UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number 811-22487
DBX ETF Trust
(Exact name of registrant as specified in charter)
345 Park Avenue
New York, New York 10154
(Address of principal executive offices) (Zip code)
Freddi Klassen
DBX ETF Trust
345 Park Avenue
New York, New York 10154
(Name and address of agent for service)
Registrants telephone number, including area code: (212) 250-4352
Date of fiscal year end: August 31
Date of reporting period: May 31, 2017
Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget (OMB) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. | Schedule of Investments. |
The Schedule(s) of Investments is attached herewith.
DBX ETF Trust
SCHEDULE OF INVESTMENTS
Deutsche X-trackers FTSE Developed ex US Comprehensive Factor ETF
May 31, 2017 (Unaudited)
Number of Shares |
Value | |||||||
COMMON STOCKS - 99.0% | ||||||||
Australia - 9.4% | ||||||||
Adelaide Brighton Ltd. | 1,341 | $ | 5,521 | |||||
AGL Energy Ltd. | 628 | 12,319 | ||||||
Alumina Ltd. (a) | 673 | 962 | ||||||
Amcor Ltd. | 892 | 10,186 | ||||||
Ansell Ltd. | 727 | 12,643 | ||||||
APA Group (b) | 920 | 6,561 | ||||||
Aristocrat Leisure Ltd. | 1,636 | 26,551 | ||||||
ASX Ltd. | 314 | 11,950 | ||||||
Aurizon Holdings Ltd. | 2,915 | 11,935 | ||||||
AusNet Services | 4,952 | 6,249 | ||||||
Australia & New Zealand Banking Group Ltd. | 43 | 897 | ||||||
Bendigo & Adelaide Bank Ltd. | 98 | 822 | ||||||
BHP Billiton Ltd. | 33 | 587 | ||||||
BlueScope Steel Ltd. | 112 | 959 | ||||||
Boral Ltd. | 1,365 | 6,961 | ||||||
Brambles Ltd. | 658 | 5,080 | ||||||
Caltex Australia Ltd. | 653 | 16,071 | ||||||
Challenger Ltd. | 648 | 6,170 | ||||||
CIMIC Group Ltd. | 68 | 2,050 | ||||||
Coca-Cola Amatil Ltd. | 1,066 | 7,412 | ||||||
Cochlear Ltd. | 128 | 13,968 | ||||||
Computershare Ltd. | 842 | 9,033 | ||||||
Crown Resorts Ltd. | 411 | 3,962 | ||||||
CSL Ltd. | 83 | 7,989 | ||||||
CSR Ltd. | 3,721 | 11,551 | ||||||
Dexus REIT | 7,685 | 59,442 | ||||||
Downer EDI Ltd. | 1,824 | 8,690 | ||||||
DuluxGroup Ltd. | 813 | 4,261 | ||||||
Flight Centre Travel Group Ltd. (a) | 22 | 586 | ||||||
Goodman Group REIT | 5,329 | 33,721 | ||||||
GPT Group REIT | 6,928 | 27,025 | ||||||
Harvey Norman Holdings Ltd. (a) | 1,606 | 4,507 | ||||||
Healthscope Ltd. | 807 | 1,214 | ||||||
Incitec Pivot Ltd. | 2,069 | 5,268 | ||||||
Insurance Australia Group Ltd. | 448 | 2,121 | ||||||
IOOF Holdings Ltd. (a) | 417 | 2,809 | ||||||
LendLease Group (b) | 1,160 | 14,102 | ||||||
Macquarie Atlas Roads Group (b) | 1,250 | 5,444 | ||||||
Macquarie Group Ltd. | 95 | 6,340 | ||||||
Magellan Financial Group Ltd. | 94 | 1,762 | ||||||
Medibank Pvt Ltd. | 5,131 | 10,504 | ||||||
Metcash Ltd.* | 5,130 | 7,829 | ||||||
Mirvac Group REIT | 28,373 | 48,159 | ||||||
National Australia Bank Ltd. | 20 | 448 | ||||||
Newcrest Mining Ltd. | 57 | 897 | ||||||
Nufarm Ltd. | 149 | 1,097 | ||||||
Oil Search Ltd. | 177 | 937 | ||||||
Orica Ltd. | 1,051 | 15,398 | ||||||
Origin Energy Ltd.* | 254 | 1,456 | ||||||
Orora Ltd. | 6,133 | 12,830 | ||||||
OZ Minerals Ltd. | 139 | 756 | ||||||
Perpetual Ltd. | 175 | 6,926 | ||||||
Platinum Asset Management Ltd. | 103 | 326 | ||||||
Qantas Airways Ltd. | 411 | 1,533 | ||||||
QBE Insurance Group Ltd. | 467 | 4,485 | ||||||
Ramsay Health Care Ltd. | 168 | 8,621 | ||||||
REA Group Ltd. | 48 | 2,293 | ||||||
Scentre Group REIT | 8,133 | 25,793 | ||||||
SEEK Ltd. | 398 | 5,004 | ||||||
Shopping Centres Australasia Property Group REIT | 3,750 | 6,449 | ||||||
Sonic Healthcare Ltd. | 900 | 15,517 | ||||||
Star Entertainment Group Ltd. | 472 | 1,820 | ||||||
Stockland REIT | 5,434 | 19,094 | ||||||
Suncorp Group Ltd. | 119 | 1,226 | ||||||
Sydney Airport (b) | 213 | 1,180 | ||||||
Tabcorp Holdings Ltd. | 2,548 | 8,688 | ||||||
Tatts Group Ltd. | 1,634 | 5,109 | ||||||
Telstra Corp. Ltd. | 613 | 2,008 | ||||||
Transurban Group (b) | 138 | 1,266 | ||||||
Treasury Wine Estates Ltd. | 294 | 2,850 | ||||||
Vicinity Centres REIT | 4,169 | 8,566 | ||||||
Wesfarmers Ltd. | 220 | 6,993 | ||||||
Westfield Corp. REIT | 1,442 | 9,103 | ||||||
Westpac Banking Corp. | 27 | 613 | ||||||
Woodside Petroleum Ltd. | 569 | 13,618 | ||||||
Woolworths Ltd. | 493 | 9,561 | ||||||
|
|
|||||||
644,634 | ||||||||
|
|
|||||||
Austria - 0.4% | ||||||||
ANDRITZ AG | 78 | 4,685 | ||||||
Erste Group Bank AG* | 13 | 472 | ||||||
OMV AG | 182 | 9,497 | ||||||
Telekom Austria AG* | 343 | 2,813 | ||||||
Vienna Insurance Group AG Wiener Versicherung Gruppe | 27 | 742 | ||||||
voestalpine AG | 218 | 9,881 | ||||||
|
|
|||||||
28,090 | ||||||||
|
|
|||||||
Belgium - 1.1% | ||||||||
Ackermans & van Haaren NV | 22 | 3,752 | ||||||
Ageas (a) | 42 | 1,698 | ||||||
bpost SA | 167 | 4,066 | ||||||
Colruyt SA | 89 | 4,929 | ||||||
Groupe Bruxelles Lambert SA | 110 | 10,698 | ||||||
KBC Group NV | 12 | 904 | ||||||
Proximus SADP | 184 | 6,620 |
Sofina SA | 59 | 8,638 | ||||||
Solvay SA | 67 | 8,770 | ||||||
Telenet Group Holding NV* | 29 | 1,924 | ||||||
UCB SA | 20 | 1,413 | ||||||
Umicore SA | 333 | 22,078 | ||||||
|
|
|||||||
75,490 | ||||||||
|
|
|||||||
Canada - 6.2% | ||||||||
Agnico Eagle Mines Ltd. | 10 | 483 | ||||||
Agrium, Inc. | 193 | 17,835 | ||||||
Alimentation Couche-Tard, Inc., Class B | 264 | 12,212 | ||||||
ARC Resources Ltd. | 411 | 5,133 | ||||||
Bank of Montreal | 35 | 2,349 | ||||||
Bank of Nova Scotia | 55 | 3,104 | ||||||
Barrick Gold Corp. | 19 | 314 | ||||||
BCE, Inc. | 67 | 3,036 | ||||||
Brookfield Asset Management, Inc., Class A | 168 | 6,361 | ||||||
Canadian Imperial Bank of Commerce | 165 | 12,902 | ||||||
Canadian National Railway Co. | 93 | 7,211 | ||||||
Canadian Natural Resources Ltd. | 34 | 980 | ||||||
Canadian Pacific Railway Ltd. | 55 | 8,703 | ||||||
Canadian Tire Corp. Ltd., Class A | 238 | 27,093 | ||||||
Canadian Utilities Ltd., Class A | 250 | 7,566 | ||||||
Cenovus Energy, Inc. | 84 | 749 | ||||||
CGI Group, Inc., Class A* | 287 | 14,230 | ||||||
CI Financial Corp. | 542 | 10,774 | ||||||
Constellation Software, Inc. | 17 | 8,792 | ||||||
Enbridge, Inc. | 40 | 1,540 | ||||||
Fairfax Financial Holdings Ltd. | 1 | 439 | ||||||
Fortis, Inc. | 109 | 3,589 | ||||||
George Weston Ltd. | 73 | 6,600 | ||||||
Great-West Lifeco, Inc. | 89 | 2,213 | ||||||
Husky Energy, Inc.* | 135 | 1,554 | ||||||
Hydro One Ltd., 144A | 169 | 2,970 | ||||||
IGM Financial, Inc. | 360 | 10,496 | ||||||
Imperial Oil Ltd. | 53 | 1,500 | ||||||
Intact Financial Corp. | 160 | 10,990 | ||||||
Inter Pipeline Ltd. | 423 | 8,377 | ||||||
Loblaw Cos. Ltd. | 85 | 4,805 | ||||||
Magna International, Inc. | 766 | 34,293 | ||||||
Manulife Financial Corp. | 681 | 11,763 | ||||||
Metro, Inc. | 464 | 15,541 | ||||||
National Bank of Canada | 35 | 1,381 | ||||||
Pembina Pipeline Corp. | 285 | 9,109 | ||||||
Potash Corp. of Saskatchewan, Inc. | 178 | 2,940 | ||||||
Power Corp. of Canada | 433 | 9,239 | ||||||
Power Financial Corp. | 164 | 3,915 | ||||||
Restaurant Brands International, Inc. | 292 | 17,868 | ||||||
RioCan Real Estate Investment Trust REIT | 855 | 16,015 | ||||||
Rogers Communications, Inc., Class B | 375 | 17,491 | ||||||
Royal Bank of Canada | 49 | 3,387 | ||||||
Saputo, Inc. | 329 | 10,985 | ||||||
Shaw Communications, Inc., Class B | 1,086 | 23,204 | ||||||
SNC-Lavalin Group, Inc. | 47 | 1,804 | ||||||
Sun Life Financial, Inc. | 354 | 11,624 | ||||||
Suncor Energy, Inc. | 54 | 1,690 | ||||||
TELUS Corp. | 152 | 5,170 | ||||||
Thomson Reuters Corp. | 149 | 6,500 | ||||||
Toronto-Dominion Bank | 90 | 4,291 | ||||||
Tourmaline Oil Corp.* | 74 | 1,480 | ||||||
TransCanada Corp. | 53 | 2,461 | ||||||
Waste Connections, Inc. | 50 | 4,758 | ||||||
|
|
|||||||
421,809 | ||||||||
|
|
|||||||
China - 0.4% | ||||||||
AAC Technologies Holdings, Inc. | 417 | 4,464 | ||||||
China Mengniu Dairy Co. Ltd. | 3,530 | 7,139 | ||||||
FIH Mobile Ltd. | 1,179 | 371 | ||||||
Minth Group Ltd.* | 614 | 2,498 | ||||||
Tingyi Cayman Islands Holding Corp. | 2,043 | 2,496 | ||||||
Uni-President China Holdings Ltd. | 2,267 | 1,693 | ||||||
Want Want China Holdings Ltd. | 5,813 | 4,080 | ||||||
Yangzijiang Shipbuilding Holdings Ltd. | 5,700 | 5,233 | ||||||
|
|
|||||||
27,974 | ||||||||
|
|
|||||||
Denmark - 1.1% | ||||||||
A.P. Moller - Maersk A/S, Class B | 1 | 1,906 | ||||||
Carlsberg A/S, Class B | 52 | 5,667 | ||||||
Chr Hansen Holding A/S | 29 | 2,033 | ||||||
Coloplast A/S, Class B | 45 | 3,857 | ||||||
Danske Bank A/S | 88 | 3,308 | ||||||
DONG Energy A/S, 144A | 68 | 2,971 | ||||||
DSV A/S | 54 | 3,290 | ||||||
Genmab A/S* | 5 | 1,068 | ||||||
H Lundbeck A/S | 39 | 2,083 | ||||||
ISS A/S | 348 | 14,439 | ||||||
Novozymes A/S, Class B | 95 | 4,305 | ||||||
Pandora A/S | 30 | 2,845 | ||||||
TDC A/S | 3,566 | 21,307 | ||||||
Tryg A/S | 205 | 4,220 | ||||||
Vestas Wind Systems A/S | 9 | 800 |
William Demant Holding A/S* | 109 | 2,862 | ||||||
|
|
|||||||
76,961 | ||||||||
|
|
|||||||
Finland - 2.3% | ||||||||
Elisa OYJ | 198 | 7,719 | ||||||
Fortum OYJ | 137 | 2,184 | ||||||
Huhtamaki OYJ | 160 | 6,222 | ||||||
Kesko OYJ, Class B | 358 | 18,615 | ||||||
Kone OYJ, Class B | 125 | 6,200 | ||||||
Metso OYJ | 168 | 5,720 | ||||||
Neste OYJ | 278 | 11,063 | ||||||
Nokian Renkaat OYJ | 189 | 7,732 | ||||||
Orion OYJ, Class B | 344 | 22,281 | ||||||
Sampo OYJ, Class A | 89 | 4,527 | ||||||
Stora Enso OYJ, Class R | 1,145 | 14,498 | ||||||
UPM-Kymmene OYJ | 1,466 | 41,378 | ||||||
Wartsila OYJ Abp | 190 | 11,292 | ||||||
|
|
|||||||
159,431 | ||||||||
|
|
|||||||
France - 5.6% | ||||||||
Aeroports de Paris (a) | 14 | 2,142 | ||||||
Air Liquide SA | 20 | 2,440 | ||||||
Airbus SE | 30 | 2,465 | ||||||
Alstom SA* | 168 | 5,890 | ||||||
Amundi SA, 144A | 22 | 1,507 | ||||||
Arkema SA | 124 | 12,971 | ||||||
Atos SE | 97 | 13,929 | ||||||
AXA SA | 18 | 481 | ||||||
BioMerieux | 32 | 6,747 | ||||||
BNP Paribas SA (a) | 5 | 353 | ||||||
Bollore SA | 195 | 899 | ||||||
Bouygues SA | 145 | 6,217 | ||||||
Bureau Veritas SA | 182 | 4,176 | ||||||
Capgemini SE | 80 | 8,291 | ||||||
Carrefour SA* | 245 | 6,404 | ||||||
Casino Guichard Perrachon SA | 140 | 8,641 | ||||||
Christian Dior SE | 23 | 6,575 | ||||||
Cie de Saint-Gobain | 209 | 11,698 | ||||||
Cie Generale des Etablissements Michelin | 293 | 36,902 | ||||||
Cie Plastic Omnium SA | 44 | 1,637 | ||||||
Danone SA | 34 | 2,526 | ||||||
Dassault Aviation SA | 3 | 4,479 | ||||||
Dassault Systemes SE (a) | 32 | 2,956 | ||||||
Edenred (a) | 252 | 6,654 | ||||||
Eiffage SA | 88 | 8,010 | ||||||
Electricite de France SA | 50 | 539 | ||||||
Engie SA (a) | 137 | 2,093 | ||||||
Essilor International SA | 24 | 3,194 | ||||||
Euler Hermes Group | 45 | 4,737 | ||||||
Eurazeo SA | 24 | 1,719 | ||||||
Faurecia | 69 | 3,626 | ||||||
Fonciere Des Regions REIT | 30 | 2,799 | ||||||
Gecina SA REIT | 72 | 11,080 | ||||||
Groupe Eurotunnel SE | 70 | 825 | ||||||
Hermes International | 4 | 1,979 | ||||||
Imerys SA | 47 | 4,081 | ||||||
Ingenico Group SA | 13 | 1,265 | ||||||
Ipsen SA | 88 | 11,108 | ||||||
JCDecaux SA (a) | 18 | 596 | ||||||
Kering | 15 | 4,966 | ||||||
Klepierre REIT | 97 | 4,055 | ||||||
Lagardere SCA | 218 | 6,859 | ||||||
Legrand SA* | 159 | 10,912 | ||||||
LOreal SA | 8 | 1,713 | ||||||
LVMH Moet Hennessy Louis Vuitton SE | 10 | 2,554 | ||||||
Orange SA (a) | 372 | 6,542 | ||||||
Orpea | 30 | 3,407 | ||||||
Pernod Ricard SA | 14 | 1,903 | ||||||
Publicis Groupe SA (a) | 29 | 2,222 | ||||||
Remy Cointreau SA | 20 | 2,192 | ||||||
Renault SA*(a) | 5 | 467 | ||||||
Rexel SA | 795 | 14,018 | ||||||
Safran SA | 84 | 7,443 | ||||||
Sanofi | 13 | 1,289 | ||||||
Sartorius Stedim Biotech | 18 | 1,418 | ||||||
Schneider Electric SE* | 89 | 6,862 | ||||||
SCOR SE | 119 | 4,690 | ||||||
SEB SA | 60 | 10,539 | ||||||
Societe BIC SA | 23 | 2,813 | ||||||
Societe Generale SA (a) | 7 | 367 | ||||||
Sodexo SA | 87 | 11,882 | ||||||
Suez (a) | 259 | 4,730 | ||||||
Teleperformance* | 37 | 4,845 | ||||||
Thales SA | 98 | 10,835 | ||||||
TOTAL SA (a) | 15 | 797 | ||||||
Unibail-Rodamco SE REIT | 29 | 7,489 | ||||||
Valeo SA | 244 | 17,003 | ||||||
Veolia Environnement SA | 145 | 3,194 | ||||||
Vinci SA | 85 | 7,430 | ||||||
Vivendi SA | 164 | 3,560 | ||||||
Zodiac Aerospace | 77 | 2,042 | ||||||
|
|
|||||||
385,669 | ||||||||
|
|
|||||||
Germany - 5.1% | ||||||||
adidas AG | 49 | 9,381 | ||||||
Allianz SE | 8 | 1,537 | ||||||
Axel Springer SE | 27 | 1,699 | ||||||
BASF SE | 29 | 2,734 | ||||||
Bayer AG | 14 | 1,859 | ||||||
Bayerische Motoren Werke AG | 9 | 843 | ||||||
Beiersdorf AG | 29 | 3,118 |
Brenntag AG | 128 | 7,413 | ||||||
Continental AG | 14 | 3,117 | ||||||
Covestro AG, 144A | 104 | 7,786 | ||||||
Daimler AG | 14 | 1,017 | ||||||
Deutsche Lufthansa AG | 232 | 4,512 | ||||||
Deutsche Post AG | 422 | 15,430 | ||||||
Deutsche Telekom AG* | 102 | 2,033 | ||||||
Deutsche Wohnen AG | 850 | 33,373 | ||||||
E.ON SE | 1,180 | 10,334 | ||||||
Evonik Industries AG | 365 | 12,582 | ||||||
Fielmann AG | 30 | 2,417 | ||||||
Fraport AG Frankfurt Airport Services Worldwide | 60 | 4,869 | ||||||
Fresenius Medical Care AG & Co. KGaA | 29 | 2,777 | ||||||
Fresenius SE & Co. KGaA | 39 | 3,342 | ||||||
FUCHS PETROLUB SE | 72 | 3,433 | ||||||
GEA Group AG | 72 | 2,961 | ||||||
Hannover Rueck SE | 34 | 4,053 | ||||||
HeidelbergCement AG | 54 | 5,033 | ||||||
Hella KGaA Hueck & Co. | 54 | 2,741 | ||||||
Henkel AG & Co. KGaA | 15 | 1,865 | ||||||
HOCHTIEF AG | 47 | 8,654 | ||||||
HUGO BOSS AG (a) | 132 | 9,950 | ||||||
Infineon Technologies AG | 454 | 10,052 | ||||||
Innogy SE, 144A | 103 | 4,231 | ||||||
K+S AG | 168 | 4,303 | ||||||
KION Group AG | 70 | 5,184 | ||||||
LANXESS AG | 154 | 11,504 | ||||||
LEG Immobilien AG | 22 | 2,076 | ||||||
Linde AG | 62 | 11,849 | ||||||
MAN SE | 15 | 1,587 | ||||||
Merck KGaA | 29 | 3,504 | ||||||
METRO AG | 383 | 12,834 | ||||||
MTU Aero Engines AG | 163 | 23,022 | ||||||
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 14 | 2,767 | ||||||
OSRAM Licht AG | 62 | 4,753 | ||||||
ProSiebenSat.1 Media SE | 94 | 3,995 | ||||||
Rational AG | 1 | 540 | ||||||
RWE AG* | 642 | 13,052 | ||||||
SAP SE | 10 | 1,073 | ||||||
Siemens AG | 23 | 3,286 | ||||||
Suedzucker AG | 73 | 1,563 | ||||||
Symrise AG | 54 | 3,884 | ||||||
Talanx AG | 25 | 927 | ||||||
Telefonica Deutschland Holding AG | 130 | 647 | ||||||
thyssenkrupp AG | 179 | 4,752 | ||||||
TUI AG | 962 | 14,878 | ||||||
Uniper SE* | 766 | 14,949 | ||||||
United Internet AG | 57 | 3,139 | ||||||
Vonovia SE | 117 | 4,602 | ||||||
Wacker Chemie AG | 17 | 1,866 | ||||||
Wirecard AG (a) | 84 | 5,604 | ||||||
Zalando SE, 144A* | 10 | 478 | ||||||
|
|
|||||||
347,764 | ||||||||
|
|
|||||||
Hong Kong - 4.1% | ||||||||
AIA Group Ltd. | 170 | 1,205 | ||||||
ASM Pacific Technology Ltd. | 85 | 1,220 | ||||||
Bank of East Asia Ltd. | 296 | 1,250 | ||||||
BOC Hong Kong Holdings Ltd. | 299 | 1,349 | ||||||
Cafe de Coral Holdings Ltd. | 1,870 | 6,131 | ||||||
Cathay Pacific Airways Ltd. | 366 | 535 | ||||||
Champion REIT | 12,351 | 8,052 | ||||||
Cheung Kong Infrastructure Holdings Ltd. | 88 | 758 | ||||||
Cheung Kong Property Holdings Ltd. | 706 | 5,300 | ||||||
China Travel International Investment Hong Kong Ltd. | 1,964 | 562 | ||||||
Chow Tai Fook Jewellery Group Ltd. | 3,214 | 3,362 | ||||||
CK Hutchison Holdings Ltd. | 173 | 2,256 | ||||||
CLP Holdings Ltd. | 928 | 10,146 | ||||||
Dah Sing Financial Holdings Ltd. | 79 | 604 | ||||||
First Pacific Co. Ltd. | 3,092 | 2,420 | ||||||
Galaxy Entertainment Group Ltd. | 99 | 572 | ||||||
Great Eagle Holdings Ltd. | 810 | 3,992 | ||||||
Hang Lung Group Ltd. | 1,335 | 5,534 | ||||||
Hang Lung Properties Ltd. | 1,890 | 4,887 | ||||||
Hang Seng Bank Ltd. | 49 | 1,034 | ||||||
Henderson Land Development Co. Ltd. | 798 | 5,156 | ||||||
Hong Kong & China Gas Co. Ltd. | 2,592 | 5,542 | ||||||
Hong Kong Exchanges & Clearing Ltd. | 48 | 1,212 | ||||||
Hongkong Land Holdings Ltd. | 1,700 | 12,852 | ||||||
Hopewell Highway Infrastructure Ltd. | 5,270 | 2,949 | ||||||
Hopewell Holdings Ltd. | 2,928 | 10,991 | ||||||
Hysan Development Co. Ltd. | 487 | 2,300 | ||||||
Johnson Electric Holdings Ltd. | 379 | 1,367 | ||||||
Kerry Logistics Network Ltd. | 915 | 1,346 | ||||||
Kerry Properties Ltd. | 2,325 | 8,220 | ||||||
Li & Fung Ltd. | 2,490 | 1,026 | ||||||
Lifestyle International Holdings Ltd. | 1,480 | 1,975 | ||||||
Link REIT | 6,837 | 53,959 | ||||||
MTR Corp. Ltd. | 449 | 2,558 |
New World Development Co. Ltd. | 3,082 | 3,836 | ||||||
NWS Holdings Ltd. | 4,724 | 9,142 | ||||||
Orient Overseas International Ltd.* | 310 | 1,967 | ||||||
PCCW Ltd. | 4,187 | 2,439 | ||||||
Power Assets Holdings Ltd. | 527 | 4,721 | ||||||
Sa Sa International Holdings Ltd. | 4,167 | 1,973 | ||||||
Shangri-La Asia Ltd. | 1,110 | 1,698 | ||||||
Shun Tak Holdings Ltd. | 628 | 219 | ||||||
Sino Land Co. Ltd. | 3,889 | 6,767 | ||||||
SJM Holdings Ltd. | 3,914 | 3,797 | ||||||
Sun Art Retail Group Ltd. | 7,580 | 7,004 | ||||||
Sun Hung Kai Properties Ltd. | 365 | 5,401 | ||||||
Swire Pacific Ltd., Class A | 641 | 6,309 | ||||||
Swire Properties Ltd. | 1,092 | 3,644 | ||||||
Techtronic Industries Co. Ltd. | 631 | 2,984 | ||||||
Television Broadcasts Ltd. | 692 | 2,606 | ||||||
Towngas China Co. Ltd.* | 1,988 | 1,235 | ||||||
VTech Holdings Ltd. | 443 | 6,748 | ||||||
WH Group Ltd., 144A | 3,306 | 3,097 | ||||||
Wharf Holdings Ltd. | 822 | 6,994 | ||||||
Wheelock & Co. Ltd. | 1,480 | 11,073 | ||||||
Xinyi Glass Holdings Ltd.* | 7,447 | 7,320 | ||||||
Yue Yuen Industrial Holdings Ltd. | 1,914 | 7,627 | ||||||
|
|
|||||||
281,223 | ||||||||
|
|
|||||||
Ireland - 1.0% | ||||||||
CRH PLC | 549 | 19,788 | ||||||
DCC PLC | 107 | 10,187 | ||||||
Glanbia PLC | 135 | 2,748 | ||||||
James Hardie Industries PLC CDI | 409 | 5,962 | ||||||
Kerry Group PLC, Class A | 39 | 3,446 | ||||||
Kingspan Group PLC | 282 | 9,783 | ||||||
Paddy Power Betfair PLC | 30 | 3,125 | ||||||
Ryanair Holdings PLC* | 95 | 1,923 | ||||||
Smurfit Kappa Group PLC | 497 | 13,993 | ||||||
|
|
|||||||
70,955 | ||||||||
|
|
|||||||
Israel - 1.2% | ||||||||
Airport City Ltd.* | 128 | 1,730 | ||||||
Alony Hetz Properties & Investments Ltd. | 392 | 3,888 | ||||||
Amot Investments Ltd. | 668 | 3,361 | ||||||
Azrieli Group Ltd. | 44 | 2,366 | ||||||
Bank Hapoalim BM | 755 | 5,030 | ||||||
Bank Leumi Le-Israel BM* | 1,269 | 6,210 | ||||||
Bezeq The Israeli Telecommunication Corp. Ltd. | 1,680 | 2,916 | ||||||
Delek Automotive Systems Ltd. | 230 | 2,017 | ||||||
Elbit Systems Ltd. | 118 | 14,353 | ||||||
First International Bank of Israel Ltd. | 44 | 773 | ||||||
Frutarom Industries Ltd. | 18 | 1,171 | ||||||
Gazit-Globe Ltd. | 120 | 1,171 | ||||||
Harel Insurance Investments & Financial Services Ltd. | 277 | 1,632 | ||||||
Israel Chemicals Ltd. | 1,058 | 4,484 | ||||||
Israel Corp. Ltd.* | 8 | 1,493 | ||||||
Israel Discount Bank Ltd., Class A* | 1,290 | 3,355 | ||||||
Melisron Ltd. | 65 | 3,375 | ||||||
Mizrahi Tefahot Bank Ltd. | 294 | 5,239 | ||||||
Nice Ltd. | 129 | 10,041 | ||||||
Oil Refineries Ltd. | 1,116 | 475 | ||||||
Paz Oil Co. Ltd. | 15 | 2,578 | ||||||
Shikun & Binui Ltd. | 474 | 1,152 | ||||||
Strauss Group Ltd. | 115 | 2,099 | ||||||
Tower Semiconductor Ltd.* | 34 | 882 | ||||||
|
|
|||||||
81,791 | ||||||||
|
|
|||||||
Italy - 1.0% | ||||||||
Assicurazioni Generali SpA | 82 | 1,295 | ||||||
Atlantia SpA | 82 | 2,285 | ||||||
Buzzi Unicem SpA | 39 | 1,013 | ||||||
Buzzi Unicem SpA-RSP | 64 | 964 | ||||||
Davide Campari-Milano SpA | 378 | 2,646 | ||||||
Enel SpA | 1,264 | 6,763 | ||||||
Eni SpA | 59 | 935 | ||||||
Ferrari NV | 84 | 7,273 | ||||||
Italgas SpA | 987 | 5,230 | ||||||
Leonardo SpA | 74 | 1,305 | ||||||
Luxottica Group SpA | 13 | 789 | ||||||
Moncler SpA | 182 | 4,437 | ||||||
Poste Italiane SpA, 144A | 74 | 521 | ||||||
PRADA SpA* | 223 | 940 | ||||||
Prysmian SpA | 584 | 16,267 | ||||||
Recordati SpA | 198 | 7,973 | ||||||
Salvatore Ferragamo SpA | 22 | 615 | ||||||
Snam SpA | 1,334 | 6,123 | ||||||
Terna Rete Elettrica Nazionale SpA | 137 | 775 | ||||||
|
|
|||||||
68,149 | ||||||||
|
|
|||||||
Japan - 25.3% | ||||||||
ABC-Mart, Inc. | 100 | 5,851 | ||||||
Advantest Corp. | 100 | 1,790 | ||||||
Aeon Co. Ltd. | 400 | 6,051 | ||||||
Aeon Mall Co. Ltd. | 100 | 1,875 | ||||||
Air Water, Inc. | 500 | 9,007 | ||||||
Aisin Seiki Co. Ltd. | 500 | 24,687 | ||||||
Ajinomoto Co., Inc. | 100 | 2,144 | ||||||
Alfresa Holdings Corp. | 400 | 7,726 | ||||||
Amada Holdings Co. Ltd. | 300 | 3,500 | ||||||
ANA Holdings, Inc. | 1,000 | 3,282 |
Aoyama Trading Co. Ltd. | 100 | 3,613 | ||||||
Aozora Bank Ltd. | 1,000 | 3,680 | ||||||
Asahi Glass Co. Ltd. | 1,000 | 8,175 | ||||||
Asahi Group Holdings Ltd. | 100 | 3,998 | ||||||
Asahi Kasei Corp. | 1,000 | 9,626 | ||||||
Asics Corp. | 100 | 1,678 | ||||||
Astellas Pharma, Inc. | 500 | 6,323 | ||||||
Autobacs Seven Co. Ltd. | 300 | 4,739 | ||||||
Azbil Corp. | 300 | 10,946 | ||||||
Bandai Namco Holdings, Inc. | 300 | 10,729 | ||||||
Benesse Holdings, Inc. | 100 | 3,676 | ||||||
Bic Camera, Inc. | 400 | 4,257 | ||||||
Bridgestone Corp. | 100 | 4,207 | ||||||
Calbee, Inc. | 200 | 7,759 | ||||||
Canon Marketing Japan, Inc. | 300 | 6,288 | ||||||
Canon, Inc. | 100 | 3,418 | ||||||
Chubu Electric Power Co., Inc. | 300 | 4,079 | ||||||
Chugai Pharmaceutical Co. Ltd. | 100 | 3,807 | ||||||
Chugoku Bank Ltd. | 100 | 1,407 | ||||||
Citizen Watch Co. Ltd. | 300 | 1,961 | ||||||
Coca-Cola Bottlers Japan, Inc. | 175 | 5,649 | ||||||
COMSYS Holdings Corp. | 500 | 10,607 | ||||||
Concordia Financial Group Ltd. | 1,200 | 5,533 | ||||||
Cosmo Energy Holdings Co. Ltd. | 100 | 1,458 | ||||||
Dai Nippon Printing Co. Ltd. | 1,000 | 11,132 | ||||||
Daicel Corp. | 400 | 4,742 | ||||||
Daifuku Co. Ltd. | 100 | 3,052 | ||||||
Dai-ichi Life Holdings, Inc. | 100 | 1,668 | ||||||
Daiichi Sankyo Co. Ltd. | 300 | 6,588 | ||||||
Daikin Industries Ltd. | 100 | 9,816 | ||||||
Daikyo, Inc. | 1,000 | 2,035 | ||||||
Daito Trust Construction Co. Ltd. | 100 | 15,798 | ||||||
Daiwa House Industry Co. Ltd. | 100 | 3,273 | ||||||
Denka Co. Ltd. | 3,000 | 15,111 | ||||||
Denso Corp. | 300 | 12,807 | ||||||
DIC Corp. | 300 | 10,322 | ||||||
Disco Corp. | 11 | 1,900 | ||||||
Don Quijote Holdings Co. Ltd. | 100 | 3,916 | ||||||
Ebara Corp. | 100 | 2,835 | ||||||
Electric Power Development Co. Ltd. | 300 | 7,978 | ||||||
Exedy Corp. | 300 | 8,206 | ||||||
Ezaki Glico Co. Ltd. | 100 | 5,652 | ||||||
FamilyMart UNY Holdings Co. Ltd. | 269 | 15,130 | ||||||
FP Corp. | 100 | 5,281 | ||||||
Fuji Electric Co. Ltd. | 3,000 | 16,087 | ||||||
FUJIFILM Holdings Corp. | 100 | 3,651 | ||||||
Fujikura Ltd. | 900 | 7,723 | ||||||
Fujitsu Ltd. | 1,000 | 7,305 | ||||||
Furukawa Electric Co. Ltd. | 300 | 13,442 | ||||||
Glory Ltd. | 100 | 3,400 | ||||||
Gunma Bank Ltd. | 300 | 1,595 | ||||||
H2O Retailing Corp. | 100 | 1,679 | ||||||
Hachijuni Bank Ltd. | 300 | 1,728 | ||||||
Hakuhodo DY Holdings, Inc. | 1,000 | 13,248 | ||||||
Hamamatsu Photonics KK | 100 | 3,188 | ||||||
Hankyu Hanshin Holdings, Inc. | 100 | 3,604 | ||||||
Haseko Corp. | 100 | 1,271 | ||||||
Heiwa Corp. | 300 | 6,535 | ||||||
Hino Motors Ltd. | 300 | 3,649 | ||||||
Hitachi Chemical Co. Ltd. | 500 | 13,813 | ||||||
Hitachi Construction Machinery Co. Ltd. | 300 | 6,969 | ||||||
Hitachi High-Technologies Corp. | 100 | 3,979 | ||||||
Hitachi Kokusai Electric, Inc. | 100 | 2,365 | ||||||
Hitachi Ltd. | 1,000 | 6,047 | ||||||
Hitachi Metals Ltd. | 500 | 6,669 | ||||||
Hitachi Transport System Ltd. | 100 | 2,261 | ||||||
Hokuhoku Financial Group, Inc. | 100 | 1,471 | ||||||
Honda Motor Co. Ltd. | 100 | 2,819 | ||||||
Horiba Ltd. | 100 | 6,131 | ||||||
House Foods Group, Inc. | 300 | 7,539 | ||||||
Hoya Corp. | 100 | 4,932 | ||||||
Ibiden Co. Ltd. | 300 | 5,385 | ||||||
Idemitsu Kosan Co. Ltd. | 300 | 8,410 | ||||||
Iida Group Holdings Co. Ltd. | 100 | 1,653 | ||||||
Inpex Corp. | 500 | 4,605 | ||||||
Isetan Mitsukoshi Holdings Ltd. | 300 | 3,030 | ||||||
Isuzu Motors Ltd. | 500 | 6,117 | ||||||
Ito En Ltd. | 100 | 4,142 | ||||||
ITOCHU Corp. | 500 | 7,112 | ||||||
Itochu Techno-Solutions Corp. | 300 | 10,241 | ||||||
Itoham Yonekyu Holdings, Inc. | 900 | 8,423 | ||||||
Iyo Bank Ltd. | 100 | 721 | ||||||
Izumi Co. Ltd. | 100 | 5,453 | ||||||
J. Front Retailing Co. Ltd. | 300 | 4,246 | ||||||
JFE Holdings, Inc. | 100 | 1,670 | ||||||
JSR Corp. | 700 | 11,761 | ||||||
JTEKT Corp. | 100 | 1,504 | ||||||
JXTG Holdings, Inc. | 5,050 | 22,029 | ||||||
Kagome Co. Ltd. | 400 | 12,787 | ||||||
Kajima Corp. | 1,000 | 7,695 | ||||||
Kandenko Co. Ltd. | 2,000 | 20,437 | ||||||
Kansai Electric Power Co., Inc. | 300 | 4,206 | ||||||
Kansai Paint Co. Ltd. | 400 | 8,663 | ||||||
Kao Corp. | 100 | 6,315 | ||||||
Kawasaki Kisen Kaisha Ltd.* | 1,000 | 2,595 | ||||||
Keisei Electric Railway Co. Ltd. | 100 | 2,554 | ||||||
Kewpie Corp. | 100 | 2,613 |
Kinden Corp. | 400 | 6,142 | ||||||
Kintetsu Group Holdings Co. Ltd. | 1,000 | 3,861 | ||||||
Kirin Holdings Co. Ltd. | 500 | 10,564 | ||||||
Kissei Pharmaceutical Co. Ltd. | 100 | 2,570 | ||||||
Koito Manufacturing Co. Ltd. | 100 | 5,272 | ||||||
Komatsu Ltd. | 400 | 9,526 | ||||||
Komeri Co. Ltd. | 100 | 2,539 | ||||||
Konami Holdings Corp. | 300 | 14,758 | ||||||
Konica Minolta, Inc. | 100 | 788 | ||||||
Ks Holdings Corp. | 300 | 6,185 | ||||||
Kubota Corp. | 300 | 4,753 | ||||||
Kuraray Co. Ltd. | 1,900 | 34,208 | ||||||
Kurita Water Industries Ltd. | 300 | 7,951 | ||||||
Kyocera Corp. | 300 | 17,311 | ||||||
KYORIN Holdings, Inc. | 100 | 2,063 | ||||||
Kyushu Electric Power Co., Inc. | 100 | 1,241 | ||||||
Kyushu Financial Group, Inc. | 400 | 2,463 | ||||||
Kyushu Railway Co. | 26 | 883 | ||||||
Lintec Corp. | 300 | 7,121 | ||||||
Lion Corp. | 6 | 127 | ||||||
M3, Inc. | 100 | 2,880 | ||||||
Mabuchi Motor Co. Ltd. | 100 | 5,643 | ||||||
Makita Corp. | 200 | 7,542 | ||||||
Marubeni Corp. | 2,200 | 13,608 | ||||||
Maruichi Steel Tube Ltd. | 300 | 8,803 | ||||||
Mazda Motor Corp. | 100 | 1,365 | ||||||
Mebuki Financial Group, Inc. | 100 | 392 | ||||||
Medipal Holdings Corp. | 100 | 1,843 | ||||||
MINEBEA MITSUMI, Inc. | 100 | 1,634 | ||||||
MISUMI Group, Inc. | 400 | 9,043 | ||||||
Mitsubishi Chemical Holdings Corp. | 2,200 | 16,681 | ||||||
Mitsubishi Corp. | 300 | 6,017 | ||||||
Mitsubishi Electric Corp. | 500 | 6,904 | ||||||
Mitsubishi Gas Chemical Co., Inc. | 800 | 16,523 | ||||||
Mitsubishi Materials Corp. | 100 | 2,826 | ||||||
Mitsubishi Shokuhin Co. Ltd. | 100 | 2,989 | ||||||
Mitsubishi Tanabe Pharma Corp. | 300 | 6,682 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 100 | 625 | ||||||
Mitsubishi UFJ Lease & Finance Co. Ltd. | 300 | 1,533 | ||||||
Mitsui & Co. Ltd. | 400 | 5,409 | ||||||
Mitsui Chemicals, Inc. | 1,000 | 4,974 | ||||||
Mitsui Engineering & Shipbuilding Co. Ltd. | 1,000 | 1,374 | ||||||
Mitsui OSK Lines Ltd. | 1,000 | 2,876 | ||||||
Miura Co. Ltd. | 100 | 1,953 | ||||||
Mizuho Financial Group, Inc. | 800 | 1,395 | ||||||
MS&AD Insurance Group Holdings, Inc. | 100 | 3,513 | ||||||
Nabtesco Corp. | 100 | 2,939 | ||||||
Nagase & Co. Ltd. | 900 | 12,859 | ||||||
Nagoya Railroad Co. Ltd. | 1,000 | 4,675 | ||||||
NGK Insulators Ltd. | 100 | 2,011 | ||||||
NGK Spark Plug Co. Ltd. | 300 | 6,107 | ||||||
NHK Spring Co. Ltd. | 800 | 8,428 | ||||||
Nichirei Corp. | 100 | 2,867 | ||||||
Nihon Kohden Corp. | 100 | 2,234 | ||||||
Nihon M&A Center, Inc. | 300 | 11,869 | ||||||
Nikon Corp. | 300 | 4,631 | ||||||
Nippon Express Co. Ltd. | 1,000 | 6,176 | ||||||
Nippon Paint Holdings Co. Ltd. | 100 | 3,983 | ||||||
Nippon Paper Industries Co. Ltd. | 100 | 1,903 | ||||||
Nippon Shokubai Co. Ltd. | 300 | 18,339 | ||||||
Nippon Steel & Sumitomo Metal Corp. | 300 | 6,393 | ||||||
Nippon Yusen KK* | 1,000 | 1,818 | ||||||
Nissan Chemical Industries Ltd. | 400 | 14,053 | ||||||
Nissan Motor Co. Ltd. | 300 | 2,880 | ||||||
Nisshin Seifun Group, Inc. | 300 | 4,962 | ||||||
Nisshinbo Holdings, Inc. | 100 | 947 | ||||||
Nissin Foods Holdings Co. Ltd. | 100 | 6,321 | ||||||
Nitto Denko Corp. | 100 | 8,040 | ||||||
NOK Corp. | 300 | 6,576 | ||||||
Nomura Holdings, Inc. | 300 | 1,800 | ||||||
Nomura Real Estate Holdings, Inc. | 100 | 2,158 | ||||||
Nomura Research Institute Ltd. | 210 | 8,004 | ||||||
NS Solutions Corp. | 100 | 2,402 | ||||||
NSK Ltd. | 400 | 4,775 | ||||||
NTT DOCOMO, Inc. | 100 | 2,457 | ||||||
Obayashi Corp. | 500 | 5,534 | ||||||
Oji Holdings Corp. | 3,000 | 14,731 | ||||||
Omron Corp. | 300 | 12,560 | ||||||
Oracle Corp. | 100 | 5,896 | ||||||
ORIX Corp. | 100 | 1,581 | ||||||
Osaka Gas Co. Ltd. | 5,000 | 19,772 | ||||||
OSG Corp. | 100 | 2,037 | ||||||
Otsuka Corp. | 100 | 6,158 | ||||||
Otsuka Holdings Co. Ltd. | 100 | 4,517 | ||||||
Panasonic Corp. | 300 | 3,854 | ||||||
Park24 Co. Ltd. | 200 | 5,588 | ||||||
Pigeon Corp. | 100 | 3,454 | ||||||
Recruit Holdings Co. Ltd. | 100 | 5,308 | ||||||
Rengo Co. Ltd. | 400 | 2,246 | ||||||
Resona Holdings, Inc. | 900 | 4,612 | ||||||
Rohm Co. Ltd. | 100 | 8,039 | ||||||
Rohto Pharmaceutical Co. Ltd. | 100 | 2,083 |
San-In Godo Bank Ltd. | 100 | 753 | ||||||
Sankyo Co. Ltd. | 100 | 3,359 | ||||||
Santen Pharmaceutical Co. Ltd. | 300 | 4,137 | ||||||
Sanwa Holdings Corp. | 800 | 8,840 | ||||||
Sapporo Holdings Ltd. | 100 | 2,903 | ||||||
Secom Co. Ltd. | 100 | 7,323 | ||||||
Sega Sammy Holdings, Inc. | 100 | 1,271 | ||||||
Seibu Holdings, Inc. | 100 | 1,861 | ||||||
Seiko Epson Corp. | 100 | 2,101 | ||||||
Seino Holdings Co. Ltd. | 400 | 5,024 | ||||||
Sekisui Chemical Co. Ltd. | 1,000 | 17,597 | ||||||
Sekisui House Ltd. | 100 | 1,718 | ||||||
Senshu Ikeda Holdings, Inc. | 300 | 1,226 | ||||||
Seven & i Holdings Co. Ltd. | 100 | 4,257 | ||||||
Shiga Bank Ltd. | 1,000 | 4,928 | ||||||
Shimachu Co. Ltd. | 300 | 7,005 | ||||||
Shimadzu Corp. | 100 | 1,937 | ||||||
Shimizu Corp. | 1,000 | 10,092 | ||||||
Shin-Etsu Chemical Co. Ltd. | 100 | 8,981 | ||||||
Shinsei Bank Ltd. | 1,000 | 1,619 | ||||||
Shiseido Co. Ltd. | 100 | 3,371 | ||||||
Showa Denko KK | 300 | 5,841 | ||||||
Showa Shell Sekiyu KK | 300 | 2,756 | ||||||
Skylark Co. Ltd. | 100 | 1,574 | ||||||
Sojitz Corp. | 1,200 | 2,897 | ||||||
Sompo Holdings, Inc. | 100 | 3,865 | ||||||
Sony Corp. | 100 | 3,648 | ||||||
Sony Financial Holdings, Inc. | 100 | 1,542 | ||||||
Sotetsu Holdings, Inc. | 1,000 | 4,784 | ||||||
Stanley Electric Co. Ltd. | 300 | 9,047 | ||||||
Subaru Corp. | 100 | 3,387 | ||||||
Sugi Holdings Co. Ltd. | 100 | 5,335 | ||||||
Sumitomo Chemical Co. Ltd. | 1,000 | 5,227 | ||||||
Sumitomo Corp. | 1,400 | 17,882 | ||||||
Sumitomo Dainippon Pharma Co. Ltd. | 100 | 1,528 | ||||||
Sumitomo Electric Industries Ltd. | 1,400 | 22,225 | ||||||
Sumitomo Forestry Co. Ltd. | 300 | 4,785 | ||||||
Sumitomo Heavy Industries Ltd. | 1,000 | 6,529 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 100 | 3,594 | ||||||
Sumitomo Osaka Cement Co. Ltd. | 1,000 | 4,377 | ||||||
Sumitomo Rubber Industries Ltd. | 400 | 6,829 | ||||||
Suruga Bank Ltd. | 100 | 2,171 | ||||||
Suzuken Co. Ltd. | 200 | 6,583 | ||||||
Suzuki Motor Corp. | 700 | 33,011 | ||||||
T&D Holdings, Inc. | 100 | 1,417 | ||||||
Tadano Ltd. | 100 | 1,228 | ||||||
Taiheiyo Cement Corp. | 3,000 | 9,658 | ||||||
Taisei Corp. | 1,000 | 8,554 | ||||||
Taiyo Nippon Sanso Corp. | 300 | 3,049 | ||||||
Taiyo Yuden Co. Ltd. | 100 | 1,422 | ||||||
Takara Holdings, Inc. | 100 | 1,042 | ||||||
Teijin Ltd. | 400 | 7,484 | ||||||
Temp Holdings Co. Ltd. | 300 | 5,933 | ||||||
Terumo Corp. | 100 | 4,069 | ||||||
THK Co. Ltd. | 100 | 2,799 | ||||||
TIS, Inc. | 100 | 2,903 | ||||||
Tobu Railway Co. Ltd. | 1,000 | 5,344 | ||||||
Toho Co. Ltd. | 100 | 2,961 | ||||||
Toho Gas Co. Ltd. | 3,000 | 23,168 | ||||||
Tohoku Electric Power Co., Inc. | 300 | 4,460 | ||||||
Tokai Rika Co. Ltd. | 100 | 1,837 | ||||||
Tokyo Broadcasting System Holdings, Inc. | 100 | 1,659 | ||||||
Tokyo Electron Ltd. | 13 | 1,844 | ||||||
Tokyo Gas Co. Ltd. | 4,000 | 20,798 | ||||||
Toppan Printing Co. Ltd. | 1,000 | 11,032 | ||||||
Toray Industries, Inc. | 1,000 | 8,364 | ||||||
Tosoh Corp. | 1,000 | 8,509 | ||||||
TOTO Ltd. | 100 | 3,816 | ||||||
Toyo Seikan Group Holdings Ltd. | 100 | 1,601 | ||||||
Toyo Suisan Kaisha Ltd. | 100 | 3,902 | ||||||
Toyobo Co. Ltd. | 1,000 | 1,763 | ||||||
Toyoda Gosei Co. Ltd. | 400 | 9,629 | ||||||
Toyota Boshoku Corp. | 100 | 1,932 | ||||||
Toyota Industries Corp. | 100 | 5,037 | ||||||
Toyota Tsusho Corp. | 300 | 9,210 | ||||||
TS Tech Co. Ltd. | 100 | 2,817 | ||||||
Tsumura & Co. | 100 | 3,658 | ||||||
TV Asahi Holdings Corp. | 100 | 1,752 | ||||||
Ube Industries Ltd. | 4,000 | 9,513 | ||||||
Unicharm Corp. | 100 | 2,709 | ||||||
Ushio, Inc. | 100 | 1,286 | ||||||
USS Co. Ltd. | 300 | 6,047 | ||||||
Welcia Holdings Co. Ltd. | 100 | 3,662 | ||||||
West Japan Railway Co. | 100 | 6,952 | ||||||
Yahoo Japan Corp. | 100 | 450 | ||||||
Yakult Honsha Co. Ltd. | 100 | 7,081 | ||||||
Yamada Denki Co. Ltd. | 300 | 1,576 | ||||||
Yamaha Corp. | 100 | 3,237 | ||||||
Yamaha Motor Co. Ltd. | 100 | 2,515 | ||||||
Yamato Holdings Co. Ltd. | 100 | 2,176 | ||||||
Yamato Kogyo Co. Ltd. | 100 | 2,403 | ||||||
Yamazaki Baking Co. Ltd. | 200 | 4,151 | ||||||
Yaskawa Electric Corp. | 300 | 5,982 | ||||||
Yokogawa Electric Corp. | 500 | 8,686 | ||||||
Yokohama Rubber Co. Ltd. | 100 | 1,953 |
Zensho Holdings Co. Ltd. | 300 | 5,472 | ||||||
|
|
|||||||
1,734,387 | ||||||||
|
|
|||||||
Jersey Island - 0.0% | ||||||||
Randgold Resources Ltd. | 14 | 1,331 | ||||||
|
|
|||||||
Jordan - 0.0% | ||||||||
Hikma Pharmaceuticals PLC | 49 | 1,068 | ||||||
|
|
|||||||
Luxembourg - 0.2% | ||||||||
Eurofins Scientific SE | 4 | 2,126 | ||||||
LOccitane International SA | 847 | 1,683 | ||||||
RTL Group SA | 42 | 3,272 | ||||||
SES SA | 42 | 1,040 | ||||||
Tenaris SA | 88 | 1,331 | ||||||
|
|
|||||||
9,452 | ||||||||
|
|
|||||||
Macau - 0.0% | ||||||||
MGM China Holdings Ltd. | 368 | 817 | ||||||
Sands China Ltd. | 70 | 323 | ||||||
|
|
|||||||
1,140 | ||||||||
|
|
|||||||
Netherlands - 1.8% | ||||||||
ABN AMRO Group NV, 144A (a) | 28 | 723 | ||||||
Aegon NV | 115 | 573 | ||||||
Akzo Nobel NV | 170 | 14,244 | ||||||
ASML Holding NV | 15 | 1,982 | ||||||
Boskalis Westminster | 270 | 9,316 | ||||||
EXOR NV | 340 | 18,983 | ||||||
Gemalto NV (a) | 20 | 1,188 | ||||||
GrandVision NV, 144A | 19 | 500 | ||||||
Heineken Holding NV | 45 | 4,187 | ||||||
Heineken NV | 10 | 986 | ||||||
ING Groep NV | 72 | 1,206 | ||||||
Koninklijke Ahold Delhaize NV | 1,047 | 23,111 | ||||||
Koninklijke DSM NV | 209 | 15,572 | ||||||
Koninklijke Philips NV (a) | 275 | 9,729 | ||||||
Koninklijke Vopak NV | 32 | 1,450 | ||||||
NN Group NV | 88 | 3,167 | ||||||
QIAGEN NV* | 145 | 4,887 | ||||||
Randstad Holding NV | 70 | 4,054 | ||||||
Wolters Kluwer NV | 210 | 9,221 | ||||||
|
|
|||||||
125,079 | ||||||||
|
|
|||||||
New Zealand - 1.2% | ||||||||
Air New Zealand Ltd. | 1,041 | 2,120 | ||||||
Auckland International Airport Ltd. | 247 | 1,225 | ||||||
Contact Energy Ltd. | 852 | 3,120 | ||||||
Fisher & Paykel Healthcare Corp. Ltd. | 559 | 4,245 | ||||||
Fletcher Building Ltd. | 5,673 | 30,440 | ||||||
Kiwi Property Group Ltd. | 10,827 | 11,066 | ||||||
Mercury NZ Ltd. | 961 | 2,217 | ||||||
Meridian Energy Ltd. | 965 | 1,952 | ||||||
Ryman Healthcare Ltd. | 987 | 5,835 | ||||||
SKY Network Television Ltd. | 1,286 | 3,295 | ||||||
SKYCITY Entertainment Group Ltd. | 424 | 1,318 | ||||||
Spark New Zealand Ltd. | 5,756 | 15,361 | ||||||
Vector Ltd. | 787 | 1,838 | ||||||
|
|
|||||||
84,032 | ||||||||
|
|
|||||||
Norway - 1.0% | ||||||||
DNB ASA | 150 | 2,549 | ||||||
Gjensidige Forsikring ASA | 102 | 1,649 | ||||||
Marine Harvest ASA* | 1,167 | 20,507 | ||||||
Norsk Hydro ASA | 3,367 | 18,201 | ||||||
Orkla ASA | 921 | 9,235 | ||||||
Schibsted ASA, Class A | 15 | 358 | ||||||
Statoil ASA | 20 | 349 | ||||||
Telenor ASA | 312 | 5,168 | ||||||
Yara International ASA | 299 | 11,151 | ||||||
|
|
|||||||
69,167 | ||||||||
|
|
|||||||
Portugal - 0.3% | ||||||||
EDP - Energias de Portugal SA | 1,591 | 5,857 | ||||||
Galp Energia SGPS SA | 229 | 3,536 | ||||||
Jeronimo Martins SGPS SA | 418 | 8,329 | ||||||
|
|
|||||||
17,722 | ||||||||
|
|
|||||||
Russia - 0.0% | ||||||||
Polymetal International PLC | 90 | 1,174 | ||||||
United Co. RUSAL PLC | 830 | 407 | ||||||
|
|
|||||||
1,581 | ||||||||
|
|
|||||||
Singapore - 2.2% | ||||||||
Ascendas Real Estate Investment Trust REIT | 2,400 | 4,545 | ||||||
BOC Aviation Ltd., 144A | 413 | 2,125 | ||||||
CapitaLand Commercial Trust REIT | 3,000 | 3,600 | ||||||
CapitaLand Ltd. | 2,700 | 6,948 | ||||||
CapitaLand Mall Trust REIT | 2,400 | 3,452 | ||||||
City Developments Ltd. | 1,400 | 10,778 | ||||||
ComfortDelGro Corp. Ltd. | 2,800 | 4,858 | ||||||
DBS Group Holdings Ltd. | 100 | 1,480 | ||||||
Genting Singapore PLC | 2,900 | 2,474 | ||||||
Global Logistic Properties Ltd. | 4,400 | 9,224 | ||||||
Golden Agri-Resources Ltd. | 23,900 | 6,306 | ||||||
Hutchison Port Holdings Trust, Class U | 2,800 | 1,134 | ||||||
Jardine Cycle & Carriage Ltd. | 93 | 2,946 | ||||||
Keppel Corp. Ltd. | 1,500 | 6,972 | ||||||
M1 Ltd. | 700 | 1,143 | ||||||
Oversea-Chinese Banking Corp. Ltd. | 300 | 2,275 | ||||||
SATS Ltd. | 2,900 | 10,775 | ||||||
Sembcorp Industries Ltd. | 1,400 | 3,198 | ||||||
Sembcorp Marine Ltd. | 500 | 609 |
SIA Engineering Co. Ltd. | 500 | 1,413 | ||||||
Singapore Airlines Ltd. | 900 | 6,512 | ||||||
Singapore Exchange Ltd. | 1,300 | 6,832 | ||||||
Singapore Post Ltd. | 1,000 | 914 | ||||||
Singapore Press Holdings Ltd. | 900 | 2,062 | ||||||
Singapore Technologies Engineering Ltd. | 2,200 | 5,916 | ||||||
Singapore Telecommunications Ltd. | 1,200 | 3,261 | ||||||
StarHub Ltd. | 1,000 | 1,952 | ||||||
Suntec Real Estate Investment Trust REIT | 2,000 | 2,653 | ||||||
UOL Group Ltd. | 700 | 3,542 | ||||||
Venture Corp. Ltd. | 2,200 | 20,562 | ||||||
Wilmar International Ltd. | 2,800 | 7,165 | ||||||
Yanlord Land Group Ltd. | 2,900 | 3,941 | ||||||
|
|
|||||||
151,567 | ||||||||
|
|
|||||||
South Africa - 0.3% | ||||||||
Investec PLC | 87 | 683 | ||||||
Mondi PLC | 771 | 20,145 | ||||||
|
|
|||||||
20,828 | ||||||||
|
|
|||||||
South Korea - 3.0% | ||||||||
BNK Financial Group, Inc. | 43 | 384 | ||||||
Cheil Worldwide, Inc. | 109 | 1,869 | ||||||
CJ CheilJedang Corp. | 7 | 2,385 | ||||||
Coway Co. Ltd. | 22 | 1,975 | ||||||
Daelim Industrial Co. Ltd. | 12 | 990 | ||||||
Daewoo Engineering & Construction Co. Ltd.* | 157 | 1,059 | ||||||
