERIALS CO 1.846% 06/15/2020$774,1210.2%
WHITING PETROLEUM CORP 5.75% 03/15/2021$764,5560.2%
BARCLAYS BANK PLC 2.16457% 01/11/2021$751,7670.2%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 4.0715% 08/25/2030$739,6490.2%
BARCLAYS PLC 3.25% 01/12/2021$739,1700.2%
VIASAT INC 5.625% 09/15/2025$734,4000.2%
BANCO DEL ESTADO DE CHILE 2.668% 01/08/2021$728,2380.2%
ENERGY TRANSFER EQUITY LP 4.25% 03/15/2023$720,7880.2%
SOFI CONSUMER LOAN PROGRAM 2017-6 LLC 2.2% 11/25/2026$714,9630.2%
FIDELITY & GUARANTY LIFE HOLDINGS INC 5.5% 05/01/2025$712,9980.2%
PHILLIPS 66 1.906% 04/15/2020$705,3270.2%
LENNAR CORP 4.125% 01/15/2022$700,0000.2%
ASSURANT INC 3.543307% 03/26/2021$693,4970.2%
CARDINAL HEALTH INC 1.948% 06/14/2019$673,7200.2%
VMWARE INC 2.3% 08/21/2020$671,9840.2%
HUNTINGTON NATIONAL BANK/THE 2.375% 03/10/2020$616,8670.1%
SMBC AVIATION CAPITAL FINANCE DAC 3% 07/15/2022$605,6150.1%
UNITED STATES TREASURY NOTE/BOND 1.875% 12/31/2019$604,4480.1%
MCLAREN FINANCE PLC 5.75% 08/01/2022$603,2220.1%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-4 2.97% 03/15/2021$600,9690.1%
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$598,1160.1%
MIZUHO BANK LTD 2.4% 03/26/2020$595,9060.1%
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC 3.36% 03/20/2023$594,3280.1%
DELTA AIR LINES INC 2.875% 03/13/2020$592,2040.1%
ANTHEM INC 2.5% 11/21/2020$590,2970.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.7% 07/19/2019$583,1000.1%
NISSAN MOTOR ACCEPTANCE CORP 2.15% 09/28/2020$580,3470.1%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.5% 05/26/2022$580,0410.1%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 2.3% 11/15/2019$577,7960.1%
QUALCOMM INC 1.85% 05/20/2019$568,6880.1%
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$558,6880.1%
DOMINION ENERGY INC 1.771% 06/01/2019$547,3080.1%
SMITHFIELD FOODS INC 2.65% 10/03/2021$543,1640.1%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 2.66% 11/15/2021$538,1590.1%
SUMITOMO MITSUI TRUST BANK LTD 1.95% 09/19/2019$536,5630.1%
HYUNDAI AUTO RECEIVABLES TRUST 2016-B 2.68% 09/15/2023$524,7390.1%
ENSTAR GROUP LTD 4.5% 03/10/2022$508,8430.1%
CITIZENS BANK NA/PROVIDENCE RI 2.25% 03/02/2020$506,7800.1%
MYLAN NV 2.5% 06/07/2019$506,2820.1%
ASTON MARTIN CAPITAL HOLDINGS LTD 6.5% 04/15/2022$490,4220.1%
STANDARD CHARTERED PLC 2.1% 08/19/2019$473,5360.1%
FORD MOTOR CREDIT CO LLC 2.262% 03/28/2019$462,0290.1%
EQT CORP 2.5% 10/01/2020$448,8150.1%
GLENCORE FUNDING LLC 3% 10/27/2022$435,5250.1%
CITIZENS BANK NA/PROVIDENCE RI 2.2% 05/26/2020$420,4950.1%
HYUNDAI CAPITAL SERVICES INC 1.625% 08/30/2019$419,7970.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.25% 02/01/2022$419,2250.1%
NOSTRUM OIL & GAS FINANCE BV 7% 02/16/2025$409,7000.1%
ONEOK INC 4.25% 02/01/2022$397,5270.1%
DOMINION ENERGY INC 2.579% 07/01/2020$393,9970.1%
OASIS PETROLEUM INC 6.875% 01/15/2023$381,1000.1%
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$369,9610.1%
GLENCORE FUNDING LLC 2.24% 01/15/2019$331,8580.1%
CITIGROUP INC 2.05% 06/07/2019$317,6220.1%
ACTAVIS FUNDING SCS 2.1% 03/12/2020$313,5670.1%
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$309,4770.1%
SANTANDER UK PLC 2.5% 03/14/2019$304,3670.1%
STARWOOD PROPERTY TRUST INC 3.625% 02/01/2021$300,4250.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 6% 04/15/2024$291,4670.1%
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$286,1250.1%
DAIMLER FINANCE NORTH AMERICA LLC 2.2% 05/05/2020$279,5740.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 2.2% 07/21/2021$261,8740.1%
ISTAR INC 4.625% 09/15/2020$254,6810.1%
NOBLE HOLDING INTERNATIONAL LTD 7.75% 01/15/2024$253,5330.1%
DXC TECHNOLOGY CO 2.875% 03/27/2020$248,4520.1%
SUNOCO LP / SUNOCO FINANCE CORP 4.875% 01/15/2023$246,7430.1%
SENEGAL GOVERNMENT INTERNATIONAL BOND 8.75% 05/13/2021$242,2890.1%
BANK OF AMERICA CORP 2.151% 11/09/2020$219,7440.1%
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.87% 11/08/2021$200,0350.1%
PITNEY BOWES INC 3.625% 09/15/2020$188,5750.0%
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$188,2770.0%
NCUA GUARANTEED NOTES TRUST 2010-R1 0.981% 10/07/2020$183,2260.0%
SYNCHRONY FINANCIAL 2.111% 02/03/2020$141,7470.0%
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.11% 03/22/2021$138,5400.0%
NOKIA OYJ 3.375% 06/12/2022$129,7120.0%
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.875% 06/15/2021$123,7600.0%
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$98,9880.0%
GSAMP TRUST 2004-SEA2 1.242% 03/25/2034$33,1360.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
UNITED STATES ZERO 05/18$11,998,9622.8%
FIDELITY INSTITUTIONAL MONEY MARKET$5,471,0551.3%
BLACKROCK TEMP FUND$5,470,7301.3%
FLORIDA PWR & ZERO 05/18$2,877,5220.7%
ONCOR ELECTRIC ZERO 05/18$2,876,1810.7%
NATIONAL GRID ZERO 05/18$2,129,6150.5%
 
Other
Underlying Fund HoldingsMarket Value%
USD$7,567,7021.8%
EURO$85,8230.0%
US 5YR NOTE (CBT) BOND JUN18 (FVM8) COMDTY$12,616-1.3%
USD$12,0930.0%
EURO-BUND FUTURE BOND JUN18 (RXM8) COMDTY$-56,914-1.9%
US 2YR NOTE (CBT) BOND JUN18 (TUM8) COMDTY$-56,9886.2%
E-MINI RUSS 2000 EQUITY INDEX JUN18 (RTYM8) INDEX$-11,317,03765.9%
All Holdings As of Mar 31, 2018
Equity
Underlying Fund HoldingsMarket Value%
2U INC$2,794,3340.7%
INSULET CORP$2,283,0650.5%
HUBSPOT INC$2,281,4480.5%
DELEK US HOLDINGS INC$2,258,2800.5%
CHART INDUSTRIES INC$2,170,4740.5%
NEW YORK TIMES CO/THE$2,058,5260.5%
HAEMONETICS CORP$1,961,0540.5%
GLOBUS MEDICAL INC$1,897,9430.5%
FERRO CORP$1,843,3660.4%
TRINET GROUP INC$1,821,0710.4%
KIRBY CORP$1,813,5580.4%
MOLINA HEALTHCARE INC$1,780,6830.4%
ZENDESK INC$1,761,3770.4%
CIENA CORP$1,715,3310.4%
CALLON PETROLEUM CO$1,710,5950.4%
FIRST SOLAR INC$1,709,6240.4%
ADVANCED DRAINAGE SYSTEMS INC$1,666,4840.4%
ENTEGRIS INC$1,655,8190.4%
SPX FLOW INC$1,651,8490.4%
CINEMARK HOLDINGS INC$1,620,3000.4%
STERLING BANCORP/DE$1,615,0990.4%
TEXAS CAPITAL BANCSHARES INC$1,592,7580.4%
JOHN BEAN TECHNOLOGIES CORP$1,584,5380.4%
AMERIS BANCORP$1,561,5020.4%
WATTS WATER TECHNOLOGIES INC$1,540,0920.4%
ORION ENGINEERED CARBONS SA$1,518,3050.4%
TELEDYNE TECHNOLOGIES INC$1,514,0180.4%
LIFE STORAGE INC$1,513,6330.4%
TRI POINTE GROUP INC$1,508,1100.4%
METHANEX CORP$1,503,2100.4%
PERFORMANCE FOOD GROUP CO$1,493,5150.4%
GATX CORP$1,492,3970.4%
STATE BANK FINANCIAL CORP$1,486,9050.4%
CARPENTER TECHNOLOGY CORP$1,478,2410.4%
UNION BANKSHARES CORP$1,472,2180.4%
TIMKEN CO/THE$1,468,4570.4%
ACUSHNET HOLDINGS CORP$1,457,6020.3%
PRA GROUP INC$1,447,1540.3%
WIX.COM LTD$1,437,4690.3%
CHEESECAKE FACTORY INC/THE$1,435,4610.3%
HORACE MANN EDUCATORS CORP$1,433,4080.3%
FIRSTCASH INC$1,413,0190.3%
CLOUDERA INC$1,404,6640.3%
BLACK HILLS CORP$1,399,7450.3%
VONAGE HOLDINGS CORP$1,399,1540.3%
CHICOS FAS INC$1,395,6580.3%
POTLATCH CORP$1,394,5760.3%
NATIONAL BANK HOLDINGS CORP$1,385,7940.3%
ACTUANT CORP$1,369,4250.3%
BANCORPSOUTH BANK$1,350,0050.3%
AIR LEASE CORP$1,343,2120.3%
REXFORD INDUSTRIAL REALTY INC$1,340,0310.3%
SOUTH STATE CORP$1,339,3810.3%
HMS HOLDINGS CORP$1,332,5660.3%
MINERALS TECHNOLOGIES INC$1,329,0910.3%
NU SKIN ENTERPRISES INC$1,320,8090.3%
BMC STOCK HOLDINGS INC$1,320,7980.3%
CALLIDUS SOFTWARE INC$1,319,0770.3%
REDWOOD TRUST INC$1,316,2030.3%
