Thrivent Series Fund, Inc.

Date: May 18, 2018

THRIVENT SERIES FUND, INC.

/s/ David S. Royal

David S. Royal


Shares		Common Stock (47.7%)	Value
	Consumer Discretionary (7.2%)
	16,582	Amazon.com, Inc.^a		$23,999,792
	27,775	American Axle & Manufacturing Holdings, Inc.^a		422,736
	300	AOKI Holdings, Inc.		4,575
	3,083	Aptiv plc		261,963
	12,570	Aramark		497,269
	1,360	Ascent Capital Group, Inc.^a		5,005
	500	Autobacs Seven Company, Ltd.		9,359
	100	Bandai Namco Holdings, Inc.		3,236
	1,789	Berkeley Group Holdings plc		95,102
	2,494	Booking Holdings, Inc.^a		5,188,493
	20,450	BorgWarner, Inc.		1,027,203
	450	Breville Group, Ltd.		4,055
	2,100	Bridgestone Corporation		92,387
	18,833	Bright Horizons Family Solutions, Inc.^a		1,878,027
	20,353	Burlington Stores, Inc.^a		2,710,002
	5,125	Caleres, Inc.		172,200
	53,415	Carnival Corporation		3,502,956
	4,002	Cedar Fair, LP		255,648
	2,101	Century Casinos, Inc.^a		15,673
	17,071	Children’s Place, Inc.		2,308,853
	1,270	Chipotle Mexican Grill, Inc.^a		410,350
	400	Chiyoda Company, Ltd.		9,961
	187	Cie Generale des Etablissements Michelin		27,684
	53,563	Comcast Corporation		1,830,248
	61,718	Core-Mark Holding Company, Inc.		1,312,125
	3,292	CSS Industries, Inc.		57,610
	3,013	Culp, Inc.		92,047
	700	DCM Holdings Company, Ltd.		7,123
	15,350	DISH Network Corporation^a		581,612
	25,286	Dollar Tree, Inc.^a		2,399,641
	76,077	Duluth Holdings, Inc.^a,b		1,424,922
	2,045	Emerald Expositions Events, Inc.		39,837
	765	Eutelsat Communications		15,163
	2,478	Expedia, Inc.		273,596
	20,092	Five Below, Inc.^a		1,473,547
	1,377	FTD Companies, Inc.^a		5,012
	24,758	G-III Apparel Group, Ltd.^a		932,881
	34,223	Habit Restaurants, Inc.^a		301,162
	5,670	Harley-Davidson, Inc.^b		243,130
	2,884	Haverty Furniture Companies, Inc.		58,113
	770	Hemisphere Media Group, Inc.^a		8,663
	8,831	Home Depot, Inc.		1,574,037
	7,200	Honda Motor Company, Ltd.		249,239
	876	Hugo Boss AG		76,314
	2,223	Hyatt Hotels Corporation		169,526
	2,681	Inchcape plc		25,993
	12,461	International Speedway Corporation		549,530
	280	Ipsos SA		11,003
	645	JM AB		14,680
	2,164	K12, Inc.^a		30,686
	2,466	La-Z-Boy, Inc.		73,857
	12,962	Liberty Media Corporation - Liberty SiriusXM^a		529,498
	2,962	Liberty SiriusXM Group^a		121,738
	85	Linamar Corporation		4,643
	7,449	Lithia Motors, Inc.		748,773
	18,800	Lowe’s Companies, Inc.		1,649,700
	2,245	Magna International, Inc.		126,506
	25	Marcus Corporation		759
	1,552	Mediaset Espana Comunicacion SA		15,810
	25,620	Michaels Companies, Inc.^a		504,970
	8,183	Modine Manufacturing Company^a		173,070
	27,275	Netflix, Inc.^a		8,055,671


Shares		Common Stock (47.7%)	Value
	Consumer Discretionary (7.2%) - continued
	39,340	Newell Brands, Inc.		$1,002,383
	10,019	News Corporation, Class A		158,300
	3,275	News Corporation, Class B		52,728
	38	Nexity SA		2,434
	497	Next plc		33,224
	600	NHK Spring Company, Ltd.		6,426
	21,400	Nissan Motor Company, Ltd.		220,894
	29,820	Norwegian Cruise Line Holdings, Ltd.^a		1,579,565
	64,671	Nutrisystem, Inc.		1,742,883
	1,664	O’Reilly Automotive, Inc.^a		411,640
	19,854	Oxford Industries, Inc.		1,480,314
	14,767	Papa John’s International, Inc.^b		846,149
	5,183	Peugeot SA		124,804
	18,290	Planet Fitness, Inc.^a		690,813
	300	Plenus Company, Ltd.		5,834
	8,970	Polaris Industries, Inc.^b		1,027,244
	5,389	PVH Corporation		816,056
	14,596	Ross Stores, Inc.		1,138,196
	900	Sangetsu Company, Ltd.		18,662
	2,300	Sankyo Company, Ltd.		80,460
	700	SHIMAMURA Company, Ltd.		87,282
	5,660	Signet Jewelers, Ltd.		218,023
	54,692	Six Flags Entertainment Corporation		3,405,124
	3,910	Stamps.com, Inc.^a		786,106
	2,200	Sumitomo Rubber Industries, Ltd.		40,562
	772	Systemax, Inc.		22,041
	100	Takara Standard Company, Ltd.		1,696
	36,976	Toll Brothers, Inc.		1,599,212
	16,577	Tower International, Inc.		460,012
	3,300	Toyoda Gosei Company, Ltd.		76,426
	25,838	Tupperware Brands Corporation		1,250,042
	2,800	TV Asahi Holdings Corporation		61,896
	1,809	Ulta Beauty, Inc.^a		369,524
	5,483	Vail Resorts, Inc.		1,215,581
	12,329	VF Corporation		913,825
	22,526	Walt Disney Company		2,262,511
	3,225	Whirlpool Corporation		493,780
	26,264	Wingstop, Inc.		1,240,449
	660	Wolters Kluwer NV		35,102
	1,000	Yokohama Rubber Company, Ltd.		23,176
	44,818	Zoe’s Kitchen, Inc.^a,b		647,172
	13,280	Zumiez, Inc.^a		317,392

		Total		95,630,907


	Consumer Staples (1.0%)
	488	Altria Group, Inc.		30,412
	900	Arcs Company, Ltd.		21,868
	2,438	Coca-Cola Company		105,882
	68,400	Cott Corporation		1,006,848
	4,250	CVS Health Corporation		264,393
	30,474	e.l.f. Beauty, Inc.^a,b		590,281
	325	Empire Company, Ltd.		6,523
	671	ForFarmers BV		9,365
	36,701	Hain Celestial Group, Inc.^a		1,177,001
	194	Henkel AG & Company KGaA		24,441
	3,338	Inter Parfums, Inc.		157,387
	1,700	Japan Tobacco, Inc.		48,564
	11,080	John B. Sanfilippo & Son, Inc.		641,200
	960	Kimberly-Clark Corporation		105,725
	800	Lawson, Inc.		54,690
	31,061	MGP Ingredients, Inc.^b		2,782,755
	100	Ministop Company, Ltd.		2,056
	25,307	Monster Beverage Corporation^a		1,447,813
	15,004	PepsiCo, Inc.		1,637,687
	11,602	Pinnacle Foods, Inc.		627,668


Shares		Common Stock (47.7%)	Value
	Consumer Staples (1.0%) - continued
	4	Seaboard Corporation		$17,060
	847	Seneca Foods Corporation^a		23,462
	300	Seven & I Holdings Company, Ltd.		12,850
	2,551	SpartanNash Company		43,903
	6,137	Unilever NV		346,406
	5,396	Unilever plc		299,275
	25,178	US Foods Holding Corporation^a		825,083
	18,520	Wal-Mart Stores, Inc.		1,647,724

		Total		13,958,322


	Energy (1.5%)
	24,363	Abraxas Petroleum Corporation^a		54,086
	2,150	Anadarko Petroleum Corporation		129,881
	3,665	Andeavor		368,552
	18,985	Archrock, Inc.		166,119
	40,249	BP plc		271,483
	99,893	Callon Petroleum Company^a		1,322,583
	4,320	Chevron Corporation		492,653
	13,197	Concho Resources, Inc.^a		1,983,905
	33,692	Denbury Resources, Inc.^a		92,316
	3,950	Devon Energy Corporation		125,571
	2,021	EQT Corporation		96,018
	2,720	Era Group, Inc.^a		25,432
	3,888	Exterran Corporation^a		103,810
	18,106	Exxon Mobil Corporation		1,350,889
	826	Forum Energy Technologies, Inc.^a		9,086
	77,300	Gran Tierra Energy, Inc.^a		215,667
	37,202	Halliburton Company		1,746,262
	11,246	Helix Energy Solutions Group, Inc.^a		65,114
	7,989	HollyFrontier Corporation		390,343
	1,842	Keane Group, Inc.^a		27,262
	197	Mammoth Energy Services, Inc.^a		6,316
	40,551	Marathon Oil Corporation		654,088
	10,945	Marathon Petroleum Corporation		800,189
	14,414	Newpark Resources, Inc.^a		116,753
	39,085	Nine Energy Service, Inc.^a		951,720
	23,901	Oil States International, Inc.^a		626,206
	1,975	OMV AG		115,196
	10,196	ONEOK, Inc.		580,356
	1,353	Par Pacific Holdings, Inc.^a		23,231
	59,068	Parsley Energy, Inc.^a		1,712,381
	55,242	Patterson-UTI Energy, Inc.		967,287
	2,764	Pioneer Energy Services Corporation^a		7,463
	5,383	Pioneer Natural Resources Company		924,692
	23,490	Ring Energy, Inc.^a		337,082
	23,835	Rowan Companies plc^a		275,056
	754	Royal Dutch Shell plc, Class A		23,855
	4,253	Royal Dutch Shell plc, Class B		136,855
	13,740	RPC, Inc.^b		247,732
	801	SM Energy Company		14,442
	1,508	Tallgrass Energy GP, LP		28,682
	6,231	TechnipFMC plc		183,503
	7,991	Teekay Tankers, Ltd.		9,509
	807	TGS Nopec Geophysical Company ASA		19,798
	1,927	Total SA		110,455
	1,927	Total SA Rights^a,c		28
	15,954	Unit Corporation^a		315,251
	2,131	W&T Offshore, Inc.^a		9,440
	138,960	Weatherford International plc^a,b		318,218
	133,940	WPX Energy, Inc.^a		1,979,633

		Total		20,532,449



Financials (8.0%)
881	ABN AMRO Group NV^d	26,565
5,705	Affiliated Managers Group, Inc.	1,081,554


Shares		Common Stock (47.7%)	Value
	Financials (8.0%) - continued
	14,359	Aflac, Inc.		$628,350
	23,450	Ally Financial, Inc.		636,668
	3,125	American Express Company		291,500
	6,616	American Financial Group, Inc.		742,448
	2,070	American International Group, Inc.		112,649
	14,434	Ameris Bancorp		763,559
	728	Anima Holding SPA^d		4,945
	100	Aozora Bank, Ltd.		4,014
	11,911	Argo Group International Holdings, Ltd.		683,691
	51,530	Assured Guaranty, Ltd.		1,865,386
	466	ASX, Ltd.		20,195
	4,177	Australia & New Zealand Banking Group, Ltd.		86,937
	2,880	Banco BPM SPA^a		9,995
	21,206	Banco de Sabadell SA		43,375
	24,380	BancorpSouth Bank		775,284
	191,641	Bank of America Corporation		5,747,314
	737	Bank of Marin Bancorp		50,816
	23,504	Bank of New York Mellon Corporation		1,211,161
	17,389	Bank of the Ozarks		839,367
	3,030	BankFinancial Corporation		51,449
	1,889	Bankinter SA		19,448
	18,431	Beneficial Bancorp, Inc.		286,602
	10,251	Berkshire Hathaway, Inc.^a		2,044,869
	6,273	Berkshire Hills Bancorp, Inc.		238,060
	5,030	Blackstone Group, LP		160,708
	953	Blue Hills Bancorp, Inc.		19,870
	230	BNP Paribas SA		17,057
	23,176	Boston Private Financial Holdings, Inc.		348,799
	40,362	BrightSphere Investment Group		636,105
	4,129	Brookline Bancorp, Inc.		66,890
	36,854	Brown & Brown, Inc.		937,566
	1,471	CaixaBank SA		7,013
	2,077	Capital One Financial Corporation		199,018
	9,543	Cathay General Bancorp		381,529
	21,767	Central Pacific Financial Corporation		619,489
	13,113	Chemical Financial Corporation		717,019
	1,291	Cherry Hill Mortgage Investment Corporation		22,644
	1,190	Chubb, Ltd.		162,756
	4,897	CI Financial Corporation		104,907
	113,656	Citigroup, Inc.		7,671,780
	4,975	Citizens Financial Group, Inc.		208,851
	35,104	CNO Financial Group, Inc.		760,704
	3,589	CNP Assurances		90,602
	37,279	CoBiz Financial, Inc.		730,668
	7,522	Comerica, Inc.		721,585
	7,016	Community Trust Bancorp, Inc.		317,123
	8,988	CYS Investments, Inc.		60,399
	679	Danske Bank AS		25,441
	14,349	Direct Line Insurance Group plc		76,832
	877	Discover Financial Services		63,083
	4,776	DnB ASA		94,074
	27,730	Dynex Capital, Inc.		183,850
	86,907	E*TRADE Financial Corporation^a		4,815,517
	1,453	Eagle Bancorp, Inc.^a		86,962
	18,041	East West Bancorp, Inc.		1,128,284
	4,502	Ellington Residential Mortgage REIT		49,342
	7,591	Employers Holdings, Inc.		307,056
	15,073	Enterprise Financial Services Corporation		706,924
	15,794	Essent Group, Ltd.^a		672,193
	894	Euronext NV^d		65,529
	1,253	FBL Financial Group, Inc.		86,896


Shares		Common Stock (47.7%)	Value
	Financials (8.0%) - continued
	11,197	Fifth Third Bancorp		$355,505
	3,294	Financial Institutions, Inc.		97,502
	1,415	Finecobank Banca Fineco SPA		17,031
	24,115	First BanCorp^a		145,172
	6,230	First Busey Corporation		185,156
	11,437	First Commonwealth Financial Corporation		161,605
	1,929	First Connecticut Bancorp, Inc.		49,382
	4,636	First Defiance Financial Corporation		265,736
	1,800	First Financial Corporation		74,880
	22,102	First Interstate BancSystem, Inc.		874,134
	887	First Merchants Corporation		36,988
	424	First Mid-Illinois Bancshares, Inc.		15,455
	5,036	First Midwest Bancorp, Inc.		123,835
	2,283	First of Long Island Corporation		62,668
	14,483	First Republic Bank		1,341,271
	13,682	FlexiGroup, Ltd.		19,025
	14,322	Franklin Resources, Inc.		496,687
	1,272	Genworth MI Canada, Inc.^b		40,480
	18,054	Goldman Sachs Group, Inc.		4,547,080
	6,763	Great Southern Bancorp, Inc.		337,812
	241	Guaranty Bancorp		6,832
	44,902	Hamilton Lane, Inc.		1,671,701
	13,870	Hancock Holding Company		717,079
	19,048	Hanmi Financial Corporation		585,726
	904	Hannover Rueckversicherung SE		123,335
	13,089	Hanover Insurance Group, Inc.		1,543,062
	259	Hargreaves Lansdown plc		5,945
	15,320	Hartford Financial Services Group, Inc.		789,286
	9,583	Heartland Financial USA, Inc.		508,378
	42,373	Heritage Commerce Corporation		698,307
	3,675	Heritage Financial Corporation		112,455
	5,812	Hometrust Bancshares, Inc.^a		151,403
	18,205	Hope Bancorp, Inc.		331,149
	17,021	Horace Mann Educators Corporation		727,648
	4,096	Horizon Bancorp		122,921
	12,173	Houlihan Lokey, Inc.		542,916
	31,771	HSBC Holdings plc		298,352
	73,771	Huntington Bancshares, Inc.		1,113,942
	11,140	IBERIABANK Corporation		868,920
	4,222	Independent Bank Corporation		96,684
	6,148	Infinity Property & Casualty Corporation		727,923
	73,121	Interactive Brokers Group, Inc.		4,916,656
	32,362	Intercontinental Exchange, Inc.		2,346,892
	17,562	Invesco, Ltd.		562,160
	76,418	Investment Technology Group, Inc.		1,508,491
	16,300	Investors Bancorp, Inc.		222,332
	4,945	J.P. Morgan Chase & Company		543,802
	1,051	Jupiter Fund Management plc		6,968
	157,896	KeyCorp		3,086,867
	3,170	Lakeland Bancorp, Inc.		62,925
	30,445	Leucadia National Corporation		692,015
	20,884	Loews Corporation		1,038,561
	548	Macquarie Group, Ltd.		43,696
	750	Markel Corporation^a		877,687
	5,920	MarketAxess Holdings, Inc.		1,287,245
	46,343	Medibank Private, Ltd.		104,018
	941	Mercantile Bank Corporation		31,288
	33,030	Meridian Bancorp, Inc.		665,555
	6,140	MetLife, Inc.		281,765
	17,565	MGIC Investment Corporation^a		228,345
	10,318	MidWestOne Financial Group, Inc.		343,486
	31,800	Mizuho Financial Group, Inc.		57,952
	5,745	MTGE Investment Corporation		102,835


Shares		Common Stock (47.7%)	Value
	Financials (8.0%) - continued
	2,965	Nasdaq, Inc.		$255,642
	7,100	National Bank Holdings Corporation		236,075
	1,526	National Bank of Canada		71,826
	3,778	Navigators Group, Inc.		217,802
	558	NBT Bancorp, Inc.		19,798
	9,450	Old Mutual plc		31,798
	2,674	Old Second Bancorp, Inc.		37,169
	15,692	PacWest Bancorp		777,225
	650	Pargesa Holding SA		57,674
	19,030	PCSB Financial Corporation^a		399,249
	2,249	Peapack-Gladstone Financial Corporation		75,094
	740	Peoples Bancorp, Inc.		26,233
	882	Plus500, Ltd.		14,133
	1,547	Power Corporation of Canada		35,302
	8,210	Primerica, Inc.		793,086
	10,320	Principal Financial Group, Inc.		628,591
	27,201	Provident Financial Services, Inc.		696,074
	1,050	Prudential Financial, Inc.		108,727
	4,614	QCR Holdings, Inc.		206,938
	974	Raymond James Financial, Inc.		87,085
	8,988	Regions Financial Corporation		166,997
	10,660	Sandy Spring Bancorp, Inc.		413,182
	63,405	Santander Consumer USA Holdings Inc.		1,033,502
	952	Schroders plc		42,714
	59,027	Seacoast Banking Corporation of Florida^a		1,562,445
	592	Selective Insurance Group, Inc.		35,934
	1,400	Senshu Ikeda Holdings, Inc.		5,364
	121,127	SLM Corporation^a		1,357,834
	300	Sony Financial Holdings, Inc.		5,478
	11,042	State Auto Financial Corporation		315,470
	3,204	State Bank Financial Corporation		96,152
	2,140	State Street Corporation		213,422
	39,125	Sterling Bancorp		882,269
	24,499	Stifel Financial Corporation		1,451,076
	8,803	SVB Financial Group^a		2,112,808
	5,493	Synchrony Financial		184,180
	38,867	Synovus Financial Corporation		1,941,018
	21,299	TD Ameritrade Holding Corporation		1,261,540
	1,150	Territorial Bancorp, Inc.		34,109
	3,480	TriCo Bancshares		129,526
	2,265	TriState Capital Holdings, Inc.^a		52,661
	28,843	TrustCo Bank Corporation		243,723
	326	Union Bankshares Corporation		11,967
	15,310	United Community Banks, Inc.		484,561
	10,294	United Financial Bancorp, Inc.		166,763
	577	United Fire Group, Inc.		27,615
	6,560	Unum Group		312,322
	80	Vienna Insurance Group AG Wiener Versicherung Gruppe		2,675
	2,358	Washington Trust Bancorp, Inc.		126,743
	11,064	Wells Fargo & Company		579,864
	22,777	Western Alliance Bancorp^a		1,323,571
	5,586	Western Asset Mortgage Capital Corporation		54,128
	4,268	Wintrust Financial Corporation		367,261
	7,083	WSFS Financial Corporation		339,276
	55,850	Zions Bancorporation		2,944,970
	12	Zurich Insurance Group AG		3,958

		Total		106,656,774


	Health Care (5.5%)
	4,656	ABIOMED, Inc.^a		1,354,849
	400	Acorda Therapeutics, Inc.^a		9,460


Shares		Common Stock (47.7%)	Value
	Health Care (5.5%) - continued
	13,523	Aerie Pharmaceuticals, Inc.^a		$733,623
	650	Aetna, Inc.		109,850
	32,853	Alexion Pharmaceuticals, Inc.^a		3,661,795
	8,204	Amgen, Inc.		1,398,618
	6,901	Arena Pharmaceuticals, Inc.^a		272,589
	10,100	Astellas Pharmaceutical, Inc.		154,490
	7,614	Asterias Biotherapeutics, Inc.^a		11,040
	175	Atrion Corporation		110,477
	900	Biogen, Inc.^a		246,438
	41,716	BioMarin Pharmaceutical, Inc.^a		3,381,916
	19,389	Cardiovascular Systems, Inc.^a		425,201
	44,278	Catalent, Inc.^a		1,818,055
	53,831	Celgene Corporation^a		4,802,264
	2,674	Chemed Corporation		729,628
	7,226	Coherus Biosciences, Inc.^a		79,847
	14,196	Concert Pharmaceuticals, Inc.^a		325,088
	85	CONMED Corporation		5,383
	537	Cooper Companies, Inc.		122,871
	4,862	Danaher Corporation		476,038
	12,530	Dexcom, Inc.^a,b		929,225
	5,100	Edwards Lifesciences Corporation^a		711,552
	2,797	Eli Lilly and Company		216,404
	1,717	Epizyme, Inc.^a		30,477
	27,624	Evolent Health, Inc.^a,b		393,642
	2,422	Express Scripts Holding Company^a		167,312
	548	FibroGen, Inc.^a		25,318
	74,606	GenMark Diagnostics, Inc.^a		405,857
	3,400	GlaxoSmithKline plc ADR		132,838
	470	HealthStream, Inc.		11,670
	3,027	Heska Corporation^a		239,345
	4,542	Hill-Rom Holdings, Inc.		395,154
	6,581	HMS Holdings Corporation^a		110,824
	15,923	Inogen, Inc.^a		1,955,981
	39,306	Intersect ENT, Inc.^a		1,544,726
	6,240	Intra-Cellular Therapies, Inc.^a		131,352
	160	Ionis Pharmaceuticals, Inc.^a		7,053
	1,640	Jazz Pharmaceuticals, Inc.^a		247,624
	17,512	Johnson & Johnson		2,244,163
	100	KYORIN Holdings, Inc.		1,889
	666	Laboratory Corporation of America Holdings^a		107,725
	72	LNA Sante		5,014
	3,869	Magellan Health Services, Inc.^a		414,370
	1,590	Medpace Holdings, Inc.^a		55,507
	48,481	Medtronic plc		3,889,146
	7,240	Merck & Company, Inc.		394,363
	968	Mettler-Toledo International, Inc.^a		556,629
	49,175	MiMedx Group, Inc.^a,b		342,750
	22,465	Mylan NV^a		924,884
	38,330	Myriad Genetics, Inc.^a		1,132,651
	2,421	National Healthcare Corporation		144,364
	15,739	Neurocrine Biosciences, Inc.^a		1,305,235
	26,613	Nevro Corporation^a		2,306,549
	3,176	Novartis AG		256,878
	6,805	Novo Nordisk AS		334,710
	35,271	NuVasive, Inc.^a		1,841,499
	19,890	Omnicell, Inc.^a		863,226
	9,310	PerkinElmer, Inc.		704,953
	9,710	Perrigo Company plc		809,231
	56,381	Pfizer, Inc.		2,000,962
	6,960	Prothena Corporation plc^a,b		255,502
	6,520	RadNet, Inc.^a		93,888
	133	Roche Holding AG		30,510
	2,662	Sage Therapeutics, Inc.^a		428,768
	59,871	Tactile Systems Technology, Inc.^a,b		1,903,898
	10,697	Teleflex, Inc.		2,727,521


Shares		Common Stock (47.7%)	Value
	Health Care (5.5%) - continued
	6,998	Thermo Fisher Scientific, Inc.		$1,444,807
	329	Ultragenyx Pharmaceutical, Inc.^a		16,776
	41,087	UnitedHealth Group, Inc.		8,792,618
	12,130	Universal Health Services, Inc.		1,436,313
	26,555	Veeva Systems, Inc.^a		1,939,046
	7,253	Vertex Pharmaceuticals, Inc.^a		1,182,094
	2,550	Waters Corporation^a		506,557
	4,080	West Pharmaceutical Services, Inc.		360,223
	27,390	Wright Medical Group NV^a		543,418
	28,030	Zoetis, Inc.		2,340,785

		Total		72,525,296


	Industrials (6.8%)
	7,323	Acco Brands Corporation		91,904
	1,708	Adecco SA		121,661
	8,408	Advanced Disposal Services, Inc.^a		187,330
	7,232	AECOM^a		257,676
	3,668	Aegion Corporation^a		84,034
	26,425	Aerojet Rocketdyne Holdings, Inc.^a		739,107
	15,965	AGCO Corporation		1,035,330
	15,545	AMETEK, Inc.		1,180,954
	3,210	ArcBest Corporation		102,880
	500	Asahi Glass Company, Ltd.		20,954
	6,079	Atlas Copco AB, Class A		264,022
	3,170	Atlas Copco AB, Class B		123,775
	45,229	AZZ, Inc.		1,976,507
	710	Boeing Company		232,795
	7,150	Brink’s Company		510,152
	8,620	BWX Technologies, Inc.		547,629
	36,894	Casella Waste Systems, Inc.^a		862,582
	10,049	CBIZ, Inc.^a		183,394
	100	Central Glass Company, Ltd.		2,303
	10,440	Colfax Corporation^a		333,036
	8,258	Comfort Systems USA, Inc.		340,643
	11,444	Costamare, Inc.		71,411
	8,574	Crane Company		795,153
	309	CSW Industrials, Inc.^a		13,920
	52,726	CSX Corporation		2,937,365
	9,256	Curtiss-Wright Corporation		1,250,208
	500	Dai Nippon Printing Company, Ltd.		10,390
	3,300	Delta Air Lines, Inc.		180,873
	3,115	Donaldson Company, Inc.		140,331
	1,985	Dun & Bradstreet Corporation		232,245
	13,873	Dycom Industries, Inc.^a		1,493,151
	11,435	EMCOR Group, Inc.		891,130
	2,199	Emerson Electric Company		150,192
	16,878	Encore Wire Corporation		956,983
	443	EnerSys		30,731
	690	Engility Holdings, Inc.^a		16,836
	1,310	ESCO Technologies, Inc.		76,701
	2,691	Federal Signal Corporation		59,256
	540	Ferguson plc		40,613
	3,570	Forrester Research, Inc.		147,976
	5,029	Fortive Corporation		389,848
	12,357	Fortune Brands Home and Security, Inc.		727,704
	1,415	Franklin Electric Company, Inc.		57,661
	4,682	General Dynamics Corporation		1,034,254
	9,230	Genesee & Wyoming, Inc.^a		653,392
	286	Global Brass and Copper Holdings, Inc.		9,567
	1,140	GMS, Inc.^a		34,838
	1,342	Gorman-Rupp Company		39,253
	15,057	Granite Construction, Inc.		841,084
	6,312	GWA Group, Ltd.		16,439
	10,710	Harsco Corporation^a		221,161


Shares		Common Stock (47.7%)	Value
	Industrials (6.8%) - continued
	32,492	Healthcare Services Group, Inc.		$1,412,752
	18,455	Heico Corporation		1,602,079
	790	Heidrick & Struggles International, Inc.		24,687
	1,656	Hillenbrand, Inc.		76,010
	11,816	Honeywell International, Inc.		1,707,530
	7,126	Hubbell, Inc.		867,804
	4,450	Huntington Ingalls Industries, Inc.		1,147,032
	848	Hyster-Yale Materials Handling, Inc.		59,301
	14,111	ICF International, Inc.		824,788
	800	Inaba Denki Sangyo Company, Ltd.		35,365
	1,930	Ingersoll-Rand plc		165,034
	19,641	Interface, Inc.		494,953
	8,815	Jacobs Engineering Group, Inc.		521,407
	10,204	JB Hunt Transport Services, Inc.		1,195,399
	20,895	KAR Auction Services, Inc.		1,132,509
	13,688	KeyW Holding Corporation^a		107,588
	5,340	Kforce, Inc.		144,447
	51,966	Kirby Corporation^a		3,998,784
	6,130	L3 Technologies, Inc.		1,275,040
	3,681	Lincoln Electric Holdings, Inc.		331,106
	7,190	Lindsay Corporation		657,454
	1,837	Lockheed Martin Corporation		620,777
	345	Loomis AB		12,455
	1,700	Marubeni Corporation		12,414
	15,700	Masco Corporation		634,908
	14,644	Masonite International Corporation^a		898,409
	4,362	Middleby Corporation^a		539,972
	4,578	Milacron Holdings Corporation^a		92,201
	1,000	Mitsuboshi Belting, Ltd.		11,141
	1,888	Monadelphous Group, Ltd.		22,256
	3,292	Moog, Inc.^a		271,294
	133,755	MRC Global, Inc.^a		2,198,932
	2,456	National Express Group plc		13,315
	7,039	Navigant Consulting, Inc.^a		135,430
	34,977	NCI Building Systems, Inc.^a		619,093
	43,550	Nexeo Solutions, Inc.^a		465,985
	2,000	Nitto Kogyo Corporation		30,988
	597	Nobina AB^d		3,861
	21,076	Norfolk Southern Corporation		2,861,699
	740	Northgate plc		3,503
	10,221	Novanta, Inc.^a		533,025
	7,250	Old Dominion Freight Line, Inc.		1,065,532
	15,314	On Assignment, Inc.^a		1,253,910
	1,500	Orion Group Holdings, Inc.^a		9,885
	21,100	Oshkosh Corporation		1,630,397
	5,690	PageGroup plc		42,879
	6,549	Parker Hannifin Corporation		1,120,075
	960	Quad/Graphics, Inc.		24,336
	3,681	Radiant Logistics, Inc.^a		14,245
	15,031	Raven Industries, Inc.		526,837
	6,348	Raytheon Company		1,370,025
	7,225	RELX NV		149,766
	4,436	RELX plc		91,123
	654	Resources Connection, Inc.		10,595
	238	Rockwool International AS		70,897
	7,868	Roper Industries, Inc.		2,208,469
	15,685	Royal Mail plc		119,045
	6,552	RPX Corporation		70,041
	8,588	Saia, Inc.^a		645,388
	300	Sandvik AB		5,496
	547	Schindler Holding AG, Participation Certificate		118,025
	7	SGS SA		17,220
	300	ShinMaywa Industries, Ltd.		2,481
	21,453	SiteOne Landscape Supply, Inc.^a		1,652,739


Shares		Common Stock (47.7%)	Value
	Industrials (6.8%) - continued
	5,229	SKF AB^b		$107,127
	1,700	Smiths Group plc		36,161
	123,474	Southwest Airlines Company		7,072,591
	2,240	SP Plus Corporation^a		79,744
	321	Spirax-Sarco Engineering plc		25,895
	12,340	SPX Corporation^a		400,803
	4,786	SPX FLOW, Inc.^a		235,423
	875	Standex International Corporation		83,431
	1,278	Stanley Black & Decker, Inc.		195,790
	193	Sulzer, Ltd.		25,405
	5,600	Sumitomo Electric Industries, Ltd.		85,588
	200	Taikisha, Ltd.		6,559
	15,470	Terex Corporation		578,733
	800	Toppan Forms Company, Ltd.		8,860
	6,000	Toppan Printing Company, Ltd.		49,320
	1,748	Toro Company		109,163
	57,357	TPI Composites, Inc.^a		1,287,665
	1,189	Transcontinental, Inc.		23,487
	1,430	TransDigm Group, Inc.		438,924
	6,500	TransUnion^a		369,070
	14,428	TriMas Corporation^a		378,735
	5,410	TrueBlue, Inc.^a		140,119
	2,000	Tsubakimoto Chain Company		16,350
	17,150	United Continental Holdings, Inc.^a		1,191,411
	1,566	United Parcel Service, Inc.		163,898
	12,972	United Rentals, Inc.^a		2,240,654
	11,191	United Technologies Corporation		1,408,052
	25,830	Univar, Inc.^a		716,783
	3,635	Universal Truckload Services, Inc.		76,880
	4,016	Valmont Industries, Inc.		587,541
	3,140	Vectrus, Inc.^a		116,934
	17,665	Verisk Analytics, Inc.^a		1,837,160
	1,345	Vinci SA		132,476
	7,896	WABCO Holdings, Inc.^a		1,057,038
	25,505	WageWorks, Inc.^a		1,152,826
	37,579	Waste Connections, Inc.		2,695,917
	4,829	Watsco, Inc.		873,904
	35,246	Willdan Group, Inc.^a		999,224
	400	Yuasa Trading Company, Ltd.		13,150

		Total		89,720,258


	Information Technology (15.0%)
	28,071	2U, Inc.^a		2,358,806
	31,160	Advanced Micro Devices, Inc.^a,b		313,158
	30,250	Agilent Technologies, Inc.		2,023,725
	41,820	Akamai Technologies, Inc.^a		2,968,384
	15,812	Alliance Data Systems Corporation		3,365,742
	9,633	Alphabet, Inc., Class A^a		9,990,770
	6,329	Alphabet, Inc., Class C^a		6,530,199
	12,067	Ambarella, Inc.^a,b		591,162
	1,882	American Software, Inc.		24,466
	22,015	Amphenol Corporation		1,896,152
	67,269	Apple, Inc.		11,286,393
	6,959	Arista Networks, Inc.^a		1,776,633
	14,251	Arrow Electronics, Inc.^a		1,097,612
	2,322	Atkore International Group, Inc.^a		46,092
	6,497	Automatic Data Processing, Inc.		737,280
	11,770	Belden, Inc.		811,424
	25,466	Benchmark Electronics, Inc.		760,160
	40	BKW FMB Energie		2,661
	50,832	Blackline, Inc.^a		1,993,123
	46,665	Booz Allen Hamilton Holding Corporation		1,806,869
	171	Broadcom, Ltd.		40,296
	18,952	CA, Inc.		642,473
	1,000	Canon, Inc.		36,278


Shares		Common Stock (47.7%)	Value
	Information Technology (15.0%) - continued
	1,437	Capgemini SA		$179,301
	4,583	CDW Corporation		322,231
	343	CGI Group, Inc.^a		19,781
	71,412	Ciena Corporation^a		1,849,571
	160,161	Cisco Systems, Inc.		6,869,305
	13,132	Cognex Corporation		682,733
	1,238	Comtech Telecommunications Corporation		37,004
	6,072	CoreLogic, Inc.^a		274,637
	21,346	Descartes Systems Group, Inc.^a		609,428
	55,868	Dolby Laboratories, Inc.		3,550,970
	2,900	Endurance International Group Holdings, Inc.^a		21,460
	20,394	Envestnet, Inc.^a		1,168,576
	4,220	Euronet Worldwide, Inc.^a		333,042
	22,619	EVERTEC, Inc.		369,821
	574	ExlService Holdings, Inc.^a		32,012
	1,366	Extreme Networks, Inc.^a		15,122
	45,472	Facebook, Inc.^a		7,265,971
	11,519	Fidelity National Information Services, Inc.		1,109,280
	14,964	Fiserv, Inc.^a		1,067,083
	41,278	FLIR Systems, Inc.		2,064,313
	20,012	Fortinet, Inc.^a		1,072,243
	12,210	Global Payments, Inc.		1,361,659
	28,725	Guidewire Software, Inc.^a		2,321,842
	20,433	HP, Inc.		447,891
	4,827	IAC/InterActiveCorporation^a		754,846
	8,011	Insight Enterprises, Inc.^a		279,824
	34,572	Keysight Technologies, Inc.^a		1,811,227
	6,414	KLA-Tencor Corporation		699,190
	10,700	Konica Minolta Holdings, Inc.		90,960
	230	Kulicke and Soffa Industries, Inc.^a		5,752
	1,100	Kyocera Corporation		62,368
	6,130	Lam Research Corporation		1,245,371
	935	Leidos Holdings, Inc.		61,149
	5,400	Liberty Tripadvisor Holdings, Inc.^a		58,050
	42,713	M/A-COM Technology Solutions Holdings, Inc.^a,b		709,036
	4,505	ManTech International Corporation		249,892
	69,464	MasterCard, Inc.		12,167,314
	14,220	Maxim Integrated Products, Inc.		856,328
	4,571	Methode Electronics, Inc.		178,726
	10,500	Microsemi Corporation^a		679,560
	137,968	Microsoft Corporation		12,592,339
	25,987	Monolithic Power Systems, Inc.		3,008,515
	20,570	National Instruments Corporation		1,040,225
	1,100	NEC Networks & System Integration Corporation		28,612
	31,316	New Relic, Inc.^a		2,321,142
	8,691	Nice, Ltd. ADR^a		816,346
	28,989	NRG Yield, Inc., Class A		476,579
	19,658	NVIDIA Corporation		4,552,596
	44,357	Oracle Corporation		2,029,333
	7,960	Palo Alto Networks, Inc.^a		1,444,899
	114,071	PayPal Holdings, Inc.^a		8,654,567
	16,873	Pegasystems, Inc.		1,023,347
	4,135	Plantronics, Inc.		249,630
	16,820	Plexus Corporation^a		1,004,659
	4,836	Progress Software Corporation		185,944
	31,622	Proofpoint, Inc.^a		3,593,840
	44,304	Q2 Holdings, Inc.^a		2,018,047
	103,903	Quantenna Communications, Inc.^a		1,423,471
	44,782	Red Hat, Inc.^a		6,695,357
	10,709	Rogers Corporation^a		1,280,154
	7,128	Rudolph Technologies, Inc.^a		197,446


Shares		Common Stock (47.7%)	Value
	Information Technology (15.0%) - continued
	300	Ryoyo Electro Corporation		$4,831
	80,363	SailPoint Technologies Holdings, Inc.^a		1,662,710
	73,473	Salesforce.com, Inc.^a		8,544,910
	1,060	ScanSource, Inc.^a		37,683
	733	Seagate Technology plc		42,895
	125,989	Sequans Communications SA ADR^a,b		211,662
	10,871	ServiceNow, Inc.^a		1,798,607
	3,300	Shinko Electric Industries Company, Ltd.		24,395
	22,564	SS&C Technologies Holdings, Inc.		1,210,333
	15,615	Synopsys, Inc.^a		1,299,793
	625	TE Connectivity, Ltd.		62,437
	17,825	Teradata Corporation^a		707,118
	14,076	Teradyne, Inc.		643,414
	2,230	Texas Instruments, Inc.		231,675
	10,363	Total System Services, Inc.		893,912
	2,834	Travelport Worldwide, Ltd.		46,308
	4,616	Trimble, Inc.^a		165,622
	38,750	Twitter, Inc.^a		1,124,137
	14,194	Tyler Technologies, Inc.^a		2,994,366
	2,925	Ultimate Software Group, Inc.^a		712,822
	979	VASCO Data Security International, Inc.^a		12,678
	7,299	Verint Systems, Inc.^a		310,937
	48,622	Virtusa Corporation^a		2,356,222
	94,277	Visa, Inc.		11,277,415
	50,563	Xilinx, Inc.		3,652,671
	4,472	XO Group, Inc.^a		92,794
	18,697	Zix Corporation^a		79,836

		Total		198,893,958


	Materials (1.2%)
	1,600	Alcoa Corporation^a		71,936
	503	APERAM		24,086
	7,298	Balchem Corporation		596,612
	3,476	BASF SE		352,527
	7,998	BHP Billiton plc		158,066
	6,915	BHP Billiton, Ltd.		153,274
	9,958	Celanese Corporation		997,891
	3,050	CF Industries Holdings, Inc.		115,077
	6,259	Continental Building Products, Inc.^a		178,694
	10,441	Crown Holdings, Inc.^a		529,881
	4,500	Daicel Corporation		49,414
	2,140	Eastman Chemical Company		225,941
	2,795	Evonik Industries AG		98,561
	414	Ferro Corporation^a		9,613
	8,150	Ferroglobe Representation & Warranty Insurance Trust^a,c		1
	15,481	Freeport-McMoRan, Inc.^a		272,001
	2,064	Granges AB		24,282
	15,567	Graphic Packaging Holding Company		238,953
	3,405	Hecla Mining Company		12,496
	343	Hudbay Minerals, Inc.		2,428
	5,930	Innospec, Inc.		406,798
	6,196	International Paper Company		331,052
	800	JSR Corporation		18,005
	3,131	Kadant, Inc.		295,880
	2,000	Kaneka Corporation		19,895
	910	Koppers Holdings, Inc.^a		37,401
	4,000	Kuraray Company, Ltd.		69,353
	2,300	Kyoei Steel, Ltd.		39,288
	2,323	Lundin Mining Corporation		15,236
	5,550	Martin Marietta Materials, Inc.		1,150,515
	3,620	Mercer International, Inc.		45,069
	352	Methanex Corporation		21,349
	3,112	Mondi plc		83,645


Shares		Common Stock (47.7%)	Value
	Materials (1.2%) - continued
	10,117	Myers Industries, Inc.		$213,975
	4,290	Neenah, Inc.		336,336
	9,784	Newmont Mining Corporation		382,261
	200	Nippon Shokubai Company, Ltd.		13,828
	8,931	Norsk Hydro ASA		52,976
	7,108	Nucor Corporation		434,228
	737	Olympic Steel, Inc.		15,116
	23,426	OMNOVA Solutions, Inc.^a		245,973
	38,760	Owens-Illinois, Inc.^a		839,542
	1,977	Packaging Corporation of America		222,808
	12,223	Reliance Steel & Aluminum Company		1,048,000
	72	Rio Tinto plc		3,654
	364	Rio Tinto, Ltd.		20,621
	16,220	RPM International, Inc.		773,207
	2,972	Ryerson Holding Corporation^a		24,222
	1,482	Sandfire Resources NL		8,443
	8,668	Schweitzer-Mauduit International, Inc.		339,352
	4,891	Scotts Miracle-Gro Company		419,403
	10,057	Sensient Technologies Corporation		709,823
	905	Solvay SA		125,777
	31,820	Steel Dynamics, Inc.		1,407,080
	555	Stepan Company		46,165
	100	Taiyo Holdings Company, Ltd.		4,304
	1,400	Toagosei Company, Ltd.		16,564
	3,272	Trinseo SA		242,292
	803	United States Steel Corporation		28,258
	5,591	UPM-Kymmene Oyj		207,280
	1,156	W. R. Grace & Company		70,782
	6,805	WestRock Company		436,677
	400	Yamato Kogyo Company, Ltd.		11,038

		Total		15,345,205


	Real Estate (1.0%)
	5,413	Ares Commercial Real Estate Corporation		66,851
	25,734	Armada Hoffler Properties, Inc.		352,298
	534	Artis Real Estate Investment Trust		5,633
	2,440	Ashford Hospitality Prime, Inc.		23,717
	10,976	Ashford Hospitality Trust, Inc.		70,905
	1,908	Bluerock Residential Growth REIT, Inc.		16,218
	1,354	British Land Company plc		12,205
	41,279	Brixmor Property Group, Inc.		629,505
	5,700	Camden Property Trust		479,826
	1,982	Catchmark Timber Trust, Inc.		24,716
	10,392	Cedar Realty Trust, Inc.		40,944
	10,197	Chatham Lodging Trust		195,273
	2,513	Chesapeake Lodging Trust		69,887
	4,815	City Office REIT, Inc.		55,661
	25,303	Cousins Properties, Inc.		219,630
	12,721	CyrusOne, Inc.		651,442
	100	Daito Trust Construction Company, Ltd.		17,027
	7,070	DDR Corporation		51,823
	6,479	DEXUS Property Group		46,654
	4,250	Digital Realty Trust, Inc.		447,865
	10,203	Douglas Emmett, Inc.		375,062
	18,200	Duke Realty Corporation		481,936
	1,706	Equity Lifestyle Properties, Inc.		149,736
	3,359	First Industrial Realty Trust, Inc.		98,184
	4,210	Franklin Street Properties Corporation		35,406
	781	Gaming and Leisure Properties, Inc.		26,140
	19,700	General Growth Properties, Inc.		403,062
	2,085	GEO Group, Inc.		42,680


Shares		Common Stock (47.7%)	Value
	Real Estate (1.0%) - continued
	772	Getty Realty Corporation		$19,470
	7,000	Hang Lung Properties, Ltd.		16,429
	5,386	HFF, Inc.		267,684
	16,500	Highwoods Properties, Inc.		723,030
	22,270	Hospitality Properties Trust		564,322
	26,248	Host Hotels & Resorts, Inc.		489,263
	12,000	Hysan Development Company, Ltd.		63,682
	26,098	InfraREIT, Inc.		507,084
	8,124	Liberty Property Trust		322,767
	3,431	Mid-America Apartment Communities, Inc.		313,044
	30,437	Monmouth Real Estate Investment Corporation		457,772
	10,616	National Storage Affiliates Trust		266,249
	1,245	One Liberty Properties, Inc.		27,514
	13,740	Physicians Realty Trust		213,932
	4,422	Ramco-Gershenson Properties Trust		54,656
	1,240	RE/MAX Holdings, Inc.		74,958
	14,428	Retail Properties of America, Inc.		168,230
	3,000	Road King Infrastructure, Ltd.		5,983
	3,466	Ryman Hospitality Properties		268,442
	1,172	Saul Centers, Inc.		59,737
	8,994	SBA Communications Corporation^a		1,537,254
	4,636	Stockland		14,385
	15,838	Summit Hotel Properties, Inc.		215,555
	1,361	Sun Communities, Inc.		124,355
	2,000	Sun Hung Kai Properties, Ltd.		31,746
	1,500	Swire Pacific, Ltd.		15,190
	15,369	Terreno Realty Corporation		530,384
	12,622	Urstadt Biddle Properties, Inc.		243,605
	17,898	Weyerhaeuser Company		626,430
	8,600	Wing Tai Holdings, Ltd.		13,635
	5,900	Xenia Hotels & Resorts, Inc.		116,348

		Total		13,443,421


	Telecommunications Services (0.1%)
	1,132	Freenet AG		34,451
	26,380	KCOM Group plc		34,087
	500	KDDI Corporation		12,877
	2,500	Nippon Telegraph & Telephone Corporation		116,633
	11,600	NTT DOCOMO, Inc.		295,724
	84,002	ORBCOMM, Inc.^a		787,099
	7,938	Telenor ASA		180,519
	387	Telephone & Data Systems, Inc.		10,848
	8,418	Verizon Communications, Inc.		402,549

		Total		1,874,787


	Utilities (0.4%)
	18,401	AES Corporation		209,219
	2,095	Artesian Resources Corporation		76,426
	1,100	Chubu Electric Power Company, Inc.		15,787
	1,640	Consolidated Water Company, Ltd.		23,862
	1,960	Edison International, Inc.		124,773
	740	Eversource Energy		43,601
	10,450	MDU Resources Group, Inc.		294,272
	1,451	Middlesex Water Company		53,252
	7,870	New Jersey Resources Corporation		315,587
	6,364	NorthWestern Corporation		342,383
	7,914	NRG Yield, Inc., Class C		134,538
	15,185	OGE Energy Corporation		497,612
	5,900	Osaka Gas Company, Ltd.		117,345
	13,103	PG&E Corporation		575,615
	13,350	PNM Resources, Inc.		510,637
	1,008	Portland General Electric Company		40,834
	12,300	Public Service Enterprise Group, Inc.		617,952


Shares		Common Stock (47.7%)	Value
	Utilities (0.4%) - continued
	5,140	Southwest Gas Holdings, Inc.		$347,618
	1,316	Spire, Inc.		95,147
	4,300	Tokyo Gas Company, Ltd.		114,897
	20,116	UGI Corporation		893,553
	704	Unitil Corporation		32,673
	324	Verbund AG		9,402

		Total		5,486,985



		Total Common Stock (cost $472,073,517)		634,068,362


Shares		Registered Investment Companies (38.5%)	Value
	Affiliated Equity Holdings (36.1%)
	6,308,837	Thrivent Core International Equity Fund		63,719,259
	4,921,627	Thrivent Core Low Volatility Equity Fund^a		48,527,241
	3,563,837	Thrivent Large Cap Stock Portfolio		51,242,632
	3,311,080	Thrivent Large Cap Value Portfolio		61,076,188
	3,656,772	Thrivent Mid Cap Stock Portfolio		75,536,834
	12,302,797	Thrivent Partner Worldwide Allocation Portfolio		134,928,464
	2,083,560	Thrivent Small Cap Stock Portfolio		43,644,538

		Total		478,675,156


	Affiliated Fixed Income Holdings (1.8%)
	1,893,914	Thrivent High Yield Portfolio		8,949,882
	489,224	Thrivent Income Portfolio		4,910,685
	962,789	Thrivent Limited Maturity Bond Portfolio		9,435,523

		Total		23,296,090


	Equity Funds/Exchange Traded Funds (0.6%)
	3,628	ProShares Ultra S&P 500^b		382,681
	19,926	SPDR S&P 500 ETF Trust		5,243,527
	23,424	SPDR S&P Biotech ETF^b		2,054,988
	9,720	SPDR S&P Metals & Mining ETF		330,869
	13,100	VanEck Vectors Oil Services ETF		312,697

		Total		8,324,762



		Total Registered Investment Companies (cost $440,373,872)		510,296,008


Principal Amount		Long-Term Fixed Income (2.2%)	Value
	Collateralized Mortgage Obligations (<0.1%)
		MASTR Alternative Loans Trust
	$22,555	2.322%, (LIBOR 1M + 0.450%), 12/25/2035, Ser. 2005-6, Class 2A1^e		10,883
		Residential Asset Securitization Trust
	43,152	2.252%, (LIBOR 1M + 0.380%), 8/25/2037, Ser. 2007-A8, Class 2A3^e		10,609
		Sequoia Mortgage Trust
	89,486	3.602%, 9/20/2046, Ser. 2007-1, Class 4A1^e		73,958
		WaMu Mortgage Pass Through Certificates
	37,344	3.273%, 9/25/2036, Ser. 2006-AR10, Class 1A2^e		36,158
	56,918	3.323%, 10/25/2036, Ser. 2006-AR12, Class 1A1^e		55,339

		Total		186,947


Principal Amount		Long-Term Fixed Income (2.2%)	Value
	Mortgage-Backed Securities (1.0%)
		Federal Home Loan Mortgage Corporation Gold 30-Yr. Pass Through
	$1,325,000	4.000%, 4/1/2048^f		$1,359,508
		Federal National Mortgage Association Conventional 30-Yr. Pass Through
	1,850,000	3.000%, 4/1/2048^f		1,802,762
	4,875,000	3.500%, 4/1/2048^f		4,881,916
	3,375,000	4.000%, 4/1/2048^f		3,461,848
	1,575,000	4.500%, 4/1/2048^f		1,648,587

		Total		13,154,621


	U.S. Government and Agencies (1.2%)
		Tennessee Valley Authority
	165,000	5.250%, 9/15/2039		216,270
		U.S. Treasury Bonds
	200,000	2.250%, 11/15/2027		191,434
	2,413,000	2.500%, 5/15/2046		2,189,475
		U.S. Treasury Bonds, TIPS
	512,785	0.375%, 1/15/2027		499,243
	1,316,575	0.375%, 7/15/2027		1,283,057
		U.S. Treasury Notes
	2,520,000	0.750%, 2/15/2019		2,490,469
	360,000	1.000%, 10/15/2019		353,315
	825,000	1.500%, 10/31/2019		815,265
	650,000	1.750%, 11/30/2019		644,597
	665,000	1.375%, 9/30/2020		649,028
	1,215,000	1.125%, 8/31/2021		1,161,840
	940,000	2.000%, 11/30/2022		917,230
	500,000	2.125%, 7/31/2024		484,162
	2,100,000	2.250%, 11/15/2024		2,044,006
	1,870,000	2.125%, 11/30/2024		1,805,965

		Total		15,745,356



		Total Long-Term Fixed Income (cost $29,291,083)		29,086,924


Shares		Preferred Stock (<0.1%)	Value
	Consumer Staples (<0.1%)
	1,202	Henkel AG & Company KGaA, 1.620%		158,007

		Total		158,007



		Total Preferred Stock (cost $165,430)		158,007


Shares		Collateral Held for Securities Loaned (1.2%)	Value
	15,595,582	Thrivent Cash Management Trust		15,595,582

		Total Collateral Held for Securities Loaned (cost $15,595,582)		15,595,582


Shares or Principal Amount		Short-Term Investments (12.5%)	Value
		Federal Home Loan Bank Discount Notes
	1,900,000	1.500%, 4/3/2018^g,h		$1,899,913
	2,000,000	1.469%, 4/11/2018^g,h		1,999,170
	200,000	1.440%, 4/13/2018^g,h		199,899
	1,700,000	1.455%, 4/20/2018^g,h		1,698,589
	500,000	1.440%, 4/27/2018^g,h		499,423
	2,100,000	1.662%, 5/2/2018^g,h		2,097,024
	1,500,000	1.555%, 5/4/2018^g,h		1,497,733
	700,000	1.530%, 5/7/2018^g,h		698,843
	5,400,000	1.670%, 6/6/2018^g,h		5,383,228
		Thrivent Core Short-Term Reserve Fund
	15,012,072	1.940%		150,120,716

		Total Short-Term Investments (cost $166,093,673)		166,094,538

		Total Investments (cost $1,123,593,157) 102.1%		$1,355,299,421

		Other Assets and Liabilities, Net (2.1%)		(27,526,524)

		Total Net Assets 100.0%		$1,327,772,897

a	Non-income producing security.

b	All or a portion of the security is on loan.

c	Security is valued using significant unobservable inputs. Further information on valuation can be found in the Notes to Financial Statements.

Denotes securities sold under Rule 144A of the Securities Act of 1933, which exempts them from registration. These securities may be resold to other dealers in the program or to other qualified institutional buyers. As of March 29, 2018, the value of these investments was $100,900 or 0.0% of total net assets.

Denotes variable rate securities. The rate shown is as of March 29, 2018. The rates of certain variable rate securities are based on a published reference rate and spread; these may vary by security and the reference rate and spread are indicated in their description. The rates of other variable rate securities are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description.

f	Denotes investments purchased on a when-issued or delayed delivery basis.

g	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

h	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

The following table presents the total amount of securities loaned with continuous maturity, by type, offset by the gross payable upon return of collateral for securities loaned by Thrivent Aggressive Allocation Portfolio as of March 29, 2018:


Securities Lending Transactions
Common Stock	$	15,434,520

Total lending	$	15,434,520
Gross amount payable upon return of collateral for securities loaned	$	15,595,582

Net amounts due to counterparty	$	161,062

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Aggressive Allocation Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Aggressive Allocation Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $15,973,822 were pledged as the initial margin deposit for these contracts.

Affiliated issuers, as defined under the Investment Company Act of 1940, include those in which the Portfolio’s holdings of an issuer represent 5% or more of the outstanding voting securities of an issuer, any affiliated mutual fund, or a company which is under common ownership or control with the Portfolio. The Portfolio owns shares of Thrivent Cash Management Trust for the purpose of securities lending and Thrivent Core Short-Term Reserve Fund primarily to serve as a cash sweep vehicle for the Portfolio. Thrivent Cash Management Trust and Thrivent Core Funds are established solely for investment by Thrivent entities.

A summary of transactions (in thousands) for the fiscal year to date, in Aggressive Allocation Portfolio, is as follows:


Principal Amount		Bank Loans (15.9%)^a	Value
	Basic Materials (1.4%)
		Arch Coal, Inc., Term Loan
	$411,880	5.127%, (LIBOR 1M + 3.250%), 3/7/2024^b		$413,251
		Big River Steel, LLC, Term Loan
	422,875	7.302%, (LIBOR 3M + 5.000%), 8/15/2023^b,c		428,161
		Chemours Company, Term Loan
	281,060	6.250%, (LIBOR 1M + 2.500%), 5/12/2022^b		280,708
		CONSOL Mining Corporation, Term Loan
	408,975	7.990%, (LIBOR 3M + 6.000%), 10/30/2022^b		418,995
		Contura Energy, Inc., Term Loan
	743,050	6.880%, (LIBOR 1M + 5.000%), 3/17/2024^b		740,732
		Coronado Australian Holdings Property, Ltd., Term Loan
	96,429	0.000%, (LIBOR 3M + 6.500%), 3/21/2025^b,c,d,e		94,982
	353,571	0.000%, (LIBOR 3M + 6.500%), 3/21/2025^b,c,d,e		348,268
		Ineos Finance, LLC, Term Loan
	1,321,687	3.877%, (LIBOR 1M + 2.000%), 3/31/2024^b		1,324,331
		Peabody Energy Corporation, Term Loan
	460,303	5.377%, (LIBOR 1M + 3.500%), 3/31/2022^b		460,878
		Tronox Finance, LLC, Term Loan
	283,476	5.302%, (LIBOR 3M + 3.000%), 9/14/2024^b		285,897
	654,174	5.302%, (LIBOR 3M + 3.000%), 9/14/2024^b		659,761

		Total		5,455,964


	Capital Goods (0.9%)
		Advanced Disposal Services, Inc., Term Loan
	386,336	3.981%, (LIBOR 1W + 2.250%), 11/10/2023^b		387,183
		Cortes NP Intermediate Holding II Corporation, Term Loan
	1,123,174	5.670%, (LIBOR 1M + 4.000%), 11/30/2023^b		1,127,386
		Navistar, Inc., Term Loan
	775,000	5.210%, (LIBOR 1M + 3.500%), 11/3/2024^b		778,549
		Sterigenics-Nordion Holdings, LLC, Term Loan
	1,372,598	4.877%, (LIBOR 1M + 3.000%), 5/15/2022^b		1,371,747

		Total		3,664,865


	Communications Services (4.9%)
		Altice Financing SA, Term Loan
	382,112	4.470%, (LIBOR 3M + 2.750%), 7/15/2025^b		373,993
		Altice US Finance I Corporation, Term Loan
	481,363	4.127%, (LIBOR 1M + 2.250%), 7/14/2025^b		480,279
		CBS Radio, Inc., Term Loan
	129,675	4.623%, (LIBOR 3M + 2.750%), 10/17/2023^b		130,189


Principal Amount		Bank Loans (15.9%)^a	Value
	Communications Services (4.9%) - continued
		Cengage Learning Acquisitions, Term Loan
	$932,316	6.036%, (LIBOR 1M + 4.250%), 6/7/2023^b		$846,711
		CenturyLink, Inc., Term Loan
	1,216,950	4.627%, (LIBOR 1M + 2.750%), 1/31/2025^b,d,e		1,195,909
		Charter Communications Operating, LLC, Term Loan
	379,050	3.880%, (LIBOR 1M + 2.000%), 4/13/2025^b		380,312
		CSC Holdings, LLC, Term Loan
	640,162	4.036%, (LIBOR 1M + 2.250%), 7/17/2025^b		637,896
		Frontier Communications Corporation, Term Loan
	779,113	5.630%, (LIBOR 1M + 3.750%), 6/1/2024^b		767,917
		Gray Television, Inc., Term Loan
	395,000	3.920%, (LIBOR 1M + 2.250%), 2/7/2024^b		396,315
		Hargray Communications Group, Inc., Term Loan
	144,636	4.877%, (LIBOR 3M + 3.000%), 5/16/2024^b,d,e		144,952
		Hargray Merger Subsidiary Corporation, Term Loan
	476,823	4.877%, (LIBOR 1M + 3.000%), 3/24/2024^b		477,867
		Intelsat Jackson Holdings SA, Term Loan
	490,000	5.706%, (LIBOR 3M + 3.750%), 11/27/2023^b		490,000
		Level 3 Financing, Inc., Term Loan
	1,275,000	4.111%, (LIBOR 1M + 2.250%), 2/22/2024^b		1,277,193
		Liberty Cablevision of Puerto Rico, LLC, Term Loan
	965,000	5.220%, (LIBOR 3M + 3.500%), 1/7/2022^b		934,641
	195,000	8.470%, (LIBOR 3M + 6.750%), 7/7/2023^b,c		178,425
		McGraw-Hill Global Education Holdings, LLC, Term Loan
	790,912	5.877%, (LIBOR 1M + 4.000%), 5/4/2022^b		780,433
		Mediacom Illinois, LLC, Term Loan
	345,000	0.000%, (LIBOR 3M + 1.750%), 2/15/2024^b,d,e		344,786
	–	4.017%, (LIBOR 1W + 2.250%), 2/15/2024^b		0
		NEP/NCP Holdco, Inc., Term Loan
	960,250	5.552%, (LIBOR 1M + 3.250%), 7/21/2022^b		963,054
		New LightSquared, Term Loan
	226,672	11.305%,PIK 10.265%, (LIBOR 3M + 8.750%), 12/7/2020^b,f		198,338
		Radiate Holdco, LLC, Term Loan
	1,576,020	4.877%, (LIBOR 1M + 3.000%), 2/1/2024^b		1,566,170
		Sable International Finance, Ltd., Term Loan
	1,705,000	5.127%, (LIBOR 1M + 3.250%), 2/6/2026^b		1,709,263


Principal Amount		Bank Loans (15.9%)^a	Value
	Communications Services (4.9%) - continued
		SBA Senior Finance II, LLC, Term Loan
	$673,750	3.990%, (LIBOR 1M + 2.250%), 3/24/2021^b		$675,050
		SFR Group SA, Term Loan
	347,375	4.522%, (LIBOR 3M + 2.750%), 6/22/2025^b		336,085
		Sinclair Television Group, Inc., Term Loan
	450,000	0.000%, (LIBOR 3M + 2.500%), 12/12/2024^b,d,e		451,688
		Sprint Communications, Inc., Term Loan
	1,435,500	4.438%, (LIBOR 1M + 2.500%), 2/2/2024^b		1,434,897
		Syniverse Holdings, Inc., Term Loan
	205,000	6.718%, (LIBOR 3M + 5.000%), 2/9/2023^b		207,192
		Unitymedia Finance, LLC, Term Loan
	360,000	4.027%, (LIBOR 1M + 2.250%), 1/20/2026^b		359,449
		Univision Communications, Inc., Term Loan
	566,065	4.627%, (LIBOR 1M + 2.750%), 3/15/2024^b		556,396
		Virgin Media Bristol, LLC, Term Loan
	960,000	4.277%, (LIBOR 1M + 2.500%), 1/31/2026^b		964,704
		WideOpenWest Finance, LLC, Term Loan
	599,985	5.104%, (LIBOR 1M + 3.250%), 8/6/2023^b		586,113

		Total		19,846,217


	Consumer Cyclical (2.2%)
		Boyd Gaming Corporation, Term Loan
	298,698	4.236%, (LIBOR 1W + 2.500%), 9/15/2023^b		300,057
		Burlington Coat Factory Warehouse Corporation, Term Loan
	721,375	4.380%, (LIBOR 1M + 2.500%), 11/9/2024^b		722,096
		Ceridian HCM Holding, Inc., Term Loan
	290,116	5.377%, (LIBOR 1M + 3.500%), 9/15/2020^b		290,551
		Eldorado Resorts, Inc., Term Loan
	217,743	4.128%, (LIBOR 2M + 2.250%), 4/17/2024^b		218,288
		Four Seasons Hotels, Ltd., Term Loan
	575,000	0.000%, (LIBOR 3M + 2.000%), 11/30/2023^b,d,e		577,875
		Golden Entertainment, Inc., Term Loan
	1,067,325	4.880%, (LIBOR 1M + 3.000%), 8/15/2024^b		1,072,000
	170,000	8.860%, (LIBOR 1M + 7.000%), 8/15/2025^b,c		170,850
		Golden Nugget, Inc., Term Loan
	853,497	4.979%, (LIBOR 2M + 3.250%), 10/4/2023^b		860,862
		IMG Worldwide, Inc., Term Loan
	233,333	9.127%, (LIBOR 1M + 7.250%), 5/6/2022^b,c		234,500


Principal Amount		Bank Loans (15.9%)^a	Value
	Consumer Cyclical (2.2%) - continued
		Michaels Stores, Inc., Term Loan
	$609,155	4.589%, (LIBOR 1M + 2.750%), 1/28/2023^b		$611,823
		Mohegan Tribal Gaming Authority, Term Loan
	914,530	5.877%, (LIBOR 1M + 4.000%), 10/13/2023^b		911,676
		Scientific Games International, Inc., Term Loan
	1,600,000	4.722%, (LIBOR 1M + 2.750%), 8/14/2024^b		1,605,088
		Seminole Hard Rock Entertainment, Inc., Term Loan
	43,409	4.443%, (LIBOR 3M + 2.750%), 5/14/2020^b		43,644
		Stars Group Holdings BV, Term Loan
	1,082,585	5.802%, (LIBOR 3M + 3.500%), 8/1/2021^b		1,086,916
	310,000	0.000%, (LIBOR 3M + 3.000%), 3/29/2025^b,d,e		311,240

		Total		9,017,466


	Consumer Non-Cyclical (2.6%)
		Air Medical Group Holdings, Inc., Term Loan
	1,800,487	4.936%, (LIBOR 3M + 3.250%), 4/28/2022^b		1,806,735
		Albertson’s, LLC, Term Loan
	1,060,462	4.627%, (LIBOR 1M + 2.750%), 8/25/2021^b		1,046,845
	733,891	4.956%, (LIBOR 3M + 3.000%), 6/22/2023^b		723,800
		Anmeal Pharmaceuticals LLC, Term Loan
	640,000	0.000%, (LIBOR 3M + 3.500%), 3/23/2025^b,c,d,e		640,000
		CHS/Community Health Systems, Inc., Term Loan
	112,960	4.984%, (LIBOR 3M + 2.750%), 12/31/2019^b		110,043
	618,093	4.984%, (LIBOR 3M + 3.000%), 1/27/2021^b		593,283
		Endo Luxembourg Finance Company I SARL., Term Loan
	994,844	6.188%, (LIBOR 1M + 4.250%), 4/27/2024^b		991,939
		Grifols Worldwide Operations USA, Inc., Term Loan
	598,950	3.986%, (LIBOR 1W + 2.250%), 1/23/2025^b		600,969
		JBS USA LUX SA, Term Loan
	1,202,850	4.678%, (LIBOR 3M + 2.500%), 10/30/2022^b		1,198,592
		Libbey Glass, Inc., Term Loan
	300,699	4.718%, (LIBOR 1M + 3.000%), 4/9/2021^b,c		296,564
		Ortho-Clinical Diagnostics, Inc., Term Loan
	832,688	5.627%, (LIBOR 1M + 3.750%), 6/30/2021^b		839,142
		Revlon Consumer Products Corporation, Term Loan
	539,523	5.377%, (LIBOR 1M + 3.500%), 9/7/2023^b		422,403


Principal Amount		Bank Loans (15.9%)^a	Value
	Consumer Non-Cyclical (2.6%) - continued
		Valeant Pharmaceuticals International, Inc., Term Loan
	$1,119,294	5.240%, (LIBOR 1M + 3.500%), 4/1/2022^b		$1,130,699

		Total		10,401,014


	Energy (0.5%)
		Calpine Corporation, Term Loan
	606,880	4.810%, (LIBOR 3M + 2.500%), 1/15/2024^b		608,282
		Houston Fuel Oil Terminal, LLC, Term Loan
	817,418	5.800%, (LIBOR 3M + 3.500%), 8/19/2021^b		825,085
		MEG Energy Corporation, Term Loan
	74,100	5.810%, (LIBOR 3M + 3.500%), 12/31/2023^b		74,063
		MRC Global US, Inc., Term Loan
	304,237	7.250%, (LIBOR 1M + 3.500%), 9/15/2024^b		306,519
		Pacific Drilling SA, Term Loan
	569,712	0.000%, (PRIME + 4.500%), 6/3/2018^b,g,h		189,788

		Total		2,003,737


	Financials (1.2%)
		ASP AMC Merger Sub, Inc., Term Loan
	1,130,956	5.802%, (LIBOR 3M + 3.500%), 4/13/2024^b		1,133,783
		Avolon TLB Borrower 1 US, LLC, Term Loan
	342,412	4.072%, (LIBOR 1M + 2.250%), 4/3/2022^b		342,519
		Colorado Buyer, Inc., Term Loan
	193,538	4.780%, (LIBOR 3M + 3.000%), 5/1/2024^b		193,538
	105,000	9.030%, (LIBOR 3M + 7.250%), 5/1/2025^b		104,935
		Digicel International Finance, Ltd., Term Loan
	960,393	5.020%, (LIBOR 3M + 3.250%), 5/10/2024^b		954,996
		DJO Finance, LLC, Term Loan
	316,875	5.035%, (LIBOR 3M + 3.250%), 6/7/2020^b		318,196
		Gartner, Inc., Term Loan
	153,450	3.877%, (LIBOR 1M + 2.000%), 4/5/2024^b		154,122
		Genworth Holdings, Inc., Term Loan
	175,000	6.202%, (LIBOR 3M + 4.500%), 2/28/2023^b		177,954
		MoneyGram International, Inc., Term Loan
	653,363	5.552%, (LIBOR 3M + 3.250%), 3/28/2020^b		652,219
		TransUnion, LLC, Term Loan
	641,775	3.877%, (LIBOR 1M + 2.000%), 4/9/2023^b		643,245

		Total		4,675,507


	Technology (1.5%)
		First Data Corporation, Term Loan
	1,620,000	4.122%, (LIBOR 1M + 2.250%), 4/26/2024^b		1,621,830


Principal Amount		Bank Loans (15.9%)^a	Value
	Technology (1.5%) - continued
		Harland Clarke Holdings Corporation, Term Loan
	$893,907	7.052%, (LIBOR 3M + 4.750%), 10/31/2023^b		$900,862
		Micron Technology, Inc., Term Loan
	397,975	3.880%, (LIBOR 1M + 2.000%), 4/26/2022^b		400,339
		Rackspace Hosting, Inc., Term Loan
	749,337	4.787%, (LIBOR 3M + 3.000%), 11/3/2023^b		746,175
		SS&C Technologies Holdings Europe SARL, Term Loan
	243,000	0.000%, (LIBOR 3M + 2.500%), 2/27/2025^b,d,e		244,089
		SS&C Technologies, Inc., Term Loan
	687,000	0.000%, (LIBOR 3M + 2.500%), 2/27/2025^b,d,e		690,078
		TNS, Inc., Term Loan
	288,500	5.780%, (LIBOR 3M + 4.000%), 8/14/2022^b		289,582
		Western Digital Corporation, Term Loan
	994,476	3.877%, (LIBOR 1M + 2.000%), 4/29/2023^b		999,269

		Total		5,892,224


	Transportation (0.3%)
		Arctic LNG Carriers, Ltd., Term Loan
	1,240,625	6.377%, (LIBOR 1M + 4.500%), 5/18/2023^b		1,249,930
		OSG Bulk Ships, Inc., Term Loan
	78,121	6.040%, (LIBOR 3M + 4.250%), 8/5/2019^b,c		74,996

		Total		1,324,926


	Utilities (0.4%)
		EnergySolutions, LLC, Term Loan
	295,000	6.630%, (LIBOR 1M + 4.750%), 5/29/2020^b,c		298,687
		HD Supply Waterworks, Term Loan
	493,762	5.116%, (LIBOR 3M + 3.000%), 7/21/2024^b,c		496,231
		Intergen NV, Term Loan
	375,748	6.240%, (LIBOR 1W + 4.500%), 6/13/2020^b		377,315
		Talen Energy Supply, LLC, Term Loan
	415,590	5.877%, (LIBOR 1M + 4.000%), 7/6/2023^b		407,573

		Total		1,579,806



		Total Bank Loans (cost $64,258,167)		63,861,726


Shares		Common Stock (48.2%)	Value
	Consumer Discretionary (8.0%)
	4,050	Amazon.com, Inc.ⁱ		5,861,727
	40,702	American Axle & Manufacturing Holdings, Inc.ⁱ		619,484
	1,900	AOKI Holdings, Inc.		28,972
	3,000	Autobacs Seven Company, Ltd.		56,155
	200	Bandai Namco Holdings, Inc.		6,473
	9,574	Berkeley Group Holdings plc		508,948
	953	Booking Holdings, Inc.ⁱ		1,982,612
	2,390	Breville Group, Ltd.		21,535
	11,300	Bridgestone Corporation		497,130


Shares		Common Stock (48.2%)	Value
	Consumer Discretionary (8.0%) - continued
	3,880	Burlington Stores, Inc.ⁱ		$516,622
	20,060	Caesars Entertainment Corporationⁱ		225,675
	37,363	Carnival Corporation		2,450,266
	157	Charter Communications, Inc.ⁱ		48,862
	2,400	Chiyoda Company, Ltd.		59,763
	998	Cie Generale des Etablissements Michelin		147,747
	54,354	Comcast Corporation		1,857,276
	3,800	DCM Holdings Company, Ltd.		38,668
	5,641	Dollar Tree, Inc.ⁱ		535,331
	4,089	Eutelsat Communications		81,046
	22,858	General Motors Company		830,660
	38,100	Honda Motor Company, Ltd.		1,318,892
	4,656	Hugo Boss AG		405,617
	14,304	Inchcape plc		138,682
	1,462	Ipsos SA		57,451
	3,419	JM AB		77,817
	454	Linamar Corporation		24,801
	11,997	Magna International, Inc.		676,031
	8,294	Mediaset Espana Comunicacion SA		84,488
	9,799	Netflix, Inc.ⁱ		2,894,135
	202	Nexity SA		12,937
	2,592	Next plc		173,272
	3,300	NHK Spring Company, Ltd.		35,342
	39,479	NIKE, Inc.		2,622,985
	115,200	Nissan Motor Company, Ltd.		1,189,111
	9,785	Nutrisystem, Inc.		263,706
	27,672	Peugeot SA		666,325
	1,600	Plenus Company, Ltd.		31,114
	4,600	Sangetsu Company, Ltd.		95,381
	12,200	Sankyo Company, Ltd.		426,786
	3,700	SHIMAMURA Company, Ltd.		461,347
	13,740	Six Flags Entertainment Corporation		855,452
	11,600	Sumitomo Rubber Industries, Ltd.		213,873
	800	Takara Standard Company, Ltd.		13,568
	13,467	Toll Brothers, Inc.		582,448
	18,000	Toyoda Gosei Company, Ltd.		416,872
	14,800	TV Asahi Holdings Corporation		327,164
	11,432	Walt Disney Company		1,148,230
	3,503	Wolters Kluwer NV		186,307
	5,000	Yokohama Rubber Company, Ltd.		115,882

		Total		31,890,968


	Consumer Staples (2.1%)
	16,239	Altria Group, Inc.		1,012,015
	4,700	Arcs Company, Ltd.		114,199
	4,630	Bunge, Ltd.		342,342
	66,171	Cott Corporation		974,037
	1,736	Empire Company, Ltd.		34,846
	3,555	ForFarmers BV		49,618
	1,035	Henkel AG & Company KGaA		130,393
	9,000	Japan Tobacco, Inc.		257,103
	4,300	Lawson, Inc.		293,958
	800	Ministop Company, Ltd.		16,448
	16,138	Philip Morris International, Inc.		1,604,117
	1,800	Seven & I Holdings Company, Ltd.		77,098
	32,927	Unilever NV		1,858,581
	28,824	Unilever plc		1,598,649

		Total		8,363,404


	Energy (2.6%)
	2,695	Andeavor		271,009
	214,593	BP plc		1,447,449
	3,947	Contura Energy, Inc.		264,449
	55,415	Halliburton Company		2,601,180
	10,535	OMV AG		614,476


Shares		Common Stock (48.2%)	Value
	Energy (2.6%) - continued
	15,039	Parsley Energy, Inc.ⁱ		$435,981
	16,507	Pioneer Natural Resources Company		2,835,572
	3,828	Royal Dutch Shell plc, Class A		121,112
	22,972	Royal Dutch Shell plc, Class B		739,201
	4,227	TGS Nopec Geophysical Company ASA		103,700
	10,466	Total SA		599,908
	10,466	Total SA Rights^c,i		155
	32,580	WPX Energy, Inc.ⁱ		481,532

		Total		10,515,724


	Financials (6.3%)
	4,708	ABN AMRO Group NV^j		141,962
	2,218	Affiliated Managers Group, Inc.		420,488
	3,936	Anima Holding SPA^j		26,737
	900	Aozora Bank, Ltd.		36,123
	55,529	Apollo Investment Corporation		289,861
	25,507	Ares Capital Corporation		404,796
	7,900	Assured Guaranty, Ltd.		285,980
	2,466	ASX, Ltd.		106,870
	22,301	Australia & New Zealand Banking Group, Ltd.		464,158
	15,567	Banco BPM SPAⁱ		54,023
	114,595	Banco de Sabadell SA		234,396
	10,201	Bank of America Corporation		305,928
	10,097	Bankinter SA		103,952
	1,245	BNP Paribas SA		92,330
	7,954	CaixaBank SA		37,922
	26,174	CI Financial Corporation		560,719
	24,255	Citigroup, Inc.		1,637,213
	19,025	CNP Assurances		480,272
	3,623	Danske Bank AS		135,748
	76,696	Direct Line Insurance Group plc		410,669
	25,513	DnB ASA		502,536
	53,306	E*TRADE Financial Corporationⁱ		2,953,685
	4,779	Euronext NV^j		350,296
	7,564	Finecobank Banca Fineco SPA		91,043
	66,501	FlexiGroup, Ltd.		92,471
	2,208	FNF Group		88,364
	7,129	Genworth MI Canada, Inc.^k		226,871
	4,868	Goldman Sachs Group, Inc.		1,226,055
	4,798	Hannover Rueckversicherung SE		654,602
	1,378	Hargreaves Lansdown plc		31,630
	169,627	HSBC Holdings plc		1,592,915
	9,345	IBERIABANK Corporation		728,910
	6,835	Interactive Brokers Group, Inc.		459,585
	5,583	Jupiter Fund Management plc		37,012
	38,778	KeyCorp		758,110
	2,913	Macquarie Group, Ltd.		232,274
	434	Markel Corporationⁱ		507,889
	247,214	Medibank Private, Ltd.		554,878
	17,642	MetLife, Inc.		809,591
	164,200	Mizuho Financial Group, Inc.		299,235
	8,246	National Bank of Canada		388,122
	50,163	Old Mutual plc		168,793
	3,446	Pargesa Holding SA		305,759
	4,677	Plus500, Ltd.		74,942
	8,058	Power Corporation of Canada		183,883
	41,574	Santander Consumer USA Holdings Inc.		677,656
	5,046	Schroders plc		226,405
	7,500	Senshu Ikeda Holdings, Inc.		28,735
	1,900	Sony Financial Holdings, Inc.		34,694
	18,556	State Street Corporation		1,850,590
	45,337	Synchrony Financial		1,520,150
	19,800	United Community Banks, Inc.		626,670


Shares		Common Stock (48.2%)	Value
	Financials (6.3%) - continued
	425	Vienna Insurance Group AG Wiener Versicherung Gruppe		$14,208
	971	Wells Fargo & Company		50,890
	13,435	Zions Bancorporation		708,428
	61	Zurich Insurance Group AG		20,122

		Total		25,308,146


	Health Care (4.8%)
	15,960	Acadia Healthcare Company, Inc.ⁱ		625,313
	3,003	Anthem, Inc.		659,759
	54,000	Astellas Pharmaceutical, Inc.		825,983
	18,100	BioMarin Pharmaceutical, Inc.ⁱ		1,467,367
	15,527	Celgene Corporationⁱ		1,385,164
	1,056	Danaher Corporation		103,393
	40,718	GlaxoSmithKline plc ADR^k		1,590,852
	40,907	Hologic, Inc.ⁱ		1,528,286
	1,000	KYORIN Holdings, Inc.		18,893
	381	LNA Sante		26,535
	20,509	Medtronic plc		1,645,232
	16,973	Novartis AG		1,372,791
	36,350	Novo Nordisk AS		1,787,906
	712	Roche Holding AG		163,331
	3,249	Teleflex, Inc.		828,430
	2,335	Teva Pharmaceutical Industries, Ltd. ADR		39,905
	21,511	UnitedHealth Group, Inc.		4,603,354
	3,704	Waters Corporationⁱ		735,800

		Total		19,408,294


	Industrials (5.6%)
	9,129	Adecco SA		650,259
	2,400	Asahi Glass Company, Ltd.		100,577
	32,492	Atlas Copco AB, Class A		1,411,186
	16,944	Atlas Copco AB, Class B		661,590
	9,635	Brink’s Company		687,457
	16,940	Caterpillar, Inc.		2,496,617
	700	Central Glass Company, Ltd.		16,119
	15,845	CSX Corporation		882,725
	2,500	Dai Nippon Printing Company, Ltd.		51,952
	8,988	Delta Air Lines, Inc.		492,632
	6,367	Dycom Industries, Inc.ⁱ		685,280
	2,815	Ferguson plc		211,715
	32,976	GWA Group, Ltd.		85,882
	14,389	Honeywell International, Inc.		2,079,354
	4,000	Inaba Denki Sangyo Company, Ltd.		176,825
	10,463	Kirby Corporationⁱ		805,128
	1,797	Loomis AB		64,874
	8,800	Marubeni Corporation		64,262
	8,557	Masonite International Corporationⁱ		524,972
	4,794	Middleby Corporationⁱ		593,449
	6,000	Mitsuboshi Belting, Ltd.		66,845
	10,090	Monadelphous Group, Ltd.		118,941
	12,813	National Express Group plc		69,465
	10,600	Nitto Kogyo Corporation		164,237
	3,190	Nobina AB^j		20,630
	15,397	Norfolk Southern Corporation		2,090,605
	3,906	Northgate plc		18,489
	6,740	Oshkosh Corporation		520,800
	30,251	PageGroup plc		227,967
	38,543	RELX NV		798,955
	23,661	RELX plc		486,039
	1,274	Rockwool International AS		379,510
	83,704	Royal Mail plc		635,294
	1,604	Sandvik AB		29,387
	2,919	Schindler Holding AG, Participation Certificate		629,826


Shares		Common Stock (48.2%)	Value
	Industrials (5.6%) - continued
	39	SGS SA		$95,937
	1,600	ShinMaywa Industries, Ltd.		13,234
	28,127	SKF AB^k		576,240
	8,920	Smiths Group plc		189,740
	1,693	Spirax-Sarco Engineering plc		136,571
	1,029	Sulzer, Ltd.		135,449
	29,900	Sumitomo Electric Industries, Ltd.		456,977
	1,500	Taikisha, Ltd.		49,196
	4,200	Toppan Forms Company, Ltd.		46,515
	37,000	Toppan Printing Company, Ltd.		304,139
	6,314	Transcontinental, Inc.		124,727
	11,000	Tsubakimoto Chain Company		89,923
	7,230	Vinci SA		712,120
	4,197	WABCO Holdings, Inc.ⁱ		561,852
	1,700	Yuasa Trading Company, Ltd.		55,889

		Total		22,548,354


	Information Technology (8.4%)
	2,808	Alliance Data Systems Corporation		597,711
	1,880	Alphabet, Inc., Class Aⁱ		1,949,823
	1,676	Alphabet, Inc., Class Cⁱ		1,729,280
	20,893	Apple, Inc.		3,505,428
	7,800	Autodesk, Inc.ⁱ		979,524
	7,612	Belden, Inc.		524,771
	210	BKW FMB Energie		13,969
	7,600	Blackline, Inc.ⁱ		297,996
	5,700	Canon, Inc.		206,786
	7,707	Capgemini SA		961,638
	1,834	CGI Group, Inc.ⁱ		105,768
	26,265	Ciena Corporationⁱ		680,264
	89,897	Cisco Systems, Inc.		3,855,682
	11,500	Dolby Laboratories, Inc.		730,940
	5,048	F5 Networks, Inc.ⁱ		729,991
	13,100	Facebook, Inc.ⁱ		2,093,249
	19,791	Juniper Networks, Inc.		481,515
	57,300	Konica Minolta Holdings, Inc.		487,105
	1,230	Kulicke and Soffa Industries, Inc.ⁱ		30,762
	6,400	Kyocera Corporation		362,868
	574	Lam Research Corporation		116,614
	27,190	Microsoft Corporation		2,481,631
	5,900	NEC Networks & System Integration Corporation		153,464
	7,464	New Relic, Inc.ⁱ		553,232
	1,584	NVIDIA Corporation		366,839
	33,100	PayPal Holdings, Inc.ⁱ		2,511,297
	1,367	Red Hat, Inc.ⁱ		204,380
	2,100	Ryoyo Electro Corporation		33,818
	9,380	Salesforce.com, Inc.ⁱ		1,090,894
	3,914	Seagate Technology plc		229,047
	18,000	Shinko Electric Industries Company, Ltd.		133,065
	3,337	TE Connectivity, Ltd.		333,366
	23,030	Twitter, Inc.ⁱ		668,100
	25,320	Visa, Inc.		3,028,779
	18,569	Xilinx, Inc.		1,341,425

		Total		33,571,021


	Materials (2.7%)
	2,686	APERAM		128,620
	1,620	Ashland Global Holdings, Inc.		113,060
	18,578	BASF SE		1,884,133
	42,521	BHP Billiton plc		840,350
	36,964	BHP Billiton, Ltd.		819,325
	5,469	Crown Holdings, Inc.ⁱ		277,552
	23,900	Daicel Corporation		262,445
	1,559	Eagle Materials, Inc.		160,655


Shares		Common Stock (48.2%)	Value
	Materials (2.7%) - continued
	15,007	Evonik Industries AG		$529,198
	2,710	FMC Corporation		207,505
	10,782	Granges AB		126,847
	1,854	Hudbay Minerals, Inc.		13,124
	4,400	JSR Corporation		99,026
	10,000	Kaneka Corporation		99,476
	21,400	Kuraray Company, Ltd.		371,040
	12,100	Kyoei Steel, Ltd.^k		206,691
	12,557	Lundin Mining Corporation		82,358
	1,882	Methanex Corporation		114,143
	16,545	Mondi plc		444,697
	3,695	Neenah, Inc.		289,688
	600	Nippon Shokubai Company, Ltd.		41,485
	47,739	Norsk Hydro ASA		283,173
	3,420	Packaging Corporation of America		385,434
	392	Rio Tinto plc		19,892
	1,907	Rio Tinto, Ltd.		108,036
	7,920	Sandfire Resources NL		45,122
	4,200	Sensient Technologies Corporation		296,436
	4,840	Solvay SA		672,662
	700	Taiyo Holdings Company, Ltd.		30,128
	6,800	Toagosei Company, Ltd.		80,452
	29,829	UPM-Kymmene Oyj		1,105,877
	6,145	Valvoline, Inc.		135,989
	20,516	Verso Corporationⁱ		345,489
	1,700	Yamato Kogyo Company, Ltd.		46,910

		Total		10,667,018


	Real Estate (5.8%)
	1,900	Acadia Realty Trust		46,740
	846	Agree Realty Corporation		40,642
	1,500	Alexander & Baldwin, Inc.		34,695
	7,581	Alexandria Real Estate Equities, Inc.		946,791
	1,000	American Assets Trust, Inc.		33,410
	2,950	American Campus Communities, Inc.		113,929
	9,500	American Tower Corporation		1,380,730
	3,450	Apartment Investment & Management Company		140,587
	950	Armada Hoffler Properties, Inc.		13,006
	2,832	Artis Real Estate Investment Trust		29,873
	3,000	AvalonBay Communities, Inc.		493,380
	4,837	Boston Properties, Inc.		596,015
	7,235	British Land Company plc		65,219
	9,093	Camden Property Trust		765,449
	1,600	CareTrust REIT, Inc.		21,440
	3,600	CBL & Associates Properties, Inc.		15,012
	1,700	Cedar Realty Trust, Inc.		6,698
	900	Chatham Lodging Trust		17,235
	1,224	Chesapeake Lodging Trust		34,039
	300	Community Healthcare Trust, Inc.		7,722
	2,500	CoreCivic, Inc.		48,800
	650	CoreSite Realty Corporation		65,169
	2,200	Corporate Office Properties Trust		56,826
	9,042	Cousins Properties, Inc.		78,485
	12,928	Crown Castle International Corporation		1,417,038
	2,100	CyrusOne, Inc.		107,541
	300	Daito Trust Construction Company, Ltd.		51,080
	2,100	DCT Industrial Trust, Inc.		118,314
	34,574	DEXUS Property Group		248,958
	4,314	DiamondRock Hospitality Company		45,038
	4,517	Digital Realty Trust, Inc.		476,001
	3,400	Douglas Emmett, Inc.		124,984
	31,493	Duke Realty Corporation		833,935
	900	Easterly Government Properties, Inc.		18,360


Shares		Common Stock (48.2%)	Value
	Real Estate (5.8%) - continued
	664	EastGroup Properties, Inc.		$54,886
	1,600	Education Realty Trust, Inc.		52,400
	1,419	EPR Properties		78,613
	2,362	Equinix, Inc.		987,647
	10,870	Equity Residential		669,809
	1,435	Essex Property Trust, Inc.		345,376
	2,800	Extra Space Storage, Inc.		244,608
	1,600	Federal Realty Investment Trust		185,776
	2,600	First Industrial Realty Trust, Inc.		75,998
	1,300	Four Corners Property Trust, Inc.		30,017
	42,345	General Growth Properties, Inc.		866,379
	2,750	GEO Group, Inc.		56,292
	700	Getty Realty Corporation		17,654
	2,100	Government Properties Income Trust		28,686
	37,000	Hang Lung Properties, Ltd.		86,840
	10,200	HCP, Inc.		236,946
	2,700	Healthcare Realty Trust, Inc.		74,817
	800	Hersha Hospitality Trust		14,320
	2,300	Highwoods Properties, Inc.		100,786
	3,600	Hospitality Properties Trust		91,224
	32,416	Host Hotels & Resorts, Inc.		604,234
	61,000	Hysan Development Company, Ltd.		323,717
	1,800	Independence Realty Trust, Inc.		16,524
	6,100	Iron Mountain, Inc.		200,446
	2,100	JBG SMITH Properties		70,791
	2,100	Kilroy Realty Corporation		149,016
	9,174	Kimco Realty Corporation		132,106
	1,800	Kite Realty Group Trust		27,414
	1,803	Lamar Advertising Company		114,779
	2,400	LaSalle Hotel Properties		69,624
	4,600	Lexington Realty Trust		36,202
	3,200	Liberty Property Trust		127,136
	1,015	Life Storage, Inc.		84,773
	800	LTC Properties, Inc.		30,400
	2,400	Macerich Company		134,448
	1,900	Mack-Cali Realty Corporation		31,749
	7,800	Medical Properties Trust, Inc.		101,400
	2,502	Mid-America Apartment Communities, Inc.		228,282
	3,300	National Retail Properties, Inc.		129,558
	1,090	National Storage Affiliates Trust		27,337
	4,250	Omega Healthcare Investors, Inc.		114,920
	1,500	Pennsylvania REIT		14,475
	1,270	PotlatchDeltic Corporation		66,103
	16,063	Prologis, Inc.		1,011,808
	400	PS Business Parks, Inc.		45,216
	4,350	Public Storage, Inc.		871,696
	2,000	Quality Care Properties, Inc.ⁱ		38,860
	1,700	Ramco-Gershenson Properties Trust		21,012
	2,700	Rayonier, Inc. REIT		94,986
	6,093	Realty Income Corporation		315,191
	3,265	Regency Centers Corporation		192,570
	2,350	Retail Opportunity Investments Corporation		41,525
	19,000	Road King Infrastructure, Ltd.		37,893
	3,846	Sabra Health Care REIT, Inc.		67,882
	200	Saul Centers, Inc.		10,194
	2,550	SBA Communications Corporationⁱ		435,846
	5,071	Senior Housing Property Trust		79,412
	9,238	Simon Property Group, Inc.		1,425,885
	2,000	SL Green Realty Corporation		193,660
	24,781	Stockland		76,893
	2,352	Summit Hotel Properties, Inc.		32,011
	15,000	Sun Hung Kai Properties, Ltd.		238,095
	6,000	Swire Pacific, Ltd.		60,760
	1,952	Tanger Factory Outlet Centers, Inc.		42,944


Shares		Common Stock (48.2%)	Value
	Real Estate (5.8%) - continued
	1,300	Taubman Centers, Inc.		$73,983
	5,700	UDR, Inc.		203,034
	3,500	Uniti Group, Inc.		56,875
	200	Universal Health Realty Income Trust		12,020
	2,200	Urban Edge Properties		46,970
	600	Urstadt Biddle Properties, Inc.		11,580
	7,800	Ventas, Inc.		386,334
	5,570	Vornado Realty Trust		374,861
	4,000	Washington Prime Group, Inc.		26,680
	2,600	Weingarten Realty Investors		73,008
	8,054	Welltower, Inc.		438,379
	16,400	Weyerhaeuser Company		574,000
	800	Whitestone REIT		8,312
	44,700	Wing Tai Holdings, Ltd.		70,871

		Total		23,318,895


	Telecommunications Services (1.1%)
	6,048	Freenet AG		184,065
	136,496	KCOM Group plc		176,375
	3,000	KDDI Corporation		77,263
	13,200	Nippon Telegraph & Telephone Corporation		615,820
	62,000	NTT DOCOMO, Inc.		1,580,593
	42,442	Telenor ASA		965,179
	19,216	Zayo Group Holdings, Inc.ⁱ		656,419

		Total		4,255,714


	Utilities (0.8%)
	1,008	Alpha Natural Resources Holdings, Inc.ⁱ		24,444
	3,794	ANR, Inc.ⁱ		91,056
	5,500	Chubu Electric Power Company, Inc.		78,934
	39,544	Dynegy, Inc.ⁱ		534,635
	17,923	MDU Resources Group, Inc.		504,712
	32,000	Osaka Gas Company, Ltd.		636,446
	11,933	PNM Resources, Inc.		456,437
	23,300	Tokyo Gas Company, Ltd.		622,581
	1,726	Verbund AG		50,087

		Total		2,999,332



		Total Common Stock (cost $165,075,936)		192,846,870


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Asset-Backed Securities (2.4%)
		ALM XI Ltd.
	375,000	4.981%, (LIBOR 3M + 3.250%), 10/17/2026, Ser. 2014-11A, Class CR^*,b		375,100
		Apidos CLO XVIII
	225,000	4.995%, (LIBOR 3M + 3.250%), 7/22/2026, Ser. 2014-18A, Class CR^*,b		225,131
		Asset Backed Securities Corporation Home Equity Loan Trust
	288,232	2.012%, (LIBOR 1M + 0.140%), 7/25/2036, Ser. 2006-HE5, Class A4^b		282,190
		Bear Stearns ARM Trust
	122,371	3.239%, 1/25/2034, Ser. 2003-8, Class 5A^b		119,818
		BlueMountain CLO, Ltd.
	525,000	2.595%, (LIBOR 3M + 3.200%), 10/15/2026, Ser. 2014-3A, Class CR^*,b		525,304


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Asset-Backed Securities (2.4%) - continued
		CLUB Credit Trust
	$300,000	3.170%, 4/17/2023, Ser. 2017-NP1, Class B^*		$299,734
		College Ave Student Loans, LLC
	309,964	3.522%, (LIBOR 1M + 1.650%), 11/26/2046, Ser. 2017-A, Class A1^*,b		317,363
		Credit Based Asset Servicing and Securitization, LLC
	242,687	3.457%, 12/25/2036, Ser. 2006-CB2, Class AF2^l		203,340
		Earnest Student Loan Program, LLC
	215,338	2.680%, 7/25/2035, Ser. 2016-C, Class A2^j		211,591
		First Horizon ABS Trust
	38,856	2.032%, (LIBOR 1M + 0.160%), 10/25/2034, Ser. 2006-HE1, Class A^b,m		38,164
		Foundation Finance Trust
	405,690	3.300%, 7/15/2033, Ser. 2017-A, Class A3^*		400,303
		GMAC Mortgage Corporation Loan Trust
	150,545	2.372%, (LIBOR 1M + 0.500%), 8/25/2035, Ser. 2005-HE1, Class A2^b,m		159,145
	160,831	2.052%, (LIBOR 1M + 0.180%), 12/25/2036, Ser. 2006-HE4, Class A1^b,m		156,037
		IndyMac Seconds Asset-Backed Trust
	190,875	2.212%, (LIBOR 1M + 0.340%), 10/25/2036, Ser. 2006-2B, Class A^b,m		114,558
		J.P. Morgan Mortgage Acquisition Trust
	160,976	4.402%, 3/25/2047, Ser. 2007-HE1, Class AF4^l		117,100
		Lehman XS Trust
	145,213	5.440%, 8/25/2035, Ser. 2005-2, Class 2A3B^l		133,675
		Lendmark Funding Trust
	350,000	2.830%, 12/22/2025, Ser. 2017-1A, Class A^j		348,194
		Madison Park Funding XIV, Ltd.
	500,000	4.995%, (LIBOR 3M + 3.250%), 7/20/2026, Ser. 2014-14A, Class DR^*,b		500,136
		Merrill Lynch Mortgage Investors Trust
	335,230	3.188%, 6/25/2035, Ser. 2005-A5, Class M1^b		316,040
		MLCC Mortgage Investors, Inc.
	140,985	2.532%, (LIBOR 1M + 0.660%), 9/25/2029, Ser. 2004-D, Class A1^b		140,741
		NRZ Advance Receivables Trust Advance Receivables Backed
	225,500	2.751%, 6/15/2049, Ser. 2016-T1, Class AT1^*		222,708
		Oak Hill Advisors Residential Loan Trust
	373,354	3.000%, 6/25/2057, Ser. 2017-NPL1, Class A1^*,l		371,165


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Asset-Backed Securities (2.4%) - continued
		Octagon Investment Partners XX, Ltd.
	$350,000	5.361%, (LIBOR 3M + 3.550%), 8/12/2026, Ser. 2014-1A, Class DR^*,b		$350,364
		Pretium Mortgage Credit Partners, LLC
	223,547	3.250%, 3/28/2057, Ser. 2017-NPL2, Class A1^j,l		222,249
		SoFi Consumer Loan Program, LLC
	209,956	3.050%, 12/26/2025, Ser. 2016-3, Class A^j		209,786
		Spirit Master Funding, LLC
	697,676	4.360%, 12/20/2047, Ser. 2017-1A, Class A^*		701,908
		Structured Asset Mortgage Investments II Trust
	336,778	2.508%, (LIBOR 1M + 0.700%), 2/19/2035, Ser. 2004-AR6, Class A1A^b		333,996
		Upstart Securitization Trust
	317,612	2.508%, 3/20/2025, Ser. 2107-INV1, Class A^j		316,585
		Vantage Data Centers Issuer, LLC
	599,500	4.072%, 2/16/2043, Ser. 2018-1A, Class A2^j		605,009
		Vericrest Opportunity Loan Transferee
	218,079	3.250%, 6/25/2047, Ser. 2017-NPL7, Class A1^j,l		217,152
	218,529	3.375%, 4/25/2047, Ser. 2017-NPL4, Class A1^j,l		218,072
		Voya CLO 4, Ltd.
	425,000	4.722%, (LIBOR 3M + 3.000%), 10/14/2026, Ser. 2014-4A, Class CR^*,b		425,146
		Wachovia Asset Securitization, Inc.
	363,934	2.012%, (LIBOR 1M + 0.140%), 7/25/2037, Ser. 2007-HE1, Class A^*,b,m		335,541

		Total		9,513,345


	Basic Materials (0.5%)
		Alcoa Nederland Holding BV
	90,000	6.750%, 9/30/2024^j		96,300
		Anglo American Capital plc
	86,000	4.125%, 9/27/2022^j		87,026
		ArcelorMittal SA
	190,000	5.750%, 3/1/2021		200,213
		BWAY Holding Company
	175,000	5.500%, 4/15/2024^j		176,094
		CF Industries, Inc.
	195,000	3.450%, 6/1/2023		187,200
		Dow Chemical Company
	86,000	8.550%, 5/15/2019		91,276
		E.I. du Pont de Nemours and Company
	86,000	2.200%, 5/1/2020		84,801
		FMG Resources Property, Ltd.
	180,000	5.125%, 5/15/2024^j		177,523
		Kinross Gold Corporation
	44,000	5.125%, 9/1/2021		45,654
		LyondellBasell Industries NV
	80,000	5.000%, 4/15/2019		81,212
		Packaging Corporation of America
	63,000	2.450%, 12/15/2020		61,995


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Basic Materials (0.5%) - continued
		Peabody Securities Finance Corporation
	$170,000	6.375%, 3/31/2025^j		$176,375
		Platform Specialty Products Corporation
	120,000	5.875%, 12/1/2025^j		117,300
		RPM International, Inc., Convertible
	29,000	2.250%, 12/15/2020		32,567
		Sherwin-Williams Company
	85,000	2.250%, 5/15/2020		83,579
		Trinseo Materials Operating SCA
	180,000	5.375%, 9/1/2025^j		176,850
		United States Steel Corporation
	200,000	6.250%, 3/15/2026		199,250
		Xstrata Finance Canada, Ltd.
	66,000	4.950%, 11/15/2021^j		68,759

		Total		2,143,974


	Capital Goods (0.8%)
		Ashtead Capital, Inc.
	150,000	4.125%, 8/15/2025^j		144,000
		Bombardier, Inc.
	100,000	7.500%, 3/15/2025^j		102,625
		Building Materials Corporation of America
	280,000	6.000%, 10/15/2025^j		287,000
		Caterpillar Financial Services Corporation
	65,000	1.850%, 9/4/2020		63,450
		CEMEX SAB de CV
	300,000	5.700%, 1/11/2025^j		307,650
		Cintas Corporation No. 2
	64,000	2.900%, 4/1/2022		62,982
		CNH Industrial Capital, LLC
	305,000	4.375%, 11/6/2020		311,481
	64,000	4.875%, 4/1/2021		65,840
		Crown Americas Capital Corporation IV
	190,000	4.500%, 1/15/2023		188,575
		General Electric Company
	283,000	5.000%, 1/21/2021^b,n		280,170
		Lockheed Martin Corporation
	65,000	2.500%, 11/23/2020		64,396
		Reynolds Group Issuer, Inc.
	340,000	5.125%, 7/15/2023^j		343,298
		Rockwell Collins, Inc.
	64,000	1.950%, 7/15/2019		63,299
		Roper Industries, Inc.
	71,000	2.050%, 10/1/2018		70,829
		Textron Financial Corporation
	500,000	3.574%, (LIBOR 3M + 1.735%), 2/15/2042^b,j		456,250
		United Rentals North America, Inc.
	290,000	5.500%, 7/15/2025		296,888

		Total		3,108,733


	Collateralized Mortgage Obligations (3.5%)
		AJAX Mortgage Loan Trust
	306,253	3.470%, 4/25/2057, Ser. 2017-A, Class A^*,l		304,587
		Alternative Loan Trust 2007-6
	201,383	5.750%, 4/25/2047, Ser. 2007-6, Class A4		173,130


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Collateralized Mortgage Obligations (3.5%) - continued
		Angel Oak Mortgage Trust
	$27,696	4.500%, 11/25/2045, Ser. 2015-1, Class A^*,l		$27,552
		Banc of America Alternative Loan Trust
	315,358	6.000%, 11/25/2035, Ser. 2005-10, Class 3CB1		283,344
		Banc of America Mortgage Securities, Inc.
	88,096	3.581%, 9/25/2035, Ser. 2005-H, Class 2A1^b		85,713
		Bear Stearns ALT-A Trust
	134,104	3.843%, 10/25/2033, Ser. 2003-3, Class 5A^b		134,681
		COLT Mortgage Loan Trust
	98,104	2.750%, 9/25/2046, Ser. 2016-2, Class A1^*,b		97,800
		Countrywide Alternative Loan Trust
	432,815	5.750%, 5/25/2036, Ser. 2006-6CB, Class 2A16		319,194
	348,340	6.500%, 8/25/2036, Ser. 2006-23CB, Class 2A3		229,291
		Countrywide Asset-Backed Certificates
	163,811	2.372%, (LIBOR 1M + 0.500%), 7/25/2034, Ser. 2004-2, Class 3A4^b		153,349
		Countrywide Home Loan Mortgage Pass Through Trust
	206,817	3.466%, 11/25/2035, Ser. 2005-22, Class 2A1^b		185,252
		Credit Suisse First Boston Mortgage Securities Corporation
	170,187	5.250%, 10/25/2035, Ser. 2005-9, Class 1A3		168,081
		Deutsche Alt-A Securities, Inc., Mortgage Loan Trust
	258,125	5.712%, 8/25/2035, Ser. 2005-AR1, Class 2A3^b		214,436
	365,623	5.500%, 11/25/2035, Ser. 2005-5, Class 1A4^b		376,559
	286,192	2.053%, (12 MTA + 0.770%), 4/25/2047, Ser. 2007-OA2, Class A1^b		263,812
		GCAT, LLC
	106,113	3.375%, 3/25/2047, Ser. 2017-1, Class A1^*,l		105,407
		GMAC Mortgage Corporation Loan Trust
	160,292	3.765%, 5/25/2035, Ser. 2005-AR2, Class 4A^b		152,320
		GMACM Mortgage Loan Trust
	109,249	3.812%, 11/19/2035, Ser. 2005-AR6, Class 1A1^b		104,329
		HarborView Mortgage Loan Trust
	185,397	3.628%, 7/19/2035, Ser. 2005-4, Class 3A1^b		162,765
	105,132	3.865%, 12/19/2035, Ser. 2005-14, Class 3A1A^b		104,032
		Impac Secured Assets Trust
	496,674	2.112%, (LIBOR 1M + 0.240%), 9/25/2037, Ser. 2014-GC18, Class A3^b		409,307


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Collateralized Mortgage Obligations (3.5%) - continued
		IndyMac INDA Mortgage Loan Trust
	$192,389	3.428%, 8/25/2036, Ser. 2006-AR1, Class A1^b		$190,236
		IndyMac INDX Mortgage Loan Trust
	361,438	2.082%, (LIBOR 1M + 0.210%), 4/25/2046, Ser. 2006-AR2, Class 1A1B^b		333,023
		J.P. Morgan Alternative Loan Trust
	460,799	6.500%, 3/25/2036, Ser. 2006-S1, Class 1A19		410,795
		J.P. Morgan Mortgage Trust
	236,016	3.563%, 8/25/2035, Ser. 2005-A5, Class 1A2^b		234,992
	296,044	3.589%, 1/25/2037, Ser. 2006-A7, Class 2A2^b		298,742
		Master Asset Securitization Trust
	569,576	2.372%, (LIBOR 1M + 0.500%), 6/25/2036, Ser. 2006-2, Class 2A2^b		287,951
		Merrill Lynch Mortgage Investors Trust
	350,461	6.250%, 8/25/2036, Ser. 2006-AF1, Class AF2A		281,849
		Mill City Mortgage Loan Trust
	364,413	2.750%, 11/25/2058, Ser. 2017-1, Class A1^b,j		360,714
		MortgageIT Trust
	429,207	2.132%, (LIBOR 1M + 0.260%), 12/25/2035, Ser. 2005-5, Class A1^b		426,530
	520,575	2.072%, (LIBOR 1M + 0.200%), 4/25/2036, Ser. 2006-1, Class 1A2^b		462,127
		New York Mortgage Trust
	124,384	3.758%, 5/25/2036, Ser. 2006-1, Class 2A3^b		120,826
		Preston Ridge Partners Mortgage Trust, LLC
	192,417	4.250%, 1/25/2022, Ser. 2017-1A, Class A1^*,l		192,419
	263,265	3.470%, 9/25/2022, Ser. 2017-2A, Class A1^*,l		262,269
		RCO 2017-INV1 Trust
	431,009	3.197%, 11/25/2052, Ser. 2014-3A, Class A1R^*,b		433,942
		Residential Accredit Loans, Inc. Trust
	282,105	2.622%, (LIBOR 1M + 0.750%), 6/25/2035, Ser. 2005-QS7, Class A3^b		235,144
	244,703	5.750%, 9/25/2035, Ser. 2005-QS13, Class 2A3		237,933
	353,407	2.422%, (LIBOR 1M + 0.550%), 1/25/2037, Ser. 2007-3, Class A1B^b		280,687
	193,625	6.000%, 1/25/2037, Ser. 2007-QS1, Class 1A1		180,660
		Residential Funding Mortgage Security I Trust
	399,394	6.000%, 7/25/2037, Ser. 2007-S7, Class A20		379,445
		Structured Adjustable Rate Mortgage Loan Trust
	240,238	3.449%, 1/25/2035, Ser. 2004-19, Class 2A2^b		229,915


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Collateralized Mortgage Obligations (3.5%) - continued
	$161,388	3.579%, 7/25/2035, Ser. 2005-15, Class 4A1^b		$148,789
	263,500	4.056%, 9/25/2035, Ser. 2005-18, Class 1A1^b		214,014
		Structured Asset Mortgage Investments, Inc.
	662,666	2.182%, (LIBOR 1M + 0.310%), 12/25/2035, Ser. 2005-AR4, Class A1^b		598,814
		Sunset Mortgage Loan Company, LLC
	37,770	4.459%, 9/18/2045, Ser. 2015-NPL1, Class A^*,l		37,865
	51,996	3.844%, 7/16/2047, Ser. 2016-NPL1, Class A^*,l		52,011
		WaMu Mortgage Pass Through Certificates
	47,812	5.000%, 11/25/2018, Ser. 2003-S12, Class 3A		48,042
	126,094	2.795%, 1/25/2037, Ser. 2006-AR18, Class 1A1^b		118,808
	416,281	2.163%, (12 MTA + 0.880%), 10/25/2046, Ser. 2006-AR13, Class 1A^b		373,079
	161,102	2.013%, (12 MTA + 0.730%), 1/25/2047, Ser. 2006-AR19, Class 1A1A^b		160,527
	223,469	2.023%, (12 MTA + 0.740%), 1/25/2047, Ser. 2006-AR19, Class 1A^b		205,563
		Washington Mutual Mortgage Pass Through Certificates Trust
	345,489	2.033%, (12 MTA + 0.750%), 2/25/2047, Ser. 2007-OA3, Class 2A^b		290,564
		Wells Fargo Commercial Mortgage Trust
	450,000	3.290%, 5/15/2048, Ser. 2015-C28, Class A3		445,041
		Wells Fargo Mortgage Backed Securities Trust
	186,450	3.755%, 3/25/2036, Ser. 2006-AR2, Class 2A1^b		188,903
	212,067	5.500%, 4/25/2036, Ser. 2006-4, Class 2A2		206,613
	316,171	3.577%, 7/25/2036, Ser. 2006-AR10, Class 2A1^b		314,138
	160,240	3.627%, 10/25/2036, Ser. 2006-AR14, Class 2A3^b		151,647
	163,836	6.000%, 7/25/2037, Ser. 2007-8, Class 1A16		163,448
	143,290	6.000%, 7/25/2037, Ser. 2007-10, Class 1A1		142,986

		Total		13,755,992


	Communications Services (1.5%)
		Altice US Finance I Corporation
	200,000	5.500%, 5/15/2026^j		195,000
		AMC Networks, Inc.
	300,000	5.000%, 4/1/2024		296,451
		America Movil SAB de CV
	71,000	5.000%, 10/16/2019		73,060
		American Tower Corporation
	65,000	2.800%, 6/1/2020		64,513


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Communications Services (1.5%) - continued
		AT&T, Inc.
	$86,000	5.875%, 10/1/2019		$89,668
	44,000	5.200%, 3/15/2020		45,710
	140,000	3.400%, 8/14/2024		140,641
		British Sky Broadcasting Group plc
	102,000	2.625%, 9/16/2019^j		101,562
		CCOH Safari, LLC
	305,000	5.750%, 2/15/2026^j		303,478
		CenturyLink, Inc.
	230,000	6.450%, 6/15/2021		234,600
		Charter Communications Operating, LLC
	133,000	3.579%, 7/23/2020		133,357
	32,000	4.464%, 7/23/2022		32,700
		Clear Channel Worldwide Holdings, Inc.
	290,000	6.500%, 11/15/2022		295,075
		Comcast Corporation
	88,000	1.625%, 1/15/2022		82,928
		Crown Castle International Corporation
	35,000	3.400%, 2/15/2021		35,127
	44,000	3.150%, 7/15/2023		42,645
		CSC Holdings, LLC
	20,000	5.500%, 4/15/2027^j		19,150
		Digicel, Ltd.
	257,936	6.000%, 4/15/2021^*		242,137
		Discovery Communications, LLC
	43,000	2.200%, 9/20/2019		42,557
	85,000	2.950%, 3/20/2023		81,880
		DISH Network Corporation, Convertible
	560,000	3.375%, 8/15/2026		539,392
		IAC FinanceCo, Inc., Convertible
	166,000	0.875%, 10/1/2022^j		198,436
		Level 3 Financing, Inc.
	190,000	5.250%, 3/15/2026		179,075
		Liberty Interactive, LLC, Convertible
	291,000	1.750%, 9/30/2046^j		322,370
		Liberty Media Corporation, Convertible
	399,000	1.000%, 1/30/2023		418,384
		Meredith Corporation
	90,000	6.875%, 2/1/2026^j		92,363
		Moody’s Corporation
	44,000	2.750%, 12/15/2021		43,192
		Neptune Finco Corporation
	100,000	10.875%, 10/15/2025^j		117,499
		Netflix, Inc.
	200,000	4.875%, 4/15/2028^j		192,320
		Nexstar Escrow Corporation
	154,000	5.625%, 8/1/2024^j		150,874
		Sprint Corporation
	290,000	7.625%, 2/15/2025^k		285,288
		Telefonica Emisiones SAU
	78,000	3.192%, 4/27/2018		78,031
		Time Warner, Inc.
	43,000	4.875%, 3/15/2020		44,456
		Verizon Communications, Inc.
	102,000	2.946%, 3/15/2022		100,257
		Viacom, Inc.
	65,000	4.250%, 9/1/2023		65,944
		Windstream Services, LLC
	140,000	8.625%, 10/31/2025^j,k		129,500


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Communications Services (1.5%) - continued
		World Wrestling Entertainment, Inc., Convertible
	$204,000	3.375%, 12/15/2023^j		$318,750

		Total		5,828,370


	Consumer Cyclical (1.3%)
		Allison Transmission, Inc.
	305,000	5.000%, 10/1/2024^j		302,331
		American Honda Finance Corporation
	66,000	2.000%, 2/14/2020		65,012
		BMW US Capital, LLC
	80,000	1.500%, 4/11/2019^j		79,073
		Brookfield Residential Properties, Inc.
	200,000	6.125%, 7/1/2022^j		205,250
		Cinemark USA, Inc.
	263,000	4.875%, 6/1/2023		259,660
		D.R. Horton, Inc.
	60,000	2.550%, 12/1/2020		59,078
		Delphi Jersey Holdings plc
	170,000	5.000%, 10/1/2025^j		162,988
		Ford Motor Credit Company, LLC
	86,000	2.262%, 3/28/2019		85,414
	87,000	2.597%, 11/4/2019		86,298
	64,000	3.336%, 3/18/2021		63,599
		General Motors Financial Company, Inc.
	64,000	2.650%, 4/13/2020		63,218
	64,000	4.375%, 9/25/2021		65,780
	43,000	3.150%, 6/30/2022		42,080
		Home Depot, Inc.
	65,000	2.625%, 6/1/2022		64,009
		Hyundai Capital America
	43,000	2.550%, 4/3/2020^j		42,326
	43,000	2.750%, 9/18/2020^j		42,345
		Jaguar Land Rover Automotive plc
	273,000	5.625%, 2/1/2023^j		278,460
		KB Home
	189,000	4.750%, 5/15/2019		190,814
		L Brands, Inc.
	273,000	6.625%, 4/1/2021		290,062
		Landry’s, Inc.
	160,000	6.750%, 10/15/2024^j		161,200
		Lennar Corporation
	65,000	2.950%, 11/29/2020^j		63,382
	265,000	4.500%, 4/30/2024		259,700
		Live Nation Entertainment, Inc.
	335,000	5.375%, 6/15/2022^j		342,537
		McDonald’s Corporation
	86,000	2.625%, 1/15/2022		84,638
		MGM Resorts International
	300,000	6.000%, 3/15/2023		315,000
		Navistar International Corporation
	185,000	6.625%, 11/1/2025^j		185,000
		New Red Finance, Inc.
	185,000	4.250%, 5/15/2024^j,k		176,675
		Newell Rubbermaid, Inc.
	55,000	3.150%, 4/1/2021		54,484
		Nissan Motor Acceptance Corporation
	66,000	2.000%, 3/8/2019^j		65,502
		Prime Security Services Borrower, LLC
	191,000	9.250%, 5/15/2023^j		206,996


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Consumer Cyclical (1.3%) - continued
		Ralph Lauren Corporation
	$60,000	2.625%, 8/18/2020		$59,782
		Six Flags Entertainment Corporation
	150,000	4.875%, 7/31/2024^j		146,063
		Visa, Inc.
	65,000	2.200%, 12/14/2020		63,996
		Volkswagen Group of America Finance, LLC
	60,000	2.450%, 11/20/2019^j		59,362
		Yum! Brands, Inc.
	305,000	5.000%, 6/1/2024^j		303,094

		Total		4,995,208


	Consumer Non-Cyclical (1.0%)
		Abbott Laboratories
	88,000	2.550%, 3/15/2022		85,595
	66,000	3.400%, 11/30/2023		65,497
		AbbVie, Inc.
	88,000	2.500%, 5/14/2020		86,851
	44,000	2.900%, 11/6/2022		42,966
		Albertsons Companies, LLC
	220,000	6.625%, 6/15/2024		197,175
		Amgen, Inc.
	84,000	3.875%, 11/15/2021		85,822
	85,000	2.650%, 5/11/2022		82,936
		Anheuser-Busch InBev Finance, Inc.
	65,000	2.650%, 2/1/2021		64,480
	90,000	3.033%, (LIBOR 3M + 1.260%), 2/1/2021^b		92,498
	44,000	3.300%, 2/1/2023		44,010
		Anheuser-Busch InBev Worldwide, Inc.
	82,000	3.500%, 1/12/2024^e		82,543
		BAT Capital Corporation
	43,000	2.297%, 8/14/2020^j		42,154
	44,000	2.764%, 8/15/2022^j		42,545
		Becton, Dickinson and Company
	63,000	2.944%, (LIBOR 3M + 0.875%), 12/29/2020^b		63,067
	86,000	3.125%, 11/8/2021		84,602
		Boston Scientific Corporation
	40,000	6.000%, 1/15/2020		41,970
		Bunge, Ltd. Finance Corporation
	65,000	3.500%, 11/24/2020		65,213
		Cardinal Health, Inc.
	44,000	1.948%, 6/14/2019		43,520
	44,000	2.616%, 6/15/2022		42,522
		CVS Health Corporation
	86,000	3.350%, 3/9/2021		86,453
	44,000	2.750%, 12/1/2022		42,339
	129,000	3.700%, 3/9/2023		129,396
		Envision Healthcare Corporation
	295,000	5.125%, 7/1/2022^j		293,525
		Express Scripts Holding Company
	44,000	4.750%, 11/15/2021		45,777
		Forest Laboratories, LLC
	21,000	4.875%, 2/15/2021^j		21,701
		HCA, Inc.
	227,936	4.750%, 5/1/2023		230,500
	115,000	4.500%, 2/15/2027		110,975
		J.M. Smucker Company
	42,000	2.200%, 12/6/2019		41,489
		JBS USA, LLC
	290,000	5.750%, 6/15/2025^j		270,425


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Consumer Non-Cyclical (1.0%) - continued
		Kraft Heinz Foods Company
	$85,000	5.375%, 2/10/2020		$88,469
		Kroger Company
	43,000	2.800%, 8/1/2022		41,812
		Mead Johnson Nutrition Company
	65,000	3.000%, 11/15/2020		64,738
		Medtronic Global Holdings SCA
	86,000	1.700%, 3/28/2019		85,210
		Mondelez International Holdings Netherlands BV
	65,000	2.000%, 10/28/2021^j		62,015
		Mylan NV
	88,000	3.150%, 6/15/2021		86,827
		Pernod Ricard SA
	35,000	5.750%, 4/7/2021^j		37,536
		Pinnacle Foods, Inc.
	200,000	5.875%, 1/15/2024		207,000
		Reynolds American, Inc.
	35,000	3.250%, 6/12/2020		34,999
		Shire Acquisitions Investments Ireland Designated Activity Company
	86,000	2.400%, 9/23/2021		83,018
		Smithfield Foods, Inc.
	66,000	2.700%, 1/31/2020^j		65,059
		Teva Pharmaceutical Finance Company BV
	43,000	2.950%, 12/18/2022		38,073
		Teva Pharmaceutical Finance IV, LLC
	21,000	2.250%, 3/18/2020		19,898
		Teva Pharmaceutical Finance Netherlands III BV
	65,000	2.200%, 7/21/2021		58,521
		TreeHouse Foods, Inc.
	200,000	4.875%, 3/15/2022		199,250
		Valeant Pharmaceuticals International, Inc.
	227,936	7.250%, 7/15/2022^j,k		227,936
		Zimmer Biomet Holdings, Inc.
	63,000	2.928%, (LIBOR 3M + 0.750%), 3/19/2021^b		63,096
		Zoetis, Inc.
	65,000	3.450%, 11/13/2020		65,446

		Total		4,157,449


	Energy (1.2%)
		Alliance Resource Operating Partners, LP
	170,000	7.500%, 5/1/2025^j		178,500
		Anadarko Petroleum Corporation
	60,000	8.700%, 3/15/2019		63,124
		Antero Resources Corporation
	200,000	5.125%, 12/1/2022		201,500
		BP Capital Markets plc
	44,000	2.315%, 2/13/2020		43,516
	172,000	2.520%, 9/19/2022		166,945
		Buckeye Partners, LP
	100,000	2.650%, 11/15/2018		99,750
		Canadian Natural Resources, Ltd.
	43,000	2.950%, 1/15/2023		41,739
		Canadian Oil Sands, Ltd.
	43,000	9.400%, 9/1/2021^j		49,872
		Cenovus Energy, Inc.
	43,000	3.800%, 9/15/2023		42,487


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Energy (1.2%) - continued
		Cheniere Energy Partners, LP
	$185,000	5.250%, 10/1/2025^j		$182,456
		Concho Resources, Inc.
	75,000	4.375%, 1/15/2025		75,951
		Continental Resources, Inc.
	43,000	5.000%, 9/15/2022		43,591
		Crestwood Midstream Partners, LP
	200,000	6.250%, 4/1/2023		201,500
		Enbridge, Inc.
	42,000	2.900%, 7/15/2022		40,734
		Encana Corporation
	66,000	3.900%, 11/15/2021		66,841
		Energy Transfer Equity, LP
	290,000	5.500%, 6/1/2027		290,725
		Energy Transfer Partners, LP
	65,000	4.150%, 10/1/2020		65,894
		Enterprise Products Operating, LLC
	200,000	5.250%, 8/16/2077^b		194,500
		EOG Resources, Inc.
	65,000	2.625%, 3/15/2023		62,663
		EQT Corporation
	88,000	8.125%, 6/1/2019		93,185
	42,000	3.000%, 10/1/2022		40,797
		Exxon Mobil Corporation
	80,000	1.708%, 3/1/2019		79,420
		Kinder Morgan Energy Partners, LP
	43,000	9.000%, 2/1/2019		45,066
	88,000	3.450%, 2/15/2023		86,473
		Marathon Oil Corporation
	44,000	2.700%, 6/1/2020		43,344
		Marathon Petroleum Corporation
	65,000	3.400%, 12/15/2020		65,514
		MEG Energy Corporation
	163,000	6.375%, 1/30/2023^j		136,105
		MPLX, LP
	66,000	4.500%, 7/15/2023		68,294
		Nabors Industries, Inc., Convertible
	170,000	0.750%, 1/15/2024^j,k		127,231
		ONEOK Partners, LP
	40,000	3.800%, 3/15/2020		40,301
		ONEOK, Inc.
	40,000	7.500%, 9/1/2023		46,601
		Parsley Energy, LLC
	80,000	5.625%, 10/15/2027^j		80,000
		PBF Holding Company, LLC
	145,000	7.250%, 6/15/2025		150,619
		Petrobras Global Finance BV
	17,000	8.375%, 5/23/2021		19,354
		Petroleos Mexicanos
	42,000	6.375%, 2/4/2021		44,751
		Plains All American Pipeline, LP
	94,000	5.000%, 2/1/2021		97,088
		Sabine Pass Liquefaction, LLC
	43,000	6.250%, 3/15/2022		46,647
	43,000	5.625%, 4/15/2023		45,909
	300,000	5.625%, 3/1/2025		322,189
		Sanchez Energy Corporation
	30,000	6.125%, 1/15/2023		21,881
		Schlumberger Holdings Corporation
	65,000	3.000%, 12/21/2020^j		64,829
		Southwestern Energy Company
	185,000	7.500%, 4/1/2026		186,850
		SRC Energy, Inc.
	90,000	6.250%, 12/1/2025^j		90,225


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Energy (1.2%) - continued
		Sunoco Logistics Partners Operations, LP
	$65,000	4.400%, 4/1/2021		$66,379
		Sunoco, LP
	100,000	5.875%, 3/15/2028^j		96,625
		Tallgrass Energy Partners, LP
	275,000	5.500%, 1/15/2028^j		277,406
		Weatherford International, Ltd.
	100,000	8.250%, 6/15/2023		87,000
		Western Gas Partners, LP
	44,000	4.000%, 7/1/2022		43,886
		Whiting Petroleum Corporation, Convertible
	182,000	1.250%, 4/1/2020		171,305
		Williams Partners, LP
	88,000	4.000%, 11/15/2021		89,007

		Total		4,986,569


	Financials (3.8%)
		ACE INA Holdings, Inc.
	65,000	2.875%, 11/3/2022		64,372
		AIG Global Funding
	86,000	2.150%, 7/2/2020^j		84,348
		Air Lease Corporation
	32,000	2.625%, 9/4/2018		31,965
	83,000	2.500%, 3/1/2021		81,376
		Ally Financial, Inc.
	325,000	4.750%, 9/10/2018		327,502
		American Express Credit Corporation
	43,000	2.117%, (LIBOR 3M + 0.330%), 5/3/2019^b		43,050
	43,000	2.200%, 3/3/2020		42,393
	65,000	3.157%, (LIBOR 3M + 1.050%), 9/14/2020^b		66,071
		Ares Capital Corporation
	86,000	3.875%, 1/15/2020		86,886
		Athene Global Funding
	60,000	4.000%, 1/25/2022^j		60,726
		Banco Santander SA
	200,000	6.375%, 5/19/2019^b,n		202,705
		Bank of America Corporation
	43,000	2.369%, 7/21/2021^b		42,190
	86,000	2.328%, 10/1/2021^b		84,086
	84,000	2.738%, 1/23/2022^b		82,805
	80,000	3.550%, 3/5/2024^b		80,217
		Bank of Montreal
	55,000	1.500%, 7/18/2019		54,062
	66,000	2.100%, 6/15/2020		64,743
		Bank of New York Mellon Corporation
	88,000	2.600%, 2/7/2022		86,307
		Bank of Nova Scotia
	64,000	2.700%, 3/7/2022		62,754
		Barclays plc
	88,000	3.200%, 8/10/2021		86,950
		BB&T Corporation
	86,000	2.150%, 2/1/2021		84,178
		BNP Paribas SA
	300,000	7.625%, 3/30/2021^b,j,ⁿ		322,125
		Capital One Financial Corporation
	43,000	2.500%, 5/12/2020		42,323
	129,000	3.050%, 3/9/2022		126,471
		CBOE Holdings, Inc.
	66,000	1.950%, 6/28/2019		65,222


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Financials (3.8%) - continued
		Central Fidelity Capital Trust I
	$135,000	2.720%, (LIBOR 3M +1.000%), 4/15/2027^b		$128,250
		Citigroup, Inc.
	88,000	2.450%, 1/10/2020		87,173
	88,000	2.650%, 10/26/2020		86,936
	144,000	2.350%, 8/2/2021		139,793
	43,000	2.750%, 4/25/2022		41,875
	43,000	2.450%, (LIBOR 3M + 0.690%), 10/27/2022^b		42,793
	83,000	3.142%, 1/24/2023^b		81,976
		CNA Financial Corporation
	75,000	5.750%, 8/15/2021		80,579
		Commonwealth Bank of Australia
	86,000	2.250%, 3/10/2020^j		84,776
		Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
	86,000	3.950%, 11/9/2022		86,875
		Credit Agricole SA
	43,000	3.375%, 1/10/2022^j		42,640
	95,000	8.125%, 12/23/2025^b,j,ⁿ		108,223
		Credit Suisse Group AG
	255,000	7.500%, 12/11/2023^b,j,n		276,085
		Credit Suisse Group Funding Guernsey, Ltd.
	132,000	3.800%, 9/15/2022		132,881
		Credit Suisse Group Funding, Ltd.
	88,000	3.125%, 12/10/2020		87,497
		Deutsche Bank AG
	43,000	2.700%, 7/13/2020		42,083
	129,000	4.250%, 10/14/2021		130,999
		Digital Realty Trust, LP
	65,000	2.750%, 2/1/2023		62,385
		Discover Bank
	28,000	8.700%, 11/18/2019		30,314
	82,000	3.100%, 6/4/2020		81,689
		Fifth Third Bancorp
	65,000	2.600%, 6/15/2022		63,006
		Goldman Sachs Group, Inc.
	86,000	5.375%, 5/10/2020^b,ⁿ		88,286
	64,000	2.600%, 12/27/2020		63,053
	88,000	5.250%, 7/27/2021		93,186
	65,000	3.009%, (LIBOR 3M + 1.170%), 11/15/2021^b		65,794
	88,000	3.000%, 4/26/2022		86,384
	59,000	2.876%, 10/31/2022^b		57,742
	43,000	3.075%, (LIBOR 3M + 1.050%), 6/5/2023^b		43,227
		Goldman Sachs Group, Inc., Convertible
	1,600,000	0.500%, 9/24/2022^c		2,507,040
		HCP, Inc.
	88,000	3.750%, 2/1/2019		88,446
		Hospitality Properties Trust
	60,000	4.250%, 2/15/2021		61,049
		HSBC Holdings plc
	128,000	3.400%, 3/8/2021		128,571
	88,000	6.875%, 6/1/2021^b,n		92,950
	125,000	6.375%, 9/17/2024^b,n		126,563
		Huntington Bancshares, Inc.
	80,000	3.150%, 3/14/2021		79,587
		Icahn Enterprises, LP
	75,000	6.750%, 2/1/2024		76,313
	90,000	6.375%, 12/15/2025		90,450


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Financials (3.8%) - continued
		ILFC E-Capital Trust II
	$445,000	4.890%, (H15T30Y + 1.800%), 12/21/2065^b,j		$434,987
		International Lease Finance Corporation
	88,000	4.625%, 4/15/2021		90,812
	88,000	5.875%, 8/15/2022		94,413
		Intesa Sanpaolo SPA
	87,000	3.125%, 7/14/2022^j		84,055
		J.P. Morgan Chase & Company
	65,000	2.686%, (LIBOR 3M + 0.680%), 6/1/2021^b		65,357
	164,000	2.972%, 1/15/2023		160,807
	64,000	2.776%, 4/25/2023^b		62,490
	89,000	2.971%, (LIBOR 3M + 1.230%), 10/24/2023^b		90,308
		KeyCorp
	68,000	2.300%, 12/13/2018		67,819
		Liberty Mutual Group, Inc.
	35,000	5.000%, 6/1/2021^j		36,794
		Lincoln National Corporation
	55,000	6.250%, 2/15/2020		58,140
		Lloyds Banking Group plc
	90,000	6.657%, 5/21/2037^b,j,n		100,406
		Macquarie Bank, Ltd.
	200,000	6.125%, 3/8/2027^b,j,n		195,250
		MGIC Investment Corporation, Convertible
	207,000	9.000%, 4/1/2063^j		280,420
		Mitsubishi UFJ Financial Group, Inc.
	44,000	2.998%, 2/22/2022		43,407
	83,000	3.455%, 3/2/2023		82,886
		Morgan Stanley
	88,000	2.800%, 6/16/2020		87,397
	86,000	5.500%, 7/28/2021		91,835
	89,000	2.925%, (LIBOR 3M + 1.180%), 1/20/2022^b		90,075
	43,000	2.750%, 5/19/2022		41,922
	75,000	4.875%, 11/1/2022		78,565
	84,000	3.125%, 1/23/2023		82,771
		MPT Operating Partnership, LP
	200,000	5.500%, 5/1/2024		204,002
		National City Corporation
	56,000	6.875%, 5/15/2019		58,450
		New York Life Global Funding
	65,000	1.550%, 11/2/2018^j		64,641
		Nomura Holdings, Inc.
	56,000	2.750%, 3/19/2019		55,950
		Park Aerospace Holdings, Ltd.
	90,000	5.500%, 2/15/2024^j		87,300
		PNC Bank NA
	86,000	2.450%, 11/5/2020		84,659
		Preferred Term Securities XXIII, Ltd.
	459,312	2.325%, (LIBOR 3M + 0.200%), 12/22/2036^*,b		420,807
		Quicken Loans, Inc.
	295,000	5.750%, 5/1/2025^j		294,263
		Realty Income Corporation
	64,000	5.750%, 1/15/2021		67,995
		Regions Bank
	43,000	7.500%, 5/15/2018		43,239
		Regions Financial Corporation
	55,000	3.200%, 2/8/2021		54,890
		Reinsurance Group of America, Inc.
	64,000	4.700%, 9/15/2023		66,440


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Financials (3.8%) - continued
		Royal Bank of Canada
	$87,000	2.125%, 3/2/2020		$85,737
		Royal Bank of Scotland Group plc
	290,000	7.500%, 8/10/2020^b,n		301,600
	63,000	8.625%, 8/15/2021^b,n		68,434
	320,000	7.648%, 9/30/2031^b,n		400,000
		Santander UK Group Holdings plc
	86,000	2.875%, 8/5/2021		84,213
		Simon Property Group, LP
	65,000	2.500%, 9/1/2020		64,278
	90,000	2.500%, 7/15/2021		88,074
		Societe Generale SA
	300,000	8.000%, 9/29/2025^b,j,n		335,625
		Standard Chartered plc
	13,000	2.100%, 8/19/2019^j		12,812
		State Street Capital Trust IV
	516,000	3.125%, (LIBOR 3M + 1.000%), 6/15/2047^b		467,032
		State Street Corporation
	65,000	2.785%, (LIBOR 3M + 0.900%), 8/18/2020^b		65,801
		Sumitomo Mitsui Financial Group, Inc.
	86,000	2.934%, 3/9/2021		85,304
	43,000	2.784%, 7/12/2022		41,926
		SunTrust Banks, Inc.
	55,000	2.900%, 3/3/2021		54,622
		Synchrony Financial
	43,000	3.000%, 8/15/2019		42,867
	30,000	3.017%, (LIBOR 3M + 1.230%), 2/3/2020^b		30,390
		Toronto-Dominion Bank
	60,000	2.585%, (LIBOR 3M + 0.840%), 1/22/2019^b		60,333
	65,000	3.037%, (LIBOR 3M + 0.930%), 12/14/2020^b		66,068
		UBS Group Funding Jersey, Ltd.
	86,000	3.000%, 4/15/2021^j		85,077
		UnitedHealth Group, Inc.
	65,000	3.350%, 7/15/2022		65,447
		USB Realty Corporation
	215,000	2.867%, (LIBOR 3M + 1.147%), 1/15/2022^b,j,n		193,769
		Vantiv, LLC
	200,000	4.375%, 11/15/2025^j		193,250
		Wachovia Capital Trust II
	50,000	2.222%, (LIBOR 3M + 0.500%), 1/15/2027^b		47,000
		Wells Fargo & Company
	50,000	2.100%, 7/26/2021		48,276
	43,000	2.625%, 7/22/2022		41,584
	89,000	2.851%, (LIBOR 3M + 1.110%), 1/24/2023^b		90,219
	60,000	3.002%, (LIBOR 3M + 1.230%), 10/31/2023^b		60,872
		Welltower, Inc.
	64,000	4.950%, 1/15/2021		66,642

		Total		15,214,100


	Mortgage-Backed Securities (6.3%)
		Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through
	1,180,000	3.000%, 4/1/2033^e		1,177,347


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Mortgage-Backed Securities (6.3%) - continued
		Federal Home Loan Mortgage Corporation Gold 30-Yr. Pass Through
	$6,171	9.000%, 11/1/2024		$6,681
	433	9.000%, 4/1/2025		477
	215	8.500%, 9/1/2025		216
	2,813	8.000%, 6/1/2027		3,196
	663	8.500%, 7/1/2027		689
	2,335	8.000%, 10/1/2027		2,592
	1,282	8.000%, 8/1/2030		1,478
	2,830,000	4.000%, 4/1/2048^e		2,903,703
		Federal National Mortgage Association Conventional 30-Yr. Pass Through
	157	10.500%, 8/1/2020		158
	2,933	9.500%, 4/1/2025		2,942
	516	8.500%, 11/1/2025		557
	1,018	8.500%, 5/1/2026		1,041
	243	8.000%, 8/1/2026		244
	497	8.000%, 11/1/2026		547
	6,826	8.000%, 9/1/2027		7,515
	2,817	8.000%, 12/1/2027		2,827
	3,862	8.500%, 4/1/2030		4,640
	4,250,000	3.000%, 4/1/2048^e		4,141,480
	7,675,000	3.500%, 4/1/2048^e		7,685,889
	5,385,000	4.000%, 4/1/2048^e		5,523,571
	3,000,000	4.500%, 4/1/2048^e		3,140,166
		Government National Mortgage Association 30-Yr. Pass Through
	1,151	9.500%, 1/15/2025		1,183
	4,290	8.500%, 6/15/2026		4,342
	1,277	8.500%, 7/15/2026		1,391
	4,061	8.000%, 9/15/2026		4,431
	1,095	7.500%, 10/15/2026		1,165
	790	9.000%, 12/15/2026		905
	6,638	7.500%, 4/15/2027		7,182
	1,444	8.000%, 6/20/2027		1,629
	6,532	7.500%, 7/15/2028		6,548
	17,285	6.000%, 12/15/2028		19,232
	22,253	6.000%, 6/15/2029		24,760
	8,302	8.000%, 5/15/2030		8,377
		Radnor RE, Ltd.
	525,000	4.554%, (LIBOR 1M + 2.700%), 3/25/2028, Ser. 2018-1, Class M2^*,b,c		526,102

		Total		25,215,203


	Technology (1.2%)
		Alliance Data Systems Corporation
	195,000	5.375%, 8/1/2022^j		195,000
		Apple, Inc.
	86,000	2.850%, 5/6/2021		85,910
	85,000	2.161%, (LIBOR 3M + 0.350%), 5/11/2022^b		85,527
	86,000	2.400%, 1/13/2023		83,484
		Baidu, Inc.
	43,000	3.000%, 6/30/2020		42,711
		Broadcom Corporation
	86,000	2.650%, 1/15/2023		81,853
	85,000	3.625%, 1/15/2024		83,584
		Cypress Semiconductor Corporation, Convertible
	44,000	4.500%, 1/15/2022		61,389
		Diamond 1 Finance Corporation
	55,000	3.480%, 6/1/2019^j		55,245


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Technology (1.2%) - continued
	$88,000	5.450%, 6/15/2023^j		$93,251
		Equinix, Inc.
	200,000	5.750%, 1/1/2025		208,000
		Fidelity National Information Services, Inc.
	37,000	3.625%, 10/15/2020		37,459
		Harland Clarke Holdings Corporation
	175,000	8.375%, 8/15/2022^j		178,062
		Hewlett Packard Enterprise Company
	111,000	3.600%, 10/15/2020		112,011
		Intel Corporation
	65,000	3.100%, 7/29/2022		65,262
		Intel Corporation, Convertible
	175,000	3.250%, 8/1/2039		435,304
		Iron Mountain, Inc.
	122,936	6.000%, 8/15/2023		127,068
		Microchip Technology, Inc., Convertible
	119,000	1.625%, 2/15/2027		140,684
		Micron Technology, Inc., Convertible
	110,000	2.375%, 5/1/2032		595,524
	195,000	3.000%, 11/15/2043		348,933
		Microsoft Corporation
	88,000	2.400%, 2/6/2022		86,491
		NetApp, Inc.
	65,000	2.000%, 9/27/2019		63,988
		NXP BV
	235,000	3.875%, 9/1/2022^j		233,237
		ON Semiconductor Corporation, Convertible
	183,000	1.625%, 10/15/2023^j,k		250,391
		Oracle Corporation
	65,000	2.500%, 5/15/2022		63,705
		Red Hat, Inc., Convertible
	40,000	0.250%, 10/1/2019		80,884
		Seagate HDD Cayman
	95,000	4.750%, 1/1/2025		92,485
		Sensata Technologies BV
	280,000	4.875%, 10/15/2023^j		280,434
		Texas Instruments, Inc.
	65,000	1.750%, 5/1/2020		63,711
		VMware, Inc.
	42,000	2.300%, 8/21/2020		40,844
		Western Digital Corporation, Convertible
	104,000	1.500%, 2/1/2024^j		112,483
		Zendesk, Inc. Convertible
	260,000	0.250%, 3/15/2023^j		264,420

		Total		4,749,334


	Transportation (0.2%)
		Air Canada Pass Through Trust
	20,408	3.875%, 3/15/2023^j		20,306
		American Airlines Pass Through Trust
	39,082	4.950%, 1/15/2023		40,645
		Avis Budget Car Rental, LLC
	90,000	5.125%, 6/1/2022^j		90,004
		Delta Air Lines, Inc.
	64,000	2.875%, 3/13/2020		63,576
	48,661	4.950%, 11/23/2020		49,279
		J.B. Hunt Transport Services, Inc.
	65,000	3.300%, 8/15/2022		64,686
		Trinity Industries, Inc., Convertible
	137,000	3.875%, 6/1/2036		186,715


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Transportation (0.2%) - continued
		United Airlines Pass Through Trust
	$65,000	3.700%, 12/1/2022		$64,422
		United Continental Holdings, Inc.
	185,000	4.250%, 10/1/2022		181,300
		XPO Logistics, Inc.
	200,000	6.500%, 6/15/2022^j		206,250

		Total		967,183


	Utilities (0.5%)
		Alabama Power Company
	44,000	2.450%, 3/30/2022		42,920
		Ameren Corporation
	65,000	2.700%, 11/15/2020		64,301
		Arizona Public Service Company
	40,000	2.200%, 1/15/2020		39,556
		Berkshire Hathaway Energy Company
	96,000	2.400%, 2/1/2020		95,194
		Calpine Corporation
	95,000	5.375%, 1/15/2023		90,943
		CenterPoint Energy, Inc.
	43,000	2.500%, 9/1/2022		41,659
		Consolidated Edison, Inc.
	44,000	2.000%, 3/15/2020		43,250
		Dominion Energy, Inc.
	86,000	2.579%, 7/1/2020		84,903
		DTE Energy Company
	96,000	2.400%, 12/1/2019		94,871
		Duke Energy Corporation
	86,000	2.400%, 8/15/2022		82,557
		Dynegy, Inc.
	160,000	7.375%, 11/1/2022		168,600
		Edison International
	43,000	2.125%, 4/15/2020		42,205
		Emera U.S. Finance, LP
	25,000	2.150%, 6/15/2019		24,701
		Eversource Energy
	43,000	2.500%, 3/15/2021		42,337
		Exelon Generation Company, LLC
	52,000	5.200%, 10/1/2019		53,585
	65,000	2.950%, 1/15/2020		64,812
		FirstEnergy Corporation
	66,000	2.850%, 7/15/2022		63,996
		Fortis, Inc.
	60,000	2.100%, 10/4/2021		57,345
		NextEra Energy Capital Holdings, Inc.
	55,000	2.300%, 4/1/2019		54,706
		PG&E Corporation
	57,000	2.400%, 3/1/2019		56,627
		Pinnacle West Capital Corporation
	42,000	2.250%, 11/30/2020		40,994
		PPL Capital Funding, Inc.
	60,000	3.500%, 12/1/2022		60,167
		PSEG Power, LLC
	55,000	3.000%, 6/15/2021		54,793
		Sempra Energy
	100,000	6.150%, 6/15/2018		100,845
	25,000	2.400%, 3/15/2020		24,671
		Southern California Edison Company
	20,000	2.400%, 2/1/2022		19,485
		Southern Company
	50,000	1.850%, 7/1/2019		49,324
	43,000	2.350%, 7/1/2021		41,661


Principal Amount		Long-Term Fixed Income (24.2%)	Value
	Utilities (0.5%) - continued
		TransCanada Trust
	$255,000	5.875%, 8/15/2076^b		$265,837

		Total		1,966,845



		Total Long-Term Fixed Income (cost $94,299,649)		96,602,305


Shares		Registered Investment Companies (8.7%)	Value
	Affiliated Fixed Income Holdings (6.6%)
	2,754,506	Thrivent Core Emerging Markets Debt Fund		26,305,529

		Total		26,305,529


	Equity Funds/Exchange Traded Funds (1.5%)
	13,850	AllianzGI NFJ Dividend Interest & Premium Strategy Fund		175,895
	2,697	Altaba, Inc.ⁱ		199,686
	16,308	BlackRock Resources & Commodities Strategy Trust		144,815
	6,800	Guggenheim Multi-Asset Income ETF		146,064
	53,105	Materials Select Sector SPDR Fund		3,023,799
	10,067	SPDR S&P Homebuilders ETF^k		410,633
	34,566	Utilities Select Sector SPDR Fund^k		1,746,620

		Total		5,847,512


	Fixed Income Funds/Exchange Traded Funds (0.6%)
	82,771	Aberdeen Asia-Pacific Income Fund, Inc.		392,335
	79,271	MFS Intermediate Income Trust		311,535
	35,000	PowerShares Senior Loan Portfolio		809,550
	63,832	Templeton Global Income Fund		407,886
	31,179	Western Asset Emerging Markets Debt Fund, Inc.		453,031
	49,153	Western Asset High Income Opportunity Fund, Inc.		236,426

		Total		2,610,763



		Total Registered Investment Companies (cost $34,808,648)		34,763,804


Shares		Preferred Stock (1.2%)	Value
	Consumer Staples (0.4%)
	3,187	Bunge, Ltd., Convertible, 4.875%ⁿ		347,288
	12,800	CHS, Inc., 7.100%^b,n		359,680
	6,424	Henkel AG & Company KGaA, 1.620%		844,455

		Total		1,551,423


	Energy (0.1%)
	9,000	Crestwood Equity Partners, LP, 9.250%^c,i,n		85,500
	11,950	NuStar Logistics, LP, 8.454%^b		301,737

		Total		387,237


	Financials (0.7%)
	3,174	Agribank FCB, 6.875%^b,n		342,792
	13,915	Citigroup, Inc., 6.875%^b,n		390,037
	2,485	CoBank ACB, 6.250%^b,n		262,168
	8,620	Countrywide Capital V, 7.000%		224,120
	6,957	Federal National Mortgage Association, 0.000%^i,n		40,003
	380	First Tennessee Bank NA, 3.750%^b,j,n		292,600
	13,000	GMAC Capital Trust I, 7.624%^b		337,740


Shares		Preferred Stock (1.2%)	Value
	Financials (0.7%) - continued
	6,500	Goldman Sachs Group, Inc., 5.500%^b,n		$173,095
	5,800	Morgan Stanley, 7.125%^b,n		167,388
	8,640	U.S. Bancorp, 6.500%^b,n		241,315
	420	Wells Fargo & Company, Convertible, 7.500%ⁿ		541,800

		Total		3,013,058



		Total Preferred Stock (cost $4,788,054)		4,951,718


Shares		Collateral Held for Securities Loaned (1.4%)	Value
	5,667,916	Thrivent Cash Management Trust		5,667,916

		Total Collateral Held for Securities Loaned (cost $5,667,916)		5,667,916


Shares or Principal Amount		Short-Term Investments (8.3%)	Value
		Federal Home Loan Bank Discount Notes
	200,000	1.500%, 4/3/2018^o,p		199,991
	100,000	1.573%, 4/11/2018^o,p		99,959
	300,000	1.669%, 6/6/2018^o,p		299,068
		Thrivent Core Short-Term Reserve Fund
	3,277,208	1.940%		32,772,082

		Total Short-Term Investments (cost $33,371,051)		33,371,100

		Total Investments (cost $402,269,421) 107.9%		$432,065,439

		Other Assets and Liabilities, Net (7.9%)		(31,657,599)

		Total Net Assets 100.0%		$400,407,840

a	The stated interest rate represents the weighted average of all contracts within the bank loan facility.

c	Security is valued using significant unobservable inputs. Further information on valuation can be found in the Notes to Financial Statements.

d	All or a portion of the loan is unfunded.

e	Denotes investments purchased on a when-issued or delayed delivery basis.

f	Denotes payment-in-kind security. The security paid an interest or dividend payment with additional fixed income or equity securities in lieu of, or in addition to a cash payment. The cash rate and/or payment-in-kind rate shown are as of March 29, 2018.

g	Defaulted security. Interest is not being accrued.

h	In bankruptcy. Interest is not being accrued.

i	Non-income producing security.

k	All or a portion of the security is on loan.

l	Denotes step coupon securities. Step coupon securities pay an initial coupon rate for the first period and then different coupon rates for following periods. The rate shown is as of March 29, 2018.

m	All or a portion of the security is insured or guaranteed.

n	Denotes perpetual securities. Perpetual securities pay an indefinite stream of interest and have no contractual maturity date. Date shown, if applicable, is next call date.

o	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

p	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

Denotes restricted securities. Restricted securities are investment securities which cannot be offered for public sale without first being registered under the Securities Act of 1933. The value of all restricted securities held in Balanced Income Plus Portfolio as of March 29, 2018 was $7,752,801 or 1.9% of total net assets. The following table indicates the acquisition date and cost of restricted securities shown in the schedule as of March 29, 2018.