DGB Financial Group, Inc. | 115 | 1,181 | ||||||
Dongbu Insurance Co. Ltd. | 17 | 1,028 | ||||||
Doosan Corp. | 9 | 944 | ||||||
E-MART, Inc. | 30 | 6,511 | ||||||
GS Holdings Corp. | 67 | 4,363 | ||||||
Hana Financial Group, Inc. | 135 | 4,950 | ||||||
Hankook Tire Co. Ltd. | 79 | 4,297 | ||||||
Hanon Systems | 69 | 638 | ||||||
Hanwha Chemical Corp. | 45 | 1,198 | ||||||
Hanwha Corp. | 68 | 2,906 | ||||||
Hyosung Corp. | 10 | 1,501 | ||||||
Hyundai Development Co.-Engineering & Construction | 20 | 918 | ||||||
Hyundai Engineering & Construction Co. Ltd. | 89 | 3,871 | ||||||
Hyundai Glovis Co. Ltd. | 1 | 142 | ||||||
Hyundai Heavy Industries Co. Ltd.* | 3 | 464 | ||||||
Hyundai Marine & Fire Insurance Co. Ltd. | 32 | 1,079 | ||||||
Hyundai Mobis Co. Ltd. | 68 | 16,672 | ||||||
Hyundai Motor Co. | 14 | 2,038 | ||||||
Hyundai Steel Co. | 60 | 3,173 | ||||||
Industrial Bank of Korea | 50 | 576 | ||||||
Kangwon Land, Inc. | 45 | 1,457 | ||||||
KB Financial Group, Inc. | 119 | 5,697 | ||||||
Kia Motors Corp. | 68 | 2,372 | ||||||
Korea Electric Power Corp. | 20 | 763 | ||||||
Korea Gas Corp.* | 24 | 1,089 | ||||||
Korea Zinc Co. Ltd. | 3 | 1,174 | ||||||
KT Corp. | 44 | 1,279 | ||||||
KT&G Corp. | 110 | 10,906 | ||||||
Kumho Petrochemical Co. Ltd. | 17 | 1,187 | ||||||
LG Chem Ltd. | 7 | 1,888 | ||||||
LG Corp. | 25 | 1,809 | ||||||
LG Display Co. Ltd. | 137 | 3,989 | ||||||
LG Electronics, Inc. | 82 | 6,042 | ||||||
LG Household & Health Care Ltd. | 1 | 878 | ||||||
LG Uplus Corp. | 506 | 7,322 | ||||||
Lotte Chemical Corp. | 4 | 1,288 | ||||||
LOTTE Fine Chemical Co. Ltd. | 23 | 871 | ||||||
LS Corp. | 48 | 3,151 | ||||||
Mando Corp. | 33 | 7,604 | ||||||
NCSoft Corp. | 2 | 676 | ||||||
NongShim Co. Ltd. | 3 | 930 | ||||||
POSCO | 78 | 19,646 | ||||||
Posco Daewoo Corp. | 73 | 1,575 | ||||||
S-1 Corp. | 25 | 2,333 | ||||||
Samsung Biologics Co. Ltd., 144A* | 2 | 393 | ||||||
Samsung Electro-Mechanics Co. Ltd. | 17 | 1,253 | ||||||
Samsung Electronics Co. Ltd. | 3 | 5,989 | ||||||
Samsung Fire & Marine Insurance Co. Ltd. | 9 | 2,351 | ||||||
Samsung Life Insurance Co. Ltd. | 10 | 1,090 | ||||||
Samsung SDI Co. Ltd. | 30 | 4,435 | ||||||
Shinhan Financial Group Co. Ltd. | 79 | 3,489 | ||||||
Shinsegae Inc. | 4 | 870 | ||||||
SK Hynix, Inc. | 199 | 10,131 | ||||||
SK Innovation Co. Ltd. | 23 | 3,472 | ||||||
SK Networks Co. Ltd. | 119 | 787 | ||||||
SK Telecom Co. Ltd. | 30 | 6,793 | ||||||
SKC Co. Ltd. | 12 | 339 | ||||||
S-Oil Corp. | 38 | 3,513 | ||||||
Woori Bank | 250 | 3,416 | ||||||
|
|
|||||||
201,359 | ||||||||
|
|
|||||||
Spain - 1.7% | ||||||||
Abertis Infraestructuras SA | 270 | 4,944 | ||||||
Acciona SA | 14 | 1,344 | ||||||
Acerinox SA | 68 | 920 |
ACS Actividades de Construccion y Servicios SA | 189 | 7,559 | ||||||
Aena SA, 144A | 27 | 5,456 | ||||||
Amadeus IT Group SA | 210 | 12,244 | ||||||
Banco Santander SA | 98 | 637 | ||||||
Bankinter SA | 69 | 636 | ||||||
CaixaBank SA | 167 | 789 | ||||||
Corp. Financiera Alba SA | 145 | 8,511 | ||||||
Distribuidora Internacional de Alimentacion SA (a) | 1,529 | 9,420 | ||||||
Enagas SA | 193 | 5,744 | ||||||
Endesa SA | 364 | 9,093 | ||||||
Ferrovial SA | 140 | 3,157 | ||||||
Ferrovial SA* | 2 | 45 | ||||||
Gamesa Corp. Tecnologica SA | 43 | 976 | ||||||
Gas Natural SDG SA | 222 | 5,597 | ||||||
Grifols SA | 49 | 1,388 | ||||||
Iberdrola SA | 734 | 5,859 | ||||||
Industria de Diseno Textil SA | 12 | 491 | ||||||
Mapfre SA | 413 | 1,470 | ||||||
Mediaset Espana Comunicacion SA | 252 | 3,388 | ||||||
Merlin Properties Socimi SA REIT | 516 | 6,551 | ||||||
Red Electrica Corp. SA | 222 | 4,987 | ||||||
Repsol SA | 375 | 6,289 | ||||||
Telefonica SA | 381 | 4,248 | ||||||
Zardoya Otis SA | 74 | 726 | ||||||
|
|
|||||||
112,469 | ||||||||
|
|
|||||||
Sweden - 5.3% | ||||||||
Alfa Laval AB | 364 | 7,343 | ||||||
Assa Abloy AB, Class B | 267 | 6,008 | ||||||
Atlas Copco AB, Class A | 215 | 7,970 | ||||||
Atlas Copco AB, Class B | 127 | 4,203 | ||||||
Boliden AB | 443 | 12,149 | ||||||
Electrolux AB, Series B | 790 | 25,417 | ||||||
Fastighets AB Balder, Class B* | 224 | 5,626 | ||||||
Getinge AB, Class B | 24 | 500 | ||||||
Hennes & Mauritz AB, Class B (a) | 95 | 2,371 | ||||||
Hexagon AB, Class B | 152 | 6,670 | ||||||
Husqvarna AB, Class B | 950 | 9,872 | ||||||
ICA Gruppen AB | 297 | 10,723 | ||||||
Industrivarden AB, Class A | 1,748 | 44,048 | ||||||
Industrivarden AB, Class C | 1,365 | 32,319 | ||||||
Investment AB Latour, Class B | 85 | 3,948 | ||||||
Investor AB, Class B | 1,292 | 59,842 | ||||||
L E Lundbergforetagen AB, Class B | 217 | 17,072 | ||||||
Lundin Petroleum AB* | 38 | 739 | ||||||
Nordea Bank AB | 80 | 1,029 | ||||||
Sandvik AB | 807 | 12,670 | ||||||
Securitas AB, Class B | 257 | 4,103 | ||||||
Skandinaviska Enskilda Banken AB, Class A | 185 | 2,235 | ||||||
Skanska AB, Class B | 107 | 2,552 | ||||||
SKF AB, Class B | 718 | 14,716 | ||||||
Svenska Cellulosa AB SCA, Class B | 173 | 6,116 | ||||||
Svenska Handelsbanken AB, Class A | 69 | 974 | ||||||
Swedbank AB, Class A | 125 | 3,019 | ||||||
Swedish Match AB | 808 | 27,309 | ||||||
Tele2 AB, Class B | 204 | 2,104 | ||||||
Telefonaktiebolaget LM Ericsson, Class B | 48 | 351 | ||||||
Telia Co. AB | 692 | 3,173 | ||||||
Trelleborg AB, Class B | 478 | 11,263 | ||||||
Volvo AB, Class B | 827 | 13,547 | ||||||
|
|
|||||||
361,981 | ||||||||
|
|
|||||||
Switzerland - 4.3% | ||||||||
ABB Ltd. | 434 | 10,913 | ||||||
Actelion Ltd.* | 19 | 5,459 | ||||||
Adecco Group AG | 237 | 17,685 | ||||||
Aryzta AG* | 15 | 474 | ||||||
Baloise Holding AG | 23 | 3,523 | ||||||
Barry Callebaut AG* | 5 | 7,183 | ||||||
Cie Financiere Richemont SA | 85 | 7,098 | ||||||
Clariant AG* | 319 | 6,683 | ||||||
Coca-Cola HBC AG* | 319 | 9,278 | ||||||
DKSH Holding AG | 123 | 10,323 | ||||||
Dufry AG* | 5 | 823 | ||||||
EMS-Chemie Holding AG | 9 | 6,330 | ||||||
Flughafen Zurich AG | 25 | 6,201 | ||||||
Geberit AG | 24 | 11,247 | ||||||
Givaudan SA | 5 | 10,268 | ||||||
Helvetia Holding AG | 1 | 579 | ||||||
Julius Baer Group Ltd.* | 32 | 1,659 | ||||||
Kuehne + Nagel International AG | 47 | 7,593 | ||||||
Lonza Group AG* | 36 | 7,464 | ||||||
Nestle SA | 12 | 1,025 | ||||||
Novartis AG | 7 | 574 | ||||||
Pargesa Holding SA | 57 | 4,436 | ||||||
Partners Group Holding AG | 27 | 16,562 | ||||||
PSP Swiss Property AG | 23 | 2,172 | ||||||
Roche Holding AG | 3 | 824 | ||||||
Schindler Holding AG | 13 | 2,706 | ||||||
Schindler Holding AG Participation Certificates | 27 | 5,796 | ||||||
SGS SA | 3 | 7,147 | ||||||
Sika AG | 4 | 25,797 | ||||||
Sonova Holding AG | 62 | 10,278 |
STMicroelectronics NV | 137 | 2,262 | ||||||
Straumann Holding AG | 15 | 8,317 | ||||||
Sulzer AG | 43 | 5,018 | ||||||
Swatch Group AG - Bearer | 13 | 5,041 | ||||||
Swatch Group AG - Registered | 18 | 1,375 | ||||||
Swiss Life Holding AG* | 10 | 3,339 | ||||||
Swiss Prime Site AG* | 48 | 4,425 | ||||||
Swiss Re AG | 85 | 7,757 | ||||||
Swisscom AG | 8 | 3,840 | ||||||
Syngenta AG | 2 | 910 | ||||||
Temenos Group AG* | 73 | 6,798 | ||||||
Vifor Pharma AG | 30 | 3,532 | ||||||
Wolseley PLC | 399 | 26,321 | ||||||
Zurich Insurance Group AG | 17 | 5,002 | ||||||
|
|
|||||||
292,037 | ||||||||
|
|
|||||||
United Kingdom - 13.2% | ||||||||
3i Group PLC | 6,537 | 75,529 | ||||||
Aberdeen Asset Management PLC | 159 | 593 | ||||||
Admiral Group PLC | 340 | 8,941 | ||||||
Aggreko PLC | 172 | 1,920 | ||||||
Ashmore Group PLC | 858 | 3,884 | ||||||
Ashtead Group PLC | 185 | 3,740 | ||||||
Associated British Foods PLC | 25 | 967 | ||||||
AstraZeneca PLC | 37 | 2,500 | ||||||
Auto Trader Group PLC, 144A | 493 | 2,648 | ||||||
Aviva PLC | 124 | 840 | ||||||
Babcock International Group PLC | 309 | 3,722 | ||||||
BAE Systems PLC | 1,800 | 15,464 | ||||||
Barratt Developments PLC | 786 | 6,215 | ||||||
Bellway PLC | 330 | 12,039 | ||||||
Booker Group PLC | 7,914 | 20,382 | ||||||
BP PLC | 179 | 1,078 | ||||||
British American Tobacco PLC | 27 | 1,928 | ||||||
British Land Co. PLC REIT | 1,825 | 14,937 | ||||||
Bunzl PLC | 250 | 7,849 | ||||||
Burberry Group PLC | 507 | 11,879 | ||||||
Centrica PLC | 7,320 | 19,211 | ||||||
CNH Industrial NV | 412 | 4,575 | ||||||
Compass Group PLC | 531 | 11,448 | ||||||
Croda International PLC | 309 | 15,809 | ||||||
Daily Mail & General Trust PLC, Class A | 544 | 4,842 | ||||||
Diageo PLC | 74 | 2,223 | ||||||
Direct Line Insurance Group PLC | 3,569 | 16,061 | ||||||
Dixons Carphone PLC | 267 | 1,133 | ||||||
DS Smith PLC | 816 | 4,606 | ||||||
Experian PLC | 810 | 16,919 | ||||||
Fiat Chrysler Automobiles NV* | 114 | 1,198 | ||||||
G4S PLC | 2,870 | 12,041 | ||||||
GKN PLC | 5,302 | 23,956 | ||||||
GlaxoSmithKline PLC | 120 | 2,639 | ||||||
Halma PLC | 433 | 6,406 | ||||||
Hammerson PLC REIT | 491 | 3,711 | ||||||
Hargreaves Lansdown PLC | 128 | 2,310 | ||||||
Howden Joinery Group PLC | 551 | 3,222 | ||||||
IMI PLC | 751 | 12,158 | ||||||
Imperial Brands PLC | 37 | 1,733 | ||||||
Inchcape PLC | 765 | 8,069 | ||||||
Informa PLC | 673 | 5,830 | ||||||
Inmarsat PLC | 65 | 671 | ||||||
InterContinental Hotels Group PLC | 565 | 31,896 | ||||||
International Consolidated Airlines Group SA | 409 | 3,189 | ||||||
Intertek Group PLC | 47 | 2,608 | ||||||
Intu Properties PLC REIT | 250 | 878 | ||||||
ITV PLC | 1,873 | 4,732 | ||||||
J Sainsbury PLC | 1,509 | 5,474 | ||||||
John Wood Group PLC | 272 | 2,512 | ||||||
Johnson Matthey PLC | 1,264 | 50,780 | ||||||
Kingfisher PLC | 3,349 | 14,055 | ||||||
Land Securities Group PLC REIT | 1,540 | 21,272 | ||||||
London Stock Exchange Group PLC | 13 | 575 | ||||||
Marks & Spencer Group PLC | 1,010 | 4,987 | ||||||
Meggitt PLC | 691 | 4,478 | ||||||
Melrose Industries PLC | 9,290 | 28,693 | ||||||
Merlin Entertainments PLC, 144A | 547 | 3,736 | ||||||
Micro Focus International PLC | 195 | 6,027 | ||||||
National Grid PLC | 493 | 6,934 | ||||||
Next PLC | 20 | 1,126 | ||||||
Old Mutual PLC | 1,076 | 2,614 | ||||||
Pennon Group PLC | 533 | 6,337 | ||||||
Persimmon PLC | 293 | 9,286 | ||||||
Petrofac Ltd. | 78 | 383 | ||||||
Provident Financial PLC | 147 | 5,790 | ||||||
Prudential PLC | 10 | 224 | ||||||
Reckitt Benckiser Group PLC | 40 | 4,099 | ||||||
RELX NV | 1,135 | 23,573 | ||||||
RELX PLC | 1,186 | 25,462 | ||||||
Rentokil Initial PLC | 5,347 | 18,334 | ||||||
Rightmove PLC | 64 | 3,582 | ||||||
Rio Tinto Ltd. | 512 | 23,941 | ||||||
Rio Tinto PLC | 88 | 3,525 | ||||||
Royal Mail PLC | 1,192 | 6,792 | ||||||
RPC Group PLC | 138 | 1,529 | ||||||
RSA Insurance Group PLC | 155 | 1,252 | ||||||
Sage Group PLC | 521 | 4,846 | ||||||
Schroders PLC | 44 | 1,793 |
Segro PLC REIT | 3,966 | 25,753 | ||||||
Severn Trent PLC | 404 | 13,039 | ||||||
Sky PLC | 239 | 3,058 | ||||||
Smith & Nephew PLC | 611 | 10,680 | ||||||
Smiths Group PLC | 798 | 16,514 | ||||||
SSE PLC | 742 | 14,416 | ||||||
St Jamess Place PLC | 109 | 1,651 | ||||||
Standard Chartered PLC* | 15 | 142 | ||||||
Standard Life PLC | 104 | 514 | ||||||
Tate & Lyle PLC | 1,070 | 10,194 | ||||||
Taylor Wimpey PLC | 2,354 | 6,172 | ||||||
TechnipFMC PLC* | 162 | 4,607 | ||||||
Tesco PLC* | 822 | 1,949 | ||||||
Travis Perkins PLC | 149 | 3,143 | ||||||
Unilever NV | 100 | 5,701 | ||||||
Unilever PLC | 208 | 11,631 | ||||||
United Utilities Group PLC | 872 | 11,584 | ||||||
Vodafone Group PLC | 422 | 1,261 | ||||||
Weir Group PLC | 29 | 680 | ||||||
Whitbread PLC | 150 | 8,309 | ||||||
William Hill PLC | 269 | 998 | ||||||
Wm Morrison Supermarkets PLC | 7,639 | 24,279 | ||||||
WPP PLC | 384 | 8,645 | ||||||
|
|
|||||||
900,060 | ||||||||
|
|
|||||||
United States(c) - 0.3% | ||||||||
Carnival PLC | 279 | 17,901 | ||||||
Samsonite International SA | 965 | 3,895 | ||||||
Sims Metal Management Ltd. | 57 | 565 | ||||||
|
|
|||||||
22,361 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $6,313,365) |
6,777,561 | |||||||
|
|
|||||||
PREFERRED STOCKS - 0.2% | ||||||||
Germany - 0.2% | ||||||||
FUCHS PETROLUB SE | 100 | 5,585 | ||||||
Henkel AG & Co. KGaA | 20 | 2,810 | ||||||
Porsche Automobil Holding SE | 13 | 745 | ||||||
Sartorius AG | 18 | 1,837 | ||||||
|
|
|||||||
10,977 | ||||||||
|
|
|||||||
Spain - 0.0% | ||||||||
Grifols SA, Class B | 58 | 1,246 | ||||||
|
|
|||||||
Sweden - 0.0% | ||||||||
Fastighets AB Balder | 25 | 996 | ||||||
|
|
|||||||
TOTAL PREFERRED STOCKS (Cost $11,551) |
13,219 | |||||||
|
|
|||||||
EXCHANGE-TRADED FUND - 0.4% | ||||||||
Hartford Multifactor Developed Markets ex-US ETF (Cost $24,219) |
900 | 24,480 | ||||||
|
|
|||||||
SECURITIES LENDING COLLATERAL - 1.0% | ||||||||
Deutsche Government & Agency Securities Portfolio Deutsche Government Cash Institutional Shares, 0.74% (d)(e) (Cost $71,359) |
71,359 | 71,359 | ||||||
|
|
|||||||
TOTAL INVESTMENTS - 100.6% (Cost $6,420,494) |
$ | 6,886,619 | ||||||
Other assets and liabilities, net - (0.6%) | (41,499 | ) | ||||||
|
|
|||||||
NET ASSETS - 100.0% | $ | 6,845,120 | ||||||
|
|
For information on the Funds policies regarding the valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual or annual financial statements.
* | Non-income producing security. |
| The cost for federal income tax purposes was $6,450,263. At May 31, 2017, net unrealized appreciation for all securities based on tax cost was $436,356. This consisted of aggregate gross unrealized appreciation for all securities in which there was an excess of value over tax cost of $580,793 and aggregate gross unrealized depreciation for all securities in which there was an excess of tax cost over value of $144,437. |
(a) | All or a portion of these securities were on loan. In addition, Other assets and liabilities, net may include pending sales that are also on loan. The value of securities loaned at May 31, 2017 amounted to $58,796, which is 0.9% of net assets. |
(b) | Stapled Security - A security contractually bound to one or more other securities to form a single saleable unit which cannot be sold separately. |
(c) | Securities are domiciled in the United States and trade on a non-US securities exchange. |
(d) | Affiliated fund managed by Deutsche Investment Management Americas Inc. The rate shown is the annualized seven-day yield at period end. |
(e) | Represents collateral held in connection with securities lending. Income earned by the Fund is net of borrower rebates. |
CDI: | Chess Depositary Interest |
REIT: | Real Estate Investment Trust |
RSP: | Risparmio (Convertible Savings Shares) |
144A: | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. |
At May 31, 2017 the Deutsche X-trackers FTSE Developed ex US Comprehensive Factor ETF had the following sector diversification:
Sector Diversification |
Market Value ($) | As a % of Total Investments excluding Exchange Traded Fund and Securities Lending Collateral |
||||||
Industrials | 1,386,691 | 20.4 | % | |||||
Consumer Discretionary | 1,074,058 | 15.8 | ||||||
Materials | 994,638 | 14.7 | ||||||
Financials | 728,643 | 10.7 | ||||||
Real Estate | 674,317 | 9.9 | ||||||
Consumer Staples | 617,442 | 9.1 | ||||||
Information Technology | 373,676 | 5.5 | ||||||
Utilities | 333,640 | 4.9 | ||||||
Health Care | 290,151 | 4.3 | ||||||
Energy | 176,750 | 2.6 | ||||||
Telecommunication Services | 140,774 | 2.1 | ||||||
|
|
|
|
|||||
Total | 6,790,780 | 100.0 | % | |||||
|
|
|
|
Fair Value Measurements
Various inputs are used in determining the value of the Funds investments. These inputs are summarized in three broad levels. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds and credit risk). Level 3 includes significant unobservable inputs (including the Funds own assumptions in determining the fair value of investments). The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities.
The following is a summary of the inputs used as of May 31, 2017 in valuing the Funds investments.
Assets |
Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Common Stocks (f) | $ | 6,773,097 | $ | | $ | 4,464 | $ | 6,777,561 | ||||||||
Preferred Stocks (f) | 13,219 | | | 13,219 | ||||||||||||
Exchange-Traded Fund | 24,480 | | | 24,480 | ||||||||||||
Short-Term Investments | 71,359 | | | 71,359 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
TOTAL | $ | 6,882,155 | $ | | $ | 4,464 | $ | 6,886,619 | ||||||||
|
|
|
|
|
|
|
|
(f) | See Schedule of Investments for additional detailed categorizations. |
During the period ended May 31, 2017, the amount of transfers between Level 1 and Level 3 was $935. Investments were transferred from Level 1 to Level 3 as a result of a halt in trading on a securities exchange.
Transfers between price levels are recognized at the beginning of the reporting period.
DBX ETF Trust
SCHEDULE OF INVESTMENTS
Deutsche X-trackers FTSE Emerging Comprehensive Factor ETF
May 31, 2017 (Unaudited)
Number of Shares |
Value | |||||||
COMMON STOCKS - 87.5% | ||||||||
Brazil - 5.3% | ||||||||
AES Tiete Energia SA | 3,310 | $ | 14,096 | |||||
Banco Bradesco SA | 267 | 2,227 | ||||||
Banco do Brasil SA | 71 | 620 | ||||||
Banco Santander Brasil SA | 421 | 3,303 | ||||||
BB Seguridade Participacoes SA | 708 | 6,353 | ||||||
BM&FBovespa SA - Bolsa de Valores Mercadorias e Futuros | 4,547 | 25,828 | ||||||
BR Malls Participacoes SA | 579 | 2,139 | ||||||
BTG Pactual Group | 1,235 | 5,789 | ||||||
CCR SA | 1,203 | 6,151 | ||||||
Cia de Saneamento Basico do Estado de Sao Paulo | 1,629 | 14,568 | ||||||
Cia Energetica de Minas Gerais | 2,054 | 4,915 | ||||||
Cia Paranaense de Energia | 1,016 | 6,971 | ||||||
Cielo SA | 1,884 | 13,252 | ||||||
Cosan SA Industria e Comercio | 2,788 | 30,977 | ||||||
CPFL Energia SA | 2,162 | 17,528 | ||||||
EDP - Energias do Brasil SA | 8,345 | 34,329 | ||||||
Embraer SA | 1,422 | 7,020 | ||||||
Engie Brasil Energia SA | 1,318 | 13,482 | ||||||
Equatorial Energia SA | 5,094 | 83,884 | ||||||
Estacio Participacoes SA | 1,163 | 6,237 | ||||||
Fibria Celulose SA | 557 | 6,372 | ||||||
Gerdau SA | 795 | 2,319 | ||||||
Hypermarcas SA | 1,472 | 13,391 | ||||||
JBS SA | 509 | 1,267 | ||||||
Kroton Educacional SA | 980 | 4,382 | ||||||
Localiza Rent a Car SA | 892 | 11,960 | ||||||
Lojas Americanas SA | 666 | 2,547 | ||||||
Lojas Renner SA | 4,431 | 36,032 | ||||||
M Dias Branco SA | 1,554 | 25,926 | ||||||
Multiplan Empreendimentos Imobiliarios SA | 629 | 12,433 | ||||||
Multiplus SA | 1,316 | 16,217 | ||||||
Natura Cosmeticos SA | 368 | 3,696 | ||||||
Odontoprev SA | 2,436 | 9,067 | ||||||
Porto Seguro SA | 1,696 | 16,841 | ||||||
Raia Drogasil SA | 1,981 | 43,984 | ||||||
Sao Martinho SA | 2,287 | 12,695 | ||||||
Smiles SA | 845 | 16,416 | ||||||
Sul America SA | 9,234 | 50,829 | ||||||
TIM Participacoes SA | 6,452 | 19,737 | ||||||
Transmissora Alianca de Energia Eletrica SA | 1,550 | 10,850 | ||||||
Ultrapar Participacoes SA | 630 | 14,542 | ||||||
WEG SA | 2,734 | 16,019 | ||||||
|
|
|||||||
647,191 | ||||||||
|
|
|||||||
Chile - 2.9% | ||||||||
AES Gener SA | 9,226 | 3,393 | ||||||
Aguas Andinas SA, Class A | 25,208 | 14,024 | ||||||
Banco de Chile | 22,748 | 2,908 | ||||||
Banco de Credito e Inversiones | 429 | 24,049 | ||||||
Banco Santander Chile | 57,261 | 3,543 | ||||||
Cencosud SA | 15,527 | 41,988 | ||||||
Cia Cervecerias Unidas SA | 1,783 | 23,482 | ||||||
Colbun SA | 3,601 | 813 | ||||||
Empresa Nacional de Telecomunicaciones SA | 1,516 | 16,917 | ||||||
Empresas CMPC SA | 1,666 | 3,963 | ||||||
Empresas COPEC SA | 1,172 | 13,396 | ||||||
Enel Americas SA | 345,730 | 65,551 | ||||||
Enel Chile SA | 454,205 | 50,263 | ||||||
Enel Generacion Chile SA | 10,853 | 8,378 | ||||||
Itau CorpBanca | 439,766 | 4,089 | ||||||
Latam Airlines Group SA | 4,713 | 52,411 | ||||||
Parque Arauco SA | 10,808 | 27,611 | ||||||
SACI Falabella | 476 | 3,944 | ||||||
SONDA SA | 1,339 | 2,218 | ||||||
|
|
|||||||
362,941 | ||||||||
|
|
|||||||
China - 12.0% | ||||||||
Agile Group Holdings Ltd. | 11,110 | 10,550 | ||||||
Agricultural Bank of China Ltd., Class H | 86,320 | 41,873 | ||||||
Air China Ltd., Class H | 16,877 | 16,049 | ||||||
Aluminum Corp. of China Ltd., Class H* | 33,357 | 15,539 | ||||||
Anhui Conch Cement Co. Ltd., Class H | 6,968 | 23,115 | ||||||
Anhui Expressway Co. Ltd., Class H | 6,000 | 4,651 | ||||||
Anhui Gujing Distillery Co. Ltd., Class B | 2,216 | 8,685 | ||||||
ANTA Sports Products Ltd. | 2,146 | 6,348 | ||||||
BAIC Motor Corp. Ltd., Class H, 144A* | 675 | 658 | ||||||
Bank of China Ltd., Class H | 22,478 | 11,250 | ||||||
Bank of Communications Co. Ltd., Class H | 3,510 | 2,721 | ||||||
BBMG Corp., Class H | 270 | 133 | ||||||
Beijing Capital International Airport Co. Ltd., Class H | 2,862 | 4,180 | ||||||
Beijing Jingneng Clean Energy Co. Ltd., Class H | 4,911 | 1,462 | ||||||
Belle International Holdings Ltd. | 64,608 | 50,410 | ||||||
BOE Technology Group Co. Ltd., Class B | 16,100 | 6,591 | ||||||
China BlueChemical Ltd., Class H | 22,638 | 5,752 | ||||||
China Cinda Asset Management Co. Ltd., Class H | 2,953 | 1,118 |
China CITIC Bank Corp. Ltd., Class H | 2,730 | 1,685 | ||||||
China Coal Energy Co. Ltd., Class H* | 3,177 | 1,394 | ||||||
China Communications Construction Co. Ltd., Class H | 19,142 | 25,842 | ||||||
China Communications Services Corp. Ltd., Class H | 32,667 | 19,410 | ||||||
China Conch Venture Holdings Ltd. | 14,864 | 28,727 | ||||||
China Construction Bank Corp., Class H | 1,088 | 899 | ||||||
China Dongxiang Group Co. Ltd. | 36,646 | 6,537 | ||||||
China Eastern Airlines Corp. Ltd., Class H | 4,132 | 2,423 | ||||||
China Everbright Bank Co. Ltd., Class H | 22,288 | 10,554 | ||||||
China Evergrande Group | 2,117 | 3,798 | ||||||
China Galaxy Securities Co. Ltd., Class H | 2,623 | 2,413 | ||||||
China Hongqiao Group Ltd. | 5,021 | 4,215 | ||||||
China Huarong Asset Management Co. Ltd., Class H, 144A | 9,965 | 4,054 | ||||||
China Life Insurance Co. Ltd., Class H | 4,165 | 13,683 | ||||||
China Longyuan Power Group Corp. Ltd., Class H | 6,174 | 4,651 | ||||||
China Medical System Holdings Ltd. | 2,905 | 5,152 | ||||||
China Merchants Bank Co. Ltd., Class H | 8,000 | 24,023 | ||||||
China Minsheng Banking Corp. Ltd., Class H | 19,169 | 19,655 | ||||||
China Molybdenum Co. Ltd., Class H | 6,473 | 2,027 | ||||||
China National Accord Medicines Corp. Ltd., Class B* | 429 | 2,507 | ||||||
China National Building Material Co. Ltd., Class H | 4,171 | 2,318 | ||||||
China National Materials Co. Ltd., Class H | 5,358 | 1,609 | ||||||
China Oilfield Services Ltd., Class H | 8,785 | 7,610 | ||||||
China Pacific Insurance Group Co. Ltd., Class H | 6,843 | 27,399 | ||||||
China Petroleum & Chemical Corp., Class H | 37,764 | 30,967 | ||||||
China Railway Construction Corp. Ltd., Class H | 10,883 | 14,944 | ||||||
China Railway Group Ltd., Class H | 30,444 | 25,238 | ||||||
China Railway Signal & Communication Corp. Ltd., Class H, 144A | 8,979 | 6,499 | ||||||
China Reinsurance Group Corp., Class H | 22,136 | 5,028 | ||||||
China Shenhua Energy Co. Ltd., Class H | 26,643 | 64,894 | ||||||
China Southern Airlines Co. Ltd., Class H | 5,645 | 4,318 | ||||||
China Telecom Corp. Ltd., Class H | 1,559 | 774 | ||||||
China Vanke Co. Ltd., Class H | 6,168 | 16,385 | ||||||
China Zhongwang Holdings Ltd. | 9,047 | 3,866 | ||||||
Chongqing Changan Automobile Co. Ltd., Class B | 3,613 | 4,776 | ||||||
Chongqing Rural Commercial Bank Co. Ltd., Class H | 8,381 | 5,733 | ||||||
CITIC Securities Co. Ltd., Class H | 3,465 | 7,266 | ||||||
CNOOC Ltd. | 3,295 | 3,763 | ||||||
Country Garden Holdings Co. Ltd. | 8,957 | 10,586 | ||||||
CSG Holding Co. Ltd., Class B* | 4,441 | 2,981 | ||||||
CSPC Pharmaceutical Group Ltd. | 8,326 | 12,458 | ||||||
Dali Foods Group Co. Ltd., 144A* | 6,931 | 4,260 | ||||||
Datang International Power Generation Co. Ltd., Class H | 34,188 | 12,504 | ||||||
Dazhong Transportation Group Co. Ltd., Class B | 4,310 | 2,952 | ||||||
Dongfang Electric Corp. Ltd., Class H | 4,631 | 3,970 | ||||||
Dongfeng Motor Group Co. Ltd., Class H | 4,843 | 5,457 | ||||||
ENN Energy Holdings Ltd. | 3,339 | 17,568 | ||||||
Everbright Securities Co. Ltd., Class H, 144A* | 12,148 | 17,460 | ||||||
Fosun International Ltd. | 1,551 | 2,412 | ||||||
Fuyao Glass Industry Group Co. Ltd., Class H, 144A | 11,350 | 42,749 | ||||||
Geely Automobile Holdings Ltd. | 12,660 | 20,958 | ||||||
GF Securities Co. Ltd., Class H | 1,266 | 2,625 | ||||||
Golden Eagle Retail Group Ltd. | 8,081 | 11,615 | ||||||
Great Wall Motor Co. Ltd., Class H | 13,772 | 14,722 | ||||||
Guangdong Electric Power Development Co. Ltd., Class B | 14,400 | 6,265 | ||||||
Guangshen Railway Co. Ltd., Class H | 34,440 | 18,828 | ||||||
Guangzhou Automobile Group Co. Ltd., Class H | 35,724 | 59,964 | ||||||
Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd., Class H | 450 | 1,219 |
Guangzhou R&F Properties Co. Ltd., Class H | 1,800 | 2,911 | ||||||
Haitian International Holdings Ltd. | 5,240 | 12,171 | ||||||
Haitong Securities Co. Ltd., Class H | 1,585 | 2,656 | ||||||
Hengan International Group Co. Ltd. | 1,657 | 11,621 | ||||||
Huadian Energy Co. Ltd., Class B* | 8,900 | 4,352 | ||||||
Huadian Power International Corp. Ltd., Class H | 26 | 12 | ||||||
Huaneng Power International, Inc., Class H | 15,467 | 12,346 | ||||||
Industrial & Commercial Bank of China Ltd., Class H | 10,343 | 6,915 | ||||||
Inner Mongolia Yitai Coal Co. Ltd., Class B | 4,500 | 4,577 | ||||||
Jiangling Motors Corp. Ltd., Class B | 2,200 | 4,548 | ||||||
Jiangsu Expressway Co. Ltd., Class H | 11,829 | 17,184 | ||||||
Jiangxi Copper Co. Ltd., Class H | 20,137 | 30,286 | ||||||
KWG Property Holding Ltd. | 17,438 | 13,807 | ||||||
Lao Feng Xiang Co. Ltd., Class B | 3,600 | 13,295 | ||||||
Lenovo Group Ltd. | 3,312 | 2,168 | ||||||
Livzon Pharmaceutical Group, Inc., Class H | 499 | 3,346 | ||||||
Longfor Properties Co. Ltd. | 15,523 | 31,594 | ||||||
Maanshan Iron & Steel Co. Ltd., Class H* | 6,503 | 2,295 | ||||||
Metallurgical Corp. of China Ltd., Class H* | 40,993 | 14,151 | ||||||
New China Life Insurance Co. Ltd., Class H | 5,273 | 28,454 | ||||||
Orient Securities Co. Ltd., Class H, 144A* | 32,000 | 29,937 | ||||||
Peoples Insurance Co. Group of China Ltd., Class H | 3,511 | 1,514 | ||||||
PetroChina Co. Ltd., Class H | 43,064 | 28,682 | ||||||
PICC Property & Casualty Co. Ltd., Class H | 4,921 | 8,210 | ||||||
Ping An Insurance Group Co. of China Ltd., Class H | 1,072 | 6,872 | ||||||
Red Star Macalline Group Corp. Ltd., Class H, 144A | 1,813 | 1,966 | ||||||
Shandong Chenming Paper Holdings Ltd., Class B | 28,300 | 33,702 | ||||||
Shandong Chenming Paper Holdings Ltd., Class H | 5,570 | 6,476 | ||||||
Shandong Weigao Group Medical Polymer Co. Ltd., Class H | 557 | 437 | ||||||
Shanghai Bailian Group Co. Ltd., Class B* | 4,500 | 6,525 | ||||||
Shanghai Chlor-Alkali Chemical Co. Ltd., Class B* | 5,032 | 3,080 | ||||||
Shanghai Electric Group Co. Ltd., Class H* | 5,698 | 2,472 | ||||||
Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H | 470 | 1,800 | ||||||
Shanghai Lujiazui Finance & Trade Zone Development Co. Ltd., Class B | 221 | 351 | ||||||
Shanghai Mechanical and Electrical Industry Co. Ltd., Class B | 3,662 | 7,331 | ||||||
Shanghai Pharmaceuticals Holding Co. Ltd., Class H | 3,880 | 11,228 | ||||||
Shenzhen Chiwan Wharf Holdings Ltd., Class B | 2,700 | 4,393 | ||||||
Shenzhen Expressway Co. Ltd., Class H* | 16,385 | 15,665 | ||||||
Shenzhou International Group Holdings Ltd. | 2,368 | 16,212 | ||||||
Sichuan Expressway Co. Ltd., Class H | 7,912 | 3,351 | ||||||
Sino-Ocean Group Holding Ltd. | 4,411 | 2,225 | ||||||
Sinopec Engineering Group Co. Ltd., Class H | 26,918 | 24,733 | ||||||
Sinopec Shanghai Petrochemical Co. Ltd., Class H | 16,815 | 9,883 | ||||||
Sinopharm Group Co. Ltd., Class H | 871 | 3,979 | ||||||
Sinotrans Ltd., Class H | 2,737 | 1,282 | ||||||
Sinotruk Hong Kong Ltd. | 6,107 | 3,762 | ||||||
Sunac China Holdings Ltd. | 5,322 | 8,646 | ||||||
Sunny Optical Technology Group Co. Ltd. | 429 | 3,342 | ||||||
Tencent Holdings Ltd. | 63 | 2,163 | ||||||
TravelSky Technology Ltd., Class H | 489 | 1,443 | ||||||
Tsingtao Brewery Co. Ltd., Class H | 6,564 | 29,904 | ||||||
Weichai Power Co. Ltd., Class H | 10,343 | 16,777 | ||||||
Weifu High-Technology Group Co. Ltd., Class B | 2,200 | 4,715 | ||||||
Xinhua Winshare Publishing and Media Co. Ltd., Class H | 7,778 | 6,498 | ||||||
Xinjiang Goldwind Science & Technology Co. Ltd., Class H | 2,182 | 3,315 | ||||||
Yantai Changyu Pioneer Wine Co. Ltd., Class B | 757 | 1,860 | ||||||
Yanzhou Coal Mining Co. Ltd., Class H (a) | 3,592 | 2,674 | ||||||
Zhejiang Expressway Co. Ltd., Class H | 3,246 | 3,807 | ||||||
Zhongsheng Group Holdings Ltd. | 7,796 | 11,985 |
Zhuzhou CRRC Times Electric Co. Ltd., Class H | 215 | 1,135 | ||||||
Zijin Mining Group Co. Ltd., Class H | 55,176 | 18,127 | ||||||
ZTE Corp., Class H | 1,369 | 2,786 | ||||||
|
|
|||||||
1,473,608 | ||||||||
|
|
|||||||
Colombia - 0.7% | ||||||||
Almacenes Exito SA | 1,270 | 6,778 | ||||||
Cementos Argos SA | 1,013 | 4,062 | ||||||
Cemex Latam Holdings SA* | 946 | 3,767 | ||||||
Ecopetrol SA | 774 | 354 | ||||||
Grupo Argos SA | 431 | 3,088 | ||||||
Grupo de Inversiones Suramericana SA | 1,379 | 18,211 | ||||||
Interconexion Electrica SA ESP | 9,380 | 45,250 | ||||||
|
|
|||||||
81,510 | ||||||||
|
|
|||||||
Czech Republic - 0.6% | ||||||||
CEZ AS | 1,792 | 34,104 | ||||||
Komercni banka AS | 172 | 6,859 | ||||||
Moneta Money Bank AS, 144A | 7,402 | 25,221 | ||||||
O2 Czech Republic AS | 520 | 6,264 | ||||||
|
|
|||||||
72,448 | ||||||||
|
|
|||||||
Greece - 0.1% | ||||||||
FF Group* | 36 | 806 | ||||||
JUMBO SA | 270 | 4,891 | ||||||
Motor Oil Hellas Corinth Refineries SA | 508 | 9,791 | ||||||
OPAP SA | 18 | 201 | ||||||
Titan Cement Co. SA | 27 | 794 | ||||||
|
|
|||||||
16,483 | ||||||||
|
|
|||||||
Hong Kong - 3.6% | ||||||||
Beijing Enterprises Holdings Ltd. | 5,611 | 26,606 | ||||||
Beijing Enterprises Water Group Ltd.* | 2,648 | 2,120 | ||||||
Bosideng International Holdings Ltd. | 42,588 | 3,170 | ||||||
Brilliance China Automotive Holdings Ltd. | 3,597 | 6,712 | ||||||
China Agri-Industries Holdings Ltd.* | 24,950 | 10,726 | ||||||
China Everbright International Ltd. | 5,289 | 6,753 | ||||||
China Everbright Ltd. | 6,356 | 14,274 | ||||||
China Foods Ltd. | 4,774 | 1,856 | ||||||
China Gas Holdings Ltd. | 1,790 | 2,729 | ||||||
China Jinmao Holdings Group Ltd. | 46,110 | 15,089 | ||||||
China Merchants Port Holdings Co. Ltd. | 3,708 | 10,992 | ||||||
China Overseas Land & Investment Ltd. | 1,479 | 4,441 | ||||||
China Power International Development Ltd. | 12,160 | 4,635 | ||||||
China Resources Beer Holdings Co. Ltd. | 1,566 | 3,951 | ||||||
China Resources Cement Holdings Ltd. | 21,411 | 10,606 | ||||||
China Resources Gas Group Ltd. | 2,821 | 8,652 | ||||||
China Resources Land Ltd. | 4,094 | 12,031 | ||||||
China Resources Power Holdings Co. Ltd. | 13,497 | 27,852 | ||||||
China State Construction International Holdings Ltd. | 5,967 | 10,353 | ||||||
China Taiping Insurance Holdings Co. Ltd.* | 1,326 | 3,531 | ||||||
China Unicom Hong Kong Ltd.* | 2,422 | 3,475 | ||||||
COSCO SHIPPING Ports Ltd. | 18,503 | 21,608 | ||||||
Far East Horizon Ltd. | 3,366 | 3,119 | ||||||
Guangdong Investment Ltd. | 9,908 | 14,291 | ||||||
Haier Electronics Group Co. Ltd. | 11,424 | 29,057 | ||||||
Kingboard Chemical Holdings Ltd. | 15,521 | 57,264 | ||||||
Kingboard Laminates Holdings Ltd. | 12,741 | 15,026 | ||||||
Kunlun Energy Co. Ltd.* | 15,886 | 14,230 | ||||||
Lee & Man Paper Manufacturing Ltd. | 29,200 | 25,369 | ||||||
Nine Dragons Paper Holdings Ltd. | 3,709 | 4,398 | ||||||
Shanghai Industrial Holdings Ltd. | 5,996 | 18,736 | ||||||
Shenzhen International Holdings Ltd. | 4,172 | 6,767 | ||||||
Shenzhen Investment Ltd. | 24,563 | 11,726 | ||||||
Shimao Property Holdings Ltd. | 4,509 | 7,696 | ||||||
Sino Biopharmaceutical Ltd. | 7,176 | 6,400 | ||||||
Sinofert Holdings Ltd. | 20,591 | 2,590 | ||||||
Yuexiu Property Co. Ltd. | 61,364 | 10,710 | ||||||
|
|
|||||||
439,541 | ||||||||
|
|
|||||||
Hungary - 1.5% | ||||||||
Magyar Telekom Telecommunications PLC | 23,815 | 39,698 | ||||||
MOL Hungarian Oil & Gas PLC | 1,097 | 89,292 | ||||||
OTP Bank PLC | 247 | 7,708 | ||||||
Richter Gedeon Nyrt | 2,053 | 52,524 | ||||||
|
|
|||||||
189,222 | ||||||||
|
|
|||||||
Indonesia - 1.6% | ||||||||
PT Adaro Energy Tbk | 63,632 | 7,261 | ||||||
PT Astra International Tbk | 6,907 | 4,537 | ||||||
PT Bank Central Asia Tbk | 7,211 | 9,284 | ||||||
PT Bank Danamon Indonesia Tbk | 11,847 | 4,647 | ||||||
PT Bank Mandiri Persero Tbk | 5,102 | 4,826 | ||||||
PT Bank Negara Indonesia Persero Tbk | 23,947 | 11,776 |
PT Bank Rakyat Indonesia Persero Tbk | 7,576 | 8,233 | ||||||
PT Bumi Serpong Damai Tbk* | 27,465 | 3,732 | ||||||
PT Gudang Garam Tbk | 904 | 5,019 | ||||||
PT Indocement Tunggal Prakarsa Tbk | 3,178 | 4,414 | ||||||
PT Indofood CBP Sukses Makmur Tbk | 11,616 | 7,587 | ||||||
PT Indofood Sukses Makmur Tbk | 22,427 | 14,732 | ||||||
PT Jasa Marga Persero Tbk | 9,091 | 3,583 | ||||||
PT Kalbe Farma Tbk | 90,295 | 10,440 | ||||||
PT Perusahaan Gas Negara Persero Tbk | 46,284 | 8,340 | ||||||
PT Semen Indonesia Persero Tbk | 13,286 | 9,426 | ||||||
PT Surya Citra Media Tbk | 17,065 | 3,728 | ||||||
PT Tambang Batubara Bukit Asam Persero Tbk | 12,818 | 10,489 | ||||||
PT Telekomunikasi Indonesia Persero Tbk | 60,553 | 19,775 | ||||||
PT Tower Bersama Infrastructure Tbk | 3,798 | 1,647 | ||||||
PT Unilever Indonesia Tbk | 1,720 | 5,963 | ||||||
PT United Tractors Tbk | 17,298 | 36,070 | ||||||
|
|
|||||||
195,509 | ||||||||
|
|
|||||||
Malaysia - 5.1% | ||||||||
AirAsia Bhd | 25,900 | 18,033 | ||||||
Alliance Financial Group Bhd | 11,700 | 11,837 | ||||||
AMMB Holdings Bhd | 12,700 | 15,460 | ||||||
Astro Malaysia Holdings Bhd | 26,000 | 15,430 | ||||||
Axiata Group Bhd | 2,420 | 2,872 | ||||||
Berjaya Sports Toto Bhd | 21,300 | 12,442 | ||||||
British American Tobacco Malaysia Bhd | 1,000 | 10,421 | ||||||
CIMB Group Holdings Bhd | 6,600 | 9,869 | ||||||
DiGi.Com Bhd | 17,600 | 20,355 | ||||||
Felda Global Ventures Holdings Bhd | 35,700 | 14,597 | ||||||
Gamuda Bhd | 14,800 | 18,465 | ||||||
Genting Bhd | 15,000 | 34,942 | ||||||
Genting Malaysia Bhd | 58,900 | 77,203 | ||||||
HAP Seng Consolidated Bhd | 6,300 | 13,513 | ||||||
Hong Leong Bank Bhd | 1,800 | 5,896 | ||||||
Hong Leong Financial Group Bhd | 1,900 | 7,440 | ||||||
IJM Corp. Bhd | 28,600 | 23,254 | ||||||
IOI Corp. Bhd | 900 | 957 | ||||||
IOI Properties Group Bhd | 28,000 | 13,869 | ||||||
KLCCP Stapled Group (b) | 11,600 | 21,167 | ||||||
Kuala Lumpur Kepong Bhd | 4,900 | 28,347 | ||||||
Malayan Banking Bhd | 1,100 | 2,426 | ||||||
Malaysia Airports Holdings Bhd | 3,500 | 7,115 | ||||||
Maxis Bhd | 6,300 | 9,053 | ||||||
MISC Bhd | 3,500 | 6,133 | ||||||
MMC Corp. Bhd | 32,800 | 18,622 | ||||||
Petronas Chemicals Group Bhd | 14,300 | 24,490 | ||||||
Petronas Dagangan Bhd | 3,600 | 20,692 | ||||||
Petronas Gas Bhd | 2,100 | 9,107 | ||||||
PPB Group Bhd | 5,000 | 19,626 | ||||||
Public Bank Bhd | 1,300 | 6,093 | ||||||
RHB Bank Bhd | 5,221 | 6,575 | ||||||
RHB Bank Bhd | 400 | 0 | ||||||
Sapura Energy Bhd | 6,300 | 2,605 | ||||||
Sime Darby Bhd | 12,575 | 27,383 | ||||||
Telekom Malaysia Bhd | 7,100 | 10,750 | ||||||
Tenaga Nasional Bhd | 9,400 | 30,264 | ||||||
Westports Holdings Bhd | 13,300 | 12,616 | ||||||
YTL Corp. Bhd | 42,600 | 14,930 | ||||||
YTL Power International Bhd | 64,100 | 22,914 | ||||||
|
|
|||||||
627,763 | ||||||||
|
|
|||||||
Mauritius - 0.2% | ||||||||
Rockcastle Global Real Estate Co. Ltd. | 8,473 | 21,140 | ||||||
|
|
|||||||
Mexico - 5.0% | ||||||||
Alfa SAB de CV, Class A | 1,838 | 2,646 | ||||||
Alpek SAB de CV | 1,266 | 1,540 | ||||||
Alsea SAB de CV | 3,230 | 11,602 | ||||||
America Movil SAB de CV, Series L | 14,726 | 11,789 | ||||||
Arca Continental SAB de CV | 377 | 2,687 | ||||||
Banregio Grupo Financiero SAB de CV | 2,275 | 12,766 | ||||||
Cemex SAB de CV, Series CPO* | 81,062 | 66,844 | ||||||
Coca-Cola Femsa SAB de CV, Series L | 1,392 | 11,166 | ||||||
Concentradora Fibra Danhos SA de CV REIT | 6,679 | 11,662 | ||||||
Controladora Vuela Cia de Aviacion SAB de CV, Class A*(a) | 3,943 | 5,132 | ||||||
El Puerto de Liverpool SAB de CV, Class C1 | 529 | 4,009 | ||||||
Fibra Uno Administracion SA de CV REIT | 15,030 | 26,564 | ||||||
Fomento Economico Mexicano SAB de CV | 3,727 | 35,012 | ||||||
Gentera SAB de CV* | 14,421 | 23,143 | ||||||
Gruma SAB de CV, Class B | 1,213 | 15,779 | ||||||
Grupo Aeromexico SAB de CV* | 9,430 | 19,238 | ||||||
Grupo Aeroportuario del Centro Norte SAB de CV | 1,991 | 10,736 | ||||||
Grupo Aeroportuario del Pacifico SAB de CV, Class B | 3,724 | 37,133 |
Grupo Aeroportuario del Sureste SAB de CV, Class B | 2,809 | 55,198 | ||||||
Grupo Bimbo SAB de CV, Series A | 2,190 | 5,039 | ||||||
Grupo Carso SAB de CV, Series A1 | 2,188 | 9,182 | ||||||
Grupo Comercial Chedraui SA de CV | 2,078 | 4,326 | ||||||
Grupo Financiero Banorte SAB de CV, Class O | 1,806 | 10,375 | ||||||
Grupo Lala SAB de CV | 103 | 174 | ||||||
Grupo Mexico SAB de CV, Series B | 7,047 | 19,031 | ||||||
Grupo Simec SAB de CV, Series B* | 5,833 | 19,549 | ||||||
Grupo Televisa SAB, Series CPO | 2,885 | 13,915 | ||||||
Industrias Bachoco SAB de CV, Series B | 5,909 | 26,948 | ||||||
Industrias CH SAB de CV, Series B* | 6,723 | 33,493 | ||||||
Industrias Penoles SAB de CV | 655 | 14,200 | ||||||
Infraestructura Energetica Nova SAB de CV | 1,739 | 8,091 | ||||||
Kimberly-Clark de Mexico SAB de CV, Class A | 3,386 | 6,674 | ||||||
Megacable Holdings SAB de CV, Series CPO | 4,236 | 16,260 | ||||||
Mexichem SAB de CV | 10,411 | 27,214 | ||||||
Nemak SAB de CV, 144A | 6,638 | 6,599 | ||||||
OHL Mexico SAB de CV | 2,818 | 3,122 | ||||||
Organizacion Soriana SAB de CV, Class B* | 4,297 | 9,444 | ||||||
Promotora y Operadora de Infraestructura SAB de CV | 553 | 5,715 | ||||||
Promotora y Operadora de Infraestructura SAB de CV, Class L | 164 | 1,318 | ||||||
Telesites SAB de CV* | 3,798 | 2,376 | ||||||
Wal-Mart de Mexico SAB de CV | 3,101 | 7,086 | ||||||
|
|
|||||||
614,777 | ||||||||
|
|
|||||||
Peru - 0.3% | ||||||||
Credicorp Ltd. | 198 | 33,323 | ||||||
|
|
|||||||
Philippines - 1.5% | ||||||||
Aboitiz Equity Ventures, Inc. | 10,760 | 16,440 | ||||||
Aboitiz Power Corp. | 9,800 | 7,728 | ||||||
Alliance Global Group, Inc. | 8,100 | 2,519 | ||||||