TENNECO INC$1,309,2530.3%
NMI HOLDINGS INC$1,294,8060.3%
CARDTRONICS PLC$1,283,2940.3%
KEMPER CORP$1,283,1270.3%
FCB FINANCIAL HOLDINGS INC$1,268,4550.3%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$1,267,5000.3%
LINDBLAD EXPEDITIONS HOLDINGS INC$1,266,7330.3%
ASSURED GUARANTY LTD$1,245,6060.3%
PATTERN ENERGY GROUP INC$1,240,9720.3%
MFA FINANCIAL INC$1,236,9910.3%
GRAPHIC PACKAGING HOLDING CO$1,233,2500.3%
LA-Z-BOY INC$1,216,5690.3%
EHEALTH INC$1,209,3090.3%
OCLARO INC$1,208,6710.3%
LIFEPOINT HEALTH INC$1,182,2380.3%
JAMES RIVER GROUP HOLDINGS LTD$1,160,3660.3%
LASALLE HOTEL PROPERTIES$1,151,6100.3%
POLYONE CORP$1,133,8810.3%
AEROJET ROCKETDYNE HOLDINGS INC$1,132,7850.3%
CLEAN HARBORS INC$1,127,2670.3%
TWILIO INC$1,127,1880.3%
TRUEBLUE INC$1,123,6200.3%
WERNER ENTERPRISES INC$1,109,5640.3%
DECKERS OUTDOOR CORP$1,106,9190.3%
SOLAR CAPITAL LTD$991,5340.2%
KENNEDY-WILSON HOLDINGS INC$988,7900.2%
SPIRIT AIRLINES INC$930,1810.2%
MB FINANCIAL INC$883,8810.2%
ACACIA COMMUNICATIONS INC$856,3890.2%
TELADOC INC$806,3630.2%
FIRST FINANCIAL BANCORP$791,6280.2%
RAMBUS INC$780,6190.2%
BLUEPRINT MEDICINES CORP$766,2450.2%
SPARK THERAPEUTICS INC$725,7640.2%
MOMENTA PHARMACEUTICALS INC$715,5460.2%
AMBARELLA INC$699,2340.2%
PAPA JOHNS INTERNATIONAL INC$679,8650.2%
COOPER TIRE & RUBBER CO$660,0410.2%
ADURO BIOTECH INC$637,9150.2%
MIMEDX GROUP INC$615,8620.2%
AUDENTES THERAPEUTICS INC$613,9220.2%
CRISPR THERAPEUTICS AG$543,2630.1%
ULTRAGENYX PHARMACEUTICAL INC$508,8290.1%
OUTFRONT MEDIA INC$503,3380.1%
DERMIRA INC$112,3710.0%
WABASH NATIONAL CORP$26,6160.0%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES TREASURY NOTE/BOND 2% 01/31/2020$22,419,8545.3%
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$15,810,0583.7%
UNITED STATES TREASURY NOTE/BOND 2.25% 02/01/2024$6,839,5241.6%
UNITED STATES TREASURY NOTE/BOND 1.5% 06/15/2020$4,013,6721.0%
DOMINOS PIZZA MASTER ISSUER LLC 2.486% 07/25/2047$3,609,8870.9%
ALLY AUTO RECEIVABLES TRUST 2017-4 1.75% 12/15/2021$3,573,8470.8%
INVITATION HOMES 2017-SFR2 TRUST 2.1% 12/17/2036$3,415,8590.8%
JP MORGAN MORTGAGE TRUST 2017-5 3% 12/15/2047$3,037,2150.7%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.97% 08/25/2029$3,026,5770.7%
FEDERAL HOME LOAN BANKS 2.125% 02/11/2020$2,838,7080.7%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.974% 10/25/2029$2,828,4030.7%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$2,750,7890.7%
FEDERAL HOME LOAN BANKS 2.375% 03/30/2020$2,681,1310.6%
CHESAPEAKE FUNDING II LLC 1.91% 08/15/2029$2,590,4500.6%
UNITED STATES TREASURY NOTE/BOND 1.875% 12/31/2019$2,483,5940.6%
ABN AMRO BANK NV 2.1% 01/18/2019$2,464,6790.6%
COLONY STARWOOD HOMES 2016-2 TRUST 2.022% 12/17/2033$2,275,0390.5%
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.34% 04/15/2022$2,267,0500.5%
COMMONBOND STUDENT LOAN TRUST 2017-A-GS 1.926% 05/25/2041$2,067,0840.5%
CITIZENS BANK NA/PROVIDENCE RI 2.5% 03/14/2019$2,014,2420.5%
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD 2.375% 02/16/2025$2,007,4740.5%
KUBOTA CREDIT OWNER TRUST 2017-1 2.36% 08/16/2021$2,001,8540.5%
MACQUARIE GROUP LTD 2.48763% 11/28/2023$1,975,0040.5%
ROYAL BANK OF SCOTLAND GROUP PLC 2.652% 05/15/2023$1,932,8380.5%
INTERNATIONAL LEASE FINANCE CORP 6.25% 05/15/2019$1,903,6690.5%
CAPITAL ONE NA/MCLEAN VA 2.35% 01/31/2020$1,884,8140.5%
BECTON DICKINSON AND CO 2.346% 06/06/2022$1,851,7760.4%
UBS GROUP FUNDING SWITZERLAND AG 2.376% 05/23/2023$1,840,7450.4%
MITSUBISHI UFJ FINANCIAL GROUP INC 1.97% 02/22/2022$1,837,7990.4%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 0% 03/25/2030$1,837,4510.4%
ATHENE GLOBAL FUNDING 2.529% 07/01/2022$1,815,7860.4%
VERIZON COMMUNICATIONS INC 1.722% 05/22/2020$1,803,2500.4%
GENERAL MOTORS FINANCIAL CO INC 2.085% 04/13/2020$1,792,2080.4%
BNZ INTERNATIONAL FUNDING LTD/LONDON 2.35% 03/04/2019$1,791,8020.4%
ENLINK MIDSTREAM PARTNERS LP 2.7% 04/01/2019$1,790,5660.4%
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$1,788,5570.4%
BNZ INTERNATIONAL FUNDING LTD/LONDON 2.4% 02/21/2020$1,779,3280.4%
BANK OF AMERICA CORP 2.153% 04/24/2023$1,778,6290.4%
SABINE PASS LIQUEFACTION LLC 5.625% 02/01/2021$1,777,9320.4%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.465% 05/01/2042$1,772,7070.4%
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 1.9% 09/23/2019$1,770,9290.4%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$1,767,8990.4%
CENOVUS ENERGY INC 5.7% 10/15/2019$1,758,9550.4%
BAT CAPITAL CORP 2.297% 08/14/2020$1,756,0060.4%
DXC TECHNOLOGY CO 2.264% 03/01/2021$1,737,1550.4%
KINDER MORGAN INC/DE 3.05% 12/01/2019$1,696,2860.4%
SINOPEC GROUP OVERSEAS DEVELOPMENT 2017 LTD 2.375% 04/12/2020$1,679,6180.4%
SUNTRUST BANK/ATLANTA GA 2.59% 01/29/2021$1,679,4940.4%
DAIMLER FINANCE NORTH AMERICA LLC 2.3% 02/12/2021$1,658,7450.4%
ARES CAPITAL CORP 3.625% 01/19/2022$1,656,9740.4%
HUSKY ENERGY INC 7.25% 12/15/2019$1,602,2220.4%
ALIMENTATION COUCHE-TARD INC 2.35% 12/13/2019$1,532,4780.4%
WELLS FARGO & CO 1.964% 02/11/2022$1,510,0060.4%
PRESTIGE AUTO RECEIVABLES TRUST 2016-1 1.99% 06/15/2020$1,497,8380.4%
SEQUOIA MORTGAGE TRUST 2017-CH1 3.5% 10/25/2047$1,495,5870.4%
JPMORGAN CHASE & CO 1% 06/01/2021$1,493,8160.4%
MIZUHO FINANCIAL GROUP INC 1.994% 02/28/2022$1,488,4070.4%
HSBC USA INC 2.375% 11/13/2019$1,486,7100.4%
BECTON DICKINSON AND CO 2.133% 06/06/2019$1,468,6090.4%
MORGAN STANLEY 2.21% 01/20/2022$1,452,9090.3%
JPMORGAN CHASE & CO 6.3% 04/23/2019$1,452,8350.3%
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 4.625% 01/11/2023$1,414,1060.3%
GOSFORTH FUNDING 2017-1 PLC 1.787% 12/19/2059$1,411,1270.3%
DEUTSCHE BANK AG/NEW YORK NY 3.15% 01/22/2021$1,409,6150.3%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.678% 07/25/2028$1,395,5930.3%
SMITHFIELD FOODS INC 2.7% 01/31/2020$1,391,2730.3%
GOLDMAN SACHS GROUP INC/THE 2.6% 12/27/2020$1,379,9600.3%
BANK OF AMERICA CORP 3.004% 12/20/2023$1,353,4860.3%
ACTAVIS FUNDING SCS 3% 03/12/2020$1,348,6440.3%
JP MORGAN MORTGAGE TRUST 2017-1 3.5% 01/25/2047$1,266,6980.3%
NABORS INDUSTRIES INC 4.625% 09/15/2021$1,266,1760.3%
CITIGROUP INC 2.45% 01/10/2020$1,258,7390.3%
SOFI CONSUMER LOAN PROGRAM 2017-5 LLC 2.14% 09/25/2026$1,245,7020.3%
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 2.05% 09/23/2019$1,234,8990.3%
MORGAN STANLEY 2.026% 01/27/2020$1,215,2340.3%
CITIBANK NA 1.85% 09/18/2019$1,208,6840.3%
HYUNDAI CAPITAL AMERICA 2.4% 10/30/2018$1,193,7160.3%
NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.375% 07/12/2019$1,180,4530.3%
BANK OF AMERICA CORP 2.369% 07/21/2021$1,163,2140.3%
ICICI BANK LTD/HONG KONG 5.75% 11/16/2020$1,123,6200.3%
CK HUTCHISON INTERNATIONAL 17 II LTD 2.25% 09/29/2020$1,119,7840.3%
CAPITAL ONE BANK USA NA 2.25% 02/13/2019$1,119,1430.3%
SUMITOMO MITSUI TRUST BANK LTD 2.05% 03/06/2019$1,101,6870.3%
MAJAPAHIT HOLDING BV 7.75% 01/20/2020$1,085,9520.3%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.5% 02/28/2020$1,063,8960.3%
SEQUOIA MORTGAGE TRUST 2017-CH2 4% 12/25/2047$1,059,7370.3%
QEP RESOURCES INC 6.875% 03/01/2021$1,027,7250.2%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 4.1% 06/15/2021$1,022,2810.2%
MVW OWNER TRUST 2017-1 2.42% 12/20/2034$1,006,6240.2%
GENERAL MOTORS FINANCIAL CO INC 2.606% 06/30/2022$994,7760.2%