Security	Acquisition Date		Cost
AJAX Mortgage Loan Trust, 4/25/2057		5/19/2017	$	306,219
ALM XI Ltd., 10/17/2026		4/28/2017		375,000
Angel Oak Mortgage Trust, 11/25/2045		12/10/2015		27,637
Apidos CLO XVIII, 7/22/2026		4/4/2017		225,000
BlueMountain CLO, Ltd., 10/15/2026		4/10/2017		525,126
CLUB Credit Trust, 4/17/2023		6/14/2017		299,999
College Ave Student Loans, LLC, 11/26/2046		7/11/2017		309,964
COLT Mortgage Loan Trust, 9/25/2046		9/9/2016		98,653
Digicel, Ltd., 4/15/2021		8/19/2013		254,402
Foundation Finance Trust, 7/15/2033		12/6/2017		405,631
GCAT, LLC, 3/25/2047		3/22/2017		105,915
Madison Park Funding XIV, Ltd., 7/20/2026		4/13/2017		500,000
NRZ Advance Receivables Trust Advance Receivables Backed, 6/15/2049		6/23/2016		225,500
Oak Hill Advisors Residential Loan Trust, 6/25/2057		8/8/2017		373,354
Octagon Investment Partners XX, Ltd., 8/12/2026		4/21/2017		350,000
Preferred Term Securities XXIII, Ltd., 12/22/2036		9/14/2006		459,312
Preston Ridge Partners Mortgage Trust, LLC, 9/25/2022		9/27/2017		263,239
Preston Ridge Partners Mortgage Trust, LLC, 1/25/2022		1/24/2017		192,417
Radnor RE, Ltd., 3/25/2028		3/13/2018		525,000
RCO 2017-INV1 Trust, 11/25/2052		11/6/2017		431,002
Spirit Master Funding, LLC, 12/20/2047		1/23/2018		701,073


Security	Acquisition Date		Cost
Sunset Mortgage Loan Company, LLC, 7/16/2047		7/27/2016	$	51,996
Sunset Mortgage Loan Company, LLC, 9/18/2045		10/2/2015		37,771
Voya CLO 4, Ltd., 10/14/2026		6/16/2017		425,000
Wachovia Asset Securitization, Inc., 7/25/2037		3/16/2007		363,934

The following table presents the total amount of securities loaned with continuous maturity, by type, offset by the gross payable upon return of collateral for securities loaned by Thrivent Balanced Income Plus Portfolio as of March 29, 2018:


Securities Lending Transactions
Taxable Debt Security	$	1,001,128
Common Stock		4,512,272

Total lending	$	5,513,400
Gross amount payable upon return of collateral for securities loaned	$	5,667,916

Net amounts due to counterparty	$	154,516

Definitions:


ADR	-	American Depositary Receipt, which are certificates for an underlying foreign security’s shares held by an issuing U.S. depository bank.
ETF	-	Exchange Traded Fund
PIK	-	Payment-In-Kind
REIT	-	Real Estate Investment Trust is a company that buys, develops, manages and/or sells real estate assets.
Ser.	-	Series
SPDR	-	S&P Depository Receipts, which are exchange-traded funds traded in the U.S., Europe, and Asia-Pacific and managed by State Street Global Advisors.

Reference Rate Index:


12 MTA	-	12 Month Treasury Average
H15T30Y	-	U. S. Treasury Yield Curve Rate Treasury Note Constant Maturity 30 Year
LIBOR 1W	-	ICE Libor USD Rate 1 Week
LIBOR 1M	-	ICE Libor USD Rate 1 Month
LIBOR 2M	-	ICE Libor USD Rate 2 Month
LIBOR 3M	-	ICE Libor USD Rate 3 Month
PRIME	-	Federal Reserve Prime Loan Rate

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Balanced Income Plus Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Balanced Income Plus Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $599,018 were pledged as the initial margin deposit for these contracts.

A summary of transactions (in thousands) for the fiscal year to date, in Balanced Income Plus Portfolio, is as follows:


Principal Amount		Bank Loans (13.2%)^a	Value
	Basic Materials (1.1%)
		Arch Coal, Inc., Term Loan
	$545,865	5.127%, (LIBOR 1M + 3.250%), 3/7/2024^b		$547,682
		Big River Steel, LLC, Term Loan
	562,175	7.302%, (LIBOR 3M + 5.000%), 8/15/2023^b,c		569,202
		Chemours Company, Term Loan
	421,590	6.250%, (LIBOR 1M + 2.500%), 5/12/2022^b		421,062
	445,000	0.000%, (LIBOR 3M + 1.750%), 3/26/2025^b,d,e		443,701
		CONSOL Mining Corporation, Term Loan
	548,625	7.990%, (LIBOR 3M + 6.000%), 10/30/2022^b		562,066
		Contura Energy, Inc., Term Loan
	950,525	6.880%, (LIBOR 1M + 5.000%), 3/17/2024^b		947,559
		Coronado Australian Holdings Property, Ltd., Term Loan
	130,714	0.000%, (LIBOR 3M + 6.500%), 3/21/2025^b,c,d,e		128,754
	479,286	0.000%, (LIBOR 3M + 6.500%), 3/21/2025^b,c,d,e		472,096
		Ineos Finance, LLC, Term Loan
	1,750,612	3.877%, (LIBOR 1M + 2.000%), 3/31/2024^b		1,754,114
		Peabody Energy Corporation, Term Loan
	608,990	5.377%, (LIBOR 1M + 3.500%), 3/31/2022^b		609,752
		Tronox Finance, LLC, Term Loan
	379,978	5.302%, (LIBOR 3M + 3.000%), 9/14/2024^b		383,223
	876,872	5.302%, (LIBOR 3M + 3.000%), 9/14/2024^b		884,361

		Total		7,723,572


	Capital Goods (0.7%)
		Advanced Disposal Services, Inc., Term Loan
	515,115	3.981%, (LIBOR 1W + 2.250%), 11/10/2023^b		516,243
		Cortes NP Intermediate Holding II Corporation, Term Loan
	1,437,973	5.670%, (LIBOR 1M + 4.000%), 11/30/2023^b		1,443,366
		Navistar, Inc., Term Loan
	1,025,000	5.210%, (LIBOR 1M + 3.500%), 11/3/2024^b		1,029,695
		Sterigenics-Nordion Holdings, LLC, Term Loan
	1,676,615	4.877%, (LIBOR 1M + 3.000%), 5/15/2022^b		1,675,575

		Total		4,664,879


	Communications Services (4.1%)
		Altice Financing SA, Term Loan
	491,287	4.470%, (LIBOR 3M + 2.750%), 7/15/2025^b		480,848
		Altice US Finance I Corporation, Term Loan
	615,350	4.127%, (LIBOR 1M + 2.250%), 7/14/2025^b		613,965


Principal Amount		Bank Loans (13.2%)^a	Value
	Communications Services (4.1%) - continued
		Cengage Learning Acquisitions, Term Loan
	$1,161,734	6.036%, (LIBOR 1M + 4.250%), 6/7/2023^b		$1,055,064
		CenturyLink, Inc., Term Loan
	1,675,800	4.627%, (LIBOR 1M + 2.750%), 1/31/2025^b,d,e		1,646,825
		Charter Communications Operating, LLC, Term Loan
	1,012,463	3.880%, (LIBOR 1M + 2.000%), 4/13/2025^b		1,015,834
		CSC Holdings, LLC, Term Loan
	818,812	4.036%, (LIBOR 1M + 2.250%), 7/17/2025^b		815,914
		Frontier Communications Corporation, Term Loan
	1,037,163	5.630%, (LIBOR 1M + 3.750%), 6/1/2024^b		1,022,258
		Gray Television, Inc., Term Loan
	493,750	3.920%, (LIBOR 1M + 2.250%), 2/7/2024^b		495,394
		Hargray Communications Group, Inc., Term Loan
	224,435	4.877%, (LIBOR 3M + 3.000%), 5/16/2024^b,d,e		224,926
		Hargray Merger Subsidiary Corporation, Term Loan
	630,835	4.877%, (LIBOR 1M + 3.000%), 3/24/2024^b		632,216
		Intelsat Jackson Holdings SA, Term Loan
	810,000	5.706%, (LIBOR 3M + 3.750%), 11/27/2023^b		810,000
		Level 3 Financing, Inc., Term Loan
	1,600,000	4.111%, (LIBOR 1M + 2.250%), 2/22/2024^b		1,602,752
		Liberty Cablevision of Puerto Rico, LLC, Term Loan
	1,235,000	5.220%, (LIBOR 3M + 3.500%), 1/7/2022^b		1,196,147
	245,000	8.470%, (LIBOR 3M + 6.750%), 7/7/2023^b,c		224,175
		McGraw-Hill Global Education Holdings, LLC, Term Loan
	982,500	5.877%, (LIBOR 1M + 4.000%), 5/4/2022^b		969,482
		Mediacom Illinois, LLC, Term Loan
	465,000	0.000%, (LIBOR 3M + 1.750%), 2/15/2024^b,d,e		464,712
		NEP/NCP Holdco, Inc., Term Loan
	1,237,436	5.552%, (LIBOR 1M + 3.250%), 7/21/2022^b		1,241,049
		New LightSquared, Term Loan
	287,486	11.305%,PIK 10.265%, (LIBOR 3M + 8.750%), 12/7/2020^b,f		251,550
		Radiate Holdco, LLC, Term Loan
	2,114,660	4.877%, (LIBOR 1M + 3.000%), 2/1/2024^b		2,101,443
		Sable International Finance, Ltd., Term Loan
	2,345,000	5.127%, (LIBOR 1M + 3.250%), 2/6/2026^b		2,350,863


Principal Amount		Bank Loans (13.2%)^a	Value
	Communications Services (4.1%) - continued
		SBA Senior Finance II, LLC, Term Loan
	$457,187	3.990%, (LIBOR 1M + 2.250%), 3/24/2021^b		$458,070
	87,525	3.990%, (LIBOR 1W + 2.250%), 6/10/2022^b		87,634
		SFR Group SA, Term Loan
	446,625	4.522%, (LIBOR 3M + 2.750%), 6/22/2025^b		432,110
		Sinclair Television Group, Inc., Term Loan
	1,760,000	0.000%, (LIBOR 3M + 2.500%), 12/12/2024^b,d,e		1,766,600
		Sprint Communications, Inc., Term Loan
	1,801,800	4.438%, (LIBOR 1M + 2.500%), 2/2/2024^b		1,801,043
		Syniverse Holdings, Inc., Term Loan
	280,000	6.718%, (LIBOR 3M + 5.000%), 2/9/2023^b		282,993
		Unitymedia Finance, LLC, Term Loan
	960,000	4.027%, (LIBOR 1M + 2.250%), 1/20/2026^b		958,531
		Univision Communications, Inc., Term Loan
	863,586	4.627%, (LIBOR 1M + 2.750%), 3/15/2024^b		848,836
		Virgin Media Bristol, LLC, Term Loan
	1,275,000	4.277%, (LIBOR 1M + 2.500%), 1/31/2026^b		1,281,248
		WideOpenWest Finance, LLC, Term Loan
	769,135	5.104%, (LIBOR 1M + 3.250%), 8/6/2023^b		751,353

		Total		27,883,835


	Consumer Cyclical (1.9%)
		Boyd Gaming Corporation, Term Loan
	381,414	4.236%, (LIBOR 1W + 2.500%), 9/15/2023^b		383,149
		Burlington Coat Factory Warehouse Corporation, Term Loan
	980,075	4.380%, (LIBOR 1M + 2.500%), 11/9/2024^b		981,055
		Ceridian HCM Holding, Inc., Term Loan
	271,984	5.377%, (LIBOR 1M + 3.500%), 9/15/2020^b		272,392
		Eldorado Resorts, Inc., Term Loan
	277,128	4.128%, (LIBOR 2M + 2.250%), 4/17/2024^b		277,821
		Four Seasons Hotels, Ltd., Term Loan
	785,000	0.000%, (LIBOR 3M + 2.000%), 11/30/2023^b,d,e		788,925
		Golden Entertainment, Inc., Term Loan
	1,421,437	4.880%, (LIBOR 1M + 3.000%), 8/15/2024^b		1,427,663
	225,000	8.860%, (LIBOR 1M + 7.000%), 8/15/2025^b,c		226,125
		Golden Nugget, Inc., Term Loan
	1,136,341	4.979%, (LIBOR 2M + 3.250%), 10/4/2023^b		1,146,148


Principal Amount		Bank Loans (13.2%)^a	Value
	Consumer Cyclical (1.9%) - continued
		IMG Worldwide, Inc., Term Loan
	$266,667	9.127%, (LIBOR 1M + 7.250%), 5/6/2022^b,c		$268,000
		KAR Auction Services, Inc., Term Loan
	332,483	4.813%, (LIBOR 3M + 2.500%), 3/9/2023^b		333,869
		Men’s Warehouse, Inc., Term Loan
	430,000	0.000%, (LIBOR 3M + 3.500%), 3/28/2025^b,c,d,e		430,000
		Michaels Stores, Inc., Term Loan
	545,311	4.589%, (LIBOR 1M + 2.750%), 1/28/2023^b		547,700
		Mohegan Tribal Gaming Authority, Term Loan
	1,179,260	5.877%, (LIBOR 1M + 4.000%), 10/13/2023^b		1,175,581
		Scientific Games International, Inc., Term Loan
	2,200,000	4.722%, (LIBOR 1M + 2.750%), 8/14/2024^b		2,206,996
		Seminole Hard Rock Entertainment, Inc., Term Loan
	304,364	4.443%, (LIBOR 3M + 2.750%), 5/14/2020^b		306,014
		Stars Group Holdings BV, Term Loan
	1,298,356	5.802%, (LIBOR 3M + 3.500%), 8/1/2021^b		1,303,549
	575,000	0.000%, (LIBOR 3M + 3.000%), 3/29/2025^b,d,e		577,300
		Wyndham Hotels & Resorts, Inc., Term Loan
	535,000	0.000%, (LIBOR 3M + 1.750%), 3/29/2025^b,d,e		536,338

		Total		13,188,625


	Consumer Non-Cyclical (2.1%)
		Air Medical Group Holdings, Inc., Term Loan
	2,234,400	4.936%, (LIBOR 3M + 3.250%), 4/28/2022^b		2,242,153
	244,388	6.015%, (LIBOR 3M + 4.250%), 9/26/2024^b		246,374
		Albertson’s, LLC, Term Loan
	802,190	4.627%, (LIBOR 1M + 2.750%), 8/25/2021^b		791,890
	706,429	5.292%, (LIBOR 3M + 3.000%), 12/21/2022^b		698,679
	957,249	4.956%, (LIBOR 3M + 3.000%), 6/22/2023^b		944,087
		Anmeal Pharmaceuticals LLC, Term Loan
	880,000	0.000%, (LIBOR 3M + 3.500%), 3/23/2025^b,c,d,e		880,000
		CHS/Community Health Systems, Inc., Term Loan
	93,667	4.984%, (LIBOR 3M + 2.750%), 12/31/2019^b		91,247
	824,641	4.984%, (LIBOR 3M + 3.000%), 1/27/2021^b		791,540
		Endo Luxembourg Finance Company I SARL., Term Loan
	1,353,191	6.188%, (LIBOR 1M + 4.250%), 4/27/2024^b		1,349,240


Principal Amount		Bank Loans (13.2%)^a	Value
	Consumer Non-Cyclical (2.1%) - continued
		Grifols Worldwide Operations USA, Inc., Term Loan
	$752,400	3.986%, (LIBOR 1W + 2.250%), 1/23/2025^b		$754,936
		JBS USA LUX SA, Term Loan
	1,702,800	4.678%, (LIBOR 3M + 2.500%), 10/30/2022^b		1,696,772
		Libbey Glass, Inc., Term Loan
	268,013	4.718%, (LIBOR 1M + 3.000%), 4/9/2021^b,c		264,329
		MPH Acquisition Holdings, LLC, Term Loan
	782,259	5.052%, (LIBOR 3M + 2.750%), 6/7/2023^b		785,388
		Ortho-Clinical Diagnostics, Inc., Term Loan
	978,419	5.627%, (LIBOR 1M + 3.750%), 6/30/2021^b		986,002
		Revlon Consumer Products Corporation, Term Loan
	702,864	5.377%, (LIBOR 1M + 3.500%), 9/7/2023^b		550,287
		Valeant Pharmaceuticals International, Inc., Term Loan
	1,501,068	5.240%, (LIBOR 1M + 3.500%), 4/1/2022^b		1,516,364

		Total		14,589,288


	Energy (0.4%)
		Calpine Corporation, Term Loan
	800,882	4.810%, (LIBOR 3M + 2.500%), 1/15/2024^b		802,732
		Houston Fuel Oil Terminal, LLC, Term Loan
	1,049,053	5.800%, (LIBOR 3M + 3.500%), 8/19/2021^b		1,058,893
		MEG Energy Corporation, Term Loan
	93,100	5.810%, (LIBOR 3M + 3.500%), 12/31/2023^b		93,054
		MRC Global US, Inc., Term Loan
	403,988	7.250%, (LIBOR 1M + 3.500%), 9/15/2024^b		407,017
		Pacific Drilling SA, Term Loan
	574,500	0.000%, (PRIME + 4.500%), 6/3/2018^b,g,h		191,383

		Total		2,553,079


	Financials (1.0%)
		ASP AMC Merger Sub, Inc., Term Loan
	1,450,574	5.802%, (LIBOR 3M + 3.500%), 4/13/2024^b		1,454,200
		Avolon TLB Borrower 1 US, LLC, Term Loan
	1,195,962	4.072%, (LIBOR 1M + 2.250%), 4/3/2022^b		1,196,333
		Colorado Buyer, Inc., Term Loan
	218,350	4.780%, (LIBOR 3M + 3.000%), 5/1/2024^b		218,350
	135,000	9.030%, (LIBOR 3M + 7.250%), 5/1/2025^b		134,916
		Digicel International Finance, Ltd., Term Loan
	1,323,651	5.020%, (LIBOR 3M + 3.250%), 5/10/2024^b		1,316,212


Principal Amount		Bank Loans (13.2%)^a	Value
	Financials (1.0%) - continued
		DJO Finance, LLC, Term Loan
	$292,500	5.035%, (LIBOR 3M + 3.250%), 6/7/2020^b		$293,720
		Gartner, Inc., Term Loan
	198,000	3.877%, (LIBOR 1M + 2.000%), 4/5/2024^b		198,867
		Genworth Holdings, Inc., Term Loan
	240,000	6.202%, (LIBOR 3M + 4.500%), 2/28/2023^b		244,051
		MoneyGram International, Inc., Term Loan
	819,651	5.552%, (LIBOR 3M + 3.250%), 3/28/2020^b		818,217
		TransUnion, LLC, Term Loan
	845,750	3.877%, (LIBOR 1M + 2.000%), 4/9/2023^b		847,687

		Total		6,722,553


	Technology (1.3%)
		First Data Corporation, Term Loan
	2,150,000	4.122%, (LIBOR 1M + 2.250%), 4/26/2024^b		2,152,430
		Harland Clarke Holdings Corporation, Term Loan
	1,232,854	7.052%, (LIBOR 3M + 4.750%), 10/31/2023^b		1,242,445
		Micron Technology, Inc., Term Loan
	522,342	3.880%, (LIBOR 1M + 2.000%), 4/26/2022^b		525,445
		Rackspace Hosting, Inc., Term Loan
	1,181,597	4.787%, (LIBOR 3M + 3.000%), 11/3/2023^b		1,176,611
		SS&C Technologies Holdings Europe SARL, Term Loan
	340,000	0.000%, (LIBOR 3M + 2.500%), 2/27/2025^b,d,e		341,523
		SS&C Technologies, Inc., Term Loan
	940,000	0.000%, (LIBOR 3M + 2.500%), 2/27/2025^b,d,e		944,211
		TNS, Inc., Term Loan
	767,703	5.780%, (LIBOR 3M + 4.000%), 8/14/2022^b		770,582
		Western Digital Corporation, Term Loan
	1,313,537	3.877%, (LIBOR 1M + 2.000%), 4/29/2023^b		1,319,868

		Total		8,473,115


	Transportation (0.3%)
		Arctic LNG Carriers, Ltd., Term Loan
	1,632,663	6.377%, (LIBOR 1M + 4.500%), 5/18/2023^b		1,644,908
		OSG Bulk Ships, Inc., Term Loan
	190,068	6.040%, (LIBOR 3M + 4.250%), 8/5/2019^b,c		182,465

		Total		1,827,373


	Utilities (0.3%)
		EnergySolutions, LLC, Term Loan
	385,000	6.630%, (LIBOR 1M + 4.750%), 5/29/2020^b,c		389,813
		HD Supply Waterworks, Term Loan
	643,387	5.116%, (LIBOR 3M + 3.000%), 7/21/2024^b,c		646,604


Principal Amount		Bank Loans (13.2%)^a	Value
	Utilities (0.3%) - continued
		Intergen NV, Term Loan
	$444,174	6.240%, (LIBOR 1W + 4.500%), 6/13/2020^b		$446,026
		Talen Energy Supply, LLC, Term Loan
	529,378	5.877%, (LIBOR 1M + 4.000%), 7/6/2023^b		519,166

		Total		2,001,609



		Total Bank Loans (cost $89,997,998)		89,627,928


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Asset-Backed Securities (3.7%)
		ALM XI Ltd.
	1,100,000	4.981%, (LIBOR 3M + 3.250%), 10/17/2026, Ser. 2014-11A, Class CR^*,b		1,100,293
		Apidos CLO XVIII
	650,000	4.995%, (LIBOR 3M + 3.250%), 7/22/2026, Ser. 2014-18A, Class CR^*,b		650,378
		Asset Backed Securities Corporation Home Equity Loan Trust
	480,387	2.012%, (LIBOR 1M + 0.140%), 7/25/2036, Ser. 2006-HE5, Class A4^b		470,316
	408,084	2.032%, (LIBOR 1M + 0.160%), 11/25/2036, Ser. 2006-HE6, Class A4^b		401,342
		BlueMountain CLO, Ltd.
	1,400,000	2.595%, (LIBOR 3M + 3.200%), 10/15/2026, Ser. 2014-3A, Class CR^*,b		1,400,812
		CLUB Credit Trust
	825,000	3.170%, 4/17/2023, Ser. 2017-NP1, Class B^*		824,267
		Foundation Finance Trust
	1,104,378	3.300%, 7/15/2033, Ser. 2017-A, Class A3^*		1,089,713
		GSAA Home Equity Trust
	913,260	2.142%, (LIBOR 1M + 0.270%), 7/25/2037, Ser. 2007-7, Class A4^b		868,600
		J.P. Morgan Mortgage Acquisition Trust
	1,207,321	4.402%, 3/25/2047, Ser. 2007-HE1, Class AF4ⁱ		878,252
		Lehman XS Trust
	871,280	5.440%, 8/25/2035, Ser. 2005-2, Class 2A3Bⁱ		802,052
		Lendmark Funding Trust
	1,600,000	2.830%, 12/22/2025, Ser. 2017-1A, Class A^j		1,591,742
		Madison Park Funding XIV, Ltd.
	1,450,000	4.995%, (LIBOR 3M + 3.250%), 7/20/2026, Ser. 2014-14A, Class DR^*,b		1,450,396
		Mariner Finance Issuance Trust
	1,000,000	3.620%, 2/20/2029, Ser. 2017-AA, Class A^*		1,003,588
		Merrill Lynch Mortgage Investors Trust
	944,740	3.188%, 6/25/2035, Ser. 2005-A5, Class M1^b		890,659


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Asset-Backed Securities (3.7%) - continued
		NRZ Advance Receivables Trust Advance Receivables Backed
	$650,000	2.751%, 6/15/2049, Ser. 2016-T1, Class AT1^*		$641,952
		Oak Hill Advisors Residential Loan Trust
	1,120,061	3.000%, 6/25/2057, Ser. 2017-NPL1, Class A1^*,i		1,113,494
		Octagon Investment Partners XX, Ltd.
	975,000	5.361%, (LIBOR 3M + 3.550%), 8/12/2026, Ser. 2014-1A, Class DR^*,b		976,015
		Pretium Mortgage Credit Partners, LLC
	1,117,736	3.250%, 3/28/2057, Ser. 2017-NPL2, Class A1^i,j		1,111,247
		Renaissance Home Equity Loan Trust
	311,600	5.746%, 5/25/2036, Ser. 2006-1, Class AF6ⁱ		225,482
	871,897	5.797%, 8/25/2036, Ser. 2006-2, Class AF3ⁱ		548,653
		SoFi Consumer Loan Program, LLC
	654,568	3.050%, 12/26/2025, Ser. 2016-3, Class A^j		654,038
	168,021	3.280%, 1/26/2026, Ser. 2017-1, Class A^j		168,315
		Spirit Master Funding, LLC
	1,893,692	4.360%, 12/20/2047, Ser. 2017-1A, Class A^*		1,905,179
		Upstart Securitization Trust
	1,058,705	2.508%, 3/20/2025, Ser. 2107-INV1, Class A^j		1,055,285
		Vericrest Opportunity Loan Transferee
	810,009	3.250%, 6/25/2047, Ser. 2017-NPL7, Class A1^i,j		806,565
	403,911	3.500%, 6/26/2045, Ser. 2015-NPL8, Class A1^i,j		403,987
	359,500	3.500%, 2/25/2047, Ser. 2017-NPL1, Class A1^i,j		358,694
	631,305	3.375%, 4/25/2047, Ser. 2017-NPL4, Class A1^i,j		629,984
		Voya CLO 4, Ltd.
	1,225,000	4.722%, (LIBOR 3M + 3.000%), 10/14/2026, Ser. 2014-4A, Class CR^*,b		1,225,420

		Total		25,246,720


	Basic Materials (1.5%)
		Alcoa Nederland Holding BV
	735,000	6.750%, 9/30/2024^j		786,450
		Anglo American Capital plc
	216,000	4.125%, 9/27/2022^j		218,578
	775,000	4.750%, 4/10/2027^j		783,519
		ArcelorMittal SA
	730,000	5.750%, 3/1/2021		769,237
		BWAY Holding Company
	760,000	5.500%, 4/15/2024^j		764,750
		CF Industries, Inc.
	860,000	3.450%, 6/1/2023		825,600
		Dow Chemical Company
	64,000	8.550%, 5/15/2019		67,926
		E.I. du Pont de Nemours and Company
	216,000	2.200%, 5/1/2020		212,989


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Basic Materials (1.5%) - continued
		First Quantum Minerals, Ltd.
	$322,000	7.000%, 2/15/2021^j		$322,805
		FMG Resources Property, Ltd.
	795,000	5.125%, 5/15/2024^j,k		784,061
		Kinross Gold Corporation
	108,000	5.125%, 9/1/2021		112,061
		LyondellBasell Industries NV
	64,000	5.000%, 4/15/2019		64,970
		Packaging Corporation of America
	164,000	2.450%, 12/15/2020		161,384
		Peabody Securities Finance Corporation
	745,000	6.375%, 3/31/2025^j		772,938
		Platform Specialty Products Corporation
	545,000	5.875%, 12/1/2025^j		532,738
		RPM International, Inc., Convertible
	112,000	2.250%, 12/15/2020^k		125,774
		Sherwin-Williams Company
	216,000	2.250%, 5/15/2020		212,389
		Steel Dynamics, Inc.
	645,000	5.000%, 12/15/2026		645,000
		Trinseo Materials Operating SCA
	820,000	5.375%, 9/1/2025^j		805,650
		United States Steel Corporation
	1,100,000	6.250%, 3/15/2026		1,095,875
		Xstrata Finance Canada, Ltd.
	163,000	4.950%, 11/15/2021^j		169,813

		Total		10,234,507


	Capital Goods (1.9%)
		AECOM
	1,105,000	5.875%, 10/15/2024		1,156,106
		Ashtead Capital, Inc.
	670,000	4.125%, 8/15/2025^j		643,200
		Bombardier, Inc.
	725,000	7.500%, 3/15/2025^j		744,031
		Building Materials Corporation of America
	785,000	6.000%, 10/15/2025^j		804,625
		Caterpillar Financial Services Corporation
	161,000	1.850%, 9/4/2020		157,159
		CEMEX SAB de CV
	775,000	5.700%, 1/11/2025^j		794,763
		Cintas Corporation No. 2
	162,000	2.900%, 4/1/2022		159,423
		CNH Industrial Capital, LLC
	965,000	4.375%, 11/6/2020		985,506
	165,000	4.875%, 4/1/2021		169,744
		Crown Americas Capital Corporation IV
	730,000	4.500%, 1/15/2023		724,525
		Crown Cork & Seal Company, Inc.
	410,000	7.375%, 12/15/2026		457,150
		General Electric Company
	620,000	5.000%, 1/21/2021^b,l		613,800
		L3 Technologies, Inc.
	280,000	4.950%, 2/15/2021		291,753
		Lockheed Martin Corporation
	70,000	2.500%, 11/23/2020		69,349
		Owens-Brockway Glass Container, Inc.
	980,000	5.000%, 1/15/2022^j		989,506


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Capital Goods (1.9%) - continued
		Reynolds Group Issuer, Inc.
	$1,125,000	5.125%, 7/15/2023^j		$1,135,913
		Rockwell Collins, Inc.
	162,000	1.950%, 7/15/2019		160,227
		Roper Technologies, Inc.
	270,000	2.800%, 12/15/2021		265,542
		Standard Industries, Inc.
	185,000	5.500%, 2/15/2023^j		191,475
		Textron Financial Corporation
	1,350,000	3.574%, (LIBOR 3M + 1.735%), 2/15/2042^b,j		1,231,875
		Textron, Inc.
	137,000	7.250%, 10/1/2019		145,574
		United Rentals North America, Inc.
	780,000	5.500%, 7/15/2025		798,525

		Total		12,689,771


	Collateralized Mortgage Obligations (8.3%)
		Adjustable Rate Mortgage Trust
	684,042	3.716%, 11/25/2035, Ser. 2005-9, Class 1A4^b		613,339
		AJAX Mortgage Loan Trust
	831,258	3.470%, 4/25/2057, Ser. 2017-A, Class A^*,i		826,736
		Alternative Loan Trust
	686,205	6.000%, 6/25/2036, Ser. 2006-24CB, Class A9		605,931
		American Home Mortgage Assets Trust
	1,159,916	2.062%, (LIBOR 1M + 0.190%), 12/25/2046, Ser. 2006-6, Class A1A^b		972,848
	1,105,399	2.062%, (LIBOR 1M + 0.190%), 6/25/2047, Ser. 2007-5, Class A1^b		891,926
		American Home Mortgage Investment Trust
	1,323,546	6.750%, 12/25/2036, Ser. 2006-3, Class 3A2		612,452
		Angel Oak Mortgage Trust
	84,934	4.500%, 11/25/2045, Ser. 2015-1, Class A^*,i		84,493
		Banc of America Alternative Loan Trust
	261,008	2.372%, (LIBOR 1M + 0.500%), 4/25/2035, Ser. 2005-3, Class 1CB1^b		233,068
	622,971	6.000%, 11/25/2035, Ser. 2005-10, Class 3CB1		559,730
		Banc of America Funding Corporation
	198,177	3.501%, 5/20/2036, Ser. 2006-D, Class 6A1^b		182,175
		BCAP, LLC Trust
	830,741	2.052%, (LIBOR 1M + 0.180%), 3/25/2037, Ser. 2007-AA1, Class 2A1^b		795,432
		Bear Stearns Adjustable Rate Mortgage Trust
	129,334	3.520%, (CMT 1Y + 2.300%), 10/25/2035, Ser. 2005-9, Class A1^b		131,937
	158,353	3.552%, 2/25/2036, Ser. 2005-12, Class 11A1^b		149,391


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Collateralized Mortgage Obligations (8.3%) - continued
		Bear Stearns Alt-A Trust
	$879,647	4.674%, 7/25/2035, Ser. 2005-5, Class 25A1^b		$723,892
		Citicorp Mortgage Securities Trust
	215,675	6.000%, 5/25/2037, Ser. 2007-4, Class 1A5		208,416
		Citigroup Mortgage Loan Trust, Inc.
	227,808	5.500%, 11/25/2035, Ser. 2005-9, Class 21A2		227,015
	432,683	3.877%, 3/25/2037, Ser. 2007-AR4, Class 2A1A^b		362,918
		CitiMortgage Alternative Loan Trust
	318,886	5.750%, 4/25/2037, Ser. 2007-A4, Class 1A5		300,678
		COLT Mortgage Loan Trust
	343,365	2.750%, 9/25/2046, Ser. 2016-2, Class A1^*,b		342,300
		Countrywide Alternative Loan Trust
	157,068	2.272%, (LIBOR 1M + 0.400%), 2/25/2035, Ser. 2005-J1, Class 5A1^b		150,804
	490,122	3.345%, 10/25/2035, Ser. 2005-43, Class 1A1^b		478,798
	329,980	3.383%, 10/25/2035, Ser. 2005-43, Class 4A1^b		290,461
	252,663	5.500%, 2/25/2036, Ser. 2005-85CB, Class 2A2		238,713
	150,404	6.000%, 4/25/2036, Ser. 2006-4CB, Class 1A1		127,258
	387,045	6.500%, 8/25/2036, Ser. 2006-23CB, Class 2A3		254,767
	115,649	6.000%, 1/25/2037, Ser. 2006-39CB, Class 1A16		113,091
	531,937	5.500%, 5/25/2037, Ser. 2007-8CB, Class A1		444,962
		Countrywide Home Loan Mortgage Pass Through Trust
	606,665	3.466%, 11/25/2035, Ser. 2005-22, Class 2A1^b		543,406
	221,822	3.351%, 2/20/2036, Ser. 2005-HY10, Class 5A1^b		191,221
		CSMC Mortgage-Backed Trust
	608,908	5.500%, 3/25/2037, Ser. 2007-2, Class 3A4		555,224
		Deutsche Alt-A Securities, Inc., Mortgage Loan Trust
	194,335	2.072%, (LIBOR 1M + 0.200%), 11/25/2035, Ser. 2005-5, Class 2A1^b		131,394
	393,995	5.500%, 11/25/2035, Ser. 2005-5, Class 1A4^b		405,780
	635,982	2.053%, (12 MTA + 0.770%), 4/25/2047, Ser. 2007-OA2, Class A1^b		586,249
	1,013,107	2.092%, (LIBOR 1M + 0.220%), 8/25/2047, Ser. 2007-OA5, Class A1B^b		949,800
		Federal Home Loan Mortgage Corporation
	3,165,368	2.500%, 12/15/2022, Ser. 4155, Class AI^m		138,837
	1,207,064	2.500%, 5/15/2027, Ser. 4106, Class HI^m		79,659


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Collateralized Mortgage Obligations (8.3%) - continued
	$1,529,860	2.500%, 2/15/2028, Ser. 4162, Class AI^m		$118,854
	4,597,329	2.500%, 3/15/2028, Ser. 4177, Class EI^m		372,565
	2,287,609	3.000%, 4/15/2028, Ser. 4193, Class AI^m		194,905
	2,187,198	3.000%, 2/15/2033, Ser. 4170, Class IG^m		248,560
		Federal National Mortgage Association
	2,003,761	2.500%, 2/25/2028, Ser. 2013-46, Class CI^m		134,691
	1,591,553	3.000%, 4/25/2028, Ser. 2013-30, Class DI^m		160,870
	1,911,593	3.500%, 1/25/2033, Ser. 2012-150, Class YI^m		247,997
		First Horizon Alternative Mortgage Securities Trust
	502,744	3.492%, 3/25/2035, Ser. 2005-AA2, Class 1A1^b		483,401
	538,731	3.352%, 7/25/2035, Ser. 2005-AA5, Class 2A1^b		527,736
	577,034	6.000%, (LIBOR 1M + 1.000%), 8/25/2036, Ser. 2006-FA4, Class 1A4^b		480,394
		First Horizon Mortgage Pass-Through Trust
	490,633	3.451%, 8/25/2037, Ser. 2007-AR2, Class 1A2^b		419,875
		GCAT, LLC
	305,857	3.375%, 3/25/2047, Ser. 2017-1, Class A1^*,i		303,820
		GMAC Mortgage Corporation Loan Trust
	854,891	3.765%, 5/25/2035, Ser. 2005-AR2, Class 4A^b		812,374
		Government National Mortgage Association
	1,632,554	4.000%, 1/16/2027, Ser. 2012-3, Class IO^m		147,967
		Greenpoint Mortgage Funding Trust
	506,994	2.072%, (LIBOR 1M + 0.200%), 10/25/2045, Ser. 2005-AR4, Class G41B^b		445,199
		HarborView Mortgage Loan Trust
	934,400	3.628%, 7/19/2035, Ser. 2005-4, Class 3A1^b		820,333
		Impac Secured Assets Trust
	1,425,238	2.112%, (LIBOR 1M + 0.240%), 9/25/2037, Ser. 2014-GC18, Class A3^b		1,174,532
		IndyMac IMJA Mortgage Loan Trust
	582,446	6.250%, 11/25/2037, Ser. 2007-A3, Class A1		471,303
		IndyMac INDX Mortgage Loan Trust
	717,250	3.448%, 10/25/2035, Ser. 2005-AR19, Class A1^b		649,912
	610,153	2.512%, (LIBOR 1M + 0.640%), 7/25/2045, Ser. 2005-16IP, Class A1^b		587,606
		J.P. Morgan Alternative Loan Trust
	750,078	6.500%, 3/25/2036, Ser. 2006-S1, Class 1A19		668,683


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Collateralized Mortgage Obligations (8.3%) - continued
		J.P. Morgan Mortgage Trust
	$154,113	6.500%, 1/25/2035, Ser. 2005-S1, Class 1A2		$166,844
	392,258	3.563%, 8/25/2035, Ser. 2005-A5, Class 1A2^b		390,557
	714,009	3.675%, 2/25/2036, Ser. 2006-A1, Class 2A2^b		673,837
	708,088	3.605%, 10/25/2036, Ser. 2006-A6, Class 1A2^b		653,229
	553,322	2.252%, (LIBOR 1M + 0.380%), 1/25/2037, Ser. 2006-S4, Class A8^b		328,038
	360,187	3.589%, 1/25/2037, Ser. 2006-A7, Class 2A2^b		363,470
	305,463	6.250%, 8/25/2037, Ser. 2007-S3, Class 1A10		200,508
		Lehman Mortgage Trust
	295,066	2.622%, (LIBOR 1M + 0.750%), 12/25/2035, Ser. 2005-2, Class 3A1^b		236,213
		Master Asset Securitization Trust
	911,322	2.372%, (LIBOR 1M + 0.500%), 6/25/2036, Ser. 2006-2, Class 2A2^b		460,721
		MASTR Alternative Loans Trust
	144,942	6.500%, 7/25/2034, Ser. 2004-6, Class 6A1		146,343
	315,766	2.322%, (LIBOR 1M + 0.450%), 12/25/2035, Ser. 2005-6, Class 2A1^b		152,367
		Merrill Lynch Alternative Note Asset Trust
	450,784	6.000%, 3/25/2037, Ser. 2007-F1, Class 2A1		371,896
		Mill City Mortgage Loan Trust
	1,012,259	2.750%, 11/25/2058, Ser. 2017-1, Class A1^b,j		1,001,983
		Morgan Stanley Mortgage Loan Trust
	323,567	3.527%, 11/25/2035, Ser. 2005-6AR, Class 5A1^b		257,681
		MortgageIT Trust
	537,024	2.132%, (LIBOR 1M + 0.260%), 12/25/2035, Ser. 2005-5, Class A1^b		533,675
	1,499,255	2.072%, (LIBOR 1M + 0.200%), 4/25/2036, Ser. 2006-1, Class 1A2^b		1,330,926
		New Century Alternative Mortgage Loan Trust
	819,469	6.167%, 7/25/2036, Ser. 2006-ALT1, Class AF6ⁱ		471,867
		Preston Ridge Partners Mortgage Trust, LLC
	604,740	4.250%, 1/25/2022, Ser. 2017-1A, Class A1^*,i		604,745
	789,794	3.470%, 9/25/2022, Ser. 2017-2A, Class A1^*,i		786,806
		Pretium Mortgage Credit Partners, LLC
	806,037	3.500%, 4/29/2032, Ser. 2017-NPL1, Class A1^*,i		805,316
		RCO 2017-INV1 Trust
	1,436,696	3.197%, 11/25/2052, Ser. 2014-3A, Class A1R^*,b		1,446,474


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Collateralized Mortgage Obligations (8.3%) - continued
		Residential Accredit Loans, Inc. Trust
	$1,087,209	4.377%, 9/25/2035, Ser. 2005-QA10, Class A31^b		$966,517
	423,524	5.750%, 9/25/2035, Ser. 2005-QS13, Class 2A3		411,807
	647,744	6.000%, 4/25/2036, Ser. 2006-QS4, Class A2		593,181
	1,203,087	2.422%, (LIBOR 1M + 0.550%), 1/25/2037, Ser. 2007-3, Class A1B^b		955,532
	516,333	6.000%, 1/25/2037, Ser. 2007-QS1, Class 1A1		481,761
	901,260	5.750%, 4/25/2037, Ser. 2007-QS6, Class A28		843,792
	552,267	6.250%, 4/25/2037, Ser. 2007-QS6, Class A6		529,048
	230,650	6.000%, 6/25/2037, Ser. 2007-QS8, Class A10		210,842
	953,493	2.062%, (LIBOR 1M + 0.190%), 7/25/2037, Ser. 2007-QH6, Class A1^b		896,362
		Residential Asset Securitization Trust
	624,994	6.221%, 8/25/2022, Ser. 2007-A8, Class 3A1^b		529,398
	356,712	5.500%, 4/25/2035, Ser. 2005-A1, Class A3		366,296
	733,591	2.252%, (LIBOR 1M + 0.380%), 8/25/2037, Ser. 2007-A8, Class 2A3^b		180,346
		Residential Funding Mortgage Security I Trust
	516,318	5.750%, 2/25/2036, Ser. 2006-S2, Class A1		492,683
	623,554	6.000%, 7/25/2037, Ser. 2007-S7, Class A20		592,409
		Sequoia Mortgage Trust
	1,252,805	3.602%, 9/20/2046, Ser. 2007-1, Class 4A1^b		1,035,411
		Structured Adjustable Rate Mortgage Loan Trust
	49,505	3.809%, 12/25/2034, Ser. 2004-18, Class 5A^b		48,978
	445,209	3.579%, 7/25/2035, Ser. 2005-15, Class 4A1^b		410,452
	248,678	4.056%, 9/25/2035, Ser. 2005-18, Class 1A1^b		201,976
		Structured Asset Mortgage Investments, Inc.
	1,119,090	2.182%, (LIBOR 1M + 0.310%), 12/25/2035, Ser. 2005-AR4, Class A1^b		1,011,258
		Sunset Mortgage Loan Company, LLC
	226,623	4.459%, 9/18/2045, Ser. 2015-NPL1, Class A^*,i		227,189
	585,952	3.500%, 6/15/2047, Ser. 2017-NPL1, Class A^*,i		580,444
	155,986	3.844%, 7/16/2047, Ser. 2016-NPL1, Class A^*,i		156,033
		Suntrust Alternative Loan Trust
	479,118	5.750%, 12/25/2035, Ser. 2005-1F, Class 2A5		470,898


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Collateralized Mortgage Obligations (8.3%) - continued
		WaMu Mortgage Pass Through Certificates
	$750,830	3.244%, 8/25/2036, Ser. 2006-AR8, Class 3A2^b		$712,224
	898,957	2.795%, 1/25/2037, Ser. 2006-AR18, Class 1A1^b		847,012
	74,135	3.303%, 8/25/2046, Ser. 2006-AR8, Class 1A1^b		69,627
	1,150,088	2.243%, (12 MTA + 0.960%), 9/25/2046, Ser. 2006-AR11, Class 1A^b		1,037,262
	1,110,082	2.163%, (12 MTA + 0.880%), 10/25/2046, Ser. 2006-AR13, Class 1A^b		994,876
	1,069,475	2.021%, (12 MTA + 0.820%), 12/25/2046, Ser. 2006-AR17, Class 1A^b		966,682
	385,812	2.027%, (COF 11 + 1.250%), 3/25/2047, Ser. 2007-OA2, Class 2A^b		344,916
		Washington Mutual Mortgage Pass Through Certificates
	322,648	2.472%, (LIBOR 1M + 0.600%), 6/25/2035, Ser. 2005-4, Class 5A5^b		279,552
	562,621	6.000%, 11/25/2035, Ser. 2005-10, Class 2A9		533,460
	802,561	7.000%, 4/25/2037, Ser. 2007-2, Class 1A1		484,723
	405,744	2.203%, (12 MTA + 0.920%), 9/25/2046, Ser. 2006-AR11, Class 3A1A^b		373,247
		Washington Mutual Mortgage Pass Through Certificates Trust
	763,655	7.000%, 2/25/2036, Ser. 2006-1, Class 2CB1		628,931
	817,860	2.033%, (12 MTA + 0.750%), 2/25/2047, Ser. 2007-OA3, Class 2A^b		687,839
		Wells Fargo Mortgage Backed Securities Trust
	695,575	3.577%, 7/25/2036, Ser. 2006-AR10, Class 2A1^b		691,104
	196,603	6.000%, 7/25/2037, Ser. 2007-8, Class 1A16		196,138
	267,020	6.000%, 11/25/2037, Ser. 2007-15, Class A1		265,320

		Total		56,665,700


	Communications Services (3.1%)
		Altice US Finance I Corporation
	725,000	5.500%, 5/15/2026^j		706,875
		AMC Networks, Inc.
	1,080,000	5.000%, 4/1/2024		1,067,224
		American Tower Corporation
	60,000	2.800%, 6/1/2020		59,551
	98,000	3.450%, 9/15/2021		98,169
		AT&T, Inc.
	104,000	5.875%, 10/1/2019		108,436
	108,000	5.200%, 3/15/2020		112,197
	380,000	3.400%, 8/14/2024		381,740
		British Sky Broadcasting Group plc
	110,000	3.125%, 11/26/2022^j		108,865


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Communications Services (3.1%) - continued
		CCO Holdings, LLC
	$1,000,000	5.875%, 4/1/2024^j		$1,017,500
		CenturyLink, Inc.
	400,000	6.450%, 6/15/2021		408,000
		Charter Communications Operating, LLC
	409,000	3.579%, 7/23/2020		410,099
	35,000	4.464%, 7/23/2022		35,766
		Clear Channel Worldwide Holdings, Inc.
	1,070,000	6.500%, 11/15/2022		1,088,725
		Comcast Corporation
	216,000	1.625%, 1/15/2022		203,551
		Crown Castle International Corporation
	140,000	3.400%, 2/15/2021		140,507
	800,000	5.250%, 1/15/2023		849,844
	109,000	3.150%, 7/15/2023		105,644
		CSC Holdings, LLC
	80,000	5.500%, 4/15/2027^j		76,600
		Digicel, Ltd.
	760,000	6.000%, 4/15/2021^*		713,450
		Discovery Communications, LLC
	108,000	2.200%, 9/20/2019		106,886
	216,000	2.950%, 3/20/2023		208,072
		DISH Network Corporation, Convertible
	929,000	3.375%, 8/15/2026		894,813
		IAC FinanceCo, Inc., Convertible
	383,000	0.875%, 10/1/2022^j		457,838
		Intelsat Jackson Holdings SA
	1,165,000	8.000%, 2/15/2024^j		1,224,706
		Level 3 Communications, Inc.
	475,000	5.375%, 1/15/2024		462,830
		Level 3 Financing, Inc.
	280,000	5.375%, 5/1/2025		271,600
	435,000	5.250%, 3/15/2026		409,988
		Liberty Interactive, LLC, Convertible
	791,000	1.750%, 9/30/2046^j		876,270
		Liberty Media Corporation, Convertible
	736,000	1.000%, 1/30/2023		771,756
		Meredith Corporation
	870,000	6.875%, 2/1/2026^j		892,838
		Moody’s Corporation
	108,000	2.750%, 12/15/2021		106,016
		Neptune Finco Corporation
	512,000	10.875%, 10/15/2025^j		601,595
		Netflix, Inc.
	905,000	4.875%, 4/15/2028^j		870,248
		Nexstar Escrow Corporation
	556,000	5.625%, 8/1/2024^j		544,713
		Orange SA
	185,000	1.625%, 11/3/2019		181,153
		Quebecor Media, Inc.
	635,000	5.750%, 1/15/2023		650,875
		SFR Group SA
	770,000	6.000%, 5/15/2022^j		752,675
		Sprint Corporation
	760,000	7.625%, 2/15/2025^k		747,650
		Telefonica Emisiones SAU
	126,000	3.192%, 4/27/2018		126,050
		Time Warner, Inc.
	108,000	4.875%, 3/15/2020		111,656


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Communications Services (3.1%) - continued
		Verizon Communications, Inc.
	$67,000	2.946%, 3/15/2022		$65,855
		Viacom, Inc.
	161,000	4.250%, 9/1/2023		163,339
		Virgin Media Secured Finance plc
	755,000	5.250%, 1/15/2026^j		726,687
		Windstream Services, LLC
	645,000	8.625%, 10/31/2025^j		596,625
		World Wrestling Entertainment, Inc., Convertible
	475,000	3.375%, 12/15/2023^j		742,188

		Total		21,257,665


	Consumer Cyclical (2.5%)
		Allison Transmission, Inc.
	1,115,000	5.000%, 10/1/2024^j		1,105,244
		American Honda Finance Corporation
	162,000	2.000%, 2/14/2020		159,574
		BMW US Capital, LLC
	145,000	1.500%, 4/11/2019^j		143,319
		Brookfield Residential Properties, Inc.
	730,000	6.125%, 7/1/2022^j		749,162
		D.R. Horton, Inc.
	160,000	2.550%, 12/1/2020		157,540
		Delphi Jersey Holdings plc
	840,000	5.000%, 10/1/2025^j		805,350
		Ford Motor Credit Company, LLC
	216,000	2.262%, 3/28/2019		214,529
	210,000	1.897%, 8/12/2019		206,703
	95,000	2.597%, 11/4/2019		94,234
	162,000	3.336%, 3/18/2021		160,985
		General Motors Financial Company, Inc.
	162,000	2.650%, 4/13/2020		160,019
	162,000	4.375%, 9/25/2021		166,507
	108,000	3.150%, 6/30/2022		105,689
		Home Depot, Inc.
	110,000	2.000%, 4/1/2021		107,294
	65,000	2.625%, 6/1/2022		64,009
		Hyundai Capital America
	108,000	2.550%, 4/3/2020^j		106,308
	108,000	2.750%, 9/18/2020^j		106,354
		Jaguar Land Rover Automotive plc
	200,000	4.125%, 12/15/2018^j		200,750
	383,000	5.625%, 2/1/2023^j		390,660
		L Brands, Inc.
	570,000	5.625%, 2/15/2022		591,375
		Landry’s, Inc.
	740,000	6.750%, 10/15/2024^j		745,550
		Lennar Corporation
	161,000	2.950%, 11/29/2020^j		156,991
	1,180,000	4.500%, 4/30/2024		1,156,400
		Live Nation Entertainment, Inc.
	1,110,000	5.375%, 6/15/2022^j		1,134,975
		McDonald’s Corporation
	216,000	2.625%, 1/15/2022		212,578
		MGM Resorts International
	775,000	6.000%, 3/15/2023		813,750
		Navistar International Corporation
	855,000	6.625%, 11/1/2025^j		855,000
		New Red Finance, Inc.
	800,000	4.250%, 5/15/2024^j,k		764,000


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Consumer Cyclical (2.5%) - continued
		Newell Rubbermaid, Inc.
	$95,000	3.150%, 4/1/2021		$94,109
		Nissan Motor Acceptance Corporation
	162,000	2.000%, 3/8/2019^j		160,779
		Prime Security Services Borrower, LLC
	827,000	9.250%, 5/15/2023^j		896,261
		PulteGroup, Inc.
	1,105,000	4.250%, 3/1/2021		1,117,266
		Ralph Lauren Corporation
	70,000	2.625%, 8/18/2020		69,746
		Royal Caribbean Cruises, Ltd.
	750,000	5.250%, 11/15/2022		808,600
		Six Flags Entertainment Corporation
	770,000	4.875%, 7/31/2024^j		749,788
		Starbucks Corporation
	115,000	2.100%, 2/4/2021		112,675
		Toll Brothers Finance Corporation
	124,000	4.000%, 12/31/2018		124,769
		Visa, Inc.
	70,000	2.200%, 12/14/2020		68,919
		Volkswagen Group of America Finance, LLC
	150,000	2.450%, 11/20/2019^j		148,405
		Yum! Brands, Inc.
	1,105,000	5.000%, 6/1/2024^j		1,098,094

		Total		17,084,260


	Consumer Non-Cyclical (2.4%)
		Abbott Laboratories
	216,000	2.550%, 3/15/2022		210,096
	162,000	3.400%, 11/30/2023		160,766
		AbbVie, Inc.
	216,000	2.500%, 5/14/2020		213,179
	108,000	2.900%, 11/6/2022		105,462
		Albertsons Companies, LLC
	1,000,000	6.625%, 6/15/2024		896,250
		Amgen, Inc.
	225,000	3.875%, 11/15/2021		229,880
	216,000	2.650%, 5/11/2022		210,754
		Anheuser-Busch InBev Finance, Inc.
	275,000	2.650%, 2/1/2021		272,800
	120,000	3.033%, (LIBOR 3M + 1.260%), 2/1/2021^b		123,331
	108,000	3.300%, 2/1/2023		108,024
		Anheuser-Busch InBev Worldwide, Inc.
	224,000	3.500%, 1/12/2024^e		225,483
		BAT Capital Corporation
	109,000	2.297%, 8/14/2020^j		106,854
	110,000	2.764%, 8/15/2022^j		106,364
		Bayer U.S. Finance, LLC
	220,000	2.375%, 10/8/2019^j		218,077
		Becton, Dickinson and Company
	162,000	2.944%, (LIBOR 3M + 0.875%), 12/29/2020^b		162,172
	216,000	3.125%, 11/8/2021		212,487
		Boston Scientific Corporation
	35,000	6.000%, 1/15/2020		36,724
		Bunge, Ltd. Finance Corporation
	70,000	3.500%, 11/24/2020		70,229
		Cardinal Health, Inc.
	110,000	1.948%, 6/14/2019		108,799
	110,000	2.616%, 6/15/2022		106,305


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Consumer Non-Cyclical (2.4%) - continued
		CVS Health Corporation
	$218,000	3.350%, 3/9/2021		$219,149
	108,000	2.750%, 12/1/2022		103,922
	327,000	3.700%, 3/9/2023		328,004
		Envision Healthcare Corporation
	750,000	5.125%, 7/1/2022^j		746,250
		Express Scripts Holding Company
	108,000	4.750%, 11/15/2021		112,361
		Forest Laboratories, LLC
	53,000	4.875%, 2/15/2021^j		54,769
		Gilead Sciences, Inc.
	200,000	1.950%, 3/1/2022		191,340
		HCA, Inc.
	430,000	5.250%, 6/15/2026		435,590
	575,000	4.500%, 2/15/2027		554,875
		J.M. Smucker Company
	110,000	2.200%, 12/6/2019		108,663
		JBS USA, LLC
	390,000	5.875%, 7/15/2024^j		380,367
	780,000	5.750%, 6/15/2025^j		727,350
		Kraft Heinz Foods Company
	210,000	5.375%, 2/10/2020		218,571
		Kroger Company
	110,000	2.800%, 8/1/2022		106,961
		Laboratory Corporation of America Holdings
	5,000	2.625%, 2/1/2020		4,960
		Mead Johnson Nutrition Company
	70,000	3.000%, 11/15/2020		69,718
		Medtronic Global Holdings SCA
	216,000	1.700%, 3/28/2019		214,016
		Molson Coors Brewing Company
	185,000	1.450%, 7/15/2019		181,571
		Mondelez International Holdings Netherlands BV
	162,000	2.000%, 10/28/2021^j		154,560
		Mylan NV
	216,000	3.150%, 6/15/2021		213,120
		PepsiCo, Inc.
	210,000	2.234%, (LIBOR 3M + 0.530%), 10/6/2021^b		212,587
		Pernod Ricard SA
	190,000	5.750%, 4/7/2021^j		203,767
		Pinnacle Foods, Inc.
	500,000	5.875%, 1/15/2024		517,500
		Post Holdings, Inc.
	760,000	5.500%, 3/1/2025^j		748,600
		Reynolds American, Inc.
	35,000	3.250%, 6/12/2020		34,999
		Shire Acquisitions Investments Ireland Designated Activity Company
	225,000	1.900%, 9/23/2019		221,267
	216,000	2.400%, 9/23/2021		208,510
		Simmons Foods, Inc.
	840,000	5.750%, 11/1/2024^j		762,300
		Smithfield Foods, Inc.
	162,000	2.700%, 1/31/2020^j		159,691
		Teleflex, Inc.
	725,000	4.875%, 6/1/2026		717,750
		Tenet Healthcare Corporation
	1,005,000	8.125%, 4/1/2022		1,047,713
		Teva Pharmaceutical Finance Company BV
	108,000	2.950%, 12/18/2022		95,625


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Consumer Non-Cyclical (2.4%) - continued
		Teva Pharmaceutical Finance IV, LLC
	$55,000	2.250%, 3/18/2020		$52,114
		Teva Pharmaceutical Finance Netherlands III BV
	200,000	2.200%, 7/21/2021		180,065
		TreeHouse Foods, Inc.
	510,000	4.875%, 3/15/2022		508,088
		Tyson Foods, Inc.
	98,000	4.500%, 6/15/2022		101,527
		VPII Escrow Corporation
	410,000	7.500%, 7/15/2021^j		413,075
		VRX Escrow Corporation
	800,000	6.125%, 4/15/2025^j		690,400
		Zimmer Biomet Holdings, Inc.
	167,000	2.928%, (LIBOR 3M + 0.750%), 3/19/2021^b		167,256
		Zoetis, Inc.
	161,000	3.450%, 11/13/2020		162,106

		Total		16,215,093


	Energy (2.6%)
		Alliance Resource Operating Partners, LP
	760,000	7.500%, 5/1/2025^j		798,000
		Anadarko Petroleum Corporation
	77,000	8.700%, 3/15/2019		81,010
		Antero Resources Corporation
	260,000	5.125%, 12/1/2022		261,950
	500,000	5.625%, 6/1/2023		510,000
		BP Capital Markets plc
	108,000	2.315%, 2/13/2020		106,811
	442,000	2.520%, 9/19/2022		429,009
		Buckeye Partners, LP
	98,000	2.650%, 11/15/2018		97,755
		Canadian Natural Resources, Ltd.
	110,000	2.950%, 1/15/2023		106,774
		Canadian Oil Sands, Ltd.
	108,000	9.400%, 9/1/2021^j		125,260
		Cenovus Energy, Inc.
	108,000	3.800%, 9/15/2023		106,710
		Cheniere Energy Partners, LP
	840,000	5.250%, 10/1/2025^j		828,450
		Concho Resources, Inc.
	320,000	4.375%, 1/15/2025		324,059
		Continental Resources, Inc.
	108,000	5.000%, 9/15/2022		109,485
		Crestwood Midstream Partners, LP
	510,000	6.250%, 4/1/2023		513,825
		Enbridge, Inc.
	110,000	2.900%, 7/15/2022		106,684
		Encana Corporation
	190,000	3.900%, 11/15/2021		192,420
		Energy Transfer Equity, LP
	780,000	5.500%, 6/1/2027		781,950
		Energy Transfer Partners, LP
	165,000	4.150%, 10/1/2020		167,270
		Enterprise Products Operating, LLC
	345,000	5.250%, 8/16/2077^b		335,512
		EOG Resources, Inc.
	180,000	2.625%, 3/15/2023		173,528
		EQT Corporation
	62,000	8.125%, 6/1/2019		65,653
	110,000	3.000%, 10/1/2022		106,850
		Exxon Mobil Corporation
	140,000	1.708%, 3/1/2019		138,985


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Energy (2.6%) - continued
		Kinder Morgan Energy Partners, LP
	$109,000	9.000%, 2/1/2019		$114,238
	216,000	3.450%, 2/15/2023		212,253
		Marathon Oil Corporation
	108,000	2.700%, 6/1/2020		106,389
		Marathon Petroleum Corporation
	70,000	3.400%, 12/15/2020		70,553
		MEG Energy Corporation
	250,000	6.375%, 1/30/2023^j		208,750
		MPLX, LP
	162,000	4.500%, 7/15/2023		167,630
	1,010,000	4.875%, 12/1/2024		1,058,606
		Nabors Industries, Inc.
	430,000	5.750%, 2/1/2025^j		405,813
		Nabors Industries, Inc., Convertible
	360,000	0.750%, 1/15/2024^j,k		269,431
		ONEOK Partners, LP
	107,000	3.800%, 3/15/2020		107,806
		ONEOK, Inc.
	107,000	7.500%, 9/1/2023		124,658
		Parsley Energy, LLC
	360,000	5.625%, 10/15/2027^j		360,000
		PBF Holding Company, LLC
	625,000	7.250%, 6/15/2025		649,219
		Petrobras Global Finance BV
	43,000	8.375%, 5/23/2021		48,955
		Petroleos Mexicanos
	108,000	6.375%, 2/4/2021		115,074
		Plains All American Pipeline, LP
	247,000	5.000%, 2/1/2021		255,114
		Regency Energy Partners, LP
	730,000	5.000%, 10/1/2022		758,679
		Sabine Pass Liquefaction, LLC
	108,000	6.250%, 3/15/2022		117,161
	108,000	5.625%, 4/15/2023		115,305
	775,000	5.625%, 3/1/2025		832,321
		Sanchez Energy Corporation
	140,000	6.125%, 1/15/2023		102,113
		Schlumberger Holdings Corporation
	70,000	3.000%, 12/21/2020^j		69,816
		Sinopec Group Overseas Development, Ltd.
	210,000	1.750%, 9/29/2019^j		205,924
		Southwestern Energy Company
	840,000	7.500%, 4/1/2026		848,400
		SRC Energy, Inc.
	680,000	6.250%, 12/1/2025^j		681,700
		Sunoco Logistics Partners Operations, LP
	70,000	4.400%, 4/1/2021		71,485
		Sunoco, LP
	305,000	5.500%, 2/15/2026^j		294,325
	460,000	5.875%, 3/15/2028^j		444,475
		Tallgrass Energy Partners, LP
	600,000	5.500%, 1/15/2028^j		605,250
		Weatherford International, Ltd.
	735,000	8.250%, 6/15/2023^k		639,450
		Western Gas Partners, LP
	110,000	4.000%, 7/1/2022		109,714
		Whiting Petroleum Corporation, Convertible
	562,000	1.250%, 4/1/2020		528,975
		Williams Partners, LP
	215,000	4.500%, 11/15/2023		220,816


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Energy (2.6%) - continued
		WPX Energy, Inc.
	$335,000	7.500%, 8/1/2020		$358,450

		Total		17,746,798


	Financials (6.6%)
		ACE INA Holdings, Inc.
	70,000	2.875%, 11/3/2022		69,324
		Aegon NV
	720,000	2.650%, (USISDA 10Y + 0.100%), 7/15/2018^b,l		639,504
		AIG Global Funding
	220,000	2.150%, 7/2/2020^j		215,774
		Air Lease Corporation
	35,000	2.625%, 9/4/2018		34,961
	220,000	2.500%, 3/1/2021		215,694
		Ally Financial, Inc.
	600,000	3.750%, 11/18/2019		601,500
	350,000	4.125%, 3/30/2020		351,313
		American Express Credit Corporation
	108,000	2.117%, (LIBOR 3M + 0.330%), 5/3/2019^b		108,126
	108,000	2.200%, 3/3/2020		106,476
	70,000	3.157%, (LIBOR 3M + 1.050%), 9/14/2020^b		71,154
		Ares Capital Corporation
	218,000	3.875%, 1/15/2020		220,247
		Athene Global Funding
	165,000	4.000%, 1/25/2022^j		166,996
		Banco Bilbao Vizcaya Argentaria SA
	200,000	6.125%, 11/16/2027^b,l		193,900
		Banco Santander SA
	1,000,000	6.375%, 5/19/2019^b,l		1,013,526
		Bank of America Corporation
	108,000	2.369%, 7/21/2021^b		105,965
	218,000	2.328%, 10/1/2021^b		213,148
	218,000	2.738%, 1/23/2022^b		214,899
	200,000	3.004%, 12/20/2023^b,j		196,106
	218,000	3.550%, 3/5/2024^b		218,591
		Bank of Montreal
	185,000	1.500%, 7/18/2019		181,844
	163,000	2.100%, 6/15/2020		159,896
		Bank of New York Mellon Corporation
	216,000	2.600%, 2/7/2022		211,844
		Bank of Nova Scotia
	162,000	2.700%, 3/7/2022		158,845
		Barclays Bank plc
	100,000	5.140%, 10/14/2020		103,256
		Barclays plc
	210,000	3.200%, 8/10/2021		207,494
		BB&T Corporation
	220,000	2.150%, 2/1/2021		215,340
		BNP Paribas SA
	350,000	7.625%, 3/30/2021^b,j,l		375,813
		BNZ International Funding, Ltd.
	250,000	3.087%, (LIBOR 3M + 0.980%), 9/14/2021^b,j		253,515
		Capital One Financial Corporation
	108,000	2.500%, 5/12/2020		106,299
	324,000	3.050%, 3/9/2022		317,648
		Capital One NA
	210,000	2.400%, 9/5/2019		208,023
		CBOE Holdings, Inc.
	165,000	1.950%, 6/28/2019		163,056


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Financials (6.6%) - continued
		Central Fidelity Capital Trust I
	$445,000	2.720%, (LIBOR 3M + 1.000%), 4/15/2027^b		$422,750
		CIT Group, Inc.
	925,000	5.000%, 8/15/2022		946,969
		Citigroup, Inc.
	200,000	2.050%, 6/7/2019		198,146
	216,000	2.450%, 1/10/2020		213,971
	216,000	2.650%, 10/26/2020		213,388
	97,000	2.350%, 8/2/2021		94,166
	108,000	2.750%, 4/25/2022		105,173
	108,000	2.450%, (LIBOR 3M + 0.690%), 10/27/2022^b		107,480
	218,000	3.142%, 1/24/2023^b		215,310
		Citizens Bank NA
	250,000	2.200%, 5/26/2020		244,762
		CNA Financial Corporation
	250,000	5.750%, 8/15/2021		268,597
		Commonwealth Bank of Australia
	216,000	2.250%, 3/10/2020^j		212,926
		Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
	216,000	3.950%, 11/9/2022		218,198
		Credit Agricole SA
	108,000	3.375%, 1/10/2022^j		107,095
	270,000	8.125%, 12/23/2025^b,j,l		307,581
		Credit Suisse Group AG
	600,000	7.500%, 12/11/2023^b,j,l		649,612
		Credit Suisse Group Funding Guernsey, Ltd.
	325,000	3.800%, 9/15/2022		327,169
		Credit Suisse Group Funding, Ltd.
	216,000	3.125%, 12/10/2020		214,764
		Deutsche Bank AG
	108,000	2.700%, 7/13/2020		105,698
	324,000	4.250%, 10/14/2021		329,020
		Deutsche Bank AG of New York
	100,000	3.950%, 2/27/2023		99,682
		Digital Realty Trust, LP
	165,000	2.750%, 2/1/2023		158,363
		Discover Bank
	43,000	8.700%, 11/18/2019		46,554
	218,000	3.100%, 6/4/2020		217,173
		Fifth Third Bancorp
	164,000	2.600%, 6/15/2022		158,968
		Goldman Sachs Group, Inc.
	227,000	7.500%, 2/15/2019		236,121
	216,000	5.375%, 5/10/2020^b,l		221,741
	162,000	2.600%, 12/27/2020		159,604
	216,000	5.250%, 7/27/2021		228,729
	160,000	3.009%, (LIBOR 3M + 1.170%), 11/15/2021^b		161,955
	216,000	3.000%, 4/26/2022		212,034
	164,000	2.876%, 10/31/2022^b		160,503
	108,000	3.075%, (LIBOR 3M + 1.050%), 6/5/2023^b		108,571
		Goldman Sachs Group, Inc., Convertible
	2,450,000	0.500%, 9/24/2022^c		3,838,905
		Guardian Life Global Funding
	200,000	2.000%, 4/26/2021^j		193,623
		HCP, Inc.
	64,000	3.750%, 2/1/2019		64,325
		Hospitality Properties Trust
	80,000	4.250%, 2/15/2021		81,398


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Financials (6.6%) - continued
		HSBC Holdings plc
	$324,000	3.400%, 3/8/2021		$325,446
	216,000	6.875%, 6/1/2021^b,l		228,150
	210,000	3.196%, (LIBOR 3M + 1.500%), 1/5/2022^b		216,262
	250,000	6.375%, 9/17/2024^b,l		253,125
		Huntington Bancshares, Inc.
	140,000	3.150%, 3/14/2021		139,277
		Icahn Enterprises, LP
	325,000	6.750%, 2/1/2024		330,688
	430,000	6.375%, 12/15/2025		432,150
		ILFC E-Capital Trust II
	1,560,000	4.890%, (H15T30Y + 1.800%), 12/21/2065^b,j		1,524,900
		International Lease Finance Corporation
	216,000	4.625%, 4/15/2021		222,903
	216,000	5.875%, 8/15/2022		231,742
		Intesa Sanpaolo SPA
	227,000	3.125%, 7/14/2022^j		219,315
		Iron Mountain, Inc.
	665,000	4.875%, 9/15/2027^j		616,788
		J.P. Morgan Chase & Company
	161,000	2.686%, (LIBOR 3M + 0.680%), 6/1/2021^b		161,884
	210,000	2.295%, 8/15/2021		204,139
	440,000	2.972%, 1/15/2023		431,434
	162,000	2.776%, 4/25/2023^b		158,178
	215,000	2.971%, (LIBOR 3M + 1.230%), 10/24/2023^b		218,160
		KeyBank NA
	250,000	1.600%, 8/22/2019		246,070
		Liberty Mutual Group, Inc.
	25,000	5.000%, 6/1/2021^j		26,281
	525,000	10.750%, 6/15/2058^*,b		813,750
		Lincoln National Corporation
	185,000	6.250%, 2/15/2020		195,561
		Lloyds Bank plc
	750,000	12.000%, 12/16/2024^b,j,l		943,438
		Lloyds Banking Group plc
	215,000	3.000%, 1/11/2022		211,578
	800,000	6.413%, 10/1/2035^b,j,l		882,000
	710,000	6.657%, 5/21/2037^b,j,l		792,094
		Macquarie Bank, Ltd.
	250,000	6.125%, 3/8/2027^b,j,k,l		244,063
		MetLife Capital Trust IV
	823,000	7.875%, 12/15/2037^j		1,032,865
		MetLife, Inc.
	95,000	9.250%, 4/8/2038^j		129,200
		MGIC Investment Corporation, Convertible
	505,000	9.000%, 4/1/2063^j		684,117
		Mitsubishi UFJ Financial Group, Inc.
	250,000	3.149%, (LIBOR 3M + 1.060%), 9/13/2021^b		253,678
	108,000	2.998%, 2/22/2022		106,545
	220,000	3.455%, 3/2/2023		219,699
		Mizuho Financial Group, Inc.
	250,000	3.229%, (LIBOR 3M + 1.140%), 9/13/2021^b		253,932
		Morgan Stanley
	210,000	2.800%, 6/16/2020		208,560
	200,000	2.500%, 4/21/2021		195,931
	216,000	5.500%, 7/28/2021		230,656


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Financials (6.6%) - continued
	$216,000	2.925%, (LIBOR 3M + 1.180%), 1/20/2022^b		$218,609
	108,000	2.750%, 5/19/2022		105,293
	64,000	4.875%, 11/1/2022		67,042
	218,000	3.125%, 1/23/2023		214,811
		MPT Operating Partnership, LP
	510,000	5.500%, 5/1/2024		520,205
		National City Corporation
	86,000	6.875%, 5/15/2019		89,762
		New York Life Global Funding
	70,000	1.550%, 11/2/2018^j		69,613
		Nomura Holdings, Inc.
	85,000	2.750%, 3/19/2019		84,925
		Park Aerospace Holdings, Ltd.
	405,000	5.500%, 2/15/2024^j		392,850
		PNC Bank NA
	216,000	2.450%, 11/5/2020		212,632
		Quicken Loans, Inc.
	1,160,000	5.750%, 5/1/2025^j		1,157,100
		Realty Income Corporation
	162,000	5.750%, 1/15/2021		172,113
		Regions Bank
	28,000	7.500%, 5/15/2018		28,156
		Regions Financial Corporation
	90,000	3.200%, 2/8/2021		89,820
		Reinsurance Group of America, Inc.
	162,000	4.700%, 9/15/2023		168,176
		Royal Bank of Canada
	216,000	2.125%, 3/2/2020		212,865
		Royal Bank of Scotland Group plc
	470,000	7.500%, 8/10/2020^b,l		488,800
	364,000	8.625%, 8/15/2021^b,l		395,395
	230,000	7.648%, 9/30/2031^b,l		287,500
		Santander UK Group Holdings plc
	210,000	2.875%, 8/5/2021		205,635
		Santander UK plc
	64,000	3.050%, 8/23/2018		64,138
		Simon Property Group, LP
	70,000	2.500%, 9/1/2020		69,222
	120,000	2.500%, 7/15/2021		117,432
		Societe Generale SA
	900,000	8.000%, 9/29/2025^b,j,l		1,006,875
		Standard Chartered plc
	210,000	3.015%, (LIBOR 3M + 1.130%), 8/19/2019^b,j		212,073
		State Street Capital Trust IV
	1,138,000	3.125%, (LIBOR 3M + 1.000%), 6/15/2047^b		1,030,004
		State Street Corporation
	70,000	2.785%, (LIBOR 3M + 0.900%), 8/18/2020^b		70,862
		Sumitomo Mitsui Financial Group, Inc.
	216,000	2.934%, 3/9/2021		214,253
	215,000	3.737%, (LIBOR 3M + 1.680%), 3/9/2021^b		222,292
	108,000	2.784%, 7/12/2022		105,302
		Sumitomo Mitsui Trust Bank, Ltd.
	250,000	2.050%, 3/6/2019^j		248,080
		SunTrust Banks, Inc.
	95,000	2.900%, 3/3/2021		94,348
		Synchrony Financial
	108,000	3.000%, 8/15/2019		107,666
	25,000	3.017%, (LIBOR 3M + 1.230%), 2/3/2020^b		25,325


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Financials (6.6%) - continued
	$94,000	3.750%, 8/15/2021		$94,768
		Toronto-Dominion Bank
	80,000	2.585%, (LIBOR 3M + 0.840%), 1/22/2019^b		80,444
	70,000	3.037%, (LIBOR 3M + 0.930%), 12/14/2020^b		71,151
		UBS Group Funding Jersey, Ltd.
	216,000	3.000%, 4/15/2021^j		213,681
		UnitedHealth Group, Inc.
	70,000	3.350%, 7/15/2022		70,481
		USB Realty Corporation
	1,205,000	2.867%, (LIBOR 3M + 1.147%), 1/15/2022^b,j,l		1,086,006
		Wachovia Capital Trust II
	220,000	2.222%, (LIBOR 3M + 0.500%), 1/15/2027^b		206,800
		Wells Fargo & Company
	205,000	2.100%, 7/26/2021		197,932
	110,000	2.625%, 7/22/2022		106,377
	216,000	2.851%, (LIBOR 3M + 1.110%), 1/24/2023^b		218,958
	250,000	3.002%, (LIBOR 3M + 1.230%), 10/31/2023^b		253,633
		Welltower, Inc.
	162,000	4.950%, 1/15/2021		168,687
		Westpac Banking Corporation
	275,000	2.735%, (LIBOR 3M + 0.850%), 8/19/2021^b		279,197

		Total		44,872,949


	Mortgage-Backed Securities (8.0%)
		Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through
	1,950,000	3.000%, 4/1/2033^e		1,945,616
		Federal Home Loan Mortgage Corporation Gold 30-Yr. Pass Through
	8,150,000	4.000%, 4/1/2048^e		8,362,255
		Federal National Mortgage Association Conventional 30-Yr. Pass Through
	7,950,000	3.000%, 4/1/2048^e		7,747,004
	15,025,000	3.500%, 4/1/2048^e		15,046,316
	10,350,000	4.000%, 4/1/2048^e		10,616,334
	8,000,000	4.500%, 4/1/2048^e		8,373,777
		Radnor RE, Ltd.
	1,700,000	4.554%, (LIBOR 1M + 2.700%), 3/25/2028, Ser. 2018-1, Class M2^*,b,c		1,703,570

		Total		53,794,872


	Technology (2.1%)
		Alliance Data Systems Corporation
	420,000	5.375%, 8/1/2022^j		420,000
		Apple, Inc.
	217,000	2.850%, 5/6/2021		216,773
	216,000	2.161%, (LIBOR 3M + 0.350%), 5/11/2022^b		217,340
	217,000	2.400%, 1/13/2023		210,652
		Baidu, Inc.
	109,000	3.000%, 6/30/2020		108,268
		Broadcom Corporation
	222,000	2.650%, 1/15/2023		211,294
	222,000	3.625%, 1/15/2024		218,301


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Technology (2.1%) - continued
		CommScope Technologies Finance, LLC
	$780,000	6.000%, 6/15/2025^j		$811,590
		Cypress Semiconductor Corporation, Convertible
	446,000	4.500%, 1/15/2022		622,259
		Diamond 1 Finance Corporation
	95,000	3.480%, 6/1/2019^j		95,423
	216,000	5.450%, 6/15/2023^j		228,888
		Equinix, Inc.
	675,000	5.750%, 1/1/2025		702,000
		Fidelity National Information Services, Inc.
	40,000	3.625%, 10/15/2020		40,497
	275,000	2.250%, 8/15/2021		265,706
		Harland Clarke Holdings Corporation
	800,000	8.375%, 8/15/2022^j		814,000
		Hewlett Packard Enterprise Company
	268,000	3.600%, 10/15/2020		270,441
		Intel Corporation
	160,000	1.700%, 5/19/2021		154,552
	70,000	3.100%, 7/29/2022		70,282
		Intel Corporation, Convertible
	410,000	3.250%, 8/1/2039		1,019,854
		Microchip Technology, Inc., Convertible
	181,000	1.625%, 2/15/2027		213,982
		Micron Technology, Inc., Convertible
	295,000	2.375%, 5/1/2032		1,597,087
	450,000	3.000%, 11/15/2043		805,231
		Microsoft Corporation
	216,000	2.400%, 2/6/2022		212,295
		NetApp, Inc.
	164,000	2.000%, 9/27/2019		161,446
		NXP BV
	565,000	3.875%, 9/1/2022^j		560,762
		ON Semiconductor Corporation, Convertible
	454,000	1.625%, 10/15/2023^j,k		621,188
		Oracle Corporation
	60,000	2.500%, 5/15/2022		58,805
		Plantronics, Inc.
	800,000	5.500%, 5/31/2023^j		793,040
		Red Hat, Inc., Convertible
	99,000	0.250%, 10/1/2019^k		200,187
		Seagate HDD Cayman
	435,000	4.750%, 1/1/2025		423,484
		Sensata Technologies BV
	725,000	4.875%, 10/15/2023^j		726,124
		Texas Instruments, Inc.
	60,000	1.750%, 5/1/2020		58,810
		VMware, Inc.
	108,000	2.300%, 8/21/2020		105,027
		Western Digital Corporation, Convertible
	259,000	1.500%, 2/1/2024^j,k		280,126
		Zendesk, Inc. Convertible
	651,000	0.250%, 3/15/2023^j		662,067

		Total		14,177,781


	Transportation (0.4%)
		American Airlines Pass Through Trust
	60,018	4.950%, 1/15/2023		62,419
		Avis Budget Car Rental, LLC
	395,000	5.125%, 6/1/2022^j		395,020


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Transportation (0.4%) - continued
		Delta Air Lines, Inc.
	$162,000	2.875%, 3/13/2020		$160,926
	34,284	4.950%, 11/23/2020		34,719
		J.B. Hunt Transport Services, Inc.
	70,000	3.300%, 8/15/2022		69,662
		Trinity Industries, Inc., Convertible
	266,000	3.875%, 6/1/2036		362,528
		United Airlines Pass Through Trust
	70,000	3.700%, 12/1/2022		69,377
		United Continental Holdings, Inc.
	845,000	4.250%, 10/1/2022		828,100
		XPO Logistics, Inc.
	705,000	6.500%, 6/15/2022^j		727,031

		Total		2,709,782


	Utilities (0.7%)
		Alabama Power Company
	108,000	2.450%, 3/30/2022		105,349
		Ameren Corporation
	70,000	2.700%, 11/15/2020		69,247
		Calpine Corporation
	560,000	6.000%, 1/15/2022^j		574,224
	420,000	5.375%, 1/15/2023^k		402,066
		CenterPoint Energy, Inc.
	110,000	2.500%, 9/1/2022		106,569
		Consolidated Edison, Inc.
	108,000	2.000%, 3/15/2020		106,159
		Dominion Energy, Inc.
	216,000	2.579%, 7/1/2020		213,244
		Duke Energy Corporation
	216,000	2.400%, 8/15/2022		207,352
		Dynegy, Inc.
	700,000	7.375%, 11/1/2022^k		737,625
		Edison International
	108,000	2.125%, 4/15/2020		106,002
		Emera U.S. Finance, LP
	116,000	2.150%, 6/15/2019		114,614
		Eversource Energy
	109,000	2.500%, 3/15/2021		107,318
		Exelon Generation Company, LLC
	88,000	5.200%, 10/1/2019		90,682
	162,000	2.950%, 1/15/2020		161,532
		FirstEnergy Corporation
	163,000	2.850%, 7/15/2022		158,052
		Fortis, Inc.
	180,000	2.100%, 10/4/2021		172,036
		NextEra Energy Capital Holdings, Inc.
	95,000	2.300%, 4/1/2019		94,492
		NiSource Finance Corporation
	216,000	5.450%, 9/15/2020		226,836
		Pinnacle West Capital Corporation
	110,000	2.250%, 11/30/2020		107,365
		PPL Capital Funding, Inc.
	260,000	3.500%, 12/1/2022		260,722
		PSEG Power, LLC
	100,000	3.000%, 6/15/2021		99,625
		Southern Company
	200,000	1.850%, 7/1/2019		197,298
	108,000	2.350%, 7/1/2021		104,636


Principal Amount		Long-Term Fixed Income (43.8%)	Value
	Utilities (0.7%) - continued
		TransCanada Trust
	$545,000	5.875%, 8/15/2076^b		$568,162

		Total		5,091,207



		Total Long-Term Fixed Income (cost $290,523,869)		297,787,105


Shares		Common Stock (28.4%)	Value
	Consumer Discretionary (4.5%)
	3,755	Amazon.com, Inc.ⁿ		5,434,762
	36,606	American Axle & Manufacturing
		Holdings, Inc.ⁿ		557,143
	1,700	AOKI Holdings, Inc.		25,923
	2,700	Autobacs Seven Company, Ltd.		50,539
	200	Bandai Namco Holdings, Inc.		6,473
	8,774	Berkeley Group Holdings plc		466,421
	1,013	Booking Holdings, Inc.ⁿ		2,107,435
	2,176	Breville Group, Ltd.		19,607
	10,300	Bridgestone Corporation		453,137
	3,490	Burlington Stores, Inc.ⁿ		464,694
	62,485	Caesars Entertainment Corporationⁿ		702,956
	35,057	Carnival Corporation		2,299,038
	411	Charter Communications, Inc.ⁿ		127,911
	2,200	Chiyoda Company, Ltd.		54,783
	909	Cie Generale des Etablissements Michelin		134,571
	50,914	Comcast Corporation		1,739,731
	3,500	DCM Holdings Company, Ltd.		35,615
	5,074	Dollar Tree, Inc.ⁿ		481,523
	3,723	Eutelsat Communications		73,792
	21,408	General Motors Company		777,967
	34,700	Honda Motor Company, Ltd.		1,201,196
	4,237	Hugo Boss AG		369,115
	13,021	Inchcape plc		126,243
	1,330	Ipsos SA		52,264
	3,112	JM AB		70,830
	28	Lear Corporation		5,211
	413	Linamar Corporation		22,561
	10,921	Magna International, Inc.		615,398
	7,550	Mediaset Espana Comunicacion SA		76,909
	9,177	Netflix, Inc.ⁿ		2,710,427
	184	Nexity SA		11,784
	2,358	Next plc		157,630
	3,000	NHK Spring Company, Ltd.		32,129
	36,969	NIKE, Inc.		2,456,220
	104,800	Nissan Motor Company, Ltd.		1,081,761
	8,802	Nutrisystem, Inc.		237,214
	25,192	Peugeot SA		606,609
	1,500	Plenus Company, Ltd.		29,169
	4,200	Sangetsu Company, Ltd.		87,087
	11,100	Sankyo Company, Ltd.		388,305
	3,400	SHIMAMURA Company, Ltd.		423,940
	12,359	Six Flags Entertainment Corporation		769,471
	10,500	Sumitomo Rubber Industries, Ltd.		193,592
	800	Takara Standard Company, Ltd.		13,568
	12,113	Toll Brothers, Inc.		523,887
	16,400	Toyoda Gosei Company, Ltd.		379,816
	13,500	TV Asahi Holdings Corporation		298,427
	10,734	Walt Disney Company		1,078,123
	3,188	Wolters Kluwer NV		169,554
	4,300	Yokohama Rubber Company, Ltd.		99,658

		Total		30,302,119


	Consumer Staples (1.2%)
	15,209	Altria Group, Inc.		947,825


Shares		Common Stock (28.4%)	Value
	Consumer Staples (1.2%) - continued
	4,300	Arcs Company, Ltd.		$104,479
	10,755	Bunge, Ltd.		795,225
	59,518	Cott Corporation		876,105
	1,580	Empire Company, Ltd.		31,714
	3,236	ForFarmers BV		45,166
	942	Henkel AG & Company KGaA		118,677
	8,200	Japan Tobacco, Inc.		234,249
	4,000	Lawson, Inc.		273,449
	800	Ministop Company, Ltd.		16,448
	15,114	Philip Morris International, Inc.		1,502,332
	1,700	Seven & I Holdings Company, Ltd.		72,815
	29,863	Unilever NV		1,685,632
	26,241	Unilever plc		1,455,389

		Total		8,159,505


	Energy (2.2%)
	2,424	Andeavor		243,757
	195,360	BP plc		1,317,720
	3,232	Contura Energy, Inc.		216,544
	33,500	Enbridge, Inc.		1,054,245
	53,700	Enterprise Products Partners, LP		1,314,576
	51,898	Halliburton Company		2,436,092
	9,590	OMV AG		559,357
	25,100	ONEOK, Inc.		1,428,692
	13,527	Parsley Energy, Inc.ⁿ		392,148
	15,460	Pioneer Natural Resources Company		2,655,719
	3,583	Royal Dutch Shell plc, Class A		113,361
	20,777	Royal Dutch Shell plc, Class B		668,570
	3,845	TGS Nopec Geophysical Company ASA		94,328
	9,557	Total SA		547,805
	9,557	Total SA Rights^c,n		141
	46,700	Williams Companies, Inc.		1,160,962
	29,304	WPX Energy, Inc.ⁿ		433,113

		Total		14,637,130


	Financials (4.2%)
	4,286	ABN AMRO Group NV^j		129,237
	1,998	Affiliated Managers Group, Inc.		378,781
	3,559	Anima Holding SPA^j		24,176
	800	Aozora Bank, Ltd.		32,109
	215,028	Apollo Investment Corporation		1,122,446
	123,685	Ares Capital Corporation		1,962,881
	7,100	Assured Guaranty, Ltd.		257,020
	2,244	ASX, Ltd.		97,249
	20,376	Australia & New Zealand Banking Group, Ltd.		424,093
	14,075	Banco BPM SPAⁿ		48,845
	103,603	Banco de Sabadell SA		211,913
	25,080	Bank of America Corporation		752,149
	9,192	Bankinter SA		94,635
	1,126	BNP Paribas SA		83,505
	7,192	CaixaBank SA		34,289
	23,828	CI Financial Corporation		510,461
	22,717	Citigroup, Inc.		1,533,398
	17,315	CNP Assurances		437,104
	3,298	Danske Bank AS		123,570
	69,821	Direct Line Insurance Group plc		373,856
	23,226	DnB ASA		457,488
	49,925	E*TRADE Financial Corporationⁿ		2,766,344
	4,350	Euronext NV^j		318,851
	6,886	Finecobank Banca Fineco SPA		82,882
	62,505	FlexiGroup, Ltd.		86,915
	6,423	FNF Group		257,049
	6,489	Genworth MI Canada, Inc.^k		206,504
	4,559	Goldman Sachs Group, Inc.		1,148,230


Shares		Common Stock (28.4%)	Value
	Financials (4.2%) - continued
	127,131	Golub Capital BDC, Inc.		$2,274,374
	4,367	Hannover Rueckversicherung SE		595,800
	1,254	Hargreaves Lansdown plc		28,784
	154,419	HSBC Holdings plc		1,450,101
	8,406	IBERIABANK Corporation		655,668
	6,146	Interactive Brokers Group, Inc.		413,257
	5,082	Jupiter Fund Management plc		33,691
	34,877	KeyCorp		681,845
	2,741	Macquarie Group, Ltd.		218,559
	390	Markel Corporationⁿ		456,398
	225,056	Medibank Private, Ltd.		505,144
	16,524	MetLife, Inc.		758,286
	152,500	Mizuho Financial Group, Inc.		277,913
	7,501	National Bank of Canada		353,057
	45,661	Old Mutual plc		153,644
	3,136	Pargesa Holding SA		278,254
	4,257	Plus500, Ltd.		68,212
	7,328	Power Corporation of Canada		167,224
	37,394	Santander Consumer USA Holdings Inc.		609,522
	4,593	Schroders plc		206,079
	6,800	Senshu Ikeda Holdings, Inc.		26,053
	1,700	Sony Financial Holdings, Inc.		31,042
	17,379	State Street Corporation		1,733,208
	42,462	Synchrony Financial		1,423,751
	17,800	United Community Banks, Inc.		563,370
	387	Vienna Insurance Group AG Wiener Versicherung Gruppe		12,938
	2,382	Wells Fargo & Company		124,841
	12,081	Zions Bancorporation		637,031
	55	Zurich Insurance Group AG		18,142

		Total		28,712,168


	Health Care (2.7%)
	14,360	Acadia Healthcare Company, Inc.ⁿ		562,625
	5,463	Anthem, Inc.		1,200,221
	49,100	Astellas Pharmaceutical, Inc.		751,033
	16,900	BioMarin Pharmaceutical, Inc.ⁿ		1,370,083
	14,547	Celgene Corporationⁿ		1,297,738
	1,993	Danaher Corporation		195,135
	38,136	GlaxoSmithKline plc ADR^k		1,489,974
	37,670	Hologic, Inc.ⁿ		1,407,351
	900	KYORIN Holdings, Inc.		17,004
	346	LNA Sante		24,097
	19,214	Medtronic plc		1,541,347
	15,452	Novartis AG		1,249,771
	32,989	Novo Nordisk AS		1,622,592
	648	Roche Holding AG		148,649
	2,917	Teleflex, Inc.		743,777
	5,958	Teva Pharmaceutical Industries, Ltd. ADR		101,822
	20,147	UnitedHealth Group, Inc.		4,311,458
	3,332	Waters Corporationⁿ		661,902

		Total		18,696,579


	Industrials (3.0%)
	8,308	Adecco SA		591,779
	2,200	Asahi Glass Company, Ltd.		92,196
	29,580	Atlas Copco AB, Class A		1,284,713
	15,425	Atlas Copco AB, Class B		602,279
	8,666	Brink’s Company		618,319
	15,866	Caterpillar, Inc.		2,338,331
	700	Central Glass Company, Ltd.		16,119
	14,840	CSX Corporation		826,736
	2,500	Dai Nippon Printing Company, Ltd.		51,952
	8,418	Delta Air Lines, Inc.		461,391


Shares		Common Stock (28.4%)	Value
	Industrials (3.0%) - continued
	6,140	Dycom Industries, Inc.ⁿ		$660,848
	2,561	Ferguson plc		192,612
	30,000	GWA Group, Ltd.		78,132
	13,476	Honeywell International, Inc.		1,947,417
	3,600	Inaba Denki Sangyo Company, Ltd.		159,142
	9,411	Kirby Corporationⁿ		724,176
	1,635	Loomis AB		59,025
	8,200	Marubeni Corporation		59,881
	7,697	Masonite International Corporationⁿ		472,211
	4,313	Middleby Corporationⁿ		533,906
	5,000	Mitsuboshi Belting, Ltd.		55,704
	9,186	Monadelphous Group, Ltd.		108,284
	11,657	National Express Group plc		63,198
	9,700	Nitto Kogyo Corporation		150,293
	2,904	Nobina AB^j		18,781
	14,421	Norfolk Southern Corporation		1,958,083
	3,555	Northgate plc		16,828
	6,060	Oshkosh Corporation		468,256
	27,536	PageGroup plc		207,508
	35,086	RELX NV		727,295
	21,539	RELX plc		442,450
	1,160	Rockwool International AS		345,551
	76,196	Royal Mail plc		578,310
	1,460	Sandvik AB		26,749
	2,653	Schindler Holding AG, Participation Certificate		572,432
	35	SGS SA		86,098
	1,500	ShinMaywa Industries, Ltd.		12,407
	25,596	SKF AB^k		524,387
	8,394	Smiths Group plc		178,551
	1,540	Spirax-Sarco Engineering plc		124,229
	937	Sulzer, Ltd.		123,339
	27,200	Sumitomo Electric Industries, Ltd.		415,711
	1,400	Taikisha, Ltd.		45,916
	3,800	Toppan Forms Company, Ltd.		42,084
	33,000	Toppan Printing Company, Ltd.		271,259
	5,747	Transcontinental, Inc.		113,526
	10,000	Tsubakimoto Chain Company		81,748
	6,580	Vinci SA		648,098
	3,775	WABCO Holdings, Inc.ⁿ		505,359
	1,600	Yuasa Trading Company, Ltd.		52,601

		Total		20,736,200


	Information Technology (4.7%)
	2,526	Alliance Data Systems Corporation		537,684
	1,770	Alphabet, Inc., Class Aⁿ		1,835,738
	1,569	Alphabet, Inc., Class Cⁿ		1,618,879
	19,600	Apple, Inc.		3,288,488
	7,300	Autodesk, Inc.ⁿ		916,734
	6,846	Belden, Inc.		471,963
	192	BKW FMB Energie		12,772
	6,800	Blackline, Inc.ⁿ		266,628
	5,100	Canon, Inc.		185,019
	7,015	Capgemini SA		875,294
	1,669	CGI Group, Inc.ⁿ		96,252
	23,624	Ciena Corporationⁿ		611,862
	84,221	Cisco Systems, Inc.		3,612,239
	10,340	Dolby Laboratories, Inc.		657,210
	4,541	F5 Networks, Inc.ⁿ		656,674
	12,210	Facebook, Inc.ⁿ		1,951,036
	17,802	Juniper Networks, Inc.		433,123
	52,200	Konica Minolta Holdings, Inc.		443,750
	1,120	Kulicke and Soffa Industries, Inc.ⁿ		28,011
	5,800	Kyocera Corporation		328,849
	1,430	Lam Research Corporation		290,519
	25,470	Microsoft Corporation		2,324,647


Shares		Common Stock (28.4%)	Value
	Information Technology (4.7%) - continued
	4,800	NEC Networks & System Integration Corporation		$124,852
	6,713	New Relic, Inc.ⁿ		497,568
	3,696	NVIDIA Corporation		855,957
	31,000	PayPal Holdings, Inc.ⁿ		2,351,970
	2,938	Red Hat, Inc.ⁿ		439,260
	1,900	Ryoyo Electro Corporation		30,597
	8,790	Salesforce.com, Inc.ⁿ		1,022,277
	3,563	Seagate Technology plc		208,507
	16,400	Shinko Electric Industries Company, Ltd.		121,237
	3,037	TE Connectivity, Ltd.		303,396
	22,700	Twitter, Inc.ⁿ		658,527
	23,720	Visa, Inc.		2,837,386
	17,433	Xilinx, Inc.		1,259,360

		Total		32,154,265


	Materials (1.4%)
	2,446	APERAM		117,128
	1,460	Ashland Global Holdings, Inc.		101,893
	16,913	BASF SE		1,715,273
	39,076	BHP Billiton plc		772,266
	33,651	BHP Billiton, Ltd.		745,891
	4,919	Crown Holdings, Inc.ⁿ		249,639
	21,700	Daicel Corporation		238,287
	1,403	Eagle Materials, Inc.		144,579
	13,663	Evonik Industries AG		481,804
	2,440	FMC Corporation		186,831
	9,808	Granges AB		115,388
	1,677	Hudbay Minerals, Inc.		11,871
	4,200	JSR Corporation		94,525
	9,000	Kaneka Corporation		89,528
	19,500	Kuraray Company, Ltd.		338,097
	11,000	Kyoei Steel, Ltd.		187,901
	11,353	Lundin Mining Corporation		74,462
	1,713	Methanex Corporation		103,893
	15,060	Mondi plc		404,783
	3,324	Neenah, Inc.		260,602
	500	Nippon Shokubai Company, Ltd.		34,571
	43,460	Norsk Hydro ASA		257,791
	3,080	Packaging Corporation of America		347,116
	355	Rio Tinto plc		18,014
	1,726	Rio Tinto, Ltd.		97,782
	7,210	Sandfire Resources NL		41,077
	3,770	Sensient Technologies Corporation		266,087
	4,405	Solvay SA		612,206
	700	Taiyo Holdings Company, Ltd.		30,128
	6,300	Toagosei Company, Ltd.		74,537
	27,152	UPM-Kymmene Oyj		1,006,630
	5,527	Valvoline, Inc.		122,312
	18,185	Verso Corporationⁿ		306,235
	1,600	Yamato Kogyo Company, Ltd.		44,151

		Total		9,693,278


	Real Estate (3.5%)
	2,000	Acadia Realty Trust		49,200
	896	Agree Realty Corporation		43,044
	1,600	Alexander & Baldwin, Inc.		37,008
	7,195	Alexandria Real Estate Equities, Inc.		898,584
	1,000	American Assets Trust, Inc.		33,410
	3,100	American Campus Communities, Inc.		119,722
	10,050	American Tower Corporation		1,460,667
	3,600	Apartment Investment & Management Company		146,700
	1,000	Armada Hoffler Properties, Inc.		13,690
	2,577	Artis Real Estate Investment Trust		27,183


Shares		Common Stock (28.4%)	Value
	Real Estate (3.5%) - continued
	3,200	AvalonBay Communities, Inc.		$526,272
	4,927	Boston Properties, Inc.		607,105
	6,586	British Land Company plc		59,368
	8,480	Camden Property Trust		713,846
	1,700	CareTrust REIT, Inc.		22,780
	3,900	CBL & Associates Properties, Inc.		16,263
	1,800	Cedar Realty Trust, Inc.		7,092
	1,000	Chatham Lodging Trust		19,150
	1,301	Chesapeake Lodging Trust		36,181
	300	Community Healthcare Trust, Inc.		7,722
	2,600	CoreCivic, Inc.		50,752
	750	CoreSite Realty Corporation		75,195
	2,300	Corporate Office Properties Trust		59,409
	9,490	Cousins Properties, Inc.		82,373
	13,177	Crown Castle International Corporation		1,444,331
	2,250	CyrusOne, Inc.		115,223
	200	Daito Trust Construction Company, Ltd.		34,053
	2,200	DCT Industrial Trust, Inc.		123,948
	31,473	DEXUS Property Group		226,629
	4,518	DiamondRock Hospitality Company		47,168
	4,762	Digital Realty Trust, Inc.		501,820
	3,600	Douglas Emmett, Inc.		132,336
	29,511	Duke Realty Corporation		781,451
	1,000	Easterly Government Properties, Inc.		20,400
	754	EastGroup Properties, Inc.		62,326
	1,700	Education Realty Trust, Inc.		55,675
	1,466	EPR Properties		81,216
	2,422	Equinix, Inc.		1,012,735
	11,190	Equity Residential		689,528
	1,515	Essex Property Trust, Inc.		364,630
	2,900	Extra Space Storage, Inc.		253,344
	1,700	Federal Realty Investment Trust		197,387
	2,800	First Industrial Realty Trust, Inc.		81,844
	1,300	Four Corners Property Trust, Inc.		30,017
	40,227	General Growth Properties, Inc.		823,044
	2,850	GEO Group, Inc.		58,340
	700	Getty Realty Corporation		17,654
	2,200	Government Properties Income Trust		30,052
	33,000	Hang Lung Properties, Ltd.		77,452
	10,800	HCP, Inc.		250,884
	2,850	Healthcare Realty Trust, Inc.		78,973
	800	Hersha Hospitality Trust		14,320
	2,400	Highwoods Properties, Inc.		105,168
	3,700	Hospitality Properties Trust		93,758
	32,191	Host Hotels & Resorts, Inc.		600,040
	55,000	Hysan Development Company, Ltd.		291,876
	1,900	Independence Realty Trust, Inc.		17,442
	6,450	Iron Mountain, Inc.		211,947
	2,190	JBG SMITH Properties		73,825
	2,300	Kilroy Realty Corporation		163,208
	9,644	Kimco Realty Corporation		138,874
	1,900	Kite Realty Group Trust		28,937
	1,869	Lamar Advertising Company		118,981
	2,500	LaSalle Hotel Properties		72,525
	4,900	Lexington Realty Trust		38,563
	3,400	Liberty Property Trust		135,082
	1,091	Life Storage, Inc.		91,120
	900	LTC Properties, Inc.		34,200
	2,550	Macerich Company		142,851
	2,000	Mack-Cali Realty Corporation		33,420
	8,300	Medical Properties Trust, Inc.		107,900
	2,649	Mid-America Apartment Communities, Inc.		241,695
	3,500	National Retail Properties, Inc.		137,410


Shares		Common Stock (28.4%)	Value
	Real Estate (3.5%) - continued
	1,153	National Storage Affiliates Trust		$28,917
	4,450	Omega Healthcare Investors, Inc.		120,328
	1,500	Pennsylvania REIT		14,475
	1,370	PotlatchDeltic Corporation		71,308
	16,353	Prologis, Inc.		1,030,075
	400	PS Business Parks, Inc.		45,216
	4,482	Public Storage, Inc.		898,148
	2,100	Quality Care Properties, Inc.ⁿ		40,803
	1,800	Ramco-Gershenson Properties Trust		22,248
	2,900	Rayonier, Inc. REIT		102,022
	6,343	Realty Income Corporation		328,123
	3,460	Regency Centers Corporation		204,071
	2,500	Retail Opportunity Investments Corporation		44,175
	17,000	Road King Infrastructure, Ltd.		33,904
	3,980	Sabra Health Care REIT, Inc.		70,247
	200	Saul Centers, Inc.		10,194
	2,750	SBA Communications Corporationⁿ		470,030
	5,375	Senior Housing Property Trust		84,173
	9,472	Simon Property Group, Inc.		1,462,003
	2,100	SL Green Realty Corporation		203,343
	22,560	Stockland		70,001
	2,398	Summit Hotel Properties, Inc.		32,637
	14,000	Sun Hung Kai Properties, Ltd.		222,222
	5,500	Swire Pacific, Ltd.		55,696
	2,079	Tanger Factory Outlet Centers, Inc.		45,738
	1,380	Taubman Centers, Inc.		78,536
	6,100	UDR, Inc.		217,282
	3,700	Uniti Group, Inc.		60,125
	200	Universal Health Realty Income Trust		12,020
	2,400	Urban Edge Properties		51,240
	600	Urstadt Biddle Properties, Inc.		11,580
	8,250	Ventas, Inc.		408,623
	5,640	Vornado Realty Trust		379,572
	4,200	Washington Prime Group, Inc.		28,014
	2,700	Weingarten Realty Investors		75,816
	8,489	Welltower, Inc.		462,056
	17,300	Weyerhaeuser Company		605,500
	800	Whitestone REIT		8,312
	40,700	Wing Tai Holdings, Ltd.		64,530

		Total		23,771,621


	Telecommunications Services (0.6%)
	5,506	Freenet AG		167,569
	120,060	KCOM Group plc		155,137
	2,700	KDDI Corporation		69,537
	12,000	Nippon Telegraph & Telephone Corporation		559,837
	56,100	NTT DOCOMO, Inc.		1,430,182
	38,557	Telenor ASA		876,830
	17,284	Zayo Group Holdings, Inc.ⁿ		590,421

		Total		3,849,513


	Utilities (0.4%)
	825	Alpha Natural Resources Holdings, Inc.ⁿ		20,006
	3,106	ANR, Inc.ⁿ		74,544
	5,000	Chubu Electric Power Company, Inc.		71,759
	35,568	Dynegy, Inc.ⁿ		480,879
	16,121	MDU Resources Group, Inc.		453,968
	29,000	Osaka Gas Company, Ltd.		576,779
	10,734	PNM Resources, Inc.		410,576
	21,200	Tokyo Gas Company, Ltd.		566,468


Shares		Common Stock (28.4%)	Value
	Utilities (0.4%) - continued
	1,571	Verbund AG		$45,589

		Total		2,700,568



		Total Common Stock (cost $171,976,057)		193,412,946


Shares		Registered Investment Companies (6.6%)	Value
	Affiliated Fixed Income Holdings (5.1%)
	3,620,986	Thrivent Core Emerging Markets Debt Fund		34,580,417

		Total		34,580,417


	Equity Funds/Exchange Traded Funds (1.1%)
	7,343	Altaba, Inc.ⁿ		543,676
	49,737	Materials Select Sector SPDR Fund		2,832,025
	9,429	SPDR S&P Homebuilders ETF^k		384,609
	32,374	Utilities Select Sector SPDR Fund^k		1,635,858
	25,000	Vanguard High Dividend Yield ETF		2,062,250

		Total		7,458,418


	Fixed Income Funds/Exchange Traded Funds (0.4%)
	69,000	PowerShares Senior Loan Portfolio		1,595,970
	10,825	Vanguard Short-Term Corporate Bond ETF		849,005

		Total		2,444,975



		Total Registered Investment Companies (cost $43,823,595)		44,483,810


Shares		Preferred Stock (2.2%)	Value
	Consumer Staples (0.5%)
	6,085	Bunge, Ltd., Convertible, 4.875%^l		663,083
	26,000	CHS, Inc., 6.750%^b,l		700,180
	31,200	CHS, Inc., 7.100%^b,l		876,720
	5,848	Henkel AG & Company KGaA, 1.620%		768,738

		Total		3,008,721


	Energy (0.2%)
	73,000	Crestwood Equity Partners, LP, 9.250%^c,l,n		693,500
	33,075	NuStar Logistics, LP, 8.454%^b		835,144

		Total		1,528,644


	Financials (1.5%)
	6,475	Agribank FCB, 6.875%^b,l		699,300
	39,710	Annaly Capital Management, Inc., 7.500%^l		1,002,677
	37,225	Citigroup, Inc., 6.875%^b,l		1,043,417
	8,650	CoBank ACB, 6.250%^b,l		912,575
	16,623	Federal National Mortgage Association, 0.000%^l,n		95,582
	635	First Tennessee Bank NA, 3.750%^b,j,l		488,950
	46,050	GMAC Capital Trust I, 7.624%^b		1,196,379
	30,800	Goldman Sachs Group, Inc., 5.500%^b,l		820,204
	22,200	Morgan Stanley, 7.125%^b,l		640,692
	5,825	PNC Financial Services Group, Inc., 6.125%^b,l		163,508
	28,000	U.S. Bancorp, 6.500%^b,l		782,040
	1,699	Wells Fargo & Company, Convertible, 7.500%^l		2,191,710

		Total		10,037,034


Shares		Preferred Stock (2.2%)	Value
	Utilities (<0.1%)
	9,400	Entergy Arkansas, Inc., 4.875%		$226,634

		Total		226,634



		Total Preferred Stock (cost $14,233,357)		14,801,033


Shares		Collateral Held for Securities Loaned (1.4%)	Value
	9,565,206	Thrivent Cash Management Trust		9,565,206

		Total Collateral Held for Securities Loaned (cost $9,565,206)		9,565,206


Shares or Principal Amount		Short-Term Investments (13.9%)	Value
		Federal Home Loan Bank Discount Notes
	1,100,000	1.500%, 4/3/2018^o,p		1,099,949
	400,000	1.540%, 4/11/2018^o,p		399,834
	100,000	1.450%, 4/27/2018^o,p		99,885
	200,000	1.600%, 5/2/2018^o,p		199,717
	100,000	1.530%, 5/7/2018^o,p		99,835
		Thrivent Core Short-Term Reserve Fund
	9,208,346	1.940%		92,083,463
		U.S. Treasury Bills
	260,000	1.510%, 4/19/2018^o		259,799
	275,000	1.379%, 4/26/2018^o		274,707
	250,000	1.524%, 5/10/2018^o		249,570

		Total Short-Term Investments (cost $94,766,570)		94,766,759

		Total Investments (cost $714,886,652) 109.5%		$744,444,787

		Other Assets and Liabilities, Net (9.5%)		(64,433,663)

		Total Net Assets 100.0%		$680,011,124

a	The stated interest rate represents the weighted average of all contracts within the bank loan facility.

c	Security is valued using significant unobservable inputs. Further information on valuation can be found in the Notes to Financial Statements.

d	All or a portion of the loan is unfunded.

e	Denotes investments purchased on a when-issued or delayed delivery basis.

f	Denotes payment-in-kind security. The security paid an interest or dividend payment with additional fixed income or equity securities in lieu of, or in addition to a cash payment. The cash rate and/or payment-in-kind rate shown are as of March 29, 2018.

g	Defaulted security. Interest is not being accrued.

h	In bankruptcy. Interest is not being accrued.

i	Denotes step coupon securities. Step coupon securities pay an initial coupon rate for the first period and then different coupon rates for following periods. The rate shown is as of March 29, 2018.

k	All or a portion of the security is on loan.

l	Denotes perpetual securities. Perpetual securities pay an indefinite stream of interest and have no contractual maturity date. Date shown, if applicable, is next call date.

Denotes interest only security. Interest only securities represent the right to receive monthly interest payments on an underlying pool of mortgages or assets. The principal shown is the outstanding par amount of the pool as of the end of the period. The actual effective yield of the security is different than the stated coupon rate.

n	Non-income producing security.

o	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

p	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

Denotes restricted securities. Restricted securities are investment securities which cannot be offered for public sale without first being registered under the Securities Act of 1933. The value of all restricted securities held in Diversified Income Plus Portfolio as of March 29, 2018 was $22,776,633 or 3.3% of total net assets. The following table indicates the acquisition date and cost of restricted securities shown in the schedule as of March 29, 2018.


Security	Acquisition Date		Cost
AJAX Mortgage Loan Trust, 4/25/2057		5/19/2017	$	831,166
ALM XI Ltd., 10/17/2026		4/28/2017		1,100,000
Angel Oak Mortgage Trust, 11/25/2045		12/10/2015		84,755
Apidos CLO XVIII, 7/22/2026		4/4/2017		650,000
BlueMountain CLO, Ltd., 10/15/2026		4/10/2017		1,400,324
CLUB Credit Trust, 4/17/2023		6/14/2017		824,996
COLT Mortgage Loan Trust, 9/25/2046		9/9/2016		345,287
Digicel, Ltd., 4/15/2021		6/9/2014		771,625
Foundation Finance Trust, 7/15/2033		12/6/2017		1,104,218
GCAT, LLC, 3/25/2047		3/22/2017		305,284
Liberty Mutual Group, Inc., 6/15/2058		1/12/2009		538,725
Madison Park Funding XIV, Ltd., 7/20/2026		4/13/2017		1,450,000
Mariner Finance Issuance Trust, 2/20/2029		2/16/2017		999,803
NRZ Advance Receivables Trust Advance Receivables Backed, 6/15/2049		6/23/2016		649,999
Oak Hill Advisors Residential Loan Trust, 6/25/2057		8/8/2017		1,120,061
Octagon Investment Partners XX, Ltd., 8/12/2026		4/21/2017		975,000
Preston Ridge Partners Mortgage Trust, LLC, 9/25/2022		9/27/2017		789,718
Preston Ridge Partners Mortgage Trust, LLC, 1/25/2022		1/24/2017		604,740
Pretium Mortgage Credit Partners, LLC, 4/29/2032		3/31/2017		806,037
Radnor RE, Ltd., 3/25/2028		3/13/2018		1,700,000

The following table presents the total amount of securities loaned with continuous maturity, by type, offset by the gross payable upon return of collateral for securities loaned by Thrivent Diversified Income Plus Portfolio as of March 29, 2018:


Securities Lending Transactions
Taxable Debt Security	$	5,381,897
Common Stock		3,892,733

Total lending	$	9,274,630
Gross amount payable upon return of collateral for securities loaned	$	9,565,206

Net amounts due to counterparty	$	290,576

Definitions:


ADR	-	American Depositary Receipt, which are certificates for an underlying foreign security’s shares held by an issuing U.S. depository bank.
ETF	-	Exchange Traded Fund
PIK	-	Payment-In-Kind
REIT	-	Real Estate Investment Trust is a company that buys, develops, manages and/or sells real estate assets.
Ser.	-	Series
SPDR	-	S&P Depository Receipts, which are exchange-traded funds traded in the U.S., Europe, and Asia-Pacific and managed by State Street Global Advisors.


Reference Rate Index:
12 MTA	-	12 Month Treasury Average
CMT 1Y	-	Constant Maturity Treasury Yield 1 Year
COF 11	-	11th District Cost of Funds
H15T30Y	-	U. S. Treasury Yield Curve Rate Treasury Note Constant Maturity 30 Year
LIBOR 1W	-	ICE Libor USD Rate 1 Week
LIBOR 1M	-	ICE Libor USD Rate 1 Month
LIBOR 2M	-	ICE Libor USD Rate 2 Month
LIBOR 3M	-	ICE Libor USD Rate 3 Month
PRIME	-	Federal Reserve Prime Loan Rate
USISDA 10Y	-	ICE Swap USD Rate 10 Year

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Diversified Income Plus Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Diversified Income Plus Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $1,799,361 were pledged as the initial margin deposit for these contracts.

A summary of transactions (in thousands) for the fiscal year to date, in Diversified Income Plus Portfolio, is as follows:


Principal Amount		Long-Term Fixed Income (102.6%)	Value
	Asset-Backed Securities (1.0%)
		Brazos Higher Education Authority, Inc.
	$456,301	2.217%, (LIBOR 3M + 0.850%), 7/25/2029, Ser. 2017-1A, Class A3^a		$458,321
		Credit Based Asset Servicing and Securitization, LLC
	303,359	3.457%, 12/25/2036, Ser. 2006-CB2, Class AF2^b		254,175
		First Horizon ABS Trust
	48,570	2.032%, (LIBOR 1M + 0.160%), 10/25/2034, Ser. 2006-HE1, Class A^a,c		47,706
		GMAC Mortgage Corporation Loan Trust
	150,545	2.372%, (LIBOR 1M + 0.500%), 8/25/2035, Ser. 2005-HE1, Class A2^a,c		159,145
	321,661	2.052%, (LIBOR 1M + 0.180%), 12/25/2036, Ser. 2006-HE4, Class A1^a,c		312,074
		IndyMac Seconds Asset-Backed Trust
	254,499	2.212%, (LIBOR 1M + 0.340%), 10/25/2036, Ser. 2006-2B, Class A^a,c		152,744
		Wachovia Asset Securitization, Inc.
	485,246	2.012%, (LIBOR 1M + 0.140%), 7/25/2037, Ser. 2007-HE1, Class A^*,a,c		447,388

		Total		1,831,553


	Collateralized Mortgage Obligations (1.0%)
		Seasoned Credit Risk Transfer Trust
	2,070,464	2.250%, 8/25/2056, Ser. 2017-2, Class HA^b,c		2,025,211

		Total		2,025,211


	Commercial Mortgage-Backed Securities (8.3%)
		Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates
	2,000,000	1.890%, (LIBOR 1M + 0.220%), 7/25/2020, Ser. KF41, Class A^a		2,002,288
	1,404,738	2.776%, 3/25/2023, Ser. K724, Class A1^c		1,400,669
	2,000,000	3.002%, 1/25/2024, Ser. K725, Class A2 1.970%, (LIBOR 1M + 0.300%),		1,999,708
	1,899,779	11/25/2024, Ser. 2017-M13, Class FA^a		1,905,435
	1,750,000	3.430%, 1/25/2027, Ser. K063, Class A2^a		1,778,507
		Federal National Mortgage Association - ACES
	1,500,000	3.346%, 3/25/2024, Ser. 2014-M4, Class A2^a		1,528,844
	1,996,354	1.988%, (LIBOR 1M + 0.400%), 10/25/2024, Ser. 2017-HB1, Class A^a		1,998,170
	1,250,000	2.961%, 2/25/2027, Ser. 2017-M7, Class A2^a		1,223,895


Principal Amount		Long-Term Fixed Income (102.6%)	Value
	Commercial Mortgage-Backed Securities (8.3%) - continued
		FRESB Multifamily Mortgage Pass- Through Trust
	$1,994,331	2.950%, 8/25/2027, Ser. 2017-SB40, Class A10F^a,c		$1,957,487

		Total		15,795,003


	Consumer Cyclical (0.9%)
		Board of Trustees of The Leland Stanford Junior University
	425,000	3.563%, 6/1/2044		421,706
		California Institute of Technology
	250,000	4.700%, 11/1/2111		270,028
		Dartmouth College
	125,000	3.760%, 6/1/2043		125,099
		Massachusetts Institute of Technology
	375,000	4.678%, 7/1/2114		417,523
		President and Fellows of Harvard College
	375,000	3.619%, 10/1/2037		377,794

		Total		1,612,150


	Energy (0.1%)
		Petroleos Mexicanos
	225,000	2.378%, 4/15/2025		221,933

		Total		221,933


	Financials (0.7%)
		European Investment Bank
	500,000	1.250%, 5/15/2018		499,595
		North American Development Bank
	400,000	2.300%, 10/10/2018		400,175
		Preferred Term Securities XXIII, Ltd.
	459,312	2.325%, (LIBOR 3M + 0.200%), 12/22/2036^*,a		420,807

		Total		1,320,577


	Foreign Government (6.4%)
		Chile Government International Bond
	350,000	3.875%, 8/5/2020		358,831
		Development Bank of Japan, Inc.
	750,000	2.125%, 9/1/2022^d		723,716
		European Investment Bank
	2,000,000	2.500%, 3/15/2023		1,971,455
		Export Development Canada
	2,000,000	2.500%, 1/24/2023		1,975,463
		Export-Import Bank of Korea
	200,000	2.250%, 1/21/2020		196,992
		Hashemite Kingdom of Jordan
	500,000	2.503%, 10/30/2020		499,563
		Inter-American Development Bank
	500,000	3.000%, 10/4/2023		505,617
	400,000	4.375%, 1/24/2044		470,690
		Kommunalbanken AS
	2,000,000	2.500%, 1/11/2023^d		1,970,500
		Mexico Government International Bond
	250,000	3.600%, 1/30/2025		246,750
		Poland Government International Bond
	250,000	4.000%, 1/22/2024		259,750
		Province of New Brunswick
	125,000	2.750%, 6/15/2018		125,145


Principal Amount		Long-Term Fixed Income (102.6%)	Value
	Foreign Government (6.4%) - continued
		Province of Quebec
	$400,000	7.500%, 7/15/2023		$484,385
		Sweden Government International Bond
	500,000	1.625%, 3/24/2020^d		492,059
	2,000,000	2.375%, 2/15/2023^d		1,965,620

		Total		12,246,536


	Mortgage-Backed Securities (29.5%)
		Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through
	2,087,500	3.000%, 4/1/2033^e		2,082,807
		Federal Home Loan Mortgage Corporation Gold 30-Yr. Pass Through
	1,512	8.500%, 11/1/2025		1,516
	238	8.000%, 1/1/2026		248
	6,062,500	4.000%, 4/1/2048^e		6,220,389
		Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates
	1,700,841	3.000%, 3/15/2045, Ser. 4741, Class GA		1,687,589
		Federal National Mortgage Association Conventional 30-Yr. Pass Through
	157	10.500%, 8/1/2020		158
	687	8.000%, 12/1/2024		733
	109	8.500%, 12/1/2025		110
	984	8.000%, 9/1/2026		999
	1,124	8.000%, 4/1/2030		1,286
	5,200,000	3.000%, 4/1/2048^e		5,067,223
	18,095,000	3.500%, 4/1/2048^e		18,120,671
	14,137,500	4.000%, 4/1/2048^e		14,501,296
	8,400,000	4.500%, 4/1/2048^e		8,792,466
		Government National Mortgage Association 30-Yr. Pass Through
	1,842	7.500%, 3/15/2023		1,846
	1,385	9.000%, 9/15/2024		1,515
	1,635	8.000%, 6/15/2025		1,663
	298	8.000%, 9/15/2026		299
	5,752	7.500%, 10/15/2027		5,831
	6,908	7.500%, 11/15/2028		6,925
	640	8.000%, 10/15/2030		642
	2,622	7.500%, 1/15/2031		2,909

		Total		56,499,121


	U.S. Government and Agencies (54.7%)
		Federal Farm Credit Bank
	5,800,000	1.836%, (LIBOR 1M + 0.050%), 4/16/2018^a		5,800,236
	400,000	2.210%, 8/1/2024		386,854
		Federal Home Loan Bank
	650,000	1.375%, 11/15/2019		640,839
	3,000,000	2.375%, 3/30/2020		3,000,714
		Federal Home Loan Mortgage Corporation
	350,000	6.750%, 3/15/2031		485,833
		Federal National Mortgage Association
	2,000,000	2.375%, 1/19/2023		1,974,168
	800,000	1.875%, 9/24/2026		736,818
	500,000	5.960%, 9/11/2028		630,699
	100,000	6.250%, 5/15/2029		129,815


Principal Amount		Long-Term Fixed Income (102.6%)	Value
	U.S. Government and Agencies (54.7%) - continued
		Resolution Funding Corporation
	$200,000	8.125%, 10/15/2019		$217,489
		Tennessee Valley Authority
	2,500,000	2.250%, 3/15/2020		2,495,265
	350,000	5.250%, 9/15/2039		458,754
		U.S. Treasury Bonds
	5,750,000	2.250%, 11/15/2027		5,503,728
	300,000	5.500%, 8/15/2028		373,923
	2,500,000	5.250%, 11/15/2028		3,069,327
	2,175,000	3.000%, 5/15/2042		2,194,619
	3,495,000	2.500%, 5/15/2046		3,171,246
		U.S. Treasury Bonds, TIPS
	7,030,380	0.500%, 1/15/2028		6,897,355
	6,157,680	0.875%, 2/15/2047		6,096,547
		U.S. Treasury Notes
	4,500,000	1.000%, 3/15/2019		4,452,188
	6,000,000	0.875%, 9/15/2019		5,882,791
	150,000	1.500%, 10/31/2019		148,230
	7,625,000	1.750%, 11/30/2019		7,561,612
	1,500,000	1.375%, 12/15/2019		1,477,502
	2,500,000	1.375%, 2/15/2020		2,458,041
	5,000,000	1.875%, 12/15/2020		4,935,121
	3,000,000	1.250%, 3/31/2021		2,900,097
	1,000,000	2.250%, 7/31/2021		993,512
	4,095,000	1.125%, 8/31/2021		3,915,831
	6,500,000	1.875%, 7/31/2022		6,323,790
	1,725,000	2.000%, 11/30/2022		1,683,215
	6,750,000	2.125%, 7/31/2024		6,536,189
	7,600,000	2.250%, 11/15/2024		7,397,356
	3,850,000	2.125%, 11/30/2024		3,718,163

		Total		104,647,867



		Total Long-Term Fixed Income (cost $197,024,324)		196,199,951


Shares or Principal Amount		Short-Term Investments (25.8%)	Value
		Federal Farm Credit Bank Discount Notes
	300,000	1.693%, 4/5/2018^f		299,959
	5,000,000	1.680%, 4/19/2018^f,g		4,996,080
		Federal National Mortgage Association Discount Notes
	2,800,000	1.650%, 4/2/2018^f		2,800,000
	1,000,000	1.670%, 4/16/2018^f		999,354
		Thrivent Core Short-Term Reserve Fund
	3,976,619	1.940%		39,766,183
		U.S. Treasury Bills
	260,000	1.406%, 4/26/2018^f		259,723
	270,000	1.524%, 5/10/2018^f,h		269,536

		Total Short-Term Investments (cost $49,389,515)		49,390,835

		Total Investments (cost $246,413,839) 128.4%		$245,590,786

		Other Assets and Liabilities, Net (28.4%)		(54,313,318)

		Total Net Assets 100.0%		$191,277,468

b	Denotes step coupon securities. Step coupon securities pay an initial coupon rate for the first period and then different coupon rates for following periods. The rate shown is as of March 29, 2018.

c	All or a portion of the security is insured or guaranteed.

e	Denotes investments purchased on a when-issued or delayed delivery basis.

f	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

g	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

h	At March 29, 2018, $129,777 of investments were segregated to cover exposure to a counterparty for margin on open mortgage-backed security transactions.