Ayala Corp. | 620 | 10,812 | ||||||
Bank of the Philippine Islands | 3,050 | 6,458 | ||||||
BDO Unibank, Inc. | 1,790 | 4,405 | ||||||
DMCI Holdings, Inc. | 55,800 | 15,067 | ||||||
Energy Development Corp. | 107,100 | 13,125 | ||||||
Globe Telecom, Inc. | 45 | 1,908 | ||||||
GT Capital Holdings, Inc. | 205 | 4,922 | ||||||
International Container Terminal Services, Inc. | 1,260 | 2,531 | ||||||
JG Summit Holdings, Inc. | 5,040 | 8,065 | ||||||
Jollibee Foods Corp. | 1,990 | 8,180 | ||||||
Manila Electric Co. | 2,200 | 12,110 | ||||||
Megaworld Corp. | 72,900 | 6,884 | ||||||
Metro Pacific Investments Corp. | 73,700 | 9,284 | ||||||
Metropolitan Bank & Trust Co. | 2,880 | 5,060 | ||||||
Petron Corp. | 26,500 | 5,846 | ||||||
PLDT, Inc. | 95 | 3,298 | ||||||
Semirara Mining & Power Corp. | 4,570 | 14,506 | ||||||
SM Investments Corp. | 530 | 8,199 | ||||||
SM Prime Holdings, Inc. | 25,700 | 17,400 | ||||||
Universal Robina Corp. | 310 | 1,009 | ||||||
|
|
|||||||
185,756 | ||||||||
|
|
|||||||
Poland - 2.1% | ||||||||
Alior Bank SA* | 78 | 1,429 | ||||||
Asseco Poland SA | 3,055 | 39,732 | ||||||
Bank Handlowy w Warszawie SA | 36 | 672 | ||||||
Bank Millennium SA* | 1,212 | 2,267 | ||||||
Bank Zachodni WBK SA | 19 | 1,732 | ||||||
Budimex SA | 347 | 20,327 | ||||||
CCC SA | 288 | 16,252 | ||||||
Ciech SA | 380 | 6,898 | ||||||
Cyfrowy Polsat SA* | 514 | 3,690 | ||||||
Enea SA* | 1,434 | 4,354 | ||||||
Eurocash SA | 208 | 1,726 | ||||||
Grupa Azoty SA | 216 | 3,678 | ||||||
Grupa Lotos SA* | 647 | 9,357 | ||||||
KGHM Polska Miedz SA | 129 | 3,664 | ||||||
LPP SA | 4 | 6,740 | ||||||
mBank SA* | 16 | 1,814 | ||||||
Orange Polska SA | 460 | 564 | ||||||
PGE Polska Grupa Energetyczna SA | 864 | 2,535 | ||||||
Polski Koncern Naftowy ORLEN SA | 848 | 24,188 | ||||||
Polskie Gornictwo Naftowe i Gazownictwo SA | 21,510 | 36,703 | ||||||
Powszechna Kasa Oszczednosci Bank Polski SA* | 937 | 9,193 | ||||||
Powszechny Zaklad Ubezpieczen SA | 1,968 | 23,443 | ||||||
Synthos SA | 11,841 | 15,591 | ||||||
Tauron Polska Energia SA* | 22,341 | 19,331 | ||||||
|
|
|||||||
255,880 | ||||||||
|
|
|||||||
Qatar - 1.2% | ||||||||
Aamal Co. | 3,274 | 11,914 | ||||||
Al Meera Consumer Goods Co. QSC | 67 | 2,841 |
Barwa Real Estate Co. | 950 | 8,845 | ||||||
Commercial Bank QSC* | 61 | 521 | ||||||
Doha Bank QSC | 467 | 3,989 | ||||||
Industries Qatar QSC | 275 | 7,734 | ||||||
Masraf Al Rayan QSC | 735 | 8,942 | ||||||
Ooredoo QSC | 859 | 24,605 | ||||||
Qatar Electricity & Water Co. QSC | 260 | 14,988 | ||||||
Qatar Gas Transport Co. Ltd. | 2,682 | 13,892 | ||||||
Qatar Insurance Co. SAQ | 993 | 18,408 | ||||||
Qatar International Islamic Bank QSC | 216 | 3,619 | ||||||
Qatar Islamic Bank SAQ | 115 | 3,228 | ||||||
Qatar Navigation QSC | 705 | 13,456 | ||||||
United Development Co. QSC | 1,845 | 9,713 | ||||||
|
|
|||||||
146,695 | ||||||||
|
|
|||||||
Romania - 0.1% | ||||||||
New Europe Property Investments PLC | 1,169 | 13,564 | ||||||
|
|
|||||||
Russia - 3.7% | ||||||||
Acron PJSC | 216 | 11,226 | ||||||
Aeroflot PJSC* | 18,385 | 61,086 | ||||||
Alrosa PJSC | 6,941 | 10,803 | ||||||
Bashneft PJSC | 192 | 9,326 | ||||||
Federal Grid Co Unified Energy System PJSC | 1,291,117 | 3,733 | ||||||
Gazprom PJSC | 993 | 2,104 | ||||||
Inter RAO UES PJSC | 370,439 | 26,033 | ||||||
LSR Group PJSC, GDR* | 261 | 799 | ||||||
LUKOIL PJSC | 1,206 | 58,491 | ||||||
Magnitogorsk Iron & Steel OJSC | 38,794 | 21,252 | ||||||
MegaFon PJSC, GDR | 435 | 4,676 | ||||||
MMC Norilsk Nickel PJSC | 61 | 8,492 | ||||||
Mobile TeleSystems PJSC | 12,010 | 50,039 | ||||||
Moscow Exchange MICEX-RTS PJSC | 801 | 1,425 | ||||||
Mosenergo PJSC | 162,117 | 6,575 | ||||||
Novatek PJSC | 1,357 | 15,324 | ||||||
Novolipetsk Steel PJSC | 8,453 | 17,200 | ||||||
PhosAgro PJSC, GDR | 740 | 10,508 | ||||||
ROSSETI PJSC | 149,483 | 2,012 | ||||||
Rostelecom PJSC | 6,238 | 7,858 | ||||||
RusHydro PJSC | 1,420,876 | 19,524 | ||||||
Severstal PJSC | 2,315 | 30,119 | ||||||
Surgutneftegas OJSC | 9,714 | 5,182 | ||||||
Tatneft PJSC | 8,285 | 56,121 | ||||||
Unipro PJSC | 306,623 | 14,029 | ||||||
Uralkali PJSC* | 206 | 491 | ||||||
|
|
|||||||
454,428 | ||||||||
|
|
|||||||
South Africa - 13.5% | ||||||||
AECI Ltd. | 3,300 | 26,823 | ||||||
Anglo American Platinum Ltd.* | 10 | 212 | ||||||
AngloGold Ashanti Ltd. | 198 | 2,230 | ||||||
Attacq Ltd.* | 5,732 | 7,281 | ||||||
AVI Ltd. | 6,581 | 49,239 | ||||||
Barclays Africa Group Ltd. | 390 | 4,111 | ||||||
Barloworld Ltd. | 14,139 | 124,885 | ||||||
Bid Corp. Ltd. | 2,532 | 57,540 | ||||||
Bidvest Group Ltd. | 11,775 | 152,574 | ||||||
Capitec Bank Holdings Ltd. | 320 | 18,899 | ||||||
Clicks Group Ltd. | 8,291 | 85,650 | ||||||
Coronation Fund Managers Ltd. (a) | 495 | 2,648 | ||||||
Discovery Ltd. | 675 | 6,558 | ||||||
Distell Group Ltd. | 495 | 5,481 | ||||||
EOH Holdings Ltd. | 483 | 4,606 | ||||||
Exxaro Resources Ltd. | 1,187 | 9,190 | ||||||
Famous Brands Ltd. | 2,415 | 24,562 | ||||||
FirstRand Ltd. | 659 | 2,464 | ||||||
Foschini Group Ltd. | 2,007 | 21,080 | ||||||
Gold Fields Ltd. | 738 | 2,597 | ||||||
Grindrod Ltd.* | 4,716 | 4,081 | ||||||
Growthpoint Properties Ltd. REIT | 16,859 | 32,078 | ||||||
Hyprop Investments Ltd. REIT | 5,857 | 52,737 | ||||||
Impala Platinum Holdings Ltd.* | 351 | 979 | ||||||
Imperial Holdings Ltd. | 5,499 | 69,226 | ||||||
JSE Ltd. | 1,034 | 10,366 | ||||||
KAP Industrial Holdings Ltd. | 50,426 | 34,226 | ||||||
Liberty Holdings Ltd. | 534 | 4,631 | ||||||
Life Healthcare Group Holdings Ltd. (a) | 10,280 | 21,774 | ||||||
Massmart Holdings Ltd. | 3,862 | 34,027 | ||||||
MMI Holdings Ltd. | 3,384 | 5,625 | ||||||
Mondi Ltd. | 755 | 19,770 | ||||||
Mr Price Group Ltd. (a) | 1,396 | 15,880 | ||||||
MTN Group Ltd. | 868 | 7,735 | ||||||
Nampak Ltd.* | 3,829 | 5,953 | ||||||
Nedbank Group Ltd. | 590 | 9,849 | ||||||
Netcare Ltd. | 17,151 | 35,066 | ||||||
Oceana Group Ltd. | 514 | 3,742 | ||||||
Omnia Holdings Ltd. | 4,227 | 48,982 | ||||||
Pick n Pay Stores Ltd. | 9,505 | 43,372 | ||||||
Pioneer Foods Group Ltd. | 2,464 | 26,534 | ||||||
PSG Group Ltd. | 263 | 4,778 | ||||||
Rand Merchant Investment Holdings Ltd. | 6,097 | 18,652 | ||||||
Redefine Properties Ltd. REIT | 46,369 | 37,099 | ||||||
Remgro Ltd. | 373 | 6,158 | ||||||
Resilient REIT Ltd. REIT | 2,677 | 24,417 | ||||||
Reunert Ltd. | 4,884 | 26,797 | ||||||
RMB Holdings Ltd. | 8,750 | 40,816 | ||||||
Sanlam Ltd. | 1,783 | 9,280 |
Santam Ltd. | 1,784 | 33,147 | ||||||
Sappi Ltd. | 13,366 | 97,927 | ||||||
Sasol Ltd. | 137 | 4,074 | ||||||
Shoprite Holdings Ltd. | 2,237 | 35,456 | ||||||
SPAR Group Ltd. | 1,597 | 20,700 | ||||||
Standard Bank Group Ltd. | 864 | 9,602 | ||||||
Sun International Ltd./South Africa | 955 | 4,708 | ||||||
Super Group Ltd./South Africa* | 4,025 | 11,410 | ||||||
Telkom SA SOC Ltd. (a) | 10,238 | 57,261 | ||||||
Tiger Brands Ltd. | 2,033 | 59,203 | ||||||
Tongaat Hulett Ltd. | 1,046 | 9,408 | ||||||
Truworths International Ltd. | 2,199 | 12,482 | ||||||
Tsogo Sun Holdings Ltd. | 10,955 | 19,831 | ||||||
Vodacom Group Ltd. (a) | 1,112 | 13,936 | ||||||
Woolworths Holdings Ltd. | 1,811 | 9,257 | ||||||
|
|
|||||||
1,661,662 | ||||||||
|
|
|||||||
Taiwan - 18.9% | ||||||||
Acer, Inc.* | 10,027 | 5,500 | ||||||
Advanced Semiconductor Engineering, Inc. | 28,364 | 36,305 | ||||||
Advantech Co. Ltd. | 2,206 | 17,895 | ||||||
Asia Cement Corp. | 13,420 | 12,426 | ||||||
Asustek Computer, Inc. | 575 | 5,448 | ||||||
AU Optronics Corp. | 61,093 | 23,865 | ||||||
Capital Securities Corp. | 24,070 | 7,986 | ||||||
Catcher Technology Co. Ltd. | 3,471 | 36,696 | ||||||
Cathay Real Estate Development Co. Ltd.* | 24,900 | 15,894 | ||||||
Chang Hwa Commercial Bank Ltd. | 14,484 | 8,451 | ||||||
Cheng Shin Rubber Industry Co. Ltd. | 15,771 | 31,826 | ||||||
Cheng Uei Precision Industry Co. Ltd. | 7,444 | 10,567 | ||||||
Chicony Electronics Co. Ltd. | 16,975 | 44,076 | ||||||
China Airlines Ltd. | 32,072 | 9,820 | ||||||
China Life Insurance Co. Ltd. | 47,504 | 46,590 | ||||||
China Motor Corp. | 52,399 | 48,516 | ||||||
China Steel Corp. | 32,876 | 27,051 | ||||||
Chunghwa Telecom Co. Ltd. | 2,484 | 8,878 | ||||||
Compal Electronics, Inc. | 65,314 | 43,645 | ||||||
CTBC Financial Holding Co. Ltd. | 65,437 | 41,661 | ||||||
Delta Electronics, Inc. | 6,446 | 35,574 | ||||||
E.Sun Financial Holding Co. Ltd. | 23,420 | 14,482 | ||||||
Eclat Textile Co. Ltd. | 170 | 1,732 | ||||||
Eternal Materials Co. Ltd. | 55,315 | 59,675 | ||||||
Eva Airways Corp. | 25,931 | 12,673 | ||||||
Evergreen Marine Corp. Taiwan Ltd.* | 8,252 | 4,143 | ||||||
Far Eastern International Bank | 21,360 | 6,831 | ||||||
Far Eastern New Century Corp. | 44,281 | 35,921 | ||||||
Far EasTone Telecommunications Co. Ltd. | 10,239 | 26,041 | ||||||
Feng Hsin Steel Co. Ltd. | 34,766 | 58,369 | ||||||
Feng TAY Enterprise Co. Ltd. | 1,720 | 6,690 | ||||||
First Financial Holding Co. Ltd. | 19,525 | 12,496 | ||||||
Formosa Chemicals & Fibre Corp. | 18,266 | 55,444 | ||||||
Formosa Petrochemical Corp. | 2,431 | 8,729 | ||||||
Formosa Plastics Corp. | 13,214 | 39,406 | ||||||
Formosa Taffeta Co. Ltd. | 8,749 | 9,148 | ||||||
Foxconn Technology Co. Ltd. | 46,457 | 131,591 | ||||||
Fubon Financial Holding Co. Ltd. | 20,827 | 31,747 | ||||||
Giant Manufacturing Co. Ltd. | 891 | 5,228 | ||||||
Hon Hai Precision Industry Co. Ltd. | 16,954 | 58,056 | ||||||
Hotai Motor Co. Ltd. | 567 | 7,436 | ||||||
Hua Nan Financial Holdings Co. Ltd. | 25,800 | 14,796 | ||||||
Innolux Corp. | 40,669 | 18,388 | ||||||
Inventec Corp. | 67,916 | 50,465 | ||||||
Largan Precision Co. Ltd. | 89 | 14,055 | ||||||
Lite-On Technology Corp. | 106,356 | 178,562 | ||||||
MediaTek, Inc. | 1,011 | 7,731 | ||||||
Mega Financial Holding Co. Ltd. | 16,959 | 13,673 | ||||||
Nan Ya Plastics Corp. | 18,173 | 43,259 | ||||||
Novatek Microelectronics Corp. | 9,244 | 36,725 | ||||||
Oriental Union Chemical Corp.* | 11,117 | 8,704 | ||||||
Pegatron Corp. | 22,529 | 69,507 | ||||||
Pou Chen Corp. | 53,861 | 74,312 | ||||||
President Chain Store Corp. | 5,959 | 53,292 | ||||||
Quanta Computer, Inc. | 16,139 | 36,915 | ||||||
Realtek Semiconductor Corp. | 4,875 | 16,288 | ||||||
Shin Kong Financial Holding Co. Ltd.* | 70,122 | 18,067 | ||||||
Siliconware Precision Industries Co. Ltd. | 23,000 | 38,844 | ||||||
SinoPac Financial Holdings Co. Ltd. | 70,452 | 21,806 | ||||||
Synnex Technology International Corp. | 9,320 | 10,690 | ||||||
Taishin Financial Holding Co. Ltd. | 21,674 | 9,692 | ||||||
Taiwan Business Bank | 30,489 | 8,535 | ||||||
Taiwan Cement Corp. | 41,872 | 47,887 | ||||||
Taiwan Fertilizer Co. Ltd. | 32,910 | 43,874 | ||||||
Taiwan Glass Industry Corp.* | 1,423 | 662 | ||||||
Taiwan Mobile Co. Ltd. | 4,550 | 16,942 | ||||||
Taiwan Secom Co. Ltd. | 7,120 | 21,067 | ||||||
Taiwan Semiconductor Manufacturing Co. Ltd. | 967 | 6,526 |
Teco Electric and Machinery Co. Ltd. | 30,727 | 29,676 | ||||||
Ton Yi Industrial Corp. | 27,407 | 13,258 | ||||||
Transcend Information, Inc. | 7,849 | 26,877 | ||||||
U-Ming Marine Transport Corp. | 3,915 | 4,217 | ||||||
Unimicron Technology Corp. | 25,537 | 14,773 | ||||||
Uni-President Enterprises Corp. | 21,693 | 43,344 | ||||||
United Microelectronics Corp. | 69,293 | 28,681 | ||||||
Vanguard International Semiconductor Corp. | 7,830 | 14,760 | ||||||
Walsin Lihwa Corp. | 120,321 | 49,802 | ||||||
Wan Hai Lines Ltd. | 12,788 | 7,228 | ||||||
Wistron Corp. | 73,081 | 67,544 | ||||||
Yuanta Financial Holding Co. Ltd. | 75,559 | 32,782 | ||||||
Yulon Motor Co. Ltd. | 8,092 | 7,237 | ||||||
Yulon Nissan Motor Co. Ltd. | 63 | 639 | ||||||
|
|
|||||||
2,326,590 | ||||||||
|
|
|||||||
Thailand - 4.3% | ||||||||
Advanced Info Service PCL, NVDR | 1,920 | 9,752 | ||||||
Airports of Thailand PCL, NVDR | 1,893 | 2,362 | ||||||
Bangkok Bank PCL | 900 | 4,756 | ||||||
Bangkok Expressway & Metro PCL, NVDR | 16,445 | 3,500 | ||||||
Bangkok Life Assurance PCL, NVDR | 9,998 | 13,430 | ||||||
Banpu PCL, NVDR | 56,868 | 29,720 | ||||||
BEC World PCL, NVDR | 1,640 | 1,064 | ||||||
BTS Group Holdings PCL, NVDR | 59,403 | 14,912 | ||||||
Bumrungrad Hospital PCL, NVDR | 800 | 4,075 | ||||||
Central Pattana PCL, NVDR | 15,871 | 30,754 | ||||||
Charoen Pokphand Foods PCL, NVDR | 14,899 | 10,892 | ||||||
CP ALL PCL, NVDR | 13,694 | 25,128 | ||||||
Delta Electronics Thailand PCL, NVDR | 3,627 | 9,584 | ||||||
Electricity Generating PCL, NVDR | 3,750 | 23,561 | ||||||
Glow Energy PCL, NVDR | 3,512 | 8,301 | ||||||
Home Product Center PCL, NVDR | 62,040 | 18,033 | ||||||
Indorama Ventures PCL, NVDR | 22,328 | 24,091 | ||||||
Intouch Holdings PCL, NVDR | 21,828 | 34,447 | ||||||
IRPC PCL, NVDR | 47,095 | 7,052 | ||||||
Kasikornbank PCL | 1,100 | 6,039 | ||||||
Krung Thai Bank PCL, NVDR | 24,978 | 14,007 | ||||||
Land & Houses PCL, NVDR | 167,252 | 46,895 | ||||||
Minor International PCL, NVDR | 8,308 | 9,147 | ||||||
PTT Exploration & Production PCL, NVDR | 7,400 | 19,554 | ||||||
PTT Global Chemical PCL, NVDR | 18,638 | 38,852 | ||||||
PTT PCL, NVDR | 1,930 | 22,269 | ||||||
Ratchaburi Electricity Generating Holding PCL, NVDR | 19,568 | 29,157 | ||||||
Siam Cement PCL | 500 | 7,722 | ||||||
Siam City Cement PCL, NVDR | 449 | 3,942 | ||||||
Siam Commercial Bank PCL, NVDR | 4,000 | 17,968 | ||||||
Thai Airways International PCL, NVDR* | 8,336 | 4,552 | ||||||
Thai Oil PCL, NVDR | 8,600 | 19,442 | ||||||
Thai Union Group PCL, NVDR | 14,018 | 8,643 | ||||||
TMB Bank PCL, NVDR | 101,924 | 6,464 | ||||||
Total Access Communication PCL, NVDR | 3,596 | 4,936 | ||||||
|
|
|||||||
535,003 | ||||||||
|
|
|||||||
Turkey - 2.7% | ||||||||
Akbank TAS | 754 | 2,032 | ||||||
Akcansa Cimento AS | 1,802 | 6,063 | ||||||
Anadolu Efes Biracilik Ve Malt Sanayii AS | 423 | 2,478 | ||||||
Arcelik AS | 1,755 | 12,118 | ||||||
Aselsan Elektronik Sanayi Ve Ticaret AS | 2,919 | 18,109 | ||||||
Aygaz AS | 5,601 | 25,198 | ||||||
BIM Birlesik Magazalar AS | 1,142 | 20,263 | ||||||
Coca-Cola Icecek AS | 90 | 942 | ||||||
Emlak Konut Gayrimenkul Yatirim Ortakligi AS REIT* | 51,894 | 44,755 | ||||||
Enka Insaat ve Sanayi AS | 4,935 | 7,480 | ||||||
Eregli Demir ve Celik Fabrikalari TAS | 15,081 | 27,249 | ||||||
Ford Otomotiv Sanayi AS | 1,215 | 13,894 | ||||||
Haci Omer Sabanci Holding AS | 226 | 684 | ||||||
KOC Holding AS | 2,169 | 9,838 | ||||||
Migros Ticaret AS* | 914 | 6,968 | ||||||
Petkim Petrokimya Holding AS | 26,741 | 41,815 | ||||||
TAV Havalimanlari Holding AS | 841 | 4,112 | ||||||
Tofas Turk Otomobil Fabrikasi AS | 2,618 | 21,690 | ||||||
Tupras Turkiye Petrol Rafinerileri AS | 603 | 16,198 | ||||||
Turk Traktor ve Ziraat Makineleri AS | 335 | 7,753 | ||||||
Turkcell Iletisim Hizmetleri AS* | 874 | 3,005 | ||||||
Turkiye Garanti Bankasi AS | 1,349 | 3,662 | ||||||
Turkiye Is Bankasi, Class C | 5,323 | 10,551 | ||||||
Turkiye Sinai Kalkinma Bankasi AS | 9,011 | 3,389 | ||||||
Turkiye Sise ve Cam Fabrikalari AS | 9,036 | 12,034 | ||||||
Turkiye Vakiflar Bankasi TAO, Class D* | 2,369 | 4,294 |
Ulker Biskuvi Sanayi AS | 295 | 1,722 | ||||||
|
|
|||||||
328,296 | ||||||||
|
|
|||||||
United Arab Emirates - 0.6% | ||||||||
Abu Dhabi Commercial Bank PJSC | 2,015 | 4,005 | ||||||
Air Arabia PJSC | 33,531 | 9,129 | ||||||
Aldar Properties PJSC | 11,648 | 7,009 | ||||||
DAMAC Properties Dubai Co. PJSC | 7,152 | 5,822 | ||||||
DP World Ltd. | 152 | 3,496 | ||||||
Dubai Investments PJSC | 18,136 | 10,270 | ||||||
Dubai Islamic Bank PJSC | 3,369 | 5,329 | ||||||
Emaar Malls PJSC | 152 | 104 | ||||||
Emaar Properties PJSC | 7,962 | 15,412 | ||||||
Emirates Telecommunications Group Co. PJSC | 907 | 4,247 | ||||||
Union National Bank PJSC | 3,963 | 5,082 | ||||||
|
|
|||||||
69,905 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $10,131,999) |
10,753,235 | |||||||
|
|
|||||||
PREFERRED STOCKS - 3.0% | ||||||||
Brazil - 1.9% | ||||||||
Banco Bradesco SA | 411 | 3,488 | ||||||
Braskem SA, Class A | 1,760 | 17,981 | ||||||
Cia de Gas de Sao Paulo - COMGAS, Class A | 1,711 | 24,973 | ||||||
Cia de Transmissao de Energia Eletrica Paulista | 2,207 | 43,925 | ||||||
Cia Energetica de Minas Gerais | 3,713 | 8,748 | ||||||
Cia Paranaense de Energia, Class B | 1,546 | 13,277 | ||||||
Itau Unibanco Holding SA | 947 | 10,382 | ||||||
Itausa - Investimentos Itau SA | 28,762 | 79,382 | ||||||
Suzano Papel e Celulose SA, Class A | 1,747 | 8,269 | ||||||
Telefonica Brasil SA | 1,402 | 20,234 | ||||||
Vale SA | 334 | 2,656 | ||||||
|
|
|||||||
233,315 | ||||||||
|
|
|||||||
Chile - 0.3% | ||||||||
Embotelladora Andina SA, Class B | 5,535 | 22,703 | ||||||
Sociedad Quimica y Minera de Chile SA, Class B | 506 | 18,284 | ||||||
|
|
|||||||
40,987 | ||||||||
|
|
|||||||
Colombia - 0.4% | ||||||||
Bancolombia SA | 2,504 | 27,637 | ||||||
Cementos Argos SA | 709 | 2,639 | ||||||
Grupo Aval Acciones y Valores SA | 30,625 | 12,731 | ||||||
Grupo de Inversiones Suramericana SA | 226 | 2,924 | ||||||
|
|
|||||||
45,931 | ||||||||
|
|
|||||||
Russia - 0.4% | ||||||||
Bashneft PJSC | 43 | 826 | ||||||
Surgutneftegas OJSC | 19,038 | 9,467 | ||||||
Tatneft PJSC, Series 3 | 3,549 | 18,688 | ||||||
Transneft PJSC | 9 | 25,163 | ||||||
|
|
|||||||
54,144 | ||||||||
|
|
|||||||
TOTAL PREFERRED STOCKS (Cost $361,323) |
374,377 | |||||||
SECURITIES LENDING COLLATERAL - 0.9% | ||||||||
Deutsche Government & Agency Securities Portfolio Deutsche Government Cash Institutional Shares, 0.74% (c)(d) (Cost $111,104) |
111,104 | 111,104 | ||||||
|
|
|||||||
TOTAL INVESTMENTS - 91.4% (Cost $10,604,426) |
$ | 11,238,716 | ||||||
Other assets and liabilities, net - 8.6% | 1,055,649 | |||||||
|
|
|||||||
NET ASSETS - 100.0% | $ | 12,294,365 | ||||||
|
|
For information on the Funds policies regarding the valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual or annual financial statements.
* | Non-income producing security. |
| The cost for federal income tax purposes was $10,607,839. At May 31, 2017, net unrealized appreciation for all securities based on tax cost was $630,877. This consisted of aggregate gross unrealized appreciation for all securities in which there was an excess of value over tax cost of $886,708 and aggregate gross unrealized depreciation for all securities in which there was an excess of tax cost over value of $255,831. |
(a) | All or a portion of these securities were on loan. In addition, Other assets and liabilities, net may include pending sales that are also on loan. The value of securities loaned at May 31, 2017 amounted to $103,282, which is 0.8% of net assets. |
(b) | Stapled SecurityA security contractually bound to one or more other securities to form a single saleable unit which cannot be sold separately. |
(c) | Affiliated fund managed by Deutsche Investment Management Americas Inc. The rate shown is the annualized seven-day yield at period end. |
(d) | Represents collateral held in connection with securities lending. Income earned by the Fund is net of borrower rebates. |
CPO: | Ordinary Participation Certificates |
GDR: | Global Depositary Receipt |
NVDR: | Non Voting Depositary Receipt |
OJSC: | Open Joint Stock Company |
PJSC: | Private Joint Stock Company |
REIT: | Real Estate Investment Trust |
144A: | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. |
At May 31, 2017 the Deutsche X-trackers FTSE Emerging Comprehensive Factor ETF had the following sector diversification:
Sector Diversification |
Market Value ($) | As a % of Total Investments excluding Securities Lending Collateral |
||||||
Industrials | 1,561,967 | 14.0 | % | |||||
Financials | 1,540,576 | 13.8 | ||||||
Materials | 1,411,314 | 12.7 | ||||||
Information Technology | 1,253,225 | 11.3 | ||||||
Consumer Discretionary | 1,104,733 | 9.9 | ||||||
Consumer Staples | 1,103,092 | 9.9 | ||||||
Utilities | 958,698 | 8.6 | ||||||
Energy | 831,597 | 7.5 | ||||||
Real Estate | 682,292 | 6.1 | ||||||
Telecommunication Services | 485,253 | 4.4 | ||||||
Health Care | 194,865 | 1.8 | ||||||
|
|
|
|
|||||
Total | 11,127,612 | 100.0 | % | |||||
|
|
|
|
At May 31, 2017, open futures contracts purchased were as follows:
Contract Description |
Currency | Number of Contracts |
Contract Value |
Expiration Date |
Unrealized Appreciation (Depreciation)(e) |
|||||||||||||||
SGX NIFTY 50 Futures | USD | 57 | $ | 1,098,618 | 6/29/2017 | $ | 25,194 | |||||||||||||
E-mini MSCI Emerging Markets Index Futures | USD | 1 | 50,190 | 6/16/2017 | 2,025 | |||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 1,148,808 | $ | 27,219 | |||||||||||||||||
|
|
|
|
(e) | The amount represents the unrealized appreciation (depreciation) of the Funds derivative instruments subject to equity contracts risk exposure as of May 31, 2017. |
Currency Abbreviations
USD | U.S. Dollar |
Fair Value Measurements
Various inputs are used in determining the value of the Funds investments. These inputs are summarized in three broad levels. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds and credit risk). Level 3 includes significant unobservable inputs (including the Funds own assumptions in determining the fair value of investments). The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities.
The following is a summary of the inputs used as of May 31, 2017 in valuing the Funds investments.
Assets |
Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Common Stocks (f) | $ | 10,749,020 | $ | | $ | 4,215 | $ | 10,753,235 | ||||||||
Preferred Stocks (f) | 374,377 | | | 374,377 | ||||||||||||
Short-Term Investments | 111,104 | | | 111,104 | ||||||||||||
Derivatives (g) |
||||||||||||||||
Futures Contracts |
27,219 | | | 27,219 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
TOTAL | $ | 11,261,720 | $ | | $ | 4,215 | $ | 11,265,935 | ||||||||
|
|
|
|
|
|
|
|
(f) | See Schedule of Investments for additional detailed categorizations. |
(g) | Derivatives include unrealized appreciation (depreciation) on open futures contracts. |
During the period ended May 31, 2017, the amount of transfers between Level 1 and Level 3 was $2,128 and between Level 3 and Level 1 was $831. Investments were transferred from Level 1 to Level 3 as a result of a halt in trading on a securities exchange. Investments were transferred from Level 3 to Level 1 as a result of the resumption of trading on a securities exchange.
Transfers between price levels are recognized at the beginning of the reporting period.
DBX ETF Trust
SCHEDULE OF INVESTMENTS
Deutsche X-trackers Russell 1000 Comprehensive Factor ETF
May 31, 2017 (Unaudited)
Number of Shares |
Value | |||||||
COMMON STOCKS - 99.4% | ||||||||
Consumer Discretionary - 17.1% | ||||||||
Advance Auto Parts, Inc. | 583 | $ | 77,906 | |||||
Amazon.com, Inc.* | 4 | 3,978 | ||||||
AMC Networks, Inc., Class A* | 96 | 5,086 | ||||||
Aramark | 2,947 | 109,805 | ||||||
AutoNation, Inc.*(a) | 105 | 4,150 | ||||||
AutoZone, Inc.* | 202 | 122,396 | ||||||
Bed Bath & Beyond, Inc. | 2,485 | 85,509 | ||||||
Best Buy Co., Inc. | 1,954 | 116,048 | ||||||
BorgWarner, Inc. | 624 | 26,526 | ||||||
Brinker International, Inc. (a) | 3,321 | 130,283 | ||||||
Brunswick Corp. | 1,055 | 58,299 | ||||||
Burlington Stores, Inc.* | 908 | 88,848 | ||||||
Cabelas, Inc.* | 310 | 16,377 | ||||||
Cable One, Inc. | 209 | 150,187 | ||||||
CarMax, Inc.*(a) | 521 | 32,734 | ||||||
Carnival Corp. | 1,887 | 120,900 | ||||||
Carters, Inc. | 972 | 79,860 | ||||||
CBS Corp., Class B | 3,062 | 187,119 | ||||||
Charter Communications, Inc., Class A* | 16 | 5,529 | ||||||
Chipotle Mexican Grill, Inc.* | 45 | 21,481 | ||||||
Choice Hotels International, Inc. | 429 | 27,864 | ||||||
Cinemark Holdings, Inc. | 4,091 | 161,881 | ||||||
Coach, Inc. | 4,224 | 195,191 | ||||||
Comcast Corp., Class A | 1,332 | 55,531 | ||||||
CST Brands, Inc. | 573 | 27,693 | ||||||
D.R. Horton, Inc. | 1,159 | 37,888 | ||||||
Darden Restaurants, Inc. | 5,200 | 462,436 | ||||||
Delphi Automotive PLC | 519 | 45,656 | ||||||
Dicks Sporting Goods, Inc. | 5,892 | 242,338 | ||||||
Dillards, Inc., Class A (a) | 625 | 32,175 | ||||||
Discovery Communications, Inc., Class A*(a) | 1,697 | 44,970 | ||||||
Discovery Communications, Inc., Class C* | 2,671 | 68,992 | ||||||
DISH Network Corp., Class A* | 135 | 8,609 | ||||||
Dollar General Corp. | 2,958 | 217,088 | ||||||
Dominos Pizza, Inc. | 1,001 | 211,932 | ||||||
Dunkin Brands Group, Inc. (a) | 1,047 | 61,260 | ||||||
Extended Stay America, Inc. | 467 | 8,499 | ||||||
Foot Locker, Inc. | 4,235 | 251,601 | ||||||
Ford Motor Co. | 3,287 | 36,551 | ||||||
GameStop Corp., Class A (a) | 378 | 8,369 | ||||||
Gap, Inc. | 3,427 | 77,107 | ||||||
Garmin Ltd. (a) | 2,217 | 115,373 | ||||||
General Motors Co. | 1,478 | 50,149 | ||||||
Gentex Corp. | 5,337 | 101,296 | ||||||
Genuine Parts Co. | 5,147 | 476,715 | ||||||
Goodyear Tire & Rubber Co. | 1,578 | 50,843 | ||||||
Graham Holdings Co., Class B | 18 | 10,778 | ||||||
H&R Block, Inc. | 747 | 19,825 | ||||||
Hanesbrands, Inc. (a) | 692 | 14,290 | ||||||
Harley-Davidson, Inc. | 4,122 | 218,507 | ||||||
Hasbro, Inc. | 2,235 | 235,256 | ||||||
Hilton Grand Vacations, Inc.* | 154 | 5,509 | ||||||
Hilton Worldwide Holdings, Inc. | 485 | 32,238 | ||||||
Home Depot, Inc. | 258 | 39,606 | ||||||
Hyatt Hotels Corp., Class A*(a) | 629 | 36,293 | ||||||
International Game Technology PLC | 682 | 12,106 | ||||||
Interpublic Group of Companies, Inc. | 4,755 | 118,542 | ||||||
John Wiley & Sons, Inc., Class A | 2,648 | 134,254 | ||||||
Kohls Corp. (a) | 4,090 | 157,179 | ||||||
L Brands, Inc. | 378 | 19,505 | ||||||
Las Vegas Sands Corp. | 424 | 25,071 | ||||||
Lear Corp. | 1,966 | 293,013 | ||||||
Leggett & Platt, Inc. | 4,588 | 238,668 | ||||||
Lennar Corp., Class A | 255 | 13,084 | ||||||
Liberty Expedia Holdings, Inc., Class A* | 1,435 | 74,864 | ||||||
Liberty Interactive Corp., Class A* | 425 | 9,970 | ||||||
Liberty Media Corp-Liberty SiriusXM, Class A* | 590 | 24,585 | ||||||
Liberty Media Corp-Liberty SiriusXM, Class C* | 1,904 | 79,340 | ||||||
Liberty Ventures, Series A* | 746 | 40,202 | ||||||
Live Nation Entertainment, Inc.* | 732 | 25,247 | ||||||
LKQ Corp.* | 3,966 | 124,889 | ||||||
Lowes Cos., Inc. | 1,236 | 97,360 | ||||||
Lululemon Athletica, Inc.* | 310 | 14,964 | ||||||
Macys, Inc. | 5,333 | 125,325 | ||||||
Madison Square Garden Co., Class A* | 49 | 9,575 | ||||||
Marriott International, Inc., Class A | 1,576 | 169,656 | ||||||
Mattel, Inc. | 5,076 | 116,291 | ||||||
McDonalds Corp. | 572 | 86,309 | ||||||
MGM Resorts International | 267 | 8,469 | ||||||
Michael Kors Holdings Ltd.* | 1,472 | 48,841 | ||||||
Michaels Cos., Inc.* | 1,436 | 27,758 | ||||||
Mohawk Industries, Inc.* | 257 | 61,500 | ||||||
Murphy USA, Inc.* | 386 | 26,260 | ||||||
Newell Brands, Inc. | 679 | 35,953 | ||||||
News Corp., Class A | 5,022 | 67,194 |
News Corp., Class B | 1,576 | 21,591 | ||||||
NIKE, Inc., Class B | 425 | 22,521 | ||||||
Nordstrom, Inc. (a) | 6,992 | 292,266 | ||||||
NVR, Inc.* | 54 | 123,249 | ||||||
Omnicom Group, Inc. | 4,025 | 336,973 | ||||||
OReilly Automotive, Inc.* | 473 | 114,504 | ||||||
Panera Bread Co., Class A* | 575 | 180,832 | ||||||
Penske Automotive Group, Inc. | 610 | 25,834 | ||||||
Polaris Industries, Inc. (a) | 1,120 | 93,632 | ||||||
Pool Corp. | 1,467 | 174,764 | ||||||
Priceline Group, Inc.* | 19 | 35,665 | ||||||
PulteGroup, Inc. | 431 | 9,771 | ||||||
PVH Corp. | 1,825 | 193,359 | ||||||
Ralph Lauren Corp. | 995 | 67,461 | ||||||
Regal Entertainment Group, Class A (a) | 4,438 | 92,310 | ||||||
Ross Stores, Inc. | 4,799 | 306,752 | ||||||
Royal Caribbean Cruises Ltd. | 173 | 19,061 | ||||||
Sally Beauty Holdings, Inc.* | 1,535 | 27,661 | ||||||
Scripps Networks Interactive, Inc., Class A (a) | 1,086 | 71,915 | ||||||
Service Corp. International | 2,158 | 68,797 | ||||||
ServiceMaster Global Holdings, Inc.* | 429 | 16,216 | ||||||
Signet Jewelers Ltd. (a) | 151 | 7,263 | ||||||
Sirius XM Holdings, Inc. (a) | 9,989 | 52,442 | ||||||
Six Flags Entertainment Corp. | 1,264 | 76,320 | ||||||
Staples, Inc. | 12,088 | 109,759 | ||||||
Starbucks Corp. | 687 | 43,700 | ||||||
Target Corp. | 4,753 | 262,128 | ||||||
TEGNA, Inc. | 730 | 17,330 | ||||||
Thor Industries, Inc. | 1,588 | 143,762 | ||||||
Tiffany & Co. | 1,484 | 129,049 | ||||||
Time Warner, Inc. | 1,154 | 114,811 | ||||||
TJX Cos., Inc. | 2,987 | 224,652 | ||||||
Toll Brothers, Inc. | 309 | 11,405 | ||||||
Tractor Supply Co. | 527 | 29,064 | ||||||
Tupperware Brands Corp. | 2,386 | 171,577 | ||||||
Twenty-First Century Fox, Inc., Class A | 1,118 | 30,320 | ||||||
Twenty-First Century Fox, Inc., Class B | 364 | 9,792 | ||||||
Ulta Beauty, Inc.* | 258 | 78,649 | ||||||
Under Armour, Inc., Class C* | 201 | 3,584 | ||||||
Urban Outfitters, Inc.*(a) | 2,808 | 52,987 | ||||||
Vail Resorts, Inc. | 932 | 199,355 | ||||||
VF Corp. (a) | 1,169 | 62,892 | ||||||
Viacom, Inc., Class B | 892 | 31,033 | ||||||
Vista Outdoor, Inc.* | 378 | 7,930 | ||||||
Visteon Corp.* | 2,310 | 231,670 | ||||||
Walt Disney Co. | 256 | 27,633 | ||||||
Wendys Co. (a) | 5,087 | 82,257 | ||||||
Whirlpool Corp. | 1,163 | 215,783 | ||||||
Williams-Sonoma, Inc. (a) | 1,489 | 72,455 | ||||||
Wyndham Worldwide Corp. | 1,970 | 198,950 | ||||||
Yum China Holdings, Inc.* | 7,339 | 281,891 | ||||||
Yum! Brands, Inc. | 6,271 | 455,525 | ||||||
|
|
|||||||
13,150,406 | ||||||||
|
|
|||||||
Consumer Staples - 6.6% | ||||||||
Altria Group, Inc. | 836 | 63,068 | ||||||
Archer-Daniels-Midland Co. | 8,997 | 374,095 | ||||||
Brown-Forman Corp., Class A | 111 | 5,887 | ||||||
Brown-Forman Corp., Class B | 884 | 45,924 | ||||||
Bunge Ltd. | 1,232 | 98,523 | ||||||
Campbell Soup Co. | 1,690 | 97,428 | ||||||
Caseys General Stores, Inc. | 417 | 48,535 | ||||||
Church & Dwight Co., Inc. | 3,969 | 205,039 | ||||||
Clorox Co. | 589 | 79,945 | ||||||
Coca-Cola Co. | 357 | 16,233 | ||||||
Colgate-Palmolive Co. | 1,207 | 92,167 | ||||||
Conagra Brands, Inc. | 2,106 | 81,165 | ||||||
Constellation Brands, Inc., Class A | 204 | 37,281 | ||||||
Costco Wholesale Corp. | 796 | 143,622 | ||||||
CVS Health Corp. | 201 | 15,443 | ||||||
Dr Pepper Snapple Group, Inc. | 942 | 87,427 | ||||||
Edgewell Personal Care Co.* | 458 | 33,498 | ||||||
Energizer Holdings, Inc. | 413 | 22,137 | ||||||
Estee Lauder Cos., Inc., Class A | 908 | 85,479 | ||||||
Flowers Foods, Inc. (a) | 273 | 5,045 | ||||||
General Mills, Inc. | 2,617 | 148,489 | ||||||
Hain Celestial Group, Inc.* | 475 | 16,592 | ||||||
Hershey Co. | 2,129 | 245,410 | ||||||
Hormel Foods Corp. | 1,646 | 55,355 | ||||||
Ingredion, Inc. | 2,316 | 264,232 | ||||||
JM Smucker Co. | 1,530 | 195,611 | ||||||
Kellogg Co. | 838 | 60,001 | ||||||
Kimberly-Clark Corp. | 418 | 54,227 | ||||||
Kroger Co. | 800 | 23,824 | ||||||
Lamb Weston Holdings, Inc. | 4,989 | 231,539 | ||||||
McCormick & Co., Inc. | 1,750 | 182,263 | ||||||
Mead Johnson Nutrition Co. | 1,102 | 98,541 | ||||||
Molson Coors Brewing Co., Class B | 413 | 39,148 | ||||||
Mondelez International, Inc., Class A | 2,069 | 96,395 | ||||||
Nu Skin Enterprises, Inc., Class A | 107 | 5,872 | ||||||
PepsiCo, Inc. | 425 | 49,670 |
Philip Morris International, Inc. | 429 | 51,394 | ||||||
Pilgrims Pride Corp.* | 207 | 4,817 | ||||||
Pinnacle Foods, Inc. | 1,910 | 119,012 | ||||||
Post Holdings, Inc.* | 377 | 30,288 | ||||||
Procter & Gamble Co. | 293 | 25,810 | ||||||
Spectrum Brands Holdings, Inc. | 581 | 78,115 | ||||||
Sprouts Farmers Market, Inc.* | 624 | 14,951 | ||||||
Sysco Corp. | 13,493 | 736,178 | ||||||
TreeHouse Foods, Inc.*(a) | 307 | 23,694 | ||||||
Tyson Foods, Inc., Class A | 5,655 | 324,258 | ||||||
US Foods Holding Corp.* | 641 | 19,204 | ||||||
Walgreens Boots Alliance, Inc. | 832 | 67,409 | ||||||
Wal-Mart Stores, Inc. | 583 | 45,824 | ||||||
Whole Foods Market, Inc. | 3,586 | 125,474 | ||||||
|
|
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5,071,538 | ||||||||
|
|
|||||||
Energy - 0.7% | ||||||||
Antero Resources Corp.*(a) | 273 | 5,616 | ||||||
Apache Corp. | 264 | 12,345 | ||||||
Baker Hughes, Inc. | 273 | 15,056 | ||||||
Cabot Oil & Gas Corp. | 802 | 17,796 | ||||||
Chevron Corp. | 158 | 16,350 | ||||||
Concho Resources, Inc.* | 61 | 7,734 | ||||||
ConocoPhillips | 166 | 7,418 | ||||||
Devon Energy Corp. | 854 | 29,019 | ||||||
Diamondback Energy, Inc.* | 45 | 4,174 | ||||||
Dril-Quip, Inc.* | 572 | 28,371 | ||||||
EOG Resources, Inc. | 96 | 8,670 | ||||||
EQT Corp. | 848 | 46,869 | ||||||
Exxon Mobil Corp. | 254 | 20,447 | ||||||
Halliburton Co. | 413 | 18,663 | ||||||
Helmerich & Payne, Inc. (a) | 536 | 28,226 | ||||||
Kinder Morgan, Inc. | 1,273 | 23,881 | ||||||
Murphy Oil Corp. (a) | 365 | 8,910 | ||||||
National Oilwell Varco, Inc. | 907 | 29,632 | ||||||
Oceaneering International, Inc. | 272 | 6,631 | ||||||
ONEOK, Inc. (a) | 264 | 13,115 | ||||||
Patterson-UTI Energy, Inc. | 584 | 12,451 | ||||||
Phillips 66 | 587 | 44,676 | ||||||
Pioneer Natural Resources Co. | 61 | 10,178 | ||||||
Rowan Cos. PLC, Class A* | 326 | 3,925 | ||||||
Schlumberger Ltd. | 307 | 21,364 | ||||||
Tesoro Corp. | 61 | 5,078 | ||||||
Valero Energy Corp. | 747 | 45,918 | ||||||
Williams Cos., Inc. | 206 | 5,892 | ||||||
World Fuel Services Corp. | 696 | 24,597 | ||||||
|
|
|||||||
523,002 | ||||||||
|
|
|||||||
Financials - 15.0% | ||||||||
Affiliated Managers Group, Inc. | 522 | 80,310 | ||||||
Aflac, Inc. | 3,501 | 263,905 | ||||||
AGNC Investment Corp. REIT | 3,683 | 76,570 | ||||||
Alleghany Corp.* | 208 | 122,167 | ||||||
Allied World Assurance Co. Holdings AG | 1,312 | 68,972 | ||||||
Allstate Corp. | 3,337 | 288,117 | ||||||
Ally Financial, Inc. | 1,854 | 34,373 | ||||||
American Express Co. | 1,104 | 84,942 | ||||||
American Financial Group, Inc. | 1,000 | 99,850 | ||||||
American International Group, Inc. | 325 | 20,680 | ||||||
American National Insurance Co. | 164 | 19,275 | ||||||
Ameriprise Financial, Inc. | 692 | 83,587 | ||||||
AmTrust Financial Services, Inc. (a) | 478 | 6,281 | ||||||
Annaly Capital Management, Inc. REIT | 545 | 6,529 | ||||||
Aon PLC | 1,931 | 252,787 | ||||||
Arch Capital Group Ltd.* | 1,409 | 137,025 | ||||||
Arthur J Gallagher & Co. | 4,414 | 250,406 | ||||||
Artisan Partners Asset Management, Inc., Class A | 256 | 7,245 | ||||||
Aspen Insurance Holdings Ltd. | 2,115 | 107,442 | ||||||
Associated Banc-Corp. | 1,483 | 35,369 | ||||||
Assurant, Inc. | 522 | 51,145 | ||||||
Assured Guaranty Ltd. | 4,393 | 171,591 | ||||||
Axis Capital Holdings Ltd. | 3,377 | 221,464 | ||||||
Bank of America Corp. | 307 | 6,880 | ||||||
Bank of Hawaii Corp. (a) | 519 | 40,342 | ||||||
Bank of New York Mellon Corp. | 943 | 44,434 | ||||||
BankUnited, Inc. | 432 | 14,325 | ||||||
BB&T Corp. | 1,432 | 59,643 | ||||||
Berkshire Hathaway, Inc., Class B* | 412 | 68,095 | ||||||
BlackRock, Inc. | 68 | 27,828 | ||||||
BOK Financial Corp. (a) | 260 | 20,938 | ||||||
Brown & Brown, Inc. | 3,699 | 160,648 | ||||||
Capital One Financial Corp. | 1,107 | 85,150 | ||||||
CBOE Holdings, Inc. | 1,464 | 126,446 | ||||||
Charles Schwab Corp. | 215 | 8,331 | ||||||
Chimera Investment Corp. REIT | 4,554 | 84,704 | ||||||
Chubb Ltd. | 535 | 76,607 | ||||||
Cincinnati Financial Corp. | 2,851 | 199,798 | ||||||
CIT Group, Inc. | 1,644 | 74,062 | ||||||
Citigroup, Inc. | 220 | 13,319 | ||||||
Citizens Financial Group, Inc. | 1,225 | 41,772 | ||||||
CME Group, Inc. | 415 | 48,675 | ||||||
CNA Financial Corp. | 311 | 14,182 | ||||||
Comerica, Inc. | 1,003 | 68,766 | ||||||
Commerce Bancshares, Inc. | 890 | 47,642 | ||||||
Credit Acceptance Corp.*(a) | 47 | 10,106 |
Cullen/Frost Bankers, Inc. | 574 | 52,613 | ||||||
Discover Financial Services | 3,492 | 204,980 | ||||||
Donnelley Financial Solutions, Inc.* | 1,118 | 25,468 | ||||||
E*TRADE Financial Corp.* | 413 | 14,294 | ||||||
East West Bancorp, Inc. | 745 | 40,774 | ||||||
Eaton Vance Corp. | 5,765 | 268,476 | ||||||
Erie Indemnity Co., Class A | 171 | 20,139 | ||||||
Everest Re Group Ltd. | 1,425 | 362,876 | ||||||
FactSet Research Systems, Inc. | 785 | 130,067 | ||||||
Federated Investors, Inc., Class B | 2,211 | 58,724 | ||||||
Fifth Third Bancorp | 5,179 | 122,949 | ||||||
First American Financial Corp. | 3,639 | 158,369 | ||||||
First Horizon National Corp. | 1,172 | 19,854 | ||||||
First Republic Bank | 519 | 47,800 | ||||||
FNF Group | 4,116 | 175,383 | ||||||
Franklin Resources, Inc. | 4,392 | 183,542 | ||||||
Goldman Sachs Group, Inc. | 149 | 31,478 | ||||||
Hanover Insurance Group, Inc. | 1,099 | 91,646 | ||||||
Hartford Financial Services Group, Inc. | 2,011 | 99,323 | ||||||
Huntington Bancshares, Inc. | 3,797 | 47,614 | ||||||
Interactive Brokers Group, Inc., Class A | 220 | 7,674 | ||||||
Intercontinental Exchange, Inc. | 626 | 37,679 | ||||||
Invesco Ltd. | 3,280 | 103,976 | ||||||
JPMorgan Chase & Co. | 116 | 9,529 | ||||||
KeyCorp | 3,486 | 60,900 | ||||||
Lazard Ltd., Class A | 2,432 | 108,224 | ||||||
Leucadia National Corp. | 902 | 22,000 | ||||||
Lincoln National Corp. | 1,109 | 72,063 | ||||||
Loews Corp. | 2,118 | 99,885 | ||||||
LPL Financial Holdings, Inc. | 684 | 26,628 | ||||||
M&T Bank Corp. | 406 | 63,527 | ||||||
Markel Corp.* | 60 | 58,635 | ||||||
MarketAxess Holdings, Inc. | 562 | 107,106 | ||||||
Marsh & McLennan Cos., Inc. | 5,254 | 407,500 | ||||||
Mercury General Corp. (a) | 536 | 30,016 | ||||||
MetLife, Inc. | 850 | 43,001 | ||||||
MFA Financial, Inc. REIT | 11,872 | 98,775 | ||||||
Moodys Corp. | 1,214 | 143,798 | ||||||
Morgan Stanley | 378 | 15,778 | ||||||
Morningstar, Inc. | 273 | 19,978 | ||||||
MSCI, Inc. | 1,103 | 112,208 | ||||||
Nasdaq, Inc. | 1,311 | 88,689 | ||||||
Navient Corp. | 1,748 | 25,224 | ||||||
Northern Trust Corp. | 730 | 63,831 | ||||||
Old Republic International Corp. | 3,445 | 68,142 | ||||||
PacWest Bancorp | 903 | 42,143 | ||||||
Peoples United Financial, Inc. | 1,953 | 32,361 | ||||||
PNC Financial Services Group, Inc. | 626 | 74,306 | ||||||
Popular, Inc. | 2,223 | 82,696 | ||||||
Principal Financial Group, Inc. | 2,333 | 146,769 | ||||||
ProAssurance Corp. | 618 | 36,802 | ||||||
Progressive Corp. | 9,291 | 394,217 | ||||||
Prudential Financial, Inc. | 961 | 100,761 | ||||||
Raymond James Financial, Inc. | 466 | 33,678 | ||||||
Regions Financial Corp. | 5,757 | 79,677 | ||||||
Reinsurance Group of America, Inc. | 1,688 | 210,173 | ||||||
RenaissanceRe Holdings Ltd. | 1,390 | 198,575 | ||||||