ATHENE GLOBAL FUNDING 2.75% 04/20/2020$986,9710.2%
FIRST INVESTORS AUTO OWNER TRUST 2017-1 2.2% 03/15/2022$982,0550.2%
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2017-2 1.98% 12/20/2021$979,6320.2%
UBS AG/LONDON 2.2% 06/08/2020$976,2440.2%
SUMITOMO MITSUI BANKING CORP 2.092% 10/18/2019$972,5080.2%
SUNTORY HOLDINGS LTD 2.55% 09/29/2019$968,2210.2%
INVITATION HOMES 2015-SFR2 TRUST 1.888% 06/17/2032$968,0530.2%
VIETNAM GOVERNMENT INTERNATIONAL BOND 6.75% 01/29/2020$931,2400.2%
ENTERPRISE FLEET FINANCING LLC 1.97% 01/20/2023$923,4640.2%
HEWLETT PACKARD ENTERPRISE CO 2.1% 10/04/2019$923,0160.2%
SANTANDER HOLDINGS USA INC 3.7% 03/28/2022$922,7720.2%
CVS HEALTH CORP 2.77725% 03/09/2021$922,2630.2%
ENBRIDGE ENERGY PARTNERS LP 4.375% 10/15/2020$920,4780.2%
BPCE SA 2.082% 05/31/2022$920,4220.2%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2017-1 2.7% 10/17/2022$917,7150.2%
CVS HEALTH CORP 3.125% 03/09/2020$916,3500.2%
SUNCORP-METWAY LTD 2.375% 11/09/2020$915,8170.2%
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$909,8480.2%
CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.875% 03/31/2025$903,0000.2%
ING BANK NV 2% 11/26/2018$896,4540.2%
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 2.3% 03/10/2019$895,6050.2%
MOLSON COORS BREWING CO 1.9% 03/15/2019$886,3360.2%
ING GROEP NV 2.302% 03/29/2022$884,1560.2%
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$881,0760.2%
LANARK MASTER ISSUER PLC 2.23578% 12/22/2069$860,4400.2%
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$853,6900.2%
COLONY AMERICAN HOMES 2015-1 1.75% 07/17/2032$843,7320.2%
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$834,3920.2%
AES CORP/VA 4% 03/15/2021$830,1560.2%
CAPITAL ONE FINANCIAL CORP 2.056% 03/09/2022$826,6710.2%
DR HORTON INC 2.55% 12/01/2020$822,8140.2%
KINDER MORGAN INC/DE 2.589% 01/15/2023$820,8630.2%
CONSTELLATION BRANDS INC 2% 11/07/2019$818,8930.2%
GENERAL MOTORS FINANCIAL CO INC 2.65% 04/13/2020$795,2920.2%
SOFI CONSUMER LOAN PROGRAM 2017-6 LLC 2.2% 11/25/2026$790,0020.2%
BANCO SANTANDER CHILE 2.5% 12/15/2020$789,9060.2%
FORD MOTOR CREDIT CO LLC 2.738% 03/28/2022$786,4960.2%
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 5.5% 02/15/2020$777,5350.2%
VULCAN MATERIALS CO 1.846% 06/15/2020$774,0900.2%
WHITING PETROLEUM CORP 5.75% 03/15/2021$754,2980.2%
BARCLAYS BANK PLC 2.16457% 01/11/2021$749,7130.2%
BARCLAYS PLC 3.25% 01/12/2021$741,0340.2%
VIASAT INC 5.625% 09/15/2025$740,3670.2%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 4.0715% 08/25/2030$734,7080.2%
BANCO DEL ESTADO DE CHILE 2.668% 01/08/2021$731,0940.2%
NOKIA OYJ 3.375% 06/12/2022$729,5570.2%
ENERGY TRANSFER EQUITY LP 4.25% 03/15/2023$724,5130.2%
PHILLIPS 66 1.906% 04/15/2020$705,9620.2%
LENNAR CORP 4.125% 01/15/2022$691,0400.2%
ASSURANT INC 3.543307% 03/26/2021$690,8720.2%
CARDINAL HEALTH INC 1.948% 06/14/2019$672,8220.2%
VMWARE INC 2.3% 08/21/2020$671,5210.2%
HUNTINGTON NATIONAL BANK/THE 2.375% 03/10/2020$616,5280.2%
SMBC AVIATION CAPITAL FINANCE DAC 3% 07/15/2022$611,9550.1%
MCLAREN FINANCE PLC 5.75% 08/01/2022$606,6000.1%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-4 2.97% 03/15/2021$601,1250.1%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 2.3% 11/15/2019$599,8070.1%
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$598,9450.1%
MIZUHO BANK LTD 2.4% 03/26/2020$596,6080.1%
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC 3.36% 03/20/2023$592,7690.1%
DELTA AIR LINES INC 2.875% 03/13/2020$591,4000.1%
ANTHEM INC 2.5% 11/21/2020$590,2060.1%
NISSAN MOTOR ACCEPTANCE CORP 2.15% 09/28/2020$582,9010.1%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.5% 05/26/2022$581,7520.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.7% 07/19/2019$580,3690.1%
QUALCOMM INC 1.85% 05/20/2019$566,1410.1%
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$557,3280.1%
DOMINION ENERGY INC 1.771% 06/01/2019$546,8950.1%
SMITHFIELD FOODS INC 2.65% 10/03/2021$546,0330.1%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 2.66% 11/15/2021$538,9000.1%
SUMITOMO MITSUI TRUST BANK LTD 1.95% 09/19/2019$535,7840.1%
HYUNDAI AUTO RECEIVABLES TRUST 2016-B 2.68% 09/15/2023$526,6500.1%
ENSTAR GROUP LTD 4.5% 03/10/2022$512,7470.1%
CITIZENS BANK NA/PROVIDENCE RI 2.25% 03/02/2020$506,4110.1%
MYLAN NV 2.5% 06/07/2019$506,1820.1%
ASTON MARTIN CAPITAL HOLDINGS LTD 6.5% 04/15/2022$490,5630.1%
CHENIERE ENERGY PARTNERS LP 5.25% 10/01/2025$474,6000.1%
STANDARD CHARTERED PLC 2.1% 08/19/2019$473,2370.1%
FORD MOTOR CREDIT CO LLC 2.262% 03/28/2019$461,8810.1%
EQT CORP 2.5% 10/01/2020$450,0360.1%
GLENCORE FUNDING LLC 3% 10/27/2022$439,4460.1%
CITIZENS BANK NA/PROVIDENCE RI 2.2% 05/26/2020$421,2620.1%
HYUNDAI CAPITAL SERVICES INC 1.625% 08/30/2019$420,5730.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.25% 02/01/2022$418,2000.1%
NOSTRUM OIL & GAS FINANCE BV 7% 02/16/2025$414,2690.1%
ONEOK INC 4.25% 02/01/2022$399,6330.1%
DOMINION ENERGY INC 2.579% 07/01/2020$395,1620.1%
OASIS PETROLEUM INC 6.875% 01/15/2023$376,0130.1%
GLENCORE FUNDING LLC 2.24% 01/15/2019$331,8510.1%
CITIGROUP INC 2.05% 06/07/2019$317,1480.1%
ACTAVIS FUNDING SCS 2.1% 03/12/2020$313,7560.1%
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$309,3780.1%
SANTANDER UK PLC 2.5% 03/14/2019$303,9830.1%
STARWOOD PROPERTY TRUST INC 3.625% 02/01/2021$300,4250.1%
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$291,7840.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 6% 04/15/2024$291,7170.1%
DAIMLER FINANCE NORTH AMERICA LLC 2.2% 05/05/2020$279,7800.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 2.2% 07/21/2021$261,3490.1%
ISTAR INC 4.625% 09/15/2020$255,9560.1%
NOBLE HOLDING INTERNATIONAL LTD 7.75% 01/15/2024$250,8430.1%
DXC TECHNOLOGY CO 2.875% 03/27/2020$248,7260.1%
SENEGAL GOVERNMENT INTERNATIONAL BOND 8.75% 05/13/2021$244,7460.1%
SUNOCO LP / SUNOCO FINANCE CORP 4.875% 01/15/2023$241,5630.1%
BANK OF AMERICA CORP 2.151% 11/09/2020$220,6460.1%
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.87% 11/08/2021$200,4460.1%
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$190,0400.0%
PITNEY BOWES INC 3.625% 09/15/2020$189,0500.0%
NCUA GUARANTEED NOTES TRUST 2010-R1 0.981% 10/07/2020$187,8290.0%
SYNCHRONY FINANCIAL 2.111% 02/03/2020$141,8580.0%
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.11% 03/22/2021$138,7260.0%
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.875% 06/15/2021$123,6000.0%
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$99,6910.0%
GSAMP TRUST 2004-SEA2 1.242% 03/25/2034$35,9890.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
BLACKROCK TEMP FUND$5,504,4321.3%
FIDELITY INSTITUTIONAL MONEY MARKET$3,226,7060.8%
PPL CAPITAL ZERO 04/18$2,876,5210.7%
MARRIOTT ZERO 04/18$2,876,0720.7%
RYDER SYSTEM ZERO 04/18$2,126,1210.5%
 
Other
Underlying Fund HoldingsMarket Value%
USD$16,023,0763.8%
US 2YR NOTE (CBT) BOND JUN18 (TUM8) COMDTY$13,8876.3%
EURO$-130.0%
US 5YR NOTE (CBT) BOND JUN18 (FVM8) COMDTY$-21,503-1.0%
EURO-BUND FUTURE BOND JUN18 (RXM8) COMDTY$-93,889-1.9%
USD$-1,942,756-0.5%
E-MINI RUSS 2000 EQUITY INDEX JUN18 (RTYM8) INDEX$-13,648,29466.4%
All Holdings As of Feb 28, 2018
Equity