Denotes restricted securities. Restricted securities are investment securities which cannot be offered for public sale without first being registered under the Securities Act of 1933. The value of all restricted securities held in Government Bond Portfolio as of March 29, 2018 was $868,195 or 0.5% of total net assets. The following table indicates the acquisition date and cost of restricted securities shown in the schedule as of March 29, 2018.


Security	Acquisition Date		Cost
Preferred Term Securities XXIII, Ltd., 12/22/2036		9/14/2006	$	459,312
Wachovia Asset Securitization, Inc., 7/25/2037		3/16/2007		485,246

Definitions:


ACES	-	Alternative Credit Enhancement Securities
Ser.	-	Series
TIPS	-	Treasury Inflation Protected Security

Reference Rate Index:


LIBOR 1M	-	ICE Libor USD Rate 1 Month
LIBOR 3M	-	ICE Libor USD Rate 3 Month

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Government Bond Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Government Bond Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $99,922 were pledged as the initial margin deposit for these contracts.

The Portfolio owns shares of Thrivent Core Short-Term Reserve Fund primarily to serve as a cash sweep vehicle for the Portfolio. Thrivent Core Funds are established solely for investment by Thrivent entities. The Portfolio owns shares of Thrivent Cash Management Trust for the purpose of securities lending for the Portfolio. Thrivent Cash Management Trust is established solely for investment by Thrivent entities.

A summary of transactions (in thousands) for the fiscal year to date, in Government Bond Portfolio, is as follows:


Principal Amount		Bank Loans (8.6%)^a	Value
	Basic Materials (0.7%)
		Arch Coal, Inc., Term Loan
	$59,549	5.127%, (LIBOR 1M + 3.250%), 3/7/2024^b		$59,747
		Big River Steel, LLC, Term Loan
	59,700	7.302%, (LIBOR 3M + 5.000%), 8/15/2023^b,c		60,446
		CONSOL Mining Corporation, Term Loan
	54,862	7.990%, (LIBOR 3M + 6.000%), 10/30/2022^b		56,207
		Contura Energy, Inc., Term Loan
	130,275	6.880%, (LIBOR 1M + 5.000%), 3/17/2024^b		129,868
		Ineos Finance, LLC, Term Loan
	184,537	3.877%, (LIBOR 1M + 2.000%), 3/31/2024^b		184,907
		Peabody Energy Corporation, Term Loan
	66,987	5.377%, (LIBOR 1M + 3.500%), 3/31/2022^b		67,070
		Tronox Finance, LLC, Term Loan
	40,712	5.302%, (LIBOR 3M + 3.000%), 9/14/2024^b		41,060
	93,951	5.302%, (LIBOR 3M + 3.000%), 9/14/2024^b		94,753

		Total		694,058


	Capital Goods (0.4%)
		Advanced Disposal Services, Inc., Term Loan
	99,060	3.981%, (LIBOR 1W + 2.250%), 11/10/2023^b		99,278
		Cortes NP Intermediate Holding II Corporation, Term Loan
	146,047	5.670%, (LIBOR 1M + 4.000%), 11/30/2023^b		146,594
		Navistar, Inc., Term Loan
	110,000	5.210%, (LIBOR 1M + 3.500%), 11/3/2024^b		110,504

		Total		356,376


	Communications Services (2.7%)
		Altice Financing SA, Term Loan
	69,475	4.470%, (LIBOR 3M + 2.750%), 7/15/2025^b		67,999
	29,925	4.470%, (LIBOR 3M + 2.750%), 10/6/2026^b		29,345
		Altice US Finance I Corporation, Term Loan
	84,363	4.127%, (LIBOR 1M + 2.250%), 7/14/2025^b		84,173
		CBS Radio, Inc., Term Loan
	74,812	4.623%, (LIBOR 3M + 2.750%), 10/17/2023^b		75,109
		Cengage Learning Acquisitions, Term Loan
	161,081	6.036%, (LIBOR 1M + 4.250%), 6/7/2023^b		146,290
		Charter Communications Operating, LLC, Term Loan
	99,750	3.880%, (LIBOR 1M + 2.000%), 4/13/2025^b		100,082
		CSC Holdings, LLC, Term Loan
	89,325	4.036%, (LIBOR 1M + 2.250%), 7/17/2025^b		89,009


Principal Amount		Bank Loans (8.6%)^a	Value
	Communications Services (2.7%) - continued
		Frontier Communications
		Corporation, Term Loan
	$109,175	5.630%, (LIBOR 1M + 3.750%), 6/1/2024^b		$107,606
		Gray Television, Inc., Term Loan
	69,125	3.920%, (LIBOR 1M + 2.250%), 2/7/2024^b		69,355
		Hargray Communications Group, Inc., Term Loan
	19,950	4.877%, (LIBOR 3M + 3.000%), 5/16/2024^b,d,e		19,994
		Hargray Merger Subsidiary Corporation, Term Loan
	69,649	4.877%, (LIBOR 1M + 3.000%), 3/24/2024^b		69,802
		Intelsat Jackson Holdings SA, Term Loan
	80,000	5.706%, (LIBOR 3M + 3.750%), 11/27/2023^b		80,000
		Level 3 Financing, Inc., Term Loan
	115,000	4.111%, (LIBOR 1M + 2.250%), 2/22/2024^b		115,198
		Liberty Cablevision of Puerto Rico, LLC, Term Loan
	145,000	5.220%, (LIBOR 3M + 3.500%), 1/7/2022^b		140,438
		McGraw-Hill Global Education Holdings, LLC, Term Loan
	132,637	5.877%, (LIBOR 1M + 4.000%), 5/4/2022^b		130,880
		NEP/NCP Holdco, Inc., Term Loan
	94,045	5.552%, (LIBOR 1M + 3.250%), 7/21/2022^b		94,320
		Radiate Holdco, LLC, Term Loan
	209,471	4.877%, (LIBOR 1M + 3.000%), 2/1/2024^b		208,162
		Sable International Finance, Ltd., Term Loan
	260,000	5.127%, (LIBOR 1M + 3.250%), 2/6/2026^b		260,650
		SBA Senior Finance II, LLC, Term Loan
	46,764	3.990%, (LIBOR 1M + 2.250%), 3/24/2021^b		46,854
		Sinclair Television Group, Inc., Term Loan
	175,000	0.000%, (LIBOR 3M + 2.500%), 12/12/2024^b,d,e		175,656
		Sprint Communications, Inc., Term Loan
	118,800	4.438%, (LIBOR 1M + 2.500%), 2/2/2024^b		118,750
		Syniverse Holdings, Inc., Term Loan
	35,000	6.718%, (LIBOR 3M + 5.000%), 2/9/2023^b		35,374
		Unitymedia Finance, LLC, Term Loan
	130,000	4.027%, (LIBOR 1M + 2.250%), 1/20/2026^b		129,801
		Univision Communications, Inc., Term Loan
	102,748	4.627%, (LIBOR 1M + 2.750%), 3/15/2024^b		100,993


Principal Amount		Bank Loans (8.6%)^a	Value
	Communications Services (2.7%) - continued
		Virgin Media Bristol, LLC, Term Loan
	$130,000	4.277%, (LIBOR 1M + 2.500%), 1/31/2026^b		$130,637

		Total		2,626,477


	Consumer Cyclical (1.0%)
		Boyd Gaming Corporation, Term Loan
	55,144	4.236%, (LIBOR 1W + 2.500%), 9/15/2023^b		55,395
		Burlington Coat Factory Warehouse Corporation, Term Loan
	99,500	4.380%, (LIBOR 1M + 2.500%), 11/9/2024^b		99,599
		Ceridian HCM Holding, Inc., Term Loan
	48,957	5.377%, (LIBOR 1M + 3.500%), 9/15/2020^b		49,031
		Eldorado Resorts, Inc., Term Loan
	39,590	4.128%, (LIBOR 2M + 2.250%), 4/17/2024^b		39,689
		Golden Nugget, Inc., Term Loan
	124,055	4.979%, (LIBOR 2M + 3.250%), 10/4/2023^b		125,125
		IMG Worldwide, Inc., Term Loan
	40,000	9.127%, (LIBOR 1M + 7.250%), 5/6/2022^b,c		40,200
		Michaels Stores, Inc., Term Loan
	71,128	4.589%, (LIBOR 1M + 2.750%), 1/28/2023^b		71,439
		Mohegan Tribal Gaming Authority, Term Loan
	144,333	5.877%, (LIBOR 1M + 4.000%), 10/13/2023^b		143,882
		Scientific Games International, Inc., Term Loan
	225,000	4.722%, (LIBOR 1M + 2.750%), 8/14/2024^b		225,716
		Seminole Hard Rock Entertainment, Inc., Term Loan
	48,232	4.443%, (LIBOR 3M + 2.750%), 5/14/2020^b		48,494
		Stars Group Holdings BV, Term Loan
	83,212	5.802%, (LIBOR 3M + 3.500%), 8/1/2021^b		83,545

		Total		982,115


	Consumer Non-Cyclical (1.3%)
		Air Medical Group Holdings, Inc., Term Loan
	54,863	6.015%, (LIBOR 3M + 4.250%), 9/26/2024^b		55,309
		Albertson’s, LLC, Term Loan
	253,859	4.627%, (LIBOR 1M + 2.750%), 8/25/2021^b		250,600
		CHS/Community Health Systems, Inc., Term Loan
	28,845	4.984%, (LIBOR 3M + 2.750%), 12/31/2019^b		28,100
	98,859	4.984%, (LIBOR 3M + 3.000%), 1/27/2021^b		94,891
		Endo Luxembourg Finance Company I SARL., Term Loan
	94,288	6.188%, (LIBOR 1M + 4.250%), 4/27/2024^b		94,012


Principal Amount		Bank Loans (8.6%)^a	Value
	Consumer Non-Cyclical (1.3%) - continued
		Grifols Worldwide Operations USA, Inc., Term Loan
	$103,950	3.986%, (LIBOR 1W + 2.250%), 1/23/2025^b		$104,300
		JBS USA LUX SA, Term Loan
	108,900	4.678%, (LIBOR 3M + 2.500%), 10/30/2022^b		108,514
		Libbey Glass, Inc., Term Loan
	65,369	4.718%, (LIBOR 1M + 3.000%), 4/9/2021^b,c		64,471
		Mallinckrodt International Finance SA, Term Loan
	170,000	4.820%, (LIBOR 3M + 3.000%), 9/24/2024^b		170,128
		Ortho-Clinical Diagnostics, Inc., Term Loan
	134,638	5.627%, (LIBOR 1M + 3.750%), 6/30/2021^b		135,681
		Revlon Consumer Products Corporation, Term Loan
	74,659	5.377%, (LIBOR 1M + 3.500%), 9/7/2023^b		58,452
		Valeant Pharmaceuticals International, Inc., Term Loan
	151,842	5.240%, (LIBOR 1M + 3.500%), 4/1/2022^b		153,389

		Total		1,317,847


	Energy (0.2%)
		Houston Fuel Oil Terminal, LLC, Term Loan
	68,579	5.800%, (LIBOR 3M + 3.500%), 8/19/2021^b		69,222
		MEG Energy Corporation, Term Loan
	13,300	5.810%, (LIBOR 3M + 3.500%), 12/31/2023^b		13,293
		MRC Global US, Inc., Term Loan
	44,888	7.250%, (LIBOR 1M + 3.500%), 9/15/2024^b		45,224
		Pacific Drilling SA, Term Loan
	77,557	0.000%, (PRIME + 4.500%), 6/3/2018^b,f,g		25,837

		Total		153,576


	Financials (0.9%)
		ASP AMC Merger Sub, Inc., Term Loan
	196,688	5.802%, (LIBOR 3M + 3.500%), 4/13/2024^b		197,180
		Avolon TLB Borrower 1 US, LLC, Term Loan
	129,025	4.072%, (LIBOR 1M + 2.250%), 4/3/2022^b		129,065
		Colorado Buyer, Inc., Term Loan
	114,137	4.780%, (LIBOR 3M + 3.000%), 5/1/2024^b		114,137
	70,000	9.030%, (LIBOR 3M + 7.250%), 5/1/2025^b		69,957
		Digicel International Finance, Ltd., Term Loan
	139,332	5.020%, (LIBOR 3M + 3.250%), 5/10/2024^b		138,549
		DJO Finance, LLC, Term Loan
	39,000	5.035%, (LIBOR 3M + 3.250%), 6/7/2020^b		39,163


Principal Amount		Bank Loans (8.6%)^a	Value
	Financials (0.9%) - continued
		Gartner, Inc., Term Loan
	$29,700	3.877%, (LIBOR 1M + 2.000%), 4/5/2024^b	$	29,830
		Genworth Holdings, Inc., Term Loan
	40,000	6.202%, (LIBOR 3M + 4.500%), 2/28/2023^b		40,675
		MoneyGram International, Inc., Term Loan
	115,299	5.552%, (LIBOR 3M + 3.250%), 3/28/2020^b		115,097

		Total		873,653


	Technology (0.9%)
		First Data Corporation, Term Loan
	220,000	4.122%, (LIBOR 1M + 2.250%), 4/26/2024^b		220,249
		Harland Clarke Holdings Corporation, Term Loan
	127,003	7.052%, (LIBOR 3M + 4.750%), 10/31/2023^b		127,991
		Micron Technology, Inc., Term Loan
	59,696	3.880%, (LIBOR 1M + 2.000%), 4/26/2022^b		60,051
		Rackspace Hosting, Inc., Term Loan
	119,262	4.787%, (LIBOR 3M + 3.000%), 11/3/2023^b		118,759
		SS&C Technologies Holdings Europe SARL, Term Loan
	30,000	0.000%, (LIBOR 3M + 2.500%), 2/27/2025^b,d,e		30,134
		SS&C Technologies, Inc., Term Loan
	90,000	0.000%, (LIBOR 3M + 2.500%), 2/27/2025^b,d,e		90,403
		TNS, Inc., Term Loan
	127,136	5.780%, (LIBOR 3M + 4.000%), 8/14/2022^b		127,612
		Western Digital Corporation, Term Loan
	140,884	3.877%, (LIBOR 1M + 2.000%), 4/29/2023^b		141,563

		Total		916,762


	Transportation (0.2%)
		Arctic LNG Carriers, Ltd., Term Loan
	218,350	6.377%, (LIBOR 1M + 4.500%), 5/18/2023^b		219,988
		OSG Bulk Ships, Inc., Term Loan
	27,597	6.040%, (LIBOR 3M + 4.250%), 8/5/2019^b,c		26,493

		Total		246,481


	Utilities (0.3%)
		HD Supply Waterworks, Term Loan
	74,812	5.116%, (LIBOR 3M + 3.000%), 7/21/2024^b,c		75,187
		Intergen NV, Term Loan
	63,693	6.240%, (LIBOR 1W + 4.500%), 6/13/2020^b		63,958
		Talen Energy Supply, LLC, Term Loan
	74,213	5.877%, (LIBOR 1M + 4.000%), 7/6/2023^b		72,781


Principal Amount		Bank Loans (8.6%)^a	Value
	Utilities (0.3%) - continued
		TerraForm Power Operating, LLC, Term Loan
	$44,888	4.627%, (LIBOR 1M + 2.750%), 11/3/2022^b	$	45,098

		Total		257,024



		Total Bank Loans (cost $8,464,348)		8,424,369


Shares		Common Stock (66.5%)	Value
	Consumer Discretionary (11.1%)
	1,401	Amazon.com, Inc.^h		2,027,723
	14,052	American Axle & Manufacturing Holdings, Inc.^h		213,872
	600	AOKI Holdings, Inc.		9,149
	1,000	Autobacs Seven Company, Ltd.		18,718
	100	Bandai Namco Holdings, Inc.		3,236
	3,310	Berkeley Group Holdings plc		175,958
	305	Booking Holdings, Inc.^h		634,519
	782	Breville Group, Ltd.		7,046
	3,900	Bridgestone Corporation		171,576
	1,340	Burlington Stores, Inc.^h		178,421
	12,864	Carnival Corporation		843,621
	800	Chiyoda Company, Ltd.		19,921
	343	Cie Generale des Etablissements Michelin		50,779
	18,730	Comcast Corporation		640,004
	1,200	DCM Holdings Company, Ltd.		12,211
	1,948	Dollar Tree, Inc.^h		184,865
	1,414	Eutelsat Communications		28,026
	7,874	General Motors Company		286,141
	13,100	Honda Motor Company, Ltd.		453,477
	1,605	Hugo Boss AG		139,823
	4,928	Inchcape plc		47,779
	478	Ipsos SA		18,784
	1,118	JM AB		25,446
	148	Linamar Corporation		8,085
	4,149	Magna International, Inc.		233,796
	2,868	Mediaset Espana Comunicacion SA		29,215
	3,375	Netflix, Inc.^h		996,806
	70	Nexity SA		4,483
	893	Next plc		59,696
	1,100	NHK Spring Company, Ltd.		11,781
	13,542	NIKE, Inc.		899,731
	39,500	Nissan Motor Company, Ltd.		407,725
	3,379	Nutrisystem, Inc.		91,064
	9,425	Peugeot SA		226,949
	500	Plenus Company, Ltd.		9,723
	1,600	Sangetsu Company, Ltd.		33,176
	4,200	Sankyo Company, Ltd.		146,926
	1,300	SHIMAMURA Company, Ltd.		162,095
	4,745	Six Flags Entertainment Corporation		295,424
	4,000	Sumitomo Rubber Industries, Ltd.		73,749
	200	Takara Standard Company, Ltd.		3,392
	4,651	Toll Brothers, Inc.		201,156
	6,200	Toyoda Gosei Company, Ltd.		143,589
	5,100	TV Asahi Holdings Corporation		112,739
	4,020	Walt Disney Company		403,769
	1,207	Wolters Kluwer NV		64,194
	1,600	Yokohama Rubber Company, Ltd.		37,082

		Total		10,847,440


	Consumer Staples (2.8%)
	5,594	Altria Group, Inc.		348,618
	1,600	Arcs Company, Ltd.		38,876


Shares		Common Stock (66.5%)	Value
	Consumer Staples (2.8%) - continued
	22,850	Cott Corporation		$336,352
	600	Empire Company, Ltd.		12,043
	1,163	ForFarmers BV		16,232
	356	Henkel AG & Company KGaA		44,850
	3,100	Japan Tobacco, Inc.		88,558
	1,500	Lawson, Inc.		102,543
	300	Ministop Company, Ltd.		6,168
	5,559	Philip Morris International, Inc.		552,565
	600	Seven & I Holdings Company, Ltd.		25,700
	11,268	Unilever NV		636,028
	9,861	Unilever plc		546,915

		Total		2,755,448


	Energy (3.6%)
	930	Andeavor		93,521
	74,219	BP plc		500,614
	478	Contura Energy, Inc.		32,026
	19,090	Halliburton Company		896,085
	3,633	OMV AG		211,902
	5,194	Parsley Energy, Inc.^h		150,574
	5,680	Pioneer Natural Resources Company		975,710
	1,287	Royal Dutch Shell plc, Class A		40,719
	7,866	Royal Dutch Shell plc, Class B		253,115
	1,382	TGS Nopec Geophysical Company ASA		33,904
	3,582	Total SA		205,319
	3,582	Total SA Rights^c,h		53
	11,251	WPX Energy, Inc.^h		166,290

		Total		3,559,832


	Financials (8.6%)
	1,628	ABN AMRO Group NVⁱ		49,090
	769	Affiliated Managers Group, Inc.		145,787
	1,337	Anima Holding SPAⁱ		9,082
	300	Aozora Bank, Ltd.		12,041
	9,245	Apollo Investment Corporation		48,259
	4,232	Ares Capital Corporation		67,162
	2,700	Assured Guaranty, Ltd.		97,740
	807	ASX, Ltd.		34,973
	7,675	Australia & New Zealand Banking Group, Ltd.		159,742
	5,284	Banco BPM SPA^h		18,337
	38,894	Banco de Sabadell SA		79,555
	3,465	Bankinter SA		35,673
	423	BNP Paribas SA		31,370
	2,700	CaixaBank SA		12,873
	9,027	CI Financial Corporation		193,383
	8,355	Citigroup, Inc.		563,963
	6,556	CNP Assurances		165,501
	1,246	Danske Bank AS		46,686
	26,713	Direct Line Insurance Group plc		143,035
	8,841	DnB ASA		174,143
	18,362	E*TRADE Financial Corporation^h		1,017,438
	1,656	Euronext NVⁱ		121,383
	2,616	Finecobank Banca Fineco SPA		31,487
	24,793	FlexiGroup, Ltd.		34,475
	2,457	Genworth MI Canada, Inc.^j		78,191
	1,677	Goldman Sachs Group, Inc.		422,369
	1,650	Hannover Rueckversicherung SE		225,113
	474	Hargreaves Lansdown plc		10,880
	58,425	HSBC Holdings plc		548,651
	3,227	IBERIABANK Corporation		251,706
	2,362	Interactive Brokers Group, Inc.		158,821
	1,826	Jupiter Fund Management plc		12,106
	13,382	KeyCorp		261,618
	1,016	Macquarie Group, Ltd.		81,013


Shares		Common Stock (66.5%)	Value
	Financials (8.6%) - continued
	150	Markel Corporation^h		$175,538
	84,318	Medibank Private, Ltd.		189,254
	6,078	MetLife, Inc.		278,919
	57,600	Mizuho Financial Group, Inc.		104,969
	2,838	National Bank of Canada		133,579
	17,291	Old Mutual plc		58,182
	1,188	Pargesa Holding SA		105,410
	1,530	Plus500, Ltd.		24,516
	2,775	Power Corporation of Canada		63,325
	14,357	Santander Consumer USA Holdings Inc.		234,019
	1,739	Schroders plc		78,026
	2,600	Senshu Ikeda Holdings, Inc.		9,962
	600	Sony Financial Holdings, Inc.		10,956
	6,392	State Street Corporation		637,474
	15,618	Synchrony Financial		523,672
	6,800	United Community Banks, Inc.		215,220
	139	Vienna Insurance Group AG Wiener Versicherung Gruppe		4,647
	4,632	Zions Bancorporation		244,245
	20	Zurich Insurance Group AG		6,597

		Total		8,442,156


	Health Care (6.6%)
	5,511	Acadia Healthcare Company, Inc.^h		215,921
	200	Anthem, Inc.		43,940
	18,600	Astellas Pharmaceutical, Inc.		284,505
	6,200	BioMarin Pharmaceutical, Inc.^h		502,634
	5,346	Celgene Corporation^h		476,917
	49	Danaher Corporation		4,798
	14,027	GlaxoSmithKline plc ADR^j		548,035
	14,101	Hologic, Inc.^h		526,813
	300	KYORIN Holdings, Inc.		5,668
	124	LNA Sante		8,636
	7,073	Medtronic plc		567,396
	5,830	Novartis AG		471,535
	12,534	Novo Nordisk AS		616,496
	245	Roche Holding AG		56,202
	1,120	Teleflex, Inc.		285,578
	7,410	UnitedHealth Group, Inc.		1,585,740
	1,279	Waters Corporation^h		254,073

		Total		6,454,887


	Industrials (7.9%)
	3,148	Adecco SA		224,232
	800	Asahi Glass Company, Ltd.		33,526
	11,216	Atlas Copco AB, Class A		487,131
	5,860	Atlas Copco AB, Class B		228,808
	3,327	Brink’s Company		237,381
	5,835	Caterpillar, Inc.		859,962
	200	Central Glass Company, Ltd.		4,605
	5,459	CSX Corporation		304,121
	900	Dai Nippon Printing Company, Ltd.		18,703
	3,096	Delta Air Lines, Inc.		169,692
	2,108	Dycom Industries, Inc.^h		226,884
	970	Ferguson plc		72,953
	10,783	GWA Group, Ltd.		28,083
	4,956	Honeywell International, Inc.		716,192
	1,400	Inaba Denki Sangyo Company, Ltd.		61,889
	3,613	Kirby Corporation^h		278,020
	588	Loomis AB		21,227
	2,900	Marubeni Corporation		21,177
	2,955	Masonite International Corporation^h		181,289
	1,656	Middleby Corporation^h		204,996
	2,000	Mitsuboshi Belting, Ltd.		22,282
	3,489	Monadelphous Group, Ltd.		41,128


Shares		Common Stock (66.5%)	Value
	Industrials (7.9%) - continued
	4,190	National Express Group plc		$22,716
	3,700	Nitto Kogyo Corporation		57,328
	1,097	Nobina ABⁱ		7,094
	5,304	Norfolk Southern Corporation		720,177
	1,277	Northgate plc		6,045
	2,330	Oshkosh Corporation		180,039
	10,428	PageGroup plc		78,584
	13,292	RELX NV		275,529
	8,137	RELX plc		167,149
	432	Rockwool International AS		128,688
	28,804	Royal Mail plc		218,616
	554	Sandvik AB		10,150
	1,004	Schindler Holding AG, Participation Certificate		216,631
	13	SGS SA		31,979
	500	ShinMaywa Industries, Ltd.		4,136
	9,695	SKF AB^j		198,622
	3,138	Smiths Group plc		66,749
	583	Spirax-Sarco Engineering plc		47,030
	355	Sulzer, Ltd.		46,729
	10,300	Sumitomo Electric Industries, Ltd.		157,420
	500	Taikisha, Ltd.		16,399
	1,300	Toppan Forms Company, Ltd.		14,397
	12,000	Toppan Printing Company, Ltd.		98,640
	2,177	Transcontinental, Inc.		43,004
	3,000	Tsubakimoto Chain Company		24,524
	2,489	Vinci SA		245,155
	1,449	WABCO Holdings, Inc.^h		193,978
	600	Yuasa Trading Company, Ltd.		19,725

		Total		7,741,514


	Information Technology (11.5%)
	967	Alliance Data Systems Corporation		205,836
	650	Alphabet, Inc., Class A^h		674,141
	577	Alphabet, Inc., Class C^h		595,343
	7,176	Apple, Inc.		1,203,989
	2,700	Autodesk, Inc.^h		339,066
	2,628	Belden, Inc.		181,174
	69	BKW FMB Energie		4,590
	2,600	Blackline, Inc.^h		101,946
	2,000	Canon, Inc.		72,557
	2,651	Capgemini SA		330,777
	635	CGI Group, Inc.^h		36,621
	9,062	Ciena Corporation^h		234,706
	30,914	Cisco Systems, Inc.		1,325,901
	3,960	Dolby Laboratories, Inc.		251,698
	1,743	F5 Networks, Inc.^h		252,055
	4,470	Facebook, Inc.^h		714,261
	6,835	Juniper Networks, Inc.		166,296
	19,800	Konica Minolta Holdings, Inc.		168,319
	400	Kulicke and Soffa Industries, Inc.^h		10,004
	2,200	Kyocera Corporation		124,736
	9,360	Microsoft Corporation		854,287
	1,800	NEC Networks & System Integration Corporation		46,820
	2,576	New Relic, Inc.^h		190,933
	43	NVIDIA Corporation		9,958
	11,400	PayPal Holdings, Inc.^h		864,918
	700	Ryoyo Electro Corporation		11,273
	3,230	Salesforce.com, Inc.^h		375,649
	1,348	Seagate Technology plc		78,885
	6,200	Shinko Electric Industries Company, Ltd.		45,833
	1,149	TE Connectivity, Ltd.		114,785
	7,971	Twitter, Inc.^h		231,239
	8,720	Visa, Inc.		1,043,086


Shares		Common Stock (66.5%)	Value
	Information Technology (11.5%) - continued
	6,346	Xilinx, Inc.		$458,435

		Total		11,320,117


	Materials (3.7%)
	929	APERAM		44,486
	570	Ashland Global Holdings, Inc.		39,780
	6,382	BASF SE		647,246
	14,670	BHP Billiton plc		289,926
	12,785	BHP Billiton, Ltd.		283,386
	1,888	Crown Holdings, Inc.^h		95,816
	8,300	Daicel Corporation		91,142
	530	Eagle Materials, Inc.		54,616
	5,140	Evonik Industries AG		181,254
	941	FMC Corporation		72,052
	3,715	Granges AB		43,706
	630	Hudbay Minerals, Inc.		4,460
	1,500	JSR Corporation		33,759
	3,000	Kaneka Corporation		29,843
	7,400	Kuraray Company, Ltd.		128,304
	4,200	Kyoei Steel, Ltd.		71,744
	4,263	Lundin Mining Corporation		27,960
	650	Methanex Corporation		39,422
	5,703	Mondi plc		153,285
	1,273	Neenah, Inc.		99,803
	200	Nippon Shokubai Company, Ltd.		13,828
	16,513	Norsk Hydro ASA		97,950
	1,200	Packaging Corporation of America		135,240
	134	Rio Tinto plc		6,800
	654	Rio Tinto, Ltd.		37,051
	2,739	Sandfire Resources NL		15,605
	1,460	Sensient Technologies Corporation		103,047
	1,669	Solvay SA		231,957
	200	Taiyo Holdings Company, Ltd.		8,608
	2,500	Toagosei Company, Ltd.		29,578
	10,170	UPM-Kymmene Oyj		377,041
	2,117	Valvoline, Inc.		46,849
	2,518	Verso Corporation^h		42,403
	600	Yamato Kogyo Company, Ltd.		16,557

		Total		3,594,504


	Real Estate (8.2%)
	650	Acadia Realty Trust		15,990
	282	Agree Realty Corporation		13,547
	500	Alexander & Baldwin, Inc.		11,565
	2,641	Alexandria Real Estate Equities, Inc.		329,834
	300	American Assets Trust, Inc.		10,023
	1,000	American Campus Communities, Inc.		38,620
	3,300	American Tower Corporation		479,622
	1,200	Apartment Investment & Management Company		48,900
	250	Armada Hoffler Properties, Inc.		3,423
	926	Artis Real Estate Investment Trust		9,768
	1,030	AvalonBay Communities, Inc.		169,394
	1,691	Boston Properties, Inc.		208,365
	2,507	British Land Company plc		22,599
	3,149	Camden Property Trust		265,083
	500	CareTrust REIT, Inc.		6,700
	1,200	CBL & Associates Properties, Inc.		5,004
	600	Cedar Realty Trust, Inc.		2,364
	300	Chatham Lodging Trust		5,745
	356	Chesapeake Lodging Trust		9,900
	100	Community Healthcare Trust, Inc.		2,574
	800	CoreCivic, Inc.		15,616
	250	CoreSite Realty Corporation		25,065
	750	Corporate Office Properties Trust		19,372
	3,056	Cousins Properties, Inc.		26,526


Shares		Common Stock (66.5%)	Value
	Real Estate (8.2%) - continued
	4,471	Crown Castle International Corporation		$490,066
	750	CyrusOne, Inc.		38,408
	100	Daito Trust Construction Company, Ltd.		17,027
	700	DCT Industrial Trust, Inc.		39,438
	11,911	DEXUS Property Group		85,768
	1,472	DiamondRock Hospitality Company		15,368
	1,567	Digital Realty Trust, Inc.		165,130
	1,100	Douglas Emmett, Inc.		40,436
	10,881	Duke Realty Corporation		288,129
	300	Easterly Government Properties, Inc.		6,120
	221	EastGroup Properties, Inc.		18,268
	500	Education Realty Trust, Inc.		16,375
	456	EPR Properties		25,262
	820	Equinix, Inc.		342,875
	3,770	Equity Residential		232,307
	495	Essex Property Trust, Inc.		119,137
	950	Extra Space Storage, Inc.		82,992
	550	Federal Realty Investment Trust		63,860
	900	First Industrial Realty Trust, Inc.		26,307
	400	Four Corners Property Trust, Inc.		9,236
	14,884	General Growth Properties, Inc.		304,527
	900	GEO Group, Inc.		18,423
	200	Getty Realty Corporation		5,044
	700	Government Properties Income Trust		9,562
	12,000	Hang Lung Properties, Ltd.		28,164
	3,550	HCP, Inc.		82,466
	1,000	Healthcare Realty Trust, Inc.		27,710
	200	Hersha Hospitality Trust		3,580
	800	Highwoods Properties, Inc.		35,056
	1,300	Hospitality Properties Trust		32,942
	11,291	Host Hotels & Resorts, Inc.		210,464
	21,000	Hysan Development Company, Ltd.		111,444
	600	Independence Realty Trust, Inc.		5,508
	2,150	Iron Mountain, Inc.		70,649
	720	JBG SMITH Properties		24,271
	800	Kilroy Realty Corporation		56,768
	3,100	Kimco Realty Corporation		44,640
	600	Kite Realty Group Trust		9,138
	567	Lamar Advertising Company		36,095
	800	LaSalle Hotel Properties		23,208
	1,600	Lexington Realty Trust		12,592
	1,100	Liberty Property Trust		43,703
	313	Life Storage, Inc.		26,142
	200	LTC Properties, Inc.		7,600
	825	Macerich Company		46,216
	600	Mack-Cali Realty Corporation		10,026
	2,700	Medical Properties Trust, Inc.		35,100
	884	Mid-America Apartment Communities, Inc.		80,656
	1,200	National Retail Properties, Inc.		47,112
	401	National Storage Affiliates Trust		10,057
	1,400	Omega Healthcare Investors, Inc.		37,856
	500	Pennsylvania REIT		4,825
	456	PotlatchDeltic Corporation		23,735
	5,645	Prologis, Inc.		355,579
	100	PS Business Parks, Inc.		11,304
	1,518	Public Storage, Inc.		304,192
	700	Quality Care Properties, Inc.^h		13,601
	500	Ramco-Gershenson Properties Trust		6,180
	900	Rayonier, Inc. REIT		31,662
	2,027	Realty Income Corporation		104,857
	1,120	Regency Centers Corporation		66,058
	750	Retail Opportunity Investments Corporation		13,253


Shares		Common Stock (66.5%)	Value
	Real Estate (8.2%) - continued
	6,000	Road King Infrastructure, Ltd.		$11,966
	1,329	Sabra Health Care REIT, Inc.		23,457
	900	SBA Communications Corporation^h		153,828
	1,723	Senior Housing Property Trust		26,982
	3,185	Simon Property Group, Inc.		491,605
	700	SL Green Realty Corporation		67,781
	8,571	Stockland		26,595
	835	Summit Hotel Properties, Inc.		11,364
	5,000	Sun Hung Kai Properties, Ltd.		79,365
	2,000	Swire Pacific, Ltd.		20,253
	638	Tanger Factory Outlet Centers, Inc.		14,036
	450	Taubman Centers, Inc.		25,609
	2,050	UDR, Inc.		73,021
	1,200	Uniti Group, Inc.		19,500
	700	Urban Edge Properties		14,945
	200	Urstadt Biddle Properties, Inc.		3,860
	2,700	Ventas, Inc.		133,731
	1,960	Vornado Realty Trust		131,908
	1,300	Washington Prime Group, Inc.		8,671
	800	Weingarten Realty Investors		22,464
	2,799	Welltower, Inc.		152,350
	5,700	Weyerhaeuser Company		199,500
	200	Whitestone REIT		2,078
	14,700	Wing Tai Holdings, Ltd.		23,307

		Total		8,038,249


	Telecommunications Services (1.5%)
	2,091	Freenet AG		63,638
	46,042	KCOM Group plc		59,494
	1,000	KDDI Corporation		25,754
	4,500	Nippon Telegraph & Telephone Corporation		209,939
	21,300	NTT DOCOMO, Inc.		543,010
	14,408	Telenor ASA		327,654
	6,635	Zayo Group Holdings, Inc.^h		226,652

		Total		1,456,141


	Utilities (1.0%)
	122	Alpha Natural Resources Holdings, Inc.^h		2,959
	459	ANR, Inc.^h		11,016
	1,900	Chubu Electric Power Company, Inc.		27,268
	13,656	Dynegy, Inc.^h		184,629
	6,190	MDU Resources Group, Inc.		174,310
	11,000	Osaka Gas Company, Ltd.		218,778
	4,121	PNM Resources, Inc.		157,628
	8,000	Tokyo Gas Company, Ltd.		213,762
	565	Verbund AG		16,396

		Total		1,006,746



		Total Common Stock (cost $57,305,571)		65,217,034


Principal Amount		Long-Term Fixed Income (13.2%)	Value
	Asset-Backed Securities (0.1%)
		Earnest Student Loan Program, LLC
	77,522	2.680%, 7/25/2035, Ser. 2016-C, Class A2ⁱ		76,173
		SoFi Consumer Loan Program, LLC
	28,003	3.280%, 1/26/2026, Ser. 2017-1, Class Aⁱ		28,052

		Total		104,225


Principal Amount		Long-Term Fixed Income (13.2%)	Value
	Basic Materials (0.4%)
		Alcoa Nederland Holding BV
	$15,000	6.750%, 9/30/2024ⁱ		$16,050
		Anglo American Capital plc
	13,000	4.125%, 9/27/2022ⁱ		13,155
		ArcelorMittal SA
	50,000	5.750%, 3/1/2021		52,687
		BWAY Holding Company
	30,000	5.500%, 4/15/2024ⁱ		30,188
		Dow Chemical Company
	10,000	8.550%, 5/15/2019		10,613
		E.I. du Pont de Nemours and Company
	14,000	2.200%, 5/1/2020		13,805
		First Quantum Minerals, Ltd.
	55,000	7.000%, 2/15/2021ⁱ		55,137
		FMG Resources Property, Ltd.
	30,000	5.125%, 5/15/2024ⁱ		29,587
		Kinross Gold Corporation
	7,000	5.125%, 9/1/2021		7,263
		LyondellBasell Industries NV
	10,000	5.000%, 4/15/2019		10,152
		Peabody Securities Finance Corporation
	30,000	6.375%, 3/31/2025ⁱ		31,125
		Platform Specialty Products Corporation
	20,000	5.875%, 12/1/2025ⁱ		19,550
		RPM International, Inc., Convertible
	8,000	2.250%, 12/15/2020		8,984
		Sherwin-Williams Company
	13,000	2.250%, 5/15/2020		12,783
		Steel Dynamics, Inc.
	30,000	5.000%, 12/15/2026		30,000
		United States Steel Corporation
	30,000	6.250%, 3/15/2026		29,888
		Xstrata Finance Canada, Ltd.
	10,000	4.950%, 11/15/2021ⁱ		10,418

		Total		381,385


	Capital Goods (0.4%)
		AECOM
	50,000	5.875%, 10/15/2024		52,313
		Ashtead Capital, Inc.
	20,000	4.125%, 8/15/2025ⁱ		19,200
		Bombardier, Inc.
	30,000	7.500%, 3/15/2025ⁱ		30,787
		Building Materials Corporation of America
	50,000	6.000%, 10/15/2025ⁱ		51,250
		CEMEX SAB de CV
	55,000	5.700%, 1/11/2025ⁱ		56,402
		Cintas Corporation No. 2
	10,000	2.900%, 4/1/2022		9,841
		Crown Americas Capital Corporation IV
	50,000	4.500%, 1/15/2023		49,625
		General Electric Company
	16,000	5.000%, 1/21/2021^b,k		15,840
		Lockheed Martin Corporation
	10,000	2.500%, 11/23/2020		9,907
		Rockwell Collins, Inc.
	10,000	1.950%, 7/15/2019		9,891
		Roper Industries, Inc.
	11,000	2.050%, 10/1/2018		10,974


Principal Amount		Long-Term Fixed Income (13.2%)	Value
	Capital Goods (0.4%) - continued
		United Rentals North America, Inc.
	$55,000	5.500%, 7/15/2025		$56,306

		Total		372,336


	Collateralized Mortgage Obligations (1.4%)
		Alternative Loan Trust
	101,413	5.500%, 10/25/2035, Ser. 2005-47CB, Class A7		85,778
		Angel Oak Mortgage Trust
	3,693	4.500%, 11/25/2045, Ser. 2015-1, Class A^*,l		3,674
		Banc of America Alternative Loan Trust
	33,674	6.000%, 11/25/2035, Ser. 2005-10, Class 3CB1		30,256
		CHL Mortgage Pass-Through Trust
	56,292	3.472%, 1/25/2036, Ser. 2005-31, Class 4A2^b		51,232
		Citigroup Mortgage Loan Trust, Inc.
	15,734	3.877%, 3/25/2037, Ser. 2007-AR4, Class 2A1A^b		13,197
		CitiMortgage Alternative Loan Trust
	59,791	5.750%, 4/25/2037, Ser. 2007-A4, Class 1A5		56,377
		Countrywide Alternative Loan Trust
	58,057	6.500%, 8/25/2036, Ser. 2006-23CB, Class 2A3		38,215
	186,537	6.000%, 4/25/2037, Ser. 2007-7T2, Class A9		130,707
		Credit Suisse First Boston Mortgage Securities Corporation
	28,364	5.250%, 10/25/2035, Ser. 2005-9, Class 1A3		28,013
		Deutsche Alt-A Securities, Inc., Mortgage Loan Trust
	36,562	5.500%, 11/25/2035, Ser. 2005-5, Class 1A4^b		37,656
		J.P. Morgan Alternative Loan Trust
	101,417	6.500%, 3/25/2036, Ser. 2006-S1, Class 1A19		90,412
		J.P. Morgan Mortgage Trust
	53,015	3.421%, 6/25/2035, Ser. 2005-A3, Class 3A4^b		53,226
	34,913	3.679%, 6/25/2035, Ser. 2005-A3, Class 4A1^b		35,327
	29,502	3.563%, 8/25/2035, Ser. 2005-A5, Class 1A2^b		29,374
	49,341	3.589%, 1/25/2037, Ser. 2006-A7, Class 2A2^b		49,790
		Mill City Mortgage Loan Trust
	80,981	2.750%, 11/25/2058, Ser. 2017-1, Class A1^b,i		80,159
		MortgageIT Trust
	42,921	2.132%, (LIBOR 1M + 0.260%), 12/25/2035, Ser. 2005-5, Class A1^b		42,653
		New York Mortgage Trust
	46,644	3.758%, 5/25/2036, Ser. 2006-1, Class 2A3^b		45,310
		Residential Accredit Loans, Inc. Trust
	45,741	5.750%, 9/25/2035, Ser. 2005-QS13, Class 2A3		44,475


Principal Amount		Long-Term Fixed Income (13.2%)	Value
	Collateralized Mortgage Obligations (1.4%) - continued
		Residential Funding Mortgage Security I Trust
	$49,924	6.000%, 7/25/2037, Ser. 2007-S7, Class A20		$47,431
		Structured Adjustable Rate Mortgage Loan Trust
	60,111	4.056%, 9/25/2035, Ser. 2005-18, Class 1A1^b		48,822
		Structured Asset Mortgage Investments, Inc.
	101,949	2.182%, (LIBOR 1M + 0.310%), 12/25/2035, Ser. 2005-AR4, Class A1^b		92,125
		WaMu Mortgage Pass Through Certificates
	45,535	3.323%, 10/25/2036, Ser. 2006-AR12, Class 1A1^b		44,271
	88,779	2.023%, (12 MTA + 0.740%), 1/25/2047, Ser. 2006-AR19, Class 1A^b		81,665
		Wells Fargo Mortgage Backed Securities Trust
	32,903	3.755%, 3/25/2036, Ser. 2006-AR2, Class 2A1^b		33,336
	33,022	3.577%, 7/25/2036, Ser. 2006-AR10, Class 2A1^b		32,810
	24,575	6.000%, 7/25/2037, Ser. 2007-8, Class 1A16		24,517

		Total		1,350,808


	Communications Services (0.6%)
		America Movil SAB de CV
	10,000	5.000%, 10/16/2019		10,290
		American Tower Corporation
	10,000	2.800%, 6/1/2020		9,925
		AT&T, Inc.
	10,000	5.875%, 10/1/2019		10,427
	7,000	5.200%, 3/15/2020		7,272
	16,000	3.400%, 8/14/2024		16,073
		British Sky Broadcasting Group plc
	14,000	2.625%, 9/16/2019ⁱ		13,940
		CCOH Safari, LLC
	30,000	5.750%, 2/15/2026ⁱ		29,850
		CenturyLink, Inc.
	35,000	6.450%, 6/15/2021		35,700
		Charter Communications Operating, LLC
	10,000	3.579%, 7/23/2020		10,027
	5,000	4.464%, 7/23/2022		5,109
		Clear Channel Worldwide Holdings, Inc.
	40,000	6.500%, 11/15/2022		40,700
		Comcast Corporation
	14,000	1.625%, 1/15/2022		13,193
		Crown Castle International Corporation
	5,000	3.400%, 2/15/2021		5,018
		CSC Holdings, LLC
	5,000	5.500%, 4/15/2027ⁱ		4,788
		Digicel, Ltd.
	56,748	6.000%, 4/15/2021^*		53,272
		DISH Network Corporation, Convertible
	8,000	3.375%, 8/15/2026		7,706


Principal Amount		Long-Term Fixed Income (13.2%)	Value
	Communications Services (0.6%) - continued
		Level 3 Financing, Inc.
	$30,000	5.250%, 3/15/2026		$28,275
		Meredith Corporation
	30,000	6.875%, 2/1/2026ⁱ		30,788
		Moody’s Corporation
	7,000	2.750%, 12/15/2021		6,871
		Neptune Finco Corporation
	30,000	10.875%, 10/15/2025ⁱ		35,250
		Netflix, Inc.
	35,000	4.875%, 4/15/2028ⁱ		33,656
		SFR Group SA
	50,000	6.000%, 5/15/2022ⁱ		48,875
		Sprint Corporation
	55,000	7.625%, 2/15/2025		54,106
		Telefonica Emisiones SAU
	12,000	3.192%, 4/27/2018		12,005
		Time Warner, Inc.
	5,000	4.875%, 3/15/2020		5,169
		Viacom, Inc.
	9,000	4.250%, 9/1/2023		9,131
		Virgin Media Secured Finance plc
	30,000	5.250%, 1/15/2026ⁱ		28,875
		Windstream Services, LLC
	20,000	8.625%, 10/31/2025ⁱ		18,500

		Total		584,791


	Consumer Cyclical (0.8%)
		Allison Transmission, Inc.
	45,000	5.000%, 10/1/2024ⁱ		44,606
		American Honda Finance Corporation
	10,000	2.000%, 2/14/2020		9,850
		BMW US Capital, LLC
	15,000	1.500%, 4/11/2019ⁱ		14,826
		Brookfield Residential Properties, Inc.
	60,000	6.125%, 7/1/2022ⁱ		61,575
		Cinemark USA, Inc.
	31,000	4.875%, 6/1/2023		30,606
		D.R. Horton, Inc.
	9,000	2.550%, 12/1/2020		8,862
		Delphi Jersey Holdings plc
	30,000	5.000%, 10/1/2025ⁱ		28,763
		Ford Motor Credit Company, LLC
	14,000	2.262%, 3/28/2019		13,905
	14,000	2.597%, 11/4/2019		13,887
	10,000	3.336%, 3/18/2021		9,937
		General Motors Financial Company, Inc.
	10,000	2.650%, 4/13/2020		9,878
	10,000	4.375%, 9/25/2021		10,278
	6,000	3.150%, 6/30/2022		5,872
		Home Depot, Inc.
	10,000	2.625%, 6/1/2022		9,848
		Hyundai Capital America
	7,000	2.550%, 4/3/2020ⁱ		6,890
	6,000	2.750%, 9/18/2020ⁱ		5,909
		KB Home
	29,000	4.750%, 5/15/2019		29,278
		L Brands, Inc.
	33,000	6.625%, 4/1/2021		35,062
		Lennar Corporation
	9,000	2.950%, 11/29/2020ⁱ		8,776
	50,000	4.750%, 11/15/2022		50,313


Principal Amount		Long-Term Fixed Income (13.2%)	Value
	Consumer Cyclical (0.8%) - continued
		McDonald’s Corporation
	$14,000	2.625%, 1/15/2022		$13,778
		MGM Resorts International
	55,000	6.000%, 3/15/2023		57,750
		Navistar International Corporation
	30,000	6.625%, 11/1/2025ⁱ		30,000
		New Red Finance, Inc.
	35,000	4.250%, 5/15/2024ⁱ		33,425
		Newell Rubbermaid, Inc.
	10,000	3.150%, 4/1/2021		9,906
		Nissan Motor Acceptance Corporation
	11,000	2.000%, 3/8/2019ⁱ		10,917
		Prime Security Services Borrower, LLC
	37,000	9.250%, 5/15/2023ⁱ		40,099
		PulteGroup, Inc.
	30,000	4.250%, 3/1/2021		30,333
		Ralph Lauren Corporation
	10,000	2.625%, 8/18/2020		9,964
		Royal Caribbean Cruises, Ltd.
	51,748	5.250%, 11/15/2022		55,791
		Visa, Inc.
	10,000	2.200%, 12/14/2020		9,846
		Volkswagen Group of America Finance, LLC
	9,000	2.450%, 11/20/2019ⁱ		8,904
		Yum! Brands, Inc.
	55,000	5.000%, 6/1/2024ⁱ		54,656

		Total		774,290


	Consumer Non-Cyclical (0.6%)
		Abbott Laboratories
	14,000	2.550%, 3/15/2022		13,617
	11,000	3.400%, 11/30/2023		10,916
		AbbVie, Inc.
	14,000	2.500%, 5/14/2020		13,817
	7,000	2.900%, 11/6/2022		6,836
		Albertsons Companies, LLC
	40,000	6.625%, 6/15/2024		35,850
		Amgen, Inc.
	13,000	2.650%, 5/11/2022		12,684
		Anheuser-Busch InBev Finance, Inc.
	15,000	3.033%, (LIBOR 3M + 1.260%), 2/1/2021^b		15,416
	7,000	3.300%, 2/1/2023		7,002
		Becton, Dickinson and Company
	4,000	2.944%, (LIBOR 3M + 0.875%), 12/29/2020^b		4,004
	14,000	3.125%, 11/8/2021		13,772
		Boston Scientific Corporation
	5,000	6.000%, 1/15/2020		5,246
		Bunge, Ltd. Finance Corporation
	10,000	3.500%, 11/24/2020		10,033
		CVS Health Corporation
	7,000	2.750%, 12/1/2022		6,736
		Envision Healthcare Corporation
	50,000	5.125%, 7/1/2022ⁱ		49,750
		Express Scripts Holding Company
	7,000	4.750%, 11/15/2021		7,283
		Forest Laboratories, LLC
	4,000	4.875%, 2/15/2021ⁱ		4,134
		HCA, Inc.
	26,748	4.750%, 5/1/2023		27,049


Principal Amount		Long-Term Fixed Income (13.2%)	Value
	Consumer Non-Cyclical (0.6%) - continued
		JBS USA, LLC
	$55,000	5.750%, 6/15/2025ⁱ		$51,288
		Mead Johnson Nutrition Company
	10,000	3.000%, 11/15/2020		9,960
		Medtronic Global Holdings SCA
	14,000	1.700%, 3/28/2019		13,871
		Mondelez International Holdings Netherlands BV
	5,000	2.000%, 10/28/2021ⁱ		4,770
		Mylan NV
	14,000	3.150%, 6/15/2021		13,813
		Pernod Ricard SA
	5,000	5.750%, 4/7/2021ⁱ		5,362
		Pinnacle Foods, Inc.
	50,000	5.875%, 1/15/2024		51,750
		Reynolds American, Inc.
	6,000	3.250%, 6/12/2020		6,000
		Shire Acquisitions Investments Ireland Designated Activity Company
	12,000	2.400%, 9/23/2021		11,584
		Simmons Foods, Inc.
	30,000	5.750%, 11/1/2024ⁱ		27,225
		Smithfield Foods, Inc.
	11,000	2.700%, 1/31/2020ⁱ		10,843
		Tenet Healthcare Corporation
	50,000	8.125%, 4/1/2022		52,125
		Teva Pharmaceutical Finance Netherlands III BV
	10,000	2.200%, 7/21/2021		9,003
		TreeHouse Foods, Inc.
	40,000	4.875%, 3/15/2022		39,850
		Valeant Pharmaceuticals International, Inc.
	26,748	7.250%, 7/15/2022ⁱ		26,748
		VPII Escrow Corporation
	25,000	7.500%, 7/15/2021ⁱ		25,188
		Zoetis, Inc.
	9,000	3.450%, 11/13/2020		9,062

		Total		612,587


	Energy (0.7%)
		Alliance Resource Operating Partners, LP
	35,000	7.500%, 5/1/2025ⁱ		36,750
		Anadarko Petroleum Corporation
	10,000	8.700%, 3/15/2019		10,521
		Antero Resources Corporation
	35,000	5.125%, 12/1/2022		35,262
		BP Capital Markets plc
	7,000	2.315%, 2/13/2020		6,923
		Buckeye Partners, LP
	17,000	2.650%, 11/15/2018		16,958
		Cenovus Energy, Inc.
	7,000	3.800%, 9/15/2023		6,916
		Concho Resources, Inc.
	15,000	4.375%, 1/15/2025		15,190
		Continental Resources, Inc.
	7,000	5.000%, 9/15/2022		7,096
		Crestwood Midstream Partners, LP
	40,000	6.250%, 4/1/2023		40,300
		Encana Corporation
	9,000	3.900%, 11/15/2021		9,115
		Energy Transfer Equity, LP
	55,000	5.500%, 6/1/2027		55,137


Principal Amount		Long-Term Fixed Income (13.2%)	Value
	Energy (0.7%) - continued
		EQT Corporation
	$10,000	8.125%, 6/1/2019		$10,589
		Exxon Mobil Corporation
	10,000	1.708%, 3/1/2019		9,928
		Kinder Morgan Energy Partners, LP
	14,000	3.450%, 2/15/2023		13,757
		Marathon Oil Corporation
	6,000	2.700%, 6/1/2020		5,910
		Marathon Petroleum Corporation
	10,000	3.400%, 12/15/2020		10,079
		MEG Energy Corporation
	23,000	6.375%, 1/30/2023ⁱ		19,205
		MPLX, LP
	10,000	4.500%, 7/15/2023		10,348
	55,000	4.875%, 12/1/2024		57,647
		Nabors Industries, Inc.
	15,000	5.750%, 2/1/2025ⁱ		14,156
		ONEOK Partners, LP
	5,000	3.800%, 3/15/2020		5,038
		ONEOK, Inc.
	5,000	7.500%, 9/1/2023		5,825
		Parsley Energy, LLC
	15,000	5.625%, 10/15/2027ⁱ		15,000
		PBF Holding Company, LLC
	30,000	7.250%, 6/15/2025		31,163
		Petrobras Global Finance BV
	3,000	8.375%, 5/23/2021		3,415
		Petroleos Mexicanos
	10,000	6.375%, 2/4/2021		10,655
		Regency Energy Partners, LP
	50,000	5.000%, 10/1/2022		51,964
		Rowan Companies, Inc.
	5,000	7.375%, 6/15/2025		4,687
		Sabine Pass Liquefaction, LLC
	6,000	6.250%, 3/15/2022		6,509
	6,000	5.625%, 4/15/2023		6,406
	55,000	5.625%, 3/1/2025		59,068
		Schlumberger Holdings Corporation
	10,000	3.000%, 12/21/2020ⁱ		9,974
		SRC Energy, Inc.
	30,000	6.250%, 12/1/2025ⁱ		30,075
		Sunoco Logistics Partners Operations, LP
	10,000	4.400%, 4/1/2021		10,212
		Sunoco, LP
	10,000	5.500%, 2/15/2026ⁱ		9,650
	15,000	5.875%, 3/15/2028ⁱ		14,494
		Whiting Petroleum Corporation, Convertible
	20,000	1.250%, 4/1/2020		18,825
		Williams Partners, LP
	14,000	4.000%, 11/15/2021		14,160

		Total		698,907


	Financials (1.7%)
		ACE INA Holdings, Inc.
	10,000	2.875%, 11/3/2022		9,903
		Air Lease Corporation
	5,000	2.625%, 9/4/2018		4,994
	11,000	2.500%, 3/1/2021		10,785
		Ally Financial, Inc.
	40,000	4.750%, 9/10/2018		40,308
		American Express Credit Corporation 2.117%, (LIBOR 3M + 0.330%),
	7,000	5/3/2019^b		7,008


Principal Amount		Long-Term Fixed Income (13.2%)	Value
	Financials (1.7%) - continued
	$7,000	2.200%, 3/3/2020		$6,901
	10,000	3.157%, (LIBOR 3M + 1.050%), 9/14/2020^b		10,165
		Athene Global Funding
	6,000	4.000%, 1/25/2022ⁱ		6,073
		Bank of America Corporation
	6,000	2.369%, 7/21/2021^b		5,887
	5,000	2.738%, 1/23/2022^b		4,929
	10,000	3.550%, 3/5/2024^b		10,027
		Bank of Montreal
	8,000	1.500%, 7/18/2019		7,864
		Bank of New York Mellon Corporation
	14,000	2.600%, 2/7/2022		13,731
		Bank of Nova Scotia
	10,000	2.700%, 3/7/2022		9,805
		Barclays plc
	14,000	3.200%, 8/10/2021		13,833
		Capital One Financial Corporation
	6,000	2.500%, 5/12/2020		5,906
	18,000	3.050%, 3/9/2022		17,647
		Citigroup, Inc.
	14,000	2.450%, 1/10/2020		13,868
	14,000	2.650%, 10/26/2020		13,831
	21,000	2.350%, 8/2/2021		20,387
	7,000	2.750%, 4/25/2022		6,817
	11,000	3.142%, 1/24/2023^b		10,864
		CNA Financial Corporation
	10,000	5.750%, 8/15/2021		10,744
		Commonwealth Bank of Australia
	14,000	2.250%, 3/10/2020ⁱ		13,801
		Cooperatieve Centrale Raiffeisen - Boerenleenbank BA
	12,000	3.950%, 11/9/2022		12,122
		Credit Agricole SA
	7,000	3.375%, 1/10/2022ⁱ		6,941
		Credit Suisse Group Funding Guernsey, Ltd.
	21,000	3.800%, 9/15/2022		21,140
		Credit Suisse Group Funding, Ltd.
	14,000	3.125%, 12/10/2020		13,920
		Deutsche Bank AG
	21,000	4.250%, 10/14/2021		21,325
		Discover Bank
	4,000	8.700%, 11/18/2019		4,331
	6,000	3.100%, 6/4/2020		5,977
		Fifth Third Bancorp
	6,000	2.600%, 6/15/2022		5,816
		Goldman Sachs Group, Inc.
	12,000	5.375%, 5/10/2020^b,k		12,319
	10,000	2.600%, 12/27/2020		9,852
	14,000	5.250%, 7/27/2021		14,825
	10,000	3.009%, (LIBOR 3M + 1.170%), 11/15/2021^b		10,122
	14,000	3.000%, 4/26/2022		13,743
	9,000	2.876%, 10/31/2022^b		8,808
		Goldman Sachs Group, Inc., Convertible
	375,000	0.500%, 9/24/2022^c		587,588
		Guardian Life Global Funding
	10,000	2.000%, 4/26/2021ⁱ		9,681
		HCP, Inc.
	10,000	3.750%, 2/1/2019		10,051
		Hospitality Properties Trust
	10,000	4.250%, 2/15/2021		10,175


Principal Amount		Long-Term Fixed Income (13.2%)	Value
	Financials (1.7%) - continued
		HSBC Holdings plc
	$20,000	3.400%, 3/8/2021		$20,089
	14,000	6.875%, 6/1/2021^b,k		14,788
		Huntington Bancshares, Inc.
	10,000	3.150%, 3/14/2021		9,948
		Icahn Enterprises, LP
	15,000	6.750%, 2/1/2024		15,263
	15,000	6.375%, 12/15/2025		15,075
		International Lease Finance Corporation
	14,000	4.625%, 4/15/2021		14,447
	14,000	5.875%, 8/15/2022		15,020
		J.P. Morgan Chase & Company
	9,000	2.686%, (LIBOR 3M + 0.680%), 6/1/2021^b		9,049
	11,000	2.972%, 1/15/2023		10,786
	10,000	2.776%, 4/25/2023^b		9,764
	14,000	2.971%, (LIBOR 3M + 1.230%), 10/24/2023^b		14,206
		KeyCorp
	12,000	2.300%, 12/13/2018		11,968
		Liberty Mutual Group, Inc.
	4,000	5.000%, 6/1/2021ⁱ		4,205
		Lincoln National Corporation
	8,000	6.250%, 2/15/2020		8,457
		Mitsubishi UFJ Financial Group, Inc.
	7,000	2.998%, 2/22/2022		6,906
	5,000	3.455%, 3/2/2023		4,993
		Morgan Stanley
	14,000	2.800%, 6/16/2020		13,904
	10,000	2.500%, 4/21/2021		9,797
	12,000	5.500%, 7/28/2021		12,814
	14,000	2.925%, (LIBOR 3M + 1.180%), 1/20/2022^b		14,169
	6,000	2.750%, 5/19/2022		5,850
	10,000	4.875%, 11/1/2022		10,475
	5,000	3.125%, 1/23/2023		4,927
		MPT Operating Partnership, LP
	40,000	5.500%, 5/1/2024		40,800
		National City Corporation
	8,000	6.875%, 5/15/2019		8,350
		New York Life Global Funding
	10,000	1.550%, 11/2/2018ⁱ		9,945
		Nomura Holdings, Inc.
	8,000	2.750%, 3/19/2019		7,993
		Park Aerospace Holdings, Ltd.
	20,000	5.500%, 2/15/2024ⁱ		19,400
		PNC Bank NA
	11,000	2.450%, 11/5/2020		10,828
		Quicken Loans, Inc.
	55,000	5.750%, 5/1/2025ⁱ		54,862
		Realty Income Corporation
	10,000	5.750%, 1/15/2021		10,624
		Regions Bank
	7,000	7.500%, 5/15/2018		7,039
		Regions Financial Corporation
	10,000	3.200%, 2/8/2021		9,980
		Reinsurance Group of America, Inc.
	10,000	4.700%, 9/15/2023		10,381
		Royal Bank of Canada
	14,000	2.125%, 3/2/2020		13,797
		Royal Bank of Scotland Group plc
	9,000	8.625%, 8/15/2021^b,k		9,776
		Simon Property Group, LP
	10,000	2.500%, 9/1/2020		9,889


Principal Amount		Long-Term Fixed Income (13.2%)	Value
	Financials (1.7%) - continued
	$15,000	2.500%, 7/15/2021		$14,679
		Standard Chartered plc
	2,000	2.100%, 8/19/2019ⁱ		1,971
		State Street Corporation
	10,000	2.785%, (LIBOR 3M + 0.900%), 8/18/2020^b		10,123
		Sumitomo Mitsui Financial Group, Inc.
	12,000	2.934%, 3/9/2021		11,903
	6,000	2.784%, 7/12/2022		5,850
		SunTrust Banks, Inc.
	10,000	2.900%, 3/3/2021		9,931
		Synchrony Financial
	5,000	3.017%, (LIBOR 3M + 1.230%), 2/3/2020^b		5,065
		Toronto-Dominion Bank
	10,000	2.585%, (LIBOR 3M + 0.840%), 1/22/2019^b		10,056
	10,000	3.037%, (LIBOR 3M + 0.930%), 12/14/2020^b		10,164
		UBS Group Funding Jersey, Ltd.
	12,000	3.000%, 4/15/2021ⁱ		11,871
		UnitedHealth Group, Inc.
	10,000	3.350%, 7/15/2022		10,069
		Wells Fargo & Company
	8,000	2.100%, 7/26/2021		7,724
	14,000	2.851%, (LIBOR 3M + 1.110%), 1/24/2023^b		14,192
	10,000	3.002%, (LIBOR 3M + 1.230%), 10/31/2023^b		10,145
		Welltower, Inc.
	10,000	4.950%, 1/15/2021		10,413

		Total		1,679,534


	Mortgage-Backed Securities (5.4%)
		Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through
	150,000	3.000%, 4/1/2033^e		149,663
		Federal Home Loan Mortgage Corporation Gold 30-Yr. Pass Through
	500,000	4.000%, 4/1/2048^e		513,022
		Federal National Mortgage Association Conventional 30-Yr. Pass Through
	750,000	3.000%, 4/1/2048^e		730,849
	1,775,000	3.500%, 4/1/2048^e		1,777,518
	1,300,000	4.000%, 4/1/2048^e		1,333,453
	700,000	4.500%, 4/1/2048^e		732,705

		Total		5,237,210


	Technology (0.7%)
		Alliance Data Systems Corporation
	30,000	5.375%, 8/1/2022ⁱ		30,000
		Apple, Inc.
	14,000	2.850%, 5/6/2021		13,985
	13,000	2.161%, (LIBOR 3M + 0.350%), 5/11/2022^b		13,081
	11,000	2.400%, 1/13/2023		10,678
		CommScope Technologies Finance, LLC
	25,000	6.000%, 6/15/2025ⁱ		26,012
		Diamond 1 Finance Corporation
	10,000	3.480%, 6/1/2019ⁱ		10,045


Principal Amount		Long-Term Fixed Income (13.2%)	Value
	Technology (0.7%) - continued
	$14,000	5.450%, 6/15/2023ⁱ		$14,835
		Equinix, Inc.
	40,000	5.750%, 1/1/2025		41,600
		Fidelity National Information Services, Inc.
	6,000	3.625%, 10/15/2020		6,075
		Harland Clarke Holdings Corporation
	30,000	8.375%, 8/15/2022ⁱ		30,525
		Hewlett Packard Enterprise Company
	17,000	3.600%, 10/15/2020		17,155
		Intel Corporation
	10,000	3.100%, 7/29/2022		10,040
		Iron Mountain, Inc.
	21,748	6.000%, 8/15/2023		22,479
		Microchip Technology, Inc., Convertible
	28,000	1.625%, 2/15/2027		33,102
		Micron Technology, Inc., Convertible
	30,000	2.375%, 5/1/2032		162,416
	38,000	3.000%, 11/15/2043		67,997
		Microsoft Corporation
	14,000	2.400%, 2/6/2022		13,760
		NXP BV
	35,000	3.875%, 9/1/2022ⁱ		34,738
		Oracle Corporation
	10,000	2.500%, 5/15/2022		9,801
		Seagate HDD Cayman
	15,000	4.750%, 1/1/2025		14,603
		Sensata Technologies BV
	50,000	4.875%, 10/15/2023ⁱ		50,077
		Texas Instruments, Inc.
	10,000	1.750%, 5/1/2020		9,802

		Total		642,806


	Transportation (0.1%)
		Air Canada Pass Through Trust
	4,081	3.875%, 3/15/2023ⁱ		4,061
		American Airlines Pass Through Trust
	5,583	4.950%, 1/15/2023		5,806
		Avis Budget Car Rental, LLC
	20,000	5.125%, 6/1/2022ⁱ		20,001
		Delta Air Lines, Inc.
	10,000	2.875%, 3/13/2020		9,934
	5,530	4.950%, 11/23/2020		5,600
		J.B. Hunt Transport Services, Inc.
	10,000	3.300%, 8/15/2022		9,952
		United Airlines Pass Through Trust
	10,000	3.700%, 12/1/2022		9,911
		United Continental Holdings, Inc.
	30,000	4.250%, 10/1/2022		29,400

		Total		94,665


	U.S. Government and Agencies (<0.1%)
		U.S. Treasury Notes
	50,000	2.000%, 2/15/2022		49,102

		Total		49,102


	Utilities (0.3%)
		Alabama Power Company
	7,000	2.450%, 3/30/2022		6,828
		Ameren Corporation
	10,000	2.700%, 11/15/2020		9,892
		Arizona Public Service Company
	5,000	2.200%, 1/15/2020		4,945


Principal Amount		Long-Term Fixed Income (13.2%)	Value
	Utilities (0.3%) - continued
		Berkshire Hathaway Energy Company
	$14,000	2.400%, 2/1/2020		$13,882
		Calpine Corporation
	20,000	5.375%, 1/15/2023		19,146
		Consolidated Edison, Inc.
	7,000	2.000%, 3/15/2020		6,881
		Dominion Energy, Inc.
	12,000	2.579%, 7/1/2020		11,847
		DTE Energy Company
	14,000	2.400%, 12/1/2019		13,835
		Dynegy, Inc.
	55,000	7.375%, 11/1/2022		57,956
		Edison International
	7,000	2.125%, 4/15/2020		6,871
		Emera U.S. Finance, LP
	5,000	2.150%, 6/15/2019		4,940
		Exelon Generation Company, LLC
	8,000	5.200%, 10/1/2019		8,244
	10,000	2.950%, 1/15/2020		9,971
		Fortis, Inc.
	5,000	2.100%, 10/4/2021		4,779
		NextEra Energy Capital Holdings, Inc.
	10,000	2.300%, 4/1/2019		9,947
		PG&E Corporation
	8,000	2.400%, 3/1/2019		7,948
		PPL Capital Funding, Inc.
	5,000	3.500%, 12/1/2022		5,014
		PSEG Power, LLC
	9,000	3.000%, 6/15/2021		8,966
		Sempra Energy
	14,000	6.150%, 6/15/2018		14,118
	5,000	2.400%, 3/15/2020		4,934
		Southern California Edison Company
	5,000	2.400%, 2/1/2022		4,871
		Southern Company
	10,000	1.850%, 7/1/2019		9,865
	6,000	2.350%, 7/1/2021		5,813

		Total		251,493



		Total Long-Term Fixed Income (cost $12,390,596)		12,834,139


Shares		Registered Investment Companies (7.8%)	Value
	Affiliated Fixed Income Holdings (3.8%)
	391,624	Thrivent Core Emerging Markets Debt Fund		3,740,014

		Total		3,740,014


	Equity Funds/Exchange Traded Funds (1.9%)
	2,075	AllianzGI NFJ Dividend Interest & Premium Strategy Fund		26,353
	2,430	BlackRock Resources & Commodities Strategy Trust		21,578
	1,025	Guggenheim Multi-Asset Income ETF		22,017
	18,294	Materials Select Sector SPDR Fund		1,041,660
	3,468	SPDR S&P Homebuilders ETF^j		141,460
	11,908	Utilities Select Sector SPDR Fund^j		601,711
	300	Vanguard REIT ETF		22,641

		Total		1,877,420


	Fixed Income Funds/Exchange Traded Funds (2.1%)
	12,047	Aberdeen Asia-Pacific Income Fund, Inc.		57,103
	11,462	MFS Intermediate Income Trust		45,046


Shares		Registered Investment Companies (7.8%)	Value
	Fixed Income Funds/Exchange Traded Funds (2.1%) - continued
	17,800	Powershares ETF		$448,026
	18,944	PowerShares Preferred Portfolio		276,582
	26,000	PowerShares Senior Loan Portfolio		601,380
	9,283	Templeton Global Income Fund		59,318
	6,295	Vanguard Short-Term Corporate Bond ETF		493,717
	4,537	Western Asset Emerging Markets Debt Fund, Inc.		65,922
	7,144	Western Asset High Income Opportunity Fund, Inc.		34,363

		Total		2,081,457



		Total Registered Investment Companies (cost $7,664,216)		7,698,891


Shares		Preferred Stock (0.3%)	Value
	Consumer Staples (0.3%)
	196	Bunge, Ltd., Convertible, 4.875%^k		21,358
	2,221	Henkel AG & Company KGaA, 1.620%		291,958

		Total		313,316



		Total Preferred Stock (cost $325,607)		313,316


Shares		Collateral Held for Securities Loaned (1.5%)	Value
	1,466,561	Thrivent Cash Management Trust		1,466,561

		Total Collateral Held for Securities Loaned (cost $1,466,561)		1,466,561


Shares or Principal Amount		Short-Term Investments (8.9%)	Value
		Federal Home Loan Bank Discount Notes
	100,000	1.500%, 4/3/2018^m,n		99,995
	100,000	1.440%, 4/11/2018^m,n		99,959
	100,000	1.480%, 5/2/2018^m,n		99,858
		Thrivent Core Short-Term Reserve Fund
	843,734	1.940%		8,437,342

		Total Short-Term Investments (cost $8,737,141)		8,737,154

		Total Investments (cost $96,354,040) 106.8%		$104,691,464

		Other Assets and Liabilities, Net (6.8%)		(6,679,140)

		Total Net Assets 100.0%		$98,012,324

a	The stated interest rate represents the weighted average of all contracts within the bank loan facility.

c	Security is valued using significant unobservable inputs. Further information on valuation can be found in the Notes to Financial Statements.

d	All or a portion of the loan is unfunded.

e	Denotes investments purchased on a when-issued or delayed delivery basis.

f	Defaulted security. Interest is not being accrued.

g	In bankruptcy. Interest is not being accrued.

h	Non-income producing security.

j	All or a portion of the security is on loan.

k	Denotes perpetual securities. Perpetual securities pay an indefinite stream of interest and have no contractual maturity date. Date shown, if applicable, is next call date.

l	Denotes step coupon securities. Step coupon securities pay an initial coupon rate for the first period and then different coupon rates for following periods. The rate shown is as of March 29, 2018.

m	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

n	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

*	Denotes restricted securities. Restricted securities are investment securities which cannot be offered for public sale without first being registered under the Securities Act of 1933.

The value of all restricted securities held in Growth and Income Plus Portfolio as of March 29, 2018 was $56,946 or 0.1% of total net assets. The following table indicates the acquisition date and cost of restricted securities shown in the schedule as of March 29, 2018.


Security	Acquisition Date		Cost
Angel Oak Mortgage Trust, 11/25/2045		3/4/2016	$	3,656
Digicel, Ltd., 4/15/2021		8/19/2013		56,745

The following table presents the total amount of securities loaned with continuous maturity, by type, offset by the gross payable upon return of collateral for securities loaned by Thrivent Growth and Income Plus Portfolio as of March 29, 2018:

Securities Lending Transactions


Common Stock	$	1,429,660
Total lending	$	1,429,660
Gross amount payable upon return of collateral for securities loaned	$	1,466,561
Net amounts due to counterparty	$	36,901

Definitions:


ADR	-	American Depositary Receipt, which are certificates for an underlying foreign security’s shares held by an issuing U.S. depository bank.
ETF	-	Exchange Traded Fund
REIT	-	Real Estate Investment Trust is a company that buys,
		develops, manages and/or sells real estate assets.
Ser.	-	Series
SPDR	-	S&P Depository Receipts, which are exchange-traded funds traded in the U.S., Europe, and Asia-Pacific and managed by State Street Global Advisors.


Reference Rate Index:
12 MTA	-	12 Month Treasury Average
LIBOR 1W	-	ICE Libor USD Rate 1 Week
LIBOR 1M	-	ICE Libor USD Rate 1 Month
LIBOR 2M	-	ICE Libor USD Rate 2 Month
LIBOR 3M	-	ICE Libor USD Rate 3 Month
PRIME	-	Federal Reserve Prime Loan Rate

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Growth and Income Plus Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Growth and Income Plus Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $299,812 were pledged as the initial margin deposit for these contracts.

A summary of transactions (in thousands) for the fiscal year to date, in Growth and Income Plus Portfolio, is as follows:


Principal Amount		Bank Loans (3.0%)^a	Value
	Basic Materials (0.4%)
		Contura Energy, Inc., Term Loan
	$3,420,925	6.880%, (LIBOR 1M + 5.000%), 3/17/2024^b		$3,410,252

		Total		3,410,252


	Capital Goods (0.2%)
		Cortes NP Intermediate Holding II Corporation, Term Loan
	1,729,957	5.670%, (LIBOR 1M + 4.000%), 11/30/2023^b		1,736,444

		Total		1,736,444


	Communications Services (1.3%)
		Cengage Learning Acquisitions, Term Loan
	4,160,088	6.036%, (LIBOR 1M + 4.250%), 6/7/2023^b		3,778,109
		Frontier Communications Corporation, Term Loan
	4,242,937	5.630%, (LIBOR 1M + 3.750%), 6/1/2024^b		4,181,966
		New LightSquared, Term Loan
	3,571,460	11.305%,PIK 10.265%, (LIBOR 3M + 8.750%), 12/7/2020^b,c		3,125,027

		Total		11,085,102


	Consumer Cyclical (0.7%)
		IMG Worldwide, Inc., Term Loan
	2,166,667	9.127%, (LIBOR 1M + 7.250%), 5/6/2022^b,d		2,177,500
		Mohegan Tribal Gaming Authority, Term Loan
	3,179,940	5.877%, (LIBOR 1M + 4.000%), 10/13/2023^b		3,170,018

		Total		5,347,518


	Consumer Non-Cyclical (0.3%)
		Revlon Consumer Products Corporation, Term Loan
	3,376,027	5.377%, (LIBOR 1M + 3.500%), 9/7/2023^b		2,643,159

		Total		2,643,159


	Energy (0.1%)
		Chesapeake Energy Corporation, Term Loan
	1,050,000	9.444%, (LIBOR 3M + 7.500%), 8/23/2021^b		1,113,935

		Total		1,113,935



		Total Bank Loans (cost $25,797,401)		25,336,410


Principal Amount		Long-Term Fixed Income (90.8%)	Value
	Asset-Backed Securities (0.1%)
		Renaissance Home Equity Loan Trust
	1,615,702	5.746%, 5/25/2036, Ser. 2006-1, Class AF6^e		1,169,165

		Total		1,169,165


	Basic Materials (9.5%)
		Alcoa Nederland Holding BV
	1,575,000	6.750%, 9/30/2024^f		1,685,250
	1,575,000	7.000%, 9/30/2026^f		1,697,062


Principal Amount		Long-Term Fixed Income (90.8%)	Value
	Basic Materials (9.5%) - continued
		Anglo American Capital plc
	$4,205,000	4.750%, 4/10/2027^f		$4,251,224
		ArcelorMittal SA
	2,065,000	5.750%, 3/1/2021		2,175,994
		Big River Steel, LLC
	3,610,000	7.250%, 9/1/2025^f		3,745,375
		BWAY Holding Company
	2,670,000	5.500%, 4/15/2024^f		2,686,687
		Chemours Company
	2,140,000	5.375%, 5/15/2027		2,145,350
		Cleveland-Cliffs, Inc.
	3,205,000	5.750%, 3/1/2025^f		3,060,775
		Consolidated Energy Finance SA
	2,670,000	6.875%, 6/15/2025^f		2,796,825
		First Quantum Minerals, Ltd.
	2,140,000	7.000%, 2/15/2021^f		2,145,350
	2,675,000	7.250%, 4/1/2023^f		2,634,875
	2,140,000	6.875%, 3/1/2026^f		2,033,000
		FMG Resources Property, Ltd.
	3,200,000	5.125%, 5/15/2024^f,g		3,155,968
		Grinding Media, Inc.
	3,500,000	7.375%, 12/15/2023^f		3,675,000
		Hexion, Inc.
	2,565,000	6.625%, 4/15/2020		2,391,862
	1,600,000	10.375%, 2/1/2022^f		1,548,000
		Hudbay Minerals, Inc.
	375,000	7.250%, 1/15/2023^f		389,062
	750,000	7.625%, 1/15/2025^f		792,187
		Kinross Gold Corporation
	3,205,000	4.500%, 7/15/2027^f		3,138,657
		Krayton Polymers, LLC
	2,675,000	7.000%, 4/15/2025^f		2,768,625
		Mercer International, Inc.
	2,675,000	5.500%, 1/15/2026^f		2,654,938
		Midwest Vanadium, Pty. Ltd.
	3,197,756	11.500%, 2/15/2018^*,h,i		10,744
		Novelis Corporation
	1,570,000	6.250%, 8/15/2024^f		1,609,250
	2,240,000	5.875%, 9/30/2026^f		2,206,400
		Olin Corporation
	3,210,000	5.000%, 2/1/2030		3,073,575
		Peabody Securities Finance Corporation
	3,180,000	6.000%, 3/31/2022^f		3,243,600
		Platform Specialty Products Corporation
	3,500,000	5.875%, 12/1/2025^f		3,421,250
		Teck Resources, Ltd.
	1,050,000	8.500%, 6/1/2024^f		1,166,760
		Trinseo Materials Operating SCA
	3,200,000	5.375%, 9/1/2025^f		3,144,000
		Tronox Finance, LLC
	3,180,000	7.500%, 3/15/2022^f		3,301,158
		United States Steel Corporation
	2,135,000	6.875%, 8/15/2025		2,193,713
	2,650,000	6.250%, 3/15/2026		2,640,063
		Versum Materials, Inc.
	1,570,000	5.500%, 9/30/2024^f		1,624,950

		Total		79,207,529


	Capital Goods (10.1%)
		Abengoa Abnewco 2 SAU
	3,811,150	0.250%,PIK 1.250%, 9/29/2022^c,f		1,038,538


Principal Amount		Long-Term Fixed Income (90.8%)	Value
	Capital Goods (10.1%) - continued
		ABG Orphan Holdco SARL
	$278,793	1.264%,PIK 12.736%, 2/28/2021^c,f		$304,470
	268,038	5.000%,PIK 9.000%, 2/28/2021^c,f		287,461
		Advanced Disposal Services, Inc.
	3,155,000	5.625%, 11/15/2024^f		3,186,550
		AECOM
	1,065,000	5.875%, 10/15/2024		1,114,256
	1,590,000	5.125%, 3/15/2027		1,536,338
		Ardagh Packaging Finance plc
	4,190,000	7.250%, 5/15/2024^f		4,457,112
	3,720,000	6.000%, 2/15/2025^f		3,738,600
		Berry Global, Inc.
	1,740,000	4.500%, 2/15/2026^f		1,646,475
		Berry Plastics Corporation
	6,370,000	5.125%, 7/15/2023		6,441,854
		Bombardier, Inc.
	5,890,000	7.500%, 3/15/2025^f		6,044,612
		BWAY Holding Company
	3,205,000	7.250%, 4/15/2025^f		3,269,100
		CEMEX SAB de CV
	2,750,000	5.700%, 1/11/2025^f		2,820,125
	2,670,000	6.125%, 5/5/2025^f		2,777,334
		CNH Industrial Capital, LLC
	1,800,000	4.375%, 11/6/2020		1,838,250
		CNH Industrial NV
	1,800,000	4.500%, 8/15/2023		1,831,914
		Crown Cork & Seal Company, Inc.
	3,210,000	7.375%, 12/15/2026		3,579,150
		Eagle Materials, Inc.
	1,570,000	4.500%, 8/1/2026		1,585,700
		Flex Acquisition Company, Inc.
	3,205,000	6.875%, 1/15/2025^f		3,172,950
		H&E Equipment Services, Inc.
	3,610,000	5.625%, 9/1/2025		3,641,588
		Herc Rentals, Inc.
	4,105,000	7.750%, 6/1/2024^f		4,443,662
		James Hardie International Finance Designated Activity Company
	1,600,000	5.000%, 1/15/2028^f		1,552,000
		Masonite International Corporation
	3,535,000	5.625%, 3/15/2023^f		3,636,631
		New Enterprise Stone & Lime Company, Inc.
	1,070,000	6.250%, 3/15/2026^f		1,071,338
		Owens-Brockway Glass Container, Inc.
	3,070,000	5.875%, 8/15/2023^f		3,177,450
		Reynolds Group Issuer, Inc.
	2,175,000	5.125%, 7/15/2023^f		2,196,097
		Ritchie Bros. Auctioneers, Inc.
	1,455,000	5.375%, 1/15/2025^f		1,455,000
		Summit Materials, LLC
	2,650,000	6.125%, 7/15/2023		2,703,000
	2,135,000	5.125%, 6/1/2025^f		2,070,950
		U.S. Concrete, Inc.
	2,880,000	6.375%, 6/1/2024		2,988,000
		United Rentals North America, Inc.
	1,060,000	5.500%, 7/15/2025		1,085,175
	2,620,000	5.875%, 9/15/2026		2,724,800
		Waste Pro USA, Inc.
	1,000,000	5.500%, 2/15/2026^f		987,500

		Total		84,403,980


Principal Amount		Long-Term Fixed Income (90.8%)	Value
	Communications Services (13.4%)
		Altice Financing SA
	$1,840,000	6.625%, 2/15/2023^f		$1,821,600
	3,145,000	7.500%, 5/15/2026^f		3,082,100
		AMC Networks, Inc.
	3,100,000	5.000%, 4/1/2024		3,063,327
		Block Communications, Inc.
	3,720,000	6.875%, 2/15/2025^f		3,740,758
		CBS Radio, Inc.
	1,835,000	7.250%, 11/1/2024^f,g		1,869,406
		CCO Holdings, LLC
	5,500,000	5.875%, 4/1/2024^f		5,596,250
		CCOH Safari, LLC
	2,500,000	5.750%, 2/15/2026^f		2,487,525
		Cengage Learning, Inc.
	1,735,000	9.500%, 6/15/2024^f,g		1,331,613
		Clear Channel Worldwide Holdings, Inc.
	2,680,000	7.625%, 3/15/2020		2,676,650
	3,195,000	6.500%, 11/15/2022		3,250,912
		Digicel Group, Ltd.
	1,765,000	8.250%, 9/30/2020^f		1,517,900
		Digicel, Ltd.
	5,750,000	6.000%, 4/15/2021^*		5,397,812
		Embarq Corporation
	2,670,000	7.995%, 6/1/2036		2,516,475
		Gray Television, Inc.
	3,560,000	5.875%, 7/15/2026^f		3,462,100
		Level 3 Financing, Inc.
	2,300,000	5.375%, 5/1/2025		2,231,000
	1,700,000	5.250%, 3/15/2026		1,602,250
		McGraw-Hill Global Education Holdings, LLC
	3,145,000	7.875%, 5/15/2024^f,g		3,006,683
		Meredith Corporation
	4,150,000	6.875%, 2/1/2026^f		4,258,938
		Neptune Finco Corporation
	4,733,000	10.875%, 10/15/2025^f		5,561,228
		Qualitytech, LP
	3,740,000	4.750%, 11/15/2025^f		3,506,250
		SFR Group SA
	3,590,000	6.000%, 5/15/2022^f		3,509,225
	2,710,000	6.250%, 5/15/2024^f		2,554,175
	2,620,000	7.375%, 5/1/2026^f		2,495,550
		Sinclair Television Group, Inc.
	1,570,000	5.875%, 3/15/2026^f		1,554,300
	2,140,000	5.125%, 2/15/2027^f		1,984,850
		Sprint Communications, Inc.
	5,130,000	6.000%, 11/15/2022		5,033,812
		Sprint Corporation
	15,495,000	7.625%, 2/15/2025^g		15,243,206
		T-Mobile USA, Inc.
	3,450,000	6.000%, 4/15/2024		3,593,520
		VeriSign, Inc.
	2,630,000	4.750%, 7/15/2027		2,518,225
		Virgin Media Secured Finance plc
	1,170,000	5.250%, 1/15/2026^f		1,126,125
	1,050,000	5.500%, 8/15/2026^f		1,020,464
		Windstream Services, LLC
	3,000,000	8.625%, 10/31/2025^f		2,775,000
		Zayo Group, LLC
	3,925,000	6.375%, 5/15/2025		4,062,375
	1,860,000	5.750%, 1/15/2027^f		1,815,825

		Total		111,267,429


Principal Amount		Long-Term Fixed Income (90.8%)	Value
	Consumer Cyclical (13.5%)
		Allison Transmission, Inc.
	$3,835,000	5.000%, 10/1/2024^f		$3,801,444
		American Axle & Manufacturing, Inc.
	4,268,000	6.250%, 4/1/2025^g		4,257,330
		Brookfield Residential Properties, Inc.
	3,960,000	6.125%, 7/1/2022^f		4,063,950
		Choice Hotels International, Inc.
	3,445,000	5.750%, 7/1/2022		3,677,537
		Cinemark USA, Inc.
	4,475,000	4.875%, 6/1/2023		4,418,167
		Dana Financing Luxembourg SARL
	3,925,000	6.500%, 6/1/2026^f		4,082,000
		Hanesbrands, Inc.
	4,145,000	4.875%, 5/15/2026^f		4,020,650
		Hertz Corporation
	2,135,000	7.625%, 6/1/2022^f		2,159,019
		Hilton Escrow Issuer, LLC
	4,280,000	4.250%, 9/1/2024		4,151,600
		Jeld-Wen, Inc.
	2,670,000	4.875%, 12/15/2027^f		2,523,150
		KAR Auction Services, Inc.
	2,670,000	5.125%, 6/1/2025^f		2,656,650
		KB Home
	2,000,000	8.000%, 3/15/2020		2,150,000
		L Brands, Inc.
	1,570,000	6.625%, 4/1/2021		1,668,125
	1,860,000	5.625%, 2/15/2022		1,929,750
		Landry’s, Inc.
	3,700,000	6.750%, 10/15/2024^f		3,727,750
		Lennar Corporation
	3,710,000	4.125%, 1/15/2022		3,648,600
	1,525,000	4.500%, 4/30/2024		1,494,500
	1,590,000	4.750%, 5/30/2025		1,566,150
		Live Nation Entertainment, Inc.
	3,265,000	4.875%, 11/1/2024^f		3,183,375
	530,000	5.625%, 3/15/2026^f		536,625
		LKQ Corporation
	4,005,000	4.750%, 5/15/2023		3,984,975
		Mattamy Group Corporation
	3,180,000	6.875%, 12/15/2023^f		3,267,450
	1,070,000	6.500%, 10/1/2025^f		1,080,700
		Navistar International Corporation
	3,500,000	6.625%, 11/1/2025^f		3,500,000
		New Red Finance, Inc.
	2,410,000	5.000%, 10/15/2025^f		2,294,802
		Prime Security Services Borrower, LLC
	2,635,000	9.250%, 5/15/2023^f		2,855,681
		RHP Hotel Properties, LP
	790,000	5.000%, 4/15/2021		795,925
	960,000	5.000%, 4/15/2023		962,400
		Rite Aid Corporation
	3,160,000	6.125%, 4/1/2023^f,g		3,187,650
		Scientific Games International, Inc.
	2,190,000	6.625%, 5/15/2021		2,242,012
	2,650,000	10.000%, 12/1/2022		2,853,719
	2,000,000	5.000%, 10/15/2025^f		1,945,000
		Seminole Indian Tribe of Florida
	2,100,000	7.804%, 10/1/2020^*		2,100,000
		ServiceMaster Company, LLC
	2,670,000	5.125%, 11/15/2024^f		2,583,225
		Six Flags Entertainment Corporation
	5,355,000	4.875%, 7/31/2024^f		5,214,431


Principal Amount		Long-Term Fixed Income (90.8%)	Value
	Consumer Cyclical (13.5%) - continued
		Station Casinos, LLC
	$530,000	5.000%, 10/1/2025^f		$503,500
		Studio City Finance, Ltd.
	2,665,000	8.500%, 12/1/2020^f,g		2,718,300
		Toll Brothers Finance Corporation
	2,660,000	4.875%, 11/15/2025		2,626,750
		Tunica-Biloxi Gaming Authority
	6,051,624	3.780%, 12/15/2020^*		1,633,938
		Wabash National Corporation
	3,205,000	5.500%, 10/1/2025^f		3,124,875
		Wyndham Worldwide Corporation
	1,110,000	4.500%, 4/1/2027		1,101,862
		Yum! Brands, Inc.
	2,090,000	5.250%, 6/1/2026^f		2,082,163

		Total		112,375,730


	Consumer Non-Cyclical (9.6%)
		Air Medical Merger Sub Corporation
	3,190,000	6.375%, 5/15/2023^f,g		3,022,525
		Albertsons Companies, LLC
	4,170,000	6.625%, 6/15/2024		3,737,363
		Alliance One International, Inc.
	3,100,000	9.875%, 7/15/2021		3,007,000
		Cott Holdings, Inc.
	2,138,000	5.500%, 4/1/2025^f		2,111,275
		Energizer Holdings, Inc.
	4,240,000	5.500%, 6/15/2025^f		4,271,800
		HCA, Inc.
	2,645,000	6.500%, 2/15/2020		2,773,944
	4,810,000	5.875%, 3/15/2022		5,068,537
	2,035,000	4.750%, 5/1/2023		2,057,894
	3,705,000	5.375%, 2/1/2025		3,714,262
		JBS USA, LLC
	3,250,000	5.875%, 7/15/2024^f		3,169,725
	3,470,000	5.750%, 6/15/2025^f		3,235,775
		Mallinckrodt International Finance SA
	2,005,000	5.625%, 10/15/2023^f,g		1,604,000
		MPH Acquisition Holdings, LLC
	4,190,000	7.125%, 6/1/2024^f		4,326,175
		Pilgrim’s Pride Corporation
	3,215,000	5.750%, 3/15/2025^f		3,122,569
		Post Holdings, Inc.
	1,590,000	5.500%, 3/1/2025^f		1,566,150
	3,210,000	5.000%, 8/15/2026^f		3,049,500
		Simmons Foods, Inc.
	3,495,000	5.750%, 11/1/2024^f		3,171,713
		Spectrum Brands, Inc.
	2,120,000	5.750%, 7/15/2025		2,162,400
		Teleflex, Inc.
	2,525,000	5.250%, 6/15/2024		2,581,812
		Tenet Healthcare Corporation
	3,250,000	6.000%, 10/1/2020		3,359,687
	530,000	7.500%, 1/1/2022^f		558,488
		Teva Pharmaceutical Finance Netherlands III BV
	1,070,000	3.150%, 10/1/2026		858,419
	1,070,000	6.750%, 3/1/2028^f,g		1,055,728
		Valeant Pharmaceuticals International, Inc.
	1,590,000	5.625%, 12/1/2021^f		1,518,450
	2,600,000	7.250%, 7/15/2022^f,g		2,600,000
	7,910,000	5.500%, 3/1/2023^f		6,911,362
	2,675,000	5.875%, 5/15/2023^f		2,374,063


Principal Amount		Long-Term Fixed Income (90.8%)	Value
	Consumer Non-Cyclical (9.6%) - continued
		VPII Escrow Corporation
	$3,170,000	7.500%,7/15/2021^f		$3,193,775

		Total		80,184,391


	Energy (15.8%)
		Alliance Resource Operating Partners, LP
	2,670,000	7.500%,5/1/2025^f		2,803,500
		Antero Resources Corporation
	1,585,000	5.125%,12/1/2022		1,596,888
	2,640,000	5.625%,6/1/2023		2,692,800
		California Resources Corporation
	4,250,000	8.000%,12/15/2022^f,g		3,336,250
		Centennial Resource Production, LLC
	1,875,000	5.375%,1/15/2026^f		1,839,844
		Cheniere Corpus Christi Holdings, LLC
	2,200,000	7.000%,6/30/2024		2,433,750
	4,805,000	5.875%,3/31/2025		5,027,231
		Cheniere Energy Partners, LP
	2,135,000	5.250%,10/1/2025^f		2,105,644
		Chesapeake Energy Corporation
	3,446,000	8.000%,1/15/2025^f,g		3,334,005
		Continental Resources, Inc.
	3,670,000	5.000%,9/15/2022		3,720,462
	2,610,000	4.500%,4/15/2023		2,639,362
		CrownRock Finance, Inc.
	3,750,000	5.625%,10/15/2025^f		3,712,500
		Diamondback Energy, Inc.
	2,105,000	4.750%,11/1/2024		2,081,319
		Endeavor Energy Resources, LP
	650,000	5.500%,1/30/2026^f		646,750
	2,675,000	5.750%,1/30/2028^f		2,664,969
		Energy Transfer Equity, LP
	2,280,000	4.250%,3/15/2023		2,217,300
	4,245,000	5.500%,6/1/2027		4,255,613
		Ensco plc
	3,740,000	4.500%,10/1/2024^g		3,001,350
		Hornbeck Offshore Services, Inc.
	2,115,000	5.875%,4/1/2020		1,390,612
	1,590,000	5.000%,3/1/2021		866,550
		MEG Energy Corporation
	2,290,000	6.375%,1/30/2023^f		1,912,150
		MPLX, LP
	4,740,000	4.875%,12/1/2024		4,968,111
		Murphy Oil Corporation
	1,310,000	6.875%,8/15/2024		1,365,675
	1,870,000	5.750%,8/15/2025		1,841,950
		Nabors Industries, Inc.
	3,200,000	5.750%,2/1/2025^f		3,020,000
		Noble Holding International, Ltd.
	2,120,000	7.750%,1/15/2024^g		1,966,300
		ONEOK, Inc.
	2,675,000	7.500%,9/1/2023		3,116,440
		Parsley Energy, LLC
	3,200,000	5.625%,10/15/2027^f		3,200,000
		Plains All American Pipeline, LP
	3,205,000	4.650%,10/15/2025		3,222,496
		Precision Drilling Corporation
	1,180,000	7.750%,12/15/2023		1,225,725
	1,350,000	5.250%,11/15/2024		1,265,625
	1,070,000	7.125%,1/15/2026^f		1,059,300
		Range Resources Corporation
	4,180,000	5.000%,3/15/2023		4,007,784


Principal Amount		Long-Term Fixed Income (90.8%)	Value
	Energy (15.8%) - continued
		Rowan Companies, Inc.
	$3,475,000	4.875%,6/1/2022		$3,162,250
		Sabine Pass Liquefaction, LLC
	2,085,000	5.625%,3/1/2025		2,239,211
	2,620,000	5.875%,6/30/2026		2,862,089
		Sanchez Energy Corporation
	1,310,000	6.125%,1/15/2023^g		955,481
	1,600,000	7.250%,2/15/2023^f,g		1,608,000
		Southwestern Energy Company
	4,285,000	7.500%,4/1/2026		4,327,850
		Sunoco, LP
	2,675,000	4.875%,1/15/2023^f		2,578,031
	1,090,000	5.500%,2/15/2026^f		1,051,850
		Tallgrass Energy Partners, LP
	6,460,000	5.500%,1/15/2028^f		6,516,525
		Transocean, Inc.
	1,070,000	7.500%,1/15/2026^f		1,053,950
	3,745,000	7.500%,4/15/2031		3,300,281
		Weatherford International, Ltd.
	2,095,000	7.750%,6/15/2021^g		1,953,588
	2,355,000	4.500%,4/15/2022^g		1,954,650
		Whiting Petroleum Corporation
	3,210,000	6.625%,1/15/2026^f,g		3,234,075
		Williams Companies, Inc.
	5,345,000	4.550%,6/24/2024		5,382,255
		WPX Energy, Inc.
	1,466,000	7.500%,8/1/2020		1,568,620
	2,670,000	8.250%,8/1/2023		2,990,400

		Total		131,277,361


	Financials (6.9%)
		Aircastle, Ltd.
	1,920,000	5.000%,4/1/2023		1,980,000
	3,407,000	4.125%,5/1/2024		3,355,895
		Ally Financial, Inc.
	4,170,000	4.125%,3/30/2020		4,185,637
	4,000,000	5.750%,11/20/2025		4,121,200
		ASP AMC Merger Sub, Inc.
	5,200,000	8.000%,5/15/2025^f		4,875,000
		Avolon Holdings, Ltd.
	1,070,000	5.500%,1/15/2023^f		1,056,967
		Centene Escrow Corporation
	4,440,000	6.125%,2/15/2024		4,620,708
		CyrusOne, LP
	1,870,000	5.000%,3/15/2024		1,872,338
		Drawbridge Special Opportunities Fund, LP
	3,785,000	5.000%,8/1/2021^f		3,837,365
		Icahn Enterprises, LP
	2,125,000	6.000%,8/1/2020		2,167,500
	1,870,000	6.250%,2/1/2022		1,902,725
	2,110,000	6.375%,12/15/2025		2,120,550
		MPT Operating Partnership, LP
	3,010,000	5.500%,5/1/2024		3,070,230
	1,340,000	5.000%,10/15/2027		1,313,602
		Park Aerospace Holdings, Ltd.
	1,605,000	5.250%,8/15/2022^f		1,572,419
	4,000,000	4.500%,3/15/2023^f		3,790,000
		Quicken Loans, Inc.
	5,855,000	5.750%,5/1/2025^f		5,840,363
	2,140,000	5.250%,1/15/2028^f		2,000,900
		VEREIT Operating Partnership, LP
	3,955,000	4.875%,6/1/2026		3,991,269

		Total		57,674,668


Principal Amount		Long-Term Fixed Income (90.8%)	Value
	Foreign Government (0.4%)
		Argentina Government International Bond
	$3,180,000	6.875%, 1/26/2027		$3,242,010

		Total		3,242,010


	Technology (6.1%)
		Alliance Data Systems Corporation
	6,880,000	5.375%, 8/1/2022^f		6,880,000
		Anixter, Inc.
	2,455,000	5.125%, 10/1/2021		2,525,581
		CommScope Technologies Finance, LLC
	4,775,000	6.000%, 6/15/2025^f		4,968,387
		Diamond Finance Corporation
	1,050,000	5.875%, 6/15/2021^f		1,074,938
	1,570,000	7.125%, 6/15/2024^f		1,675,975
		First Data Corporation
	1,910,000	7.000%, 12/1/2023^f		2,007,887
		Harland Clarke Holdings Corporation
	4,020,000	8.375%, 8/15/2022^f		4,090,350
		Inception Merger Sub, Inc.
	5,345,000	8.625%, 11/15/2024^f,g		5,278,188
		Iron Mountain, Inc.
	3,745,000	5.250%, 3/15/2028^f		3,524,981
		Plantronics, Inc.
	2,390,000	5.500%, 5/31/2023^f		2,369,207
		Seagate HDD Cayman
	4,540,000	4.750%, 1/1/2025		4,419,807
		Sensata Technologies BV
	4,870,000	4.875%, 10/15/2023^f		4,877,548
		SS&C Technologies Holdings, Inc.
	1,590,000	5.875%, 7/15/2023		1,675,065
		Western Digital Corporation
	5,000,000	4.750%, 2/15/2026		4,989,000

		Total		50,356,914


	Transportation (1.1%)
		United Continental Holdings, Inc.
	3,000,000	4.250%, 10/1/2022		2,940,000
		XPO Logistics, Inc.
	4,710,000	6.500%, 6/15/2022^f		4,857,188
	1,570,000	6.125%, 9/1/2023^f		1,621,025

		Total		9,418,213


	Utilities (4.3%)
		AES Corporation
	2,675,000	4.500%, 3/15/2023		2,723,685
	2,462,000	5.500%, 4/15/2025		2,545,092
		Covanta Holding Corporation
	1,850,000	6.375%, 10/1/2022		1,882,375
	1,600,000	5.875%, 7/1/2025		1,552,000
		Dynegy, Inc.
	3,745,000	8.125%, 1/30/2026^f		4,133,544
		Electricite de France SA
	2,500,000	5.250%, 1/29/2023^b,f,j		2,505,000
		Enterprise Products Operating, LLC
	3,129,000	5.481%, (LIBOR 3M + 3.708%), 3/19/2018^b		3,137,007
		NGPL Pipeco, LLC
	4,285,000	4.875%, 8/15/2027^f		4,220,725
		NRG Energy, Inc.
	1,600,000	6.250%, 5/1/2024		1,648,000
	3,310,000	7.250%, 5/15/2026		3,508,600
		Talen Energy Supply, LLC
	2,140,000	6.500%, 6/1/2025		1,508,700


Principal Amount		Long-Term Fixed Income (90.8%)	Value
	Utilities (4.3%) - continued
		TerraForm Power Operating, LLC
	$2,140,000	4.250%, 1/31/2023^f		$2,057,075
	2,140,000	5.000%, 1/31/2028^f		2,030,325
		Tesoro Logistics, LP
	2,000,000	5.250%, 1/15/2025		2,033,300

		Total		35,485,428



		Total Long-Term Fixed Income (cost $764,642,769)		756,062,818


Shares		Preferred Stock (0.9%)	Value
	Energy (0.2%)
	135,266	Crestwood Equity Partners, LP, 9.250%^d,j,k		1,285,027

		Total		1,285,027


	Financials (0.7%)
	1,600	Bank of America Corporation, Convertible, 7.250%^j		2,063,120
	53,000	Federal National Mortgage Association, 0.000%^g,j,k		304,750
	2,673	Wells Fargo & Company, Convertible, 7.500%^j		3,448,170

		Total		5,816,040



		Total Preferred Stock (cost $7,375,465)		7,101,067


Shares		Registered Investment Companies (0.5%)	Value
	Equity Funds/Exchange Traded Funds (0.5%)
	28,896	Energy Select Sector SPDR Fund		1,947,879
	58,250	SPDR S&P Oil & Gas Exploration & Production ETF^g		2,051,565

		Total		3,999,444



		Total Registered Investment Companies (cost $3,739,251)		3,999,444


Shares		Common Stock (<0.1%)	Value
	Consumer Discretionary (<0.1%)
	569	Lear Corporation		105,885

		Total		105,885


	Industrials (<0.1%)
	930,630	Abengoa SA, Class A^k		9,161
	9,928,936	Abengoa SA, Class B^k		122,171

		Total		131,332



		Total Common Stock (cost $366,031)		237,217


Shares		Collateral Held for Securities Loaned (6.8%)	Value
	56,156,813	Thrivent Cash Management Trust		56,156,813

		Total Collateral Held for Securities Loaned (cost $56,156,813)		56,156,813


Shares or Principal Amount		Short-Term Investments (3.3%)	Value
		Thrivent Core Short-Term Reserve Fund
	2,770,645	1.940%		$27,706,452

		Total Short-Term Investments (cost $27,706,452)		27,706,452

		Total Investments (cost $885,784,182) 105.3%		$876,600,221

		Other Assets and Liabilities, Net (5.3%)		(44,276,689)

		Total Net Assets 100.0%		$832,323,532

a	The stated interest rate represents the weighted average of all contracts within the bank loan facility.

c	Denotes payment-in-kind security. The security paid an interest or dividend payment with additional fixed income or equity securities in lieu of, or in addition to a cash payment. The cash rate and/or payment-in-kind rate shown are as of March 29, 2018.

d	Security is valued using significant unobservable inputs. Further information on valuation can be found in the Notes to Financial Statements.

e	Denotes step coupon securities. Step coupon securities pay an initial coupon rate for the first period and then different coupon rates for following periods. The rate shown is as of March 29, 2018.

g	All or a portion of the security is on loan.

h	Defaulted security. Interest is not being accrued.

i	In bankruptcy. Interest is not being accrued.

j	Denotes perpetual securities. Perpetual securities pay an indefinite stream of interest and have no contractual maturity date. Date shown, if applicable, is next call date.

k	Non-income producing security.

Denotes restricted securities. Restricted securities are investment securities which cannot be offered for public sale without first being registered under the Securities Act of 1933. The value of all restricted securities held in High Yield Portfolio as of March 29, 2018 was $9,142,494 or 1.1% of total net assets. The following table indicates the acquisition date and cost of restricted securities shown in the schedule as of March 29, 2018.


Security	Acquisition Date		Cost
Digicel, Ltd., 4/15/2021		3/19/2013	$	5,688,663
Midwest Vanadium, Pty. Ltd., 2/15/2019		2/9/2011		3,028,997
Seminole Indian Tribe of Florida, 10/1/2020		7/8/2010		2,036,608
Tunica-Biloxi Gaming Authority, 12/15/2020		11/8/2005		4,868,252


Securities Lending Transactions
Common Stock	$	1,947,666
Taxable Debt Security		51,831,423
Preferred Stock		289,225
Total lending	$	54,068,314
Gross amount payable upon return of collateral for securities loaned	$	56,156,813
Net amounts due to counterparty	$	2,088,499

Definitions:


ETF	-	Exchange Traded Fund
PIK	-	Payment-In-Kind
Ser.	-	Series
SPDR	-	S&P Depository Receipts, which are exchange-traded funds traded in the U.S., Europe, and Asia-Pacific and managed by State Street Global Advisors.


Reference Rate Index:
LIBOR 1M	-	ICE Libor USD Rate 1 Month
LIBOR 3M	-	ICE Libor USD Rate 3 Month

The following table is a summary of the inputs used, as of March 29, 2018, in valuing High Yield Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

A summary of transactions (in thousands) for the fiscal year to date, in High Yield Portfolio, is as follows:


Principal Amount		Bank Loans (2.1%)^a	Value
	Basic Materials (0.1%)
		Arch Coal, Inc., Term Loan
	$253,083	5.127%, (LIBOR 1M + 3.250%), 3/7/2024^b		$253,925
		Big River Steel, LLC, Term Loan
	243,775	7.302%, (LIBOR 3M + 5.000%), 8/15/2023^b,c		246,822
		Contura Energy, Inc., Term Loan
	217,125	6.880%, (LIBOR 1M + 5.000%), 3/17/2024^b		216,448
		Ineos Finance, LLC, Term Loan
	184,538	3.877%, (LIBOR 1M + 2.000%), 3/31/2024^b		184,907
		Peabody Energy Corporation, Term Loan
	275,472	5.377%, (LIBOR 1M + 3.500%), 3/31/2022^b		275,816
		Tronox Finance, LLC, Term Loan
	218,638	5.302%, (LIBOR 3M + 3.000%), 9/14/2024^b		220,505
	504,549	5.302%, (LIBOR 3M + 3.000%), 9/14/2024^b		508,858

		Total		1,907,281


	Capital Goods (0.2%)
		Advanced Disposal Services, Inc., Term Loan
	471,637	3.981%, (LIBOR 1W + 2.250%), 11/10/2023^b		472,669
		Cortes NP Intermediate Holding II Corporation, Term Loan
	629,599	5.670%, (LIBOR 1M + 4.000%), 11/30/2023^b		631,960
		Sterigenics-Nordion Holdings, LLC, Term Loan
	1,275,937	4.877%, (LIBOR 1M + 3.000%), 5/15/2022^b		1,275,146

		Total		2,379,775


	Communications Services (0.7%)
		Altice Financing SA, Term Loan
	218,350	4.470%, (LIBOR 3M + 2.750%), 7/15/2025^b		213,710
	14,962	4.470%, (LIBOR 3M + 2.750%), 10/6/2026^b		14,673
		Cengage Learning Acquisitions, Term Loan
	829,810	6.036%, (LIBOR 1M + 4.250%), 6/7/2023^b		753,617
		CenturyLink, Inc., Term Loan
	668,325	4.627%, (LIBOR 1M + 2.750%), 1/31/2025^b,d,e		656,770
		Frontier Communications Corporation, Term Loan
	446,625	5.630%, (LIBOR 1M + 3.750%), 6/1/2024^b		440,207
		Hargray Communications Group, Inc., Term Loan
	74,812	4.877%, (LIBOR 3M + 3.000%), 5/16/2024^b,d,e		74,975
		Hargray Merger Subsidiary Corporation, Term Loan
	283,136	4.877%, (LIBOR 1M + 3.000%), 3/24/2024^b		283,756


Principal Amount		Bank Loans (2.1%)^a	Value
	Communications Services (0.7%) - continued
		Intelsat Jackson Holdings SA, Term Loan
	$300,000	5.706%, (LIBOR 3M + 3.750%), 11/27/2023^b		$300,000
		Level 3 Financing, Inc., Term Loan
	800,000	4.111%, (LIBOR 1M + 2.250%), 2/22/2024^b		801,376
		Liberty Cablevision of Puerto Rico, LLC, Term Loan
	380,000	5.220%, (LIBOR 3M + 3.500%), 1/7/2022^b		368,045
		McGraw-Hill Global Education Holdings, LLC, Term Loan
	749,113	5.877%, (LIBOR 1M + 4.000%), 5/4/2022^b		739,187
		NEP/NCP Holdco, Inc., Term Loan
	534,572	5.552%, (LIBOR 1M + 3.250%), 7/21/2022^b		536,133
		Radiate Holdco, LLC, Term Loan
	992,494	4.877%, (LIBOR 1M + 3.000%), 2/1/2024^b		986,291
		Sable International Finance, Ltd., Term Loan
	975,000	5.127%, (LIBOR 1M + 3.250%), 2/6/2026^b		977,437
		SFR Group SA, Term Loan
	198,500	4.522%, (LIBOR 3M + 2.750%), 6/22/2025^b		192,049
		Sprint Communications, Inc., Term Loan
	955,350	4.438%, (LIBOR 1M + 2.500%), 2/2/2024^b		954,949
		Univision Communications, Inc., Term Loan
	1,578,457	4.627%, (LIBOR 1M + 2.750%), 3/15/2024^b		1,551,497
		Virgin Media Bristol, LLC, Term Loan
	580,000	4.277%, (LIBOR 1M + 2.500%), 1/31/2026^b		582,842
		WideOpenWest Finance, LLC, Term Loan
	333,325	5.104%, (LIBOR 1M + 3.250%), 8/6/2023^b		325,619

		Total		10,753,133


	Consumer Cyclical (0.3%)
		Burlington Coat Factory Warehouse Corporation, Term Loan
	447,750	4.380%, (LIBOR 1M + 2.500%), 11/9/2024^b		448,198
		Golden Entertainment, Inc., Term Loan
	613,462	4.880%, (LIBOR 1M + 3.000%), 8/15/2024^b		616,150
		Golden Nugget, Inc., Term Loan
	511,106	4.979%, (LIBOR 2M + 3.250%), 10/4/2023^b		515,516
		Mohegan Tribal Gaming Authority, Term Loan
	673,782	5.877%, (LIBOR 1M + 4.000%), 10/13/2023^b		671,680
		Scientific Games International, Inc., Term Loan
	900,000	4.722%, (LIBOR 1M + 2.750%), 8/14/2024^b		902,862


Principal Amount		Bank Loans (2.1%)^a	Value
	Consumer Cyclical (0.3%) - continued
		Stars Group Holdings BV, Term Loan
	$1,517,100	5.802%, (LIBOR 3M + 3.500%), 8/1/2021^b		$1,523,168

		Total		4,677,574


	Consumer Non-Cyclical (0.4%)
		Air Medical Group Holdings, Inc., Term Loan
	788,025	4.936%, (LIBOR 3M + 3.250%), 4/28/2022^b		790,760
	194,513	6.015%, (LIBOR 3M + 4.250%), 9/26/2024^b		196,094
		Albertson’s, LLC, Term Loan
	189,423	4.627%, (LIBOR 1M + 2.750%), 8/25/2021^b		186,990
	285,000	5.292%, (LIBOR 3M + 3.000%), 12/21/2022^b		281,874
	516,915	4.956%, (LIBOR 3M + 3.000%), 6/22/2023^b		509,807
		Anmeal Pharmaceuticals LLC, Term Loan
	350,000	0.000%, (LIBOR 3M + 3.500%), 3/23/2025^b,c,d,e		350,000
		CHS/Community Health Systems, Inc., Term Loan
	446,370	4.984%, (LIBOR 3M + 3.000%), 1/27/2021^b		428,453
		Endo Luxembourg Finance Company I SARL., Term Loan
	538,643	6.188%, (LIBOR 1M + 4.250%), 4/27/2024^b		537,070
		JBS USA LUX SA, Term Loan
	796,950	4.678%, (LIBOR 3M + 2.500%), 10/30/2022^b		794,129
		MPH Acquisition Holdings, LLC, Term Loan
	416,588	5.052%, (LIBOR 3M + 2.750%), 6/7/2023^b		418,254
		Ortho-Clinical Diagnostics, Inc., Term Loan
	706,700	5.627%, (LIBOR 1M + 3.750%), 6/30/2021^b		712,177
		Revlon Consumer Products Corporation, Term Loan
	296,985	5.377%, (LIBOR 1M + 3.500%), 9/7/2023^b		232,516
		Valeant Pharmaceuticals International, Inc., Term Loan
	702,812	5.240%, (LIBOR 1M + 3.500%), 4/1/2022^b		709,974

		Total		6,148,098


	Energy (<0.1%)
		Houston Fuel Oil Terminal, LLC, Term Loan
	456,463	5.800%, (LIBOR 3M + 3.500%), 8/19/2021^b		460,744
		MRC Global US, Inc., Term Loan
	184,537	7.250%, (LIBOR 1M + 3.500%), 9/15/2024^b		185,922

		Total		646,666


Principal Amount		Bank Loans (2.1%)^a	Value
	Financials (0.1%)
		ASP AMC Merger Sub, Inc., Term Loan
	$639,236	5.802%, (LIBOR 3M + 3.500%), 4/13/2024^b		$640,834
		Avolon TLB Borrower 1 US, LLC, Term Loan
	535,950	4.072%, (LIBOR 1M + 2.250%), 4/3/2022^b		536,116

		Total		1,176,950


	Technology (0.2%)
		First Data Corporation, Term Loan
	975,000	4.122%, (LIBOR 1M + 2.250%), 4/26/2024^b		976,102
		Harland Clarke Holdings Corporation, Term Loan
	527,552	7.052%, (LIBOR 3M + 4.750%), 10/31/2023^b		531,656
		Rackspace Hosting, Inc., Term Loan
	541,223	4.787%, (LIBOR 3M + 3.000%), 11/3/2023^b		538,940
		TNS, Inc., Term Loan
	352,068	5.780%, (LIBOR 3M + 4.000%), 8/14/2022^b		353,388
		Western Digital Corporation, Term Loan
	588,398	3.877%, (LIBOR 1M + 2.000%), 4/29/2023^b		591,234

		Total		2,991,320


	Transportation (0.1%)
		Arctic LNG Carriers, Ltd., Term Loan
	714,600	6.377%, (LIBOR 1M + 4.500%), 5/18/2023^b		719,959

		Total		719,959



		Total Bank Loans (cost $31,400,397)		31,400,756


Principal Amount		Long-Term Fixed Income (92.8%)	Value
	Asset-Backed Securities (1.8%)
		Babson CLO, Ltd.
	3,250,000	2.881%, (LIBOR 3M + 1.150%), 10/17/2026, Ser. 2014-IIA, Class AR^*,b		3,250,488
		Carlyle Global Market Strategies CLO, Ltd.
	2,600,000	2.922%, (LIBOR 3M + 1.200%), 10/15/2026, Ser. 2014-4A, Class A1R^*,b		2,600,460
		Cent CLO 22, Ltd.
	3,200,000	3.204%, (LIBOR 3M + 1.410%), 11/7/2026, Ser. 2014-22A, Class A1R^*,b		3,201,930
		Delta Air Lines, Inc.
	1,559,866	4.250%, 7/30/2023		1,583,264
		Dryden 34 Senior Loan Fund CLO
	3,250,000	2.882%, (LIBOR 3M + 1.160%), 10/15/2026, Ser. 2014-34A, Class AR^*,b		3,250,770


Principal Amount		Long-Term Fixed Income (92.8%)	Value
	Asset-Backed Securities (1.8%) - continued
		GMAC Mortgage Corporation Loan Trust
	$602,181	2.372%, (LIBOR 1M + 0.500%), 8/25/2035, Ser. 2005-HE1, Class A2^b,f		$636,579
	1,233,035	2.052%, (LIBOR 1M + 0.180%), 12/25/2036, Ser. 2006-HE4, Class A1^b,f		1,196,285
		IndyMac Seconds Asset-Backed Trust
	381,750	2.212%, (LIBOR 1M + 0.340%), 10/25/2036, Ser. 2006-2B, Class A^b,f		229,117
		Magnetite XII, Ltd.
	3,200,000	3.052%, (LIBOR 3M + 1.330%), 4/15/2027, Ser. 2015-12A, Class AR^*,b		3,216,279
		Renaissance Home Equity Loan Trust
	1,846,516	5.746%, 5/25/2036, Ser. 2006-1, Class AF6^g		1,336,189
		Shackleton, Ltd.
	3,200,000	3.092%, (LIBOR 3M + 1.370%), 4/15/2027, Ser. 2015-7A, Class AR^*,b		3,200,835
		Symphony CLO XV, Ltd.
	3,200,000	2.911%, (LIBOR 3M + 1.180%), 10/17/2026, Ser. 2014-15A, Class AR^*,b		3,200,752

		Total		26,902,948


	Basic Materials (4.5%)
		Anglo American Capital plc
	3,200,000	3.625%, 9/11/2024^h		3,081,414
	5,100,000	4.750%, 4/10/2027^h		5,156,062
		ArcelorMittal SA
	5,100,000	6.125%, 6/1/2025		5,546,250
		Braskem Netherlands Finance BV
	3,850,000	4.500%, 1/10/2028^h		3,747,590
		Chemours Company
	640,000	5.375%, 5/15/2027		641,600
		Cleveland-Cliffs, Inc.
	640,000	5.750%, 3/1/2025^h		611,200
		Dow Chemical Company
	2,570,000	4.250%, 11/15/2020		2,636,227
	1,920,000	3.000%, 11/15/2022		1,884,573
		First Quantum Minerals, Ltd.
	640,000	6.500%, 3/1/2024^h		606,400
		Glencore Funding, LLC
	3,180,000	4.125%, 5/30/2023^h		3,200,734
	2,880,000	4.000%, 3/27/2027^h		2,778,436
		International Paper Company
	2,240,000	3.000%, 2/15/2027		2,070,284
		Kinross Gold Corporation
	1,280,000	5.950%, 3/15/2024		1,372,800
	5,220,000	4.500%, 7/15/2027^h		5,111,946
		Krayton Polymers, LLC
	640,000	7.000%, 4/15/2025^h		662,400
		LyondellBasell Industries NV
	1,900,000	6.000%, 11/15/2021		2,050,639
		Novelis Corporation
	1,280,000	5.875%, 9/30/2026^h		1,260,800
		Packaging Corporation of America
	2,700,000	2.450%, 12/15/2020		2,656,932
		Sherwin-Williams Company
	1,600,000	3.450%, 6/1/2027		1,529,272


Principal Amount		Long-Term Fixed Income (92.8%)	Value
	Basic Materials (4.5%) - continued
		Teck Resources, Ltd.
	$6,420,000	6.125%, 10/1/2035		$6,805,200
		Vale Overseas, Ltd.
	406,000	4.375%, 1/11/2022		416,556
	1,920,000	6.250%, 8/10/2026		2,150,976
	1,900,000	6.875%, 11/21/2036		2,234,780
		Westlake Chemical Corporation
	3,200,000	3.600%, 8/15/2026		3,088,300
		WestRock Company
	2,550,000	3.750%, 3/15/2025^h		2,542,702
		Weyerhaeuser Company
	2,570,000	7.375%, 3/15/2032		3,391,695
		Yara International ASA
	50,000	7.875%, 6/11/2019^h		52,702

		Total		67,288,470


	Capital Goods (3.1%)
		AECOM
	1,230,000	5.875%, 10/15/2024		1,286,888
		Ashtead Capital, Inc.
	640,000	4.125%, 8/15/2025^h		614,400
		BAE Systems plc
	1,970,000	4.750%, 10/11/2021^h		2,064,692
		Berry Global, Inc.
	960,000	4.500%, 2/15/2026^h		908,400
		Bombardier, Inc.
	1,280,000	7.500%, 3/15/2025^h		1,313,600
		CNH Industrial Capital, LLC
	2,560,000	4.875%, 4/1/2021		2,633,600
		CNH Industrial NV
	3,175,000	3.850%, 11/15/2027		3,080,261
		Crown Cork & Seal Company, Inc.
	1,280,000	7.375%, 12/15/2026		1,427,200
		General Electric Capital Corporation
	3,200,000	3.125%, (LIBOR 3M + 1.000%), 3/15/2023^b		3,193,773
		Huntington Ingalls Industries, Inc.
	3,800,000	3.483%, 12/1/2027^h		3,652,560
		Jeld-Wen, Inc.
	640,000	4.625%, 12/15/2025^h		614,400
		L3 Technologies, Inc.
	2,560,000	4.750%, 7/15/2020		2,640,837
	1,280,000	4.950%, 2/15/2021		1,333,728
	1,280,000	3.950%, 5/28/2024		1,287,020
	800,000	3.850%, 12/15/2026		790,337
		Northrop Grumman Corporation
	2,250,000	3.250%, 1/15/2028		2,146,146
		Owens-Brockway Glass Container, Inc.
	1,000,000	5.875%, 8/15/2023^h		1,035,000
		Republic Services, Inc.
	3,170,000	3.550%, 6/1/2022		3,200,961
		Roper Technologies, Inc.
	1,920,000	3.125%, 11/15/2022		1,898,386
	2,240,000	3.800%, 12/15/2026		2,229,332
		Textron, Inc.
	1,280,000	4.300%, 3/1/2024		1,323,148
	630,000	3.875%, 3/1/2025		631,929
	2,560,000	3.650%, 3/15/2027		2,507,790
		United Rentals North America, Inc.
	1,250,000	5.500%, 7/15/2025		1,279,687
		Waste Management, Inc.
	3,140,000	4.100%, 3/1/2045		3,158,725

		Total		46,252,800


Principal Amount		Long-Term Fixed Income (92.8%)	Value
	Collateralized Mortgage Obligations (0.5%)
		CitiMortgage Alternative Loan Trust
	$1,182,537	5.750%, 4/25/2037, Ser. 2007-A4, Class 1A5		$1,115,016
		Countrywide Alternative Loan Trust
	1,517,887	6.000%, 1/25/2037, Ser. 2006-39CB, Class 1A16		1,484,320
		Deutsche Alt-A Securities, Inc., Mortgage Loan Trust
	1,589,955	2.053%, (12 MTA + 0.770%), 4/25/2047, Ser. 2007-OA2, Class A1^b		1,465,624
		Wachovia Mortgage Loan Trust, LLC
	904,936	3.686%, 5/20/2036, Ser. 2006-A, Class 2A1^b		818,081
		WaMu Mortgage Pass Through Certificates
	367,228	2.162%, (LIBOR 1M + 0.290%), 10/25/2045, Ser. 2005-AR13, Class A1A1^b		366,909
		Washington Mutual Mortgage Pass Through Certificates Trust
	2,751,680	2.033%, (12 MTA + 0.750%), 2/25/2047, Ser. 2007-OA3, Class 2A^b		2,314,224

		Total		7,564,174


	Communications Services (9.1%)
		21st Century Fox America, Inc.
	1,900,000	7.625%, 11/30/2028		2,459,258
		American Tower Corporation
	3,500,000	3.450%, 9/15/2021		3,506,025
	2,560,000	3.125%, 1/15/2027		2,344,407
		AT&T, Inc.
	3,190,000	4.450%, 4/1/2024		3,291,292
	5,250,000	3.400%, 8/14/2024		5,274,041
	1,240,000	3.400%, 5/15/2025		1,194,147
	5,120,000	4.250%, 3/1/2027		5,172,460
	3,175,000	3.900%, 8/14/2027		3,194,727
	2,643,000	4.300%, 2/15/2030^h		2,629,884
	2,250,000	4.900%, 8/14/2037		2,266,614
	3,190,000	4.300%, 12/15/2042		2,956,352
	3,200,000	4.750%, 5/15/2046		3,102,738
	3,200,000	5.450%, 3/1/2047		3,390,930
		CCO Holdings, LLC
	1,280,000	5.500%, 5/1/2026^h		1,252,800
		Charter Communications Operating, LLC
	1,920,000	4.464%, 7/23/2022		1,961,994
	5,675,000	6.484%, 10/23/2045		6,220,187
		Comcast Corporation
	2,867,000	4.049%, 11/1/2052		2,698,663
	3,740,000	3.375%, 8/15/2025		3,656,994
	605,000	6.400%, 5/15/2038		768,631
		Cox Communications, Inc.
	3,200,000	3.350%, 9/15/2026^h		3,044,895
	560,000	4.800%, 2/1/2035^h		548,841
	2,405,000	4.700%, 12/15/2042^h		2,255,929
		Crown Castle International Corporation
	960,000	3.400%, 2/15/2021		963,479
	4,160,000	5.250%, 1/15/2023		4,419,189
	2,200,000	3.150%, 7/15/2023		2,132,273
		Digicel, Ltd.
	1,280,000	6.000%, 4/15/2021^*		1,201,600


Principal Amount		Long-Term Fixed Income (92.8%)	Value
	Communications Services (9.1%) - continued
		Discovery Communications, LLC
	$1,600,000	4.900%,3/11/2026		$1,657,553
	3,840,000	5.200%,9/20/2047		3,825,434
		Gray Television, Inc.
	640,000	5.125%,10/15/2024^h		619,200
		Level 3 Financing, Inc.
	1,280,000	5.125%,5/1/2023		1,256,000
	640,000	5.250%,3/15/2026		603,200
		Omnicom Group, Inc.
	4,245,000	4.450%,8/15/2020		4,372,497
	940,000	3.650%,11/1/2024		933,256
		Outdoor Americas Capital, LLC
	640,000	5.625%,2/15/2024		641,664
		Scripps Networks Interactive, Inc.
	1,830,000	3.500%,6/15/2022		1,820,318
		SES Global Americas Holdings GP
	3,180,000	2.500%,3/25/2019^h		3,159,712
		SFR Group SA
	1,280,000	6.000%,5/15/2022^h		1,251,200
		Sprint Communications, Inc.
	1,290,000	7.000%,3/1/2020^h		1,354,500
		Sprint Corporation
	960,000	7.125%,6/15/2024		936,000
		Telecom Italia SPA
	3,200,000	5.303%,5/30/2024^h		3,256,000
		Telefonica Emisiones SAU
	3,200,000	4.665%,3/6/2038		3,232,199
		Time Warner Cable, Inc.
	3,800,000	4.125%,2/15/2021		3,840,549
		Time Warner Entertainment Company, LP
	3,620,000	8.375%,3/15/2023		4,295,075
		Time Warner, Inc.
	1,210,000	4.750%,3/29/2021		1,263,382
		Verizon Communications, Inc.
	2,740,000	3.500%,11/1/2024		2,711,054
	1,920,000	5.250%,3/16/2037		2,067,129
	3,830,000	4.862%,8/21/2046		3,858,569
	5,457,000	4.522%,9/15/2048		5,248,614
		Viacom, Inc.
	4,500,000	6.875%,4/30/2036		5,343,113
		Virgin Media Secured Finance plc
	1,280,000	5.250%,1/15/2026^h		1,232,000
		Vodafone Group plc
	1,910,000	2.500%,9/26/2022		1,834,931
	1,270,000	4.375%,2/19/2043		1,200,042
		WMG Acquisition Corporation
	640,000	5.500%,4/15/2026^h		643,200
		Zayo Group, LLC
	1,280,000	5.750%,1/15/2027^h		1,249,600

		Total		135,614,341


	Consumer Cyclical (3.8%)
		Amazon.com, Inc.
	1,600,000	3.150%,8/22/2027^h		1,542,667
	4,480,000	4.050%,8/22/2047^h		4,447,104
		American Axle & Manufacturing, Inc.
	640,000	6.250%,4/1/2025ⁱ		638,400
		Cinemark USA, Inc.
	640,000	4.875%,6/1/2023		631,872
		Dana, Inc.
	640,000	6.000%,9/15/2023		661,440
		Ford Motor Credit Company, LLC
	1,700,000	2.597%,11/4/2019		1,686,290
	1,900,000	3.470%,4/5/2021		1,897,076


Principal Amount		Long-Term Fixed Income (92.8%)	Value
	Consumer Cyclical (3.8%) - continued
	$2,575,000	4.250%, 9/20/2022		$2,613,390
	1,850,000	3.096%, 5/4/2023		1,777,232
		General Motors Company
	1,230,000	5.000%, 4/1/2035		1,217,012
		General Motors Financial Company, Inc.
	3,100,000	3.450%, 4/10/2022		3,073,761
	3,830,000	3.700%, 5/9/2023		3,800,842
	2,510,000	4.000%, 1/15/2025		2,473,405
		Hanesbrands, Inc.
	640,000	4.625%, 5/15/2024^h		626,400
		Hertz Corporation
	640,000	7.625%, 6/1/2022^h		647,200
		Home Depot, Inc.
	960,000	2.125%, 9/15/2026		868,030
	3,180,000	4.250%, 4/1/2046		3,319,642
		Hyundai Capital America
	1,850,000	3.000%, 3/18/2021^h		1,827,706
	3,850,000	2.450%, 6/15/2021^h		3,744,371
		Hyundai Capital Services, Inc.
	1,920,000	3.000%, 3/6/2022^h		1,873,738
		L Brands, Inc.
	620,000	5.625%, 2/15/2022		643,250
		Lennar Corporation
	2,005,000	2.950%, 11/29/2020^h		1,955,075
		Live Nation Entertainment, Inc.
	1,280,000	4.875%, 11/1/2024^h		1,248,000
		Macy’s Retail Holdings, Inc.
	1,900,000	6.790%, 7/15/2027		2,036,836
	1,275,000	6.700%, 9/15/2028		1,351,140
		Mattamy Group Corporation
	640,000	6.500%, 10/1/2025^h		646,400
		McDonald’s Corporation
	3,175,000	4.450%, 3/1/2047		3,277,982
		MGM Growth Properties Operating Partnership, LP
	640,000	4.500%, 9/1/2026		611,200
		Scientific Games International, Inc.
	640,000	5.000%, 10/15/2025^h		622,400
		Six Flags Entertainment Corporation
	640,000	4.875%, 7/31/2024^h		623,200
		Visa, Inc.
	2,860,000	3.150%, 12/14/2025		2,803,424
		Yum! Brands, Inc.
	640,000	5.000%, 6/1/2024^h		636,000

		Total		55,822,485


	Consumer Non-Cyclical (10.4%)
		Abbott Laboratories
	5,120,000	3.750%, 11/30/2026		5,089,327
	1,440,000	4.750%, 11/30/2036		1,548,874
	2,500,000	6.000%, 4/1/2039		3,026,829
	1,920,000	4.900%, 11/30/2046		2,101,513
		AbbVie, Inc.
	4,460,000	3.200%, 5/14/2026		4,242,364
	3,150,000	4.500%, 5/14/2035		3,222,060
	3,150,000	4.700%, 5/14/2045		3,242,841
		Amgen, Inc.
	7,700,000	3.200%, 11/2/2027		7,290,593
	1,920,000	4.400%, 5/1/2045		1,913,950
		Anheuser-Busch InBev Finance, Inc.
	2,570,000	3.300%, 2/1/2023		2,570,567
	4,470,000	3.650%, 2/1/2026		4,440,749
	3,210,000	4.700%, 2/1/2036		3,391,890