S&P Global, Inc. | 1,310 | 187,081 | ||||||
SEI Investments Co. | 1,013 | 50,741 | ||||||
Signature Bank* | 117 | 16,733 | ||||||
SLM Corp.* | 2,858 | 29,695 | ||||||
Starwood Property Trust, Inc. REIT | 2,168 | 47,739 | ||||||
State Street Corp. | 259 | 21,098 | ||||||
SunTrust Banks, Inc. | 1,699 | 90,676 | ||||||
SVB Financial Group* | 111 | 18,925 | ||||||
Synchrony Financial | 3,754 | 100,795 | ||||||
Synovus Financial Corp. | 745 | 30,456 | ||||||
T. Rowe Price Group, Inc. | 3,909 | 275,350 | ||||||
TCF Financial Corp. | 1,956 | 29,457 | ||||||
TD Ameritrade Holding Corp. | 785 | 29,328 | ||||||
Thomson Reuters Corp. | 1,695 | 74,004 | ||||||
Torchmark Corp. | 3,212 | 242,506 | ||||||
Travelers Cos., Inc. | 1,420 | 177,287 | ||||||
Two Harbors Investment Corp. REIT | 3,543 | 35,359 | ||||||
Unum Group | 4,298 | 193,324 | ||||||
US Bancorp | 906 | 46,106 | ||||||
Validus Holdings Ltd. | 2,783 | 148,612 | ||||||
Voya Financial, Inc. | 746 | 25,498 | ||||||
W.R. Berkley Corp. | 2,181 | 150,467 | ||||||
Wells Fargo & Co. | 60 | 3,068 | ||||||
Western Alliance Bancorp* | 415 | 18,974 | ||||||
White Mountains Insurance Group Ltd. | 82 | 70,527 | ||||||
XL Group Ltd. | 2,640 | 115,342 | ||||||
Zions Bancorporation | 743 | 29,772 | ||||||
|
|
|||||||
11,574,938 | ||||||||
|
|
|||||||
Health Care - 7.7% | ||||||||
Abbott Laboratories | 2,024 | 92,416 | ||||||
AbbVie, Inc. | 318 | 20,994 | ||||||
Aetna, Inc. | 1,971 | 285,519 | ||||||
Agilent Technologies, Inc. | 1,537 | 92,743 | ||||||
Alere, Inc.* | 150 | 7,276 |
Align Technology, Inc.* | 519 | 75,359 | ||||||
AmerisourceBergen Corp. | 224 | 20,556 | ||||||
Amgen, Inc. | 158 | 24,528 | ||||||
Anthem, Inc. | 1,166 | 212,620 | ||||||
Baxter International, Inc. | 2,310 | 137,006 | ||||||
Becton Dickinson and Co. | 732 | 138,516 | ||||||
Biogen, Inc.* | 141 | 34,936 | ||||||
Bio-Rad Laboratories, Inc., Class A* | 325 | 72,631 | ||||||
Bio-Techne Corp. | 906 | 101,544 | ||||||
Bioverativ, Inc.* | 57 | 3,140 | ||||||
Boston Scientific Corp.* | 907 | 24,516 | ||||||
Bristol-Myers Squibb Co. | 61 | 3,291 | ||||||
Bruker Corp. | 795 | 21,632 | ||||||
C.R. Bard, Inc. | 646 | 198,600 | ||||||
Cardinal Health, Inc. | 1,436 | 106,680 | ||||||
Celgene Corp.* | 100 | 11,441 | ||||||
Centene Corp.* | 624 | 45,321 | ||||||
Cerner Corp.* | 526 | 34,374 | ||||||
Charles River Laboratories International, Inc.* | 414 | 38,109 | ||||||
Cigna Corp. | 907 | 146,236 | ||||||
Cooper Cos., Inc. | 590 | 129,062 | ||||||
Danaher Corp. | 691 | 58,694 | ||||||
DaVita, Inc.* | 1,048 | 69,440 | ||||||
DENTSPLY SIRONA, Inc. | 1,012 | 64,282 | ||||||
Edwards Lifesciences Corp.* | 624 | 71,804 | ||||||
Eli Lilly & Co. | 316 | 25,144 | ||||||
Envision Healthcare Corp.* | 201 | 10,977 | ||||||
Express Scripts Holding Co.* | 1,297 | 77,496 | ||||||
Gilead Sciences, Inc. | 162 | 10,512 | ||||||
HCA Healthcare, Inc.* | 1,693 | 138,674 | ||||||
Henry Schein, Inc.* | 1,412 | 259,766 | ||||||
Hill-Rom Holdings, Inc. | 1,594 | 123,312 | ||||||
Hologic, Inc.* | 1,153 | 49,936 | ||||||
Humana, Inc. | 933 | 216,699 | ||||||
IDEXX Laboratories, Inc.* | 905 | 152,393 | ||||||
Intuitive Surgical, Inc.* | 112 | 102,444 | ||||||
Johnson & Johnson | 216 | 27,702 | ||||||
Laboratory Corp. of America Holdings* | 153 | 21,267 | ||||||
LifePoint Health, Inc.* | 308 | 18,726 | ||||||
McKesson Corp. | 201 | 32,781 | ||||||
MEDNAX, Inc.* | 485 | 26,335 | ||||||
Medtronic PLC | 484 | 40,792 | ||||||
Merck & Co., Inc. | 632 | 41,149 | ||||||
Mettler-Toledo International, Inc.* | 326 | 189,996 | ||||||
Patheon N.V.* | 536 | 18,605 | ||||||
Patterson Cos., Inc. | 1,950 | 86,112 | ||||||
PerkinElmer, Inc. | 475 | 29,953 | ||||||
Pfizer, Inc. | 519 | 16,945 | ||||||
Premier, Inc., Class A* | 201 | 6,939 | ||||||
QIAGEN NV* | 1,004 | 33,694 | ||||||
Quest Diagnostics, Inc. | 2,723 | 296,181 | ||||||
Quintiles IMS Holdings, Inc.* | 311 | 26,883 | ||||||
ResMed, Inc. | 1,222 | 86,884 | ||||||
Stryker Corp. | 1,011 | 144,533 | ||||||
Teleflex, Inc. | 677 | 135,414 | ||||||
Thermo Fisher Scientific, Inc. | 399 | 68,943 | ||||||
United Therapeutics Corp.* | 161 | 19,463 | ||||||
UnitedHealth Group, Inc. | 364 | 63,766 | ||||||
Universal Health Services, Inc., Class B | 1,050 | 119,343 | ||||||
Varex Imaging Corp.* | 696 | 23,908 | ||||||
Varian Medical Systems, Inc.* | 1,754 | 173,681 | ||||||
VCA, Inc.* | 1,736 | 159,938 | ||||||
Veeva Systems, Inc., Class A* | 61 | 3,876 | ||||||
VWR Corp.* | 1,114 | 36,829 | ||||||
Waters Corp.* | 626 | 112,442 | ||||||
WellCare Health Plans, Inc.* | 849 | 145,858 | ||||||
West Pharmaceutical Services, Inc. | 1,639 | 159,016 | ||||||
Zoetis, Inc. | 536 | 33,382 | ||||||
|
|
|||||||
5,911,955 | ||||||||
|
|
|||||||
Industrials - 17.6% | ||||||||
3M Co. | 422 | 86,286 | ||||||
Acuity Brands, Inc. (a) | 149 | 24,274 | ||||||
AECOM* | 1,321 | 42,417 | ||||||
AGCO Corp. | 1,746 | 111,796 | ||||||
Air Lease Corp. | 904 | 33,376 | ||||||
Alaska Air Group, Inc. | 1,905 | 165,830 | ||||||
Allegion PLC | 194 | 15,254 | ||||||
Allison Transmission Holdings, Inc. | 2,160 | 83,635 | ||||||
AMERCO | 47 | 17,355 | ||||||
American Airlines Group, Inc. | 485 | 23,479 | ||||||
AMETEK, Inc. | 732 | 44,667 | ||||||
AO Smith Corp. | 2,229 | 122,305 | ||||||
Arconic, Inc. | 1,473 | 40,463 | ||||||
Armstrong World Industries, Inc.*(a) | 218 | 9,080 | ||||||
Boeing Co. | 692 | 129,840 | ||||||
BWX Technologies, Inc. | 3,695 | 179,577 | ||||||
C.H. Robinson Worldwide, Inc. (a) | 4,044 | 270,988 | ||||||
Carlisle Cos., Inc. | 1,689 | 171,146 | ||||||
Caterpillar, Inc. | 891 | 93,938 | ||||||
Cintas Corp. | 1,705 | 214,625 | ||||||
Clean Harbors, Inc.* | 942 | 55,022 | ||||||
Colfax Corp.* | 520 | 21,091 | ||||||
Copa Holdings SA, Class A | 97 | 10,965 |
Copart, Inc.* | 7,573 | 236,202 | ||||||
Covanta Holding Corp. (a) | 748 | 11,033 | ||||||
Crane Co. | 1,165 | 90,381 | ||||||
CSX Corp. | 3,914 | 212,021 | ||||||
Cummins, Inc. | 2,476 | 390,465 | ||||||
Deere & Co. | 1,046 | 128,093 | ||||||
Delta Air Lines, Inc. | 2,121 | 104,205 | ||||||
Donaldson Co., Inc. | 3,436 | 164,791 | ||||||
Dover Corp. | 1,488 | 122,834 | ||||||
Dun & Bradstreet Corp. | 413 | 43,245 | ||||||
Eaton Corp. PLC | 2,433 | 188,266 | ||||||
Emerson Electric Co. | 1,310 | 77,447 | ||||||
Equifax, Inc. | 1,537 | 210,262 | ||||||
Expeditors International of Washington, Inc. | 3,973 | 212,079 | ||||||
Fastenal Co. | 2,424 | 104,644 | ||||||
FedEx Corp. | 574 | 111,264 | ||||||
Flowserve Corp. (a) | 1,012 | 49,082 | ||||||
Fluor Corp. | 3,092 | 138,707 | ||||||
Fortive Corp. | 1,753 | 109,475 | ||||||
Fortune Brands Home & Security, Inc. | 572 | 36,093 | ||||||
General Dynamics Corp. | 858 | 174,389 | ||||||
Genesee & Wyoming, Inc., Class A* | 748 | 48,994 | ||||||
Graco, Inc. | 1,421 | 156,125 | ||||||
HD Supply Holdings, Inc.* | 2,749 | 110,922 | ||||||
HEICO Corp. (a) | 275 | 20,408 | ||||||
HEICO Corp., Class A | 607 | 38,029 | ||||||
Hertz Global Holdings, Inc.*(a) | 1,947 | 19,879 | ||||||
Hexcel Corp. | 1,119 | 57,550 | ||||||
Honeywell International, Inc. | 471 | 62,638 | ||||||
Hubbell, Inc. | 959 | 111,158 | ||||||
Huntington Ingalls Industries, Inc. | 1,864 | 364,990 | ||||||
IDEX Corp. | 1,065 | 115,521 | ||||||
Illinois Tool Works, Inc. | 1,106 | 156,189 | ||||||
Ingersoll-Rand PLC | 1,578 | 141,389 | ||||||
ITT, Inc. | 2,164 | 82,254 | ||||||
Jacobs Engineering Group, Inc. | 5,285 | 277,040 | ||||||
JB Hunt Transport Services, Inc. | 2,335 | 199,362 | ||||||
JetBlue Airways Corp.* | 2,959 | 66,341 | ||||||
Kansas City Southern | 1,042 | 99,198 | ||||||
KAR Auction Services, Inc. | 2,114 | 92,107 | ||||||
KBR, Inc. (a) | 1,166 | 15,893 | ||||||
Kirby Corp.* | 1,629 | 107,921 | ||||||
L3 Technologies, Inc. | 768 | 129,477 | ||||||
Landstar System, Inc. | 2,844 | 237,616 | ||||||
Lennox International, Inc. | 776 | 137,430 | ||||||
Lincoln Electric Holdings, Inc. | 2,061 | 184,212 | ||||||
Lockheed Martin Corp. | 150 | 42,170 | ||||||
LSC Communications, Inc. | 960 | 20,419 | ||||||
Macquarie Infrastructure Corp. | 216 | 16,826 | ||||||
ManpowerGroup, Inc. | 580 | 59,085 | ||||||
Masco Corp. | 1,902 | 70,850 | ||||||
Middleby Corp.* | 209 | 26,827 | ||||||
MSC Industrial Direct Co., Inc., Class A | 2,169 | 182,066 | ||||||
Nielsen Holdings PLC | 1,153 | 44,367 | ||||||
Nordson Corp. | 797 | 92,356 | ||||||
Norfolk Southern Corp. | 908 | 112,619 | ||||||
Northrop Grumman Corp. | 636 | 164,864 | ||||||
Old Dominion Freight Line, Inc. | 2,215 | 197,844 | ||||||
Orbital ATK, Inc. | 272 | 27,652 | ||||||
Oshkosh Corp. | 1,735 | 109,513 | ||||||
Owens Corning | 1,638 | 102,211 | ||||||
PACCAR, Inc. | 3,482 | 219,227 | ||||||
Parker-Hannifin Corp. | 1,436 | 226,127 | ||||||
Pentair PLC | 430 | 28,475 | ||||||
Quanta Services, Inc.* | 8,611 | 264,013 | ||||||
Raytheon Co. | 677 | 111,035 | ||||||
Regal Beloit Corp. | 325 | 25,740 | ||||||
Republic Services, Inc. | 1,900 | 120,859 | ||||||
Robert Half International, Inc. | 2,339 | 108,740 | ||||||
Rockwell Automation, Inc. | 1,196 | 189,829 | ||||||
Rockwell Collins, Inc. | 1,161 | 126,607 | ||||||
Rollins, Inc. | 2,224 | 95,788 | ||||||
Roper Technologies, Inc. | 166 | 37,715 | ||||||
RR Donnelley & Sons Co. (a) | 217 | 2,587 | ||||||
Ryder System, Inc. | 1,277 | 84,818 | ||||||
Snap-on, Inc. | 677 | 109,444 | ||||||
Southwest Airlines Co. | 5,556 | 333,860 | ||||||
Spirit AeroSystems Holdings, Inc., Class A | 3,433 | 187,064 | ||||||
Spirit Airlines, Inc.* | 630 | 33,453 | ||||||
Stanley Black & Decker, Inc. | 1,942 | 267,297 | ||||||
Textron, Inc. | 1,259 | 60,180 | ||||||
Timken Co. | 1,632 | 75,317 | ||||||
Toro Co. | 2,854 | 195,470 | ||||||
TransDigm Group, Inc. (a) | 254 | 68,092 | ||||||
Trinity Industries, Inc. | 313 | 7,988 | ||||||
Union Pacific Corp. | 1,116 | 123,095 | ||||||
United Continental Holdings, Inc.* | 852 | 67,879 | ||||||
United Parcel Service, Inc., Class B | 851 | 90,181 | ||||||
United Rentals, Inc.* | 255 | 27,726 | ||||||
United Technologies Corp. | 810 | 98,237 | ||||||
USG Corp.*(a) | 255 | 7,252 | ||||||
Valmont Industries, Inc. | 537 | 78,617 | ||||||
Verisk Analytics, Inc.* | 60 | 4,853 | ||||||
W.W. Grainger, Inc. | 791 | 136,274 |
WABCO Holdings, Inc.* | 836 | 101,842 | ||||||
Wabtec Corp. (a) | 1,804 | 147,477 | ||||||
Waste Management, Inc. | 1,695 | 123,582 | ||||||
Watsco, Inc. | 1,008 | 142,249 | ||||||
Welbilt, Inc.* | 4,963 | 95,984 | ||||||
WESCO International, Inc.* | 1,055 | 64,513 | ||||||
Xylem, Inc. | 2,387 | 124,458 | ||||||
|
|
|||||||
13,598,643 | ||||||||
|
|
|||||||
Information Technology - 13.6% | ||||||||
Accenture PLC, Class A | 797 | 99,203 | ||||||
Activision Blizzard, Inc. | 318 | 18,628 | ||||||
Adobe Systems, Inc.* | 416 | 59,014 | ||||||
Akamai Technologies, Inc.* | 836 | 39,417 | ||||||
Alliance Data Systems Corp. | 61 | 14,709 | ||||||
Alphabet, Inc., Class A* | 3 | 2,961 | ||||||
Alphabet, Inc., Class C* | 4 | 3,859 | ||||||
Amdocs Ltd. | 3,964 | 256,788 | ||||||
Amphenol Corp., Class A | 2,162 | 161,285 | ||||||
Analog Devices, Inc. | 3,443 | 295,272 | ||||||
ANSYS, Inc.* | 834 | 105,359 | ||||||
Apple, Inc. | 255 | 38,954 | ||||||
Applied Materials, Inc. | 7,955 | 364,975 | ||||||
Arista Networks, Inc.*(a) | 68 | 10,022 | ||||||
ARRIS International PLC*(a) | 325 | 9,113 | ||||||
Arrow Electronics, Inc.* | 1,755 | 132,660 | ||||||
Autodesk, Inc.* | 99 | 11,065 | ||||||
Automatic Data Processing, Inc. | 1,119 | 114,552 | ||||||
Avnet, Inc. | 534 | 19,587 | ||||||
Booz Allen Hamilton Holding Corp. | 961 | 37,902 | ||||||
Broadcom Ltd. | 193 | 46,220 | ||||||
Broadridge Financial Solutions, Inc. | 2,150 | 163,164 | ||||||
Brocade Communications Systems, Inc. | 1,268 | 16,015 | ||||||
CA, Inc. | 3,581 | 113,768 | ||||||
Cadence Design Systems, Inc.* | 7,209 | 253,324 | ||||||
CDK Global, Inc. | 1,106 | 67,975 | ||||||
CDW Corp. | 934 | 56,208 | ||||||
Cisco Systems, Inc. | 1,365 | 43,038 | ||||||
Citrix Systems, Inc.* | 1,014 | 83,696 | ||||||
Cognex Corp. | 906 | 82,908 | ||||||
Cognizant Technology Solutions Corp., Class A | 1,100 | 73,601 | ||||||
CommerceHub, Inc., Series A* | 273 | 4,646 | ||||||
CommerceHub, Inc., Series C* | 312 | 5,360 | ||||||
Conduent, Inc.* | 1,276 | 20,939 | ||||||
CoreLogic, Inc.* | 696 | 30,137 | ||||||
Corning, Inc. | 11,703 | 340,557 | ||||||
CoStar Group, Inc.* | 35 | 9,155 | ||||||
CSRA, Inc. | 167 | 5,037 | ||||||
Dell Technologies, Inc., Class V* | 1,259 | 87,362 | ||||||
Dolby Laboratories, Inc., Class A | 2,110 | 106,323 | ||||||
DST Systems, Inc. | 574 | 69,351 | ||||||
DXC Technology Co.* | 560 | 43,411 | ||||||
eBay, Inc.* | 5,936 | 203,605 | ||||||
EchoStar Corp., Class A* | 1,222 | 72,159 | ||||||
Electronic Arts, Inc.* | 746 | 84,544 | ||||||
Euronet Worldwide, Inc.* | 267 | 23,290 | ||||||
F5 Networks, Inc.* | 1,261 | 161,572 | ||||||
Fidelity National Information Services, Inc. | 197 | 16,916 | ||||||
Fiserv, Inc.* | 992 | 124,278 | ||||||
FleetCor Technologies, Inc.* | 205 | 29,579 | ||||||
FLIR Systems, Inc. | 3,223 | 122,120 | ||||||
Fortinet, Inc.* | 360 | 14,162 | ||||||
Gartner, Inc.* | 789 | 94,364 | ||||||
Genpact Ltd. | 1,647 | 44,996 | ||||||
Global Payments, Inc. | 96 | 8,795 | ||||||
Harris Corp. | 1,948 | 218,488 | ||||||
Hewlett Packard Enterprise Co. | 2,740 | 51,539 | ||||||
HP, Inc. | 23,159 | 434,463 | ||||||
IAC/InterActiveCorp* | 228 | 24,246 | ||||||
Intel Corp. | 1,467 | 52,973 | ||||||
International Business Machines Corp. | 379 | 57,847 | ||||||
Intuit, Inc. | 1,727 | 242,885 | ||||||
IPG Photonics Corp.* | 112 | 15,573 | ||||||
Jabil Circuit, Inc. (a) | 680 | 20,346 | ||||||
Jack Henry & Associates, Inc. | 1,384 | 146,995 | ||||||
Juniper Networks, Inc. | 1,112 | 32,615 | ||||||
Keysight Technologies, Inc.* | 2,332 | 90,109 | ||||||
KLA-Tencor Corp. | 1,683 | 175,032 | ||||||
Lam Research Corp. | 2,055 | 318,874 | ||||||
Leidos Holdings, Inc. | 1,964 | 109,120 | ||||||
Manhattan Associates, Inc.* | 57 | 2,670 | ||||||
Marvell Technology Group Ltd. | 321 | 5,534 | ||||||
Mastercard, Inc., Class A | 413 | 50,749 | ||||||
Maxim Integrated Products, Inc. | 2,278 | 108,888 | ||||||
Microchip Technology, Inc. | 2,172 | 180,928 | ||||||
Microsoft Corp. | 255 | 17,809 | ||||||
Motorola Solutions, Inc. | 3,391 | 283,386 | ||||||
National Instruments Corp. | 1,118 | 42,652 | ||||||
NCR Corp.* | 1,909 | 73,554 | ||||||
NetApp, Inc. | 3,908 | 158,235 | ||||||
NVIDIA Corp. | 467 | 67,411 | ||||||
ON Semiconductor Corp.* | 2,736 | 42,353 | ||||||
Oracle Corp. | 326 | 14,797 |
Paychex, Inc. | 1,789 | 105,963 | ||||||
PayPal Holdings, Inc.* | 484 | 25,270 | ||||||
PTC, Inc.* | 164 | 9,443 | ||||||
Qorvo, Inc.* | 166 | 12,940 | ||||||
QUALCOMM, Inc. | 1,630 | 93,350 | ||||||
Red Hat, Inc.* | 469 | 42,008 | ||||||
Sabre Corp. | 959 | 21,510 | ||||||
salesforce.com, Inc.* | 135 | 12,101 | ||||||
Skyworks Solutions, Inc. | 624 | 66,412 | ||||||
Symantec Corp. | 24,848 | 753,143 | ||||||
Synopsys, Inc.* | 5,076 | 380,040 | ||||||
Teradata Corp.* | 783 | 21,345 | ||||||
Teradyne, Inc. | 5,729 | 203,666 | ||||||
Texas Instruments, Inc. | 2,259 | 186,345 | ||||||
Total System Services, Inc. | 953 | 56,751 | ||||||
Trimble, Inc.* | 1,315 | 47,393 | ||||||
Ultimate Software Group, Inc.*(a) | 97 | 21,412 | ||||||
Vantiv, Inc., Class A* | 1,225 | 76,832 | ||||||
VeriSign, Inc.*(a) | 458 | 41,293 | ||||||
Versum Materials, Inc. | 4,485 | 139,214 | ||||||
Visa, Inc., Class A | 271 | 25,807 | ||||||
VMware, Inc., Class A*(a) | 733 | 71,211 | ||||||
Western Union Co. | 16,725 | 318,110 | ||||||
WEX, Inc.* | 379 | 38,719 | ||||||
Xerox Corp. | 6,484 | 45,842 | ||||||
Xilinx, Inc. | 1,525 | 101,733 | ||||||
Zebra Technologies Corp., Class A* | 167 | 17,425 | ||||||
|
|
|||||||
10,493,249 | ||||||||
|
|
|||||||
Materials - 6.9% | ||||||||
AdvanSix, Inc.* | 1,473 | 42,378 | ||||||
Air Products & Chemicals, Inc. | 1,056 | 152,127 | ||||||
Albemarle Corp. | 111 | 12,610 | ||||||
Alcoa Corp. | 5,169 | 170,267 | ||||||
AptarGroup, Inc. | 748 | 63,588 | ||||||
Ashland Global Holdings, Inc. | 573 | 38,127 | ||||||
Avery Dennison Corp. | 3,271 | 275,614 | ||||||
Axalta Coating Systems Ltd.* | 634 | 19,844 | ||||||
Ball Corp. | 510 | 20,859 | ||||||
Bemis Co., Inc. | 3,262 | 145,616 | ||||||
Berry Global Group, Inc.* | 1,480 | 85,825 | ||||||
Cabot Corp. | 2,274 | 118,771 | ||||||
Celanese Corp., Series A | 1,207 | 104,466 | ||||||
Compass Minerals International, Inc. (a) | 362 | 23,222 | ||||||
Crown Holdings, Inc.* | 1,372 | 79,219 | ||||||
Domtar Corp. | 1,903 | 69,231 | ||||||
Dow Chemical Co. | 2,588 | 160,353 | ||||||
E.I. du Pont de Nemours & Co. | 537 | 42,380 | ||||||
Eagle Materials, Inc. | 421 | 39,700 | ||||||
Eastman Chemical Co. | 2,243 | 179,687 | ||||||
Ecolab, Inc. | 618 | 82,095 | ||||||
FMC Corp. | 201 | 15,149 | ||||||
Graphic Packaging Holding Co. | 5,591 | 75,534 | ||||||
Huntsman Corp. | 951 | 22,729 | ||||||
International Flavors & Fragrances, Inc. | 695 | 95,834 | ||||||
International Paper Co. | 6,473 | 342,292 | ||||||
LyondellBasell Industries NV, Class A | 1,000 | 80,520 | ||||||
Martin Marietta Materials, Inc. | 325 | 72,833 | ||||||
Monsanto Co. | 747 | 87,713 | ||||||
Mosaic Co. | 4,330 | 97,988 | ||||||
NewMarket Corp. | 156 | 72,595 | ||||||
Newmont Mining Corp. | 734 | 25,066 | ||||||
Nucor Corp. | 4,232 | 245,879 | ||||||
Owens-Illinois, Inc.* | 792 | 17,875 | ||||||
Packaging Corp. of America | 2,274 | 232,312 | ||||||
PPG Industries, Inc. | 1,575 | 167,517 | ||||||
Praxair, Inc. | 1,646 | 217,749 | ||||||
Reliance Steel & Aluminum Co. | 4,104 | 299,387 | ||||||
RPM International, Inc. | 4,474 | 242,625 | ||||||
Scotts Miracle-Gro Co. | 914 | 79,162 | ||||||
Sealed Air Corp. | 1,858 | 82,532 | ||||||
Sherwin-Williams Co. | 363 | 120,433 | ||||||
Silgan Holdings, Inc. | 986 | 31,365 | ||||||
Sonoco Products Co. (a) | 4,762 | 241,481 | ||||||
Southern Copper Corp. | 112 | 3,916 | ||||||
Steel Dynamics, Inc. | 2,955 | 100,440 | ||||||
Valspar Corp. | 789 | 89,149 | ||||||
Valvoline, Inc. | 2,683 | 60,019 | ||||||
Vulcan Materials Co. | 220 | 27,423 | ||||||
W.R. Grace & Co. | 203 | 14,553 | ||||||
Westlake Chemical Corp. | 361 | 22,187 | ||||||
WestRock Co. | 2,005 | 109,112 | ||||||
|
|
|||||||
5,319,348 | ||||||||
|
|
|||||||
Real Estate - 4.0% | ||||||||
Alexandria Real Estate Equities, Inc. REIT | 300 | 35,004 | ||||||
American Campus Communities, Inc. REIT | 624 | 29,615 | ||||||
American Homes 4 Rent, Class A REIT | 215 | 4,831 | ||||||
American Tower Corp. REIT | 379 | 49,721 | ||||||
Apartment Investment & Management Co., Class A REIT | 363 | 15,580 | ||||||
Apple Hospitality REIT, Inc. REIT | 695 | 13,010 |
AvalonBay Communities, Inc. REIT | 255 | 48,766 | ||||||
Boston Properties, Inc. REIT | 266 | 32,271 | ||||||
Brandywine Realty Trust REIT | 379 | 6,606 | ||||||
Brixmor Property Group, Inc. REIT | 589 | 10,625 | ||||||
Camden Property Trust REIT | 878 | 73,146 | ||||||
Care Capital Properties, Inc. REIT | 272 | 7,151 | ||||||
CBRE Group, Inc., Class A* | 1,014 | 35,368 | ||||||
Colony NorthStar, Inc., Class A REIT | 1,955 | 27,624 | ||||||
Columbia Property Trust, Inc. REIT | 321 | 6,934 | ||||||
CoreCivic, Inc. REIT | 485 | 13,944 | ||||||
Corporate Office Properties Trust REIT | 3,803 | 128,275 | ||||||
Crown Castle International Corp. REIT | 1,365 | 138,752 | ||||||
CubeSmart REIT | 206 | 5,142 | ||||||
DCT Industrial Trust, Inc. REIT | 889 | 46,859 | ||||||
Digital Realty Trust, Inc. REIT | 624 | 73,750 | ||||||
Douglas Emmett, Inc. REIT | 530 | 20,119 | ||||||
Duke Realty Corp. REIT | 1,905 | 54,616 | ||||||
Empire State Realty Trust, Inc., Class A REIT | 677 | 14,082 | ||||||
EPR Properties REIT | 1,519 | 107,712 | ||||||
Equinix, Inc. REIT | 88 | 38,809 | ||||||
Equity Commonwealth REIT* | 428 | 13,319 | ||||||
Equity LifeStyle Properties, Inc. REIT | 638 | 53,847 | ||||||
Equity Residential REIT | 519 | 33,782 | ||||||
Essex Property Trust, Inc. REIT | 62 | 15,929 | ||||||
Extra Space Storage, Inc. REIT (a) | 107 | 8,289 | ||||||
Federal Realty Investment Trust REIT | 193 | 23,689 | ||||||
Forest City Realty Trust, Inc., Class A REIT | 1,277 | 29,077 | ||||||
Gaming and Leisure Properties, Inc. REIT | 2,060 | 75,623 | ||||||
GGP, Inc. REIT | 1,816 | 40,460 | ||||||
Healthcare Trust of America, Inc., Class A REIT | 362 | 11,110 | ||||||
Highwoods Properties, Inc. REIT | 691 | 34,826 | ||||||
Hospitality Properties Trust REIT | 2,804 | 81,092 | ||||||
Host Hotels & Resorts, Inc. REIT | 7,408 | 133,270 | ||||||
Howard Hughes Corp.* | 56 | 7,177 | ||||||
Iron Mountain, Inc. REIT | 1,119 | 39,075 | ||||||
Jones Lang LaSalle, Inc. | 98 | 11,316 | ||||||
Kilroy Realty Corp. REIT | 855 | 62,603 | ||||||
Kimco Realty Corp. REIT | 4,223 | 74,071 | ||||||
Lamar Advertising Co., Class A REIT | 1,796 | 125,738 | ||||||
Liberty Property Trust REIT | 2,748 | 112,915 | ||||||
Life Storage, Inc. REIT (a) | 101 | 7,565 | ||||||
Macerich Co. REIT | 485 | 27,844 | ||||||
Mid-America Apartment Communities, Inc. REIT | 624 | 63,611 | ||||||
National Retail Properties, Inc. REIT | 1,049 | 40,250 | ||||||
Omega Healthcare Investors, Inc. REIT (a) | 680 | 21,298 | ||||||
Outfront Media, Inc. REIT | 208 | 4,753 | ||||||
Park Hotels & Resorts, Inc. REIT | 317 | 8,160 | ||||||
Piedmont Office Realty Trust, Inc., Class A REIT | 1,383 | 29,306 | ||||||
Prologis, Inc. REIT | 1,278 | 70,980 | ||||||
Public Storage REIT | 151 | 32,518 | ||||||
Quality Care Properties, Inc. REIT* | 1,963 | 33,214 | ||||||
Rayonier, Inc. REIT | 855 | 24,017 | ||||||
Realty Income Corp. REIT | 733 | 40,264 | ||||||
Regency Centers Corp. REIT | 623 | 37,916 | ||||||
Retail Properties of America, Inc., Class A REIT | 2,120 | 26,076 | ||||||
SBA Communications Corp. REIT* | 277 | 38,276 | ||||||
Senior Housing Properties Trust REIT | 3,706 | 78,345 | ||||||
Simon Property Group, Inc. REIT | 253 | 39,025 | ||||||
SL Green Realty Corp. REIT | 149 | 15,053 | ||||||
Spirit Realty Capital, Inc. REIT | 1,191 | 8,611 | ||||||
STORE Capital Corp. REIT | 836 | 17,038 | ||||||
Sun Communities, Inc. REIT | 519 | 44,707 | ||||||
Tanger Factory Outlet Centers, Inc. REIT | 3,116 | 81,203 | ||||||
Taubman Centers, Inc. REIT (a) | 379 | 23,176 | ||||||
UDR, Inc. REIT | 273 | 10,540 | ||||||
Uniti Group, Inc. REIT | 159 | 3,977 | ||||||
Ventas, Inc. REIT | 692 | 46,011 | ||||||
Vornado Realty Trust REIT | 415 | 38,263 | ||||||
Weingarten Realty Investors REIT | 1,208 | 36,349 | ||||||
Welltower, Inc. REIT | 439 | 31,845 | ||||||
Weyerhaeuser Co. REIT | 1,911 | 62,987 | ||||||
WP Carey, Inc. REIT | 430 | 28,049 | ||||||
|
|
|||||||
3,096,747 | ||||||||
|
|
|||||||
Telecommunication Services - 0.7% | ||||||||
AT&T, Inc. | 677 | 26,085 |
CenturyLink, Inc. (a) | 8,746 | 218,213 | ||||||
Frontier Communications Corp. (a) | 1,480 | 1,939 | ||||||
Level 3 Communications, Inc.* | 1,557 | 92,672 | ||||||
Telephone & Data Systems, Inc. | 2,639 | 75,291 | ||||||
T-Mobile US, Inc.* | 320 | 21,574 | ||||||
United States Cellular Corp.* | 307 | 12,268 | ||||||
Verizon Communications, Inc. | 1,155 | 53,869 | ||||||
Zayo Group Holdings, Inc.* | 957 | 30,777 | ||||||
|
|
|||||||
532,688 | ||||||||
|
|
|||||||
Utilities - 9.5% | ||||||||
AES Corp. | 20,819 | 243,166 | ||||||
Alliant Energy Corp. | 4,670 | 193,665 | ||||||
Ameren Corp. | 5,591 | 317,289 | ||||||
American Electric Power Co., Inc. | 3,366 | 241,611 | ||||||
American Water Works Co., Inc. | 2,344 | 183,254 | ||||||
Aqua America, Inc. (a) | 1,382 | 45,178 | ||||||
Atmos Energy Corp. | 1,724 | 143,626 | ||||||
Avangrid, Inc. | 519 | 23,578 | ||||||
Calpine Corp.* | 1,692 | 21,742 | ||||||
CenterPoint Energy, Inc. | 8,137 | 232,800 | ||||||
CMS Energy Corp. | 4,516 | 214,104 | ||||||
Consolidated Edison, Inc. | 3,711 | 307,234 | ||||||
Dominion Energy, Inc. | 1,065 | 86,020 | ||||||
DTE Energy Co. | 2,014 | 220,573 | ||||||
Duke Energy Corp. | 1,695 | 145,228 | ||||||
Edison International | 5,002 | 408,013 | ||||||
Entergy Corp. | 2,977 | 235,362 | ||||||
Eversource Energy | 2,226 | 138,168 | ||||||
Exelon Corp. | 9,959 | 361,611 | ||||||
FirstEnergy Corp. | 5,694 | 166,493 | ||||||
Great Plains Energy, Inc. | 3,110 | 89,350 | ||||||
Hawaiian Electric Industries, Inc. | 2,154 | 71,384 | ||||||
MDU Resources Group, Inc. | 1,525 | 41,526 | ||||||
National Fuel Gas Co. (a) | 956 | 54,263 | ||||||
NextEra Energy, Inc. | 1,007 | 142,430 | ||||||
NiSource, Inc. | 13,598 | 354,500 | ||||||
NRG Energy, Inc. | 1,047 | 16,815 | ||||||
OGE Energy Corp. | 6,026 | 214,706 | ||||||
PG&E Corp. | 2,745 | 187,703 | ||||||
Pinnacle West Capital Corp. | 3,328 | 294,029 | ||||||
PPL Corp. | 2,585 | 103,167 | ||||||
Public Service Enterprise Group, Inc. | 7,606 | 341,585 | ||||||
SCANA Corp. | 2,495 | 170,159 | ||||||
Sempra Energy | 1,472 | 171,473 | ||||||
Southern Co. | 2,497 | 126,373 | ||||||
UGI Corp. | 6,570 | 336,253 | ||||||
Vectren Corp. | 2,966 | 181,934 | ||||||
WEC Energy Group, Inc. | 644 | 40,417 | ||||||
Westar Energy, Inc. | 3,216 | 170,287 | ||||||
Xcel Energy, Inc. | 5,761 | 276,010 | ||||||
|
|
|||||||
7,313,079 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $73,446,717) |
76,585,593 | |||||||
|
|
|||||||
EXCHANGE TRADED FUND - 0.1% | ||||||||
Vanguard Russell 1000 (Cost $88,745) |
820 | 90,872 | ||||||
|
|
|||||||
SECURITIES LENDING COLLATERAL - 3.6% | ||||||||
Deutsche Government & Agency Securities Portfolio Deutsche Government Cash Institutional Shares, 0.74% (b)(c) (Cost $2,737,174) |
2,737,174 | 2,737,174 | ||||||
|
|
|||||||
TOTAL INVESTMENTS - 103.1% (Cost $76,272,636) |
$ | 79,413,639 | ||||||
Other assets and liabilities, net - (3.1%) | (2,325,532 | ) | ||||||
|
|
|||||||
NET ASSETS - 100.0% | $ | 77,088,107 | ||||||
|
|
For information on the Funds policies regarding the valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual or annual financial statements.
* | Non-income producing security. |
| The cost for federal income tax purposes was $76,389,141. At May 31, 2017, net unrealized appreciation for all securities based on tax cost was $3,024,498. This consisted of aggregate gross unrealized appreciation for all securities in which there was an excess of value over tax cost of $5,134,695 and aggregate gross unrealized depreciation for all securities in which there was an excess of tax cost over value of $2,110,197. |
(a) | All or a portion of these securities were on loan. In addition, Other assets and liabilities, net may include pending sales that are also on loan. The value of securities loaned at May 31, 2017 amounted to $2,666,187, which is 3.5% of net assets. |
(b) | Affiliated fund managed by Deutsche Investment Management Americas Inc. The rate shown is the annualized seven-day yield at period end. |
(c) | Represents collateral held in connection with securities lending. Income earned by the Fund is net of borrower rebates. |
REIT: | Real Estate Investment Trust |
At May 31, 2017, open futures contracts purchased were as follows:
Contract Description |
Currency | Number of Contracts |
Contract Value |
Expiration Date |
Unrealized Appreciation (Depreciation) (d) |
|||||||||||||||
Mini Russell 1000 futures | USD | 3 | $ | 200,340 | 6/16/2017 | $ | 1,285 | |||||||||||||
E-Mini S&P MidCap 400 futures | USD | 1 | 172,000 | 6/16/2017 | 605 | |||||||||||||||
|
|
|
|
|||||||||||||||||
$ | 372,340 | $ | 1,890 | |||||||||||||||||
|
|
|
|
(d) | The amount represents the unrealized appreciation (depreciation) of the Funds derivative instruments subject to equity contracts risk exposure as of May 31, 2017. |
Currency Abbreviations
USD | U.S. Dollar |
Fair Value Measurements
Various inputs are used in determining the value of the Funds investments. These inputs are summarized in three broad levels. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds and credit risk). Level 3 includes significant unobservable inputs (including the Funds own assumptions in determining the fair value of investments). The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities.
The following is a summary of the inputs used as of May 31, 2017 in valuing the Funds investments.
Assets |
Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Common Stocks (e) | $ | 76,585,593 | $ | | $ | | $ | 76,585,593 | ||||||||
Exchange Traded Fund | 90,872 | | | 90,872 | ||||||||||||
Short-Term Investments | 2,737,174 | | | 2,737,174 | ||||||||||||
Derivatives (f) |
||||||||||||||||
Futures Contracts |
1,890 | | | 1,890 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
TOTAL | $ | 79,415,529 | $ | | $ | | $ | 79,415,529 | ||||||||
|
|
|
|
|
|
|
|
(e) | See Schedule of Investments for additional detailed categorizations. |
(f) | Derivatives include unrealized appreciation (depreciation) on open futures contracts. |
There have been no transfers between fair value measurement levels during the period ended May 31, 2017.
DBX ETF Trust
SCHEDULE OF INVESTMENTS
Deutsche X-trackers Russell 2000 Comprehensive Factor ETF
May 31, 2017 (Unaudited)
Number of Shares |
Value | |||||||
COMMON STOCKS - 98.3% | ||||||||
Consumer Discretionary - 15.3% | ||||||||
1-800-Flowers.com, Inc., Class A* | 407 | $ | 4,070 | |||||
Aarons, Inc. | 186 | 6,793 | ||||||
Abercrombie & Fitch Co., Class A (a) | 54 | 712 | ||||||
Acushnet Holdings Corp. | 27 | 513 | ||||||
Adtalem Global Education, Inc. | 107 | 4,002 | ||||||
AMC Entertainment Holdings, Inc., Class A | 263 | 5,917 | ||||||
American Axle & Manufacturing Holdings, Inc.* | 158 | 2,387 | ||||||
American Eagle Outfitters, Inc. | 306 | 3,519 | ||||||
American Outdoor Brands Corp.*(a) | 189 | 4,281 | ||||||
American Public Education, Inc.* | 171 | 3,762 | ||||||
Americas Car-Mart, Inc.* | 108 | 3,904 | ||||||
Asbury Automotive Group, Inc.* | 59 | 3,301 | ||||||
Ascent Capital Group, Inc., Class A* | 86 | 1,184 | ||||||
At Home Group, Inc.* | 22 | 412 | ||||||
AV Homes, Inc.*(a) | 83 | 1,301 | ||||||
Barnes & Noble Education, Inc.* | 254 | 2,410 | ||||||
Barnes & Noble, Inc. | 484 | 3,243 | ||||||
Bassett Furniture Industries, Inc. | 144 | 4,277 | ||||||
Beazer Homes USA, Inc.* | 183 | 2,233 | ||||||
Belmond Ltd., Class A* | 200 | 2,470 | ||||||
Big 5 Sporting Goods Corp. | 264 | 3,670 | ||||||
Big Lots, Inc. (a) | 181 | 8,838 | ||||||
Biglari Holdings, Inc.* | 8 | 3,042 | ||||||
BJs Restaurants, Inc.* | 105 | 4,704 | ||||||
Bloomin Brands, Inc. | 330 | 6,610 | ||||||
Bob Evans Farms, Inc. | 261 | 18,377 | ||||||
Bojangles, Inc.* | 38 | 665 | ||||||
Boyd Gaming Corp.* | 36 | 915 | ||||||
Bridgepoint Education, Inc.* | 68 | 941 | ||||||
Bright Horizons Family Solutions, Inc.* | 13 | 997 | ||||||
Buckle, Inc. (a) | 81 | 1,377 | ||||||
Buffalo Wild Wings, Inc.* | 12 | 1,724 | ||||||
Build-A-Bear Workshop, Inc.* | 194 | 2,085 | ||||||
Caesars Acquisition Co., Class A*(a) | 44 | 777 | ||||||
Caleres, Inc. | 116 | 3,171 | ||||||
Callaway Golf Co. | 329 | 4,191 | ||||||
Camping World Holdings, Inc., Class A | 132 | 3,564 | ||||||
Capella Education Co. | 116 | 10,040 | ||||||
Career Education Corp.* | 126 | 1,189 | ||||||
Carriage Services, Inc. | 87 | 2,287 | ||||||
Carrols Restaurant Group, Inc.* | 336 | 3,982 | ||||||
Cato Corp., Class A | 122 | 2,460 | ||||||
Cavco Industries, Inc.* | 44 | 4,851 | ||||||
Century Casinos, Inc.* | 150 | 1,171 | ||||||
Century Communities, Inc.* | 47 | 1,170 | ||||||
Cheesecake Factory, Inc. | 93 | 5,485 | ||||||
Chegg, Inc.*(a) | 113 | 1,356 | ||||||
Chicos FAS, Inc. | 545 | 5,156 | ||||||
Childrens Place, Inc. | 126 | 13,633 | ||||||
Churchill Downs, Inc. | 19 | 3,185 | ||||||
Chuys Holdings, Inc.* | 68 | 1,829 | ||||||
Citi Trends, Inc. | 170 | 3,102 | ||||||
ClubCorp Holdings, Inc. | 95 | 1,263 | ||||||
Collectors Universe, Inc. | 156 | 3,908 | ||||||
Columbia Sportswear Co. | 18 | 977 | ||||||
Cooper Tire & Rubber Co. (a) | 77 | 2,772 | ||||||
Cooper-Standard Holdings, Inc.* | 51 | 5,509 | ||||||
Core-Mark Holding Co., Inc. | 135 | 4,597 | ||||||
Cracker Barrel Old Country Store, Inc. (a) | 21 | 3,503 | ||||||
Crocs, Inc.* | 150 | 1,024 | ||||||
CSS Industries, Inc. | 98 | 2,606 | ||||||
Culp, Inc. | 155 | 4,975 | ||||||
Daily Journal Corp.*(a) | 4 | 841 | ||||||
Dana, Inc. | 285 | 6,019 | ||||||
Dave & Busters Entertainment, Inc.* | 50 | 3,335 | ||||||
Deckers Outdoor Corp.* | 68 | 4,716 | ||||||
Del Friscos Restaurant Group, Inc.* | 272 | 4,624 | ||||||
Del Taco Restaurants, Inc.* | 212 | 2,720 | ||||||
Delta Apparel, Inc.* | 41 | 774 | ||||||
Dennys Corp.* | 814 | 9,687 | ||||||
Destination XL Group, Inc.* | 116 | 278 | ||||||
DineEquity, Inc. | 31 | 1,418 | ||||||
Dorman Products, Inc.* | 59 | 4,921 | ||||||
DSW, Inc., Class A (a) | 206 | 3,467 | ||||||
Duluth Holdings, Inc., Class B*(a) | 15 | 293 | ||||||
El Pollo Loco Holdings, Inc.*(a) | 50 | 682 | ||||||
Eldorado Resorts, Inc.* | 356 | 7,387 | ||||||
Entercom Communications Corp., Class A (a) | 174 | 1,792 | ||||||
Entravision Communications Corp., Class A | 113 | 650 | ||||||
Eros International PLC*(a) | 201 | 1,930 | ||||||
Escalade, Inc. | 128 | 1,536 | ||||||
Ethan Allen Interiors, Inc. | 216 | 5,821 |
Express, Inc.* | 189 | 1,467 | ||||||
Fiesta Restaurant Group, Inc.* | 75 | 1,654 | ||||||
Finish Line, Inc., Class A | 667 | 9,411 | ||||||
Five Below, Inc.* | 59 | 3,027 | ||||||
Flexsteel Industries, Inc. | 98 | 4,964 | ||||||
Fogo De Chao, Inc.* | 18 | 247 | ||||||
Fossil Group, Inc.*(a) | 42 | 452 | ||||||
Fox Factory Holding Corp.* | 125 | 4,106 | ||||||
Francescas Holdings Corp.* | 164 | 2,076 | ||||||
Freds, Inc., Class A (a) | 96 | 1,321 | ||||||
FTD Cos, Inc.* | 69 | 1,195 | ||||||
Gaia, Inc.* | 141 | 1,537 | ||||||
Gannett Co., Inc. | 72 | 565 | ||||||
Genesco, Inc.* | 177 | 6,584 | ||||||
Gentherm, Inc.* | 25 | 942 | ||||||
G-III Apparel Group Ltd.*(a) | 22 | 431 | ||||||
GNC Holdings, Inc., Class A (a) | 35 | 265 | ||||||
Golden Entertainment, Inc. | 83 | 1,379 | ||||||
Grand Canyon Education, Inc.* | 74 | 5,802 | ||||||
Group 1 Automotive, Inc. | 36 | 2,165 | ||||||
Guess?, Inc. (a) | 137 | 1,649 | ||||||
Habit Restaurants, Inc., Class A*(a) | 19 | 352 | ||||||
Haverty Furniture Cos., Inc. | 263 | 6,299 | ||||||
Helen of Troy Ltd.* | 15 | 1,365 | ||||||
Hibbett Sports, Inc.* | 293 | 6,798 | ||||||
Hooker Furniture Corp. | 110 | 4,719 | ||||||
Horizon Global Corp.* | 276 | 4,060 | ||||||
Houghton Mifflin Harcourt Co.* | 56 | 692 | ||||||
HSN, Inc. | 50 | 1,657 | ||||||
Iconix Brand Group, Inc.* | 98 | 587 | ||||||
ILG, Inc. | 123 | 3,314 | ||||||
IMAX Corp.*(a) | 33 | 827 | ||||||
Installed Building Products, Inc.* | 16 | 794 | ||||||
International Speedway Corp., Class A | 119 | 4,201 | ||||||
Intrawest Resorts Holdings, Inc.* | 170 | 4,031 | ||||||
iRobot Corp.*(a) | 86 | 7,974 | ||||||
J Alexanders Holdings, Inc.* | 102 | 1,158 | ||||||
Jack in the Box, Inc. | 33 | 3,517 | ||||||
JAKKS Pacific, Inc.*(a) | 80 | 336 | ||||||
Jamba, Inc.*(a) | 44 | 310 | ||||||
Johnson Outdoors, Inc., Class A | 95 | 4,079 | ||||||
K12, Inc.* | 201 | 3,785 | ||||||
KB Home | 240 | 5,035 | ||||||
Kirklands, Inc.* | 176 | 1,593 | ||||||
Kona Grill, Inc.*(a) | 19 | 76 | ||||||
La Quinta Holdings, Inc.* | 119 | 1,649 | ||||||
La-Z-Boy, Inc. | 258 | 6,837 | ||||||
LCI Industries | 62 | 5,518 | ||||||
LGI Homes, Inc.*(a) | 39 | 1,264 | ||||||
Libbey, Inc. | 75 | 613 | ||||||
Liberty Media Corp.-Liberty Braves, Class A* | 13 | 308 | ||||||
Liberty Media Corp.-Liberty Braves, Class C* | 44 | 1,026 | ||||||
Liberty Media Corp.-Liberty Formula One, Class A* | 86 | 2,743 | ||||||
Liberty Media Corp.-Liberty Formula One, Class C*(a) | 87 | 2,897 | ||||||
Liberty TripAdvisor Holdings, Inc., Class A* | 22 | 261 | ||||||
Lifetime Brands, Inc. | 224 | 4,122 | ||||||
Lindblad Expeditions Holdings, Inc.* | 125 | 1,190 | ||||||
Lithia Motors, Inc., Class A (a) | 30 | 2,725 | ||||||
Loral Space & Communications, Inc.* | 12 | 474 | ||||||
Lubys, Inc.* | 183 | 487 | ||||||
Lumber Liquidators Holdings, Inc.*(a) | 50 | 1,449 | ||||||
M/I Homes, Inc.* | 62 | 1,748 | ||||||
Malibu Boats, Inc., Class A* | 65 | 1,576 | ||||||
Marcus Corp. | 285 | 9,405 | ||||||
Marine Products Corp. | 225 | 3,062 | ||||||
MarineMax, Inc.* | 131 | 2,365 | ||||||
Marriott Vacations Worldwide Corp. | 48 | 5,593 | ||||||
MCBC Holdings, Inc. | 108 | 2,077 | ||||||
MDC Holdings, Inc. | 81 | 2,726 | ||||||
Meredith Corp. (a) | 69 | 3,733 | ||||||
Meritage Homes Corp.* | 60 | 2,394 | ||||||
Modine Manufacturing Co.* | 314 | 4,773 | ||||||
Monarch Casino & Resort, Inc.* | 87 | 2,623 | ||||||
Monro Muffler Brake, Inc. | 24 | 1,190 | ||||||
Motorcar Parts of America, Inc.* | 22 | 640 | ||||||
Movado Group, Inc. | 96 | 2,026 | ||||||
MSG Networks, Inc., Class A* | 156 | 3,284 | ||||||
NACCO Industries, Inc., Class A | 133 | 8,811 | ||||||
Nathans Famous, Inc.* | 33 | 2,076 | ||||||
National CineMedia, Inc. | 168 | 1,221 | ||||||
New Home Co, Inc.* | 54 | 580 | ||||||
New Media Investment Group, Inc. | 144 | 1,862 | ||||||
New York Times Co., Class A | 110 | 1,936 | ||||||
Nexstar Media Group, Inc., Class A (a) | 34 | 1,945 | ||||||
Nutrisystem, Inc. | 158 | 8,224 | ||||||
Office Depot, Inc. | 108 | 552 |
Ollies Bargain Outlet Holdings, Inc.*(a) | 38 | 1,564 | ||||||
Overstock.com, Inc.* | 56 | 787 | ||||||
Oxford Industries, Inc. | 74 | 3,977 | ||||||
Papa Johns International, Inc. | 42 | 3,384 | ||||||
Party City Holdco, Inc.*(a) | 18 | 298 | ||||||
Penn National Gaming, Inc.* | 72 | 1,392 | ||||||
Perry Ellis International, Inc.* | 134 | 2,458 | ||||||
PetMed Express, Inc. | 299 | 10,492 | ||||||
Pier 1 Imports, Inc. | 1,594 | 7,986 | ||||||
Pinnacle Entertainment, Inc.* | 318 | 6,230 | ||||||
Planet Fitness, Inc., Class A | 92 | 2,010 | ||||||
Potbelly Corp.* | 333 | 3,829 | ||||||
Reading International, Inc., Class A* | 156 | 2,490 | ||||||
Red Lion Hotels Corp.* | 90 | 589 | ||||||
Red Robin Gourmet Burgers, Inc.* | 48 | 3,460 | ||||||
Red Rock Resorts, Inc., Class A | 162 | 3,830 | ||||||
Regis Corp.* | 263 | 2,485 | ||||||
Rent-A-Center, Inc. (a) | 207 | 2,362 | ||||||
Ruths Hospitality Group, Inc. | 362 | 7,819 | ||||||
Saga Communications, Inc., Class A | 41 | 1,986 | ||||||
Salem Media Group, Inc. | 125 | 856 | ||||||
Scientific Games Corp., Class A* | 60 | 1,392 | ||||||
SeaWorld Entertainment, Inc. (a) | 95 | 1,696 | ||||||
Select Comfort Corp.* | 140 | 4,032 | ||||||