Underlying Fund HoldingsMarket Value%
2U INC$2,752,7660.7%
HUBSPOT INC$2,339,3790.6%
NEW YORK TIMES CO/THE$2,058,5260.5%
CHART INDUSTRIES INC$2,026,3400.5%
INSULET CORP$1,977,7960.5%
HAEMONETICS CORP$1,900,4750.5%
DELEK US HOLDINGS INC$1,893,1820.5%
TRINET GROUP INC$1,854,4890.4%
ENTEGRIS INC$1,838,6490.4%
CINEMARK HOLDINGS INC$1,830,6330.4%
FCB FINANCIAL HOLDINGS INC$1,827,2120.4%
GLOBUS MEDICAL INC$1,814,8930.4%
KIRBY CORP$1,767,6000.4%
VONAGE HOLDINGS CORP$1,708,0010.4%
CARPENTER TECHNOLOGY CORP$1,706,7450.4%
FERRO CORP$1,698,0880.4%
FIRSTCASH INC$1,673,7270.4%
STERLING BANCORP/DE$1,665,2350.4%
ADVANCED DRAINAGE SYSTEMS INC$1,643,9640.4%
SPX FLOW INC$1,637,4100.4%
TEXAS CAPITAL BANCSHARES INC$1,598,0730.4%
ZENDESK INC$1,588,8080.4%
MOLINA HEALTHCARE INC$1,585,9010.4%
AMERIS BANCORP$1,568,8820.4%
NMI HOLDINGS INC$1,552,9850.4%
CHICOS FAS INC$1,550,0450.4%
JOHN BEAN TECHNOLOGIES CORP$1,547,5100.4%
ORION ENGINEERED CARBONS SA$1,543,5160.4%
CIENA CORP$1,534,5260.4%
PERFORMANCE FOOD GROUP CO$1,533,5420.4%
MB FINANCIAL INC$1,531,1080.4%
FIRST SOLAR INC$1,513,8050.4%
TELEDYNE TECHNOLOGIES INC$1,504,1500.4%
GATX CORP$1,502,2030.4%
UNION BANKSHARES CORP$1,499,0880.4%
WATTS WATER TECHNOLOGIES INC$1,496,4860.4%
ACUSHNET HOLDINGS CORP$1,469,0390.4%
PRA GROUP INC$1,458,5790.4%
STATE BANK FINANCIAL CORP$1,433,8900.3%
LIFE STORAGE INC$1,423,7430.3%
TIMKEN CO/THE$1,410,4910.3%
TRI POINTE GROUP INC$1,407,1410.3%
CHEESECAKE FACTORY INC/THE$1,383,9610.3%
HORACE MANN EDUCATORS CORP$1,379,7600.3%
AIR LEASE CORP$1,376,3040.3%
POTLATCH CORP$1,370,4620.3%
CALLON PETROLEUM CO$1,365,6330.3%
MINERALS TECHNOLOGIES INC$1,363,8320.3%
METHANEX CORP$1,361,9360.3%
SOUTH STATE CORP$1,361,3630.3%
NATIONAL BANK HOLDINGS CORP$1,358,2860.3%
WIX.COM LTD$1,356,1540.3%
BANCORPSOUTH BANK$1,337,2700.3%
ACTUANT CORP$1,337,0300.3%
PATTERN ENERGY GROUP INC$1,332,8430.3%
CALLIDUS SOFTWARE INC$1,317,2430.3%
BLACK HILLS CORP$1,309,2650.3%
CARDTRONICS PLC$1,287,3200.3%
KEMPER CORP$1,269,6200.3%
BMC STOCK HOLDINGS INC$1,266,7500.3%
NU SKIN ENTERPRISES INC$1,261,4980.3%
REXFORD INDUSTRIAL REALTY INC$1,256,7150.3%
TENNECO INC$1,253,8960.3%
LA-Z-BOY INC$1,247,0340.3%
REDWOOD TRUST INC$1,246,4370.3%
CLOUDERA INC$1,239,9840.3%
HMS HOLDINGS CORP$1,230,7650.3%
GRAPHIC PACKAGING HOLDING CO$1,230,0360.3%
ASSURED GUARANTY LTD$1,189,8630.3%
EHEALTH INC$1,186,0420.3%
MFA FINANCIAL INC$1,169,6380.3%
DECKERS OUTDOOR CORP$1,162,8610.3%
LIFEPOINT HEALTH INC$1,159,5990.3%
CLEAN HARBORS INC$1,153,1330.3%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$1,144,0000.3%
LINDBLAD EXPEDITIONS HOLDINGS INC$1,135,9890.3%
WERNER ENTERPRISES INC$1,132,3630.3%
OUTFRONT MEDIA INC$1,112,8520.3%
POLYONE CORP$1,101,6140.3%
SOLAR CAPITAL LTD$991,0460.2%
SPIRIT AIRLINES INC$980,9010.2%
LASALLE HOTEL PROPERTIES$973,7670.2%
MOMENTA PHARMACEUTICALS INC$948,3890.2%
KENNEDY-WILSON HOLDINGS INC$929,1210.2%
JAMES RIVER GROUP HOLDINGS LTD$927,4270.2%
OCLARO INC$906,5030.2%
CRISPR THERAPEUTICS AG$882,0690.2%
ACACIA COMMUNICATIONS INC$861,7330.2%
SPARK THERAPEUTICS INC$852,6170.2%
TELADOC INC$802,3610.2%
DERMIRA INC$762,6610.2%
TRUEBLUE INC$752,5420.2%
RAMBUS INC$738,7690.2%
BLUEPRINT MEDICINES CORP$723,2950.2%
COOPER TIRE & RUBBER CO$706,2210.2%
AUDENTES THERAPEUTICS INC$688,2870.2%
AMBARELLA INC$686,2460.2%
PAPA JOHNS INTERNATIONAL INC$685,0850.2%
MIMEDX GROUP INC$626,4650.2%
WABASH NATIONAL CORP$617,8960.2%
ULTRAGENYX PHARMACEUTICAL INC$477,0960.1%
ADURO BIOTECH INC$428,7060.1%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES TREASURY NOTE/BOND 2% 01/31/2020$25,088,8216.0%
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$24,703,0665.9%
UNITED STATES TREASURY NOTE/BOND 2.25% 02/01/2024$6,832,6861.6%
UNITED STATES TREASURY NOTE/BOND 1.5% 06/15/2020$4,009,8421.0%
DOMINOS PIZZA MASTER ISSUER LLC 2.486% 07/25/2047$3,580,8420.9%
ALLY AUTO RECEIVABLES TRUST 2017-4 1.75% 12/15/2021$3,573,9410.9%
INVITATION HOMES 2017-SFR2 TRUST 2.1% 12/17/2036$3,421,4460.8%
JP MORGAN MORTGAGE TRUST 2017-5 3% 12/15/2047$3,058,4470.7%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.97% 08/25/2029$3,050,0180.7%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.974% 10/25/2029$2,898,4580.7%
FEDERAL HOME LOAN BANKS 2.125% 02/11/2020$2,839,3070.7%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$2,814,8070.7%
CHESAPEAKE FUNDING II LLC 1.91% 08/15/2029$2,588,9000.6%
UNITED STATES TREASURY NOTE/BOND 1.875% 12/31/2019$2,483,4960.6%
ABN AMRO BANK NV 2.1% 01/18/2019$2,466,8700.6%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 08/28/2019$2,406,8090.6%
COLONY STARWOOD HOMES 2016-2 TRUST 2.022% 12/17/2033$2,272,7380.5%
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.34% 04/15/2022$2,266,4060.5%
COMMONBOND STUDENT LOAN TRUST 2017-A-GS 1.926% 05/25/2041$2,168,6800.5%
CITIZENS BANK NA/PROVIDENCE RI 2.5% 03/14/2019$2,017,4340.5%
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD 2.375% 02/16/2025$2,010,9210.5%
KUBOTA CREDIT OWNER TRUST 2017-1 2.36% 08/16/2021$2,006,7600.5%
MACQUARIE GROUP LTD 2.48763% 11/28/2023$1,986,4100.5%
ROYAL BANK OF SCOTLAND GROUP PLC 2.652% 05/15/2023$1,955,5940.5%
INTERNATIONAL LEASE FINANCE CORP 6.25% 05/15/2019$1,909,1170.5%
CAPITAL ONE NA/MCLEAN VA 2.35% 01/31/2020$1,893,0360.5%
BECTON DICKINSON AND CO 2.346% 06/06/2022$1,868,3010.5%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 0% 03/25/2030$1,849,9260.4%
UBS GROUP FUNDING SWITZERLAND AG 2.376% 05/23/2023$1,848,6330.4%
MITSUBISHI UFJ FINANCIAL GROUP INC 1.97% 02/22/2022$1,838,3230.4%
ATHENE GLOBAL FUNDING 2.529% 07/01/2022$1,819,4510.4%
VERIZON COMMUNICATIONS INC 1.722% 05/22/2020$1,805,8840.4%
GENERAL MOTORS FINANCIAL CO INC 2.085% 04/13/2020$1,795,3690.4%
BANK OF AMERICA CORP 2.153% 04/24/2023$1,794,3460.4%
BNZ INTERNATIONAL FUNDING LTD/LONDON 2.35% 03/04/2019$1,794,0180.4%
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$1,791,8340.4%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$1,791,2100.4%
ENLINK MIDSTREAM PARTNERS LP 2.7% 04/01/2019$1,789,8700.4%
BNZ INTERNATIONAL FUNDING LTD/LONDON 2.4% 02/21/2020$1,782,5640.4%
SABINE PASS LIQUEFACTION LLC 5.625% 02/01/2021$1,781,7090.4%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.465% 05/01/2042$1,775,7780.4%
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 1.9% 09/23/2019$1,772,7210.4%
CENOVUS ENERGY INC 5.7% 10/15/2019$1,764,9080.4%
BAT CAPITAL CORP 2.297% 08/14/2020$1,758,6020.4%
DXC TECHNOLOGY CO 2.264% 03/01/2021$1,737,7240.4%
KINDER MORGAN INC/DE 3.05% 12/01/2019$1,701,6960.4%
PRESTIGE AUTO RECEIVABLES TRUST 2016-1 1.99% 06/15/2020$1,696,5380.4%
SUNTRUST BANK/ATLANTA GA 2.59% 01/29/2021$1,682,0970.4%
SINOPEC GROUP OVERSEAS DEVELOPMENT 2017 LTD 2.375% 04/12/2020$1,681,1060.4%
DAIMLER FINANCE NORTH AMERICA LLC 2.3% 02/12/2021$1,664,8120.4%
ARES CAPITAL CORP 3.625% 01/19/2022$1,656,7470.4%
HUSKY ENERGY INC 7.25% 12/15/2019$1,609,7210.4%
GOSFORTH FUNDING 2017-1 PLC 1.787% 12/19/2059$1,548,6370.4%
ALIMENTATION COUCHE-TARD INC 2.35% 12/13/2019$1,537,5360.4%
SEQUOIA MORTGAGE TRUST 2017-CH1 3.5% 10/25/2047$1,535,6290.4%
WELLS FARGO & CO 1.964% 02/11/2022$1,519,0240.4%
JPMORGAN CHASE & CO 1% 06/01/2021$1,496,8380.4%
MIZUHO FINANCIAL GROUP INC 1.994% 02/28/2022$1,489,9000.4%