Principal Amount		Long-Term Fixed Income (92.8%)	Value
	Consumer Non-Cyclical (10.4%) - continued
		Anheuser-Busch InBev Worldwide, Inc.
	$1,320,000	3.750%, 1/15/2022		$1,346,003
	1,275,000	3.500%, 1/12/2024^e		1,283,443
	3,825,000	4.000%, 4/13/2028^e		3,869,822
	5,100,000	4.600%, 4/15/2048^e		5,266,007
		BAT Capital Corporation
	960,000	2.297%, 8/14/2020^h		941,103
	3,200,000	3.222%, 8/15/2024^h		3,083,848
		Becton, Dickinson and Company
	2,700,000	2.944%, (LIBOR 3M + 0.875%), 12/29/2020^b		2,702,858
	3,120,000	3.125%, 11/8/2021		3,069,262
	1,920,000	3.363%, 6/6/2024		1,847,216
	1,920,000	3.734%, 12/15/2024		1,886,975
		Boston Scientific Corporation
	2,660,000	3.375%, 5/15/2022		2,650,805
		Bunge, Ltd. Finance Corporation
	2,530,000	8.500%, 6/15/2019		2,687,950
	1,920,000	3.500%, 11/24/2020		1,926,291
		Campbell Soup Company
	3,200,000	3.950%, 3/15/2025		3,183,191
		Cardinal Health, Inc.
	1,280,000	3.079%, 6/15/2024		1,220,618
		Celgene Corporation
	1,910,000	3.250%, 8/15/2022		1,880,737
		Constellation Brands, Inc.
	640,000	3.500%, 5/9/2027		615,297
		CVS Health Corporation
	1,870,000	4.750%, 12/1/2022		1,958,078
	3,175,000	4.100%, 3/25/2025		3,194,744
	1,600,000	3.875%, 7/20/2025		1,585,235
	5,000,000	4.780%, 3/25/2038		5,059,263
		Forest Laboratories, Inc.
	2,550,000	5.000%, 12/15/2021^h		2,661,306
		H. J. Heinz Company
	3,120,000	3.500%, 7/15/2022		3,113,143
	1,860,000	5.200%, 7/15/2045		1,887,329
		HCA, Inc.
	1,920,000	4.750%, 5/1/2023		1,941,600
		Imperial Tobacco Finance plc
	2,190,000	3.750%, 7/21/2022^h		2,197,923
		JBS USA, LLC
	630,000	7.250%, 6/1/2021^h		635,513
		Johnson & Johnson
	3,200,000	2.900%, 1/15/2028		3,073,291
		Kraft Heinz Foods Company
	1,280,000	3.000%, 6/1/2026		1,180,754
		Kroger Company
	3,200,000	2.650%, 10/15/2026		2,887,517
		Mallinckrodt International Finance SA
	640,000	5.625%, 10/15/2023^h,i		512,000
		Mylan, Inc.
	1,920,000	3.125%, 1/15/2023^h		1,857,272
	2,240,000	4.550%, 4/15/2028^e,h		2,236,024
		Newell Rubbermaid, Inc.
	2,700,000	3.850%, 4/1/2023		2,693,811
		Pernod Ricard SA
	3,130,000	5.750%, 4/7/2021^h		3,356,796
		Post Holdings, Inc.
	960,000	5.750%, 3/1/2027^h		948,000
		Reckitt Benckiser Treasury Services plc
	1,280,000	2.750%, 6/26/2024^h		1,219,907


Principal Amount		Long-Term Fixed Income (92.8%)	Value
	Consumer Non-Cyclical (10.4%) - continued
	$1,600,000	3.000%, 6/26/2027^h		$1,504,859
		Reynolds American, Inc.
	1,560,000	5.850%, 8/15/2045		1,822,020
		Shire Acquisitions Investments Ireland Designated Activity Company
	3,200,000	2.875%, 9/23/2023		3,053,805
		Smithfield Foods, Inc.
	7,500,000	2.650%, 10/3/2021^h		7,179,610
		Teva Pharmaceutical Finance Netherlands III BV
	3,150,000	6.000%, 4/15/2024^h		3,057,846
	3,830,000	3.150%, 10/1/2026		3,072,659
		Thermo Fisher Scientific, Inc.
	3,830,000	3.000%, 4/15/2023		3,737,314
	1,280,000	2.950%, 9/19/2026		1,194,139
		Tyson Foods, Inc.
	1,280,000	3.550%, 6/2/2027		1,227,437
		VPII Escrow Corporation
	640,000	7.500%, 7/15/2021^h		644,800
		Whirlpool Corporation
	2,605,000	3.700%, 3/1/2023		2,626,226

		Total		154,863,204


	Energy (10.2%)
		Andeavor Logistics, LP
	2,550,000	3.500%, 12/1/2022		2,505,104
		BP Capital Markets plc
	2,490,000	3.814%, 2/10/2024		2,539,311
	1,590,000	3.119%, 5/4/2026		1,538,040
	2,560,000	3.017%, 1/16/2027		2,441,320
		Canadian Natural Resources, Ltd.
	1,600,000	3.850%, 6/1/2027		1,563,563
	1,600,000	6.250%, 3/15/2038		1,929,352
		Cenovus Energy, Inc.
	3,200,000	5.250%, 6/15/2037		3,199,835
	3,200,000	6.750%, 11/15/2039		3,681,673
	2,104,000	5.200%, 9/15/2043		2,038,840
		Centennial Resource Production, LLC
	640,000	5.375%, 1/15/2026^h		628,000
		Cheniere Corpus Christi Holdings, LLC
	960,000	5.125%, 6/30/2027		952,800
		Concho Resources, Inc.
	3,200,000	4.875%, 10/1/2047		3,393,630
		Continental Resources, Inc.
	1,280,000	3.800%, 6/1/2024		1,232,000
		El Paso Pipeline Partners Operating Company, LLC
	3,850,000	5.000%, 10/1/2021		4,015,914
	1,280,000	4.700%, 11/1/2042		1,191,659
		Enbridge Energy Partners, LP
	2,550,000	5.200%, 3/15/2020		2,631,915
	1,920,000	7.375%, 10/15/2045		2,477,035
		Enbridge, Inc.
	1,600,000	3.700%, 7/15/2027		1,532,685
		Energy Transfer Equity, LP
	935,000	5.500%, 6/1/2027		937,337
		Energy Transfer Partners, LP
	4,480,000	4.200%, 4/15/2027		4,322,142
		EnLink Midstream Partners, LP
	1,280,000	4.150%, 6/1/2025		1,243,406
	960,000	4.850%, 7/15/2026		969,354
		Enterprise Products Operating, LLC
	1,930,000	6.650%, 4/15/2018		1,932,173


Principal Amount		Long-Term Fixed Income (92.8%)	Value
	Energy (10.2%) - continued
	$2,490,000	3.700%, 2/15/2026		$2,465,998
	3,200,000	4.875%, 8/16/2077^b		3,139,200
		EQT Corporation
	1,280,000	3.000%, 10/1/2022		1,243,351
	4,400,000	3.900%, 10/1/2027		4,214,088
		Hess Corporation
	3,200,000	7.300%, 8/15/2031		3,834,647
		Hornbeck Offshore Services, Inc.
	1,560,000	5.000%, 3/1/2021		850,200
		Kinder Morgan, Inc.
	1,280,000	5.000%, 2/15/2021^h		1,329,133
	3,175,000	5.200%, 3/1/2048		3,190,964
		Marathon Oil Corporation
	3,200,000	4.400%, 7/15/2027		3,247,011
		Marathon Petroleum Corporation
	3,220,000	6.500%, 3/1/2041		3,941,898
		MPLX, LP
	2,550,000	4.875%, 6/1/2025		2,661,223
	1,920,000	5.200%, 3/1/2047		2,003,032
		Murphy Oil Corporation
	640,000	5.750%, 8/15/2025		630,400
		Nabors Industries, Inc.
	640,000	5.750%, 2/1/2025^h		604,000
		NiSource Finance Corporation
	1,920,000	4.375%, 5/15/2047		1,924,483
		Noble Energy, Inc.
	3,200,000	6.000%, 3/1/2041		3,658,520
	1,280,000	5.050%, 11/15/2044		1,335,785
		ONEOK Partners, LP
	3,500,000	3.800%, 3/15/2020		3,526,354
		ONEOK, Inc.
	2,900,000	7.500%, 9/1/2023		3,378,570
		Petrobras Global Finance BV
	4,480,000	5.299%, 1/27/2025^h		4,424,000
	1,920,000	7.375%, 1/17/2027		2,078,400
		Petroleos Mexicanos
	960,000	5.375%, 3/13/2022		996,000
	1,920,000	4.625%, 9/21/2023		1,921,939
		Phillips 66
	1,950,000	3.900%, 3/15/2028		1,941,541
		Pioneer Natural Resources Company
	3,150,000	3.950%, 7/15/2022		3,200,977
		Plains All American Pipeline, LP
	2,700,000	5.000%, 2/1/2021		2,788,694
	3,200,000	3.650%, 6/1/2022		3,155,402
		Range Resources Corporation
	1,280,000	5.000%, 3/15/2023		1,227,264
		Regency Energy Partners, LP
	3,190,000	5.000%, 10/1/2022		3,315,325
		Rowan Companies, Inc.
	640,000	4.875%, 6/1/2022		582,400
		Sabine Pass Liquefaction, LLC
	1,910,000	5.750%, 5/15/2024		2,055,096
		Sempra Energy
	3,200,000	3.250%, 6/15/2027		3,038,033
		Southwestern Energy Company
	1,280,000	7.750%, 10/1/2027		1,302,400
		Suncor Energy, Inc.
	1,920,000	3.600%, 12/1/2024		1,916,504
		Sunoco Logistics Partners Operations, LP
	3,200,000	3.450%, 1/15/2023		3,108,178
		Sunoco, LP
	640,000	5.500%, 2/15/2026^h		617,600


Principal Amount		Long-Term Fixed Income (92.8%)	Value
	Energy (10.2%) - continued
		Tallgrass Energy Partners, LP
	$1,280,000	5.500%, 1/15/2028^h		$1,291,200
		Tesoro Corporation
	2,560,000	4.750%, 12/15/2023		2,658,805
		Tesoro Logistics, LP
	1,880,000	5.500%, 10/15/2019		1,934,708
		TransCanada Trust
	1,280,000	5.300%, 3/15/2077^b		1,264,000
		Transocean, Inc.
	640,000	7.500%, 1/15/2026^h		630,400
		Williams Companies, Inc.
	3,200,000	7.500%, 1/15/2031		3,894,000
		Williams Partners, LP
	1,930,000	4.500%, 11/15/2023		1,982,210
	1,600,000	3.750%, 6/15/2027		1,528,634
		Woodside Finance, Ltd.
	3,130,000	3.650%, 3/5/2025^h		3,097,678

		Total		152,027,333


	Financials (28.6%)
		Aegon NV
	2,600,000	2.650%, (USISDA 10Y + 0.100%), 7/15/2018^b,j		2,309,320
		AerCap Ireland Capital, Ltd.
	3,200,000	5.000%, 10/1/2021		3,330,314
	960,000	3.950%, 2/1/2022		963,780
		Aflac, Inc.
	2,560,000	4.000%, 10/15/2046		2,491,475
		Air Lease Corporation
	2,510,000	3.750%, 2/1/2022		2,531,696
	1,260,000	4.250%, 9/15/2024		1,276,760
		Ally Financial, Inc.
	640,000	4.125%, 2/13/2022		636,800
		American International Group, Inc.
	2,700,000	4.200%, 4/1/2028		2,726,238
	3,130,000	4.500%, 7/16/2044		3,066,052
		Ares Capital Corporation
	3,190,000	4.875%, 11/30/2018		3,221,199
	3,132,000	3.875%, 1/15/2020		3,164,283
		Associated Banc-Corporation
	3,150,000	4.250%, 1/15/2025		3,194,370
		Athene Holding, Ltd.
	4,500,000	4.125%, 1/12/2028		4,315,250
		Australia & New Zealand Banking Group, Ltd.
	1,280,000	6.750%, 6/15/2026^b,h,j		1,360,000
		Avolon Holdings, Ltd.
	640,000	5.500%, 1/15/2023^h		632,205
		AXA SA
	2,580,000	8.600%, 12/15/2030		3,508,800
		Banco Bilbao Vizcaya Argentaria SA
	4,200,000	6.125%, 11/16/2027^b,i,j		4,071,900
		Banco Santander SA
	2,000,000	6.375%, 5/19/2019^b,j		2,027,052
		Bank of America Corporation
	1,920,000	2.328%, 10/1/2021^b		1,877,265
	1,000,000	4.100%, 7/24/2023		1,031,929
	3,649,000	3.004%, 12/20/2023^b,h		3,577,951
	3,830,000	4.125%, 1/22/2024		3,940,760
	2,830,000	4.200%, 8/26/2024		2,869,081
	2,860,000	6.500%, 10/23/2024^b,j		3,074,786
	3,200,000	4.000%, 1/22/2025		3,192,055
	2,750,000	3.950%, 4/21/2025		2,724,301
	1,270,000	3.875%, 8/1/2025		1,278,966
	3,200,000	3.093%, 10/1/2025^b		3,074,834


Principal Amount		Long-Term Fixed Income (92.8%)	Value
	Financials (28.6%) - continued
	$1,270,000	6.300%, 3/10/2026^b,j		$1,362,075
	3,200,000	3.705%, 4/24/2028^b		3,144,496
	1,950,000	5.875%, 2/7/2042		2,428,863
	3,110,000	4.750%, 4/21/2045		3,282,401
		Barclays Bank plc
	1,910,000	10.179%, 6/12/2021^h		2,241,561
		Barclays plc
	3,200,000	3.250%, 1/12/2021		3,176,966
	2,560,000	3.684%, 1/10/2023		2,536,925
	1,280,000	4.836%, 5/9/2028		1,257,648
		Boston Properties, LP
	3,200,000	2.750%, 10/1/2026		2,911,112
		BPCE SA
	1,920,000	3.000%, 5/22/2022^h		1,880,517
	1,265,000	5.700%, 10/22/2023^h		1,354,892
	2,190,000	5.150%, 7/21/2024^h		2,285,477
		Camden Property Trust
	3,140,000	3.500%, 9/15/2024		3,108,476
		Capital One Financial Corporation
	3,190,000	4.200%, 10/29/2025		3,159,063
		Centene Escrow Corporation
	640,000	6.125%, 2/15/2024		666,048
		CIT Group, Inc.
	320,000	4.125%, 3/9/2021		321,600
	320,000	5.250%, 3/7/2025		327,622
		Citigroup, Inc.
	1,900,000	3.142%, 1/24/2023^b		1,876,553
	2,560,000	3.436%, (LIBOR 3M + 1.430%), 9/1/2023^b		2,622,401
	4,370,000	4.400%, 6/10/2025		4,448,503
	3,305,000	5.500%, 9/13/2025		3,581,729
	1,910,000	3.700%, 1/12/2026		1,885,040
	2,490,000	4.450%, 9/29/2027		2,517,780
	2,560,000	3.887%, 1/10/2028^b		2,544,499
	3,175,000	3.878%, 1/24/2039^b		3,053,957
		Citizens Bank NA
	2,560,000	2.550%, 5/13/2021		2,498,603
	1,280,000	2.650%, 5/26/2022		1,239,943
		Citizens Financial Group, Inc.
	1,280,000	2.375%, 7/28/2021		1,241,141
		CNA Financial Corporation
	1,870,000	7.250%, 11/15/2023		2,171,279
		Commerzbank AG
	3,200,000	8.125%, 9/19/2023^h		3,726,167
		Compass Bank
	1,575,000	2.750%, 9/29/2019		1,566,450
		Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
	1,290,000	11.000%, 6/30/2019^b,h,j		1,410,628
		CoreStates Capital III
	2,440,000	2.409%, (LIBOR 3M + 0.570%), 2/15/2027^b,h		2,287,500
		Credit Agricole SA
	1,280,000	3.375%, 1/10/2022^h		1,269,279
	2,570,000	8.125%, 12/23/2025^b,h,j		2,927,713
	3,200,000	4.000%, 1/10/2033^b,h		3,043,268
		Credit Suisse Group AG
	3,200,000	3.574%, 1/9/2023^h		3,180,201
		Credit Suisse Group Funding, Ltd.
	3,190,000	3.125%, 12/10/2020		3,171,752
	4,400,000	3.750%, 3/26/2025		4,294,997
		Deutsche Bank AG
	2,560,000	2.700%, 7/13/2020		2,505,425
	3,800,000	4.875%, 12/1/2032^b		3,513,518


Principal Amount		Long-Term Fixed Income (92.8%)	Value
	Financials (28.6%) - continued
		Digital Realty Trust, LP
	$2,700,000	2.750%, 2/1/2023		$2,591,396
		Discover Bank
	5,100,000	3.100%, 6/4/2020		5,080,644
		Discover Bank of Greenwood Delaware
	1,635,000	4.200%, 8/8/2023		1,667,119
	1,600,000	4.250%, 3/13/2026		1,605,120
		Duke Realty, LP
	3,220,000	3.875%, 10/15/2022		3,281,086
		Fairfax Financial Holdings, Ltd.
	1,915,000	5.800%, 5/15/2021^h		2,018,590
		Five Corners Funding Trust
	1,910,000	4.419%, 11/15/2023^h		1,994,178
		GE Capital International Funding Company
	7,627,000	4.418%, 11/15/2035		7,429,357
		Goldman Sachs Group, Inc.
	3,275,000	5.250%, 7/27/2021		3,468,000
	2,100,000	2.876%, 10/31/2022^b		2,055,225
	1,920,000	2.908%, 6/5/2023^b		1,868,052
	2,190,000	4.000%, 3/3/2024		2,216,670
	4,450,000	3.850%, 7/8/2024		4,468,554
	2,490,000	4.250%, 10/21/2025		2,501,430
	1,920,000	5.300%, 11/10/2026^b,j		1,924,800
	2,560,000	3.500%, 11/16/2026		2,464,814
	3,760,000	5.150%, 5/22/2045		4,049,699
		Hartford Financial Services Group, Inc.
	3,230,000	5.125%, 4/15/2022		3,436,303
		HCP, Inc.
	3,400,000	4.250%, 11/15/2023		3,479,307
		Host Hotels & Resorts, LP
	1,240,000	4.000%, 6/15/2025		1,220,450
		HSBC Holdings plc
	1,280,000	6.875%, 6/1/2021^b,j		1,352,000
	1,920,000	3.600%, 5/25/2023		1,918,214
	2,560,000	4.300%, 3/8/2026		2,625,114
	1,600,000	6.000%, 5/22/2027^b,j		1,588,000
	1,920,000	4.041%, 3/13/2028^b		1,917,444
		Huntington Bancshares, Inc.
	2,850,000	7.000%, 12/15/2020		3,103,839
		Icahn Enterprises, LP
	1,280,000	6.375%, 12/15/2025		1,286,400
		ILFC E-Capital Trust II
	2,230,000	4.890%, (H15T30Y + 1.800%), 12/21/2065^b,h		2,179,825
		ING Groep NV
	1,920,000	3.950%, 3/29/2027		1,903,430
		International Lease Finance Corporation
	2,560,000	5.875%, 8/15/2022		2,746,569
		Intesa Sanpaolo SPA
	3,175,000	3.125%, 7/14/2022^h		3,067,513
	3,200,000	3.875%, 7/14/2027^h		3,021,319
		J.P. Morgan Chase & Company
	1,280,000	2.295%, 8/15/2021		1,244,278
	2,500,000	2.972%, 1/15/2023		2,451,332
	2,560,000	6.000%, 8/1/2023^b,j		2,640,000
	3,190,000	2.971%, (LIBOR 3M + 1.230%), 10/24/2023^b		3,236,885
	1,270,000	6.750%, 2/1/2024^b,j		1,385,570
	3,800,000	3.900%, 7/15/2025		3,828,776
	3,200,000	2.950%, 10/1/2026		3,008,568
	2,600,000	3.882%, 7/24/2038^b		2,522,532


Principal Amount		Long-Term Fixed Income (92.8%)	Value
	Financials (28.6%) - continued
	$3,150,000	5.500%, 10/15/2040		$3,771,938
		Kilroy Realty, LP
	2,550,000	4.250%, 8/15/2029		2,523,361
		Kimco Realty Corporation
	5,100,000	3.300%, 2/1/2025		4,905,290
		Liberty Mutual Group, Inc.
	1,935,000	4.950%, 5/1/2022^h		2,042,603
	1,910,000	4.850%, 8/1/2044^h		1,980,664
		Liberty Property, LP
	1,875,000	4.750%, 10/1/2020		1,939,452
	2,550,000	4.400%, 2/15/2024		2,648,177
		Lincoln National Corporation
	4,150,000	4.000%, 9/1/2023		4,237,818
		Lloyds Bank plc
	1,910,000	4.650%, 3/24/2026		1,915,869
		Lloyds Banking Group plc
	3,800,000	4.375%, 3/22/2028		3,835,296
		Macquarie Bank, Ltd.
	960,000	6.125%, 3/8/2027^b,h,i,j		937,200
		Marsh & McLennan Companies, Inc.
	960,000	4.350%, 1/30/2047		984,157
		MetLife Capital Trust IV
	700,000	7.875%, 12/15/2037^h		878,500
		MetLife, Inc.
	2,250,000	9.250%, 4/8/2038^h		3,060,000
		Mitsubishi UFJ Financial Group, Inc.
	1,950,000	3.455%, 3/2/2023		1,947,332
		Mizuho Financial Group, Inc.
	2,560,000	3.663%, 2/28/2027		2,511,128
		Morgan Stanley
	3,400,000	5.500%, 1/26/2020		3,548,195
	2,550,000	2.500%, 4/21/2021		2,498,121
	2,560,000	2.625%, 11/17/2021		2,498,860
	3,205,000	4.875%, 11/1/2022		3,357,336
	3,190,000	3.141%, (LIBOR 3M + 1.400%), 10/24/2023^b		3,262,381
	1,870,000	4.000%, 7/23/2025		1,885,383
	2,550,000	5.000%, 11/24/2025		2,665,085
	1,280,000	3.125%, 7/27/2026		1,210,542
	2,510,000	4.350%, 9/8/2026		2,526,345
	1,570,000	4.300%, 1/27/2045		1,579,704
		MPT Operating Partnership, LP
	640,000	5.000%, 10/15/2027		627,392
		Nationwide Building Society
	2,490,000	3.900%, 7/21/2025^h		2,515,129
	1,920,000	4.000%, 9/14/2026^h		1,848,846
		Nordea Bank AB
	1,890,000	5.500%, 9/23/2019^b,h,i,j		1,908,900
		Omega Healthcare Investors, Inc.
	1,870,000	5.250%, 1/15/2026		1,897,522
		Peachtree Corners Funding Trust
	2,800,000	3.976%, 2/15/2025^h		2,820,565
		Preferred Term Securities XXIII, Ltd.
	2,143,457	2.325%, (LIBOR 3M + 0.200%), 12/22/2036^*,b		1,963,766
		Prudential Financial, Inc.
	1,915,000	3.500%, 5/15/2024		1,909,098
	1,957,000	3.935%, 12/7/2049^h		1,833,266
		Quicken Loans, Inc.
	1,280,000	5.750%, 5/1/2025^h		1,276,800
		Realty Income Corporation
	3,830,000	3.875%, 7/15/2024		3,842,970
		Regency Centers, LP
	2,560,000	3.600%, 2/1/2027		2,452,263


Principal Amount		Long-Term Fixed Income (92.8%)	Value
	Financials (28.6%) - continued
		Regions Bank
	$377,000	7.500%, 5/15/2018		$379,096
		Reinsurance Group of America, Inc.
	1,930,000	6.450%, 11/15/2019		2,030,140
		Royal Bank of Scotland Group plc
	2,490,000	7.500%, 8/10/2020^b,j		2,589,600
	1,920,000	8.625%, 8/15/2021^b,j		2,085,600
	2,560,000	3.498%, 5/15/2023^b		2,514,879
	2,560,000	3.875%, 9/12/2023		2,527,212
		Santander UK Group Holdings plc
	2,500,000	4.750%, 9/15/2025^h		2,515,075
		Santander UK plc
	1,700,000	3.125%, 1/8/2021		1,686,026
		State Street Capital Trust IV
	1,920,000	3.125%, (LIBOR 3M + 1.000%), 6/15/2047^b		1,737,792
		SunTrust Banks, Inc.
	1,910,000	2.900%, 3/3/2021		1,896,887
		UBS Group Funding Jersey, Ltd.
	1,600,000	2.650%, 2/1/2022^h		1,550,880
	2,490,000	4.125%, 9/24/2025^h		2,502,428
		UBS Group Funding Switzerland AG
	2,560,000	4.253%, 3/23/2028^h		2,575,312
		UnionBanCal Corporation
	2,580,000	3.500%, 6/18/2022		2,576,302
		UnitedHealth Group, Inc.
	3,200,000	2.950%, 10/15/2027		3,039,788
	1,240,000	4.750%, 7/15/2045		1,364,893
		USB Realty Corporation
	1,900,000	2.867%, (LIBOR 3M + 1.147%), 1/15/2022^b,h,j		1,712,375
		Ventas Realty, LP
	1,280,000	3.500%, 2/1/2025		1,245,686
	1,920,000	3.850%, 4/1/2027		1,876,808
	3,200,000	4.000%, 3/1/2028		3,148,268
		Voya Financial, Inc.
	2,560,000	3.650%, 6/15/2026		2,493,815
		Wells Fargo & Company
	3,160,000	5.875%, 6/15/2025^b,j		3,324,320
	2,560,000	3.000%, 4/22/2026		2,401,974
	5,110,000	3.000%, 10/23/2026		4,782,177
		Welltower, Inc.
	950,000	4.950%, 1/15/2021		989,212
	4,750,000	4.000%, 6/1/2025		4,743,616

		Total		425,679,307


	Foreign Government (0.8%)
		Argentina Government International Bond
	3,175,000	7.500%, 4/22/2026		3,390,900
	1,920,000	6.875%, 1/26/2027		1,957,440
	2,400,000	6.875%, 1/11/2048		2,190,000
		Bahrain Government International Bond
	5,100,000	7.000%, 10/12/2028^h		4,914,105

		Total		12,452,445


	Mortgage-Backed Securities (4.5%)
		Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through
	4,172,500	3.000%, 4/1/2033^e		4,163,120


Principal Amount		Long-Term Fixed Income (92.8%)	Value
	Mortgage-Backed Securities (4.5%) - continued
		Federal Home Loan Mortgage Corporation Gold 30-Yr. Pass Through
	$9,302,500	4.000%, 4/1/2048^e		$9,544,771
		Federal National Mortgage Association Conventional 30-Yr. Pass Through
	12,200,000	3.000%, 4/1/2048^e		11,888,484
	18,900,000	3.500%, 4/1/2048^e		18,926,813
	14,077,500	4.000%, 4/1/2048^e		14,439,752
	8,025,000	4.500%, 4/1/2048^e		8,399,945

		Total		67,362,885


	Technology (4.3%)
		Apple, Inc.
	4,450,000	3.250%, 2/23/2026		4,384,780
	3,200,000	4.500%, 2/23/2036		3,503,841
	1,920,000	3.750%, 9/12/2047		1,852,034
		Applied Materials, Inc.
	1,280,000	3.300%, 4/1/2027		1,256,883
		Broadcom Corporation
	1,600,000	3.625%, 1/15/2024		1,573,342
	7,000,000	3.875%, 1/15/2027		6,801,668
	3,190,000	3.500%, 1/15/2028		2,996,348
		Diamond 1 Finance Corporation
	2,560,000	4.420%, 6/15/2021^h		2,625,490
	1,920,000	5.450%, 6/15/2023^h		2,034,559
	3,800,000	6.020%, 6/15/2026^h		4,090,028
		DXC Technology Company
	2,560,000	4.750%, 4/15/2027		2,654,116
		Fidelity National Information Services, Inc.
	864,000	3.875%, 6/5/2024		874,364
		Harland Clarke Holdings Corporation
	1,280,000	8.375%, 8/15/2022^h		1,302,400
		Hewlett Packard Enterprise Company
	1,600,000	2.100%, 10/4/2019^h		1,578,775
	2,560,000	4.400%, 10/15/2022		2,648,668
		Intel Corporation
	2,870,000	4.100%, 5/19/2046		2,937,677
		Iron Mountain, Inc.
	1,280,000	5.250%, 3/15/2028^h		1,204,800
		Microsoft Corporation
	2,560,000	3.450%, 8/8/2036		2,493,171
	1,920,000	4.250%, 2/6/2047		2,061,898
		Oracle Corporation
	3,200,000	4.300%, 7/8/2034		3,374,582
	3,200,000	4.000%, 7/15/2046		3,162,949
		QUALCOMM, Inc.
	1,920,000	2.600%, 1/30/2023		1,840,862
	1,280,000	2.900%, 5/20/2024		1,223,441
		Sensata Technologies BV
	1,890,000	4.875%, 10/15/2023^h		1,892,929
		VMware, Inc.
	2,880,000	2.300%, 8/21/2020		2,800,713
		Western Digital Corporation
	960,000	4.750%, 2/15/2026		957,888

		Total		64,128,206


	Transportation (0.8%)
		American Airlines Pass Through Trust
	2,460,160	3.650%, 8/15/2030		2,438,634
		Burlington Northern Santa Fe, LLC
	2,500,000	4.700%, 9/1/2045		2,770,391
	3,200,000	4.050%, 6/15/2048		3,214,167


Principal Amount		Long-Term Fixed Income (92.8%)	Value
	Transportation (0.8%) - continued
		Delta Air Lines, Inc.
	$958,467	4.950%, 11/23/2020		$970,639
		United Airlines Pass Through Trust
	1,363,096	3.750%, 9/3/2026		1,352,055
		United Continental Holdings, Inc.
	640,000	4.250%, 10/1/2022		627,200
		XPO Logistics, Inc.
	640,000	6.125%, 9/1/2023^h		660,800

		Total		12,033,886


	U.S. Government and Agencies (4.4%)
		U.S. Treasury Bonds
	400,000	2.250%, 11/15/2027		382,868
	4,500,000	2.750%, 2/15/2028		4,498,899
	7,050,000	3.000%, 2/15/2047		7,072,217
	12,000,000	2.750%, 8/15/2047		11,443,683
	30,850,000	2.750%, 11/15/2047		29,426,848
	6,000,000	3.000%, 2/15/2048		6,021,111
		U.S. Treasury Notes
	7,130,000	2.125%, 12/31/2022		6,990,131

		Total		65,835,757


	Utilities (6.0%)
		AEP Transmission Company, LLC
	4,480,000	3.100%, 12/1/2026		4,320,078
		American Electric Power Company, Inc.
	2,565,000	2.950%, 12/15/2022		2,535,190
		Baltimore Gas and Electric Company
	2,560,000	2.400%, 8/15/2026		2,351,494
		CenterPoint Energy, Inc.
	4,160,000	2.500%, 9/1/2022		4,030,227
		CMS Energy Corporation
	2,560,000	3.450%, 8/15/2027		2,481,840
		Consolidated Edison Company of New York, Inc.
	1,280,000	2.900%, 12/1/2026		1,221,840
		Covanta Holding Corporation
	640,000	5.875%, 7/1/2025		620,800
		Duke Energy Corporation
	3,840,000	2.650%, 9/1/2026		3,502,292
	3,840,000	3.150%, 8/15/2027		3,612,066
	3,200,000	3.750%, 9/1/2046		2,895,813
		Electricite de France SA
	3,200,000	5.250%, 1/29/2023^b,h,j		3,206,400
		Exelon Corporation
	1,600,000	3.497%, 6/1/2022		1,584,163
	3,120,000	3.950%, 6/15/2025		3,127,572
	1,910,000	3.400%, 4/15/2026		1,843,218
		Exelon Generation Company, LLC
	2,560,000	4.250%, 6/15/2022		2,634,658
		FirstEnergy Corporation
	1,280,000	3.900%, 7/15/2027		1,256,203
		FirstEnergy Transmission, LLC
	3,150,000	5.450%, 7/15/2044^h		3,609,240
		Fortis, Inc.
	2,560,000	3.055%, 10/4/2026		2,370,950
		ITC Holdings Corporation
	5,080,000	4.050%, 7/1/2023		5,191,543
		Kinder Morgan Energy Partners, LP
	3,175,000	5.000%, 8/15/2042		3,070,209
		Nevada Power Company
	2,800,000	6.750%, 7/1/2037		3,831,627
		NiSource Finance Corporation
	3,200,000	5.450%, 9/15/2020		3,360,536


Principal Amount		Long-Term Fixed Income (92.8%)	Value
	Utilities (6.0%) - continued
		Oncor Electric Delivery Company, LLC
	$2,490,000	3.750%, 4/1/2045		$2,435,324
		Pacific Gas and Electric Company
	1,270,000	2.950%, 3/1/2026		1,185,831
		Pennsylvania Electric Company
	3,700,000	5.200%, 4/1/2020		3,825,459
		PPL Capital Funding, Inc.
	3,205,000	3.500%, 12/1/2022		3,213,901
	3,190,000	3.950%, 3/15/2024		3,249,518
	1,920,000	3.100%, 5/15/2026		1,813,736
		Southern Company
	7,630,000	3.250%, 7/1/2026		7,245,720
	1,920,000	5.500%, 3/15/2057^b		1,993,303
		TerraForm Power Operating, LLC
	640,000	5.000%, 1/31/2028^h		607,200
		TransCanada Trust
	1,600,000	5.875%, 8/15/2076^b		1,668,000

		Total		89,895,951



		Total Long-Term Fixed Income (cost $1,388,988,485)		1,383,724,192


Shares		Registered Investment Companies (0.9%)	Value
	Fixed Income Funds/Exchange Traded Funds (0.9%)
	127,000	iShares iBoxx $ High Yield Corporate Bond ETFⁱ		10,876,280
	25,000	iShares J.P. Morgan USD Emerging Markets Bond ETF		2,820,500

		Total		13,696,780



		Total Registered Investment Companies (cost $13,643,465)		13,696,780


Shares		Preferred Stock (0.8%)	Value
	Financials (0.8%)
	51,061	Citigroup Capital XIII, 8.137%^b		1,388,349
	22,500	CoBank ACB, 6.250%^b,j		2,373,750
	31,925	Countrywide Capital V, 7.000%		830,050
	63,010	Goldman Sachs Group, Inc., 5.500%^b,j		1,677,956
	88,200	Morgan Stanley, 7.125%^b,i,j		2,545,452
	101,500	Wells Fargo & Company, 5.850%^b,j		2,668,435

		Total		11,483,992



		Total Preferred Stock (cost $10,798,197)		11,483,992


Shares		Common Stock (<0.1%)	Value
	Financials (<0.1%)
	2,247	Glitnir HoldCo ehf.^c,k		0

		Total		0



		Total Common Stock (cost $ –)		0


Shares		Collateral Held for Securities Loaned (1.2%)	Value
	17,933,845	Thrivent Cash Management Trust		17,933,845

		Total Collateral Held for Securities Loaned (cost $17,933,845)		17,933,845


Shares or Principal Amount		Short-Term Investments (7.9%)	Value
		Federal Home Loan Bank Discount Notes
	800,000	1.790%, 6/19/2018^l,m		$797,019
		Thrivent Core Short-Term Reserve Fund
	11,674,511	1.940%		116,745,107
		U.S. Treasury Bills
	600,000	1.395%, 4/26/2018^l		599,362
	260,000	1.524%, 5/10/2018^l,n		259,553

		Total Short-Term Investments (cost $118,400,807)		118,401,041

		Total Investments (cost $1,581,165,196) 105.7%		$1,576,640,606

		Other Assets and Liabilities, Net (5.7%)		(85,685,540)

		Total Net Assets 100.0%		$1,490,955,066

a	The stated interest rate represents the weighted average of all contracts within the bank loan facility.

c	Security is valued using significant unobservable inputs. Further information on valuation can be found in the Notes to Financial Statements.

d	All or a portion of the loan is unfunded.

e	Denotes investments purchased on a when-issued or delayed delivery basis.

f	All or a portion of the security is insured or guaranteed.

g	Denotes step coupon securities. Step coupon securities pay an initial coupon rate for the first period and then different coupon rates for following periods. The rate shown is as of March 29, 2018.

i	All or a portion of the security is on loan.

j	Denotes perpetual securities. Perpetual securities pay an indefinite stream of interest and have no contractual maturity date. Date shown, if applicable, is next call date.

k	Non-income producing security.

l	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

m	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

n	At March 29, 2018, $146,747 of investments were segregated to cover exposure to a counterparty for margin on open mortgage-backed security transactions.

Denotes restricted securities. Restricted securities are investment securities which cannot be offered for public sale without first being registered under the Securities Act of 1933. The value of all restricted securities held in Income Portfolio as of March 29, 2018 was $25,086,880 or 1.7% of total net assets. The following table indicates the acquisition date and cost of restricted securities shown in the schedule as of March 29, 2018.


Security	Acquisition Date		Cost
Babson CLO, Ltd., 10/17/2026		3/10/2017	$	3,250,000
Carlyle Global Market Strategies CLO, Ltd., 10/15/2026		1/27/2017		2,600,000
Cent CLO 22, Ltd., 11/7/2026		11/1/2016		3,200,000
Digicel, Ltd., 4/15/2021		9/26/2017		1,266,815
Dryden 34 Senior Loan Fund CLO, 10/15/2026		3/1/2017		3,250,000
Magnetite XII, Ltd., 4/15/2027		11/17/2016		3,200,000
Preferred Term Securities XXIII, Ltd., 12/22/2036		9/14/2006		2,143,457
Shackleton, Ltd., 4/15/2027		12/16/2016		3,200,000
Symphony CLO XV, Ltd., 10/17/2026		2/16/2017		3,200,000


Securities Lending Transactions
Taxable Debt Security	$	5,406,211
Preferred Stock		1,800,864
Common Stock		10,328,184

Total lending	$	17,535,259
Gross amount payable upon return of collateral for securities loaned	$	17,933,845

Net amounts due to counterparty	$	398,586

Definitions:


CLO	-	Collateralized Loan Obligation
ETF	-	Exchange Traded Fund
Ser.	-	Series

Reference Rate Index:


12 MTA	-	12 Month Treasury Average
H15T30Y	-	U. S. Treasury Yield Curve Rate Treasury Note Constant Maturity 30 Year
LIBOR 1W	-	ICE Libor USD Rate 1 Week
LIBOR 1M	-	ICE Libor USD Rate 1 Month
LIBOR 2M	-	ICE Libor USD Rate 2 Month
LIBOR 3M	-	ICE Libor USD Rate 3 Month
USISDA 10Y	-	ICE Swap USD Rate 10 Year

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Income Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Income Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $797,018 were pledged as the initial margin deposit for these contracts.

Portfolio. The Portfolio owns shares of Thrivent Cash Management Trust for the purpose of securities lending and Thrivent Core Short-Term Reserve Fund primarily to serve as a cash sweep vehicle for the Portfolio. Thrivent Cash Management Trust and Thrivent Core Funds are established solely for investment by Thrivent entities.

A summary of transactions (in thousands) for the fiscal year to date, in Income Portfolio, is as follows:


Shares		Common Stock (96.8%)	Value
	Consumer Discretionary (21.1%)
	99,070	Amazon.com, Inc.^a		$143,387,974
	15,235	Booking Holdings, Inc.^a		31,694,741
	325,245	Carnival Corporation		21,329,567
	165,365	Netflix, Inc.^a		48,840,553
	134,770	Walt Disney Company		13,536,299

		Total		258,789,134


	Energy (1.6%)
	30,860	Concho Resources, Inc.^a		4,639,184
	202,328	Halliburton Company		9,497,276
	28,444	Pioneer Natural Resources Company		4,886,110

		Total		19,022,570


	Financials (10.0%)
	973,100	Bank of America Corporation		29,183,269
	488,123	Citigroup, Inc.		32,948,302
	292,916	E*TRADE Financial Corporation^a		16,230,476
	100,175	Goldman Sachs Group, Inc.		25,230,076
	295,537	Interactive Brokers Group, Inc.		19,871,908

		Total		123,464,031


	Health Care (9.8%)
	201,441	Alexion Pharmaceuticals, Inc.^a		22,452,614
	171,596	BioMarin Pharmaceutical, Inc.^a		13,911,287
	327,686	Celgene Corporation^a		29,232,868
	171,649	Medtronic plc		13,769,683
	190,035	UnitedHealth Group, Inc.		40,667,490

		Total		120,033,942


	Industrials (4.3%)
	229,995	CSX Corporation		12,813,021
	121,288	Norfolk Southern Corporation		16,468,485
	418,000	Southwest Airlines Company		23,943,040

		Total		53,224,546


	Information Technology (50.0%)
	62,975	Alliance Data Systems Corporation		13,404,858
	58,726	Alphabet, Inc., Class A^a		60,907,084
	35,394	Alphabet, Inc., Class C^a		36,519,175
	357,359	Apple, Inc.		59,957,693
	601,403	Cisco Systems, Inc.		25,794,175
	267,156	Facebook, Inc.^a		42,688,857
	362,833	MasterCard, Inc.		63,553,828
	743,766	Microsoft Corporation		67,883,523
	118,591	NVIDIA Corporation		27,464,490
	633,921	PayPal Holdings, Inc.^a		48,095,586
	209,772	Red Hat, Inc.^a		31,363,012
	443,016	Salesforce.com, Inc.^a		51,522,761
	581,239	Visa, Inc.		69,527,809
	221,445	Xilinx, Inc.		15,997,187

		Total		614,680,038



		Total Common Stock (cost $750,038,182)		1,189,214,261


Shares or Principal Amount		Short-Term Investments (3.3%)	Value
		Federal Home Loan Bank Discount Notes
	1,300,000	1.715%, 5/11/2018^b,c		1,297,606
		Thrivent Core Short-Term Reserve Fund
	3,902,881	1.940%		$39,028,814

		Total Short-Term Investments (cost $40,326,213)		40,326,420

		Total Investments (cost $790,364,395) 100.1%		$1,229,540,681

		Other Assets and Liabilities, Net (0.1%)		(783,022)

		Total Net Assets 100.0%		$1,228,757,659

a	Non-income producing security.

b	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

c	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Large Cap Growth Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Large Cap Growth Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $1,297,606 were pledged as the initial margin deposit for these contracts.

Affiliated issuers, as defined under the Investment Company Act of 1940, include those in which the Portfolio’s holdings of an issuer represent 5% or more of the outstanding voting securities of an issuer, any affiliated mutual fund, or a company which is under common ownership or control with the Portfolio. The Portfolio owns shares of Thrivent Core Short-Term Reserve Fund primarily to serve as a cash sweep vehicle for the Portfolio. Thrivent Core Funds are established solely for investment by Thrivent entities. The Portfolio owns shares of Thrivent Cash Management Trust for the purpose of securities lending for the Portfolio. Thrivent Cash Management Trust is established solely for investment by Thrivent entities.

A summary of transactions (in thousands) for the fiscal year to date, in Large Cap Growth Portfolio, is as follows:


Shares		Common Stock (99.0%)	Value
	Consumer Discretionary (12.7%)
	3,084	Advance Auto Parts, Inc.		$365,608
	16,913	Amazon.com, Inc.^a		24,478,861
	11,094	Aptiv plc		942,657
	1,147	AutoZone, Inc.^a		744,047
	10,613	Best Buy Company, Inc.		742,804
	2,035	Booking Holdings, Inc.^a		4,233,594
	8,271	BorgWarner, Inc.		415,452
	7,609	CarMax, Inc.^a		471,302
	17,020	Carnival Corporation		1,116,172
	15,131	CBS Corporation		777,582
	7,791	Charter Communications, Inc.^a		2,424,715
	1,036	Chipotle Mexican Grill, Inc.^a		334,742
	194,660	Comcast Corporation		6,651,532
	14,243	D.R. Horton, Inc.		624,413
	5,161	Darden Restaurants, Inc.		439,975
	6,427	Discovery Communications, Inc., Class A^a,b		137,731
	16,822	Discovery Communications, Inc., Class C^a		328,365
	9,512	DISH Network Corporation^a		360,410
	10,872	Dollar General Corporation		1,017,076
	9,894	Dollar Tree, Inc.^a		938,941
	5,130	Expedia, Inc.		566,403
	5,174	Foot Locker, Inc.		235,624
	162,822	Ford Motor Company		1,804,068
	9,087	Gap, Inc.		283,514
	4,631	Garmin, Ltd.		272,905
	53,351	General Motors Company		1,938,775
	6,118	Genuine Parts Company		549,641
	10,280	Goodyear Tire & Rubber Company		273,242
	8,724	H&R Block, Inc.		221,677
	15,215	Hanesbrands, Inc.		280,260
	7,023	Harley-Davidson, Inc.^b		301,146
	4,730	Hasbro, Inc.		398,739
	8,439	Hilton Worldwide Holdings, Inc.		664,656
	48,734	Home Depot, Inc.		8,686,348
	16,218	Interpublic Group of Companies, Inc.		373,501
	7,035	Kohl’s Corporation		460,863
	10,306	L Brands, Inc.		393,792
	5,501	Leggett & Platt, Inc.		244,024
	11,339	Lennar Corporation		668,321
	12,897	LKQ Corporation^a		489,441
	34,756	Lowe’s Companies, Inc.		3,049,839
	12,712	Macy’s, Inc.		378,055
	12,780	Marriott International, Inc.		1,737,824
	14,345	Mattel, Inc.		188,637
	33,269	McDonald’s Corporation		5,202,606
	21,264	MGM Resorts International		744,665
	6,346	Michael Kors Holdings, Ltd.^a		393,960
	2,637	Mohawk Industries, Inc.^a		612,364
	18,059	Netflix, Inc.a		5,333,726
	20,453	Newell Brands, Inc.		521,143
	15,983	News Corporation, Class A		252,531
	5,082	News Corporation, Class B		81,820
	54,836	NIKE, Inc.		3,643,304
	4,867	Nordstrom, Inc.		235,612
	8,591	Norwegian Cruise Line Holdings, Ltd.^a		455,065
	9,621	Omnicom Group, Inc.		699,158
	3,548	O’Reilly Automotive, Inc.^a		877,704
	11,286	PulteGroup, Inc.		332,824
	3,231	PVH Corporation		489,270
	2,311	Ralph Lauren Corporation		258,370
	16,092	Ross Stores, Inc.		1,254,854
	7,147	Royal Caribbean Cruises, Ltd.		841,488
	3,434	Sherwin-Williams Company		1,346,540


Shares		Common Stock (99.0%)	Value
	Consumer Discretionary (12.7%) - continued
	2,379	Snap-On, Inc.		$350,998
	59,378	Starbucks Corporation		3,437,392
	11,868	Tapestry, Inc.		624,376
	22,685	Target Corporation		1,575,020
	4,261	Tiffany & Company		416,129
	32,493	Time Warner, Inc.		3,073,188
	26,554	TJX Companies, Inc.		2,165,744
	5,240	Tractor Supply Company		330,225
	4,525	TripAdvisor, Inc.^a		185,027
	18,328	Twenty-First Century Fox, Inc., Class B		666,589
	43,987	Twenty-First Century Fox, Inc., Class A		1,613,883
	2,435	Ulta Beauty, Inc.^a		497,398
	7,727	Under Armour, Inc., Class A^a,b		126,337
	7,694	Under Armour, Inc., Class C^a		110,409
	13,687	VF Corporation		1,014,481
	14,724	Viacom, Inc.		457,327
	63,031	Walt Disney Company		6,330,834
	2,999	Whirlpool Corporation		459,177
	4,228	Wyndham Worldwide Corporation		483,810
	3,345	Wynn Resorts, Ltd.		609,994
	14,064	Yum! Brands, Inc.		1,197,268

		Total		121,309,884


	Consumer Staples (7.6%)
	79,636	Altria Group, Inc.		4,962,916
	23,339	Archer-Daniels-Midland Company		1,012,212
	10,911	Brown-Forman Corporation		593,558
	8,027	Campbell Soup Company		347,649
	10,430	Church & Dwight Company, Inc.		525,255
	5,381	Clorox Company		716,265
	160,032	Coca-Cola Company		6,950,190
	36,646	Colgate-Palmolive Company		2,626,785
	17,048	Conagra Brands, Inc.		628,730
	7,189	Constellation Brands, Inc.		1,638,517
	18,237	Costco Wholesale Corporation		3,436,398
	19,705	Coty, Inc.		360,601
	42,276	CVS Health Corporation		2,629,990
	7,534	Dr Pepper Snapple Group, Inc.		891,875
	9,342	Estee Lauder Companies, Inc.		1,398,684
	23,718	General Mills, Inc.		1,068,733
	5,887	Hershey Company		582,578
	11,234	Hormel Foods Corporation^b		385,551
	4,740	J.M. Smucker Company		587,807
	10,380	Kellogg Company		674,804
	14,680	Kimberly-Clark Corporation		1,616,708
	24,917	Kraft Heinz Company		1,552,080
	37,123	Kroger Company		888,725
	4,997	McCormick & Company, Inc.		531,631
	7,711	Molson Coors Brewing Company		580,870
	62,366	Mondelez International, Inc.		2,602,533
	17,181	Monster Beverage Corporation^a		982,925
	59,351	PepsiCo, Inc.		6,478,162
	64,818	Philip Morris International, Inc.		6,442,909
	106,342	Procter & Gamble Company		8,430,794
	5,450	Safeway, Inc. (Property Development Centers, LLC) Contingent Value Rights^a,c		1
	20,006	Sysco Corporation		1,199,560
	12,419	Tyson Foods, Inc.		908,947
	36,233	Walgreens Boots Alliance, Inc.		2,372,174
	61,087	Wal-Mart Stores, Inc.		5,434,910

		Total		72,042,027


Shares		Common Stock (99.0%)	Value
	Energy (5.7%)
	22,835	Anadarko Petroleum Corporation		$1,379,462
	5,989	Andeavor		602,254
	15,897	Apache Corporation		611,717
	17,869	Baker Hughes, Inc.		496,222
	19,301	Cabot Oil & Gas Corporation		462,838
	80,408	Chevron Corporation		9,169,728
	3,975	Cimarex Energy Company		371,662
	6,206	Concho Resources, Inc.^a		932,948
	49,893	ConocoPhillips		2,958,156
	21,931	Devon Energy Corporation		697,186
	24,131	EOG Resources, Inc.		2,540,270
	10,217	EQT Corporation		485,410
	178,360	Exxon Mobil Corporation		13,307,440
	36,414	Halliburton Company		1,709,273
	4,532	Helmerich & Payne, Inc.		301,650
	11,271	Hess Corporation		570,538
	80,153	Kinder Morgan, Inc.		1,207,104
	35,459	Marathon Oil Corporation		571,954
	20,383	Marathon Petroleum Corporation		1,490,201
	15,860	National Oilwell Varco, Inc.		583,807
	8,313	Newfield Exploration Company^a		203,003
	20,307	Noble Energy, Inc.		615,302
	31,936	Occidental Petroleum Corporation		2,074,563
	17,130	ONEOK, Inc.		975,040
	17,521	Phillips 66		1,680,614
	7,101	Pioneer Natural Resources Company		1,219,810
	9,423	Range Resources Corporation		137,010
	57,812	Schlumberger, Ltd.		3,745,061
	18,297	TechnipFMC plc		538,847
	18,261	Valero Energy Corporation		1,694,073
	34,503	Williams Companies, Inc.		857,745

		Total		54,190,888


	Financials (14.6%)
	2,319	Affiliated Managers Group, Inc.		439,636
	32,814	Aflac, Inc.		1,435,941
	14,975	Allstate Corporation		1,419,630
	30,066	American Express Company		2,804,557
	37,517	American International Group, Inc.		2,041,675
	6,173	Ameriprise Financial, Inc.		913,234
	10,429	Aon plc		1,463,502
	7,545	Arthur J. Gallagher & Company		518,568
	2,245	Assurant, Inc.		205,215
	400,700	Bank of America Corporation		12,016,993
	42,736	Bank of New York Mellon Corporation		2,202,186
	32,924	BB&T Corporation		1,713,365
	80,508	Berkshire Hathaway, Inc.^a		16,059,736
	5,152	BlackRock, Inc.		2,790,941
	3,998	Brighthouse Financial, Inc.^a		205,497
	20,230	Capital One Financial Corporation		1,938,439
	4,735	Cboe Global Markets, Inc.		540,264
	49,793	Charles Schwab Corporation		2,600,190
	19,373	Chubb, Ltd.		2,649,645
	6,231	Cincinnati Financial Corporation		462,714
	108,182	Citigroup, Inc.		7,302,285
	20,532	Citizens Financial Group, Inc.		861,933
	14,201	CME Group, Inc.		2,296,870
	7,258	Comerica, Inc.		696,260
	15,165	Discover Financial Services		1,090,818
	11,296	E*TRADE Financial Corporation^a		625,911
	1,713	Everest Re Group, Ltd.		439,933
	29,446	Fifth Third Bancorp		934,911
	13,638	Franklin Resources, Inc.		472,966
	14,640	Goldman Sachs Group, Inc.		3,687,230
	14,887	Hartford Financial Services Group, Inc.		766,978


Shares		Common Stock (99.0%)	Value
	Financials (14.6%) - continued
	45,112	Huntington Bancshares, Inc.		$681,191
	24,415	Intercontinental Exchange, Inc.		1,770,576
	16,988	Invesco, Ltd.		543,786
	143,740	J.P. Morgan Chase & Company		15,807,088
	44,880	KeyCorp		877,404
	13,084	Leucadia National Corporation		297,399
	9,132	Lincoln National Corporation		667,184
	11,519	Loews Corporation		572,840
	6,281	M&T Bank Corporation		1,157,965
	21,299	Marsh & McLennan Companies, Inc.		1,759,084
	43,916	MetLife, Inc.		2,015,305
	6,938	Moody’s Corporation		1,119,099
	58,096	Morgan Stanley		3,134,860
	4,856	Nasdaq, Inc.		418,684
	10,976	Navient Corporation		144,005
	8,963	Northern Trust Corporation		924,354
	14,450	People’s United Financial, Inc.		269,637
	19,857	PNC Financial Services Group, Inc.		3,003,173
	11,207	Principal Financial Group, Inc.		682,618
	24,272	Progressive Corporation		1,478,893
	17,695	Prudential Financial, Inc.		1,832,317
	5,363	Raymond James Financial, Inc.		479,506
	48,410	Regions Financial Corporation		899,458
	10,642	S&P Global, Inc.		2,033,261
	15,476	State Street Corporation		1,543,422
	19,866	SunTrust Banks, Inc.		1,351,683
	2,211	SVB Financial Group^a		530,662
	30,700	Synchrony Financial		1,029,371
	10,112	T. Rowe Price Group, Inc.		1,091,793
	4,480	Torchmark Corporation		377,082
	11,422	Travelers Companies, Inc.		1,586,059
	65,794	U.S. Bancorp		3,322,597
	9,364	Unum Group		445,820
	183,084	Wells Fargo & Company		9,595,432
	5,510	Willis Towers Watson plc		838,567
	10,684	XL Group, Ltd.		590,398
	8,336	Zions Bancorporation		439,557

		Total		138,910,153


	Health Care (13.5%)
	72,641	Abbott Laboratories		4,352,649
	66,527	AbbVie, Inc.		6,296,781
	13,609	Aetna, Inc.		2,299,921
	9,323	Alexion Pharmaceuticals, Inc.^a		1,039,142
	3,011	Align Technology, Inc.^a		756,152
	13,879	Allergan plc		2,335,697
	6,735	AmerisourceBergen Corporation		580,624
	28,137	Amgen, Inc.		4,796,796
	10,715	Anthem, Inc.		2,354,086
	20,920	Baxter International, Inc.		1,360,637
	11,058	Becton, Dickinson and Company		2,396,269
	8,823	Biogen, Inc.^a		2,415,914
	57,308	Boston Scientific Corporationa		1,565,655
	68,305	Bristol-Myers Squibb Company		4,320,291
	13,129	Cardinal Health, Inc.		822,926
	31,661	Celgene Corporation^a		2,824,478
	7,198	Centene Corporation^a		769,250
	13,179	Cerner Corporation^a		764,382
	10,289	CIGNA Corporation		1,725,877
	2,042	Cooper Companies, Inc.		467,230
	25,546	Danaher Corporation		2,501,209
	6,317	DaVita, Inc.^a		416,543
	9,585	Dentsply Sirona, Inc.		482,221
	8,831	Edwards Lifesciences Corporation^a		1,232,101
	40,434	Eli Lilly and Company		3,128,379
	5,049	Envision Healthcare Corporation^a		194,033


Shares		Common Stock (99.0%)	Value
	Health Care (13.5%) - continued
	23,636	Express Scripts Holding Company^a		$1,632,775
	54,515	Gilead Sciences, Inc.		4,109,886
	11,820	HCA Healthcare, Inc.		1,146,540
	6,550	Henry Schein, Inc.^a		440,225
	11,505	Hologic, Inc.^a		429,827
	5,962	Humana, Inc.		1,602,764
	3,639	IDEXX Laboratories, Inc.^a		696,468
	6,093	Illumina, Inc.^a		1,440,507
	7,310	Incyte Corporation^a		609,142
	4,676	Intuitive Surgical, Inc.^a		1,930,393
	6,076	IQVIA Holding, Inc.^a		596,116
	111,706	Johnson & Johnson		14,315,124
	4,248	Laboratory Corporation of America Holdings^a		687,114
	8,700	McKesson Corporation		1,225,569
	56,490	Medtronic plc		4,531,628
	114,148	Merck & Company, Inc.		6,217,642
	1,067	Mettler-Toledo International, Inc.^a		613,557
	22,381	Mylan NV^a		921,426
	6,724	Nektar Therapeutics^a		714,492
	4,599	PerkinElmer, Inc.		348,236
	5,466	Perrigo Company plc		455,536
	248,763	Pfizer, Inc.		8,828,599
	5,688	Quest Diagnostics, Inc.		570,506
	3,214	Regeneron Pharmaceuticals, Inc.^a		1,106,773
	5,922	ResMed, Inc.		583,139
	13,431	Stryker Corporation		2,161,317
	16,735	Thermo Fisher Scientific, Inc.		3,455,108
	40,442	UnitedHealth Group, Inc.		8,654,588
	3,657	Universal Health Services, Inc.		433,025
	3,823	Varian Medical Systems, Inc.^a		468,891
	10,554	Vertex Pharmaceuticals, Inc.^a		1,720,091
	3,319	Waters Corporation^a		659,319
	8,449	Zimmer Biomet Holdings, Inc.		921,279
	20,336	Zoetis, Inc.		1,698,259

		Total		128,125,104


	Industrials (10.1%)
	24,905	3M Company		5,467,146
	6,085	A.O. Smith Corporation		386,945
	1,759	Acuity Brands, Inc.		244,835
	5,135	Alaska Air Group, Inc.		318,165
	3,964	Allegion plc		338,090
	17,772	American Airlines Group, Inc.		923,433
	9,645	AMETEK, Inc.		732,731
	17,676	Arconic, Inc.		407,255
	23,364	Boeing Company		7,660,588
	5,817	C.H. Robinson Worldwide, Inc.		545,111
	24,828	Caterpillar, Inc.		3,659,151
	3,593	Cintas Corporation		612,894
	37,298	CSX Corporation		2,077,872
	6,510	Cummins, Inc.		1,055,206
	13,349	Deere & Company		2,073,367
	27,374	Delta Air Lines, Inc.		1,500,369
	6,501	Dover Corporation		638,528
	18,387	Eaton Corporation plc		1,469,305
	26,785	Emerson Electric Company		1,829,415
	5,011	Equifax, Inc.		590,346
	7,416	Expeditors International of Washington, Inc.		469,433
	11,993	Fastenal Company		654,698
	10,295	FedEx Corporation		2,471,932
	5,451	Flowserve Corporation		236,192
	5,837	Fluor Corporation		333,993
	12,764	Fortive Corporation		989,465


Shares		Common Stock (99.0%)	Value
	Industrials (10.1%) - continued
	6,427	Fortune Brands Home and Security, Inc.		$378,486
	11,588	General Dynamics Corporation		2,559,789
	361,919	General Electric Company		4,878,668
	4,974	Harris Corporation		802,207
	31,793	Honeywell International, Inc.		4,594,406
	1,896	Huntington Ingalls Industries, Inc.		488,713
	15,160	IHS Markit, Ltd.^a		731,318
	12,868	Illinois Tool Works, Inc.		2,015,901
	10,427	Ingersoll-Rand plc		891,613
	5,010	Jacobs Engineering Group, Inc.		296,341
	3,572	JB Hunt Transport Services, Inc.		418,460
	38,621	Johnson Controls International plc		1,361,004
	4,321	Kansas City Southern		474,662
	3,261	L3 Technologies, Inc.		678,288
	10,410	Lockheed Martin Corporation		3,517,851
	13,128	Masco Corporation		530,896
	13,972	Nielsen Holdings plc		444,170
	11,942	Norfolk Southern Corporation		1,621,485
	7,264	Northrop Grumman Corporation		2,536,008
	14,674	PACCAR, Inc.		970,979
	5,560	Parker Hannifin Corporation		950,927
	6,892	Pentair, Ltd.		469,552
	6,457	Quanta Services, Inc.^a		221,798
	12,064	Raytheon Company		2,603,652
	9,484	Republic Services, Inc.		628,125
	5,231	Robert Half International, Inc.		302,823
	5,362	Rockwell Automation, Inc.		934,060
	6,794	Rockwell Collins, Inc.		916,171
	4,271	Roper Industries, Inc.		1,198,827
	22,783	Southwest Airlines Company		1,305,010
	6,399	Stanley Black & Decker, Inc.		980,327
	3,562	Stericycle, Inc.^a		208,484
	10,993	Textron, Inc.		648,257
	2,016	TransDigm Group, Inc.		618,791
	32,851	Union Pacific Corporation		4,416,160
	10,509	United Continental Holdings, Inc.^a		730,060
	28,673	United Parcel Service, Inc.		3,000,916
	3,527	United Rentals, Inc.^a		609,219
	30,994	United Technologies Corporation		3,899,665
	6,486	Verisk Analytics, Inc.^a		674,544
	2,164	W.W. Grainger, Inc.		610,832
	16,671	Waste Management, Inc.		1,402,365
	7,495	Xylem, Inc.		576,515

		Total		95,784,790


	Information Technology (24.7%)
	25,790	Accenture plc		3,958,765
	31,554	Activision Blizzard, Inc.		2,128,633
	20,572	Adobe Systems, Inc.^a		4,445,198
	34,225	Advanced Micro Devices, Inc.^a,b		343,961
	13,431	Agilent Technologies, Inc.		898,534
	7,059	Akamai Technologies, Inc.^a		501,048
	2,006	Alliance Data Systems Corporation		426,997
	12,564	Alphabet, Inc., Class A^a		13,030,627
	12,811	Alphabet, Inc., Class C^a		13,218,262
	12,742	Amphenol Corporation		1,097,468
	15,384	Analog Devices, Inc.		1,401,944
	3,541	ANSYS, Inc.^a		554,839
	211,322	Apple, Inc.		35,455,605
	44,508	Applied Materials, Inc.		2,475,090
	9,147	Autodesk, Inc.^a		1,148,680
	18,508	Automatic Data Processing, Inc.		2,100,288
	16,968	Broadcom, Ltd.		3,998,509
	13,100	CA, Inc.		444,090
	11,783	Cadence Design Systems, Inc.^a		433,261


Shares		Common Stock (99.0%)	Value
	Information Technology (24.7%) - continued
	202,785	Cisco Systems, Inc.		$8,697,449
	5,398	Citrix Systems, Inc.^a		500,934
	24,608	Cognizant Technology Solutions Corporation		1,980,944
	6,835	Computer Sciences Government Services, Inc.		281,807
	36,269	Corning, Inc.		1,011,180
	11,905	DXC Technology Company		1,196,810
	40,542	eBay, Inc.^a		1,631,410
	12,850	Electronic Arts, Inc.^a		1,557,934
	2,612	F5 Networks, Inc.^a		377,721
	100,852	Facebook, Inc.^a		16,115,141
	13,933	Fidelity National Information Services, Inc.		1,341,748
	17,394	Fiserv, Inc.^a		1,240,366
	5,783	FLIR Systems, Inc.		289,208
	3,783	Gartner, Inc.^a		444,956
	6,641	Global Payments, Inc.		740,604
	66,565	Hewlett Packard Enterprise Company		1,167,550
	69,706	HP, Inc.		1,527,956
	195,314	Intel Corporation		10,171,953
	35,932	International Business Machines Corporation		5,513,047
	10,135	Intuit, Inc.		1,756,902
	1,566	IPG Photonics Corporation^a		365,473
	15,647	Juniper Networks, Inc.		380,692
	6,540	KLA-Tencor Corporation		712,925
	6,758	Lam Research Corporation		1,372,955
	38,762	MasterCard, Inc.		6,789,552
	9,761	Microchip Technology, Inc.		891,765
	48,129	Micron Technology, Inc.^a		2,509,446
	321,878	Microsoft Corporation		29,377,805
	6,760	Motorola Solutions, Inc.		711,828
	11,258	NetApp, Inc.		694,506
	25,290	NVIDIA Corporation		5,856,911
	127,148	Oracle Corporation		5,817,021
	13,346	Paychex, Inc.		821,980
	47,150	PayPal Holdings, Inc.^a		3,577,271
	5,311	Qorvo, Inc.^a		374,160
	61,522	QUALCOMM, Inc.		3,408,934
	7,384	Red Hat, Inc.^a		1,103,982
	28,637	Salesforce.com, Inc.^a		3,330,483
	12,074	Seagate Technology plc^b		706,570
	7,668	Skyworks Solutions, Inc.		768,794
	25,874	Symantec Corporation		668,843
	6,270	Synopsys, Inc.^a		521,915
	4,791	Take-Two Interactive Software, Inc.^a		468,464
	14,675	TE Connectivity, Ltd.		1,466,032
	41,131	Texas Instruments, Inc.		4,273,100
	6,982	Total System Services, Inc.		602,267
	3,537	VeriSign, Inc.^a		419,347
	75,682	Visa, Inc.		9,053,081
	12,344	Western Digital Corporation		1,138,981
	19,168	Western Union Company		368,601
	8,909	Xerox Corporation		256,401
	10,473	Xilinx, Inc.		756,570

		Total		235,174,074


	Materials (2.7%)
	9,096	Air Products and Chemicals, Inc.		1,446,537
	4,611	Albemarle Corporation		427,624
	3,688	Avery Dennison Corporation		391,850
	14,609	Ball Corporation		580,123
	9,734	CF Industries Holdings, Inc.		367,264
	97,656	DowDuPont, Inc.		6,221,664
	5,998	Eastman Chemical Company		633,269


Shares		Common Stock (99.0%)	Value
	Materials (2.7%) - continued
	10,851	Ecolab, Inc.		$1,487,347
	5,603	FMC Corporation		429,022
	56,184	Freeport-McMoRan, Inc.^a		987,153
	3,295	International Flavors & Fragrances, Inc.		451,119
	17,231	International Paper Company		920,652
	13,499	LyondellBasell Industries NV		1,426,574
	2,623	Martin Marietta Materials, Inc.		543,748
	18,334	Monsanto Company		2,139,395
	14,590	Mosaic Company		354,245
	22,258	Newmont Mining Corporation		869,620
	13,267	Nucor Corporation		810,481
	3,937	Packaging Corporation of America		443,700
	10,620	PPG Industries, Inc.		1,185,192
	11,948	Praxair, Inc.		1,724,096
	6,986	Sealed Air Corporation		298,931
	5,520	Vulcan Materials Company		630,218
	10,626	WestRock Company		681,870

		Total		25,451,694


	Real Estate (2.7%)
	4,222	Alexandria Real Estate Equities, Inc.		527,286
	17,897	American Tower Corporation		2,601,150
	6,553	Apartment Investment & Management Company		267,035
	5,762	AvalonBay Communities, Inc.		947,619
	6,440	Boston Properties, Inc.		793,537
	12,608	CBRE Group, Inc.^a		595,350
	16,955	Crown Castle International Corporation		1,858,438
	8,573	Digital Realty Trust, Inc.		903,423
	14,863	Duke Realty Corporation		393,572
	3,265	Equinix, Inc.		1,365,227
	15,336	Equity Residential		945,004
	2,755	Essex Property Trust, Inc.		663,073
	5,254	Extra Space Storage, Inc.		458,989
	3,027	Federal Realty Investment Trust		351,465
	26,056	General Growth Properties, Inc.		533,106
	19,577	HCP, Inc.		454,774
	30,885	Host Hotels & Resorts, Inc.		575,696
	11,746	Iron Mountain, Inc.		385,974
	17,764	Kimco Realty Corporation		255,802
	4,523	Macerich Company		253,378
	4,742	Mid-America Apartment Communities, Inc.		432,660
	22,205	Prologis, Inc.		1,398,693
	6,246	Public Storage, Inc.		1,251,636
	11,759	Realty Income Corporation		608,293
	6,175	Regency Centers Corporation		364,201
	4,905	SBA Communications Corporation^a		838,363
	12,972	Simon Property Group, Inc.		2,002,228
	3,874	SL Green Realty Corporation		375,119
	11,166	UDR, Inc.		397,733
	14,863	Ventas, Inc.		736,164
	7,195	Vornado Realty Trust		484,223
	15,456	Welltower, Inc.		841,270
	31,501	Weyerhaeuser Company		1,102,535

		Total		25,963,016


	Telecommunications Services (1.9%)
	256,245	AT&T, Inc.		9,135,134
	40,598	CenturyLink, Inc.		667,025
	172,140	Verizon Communications, Inc.		8,231,735

		Total		18,033,894


Shares		Common Stock (99.0%)	Value
	Utilities (2.8%)
	27,560	AES Corporation		$313,357
	9,649	Alliant Energy Corporation		394,258
	10,126	Ameren Corporation		573,436
	20,526	American Electric Power Company, Inc.		1,407,878
	7,444	American Water Works Company, Inc.		611,376
	17,988	CenterPoint Energy, Inc.		492,871
	11,769	CMS Energy Corporation		533,018
	12,940	Consolidated Edison, Inc.		1,008,544
	26,856	Dominion Energy, Inc.		1,810,900
	7,486	DTE Energy Company		781,539
	29,208	Duke Energy Corporation		2,262,744
	13,597	Edison International, Inc.		865,585
	7,522	Entergy Corporation		592,583
	13,224	Eversource Energy		779,158
	40,068	Exelon Corporation		1,563,053
	18,633	FirstEnergy Corporation		633,708
	19,631	NextEra Energy, Inc.		3,206,331
	14,055	NiSource, Inc.		336,055
	12,553	NRG Energy, Inc.		383,243
	21,402	PG&E Corporation		940,190
	4,662	Pinnacle West Capital Corporation		372,028
	28,511	PPL Corporation		806,576
	21,118	Public Service Enterprise Group, Inc.		1,060,968
	5,951	SCANA Corporation		223,460
	10,478	Sempra Energy		1,165,363
	41,885	Southern Company		1,870,584
	13,170	WEC Energy Group, Inc.		825,759
	21,190	Xcel Energy, Inc.		963,721

		Total		26,778,286



		Total Common Stock (cost $577,673,112)		941,763,810


Shares		Collateral Held for Securities Loaned (0.2%)	Value
	1,284,775	Thrivent Cash Management Trust		1,284,775

		Total Collateral Held for Securities Loaned (cost $1,284,775)		1,284,775


Shares or Principal Amount		Short-Term Investments (0.9%)	Value
		Federal Home Loan Bank Discount Notes
	400,000	1.500%, 4/3/2018^d		399,981
	200,000	1.486%, 4/11/2018^d,e		199,917
	100,000	1.600%, 4/18/2018^d		99,926
	400,000	1.480%, 4/27/2018^d		399,539
	100,000	1.620%, 5/2/2018^d,e		99,858
	200,000	1.550%, 5/4/2018^d,e		199,698
		Thrivent Core Short-Term Reserve Fund
	745,272	1.940%		7,452,724

		Total Short-Term Investments (cost $8,851,563)		8,851,643

		Total Investments (cost $587,809,450) 100.1%	$	951,900,228

		Other Assets and Liabilities, Net (0.1%)		(559,471)

		Total Net Assets 100.0%	$	951,340,757

a	Non-income producing security.

b	All or a portion of the security is on loan.

c	Security is valued using significant unobservable inputs. Further information on valuation can be found in the Notes to Financial Statements.

d	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

e	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

Securities Lending Transactions


Common Stock	$	1,266,033

Total lending	$	1,266,033
Gross amount payable upon return of collateral for securities loaned	$	1,284,775

Net amounts due to counterparty	$	18,742

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Large Cap Index Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Large Cap Index Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $499,473 were pledged as the initial margin deposit for these contracts.

A summary of transactions (in thousands) for the fiscal year to date, in Large Cap Index Portfolio, is as follows:


Shares		Common Stock (86.3%)	Value
	Consumer Discretionary (15.4%)
	38,074	Amazon.com, Inc.^a		$55,106,023
	9,500	AOKI Holdings, Inc.		144,863
	14,900	Autobacs Seven Company, Ltd.		278,902
	1,000	Bandai Namco Holdings, Inc.		32,364
	47,080	Berkeley Group Holdings plc		2,502,745
	4,995	Booking Holdings, Inc.^a		10,391,548
	11,913	Breville Group, Ltd.		107,344
	56,100	Bridgestone Corporation		2,468,055
	120,317	Carnival Corporation		7,890,389
	12,100	Chiyoda Company, Ltd.		301,308
	4,970	Cie Generale des Etablissements Michelin		735,773
	555,930	Comcast Corporation		18,996,128
	19,200	DCM Holdings Company, Ltd.		195,374
	20,372	Eutelsat Communications		403,783
	190,600	Honda Motor Company, Ltd.		6,597,923
	23,200	Hugo Boss AG		2,021,114
	71,123	Inchcape plc		689,561
	7,277	Ipsos SA		285,961
	17,030	JM AB		387,606
	2,265	Linamar Corporation		123,732
	86,865	Lowe’s Companies, Inc.		7,622,404
	59,769	Magna International, Inc.		3,367,983
	41,320	Mediaset Espana Comunicacion SA		420,911
	45,715	Netflix, Inc.^a		13,501,925
	1,001	Nexity SA		64,110
	12,908	Next plc		862,885
	16,600	NHK Spring Company, Ltd.		177,781
	569,500	Nissan Motor Company, Ltd.		5,878,460
	137,877	Peugeot SA		3,319,996
	8,400	Plenus Company, Ltd.		163,348
	22,700	Sangetsu Company, Ltd.		470,687
	61,100	Sankyo Company, Ltd.		2,137,429
	18,100	SHIMAMURA Company, Ltd.		2,256,858
	58,000	Sumitomo Rubber Industries, Ltd.		1,069,366
	4,400	Takara Standard Company, Ltd.		74,623
	89,800	Toyoda Gosei Company, Ltd.		2,079,726
	74,000	TV Asahi Holdings Corporation		1,635,821
	100,767	Walt Disney Company		10,121,038
	17,454	Wolters Kluwer NV		928,290
	24,300	Yokohama Rubber Company, Ltd.		563,185

		Total		166,377,322


	Consumer Staples (2.9%)
	23,800	Arcs Company, Ltd.		578,282
	90,460	CVS Health Corporation		5,627,517
	8,647	Empire Company, Ltd.		173,564
	17,712	ForFarmers BV		247,212
	5,146	Henkel AG & Company KGaA		648,313
	45,300	Japan Tobacco, Inc.		1,294,086
	37,190	Kimberly-Clark Corporation		4,095,735
	21,900	Lawson, Inc.		1,497,133
	4,400	Ministop Company, Ltd.		90,465
	9,500	Seven & I Holdings Company, Ltd.		406,907
	163,435	Unilever NV		9,225,170
	143,622	Unilever plc		7,965,624

		Total		31,850,008


	Energy (4.8%)
	1,069,182	BP plc		7,211,727
	100,739	Chevron Corporation		11,488,275
	356,671	Halliburton Company		16,742,137
	52,498	OMV AG		3,062,056
	19,710	Royal Dutch Shell plc, Class A		623,594
	113,744	Royal Dutch Shell plc, Class B		3,660,096


Shares		Common Stock (86.3%)	Value
	Energy (4.8%) - continued
	21,051	TGS Nopec Geophysical Company ASA		$516,438
	51,145	Total SA		2,931,618
	51,145	Total SA Rights^a,b		755
	2,293,602	Weatherford International plc^a,c		5,252,348

		Total		51,489,044


	Financials (13.7%)
	23,457	ABN AMRO Group NV^d		707,308
	19,476	Anima Holding SPA^d		132,301
	4,400	Aozora Bank, Ltd.		176,600
	12,282	ASX, Ltd.		532,271
	111,458	Australia & New Zealand Banking
		Group, Ltd.		2,319,813
	77,025	Banco BPM SPA^a		267,305
	566,994	Banco de Sabadell SA		1,159,748
	399,601	Bank of America Corporation		11,984,034
	50,304	Bankinter SA		517,897
	238,260	Blackstone Group, LP		7,612,407
	6,160	BNP Paribas SA		456,830
	39,356	CaixaBank SA		187,636
	52,260	Chubb, Ltd.		7,147,600
	130,405	CI Financial Corporation		2,793,634
	213,397	Citigroup, Inc.		14,404,298
	94,772	CNP Assurances		2,392,447
	18,052	Danske Bank AS		676,378
	382,118	Direct Line Insurance Group plc		2,046,050
	127,122	DnB ASA		2,503,952
	114,667	E*TRADE Financial Corporation^a		6,353,698
	23,813	Euronext NV^d		1,745,469
	37,683	Finecobank Banca Fineco SPA		453,564
	358,900	FlexiGroup, Ltd.		499,059
	35,516	Genworth MI Canada, Inc.^c		1,130,249
	79,016	Goldman Sachs Group, Inc.		19,900,970
	23,907	Hannover Rueckversicherung SE		3,261,686
	6,865	Hargreaves Lansdown plc		157,576
	841,538	HSBC Holdings plc		7,902,625
	379,715	Huntington Bancshares, Inc.		5,733,697
	75,187	Interactive Brokers Group, Inc.		5,055,574
	41,089	J.P. Morgan Chase & Company		4,518,557
	27,822	Jupiter Fund Management plc		184,445
	15,000	Macquarie Group, Ltd.		1,196,056
	1,234,162	Medibank Private, Ltd.		2,770,107
	123,720	MetLife, Inc.		5,677,511
	833,900	Mizuho Financial Group, Inc.		1,519,681
	41,064	National Bank of Canada		1,932,799
	249,949	Old Mutual plc		841,050
	17,167	Pargesa Holding SA		1,523,207
	23,299	Plus500, Ltd.		373,330
	40,124	Power Corporation of Canada		915,625
	25,138	Schroders plc		1,127,896
	37,100	Senshu Ikeda Holdings, Inc.		142,143
	9,500	Sony Financial Holdings, Inc.		173,471
	83,000	State Street Corporation		8,277,590
	189,370	Synchrony Financial		6,349,576
	2,114	Vienna Insurance Group AG Wiener Versicherung Gruppe		70,674
	300	Zurich Insurance Group AG		98,959

		Total		147,905,353


	Health Care (9.9%)
	22,316	Aetna, Inc.		3,771,404
	71,626	Alexion Pharmaceuticals, Inc.^a		7,983,434
	268,600	Astellas Pharmaceutical, Inc.		4,108,503
	23,740	Biogen, Inc.^a		6,500,487
	120,000	BioMarin Pharmaceutical, Inc.^a		9,728,400


Shares		Common Stock (86.3%)	Value
	Health Care (9.9%) - continued
	77,500	Celgene Corporation^a		$6,913,775
	93,446	GlaxoSmithKline plc ADR		3,650,935
	77,000	Johnson & Johnson		9,867,550
	5,100	KYORIN Holdings, Inc.		96,357
	1,897	LNA Sante		132,117
	229,422	Merck & Company, Inc.		12,496,616
	84,564	Novartis AG		6,839,610
	181,115	Novo Nordisk AS		8,908,297
	325,007	Pfizer, Inc.		11,534,499
	3,550	Roche Holding AG		814,360
	63,296	UnitedHealth Group, Inc.		13,545,344

		Total		106,891,688


	Industrials (11.5%)
	45,473	Adecco SA		3,239,044
	11,800	Asahi Glass Company, Ltd.		494,506
	161,885	Atlas Copco AB, Class A		7,030,957
	84,417	Atlas Copco AB, Class B		3,296,117
	63,430	Boeing Company		20,797,428
	3,900	Central Glass Company, Ltd.		89,804
	161,030	CSX Corporation		8,970,981
	12,000	Dai Nippon Printing Company, Ltd.		249,371
	237,622	Delta Air Lines, Inc.		13,024,062
	14,019	Ferguson plc		1,054,365
	164,229	GWA Group, Ltd.		427,716
	85,137	Honeywell International, Inc.		12,303,148
	20,800	Inaba Denki Sangyo Company, Ltd.		919,487
	8,948	Loomis AB		323,032
	45,400	Marubeni Corporation		331,535
	31,000	Mitsuboshi Belting, Ltd.		345,365
	50,273	Monadelphous Group, Ltd.		592,617
	63,817	National Express Group plc		345,982
	52,900	Nitto Kogyo Corporation		819,637
	15,900	Nobina AB^d		102,828
	108,658	Norfolk Southern Corporation		14,753,583
	19,454	Northgate plc		92,085
	150,734	PageGroup plc		1,135,911
	192,079	RELX NV		3,981,590
	117,918	RELX plc		2,422,247
	6,352	Rockwool International AS		1,892,188
	417,127	Royal Mail plc		3,165,895
	7,988	Sandvik AB		146,350
	14,492	Schindler Holding AG, Participation Certificate		3,126,906
	195	SGS SA		479,686
	8,400	ShinMaywa Industries, Ltd.		69,479
	140,058	SKF AB^c		2,869,378
	45,300	Smiths Group plc		963,590
	8,431	Spirax-Sarco Engineering plc		680,114
	5,123	Sulzer, Ltd.		674,350
	148,700	Sumitomo Electric Industries, Ltd.		2,272,657
	7,700	Taikisha, Ltd.		252,541
	21,100	Toppan Forms Company, Ltd.		233,680
	184,000	Toppan Printing Company, Ltd.		1,512,472
	31,464	Transcontinental, Inc.		621,538
	56,000	Tsubakimoto Chain Company		457,787
	39,870	United Parcel Service, Inc.		4,172,794
	35,952	Vinci SA		3,541,100
	9,700	Yuasa Trading Company, Ltd.		318,893

		Total		124,594,796


	Information Technology (17.6%)
	24,884	Alphabet, Inc., Class A^a		25,808,192
	21,130	Alphabet, Inc., Class C^a		21,801,723
	230,488	Apple, Inc.		38,671,277
	1,047	BKW FMB Energie		69,647


Shares		Common Stock (86.3%)	Value
	Information Technology (17.6%) - continued
	28,400	Canon, Inc.		$1,030,304
	38,403	Capgemini SA		4,791,720
	9,139	CGI Group, Inc.^a		527,052
	207,180	Cisco Systems, Inc.		8,885,950
	112,375	Facebook, Inc.^a		17,956,401
	285,500	Konica Minolta Holdings, Inc.		2,427,024
	6,170	Kulicke and Soffa Industries, Inc.^a		154,312
	31,800	Kyocera Corporation		1,803,000
	279,286	Microsoft Corporation		25,490,433
	27,500	NEC Networks & System Integration Corporation		715,300
	65,782	PayPal Holdings, Inc.^a		4,990,880
	69,598	Red Hat, Inc.^a		10,405,597
	10,400	Ryoyo Electro Corporation		167,479
	98,987	Salesforce.com, Inc.^a		11,512,188
	19,464	Seagate Technology plc		1,139,033
	89,600	Shinko Electric Industries Company, Ltd.		662,366
	16,595	TE Connectivity, Ltd.		1,657,841
	84,420	Visa, Inc.		10,098,320

		Total		190,766,039


	Materials (5.9%)
	65,000	Alcoa Corporation^a		2,922,400
	13,383	APERAM		640,851
	92,975	BASF SE		9,429,288
	213,852	BHP Billiton plc		4,226,393
	184,163	BHP Billiton, Ltd.		4,082,063
	119,300	Daicel Corporation		1,310,029
	98,200	Eastman Chemical Company		10,367,956
	74,439	Evonik Industries AG		2,624,973
	53,693	Granges AB		631,681
	9,177	Hudbay Minerals, Inc.		64,962
	22,900	JSR Corporation		515,386
	54,000	Kaneka Corporation		537,169
	106,500	Kuraray Company, Ltd.		1,846,531
	60,700	Kyoei Steel, Ltd.^c		1,036,872
	62,132	Lundin Mining Corporation		407,510
	9,375	Methanex Corporation		568,594
	82,442	Mondi plc		2,215,879
	3,200	Nippon Shokubai Company, Ltd.		221,252
	237,850	Norsk Hydro ASA		1,410,852
	1,940	Rio Tinto plc		98,443
	9,450	Rio Tinto, Ltd.		535,363
	39,459	Sandfire Resources NL		224,806
	24,111	Solvay SA		3,350,942
	3,900	Taiyo Holdings Company, Ltd.		167,855
	36,400	Toagosei Company, Ltd.		430,656
	148,640	UPM-Kymmene Oyj		5,510,662
	136,210	WestRock Company		8,740,596
	9,200	Yamato Kogyo Company, Ltd.		253,867

		Total		64,373,831


	Real Estate (0.6%)
	14,106	Artis Real Estate Investment Trust		148,795
	36,049	British Land Company plc		324,957
	1,100	Daito Trust Construction Company, Ltd.		187,294
	171,913	DEXUS Property Group		1,237,900
	185,000	Hang Lung Properties, Ltd.		434,200
	307,000	Hysan Development Company, Ltd.		1,629,200
	96,000	Road King Infrastructure, Ltd.		191,457
	123,466	Stockland		383,103
	78,000	Sun Hung Kai Properties, Ltd.		1,238,092
	29,500	Swire Pacific, Ltd.		298,734


Shares		Common Stock (86.3%)	Value
	Real Estate (0.6%) - continued
	222,800	Wing Tai Holdings, Ltd.		$353,248

		Total		6,426,980


	Telecommunications Services (1.6%)
	30,130	Freenet AG		916,977
	673,467	KCOM Group plc		870,227
	15,000	KDDI Corporation		386,317
	65,900	Nippon Telegraph & Telephone Corporation		3,074,437
	308,800	NTT DOCOMO, Inc.		7,872,373
	210,644	Telenor ASA		4,790,283

		Total		17,910,614


	Utilities (2.4%)
	27,100	Chubu Electric Power Company, Inc.		388,932
	79,500	Edison International, Inc.		5,060,970
	159,100	Osaka Gas Company, Ltd.		3,164,330
	330,239	PG&E Corporation		14,507,399
	116,100	Tokyo Gas Company, Ltd.		3,102,215
	8,599	Verbund AG		249,536

		Total		26,473,382



		Total Common Stock (cost $690,278,480)		935,059,057


Shares		Preferred Stock (0.4%)	Value
	Consumer Staples (0.4%)
	32,003	Henkel AG & Company KGaA, 1.620%		4,206,897

		Total		4,206,897



		Total Preferred Stock (cost $4,404,492)		4,206,897


Shares		Collateral Held for Securities Loaned (1.0%)	Value
	10,432,855	Thrivent Cash Management Trust		10,432,855

		Total Collateral Held for Securities Loaned (cost $10,432,855)		10,432,855


Shares or Principal Amount		Short-Term Investments (12.9%)	Value
		Federal Home Loan Bank Discount Notes
	2,200,000	1.405%, 4/4/2018^e,f		2,199,798
	1,300,000	1.580%, 4/18/2018^e,f		1,299,041
	200,000	1.600%, 4/27/2018^e,f		199,769
	3,000,000	1.670%, 5/16/2018^e,f		2,993,766
	400,000	1.630%, 5/18/2018^e,f		399,131
	1,000,000	1.670%, 6/6/2018^e,f		996,894
	400,000	1.790%, 6/19/2018^e,f		398,509
		Thrivent Core Short-Term Reserve Fund
	13,114,945	1.940%		131,149,445

		Total Short-Term Investments (cost $139,635,489)		139,636,353

		Total Investments (cost $844,751,316) 100.6%		$1,089,335,162

		Other Assets and Liabilities, Net (0.6%)		(6,241,022)

		Total Net Assets 100.0%		$1,083,094,140

a	Non-income producing security.

b	Security is valued using significant unobservable inputs. Further information on valuation can be found in the Notes to Financial Statements.

c	All or a portion of the security is on loan.

e	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

f	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

Securities Lending Transactions


Common Stock	$	9,774,312

Total lending	$	9,774,312
Gross amount payable upon return of collateral for securities loaned	$	10,432,855

Net amounts due to counterparty	$	658,543

Definitions:


ADR			-			American Depositary Receipt, which are certificates for an underlying foreign security’s shares held by an issuing U.S. depository bank.

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Large Cap Stock Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Large Cap Stock Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $8,486,908 were pledged as the initial margin deposit for these contracts.

A summary of transactions (in thousands) for the fiscal year to date, in Large Cap Stock Portfolio, is as follows:


Shares		Common Stock (99.0%)	Value
	Consumer Discretionary (7.8%)
	106,990	Aptiv plc		$9,090,940
	1,181,100	Comcast Corporation		40,358,187
	543,348	Harley-Davidson, Inc.^a		23,298,762
	521,730	Lowe’s Companies, Inc.		45,781,808

		Total		118,529,697


	Consumer Staples (3.8%)
	409,170	CVS Health Corporation		25,454,466
	86,800	Kimberly-Clark Corporation		9,559,284
	248,921	Wal-Mart Stores, Inc.		22,146,501

		Total		57,160,251


	Energy (9.7%)
	213,250	Anadarko Petroleum Corporation		12,882,432
	421,025	Chevron Corporation		48,013,691
	387,500	Devon Energy Corporation		12,318,625
	188,119	EQT Corporation		8,937,534
	457,950	Halliburton Company		21,496,173
	1,601,401	Marathon Oil Corporation		25,830,598
	75,600	Pioneer Natural Resources Company		12,986,568
	2,515,350	Weatherford International plc^a,b		5,760,152

		Total		148,225,773


	Financials (28.1%)
	201,150	American International Group, Inc.		10,946,583
	2,574,627	Bank of America Corporation		77,213,064
	485,950	Blackstone Group, LP		15,526,103
	206,080	Capital One Financial Corporation		19,746,586
	112,730	Chubb, Ltd.		15,418,082
	938,900	Citigroup, Inc.		63,375,750
	312,050	Comerica, Inc.		29,934,956
	1,098,430	Fifth Third Bancorp		34,875,152
	141,250	Goldman Sachs Group, Inc.		35,575,225
	547,250	Huntington Bancshares, Inc.		8,263,475
	205,750	J.P. Morgan Chase & Company		22,626,327
	602,220	MetLife, Inc.		27,635,876
	104,850	Prudential Financial, Inc.		10,857,218
	212,470	State Street Corporation		21,189,633
	527,381	Synchrony Financial		17,683,085
	315,580	Zions Bancorporation		16,640,533

		Total		427,507,648


	Health Care (12.9%)
	66,050	Aetna, Inc.		11,162,450
	87,850	Biogen, Inc.^b		24,055,087
	236,737	Express Scripts Holding Company^b		16,353,792
	336,450	GlaxoSmithKline plc ADR		13,145,102
	169,900	Johnson & Johnson		21,772,685
	263,640	Medtronic plc		21,149,201
	684,550	Merck & Company, Inc.		37,287,438
	601,950	Pfizer, Inc.		21,363,205
	143,397	UnitedHealth Group, Inc.		30,686,958

		Total		196,975,918


	Industrials (10.7%)
	67,800	Boeing Company		22,230,264
	353,300	CSX Corporation		19,682,343
	323,050	Delta Air Lines, Inc.		17,706,370
	176,603	Honeywell International, Inc.		25,520,900
	187,200	Ingersoll-Rand plc		16,007,472
	119,500	Norfolk Southern Corporation		16,225,710
	152,524	United Parcel Service, Inc.		15,963,162
	237,600	United Technologies Corporation		29,894,832

		Total		163,231,053


Shares		Common Stock (99.0%)	Value
	Information Technology (16.1%)
	22,400	Alphabet, Inc., Class C^b		$23,112,096
	93,250	Apple, Inc.		15,645,485
	1,818,340	Cisco Systems, Inc.		77,988,602
	709,310	Microsoft Corporation		64,738,724
	924,100	Oracle Corporation		42,277,575
	206,140	Texas Instruments, Inc.		21,415,885

		Total		245,178,367


	Materials (4.4%)
	157,950	Alcoa Corporation^b		7,101,432
	301,500	CF Industries Holdings, Inc.		11,375,595
	215,021	Eastman Chemical Company		22,701,917
	407,450	WestRock Company		26,146,067

		Total		67,325,011


	Telecommunications Services (2.6%)
	836,764	Verizon Communications, Inc.		40,014,054

		Total		40,014,054


	Utilities (2.9%)
	192,800	Edison International, Inc.		12,273,648
	739,387	PG&E Corporation		32,481,271

		Total		44,754,919



		Total Common Stock (cost $1,085,385,416)		1,508,902,691


Shares		Collateral Held for Securities Loaned (1.8%)	Value
	27,369,688	Thrivent Cash Management Trust		27,369,688

		Total Collateral Held for Securities Loaned (cost $27,369,688)		27,369,688


Shares or Principal Amount		Short-Term Investments (0.9%)	Value
		Thrivent Core Short-Term Reserve Fund
	1,444,273	1.940%		14,442,735

		Total Short-Term Investments (cost $14,442,734)		14,442,735

		Total Investments (cost $1,127,197,838) 101.7%		$1,550,715,114

		Other Assets and Liabilities, Net (1.7%)		(26,216,797)

		Total Net Assets 100.0%		$1,524,498,317

a	All or a portion of the security is on loan.

b	Non-income producing security.

Securities Lending Transactions


Common Stock	$	26,482,587
Total lending	$	26,482,587
Gross amount payable upon return of collateral for securities loaned	$	27,369,688
Net amounts due to counterparty	$	887,101

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Large Cap Value Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

A summary of transactions (in thousands) for the fiscal year to date, in Large Cap Value Portfolio, is as follows:


Principal Amount		Bank Loans (0.9%)^a	Value
	Basic Materials (<0.1%)
		Big River Steel, LLC, Term Loan
	$74,625	7.302%, (LIBOR 3M + 5.000%), 8/15/2023^b^,c	$	75,558
		Peabody Energy Corporation, Term Loan
	86,085	5.377%, (LIBOR 1M + 3.500%), 3/31/2022^b		86,192

		Total		161,750


	Capital Goods (<0.1%)
		Advanced Disposal Services, Inc., Term Loan
	143,638	3.981%, (LIBOR 1W + 2.250%), 11/10/2023^b		143,952

		Total		143,952


	Communications Services (0.4%)
		Altice Financing SA, Term Loan
	134,662	4.470%, (LIBOR 3M + 2.750%), 10/6/2026^b		132,054
		Cengage Learning Acquisitions, Term Loan
	449,074	6.036%, (LIBOR 1M + 4.250%), 6/7/2023^b		407,840
		Frontier Communications Corporation, Term Loan
	138,950	5.630%, (LIBOR 1M + 3.750%), 6/1/2024^b		136,953
		Intelsat Jackson Holdings SA, Term Loan
	95,000	5.706%, (LIBOR 3M + 3.750%), 11/27/2023^b		95,000
		Liberty Cablevision of Puerto Rico, LLC, Term Loan
	180,000	5.220%, (LIBOR 3M + 3.500%), 1/7/2022^b		174,337
		McGraw-Hill Global Education Holdings, LLC, Term Loan
	212,834	5.877%, (LIBOR 1M + 4.000%), 5/4/2022^b		210,014
		NEP/NCP Holdco, Inc., Term Loan
	163,341	5.552%, (LIBOR 1M + 3.250%), 7/21/2022^b		163,818
		Radiate Holdco, LLC, Term Loan
	304,232	4.877%, (LIBOR 1M + 3.000%), 2/1/2024^b		302,330
		Sable International Finance, Ltd., Term Loan
	300,000	5.127%, (LIBOR 1M + 3.250%), 2/6/2026^b		300,750
		Univision Communications, Inc., Term Loan
	1,153,619	4.627%, (LIBOR 1M + 2.750%), 3/15/2024^b		1,133,915
		WideOpenWest Finance, LLC, Term Loan
	102,485	5.104%, (LIBOR 1M + 3.250%), 8/6/2023^b		100,116

		Total		3,157,127


	Consumer Cyclical (0.2%)
		Burlington Coat Factory Warehouse Corporation, Term Loan
	139,300	4.380%, (LIBOR 1M + 2.500%), 11/9/2024^b		139,439


Principal Amount		Bank Loans (0.9%)^a	Value
	Consumer Cyclical (0.2%) - continued
		Ceridian HCM Holding, Inc., Term Loan
	$623,297	5.377%, (LIBOR 1M + 3.500%), 9/15/2020^b	$	624,232
		Golden Entertainment, Inc., Term Loan
	189,525	4.880%, (LIBOR 1M + 3.000%), 8/15/2024^b		190,355
		Mohegan Tribal Gaming Authority, Term Loan
	298,372	5.877%, (LIBOR 1M + 4.000%), 10/13/2023^b		297,441
		Seminole Hard Rock Entertainment, Inc., Term Loan
	463,175	4.443%, (LIBOR 3M + 2.750%), 5/14/2020^b		465,686

		Total		1,717,153


	Consumer Non-Cyclical (0.1%)
		Air Medical Group Holdings, Inc., Term Loan
	224,438	4.936%, (LIBOR 3M + 3.250%), 4/28/2022^b		225,216
	79,800	6.015%, (LIBOR 3M + 4.250%), 9/26/2024^b		80,449
		Endo Luxembourg Finance Company I SARL., Term Loan
	164,585	6.188%, (LIBOR 1M + 4.250%), 4/27/2024^b		164,105
		JBS USA LUX SA, Term Loan
	301,950	4.678%, (LIBOR 3M + 2.500%), 10/30/2022^b		300,881
		MPH Acquisition Holdings, LLC, Term Loan
	129,605	5.052%, (LIBOR 3M + 2.750%), 6/7/2023^b		130,124
		Revlon Consumer Products Corporation, Term Loan
	84,146	5.377%, (LIBOR 1M + 3.500%), 9/7/2023^b		65,879

		Total		966,654


	Energy (0.1%)
		Houston Fuel Oil Terminal, LLC, Term Loan
	138,564	5.800%, (LIBOR 3M + 3.500%), 8/19/2021^b		139,864
		Pacific Drilling SA, Term Loan
	1,163,362	0.000%, (PRIME + 4.500%), 6/3/2018^b,d,e		387,551

		Total		527,415


	Financials (<0.1%)
		Avolon TLB Borrower 1 US, LLC, Term Loan
	163,762	4.072%, (LIBOR 1M + 2.250%), 4/3/2022^b		163,813

		Total		163,813


	Technology (0.1%)
		First Data Corporation, Term Loan
	300,000	4.122%, (LIBOR 1M + 2.250%), 4/26/2024^b		300,339


Principal Amount		Bank Loans (0.9%)^a	Value
	Technology (0.1%) - continued
		Harland Clarke Holdings Corporation, Term Loan
	$161,196	7.052%, (LIBOR 3M + 4.750%), 10/31/2023^b	$	162,450
		Rackspace Hosting, Inc., Term Loan
	168,825	4.787%, (LIBOR 3M + 3.000%), 11/3/2023^b		168,112
		TNS, Inc., Term Loan
	107,576	5.780%, (LIBOR 3M + 4.000%), 8/14/2022^b		107,980

		Total		738,881


	Utilities (<0.1%)
		Intergen NV, Term Loan
	248,976	6.240%, (LIBOR 1W + 4.500%), 6/13/2020^b		250,014

		Total		250,014



		Total Bank Loans (cost $8,642,012)		7,826,759


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Asset-Backed Securities (25.6%)
		ALM Loan Funding CLO
	3,500,000	2.871%, (LIBOR 3M + 1.140%), 10/17/2026, Ser. 2014-11A, Class A1R^*,b		3,500,525
		Americredit Automobile Receivables Trust
	1,287,543	1.340%, 4/8/2020, Ser. 2016-4, Class A2A		1,285,117
		Apidos CLO XVIII
	3,600,000	2.865%, (LIBOR 3M + 1.120%), 7/22/2026, Ser. 2014-18A, Class A1R^*,b		3,600,288
		ARI Fleet Lease Trust
	3,600,000	1.910%, 4/15/2026, Ser. 2017-A, Class A2^f		3,580,252
		Babson CLO, Ltd.
	3,760,000	2.881%, (LIBOR 3M + 1.150%), 10/17/2026, Ser. 2014-IIA, Class AR^*,b		3,760,564
		Bank of the West Auto Trust
	2,500,000	2.110%, 1/15/2023, Ser. 2017-1, Class A3^f		2,458,910
		Barclays Dryrock Issuance Trust
	2,250,000	1.520%, 5/16/2022, Ser. 2016-1, Class A		2,218,550
		Bayview Opportunity Master Fund IVa Trust
	3,286,856	3.500%, 6/28/2057, Ser. 2017-SPL5, Class A^b,f		3,301,912
		BCC Funding XIV, LLC
	4,081,620	2.200%, 2/20/2019, Ser. 2018-1A, Class A1^f		4,081,778
	2,400,000	2.960%, 6/20/2023, Ser. 2018-1A, Class A2^f		2,395,825
		Betony CLO, Ltd.
	3,425,000	3.072%, (LIBOR 3M + 1.350%), 4/15/2027, Ser. 2015-1A, Class AR^*,b		3,426,480


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Asset-Backed Securities (25.6%) - continued
		Birchwood Park CLO, Ltd.
	$3,420,000	2.900%, (LIBOR 3M + 1.180%), 7/15/2026, Ser. 2014-1A, Class AR^*,b	$	3,420,657
		BlueMountain CLO, Ltd.
	4,000,000	2.744%, (LIBOR 3M + 1.140%), 10/15/2026, Ser. 2014-3A, Class A1R^*,b		4,000,628
		Brazos Higher Education Authority, Inc.
	1,654,197	2.262%, (LIBOR 3M + 0.800%), 2/25/2030, Ser. 2011-1, Class A2^b		1,668,589
		Business Jet Securities, LLC
	931,766	4.335%, 2/15/2033, Ser. 2018-1, Class A^f		934,202
		Canadian Pacer Auto Receivables Trust
	2,000,000	2.050%, 3/19/2021, Ser. 2017-B, Class A^*		1,968,303
		Carlyle Global Market Strategies CLO, Ltd.
	3,750,000	2.922%, (LIBOR 3M + 1.200%), 10/15/2026, Ser. 2014-4A, Class A1R^*,b		3,750,664
		CarMax Auto Owner Trust
	1,825,790	1.210%, 11/15/2019, Ser. 2016-4, Class A2		1,821,593
		CCG Receivables Trust
	3,000,000	2.500%, 6/16/2025, Ser. 2018-1, Class A2^f		2,989,798
		Cent CLO 16, LP
	1,766,910	3.023%, (LIBOR 3M + 1.250%), 8/1/2024, Ser. 2012- 16A, Class A1AR^*,b		1,767,649
		Cent CLO 22, Ltd.
	3,750,000	3.204%, (LIBOR 3M + 1.410%), 11/7/2026, Ser. 2014-22A, Class A1R^*,b		3,752,261
		Chesapeake Funding II, LLC
	2,547,082	1.880%, 6/15/2028, Ser. 2016-2A, Class A1^f		2,532,941
		Citibank Credit Card Issuance Trust
	5,100,000	2.081%, (LIBOR 1M + 0.370%), 8/8/2024, Ser. 2017- A7, Class A7^b		5,117,325
		CLUB Credit Trust
	235,332	2.390%, 4/17/2023, Ser. 2017-NP1, Class A^*		235,282
		Commonbond Student Loan Trust
	442,804	3.200%, 6/25/2032, Ser. 2015-A, Class A^*		442,097
	2,001,104	2.550%, 5/25/2041, Ser. 2017-AG5, Class A1^f		1,961,659
	5,300,000	2.102%, (LIBOR 1M + 0.500%), 2/25/2044, Ser. 2018-AGS, Class A2^b,f		5,299,936
		Conn Funding II, LP
	1,566,070	2.730%, 7/15/2020, Ser. 2017-3A, Class A1^f		1,563,500
		CPS Auto Receivables Trust
	267,566	2.070%, 11/15/2019, Ser. 2016-B, Class A^f		267,450


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Asset-Backed Securities (25.6%) - continued
		Credit Based Asset Servicing and Securitization, LLC
	$1,456,121	3.457%, 12/25/2036, Ser. 2006-CB2, Class AF2^g		$1,220,039
		DRB Prime Student Loan Trust
	2,094,884	3.531%, (LIBOR 1M + 1.900%), 10/27/2031, Ser. 2015-B, Class A1^*,b		2,142,788
	1,230,464	1.750%, 5/27/2042, Ser. 2017-A, Class A2A^f		1,224,399
		Dryden 34 Senior Loan Fund CLO
	3,600,000	2.882%, (LIBOR 3M + 1.160%), 10/15/2026, Ser. 2014-34A, Class AR^*,b		3,600,853
		Earnest Student Loan Program, LLC
	2,750,643	2.650%, 1/25/2041, Ser. 2017-A, Class A2^f		2,697,818
		Edlinc Student Loan Funding Trust
	1,042,871	4.540%, (CMT 3M + 3.150%), 10/1/2025, Ser. 2012-A, Class AT^*,b		1,059,574
		Fifth Third Auto Trust
	1,425,000	1.800%, 2/15/2022, Ser. 2017-1, Class A3		1,402,019
		Ford Credit Auto Owner Trust
	3,575,000	2.260%, 11/15/2025, Ser. 2014-1, Class A^f		3,562,168
		GM Financial Consumer Automobile Receivables Trust
	4,800,000	2.080%, 1/19/2021, Ser. 2018-1, Class A2A		4,783,889
		GMAC Mortgage Corporation Loan Trust
	180,654	2.372%, (LIBOR 1M + 0.500%), 8/25/2035, Ser. 2005-HE1, Class A2^b,h		190,974
	511,677	5.750%, 10/25/2036, Ser. 2006-HE3, Class A2^b,h		517,638
	750,543	2.052%, (LIBOR 1M + 0.180%), 12/25/2036, Ser. 2006-HE4, Class A1^b,h		728,174
		GoldenTree Loan Opportunities IX, Ltd.
	3,500,000	3.130%, (LIBOR 3M + 1.370%), 10/29/2026, Ser. 2014-9A, Class AR^*,b		3,501,666
		GreatAmerica Leasing Receivables Funding, LLC
	2,000,000	2.060%, 6/22/2020, Ser. 2017-1, Class A3^f		1,987,804
		Impac CMB Trust
	1,097,381	2.392%, (LIBOR 1M + 0.520%), 4/25/2035, Ser. 2005-2, Class 1A1^b		1,071,474
	333,535	2.512%, (LIBOR 1M + 0.640%), 8/25/2035, Ser. 2005-5, Class A1^b		311,208
		Kubota Credit Owner Trust
	3,000,000	1.500%, 7/15/2020, Ser. 2016-1A, Class A3^f		2,968,105
		Lendmark Funding Trust
	1,250,000	2.800%, 5/20/2026, Ser. 2017-1III, Class A^f		1,243,168


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Asset-Backed Securities (25.6%) - continued
		Madison Park Funding XIV, Ltd.
	$3,700,000	2.865%, (LIBOR 3M + 1.120%), 7/20/2026, Ser. 2014-14A, Class A1R^*,b		$3,701,961
		Marlette Funding Trust
	1,218,002	2.827%, 3/15/2024, Ser. 2017-AA, Class A^f		1,218,252
	4,681,369	2.610%, 3/15/2028, Ser. 2018-1A, Class A^f		4,673,811
		Mercedes-Benz Auto Lease Trust
	3,600,000	2.200%, 4/15/2020, Ser. 2018-A, Class A2		3,589,753
		Mill City Mortgage Loan Trust
	1,172,676	2.500%, 4/25/2057, Ser. 2016-1, Class A1^b,f		1,156,152
		MLCC Mortgage Investors, Inc.
	239,424	2.532%, (LIBOR 1M + 0.660%), 9/25/2029, Ser. 2004-D, Class A1^b		239,011
		MMAF Equipment Finance, LLC
	1,729,685	1.730%, 5/18/2020, Ser. 2017-AA, Class A2^f		1,723,364
		Mortgage Equity Conversion Asset Trust
	3,601,393	2.540%, (CMT 1Y + 0.490%), 1/25/2042, Ser. 2007-FF1, Class A^*,b,c		3,259,261
	3,533,802	2.230%, (CMT 1Y + 0.470%), 2/25/2042, Ser. 2007-FF2, Class A^*,b,c		3,192,791
		Nationstar HECM Loan Trust
	1,851,892	2.038%, 9/25/2027, Ser. 2017-2A, Class A1^b,f		1,840,318
		Navient Student Loan Trust
	5,250,000	2.622%, (LIBOR 1M + 0.750%), 7/25/2066, Ser. 2017-1A, Class A2^b,f		5,294,130
	2,800,000	2.472%, (LIBOR 1M + 0.600%), 7/26/2066, Ser. 2017-3A, Class A2^b,f		2,817,289
		Neuberger Berman CLO, Ltd.
	3,000,000	2.925%, (LIBOR 3M + 1.180%), 4/22/2029, Ser. 2014-17A, Class AR^*,b		3,014,910
		NextGear Floorplan Master Owner Trust
	4,000,000	2.560%, 10/17/2022, Ser. 2017-2A, Class A2^f		3,948,998
		Northstar Education Finance, Inc.
	1,633,397	2.572%, (LIBOR 1M + 0.700%), 12/26/2031, Ser. 2012-1, Class A^b,f		1,634,389
		NRZ Excess Spread-Collateralized Notes Series
	2,309,354	3.193%, 1/25/2023, Ser. 2018-PLS1, Class A^*		2,296,860
		Octagon Investment Partners XX, Ltd.
	3,500,000	2.941%, (LIBOR 3M + 1.130%), 8/12/2026, Ser. 2014-1A, Class AR^*,b		3,501,204
		OneMain Direct Auto Receivables Trust
	183,872	2.040%, 1/15/2021, Ser. 2016-1A, Class A^f		183,762


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Asset-Backed Securities (25.6%) - continued
		OZLM VIII, Ltd.
	$3,500,000	2.861%, (LIBOR 3M + 1.130%), 10/17/2026, Ser. 2014-8A, Class A1AR^*,b		$3,500,525
		PFS Financing Corporation
	3,200,000	2.177%, (LIBOR 1M + 0.400%), 2/15/2022, Ser. 2018-A, Class A^b,f		3,199,920
		Prestige Auto Receivables Trust
	2,013,902	1.460%, 7/15/2020, Ser. 2016-2A, Class A2^f		2,007,920
		Prosper Marketplace Issuance Trust
	2,236,776	2.410%, 9/15/2023, Ser. 2017-2A, Class A^f		2,231,136
	3,400,000	3.110%, 6/17/2024, Ser. 2018-1A, Class A^f		3,399,397
		Race Point IX CLO, Ltd.
	1,375,000	2.932%, (LIBOR 3M + 1.210%), 10/15/2030, Ser. 2015-9A, Class A1AR^*,b		1,387,173
		Renaissance Home Equity Loan Trust
	3,110,419	5.608%, 5/25/2036, Ser. 2006-1, Class AF3^g		2,208,876
	1,154,684	5.285%, 1/25/2037, Ser. 2006-4, Class AF2^g		636,685
		Santander Retail Auto Lease Trust
	3,550,000	2.220%, 1/20/2021, Ser. 2007-QS1, Class 1A5^f		3,513,649
		Securitized Term Auto Receivables Trust
	5,000,000	1.890%, 8/25/2020, Ser. 2017-1A, Class A3^f		4,970,595
		SLM Student Loan Trust
	3,695,979	2.272%, (LIBOR 1M + 0.400%), 3/25/2025, Ser. 2010-1, Class A^b		3,635,950
	2,319,706	2.392%, (LIBOR 1M + 0.520%), 3/25/2026, Ser. 2011-1, Class A1^b		2,326,705
		SoFi Consumer Loan Program, LLC
	1,792,226	3.280%, 1/26/2026, Ser. 2017-1, Class A^f		1,795,363
	1,397,437	2.770%, 5/25/2026, Ser. 2017-3, Class A^f		1,387,794
		SoFi Professional Loan Program, LLC
	1,112,540	2.420%, 3/25/2030, Ser. 2015-A, Class A2^f		1,104,100
	778,748	1.480%, 5/26/2031, Ser. 2016-C, Class A2A^f		775,139
	1,225,295	2.510%, 8/25/2033, Ser. 2015-C, Class A2^f		1,206,800
	1,113,889	2.722%, (LIBOR 1M + 0.850%), 7/25/2039, Ser. 2016-E, Class A1^b,f		1,123,871
		Springleaf Funding Trust
	3,650,000	2.900%, 11/15/2029, Ser. 2016-AA, Class A^f		3,633,959
		Symphony CLO VIII, Ltd.
	904,331	2.804%, (LIBOR 3M + 1.100%), 1/9/2023, Ser. 2012- 8A, Class AR^*,b		904,415
		Towd Point Mortgage Trust
	1,684,609	2.750%, 4/25/2057, Ser. 2017-2, Class A1^b,f		1,672,357


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Asset-Backed Securities (25.6%) - continued
		Toyota Auto Receivables Owner Trust
	$1,282,240	1.060%, 5/15/2019, Ser. 2016-D, Class A2A		$1,280,004
		Upstart Securitization Trust
	1,626,443	2.639%, 6/20/2024, Ser. 2017-1, Class A^*		1,622,457
		Vericrest Opportunity Loan Transferee
	1,191,537	3.500%, 6/26/2045, Ser. 2015-NPL8, Class A1^f,g		1,191,761
	689,042	3.500%, 2/25/2047, Ser. 2017-NPL1, Class A1^f,g		687,496
	1,019,801	3.375%, 4/25/2047, Ser. 2017-NPL4, Class A1^f,g		1,017,667
		Verizon Owner Trust
	2,800,000	2.060%, 9/20/2021, Ser. 2017-1A, Class A^f		2,772,490
	5,500,000	2.060%, 4/20/2022, Ser. 2017-3A, Class A1A^f		5,422,833
		Voya CLO 3, Ltd.
	3,760,000	2.465%, (LIBOR 3M + 0.720%), 7/25/2026, Ser. 2017-2, Class A^*,b		3,759,970
		Wachovia Asset Securitization, Inc.
	606,557	2.012%, (LIBOR 1M + 0.140%), 7/25/2037, Ser. 2007-HE1, Class A^*,b,h		559,235
		Wheels SPV 2, LLC
	2,850,000	1.880%, 4/20/2026, Ser. 2017-1A, Class A2^f		2,823,427
		World Financial Network Credit Card Master Trust
	4,100,000	1.980%, 6/15/2023, Ser. 2017-B, Class A		4,058,388

		Total		230,422,766


	Basic Materials (0.6%)
		Georgia-Pacific, LLC
	2,470,000	2.539%, 11/15/2019^f		2,454,790
		Glencore Funding, LLC
	925,000	2.782%, (LIBOR 3M + 1.060%), 4/16/2018^b,f		925,185
	1,500,000	3.000%, 10/27/2022^f		1,446,825
		Sherwin-Williams Company
	1,000,000	2.250%, 5/15/2020		983,282

		Total		5,810,082


	Capital Goods (0.8%)
		Lockheed Martin Corporation
	1,500,000	2.500%, 11/23/2020		1,486,059
		Northrop Grumman Corporation
	2,000,000	2.550%, 10/15/2022		1,937,568
		Roper Technologies, Inc.
	1,000,000	6.250%, 9/1/2019		1,046,939
	500,000	2.800%, 12/15/2021		491,745
		Siemens Financieringsmaatschappij NV
	2,000,000	2.755%, (LIBOR 3M + 0.610%), 3/16/2022^b,f		2,019,520

		Total		6,981,831


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Collateralized Mortgage Obligations (5.5%)
		American Home Mortgage Assets Trust
	$2,220,036	2.203%, (12 MTA + 0.920%), 11/25/2046, Ser. 2006-5, Class A1^b		$1,234,799
		Bayview Opportunity Master Fund Trust
	2,482,433	3.500%, 5/28/2069, Ser. 2011-2, Class A2^b,f		2,501,397
		BCAP, LLC Trust
	1,516,735	2.052%, (LIBOR 1M + 0.180%), 3/25/2037, Ser. 2007-AA1, Class 2A1^b		1,452,268
		Bear Stearns Adjustable Rate Mortgage Trust
	542,687	3.520%, (CMT 1Y + 2.300%), 10/25/2035, Ser. 2005-9, Class A1^b		553,606
		Colt Mortgage Loan Trust
	2,076,294	2.614%, 5/27/2047, Ser. 2017-1, Class A1^*,b		2,059,671
		COLT Mortgage Loan Trust
	2,681,039	2.930%, 2/25/2048, Ser. 2018-1, Class A1^b,f		2,680,931
		Countrywide Alternative Loan Trust
	371,188	5.500%, 11/25/2035, Ser. 2005-49CB, Class A1		365,665
	409,724	5.500%, 2/25/2036, Ser. 2005-85CB, Class 2A2		387,103
	722,803	6.000%, 1/25/2037, Ser. 2006-39CB, Class 1A16		706,819
		Countrywide Home Loans, Inc.
	959,174	3.381%, 3/20/2036, Ser. 2006-HYB1, Class 1A1^b		828,692
	1,008,882	3.402%, 9/20/2036, Ser. 2006-HYB5, Class 2A1^b		871,827
		Deephaven Residential Mortgage Trust
	1,258,083	2.725%, 12/26/2046, Ser. 2017-1A, Class A1^*,b		1,240,831
	1,627,275	2.577%, 10/25/2047, Ser. KP04, Class AG1^b,f		1,614,860
		Deutsche Alt-A Securities, Inc., Mortgage Loan Trust
	2,225,937	2.053%, (12 MTA + 0.770%), 4/25/2047, Ser. 2007-OA2, Class A1^b		2,051,873
		Federal National Mortgage Association Conventional 15-Yr. Pass Through
	1,085,661	2.250%, 6/25/2025, Ser. 2010-58, Class PT		1,082,408
		GCAT, LLC
	599,229	3.375%, 3/25/2047, Ser. 2017-1, Class A1^*,g		595,240
		HarborView Mortgage Loan Trust
	851,318	3.357%, 6/19/2034, Ser. 2004-5, Class 3A^b		846,038
		J.P. Morgan Alternative Loan Trust
	1,614,712	3.581%, 3/25/2036, Ser. 2006-A1, Class 2A1^b		1,453,748
		J.P. Morgan Mortgage Trust
	216,592	3.605%, 10/25/2036, Ser. 2006-A6, Class 1A2^b		199,811


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Collateralized Mortgage Obligations (5.5%) - continued
		Master Asset Securitization Trust
	$1,025,237	2.372%, (LIBOR 1M + 0.500%), 6/25/2036, Ser. 2006-2, Class 2A2^b		$518,311
		Radnor RE, Ltd.
	3,300,000	3.254%, (LIBOR 1M + 1.400%), 3/25/2028, Ser. 2018-1, Class M1^*,b,c		3,304,125
		Residential Accredit Loans, Inc. Trust
	790,697	4.377%, 9/25/2035, Ser. 2005-QA10, Class A31^b		702,921
	2,706,947	2.422%, (LIBOR 1M + 0.550%), 1/25/2037, Ser. 2007-3, Class A1B^b		2,149,946
		Sequoia Mortgage Trust
	1,788,256	2.836%, (LIBOR 6M + 0.740%), 9/20/2034, Ser. 2004-8, Class A2^b		1,761,809
		Structured Adjustable Rate Mortgage Loan Trust
	6,313	3.809%, 12/25/2034, Ser. 2004-18, Class 5A^b		6,246
		Structured Asset Securities Corporation Trust
	1,048,425	5.500%, 12/25/2034, Ser. 2005-10, Class 3A1		1,051,014
		Towd Point Mortgage Trust
	4,540,893	2.472%, (LIBOR 1M + 0.600%), 2/25/2057, Ser. 2017-5, Class A1^b,f		4,557,208
		Wachovia Mortgage Loan Trust, LLC
	548,446	3.686%, 5/20/2036, Ser. 2006-A, Class 2A1^b		495,807
		WaMu Mortgage Pass Through Certificates
	524,612	2.162%, (LIBOR 1M + 0.290%), 10/25/2045, Ser. 2005-AR13, Class A1A1^b		524,156
	2,762,591	2.163%, (12 MTA + 0.880%), 10/25/2046, Ser. 2006-AR13, Class 1A^b		2,475,885
	1,716,442	2.021%, (12 MTA + 0.820%), 12/25/2046, Ser. 2006-AR17, Class 1A^b		1,551,464
	1,712,164	2.023%, (12 MTA + 0.740%), 1/25/2047, Ser. 2006-AR19, Class 1A^b		1,574,974
		Washington Mutual Mortgage Pass Through Certificates Trust
	1,465,006	2.203%, (12 MTA + 0.920%), 9/25/2046, Ser. 2006-AR7, Class A1A^b		1,094,828
	2,354,215	2.033%, (12 MTA + 0.750%), 2/25/2047, Ser. 2007-OA3, Class 2A^b		1,979,947
		Wells Fargo Mortgage Backed Securities Trust
	1,594,527	3.490%, 10/25/2034, Ser. 2004-V, Class 2A1^b		1,603,303
	803,506	5.500%, 8/25/2035, Ser. 2005-6, Class A12		820,973
	532,864	3.755%, 3/25/2036, Ser. 2006-AR2, Class 2A1^b		539,873


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Collateralized Mortgage Obligations (5.5%) - continued
	$396,805	3.760%, 3/25/2036, Ser. 2006-AR6, Class 3A1^b		$382,114

		Total		49,822,491


	Commercial Mortgage-Backed Securities (3.9%)
		Cold Storage Trust
	5,150,000	2.777%, (LIBOR 1M + 1.000%), 4/15/2024, Ser. 2017-ICE3, Class A^*,b		5,167,551
		Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates
	5,300,000	1.890%, (LIBOR 1M + 0.220%), 7/25/2020, Ser. KF41, Class A^b		5,306,064
	1,689,700	2.776%, 3/25/2023, Ser. K724, Class A1^h		1,684,805
	5,224,393	1.970%, (LIBOR 1M + 0.300%), 11/25/2024, Ser. 2017-M13, Class FA^b		5,239,947
		Federal National Mortgage Association - ACES
	2,994,530	1.988%, (LIBOR 1M + 0.400%), 10/25/2024, Ser. 2017-HB1, Class A^b		2,997,254
		Invitation Homes 2017-SFR2 Trust
	1,990,863	2.658%, (LIBOR 1M + 0.850%), 12/17/2036, Ser. 2017-C, Class A2B^b,f		2,005,499
		SCG Trust
	3,150,000	3.427%, (LIBOR 1M + 1.650%), 11/15/2026, Ser. 2013-SRP1, Class A^b,f		3,149,993
		Wells Fargo Commercial Mortgage Trust
	6,057,029	2.819%, 8/15/2050, Ser. 2014-LC16, Class A2		6,063,303
	3,575,000	2.632%, 5/15/2048, Ser. 2015-NXS1, Class A2		3,566,929

		Total		35,181,345


	Communications Services (1.9%)
		American Tower Corporation
	2,200,000	3.450%, 9/15/2021		2,203,787
		AT&T, Inc.
	1,735,000	3.232%, (LIBOR 3M + 0.930%), 6/30/2020^b		1,753,251
	1,000,000	3.200%, 3/1/2022		994,409
	2,000,000	2.723%, (LIBOR 3M + 0.890%), 2/14/2023^b		2,027,754
		Charter Communications Operating, LLC
	1,000,000	3.579%, 7/23/2020		1,002,687
	1,000,000	4.464%, 7/23/2022		1,021,872
		Cox Communications, Inc.
	1,500,000	3.150%, 8/15/2024^f		1,437,895
		Crown Castle International Corporation
	250,000	3.400%, 2/15/2021		250,906
	1,000,000	2.250%, 9/1/2021		963,672
	1,000,000	3.200%, 9/1/2024		958,371
		Discovery Communications, LLC
	2,000,000	2.950%, 3/20/2023		1,926,589


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Communications Services (1.9%) - continued
		Moody’s Corporation
	$1,250,000	2.750%, 7/15/2019		$1,245,839
		SES Global Americas Holdings GP
	1,375,000	2.500%, 3/25/2019^f		1,366,228

		Total		17,153,260


	Consumer Cyclical (1.8%)
		Alibaba Group Holding, Ltd.
	500,000	2.800%, 6/6/2023		483,304
		BMW US Capital, LLC
	1,550,000	1.500%, 4/11/2019^f		1,532,033
		Daimler Finance North America, LLC
	2,000,000	2.317%, (LIBOR 3M + 0.530%), 5/5/2020^b,f		2,008,468
		Ford Motor Credit Company, LLC
	1,000,000	3.565%, (LIBOR 3M + 1.270%), 3/28/2022^b		1,014,270
		General Motors Financial Company, Inc.
	1,800,000	2.650%, (LIBOR 3M + 0.930%), 4/13/2020^b		1,816,917
	3,500,000	3.612%, (LIBOR 3M + 1.310%), 6/30/2022^b		3,550,680
		Home Depot, Inc.
	1,900,000	4.400%, 4/1/2021		1,973,942
		Hyundai Capital Services, Inc.
	1,000,000	3.000%, 3/6/2022^f		975,905
	1,500,000	3.000%, 8/29/2022^f		1,456,648
		Newell Rubbermaid, Inc.
	1,100,000	3.150%, 4/1/2021		1,089,687
		Ralph Lauren Corporation
	275,000	2.625%, 8/18/2020		274,002

		Total		16,175,856


	Consumer Non-Cyclical (6.3%)
		Abbott Laboratories
	1,323,000	2.350%, 11/22/2019		1,311,472
		Altria Group, Inc.
	500,000	2.850%, 8/9/2022		489,411
		Anheuser-Busch InBev Finance, Inc.
	2,290,000	3.033%, (LIBOR 3M + 1.260%), 2/1/2021^b		2,353,569
	1,415,000	3.300%, 2/1/2023		1,415,312
		Anheuser-Busch InBev Worldwide, Inc.
	1,000,000	2.449%, (LIBOR 3M + 0.740%), 1/12/2024^b,i		1,005,880
		BAT Capital Corporation
	2,000,000	2.719%, (LIBOR 3M + 0.880%), 8/15/2022^b,f		2,012,012
		BAT International Finance plc
	2,185,000	2.635%, (LIBOR 3M + 0.510%), 6/15/2018^b,f		2,185,708
		Bayer U.S. Finance, LLC
	1,250,000	2.375%, 10/8/2019^f		1,239,076
		Becton, Dickinson and Company
	1,000,000	2.944%, (LIBOR 3M + 0.875%), 12/29/2020^b		1,001,059
	2,050,000	3.125%, 11/8/2021		2,016,663
		Boston Scientific Corporation
	1,875,000	6.000%, 1/15/2020		1,967,347
		Bunge, Ltd. Finance Corporation
	2,000,000	3.500%, 11/24/2020		2,006,553
	1,000,000	3.000%, 9/25/2022		966,610


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Consumer Non-Cyclical (6.3%) - continued
		Cargill, Inc.
	$1,000,000	3.250%, 3/1/2023^f		$1,001,432
		Church & Dwight Company, Inc.
	1,400,000	2.450%, 12/15/2019		1,391,737
		CK Hutchison International, Ltd.
	2,000,000	2.750%, 3/29/2023^f		1,927,824
		Constellation Brands, Inc.
	1,000,000	2.700%, 5/9/2022		969,802
	500,000	3.200%, 2/15/2023		490,228
		CVS Health Corporation
	965,000	2.250%, 8/12/2019		955,271
	1,750,000	3.700%, 3/9/2023		1,755,376
		H. J. Heinz Company
	2,050,000	3.500%, 7/15/2022		2,045,495
		Howard Hughes Medical Institute
	1,500,000	3.500%, 9/1/2023		1,531,575
		Imperial Tobacco Finance plc
	1,500,000	3.750%, 7/21/2022^f		1,505,427
		Japan Tobacco, Inc.
	2,500,000	2.100%, 7/23/2018^f		2,498,227
		Kraft Heinz Foods Company
	1,500,000	2.631%, (LIBOR 3M + 0.820%), 8/10/2022^b		1,510,806
		Kroger Company
	500,000	2.800%, 8/1/2022		486,185
		Laboratory Corporation of America Holdings
	1,485,000	2.625%, 2/1/2020		1,473,129
		Mead Johnson Nutrition Company
	1,000,000	3.000%, 11/15/2020		995,973
		Merck & Company, Inc.
	1,825,000	2.186%, (LIBOR 3M + 0.375%), 2/10/2020^b		1,835,233
		Mondelez International, Inc.
	1,858,000	2.293%, (LIBOR 3M + 0.520%), 2/1/2019^b		1,862,946
		Mylan NV
	1,220,000	3.150%, 6/15/2021		1,203,732
		PepsiCo, Inc.
	1,185,000	2.234%, (LIBOR 3M + 0.530%), 10/6/2021^b		1,199,600
		Philip Morris International, Inc.
	1,000,000	2.375%, 8/17/2022		963,019
		Reynolds American, Inc.
	530,000	3.250%, 6/12/2020		529,984
		Shire Acquisitions Investments Ireland Designated Activity Company
	1,900,000	1.900%, 9/23/2019		1,868,481
	1,000,000	2.875%, 9/23/2023		954,314
		Smithfield Foods, Inc.
	780,000	2.700%, 1/31/2020^f		768,881
	2,000,000	2.650%, 10/3/2021^f		1,914,563
		Teva Pharmaceutical Finance Netherlands III BV
	1,000,000	2.200%, 7/21/2021		900,327
	1,000,000	6.000%, 4/15/2024^f		970,745
		Zimmer Biomet Holdings, Inc.
	1,500,000	2.928%, (LIBOR 3M + 0.750%), 3/19/2021^b		1,502,295

		Total		56,983,279


	Energy (3.9%)
		Andeavor Logistics, LP
	500,000	3.500%, 12/1/2022		491,197


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Energy (3.9%) - continued
		BP Capital Markets plc
	$1,600,000	1.676%, 5/3/2019		$1,583,462
	1,500,000	2.828%, (LIBOR 3M + 0.650%), 9/19/2022^b		1,515,080
		Cenovus Energy, Inc.
	1,000,000	3.000%, 8/15/2022		963,532
		Chevron Corporation
	3,000,000	1.718%, 6/24/2018		2,995,387
		DCP Midstream Operating, LP
	1,650,000	2.700%, 4/1/2019		1,633,500
		Enable Midstream Partners, LP
	1,250,000	2.400%, 5/15/2019		1,236,654
		Enbridge, Inc.
	1,000,000	2.900%, 7/15/2022		969,858
		Encana Corporation
	1,000,000	3.900%, 11/15/2021		1,012,735
		EOG Resources, Inc.
	1,025,000	2.625%, 3/15/2023		988,143
		EQT Corporation
	1,000,000	3.000%, 10/1/2022		971,368
		Exxon Mobil Corporation
	2,100,000	1.708%, 3/1/2019		2,084,778
	1,785,000	2.395%, (LIBOR 3M + 0.370%), 3/6/2022^b		1,798,914
		Marathon Oil Corporation
	1,000,000	2.800%, 11/1/2022		963,650
		Marathon Petroleum Corporation
	1,325,000	3.400%, 12/15/2020		1,335,472
		NiSource Finance Corporation
	1,000,000	2.650%, 11/17/2022		967,431
		Petrobras Global Finance BV
	1,300,000	6.125%, 1/17/2022		1,389,050
		Petroleos Mexicanos
	1,300,000	5.721%, (LIBOR 3M + 3.650%), 3/11/2022^b		1,419,236
	1,638,750	2.378%, 4/15/2025		1,616,414
		Plains All American Pipeline, LP
	2,000,000	3.850%, 10/15/2023		1,949,728
		Shell International Finance BV
	1,735,000	2.261%, (LIBOR 3M + 0.450%), 5/11/2020^b		1,744,868
		Sinopec Group Overseas Development, Ltd.
	1,325,000	1.750%, 9/29/2019^f		1,299,280
		Sunoco Logistics Partners Operations, LP
	1,660,000	4.400%, 4/1/2021		1,695,223
		Transcontinental Gas Pipe Line Company, LLC
	600,000	7.850%, 2/1/2026		737,889
		Williams Partners, LP
	1,325,000	3.600%, 3/15/2022		1,319,534

		Total		34,682,383


	Financials (19.8%)
		ABN AMRO Bank NV
	1,900,000	2.450%, 6/4/2020^f		1,870,202
		AerCap Ireland Capital Designated Activity Company and AerCap Global Aviation Trust
	1,000,000	3.300%, 1/23/2023		972,206
		Aflac, Inc.
	1,850,000	2.400%, 3/16/2020		1,831,194


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Financials (19.8%) - continued
		American Express Credit Corporation
	$2,580,000	2.728%, (LIBOR 3M + 0.550%), 3/18/2019^b		$2,587,136
	850,000	3.157%, (LIBOR 3M + 1.050%), 9/14/2020^b		864,010
		American International Group, Inc.
	1,150,000	3.300%, 3/1/2021		1,150,997
		Ares Capital Corporation
	1,400,000	4.875%, 11/30/2018		1,413,692
	1,250,000	3.875%, 1/15/2020		1,262,885
		Athene Global Funding
	2,000,000	2.924%, (LIBOR 3M + 1.230%), 7/1/2022^b,f		2,033,293
		Bank of America Corporation
	2,200,000	2.565%, (LIBOR 3M + 0.870%), 4/1/2019^b		2,213,662
	1,500,000	2.345%, (LIBOR 3M + 0.650%), 10/1/2021^b		1,503,665
	1,185,000	2.905%, (LIBOR 3M + 1.160%), 1/20/2023^b		1,199,884
	1,500,000	2.741%, (LIBOR 3M + 1.000%), 4/24/2023^b		1,510,724
	500,000	2.816%, 7/21/2023^b		487,269
	1,100,000	4.000%, 1/22/2025		1,097,269
	1,100,000	6.100%, 3/17/2025^b,j		1,157,750
	1,500,000	2.557%, (LIBOR 3M + 0.770%), 2/5/2026^b		1,469,550
		Bank of New York Mellon Corporation
	675,000	4.500%, 6/20/2023^b,j		650,531
		Bank of Tokyo-Mitsubishi UFJ, Ltd.
	1,175,000	2.850%, 9/8/2021^f		1,158,781
		Barclays plc
	1,250,000	3.250%, 1/12/2021		1,241,003
	1,000,000	3.684%, 1/10/2023		990,986
		BB&T Corporation
	1,520,000	2.437%, (LIBOR 3M + 0.715%), 1/15/2020^b		1,530,961
		BNZ International Funding, Ltd.
	1,000,000	2.592%, (LIBOR 3M + 0.700%), 2/21/2020^b,f		1,004,469
	1,325,000	3.087%, (LIBOR 3M + 0.980%), 9/14/2021^b,f		1,343,630
		BPCE SA
	1,000,000	3.124%, (LIBOR 3M + 1.220%), 5/22/2022^b,f		1,013,213
		Capital One Financial Corporation
	2,000,000	2.571%, (LIBOR 3M + 0.760%), 5/12/2020^b		2,005,872
		Capital One NA
	1,000,000	2.611%, (LIBOR 3M + 0.820%), 8/8/2022^b		1,001,531
	1,500,000	2.917%, (LIBOR 3M + 1.150%), 1/30/2023^b		1,505,745
		Citigroup, Inc.
	1,840,000	2.474%, (LIBOR 3M + 0.770%), 4/8/2019^b		1,845,850
	1,500,000	2.705%, (LIBOR 3M + 0.960%), 4/25/2022^b		1,508,654
	1,725,000	3.436%, (LIBOR 3M + 1.430%), 9/1/2023^b		1,767,048
	2,000,000	2.985%, (LIBOR 3M + 1.100%), 5/17/2024^b		2,017,969
		CNA Financial Corporation
	3,000,000	5.875%, 8/15/2020		3,183,743
	1,250,000	5.750%, 8/15/2021		1,342,983


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Financials (19.8%) - continued
		Compass Bank
	$2,000,000	2.875%, 6/29/2022		$1,938,565
		Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
	1,500,000	11.000%, 6/30/2019^b,f,j		1,640,265
	1,600,000	2.500%, 1/19/2021		1,573,717
		Credit Agricole SA
	1,650,000	2.522%, (LIBOR 3M + 0.800%), 4/15/2019^b,f		1,658,505
	1,800,000	3.041%, (LIBOR 3M + 0.970%), 6/10/2020^b,f		1,824,322
	1,050,000	8.125%, 12/23/2025^b,f,j		1,196,147
		Credit Suisse Group AG
	1,500,000	6.500%, 8/8/2023^f		1,629,750
	990,000	7.500%, 12/11/2023^b,f,j		1,071,859
		Discover Bank
	1,850,000	8.700%, 11/18/2019		2,002,913
		Discover Financial Services
	2,750,000	2.600%, 11/13/2018		2,749,116
		Fifth Third Bancorp
	1,185,000	2.875%, 10/1/2021		1,171,115
		Goldman Sachs Capital II
	88,000	4.000%, (LIBOR 3M + 0.768%), 5/3/2018^b,j		74,756
		Goldman Sachs Group, Inc.
	1,915,000	2.939%, (LIBOR 3M + 1.100%), 11/15/2018^b		1,923,282
	2,160,000	2.905%, (LIBOR 3M + 1.160%), 4/23/2020^b		2,190,244
	1,720,000	3.009%, (LIBOR 3M + 1.170%), 11/15/2021^b		1,741,020
	1,000,000	2.741%, (LIBOR 3M + 1.000%), 7/24/2023^b		1,000,000
	1,375,000	3.584%, (LIBOR 3M + 1.600%), 11/29/2023^b		1,417,967
		HSBC Holdings plc
	1,325,000	3.196%, (LIBOR 3M + 1.500%), 1/5/2022^b		1,364,512
	2,000,000	3.262%, 3/13/2023^b		1,973,438
	1,500,000	6.250%, 3/23/2023^b,j		1,520,625
	1,000,000	6.000%, 5/22/2027^b,j		992,500
		Huntington Bancshares, Inc.
	1,550,000	3.150%, 3/14/2021		1,541,998
		ING Groep NV
	1,650,000	6.000%, 4/16/2020^b,j		1,691,250
	2,600,000	3.452%, (LIBOR 3M + 1.150%), 3/29/2022^b		2,640,830
		International Lease Finance Corporation
	1,560,000	5.875%, 8/15/2022		1,673,691
		Intesa Sanpaolo SPA
	1,500,000	5.017%, 6/26/2024^f		1,478,921
		J.P. Morgan Chase & Company
	1,500,000	2.250%, 1/23/2020		1,481,618
	1,250,000	5.300%, 5/1/2020^b,j		1,283,750
	1,750,000	3.875%, 9/10/2024		1,746,336
	1,500,000	2.558%, (LIBOR 3M + 0.850%), 1/10/2025^b		1,494,494
		J.P. Morgan Chase Bank NA
	1,350,000	2.861%, (LIBOR 3M + 0.590%), 9/23/2019^b		1,356,735
		Japan Bank for International Cooperation
	4,000,000	1.750%, 7/31/2018		3,994,282


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Financials (19.8%) - continued
		KeyBank NA
	$2,750,000	2.526%, (LIBOR 3M + 0.520%), 6/1/2018^b	$	2,750,948
		Kilroy Realty, LP
	750,000	3.800%, 1/15/2023		753,159
		Lincoln National Corporation
	1,000,000	4.000%, 9/1/2023		1,021,161
		Lloyds Banking Group plc
	2,000,000	2.907%, 11/7/2023^b		1,927,424
	350,000	4.582%, 12/10/2025		350,249
		Macquarie Group, Ltd.
	1,500,000	3.004%, (LIBOR 3M + 1.020%), 11/28/2023^b,f		1,500,060
		Metropolitan Life Global Funding I
	3,250,000	3.650%, 6/14/2018^f		3,255,840
		Mitsubishi UFJ Financial Group, Inc.
	1,325,000	3.149%, (LIBOR 3M + 1.060%), 9/13/2021^b		1,344,495
	1,400,000	2.824%, (LIBOR 3M + 0.920%), 2/22/2022^b		1,412,919
		Mizuho Financial Group Cayman 3, Ltd.
	825,000	4.600%, 3/27/2024^f		850,395
		Mizuho Financial Group, Inc.
	1,325,000	3.229%, (LIBOR 3M + 1.140%), 9/13/2021^b		1,345,840
	1,500,000	2.924%, (LIBOR 3M + 0.940%), 2/28/2022^b		1,512,803
		Morgan Stanley
	1,000,000	5.450%, 7/15/2019^b,j		1,017,750
	2,050,000	2.633%, (LIBOR 3M + 0.800%), 2/14/2020^b		2,056,219
	1,100,000	5.550%, 7/15/2020^b,j		1,134,122
	2,000,000	2.925%, (LIBOR 3M + 1.180%), 1/20/2022^b		2,024,153
		3.141%, (LIBOR 3M + 1.400%),
	1,600,000	10/24/2023^b		1,636,304
	1,750,000	5.000%, 11/24/2025		1,828,980
		Nationwide Building Society
	2,000,000	3.766%, 3/8/2024^b,f		1,993,787
		NCUA Guaranteed Notes
		1.929%, (LIBOR 1M + 0.350%), 12/7/2020, Ser.
	845,559	2010-A1, Class A^b		846,553
		Peachtree Corners Funding Trust
	1,375,000	3.976%, 2/15/2025^f		1,385,099
		Prudential Financial, Inc.
	1,160,000	2.350%, 8/15/2019		1,152,474
		Realty Income Corporation
	2,000,000	3.250%, 10/15/2022		1,983,609
		Regions Financial Corporation
	1,000,000	3.200%, 2/8/2021		997,997
		Reliance Standard Life Global Funding II
	1,535,000	2.500%, 4/24/2019^f		1,528,306
		Royal Bank of Scotland Group plc
	2,000,000	3.309%, (LIBOR 3M + 1.470%), 5/15/2023^b		2,017,479
	1,000,000	3.498%, 5/15/2023^b		982,375
		Santander Holdings USA, Inc.
	1,550,000	3.700%, 3/28/2022		1,552,839
	1,000,000	3.400%, 1/18/2023		977,235
		Santander UK plc
	750,000	3.125%, 1/8/2021		743,835


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Financials (19.8%) - continued
		Simon Property Group, LP
	$1,390,000	2.500%, 9/1/2020	$	1,374,553
	1,600,000	2.500%, 7/15/2021		1,565,762
		Skandinaviska Enskilda Banken AB
	2,500,000	1.375%, 5/29/2018^f		2,495,713
		Stadshypotek AB
	2,000,000	1.875%, 10/2/2019^f		1,977,796
	2,000,000	2.500%, 4/5/2022^f		1,965,286
		Standard Chartered plc
	1,175,000	3.950%, 1/11/2023^f		1,157,162
		State Street Corporation
	2,499,000	2.785%, (LIBOR 3M + 0.900%), 8/18/2020^b		2,529,783
		Sumitomo Mitsui Financial Group, Inc.
	1,550,000	4.436%, 4/2/2024^f		1,588,543
		SunTrust Banks, Inc.
	775,000	2.900%, 3/3/2021		769,679
		Svenska Handelsbanken AB
	750,000	2.668%, (LIBOR 3M + 0.490%), 6/17/2019^b		752,588
		Synchrony Financial
	1,440,000	3.017%, (LIBOR 3M + 1.230%), 2/3/2020^b		1,458,726
	1,485,000	4.250%, 8/15/2024		1,475,502
		Toronto-Dominion Bank
	1,500,000	3.037%, (LIBOR 3M + 0.930%), 12/14/2020^b		1,524,655
		USB Group Funding Jersey, Ltd.
	2,250,000	3.726%, (LIBOR 3M + 1.440%), 9/24/2020^b,f		2,299,535
		USB Realty Corporation
	1,495,000	2.867%, (LIBOR 3M + 1.147%), 1/15/2022^b,f,j		1,347,369
		Voya Financial, Inc.
	500,000	5.650%, 5/15/2053^b		510,000
		Wells Fargo & Company
	1,000,000	5.895%, (LIBOR 3M + 3.770%), 6/15/2018^b,j		1,014,340
	2,155,000	2.447%, (LIBOR 3M + 0.680%), 1/30/2020^b		2,165,874
	750,000	3.450%, 2/13/2023		739,343
	1,600,000	3.002%, (LIBOR 3M + 1.230%), 10/31/2023^b		1,623,251
	1,100,000	4.100%, 6/3/2026		1,092,555

		Total		178,089,304


	Foreign Government (0.7%)
		Argentina Government International Bond
	1,560,000	5.625%, 1/26/2022		1,582,620
		Export-Import Bank of Korea
	2,130,000	2.250%, 1/21/2020		2,097,961
		Kommunalbanken AS
	2,555,000	1.500%, 10/22/2019^f		2,519,019
		Poland Government International Bond
	125,000	4.000%, 1/22/2024		129,875

		Total		6,329,475


	Mortgage-Backed Securities (2.4%)
		Angel Oak Mortgage Trust I, LLC
		3.258%, 4/27/2048, Ser.
	3,000,000	2018-1, Class A1^b,c,f,i		2,999,990


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Mortgage-Backed Securities (2.4%) - continued
		Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through
	$7,150,000	3.000%, 4/1/2033ⁱ	$	7,133,926
		Federal Home Loan Mortgage Corporation Gold 30-Yr. Pass Through
	321,891	6.500%, 9/1/2037		362,472
	6,000,000	4.000%, 4/1/2048ⁱ		6,156,261
		Federal National Mortgage Association Conventional 30-Yr. Pass Through
	512,349	3.480%, (LIBOR 12M + 1.730%), 9/1/2037^b		532,942
	236,381	2.821%, (LIBOR 12M + 1.071%), 10/1/2037^b		233,878
	1,099,704	3.278%, (LIBOR 12M + 1.514%), 1/1/2043^b		1,127,210
	3,540,370	1.754%, (LIBOR 12M + 1.550%), 7/1/2043^b		3,644,107

		Total		22,190,786


	Technology (2.3%)
		Amphenol Corporation
	1,136,000	2.550%, 1/30/2019		1,133,190
		Apple, Inc.
	3,050,000	2.089%, (LIBOR 3M + 0.300%), 5/6/2019^b		3,058,910
	1,735,000	2.120%, (LIBOR 3M + 0.300%), 5/6/2020^b		1,742,823
		Broadcom Corporation
	1,565,000	2.375%, 1/15/2020		1,543,003
	2,000,000	2.650%, 1/15/2023		1,903,549
		Cisco Systems, Inc.
	2,185,000	2.506%, (LIBOR 3M + 0.500%), 3/1/2019^b		2,194,059
		Diamond 1 Finance Corporation
	885,000	3.480%, 6/1/2019^f		888,942
		Hewlett Packard Enterprise Company
	2,800,000	3.626%, (LIBOR 3M + 1.930%), 10/5/2018^b		2,824,688
		Intel Corporation
	800,000	3.100%, 7/29/2022		803,221
		Oracle Corporation
	1,425,000	2.500%, 5/15/2022		1,396,608
	1,500,000	2.625%, 2/15/2023		1,465,696
		Texas Instruments, Inc.
	1,000,000	1.750%, 5/1/2020		980,168
		VMware, Inc.
	1,000,000	2.950%, 8/21/2022		958,053

		Total		20,892,910


	Transportation (1.7%)
		Air Canada Pass Through Trust
	1,216,321	3.875%, 3/15/2023^f		1,210,240
		American Airlines Pass Through Trust
	1,037,947	5.600%, 7/15/2020^f		1,063,895
	1,046,830	4.950%, 1/15/2023		1,088,704
	840,160	3.700%, 5/1/2023		825,457
		British Airways plc
	1,235,694	4.625%, 6/20/2024^f		1,282,650
		Continental Airlines, Inc.
	2,530,176	4.150%, 4/11/2024		2,557,502
		Delta Air Lines, Inc.
	523,253	4.750%, 5/7/2020		533,875


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Transportation (1.7%) - continued
		ERAC USA Finance, LLC
	$1,600,000	2.600%, 12/1/2021^f	$	1,559,032
		J.B. Hunt Transport Services, Inc.
	1,175,000	3.300%, 8/15/2022		1,169,328
		Ryder System, Inc.
	1,000,000	3.400%, 3/1/2023		996,623
		TTX Company
	2,000,000	2.250%, 2/1/2019^f		1,991,279
	800,000	4.125%, 10/1/2023^*		823,844

		Total		15,102,429


	U.S. Government and Agencies (16.0%)
		Federal Home Loan Bank
	1,000,000	1.375%, 11/15/2019		985,906
		Federal National Mortgage Association
	7,500,000	2.375%, 1/19/2023		7,403,130
		U.S. Treasury Bonds
	3,100,000	2.250%, 11/15/2027		2,967,227
	1,335,000	5.500%, 8/15/2028		1,663,959
	200,000	3.000%, 5/15/2042		201,804
	3,000,000	2.500%, 5/15/2046		2,722,099
		U.S. Treasury Bonds, TIPS
	7,325,136	0.125%, 1/15/2023		7,199,227
	6,666,205	0.375%, 1/15/2027		6,490,161
	7,722,219	0.375%, 7/15/2027		7,525,623
	6,273,300	1.000%, 2/15/2046		6,408,774
		U.S. Treasury Notes
	5,000,000	1.250%, 12/15/2018		4,972,461
	12,350,000	1.500%, 10/31/2019		12,204,273
	1,750,000	1.875%, 12/15/2020		1,727,292
	39,595,000	1.125%, 8/31/2021		37,862,592
	1,500,000	1.875%, 7/31/2022		1,459,336
	19,725,000	2.000%, 11/30/2022		19,247,200
	3,000,000	2.125%, 7/31/2024		2,904,973
		U.S. Treasury Notes, TIPS
	19,860,130	0.125%, 4/15/2021		19,684,237

		Total		143,630,274


	Utilities (2.3%)
		Ameren Corporation
	1,150,000	2.700%, 11/15/2020		1,137,626
		Berkshire Hathaway Energy Company
	1,500,000	2.400%, 2/1/2020		1,487,400
		DTE Energy Company
	595,000	2.400%, 12/1/2019		588,003
		Electricite de France SA
	1,500,000	5.250%, 1/29/2023^b,f,j		1,503,000
		Enel Finance International NV
	2,000,000	2.750%, 4/6/2023^f		1,931,989
		Eversource Energy
	1,250,000	1.450%, 5/1/2018		1,248,929
		Exelon Corporation
	1,650,000	2.850%, 6/15/2020		1,634,988
	1,250,000	3.497%, 6/1/2022		1,237,627
		Exelon Generation Company, LLC
	1,255,000	2.950%, 1/15/2020		1,251,373
		ITC Holdings Corporation
	1,500,000	2.700%, 11/15/2022^f		1,454,992
		National Rural Utilities Cooperative Finance Corporation
	1,150,000	4.750%, 4/30/2043^b		1,174,660
		PPL Capital Funding, Inc.
	1,580,000	3.500%, 12/1/2022		1,584,388


Principal Amount		Long-Term Fixed Income (95.5%)	Value
	Utilities (2.3%) - continued
		Public Service Electric And Gas Company
	$2,430,000	1.800%, 6/1/2019		$2,399,549
		Sempra Energy
	1,530,000	2.400%, 3/15/2020		1,509,852
		Southern California Edison Company
	835,000	2.400%, 2/1/2022		813,521

		Total		20,957,897



		Total Long-Term Fixed Income (cost $869,903,884)		860,406,368


Shares		Preferred Stock (0.3%)	Value
	Financials (0.3%)
	66,000	Citigroup Capital XIII, 8.137%^b		1,794,540
	8,125	Farm Credit Bank of Texas, 6.750%^b,f,j		877,500

		Total		2,672,040



		Total Preferred Stock (cost $2,634,100)		2,672,040


Shares or Principal Amount		Short-Term Investments (5.0%)	Value
		Federal Home Loan Bank Discount Notes
	200,000	1.500%, 4/3/2018^k,l		199,991
	500,000	1.415%, 4/11/2018^k,l		499,793
	200,000	1.445%, 4/27/2018^k,l		199,769
	100,000	1.580%, 5/4/2018^k,m		99,849
		Thrivent Core Short-Term Reserve Fund
	4,401,366	1.940%		44,013,663
		U.S. Treasury Bills
	210,000	1.410%, 4/19/2018^k		209,838

		Total Short-Term Investments (cost $45,222,851)		45,222,903

		Total Investments (cost $926,402,847) 101.7%		$916,128,070

		Other Assets and Liabilities, Net (1.7%)		(15,447,064)

		Total Net Assets 100.0%		$900,681,006

a	The stated interest rate represents the weighted average of all contracts within the bank loan facility.

c	Security is valued using significant unobservable inputs. Further information on valuation can be found in the Notes to Financial Statements.

d	Defaulted security. Interest is not being accrued.

e	In bankruptcy. Interest is not being accrued.

g	Denotes step coupon securities. Step coupon securities pay an initial coupon rate for the first period and then different coupon rates for following periods. The rate shown is as of March 29, 2018.

h	All or a portion of the security is insured or guaranteed.

i	Denotes investments purchased on a when-issued or delayed delivery basis.

j	Denotes perpetual securities. Perpetual securities pay an indefinite stream of interest and have no contractual maturity date. Date shown, if applicable, is next call date.

k	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

l	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

m	At March 29, 2018, $99,849 of investments were segregated to cover exposure to a counterparty for margin on open mortgage-backed security transactions.

