Fund Facts  

Inception Date: Oct 11, 2013
CUSIP: 92210J747
Morningstar Category:Large Blend

Documents for Fund or Underlying Fund(s)  

Description

Objective  

Long-term capital growth and current income.

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 U.S. common stocks that its subadvisers believe offer the potential for capital appreciation or that may provide current income by paying dividends, and also invests in S&P 500 Index futures contracts and U.S. and foreign fixed income securities. Strategies used by the underlying fund's subadvisers include: (1) focusing on large-capitalization U.S. companies whose common stocks are believed to offer potential for price appreciation because of undervaluation, earnings growth, or both; (2) emphasizing U.S. stocks that may pay dividends; and (3) employing an enhanced equity strategy that utilizes S&P 500 Index futures contracts to gain equity exposure. The underlying fund's fixed income securities are held, in part, as collateral in conjunction with its use of futures contracts. The underlying fund's fixed income securities are diversified across fixed income sectors and are generally investment grade securities.

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, Preferred Stock Risk, Mid-Cap Securities Risk, Foreign Securities Risk, Equity Income/Interest Rate Risk, Foreign Currency Risk, Convertible Securities Risk, Interest Rate Risk, Credit Risk, Call Risk, Mortgage-Backed Securities Risk, Asset-Backed Securities Risk, Municipal Securities Risk, High Yield Securities Risk, Derivative Instruments 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 Grwth & Income   0.14%0.14%15.85%10.28%13.00%9.60%N/A
S&P 500 Indexa,b-0.76%-0.76%13.99%10.78%13.31%9.49%N/A
Morningstar Large Blendb,c-0.98%-0.98%12.82%8.89%11.72%8.58%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.

Performance information for this class prior to its inception date is the performance of the Fund adjusted to reflect the estimated fees and expenses of this class.

Total Expenses d
Gross Expenses0.59%
Net Expenses0.59%

 

a. The S&P 500 Index consists of 500 companies representing larger capitalization stocks traded in the U.S.

b. 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.

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 4 Stars1204
3-Year 4 Stars1204
5-Year 4 Stars1077
10-Year 4 Stars802

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
Large BlendMedium Limited
Allocation of Assets As of Feb 28, 2018
Type of Asset Percent
Equity99%
Fixed Income37%
Cash/Other-35%

Due to rounding, percentages shown may not add up to 100%.

 
 

Statistics

Portfolio Statistics As of Mar 31, 2018
Statistic3-Year5-Year
Beta1.031.01
Alpha-0.39-0.30
Standard Deviation10.7610.17
 
 

Underlying Fund Characteristics

Allocation of Assets As of Feb 28, 2018
Asset ClassPercent
Domestic Stock89.7%
Foreign Stock9.0%
Domestic Bond29.3%
Foreign Bond7.2%
Preferred0.0%
Convertible0.0%
Cash-35.2%
Other0.0%

Due to rounding, percentages shown may not add up to 100%.

 
Equity Sector As of Feb 28, 2018
SectorPercent
Financial Services14.4%
Technology12.5%
Consumer Cyclical10.5%
Healthcare7.6%
Industrials6.2%
Energy3.4%
Consumer Defensive3.0%
Basic Materials1.7%
Utilities1.4%
Real Estate1.0%
Communication Services0.1%

Exposure reflects equity securities only and will sum to the equity exposure of the fund.