HSBC USA INC 2.375% 11/13/2019$1,489,5430.4%
BECTON DICKINSON AND CO 2.133% 06/06/2019$1,473,3680.4%
MORGAN STANLEY 2.21% 01/20/2022$1,461,0100.4%
JPMORGAN CHASE & CO 6.3% 04/23/2019$1,459,4060.4%
DEUTSCHE BANK AG/NEW YORK NY 3.15% 01/22/2021$1,417,6730.3%
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 4.625% 01/11/2023$1,406,7810.3%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.678% 07/25/2028$1,399,1590.3%
SMITHFIELD FOODS INC 2.7% 01/31/2020$1,395,6950.3%
GOLDMAN SACHS GROUP INC/THE 2.6% 12/27/2020$1,383,9660.3%
SOFI CONSUMER LOAN PROGRAM 2017-5 LLC 2.14% 09/25/2026$1,359,7740.3%
ACTAVIS FUNDING SCS 3% 03/12/2020$1,354,7220.3%
BANK OF AMERICA CORP 3.004% 12/20/2023$1,350,7860.3%
JP MORGAN MORTGAGE TRUST 2017-1 3.5% 01/25/2047$1,282,0000.3%
NABORS INDUSTRIES INC 4.625% 09/15/2021$1,278,9000.3%
CITIGROUP INC 2.45% 01/10/2020$1,260,0630.3%
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 2.05% 09/23/2019$1,237,3180.3%
MORGAN STANLEY 2.026% 01/27/2020$1,218,0540.3%
CITIBANK NA 1.85% 09/18/2019$1,210,1330.3%
HYUNDAI CAPITAL AMERICA 2.4% 10/30/2018$1,194,5480.3%
NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.375% 07/12/2019$1,178,5350.3%
BANK OF AMERICA CORP 2.369% 07/21/2021$1,168,5010.3%
ICICI BANK LTD/HONG KONG 5.75% 11/16/2020$1,128,6160.3%
CK HUTCHISON INTERNATIONAL 17 II LTD 2.25% 09/29/2020$1,120,0590.3%
CAPITAL ONE BANK USA NA 2.25% 02/13/2019$1,119,8600.3%
SUMITOMO MITSUI TRUST BANK LTD 2.05% 03/06/2019$1,104,5090.3%
MAJAPAHIT HOLDING BV 7.75% 01/20/2020$1,094,0320.3%
SEQUOIA MORTGAGE TRUST 2017-CH2 4% 12/25/2047$1,090,0050.3%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.5% 02/28/2020$1,062,7750.3%
MOODYS CORP 5.5% 09/01/2020$1,060,4860.3%
QEP RESOURCES INC 6.875% 03/01/2021$1,032,5500.3%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 4.1% 06/15/2021$1,024,8080.2%
MVW OWNER TRUST 2017-1 2.42% 12/20/2034$1,022,5720.2%
GENERAL MOTORS FINANCIAL CO INC 2.606% 06/30/2022$999,9390.2%
ATHENE GLOBAL FUNDING 2.75% 04/20/2020$987,3800.2%
FIRST INVESTORS AUTO OWNER TRUST 2017-1 2.2% 03/15/2022$982,3900.2%
UBS AG/LONDON 2.2% 06/08/2020$980,4790.2%
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2017-2 1.98% 12/20/2021$979,4640.2%
SUMITOMO MITSUI BANKING CORP 2.092% 10/18/2019$973,3280.2%
SUNTORY HOLDINGS LTD 2.55% 09/29/2019$970,9120.2%
INVITATION HOMES 2015-SFR2 TRUST 1.888% 06/17/2032$970,3520.2%
VIETNAM GOVERNMENT INTERNATIONAL BOND 6.75% 01/29/2020$933,7050.2%
ENBRIDGE ENERGY PARTNERS LP 4.375% 10/15/2020$925,9770.2%
ENTERPRISE FLEET FINANCING LLC 1.97% 01/20/2023$924,3070.2%
BPCE SA 2.082% 05/31/2022$924,0200.2%
HEWLETT PACKARD ENTERPRISE CO 2.1% 10/04/2019$923,1550.2%
SANTANDER HOLDINGS USA INC 3.7% 03/28/2022$922,3460.2%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2017-1 2.7% 10/17/2022$918,4610.2%
SUNCORP-METWAY LTD 2.375% 11/09/2020$917,8230.2%
CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.875% 03/31/2025$912,6750.2%
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$910,7260.2%
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 2.3% 03/10/2019$896,9220.2%
ING BANK NV 2% 11/26/2018$896,2040.2%
ING GROEP NV 2.302% 03/29/2022$888,0260.2%
MOLSON COORS BREWING CO 1.9% 03/15/2019$887,7580.2%
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$879,2150.2%
LANARK MASTER ISSUER PLC 2.23578% 12/22/2069$861,2310.2%
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$856,3390.2%
SOFI CONSUMER LOAN PROGRAM 2017-6 LLC 2.2% 11/25/2026$852,7350.2%
COLONY AMERICAN HOMES 2015-1 1.75% 07/17/2032$842,4530.2%
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$838,6520.2%
CAPITAL ONE FINANCIAL CORP 2.056% 03/09/2022$833,5160.2%
DR HORTON INC 2.55% 12/01/2020$824,8850.2%
KINDER MORGAN INC/DE 2.589% 01/15/2023$822,0840.2%
CONSTELLATION BRANDS INC 2% 11/07/2019$820,3820.2%
GENERAL MOTORS FINANCIAL CO INC 2.65% 04/13/2020$797,9510.2%
BANCO SANTANDER CHILE 2.5% 12/15/2020$794,4340.2%
FORD MOTOR CREDIT CO LLC 2.738% 03/28/2022$787,8080.2%
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 5.5% 02/15/2020$781,1620.2%
VULCAN MATERIALS CO 1.846% 06/15/2020$775,5680.2%
WHITING PETROLEUM CORP 5.75% 03/15/2021$763,6250.2%
BARCLAYS BANK PLC 2.16457% 01/11/2021$751,7780.2%
VIASAT INC 5.625% 09/15/2025$751,6130.2%
BARCLAYS PLC 3.25% 01/12/2021$740,9230.2%
NOKIA OYJ 3.375% 06/12/2022$736,0500.2%
BANCO DEL ESTADO DE CHILE 2.668% 01/08/2021$733,1570.2%
ENERGY TRANSFER EQUITY LP 4.25% 03/15/2023$732,6630.2%
PHILLIPS 66 1.906% 04/15/2020$705,2470.2%
LENNAR CORP 4.125% 01/15/2022$695,6250.2%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.4% 07/20/2018$678,3580.2%
CARDINAL HEALTH INC 1.948% 06/14/2019$673,6810.2%
VMWARE INC 2.3% 08/21/2020$673,1630.2%
SENEGAL GOVERNMENT INTERNATIONAL BOND 8.75% 05/13/2021$670,7440.2%
NOSTRUM OIL & GAS FINANCE BV 7% 02/16/2025$652,6980.2%
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC 3.36% 03/20/2023$640,6880.2%
HUNTINGTON NATIONAL BANK/THE 2.375% 03/10/2020$620,5190.2%
MCLAREN FINANCE PLC 5.75% 08/01/2022$612,1860.2%
SMBC AVIATION CAPITAL FINANCE DAC 3% 07/15/2022$611,3210.2%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-4 2.97% 03/15/2021$602,6610.1%
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$600,4820.1%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 2.3% 11/15/2019$600,2770.1%
MIZUHO BANK LTD 2.4% 03/26/2020$599,0280.1%
DELTA AIR LINES INC 2.875% 03/13/2020$593,8070.1%
ANTHEM INC 2.5% 11/21/2020$593,6930.1%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.5% 05/26/2022$588,3830.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.7% 07/19/2019$585,6160.1%
NISSAN MOTOR ACCEPTANCE CORP 2.15% 09/28/2020$584,1420.1%
QUALCOMM INC 1.85% 05/20/2019$564,9510.1%
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$557,6660.1%
SMITHFIELD FOODS INC 2.65% 10/03/2021$551,3990.1%
DOMINION ENERGY INC 1.771% 06/01/2019$546,7710.1%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 2.66% 11/15/2021$539,3530.1%
SUMITOMO MITSUI TRUST BANK LTD 1.95% 09/19/2019$538,1550.1%
HYUNDAI AUTO RECEIVABLES TRUST 2016-B 2.68% 09/15/2023$529,7060.1%
ENSTAR GROUP LTD 4.5% 03/10/2022$511,7620.1%
CITIZENS BANK NA/PROVIDENCE RI 2.25% 03/02/2020$508,2080.1%
MYLAN NV 2.5% 06/07/2019$507,0640.1%
ASTON MARTIN CAPITAL HOLDINGS LTD 6.5% 04/15/2022$492,3250.1%
CHENIERE ENERGY PARTNERS LP 5.25% 10/01/2025$486,0000.1%
STANDARD CHARTERED PLC 2.1% 08/19/2019$474,7730.1%
FORD MOTOR CREDIT CO LLC 2.262% 03/28/2019$461,5680.1%
EQT CORP 2.5% 10/01/2020$453,3210.1%
GLENCORE FUNDING LLC 3% 10/27/2022$444,2260.1%
CITIZENS BANK NA/PROVIDENCE RI 2.2% 05/26/2020$423,5030.1%
HYUNDAI CAPITAL SERVICES INC 1.625% 08/30/2019$421,0790.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.25% 02/01/2022$417,1750.1%
ONEOK INC 4.25% 02/01/2022$400,8420.1%
DOMINION ENERGY INC 2.579% 07/01/2020$395,4010.1%
OASIS PETROLEUM INC 6.875% 01/15/2023$378,7880.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.184% 01/25/2024$345,3960.1%
GLENCORE FUNDING LLC 2.24% 01/15/2019$332,5360.1%
CITIGROUP INC 2.05% 06/07/2019$317,3930.1%
ACTAVIS FUNDING SCS 2.1% 03/12/2020$315,3500.1%
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$309,4840.1%