Shoe Carnival, Inc. | 261 | 5,337 | ||||||
Shutterfly, Inc.* | 63 | 3,118 | ||||||
Sinclair Broadcast Group, Inc., Class A | 57 | 1,847 | ||||||
Sonic Automotive, Inc., Class A | 63 | 1,184 | ||||||
Sonic Corp. | 80 | 2,338 | ||||||
Sothebys* | 80 | 4,207 | ||||||
Speedway Motorsports, Inc. | 41 | 706 | ||||||
Sportsmans Warehouse Holdings, Inc.*(a) | 30 | 175 | ||||||
Standard Motor Products, Inc. | 131 | 6,374 | ||||||
Stein Mart, Inc. (a) | 209 | 305 | ||||||
Steven Madden Ltd.* | 153 | 6,005 | ||||||
Stoneridge, Inc.* | 237 | 3,664 | ||||||
Strattec Security Corp. (a) | 9 | 320 | ||||||
Strayer Education, Inc. | 47 | 4,157 | ||||||
Sturm Ruger & Co., Inc. | 44 | 2,803 | ||||||
Superior Industries International, Inc. | 508 | 9,906 | ||||||
Superior Uniform Group, Inc. | 60 | 1,158 | ||||||
Tailored Brands, Inc. (a) | 216 | 2,294 | ||||||
Taylor Morrison Home Corp., Class A* | 72 | 1,674 | ||||||
Tenneco, Inc. | 69 | 3,923 | ||||||
Texas Roadhouse, Inc. | 92 | 4,501 | ||||||
Tile Shop Holdings, Inc. | 90 | 1,768 | ||||||
Tillys, Inc., Class A | 303 | 3,197 | ||||||
Time, Inc. | 47 | 587 | ||||||
TopBuild Corp.* | 126 | 6,747 | ||||||
Tower International, Inc. | 86 | 1,995 | ||||||
Townsquare Media, Inc., Class A* | 27 | 272 | ||||||
TRI Pointe Group, Inc.*(a) | 153 | 1,893 | ||||||
Tuesday Morning Corp.*(a) | 150 | 255 | ||||||
UCP, Inc., Class A* | 152 | 1,672 | ||||||
Unifi, Inc.* | 57 | 1,604 | ||||||
Unique Fabricating, Inc. (a) | 19 | 177 | ||||||
Universal Electronics, Inc.* | 60 | 3,876 | ||||||
Urban One, Inc.* | 89 | 178 | ||||||
Vera Bradley, Inc.* | 77 | 725 | ||||||
Vitamin Shoppe, Inc.* | 98 | 1,137 | ||||||
West Marine, Inc. | 303 | 2,978 | ||||||
Weyco Group, Inc. | 22 | 601 | ||||||
William Lyon Homes, Class A* | 31 | 702 | ||||||
Wingstop, Inc. (a) | 59 | 1,682 | ||||||
Winmark Corp. (a) | 33 | 4,043 | ||||||
Winnebago Industries, Inc. | 219 | 5,366 | ||||||
Wolverine World Wide, Inc. | 215 | 5,590 | ||||||
World Wrestling Entertainment, Inc., Class A (a) | 122 | 2,490 | ||||||
ZAGG, Inc.* | 62 | 518 | ||||||
Zoes Kitchen, Inc.*(a) | 45 | 626 | ||||||
Zumiez, Inc.* | 294 | 4,190 | ||||||
|
|
|||||||
708,312 | ||||||||
|
|
|||||||
Consumer Staples - 3.0% | ||||||||
AdvancePierre Foods Holdings, Inc. | 15 | 604 | ||||||
Alliance One International, Inc.* | 15 | 158 | ||||||
Amplify Snack Brands, Inc.*(a) | 44 | 403 | ||||||
Andersons, Inc. | 125 | 4,388 | ||||||
Avon Products, Inc.* | 59 | 201 | ||||||
B&G Foods, Inc. (a) | 22 | 892 | ||||||
Boston Beer Co, Inc., Class A*(a) | 9 | 1,285 | ||||||
Calavo Growers, Inc. (a) | 128 | 8,666 | ||||||
Cal-Maine Foods, Inc.*(a) | 65 | 2,418 | ||||||
Central Garden & Pet Co.* | 44 | 1,316 | ||||||
Central Garden & Pet Co., Class A* | 140 | 4,047 | ||||||
Coca-Cola Bottling Co. Consolidated | 9 | 2,050 | ||||||
Craft Brew Alliance, Inc.* | 92 | 1,536 |
Darling Ingredients, Inc.* | 312 | 4,889 | ||||||
Dean Foods Co. | 152 | 2,772 | ||||||
elf Beauty, Inc.*(a) | 9 | 220 | ||||||
Farmer Brothers Co.* | 42 | 1,260 | ||||||
Fresh Del Monte Produce, Inc. | 75 | 3,801 | ||||||
Freshpet, Inc.*(a) | 30 | 456 | ||||||
HRG Group, Inc.* | 51 | 967 | ||||||
Ingles Markets, Inc., Class A | 99 | 3,623 | ||||||
Inter Parfums, Inc. | 80 | 2,784 | ||||||
Inventure Foods, Inc.*(a) | 25 | 106 | ||||||
J&J Snack Foods Corp. | 24 | 3,122 | ||||||
John B Sanfilippo & Son, Inc. | 142 | 9,197 | ||||||
Lancaster Colony Corp. | 18 | 2,229 | ||||||
Landec Corp.* | 221 | 3,094 | ||||||
Lifevantage Corp.* | 71 | 283 | ||||||
Lifeway Foods, Inc.* | 27 | 265 | ||||||
Limoneira Co. | 65 | 1,198 | ||||||
Medifast, Inc. | 146 | 6,075 | ||||||
MGP Ingredients, Inc. | 33 | 1,690 | ||||||
National Beverage Corp. (a) | 10 | 960 | ||||||
Natures Sunshine Products, Inc. | 96 | 1,214 | ||||||
Nutraceutical International Corp. | 119 | 4,968 | ||||||
Oil-Dri Corp. of America | 59 | 2,034 | ||||||
Omega Protein Corp. | 98 | 1,710 | ||||||
Orchids Paper Products Co. (a) | 19 | 272 | ||||||
Performance Food Group Co.* | 47 | 1,330 | ||||||
PriceSmart, Inc. | 16 | 1,412 | ||||||
Primo Water Corp.* | 123 | 1,512 | ||||||
Revlon, Inc., Class A* | 10 | 186 | ||||||
Sanderson Farms, Inc. | 56 | 6,647 | ||||||
Seneca Foods Corp., Class A* | 53 | 1,632 | ||||||
Smart & Final Stores, Inc.* | 54 | 707 | ||||||
Snyders-Lance, Inc. (a) | 28 | 1,029 | ||||||
SpartanNash Co. | 320 | 9,536 | ||||||
SUPERVALU, Inc.* | 63 | 243 | ||||||
Tootsie Roll Industries, Inc. (a) | 77 | 2,672 | ||||||
Turning Point Brands, Inc.* | 28 | 469 | ||||||
United Natural Foods, Inc.* | 74 | 2,956 | ||||||
Universal Corp. | 78 | 5,179 | ||||||
USANA Health Sciences, Inc.* | 16 | 1,030 | ||||||
Vector Group Ltd. | 66 | 1,435 | ||||||
Village Super Market, Inc., Class A | 236 | 5,872 | ||||||
WD-40 Co. | 35 | 3,700 | ||||||
Weis Markets, Inc. | 96 | 4,956 | ||||||
|
|
|||||||
139,656 | ||||||||
|
|
|||||||
Energy - 1.3% | ||||||||
Adams Resources & Energy, Inc. | 6 | 239 | ||||||
Archrock, Inc. | 400 | 4,200 | ||||||
Ardmore Shipping Corp. (a) | 38 | 274 | ||||||
Atwood Oceanics, Inc.* | 114 | 1,145 | ||||||
Bristow Group, Inc. (a) | 21 | 138 | ||||||
Callon Petroleum Co.* | 13 | 147 | ||||||
DHT Holdings, Inc. (a) | 99 | 418 | ||||||
Era Group, Inc.* | 71 | 597 | ||||||
Evolution Petroleum Corp. | 553 | 4,037 | ||||||
Exterran Corp.* | 162 | 4,568 | ||||||
Forum Energy Technologies, Inc.* | 62 | 1,007 | ||||||
GasLog Ltd. (a) | 86 | 1,114 | ||||||
Geospace Technologies Corp.* | 21 | 315 | ||||||
Green Plains, Inc. | 35 | 747 | ||||||
Helix Energy Solutions Group, Inc.* | 33 | 164 | ||||||
International Seaways, Inc* | 173 | 3,422 | ||||||
Mammoth Energy Services, Inc.* | 51 | 927 | ||||||
Matrix Service Co.* | 156 | 1,271 | ||||||
McDermott International, Inc.* | 440 | 2,732 | ||||||
Natural Gas Services Group, Inc.* | 180 | 4,716 | ||||||
Newpark Resources, Inc.* | 300 | 2,220 | ||||||
Nordic American Tankers Ltd. (a) | 132 | 787 | ||||||
Oil States International, Inc.* | 90 | 2,632 | ||||||
Panhandle Oil and Gas, Inc., Class A | 129 | 2,503 | ||||||
Parker Drilling Co.* | 301 | 406 | ||||||
PDC Energy, Inc.*(a) | 9 | 447 | ||||||
PHI, Inc.* | 50 | 445 | ||||||
Pioneer Energy Services Corp.* | 89 | 218 | ||||||
Renewable Energy Group, Inc.* | 141 | 1,593 | ||||||
REX American Resources Corp.* | 57 | 5,422 | ||||||
RigNet, Inc.* | 13 | 218 | ||||||
Ring Energy, Inc.* | 27 | 350 | ||||||
Sanchez Energy Corp.*(a) | 39 | 234 | ||||||
Scorpio Tankers, Inc. (a) | 176 | 655 | ||||||
SEACOR Holdings, Inc.* | 51 | 3,122 | ||||||
SemGroup Corp., Class A (a) | 31 | 961 | ||||||
Ship Finance International Ltd. (a) | 146 | 1,971 | ||||||
Smart Sand, Inc.*(a) | 35 | 341 | ||||||
Teekay Corp. (a) | 56 | 342 | ||||||
TETRA Technologies, Inc.* | 93 | 287 | ||||||
Unit Corp.* | 25 | 446 | ||||||
US Silica Holdings, Inc. (a) | 6 | 228 | ||||||
Western Refining, Inc. | 13 | 471 | ||||||
Westmoreland Coal Co.* | 72 | 473 | ||||||
|
|
|||||||
58,950 | ||||||||
|
|
|||||||
Financials - 29.6% | ||||||||
1st Source Corp. | 111 | 5,056 | ||||||
Access National Corp. (a) | 237 | 6,634 | ||||||
ACNB Corp. | 129 | 3,644 |
AG Mortgage Investment Trust, Inc. REIT | 387 | 7,210 | ||||||
Allegiance Bancshares, Inc.* | 92 | 3,565 | ||||||
Ambac Financial Group, Inc.* | 341 | 5,633 | ||||||
American Equity Investment Life Holding Co. | 155 | 3,884 | ||||||
American National Bankshares, Inc. | 107 | 3,729 | ||||||
Ameris Bancorp | 75 | 3,251 | ||||||
AMERISAFE, Inc. | 132 | 6,838 | ||||||
Ames National Corp. (a) | 117 | 3,469 | ||||||
Anworth Mortgage Asset Corp. REIT | 1,072 | 6,486 | ||||||
Apollo Commercial Real Estate Finance, Inc. REIT | 279 | 5,150 | ||||||
Ares Commercial Real Estate Corp. REIT | 703 | 9,301 | ||||||
Argo Group International Holdings Ltd. | 119 | 7,366 | ||||||
Arlington Asset Investment Corp., Class A (a) | 162 | 2,326 | ||||||
ARMOUR Residential REIT, Inc. REIT | 270 | 7,017 | ||||||
Arrow Financial Corp. | 164 | 5,191 | ||||||
Astoria Financial Corp. | 173 | 3,204 | ||||||
Atlantic Capital Bancshares, Inc.* | 75 | 1,391 | ||||||
Atlas Financial Holdings, Inc.* | 86 | 1,290 | ||||||
Baldwin & Lyons, Inc., Class B | 138 | 3,284 | ||||||
Banc of California, Inc. (a) | 159 | 3,228 | ||||||
BancFirst Corp. | 47 | 4,439 | ||||||
Banco Latinoamericano de Comercio Exterior SA, Class E | 403 | 10,881 | ||||||
Bancorp, Inc.*(a) | 45 | 275 | ||||||
BancorpSouth, Inc. | 95 | 2,726 | ||||||
Bank Mutual Corp. | 321 | 2,841 | ||||||
Bank of Marin Bancorp | 68 | 4,077 | ||||||
Bank of NT Butterfield & Son Ltd. | 24 | 792 | ||||||
Bank of the Ozarks, Inc. | 7 | 309 | ||||||
BankFinancial Corp. | 131 | 1,923 | ||||||
Bankwell Financial Group, Inc. | 71 | 2,203 | ||||||
Banner Corp. | 42 | 2,255 | ||||||
Bar Harbor Bankshares | 261 | 7,535 | ||||||
Bear State Financial, Inc. | 65 | 568 | ||||||
Beneficial Bancorp, Inc. | 213 | 3,120 | ||||||
Berkshire Hills Bancorp, Inc. | 159 | 5,700 | ||||||
BGC Partners, Inc., Class A | 375 | 4,421 | ||||||
Blue Capital Reinsurance Holdings Ltd. | 146 | 2,789 | ||||||
Blue Hills Bancorp, Inc. | 137 | 2,466 | ||||||
BNC Bancorp | 114 | 3,597 | ||||||
BofI Holding, Inc.*(a) | 156 | 3,463 | ||||||
Boston Private Financial Holdings, Inc. | 464 | 6,728 | ||||||
Bridge Bancorp, Inc. | 93 | 3,092 | ||||||
Brookline Bancorp, Inc. | 439 | 6,058 | ||||||
Bryn Mawr Bank Corp. | 141 | 5,760 | ||||||
BSB Bancorp, Inc.* | 84 | 2,436 | ||||||
C&F Financial Corp. | 51 | 2,456 | ||||||
California First National Bancorp | 28 | 480 | ||||||
Camden National Corp. | 122 | 4,904 | ||||||
Capital Bank Financial Corp., Class A | 62 | 2,300 | ||||||
Capital City Bank Group, Inc. | 101 | 1,895 | ||||||
Capitol Federal Financial, Inc. | 282 | 3,897 | ||||||
Capstar Financial Holdings, Inc.* | 13 | 234 | ||||||
Capstead Mortgage Corp. REIT (a) | 1,036 | 10,919 | ||||||
Carolina Financial Corp. | 117 | 3,503 | ||||||
Cathay General Bancorp | 77 | 2,733 | ||||||
CenterState Banks, Inc. | 257 | 6,178 | ||||||
Central Pacific Financial Corp. | 269 | 8,137 | ||||||
Central Valley Community Bancorp | 180 | 3,758 | ||||||
Century Bancorp, Inc., Class A | 42 | 2,509 | ||||||
Charter Financial Corp. | 141 | 2,524 | ||||||
Chemical Financial Corp. | 50 | 2,248 | ||||||
Chemung Financial Corp. | 51 | 1,917 | ||||||
Citizens & Northern Corp. | 167 | 3,722 | ||||||
Citizens, Inc.*(a) | 356 | 2,211 | ||||||
City Holding Co. | 125 | 7,886 | ||||||
Clifton Bancorp, Inc. | 158 | 2,568 | ||||||
CNB Financial Corp. | 258 | 5,410 | ||||||
CNO Financial Group, Inc. | 150 | 3,073 | ||||||
CoBiz Financial, Inc. | 233 | 3,667 | ||||||
Codorus Valley Bancorp, Inc. | 105 | 2,709 | ||||||
Cohen & Steers, Inc. | 72 | 2,822 | ||||||
Columbia Banking System, Inc. | 96 | 3,524 | ||||||
Community Bank System, Inc. (a) | 145 | 7,795 | ||||||
Community Trust Bancorp, Inc. | 138 | 5,727 | ||||||
ConnectOne Bancorp, Inc. | 260 | 5,668 | ||||||
County Bancorp, Inc. (a) | 41 | 1,015 | ||||||
Cowen, Inc.*(a) | 90 | 1,355 | ||||||
Crawford & Co., Class B | 137 | 1,281 | ||||||
CU Bancorp* | 57 | 2,052 | ||||||
CVB Financial Corp. | 162 | 3,289 | ||||||
CYS Investments, Inc. REIT | 680 | 5,732 | ||||||
Diamond Hill Investment Group, Inc. | 22 | 4,449 | ||||||
Dime Community Bancshares, Inc. | 215 | 4,085 | ||||||
Donegal Group, Inc., Class A | 171 | 2,683 |
Dynex Capital, Inc. REIT | 814 | 5,584 | ||||||
Eagle Bancorp, Inc.* | 50 | 2,853 | ||||||
EMC Insurance Group, Inc. | 120 | 3,254 | ||||||
Employers Holdings, Inc. | 251 | 10,053 | ||||||
Encore Capital Group, Inc.*(a) | 93 | 3,367 | ||||||
Enova International, Inc.* | 357 | 4,748 | ||||||
Enstar Group Ltd.* | 4 | 751 | ||||||
Enterprise Bancorp, Inc. | 129 | 3,870 | ||||||
Enterprise Financial Services Corp. | 170 | 6,817 | ||||||
Equity Bancshares, Inc., Class A* | 68 | 2,022 | ||||||
ESSA Bancorp, Inc. | 111 | 1,615 | ||||||
Essent Group Ltd.* | 131 | 4,751 | ||||||
EverBank Financial Corp. | 140 | 2,723 | ||||||
Evercore Partners, Inc., Class A | 68 | 4,610 | ||||||
EZCORP, Inc., Class A* | 126 | 1,071 | ||||||
Farmers Capital Bank Corp. | 93 | 3,553 | ||||||
Farmers National Banc Corp. | 320 | 4,336 | ||||||
FB Financial Corp.*(a) | 27 | 923 | ||||||
FBL Financial Group, Inc., Class A (a) | 32 | 2,014 | ||||||
FCB Financial Holdings, Inc., Class A* | 59 | 2,702 | ||||||
Federal Agricultural Mortgage Corp., Class C | 221 | 13,393 | ||||||
Federated National Holding Co. | 25 | 393 | ||||||
Fidelity & Guaranty Life | 33 | 1,018 | ||||||
Fidelity Southern Corp. | 119 | 2,545 | ||||||
Financial Engines, Inc. (a) | 41 | 1,554 | ||||||
Financial Institutions, Inc. | 137 | 4,199 | ||||||
First BanCorp* | 607 | 3,150 | ||||||
First Bancorp, Inc. | 159 | 3,996 | ||||||
First Bancorp/Southern Pines NC | 213 | 5,913 | ||||||
First Busey Corp. | 180 | 5,110 | ||||||
First Business Financial Services, Inc. | 63 | 1,440 | ||||||
First Citizens BancShares, Inc., Class A | 6 | 1,988 | ||||||
First Commonwealth Financial Corp. | 535 | 6,570 | ||||||
First Community Bancshares, Inc. | 270 | 6,885 | ||||||
First Community Financial Partners, Inc.*(a) | 101 | 1,263 | ||||||
First Connecticut Bancorp, Inc. | 155 | 3,883 | ||||||
First Defiance Financial Corp. | 101 | 5,262 | ||||||
First Financial Bancorp | 248 | 6,212 | ||||||
First Financial Bankshares, Inc. (a) | 90 | 3,443 | ||||||
First Financial Corp. | 123 | 5,603 | ||||||
First Financial Northwest, Inc. | 122 | 1,954 | ||||||
First Foundation, Inc.* | 189 | 2,897 | ||||||
First Internet Bancorp | 28 | 722 | ||||||
First Interstate BancSystem, Inc., Class A | 182 | 6,352 | ||||||
First Merchants Corp. | 177 | 7,025 | ||||||
First Midwest Bancorp, Inc. | 215 | 4,764 | ||||||
First Northwest Bancorp* | 93 | 1,518 | ||||||
First of Long Island Corp. | 203 | 5,511 | ||||||
FirstCash, Inc. | 111 | 5,955 | ||||||
Flagstar Bancorp, Inc.* | 9 | 260 | ||||||
Flushing Financial Corp. | 237 | 6,584 | ||||||
FNB Corp. (a) | 401 | 5,293 | ||||||
FNFV Group* | 535 | 7,463 | ||||||
Franklin Financial Network, Inc.* | 53 | 2,067 | ||||||
Fulton Financial Corp. | 210 | 3,675 | ||||||
GAIN Capital Holdings, Inc. | 111 | 649 | ||||||
GAMCO Investors, Inc., Class A (a) | 51 | 1,479 | ||||||
Genworth Financial, Inc., Class A* | 448 | 1,640 | ||||||
German American Bancorp, Inc. | 211 | 6,552 | ||||||
Glacier Bancorp, Inc. | 116 | 3,742 | ||||||
Global Indemnity Ltd.* | 99 | 3,763 | ||||||
Great Ajax Corp. REIT | 180 | 2,509 | ||||||
Great Southern Bancorp, Inc. | 77 | 3,769 | ||||||
Great Western Bancorp, Inc. | 114 | 4,316 | ||||||
Green Bancorp, Inc.* | 107 | 2,038 | ||||||
Green Dot Corp., Class A* | 174 | 6,393 | ||||||
Greene County Bancorp, Inc. | 51 | 1,239 | ||||||
Greenhill & Co., Inc. | 180 | 3,645 | ||||||
Guaranty Bancorp | 153 | 3,863 | ||||||
Hallmark Financial Services, Inc.* | 179 | 1,853 | ||||||
Hancock Holding Co. | 105 | 4,851 | ||||||
Hanmi Financial Corp. | 206 | 5,480 | ||||||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT | 128 | 2,804 | ||||||
HarborOne Bancorp, Inc.* | 51 | 1,001 | ||||||
HCI Group, Inc. | 98 | 4,358 | ||||||
Heartland Financial USA, Inc. (a) | 143 | 6,414 | ||||||
Hennessy Advisors, Inc. | 40 | 575 | ||||||
Heritage Commerce Corp. | 185 | 2,490 | ||||||
Heritage Financial Corp. | 279 | 6,654 | ||||||
Heritage Insurance Holdings, Inc. | 117 | 1,491 | ||||||
Hilltop Holdings, Inc. | 125 | 3,124 | ||||||
Hingham Institution for Savings | 16 | 2,820 | ||||||
Home Bancorp, Inc. | 107 | 3,724 | ||||||
Home BancShares, Inc. | 83 | 1,943 | ||||||
HomeStreet, Inc.* | 191 | 5,119 | ||||||
HomeTrust Bancshares, Inc.* | 134 | 3,317 | ||||||
Hope Bancorp, Inc. | 129 | 2,246 | ||||||
Horace Mann Educators Corp. | 174 | 6,656 | ||||||
Horizon Bancorp | 174 | 4,427 |
Houlihan Lokey, Inc. | 155 | 5,203 | ||||||
IBERIABANK Corp. | 44 | 3,397 | ||||||
Independence Holding Co. | 56 | 1,112 | ||||||
Independent Bank Corp. | 135 | 2,747 | ||||||
Independent Bank Corp./Rockland MA | 87 | 5,259 | ||||||
Independent Bank Group, Inc. | 63 | 3,534 | ||||||
Infinity Property & Casualty Corp. | 86 | 8,235 | ||||||
International Bancshares Corp. | 111 | 3,680 | ||||||
INTL. FCStone, Inc.* | 204 | 7,050 | ||||||
Invesco Mortgage Capital, Inc. REIT | 487 | 7,860 | ||||||
Investment Technology Group, Inc. | 380 | 7,573 | ||||||
Investors Bancorp, Inc. | 150 | 1,985 | ||||||
Investors Title Co. | 38 | 7,103 | ||||||
James River Group Holdings Ltd. | 101 | 4,004 | ||||||
KCG Holdings, Inc., Class A* | 384 | 7,626 | ||||||
Kearny Financial Corp. | 225 | 3,139 | ||||||
Kemper Corp. | 87 | 3,319 | ||||||
Kinsale Capital Group, Inc. | 45 | 1,631 | ||||||
Ladder Capital Corp. REIT | 275 | 3,869 | ||||||
Ladenburg Thalmann Financial Services, Inc.* | 183 | 392 | ||||||
Lakeland Bancorp, Inc. | 351 | 6,581 | ||||||
Lakeland Financial Corp. | 162 | 6,874 | ||||||
LCNB Corp. | 126 | 2,463 | ||||||
LegacyTexas Financial Group, Inc. | 140 | 4,931 | ||||||
LendingTree, Inc.*(a) | 6 | 934 | ||||||
Live Oak Bancshares, Inc. (a) | 18 | 440 | ||||||
Macatawa Bank Corp. | 400 | 3,696 | ||||||
Maiden Holdings Ltd. | 649 | 6,847 | ||||||
MainSource Financial Group, Inc. | 210 | 6,800 | ||||||
Manning & Napier, Inc. | 174 | 809 | ||||||
Marlin Business Services Corp. | 105 | 2,662 | ||||||
MB Financial, Inc. | 59 | 2,430 | ||||||
MBIA, Inc.* | 209 | 1,712 | ||||||
MBT Financial Corp. | 251 | 2,548 | ||||||
Mercantile Bank Corp. | 168 | 5,220 | ||||||
Meridian Bancorp, Inc. | 234 | 3,791 | ||||||
Meta Financial Group, Inc. | 90 | 7,704 | ||||||
MGIC Investment Corp.* | 35 | 370 | ||||||
Midland States Bancorp, Inc. | 25 | 874 | ||||||
MidWestOne Financial Group, Inc. | 96 | 3,324 | ||||||
Moelis & Co., Class A | 162 | 5,686 | ||||||
MTGE Investment Corp. REIT | 285 | 5,201 | ||||||
MutualFirst Financial, Inc. | 83 | 2,797 | ||||||
National Bank Holdings Corp., Class A | 114 | 3,479 | ||||||
National Bankshares, Inc. (a) | 78 | 3,143 | ||||||
National Commerce Corp.* | 95 | 3,548 | ||||||
National General Holdings Corp. | 87 | 1,911 | ||||||
National Western Life Group, Inc., Class A | 15 | 4,607 | ||||||
Nationstar Mortgage Holdings, Inc.*(a) | 68 | 1,110 | ||||||
Navigators Group, Inc. | 120 | 6,360 | ||||||
NBT Bancorp, Inc. | 177 | 6,220 | ||||||
Nelnet, Inc., Class A | 153 | 6,014 | ||||||
New Residential Investment Corp. REIT | 207 | 3,331 | ||||||
New York Mortgage Trust, Inc. REIT | 1,167 | 7,259 | ||||||
Nicolet Bankshares, Inc.* | 86 | 4,281 | ||||||
NMI Holdings, Inc., Class A* | 134 | 1,394 | ||||||
Northfield Bancorp, Inc. | 173 | 2,848 | ||||||
Northrim BanCorp, Inc. | 86 | 2,554 | ||||||
Northwest Bancshares, Inc. | 309 | 4,756 | ||||||
OceanFirst Financial Corp. | 146 | 3,869 | ||||||
OFG Bancorp | 494 | 4,619 | ||||||
Old Line Bancshares, Inc. | 98 | 2,744 | ||||||
Old National Bancorp | 257 | 4,061 | ||||||
Old Second Bancorp, Inc. | 143 | 1,659 | ||||||
OM Asset Management PLC | 98 | 1,368 | ||||||
OneBeacon Insurance Group Ltd., Class A | 407 | 7,468 | ||||||
Oppenheimer Holdings, Inc., Class A | 105 | 1,638 | ||||||
Opus Bank | 16 | 344 | ||||||
Orchid Island Capital, Inc. REIT (a) | 275 | 2,764 | ||||||
Oritani Financial Corp. | 246 | 4,071 | ||||||
Orrstown Financial Services, Inc. | 72 | 1,519 | ||||||
Owens Realty Mortgage, Inc. REIT | 252 | 4,128 | ||||||
Pacific Continental Corp. | 240 | 5,652 | ||||||
Pacific Mercantile Bancorp* | 96 | 739 | ||||||
Pacific Premier Bancorp, Inc.* | 294 | 9,996 | ||||||
Paragon Commercial Corp.* | 6 | 305 | ||||||
Park National Corp. (a) | 48 | 4,851 | ||||||
Park Sterling Corp. | 556 | 6,455 | ||||||
Peapack Gladstone Financial Corp. | 158 | 4,802 | ||||||
Penns Woods Bancorp, Inc. | 54 | 2,133 | ||||||
PennyMac Financial Services, Inc., Class A* | 170 | 2,737 | ||||||
PennyMac Mortgage Investment Trust REIT | 59 | 1,034 | ||||||
Peoples Bancorp, Inc. | 216 | 6,534 | ||||||
Peoples Financial Services Corp. | 77 | 3,028 |
Peoples Utah Bancorp | 167 | 4,275 | ||||||
PHH Corp.* | 93 | 1,251 | ||||||
Pinnacle Financial Partners, Inc. | 36 | 2,165 | ||||||
Piper Jaffray Cos. | 197 | 11,554 | ||||||
PJT Partners, Inc., Class A | 131 | 5,066 | ||||||
PRA Group, Inc.*(a) | 98 | 3,410 | ||||||
Preferred Bank | 98 | 4,891 | ||||||
Premier Financial Bancorp, Inc. | 161 | 3,181 | ||||||
Primerica, Inc. | 77 | 5,559 | ||||||
PrivateBancorp, Inc. | 38 | 2,264 | ||||||
Prosperity Bancshares, Inc. | 36 | 2,255 | ||||||
Provident Bancorp, Inc.* | 60 | 1,245 | ||||||
Provident Financial Holdings, Inc. | 120 | 2,280 | ||||||
Provident Financial Services, Inc. | 213 | 4,971 | ||||||
Pzena Investment Management, Inc., Class A | 257 | 2,228 | ||||||
QCR Holdings, Inc. | 167 | 7,315 | ||||||
Radian Group, Inc. | 87 | 1,397 | ||||||
Redwood Trust, Inc. REIT | 66 | 1,117 | ||||||
Regional Management Corp.* | 306 | 6,120 | ||||||
Renasant Corp. | 117 | 4,674 | ||||||
Republic Bancorp, Inc., Class A | 104 | 3,607 | ||||||
Republic First Bancorp, Inc.* | 231 | 2,044 | ||||||
Resource Capital Corp. REIT | 132 | 1,272 | ||||||
RLI Corp. | 51 | 2,833 | ||||||
S&T Bancorp, Inc. | 113 | 3,771 | ||||||
Safety Insurance Group, Inc. | 77 | 5,124 | ||||||
Sandy Spring Bancorp, Inc. | 188 | 7,214 | ||||||
Seacoast Banking Corp. of Florida* | 162 | 3,655 | ||||||
Selective Insurance Group, Inc. | 173 | 8,840 | ||||||
ServisFirst Bancshares, Inc. (a) | 117 | 4,006 | ||||||
Shore Bancshares, Inc. | 216 | 3,441 | ||||||
SI Financial Group, Inc. | 119 | 1,785 | ||||||
Sierra Bancorp | 138 | 3,316 | ||||||
Silvercrest Asset Management Group, Inc., Class A | 111 | 1,360 | ||||||
Simmons First National Corp., Class A | 60 | 3,045 | ||||||
South State Corp. | 54 | 4,487 | ||||||
Southern First Bancshares, Inc.* | 120 | 4,104 | ||||||
Southern Missouri Bancorp, Inc. | 93 | 2,920 | ||||||
Southern National Bancorp of Virginia, Inc. | 152 | 2,601 | ||||||
Southside Bancshares, Inc. | 214 | 6,968 | ||||||
Southwest Bancorp, Inc. | 164 | 4,034 | ||||||
State Auto Financial Corp. | 120 | 2,983 | ||||||
State Bank Financial Corp. | 137 | 3,473 | ||||||
State National Cos., Inc. | 428 | 7,520 | ||||||
Sterling Bancorp | 128 | 2,746 | ||||||
Stewart Information Services Corp. | 131 | 5,926 | ||||||
Stifel Financial Corp.* | 28 | 1,194 | ||||||
Stock Yards Bancorp, Inc. | 200 | 7,240 | ||||||
Stonegate Bank | 111 | 5,022 | ||||||
Summit Financial Group, Inc. | 171 | 3,700 | ||||||
Sun Bancorp, Inc. | 57 | 1,411 | ||||||
Territorial Bancorp, Inc. | 84 | 2,525 | ||||||
Texas Capital Bancshares, Inc.* | 33 | 2,422 | ||||||
Third Point Reinsurance Ltd.* | 77 | 1,013 | ||||||
Tiptree, Inc. | 122 | 738 | ||||||
Tompkins Financial Corp. | 89 | 6,747 | ||||||
Towne Bank | 158 | 4,582 | ||||||
TriCo Bancshares | 141 | 4,918 | ||||||
TriState Capital Holdings, Inc.* | 231 | 5,359 | ||||||
Triumph Bancorp, Inc.* | 194 | 4,423 | ||||||
Trupanion, Inc.*(a) | 96 | 1,953 | ||||||
TrustCo Bank Corp. | 846 | 6,218 | ||||||
Trustmark Corp. | 174 | 5,291 | ||||||
UMB Financial Corp. | 39 | 2,731 | ||||||
Umpqua Holdings Corp. | 126 | 2,135 | ||||||
Union Bankshares Corp. | 203 | 6,821 | ||||||
Union Bankshares, Inc. (a) | 83 | 3,316 | ||||||
United Bankshares, Inc. (a) | 162 | 6,197 | ||||||
United Community Banks, Inc. | 171 | 4,407 | ||||||
United Community Financial Corp. | 389 | 3,077 | ||||||
United Financial Bancorp, Inc. | 403 | 6,525 | ||||||
United Fire Group, Inc. | 162 | 7,007 | ||||||
United Insurance Holdings Corp. | 42 | 682 | ||||||
Universal Insurance Holdings, Inc. (a) | 285 | 7,025 | ||||||
Univest Corp. of Pennsylvania | 210 | 5,786 | ||||||
Valley National Bancorp | 215 | 2,425 | ||||||
Value Line, Inc. | 15 | 261 | ||||||
Veritex Holdings, Inc.* | 99 | 2,574 | ||||||
Virtu Financial, Inc., Class A (a) | 33 | 538 | ||||||
Virtus Investment Partners, Inc. | 4 | 403 | ||||||
Waddell & Reed Financial, Inc., Class A (a) | 122 | 2,042 | ||||||
Walker & Dunlop, Inc.* | 25 | 1,168 | ||||||
Washington Federal, Inc. | 128 | 4,090 | ||||||
Washington Trust Bancorp, Inc. | 132 | 6,310 | ||||||
WashingtonFirst Bankshares, Inc. (a) | 81 | 2,658 | ||||||
Waterstone Financial, Inc. | 153 | 2,892 | ||||||
Webster Financial Corp. | 38 | 1,851 | ||||||
WesBanco, Inc. | 123 | 4,571 | ||||||
West Bancorporation, Inc. | 180 | 3,951 | ||||||
Westamerica Bancorporation (a) | 81 | 4,156 |
Western Asset Mortgage Capital Corp. REIT | 302 | 3,080 | ||||||
Western New England Bancorp, Inc. | 182 | 1,811 | ||||||
Westwood Holdings Group, Inc. | 122 | 6,659 | ||||||
Wintrust Financial Corp. | 41 | 2,819 | ||||||
WisdomTree Investments, Inc. (a) | 28 | 266 | ||||||
World Acceptance Corp.*(a) | 123 | 9,609 | ||||||
WSFS Financial Corp. | 113 | 4,983 | ||||||
Xenith Bankshares, Inc.* | 50 | 1,536 | ||||||
|
|
|||||||
1,372,493 | ||||||||
|
|
|||||||
Health Care - 5.1% | ||||||||
Abaxis, Inc. | 47 | 2,275 | ||||||
Accuray, Inc.*(a) | 87 | 357 | ||||||
Aceto Corp. | 30 | 424 | ||||||
Addus HomeCare Corp.* | 50 | 1,855 | ||||||
Albany Molecular Research, Inc.*(a) | 22 | 428 | ||||||
Almost Family, Inc.* | 22 | 1,263 | ||||||
AMAG Pharmaceuticals, Inc.*(a) | 36 | 623 | ||||||
Amedisys, Inc.* | 44 | 2,636 | ||||||
American Renal Associates Holdings, Inc.*(a) | 47 | 761 | ||||||
AMN Healthcare Services, Inc.* | 90 | 3,262 | ||||||
Amphastar Pharmaceuticals, Inc.* | 135 | 2,304 | ||||||
Analogic Corp. | 44 | 3,164 | ||||||
AngioDynamics, Inc.* | 173 | 2,609 | ||||||
Anika Therapeutics, Inc.* | 53 | 2,452 | ||||||
Atrion Corp. | 11 | 6,068 | ||||||
Audentes Therapeutics, Inc.* | 30 | 428 | ||||||
BioSpecifics Technologies Corp.* | 30 | 1,555 | ||||||
BioTelemetry, Inc.* | 90 | 2,596 | ||||||
Cambrex Corp.* | 35 | 1,883 | ||||||
Cantel Medical Corp. | 24 | 1,868 | ||||||
Capital Senior Living Corp.* | 41 | 567 | ||||||
Cardiovascular Systems, Inc.* | 66 | 1,982 | ||||||
Catalent, Inc.* | 38 | 1,350 | ||||||
Chemed Corp. | 23 | 4,707 | ||||||
Civitas Solutions, Inc.* | 21 | 331 | ||||||
Computer Programs & Systems, Inc. (a) | 13 | 434 | ||||||
CONMED Corp. | 63 | 3,199 | ||||||
Corcept Therapeutics, Inc.*(a) | 38 | 430 | ||||||
CorVel Corp.* | 45 | 2,097 | ||||||
Cross Country Healthcare, Inc.* | 66 | 762 | ||||||
CryoLife, Inc.* | 305 | 5,566 | ||||||
Cutera, Inc.* | 35 | 798 | ||||||
Emergent BioSolutions, Inc.*(a) | 31 | 990 | ||||||
Enanta Pharmaceuticals, Inc.* | 19 | 572 | ||||||
Ensign Group, Inc. | 42 | 772 | ||||||
Enzo Biochem, Inc.* | 598 | 5,382 | ||||||
Exactech, Inc.* | 224 | 6,787 | ||||||
Five Prime Therapeutics, Inc.* | 9 | 254 | ||||||
Genomic Health, Inc.* | 24 | 762 | ||||||
Globus Medical, Inc., Class A* | 68 | 2,091 | ||||||
Haemonetics Corp.* | 80 | 3,262 | ||||||
Halyard Health, Inc.* | 21 | 755 | ||||||
HealthEquity, Inc.* | 44 | 2,015 | ||||||
HealthSouth Corp. | 56 | 2,538 | ||||||
HealthStream, Inc.* | 51 | 1,421 | ||||||
Heska Corp.* | 54 | 5,328 | ||||||
HMS Holdings Corp.* | 189 | 3,444 | ||||||
ICU Medical, Inc.* | 22 | 3,549 | ||||||
INC Research Holdings, Inc., Class A* | 35 | 1,990 | ||||||
Innoviva, Inc.* | 54 | 660 | ||||||
Inogen, Inc.* | 54 | 4,787 | ||||||
Insulet Corp.* | 16 | 672 | ||||||
Integra LifeSciences Holdings Corp.* | 24 | 1,208 | ||||||
Intellia Therapeutics, Inc.* | 25 | 286 | ||||||
Invacare Corp. | 36 | 509 | ||||||
IRIDEX Corp.* | 80 | 719 | ||||||
Ironwood Pharmaceuticals, Inc.*(a) | 21 | 372 | ||||||
Kindred Healthcare, Inc. | 75 | 735 | ||||||
Landauer, Inc. | 131 | 6,399 | ||||||
LeMaitre Vascular, Inc. | 173 | 5,287 | ||||||
Lexicon Pharmaceuticals, Inc.*(a) | 28 | 388 | ||||||
LHC Group, Inc.* | 53 | 3,191 | ||||||
Ligand Pharmaceuticals, Inc.*(a) | 6 | 650 | ||||||
Luminex Corp. | 138 | 2,796 | ||||||
Magellan Health, Inc.* | 137 | 9,419 | ||||||
Masimo Corp.* | 57 | 4,961 | ||||||
Medidata Solutions, Inc.* | 10 | 712 | ||||||
Medpace Holdings, Inc.*(a) | 10 | 278 | ||||||
Meridian Bioscience, Inc. | 104 | 1,435 | ||||||
Merit Medical Systems, Inc.* | 168 | 5,964 | ||||||
MiMedx Group, Inc.*(a) | 123 | 1,683 | ||||||
Molina Healthcare, Inc.* | 25 | 1,614 | ||||||
Myovant Sciences Ltd*(a) | 35 | 496 | ||||||
National HealthCare Corp. | 59 | 4,041 | ||||||
National Research Corp., Class A | 51 | 1,224 | ||||||
Natus Medical, Inc.* | 41 | 1,390 | ||||||
Neogen Corp.* | 28 | 1,772 | ||||||
NuVasive, Inc.*(a) | 22 | 1,651 | ||||||
NxStage Medical, Inc.* | 101 | 2,188 | ||||||
Omnicell, Inc.* | 125 | 4,987 | ||||||
OraSure Technologies, Inc.* | 300 | 4,521 | ||||||
Orthofix International NV* | 74 | 3,084 |
Owens & Minor, Inc. | 152 | 4,846 | ||||||
PAREXEL International Corp.* | 24 | 1,940 | ||||||
PDL BioPharma, Inc. | 1,362 | 3,255 | ||||||
PharMerica Corp.* | 44 | 1,087 | ||||||
Phibro Animal Health Corp., Class A | 24 | 846 | ||||||
PRA Health Sciences, Inc.* | 10 | 723 | ||||||
Prestige Brands Holdings, Inc.* | 24 | 1,209 | ||||||
Providence Service Corp.* | 50 | 2,337 | ||||||
Quality Systems, Inc.* | 25 | 384 | ||||||
Quidel Corp.* | 77 | 1,911 | ||||||
Quorum Health Corp.* | 342 | 1,289 | ||||||
RadNet, Inc.* | 147 | 1,058 | ||||||
Repligen Corp.* | 44 | 1,727 | ||||||
RTI Surgical, Inc.* | 105 | 541 | ||||||
SciClone Pharmaceuticals, Inc.* | 215 | 2,043 | ||||||
Select Medical Holdings Corp.* | 117 | 1,568 | ||||||
Spectranetics Corp.* | 44 | 1,188 | ||||||
Surgery Partners, Inc.*(a) | 25 | 545 | ||||||
Surmodics, Inc.* | 189 | 4,612 | ||||||
Tabula Rasa HealthCare, Inc.* | 19 | 252 | ||||||
Tactile Systems Technology, Inc.*(a) | 27 | 657 | ||||||
Tivity Health, Inc.* | 155 | 5,262 | ||||||
Triple-S Management Corp., Class B* | 240 | 3,905 | ||||||
US Physical Therapy, Inc. | 77 | 4,870 | ||||||
Utah Medical Products, Inc. | 44 | 2,957 | ||||||
Vanda Pharmaceuticals, Inc.* | 15 | 206 | ||||||
Vocera Communications, Inc.* | 80 | 2,138 | ||||||
Xencor, Inc.* | 9 | 185 | ||||||
|
|
|||||||
236,566 | ||||||||
|
|
|||||||
Industrials - 18.9% | ||||||||
AAON, Inc. | 132 | 4,775 | ||||||
AAR Corp. | 176 | 6,149 | ||||||
ABM Industries, Inc. | 275 | 11,836 | ||||||
ACCO Brands Corp.* | 532 | 6,038 | ||||||
Actuant Corp., Class A | 90 | 2,336 | ||||||
Advanced Disposal Services, Inc.* | 22 | 513 | ||||||
Advanced Drainage Systems, Inc. (a) | 86 | 1,647 | ||||||
Advisory Board Co.* | 7 | 362 | ||||||
Aegion Corp.* | 273 | 5,403 | ||||||
Aerojet Rocketdyne Holdings, Inc.* | 128 | 2,803 | ||||||
Aerovironment, Inc.* | 53 | 1,645 | ||||||
Air Transport Services Group, Inc.* | 491 | 11,710 | ||||||
Aircastle Ltd. | 110 | 2,401 | ||||||
Alamo Group, Inc. | 98 | 8,343 | ||||||
Albany International Corp., Class A | 95 | 4,589 | ||||||
Allegiant Travel Co. (a) | 13 | 1,781 | ||||||
Allied Motion Technologies, Inc. | 21 | 529 | ||||||
Altra Industrial Motion Corp. | 204 | 8,813 | ||||||
American Railcar Industries, Inc. (a) | 18 | 639 | ||||||
American Woodmark Corp.* | 36 | 3,341 | ||||||
Apogee Enterprises, Inc. | 118 | 6,287 | ||||||
Applied Industrial Technologies, Inc. | 107 | 6,607 | ||||||
ARC Document Solutions, Inc.* | 248 | 821 | ||||||
ArcBest Corp. | 111 | 2,087 | ||||||
Argan, Inc. | 63 | 3,720 | ||||||
Armstrong Flooring, Inc.* | 225 | 4,160 | ||||||
Astec Industries, Inc. | 107 | 5,989 | ||||||
Astronics Corp.* | 60 | 1,836 | ||||||
Atkore International Group, Inc.* | 18 | 375 | ||||||
Atlas Air Worldwide Holdings, Inc.* | 95 | 4,627 | ||||||
Axon Enterprise, Inc.*(a) | 105 | 2,521 | ||||||
AZZ, Inc. | 66 | 3,580 | ||||||
Babcock & Wilcox Enterprises, Inc.* | 149 | 1,587 | ||||||
Barnes Group, Inc. | 81 | 4,584 | ||||||
Barrett Business Services, Inc. | 62 | 3,538 | ||||||
Beacon Roofing Supply, Inc.* | 15 | 723 | ||||||
Blue Bird Corp.* | 207 | 3,778 | ||||||
Brady Corp., Class A | 285 | 10,232 | ||||||
Briggs & Stratton Corp. | 381 | 9,060 | ||||||
Brinks Co. | 146 | 9,213 | ||||||
Caesarstone Ltd.* | 22 | 826 | ||||||
CAI International, Inc.* | 68 | 1,309 | ||||||
Casella Waste Systems, Inc., Class A* | 482 | 6,758 | ||||||
CBIZ, Inc.* | 403 | 6,085 | ||||||
CECO Environmental Corp. | 105 | 987 | ||||||
Celadon Group, Inc. (a) | 113 | 226 | ||||||
Chart Industries, Inc.* | 77 | 2,645 | ||||||
CIRCOR International, Inc. | 50 | 3,223 | ||||||
Columbus McKinnon Corp. | 80 | 2,235 | ||||||
Comfort Systems USA, Inc. | 200 | 6,890 | ||||||
Continental Building Products, Inc.* | 143 | 3,489 | ||||||
Costamare, Inc. | 108 | 707 | ||||||
Covenant Transportation Group, Inc., Class A* | 41 | 755 | ||||||
CRA International, Inc. | 212 | 7,329 | ||||||
CSW Industrials, Inc.* | 48 | 1,694 | ||||||
Cubic Corp. | 42 | 1,947 |
Curtiss-Wright Corp. | 22 | 1,981 | ||||||
Deluxe Corp. | 53 | 3,612 | ||||||
DigitalGlobe, Inc.* | 143 | 4,454 | ||||||
DMC Global, Inc. | 56 | 708 | ||||||
Douglas Dynamics, Inc. | 308 | 9,379 | ||||||
Ducommun, Inc.* | 62 | 1,972 | ||||||
DXP Enterprises, Inc.* | 31 | 1,111 | ||||||
Dycom Industries, Inc.*(a) | 33 | 2,778 | ||||||
Echo Global Logistics, Inc.* | 31 | 578 | ||||||
EMCOR Group, Inc. | 72 | 4,537 | ||||||
Encore Wire Corp. | 68 | 2,812 | ||||||
EnerSys | 41 | 3,036 | ||||||
Ennis, Inc. | 345 | 5,537 | ||||||
EnPro Industries, Inc. | 75 | 5,011 | ||||||
ESCO Technologies, Inc. | 155 | 8,928 | ||||||
Essendant, Inc. | 53 | 853 | ||||||
Esterline Technologies Corp.* | 21 | 2,046 | ||||||
Exponent, Inc. | 84 | 4,981 | ||||||
Federal Signal Corp. | 210 | 3,293 | ||||||
Forward Air Corp. | 102 | 5,317 | ||||||
Franklin Covey Co.* | 194 | 3,832 | ||||||
Franklin Electric Co., Inc. | 131 | 5,004 | ||||||
FreightCar America, Inc. | 42 | 704 | ||||||
FTI Consulting, Inc.* | 101 | 3,488 | ||||||
GATX Corp. (a) | 98 | 5,829 | ||||||
Gencor Industries, Inc.* | 137 | 2,219 | ||||||
Generac Holdings, Inc.* | 69 | 2,391 | ||||||
General Cable Corp. | 240 | 3,972 | ||||||
Gibraltar Industries, Inc.* | 143 | 4,447 | ||||||
Global Brass & Copper Holdings, Inc. | 264 | 7,999 | ||||||
GMS, Inc.* | 25 | 817 | ||||||
Gorman-Rupp Co. | 102 | 2,455 | ||||||
GP Strategies Corp.* | 93 | 2,283 | ||||||
Graham Corp. | 119 | 2,491 | ||||||
Granite Construction, Inc. | 68 | 3,186 | ||||||
Great Lakes Dredge & Dock Corp.* | 448 | 1,859 | ||||||
Greenbrier Cos., Inc. (a) | 105 | 4,646 | ||||||
Griffon Corp. | 122 | 2,647 | ||||||
H&E Equipment Services, Inc. | 99 | 1,969 | ||||||
Hardinge, Inc. | 159 | 1,924 | ||||||
Harsco Corp.* | 234 | 3,487 | ||||||
Hawaiian Holdings, Inc.* | 83 | 4,158 | ||||||
Healthcare Services Group, Inc. | 80 | 3,830 | ||||||
Heartland Express, Inc. (a) | 165 | 3,209 | ||||||
Heidrick & Struggles International, Inc. | 80 | 1,724 | ||||||
Heritage-Crystal Clean, Inc.* | 161 | 2,455 | ||||||
Herman Miller, Inc. | 194 | 6,121 | ||||||
Hill International, Inc.* | 311 | 1,524 | ||||||
Hillenbrand, Inc. | 113 | 4,034 | ||||||
HNI Corp. | 129 | 5,550 | ||||||
Hub Group, Inc., Class A* | 266 | 9,536 | ||||||
Hurco Cos., Inc. | 141 | 4,103 | ||||||
Huron Consulting Group, Inc.* | 28 | 1,163 | ||||||
Hyster-Yale Materials Handling, Inc. | 101 | 7,538 | ||||||
ICF International, Inc.* | 143 | 6,728 | ||||||
IES Holdings, Inc.* | 72 | 1,105 | ||||||
InnerWorkings, Inc.* | 368 | 3,989 | ||||||
Insperity, Inc. | 152 | 11,468 | ||||||
Insteel Industries, Inc. | 156 | 4,955 | ||||||
Interface, Inc. | 200 | 4,110 | ||||||
John Bean Technologies Corp. | 41 | 3,538 | ||||||
Kadant, Inc. | 173 | 13,295 | ||||||
Kaman Corp. (a) | 68 | 3,285 | ||||||
Kelly Services, Inc., Class A | 400 | 9,292 | ||||||
Kennametal, Inc. | 84 | 3,231 | ||||||
KEYW Holding Corp.*(a) | 33 | 304 | ||||||
Kforce, Inc. | 128 | 2,304 | ||||||
Kimball International, Inc., Class B | 754 | 12,954 | ||||||
KLX, Inc.* | 28 | 1,355 | ||||||
Knight Transportation, Inc. (a) | 149 | 4,969 | ||||||
Knoll, Inc. | 227 | 4,881 | ||||||
Korn/Ferry International | 21 | 674 | ||||||
Kratos Defense & Security Solutions, Inc.* | 503 | 5,442 | ||||||
Lawson Products, Inc.* | 31 | 660 | ||||||
Layne Christensen Co.*(a) | 107 | 778 | ||||||
Lindsay Corp. (a) | 41 | 3,501 | ||||||
LSI Industries, Inc. | 120 | 1,060 | ||||||
Lydall, Inc.* | 155 | 7,820 | ||||||
Manitowoc Co, Inc.* | 817 | 4,624 | ||||||
Marten Transport Ltd. | 300 | 7,425 | ||||||
Masonite International Corp.* | 41 | 3,020 | ||||||
MasTec, Inc.* | 90 | 3,816 | ||||||
Matson, Inc. | 48 | 1,404 | ||||||
Matthews International Corp., Class A | 59 | 3,761 | ||||||
McGrath RentCorp | 227 | 7,530 | ||||||
Mercury Systems, Inc.* | 15 | 597 | ||||||
Meritor, Inc.* | 237 | 3,690 | ||||||
Miller Industries, Inc. | 273 | 6,989 | ||||||
Mistras Group, Inc.* | 119 | 2,489 | ||||||
Mobile Mini, Inc. | 62 | 1,736 | ||||||
Moog, Inc., Class A* | 41 | 2,872 | ||||||
MRC Global, Inc.* | 590 | 10,650 | ||||||
MSA Safety, Inc. | 39 | 3,163 | ||||||
Mueller Industries, Inc. | 125 | 3,535 |
Mueller Water Products, Inc., Class A | 320 | 3,578 | ||||||
Multi-Color Corp. | 31 | 2,663 | ||||||
MYR Group, Inc.* | 439 | 12,889 | ||||||
National Presto Industries, Inc. (a) | 59 | 6,281 | ||||||
Navigant Consulting, Inc.* | 327 | 6,373 | ||||||
Navistar International Corp.*(a) | 30 | 776 | ||||||
NCI Building Systems, Inc.* | 48 | 799 | ||||||
Neff Corp., Class A* | 38 | 646 | ||||||
NN, Inc. | 28 | 801 | ||||||
NOW, Inc.*(a) | 96 | 1,585 | ||||||
Omega Flex, Inc. | 15 | 918 | ||||||
On Assignment, Inc.* | 12 | 629 | ||||||
Orion Group Holdings, Inc.* | 245 | 1,747 | ||||||
PAM Transportation Services, Inc.* | 9 | 159 | ||||||
Park-Ohio Holdings Corp. | 71 | 2,634 | ||||||
Patrick Industries, Inc.* | 7 | 463 | ||||||
PGT Innovations, Inc.* | 114 | 1,305 | ||||||
Ply Gem Holdings, Inc.* | 105 | 1,717 | ||||||
Powell Industries, Inc. | 170 | 5,598 | ||||||
Preformed Line Products Co. | 27 | 1,296 | ||||||
Primoris Services Corp. | 69 | 1,601 | ||||||
Proto Labs, Inc.* | 13 | 832 | ||||||
Quad/Graphics, Inc. | 272 | 6,057 | ||||||
Quanex Building Products Corp. | 171 | 3,523 | ||||||
Radiant Logistics, Inc.* | 520 | 3,058 | ||||||
Raven Industries, Inc. | 225 | 7,616 | ||||||
RBC Bearings, Inc.* | 18 | 1,824 | ||||||
Resources Connection, Inc. | 312 | 3,916 | ||||||
Rexnord Corp.* | 96 | 2,189 | ||||||
Roadrunner Transportation Systems, Inc.* | 161 | 1,022 | ||||||
RPX Corp.* | 407 | 5,389 | ||||||
Rush Enterprises, Inc., Class A* | 168 | 6,023 | ||||||
Rush Enterprises, Inc., Class B* | 35 | 1,154 | ||||||
Saia, Inc.* | 231 | 10,672 | ||||||
Simpson Manufacturing Co., Inc. | 114 | 4,581 | ||||||
SiteOne Landscape Supply, Inc.* | 27 | 1,436 | ||||||