Denotes restricted securities. Restricted securities are investment securities which cannot be offered for public sale without first being registered under the Securities Act of 1933. The value of all restricted securities held in Limited Maturity Bond Portfolio as of March 29, 2018 was $87,822,303 or 9.8% of total net assets. The following table indicates the acquisition date and cost of restricted securities shown in the schedule as of March 29, 2018.


Security	Acquisition Date		Cost
ALM Loan Funding CLO, 10/17/2026		4/28/2017	$	3,500,000
Apidos CLO XVIII, 7/22/2026		4/4/2017		3,600,000
Babson CLO, Ltd., 10/17/2026		3/10/2017		3,760,000
Betony CLO, Ltd., 4/15/2027		11/17/2016		3,425,000
Birchwood Park CLO, Ltd., 7/15/2026		2/14/2017		3,420,000
BlueMountain CLO, Ltd., 10/15/2026		4/10/2017		4,000,000
Canadian Pacer Auto Receivables Trust, 3/19/2021		10/4/2017		2,000,000
Carlyle Global Market Strategies CLO, Ltd., 10/15/2026		1/27/2017		3,750,000
Cent CLO 16, LP, 8/1/2024		9/5/2014		1,766,910
Cent CLO 22, Ltd., 11/7/2026		11/1/2016		3,750,000
CLUB Credit Trust, 4/17/2023		6/14/2017		235,331
Cold Storage Trust, 4/15/2036		4/20/2017		5,150,000
Colt Mortgage Loan Trust, 5/27/2047		4/27/2017		2,076,259
Commonbond Student Loan Trust, 6/25/2032		6/17/2015		442,692
Deephaven Residential Mortgage Trust, 12/26/2046		4/7/2017		1,258,081
DRB Prime Student Loan Trust, 10/27/2031		9/23/2015		2,109,733
Dryden 34 Senior Loan Fund CLO, 10/15/2026		3/1/2017		3,600,000
Edlinc Student Loan Funding Trust, 10/1/2025		11/29/2012		1,049,086
GCAT, LLC, 3/25/2047		3/22/2017		598,108
GoldenTree Loan Opportunities IX, Ltd., 10/29/2026		10/7/2016		3,500,000
Madison Park Funding XIV, Ltd., 7/20/2026		4/13/2017		3,700,000


Security	Acquisition Date		Cost
Mortgage Equity Conversion Asset Trust, 2/25/2042		2/14/2007	$	3,533,803
Mortgage Equity Conversion Asset Trust, 1/25/2042		1/18/2007		3,601,393
Neuberger Berman CLO, Ltd., 4/22/2029		4/27/2017		3,000,000
NRZ Excess Spread-Collateralized Notes Series, 1/25/2023		1/24/2018		2,309,325
Octagon Investment Partners XX, Ltd., 8/12/2026		4/21/2017		3,500,000
OZLM VIII, Ltd., 10/17/2026		5/16/2017		3,500,000
Race Point IX CLO, Ltd., 10/15/2030		8/28/2017		1,375,000
Radnor RE, Ltd., 3/25/2028		3/13/2018		3,300,000
Symphony CLO VIII, Ltd., 1/9/2023		9/15/2014		904,331
TTX Company, 10/1/2023		9/19/2013		799,992
Upstart Securitization Trust, 6/20/2024		6/13/2017		1,626,429
Voya CLO 3, Ltd., 7/25/2026		12/13/2017		3,760,000
Wachovia Asset Securitization, Inc., 7/25/2037		3/16/2007		606,557

Definitions:


ACES	-	Alternative Credit Enhancement Securities
CLO	-	Collateralized Loan Obligation
Ser.	-	Series
TIPS	-	Treasury Inflation Protected Security

Reference Rate Index:


12 MTA	-	12 Month Treasury Average
CMT 1Y	-	Constant Maturity Treasury Yield 1 Year
CMT 3M	-	Constant Maturity Treasury Yield 3 Month
LIBOR 1W	-	ICE Libor USD Rate 1 Week
LIBOR 1M	-	ICE Libor USD Rate 1 Month
LIBOR 3M	-	ICE Libor USD Rate 3 Month
LIBOR 6M	-	ICE Libor USD Rate 6 Month
LIBOR 12M	-	ICE Libor USD Rate 12 Month
PRIME	-	Federal Reserve Prime Loan Rate

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Limited Maturity Bond Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Limited Maturity Bond Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $899,553 were pledged as the initial margin deposit for these contracts.

Affiliated issuers, as defined under the Investment Company Act of 1940, include those in which the Portfolio’s holdings of an issuer represent 5% or more of the outstanding voting securities of an issuer, any affiliated mutual fund, or a company which is under common ownership or control with the Portfolio. The Portfolio owns shares of Thrivent Core Short-Term Reserve Fund primarily to serve as a cash sweep vehicle for the Portfolio. Thrivent Core Funds are established solely for investment by Thrivent entities. The Portfolio owns shares of Thrivent Cash Management Trust for the purpose of securities lending for the Portfolio. Thrivent Cash Management Trust is established solely for investment by Thrivent entities.

A summary of transactions (in thousands) for the fiscal year to date, in Limited Maturity Bond Portfolio, is as follows:


Shares		Common Stock (93.0%)	Value
	Consumer Discretionary (8.8%)
	1,000	ABC-MART, Inc.		$65,854
	528	Carnival Corporation		34,626
	1,224	Carnival plc		78,781
	4,002	Comcast Corporation		136,748
	380	Genuine Parts Company		34,139
	1,019	Home Depot, Inc.		181,626
	389	McDonald’s Corporation		60,832
	3,000	Nikon Corporation		54,228
	1,400	Park24 Company, Ltd.		38,202
	400	Rinnai Corporation		38,042
	1,900	Sankyo Company, Ltd.		66,467
	5,100	Sega Sammy Holdings, Inc.		82,632
	600	SHIMAMURA Company, Ltd.		74,813
	18,400	Singapore Press Holdings, Ltd.		35,501
	6,500	Techtronic Industries Company, Ltd.		38,149
	1,579	TJX Companies, Inc.		128,783
	11,700	Yamada Denki Company, Ltd.		71,098
	12,000	Yue Yuen Industrial Holdings, Ltd.		48,078

		Total		1,268,599


	Consumer Staples (12.3%)
	3,148	Altria Group, Inc.		196,183
	3,768	Coca-Cola Company		163,644
	1,072	Colgate-Palmolive Company		76,841
	1,909	Conagra Brands, Inc.		70,404
	738	Hershey Company		73,033
	6,100	Japan Tobacco, Inc.		174,259
	5,355	Koninklijke Ahold Delhaize NV		126,892
	1,100	Lawson, Inc.		75,198
	354	McCormick & Company, Inc.		37,662
	1,136	Mondelez International, Inc.		47,405
	458	Nestle SA		36,201
	550	NH Foods, Ltd.		22,583
	6,195	Orkla ASA		66,764
	1,860	PepsiCo, Inc.		203,019
	785	Swedish Match AB		35,574
	874	Sysco Corporation		52,405
	2,822	Unilever plc		156,515
	1,880	Wal-Mart Stores, Inc.		167,264

		Total		1,781,846


	Energy (2.4%)
	8,495	BP plc		57,300
	2,169	Caltex Australia, Ltd.		52,687
	605	Chevron Corporation		68,994
	2,224	Exxon Mobil Corporation		165,933

		Total		344,914


	Financials (15.9%)
	2,475	AGNC Investment Corporation		46,827
	78	Alleghany Corporation		47,926
	2,083	Allstate Corporation		197,468
	461	American Express Company		43,002
	590	American Financial Group, Inc.		66,210
	6,742	Annaly Capital Management, Inc.		70,319
	1,125	Aon plc		157,871
	388	Arch Capital Group, Ltd.^a		33,209
	825	Berkshire Hathaway, Inc.^a		164,571
	1,002	Chubb, Ltd.		137,044
	3,050	CI Financial Corporation		65,339
	13,121	Direct Line Insurance Group plc		70,256
	1,802	Hartford Financial Services Group, Inc.		92,839
	659	Intact Financial Corporation		49,519
	1,568	Loews Corporation		77,977
	100	Markel Corporation^a		117,025


Shares		Common Stock (93.0%)	Value
	Financials (15.9%) - continued
	2,036	Marsh & McLennan Companies, Inc.		$168,153
	849	Nasdaq, Inc.		73,201
	662	Pargesa Holding SA		58,739
	55	Partners Group Holding AG		40,927
	3,795	Progressive Corporation		231,229
	344	Swiss Re AG		35,111
	257	Travelers Companies, Inc.		35,687
	2,245	U.S. Bancorp		113,373
	3,124	United Overseas Bank, Ltd.		65,736
	593	W.R. Berkley Corporation		43,111

		Total		2,302,669


	Health Care (13.4%)
	2,444	Abbott Laboratories		146,444
	13,900	Astellas Pharmaceutical, Inc.		212,614
	868	CIGNA Corporation		145,598
	1,942	Eli Lilly and Company		150,253
	1,517	Johnson & Johnson		194,404
	223	Laboratory Corporation of America Holdings^a		36,070
	1,625	Medtronic plc		130,357
	3,300	Mitsubishi Tanabe Pharma Corporation		66,671
	2,308	Novo Nordisk AS		113,521
	5,709	Pfizer, Inc.		202,612
	750	Roche Holding AG		172,048
	293	Sonova Holding AG		46,582
	931	Stryker Corporation		149,817
	2,100	Takeda Pharmaceutical Company, Ltd.		102,399
	338	UnitedHealth Group, Inc.		72,332

		Total		1,941,722


	Industrials (13.1%)
	686	3M Company		150,591
	539	Expeditors International of Washington, Inc.		34,119
	327	General Dynamics Corporation		72,234
	870	Honeywell International, Inc.		125,724
	1,700	Kurita Water Industries, Ltd.		54,881
	597	Lockheed Martin Corporation		201,744
	399	MAN AG		46,527
	480	Northrop Grumman Corporation		167,578
	988	Raytheon Company		213,230
	6,707	RELX plc		137,774
	515	Republic Services, Inc.		34,108
	9,172	Royal Mail plc		69,613
	168	Schindler Holding AG		35,197
	299	Schindler Holding AG, Participation Certificate		64,514
	33	SGS SA		81,178
	6,600	Singapore Airlines, Ltd.		54,844
	15,600	Singapore Airport Terminal Services, Ltd.		61,303
	1,459	Waste Connections, Inc.		104,669
	2,204	Waste Management, Inc.		185,400

		Total		1,895,228


	Information Technology (12.1%)
	229	Accenture plc		35,152
	1,352	Amphenol Corporation		116,448
	1,765	Automatic Data Processing, Inc.		200,292
	714	Broadridge Financial Solutions, Inc.		78,319
	1,042	CA, Inc.		35,324
	4,200	Canon, Inc.		152,369
	4,782	Cisco Systems, Inc.		205,100


Shares		Common Stock (93.0%)	Value
	Information Technology (12.1%) - continued
	818	eBay, Inc.^a		$32,916
	2,017	Fidelity National Information Services, Inc.		194,237
	1,374	Fiserv, Inc.^a		97,980
	280	International Business Machines Corporation		42,961
	1,252	MasterCard, Inc.		219,300
	1,431	Microsoft Corporation		130,607
	2,979	Oracle Corporation		136,289
	784	Synopsys, Inc.^a		65,260

		Total		1,742,554


	Materials (2.9%)
	66	EMS-CHEMIE Holding AG		41,752
	60	Givaudan SA		136,881
	2,100	Kuraray Company, Ltd.		36,410
	4,905	Newcrest Mining, Ltd.		73,980
	3,482	Newmont Mining Corporation		136,042

		Total		425,065


	Real Estate (2.5%)
	300	Daito Trust Construction Company, Ltd.		51,080
	1,669	Duke Realty Corporation		44,195
	17,000	Hang Lung Properties, Ltd.		39,899
	11,000	Hysan Development Company, Ltd.		58,375
	13,000	Kerry Properties, Ltd.		58,786
	4,500	Link REIT		38,573
	711	Swiss Prime Site AG^a		68,807

		Total		359,715


	Telecommunications Services (4.3%)
	1,108	BCE, Inc.		47,679
	55,000	HKT Trust and HKT, Ltd.		69,343
	1,900	Nippon Telegraph & Telephone Corporation		88,641
	8,100	NTT DOCOMO, Inc.		206,497
	119,000	PCCW, Ltd.		69,064
	169	Swisscom AG		83,842
	1,398	TELUS Corporation		49,090

		Total		614,156


	Utilities (5.3%)
	1,674	American Electric Power Company, Inc.		114,820
	2,900	Chubu Electric Power Company, Inc.		41,620
	7,500	CLP Holdings, Ltd.		76,470
	893	CMS Energy Corporation		40,444
	681	Edison International, Inc.		43,353
	234	NextEra Energy, Inc.		38,219
	3,500	Osaka Gas Company, Ltd.		69,611
	1,734	Southern Company		77,440
	2,900	Tokyo Gas Company, Ltd.		77,489
	1,280	WEC Energy Group, Inc.		80,256
	2,352	Xcel Energy, Inc.		106,969

		Total		766,691



		Total Common Stock (cost $13,066,689)		13,443,159


Shares		Preferred Stock (0.4%)	Value
	Consumer Staples (0.4%)
	396	Henkel AG & Company KGaA, 1.620%		$52,055

		Total		52,055



		Total Preferred Stock (cost $52,919)		52,055


Shares or Principal Amount		Short-Term Investments (7.4%)	Value
		Federal Home Loan Bank Discount Notes
	100,000	1.480%, 5/2/2018^b,c		99,858
	100,000	1.669%, 6/6/2018^b		99,690
		Thrivent Core Short-Term Reserve Fund
	86,836	1.940%		868,355

		Total Short-Term Investments (cost $1,067,904)		1,067,903

		Total Investments (cost $14,187,512) 100.8%		$14,563,117

		Other Assets and Liabilities, Net (0.8%)		(116,274	)

		Total Net Assets 100.0%		$14,446,843

a	Non-income producing security.

b	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

c	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

Definitions:


REIT		-		Real Estate Investment Trust is a company that buys, develops, manages and/or sells real estate assets.

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Low Volatility Equity Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Low Volatility Equity Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $99,858 were pledged as the initial margin deposit for these contracts.

Affiliated issuers, as defined under the Investment Company Act of 1940, include those in which the Portfolio’s holdings of an issuer represent 5% or more of the outstanding voting securities of an issuer, any affiliated mutual fund, or a company which is under common ownership or control with the Portfolio. The Portfolio owns shares of Thrivent Core Short-Term Reserve Fund primarily to serve as a cash sweep vehicle for the Portfolio. Thrivent Core Funds are established solely for investment by Thrivent entities. The Portfolio owns shares of Thrivent Cash Management Trust for the purpose of securities lending for the Portfolio. Thrivent Cash Management Trust is established solely for investment by Thrivent entities.

A summary of transactions (in thousands) for the fiscal year to date, in Low Volatility Equity Portfolio, is as follows:


Shares		Common Stock (98.6%)	Value
	Consumer Discretionary (11.8%)
	14,218	Aaron’s, Inc.	$	662,559
	13,815	Adtalem Global Education, Inc.^a		656,903
	11,366	AMC Networks, Inc.^a		587,622
	37,850	American Eagle Outfitters, Inc.		754,351
	13,434	AutoNation, Inc.^a		628,443
	32,477	Bed Bath & Beyond, Inc.		681,692
	9,580	Big Lots, Inc.^b		417,017
	18,720	Boyd Gaming Corporation		596,419
	10,547	Brinker International, Inc.^b		380,747
	19,864	Brunswick Corporation		1,179,723
	1,065	Cable One, Inc.		731,772
	10,656	Carter’s, Inc.		1,109,290
	9,708	Cheesecake Factory, Inc.		468,120
	2,582	Churchill Downs, Inc.		630,137
	23,975	Cinemark Holdings, Inc.		903,138
	11,605	Cooper Tire & Rubber Company		340,026
	5,454	Cracker Barrel Old Country Store, Inc.		868,277
	32,458	Dana, Inc.		836,118
	7,204	Deckers Outdoor Corporation^a		648,576
	20,203	Delphi Technologies plc		962,673
	18,774	Dick’s Sporting Goods, Inc.		658,029
	4,751	Dillard’s, Inc.^b		381,695
	10,014	Domino’s Pizza, Inc.		2,338,870
	19,235	Dunkin’ Brands Group, Inc.		1,148,137
	62,418	Gentex Corporation		1,436,862
	1,077	Graham Holdings Company		648,623
	6,302	Helen of Troy, Ltd.^a		548,274
	23,932	ILG, Inc.		744,525
	5,534	International Speedway Corporation		244,049
	6,684	Jack in the Box, Inc.		570,346
	10,080	John Wiley and Sons, Inc.		642,096
	19,050	KB Home		541,972
	30,608	Live Nation Entertainment, Inc.^a		1,289,821
	8,942	Meredith Corporation		481,080
	25,026	Michaels Companies, Inc.^a		493,262
	7,351	Murphy USA, Inc.^a		535,153
	28,464	New York Times Company		685,982
	783	NVR, Inc.^a		2,192,400
	117,605	Office Depot, Inc.		252,851
	5,817	Papa John’s International, Inc.^b		333,314
	13,688	Polaris Industries, Inc.		1,567,550
	9,099	Pool Corporation		1,330,456
	29,091	Sally Beauty Holdings, Inc.^a		478,547
	12,031	Scientific Games Corporationa		500,490
	42,518	Service Corporation International		1,604,629
	13,770	Signet Jewelers, Ltd.		530,420
	17,710	Six Flags Entertainment Corporation		1,102,625
	31,716	Skechers USA, Inc.^a		1,233,435
	8,499	Sotheby’s Holdings, Inc.^a		436,084
	48,687	Tegna, Inc.		554,545
	10,488	Tempur Sealy International, Inc.^a		475,002
	14,919	Texas Roadhouse, Inc.		862,020
	11,055	Thor Industries, Inc.		1,273,204
	33,423	Toll Brothers, Inc.		1,445,545
	34,006	Tri Pointe Homes, Inc.^a		558,719
	11,496	Tupperware Brands Corporation		556,176
	18,217	Urban Outfitters, Inc.a		673,300
	41,145	Wendy’s Company		722,095
	17,728	Williams-Sonoma, Inc.^b		935,329

		Total		47,051,115


	Consumer Staples (3.3%)
	1,976	Boston Beer Company, Inc.^a		373,563
	8,679	Casey’s General Stores, Inc.		952,694
	12,667	Edgewell Personal Care Company^a		618,403
	13,704	Energizer Holdings, Inc.		816,484


Shares		Common Stock (98.6%)	Value
	Consumer Staples (3.3%) - continued
	41,897	Flowers Foods, Inc.	$	915,868
	23,564	Hain Celestial Group, Inc.^a		755,698
	16,496	Ingredion, Inc.		2,126,664
	33,133	Lamb Weston Holdings, Inc.		1,929,003
	4,414	Lancaster Colony Corporation		543,540
	11,220	Nu Skin Enterprises, Inc.		827,026
	15,038	Post Holdings, Inc.^a		1,139,279
	4,526	Sanderson Farms, Inc.		538,685
	27,995	Sprouts Farmers Markets, Inc.^a		657,043
	4,440	Tootsie Roll Industries, Inc.^b		130,758
	12,993	TreeHouse Foods, Inc.^a		497,242
	11,713	United Natural Foods, Inc.^a		502,956

		Total		13,324,906


	Energy (4.2%)
	45,941	Callon Petroleum Company^a		608,259
	206,680	Chesapeake Energy Corporation^a		624,173
	47,090	CNX Resources Corporation^a		726,599
	10,008	Core Laboratories NV^b		1,083,066
	14,546	Diamond Offshore Drilling, Inc.^a,b		213,244
	8,533	Dril-Quip, Inc.^a		382,278
	22,079	Energen Corporation^a		1,387,886
	97,960	Ensco plc		430,044
	37,373	Gulfport Energy Corporation^a		360,649
	40,480	HollyFrontier Corporation		1,977,853
	21,981	Matador Resources Company^a		657,452
	36,712	Murphy Oil Corporation		948,638
	72,104	Nabors Industries, Ltd.		504,007
	22,322	Oceaneering International, Inc.		413,850
	50,527	Patterson-UTI Energy, Inc.		884,728
	25,072	PBF Energy, Inc.		849,941
	54,491	QEP Resources, Inc.^a		533,467
	25,623	Rowan Companies plc^a		295,689
	23,302	SM Energy Company		420,135
	115,754	Southwestern Energy Company^a		501,215
	34,683	Superior Energy Services, Inc.^a		292,378
	101,943	Transocean, Ltd.^a,b		1,009,236
	15,320	World Fuel Services Corporation		376,106
	90,388	WPX Energy, Inc.^a		1,335,935

		Total		16,816,828


	Financials (17.5%)
	3,487	Alleghany Corporation		2,142,552
	15,699	American Financial Group, Inc.		1,761,742
	13,470	Aspen Insurance Holdings, Ltd.		604,130
	38,267	Associated Banc-Corp		950,935
	19,023	BancorpSouth Bank		604,931
	9,600	Bank of Hawaii Corporation		797,760
	27,496	Bank of the Ozarks		1,327,232
	52,450	Brown & Brown, Inc.		1,334,328
	17,181	Cathay General Bancorp		686,896
	16,027	Chemical Financial Corporation		876,356
	37,926	CNO Financial Group, Inc.		821,856
	21,246	Commerce Bancshares, Inc.		1,272,848
	13,550	Cullen/Frost Bankers, Inc.		1,437,249
	32,787	East West Bancorp, Inc.		2,050,499
	27,289	Eaton Vance Corporation		1,519,179
	9,429	Evercore, Inc.		822,209
	73,232	F.N.B. Corporation		984,970
	8,920	FactSet Research Systems, Inc.		1,778,826
	21,445	Federated Investors, Inc.		716,263
	25,004	First American Financial Corporation		1,467,235
	76,386	First Horizon National Corporation		1,438,348
	39,551	Fulton Financial Corporation		702,030
	112,956	Genworth Financial, Inc.^a		319,666
	19,286	Hancock Holding Company		997,086


Shares		Common Stock (98.6%)	Value
	Financials (17.5%) - continued
	9,647	Hanover Insurance Group, Inc.	$	1,137,285
	35,672	Home BancShares, Inc.		813,678
	16,203	Interactive Brokers Group, Inc.		1,089,490
	12,242	International Bancshares Corporation		476,214
	40,755	Janus Henderson Group plc		1,348,583
	11,059	Kemper Corporation		630,363
	19,160	Legg Mason, Inc.		778,854
	1,802	LendingTree, Inc.^a,b		591,326
	8,551	MarketAxess Holdings, Inc.		1,859,329
	18,945	MB Financial, Inc.		766,894
	8,248	Mercury General Corporation		378,336
	20,265	MSCI, Inc.		3,029,010
	114,627	New York Community Bancorp, Inc.		1,493,590
	58,559	Old Republic International Corporation		1,256,091
	29,405	PacWest Bancorp		1,456,430
	16,723	Pinnacle Financial Partners, Inc.		1,073,617
	9,996	Primerica, Inc.		965,614
	15,756	Prosperity Bancshares, Inc.		1,144,358
	14,741	Reinsurance Group of America, Inc.		2,270,114
	9,080	RenaissanceRe Holdings, Ltd.		1,257,671
	29,841	SEI Investments Company		2,235,389
	12,160	Signature Bank^a		1,726,112
	97,611	SLM Corporation^a		1,094,219
	50,914	Sterling Bancorp		1,148,111
	16,790	Stifel Financial Corporation		994,472
	27,052	Synovus Financial Corporation		1,350,977
	38,935	TCF Financial Corporation		888,107
	11,207	Texas Capital Bancshares, Inc.^a		1,007,509
	15,301	Trustmark Corporation		476,779
	9,913	UMB Financial Corporation		717,602
	49,863	Umpqua Holdings Corporation		1,067,567
	23,741	United Bankshares, Inc.		836,870
	59,653	Valley National Bancorp		743,276
	21,854	W.R. Berkley Corporation		1,588,786
	19,727	Washington Federal, Inc.		682,554
	20,816	Webster Financial Corporation		1,153,206
	12,680	Wintrust Financial Corporation		1,091,114

		Total		70,034,623


	Health Care (8.0%)
	9,627	ABIOMED, Inc.^a		2,801,361
	18,549	Acadia Healthcare Company, Inc.^a		726,750
	21,274	Akorn, Inc.^a		398,037
	40,901	Allscripts Healthcare Solutions, Inc.^a		505,127
	4,580	Bio-Rad Laboratories, Inc.^a		1,145,366
	8,493	Bio-Techne Corporation		1,282,783
	8,023	Cantel Medical Corporation		893,842
	30,272	Catalent, Inc.^a		1,242,968
	11,090	Charles River Laboratories International, Inc.^a		1,183,747
	22,385	Encompass Health Corporation		1,279,750
	46,042	Endo International plc^a		273,489
	16,461	Globus Medical, Inc.^a		820,087
	10,666	Halyard Health, Inc.^a		491,489
	14,904	Hill-Rom Holdings, Inc.		1,296,648
	3,454	ICU Medical, Inc.^a		871,790
	8,921	LifePoint Health, Inc.^a		419,287
	9,860	LivaNova plc^a		872,610
	20,179	Mallinckrodt, LLC^a		292,192
	10,795	Masimo Corporation^a		949,420
	13,840	Medidata Solutions, Inc.^a		869,290
	21,917	Mednax, Inc.^a		1,219,243
	10,748	Molina Healthcare, Inc.^a		872,523
	11,531	NuVasive, Inc.^a		602,034


Shares		Common Stock (98.6%)	Value
	Health Care (8.0%) - continued
	18,457	Patterson Companies, Inc.	$	410,299
	12,012	Prestige Brands Holdings, Inc.^a		405,045
	19,289	STERIS plc		1,800,821
	12,793	Syneos Health, Inc.^a		454,152
	10,292	Teleflex, Inc.		2,624,254
	18,348	Tenet Healthcare Corporation^a,b		444,939
	9,852	United Therapeutics Corporation^a		1,106,971
	10,102	Wellcare Health Plans, Inc.^a		1,956,050
	16,862	West Pharmaceutical Services, Inc.		1,488,746

		Total		32,001,110


	Industrials (15.6%)
	37,218	AECOM^a		1,326,077
	14,910	AGCO Corporation		966,914
	16,171	Avis Budget Group, Inc.^a,b		757,450
	11,393	Brink’s Company		812,891
	14,037	Carlisle Companies, Inc.		1,465,603
	11,803	Clean Harbors, Inc.^a		576,104
	46,211	Copart, Inc.^a		2,353,526
	11,450	Crane Company		1,061,873
	10,053	Curtiss-Wright Corporation		1,357,859
	10,835	Deluxe Corporation		801,898
	29,598	Donaldson Company, Inc.		1,333,390
	8,422	Dun & Bradstreet Corporation		985,374
	6,972	Dycom Industries, Inc.^a		750,396
	13,316	EMCOR Group, Inc.		1,037,716
	9,477	EnerSys		657,419
	5,951	Esterline Technologies Corporation^a		435,316
	18,529	First Solar, Inc.^a		1,315,188
	8,653	GATX Corporation^b		592,644
	13,956	Genesee & Wyoming, Inc.^a		987,945
	38,651	Graco, Inc.		1,767,124
	9,048	Granite Construction, Inc.		505,421
	16,638	Healthcare Services Group, Inc.		723,420
	13,626	Herman Miller, Inc.		435,351
	9,895	HNI Corporation		357,111
	12,448	Hubbell, Inc.		1,515,917
	17,524	IDEX Corporation		2,497,345
	19,953	ITT Corporation		977,298
	75,244	JetBlue Airways Corporation^a		1,528,958
	31,822	KBR, Inc.		515,198
	18,458	Kennametal, Inc.		741,273
	12,047	Kirby Corporation^a		927,017
	11,610	KLX, Inc.^a		825,007
	29,056	Knight-Swift Transportation Holdings, Inc.		1,336,867
	9,519	Landstar System, Inc.		1,043,758
	8,530	Lennox International, Inc.		1,743,276
	13,973	Lincoln Electric Holdings, Inc.		1,256,871
	14,991	Manpower, Inc.		1,725,464
	7,662	MSA Safety, Inc.		637,785
	10,527	MSC Industrial Direct Company, Inc.		965,431
	11,519	Nordson Corporation		1,570,500
	24,331	NOW, Inc.^a		248,663
	15,608	Old Dominion Freight Line, Inc.		2,293,908
	13,097	Orbital ATK, Inc.		1,736,793
	17,062	Oshkosh Corporation		1,318,381
	42,360	Pitney Bowes, Inc.		461,300
	10,031	Regal-Beloit Corporation		735,774
	21,727	Rollins, Inc.		1,108,729
	12,021	Ryder System, Inc.		875,009
	8,342	Teledyne Technologies, Inc.^a		1,561,372
	17,994	Terex Corporation		673,156
	15,474	Timken Company		705,614
	24,361	Toro Company		1,521,344
	34,511	Trinity Industries, Inc.		1,126,094


Shares		Common Stock (98.6%)	Value
	Industrials (15.6%) - continued
	5,135	Valmont Industries, Inc.	$	751,250
	19,367	Wabtec Corporation		1,576,474
	7,478	Watsco, Inc.		1,353,294
	10,089	Werner Enterprises, Inc.		368,249
	12,463	Woodward, Inc.		893,099

		Total		62,480,478


	Information Technology (17.0%)
	25,936	3D Systems Corporation^a		300,598
	26,990	ACI Worldwide, Inc.^a		640,203
	17,887	Acxiom Corporation^a		406,214
	39,987	ARRIS International plc^a		1,062,455
	19,876	Arrow Electronics, Inc.^a		1,530,849
	27,286	Avnet, Inc.		1,139,463
	9,562	Belden, Inc.		659,204
	11,004	Blackbaud, Inc.		1,120,317
	26,660	Broadridge Financial Solutions, Inc.		2,924,335
	16,271	Cars.com Inc.^a		460,957
	28,876	CDK Global, Inc.		1,829,006
	33,740	Ciena Corporation^a		873,866
	14,328	Cirrus Logic, Inc.^a		582,147
	39,836	Cognex Corporation		2,071,074
	5,634	Coherent, Inc.^a		1,055,812
	9,725	CommVault Systems, Inc.^a		556,270
	20,940	Convergys Corporation		473,663
	18,694	CoreLogic, Inc.^a		845,530
	22,408	Cree, Inc.^a		903,266
	80,542	Cypress Semiconductor Corporation		1,365,992
	17,274	Diebold Nixdorf, Inc.^b		266,020
	13,674	DST Systems, Inc.		1,143,830
	6,800	Fair Isaac Corporation^a		1,151,716
	32,633	Fortinet, Inc.^a		1,748,476
	22,985	GameStop Corporation^b		290,071
	30,153	Integrated Device Technology, Inc.^a		921,476
	7,865	InterDigital, Inc.		578,864
	11,035	j2 Global, Inc.		870,882
	39,905	Jabil, Inc.		1,146,471
	17,526	Jack Henry & Associates, Inc.		2,119,770
	43,415	Keysight Technologies, Inc.^a		2,274,512
	20,258	Knowles Corporation^a		255,048
	32,619	Leidos Holdings, Inc.		2,133,283
	5,619	Littelfuse, Inc.		1,169,763
	11,956	LogMeIn, Inc.		1,381,516
	15,680	Manhattan Associates, Inc.^a		656,678
	14,764	MAXIMUS, Inc.		985,349
	26,690	Microsemi Corporation^a		1,727,377
	12,332	MKS Instruments, Inc.		1,426,196
	9,052	Monolithic Power Systems, Inc.		1,047,950
	24,317	National Instruments Corporation		1,229,711
	27,613	NCR Corporation^a		870,362
	19,712	NetScout Systems, Inc.^a		519,411
	7,501	Plantronics, Inc.		452,835
	26,624	PTC, Inc.^a		2,076,938
	51,494	Sabre Corporation		1,104,546
	9,812	Science Applications International Corporation		773,186
	9,647	Silicon Laboratories, Inc.^a		867,265
	7,731	Synaptics, Inc.^a		353,539
	6,558	SYNNEX Corporation		776,467
	7,826	Tech Data Corporation^a		666,227
	27,569	Teradata Corporation^a		1,093,662
	44,554	Teradyne, Inc.		2,036,563
	57,024	Trimble, Inc.^a		2,046,021
	8,043	Tyler Technologies, Inc.^a		1,696,751
	6,604	Ultimate Software Group, Inc.^a		1,609,395
	25,358	VeriFone Systems, Inc.^a		390,006


Shares		Common Stock (98.6%)	Value
	Information Technology (17.0%) - continued
	24,654	Versum Materials, Inc.	$	927,730
	12,280	ViaSat, Inc.^a,b		807,042
	29,865	Vishay Intertechnology, Inc.		555,489
	9,072	WEX, Inc.^a		1,420,857
	12,094	Zebra Technologies Corporation^a		1,683,364

		Total		68,053,836


	Materials (6.9%)
	28,709	Allegheny Technologies, Inc.^a		679,829
	14,085	AptarGroup, Inc.		1,265,256
	14,103	Ashland Global Holdings, Inc.		984,248
	20,562	Bemis Company, Inc.		894,858
	14,047	Cabot Corporation		782,699
	10,606	Carpenter Technology Corporation		467,937
	42,399	Chemours Company		2,065,255
	26,330	Commercial Metals Company		538,712
	7,650	Compass Minerals International, Inc.^b		461,295
	14,178	Domtar Corporation		603,132
	11,031	Eagle Materials, Inc.		1,136,745
	5,864	Greif, Inc.		306,394
	32,633	Louisiana-Pacific Corporation		938,851
	8,013	Minerals Technologies, Inc.		536,470
	2,070	NewMarket Corporation		831,478
	37,632	Olin Corporation		1,143,637
	36,988	Owens-Illinois, Inc.^a		801,160
	18,270	PolyOne Corporation		776,840
	16,549	Reliance Steel & Aluminum Company		1,418,911
	14,835	Royal Gold, Inc.		1,273,881
	30,317	RPM International, Inc.		1,445,211
	9,282	Scotts Miracle-Gro Company		795,932
	9,854	Sensient Technologies Corporation		695,495
	16,754	Silgan Holdings, Inc.		466,599
	22,437	Sonoco Products Company		1,088,195
	54,173	Steel Dynamics, Inc.		2,395,530
	40,011	United States Steel Corporation		1,407,987
	45,944	Valvoline, Inc.		1,016,741
	10,162	Worthington Industries, Inc.		436,153

		Total		27,655,431


	Real Estate (8.7%)
	15,253	Alexander & Baldwin, Inc.		352,802
	30,949	American Campus Communities, Inc.		1,195,250
	21,018	Camden Property Trust		1,769,295
	26,861	CoreCivic, Inc.		524,327
	7,769	CoreSite Realty Corporation		778,920
	22,632	Corporate Office Properties Trust		584,585
	95,130	Cousins Properties, Inc.		825,728
	22,472	CyrusOne, Inc.		1,150,791
	21,133	DCT Industrial Trust, Inc.		1,190,633
	36,178	Douglas Emmett, Inc.		1,329,903
	17,209	Education Realty Trust, Inc.		563,595
	14,440	EPR Properties		799,976
	27,172	First Industrial Realty Trust, Inc.		794,238
	28,095	GEO Group, Inc.		575,105
	28,323	Healthcare Realty Trust, Inc.		784,830
	23,420	Highwoods Properties, Inc.		1,026,264
	37,178	Hospitality Properties Trust		942,090
	21,238	JBG SMITH Properties		715,933
	10,339	Jones Lang LaSalle, Inc.		1,805,603
	22,339	Kilroy Realty Corporation		1,585,175
	19,051	Lamar Advertising Company		1,212,787
	25,724	LaSalle Hotel Properties		746,253
	33,477	Liberty Property Trust		1,330,041
	10,555	Life Storage, Inc.		881,554
	20,386	Mack-Cali Realty Corporation		340,650


Shares		Common Stock (98.6%)	Value
	Real Estate (8.7%) - continued
	82,613	Medical Properties Trust, Inc.		$1,073,969
	35,979	National Retail Properties, Inc.		1,412,536
	45,077	Omega Healthcare Investors, Inc.		1,218,882
	13,579	PotlatchDeltic Corporation		706,787
	20,792	Quality Care Properties, Inc.^a		403,989
	29,305	Rayonier, Inc. REIT		1,030,950
	40,622	Sabra Health Care REIT, Inc.		716,978
	53,916	Senior Housing Property Trust		844,325
	21,521	Tanger Factory Outlet Centers, Inc.		473,462
	13,791	Taubman Centers, Inc.		784,846
	37,236	Uniti Group, Inc.		605,085
	24,197	Urban Edge Properties		516,606
	42,373	Washington Prime Group, Inc.		282,628
	27,154	Weingarten Realty Investors		762,484

		Total		34,639,855


	Telecommunications Services (0.2%)
	20,724	Telephone & Data Systems, Inc.		580,894

		Total		580,894


	Utilities (5.4%)
	11,540	ALLETE, Inc.		833,765
	40,162	Aqua America, Inc.		1,367,918
	25,384	Atmos Energy Corporation		2,138,348
	12,113	Black Hills Corporation		657,736
	48,994	Great Plains Energy, Inc.		1,557,519
	24,698	Hawaiian Electric Industries, Inc.		849,117
	11,445	IDACORP, Inc.		1,010,250
	44,205	MDU Resources Group, Inc.		1,244,813
	19,385	National Fuel Gas Company		997,358
	19,646	New Jersey Resources Corporation		787,805
	11,029	NorthWestern Corporation		593,360
	45,405	OGE Energy Corporation		1,487,922
	11,830	ONE Gas, Inc.		781,017
	18,033	PNM Resources, Inc.		689,762
	10,790	Southwest Gas Holdings, Inc.		729,728
	39,203	UGI Corporation		1,741,397
	18,799	Vectren Corporation		1,201,632
	32,298	Westar Energy, Inc.		1,698,552
	11,625	WGL Holdings, Inc.		972,431

		Total		21,340,430



		Total Common Stock (cost $319,070,009)		393,979,506


Shares		Collateral Held for Securities Loaned (2.0%)	Value
	8,037,188	Thrivent Cash Management Trust		8,037,188

		Total Collateral Held for Securities Loaned (cost $8,037,188)		8,037,188


Shares or Principal Amount		Short-Term Investments (1.4%)	Value
		Federal Home Loan Bank Discount Notes
	100,000	1.455%, 4/20/2018^c,d		99,917
	600,000	1.669%, 6/6/2018^c,d		598,136


Shares or Principal Amount		Short-Term Investments (1.4%)	Value
		Thrivent Core Short-Term Reserve Fund
	462,429	1.940%		$4,624,291

		Total Short-Term Investments (cost $5,322,314)		5,322,344

		Total Investments (cost $332,429,511) 102.0%		$407,339,038

		Other Assets and Liabilities, Net (2.0%)		(7,800,695)

		Total Net Assets 100.0%		$399,538,343

a	Non-income producing security.

b	All or a portion of the security is on loan.

c	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

d	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.


Securities Lending Transactions
Common Stock	$	7,933,986

Total lending	$	7,933,986
Gross amount payable upon return of collateral for securities loaned	$	8,037,188

Net amounts due to counterparty	$	103,202

Definitions:


REIT		-		Real Estate Investment Trust is a company that buys, develops, manages and/or sells real estate assets.

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Mid Cap Index Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Mid Cap Index Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $299,296 were pledged as the initial margin deposit for these contracts.

A summary of transactions (in thousands) for the fiscal year to date, in Mid Cap Index Portfolio, is as follows:


Shares		Common Stock (92.5%)	Value
	Consumer Discretionary (8.4%)
	1,277,375	American Axle & Manufacturing Holdings, Inc.^a	$	19,441,647
	706,250	DISH Network Corporation^a		26,759,812
	235,550	Dollar Tree, Inc.^a		22,353,695
	444,325	Six Flags Entertainment Corporation		27,663,675
	640,136	Toll Brothers, Inc.		27,685,882
	148,300	Whirlpool Corporation		22,706,213

		Total		146,610,924


	Consumer Staples (1.2%)
	671,630	Hain Celestial Group, Inc.^a		21,539,174

		Total		21,539,174


	Energy (4.9%)
	168,385	Andeavor		16,932,796
	920,296	Parsley Energy, Inc.^a		26,679,381
	1,056,750	Patterson-UTI Energy, Inc.		18,503,692
	1,522,185	WPX Energy, Inc.^a		22,497,894

		Total		84,613,763


	Financials (19.8%)
	1,078,800	Ally Financial, Inc.		29,289,420
	1,091,900	Assured Guaranty, Ltd.		39,526,780
	508,450	E*TRADE Financial Corporation^a		28,173,215
	321,571	First Republic Bank		29,780,690
	1,900,925	Huntington Bancshares, Inc.		28,703,967
	379,725	Interactive Brokers Group, Inc.		25,532,709
	2,387,250	KeyCorp		46,670,738
	34,640	Markel Corporation^a		40,537,460
	1,441,375	Zions Bancorporation		76,003,704

		Total		344,218,683


	Health Care (6.4%)
	235,325	Edwards Lifesciences Corporation^a		32,832,544
	961,750	Myriad Genetics, Inc.^a		28,419,712
	220,653	Universal Health Services, Inc.		26,127,522
	119,300	Waters Corporation^a		23,698,945

		Total		111,078,723


	Industrials (20.2%)
	431,350	AGCO Corporation		27,973,047
	327,800	Brink’s Company		23,388,530
	532,425	CSX Corporation		29,661,397
	205,000	Huntington Ingalls Industries, Inc.		52,840,800
	515,912	Oshkosh Corporation		39,864,520
	252,375	SiteOne Landscape Supply, Inc.^a		19,442,970
	1,153,212	Southwest Airlines Company		66,055,983
	420,850	United Continental Holdings, Inc.^a		29,236,450
	244,130	Verisk Analytics, Inc.^a		25,389,520
	276,850	WABCO Holdings, Inc.^a		37,061,910

		Total		350,915,127


	Information Technology (18.5%)
	693,650	Akamai Technologies, Inc.^a		49,235,277
	236,400	Alliance Data Systems Corporation		50,320,104
	481,454	PayPal Holdings, Inc.^a		36,527,915
	482,150	Red Hat, Inc.^a		72,086,247
	818,700	Teradata Corporation^a		32,477,829
	648,772	Teradyne, Inc.		29,655,368
	1,779,625	Twitter, Inc.^a		51,626,921

		Total		321,929,661


	Materials (4.9%)
	979,700	Owens-Illinois, Inc.^a		21,220,302


Shares		Common Stock (92.5%)	Value
	Materials (4.9%) - continued
	1,465,613	Steel Dynamics, Inc.		$64,809,407

		Total		86,029,709


	Real Estate (6.1%)
	262,500	Camden Property Trust		22,097,250
	195,150	Digital Realty Trust, Inc.		20,564,907
	835,800	Duke Realty Corporation		22,131,984
	905,750	General Growth Properties, Inc.		18,531,645
	1,208,548	Host Hotels & Resorts, Inc.		22,527,335

		Total		105,853,121


	Utilities (2.1%)
	197,525	PG&E Corporation		8,677,273
	567,900	Public Service Enterprise Group, Inc.		28,531,296

		Total		37,208,569



		Total Common Stock (cost $1,154,675,449)		1,609,997,454


Shares or Principal Amount		Short-Term Investments (7.5%)	Value
		Federal Home Loan Bank Discount Notes
	1,000,000	1.405%, 4/4/2018^b		999,908
		Thrivent Core Short-Term Reserve Fund
	12,971,174	1.940%		129,711,743

		Total Short-Term Investments (cost $130,711,548)		130,711,651

		Total Investments (cost $1,285,386,997) 100.0%		$1,740,709,105

		Other Assets and Liabilities, Net <0.1%		265,385

		Total Net Assets 100.0%		$1,740,974,490

a	Non-income producing security.

b	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

Portfolio. The Portfolio owns shares of Thrivent Core Short-Term Reserve Fund primarily to serve as a cash sweep vehicle for the Portfolio. Thrivent Core Funds are established solely for investment by Thrivent entities. The Portfolio owns shares of Thrivent Cash Management Trust for the purpose of securities lending for the Portfolio. Thrivent Cash Management Trust is established solely for investment by Thrivent entities.

A summary of transactions (in thousands) for the fiscal year to date, in Mid Cap Stock Portfolio, is as follows:


Principal Amount		Bank Loans (1.4%)^a	Value
	Basic Materials (0.1%)
		Arch Coal, Inc., Term Loan
	$1,530,000	0.000%, (LIBOR 3M + 2.750%), 3/7/2024^b,c,d,e		$1,530,239
	1,017,293	5.127%, (LIBOR 1M + 3.250%), 3/7/2024^d		1,020,681
		Big River Steel, LLC, Term Loan
	1,099,475	7.302%, (LIBOR 3M + 5.000%), 8/15/2023^d,e		1,113,218
		Chemours Company, Term Loan
	785,029	6.250%, (LIBOR 1M + 2.500%), 5/12/2022^d		784,048
	1,530,000	0.000%, (LIBOR 3M + 1.750%), 3/26/2025^b,c,d		1,525,532
		Contura Energy, Inc., Term Loan
	1,881,750	6.880%, (LIBOR 1M + 5.000%), 3/17/2024^d		1,875,879
		Coronado Australian Holdings Property, Ltd., Term Loan
	825,000	0.000%, (LIBOR 3M + 6.500%), 3/21/2025^b,c,d,e		812,625
	225,000	0.000%, (LIBOR 3M + 6.500%), 3/21/2025^b,c,d,e		221,625
		Tronox Finance, LLC, Term Loan
	767,495	5.302%, (LIBOR 3M + 3.000%), 9/14/2024^d		774,050
	1,771,142	5.302%, (LIBOR 3M + 3.000%), 9/14/2024^d		1,786,268

		Total		11,444,165


	Capital Goods (0.1%)
		Advanced Disposal Services, Inc., Term Loan
	1,069,855	3.981%, (LIBOR 1W + 2.250%), 11/10/2023^d		1,072,198
		Cortes NP Intermediate Holding II Corporation, Term Loan
	3,135,969	5.670%, (LIBOR 1M + 4.000%), 11/30/2023^d		3,147,729
		Sterigenics-Nordion Holdings, LLC, Term Loan
	3,367,262	4.877%, (LIBOR 1M + 3.000%), 5/15/2022^d		3,365,174

		Total		7,585,101


	Communications Services (0.5%)
		Cengage Learning Acquisitions, Term Loan
	1,601,045	6.036%, (LIBOR 1M + 4.250%), 6/7/2023^d		1,454,037
		CenturyLink, Inc., Term Loan
	2,763,075	4.627%, (LIBOR 1M + 2.750%), 1/31/2025^b,c,d		2,715,301
		Charter Communications Operating, LLC, Term Loan
	2,199,488	3.880%, (LIBOR 1M + 2.000%), 4/13/2025^d		2,206,812
		Frontier Communications Corporation, Term Loan
	2,059,437	5.630%, (LIBOR 1M + 3.750%), 6/1/2024^d		2,029,843
		Hargray Communications Group, Inc., Term Loan
	139,648	4.877%, (LIBOR 3M + 3.000%), 5/16/2024^b,c,d		139,954


Principal Amount		Bank Loans (1.4%)^a	Value
	Communications Services (0.5%) - continued
		Hargray Merger Subsidiary Corporation, Term Loan
	$1,271,644	4.877%, (LIBOR 1M + 3.000%), 3/24/2024^d		$1,274,429
		Intelsat Jackson Holdings SA, Term Loan
	1,765,000	5.706%, (LIBOR 3M + 3.750%), 11/27/2023^d		1,765,000
		Liberty Cablevision of Puerto Rico, LLC, Term Loan
	4,380,000	5.220%, (LIBOR 3M + 3.500%), 1/7/2022^d		4,242,205
	521,127	8.470%, (LIBOR 3M + 6.750%), 7/7/2023^d,e		476,831
		McGraw-Hill Global Education Holdings, LLC, Term Loan
	2,775,562	5.877%, (LIBOR 1M + 4.000%), 5/4/2022^d		2,738,786
		Mediacom Illinois, LLC, Term Loan
	795,000	0.000%, (LIBOR 3M + 1.750%), 2/15/2024^b,c,d		794,507
		NEP/NCP Holdco, Inc., Term Loan
	2,405,575	5.552%, (LIBOR 1M + 3.250%), 7/21/2022^d		2,412,599
	175,309	8.740%, (LIBOR 1M + 7.000%), 1/23/2023^d		175,966
		New LightSquared, Term Loan
	586,029	11.305%,PIK 10.265%, (LIBOR 3M + 8.750%), 12/7/2020^d,f		512,775
		Radiate Holdco, LLC, Term Loan
	4,373,955	4.877%, (LIBOR 1M + 3.000%), 2/1/2024^d		4,346,618
		Sable International Finance, Ltd., Term Loan
	3,875,000	5.127%, (LIBOR 1M + 3.250%), 2/6/2026^d		3,884,688
		SFR Group SA, Term Loan
	878,362	4.522%, (LIBOR 3M + 2.750%), 6/22/2025^d		849,816
		Sinclair Television Group, Inc., Term Loan
	3,830,000	0.000%, (LIBOR 3M + 2.500%), 12/12/2024^b,c,d		3,844,363
		Sprint Communications, Inc., Term Loan
	4,004,550	4.438%, (LIBOR 1M + 2.500%), 2/2/2024^d		4,002,868
		Syniverse Holdings, Inc., Term Loan
	465,000	6.718%, (LIBOR 3M + 5.000%), 2/9/2023^d		469,971
		Univision Communications, Inc., Term Loan
	3,392,742	4.627%, (LIBOR 1M + 2.750%), 3/15/2024^d		3,334,794
		WideOpenWest Finance, LLC, Term Loan
	1,517,375	5.104%, (LIBOR 1M + 3.250%), 8/6/2023^d		1,482,293

		Total		45,154,456


	Consumer Cyclical (0.2%)
		Burlington Coat Factory Warehouse Corporation, Term Loan
	1,726,325	4.380%, (LIBOR 1M + 2.500%), 11/9/2024^d		1,728,051


Principal Amount		Bank Loans (1.4%)^a	Value
	Consumer Cyclical (0.2%) - continued
		Ceridian HCM Holding, Inc., Term Loan
	$1,568,538	5.377%, (LIBOR 1M + 3.500%), 9/15/2020^d		$1,570,890
		Four Seasons Hotels, Ltd., Term Loan
	1,340,000	0.000%, (LIBOR 3M + 2.000%), 11/30/2023^b,c,d		1,346,700
		Golden Entertainment, Inc., Term Loan
	2,783,025	4.880%, (LIBOR 1M + 3.000%), 8/15/2024^d		2,795,215
	420,000	8.860%, (LIBOR 1M + 7.000%), 8/15/2025^d,e		422,100
		IMG Worldwide, Inc., Term Loan
	986,667	9.127%, (LIBOR 1M + 7.250%), 5/6/2022^d,e		991,600
		Men’s Warehouse, Inc., Term Loan
	740,000	0.000%, (LIBOR 3M + 3.500%), 3/28/2025^b,c,d,e		740,000
		Mohegan Tribal Gaming Authority, Term Loan
	1,900,381	5.877%, (LIBOR 1M + 4.000%), 10/13/2023^d		1,894,452
		Scientific Games International, Inc., Term Loan
	3,655,000	4.722%, (LIBOR 1M + 2.750%), 8/14/2024^d		3,666,623
		Stars Group Holdings BV, Term Loan
	5,074,010	5.802%, (LIBOR 3M + 3.500%), 8/1/2021^d		5,094,306
		Wyndham Hotels & Resorts, Inc., Term Loan
	925,000	0.000%, (LIBOR 3M + 1.750%), 3/29/2025^b,c,d		927,313

		Total		21,177,250


	Consumer Non-Cyclical (0.2%)
		Air Medical Group Holdings, Inc., Term Loan
	4,084,762	4.936%, (LIBOR 3M + 3.250%), 4/28/2022^d		4,098,937
		Albertson’s, LLC, Term Loan
	910,414	4.627%, (LIBOR 1M + 2.750%), 8/25/2021^d		898,724
	1,134,724	5.292%, (LIBOR 3M + 3.000%), 12/21/2022^d		1,122,276
	2,058,086	4.956%, (LIBOR 3M + 3.000%), 6/22/2023^d		2,029,787
		Anmeal Pharmaceuticals LLC, Term Loan
	1,505,000	0.000%, (LIBOR 3M + 3.500%), 3/23/2025^b,c,d,e		1,505,000
		Endo Luxembourg Finance Company I SARL., Term Loan
	2,317,463	6.188%, (LIBOR 1M + 4.250%), 4/27/2024^d		2,310,695
		JBS USA LUX SA, Term Loan
	3,385,800	4.678%, (LIBOR 3M + 2.500%), 10/30/2022^d		3,373,814
		Ortho-Clinical Diagnostics, Inc., Term Loan
	4,000,427	5.627%, (LIBOR 1M + 3.750%), 6/30/2021^d		4,031,431


Principal Amount		Bank Loans (1.4%)^a	Value
	Consumer Non-Cyclical (0.2%) - continued
		Revlon Consumer Products Corporation, Term Loan
	$1,139,217	5.377%, (LIBOR 1M + 3.500%), 9/7/2023^d		$891,916
		Valeant Pharmaceuticals International, Inc., Term Loan
	3,106,257	5.240%, (LIBOR 1M + 3.500%), 4/1/2022^d		3,137,910

		Total		23,400,490


	Energy (0.1%)
		Calpine Corporation, Term Loan
	1,611,714	4.810%, (LIBOR 3M + 2.500%), 1/15/2024^d		1,615,436
		Fieldwood Energy, LLC, Term Loan
	2,052,773	4.752%, (LIBOR 1M + 2.875%), 9/28/2018^d		2,043,803
		Houston Fuel Oil Terminal, LLC, Term Loan
	2,964,260	5.800%, (LIBOR 3M + 3.500%), 8/19/2021^d		2,992,065
		MEG Energy Corporation, Term Loan
	207,100	5.810%, (LIBOR 3M + 3.500%), 12/31/2023^d		206,996
		MRC Global US, Inc., Term Loan
	812,963	7.250%, (LIBOR 1M + 3.500%), 9/15/2024^d		819,060
		Pacific Drilling SA, Term Loan
	2,321,937	0.000%, (PRIME + 4.500%), 6/3/2018^d,g,h		773,507

		Total		8,450,867


	Financials (0.1%)
		ASP AMC Merger Sub, Inc., Term Loan
	2,861,810	5.802%, (LIBOR 3M + 3.500%), 4/13/2024^d		2,868,964
		Digicel International Finance, Ltd., Term Loan
	2,189,497	5.020%, (LIBOR 3M + 3.250%), 5/10/2024^d		2,177,193
		DJO Finance, LLC, Term Loan
	1,418,625	5.035%, (LIBOR 3M + 3.250%), 6/7/2020^d		1,424,541
		Genworth Holdings, Inc., Term Loan
	405,000	6.202%, (LIBOR 3M + 4.500%), 2/28/2023^d		411,836
		MoneyGram International, Inc., Term Loan
	2,944,385	5.552%, (LIBOR 3M + 3.250%), 3/28/2020^d		2,939,232

		Total		9,821,766


	Technology (0.1%)
		Rackspace Hosting, Inc., Term Loan
	1,910,562	4.787%, (LIBOR 3M + 3.000%), 11/3/2023^d		1,902,500
		SS&C Technologies Holdings Europe SARL, Term Loan
	560,000	0.000%, (LIBOR 3M + 2.500%), 2/27/2025^b,c,d		562,509
		SS&C Technologies, Inc., Term Loan
	1,590,000	0.000%, (LIBOR 3M + 2.500%), 2/27/2025^b,c,d		1,597,123


Principal Amount		Bank Loans (1.4%)^a	Value
	Technology (0.1%) - continued
		TNS, Inc., Term Loan
	$1,554,965	5.780%, (LIBOR 3M + 4.000%), 8/14/2022^d		$1,560,796
		Western Digital Corporation, Term Loan
	2,631,218	3.877%, (LIBOR 1M + 2.000%), 4/29/2023^d		2,643,901

		Total		8,266,829


	Transportation (<0.1%)
		Arctic LNG Carriers, Ltd., Term Loan
	3,225,625	6.377%, (LIBOR 1M + 4.500%), 5/18/2023^d		3,249,817
		OSG Bulk Ships, Inc., Term Loan
	1,055,594	6.040%, (LIBOR 3M + 4.250%), 8/5/2019^d,e		1,013,370

		Total		4,263,187


	Utilities (<0.1%)
		EnergySolutions, LLC, Term Loan
	735,000	6.630%, (LIBOR 1M + 4.750%), 5/29/2020^d,e		744,187
		HD Supply Waterworks, Term Loan
	1,271,813	5.116%, (LIBOR 3M + 3.000%), 7/21/2024^d,e		1,278,172
		Intergen NV, Term Loan
	1,128,022	6.240%, (LIBOR 1W + 4.500%), 6/13/2020^d		1,132,726
		Talen Energy Supply, LLC, Term Loan
	1,043,695	5.877%, (LIBOR 1M + 4.000%), 7/6/2023^d		1,023,562

		Total		4,178,647



		Total Bank Loans (cost $145,269,302)		143,742,758


Shares		Registered Investment Companies (36.2%)	Value
	Affiliated Equity Holdings (23.7%)
	10,014,027	Thrivent Core International Equity Fund		101,141,668
	27,922,699	Thrivent Core Low Volatility Equity Fundⁱ		275,317,815
	23,383,628	Thrivent Large Cap Stock Portfolio		336,221,502
	31,645,409	Thrivent Large Cap Value Portfolio		583,731,219
	17,030,386	Thrivent Mid Cap Stock Portfolio		351,791,576
	58,304,616	Thrivent Partner Worldwide Allocation Portfolio		639,444,215
	4,544,326	Thrivent Small Cap Stock Portfolio		95,190,442

		Total		2,382,838,437


	Affiliated Fixed Income Holdings (11.9%)
	15,983,053	Thrivent Core Emerging Markets Debt Fund		152,638,161
	37,982,011	Thrivent High Yield Portfolio		179,487,793
	54,146,949	Thrivent Income Portfolio		543,510,831
	32,532,744	Thrivent Limited Maturity Bond Portfolio		318,827,400

		Total		1,194,464,185


	Equity Funds/Exchange Traded Funds (0.4%)
	20,604	ProShares Ultra S&P 500^j		2,173,310
	112,821	SPDR S&P 500 ETF Trust		29,688,846
	47,859	SPDR S&P Biotech ETF^j		4,198,670
	19,960	SPDR S&P Metals & Mining ETF^j		679,439


Shares		Registered Investment Companies (36.2%)	Value
	Equity Funds/Exchange Traded Funds (0.4%) - continued
	26,830	VanEck Vectors Oil Services ETF		$640,432

		Total		37,380,697


	Fixed Income Funds/Exchange Traded Funds (0.2%)
	123,000	iShares Barclays 1-3 Year Credit Bond Fund		12,767,400
	198,000	PowerShares Senior Loan Portfolio		4,579,740
	60,300	Vanguard Short-Term Corporate Bond ETF		4,729,329

		Total		22,076,469



		Total Registered Investment Companies (cost $3,109,924,381)		3,636,759,788


Shares		Common Stock (29.3%)	Value
	Consumer Discretionary (3.8%)
	63,581	Amazon.com, Inc.ⁱ		92,023,325
	122,650	American Axle & Manufacturing Holdings, Inc.ⁱ		1,866,733
	3,200	AOKI Holdings, Inc.		48,796
	39,221	Aptiv plc		3,332,608
	71,619	Aramark		2,833,248
	17,883	Ascent Capital Group, Inc.ⁱ		65,809
	5,000	Autobacs Seven Company, Ltd.		93,591
	400	Bandai Namco Holdings, Inc.		12,945
	15,966	Berkeley Group Holdings plc		848,743
	9,479	Booking Holdings, Inc.ⁱ		19,720,017
	74,630	BorgWarner, Inc.		3,748,665
	4,063	Breville Group, Ltd.		36,610
	19,100	Bridgestone Corporation		840,283
	86,368	Bright Horizons Family Solutions, Inc.ⁱ		8,612,617
	53,170	Burlington Stores, Inc.ⁱ		7,079,585
	29,798	Caleres, Inc.		1,001,213
	202,539	Carnival Corporation		13,282,508
	8,196	Cedar Fair, LP		523,560
	11,632	Century Casinos, Inc.ⁱ		86,775
	35,417	Children’s Place, Inc.		4,790,149
	4,670	Chipotle Mexican Grill, Inc.ⁱ		1,508,924
	4,100	Chiyoda Company, Ltd.		102,096
	1,682	Cie Generale des Etablissements Michelin		249,008
	542,447	Comcast Corporation		18,535,414
	129,679	Core-Mark Holding Company, Inc.		2,756,976
	43,088	CSS Industries, Inc.		754,040
	39,244	Culp, Inc.		1,198,904
	6,500	DCM Holdings Company, Ltd.		66,142
	68,490	DISH Network Corporationⁱ		2,595,086
	96,163	Dollar Tree, Inc.ⁱ		9,125,869
	162,068	Duluth Holdings, Inc.^i,j		3,035,534
	14,841	Emerald Expositions Events, Inc.		289,103
	6,908	Eutelsat Communications		136,920
	8,987	Expedia, Inc.		992,255
	42,355	Five Below, Inc.ⁱ		3,106,316
	17,948	FTD Companies, Inc.ⁱ		65,331
	52,068	G-III Apparel Group, Ltd.ⁱ		1,961,922
	73,016	Habit Restaurants, Inc.ⁱ		642,541
	143,308	Harley-Davidson, Inc.^j		6,145,047
	37,363	Haverty Furniture Companies, Inc.		752,864
	10,086	Hemisphere Media Group, Inc.ⁱ		113,468
	48,872	Home Depot, Inc.		8,710,945
	64,300	Honda Motor Company, Ltd.		2,225,847
	7,913	Hugo Boss AG		689,357
	12,909	Hyatt Hotels Corporation		984,440


Shares		Common Stock (29.3%)	Value
	Consumer Discretionary (3.8%) - continued
	24,176	Inchcape plc		$234,394
	89,902	International Speedway Corporation		3,964,678
	2,525	Ipsos SA		99,224
	5,822	JM AB		132,510
	28,207	K12, Inc.ⁱ		399,975
	14,324	La-Z-Boy, Inc.		429,004
	73,071	Liberty Media Corporation - Liberty SiriusXMⁱ		2,984,950
	17,197	Liberty SiriusXM Groupⁱ		706,797
	772	Linamar Corporation		42,173
	15,672	Lithia Motors, Inc.		1,575,349
	210,027	Lowe’s Companies, Inc.		18,429,869
	20,266	Magna International, Inc.		1,141,989
	320	Marcus Corporation		9,712
	14,011	Mediaset Espana Comunicacion SA		142,725
	52,500	Michaels Companies, Inc.ⁱ		1,034,775
	100,417	Modine Manufacturing Companyⁱ		2,123,820
	103,409	Netflix, Inc.ⁱ		30,541,848
	143,290	Newell Brands, Inc.		3,651,029
	58,191	News Corporation, Class A		919,418
	19,002	News Corporation, Class B		305,932
	341	Nexity SA		21,840
	4,485	Next plc		299,817
	5,600	NHK Spring Company, Ltd.		59,974
	193,600	Nissan Motor Company, Ltd.		1,998,367
	108,910	Norwegian Cruise Line Holdings, Ltd.ⁱ		5,768,963
	135,875	Nutrisystem, Inc.		3,661,831
	6,041	O’Reilly Automotive, Inc.ⁱ		1,494,423
	42,108	Oxford Industries, Inc.		3,139,572
	31,108	Papa John’s International, Inc.^j		1,782,488
	46,802	Peugeot SA		1,126,964
	38,509	Planet Fitness, Inc.ⁱ		1,454,485
	2,800	Plenus Company, Ltd.		54,449
	32,740	Polaris Industries, Inc.^j		3,749,385
	24,750	PVH Corporation		3,747,892
	52,978	Ross Stores, Inc.		4,131,224
	7,700	Sangetsu Company, Ltd.		159,660
	20,800	Sankyo Company, Ltd.		727,635
	6,200	SHIMAMURA Company, Ltd.		773,068
	20,720	Signet Jewelers, Ltd.		798,134
	169,288	Six Flags Entertainment Corporation		10,539,871
	8,030	Stamps.com, Inc.ⁱ		1,614,431
	20,100	Sumitomo Rubber Industries, Ltd.		370,591
	10,065	Systemax, Inc.		287,356
	1,500	Takara Standard Company, Ltd.		25,440
	145,594	Toll Brothers, Inc.		6,296,940
	130,958	Tower International, Inc.		3,634,084
	30,400	Toyoda Gosei Company, Ltd.		704,050
	52,954	Tupperware Brands Corporation		2,561,915
	25,200	TV Asahi Holdings Corporation		557,063
	6,632	Ulta Beauty, Inc.ⁱ		1,354,719
	11,698	Vail Resorts, Inc.		2,593,447
	45,022	VF Corporation		3,337,031
	85,415	Walt Disney Company		8,579,083
	14,250	Whirlpool Corporation		2,181,817
	55,980	Wingstop, Inc.		2,643,935
	5,963	Wolters Kluwer NV		317,142
	8,500	Yokohama Rubber Company, Ltd.		196,999
	94,702	Zoe’s Kitchen, Inc.^i,j		1,367,497
	27,210	Zumiez, Inc.ⁱ		650,319

		Total		381,226,201


	Consumer Staples (0.8%)
	2,696	Altria Group, Inc.		168,015
	8,100	Arcs Company, Ltd.		196,810
	13,489	Coca-Cola Company		585,827


Shares		Common Stock (29.3%)	Value
	Consumer Staples (0.8%) - continued
	140,160	Cott Corporation		$2,063,155
	108,750	CVS Health Corporation		6,765,337
	64,482	e.l.f. Beauty, Inc.^i,j		1,249,016
	2,932	Empire Company, Ltd.		58,852
	6,051	ForFarmers BV		84,456
	147,135	Hain Celestial Group, Inc.ⁱ		4,718,619
	1,749	Henkel AG & Company KGaA		220,346
	23,725	Inter Parfums, Inc.		1,118,634
	15,300	Japan Tobacco, Inc.		437,075
	22,760	John B. Sanfilippo & Son, Inc.		1,317,121
	23,130	Kimberly-Clark Corporation		2,547,307
	7,400	Lawson, Inc.		505,881
	65,047	MGP Ingredients, Inc.^j		5,827,561
	1,500	Ministop Company, Ltd.		30,840
	92,270	Monster Beverage Corporationⁱ		5,278,767
	83,036	PepsiCo, Inc.		9,063,379
	119,443	Pinnacle Foods, Inc.		6,461,866
	42	Seaboard Corporation		179,130
	11,084	Seneca Foods Corporationⁱ		307,027
	3,300	Seven & I Holdings Company, Ltd.		141,347
	33,256	SpartanNash Company		572,336
	55,416	Unilever NV		3,127,984
	48,450	Unilever plc		2,687,154
	250,422	US Foods Holding Corporationⁱ		8,206,329
	152,911	Wal-Mart Stores, Inc.		13,604,492

		Total		77,524,663


	Energy (1.2%)
	233,913	Abraxas Petroleum Corporationⁱ		519,287
	55,300	Anadarko Petroleum Corporation		3,340,673
	16,375	Andeavor		1,646,670
	172,670	Archrock, Inc.		1,510,862
	363,296	BP plc		2,450,464
	208,336	Callon Petroleum Companyⁱ		2,758,369
	110,720	Chevron Corporation		12,626,509
	49,014	Concho Resources, Inc.ⁱ		7,368,275
	34,039	Contura Energy, Inc.		2,280,613
	277,019	Denbury Resources, Inc.ⁱ		759,032
	101,180	Devon Energy Corporation		3,216,512
	50,181	EQT Corporation		2,384,099
	35,451	Era Group, Inc.ⁱ		331,467
	47,202	Exterran Corporationⁱ		1,260,293
	100,201	Exxon Mobil Corporation		7,475,997
	10,788	Forum Energy Technologies, Inc.ⁱ		118,668
	670,548	Gran Tierra Energy, Inc.ⁱ		1,870,829
	242,014	Halliburton Company		11,360,137
	65,327	Helix Energy Solutions Group, Inc.ⁱ		378,243
	29,227	HollyFrontier Corporation		1,428,031
	10,697	Keane Group, Inc.ⁱ		158,316
	2,583	Mammoth Energy Services, Inc.ⁱ		82,811
	554,848	Marathon Oil Corporation		8,949,698
	62,399	Marathon Petroleum Corporation		4,561,991
	187,919	Newpark Resources, Inc.ⁱ		1,522,144
	82,090	Nine Energy Service, Inc.ⁱ		1,998,891
	75,977	Oil States International, Inc.ⁱ		1,990,597
	17,830	OMV AG		1,039,972
	58,748	ONEOK, Inc.		3,343,936
	17,638	Par Pacific Holdings, Inc.i		302,844
	171,402	Parsley Energy, Inc.ⁱ		4,968,944
	271,686	Patterson-UTI Energy, Inc.		4,757,222
	36,032	Pioneer Energy Services Corporationⁱ		97,286
	37,116	Pioneer Natural Resources Company		6,375,786
	48,235	Ring Energy, Inc.ⁱ		692,172
	50,771	Rowan Companies plcⁱ		585,897
	6,842	Royal Dutch Shell plc, Class A		216,470
	38,403	Royal Dutch Shell plc, Class B		1,235,746


Shares		Common Stock (29.3%)	Value
	Energy (1.2%) - continued
	28,160	RPC, Inc.^j		$507,725
	10,470	SM Energy Company		188,774
	19,675	Tallgrass Energy GP, LP		374,219
	36,192	TechnipFMC plc		1,065,854
	104,187	Teekay Tankers, Ltd.^j		123,983
	7,287	TGS Nopec Geophysical Company ASA		178,770
	17,378	Total SA		996,103
	17,378	Total SA Rights^e,i		257
	134,743	Unit Corporationⁱ		2,662,522
	27,784	W&T Offshore, Inc.ⁱ		123,083
	1,067,570	Weatherford International plc^i,j		2,444,735
	357,952	WPX Energy, Inc.ⁱ		5,290,531

		Total		121,922,309


	Financials (5.8%)
	7,954	ABN AMRO Group NV^k		239,840
	20,831	Affiliated Managers Group, Inc.		3,949,141
	79,472	Aflac, Inc.		3,477,695
	103,550	Ally Financial, Inc.		2,811,383
	17,297	American Express Company		1,613,464
	56,152	American Financial Group, Inc.		6,301,377
	53,180	American International Group, Inc.		2,894,056
	31,018	Ameris Bancorp		1,640,852
	6,558	Anima Holding SPA^k		44,549
	1,500	Aozora Bank, Ltd.		60,205
	24,413	Argo Group International Holdings, Ltd.		1,401,306
	162,490	Assured Guaranty, Ltd.		5,882,138
	4,199	ASX, Ltd.		181,974
	37,640	Australia & New Zealand Banking Group, Ltd.		783,414
	25,936	Banco BPM SPAⁱ		90,007
	190,914	Banco de Sabadell SA		390,502
	49,960	BancorpSouth Bank		1,588,728
	1,318,278	Bank of America Corporation		39,535,157
	4,222	Bank of Marin Bancorp		291,107
	130,081	Bank of New York Mellon Corporation		6,703,074
	36,843	Bank of the Ozarks		1,778,412
	39,556	BankFinancial Corporation		671,661
	17,024	Bankinter SA		175,268
	159,713	Beneficial Bancorp, Inc.		2,483,537
	56,728	Berkshire Hathaway, Inc.ⁱ		11,316,101
	45,075	Berkshire Hills Bancorp, Inc.		1,710,596
	129,230	Blackstone Group, LP		4,128,899
	12,437	Blue Hills Bancorp, Inc.		259,311
	2,075	BNP Paribas SA		153,884
	212,656	Boston Private Financial Holdings, Inc.		3,200,473
	310,087	BrightSphere Investment Group		4,886,971
	26,056	Brookline Bancorp, Inc.		422,107
	338,014	Brown & Brown, Inc.		8,599,076
	13,252	CaixaBank SA		63,181
	53,023	Capital One Financial Corporation		5,080,664
	85,468	Cathay General Bancorp		3,417,011
	162,756	Central Pacific Financial Corporation		4,632,036
	26,873	Chemical Financial Corporation		1,469,416
	8,629	Cherry Hill Mortgage Investment Corporation		151,353
	29,910	Chubb, Ltd.		4,090,791
	44,131	CI Financial Corporation		945,407
	682,690	Citigroup, Inc.		46,081,575
	28,893	Citizens Financial Group, Inc.		1,212,928
	303,118	CNO Financial Group, Inc.		6,568,567
	32,397	CNP Assurances		817,838
	164,511	CoBiz Financial, Inc.		3,224,416


Shares		Common Stock (29.3%)	Value
	Financials (5.8%) - continued
	105,893	Comerica, Inc.		$10,158,315
	42,592	Community Trust Bancorp, Inc.		1,925,158
	117,352	CYS Investments, Inc.		788,605
	6,130	Danske Bank AS		229,681
	129,313	Direct Line Insurance Group plc		692,406
	5,077	Discover Financial Services		365,189
	42,916	DnB ASA		845,327
	194,690	Dynex Capital, Inc.		1,290,795
	455,473	E*TRADE Financial Corporationⁱ		25,237,759
	14,783	Eagle Bancorp, Inc.ⁱ		884,763
	139,169	East West Bancorp, Inc.		8,703,629
	31,796	Ellington Residential Mortgage REIT		348,484
	77,132	Employers Holdings, Inc.		3,119,989
	113,082	Enterprise Financial Services Corporation		5,303,546
	33,684	Essent Group, Ltd.ⁱ		1,433,591
	8,040	Euronext NV^k		589,324
	12,273	FBL Financial Group, Inc.		851,133
	286,201	Fifth Third Bancorp		9,086,882
	35,477	Financial Institutions, Inc.		1,050,119
	12,777	Finecobank Banca Fineco SPA		153,788
	140,087	First BanCorpⁱ		843,324
	47,639	First Busey Corporation		1,415,831
	74,230	First Commonwealth Financial Corporation		1,048,870
	15,899	First Connecticut Bancorp, Inc.		407,014
	35,723	First Defiance Financial Corporation		2,047,642
	21,587	First Financial Corporation		898,019
	83,089	First Interstate BancSystem, Inc.		3,286,170
	5,183	First Merchants Corporation		216,131
	2,336	First Mid-Illinois Bancshares, Inc.		85,147
	29,246	First Midwest Bancorp, Inc.		719,159
	18,254	First of Long Island Corporation		501,072
	58,055	First Republic Bank		5,376,474
	125,536	FlexiGroup, Ltd.		174,561
	81,799	Franklin Resources, Inc.		2,836,789
	11,484	Genworth MI Canada, Inc.^j		365,463
	99,873	Goldman Sachs Group, Inc.		25,154,014
	55,517	Great Southern Bancorp, Inc.		2,773,074
	3,148	Guaranty Bancorp		89,246
	94,255	Hamilton Lane, Inc.		3,509,114
	28,430	Hancock Holding Company		1,469,831
	60,213	Hanmi Financial Corporation		1,851,550
	8,169	Hannover Rueckversicherung SE		1,114,515
	65,139	Hanover Insurance Group, Inc.		7,679,237
	2,331	Hargreaves Lansdown plc		53,505
	85,066	Hartford Financial Services Group, Inc.		4,382,600
	68,717	Heartland Financial USA, Inc.		3,645,437
	141,282	Heritage Commerce Corporation		2,328,327
	47,605	Heritage Financial Corporation		1,456,713
	53,011	Hometrust Bancshares, Inc.ⁱ		1,380,937
	56,413	Hope Bancorp, Inc.		1,026,152
	40,345	Horace Mann Educators Corporation		1,724,749
	49,507	Horizon Bancorp		1,485,705
	25,457	Houlihan Lokey, Inc.		1,135,382
	285,452	HSBC Holdings plc		2,680,592
	480,035	Huntington Bancshares, Inc.		7,248,528
	22,822	IBERIABANK Corporation		1,780,116
	47,590	Independent Bank Corporation		1,089,811
	12,603	Infinity Property & Casualty Corporation		1,492,195
	255,618	Interactive Brokers Group, Inc.		17,187,754
	123,145	Intercontinental Exchange, Inc.		8,930,475
	100,144	Invesco, Ltd.		3,205,609
	159,540	Investment Technology Group, Inc.		3,149,320


Shares		Common Stock (29.3%)	Value
	Financials (5.8%) - continued
	94,657	Investors Bancorp, Inc.		$1,291,121
	69,187	J.P. Morgan Chase & Company		7,608,494
	9,497	Jupiter Fund Management plc		62,960
	745,729	KeyCorp		14,579,002
	29,167	Lakeland Bancorp, Inc.		578,965
	214,111	Leucadia National Corporation		4,866,743
	117,533	Loews Corporation		5,844,916
	4,939	Macquarie Group, Ltd.		393,821
	3,370	Markel Corporationⁱ		3,943,742
	12,618	MarketAxess Holdings, Inc.		2,743,658
	416,817	Medibank Private, Ltd.		935,556
	5,466	Mercantile Bank Corporation		181,745
	249,683	Meridian Bancorp, Inc.		5,031,112
	155,970	MetLife, Inc.		7,157,463
	102,009	MGIC Investment Corporationⁱ		1,326,117
	86,114	MidWestOne Financial Group, Inc.		2,866,735
	279,400	Mizuho Financial Group, Inc.		509,173
	67,837	MTGE Investment Corporation		1,214,282
	16,507	Nasdaq, Inc.		1,423,234
	14,580	National Bank Holdings Corporation		484,785
	13,776	National Bank of Canada		648,408
	36,494	Navigators Group, Inc.		2,103,879
	3,248	NBT Bancorp, Inc.		115,239
	85,311	Old Mutual plc		287,062
	34,872	Old Second Bancorp, Inc.		484,721
	33,335	PacWest Bancorp		1,651,083
	5,864	Pargesa Holding SA		520,306
	39,087	PCSB Financial Corporationⁱ		820,045
	15,973	Peapack-Gladstone Financial Corporation		533,338
	9,731	Peoples Bancorp, Inc.		344,964
	7,960	Plus500, Ltd.		127,547
	13,963	Power Corporation of Canada		318,634
	16,820	Primerica, Inc.		1,624,812
	57,128	Principal Financial Group, Inc.		3,479,666
	210,780	Provident Financial Services, Inc.		5,393,860
	27,200	Prudential Financial, Inc.		2,816,560
	35,451	QCR Holdings, Inc.		1,589,977
	5,661	Raymond James Financial, Inc.		506,150
	52,203	Regions Financial Corporation		969,932
	91,129	Sandy Spring Bancorp, Inc.		3,532,160
	132,883	Santander Consumer USA Holdings Inc.		2,165,993
	8,593	Schroders plc		385,552
	163,925	Seacoast Banking Corporation of Floridaⁱ		4,339,095
	3,398	Selective Insurance Group, Inc.		206,259
	12,600	Senshu Ikeda Holdings, Inc.		48,275
	253,977	SLM Corporationⁱ		2,847,082
	3,200	Sony Financial Holdings, Inc.		58,432
	22,621	State Auto Financial Corporation		646,282
	28,788	State Bank Financial Corporation		863,928
	55,190	State Street Corporation		5,504,099
	80,180	Sterling Bancorp		1,808,059
	51,308	Stifel Financial Corporation		3,038,973
	27,633	SVB Financial Groupⁱ		6,632,196
	136,752	Synchrony Financial		4,585,295
	195,614	Synovus Financial Corporation		9,768,963
	77,574	TD Ameritrade Holding Corporation		4,594,708
	15,142	Territorial Bancorp, Inc.		449,112
	42,696	TriCo Bancshares		1,589,145
	29,565	TriState Capital Holdings, Inc.ⁱ		687,386
	282,624	TrustCo Bank Corporation		2,388,173
	4,256	Union Bankshares Corporation		156,238
	31,390	United Community Banks, Inc.		993,494
	127,314	United Financial Bancorp, Inc.		2,062,487


Shares		Common Stock (29.3%)	Value
	Financials (5.8%) - continued
	7,511	United Fire Group, Inc.		$359,476
	38,097	Unum Group		1,813,798
	721	Vienna Insurance Group AG Wiener Versicherung Gruppe		24,104
	25,162	Washington Trust Bancorp, Inc.		1,352,458
	61,245	Wells Fargo & Company		3,209,850
	160,361	Western Alliance Bancorpⁱ		9,318,578
	72,376	Western Asset Mortgage Capital Corporation		701,323
	31,250	Wintrust Financial Corporation		2,689,062
	70,588	WSFS Financial Corporation		3,381,165
	300,260	Zions Bancorporation		15,832,710
	103	Zurich Insurance Group AG		33,976

		Total		585,173,778


	Health Care (3.1%)
	9,778	ABIOMED, Inc.ⁱ		2,845,300
	5,221	Acorda Therapeutics, Inc.ⁱ		123,477
	28,876	Aerie Pharmaceuticals, Inc.ⁱ		1,566,523
	17,100	Aetna, Inc.		2,889,900
	124,670	Alexion Pharmaceuticals, Inc.ⁱ		13,895,718
	45,400	Amgen, Inc.		7,739,792
	14,620	Arena Pharmaceuticals, Inc.ⁱ		577,490
	90,400	Astellas Pharmaceutical, Inc.		1,382,758
	99,141	Asterias Biotherapeutics, Inc.^i,j		143,754
	2,273	Atrion Corporation		1,434,945
	22,700	Biogen, Inc.ⁱ		6,215,714
	156,242	BioMarin Pharmaceutical, Inc.ⁱ		12,666,539
	41,309	Cardiovascular Systems, Inc.ⁱ		905,906
	92,982	Catalent, Inc.ⁱ		3,817,841
	204,222	Celgene Corporationⁱ		18,218,645
	5,480	Chemed Corporation		1,495,273
	15,441	Coherus Biosciences, Inc.ⁱ		170,623
	29,924	Concert Pharmaceuticals, Inc.ⁱ		685,260
	1,107	CONMED Corporation		70,106
	3,079	Cooper Companies, Inc.		704,506
	26,912	Danaher Corporation		2,634,954
	45,800	Dexcom, Inc.^i,j		3,396,528
	22,595	Edwards Lifesciences Corporationⁱ		3,152,454
	15,480	Eli Lilly and Company		1,197,688
	22,430	Epizyme, Inc.ⁱ		398,133
	58,545	Evolent Health, Inc.^i,j		834,266
	61,616	Express Scripts Holding Companyⁱ		4,256,433
	7,155	FibroGen, Inc.ⁱ		330,561
	158,921	GenMark Diagnostics, Inc.ⁱ		864,530
	87,100	GlaxoSmithKline plc ADR		3,402,997
	6,117	HealthStream, Inc.		151,885
	6,195	Heska Corporationⁱ		489,839
	59,304	Hill-Rom Holdings, Inc.		5,159,448
	13,512	HMS Holdings Corporationⁱ		227,542
	33,656	Inogen, Inc.ⁱ		4,134,303
	83,280	Intersect ENT, Inc.ⁱ		3,272,904
	13,333	Intra-Cellular Therapies, Inc.ⁱ		280,660
	2,076	Ionis Pharmaceuticals, Inc.ⁱ		91,510
	5,990	Jazz Pharmaceuticals, Inc.ⁱ		904,430
	131,606	Johnson & Johnson		16,865,309
	1,700	KYORIN Holdings, Inc.		32,119
	3,900	Laboratory Corporation of America Holdingsⁱ		630,825
	652	LNA Sante		45,409
	34,150	Magellan Health Services, Inc.ⁱ		3,657,465
	20,826	Medpace Holdings, Inc.ⁱ		727,036
	272,091	Medtronic plc		21,827,140
	182,700	Merck & Company, Inc.		9,951,669
	3,523	Mettler-Toledo International, Inc.ⁱ		2,025,831
	104,802	MiMedx Group, Inc.^i,j		730,470


Shares		Common Stock (29.3%)	Value
	Health Care (3.1%) - continued
	81,802	Mylan NVⁱ		$3,367,788
	128,145	Myriad Genetics, Inc.ⁱ		3,786,685
	29,329	National Healthcare Corporation		1,748,888
	32,044	Neurocrine Biosciences, Inc.ⁱ		2,657,409
	55,953	Nevro Corporationⁱ		4,849,447
	28,797	Novartis AG		2,329,127
	61,558	Novo Nordisk AS		3,027,783
	74,247	NuVasive, Inc.ⁱ		3,876,436
	40,750	Omnicell, Inc.ⁱ		1,768,550
	19,070	PerkinElmer, Inc.		1,443,980
	35,438	Perrigo Company plc		2,953,403
	434,553	Pfizer, Inc.		15,422,286
	31,927	Prothena Corporation plc^i,j		1,172,040
	85,127	RadNet, Inc.ⁱ		1,225,829
	1,205	Roche Holding AG		276,424
	5,692	Sage Therapeutics, Inc.ⁱ		916,810
	127,551	Tactile Systems Technology, Inc.^i,j		4,056,122
	26,733	Teleflex, Inc.		6,816,380
	38,729	Thermo Fisher Scientific, Inc.		7,995,989
	4,322	Ultragenyx Pharmaceutical, Inc.ⁱ		220,379
	201,593	UnitedHealth Group, Inc.		43,140,902
	48,000	Universal Health Services, Inc.		5,683,680
	56,262	Veeva Systems, Inc.ⁱ		4,108,251
	26,661	Vertex Pharmaceuticals, Inc.ⁱ		4,345,210
	11,510	Waters Corporationⁱ		2,286,461
	8,370	West Pharmaceutical Services, Inc.		738,987
	99,880	Wright Medical Group NVⁱ		1,981,619
	102,340	Zoetis, Inc.		8,546,413

		Total		309,967,686


	Industrials (4.1%)
	87,130	Acco Brands Corporation		1,093,481
	15,419	Adecco SA		1,098,296
	60,723	Advanced Disposal Services, Inc.ⁱ		1,352,908
	41,999	AECOMⁱ		1,496,424
	47,891	Aegion Corporationⁱ		1,097,183
	55,833	Aerojet Rocketdyne Holdings, Inc.ⁱ		1,561,649
	54,945	AGCO Corporation		3,563,183
	87,561	AMETEK, Inc.		6,652,009
	41,959	ArcBest Corporation		1,344,786
	4,100	Asahi Glass Company, Ltd.		171,820
	54,780	Atlas Copco AB, Class A		2,379,194
	28,623	Atlas Copco AB, Class B		1,117,604
	94,518	AZZ, Inc.		4,130,437
	17,620	Boeing Company		5,777,246
	31,600	Brink’s Company		2,254,660
	17,650	BWX Technologies, Inc.		1,121,304
	78,170	Casella Waste Systems, Inc.ⁱ		1,827,615
	87,435	CBIZ, Inc.ⁱ		1,595,689
	1,300	Central Glass Company, Ltd.		29,935
	94,917	Colfax Corporationⁱ		3,027,852
	82,695	Comfort Systems USA, Inc.		3,411,169
	149,432	Costamare, Inc.^j		932,456
	55,769	Crane Company		5,172,017
	4,036	CSW Industrials, Inc.ⁱ		181,822
	284,910	CSX Corporation		15,872,336
	50,788	Curtiss-Wright Corporation		6,859,935
	4,500	Dai Nippon Printing Company, Ltd.		93,514
	84,900	Delta Air Lines, Inc.		4,653,369
	29,299	Donaldson Company, Inc.		1,319,920
	11,479	Dun & Bradstreet Corporation		1,343,043
	29,393	Dycom Industries, Inc.ⁱ		3,163,569
	79,695	EMCOR Group, Inc.		6,210,631
	12,172	Emerson Electric Company		831,348
	45,818	Encore Wire Corporation		2,597,881
	2,568	EnerSys		178,142


Shares		Common Stock (29.3%)	Value
	Industrials (4.1%) - continued
	9,054	Engility Holdings, Inc.ⁱ		$220,918
	16,997	ESCO Technologies, Inc.		995,174
	35,182	Federal Signal Corporation		774,708
	4,872	Ferguson plc		366,422
	29,896	Forrester Research, Inc.		1,239,189
	28,219	Fortive Corporation		2,187,537
	44,789	Fortune Brands Home and Security, Inc.		2,637,624
	18,379	Franklin Electric Company, Inc.		748,944
	25,919	General Dynamics Corporation		5,725,507
	18,910	Genesee & Wyoming, Inc.ⁱ		1,338,639
	1,676	Global Brass and Copper Holdings, Inc.		56,062
	14,893	GMS, Inc.ⁱ		455,130
	9,413	Gorman-Rupp Company		275,330
	31,626	Granite Construction, Inc.		1,766,628
	56,977	GWA Group, Ltd.		148,390
	135,739	Harsco Corporationⁱ		2,803,010
	68,476	Healthcare Services Group, Inc.		2,977,336
	42,055	Heico Corporation		3,650,795
	10,336	Heidrick & Struggles International, Inc.		323,000
	9,629	Hillenbrand, Inc.		441,971
	101,388	Honeywell International, Inc.		14,651,580
	68,569	Hubbell, Inc.		8,350,333
	19,730	Huntington Ingalls Industries, Inc.		5,085,605
	4,928	Hyster-Yale Materials Handling, Inc.		344,615
	33,975	ICF International, Inc.		1,985,839
	7,200	Inaba Denki Sangyo Company, Ltd.		318,284
	48,720	Ingersoll-Rand plc		4,166,047
	170,802	Interface, Inc.		4,304,210
	69,385	Jacobs Engineering Group, Inc.		4,104,123
	37,294	JB Hunt Transport Services, Inc.		4,368,992
	188,690	KAR Auction Services, Inc.		10,226,998
	28,051	KeyW Holding Corporationⁱ		220,481
	69,620	Kforce, Inc.		1,883,221
	107,439	Kirby Corporationⁱ		8,267,431
	22,470	L3 Technologies, Inc.		4,673,760
	21,281	Lincoln Electric Holdings, Inc.		1,914,226
	14,740	Lindsay Corporation		1,347,826
	10,174	Lockheed Martin Corporation		3,438,100
	3,110	Loomis AB		112,274
	15,800	Marubeni Corporation		115,380
	57,310	Masco Corporation		2,317,616
	30,288	Masonite International Corporationⁱ		1,858,169
	9,294	Middleby Corporationⁱ		1,150,504
	46,029	Milacron Holdings Corporationⁱ		927,024
	12,000	Mitsuboshi Belting, Ltd.		133,690
	17,050	Monadelphous Group, Ltd.		200,985
	26,170	Moog, Inc.ⁱ		2,156,670
	277,977	MRC Global, Inc.ⁱ		4,569,942
	22,176	National Express Group plc		120,227
	91,811	Navigant Consulting, Inc.ⁱ		1,766,444
	263,862	NCI Building Systems, Inc.ⁱ		4,670,357
	89,430	Nexeo Solutions, Inc.ⁱ		956,901
	17,700	Nitto Kogyo Corporation		274,245
	5,399	Nobina AB^k		34,916
	106,160	Norfolk Southern Corporation		14,414,405
	6,686	Northgate plc		31,648
	21,559	Novanta, Inc.ⁱ		1,124,302
	26,510	Old Dominion Freight Line, Inc.		3,896,175
	32,622	On Assignment, Inc.ⁱ		2,671,089
	19,520	Orion Group Holdings, Inc.ⁱ		128,637
	69,921	Oshkosh Corporation		5,402,796
	51,383	PageGroup plc		387,215
	36,718	Parker Hannifin Corporation		6,279,880


Shares		Common Stock (29.3%)	Value
	Industrials (4.1%) - continued
	12,627	Quad/Graphics, Inc.		$320,094
	48,032	Radiant Logistics, Inc.ⁱ		185,884
	30,782	Raven Industries, Inc.		1,078,909
	35,132	Raytheon Company		7,582,188
	65,236	RELX NV		1,352,272
	40,053	RELX plc		822,760
	8,514	Resources Connection, Inc.		137,927
	2,157	Rockwool International AS		642,546
	28,796	Roper Industries, Inc.		8,082,749
	141,643	Royal Mail plc		1,075,037
	48,019	RPX Corporation		513,323
	18,294	Saia, Inc.ⁱ		1,374,794
	2,709	Sandvik AB		49,632
	4,892	Schindler Holding AG, Participation Certificate		1,055,536
	66	SGS SA		162,355
	2,800	ShinMaywa Industries, Ltd.		23,160
	58,204	SiteOne Landscape Supply, Inc.ⁱ		4,484,036
	47,201	SKF AB^j		967,010
	15,700	Smiths Group plc		333,959
	479,294	Southwest Airlines Company		27,453,960
	29,155	SP Plus Corporationⁱ		1,037,918
	2,898	Spirax-Sarco Engineering plc		233,777
	115,856	SPX Corporationⁱ		3,763,003
	62,396	SPX FLOW, Inc.ⁱ		3,069,259
	5,077	Standex International Corporation		484,092
	7,097	Stanley Black & Decker, Inc.		1,087,260
	1,737	Sulzer, Ltd.		228,645
	50,500	Sumitomo Electric Industries, Ltd.		771,817
	2,600	Taikisha, Ltd.		85,273
	31,710	Terex Corporation		1,186,271
	7,300	Toppan Forms Company, Ltd.		80,847
	62,000	Toppan Printing Company, Ltd.		509,637
	22,765	Toro Company		1,421,674
	122,250	TPI Composites, Inc.ⁱ		2,744,513
	10,739	Transcontinental, Inc.		212,138
	5,290	TransDigm Group, Inc.		1,623,713
	13,320	TransUnionⁱ		756,310
	123,294	TriMas Corporationⁱ		3,236,468
	64,156	TrueBlue, Inc.ⁱ		1,661,640
	19,000	Tsubakimoto Chain Company		155,321
	69,640	United Continental Holdings, Inc.ⁱ		4,837,891
	40,320	United Parcel Service, Inc.		4,219,891
	47,404	United Rentals, Inc.ⁱ		8,188,093
	110,427	United Technologies Corporation		13,893,925
	52,920	Univar, Inc.ⁱ		1,468,530
	47,556	Universal Truckload Services, Inc.		1,005,809
	8,238	Valmont Industries, Inc.		1,205,219
	40,985	Vectrus, Inc.ⁱ		1,526,281
	68,760	Verisk Analytics, Inc.ⁱ		7,151,040
	12,141	Vinci SA		1,195,830
	37,564	WABCO Holdings, Inc.ⁱ		5,028,693
	53,295	WageWorks, Inc.ⁱ		2,408,934
	121,558	Waste Connections, Inc.		8,720,571
	10,295	Watsco, Inc.		1,863,086
	75,107	Willdan Group, Inc.ⁱ		2,129,283
	3,500	Yuasa Trading Company, Ltd.		115,065

		Total		407,005,751


	Information Technology (8.0%)
	59,194	2U, Inc.ⁱ		4,974,072
	113,660	Advanced Micro Devices, Inc.^i,j		1,142,283
	121,728	Agilent Technologies, Inc.		8,143,603
	164,220	Akamai Technologies, Inc.ⁱ		11,656,336
	62,866	Alliance Data Systems Corporation		13,381,657
	36,805	Alphabet, Inc., Class Aⁱ		38,171,938


Shares		Common Stock (29.3%)	Value
	Information Technology (8.0%) - continued
	29,976	Alphabet, Inc., Class Cⁱ		$30,928,937
	25,723	Ambarella, Inc.^i,j		1,260,170
	10,975	American Software, Inc.		142,675
	80,057	Amphenol Corporation		6,895,309
	288,998	Apple, Inc.		48,488,084
	14,493	Arista Networks, Inc.ⁱ		3,700,063
	123,194	Arrow Electronics, Inc.ⁱ		9,488,402
	13,500	Atkore International Group, Inc.ⁱ		267,975
	35,959	Automatic Data Processing, Inc.		4,080,627
	24,110	Belden, Inc.		1,662,143
	193,913	Benchmark Electronics, Inc.		5,788,303
	358	BKW FMB Energie		23,814
	107,186	Blackline, Inc.ⁱ		4,202,763
	247,139	Booz Allen Hamilton Holding Corporation		9,569,222
	948	Broadcom, Ltd.		223,396
	107,629	CA, Inc.		3,648,623
	9,700	Canon, Inc.		351,900
	12,917	Capgemini SA		1,611,714
	26,609	CDW Corporation		1,870,879
	3,086	CGI Group, Inc.ⁱ		177,972
	193,721	Ciena Corporationⁱ		5,017,374
	1,085,984	Cisco Systems, Inc.		46,577,854
	28,003	Cognex Corporation		1,455,876
	16,158	Comtech Telecommunications Corporation		482,963
	44,584	CoreLogic, Inc.ⁱ		2,016,534
	45,493	Descartes Systems Group, Inc.ⁱ		1,298,825
	117,507	Dolby Laboratories, Inc.		7,468,745
	37,904	Endurance International Group Holdings, Inc.ⁱ		280,490
	43,248	Envestnet, Inc.ⁱ		2,478,110
	15,450	Euronet Worldwide, Inc.ⁱ		1,219,314
	217,849	EVERTEC, Inc.		3,561,831
	3,335	ExlService Holdings, Inc.ⁱ		185,993
	17,803	Extreme Networks, Inc.ⁱ		197,079
	173,798	Facebook, Inc.ⁱ		27,771,182
	63,748	Fidelity National Information Services, Inc.		6,138,932
	82,816	Fiserv, Inc.ⁱ		5,905,609
	159,238	FLIR Systems, Inc.		7,963,492
	72,759	Fortinet, Inc.ⁱ		3,898,427
	44,680	Global Payments, Inc.		4,982,714
	60,430	Guidewire Software, Inc.ⁱ		4,884,557
	112,852	HP, Inc.		2,473,716
	17,711	IAC/InterActiveCorporationⁱ		2,769,646
	74,128	Insight Enterprises, Inc.ⁱ		2,589,291
	279,886	Keysight Technologies, Inc.ⁱ		14,663,228
	35,498	KLA-Tencor Corporation		3,869,637
	96,800	Konica Minolta Holdings, Inc.		822,893
	2,100	Kulicke and Soffa Industries, Inc.ⁱ		52,521
	10,800	Kyocera Corporation		612,340
	22,350	Lam Research Corporation		4,540,626
	12,215	Leidos Holdings, Inc.		798,861
	70,373	Liberty Tripadvisor Holdings, Inc.ⁱ		756,510
	89,971	M/A-COM Technology Solutions Holdings, Inc.^i,j		1,493,519
	40,401	ManTech International Corporation		2,241,044
	280,535	MasterCard, Inc.		49,138,511
	52,020	Maxim Integrated Products, Inc.		3,132,644
	49,877	Methode Electronics, Inc.		1,950,191
	21,520	Microsemi Corporationⁱ		1,392,774
	695,962	Microsoft Corporation		63,520,452
	54,433	Monolithic Power Systems, Inc.		6,301,708
	42,140	National Instruments Corporation		2,131,020


Shares		Common Stock (29.3%)	Value
	Information Technology (8.0%) - continued
	9,800	NEC Networks & System Integration Corporation		$254,907
	66,352	New Relic, Inc.ⁱ		4,918,010
	31,696	Nice, Ltd. ADRⁱ		2,977,205
	234,554	NRG Yield, Inc., Class A		3,856,068
	74,571	NVIDIA Corporation		17,269,898
	435,967	Oracle Corporation		19,945,490
	29,130	Palo Alto Networks, Inc.ⁱ		5,287,678
	438,740	PayPal Holdings, Inc.ⁱ		33,287,204
	34,568	Pegasystems, Inc.		2,096,549
	24,349	Plantronics, Inc.		1,469,949
	34,470	Plexus Corporationⁱ		2,058,893
	63,052	Progress Software Corporation		2,424,349
	66,999	Proofpoint, Inc.ⁱ		7,614,436
	92,807	Q2 Holdings, Inc.ⁱ		4,227,359
	221,357	Quantenna Communications, Inc.ⁱ		3,032,591
	176,453	Red Hat, Inc.ⁱ		26,381,488
	22,482	Rogers Corporationⁱ		2,687,498
	81,106	Rudolph Technologies, Inc.ⁱ		2,246,636
	3,500	Ryoyo Electro Corporation		56,363
	169,855	SailPoint Technologies Holdings, Inc.ⁱ		3,514,300
	278,754	Salesforce.com, Inc.ⁱ		32,419,090
	13,829	ScanSource, Inc.ⁱ		491,621
	6,616	Seagate Technology plc		387,168
	268,548	Sequans Communications SA ADR^i,j		451,161
	39,605	ServiceNow, Inc.ⁱ		6,552,647
	30,400	Shinko Electric Industries Company, Ltd.		224,731
	47,558	SS&C Technologies Holdings, Inc.		2,551,011
	66,184	Synopsys, Inc.ⁱ		5,509,156
	5,641	TE Connectivity, Ltd.		563,536
	78,725	Teradata Corporationⁱ		3,123,021
	62,237	Teradyne, Inc.		2,844,853
	53,340	Texas Instruments, Inc.		5,541,493
	58,606	Total System Services, Inc.		5,055,354
	36,996	Travelport Worldwide, Ltd.		604,515
	26,806	Trimble, Inc.ⁱ		961,799
	171,100	Twitter, Inc.ⁱ		4,963,611
	34,705	Tyler Technologies, Inc.ⁱ		7,321,367
	6,226	Ultimate Software Group, Inc.ⁱ		1,517,276
	12,768	VASCO Data Security International, Inc.ⁱ		165,346
	58,567	Verint Systems, Inc.ⁱ		2,494,954
	101,724	Virtusa Corporationⁱ		4,929,545
	357,344	Visa, Inc.		42,745,489
	195,407	Xilinx, Inc.		14,116,202
	31,355	XO Group, Inc.ⁱ		650,616
	157,536	Zix Corporationⁱ		672,679

		Total		803,355,005


	Materials (1.0%)
	40,850	Alcoa Corporationⁱ		1,836,616
	4,538	APERAM		217,304
	14,954	Balchem Corporation		1,222,490
	31,546	BASF SE		3,199,315
	72,007	BHP Billiton plc		1,423,086
	62,444	BHP Billiton, Ltd.		1,384,102
	42,217	Celanese Corporation		4,230,566
	77,950	CF Industries Holdings, Inc.		2,941,053
	77,575	Continental Building Products, Inc.ⁱ		2,214,766
	100,726	Crown Holdings, Inc.ⁱ		5,111,844
	41,700	Daicel Corporation		457,906
	55,674	Eastman Chemical Company		5,878,061
	25,241	Evonik Industries AG		890,084
	5,396	Ferro Corporationⁱ		125,295


Shares		Common Stock (29.3%)	Value
	Materials (1.0%) - continued
	90,800	Ferroglobe Representation & Warranty Insurance Trust^e,i		$9
	88,601	Freeport-McMoRan, Inc.ⁱ		1,556,720
	18,628	Granges AB		219,152
	90,399	Graphic Packaging Holding Company		1,387,625
	44,122	Hecla Mining Company		161,928
	3,091	Hudbay Minerals, Inc.		21,881
	56,273	Innospec, Inc.		3,860,328
	35,982	International Paper Company		1,922,518
	8,000	JSR Corporation		180,048
	17,691	Kadant, Inc.		1,671,799
	18,000	Kaneka Corporation		179,056
	11,796	Koppers Holdings, Inc.ⁱ		484,816
	36,000	Kuraray Company, Ltd.		624,179
	20,200	Kyoei Steel, Ltd.		345,055
	20,921	Lundin Mining Corporation		137,216
	20,320	Martin Marietta Materials, Inc.		4,212,336
	34,672	Mercer International, Inc.		431,666
	3,179	Methanex Corporation		192,806
	28,103	Mondi plc		755,354
	106,889	Myers Industries, Inc.		2,260,702
	8,790	Neenah, Inc.		689,136
	55,553	Newmont Mining Corporation		2,170,456
	1,100	Nippon Shokubai Company, Ltd.		76,055
	80,647	Norsk Hydro ASA		478,373
	41,293	Nucor Corporation		2,522,589
	9,612	Olympic Steel, Inc.		197,142
	193,650	OMNOVA Solutions, Inc.ⁱ		2,033,325
	195,581	Owens-Illinois, Inc.ⁱ		4,236,284
	11,463	Packaging Corporation of America		1,291,880
	104,517	Reliance Steel & Aluminum Company		8,961,288
	654	Rio Tinto plc		33,187
	3,297	Rio Tinto, Ltd.		186,782
	59,260	RPM International, Inc.		2,824,924
	38,805	Ryerson Holding Corporationⁱ		316,261
	13,380	Sandfire Resources NL		76,229
	68,224	Schweitzer-Mauduit International, Inc.		2,670,970
	10,025	Scotts Miracle-Gro Company		859,644
	20,151	Sensient Technologies Corporation		1,422,258
	8,166	Solvay SA		1,134,909
	140,580	Steel Dynamics, Inc.		6,216,448
	3,224	Stepan Company		268,172
	1,300	Taiyo Holdings Company, Ltd.		55,952
	12,700	Toagosei Company, Ltd.		150,256
	20,412	Trinseo SA		1,511,509
	10,455	United States Steel Corporation		367,911
	50,482	UPM-Kymmene Oyj		1,871,564
	149,207	Verso Corporationⁱ		2,512,646
	6,732	W. R. Grace & Company		412,200
	120,749	WestRock Company		7,748,463
	3,200	Yamato Kogyo Company, Ltd.		88,302

		Total		105,122,797


	Real Estate (0.9%)
	62,529	Ares Commercial Real Estate Corporation		772,233
	227,479	Armada Hoffler Properties, Inc.		3,114,187
	4,819	Artis Real Estate Investment Trust		50,833
	31,864	Ashford Hospitality Prime, Inc.		309,718
	110,937	Ashford Hospitality Trust, Inc.		716,653
	24,870	Bluerock Residential Growth REIT, Inc.		211,395
	12,171	British Land Company plc		109,713
	416,788	Brixmor Property Group, Inc.		6,356,017
	25,280	Camden Property Trust		2,128,070


Shares		Common Stock (29.3%)	Value
	Real Estate (0.9%) - continued
	25,889	Catchmark Timber Trust, Inc.		$322,836
	135,689	Cedar Realty Trust, Inc.		534,615
	109,456	Chatham Lodging Trust		2,096,082
	24,238	Chesapeake Lodging Trust		674,059
	54,680	City Office REIT, Inc.		632,101
	51,843	Cousins Properties, Inc.		449,997
	26,611	CyrusOne, Inc.		1,362,749
	400	Daito Trust Construction Company, Ltd.		68,107
	92,174	DDR Corporation		675,635
	58,435	DEXUS Property Group		420,775
	18,770	Digital Realty Trust, Inc.		1,977,983
	86,408	Douglas Emmett, Inc.		3,176,358
	80,390	Duke Realty Corporation		2,128,727
	12,580	Equity Lifestyle Properties, Inc.		1,104,147
	43,800	First Industrial Realty Trust, Inc.		1,280,274
	54,916	Franklin Street Properties Corporation		461,844
	10,195	Gaming and Leisure Properties, Inc.		341,227
	87,100	General Growth Properties, Inc.		1,782,066
	27,219	GEO Group, Inc.		557,173
	10,071	Getty Realty Corporation		253,991
	60,000	Hang Lung Properties, Ltd.		140,821
	39,486	HFF, Inc.		1,962,454
	135,717	Highwoods Properties, Inc.		5,947,119
	181,808	Hospitality Properties Trust		4,607,015
	115,936	Host Hotels & Resorts, Inc.		2,161,047
	104,000	Hysan Development Company, Ltd.		551,911
	210,486	InfraREIT, Inc.		4,089,743
	79,127	Liberty Property Trust		3,143,716
	21,750	Mid-America Apartment Communities, Inc.		1,984,470
	204,866	Monmouth Real Estate Investment Corporation		3,081,185
	85,363	National Storage Affiliates Trust		2,140,904
	12,261	One Liberty Properties, Inc.		270,968
	28,160	Physicians Realty Trust		438,451
	25,670	Ramco-Gershenson Properties Trust		317,281
	16,117	RE/MAX Holdings, Inc.		974,273
	115,762	Retail Properties of America, Inc.		1,349,785
	29,000	Road King Infrastructure, Ltd.		57,836
	27,248	Ryman Hospitality Properties		2,110,358
	8,267	Saul Centers, Inc.		421,369
	32,862	SBA Communications Corporationⁱ		5,616,773
	41,863	Stockland		129,897
	170,197	Summit Hotel Properties, Inc.		2,316,381
	17,750	Sun Communities, Inc.		1,621,817
	26,000	Sun Hung Kai Properties, Ltd.		412,697
	10,000	Swire Pacific, Ltd.		101,266
	31,493	Terreno Realty Corporation		1,086,823
	105,789	Urstadt Biddle Properties, Inc.		2,041,728
	104,615	Weyerhaeuser Company		3,661,525
	77,400	Wing Tai Holdings, Ltd.		122,717
	34,264	Xenia Hotels & Resorts, Inc.		675,686

		Total		87,607,581


	Telecommunications Services (0.2%)
	10,216	Freenet AG		310,914
	234,235	KCOM Group plc		302,669
	5,000	KDDI Corporation		128,772
	22,200	Nippon Telegraph & Telephone Corporation		1,035,698
	104,100	NTT DOCOMO, Inc.		2,653,867
	177,177	ORBCOMM, Inc.ⁱ		1,660,149
	70,756	Telenor ASA		1,609,071
	5,045	Telephone & Data Systems, Inc.		141,411


Shares		Common Stock (29.3%)	Value
	Telecommunications Services (0.2%) - continued
	216,296	Verizon Communications, Inc.		$10,343,275

		Total		18,185,826


	Utilities (0.4%)
	106,895	AES Corporation		1,215,396
	8,698	Alpha Natural Resources Holdings, Inc.ⁱ		210,927
	32,720	ANR, Inc.ⁱ		785,280
	27,360	Artesian Resources Corporation		998,093
	9,200	Chubu Electric Power Company, Inc.		132,036
	21,487	Consolidated Water Company, Ltd.		312,636
	50,020	Edison International, Inc.		3,184,273
	4,297	Eversource Energy		253,179
	21,420	MDU Resources Group, Inc.		603,187
	16,511	Middlesex Water Company		605,954
	16,140	New Jersey Resources Corporation		647,214
	36,948	NorthWestern Corporation		1,987,802
	95,134	NRG Yield, Inc., Class C		1,617,278
	100,846	OGE Energy Corporation		3,304,723
	54,000	Osaka Gas Company, Ltd.		1,074,003
	224,098	PG&E Corporation		9,844,625
	27,360	PNM Resources, Inc.		1,046,520
	5,852	Portland General Electric Company		237,065
	54,510	Public Service Enterprise Group, Inc.		2,738,582
	10,520	Southwest Gas Holdings, Inc.		711,468
	7,644	Spire, Inc.		552,661
	39,400	Tokyo Gas Company, Ltd.		1,052,776
	168,998	UGI Corporation		7,506,891
	3,903	Unitil Corporation		181,138
	2,922	Verbund AG		84,794

		Total		40,888,501



		Total Common Stock (cost $2,237,477,654)		2,937,980,098


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Asset-Backed Securities (1.4%)
		Access Group, Inc.
	516,319	2.121%, (LIBOR 1M + 0.500%), 2/25/2036, Ser. 2013-1, Class A^d,k		514,566
		ALM Loan Funding CLO
	3,275,000	2.871%, (LIBOR 3M + 1.140%), 10/17/2026, Ser. 2014-11A, Class A1R^*,d		3,275,491
		AMSR Trust
	3,625,000	3.208%, (LIBOR 1M + 1.400%), 11/17/2033, Ser. 2016-SFR1, Class A^d,k		3,639,971
		Apidos CLO XVIII
	3,200,000	2.865%, (LIBOR 3M + 1.120%), 7/22/2026, Ser. 2014-18A, Class A1R^*,d		3,200,256
		Ares XXXII CLO, Ltd.
	2,750,000	3.049%, (LIBOR 3M + 1.210%), 11/15/2025, Ser. 2014-32A, Class A1R^*,d		2,751,397
		Babson CLO, Ltd.
	1,400,000	2.881%, (LIBOR 3M + 1.150%), 10/17/2026, Ser. 2014-IIA, Class AR^*,d		1,400,210
		Bayview Koitere Fund Trust
	2,388,438	4.000%, 11/28/2053, Ser. 2017-SPL3, Class A^d,k		2,448,166


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Asset-Backed Securities (1.4%) - continued
		Betony CLO, Ltd.
	$1,260,000	3.072%, (LIBOR 3M + 1.350%), 4/15/2027, Ser. 2015-1A, Class AR^*,d		$1,260,544
		Birchwood Park CLO, Ltd.
	1,400,000	2.900%, (LIBOR 3M + 1.180%), 7/15/2026, Ser. 2014-1A, Class AR^*,d		1,400,269
		BlueMountain CLO, Ltd.
	2,350,000	2.744%, (LIBOR 3M + 1.140%), 10/15/2026, Ser. 2014-3A, Class A1R^*,d		2,350,369
		Carlyle Global Market Strategies CLO, Ltd.
	1,400,000	2.922%, (LIBOR 3M + 1.200%), 10/15/2026, Ser. 2014-4A, Class A1R^*,d		1,400,248
		Cent CLO 16, LP
	657,892	3.023%, (LIBOR 3M + 1.250%), 8/1/2024, Ser. 2012-16A, Class A1AR^*,d		658,167
		Cent CLO 22, Ltd.
	1,400,000	3.204%, (LIBOR 3M + 1.410%), 11/7/2026, Ser. 2014-22A, Class A1R^*,d		1,400,844
		Commonbond Student Loan Trust
	3,859,248	3.320%, 5/25/2040, Ser. 2016-A, Class A1^k		3,745,099
	2,100,000	2.102%, (LIBOR 1M + 0.500%), 2/25/2044, Ser. 2018-AGS, Class A2^d,k		2,099,975
	1,600,000	3.210%, 2/25/2044, Ser. 2018-AGS, Class A1^k		1,599,305
		DRB Prime Student Loan Trust
	645,391	3.170%, 7/25/2031, Ser. 2015-B, Class A2^*		642,740
	638,441	3.531%, (LIBOR 1M + 1.900%), 10/27/2031, Ser. 2015-B, Class A1^*,d		653,040
	2,433,265	3.200%, 1/25/2040, Ser. 2015-D, Class A2^*		2,418,245
	728,637	2.890%, 6/25/2040, Ser. 2016-B, Class A2^k		717,326
		Dryden 34 Senior Loan Fund CLO
	1,400,000	2.882%, (LIBOR 3M + 1.160%), 10/15/2026, Ser. 2014-34A, Class AR^*,d		1,400,332
		Earnest Student Loan Program, LLC
	3,172,653	2.680%, 7/25/2035, Ser. 2016-C, Class A2^k		3,117,445
	2,118,648	2.720%, 1/25/2041, Ser. 2016-D, Class A2^k		2,083,913
		Edlinc Student Loan Funding Trust
	44,032	4.540%, (CMT 3M + 3.150%), 10/1/2025, Ser. 2012-A, Class AT^*,d		44,738
		Galaxy XX CLO, Ltd.
	4,500,000	2.745%, (LIBOR 3M + 1.000%), 4/20/2031, Ser. 2015-20A, Class AR^*,d		4,510,809
		GoldenTree Loan Opportunities IX, Ltd.
	1,325,000	3.130%, (LIBOR 3M + 1.370%), 10/29/2026, Ser. 2014-9A, Class AR^*,d		1,325,631


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Asset-Backed Securities (1.4%) - continued
		Golub Capital Partners, Ltd.
	$3,683,000	2.626%, (LIBOR 3M + 1.200%), 1/20/2031, Ser. 2015-22A, Class AR^*,d		$3,711,190
	2,500,000	2.681%, (LIBOR 3M + 1.180%), 1/20/2031, Ser. 2017-RT5, Class A^*,d		2,518,393
		Laurel Road Prime Student Loan Trust
	2,600,000	2.810%, 11/25/2042, Ser. 2017-2A, Class A^k		2,550,724
		Lehman XS Trust
	4,356,402	5.440%, 8/25/2035, Ser. 2005-2, Class 2A3B^l		4,010,260
		Lendmark Funding Trust
	1,800,000	2.800%, 5/20/2026, Ser. 2017-1III, Class A^k		1,790,163
		Limerock CLO III, LLC
	4,500,000	2.945%, (LIBOR 3M + 1.200%), 10/20/2026, Ser. 2014-3A, Class A1R^*,d		4,500,949
		Madison Park Funding XIV, Ltd.
	3,575,000	2.865%, (LIBOR 3M + 1.120%), 7/20/2026, Ser. 2014-14A, Class A1R^*,d		3,576,895
		Magnetite XII, Ltd.
	4,425,000	3.052%, (LIBOR 3M + 1.330%), 4/15/2027, Ser. 2015-12A, Class AR^*,d		4,447,510
		Marlette Funding Trust
	3,071,460	2.390%, 7/15/2024, Ser. 2017-2A, Class A^k		3,064,187
		Morgan Stanley Bank of America Merrill Lynch Trust
	5,400,000	3.176%, 8/15/2045, Ser. 2012-C5, Class A4		5,408,101
	5,400,000	3.246%, 12/15/2047, Ser. 2014-C19, Class A3		5,352,089
		Morgan Stanley Capital, Inc.
	2,475,435	2.022%, (LIBOR 1M + 0.150%), 2/25/2037, Ser. 2007-NC2, Class A2FP^d		1,603,873
		Mountain View CLO, Ltd.
	4,525,000	3.182%, (LIBOR 3M + 1.460%), 7/15/2027, Ser. 2015-9A, Class A1A^*,d		4,529,032
		Neuberger Berman CLO XIV, Ltd.
	2,100,000	3.010%, (LIBOR 3M + 1.250%), 1/28/2030, Ser. 2013-14A, Class AR^*,d		2,114,677
		Neuberger Berman CLO, Ltd.
	850,000	2.925%, (LIBOR 3M + 1.180%), 4/22/2029, Ser. 2014-17A, Class AR^*,d		854,225
		Octagon Investment Partners XX, Ltd.
	3,250,000	2.941%, (LIBOR 3M + 1.130%), 8/12/2026, Ser. 2014-1A, Class AR^*,d		3,251,118
		OZLM VIII, Ltd.
	1,300,000	2.861%, (LIBOR 3M + 1.130%), 10/17/2026, Ser. 2014-8A, Class A1AR^*,d		1,300,195