 
Top Ten Holdings As of Mar 31, 2018
Underlying Fund Holdings Market Value%
S&P 500 FUTURE EQUITY INDEX JUN18 (SPM8) INDEX-46,310,55236.5%
UNITED STATES TREASURY NOTE/BOND 2% 01/31/202092,740,0624.0%
AMAZON.COM INC55,990,3482.4%
USD55,309,1072.4%
US 2YR NOTE (CBT) BOND JUN18 (TUM8) COMDTY29,6772.2%
UNITED STATES TREASURY NOTE/BOND 1.25% 08/31/201946,563,5822.0%
JPMORGAN CHASE & CO40,656,8991.8%
BLACKROCK TEMP FUND36,497,8411.6%
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/201931,926,5311.4%
CISCO SYSTEMS INC31,448,2351.4%
All Holdings As of Mar 31, 2018
Equity
Underlying Fund HoldingsMarket Value%
AMAZON.COM INC$55,990,3482.4%
JPMORGAN CHASE & CO$40,656,8991.8%
CISCO SYSTEMS INC$31,448,2351.4%
INTEL CORP$30,156,5071.3%
CHEVRON CORP$29,040,1721.3%
CITIGROUP INC$27,654,1431.2%
MICROSOFT CORP$25,597,8581.1%
FACEBOOK INC$25,397,1821.1%
BOOKING HOLDINGS INC$24,176,2121.0%
WELLS FARGO & CO$23,940,2071.0%
BANK OF AMERICA CORP$23,920,9241.0%
ALPHABET INC$22,651,9181.0%
ALIBABA GROUP HOLDING LTD$20,828,8530.9%
TD AMERITRADE HOLDING CORP$20,081,3390.9%
NETAPP INC$19,373,9910.8%
QUALCOMM INC$18,764,8740.8%
BOEING CO/THE$18,390,4610.8%
VISA INC$18,244,4420.8%
VERTEX PHARMACEUTICALS INC$18,011,7350.8%
UNION PACIFIC CORP$17,537,2000.8%
HILTON WORLDWIDE HOLDINGS INC$16,889,0580.7%
DOWDUPONT INC$16,288,2900.7%
COGNIZANT TECHNOLOGY SOLUTIONS CORP$15,875,4860.7%
MASTERCARD INC$15,867,0440.7%
PNC FINANCIAL SERVICES GROUP INC/THE$15,543,6910.7%
HALLIBURTON CO$14,578,0150.6%
UNITEDHEALTH GROUP INC$14,377,1620.6%
VIACOM INC$14,335,1220.6%
ALLERGAN PLC$14,219,3270.6%
UNILEVER NV$14,129,3600.6%
BRITISH AMERICAN TOBACCO PLC$14,026,6310.6%
LIBERTY INTERACTIVE CORP QVC GROUP$13,984,9300.6%
EDISON INTERNATIONAL$13,804,0340.6%
BRISTOL-MYERS SQUIBB CO$13,530,8200.6%
PARK HOTELS & RESORTS INC$13,500,5430.6%
VERIZON COMMUNICATIONS INC$13,451,7660.6%
CATERPILLAR INC$13,393,6000.6%
EOG RESOURCES INC$13,118,5370.6%
UNITED TECHNOLOGIES CORP$13,039,4820.6%
PRINCIPAL FINANCIAL GROUP INC$12,942,3400.6%
MORGAN STANLEY$12,721,7180.6%
MEDTRONIC PLC$12,671,0700.6%
MONDELEZ INTERNATIONAL INC$12,655,3740.6%
ASTRAZENECA PLC$12,601,3350.5%
M&T BANK CORP$12,598,4250.5%
PHILIP MORRIS INTERNATIONAL INC$12,488,7150.5%
SEMPRA ENERGY$12,363,8830.5%
PIONEER NATURAL RESOURCES CO$12,170,2690.5%
TENCENT HOLDINGS LTD$12,142,3190.5%
KINDER MORGAN INC/DE$11,950,2610.5%
SYNCHRONY FINANCIAL$11,684,0310.5%
XCEL ENERGY INC$11,650,6120.5%
EATON CORP PLC$11,599,4960.5%
FORTUNE BRANDS HOME & SECURITY INC$11,469,0040.5%
INTERNATIONAL PAPER CO$11,429,9060.5%
INGERSOLL-RAND PLC$11,412,0790.5%
SALESFORCE.COM INC$11,234,5800.5%
MOLSON COORS BREWING CO$11,013,0950.5%
ELI LILLY & CO$11,002,0140.5%
ING GROEP NV$10,868,3490.5%
ROCHE HOLDING AG$10,752,0370.5%
NASDAQ OMX GROUP INC/THE$10,716,4560.5%
NOKIA OYJ$10,490,2400.5%
LYONDELLBASELL INDUSTRIES NV$10,452,7030.5%
BRIXMOR PROPERTY GROUP INC$10,435,4070.5%
MARSH & MCLENNAN COS INC$10,237,2780.4%
INVESCO LTD$9,991,5050.4%
SERVICENOW INC$9,681,6380.4%
ALPHABET INC$9,619,4740.4%
NORWEGIAN CRUISE LINE HOLDINGS LTD$9,615,6970.4%
PULTEGROUP INC$9,317,2770.4%
L BRANDS INC$9,133,6420.4%
BECTON DICKINSON AND CO$9,012,3360.4%
CHUBB LTD$8,951,7330.4%
STRYKER CORP$8,927,6810.4%
SCHNEIDER NATIONAL INC$8,750,6350.4%
NEWELL RUBBERMAID INC$8,719,4340.4%
NUTRIEN LTD$8,561,5270.4%
AMERICAN AIRLINES GROUP INC$8,547,3680.4%
NETFLIX INC$7,672,6020.3%
INTUITIVE SURGICAL INC$7,646,8500.3%
PAYPAL HOLDINGS INC$7,007,2770.3%
INTUIT INC$6,513,6260.3%
DANAHER CORP$6,352,1070.3%
THERMO FISHER SCIENTIFIC INC$6,026,1540.3%
MARRIOTT INTERNATIONAL INC/MD$5,981,2160.3%
RED HAT INC$5,549,5120.2%
INTERCONTINENTAL EXCHANGE INC$5,411,3700.2%
NIELSEN HOLDINGS PLC$5,375,6890.2%
ANTHEM INC$5,316,7400.2%
ALEXION PHARMACEUTICALS INC$5,298,1400.2%
CIGNA CORP$5,048,9740.2%
GLOBAL PAYMENTS INC$5,029,5520.2%
FISERV INC$4,997,4050.2%
STATE STREET CORP$4,783,7490.2%
HOME DEPOT INC/THE$4,656,3420.2%
APPLE INC$4,454,3910.2%
YUM! BRANDS INC$4,329,2860.2%
ROSS STORES INC$4,265,5060.2%
BROADCOM LTD$4,204,4670.2%
WILLIS TOWERS WATSON PLC$4,155,7000.2%
HONEYWELL INTERNATIONAL INC$4,153,9400.2%
WORKDAY INC$3,784,0650.2%
DOLLAR GENERAL CORP$3,720,2960.2%
ROPER TECHNOLOGIES INC$3,677,0390.2%
HUMANA INC$3,525,4370.2%
ELECTRONIC ARTS INC$3,285,6040.1%
TEXAS INSTRUMENTS INC$3,220,5900.1%
ROYAL CARIBBEAN CRUISES LTD$3,125,4080.1%
FORTIVE CORP$2,876,8450.1%
NORTHROP GRUMMAN CORP$2,788,7710.1%
S&P GLOBAL INC$2,713,0520.1%
AMERICAN TOWER CORP$2,472,3790.1%
TESLA MOTORS INC$2,468,3560.1%
FIDELITY NATIONAL INFORMATION SERVICES INC$2,398,3520.1%
CHARLES SCHWAB CORP/THE$2,370,7880.1%
FLEETCOR TECHNOLOGIES INC$2,308,5000.1%
BIOGEN INC$2,287,7660.1%
DELTA AIR LINES INC$2,274,6150.1%
WYNN RESORTS LTD$2,220,0510.1%
SHERWIN-WILLIAMS CO/THE$2,156,6600.1%
HARRIS CORP$1,983,7440.1%
WORLDPAY INC$1,981,9840.1%
MICROCHIP TECHNOLOGY INC$1,836,3360.1%
PROGRESSIVE CORP/THE$1,760,8770.1%
STANLEY BLACK & DECKER INC$1,685,2000.1%
MAXIM INTEGRATED PRODUCTS INC$1,625,9400.1%
SOUTHWESTERN ENERGY CO$1,567,3300.1%
AETNA INC$1,342,7050.1%
MCDONALDS CORP$1,329,2300.1%
ALASKA AIR GROUP INC$1,274,7030.1%
APTIV PLC$1,164,0890.1%
CANADIAN PACIFIC RAILWAY LTD$1,129,6000.1%
NEXTERA ENERGY INC$1,126,9770.1%
FERRARI NV$1,120,8360.1%
ACTIVISION BLIZZARD INC$1,106,3440.1%
CINTAS CORP$1,040,5380.0%
COSTAR GROUP INC$1,015,5040.0%
CONSTELLATION BRANDS INC$911,6800.0%
CSX CORP$906,9030.0%
AMERIPRISE FINANCIAL INC$902,4340.0%
AMERICAN INTERNATIONAL GROUP INC$816,3000.0%
UNITED CONTINENTAL HOLDINGS INC$722,4880.0%
ASML HOLDING NV$675,1040.0%
CTRIP.COM INTERNATIONAL LTD$568,7640.0%
ZOETIS INC$559,5170.0%
SYMANTEC CORP$504,0750.0%
LAM RESEARCH CORP$487,5840.0%
BANK OF NEW YORK MELLON CORP/THE$417,3930.0%
GENERAL DYNAMICS CORP$390,5510.0%
TAPESTRY INC$384,0530.0%
BALL CORP$355,8810.0%
INCYTE CORP$299,9880.0%
AGILENT TECHNOLOGIES INC$274,2900.0%
VMWARE INC$266,5510.0%
RAYMOND JAMES FINANCIAL INC$214,5840.0%
ILLUMINA INC$198,8290.0%
ABBOTT LABORATORIES$197,7360.0%
FEDEX CORP$192,0880.0%
MERCK & CO INC$163,4100.0%
MONSTER BEVERAGE CORP$160,1880.0%
CELGENE CORP$145,0550.0%
EQUINIX INC$138,4040.0%
REGENERON PHARMACEUTICALS INC$137,7440.0%
COSTCO WHOLESALE CORP$131,9010.0%
TJX COS INC/THE$122,3400.0%
NORTHERN TRUST CORP$113,4430.0%
CORNING INC$92,0040.0%
IHS MARKIT LTD$79,5000.0%
TEXTRON INC$70,7640.0%
RAYTHEON CO$64,7460.0%
OREILLY AUTOMOTIVE INC$60,3610.0%
LOWES COS INC$52,6500.0%
ULTA SALON COSMETICS & FRAGRANCE INC$40,8540.0%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES TREASURY NOTE/BOND 2% 01/31/2020$92,740,0624.0%
UNITED STATES TREASURY NOTE/BOND 1.25% 08/31/2019$46,563,5822.0%
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$31,926,5311.4%
UNITED STATES TREASURY NOTE/BOND 2.25% 02/01/2024$12,629,9560.5%
INVITATION HOMES 2017-SFR2 TRUST 2.1% 12/17/2036$8,539,6470.4%
JP MORGAN MORTGAGE TRUST 2017-5 3% 12/15/2047$8,113,3010.4%
FEDERAL HOME LOAN BANKS 2.375% 03/30/2020$8,098,4160.4%
FEDERAL HOME LOAN BANKS 2.125% 02/11/2020$7,719,2950.3%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.89333% 05/25/2030$6,833,6460.3%
ALLY AUTO RECEIVABLES TRUST 2017-4 1.75% 12/15/2021$6,742,9220.3%
DOMINOS PIZZA MASTER ISSUER LLC 2.486% 07/25/2047$6,490,7570.3%
INVITATION HOMES 2018-SFR1 TRUST 2.268% 03/17/2037$6,033,1800.3%
NISSAN MASTER OWNER TRUST RECEIVABLES 1.54% 06/15/2021$5,922,0550.3%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 3.8707% 07/25/2030$5,131,5370.2%
HEWLETT PACKARD ENTERPRISE CO 3.6% 10/15/2020$5,049,1970.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$4,944,7710.2%
SOFI CONSUMER LOAN PROGRAM 2018-1 TRUST 2.55% 02/25/2027$4,874,7600.2%
VERIZON COMMUNICATIONS INC 2.137% 03/16/2022$4,817,9880.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$4,739,6540.2%
GOLDMAN SACHS GROUP INC/THE 2.55621% 02/23/2023$4,734,6990.2%
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD 2.375% 02/16/2025$4,685,7490.2%
CHESAPEAKE FUNDING II LLC 1.91% 08/15/2029$4,684,6460.2%
AMERICAN EXPRESS CREDIT CORP 2.125% 03/18/2019$4,676,0230.2%
ABN AMRO BANK NV 2.1% 01/18/2019$4,635,5890.2%
STARWOOD WAYPOINT HOMES 2017-1 TRUST 2.2% 01/17/2035$4,583,2730.2%
BPCE SA 2.082% 05/31/2022$4,551,5370.2%
SUNTRUST BANK/ATLANTA GA 2.59% 01/29/2021$4,422,3370.2%
WELLS FARGO & CO 1.964% 02/11/2022$4,323,6500.2%
HUNTINGTON NATIONAL BANK/THE 2.375% 03/10/2020$4,226,9190.2%
ING GROEP NV 2.302% 03/29/2022$4,217,5240.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.186% 10/25/2029$4,097,2120.2%
SABINE PASS LIQUEFACTION LLC 5.625% 02/01/2021$4,072,4120.2%
MACQUARIE GROUP LTD 2.48763% 11/28/2023$4,045,2490.2%
CHESAPEAKE FUNDING II LLC 2.12% 11/15/2029$4,031,3610.2%
MORGAN STANLEY 2.329845% 02/10/2021$4,003,2800.2%
DEUTSCHE BANK AG/NEW YORK NY 3.15% 01/22/2021$3,997,1960.2%
COMMONBOND STUDENT LOAN TRUST 2017-A-GS 1.926% 05/25/2041$3,761,0490.2%
ALLSTATE CORP/THE 2.732% 03/29/2021$3,756,9120.2%
NATIONAL AUSTRALIA BANK LTD/NEW YORK 2.25% 01/10/2020$3,751,1780.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 0% 03/25/2030$3,723,5110.2%
COLONY AMERICAN HOMES 2015-1 1.75% 07/17/2032$3,697,2510.2%
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 2.25% 10/30/2020$3,672,8850.2%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.5% 02/28/2020$3,664,5310.2%
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 4.625% 01/11/2023$3,629,3780.2%
ROYAL BANK OF SCOTLAND GROUP PLC 2.652% 05/15/2023$3,613,3470.2%
DNB BANK ASA 2.125% 10/02/2020$3,602,1390.2%
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 4.42% 06/15/2021$3,592,7900.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.606% 04/25/2028$3,547,7470.2%
BNZ INTERNATIONAL FUNDING LTD/LONDON 2.35% 03/04/2019$3,434,2880.2%
DAIMLER FINANCE NORTH AMERICA LLC 2.3% 02/12/2021$3,419,9420.2%
MORGAN STANLEY 2.21% 01/20/2022$3,361,4340.1%
BECTON DICKINSON AND CO 2.346% 06/06/2022$3,322,1560.1%
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$3,274,2340.1%
DXC TECHNOLOGY CO 2.264% 03/01/2021$3,274,0610.1%
ATHENE GLOBAL FUNDING 2.529% 07/01/2022$3,270,4490.1%
BAT CAPITAL CORP 2.297% 08/14/2020$3,256,9490.1%
CENOVUS ENERGY INC 5.7% 10/15/2019$3,248,8930.1%
UBS GROUP FUNDING SWITZERLAND AG 2.376% 05/23/2023$3,218,7620.1%
INTERNATIONAL LEASE FINANCE CORP 6.25% 05/15/2019$3,207,2680.1%
ALIMENTATION COUCHE-TARD INC 2.35% 12/13/2019$3,148,9940.1%
CAPITAL ONE FINANCIAL CORP 2.056% 03/09/2022$3,136,3390.1%
GENERAL MOTORS FINANCIAL CO INC 3.2% 07/13/2020$3,133,2910.1%
JPMORGAN CHASE & CO 6.3% 04/23/2019$3,113,2190.1%
SANTANDER HOLDINGS USA INC 3.7% 03/28/2022$3,099,3090.1%
CELGENE CORP 2.25% 08/15/2021$3,097,3950.1%
ANZ NEW ZEALAND INTL LTD/LONDON 2.6% 09/23/2019$3,084,8880.1%
BANK OF AMERICA CORP 2.153% 04/24/2023$3,078,5900.1%
CAPITAL ONE NA/MCLEAN VA 2.35% 01/31/2020$3,065,8990.1%
SEQUOIA MORTGAGE TRUST 2017-CH1 3.5% 10/25/2047$3,049,3350.1%
NATIONAL BANK OF CANADA 2.10777% 11/02/2020$2,996,1860.1%
JPMORGAN CHASE BANK NA 2.604% 02/01/2021$2,984,4890.1%
DAIMLER FINANCE NORTH AMERICA LLC 2.3% 01/06/2020$2,983,5480.1%
MYLAN NV 2.5% 06/07/2019$2,977,5430.1%
CITIGROUP INC 2.7% 03/30/2021$2,958,4600.1%
UNIFIN FINANCIERA SAB DE CV SOFOM ENR 7% 01/15/2025$2,955,0000.1%
ABN AMRO BANK NV 1.8% 09/20/2019$2,954,7420.1%
FORD CREDIT AUTO OWNER TRUST 2016-C 1.22% 03/15/2021$2,954,3500.1%
CAPITAL ONE NA/MCLEAN VA 1.85% 09/13/2019$2,950,1790.1%
BANK OF AMERICA CORP 2.65% 04/01/2019$2,948,9010.1%
SINOPEC GROUP OVERSEAS DEVELOPMENT 2017 LTD 2.375% 04/12/2020$2,911,0090.1%
BANCO SANTANDER SA 3.125% 02/23/2023$2,910,6050.1%
CITIGROUP INC 2.45% 01/10/2020$2,894,1080.1%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.042% 01/25/2029$2,878,4420.1%
PRINCIPAL LIFE GLOBAL FUNDING II 2.15% 01/10/2020$2,867,8870.1%
FORD MOTOR CREDIT CO LLC 2.459% 03/27/2020$2,860,0320.1%