SkyWest, Inc. | 123 | 4,219 | ||||||
SP Plus Corp.* | 222 | 6,549 | ||||||
Spartan Motors, Inc. | 885 | 7,611 | ||||||
Sparton Corp.* | 134 | 2,299 | ||||||
SPX Corp.* | 210 | 5,059 | ||||||
SPX FLOW, Inc.* | 36 | 1,344 | ||||||
Standex International Corp. | 56 | 4,922 | ||||||
Steelcase, Inc., Class A | 192 | 3,216 | ||||||
Sun Hydraulics Corp. | 99 | 4,236 | ||||||
Supreme Industries, Inc., Class A | 294 | 5,210 | ||||||
Swift Transportation Co.*(a) | 296 | 7,089 | ||||||
Team, Inc.* | 25 | 641 | ||||||
Teledyne Technologies, Inc.* | 18 | 2,367 | ||||||
Tennant Co. | 99 | 6,930 | ||||||
Tetra Tech, Inc. | 113 | 5,192 | ||||||
Textainer Group Holdings Ltd.* | 22 | 242 | ||||||
Thermon Group Holdings, Inc.* | 191 | 3,537 | ||||||
Titan International, Inc. | 120 | 1,244 | ||||||
Titan Machinery, Inc.* | 108 | 1,820 | ||||||
TPI Composites, Inc.* | 54 | 919 | ||||||
TRC Cos, Inc.* | 71 | 1,243 | ||||||
Trex Co., Inc.* | 72 | 4,627 | ||||||
TriMas Corp.* | 71 | 1,548 | ||||||
TriNet Group, Inc.* | 144 | 4,454 | ||||||
Triton International Ltd/Bermuda | 93 | 2,606 | ||||||
Triumph Group, Inc. (a) | 25 | 815 | ||||||
TrueBlue, Inc.* | 92 | 2,470 | ||||||
Tutor Perini Corp.*(a) | 146 | 3,789 | ||||||
UniFirst Corp. | 45 | 6,377 | ||||||
Univar, Inc.* | 22 | 669 | ||||||
Universal Forest Products, Inc. | 83 | 7,298 | ||||||
Universal Logistics Holdings, Inc. | 77 | 1,063 | ||||||
US Ecology, Inc. | 120 | 6,003 | ||||||
Vectrus, Inc.* | 33 | 974 | ||||||
Veritiv Corp.* | 108 | 4,774 | ||||||
Viad Corp. | 294 | 12,980 | ||||||
Vicor Corp.* | 119 | 2,017 | ||||||
VSE Corp. | 28 | 1,172 | ||||||
Wabash National Corp. (a) | 587 | 11,734 | ||||||
WageWorks, Inc.* | 39 | 2,759 | ||||||
Watts Water Technologies, Inc., Class A | 53 | 3,291 | ||||||
Werner Enterprises, Inc. | 159 | 4,333 | ||||||
Wesco Aircraft Holdings, Inc.* | 150 | 1,448 | ||||||
West Corp. | 71 | 1,645 | ||||||
Willis Lease Finance Corp.* | 92 | 2,403 | ||||||
Woodward, Inc. | 38 | 2,589 | ||||||
|
|
|||||||
876,077 | ||||||||
|
|
|||||||
Information Technology - 9.4% | ||||||||
8x8, Inc.* | 231 | 3,153 | ||||||
A10 Networks, Inc.* | 28 | 229 | ||||||
ACI Worldwide, Inc.* | 27 | 617 | ||||||
Acxiom Corp.* | 117 | 3,065 | ||||||
ADTRAN, Inc. | 186 | 3,580 | ||||||
Advanced Energy Industries, Inc.* | 59 | 4,539 | ||||||
Agilysys, Inc.* | 62 | 614 | ||||||
Alpha & Omega Semiconductor Ltd.* | 248 | 4,618 | ||||||
Ambarella, Inc*(a) | 15 | 878 | ||||||
American Software, Inc., Class A | 216 | 2,320 |
Amkor Technology, Inc.* | 60 | 680 | ||||||
Anixter International, Inc.* | 22 | 1,661 | ||||||
Aspen Technology, Inc.* | 56 | 3,425 | ||||||
AVX Corp. | 89 | 1,457 | ||||||
Axcelis Technologies, Inc.* | 224 | 4,872 | ||||||
Badger Meter, Inc. | 105 | 4,116 | ||||||
Bankrate, Inc.* | 27 | 282 | ||||||
Barracuda Networks, Inc.* | 10 | 219 | ||||||
Bazaarvoice, Inc.* | 147 | 669 | ||||||
Bel Fuse, Inc., Class B | 276 | 6,624 | ||||||
Belden, Inc. | 27 | 1,917 | ||||||
Benchmark Electronics, Inc.* | 203 | 6,557 | ||||||
Black Box Corp. | 362 | 2,968 | ||||||
Blackbaud, Inc. | 9 | 745 | ||||||
Blackhawk Network Holdings, Inc.* | 36 | 1,561 | ||||||
Bottomline Technologies de, Inc.* | 30 | 750 | ||||||
Brightcove, Inc.* | 44 | 262 | ||||||
BroadSoft, Inc.* | 10 | 400 | ||||||
Brooks Automation, Inc. | 248 | 6,832 | ||||||
Cabot Microelectronics Corp. | 53 | 4,001 | ||||||
CACI International, Inc., Class A* | 12 | 1,477 | ||||||
Calix, Inc.* | 83 | 544 | ||||||
Callidus Software, Inc.* | 22 | 526 | ||||||
Carbonite, Inc.* | 105 | 1,953 | ||||||
Cardtronics PLC, Class A* | 122 | 4,179 | ||||||
Care.com, Inc.* | 30 | 461 | ||||||
Cass Information Systems, Inc. | 50 | 3,062 | ||||||
Cavium, Inc.* | 4 | 292 | ||||||
CEVA, Inc.* | 87 | 3,676 | ||||||
Cimpress NV*(a) | 16 | 1,413 | ||||||
Cirrus Logic, Inc.* | 44 | 2,902 | ||||||
Clearfield, Inc.* | 71 | 927 | ||||||
Coherent, Inc.* | 36 | 8,933 | ||||||
Cohu, Inc. | 123 | 2,255 | ||||||
CommVault Systems, Inc.* | 35 | 1,964 | ||||||
Control4 Corp.* | 95 | 1,886 | ||||||
Convergys Corp. | 150 | 3,646 | ||||||
Cornerstone OnDemand, Inc.* | 7 | 262 | ||||||
Cray, Inc.* | 22 | 390 | ||||||
CSG Systems International, Inc. | 101 | 4,029 | ||||||
CTS Corp. | 167 | 3,515 | ||||||
Daktronics, Inc. | 257 | 2,552 | ||||||
DHI Group, Inc.* | 122 | 348 | ||||||
Diebold Nixdorf, Inc. (a) | 10 | 264 | ||||||
Digi International, Inc.* | 143 | 1,366 | ||||||
Diodes, Inc.* | 18 | 461 | ||||||
DSP Group, Inc.* | 230 | 2,725 | ||||||
Eastman Kodak Co.*(a) | 18 | 166 | ||||||
Ebix, Inc. (a) | 25 | 1,384 | ||||||
Electro Scientific Industries, Inc.* | 168 | 1,404 | ||||||
Electronics For Imaging, Inc.*(a) | 12 | 569 | ||||||
Ellie Mae, Inc.* | 18 | 1,972 | ||||||
EMCORE Corp. | 185 | 1,859 | ||||||
Entegris, Inc.* | 125 | 3,087 | ||||||
EPAM Systems, Inc.* | 6 | 503 | ||||||
ePlus, Inc.* | 30 | 2,362 | ||||||
EVERTEC, Inc. | 146 | 2,409 | ||||||
Exa Corp.* | 75 | 1,042 | ||||||
ExlService Holdings, Inc.* | 77 | 4,032 | ||||||
Extreme Networks, Inc.* | 294 | 2,831 | ||||||
Fabrinet* | 125 | 4,404 | ||||||
Fair Isaac Corp. | 13 | 1,725 | ||||||
FARO Technologies, Inc.* | 86 | 2,988 | ||||||
Finisar Corp.* | 45 | 1,110 | ||||||
Five9, Inc.* | 31 | 697 | ||||||
FormFactor, Inc.* | 243 | 3,572 | ||||||
Forrester Research, Inc. | 98 | 3,861 | ||||||
Gigamon, Inc.*(a) | 24 | 916 | ||||||
Global Sources Ltd.* | 84 | 1,756 | ||||||
GrubHub, Inc.*(a) | 41 | 1,782 | ||||||
GTT Communications, Inc.* | 21 | 677 | ||||||
Guidance Software, Inc.* | 59 | 378 | ||||||
Hackett Group, Inc. | 111 | 1,627 | ||||||
Harmonic, Inc.* | 96 | 485 | ||||||
II-VI, Inc.* | 189 | 5,670 | ||||||
Information Services Group, Inc.* | 227 | 829 | ||||||
Inphi Corp.*(a) | 60 | 2,381 | ||||||
Insight Enterprises, Inc.* | 275 | 11,423 | ||||||
Integrated Device Technology, Inc.* | 53 | 1,356 | ||||||
InterDigital, Inc. | 25 | 2,025 | ||||||
Itron, Inc.* | 57 | 3,856 | ||||||
IXYS Corp. | 48 | 708 | ||||||
j2 Global, Inc. | 9 | 762 | ||||||
Kimball Electronics, Inc.* | 505 | 8,787 | ||||||
Knowles Corp.* | 59 | 1,011 | ||||||
KVH Industries, Inc.* | 62 | 586 | ||||||
Limelight Networks, Inc.* | 264 | 779 | ||||||
Liquidity Services, Inc.* | 126 | 781 | ||||||
Littelfuse, Inc. | 30 | 4,858 | ||||||
LivePerson, Inc.* | 123 | 1,175 | ||||||
LogMeIn, Inc. | 15 | 1,665 | ||||||
Lumentum Holdings, Inc.*(a) | 18 | 1,027 | ||||||
MACOM Technology Solutions Holdings, Inc.* | 12 | 732 |
ManTech International Corp., Class A | 206 | 7,890 | ||||||
MAXIMUS, Inc. | 36 | 2,235 | ||||||
MaxLinear, Inc.* | 13 | 405 | ||||||
Mesa Laboratories, Inc. | 18 | 2,814 | ||||||
Methode Electronics, Inc. | 77 | 3,092 | ||||||
MicroStrategy, Inc., Class A* | 12 | 2,188 | ||||||
MKS Instruments, Inc. | 68 | 5,559 | ||||||
MoneyGram International, Inc.* | 216 | 3,763 | ||||||
Monolithic Power Systems, Inc. | 21 | 2,062 | ||||||
Monotype Imaging Holdings, Inc. | 65 | 1,271 | ||||||
MTS Systems Corp. | 63 | 3,267 | ||||||
Nanometrics, Inc.* | 176 | 4,893 | ||||||
NeoPhotonics Corp.* | 28 | 252 | ||||||
NETGEAR, Inc.* | 71 | 2,978 | ||||||
NeuStar, Inc., Class A* | 150 | 4,973 | ||||||
NIC, Inc. | 114 | 2,309 | ||||||
Novanta, Inc.* | 236 | 8,024 | ||||||
Numerex Corp., Class A* | 44 | 182 | ||||||
NVE Corp. | 60 | 4,736 | ||||||
OSI Systems, Inc.* | 12 | 950 | ||||||
Park Electrochemical Corp. | 111 | 1,876 | ||||||
Paycom Software, Inc.*(a) | 13 | 851 | ||||||
Paylocity Holding Corp.* | 9 | 422 | ||||||
PC Connection, Inc. | 28 | 730 | ||||||
PDF Solutions, Inc.* | 150 | 2,436 | ||||||
Pegasystems, Inc. | 24 | 1,403 | ||||||
Perficient, Inc.* | 114 | 1,969 | ||||||
Photronics, Inc.* | 225 | 2,261 | ||||||
Planet Payment, Inc.* | 421 | 1,452 | ||||||
Plantronics, Inc. | 74 | 3,916 | ||||||
Plexus Corp.* | 129 | 6,705 | ||||||
Power Integrations, Inc. | 57 | 3,816 | ||||||
Progress Software Corp. | 92 | 2,686 | ||||||
Proofpoint, Inc.*(a) | 3 | 258 | ||||||
Q2 Holdings, Inc.* | 9 | 356 | ||||||
QAD, Inc., Class A | 53 | 1,725 | ||||||
Qualys, Inc.* | 30 | 1,260 | ||||||
Quotient Technology, Inc.* | 22 | 242 | ||||||
Radisys Corp.* | 48 | 181 | ||||||
Rambus, Inc.* | 234 | 2,771 | ||||||
RealPage, Inc.* | 48 | 1,661 | ||||||
Reis, Inc. | 80 | 1,512 | ||||||
RingCentral, Inc., Class A* | 22 | 750 | ||||||
Rogers Corp.* | 53 | 5,629 | ||||||
Rudolph Technologies, Inc.* | 222 | 5,306 | ||||||
Sanmina Corp.* | 230 | 8,418 | ||||||
Sapiens International Corp. NV* | 224 | 2,780 | ||||||
ScanSource, Inc.* | 209 | 7,942 | ||||||
Semtech Corp.* | 74 | 2,827 | ||||||
ShoreTel, Inc.* | 66 | 383 | ||||||
Shutterstock, Inc.* | 19 | 885 | ||||||
Sigma Designs, Inc.* | 162 | 1,013 | ||||||
Silicom Ltd. | 54 | 2,752 | ||||||
Silicon Laboratories, Inc.* | 39 | 2,917 | ||||||
Silver Spring Networks, Inc.* | 96 | 977 | ||||||
Sonus Networks, Inc.* | 44 | 297 | ||||||
SPS Commerce, Inc.* | 15 | 872 | ||||||
Stamps.com, Inc.*(a) | 3 | 414 | ||||||
Super Micro Computer, Inc.*(a) | 107 | 2,632 | ||||||
Sykes Enterprises, Inc.* | 128 | 4,266 | ||||||
Synaptics, Inc.* | 12 | 667 | ||||||
Synchronoss Technologies, Inc.* | 16 | 204 | ||||||
SYNNEX Corp. | 21 | 2,336 | ||||||
Syntel, Inc. (a) | 31 | 542 | ||||||
Take-Two Interactive Software, Inc.* | 27 | 2,072 | ||||||
Tech Data Corp.* | 15 | 1,455 | ||||||
TechTarget, Inc.* | 107 | 974 | ||||||
Telenav, Inc.* | 63 | 513 | ||||||
TeleTech Holdings, Inc. | 66 | 2,808 | ||||||
TiVo Corp. | 41 | 730 | ||||||
Trade Desk, Inc., Class A* | 9 | 495 | ||||||
Travelport Worldwide Ltd. | 143 | 1,931 | ||||||
TTM Technologies, Inc.* | 315 | 5,116 | ||||||
Ubiquiti Networks, Inc.*(a) | 4 | 189 | ||||||
Unisys Corp.*(a) | 42 | 496 | ||||||
Universal Display Corp. (a) | 13 | 1,474 | ||||||
USA Technologies, Inc.* | 81 | 377 | ||||||
Varonis Systems, Inc.* | 13 | 473 | ||||||
VASCO Data Security International, Inc.* | 56 | 767 | ||||||
Veeco Instruments, Inc.* | 125 | 3,931 | ||||||
Verint Systems, Inc.* | 18 | 740 | ||||||
ViaSat, Inc.*(a) | 9 | 587 | ||||||
Viavi Solutions, Inc.* | 80 | 898 | ||||||
Vishay Intertechnology, Inc. (a) | 276 | 4,513 | ||||||
Vishay Precision Group, Inc.* | 176 | 3,045 | ||||||
Web.com Group, Inc.* | 45 | 1,024 | ||||||
WebMD Health Corp.* | 25 | 1,400 | ||||||
Xcerra Corp.* | 65 | 631 | ||||||
XO Group, Inc.* | 200 | 3,302 | ||||||
Xperi Corp. | 137 | 4,199 | ||||||
Zix Corp.* | 242 | 1,396 | ||||||
|
|
|||||||
434,305 | ||||||||
|
|
Materials - 4.4% | ||||||||
A Schulman, Inc. | 98 | 2,871 | ||||||
AK Steel Holding Corp.*(a) | 69 | 421 | ||||||
Allegheny Technologies, Inc.(a) | 78 | 1,204 | ||||||
American Vanguard Corp. | 263 | 4,432 | ||||||
Ampco-Pittsburgh Corp. | 200 | 3,140 | ||||||
Balchem Corp. | 30 | 2,362 | ||||||
Boise Cascade Co.* | 68 | 1,833 | ||||||
Calgon Carbon Corp. | 240 | 3,372 | ||||||
Carpenter Technology Corp. | 125 | 4,559 | ||||||
Century Aluminum Co.*(a) | 95 | 1,370 | ||||||
Chase Corp. | 100 | 10,550 | ||||||
Clearwater Paper Corp.* | 125 | 5,794 | ||||||
Codexis, Inc.* | 86 | 344 | ||||||
Commercial Metals Co. (a) | 212 | 3,837 | ||||||
Deltic Timber Corp. | 28 | 1,900 | ||||||
Ferro Corp.* | 153 | 2,564 | ||||||
Flotek Industries, Inc.*(a) | 48 | 474 | ||||||
Forterra, Inc.*(a) | 41 | 295 | ||||||
FutureFuel Corp. | 107 | 1,449 | ||||||
GCP Applied Technologies, Inc.* | 141 | 4,244 | ||||||
Gold Resource Corp. | 138 | 487 | ||||||
Greif, Inc., Class A | 45 | 2,675 | ||||||
Greif, Inc., Class B | 7 | 465 | ||||||
Handy & Harman Ltd.* | 25 | 714 | ||||||
Hawkins, Inc. | 28 | 1,317 | ||||||
Haynes International, Inc. | 93 | 3,329 | ||||||
HB Fuller Co. | 95 | 4,821 | ||||||
Hecla Mining Co. | 134 | 769 | ||||||
Ingevity Corp.* | 35 | 2,067 | ||||||
Innophos Holdings, Inc. | 263 | 11,122 | ||||||
Innospec, Inc. | 105 | 6,720 | ||||||
Kaiser Aluminum Corp. | 38 | 3,130 | ||||||
KapStone Paper and Packaging Corp. | 71 | 1,500 | ||||||
KMG Chemicals, Inc. | 146 | 8,166 | ||||||
Koppers Holdings, Inc.* | 333 | 12,005 | ||||||
Kraton Corp.* | 138 | 4,457 | ||||||
Kronos Worldwide, Inc. | 31 | 569 | ||||||
Louisiana-Pacific Corp.* | 44 | 980 | ||||||
Materion Corp. | 216 | 7,387 | ||||||
Minerals Technologies, Inc. | 65 | 4,677 | ||||||
Multi Packaging Solutions International Ltd.* | 39 | 702 | ||||||
Myers Industries, Inc. | 273 | 4,614 | ||||||
Neenah Paper, Inc. | 66 | 5,148 | ||||||
Olympic Steel, Inc. | 164 | 2,701 | ||||||
OMNOVA Solutions, Inc.* | 446 | 3,858 | ||||||
PH Glatfelter Co. | 314 | 5,756 | ||||||
PolyOne Corp. | 62 | 2,315 | ||||||
Quaker Chemical Corp. | 57 | 7,945 | ||||||
Rayonier Advanced Materials, Inc. (a) | 138 | 2,400 | ||||||
Real Industry, Inc.* | 31 | 87 | ||||||
Schnitzer Steel Industries, Inc., Class A | 92 | 1,776 | ||||||
Schweitzer-Mauduit International, Inc. | 63 | 2,349 | ||||||
Sensient Technologies Corp. | 31 | 2,489 | ||||||
Stepan Co. | 81 | 6,854 | ||||||
Summit Materials, Inc., Class A* | 21 | 564 | ||||||
SunCoke Energy, Inc.* | 240 | 2,098 | ||||||
Trecora Resources* | 59 | 631 | ||||||
Tredegar Corp. | 329 | 5,198 | ||||||
Trinseo SA | 19 | 1,225 | ||||||
Tronox Ltd., Class A | 77 | 1,170 | ||||||
UFP Technologies, Inc.* | 87 | 2,379 | ||||||
United States Lime & Minerals, Inc. | 24 | 1,882 | ||||||
US Concrete, Inc.*(a) | 25 | 1,652 | ||||||
Worthington Industries, Inc. | 47 | 1,973 | ||||||
|
|
|||||||
202,138 | ||||||||
|
|
|||||||
Real Estate - 7.2% | ||||||||
Acadia Realty Trust REIT | 65 | 1,765 | ||||||
Agree Realty Corp. REIT | 158 | 7,194 | ||||||
Alexander & Baldwin, Inc. | 74 | 2,961 | ||||||
Alexanders, Inc. REIT | 3 | 1,236 | ||||||
Altisource Portfolio Solutions SA*(a) | 15 | 309 | ||||||
American Assets Trust, Inc. REIT | 66 | 2,577 | ||||||
Armada Hoffler Properties, Inc. REIT | 572 | 7,556 | ||||||
Ashford Hospitality Prime, Inc. REIT | 63 | 606 | ||||||
Ashford Hospitality Trust, Inc. REIT | 1,021 | 6,289 | ||||||
Bluerock Residential Growth REIT, Inc. REIT | 173 | 2,111 | ||||||
CareTrust REIT, Inc. REIT | 261 | 4,763 | ||||||
CatchMark Timber Trust, Inc., Class A REIT | 150 | 1,698 | ||||||
CBL & Associates Properties, Inc. REIT (a) | 335 | 2,576 | ||||||
Cedar Realty Trust, Inc. REIT | 431 | 2,151 | ||||||
Chatham Lodging Trust REIT | 215 | 4,268 | ||||||
Chesapeake Lodging Trust REIT | 155 | 3,573 | ||||||
City Office REIT, Inc. REIT | 111 | 1,364 | ||||||
Colony Starwood Homes REIT | 30 | 1,037 | ||||||
Community Healthcare Trust, Inc. REIT | 72 | 1,778 | ||||||
Consolidated-Tomoka Land Co. | 28 | 1,506 |
CorEnergy Infrastructure Trust, Inc. REIT (a) | 186 | 6,543 | ||||||
CoreSite Realty Corp. REIT | 50 | 5,264 | ||||||
Cousins Properties, Inc. REIT | 351 | 3,005 | ||||||
DiamondRock Hospitality Co. REIT | 375 | 4,159 | ||||||
DuPont Fabros Technology, Inc. REIT (a) | 59 | 3,223 | ||||||
Easterly Government Properties, Inc. REIT | 140 | 2,780 | ||||||
EastGroup Properties, Inc. REIT (a) | 57 | 4,642 | ||||||
Education Realty Trust, Inc. REIT | 42 | 1,609 | ||||||
Farmland Partners, Inc. REIT | 83 | 808 | ||||||
FelCor Lodging Trust, Inc. REIT | 345 | 2,474 | ||||||
First Industrial Realty Trust, Inc. REIT | 104 | 3,004 | ||||||
First Potomac Realty Trust REIT | 111 | 1,214 | ||||||
Four Corners Property Trust, Inc. REIT | 186 | 4,579 | ||||||
Franklin Street Properties Corp. REIT | 464 | 5,220 | ||||||
FRP Holdings, Inc.* | 39 | 1,642 | ||||||
GEO Group, Inc. REIT | 201 | 6,018 | ||||||
Getty Realty Corp. REIT | 281 | 7,067 | ||||||
Gladstone Commercial Corp. REIT | 264 | 5,375 | ||||||
Global Medical REIT, Inc. REIT (a) | 98 | 910 | ||||||
Global Net Lease, Inc. REIT | 78 | 1,758 | ||||||
Government Properties Income Trust REIT | 19 | 410 | ||||||
Gramercy Property Trust REIT (a) | 27 | 798 | ||||||
Healthcare Realty Trust, Inc. REIT | 59 | 1,962 | ||||||
Hersha Hospitality Trust REIT | 183 | 3,406 | ||||||
HFF, Inc., Class A | 120 | 3,743 | ||||||
Hudson Pacific Properties, Inc. REIT | 25 | 819 | ||||||
Independence Realty Trust, Inc. REIT (a) | 529 | 5,084 | ||||||
InfraREIT, Inc. REIT | 113 | 2,180 | ||||||
Investors Real Estate Trust REIT | 490 | 2,866 | ||||||
iStar, Inc. REIT* | 98 | 1,187 | ||||||
Kennedy-Wilson Holdings, Inc. | 62 | 1,215 | ||||||
Kite Realty Group Trust REIT | 84 | 1,509 | ||||||
LaSalle Hotel Properties REIT | 108 | 3,073 | ||||||
Lexington Realty Trust REIT | 547 | 5,257 | ||||||
LTC Properties, Inc. REIT | 98 | 4,724 | ||||||
Mack-Cali Realty Corp. REIT | 51 | 1,357 | ||||||
Marcus & Millichap, Inc.* | 36 | 870 | ||||||
MedEquities Realty Trust, Inc. REIT | 134 | 1,565 | ||||||
Medical Properties Trust, Inc. REIT | 149 | 1,930 | ||||||
Monmouth Real Estate Investment Corp. REIT | 448 | 6,541 | ||||||
Monogram Residential Trust, Inc. REIT | 332 | 3,197 | ||||||
National Health Investors, Inc. REIT | 57 | 4,305 | ||||||
National Storage Affiliates Trust REIT | 186 | 4,511 | ||||||
New Senior Investment Group, Inc. REIT | 107 | 1,021 | ||||||
NexPoint Residential Trust, Inc. REIT | 149 | 3,600 | ||||||
One Liberty Properties, Inc. REIT | 161 | 3,590 | ||||||
Parkway, Inc. REIT | 89 | 1,775 | ||||||
Pebblebrook Hotel Trust REIT (a) | 113 | 3,494 | ||||||
Pennsylvania Real Estate Investment Trust REIT (a) | 41 | 439 | ||||||
Physicians Realty Trust REIT | 113 | 2,298 | ||||||
Potlatch Corp. REIT | 164 | 7,503 | ||||||
Preferred Apartment Communities, Inc., Class A REIT | 137 | 2,100 | ||||||
PS Business Parks, Inc. REIT | 28 | 3,536 | ||||||
QTS Realty Trust, Inc., Class A REIT | 45 | 2,350 | ||||||
RAIT Financial Trust REIT | 1,684 | 3,755 | ||||||
Ramco-Gershenson Properties Trust REIT | 270 | 3,399 | ||||||
RE/MAX Holdings, Inc., Class A | 149 | 7,919 | ||||||
Retail Opportunity Investments Corp. REIT | 126 | 2,490 | ||||||
Rexford Industrial Realty, Inc. REIT | 188 | 5,123 | ||||||
RLJ Lodging Trust REIT | 156 | 3,175 | ||||||
RMR Group, Inc., Class A | 89 | 4,370 | ||||||
Ryman Hospitality Properties, Inc. REIT | 45 | 2,898 | ||||||
Sabra Health Care REIT, Inc. REIT | 233 | 5,459 | ||||||
Saul Centers, Inc. REIT | 42 | 2,407 | ||||||
Select Income REIT | 171 | 4,080 | ||||||
Seritage Growth Properties, Class A REIT (a) | 31 | 1,217 | ||||||
St Joe Co.* | 54 | 953 | ||||||
STAG Industrial, Inc. REIT | 120 | 3,238 | ||||||
Stratus Properties, Inc. | 99 | 2,727 | ||||||
Summit Hotel Properties, Inc. REIT | 799 | 14,302 |
Sunstone Hotel Investors, Inc. REIT | 321 | 5,011 | ||||||
Tejon Ranch Co.* | 93 | 1,862 | ||||||
Terreno Realty Corp. REIT | 134 | 4,379 | ||||||
Tier REIT, Inc. REIT | 25 | 404 | ||||||
UMH Properties, Inc. REIT | 260 | 4,342 | ||||||
Universal Health Realty Income Trust REIT | 84 | 6,026 | ||||||
Urban Edge Properties REIT | 87 | 2,074 | ||||||
Urstadt Biddle Properties, Inc., Class A REIT | 284 | 5,316 | ||||||
Washington Prime Group, Inc. REIT | 204 | 1,557 | ||||||
Washington Real Estate Investment Trust REIT | 128 | 4,136 | ||||||
Whitestone REIT (a) | 269 | 3,102 | ||||||
Xenia Hotels & Resorts, Inc. REIT | 308 | 5,513 | ||||||
|
|
|||||||
334,061 | ||||||||
|
|
|||||||
Telecommunication Services - 1.3% | ||||||||
ATN International, Inc. | 27 | 1,767 | ||||||
Boingo Wireless, Inc.* | 264 | 4,242 | ||||||
Cincinnati Bell, Inc.* | 327 | 5,559 | ||||||
Cogent Communications Holdings, Inc. | 44 | 1,734 | ||||||
Consolidated Communications Holdings, Inc. (a) | 246 | 4,900 | ||||||
FairPoint Communications, Inc.* | 77 | 1,109 | ||||||
General Communication, Inc., Class A* | 168 | 6,214 | ||||||
Hawaiian Telcom Holdco, Inc.* | 51 | 1,281 | ||||||
IDT Corp., Class B | 599 | 10,159 | ||||||
Iridium Communications, Inc.*(a) | 315 | 3,119 | ||||||
Lumos Networks Corp.* | 156 | 2,796 | ||||||
ORBCOMM, Inc.* | 243 | 2,381 | ||||||
Shenandoah Telecommunications Co. | 146 | 4,475 | ||||||
Spok Holdings, Inc. | 350 | 6,090 | ||||||
Vonage Holdings Corp.* | 276 | 1,907 | ||||||
Windstream Holdings, Inc. (a) | 1,061 | 4,509 | ||||||
|
|
|||||||
62,242 | ||||||||
|
|
|||||||
Utilities - 2.8% | ||||||||
ALLETE, Inc. | 57 | 4,183 | ||||||
American States Water Co. | 63 | 2,885 | ||||||
AquaVenture Holdings, Ltd* | 12 | 203 | ||||||
Artesian Resources Corp., Class A | 86 | 3,021 | ||||||
Atlantic Power Corp.* | 979 | 2,301 | ||||||
Atlantica Yield plc | 30 | 627 | ||||||
Avista Corp. | 90 | 3,856 | ||||||
Black Hills Corp. (a) | 50 | 3,477 | ||||||
California Water Service Group (a) | 185 | 6,410 | ||||||
Chesapeake Utilities Corp. | 62 | 4,603 | ||||||
Connecticut Water Service, Inc. | 99 | 5,253 | ||||||
Consolidated Water Co. Ltd. | 111 | 1,315 | ||||||
Delta Natural Gas Co., Inc. | 74 | 2,221 | ||||||
Dynegy, Inc.* | 19 | 157 | ||||||
El Paso Electric Co. | 96 | 5,184 | ||||||
Global Water Resources, Inc. | 57 | 540 | ||||||
IDACORP, Inc. | 24 | 2,095 | ||||||
MGE Energy, Inc. | 89 | 5,794 | ||||||
Middlesex Water Co. | 177 | 6,252 | ||||||
New Jersey Resources Corp. | 28 | 1,173 | ||||||
Northwest Natural Gas Co. | 78 | 4,777 | ||||||
NorthWestern Corp. | 42 | 2,602 | ||||||
NRG Yield, Inc., Class A | 317 | 5,452 | ||||||
NRG Yield, Inc., Class C | 114 | 2,018 | ||||||
ONE Gas, Inc. | 51 | 3,603 | ||||||
Ormat Technologies, Inc. | 51 | 3,036 | ||||||
Otter Tail Corp. | 140 | 5,593 | ||||||
Pattern Energy Group, Inc. | 12 | 271 | ||||||
PNM Resources, Inc. | 95 | 3,658 | ||||||
Portland General Electric Co. | 53 | 2,509 | ||||||
SJW Group | 119 | 5,717 | ||||||
South Jersey Industries, Inc. | 116 | 4,224 | ||||||
Southwest Gas Holdings, Inc. | 68 | 5,411 | ||||||
Spark Energy, Inc., Class A (a) | 44 | 1,929 | ||||||
Spire, Inc. | 30 | 2,126 | ||||||
Unitil Corp. | 191 | 9,088 | ||||||
WGL Holdings, Inc. | 16 | 1,324 | ||||||
York Water Co. | 122 | 4,038 | ||||||
|
|
|||||||
128,926 | ||||||||
|
|
|||||||
TOTAL COMMON STOCKS (Cost $4,127,550) |
4,553,726 | |||||||
|
|
|||||||
EXCHANGE-TRADED FUNDS - 1.3% | ||||||||
iShares Core S&P Small-Cap ETF | 140 | 9,566 | ||||||
iShares Russell 2000 ETF (a) | 70 | 9,542 | ||||||
Vanguard Mid-Cap ETF | 65 | 9,240 | ||||||
Vanguard Russell 1000 Value | 100 | 10,015 | ||||||
Vanguard Small-Cap ETF | 75 | 9,970 | ||||||
Vanguard Small-Cap Value ETF | 90 | 10,835 | ||||||
|
|
|||||||
TOTAL EXCHANGE-TRADED FUNDS (Cost $59,253) |
59,168 | |||||||
|
|
SECURITIES LENDING COLLATERAL - 8.0% | ||||||||
Deutsche Government & Agency Securities Portfolio Deutsche Government Cash Institutional Shares, 0.74% (b)(c) (Cost $372,807) |
372,807 | $ | 372,807 | |||||
|
|
|||||||
TOTAL INVESTMENTS - 107.6% (Cost $4,559,610) |
$ | 4,985,701 | ||||||
Other assets and liabilities, net - (7.6%) | (352,005 | ) | ||||||
|
|
|||||||
NET ASSETS - 100.0% | $ | 4,633,696 | ||||||
|
|
For information on the Funds policies regarding the valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual or annual financial statements.
* | Non-income producing security. |
| The cost for federal income tax purposes was $4,559,914. At May 31, 2017, net unrealized appreciation for all securities based on tax cost was $425,787. This consisted of aggregate gross unrealized appreciation for all securities in which there was an excess of value over tax cost of $585,584 and aggregate gross unrealized depreciation for all securities in which there was an excess of tax cost over value of $159,797. |
(a) | All or a portion of these securities were on loan. In addition, Other assets and liabilities, net may include pending sales that are also on loan. The value of securities loaned at May 31, 2017 amounted to $362,212, which is 7.8% of net assets. |
(b) | Affiliated fund managed by Deutsche Investment Management Americas Inc. The rate shown is the annualized seven-day yield at period end. |
(c) | Represents collateral held in connection with securities lending. Income earned by the Fund is net of borrower rebates. |
REIT: | Real Estate Investment Trust |
Fair Value Measurements
Various inputs are used in determining the value of the Funds investments. These inputs are summarized in three broad levels. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds and credit risk). Level 3 includes significant unobservable inputs (including the Funds own assumptions in determining the fair value of investments). The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities.
The following is a summary of the inputs used as of May 31, 2017 in valuing the Funds investments.
Assets |
Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Common Stocks(d) | $ | 4,553,726 | $ | | $ | | $ | 4,553,726 | ||||||||
Exchange-Traded Funds | 59,168 | | | 59,168 | ||||||||||||
Short-Term Investments | 372,807 | | | 372,807 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
TOTAL | $ | 4,985,701 | $ | | $ | | $ | 4,985,701 | ||||||||
|
|
|
|
|
|
|
|
(d) | See Schedule of Investments for additional detailed categorizations. |
There have been no transfers between fair value measurement levels during the period ended May 31, 2017.
DBX ETF Trust
SCHEDULE OF INVESTMENTS
Deutsche X-trackers Barclays International Corporate Bond Hedged ETF
May 31, 2017 (Unaudited)
Principal Amount |
Value | |||||||||||
CORPORATE BONDS - 97.4% | ||||||||||||
Australia - 3.9% | ||||||||||||
BHP Billiton Finance Ltd. | ||||||||||||
Series MTN, 3.00%, 3/30/20 | AUD | $ | 50,000 | $ | 37,652 | |||||||
QPH Finance Co. Pty Ltd. | ||||||||||||
Series MTN, 5.75%, 7/29/20 | AUD | 50,000 | 40,231 | |||||||||
Wesfarmers Ltd. | ||||||||||||
Series EMTN, 1.25%, 10/07/21 | EUR | 100,000 | 117,452 | |||||||||
|
|
|||||||||||
195,335 | ||||||||||||
|
|
|||||||||||
Austria - 1.3% | ||||||||||||
OMV AG | ||||||||||||
6.25%, 12/29/49 | EUR | 50,000 | 65,688 | |||||||||
|
|
|||||||||||
Belgium - 2.3% | ||||||||||||
Anheuser-Busch InBev SA/NV | ||||||||||||
Series EMTN, 0.625%, 3/17/20 | EUR | 100,000 | 114,324 | |||||||||
|
|
|||||||||||
Canada - 8.2% | ||||||||||||
CU, Inc. | ||||||||||||
4.543%, 10/24/41 | CAD | 20,000 | 17,393 | |||||||||
Granite REIT Holdings LP | ||||||||||||
Series 3, 3.873%, 11/30/23 | CAD | 60,000 | 46,271 | |||||||||
Inter Pipeline Ltd. | ||||||||||||
Series MTN, 3.173%, 3/24/25 | CAD | 100,000 | 76,920 | |||||||||
Metro, Inc. | ||||||||||||
Series MTN, 3.20%, 12/01/21 | CAD | 150,000 | 117,164 | |||||||||
Royal Bank of Canada | ||||||||||||
Series DPNT, 2.77%, 12/11/18 | CAD | 50,000 | 37,868 | |||||||||
Suncor Energy, Inc. | ||||||||||||
Series MTN, 3.10%, 11/26/21 | CAD | 50,000 | 39,014 | |||||||||
Toronto-Dominion Bank | ||||||||||||
Series DPNT, 3.226%, 7/24/24 | CAD | 100,000 | 79,691 | |||||||||
|
|
|||||||||||
414,321 | ||||||||||||
|
|
|||||||||||
France - 12.3% | ||||||||||||
Bouygues SA | ||||||||||||
3.641%, 10/29/19 | EUR | 50,000 | 61,026 | |||||||||
BPCE SA | ||||||||||||
Series EMTN, 0.75%, 1/22/20 | EUR | 100,000 | 114,524 | |||||||||
Carrefour SA | ||||||||||||
Series EMTN, 1.75%, 5/22/19 | EUR | 100,000 | 116,271 | |||||||||
Orange SA | ||||||||||||
Series EMTN, 3.125%, 1/09/24 | EUR | 100,000 | 130,100 | |||||||||
Suez | ||||||||||||
Series EMTN, 5.50%, 7/22/24 | EUR | 50,000 | 75,156 | |||||||||
Total Capital International SA | ||||||||||||
Series EMTN, 2.125%, 3/15/23 | EUR | 100,000 | 123,769 | |||||||||
|
|
|||||||||||
620,846 | ||||||||||||
|
|
|||||||||||
Germany - 4.1% | ||||||||||||
Commerzbank AG | ||||||||||||
Series EMTN, 0.625%, 3/14/19 | EUR | 150,000 | 170,464 | |||||||||
Daimler AG | ||||||||||||
Series EMTN, 1.375%, 5/11/28 | EUR | 30,000 | 34,200 | |||||||||
|
|
|||||||||||
204,664 | ||||||||||||
|
|
|||||||||||
Ireland - 3.0% | ||||||||||||
GE Capital UK Funding Unlimited Co. | ||||||||||||
Series EMTN, 4.125%, 9/13/23 | GBP | 100,000 | 150,929 | |||||||||
|
|
|||||||||||
Italy - 5.1% | ||||||||||||
Assicurazioni Generali SpA | ||||||||||||
Series EMTN, 5.125%, 9/16/24 | EUR | 50,000 | 72,193 | |||||||||
Enel SpA | ||||||||||||
Series EMTN, 4.75%, 6/12/18 | EUR | 50,000 | 58,974 | |||||||||
UniCredit SpA | ||||||||||||
Series EMTN, 3.25%, 1/14/21 | EUR | 100,000 | 123,250 | |||||||||
|
|
|||||||||||
254,417 | ||||||||||||
|
|
Japan - 3.6% | ||||||||||||
Aozora Bank Ltd. | ||||||||||||
Series 615, 0.24%, 1/27/21 | JPY | 10,000,000 | 90,611 | |||||||||
Shinkin Central Bank | ||||||||||||
Series 323, 0.03%, 10/27/21 | JPY | 10,000,000 | 90,210 | |||||||||
|
|
|||||||||||
180,821 | ||||||||||||
|
|
|||||||||||
Luxembourg - 1.8% | ||||||||||||
Ciba Specialty Chemicals Finance Luxembourg SA | ||||||||||||
4.875%, 6/20/18 | EUR | 50,000 | 59,133 | |||||||||
HeidelbergCement Finance Luxembourg SA | ||||||||||||
8.50%, 10/31/19 | EUR | 25,000 | 33,781 | |||||||||
|
|
|||||||||||
92,914 | ||||||||||||
|
|
|||||||||||
Netherlands - 17.7% | ||||||||||||
Allianz Finance II BV | ||||||||||||
Series 61, 3.00%, 3/13/28 | EUR | 100,000 | 134,357 | |||||||||
BMW Finance NV | ||||||||||||
Series EMTN, 0.75%, 4/15/24 | EUR | 75,000 | 85,228 | |||||||||
Cooperatieve Rabobank UA | ||||||||||||
Series EMTN, 4.75%, 6/06/22 | EUR | 100,000 | 137,539 | |||||||||
Deutsche Telekom International Finance BV | ||||||||||||
Series EMTN, 1.375%, 1/30/27 | EUR | 50,000 | 56,925 | |||||||||
Gas Natural Fenosa Finance BV | ||||||||||||
Series EMTN, 3.875%, 4/11/22 | EUR | 100,000 | 131,159 | |||||||||
innogy Finance BV | ||||||||||||
Series EMTN, 4.75%, 1/31/34 | GBP | 100,000 | 161,350 | |||||||||
Linde Finance BV | ||||||||||||
Series EMTN, 1.75%, 6/11/19 | EUR | 25,000 | 29,169 | |||||||||
Shell International Finance BV | ||||||||||||
Series EMTN, 0.875%, 8/21/28 | CHF | 25,000 | 27,264 | |||||||||
Siemens Financieringsmaatschappij NV | ||||||||||||
Series EMTN, 2.875%, 3/10/28 | EUR | 50,000 | 67,742 | |||||||||
Volkswagen International Finance NV | ||||||||||||
4.625%, 3/29/49 | EUR | 50,000 | 61,072 | |||||||||
|
|
|||||||||||
891,805 | ||||||||||||
|
|
|||||||||||
Spain - 3.5% | ||||||||||||
Santander Issuances SAU | ||||||||||||
Series EMTN, 2.50%, 3/18/25 | EUR | 100,000 | 114,466 | |||||||||
Telefonica Emisiones SAU | ||||||||||||
Series EMTN, 4.693%, 11/11/19 | EUR | 50,000 | 62,572 | |||||||||
|
|
|||||||||||
177,038 | ||||||||||||
|
|
|||||||||||
Switzerland - 1.1% | ||||||||||||
Credit Suisse AG | ||||||||||||
0.75%, 7/11/19 | CHF | 50,000 | 52,695 | |||||||||
|
|
|||||||||||
United Kingdom - 12.2% | ||||||||||||
Barclays Bank PLC | ||||||||||||
Series EMTN, 6.625%, 3/30/22 | EUR | 50,000 | 70,779 | |||||||||
Credit Agricole SA | ||||||||||||
Series EMTN, 3.125%, 2/05/26 | EUR | 100,000 | 132,426 | |||||||||
Daily Mail & General Trust PLC | ||||||||||||
6.375%, 6/21/27 | GBP | 50,000 | 78,193 | |||||||||
HSBC Bank PLC | ||||||||||||
Series EMTN, 4.75%, 3/24/46 | GBP | 50,000 | 82,428 | |||||||||
Lloyds Bank PLC | ||||||||||||
Series EMTN, 1.00%, 11/19/21 | EUR | 100,000 | 115,927 | |||||||||
Prudential PLC | ||||||||||||
6.875%, 1/20/23 | GBP | 50,000 | 83,318 | |||||||||
Vodafone Group PLC | ||||||||||||
Series EMTN, 5.90%, 11/26/32 | GBP | 30,000 | 51,443 | |||||||||
|
|
|||||||||||
614,514 | ||||||||||||
|
|
|||||||||||
United States - 17.3% | ||||||||||||
Apple, Inc. | ||||||||||||
Series EMTN, 1.00%, 11/10/22 | EUR | 100,000 | 116,454 | |||||||||
AT&T, Inc. | ||||||||||||
2.75%, 5/19/23 | EUR | 100,000 | 123,208 |
Bank of America Corp. | ||||||||||||
Series EMTN, 4.625%, 9/14/18 | EUR | 50,000 | 59,502 | |||||||||
Series EMTN, 6.125%, 9/15/21 | GBP | 50,000 | 77,284 | |||||||||
Bristol-Myers Squibb Co. | ||||||||||||
1.75%, 5/15/35 | EUR | 100,000 | 111,515 | |||||||||
FedEx Corp. | ||||||||||||
1.625%, 1/11/27 | EUR | 50,000 | 56,924 | |||||||||
Kraft Heinz Foods Co. | ||||||||||||
2.25%, 5/25/28 | EUR | 100,000 | 113,849 | |||||||||
Prologis LP | ||||||||||||
1.375%, 10/07/20 | EUR | 100,000 | 116,371 | |||||||||
Wal-Mart Stores, Inc. | ||||||||||||
5.75%, 12/19/30 | GBP | 50,000 | 92,252 | |||||||||
|
|
|||||||||||
867,359 | ||||||||||||
|
|
|||||||||||
TOTAL CORPORATE BONDS (Cost $4,766,412) |
4,897,670 | |||||||||||
|
|
|||||||||||
SOVEREIGN BOND - 0.4% | ||||||||||||
Japan - 0.4% | ||||||||||||
Japan Government Ten Year Bond | ||||||||||||
Series 345, 0.10%, 12/20/26 | JPY | 2,000,000 | 18,172 | |||||||||
|
|
|||||||||||
TOTAL SOVEREIGN BOND (Cost $17,884) |
18,172 | |||||||||||
|
|
|||||||||||
TOTAL INVESTMENTS - 97.8% (Cost $4,784,296) |
$ | 4,915,842 | ||||||||||
Other assets and liabilities, net - 2.2% | 112,859 | |||||||||||
|
|
|||||||||||
NET ASSETS - 100.0% | $ | 5,028,701 | ||||||||||
|
|
For information on the Funds policies regarding the valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual financial statements.
| The cost for federal income tax purposes was $4,784,296. At May 31, 2017, net unrealized appreciation for all securities based on tax cost was $131,546. This consisted of aggregate gross unrealized appreciation for all securities in which there was an excess of value over tax cost of $156,778 and aggregate gross unrealized depreciation for all securities in which there was an excess of tax cost over value of $25,232. |
DPNT: | Deposit Note |
EMTN: | Euro Medium Term Note |
MTN: | Medium Term Note |
REIT: | Real Estate Investment Trust |
At May 31, 2017, Deutsche X-trackers Barclays International Corporate Bond Hedged ETF had the following sector diversification:
Sector Diversification |
Market Value ($) | As a % of Total Investments |
||||||
Financial | 2,153,103 | 43.8 | % | |||||
Consumer, Non-cyclical | 690,575 | 14.1 | ||||||
Communications | 502,441 | 10.3 | ||||||
Utilities | 444,032 | 9.0 | ||||||
Energy | 332,655 | 6.7 | ||||||
Consumer, Cyclical | 272,752 | 5.5 | ||||||
Industrial | 259,704 | 5.2 | ||||||
Basic Materials | 125,954 | 2.6 | ||||||
Technology | 116,454 | 2.4 | ||||||
Government | 18,172 | 0.4 | ||||||
|
|
|
|
|||||
Total | 4,915,842 | 100.0 | % | |||||
|
|
|
|
As of May 31, 2017, the Fund had the following forward foreign currency exchange contracts outstanding:
Counterparty |
Settlement Date |
Currency To Deliver |
Currency To Receive |
Unrealized Appreciation (Depreciation)(b) |
||||||||||||||
The Bank of Nova Scotia | 6/5/2017 | AUD | 104,000 | USD | 77,728 | $ | 456 | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | AUD | 2,300 | USD | 1,719 | 10 | ||||||||||||
The Bank of Nova Scotia | 6/5/2017 | CAD | 3,700 | USD | 2,707 | (32 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | CAD | 536,000 | USD | 392,180 | (4,647 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | EUR | 3,103,500 | USD | 3,384,584 | (102,718 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | GBP | 1,600 | USD | 2,072 | 10 | ||||||||||||
The Bank of Nova Scotia | 6/5/2017 | GBP | 677,000 | USD | 876,593 | 4,170 | ||||||||||||
The Bank of Nova Scotia | 6/5/2017 | JPY | 22,020,000 | USD | 197,723 | (1,150 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 79,135 | AUD | 106,300 | (155 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 399,571 | CAD | 539,700 | (4 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 56,713 | EUR | 52,000 | 1,718 | ||||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 3,431,412 | EUR | 3,051,500 | (2,541 | ) |
Counterparty |
Settlement Date | Currency To Deliver |
Currency To Receive |
Unrealized Appreciation (Depreciation)(b) |
||||||||||||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 876,039 | GBP | 678,600 | $ | (1,554 | ) | ||||||||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 199,123 | JPY | 22,020,000 | (250 | ) | |||||||||||||||||
The Bank of Nova Scotia | 6/6/2017 | CHF | 77,600 | USD | 78,104 | (2,049 | ) | |||||||||||||||||
The Bank of Nova Scotia | 6/6/2017 | USD | 80,203 | CHF | 77,600 | (50 | ) | |||||||||||||||||
The Bank of Nova Scotia | 7/5/2017 | AUD | 106,300 | USD | 79,097 | 155 | ||||||||||||||||||
The Bank of Nova Scotia | 7/5/2017 | CAD | 23,420 | USD | 17,349 | 0 | ||||||||||||||||||
The Bank of Nova Scotia | 7/5/2017 | CAD | 539,700 | USD | 399,787 | (11 | ) | |||||||||||||||||
The Bank of Nova Scotia | 7/5/2017 | CHF | 77,600 | USD | 80,360 | 52 | ||||||||||||||||||
The Bank of Nova Scotia | 7/5/2017 | EUR | 3,051,500 | USD | 3,437,011 | 2,499 | ||||||||||||||||||
The Bank of Nova Scotia | 7/5/2017 | GBP | 678,600 | USD | 876,894 | 1,544 | ||||||||||||||||||
The Bank of Nova Scotia | 7/5/2017 | JPY | 22,020,000 | USD | 199,399 | 249 | ||||||||||||||||||
The Bank of Nova Scotia | 7/5/2017 | USD | 32,703 | EUR | 29,030 | (30 | ) | |||||||||||||||||
The Bank of Nova Scotia | 7/5/2017 | USD | 81,123 | GBP | 62,771 | (152 | ) | |||||||||||||||||
|
|
|||||||||||||||||||||||
Total net unrealized depreciation | $ | (104,480 | ) | |||||||||||||||||||||
|
|
(b) | The amount represents the unrealized appreciation (depreciation) of the Funds derivative instruments subject to foreign exchange contracts risk exposure as of May 31, 2017. |
Currency Abbreviations
AUD | Australian Dollar |
CAD | Canadian Dollar |
CHF | Swiss Franc |
EUR | Euro |
GBP | Pound Sterling |
JPY | Japanese Yen |
USD | U.S. Dollar |
Fair Value Measurements
Various inputs are used in determining the value of the Funds investments. These inputs are summarized in three broad levels. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds and credit risk). Level 3 includes significant unobservable inputs (including the Funds own assumptions in determining the fair value of investments). The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities.
The following is a summary of the inputs used as of May 31, 2017 in valuing the Funds investments.
Assets |
Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Corporate Bonds (c) | $ | | $ | 4,897,670 | $ | | $ | 4,897,670 | ||||||||
Sovereign Bond | | 18,172 | | 18,172 | ||||||||||||
Derivatives (d) | ||||||||||||||||
Forward Foreign Currency Exchange Contracts |
| 10,863 | | 10,863 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
TOTAL | $ | | $ | 4,926,705 | $ | | $ | 4,926,705 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Liabilities |
Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Derivatives (d) | ||||||||||||||||
Forward Foreign Currency Exchange Contracts |
$ | | $ | (115,343 | ) | $ | | $ | (115,343 | ) | ||||||
|
|
|
|
|
|
|
|
|||||||||
TOTAL | $ | | $ | (115,343 | ) | $ | | $ | (115,343 | ) | ||||||
|
|
|
|
|
|
|
|
(c) | See Schedule of Investments for additional detailed categorizations. |
(d) | Derivatives include unrealized appreciation (depreciation) on forward foreign currency exchange contracts. |
There have been no transfers between fair value measurement levels during the period ended May 31, 2017.