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Asset-Backed Securities (1.4%) - continued
		Race Point IX CLO, Ltd.
	$3,000,000	2.932%, (LIBOR 3M + 1.210%), 10/15/2030, Ser. 2015-9A, Class A1AR^*,d		$3,026,559
		Renaissance Home Equity Loan Trust
	1,800,813	6.011%, 5/25/2036, Ser. 2006-1, Class AF4^l		1,349,758
	3,450,653	5.580%, 11/25/2036, Ser. 2006-3, Class AF2^l		1,980,956
		Shackleton, Ltd.
	4,500,000	3.092%, (LIBOR 3M + 1.370%), 4/15/2027, Ser. 2015-7A, Class AR^*,d		4,501,174
		SLM Student Loan Trust
	1,802,051	2.272%, (LIBOR 1M + 0.400%), 3/25/2025, Ser. 2010-1, Class A^d		1,772,783
		SoFi Consumer Loan Program, LLC
	1,073,204	3.260%, 8/25/2025, Ser. 2016-1, Class A^k		1,073,344
	2,059,369	2.500%, 5/26/2026, Ser. 2017-4, Class A^k		2,035,398
	2,517,964	2.140%, 9/25/2026, Ser. 2017-5, Class A1^k		2,503,748
		SoFi Professional Loan Program, LLC
	1,049,327	2.420%, 3/25/2030, Ser. 2015-A, Class A2^k		1,041,367
		Stanwich Mortgage Loan Company, LLC
	1,178,032	3.598%, 3/16/2022, Ser. 2017-NPA1, Class A1^*,l		1,178,284
		Symphony CLO VIII, Ltd.
	336,719	2.804%, (LIBOR 3M + 1.100%), 1/9/2023, Ser. 2012- 8A, Class AR^*,d		336,750
		Symphony CLO XV, Ltd.
	4,500,000	2.911%, (LIBOR 3M + 1.180%), 10/17/2026, Ser. 2014-15A, Class AR^*,d		4,501,057
		U.S. Small Business Administration
	526,398	3.191%, 3/10/2024, Ser. 2014-10A, Class 1		529,824
		Vericrest Opportunity Loan Transferee
	1,878,186	3.500%, 6/26/2045, Ser. 2015-NPL8, Class A1^k,l		1,878,538
		Verizon Owner Trust
	2,525,000	2.060%, 9/20/2021, Ser. 2017-1A, Class A^k		2,500,192
		Voya CLO 3, Ltd.
	1,400,000	2.465%, (LIBOR 3M + 0.720%), 7/25/2026, Ser. 2017-2, Class A^*,d		1,399,989

		Total		136,252,398


	Basic Materials (0.5%)
		Alcoa Nederland Holding BV
	2,120,000	6.750%, 9/30/2024^k		2,268,400
		Anglo American Capital plc
	2,615,000	4.875%, 5/14/2025^k		2,678,469
		ArcelorMittal SA
	1,425,000	5.750%, 3/1/2021		1,501,594
	1,670,000	6.125%, 6/1/2025		1,816,125
		Braskem Netherlands Finance BV
	2,178,000	4.500%, 1/10/2028^k		2,120,065


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Basic Materials (0.5%) - continued
		BWAY Holding Company
	$2,375,000	5.500%, 4/15/2024^k		$2,389,844
		CF Industries, Inc.
	2,220,000	3.450%, 6/1/2023		2,131,200
		Chemours Company
	1,900,000	5.375%, 5/15/2027		1,904,750
		First Quantum Minerals, Ltd.
	621,000	7.000%, 2/15/2021^k		622,552
	1,640,000	7.500%, 4/1/2025^k		1,610,275
		Georgia-Pacific, LLC
	920,000	2.539%, 11/15/2019^k		914,335
		Glencore Finance Canada, Ltd.
	760,000	6.000%, 11/15/2041^k		838,637
		Glencore Funding, LLC
	680,000	2.782%, (LIBOR 3M + 1.060%), 4/16/2018^d,k		680,136
	760,000	4.125%, 5/30/2023^k		764,955
	950,000	4.000%, 3/27/2027^k		916,498
		International Paper Company
	1,888,000	4.350%, 8/15/2048		1,787,917
		Kinross Gold Corporation
	1,520,000	5.950%, 3/15/2024		1,630,200
	1,950,000	4.500%, 7/15/2027^k		1,909,635
		Novelis Corporation
	905,000	5.875%, 9/30/2026^k		891,425
		Olin Corporation
	2,835,000	5.125%, 9/15/2027		2,796,019
		Peabody Securities Finance Corporation
	2,165,000	6.375%, 3/31/2025^k		2,246,188
		Platform Specialty Products Corporation
	1,200,000	5.875%, 12/1/2025^k		1,173,000
		Sherwin-Williams Company
	1,685,000	3.125%, 6/1/2024		1,628,483
		Steel Dynamics, Inc.
	2,010,000	5.000%, 12/15/2026		2,010,000
		Teck Resources, Ltd.
	2,893,000	6.125%, 10/1/2035		3,066,580
		United States Steel Corporation
	3,000,000	6.250%, 3/15/2026		2,988,750
		Vale Overseas, Ltd.
	1,135,000	6.250%, 8/10/2026		1,271,540
	1,070,000	6.875%, 11/21/2036		1,258,534
	1,140,000	6.875%, 11/10/2039		1,350,900
		Westlake Chemical Corporation
	1,520,000	3.600%, 8/15/2026		1,466,942
		WestRock Company
	1,425,000	3.750%, 3/15/2025^k		1,420,922

		Total		52,054,870


	Capital Goods (0.6%)
		AECOM
	3,030,000	5.875%, 10/15/2024		3,170,138
		Ashtead Capital, Inc.
	2,000,000	4.125%, 8/15/2025^k		1,920,000
		Bombardier, Inc.
	2,975,000	7.500%, 3/15/2025^k		3,053,094
		Building Materials Corporation of America
	2,355,000	6.000%, 10/15/2025^k		2,413,875
		CEMEX SAB de CV
	2,310,000	6.125%, 5/5/2025^j,k		2,402,862
		Cintas Corporation No. 2
	1,125,000	3.700%, 4/1/2027		1,122,916


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Capital Goods (0.6%) - continued
		CNH Industrial Capital, LLC
	$1,155,000	4.375%, 11/6/2020		$1,179,544
	1,452,000	4.875%, 4/1/2021		1,493,745
		CNH Industrial NV
	1,500,000	4.500%, 8/15/2023		1,526,595
	1,815,000	3.850%, 11/15/2027		1,760,842
		Crown Americas Capital Corporation IV
	1,470,000	4.500%, 1/15/2023		1,458,975
		Crown Cork & Seal Company, Inc.
	2,070,000	7.375%, 12/15/2026		2,308,050
		Huntington Ingalls Industries, Inc.
	2,175,000	3.483%, 12/1/2027^k		2,090,610
		L3 Technologies, Inc.
	2,150,000	3.950%, 5/28/2024		2,161,792
		Lockheed Martin Corporation
	515,000	2.500%, 11/23/2020		510,213
	1,496,000	3.600%, 3/1/2035		1,426,698
	1,544,000	4.500%, 5/15/2036		1,635,854
	374,000	6.150%, 9/1/2036		469,706
		Northrop Grumman Corporation
	2,575,000	3.850%, 4/15/2045		2,399,296
		Owens-Brockway Glass Container, Inc.
	1,460,000	5.000%, 1/15/2022^k		1,474,162
	1,500,000	5.875%, 8/15/2023^k		1,552,500
		Pentair Finance SA
	2,250,000	2.900%, 9/15/2018		2,250,477
		Republic Services, Inc.
	1,100,000	2.900%, 7/1/2026		1,030,255
		Reynolds Group Issuer, Inc.
	2,935,000	5.125%, 7/15/2023^k		2,963,470
		Roper Industries, Inc.
	2,070,000	2.050%, 10/1/2018		2,065,028
		Roper Technologies, Inc.
	1,140,000	2.800%, 12/15/2021		1,121,179
		Siemens Financieringsmaatschappij NV
	3,055,000	4.200%, 3/16/2047^k		3,194,786
		Standard Industries, Inc.
	800,000	5.500%, 2/15/2023^k		828,000
		Textron, Inc.
	1,225,000	7.250%, 10/1/2019		1,301,668
	2,210,000	3.375%, 3/1/2028		2,108,478
		United Rentals North America, Inc.
	2,240,000	5.500%, 7/15/2025		2,293,200
		United Technologies Corporation
	1,900,000	4.050%, 5/4/2047		1,801,542

		Total		58,489,550


	Collateralized Mortgage Obligations (0.9%)
		Alternative Loan Trust
	977,842	6.000%, 6/25/2036, Ser. 2006-24CB, Class A9		863,451
		Angel Oak Mortgage Trust I, LLC
	861,362	3.500%, 7/25/2046, Ser. 2016-1, Class A1^*		863,359
		Bayview Opportunity Master Fund Trust
	2,654,645	4.000%, 6/28/2054, Ser. 2017-SPL2, Class A^d,k		2,697,179
	4,306,780	4.000%, 10/28/2064, Ser. 2017-SPL1, Class A^d,k		4,375,628
	3,401,852	3.500%, 5/28/2069, Ser. 2011-2, Class A2^d,k		3,427,841


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Collateralized Mortgage Obligations (0.9%) - continued
		BCAP, LLC Trust
	$2,236,611	2.052%, (LIBOR 1M + 0.180%), 3/25/2037, Ser. 2007-AA1, Class 2A1^d		$2,141,547
		Citigroup Mortgage Loan Trust, Inc.
	648,920	5.500%, 11/25/2035, Ser. 2005-9, Class 21A2		646,662
		CitiMortgage Alternative Loan Trust
	2,125,908	5.750%, 4/25/2037, Ser. 2007-A4, Class 1A5		2,004,523
		COLT Mortgage Loan Trust
	1,428,831	2.800%, 12/26/2046, Ser. 2016-3, Class A1^*,d		1,416,780
	3,917,491	2.415%, 10/25/2047, Ser. 2017-2, Class A1A^d,k		3,923,373
		Countrywide Alternative Loan Trust
	1,304,922	3.383%, 10/25/2035, Ser. 2005-43, Class 4A1^d		1,148,643
	977,625	6.000%, 4/25/2036, Ser. 2006-4CB, Class 1A1		827,179
	404,770	6.000%, 1/25/2037, Ser. 2006-39CB, Class 1A16		395,819
	2,588,759	5.500%, 5/25/2037, Ser. 2007-8CB, Class A1		2,165,481
	2,576,954	7.000%, 10/25/2037, Ser. 2007-24, Class A10		1,679,772
		Countrywide Home Loans, Inc.
	730,471	5.750%, 4/25/2037, Ser. 2007-3, Class A27		606,451
		Deutsche Alt-A Securities Mortgage Loan Trust
	548,097	6.000%, 10/25/2021, Ser. 2006-AR5, Class 23A		501,380
		Federal Home Loan Mortgage Corporation
	5,521,037	4.000%, 7/15/2031, Ser.- 4104, Class KI^m		637,472
	3,499,517	3.000%, 2/15/2033, Ser. 4170, Class IG^m		397,696
		Federal National Mortgage Association
	6,738,365	3.500%, 1/25/2033, Ser. 2012-150, Class YI^m		874,188
		First Horizon Alternative Mortgage Securities Trust
	1,846,509	6.000%, (LIBOR 1M + 1.000%), 8/25/2036, Ser. 2006-FA4, Class 1A4^d		1,537,261
		Impac Secured Assets Trust
	5,312,252	2.112%, (LIBOR 1M + 0.240%), 9/25/2037, Ser. 2014-GC18, Class A3^d		4,377,802
		IndyMac INDX Mortgage Loan Trust
	2,466,484	2.512%, (LIBOR 1M + 0.640%), 7/25/2045, Ser. 2005-16IP, Class A1^d		2,375,340
		J.P. Morgan Alternative Loan Trust
	1,359,921	6.500%, 3/25/2036, Ser. 2006-S1, Class 1A19		1,212,348
		J.P. Morgan Mortgage Trust
	421,644	3.783%, 6/25/2036, Ser. 2006-A4, Class 1A2^d		401,712
	182,229	3.605%, 10/25/2036, Ser. 2006-A6, Class 1A2^d		168,110


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Collateralized Mortgage Obligations (0.9%) - continued
	$2,638,921	2.252%, (LIBOR 1M + 0.380%), 1/25/2037, Ser. 2006-S4, Class A8^d		$1,564,488
	2,967,350	6.250%, 8/25/2037, Ser. 2007-S3, Class 1A10		1,947,796
		MASTR Alternative Loans Trust
	540,503	6.500%, 7/25/2034, Ser. 2004-6, Class 6A1		545,725
	1,646,492	2.322%, (LIBOR 1M + 0.450%), 12/25/2035, Ser. 2005-6, Class 2A1^d		794,487
		Merrill Lynch Alternative Note Asset Trust
	563,480	6.000%, 3/25/2037, Ser. 2007-F1, Class 2A1		464,871
		Preston Ridge Partners Mortgage Trust, LLC
	1,374,410	4.250%, 1/25/2022, Ser. 2017-1A, Class A1^*,l		1,374,420
	6,318,354	3.470%, 9/25/2022, Ser. 2017-2A, Class A1^*,l		6,294,445
		Pretium Mortgage Credit Partners, LLC
	2,198,282	3.500%, 4/29/2032, Ser. 2017-NPL1, Class A1^*,l		2,196,316
	3,033,109	3.250%, 8/27/2032, Ser. 2017-NPL4, Class A1^k,l		3,013,195
		Residential Accredit Loans, Inc. Trust
	2,538,946	2.622%, (LIBOR 1M + 0.750%), 6/25/2035, Ser. 2005-QS7, Class A3^d		2,116,296
		Residential Asset Securitization Trust
	3,258,008	2.252%, (LIBOR 1M + 0.380%), 8/25/2037, Ser. 2007-A8, Class 2A3^d		800,950
		Sequoia Mortgage Trust
	2,147,665	3.602%, 9/20/2046, Ser. 2007-1, Class 4A1^d		1,774,990
		Sunset Mortgage Loan Company, LLC
	660,985	4.459%, 9/18/2045, Ser. 2015-NPL1, Class A^*,l		662,634
	4,140,724	3.500%, 6/15/2047, Ser. 2017-NPL1, Class A^*,l		4,101,807
	1,552,437	3.844%, 7/16/2047, Ser. 2016-NPL1, Class A^*,l		1,552,908
		Towd Point Mortgage Trust
	3,005,941	2.750%, 10/25/2056, Ser. 2017-1, Class A1^d,k		2,972,570
	2,359,483	2.472%, (LIBOR 1M + 0.600%), 2/25/2057, Ser. 2017-5, Class A1^d,k		2,367,961
		Verus Securitization Trust
	3,112,123	2.485%, 7/25/2047, Ser. 2017-2A, Class A1^*,d		3,090,414
		WaMu Mortgage Pass Through Certificates
	190,112	3.273%, 9/25/2036, Ser. 2006-AR10, Class 1A2^d		184,077
	694,406	3.323%, 10/25/2036, Ser. 2006-AR12, Class 1A1^d		675,140
	2,420,998	2.795%, 1/25/2037, Ser. 2006-AR18, Class 1A1^d		2,281,104


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Collateralized Mortgage Obligations (0.9%) - continued
	$4,245,708	2.243%, (12 MTA + 0.960%), 9/25/2046, Ser. 2006-AR11, Class 1A^d		$3,829,196
		Washington Mutual Mortgage Pass Through Certificates Trust
	2,528,005	7.000%, 2/25/2036, Ser. 2006-1, Class 2CB1		2,082,012

		Total		88,354,799


	Commercial Mortgage-Backed Securities (1.0%)
		CSAIL Commercial Mortgage Trust
	5,900,000	3.504%, 6/15/2057, Ser. 2015-C2, Class A4		5,891,544
		Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates
	3,531,914	2.776%, 3/25/2023, Ser. K724, Class A1ⁿ		3,521,682
	11,700,000	3.002%, 1/25/2024, Ser. K725, Class A2		11,698,291
	12,800,000	3.430%, 1/25/2027, Ser. K063, Class A2^d		13,008,506
		Federal National Mortgage Association - ACES
	3,825,000	2.568%, 12/25/2026, Ser. 2017-M3, Class A2^d		3,629,326
	5,750,000	2.877%, 2/25/2027, Ser. 2017-M2, Class A2^d		5,574,540
	7,250,000	2.961%, 2/25/2027, Ser. 2017-M7, Class A2^d		7,098,592
		Federal National Mortgage Association Grantor Trust
	7,572,016	2.898%, 6/25/2027, Ser. 2017-T1, Class Aⁿ		7,331,709
		GS Mortgage Securities Trust
	3,800,000	3.801%, 1/10/2047, Ser. 2015-23A, Class AR		3,885,132
	6,600,000	3.666%, 9/10/2047, Ser. 2104-GC24, Class A4		6,717,589
	2,000,000	3.244%, 10/10/2048, Ser. 2015-GC34, Class A3		1,969,203
		J.P. Morgan Chase Commercial Mortgage Securities Corporation
	2,386,826	3.507%, 5/15/2045, Ser. 2012-C6, Class A3		2,410,991
		JPMBB Commercial Mortgage Securities Trust
	4,500,000	3.231%, 1/15/2048, Ser. 2014-C26, Class A3		4,458,851
		SCG Trust
	1,150,000	3.427%, (LIBOR 1M + 1.650%), 11/15/2026, Ser. 2013-SRP1, Class A^d,k		1,149,997
		UBS Commercial Mortgage Trust
	5,592,597	3.400%, 5/10/2045, Ser. 2012-C1, Class A3		5,646,161
		Wells Fargo Commercial Mortgage Trust
	4,000,000	3.617%, 9/15/2057, Ser. 2015-NXS3, Class A4		4,027,149
	3,750,000	3.839%, 9/15/2058, Ser. 2015-LC22, Class A4		3,831,597


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Commercial Mortgage-Backed Securities (1.0%) - continued
		WFRBS Commercial Mortgage Trust
	$1,988,746	2.870%, 11/15/2045, Ser. 2012-C9, Class A3		$1,960,553

		Total		93,811,413


	Communications Services (1.3%)
		21st Century Fox America, Inc.
	1,620,000	6.900%, 3/1/2019		1,679,004
		Altice Financing SA
	2,400,000	6.625%, 2/15/2023^k		2,376,000
		AMC Networks, Inc.
	2,295,000	5.000%, 4/1/2024		2,267,850
		America Movil SAB de CV
	1,039,000	5.000%, 10/16/2019		1,069,150
		American Tower Corporation
	1,930,000	3.300%, 2/15/2021		1,929,223
		AT&T, Inc.
	707,000	5.875%, 10/1/2019		737,156
	615,000	3.232%, (LIBOR 3M + 0.930%), 6/30/2020^d		621,469
	1,115,000	3.800%, 3/1/2024		1,116,324
	3,580,000	3.400%, 8/14/2024		3,596,394
	4,393,000	3.900%, 8/14/2027		4,420,295
	1,280,000	4.100%, 2/15/2028^k		1,270,053
	1,037,000	4.300%, 2/15/2030^k		1,031,854
	1,475,000	5.250%, 3/1/2037		1,558,303
	4,260,000	4.900%, 8/14/2037		4,291,456
	1,140,000	6.350%, 3/15/2040		1,320,954
	1,300,000	5.550%, 8/15/2041		1,396,781
	772,000	4.750%, 5/15/2046		748,535
		British Sky Broadcasting Group plc
	1,130,000	2.625%, 9/16/2019^k		1,125,145
	1,450,000	3.125%, 11/26/2022^k		1,435,038
		CCO Holdings, LLC
	3,100,000	5.875%, 4/1/2024^k		3,154,250
		CCOH Safari, LLC
	1,300,000	5.750%, 2/15/2026^k		1,293,513
		CenturyLink, Inc.
	2,315,000	6.450%, 6/15/2021		2,361,300
		Charter Communications Operating, LLC
	780,000	6.834%, 10/23/2055		900,459
	920,000	3.579%, 7/23/2020		922,472
	1,800,000	4.200%, 3/15/2028		1,721,809
	4,275,000	6.484%, 10/23/2045		4,685,692
		Clear Channel Worldwide Holdings, Inc.
	2,920,000	6.500%, 11/15/2022		2,971,100
		Comcast Corporation
	1,225,000	2.750%, 3/1/2023		1,192,216
	3,265,000	4.400%, 8/15/2035		3,361,645
	539,000	4.650%, 7/15/2042		563,162
	755,000	4.750%, 3/1/2044		794,634
		Cox Communications, Inc.
	1,815,000	3.350%, 9/15/2026^k		1,727,027
	748,000	4.600%, 8/15/2047^k		714,441
		Crown Castle International Corporation
	1,774,000	3.400%, 2/15/2021		1,780,430
	2,423,000	5.250%, 1/15/2023		2,573,965
	1,496,000	3.200%, 9/1/2024		1,433,723
		CSC Holdings, LLC
	330,000	5.500%, 4/15/2027^k		315,975


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Communications Services (1.3%) - continued
		Digicel, Ltd.
	$3,875,000	6.000%, 4/15/2021^*		$3,637,656
		Discovery Communications, LLC
	1,850,000	4.900%, 3/11/2026		1,916,545
	2,940,000	5.000%, 9/20/2037		2,926,071
		Gray Television, Inc.
	2,535,000	5.875%, 7/15/2026^k		2,465,287
		Level 3 Communications, Inc.
	3,020,000	5.375%, 1/15/2024		2,942,628
		Level 3 Financing, Inc.
	995,000	5.375%, 5/1/2025		965,150
		Moody’s Corporation
	1,045,000	2.750%, 12/15/2021		1,025,802
		Neptune Finco Corporation
	2,517,000	10.875%, 10/15/2025^k		2,957,450
		Netflix, Inc.
	2,580,000	4.875%, 4/15/2028^k		2,480,928
		Nexstar Escrow Corporation
	1,153,000	5.625%, 8/1/2024^k		1,129,594
		Omnicom Group, Inc.
	750,000	3.600%, 4/15/2026		726,599
		S&P Global, Inc.
	1,544,000	3.300%, 8/14/2020		1,552,451
		SES Global Americas Holdings GP
	1,035,000	2.500%, 3/25/2019^k		1,028,397
		SFR Group SA
	3,480,000	6.000%, 5/15/2022^k		3,401,700
		Sprint Communications, Inc.
	2,025,000	6.000%, 11/15/2022		1,987,031
		Sprint Corporation
	1,400,000	7.625%, 2/15/2025^j		1,377,250
		Telecom Italia SPA
	1,775,000	5.303%, 5/30/2024^k		1,806,063
		Telefonica Emisiones SAU
	1,110,000	3.192%, 4/27/2018		1,110,444
	1,765,000	4.665%, 3/6/2038		1,782,760
		Time Warner Entertainment Company, LP
	1,691,000	8.375%, 3/15/2023		2,006,346
		Verizon Communications, Inc.
	1,885,000	3.500%, 11/1/2021		1,899,444
	3,489,000	5.150%, 9/15/2023		3,762,865
	2,555,000	3.376%, 2/15/2025		2,510,014
	1,165,000	4.272%, 1/15/2036		1,113,703
	2,992,000	4.862%, 8/21/2046		3,014,318
	2,530,000	4.522%, 9/15/2048		2,433,387
		Viacom, Inc.
	735,000	4.250%, 9/1/2023		745,679
	1,427,000	6.875%, 4/30/2036		1,694,361
	1,140,000	5.850%, 9/1/2043		1,240,376
		Virgin Media Secured Finance plc
	2,565,000	5.250%, 1/15/2026^k		2,468,812
		Windstream Services, LLC
	1,815,000	8.625%, 10/31/2025^k		1,678,875

		Total		128,246,783


	Consumer Cyclical (0.8%)
		Amazon.com, Inc.
	935,000	3.150%, 8/22/2027^k		901,496
	1,870,000	3.875%, 8/22/2037^k		1,856,361
	1,122,000	4.050%, 8/22/2047^k		1,113,761
		American Honda Finance Corporation
	1,455,000	2.000%, 2/14/2020		1,433,213


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Consumer Cyclical (0.8%) - continued
		Aptiv plc
	$1,930,000	3.150%, 11/19/2020		$1,926,180
		Cinemark USA, Inc.
	3,525,000	4.875%, 6/1/2023		3,480,233
		CVS Health Corporation
	4,560,000	4.875%, 7/20/2035		4,725,611
		D.R. Horton, Inc.
	1,515,000	2.550%, 12/1/2020		1,491,710
		Daimler Finance North America, LLC
	1,520,000	2.387%, (LIBOR 3M + 0.620%), 10/30/2019^d,k		1,528,696
		Delphi Jersey Holdings plc
	2,400,000	5.000%, 10/1/2025^k		2,301,000
		Ford Motor Credit Company, LLC
	1,470,000	2.551%, 10/5/2018		1,468,884
	1,525,000	2.943%, 1/8/2019		1,525,530
	1,395,000	2.262%, 3/28/2019		1,385,503
	760,000	2.459%, 3/27/2020		747,854
	570,000	3.200%, 1/15/2021		565,211
	1,185,000	3.565%, (LIBOR 3M + 1.270%), 3/28/2022^d		1,201,910
		General Motors Financial Company, Inc.
	615,000	2.650%, (LIBOR 3M + 0.930%), 4/13/2020^d		620,780
	1,156,000	3.700%, 11/24/2020		1,166,687
	772,000	4.200%, 3/1/2021		786,691
	1,635,000	3.150%, 6/30/2022		1,600,019
	760,000	3.950%, 4/13/2024		753,239
	1,630,000	4.300%, 7/13/2025		1,631,459
		Home Depot, Inc.
	1,720,000	3.000%, 4/1/2026		1,670,872
	1,755,000	5.400%, 9/15/2040		2,131,300
	1,140,000	4.250%, 4/1/2046		1,190,060
	1,870,000	3.900%, 6/15/2047		1,857,069
		Hyundai Capital America
	639,000	2.400%, 10/30/2018^k		637,154
	1,550,000	2.550%, 4/3/2020^k		1,525,712
	1,158,000	3.000%, 10/30/2020^k		1,146,848
		Jaguar Land Rover Automotive plc
	1,270,000	4.125%, 12/15/2018^k		1,274,763
	1,100,000	5.625%, 2/1/2023^k		1,122,000
		KB Home
	1,815,000	4.750%, 5/15/2019		1,832,424
		L Brands, Inc.
	2,100,000	5.625%, 2/15/2022		2,178,750
		Landry’s, Inc.
	2,195,000	6.750%, 10/15/2024^k		2,211,463
		Lear Corporation
	1,625,000	5.250%, 1/15/2025		1,716,767
		Lennar Corporation
	1,445,000	4.875%, 12/15/2023		1,450,563
	1,180,000	4.500%, 4/30/2024		1,156,400
		Live Nation Entertainment, Inc.
	2,150,000	5.375%, 6/15/2022^k		2,198,375
		Mastercard, Inc.
	2,140,000	3.950%, 2/26/2048		2,206,058
		McDonald’s Corporation
	1,100,000	2.750%, 12/9/2020		1,094,388
	1,520,000	2.625%, 1/15/2022		1,495,920
	1,755,000	4.450%, 3/1/2047		1,811,924
		MGM Resorts International
	3,140,000	6.000%, 3/15/2023		3,297,000
		Navistar International Corporation
	300,000	6.625%, 11/1/2025^k		300,000


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Consumer Cyclical (0.8%) - continued
		New Red Finance, Inc.
	$2,420,000	4.250%, 5/15/2024^j,k		$2,311,100
		Nissan Motor Acceptance Corporation
	1,089,000	2.150%, 9/28/2020^k		1,066,318
		Prime Security Services Borrower, LLC
	2,376,000	9.250%, 5/15/2023^k		2,574,990
		Six Flags Entertainment Corporation
	3,110,000	4.875%, 7/31/2024^k		3,028,363
		Toll Brothers Finance Corporation
	609,000	4.000%, 12/31/2018		612,776
		VOC Escrow, Ltd.
	2,285,000	5.000%, 2/15/2028^k		2,170,750

		Total		81,482,135


	Consumer Non-Cyclical (1.4%)
		Abbott Laboratories
	1,880,000	2.900%, 11/30/2021		1,862,019
	950,000	3.400%, 11/30/2023		942,761
	2,980,000	4.750%, 11/30/2036		3,205,308
	1,490,000	4.900%, 11/30/2046		1,630,862
		AbbVie, Inc.
	2,650,000	2.500%, 5/14/2020		2,615,390
	1,910,000	3.600%, 5/14/2025		1,881,327
	726,000	4.700%, 5/14/2045		747,398
	1,930,000	4.450%, 5/14/2046		1,915,947
		Altria Group, Inc.
	760,000	2.850%, 8/9/2022		743,905
	875,000	2.625%, 9/16/2026		806,650
		Amgen, Inc.
	2,244,000	2.200%, 5/11/2020		2,212,070
	772,000	2.700%, 5/1/2022		754,005
	875,000	3.125%, 5/1/2025		844,206
	4,350,000	3.200%, 11/2/2027		4,118,711
		Anheuser-Busch InBev Finance, Inc.
	815,000	3.033%, (LIBOR 3M + 1.260%), 2/1/2021^d		837,624
	2,828,000	3.650%, 2/1/2026		2,809,494
	3,040,000	4.700%, 2/1/2036		3,212,257
		Anheuser-Busch InBev Worldwide, Inc.
	3,525,000	4.750%, 4/15/2058^c		3,603,158
	676,000	3.750%, 1/15/2022		689,316
	1,050,000	2.449%, (LIBOR 3M + 0.740%), 1/12/2024^c,d		1,056,174
	1,740,000	4.375%, 4/15/2038^c		1,772,686
	1,740,000	4.600%, 4/15/2048^c		1,796,638
		BAT Capital Corporation
	748,000	2.297%, 8/14/2020^k		733,276
	1,122,000	3.222%, 8/15/2024^k		1,081,274
	1,100,000	3.557%, 8/15/2027^k		1,051,977
	1,496,000	4.540%, 8/15/2047^k		1,477,279
		BAT International Finance plc
	825,000	2.635%, (LIBOR 3M + 0.510%), 6/15/2018^d,k		825,267
		Bayer U.S. Finance, LLC
	1,140,000	3.375%, 10/8/2024^k		1,120,577
		Becton, Dickinson and Company
	1,594,000	3.734%, 12/15/2024		1,566,582
	1,122,000	4.669%, 6/6/2047		1,138,386
		Boston Scientific Corporation
	740,000	6.000%, 1/15/2020		776,446
	1,025,000	3.850%, 5/15/2025		1,030,868
	1,140,000	7.375%, 1/15/2040		1,539,649


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Consumer Non-Cyclical (1.4%) - continued
		Bunge, Ltd. Finance Corporation
	$960,000	8.500%, 6/15/2019		$1,019,933
	1,205,000	3.500%, 11/24/2020^j		1,208,948
		Campbell Soup Company
	1,780,000	3.950%, 3/15/2025		1,770,650
		Cardinal Health, Inc.
	748,000	3.079%, 6/15/2024		713,299
		Celgene Corporation
	3,035,000	2.875%, 8/15/2020		3,022,569
		Church & Dwight Company, Inc.
	530,000	2.450%, 12/15/2019		526,872
		Clorox Company
	2,175,000	3.100%, 10/1/2027		2,107,208
		Constellation Brands, Inc.
	1,450,000	3.600%, 2/15/2028		1,397,971
		CVS Health Corporation
	400,000	2.250%, 8/12/2019		395,967
	357,000	3.350%, 3/9/2021		358,881
	714,000	3.700%, 3/9/2023		716,193
	1,780,000	4.100%, 3/25/2025		1,791,069
	1,425,000	4.780%, 3/25/2038		1,441,890
		EMD Finance, LLC
	1,520,000	2.950%, 3/19/2022^k		1,496,394
		Energizer Holdings, Inc.
	2,749,000	5.500%, 6/15/2025^k		2,769,617
		Envision Healthcare Corporation
	3,165,000	5.125%, 7/1/2022^k		3,149,175
		Express Scripts Holding Company
	760,000	3.000%, 7/15/2023		728,090
		Forest Laboratories, LLC
	392,000	4.875%, 2/15/2021^k		405,083
		Gilead Sciences, Inc.
	760,000	2.950%, 3/1/2027		718,567
		Grupo Bimbo SAB de CV
	1,110,000	4.700%, 11/10/2047^k		1,070,273
		H. J. Heinz Company
	1,250,000	3.500%, 7/15/2022		1,247,253
		HCA, Inc.
	1,430,000	5.250%, 6/15/2026		1,448,590
	1,505,000	4.500%, 2/15/2027		1,452,325
		Imperial Tobacco Finance plc
	1,765,000	2.950%, 7/21/2020^k		1,752,118
		JBS USA, LLC
	2,220,000	5.750%, 6/15/2025^k		2,070,150
		Johnson & Johnson
	1,815,000	2.900%, 1/15/2028		1,743,132
		Kimberly-Clark Corporation
	1,900,000	3.900%, 5/4/2047		1,875,306
		Kraft Foods Group, Inc.
	1,544,000	5.000%, 6/4/2042		1,547,124
		Kroger Company
	935,000	2.800%, 8/1/2022		909,167
		Laboratory Corporation of America Holdings
	620,000	2.625%, 2/1/2020		615,044
		Mead Johnson Nutrition Company
	735,000	3.000%, 11/15/2020		732,040
		Medtronic, Inc.
	5,820,000	4.375%, 3/15/2035		6,166,846
	735,000	4.625%, 3/15/2045		803,621
		Merck & Company, Inc.
	660,000	2.186%, (LIBOR 3M + 0.375%), 2/10/2020^d		663,701
	330,000	3.700%, 2/10/2045		321,356


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Consumer Non-Cyclical (1.4%) - continued
		Mondelez International Holdings Netherlands BV
	$1,570,000	2.000%, 10/28/2021^k		$1,497,898
		Mondelez International, Inc.
	672,000	2.293%, (LIBOR 3M + 0.520%), 2/1/2019^d		673,789
		Mylan NV
	1,550,000	3.000%, 12/15/2018		1,549,970
	450,000	3.150%, 6/15/2021		444,000
	760,000	5.250%, 6/15/2046		773,842
		Mylan, Inc.
	1,270,000	4.550%, 4/15/2028^c,k		1,267,746
		Newell Rubbermaid, Inc.
	1,093,000	5.500%, 4/1/2046		1,153,267
		PepsiCo, Inc.
	1,545,000	2.850%, 2/24/2026		1,481,087
		Post Holdings, Inc.
	2,550,000	5.500%, 3/1/2025^k		2,511,750
		Reynolds American, Inc.
	2,338,000	5.700%, 8/15/2035		2,656,768
		Roche Holdings, Inc.
	1,158,000	4.000%, 11/28/2044^k		1,193,169
		Shire Acquisitions Investments Ireland Designated Activity Company
	2,262,000	2.400%, 9/23/2021		2,183,561
		Simmons Foods, Inc.
	2,450,000	5.750%, 11/1/2024^k		2,223,375
		Smithfield Foods, Inc.
	1,770,000	2.700%, 1/31/2020^k		1,744,767
	1,060,000	2.650%, 10/3/2021^k		1,014,718
		Tenet Healthcare Corporation
	3,090,000	8.125%, 4/1/2022		3,221,325
		Teva Pharmaceutical Finance Netherlands III BV
	1,900,000	3.150%, 10/1/2026^j		1,524,296
		Thermo Fisher Scientific, Inc.
	579,000	3.000%, 4/15/2023		564,988
		TreeHouse Foods, Inc.
	970,000	4.875%, 3/15/2022		966,362
		Tyson Foods, Inc.
	748,000	3.550%, 6/2/2027		717,284
		VRX Escrow Corporation
	4,500,000	6.125%, 4/15/2025^k		3,883,500
		Zimmer Biomet Holdings, Inc.
	2,225,000	2.928%, (LIBOR 3M + 0.750%), 3/19/2021^d		2,228,404
		Zoetis, Inc.
	2,490,000	4.700%, 2/1/2043		2,664,301

		Total		140,696,076


	Energy (1.2%)
		Anadarko Petroleum Corporation
	2,255,000	4.850%, 3/15/2021		2,344,195
		Antero Resources Corporation
	960,000	5.125%, 12/1/2022		967,200
	1,500,000	5.625%, 6/1/2023		1,530,000
		BP Capital Markets plc
	2,285,000	3.535%, 11/4/2024		2,290,830
	415,000	3.119%, 5/4/2026		401,438
	2,550,000	3.279%, 9/19/2027		2,476,789
		Buckeye Partners, LP
	1,182,000	2.650%, 11/15/2018		1,179,047
		Canadian Natural Resources, Ltd.
	1,500,000	3.450%, 11/15/2021		1,510,873


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Energy (1.2%) - continued
	$750,000	6.250%, 3/15/2038		$904,384
		Canadian Oil Sands, Ltd.
	1,000,000	9.400%, 9/1/2021^k		1,159,812
		Cenovus Energy, Inc.
	1,475,000	3.800%, 9/15/2023		1,457,387
	1,194,000	5.200%, 9/15/2043		1,157,023
		Cheniere Corpus Christi Holdings, LLC
	2,245,000	5.875%, 3/31/2025		2,348,831
		Cheniere Energy Partners, LP
	2,480,000	5.250%, 10/1/2025^k		2,445,900
		Columbia Pipeline Group, Inc.
	1,480,000	2.450%, 6/1/2018		1,479,055
		Concho Resources, Inc.
	995,000	4.375%, 1/15/2025		1,007,622
		ConocoPhillips
	1,870,000	6.500%, 2/1/2039		2,449,147
		Continental Resources, Inc.
	1,840,000	5.000%, 9/15/2022		1,865,300
		El Paso Pipeline Partners Operating Company, LLC
	1,120,000	4.300%, 5/1/2024		1,128,057
		Enbridge Energy Partners, LP
	1,840,000	5.875%, 10/15/2025		2,016,920
		Enbridge, Inc.
	1,285,000	2.900%, 7/15/2022		1,246,267
		Encana Corporation
	343,000	3.900%, 11/15/2021		347,368
		Energy Transfer Equity, LP
	1,470,000	5.500%, 6/1/2027		1,473,675
		Energy Transfer, LP
	1,520,000	4.650%, 6/1/2021		1,565,098
	970,000	4.900%, 3/15/2035		913,924
	800,000	5.150%, 2/1/2043		729,452
		EnLink Midstream Partners, LP
	775,000	4.150%, 6/1/2025		752,843
	569,000	4.850%, 7/15/2026		574,544
		Enterprise Products Operating, LLC
	942,000	5.100%, 2/15/2045		1,022,528
		EQT Corporation
	770,000	8.125%, 6/1/2019		815,369
	425,000	4.875%, 11/15/2021		442,529
	900,000	3.000%, 10/1/2022		874,231
	726,000	3.900%, 10/1/2027		695,324
		Exxon Mobil Corporation
	625,000	4.114%, 3/1/2046		658,673
		Hess Corporation
	1,090,000	6.000%, 1/15/2040		1,149,229
		Kinder Morgan Energy Partners, LP
	1,150,000	3.500%, 3/1/2021		1,150,525
	1,870,000	6.500%, 9/1/2039		2,133,598
		Kinder Morgan, Inc.
	1,600,000	6.500%, 9/15/2020		1,714,065
		Magellan Midstream Partners, LP
	1,070,000	5.000%, 3/1/2026		1,152,306
		Marathon Oil Corporation
	1,140,000	2.700%, 6/1/2020		1,122,995
	2,600,000	6.600%, 10/1/2037		3,132,159
		Marathon Petroleum Corporation
	560,000	3.400%, 12/15/2020		564,426
	1,496,000	6.500%, 3/1/2041		1,831,391
		MPLX, LP
	2,244,000	4.875%, 6/1/2025		2,341,876
	1,125,000	4.125%, 3/1/2027		1,117,089


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Energy (1.2%) - continued
		Nabors Industries, Inc.
	$1,195,000	5.750%, 2/1/2025^k		$1,127,781
		Newfield Exploration Company
	2,780,000	5.625%, 7/1/2024		2,932,900
		Noble Energy, Inc.
	970,000	5.625%, 5/1/2021		988,139
		ONEOK Partners, LP
	1,070,000	3.800%, 3/15/2020		1,078,057
		ONEOK, Inc.
	2,010,000	7.500%, 9/1/2023		2,341,699
		Parsley Energy, LLC
	1,045,000	5.625%, 10/15/2027^k		1,045,000
		PBF Holding Company, LLC
	1,870,000	7.250%, 6/15/2025		1,942,463
		Petrobras Global Finance BV
	125,000	8.375%, 5/23/2021		142,313
	1,870,000	6.250%, 3/17/2024		1,973,785
		Petroleos Mexicanos
	1,425,000	6.000%, 3/5/2020		1,486,275
	600,000	2.378%, 4/15/2025		591,822
	1,000,000	6.750%, 9/21/2047		1,011,880
		Phillips 66
	1,450,000	3.900%, 3/15/2028		1,443,710
		Pioneer Natural Resources Company
	750,000	4.450%, 1/15/2026		779,512
		Plains All American Pipeline, LP
	1,690,000	5.000%, 2/1/2021		1,745,516
		Regency Energy Partners, LP
	1,520,000	5.875%, 3/1/2022		1,621,747
	1,470,000	5.000%, 10/1/2022		1,527,751
		Rowan Companies, Inc.
	310,000	7.375%, 6/15/2025		290,625
		Sabine Pass Liquefaction, LLC
	1,125,000	6.250%, 3/15/2022		1,220,425
	1,300,000	5.625%, 4/15/2023		1,387,934
	1,500,000	5.750%, 5/15/2024		1,613,950
	1,430,000	5.625%, 3/1/2025		1,535,766
		Shell International Finance BV
	615,000	2.261%, (LIBOR 3M + 0.450%), 5/11/2020^d		618,498
		Southwestern Energy Company
	2,580,000	7.500%, 4/1/2026		2,605,800
		SRC Energy, Inc.
	2,155,000	6.250%, 12/1/2025^k		2,160,388
		Suncor Energy, Inc.
	990,000	3.600%, 12/1/2024		988,197
		Sunoco Logistics Partners Operations, LP
	730,000	4.400%, 4/1/2021		745,490
		Sunoco, LP
	860,000	5.500%, 2/15/2026^k		829,900
	1,285,000	5.875%, 3/15/2028^k		1,241,631
		Tallgrass Energy Partners, LP
	3,300,000	5.500%, 1/15/2028^k		3,328,875
		Targa Resources Partners, LP
	975,000	5.250%, 5/1/2023		982,312
		Tesoro Corporation
	2,244,000	4.750%, 12/15/2023		2,330,609
		Weatherford International, Ltd.
	2,630,000	8.250%, 6/15/2023^j		2,288,100
		Western Gas Partners, LP
	1,496,000	4.000%, 7/1/2022		1,492,111
	725,000	4.500%, 3/1/2028		725,974
		Williams Companies, Inc.
	1,815,000	7.500%, 1/15/2031		2,208,628


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Energy (1.2%) - continued
		Williams Partners, LP
	$950,000	4.000%, 11/15/2021		$960,866
	560,000	3.600%, 3/15/2022		557,690
	935,000	4.500%, 11/15/2023		960,294
	1,385,000	3.750%, 6/15/2027		1,323,223
	1,475,000	6.300%, 4/15/2040		1,687,223
		Woodside Finance, Ltd.
	1,825,000	3.650%, 3/5/2025^k		1,806,154
	735,000	3.700%, 3/15/2028^k		708,096
		WPX Energy, Inc.
	1,005,000	7.500%, 8/1/2020		1,075,350

		Total		123,095,753


	Financials (3.4%)
		ABN AMRO Bank NV
	1,550,000	4.750%, 7/28/2025^k		1,587,804
		ACE INA Holdings, Inc.
	1,115,000	4.350%, 11/3/2045		1,185,103
		AerCap Ireland Capital, Ltd.
	760,000	3.750%, 5/15/2019		764,707
	760,000	4.625%, 10/30/2020		782,174
	1,870,000	5.000%, 10/1/2021		1,946,152
	1,240,000	3.500%, 1/15/2025		1,194,946
		Air Lease Corporation
	339,000	2.625%, 9/4/2018		338,624
	1,870,000	3.375%, 1/15/2019		1,876,918
	1,450,000	2.500%, 3/1/2021		1,421,623
		Ally Financial, Inc.
	960,000	3.750%, 11/18/2019		962,400
	2,025,000	4.125%, 3/30/2020		2,032,594
		American Express Company
	1,094,000	2.200%, 10/30/2020		1,066,727
		American Express Credit Corporation
	945,000	2.728%, (LIBOR 3M + 0.550%), 3/18/2019^d		947,614
	2,080,000	1.875%, 5/3/2019		2,060,579
	2,600,000	2.200%, 3/3/2020		2,563,321
		American International Group, Inc.
	530,000	3.300%, 3/1/2021		530,460
	1,154,000	4.125%, 2/15/2024		1,170,550
	2,245,000	3.750%, 7/10/2025		2,209,398
	2,085,000	3.900%, 4/1/2026		2,062,363
		Anthem, Inc.
	1,870,000	4.625%, 5/15/2042		1,891,514
		Ares Capital Corporation
	2,875,000	3.875%, 1/15/2020		2,904,634
		ASP AMC Merger Sub, Inc.
	1,340,000	8.000%, 5/15/2025^k		1,256,250
		Avalonbay Communities, Inc.
	1,650,000	3.500%, 11/15/2025		1,635,505
		Banco Santander SA
	2,800,000	6.375%, 5/19/2019^d,o		2,837,873
		Bank of America Corporation
	840,000	2.565%, (LIBOR 3M + 0.870%), 4/1/2019^d		845,217
	920,000	2.369%, 7/21/2021^d		902,665
	1,100,000	2.328%, 10/1/2021^d		1,075,516
	1,280,000	3.300%, 1/11/2023		1,276,525
	1,490,000	2.881%, 4/24/2023^d		1,459,113
	1,520,000	4.000%, 4/1/2024		1,552,591
	4,020,000	4.000%, 1/22/2025		4,010,019
	1,825,000	3.093%, 10/1/2025^d		1,753,616
	1,125,000	3.500%, 4/19/2026		1,104,662
	2,244,000	4.183%, 11/25/2027		2,223,048
	1,550,000	3.824%, 1/20/2028^d		1,530,326


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Financials (3.4%) - continued
	$1,658,000	5.875%, 2/7/2042		$2,065,156
		Bank of New York Mellon Corporation
	1,930,000	2.500%, 4/15/2021		1,892,053
		Bank of Nova Scotia
	1,550,000	2.700%, 3/7/2022		1,519,813
		Bank of Tokyo-Mitsubishi UFJ, Ltd.
	530,000	2.850%, 9/8/2021^k		522,684
		Barclays Bank plc
	386,000	10.179%, 6/12/2021^k		453,007
		Barclays plc
	990,000	2.750%, 11/8/2019		982,022
	2,415,000	3.250%, 1/12/2021		2,397,617
	2,280,000	3.684%, 1/10/2023		2,259,449
	1,544,000	3.650%, 3/16/2025		1,487,380
		BB&T Corporation
	560,000	2.437%, (LIBOR 3M + 0.715%), 1/15/2020^d		564,038
		BPCE SA
	975,000	3.000%, 5/22/2022^k		954,950
	2,541,000	3.500%, 10/23/2027^k		2,400,328
		Capital One Financial Corporation
	775,000	2.450%, 4/24/2019		771,483
	1,309,000	2.500%, 5/12/2020		1,288,383
	1,520,000	3.050%, 3/9/2022		1,490,201
		Capital One NA
	1,850,000	2.350%, 1/31/2020		1,819,633
		CBOE Holdings, Inc.
	825,000	1.950%, 6/28/2019		815,280
		Cigna Corporation
	2,950,000	3.050%, 10/15/2027		2,704,883
		CIT Group, Inc.
	2,970,000	5.000%, 8/15/2022		3,040,537
		Citigroup, Inc.
	700,000	2.474%, (LIBOR 3M + 0.770%), 4/8/2019^d		702,226
	1,555,000	2.700%, 3/30/2021		1,532,540
	1,675,000	2.750%, 4/25/2022		1,631,160
	850,000	4.050%, 7/30/2022		863,521
	1,075,000	3.142%, 1/24/2023^d		1,061,734
	2,515,000	4.400%, 6/10/2025		2,560,180
	1,520,000	3.200%, 10/21/2026		1,445,929
	2,244,000	3.668%, 7/24/2028^d		2,186,231
	1,140,000	4.125%, 7/25/2028		1,125,765
	1,815,000	3.520%, 10/27/2028^d		1,750,808
	2,120,000	3.878%, 1/24/2039^d		2,039,178
		Citizens Bank NA
	1,525,000	2.200%, 5/26/2020		1,493,048
		Commerzbank AG
	1,850,000	8.125%, 9/19/2023^k		2,154,190
		Commonwealth Bank of Australia
	1,140,000	2.250%, 3/10/2020^k		1,123,776
	2,140,000	2.845%, (LIBOR 3M + 0.700%), 3/16/2023^d,k		2,134,716
		Compass Bank
	1,335,000	2.750%, 9/29/2019		1,327,753
		Cooperatieve Centrale Raiffeisen - Boerenleenbank BA
	1,975,000	3.950%, 11/9/2022		1,995,099
	4,488,000	4.625%, 12/1/2023		4,676,110
		Credit Agricole SA
	820,000	2.522%, (LIBOR 3M + 0.800%), 4/15/2019^d,k		824,227
	1,200,000	3.375%, 1/10/2022^k		1,189,949
		Credit Suisse AG
	772,000	5.400%, 1/14/2020		799,536


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Financials (3.4%) - continued
		Credit Suisse Group AG
	$1,800,000	2.997%, 12/14/2023^d,k		$1,744,519
	1,385,000	3.869%, 1/12/2029^d,k		1,339,508
		Credit Suisse Group Funding, Ltd.
	2,366,000	2.750%, 3/26/2020		2,342,437
	1,036,000	3.125%, 12/10/2020		1,030,074
	1,544,000	3.750%, 3/26/2025		1,507,153
		DDR Corporation
	1,585,000	4.625%, 7/15/2022		1,642,666
		Deutsche Bank AG
	2,050,000	2.700%, 7/13/2020		2,006,297
	2,300,000	3.375%, 5/12/2021		2,272,899
	950,000	4.250%, 10/14/2021		964,720
	2,100,000	4.875%, 12/1/2032^d		1,941,681
		Digital Realty Trust LP
	1,500,000	3.400%, 10/1/2020		1,508,798
		Discover Bank
	1,750,000	8.700%, 11/18/2019		1,894,648
	2,150,000	3.100%, 6/4/2020		2,141,840
		Duke Realty, LP
	330,000	3.875%, 2/15/2021		335,238
	960,000	4.375%, 6/15/2022		993,745
		ERP Operating, LP
	337,000	3.375%, 6/1/2025		332,557
		European Investment Bank
	1,215,000	1.875%, 3/15/2019		1,210,682
		Fifth Third Bancorp
	740,000	2.875%, 7/27/2020		738,463
	530,000	2.875%, 10/1/2021		523,790
	1,200,000	2.600%, 6/15/2022		1,163,179
		Five Corners Funding Trust
	1,870,000	4.419%, 11/15/2023^k		1,952,415
		GE Capital International Funding Company
	5,430,000	4.418%, 11/15/2035		5,289,289
		Goldman Sachs Group, Inc.
	840,000	2.967%, (LIBOR 3M + 1.200%), 4/30/2018^d		840,477
	620,000	2.939%, (LIBOR 3M + 1.100%), 11/15/2018^d		622,681
	3,970,000	5.375%, 3/15/2020		4,139,216
	780,000	2.905%, (LIBOR 3M + 1.160%), 4/23/2020^d		790,922
	2,600,000	5.375%, 5/10/2020^d,o		2,669,108
	4,613,000	5.250%, 7/27/2021		4,884,851
	2,150,000	2.876%, 10/31/2022^d		2,104,159
	1,496,000	2.908%, 6/5/2023^d		1,455,524
	2,600,000	3.691%, 6/5/2028^d		2,518,935
	3,130,000	4.750%, 10/21/2045		3,343,575
		Hartford Financial Services Group, Inc.
	2,660,000	5.125%, 4/15/2022		2,829,897
		HBOS plc
	1,932,000	6.750%, 5/21/2018^k		1,942,107
		HCP, Inc.
	1,930,000	4.000%, 12/1/2022		1,967,642
	660,000	3.400%, 2/1/2025		640,527
		HSBC Bank plc
	1,765,000	2.479%, (LIBOR 3M + 0.640%), 5/15/2018^d,k		1,765,210
		HSBC Holdings plc
	2,675,000	3.400%, 3/8/2021		2,686,942
	1,475,000	6.875%, 6/1/2021^d,o		1,557,969
	1,225,000	2.650%, 1/5/2022		1,190,728
	1,170,000	3.600%, 5/25/2023		1,168,912


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Financials (3.4%) - continued
	$1,460,000	3.900%, 5/25/2026		$1,456,133
		HSBC USA, Inc.
	1,885,000	2.350%, 3/5/2020		1,860,107
		Huntington National Bank
	1,030,000	2.200%, 11/6/2018		1,027,107
		Icahn Enterprises, LP
	1,045,000	6.750%, 2/1/2024		1,063,287
	1,215,000	6.375%, 12/15/2025		1,221,075
		ING Groep NV
	1,125,000	3.150%, 3/29/2022		1,109,448
		International Lease Finance Corporation
	750,000	5.875%, 8/15/2022		804,659
		Intesa Sanpaolo SPA
	2,545,000	3.125%, 7/14/2022^k		2,458,841
		J.P. Morgan Chase & Company
	625,000	2.250%, 1/23/2020		617,341
	1,615,000	2.686%, (LIBOR 3M + 0.680%), 6/1/2021^d		1,623,872
	900,000	2.295%, 8/15/2021		874,883
	1,930,000	4.500%, 1/24/2022		2,006,188
	1,425,000	2.972%, 1/15/2023		1,397,259
	1,158,000	3.200%, 1/25/2023		1,146,644
	1,950,000	2.700%, 5/18/2023		1,880,625
	825,000	2.971%, (LIBOR 3M + 1.230%), 10/24/2023^d		837,125
	1,320,000	3.625%, 5/13/2024		1,316,286
	2,585,000	3.125%, 1/23/2025		2,491,193
	3,200,000	3.900%, 7/15/2025		3,224,233
	1,250,000	3.300%, 4/1/2026		1,208,040
	2,240,000	3.882%, 7/24/2038^d		2,173,258
		KeyBank NA
	975,000	2.350%, 3/8/2019		971,651
		KeyCorp
	1,600,000	2.900%, 9/15/2020		1,592,523
		Kimco Realty Corporation
	2,992,000	3.300%, 2/1/2025		2,877,770
		Kookmin Bank
	1,225,000	1.625%, 8/1/2019^k		1,201,002
		Liberty Mutual Group, Inc.
	760,000	4.950%, 5/1/2022^k		802,263
		Liberty Property, LP
	2,210,000	3.750%, 4/1/2025		2,204,254
		Lloyds Banking Group plc
	1,815,000	2.907%, 11/7/2023^d		1,749,138
		MassMutual Global Funding
	1,230,000	2.750%, 6/22/2024^k		1,187,263
		MetLife, Inc.
	1,300,000	4.050%, 3/1/2045		1,239,604
		Mitsubishi UFJ Financial Group, Inc.
	1,200,000	2.190%, 9/13/2021		1,157,864
	2,160,000	3.455%, 3/2/2023		2,157,045
	1,870,000	3.287%, 7/25/2027		1,790,059
		Morgan Stanley
	560,000	3.025%, (LIBOR 3M + 1.280%), 4/25/2018^d		560,322
	760,000	5.550%, 7/15/2020^d,o		783,575
	945,000	2.500%, 4/21/2021		925,774
	1,900,000	2.625%, 11/17/2021		1,854,622
	905,000	2.925%, (LIBOR 3M + 1.180%), 1/20/2022^d		915,929
	1,683,000	2.750%, 5/19/2022		1,640,808
	670,000	4.875%, 11/1/2022		701,846
	1,450,000	3.125%, 1/23/2023		1,428,791
	1,530,000	4.000%, 7/23/2025		1,542,586


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Financials (3.4%) - continued
	$1,925,000	4.350%, 9/8/2026		$1,937,536
	2,244,000	3.591%, 7/22/2028^d		2,169,049
	1,815,000	3.772%, 1/24/2029^d		1,785,639
		MPT Operating Partnership, LP
	2,200,000	6.375%, 3/1/2024		2,310,044
		Nasdaq, Inc.
	900,000	3.850%, 6/30/2026		887,286
		National City Corporation
	1,966,000	6.875%, 5/15/2019		2,051,999
		New York Life Global Funding
	1,120,000	2.300%, 6/10/2022^k		1,082,011
		Park Aerospace Holdings, Ltd.
	1,155,000	5.500%, 2/15/2024^k		1,120,350
		Prudential Financial, Inc.
	530,000	2.350%, 8/15/2019		526,561
		Quicken Loans, Inc.
	3,705,000	5.750%, 5/1/2025^k		3,695,737
		Realty Income Corporation
	1,475,000	4.125%, 10/15/2026		1,487,653
		Regency Centers, LP
	2,100,000	4.125%, 3/15/2028		2,104,613
		Regions Bank
	344,000	7.500%, 5/15/2018		345,913
		Regions Financial Corporation
	1,400,000	2.250%, 9/14/2018		1,397,472
	1,158,000	3.200%, 2/8/2021		1,155,680
		Reinsurance Group of America, Inc.
	990,000	5.000%, 6/1/2021		1,038,460
		Reliance Standard Life Global Funding II
	660,000	2.500%, 4/24/2019^k		657,122
		Royal Bank of Scotland Group plc
	1,870,000	8.625%, 8/15/2021^d,o		2,031,287
	1,000,000	3.875%, 9/12/2023		987,192
		Santander UK Group Holdings plc
	1,351,000	2.875%, 10/16/2020		1,338,268
		Santander UK plc
	608,000	3.050%, 8/23/2018		609,310
		Simon Property Group, LP
	570,000	2.500%, 9/1/2020		563,665
	1,400,000	2.750%, 2/1/2023		1,365,064
	1,520,000	4.250%, 11/30/2046		1,502,025
		Skandinaviska Enskilda Banken AB
	1,025,000	2.375%, 3/25/2019^k		1,021,810
		Societe Generale SA
	1,122,000	4.750%, 11/24/2025^k		1,135,046
		Standard Chartered plc
	2,479,000	2.100%, 8/19/2019^k		2,443,054
		State Street Corporation
	873,000	2.785%, (LIBOR 3M + 0.900%), 8/18/2020^d		883,754
		Sumitomo Mitsui Financial Group, Inc.
	1,280,000	2.784%, 7/12/2022		1,248,019
	1,090,000	3.102%, 1/17/2023		1,071,788
	1,140,000	3.010%, 10/19/2026		1,070,569
		Sumitomo Mitsui Trust Bank, Ltd.
	1,825,000	1.950%, 9/19/2019^k		1,793,601
		SunTrust Banks, Inc.
	1,500,000	2.250%, 1/31/2020		1,479,662
		Svenska Handelsbanken AB
	1,190,000	2.668%, (LIBOR 3M + 0.490%), 6/17/2019^d		1,194,105
		Synchrony Financial
	2,483,000	3.000%, 8/15/2019		2,475,316


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Financials (3.4%) - continued
	$520,000	3.017%, (LIBOR 3M + 1.230%), 2/3/2020^d		$526,762
	590,000	4.250%, 8/15/2024		586,227
		Toronto-Dominion Bank
	560,000	3.037%, (LIBOR 3M + 0.930%), 12/14/2020^d		569,205
		UBS Group Funding Jersey, Ltd.
	1,870,000	3.000%, 4/15/2021^k		1,849,921
	1,158,000	4.125%, 9/24/2025^k		1,163,780
		UBS Group Funding Switzerland AG
	1,505,000	3.491%, 5/23/2023^k		1,486,355
		UnitedHealth Group, Inc.
	340,000	3.350%, 7/15/2022		342,338
	1,815,000	2.950%, 10/15/2027		1,724,130
	3,450,000	4.625%, 7/15/2035		3,768,156
		USB Realty Corporation
	535,000	2.867%, (LIBOR 3M + 1.147%), 1/15/2022^d,k,o		482,169
		Ventas Realty, LP
	1,550,000	3.100%, 1/15/2023		1,521,787
	1,790,000	4.000%, 3/1/2028		1,761,062
		Voya Financial, Inc.
	2,618,000	3.125%, 7/15/2024		2,518,772
		Wells Fargo & Company
	780,000	2.447%, (LIBOR 3M + 0.680%), 1/30/2020^d		783,936
	1,550,000	2.550%, 12/7/2020		1,523,105
	1,680,000	2.625%, 7/22/2022		1,624,662
	1,550,000	3.069%, 1/24/2023		1,523,714
	1,520,000	3.450%, 2/13/2023		1,498,402
	1,320,000	3.000%, 2/19/2025		1,256,871
	1,875,000	3.000%, 4/22/2026		1,759,258
	1,475,000	3.000%, 10/23/2026		1,380,374
	2,680,000	4.900%, 11/17/2045		2,804,761
		Welltower, Inc.
	2,535,000	4.000%, 6/1/2025		2,531,593

		Total		339,041,977


	Foreign Government (<0.1%)
		Argentina Government International Bond
	1,110,000	7.500%, 4/22/2026		1,185,480
	380,000	6.875%, 1/26/2027		387,410
		Export-Import Bank of Korea
	765,000	2.250%, 1/21/2020		753,493
		Kommunalbanken AS
	1,270,000	1.500%, 10/22/2019^k		1,252,115

		Total		3,578,498


	Mortgage-Backed Securities (8.1%)
		Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through
	46,020,000	3.000%, 4/1/2033^c		45,916,543
		Federal Home Loan Mortgage Corporation Gold 30-Yr. Pass Through
	82,595,000	4.000%, 4/1/2048^c		84,746,071
		Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates
	1,478,992	3.000%, 3/15/2045, Ser. 4741, Class GA		1,467,469


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Mortgage-Backed Securities (8.1%) - continued
		Federal National Mortgage Association Conventional 30-Yr. Pass Through
	$4,766,273	1.754%, (LIBOR 12M + 1.550%), 7/1/2043^d		$4,905,931
	3,936,464	1.995%, (LIBOR 12M + 1.540%), 7/1/2043^d		4,038,796
	2,827,633	1.993%, (LIBOR 12M + 1.530%), 8/1/2043^d		2,896,136
	99,850,000	3.000%, 4/1/2048^c		97,300,420
	282,300,000	3.500%, 4/1/2048^c		282,700,499
	199,300,000	4.000%, 4/1/2048^c		204,428,527
	77,693,000	4.500%, 4/1/2048^c		81,322,980
		U.S. Residential Opportunity Fund Trust
	1,118,067	3.352%, 11/27/2037, Ser. 2017-1A, Class A^k		1,115,190

		Total		810,838,562


	Technology (0.8%)
		Amphenol Corporation
	511,000	2.550%, 1/30/2019		509,736
		Apple, Inc.
	615,000	2.120%, (LIBOR 3M + 0.300%), 5/6/2020^d		617,773
	925,000	3.000%, 2/9/2024		914,191
	1,500,000	3.200%, 5/11/2027		1,464,687
	1,975,000	3.000%, 6/20/2027		1,902,585
	2,905,000	3.000%, 11/13/2027		2,780,246
	1,805,000	4.500%, 2/23/2036		1,976,385
	1,154,000	4.650%, 2/23/2046		1,268,528
	1,875,000	4.250%, 2/9/2047		1,947,864
	2,570,000	3.750%, 9/12/2047		2,479,024
		Applied Materials, Inc.
	736,000	3.300%, 4/1/2027		722,708
		Avnet, Inc.
	1,100,000	3.750%, 12/1/2021		1,098,571
		Baidu, Inc.
	1,650,000	3.000%, 6/30/2020		1,638,915
		Broadcom Corporation
	3,550,000	3.875%, 1/15/2027		3,449,417
	3,270,000	3.500%, 1/15/2028		3,071,491
		Cisco Systems, Inc.
	825,000	2.506%, (LIBOR 3M + 0.500%), 3/1/2019^d		828,421
		CommScope Technologies Finance, LLC
	2,220,000	6.000%, 6/15/2025^k		2,309,910
		Diamond 1 Finance Corporation
	950,000	3.480%, 6/1/2019^k		954,232
	1,870,000	5.450%, 6/15/2023^k		1,981,576
	2,110,000	6.020%, 6/15/2026^k		2,271,042
		Equinix, Inc.
	2,695,000	5.750%, 1/1/2025		2,802,800
		Fidelity National Information Services, Inc.
	842,000	3.625%, 10/15/2020		852,457
		Harland Clarke Holdings Corporation
	2,255,000	8.375%, 8/15/2022^k		2,294,463
		Hewlett Packard Enterprise Company
	760,000	2.850%, 10/5/2018		760,778
	910,000	2.100%, 10/4/2019^k		897,928
	760,000	4.400%, 10/15/2022		786,323
		Intel Corporation
	320,000	3.100%, 7/29/2022		321,289


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Technology (0.8%) - continued
	$925,000	3.700%, 7/29/2025		$944,809
	1,737,000	4.100%, 5/19/2046		1,777,960
		Iron Mountain, Inc.
	2,740,000	6.000%, 8/15/2023		2,832,091
		Microsoft Corporation
	2,400,000	4.750%, 11/3/2055		2,744,652
	2,400,000	4.200%, 11/3/2035		2,568,527
	4,500,000	3.700%, 8/8/2046		4,431,463
	1,850,000	4.250%, 2/6/2047		1,986,724
		NetApp, Inc.
	1,200,000	2.000%, 9/27/2019		1,181,311
		NXP BV
	1,830,000	3.875%, 9/1/2022^k		1,816,275
		Oracle Corporation
	565,000	2.500%, 5/15/2022		553,743
	1,544,000	2.400%, 9/15/2023		1,478,304
	3,565,000	2.950%, 5/15/2025		3,450,296
	1,815,000	3.850%, 7/15/2036		1,795,508
		QUALCOMM, Inc.
	1,158,000	3.000%, 5/20/2022		1,140,398
	748,000	4.300%, 5/20/2047		723,460
		Seagate HDD Cayman
	1,265,000	4.750%, 1/1/2025		1,231,510
		Sensata Technologies UK Financing Company plc
	1,555,000	6.250%, 2/15/2026^k		1,634,227
		Tyco Electronics Group SA
	374,000	3.450%, 8/1/2024		376,326
	748,000	3.125%, 8/15/2027		719,503
		VMware, Inc.
	450,000	2.950%, 8/21/2022		431,124

		Total		76,721,551


	Transportation (0.2%)
		Air Canada Pass Through Trust
	432,651	3.875%, 3/15/2023^k		430,488
		American Airlines Pass Through Trust
	1,383,882	3.375%, 5/1/2027		1,351,015
		Avis Budget Car Rental, LLC
	1,625,000	6.375%, 4/1/2024^k		1,645,312
		Burlington Northern Santa Fe, LLC
	1,120,000	5.750%, 5/1/2040		1,375,248
	3,220,000	5.050%, 3/1/2041		3,699,955
	1,175,000	4.450%, 3/15/2043		1,236,705
	1,640,000	3.900%, 8/1/2046		1,613,476
		CSX Corporation
	442,000	3.700%, 11/1/2023		448,448
		Delta Air Lines, Inc.
	830,000	2.875%, 3/13/2020		824,499
	221,185	4.950%, 11/23/2020		223,994
		ERAC USA Finance, LLC
	294,000	2.800%, 11/1/2018^k		294,010
		J.B. Hunt Transport Services, Inc.
	510,000	3.300%, 8/15/2022		507,538
		XPO Logistics, Inc.
	2,270,000	6.500%, 6/15/2022^k		2,340,937

		Total		15,991,625


	U.S. Government and Agencies (6.2%)
		Federal National Mortgage Association
	540,000	6.250%, 5/15/2029		700,999
		Tennessee Valley Authority
	520,000	5.250%, 9/15/2039		681,577


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	U.S. Government and Agencies (6.2%) - continued
		U.S. Treasury Bonds
	$4,500,000	2.375%, 5/15/2027		$4,362,736
	3,560,000	2.250%, 11/15/2027		3,407,526
	4,750,000	5.250%, 11/15/2028		5,831,722
	2,975,000	4.375%, 5/15/2040		3,681,611
	69,126,000	2.500%, 5/15/2046		62,722,610
	10,500,000	2.750%, 8/15/2047		10,013,222
	6,202,000	2.750%, 11/15/2047		5,915,893
		U.S. Treasury Bonds, TIPS
	36,389,558	0.125%, 1/15/2023		35,764,071
	137,999	2.375%, 1/15/2025		154,418
	32,356,734	0.375%, 1/15/2027		31,502,242
	31,871,243	0.375%, 7/15/2027		31,059,850
	97,426	2.125%, 2/15/2040		122,733
	1,041,551	0.750%, 2/15/2042		1,012,000
		U.S. Treasury Notes
	14,000,000	0.750%, 2/15/2019		13,835,938
	13,600,000	1.000%, 10/15/2019		13,347,466
	93,170,000	1.500%, 10/31/2019^p,q		92,070,615
	57,660,000	1.750%, 11/30/2019		57,180,664
	63,255,000	1.375%, 9/30/2020		61,735,716
	5,000,000	1.375%, 5/31/2021		4,838,525
	38,359,000	1.125%, 8/31/2021		36,680,671
	38,000,000	1.875%, 7/31/2022		36,969,850
	20,005,000	2.000%, 11/30/2022		19,520,417
	29,100,000	2.125%, 7/31/2024		28,178,237
	48,185,000	2.250%, 11/15/2024		46,900,209
	12,900,000	2.125%, 11/30/2024		12,458,260
		U.S. Treasury Notes, TIPS
	4,494,661	0.125%, 4/15/2021		4,454,854

		Total		625,104,632


	Utilities (0.9%)
		American Electric Power Company, Inc.
	2,552,000	2.950%, 12/15/2022		2,522,341
		Appalachian Power Company
	750,000	3.300%, 6/1/2027		726,611
		Arizona Public Service Company
	675,000	2.200%, 1/15/2020		667,516
		Atmos Energy Corporation
	785,000	3.000%, 6/15/2027		756,933
		Berkshire Hathaway Energy Company
	455,000	2.400%, 2/1/2020		451,178
	1,165,000	4.500%, 2/1/2045		1,243,159
		Calpine Corporation
	1,235,000	5.375%, 1/15/2023		1,182,265
		CMS Energy Corporation
	1,140,000	2.950%, 2/15/2027		1,066,086
	1,140,000	3.450%, 8/15/2027		1,105,195
		Commonwealth Edison Company
	1,300,000	3.700%, 3/1/2045		1,234,890
	650,000	4.350%, 11/15/2045		684,577
		Consolidated Edison, Inc.
	772,000	2.000%, 5/15/2021		745,403
	579,000	4.500%, 12/1/2045		620,549
		Dominion Energy, Inc.
	1,495,000	2.962%, 7/1/2019		1,492,148
	1,496,000	2.579%, 7/1/2020		1,476,914
		Dominion Gas Holdings, LLC
	1,885,000	2.500%, 12/15/2019		1,867,577
		DTE Electric Company
	965,000	3.700%, 3/15/2045		932,706
	1,225,000	3.700%, 6/1/2046		1,200,293


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Utilities (0.9%) - continued
		DTE Energy Company
	$265,000	2.400%, 12/1/2019		$261,884
		Duke Energy Carolinas, LLC
	2,540,000	3.700%, 12/1/2047		2,443,826
		Duke Energy Corporation
	1,073,000	2.100%, 6/15/2018		1,071,908
	1,520,000	3.750%, 9/1/2046		1,375,511
		Duke Energy Florida, LLC
	1,030,000	3.200%, 1/15/2027		1,005,046
		Duke Energy Indiana, LLC
	1,550,000	3.750%, 5/15/2046		1,488,157
		Dynegy, Inc.
	2,665,000	7.375%, 11/1/2022		2,808,244
		Edison International
	1,520,000	2.950%, 3/15/2023		1,477,547
		Emera U.S. Finance, LP
	1,175,000	2.150%, 6/15/2019		1,160,964
		Eversource Energy
	1,625,000	2.500%, 3/15/2021		1,599,928
		Exelon Corporation
	825,000	5.100%, 6/15/2045		917,711
	1,158,000	4.450%, 4/15/2046		1,179,153
		Exelon Generation Company, LLC
	1,077,000	5.200%, 10/1/2019		1,109,826
	1,385,000	2.950%, 1/15/2020		1,380,997
		FirstEnergy Corporation
	460,000	2.850%, 7/15/2022		446,036
	2,645,000	4.850%, 7/15/2047		2,777,264
		ITC Holdings Corporation
	294,000	4.050%, 7/1/2023		300,455
	760,000	5.300%, 7/1/2043		858,133
		MidAmerican Energy Holdings Company
	2,316,000	6.500%, 9/15/2037		3,050,325
		Mississippi Power Company
	1,040,000	2.942%, (LIBOR 3M + 0.650%), 3/27/2020^d		1,040,361
	1,040,000	3.950%, 3/30/2028		1,045,766
		Monongahela Power Company
	990,000	5.400%, 12/15/2043^k		1,201,465
		National Rural Utilities Cooperative Finance Corporation
	1,500,000	2.300%, 11/1/2020		1,471,899
		NextEra Energy Capital Holdings, Inc.
	965,000	2.300%, 4/1/2019		959,839
		NiSource Finance Corporation
	748,000	3.490%, 5/15/2027		722,827
	2,200,000	5.650%, 2/1/2045		2,570,060
		NRG Energy, Inc.
	1,150,000	7.250%, 5/15/2026		1,219,000
		Oncor Electric Delivery Company, LLC
	2,992,000	3.750%, 4/1/2045		2,926,301
		Pacific Gas and Electric Company
	1,850,000	3.300%, 3/15/2027		1,755,673
	1,158,000	4.250%, 3/15/2046		1,118,332
		PG&E Corporation
	485,000	2.400%, 3/1/2019		481,824
		PPL Capital Funding, Inc.
	497,000	3.500%, 12/1/2022		498,380
	748,000	3.400%, 6/1/2023		743,170
	1,400,000	5.000%, 3/15/2044		1,531,902
		PPL Electric Utilities Corporation
	1,122,000	3.950%, 6/1/2047		1,122,638


Principal Amount		Long-Term Fixed Income (28.7%)	Value
	Utilities (0.9%) - continued
		Public Service Electric & Gas Company
	$1,900,000	3.000%, 5/15/2027		$1,826,341
		Sempra Energy
	1,640,000	6.150%, 6/15/2018		1,653,858
	630,000	2.400%, 3/15/2020		621,704
		Southern California Edison Company
	375,000	2.400%, 2/1/2022		365,354
	1,500,000	4.000%, 4/1/2047		1,492,689
		Southern Company
	1,500,000	2.950%, 7/1/2023		1,456,635
	3,295,000	3.250%, 7/1/2026		3,129,050
	1,550,000	4.400%, 7/1/2046		1,548,694
		Southern Company Gas Capital Corporation
	1,870,000	4.400%, 5/30/2047		1,891,499
		Southwestern Electric Power Company
	620,000	3.900%, 4/1/2045		594,517
		Tesoro Logistics, LP
	2,460,000	5.250%, 1/15/2025		2,500,959
		Xcel Energy, Inc.
	2,250,000	3.350%, 12/1/2026		2,181,838

		Total		86,361,831



		Total Long-Term Fixed Income (cost $2,875,409,567)		2,860,122,453


Shares		Preferred Stock (<0.1%)	Value
	Consumer Staples (<0.1%)
	10,851	Henkel AG & Company KGaA, 1.620%		1,426,399

		Total		1,426,399



		Total Preferred Stock (cost $1,493,124)		1,426,399



Shares		Collateral Held for Securities Loaned (0.4%)	Value
	43,622,050	Thrivent Cash Management Trust		43,622,050

		Total Collateral Held for Securities Loaned (cost $43,622,050)		43,622,050


Shares or Principal Amount		Short-Term Investments (12.5%)	Value
		Federal Home Loan Bank Discount Notes
	600,000	1.500%, 4/3/2018^p,r		599,973
	24,300,000	1.492%, 4/11/2018^p,r		24,289,916
	100,000	1.440%, 4/13/2018^p,r		99,949
	600,000	1.450%, 4/27/2018^p,r		599,308
	9,700,000	1.628%, 5/2/2018^p,r		9,686,255
	20,080,000	1.504%, 5/4/2018^p,q,r		20,049,659
	4,600,000	1.530%, 5/7/2018^p,r		4,592,396
	6,000,000	1.670%, 6/6/2018^p,r		5,981,364
	970,000	1.775%, 6/20/2018^p,r		966,339
		Thrivent Core Short-Term Reserve Fund
	118,484,140	1.940%		1,184,841,397

a	The stated interest rate represents the weighted average of all contracts within the bank loan facility.

b	All or a portion of the loan is unfunded.

c	Denotes investments purchased on a when-issued or delayed delivery basis.

e	Security is valued using significant unobservable inputs. Further information on valuation can be found in the Notes to Financial Statements.

f	Denotes payment-in-kind security. The security paid an interest or dividend payment with additional fixed income or equity securities in lieu of, or in addition to a cash payment. The cash rate and/or payment-in-kind rate shown are as of March 29, 2018.

g	Defaulted security. Interest is not being accrued.

h	In bankruptcy. Interest is not being accrued.

i	Non-income producing security.

j	All or a portion of the security is on loan.

l	Denotes step coupon securities. Step coupon securities pay an initial coupon rate for the first period and then different coupon rates for following periods. The rate shown is as of March 29, 2018.

n	All or a portion of the security is insured or guaranteed.

o	Denotes perpetual securities. Perpetual securities pay an indefinite stream of interest and have no contractual maturity date. Date shown, if applicable, is next call date.

p	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

q	At March 29, 2018, $151,441 of investments were segregated to cover exposure to a counterparty for margin on open mortgage-backed security transactions.

r	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

Denotes restricted securities. Restricted securities are investment securities which cannot be offered for public sale without first being registered under the Securities Act of 1933. The value of all restricted securities held in Moderate Allocation Portfolio as of March 29, 2018 was $101,032,066 or 1.0% of total net assets. The following table indicates the acquisition date and cost of restricted securities shown in the schedule as of March 29, 2018.


Security	Acquisition Date		Cost
ALM Loan Funding CLO, 10/17/2026		4/28/2017	$	3,275,000
Angel Oak Mortgage Trust I, LLC, 7/25/2046		8/15/2016		859,841
Apidos CLO XVIII, 7/22/2026		4/4/2017		3,200,000
Ares XXXII CLO, Ltd., 11/15/2025		2/3/2017		2,750,000
Babson CLO, Ltd., 10/17/2026		3/10/2017		1,400,000
Betony CLO, Ltd., 4/15/2027		11/17/2016		1,260,000
Birchwood Park CLO, Ltd., 7/15/2026		2/14/2017		1,400,000
BlueMountain CLO, Ltd., 10/15/2026		4/10/2017		2,350,000
Carlyle Global Market Strategies CLO, Ltd., 10/15/2026		1/27/2017		1,400,000
Cent CLO 16, LP, 8/1/2024		9/5/2014		657,892
Cent CLO 22, Ltd., 11/7/2026		11/1/2016		1,400,000
COLT Mortgage Loan Trust, 12/26/2046		12/14/2016		1,430,002
Digicel, Ltd., 4/15/2021		8/18/2014		3,774,023
DRB Prime Student Loan Trust, 7/25/2031		9/23/2015		645,288
DRB Prime Student Loan Trust, 10/27/2031		9/30/2016		647,944
DRB Prime Student Loan Trust, 1/25/2040		6/23/2016		2,462,555
Dryden 34 Senior Loan Fund CLO, 10/15/2026		3/1/2017		1,400,000
Edlinc Student Loan Funding Trust, 10/1/2025		2/28/2013		44,281
Galaxy XX CLO, Ltd., 4/20/2031		2/23/2018		4,500,000
GoldenTree Loan Opportunities IX, Ltd., 10/29/2026		10/7/2016		1,325,000
Golub Capital Partners, Ltd., 1/20/2031		11/20/2017		3,683,000
Golub Capital Partners, Ltd., 1/20/2031		12/11/2017		2,500,000
Limerock CLO III, LLC, 10/20/2026		1/30/2017		4,500,000
Madison Park Funding XIV, Ltd., 7/20/2026		4/13/2017		3,575,000
Magnetite XII, Ltd., 4/15/2027		11/17/2016		4,425,000
Mountain View CLO, Ltd., 7/15/2027		5/13/2015		4,513,280
Neuberger Berman CLO XIV, Ltd., 1/28/2030		4/19/2017		2,100,000
Neuberger Berman CLO, Ltd., 4/22/2029		4/27/2017		850,000
Octagon Investment Partners XX, Ltd., 8/12/2026		4/21/2017		3,250,000
OZLM VIII, Ltd., 10/17/2026		5/16/2017		1,300,000
Preston Ridge Partners Mortgage Trust, LLC, 9/25/2022		9/27/2017		6,317,744
Preston Ridge Partners Mortgage Trust, LLC, 1/25/2022		1/24/2017		1,374,410
Pretium Mortgage Credit Partners, LLC, 4/29/2032		3/31/2017		2,198,282
Race Point IX CLO, Ltd., 10/15/2030		8/28/2017		3,000,000
Shackleton, Ltd., 4/15/2027		12/16/2016		4,500,000
Stanwich Mortgage Loan Company, LLC, 3/16/2022		4/6/2017		1,178,032
Sunset Mortgage Loan Company, LLC, 6/15/2047		6/15/2017		4,140,724
Sunset Mortgage Loan Company, LLC, 7/16/2047		7/27/2016		1,552,437
Sunset Mortgage Loan Company, LLC, 9/18/2045		10/2/2015		660,985
Symphony CLO VIII, Ltd., 1/9/2023		9/15/2014		336,719


Security	Acquisition Date		Cost
Symphony CLO XV, Ltd., 10/17/2026		2/16/2017	$	4,500,000
Verus Securitization Trust, 7/25/2047		7/24/2017		3,111,930
Voya CLO 3, Ltd., 7/25/2026		12/13/2017		1,400,000

The following table presents the total amount of securities loaned with continuous maturity, by type, offset by the gross payable upon return of collateral for securities loaned by Thrivent Moderate Allocation Portfolio as of March 29, 2018:


Securities Lending Transactions
Taxable Debt Security	$	6,488,425
Common Stock		36,287,888
Total lending	$	42,776,313
Gross amount payable upon return of collateral for securities loaned	$	43,622,050
Net amounts due to counterparty	$	845,737

Definitions:


ACES	-	Alternative Credit Enhancement Securities
ADR	-	American Depositary Receipt, which are certificates for an underlying foreign security’s shares held by an issuing U.S. depository bank.
CLO	-	Collateralized Loan Obligation
ETF	-	Exchange Traded Fund
PIK	-	Payment-In-Kind
REIT	-	Real Estate Investment Trust is a company that buys, develops, manages and/or sells real estate assets.
Ser.	-	Series
SPDR	-	S&P Depository Receipts, which are exchange-traded funds traded in the U.S., Europe, and Asia-Pacific and managed by State Street Global Advisors.
TIPS	-	Treasury Inflation Protected Security

Reference Rate Index:


12 MTA	-	12 Month Treasury Average
CMT 3M	-	Constant Maturity Treasury Yield 3 Month
LIBOR 1W	-	ICE Libor USD Rate 1 Week
LIBOR 1M	-	ICE Libor USD Rate 1 Month
LIBOR 3M	-	ICE Libor USD Rate 3 Month
LIBOR 12M	-	ICE Libor USD Rate 12 Month
PRIME	-	Federal Reserve Prime Loan Rate

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Moderate Allocation Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Moderate Allocation Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $77,737,026 were pledged as the initial margin deposit for these contracts.

A summary of transactions (in thousands) for the fiscal year to date, in Moderate Allocation Portfolio, is as follows:


Principal Amount		Bank Loans (0.8%)^a	Value
	Basic Materials (0.1%)
		Arch Coal, Inc., Term Loan
	$510,000	0.000%, (LIBOR 3M + 2.750%), 3/7/2024^b,c,d,e		$510,080
	372,181	5.127%, (LIBOR 1M + 3.250%), 3/7/2024^d		373,420
		Big River Steel, LLC, Term Loan
	383,075	7.302%, (LIBOR 3M + 5.000%), 8/15/2023^d,e		387,863
		Chemours Company, Term Loan
	499,123	6.250%, (LIBOR 1M + 2.500%), 5/12/2022^d		498,499
	510,000	0.000%, (LIBOR 3M + 1.750%), 3/26/2025^b,c,d		508,511
		Contura Energy, Inc., Term Loan
	661,025	6.880%, (LIBOR 1M + 5.000%), 3/17/2024^d		658,963
		Coronado Australian Holdings Property, Ltd., Term Loan
	275,000	0.000%, (LIBOR 3M + 6.500%), 3/21/2025^b,c,d,e		270,875
	75,000	0.000%, (LIBOR 3M + 6.500%), 3/21/2025^b,c,d,e		73,875
		Peabody Energy Corporation, Term Loan
	100,938	5.377%, (LIBOR 1M + 3.500%), 3/31/2022^d		101,064
		Tronox Finance, LLC, Term Loan
	262,366	5.302%, (LIBOR 3M + 3.000%), 9/14/2024^d		264,606
	605,459	5.302%, (LIBOR 3M + 3.000%), 9/14/2024^d		610,630

		Total		4,258,386


	Capital Goods (<0.1%)
		Advanced Disposal Services, Inc., Term Loan
	366,524	3.981%, (LIBOR 1W + 2.250%), 11/10/2023^d		367,327
		Cortes NP Intermediate Holding II Corporation, Term Loan
	1,074,922	5.670%, (LIBOR 1M + 4.000%), 11/30/2023^d		1,078,953
		Sterigenics-Nordion Holdings, LLC, Term Loan
	876,150	4.877%, (LIBOR 1M + 3.000%), 5/15/2022^d		875,607

		Total		2,321,887


	Communications Services (0.3%)
		Altice Financing SA, Term Loan
	342,412	4.470%, (LIBOR 3M + 2.750%), 7/15/2025^d		335,136
		Cengage Learning Acquisitions, Term Loan
	458,836	6.036%, (LIBOR 1M + 4.250%), 6/7/2023^d		416,706
		CenturyLink, Inc., Term Loan
	932,663	4.627%, (LIBOR 1M + 2.750%), 1/31/2025^b,c,d		916,537
		Charter Communications Operating, LLC, Term Loan
	753,113	3.880%, (LIBOR 1M + 2.000%), 4/13/2025^d		755,620


Principal Amount		Bank Loans (0.8%)^a	Value
	Communications Services (0.3%) - continued
		Frontier Communications Corporation, Term Loan
	$704,675	5.630%, (LIBOR 1M + 3.750%), 6/1/2024^d		$694,549
		Hargray Communications Group, Inc., Term Loan
	199,497	4.877%, (LIBOR 3M + 3.000%), 5/16/2024^b,c,d		199,934
		Hargray Merger Subsidiary Corporation, Term Loan
	272,938	4.877%, (LIBOR 1M + 3.000%), 3/24/2024^d		273,535
		Intelsat Jackson Holdings SA, Term Loan
	605,000	5.706%, (LIBOR 3M + 3.750%), 11/27/2023^d		605,000
		Liberty Cablevision of Puerto Rico, LLC, Term Loan
	2,765,000	5.220%, (LIBOR 3M + 3.500%), 1/7/2022^d		2,678,013
	170,000	8.470%, (LIBOR 3M + 6.750%), 7/7/2023^d,e		155,550
		McGraw-Hill Global Education Holdings, LLC, Term Loan
	790,912	5.877%, (LIBOR 1M + 4.000%), 5/4/2022^d		780,433
		Mediacom Illinois, LLC, Term Loan
	270,000	0.000%, (LIBOR 3M + 1.750%), 2/15/2024^b,c,d		269,833
		NEP/NCP Holdco, Inc., Term Loan
	826,607	5.552%, (LIBOR 1M + 3.250%), 7/21/2022^d		829,021
	49,499	8.740%, (LIBOR 1M + 7.000%), 1/23/2023^d		49,685
		New LightSquared, Term Loan
	204,557	11.305%,PIK 10.265%, (LIBOR 3M + 8.750%), 12/7/2020^d,f		178,988
		Radiate Holdco, LLC, Term Loan
	1,486,247	4.877%, (LIBOR 1M + 3.000%), 2/1/2024^d		1,476,958
		Sable International Finance, Ltd., Term Loan
	1,305,000	5.127%, (LIBOR 1M + 3.250%), 2/6/2026^d		1,308,262
		SBA Senior Finance II, LLC, Term Loan
	525,150	3.990%, (LIBOR 1W + 2.250%), 6/10/2022^d		525,806
		SFR Group SA, Term Loan
	307,675	4.522%, (LIBOR 3M + 2.750%), 6/22/2025^d		297,676
		Sinclair Television Group, Inc., Term Loan
	1,310,000	0.000%, (LIBOR 3M + 2.500%), 12/12/2024^b,c,d		1,314,912
		Sprint Communications, Inc., Term Loan
	1,366,200	4.438%, (LIBOR 1M + 2.500%), 2/2/2024^d		1,365,626
		Syniverse Holdings, Inc., Term Loan
	160,000	6.718%, (LIBOR 3M + 5.000%), 2/9/2023^d		161,710


Principal Amount		Bank Loans (0.8%)^a	Value
	Communications Services (0.3%) - continued
		Univision Communications, Inc., Term Loan
	$960,836	4.627%, (LIBOR 1M + 2.750%), 3/15/2024^d		$944,425
		WideOpenWest Finance, LLC, Term Loan
	520,385	5.104%, (LIBOR 1M + 3.250%), 8/6/2023^d		508,354

		Total		17,042,269


	Consumer Cyclical (0.1%)
		Burlington Coat Factory Warehouse Corporation, Term Loan
	656,700	4.380%, (LIBOR 1M + 2.500%), 11/9/2024^d		657,357
		Ceridian HCM Holding, Inc., Term Loan
	326,649	5.377%, (LIBOR 1M + 3.500%), 9/15/2020^d		327,139
		Four Seasons Hotels, Ltd., Term Loan
	450,000	0.000%, (LIBOR 3M + 2.000%), 11/30/2023^b,c,d		452,250
		Golden Entertainment, Inc., Term Loan
	967,575	4.880%, (LIBOR 1M + 3.000%), 8/15/2024^d		971,813
	155,000	8.860%, (LIBOR 1M + 7.000%), 8/15/2025^d,e		155,775
		IMG Worldwide, Inc., Term Loan
	266,666	9.127%, (LIBOR 1M + 7.250%), 5/6/2022^d,e		268,000
		Men’s Warehouse, Inc., Term Loan
	250,000	0.000%, (LIBOR 3M + 3.500%), 3/28/2025^b,c,d,e		250,000
		Mohegan Tribal Gaming Authority, Term Loan
	750,904	5.877%, (LIBOR 1M + 4.000%), 10/13/2023^d		748,561
		Scientific Games International, Inc., Term Loan
	1,225,000	4.722%, (LIBOR 1M + 2.750%), 8/14/2024^d		1,228,895
		Stars Group Holdings BV, Term Loan
	1,341,826	5.802%, (LIBOR 3M + 3.500%), 8/1/2021^d		1,347,193
		Wyndham Hotels & Resorts, Inc., Term Loan
	310,000	0.000%, (LIBOR 3M + 1.750%), 3/29/2025^b,c,d		310,775

		Total		6,717,758


	Consumer Non-Cyclical (0.1%)
		Air Medical Group Holdings, Inc., Term Loan
	1,376,550	4.936%, (LIBOR 3M + 3.250%), 4/28/2022^d		1,381,327
		Albertson’s, LLC, Term Loan
	606,942	4.627%, (LIBOR 1M + 2.750%), 8/25/2021^d		599,149
	797,708	4.956%, (LIBOR 3M + 3.000%), 6/22/2023^d		786,739
		Anmeal Pharmaceuticals LLC, Term Loan
	505,000	0.000%, (LIBOR 3M + 3.500%), 3/23/2025^b,c,d,e		505,000


Principal Amount		Bank Loans (0.8%)^a	Value
	Consumer Non-Cyclical (0.1%) - continued
		Endo Luxembourg Finance Company I SARL., Term Loan
	$680,935	6.188%, (LIBOR 1M + 4.250%), 4/27/2024^d		$678,946
		Grifols Worldwide Operations USA, Inc., Term Loan
	574,200	3.986%, (LIBOR 1W + 2.250%), 1/23/2025^d		576,135
		JBS USA LUX SA, Term Loan
	1,153,350	4.678%, (LIBOR 3M + 2.500%), 10/30/2022^d		1,149,267
		Ortho-Clinical Diagnostics, Inc., Term Loan
	1,004,726	5.627%, (LIBOR 1M + 3.750%), 6/30/2021^d		1,012,513
		Revlon Consumer Products Corporation, Term Loan
	494,975	5.377%, (LIBOR 1M + 3.500%), 9/7/2023^d		387,526
		Valeant Pharmaceuticals International, Inc., Term Loan
	1,058,557	5.240%, (LIBOR 1M + 3.500%), 4/1/2022^d		1,069,344

		Total		8,145,946


	Energy (<0.1%)
		Calpine Corporation, Term Loan
	552,161	4.810%, (LIBOR 3M + 2.500%), 1/15/2024^d		553,437
		Houston Fuel Oil Terminal, LLC, Term Loan
	818,967	5.800%, (LIBOR 3M + 3.500%), 8/19/2021^d		826,649
		MEG Energy Corporation, Term Loan
	71,250	5.810%, (LIBOR 3M + 3.500%), 12/31/2023^d		71,214
		MRC Global US, Inc., Term Loan
	279,300	7.250%, (LIBOR 1M + 3.500%), 9/15/2024^d		281,395
		Pacific Drilling SA, Term Loan
	473,963	0.000%, (PRIME + 4.500%), 6/3/2018^d,g,h		157,891

		Total		1,890,586


	Financials (0.1%)
		ASP AMC Merger Sub, Inc., Term Loan
	1,003,108	5.802%, (LIBOR 3M + 3.500%), 4/13/2024^d		1,005,616
		Digicel International Finance, Ltd., Term Loan
	731,491	5.020%, (LIBOR 3M + 3.250%), 5/10/2024^d		727,380
		DJO Finance, LLC, Term Loan
	1,375	5.035%, (LIBOR 3M + 3.250%), 6/7/2020^d		1,381
	534,875	5.035%, (LIBOR 3M + 3.250%), 6/7/2020^d		537,106
		Genworth Holdings, Inc., Term Loan
	135,000	6.202%, (LIBOR 3M + 4.500%), 2/28/2023^d		137,279


Principal Amount		Bank Loans (0.8%)^a	Value
	Financials (0.1%) - continued
		MoneyGram International, Inc., Term Loan
	$824,979	5.552%, (LIBOR 3M + 3.250%), 3/28/2020^d		$823,535

		Total		3,232,297


	Technology (0.1%)
		Harland Clarke Holdings Corporation, Term Loan
	181,842	7.052%, (LIBOR 3M + 4.750%), 10/31/2023^d		183,257
		Rackspace Hosting, Inc., Term Loan
	655,050	4.787%, (LIBOR 3M + 3.000%), 11/3/2023^d		652,286
		SS&C Technologies Holdings Europe SARL, Term Loan
	190,000	0.000%, (LIBOR 3M + 2.500%), 2/27/2025^b,c,d		190,851
		SS&C Technologies, Inc., Term Loan
	530,000	0.000%, (LIBOR 3M + 2.500%), 2/27/2025^b,c,d		532,374
		TNS, Inc., Term Loan
	268,941	5.780%, (LIBOR 3M + 4.000%), 8/14/2022^d		269,949
		Western Digital Corporation, Term Loan
	824,586	3.877%, (LIBOR 1M + 2.000%), 4/29/2023^d		828,561

		Total		2,657,278


	Transportation (<0.1%)
		Arctic LNG Carriers, Ltd., Term Loan
	1,141,375	6.377%, (LIBOR 1M + 4.500%), 5/18/2023^d		1,149,935
		OSG Bulk Ships, Inc., Term Loan
	199,736	6.040%, (LIBOR 3M + 4.250%), 8/5/2019^d,e		191,747

		Total		1,341,682


	Utilities (<0.1%)
		EnergySolutions, LLC, Term Loan
	255,000	6.630%, (LIBOR 1M + 4.750%), 5/29/2020^d,e		258,187
		HD Supply Waterworks, Term Loan
	433,913	5.116%, (LIBOR 3M + 3.000%), 7/21/2024^d,e		436,082
		Intergen NV, Term Loan
	417,753	6.240%, (LIBOR 1W + 4.500%), 6/13/2020^d		419,495
		Talen Energy Supply, LLC, Term Loan
	365,978	5.877%, (LIBOR 1M + 4.000%), 7/6/2023^d		358,919

		Total		1,472,683



		Total Bank Loans (cost $49,476,799)		49,080,772


Shares		Registered Investment Companies (43.6%)	Value
	Affiliated Equity Holdings (37.0%)
	21,029,454	Thrivent Core International Equity Fund		212,397,487
	18,581,652	Thrivent Core Low Volatility Equity Fundⁱ		183,215,092
	25,235,015	Thrivent Large Cap Stock Portfolio		362,841,657


Shares		Registered Investment Companies (43.6%)	Value
	Affiliated Equity Holdings (37.0%) - continued
	22,744,946	Thrivent Large Cap Value Portfolio		$419,553,270
	20,616,494	Thrivent Mid Cap Stock Portfolio		425,868,725
	51,143,446	Thrivent Partner Worldwide Allocation Portfolio		560,905,514
	4,666,964	Thrivent Small Cap Stock Portfolio		97,759,356

		Total		2,262,541,101


	Affiliated Fixed Income Holdings (5.8%)
	5,093,064	Thrivent Core Emerging Markets Debt Fund		48,638,765
	11,644,373	Thrivent High Yield Portfolio		55,026,647
	15,905,027	Thrivent Income Portfolio		159,649,885
	9,732,299	Thrivent Limited Maturity Bond Portfolio		95,378,476

		Total		358,693,773


	Equity Funds/Exchange Traded Funds (0.5%)
	16,968	ProShares Ultra S&P 500^j		1,789,785
	93,111	SPDR S&P 500 ETF Trust		24,502,160
	53,440	SPDR S&P Biotech ETF^j		4,688,291
	30,830	SPDR S&P Metals & Mining ETF^j		1,049,453
	41,540	VanEck Vectors Oil Services ETF		991,560

		Total		33,021,249


	Fixed Income Funds/Exchange Traded Funds (0.3%)
	35,000	iShares Barclays 1-3 Year Credit Bond Fund		3,633,000
	53,500	PowerShares Senior Loan Portfolio		1,237,455
	161,100	Vanguard Short-Term Corporate Bond ETF		12,635,073

		Total		17,505,528



		Total Registered Investment Companies (cost $2,198,576,513)		2,671,761,651


Shares		Common Stock (35.0%)	Value
	Consumer Discretionary (4.8%)
	51,565	Amazon.com, Inc.ⁱ		74,632,087
	32,400	American Axle & Manufacturing Holdings, Inc.ⁱ		493,128
	1,200	AOKI Holdings, Inc.		18,298
	22,102	Aptiv plc		1,878,007
	53,569	Aramark		2,119,190
	11,258	Ascent Capital Group, Inc.ⁱ		41,429
	1,900	Autobacs Seven Company, Ltd.		35,565
	200	Bandai Namco Holdings, Inc.		6,473
	5,984	Berkeley Group Holdings plc		318,106
	7,716	Booking Holdings, Inc.ⁱ		16,052,289
	56,540	BorgWarner, Inc.		2,840,004
	1,522	Breville Group, Ltd.		13,714
	7,200	Bridgestone Corporation		316,756
	65,426	Bright Horizons Family Solutions, Inc.ⁱ		6,524,281
	46,972	Burlington Stores, Inc.ⁱ		6,254,322
	23,326	Caleres, Inc.		783,754
	165,014	Carnival Corporation		10,821,618
	12,693	Cedar Fair, LP		810,829
	8,063	Century Casinos, Inc.ⁱ		60,150
	47,502	Children’s Place, Inc.		6,424,645
	3,550	Chipotle Mexican Grill, Inc.ⁱ		1,147,041
	1,500	Chiyoda Company, Ltd.		37,352
	629	Cie Generale des Etablissements Michelin		93,119
	306,517	Comcast Corporation		10,473,686
	153,924	Core-Mark Holding Company, Inc.		3,272,424


Shares		Common Stock (35.0%)	Value
	Consumer Discretionary (4.8%) - continued
	27,127	CSS Industries, Inc.		$474,722
	24,717	Culp, Inc.		755,104
	2,400	DCM Holdings Company, Ltd.		24,422
	18,250	DISH Network Corporationⁱ		691,492
	61,725	Dollar Tree, Inc.ⁱ		5,857,702
	160,052	Duluth Holdings, Inc.^i,j		2,997,774
	10,797	Emerald Expositions Events, Inc.		210,326
	2,585	Eutelsat Communications		51,236
	6,820	Expedia, Inc.		752,996
	42,096	Five Below, Inc.ⁱ		3,087,321
	11,298	FTD Companies, Inc.ⁱ		41,125
	61,208	G-III Apparel Group, Ltd.ⁱ		2,306,317
	72,110	Habit Restaurants, Inc.ⁱ		634,568
	67,728	Harley-Davidson, Inc.		2,904,177
	23,644	Haverty Furniture Companies, Inc.		476,427
	6,345	Hemisphere Media Group, Inc.ⁱ		71,381
	33,872	Home Depot, Inc.		6,037,345
	24,100	Honda Motor Company, Ltd.		834,260
	2,965	Hugo Boss AG		258,302
	10,108	Hyatt Hotels Corporation		770,836
	9,055	Inchcape plc		87,791
	62,731	International Speedway Corporation		2,766,437
	947	Ipsos SA		37,214
	2,182	JM AB		49,663
	17,755	K12, Inc.ⁱ		251,766
	11,267	La-Z-Boy, Inc.		337,447
	53,997	Liberty Media Corporation - Liberty SiriusXMⁱ		2,205,777
	13,465	Liberty SiriusXM Groupⁱ		553,412
	289	Linamar Corporation		15,788
	15,515	Lithia Motors, Inc.		1,559,568
	115,587	Lowe’s Companies, Inc.		10,142,759
	7,583	Magna International, Inc.		427,302
	202	Marcus Corporation		6,131
	5,242	Mediaset Espana Comunicacion SA		53,398
	81,290	Michaels Companies, Inc.ⁱ		1,602,226
	63,980	Modine Manufacturing Companyⁱ		1,353,177
	84,243	Netflix, Inc.ⁱ		24,881,170
	108,540	Newell Brands, Inc.		2,765,599
	45,556	News Corporation, Class A		719,785
	14,881	News Corporation, Class B		239,584
	128	Nexity SA		8,198
	1,682	Next plc		112,440
	2,100	NHK Spring Company, Ltd.		22,490
	72,900	Nissan Motor Company, Ltd.		752,484
	82,490	Norwegian Cruise Line Holdings, Ltd.ⁱ		4,369,495
	162,851	Nutrisystem, Inc.		4,388,834
	4,547	O’Reilly Automotive, Inc.ⁱ		1,124,837
	47,705	Oxford Industries, Inc.		3,556,885
	35,810	Papa John’s International, Inc.^j		2,051,913
	17,424	Peugeot SA		419,560
	38,337	Planet Fitness, Inc.ⁱ		1,447,988
	1,000	Plenus Company, Ltd.		19,446
	24,810	Polaris Industries, Inc.^j		2,841,241
	19,111	PVH Corporation		2,893,979
	40,174	Ross Stores, Inc.		3,132,769
	2,900	Sangetsu Company, Ltd.		60,132
	7,800	Sankyo Company, Ltd.		272,863
	2,300	SHIMAMURA Company, Ltd.		286,783
	15,660	Signet Jewelers, Ltd.		603,223
	120,300	Six Flags Entertainment Corporation		7,489,878
	12,430	Stamps.com, Inc.ⁱ		2,499,051
	7,500	Sumitomo Rubber Industries, Ltd.		138,280
	6,336	Systemax, Inc.		180,893
	500	Takara Standard Company, Ltd.		8,480
	80,017	Toll Brothers, Inc.		3,460,735


Shares		Common Stock (35.0%)	Value
	Consumer Discretionary (4.8%) - continued
	89,786	Tower International, Inc.		$2,491,562
	11,400	Toyoda Gosei Company, Ltd.		264,019
	81,985	Tupperware Brands Corporation		3,966,434
	9,400	TV Asahi Holdings Corporation		207,794
	5,032	Ulta Beauty, Inc.ⁱ		1,027,887
	11,540	Vail Resorts, Inc.		2,558,418
	34,086	VF Corporation		2,526,454
	69,574	Walt Disney Company		6,988,013
	3,775	Whirlpool Corporation		577,990
	55,280	Wingstop, Inc.		2,610,874
	2,234	Wolters Kluwer NV		118,815
	3,300	Yokohama Rubber Company, Ltd.		76,482
	105,850	Zoe’s Kitchen, Inc.^i,j		1,528,474
	42,140	Zumiez, Inc.ⁱ		1,007,146

		Total		292,855,333


	Consumer Staples (0.9%)
	1,868	Altria Group, Inc.		116,414
	3,000	Arcs Company, Ltd.		72,893
	9,349	Coca-Cola Company		406,027
	217,000	Cott Corporation		3,194,240
	51,360	CVS Health Corporation		3,195,106
	64,115	e.l.f. Beauty, Inc.^i,j		1,241,908
	1,097	Empire Company, Ltd.		22,019
	2,268	ForFarmers BV		31,655
	79,256	Hain Celestial Group, Inc.ⁱ		2,541,740
	655	Henkel AG & Company KGaA		82,519
	17,381	Inter Parfums, Inc.		819,514
	5,700	Japan Tobacco, Inc.		162,832
	35,170	John B. Sanfilippo & Son, Inc.		2,035,288
	10,980	Kimberly-Clark Corporation		1,209,227
	2,700	Lawson, Inc.		184,578
	77,758	MGP Ingredients, Inc.^j		6,966,339
	500	Ministop Company, Ltd.		10,280
	69,914	Monster Beverage Corporationⁱ		3,999,780
	57,550	PepsiCo, Inc.		6,281,582
	79,116	Pinnacle Foods, Inc.		4,280,176
	30	Seaboard Corporation		127,950
	6,975	Seneca Foods Corporationⁱ		193,207
	1,200	Seven & I Holdings Company, Ltd.		51,399
	20,932	SpartanNash Company		360,240
	20,751	Unilever NV		1,171,300
	18,227	Unilever plc		1,010,914
	166,114	US Foods Holding Corporationⁱ		5,443,556
	91,714	Wal-Mart Stores, Inc.		8,159,795

		Total		53,372,478


	Energy (1.3%)
	157,557	Abraxas Petroleum Corporationⁱ		349,776
	26,150	Anadarko Petroleum Corporation		1,579,721
	4,355	Andeavor		437,939
	117,798	Archrock, Inc.		1,030,732
	135,669	BP plc		915,099
	268,918	Callon Petroleum Companyⁱ		3,560,474
	52,370	Chevron Corporation		5,972,275
	38,260	Concho Resources, Inc.ⁱ		5,751,626
	2,631	Contura Energy, Inc.		176,277
	194,167	Denbury Resources, Inc.ⁱ		532,018
	47,830	Devon Energy Corporation		1,520,516
	23,751	EQT Corporation		1,128,410
	22,319	Era Group, Inc.ⁱ		208,683
	30,156	Exterran Corporationⁱ		805,165
	69,446	Exxon Mobil Corporation		5,181,366
	6,764	Forum Energy Technologies, Inc.ⁱ		74,404
	463,181	Gran Tierra Energy, Inc.ⁱ		1,292,275
	156,657	Halliburton Company		7,353,480


Shares		Common Stock (35.0%)	Value
	Energy (1.3%) - continued
	51,385	Helix Energy Solutions Group, Inc.ⁱ		$297,519
	22,134	HollyFrontier Corporation		1,081,467
	8,414	Keane Group, Inc.ⁱ		124,527
	1,620	Mammoth Energy Services, Inc.ⁱ		51,937
	306,292	Marathon Oil Corporation		4,940,490
	46,725	Marathon Petroleum Corporation		3,416,065
	118,281	Newpark Resources, Inc.ⁱ		958,076
	97,870	Nine Energy Service, Inc.ⁱ		2,383,134
	86,775	Oil States International, Inc.ⁱ		2,273,505
	6,671	OMV AG		389,100
	45,139	ONEOK, Inc.		2,569,312
	11,102	Par Pacific Holdings, Inc.ⁱ		190,621
	105,041	Parsley Energy, Inc.ⁱ		3,045,139
	146,025	Patterson-UTI Energy, Inc.		2,556,898
	22,680	Pioneer Energy Services Corporationⁱ		61,236
	23,532	Pioneer Natural Resources Company		4,042,327
	74,528	Ring Energy, Inc.ⁱ		1,069,477
	50,140	Rowan Companies plcⁱ		578,616
	2,562	Royal Dutch Shell plc, Class A		81,058
	14,369	Royal Dutch Shell plc, Class B		462,371
	43,610	RPC, Inc.^j		786,288
	6,551	SM Energy Company		118,114
	12,377	Tallgrass Energy GP, LP		235,411
	28,347	TechnipFMC plc		834,819
	65,577	Teekay Tankers, Ltd.^j		78,037
	2,731	TGS Nopec Geophysical Company ASA		66,999
	6,526	Total SA		374,069
	6,526	Total SA Rights^e,i		96
	93,749	Unit Corporationⁱ		1,852,480
	17,488	W&T Offshore, Inc.ⁱ		77,472
	622,110	Weatherford International plc^i,j		1,424,632
	305,790	WPX Energy, Inc.ⁱ		4,519,576

		Total		78,811,104


	Financials (6.7%)
	2,976	ABN AMRO Group NV^k		89,736
	15,778	Affiliated Managers Group, Inc.		2,991,193
	55,079	Aflac, Inc.		2,410,257
	27,350	Ally Financial, Inc.		742,552
	11,988	American Express Company		1,118,241
	39,016	American Financial Group, Inc.		4,378,376
	25,160	American International Group, Inc.		1,369,207
	30,600	Ameris Bancorp		1,618,740
	2,454	Anima Holding SPA^k		16,670
	500	Aozora Bank, Ltd.		20,068
	37,813	Argo Group International Holdings, Ltd.		2,170,466
	115,400	Assured Guaranty, Ltd.		4,177,480
	1,574	ASX, Ltd.		68,213
	14,083	Australia & New Zealand Banking Group, Ltd.		293,114
	9,704	Banco BPM SPAⁱ		33,676
	71,429	Banco de Sabadell SA		146,103
	77,350	BancorpSouth Bank		2,459,730
	836,121	Bank of America Corporation		25,075,269
	3,172	Bank of Marin Bancorp		218,709
	90,155	Bank of New York Mellon Corporation		4,645,687
	36,633	Bank of the Ozarks		1,768,275
	24,909	BankFinancial Corporation		422,955
	6,363	Bankinter SA		65,509
	110,242	Beneficial Bancorp, Inc.		1,714,263
	39,317	Berkshire Hathaway, Inc.ⁱ		7,842,955
	32,901	Berkshire Hills Bancorp, Inc.		1,248,593
	61,040	Blackstone Group, LP		1,950,228
	7,820	Blue Hills Bancorp, Inc.		163,047


Shares		Common Stock (35.0%)	Value
	Financials (6.7%) - continued
	777	BNP Paribas SA		$57,623
	144,557	Boston Private Financial Holdings, Inc.		2,175,583
	211,761	BrightSphere Investment Group		3,337,353
	19,825	Brookline Bancorp, Inc.		321,165
	224,994	Brown & Brown, Inc.		5,723,847
	4,959	CaixaBank SA		23,643
	24,977	Capital One Financial Corporation		2,393,296
	58,741	Cathay General Bancorp		2,348,465
	111,532	Central Pacific Financial Corporation		3,174,201
	41,614	Chemical Financial Corporation		2,275,454
	5,820	Cherry Hill Mortgage Investment Corporation		102,083
	14,080	Chubb, Ltd.		1,925,722
	16,496	CI Financial Corporation		353,390
	455,456	Citigroup, Inc.		30,743,280
	22,621	Citizens Financial Group, Inc.		949,630
	210,427	CNO Financial Group, Inc.		4,559,953
	12,142	CNP Assurances		306,516
	158,631	CoBiz Financial, Inc.		3,109,168
	57,861	Comerica, Inc.		5,550,606
	31,593	Community Trust Bancorp, Inc.		1,428,004
	73,569	CYS Investments, Inc.		494,384
	2,294	Danske Bank AS		85,952
	48,335	Direct Line Insurance Group plc		258,810
	3,990	Discover Financial Services		287,001
	16,051	DnB ASA		316,160
	139,997	Dynex Capital, Inc.		928,180
	313,123	E*TRADE Financial Corporationⁱ		17,350,145
	9,839	Eagle Bancorp, Inc.ⁱ		588,864
	95,273	East West Bancorp, Inc.		5,958,373
	21,277	Ellington Residential Mortgage REIT		233,196
	50,856	Employers Holdings, Inc.		2,057,125
	77,494	Enterprise Financial Services Corporation		3,634,469
	33,262	Essent Group, Ltd.ⁱ		1,415,631
	3,007	Euronext NV^k		220,410
	7,916	FBL Financial Group, Inc.		548,975
	135,324	Fifth Third Bancorp		4,296,537
	22,892	Financial Institutions, Inc.		677,603
	4,781	Finecobank Banca Fineco SPA		57,546
	109,745	First BanCorpⁱ		660,665
	31,566	First Busey Corporation		938,142
	55,955	First Commonwealth Financial Corporation		790,644
	10,892	First Connecticut Bancorp, Inc.		278,835
	25,659	First Defiance Financial Corporation		1,470,774
	13,679	First Financial Corporation		569,046
	84,209	First Interstate BancSystem, Inc.		3,330,466
	4,058	First Merchants Corporation		169,219
	1,622	First Mid-Illinois Bancshares, Inc.		59,122
	22,898	First Midwest Bancorp, Inc.		563,062
	12,175	First of Long Island Corporation		334,204
	28,771	First Republic Bank		2,664,482
	46,784	FlexiGroup, Ltd.		65,054
	61,461	Franklin Resources, Inc.		2,131,467
	4,297	Genworth MI Canada, Inc.^j		136,746
	68,742	Goldman Sachs Group, Inc.		17,313,360
	37,308	Great Southern Bancorp, Inc.		1,863,535
	1,982	Guaranty Bancorp		56,190
	108,101	Hamilton Lane, Inc.		4,024,600
	44,020	Hancock Holding Company		2,275,834
	70,093	Hanmi Financial Corporation		2,155,360
	3,002	Hannover Rueckversicherung SE		409,570
	57,850	Hanover Insurance Group, Inc.		6,819,936
	873	Hargreaves Lansdown plc		20,038


Shares		Common Stock (35.0%)	Value
	Financials (6.7%) - continued
	59,539	Hartford Financial Services Group, Inc.		$3,067,449
	46,959	Heartland Financial USA, Inc.		2,491,175
	157,373	Heritage Commerce Corporation		2,593,507
	30,127	Heritage Financial Corporation		921,886
	35,216	Hometrust Bancshares, Inc.ⁱ		917,377
	65,666	Hope Bancorp, Inc.		1,194,465
	56,512	Horace Mann Educators Corporation		2,415,888
	31,642	Horizon Bancorp		949,576
	38,616	Houlihan Lokey, Inc.		1,722,274
	106,804	HSBC Holdings plc		1,002,964
	237,276	Huntington Bancshares, Inc.		3,582,868
	35,339	IBERIABANK Corporation		2,756,442
	30,876	Independent Bank Corporation		707,060
	19,505	Infinity Property & Casualty Corporation		2,309,392
	194,307	Interactive Brokers Group, Inc.		13,065,203
	92,429	Intercontinental Exchange, Inc.		6,702,951
	75,021	Invesco, Ltd.		2,401,422
	188,524	Investment Technology Group, Inc.		3,721,464
	74,108	Investors Bancorp, Inc.		1,010,833
	36,230	J.P. Morgan Chase & Company		3,984,213
	3,553	Jupiter Fund Management plc		23,555
	441,449	KeyCorp		8,630,328
	19,202	Lakeland Bancorp, Inc.		381,160
	149,708	Leucadia National Corporation		3,402,863
	85,479	Loews Corporation		4,250,871
	1,848	Macquarie Group, Ltd.		147,354
	930	Markel Corporationⁱ		1,088,332
	12,461	MarketAxess Holdings, Inc.		2,709,520
	155,798	Medibank Private, Ltd.		349,692
	4,282	Mercantile Bank Corporation		142,376
	170,804	Meridian Bancorp, Inc.		3,441,701
	73,740	MetLife, Inc.		3,383,929
	79,867	MGIC Investment Corporationⁱ		1,038,271
	56,967	MidWestOne Financial Group, Inc.		1,896,431
	107,400	Mizuho Financial Group, Inc.		195,723
	43,034	MTGE Investment Corporation		770,309
	11,504	Nasdaq, Inc.		991,875
	22,530	National Bank Holdings Corporation		749,122
	5,163	National Bank of Canada		243,012
	24,553	Navigators Group, Inc.		1,415,480
	2,543	NBT Bancorp, Inc.		90,226
	31,922	Old Mutual plc		107,414
	21,948	Old Second Bancorp, Inc.		305,077
	32,975	PacWest Bancorp		1,633,252
	2,198	Pargesa Holding SA		195,026
	60,401	PCSB Financial Corporationⁱ		1,267,213
	11,432	Peapack-Gladstone Financial Corporation		381,714
	6,122	Peoples Bancorp, Inc.		217,025
	2,983	Plus500, Ltd.		47,798
	5,235	Power Corporation of Canada		119,462
	26,050	Primerica, Inc.		2,516,430
	39,600	Principal Financial Group, Inc.		2,412,036
	143,724	Provident Financial Services, Inc.		3,677,897
	12,800	Prudential Financial, Inc.		1,325,440
	25,127	QCR Holdings, Inc.		1,126,946
	4,431	Raymond James Financial, Inc.		396,176
	40,871	Regions Financial Corporation		759,383
	60,620	Sandy Spring Bancorp, Inc.		2,349,631
	162,510	Santander Consumer USA Holdings Inc.		2,648,913
	3,220	Schroders plc		144,475
	173,510	Seacoast Banking Corporation of Floridaⁱ		4,592,810


Shares		Common Stock (35.0%)	Value
	Financials (6.7%) - continued
	2,664	Selective Insurance Group, Inc.		$161,705
	4,800	Senshu Ikeda Holdings, Inc.		18,390
	255,770	SLM Corporationⁱ		2,867,182
	1,200	Sony Financial Holdings, Inc.		21,912
	35,020	State Auto Financial Corporation		1,000,521
	19,111	State Bank Financial Corporation		573,521
	26,060	State Street Corporation		2,598,964
	124,132	Sterling Bancorp		2,799,177
	60,731	Stifel Financial Corporation		3,597,097
	22,472	SVB Financial Groupⁱ		5,393,505
	64,791	Synchrony Financial		2,172,442
	174,787	Synovus Financial Corporation		8,728,863
	58,774	TD Ameritrade Holding Corporation		3,481,184
	9,532	Territorial Bancorp, Inc.		282,719
	27,190	TriCo Bancshares		1,012,012
	18,590	TriState Capital Holdings, Inc.ⁱ		432,217
	184,861	TrustCo Bank Corporation		1,562,075
	2,677	Union Bankshares Corporation		98,273
	48,590	United Community Banks, Inc.		1,537,873
	80,987	United Financial Bancorp, Inc.		1,311,989
	4,727	United Fire Group, Inc.		226,234
	29,827	Unum Group		1,420,063
	271	Vienna Insurance Group AG Wiener Versicherung Gruppe		9,060
	16,313	Washington Trust Bancorp, Inc.		876,824
	42,453	Wells Fargo & Company		2,224,962
	111,474	Western Alliance Bancorpⁱ		6,477,754
	45,801	Western Asset Mortgage Capital Corporation		443,812
	22,676	Wintrust Financial Corporation		1,951,270
	47,111	WSFS Financial Corporation		2,256,617
	135,100	Zions Bancorporation		7,123,823
	39	Zurich Insurance Group AG		12,865

		Total		410,347,568


	Health Care (3.8%)
	9,719	ABIOMED, Inc.ⁱ		2,828,132
	3,285	Acorda Therapeutics, Inc.ⁱ		77,690
	28,504	Aerie Pharmaceuticals, Inc.ⁱ		1,546,342
	8,050	Aetna, Inc.		1,360,450
	101,563	Alexion Pharmaceuticals, Inc.ⁱ		11,320,212
	31,466	Amgen, Inc.		5,364,324
	14,556	Arena Pharmaceuticals, Inc.ⁱ		574,962
	33,900	Astellas Pharmaceutical, Inc.		518,534
	62,433	Asterias Biotherapeutics, Inc.^i,j		90,528
	1,431	Atrion Corporation		903,390
	10,750	Biogen, Inc.ⁱ		2,943,565
	124,369	BioMarin Pharmaceutical, Inc.ⁱ		10,082,595
	40,795	Cardiovascular Systems, Inc.ⁱ		894,634
	110,840	Catalent, Inc.ⁱ		4,551,090
	166,391	Celgene Corporationⁱ		14,843,741
	8,483	Chemed Corporation		2,314,671
	15,250	Coherus Biosciences, Inc.ⁱ		168,513
	29,742	Concert Pharmaceuticals, Inc.ⁱ		681,092
	696	CONMED Corporation		44,078
	2,412	Cooper Companies, Inc.		551,890
	18,655	Danaher Corporation		1,826,511
	34,690	Dexcom, Inc.^i,j		2,572,610
	5,975	Edwards Lifesciences Corporationⁱ		833,632
	10,730	Eli Lilly and Company		830,180
	14,034	Epizyme, Inc.ⁱ		249,104
	58,200	Evolent Health, Inc.^i,j		829,350
	29,120	Express Scripts Holding Companyⁱ		2,011,610
	4,499	FibroGen, Inc.ⁱ		207,854
	156,950	GenMark Diagnostics, Inc.ⁱ		853,808
	41,150	GlaxoSmithKline plc ADR^j		1,607,731


Shares		Common Stock (35.0%)	Value
	Health Care (3.8%) - continued
	3,850	HealthStream, Inc.		$95,596
	9,581	Heska Corporationⁱ		757,570
	37,290	Hill-Rom Holdings, Inc.		3,244,230
	20,873	HMS Holdings Corporationⁱ		351,501
	33,512	Inogen, Inc.ⁱ		4,116,614
	82,805	Intersect ENT, Inc.ⁱ		3,254,237
	13,170	Intra-Cellular Therapies, Inc.ⁱ		277,229
	1,305	Ionis Pharmaceuticals, Inc.ⁱ		57,524
	4,540	Jazz Pharmaceuticals, Inc.ⁱ		685,495
	81,448	Johnson & Johnson		10,437,561
	600	KYORIN Holdings, Inc.		11,336
	3,048	Laboratory Corporation of America Holdingsⁱ		493,014
	244	LNA Sante		16,993
	23,503	Magellan Health Services, Inc.ⁱ		2,517,171
	13,109	Medpace Holdings, Inc.ⁱ		457,635
	186,635	Medtronic plc		14,971,860
	86,310	Merck & Company, Inc.		4,701,306
	2,648	Mettler-Toledo International, Inc.ⁱ		1,522,679
	103,500	MiMedx Group, Inc.^i,j		721,395
	61,980	Mylan NVⁱ		2,551,717
	79,600	Myriad Genetics, Inc.ⁱ		2,352,180
	18,749	National Healthcare Corporation		1,118,003
	39,904	Neurocrine Biosciences, Inc.ⁱ		3,309,239
	56,044	Nevro Corporationⁱ		4,857,334
	10,770	Novartis AG		871,087
	23,033	Novo Nordisk AS		1,132,898
	85,540	NuVasive, Inc.ⁱ		4,466,043
	63,100	Omnicell, Inc.ⁱ		2,738,540
	29,520	PerkinElmer, Inc.		2,235,254
	26,850	Perrigo Company plc		2,237,679
	266,562	Pfizer, Inc.		9,460,285
	24,169	Prothena Corporation plc^i,j		887,244
	53,575	RadNet, Inc.ⁱ		771,480
	451	Roche Holding AG		103,458
	5,620	Sage Therapeutics, Inc.ⁱ		905,213
	125,959	Tactile Systems Technology, Inc.^i,j		4,005,496
	27,335	Teleflex, Inc.		6,969,878
	26,842	Thermo Fisher Scientific, Inc.		5,541,799
	2,707	Ultragenyx Pharmaceutical, Inc.ⁱ		138,030
	145,972	UnitedHealth Group, Inc.		31,238,008
	25,930	Universal Health Services, Inc.		3,070,371
	55,939	Veeva Systems, Inc.ⁱ		4,084,666
	20,194	Vertex Pharmaceuticals, Inc.ⁱ		3,291,218
	3,050	Waters Corporationⁱ		605,883
	12,960	West Pharmaceutical Services, Inc.		1,144,238
	75,680	Wright Medical Group NVⁱ		1,501,491
	77,520	Zoetis, Inc.		6,473,695

		Total		230,236,196


	Industrials (4.8%)
	55,233	Acco Brands Corporation		693,174
	5,779	Adecco SA		411,638
	44,198	Advanced Disposal Services, Inc.ⁱ		984,731
	32,883	AECOMⁱ		1,171,621
	30,114	Aegion Corporationⁱ		689,912
	55,500	Aerojet Rocketdyne Holdings, Inc.ⁱ		1,552,335
	31,895	AGCO Corporation		2,068,391
	63,621	AMETEK, Inc.		4,833,287
	26,405	ArcBest Corporation		846,280
	1,600	Asahi Glass Company, Ltd.		67,052
	20,496	Atlas Copco AB, Class A		890,178
	10,710	Atlas Copco AB, Class B		418,179
	120,130	AZZ, Inc.		5,249,681
	8,310	Boeing Company		2,724,683
	8,375	Brink’s Company		597,556


Shares		Common Stock (35.0%)	Value
	Industrials (4.8%) - continued
	27,330	BWX Technologies, Inc.		$1,736,275
	77,720	Casella Waste Systems, Inc.ⁱ		1,817,094
	60,430	CBIZ, Inc.ⁱ		1,102,848
	500	Central Glass Company, Ltd.		11,513
	64,822	Colfax Corporationⁱ		2,067,822
	55,129	Comfort Systems USA, Inc.		2,274,071
	93,960	Costamare, Inc.		586,310
	39,302	Crane Company		3,644,867
	2,540	CSW Industrials, Inc.ⁱ		114,427
	172,671	CSX Corporation		9,619,501
	41,469	Curtiss-Wright Corporation		5,601,218
	1,600	Dai Nippon Printing Company, Ltd.		33,249
	40,210	Delta Air Lines, Inc.		2,203,910
	19,835	Donaldson Company, Inc.		893,567
	9,064	Dun & Bradstreet Corporation		1,060,488
	29,226	Dycom Industries, Inc.ⁱ		3,145,594
	55,704	EMCOR Group, Inc.		4,341,013
	8,437	Emerson Electric Company		576,247
	58,281	Encore Wire Corporation		3,304,533
	2,012	EnerSys		139,572
	5,695	Engility Holdings, Inc.ⁱ		138,958
	10,702	ESCO Technologies, Inc.		626,602
	22,149	Federal Signal Corporation		487,721
	1,827	Ferguson plc		137,408
	20,888	Forrester Research, Inc.		865,808
	20,292	Fortive Corporation		1,573,036
	33,930	Fortune Brands Home and Security, Inc.		1,998,138
	11,570	Franklin Electric Company, Inc.		471,477
	17,966	General Dynamics Corporation		3,968,689
	29,290	Genesee & Wyoming, Inc.ⁱ		2,073,439
	1,315	Global Brass and Copper Holdings, Inc.		43,987
	9,371	GMS, Inc.ⁱ		286,378
	6,628	Gorman-Rupp Company		193,869
	37,344	Granite Construction, Inc.		2,086,036
	21,360	GWA Group, Ltd.		55,630
	85,918	Harsco Corporationⁱ		1,774,207
	68,066	Healthcare Services Group, Inc.		2,959,510
	41,428	Heico Corporation		3,596,365
	6,506	Heidrick & Struggles International, Inc.		203,312
	7,532	Hillenbrand, Inc.		345,719
	60,141	Honeywell International, Inc.		8,690,976
	46,146	Hubbell, Inc.		5,619,660
	5,250	Huntington Ingalls Industries, Inc.		1,353,240
	3,858	Hyster-Yale Materials Handling, Inc.		269,790
	45,740	ICF International, Inc.		2,673,503
	2,700	Inaba Denki Sangyo Company, Ltd.		119,356
	23,060	Ingersoll-Rand plc		1,971,861
	115,992	Interface, Inc.		2,922,998
	48,409	Jacobs Engineering Group, Inc.		2,863,392
	28,233	JB Hunt Transport Services, Inc.		3,307,496
	125,748	KAR Auction Services, Inc.		6,815,542
	43,442	KeyW Holding Corporation^i,j		341,454
	43,822	Kforce, Inc.		1,185,385
	135,100	Kirby Corporationⁱ		10,395,945
	17,030	L3 Technologies, Inc.		3,542,240
	16,804	Lincoln Electric Holdings, Inc.		1,511,520
	22,820	Lindsay Corporation		2,086,661
	7,052	Lockheed Martin Corporation		2,383,082
	1,166	Loomis AB		42,094
	5,900	Marubeni Corporation		43,085
	43,410	Masco Corporation		1,755,500
	30,880	Masonite International Corporationⁱ		1,894,488
	9,178	Middleby Corporationⁱ		1,136,145


Shares		Common Stock (35.0%)	Value
	Industrials (4.8%) - continued
	30,657	Milacron Holdings Corporationⁱ		$617,432
	4,000	Mitsuboshi Belting, Ltd.		44,563
	6,379	Monadelphous Group, Ltd.		75,195
	18,553	Moog, Inc.ⁱ		1,528,953
	352,956	MRC Global, Inc.ⁱ		5,802,597
	8,313	National Express Group plc		45,069
	57,808	Navigant Consulting, Inc.ⁱ		1,112,226
	180,885	NCI Building Systems, Inc.ⁱ		3,201,664
	138,180	Nexeo Solutions, Inc.ⁱ		1,478,526
	7,000	Nitto Kogyo Corporation		108,459
	2,020	Nobina AB^k		13,064
	75,978	Norfolk Southern Corporation		10,316,293
	2,506	Northgate plc		11,862
	21,423	Novanta, Inc.ⁱ		1,117,209
	20,087	Old Dominion Freight Line, Inc.		2,952,186
	32,216	On Assignment, Inc.ⁱ		2,637,846
	12,291	Orion Group Holdings, Inc.ⁱ		80,998
	44,438	Oshkosh Corporation		3,433,724
	19,256	PageGroup plc		145,111
	26,348	Parker Hannifin Corporation		4,506,298
	7,948	Quad/Graphics, Inc.		201,482
	30,234	Radiant Logistics, Inc.ⁱ		117,006
	47,672	Raven Industries, Inc.		1,670,904
	24,349	Raytheon Company		5,255,001
	24,408	RELX NV		505,951
	14,986	RELX plc		307,839
	5,360	Resources Connection, Inc.		86,832
	807	Rockwool International AS		240,396
	21,812	Roper Industries, Inc.		6,122,410
	52,995	Royal Mail plc		402,220
	34,796	RPX Corporation		371,969
	18,063	Saia, Inc.ⁱ		1,357,434
	1,014	Sandvik AB		18,578
	1,831	Schindler Holding AG, Participation Certificate		395,071
	24	SGS SA		59,038
	1,000	ShinMaywa Industries, Ltd.		8,271
	40,137	SiteOne Landscape Supply, Inc.ⁱ		3,092,154
	17,690	SKF AB^j		362,416
	5,900	Smiths Group plc		125,501
	323,378	Southwest Airlines Company		18,523,092
	18,359	SP Plus Corporationⁱ		653,580
	1,086	Spirax-Sarco Engineering plc		87,606
	78,475	SPX Corporationⁱ		2,548,868
	39,273	SPX FLOW, Inc.ⁱ		1,931,839
	3,977	Standex International Corporation		379,207
	4,922	Stanley Black & Decker, Inc.		754,050
	650	Sulzer, Ltd.		85,561
	18,900	Sumitomo Electric Industries, Ltd.		288,858
	900	Taikisha, Ltd.		29,518
	49,100	Terex Corporation		1,836,831
	2,700	Toppan Forms Company, Ltd.		29,902
	23,000	Toppan Printing Company, Ltd.		189,059
	14,328	Toro Company		894,784
	120,730	TPI Composites, Inc.ⁱ		2,710,389
	4,018	Transcontinental, Inc.		79,371
	4,010	TransDigm Group, Inc.		1,230,829
	20,620	TransUnionⁱ		1,170,804
	84,327	TriMas Corporationⁱ		2,213,584
	41,177	TrueBlue, Inc.ⁱ		1,066,484
	7,000	Tsubakimoto Chain Company		57,223
	32,810	United Continental Holdings, Inc.ⁱ		2,279,311
	19,054	United Parcel Service, Inc.		1,994,192
	35,899	United Rentals, Inc.ⁱ		6,200,834
	62,910	United Technologies Corporation		7,915,336
	81,950	Univar, Inc.ⁱ		2,274,113


Shares		Common Stock (35.0%)	Value
	Industrials (4.8%) - continued
	29,946	Universal Truckload Services, Inc.		$633,358
	12,751	Valmont Industries, Inc.		1,865,471
	25,798	Vectrus, Inc.ⁱ		960,718
	40,475	Verisk Analytics, Inc.ⁱ		4,209,400
	4,550	Vinci SA		448,153
	15,662	WABCO Holdings, Inc.ⁱ		2,096,672
	53,663	WageWorks, Inc.ⁱ		2,425,568
	109,058	Waste Connections, Inc.		7,823,821
	10,169	Watsco, Inc.		1,840,284
	74,176	Willdan Group, Inc.ⁱ		2,102,890
	1,200	Yuasa Trading Company, Ltd.		39,451

		Total		296,085,278


	Information Technology (10.1%)
	59,070	2U, Inc.ⁱ		4,963,652
	86,100	Advanced Micro Devices, Inc.^i,j		865,305
	93,000	Agilent Technologies, Inc.		6,221,700
	91,500	Akamai Technologies, Inc.ⁱ		6,494,670
	38,931	Alliance Data Systems Corporation		8,286,853
	29,978	Alphabet, Inc., Class Aⁱ		31,091,383
	22,241	Alphabet, Inc., Class Cⁱ		22,948,041
	25,403	Ambarella, Inc.^i,j		1,244,493
	8,593	American Software, Inc.		111,709
	60,674	Amphenol Corporation		5,225,852
	221,763	Apple, Inc.		37,207,396
	17,650	Arista Networks, Inc.ⁱ		4,506,045
	85,299	Arrow Electronics, Inc.ⁱ		6,569,729
	10,570	Atkore International Group, Inc.ⁱ		209,815
	24,922	Automatic Data Processing, Inc.		2,828,149
	37,340	Belden, Inc.		2,574,220
	132,279	Benchmark Electronics, Inc.		3,948,528
	134	BKW FMB Energie		8,914
	115,413	Blackline, Inc.ⁱ		4,525,344
	185,223	Booz Allen Hamilton Holding Corporation		7,171,835
	658	Broadcom, Ltd.		155,058
	79,805	CA, Inc.		2,705,389
	3,600	Canon, Inc.		130,602
	4,839	Capgemini SA		603,784
	20,834	CDW Corporation		1,464,839
	1,154	CGI Group, Inc.ⁱ		66,552
	196,691	Ciena Corporationⁱ		5,094,297
	693,316	Cisco Systems, Inc.		29,736,323
	27,650	Cognex Corporation		1,437,523
	10,161	Comtech Telecommunications Corporation		303,712
	32,325	CoreLogic, Inc.ⁱ		1,462,060
	44,900	Descartes Systems Group, Inc.ⁱ		1,281,895
	139,220	Dolby Laboratories, Inc.		8,848,823
	23,851	Endurance International Group Holdings, Inc.ⁱ		176,497
	49,530	Envestnet, Inc.ⁱ		2,838,069
	11,710	Euronet Worldwide, Inc.ⁱ		924,153
	146,669	EVERTEC, Inc.		2,398,038
	2,607	ExlService Holdings, Inc.ⁱ		145,392
	11,206	Extreme Networks, Inc.ⁱ		124,050
	141,045	Facebook, Inc.ⁱ		22,537,581
	44,182	Fidelity National Information Services, Inc.		4,254,727
	57,398	Fiserv, Inc.ⁱ		4,093,051
	119,075	FLIR Systems, Inc.		5,954,941
	55,151	Fortinet, Inc.ⁱ		2,954,991
	33,840	Global Payments, Inc.		3,773,837
	66,872	Guidewire Software, Inc.ⁱ		5,405,264
	78,140	HP, Inc.		1,712,829
	13,400	IAC/InterActiveCorporationⁱ		2,095,492