GOSFORTH FUNDING 2017-1 PLC 1.787% 12/19/2059$2,856,6720.1%
MISSISSIPPI POWER CO 2.94155% 03/27/2020$2,851,1950.1%
MVW OWNER TRUST 2017-1 2.42% 12/20/2034$2,829,3310.1%
ARES CAPITAL CORP 4.875% 11/30/2018$2,823,7920.1%
MORGAN STANLEY 2.243% 07/22/2022$2,816,9510.1%
GEORGIA GOVERNMENT INTERNATIONAL BOND 6.875% 04/12/2021$2,814,8380.1%
TYSON FOODS INC 2.56719% 06/02/2020$2,806,9870.1%
CVS HEALTH CORP 3.125% 03/09/2020$2,799,1220.1%
GENERAL MOTORS FINANCIAL CO INC 2.573% 01/14/2022$2,765,9920.1%
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$2,763,2200.1%
CITIBANK NA 2% 03/20/2019$2,698,3310.1%
NABORS INDUSTRIES INC 4.625% 09/15/2021$2,687,5930.1%
GENERAL MOTORS FINANCIAL CO INC 3.5% 07/10/2019$2,684,6140.1%
JPMORGAN CHASE & CO 1% 06/01/2021$2,680,8210.1%
CVS HEALTH CORP 2.77725% 03/09/2021$2,645,8360.1%
BECTON DICKINSON AND CO 2.133% 06/06/2019$2,631,6280.1%
TIME WARNER CABLE INC 6.75% 07/01/2018$2,624,6640.1%
METROPOLITAN LIFE GLOBAL FUNDING I 1.75% 12/19/2018$2,585,7880.1%
DOW CHEMICAL CO/THE 8.55% 05/15/2019$2,548,0910.1%
FIRST INVESTORS AUTO OWNER TRUST 2017-2 1.86% 10/15/2021$2,547,9210.1%
AES CORP/VA 4% 03/15/2021$2,545,8130.1%
MIZUHO FINANCIAL GROUP INC 1.994% 02/28/2022$2,527,7690.1%
SOFI CONSUMER LOAN PROGRAM 2017-5 LLC 2.14% 09/25/2026$2,523,5090.1%
REPUBLIC SERVICES INC 3.8% 05/15/2018$2,477,5000.1%
MACQUARIE GROUP LTD 3.64155% 03/27/2024$2,476,8120.1%
DELTA AIR LINES INC 2.6% 12/04/2020$2,469,2760.1%
MORGAN STANLEY 5.5% 01/26/2020$2,462,0970.1%
CITIBANK NA 1.85% 09/18/2019$2,461,7690.1%
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 1.9% 09/23/2019$2,459,6230.1%
EXPRESS SCRIPTS HOLDING CO 2.6% 11/30/2020$2,456,6780.1%
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 2.75% 03/26/2020$2,452,3190.1%
LANARK MASTER ISSUER PLC 2.23578% 12/22/2069$2,451,2540.1%
CITIGROUP INC 2.4% 02/18/2020$2,444,2210.1%
VALERO ENERGY CORP 9.375% 03/15/2019$2,439,1480.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 6% 04/15/2024$2,353,1820.1%
CITIZENS BANK NA/PROVIDENCE RI 2.25% 03/02/2020$2,345,2230.1%
PERUSAHAAN PENERBIT SBSN INDONESIA III 3.75% 03/01/2023$2,307,9360.1%
GOLDMAN SACHS GROUP INC/THE 2.3% 12/13/2019$2,286,2410.1%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 4.0715% 08/25/2030$2,264,5120.1%
SUNTORY HOLDINGS LTD 2.55% 09/29/2019$2,264,1470.1%
AMERICAN EXPRESS CREDIT CORP 2.2% 03/03/2020$2,263,5080.1%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.986% 02/25/2030$2,258,5240.1%
QEP RESOURCES INC 5.375% 10/01/2022$2,258,4380.1%
CK HUTCHISON INTERNATIONAL 17 II LTD 2.25% 09/29/2020$2,239,5670.1%
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 5.625% 01/26/2022$2,237,4000.1%
BPCE SA 2.25% 01/27/2020$2,174,9750.1%
ASSURANT INC 3.543307% 03/26/2021$2,172,7410.1%
MAJAPAHIT HOLDING BV 7.75% 01/20/2020$2,171,9040.1%
AIR LIQUIDE FINANCE SA 1.375% 09/27/2019$2,157,6150.1%
VMWARE INC 2.3% 08/21/2020$2,155,6810.1%
SEQUOIA MORTGAGE TRUST 2017-CH2 4% 12/25/2047$2,137,5900.1%
KEYBANK NA/CLEVELAND OH 2.35% 03/08/2019$2,132,2280.1%
JP MORGAN MORTGAGE TRUST 2017-1 3.5% 01/25/2047$2,131,1340.1%
ASCIANO FINANCE LTD 5% 04/07/2018$2,120,4640.1%
ROYAL BANK OF CANADA 2.15% 03/15/2019$2,089,8410.1%
DTE ENERGY CO 1.5% 10/01/2019$2,082,1320.1%
WHITING PETROLEUM CORP 5.75% 03/15/2021$2,075,5840.1%
UNITED STATES TREASURY NOTE/BOND 1.875% 12/15/2020$2,073,3400.1%
CREDIT AGRICOLE SA/LONDON 3.375% 01/10/2022$2,025,2340.1%
ICICI BANK LTD/HONG KONG 5.75% 11/16/2020$2,020,4050.1%
VIETNAM GOVERNMENT INTERNATIONAL BOND 6.75% 01/29/2020$2,000,0490.1%
SYNCHRONY FINANCIAL 2.6% 01/15/2019$1,995,8910.1%
FIFTH THIRD BANK/CINCINNATI OH 2.375% 04/25/2019$1,992,7660.1%
ACTAVIS FUNDING SCS 3% 03/12/2020$1,990,6190.1%
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 01/15/2020$1,958,1650.1%
IBM CREDIT LLC 1.625% 09/06/2019$1,934,0780.1%
BANK OF AMERICA CORP 2.369% 07/21/2021$1,933,7810.1%
GOLDMAN SACHS GROUP INC/THE 3% 04/26/2022$1,915,8450.1%
SUMITOMO MITSUI BANKING CORP 2.092% 10/18/2019$1,915,3970.1%
BARCLAYS PLC 3.25% 01/12/2021$1,899,8330.1%
SUMITOMO MITSUI TRUST BANK LTD 2.05% 03/06/2019$1,885,7710.1%
HEWLETT PACKARD ENTERPRISE CO 2.1% 10/04/2019$1,885,5200.1%
STARWOOD PROPERTY TRUST INC 3.625% 02/01/2021$1,871,5000.1%
21ST CENTURY FOX AMERICA INC 7.25% 05/18/2018$1,860,8270.1%
SUNCORP-METWAY LTD 2.1% 05/03/2019$1,850,5740.1%
SUNCORP-METWAY LTD 2.375% 11/09/2020$1,841,4280.1%
CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.875% 03/31/2025$1,832,2500.1%
KINDER MORGAN INC/DE 3.05% 12/01/2019$1,811,0350.1%
FORD MOTOR CREDIT CO LLC 2.681% 01/09/2020$1,800,5030.1%
UBS AG/LONDON 2.45% 12/01/2020$1,778,5040.1%
VULCAN MATERIALS CO 2.589817% 06/15/2025$1,776,2620.1%
UBS AG/LONDON 2.2% 06/08/2020$1,761,1640.1%
TRANSCANADA PIPELINES LTD 2.125% 11/15/2019$1,760,9960.1%
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC 3.36% 03/20/2023$1,743,4380.1%
PHILLIPS 66 2.60625% 02/26/2021$1,742,3750.1%
RIO ENERGY SA / UGEN SA / UENSA SA 6.875% 02/01/2025$1,725,8050.1%
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2017-2 1.98% 12/20/2021$1,721,7780.1%
ATHENE GLOBAL FUNDING 2.75% 04/20/2020$1,716,0390.1%
BANK OF AMERICA CORP 2.328% 10/01/2021$1,692,3470.1%
ENTERPRISE FLEET FINANCING LLC 1.97% 01/20/2023$1,658,2630.1%
CONSTELLATION BRANDS INC 2% 11/07/2019$1,652,5850.1%
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$1,651,0840.1%
BANCO SANTANDER CHILE 2.5% 12/15/2020$1,638,6880.1%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2017-1 2.7% 10/17/2022$1,606,0010.1%
SOFI CONSUMER LOAN PROGRAM 2017-6 LLC 2.2% 11/25/2026$1,602,7920.1%
LENNAR CORP 4.125% 01/15/2022$1,599,2640.1%
DOMINION RESOURCES INC/VA 1.5% 09/30/2018$1,590,9270.1%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.75% 05/15/2019$1,590,3220.1%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.184% 12/25/2027$1,571,7220.1%
PHILIP MORRIS INTERNATIONAL INC 2% 02/21/2020$1,556,9580.1%
MOLSON COORS BREWING CO 1.9% 03/15/2019$1,530,0430.1%
VIASAT INC 5.625% 09/15/2025$1,509,7680.1%
TEVA PHARMACEUTICAL FINANCE IV LLC 2.25% 03/18/2020$1,509,3560.1%
NIELSEN FINANCE LLC / NIELSEN FINANCE CO 4.5% 10/01/2020$1,505,3250.1%
COMMONWEALTH BANK OF AUSTRALIA 5% 03/19/2020$1,503,6260.1%
CELGENE CORP 2.875% 08/15/2020$1,494,9090.1%
KINDER MORGAN INC/DE 2.589% 01/15/2023$1,493,8700.1%
GOLDMAN SACHS GROUP INC/THE 2.6% 04/23/2020$1,486,7920.1%
BP CAPITAL MARKETS PLC 2.315% 02/13/2020$1,484,0490.1%
AUTOZONE INC 1.625% 04/21/2019$1,472,8710.1%
ABU DHABI GOVERNMENT INTERNATIONAL BOND 2.5% 10/11/2022$1,466,3060.1%
FONDO MIVIVIENDA SA 3.5% 01/31/2023$1,454,1000.1%
21ST CENTURY FOX AMERICA INC 6.9% 03/01/2019$1,446,2070.1%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.986% 02/25/2030$1,438,1340.1%
ENERGY TRANSFER EQUITY LP 4.25% 03/15/2023$1,419,8500.1%
NBCUNIVERSAL ENTERPRISE INC 1.974% 04/15/2019$1,419,7630.1%
VULCAN MATERIALS CO 1.846% 06/15/2020$1,408,3450.1%
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP 4.125% 11/15/2019$1,407,0000.1%
MGM RESORTS INTERNATIONAL 5.25% 03/31/2020$1,387,2740.1%
GENERAL MOTORS FINANCIAL CO INC 2.65% 04/13/2020$1,383,1170.1%
PULTEGROUP INC 4.25% 03/01/2021$1,380,5230.1%
FORD MOTOR CREDIT CO LLC 2.738% 03/28/2022$1,370,0260.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.25% 02/01/2022$1,366,8000.1%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.5% 05/26/2022$1,360,7090.1%
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.125% 12/10/2020$1,343,3420.1%
ALIBABA GROUP HOLDING LTD 2.8% 06/06/2023$1,340,1990.1%
PERUSAHAAN PENERBIT SBSN INDONESIA III 3.4% 03/29/2022$1,323,3170.1%
NOKIA OYJ 3.375% 06/12/2022$1,314,1680.1%
INTERCORP FINANCIAL SERVICES INC 4.125% 10/19/2027$1,311,9190.1%
DAIWA SECURITIES GROUP INC 3.129% 04/19/2022$1,309,2120.1%
ARES CAPITAL CORP 3.875% 01/15/2020$1,288,7960.1%
SLM CORP 5.125% 04/05/2022$1,275,7500.1%
BPCE SA 2.392% 05/22/2022$1,268,8630.1%
ORANGE SA 2.75% 02/06/2019$1,249,8040.1%
ALLY AUTO RECEIVABLES TRUST 2016-1 1.73% 11/16/2020$1,239,1470.1%
NOSTRUM OIL & GAS FINANCE BV 7% 02/16/2025$1,233,0590.1%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.85688% 12/25/2042$1,231,0860.1%
DAIMLER FINANCE NORTH AMERICA LLC 1.5% 07/05/2019$1,230,0920.1%
CARDINAL HEALTH INC 1.948% 06/14/2019$1,217,0160.1%
METROPOLITAN LIFE GLOBAL FUNDING I 2.4% 01/08/2021$1,213,9020.1%
NISSAN MOTOR ACCEPTANCE CORP 2.15% 09/28/2020$1,170,7000.1%
FORD MOTOR CREDIT CO LLC 2.375% 03/12/2019$1,149,9370.1%
SANTANDER HOLDINGS USA INC 2.7% 05/24/2019$1,132,5280.1%
SMBC AVIATION CAPITAL FINANCE DAC 3% 07/15/2022$1,101,5200.1%
SUMITOMO MITSUI TRUST BANK LTD 1.95% 09/19/2019$1,101,0600.1%
SMITHFIELD FOODS INC 2.65% 10/03/2021$1,092,0660.1%
GILEAD SCIENCES INC 1.85% 09/20/2019$1,091,4480.1%
MIZUHO BANK LTD 2.4% 03/26/2020$1,074,8800.1%
BP CAPITAL MARKETS PLC 1.768% 09/19/2019$1,061,5830.1%
DELTA AIR LINES INC 2.875% 03/13/2020$1,033,7080.0%
ASTORIA FINANCIAL CORP 3.5% 06/08/2020$1,021,2520.0%
MCLAREN FINANCE PLC 5.75% 08/01/2022$1,011,0000.0%
QUALCOMM INC 1.85% 05/20/2019$1,003,1610.0%
TESLA AUTO LEASE TRUST 2018-A 2.97% 03/10/2027$997,6740.0%
KINDER MORGAN ENERGY PARTNERS LP 2.65% 02/01/2019$997,2080.0%
CATERPILLAR FINANCIAL SERVICES CORP 2.1% 01/10/2020$974,0740.0%
CHENIERE ENERGY PARTNERS LP 5.25% 10/01/2025$964,0310.0%
OASIS PETROLEUM INC 6.875% 01/15/2023$960,3560.0%
EQT CORP 2.5% 10/01/2020$895,1800.0%
ENSTAR GROUP LTD 4.5% 03/10/2022$879,7130.0%
ROYAL CARIBBEAN CRUISES LTD 2.65% 11/28/2020$872,3260.0%
GLENCORE FUNDING LLC 3% 10/27/2022$869,2340.0%
MARTIN MARIETTA MATERIALS INC 1.822% 05/22/2020$848,5670.0%
ANTHEM INC 2.25% 08/15/2019$847,0680.0%
ASTON MARTIN CAPITAL HOLDINGS LTD 6.5% 04/15/2022$845,4380.0%
AMERICAN EXPRESS CREDIT CORP 1.875% 05/03/2019$827,3880.0%
PACKAGING CORP OF AMERICA 2.45% 12/15/2020$822,3410.0%
FORD MOTOR CREDIT CO LLC 2.262% 03/28/2019$809,5330.0%
NATIONAL AUSTRALIA BANK LTD 2.25% 07/01/2019$794,2710.0%
SEMPRA ENERGY 2.4% 02/01/2020$772,0170.0%
EI DU PONT DE NEMOURS & CO 2.2% 05/01/2020$764,5180.0%
CITIZENS BANK NA/PROVIDENCE RI 2.2% 05/26/2020$759,2510.0%
SMITHFIELD FOODS INC 2.7% 01/31/2020$744,9720.0%
SEMPRA ENERGY 2.20911% 01/15/2021$740,6290.0%
ABBOTT LABORATORIES 2.35% 11/22/2019$718,0460.0%
FIFTH THIRD BANK/CINCINNATI OH 2.2% 10/30/2020$708,2840.0%
ANZ NEW ZEALAND INTL LTD/LONDON 2.2% 07/17/2020$706,0850.0%
DOMINION ENERGY INC 2.579% 07/01/2020$701,4120.0%
WM WRIGLEY JR CO 2.4% 10/21/2018$699,2230.0%
MANUFACTURERS & TRADERS TRUST CO 2.05% 08/17/2020$679,4640.0%
CBOE HOLDINGS INC 1.95% 06/28/2019$677,1840.0%
ONEOK INC 4.25% 02/01/2022$676,3020.0%
TTX CO 2.25% 02/01/2019$672,2260.0%
QEP RESOURCES INC 6.875% 03/01/2021$633,6750.0%
ROGERS COMMUNICATIONS INC 6.8% 08/15/2018$629,7920.0%
ING BANK NV 2.05% 08/17/2018$593,8160.0%
NOBLE HOLDING INTERNATIONAL LTD 7.75% 01/15/2024$588,4080.0%
ANADARKO PETROLEUM CORP 8.7% 03/15/2019$578,8050.0%
RYDER SYSTEM INC 2.35% 02/26/2019$547,9720.0%
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$529,1880.0%
ISTAR INC 4.625% 09/15/2020$521,9500.0%
SUNOCO LP / SUNOCO FINANCE CORP 4.875% 01/15/2023$521,7750.0%
CATERPILLAR FINANCIAL SERVICES CORP 7.15% 02/15/2019$520,2260.0%
MOODYS CORP 2.75% 12/15/2021$496,2630.0%
LENNAR CORP 2.95% 11/29/2020$490,0500.0%
DAIMLER FINANCE NORTH AMERICA LLC 2.2% 05/05/2020$485,9330.0%
MALLINCKRODT INTERNATIONAL FINANCE SA 3.5% 04/15/2018$464,8140.0%
SENEGAL GOVERNMENT INTERNATIONAL BOND 8.75% 05/13/2021$443,2490.0%
DXC TECHNOLOGY CO 2.875% 03/27/2020$432,7840.0%
B&G FOODS INC 4.625% 06/01/2021$318,4000.0%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.75% 02/01/2024$306,3750.0%
JC PENNEY CORP INC 5.65% 06/01/2020$16,4600.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
BLACKROCK TEMP FUND$36,497,8411.6%
FIDELITY INSTITUTIONAL MONEY MARKET$21,815,6550.9%
 