SANTANDER UK PLC 2.5% 03/14/2019$304,6910.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.534% 05/25/2024$304,2970.1%
STARWOOD PROPERTY TRUST INC 3.625% 02/01/2021$303,4750.1%
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$301,6730.1%
DAIMLER FINANCE NORTH AMERICA LLC 2.2% 05/05/2020$280,4010.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 2.2% 07/21/2021$268,9110.1%
ISTAR INC 4.625% 09/15/2020$256,9130.1%
DXC TECHNOLOGY CO 2.875% 03/27/2020$249,4910.1%
SUNOCO LP / SUNOCO FINANCE CORP 4.875% 01/15/2023$249,3500.1%
NOBLE HOLDING INTERNATIONAL LTD 7.75% 01/15/2024$247,1440.1%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.742% 09/25/2028$227,4010.1%
BANK OF AMERICA CORP 2.151% 11/09/2020$220,4020.1%
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.87% 11/08/2021$200,5910.1%
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$194,6220.1%
NCUA GUARANTEED NOTES TRUST 2010-R1 0.981% 10/07/2020$192,0130.1%
PITNEY BOWES INC 3.625% 09/15/2020$189,0500.1%
SYNCHRONY FINANCIAL 2.111% 02/03/2020$141,9560.0%
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.11% 03/22/2021$138,7860.0%
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.875% 06/15/2021$123,0000.0%
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$101,9490.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.584% 10/25/2023$79,0490.0%
GSAMP TRUST 2004-SEA2 1.242% 03/25/2034$42,3660.0%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.042% 11/25/2023$1,7760.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
BLACKROCK TEMP FUND$5,668,6651.4%
FIDELITY INSTITUTIONAL MONEY MARKET$3,976,9901.0%
UNITED STATES ZERO 03/18$2,998,4910.7%
LAM RESEARCH ZERO 03/18$2,499,8820.6%
AMERICAN WATER ZERO 03/18$2,499,8810.6%
MOHAWK ZERO 03/18$2,499,7630.6%
 
Other
Underlying Fund HoldingsMarket Value%
EURO$-120.0%
US 5YR NOTE (CBT) BOND JUN18 (FVM8) COMDTY$-1,315-1.0%
US 2YR NOTE (CBT) BOND JUN18 (TUM8) COMDTY$-1,9575.2%
USD$-1,696,092-0.4%
E-MINI RUSS 2000 EQUITY INDEX MAR18 (RTYH8) INDEX$-2,079,85967.4%
USD$-7,381,065-1.8%
All Holdings As of Jan 31, 2018
Equity
Underlying Fund HoldingsMarket Value%
2U INC$2,703,7990.6%
HUBSPOT INC$2,238,0700.5%
INSULET CORP$2,206,7430.5%
MOLINA HEALTHCARE INC$2,193,8280.5%
NEW YORK TIMES CO/THE$2,174,1080.5%
DELEK US HOLDINGS INC$2,119,3580.4%
VONAGE HOLDINGS CORP$2,061,4330.4%
FERRO CORP$2,044,1230.4%
FCB FINANCIAL HOLDINGS INC$2,043,2730.4%
CHART INDUSTRIES INC$1,995,2920.4%
ENTEGRIS INC$1,973,4740.4%
CAVIUM INC$1,966,9210.4%
STERLING BANCORP/DE$1,940,6480.4%
KIRBY CORP$1,932,5700.4%
GLOBUS MEDICAL INC$1,920,0980.4%
HAEMONETICS CORP$1,897,2190.4%
TRINET GROUP INC$1,888,1650.4%
CARPENTER TECHNOLOGY CORP$1,885,3520.4%
PERFORMANCE FOOD GROUP CO$1,881,5560.4%
TIMKEN CO/THE$1,852,6500.4%
TEXAS CAPITAL BANCSHARES INC$1,838,7410.4%
FIRSTCASH INC$1,817,4120.4%
ORION ENGINEERED CARBONS SA$1,806,3160.4%
FIRST SOLAR INC$1,771,1390.4%
MB FINANCIAL INC$1,748,5040.4%
JOHN BEAN TECHNOLOGIES CORP$1,740,0340.4%
ADVANCED DRAINAGE SYSTEMS INC$1,739,8680.4%
CINEMARK HOLDINGS INC$1,732,8750.4%
WATTS WATER TECHNOLOGIES INC$1,730,4950.4%
AMERIS BANCORP$1,730,4680.4%
SPX FLOW INC$1,704,7000.4%
GATX CORP$1,697,0450.4%
TELEDYNE TECHNOLOGIES INC$1,690,5970.4%
METHANEX CORP$1,683,6610.4%
STATE BANK FINANCIAL CORP$1,654,8930.3%
AIR LEASE CORP$1,653,5660.3%
TRI POINTE GROUP INC$1,638,9590.3%
BMC STOCK HOLDINGS INC$1,633,0720.3%
ACUSHNET HOLDINGS CORP$1,627,9690.3%
LIFE STORAGE INC$1,625,1870.3%
CHICOS FAS INC$1,607,3420.3%
KINDRED HEALTHCARE INC$1,593,3110.3%
CALLON PETROLEUM CO$1,582,4170.3%
CHEESECAKE FACTORY INC/THE$1,580,1800.3%
KEMPER CORP$1,575,3360.3%
NMI HOLDINGS INC$1,571,6780.3%
UNION BANKSHARES CORP$1,571,1170.3%
ZENDESK INC$1,551,6630.3%
CIENA CORP$1,542,9060.3%
MIMEDX GROUP INC$1,535,7740.3%
TENNECO INC$1,493,6990.3%
REXFORD INDUSTRIAL REALTY INC$1,491,2400.3%
CALLIDUS SOFTWARE INC$1,423,4400.3%
MINERALS TECHNOLOGIES INC$1,423,3410.3%
HMS HOLDINGS CORP$1,418,3810.3%
GRAPHIC PACKAGING HOLDING CO$1,400,1730.3%
PRA GROUP INC$1,399,7200.3%
NU SKIN ENTERPRISES INC$1,389,0980.3%
CLEAN HARBORS INC$1,379,1830.3%
SOUTH STATE CORP$1,377,0210.3%
REDWOOD TRUST INC$1,367,0810.3%
PATTERN ENERGY GROUP INC$1,352,3010.3%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$1,351,2710.3%
LIFEPOINT HEALTH INC$1,342,2710.3%
WERNER ENTERPRISES INC$1,335,0820.3%
POTLATCH CORP$1,323,2940.3%
LA-Z-BOY INC$1,321,5950.3%
ASSURED GUARANTY LTD$1,321,5280.3%
OUTFRONT MEDIA INC$1,311,5420.3%
LASALLE HOTEL PROPERTIES$1,308,2730.3%
EHEALTH INC$1,306,5540.3%
BANCORPSOUTH BANK$1,287,1790.3%
HORACE MANN EDUCATORS CORP$1,280,4240.3%
MFA FINANCIAL INC$1,269,2600.3%
BLACK HILLS CORP$1,257,4850.3%
POLYONE CORP$1,250,6480.3%
LINDBLAD EXPEDITIONS HOLDINGS INC$1,233,8370.3%
CLOUDERA INC$1,221,3680.3%
WIX.COM LTD$1,190,4750.3%
JAMES RIVER GROUP HOLDINGS LTD$1,162,6480.2%
CARDTRONICS PLC$1,162,0460.2%
DECKERS OUTDOOR CORP$1,137,1150.2%
SOLAR CAPITAL LTD$1,106,3430.2%
KENNEDY-WILSON HOLDINGS INC$1,088,4660.2%
SPIRIT AIRLINES INC$1,076,1240.2%
QTS REALTY TRUST INC$1,034,9440.2%
MOMENTA PHARMACEUTICALS INC$1,020,4080.2%
WABASH NATIONAL CORP$997,4770.2%
COOPER TIRE & RUBBER CO$950,4820.2%
DERMIRA INC$912,9540.2%
ACACIA COMMUNICATIONS INC$886,8730.2%
SPARK THERAPEUTICS INC$868,4950.2%
PAPA JOHNS INTERNATIONAL INC$830,8520.2%
OCLARO INC$810,4060.2%
TELADOC INC$807,5410.2%
RAMBUS INC$792,1910.2%
AMBARELLA INC$776,2610.2%
MGIC INVESTMENT CORP$750,5140.2%
AUDENTES THERAPEUTICS INC$744,1200.2%
CRISPR THERAPEUTICS AG$741,9210.2%
BANC OF CALIFORNIA INC$709,2790.2%
BLUEPRINT MEDICINES CORP$709,1870.2%
VERIFONE SYSTEMS INC$624,7400.1%
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC$549,1950.1%
ULTRAGENYX PHARMACEUTICAL INC$532,3800.1%
ADURO BIOTECH INC$432,1360.1%
ORASURE TECHNOLOGIES INC$174,0800.0%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$39,923,4268.3%
UNITED STATES TREASURY NOTE/BOND 2% 01/31/2020$16,658,3433.5%
UNITED STATES TREASURY NOTE/BOND 1.25% 08/31/2019$9,457,2562.0%
UNITED STATES TREASURY NOTE/BOND 1.375% 09/15/2020$6,713,3531.4%
UNITED STATES TREASURY NOTE/BOND 1.5% 06/15/2020$4,018,0600.8%
DOMINOS PIZZA MASTER ISSUER LLC 2.486% 07/25/2047$3,592,8350.8%
ALLY AUTO RECEIVABLES TRUST 2017-4 1.75% 12/15/2021$3,581,9420.8%
INVITATION HOMES 2017-SFR2 TRUST 2.1% 12/17/2036$3,413,7940.7%
JP MORGAN MORTGAGE TRUST 2017-5 3% 12/15/2047$3,137,6900.7%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.97% 08/25/2029$3,071,4350.6%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.974% 10/25/2029$2,980,9830.6%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$2,887,6740.6%
CHESAPEAKE FUNDING II LLC 1.91% 08/15/2029$2,592,2120.5%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.186% 10/25/2029$2,573,3600.5%
UNITED STATES TREASURY NOTE/BOND 1.875% 12/31/2019$2,487,7440.5%
ABN AMRO BANK NV 2.1% 01/18/2019$2,471,2380.5%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 08/28/2019$2,409,0160.5%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.127% 09/25/2029$2,383,3660.5%
COLONY STARWOOD HOMES 2016-2 TRUST 2.022% 12/17/2033$2,301,4850.5%
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.34% 04/15/2022$2,272,7510.5%