Shares		Common Stock (35.0%)	Value
	Information Technology (10.1%) - continued
	50,393	Insight Enterprises, Inc.ⁱ		$1,760,227
	189,930	Keysight Technologies, Inc.ⁱ		9,950,433
	24,603	KLA-Tencor Corporation		2,681,973
	36,300	Konica Minolta Holdings, Inc.		308,585
	780	Kulicke and Soffa Industries, Inc.ⁱ		19,508
	4,000	Kyocera Corporation		226,792
	16,930	Lam Research Corporation		3,439,499
	7,681	Leidos Holdings, Inc.		502,337
	44,301	Liberty Tripadvisor Holdings, Inc.ⁱ		476,236
	105,030	M/A-COM Technology Solutions Holdings, Inc.^i,j		1,743,498
	27,745	ManTech International Corporation		1,539,015
	221,962	MasterCard, Inc.		38,878,864
	39,410	Maxim Integrated Products, Inc.		2,373,270
	32,621	Methode Electronics, Inc.		1,275,481
	33,310	Microsemi Corporationⁱ		2,155,823
	497,550	Microsoft Corporation		45,411,389
	54,371	Monolithic Power Systems, Inc.		6,294,531
	65,240	National Instruments Corporation		3,299,187
	3,700	NEC Networks & System Integration Corporation		96,240
	65,970	New Relic, Inc.ⁱ		4,889,696
	24,016	Nice, Ltd. ADRⁱ		2,255,823
	159,521	NRG Yield, Inc., Class A		2,622,525
	60,747	NVIDIA Corporation		14,068,398
	248,821	Oracle Corporation		11,383,561
	22,060	Palo Alto Networks, Inc.ⁱ		4,004,331
	332,049	PayPal Holdings, Inc.ⁱ		25,192,558
	53,525	Pegasystems, Inc.		3,246,291
	17,821	Plantronics, Inc.		1,075,854
	53,380	Plexus Corporationⁱ		3,188,387
	39,687	Progress Software Corporation		1,525,965
	66,613	Proofpoint, Inc.ⁱ		7,570,567
	96,259	Q2 Holdings, Inc.ⁱ		4,384,597
	218,605	Quantenna Communications, Inc.ⁱ		2,994,889
	118,315	Red Hat, Inc.ⁱ		17,689,276
	26,690	Rogers Corporationⁱ		3,190,523
	52,509	Rudolph Technologies, Inc.ⁱ		1,454,499
	1,300	Ryoyo Electro Corporation		20,935
	187,747	SailPoint Technologies Holdings, Inc.ⁱ		3,884,485
	227,046	Salesforce.com, Inc.ⁱ		26,405,450
	8,704	ScanSource, Inc.ⁱ		309,427
	2,477	Seagate Technology plc		144,954
	265,261	Sequans Communications SA ADR^i,j		445,638
	30,028	ServiceNow, Inc.ⁱ		4,968,133
	11,400	Shinko Electric Industries Company, Ltd.		84,274
	47,700	SS&C Technologies Holdings, Inc.		2,558,628
	48,395	Synopsys, Inc.ⁱ		4,028,400
	2,112	TE Connectivity, Ltd.		210,989
	20,825	Teradata Corporationⁱ		826,128
	16,429	Teradyne, Inc.		750,970
	25,270	Texas Instruments, Inc.		2,625,300
	43,139	Total System Services, Inc.		3,721,170
	23,263	Travelport Worldwide, Ltd.		380,117
	20,988	Trimble, Inc.ⁱ		753,049
	45,225	Twitter, Inc.ⁱ		1,311,977
	31,889	Tyler Technologies, Inc.ⁱ		6,727,303
	6,147	Ultimate Software Group, Inc.ⁱ		1,498,024
	8,037	VASCO Data Security International, Inc.ⁱ		104,079
	41,376	Verint Systems, Inc.ⁱ		1,762,618
	126,879	Virtusa Corporationⁱ		6,148,556
	291,163	Visa, Inc.		34,828,918
	154,676	Xilinx, Inc.		11,173,794
	21,341	XO Group, Inc.ⁱ		442,826


Shares		Common Stock (35.0%)	Value
	Information Technology (10.1%) - continued
	103,213	Zix Corporationⁱ		$440,720

		Total		619,410,892


	Materials (1.1%)
	19,300	Alcoa Corporationⁱ		867,728
	1,698	APERAM		81,310
	23,149	Balchem Corporation		1,892,431
	11,761	BASF SE		1,192,771
	26,941	BHP Billiton plc		532,440
	23,364	BHP Billiton, Ltd.		517,874
	32,369	Celanese Corporation		3,243,697
	36,850	CF Industries Holdings, Inc.		1,390,351
	49,327	Continental Building Products, Inc.ⁱ		1,408,286
	67,776	Crown Holdings, Inc.ⁱ		3,439,632
	15,100	Daicel Corporation		165,813
	26,319	Eastman Chemical Company		2,778,760
	9,253	Evonik Industries AG		326,292
	3,393	Ferro Corporationⁱ		78,785
	57,670	Ferroglobe Representation & Warranty Insurance Trust^e,i		6
	67,092	Freeport-McMoRan, Inc.ⁱ		1,178,806
	6,984	Granges AB		82,164
	70,778	Graphic Packaging Holding Company		1,086,442
	27,921	Hecla Mining Company		102,470
	1,157	Hudbay Minerals, Inc.		8,190
	38,012	Innospec, Inc.		2,607,623
	28,171	International Paper Company		1,505,177
	3,000	JSR Corporation		67,518
	12,948	Kadant, Inc.		1,223,586
	6,000	Kaneka Corporation		59,685
	7,432	Koppers Holdings, Inc.ⁱ		305,455
	13,500	Kuraray Company, Ltd.		234,067
	7,600	Kyoei Steel, Ltd.		129,823
	7,828	Lundin Mining Corporation		51,342
	15,380	Martin Marietta Materials, Inc.		3,188,274
	22,398	Mercer International, Inc.		278,855
	1,190	Methanex Corporation		72,173
	10,532	Mondi plc		283,080
	69,751	Myers Industries, Inc.		1,475,234
	13,610	Neenah, Inc.		1,067,024
	41,137	Newmont Mining Corporation		1,607,223
	500	Nippon Shokubai Company, Ltd.		34,571
	30,175	Norsk Hydro ASA		178,989
	32,349	Nucor Corporation		1,976,200
	6,049	Olympic Steel, Inc.		124,065
	133,072	OMNOVA Solutions, Inc.ⁱ		1,397,256
	104,194	Owens-Illinois, Inc.ⁱ		2,256,842
	8,968	Packaging Corporation of America		1,010,694
	72,473	Reliance Steel & Aluminum Company		6,213,835
	245	Rio Tinto plc		12,432
	1,235	Rio Tinto, Ltd.		69,965
	44,900	RPM International, Inc.		2,140,383
	24,400	Ryerson Holding Corporationⁱ		198,860
	5,006	Sandfire Resources NL		28,520
	47,507	Schweitzer-Mauduit International, Inc.		1,859,899
	15,515	Scotts Miracle-Gro Company		1,330,411
	31,905	Sensient Technologies Corporation		2,251,855
	3,061	Solvay SA		425,417
	37,120	Steel Dynamics, Inc.		1,641,446
	2,525	Stepan Company		210,030
	400	Taiyo Holdings Company, Ltd.		17,216
	4,700	Toagosei Company, Ltd.		55,607
	15,592	Trinseo SA		1,154,588
	6,581	United States Steel Corporation		231,585
	18,888	UPM-Kymmene Oyj		700,251


Shares		Common Stock (35.0%)	Value
	Materials (1.1%) - continued
	26,111	Verso Corporationⁱ		$439,709
	5,268	W. R. Grace & Company		322,560
	61,921	WestRock Company		3,973,471
	1,200	Yamato Kogyo Company, Ltd.		33,113

		Total		64,820,157


	Real Estate (1.0%)
	40,340	Ares Commercial Real Estate Corporation		498,199
	148,263	Armada Hoffler Properties, Inc.		2,029,720
	1,806	Artis Real Estate Investment Trust		19,050
	20,060	Ashford Hospitality Prime, Inc.		194,983
	73,794	Ashford Hospitality Trust, Inc.		476,709
	15,654	Bluerock Residential Growth REIT, Inc.		133,059
	4,552	British Land Company plc		41,033
	277,752	Brixmor Property Group, Inc.		4,235,718
	6,700	Camden Property Trust		564,006
	16,279	Catchmark Timber Trust, Inc.		202,999
	85,318	Cedar Realty Trust, Inc.		336,153
	71,791	Chatham Lodging Trust		1,374,798
	16,309	Chesapeake Lodging Trust		453,553
	35,417	City Office REIT, Inc.		409,420
	80,266	Cousins Properties, Inc.		696,709
	33,636	CyrusOne, Inc.		1,722,500
	200	Daito Trust Construction Company, Ltd.		34,053
	58,026	DDR Corporation		425,331
	21,885	DEXUS Property Group		157,588
	5,000	Digital Realty Trust, Inc.		526,900
	60,134	Douglas Emmett, Inc.		2,210,526
	21,250	Duke Realty Corporation		562,700
	8,367	Equity Lifestyle Properties, Inc.		734,372
	27,568	First Industrial Realty Trust, Inc.		805,813
	34,583	Franklin Street Properties Corporation		290,843
	6,413	Gaming and Leisure Properties, Inc.		214,643
	23,050	General Growth Properties, Inc.		471,603
	17,115	GEO Group, Inc.		350,344
	6,339	Getty Realty Corporation		159,870
	22,000	Hang Lung Properties, Ltd.		51,635
	28,642	HFF, Inc.		1,423,507
	92,290	Highwoods Properties, Inc.		4,044,148
	127,484	Hospitality Properties Trust		3,230,444
	30,645	Host Hotels & Resorts, Inc.		571,223
	39,000	Hysan Development Company, Ltd.		206,967
	144,116	InfraREIT, Inc.		2,800,174
	53,108	Liberty Property Trust		2,109,981
	16,516	Mid-America Apartment Communities, Inc.		1,506,920
	145,008	Monmouth Real Estate Investment Corporation		2,180,920
	60,275	National Storage Affiliates Trust		1,511,697
	8,200	One Liberty Properties, Inc.		181,220
	43,610	Physicians Realty Trust		679,008
	20,096	Ramco-Gershenson Properties Trust		248,386
	10,146	RE/MAX Holdings, Inc.		613,326
	81,812	Retail Properties of America, Inc.		953,928
	12,000	Road King Infrastructure, Ltd.		23,932
	19,364	Ryman Hospitality Properties		1,499,742
	5,691	Saul Centers, Inc.		290,070
	24,886	SBA Communications Corporationⁱ		4,253,515
	15,664	Stockland		48,604
	111,598	Summit Hotel Properties, Inc.		1,518,849
	11,172	Sun Communities, Inc.		1,020,786
	10,000	Sun Hung Kai Properties, Ltd.		158,730


Shares		Common Stock (35.0%)	Value
	Real Estate (1.0%) - continued
	4,000	Swire Pacific, Ltd.		$40,506
	48,753	Terreno Realty Corporation		1,682,466
	73,835	Urstadt Biddle Properties, Inc.		1,425,015
	80,542	Weyerhaeuser Company		2,818,970
	29,100	Wing Tai Holdings, Ltd.		46,138
	26,823	Xenia Hotels & Resorts, Inc.		528,950

		Total		58,002,952


	Telecommunications Services (0.1%)
	3,823	Freenet AG		116,349
	89,270	KCOM Group plc		115,351
	1,900	KDDI Corporation		48,933
	8,400	Nippon Telegraph & Telephone Corporation		391,886
	39,200	NTT DOCOMO, Inc.		999,343
	176,040	ORBCOMM, Inc.ⁱ		1,649,495
	26,474	Telenor ASA		602,049
	3,173	Telephone & Data Systems, Inc.		88,939
	102,189	Verizon Communications, Inc.		4,886,678

		Total		8,899,023


	Utilities (0.4%)
	83,743	AES Corporation		952,158
	672	Alpha Natural Resources Holdings, Inc.ⁱ		16,296
	2,528	ANR, Inc.ⁱ		60,672
	17,228	Artesian Resources Corporation		628,477
	3,500	Chubu Electric Power Company, Inc.		50,231
	13,527	Consolidated Water Company, Ltd.		196,818
	23,610	Edison International, Inc.		1,503,013
	3,380	Eversource Energy		199,150
	33,170	MDU Resources Group, Inc.		934,067
	10,506	Middlesex Water Company		385,570
	24,990	New Jersey Resources Corporation		1,002,099
	28,925	NorthWestern Corporation		1,556,165
	59,929	NRG Yield, Inc., Class C		1,018,793
	75,604	OGE Energy Corporation		2,477,543
	20,100	Osaka Gas Company, Ltd.		399,768
	104,697	PG&E Corporation		4,599,339
	42,360	PNM Resources, Inc.		1,620,270
	4,585	Portland General Electric Company		185,738
	14,400	Public Service Enterprise Group, Inc.		723,456
	16,290	Southwest Gas Holdings, Inc.		1,101,693
	5,985	Spire, Inc.		432,715
	14,700	Tokyo Gas Company, Ltd.		392,787
	118,156	UGI Corporation		5,248,489
	2,704	Unitil Corporation		125,493
	1,094	Verbund AG		31,747

		Total		25,842,547



		Total Common Stock (cost $1,616,740,880)		2,138,683,528


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Asset-Backed Securities (0.7%)
		Access Group, Inc.
	239,720	2.121%, (LIBOR 1M + 0.500%), 2/25/2036, Ser. 2013-1, Class A^d,k		238,906
		ALM Loan Funding CLO
	975,000	2.871%, (LIBOR 3M + 1.140%), 10/17/2026, Ser. 2014-11A, Class A1R^*,d		975,146


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Asset-Backed Securities (0.7%) - continued
		AMSR Trust
	$1,075,000	3.208%, (LIBOR 1M + 1.400%), 11/17/2033, Ser. 2016-SFR1, Class A^d,k		$1,079,440
		Apidos CLO XVIII
	950,000	2.865%, (LIBOR 3M + 1.120%), 7/22/2026, Ser. 2014-18A, Class A1R^*,d		950,076
		Ares XXXII CLO, Ltd.
	750,000	3.049%, (LIBOR 3M + 1.210%), 11/15/2025, Ser. 2014-32A, Class A1R^*,d		750,381
		Babson CLO, Ltd.
	385,000	2.881%, (LIBOR 3M + 1.150%), 10/17/2026, Ser. 2014-IIA, Class AR^*,d		385,058
		Bayview Koitere Fund Trust
	921,853	4.000%, 11/28/2053, Ser. 2017-SPL3, Class A^d,k		944,906
		Betony CLO, Ltd.
	350,000	3.072%, (LIBOR 3M + 1.350%), 4/15/2027, Ser. 2015-1A, Class AR^*,d		350,151
		Birchwood Park CLO, Ltd.
	385,000	2.900%, (LIBOR 3M + 1.180%), 7/15/2026, Ser. 2014-1A, Class AR^*,d		385,074
		BlueMountain CLO, Ltd.
	725,000	2.744%, (LIBOR 3M + 1.140%), 10/15/2026, Ser. 2014-3A, Class A1R^*,d		725,114
		Carlyle Global Market Strategies CLO, Ltd.
	400,000	2.922%, (LIBOR 3M + 1.200%), 10/15/2026, Ser. 2014-4A, Class A1R^*,d		400,071
		Cent CLO 16, LP
	180,920	3.023%, (LIBOR 3M + 1.250%), 8/1/2024, Ser. 2012-16A, Class A1AR^*,d		180,996
		Cent CLO 22, Ltd.
	400,000	3.204%, (LIBOR 3M + 1.410%), 11/7/2026, Ser. 2014-22A, Class A1R^*,d		400,241
		Commonbond Student Loan Trust
	670,710	2.730%, 10/25/2040, Ser. 2016-B, Class A1^k		659,053
	900,000	2.102%, (LIBOR 1M + 0.500%), 2/25/2044, Ser. 2018-AGS, Class A2^d,k		899,989
	600,000	3.210%, 2/25/2044, Ser. 2018-AGS, Class A1^k		599,740
		DRB Prime Student Loan Trust
	359,123	3.531%, (LIBOR 1M + 1.900%), 10/27/2031, Ser. 2015-B, Class A1^*,d		367,335
	1,147,766	3.200%, 1/25/2040, Ser. 2015-D, Class A2^*		1,140,682
		Dryden 34 Senior Loan Fund CLO
	385,000	2.882%, (LIBOR 3M + 1.160%), 10/15/2026, Ser. 2014-34A, Class AR^*,d		385,091
		Earnest Student Loan Program, LLC
	1,571,777	3.020%, 5/25/2034, Ser. 2016-B, Class A2^k		1,561,054


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Asset-Backed Securities (0.7%) - continued
		Edlinc Student Loan Funding Trust
	$158,748	4.540%, (CMT 3M + 3.150%), 10/1/2025, Ser. 2012-A, Class AT^*,d		$161,291
		Galaxy XX CLO, Ltd.
	1,200,000	2.745%, (LIBOR 3M + 1.000%), 4/20/2031, Ser. 2015-20A, Class AR^*,d		1,202,882
		GoldenTree Loan Opportunities IX, Ltd.
	400,000	3.130%, (LIBOR 3M + 1.370%), 10/29/2026, Ser. 2014-9A, Class AR^*,d		400,190
		Golub Capital Partners, Ltd.
	1,095,000	2.626%, (LIBOR 3M + 1.200%), 1/20/2031, Ser. 2015-22A, Class AR^*,d		1,103,381
	750,000	2.681%, (LIBOR 3M + 1.180%), 1/20/2031, Ser. 2017-RT5, Class A^*,d		755,518
		Laurel Road Prime Student Loan Trust
	850,000	2.810%, 11/25/2042, Ser. 2017-2A, Class A^k		833,891
		Lendmark Funding Trust
	600,000	2.800%, 5/20/2026, Ser. 2017-1III, Class A^k		596,721
		Limerock CLO III, LLC
	1,150,000	2.945%, (LIBOR 3M + 1.200%), 10/20/2026, Ser. 2014-3A, Class A1R^*,d		1,150,243
		Madison Park Funding XIV, Ltd.
	1,050,000	2.865%, (LIBOR 3M + 1.120%), 7/20/2026, Ser. 2014-14A, Class A1R^*,d		1,050,556
		Magnetite XII, Ltd.
	1,200,000	3.052%, (LIBOR 3M + 1.330%), 4/15/2027, Ser. 2015-12A, Class AR^*,d		1,206,104
		Marlette Funding Trust
	953,212	2.390%, 7/15/2024, Ser. 2017-2A, Class A^k		950,955
		Morgan Stanley Bank of America Merrill Lynch Trust
	1,425,000	3.176%, 8/15/2045, Ser. 2012-C5, Class A4		1,427,138
	1,425,000	3.246%, 12/15/2047, Ser. 2014-C19, Class A3		1,412,357
		Morgan Stanley Capital, Inc.
	851,479	2.022%, (LIBOR 1M + 0.150%), 2/25/2037, Ser. 2007-NC2, Class A2FP^d		551,687
		Mountain View CLO, Ltd.
	1,200,000	3.182%, (LIBOR 3M + 1.460%), 7/15/2027, Ser. 2015-9A, Class A1A^*,d		1,201,069
		Neuberger Berman CLO XIV, Ltd.
	600,000	3.010%, (LIBOR 3M + 1.250%), 1/28/2030, Ser. 2013-14A, Class AR^*,d		604,193
		Neuberger Berman CLO, Ltd.
	260,000	2.925%, (LIBOR 3M + 1.180%), 4/22/2029, Ser. 2014-17A, Class AR^*,d		261,292


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Asset-Backed Securities (0.7%) - continued
		Octagon Investment Partners XX, Ltd.
	$975,000	2.941%, (LIBOR 3M + 1.130%), 8/12/2026, Ser. 2014-1A, Class AR^*,d		$975,335
		OZLM VIII, Ltd.
	385,000	2.861%, (LIBOR 3M + 1.130%), 10/17/2026, Ser. 2014-8A, Class A1AR^*,d		385,058
		Race Point IX CLO, Ltd.
	900,000	2.932%, (LIBOR 3M + 1.210%), 10/15/2030, Ser. 2015-9A, Class A1AR^*,d		907,968
		Renaissance Home Equity Loan Trust
	1,096,369	5.746%, 5/25/2036, Ser. 2006-1, Class AF6^l		793,362
	1,350,610	6.011%, 5/25/2036, Ser. 2006-1, Class AF4^l		1,012,318
	1,150,218	5.580%, 11/25/2036, Ser. 2006-3, Class AF2^l		660,319
		Shackleton, Ltd.
	1,200,000	3.092%, (LIBOR 3M + 1.370%), 4/15/2027, Ser. 2015-7A, Class AR^*,d		1,200,313
		SLM Student Loan Trust
	416,567	2.392%, (LIBOR 1M + 0.520%), 3/25/2026, Ser. 2011-1, Class A1^d		417,824
		SoFi Consumer Loan Program, LLC
	357,735	3.260%, 8/25/2025, Ser. 2016-1, Class A^k		357,781
	419,911	3.050%, 12/26/2025, Ser. 2016-3, Class A^k		419,572
	639,114	2.500%, 5/26/2026, Ser. 2017-4, Class A^k		631,675
	807,040	2.140%, 9/25/2026, Ser. 2017-5, Class A1^k		802,483
		SoFi Professional Loan Program, LLC
	309,741	2.420%, 3/25/2030, Ser. 2015-A, Class A2^k		307,392
		Stanwich Mortgage Loan Company, LLC
	392,677	3.598%, 3/16/2022, Ser. 2017-NPA1, Class A1^*,l		392,761
		Symphony CLO VIII, Ltd.
	92,598	2.804%, (LIBOR 3M + 1.100%), 1/9/2023, Ser. 2012- 8A, Class AR^*,d		92,606
		Symphony CLO XV, Ltd.
	1,150,000	2.911%, (LIBOR 3M + 1.180%), 10/17/2026, Ser. 2014-15A, Class AR^*,d		1,150,270
		U.S. Small Business Administration
	300,047	3.191%, 3/10/2024, Ser. 2014-10A, Class 1		302,000
		Verizon Owner Trust
	375,000	2.060%, 9/20/2021, Ser. 2017-1A, Class A^k		371,316
		Voya CLO 3, Ltd.
	385,000	2.465%, (LIBOR 3M + 0.720%), 7/25/2026, Ser. 2017-2, Class A^*,d		384,997

		Total		39,813,322


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Basic Materials (0.3%)
		Alcoa Nederland Holding BV
	$695,000	6.750%, 9/30/2024^k		$743,650
		Anglo American Capital plc
	820,000	4.875%, 5/14/2025^k		839,902
		ArcelorMittal SA
	670,000	5.750%, 3/1/2021		706,012
	550,000	6.125%, 6/1/2025		598,125
		Braskem Netherlands Finance BV
	720,000	4.500%, 1/10/2028^k		700,848
		BWAY Holding Company
	745,000	5.500%, 4/15/2024^k		749,656
		CF Industries, Inc.
	815,000	3.450%, 6/1/2023		782,400
		Chemours Company
	665,000	5.375%, 5/15/2027		666,663
		First Quantum Minerals, Ltd.
	355,000	7.000%, 2/15/2021^k		355,887
	500,000	7.500%, 4/1/2025^k		490,938
		Georgia-Pacific, LLC
	245,000	2.539%, 11/15/2019^k		243,491
		Glencore Finance Canada, Ltd.
	224,000	6.000%, 11/15/2041^k		247,177
		Glencore Funding, LLC
	180,000	2.782%, (LIBOR 3M + 1.060%), 4/16/2018^d,k		180,036
	224,000	4.125%, 5/30/2023^k		225,460
	300,000	4.000%, 3/27/2027^k		289,420
		International Paper Company
	600,000	4.350%, 8/15/2048		568,194
		Kinross Gold Corporation
	448,000	5.950%, 3/15/2024		480,480
	635,000	4.500%, 7/15/2027^k		621,856
		Novelis Corporation
	275,000	5.875%, 9/30/2026^k		270,875
		Olin Corporation
	895,000	5.125%, 9/15/2027		882,694
		Peabody Securities Finance Corporation
	745,000	6.375%, 3/31/2025^k		772,938
		Platform Specialty Products Corporation
	500,000	5.875%, 12/1/2025^k		488,750
		Sherwin-Williams Company
	540,000	3.125%, 6/1/2024		521,888
		Steel Dynamics, Inc.
	615,000	5.000%, 12/15/2026		615,000
		Teck Resources, Ltd.
	955,000	6.125%, 10/1/2035		1,012,300
		United States Steel Corporation
	775,000	6.250%, 3/15/2026		772,094
		Vale Overseas, Ltd.
	340,000	6.250%, 8/10/2026		380,902
	350,000	6.875%, 11/21/2036		411,670
	350,000	6.875%, 11/10/2039		414,750
		Westlake Chemical Corporation
	448,000	3.600%, 8/15/2026		432,362
		WestRock Company
	470,000	3.750%, 3/15/2025^k		468,655

		Total		16,935,073


	Capital Goods (0.3%)
		AECOM
	920,000	5.875%, 10/15/2024		962,550
		Ardagh Packaging Finance plc
	760,000	6.000%, 2/15/2025^k		763,800


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Capital Goods (0.3%) - continued
		Ashtead Capital, Inc.
	$630,000	4.125%, 8/15/2025^k		$604,800
		Bombardier, Inc.
	895,000	7.500%, 3/15/2025^k		918,494
		Building Materials Corporation of America
	660,000	6.000%, 10/15/2025^k		676,500
		CEMEX SAB de CV
	730,000	6.125%, 5/5/2025^k		759,346
		Cintas Corporation No. 2
	345,000	3.700%, 4/1/2027		344,361
		CNH Industrial Capital, LLC
	370,000	4.375%, 11/6/2020		377,862
	480,000	4.875%, 4/1/2021		493,800
		CNH Industrial NV
	450,000	4.500%, 8/15/2023		457,978
	600,000	3.850%, 11/15/2027		582,097
		Crown Americas Capital Corporation IV
	670,000	4.500%, 1/15/2023		664,975
		Huntington Ingalls Industries, Inc.
	720,000	3.483%, 12/1/2027^k		692,064
		L3 Technologies, Inc.
	705,000	3.950%, 5/28/2024		708,867
		Lockheed Martin Corporation
	150,000	2.500%, 11/23/2020		148,606
	480,000	3.600%, 3/1/2035		457,764
	448,000	4.500%, 5/15/2036		474,652
	120,000	6.150%, 9/1/2036		150,708
		Northrop Grumman Corporation
	820,000	3.850%, 4/15/2045		764,048
		Owens-Brockway Glass Container, Inc.
	960,000	5.000%, 1/15/2022^k		969,312
		Pentair Finance SA
	545,000	2.900%, 9/15/2018		545,116
		Republic Services, Inc.
	335,000	2.900%, 7/1/2026		313,759
		Reynolds Group Issuer, Inc.
	670,000	5.125%, 7/15/2023^k		676,499
		Roper Industries, Inc.
	601,000	2.050%, 10/1/2018		599,556
		Roper Technologies, Inc.
	336,000	2.800%, 12/15/2021		330,453
		Siemens Financieringsmaatschappij NV
	932,000	4.200%, 3/16/2047^k		974,645
		Standard Industries, Inc.
	415,000	5.500%, 2/15/2023^k		429,525
		Textron, Inc.
	400,000	7.250%, 10/1/2019		425,034
	720,000	3.375%, 3/1/2028		686,925
		United Rentals North America, Inc.
	680,000	5.500%, 7/15/2025		696,150
		United Technologies Corporation
	600,000	4.050%, 5/4/2047		568,908

		Total		18,219,154


	Collateralized Mortgage Obligations (0.4%)
		Angel Oak Mortgage Trust I, LLC
	258,408	3.500%, 7/25/2046, Ser. 2016-1, Class A1^*		259,008


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Collateralized Mortgage Obligations (0.4%) - continued
		Bayview Opportunity Master Fund Trust
	$829,576	4.000%, 6/28/2054, Ser. 2017-SPL2, Class A^d,k		$842,868
	1,352,371	4.000%, 10/28/2064, Ser. 2017-SPL1, Class A^d,k		1,373,989
	1,103,303	3.500%, 5/28/2069, Ser. 2011-2, Class A2^d,k		1,111,732
		BCAP, LLC Trust
	766,838	2.052%, (LIBOR 1M + 0.180%), 3/25/2037, Ser. 2007-AA1, Class 2A1^d		734,245
		Citigroup Mortgage Loan Trust, Inc.
	278,109	5.500%, 11/25/2035, Ser. 2005-9, Class 21A2		277,141
		CitiMortgage Alternative Loan Trust
	930,085	5.750%, 4/25/2037, Ser. 2007-A4, Class 1A5		876,979
		COLT Mortgage Loan Trust
	436,915	2.800%, 12/26/2046, Ser. 2016-3, Class A1^*,d		433,230
	1,273,185	2.415%, 10/25/2047, Ser. 2017-2, Class A1A^d,k		1,275,096
		Countrywide Alternative Loan Trust
	344,979	3.383%, 10/25/2035, Ser. 2005-43, Class 4A1^d		303,664
	290,284	6.500%, 8/25/2036, Ser. 2006-23CB, Class 2A3		191,075
	173,473	6.000%, 1/25/2037, Ser. 2006-39CB, Class 1A16		169,637
	892,590	5.500%, 5/25/2037, Ser. 2007-8CB, Class A1		746,646
	889,507	7.000%, 10/25/2037, Ser. 2007-24, Class A10		579,820
		Countrywide Home Loans, Inc.
	324,654	5.750%, 4/25/2037, Ser. 2007-3, Class A27		269,534
		Deutsche Alt-A Securities Mortgage Loan Trust
	238,368	6.000%, 10/25/2021, Ser. 2006-AR5, Class 23A		218,051
		Federal Home Loan Mortgage Corporation
	1,656,584	4.000%, 7/15/2031, Ser.- 4104, Class KI^m		191,273
	1,038,919	3.000%, 2/15/2033, Ser. 4170, Class IG^m		118,066
		Federal National Mortgage Association
	1,983,278	3.500%, 1/25/2033, Ser. 2012-150, Class YI^m		257,297
		Impac Secured Assets Trust
	1,641,183	2.112%, (LIBOR 1M + 0.240%), 9/25/2037, Ser. 2014-GC18, Class A3^d		1,352,491
		J.P. Morgan Mortgage Trust
	541,219	3.605%, 10/25/2036, Ser. 2006-A6, Class 1A2^d		499,288
	953,417	2.252%, (LIBOR 1M + 0.380%), 1/25/2037, Ser. 2006-S4, Class A8^d		565,235
	1,105,483	6.250%, 8/25/2037, Ser. 2007-S3, Class 1A10		725,650


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Collateralized Mortgage Obligations (0.4%) - continued
		MASTR Alternative Loans Trust
	$232,716	6.500%, 7/25/2034, Ser. 2004-6, Class 6A1		$234,965
	552,590	2.322%, (LIBOR 1M + 0.450%), 12/25/2035, Ser. 2005-6, Class 2A1^d		266,643
		Merrill Lynch Alternative Note Asset Trust
	241,492	6.000%, 3/25/2037, Ser. 2007-F1, Class 2A1		199,230
		Preston Ridge Partners Mortgage Trust, LLC
	2,018,363	3.470%, 9/25/2022, Ser. 2017-2A, Class A1^*,l		2,010,726
		Pretium Mortgage Credit Partners, LLC
	641,166	3.500%, 4/29/2032, Ser. 2017-NPL1, Class A1^*,l		640,592
	939,837	3.250%, 8/27/2032, Ser. 2017-NPL4, Class A1^k,l		933,666
		Residential Accredit Loans, Inc. Trust
	846,315	2.622%, (LIBOR 1M + 0.750%), 6/25/2035, Ser. 2005-QS7, Class A3^d		705,432
		Residential Asset Securitization Trust
	1,078,811	2.252%, (LIBOR 1M + 0.380%), 8/25/2037, Ser. 2007-A8, Class 2A3^d		265,215
		Sequoia Mortgage Trust
	536,916	3.602%, 9/20/2046, Ser. 2007-1, Class 4A1^d		443,747
		Sunset Mortgage Loan Company, LLC
	1,328,157	3.500%, 6/15/2047, Ser. 2017-NPL1, Class A^*,l		1,315,674
	460,532	3.844%, 7/16/2047, Ser. 2016-NPL1, Class A^*,l		460,671
		TBW Mortgage-Backed Trust
	2,755,293	5.965%, 7/25/2037, Ser. 2007-2, Class A1A^d		1,691,709
		Towd Point Mortgage Trust
	1,001,980	2.750%, 10/25/2056, Ser. 2017-1, Class A1^d,k		990,857
	756,815	2.472%, (LIBOR 1M + 0.600%), 2/25/2057, Ser. 2017-5, Class A1^d,k		759,535
		Verus Securitization Trust
	810,217	2.853%, 1/25/2047, Ser. 2017-1A, Class A1^*,d		811,264
	1,167,046	2.485%, 7/25/2047, Ser. 2017-2A, Class A1^*,d		1,158,905
		WaMu Mortgage Pass Through Certificates
	135,795	3.273%, 9/25/2036, Ser. 2006-AR10, Class 1A2^d		131,483
	278,901	3.323%, 10/25/2036, Ser. 2006-AR12, Class 1A1^d		271,163
	1,265,096	2.243%, (12 MTA + 0.960%), 9/25/2046, Ser. 2006-AR11, Class 1A^d		1,140,988


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Collateralized Mortgage Obligations (0.4%) - continued
		Washington Mutual Mortgage Pass Through Certificates Trust
	$763,655	7.000%, 2/25/2036, Ser. 2006-1, Class 2CB1		$628,931

		Total		28,433,411


	Commercial Mortgage-Backed Securities (0.6%)
		CSAIL Commercial Mortgage Trust
	1,900,000	3.504%, 6/15/2057, Ser. 2015-C2, Class A4		1,897,277
		Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates
	1,123,791	2.776%, 3/25/2023, Ser. K724, Class A1ⁿ		1,120,535
	3,750,000	3.002%, 1/25/2024, Ser. K725, Class A2		3,749,452
	3,950,000	3.430%, 1/25/2027, Ser. K063, Class A2^d		4,014,343
		Federal National Mortgage Association - ACES
	1,200,000	2.568%, 12/25/2026, Ser. 2017-M3, Class A2^d		1,138,612
	1,800,000	2.877%, 2/25/2027, Ser. 2017-M2, Class A2^d		1,745,074
	2,375,000	2.961%, 2/25/2027, Ser. 2017-M7, Class A2^d		2,325,401
		Federal National Mortgage Association Grantor Trust
	2,399,054	2.898%, 6/25/2027, Ser. 2017-T1, Class Aⁿ		2,322,918
		GS Mortgage Securities Trust
	1,250,000	3.801%, 1/10/2047, Ser. 2015-23A, Class AR		1,278,004
	2,450,000	3.666%, 9/10/2047, Ser. 2104-GC24, Class A4		2,493,650
	975,000	3.244%, 10/10/2048, Ser. 2015-GC34, Class A3		959,986
		JPMBB Commercial Mortgage Securities Trust
	1,175,000	3.231%, 1/15/2048, Ser. 2014-C26, Class A3		1,164,255
		Morgan Stanley Bank of America Merrill Lynch Trust
	2,950,000	3.473%, 12/15/2047, Ser. 2015-C27, Class A3		2,953,322
		SCG Trust
	425,000	3.427%, (LIBOR 1M + 1.650%), 11/15/2026, Ser. 2013-SRP1, Class A^d,k		424,999
		UBS Commercial Mortgage Trust
	1,337,360	3.400%, 5/10/2045, Ser. 2012-C1, Class A3		1,350,169
		WFRBS Commercial Mortgage Trust
	1,193,247	2.870%, 11/15/2045, Ser. 2012-C9, Class A3		1,176,332

		Total		30,114,329


	Communications Services (0.7%)
		21st Century Fox America, Inc.
	460,000	6.900%, 3/1/2019		476,754
		Altice Financing SA
	770,000	6.625%, 2/15/2023^k		762,300


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Communications Services (0.7%) - continued
		AMC Networks, Inc.
	$690,000	5.000%, 4/1/2024		$681,837
		America Movil SAB de CV
	288,000	5.000%, 10/16/2019		296,357
		American Tower Corporation
	560,000	3.300%, 2/15/2021		559,775
		AT&T, Inc.
	212,000	5.875%, 10/1/2019		221,042
	165,000	3.232%, (LIBOR 3M + 0.930%), 6/30/2020^d		166,736
	350,000	3.800%, 3/1/2024		350,416
	1,180,000	3.400%, 8/14/2024		1,185,403
	1,440,000	3.900%, 8/14/2027		1,448,947
	368,000	4.100%, 2/15/2028^k		365,140
	281,000	4.300%, 2/15/2030^k		279,605
	480,000	5.250%, 3/1/2037		507,109
	1,380,000	4.900%, 8/14/2037		1,390,190
	336,000	6.350%, 3/15/2040		389,334
	355,000	5.550%, 8/15/2041		381,429
	275,000	4.750%, 5/15/2046		266,642
		British Sky Broadcasting Group plc
	320,000	2.625%, 9/16/2019^k		318,625
	455,000	3.125%, 11/26/2022^k		450,305
		CCO Holdings, LLC
	900,000	5.875%, 4/1/2024^k		915,750
		CenturyLink, Inc.
	775,000	6.450%, 6/15/2021		790,500
		Charter Communications Operating, LLC
	217,000	6.834%, 10/23/2055		250,512
	288,000	3.579%, 7/23/2020		288,774
	595,000	4.200%, 3/15/2028		569,154
	1,410,000	6.484%, 10/23/2045		1,545,456
		Clear Channel Worldwide Holdings, Inc.
	760,000	6.500%, 11/15/2022		773,300
		Comcast Corporation
	360,000	2.750%, 3/1/2023		350,365
	960,000	4.400%, 8/15/2035		988,416
	140,000	4.650%, 7/15/2042		146,276
	240,000	4.750%, 3/1/2044		252,599
		Cox Communications, Inc.
	600,000	3.350%, 9/15/2026^k		570,918
	240,000	4.600%, 8/15/2047^k		229,232
		Crown Castle International Corporation
	521,000	3.400%, 2/15/2021		522,888
	931,000	5.250%, 1/15/2023		989,006
	480,000	3.200%, 9/1/2024		460,018
		CSC Holdings, LLC
	100,000	5.500%, 4/15/2027^k		95,750
		Digicel, Ltd.
	1,295,000	6.000%, 4/15/2021^*		1,215,681
		Discovery Communications, LLC
	600,000	4.900%, 3/11/2026		621,582
	950,000	5.000%, 9/20/2037		945,499
		Gray Television, Inc.
	735,000	5.875%, 7/15/2026^k		714,788
		Level 3 Communications, Inc.
	920,000	5.375%, 1/15/2024		896,430
		Level 3 Financing, Inc.
	335,000	5.375%, 5/1/2025		324,950
		Moody’s Corporation
	308,000	2.750%, 12/15/2021		302,342


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Communications Services (0.7%) - continued
		Neptune Finco Corporation
	$768,000	10.875%, 10/15/2025^k		$902,392
		Netflix, Inc.
	840,000	4.875%, 4/15/2028^k		807,744
		Nexstar Escrow Corporation
	340,000	5.625%, 8/1/2024^k		333,098
		Omnicom Group, Inc.
	224,000	3.600%, 4/15/2026		217,011
		S&P Global, Inc.
	448,000	3.300%, 8/14/2020		450,452
		SES Global Americas Holdings GP
	365,000	2.500%, 3/25/2019^k		362,671
		SFR Group SA
	1,165,000	6.000%, 5/15/2022^k		1,138,787
		Sprint Communications, Inc.
	615,000	6.000%, 11/15/2022		603,469
		Sprint Corporation
	640,000	7.625%, 2/15/2025^j		629,600
		Telecom Italia SPA
	590,000	5.303%, 5/30/2024^k		600,325
		Telefonica Emisiones SAU
	244,000	3.192%, 4/27/2018		244,098
	575,000	4.665%, 3/6/2038		580,786
		Time Warner Entertainment Company, LP
	459,000	8.375%, 3/15/2023		544,597
		Verizon Communications, Inc.
	625,000	3.500%, 11/1/2021		629,789
	1,008,000	5.150%, 9/15/2023		1,087,122
	1,054,000	3.376%, 2/15/2025		1,035,442
	319,000	4.272%, 1/15/2036		304,954
	960,000	4.862%, 8/21/2046		967,161
	748,000	4.522%, 9/15/2048		719,436
		Viacom, Inc.
	240,000	4.250%, 9/1/2023		243,487
	480,000	6.875%, 4/30/2036		569,932
	336,000	5.850%, 9/1/2043		365,585
		Virgin Media Secured Finance plc
	745,000	5.250%, 1/15/2026^k		717,063
		Windstream Services, LLC
	600,000	8.625%, 10/31/2025^j,k		555,000

		Total		39,868,133


	Consumer Cyclical (0.4%)
		Amazon.com, Inc.
	300,000	3.150%, 8/22/2027^k		289,250
	600,000	3.875%, 8/22/2037^k		595,624
	360,000	4.050%, 8/22/2047^k		357,357
		American Honda Finance Corporation
	510,000	2.000%, 2/14/2020		502,363
		Aptiv plc
	560,000	3.150%, 11/19/2020		558,892
		Cinemark USA, Inc.
	1,130,000	4.875%, 6/1/2023		1,115,649
		CVS Health Corporation
	1,440,000	4.875%, 7/20/2035		1,492,298
		D.R. Horton, Inc.
	525,000	2.550%, 12/1/2020		516,929
		Daimler Finance North America, LLC
	448,000	2.387%, (LIBOR 3M + 0.620%), 10/30/2019^d,k		450,563
		Delphi Jersey Holdings plc
	780,000	5.000%, 10/1/2025^k		747,825


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Consumer Cyclical (0.4%) - continued
		Ford Motor Credit Company, LLC
	$550,000	2.551%, 10/5/2018		$549,583
	450,000	2.943%, 1/8/2019		450,156
	430,000	2.262%, 3/28/2019		427,072
	224,000	2.459%, 3/27/2020		220,420
	168,000	3.200%, 1/15/2021		166,589
	350,000	3.565%, (LIBOR 3M + 1.270%), 3/28/2022^d		354,994
		General Motors Financial Company, Inc.
	185,000	2.650%, (LIBOR 3M + 0.930%), 4/13/2020^d		186,739
	332,000	3.700%, 11/24/2020		335,069
	224,000	4.200%, 3/1/2021		228,263
	525,000	3.150%, 6/30/2022		513,768
	224,000	3.950%, 4/13/2024		222,007
	385,000	4.300%, 7/13/2025		385,345
		Home Depot, Inc.
	530,000	3.000%, 4/1/2026		514,862
	575,000	5.400%, 9/15/2040		698,289
	336,000	4.250%, 4/1/2046		350,755
	590,000	3.900%, 6/15/2047		585,920
		Hyundai Capital America
	176,000	2.400%, 10/30/2018^k		175,492
	510,000	2.550%, 4/3/2020^k		502,008
	336,000	3.000%, 10/30/2020^k		332,764
		Jaguar Land Rover Automotive plc
	630,000	5.625%, 2/1/2023^k		642,600
		KB Home
	503,000	4.750%, 5/15/2019		507,829
		L Brands, Inc.
	630,000	5.625%, 2/15/2022		653,625
		Landry’s, Inc.
	695,000	6.750%, 10/15/2024^k		700,212
		Lear Corporation
	485,000	5.250%, 1/15/2025		512,389
		Lennar Corporation
	660,000	4.875%, 12/15/2023		662,541
	365,000	4.500%, 4/30/2024		357,700
		Live Nation Entertainment, Inc.
	200,000	5.375%, 6/15/2022^k		204,500
	380,000	4.875%, 11/1/2024^k		370,500
		Mastercard, Inc.
	700,000	3.950%, 2/26/2048		721,608
		McDonald’s Corporation
	335,000	2.750%, 12/9/2020		333,291
	448,000	2.625%, 1/15/2022		440,903
	575,000	4.450%, 3/1/2047		593,650
		MGM Resorts International
	915,000	6.000%, 3/15/2023		960,750
		Navistar International Corporation
	795,000	6.625%, 11/1/2025^k		795,000
		New Red Finance, Inc.
	750,000	4.250%, 5/15/2024^k		716,250
		Nissan Motor Acceptance Corporation
	360,000	2.150%, 9/28/2020^k		352,502
		Prime Security Services Borrower, LLC
	831,000	9.250%, 5/15/2023^k		900,596
		Six Flags Entertainment Corporation
	760,000	4.875%, 7/31/2024^k		740,050
		Toll Brothers Finance Corporation
	186,000	4.000%, 12/31/2018		187,153


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Consumer Cyclical (0.4%) - continued
		VOC Escrow, Ltd.
	$775,000	5.000%, 2/15/2028^k		$736,250

		Total		25,916,744


	Consumer Non-Cyclical (0.7%)
		Abbott Laboratories
	610,000	2.900%, 11/30/2021		604,166
	280,000	3.400%, 11/30/2023		277,866
	941,000	4.750%, 11/30/2036		1,012,146
	475,000	4.900%, 11/30/2046		519,906
		AbbVie, Inc.
	795,000	2.500%, 5/14/2020		784,617
	540,000	3.600%, 5/14/2025		531,894
	240,000	4.700%, 5/14/2045		247,074
	560,000	4.450%, 5/14/2046		555,922
		Altria Group, Inc.
	224,000	2.850%, 8/9/2022		219,256
	280,000	2.625%, 9/16/2026		258,128
		Amgen, Inc.
	708,000	2.200%, 5/11/2020		697,926
	224,000	2.700%, 5/1/2022		218,779
	300,000	3.125%, 5/1/2025		289,442
	1,440,000	3.200%, 11/2/2027		1,363,436
		Anheuser-Busch InBev Finance, Inc.
	240,000	3.033%, (LIBOR 3M + 1.260%), 2/1/2021^d		246,662
	809,000	3.650%, 2/1/2026		803,706
	896,000	4.700%, 2/1/2036		946,770
		Anheuser-Busch InBev Worldwide, Inc.
	1,150,000	4.750%, 4/15/2058^c		1,175,498
	184,000	3.750%, 1/15/2022		187,625
	350,000	2.449%, (LIBOR 3M + 0.740%), 1/12/2024^c,d		352,058
	575,000	4.375%, 4/15/2038^c		585,801
	575,000	4.600%, 4/15/2048^c		593,717
		BAT Capital Corporation
	240,000	2.297%, 8/14/2020^k		235,276
	360,000	3.222%, 8/15/2024^k		346,933
	350,000	3.557%, 8/15/2027^k		334,720
	480,000	4.540%, 8/15/2047^k		473,993
		BAT International Finance plc
	220,000	2.635%, (LIBOR 3M + 0.510%), 6/15/2018^d,k		220,071
		Bayer U.S. Finance, LLC
	336,000	3.375%, 10/8/2024^k		330,275
		Becton, Dickinson and Company
	516,000	3.734%, 12/15/2024		507,125
	354,000	4.669%, 6/6/2047		359,170
		Boston Scientific Corporation
	200,000	6.000%, 1/15/2020		209,850
	325,000	3.850%, 5/15/2025		326,860
	336,000	7.375%, 1/15/2040		453,791
		Bunge, Ltd. Finance Corporation
	282,000	8.500%, 6/15/2019		299,605
	300,000	3.500%, 11/24/2020^j		300,983
		Campbell Soup Company
	590,000	3.950%, 3/15/2025		586,901
		Cardinal Health, Inc.
	236,000	3.079%, 6/15/2024		225,052
		Celgene Corporation
	945,000	2.875%, 8/15/2020		941,129
		Church & Dwight Company, Inc.
	140,000	2.450%, 12/15/2019		139,174


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Consumer Non-Cyclical (0.7%) - continued
		Clorox Company
	$720,000	3.100%, 10/1/2027		$697,558
		Constellation Brands, Inc.
	470,000	3.600%, 2/15/2028		453,136
		CVS Health Corporation
	110,000	2.250%, 8/12/2019		108,891
	118,000	3.350%, 3/9/2021		118,622
	236,000	3.700%, 3/9/2023		236,725
	580,000	4.100%, 3/25/2025		583,607
	460,000	4.780%, 3/25/2038		465,452
		EMD Finance, LLC
	280,000	2.950%, 3/19/2022^k		275,651
		Energizer Holdings, Inc.
	820,000	5.500%, 6/15/2025^k		826,150
		Envision Healthcare Corporation
	970,000	5.125%, 7/1/2022^k		965,150
		Express Scripts Holding Company
	224,000	3.000%, 7/15/2023		214,595
		Forest Laboratories, LLC
	126,000	4.875%, 2/15/2021^k		130,205
		Gilead Sciences, Inc.
	224,000	2.950%, 3/1/2027		211,788
		Grupo Bimbo SAB de CV
	370,000	4.700%, 11/10/2047^k		356,758
		H. J. Heinz Company
	350,000	3.500%, 7/15/2022		349,231
		HCA, Inc.
	585,000	5.250%, 6/15/2026		592,605
	300,000	4.500%, 2/15/2027		289,500
		Imperial Tobacco Finance plc
	450,000	2.950%, 7/21/2020^k		446,716
		JBS USA, LLC
	670,000	5.750%, 6/15/2025^k		624,775
		Johnson & Johnson
	600,000	2.900%, 1/15/2028		576,242
		Kimberly-Clark Corporation
	600,000	3.900%, 5/4/2047		592,202
		Kraft Foods Group, Inc.
	448,000	5.000%, 6/4/2042		448,906
		Kroger Company
	300,000	2.800%, 8/1/2022		291,711
		Laboratory Corporation of America Holdings
	165,000	2.625%, 2/1/2020		163,681
		Mead Johnson Nutrition Company
	200,000	3.000%, 11/15/2020		199,195
		Medtronic, Inc.
	1,720,000	4.375%, 3/15/2035		1,822,504
	235,000	4.625%, 3/15/2045		256,940
		Merck & Company, Inc.
	175,000	2.186%, (LIBOR 3M + 0.375%), 2/10/2020^d		175,981
	88,000	3.700%, 2/10/2045		85,695
		Mondelez International Holdings Netherlands BV
	510,000	2.000%, 10/28/2021^k		486,578
		Mondelez International, Inc.
	247,000	2.293%, (LIBOR 3M + 0.520%), 2/1/2019^d		247,657
		Mylan NV
	450,000	3.000%, 12/15/2018		449,991
	120,000	3.150%, 6/15/2021		118,400
	228,000	5.250%, 6/15/2046		232,152
		Mylan, Inc.
	420,000	4.550%, 4/15/2028^c,k		419,254


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Consumer Non-Cyclical (0.7%) - continued
		Newell Rubbermaid, Inc.
	$336,000	5.500%, 4/1/2046		$354,527
		PepsiCo, Inc.
	450,000	2.850%, 2/24/2026		431,385
		Post Holdings, Inc.
	760,000	5.500%, 3/1/2025^k		748,600
		Reynolds American, Inc.
	672,000	5.700%, 8/15/2035		763,622
		Roche Holdings, Inc.
	336,000	4.000%, 11/28/2044^k		346,205
		Shire Acquisitions Investments Ireland Designated Activity Company
	690,000	2.400%, 9/23/2021		666,073
		Simmons Foods, Inc.
	780,000	5.750%, 11/1/2024^k		707,850
		Smithfield Foods, Inc.
	555,000	2.700%, 1/31/2020^k		547,088
	350,000	2.650%, 10/3/2021^k		335,048
		Tenet Healthcare Corporation
	805,000	8.125%, 4/1/2022		839,213
		Teva Pharmaceutical Finance Netherlands III BV
	600,000	3.150%, 10/1/2026		481,357
		Thermo Fisher Scientific, Inc.
	168,000	3.000%, 4/15/2023		163,934
		TreeHouse Foods, Inc.
	450,000	4.875%, 3/15/2022		448,313
		Tyson Foods, Inc.
	236,000	3.550%, 6/2/2027		226,309
		VRX Escrow Corporation
	1,495,000	6.125%, 4/15/2025^k		1,290,185
		Zimmer Biomet Holdings, Inc.
	730,000	2.928%, (LIBOR 3M + 0.750%), 3/19/2021^d		731,117
		Zoetis, Inc.
	768,000	4.700%, 2/1/2043		821,760

		Total		43,180,093


	Energy (0.6%)
		Alliance Resource Operating Partners, LP
	730,000	7.500%, 5/1/2025^k		766,500
		Anadarko Petroleum Corporation
	710,000	4.850%, 3/15/2021		738,084
		Antero Resources Corporation
	240,000	5.125%, 12/1/2022		241,800
	500,000	5.625%, 6/1/2023		510,000
		BP Capital Markets plc
	665,000	3.535%, 11/4/2024		666,697
	120,000	3.119%, 5/4/2026		116,079
	840,000	3.279%, 9/19/2027		815,883
		Buckeye Partners, LP
	288,000	2.650%, 11/15/2018		287,280
		Canadian Natural Resources, Ltd.
	585,000	3.450%, 11/15/2021		589,240
	225,000	6.250%, 3/15/2038		271,315
		Canadian Oil Sands, Ltd.
	315,000	9.400%, 9/1/2021^k		365,341
		Cenovus Energy, Inc.
	475,000	3.800%, 9/15/2023		469,328
	394,000	5.200%, 9/15/2043		381,798
		Cheniere Corpus Christi Holdings, LLC
	685,000	5.875%, 3/31/2025		716,681


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Energy (0.6%) - continued
		Cheniere Energy Partners, LP
	$785,000	5.250%, 10/1/2025^k		$774,206
		Columbia Pipeline Group, Inc.
	450,000	2.450%, 6/1/2018		449,713
		Concho Resources, Inc.
	305,000	4.375%, 1/15/2025		308,869
		ConocoPhillips
	590,000	6.500%, 2/1/2039		772,726
		Continental Resources, Inc.
	595,000	5.000%, 9/15/2022		603,181
		El Paso Pipeline Partners Operating Company, LLC
	355,000	4.300%, 5/1/2024		357,554
		Enbridge Energy Partners, LP
	595,000	5.875%, 10/15/2025		652,211
		Enbridge, Inc.
	400,000	2.900%, 7/15/2022		387,943
		Encana Corporation
	100,000	3.900%, 11/15/2021		101,274
		Energy Transfer Equity, LP
	670,000	5.500%, 6/1/2027		671,675
		Energy Transfer, LP
	448,000	4.650%, 6/1/2021		461,292
	265,000	4.900%, 3/15/2035		249,680
	250,000	5.150%, 2/1/2043		227,954
		EnLink Midstream Partners, LP
	225,000	4.150%, 6/1/2025		218,567
	168,000	4.850%, 7/15/2026		169,637
		Enterprise Products Operating, LLC
	172,000	5.100%, 2/15/2045		186,704
		EQT Corporation
	118,000	8.125%, 6/1/2019		124,953
	250,000	4.875%, 11/15/2021		260,311
	300,000	3.000%, 10/1/2022		291,410
	240,000	3.900%, 10/1/2027		229,859
		Exxon Mobil Corporation
	180,000	4.114%, 3/1/2046		189,698
		Hess Corporation
	355,000	6.000%, 1/15/2040		374,290
		Kinder Morgan Energy Partners, LP
	340,000	3.500%, 3/1/2021		340,155
	585,000	6.500%, 9/1/2039		667,462
		Kinder Morgan, Inc.
	530,000	6.500%, 9/15/2020		567,784
		Magellan Midstream Partners, LP
	315,000	5.000%, 3/1/2026		339,230
		Marathon Oil Corporation
	336,000	2.700%, 6/1/2020		330,988
	830,000	6.600%, 10/1/2037		999,882
		Marathon Petroleum Corporation
	165,000	3.400%, 12/15/2020		166,304
	480,000	6.500%, 3/1/2041		587,612
		MPLX, LP
	708,000	4.875%, 6/1/2025		738,881
	350,000	4.125%, 3/1/2027		347,539
		Nabors Industries, Inc.
	395,000	5.750%, 2/1/2025^k		372,781
		Newfield Exploration Company
	850,000	5.625%, 7/1/2024		896,750
		Noble Energy, Inc.
	202,000	5.625%, 5/1/2021		205,777
		ONEOK Partners, LP
	350,000	3.800%, 3/15/2020		352,635
		ONEOK, Inc.
	675,000	7.500%, 9/1/2023		786,391


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Energy (0.6%) - continued
		Parsley Energy, LLC
	$335,000	5.625%, 10/15/2027^k		$335,000
		PBF Holding Company, LLC
	590,000	7.250%, 6/15/2025		612,863
		Petrobras Global Finance BV
	37,000	8.375%, 5/23/2021		42,124
	590,000	6.250%, 3/17/2024		622,745
		Petroleos Mexicanos
	449,000	6.000%, 3/5/2020		468,307
	157,500	2.378%, 4/15/2025		155,353
	295,000	6.750%, 9/21/2047		298,505
		Phillips 66
	480,000	3.900%, 3/15/2028		477,918
		Pioneer Natural Resources Company
	225,000	4.450%, 1/15/2026		233,854
		Plains All American Pipeline, LP
	550,000	5.000%, 2/1/2021		568,067
		Regency Energy Partners, LP
	448,000	5.875%, 3/1/2022		477,989
	670,000	5.000%, 10/1/2022		696,322
		Rowan Companies, Inc.
	95,000	7.375%, 6/15/2025		89,063
		Sabine Pass Liquefaction, LLC
	345,000	6.250%, 3/15/2022		374,264
	420,000	5.625%, 4/15/2023		448,409
	480,000	5.750%, 5/15/2024		516,464
	670,000	5.625%, 3/1/2025		719,555
		Shell International Finance BV
	165,000	2.261%, (LIBOR 3M + 0.450%), 5/11/2020^d		165,938
		Southwestern Energy Company
	785,000	7.500%, 4/1/2026		792,850
		SRC Energy, Inc.
	785,000	6.250%, 12/1/2025^k		786,963
		Suncor Energy, Inc.
	270,000	3.600%, 12/1/2024		269,508
		Sunoco Logistics Partners Operations, LP
	200,000	4.400%, 4/1/2021		204,244
		Sunoco, LP
	280,000	5.500%, 2/15/2026^k		270,200
	420,000	5.875%, 3/15/2028^k		405,825
		Tallgrass Energy Partners, LP
	1,180,000	5.500%, 1/15/2028^k		1,190,325
		Tesoro Corporation
	708,000	4.750%, 12/15/2023		735,326
		Weatherford International, Ltd.
	680,000	8.250%, 6/15/2023^j		591,600
		Western Gas Partners, LP
	472,000	4.000%, 7/1/2022		470,773
	240,000	4.500%, 3/1/2028		240,322
		Williams Companies, Inc.
	600,000	7.500%, 1/15/2031		730,125
		Williams Partners, LP
	280,000	4.000%, 11/15/2021		283,203
	165,000	3.600%, 3/15/2022		164,319
	300,000	4.500%, 11/15/2023		308,116
	450,000	3.750%, 6/15/2027		429,928
	475,000	6.300%, 4/15/2040		543,343
		Woodside Finance, Ltd.
	600,000	3.650%, 3/5/2025^k		593,804
	240,000	3.700%, 3/15/2028^k		231,215

		Total		39,244,633


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Financials (1.7%)
		ABN AMRO Bank NV
	$450,000	4.750%, 7/28/2025^k		$460,976
		ACE INA Holdings, Inc.
	335,000	4.350%, 11/3/2045		356,062
		AerCap Ireland Capital, Ltd.
	220,000	3.750%, 5/15/2019		221,363
	224,000	4.625%, 10/30/2020		230,536
	600,000	5.000%, 10/1/2021		624,434
	420,000	3.500%, 1/15/2025		404,740
		Air Lease Corporation
	90,000	2.625%, 9/4/2018		89,900
	590,000	3.375%, 1/15/2019		592,183
	480,000	2.500%, 3/1/2021		470,606
		Ally Financial, Inc.
	440,000	3.750%, 11/18/2019		441,100
	475,000	4.125%, 3/30/2020		476,781
		American Express Company
	363,000	2.200%, 10/30/2020		353,951
		American Express Credit Corporation
	350,000	2.728%, (LIBOR 3M + 0.550%), 3/18/2019^d		350,968
	720,000	1.875%, 5/3/2019		713,277
	850,000	2.200%, 3/3/2020		838,009
		American International Group, Inc.
	150,000	3.300%, 3/1/2021		150,130
	336,000	4.125%, 2/15/2024		340,819
	720,000	3.750%, 7/10/2025		708,582
	650,000	3.900%, 4/1/2026		642,943
		Anthem, Inc.
	590,000	4.625%, 5/15/2042		596,788
		Ares Capital Corporation
	940,000	3.875%, 1/15/2020		949,689
		ASP AMC Merger Sub, Inc.
	850,000	8.000%, 5/15/2025^k		796,875
		Avalonbay Communities, Inc.
	500,000	3.500%, 11/15/2025		495,608
		Banco Santander SA
	800,000	6.375%, 5/19/2019^d,o		810,821
		Bank of America Corporation
	295,000	2.565%, (LIBOR 3M + 0.870%), 4/1/2019^d		296,832
	300,000	2.369%, 7/21/2021^d		294,347
	360,000	2.328%, 10/1/2021^d		351,987
	595,000	3.300%, 1/11/2023		593,385
	475,000	2.881%, 4/24/2023^d		465,153
	448,000	4.000%, 4/1/2024		457,606
	1,320,000	4.000%, 1/22/2025		1,316,723
	600,000	3.093%, 10/1/2025^d		576,531
	336,000	3.500%, 4/19/2026		329,926
	720,000	4.183%, 11/25/2027		713,277
	500,000	3.824%, 1/20/2028^d		493,654
	561,000	5.875%, 2/7/2042		698,765
		Bank of New York Mellon Corporation
	560,000	2.500%, 4/15/2021		548,989
		Bank of Nova Scotia
	500,000	2.700%, 3/7/2022		490,262
		Bank of Tokyo-Mitsubishi UFJ, Ltd.
	145,000	2.850%, 9/8/2021^k		142,999
		Barclays Bank plc
	112,000	10.179%, 6/12/2021^k		131,442
		Barclays plc
	264,000	2.750%, 11/8/2019		261,872
	790,000	3.250%, 1/12/2021		784,314
	680,000	3.684%, 1/10/2023		673,871
	448,000	3.650%, 3/16/2025		431,571


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Financials (1.7%) - continued
		BB&T Corporation
	$150,000	2.437%, (LIBOR 3M + 0.715%), 1/15/2020^d		$151,082
		BPCE SA
	300,000	3.000%, 5/22/2022^k		293,831
	840,000	3.500%, 10/23/2027^k		793,497
		Capital One Financial Corporation
	235,000	2.450%, 4/24/2019		233,934
	413,000	2.500%, 5/12/2020		406,495
	448,000	3.050%, 3/9/2022		439,217
		Capital One NA
	595,000	2.350%, 1/31/2020		585,233
		CBOE Holdings, Inc.
	275,000	1.950%, 6/28/2019		271,760
		Cigna Corporation
	950,000	3.050%, 10/15/2027		871,064
		CIT Group, Inc.
	905,000	5.000%, 8/15/2022		926,494
		Citigroup, Inc.
	245,000	2.474%, (LIBOR 3M + 0.770%), 4/8/2019^d		245,779
	450,000	2.700%, 3/30/2021		443,500
	530,000	2.750%, 4/25/2022		516,128
	244,000	4.050%, 7/30/2022		247,881
	355,000	3.142%, 1/24/2023^d		350,619
	685,000	4.400%, 6/10/2025		697,305
	448,000	3.200%, 10/21/2026		426,168
	720,000	3.668%, 7/24/2028^d		701,464
	336,000	4.125%, 7/25/2028		331,804
	600,000	3.520%, 10/27/2028^d		578,779
	700,000	3.878%, 1/24/2039^d		673,313
		Citizens Bank NA
	485,000	2.200%, 5/26/2020		474,838
		Commerzbank AG
	600,000	8.125%, 9/19/2023^k		698,656
		Commonwealth Bank of Australia
	336,000	2.250%, 3/10/2020^k		331,218
	710,000	2.845%, (LIBOR 3M + 0.700%), 3/16/2023^d,k		708,247
		Compass Bank
	250,000	2.750%, 9/29/2019		248,643
		Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
	608,000	3.950%, 11/9/2022		614,187
	1,416,000	4.625%, 12/1/2023		1,475,350
		Credit Agricole SA
	290,000	2.522%, (LIBOR 3M + 0.800%), 4/15/2019^d,k		291,495
	400,000	3.375%, 1/10/2022^k		396,650
		Credit Suisse AG
	231,000	5.400%, 1/14/2020		239,239
		Credit Suisse Group AG
	600,000	2.997%, 12/14/2023^d,k		581,506
	450,000	3.869%, 1/12/2029^d,k		435,219
		Credit Suisse Group Funding, Ltd.
	687,000	2.750%, 3/26/2020		680,158
	525,000	3.125%, 12/10/2020		521,997
	448,000	3.750%, 3/26/2025		437,309
		DDR Corporation
	515,000	4.625%, 7/15/2022		533,737
		Deutsche Bank AG
	660,000	2.700%, 7/13/2020		645,930
	675,000	3.375%, 5/12/2021		667,047
	280,000	4.250%, 10/14/2021		284,338
	700,000	4.875%, 12/1/2032^d		647,227


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Financials (1.7%) - continued
		Digital Realty Trust LP
	$280,000	3.400%, 10/1/2020		$281,642
		Discover Bank
	510,000	8.700%, 11/18/2019		552,154
	710,000	3.100%, 6/4/2020		707,305
		Duke Realty, LP
	88,000	3.875%, 2/15/2021		89,397
	264,000	4.375%, 6/15/2022		273,280
		ERP Operating, LP
	90,000	3.375%, 6/1/2025		88,813
		European Investment Bank
	445,000	1.875%, 3/15/2019		443,419
		Fifth Third Bancorp
	148,000	2.875%, 7/27/2020		147,693
	145,000	2.875%, 10/1/2021		143,301
	390,000	2.600%, 6/15/2022		378,033
		Five Corners Funding Trust
	590,000	4.419%, 11/15/2023^k		616,003
		GE Capital International Funding Company
	1,790,000	4.418%, 11/15/2035		1,743,615
		Goldman Sachs Group, Inc.
	390,000	2.967%, (LIBOR 3M + 1.200%), 4/30/2018^d		390,222
	205,000	2.939%, (LIBOR 3M + 1.100%), 11/15/2018^d		205,887
	1,294,000	5.375%, 3/15/2020		1,349,155
	210,000	2.905%, (LIBOR 3M + 1.160%), 4/23/2020^d		212,940
	830,000	5.375%, 5/10/2020^d,o		852,061
	1,446,000	5.250%, 7/27/2021		1,531,215
	720,000	2.876%, 10/31/2022^d		704,649
	472,000	2.908%, 6/5/2023^d		459,229
	825,000	3.691%, 6/5/2028^d		799,277
	1,090,000	4.750%, 10/21/2045		1,164,376
		Hartford Financial Services Group, Inc.
	919,000	5.125%, 4/15/2022		977,697
		HBOS plc
	558,000	6.750%, 5/21/2018^k		560,919
		HCP, Inc.
	560,000	4.000%, 12/1/2022		570,922
	176,000	3.400%, 2/1/2025		170,807
		HSBC Bank plc
	495,000	2.479%, (LIBOR 3M + 0.640%), 5/15/2018^d,k		495,059
		HSBC Holdings plc
	850,000	3.400%, 3/8/2021		853,795
	450,000	6.875%, 6/1/2021^d,o		475,313
	350,000	2.650%, 1/5/2022		340,208
	350,000	3.600%, 5/25/2023		349,674
	425,000	3.900%, 5/25/2026		423,874
		HSBC USA, Inc.
	625,000	2.350%, 3/5/2020		616,746
		Huntington National Bank
	250,000	2.200%, 11/6/2018		249,298
		Icahn Enterprises, LP
	330,000	6.750%, 2/1/2024		335,775
	395,000	6.375%, 12/15/2025		396,975
		ING Groep NV
	375,000	3.150%, 3/29/2022		369,816
		International Lease Finance Corporation
	270,000	5.875%, 8/15/2022		289,677


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Financials (1.7%) - continued
		Intesa Sanpaolo SPA
	$840,000	3.125%, 7/14/2022^k		$811,562
		J.P. Morgan Chase & Company
	165,000	2.250%, 1/23/2020		162,978
	500,000	2.686%, (LIBOR 3M + 0.680%), 6/1/2021^d		502,747
	265,000	2.295%, 8/15/2021		257,604
	560,000	4.500%, 1/24/2022		582,106
	485,000	2.972%, 1/15/2023		475,558
	336,000	3.200%, 1/25/2023		332,705
	575,000	2.700%, 5/18/2023		554,543
	245,000	2.971%, (LIBOR 3M + 1.230%), 10/24/2023^d		248,601
	352,000	3.625%, 5/13/2024		351,010
	690,000	3.125%, 1/23/2025		664,961
	1,080,000	3.900%, 7/15/2025		1,088,179
	360,000	3.300%, 4/1/2026		347,916
	720,000	3.882%, 7/24/2038^d		698,547
		KeyBank NA
	365,000	2.350%, 3/8/2019		363,746
		KeyCorp
	300,000	2.900%, 9/15/2020		298,598
		Kimco Realty Corporation
	960,000	3.300%, 2/1/2025		923,349
		Kookmin Bank
	375,000	1.625%, 8/1/2019^k		367,654
		Liberty Mutual Group, Inc.
	224,000	4.950%, 5/1/2022^k		236,456
		Liberty Property, LP
	618,000	3.750%, 4/1/2025		616,393
		Lloyds Banking Group plc
	600,000	2.907%, 11/7/2023^d		578,227
		MassMutual Global Funding
	400,000	2.750%, 6/22/2024^k		386,102
		MetLife, Inc.
	355,000	4.050%, 3/1/2045		338,507
		Mitsubishi UFJ Financial Group, Inc.
	370,000	2.190%, 9/13/2021		357,008
	720,000	3.455%, 3/2/2023		719,015
	600,000	3.287%, 7/25/2027		574,351
		Morgan Stanley
	260,000	3.025%, (LIBOR 3M + 1.280%), 4/25/2018^d		260,150
	224,000	5.550%, 7/15/2020^d,o		230,948
	280,000	2.500%, 4/21/2021		274,303
	560,000	2.625%, 11/17/2021		546,626
	240,000	2.925%, (LIBOR 3M + 1.180%), 1/20/2022^d		242,898
	531,000	2.750%, 5/19/2022		517,688
	155,000	4.875%, 11/1/2022		162,367
	480,000	3.125%, 1/23/2023		472,979
	275,000	4.000%, 7/23/2025		277,262
	540,000	4.350%, 9/8/2026		543,517
	720,000	3.591%, 7/22/2028^d		695,952
	600,000	3.772%, 1/24/2029^d		590,294
		MPT Operating Partnership, LP
	725,000	6.375%, 3/1/2024		761,265
		Nasdaq, Inc.
	295,000	3.850%, 6/30/2026		290,833
		National City Corporation
	602,000	6.875%, 5/15/2019		628,333
		New York Life Global Funding
	354,000	2.300%, 6/10/2022^k		341,993
		Park Aerospace Holdings, Ltd.
	375,000	5.500%, 2/15/2024^k		363,750


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Financials (1.7%) - continued
		Prudential Financial, Inc.
	$145,000	2.350%, 8/15/2019		$144,059
		Quicken Loans, Inc.
	1,165,000	5.750%, 5/1/2025^k		1,162,088
		Realty Income Corporation
	475,000	4.125%, 10/15/2026		479,075
		Regency Centers, LP
	720,000	4.125%, 3/15/2028		721,582
		Regions Bank
	250,000	7.500%, 5/15/2018		251,390
		Regions Financial Corporation
	250,000	2.250%, 9/14/2018		249,549
	336,000	3.200%, 2/8/2021		335,327
		Reinsurance Group of America, Inc.
	252,000	5.000%, 6/1/2021		264,335
		Reliance Standard Life Global Funding II
	230,000	2.500%, 4/24/2019^k		228,997
		Royal Bank of Scotland Group plc
	590,000	8.625%, 8/15/2021^d,o		640,888
	300,000	3.875%, 9/12/2023		296,158
		Santander UK Group Holdings plc
	380,000	2.875%, 10/16/2020		376,419
		Santander UK plc
	132,000	3.050%, 8/23/2018		132,284
		Simon Property Group, LP
	150,000	2.500%, 9/1/2020		148,333
	400,000	2.750%, 2/1/2023		390,018
	448,000	4.250%, 11/30/2046		442,702
		Skandinaviska Enskilda Banken AB
	365,000	2.375%, 3/25/2019^k		363,864
		Societe Generale SA
	354,000	4.750%, 11/24/2025^k		358,116
		Standard Chartered plc
	846,000	2.100%, 8/19/2019^k		833,733
		State Street Corporation
	233,000	2.785%, (LIBOR 3M + 0.900%), 8/18/2020^d		235,870
		Sumitomo Mitsui Financial Group, Inc.
	420,000	2.784%, 7/12/2022		409,506
	360,000	3.102%, 1/17/2023		353,985
	336,000	3.010%, 10/19/2026		315,536
		Sumitomo Mitsui Trust Bank, Ltd.
	600,000	1.950%, 9/19/2019^k		589,677
		SunTrust Banks, Inc.
	475,000	2.250%, 1/31/2020		468,560
		Svenska Handelsbanken AB
	330,000	2.668%, (LIBOR 3M + 0.490%), 6/17/2019^d		331,138
		Synchrony Financial
	793,000	3.000%, 8/15/2019		790,546
	140,000	3.017%, (LIBOR 3M + 1.230%), 2/3/2020^d		141,821
	155,000	4.250%, 8/15/2024		154,009
		Toronto-Dominion Bank
	165,000	3.037%, (LIBOR 3M + 0.930%), 12/14/2020^d		167,712
		UBS Group Funding Jersey, Ltd.
	600,000	3.000%, 4/15/2021^k		593,558
	336,000	4.125%, 9/24/2025^k		337,677
		UBS Group Funding Switzerland AG
	450,000	3.491%, 5/23/2023^k		444,425
		UnitedHealth Group, Inc.
	90,000	3.350%, 7/15/2022		90,619


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Financials (1.7%) - continued
	$600,000	2.950%, 10/15/2027		$569,960
	1,010,000	4.625%, 7/15/2035		1,103,141
		USB Realty Corporation
	140,000	2.867%, (LIBOR 3M + 1.147%), 1/15/2022^d,k,o		126,175
		Vantiv, LLC
	790,000	4.375%, 11/15/2025^k		763,338
		Ventas Realty, LP
	500,000	3.100%, 1/15/2023		490,899
	595,000	4.000%, 3/1/2028		585,381
		Voya Financial, Inc.
	825,000	3.125%, 7/15/2024		793,731
		Wells Fargo & Company
	210,000	2.447%, (LIBOR 3M + 0.680%), 1/30/2020^d		211,060
	450,000	2.550%, 12/7/2020		442,192
	540,000	2.625%, 7/22/2022		522,213
	550,000	3.069%, 1/24/2023		540,673
	448,000	3.450%, 2/13/2023		441,634
	350,000	3.000%, 2/19/2025		333,261
	450,000	3.000%, 4/22/2026		422,222
	450,000	3.000%, 10/23/2026		421,131
	810,000	4.900%, 11/17/2045		847,708
		Welltower, Inc.
	855,000	4.000%, 6/1/2025		853,851

		Total		106,630,913


	Foreign Government (<0.1%)
		Argentina Government International Bond
	335,000	7.500%, 4/22/2026		357,780
	118,000	6.875%, 1/26/2027		120,301
		Export-Import Bank of Korea
	205,000	2.250%, 1/21/2020		201,917
		Kommunalbanken AS
	335,000	1.500%, 10/22/2019^k		330,282

		Total		1,010,280


	Mortgage-Backed Securities (4.2%)
		Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through
	14,325,000	3.000%, 4/1/2033^c		14,292,796
		Federal Home Loan Mortgage Corporation Gold 30-Yr. Pass Through
	25,825,000	4.000%, 4/1/2048^c		26,497,576
		Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates
	690,197	3.000%, 3/15/2045, Ser. 4741, Class GA		684,819
		Federal National Mortgage Association Conventional 30-Yr. Pass Through
	1,214,429	1.754%, (LIBOR 12M + 1.550%), 7/1/2043^d		1,250,014
	252,721	1.995%, (LIBOR 12M + 1.540%), 7/1/2043^d		259,291
	180,919	1.993%, (LIBOR 12M + 1.530%), 8/1/2043^d		185,301
	28,675,000	3.000%, 4/1/2048^c		27,942,810
	86,700,000	3.500%, 4/1/2048^c		86,823,001
	68,500,000	4.000%, 4/1/2048^c		70,262,690
	29,525,000	4.500%, 4/1/2048^c		30,904,470


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Mortgage-Backed Securities (4.2%) - continued
		U.S. Residential Opportunity Fund Trust
	$353,819	3.352%, 11/27/2037, Ser. 2017-1A, Class A^k		$352,908

		Total		259,455,676


	Technology (0.4%)
		Amphenol Corporation
	188,000	2.550%, 1/30/2019		187,535
		Apple, Inc.
	165,000	2.120%, (LIBOR 3M + 0.300%), 5/6/2020^d		165,744
	300,000	3.000%, 2/9/2024		296,494
	475,000	3.200%, 5/11/2027		463,818
	640,000	3.000%, 6/20/2027		616,534
	960,000	3.000%, 11/13/2027		918,773
	580,000	4.500%, 2/23/2036		635,071
	336,000	4.650%, 2/23/2046		369,346
	600,000	4.250%, 2/9/2047		623,316
	835,000	3.750%, 9/12/2047		805,442
		Applied Materials, Inc.
	240,000	3.300%, 4/1/2027		235,666
		Avnet, Inc.
	335,000	3.750%, 12/1/2021		334,565
		Baidu, Inc.
	540,000	3.000%, 6/30/2020		536,372
		Broadcom Corporation
	1,180,000	3.875%, 1/15/2027		1,146,567
	1,060,000	3.500%, 1/15/2028		995,652
		Cisco Systems, Inc.
	220,000	2.506%, (LIBOR 3M + 0.500%), 3/1/2019^d		220,912
		CommScope Technologies Finance, LLC
	720,000	6.000%, 6/15/2025^k		749,160
		Diamond 1 Finance Corporation
	280,000	3.480%, 6/1/2019^k		281,247
	590,000	5.450%, 6/15/2023^k		625,203
	700,000	6.020%, 6/15/2026^k		753,426
		Equinix, Inc.
	700,000	5.750%, 1/1/2025		728,000
		Fidelity National Information Services, Inc.
	267,000	3.625%, 10/15/2020		270,316
		Harland Clarke Holdings Corporation
	745,000	8.375%, 8/15/2022^k		758,038
		Hewlett Packard Enterprise Company
	140,000	2.850%, 10/5/2018		140,143
	300,000	2.100%, 10/4/2019^k		296,020
	140,000	4.400%, 10/15/2022		144,849
		Intel Corporation
	85,000	3.100%, 7/29/2022		85,342
	180,000	3.700%, 7/29/2025		183,855
	504,000	4.100%, 5/19/2046		515,885
		Iron Mountain, Inc.
	825,000	6.000%, 8/15/2023		852,728
		Microsoft Corporation
	700,000	4.750%, 11/3/2055		800,523
	700,000	4.200%, 11/3/2035		749,154
	1,415,000	3.700%, 8/8/2046		1,393,449
	600,000	4.250%, 2/6/2047		644,343
		NetApp, Inc.
	375,000	2.000%, 9/27/2019		369,160
		NXP BV
	650,000	3.875%, 9/1/2022^k		645,125


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Technology (0.4%) - continued
		Oracle Corporation
	$150,000	2.500%, 5/15/2022		$147,011
	448,000	2.400%, 9/15/2023		428,938
	1,060,000	2.950%, 5/15/2025		1,025,894
	600,000	3.850%, 7/15/2036		593,556
		QUALCOMM, Inc.
	336,000	3.000%, 5/20/2022		330,893
	236,000	4.300%, 5/20/2047		228,258
		Seagate HDD Cayman
	405,000	4.750%, 1/1/2025		394,278
		Sensata Technologies UK Financing Company plc
	540,000	6.250%, 2/15/2026^k		567,513
		Tyco Electronics Group SA
	120,000	3.450%, 8/1/2024		120,746
	240,000	3.125%, 8/15/2027		230,857
		VMware, Inc.
	120,000	2.950%, 8/21/2022		114,966

		Total		23,720,683


	Transportation (0.1%)
		Air Canada Pass Through Trust
	114,285	3.875%, 3/15/2023^k		113,714
		American Airlines Pass Through Trust
	259,203	3.375%, 5/1/2027		253,047
		Avis Budget Car Rental, LLC
	500,000	6.375%, 4/1/2024^k		506,250
		Burlington Northern Santa Fe, LLC
	355,000	5.750%, 5/1/2040		435,905
	1,050,000	5.050%, 3/1/2041		1,206,507
	385,000	4.450%, 3/15/2043		405,218
	480,000	3.900%, 8/1/2046		472,237
		CSX Corporation
	115,000	3.700%, 11/1/2023		116,678
		Delta Air Lines, Inc.
	265,000	2.875%, 3/13/2020		263,244
	51,610	4.950%, 11/23/2020		52,265
		ERAC USA Finance, LLC
	67,000	2.800%, 11/1/2018^k		67,002
		J.B. Hunt Transport Services, Inc.
	135,000	3.300%, 8/15/2022		134,348
		XPO Logistics, Inc.
	690,000	6.500%, 6/15/2022^k		711,562

		Total		4,737,977


	U.S. Government and Agencies (3.4%)
		Federal National Mortgage Association
	405,000	6.250%, 5/15/2029		525,750
		Tennessee Valley Authority
	390,000	5.250%, 9/15/2039		511,183
		U.S. Treasury Bonds
	1,500,000	2.375%, 5/15/2027		1,454,245
	16,050,000	2.250%, 11/15/2027		15,362,581
	2,900,000	5.250%, 11/15/2028		3,560,420
	2,050,000	4.375%, 5/15/2040		2,536,908
	10,625,000	3.000%, 5/15/2042		10,720,840
	25,124,000	2.500%, 5/15/2046		22,796,674
	6,000,000	2.750%, 8/15/2047		5,721,841
	2,363,000	2.750%, 11/15/2047		2,253,992
		U.S. Treasury Bonds, TIPS
	37,806,288	0.125%, 1/15/2023		37,156,449
	105,142	2.375%, 1/15/2025		117,652
	30,266,034	0.375%, 7/15/2027		29,495,507
	68,771	2.125%, 2/15/2040		86,635


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	U.S. Government and Agencies (3.4%) - continued
	$603,004	0.750%, 2/15/2042		$585,895
		U.S. Treasury Notes
	6,315,000	1.500%, 10/31/2019		6,240,484
	1,500,000	1.375%, 5/31/2021		1,451,557
	23,030,000	1.125%, 8/31/2021		22,022,364
	16,000,000	1.875%, 7/31/2022		15,566,253
	7,760,000	2.000%, 11/30/2022		7,572,029
	1,858,000	1.375%, 9/30/2023		1,740,321
	2,700,000	2.125%, 7/31/2024		2,614,476
	1,235,000	2.250%, 11/15/2024		1,202,070
	13,340,000	2.125%, 11/30/2024		12,883,192
		U.S. Treasury Notes, TIPS
	1,776,959	0.125%, 4/15/2021		1,761,221

		Total		205,940,539


	Utilities (0.4%)
		American Electric Power Company, Inc.
	718,000	2.950%, 12/15/2022		709,656
		Appalachian Power Company
	238,000	3.300%, 6/1/2027		230,578
		Arizona Public Service Company
	180,000	2.200%, 1/15/2020		178,004
		Atmos Energy Corporation
	255,000	3.000%, 6/15/2027		245,883
		Berkshire Hathaway Energy Company
	132,000	2.400%, 2/1/2020		130,891
	375,000	4.500%, 2/1/2045		400,159
		Calpine Corporation
	390,000	5.375%, 1/15/2023		373,347
		CMS Energy Corporation
	336,000	2.950%, 2/15/2027		314,215
	336,000	3.450%, 8/15/2027		325,742
		Commonwealth Edison Company
	355,000	3.700%, 3/1/2045		337,220
	190,000	4.350%, 11/15/2045		200,107
		Consolidated Edison, Inc.
	224,000	2.000%, 5/15/2021		216,283
	168,000	4.500%, 12/1/2045		180,056
		Dominion Energy, Inc.
	475,000	2.962%, 7/1/2019		474,094
	472,000	2.579%, 7/1/2020		465,978
		Dominion Gas Holdings, LLC
	625,000	2.500%, 12/15/2019		619,223
		DTE Electric Company
	265,000	3.700%, 3/15/2045		256,132
	360,000	3.700%, 6/1/2046		352,739
		DTE Energy Company
	70,000	2.400%, 12/1/2019		69,177
		Duke Energy Carolinas, LLC
	840,000	3.700%, 12/1/2047		808,194
		Duke Energy Corporation
	468,000	2.100%, 6/15/2018		467,524
	448,000	3.750%, 9/1/2046		405,414
		Duke Energy Florida, LLC
	320,000	3.200%, 1/15/2027		312,247
		Duke Energy Indiana, LLC
	450,000	3.750%, 5/15/2046		432,045
		Dynegy, Inc.
	665,000	7.375%, 11/1/2022		700,744
		Edison International
	450,000	2.950%, 3/15/2023		437,432
		Emera U.S. Finance, LP
	335,000	2.150%, 6/15/2019		330,998


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Utilities (0.4%) - continued
		Eversource Energy
	$530,000	2.500%, 3/15/2021		$521,823
		Exelon Corporation
	240,000	5.100%, 6/15/2045		266,970
	336,000	4.450%, 4/15/2046		342,138
		Exelon Generation Company, LLC
	300,000	5.200%, 10/1/2019		309,144
	415,000	2.950%, 1/15/2020		413,801
		FirstEnergy Corporation
	150,000	2.850%, 7/15/2022		145,446
	845,000	4.850%, 7/15/2047		887,255
		ITC Holdings Corporation
	67,000	4.050%, 7/1/2023		68,471
	224,000	5.300%, 7/1/2043		252,923
		MidAmerican Energy Holdings Company
	672,000	6.500%, 9/15/2037		885,068
		Mississippi Power Company
	340,000	2.942%, (LIBOR 3M + 0.650%), 3/27/2020^d		340,118
	340,000	3.950%, 3/30/2028		341,885
		Monongahela Power Company
	275,000	5.400%, 12/15/2043^k		333,740
		National Rural Utilities Cooperative Finance Corporation
	400,000	2.300%, 11/1/2020		392,506
		NextEra Energy Capital Holdings, Inc.
	280,000	2.300%, 4/1/2019		278,502
		NiSource Finance Corporation
	236,000	3.490%, 5/15/2027		228,058
	615,000	5.650%, 2/1/2045		718,449
		Oncor Electric Delivery Company, LLC
	944,000	3.750%, 4/1/2045		923,271
		Pacific Gas and Electric Company
	580,000	3.300%, 3/15/2027		550,427
	336,000	4.250%, 3/15/2046		324,490
		PG&E Corporation
	140,000	2.400%, 3/1/2019		139,083
		PPL Capital Funding, Inc.
	144,000	3.500%, 12/1/2022		144,400
	236,000	3.400%, 6/1/2023		234,476
	515,000	5.000%, 3/15/2044		563,521
		PPL Electric Utilities Corporation
	354,000	3.950%, 6/1/2047		354,201
		Public Service Electric & Gas Company
	600,000	3.000%, 5/15/2027		576,739
		Sempra Energy
	365,000	6.150%, 6/15/2018		368,084
	170,000	2.400%, 3/15/2020		167,761
		Southern California Edison Company
	100,000	2.400%, 2/1/2022		97,428
	485,000	4.000%, 4/1/2047		482,636
		Southern Company
	485,000	2.950%, 7/1/2023		470,979
	1,055,000	3.250%, 7/1/2026		1,001,866
	450,000	4.400%, 7/1/2046		449,621
		Southern Company Gas Capital Corporation
	590,000	4.400%, 5/30/2047		596,783
		Southwestern Electric Power Company
	180,000	3.900%, 4/1/2045		172,602
		Tesoro Logistics, LP
	755,000	5.250%, 1/15/2025		767,571


Principal Amount		Long-Term Fixed Income (14.9%)	Value
	Utilities (0.4%) - continued
		Xcel Energy, Inc.
	$775,000	3.350%, 12/1/2026		$751,522

		Total		25,837,840



		Total Long-Term Fixed Income (cost $913,298,182)		909,058,800


Shares		Preferred Stock (<0.1%)	Value
	Consumer Staples (<0.1%)
	4,060	Henkel AG & Company KGaA, 1.620%		533,700

		Total		533,700



		Total Preferred Stock (cost $558,809)		533,700


Shares		Collateral Held for Securities Loaned (0.5%)	Value
	32,869,449	Thrivent Cash Management Trust		32,869,449

		Total Collateral Held for Securities Loaned (cost $32,869,449)		32,869,449


Shares or Principal Amount		Short-Term Investments (10.0%)	Value
		Federal Home Loan Bank Discount Notes
	8,700,000	1.500%, 4/3/2018^p,q		8,699,600
	3,750,000	1.436%, 4/11/2018^p,q		3,748,444
	900,000	1.440%, 4/13/2018^p,q		899,544
	15,100,000	1.455%, 4/20/2018^p,q		15,087,467
	5,700,000	1.443%, 4/27/2018^p,q		5,693,428
	9,800,000	1.626%, 5/2/2018^p,q		9,786,113
	5,900,000	1.550%, 5/4/2018^p,q		5,891,085
	2,900,000	1.530%, 5/7/2018^p,q		2,895,206
	400,000	1.670%, 5/16/2018^p,q		399,169
	6,700,000	1.669%, 6/6/2018^p,q		6,679,190
		Thrivent Core Short-Term Reserve Fund
	54,768,803	1.940%		547,688,024
		U.S. Treasury Bills
	310,000	1.379%, 4/5/2018^p		309,958
	750,000	1.415%, 4/12/2018^p		749,659
	740,000	1.402%, 4/26/2018^p		739,213
	350,000	1.509%, 5/3/2018^p		349,510
	110,000	1.524%, 5/10/2018^p		109,811

		Total Short-Term Investments (cost $609,722,967)		609,725,421

		Total Investments (cost $5,421,243,599) 104.8%		$6,411,713,321

		Other Assets and Liabilities, Net (4.8%)		(292,655,099)

		Total Net Assets 100.0%		$6,119,058,222

a	The stated interest rate represents the weighted average of all contracts within the bank loan facility.

b	All or a portion of the loan is unfunded.

c	Denotes investments purchased on a when-issued or delayed delivery basis.

e	Security is valued using significant unobservable inputs. Further information on valuation can be found in the Notes to Financial Statements.

f	Denotes payment-in-kind security. The security paid an interest or dividend payment with additional fixed income or equity securities in lieu of, or in addition to a cash payment. The cash rate and/or payment-in-kind rate shown are as of March 29, 2018.

g	Defaulted security. Interest is not being accrued.

h	In bankruptcy. Interest is not being accrued.

i	Non-income producing security.

j	All or a portion of the security is on loan.

l	Denotes step coupon securities. Step coupon securities pay an initial coupon rate for the first period and then different coupon rates for following periods. The rate shown is as of March 29, 2018.

n	All or a portion of the security is insured or guaranteed.

o	Denotes perpetual securities. Perpetual securities pay an indefinite stream of interest and have no contractual maturity date. Date shown, if applicable, is next call date.

p	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

q	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

Denotes restricted securities. Restricted securities are investment securities which cannot be offered for public sale without first being registered under the Securities Act of 1933. The value of all restricted securities held in Moderately Aggressive Allocation Portfolio as of March 29, 2018 was $30,287,194 or 0.5% of total net assets. The following table indicates the acquisition date and cost of restricted securities shown in the schedule as of March 29, 2018.


Security	Acquisition Date		Cost

ALM Loan Funding CLO, 10/17/2026		4/28/2017	$	975,000
Angel Oak Mortgage Trust I, LLC, 7/25/2046		8/15/2016		257,952
Apidos CLO XVIII, 7/22/2026		4/4/2017		950,000
Ares XXXII CLO, Ltd., 11/15/2025		2/3/2017		750,000
Babson CLO, Ltd., 10/17/2026		3/10/2017		385,000
Betony CLO, Ltd., 4/15/2027		11/17/2016		350,000


Security	Acquisition Date		Cost

Birchwood Park CLO, Ltd., 7/15/2026		2/14/2017	$	385,000
BlueMountain CLO, Ltd., 10/15/2026		4/10/2017		725,000
Carlyle Global Market Strategies CLO, Ltd., 10/15/2026		1/27/2017		400,000
Cent CLO 16, LP, 8/1/2024		9/5/2014		180,920
Cent CLO 22, Ltd., 11/7/2026		11/1/2016		400,000
COLT Mortgage Loan Trust, 12/26/2046		12/14/2016		437,273
Digicel, Ltd., 4/15/2021		8/18/2014		1,272,793
DRB Prime Student Loan Trust, 1/25/2040		12/4/2015		1,140,298
DRB Prime Student Loan Trust, 10/27/2031		9/30/2016		364,469
Dryden 34 Senior Loan Fund CLO, 10/15/2026		3/1/2017		385,000
Edlinc Student Loan Funding Trust, 10/1/2025		2/28/2013		159,644
Galaxy XX CLO, Ltd., 4/20/2031		2/23/2018		1,200,000
GoldenTree Loan Opportunities IX, Ltd., 10/29/2026		10/7/2016		400,000
Golub Capital Partners, Ltd., 1/20/2031		12/11/2017		750,000
Golub Capital Partners, Ltd., 1/20/2031		11/20/2017		1,095,000
Limerock CLO III, LLC, 10/20/2026		1/30/2017		1,150,000
Madison Park Funding XIV, Ltd., 7/20/2026		4/13/2017		1,050,000
Magnetite XII, Ltd., 4/15/2027		11/17/2016		1,200,000
Mountain View CLO, Ltd., 7/15/2027		5/13/2015		1,196,892
Neuberger Berman CLO XIV, Ltd., 1/28/2030		4/19/2017		600,000
Neuberger Berman CLO, Ltd., 4/22/2029		4/27/2017		260,000
Octagon Investment Partners XX, Ltd., 8/12/2026		4/21/2017		975,000
OZLM VIII, Ltd., 10/17/2026		5/16/2017		385,000
Preston Ridge Partners Mortgage Trust, LLC, 9/25/2022		9/27/2017		2,018,168
Pretium Mortgage Credit Partners, LLC, 4/29/2032		3/31/2017		641,165
Race Point IX CLO, Ltd., 10/15/2030		8/28/2017		900,000
Shackleton, Ltd., 4/15/2027		12/16/2016		1,200,000
Stanwich Mortgage Loan Company, LLC, 3/16/2022		4/6/2017		392,677
Sunset Mortgage Loan Company, LLC, 7/16/2047		7/27/2016		460,532
Sunset Mortgage Loan Company, LLC, 6/15/2047		6/15/2017		1,328,157
Symphony CLO VIII, Ltd., 1/9/2023		9/15/2014		92,598
Symphony CLO XV, Ltd., 10/17/2026		2/16/2017		1,150,000
Verus Securitization Trust, 7/25/2047		7/24/2017		1,166,974
Verus Securitization Trust, 1/25/2047		2/16/2017		810,199
Voya CLO 3, Ltd., 7/25/2026		12/13/2017		385,000

The following table presents the total amount of securities loaned with continuous maturity, by type, offset by the gross payable upon return of collateral for securities loaned by Thrivent Moderately Aggressive Allocation Portfolio as of March 29, 2018:


Securities Lending Transactions
Taxable Debt Security	$	1,942,799
Common Stock		30,420,014

Total lending	$	32,362,813
Gross amount payable upon return of collateral for securities loaned	$	32,869,449

Net amounts due to counterparty	$	506,636

Definitions:


ACES	-	Alternative Credit Enhancement Securities
ADR	-	American Depositary Receipt, which are certificates for an underlying foreign security’s shares held by an issuing U.S. depository bank.
CLO	-	Collateralized Loan Obligation
ETF	-	Exchange Traded Fund
PIK	-	Payment-In-Kind
REIT	-	Real Estate Investment Trust is a company that buys, develops, manages and/or sells real estate assets.
Ser.	-	Series
SPDR	-	S&P Depository Receipts, which are exchange-traded funds traded in the U.S., Europe, and Asia-Pacific and managed by State Street Global Advisors.
TIPS	-	Treasury Inflation Protected Security


Reference Rate Index:
12 MTA	-	12 Month Treasury Average
CMT 3M	-	Constant Maturity Treasury Yield 3 Month
LIBOR 1W	-	ICE Libor USD Rate 1 Week
LIBOR 1M	-	ICE Libor USD Rate 1 Month
LIBOR 3M	-	ICE Libor USD Rate 3 Month
LIBOR 12M	-	ICE Libor USD Rate 12 Month
PRIME	-	Federal Reserve Prime Loan Rate

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Moderately Aggressive Allocation Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Moderately Aggressive Allocation Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $59,779,246 were pledged as the initial margin deposit for these contracts.

A summary of transactions (in thousands) for the fiscal year to date, in Moderately Aggressive Allocation Portfolio, is as follows:


Principal Amount		Bank Loans (2.1%)^a	Value
	Basic Materials (0.2%)
		Arch Coal, Inc., Term Loan
	$1,060,000	0.000%, (LIBOR 3M + 2.750%), 3/7/2024^b,c,d,e		$1,060,166
	754,286	5.127%, (LIBOR 1M + 3.250%), 3/7/2024^d		756,797
		Big River Steel, LLC, Term Loan
	815,900	7.302%, (LIBOR 3M + 5.000%), 8/15/2023^d,e		826,099
		Chemours Company, Term Loan
	281,060	6.250%, (LIBOR 1M + 2.500%), 5/12/2022^d		280,708
		CONSOL Mining Corporation, Term Loan
	827,925	7.990%, (LIBOR 3M + 6.000%), 10/30/2022^d		848,209
		Contura Energy, Inc., Term Loan
	1,365,475	6.880%, (LIBOR 1M + 5.000%), 3/17/2024^d		1,361,215
		Coronado Australian Holdings Property, Ltd., Term Loan
	577,500	0.000%, (LIBOR 3M + 6.500%), 3/21/2025^b,c,d,e		568,838
	157,500	0.000%, (LIBOR 3M + 6.500%), 3/21/2025^b,c,d,e		155,137
		Tronox Finance, LLC, Term Loan
	551,872	5.302%, (LIBOR 3M + 3.000%), 9/14/2024^d		556,586
	1,273,552	5.302%, (LIBOR 3M + 3.000%), 9/14/2024^d		1,284,428

		Total		7,698,183


	Capital Goods (0.1%)
		Advanced Disposal Services, Inc., Term Loan
	767,720	3.981%, (LIBOR 1W + 2.250%), 11/10/2023^d		769,401
		Cortes NP Intermediate Holding II Corporation, Term Loan
	2,343,686	5.670%, (LIBOR 1M + 4.000%), 11/30/2023^d		2,352,475
		Navistar, Inc., Term Loan
	1,540,000	5.210%, (LIBOR 1M + 3.500%), 11/3/2024^d		1,547,053
		Sterigenics-Nordion Holdings, LLC, Term Loan
	2,849,938	4.877%, (LIBOR 1M + 3.000%), 5/15/2022^d		2,848,171

		Total		7,517,100


	Communications Services (0.7%)
		Cengage Learning Acquisitions, Term Loan
	1,122,684	6.036%, (LIBOR 1M + 4.250%), 6/7/2023^d		1,019,599
		CenturyLink, Inc., Term Loan
	1,955,100	4.627%, (LIBOR 1M + 2.750%), 1/31/2025^b,c,d		1,921,296
		Charter Communications Operating, LLC, Term Loan
	1,640,888	3.880%, (LIBOR 1M + 2.000%), 4/13/2025^d		1,646,352
		Frontier Communications Corporation, Term Loan
	1,503,638	5.630%, (LIBOR 1M + 3.750%), 6/1/2024^d		1,482,030


Principal Amount		Bank Loans (2.1%)^a	Value
	Communications Services (0.7%) - continued
		Hargray Communications Group, Inc., Term Loan
	$44,887	4.877%, (LIBOR 3M + 3.000%), 5/16/2024^b,c,d		$44,985
		Hargray Merger Subsidiary Corporation, Term Loan
	948,808	4.877%, (LIBOR 1M + 3.000%), 3/24/2024^d		950,886
		Intelsat Jackson Holdings SA, Term Loan
	1,315,000	5.706%, (LIBOR 3M + 3.750%), 11/27/2023^d		1,315,000
		Liberty Cablevision of Puerto Rico, LLC, Term Loan
	2,585,000	5.220%, (LIBOR 3M + 3.500%), 1/7/2022^d		2,503,676
	355,000	8.470%, (LIBOR 3M + 6.750%), 7/7/2023^d,e		324,825
		McGraw-Hill Global Education Holdings, LLC, Term Loan
	1,743,937	5.877%, (LIBOR 1M + 4.000%), 5/4/2022^d		1,720,830
		Mediacom Illinois, LLC, Term Loan
	560,000	0.000%, (LIBOR 3M + 1.750%), 2/15/2024^b,c,d		559,653
		NEP/NCP Holdco, Inc., Term Loan
	1,727,460	5.552%, (LIBOR 1M + 3.250%), 7/21/2022^d		1,732,504
	96,935	8.740%, (LIBOR 1M + 7.000%), 1/23/2023^d		97,299
		New LightSquared, Term Loan
	425,700	11.305%,PIK 10.265%, (LIBOR 3M + 8.750%), 12/7/2020^d,f		372,488
		Radiate Holdco, LLC, Term Loan
	3,137,078	4.877%, (LIBOR 1M + 3.000%), 2/1/2024^d		3,117,471
		Sable International Finance, Ltd., Term Loan
	2,735,000	5.127%, (LIBOR 1M + 3.250%), 2/6/2026^d		2,741,838
		SBA Senior Finance II, LLC, Term Loan
	1,789,400	3.990%, (LIBOR 1W + 2.250%), 6/10/2022^d		1,791,637
		SFR Group SA, Term Loan
	640,163	4.522%, (LIBOR 3M + 2.750%), 6/22/2025^d		619,357
		Sinclair Television Group, Inc., Term Loan
	2,855,000	0.000%, (LIBOR 3M + 2.500%), 12/12/2024^b,c,d		2,865,706
		Sprint Communications, Inc., Term Loan
	2,930,400	4.438%, (LIBOR 1M + 2.500%), 2/2/2024^d		2,929,169
		Syniverse Holdings, Inc., Term Loan
	330,000	6.718%, (LIBOR 3M + 5.000%), 2/9/2023^d		333,528
		Univision Communications, Inc., Term Loan
	1,856,326	4.627%, (LIBOR 1M + 2.750%), 3/15/2024^d		1,824,620


Principal Amount		Bank Loans (2.1%)^a	Value
	Communications Services (0.7%) - continued
		WideOpenWest Finance, LLC, Term Loan
	$1,089,525	5.104%, (LIBOR 1M + 3.250%), 8/6/2023^d		$1,064,335

		Total		32,979,084


	Consumer Cyclical (0.3%)
		Burlington Coat Factory Warehouse Corporation, Term Loan
	1,069,625	4.380%, (LIBOR 1M + 2.500%), 11/9/2024^d		1,070,695
		Ceridian HCM Holding, Inc., Term Loan
	544,415	5.377%, (LIBOR 1M + 3.500%), 9/15/2020^d		545,231
		Four Seasons Hotels, Ltd., Term Loan
	940,000	0.000%, (LIBOR 3M + 2.000%), 11/30/2023^b,c,d		944,700
		Golden Entertainment, Inc., Term Loan
	2,059,838	4.880%, (LIBOR 1M + 3.000%), 8/15/2024^d		2,068,860
	325,000	8.860%, (LIBOR 1M + 7.000%), 8/15/2025^d,e		326,625
		IMG Worldwide, Inc., Term Loan
	633,333	9.127%, (LIBOR 1M + 7.250%), 5/6/2022^d,e		636,500
		Mohegan Tribal Gaming Authority, Term Loan
	1,467,383	5.877%, (LIBOR 1M + 4.000%), 10/13/2023^d		1,462,805
		Scientific Games International, Inc., Term Loan
	2,580,000	4.722%, (LIBOR 1M + 2.750%), 8/14/2024^d		2,588,204
		Stars Group Holdings BV, Term Loan
	2,832,956	5.802%, (LIBOR 3M + 3.500%), 8/1/2021^d		2,844,288
		Wyndham Hotels & Resorts, Inc., Term Loan
	645,000	0.000%, (LIBOR 3M + 1.750%), 3/29/2025^b,c,d		646,612

		Total		13,134,520


	Consumer Non-Cyclical (0.3%)
		Air Medical Group Holdings, Inc., Term Loan
	2,887,763	4.936%, (LIBOR 3M + 3.250%), 4/28/2022^d		2,897,783
		Albertson’s, LLC, Term Loan
	681,566	4.627%, (LIBOR 1M + 2.750%), 8/25/2021^d		672,815
	835,649	5.292%, (LIBOR 3M + 3.000%), 12/21/2022^d		826,482
	1,515,645	4.956%, (LIBOR 3M + 3.000%), 6/22/2023^d		1,494,804
		Anmeal Pharmaceuticals LLC, Term Loan
	1,055,000	0.000%, (LIBOR 3M + 3.500%), 3/23/2025^b,c,d,e		1,055,000
		CHS/Community Health Systems, Inc., Term Loan
	195,798	4.984%, (LIBOR 3M + 2.750%), 12/31/2019^d		190,741


Principal Amount		Bank Loans (2.1%)^a	Value
	Consumer Non-Cyclical (0.3%) - continued
	$1,271,247	4.984%, (LIBOR 3M + 3.000%), 1/27/2021^d		$1,220,220
		Endo Luxembourg Finance Company I SARL., Term Loan
	1,626,029	6.188%, (LIBOR 1M + 4.250%), 4/27/2024^d		1,621,281
		JBS USA LUX SA, Term Loan
	2,455,200	4.678%, (LIBOR 3M + 2.500%), 10/30/2022^d		2,446,509
		Ortho-Clinical Diagnostics, Inc., Term Loan
	2,284,018	5.627%, (LIBOR 1M + 3.750%), 6/30/2021^d		2,301,719
		Revlon Consumer Products Corporation, Term Loan
	845,707	5.377%, (LIBOR 1M + 3.500%), 9/7/2023^d		662,121
		Valeant Pharmaceuticals International, Inc., Term Loan
	2,225,573	5.240%, (LIBOR 1M + 3.500%), 4/1/2022^d		2,248,251

		Total		17,637,726


	Energy (0.1%)
		Calpine Corporation, Term Loan
	1,159,041	4.810%, (LIBOR 3M + 2.500%), 1/15/2024^d		1,161,718
		Fieldwood Energy, LLC, Term Loan
	879,760	4.752%, (LIBOR 1M + 2.875%), 9/28/2018^d		875,916
		Houston Fuel Oil Terminal, LLC, Term Loan
	1,809,424	5.800%, (LIBOR 3M + 3.500%), 8/19/2021^d		1,826,396
		MEG Energy Corporation, Term Loan
	150,100	5.810%, (LIBOR 3M + 3.500%), 12/31/2023^d		150,025
		MRC Global US, Inc., Term Loan
	583,537	7.250%, (LIBOR 1M + 3.500%), 9/15/2024^d		587,914
		Pacific Drilling SA, Term Loan
	1,225,600	0.000%, (PRIME + 4.500%), 6/3/2018^d,g,h		408,284

		Total		5,010,253


	Financials (0.1%)
		ASP AMC Merger Sub, Inc., Term Loan
	2,079,975	5.802%, (LIBOR 3M + 3.500%), 4/13/2024^d		2,085,175
		Digicel International Finance, Ltd., Term Loan
	1,542,601	5.020%, (LIBOR 3M + 3.250%), 5/10/2024^d		1,533,931
		DJO Finance, LLC, Term Loan
	926,250	5.035%, (LIBOR 3M + 3.250%), 6/7/2020^d		930,112
		Genworth Holdings, Inc., Term Loan
	285,000	6.202%, (LIBOR 3M + 4.500%), 2/28/2023^d		289,811


Principal Amount		Bank Loans (2.1%)^a	Value
	Financials (0.1%) - continued
		MoneyGram International, Inc., Term Loan
	$1,710,465	5.552%, (LIBOR 3M + 3.250%), 3/28/2020^d		$1,707,472

		Total		6,546,501


	Technology (0.1%)
		Harland Clarke Holdings Corporation, Term Loan
	1,773,161	7.052%, (LIBOR 3M + 4.750%), 10/31/2023^d		1,786,956
		Rackspace Hosting, Inc., Term Loan
	1,369,650	4.787%, (LIBOR 3M + 3.000%), 11/3/2023^d		1,363,870
		SS&C Technologies Holdings Europe SARL, Term Loan
	390,000	0.000%, (LIBOR 3M + 2.500%), 2/27/2025^b,c,d		391,747
		SS&C Technologies, Inc., Term Loan
	1,110,000	0.000%, (LIBOR 3M + 2.500%), 2/27/2025^b,c,d		1,114,973
		TNS, Inc., Term Loan
	562,330	5.780%, (LIBOR 3M + 4.000%), 8/14/2022^d		564,439
		Western Digital Corporation, Term Loan
	1,976,521	3.877%, (LIBOR 1M + 2.000%), 4/29/2023^d		1,986,048

		Total		7,208,033


	Transportation (0.1%)
		Arctic LNG Carriers, Ltd., Term Loan
	2,342,300	6.377%, (LIBOR 1M + 4.500%), 5/18/2023^d		2,359,867
		OSG Bulk Ships, Inc., Term Loan
	316,592	6.040%, (LIBOR 3M + 4.250%), 8/5/2019^d,e		303,929

		Total		2,663,796


	Utilities (0.1%)
		EnergySolutions, LLC, Term Loan
	540,000	6.630%, (LIBOR 1M + 4.750%), 5/29/2020^d,e		546,750
		HD Supply Waterworks, Term Loan
	927,675	5.116%, (LIBOR 3M + 3.000%), 7/21/2024^d,e		932,314
		Intergen NV, Term Loan
	852,487	6.240%, (LIBOR 1W + 4.500%), 6/13/2020^d		856,042
		Talen Energy Supply, LLC, Term Loan
	761,842	5.877%, (LIBOR 1M + 4.000%), 7/6/2023^d		747,146
		TerraForm Power Operating, LLC, Term Loan
	613,463	4.627%, (LIBOR 1M + 2.750%), 11/3/2022^d		616,340

		Total		3,698,592



		Total Bank Loans (cost $104,805,804)		104,093,788


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Asset-Backed Securities (1.8%)
		Access Group, Inc.
	$719,159	2.121%, (LIBOR 1M + 0.500%), 2/25/2036, Ser. 2013-1, Class A^d,i		$716,717
		ALM Loan Funding CLO
	2,250,000	2.871%, (LIBOR 3M + 1.140%), 10/17/2026, Ser. 2014-11A, Class A1R^*,d		2,250,338
		AMSR Trust
	2,700,000	3.208%, (LIBOR 1M + 1.400%), 11/17/2033, Ser. 2016-SFR1, Class A^d,i		2,711,151
		Apidos CLO XVIII
	2,225,000	2.865%, (LIBOR 3M + 1.120%), 7/22/2026, Ser. 2014-18A, Class A1R^*,d		2,225,178
		Ares XXXII CLO, Ltd.
	1,500,000	3.049%, (LIBOR 3M + 1.210%), 11/15/2025, Ser. 2014-32A, Class A1R^*,d		1,500,762
		Babson CLO, Ltd.
	825,000	2.881%, (LIBOR 3M + 1.150%), 10/17/2026, Ser. 2014-IIA, Class AR^*,d		825,124
		Bayview Koitere Fund Trust
	1,717,999	4.000%, 11/28/2053, Ser. 2017-SPL3, Class A^d,i		1,760,961
		Betony CLO, Ltd.
	750,000	3.072%, (LIBOR 3M + 1.350%), 4/15/2027, Ser. 2015-1A, Class AR^*,d		750,324
		Birchwood Park CLO, Ltd.
	825,000	2.900%, (LIBOR 3M + 1.180%), 7/15/2026, Ser. 2014-1A, Class AR^*,d		825,158
		BlueMountain CLO, Ltd.
	1,650,000	2.744%, (LIBOR 3M + 1.140%), 10/15/2026, Ser. 2014-3A, Class A1R^*,d		1,650,259
		Carlyle Global Market Strategies CLO, Ltd.
	825,000	2.922%, (LIBOR 3M + 1.200%), 10/15/2026, Ser. 2014-4A, Class A1R^*,d		825,146
		Cent CLO 16, LP
	387,686	3.023%, (LIBOR 3M + 1.250%), 8/1/2024, Ser. 2012- 16A, Class A1AR^*,d		387,848
		Cent CLO 22, Ltd.
	825,000	3.204%, (LIBOR 3M + 1.410%), 11/7/2026, Ser. 2014-22A, Class A1R^*,d		825,497
		Commonbond Student Loan Trust
	2,572,832	3.320%, 5/25/2040, Ser. 2016-A, Class A1ⁱ		2,496,733
	2,200,000	2.102%, (LIBOR 1M + 0.500%), 2/25/2044, Ser. 2018-AGS, Class A2^d,i		2,199,974
	1,400,000	3.210%, 2/25/2044, Ser. 2018-AGS, Class A1ⁱ		1,399,392
		DRB Prime Student Loan Trust
	430,261	3.170%, 7/25/2031, Ser. 2015-B, Class A2^*		428,494


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Asset-Backed Securities (1.8%) - continued
	$1,197,077	3.531%, (LIBOR 1M + 1.900%), 10/27/2031, Ser. 2015-B, Class A1^*,d		$1,224,450
	2,295,533	3.200%, 1/25/2040, Ser. 2015-D, Class A2^*		2,281,363
		Dryden 34 Senior Loan Fund CLO
	825,000	2.882%, (LIBOR 3M + 1.160%), 10/15/2026, Ser. 2014-34A, Class AR^*,d		825,196
		Earnest Student Loan Program, LLC
	1,466,992	3.020%, 5/25/2034, Ser. 2016-B, Class A2ⁱ		1,456,984
	1,148,472	2.680%, 7/25/2035, Ser. 2016-C, Class A2ⁱ		1,128,487
	1,513,320	2.720%, 1/25/2041, Ser. 2016-D, Class A2ⁱ		1,488,509
		Edlinc Student Loan Funding Trust
	479,025	4.540%, (CMT 3M + 3.150%), 10/1/2025, Ser. 2012-A, Class AT^*,d		486,697
		Galaxy XX CLO, Ltd.
	2,650,000	2.745%, (LIBOR 3M + 1.000%), 4/20/2031, Ser. 2015-20A, Class AR^*,d		2,656,365
		GoldenTree Loan Opportunities IX, Ltd.
	825,000	3.130%, (LIBOR 3M + 1.370%), 10/29/2026, Ser. 2014-9A, Class AR^*,d		825,393
		Golub Capital Partners, Ltd.
	2,569,000	2.626%, (LIBOR 3M + 1.200%), 1/20/2031, Ser. 2015-22A, Class AR^*,d		2,588,663
	1,750,000	2.681%, (LIBOR 3M + 1.180%), 1/20/2031, Ser. 2017-RT5, Class A^*,d		1,762,875
		Laurel Road Prime Student Loan Trust
	1,950,000	2.810%, 11/25/2042, Ser. 2017-2A, Class Aⁱ		1,913,043
		Lehman XS Trust
	2,577,537	5.440%, 8/25/2035, Ser. 2005-2, Class 2A3B^j		2,372,737
		Lendmark Funding Trust
	1,400,000	2.800%, 5/20/2026, Ser. 2017-1III, Class Aⁱ		1,392,349
		Limerock CLO III, LLC
	2,500,000	2.945%, (LIBOR 3M + 1.200%), 10/20/2026, Ser. 2014-3A, Class A1R^*,d		2,500,528
		Madison Park Funding XIV, Ltd.
	2,450,000	2.865%, (LIBOR 3M + 1.120%), 7/20/2026, Ser. 2014-14A, Class A1R^*,d		2,451,299
		Magnetite XII, Ltd.
	2,600,000	3.052%, (LIBOR 3M + 1.330%), 4/15/2027, Ser. 2015-12A, Class AR^*,d		2,613,226
		Marlette Funding Trust
	2,277,117	2.390%, 7/15/2024, Ser. 2017-2A, Class Aⁱ		2,271,725
		Morgan Stanley Bank of America Merrill Lynch Trust
	3,400,000	3.176%, 8/15/2045, Ser. 2012-C5, Class A4		3,405,101


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Asset-Backed Securities (1.8%) - continued
	$3,400,000	3.246%, 12/15/2047, Ser. 2014-C19, Class A3		$3,369,833
		Morgan Stanley Capital, Inc.
	1,641,512	2.022%, (LIBOR 1M + 0.150%), 2/25/2037, Ser. 2007-NC2, Class A2FP^d		1,063,561
		Mountain View CLO, Ltd.
	2,625,000	3.182%, (LIBOR 3M + 1.460%), 7/15/2027, Ser. 2015-9A, Class A1A^*,d		2,627,339
		Neuberger Berman CLO XIV, Ltd.
	1,400,000	3.010%, (LIBOR 3M + 1.250%), 1/28/2030, Ser. 2013-14A, Class AR^*,d		1,409,785
		Neuberger Berman CLO, Ltd.
	600,000	2.925%, (LIBOR 3M + 1.180%), 4/22/2029, Ser. 2014-17A, Class AR^*,d		602,982
		Octagon Investment Partners XX, Ltd.
	2,250,000	2.941%, (LIBOR 3M + 1.130%), 8/12/2026, Ser. 2014-1A, Class AR^*,d		2,250,774
		OZLM VIII, Ltd.
	825,000	2.861%, (LIBOR 3M + 1.130%), 10/17/2026, Ser. 2014-8A, Class A1AR^*,d		825,124
		Race Point IX CLO, Ltd.
	2,100,000	2.932%, (LIBOR 3M + 1.210%), 10/15/2030, Ser. 2015-9A, Class A1AR^*,d		2,118,591
		Renaissance Home Equity Loan Trust
	1,890,854	6.011%, 5/25/2036, Ser. 2006-1, Class AF4^j		1,417,246
	2,300,435	5.580%, 11/25/2036, Ser. 2006-3, Class AF2^j		1,320,637
		Shackleton, Ltd.
	2,650,000	3.092%, (LIBOR 3M + 1.370%), 4/15/2027, Ser. 2015-7A, Class AR^*,d		2,650,692
		SLM Student Loan Trust
	1,520,718	2.272%, (LIBOR 1M + 0.400%), 3/25/2025, Ser. 2010-1, Class A^d		1,496,019
		SoFi Consumer Loan Program, LLC
	766,574	3.260%, 8/25/2025, Ser. 2016-1, Class Aⁱ		766,674
	1,562,279	2.500%, 5/26/2026, Ser. 2017-4, Class Aⁱ		1,544,095
	1,936,896	2.140%, 9/25/2026, Ser. 2017-5, Class A1ⁱ		1,925,960
		SoFi Professional Loan Program, LLC
	707,980	2.420%, 3/25/2030, Ser. 2015-A, Class A2ⁱ		702,609
		Stanwich Mortgage Loan Company, LLC
	877,749	3.598%, 3/16/2022, Ser. 2017-NPA1, Class A1^*,j		877,937
		Symphony CLO VIII, Ltd.
	198,424	2.804%, (LIBOR 3M + 1.100%), 1/9/2023, Ser. 2012-8A, Class AR^*,d		198,442
		Symphony CLO XV, Ltd.
	2,500,000	2.911%, (LIBOR 3M + 1.180%), 10/17/2026, Ser. 2014-15A, Class AR^*,d		2,500,588


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Asset-Backed Securities (1.8%) - continued
		U.S. Small Business Administration
	$226,351	3.191%, 3/10/2024, Ser. 2014-10A, Class 1		$227,824
		Vericrest Opportunity Loan Transferee
	1,211,733	3.500%, 6/26/2045, Ser. 2015-NPL8, Class A1^i,j		1,211,960
		Verizon Owner Trust
	1,625,000	2.060%, 9/20/2021, Ser. 2017-1A, Class Aⁱ		1,609,034
		Voya CLO 3, Ltd.
	825,000	2.465%, (LIBOR 3M + 0.720%), 7/25/2026, Ser. 2017-2, Class A^*,d		824,993

		Total		92,966,745


	Basic Materials (0.7%)
		Alcoa Nederland Holding BV
	1,605,000	6.750%, 9/30/2024ⁱ		1,717,350
		Anglo American Capital plc
	1,970,000	4.875%, 5/14/2025ⁱ		2,017,814
		ArcelorMittal SA
	1,300,000	5.750%, 3/1/2021		1,369,875
	1,295,000	6.125%, 6/1/2025		1,408,313
		Braskem Netherlands Finance BV
	1,680,000	4.500%, 1/10/2028ⁱ		1,635,312
		BWAY Holding Company
	1,740,000	5.500%, 4/15/2024ⁱ		1,750,875
		CF Industries, Inc.
	1,800,000	3.450%, 6/1/2023		1,728,000
		Chemours Company
	1,435,000	5.375%, 5/15/2027		1,438,587
		First Quantum Minerals, Ltd.
	847,000	7.000%, 2/15/2021ⁱ		849,117
	1,165,000	7.500%, 4/1/2025ⁱ		1,143,884
		Georgia-Pacific, LLC
	535,000	2.539%, 11/15/2019ⁱ		531,706
		Glencore Finance Canada, Ltd.
	560,000	6.000%, 11/15/2041ⁱ		617,943
		Glencore Funding, LLC
	395,000	2.782%, (LIBOR 3M + 1.060%), 4/16/2018^d,i		395,079
	560,000	4.125%, 5/30/2023ⁱ		563,651
	725,000	4.000%, 3/27/2027ⁱ		699,433
		International Paper Company
	1,420,000	4.350%, 8/15/2048		1,344,726
		Kinross Gold Corporation
	1,120,000	5.950%, 3/15/2024		1,201,200
	1,510,000	4.500%, 7/15/2027ⁱ		1,478,743
		Novelis Corporation
	670,000	5.875%, 9/30/2026ⁱ		659,950
		Olin Corporation
	2,055,000	5.125%, 9/15/2027		2,026,744
		Platform Specialty Products Corporation
	1,000,000	5.875%, 12/1/2025ⁱ		977,500
		Sherwin-Williams Company
	1,285,000	3.125%, 6/1/2024		1,241,899
		Steel Dynamics, Inc.
	1,430,000	5.000%, 12/15/2026		1,430,000
		Teck Resources, Ltd.
	2,240,000	6.125%, 10/1/2035		2,374,400
		United States Steel Corporation
	1,500,000	6.250%, 3/15/2026		1,494,375


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Basic Materials (0.7%) - continued
		Vale Overseas, Ltd.
	$840,000	6.250%, 8/10/2026	$	941,052
	835,000	6.875%, 11/21/2036		982,127
	840,000	6.875%, 11/10/2039		995,400
		Westlake Chemical Corporation
	1,120,000	3.600%, 8/15/2026		1,080,905
		WestRock Company
	1,100,000	3.750%, 3/15/2025ⁱ		1,096,852

		Total		37,192,812


	Capital Goods (0.9%)
		AECOM
	2,080,000	5.875%, 10/15/2024		2,176,200
		Ashtead Capital, Inc.
	1,450,000	4.125%, 8/15/2025ⁱ		1,392,000
		Bombardier, Inc.
	2,055,000	7.500%, 3/15/2025ⁱ		2,108,944
		Building Materials Corporation of America
	1,525,000	6.000%, 10/15/2025ⁱ		1,563,125
		CEMEX SAB de CV
	1,685,000	6.125%, 5/5/2025ⁱ		1,752,737
		Cintas Corporation No. 2
	840,000	3.700%, 4/1/2027		838,444
		CNH Industrial Capital, LLC
	800,000	4.375%, 11/6/2020		817,000
	1,120,000	4.875%, 4/1/2021		1,152,200
		CNH Industrial NV
	1,100,000	4.500%, 8/15/2023		1,119,503
	1,400,000	3.850%, 11/15/2027		1,358,225
		Crown Americas Capital Corporation IV
	1,450,000	4.500%, 1/15/2023		1,439,125
		Crown Cork & Seal Company, Inc.
	1,460,000	7.375%, 12/15/2026		1,627,900
		Huntington Ingalls Industries, Inc.
	1,680,000	3.483%, 12/1/2027ⁱ		1,614,816
		L3 Technologies, Inc.
	1,656,000	3.950%, 5/28/2024		1,665,083
		Lockheed Martin Corporation
	350,000	2.500%, 11/23/2020		346,747
	1,136,000	3.600%, 3/1/2035		1,083,375
	1,024,000	4.500%, 5/15/2036		1,084,919
	284,000	6.150%, 9/1/2036		356,675
		Northrop Grumman Corporation
	1,960,000	3.850%, 4/15/2045		1,826,260
		Owens-Brockway Glass Container, Inc.
	2,205,000	5.000%, 1/15/2022ⁱ		2,226,389
		Pentair Finance SA
	1,700,000	2.900%, 9/15/2018		1,700,361
		Republic Services, Inc.
	850,000	2.900%, 7/1/2026		796,106
		Reynolds Group Issuer, Inc.
	2,170,000	5.125%, 7/15/2023ⁱ		2,191,049
		Roper Industries, Inc.
	1,316,000	2.050%, 10/1/2018		1,312,839
		Roper Technologies, Inc.
	840,000	2.800%, 12/15/2021		826,132
		Siemens Financieringsmaatschappij NV
	2,255,000	4.200%, 3/16/2047ⁱ		2,358,181
		Standard Industries, Inc.
	675,000	5.500%, 2/15/2023ⁱ		698,625


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Capital Goods (0.9%) - continued
		Textron, Inc.
	$825,000	7.250%, 10/1/2019		$876,633
	1,710,000	3.375%, 3/1/2028		1,631,447
		United Rentals North America, Inc.
	1,655,000	5.500%, 7/15/2025		1,694,306
		United Technologies Corporation
	1,410,000	4.050%, 5/4/2047		1,336,933

		Total		42,972,279


	Collateralized Mortgage Obligations (1.4%)
		Alternative Loan Trust
	1,166,548	6.000%, 6/25/2036, Ser. 2006-24CB, Class A9		1,030,082
		Angel Oak Mortgage Trust I, LLC
	646,021	3.500%, 7/25/2046, Ser. 2016-1, Class A1^*		647,519
		Bayview Opportunity Master Fund Trust
	1,949,505	4.000%, 6/28/2054, Ser. 2017-SPL2, Class A^d,i		1,980,741
	3,204,078	4.000%, 10/28/2064, Ser. 2017-SPL1, Class A^d,i		3,255,298
	2,666,317	3.500%, 5/28/2069, Ser. 2011-2, Class A2^d,i		2,686,686
		BCAP, LLC Trust
	1,508,115	2.052%, (LIBOR 1M + 0.180%), 3/25/2037, Ser. 2007-AA1, Class 2A1^d		1,444,015
		Citigroup Mortgage Loan Trust, Inc.
	352,271	5.500%, 11/25/2035, Ser. 2005-9, Class 21A2		351,045
		CitiMortgage Alternative Loan Trust
	1,169,249	5.750%, 4/25/2037, Ser. 2007-A4, Class 1A5		1,102,488
		COLT Mortgage Loan Trust
	1,039,150	2.800%, 12/26/2046, Ser. 2016-3, Class A1^*,d		1,030,385
	3,055,643	2.415%, 10/25/2047, Ser. 2017-2, Class A1A^d,i		3,060,231
		Countrywide Alternative Loan Trust
	1,372,418	3.383%, 10/25/2035, Ser. 2005-43, Class 4A1^d		1,208,056
	774,090	6.500%, 8/25/2036, Ser. 2006-23CB, Class 2A3		509,534
	219,732	6.000%, 1/25/2037, Ser. 2006-39CB, Class 1A16		214,873
	2,407,014	5.500%, 5/25/2037, Ser. 2007-8CB, Class A1		2,013,452
	1,674,366	7.000%, 10/25/2037, Ser. 2007-24, Class A10		1,091,425
		Countrywide Home Loans, Inc.
	405,817	5.750%, 4/25/2037, Ser. 2007-3, Class A27		336,917
		Deutsche Alt-A Securities Mortgage Loan Trust
	300,916	6.000%, 10/25/2021, Ser. 2006-AR5, Class 23A		275,268
		Federal Home Loan Mortgage Corporation
	5,006,843	3.000%, 4/15/2028, Ser. 4193, Class AI^k		426,586
	3,887,902	4.000%, 7/15/2031, Ser.- 4104, Class KI^k		448,906
	3,942,715	3.000%, 2/15/2033, Ser. 4170, Class IG^k		448,063


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Collateralized Mortgage Obligations (1.4%) - continued
		Federal National Mortgage Association
	$7,559,122	3.500%, 1/25/2033, Ser. 2012-150, Class YI^k	$	980,668
		Greenpoint Mortgage Funding Trust
	975,963	2.072%, (LIBOR 1M + 0.200%), 10/25/2045, Ser. 2005-AR4, Class G41B^d		857,007
		Impac Secured Assets Trust
	3,973,392	2.112%, (LIBOR 1M + 0.240%), 9/25/2037, Ser. 2014-GC18, Class A3^d		3,274,454
		IndyMac INDX Mortgage Loan Trust
	1,525,383	2.512%, (LIBOR 1M + 0.640%), 7/25/2045, Ser. 2005-16IP, Class A1^d		1,469,016
		J.P. Morgan Mortgage Trust
	98,924	3.605%, 10/25/2036, Ser. 2006-A6, Class 1A2^d		91,260
	1,940,884	2.252%, (LIBOR 1M + 0.380%), 1/25/2037, Ser. 2006-S4, Class A8^d		1,150,656
	2,123,691	6.250%, 8/25/2037, Ser. 2007-S3, Class 1A10		1,394,011
		MASTR Alternative Loans Trust
	307,786	6.500%, 7/25/2034, Ser. 2004-6, Class 6A1		310,760
	1,353,281	2.322%, (LIBOR 1M + 0.450%), 12/25/2035, Ser. 2005-6, Class 2A1^d		653,003
		Merrill Lynch Alternative Note Asset Trust
	305,889	6.000%, 3/25/2037, Ser. 2007-F1, Class 2A1		252,358
		Preston Ridge Partners Mortgage Trust, LLC
	1,054,997	4.250%, 1/25/2022, Ser. 2017-1A, Class A1^*,j		1,055,005
	4,738,765	3.470%, 9/25/2022, Ser. 2017-2A, Class A1^*,j		4,720,834
		Pretium Mortgage Credit Partners, LLC
	1,612,073	3.500%, 4/29/2032, Ser. 2017-NPL1, Class A1^*,j		1,610,632
	2,264,152	3.250%, 8/27/2032, Ser. 2017-NPL4, Class A1^i,j		2,249,286
		Residential Accredit Loans, Inc. Trust
	1,974,736	2.622%, (LIBOR 1M + 0.750%), 6/25/2035, Ser. 2005-QS7, Class A3^d		1,646,008
	470,583	5.750%, 9/25/2035, Ser. 2005-QS13, Class 2A3		457,564
	2,609,196	2.422%, (LIBOR 1M + 0.550%), 1/25/2037, Ser. 2007-3, Class A1B^d		2,072,309
		Residential Asset Securitization Trust
	2,675,450	2.252%, (LIBOR 1M + 0.380%), 8/25/2037, Ser. 2007-A8, Class 2A3^d		657,734
		Sequoia Mortgage Trust
	1,879,207	3.602%, 9/20/2046, Ser. 2007-1, Class 4A1^d		1,553,116


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Collateralized Mortgage Obligations (1.4%) - continued
		Sunset Mortgage Loan Company, LLC
	$377,706	4.459%, 9/18/2045, Ser. 2015-NPL1, Class A^*,j		$378,648
	2,968,821	3.500%, 6/15/2047, Ser. 2017-NPL1, Class A^*,j		2,940,918
	1,129,046	3.844%, 7/16/2047, Ser. 2016-NPL1, Class A^*,j		1,129,387
		Towd Point Mortgage Trust
	2,312,262	2.750%, 10/25/2056, Ser. 2017-1, Class A1^d,i		2,286,592
	1,780,742	2.472%, (LIBOR 1M + 0.600%), 2/25/2057, Ser. 2017-5, Class A1^d,i		1,787,141
		Verus Securitization Trust
	1,920,514	2.853%, 1/25/2047, Ser. 2017-1A, Class A1^*,d		1,922,997
	2,917,616	2.485%, 7/25/2047, Ser. 2017-2A, Class A1^*,d		2,897,263
		WaMu Mortgage Pass Through Certificates
	261,405	3.273%, 9/25/2036, Ser. 2006-AR10, Class 1A2^d		253,106
	258,031	3.323%, 10/25/2036, Ser. 2006-AR12, Class 1A1^d		250,872
	1,386,223	2.795%, 1/25/2037, Ser. 2006-AR18, Class 1A1^d		1,306,122
	2,760,210	2.243%, (12 MTA + 0.960%), 9/25/2046, Ser. 2006-AR11, Class 1A^d		2,489,428
		Washington Mutual Mortgage Pass Through Certificates Trust
	1,765,953	7.000%, 2/25/2036, Ser. 2006-1, Class 2CB1		1,454,402

		Total		69,114,127


	Commercial Mortgage-Backed Securities (1.4%)
		CSAIL Commercial Mortgage Trust
	4,400,000	3.504%, 6/15/2057, Ser. 2015-C2, Class A4		4,393,694
		Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates
	2,608,800	2.776%, 3/25/2023, Ser. K724, Class A1^l		2,601,242
	8,700,000	3.002%, 1/25/2024, Ser. K725, Class A2		8,698,729
	9,450,000	3.430%, 1/25/2027, Ser. K063, Class A2^d		9,603,936
		Federal National Mortgage Association - ACES
	2,825,000	2.568%, 12/25/2026, Ser. 2017-M3, Class A2^d		2,680,482
	4,250,000	2.877%, 2/25/2027, Ser. 2017-M2, Class A2^d		4,120,313
	5,000,000	2.961%, 2/25/2027, Ser. 2017-M7, Class A2^d		4,895,581
		Federal National Mortgage Association Grantor Trust
	5,597,794	2.898%, 6/25/2027, Ser. 2017-T1, Class A^l		5,420,142
		GS Mortgage Securities Trust
	2,925,000	3.801%, 1/10/2047, Ser. 2015-23A, Class AR		2,990,529