Other
Underlying Fund HoldingsMarket Value%
USD$55,309,1072.4%
US 2YR NOTE (CBT) BOND JUN18 (TUM8) COMDTY$29,6772.2%
BRITISH POUND$230.0%
US 5YR NOTE (CBT) BOND JUN18 (FVM8) COMDTY$-69,598-0.6%
EURO-BUND FUTURE BOND JUN18 (RXM8) COMDTY$-286,137-1.1%
USD$-14,179,336-0.6%
S&P 500 FUTURE EQUITY INDEX JUN18 (SPM8) INDEX$-46,310,55236.5%
All Holdings As of Feb 28, 2018
Equity
Underlying Fund HoldingsMarket Value%
AMAZON.COM INC$59,743,2872.5%
JPMORGAN CHASE & CO$42,701,3901.8%
CISCO SYSTEMS INC$32,834,0391.4%
CITIGROUP INC$30,927,5741.3%
INTEL CORP$28,540,9801.2%
FACEBOOK INC$28,509,4451.2%
CHEVRON CORP$28,500,3161.2%
MICROSOFT CORP$26,846,9141.1%
WELLS FARGO & CO$26,680,9291.1%
BANK OF AMERICA CORP$25,603,9231.1%
ALPHABET INC$24,584,6611.0%
BOOKING HOLDINGS INC$22,905,3241.0%
QUALCOMM INC$22,012,5750.9%
ALIBABA GROUP HOLDING LTD$21,520,9480.9%
BOEING CO/THE$20,207,3340.9%
TD AMERITRADE HOLDING CORP$19,663,4480.8%
NETAPP INC$19,015,9700.8%
VISA INC$18,664,7510.8%
VERTEX PHARMACEUTICALS INC$18,282,3930.8%
DOWDUPONT INC$17,973,1090.8%
HILTON WORLDWIDE HOLDINGS INC$17,413,8810.7%
UNION PACIFIC CORP$16,809,5440.7%
MASTERCARD INC$16,256,9210.7%
PNC FINANCIAL SERVICES GROUP INC/THE$16,203,5070.7%
COGNIZANT TECHNOLOGY SOLUTIONS CORP$16,175,2460.7%
LIBERTY INTERACTIVE CORP QVC GROUP$16,040,7210.7%
VIACOM INC$15,387,4100.7%
UNITEDHEALTH GROUP INC$15,363,5010.7%
HALLIBURTON CO$14,416,5200.6%
BRITISH AMERICAN TOBACCO PLC$14,359,7300.6%
BRISTOL-MYERS SQUIBB CO$14,161,9010.6%
CATERPILLAR INC$14,052,4650.6%
UNITED TECHNOLOGIES CORP$13,963,9150.6%
XL GROUP LTD$13,685,1270.6%
TENCENT HOLDINGS LTD$13,567,7130.6%
MONDELEZ INTERNATIONAL INC$13,313,4650.6%
PRINCIPAL FINANCIAL GROUP INC$13,244,0650.6%
MORGAN STANLEY$13,207,3870.6%
EDISON INTERNATIONAL$13,138,3360.6%
UNILEVER NV$13,104,5500.6%
M&T BANK CORP$12,972,9060.6%
KINDER MORGAN INC/DE$12,854,8620.5%
INTERNATIONAL PAPER CO$12,747,6720.5%
SYNCHRONY FINANCIAL$12,680,6410.5%
EOG RESOURCES INC$12,638,7580.5%
MEDTRONIC PLC$12,618,9450.5%
PIONEER NATURAL RESOURCES CO$12,060,4550.5%
ASTRAZENECA PLC$11,959,9170.5%
INGERSOLL-RAND PLC$11,851,1590.5%
SEMPRA ENERGY$11,831,5230.5%
FORTUNE BRANDS HOME & SECURITY INC$11,813,7170.5%
L BRANDS INC$11,791,7450.5%
EATON CORP PLC$11,714,1700.5%
PARK HOTELS & RESORTS INC$11,379,7220.5%
MERCK & CO INC$11,378,9890.5%
ING GROEP NV$11,285,6220.5%
PHILIP MORRIS INTERNATIONAL INC$11,208,3560.5%
NOKIA OYJ$11,123,1070.5%
SALESFORCE.COM INC$11,101,8750.5%
ALLERGAN PLC$10,948,5400.5%
ROCHE HOLDING AG$10,859,0870.5%
LYONDELLBASELL INDUSTRIES NV$10,703,9320.5%
BRIXMOR PROPERTY GROUP INC$10,633,8510.5%
ALPHABET INC$10,459,6420.4%
NORWEGIAN CRUISE LINE HOLDINGS LTD$10,329,1140.4%
MARSH & MCLENNAN COS INC$10,290,5780.4%
INVESCO LTD$10,156,9380.4%
NASDAQ OMX GROUP INC/THE$10,036,5790.4%
NUTRIEN LTD$9,877,4820.4%
SERVICENOW INC$9,633,8720.4%
MOLSON COORS BREWING CO$9,325,2230.4%
CHUBB LTD$9,288,8060.4%
AMERICAN AIRLINES GROUP INC$9,277,9440.4%
BECTON DICKINSON AND CO$9,233,5900.4%
ELI LILLY & CO$8,918,9160.4%
PULTEGROUP INC$8,868,6320.4%
STRYKER CORP$8,818,0990.4%
SCHNEIDER NATIONAL INC$8,683,4780.4%
INTUITIVE SURGICAL INC$8,199,7810.3%
NETFLIX INC$7,838,1220.3%
XCEL ENERGY INC$7,559,7180.3%
PAYPAL HOLDINGS INC$7,475,3400.3%
CIGNA CORP$6,815,9930.3%
DANAHER CORP$6,551,2600.3%
MARRIOTT INTERNATIONAL INC/MD$6,463,3230.3%
APPLE INC$6,456,6720.3%
THERMO FISHER SCIENTIFIC INC$6,234,8730.3%
INTUIT INC$5,885,9870.3%
INTERCONTINENTAL EXCHANGE INC$5,672,0310.2%
ALEXION PHARMACEUTICALS INC$5,582,8680.2%
NIELSEN HOLDINGS PLC$5,517,7330.2%
RED HAT INC$5,397,4930.2%
ANTHEM INC$5,343,1260.2%
HOME DEPOT INC/THE$5,253,7500.2%
FISERV INC$5,024,3860.2%
NEWELL RUBBERMAID INC$4,986,6090.2%
GLOBAL PAYMENTS INC$4,977,8210.2%
STATE STREET CORP$4,937,9920.2%
BROADCOM LTD$4,584,1560.2%
YUM! BRANDS INC$4,529,2040.2%
ROSS STORES INC$4,271,5230.2%
HONEYWELL INTERNATIONAL INC$4,268,1020.2%
WILLIS TOWERS WATSON PLC$4,185,2970.2%
HUMANA INC$3,751,1160.2%
WORKDAY INC$3,682,2970.2%
TESLA MOTORS INC$3,627,8600.2%
DOLLAR GENERAL CORP$3,581,9340.2%
ROPER TECHNOLOGIES INC$3,466,1340.2%
ROYAL CARIBBEAN CRUISES LTD$3,360,5970.1%
ELECTRONIC ARTS INC$3,352,2700.1%
TEXAS INSTRUMENTS INC$3,077,1400.1%
FORTIVE CORP$3,056,6400.1%
AMERICAN TOWER CORP$2,996,0130.1%
BIOGEN INC$2,960,4140.1%
NORTHROP GRUMMAN CORP$2,625,3000.1%
S&P GLOBAL INC$2,608,4800.1%
FIDELITY NATIONAL INFORMATION SERVICES INC$2,575,2700.1%
AETNA INC$2,364,9900.1%
CHARLES SCHWAB CORP/THE$2,237,4440.1%
FLEETCOR TECHNOLOGIES INC$2,219,2230.1%
SHERWIN-WILLIAMS CO/THE$2,208,6900.1%
DELTA AIR LINES INC$1,881,1100.1%
STANLEY BLACK & DECKER INC$1,751,0900.1%
HARRIS CORP$1,733,2650.1%
FERRARI NV$1,654,8500.1%
ALASKA AIR GROUP INC$1,651,2000.1%
MCDONALDS CORP$1,624,7220.1%
MAXIM INTEGRATED PRODUCTS INC$1,566,1580.1%
WORLDPAY INC$1,349,2480.1%
SOUTHWESTERN ENERGY CO$1,292,2330.1%
APTIV PLC$1,251,2210.1%
PROGRESSIVE CORP/THE$1,214,9380.1%
ACTIVISION BLIZZARD INC$1,199,3320.1%
CANADIAN PACIFIC RAILWAY LTD$1,143,2320.1%
CINTAS CORP$1,041,0260.0%
MICROCHIP TECHNOLOGY INC$964,0900.0%
COSTAR GROUP INC$957,9640.0%
CONSTELLATION BRANDS INC$861,9200.0%
VMWARE INC$856,3750.0%
AMERIPRISE FINANCIAL INC$829,1320.0%
SYMANTEC CORP$783,4420.0%
NEXTERA ENERGY INC$730,3200.0%
UNITED CONTINENTAL HOLDINGS INC$705,0160.0%
CSX CORP$676,8720.0%
AMERICAN INTERNATIONAL GROUP INC$636,4740.0%
ASML HOLDING NV$566,6310.0%
CTRIP.COM INTERNATIONAL LTD$560,9560.0%
ZOETIS INC$541,7620.0%
BANK OF NEW YORK MELLON CORP/THE$461,9430.0%
MONSTER BEVERAGE CORP$418,2420.0%
TAPESTRY INC$371,6430.0%
CELGENE CORP$359,4570.0%
BALL CORP$358,0320.0%
LAM RESEARCH CORP$306,9760.0%
INCYTE CORP$306,5760.0%
LOWES COS INC$286,6880.0%
AGILENT TECHNOLOGIES INC$281,2190.0%
GENERAL DYNAMICS CORP$222,4500.0%
FEDEX CORP$197,1280.0%
ILLUMINA INC$191,7650.0%
SBA COMMUNICATIONS CORP$164,3470.0%
COSTCO WHOLESALE CORP$133,6300.0%
EQUINIX INC$129,7850.0%
REGENERON PHARMACEUTICALS INC$128,1760.0%
TJX COS INC/THE$124,0200.0%
WYNN RESORTS LTD$117,2500.0%
NORTHERN TRUST CORP$116,4570.0%
ABBOTT LABORATORIES$114,6270.0%
CORNING INC$95,9640.0%
IHS MARKIT LTD$77,5380.0%
TEXTRON INC$71,8200.0%
RAYTHEON CO$65,2530.0%
OREILLY AUTOMOTIVE INC$59,5820.0%
ULTA SALON COSMETICS & FRAGRANCE INC$40,6700.0%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES TREASURY NOTE/BOND 2% 01/31/2020$100,803,2084.2%
UNITED STATES TREASURY NOTE/BOND 1.25% 08/31/2019$51,467,1252.2%
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$31,922,7461.3%
UNITED STATES TREASURY NOTE/BOND 2.25% 02/01/2024$12,617,3290.5%
INVITATION HOMES 2017-SFR2 TRUST 2.1% 12/17/2036$8,553,6150.4%
JP MORGAN MORTGAGE TRUST 2017-5 3% 12/15/2047$8,170,0190.3%
FEDERAL HOME LOAN BANKS 2.125% 02/11/2020$7,720,9220.3%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.89333% 05/25/2030$6,891,2960.3%
ALLY AUTO RECEIVABLES TRUST 2017-4 1.75% 12/15/2021$6,743,0980.3%
DOMINOS PIZZA MASTER ISSUER LLC 2.486% 07/25/2047$6,438,5330.3%
INVITATION HOMES 2018-SFR1 TRUST 2.268% 03/17/2037$6,038,6320.3%
NISSAN MASTER OWNER TRUST RECEIVABLES 1.54% 06/15/2021$5,920,5560.3%
WESTPAC BANKING CORP 2.25% 01/17/2019$5,236,6590.2%
SOFI CONSUMER LOAN PROGRAM 2018-1 TRUST 2.55% 02/25/2027$5,216,0340.2%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 3.8707% 07/25/2030$5,177,7420.2%
HEWLETT PACKARD ENTERPRISE CO 3.6% 10/15/2020$5,060,4790.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$5,059,8500.2%
BMW VEHICLE LEASE TRUST 1.98% 05/20/2020$4,903,3120.2%
VERIZON COMMUNICATIONS INC 2.137% 03/16/2022$4,830,4030.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$4,802,1490.2%
GOLDMAN SACHS GROUP INC/THE 2.55621% 02/23/2023$4,756,6750.2%
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD 2.375% 02/16/2025$4,693,7970.2%
CHESAPEAKE FUNDING II LLC 1.91% 08/15/2029$4,681,8430.2%
AMERICAN EXPRESS CREDIT CORP 2.125% 03/18/2019$4,680,5670.2%
ABN AMRO BANK NV 2.1% 01/18/2019$4,639,7080.2%
STARWOOD WAYPOINT HOMES 2017-1 TRUST 2.2% 01/17/2035$4,589,9560.2%
BPCE SA 2.082% 05/31/2022$4,569,3290.2%
SUNTRUST BANK/ATLANTA GA 2.59% 01/29/2021$4,429,1910.2%
HUNTINGTON NATIONAL BANK/THE 2.375% 03/10/2020$4,254,2790.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.186% 10/25/2029$4,122,2230.2%
SABINE PASS LIQUEFACTION LLC 5.625% 02/01/2021$4,081,0630.2%
MACQUARIE GROUP LTD 2.48763% 11/28/2023$4,068,6120.2%
CHESAPEAKE FUNDING II LLC 2.12% 11/15/2029$4,041,5360.2%
DEUTSCHE BANK AG/NEW YORK NY 3.15% 01/22/2021$4,020,0440.2%
MORGAN STANLEY 2.329845% 02/10/2021$4,011,6000.2%
COMMONBOND STUDENT LOAN TRUST 2017-A-GS 1.926% 05/25/2041$3,945,9020.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 0% 03/25/2030$3,748,7930.2%
NATIONAL AUSTRALIA BANK LTD/NEW YORK 2.25% 01/10/2020$3,747,6070.2%
COLONY AMERICAN HOMES 2015-1 1.75% 07/17/2032$3,691,6500.2%
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 2.25% 10/30/2020$3,683,4840.2%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.5% 02/28/2020$3,660,6700.2%
ROYAL BANK OF SCOTLAND GROUP PLC 2.652% 05/15/2023$3,655,8890.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.606% 04/25/2028$3,646,7340.2%
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 4.625% 01/11/2023$3,610,5780.2%
DNB BANK ASA 2.125% 10/02/2020$3,604,8520.2%
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 4.42% 06/15/2021$3,576,1510.2%
BNZ INTERNATIONAL FUNDING LTD/LONDON 2.35% 03/04/2019$3,438,5350.1%
DAIMLER FINANCE NORTH AMERICA LLC 2.3% 02/12/2021$3,432,4500.1%
MORGAN STANLEY 2.21% 01/20/2022$3,380,1760.1%
BECTON DICKINSON AND CO 2.346% 06/06/2022$3,351,8030.1%
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$3,282,6360.1%
ATHENE GLOBAL FUNDING 2.529% 07/01/2022$3,277,0500.1%
DXC TECHNOLOGY CO 2.264% 03/01/2021$3,275,1340.1%
BAT CAPITAL CORP 2.297% 08/14/2020$3,261,7650.1%
CENOVUS ENERGY INC 5.7% 10/15/2019$3,259,8900.1%
NATIONAL AUSTRALIA BANK LTD/NEW YORK 2% 01/14/2019$3,236,7140.1%
UBS GROUP FUNDING SWITZERLAND AG 2.376% 05/23/2023$3,232,5540.1%
INTERNATIONAL LEASE FINANCE CORP 6.25% 05/15/2019$3,216,4470.1%
CAPITAL ONE FINANCIAL CORP 2.056% 03/09/2022$3,162,3090.1%
ALIMENTATION COUCHE-TARD INC 2.35% 12/13/2019$3,159,3880.1%
GENERAL MOTORS FINANCIAL CO INC 3.2% 07/13/2020$3,144,2310.1%
GOSFORTH FUNDING 2017-1 PLC 1.787% 12/19/2059$3,135,0450.1%
SEQUOIA MORTGAGE TRUST 2017-CH1 3.5% 10/25/2047$3,130,9770.1%
JPMORGAN CHASE & CO 6.3% 04/23/2019$3,127,2980.1%
CELGENE CORP 2.25% 08/15/2021$3,108,4730.1%
BANK OF AMERICA CORP 2.153% 04/24/2023$3,105,7940.1%
SANTANDER HOLDINGS USA INC 3.7% 03/28/2022$3,097,8810.1%
ANZ NEW ZEALAND INTL LTD/LONDON 2.6% 09/23/2019$3,091,9500.1%
CAPITAL ONE NA/MCLEAN VA 2.35% 01/31/2020$3,079,2730.1%
JPMORGAN CHASE BANK NA 2.604% 02/01/2021$2,991,5750.1%
DAIMLER FINANCE NORTH AMERICA LLC 2.3% 01/06/2020$2,988,0260.1%
MYLAN NV 2.5% 06/07/2019$2,982,7270.1%
UNIFIN FINANCIERA SAB DE CV SOFOM ENR 7% 01/15/2025$2,977,5000.1%
CITIGROUP INC 2.7% 03/30/2021$2,965,9010.1%
ABN AMRO BANK NV 1.8% 09/20/2019$2,957,9730.1%
FORD CREDIT AUTO OWNER TRUST 2016-C 1.22% 03/15/2021$2,954,1550.1%
CAPITAL ONE NA/MCLEAN VA 1.85% 09/13/2019$2,952,6770.1%
BANK OF AMERICA CORP 2.65% 04/01/2019$2,952,2470.1%
TCF AUTO RECEIVABLES OWNER TRUST 2016-PT1 3.21% 01/17/2023$2,942,8700.1%
TCF AUTO RECEIVABLES OWNER TRUST 2016-PT1 2.92% 10/17/2022$2,942,5910.1%
BANCO SANTANDER SA 3.125% 02/23/2023$2,925,5130.1%
SINOPEC GROUP OVERSEAS DEVELOPMENT 2017 LTD 2.375% 04/12/2020$2,913,5890.1%
CITIGROUP INC 2.45% 01/10/2020$2,897,1530.1%
PRINCIPAL LIFE GLOBAL FUNDING II 2.15% 01/10/2020$2,879,4550.1%
MVW OWNER TRUST 2017-1 2.42% 12/20/2034$2,874,1590.1%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.042% 01/25/2029$2,862,9430.1%
FORD MOTOR CREDIT CO LLC 2.459% 03/27/2020$2,859,8570.1%