COMMONBOND STUDENT LOAN TRUST 2017-A-GS 1.926% 05/25/2041$2,269,7960.5%
CITIZENS BANK NA/PROVIDENCE RI 2.5% 03/14/2019$2,021,7650.4%
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD 2.375% 01/15/2020$2,014,8640.4%
KUBOTA CREDIT OWNER TRUST 2017-1 2.36% 08/16/2021$2,014,7500.4%
MACQUARIE GROUP LTD 2.48763% 11/28/2023$1,991,0000.4%
ROYAL BANK OF SCOTLAND GROUP PLC 2.652% 05/15/2023$1,965,1620.4%
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 2.25% 12/19/2019$1,935,1860.4%
INTERNATIONAL LEASE FINANCE CORP 6.25% 05/15/2019$1,922,6500.4%
CAPITAL ONE NA/MCLEAN VA 2.35% 01/31/2020$1,900,0980.4%
BECTON DICKINSON AND CO 2.346% 06/06/2022$1,865,2610.4%
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 2.25% 10/30/2020$1,862,9150.4%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 0% 03/25/2030$1,862,8960.4%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.465% 05/01/2042$1,861,3880.4%
UBS GROUP FUNDING SWITZERLAND AG 2.376% 05/23/2023$1,845,5830.4%
MITSUBISHI UFJ FINANCIAL GROUP INC 1.97% 02/22/2022$1,840,8790.4%
PRESTIGE AUTO RECEIVABLES TRUST 2016-1 1.99% 06/15/2020$1,839,6340.4%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$1,825,0030.4%
ATHENE GLOBAL FUNDING 2.529% 07/01/2022$1,817,7950.4%
VERIZON COMMUNICATIONS INC 1.722% 05/22/2020$1,805,7550.4%
BANK OF AMERICA CORP 2.153% 04/24/2023$1,803,4600.4%
SABINE PASS LIQUEFACTION LLC 5.625% 02/01/2021$1,801,1290.4%
BNZ INTERNATIONAL FUNDING LTD/LONDON 2.35% 03/04/2019$1,799,0350.4%
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$1,796,3170.4%
ENLINK MIDSTREAM PARTNERS LP 2.7% 04/01/2019$1,794,9790.4%
GENERAL MOTORS FINANCIAL CO INC 2.085% 04/13/2020$1,792,9850.4%
BNZ INTERNATIONAL FUNDING LTD/LONDON 2.4% 02/21/2020$1,790,2960.4%
CENOVUS ENERGY INC 5.7% 10/15/2019$1,777,9030.4%
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 1.9% 09/23/2019$1,777,3580.4%
BAT CAPITAL CORP 2.297% 08/14/2020$1,769,7580.4%
DXC TECHNOLOGY CO 2.264% 03/01/2021$1,740,9560.4%
KINDER MORGAN INC/DE 3.05% 12/01/2019$1,709,6680.4%
SUNTRUST BANK/ATLANTA GA 2.59% 01/29/2021$1,689,6820.4%
SINOPEC GROUP OVERSEAS DEVELOPMENT 2017 LTD 2.375% 04/12/2020$1,685,9420.4%
DAIMLER FINANCE NORTH AMERICA LLC 2.3% 02/12/2021$1,675,8420.4%
ARES CAPITAL CORP 3.625% 01/19/2022$1,667,8580.4%
SEQUOIA MORTGAGE TRUST 2017-CH1 3.5% 10/25/2047$1,635,6070.3%
HUSKY ENERGY INC 7.25% 12/15/2019$1,620,0070.3%
GOSFORTH FUNDING 2017-1 PLC 1.787% 12/19/2059$1,550,4370.3%
ALIMENTATION COUCHE-TARD INC 2.35% 12/13/2019$1,542,6030.3%
WELLS FARGO & CO 1.964% 02/11/2022$1,523,8860.3%
JPMORGAN CHASE & CO 1% 06/01/2021$1,497,0340.3%
HSBC USA INC 2.375% 11/13/2019$1,496,2780.3%
MIZUHO FINANCIAL GROUP INC 1.994% 02/28/2022$1,493,3420.3%
SOFI CONSUMER LOAN PROGRAM 2017-5 LLC 2.14% 09/25/2026$1,482,4600.3%
BECTON DICKINSON AND CO 2.133% 06/06/2019$1,476,1890.3%
JPMORGAN CHASE & CO 6.3% 04/23/2019$1,466,6210.3%
MORGAN STANLEY 2.21% 01/20/2022$1,462,8400.3%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA 2.2% 07/20/2020$1,446,8630.3%
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 4.625% 01/11/2023$1,432,4180.3%
DEUTSCHE BANK AG/NEW YORK NY 3.15% 01/22/2021$1,428,7080.3%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.678% 07/25/2028$1,401,8130.3%
SMITHFIELD FOODS INC 2.7% 01/31/2020$1,400,5560.3%
GOLDMAN SACHS GROUP INC/THE 2.6% 12/27/2020$1,393,8950.3%
BANK OF AMERICA CORP 3.004% 12/20/2023$1,365,8590.3%
ACTAVIS FUNDING SCS 3% 03/12/2020$1,360,9920.3%
JP MORGAN MORTGAGE TRUST 2017-1 3.5% 01/25/2047$1,303,8810.3%
NABORS INDUSTRIES INC 4.625% 09/15/2021$1,282,1630.3%
CITIGROUP INC 2.45% 01/10/2020$1,266,6700.3%
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 2.05% 09/23/2019$1,240,6460.3%
MORGAN STANLEY 2.026% 01/27/2020$1,219,5590.3%
SKANDINAVISKA ENSKILDA BANKEN AB 1.5% 09/13/2019$1,215,4560.3%
CITIBANK NA 1.85% 09/18/2019$1,213,0200.3%
HYUNDAI CAPITAL AMERICA 2.4% 10/30/2018$1,195,1240.3%
NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.375% 07/12/2019$1,182,3520.3%
BANK OF AMERICA CORP 2.369% 07/21/2021$1,176,9150.2%
SEQUOIA MORTGAGE TRUST 2017-CH2 4% 12/25/2047$1,148,8350.2%
ICICI BANK LTD/HONG KONG 5.75% 11/16/2020$1,137,8800.2%
CAPITAL ONE BANK USA NA 2.25% 02/13/2019$1,123,9110.2%
CK HUTCHISON INTERNATIONAL 17 II LTD 2.25% 09/29/2020$1,117,8580.2%
SUMITOMO MITSUI TRUST BANK LTD 2.05% 03/06/2019$1,105,3220.2%
MAJAPAHIT HOLDING BV 7.75% 01/20/2020$1,101,0010.2%
MOODYS CORP 5.5% 09/01/2020$1,066,7800.2%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.5% 02/28/2020$1,065,1470.2%
QEP RESOURCES INC 6.875% 03/01/2021$1,047,0250.2%
MVW OWNER TRUST 2017-1 2.42% 12/20/2034$1,044,2750.2%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 4.1% 06/15/2021$1,027,6980.2%
GENERAL MOTORS FINANCIAL CO INC 2.606% 06/30/2022$999,2320.2%
ATHENE GLOBAL FUNDING 2.75% 04/20/2020$993,2360.2%
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$992,7490.2%
UBS AG/LONDON 2.2% 06/08/2020$985,0670.2%
FIRST INVESTORS AUTO OWNER TRUST 2017-1 2.2% 03/15/2022$984,6950.2%
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2017-2 1.98% 12/20/2021$983,2730.2%
SUMITOMO MITSUI BANKING CORP 2.092% 10/18/2019$977,4990.2%
SUNTORY HOLDINGS LTD 2.55% 09/29/2019$972,8720.2%
INVITATION HOMES 2015-SFR2 TRUST 1.888% 06/17/2032$968,9720.2%
VIETNAM GOVERNMENT INTERNATIONAL BOND 6.75% 01/29/2020$940,2580.2%
ENBRIDGE ENERGY PARTNERS LP 4.375% 10/15/2020$934,3230.2%
SANTANDER HOLDINGS USA INC 3.7% 03/28/2022$930,1260.2%
CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.875% 03/31/2025$928,2630.2%
ENTERPRISE FLEET FINANCING LLC 1.97% 01/20/2023$926,2920.2%
HEWLETT PACKARD ENTERPRISE CO 2.1% 10/04/2019$924,9090.2%
SUNCORP-METWAY LTD 2.375% 11/09/2020$924,7960.2%
BPCE SA 2.082% 05/31/2022$923,4810.2%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2017-1 2.7% 10/17/2022$921,2240.2%
SOFI CONSUMER LOAN PROGRAM 2017-6 LLC 2.2% 11/25/2026$917,7090.2%
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$912,6330.2%
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 2.3% 03/10/2019$898,7240.2%
ING BANK NV 2% 11/26/2018$898,0220.2%
MOLSON COORS BREWING CO 1.9% 03/15/2019$889,8330.2%
ING GROEP NV 2.302% 03/29/2022$888,6250.2%
LANARK MASTER ISSUER PLC 2.23578% 12/22/2069$862,1490.2%
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$859,4250.2%
COLONY AMERICAN HOMES 2015-1 1.75% 07/17/2032$844,8760.2%
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$843,5840.2%
CAPITAL ONE FINANCIAL CORP 2.056% 03/09/2022$833,0840.2%
DR HORTON INC 2.55% 12/01/2020$830,5270.2%
CONSTELLATION BRANDS INC 2% 11/07/2019$822,2390.2%
KINDER MORGAN INC/DE 2.589% 01/15/2023$817,8340.2%
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 2.225% 01/17/2020$808,6990.2%
GENERAL MOTORS FINANCIAL CO INC 2.65% 04/13/2020$802,1950.2%
BANCO SANTANDER CHILE 2.5% 12/15/2020$799,2640.2%
FORD MOTOR CREDIT CO LLC 2.738% 03/28/2022$788,4150.2%
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 5.5% 02/15/2020$787,3230.2%
VULCAN MATERIALS CO 1.846% 06/15/2020$775,7970.2%
WHITING PETROLEUM CORP 5.75% 03/15/2021$772,9380.2%
VIASAT INC 5.625% 09/15/2025$763,0880.2%
ABU DHABI GOVERNMENT INTERNATIONAL BOND 2.5% 10/11/2022$759,6500.2%
BARCLAYS BANK PLC 2.16457% 01/11/2021$751,9160.2%