DBX ETF Trust
SCHEDULE OF INVESTMENTS
Deutsche X-trackers Barclays International Treasury Bond Hedged ETF
May 31, 2017 (Unaudited)
Principal Amount |
Value | |||||||||||
SOVEREIGN BONDS - 99.1% | ||||||||||||
Australia - 4.7% | ||||||||||||
Australia Government Bond | ||||||||||||
4.50%, 4/15/20 | AUD | $ | 125,000 | $ | 100,323 | |||||||
3.25%, 4/21/25 | AUD | 75,000 | 59,722 | |||||||||
4.50%, 4/21/33 | AUD | 75,000 | 68,043 | |||||||||
|
|
|||||||||||
228,088 | ||||||||||||
|
|
|||||||||||
Austria - 3.2% | ||||||||||||
Republic of Austria Government Bond | ||||||||||||
3.90%, 7/15/20, 144A | EUR | 50,000 | 63,985 | |||||||||
1.65%, 10/21/24, 144A | EUR | 20,000 | 24,953 | |||||||||
2.40%, 5/23/34, 144A | EUR | 50,000 | 68,003 | |||||||||
|
|
|||||||||||
156,941 | ||||||||||||
|
|
|||||||||||
Belgium - 3.9% | ||||||||||||
Kingdom of Belgium Government Bond | ||||||||||||
0.80%, 6/22/25, 144A | EUR | 25,000 | 29,193 | |||||||||
1.00%, 6/22/26, 144A | EUR | 75,000 | 88,220 | |||||||||
1.00%, 6/22/31, 144A | EUR | 25,000 | 28,029 | |||||||||
4.25%, 3/28/41, 144A | EUR | 25,000 | 44,014 | |||||||||
|
|
|||||||||||
189,456 | ||||||||||||
|
|
|||||||||||
Canada - 4.1% | ||||||||||||
Canadian Government Bond | ||||||||||||
0.50%, 2/01/19 | CAD | 125,000 | 92,284 | |||||||||
8.00%, 6/01/27 | CAD | 50,000 | 59,768 | |||||||||
3.50%, 12/01/45 | CAD | 50,000 | 48,275 | |||||||||
|
|
|||||||||||
200,327 | ||||||||||||
|
|
|||||||||||
Czech Republic - 1.0% | ||||||||||||
Czech Republic Government Bond | ||||||||||||
3.85%, 9/29/21 | CZK | 1,000,000 | 50,255 | |||||||||
|
|
|||||||||||
Denmark - 1.7% | ||||||||||||
Denmark Government Bond | ||||||||||||
1.50%, 11/15/23 | DKK | 400,000 | 66,346 | |||||||||
0.50%, 11/15/27 | DKK | 100,000 | 14,991 | |||||||||
|
|
|||||||||||
81,337 | ||||||||||||
|
|
|||||||||||
Finland - 1.2% | ||||||||||||
Finland Government Bond | ||||||||||||
1.625%, 9/15/22, 144A | EUR | 25,000 | 30,844 | |||||||||
0.75%, 4/15/31, 144A | EUR | 25,000 | 27,845 | |||||||||
|
|
|||||||||||
58,689 | ||||||||||||
|
|
|||||||||||
France - 6.9% | ||||||||||||
French Republic Government Bond OAT | ||||||||||||
3.75%, 4/25/21 | EUR | 100,000 | 130,790 | |||||||||
2.25%, 5/25/24 | EUR | 125,000 | 161,150 | |||||||||
3.25%, 5/25/45 | EUR | 30,000 | 45,225 | |||||||||
|
|
|||||||||||
337,165 | ||||||||||||
|
|
|||||||||||
Germany - 4.5% | ||||||||||||
Bundesrepublik Deutschland | ||||||||||||
3.75%, 1/04/19 | EUR | 25,000 | 30,112 | |||||||||
2.00%, 1/04/22 | EUR | 25,000 | 31,353 | |||||||||
1.75%, 2/15/24 | EUR | 75,000 | 95,228 | |||||||||
0.25%, 2/15/27 | EUR | 20,000 | 22,384 | |||||||||
3.25%, 7/04/42 | EUR | 25,000 | 41,736 | |||||||||
|
|
|||||||||||
220,813 | ||||||||||||
|
|
|||||||||||
Ireland - 1.6% | ||||||||||||
Ireland Government Bond | ||||||||||||
5.40%, 3/13/25 | EUR | 50,000 | 77,105 | |||||||||
|
|
|||||||||||
Israel - 0.9% | ||||||||||||
Israel Government Bond - Fixed | ||||||||||||
5.50%, 1/31/22 | ILS | 125,000 | 43,427 | |||||||||
|
|
Italy - 6.6% | ||||||||||||
Italy Buoni Poliennali Del Tesoro | ||||||||||||
4.50%, 8/01/18 | EUR | 40,000 | 47,415 | |||||||||
3.50%, 12/01/18 | EUR | 50,000 | 59,218 | |||||||||
4.50%, 2/01/20 | EUR | 25,000 | 31,306 | |||||||||
0.95%, 3/15/23 | EUR | 30,000 | 33,351 | |||||||||
7.25%, 11/01/26 | EUR | 50,000 | 81,485 | |||||||||
4.75%, 9/01/44, 144A | EUR | 50,000 | 70,773 | |||||||||
|
|
|||||||||||
323,548 | ||||||||||||
|
|
|||||||||||
Japan - 23.4% | ||||||||||||
Japan Government Forty Year Bond | ||||||||||||
1.40%, 3/20/55 | JPY | 5,000,000 | 52,008 | |||||||||
Japan Government Ten Year Bond | ||||||||||||
1.50%, 9/20/18 | JPY | 5,000,000 | 46,127 | |||||||||
1.50%, 6/20/19 | JPY | 10,000,000 | 93,362 | |||||||||
1.20%, 12/20/20 | JPY | 25,000,000 | 236,486 | |||||||||
0.90%, 6/20/22 | JPY | 5,000,000 | 47,446 | |||||||||
Japan Government Thirty Year Bond | ||||||||||||
2.50%, 3/20/38 | JPY | 10,000,000 | 123,685 | |||||||||
2.00%, 9/20/41 | JPY | 4,000,000 | 46,626 | |||||||||
Japan Government Twenty Year Bond | ||||||||||||
2.10%, 9/20/25 | JPY | 30,000,000 | 318,323 | |||||||||
1.70%, 9/20/32 | JPY | 12,000,000 | 130,682 | |||||||||
1.70%, 6/20/33 | JPY | 5,000,000 | 54,609 | |||||||||
|
|
|||||||||||
1,149,354 | ||||||||||||
|
|
|||||||||||
Malaysia - 1.3% | ||||||||||||
Malaysia Government Bond | ||||||||||||
5.248%, 9/15/28 | MYR | 250,000 | 64,272 | |||||||||
|
|
|||||||||||
Mexico - 2.6% | ||||||||||||
Mexican Bonos | ||||||||||||
6.50%, 6/09/22 | MXN | 2,425,000 | 125,855 | |||||||||
|
|
|||||||||||
Netherlands - 4.3% | ||||||||||||
Netherlands Government Bond | ||||||||||||
1.25%, 1/15/19, 144A | EUR | 50,000 | 57,948 | |||||||||
7.50%, 1/15/23, 144A | EUR | 50,000 | 80,840 | |||||||||
2.50%, 1/15/33, 144A | EUR | 25,000 | 35,167 | |||||||||
2.75%, 1/15/47, 144A | EUR | 25,000 | 38,959 | |||||||||
|
|
|||||||||||
212,914 | ||||||||||||
|
|
|||||||||||
New Zealand - 0.4% | ||||||||||||
New Zealand Government Bond | ||||||||||||
2.75%, 4/15/25 | NZD | 30,000 | 21,390 | |||||||||
|
|
|||||||||||
Norway - 0.8% | ||||||||||||
Norway Government Bond | ||||||||||||
3.75%, 5/25/21, 144A | NOK | 300,000 | 39,529 | |||||||||
|
|
|||||||||||
Poland - 1.4% | ||||||||||||
Republic of Poland Government Bond | ||||||||||||
3.25%, 7/25/19 | PLN | 100,000 | 27,634 | |||||||||
3.25%, 7/25/25 | PLN | 150,000 | 40,905 | |||||||||
|
|
|||||||||||
68,539 | ||||||||||||
|
|
|||||||||||
Russia - 0.9% | ||||||||||||
Russian Federal Bond - OFZ | ||||||||||||
7.60%, 4/14/21 | RUB | 2,500,000 | 43,778 | |||||||||
|
|
|||||||||||
Singapore - 0.9% | ||||||||||||
Singapore Government Bond | ||||||||||||
2.75%, 7/01/23 | SGD | 60,000 | 45,866 | |||||||||
|
|
|||||||||||
Slovak Republic - 1.3% | ||||||||||||
Slovakia Government Bond | ||||||||||||
4.00%, 4/27/20 | EUR | 50,000 | 63,500 | |||||||||
|
|
Slovenia - 0.3% | ||||||||||||
Slovenia Government Bond | ||||||||||||
1.25%, 3/22/27 | EUR | 15,000 | 16,913 | |||||||||
|
|
|||||||||||
South Africa - 1.4% | ||||||||||||
Republic of South Africa Government Bond | ||||||||||||
10.50%, 12/21/26 | ZAR | 800,000 | 68,556 | |||||||||
|
|
|||||||||||
South Korea - 4.4% | ||||||||||||
Korea International Bond | ||||||||||||
3.875%, 9/11/23 | 200,000 | 215,370 | ||||||||||
|
|
|||||||||||
Spain - 4.0% | ||||||||||||
Spain Government Bond | ||||||||||||
0.75%, 7/30/21 | EUR | 60,000 | 69,330 | |||||||||
5.90%, 7/30/26, 144A | EUR | 50,000 | 78,088 | |||||||||
4.20%, 1/31/37, 144A | EUR | 35,000 | 50,231 | |||||||||
|
|
|||||||||||
197,649 | ||||||||||||
|
|
|||||||||||
Sweden - 1.0% | ||||||||||||
Sweden Government Bond | ||||||||||||
2.50%, 5/12/25 | SEK | 350,000 | 47,339 | |||||||||
|
|
|||||||||||
Switzerland - 1.8% | ||||||||||||
Swiss Confederation Government Bond | ||||||||||||
1.50%, 7/24/25 | CHF | 75,000 | 89,395 | |||||||||
|
|
|||||||||||
Thailand - 1.7% | ||||||||||||
Thailand Government Bond | ||||||||||||
2.125%, 12/17/26 | THB | 3,000,000 | 84,234 | |||||||||
|
|
|||||||||||
United Kingdom - 6.9% | ||||||||||||
United Kingdom Gilt | ||||||||||||
3.75%, 9/07/20 | GBP | 40,000 | 57,608 | |||||||||
1.50%, 7/22/26 | GBP | 25,000 | 33,707 | |||||||||
1.25%, 7/22/27 | GBP | 25,000 | 32,626 | |||||||||
4.25%, 6/07/32 | GBP | 50,000 | 88,982 | |||||||||
4.25%, 12/07/46 | GBP | 60,000 | 122,810 | |||||||||
|
|
|||||||||||
335,733 | ||||||||||||
|
|
|||||||||||
TOTAL SOVEREIGN BONDS (Cost $4,894,829) |
4,857,337 | |||||||||||
|
|
|||||||||||
TOTAL INVESTMENTS - 99.1% (Cost $4,894,829) |
$ | 4,857,337 | ||||||||||
Other assets and liabilities, net - 0.9% | 44,216 | |||||||||||
|
|
|||||||||||
NET ASSETS - 100.0% |
$ | 4,901,553 | ||||||||||
|
|
For information on the Funds policies regarding the valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual financial statements.
| The cost for federal income tax purposes was $4,894,829. At May 31, 2017, net unrealized depreciation for all securities based on tax cost was $37,492. This consisted of aggregate gross unrealized appreciation for all securities in which there was an excess of value over tax cost of $83,228 and aggregate gross unrealized depreciation for all securities in which there was an excess of tax cost over value of $120,720. |
OFZ: | Obligatsyi Federalnovo Zaima Federal Loan Obligation |
144A: | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. |
As of May 31, 2017, the Fund had the following forward foreign currency exchange contracts outstanding:
Counterparty |
Settlement Date |
Currency To Deliver |
Currency To Receive |
Unrealized Appreciation (Depreciation) (a) |
||||||||||||||
The Bank of Nova Scotia | 6/5/2017 | AUD | 308,000 | USD | 230,193 | $ | 1,352 | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | CAD | 268,429 | USD | 196,404 | (2,327 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | CZK | 1,210,000 | USD | 49,168 | (2,431 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | EUR | 1,763,500 | USD | 1,923,220 | (58,367 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | GBP | 304,037 | USD | 393,673 | 1,873 | ||||||||||||
The Bank of Nova Scotia | 6/5/2017 | ILS | 157,500 | USD | 43,546 | (946 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | JPY | 131,835,000 | USD | 1,183,778 | (6,885 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | JPY | 650,000 | USD | 5,838 | (32 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | MXN | 2,445,500 | USD | 128,170 | (2,870 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | MYR | 265,000 | USD | 61,088 | (812 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | PLN | 249,500 | USD | 64,261 | (2,805 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | RUB | 2,520,000 | USD | 43,866 | (511 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | SEK | 600,050 | USD | 67,871 | (1,189 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | SGD | 63,300 | USD | 45,297 | (454 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | THB | 2,894,000 | USD | 83,613 | (1,353 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 225,196 | AUD | 302,500 | (441 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 4,111 | AUD | 5,500 | (24 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 198,733 | CAD | 268,429 | (2 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 51,632 | CZK | 1,210,000 | (32 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 1,837,995 | EUR | 1,634,500 | (1,361 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 140,693 | EUR | 129,000 | 4,261 | ||||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 53,738 | GBP | 41,500 | (258 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 338,922 | GBP | 262,537 | (601 | ) |
Counterparty |
Settlement Date |
Currency To Deliver |
Currency To Receive |
Unrealized Appreciation (Depreciation) (a) |
||||||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 44,500 | ILS | 157,500 | $ | (9 | ) | ||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 1,198,038 | JPY | 132,485,000 | (1,505 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 130,777 | MXN | 2,445,500 | 263 | ||||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 61,916 | MYR | 265,000 | (16 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 67,044 | PLN | 249,500 | 22 | ||||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 44,396 | RUB | 2,520,000 | (19 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 48,133 | SEK | 417,550 | (76 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 20,644 | SEK | 182,500 | 360 | ||||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 45,757 | SGD | 63,300 | (6 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 84,994 | THB | 2,894,000 | (28 | ) | |||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 18,204 | ZAR | 245,000 | 460 | ||||||||||||
The Bank of Nova Scotia | 6/5/2017 | USD | 70,225 | ZAR | 926,000 | 315 | ||||||||||||
The Bank of Nova Scotia | 6/5/2017 | ZAR | 1,171,000 | USD | 87,011 | (2,193 | ) | |||||||||||
The Bank of Nova Scotia | 6/6/2017 | CHF | 87,000 | USD | 87,565 | (2,297 | ) | |||||||||||
The Bank of Nova Scotia | 6/6/2017 | DKK | 642,000 | USD | 94,145 | (2,847 | ) | |||||||||||
The Bank of Nova Scotia | 6/6/2017 | NOK | 342,000 | USD | 39,937 | (544 | ) | |||||||||||
The Bank of Nova Scotia | 6/6/2017 | NZD | 49,400 | USD | 33,886 | (1,110 | ) | |||||||||||
The Bank of Nova Scotia | 6/6/2017 | USD | 89,918 | CHF | 87,000 | (56 | ) | |||||||||||
The Bank of Nova Scotia | 6/6/2017 | USD | 14,668 | DKK | 100,000 | 439 | ||||||||||||
The Bank of Nova Scotia | 6/6/2017 | USD | 81,924 | DKK | 542,000 | (40 | ) | |||||||||||
The Bank of Nova Scotia | 6/6/2017 | USD | 40,606 | NOK | 342,000 | (125 | ) | |||||||||||
The Bank of Nova Scotia | 6/6/2017 | USD | 20,867 | NZD | 29,400 | (39 | ) | |||||||||||
The Bank of Nova Scotia | 6/6/2017 | USD | 13,719 | NZD | 20,000 | 449 | ||||||||||||
The Bank of Nova Scotia | 7/5/2017 | AUD | 5,500 | USD | 4,093 | 8 | ||||||||||||
The Bank of Nova Scotia | 7/5/2017 | AUD | 302,500 | USD | 225,087 | 440 | ||||||||||||
The Bank of Nova Scotia | 7/5/2017 | CAD | 268,429 | USD | 198,841 | (5 | ) | |||||||||||
The Bank of Nova Scotia | 7/5/2017 | CAD | 5,250 | USD | 3,889 | 0 | ||||||||||||
The Bank of Nova Scotia | 7/5/2017 | CHF | 87,000 | USD | 90,095 | 58 | ||||||||||||
The Bank of Nova Scotia | 7/5/2017 | DKK | 542,000 | USD | 82,056 | 35 | ||||||||||||
The Bank of Nova Scotia | 7/5/2017 | EUR | 27,500 | USD | 30,980 | 28 | ||||||||||||
The Bank of Nova Scotia | 7/5/2017 | EUR | 1,634,500 | USD | 1,840,995 | 1,339 | ||||||||||||
The Bank of Nova Scotia | 7/5/2017 | GBP | 2,000 | USD | 2,585 | 5 | ||||||||||||
The Bank of Nova Scotia | 7/5/2017 | GBP | 262,537 | USD | 339,253 | 597 | ||||||||||||
The Bank of Nova Scotia | 7/5/2017 | ILS | 157,500 | USD | 44,542 | 4 | ||||||||||||
The Bank of Nova Scotia | 7/5/2017 | JPY | 132,485,000 | USD | 1,199,698 | 1,499 | ||||||||||||
The Bank of Nova Scotia | 7/5/2017 | MYR | 13,000 | USD | 3,029 | (4 | ) | |||||||||||
The Bank of Nova Scotia | 7/5/2017 | MYR | 265,000 | USD | 61,700 | (108 | ) | |||||||||||
The Bank of Nova Scotia | 7/5/2017 | NOK | 342,000 | USD | 40,624 | 124 | ||||||||||||
The Bank of Nova Scotia | 7/5/2017 | NZD | 29,400 | USD | 20,854 | 39 | ||||||||||||
The Bank of Nova Scotia | 7/5/2017 | PLN | 249,500 | USD | 67,026 | (23 | ) | |||||||||||
The Bank of Nova Scotia | 7/5/2017 | PLN | 9,300 | USD | 2,498 | (1 | ) | |||||||||||
The Bank of Nova Scotia | 7/5/2017 | RUB | 2,520,000 | USD | 44,089 | 16 | ||||||||||||
The Bank of Nova Scotia | 7/5/2017 | SEK | 417,550 | USD | 48,216 | 74 | ||||||||||||
The Bank of Nova Scotia | 7/5/2017 | SGD | 63,300 | USD | 45,771 | 4 | ||||||||||||
The Bank of Nova Scotia | 7/5/2017 | THB | 2,894,000 | USD | 84,621 | (332 | ) | |||||||||||
The Bank of Nova Scotia | 7/5/2017 | USD | 43,019 | JPY | 4,750,000 | (60 | ) | |||||||||||
The Bank of Nova Scotia | 7/5/2017 | ZAR | 926,000 | USD | 69,846 | (305 | ) | |||||||||||
The Bank of Nova Scotia | 7/6/2017 | MXN | 2,445,500 | USD | 130,088 | (256 | ) | |||||||||||
The Bank of Nova Scotia | 7/7/2017 | CZK | 1,210,000 | USD | 51,731 | 24 | ||||||||||||
|
|
|||||||||||||||||
Total net unrealized depreciation | $ | (81,617 | ) | |||||||||||||||
|
|
(a) | The amount represents the unrealized appreciation (depreciation) of the Funds derivative instruments subject to foreign exchange contracts risk exposure as of May 31, 2017. |
Currency Abbreviations
AUD | Australian Dollar |
CAD | Canadian Dollar |
CHF | Swiss Franc |
CZK | Czech Koruna |
DKK | Danish Krone |
EUR | Euro |
GBP | Pound Sterling |
ILS | Israeli New Sheqel |
JPY | Japanese Yen |
MXN | Mexican Peso |
MYR | Malaysian Ringgit |
NOK | Norwegian Krone |
NZD | New Zealand Dollar |
PLN | Polish Zloty |
RUB | Russian Ruble |
SEK | Swedish Krona |
SGD | Singapore Dollar |
THB | Thai Baht |
USD | U.S. Dollar |
ZAR | South African Rand |
Fair Value Measurements
Various inputs are used in determining the value of the Funds investents. These inputs are summarized in three broad levels. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds and credit risk). Level 3 includes significant unobservable inputs (including the Funds own assumptions in determining the fair value of investments). The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities.
The following is a summary of the inputs used as of May 31, 2017 in valuing the Funds investments.
Assets |
Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Sovereign Bonds (b) | $ | | $ | 4,857,337 | $ | | $ | 4,857,337 | ||||||||
Derivatives (c) | ||||||||||||||||
Forward Foreign Currency Exchange Contracts |
| 14,088 | | 14,088 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
TOTAL | $ | | $ | 4,871,425 | $ | | $ | 4,871,425 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Liabilities |
Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Derivatives (c) | ||||||||||||||||
Forward Foreign Currency Exchange Contracts |
$ | | $ | (95,705 | ) | $ | | $ | (95,705 | ) | ||||||
|
|
|
|
|
|
|
|
|||||||||
TOTAL | $ | | $ | (95,705 | ) | $ | | $ | (95,705 | ) | ||||||
|
|
|
|
|
|
|
|
(b) | See Schedule of Investments for additional detailed categorizations. |
(c) | Derivatives include unrealized appreciation (depreciation) on forward foreign currency exchange contracts. |
There have been no transfers between fair value measurement levels during the period ended May 31, 2017.
DBX ETF Trust
SCHEDULE OF INVESTMENTS
Deutsche X-trackers USD High Yield Corporate Bond ETF
May 31, 2017 (Unaudited)
Principal Amount |
Value | |||||||
CORPORATE BONDS - 97.9% | ||||||||
Basic Materials - 6.1% | ||||||||
Chemicals - 2.0% | ||||||||
Ashland LLC | ||||||||
4.75%, 8/15/22 | $ | 120,000 | $ | 125,400 | ||||
Blue Cube Spinco, Inc. | ||||||||
9.75%, 10/15/23 | 305,000 | 373,625 | ||||||
10.00%, 10/15/25 | 30,000 | 37,350 | ||||||
CF Industries, Inc. | ||||||||
7.125%, 5/01/20 | 100,000 | 110,750 | ||||||
3.45%, 6/01/23 | 200,000 | 187,750 | ||||||
Chemours Co. | ||||||||
6.625%, 5/15/23 | 30,000 | 32,172 | ||||||
7.00%, 5/15/25 | 270,000 | 300,375 | ||||||
Hexion, Inc. | ||||||||
6.625%, 4/15/20 | 400,000 | 374,000 | ||||||
10.375%, 2/01/22, 144A | 60,000 | 61,050 | ||||||
Huntsman International LLC | ||||||||
4.875%, 11/15/20 | 210,000 | 223,650 | ||||||
INEOS Group Holdings SA, 144A |
||||||||
5.625%, 8/01/24 (a) | 250,000 | 257,500 | ||||||
Momentive Performance Materials, Inc. |
||||||||
3.88%, 10/24/21 | 150,000 | 152,250 | ||||||
NOVA Chemicals Corp. |
||||||||
5.25%, 8/01/23, 144A | 240,000 | 244,200 | ||||||
5.00%, 5/01/25, 144A | 45,000 | 45,225 | ||||||
Olin Corp. |
||||||||
5.125%, 9/15/27 | 60,000 | 62,175 | ||||||
Platform Specialty Products Corp. |
||||||||
10.375%, 5/01/21, 144A | 120,000 | 133,350 | ||||||
6.50%, 2/01/22, 144A | 300,000 | 310,500 | ||||||
PolyOne Corp. |
||||||||
5.25%, 3/15/23 | 119,000 | 125,842 | ||||||
Tronox Finance LLC |
||||||||
6.375%, 8/15/20 | 350,000 | 354,375 | ||||||
7.50%, 3/15/22, 144A (a) | 100,000 | 104,375 | ||||||
WR Grace & Co.-Conn, 144A |
||||||||
5.125%, 10/01/21 | 180,000 | 192,150 | ||||||
|
|
|||||||
3,808,064 | ||||||||
|
|
|||||||
Forest Products & Paper - 0.1% | ||||||||
Cascades, Inc., 144A |
||||||||
5.50%, 7/15/22 | 210,000 | 214,725 | ||||||
|
|
|||||||
Iron/Steel - 1.3% | ||||||||
AK Steel Corp. |
||||||||
7.625%, 10/01/21 (a) | 20,000 | 20,672 | ||||||
7.00%, 3/15/27 | 60,000 | 60,600 | ||||||
Allegheny Technologies, Inc. |
||||||||
5.95%, 1/15/21 | 140,000 | 140,000 | ||||||
7.875%, 8/15/23 | 139,000 | 144,560 | ||||||
ArcelorMittal |
||||||||
5.75%, 8/05/20 | 80,000 | 86,900 | ||||||
6.00%, 3/01/21 | 360,000 | 391,500 | ||||||
6.75%, 2/25/22 (a) | 150,000 | 169,500 | ||||||
6.125%, 6/01/25 (a) | 120,000 | 135,150 | ||||||
Cliffs Natural Resources, Inc. |
||||||||
8.25%, 3/31/20, 144A | 267,000 | 295,035 | ||||||
5.75%, 3/01/25, 144A (a) | 60,000 | 57,300 | ||||||
Steel Dynamics, Inc. |
||||||||
5.125%, 10/01/21 | 350,000 | 362,688 | ||||||
United States Steel Corp. |
||||||||
7.375%, 4/01/20 (a) | 120,000 | 130,320 | ||||||
8.375%, 7/01/21, 144A | 325,000 | 357,500 | ||||||
|
|
|||||||
2,351,725 | ||||||||
|
|
|||||||
Mining - 2.7% | ||||||||
Alcoa Nederland Holding BV |
||||||||
6.75%, 9/30/24, 144A | 120,000 | 130,200 | ||||||
7.00%, 9/30/26, 144A | 200,000 | 220,000 | ||||||
Aleris International, Inc. |
||||||||
7.875%, 11/01/20 | 300,000 | 296,910 | ||||||
Anglo American Capital PLC |
||||||||
9.375%, 4/08/19, 144A | 200,000 | 225,500 | ||||||
3.625%, 5/14/20, 144A | 50,000 | 50,902 | ||||||
4.125%, 9/27/22, 144A | 120,000 | 123,000 | ||||||
4.875%, 5/14/25, 144A | 250,000 | 260,482 | ||||||
4.75%, 4/10/27, 144A | 200,000 | 207,000 | ||||||
Constellium NV, 144A |
||||||||
6.625%, 3/01/25 | 400,000 | 387,000 | ||||||
First Quantum Minerals Ltd. |
||||||||
7.00%, 2/15/21, 144A | 50,000 | 52,615 | ||||||
7.25%, 4/01/23, 144A | 400,000 | 405,000 | ||||||
7.50%, 4/01/25, 144A | 200,000 | 201,875 | ||||||
FMG Resources (August 2006) Pty Ltd. |
||||||||
6.875%, 4/01/22, 144A | 120,000 | 124,230 | ||||||
4.75%, 5/15/22, 144A | 250,000 | 253,750 |
Freeport-McMoRan, Inc. |
||||||||
3.10%, 3/15/20 | 350,000 | 346,182 | ||||||
6.50%, 11/15/20, 144A | 200,000 | 208,016 | ||||||
4.00%, 11/14/21 (a) | 60,000 | 58,872 | ||||||
6.75%, 2/01/22, 144A | 60,000 | 62,400 | ||||||
3.55%, 3/01/22 | 360,000 | 338,400 | ||||||
3.875%, 3/15/23 | 300,000 | 280,320 | ||||||
4.55%, 11/14/24 (a) | 240,000 | 227,160 | ||||||
Kinross Gold Corp. |
||||||||
5.95%, 3/15/24 | 180,000 | 197,550 | ||||||
Teck Resources Ltd. |
||||||||
4.75%, 1/15/22 | 58,000 | 60,900 | ||||||
3.75%, 2/01/23 (a) | 140,000 | 138,250 | ||||||
8.50%, 6/01/24, 144A | 120,000 | 138,900 | ||||||
|
|
|||||||
4,995,414 | ||||||||
|
|
|||||||
Communications - 23.4% | ||||||||
Advertising - 0.5% | ||||||||
Acosta, Inc., 144A |
||||||||
7.75%, 10/01/22 | 150,000 | 127,500 | ||||||
Lamar Media Corp. |
||||||||
5.00%, 5/01/23 | 340,000 | 356,150 | ||||||
5.375%, 1/15/24 | 60,000 | 63,330 | ||||||
5.75%, 2/01/26 | 60,000 | 65,175 | ||||||
Outfront Media Capital LLC / Outfront Media Capital Corp. |
||||||||
5.25%, 2/15/22 | 120,000 | 125,250 | ||||||
5.625%, 2/15/24 | 60,000 | 63,000 | ||||||
5.875%, 3/15/25 | 180,000 | 189,675 | ||||||
|
|
|||||||
990,080 | ||||||||
|
|
|||||||
Internet - 1.3% | ||||||||
Netflix, Inc. |
||||||||
5.375%, 2/01/21 | 120,000 | 130,800 | ||||||
5.50%, 2/15/22 | 120,000 | 130,935 | ||||||
5.875%, 2/15/25 | 205,000 | 225,500 | ||||||
4.375%, 11/15/26, 144A | 120,000 | 120,456 | ||||||
Symantec Corp., 144A |
||||||||
5.00%, 4/15/25 | 500,000 | 520,000 | ||||||
TIBCO Software, Inc., 144A |
||||||||
11.375%, 12/01/21 | 200,000 | 221,500 | ||||||
VeriSign, Inc. |
||||||||
4.625%, 5/01/23 | 100,000 | 103,125 | ||||||
5.25%, 4/01/25 | 220,000 | 234,575 | ||||||
Zayo Group LLC / Zayo Capital, Inc. |
||||||||
6.00%, 4/01/23 | 250,000 | 265,625 | ||||||
6.375%, 5/15/25 | 405,000 | 436,894 | ||||||
5.75%, 1/15/27, 144A | 60,000 | 63,443 | ||||||
|
|
|||||||
2,452,853 | ||||||||
|
|
|||||||
Media - 11.5% | ||||||||
Altice Financing SA |
||||||||
6.625%, 2/15/23, 144A | 600,000 | 639,900 | ||||||
7.50%, 5/15/26, 144A | 550,000 | 607,062 | ||||||
Altice Luxembourg SA |
||||||||
7.75%, 5/15/22, 144A | 480,000 | 510,600 | ||||||
7.625%, 2/15/25, 144A (a) | 250,000 | 273,750 | ||||||
Altice US Finance I Corp., 144A |
||||||||
5.50%, 5/15/26 | 300,000 | 315,000 | ||||||
AMC Networks, Inc. |
||||||||
4.75%, 12/15/22 | 150,000 | 154,312 | ||||||
5.00%, 4/01/24 | 140,000 | 142,449 | ||||||
Cablevision Systems Corp. |
||||||||
8.00%, 4/15/20 (a) | 150,000 | 168,750 | ||||||
5.875%, 9/15/22 | 60,000 | 62,400 | ||||||
CBS Radio, Inc., 144A |
||||||||
7.25%, 11/01/24 | 120,000 | 126,900 | ||||||
CCO Holdings LLC / CCO Holdings Capital Corp. |
||||||||
5.25%, 3/15/21 | 120,000 | 123,825 | ||||||
5.25%, 9/30/22 | 120,000 | 124,726 | ||||||
5.125%, 2/15/23 | 180,000 | 188,118 | ||||||
5.125%, 5/01/23, 144A | 110,000 | 115,982 | ||||||
5.75%, 1/15/24 | 120,000 | 127,426 | ||||||
5.875%, 4/01/24, 144A | 380,000 | 409,165 | ||||||
5.375%, 5/01/25, 144A | 300,000 | 318,375 | ||||||
5.75%, 2/15/26, 144A | 550,000 | 589,187 | ||||||
5.50%, 5/01/26, 144A | 300,000 | 317,856 | ||||||
5.125%, 5/01/27, 144A | 460,000 | 472,362 | ||||||
5.875%, 5/01/27, 144A | 240,000 | 256,200 | ||||||
Cengage Learning, Inc., 144A |
||||||||
9.50%, 6/15/24 (a) | 150,000 | 130,500 | ||||||
Cequel Communications Holdings I LLC / Cequel Capital Corp. |
||||||||
6.375%, 9/15/20, 144A | 218,000 | 223,995 | ||||||
5.125%, 12/15/21, 144A | 260,000 | 266,500 | ||||||
7.75%, 7/15/25, 144A | 250,000 | 279,375 |
Clear Channel Worldwide Holdings, Inc. | ||||||||
Series B, 7.625%, 3/15/20 | 350,000 | 353,062 | ||||||
Series B, 6.50%, 11/15/22 | 530,000 | 550,537 | ||||||
CSC Holdings LLC | ||||||||
6.75%, 11/15/21 | 80,000 | 88,700 | ||||||
10.125%, 1/15/23, 144A | 480,000 | 560,098 | ||||||
10.875%, 10/15/25, 144A | 280,000 | 341,600 | ||||||
5.50%, 4/15/27, 144A | 594,000 | 623,593 | ||||||
DISH DBS Corp. | ||||||||
7.875%, 9/01/19 | 420,000 | 466,725 | ||||||
5.125%, 5/01/20 | 305,000 | 322,537 | ||||||
6.75%, 6/01/21 | 550,000 | 610,500 | ||||||
5.875%, 7/15/22 | 290,000 | 310,300 | ||||||
5.00%, 3/15/23 | 240,000 | 247,277 | ||||||
5.875%, 11/15/24 | 300,000 | 320,625 | ||||||
7.75%, 7/01/26 | 270,000 | 317,925 | ||||||
Gray Television, Inc. | ||||||||
5.125%, 10/15/24, 144A | 300,000 | 300,750 | ||||||
5.875%, 7/15/26, 144A | 60,000 | 61,050 | ||||||
iHeartCommunications, Inc. | ||||||||
9.00%, 12/15/19 | 330,000 | 262,555 | ||||||
9.00%, 3/01/21 | 250,000 | 184,687 | ||||||
11.25%, 3/01/21 | 150,000 | 112,500 | ||||||
9.00%, 9/15/22 | 250,000 | 184,063 | ||||||
10.625%, 3/15/23 | 300,000 | 222,750 | ||||||
Nexstar Broadcasting, Inc., 144A | ||||||||
5.625%, 8/01/24 | 160,000 | 161,600 | ||||||
Quebecor Media, Inc. | ||||||||
5.75%, 1/15/23 | 180,000 | 191,475 | ||||||
SFR Group SA | ||||||||
6.00%, 5/15/22, 144A | 500,000 | 523,750 | ||||||
6.25%, 5/15/24, 144A | 400,000 | 421,500 | ||||||
7.375%, 5/01/26, 144A | 1,170,000 | 1,270,175 | ||||||
Sinclair Television Group, Inc. | ||||||||
5.375%, 4/01/21 | 60,000 | 61,800 | ||||||
6.125%, 10/01/22 | 150,000 | 157,313 | ||||||
5.625%, 8/01/24, 144A | 100,000 | 103,125 | ||||||
5.125%, 2/15/27, 144A | 160,000 | 156,000 | ||||||
Sirius XM Radio, Inc. | ||||||||
5.75%, 8/01/21, 144A | 120,000 | 124,500 | ||||||
4.625%, 5/15/23, 144A | 300,000 | 305,439 | ||||||
6.00%, 7/15/24, 144A | 180,000 | 191,475 | ||||||
5.375%, 4/15/25, 144A | 240,000 | 247,200 | ||||||
TEGNA, Inc. | ||||||||
5.125%, 10/15/19 | 225,000 | 230,625 | ||||||
5.125%, 7/15/20 | 120,000 | 123,300 | ||||||
6.375%, 10/15/23 | 180,000 | 191,250 | ||||||
Tribune Media Co. |
||||||||
5.875%, 7/15/22 | 300,000 | 317,625 | ||||||
Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH |
||||||||
5.50%, 1/15/23, 144A | 500,000 | 521,875 | ||||||
5.00%, 1/15/25, 144A | 320,000 | 333,200 | ||||||
Univision Communications, Inc. |
||||||||
6.75%, 9/15/22, 144A | 120,000 | 125,850 | ||||||
5.125%, 5/15/23, 144A | 300,000 | 303,186 | ||||||
5.125%, 2/15/25, 144A | 200,000 | 198,250 | ||||||
Upcb Finance IV Ltd., 144A |
||||||||
5.375%, 1/15/25 | 200,000 | 208,580 | ||||||
Videotron Ltd. |
||||||||
5.00%, 7/15/22 | 60,000 | 64,125 | ||||||
5.375%, 6/15/24, 144A | 220,000 | 235,376 | ||||||
Virgin Media Finance PLC |
||||||||
6.375%, 4/15/23, 144A | 120,000 | 126,450 | ||||||
6.00%, 10/15/24, 144A | 120,000 | 126,900 | ||||||
Virgin Media Secured Finance PLC |
||||||||
5.50%, 1/15/25, 144A | 120,000 | 124,050 | ||||||
5.25%, 1/15/26, 144A | 250,000 | 255,313 | ||||||
5.50%, 8/15/26, 144A | 200,000 | 206,500 | ||||||
Ziggo Bond Finance BV |
||||||||
5.875%, 1/15/25, 144A | 120,000 | 123,300 | ||||||
6.00%, 1/15/27, 144A | 210,000 | 212,363 | ||||||
Ziggo Secured Finance BV, 144A |
||||||||
5.50%, 1/15/27 | 210,000 | 213,786 | ||||||
|
|
|||||||
21,543,805 | ||||||||
|
|
|||||||
Telecommunications - 10.1% | ||||||||
CenturyLink, Inc. | ||||||||
Series V, 5.625%, 4/01/20 | 330,000 | 351,037 | ||||||
Series S, 6.45%, 6/15/21 | 170,000 | 184,662 | ||||||
Series T, 5.80%, 3/15/22 | 530,000 | 556,500 | ||||||
Series W, 6.75%, 12/01/23 | 60,000 | 64,350 | ||||||
Series Y, 7.50%, 4/01/24(a) | 180,000 | 197,550 | ||||||
Cincinnati Bell, Inc., 144A | ||||||||
7.00%, 7/15/24 | 155,000 | 163,137 | ||||||
CommScope Technologies LLC | ||||||||
6.00%, 6/15/25, 144A | 180,000 | 192,186 | ||||||
5.00%, 3/15/27, 144A | 60,000 | 60,150 | ||||||
CommScope, Inc. | ||||||||
5.00%, 6/15/21, 144A | 60,000 | 61,762 | ||||||
5.50%, 6/15/24, 144A | 370,000 | 389,425 |
Consolidated Communications, Inc. | ||||||||
6.50%, 10/01/22 | 150,000 | 149,812 | ||||||
Frontier Communications Corp. |
||||||||
8.125%, 10/01/18 | 100,000 | 106,000 | ||||||
8.50%, 4/15/20 | 170,000 | 180,625 | ||||||
8.875%, 9/15/20 | 180,000 | 191,925 | ||||||
9.25%, 7/01/21 | 180,000 | 183,487 | ||||||
6.25%, 9/15/21 (a) | 60,000 | 56,400 | ||||||
8.75%, 4/15/22 (a) | 180,000 | 168,975 | ||||||
10.50%, 9/15/22 | 180,000 | 177,525 | ||||||
7.125%, 1/15/23 | 240,000 | 209,100 | ||||||
7.625%, 4/15/24 | 300,000 | 253,500 | ||||||
6.875%, 1/15/25 | 120,000 | 97,126 | ||||||
11.00%, 9/15/25 | 550,000 | 517,000 | ||||||
GTH Finance BV, 144A |
||||||||
7.25%, 4/26/23 | 200,000 | 222,332 | ||||||
Hughes Satellite Systems Corp. |
||||||||
6.50%, 6/15/19 | 150,000 | 162,938 | ||||||
7.625%, 6/15/21 | 220,000 | 250,525 | ||||||
5.25%, 8/01/26 | 250,000 | 257,813 | ||||||
Inmarsat Finance PLC, 144A |
||||||||
4.875%, 5/15/22 | 200,000 | 205,500 | ||||||
Intelsat Jackson Holdings SA |
||||||||
7.25%, 4/01/19 | 240,000 | 231,000 | ||||||
7.25%, 10/15/20 | 240,000 | 217,200 | ||||||
7.50%, 4/01/21 | 240,000 | 215,400 | ||||||
9.50%, 9/30/22, 144A | 150,000 | 179,250 | ||||||
5.50%, 8/01/23 | 540,000 | 446,850 | ||||||
8.00%, 2/15/24, 144A | 180,000 | 194,738 | ||||||
Intelsat Luxembourg SA |
||||||||
7.75%, 6/01/21 | 500,000 | 281,250 | ||||||
8.125%, 6/01/23 | 100,000 | 53,938 | ||||||
Level 3 Communications, Inc. |
||||||||
5.75%, 12/01/22 | 200,000 | 208,500 | ||||||
Level 3 Financing, Inc. |
||||||||
5.375%, 8/15/22 | 550,000 | 567,875 | ||||||
5.125%, 5/01/23 | 60,000 | 62,588 | ||||||
5.375%, 1/15/24 | 211,000 | 221,683 | ||||||
5.375%, 5/01/25 | 180,000 | 189,617 | ||||||
Millicom International Cellular SA, 144A |
||||||||
6.00%, 3/15/25 | 125,000 | 132,131 | ||||||
Nokia OYJ |
||||||||
5.375%, 5/15/19 | 140,000 | 148,225 | ||||||
Sable International Finance Ltd., 144A |
||||||||
6.875%, 8/01/22 | 250,000 | 271,563 | ||||||
SoftBank Group Corp., 144A |
||||||||
4.50%, 4/15/20 | 300,000 | 312,405 | ||||||
Sprint Communications, Inc. |
||||||||
9.00%, 11/15/18, 144A | 371,000 | 407,636 | ||||||
7.00%, 3/01/20, 144A | 150,000 | 166,875 | ||||||
7.00%, 8/15/20 | 220,000 | 243,650 | ||||||
11.50%, 11/15/21 | 30,000 | 38,700 | ||||||
6.00%, 11/15/22 | 550,000 | 587,125 | ||||||
Sprint Corp. |
||||||||
7.25%, 9/15/21 | 720,000 | 819,223 | ||||||
7.875%, 9/15/23 | 740,000 | 856,550 | ||||||
7.125%, 6/15/24 | 510,000 | 574,961 | ||||||
7.625%, 2/15/25 | 270,000 | 311,175 | ||||||
Telecom Italia Capital SA |
||||||||
6.999%, 6/04/18 | 150,000 | 157,500 | ||||||
Telecom Italia SpA, 144A |
||||||||
5.303%, 5/30/24 | 400,000 | 428,248 | ||||||
T-Mobile USA, Inc. |
||||||||
6.125%, 1/15/22 | 180,000 | 190,125 | ||||||
4.00%, 4/15/22 | 20,000 | 20,776 | ||||||
6.00%, 3/01/23 | 430,000 | 458,466 | ||||||
6.625%, 4/01/23 | 330,000 | 352,176 | ||||||
6.836%, 4/28/23 | 120,000 | 128,700 | ||||||
6.50%, 1/15/24 | 180,000 | 195,345 | ||||||
6.00%, 4/15/24 | 280,000 | 302,400 | ||||||
6.375%, 3/01/25 | 430,000 | 467,088 | ||||||
5.125%, 4/15/25 | 210,000 | 219,473 | ||||||
6.50%, 1/15/26 | 270,000 | 298,688 | ||||||
5.375%, 4/15/27 | 60,000 | 64,050 | ||||||
VimpelCom Holdings BV |
||||||||
5.20%, 2/13/19, 144A | 250,000 | 260,730 | ||||||
7.504%, 3/01/22, 144A | 20,000 | 23,119 | ||||||
5.95%, 2/13/23, 144A | 200,000 | 216,000 | ||||||
West Corp., 144A |
||||||||
5.375%, 7/15/22 | 300,000 | 306,189 | ||||||
Wind Acquisition Finance SA |
||||||||
4.75%, 7/15/20, 144A | 250,000 | 254,103 | ||||||
7.375%, 4/23/21, 144A | 570,000 | 594,296 | ||||||
Windstream Services LLC |
||||||||
7.75%, 10/15/20 (a) | 200,000 | 202,438 | ||||||
7.75%, 10/01/21 (a) | 150,000 | 145,875 | ||||||
6.375%, 8/01/23 (a) | 245,000 | 209,024 | ||||||
|
|
|||||||
19,046,259 | ||||||||
|
|
Consumer, Cyclical - 12.8% | ||||||||
Airlines - 0.3% | ||||||||
Air Canada, 144A |
||||||||
7.75%, 4/15/21 (a) | 150,000 | 171,937 | ||||||
American Airlines Group, Inc. |
||||||||
5.50%, 10/01/19, 144A | 230,000 | 241,645 | ||||||
4.625%, 3/01/20, 144A (a) | 200,000 | 206,500 | ||||||
|
|
|||||||
620,082 | ||||||||
|
|
|||||||
Apparel - 0.2% | ||||||||
Hanesbrands, Inc. |
||||||||
4.625%, 5/15/24, 144A | 300,000 | 301,500 | ||||||
4.875%, 5/15/26, 144A | 60,000 | 60,450 | ||||||
|
|
|||||||
361,950 | ||||||||
|
|
|||||||
Auto Manufacturers - 0.7% | ||||||||
Fiat Chrysler Automobiles NV |
||||||||
4.50%, 4/15/20 (a) | 420,000 | 431,025 | ||||||
5.25%, 4/15/23 | 250,000 | 253,125 | ||||||
Jaguar Land Rover Automotive PLC |
||||||||
4.125%, 12/15/18, 144A | 50,000 | 51,275 | ||||||
4.25%, 11/15/19, 144A | 250,000 | 259,062 | ||||||
Navistar International Corp. |
||||||||
8.25%, 11/01/21 | 240,000 | 244,049 | ||||||
|
|
|||||||
1,238,536 | ||||||||
|
|
|||||||
Auto Parts & Equipment - 1.2% | ||||||||
Adient Global Holdings Ltd., 144A |
||||||||
4.875%, 8/15/26 | 225,000 | 226,899 | ||||||
Allison Transmission, Inc., 144A |
||||||||
5.00%, 10/01/24 | 160,000 | 163,600 | ||||||
American Axle & Manufacturing, Inc. |
||||||||
6.25%, 3/15/21 (a) | 120,000 | 123,964 | ||||||
6.625%, 10/15/22 | 305,000 | 316,437 | ||||||
6.25%, 4/01/25, 144A (a) | 60,000 | 59,475 | ||||||
6.50%, 4/01/27, 144A | 160,000 | 158,400 | ||||||
Goodyear Tire & Rubber Co. |
||||||||
5.125%, 11/15/23 | 300,000 | 316,500 | ||||||
5.00%, 5/31/26 | 100,000 | 103,312 | ||||||
4.875%, 3/15/27 | 150,000 | 151,200 | ||||||
Tenneco, Inc. |
||||||||
5.00%, 7/15/26 | 50,000 | 50,687 | ||||||
ZF North America Capital, Inc. |
||||||||
4.00%, 4/29/20, 144A | 360,000 | 375,527 | ||||||
4.50%, 4/29/22, 144A | 90,000 | 94,950 | ||||||
4.75%, 4/29/25, 144A | 200,000 | 211,250 | ||||||
|
|
|||||||
2,352,201 | ||||||||
|
|
|||||||
Distribution/Wholesale - 0.5% | ||||||||
American Tire Distributors, Inc., 144A |
||||||||
10.25%, 3/01/22 | 150,000 | 157,500 | ||||||
HD Supply, Inc. |
||||||||
5.25%, 12/15/21, 144A | 330,000 | 348,893 | ||||||
5.75%, 4/15/24, 144A | 180,000 | 192,375 | ||||||
LKQ Corp. |
||||||||
4.75%, 5/15/23 | 165,000 | 168,279 | ||||||
|
|
|||||||
867,047 | ||||||||
|
|
|||||||
Entertainment - 1.9% | ||||||||
AMC Entertainment Holdings, Inc. |
||||||||
5.75%, 6/15/25 | 260,000 | 270,556 | ||||||
5.875%, 11/15/26, 144A | 30,000 | 31,028 | ||||||
Cinemark USA, Inc. |
||||||||
4.875%, 6/01/23 | 345,000 | 352,759 | ||||||
GLP Capital LP / GLP Financing II, Inc. |
||||||||
4.375%, 11/01/18 | 120,000 | 123,900 | ||||||
4.875%, 11/01/20 | 100,000 | 106,500 | ||||||
4.375%, 4/15/21 (a) | 120,000 | 126,600 | ||||||
5.375%, 11/01/23 | 60,000 | 65,175 | ||||||
5.375%, 4/15/26 | 300,000 | 325,500 | ||||||
International Game Technology |
||||||||
7.50%, 6/15/19 | 100,000 | 109,750 | ||||||
International Game Technology PLC |
||||||||
5.625%, 2/15/20, 144A | 20,000 | 21,250 | ||||||
6.25%, 2/15/22, 144A | 330,000 | 358,545 | ||||||
6.50%, 2/15/25, 144A | 250,000 | 274,220 | ||||||
Mohegan Tribal Gaming Authority, 144A |
||||||||
7.875%, 10/15/24 | 100,000 | 103,625 | ||||||
Penn National Gaming, Inc., 144A |
||||||||
5.625%, 1/15/27 | 100,000 | 101,375 | ||||||
Regal Entertainment Group |
||||||||
5.75%, 3/15/22 | 120,000 | 125,700 |
Scientific Games International, Inc. |
||||||||
7.00%, 1/01/22, 144A | 530,000 | 567,100 | ||||||
10.00%, 12/01/22 | 270,000 | 294,975 | ||||||
Six Flags Entertainment Corp., 144A |
||||||||
5.50%, 4/15/27 | 250,000 | 258,125 | ||||||
|
|
|||||||
3,616,683 | ||||||||
|
|
|||||||
Food Service - 0.2% | ||||||||
Aramark Services, Inc. |
||||||||
5.125%, 1/15/24 | 310,000 | 327,825 | ||||||
4.75%, 6/01/26 | 60,000 | 62,388 | ||||||
|
|
|||||||
390,213 | ||||||||
|
|
|||||||
Home Builders - 1.3% | ||||||||
Beazer Homes USA, Inc. |
||||||||
8.75%, 3/15/22 | 150,000 | 168,000 | ||||||
CalAtlantic Group, Inc. |
||||||||
8.375%, 1/15/21 | 30,000 | 35,448 | ||||||
5.25%, 6/01/26 | 100,000 | 103,125 | ||||||
K Hovnanian Enterprises, Inc., 144A |
||||||||
7.25%, 10/15/20 | 50,000 | 49,750 | ||||||
KB Home |
||||||||
4.75%, 5/15/19 | 20,000 | 20,700 | ||||||
Lennar Corp. |
||||||||
4.50%, 11/15/19 | 20,000 | 20,900 | ||||||
4.75%, 4/01/21 | 260,000 | 275,275 | ||||||
4.125%, 1/15/22 | 60,000 | 61,725 | ||||||
4.875%, 12/15/23 | 450,000 | 471,937 | ||||||
4.75%, 5/30/25 | 60,000 | 61,929 | ||||||
Mattamy Group Corp., 144A |
||||||||
6.875%, 12/15/23 | 200,000 | 203,500 | ||||||
PulteGroup, Inc. |
||||||||
4.25%, 3/01/21 | 250,000 | 260,000 | ||||||
5.50%, 3/01/26 | 60,000 | 63,637 | ||||||
5.00%, 1/15/27 | 140,000 | 142,625 | ||||||
Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc., 144A |
||||||||
5.25%, 4/15/21 | 180,000 | 184,500 | ||||||
Toll Brothers Finance Corp. |
||||||||
5.875%, 2/15/22 | 250,000 | 276,563 | ||||||
|
|
|||||||
2,399,614 | ||||||||
|
|
|||||||
Home Furnishings - 0.2% | ||||||||
Tempur Sealy International, Inc. |
||||||||
5.625%, 10/15/23 | 60,000 | 62,100 | ||||||
5.50%, 6/15/26 | 300,000 | 302,010 | ||||||
|
|
|||||||
364,110 | ||||||||
|
|
|||||||
Leisure Time - 0.3% | ||||||||
NCL Corp. Ltd., 144A |
||||||||
4.625%, 11/15/20 | 270,000 | 278,100 | ||||||
Sabre GLBL, Inc. |
||||||||
5.375%, 4/15/23, 144A | 76,000 | 80,085 | ||||||
5.25%, 11/15/23, 144A | 60,000 | 62,700 | ||||||
Viking Cruises Ltd., 144A |
||||||||
8.50%, 10/15/22 | 100,000 | 105,125 | ||||||
|
|
|||||||
526,010 | ||||||||
|
|
|||||||
Lodging - 2.4% | ||||||||
Boyd Gaming Corp. |
||||||||
6.875%, 5/15/23 | 150,000 | 162,937 | ||||||
6.375%, 4/01/26 | 180,000 | 196,848 | ||||||
Caesars Entertainment Resort Properties LLC / Caesars Entertainment Resort Prope |
||||||||
8.00%, 10/01/20 | 220,000 | 228,387 | ||||||
11.00%, 10/01/21 | 180,000 | 194,202 | ||||||
Diamond Resorts International, Inc. |
||||||||
7.75%, 9/01/23, 144A (a) | 240,000 | 253,800 | ||||||
10.75%, 9/01/24, 144A | 60,000 | 63,900 | ||||||
Hilton Domestic Operating Co., Inc., 144A |
||||||||
4.25%, 9/01/24 | 185,000 | 187,312 | ||||||
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp., 144A |
||||||||
4.625%, 4/01/25 | 385,000 | 399,438 | ||||||
Jack Ohio Finance LLC / Jack Ohio Finance 1 Corp., 144A |
||||||||
6.75%, 11/15/21 | 60,000 | 62,325 | ||||||
Melco Resorts Finance Ltd., 144A |
||||||||
5.00%, 2/15/21 | 200,000 | 206,260 |
MGM Resorts International |
||||||||
8.625%, 2/01/19 | 370,000 | 410,700 | ||||||
5.25%, 3/31/20 | 120,000 | 128,021 | ||||||
6.75%, 10/01/20 | 150,000 | 167,063 | ||||||
6.625%, 12/15/21 | 300,000 | 337,500 | ||||||
7.75%, 3/15/22 | 30,000 | 35,250 | ||||||
6.00%, 3/15/23 | 420,000 | 462,126 | ||||||
Studio City Co. Ltd., 144A |
||||||||
7.25%, 11/30/21 | 250,000 | 269,688 | ||||||
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. |
||||||||
5.375%, 3/15/22 | 200,000 | 205,625 | ||||||
4.25%, 5/30/23, 144A | 60,000 | 60,975 | ||||||
5.50%, 3/01/25, 144A (a) | 425,000 | 450,500 | ||||||
|
|
|||||||
4,482,857 | ||||||||
|
|
|||||||
Retail - 3.4% | ||||||||
1011778 BC ULC / New Red Finance, Inc. |
||||||||
4.625%, 1/15/22, 144A | 120,000 | 123,660 | ||||||
6.00%, 4/01/22, 144A | 420,000 | 438,249 | ||||||
4.25%, 5/15/24, 144A | 350,000 | 350,875 | ||||||
Asbury Automotive Group, Inc. |
||||||||
6.00%, 12/15/24 | 150,000 | 154,219 | ||||||
Claires Stores, Inc., 144A |
||||||||
9.00%, 3/15/19 | 200,000 | 98,000 | ||||||
Dollar Tree, Inc. |
||||||||
5.25%, 3/01/20 | 200,000 | 206,125 | ||||||
5.75%, 3/01/23 | 410,000 | 436,240 | ||||||
Ferrellgas LP / Ferrellgas Finance Corp. |
||||||||
6.50%, 5/01/21 | 60,000 | 58,500 | ||||||
6.75%, 1/15/22 | 355,000 | 344,350 | ||||||
Group 1 Automotive, Inc. |
||||||||
5.00%, 6/01/22 | 100,000 | 102,000 | ||||||
Guitar Center, Inc., 144A |
||||||||
6.50%, 4/15/19 (a) | 100,000 | 86,625 | ||||||
JC Penney Corp., Inc. |
||||||||
8.125%, 10/01/19 | 123,000 | 136,684 | ||||||
5.65%, 6/01/20 (a) | 160,000 | 159,400 | ||||||
5.875%, 7/01/23, 144A | 60,000 | 59,925 | ||||||
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC |
||||||||
5.00%, 6/01/24, 144A | 300,000 | 312,840 | ||||||
5.25%, 6/01/26, 144A | 90,000 | 94,657 | ||||||
L Brands, Inc. |
||||||||
7.00%, 5/01/20 | 30,000 | 33,437 | ||||||
6.625%, 4/01/21 | 180,000 | 200,250 | ||||||
5.625%, 2/15/22 | 140,000 | 149,450 | ||||||
5.625%, 10/15/23 | 250,000 | 265,312 | ||||||
Landrys, Inc., 144A |
||||||||
6.75%, 10/15/24 | 100,000 | 103,500 | ||||||
Mens Wearhouse, Inc. |
||||||||
7.00%, 7/01/22 | 150,000 | 128,625 | ||||||
Neiman Marcus Group Ltd. LLC, 144A |
||||||||
8.00%, 10/15/21 (a) | 160,000 | 83,600 | ||||||
Penske Automotive Group, Inc. |
||||||||
5.75%, 10/01/22 | 120,000 | 124,800 | ||||||
5.50%, 5/15/26 | 60,000 | 60,000 | ||||||
PetSmart, Inc., 144A |
||||||||
7.125%, 3/15/23 (a) | 400,000 | 374,000 | ||||||
PVH Corp. |
||||||||
4.50%, 12/15/22 | 150,000 | 155,250 | ||||||
QVC, Inc. |
||||||||
4.375%, 3/15/23 | 390,000 | 395,599 | ||||||
4.85%, 4/01/24 | 60,000 | 61,357 | ||||||
Rite Aid Corp. |
||||||||
9.25%, 3/15/20 | 250,000 | 259,095 | ||||||
6.75%, 6/15/21 (a) | 150,000 | 152,438 | ||||||
6.125%, 4/01/23, 144A (a) | 250,000 | 249,263 | ||||||
Sally Holdings LLC / Sally Capital, Inc. |
||||||||
5.75%, 6/01/22 | 120,000 | 123,825 | ||||||
5.625%, 12/01/25 | 180,000 | 185,400 | ||||||
Sears Holdings Corp. |
||||||||
8.00%, 12/15/19 | 100,000 | 78,000 | ||||||
Suburban Propane Partners LP/Suburban Energy Finance Corp. |
||||||||
5.50%, 6/01/24 | 140,000 | 141,050 | ||||||