GEORGIA GOVERNMENT INTERNATIONAL BOND 6.875% 04/12/2021$2,850,3930.1%
ARES CAPITAL CORP 4.875% 11/30/2018$2,840,2550.1%
MORGAN STANLEY 2.243% 07/22/2022$2,837,3410.1%
MACQUARIE BANK LTD 2.35% 01/15/2019$2,792,3300.1%
GENERAL MOTORS FINANCIAL CO INC 2.573% 01/14/2022$2,769,3760.1%
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$2,768,2830.1%
FIRST INVESTORS AUTO OWNER TRUST 2017-2 1.86% 10/15/2021$2,759,8160.1%
SOFI CONSUMER LOAN PROGRAM 2017-5 LLC 2.14% 09/25/2026$2,754,5940.1%
NABORS INDUSTRIES INC 4.625% 09/15/2021$2,714,6000.1%
CITIBANK NA 2% 03/20/2019$2,697,2600.1%
GENERAL MOTORS FINANCIAL CO INC 3.5% 07/10/2019$2,687,4430.1%
JPMORGAN CHASE & CO 1% 06/01/2021$2,686,2440.1%
SUMITOMO MITSUI BANKING CORP 1.966% 01/11/2019$2,670,4520.1%
TOYOTA MOTOR CREDIT CORP 2.1% 01/17/2019$2,653,6520.1%
BECTON DICKINSON AND CO 2.133% 06/06/2019$2,640,1560.1%
TIME WARNER CABLE INC 6.75% 07/01/2018$2,634,9170.1%
METROPOLITAN LIFE GLOBAL FUNDING I 1.75% 12/19/2018$2,587,1870.1%
DOW CHEMICAL CO/THE 8.55% 05/15/2019$2,564,4570.1%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.895% 11/25/2029$2,551,2650.1%
MIZUHO FINANCIAL GROUP INC 1.994% 02/28/2022$2,530,3050.1%
DELTA AIR LINES INC 2.6% 12/04/2020$2,483,9480.1%
REPUBLIC SERVICES INC 3.8% 05/15/2018$2,482,0760.1%
MORGAN STANLEY 5.5% 01/26/2020$2,469,1690.1%
EXPRESS SCRIPTS HOLDING CO 2.6% 11/30/2020$2,468,7920.1%
CITIBANK NA 1.85% 09/18/2019$2,464,7210.1%
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 1.9% 09/23/2019$2,462,1120.1%
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 2.75% 03/26/2020$2,457,5130.1%
VALERO ENERGY CORP 9.375% 03/15/2019$2,455,5490.1%
LANARK MASTER ISSUER PLC 2.23578% 12/22/2069$2,453,5060.1%
CITIGROUP INC 2.4% 02/18/2020$2,447,9520.1%
CITIZENS BANK NA/PROVIDENCE RI 2.25% 03/02/2020$2,353,5440.1%
WELLS FARGO & CO 1.964% 02/11/2022$2,324,1060.1%
PERUSAHAAN PENERBIT SBSN INDONESIA III 3.75% 03/01/2023$2,316,5200.1%
QEP RESOURCES INC 5.375% 10/01/2022$2,295,0000.1%
GOLDMAN SACHS GROUP INC/THE 2.3% 12/13/2019$2,291,1460.1%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.986% 02/25/2030$2,279,7870.1%
SUNTORY HOLDINGS LTD 2.55% 09/29/2019$2,270,4390.1%
AMERICAN EXPRESS CREDIT CORP 2.2% 03/03/2020$2,267,8880.1%
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 5.625% 01/26/2022$2,246,2000.1%
CK HUTCHISON INTERNATIONAL 17 II LTD 2.25% 09/29/2020$2,240,1180.1%
SEQUOIA MORTGAGE TRUST 2017-CH2 4% 12/25/2047$2,198,6430.1%
MAJAPAHIT HOLDING BV 7.75% 01/20/2020$2,188,0640.1%
BPCE SA 2.25% 01/27/2020$2,175,3410.1%
VMWARE INC 2.3% 08/21/2020$2,160,9510.1%
JP MORGAN MORTGAGE TRUST 2017-1 3.5% 01/25/2047$2,156,8780.1%
AIR LIQUIDE FINANCE SA 1.375% 09/27/2019$2,156,6780.1%
KEYBANK NA/CLEVELAND OH 2.35% 03/08/2019$2,134,7770.1%
PHILIP MORRIS INTERNATIONAL INC 1.875% 01/15/2019$2,127,3480.1%
ASCIANO FINANCE LTD 5% 04/07/2018$2,124,6710.1%
WHITING PETROLEUM CORP 5.75% 03/15/2021$2,101,2500.1%
ROYAL BANK OF CANADA 2.15% 03/15/2019$2,090,1030.1%
DTE ENERGY CO 1.5% 10/01/2019$2,088,4630.1%
UNITED STATES TREASURY NOTE/BOND 1.875% 12/15/2020$2,070,5920.1%
CREDIT AGRICOLE SA/LONDON 3.375% 01/10/2022$2,034,5040.1%
ICICI BANK LTD/HONG KONG 5.75% 11/16/2020$2,029,3890.1%
VIETNAM GOVERNMENT INTERNATIONAL BOND 6.75% 01/29/2020$2,005,3430.1%
ACTAVIS FUNDING SCS 3% 03/12/2020$1,999,5900.1%
SYNCHRONY FINANCIAL 2.6% 01/15/2019$1,997,0260.1%
FIFTH THIRD BANK/CINCINNATI OH 2.375% 04/25/2019$1,992,8840.1%
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 01/15/2020$1,958,1860.1%
BANK OF AMERICA CORP 2.369% 07/21/2021$1,942,5720.1%
NOSTRUM OIL & GAS FINANCE BV 7% 02/16/2025$1,938,4630.1%
IBM CREDIT LLC 1.625% 09/06/2019$1,933,9550.1%
GOLDMAN SACHS GROUP INC/THE 3% 04/26/2022$1,923,4660.1%
SUMITOMO MITSUI BANKING CORP 2.092% 10/18/2019$1,917,0110.1%
BARCLAYS PLC 3.25% 01/12/2021$1,899,5470.1%
SUMITOMO MITSUI TRUST BANK LTD 2.05% 03/06/2019$1,890,6020.1%
STARWOOD PROPERTY TRUST INC 3.625% 02/01/2021$1,890,5000.1%
HEWLETT PACKARD ENTERPRISE CO 2.1% 10/04/2019$1,885,8030.1%
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC 3.36% 03/20/2023$1,884,3750.1%
21ST CENTURY FOX AMERICA INC 7.25% 05/18/2018$1,869,4970.1%
CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.875% 03/31/2025$1,851,8810.1%
SUNCORP-METWAY LTD 2.1% 05/03/2019$1,851,5630.1%
SUNCORP-METWAY LTD 2.375% 11/09/2020$1,845,4630.1%
KINDER MORGAN INC/DE 3.05% 12/01/2019$1,816,8110.1%
FORD MOTOR CREDIT CO LLC 2.681% 01/09/2020$1,802,5380.1%
JC PENNEY CORP INC 5.65% 06/01/2020$1,797,7500.1%
UBS AG/LONDON 2.45% 12/01/2020$1,783,7040.1%
UBS AG/LONDON 2.2% 06/08/2020$1,768,8040.1%
TRANSCANADA PIPELINES LTD 2.125% 11/15/2019$1,762,4590.1%
PHILLIPS 66 2.60625% 02/26/2021$1,741,7400.1%
SOFI CONSUMER LOAN PROGRAM 2017-6 LLC 2.2% 11/25/2026$1,730,0690.1%
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2017-2 1.98% 12/20/2021$1,721,4820.1%
RIO ENERGY SA / UGEN SA / UENSA SA 6.875% 02/01/2025$1,717,0800.1%
ATHENE GLOBAL FUNDING 2.75% 04/20/2020$1,716,7520.1%
BANK OF AMERICA CORP 2.328% 10/01/2021$1,701,1650.1%
ING GROEP NV 2.302% 03/29/2022$1,684,1880.1%
ENTERPRISE FLEET FINANCING LLC 1.97% 01/20/2023$1,659,7770.1%
CONSTELLATION BRANDS INC 2% 11/07/2019$1,655,5910.1%
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$1,652,0860.1%
BANCO SANTANDER CHILE 2.5% 12/15/2020$1,648,0810.1%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.184% 12/25/2027$1,631,7670.1%
LENNAR CORP 4.125% 01/15/2022$1,609,8750.1%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2017-1 2.7% 10/17/2022$1,607,3060.1%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.75% 05/15/2019$1,594,8320.1%
DOMINION RESOURCES INC/VA 1.5% 09/30/2018$1,592,8250.1%
PHILIP MORRIS INTERNATIONAL INC 2% 02/21/2020$1,556,9840.1%
TEVA PHARMACEUTICAL FINANCE IV LLC 2.25% 03/18/2020$1,537,7210.1%
VIASAT INC 5.625% 09/15/2025$1,532,7000.1%
MOLSON COORS BREWING CO 1.9% 03/15/2019$1,532,4980.1%
COMMONWEALTH BANK OF AUSTRALIA 5% 03/19/2020$1,513,1180.1%
NIELSEN FINANCE LLC / NIELSEN FINANCE CO 4.5% 10/01/2020$1,509,3750.1%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.986% 02/25/2030$1,497,9920.1%
CELGENE CORP 2.875% 08/15/2020$1,496,9930.1%
KINDER MORGAN INC/DE 2.589% 01/15/2023$1,496,0900.1%
GOLDMAN SACHS GROUP INC/THE 2.6% 04/23/2020$1,489,0550.1%
BP CAPITAL MARKETS PLC 2.315% 02/13/2020$1,487,6680.1%
AUTOZONE INC 1.625% 04/21/2019$1,473,9880.1%
ABU DHABI GOVERNMENT INTERNATIONAL BOND 2.5% 10/11/2022$1,465,8700.1%
FONDO MIVIVIENDA SA 3.5% 01/31/2023$1,455,9500.1%
21ST CENTURY FOX AMERICA INC 6.9% 03/01/2019$1,453,9900.1%
ENERGY TRANSFER EQUITY LP 4.25% 03/15/2023$1,435,8220.1%
NBCUNIVERSAL ENTERPRISE INC 1.974% 04/15/2019$1,420,7570.1%
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP 4.125% 11/15/2019$1,414,0000.1%
MGM RESORTS INTERNATIONAL 5.25% 03/31/2020$1,395,5630.1%
PULTEGROUP INC 4.25% 03/01/2021$1,389,2400.1%
GENERAL MOTORS FINANCIAL CO INC 2.65% 04/13/2020$1,387,7410.1%
VULCAN MATERIALS CO 1.846% 06/15/2020$1,386,0150.1%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.5% 05/26/2022$1,376,2170.1%
FORD MOTOR CREDIT CO LLC 2.738% 03/28/2022$1,372,3100.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.25% 02/01/2022$1,363,4500.1%
ALIBABA GROUP HOLDING LTD 2.8% 06/06/2023$1,347,5900.1%
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.125% 12/10/2020$1,346,7270.1%
PERUSAHAAN PENERBIT SBSN INDONESIA III 3.4% 03/29/2022$1,331,6250.1%
NOKIA OYJ 3.375% 06/12/2022$1,325,8640.1%
INTERCORP FINANCIAL SERVICES INC 4.125% 10/19/2027$1,322,4560.1%
DAIWA SECURITIES GROUP INC 3.129% 04/19/2022$1,310,5960.1%
SLM CORP 5.125% 04/05/2022$1,294,6500.1%
ARES CAPITAL CORP 3.875% 01/15/2020$1,287,9050.1%
BPCE SA 2.392% 05/22/2022$1,272,0610.1%
ORANGE SA 2.75% 02/06/2019$1,251,7420.1%
ALLY AUTO RECEIVABLES TRUST 2016-1 1.73% 11/16/2020$1,240,1070.1%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.85688% 12/25/2042$1,232,4320.1%
DAIMLER FINANCE NORTH AMERICA LLC 1.5% 07/05/2019$1,230,5210.1%
CARDINAL HEALTH INC 1.948% 06/14/2019$1,218,5700.1%
METROPOLITAN LIFE GLOBAL FUNDING I 2.4% 01/08/2021$1,217,6810.1%
SENEGAL GOVERNMENT INTERNATIONAL BOND 8.75% 05/13/2021$1,216,4350.1%
NISSAN MOTOR ACCEPTANCE CORP 2.15% 09/28/2020$1,173,1940.1%
FORD MOTOR CREDIT CO LLC 2.375% 03/12/2019$1,151,0030.1%
ABBOTT LABORATORIES 2.35% 11/22/2019$1,144,3910.1%
SANTANDER HOLDINGS USA INC 2.7% 05/24/2019$1,133,5420.1%
SUMITOMO MITSUI TRUST BANK LTD 1.95% 09/19/2019$1,105,9320.1%
SMITHFIELD FOODS INC 2.65% 10/03/2021$1,102,7990.1%
SMBC AVIATION CAPITAL FINANCE DAC 3% 07/15/2022$1,100,3780.1%
GILEAD SCIENCES INC 1.85% 09/20/2019$1,092,8300.1%
MIZUHO BANK LTD 2.4% 03/26/2020$1,079,2400.1%
BP CAPITAL MARKETS PLC 1.768% 09/19/2019$1,061,1640.0%
DELTA AIR LINES INC 2.875% 03/13/2020$1,037,9150.0%
ASTORIA FINANCIAL CORP 3.5% 06/08/2020$1,026,7030.0%
MCLAREN FINANCE PLC 5.75% 08/01/2022$1,020,3100.0%
QUALCOMM INC 1.85% 05/20/2019$1,001,0530.0%
TESLA AUTO LEASE TRUST 2018-A 2.97% 03/10/2027$998,9500.0%
KINDER MORGAN ENERGY PARTNERS LP 2.65% 02/01/2019$998,4520.0%
CHENIERE ENERGY PARTNERS LP 5.25% 10/01/2025$987,1880.0%
CATERPILLAR FINANCIAL SERVICES CORP 2.1% 01/10/2020$976,5490.0%
OASIS PETROLEUM INC 6.875% 01/15/2023$967,4440.0%
EQT CORP 2.5% 10/01/2020$901,7140.0%
GLENCORE FUNDING LLC 3% 10/27/2022$878,6880.0%
ENSTAR GROUP LTD 4.5% 03/10/2022$878,0230.0%
ROYAL CARIBBEAN CRUISES LTD 2.65% 11/28/2020$873,5150.0%
MARTIN MARIETTA MATERIALS INC 1.822% 05/22/2020$849,3530.0%
ANTHEM INC 2.25% 08/15/2019$848,9510.0%
ASTON MARTIN CAPITAL HOLDINGS LTD 6.5% 04/15/2022$848,4750.0%
AMERICAN EXPRESS CREDIT CORP 1.875% 05/03/2019$827,9270.0%
PACKAGING CORP OF AMERICA 2.45% 12/15/2020$823,6540.0%
FORD MOTOR CREDIT CO LLC 2.262% 03/28/2019$808,9860.0%
NATIONAL AUSTRALIA BANK LTD 2.25% 07/01/2019$795,9020.0%
SEMPRA ENERGY 2.4% 02/01/2020$773,5710.0%
EI DU PONT DE NEMOURS & CO 2.2% 05/01/2020$766,2650.0%
CITIZENS BANK NA/PROVIDENCE RI 2.2% 05/26/2020$763,2900.0%
SMITHFIELD FOODS INC 2.7% 01/31/2020$747,3400.0%
SEMPRA ENERGY 2.20911% 01/15/2021$740,8820.0%
FIFTH THIRD BANK/CINCINNATI OH 2.2% 10/30/2020$710,6290.0%
ANZ NEW ZEALAND INTL LTD/LONDON 2.2% 07/17/2020$707,3420.0%
DOMINION ENERGY INC 2.579% 07/01/2020$701,8360.0%
WM WRIGLEY JR CO 2.4% 10/21/2018$699,7200.0%
MANUFACTURERS & TRADERS TRUST CO 2.05% 08/17/2020$681,2240.0%
ONEOK INC 4.25% 02/01/2022$678,3480.0%
CBOE HOLDINGS INC 1.95% 06/28/2019$678,1690.0%
TTX CO 2.25% 02/01/2019$673,4310.0%
QEP RESOURCES INC 6.875% 03/01/2021$636,6500.0%
ROGERS COMMUNICATIONS INC 6.8% 08/15/2018$631,8080.0%
RYDER SYSTEM INC 2.45% 11/15/2018$610,5660.0%
ING BANK NV 2.05% 08/17/2018$594,1050.0%
ANADARKO PETROLEUM CORP 8.7% 03/15/2019$582,2830.0%
NOBLE HOLDING INTERNATIONAL LTD 7.75% 01/15/2024$579,7310.0%
RYDER SYSTEM INC 2.35% 02/26/2019$547,2040.0%
SUNOCO LP / SUNOCO FINANCE CORP 4.875% 01/15/2023$538,5960.0%
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$530,8300.0%
ISTAR INC 4.625% 09/15/2020$523,9000.0%
CATERPILLAR FINANCIAL SERVICES CORP 7.15% 02/15/2019$521,6650.0%
MOODYS CORP 2.75% 12/15/2021$498,0580.0%
LENNAR CORP 2.95% 11/29/2020$488,7500.0%
DAIMLER FINANCE NORTH AMERICA LLC 2.2% 05/05/2020$487,0130.0%
MALLINCKRODT INTERNATIONAL FINANCE SA 3.5% 04/15/2018$463,8380.0%
DXC TECHNOLOGY CO 2.875% 03/27/2020$434,1150.0%
B&G FOODS INC 4.625% 06/01/2021$322,0000.0%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.75% 02/01/2024$307,1250.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
BLACKROCK TEMP FUND$37,305,1041.6%
FIDELITY INSTITUTIONAL MONEY MARKET$24,227,8411.0%
UNITED STATES ZERO 03/18$23,987,9251.0%
LAM RESEARCH ZERO 03/18$7,999,6220.3%
AMERICAN WATER ZERO 03/18$7,999,6190.3%
MOHAWK ZERO 03/18$7,999,2410.3%
 