ENERGY TRANSFER EQUITY LP 4.25% 03/15/2023$750,5880.2%
BARCLAYS PLC 3.25% 01/12/2021$748,1380.2%
BANCO DEL ESTADO DE CHILE 2.668% 01/08/2021$747,3400.2%
NOKIA OYJ 3.375% 06/12/2022$740,2020.2%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.895% 11/25/2029$721,8640.2%
LENNAR CORP 4.125% 01/15/2022$710,7800.2%
PHILLIPS 66 1.906% 04/15/2020$705,7170.2%
VMWARE INC 2.3% 08/21/2020$677,6550.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.4% 07/20/2018$676,2710.1%
CARDINAL HEALTH INC 1.948% 06/14/2019$674,6520.1%
SENEGAL GOVERNMENT INTERNATIONAL BOND 8.75% 05/13/2021$672,3550.1%
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC 3.36% 03/20/2023$641,4840.1%
HUNTINGTON NATIONAL BANK/THE 2.375% 03/10/2020$621,8560.1%
MCLAREN FINANCE PLC 5.75% 08/01/2022$618,1500.1%
SMBC AVIATION CAPITAL FINANCE DAC 3% 07/15/2022$613,6610.1%
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$603,9890.1%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-4 2.97% 03/15/2021$603,7040.1%
MIZUHO BANK LTD 2.4% 03/26/2020$601,3730.1%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 2.3% 11/15/2019$600,3710.1%
ANTHEM INC 2.5% 11/21/2020$597,0820.1%
DELTA AIR LINES INC 2.875% 03/13/2020$595,4500.1%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.5% 05/26/2022$593,8810.1%
NISSAN MOTOR ACCEPTANCE CORP 2.15% 09/28/2020$587,0150.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.7% 07/19/2019$586,3300.1%
QUALCOMM INC 1.85% 05/20/2019$566,4370.1%
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$559,1760.1%
SMITHFIELD FOODS INC 2.65% 10/03/2021$552,7660.1%
DOMINION ENERGY INC 1.771% 06/01/2019$547,0200.1%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 2.66% 11/15/2021$540,6560.1%
SUMITOMO MITSUI TRUST BANK LTD 1.95% 09/19/2019$538,6580.1%
HYUNDAI AUTO RECEIVABLES TRUST 2016-B 2.68% 09/15/2023$531,8690.1%
ENSTAR GROUP LTD 4.5% 03/10/2022$514,6190.1%
CITIZENS BANK NA/PROVIDENCE RI 2.25% 03/02/2020$510,4470.1%
MYLAN NV 2.5% 06/07/2019$508,2020.1%
ASTON MARTIN CAPITAL HOLDINGS LTD 6.5% 04/15/2022$498,2000.1%
CHENIERE ENERGY PARTNERS LP 5.25% 10/01/2025$490,2000.1%
STANDARD CHARTERED PLC 2.1% 08/19/2019$475,3220.1%
FORD MOTOR CREDIT CO LLC 2.262% 03/28/2019$463,3360.1%
EQT CORP 2.5% 10/01/2020$455,7250.1%
GLENCORE FUNDING LLC 3% 10/27/2022$447,7070.1%
NOBLE HOLDING INTERNATIONAL LTD 7.75% 01/15/2024$447,6000.1%
CITIZENS BANK NA/PROVIDENCE RI 2.2% 05/26/2020$424,9260.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.25% 02/01/2022$422,3000.1%
HYUNDAI CAPITAL SERVICES INC 1.625% 08/30/2019$421,0280.1%
ONEOK INC 4.25% 02/01/2022$404,2740.1%
DOMINION ENERGY INC 2.579% 07/01/2020$397,2480.1%
OASIS PETROLEUM INC 6.875% 01/15/2023$382,4880.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.184% 01/25/2024$368,0900.1%
GLENCORE FUNDING LLC 2.24% 01/15/2019$332,8880.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.534% 05/25/2024$328,1150.1%
CITIGROUP INC 2.05% 06/07/2019$318,2060.1%
COLONY AMERICAN HOMES 2014-2 1.474% 07/17/2031$317,8580.1%
ACTAVIS FUNDING SCS 2.1% 03/12/2020$314,7650.1%
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$309,8590.1%
STARWOOD PROPERTY TRUST INC 3.625% 02/01/2021$306,1440.1%
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$305,2090.1%
SANTANDER UK PLC 2.5% 03/14/2019$304,9550.1%
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$289,2150.1%
DAIMLER FINANCE NORTH AMERICA LLC 2.2% 05/05/2020$281,9570.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 2.2% 07/21/2021$270,4640.1%
COLONY AMERICAN HOMES 2014-1 1.7% 05/17/2031$267,8870.1%
ISTAR INC 4.625% 09/15/2020$258,8250.1%
SUNOCO LP / SUNOCO FINANCE CORP 4.875% 01/15/2023$255,2550.1%
DXC TECHNOLOGY CO 2.875% 03/27/2020$250,2090.1%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.742% 09/25/2028$248,9580.1%
BANK OF AMERICA CORP 2.151% 11/09/2020$222,0520.1%
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.87% 11/08/2021$201,1970.0%
TSMC GLOBAL LTD 1.625% 04/03/2018$199,6700.0%
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$198,1260.0%
NCUA GUARANTEED NOTES TRUST 2010-R1 0.981% 10/07/2020$196,5710.0%
PITNEY BOWES INC 3.625% 09/15/2020$190,0000.0%
FORTIVE CORP 1.8% 06/15/2019$168,4110.0%
SYNCHRONY FINANCIAL 2.111% 02/03/2020$142,0420.0%
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.11% 03/22/2021$139,1220.0%
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.875% 06/15/2021$124,8000.0%
AT&T INC 5.5% 02/01/2018$110,0000.0%
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$102,9220.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.584% 10/25/2023$88,7380.0%
GSAMP TRUST 2004-SEA2 1.242% 03/25/2034$51,3380.0%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.042% 11/25/2023$8,7960.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
BLACKROCK TEMP FUND$8,055,1561.7%
FIDELITY INSTITUTIONAL MONEY MARKET$7,929,5111.7%
 
Other
Underlying Fund HoldingsMarket Value%
E-MINI RUSS 2000 EQUITY INDEX MAR18 (RTYH8) INDEX$10,971,15567.4%
EURO$76,4300.0%
US 5YR NOTE (CBT) BOND MAR18 (FVH8) COMDTY$60,857-0.9%
USD$-120,8090.0%
US 2YR NOTE (CBT) BOND MAR18 (TUH8) COMDTY$-157,1484.6%
USD$-15,430,990-3.2%

Footnotes

1.

Before investing in the Fund you should carefully consider your investment goals, tolerance for risk, investment time horizon, and personal circumstances. There is no guarantee that the Fund will meet its investment objective and you can lose money.

2.

The Fund is an investment option of VantageTrust, a group trust established and maintained by VantageTrust Company, LLC, a wholly owned subsidiary of ICMA-RC. VantageTrust provides for the commingling of assets of certain trusts and plans as described in its Declaration of Trust, and is only available for investment by such eligible trusts and plans. The Fund is not a mutual fund. Its units are not deposits of VantageTrust Company and are not insured by the Federal Deposit Insurance Corporation or any other agency. The Fund is a security that has not been registered under the Securities Act of 1933 and is exempt from investment company registration under the Investment Company Act of 1940. For additional information regarding the Fund, including a description of the principal risks, please consult the VantageTrust Funds Disclosure Memorandum, which is available when plan administration clients log in at www.icmarc.org, at www.vantagepointfunds.org for institutions, or upon request by calling 800-669-7400.

The source for this information is Morningstar, Inc. Copyright © 2018 Morningstar, Inc.™ All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Morningstar, Inc. is a global investment research firm that is not affiliated with ICMA-RC. ICMA-RC does not independently verify Morningstar data.

Morningstar places funds in certain categories based on the fund's historical portfolio holdings. Placement of a fund in a particular Morningstar category does not mean that the fund will remain in that category or that it will invest primarily in securities consistent with its Morningstar category. A fund's investment strategy and portfolio holdings are governed by its prospectus, guidelines or other governing documents, not its Morningstar category.