|
|
|||||||
6,486,600 | ||||||||
|
|
|||||||
Storage/Warehousing - 0.2% | ||||||||
Algeco Scotsman Global Finance PLC, 144A |
||||||||
8.50%, 10/15/18 | 325,000 | 305,500 | ||||||
|
|
Consumer, Non-cyclical - 17.6% | ||||||||
Agriculture - 0.1% | ||||||||
Vector Group Ltd., 144A |
||||||||
6.125%, 2/01/25 | 150,000 | 156,375 | ||||||
|
|
|||||||
Beverages - 0.1% | ||||||||
Cott Holdings, Inc., 144A |
||||||||
5.50%, 4/01/25 | 150,000 | 153,921 | ||||||
|
|
|||||||
Biotechnology - 0.0% | ||||||||
Concordia International Corp. |
||||||||
9.50%, 10/21/22, 144A | 200,000 | 47,000 | ||||||
7.00%, 4/15/23, 144A | 100,000 | 20,750 | ||||||
|
|
|||||||
67,750 | ||||||||
|
|
|||||||
Commercial Services - 4.1% | ||||||||
ADT Corp. |
||||||||
3.50%, 7/15/22 | 240,000 | 235,800 | ||||||
4.125%, 6/15/23 | 240,000 | 238,800 | ||||||
Ahern Rentals, Inc., 144A |
||||||||
7.375%, 5/15/23 | 100,000 | 84,250 | ||||||
APX Group, Inc. |
||||||||
8.75%, 12/01/20 | 435,000 | 451,856 | ||||||
7.875%, 12/01/22 | 120,000 | 131,387 | ||||||
Ashtead Capital, Inc., 144A |
||||||||
6.50%, 7/15/22 | 500,000 | 519,375 | ||||||
Avis Budget Car Rental LLC / Avis Budget Finance, Inc. |
||||||||
5.125%, 6/01/22, 144A (a) | 60,000 | 58,500 | ||||||
5.50%, 4/01/23 (a) | 180,000 | 177,075 | ||||||
CDK Global, Inc., 144A |
||||||||
4.875%, 6/01/27 | 200,000 | 202,626 | ||||||
Cenveo Corp., 144A |
||||||||
6.00%, 8/01/19 | 100,000 | 85,500 | ||||||
Ceridian HCM Holding, Inc., 144A |
||||||||
11.00%, 3/15/21 | 200,000 | 210,875 | ||||||
Gartner, Inc., 144A |
||||||||
5.125%, 4/01/25 | 200,000 | 209,500 | ||||||
Herc Rentals, Inc. |
||||||||
7.50%, 6/01/22, 144A | 112,000 | 119,560 | ||||||
7.75%, 6/01/24, 144A (a) | 110,000 | 117,975 | ||||||
Hertz Corp. |
||||||||
6.75%, 4/15/19 (a) | 150,000 | 150,502 | ||||||
5.875%, 10/15/20 | 80,000 | 76,200 | ||||||
7.375%, 1/15/21 (a) | 280,000 | 265,475 | ||||||
5.50%, 10/15/24, 144A (a) | 140,000 | 113,050 | ||||||
Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 144A |
||||||||
6.375%, 8/01/23 | 305,000 | 323,300 | ||||||
Laureate Education, Inc., 144A |
||||||||
8.25%, 5/01/25 | 200,000 | 211,000 | ||||||
Live Nation Entertainment, Inc., 144A |
||||||||
4.875%, 11/01/24 | 110,000 | 111,650 | ||||||
Nielsen Co. Luxembourg SARL |
||||||||
5.50%, 10/01/21, 144A | 280,000 | 290,500 | ||||||
5.00%, 2/01/25, 144A | 100,000 | 102,250 | ||||||
Nielsen Finance LLC / Nielsen Finance Co. |
||||||||
4.50%, 10/01/20 | 100,000 | 102,000 | ||||||
5.00%, 4/15/22, 144A | 300,000 | 309,375 | ||||||
Prime Security Services Borrower LLC / Prime Finance, Inc., 144A |
||||||||
9.25%, 5/15/23 | 570,000 | 624,629 | ||||||
RR Donnelley & Sons Co. |
||||||||
7.875%, 3/15/21 | 150,000 | 163,582 | ||||||
6.00%, 4/01/24 | 60,000 | 59,100 | ||||||
Service Corp. International |
||||||||
5.375%, 5/15/24 | 335,000 | 354,229 | ||||||
ServiceMaster Co. LLC, 144A |
||||||||
5.125%, 11/15/24 | 210,000 | 218,316 | ||||||
Team Health Holdings, Inc., 144A |
||||||||
6.375%, 2/01/25 | 150,000 | 146,063 | ||||||
United Rentals North America, Inc. |
||||||||
7.625%, 4/15/22 | 120,000 | 125,550 | ||||||
6.125%, 6/15/23 | 180,000 | 190,442 | ||||||
4.625%, 7/15/23 | 120,000 | 125,358 | ||||||
5.75%, 11/15/24 | 120,000 | 127,351 | ||||||
5.50%, 7/15/25 | 60,000 | 63,465 | ||||||
5.875%, 9/15/26 | 305,000 | 324,441 | ||||||
5.50%, 5/15/27 | 310,000 | 319,300 | ||||||
|
|
|||||||
7,740,207 | ||||||||
|
|
Cosmetics/Personal Care - 0.3% | ||||||||
Avon Products, Inc. |
||||||||
6.60%, 3/15/20 | 170,000 | 173,825 | ||||||
7.00%, 3/15/23 | 60,000 | 55,950 | ||||||
Edgewell Personal Care Co. |
||||||||
4.70%, 5/24/22 | 250,000 | 268,125 | ||||||
Revlon Consumer Products Corp. |
||||||||
5.75%, 2/15/21 | 100,000 | 94,061 | ||||||
|
|
|||||||
591,961 | ||||||||
|
|
|||||||
Food - 1.4% | ||||||||
Albertsons Cos. LLC / Safeway, Inc. / New Albertsons, Inc. / Albertsons LLC |
||||||||
6.625%, 6/15/24, 144A | 230,000 | 238,625 | ||||||
5.75%, 3/15/25, 144A | 300,000 | 299,250 | ||||||
B&G Foods, Inc. |
||||||||
5.25%, 4/01/25 | 230,000 | 238,625 | ||||||
Lamb Weston Holdings, Inc. |
||||||||
4.625%, 11/01/24, 144A | 435,000 | 448,050 | ||||||
4.875%, 11/01/26, 144A | 60,000 | 61,800 | ||||||
Post Holdings, Inc. |
||||||||
6.00%, 12/15/22, 144A | 150,000 | 160,125 | ||||||
5.50%, 3/01/25, 144A | 210,000 | 220,500 | ||||||
8.00%, 7/15/25, 144A | 100,000 | 117,000 | ||||||
5.00%, 8/15/26, 144A | 420,000 | 423,675 | ||||||
TreeHouse Foods, Inc., 144A |
||||||||
6.00%, 2/15/24 | 150,000 | 160,875 | ||||||
US Foods, Inc., 144A |
||||||||
5.875%, 6/15/24 | 223,000 | 234,061 | ||||||
|
|
|||||||
2,602,586 | ||||||||
|
|
|||||||
Healthcare-Products - 0.9% | ||||||||
Alere, Inc., 144A |
||||||||
6.375%, 7/01/23 | 120,000 | 130,350 | ||||||
DJO Finco, Inc. / DJO Finance LLC / DJO Finance Corp., 144A |
||||||||
8.125%, 6/15/21 | 335,000 | 313,225 | ||||||
Hologic, Inc., 144A |
||||||||
5.25%, 7/15/22 | 150,000 | 158,062 | ||||||
Kinetic Concepts, Inc. / KCI USA, Inc., 144A |
||||||||
7.875%, 2/15/21 | 245,000 | 261,538 | ||||||
Mallinckrodt International Finance SA |
||||||||
4.75%, 4/15/23 (a) | 60,000 | 53,400 | ||||||
Mallinckrodt International Finance SA / Mallinckrodt CB LLC |
||||||||
4.875%, 4/15/20, 144A | 80,000 | 80,400 | ||||||
5.75%, 8/01/22, 144A (a) | 240,000 | 238,350 | ||||||
5.625%, 10/15/23, 144A (a) | 200,000 | 193,000 | ||||||
5.50%, 4/15/25, 144A | 60,000 | 55,350 | ||||||
Ortho-Clinical Diagnostics, Inc. / Ortho-Clinical Diagnostics SA, 144A |
||||||||
6.625%, 5/15/22 | 240,000 | 229,800 | ||||||
|
|
|||||||
1,713,475 | ||||||||
|
|
|||||||
Healthcare-Services - 7.8% | ||||||||
Acadia Healthcare Co., Inc. |
||||||||
5.625%, 2/15/23 | 200,000 | 208,750 | ||||||
Centene Corp. |
||||||||
5.625%, 2/15/21 | 330,000 | 345,470 | ||||||
4.75%, 5/15/22 | 250,000 | 262,000 | ||||||
6.125%, 2/15/24 | 60,000 | 65,344 | ||||||
4.75%, 1/15/25 | 125,000 | 129,375 | ||||||
CHS/Community Health Systems, Inc. |
||||||||
8.00%, 11/15/19 (a) | 340,000 | 342,975 | ||||||
7.125%, 7/15/20 | 260,000 | 257,075 | ||||||
5.125%, 8/01/21 | 240,000 | 243,900 | ||||||
6.875%, 2/01/22 (a) | 540,000 | 481,950 | ||||||
6.25%, 3/31/23 | 560,000 | 582,680 | ||||||
DaVita, Inc. |
||||||||
5.75%, 8/15/22 | 230,000 | 238,769 | ||||||
5.125%, 7/15/24 | 540,000 | 550,462 | ||||||
5.00%, 5/01/25 | 100,000 | 99,625 | ||||||
Envision Healthcare Corp. |
||||||||
5.125%, 7/01/22, 144A | 235,000 | 242,050 | ||||||
5.625%, 7/15/22 | 180,000 | 188,527 | ||||||
6.25%, 12/01/24, 144A (a) | 75,000 | 80,437 | ||||||
Fresenius Medical Care US Finance II, Inc. |
||||||||
5.625%, 7/31/19, 144A | 300,000 | 321,375 | ||||||
4.125%, 10/15/20, 144A | 200,000 | 210,124 | ||||||
5.875%, 1/31/22, 144A | 35,000 | 39,025 | ||||||
4.75%, 10/15/24, 144A | 60,000 | 63,601 | ||||||
Fresenius Medical Care US Finance, Inc., 144A |
||||||||
5.75%, 2/15/21 | 120,000 | 133,050 | ||||||
HCA Healthcare, Inc. |
||||||||
6.25%, 2/15/21 | 60,000 | 65,700 |
HCA, Inc. |
||||||||
8.00%, 10/01/18 | 250,000 | 270,625 | ||||||
3.75%, 3/15/19 | 120,000 | 122,850 | ||||||
6.50%, 2/15/20 | 740,000 | 814,925 | ||||||
7.50%, 2/15/22 | 250,000 | 288,750 | ||||||
5.875%, 3/15/22 | 200,000 | 222,500 | ||||||
4.75%, 5/01/23 | 240,000 | 256,596 | ||||||
5.875%, 5/01/23 | 320,000 | 350,202 | ||||||
5.00%, 3/15/24 | 300,000 | 322,170 | ||||||
5.375%, 2/01/25 | 540,000 | 569,025 | ||||||
5.25%, 4/15/25 | 200,000 | 218,876 | ||||||
5.875%, 2/15/26 | 300,000 | 326,625 | ||||||
5.25%, 6/15/26 | 330,000 | 359,304 | ||||||
4.50%, 2/15/27 | 260,000 | 268,138 | ||||||
HealthSouth Corp. |
||||||||
5.75%, 11/01/24 | 240,000 | 249,000 | ||||||
Kindred Healthcare, Inc. |
||||||||
8.00%, 1/15/20 | 320,000 | 336,602 | ||||||
6.375%, 4/15/22 | 120,000 | 117,450 | ||||||
8.75%, 1/15/23 | 60,000 | 62,925 | ||||||
LifePoint Health, Inc. |
||||||||
5.50%, 12/01/21 | 110,000 | 114,331 | ||||||
5.875%, 12/01/23 | 300,000 | 311,250 | ||||||
MEDNAX, Inc., 144A |
||||||||
5.25%, 12/01/23 | 160,000 | 162,800 | ||||||
Molina Healthcare, Inc. |
||||||||
5.375%, 11/15/22 | 100,000 | 106,625 | ||||||
MPH Acquisition Holdings LLC, 144A |
||||||||
7.125%, 6/01/24 | 355,000 | 380,276 | ||||||
Opal Acquisition, Inc., 144A |
||||||||
8.875%, 12/15/21 | 100,000 | 91,000 | ||||||
Select Medical Corp. |
||||||||
6.375%, 6/01/21 | 250,000 | 256,875 | ||||||
Tenet Healthcare Corp. |
||||||||
6.25%, 11/01/18 | 120,000 | 127,200 | ||||||
5.00%, 3/01/19 | 300,000 | 307,314 | ||||||
5.50%, 3/01/19 | 50,000 | 51,500 | ||||||
4.75%, 6/01/20 | 120,000 | 124,650 | ||||||
8.00%, 8/01/20 | 240,000 | 244,800 | ||||||
6.00%, 10/01/20 | 500,000 | 536,875 | ||||||
4.375%, 10/01/21 | 240,000 | 247,560 | ||||||
7.50%, 1/01/22, 144A | 150,000 | 163,669 | ||||||
8.125%, 4/01/22 | 450,000 | 475,875 | ||||||
6.75%, 6/15/23 (a) | 300,000 | 299,199 | ||||||
WellCare Health Plans, Inc. |
||||||||
5.25%, 4/01/25 | 360,000 | 380,250 | ||||||
|
|
|||||||
14,690,876 | ||||||||
|
|
|||||||
Household Products/Wares - 0.3% | ||||||||
Spectrum Brands, Inc. |
||||||||
6.625%, 11/15/22 | 370,000 | 391,275 | ||||||
5.75%, 7/15/25 | 180,000 | 192,168 | ||||||
|
|
|||||||
583,443 | ||||||||
|
|
|||||||
Pharmaceuticals - 2.6% | ||||||||
Endo Dac / Endo Finance LLC / Endo Finco, Inc., 144A |
||||||||
6.00%, 7/15/23 | 450,000 | 416,812 | ||||||
Endo Finance LLC, 144A |
||||||||
5.75%, 1/15/22 | 310,000 | 298,762 | ||||||
Endo Finance LLC / Endo Finco, Inc., 144A |
||||||||
5.375%, 1/15/23 | 210,000 | 191,625 | ||||||
Natures Bounty Co., 144A |
||||||||
7.625%, 5/15/21 | 400,000 | 419,000 | ||||||
Valeant Pharmaceuticals International |
||||||||
7.00%, 10/01/20, 144A | 230,000 | 220,800 | ||||||
6.375%, 10/15/20, 144A (a) | 500,000 | 472,500 | ||||||
7.25%, 7/15/22, 144A | 21,000 | 18,743 | ||||||
Valeant Pharmaceuticals International, Inc. |
||||||||
6.75%, 8/15/18, 144A | 71,000 | 71,710 | ||||||
5.375%, 3/15/20, 144A | 400,000 | 374,020 | ||||||
7.50%, 7/15/21, 144A (a) | 325,000 | 302,455 | ||||||
5.625%, 12/01/21, 144A | 240,000 | 207,000 | ||||||
5.50%, 3/01/23, 144A | 240,000 | 195,050 | ||||||
5.875%, 5/15/23, 144A | 600,000 | 491,625 | ||||||
7.00%, 3/15/24, 144A | 460,000 | 487,605 | ||||||
6.125%, 4/15/25, 144A (a) | 600,000 | 485,250 | ||||||
Vizient, Inc., 144A |
||||||||
10.375%, 3/01/24 | 150,000 | 173,250 | ||||||
|
|
|||||||
4,826,207 | ||||||||
|
|
Diversified - 0.2% | ||||||||
Holding Companies-Diversified - 0.2% | ||||||||
HRG Group, Inc. |
||||||||
7.875%, 7/15/19 | 60,000 | 61,965 | ||||||
7.75%, 1/15/22 | 140,000 | 148,820 | ||||||
Leucadia National Corp. |
||||||||
5.50%, 10/18/23 | 150,000 | 162,106 | ||||||
Noble Group Ltd., 144A |
||||||||
6.75%, 1/29/20 | 200,000 | 82,000 | ||||||
|
|
|||||||
454,891 | ||||||||
|
|
|||||||
Energy - 12.4% | ||||||||
Coal - 0.4% | ||||||||
CONSOL Energy, Inc. |
||||||||
5.875%, 4/15/22 | 240,000 | 237,900 | ||||||
8.00%, 4/01/23 (a) | 180,000 | 190,575 | ||||||
Murray Energy Corp., 144A |
||||||||
11.25%, 4/15/21 | 290,000 | 223,300 | ||||||
Peabody Energy Corp., 144A |
||||||||
6.00%, 3/31/22 | 200,000 | 201,750 | ||||||
|
|
|||||||
853,525 | ||||||||
|
|
|||||||
Energy-Alternate Sources - 0.2% | ||||||||
TerraForm Power Operating LLC, 144A |
||||||||
6.375%, 2/01/23 | 335,000 | 348,400 | ||||||
|
|
|||||||
Oil & Gas - 8.4% | ||||||||
Antero Resources Corp. |
||||||||
5.375%, 11/01/21 | 230,000 | 237,475 | ||||||
5.125%, 12/01/22 | 60,000 | 60,975 | ||||||
5.625%, 6/01/23 | 420,000 | 432,600 | ||||||
Ascent Resources Utica Holdings LLC / ARU Finance Corp., 144A |
||||||||
10.00%, 4/01/22 | 250,000 | 257,187 | ||||||
Atwood Oceanics, Inc. |
||||||||
6.50%, 2/01/20 | 100,000 | 100,375 | ||||||
Baytex Energy Corp., 144A |
||||||||
5.625%, 6/01/24 | 150,000 | 137,625 | ||||||
California Resources Corp., 144A |
||||||||
8.00%, 12/15/22 | 350,000 | 263,375 | ||||||
Calumet Specialty Products Partners LP / Calumet Finance Corp. |
||||||||
11.50%, 1/15/21, 144A | 120,000 | 140,700 | ||||||
6.50%, 4/15/21 | 260,000 | 234,000 | ||||||
Carrizo Oil & Gas, Inc. |
||||||||
7.50%, 9/15/20 | 230,000 | 236,037 | ||||||
6.25%, 4/15/23 | 120,000 | 117,300 | ||||||
Chesapeake Energy Corp. |
||||||||
6.625%, 8/15/20 | 200,000 | 209,000 | ||||||
8.00%, 12/15/22, 144A | 670,000 | 726,950 | ||||||
8.00%, 1/15/25, 144A (a) | 162,000 | 161,797 | ||||||
Citgo Holding, Inc., 144A |
||||||||
10.75%, 2/15/20 | 230,000 | 249,550 | ||||||
Concho Resources, Inc. |
||||||||
5.50%, 10/01/22 | 120,000 | 124,200 | ||||||
5.50%, 4/01/23 | 120,000 | 124,650 | ||||||
4.375%, 1/15/25 | 190,000 | 194,750 | ||||||
Continental Resources, Inc. |
||||||||
5.00%, 9/15/22 | 380,000 | 381,900 | ||||||
4.50%, 4/15/23 | 300,000 | 294,750 | ||||||
3.80%, 6/01/24 | 160,000 | 150,304 | ||||||
Denbury Resources, Inc. |
||||||||
9.00%, 5/15/21, 144A | 135,000 | 139,050 | ||||||
5.50%, 5/01/22 | 120,000 | 87,600 | ||||||
4.625%, 7/15/23 | 120,000 | 80,700 | ||||||
Diamond Offshore Drilling, Inc. |
||||||||
5.875%, 5/01/19 | 60,000 | 62,700 | ||||||
Diamondback Energy, Inc., 144A |
||||||||
5.375%, 5/31/25 | 210,000 | 217,350 | ||||||
Ensco PLC |
||||||||
4.50%, 10/01/24 (a) | 250,000 | 206,875 | ||||||
EP Energy LLC / Everest Acquisition Finance, Inc. |
||||||||
9.375%, 5/01/20 | 320,000 | 294,400 | ||||||
6.375%, 6/15/23 | 400,000 | 288,500 | ||||||
8.00%, 2/15/25, 144A | 30,000 | 25,800 | ||||||
Gulfport Energy Corp. |
||||||||
6.00%, 10/15/24, 144A | 100,000 | 98,500 | ||||||
6.375%, 5/15/25, 144A | 100,000 | 99,625 | ||||||
Hilcorp Energy I LP / Hilcorp Finance Co. |
||||||||
5.00%, 12/01/24, 144A | 172,000 | 164,905 | ||||||
5.75%, 10/01/25, 144A | 78,000 | 76,830 | ||||||
Jupiter Resources, Inc., 144A |
||||||||
8.50%, 10/01/22 | 220,000 | 174,350 |
Laredo Petroleum, Inc. | ||||||||
5.625%, 1/15/22 | 120,000 | 118,350 | ||||||
7.375%, 5/01/22 | 60,000 | 62,025 | ||||||
MEG Energy Corp. | ||||||||
6.375%, 1/30/23, 144A | 30,000 | 25,875 | ||||||
7.00%, 3/31/24, 144A | 340,000 | 295,800 | ||||||
Murphy Oil Corp. | ||||||||
4.00%, 6/01/22 | 60,000 | 58,500 | ||||||
4.70%, 12/01/22 | 231,000 | 226,380 | ||||||
6.875%, 8/15/24 | 109,000 | 114,450 | ||||||
Nabors Industries, Inc. | ||||||||
5.00%, 9/15/20 | 120,000 | 123,900 | ||||||
4.625%, 9/15/21 | 300,000 | 303,750 | ||||||
5.50%, 1/15/23, 144A | 60,000 | 59,700 | ||||||
Newfield Exploration Co. | ||||||||
5.75%, 1/30/22 | 270,000 | 288,900 | ||||||
5.625%, 7/01/24 | 60,000 | 63,900 | ||||||
5.375%, 1/01/26 | 180,000 | 189,000 | ||||||
Noble Holding International Ltd. | ||||||||
7.75%, 1/15/24 (a) | 325,000 | 288,337 | ||||||
Oasis Petroleum, Inc. | ||||||||
6.875%, 3/15/22 | 230,000 | 233,737 | ||||||
Pacific Drilling SA, 144A | ||||||||
5.375%, 6/01/20 | 150,000 | 75,750 | ||||||
Parsley Energy LLC / Parsley Finance Corp. | ||||||||
5.375%, 1/15/25, 144A | 60,000 | 61,050 | ||||||
5.25%, 8/15/25, 144A | 210,000 | 212,625 | ||||||
PBF Holding Co. LLC / PBF Finance Corp. | ||||||||
7.00%, 11/15/23 (a) | 120,000 | 120,900 | ||||||
PDC Energy, Inc. | ||||||||
7.75%, 10/15/22 | 100,000 | 105,125 | ||||||
Permian Resources LLC, 144A | ||||||||
13.00%, 11/30/20 | 125,000 | 145,625 | ||||||
Permian Resources LLC / AEPB Finance Corp., 144A | ||||||||
7.125%, 11/01/20 (a) | 250,000 | 226,250 | ||||||
Pride International LLC | ||||||||
6.875%, 8/15/20 | 50,000 | 53,437 | ||||||
QEP Resources, Inc. | ||||||||
5.375%, 10/01/22 | 30,000 | 29,475 | ||||||
5.25%, 5/01/23 | 240,000 | 234,000 | ||||||
Range Resources Corp., 144A | ||||||||
5.00%, 3/15/23 | 365,000 | 357,244 | ||||||
Rowan Cos., Inc. | ||||||||
4.875%, 6/01/22 (a) | 110,000 | 104,913 | ||||||
7.375%, 6/15/25 | 100,000 | 98,500 | ||||||
RSP Permian, Inc. | ||||||||
6.625%, 10/01/22 | 150,000 | 158,813 | ||||||
Sanchez Energy Corp. | ||||||||
7.75%, 6/15/21 (a) | 192,000 | 181,920 | ||||||
6.125%, 1/15/23 (a) | 240,000 | 212,400 | ||||||
Seven Generations Energy Ltd. | ||||||||
8.25%, 5/15/20, 144A | 100,000 | 105,000 | ||||||
6.75%, 5/01/23, 144A | 60,000 | 63,600 | ||||||
6.875%, 6/30/23, 144A | 60,000 | 63,750 | ||||||
SM Energy Co. | ||||||||
6.125%, 11/15/22 | 260,000 | 258,538 | ||||||
6.75%, 9/15/26 (a) | 120,000 | 118,200 | ||||||
Southwestern Energy Co. | ||||||||
5.80%, 1/23/20 (a) | 230,000 | 234,025 | ||||||
4.10%, 3/15/22 (a) | 290,000 | 269,700 | ||||||
6.70%, 1/23/25 | 120,000 | 119,100 | ||||||
Sunoco LP / Sunoco Finance Corp. | ||||||||
5.50%, 8/01/20 | 160,000 | 165,400 | ||||||
6.25%, 4/15/21 | 290,000 | 306,675 | ||||||
6.375%, 4/01/23 | 60,000 | 64,200 | ||||||
Tesoro Corp. | ||||||||
5.375%, 10/01/22 | 50,000 | 52,125 | ||||||
4.75%, 12/15/23, 144A | 60,000 | 63,450 | ||||||
5.125%, 12/15/26, 144A | 210,000 | 225,750 | ||||||
Transocean, Inc. | ||||||||
6.50%, 11/15/20 (a) | 120,000 | 123,300 | ||||||
8.125%, 12/15/21 | 296,000 | 310,060 | ||||||
9.00%, 7/15/23, 144A | 180,000 | 189,000 | ||||||
Tullow Oil PLC | ||||||||
6.00%, 11/01/20, 144A | 50,000 | 48,750 | ||||||
6.25%, 4/15/22, 144A (a) | 250,000 | 235,625 | ||||||
Ultra Resources, Inc., 144A | ||||||||
7.125%, 4/15/25 | 200,000 | 200,750 | ||||||
Whiting Petroleum Corp. | ||||||||
5.00%, 3/15/19 | 240,000 | 240,600 | ||||||
5.75%, 3/15/21 (a) | 220,000 | 216,920 | ||||||
6.25%, 4/01/23 (a) | 30,000 | 30,000 | ||||||
WPX Energy, Inc. | ||||||||
7.50%, 8/01/20 | 60,000 | 63,600 | ||||||
6.00%, 1/15/22 | 120,000 | 121,800 | ||||||
8.25%, 8/01/23 | 257,000 | 282,700 | ||||||
|
|
|||||||
15,855,934 | ||||||||
|
|
|||||||
Oil & Gas Services - 0.6% | ||||||||
CGG SA |
||||||||
6.50%, 6/01/21 | 250,000 | 107,500 |
SESI LLC | ||||||||
7.125%, 12/15/21 (a) | 250,000 | 250,625 | ||||||
Weatherford International Ltd. | ||||||||
7.75%, 6/15/21 | 110,000 | 116,504 | ||||||
4.50%, 4/15/22 | 5,000 | 4,663 | ||||||
8.25%, 6/15/23 | 510,000 | 541,875 | ||||||
9.875%, 2/15/24, 144A | 30,000 | 33,900 | ||||||
|
|
|||||||
1,055,067 | ||||||||
|
|
|||||||
Pipelines - 2.8% | ||||||||
Cheniere Corpus Christi Holdings LLC | ||||||||
7.00%, 6/30/24 | 350,000 | 393,750 | ||||||
5.875%, 3/31/25 | 200,000 | 215,500 | ||||||
5.125%, 6/30/27, 144A | 250,000 | 253,750 | ||||||
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp. | ||||||||
6.25%, 4/01/23 | 165,000 | 171,909 | ||||||
5.75%, 4/01/25, 144A | 60,000 | 61,500 | ||||||
DCP Midstream Operating LP | ||||||||
5.35%, 3/15/20, 144A | 301,000 | 316,050 | ||||||
3.875%, 3/15/23 | 160,000 | 157,120 | ||||||
Energy Transfer Equity LP | ||||||||
7.50%, 10/15/20 | 220,000 | 246,950 | ||||||
5.875%, 1/15/24 | 190,000 | 203,775 | ||||||
5.50%, 6/01/27 | 310,000 | 327,825 | ||||||
Genesis Energy LP / Genesis Energy Finance Corp. | ||||||||
6.75%, 8/01/22 | 245,000 | 253,881 | ||||||
NGPL PipeCo LLC, 144A | ||||||||
9.625%, 6/01/19 | 120,000 | 123,450 | ||||||
ONEOK, Inc. | ||||||||
7.50%, 9/01/23 | 120,000 | 143,325 | ||||||
Rockies Express Pipeline LLC | ||||||||
6.85%, 7/15/18, 144A | 50,000 | 52,625 | ||||||
6.00%, 1/15/19, 144A | 120,000 | 126,526 | ||||||
5.625%, 4/15/20, 144A | 220,000 | 235,400 | ||||||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | ||||||||
4.125%, 11/15/19 | 200,000 | 204,000 | ||||||
5.25%, 5/01/23 | 60,000 | 62,175 | ||||||
4.25%, 11/15/23 | 240,000 | 238,800 | ||||||
6.75%, 3/15/24 | 60,000 | 65,400 | ||||||
5.125%, 2/01/25, 144A | 60,000 | 62,325 | ||||||
5.375%, 2/01/27, 144A | 30,000 | 31,425 | ||||||
Tesoro Logistics LP / Tesoro Logistics Finance Corp. | ||||||||
5.875%, 10/01/20 | 120,000 | 123,300 | ||||||
6.25%, 10/15/22 | 180,000 | 193,500 | ||||||
6.375%, 5/01/24 | 120,000 | 131,100 | ||||||
5.25%, 1/15/25 | 450,000 | 477,562 | ||||||
Williams Cos., Inc. | ||||||||
3.70%, 1/15/23 | 120,000 | 118,800 | ||||||
4.55%, 6/24/24 | 180,000 | 185,850 | ||||||
|
|
|||||||
5,177,573 | ||||||||
|
|
|||||||
Financial - 8.4% | ||||||||
Banks - 1.2% | ||||||||
Intesa Sanpaolo SpA | ||||||||
5.017%, 6/26/24, 144A | 450,000 | 440,948 | ||||||
5.71%, 1/15/26, 144A | 250,000 | 254,467 | ||||||
Royal Bank of Scotland Group PLC | ||||||||
6.125%, 12/15/22 | 410,000 | 449,686 | ||||||
6.10%, 6/10/23 | 380,000 | 417,203 | ||||||
6.00%, 12/19/23 | 420,000 | 462,326 | ||||||
5.125%, 5/28/24 | 200,000 | 209,970 | ||||||
|
|
|||||||
2,234,600 | ||||||||
|
|
|||||||
Diversified Financial Services - 4.3% | ||||||||
Aircastle Ltd. | ||||||||
6.25%, 12/01/19 | 150,000 | 163,125 | ||||||
5.125%, 3/15/21 | 60,000 | 64,500 | ||||||
5.50%, 2/15/22 | 60,000 | 65,400 | ||||||
5.00%, 4/01/23 | 300,000 | 321,189 | ||||||
Ally Financial, Inc. | ||||||||
8.00%, 12/31/18 | 150,000 | 162,937 | ||||||
3.50%, 1/27/19 | 110,000 | 111,771 | ||||||
3.75%, 11/18/19 | 300,000 | 307,500 | ||||||
8.00%, 3/15/20 | 140,000 | 159,880 | ||||||
4.125%, 3/30/20 | 170,000 | 176,134 | ||||||
7.50%, 9/15/20 | 120,000 | 136,200 | ||||||
4.25%, 4/15/21 | 50,000 | 51,651 | ||||||
4.125%, 2/13/22 | 350,000 | 359,845 | ||||||
4.625%, 5/19/22 | 60,000 | 61,875 | ||||||
5.125%, 9/30/24 (a) | 60,000 | 62,438 | ||||||
4.625%, 3/30/25 | 60,000 | 60,387 | ||||||
5.75%, 11/20/25 (a) | 200,000 | 208,500 | ||||||
ASP AMC Merger Sub, Inc., 144A | ||||||||
8.00%, 5/15/25 | 100,000 | 98,125 |
CIT Group, Inc. | ||||||||
5.50%, 2/15/19, 144A | 134,000 | 141,705 | ||||||
3.875%, 2/19/19 | 160,000 | 164,600 | ||||||
5.375%, 5/15/20 | 120,000 | 129,300 | ||||||
5.00%, 8/15/22 | 320,000 | 347,104 | ||||||
5.00%, 8/01/23 | 120,000 | 129,750 | ||||||
Jefferies Finance LLC / JFIN Co-Issuer Corp., 144A | ||||||||
7.375%, 4/01/20 | 420,000 | 436,275 | ||||||
LPL Holdings, Inc., 144A | ||||||||
5.75%, 9/15/25 | 100,000 | 103,500 | ||||||
Nationstar Mortgage LLC / Nationstar Capital Corp. | ||||||||
6.50%, 8/01/18 | 120,000 | 121,275 | ||||||
7.875%, 10/01/20 | 60,000 | 61,987 | ||||||
6.50%, 7/01/21 | 240,000 | 246,300 | ||||||
Navient Corp. | ||||||||
Series MTN, 8.45%, 6/15/18 | 405,000 | 430,596 | ||||||
Series MTN, 5.50%, 1/15/19 | 180,000 | 187,200 | ||||||
Series MTN, 4.875%, 6/17/19 | 170,000 | 176,086 | ||||||
Series MTN, 8.00%, 3/25/20 | 150,000 | 166,125 | ||||||
5.00%, 10/26/20 | 60,000 | 61,500 | ||||||
6.625%, 7/26/21 | 280,000 | 298,284 | ||||||
Series MTN, 7.25%, 1/25/22 | 120,000 | 129,300 | ||||||
5.50%, 1/25/23 | 240,000 | 237,826 | ||||||
7.25%, 9/25/23 | 300,000 | 316,800 | ||||||
Series MTN, 6.125%, 3/25/24 | 160,000 | 160,448 | ||||||
5.875%, 10/25/24 | 160,000 | 156,400 | ||||||
OneMain Financial Holdings LLC | ||||||||
6.75%, 12/15/19, 144A | 200,000 | 210,250 | ||||||
7.25%, 12/15/21, 144A | 120,000 | 126,972 | ||||||
Quicken Loans, Inc., 144A | ||||||||
5.75%, 5/01/25 | 260,000 | 261,625 | ||||||
Springleaf Finance Corp. | ||||||||
5.25%, 12/15/19 | 100,000 | 103,000 | ||||||
8.25%, 12/15/20 | 490,000 | 541,450 | ||||||
7.75%, 10/01/21 | 20,000 | 21,850 | ||||||
Walter Investment Management Corp. | ||||||||
7.875%, 12/15/21 | 100,000 | 60,438 | ||||||
|
|
|||||||
8,099,403 | ||||||||
|
|
|||||||
Insurance - 0.4% | ||||||||
Alliant Holdings Intermediate LLC, 144A | ||||||||
8.25%, 8/01/23 | 100,000 | 106,000 | ||||||
Genworth Holdings, Inc. | ||||||||
7.70%, 6/15/20 | 250,000 | 245,625 | ||||||
7.625%, 9/24/21 (a) | 165,000 | 157,575 | ||||||
4.90%, 8/15/23 | 30,000 | 24,675 | ||||||
HUB International Ltd., 144A | ||||||||
7.875%, 10/01/21 | 140,000 | 146,650 | ||||||
|
|
|||||||
680,525 | ||||||||
|
|
|||||||
Real Estate - 0.2% | ||||||||
Howard Hughes Corp., 144A | ||||||||
5.375%, 3/15/25 | 100,000 | 103,375 | ||||||
Realogy Group LLC / Realogy Co.-Issuer Corp. | ||||||||
5.25%, 12/01/21, 144A | 250,000 | 263,750 | ||||||
4.875%, 6/01/23, 144A | 60,000 | 60,750 | ||||||
|
|
|||||||
427,875 | ||||||||
|
|
|||||||
Real Estate Investment Trusts - 1.8% | ||||||||
Equinix, Inc. | ||||||||
4.875%, 4/01/20 | 60,000 | 61,612 | ||||||
5.375%, 1/01/22 | 380,000 | 402,443 | ||||||
5.375%, 4/01/23 | 180,000 | 189,396 | ||||||
5.75%, 1/01/25 | 60,000 | 65,100 | ||||||
5.875%, 1/15/26 | 180,000 | 196,144 | ||||||
5.375%, 5/15/27 | 250,000 | 263,673 | ||||||
ESH Hospitality, Inc., 144A | ||||||||
5.25%, 5/01/25 | 300,000 | 307,302 | ||||||
FelCor Lodging LP | ||||||||
5.625%, 3/01/23 | 240,000 | 252,000 | ||||||
Iron Mountain, Inc. | ||||||||
6.00%, 10/01/20, 144A | 140,000 | 146,300 | ||||||
6.00%, 8/15/23 | 60,000 | 63,900 | ||||||
5.75%, 8/15/24 | 300,000 | 309,375 | ||||||
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer, Inc. | ||||||||
5.625%, 5/01/24 | 180,000 | 195,075 | ||||||
MPT Operating Partnership LP / MPT Finance Corp. | ||||||||
6.375%, 3/01/24 | 120,000 | 131,400 | ||||||
5.25%, 8/01/26 | 150,000 | 158,250 | ||||||
SBA Communications Corp. | ||||||||
4.875%, 7/15/22 | 180,000 | 186,525 | ||||||
4.875%, 9/01/24, 144A | 200,000 | 203,400 |
Uniti Group, Inc. / CSL Capital LLC | ||||||||
6.00%, 4/15/23, 144A | 60,000 | 63,000 | ||||||
8.25%, 10/15/23 | 120,000 | 126,900 | ||||||
7.125%, 12/15/24, 144A | 14,000 | 14,070 | ||||||
|
|
|||||||
3,335,865 | ||||||||
|
|
|||||||
Venture Capital - 0.5% | ||||||||
Icahn Enterprises LP / Icahn Enterprises Finance Corp. | ||||||||
4.875%, 3/15/19 | 250,000 | 254,250 | ||||||
6.00%, 8/01/20 | 230,000 | 236,613 | ||||||
5.875%, 2/01/22 | 540,000 | 555,525 | ||||||
|
|
|||||||
1,046,388 | ||||||||
|
|
|||||||
Industrial - 8.3% | ||||||||
Aerospace/Defense - 1.1% | ||||||||
Arconic, Inc. | ||||||||
5.72%, 2/23/19 | 100,000 | 106,317 | ||||||
6.15%, 8/15/20 | 120,000 | 132,198 | ||||||
5.40%, 4/15/21 | 200,000 | 216,098 | ||||||
5.87%, 2/23/22 | 60,000 | 65,850 | ||||||
5.125%, 10/01/24 | 330,000 | 352,440 | ||||||
KLX, Inc., 144A | ||||||||
5.875%, 12/01/22 | 240,000 | 254,119 | ||||||
TransDigm, Inc. | ||||||||
5.50%, 10/15/20 | 100,000 | 102,593 | ||||||
6.00%, 7/15/22 | 305,000 | 316,781 | ||||||
6.50%, 7/15/24 | 120,000 | 125,100 | ||||||
6.50%, 5/15/25 | 180,000 | 186,750 | ||||||
6.375%, 6/15/26 | 150,000 | 154,125 | ||||||
|
|
|||||||
2,012,371 | ||||||||
|
|
|||||||
Building Materials - 0.5% | ||||||||
Builders FirstSource, Inc., 144A | ||||||||
5.625%, 9/01/24 | 200,000 | 208,250 | ||||||
Standard Industries, Inc. | ||||||||
5.50%, 2/15/23, 144A | 120,000 | 126,750 | ||||||
5.375%, 11/15/24, 144A | 240,000 | 253,500 | ||||||
6.00%, 10/15/25, 144A | 120,000 | 130,200 | ||||||
5.125%, 2/15/21, 144A | 110,000 | 114,950 | ||||||
5.00%, 2/15/27, 144A | 60,000 | 61,575 | ||||||
|
|
|||||||
895,225 | ||||||||
|
|
|||||||
Electrical Components & Equipment - 0.3% | ||||||||
Belden, Inc., 144A | ||||||||
5.50%, 9/01/22 | 500,000 | 517,500 | ||||||
|
|
|||||||
Electronics - 0.1% | ||||||||
Ingram Micro, Inc. | ||||||||
5.45%, 12/15/24 | 125,000 | 127,089 | ||||||
|
|
|||||||
Engineering & Construction - 0.4% | ||||||||
AECOM | ||||||||
5.75%, 10/15/22 | 120,000 | 126,600 | ||||||
5.875%, 10/15/24 | 430,000 | 463,325 | ||||||
Tutor Perini Corp., 144A | ||||||||
6.875%, 5/01/25 | 100,000 | 104,875 | ||||||
|
|
|||||||
694,800 | ||||||||
|
|
|||||||
Environmental Control - 0.4% | ||||||||
Clean Harbors, Inc. | ||||||||
5.25%, 8/01/20 | 120,000 | 122,100 | ||||||
5.125%, 6/01/21 | 300,000 | 307,500 | ||||||
Covanta Holding Corp. | ||||||||
5.875%, 3/01/24 | 200,000 | 198,000 | ||||||
5.875%, 7/01/25 | 60,000 | 58,650 | ||||||
GFL Environmental, Inc., 144A | ||||||||
9.875%, 2/01/21 | 100,000 | 109,250 | ||||||
|
|
|||||||
795,500 | ||||||||
|
|
|||||||
Machinery-Construction & Mining - 0.3% | ||||||||
BlueLine Rental Finance Corp. / BlueLine Rental LLC, 144A | ||||||||
9.25%, 3/15/24 | 260,000 | 272,350 | ||||||
Vertiv Group Corp., 144A | ||||||||
9.25%, 10/15/24 | 210,000 | 227,850 | ||||||
|
|
|||||||
500,200 | ||||||||
|
|
CNH Industrial Capital LLC | ||||||||
3.875%, 7/16/18 | 50,000 | 51,000 | ||||||
4.375%, 11/06/20 | 240,000 | 251,100 | ||||||
4.875%, 4/01/21 | 60,000 | 63,861 | ||||||
3.875%, 10/15/21 | 240,000 | 245,400 | ||||||
4.375%, 4/05/22 | 110,000 | 114,125 | ||||||
Welbilt, Inc. | ||||||||
9.50%, 2/15/24 | 200,000 | 233,000 | ||||||
Zebra Technologies Corp. | ||||||||
7.25%, 10/15/22 | 120,000 | 129,045 | ||||||
|
|
|||||||
1,087,531 | ||||||||
|
|
|||||||
Metal Fabricate/Hardware - 0.3% | ||||||||
Novelis Corp. | ||||||||
6.25%, 8/15/24, 144A | 180,000 | 190,098 | ||||||
5.875%, 9/30/26, 144A | 350,000 | 363,125 | ||||||
|
|
|||||||
553,223 | ||||||||
|
|
|||||||
Miscellaneous Manufacturing - 0.9% | ||||||||
Amsted Industries, Inc., 144A | ||||||||
5.00%, 3/15/22 | 125,000 | 129,375 | ||||||
Bombardier, Inc. | ||||||||
4.75%, 4/15/19, 144A | 120,000 | 122,550 | ||||||
7.75%, 3/15/20, 144A | 320,000 | 346,800 | ||||||
8.75%, 12/01/21, 144A | 280,000 | 312,200 | ||||||
5.75%, 3/15/22, 144A | 60,000 | 60,000 | ||||||
6.00%, 10/15/22, 144A | 60,000 | 60,263 | ||||||
6.125%, 1/15/23, 144A | 270,000 | 271,519 | ||||||
7.50%, 3/15/25, 144A | 240,000 | 248,875 | ||||||
Gates Global LLC / Gates Global Co., 144A | ||||||||
6.00%, 7/15/22 | 240,000 | 245,712 | ||||||
|
|
|||||||
1,797,294 | ||||||||
|
|
|||||||
Packaging & Containers - 2.6% | ||||||||
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc. | ||||||||
6.00%, 6/30/21, 144A | 50,000 | 51,688 | ||||||
4.625%, 5/15/23, 144A | 350,000 | 359,187 | ||||||
7.25%, 5/15/24, 144A | 250,000 | 273,750 | ||||||
6.00%, 2/15/25, 144A | 400,000 | 418,000 | ||||||
Ball Corp. | ||||||||
5.00%, 3/15/22 | 60,000 | 64,350 | ||||||
5.25%, 7/01/25 | 555,000 | 605,089 | ||||||
Berry Plastics Corp. | ||||||||
5.125%, 7/15/23 | 350,000 | 368,112 | ||||||
BWAY Holding Co. | ||||||||
5.50%, 4/15/24, 144A | 400,000 | 410,000 | ||||||
7.25%, 4/15/25, 144A | 30,000 | 30,600 | ||||||
Coveris Holdings SA, 144A | ||||||||
7.875%, 11/01/19 | 225,000 | 220,500 | ||||||
Crown Americas LLC / Crown Americas Capital Corp. IV | ||||||||
4.50%, 1/15/23 | 100,000 | 104,500 | ||||||
Flex Acquisition Co., Inc., 144A | ||||||||
6.875%, 1/15/25 | 117,000 | 122,777 | ||||||
Owens-Brockway Glass Container, Inc., 144A | ||||||||
5.875%, 8/15/23 | 120,000 | 131,325 | ||||||
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu | ||||||||
5.75%, 10/15/20 | 400,000 | 411,200 | ||||||
6.875%, 2/15/21 | 155,552 | 159,635 | ||||||
5.125%, 7/15/23, 144A | 430,000 | 447,738 | ||||||
7.00%, 7/15/24, 144A | 260,000 | 280,311 | ||||||
Sealed Air Corp. | ||||||||
4.875%, 12/01/22, 144A | 60,000 | 62,850 | ||||||
5.25%, 4/01/23, 144A | 250,000 | 266,875 | ||||||
5.125%, 12/01/24, 144A | 60,000 | 63,450 | ||||||
5.50%, 9/15/25, 144A | 120,000 | 129,600 | ||||||
|
|
|||||||
4,981,537 | ||||||||
|
|
|||||||
Shipbuilding - 0.1% | ||||||||
Huntington Ingalls Industries, Inc. | ||||||||
5.00%, 12/15/21, 144A | 170,000 | 176,375 | ||||||
5.00%, 11/15/25, 144A | 100,000 | 107,250 | ||||||
|
|
|||||||
283,625 | ||||||||
|
|
|||||||
Transportation - 0.4% | ||||||||
Florida East Coast Holdings Corp., 144A | ||||||||
6.75%, 5/01/19 | 120,000 | 123,900 | ||||||
XPO Logistics, Inc. | ||||||||
6.50%, 6/15/22, 144A | 490,000 | 522,071 | ||||||
6.125%, 9/01/23, 144A | 60,000 | 63,525 | ||||||
|
|
|||||||
709,496 | ||||||||
|
|
Trucking & Leasing - 0.3% | ||||||||
Park Aerospace Holdings Ltd. | ||||||||
5.25%, 8/15/22, 144A | 460,000 | 484,437 | ||||||
5.50%, 2/15/24, 144A | 60,000 | 63,338 | ||||||
|
|
|||||||
547,775 | ||||||||
|
|
|||||||
Technology - 5.9% | ||||||||
Computers - 1.9% | ||||||||
Dell International LLC / EMC Corp. | ||||||||
5.875%, 6/15/21, 144A | 388,000 | 411,038 | ||||||
7.125%, 6/15/24, 144A (a) | 370,000 | 412,543 | ||||||
Dell, Inc. | ||||||||
4.625%, 4/01/21 (a) | 240,000 | 248,700 | ||||||
EMC Corp. | ||||||||
1.875%, 6/01/18 | 850,000 | 845,172 | ||||||
2.65%, 6/01/20 | 279,000 | 275,343 | ||||||
Harland Clarke Holdings Corp., 144A | ||||||||
9.25%, 3/01/21 | 60,000 | 58,800 | ||||||
NCR Corp. | ||||||||
5.00%, 7/15/22 | 300,000 | 307,875 | ||||||
6.375%, 12/15/23 | 120,000 | 128,700 | ||||||
Riverbed Technology, Inc., 144A | ||||||||
8.875%, 3/01/23 | 175,000 | 176,094 | ||||||
Western Digital Corp. | ||||||||
10.50%, 4/01/24 | 570,000 | 669,465 | ||||||
|
|
|||||||
3,533,730 | ||||||||
|
|
|||||||
Office/Business Equipment - 0.1% | ||||||||
CDW LLC / CDW Finance Corp. | ||||||||
5.50%, 12/01/24 | 240,000 | 260,400 | ||||||
|
|
|||||||
Semiconductors - 1.2% | ||||||||
Amkor Technology, Inc. | ||||||||
6.375%, 10/01/22 | 139,000 | 145,429 | ||||||
Micron Technology, Inc. | ||||||||
5.25%, 8/01/23, 144A | 395,000 | 407,837 | ||||||
5.25%, 1/15/24, 144A | 240,000 | 248,400 | ||||||
NXP BV / NXP Funding LLC | ||||||||
4.125%, 6/01/21, 144A | 700,000 | 740,250 | ||||||
3.875%, 9/01/22, 144A | 250,000 | 261,562 | ||||||
Qorvo, Inc. | ||||||||
6.75%, 12/01/23 | 80,000 | 87,900 | ||||||
7.00%, 12/01/25 | 30,000 | 33,975 | ||||||
Sensata Technologies BV | ||||||||
4.875%, 10/15/23, 144A | 120,000 | 122,550 | ||||||
5.00%, 10/01/25, 144A | 140,000 | 146,037 | ||||||
|
|
|||||||
2,193,940 | ||||||||
|
|
|||||||
Software - 2.7% | ||||||||
BMC Software Finance, Inc., 144A | ||||||||
8.125%, 7/15/21 | 300,000 | 307,890 | ||||||
Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 144A | ||||||||
5.75%, 3/01/25 | 150,000 | 154,687 | ||||||
First Data Corp. | ||||||||
7.00%, 12/01/23, 144A | 760,000 | 822,700 | ||||||
5.00%, 1/15/24, 144A | 420,000 | 436,481 | ||||||
5.75%, 1/15/24, 144A | 500,000 | 530,000 | ||||||
Infor US, Inc. | ||||||||
5.75%, 8/15/20, 144A | 150,000 | 155,813 | ||||||
6.50%, 5/15/22 | 280,000 | 292,950 | ||||||
MSCI, Inc. | ||||||||
5.25%, 11/15/24, 144A | 60,000 | 63,654 | ||||||
5.75%, 8/15/25, 144A | 120,000 | 130,620 | ||||||
4.75%, 8/01/26, 144A | 300,000 | 309,000 | ||||||
Nuance Communications, Inc., 144A | ||||||||
5.375%, 8/15/20 | 260,000 | 265,525 | ||||||
Open Text Corp. | ||||||||
5.625%, 1/15/23, 144A | 120,000 | 126,750 | ||||||
5.875%, 6/01/26, 144A | 280,000 | 300,476 | ||||||
Quintiles IMS, Inc. | ||||||||
4.875%, 5/15/23, 144A | 60,000 | 61,950 | ||||||
5.00%, 10/15/26, 144A | 250,000 | 258,695 | ||||||
Rackspace Hosting, Inc., 144A | ||||||||
8.625%, 11/15/24 | 180,000 | 192,319 | ||||||
Solera LLC / Solera Finance, Inc., 144A | ||||||||
10.50%, 3/01/24 | 270,000 | 310,500 | ||||||
SS&C Technologies Holdings, Inc. | ||||||||
5.875%, 7/15/23 | 100,000 | 107,363 | ||||||
Veritas US, Inc. / Veritas Bermuda Ltd., 144A | ||||||||
10.50%, 2/01/24 | 250,000 | 271,875 | ||||||
|
|
|||||||
5,099,248 | ||||||||
|
|
Utilities - 2.8% | ||||||||
Electric - 2.4% | ||||||||
AES Corp. | ||||||||
8.00%, 6/01/20 | 146,000 | 168,265 | ||||||
7.375%, 7/01/21 | 50,000 | 57,375 | ||||||
5.50%, 3/15/24 | 400,000 | 417,000 | ||||||
5.50%, 4/15/25 | 150,000 | 156,750 | ||||||
Calpine Corp. | ||||||||
5.375%, 1/15/23 (a) | 300,000 | 295,347 | ||||||
5.50%, 2/01/24 | 140,000 | 135,625 | ||||||
5.75%, 1/15/25 (a) | 300,000 | 286,125 | ||||||
5.25%, 6/01/26, 144A | 225,000 | 225,000 | ||||||
DPL, Inc. | ||||||||
7.25%, 10/15/21 | 120,000 | 128,700 | ||||||
Dynegy, Inc. | ||||||||
6.75%, 11/01/19 | 310,000 | 320,462 | ||||||
7.375%, 11/01/22 (a) | 400,000 | 395,000 | ||||||
7.625%, 11/01/24 (a) | 170,000 | 165,750 | ||||||
8.00%, 1/15/25, 144A (a) | 300,000 | 292,530 | ||||||
GenOn Energy, Inc. | ||||||||
9.50%, 10/15/18 | 150,000 | 108,750 | ||||||
IPALCO Enterprises, Inc. | ||||||||
3.45%, 7/15/20 | 100,000 | 102,000 | ||||||
NRG Energy, Inc. | ||||||||
6.625%, 3/15/23 | 310,000 | 320,881 | ||||||
6.25%, 5/01/24 | 60,000 | 60,630 | ||||||
7.25%, 5/15/26 | 260,000 | 267,150 | ||||||
6.625%, 1/15/27 | 300,000 | 296,250 | ||||||
Talen Energy Supply LLC | ||||||||
4.60%, 12/15/21 (a) | 500,000 | 390,000 | ||||||
9.50%, 7/15/22, 144A | 20,000 | 17,650 | ||||||
|
|
|||||||
4,607,240 | ||||||||
|
|
|||||||
Gas - 0.4% | ||||||||
AmeriGas Partners LP / AmeriGas Finance Corp. | ||||||||
5.50%, 5/20/25 | 135,000 | 137,363 | ||||||
5.875%, 8/20/26 | 240,000 | 246,000 | ||||||
NGL Energy Partners LP / NGL Energy Finance Corp., 144A | ||||||||
7.50%, 11/01/23 | 300,000 | 305,250 | ||||||
|
|
|||||||
688,613 | ||||||||
|
|
|||||||
TOTAL CORPORATE BONDS (Cost $180,982,182) |
|
183,997,512 | ||||||
|
|
|||||||
Number of Shares |
Value | |||||||
SECURITIES LENDING COLLATERAL - 7.3% | ||||||||
Deutsche Government & Agency Securities Portfolio Deutsche Government Cash Institutional Shares, 0.74% (b)(c) (Cost $13,707,946) |
13,707,946 | $ | 13,707,946 | |||||
|
|
|||||||
TOTAL INVESTMENTS - 105.2% (Cost $194,690,128) |
$ | 197,705,458 | ||||||
Other assets and liabilities, net - (5.2%) | (9,755,878 | ) | ||||||
|
|
|||||||
NET ASSETS - 100.0% | $ | 187,949,580 | ||||||
|
|
For information on the Funds policies regarding the valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual or annual financial statements.
| The cost for federal income tax purposes was $194,690,128. At May 31, 2017, net unrealized appreciation for all securities based on tax cost was $3,015,330. This consisted of aggregate gross unrealized appreciation for all securities in which there was an excess of value over tax cost of $3,796,561 and aggregate gross unrealized depreciation for all securities in which there was an excess of tax cost over value of $781,231. |
(a) | All or a portion of these securities were on loan. In addition, Other assets and liabilities, net may include pending sales that are also on loan. The value of securities loaned at May 31, 2017 amounted to $13,210,160, which is 7.0% of net assets. |
(b) | Affiliated fund managed by Deutsche Investment Management Americas Inc. The rate shown is the annualized seven-day yield at period end. |
(c) | Represents collateral held in connection with securities lending. Income earned by the Fund is net of borrower rebates. |
MTN: | Medium Term Note |
144A: | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. |
Fair Value Measurements
Various inputs are used in determining the value of the Funds investments. These inputs are summarized in three broad levels. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds and credit risk). Level 3 includes significant unobservable inputs (including the Funds own assumptions in determining the fair value of investments). The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities.
The following is a summary of the inputs used as of May 31, 2017 in valuing the Funds investments.
Assets |
Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Corporate Bonds (d) | $ | | $ | 183,997,512 | $ | | $ | 183,997,512 | ||||||||
Short-Term Investments | 13,707,946 | | | 13,707,946 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
TOTAL | $ | 13,707,946 | $ | 183,997,512 | $ | | $ | 197,705,458 | ||||||||
|
|
|
|
|
|
|
|
(d) | See Schedule of Investments for additional detailed categorizations. |
There have been no transfers between fair value measurement levels during the period ended May 31, 2017.
Item 2. | Controls and Procedures. |
(a) | The registrants principal executive officer and principal financial officer have evaluated the registrants disclosure controls and procedures within 90 days of this filing and have concluded that the registrants disclosure controls and procedures were effective, as of that date, in ensuring that information required to be disclosed by the registrant in this Form N-Q was recorded, processed, summarized, and reported timely. |
(b) | The registrants principal executive officer and principal financial officer are aware of no change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting. |
Item 3. | Exhibits. |
Certifications of principal executive and principal financial officers pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 Act and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant) | DBX ETF Trust |
By (Signature and Title)* | /s/ Freddi Klassen | |||
Freddi Klassen | ||||
President and Chief Executive Officer |
Date | 7/24/17 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By (Signature and Title)* | /s/ Freddi Klassen | |||
Freddi Klassen | ||||
President and Chief Executive Officer |
Date | 7/24/17 |
By (Signature and Title)* | /s/ Michael Gilligan | |||
Michael Gilligan | ||||
Treasurer, Chief Financial Officer and Controller |
Date | 7/24/17 |
* | Print the name and title of each signing officer under his or her signature. |
Certification Pursuant to Rule 30a-2(a) under the 1940 Act and Section 302 of the Sarbanes-Oxley Act
I, Freddi Klassen, certify that:
1. | I have reviewed this report on Form N-Q of DBX ETF Trust; |
2. | Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; |
3. | Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; |
4. | The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: |
(a) | Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; |
(b) | Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; |
(c) | Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and |
(d) | Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and |
5. | The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of directors (or persons performing the equivalent functions): |
(a) | All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and |
(b) | Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting. |
Date: | 7/24/17 | /s/ Freddi Klassen | ||||
Freddi Klassen | ||||||
President and Chief Executive Officer |
Certification Pursuant to Rule 30a-2(a) under the 1940 Act and Section 302 of the Sarbanes-Oxley Act
I, Michael Gilligan, certify that:
1. | I have reviewed this report on Form N-Q of DBX ETF Trust; |
2. | Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; |
3. | Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; |
4. | The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: |
(a) | Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; |
(b) | Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; |
(c) | Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and |
(d) | Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and |
5. | The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of directors (or persons performing the equivalent functions): |
(a) | All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and |
(b) | Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting. |
Date: | 7/24/17 | /s/ Michael Gilligan | ||||
Michael Gilligan | ||||||
Treasurer, Chief Financial Officer and Controller |