Other
Underlying Fund HoldingsMarket Value%
S&P 500 FUTURE EQUITY INDEX MAR18 (SPH8) INDEX$12,371,88636.6%
BRITISH POUND$220.0%
US 5YR NOTE (CBT) BOND JUN18 (FVM8) COMDTY$-3,679-0.5%
US 2YR NOTE (CBT) BOND JUN18 (TUM8) COMDTY$-4,6362.2%
USD$-14,322,331-0.6%
USD$-34,830,763-1.5%
All Holdings As of Jan 31, 2018
Equity
Underlying Fund HoldingsMarket Value%
AMAZON.COM INC$57,964,5062.4%
JPMORGAN CHASE & CO$40,410,2401.7%
CHEVRON CORP$30,407,0271.3%
CITIGROUP INC$30,227,5141.3%
FACEBOOK INC$29,692,7091.3%
CISCO SYSTEMS INC$29,014,4021.2%
WELLS FARGO & CO$28,622,9831.2%
MICROSOFT CORP$26,850,3961.1%
INTEL CORP$26,553,5911.1%
ALPHABET INC$26,035,8451.1%
BANK OF AMERICA CORP$24,314,1121.0%
ALIBABA GROUP HOLDING LTD$23,619,3971.0%
QUALCOMM INC$22,017,4500.9%
PRICELINE GROUP INC/THE$21,531,5950.9%
BOEING CO/THE$19,167,5190.8%
VISA INC$18,860,5990.8%
NETAPP INC$18,398,6480.8%
TD AMERITRADE HOLDING CORP$18,301,4070.8%
DOWDUPONT INC$18,125,1420.8%
HILTON WORLDWIDE HOLDINGS INC$17,835,0710.8%
VERTEX PHARMACEUTICALS INC$17,426,9020.7%
UNION PACIFIC CORP$16,414,7600.7%
UNITEDHEALTH GROUP INC$16,084,9390.7%
HALLIBURTON CO$15,886,8230.7%
BRITISH AMERICAN TOBACCO PLC$15,772,7090.7%
MASTERCARD INC$15,631,6550.7%
PNC FINANCIAL SERVICES GROUP INC/THE$15,470,6320.7%
NORWEGIAN CRUISE LINE HOLDINGS LTD$15,275,9280.6%
LIBERTY INTERACTIVE CORP QVC GROUP$14,867,4190.6%
VIACOM INC$14,693,1030.6%
TENCENT HOLDINGS LTD$14,653,6870.6%
COGNIZANT TECHNOLOGY SOLUTIONS CORP$14,649,4790.6%
CATERPILLAR INC$14,091,8650.6%
PRINCIPAL FINANCIAL GROUP INC$13,682,9160.6%
EOG RESOURCES INC$13,651,6500.6%
UNITED TECHNOLOGIES CORP$13,624,7610.6%
XL GROUP LTD$13,200,3980.6%
SYNCHRONY FINANCIAL$13,171,5780.6%
FORTUNE BRANDS HOME & SECURITY INC$13,158,9340.6%
MORGAN STANLEY$13,151,3810.6%
UNILEVER NV$12,949,3350.5%
MEDTRONIC PLC$12,923,5250.5%
EDISON INTERNATIONAL$12,916,1970.5%
KINDER MORGAN INC/DE$12,853,9020.5%
MONDELEZ INTERNATIONAL INC$12,826,7600.5%
INTERNATIONAL PAPER CO$12,809,6740.5%
BRISTOL-MYERS SQUIBB CO$12,756,8780.5%
M&T BANK CORP$12,419,0150.5%
PIONEER NATURAL RESOURCES CO$12,344,4130.5%
ALLERGAN PLC$12,236,0490.5%
PARK HOTELS & RESORTS INC$12,058,1590.5%
ING GROEP NV$12,047,0230.5%
ASTRAZENECA PLC$12,034,8360.5%
INGERSOLL-RAND PLC$12,030,5010.5%
MERCK & CO INC$11,853,5550.5%
EATON CORP PLC$11,610,9520.5%
L BRANDS INC$11,405,7940.5%
LYONDELLBASELL INDUSTRIES NV$11,291,3250.5%
ALPHABET INC$11,201,5350.5%
ROCHE HOLDING AG$11,092,1100.5%
SEMPRA ENERGY$11,037,6150.5%
SALESFORCE.COM INC$10,787,2770.5%
INVESCO LTD$10,742,8580.5%
BRIXMOR PROPERTY GROUP INC$10,579,4930.4%
APPLE INC$10,070,7470.4%
PHILIP MORRIS INTERNATIONAL INC$10,024,3970.4%
MOLSON COORS BREWING CO$9,788,3300.4%
BECTON DICKINSON AND CO$9,763,5160.4%
CHUBB LTD$9,623,2120.4%
PULTEGROUP INC$9,579,8430.4%
NASDAQ OMX GROUP INC/THE$9,579,7440.4%
MARSH & MCLENNAN COS INC$9,521,4470.4%
SCHNEIDER NATIONAL INC$9,365,7640.4%
AMERICAN AIRLINES GROUP INC$9,170,4110.4%
SERVICENOW INC$8,907,4880.4%
STRYKER CORP$8,823,7540.4%
NOKIA OYJ$8,787,1970.4%
NUTRIEN LTD$8,741,4600.4%
AMGEN INC$8,555,8810.4%
PAYPAL HOLDINGS INC$8,441,2200.4%
INTUITIVE SURGICAL INC$8,300,1510.4%
XCEL ENERGY INC$7,593,9940.3%
NETFLIX INC$7,271,0700.3%
CIGNA CORP$7,000,5600.3%
DANAHER CORP$6,785,7600.3%
MARRIOTT INTERNATIONAL INC/MD$6,743,8990.3%
THERMO FISHER SCIENTIFIC INC$6,497,3970.3%
NIELSEN HOLDINGS PLC$6,326,0310.3%
INTERCONTINENTAL EXCHANGE INC$5,819,6260.2%
HOME DEPOT INC/THE$5,790,7420.2%
INTUIT INC$5,701,7160.2%
ALEXION PHARMACEUTICALS INC$5,600,1650.2%
STATE STREET CORP$5,086,2180.2%
YUM! BRANDS INC$4,987,0030.2%
ANTHEM INC$4,907,4300.2%
FISERV INC$4,864,6140.2%
AETNA INC$4,755,8770.2%
BROADCOM LTD$4,613,3580.2%
BIOGEN INC$4,528,8340.2%
ROSS STORES INC$4,506,7330.2%
GLOBAL PAYMENTS INC$4,437,6660.2%
HONEYWELL INTERNATIONAL INC$4,382,1430.2%
RED HAT INC$4,364,1810.2%
WILLIS TOWERS WATSON PLC$4,125,0420.2%
HUMANA INC$3,889,2540.2%
DOLLAR GENERAL CORP$3,832,7640.2%
AMERICAN TOWER CORP$3,766,7930.2%
TESLA MOTORS INC$3,746,8280.2%
FORTIVE CORP$3,595,7460.2%
ROYAL CARIBBEAN CRUISES LTD$3,545,0850.2%
ROPER TECHNOLOGIES INC$3,451,2570.2%
ELECTRONIC ARTS INC$3,339,0480.1%
WORKDAY INC$3,293,3780.1%
SHERWIN-WILLIAMS CO/THE$3,003,1920.1%
FIDELITY NATIONAL INFORMATION SERVICES INC$2,804,6640.1%
MCDONALDS CORP$2,789,5820.1%
TEXAS INSTRUMENTS INC$2,555,3110.1%
CHARLES SCHWAB CORP/THE$2,250,9480.1%
FLEETCOR TECHNOLOGIES INC$2,188,7500.1%
S&P GLOBAL INC$2,010,2100.1%
DELTA AIR LINES INC$1,884,7640.1%
STANLEY BLACK & DECKER INC$1,828,5300.1%
ALASKA AIR GROUP INC$1,741,8450.1%
FERRARI NV$1,696,9000.1%
MICROCHIP TECHNOLOGY INC$1,694,9160.1%
NORTHROP GRUMMAN CORP$1,634,5440.1%
SOUTHWESTERN ENERGY CO$1,534,7530.1%
WORLDPAY INC$1,333,1460.1%
HARRIS CORP$1,290,9780.1%
ACTIVISION BLIZZARD INC$1,215,7320.1%
CANADIAN PACIFIC RAILWAY LTD$1,184,2560.1%
APTIV PLC$1,176,5120.1%
CTRIP.COM INTERNATIONAL LTD$1,155,4660.1%
VMWARE INC$1,039,8360.0%
CINTAS CORP$1,027,5450.0%
PROGRESSIVE CORP/THE$935,9300.0%
AMERIPRISE FINANCIAL INC$894,1100.0%
CONSTELLATION BRANDS INC$877,8800.0%
SYMANTEC CORP$811,4540.0%
EQUINIX INC$787,9340.0%
MAXIM INTEGRATED PRODUCTS INC$720,9590.0%
UNITED CONTINENTAL HOLDINGS INC$705,3280.0%
NEXTERA ENERGY INC$697,0480.0%
COSTAR GROUP INC$692,2200.0%
ASML HOLDING NV$588,5840.0%
CSX CORP$562,0230.0%
CELGENE CORP$538,7780.0%
LOWES COS INC$492,2310.0%
BANK OF NEW YORK MELLON CORP/THE$459,2700.0%
MONSTER BEVERAGE CORP$450,3180.0%
ZOETIS INC$414,3420.0%
SBA COMMUNICATIONS CORP$383,9000.0%
INCYTE CORP$325,0440.0%
LAM RESEARCH CORP$306,4320.0%
AGILENT TECHNOLOGIES INC$301,0630.0%
WYNN RESORTS LTD$248,3850.0%
FEDEX CORP$209,9840.0%
ILLUMINA INC$195,6500.0%
REGENERON PHARMACEUTICALS INC$146,6600.0%
COSTCO WHOLESALE CORP$136,4090.0%
TAPESTRY INC$131,7120.0%
TJX COS INC/THE$120,4800.0%
ABBOTT LABORATORIES$118,1040.0%
AMERICAN INTERNATIONAL GROUP INC$115,0560.0%
CORNING INC$103,0260.0%
BALL CORP$94,2450.0%
IHS MARKIT LTD$78,6590.0%
TEXTRON INC$70,4040.0%
OREILLY AUTOMOTIVE INC$64,5840.0%
RAYTHEON CO$62,6820.0%
ULTA SALON COSMETICS & FRAGRANCE INC$44,4200.0%
MGM RESORTS INTERNATIONAL$36,4500.0%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$76,244,8883.2%
UNITED STATES TREASURY NOTE/BOND 2% 01/31/2020$75,059,7733.2%
UNITED STATES TREASURY NOTE/BOND 1.25% 08/31/2019$51,526,2522.2%
UNITED STATES TREASURY NOTE/BOND 1.375% 09/15/2020$11,959,8410.5%
INVITATION HOMES 2017-SFR2 TRUST 2.1% 12/17/2036$8,534,4840.4%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.89333% 05/25/2030$6,942,6530.3%
ALLY AUTO RECEIVABLES TRUST 2017-4 1.75% 12/15/2021$6,758,1950.3%
DOMINOS PIZZA MASTER ISSUER LLC 2.486% 07/25/2047$6,460,0970.3%
JP MORGAN MORTGAGE TRUST 2017-5 3% 12/15/2047$6,440,0130.3%
INVITATION HOMES 2018-SFR1 TRUST 2.268% 03/17/2037$6,047,2200.3%
NISSAN MASTER OWNER TRUST RECEIVABLES 1.54% 06/15/2021$5,937,0050.3%
WESTPAC BANKING CORP 2.25% 01/17/2019$5,252,7280.2%
SOFI CONSUMER LOAN PROGRAM 2018-1 TRUST 2.55% 02/25/2027$5,222,2450.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$5,190,8350.2%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.974% 10/25/2029$5,106,7660.2%
HEWLETT PACKARD ENTERPRISE CO 3.6% 10/15/2020$5,085,5480.2%
BMW VEHICLE LEASE TRUST 1.98% 05/20/2020$4,915,5050.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$4,892,7470.2%
GOLDMAN SACHS GROUP INC/THE 2.55621% 02/23/2023$4,771,0110.2%
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD 2.375% 01/15/2020$4,702,9980.2%
AMERICAN EXPRESS CREDIT CORP 2.125% 03/18/2019$4,690,3560.2%
CHESAPEAKE FUNDING II LLC 1.91% 08/15/2029$4,687,8310.2%
ABN AMRO BANK NV 2.1% 01/18/2019$4,647,9240.2%
STARWOOD WAYPOINT HOMES 2017-1 TRUST 2.2% 01/17/2035$4,590,7460.2%
BPCE SA 2.082% 05/31/2022$4,566,6640.2%
SUNTRUST BANK/ATLANTA GA 2.59% 01/29/2021$4,449,1630.2%
HUNTINGTON NATIONAL BANK/THE 2.375% 03/10/2020$4,263,4460.2%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.127% 09/25/2029$4,180,3480.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.186% 10/25/2029$4,152,4670.2%
COMMONBOND STUDENT LOAN TRUST 2017-A-GS 1.926% 05/25/2041$4,129,8820.2%
SABINE PASS LIQUEFACTION LLC 5.625% 02/01/2021$4,125,5460.2%
MACQUARIE GROUP LTD 2.48763% 11/28/2023$4,078,0130.2%
CHESAPEAKE FUNDING II LLC 2.12% 11/15/2029$4,055,5640.2%
DEUTSCHE BANK AG/NEW YORK NY 3.15% 01/22/2021$4,051,3350.2%
MORGAN STANLEY 2.329845% 02/10/2021$4,013,3100.2%
ACTAVIS FUNDING SCS 3% 03/12/2020$4,010,6570.2%
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 2.25% 12/19/2019$4,004,6920.2%
VERIZON COMMUNICATIONS INC 1.722% 05/22/2020$3,963,6080.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 0% 03/25/2030$3,775,0750.2%
NATIONAL AUSTRALIA BANK LTD/NEW YORK 2.25% 01/10/2020$3,765,2670.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.606% 04/25/2028$3,748,5350.2%
COLONY AMERICAN HOMES 2015-1 1.75% 07/17/2032$3,702,2660.2%
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 2.25% 10/30/2020$3,701,1240.2%
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 4.625% 01/11/2023$3,676,3780.2%
ROYAL BANK OF SCOTLAND GROUP PLC 2.652% 05/15/2023$3,673,7750.2%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.5% 02/28/2020$3,668,8390.2%
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 4.42% 06/15/2021$3,632,2640.2%
DNB BANK ASA 2.125% 10/02/2020$3,623,8610.2%
DAIMLER FINANCE NORTH AMERICA LLC 2.3% 02/12/2021$3,455,1930.2%
BNZ INTERNATIONAL FUNDING LTD/LONDON 2.35% 03/04/2019$3,448,1500.1%
MORGAN STANLEY 2.21% 01/20/2022$3,384,4110.1%
BECTON DICKINSON AND CO 2.346% 06/06/2022$3,346,3490.1%
SEQUOIA MORTGAGE TRUST 2017-CH1 3.5% 10/25/2047$3,334,8200.1%
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$3,301,8050.1%
BAT CAPITAL CORP 2.297% 08/14/2020$3,282,4570.1%
DXC TECHNOLOGY CO 2.264% 03/01/2021$3,281,2260.1%
ATHENE GLOBAL FUNDING 2.529% 07/01/2022$3,274,0670.1%
NATIONAL AUSTRALIA BANK LTD/NEW YORK 2% 01/14/2019$3,243,1710.1%
INTERNATIONAL LEASE FINANCE CORP 6.25% 05/15/2019$3,239,2480.1%
UBS GROUP FUNDING SWITZERLAND AG 2.376% 05/23/2023$3,227,2210.1%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.042% 01/25/2029$3,170,7960.1%
ALIMENTATION COUCHE-TARD INC 2.35% 12/13/2019$3,169,8000.1%
GENERAL MOTORS FINANCIAL CO INC 3.2% 07/13/2020$3,165,6810.1%
CAPITAL ONE FINANCIAL CORP 2.056% 03/09/2022$3,160,6690.1%
JPMORGAN CHASE & CO 6.3% 04/23/2019$3,142,7590.1%
GOSFORTH FUNDING 2017-1 PLC 1.787% 12/19/2059$3,138,6900.1%
CELGENE CORP 2.25% 08/15/2021$3,125,3940.1%
SANTANDER HOLDINGS USA INC 3.7% 03/28/2022$3,124,0110.1%
BANK OF AMERICA CORP 2.153% 04/24/2023$3,121,5690.1%
ANZ NEW ZEALAND INTL LTD/LONDON 2.6% 09/23/2019$3,103,4490.1%
CAPITAL ONE NA/MCLEAN VA 2.35% 01/31/2020$3,090,7600.1%
UNIFIN FINANCIERA SAB DE CV SOFOM ENR 7% 01/15/2025$3,078,7500.1%
SOFI CONSUMER LOAN PROGRAM 2017-5 LLC 2.14% 09/25/2026$3,003,1280.1%
DAIMLER FINANCE NORTH AMERICA LLC 2.3% 01/06/2020$3,002,4960.1%
MYLAN NV 2.5% 06/07/2019$2,989,4260.1%
CITIGROUP INC 2.7% 03/30/2021$2,982,5090.1%
CENOVUS ENERGY INC 5.7% 10/15/2019$2,970,1430.1%
FORD CREDIT AUTO OWNER TRUST 2016-C 1.22% 03/15/2021$2,969,2100.1%
ABN AMRO BANK NV 1.8% 09/20/2019$2,967,1170.1%
CAPITAL ONE NA/MCLEAN VA 1.85% 09/13/2019$2,963,5270.1%
BANK OF AMERICA CORP 2.65% 04/01/2019$2,960,0530.1%
BANCO SANTANDER SA 3.125% 02/23/2023$2,955,0140.1%
TCF AUTO RECEIVABLES OWNER TRUST 2016-PT1 3.21% 01/17/2023$2,952,9100.1%
TCF AUTO RECEIVABLES OWNER TRUST 2016-PT1 2.92% 10/17/2022$2,952,5830.1%
FIRST INVESTORS AUTO OWNER TRUST 2017-2 1.86% 10/15/2021$2,952,3610.1%
MVW OWNER TRUST 2017-1 2.42% 12/20/2034$2,935,1580.1%
SINOPEC GROUP OVERSEAS DEVELOPMENT 2017 LTD 2.375% 04/12/2020$2,921,9690.1%
CITIGROUP INC 2.45% 01/10/2020$2,912,3430.1%
PRINCIPAL LIFE GLOBAL FUNDING II 2.15% 01/10/2020$2,897,9700.1%
FORD MOTOR CREDIT CO LLC 2.459% 03/27/2020$2,877,9290.1%
ARES CAPITAL CORP 4.875% 11/30/2018$2,850,3300.1%
MORGAN STANLEY 2.243% 07/22/2022$2,842,3980.1%
MACQUARIE BANK LTD 2.35% 01/15/2019$2,799,3110.1%
GENERAL MOTORS FINANCIAL CO INC 2.573% 01/14/2022$2,782,0410.1%
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$2,775,2080.1%
NABORS INDUSTRIES INC 4.625% 09/15/2021$2,721,5250.1%
CITIBANK NA 2% 03/20/2019$2,706,2700.1%
GENERAL MOTORS FINANCIAL CO INC 3.5% 07/10/2019$2,704,5690.1%
JPMORGAN CHASE & CO 1% 06/01/2021$2,686,5960.1%
SUMITOMO MITSUI BANKING CORP 1.966% 01/11/2019$2,677,6430.1%
TOYOTA MOTOR CREDIT CORP 2.1% 01/17/2019$2,660,5710.1%
TIME WARNER CABLE INC 6.75% 07/01/2018$2,647,5160.1%
BECTON DICKINSON AND CO 2.133% 06/06/2019$2,645,2110.1%
METROPOLITAN LIFE GLOBAL FUNDING I 1.75% 12/19/2018$2,593,3970.1%
DOW CHEMICAL CO/THE 8.55% 05/15/2019$2,583,8630.1%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA 2.2% 07/20/2020$2,582,6250.1%
VERIZON COMMUNICATIONS INC 2.137% 03/16/2022$2,578,6680.1%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.895% 11/25/2029$2,574,0150.1%
MIZUHO FINANCIAL GROUP INC 1.994% 02/28/2022$2,536,1510.1%
DELTA AIR LINES INC 2.6% 12/04/2020$2,495,5680.1%
REPUBLIC SERVICES INC 3.8% 05/15/2018$2,487,9780.1%
MORGAN STANLEY 5.5% 01/26/2020$2,486,4610.1%
EXPRESS SCRIPTS HOLDING CO 2.6% 11/30/2020$2,482,4300.1%
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 2.75% 03/26/2020$2,476,0800.1%
VALERO ENERGY CORP 9.375% 03/15/2019$2,475,0130.1%
CITIBANK NA 1.85% 09/18/2019$2,470,5990.1%
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 1.9% 09/23/2019$2,468,5520.1%
CITIGROUP INC 2.4% 02/18/2020$2,459,5410.1%
LANARK MASTER ISSUER PLC 2.23578% 12/22/2069$2,456,1230.1%
CITIZENS BANK NA/PROVIDENCE RI 2.25% 03/02/2020$2,363,9140.1%
QEP RESOURCES INC 5.375% 10/01/2022$2,331,5630.1%
WELLS FARGO & CO 1.964% 02/11/2022$2,331,5450.1%
SEQUOIA MORTGAGE TRUST 2017-CH2 4% 12/25/2047$2,317,3080.1%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.986% 02/25/2030$2,300,0650.1%
GOLDMAN SACHS GROUP INC/THE 2.3% 12/13/2019$2,297,2410.1%
AMERICAN EXPRESS CREDIT CORP 2.2% 03/03/2020$2,278,5730.1%
SUNTORY HOLDINGS LTD 2.55% 09/29/2019$2,275,0230.1%
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 5.625% 01/26/2022$2,259,4000.1%
CK HUTCHISON INTERNATIONAL 17 II LTD 2.25% 09/29/2020$2,235,7160.1%
MAJAPAHIT HOLDING BV 7.75% 01/20/2020$2,202,0020.1%
GEORGIA GOVERNMENT INTERNATIONAL BOND 6.875% 04/12/2021$2,196,0000.1%
JP MORGAN MORTGAGE TRUST 2017-1 3.5% 01/25/2047$2,193,6920.1%
BPCE SA 2.25% 01/27/2020$2,191,8160.1%
VMWARE INC 2.3% 08/21/2020$2,175,3720.1%
AIR LIQUIDE FINANCE SA 1.375% 09/27/2019$2,163,9310.1%
BANK OF AMERICA CORP 2.12447% 01/23/2022$2,152,2440.1%
KEYBANK NA/CLEVELAND OH 2.35% 03/08/2019$2,138,5070.1%
PHILIP MORRIS INTERNATIONAL INC 1.875% 01/15/2019$2,134,2200.1%
ASCIANO FINANCE LTD 5% 04/07/2018$2,129,8090.1%
WHITING PETROLEUM CORP 5.75% 03/15/2021$2,126,8750.1%
SANTANDER HOLDINGS USA INC 2.7% 05/24/2019$2,099,5710.1%
ROYAL BANK OF CANADA 2.15% 03/15/2019$2,094,6430.1%
DTE ENERGY CO 1.5% 10/01/2019$2,092,9630.1%
UNITED STATES TREASURY NOTE/BOND 1.875% 12/15/2020$2,076,2930.1%
CREDIT AGRICOLE SA/LONDON 3.375% 01/10/2022$2,056,2900.1%
ICICI BANK LTD/HONG KONG 5.75% 11/16/2020$2,046,0470.1%
SYNCHRONY FINANCIAL 2.6% 01/15/2019$2,004,7690.1%
FIFTH THIRD BANK/CINCINNATI OH 2.375% 04/25/2019$1,997,7810.1%
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 01/15/2020$1,973,5500.1%
BANK OF AMERICA CORP 2.369% 07/21/2021$1,956,5590.1%
BARCLAYS BANK PLC 2.16457% 01/11/2021$1,944,9560.1%
IBM CREDIT LLC 1.625% 09/06/2019$1,940,4350.1%
GOLDMAN SACHS GROUP INC/THE 3% 04/26/2022$1,937,6850.1%
SUMITOMO MITSUI BANKING CORP 2.092% 10/18/2019$1,925,2270.1%
BARCLAYS PLC 3.25% 01/12/2021$1,918,0450.1%
STARWOOD PROPERTY TRUST INC 3.625% 02/01/2021$1,907,1250.1%
SUMITOMO MITSUI TRUST BANK LTD 2.05% 03/06/2019$1,891,9930.1%
HEWLETT PACKARD ENTERPRISE CO 2.1% 10/04/2019$1,889,3870.1%
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC 3.36% 03/20/2023$1,886,7190.1%
CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.875% 03/31/2025$1,883,5090.1%
21ST CENTURY FOX AMERICA INC 7.25% 05/18/2018$1,878,8220.1%
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 2.225% 01/17/2020$1,870,4270.1%
SOFI CONSUMER LOAN PROGRAM 2017-6 LLC 2.2% 11/25/2026$1,861,8910.1%
SUNCORP-METWAY LTD 2.375% 11/09/2020$1,859,4840.1%
SUNCORP-METWAY LTD 2.1% 05/03/2019$1,855,2930.1%
KINDER MORGAN INC/DE 3.05% 12/01/2019$1,825,3220.1%
FORD MOTOR CREDIT CO LLC 2.681% 01/09/2020$1,810,8360.1%
UBS AG/LONDON 2.45% 12/01/2020$1,796,3020.1%
JC PENNEY CORP INC 5.65% 06/01/2020$1,779,7500.1%
UBS AG/LONDON 2.2% 06/08/2020$1,777,0810.1%
TRANSCANADA PIPELINES LTD 2.125% 11/15/2019$1,770,4000.1%
RIO ENERGY SA / UGEN SA / UENSA SA 6.875% 02/01/2025$1,765,0680.1%
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2017-2 1.98% 12/20/2021$1,728,1760.1%
ATHENE GLOBAL FUNDING 2.75% 04/20/2020$1,726,9330.1%
BANK OF AMERICA CORP 2.328% 10/01/2021$1,711,0950.1%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.184% 12/25/2027$1,701,5160.1%
VIETNAM GOVERNMENT INTERNATIONAL BOND 6.75% 01/29/2020$1,698,8750.1%
ING GROEP NV 2.302% 03/29/2022$1,685,3220.1%
HESS CORP 8.125% 02/15/2019$1,669,9380.1%
ENTERPRISE FLEET FINANCING LLC 1.97% 01/20/2023$1,663,3420.1%
CONSTELLATION BRANDS INC 2% 11/07/2019$1,659,3380.1%
BANCO SANTANDER CHILE 2.5% 12/15/2020$1,658,1010.1%
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$1,656,5590.1%
LENNAR CORP 4.125% 01/15/2022$1,644,9480.1%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2017-1 2.7% 10/17/2022$1,612,1420.1%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.75% 05/15/2019$1,601,6210.1%
DOMINION RESOURCES INC/VA 1.5% 09/30/2018$1,594,7020.1%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.986% 02/25/2030$1,567,4730.1%
PHILIP MORRIS INTERNATIONAL INC 2% 02/21/2020$1,564,4520.1%
VIASAT INC 5.625% 09/15/2025$1,556,1000.1%
TEVA PHARMACEUTICAL FINANCE IV LLC 2.25% 03/18/2020$1,548,2990.1%
MOLSON COORS BREWING CO 1.9% 03/15/2019$1,536,0800.1%
COMMONWEALTH BANK OF AUSTRALIA 5% 03/19/2020$1,520,9360.1%
NIELSEN FINANCE LLC / NIELSEN FINANCE CO 4.5% 10/01/2020$1,515,0000.1%
CELGENE CORP 2.875% 08/15/2020$1,507,1410.1%
GOLDMAN SACHS GROUP INC/THE 2.6% 04/23/2020$1,496,8650.1%
BP CAPITAL MARKETS PLC 2.315% 02/13/2020$1,496,5780.1%
KINDER MORGAN INC/DE 2.589% 01/15/2023$1,488,3560.1%
FONDO MIVIVIENDA SA 3.5% 01/31/2023$1,487,5480.1%
ABU DHABI GOVERNMENT INTERNATIONAL BOND 2.5% 10/11/2022$1,480,3430.1%
AUTOZONE INC 1.625% 04/21/2019$1,475,1920.1%
ENERGY TRANSFER EQUITY LP 4.25% 03/15/2023$1,470,9500.1%
21ST CENTURY FOX AMERICA INC 6.9% 03/01/2019$1,461,0320.1%
NBCUNIVERSAL ENTERPRISE INC 1.974% 04/15/2019$1,424,2910.1%
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP 4.125% 11/15/2019$1,407,0000.1%
MGM RESORTS INTERNATIONAL 5.25% 03/31/2020$1,400,6250.1%
PULTEGROUP INC 4.25% 03/01/2021$1,397,7530.1%
GENERAL MOTORS FINANCIAL CO INC 2.65% 04/13/2020$1,395,1210.1%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.5% 05/26/2022$1,389,0780.1%
VULCAN MATERIALS CO 1.846% 06/15/2020$1,386,4230.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.25% 02/01/2022$1,380,2000.1%
FORD MOTOR CREDIT CO LLC 2.738% 03/28/2022$1,373,3680.1%
ALIBABA GROUP HOLDING LTD 2.8% 06/06/2023$1,359,2450.1%
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.125% 12/10/2020$1,358,0820.1%
PERUSAHAAN PENERBIT SBSN INDONESIA III 3.4% 03/29/2022$1,348,3750.1%
NOKIA OYJ 3.375% 06/12/2022$1,333,3440.1%
DAIWA SECURITIES GROUP INC 3.129% 04/19/2022$1,316,8650.1%
SLM CORP 5.125% 04/05/2022$1,304,1000.1%
ARES CAPITAL CORP 3.875% 01/15/2020$1,292,5520.1%
BPCE SA 2.392% 05/22/2022$1,274,7780.1%
ORANGE SA 2.75% 02/06/2019$1,254,6280.1%
ALLY AUTO RECEIVABLES TRUST 2016-1 1.73% 11/16/2020$1,242,1890.1%
DAIMLER FINANCE NORTH AMERICA LLC 1.5% 07/05/2019$1,234,2330.1%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.85688% 12/25/2042$1,234,1600.1%
PHILLIPS 66 1.906% 04/15/2020$1,226,2460.1%
METROPOLITAN LIFE GLOBAL FUNDING I 2.4% 01/08/2021$1,225,6670.1%
CARDINAL HEALTH INC 1.948% 06/14/2019$1,220,3260.1%
SENEGAL GOVERNMENT INTERNATIONAL BOND 8.75% 05/13/2021$1,219,3550.1%
NISSAN MOTOR ACCEPTANCE CORP 2.15% 09/28/2020$1,178,9630.1%
FORD MOTOR CREDIT CO LLC 2.375% 03/12/2019$1,153,7950.1%
ABBOTT LABORATORIES 2.35% 11/22/2019$1,147,2950.1%
INTERCORP FINANCIAL SERVICES INC 4.125% 10/19/2027$1,143,4500.1%
SUMITOMO MITSUI TRUST BANK LTD 1.95% 09/19/2019$1,106,9660.1%
SMITHFIELD FOODS INC 2.65% 10/03/2021$1,105,5310.1%
SMBC AVIATION CAPITAL FINANCE DAC 3% 07/15/2022$1,104,5900.1%
GILEAD SCIENCES INC 1.85% 09/20/2019$1,096,8740.1%
MIZUHO BANK LTD 2.4% 03/26/2020$1,083,4660.1%
BP CAPITAL MARKETS PLC 1.768% 09/19/2019$1,064,6970.0%
NOBLE HOLDING INTERNATIONAL LTD 7.75% 01/15/2024$1,049,0630.0%
DELTA AIR LINES INC 2.875% 03/13/2020$1,040,7860.0%
MCLAREN FINANCE PLC 5.75% 08/01/2022$1,030,2500.0%
ASTORIA FINANCIAL CORP 3.5% 06/08/2020$1,029,0450.0%
QUALCOMM INC 1.85% 05/20/2019$1,003,6870.0%
KINDER MORGAN ENERGY PARTNERS LP 2.65% 02/01/2019$1,002,8950.0%
CHENIERE ENERGY PARTNERS LP 5.25% 10/01/2025$995,7190.0%
DOMINION ENERGY INC 1.771% 06/01/2019$988,6510.0%
CATERPILLAR FINANCIAL SERVICES CORP 2.1% 01/10/2020$979,0590.0%
OASIS PETROLEUM INC 6.875% 01/15/2023$976,8940.0%
EQT CORP 2.5% 10/01/2020$906,4960.0%
GLENCORE FUNDING LLC 3% 10/27/2022$885,5740.0%
ENSTAR GROUP LTD 4.5% 03/10/2022$882,9250.0%
ROYAL CARIBBEAN CRUISES LTD 2.65% 11/28/2020$882,5710.0%
ASTON MARTIN CAPITAL HOLDINGS LTD 6.5% 04/15/2022$858,6000.0%
ANTHEM INC 2.25% 08/15/2019$852,2750.0%
MARTIN MARIETTA MATERIALS INC 1.822% 05/22/2020$848,5000.0%
PACKAGING CORP OF AMERICA 2.45% 12/15/2020$831,3260.0%
AMERICAN EXPRESS CREDIT CORP 1.875% 05/03/2019$830,1160.0%
FORD MOTOR CREDIT CO LLC 2.262% 03/28/2019$812,0830.0%
NATIONAL AUSTRALIA BANK LTD 2.25% 07/01/2019$798,1310.0%
SEMPRA ENERGY 2.4% 02/01/2020$777,7390.0%
EI DU PONT DE NEMOURS & CO 2.2% 05/01/2020$770,6380.0%
CITIZENS BANK NA/PROVIDENCE RI 2.2% 05/26/2020$765,8550.0%
SMITHFIELD FOODS INC 2.7% 01/31/2020$749,9430.0%
SEMPRA ENERGY 2.20911% 01/15/2021$741,4580.0%
FIFTH THIRD BANK/CINCINNATI OH 2.2% 10/30/2020$716,1570.0%
ANZ NEW ZEALAND INTL LTD/LONDON 2.2% 07/17/2020$711,5870.0%
DOMINION ENERGY INC 2.579% 07/01/2020$705,1160.0%
WM WRIGLEY JR CO 2.4% 10/21/2018$700,8890.0%
MANUFACTURERS & TRADERS TRUST CO 2.05% 08/17/2020$685,7870.0%
ONEOK INC 4.25% 02/01/2022$684,1560.0%
CBOE HOLDINGS INC 1.95% 06/28/2019$678,8220.0%
TTX CO 2.25% 02/01/2019$674,3180.0%
QEP RESOURCES INC 6.875% 03/01/2021$645,5750.0%
ROGERS COMMUNICATIONS INC 6.8% 08/15/2018$635,2960.0%
RYDER SYSTEM INC 2.45% 11/15/2018$610,8500.0%
ING BANK NV 2.05% 08/17/2018$594,8770.0%
ANADARKO PETROLEUM CORP 8.7% 03/15/2019$585,9050.0%
SUNOCO LP / SUNOCO FINANCE CORP 4.875% 01/15/2023$551,3510.0%
RYDER SYSTEM INC 2.35% 02/26/2019$549,1270.0%
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$532,7430.0%
ISTAR INC 4.625% 09/15/2020$527,8000.0%
CATERPILLAR FINANCIAL SERVICES CORP 7.15% 02/15/2019$525,5440.0%
NISSAN MOTOR ACCEPTANCE CORP 1.477% 09/13/2019$502,5160.0%
MOODYS CORP 2.75% 12/15/2021$501,9610.0%
DAIMLER FINANCE NORTH AMERICA LLC 2.2% 05/05/2020$489,7150.0%
MALLINCKRODT INTERNATIONAL FINANCE SA 3.5% 04/15/2018$465,5810.0%
UNITED STATES TREASURY NOTE/BOND 1.5% 08/15/2020$438,8810.0%
DXC TECHNOLOGY CO 2.875% 03/27/2020$435,3640.0%
B&G FOODS INC 4.625% 06/01/2021$322,4000.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
BLACKROCK TEMP FUND$37,871,4171.6%
FIDELITY INSTITUTIONAL MONEY MARKET$31,027,1671.3%
 
Other
Underlying Fund HoldingsMarket Value%
S&P 500 FUTURE EQUITY INDEX MAR18 (SPH8) INDEX$47,056,70936.2%
US 5YR NOTE (CBT) BOND MAR18 (FVH8) COMDTY$187,237-0.4%
EURO$186,0560.0%
BRITISH POUND$230.0%
US 2YR NOTE (CBT) BOND MAR18 (TUH8) COMDTY$-273,3032.2%
USD$-8,312,863-0.4%
USD$-55,629,032-2.3%
All Holdings As of Dec 31, 2017
Equity
Underlying Fund HoldingsMarket Value%
AMAZON.COM INC$47,772,8502.2%
JPMORGAN CHASE & CO$36,109,7881.7%
CHEVRON CORP$29,620,5801.4%
FACEBOOK INC$28,675,4561.3%
CITIGROUP INC$27,968,6361.3%
CISCO SYSTEMS INC$26,092,7561.2%
WELLS FARGO & CO$25,749,5011.2%
INTEL CORP$24,834,5881.1%
MICROSOFT CORP$24,746,7221.1%
ALPHABET INC$23,809,7861.1%
BANK OF AMERICA CORP$21,877,5671.0%
ALIBABA GROUP HOLDING LTD$20,301,5630.9%
QUALCOMM INC$20,144,4050.9%
PRICELINE GROUP INC/THE$19,481,8030.9%
VISA INC$17,657,3650.8%
DOWDUPONT INC$16,669,1120.8%
UNION PACIFIC CORP$16,488,5340.8%
HILTON WORLDWIDE HOLDINGS INC$16,445,7300.8%
NETAPP INC$16,142,3760.7%
BOEING CO/THE$15,744,9500.7%
VERTEX PHARMACEUTICALS INC$15,650,4790.7%
UNITEDHEALTH GROUP INC$15,148,2480.7%
BRITISH AMERICAN TOBACCO PLC$15,133,6440.7%
MASTERCARD INC$14,328,0400.7%
HALLIBURTON CO$14,101,9760.7%
PRINCIPAL FINANCIAL GROUP INC$13,930,4490.6%
PNC FINANCIAL SERVICES GROUP INC/THE$13,778,6850.6%
CATERPILLAR INC$13,305,8980.6%
VIACOM INC$13,212,1290.6%
TENCENT HOLDINGS LTD$13,167,2240.6%
COGNIZANT TECHNOLOGY SOLUTIONS CORP$13,013,4920.6%
EDISON INTERNATIONAL$12,741,2790.6%
NORWEGIAN CRUISE LINE HOLDINGS LTD$12,631,5390.6%
LIBERTY INTERACTIVE CORP QVC GROUP$12,606,7760.6%
KINDER MORGAN INC/DE$12,600,2110.6%
SYNCHRONY FINANCIAL$12,500,8760.6%
EOG RESOURCES INC$12,494,5750.6%
MORGAN STANLEY$12,434,9180.6%
FORTUNE BRANDS HOME & SECURITY INC$12,384,4230.6%
UNILEVER NV$12,373,5040.6%
XL GROUP LTD$12,288,2790.6%
UNITED TECHNOLOGIES CORP$12,284,0980.6%
BRISTOL-MYERS SQUIBB CO$12,180,4420.6%
MONDELEZ INTERNATIONAL INC$12,060,1410.6%
APPLE INC$12,015,3300.6%
BRIXMOR PROPERTY GROUP INC$11,864,0280.5%
MEDTRONIC PLC$11,851,0320.5%
PARK HOTELS & RESORTS INC$11,696,2190.5%
ASTRAZENECA PLC$11,618,0110.5%
INTERNATIONAL PAPER CO$11,516,3860.5%
PIONEER NATURAL RESOURCES CO$11,378,1970.5%
ROCHE HOLDING AG$11,299,6400.5%
L BRANDS INC$11,237,0520.5%
INGERSOLL-RAND PLC$11,059,7380.5%
ING GROEP NV$11,010,8180.5%
MERCK & CO INC$10,984,4100.5%
INVESCO LTD$10,864,7670.5%
M&T BANK CORP$10,856,6680.5%
ALLERGAN PLC$10,831,4500.5%
EATON CORP PLC$10,656,1580.5%
SEMPRA ENERGY$10,599,7280.5%
ALPHABET INC$10,402,3250.5%
PHILIP MORRIS INTERNATIONAL INC$10,246,4650.5%
LYONDELLBASELL INDUSTRIES NV$10,138,4080.5%
PULTEGROUP INC$10,007,2190.5%
SALESFORCE.COM INC$9,681,1810.4%
MARSH & MCLENNAN COS INC$9,522,7930.4%
BLACKROCK INC$9,401,4070.4%
SCHNEIDER NATIONAL INC$9,135,4590.4%
NASDAQ OMX GROUP INC/THE$9,096,6720.4%
CHUBB LTD$9,005,7000.4%
AMERICAN AIRLINES GROUP INC$8,876,3180.4%
MOLSON COORS BREWING CO$8,650,1780.4%
AGRIUM INC$8,612,8100.4%
BECTON DICKINSON AND CO$8,545,2750.4%
NOKIA OYJ$8,513,1680.4%
SERVICENOW INC$8,149,3750.4%
TD AMERITRADE HOLDING CORP$8,136,8790.4%
STRYKER CORP$8,079,3960.4%
XCEL ENERGY INC$8,004,9750.4%
AMGEN INC$7,997,1390.4%
INTUITIVE SURGICAL INC$7,481,2700.3%
PAYPAL HOLDINGS INC$7,283,6680.3%
DANAHER CORP$6,358,1700.3%
CIGNA CORP$6,275,4810.3%
MARRIOTT INTERNATIONAL INC/MD$6,212,4980.3%
NIELSEN HOLDINGS PLC$6,155,2400.3%
THERMO FISHER SCIENTIFIC INC$5,690,1340.3%
INTUIT INC$5,604,6610.3%
INTERCONTINENTAL EXCHANGE INC$5,561,1160.3%
ALEXION PHARMACEUTICALS INC$5,553,0420.3%
SIGNET JEWELERS LTD$5,544,9540.3%
HOME DEPOT INC/THE$5,463,0130.3%
BROADCOM LTD$5,343,5200.2%
NETFLIX INC$5,163,7240.2%
AETNA INC$5,028,7320.2%
YUM! BRANDS INC$5,019,0150.2%
DOMINION RESOURCES INC/VA$4,920,5040.2%
STATE STREET CORP$4,665,7580.2%
AMERICAN TOWER CORP$4,608,6690.2%
FISERV INC$4,529,2300.2%
ROSS STORES INC$4,389,6750.2%
BIOGEN INC$4,364,4090.2%
HONEYWELL INTERNATIONAL INC$4,355,4240.2%
RED HAT INC$4,069,1080.2%
WILLIS TOWERS WATSON PLC$4,054,4650.2%
GLOBAL PAYMENTS INC$3,889,3120.2%
HUMANA INC$3,423,3660.2%
FORTIVE CORP$3,422,1550.2%
TESLA MOTORS INC$3,292,5260.2%
ROPER TECHNOLOGIES INC$3,185,7000.2%
ANTHEM INC$2,992,6330.1%
SHERWIN-WILLIAMS CO/THE$2,952,2880.1%
ROYAL CARIBBEAN CRUISES LTD$2,927,7280.1%
MCDONALDS CORP$2,805,5560.1%
ELECTRONIC ARTS INC$2,763,0780.1%
DOLLAR GENERAL CORP$2,731,5180.1%
ALASKA AIR GROUP INC$2,727,2210.1%
WORKDAY INC$2,713,4060.1%
FIDELITY NATIONAL INFORMATION SERVICES INC$2,578,0660.1%
CHARLES SCHWAB CORP/THE$2,167,8140.1%
SOUTHWESTERN ENERGY CO$2,019,7930.1%
STANLEY BLACK & DECKER INC$1,985,3730.1%
DELTA AIR LINES INC$1,859,2000.1%
FLEETCOR TECHNOLOGIES INC$1,731,8700.1%
S&P GLOBAL INC$1,677,0600.1%
EQUINIX INC$1,600,3200.1%
MICROCHIP TECHNOLOGY INC$1,564,2640.1%
TEXAS INSTRUMENTS INC$1,514,3800.1%
FERRARI NV$1,488,7280.1%
NORTHROP GRUMMAN CORP$1,381,0950.1%
CELGENE CORP$1,275,9050.1%
CTRIP.COM INTERNATIONAL LTD$1,261,2600.1%
VANTIV INC$1,220,9300.1%
CANADIAN PACIFIC RAILWAY LTD$1,169,6640.1%
HARRIS CORP$1,147,3650.1%
CONSTELLATION BRANDS INC$1,097,1360.1%
VMWARE INC$1,052,6880.1%
ACTIVISION BLIZZARD INC$1,038,4480.1%
APTIV PLC$984,0280.1%
PROGRESSIVE CORP/THE$974,3360.0%
AMERIPRISE FINANCIAL INC$965,9790.0%
CINTAS CORP$950,5630.0%
SYMANTEC CORP$836,1880.0%
NEXTERA ENERGY INC$562,2840.0%
CSX CORP$544,5990.0%
ZOETIS INC$504,2800.0%
ASML HOLDING NV$504,0780.0%
BANK OF NEW YORK MELLON CORP/THE$436,2660.0%
MONSTER BEVERAGE CORP$417,7140.0%
SBA COMMUNICATIONS CORP$359,3920.0%
INCYTE CORP$340,9560.0%
UNITED CONTINENTAL HOLDINGS INC$330,2600.0%
LAM RESEARCH CORP$294,5120.0%
AGILENT TECHNOLOGIES INC$274,5770.0%
LOWES COS INC$269,5260.0%
COSTAR GROUP INC$267,2550.0%
FEDEX CORP$199,6320.0%
XILINX INC$189,7200.0%
ILLUMINA INC$183,7500.0%
REGENERON PHARMACEUTICALS INC$150,3840.0%
COSTCO WHOLESALE CORP$130,2840.0%
TAPESTRY INC$123,8440.0%
TJX COS INC/THE$114,6900.0%
ULTA SALON COSMETICS & FRAGRANCE INC$111,8300.0%
AMERICAN EXPRESS CO$109,2410.0%
BALL CORP$93,1870.0%
STARBUCKS CORP$80,4020.0%
IHS MARKIT LTD$74,4070.0%
TEXTRON INC$67,9080.0%
OREILLY AUTOMOTIVE INC$58,6920.0%
SHIRE PLC$56,4640.0%
RAYTHEON CO$56,3550.0%
FIRST REPUBLIC BANK/CA$56,2290.0%
MGM RESORTS INTERNATIONAL$33,3900.0%
ANALOG DEVICES INC$26,7090.0%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES TREASURY NOTE/BOND 1.5% 10/31/2019$60,637,4362.8%
UNITED STATES TREASURY NOTE/BOND 1.25% 08/31/2019$51,668,9732.4%
UNITED STATES TREASURY NOTE/BOND 1.375% 07/31/2019$46,869,5392.2%
UNITED STATES TREASURY NOTE/BOND 1.375% 09/15/2020$12,057,0600.6%
INVITATION HOMES 2017-SFR2 TRUST 2.1% 12/17/2036$8,509,5160.4%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.89333% 05/25/2030$6,970,7740.3%
ALLY AUTO RECEIVABLES TRUST 2017-4 1.75% 12/15/2021$6,777,7360.3%
JP MORGAN MORTGAGE TRUST 2017-5 3% 12/15/2047$6,649,5920.3%
BPCE SA 2.082% 05/31/2022$6,565,2380.3%
DOMINOS PIZZA MASTER ISSUER LLC 2.486% 07/25/2047$6,466,8410.3%
NISSAN MASTER OWNER TRUST RECEIVABLES 1.54% 06/15/2021$5,950,9600.3%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$5,347,8490.2%
WESTPAC BANKING CORP 2.25% 01/17/2019$5,265,6320.2%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.974% 10/25/2029$5,242,4990.2%
HEWLETT PACKARD ENTERPRISE CO 3.6% 10/15/2020$5,108,2670.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$5,074,5370.2%
BMW VEHICLE LEASE TRUST 1.98% 05/20/2020$4,924,2310.2%
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD 2.375% 01/15/2020$4,720,2010.2%
AMERICAN EXPRESS CREDIT CORP 2.125% 03/18/2019$4,700,8560.2%
CHESAPEAKE FUNDING II LLC 1.91% 08/15/2029$4,697,4600.2%
ABN AMRO BANK NV 2.1% 01/18/2019$4,653,5660.2%
STARWOOD WAYPOINT HOMES 2017-1 TRUST 2.2% 01/17/2035$4,580,8610.2%
COMMONBOND STUDENT LOAN TRUST 2017-A-GS 1.926% 05/25/2041$4,229,7310.2%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.127% 09/25/2029$4,211,1500.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.186% 10/25/2029$4,174,4260.2%
CHESAPEAKE FUNDING II LLC 2.12% 11/15/2029$4,070,3500.2%
MACQUARIE GROUP LTD 2.48763% 11/28/2023$4,054,3680.2%
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 2.25% 12/19/2019$4,023,0110.2%
VERIZON COMMUNICATIONS INC 1.722% 05/22/2020$3,964,2880.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.606% 04/25/2028$3,864,1950.2%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 0% 03/25/2030$3,786,7490.2%
NATIONAL AUSTRALIA BANK LTD/NEW YORK 2.25% 01/10/2020$3,782,3440.2%
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 2.25% 10/30/2020$3,725,4710.2%
COLONY AMERICAN HOMES 2015-1 1.75% 07/17/2032$3,714,4700.2%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.5% 02/28/2020$3,682,5660.2%
DNB BANK ASA 2.125% 10/02/2020$3,646,4160.2%
KINDER MORGAN FINANCE CO LLC 6% 01/15/2018$3,506,1830.2%
DAIMLER FINANCE NORTH AMERICA LLC 2.3% 02/12/2021$3,476,8300.2%
BNZ INTERNATIONAL FUNDING LTD/LONDON 2.35% 03/04/2019$3,453,9220.2%
SEQUOIA MORTGAGE TRUST 2017-CH1 3.5% 10/25/2047$3,428,0050.2%
ROYAL BANK OF SCOTLAND GROUP PLC 2.652% 05/15/2023$3,393,8230.2%
MORGAN STANLEY 2.21% 01/20/2022$3,376,3990.2%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.042% 01/25/2029$3,339,4130.2%
BECTON DICKINSON AND CO 2.346% 06/06/2022$3,329,4460.2%
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$3,312,8260.2%
BAT CAPITAL CORP 2.297% 08/14/2020$3,303,8190.2%
SABINE PASS LIQUEFACTION LLC 5.625% 02/01/2021$3,294,4480.2%
DXC TECHNOLOGY CO 2.264% 03/01/2021$3,278,3090.2%
ATHENE GLOBAL FUNDING 2.529% 07/01/2022$3,265,3860.2%
INTERNATIONAL LEASE FINANCE CORP 6.25% 05/15/2019$3,249,5730.2%
SOFI CONSUMER LOAN PROGRAM 2017-5 LLC 2.14% 09/25/2026$3,248,8380.2%
NATIONAL AUSTRALIA BANK LTD/NEW YORK 2% 01/14/2019$3,244,9070.2%
UBS GROUP FUNDING SWITZERLAND AG 2.376% 05/23/2023$3,218,1650.2%
ALIMENTATION COUCHE-TARD INC 2.35% 12/13/2019$3,186,3130.2%
GENERAL MOTORS FINANCIAL CO INC 3.2% 07/13/2020$3,184,4810.2%
WESTPAC BANKING CORP 2.15% 03/06/2020$3,171,8200.2%
JPMORGAN CHASE & CO 6.3% 04/23/2019$3,158,9890.1%
FIRST INVESTORS AUTO OWNER TRUST 2017-2 1.86% 10/15/2021$3,156,8900.1%
CELGENE CORP 2.25% 08/15/2021$3,155,2110.1%
CAPITAL ONE FINANCIAL CORP 2.056% 03/09/2022$3,140,9070.1%
GOSFORTH FUNDING 2017-1 PLC 1.787% 12/19/2059$3,134,3940.1%
SANTANDER HOLDINGS USA INC 3.7% 03/28/2022$3,130,1770.1%
CAPITAL ONE NA/MCLEAN VA 2.35% 01/31/2020$3,107,1840.1%
BANK OF AMERICA CORP 2.153% 04/24/2023$3,106,0190.1%
DAIMLER FINANCE NORTH AMERICA LLC 2.3% 01/06/2020$3,014,0750.1%
CITIGROUP INC 2.7% 03/30/2021$3,010,5060.1%
MVW OWNER TRUST 2017-1 2.42% 12/20/2034$3,001,2230.1%
MYLAN NV 2.5% 06/07/2019$2,997,9440.1%
CENOVUS ENERGY INC 5.7% 10/15/2019$2,988,3830.1%
BANCO SANTANDER SA 3.125% 02/23/2023$2,988,2510.1%
ABN AMRO BANK NV 1.8% 09/20/2019$2,974,5600.1%
TCF AUTO RECEIVABLES OWNER TRUST 2016-PT1 3.21% 01/17/2023$2,973,6740.1%
TCF AUTO RECEIVABLES OWNER TRUST 2016-PT1 2.92% 10/17/2022$2,973,5470.1%
CAPITAL ONE NA/MCLEAN VA 1.85% 09/13/2019$2,972,3010.1%
BANK OF AMERICA CORP 2.65% 04/01/2019$2,967,2910.1%
FORD CREDIT AUTO OWNER TRUST 2016-C 1.22% 03/15/2021$2,967,2520.1%
SINOPEC GROUP OVERSEAS DEVELOPMENT 2017 LTD 2.375% 04/12/2020$2,931,9600.1%
CITIGROUP INC 2.45% 01/10/2020$2,922,7190.1%
PRINCIPAL LIFE GLOBAL FUNDING II 2.15% 01/10/2020$2,909,4030.1%
FORD MOTOR CREDIT CO LLC 2.459% 03/27/2020$2,892,2460.1%
ARES CAPITAL CORP 4.875% 11/30/2018$2,860,4730.1%
MORGAN STANLEY 2.243% 07/22/2022$2,828,9640.1%
MACQUARIE BANK LTD 2.35% 01/15/2019$2,801,0920.1%
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$2,785,4060.1%
GENERAL MOTORS FINANCIAL CO INC 2.573% 01/14/2022$2,767,1270.1%
GENERAL MOTORS FINANCIAL CO INC 3.5% 07/10/2019$2,711,2400.1%
CITIBANK NA 2% 03/20/2019$2,710,2450.1%
JPMORGAN CHASE & CO 1% 06/01/2021$2,681,2700.1%
SUMITOMO MITSUI BANKING CORP 1.966% 01/11/2019$2,678,8640.1%
TOYOTA MOTOR CREDIT CORP 2.1% 01/17/2019$2,666,5040.1%
TIME WARNER CABLE INC 6.75% 07/01/2018$2,657,9540.1%
BECTON DICKINSON AND CO 2.133% 06/06/2019$2,655,9480.1%
DOW CHEMICAL CO/THE 8.55% 05/15/2019$2,600,4820.1%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA 2.2% 07/20/2020$2,599,1800.1%
METROPOLITAN LIFE GLOBAL FUNDING I 1.75% 12/19/2018$2,595,0230.1%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.895% 11/25/2029$2,593,0590.1%
VERIZON COMMUNICATIONS INC 2.137% 03/16/2022$2,576,2410.1%
MIZUHO FINANCIAL GROUP INC 1.994% 02/28/2022$2,528,5310.1%
DELTA AIR LINES INC 2.6% 12/04/2020$2,508,8470.1%
MORGAN STANLEY 5.5% 01/26/2020$2,500,0160.1%
EXPRESS SCRIPTS HOLDING CO 2.6% 11/30/2020$2,499,4290.1%
REPUBLIC SERVICES INC 3.8% 05/15/2018$2,492,3400.1%
VALERO ENERGY CORP 9.375% 03/15/2019$2,491,7190.1%
CITIBANK NA 1.85% 09/18/2019$2,480,2480.1%
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 1.9% 09/23/2019$2,478,4090.1%
CITIGROUP INC 2.4% 02/18/2020$2,468,3800.1%
ANZ NEW ZEALAND INTL LTD/LONDON 2.6% 09/23/2019$2,409,1460.1%
SEQUOIA MORTGAGE TRUST 2017-CH2 4% 12/25/2047$2,375,9400.1%
CITIZENS BANK NA/PROVIDENCE RI 2.25% 03/02/2020$2,374,8880.1%
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND 5.625% 01/26/2022$2,326,5000.1%
WELLS FARGO & CO 1.964% 02/11/2022$2,324,6620.1%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.986% 02/25/2030$2,316,4250.1%
GOLDMAN SACHS GROUP INC/THE 2.3% 12/13/2019$2,309,6100.1%
AMERICAN EXPRESS CREDIT CORP 2.2% 03/03/2020$2,288,7750.1%
CK HUTCHISON INTERNATIONAL 17 II LTD 2.25% 09/29/2020$2,260,6640.1%
GEORGIA GOVERNMENT INTERNATIONAL BOND 6.875% 04/12/2021$2,255,2000.1%
JP MORGAN MORTGAGE TRUST 2017-1 3.5% 01/25/2047$2,231,4050.1%
MAJAPAHIT HOLDING BV 7.75% 01/20/2020$2,214,5260.1%
VMWARE INC 2.3% 08/21/2020$2,203,8390.1%
BPCE SA 2.25% 01/27/2020$2,201,1880.1%
AIR LIQUIDE FINANCE SA 1.375% 09/27/2019$2,167,0880.1%
KEYBANK NA/CLEVELAND OH 2.35% 03/08/2019$2,144,2970.1%
PHILIP MORRIS INTERNATIONAL INC 1.875% 01/15/2019$2,136,3280.1%
ASCIANO FINANCE LTD 5% 04/07/2018$2,133,6250.1%
ROYAL BANK OF CANADA 2.15% 03/15/2019$2,100,4620.1%
DTE ENERGY CO 1.5% 10/01/2019$2,097,1090.1%
UNITED STATES TREASURY NOTE/BOND 1.875% 12/15/2020$2,094,1350.1%
CREDIT AGRICOLE SA/LONDON 3.375% 01/10/2022$2,073,7620.1%
ICICI BANK LTD/HONG KONG 5.75% 11/16/2020$2,057,8150.1%
FIFTH THIRD BANK/CINCINNATI OH 2.375% 04/25/2019$2,006,1510.1%
SYNCHRONY FINANCIAL 2.6% 01/15/2019$2,004,2510.1%
SOFI CONSUMER LOAN PROGRAM 2017-6 LLC 2.2% 11/25/2026$1,990,5270.1%
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 01/15/2020$1,985,7340.1%
BANK OF AMERICA CORP 2.369% 07/21/2021$1,967,2750.1%
GOLDMAN SACHS GROUP INC/THE 3% 04/26/2022$1,958,5660.1%
IBM CREDIT LLC 1.625% 09/06/2019$1,947,2480.1%
SUMITOMO MITSUI BANKING CORP 2.092% 10/18/2019$1,930,8920.1%
HEWLETT PACKARD ENTERPRISE CO 2.1% 10/04/2019$1,897,7380.1%
SUMITOMO MITSUI TRUST BANK LTD 2.05% 03/06/2019$1,895,4050.1%
CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.875% 03/31/2025$1,894,4160.1%
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC 3.36% 03/20/2023$1,891,4060.1%
21ST CENTURY FOX AMERICA INC 7.25% 05/18/2018$1,886,9790.1%
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 2.225% 01/17/2020$1,876,9650.1%
SUNCORP-METWAY LTD 2.375% 11/09/2020$1,867,9850.1%
SUNCORP-METWAY LTD 2.1% 05/03/2019$1,859,3490.1%
FORD MOTOR CREDIT CO LLC 2.681% 01/09/2020$1,820,2670.1%
UBS AG/LONDON 2.45% 12/01/2020$1,805,5530.1%
UBS AG/LONDON 2.2% 06/08/2020$1,784,5660.1%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.184% 12/25/2027$1,779,1610.1%
TRANSCANADA PIPELINES LTD 2.125% 11/15/2019$1,774,3660.1%
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2017-2 1.98% 12/20/2021$1,733,7060.1%
ATHENE GLOBAL FUNDING 2.75% 04/20/2020$1,731,4470.1%
BANK OF AMERICA CORP 2.328% 10/01/2021$1,725,8070.1%
VIETNAM GOVERNMENT INTERNATIONAL BOND 6.75% 01/29/2020$1,717,6600.1%
HESS CORP 8.125% 02/15/2019$1,680,0520.1%
BANCO SANTANDER CHILE 2.5% 12/15/2020$1,669,7910.1%
ENTERPRISE FLEET FINANCING LLC 1.97% 01/20/2023$1,667,0810.1%
CONSTELLATION BRANDS INC 2% 11/07/2019$1,664,8960.1%
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$1,659,9510.1%
LENNAR CORP 4.125% 01/15/2022$1,658,4750.1%
JC PENNEY CORP INC 5.65% 06/01/2020$1,649,2500.1%
FANNIE MAE CONNECTICUT AVENUE SECURITIES 1.986% 02/25/2030$1,635,8700.1%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2017-1 2.7% 10/17/2022$1,610,6460.1%
DOMINION RESOURCES INC/VA 1.5% 09/30/2018$1,594,5910.1%
VIASAT INC 5.625% 09/15/2025$1,579,5000.1%
PHILIP MORRIS INTERNATIONAL INC 2% 02/21/2020$1,570,6530.1%
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 4.42% 06/15/2021$1,564,2490.1%
TEVA PHARMACEUTICAL FINANCE IV LLC 2.25% 03/18/2020$1,540,3460.1%
MOLSON COORS BREWING CO 1.9% 03/15/2019$1,538,5630.1%
BANK OF AMERICA CORP 6.875% 11/15/2018$1,537,2940.1%
COMMONWEALTH BANK OF AUSTRALIA 5% 03/19/2020$1,526,2560.1%
NIELSEN FINANCE LLC / NIELSEN FINANCE CO 4.5% 10/01/2020$1,515,0000.1%
CELGENE CORP 2.875% 08/15/2020$1,514,9300.1%
BP CAPITAL MARKETS PLC 2.315% 02/13/2020$1,504,1090.1%
GOLDMAN SACHS GROUP INC/THE 2.6% 04/23/2020$1,502,8490.1%
ABU DHABI GOVERNMENT INTERNATIONAL BOND 2.5% 10/11/2022$1,492,2900.1%
KINDER MORGAN INC/DE 2.589% 01/15/2023$1,490,3100.1%
FONDO MIVIVIENDA SA 3.5% 01/31/2023$1,489,4720.1%
AUTOZONE INC 1.625% 04/21/2019$1,478,0720.1%
21ST CENTURY FOX AMERICA INC 6.9% 03/01/2019$1,468,6940.1%
ENERGY TRANSFER EQUITY LP 4.25% 03/15/2023$1,452,7000.1%
SHERWIN-WILLIAMS CO/THE 2.25% 05/15/2020$1,436,0010.1%
NBCUNIVERSAL ENTERPRISE INC 1.974% 04/15/2019$1,427,6750.1%
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP 4.125% 11/15/2019$1,412,2500.1%
PULTEGROUP INC 4.25% 03/01/2021$1,406,2650.1%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.5% 05/26/2022$1,401,9020.1%
GENERAL MOTORS FINANCIAL CO INC 2.65% 04/13/2020$1,401,0650.1%
MGM RESORTS INTERNATIONAL 5.25% 03/31/2020$1,400,6250.1%
VULCAN MATERIALS CO 1.846% 06/15/2020$1,386,4760.1%
ALIBABA GROUP HOLDING LTD 2.8% 06/06/2023$1,382,0930.1%
ING GROEP NV 2.302% 03/29/2022$1,376,7080.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.25% 02/01/2022$1,373,5000.1%
FORD MOTOR CREDIT CO LLC 2.738% 03/28/2022$1,373,2760.1%
PERUSAHAAN PENERBIT SBSN INDONESIA III 3.4% 03/29/2022$1,360,1670.1%
NOKIA OYJ 3.375% 06/12/2022$1,354,9680.1%
TECH DATA CORP 3.7% 02/15/2022$1,337,3730.1%
DAIWA SECURITIES GROUP INC 3.129% 04/19/2022$1,334,3660.1%
SLM CORP 5.125% 04/05/2022$1,313,5500.1%
TAKEDA PHARMACEUTICAL CO LTD 2.45% 01/18/2022$1,277,0360.1%
BPCE SA 2.392% 05/22/2022$1,269,0080.1%
BANK OF AMERICA CORP 6.5% 07/15/2018$1,263,5410.1%
ORANGE SA 2.75% 02/06/2019$1,257,2460.1%
ALLY AUTO RECEIVABLES TRUST 2016-1 1.73% 11/16/2020$1,245,2140.1%
SENEGAL GOVERNMENT INTERNATIONAL BOND 8.75% 05/13/2021$1,236,6600.1%
DAIMLER FINANCE NORTH AMERICA LLC 1.5% 07/05/2019$1,236,6390.1%
PHILLIPS 66 1.906% 04/15/2020$1,226,3440.1%
CARDINAL HEALTH INC 1.948% 06/14/2019$1,222,8700.1%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.85688% 12/25/2042$1,217,0590.1%
NISSAN MOTOR ACCEPTANCE CORP 2.15% 09/28/2020$1,185,5920.1%
FORD MOTOR CREDIT CO LLC 2.375% 03/12/2019$1,156,7530.1%
ABBOTT LABORATORIES 2.35% 11/22/2019$1,151,7790.1%
SEAGATE HDD CAYMAN 4.25% 03/01/2022$1,134,7160.1%
SMITHFIELD FOODS INC 2.65% 10/03/2021$1,125,4740.1%
SMBC AVIATION CAPITAL FINANCE DAC 3% 07/15/2022$1,115,2670.1%
SUMITOMO MITSUI TRUST BANK LTD 1.95% 09/19/2019$1,111,3330.1%
GILEAD SCIENCES INC 1.85% 09/20/2019$1,100,6860.1%
MIZUHO BANK LTD 2.4% 03/26/2020$1,088,4410.1%
HUNTINGTON NATIONAL BANK/THE 2.375% 03/10/2020$1,083,9210.1%
BP CAPITAL MARKETS PLC 1.768% 09/19/2019$1,069,1690.1%
DELTA AIR LINES INC 2.875% 03/13/2020$1,046,5880.1%
UNITED STATES TREASURY NOTE/BOND 1.375% 09/30/2019$1,041,0590.1%
ASTORIA FINANCIAL CORP 3.5% 06/08/2020$1,029,5680.1%
MCLAREN FINANCE PLC 5.75% 08/01/2022$1,021,2500.1%
QUALCOMM INC 1.85% 05/20/2019$1,006,3870.1%
KINDER MORGAN ENERGY PARTNERS LP 2.65% 02/01/2019$1,002,0580.1%
CHENIERE ENERGY PARTNERS LP 5.25% 10/01/2025$994,5000.1%
DOMINION ENERGY INC 1.771% 06/01/2019$987,7470.1%
CATERPILLAR FINANCIAL SERVICES CORP 2.1% 01/10/2020$983,2480.1%
NOBLE HOLDING INTERNATIONAL LTD 7.75% 01/15/2024$973,1250.0%
EQT CORP 2.5% 10/01/2020$909,2210.0%
GLENCORE FUNDING LLC 3% 10/27/2022$892,8680.0%
ENSTAR GROUP LTD 4.5% 03/10/2022$891,9820.0%
ROYAL CARIBBEAN CRUISES LTD 2.65% 11/28/2020$884,9590.0%
ANTHEM INC 2.25% 08/15/2019$853,7380.0%
ASTON MARTIN CAPITAL HOLDINGS LTD 6.5% 04/15/2022$853,5380.0%
MARTIN MARIETTA MATERIALS INC 1.822% 05/22/2020$849,7920.0%
PACKAGING CORP OF AMERICA 2.45% 12/15/2020$836,7140.0%
AMERICAN EXPRESS CREDIT CORP 1.875% 05/03/2019$831,8080.0%
HUMANA INC 2.5% 12/15/2020$819,9510.0%
FORD MOTOR CREDIT CO LLC 2.262% 03/28/2019$814,0220.0%
NATIONAL AUSTRALIA BANK LTD 2.25% 07/01/2019$800,6980.0%
EI DU PONT DE NEMOURS & CO 2.2% 05/01/2020$774,5790.0%
CITIZENS BANK NA/PROVIDENCE RI 2.2% 05/26/2020$770,0390.0%
SMITHFIELD FOODS INC 2.7% 01/31/2020$750,8240.0%
FIFTH THIRD BANK/CINCINNATI OH 2.2% 10/30/2020$720,8260.0%
ANZ NEW ZEALAND INTL LTD/LONDON 2.2% 07/17/2020$716,1420.0%
DOMINION ENERGY INC 2.579% 07/01/2020$710,7230.0%
WM WRIGLEY JR CO 2.4% 10/21/2018$702,0630.0%
MANUFACTURERS & TRADERS TRUST CO 2.05% 08/17/2020$690,1600.0%
ONEOK INC 4.25% 02/01/2022$688,2480.0%
CBOE HOLDINGS INC 1.95% 06/28/2019$680,9170.0%
TTX CO 2.25% 02/01/2019$673,5200.0%
ROGERS COMMUNICATIONS INC 6.8% 08/15/2018$638,3120.0%
RYDER SYSTEM INC 2.45% 11/15/2018$611,6720.0%
ING BANK NV 2.05% 08/17/2018$595,1620.0%
ANADARKO PETROLEUM CORP 8.7% 03/15/2019$589,8700.0%
RYDER SYSTEM INC 2.35% 02/26/2019$550,6590.0%
ISTAR INC 4.625% 09/15/2020$529,1000.0%
CATERPILLAR FINANCIAL SERVICES CORP 7.15% 02/15/2019$528,0700.0%
MOODYS CORP 2.75% 12/15/2021$506,0940.0%
NISSAN MOTOR ACCEPTANCE CORP 1.477% 09/13/2019$501,9020.0%
DAIMLER FINANCE NORTH AMERICA LLC 2.2% 05/05/2020$492,3570.0%
MALLINCKRODT INTERNATIONAL FINANCE SA 3.5% 04/15/2018$464,4190.0%
UNITED STATES TREASURY NOTE/BOND 1.5% 08/15/2020$442,1110.0%
DXC TECHNOLOGY CO 2.875% 03/27/2020$437,3510.0%
B&G FOODS INC 4.625% 06/01/2021$325,6000.0%
NEWELL BRANDS INC 2.6% 03/29/2019$261,9710.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
BLACKROCK TEMP FUND$21,663,4951.0%
FIDELITY INSTITUTIONAL MONEY MARKET$21,663,4951.0%
 
Other
Underlying Fund HoldingsMarket Value%
S&P 500 FUTURE EQUITY INDEX MAR18 (SPH8) INDEX$3,346,07935.1%
EURO-BOBL FUTURE BOND MAR18 (OEH8) COMDTY$91,118-1.1%
US 5YR NOTE (CBT) BOND MAR18 (FVH8) COMDTY$56,456-0.5%
BRITISH POUND$220.0%
EURO$-6,7570.0%
US 2YR NOTE (CBT) BOND MAR18 (TUH8) COMDTY$-106,4431.6%
USD$-2,271,321-0.1%
USD$-6,161,557-0.3%

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.