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Commercial Mortgage-Backed Securities (1.4%) - continued
	$4,000,000	3.666%, 9/10/2047, Ser. 2104-GC24, Class A4		$4,071,266
	4,000,000	3.244%, 10/10/2048, Ser. 2015-GC34, Class A3		3,938,405
		J.P. Morgan Chase Commercial Mortgage Securities Corporation
	1,518,889	3.507%, 5/15/2045, Ser. 2012-C6, Class A3		1,534,267
		JPMBB Commercial Mortgage Securities Trust
	2,850,000	3.231%, 1/15/2048, Ser. 2014-C26, Class A3		2,823,939
		SCG Trust
	700,000	3.427%, (LIBOR 1M + 1.650%), 11/15/2026, Ser. 2013-SRP1, Class A^d,i		699,998
		UBS Commercial Mortgage Trust
	3,185,349	3.400%, 5/10/2045, Ser. 2012-C1, Class A3		3,215,857
		Wells Fargo Commercial Mortgage Trust
	2,500,000	3.617%, 9/15/2057, Ser. 2015-NXS3, Class A4		2,516,969
	2,250,000	3.839%, 9/15/2058, Ser. 2015-LC22, Class A4		2,298,958
		WFRBS Commercial Mortgage Trust
	2,784,244	2.870%, 11/15/2045, Ser. 2012-C9, Class A3		2,744,774

		Total		69,249,081


	Communications Services (1.9%)
		21st Century Fox America, Inc.
	1,140,000	6.900%, 3/1/2019		1,181,521
		Altice Financing SA
	1,675,000	6.625%, 2/15/2023ⁱ		1,658,250
		AMC Networks, Inc.
	1,675,000	5.000%, 4/1/2024		1,655,185
		America Movil SAB de CV
	829,000	5.000%, 10/16/2019		853,056
		American Tower Corporation
	1,280,000	3.300%, 2/15/2021		1,279,485
		AT&T, Inc.
	600,000	5.875%, 10/1/2019		625,592
	360,000	3.232%, (LIBOR 3M + 0.930%), 6/30/2020^d		363,787
	835,000	3.800%, 3/1/2024		835,991
	2,780,000	3.400%, 8/14/2024		2,792,730
	3,363,000	3.900%, 8/14/2027		3,383,896
	1,017,000	4.100%, 2/15/2028ⁱ		1,009,097
	822,000	4.300%, 2/15/2030ⁱ		817,921
	1,100,000	5.250%, 3/1/2037		1,162,124
	3,260,000	4.900%, 8/14/2037		3,284,072
	840,000	6.350%, 3/15/2040		973,335
	950,000	5.550%, 8/15/2041		1,020,724
	546,000	4.750%, 5/15/2046		529,405
		British Sky Broadcasting Group plc
	880,000	2.625%, 9/16/2019ⁱ		876,219
	1,100,000	3.125%, 11/26/2022ⁱ		1,088,650
		CCO Holdings, LLC
	2,100,000	5.875%, 4/1/2024ⁱ		2,136,750
		CenturyLink, Inc.
	1,630,000	6.450%, 6/15/2021		1,662,600


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Communications Services (1.9%) - continued
		Charter Communications Operating, LLC
	$450,000	6.834%, 10/23/2055		$519,496
	630,000	3.579%, 7/23/2020		631,693
	1,400,000	4.200%, 3/15/2028		1,339,185
	3,320,000	6.484%, 10/23/2045		3,638,946
		Clear Channel Worldwide Holdings, Inc.
	2,160,000	6.500%, 11/15/2022		2,197,800
		Comcast Corporation
	875,000	2.750%, 3/1/2023		851,583
	2,190,000	4.400%, 8/15/2035		2,254,824
	418,000	4.650%, 7/15/2042		436,738
	565,000	4.750%, 3/1/2044		594,660
		Cox Communications, Inc.
	1,400,000	3.350%, 9/15/2026ⁱ		1,332,142
	568,000	4.600%, 8/15/2047ⁱ		542,517
		Crown Castle International Corporation
	1,183,000	3.400%, 2/15/2021		1,187,288
	2,062,000	5.250%, 1/15/2023		2,190,473
	1,136,000	3.200%, 9/1/2024		1,088,709
		CSC Holdings, LLC
	245,000	5.500%, 4/15/2027ⁱ		234,588
		Digicel, Ltd.
	2,725,000	6.000%, 4/15/2021^*		2,558,094
		Discovery Communications, LLC
	1,420,000	4.900%, 3/11/2026^m		1,471,078
	2,270,000	5.000%, 9/20/2037		2,259,245
		Gray Television, Inc.
	1,690,000	5.875%, 7/15/2026ⁱ		1,643,525
		Intelsat Jackson Holdings SA
	1,590,000	8.000%, 2/15/2024ⁱ		1,671,488
		Level 3 Communications, Inc.
	2,080,000	5.375%, 1/15/2024		2,026,710
		Level 3 Financing, Inc.
	700,000	5.375%, 5/1/2025		679,000
		Moody’s Corporation
	770,000	2.750%, 12/15/2021		755,854
		Neptune Finco Corporation
	1,769,000	10.875%, 10/15/2025ⁱ		2,078,557
		Netflix, Inc.
	1,895,000	4.875%, 4/15/2028ⁱ		1,822,232
		Nexstar Escrow Corporation
	781,000	5.625%, 8/1/2024ⁱ		765,146
		Omnicom Group, Inc.
	530,000	3.600%, 4/15/2026		513,463
		S&P Global, Inc.
	1,024,000	3.300%, 8/14/2020		1,029,605
		SES Global Americas Holdings GP
	620,000	2.500%, 3/25/2019ⁱ		616,044
		SFR Group SA
	2,455,000	6.000%, 5/15/2022ⁱ		2,399,762
		Sprint Communications, Inc.
	1,485,000	6.000%, 11/15/2022		1,457,156
		Sprint Corporation
	1,405,000	7.625%, 2/15/2025^m		1,382,169
		Telecom Italia SPA
	1,400,000	5.303%, 5/30/2024ⁱ		1,424,500
		Telefonica Emisiones SAU
	858,000	3.192%, 4/27/2018		858,343
	1,375,000	4.665%, 3/6/2038		1,388,835
		Time Warner Entertainment Company, LP
	1,341,000	8.375%, 3/15/2023		1,591,076


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Communications Services (1.9%) - continued
		Verizon Communications, Inc.
	$1,475,000	3.500%, 11/1/2021		$1,486,303
	2,304,000	5.150%, 9/15/2023		2,484,850
	1,701,000	3.376%, 2/15/2025		1,671,050
	859,000	4.272%, 1/15/2036		821,176
	2,272,000	4.862%, 8/21/2046		2,288,948
	1,796,000	4.522%, 9/15/2048		1,727,416
		Viacom, Inc.
	560,000	4.250%, 9/1/2023		568,137
	1,095,000	6.875%, 4/30/2036		1,300,158
	840,000	5.850%, 9/1/2043		913,961
		Virgin Media Secured Finance plc
	1,725,000	5.250%, 1/15/2026ⁱ		1,660,312
		Windstream Services, LLC
	1,150,000	8.625%, 10/31/2025ⁱ		1,063,750

		Total		94,608,975


	Consumer Cyclical (1.3%)
		Amazon.com, Inc.
	710,000	3.150%, 8/22/2027ⁱ		684,558
	1,420,000	3.875%, 8/22/2037ⁱ		1,409,643
	852,000	4.050%, 8/22/2047ⁱ		845,744
		American Honda Finance Corporation
	1,075,000	2.000%, 2/14/2020		1,058,903
		Aptiv plc
	1,280,000	3.150%, 11/19/2020		1,277,467
		Cinemark USA, Inc.
	2,695,000	4.875%, 6/1/2023		2,660,773
		CVS Health Corporation
	3,370,000	4.875%, 7/20/2035		3,492,392
		D.R. Horton, Inc.
	1,175,000	2.550%, 12/1/2020		1,156,937
		Daimler Finance North America, LLC
	1,120,000	2.387%, (LIBOR 3M + 0.620%), 10/30/2019^d,i		1,126,407
		Delphi Jersey Holdings plc
	1,795,000	5.000%, 10/1/2025ⁱ		1,720,956
		Ford Motor Credit Company, LLC
	950,000	2.551%, 10/5/2018		949,279
	1,000,000	2.943%, 1/8/2019		1,000,348
	1,060,000	2.262%, 3/28/2019		1,052,783
	100,000	8.125%, 1/15/2020		108,268
	560,000	2.459%, 3/27/2020		551,051
	420,000	3.200%, 1/15/2021		416,472
	820,000	3.565%, (LIBOR 3M + 1.270%), 3/28/2022^d		831,701
		General Motors Financial Company, Inc.
	425,000	2.650%, (LIBOR 3M + 0.930%), 4/13/2020^d		428,994
	770,000	3.700%, 11/24/2020		777,118
	512,000	4.200%, 3/1/2021		521,743
	1,250,000	3.150%, 6/30/2022		1,223,256
	560,000	3.950%, 4/13/2024		555,019
	1,240,000	4.300%, 7/13/2025		1,241,110
		Home Depot, Inc.
	1,215,000	3.000%, 4/1/2026		1,180,296
	1,330,000	5.400%, 9/15/2040		1,615,173
	840,000	4.250%, 4/1/2046		876,887
	1,400,000	3.900%, 6/15/2047		1,390,319
		Hyundai Capital America
	418,000	2.400%, 10/30/2018ⁱ		416,792
	1,200,000	2.550%, 4/3/2020ⁱ		1,181,196
	768,000	3.000%, 10/30/2020ⁱ		760,604


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Consumer Cyclical (1.3%) - continued
		Jaguar Land Rover Automotive plc
	$1,500,000	5.625%, 2/1/2023ⁱ		$1,530,000
		KB Home
	1,141,000	4.750%, 5/15/2019		1,151,954
		L Brands, Inc.
	1,500,000	5.625%, 2/15/2022		1,556,250
		Landry’s, Inc.
	1,600,000	6.750%, 10/15/2024ⁱ		1,612,000
		Lear Corporation
	1,200,000	5.250%, 1/15/2025		1,267,767
		Lennar Corporation
	1,485,000	4.875%, 12/15/2023		1,490,717
	840,000	4.500%, 4/30/2024		823,200
		Live Nation Entertainment, Inc.
	3,170,000	5.375%, 6/15/2022ⁱ		3,241,325
		Mastercard, Inc.
	1,660,000	3.950%, 2/26/2048		1,711,241
		McDonald’s Corporation
	730,000	2.750%, 12/9/2020		726,276
	1,120,000	2.625%, 1/15/2022		1,102,257
	1,365,000	4.450%, 3/1/2047		1,409,274
		MGM Resorts International
	2,115,000	6.000%, 3/15/2023		2,220,750
		New Red Finance, Inc.
	1,750,000	4.250%, 5/15/2024^i,m		1,671,250
		Nissan Motor Acceptance Corporation
	840,000	2.150%, 9/28/2020ⁱ		822,505
		Prime Security Services Borrower, LLC
	1,897,000	9.250%, 5/15/2023ⁱ		2,055,874
		Scientific Games International, Inc.
	1,625,000	5.000%, 10/15/2025ⁱ		1,580,313
		Six Flags Entertainment Corporation
	2,790,000	4.875%, 7/31/2024ⁱ		2,716,763
		Toll Brothers Finance Corporation
	432,000	4.000%, 12/31/2018		434,678
		VOC Escrow, Ltd.
	1,750,000	5.000%, 2/15/2028ⁱ		1,662,500

		Total		63,299,083


	Consumer Non-Cyclical (2.0%)
		Abbott Laboratories
	1,440,000	2.900%, 11/30/2021		1,426,227
	700,000	3.400%, 11/30/2023		694,666
	2,250,000	4.750%, 11/30/2036		2,420,115
	1,130,000	4.900%, 11/30/2046		1,236,828
		AbbVie, Inc.
	2,070,000	2.500%, 5/14/2020		2,042,965
	1,320,000	3.600%, 5/14/2025		1,300,184
	560,000	4.700%, 5/14/2045		576,505
	1,395,000	4.450%, 5/14/2046		1,384,842
		Altria Group, Inc.
	560,000	2.850%, 8/9/2022		548,141
	700,000	2.625%, 9/16/2026		645,320
		Amgen, Inc.
	1,680,000	2.200%, 5/11/2020		1,656,095
	512,000	2.700%, 5/1/2022		500,066
	475,000	3.125%, 5/1/2025		458,283
	3,360,000	3.200%, 11/2/2027		3,181,350
		Anheuser-Busch InBev Finance, Inc.
	550,000	3.033%, (LIBOR 3M + 1.260%), 2/1/2021^d		565,268
	2,839,000	3.650%, 2/1/2026		2,820,422
	2,240,000	4.700%, 2/1/2036		2,366,926


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Consumer Non-Cyclical (2.0%) - continued
		Anheuser-Busch InBev Worldwide, Inc.
	$2,725,000	4.750%, 4/15/2058^c		$2,785,420
	536,000	3.750%, 1/15/2022		546,559
	820,000	2.449%, (LIBOR 3M + 0.740%), 1/12/2024^c,d		824,822
	1,350,000	4.375%, 4/15/2038^c		1,375,360
	1,350,000	4.600%, 4/15/2048^c		1,393,943
		BAT Capital Corporation
	568,000	2.297%, 8/14/2020ⁱ		556,819
	852,000	3.222%, 8/15/2024ⁱ		821,075
	825,000	3.557%, 8/15/2027ⁱ		788,983
	1,136,000	4.540%, 8/15/2047ⁱ		1,121,784
		BAT International Finance plc
	480,000	2.635%, (LIBOR 3M + 0.510%), 6/15/2018^d,i		480,155
		Bayer U.S. Finance, LLC
	840,000	3.375%, 10/8/2024ⁱ		825,688
		Becton, Dickinson and Company
	1,214,000	3.734%, 12/15/2024		1,193,119
	840,000	4.669%, 6/6/2047		852,268
		Boston Scientific Corporation
	435,000	6.000%, 1/15/2020		456,425
	525,000	3.850%, 5/15/2025		528,005
	840,000	7.375%, 1/15/2040		1,134,478
		Bunge, Ltd. Finance Corporation
	762,000	8.500%, 6/15/2019		809,572
	580,000	3.500%, 11/24/2020^m		581,901
		Campbell Soup Company
	1,385,000	3.950%, 3/15/2025		1,377,725
		Cardinal Health, Inc.
	560,000	3.079%, 6/15/2024		534,021
		Celgene Corporation
	2,285,000	2.875%, 8/15/2020		2,275,641
		Church & Dwight Company, Inc.
	310,000	2.450%, 12/15/2019		308,170
		Clorox Company
	1,680,000	3.100%, 10/1/2027		1,627,636
		Constellation Brands, Inc.
	1,120,000	3.600%, 2/15/2028		1,079,812
		CVS Health Corporation
	235,000	2.250%, 8/12/2019		232,631
	278,000	3.350%, 3/9/2021		279,465
	556,000	3.700%, 3/9/2023		557,708
	1,370,000	4.100%, 3/25/2025		1,378,520
	1,100,000	4.780%, 3/25/2038		1,113,038
		EMD Finance, LLC
	1,128,000	2.950%, 3/19/2022ⁱ		1,110,481
		Energizer Holdings, Inc.
	1,900,000	5.500%, 6/15/2025ⁱ		1,914,250
		Envision Healthcare Corporation
	2,205,000	5.125%, 7/1/2022ⁱ		2,193,975
		Express Scripts Holding Company
	560,000	3.000%, 7/15/2023		536,487
		Forest Laboratories, LLC
	300,000	4.875%, 2/15/2021ⁱ		310,012
		Gilead Sciences, Inc.
	560,000	2.950%, 3/1/2027		529,470
		Grupo Bimbo SAB de CV
	860,000	4.700%, 11/10/2047ⁱ		829,221
		H. J. Heinz Company
	1,000,000	3.500%, 7/15/2022		997,802
		HCA, Inc.
	1,070,000	5.250%, 6/15/2026		1,083,910
	1,105,000	4.500%, 2/15/2027		1,066,325


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Consumer Non-Cyclical (2.0%) - continued
		Imperial Tobacco Finance plc
	$1,250,000	2.950%, 7/21/2020ⁱ		$1,240,877
		JBS USA, LLC
	1,450,000	5.750%, 6/15/2025ⁱ		1,352,125
		Johnson & Johnson
	1,400,000	2.900%, 1/15/2028		1,344,565
		Kimberly-Clark Corporation
	1,410,000	3.900%, 5/4/2047		1,391,674
		Kraft Foods Group, Inc.
	1,056,000	5.000%, 6/4/2042		1,058,137
		Kroger Company
	710,000	2.800%, 8/1/2022		690,383
		Laboratory Corporation of America Holdings
	360,000	2.625%, 2/1/2020		357,122
		Mead Johnson Nutrition Company
	512,000	3.000%, 11/15/2020		509,938
		Medtronic, Inc.
	4,070,000	4.375%, 3/15/2035		4,312,554
	560,000	4.625%, 3/15/2045		612,282
		Merck & Company, Inc.
	385,000	2.186%, (LIBOR 3M + 0.375%), 2/10/2020^d		387,159
	260,000	3.700%, 2/10/2045		253,189
		Mondelez International Holdings Netherlands BV
	1,200,000	2.000%, 10/28/2021ⁱ		1,144,890
		Mondelez International, Inc.
	418,000	2.293%, (LIBOR 3M + 0.520%), 2/1/2019^d		419,113
		Mylan NV
	1,020,000	3.000%, 12/15/2018		1,019,980
	260,000	3.150%, 6/15/2021		256,533
	580,000	5.250%, 6/15/2046		590,563
		Mylan, Inc.
	980,000	4.550%, 4/15/2028^c,i		978,260
		Newell Rubbermaid, Inc.
	748,000	5.500%, 4/1/2046		789,244
		PepsiCo, Inc.
	1,032,000	2.850%, 2/24/2026		989,309
		Reynolds American, Inc.
	1,563,000	5.700%, 8/15/2035		1,776,103
		Roche Holdings, Inc.
	768,000	4.000%, 11/28/2044ⁱ		791,325
		Shire Acquisitions Investments Ireland Designated Activity Company
	1,680,000	2.400%, 9/23/2021		1,621,743
		Simmons Foods, Inc.
	1,795,000	5.750%, 11/1/2024ⁱ		1,628,962
		Smithfield Foods, Inc.
	1,320,000	2.700%, 1/31/2020ⁱ		1,301,182
	820,000	2.650%, 10/3/2021ⁱ		784,971
		Teleflex, Inc.
	560,000	4.875%, 6/1/2026		554,400
		Tenet Healthcare Corporation
	2,285,000	8.125%, 4/1/2022		2,382,112
		Teva Pharmaceutical Finance Netherlands III BV
	1,440,000	3.150%, 10/1/2026		1,155,256
		Thermo Fisher Scientific, Inc.
	396,000	3.000%, 4/15/2023		386,417
		TreeHouse Foods, Inc.
	760,000	4.875%, 3/15/2022		757,150


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Consumer Non-Cyclical (2.0%) - continued
		Tyson Foods, Inc.
	$560,000	3.550%, 6/2/2027		$537,004
		VRX Escrow Corporation
	3,245,000	6.125%, 4/15/2025ⁱ		2,800,435
		Zimmer Biomet Holdings, Inc.
	1,725,000	2.928%, (LIBOR 3M + 0.750%), 3/19/2021^d		1,727,639
		Zoetis, Inc.
	1,870,000	4.700%, 2/1/2043		2,000,901

		Total		102,140,376


	Energy (1.8%)
		Anadarko Petroleum Corporation
	1,680,000	4.850%, 3/15/2021		1,746,451
		Antero Resources Corporation
	1,775,000	5.125%, 12/1/2022		1,788,312
		BP Capital Markets plc
	1,560,000	3.535%, 11/4/2024		1,563,981
	285,000	3.119%, 5/4/2026		275,686
	1,960,000	3.279%, 9/19/2027		1,903,728
		Buckeye Partners, LP
	846,000	2.650%, 11/15/2018		843,886
		Canadian Natural Resources, Ltd.
	1,005,000	3.450%, 11/15/2021		1,012,285
	560,000	6.250%, 3/15/2038		675,273
		Canadian Oil Sands, Ltd.
	750,000	9.400%, 9/1/2021ⁱ		869,859
		Cenovus Energy, Inc.
	1,120,000	3.800%, 9/15/2023		1,106,626
	921,000	5.200%, 9/15/2043		892,477
		Cheniere Corpus Christi Holdings, LLC
	1,635,000	5.875%, 3/31/2025		1,710,619
		Cheniere Energy Partners, LP
	1,810,000	5.250%, 10/1/2025ⁱ		1,785,112
		Columbia Pipeline Group, Inc.
	995,000	2.450%, 6/1/2018		994,365
		Concho Resources, Inc.
	715,000	4.375%, 1/15/2025		724,070
		ConocoPhillips
	1,400,000	6.500%, 2/1/2039		1,833,586
		Continental Resources, Inc.
	1,400,000	5.000%, 9/15/2022		1,419,250
		El Paso Pipeline Partners Operating Company, LLC
	840,000	4.300%, 5/1/2024		846,043
		Enbridge Energy Partners, LP
	1,400,000	5.875%, 10/15/2025		1,534,613
		Enbridge, Inc.
	975,000	2.900%, 7/15/2022		945,611
		Encana Corporation
	230,000	3.900%, 11/15/2021		232,929
		Energy Transfer Equity, LP
	1,450,000	5.500%, 6/1/2027		1,453,625
		Energy Transfer, LP
	1,120,000	4.650%, 6/1/2021		1,153,230
	765,000	4.900%, 3/15/2035		720,775
	600,000	5.150%, 2/1/2043		547,089
		EnLink Midstream Partners, LP
	575,000	4.150%, 6/1/2025		558,561
	420,000	4.850%, 7/15/2026		424,092
		Enterprise Products Operating, LLC
	758,000	5.100%, 2/15/2045		822,799
		EQT Corporation
	754,000	8.125%, 6/1/2019		798,426


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Energy (1.8%) - continued
	$725,000	3.000%, 10/1/2022		$704,242
	560,000	3.900%, 10/1/2027		536,338
		Exxon Mobil Corporation
	420,000	4.114%, 3/1/2046		442,628
		Hess Corporation
	845,000	6.000%, 1/15/2040		890,916
		Kinder Morgan Energy Partners, LP
	765,000	3.500%, 3/1/2021		765,349
	1,400,000	6.500%, 9/1/2039		1,597,346
		Kinder Morgan, Inc.
	1,250,000	6.500%, 9/15/2020		1,339,113
		Magellan Midstream Partners, LP
	750,000	5.000%, 3/1/2026		807,691
		Marathon Oil Corporation
	840,000	2.700%, 6/1/2020		827,470
	1,960,000	6.600%, 10/1/2037		2,361,166
		Marathon Petroleum Corporation
	375,000	3.400%, 12/15/2020		377,964
	1,136,000	6.500%, 3/1/2041		1,390,682
		MPLX, LP
	1,680,000	4.875%, 6/1/2025		1,753,276
	850,000	4.125%, 3/1/2027		844,023
		Nabors Industries, Inc.
	885,000	5.750%, 2/1/2025ⁱ		835,219
		Newfield Exploration Company
	1,960,000	5.625%, 7/1/2024		2,067,800
		Noble Energy, Inc.
	724,000	5.625%, 5/1/2021		737,539
		ONEOK Partners, LP
	830,000	3.800%, 3/15/2020		836,250
		ONEOK, Inc.
	1,560,000	7.500%, 9/1/2023		1,817,438
		Parsley Energy, LLC
	765,000	5.625%, 10/15/2027ⁱ		765,000
		PBF Holding Company, LLC
	1,355,000	7.250%, 6/15/2025		1,407,506
		Petrobras Global Finance BV
	90,000	8.375%, 5/23/2021		102,465
	1,400,000	6.250%, 3/17/2024		1,477,700
		Petroleos Mexicanos
	1,069,000	6.000%, 3/5/2020		1,114,967
	345,000	2.378%, 4/15/2025		340,298
	790,000	6.750%, 9/21/2047		799,385
		Phillips 66
	1,130,000	3.900%, 3/15/2028		1,125,098
		Pioneer Natural Resources Company
	500,000	4.450%, 1/15/2026		519,675
		Plains All American Pipeline, LP
	1,300,000	5.000%, 2/1/2021		1,342,704
		Regency Energy Partners, LP
	1,120,000	5.875%, 3/1/2022		1,194,972
	1,450,000	5.000%, 10/1/2022		1,506,966
		Rowan Companies, Inc.
	220,000	7.375%, 6/15/2025		206,250
		Sabine Pass Liquefaction, LLC
	840,000	6.250%, 3/15/2022		911,250
	1,000,000	5.625%, 4/15/2023		1,067,642
	1,140,000	5.750%, 5/15/2024		1,226,602
	1,440,000	5.625%, 3/1/2025		1,546,505
		Shell International Finance BV
	360,000	2.261%, (LIBOR 3M + 0.450%), 5/11/2020^d		362,048
		Southwestern Energy Company
	1,860,000	7.500%, 4/1/2026		1,878,600


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Energy (1.8%) - continued
		SRC Energy, Inc.
	$1,045,000	6.250%, 12/1/2025ⁱ		$1,047,613
		Suncor Energy, Inc.
	780,000	3.600%, 12/1/2024		778,580
		Sunoco Logistics Partners Operations, LP
	450,000	4.400%, 4/1/2021		459,548
		Sunoco, LP
	625,000	5.500%, 2/15/2026ⁱ		603,125
	935,000	5.875%, 3/15/2028ⁱ		903,444
		Tallgrass Energy Partners, LP
	2,690,000	5.500%, 1/15/2028ⁱ		2,713,538
		Targa Resources Partners, LP
	525,000	5.250%, 5/1/2023		528,937
		Tesoro Corporation
	1,680,000	4.750%, 12/15/2023		1,744,841
		Weatherford International, Ltd.
	2,120,000	8.250%, 6/15/2023^m		1,844,400
		Western Gas Partners, LP
	1,120,000	4.000%, 7/1/2022		1,117,089
	560,000	4.500%, 3/1/2028		560,752
		Williams Companies, Inc.
	1,400,000	7.500%, 1/15/2031		1,703,625
		Williams Partners, LP
	700,000	4.000%, 11/15/2021		708,007
	375,000	3.600%, 3/15/2022		373,453
	710,000	4.500%, 11/15/2023		729,207
	1,050,000	3.750%, 6/15/2027		1,003,166
	1,120,000	6.300%, 4/15/2040		1,281,145
		Woodside Finance, Ltd.
	1,400,000	3.650%, 3/5/2025ⁱ		1,385,543
	565,000	3.700%, 3/15/2028ⁱ		544,319

		Total		91,041,774


	Financials (5.0%)
		ABN AMRO Bank NV
	1,050,000	4.750%, 7/28/2025ⁱ		1,075,610
		ACE INA Holdings, Inc.
	737,000	4.350%, 11/3/2045		783,337
		AerCap Ireland Capital, Ltd.
	550,000	3.750%, 5/15/2019		553,406
	560,000	4.625%, 10/30/2020		576,339
	1,420,000	5.000%, 10/1/2021		1,477,827
	980,000	3.500%, 1/15/2025		944,392
		Air Lease Corporation
	198,000	2.625%, 9/4/2018		197,780
	1,400,000	3.375%, 1/15/2019		1,405,179
	1,125,000	2.500%, 3/1/2021		1,102,983
		Ally Financial, Inc.
	960,000	3.750%, 11/18/2019		962,400
	1,050,000	4.125%, 3/30/2020		1,053,938
		American Express Company
	856,000	2.200%, 10/30/2020		834,661
		American Express Credit Corporation
	590,000	2.728%, (LIBOR 3M + 0.550%), 3/18/2019^d		591,632
	1,692,000	1.875%, 5/3/2019		1,676,202
	2,015,000	2.200%, 3/3/2020		1,986,574
		American International Group, Inc.
	320,000	3.300%, 3/1/2021		320,277
	768,000	4.125%, 2/15/2024		779,014
	1,705,000	3.750%, 7/10/2025		1,677,962
	1,560,000	3.900%, 4/1/2026		1,543,063
		Anthem, Inc.
	1,400,000	4.625%, 5/15/2042		1,416,107


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Financials (5.0%) - continued
		Ares Capital Corporation
	$2,230,000	3.875%, 1/15/2020		$2,252,986
		ASP AMC Merger Sub, Inc.
	960,000	8.000%, 5/15/2025ⁱ		900,000
		Avalonbay Communities, Inc.
	1,125,000	3.500%, 11/15/2025		1,115,117
		Banco Santander SA
	2,200,000	6.375%, 5/19/2019^d,n		2,229,757
		Bank of America Corporation
	500,000	2.565%, (LIBOR 3M + 0.870%), 4/1/2019^d		503,105
	705,000	2.369%, 7/21/2021^d		691,716
	850,000	2.328%, 10/1/2021^d		831,081
	1,065,000	3.300%, 1/11/2023		1,062,109
	1,130,000	2.881%, 4/24/2023^d		1,106,575
	1,056,000	4.000%, 4/1/2024		1,078,642
	3,080,000	4.000%, 1/22/2025		3,072,353
	1,400,000	3.093%, 10/1/2025^d		1,345,240
	795,000	3.500%, 4/19/2026		780,628
	1,704,000	4.183%, 11/25/2027		1,688,090
	1,160,000	3.824%, 1/20/2028^d		1,145,276
	1,322,000	5.875%, 2/7/2042		1,646,644
		Bank of New York Mellon Corporation
	1,280,000	2.500%, 4/15/2021		1,254,833
		Bank of Nova Scotia
	1,200,000	2.700%, 3/7/2022		1,176,630
		Bank of Tokyo-Mitsubishi UFJ, Ltd.
	315,000	2.850%, 9/8/2021ⁱ		310,652
		Barclays Bank plc
	264,000	10.179%, 6/12/2021ⁱ		309,828
		Barclays plc
	780,000	2.750%, 11/8/2019		773,714
	1,825,000	3.250%, 1/12/2021		1,811,864
	1,680,000	3.684%, 1/10/2023		1,664,857
	1,039,000	3.650%, 3/16/2025		1,000,899
		BB&T Corporation
	325,000	2.437%, (LIBOR 3M + 0.715%), 1/15/2020^d		327,344
		BPCE SA
	725,000	3.000%, 5/22/2022ⁱ		710,091
	1,960,000	3.500%, 10/23/2027ⁱ		1,851,492
		Capital One Financial Corporation
	605,000	2.450%, 4/24/2019		602,254
	980,000	2.500%, 5/12/2020		964,565
	1,120,000	3.050%, 3/9/2022		1,098,043
		Capital One NA
	1,405,000	2.350%, 1/31/2020		1,381,937
		CBOE Holdings, Inc.
	630,000	1.950%, 6/28/2019		622,578
		Cigna Corporation
	2,260,000	3.050%, 10/15/2027		2,072,216
		CIT Group, Inc.
	2,075,000	5.000%, 8/15/2022		2,124,281
		Citigroup, Inc.
	415,000	2.474%, (LIBOR 3M + 0.770%), 4/8/2019^d		416,319
	1,075,000	2.700%, 3/30/2021		1,059,473
	1,275,000	2.750%, 4/25/2022		1,241,629
	690,000	4.050%, 7/30/2022		700,976
	840,000	3.142%, 1/24/2023^d		829,634
	1,990,000	4.400%, 6/10/2025		2,025,749
	1,120,000	3.200%, 10/21/2026		1,065,421
	1,704,000	3.668%, 7/24/2028^d		1,660,132
	840,000	4.125%, 7/25/2028		829,511
	1,400,000	3.520%, 10/27/2028^d		1,350,485


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Financials (5.0%) - continued
	$1,660,000	3.878%, 1/24/2039^d		$1,596,715
		Citizens Bank NA
	1,165,000	2.200%, 5/26/2020		1,140,590
		Commerzbank AG
	1,400,000	8.125%, 9/19/2023ⁱ		1,630,198
		Commonwealth Bank of Australia
	840,000	2.250%, 3/10/2020ⁱ		828,046
	1,660,000	2.845%, (LIBOR 3M + 0.700%), 3/16/2023^d,i		1,655,901
		Compass Bank
	1,060,000	2.750%, 9/29/2019		1,054,246
		Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
	1,560,000	3.950%, 11/9/2022		1,575,875
	3,360,000	4.625%, 12/1/2023		3,500,831
		Credit Agricole SA
	485,000	2.522%, (LIBOR 3M + 0.800%), 4/15/2019^d,i		487,500
	900,000	3.375%, 1/10/2022ⁱ		892,462
		Credit Suisse AG
	512,000	5.400%, 1/14/2020		530,262
		Credit Suisse Group AG
	1,400,000	2.997%, 12/14/2023^d,i		1,356,848
	1,065,000	3.869%, 1/12/2029^d,i		1,030,019
		Credit Suisse Group Funding, Ltd.
	1,606,000	2.750%, 3/26/2020		1,590,006
	1,200,000	3.125%, 12/10/2020		1,193,135
	1,024,000	3.750%, 3/26/2025		999,563
		DDR Corporation
	1,190,000	4.625%, 7/15/2022		1,233,295
		Deutsche Bank AG
	1,560,000	2.700%, 7/13/2020		1,526,743
	1,630,000	3.375%, 5/12/2021		1,610,794
	700,000	4.250%, 10/14/2021		710,846
	1,650,000	4.875%, 12/1/2032^d		1,525,607
		Digital Realty Trust LP
	1,125,000	3.400%, 10/1/2020		1,131,598
		Discover Bank
	1,135,000	8.700%, 11/18/2019		1,228,814
	1,670,000	3.100%, 6/4/2020		1,663,662
		Duke Realty, LP
	260,000	3.875%, 2/15/2021		264,127
	780,000	4.375%, 6/15/2022		807,418
		ERP Operating, LP
	267,000	3.375%, 6/1/2025		263,480
		European Investment Bank
	755,000	1.875%, 3/15/2019		752,317
		Fifth Third Bancorp
	548,000	2.875%, 7/27/2020		546,862
	310,000	2.875%, 10/1/2021		306,368
	915,000	2.600%, 6/15/2022		886,924
		Five Corners Funding Trust
	1,400,000	4.419%, 11/15/2023ⁱ		1,461,701
		GE Capital International Funding Company
	4,190,000	4.418%, 11/15/2035		4,081,422
		Goldman Sachs Group, Inc.
	1,170,000	2.967%, (LIBOR 3M + 1.200%), 4/30/2018^d		1,170,665
	430,000	2.939%, (LIBOR 3M + 1.100%), 11/15/2018^d		431,860
	3,035,000	5.375%, 3/15/2020		3,164,363
	460,000	2.905%, (LIBOR 3M + 1.160%), 4/23/2020^d		466,441
	1,975,000	5.375%, 5/10/2020^d,n		2,027,496


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Financials (5.0%) - continued
	$3,448,000	5.250%, 7/27/2021		$3,651,196
	1,685,000	2.876%, 10/31/2022^d		1,649,073
	1,120,000	2.908%, 6/5/2023^d		1,089,697
	1,980,000	3.691%, 6/5/2028^d		1,918,266
	2,460,000	4.750%, 10/21/2045		2,627,858
		Hartford Financial Services Group, Inc.
	2,150,000	5.125%, 4/15/2022		2,287,323
		HBOS plc
	1,384,000	6.750%, 5/21/2018ⁱ		1,391,241
		HCP, Inc.
	1,280,000	4.000%, 12/1/2022		1,304,965
	520,000	3.400%, 2/1/2025		504,658
		HSBC Bank plc
	1,065,000	2.479%, (LIBOR 3M + 0.640%), 5/15/2018^d,i		1,065,127
		HSBC Holdings plc
	2,025,000	3.400%, 3/8/2021		2,034,040
	1,075,000	6.875%, 6/1/2021^d,n		1,135,469
	925,000	2.650%, 1/5/2022		899,121
	850,000	3.600%, 5/25/2023		849,209
	1,040,000	3.900%, 5/25/2026		1,037,245
		HSBC USA, Inc.
	1,475,000	2.350%, 3/5/2020		1,455,521
		Huntington National Bank
	720,000	2.200%, 11/6/2018		717,977
		Icahn Enterprises, LP
	750,000	6.750%, 2/1/2024		763,125
	885,000	6.375%, 12/15/2025		889,425
		ING Groep NV
	855,000	3.150%, 3/29/2022		843,180
		International Lease Finance Corporation
	550,000	5.875%, 8/15/2022		590,083
		Intesa Sanpaolo SPA
	1,960,000	3.125%, 7/14/2022ⁱ		1,893,646
		J.P. Morgan Chase & Company
	365,000	2.250%, 1/23/2020		360,527
	1,200,000	2.686%, (LIBOR 3M + 0.680%), 6/1/2021^d		1,206,592
	670,000	2.295%, 8/15/2021		651,302
	1,220,000	4.500%, 1/24/2022		1,268,160
	1,140,000	2.972%, 1/15/2023		1,117,807
	768,000	3.200%, 1/25/2023		760,468
	1,400,000	2.700%, 5/18/2023		1,350,193
	565,000	2.971%, (LIBOR 3M + 1.230%), 10/24/2023^d		573,304
	1,040,000	3.625%, 5/13/2024		1,037,074
	2,040,000	3.125%, 1/23/2025		1,965,971
	2,525,000	3.900%, 7/15/2025		2,544,121
	855,000	3.300%, 4/1/2026		826,300
	1,700,000	3.882%, 7/24/2038^d		1,649,348
		KeyBank NA
	860,000	2.350%, 3/8/2019		857,046
		KeyCorp
	1,080,000	2.900%, 9/15/2020		1,074,953
		Kimco Realty Corporation
	2,272,000	3.300%, 2/1/2025		2,185,258
		Kookmin Bank
	900,000	1.625%, 8/1/2019ⁱ		882,369
		Liberty Mutual Group, Inc.
	560,000	4.950%, 5/1/2022ⁱ		591,141
		Liberty Property, LP
	1,417,000	3.750%, 4/1/2025		1,413,316


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Financials (5.0%) - continued
		Lloyds Banking Group plc
	$1,405,000	2.907%, 11/7/2023^d		$1,354,016
		MassMutual Global Funding
	920,000	2.750%, 6/22/2024ⁱ		888,034
		MetLife, Inc.
	1,025,000	4.050%, 3/1/2045		977,380
		Mitsubishi UFJ Financial Group, Inc.
	930,000	2.190%, 9/13/2021		897,345
	1,680,000	3.455%, 3/2/2023		1,677,701
	1,420,000	3.287%, 7/25/2027		1,359,296
		Morgan Stanley
	780,000	3.025%, (LIBOR 3M + 1.280%), 4/25/2018^d		780,449
	560,000	5.550%, 7/15/2020^d,n		577,371
	675,000	2.500%, 4/21/2021		661,267
	1,400,000	2.625%, 11/17/2021		1,366,564
	530,000	2.925%, (LIBOR 3M + 1.180%), 1/20/2022^d		536,401
	1,260,000	2.750%, 5/19/2022		1,228,413
	660,000	4.875%, 11/1/2022		691,370
	1,120,000	3.125%, 1/23/2023		1,103,618
	975,000	4.000%, 7/23/2025		983,021
	1,350,000	4.350%, 9/8/2026		1,358,791
	1,704,000	3.591%, 7/22/2028^d		1,647,086
	1,400,000	3.772%, 1/24/2029^d		1,377,352
		MPT Operating Partnership, LP
	1,535,000	6.375%, 3/1/2024		1,611,781
		Nasdaq, Inc.
	655,000	3.850%, 6/30/2026		645,747
		National City Corporation
	1,519,000	6.875%, 5/15/2019		1,585,446
		New York Life Global Funding
	840,000	2.300%, 6/10/2022ⁱ		811,509
		Park Aerospace Holdings, Ltd.
	860,000	5.500%, 2/15/2024ⁱ		834,200
		Prudential Financial, Inc.
	315,000	2.350%, 8/15/2019		312,956
		Quicken Loans, Inc.
	2,665,000	5.750%, 5/1/2025ⁱ		2,658,338
		Realty Income Corporation
	1,120,000	4.125%, 10/15/2026		1,129,608
		Regency Centers, LP
	1,680,000	4.125%, 3/15/2028		1,683,691
		Regions Bank
	261,000	7.500%, 5/15/2018		262,451
		Regions Financial Corporation
	1,000,000	2.250%, 9/14/2018		998,194
	768,000	3.200%, 2/8/2021		766,462
		Reinsurance Group of America, Inc.
	579,000	5.000%, 6/1/2021		607,342
		Reliance Standard Life Global Funding II
	395,000	2.500%, 4/24/2019ⁱ		393,277
		Royal Bank of Scotland Group plc
	1,400,000	8.625%, 8/15/2021^d,n		1,520,750
	800,000	3.875%, 9/12/2023		789,754
		Santander UK Group Holdings plc
	896,000	2.875%, 10/16/2020		887,556
		Santander UK plc
	456,000	3.050%, 8/23/2018		456,982
		Simon Property Group, LP
	330,000	2.500%, 9/1/2020		326,333
	1,115,000	2.750%, 2/1/2023		1,087,176
	1,120,000	4.250%, 11/30/2046		1,106,755


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Financials (5.0%) - continued
		Skandinaviska Enskilda Banken AB
	$615,000	2.375%, 3/25/2019ⁱ		$613,086
		Societe Generale SA
	840,000	4.750%, 11/24/2025ⁱ		849,767
		Standard Chartered plc
	1,929,000	2.100%, 8/19/2019ⁱ		1,901,029
		State Street Corporation
	510,000	2.785%, (LIBOR 3M + 0.900%), 8/18/2020^d		516,282
		Sumitomo Mitsui Financial Group, Inc.
	975,000	2.784%, 7/12/2022		950,639
	840,000	3.102%, 1/17/2023		825,965
	840,000	3.010%, 10/19/2026		788,840
		Sumitomo Mitsui Trust Bank, Ltd.
	1,400,000	1.950%, 9/19/2019ⁱ		1,375,913
		SunTrust Banks, Inc.
	1,120,000	2.250%, 1/31/2020		1,104,815
		Svenska Handelsbanken AB
	715,000	2.668%, (LIBOR 3M + 0.490%), 6/17/2019^d		717,467
		Synchrony Financial
	1,879,000	3.000%, 8/15/2019		1,873,185
	305,000	3.017%, (LIBOR 3M + 1.230%), 2/3/2020^d		308,966
	330,000	4.250%, 8/15/2024		327,889
		Toronto-Dominion Bank
	375,000	3.037%, (LIBOR 3M + 0.930%), 12/14/2020^d		381,164
		UBS Group Funding Jersey, Ltd.
	1,420,000	3.000%, 4/15/2021ⁱ		1,404,753
	768,000	4.125%, 9/24/2025ⁱ		771,833
		UBS Group Funding Switzerland AG
	1,105,000	3.491%, 5/23/2023ⁱ		1,091,311
		UnitedHealth Group, Inc.
	200,000	3.350%, 7/15/2022		201,375
	1,400,000	2.950%, 10/15/2027		1,329,907
	2,470,000	4.625%, 7/15/2035		2,697,781
		USB Realty Corporation
	310,000	2.867%, (LIBOR 3M + 1.147%), 1/15/2022^d,i,n		279,387
		Vantiv, LLC
	1,635,000	4.375%, 11/15/2025ⁱ		1,579,819
		Ventas Realty, LP
	1,200,000	3.100%, 1/15/2023		1,178,157
	1,400,000	4.000%, 3/1/2028		1,377,367
		Voya Financial, Inc.
	1,979,000	3.125%, 7/15/2024		1,903,991
		Wells Fargo & Company
	455,000	2.447%, (LIBOR 3M + 0.680%), 1/30/2020^d		457,296
	1,020,000	2.550%, 12/7/2020		1,002,301
	1,280,000	2.625%, 7/22/2022		1,237,838
	1,150,000	3.069%, 1/24/2023		1,130,497
	1,120,000	3.450%, 2/13/2023		1,104,086
	1,040,000	3.000%, 2/19/2025		990,262
	1,600,000	3.000%, 4/22/2026		1,501,234
	1,140,000	3.000%, 10/23/2026		1,066,865
	1,930,000	4.900%, 11/17/2045		2,019,846
		Welltower, Inc.
	1,940,000	4.000%, 6/1/2025		1,937,393

		Total		253,623,193


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Foreign Government (<0.1%)
		Argentina Government International Bond
	$820,000	7.500%, 4/22/2026		$875,760
	280,000	6.875%, 1/26/2027		285,460
		Export-Import Bank of Korea
	450,000	2.250%, 1/21/2020		443,231
		Kommunalbanken AS
	735,000	1.500%, 10/22/2019ⁱ		724,649

		Total		2,329,100


	Mortgage-Backed Securities (12.1%)
		Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through
	36,325,000	3.000%, 4/1/2033^c		36,243,338
		Federal Home Loan Mortgage Corporation Gold 30-Yr. Pass Through
	64,500,000	4.000%, 4/1/2048^c		66,179,812
		Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates
	1,183,194	3.000%, 3/15/2045, Ser. 4741, Class GA		1,173,975
		Federal National Mortgage Association Conventional 30-Yr. Pass Through
	3,458,035	1.754%, (LIBOR 12M + 1.550%), 7/1/2043^d		3,559,360
	84,325,000	3.000%, 4/1/2048^c		82,171,837
	211,550,000	3.500%, 4/1/2048^c		211,850,126
	136,375,000	4.000%, 4/1/2048^c		139,884,297
	67,100,000	4.500%, 4/1/2048^c		70,235,053
		U.S. Residential Opportunity Fund Trust
	835,012	3.352%, 11/27/2037, Ser. 2017-1A, Class Aⁱ		832,863

		Total		612,130,661


	Technology (1.1%)
		Amphenol Corporation
	318,000	2.550%, 1/30/2019		317,213
		Apple, Inc.
	360,000	2.120%, (LIBOR 3M + 0.300%), 5/6/2020^d		361,623
	690,000	3.000%, 2/9/2024		681,937
	1,120,000	3.200%, 5/11/2027		1,093,633
	1,505,000	3.000%, 6/20/2027		1,449,818
	2,250,000	3.000%, 11/13/2027		2,153,374
	1,400,000	4.500%, 2/23/2036		1,532,930
	768,000	4.650%, 2/23/2046		844,219
	1,400,000	4.250%, 2/9/2047		1,454,405
	1,975,000	3.750%, 9/12/2047		1,905,087
		Applied Materials, Inc.
	560,000	3.300%, 4/1/2027		549,886
		Avnet, Inc.
	820,000	3.750%, 12/1/2021		818,935
		Baidu, Inc.
	1,275,000	3.000%, 6/30/2020		1,266,434
		Broadcom Corporation
	2,780,000	3.875%, 1/15/2027		2,701,234
	2,520,000	3.500%, 1/15/2028		2,367,021
		Cisco Systems, Inc.
	480,000	2.506%, (LIBOR 3M + 0.500%), 3/1/2019^d		481,990


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Technology (1.1%) - continued
		CommScope Technologies Finance, LLC
	$1,615,000	6.000%, 6/15/2025ⁱ		$1,680,407
		Diamond 1 Finance Corporation
	680,000	3.480%, 6/1/2019ⁱ		683,029
	1,400,000	5.450%, 6/15/2023ⁱ		1,483,533
	1,645,000	6.020%, 6/15/2026ⁱ		1,770,552
		Equinix, Inc.
	1,870,000	5.750%, 1/1/2025		1,944,800
		Fidelity National Information Services, Inc.
	619,000	3.625%, 10/15/2020		626,688
		Harland Clarke Holdings Corporation
	1,640,000	8.375%, 8/15/2022ⁱ		1,668,700
		Hewlett Packard Enterprise Company
	565,000	2.850%, 10/5/2018		565,579
	705,000	2.100%, 10/4/2019ⁱ		695,648
	565,000	4.400%, 10/15/2022		584,569
		Intel Corporation
	185,000	3.100%, 7/29/2022		185,745
	685,000	3.700%, 7/29/2025		699,669
	1,188,000	4.100%, 5/19/2046		1,216,014
		Iron Mountain, Inc.
	1,885,000	6.000%, 8/15/2023		1,948,355
		Microsoft Corporation
	1,575,000	4.750%, 11/3/2055		1,801,178
	1,575,000	4.200%, 11/3/2035		1,685,596
	3,350,000	3.700%, 8/8/2046		3,298,978
	1,400,000	4.250%, 2/6/2047		1,503,467
		NetApp, Inc.
	925,000	2.000%, 9/27/2019		910,594
		NXP BV
	1,390,000	3.875%, 9/1/2022ⁱ		1,379,575
		Oracle Corporation
	330,000	2.500%, 5/15/2022		323,425
	1,056,000	2.400%, 9/15/2023		1,011,068
	2,765,000	2.950%, 5/15/2025		2,676,036
	1,400,000	3.850%, 7/15/2036		1,384,965
		QUALCOMM, Inc.
	792,000	3.000%, 5/20/2022		779,962
	560,000	4.300%, 5/20/2047		541,628
		Seagate HDD Cayman
	930,000	4.750%, 1/1/2025		905,379
		Sensata Technologies UK Financing Company plc
	1,140,000	6.250%, 2/15/2026ⁱ		1,198,083
		Tyco Electronics Group SA
	284,000	3.450%, 8/1/2024		285,766
	568,000	3.125%, 8/15/2027		546,361
		VMware, Inc.
	265,000	2.950%, 8/21/2022		253,884

		Total		56,218,972


	Transportation (0.2%)
		Air Canada Pass Through Trust
	253,060	3.875%, 3/15/2023ⁱ		251,795
		American Airlines Pass Through Trust
	1,107,106	3.375%, 5/1/2027		1,080,812
		Avis Budget Car Rental, LLC
	1,195,000	6.375%, 4/1/2024ⁱ		1,209,938
		Burlington Northern Santa Fe, LLC
	850,000	5.750%, 5/1/2040		1,043,715
	2,485,000	5.050%, 3/1/2041		2,855,400
	900,000	4.450%, 3/15/2043		947,264
	1,175,000	3.900%, 8/1/2046		1,155,996


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Transportation (0.2%) - continued
		CSX Corporation
	$427,000	3.700%, 11/1/2023		$433,229
		Delta Air Lines, Inc.
	630,000	2.875%, 3/13/2020		625,824
	210,125	4.950%, 11/23/2020		212,794
		ERAC USA Finance, LLC
	284,000	2.800%, 11/1/2018ⁱ		284,009
		J.B. Hunt Transport Services, Inc.
	295,000	3.300%, 8/15/2022		293,576
		XPO Logistics, Inc.
	1,570,000	6.500%, 6/15/2022ⁱ		1,619,063

		Total		12,013,415


	U.S. Government and Agencies (9.6%)
		Federal National Mortgage Association
	205,000	6.250%, 5/15/2029		266,120
		Tennessee Valley Authority
	200,000	5.250%, 9/15/2039		262,145
		U.S. Treasury Bonds
	3,500,000	2.375%, 5/15/2027		3,393,239
	3,200,000	2.250%, 11/15/2027		3,062,945
	1,075,000	4.375%, 5/15/2040		1,330,330
	27,658,000	2.500%, 5/15/2046		25,095,940
	8,000,000	2.750%, 8/15/2047		7,629,122
	5,320,000	2.750%, 11/15/2047		5,074,581
		U.S. Treasury Bonds, TIPS
	7,620,288	0.125%, 1/15/2023		7,489,306
	52,571	2.375%, 1/15/2025		58,826
	23,998,338	0.375%, 1/15/2027		23,364,579
	28,630,443	0.375%, 7/15/2027		27,901,556
	34,386	2.125%, 2/15/2040		43,317
	465,957	0.750%, 2/15/2042		452,737
		U.S. Treasury Notes
	22,250,000	0.750%, 2/15/2019		21,989,258
	15,200,000	1.000%, 10/15/2019		14,917,756
	37,960,000	1.500%, 10/31/2019		37,512,080
	21,820,000	1.750%, 11/30/2019		21,638,607
	69,580,000	1.375%, 9/30/2020		67,908,800
	10,250,000	1.375%, 5/31/2021		9,918,975
	59,389,000	1.125%, 8/31/2021		56,790,541
	36,500,000	1.875%, 7/31/2022		35,510,514
	68,350,000	2.000%, 11/30/2022		66,694,353
	640,000	1.375%, 9/30/2023		599,465
	11,750,000	2.125%, 7/31/2024		11,377,810
	33,030,000	2.250%, 11/15/2024		32,149,297
		U.S. Treasury Notes, TIPS
	2,090,540	0.125%, 4/15/2021		2,072,025

		Total		484,504,224


	Utilities (1.2%)
		American Electric Power Company, Inc.
	1,722,000	2.950%, 12/15/2022		1,701,987
		Appalachian Power Company
	560,000	3.300%, 6/1/2027		542,537
		Arizona Public Service Company
	395,000	2.200%, 1/15/2020		390,620
		Atmos Energy Corporation
	600,000	3.000%, 6/15/2027		578,547
		Berkshire Hathaway Energy Company
	358,000	2.400%, 2/1/2020		354,993
	900,000	4.500%, 2/1/2045		960,381
		Calpine Corporation
	900,000	5.375%, 1/15/2023^m		861,570


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Utilities (1.2%) - continued
		CMS Energy Corporation
	$840,000	2.950%, 2/15/2027		$785,537
	840,000	3.450%, 8/15/2027		814,354
		Commonwealth Edison Company
	1,025,000	3.700%, 3/1/2045		973,663
	395,000	4.350%, 11/15/2045		416,012
		Consolidated Edison, Inc.
	528,000	2.000%, 5/15/2021		509,809
	384,000	4.500%, 12/1/2045		411,556
		Dominion Energy, Inc.
	1,070,000	2.962%, 7/1/2019		1,067,958
	1,120,000	2.579%, 7/1/2020		1,105,711
		Dominion Gas Holdings, LLC
	1,475,000	2.500%, 12/15/2019		1,461,367
		DTE Electric Company
	760,000	3.700%, 3/15/2045		734,567
	890,000	3.700%, 6/1/2046		872,049
		DTE Energy Company
	155,000	2.400%, 12/1/2019		153,177
		Duke Energy Carolinas, LLC
	1,960,000	3.700%, 12/1/2047		1,885,787
		Duke Energy Corporation
	900,000	2.100%, 6/15/2018		899,084
	1,120,000	3.750%, 9/1/2046		1,013,534
		Duke Energy Florida, LLC
	775,000	3.200%, 1/15/2027		756,224
		Duke Energy Indiana, LLC
	1,085,000	3.750%, 5/15/2046		1,041,710
		Dynegy, Inc.
	1,720,000	7.375%, 11/1/2022		1,812,450
		Edison International
	1,050,000	2.950%, 3/15/2023		1,020,674
		Emera U.S. Finance, LP
	800,000	2.150%, 6/15/2019		790,444
		Eversource Energy
	1,270,000	2.500%, 3/15/2021		1,250,405
		Exelon Corporation
	580,000	5.100%, 6/15/2045		645,178
	792,000	4.450%, 4/15/2046		806,467
		Exelon Generation Company, LLC
	770,000	5.200%, 10/1/2019		793,469
	970,000	2.950%, 1/15/2020		967,197
		FirstEnergy Corporation
	350,000	2.850%, 7/15/2022		339,375
	2,015,000	4.850%, 7/15/2047		2,115,761
		ITC Holdings Corporation
	284,000	4.050%, 7/1/2023		290,236
	560,000	5.300%, 7/1/2043		632,309
		MidAmerican Energy Holdings Company
	1,586,000	6.500%, 9/15/2037		2,088,867
		Mississippi Power Company
	800,000	2.942%, (LIBOR 3M + 0.650%), 3/27/2020^d		800,278
	800,000	3.950%, 3/30/2028		804,435
		Monongahela Power Company
	780,000	5.400%, 12/15/2043ⁱ		946,609
		National Rural Utilities Cooperative Finance Corporation
	1,025,000	2.300%, 11/1/2020		1,005,798
		NextEra Energy Capital Holdings, Inc.
	660,000	2.300%, 4/1/2019		656,470
		NiSource Finance Corporation
	560,000	3.490%, 5/15/2027		541,154
	1,475,000	5.650%, 2/1/2045		1,723,109


Principal Amount		Long-Term Fixed Income (42.4%)	Value
	Utilities (1.2%) - continued
		Oncor Electric Delivery Company, LLC
	$2,240,000	3.750%, 4/1/2045		$2,190,814
		Pacific Gas and Electric Company
	1,400,000	3.300%, 3/15/2027		1,328,618
	768,000	4.250%, 3/15/2046		741,692
		PG&E Corporation
	375,000	2.400%, 3/1/2019		372,544
		PPL Capital Funding, Inc.
	372,000	3.500%, 12/1/2022		373,033
	560,000	3.400%, 6/1/2023		556,384
	1,275,000	5.000%, 3/15/2044		1,395,125
		PPL Electric Utilities Corporation
	840,000	3.950%, 6/1/2047		840,477
		Public Service Electric & Gas Company
	1,410,000	3.000%, 5/15/2027		1,355,337
		Sempra Energy
	1,285,000	6.150%, 6/15/2018		1,295,858
	370,000	2.400%, 3/15/2020		365,128
		Southern California Edison Company
	220,000	2.400%, 2/1/2022		214,341
	1,135,000	4.000%, 4/1/2047		1,129,468
		Southern Company
	1,150,000	2.950%, 7/1/2023		1,116,754
	2,535,000	3.250%, 7/1/2026		2,407,326
	1,100,000	4.400%, 7/1/2046		1,099,073
		Southern Company Gas Capital Corporation
	1,400,000	4.400%, 5/30/2047		1,416,095
		Southwestern Electric Power Company
	460,000	3.900%, 4/1/2045		441,093
		Tesoro Logistics, LP
	1,755,000	5.250%, 1/15/2025		1,784,221
		Xcel Energy, Inc.
	1,670,000	3.350%, 12/1/2026		1,619,409

		Total		62,366,209



		Total Long-Term Fixed Income (cost $2,160,836,304)		2,145,771,026


Shares		Registered Investment Companies (30.7%)	Value
	Affiliated Equity Holdings (13.3%)
	5,107,154	Thrivent Core International Equity Fund		51,582,259
	8,939,281	Thrivent Core Low Volatility Equity Fund^o		88,141,315
	2,636,950	Thrivent Large Cap Stock Portfolio		37,915,391
	9,209,186	Thrivent Large Cap Value Portfolio		169,872,649
	4,288,831	Thrivent Mid Cap Stock Portfolio		88,593,088
	17,318,825	Thrivent Partner Worldwide Allocation Portfolio		189,940,750
	2,123,607	Thrivent Small Cap Stock Portfolio		44,483,404

		Total		670,528,856


	Affiliated Fixed Income Holdings (16.6%)
	11,913,332	Thrivent Core Emerging Markets Debt Fund		113,772,322
	26,322,686	Thrivent High Yield Portfolio		124,390,484
	36,992,013	Thrivent Income Portfolio		371,314,734


Shares		Registered Investment Companies (30.7%)	Value
	Affiliated Fixed Income Holdings (16.6%) - continued
	23,737,557	Thrivent Limited Maturity Bond Portfolio		$232,632,810

		Total		842,110,350


	Equity Funds/Exchange Traded Funds (0.2%)
	7,258	ProShares Ultra S&P 500		765,574
	39,854	SPDR S&P 500 ETF Trust		10,487,580
	8,178	SPDR S&P Biotech ETF^m		717,456
	7,070	SPDR S&P Metals & Mining ETF^m		240,663
	9,540	VanEck Vectors Oil Services ETF		227,720

		Total		12,438,993


	Fixed Income Funds/Exchange Traded Funds (0.6%)
	72,000	iShares Barclays 1-3 Year Credit Bond Fund		7,473,600
	51,400	iShares iBoxx $ Investment Grade Corporate Bond ETF^m		6,033,846
	53,250	PowerShares Senior Loan Portfolio		1,231,672
	198,600	Vanguard Short-Term Corporate Bond ETF		15,576,198

		Total		30,315,316



		Total Registered Investment Companies (cost $1,411,986,438)		1,555,393,515


Shares		Common Stock (20.4%)	Value
	Consumer Discretionary (2.6%)
	23,792	Amazon.com, Inc.^o		34,435,113
	26,750	American Axle & Manufacturing Holdings, Inc.^o		407,135
	23,924	Aptiv plc		2,032,822
	24,315	Aramark		961,901
	3,980	Ascent Capital Group, Inc.^o		14,646
	3,530	Booking Holdings, Inc.^o		7,343,777
	19,500	BorgWarner, Inc.		979,485
	20,184	Bright Horizons Family Solutions, Inc.^o		2,012,748
	10,314	Burlington Stores, Inc.^o		1,373,309
	9,107	Caleres, Inc.		305,995
	75,553	Carnival Corporation		4,954,766
	2,918	Cedar Fair, LP		186,402
	4,555	Century Casinos, Inc.^o		33,980
	9,633	Children’s Place, Inc.		1,302,863
	1,210	Chipotle Mexican Grill, Inc.^o		390,963
	320,824	Comcast Corporation		10,962,556
	27,375	Core-Mark Holding Company, Inc.		581,993
	9,559	CSS Industries, Inc.		167,282
	8,758	Culp, Inc.		267,557
	14,950	DISH Network Corporation^o		566,455
	25,280	Dollar Tree, Inc.^o		2,399,072
	21,321	Duluth Holdings, Inc.^m,o		399,342
	4,096	Emerald Expositions Events, Inc.		79,790
	2,328	Expedia, Inc.		257,034
	5,602	Five Below, Inc.^o		410,851
	4,004	FTD Companies, Inc.^o		14,575
	10,748	G-III Apparel Group, Ltd.^o		404,985
	9,577	Habit Restaurants, Inc.^o		84,278
	105,764	Harley-Davidson, Inc.^m		4,535,160
	8,386	Haverty Furniture Companies, Inc.		168,978
	2,250	Hemisphere Media Group, Inc.^o		25,313
	19,155	Home Depot, Inc.		3,414,187
	3,948	Hyatt Hotels Corporation		301,074
	27,005	International Speedway Corporation		1,190,920
	6,292	K12, Inc.^o		89,221
	4,423	La-Z-Boy, Inc.		132,469


Shares		Common Stock (20.4%)	Value
	Consumer Discretionary (2.6%) - continued
	25,418	Liberty Media Corporation - Liberty SiriusXM^o		$1,038,325
	5,260	Liberty SiriusXM Group^o		216,186
	2,152	Lithia Motors, Inc.		216,319
	129,547	Lowe’s Companies, Inc.		11,367,749
	72	Marcus Corporation		2,185
	18,650	Michaels Companies, Inc.^o		367,592
	22,817	Modine Manufacturing Company^o		482,580
	38,569	Netflix, Inc.^o		11,391,354
	37,500	Newell Brands, Inc.		955,500
	17,798	News Corporation, Class A		281,208
	5,811	News Corporation, Class B		93,557
	30,540	Norwegian Cruise Line Holdings, Ltd.^o		1,617,704
	29,310	Nutrisystem, Inc.		789,905
	1,590	O’Reilly Automotive, Inc.^o		393,334
	8,092	Oxford Industries, Inc.		603,340
	6,120	Papa John’s International, Inc.^m		350,676
	5,105	Planet Fitness, Inc.^o		192,816
	8,560	Polaris Industries, Inc.^m		980,291
	7,091	PVH Corporation		1,073,790
	13,970	Ross Stores, Inc.		1,089,381
	5,360	Signet Jewelers, Ltd.		206,467
	36,133	Six Flags Entertainment Corporation		2,249,641
	2,850	Stamps.com, Inc.^o		572,993
	2,245	Systemax, Inc.		64,095
	35,490	Toll Brothers, Inc.		1,534,942
	37,260	Tower International, Inc.		1,033,965
	18,817	Tupperware Brands Corporation		910,366
	1,680	Ulta Beauty, Inc.^o		343,174
	1,543	Vail Resorts, Inc.		342,083
	11,740	VF Corporation		870,169
	31,813	Walt Disney Company		3,195,298
	3,025	Whirlpool Corporation		463,158
	7,370	Wingstop, Inc.		348,085
	17,365	Zoe’s Kitchen, Inc.^o		250,751
	9,670	Zumiez, Inc.^o		231,113

		Total		129,309,089


	Consumer Staples (0.5%)
	1,059	Altria Group, Inc.		65,997
	5,293	Coca-Cola Company		229,875
	49,790	Cott Corporation		732,909
	80,180	CVS Health Corporation		4,987,998
	8,657	e.l.f. Beauty, Inc.^m,o		167,686
	34,545	Hain Celestial Group, Inc.^o		1,107,858
	6,616	Inter Parfums, Inc.		311,944
	8,060	John B. Sanfilippo & Son, Inc.		466,432
	17,110	Kimberly-Clark Corporation		1,884,324
	13,912	MGP Ingredients, Inc.^m		1,246,376
	24,150	Monster Beverage Corporation^o		1,381,622
	32,580	PepsiCo, Inc.		3,556,107
	28,768	Pinnacle Foods, Inc.		1,556,349
	10	Seaboard Corporation		42,650
	2,470	Seneca Foods Corporation^o		68,419
	7,418	SpartanNash Company		127,664
	62,185	US Foods Holding Corporation^o		2,037,802
	82,273	Wal-Mart Stores, Inc.		7,319,829

		Total		27,291,841


	Energy (1.0%)
	57,741	Abraxas Petroleum Corporation^o		128,185
	40,800	Anadarko Petroleum Corporation		2,464,728
	3,505	Andeavor		352,463
	43,495	Archrock, Inc.		380,581
	52,603	Callon Petroleum Company^o		696,464


Shares		Common Stock (20.4%)	Value
	Energy (1.0%) - continued
	81,660	Chevron Corporation		$9,312,506
	14,962	Concho Resources, Inc.^o		2,249,238
	15,449	Contura Energy, Inc.		1,035,083
	72,608	Denbury Resources, Inc.^o		198,946
	74,680	Devon Energy Corporation		2,374,077
	37,045	EQT Corporation		1,760,008
	7,910	Era Group, Inc.^o		73,959
	10,769	Exterran Corporation^o		287,532
	39,274	Exxon Mobil Corporation		2,930,233
	2,396	Forum Energy Technologies, Inc.^o		26,356
	172,033	Gran Tierra Energy, Inc.^m,o		479,972
	133,392	Halliburton Company		6,261,421
	20,171	Helix Energy Solutions Group, Inc.^o		116,790
	7,640	HollyFrontier Corporation		373,290
	3,303	Keane Group, Inc.^o		48,884
	574	Mammoth Energy Services, Inc.^o		18,402
	348,890	Marathon Oil Corporation		5,627,596
	21,119	Marathon Petroleum Corporation		1,544,010
	41,915	Newpark Resources, Inc.^o		339,512
	17,491	Nine Energy Service, Inc.^o		425,906
	23,941	Oil States International, Inc.^o		627,254
	18,832	ONEOK, Inc.		1,071,917
	3,935	Par Pacific Holdings, Inc.^o		67,564
	30,105	Parsley Energy, Inc.^o		872,744
	63,681	Patterson-UTI Energy, Inc.		1,115,054
	8,037	Pioneer Energy Services Corporation^o		21,700
	21,005	Pioneer Natural Resources Company		3,608,239
	17,092	Ring Energy, Inc.^o		245,270
	6,685	Rowan Companies plc^o		77,145
	10,010	RPC, Inc.^m		180,480
	2,321	SM Energy Company		41,848
	4,386	Tallgrass Energy GP, LP		83,422
	11,082	TechnipFMC plc		326,365
	23,238	Teekay Tankers, Ltd.^m		27,653
	34,938	Unit Corporation^o		690,375
	6,197	W&T Offshore, Inc.^o		27,453
	591,470	Weatherford International plc^m,o		1,354,466
	83,156	WPX Energy, Inc.^o		1,229,046

		Total		51,174,137


	Financials (4.3%)
	5,440	Affiliated Managers Group, Inc.		1,031,315
	31,148	Aflac, Inc.		1,363,036
	22,500	Ally Financial, Inc.		610,875
	6,779	American Express Company		632,345
	14,531	American Financial Group, Inc.		1,630,669
	39,310	American International Group, Inc.		2,139,250
	4,082	Ameris Bancorp		215,938
	8,662	Argo Group International Holdings, Ltd.		497,199
	42,840	Assured Guaranty, Ltd.		1,550,808
	17,750	BancorpSouth Bank		564,450
	740,238	Bank of America Corporation		22,199,738
	1,417	Bank of Marin Bancorp		97,702
	50,985	Bank of New York Mellon Corporation		2,627,257
	4,900	Bank of the Ozarks		236,523
	8,751	BankFinancial Corporation		148,592
	40,898	Beneficial Bancorp, Inc.		635,964
	22,235	Berkshire Hathaway, Inc.^o		4,435,438
	12,496	Berkshire Hills Bancorp, Inc.		474,223
	95,180	Blackstone Group, LP		3,041,001
	2,770	Blue Hills Bancorp, Inc.		57,755
	53,260	Boston Private Financial Holdings, Inc.		801,563
	91,174	BrightSphere Investment Group		1,436,902
	7,659	Brookline Bancorp, Inc.		124,076


Shares		Common Stock (20.4%)	Value
	Financials (4.3%) - continued
	88,376	Brown & Brown, Inc.		$2,248,285
	39,596	Capital One Financial Corporation		3,794,089
	21,707	Cathay General Bancorp		867,846
	48,803	Central Pacific Financial Corporation		1,388,933
	9,544	Chemical Financial Corporation		521,866
	2,954	Cherry Hill Mortgage Investment Corporation		51,813
	22,150	Chubb, Ltd.		3,029,455
	347,608	Citigroup, Inc.		23,463,540
	8,837	Citizens Financial Group, Inc.		370,977
	78,201	CNO Financial Group, Inc.		1,694,616
	44,617	CoBiz Financial, Inc.		874,493
	67,285	Comerica, Inc.		6,454,650
	13,724	Community Trust Bancorp, Inc.		620,325
	26,060	CYS Investments, Inc.		175,123
	1,560	Discover Financial Services		112,211
	56,900	Dynex Capital, Inc.		377,247
	142,582	E*TRADE Financial Corporation^o		7,900,469
	3,578	Eagle Bancorp, Inc.^o		214,143
	34,369	East West Bancorp, Inc.		2,149,437
	10,439	Ellington Residential Mortgage REIT		114,411
	18,953	Employers Holdings, Inc.		766,649
	33,780	Enterprise Financial Services Corporation		1,584,282
	4,435	Essent Group, Ltd.^o		188,754
	3,248	FBL Financial Group, Inc.		225,249
	210,853	Fifth Third Bancorp		6,694,583
	8,699	Financial Institutions, Inc.		257,490
	42,906	First BanCorp^o		258,294
	14,810	First Busey Corporation		440,153
	21,533	First Commonwealth Financial Corporation		304,261
	4,348	First Connecticut Bancorp, Inc.		111,309
	9,662	First Defiance Financial Corporation		553,826
	5,049	First Financial Corporation		210,038
	26,238	First Interstate BancSystem, Inc.		1,037,713
	1,579	First Merchants Corporation		65,844
	916	First Mid-Illinois Bancshares, Inc.		33,388
	8,945	First Midwest Bancorp, Inc.		219,958
	5,393	First of Long Island Corporation		148,038
	13,770	First Republic Bank		1,275,240
	27,482	Franklin Resources, Inc.		953,076
	50,549	Goldman Sachs Group, Inc.		12,731,271
	15,825	Great Southern Bancorp, Inc.		790,459
	702	Guaranty Bancorp		19,902
	18,304	Hamilton Lane, Inc.		681,458
	10,100	Hancock Holding Company		522,170
	18,047	Hanmi Financial Corporation		554,945
	18,200	Hanover Insurance Group, Inc.		2,145,598
	33,317	Hartford Financial Services Group, Inc.		1,716,492
	21,525	Heartland Financial USA, Inc.		1,141,901
	43,301	Heritage Commerce Corporation		713,600
	10,685	Heritage Financial Corporation		326,961
	14,079	Hometrust Bancshares, Inc.^o		366,758
	17,697	Hope Bancorp, Inc.		321,908
	13,470	Horace Mann Educators Corporation		575,842
	11,301	Horizon Bancorp		339,143
	8,819	Houlihan Lokey, Inc.		393,327
	191,925	Huntington Bancshares, Inc.		2,898,067
	8,106	IBERIABANK Corporation		632,268
	11,111	Independent Bank Corporation		254,442
	4,479	Infinity Property & Casualty Corporation		530,314
	81,489	Interactive Brokers Group, Inc.		5,479,320
	35,536	Intercontinental Exchange, Inc.		2,577,071


Shares		Common Stock (20.4%)	Value
	Financials (4.3%) - continued
	33,854	Invesco, Ltd.		$1,083,667
	33,154	Investment Technology Group, Inc.		654,460
	28,952	Investors Bancorp, Inc.		394,905
	45,529	J.P. Morgan Chase & Company		5,006,824
	222,130	KeyCorp		4,342,641
	7,814	Lakeland Bancorp, Inc.		155,108
	65,635	Leucadia National Corporation		1,491,884
	42,304	Loews Corporation		2,103,778
	740	Markel Corporation^o		865,985
	1,612	MarketAxess Holdings, Inc.		350,513
	1,674	Mercantile Bank Corporation		55,660
	74,280	Meridian Bancorp, Inc.		1,496,742
	115,250	MetLife, Inc.		5,288,822
	31,199	MGIC Investment Corporation^o		405,587
	24,893	MidWestOne Financial Group, Inc.		828,688
	16,024	MTGE Investment Corporation		286,830
	6,392	Nasdaq, Inc.		551,118
	5,170	National Bank Holdings Corporation		171,903
	8,993	Navigators Group, Inc.		518,446
	993	NBT Bancorp, Inc.		35,232
	7,778	Old Second Bancorp, Inc.		108,114
	4,390	PacWest Bancorp		217,437
	13,846	PCSB Financial Corporation^o		290,489
	4,652	Peapack-Gladstone Financial Corporation		155,330
	2,170	Peoples Bancorp, Inc.		76,927
	5,970	Primerica, Inc.		576,702
	22,371	Principal Financial Group, Inc.		1,362,618
	61,653	Provident Financial Services, Inc.		1,577,700
	20,050	Prudential Financial, Inc.		2,076,177
	9,714	QCR Holdings, Inc.		435,673
	1,730	Raymond James Financial, Inc.		154,679
	15,966	Regions Financial Corporation		296,648
	25,616	Sandy Spring Bancorp, Inc.		992,876
	29,925	Santander Consumer USA Holdings Inc.		487,778
	37,519	Seacoast Banking Corporation of Florida^o		993,128
	1,041	Selective Insurance Group, Inc.		63,189
	34,068	SLM Corporation^o		381,902
	8,035	State Auto Financial Corporation		229,560
	7,750	State Bank Financial Corporation		232,578
	40,690	State Street Corporation		4,058,014
	28,482	Sterling Bancorp		642,269
	10,720	Stifel Financial Corporation		634,946
	6,218	SVB Financial Group^o		1,492,382
	100,749	Synchrony Financial		3,378,114
	52,953	Synovus Financial Corporation		2,644,473
	20,340	TD Ameritrade Holding Corporation		1,204,738
	3,360	Territorial Bancorp, Inc.		99,658
	9,698	TriCo Bancshares		360,960
	6,585	TriState Capital Holdings, Inc.^o		153,101
	72,721	TrustCo Bank Corporation		614,492
	948	Union Bankshares Corporation		34,801
	11,150	United Community Banks, Inc.		352,898
	28,849	United Financial Bancorp, Inc.		467,354
	1,676	United Fire Group, Inc.		80,213
	11,652	Unum Group		554,752
	6,158	Washington Trust Bancorp, Inc.		330,993
	23,984	Wells Fargo & Company		1,257,001
	40,842	Western Alliance Bancorp^o		2,373,329
	16,245	Western Asset Mortgage Capital Corporation		157,414
	8,591	Wintrust Financial Corporation		739,256
	17,191	WSFS Financial Corporation		823,449


Shares		Common Stock (20.4%)	Value
	Financials (4.3%) - continued
	112,890	Zions Bancorporation		$5,952,690

		Total		219,223,505


	Health Care (2.3%)
	1,341	ABIOMED, Inc.^o		390,218
	1,164	Acorda Therapeutics, Inc.^o		27,529
	3,800	Aerie Pharmaceuticals, Inc.^o		206,150
	12,600	Aetna, Inc.		2,129,400
	46,455	Alexion Pharmaceuticals, Inc.^o		5,177,874
	17,795	Amgen, Inc.		3,033,692
	1,865	Arena Pharmaceuticals, Inc.^o		73,667
	22,128	Asterias Biotherapeutics, Inc.^m,o		32,086
	507	Atrion Corporation		320,069
	16,700	Biogen, Inc.^o		4,572,794
	52,522	BioMarin Pharmaceutical, Inc.^o		4,257,958
	5,439	Cardiovascular Systems, Inc.^o		119,277
	19,839	Catalent, Inc.^o		814,589
	76,155	Celgene Corporation^o		6,793,788
	1,943	Chemed Corporation		530,167
	1,972	Coherus Biosciences, Inc.^o		21,791
	3,958	Concert Pharmaceuticals, Inc.^o		90,638
	247	CONMED Corporation		15,642
	946	Cooper Companies, Inc.		216,454
	10,538	Danaher Corporation		1,031,776
	11,960	Dexcom, Inc.^m,o		886,954
	4,875	Edwards Lifesciences Corporation^o		680,160
	6,062	Eli Lilly and Company		469,017
	4,972	Epizyme, Inc.^o		88,253
	7,780	Evolent Health, Inc.^o		110,865
	45,493	Express Scripts Holding Company^o		3,142,656
	1,593	FibroGen, Inc.^o		73,597
	20,909	GenMark Diagnostics, Inc.^o		113,745
	64,300	GlaxoSmithKline plc ADR^m		2,512,201
	1,365	HealthStream, Inc.		33,893
	2,205	Heska Corporation^o		174,349
	13,209	Hill-Rom Holdings, Inc.		1,149,183
	4,796	HMS Holdings Corporation^o		80,765
	4,469	Inogen, Inc.^o		548,972
	11,075	Intersect ENT, Inc.^o		435,247
	1,753	Intra-Cellular Therapies, Inc.^o		36,901
	462	Ionis Pharmaceuticals, Inc.^o		20,365
	1,600	Jazz Pharmaceuticals, Inc.^o		241,584
	66,798	Johnson & Johnson		8,560,164
	1,188	Laboratory Corporation of America Holdings^o		192,159
	8,701	Magellan Health Services, Inc.^o		931,877
	4,640	Medpace Holdings, Inc.^o		161,982
	128,288	Medtronic plc		10,291,263
	134,610	Merck & Company, Inc.		7,332,207
	1,060	Mettler-Toledo International, Inc.^o		609,532
	13,791	MiMedx Group, Inc.^m,o		96,123
	21,430	Mylan NV^o		882,273
	32,735	Myriad Genetics, Inc.^o		967,319
	6,695	National Healthcare Corporation		399,223
	7,083	Neurocrine Biosciences, Inc.^o		587,393
	7,462	Nevro Corporation^o		646,732
	14,651	NuVasive, Inc.^o		764,929
	14,470	Omnicell, Inc.^o		627,998
	6,780	PerkinElmer, Inc.		513,382
	9,240	Perrigo Company plc		770,062
	224,783	Pfizer, Inc.		7,977,549
	6,045	Prothena Corporation plc^m,o		221,912
	18,980	RadNet, Inc.^o		273,312
	738	Sage Therapeutics, Inc.^o		118,870
	16,774	Tactile Systems Technology, Inc.^m,o		533,413
	6,239	Teleflex, Inc.		1,590,820


Shares		Common Stock (20.4%)	Value
	Health Care (2.3%) - continued
	15,180	Thermo Fisher Scientific, Inc.		$3,134,063
	959	Ultragenyx Pharmaceutical, Inc.^o		48,899
	89,706	UnitedHealth Group, Inc.		19,197,084
	11,750	Universal Health Services, Inc.		1,391,317
	7,482	Veeva Systems, Inc.^o		546,336
	6,944	Vertex Pharmaceuticals, Inc.^o		1,131,733
	2,450	Waters Corporation^o		486,692
	2,970	West Pharmaceutical Services, Inc.		262,221
	26,120	Wright Medical Group NV^o		518,221
	28,220	Zoetis, Inc.		2,356,652

		Total		114,777,978


	Industrials (2.5%)
	20,484	Acco Brands Corporation		257,074
	16,810	Advanced Disposal Services, Inc.^o		374,527
	12,846	AECOM^o		457,703
	10,667	Aegion Corporation^o		244,381
	7,393	Aerojet Rocketdyne Holdings, Inc.^o		206,782
	13,800	AGCO Corporation		894,930
	31,508	AMETEK, Inc.		2,393,663
	9,350	ArcBest Corporation		299,667
	23,114	AZZ, Inc.		1,010,082
	13,000	Boeing Company		4,262,440
	6,825	Brink’s Company		486,964
	6,280	BWX Technologies, Inc.		398,968
	10,394	Casella Waste Systems, Inc.^o		243,012
	22,403	CBIZ, Inc.^o		408,855
	23,910	Colfax Corporation^o		762,729
	20,105	Comfort Systems USA, Inc.		829,331
	33,282	Costamare, Inc.		207,680
	18,218	Crane Company		1,689,537
	900	CSW Industrials, Inc.^o		40,545
	131,616	CSX Corporation		7,332,327
	15,087	Curtiss-Wright Corporation		2,037,801
	62,000	Delta Air Lines, Inc.		3,398,220
	7,286	Donaldson Company, Inc.		328,234
	3,543	Dun & Bradstreet Corporation		414,531
	3,909	Dycom Industries, Inc.^o		420,726
	24,684	EMCOR Group, Inc.		1,923,624
	4,766	Emerson Electric Company		325,518
	14,873	Encore Wire Corporation		843,299
	786	EnerSys		54,525
	2,010	Engility Holdings, Inc.^o		49,044
	3,794	ESCO Technologies, Inc.		222,139
	7,846	Federal Signal Corporation		172,769
	7,785	Forrester Research, Inc.		322,688
	10,349	Fortive Corporation		802,254
	11,640	Fortune Brands Home and Security, Inc.		685,480
	4,108	Franklin Electric Company, Inc.		167,401
	10,150	General Dynamics Corporation		2,242,135
	6,720	Genesee & Wyoming, Inc.^o		475,709
	511	Global Brass and Copper Holdings, Inc.		17,093
	3,320	GMS, Inc.^o		101,459
	2,859	Gorman-Rupp Company		83,626
	6,602	Granite Construction, Inc.		368,788
	30,532	Harsco Corporation^o		630,486
	9,059	Healthcare Services Group, Inc.		393,885
	5,634	Heico Corporation		489,088
	2,300	Heidrick & Struggles International, Inc.		71,875
	2,941	Hillenbrand, Inc.		134,992
	55,745	Honeywell International, Inc.		8,055,710
	16,910	Hubbell, Inc.		2,059,300
	4,300	Huntington Ingalls Industries, Inc.		1,108,368


Shares		Common Stock (20.4%)	Value
	Industrials (2.5%) - continued
	1,507	Hyster-Yale Materials Handling, Inc.		$105,385
	12,357	ICF International, Inc.		722,267
	35,920	Ingersoll-Rand plc		3,071,519
	45,318	Interface, Inc.		1,142,014
	19,108	Jacobs Engineering Group, Inc.		1,130,238
	9,730	JB Hunt Transport Services, Inc.		1,139,869
	50,215	KAR Auction Services, Inc.		2,721,653
	9,963	KeyW Holding Corporation^o		78,309
	15,529	Kforce, Inc.		420,059
	25,346	Kirby Corporation^o		1,950,375
	5,850	L3 Technologies, Inc.		1,216,800
	6,569	Lincoln Electric Holdings, Inc.		590,882
	5,230	Lindsay Corporation		478,231
	3,984	Lockheed Martin Corporation		1,346,313
	14,970	Masco Corporation		605,387
	4,112	Masonite International Corporation^o		252,271
	1,223	Middleby Corporation^o		151,395
	11,175	Milacron Holdings Corporation^o		225,065
	6,957	Moog, Inc.^o		573,326
	67,606	MRC Global, Inc.^o		1,111,443
	20,488	Navigant Consulting, Inc.^o		394,189
	78,375	NCI Building Systems, Inc.^o		1,387,237
	31,690	Nexeo Solutions, Inc.^o		339,083
	50,906	Norfolk Southern Corporation		6,912,017
	2,850	Novanta, Inc.^o		148,628
	6,920	Old Dominion Freight Line, Inc.		1,017,032
	4,291	On Assignment, Inc.^o		351,347
	4,350	Orion Group Holdings, Inc.^o		28,666
	17,965	Oshkosh Corporation		1,388,156
	13,529	Parker Hannifin Corporation		2,313,865
	2,810	Quad/Graphics, Inc.		71,233
	10,711	Radiant Logistics, Inc.^o		41,452
	10,950	Raven Industries, Inc.		383,797
	13,770	Raytheon Company		2,971,841
	1,900	Resources Connection, Inc.		30,780
	7,940	Roper Industries, Inc.		2,228,679
	13,208	RPX Corporation		141,194
	2,415	Saia, Inc.^o		181,487
	9,759	SiteOne Landscape Supply, Inc.^o		751,833
	151,639	Southwest Airlines Company		8,685,882
	6,510	SP Plus Corporation^o		231,756
	28,835	SPX Corporation^o		936,561
	13,917	SPX FLOW, Inc.^o		684,577
	1,555	Standex International Corporation		148,269
	2,780	Stanley Black & Decker, Inc.		425,896
	11,260	Terex Corporation		421,237
	5,078	Toro Company		317,121
	16,075	TPI Composites, Inc.^o		360,884
	1,370	TransDigm Group, Inc.		420,508
	4,730	TransUnion^o		268,569
	32,761	TriMas Corporation^o		859,976
	14,733	TrueBlue, Inc.^o		381,585
	16,420	United Continental Holdings, Inc.^o		1,140,697
	29,776	United Parcel Service, Inc.		3,116,356
	13,060	United Rentals, Inc.^o		2,255,854
	64,527	United Technologies Corporation		8,118,787
	18,810	Univar, Inc.^o		521,978
	10,553	Universal Truckload Services, Inc.		223,196
	2,930	Valmont Industries, Inc.		428,659
	9,134	Vectrus, Inc.^o		340,150
	16,910	Verisk Analytics, Inc.^o		1,758,640
	9,115	WABCO Holdings, Inc.^o		1,220,225
	7,145	WageWorks, Inc.^o		322,954
	35,760	Waste Connections, Inc.		2,565,422
	1,346	Watsco, Inc.		243,586


Shares		Common Stock (20.4%)	Value
	Industrials (2.5%) - continued
	9,869	Willdan Group, Inc.^o	$	279,786

		Total		127,996,392


	Information Technology (5.6%)
	7,864	2U, Inc.^o		660,812
	29,720	Advanced Micro Devices, Inc.^m,o		298,686
	34,959	Agilent Technologies, Inc.		2,338,757
	41,765	Akamai Technologies, Inc.^o		2,964,480
	20,050	Alliance Data Systems Corporation		4,267,843
	13,719	Alphabet, Inc., Class A^o		14,228,524
	13,319	Alphabet, Inc., Class C^o		13,742,411
	3,386	Ambarella, Inc.^o		165,880
	3,355	American Software, Inc.		43,615
	22,370	Amphenol Corporation		1,926,728
	117,480	Apple, Inc.		19,710,794
	3,230	Arista Networks, Inc.^o		824,619
	31,715	Arrow Electronics, Inc.^o		2,442,689
	4,129	Atkore International Group, Inc.^o		81,961
	14,094	Automatic Data Processing, Inc.		1,599,387
	8,570	Belden, Inc.		590,816
	57,595	Benchmark Electronics, Inc.		1,719,211
	17,786	Blackline, Inc.^o		697,389
	66,623	Booz Allen Hamilton Holding Corporation		2,579,643
	373	Broadcom, Ltd.		87,897
	37,177	CA, Inc.		1,260,300
	8,138	CDW Corporation		572,183
	50,950	Ciena Corporation^o		1,319,605
	582,572	Cisco Systems, Inc.		24,986,513
	3,707	Cognex Corporation		192,727
	3,599	Comtech Telecommunications Corporation		107,574
	12,230	CoreLogic, Inc.^o		553,163
	5,957	Descartes Systems Group, Inc.^o		170,072
	24,653	Dolby Laboratories, Inc.		1,566,945
	8,450	Endurance International Group Holdings, Inc.^o		62,530
	8,422	Envestnet, Inc.^o		482,581
	4,030	Euronet Worldwide, Inc.^o		318,048
	53,749	EVERTEC, Inc.		878,796
	1,022	ExlService Holdings, Inc.^o		56,997
	3,971	Extreme Networks, Inc.^o		43,959
	64,961	Facebook, Inc.^o		10,380,118
	24,986	Fidelity National Information Services, Inc.		2,406,152
	32,460	Fiserv, Inc.^o		2,314,723
	43,706	FLIR Systems, Inc.		2,185,737
	19,100	Fortinet, Inc.^o		1,023,378
	11,670	Global Payments, Inc.		1,301,438
	10,766	Guidewire Software, Inc.^o		870,216
	44,311	HP, Inc.		971,297
	4,590	IAC/InterActiveCorporation^o		717,784
	18,549	Insight Enterprises, Inc.^o		647,917
	78,849	Keysight Technologies, Inc.^o		4,130,899
	13,914	KLA-Tencor Corporation		1,516,765
	5,840	Lam Research Corporation		1,186,454
	2,720	Leidos Holdings, Inc.		177,888
	15,700	Liberty Tripadvisor Holdings, Inc.^o		168,775
	18,304	M/A-COM Technology Solutions Holdings, Inc.^m,o		303,846
	10,275	ManTech International Corporation		569,954
	105,465	MasterCard, Inc.		18,473,249
	13,580	Maxim Integrated Products, Inc.		817,788
	11,784	Methode Electronics, Inc.		460,754
	7,650	Microsemi Corporation^o		495,108
	328,474	Microsoft Corporation		29,979,822


Shares		Common Stock (20.4%)	Value
	Information Technology (5.6%) - continued
	7,507	Monolithic Power Systems, Inc.		$869,085
	14,970	National Instruments Corporation		757,033
	8,824	New Relic, Inc.^o		654,035
	8,290	Nice, Ltd. ADR^o		778,680
	66,178	NRG Yield, Inc., Class A		1,087,966
	27,810	NVIDIA Corporation		6,440,518
	252,880	Oracle Corporation		11,569,260
	7,600	Palo Alto Networks, Inc.^o		1,379,552
	156,317	PayPal Holdings, Inc.^o		11,859,771
	12,288	Pegasystems, Inc.		745,267
	8,269	Plantronics, Inc.		499,200
	12,250	Plexus Corporation^o		731,692
	14,063	Progress Software Corporation		540,722
	8,910	Proofpoint, Inc.^o		1,012,621
	13,542	Q2 Holdings, Inc.^o		616,838
	29,116	Quantenna Communications, Inc.^o		398,889
	58,668	Red Hat, Inc.^o		8,771,453
	4,677	Rogers Corporation^o		559,089
	18,877	Rudolph Technologies, Inc.^o		522,893
	30,332	SailPoint Technologies Holdings, Inc.^o		627,569
	103,639	Salesforce.com, Inc.^o		12,053,216
	3,084	ScanSource, Inc.^o		109,636
	35,334	Sequans Communications SA ADR^m,o		59,361
	10,370	ServiceNow, Inc.^o		1,715,717
	6,288	SS&C Technologies Holdings, Inc.		337,288
	20,859	Synopsys, Inc.^o		1,736,303
	17,100	Teradata Corporation^o		678,357
	13,578	Teradyne, Inc.		620,650
	39,330	Texas Instruments, Inc.		4,085,994
	20,583	Total System Services, Inc.		1,775,490
	8,241	Travelport Worldwide, Ltd.		134,658
	8,198	Trimble, Inc.^o		294,144
	37,175	Twitter, Inc.^o		1,078,447
	6,019	Tyler Technologies, Inc.^o		1,269,768
	827	Ultimate Software Group, Inc.^o		201,540
	2,848	VASCO Data Security International, Inc.^o		36,882
	15,497	Verint Systems, Inc.^o		660,172
	23,936	Virtusa Corporation^o		1,159,939
	133,430	Visa, Inc.		15,960,897
	68,399	Xilinx, Inc.		4,941,144
	10,094	XO Group, Inc.^o		209,450
	45,860	Zix Corporation^o		195,822

		Total		284,381,205


	Materials (0.7%)
	30,150	Alcoa Corporation^o		1,355,544
	5,306	Balchem Corporation		433,766
	11,705	Celanese Corporation		1,172,958
	57,550	CF Industries Holdings, Inc.		2,171,361
	17,568	Continental Building Products, Inc.^o		501,566
	24,823	Crown Holdings, Inc.^o		1,259,767
	41,076	Eastman Chemical Company		4,336,804
	1,202	Ferro Corporation^o		27,910
	19,660	Ferroglobe Representation & Warranty Insurance Trust^e,o		2
	29,282	Freeport-McMoRan, Inc.^o		514,485
	27,648	Graphic Packaging Holding Company		424,397
	9,903	Hecla Mining Company		36,344
	13,951	Innospec, Inc.		957,039
	11,004	International Paper Company		587,944
	6,271	Kadant, Inc.		592,609
	2,620	Koppers Holdings, Inc.^o		107,682
	5,300	Martin Marietta Materials, Inc.		1,098,690
	9,287	Mercer International, Inc.		115,623
	25,987	Myers Industries, Inc.		549,625


Shares		Common Stock (20.4%)	Value
	Materials (0.7%) - continued
	3,120	Neenah, Inc.		$244,608
	19,231	Newmont Mining Corporation		751,355
	12,647	Nucor Corporation		772,605
	2,143	Olympic Steel, Inc.		43,953
	52,599	OMNOVA Solutions, Inc.^o		552,289
	51,514	Owens-Illinois, Inc.^o		1,115,793
	3,507	Packaging Corporation of America		395,239
	26,966	Reliance Steel & Aluminum Company		2,312,065
	15,470	RPM International, Inc.		737,455
	8,643	Ryerson Holding Corporation^o		70,440
	18,922	Schweitzer-Mauduit International, Inc.		740,796
	3,561	Scotts Miracle-Gro Company		305,356
	7,354	Sensient Technologies Corporation		519,045
	30,780	Steel Dynamics, Inc.		1,361,092
	987	Stepan Company		82,099
	6,032	Trinseo SA		446,670
	2,332	United States Steel Corporation		82,063
	19,583	Verso Corporation^o		329,778
	2,055	W. R. Grace & Company		125,828
	82,539	WestRock Company		5,296,528

		Total		32,529,173


	Real Estate (0.4%)
	14,477	Ares Commercial Real Estate Corporation		178,791
	64,174	Armada Hoffler Properties, Inc.		878,542
	7,110	Ashford Hospitality Prime, Inc.		69,109
	26,883	Ashford Hospitality Trust, Inc.		173,664
	5,548	Bluerock Residential Growth REIT, Inc.		47,158
	101,225	Brixmor Property Group, Inc.		1,543,681
	5,450	Camden Property Trust		458,781
	5,766	Catchmark Timber Trust, Inc.		71,902
	30,221	Cedar Realty Trust, Inc.		119,071
	25,975	Chatham Lodging Trust		497,421
	5,973	Chesapeake Lodging Trust		166,109
	12,735	City Office REIT, Inc.		147,217
	18,419	Cousins Properties, Inc.		159,877
	6,426	CyrusOne, Inc.		329,075
	20,560	DDR Corporation		150,705
	4,100	Digital Realty Trust, Inc.		432,058
	22,373	Douglas Emmett, Inc.		822,431
	17,450	Duke Realty Corporation		462,076
	4,007	Equity Lifestyle Properties, Inc.		351,694
	9,769	First Industrial Realty Trust, Inc.		285,548
	12,250	Franklin Street Properties Corporation		103,023
	2,272	Gaming and Leisure Properties, Inc.		76,044
	18,950	General Growth Properties, Inc.		387,717
	6,063	GEO Group, Inc.		124,110
	2,246	Getty Realty Corporation		56,644
	10,850	HFF, Inc.		539,245
	37,775	Highwoods Properties, Inc.		1,655,300
	47,645	Hospitality Properties Trust		1,207,324
	25,348	Host Hotels & Resorts, Inc.		472,487
	58,894	InfraREIT, Inc.		1,144,310
	19,431	Liberty Property Trust		771,994
	6,379	Mid-America Apartment Communities, Inc.		582,020
	64,649	Monmouth Real Estate Investment Corporation		972,321
	22,563	National Storage Affiliates Trust		565,880
	2,999	One Liberty Properties, Inc.		66,278
	10,010	Physicians Realty Trust		155,856
	7,858	Ramco-Gershenson Properties Trust		97,125


Shares		Common Stock (20.4%)	Value
	Real Estate (0.4%) - continued
	3,600	RE/MAX Holdings, Inc.		$217,620
	30,644	Retail Properties of America, Inc.		357,309
	7,271	Ryman Hospitality Properties		563,139
	2,607	Saul Centers, Inc.		132,879
	8,580	SBA Communications Corporation^o		1,466,494
	40,375	Summit Hotel Properties, Inc.		549,504
	3,959	Sun Communities, Inc.		361,734
	11,191	Terreno Realty Corporation		386,201
	27,504	Urstadt Biddle Properties, Inc.		530,827
	33,303	Weyerhaeuser Company		1,165,605
	10,478	Xenia Hotels & Resorts, Inc.		206,626

		Total		22,260,526


	Telecommunications Services (0.2%)
	23,363	ORBCOMM, Inc.^o		218,911
	1,124	Telephone & Data Systems, Inc.		31,506
	159,579	Verizon Communications, Inc.		7,631,068

		Total		7,881,485


	Utilities (0.3%)
	32,740	AES Corporation		372,254
	3,947	Alpha Natural Resources Holdings, Inc.^o		95,715
	14,849	ANR, Inc.^o		356,376
	6,086	Artesian Resources Corporation		222,017
	4,790	Consolidated Water Company, Ltd.		69,695
	36,870	Edison International, Inc.		2,347,144
	1,327	Eversource Energy		78,187
	7,610	MDU Resources Group, Inc.		214,298
	3,985	Middlesex Water Company		146,250
	5,730	New Jersey Resources Corporation		229,773
	11,301	NorthWestern Corporation		607,994
	22,114	NRG Yield, Inc., Class C		375,938
	29,022	OGE Energy Corporation		951,051
	148,484	PG&E Corporation		6,522,902
	9,720	PNM Resources, Inc.		371,790
	1,793	Portland General Electric Company		72,634
	11,900	Public Service Enterprise Group, Inc.		597,856
	3,740	Southwest Gas Holdings, Inc.		252,936
	2,338	Spire, Inc.		169,037
	43,870	UGI Corporation		1,948,705
	1,528	Unitil Corporation		70,914

		Total		16,073,466



		Total Common Stock (cost $785,812,522)		1,032,898,797


Shares		Collateral Held for Securities Loaned (0.5%)	Value
	24,201,344	Thrivent Cash Management Trust		24,201,344
		Total Collateral Held for Securities Loaned (cost $24,201,344)		24,201,344


Shares or Principal Amount		Short-Term Investments (16.4%)	Value
		Federal Home Loan Bank Discount Notes
	6,050,000	1.426%, 4/11/2018^p,q		$6,047,489
	400,000	1.440%, 4/13/2018^p,q		399,797
	4,600,000	1.455%, 4/20/2018^p,q		4,596,182
	1,000,000	1.442%, 4/27/2018^p,q		998,847
	3,200,000	1.625%, 5/2/2018^p,q		3,195,466
	2,150,000	1.540%, 5/4/2018^p,q		2,146,751
	1,200,000	1.530%, 5/7/2018^p,q		1,198,016
	12,400,000	1.670%, 6/6/2018^p,q		12,361,486
	3,090,000	1.775%, 6/20/2018^p,q		3,078,338
		Thrivent Core Short-Term Reserve Fund
	78,700,358	1.940%		787,003,583
		U.S. Treasury Bills
	540,000	1.379%, 4/5/2018^p		539,927
	1,580,000	1.415%, 4/12/2018^p		1,579,282
	1,990,000	1.425%, 4/19/2018^p		1,988,465
	2,290,000	1.397%, 4/26/2018^p		2,287,565
	940,000	1.509%, 5/3/2018^p		938,684

		Total Short-Term Investments (cost $828,357,679)		828,359,878

		Total Investments (cost $5,316,000,091) 112.5%		$5,690,718,348

		Other Assets and Liabilities, Net (12.5%)		(632,768,188)

		Total Net Assets 100.0%		$5,057,950,160

a	The stated interest rate represents the weighted average of all contracts within the bank loan facility.

b	All or a portion of the loan is unfunded.

c	Denotes investments purchased on a when-issued or delayed delivery basis.

e	Security is valued using significant unobservable inputs. Further information on valuation can be found in the Notes to Financial Statements.

f	Denotes payment-in-kind security. The security paid an interest or dividend payment with additional fixed income or equity securities in lieu of, or in addition to a cash payment. The cash rate and/or payment-in-kind rate shown are as of March 29, 2018.

g	Defaulted security. Interest is not being accrued.

h	In bankruptcy. Interest is not being accrued.

j	Denotes step coupon securities. Step coupon securities pay an initial coupon rate for the first period and then different coupon rates for following periods. The rate shown is as of March 29, 2018.

l	All or a portion of the security is insured or guaranteed.

m	All or a portion of the security is on loan.

n	Denotes perpetual securities. Perpetual securities pay an indefinite stream of interest and have no contractual maturity date. Date shown, if applicable, is next call date.

o	Non-income producing security.

p	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

q	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

Denotes restricted securities. Restricted securities are investment securities which cannot be offered for public sale without first being registered under the Securities Act of 1933. The value of all restricted securities held in Moderately Conservative Allocation Portfolio as of March 29, 2018 was $70,489,112 or 1.4% of total net assets. The following table indicates the acquisition date and cost of restricted securities shown in the schedule as of March 29, 2018.


Security	Acquisition Date		Cost
ALM Loan Funding CLO, 10/17/2026		4/28/2017	$	2,250,000
Angel Oak Mortgage Trust I, LLC, 7/25/2046		8/15/2016		644,881
Apidos CLO XVIII, 7/22/2026		4/4/2017		2,225,000
Ares XXXII CLO, Ltd., 11/15/2025		2/3/2017		1,500,000
Babson CLO, Ltd., 10/17/2026		3/10/2017		825,000
Betony CLO, Ltd., 4/15/2027		11/17/2016		750,000
Birchwood Park CLO, Ltd., 7/15/2026		2/14/2017		825,000
BlueMountain CLO, Ltd., 10/15/2026		4/10/2017		1,650,000
Carlyle Global Market Strategies CLO, Ltd., 10/15/2026		1/27/2017		825,000
Cent CLO 16, LP, 8/1/2024		9/5/2014		387,686
Cent CLO 22, Ltd., 11/7/2026		11/1/2016		825,000
COLT Mortgage Loan Trust, 12/26/2046		12/14/2016		1,040,002
Digicel, Ltd., 4/15/2021		8/18/2014		2,626,975
DRB Prime Student Loan Trust, 10/27/2031		9/30/2016		1,214,895
DRB Prime Student Loan Trust, 1/25/2040		12/4/2015		2,301,807
DRB Prime Student Loan Trust, 7/25/2031		9/23/2015		430,192
Dryden 34 Senior Loan Fund CLO, 10/15/2026		3/1/2017		825,000
Edlinc Student Loan Funding Trust, 10/1/2025		2/28/2013		481,729
Galaxy XX CLO, Ltd., 4/20/2031		2/23/2018		2,650,000
GoldenTree Loan Opportunities IX, Ltd., 10/29/2026		10/7/2016		825,000
Golub Capital Partners, Ltd., 1/20/2031		11/20/2017		2,569,000
Golub Capital Partners, Ltd., 1/20/2031		12/11/2017		1,750,000
Limerock CLO III, LLC, 10/20/2026		1/30/2017		2,500,000
Madison Park Funding XIV, Ltd., 7/20/2026		4/13/2017		2,450,000
Magnetite XII, Ltd., 4/15/2027		11/17/2016		2,600,000
Mountain View CLO, Ltd., 7/15/2027		5/13/2015		2,618,201
Neuberger Berman CLO XIV, Ltd., 1/28/2030		4/19/2017		1,400,000
Neuberger Berman CLO, Ltd., 4/22/2029		4/27/2017		600,000
Octagon Investment Partners XX, Ltd., 8/12/2026		4/21/2017		2,250,000
OZLM VIII, Ltd., 10/17/2026		5/16/2017		825,000
Preston Ridge Partners Mortgage Trust, LLC, 9/25/2022		9/27/2017		4,738,308
Preston Ridge Partners Mortgage Trust, LLC, 1/25/2022		1/24/2017		1,054,997
Pretium Mortgage Credit Partners, LLC, 4/29/2032		3/31/2017		1,612,073
Race Point IX CLO, Ltd., 10/15/2030		8/28/2017		2,100,000
Shackleton, Ltd., 4/15/2027		12/16/2016		2,650,000
Stanwich Mortgage Loan Company, LLC, 3/16/2022		4/6/2017		877,749
Sunset Mortgage Loan Company, LLC, 7/16/2047		7/27/2016		1,129,045
Sunset Mortgage Loan Company, LLC, 6/15/2047		6/15/2017		2,968,821
Sunset Mortgage Loan Company, LLC, 9/18/2045		10/2/2015		377,706
Symphony CLO VIII, Ltd., 1/9/2023		9/15/2014		198,424


Security	Acquisition Date		Cost
Symphony CLO XV, Ltd., 10/17/2026		2/16/2017	$	2,500,000
Verus Securitization Trust, 1/25/2047		2/16/2017		1,920,472
Verus Securitization Trust, 7/25/2047		7/24/2017		2,917,434
Voya CLO 3, Ltd., 7/25/2026		12/13/2017		825,000

The following table presents the total amount of securities loaned with continuous maturity, by type, offset by the gross payable upon return of collateral for securities loaned by Thrivent Moderately Conservative Allocation Portfolio as of March 29, 2018:


Securities Lending Transactions
Taxable Debt Security	$	7,254,034
Common Stock		16,346,948
Total lending	$	23,600,982
Gross amount payable upon return of collateral for securities loaned	$	24,201,344
Net amounts due to counterparty	$	600,362

Definitions:


ACES	-	Alternative Credit Enhancement Securities
ADR	-	American Depositary Receipt, which are certificates for an
		underlying foreign security’s shares held by an issuing U.S.
		depository bank.
CLO	-	Collateralized Loan Obligation
ETF	-	Exchange Traded Fund
PIK	-	Payment-In-Kind
REIT	-	Real Estate Investment Trust is a company that buys, develops, manages and/or sells real estate assets.
Ser.	-	Series
SPDR	-	S&P Depository Receipts, which are exchange-traded funds traded in the U.S., Europe, and Asia-Pacific and managed by State Street Global Advisors.
TIPS	-	Treasury Inflation Protected Security

Reference Rate Index:


12 MTA	-	12 Month Treasury Average
CMT 3M	-	Constant Maturity Treasury Yield 3 Month
LIBOR 1W	-	ICE Libor USD Rate 1 Week
LIBOR 1M	-	ICE Libor USD Rate 1 Month
LIBOR 3M	-	ICE Libor USD Rate 3 Month
LIBOR 12M	-	ICE Libor USD Rate 12 Month
PRIME	-	Federal Reserve Prime Loan Rate

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Moderately Conservative Allocation Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Moderately Conservative Allocation Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $30,935,747 were pledged as the initial margin deposit for these contracts.

A summary of transactions (in thousands) for the fiscal year to date, in Moderately Conservative Allocation Portfolio, is as follows:


Principal Amount		U.S. Government Agency Debt (83.6%)^a	Value
		Federal Agricultural Mortgage Corporation
	$1,500,000	1.749% (LIBOR 1M + -10.500%), 6/22/2018^b		$1,500,000
	1,830,000	1.430% (FEDL 1M + -1.000%), 7/3/2018^b		1,830,000
	1,510,000	1.594% (LIBOR 1M + -7.000%), 3/1/2019^b		1,510,000
		Federal Farm Credit Bank
	200,000	1.730% , 7/2/2018		199,096
	1,480,000	1.818% (USBMMY 3M + 5.000%), 12/5/2018^b		1,479,949
	1,820,000	1.848% (USBMMY 3M + 8.000%), 3/25/2019^b		1,819,912
	1,810,000	1.690% (FEDL 1M + 1.000%), 4/24/2019^b		1,809,808
	915,000	1.868% (USBMMY 3M + 10.000%), 7/3/2019^b		914,942
	4,475,000	1.650% (LIBOR 1M + -9.000%), 7/12/2019^b		4,473,858
		Federal Home Loan Bank
	1,235,000	1.564% , 4/2/2018		1,234,838
	675,000	1.541% , 4/3/2018		674,884
	1,520,000	1.462% , 4/4/2018		1,519,691
	500,000	1.550% , 4/5/2018		499,871
	1,050,000	1.545% , 4/6/2018		1,049,685
	560,000	1.645% , 4/10/2018		559,718
	6,195,000	1.477% , 4/11/2018		6,191,950
	1,630,000	1.467% , 4/13/2018		1,629,070
	185,000	1.700% , 4/17/2018		184,843
	1,590,000	1.484% , 4/18/2018		1,588,754
	1,530,000	1.605% , 4/20/2018		1,528,568
	4,270,000	1.499% , 4/25/2018		4,265,377
	1,750,000	1.474% , 4/27/2018		1,747,994
	4,520,000	1.560% , 5/2/2018		4,513,535
	2,050,000	1.588% , 5/4/2018		2,046,835
	1,390,000	1.505% , 5/9/2018		1,387,676
	3,890,000	1.632% , 5/11/2018		3,882,592
	700,000	1.610% , 5/16/2018		698,529
	270,000	1.750% , 5/17/2018		269,370
	1,930,000	1.630% , 5/18/2018		1,925,718
	2,330,000	1.679% , 5/23/2018		2,324,133
	970,000	1.655% , 5/25/2018		967,503
	2,550,000	1.653% , 5/30/2018		2,542,855
	1,465,000	1.670% , 6/6/2018		1,460,379
	3,080,000	1.740% , 6/13/2018		3,068,835
	1,540,000	1.770% , 6/15/2018		1,534,170
	2,015,000	1.720% , 6/18/2018		2,007,519
	1,360,000	1.690% , 6/19/2018		1,354,829
	1,360,000	1.740% , 6/27/2018		1,354,150
	115,000	1.640% , 6/28/2018		114,528
	255,000	1.780% , 7/13/2018		253,676
	3,000,000	1.665% (LIBOR 1M + -10.000%), 12/14/2018^b		3,000,000
	1,830,000	1.741% (LIBOR 1M + -10.000%), 12/21/2018^b		1,830,000
		Federal Home Loan Mortgage Corporation
	800,000	1.000% , 6/29/2018		798,337
	1,500,000	1.531% (LIBOR 3M + -28.000%), 8/10/2018^b		1,500,000
		Overseas Private Investment Corporation
	2,581,132	1.800% (T-BILL 3M FLAT), 4/5/2018^b		2,581,132


Principal Amount		U.S. Government Agency Debt (83.6%)^a	Value
	$1,720,755	1.800% (T-BILL 3M FLAT), 4/5/2018^b		$1,720,755
	3,293,025	1.800% (T-BILL 3M FLAT), 4/5/2018^b		3,293,025
	355,621	1.800% (T-BILL 3M FLAT), 4/5/2018^b		355,621
	1,575,000	1.800% (T-BILL 3M FLAT), 4/5/2018^b		1,575,000
	1,400,000	1.810% (T-BILL 3M FLAT), 4/5/2018^b		1,400,000
	1,800,000	1.810% (T-BILL 3M FLAT), 4/5/2018^b		1,800,000
	3,700,000	1.810% (T-BILL 3M FLAT), 4/5/2018^b		3,700,000
	1,270,000	1.810% (T-BILL 3M FLAT), 4/5/2018^b		1,270,000
	1,760,000	1.810% (T-BILL 3M + 7.000%), 4/5/2018^b		1,760,000
	1,860,000	1.810% (T-BILL 3M FLAT), 4/5/2018^b		1,860,000
	1,894,737	1.810% (T-BILL 3M FLAT), 4/5/2018^b		1,894,737
	1,746,213	1.810% (T-BILL 3M FLAT), 4/5/2018^b		1,746,213
	1,380,000	1.810% (T-BILL 3M FLAT), 4/5/2018^b		1,380,000
	1,642,105	1.810% (T-BILL 3M FLAT), 4/5/2018^b		1,642,105
	835,000	1.810% (T-BILL 3M FLAT), 4/5/2018^b		835,000
	2,694,600	1.820% (T-BILL 3M FLAT), 4/5/2018^b		2,694,600
	1,430,000	1.820% (T-BILL 3M FLAT), 4/5/2018^b		1,430,000
	950,000	1.820% (T-BILL 3M FLAT), 4/5/2018^b		950,000
	530,340	1.820% (T-BILL 3M FLAT), 4/5/2018^b		530,340
	2,000,000	1.820% (T-BILL 3M FLAT), 4/5/2018^b		2,000,000
	2,700,000	1.820% (T-BILL 3M FLAT), 4/5/2018^b		2,700,000
	1,890,000	1.840% (T-BILL 3M FLAT), 4/5/2018^b		1,890,000
	1,700,000	1.692% , 4/12/2018		1,706,141
	1,480,000	1.700% , 11/13/2018		1,489,383
	2,490,000	1.770% , 11/20/2018		2,505,590
	1,390,000	2.270% , 2/19/2019		1,393,237
	1,370,000	2.260% , 3/17/2019		1,370,918

		Total		126,521,774


Principal Amount		U.S. Treasury Debt (17.5%)^a	Value
		U.S. Treasury Bills
	3,100,000	1.426% , 4/5/2018		3,099,263
	1,400,000	1.422% , 4/12/2018		1,399,281
	2,900,000	1.464% , 4/19/2018		2,897,641
	2,165,000	1.570% , 4/26/2018		2,162,451
	1,410,000	1.518% , 5/10/2018		1,407,563
	1,440,000	1.583% , 5/24/2018		1,436,519
	1,540,000	1.806% , 6/21/2018		1,533,588
	1,540,000	1.793% , 6/28/2018		1,533,099
		U.S. Treasury Notes
	4,360,000	1.958% (USBMMY 3M + 19.000%), 4/30/2018^b		4,360,288


Principal Amount		U.S. Treasury Debt (17.5%)^a	Value
	$4,950,000	1.942% (USBMMY 3M + 17.400%), 7/31/2018^b		$4,950,198
	1,860,000	1.908% (USBMMY 3M + 14.000%), 1/31/2019^b		1,860,299

		Total		26,640,190



		Total Investments (at amortized cost) 101.1%		$153,161,964

		Other Assets and Liabilities, Net (1.1)%		(1,602,229)

		Total Net Assets 100.0%		$151,559,735

a	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

Reference Rate Index:


FEDL 1M	-	Federal Funds 1 Month Rate
LIBOR 1M	-	ICE Libor USD Rate 1 Month
LIBOR 3M	-	ICE Libor USD Rate 3 Month
T-BILL 3M	-	U. S. Treasury Bill Rate 3 Month
USBMMY 3M	-	U. S. Treasury Bill Rate 3 Month Money Market Yield

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Money Market Portfolio’s assets carried at fair value or amortized cost, which approximates fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.


Principal Amount		Bank Loans (14.2%)^a	Value
	Basic Materials (1.0%)
		Arch Coal, Inc., Term Loan
	$24,812	5.127%, (LIBOR 1M + 3.250%), 3/7/2024^b		$24,895
		CONSOL Mining Corporation, Term Loan
	29,925	7.990%, (LIBOR 3M + 6.000%), 10/30/2022^b		30,658
		Contura Energy, Inc., Term Loan
	118,777	6.880%, (LIBOR 1M + 5.000%), 3/17/2024^b		118,406
		Ineos Finance, LLC, Term Loan
	19,950	3.877%, (LIBOR 1M + 2.000%), 3/31/2024^b		19,990

		Total		193,949


	Capital Goods (1.1%)
		Cortes NP Intermediate Holding II Corporation, Term Loan
	97,160	5.670%, (LIBOR 1M + 4.000%), 11/30/2023^b		97,524
		Navistar, Inc., Term Loan
	40,000	5.210%, (LIBOR 1M + 3.500%), 11/3/2024^b		40,183
		Sterigenics-Nordion Holdings, LLC, Term Loan
	89,100	4.877%, (LIBOR 1M + 3.000%), 5/15/2022^b		89,045

		Total		226,752


	Communications Services (4.5%)
		Altice Financing SA, Term Loan
	89,325	4.470%, (LIBOR 3M + 2.750%), 7/15/2025^b		87,427
		Altice US Finance I Corporation, Term Loan
	119,100	4.127%, (LIBOR 1M + 2.250%), 7/14/2025^b		118,832
		CBS Radio, Inc., Term Loan
	119,700	4.623%, (LIBOR 3M + 2.750%), 10/17/2023^b		120,174
		CenturyLink, Inc., Term Loan
	24,938	4.627%, (LIBOR 1M + 2.750%), 1/31/2025^b,d		24,506
		CSC Holdings, LLC, Term Loan
	124,062	4.036%, (LIBOR 1M + 2.250%), 7/17/2025^b		123,623
		Hargray Merger Subsidiary Corporation, Term Loan
	34,737	4.877%, (LIBOR 1M + 3.000%), 3/24/2024^b		34,814
		Liberty Cablevision of Puerto Rico, LLC, Term Loan
	90,000	5.220%, (LIBOR 3M + 3.500%), 1/7/2022^b		87,169
		McGraw-Hill Global Education Holdings, LLC, Term Loan
	64,345	5.877%, (LIBOR 1M + 4.000%), 5/4/2022^b		63,493
		New LightSquared, Term Loan
	110,572	11.305%,PIK 10.265%, (LIBOR 3M + 8.750%), 12/7/2020^b,e		96,750
		SFR Group SA, Term Loan
	79,400	4.522%, (LIBOR 3M + 2.750%), 6/22/2025^b		76,819


Principal Amount		Bank Loans (14.2%)^a	Value
	Communications Services (4.5%) - continued
		Unitymedia Finance, LLC, Term Loan
	$50,000	4.027%, (LIBOR 1M + 2.250%), 1/20/2026^b		$49,923

		Total		883,530


	Consumer Cyclical (1.6%)
		Boyd Gaming Corporation, Term Loan
	110,565	4.236%, (LIBOR 1W + 2.500%), 9/15/2023^b		111,068
		Eldorado Resorts, Inc., Term Loan
	82,478	4.128%, (LIBOR 2M + 2.250%), 4/17/2024^b		82,684
		Stars Group Holdings BV, Term Loan
	118,779	5.802%, (LIBOR 3M + 3.500%), 8/1/2021^b		119,254

		Total		313,006


	Consumer Non-Cyclical (2.4%)
		Albertson’s, LLC, Term Loan
	24,900	4.627%, (LIBOR 1M + 2.750%), 8/25/2021^b		24,580
	59,550	5.292%, (LIBOR 3M + 3.000%), 12/21/2022^b		58,897
		Anmeal Pharmaceuticals LLC, Term Loan
	35,000	0.000%, (LIBOR 3M + 3.500%), 3/23/2025^b,c,d,f		35,000
		CHS/Community Health Systems, Inc., Term Loan
	62,809	4.984%, (LIBOR 3M + 3.000%), 1/27/2021^b		60,288
		Endo Luxembourg Finance Company I SARL., Term Loan
	89,325	6.188%, (LIBOR 1M + 4.250%), 4/27/2024^b		89,064
		JBS USA LUX SA, Term Loan
	59,400	4.678%, (LIBOR 3M + 2.500%), 10/30/2022^b		59,190
		Revlon Consumer Products Corporation, Term Loan
	99,684	5.377%, (LIBOR 1M + 3.500%), 9/7/2023^b		78,044
		Valeant Pharmaceuticals International, Inc., Term Loan
	60,737	5.240%, (LIBOR 1M + 3.500%), 4/1/2022^b		61,356

		Total		466,419


	Financials (1.8%)
		ASP AMC Merger Sub, Inc., Term Loan
	110,000	5.802%, (LIBOR 3M + 3.500%), 4/13/2024^b		110,275
		Colorado Buyer, Inc., Term Loan
	59,550	4.780%, (LIBOR 3M + 3.000%), 5/1/2024^b		59,550
		Digicel International Finance, Ltd., Term Loan
	49,761	5.020%, (LIBOR 3M + 3.250%), 5/10/2024^b		49,482
		Gartner, Inc., Term Loan
	103,950	3.877%, (LIBOR 1M + 2.000%), 4/5/2024^b		104,405


Principal Amount		Bank Loans (14.2%)^a	Value
	Financials (1.8%) - continued
		Genworth Holdings, Inc., Term Loan
	$25,000	6.202%, (LIBOR 3M + 4.500%), 2/28/2023^b		$25,422

		Total		349,134


	Technology (0.9%)
		Harland Clarke Holdings Corporation, Term Loan
	48,847	7.052%, (LIBOR 3M + 4.750%), 10/31/2023^b		49,228
		Micron Technology, Inc., Term Loan
	24,873	3.880%, (LIBOR 1M + 2.000%), 4/26/2022^b		25,021
		SS&C Technologies Holdings Europe SARL, Term Loan
	10,000	0.000%, (LIBOR 3M + 2.500%), 2/27/2025^b,c,d		10,045
		SS&C Technologies, Inc., Term Loan
	40,000	0.000%, (LIBOR 3M + 2.500%), 2/27/2025^b,c,d		40,179
		Western Digital Corporation, Term Loan
	53,868	3.877%, (LIBOR 1M + 2.000%), 4/29/2023^b		54,127

		Total		178,600


	Transportation (0.4%)
		Arctic LNG Carriers, Ltd., Term Loan
	74,438	6.377%, (LIBOR 1M + 4.500%), 5/18/2023^b		74,996

		Total		74,996


	Utilities (0.5%)
		Talen Energy Supply, LLC, Term Loan
	94,050	5.877%, (LIBOR 1M + 4.000%), 7/6/2023^b		92,236
		Total		92,236



		Total Bank Loans (cost $2,800,645)		2,778,622


Principal Amount		Long-Term Fixed Income (47.0%)	Value
	Basic Materials (3.2%)
		Big River Steel, LLC
	125,000	7.250%, 9/1/2025^g		129,688
		CF Industries, Inc.
	125,000	5.150%, 3/15/2034		119,063
		First Quantum Minerals, Ltd.
	125,000	7.250%, 4/1/2023^g		123,125
		Grinding Media, Inc.
	125,000	7.375%, 12/15/2023^g		131,250
		Hexion, Inc.
	100,000	6.625%, 4/15/2020		93,250
		Kinross Gold Corporation
	20,000	4.500%, 7/15/2027^g		19,586
		Sherwin-Williams Company
	5,000	2.250%, 5/15/2020		4,916
		Teck Resources, Ltd.
	15,000	6.125%, 10/1/2035		15,900

		Total		636,778


	Capital Goods (2.7%)
		Ardagh Packaging Finance plc
	125,000	6.000%, 2/15/2025^g		125,625


Principal Amount		Long-Term Fixed Income (47.0%)	Value
	Capital Goods (2.7%) - continued
		Caterpillar Financial Services Corporation
	$4,000	1.850%, 9/4/2020		$3,905
		CNH Industrial Capital, LLC
	5,000	4.875%, 4/1/2021		5,144
		CNH Industrial NV
	15,000	3.850%, 11/15/2027		14,552
		General Electric Company
	100,000	5.000%, 1/21/2021^b,h		99,000
		H&E Equipment Services, Inc.
	125,000	5.625%, 9/1/2025		126,094
		Textron Financial Corporation
	150,000	3.574%, (LIBOR 3M + 1.735%), 2/15/2042^b,g		136,875
		Textron, Inc.
	25,000	3.375%, 3/1/2028		23,851

		Total		535,046


	Collateralized Mortgage Obligations (5.5%)
		Bear Stearns ARM Trust
	88,035	3.736%, 2/25/2035, Ser. 2004-12, Class 3A1^b		86,718
		CHL Mortgage Pass-Through Trust
	98,672	3.303%, 11/20/2035, Ser. 2005-HYB7, Class 6A1^b		89,752
		Countrywide Alternative Loan Trust
	227,055	5.500%, 2/25/2036, Ser. 2005-85CB, Class 2A2		214,519
	65,863	5.750%, 5/25/2036, Ser. 2006-6CB, Class 2A16		48,573
		CSMC Mortgage-Backed Trust
	75,285	6.000%, 11/25/2036, Ser. 2006-9, Class 6A14		71,161
		GMACM Mortgage Loan Trust
	67,230	3.812%, 11/19/2035, Ser. 2005-AR6, Class 1A1^b		64,202
		Impac Secured Assets Trust
	64,783	2.112%, (LIBOR 1M + 0.240%), 9/25/2037, Ser. 2014-GC18, Class A3^b		53,388
		J.P. Morgan Mortgage Trust
	172,933	3.675%, 2/25/2036, Ser. 2006-A1, Class 2A2^b		163,203
		Residential Accredit Loans, Inc. Trust
	105,270	2.422%, (LIBOR 1M + 0.550%), 1/25/2037, Ser. 2007-3, Class A1B^b		83,609
		WaMu Mortgage Pass Through Certificates
	92,007	2.243%, (12 MTA + 0.960%), 9/25/2046, Ser. 2006-AR11, Class 1A^b		82,981
		Wells Fargo Mortgage Backed Securities Trust
	131,447	5.500%, 4/25/2036, Ser. 2006-4, Class 2A2		128,066

		Total		1,086,172


	Communications Services (4.8%)
		AT&T, Inc.
	10,000	3.400%, 8/14/2024		10,046
		British Sky Broadcasting Group plc
	3,000	3.125%, 11/26/2022^g		2,969
		Cengage Learning, Inc.
	100,000	9.500%, 6/15/2024^g,i		76,750


Principal Amount		Long-Term Fixed Income (47.0%)	Value
	Communications Services (4.8%) - continued
		Charter Communications Operating, LLC
	$5,000	3.579%, 7/23/2020		$5,013
	15,000	4.908%, 7/23/2025		15,321
		Cox Communications, Inc.
	5,000	3.350%, 9/15/2026^g		4,758
		Digicel Group, Ltd.
	100,000	8.250%, 9/30/2020^g		86,000
		Discovery Communications, LLC
	6,000	2.200%, 9/20/2019		5,938
	18,000	2.950%, 3/20/2023		17,339
		DISH Network Corporation, Convertible
	111,000	3.375%, 8/15/2026		106,915
		IAC FinanceCo, Inc., Convertible
	17,000	0.875%, 10/1/2022^g		20,322
		Liberty Interactive, LLC, Convertible
	1,000	1.750%, 9/30/2046^g		1,108
		Liberty Media Corporation, Convertible
	27,000	1.000%, 1/30/2023		28,312
		Meredith Corporation
	125,000	6.875%, 2/1/2026^g		128,281
		Sprint Corporation
	125,000	7.625%, 2/15/2025ⁱ		122,969
		Time Warner, Inc.
	3,000	4.875%, 3/15/2020		3,102
		VeriSign, Inc.
	125,000	4.750%, 7/15/2027		119,687
		Viacom, Inc.
	25,000	6.875%, 4/30/2036		29,684
		World Wrestling Entertainment, Inc., Convertible
	19,000	3.375%, 12/15/2023^g		29,687
		Zayo Group, LLC
	125,000	6.375%, 5/15/2025		129,375

		Total		943,576

	Consumer Cyclical (1.9%)
		Delphi Jersey Holdings plc
	125,000	5.000%, 10/1/2025^g		119,844
		General Motors Financial Company, Inc.
	3,000	3.150%, 6/30/2022		2,936
		Hanesbrands, Inc.
	125,000	4.875%, 5/15/2026^g		121,250
		Hyundai Capital America
	3,000	2.750%, 9/18/2020^g		2,954
		Lennar Corporation
	4,000	2.950%, 11/29/2020^g		3,900
		Volkswagen Group of America
		Finance, LLC
	3,000	2.450%, 11/20/2019^g		2,968
		Wabash National Corporation
	125,000	5.500%, 10/1/2025^g		121,875

		Total		375,727

	Consumer Non-Cyclical (3.0%)
		Abbott Laboratories
	30,000	3.750%, 11/30/2026		29,820
		Albertsons Companies, LLC
	125,000	6.625%, 6/15/2024		112,031
		Alliance One International, Inc.
	100,000	9.875%, 7/15/2021		97,000


Principal Amount		Long-Term Fixed Income (47.0%)	Value
	Consumer Non-Cyclical (3.0%) - continued
		Amgen, Inc.
	$5,000	2.650%, 5/11/2022		$4,879
		Anthem, Inc., Convertible
	47,000	2.750%, 10/15/2042		141,567
		BAT Capital Corporation
	3,000	2.297%, 8/14/2020^g		2,941
	3,000	2.764%, 8/15/2022^g		2,901
	20,000	3.557%, 8/15/2027^g		19,127
		Cardinal Health, Inc.
	3,000	1.948%, 6/14/2019		2,967
	3,000	2.616%, 6/15/2022		2,899
		J.M. Smucker Company
	3,000	2.200%, 12/6/2019		2,964
		JBS USA, LLC
	125,000	5.875%, 7/15/2024^g		121,913
		Kraft Heinz Foods Company
	6,000	5.375%, 2/10/2020		6,245
		Kroger Company
	3,000	2.800%, 8/1/2022		2,917
		Mondelez International Holdings Netherlands BV
	4,000	2.000%, 10/28/2021^g		3,816
		Shire Acquisitions Investments Ireland Designated Activity Company
	6,000	2.400%, 9/23/2021		5,792
		Smithfield Foods, Inc.
	5,000	2.650%, 10/3/2021^g		4,786
		Teva Pharmaceutical Finance Company BV
	9,000	2.950%, 12/18/2022		7,969
		Teva Pharmaceutical Finance IV, LLC
	2,000	2.250%, 3/18/2020		1,895
		Zoetis, Inc.
	4,000	3.450%, 11/13/2020		4,027

		Total		578,456

	Energy (3.2%)
		BP Capital Markets plc
	6,000	2.520%, 9/19/2022		5,824
		Canadian Natural Resources, Ltd.
	3,000	2.950%, 1/15/2023		2,912
		Canadian Oil Sands, Ltd.
	3,000	9.400%, 9/1/2021^g		3,479
		Cheniere Energy Partners, LP
	125,000	5.250%, 10/1/2025^g		123,281
		Continental Resources, Inc.
	125,000	3.800%, 6/1/2024		120,313
		Enbridge, Inc.
	3,000	2.900%, 7/15/2022		2,910
		Encana Corporation
	30,000	3.900%, 11/15/2021		30,382
		Endeavor Energy Resources, LP
	125,000	5.500%, 1/30/2026^g		124,375
		Enterprise Products Operating, LLC
	75,000	5.250%, 8/16/2077^b		72,938
		EQT Corporation
	6,000	3.000%, 10/1/2022		5,828
		Kinder Morgan Energy Partners, LP
	5,000	9.000%, 2/1/2019		5,240
		ONEOK Partners, LP
	8,000	3.800%, 3/15/2020		8,060
		ONEOK, Inc.
	8,000	7.500%, 9/1/2023		9,320


Principal Amount		Long-Term Fixed Income (47.0%)	Value
	Energy (3.2%) - continued
		Petroleos Mexicanos
	$5,000	6.000%, 3/5/2020		$5,215
		Plains All American Pipeline, LP
	8,000	5.000%, 2/1/2021		8,263
		TransCanada Trust
	100,000	5.300%, 3/15/2077^b		98,750
		Western Gas Partners, LP
	3,000	4.000%, 7/1/2022		2,992
		Williams Partners, LP
	5,000	4.500%, 11/15/2023		5,135

		Total		635,217

	Financials (10.5%)
		AIG Global Funding
	6,000	2.150%, 7/2/2020^g		5,885
		Air Lease Corporation
	4,000	2.500%, 3/1/2021		3,922
		Ares Capital Corporation
	4,000	3.875%, 1/15/2020		4,041
		ASP AMC Merger Sub, Inc.
	100,000	8.000%, 5/15/2025^g		93,750
		Australia & New Zealand Banking Group, Ltd.
	100,000	6.750%, 6/15/2026^b,g,h		106,250
		Bank of America Corporation
	3,000	2.369%, 7/21/2021^b		2,943
	25,000	4.000%, 1/22/2025		24,938
		Bank of Montreal
	4,000	2.100%, 6/15/2020		3,924
		BB&T Corporation
	6,000	2.150%, 2/1/2021		5,873
		BNP Paribas SA
	100,000	7.625%, 3/30/2021^b,g,h		107,375
		Capital One Financial Corporation
	3,000	2.500%, 5/12/2020		2,953
		CBOE Holdings, Inc.
	4,000	1.950%, 6/28/2019		3,953
		Citigroup, Inc.
	3,000	2.450%, (LIBOR 3M + 0.690%), 10/27/2022^b		2,986
		Commerzbank AG
	20,000	8.125%, 9/19/2023^g		23,289
		Cooperatieve Centrale Raiffeisen- Boerenleenbank BA
	6,000	3.950%, 11/9/2022		6,061
		Credit Agricole SA
	100,000	8.125%, 12/23/2025^b,g,h		113,919
		Credit Suisse Group Funding, Ltd.
	11,000	3.125%, 12/10/2020		10,937
		Deutsche Bank AG
	2,000	2.700%, 7/13/2020		1,957
		Digital Realty Trust, LP
	4,000	2.750%, 2/1/2023		3,839
		Discover Bank
	4,000	3.100%, 6/4/2020		3,985
		Fifth Third Bancorp
	4,000	2.600%, 6/15/2022		3,877
		GE Capital International Funding Company
	20,000	4.418%, 11/15/2035		19,482
		Goldman Sachs Group, Inc.
	6,000	5.375%, 5/10/2020^b,h		6,159
	10,000	5.250%, 7/27/2021		10,589
	6,000	3.075%, (LIBOR 3M + 1.050%), 6/5/2023^b		6,032


Principal Amount		Long-Term Fixed Income (47.0%)	Value
	Financials (10.5%) - continued
	$100,000	5.300%, 11/10/2026^b,h		$100,250
		HSBC Holdings plc
	75,000	6.375%, 9/17/2024^b,h		75,937
		ILFC E-Capital Trust II
	100,000	4.890%, (H15T30Y + 1.800%), 12/21/2065^b,g		97,750
		Intesa Sanpaolo SPA
	6,000	3.125%, 7/14/2022^g		5,797
		J.P. Morgan Chase & Company
	4,000	2.686%, (LIBOR 3M + 0.680%), 6/1/2021^b		4,022
	5,000	2.972%, 1/15/2023		4,903
		J.P. Morgan Chase Capital XXIII
	100,000	2.839%, (LIBOR 3M + 1.000%), 5/15/2047^b		88,758
		Lloyds Banking Group plc
	100,000	6.657%, 5/21/2037^b,g,h		111,562
		Macquarie Bank, Ltd.
	100,000	6.125%, 3/8/2027^b,g,h		97,625
		MGIC Investment Corporation, Convertible
	64,000	9.000%, 4/1/2063^g		86,700
		Morgan Stanley
	6,000	5.500%, 7/28/2021		6,407
	3,000	2.750%, 5/19/2022		2,925
		New York Life Global Funding
	3,000	2.300%, 6/10/2022^g		2,898
		PNC Bank NA
	6,000	2.450%, 11/5/2020		5,906
		Quicken Loans, Inc.
	125,000	5.750%, 5/1/2025^g		124,688
		Reinsurance Group of America, Inc.
	3,000	4.700%, 9/15/2023		3,114
		Royal Bank of Scotland Group plc
	100,000	7.500%, 8/10/2020^b,h		104,000
	104,000	8.625%, 8/15/2021^b,h		112,970
		Societe Generale SA
	100,000	8.000%, 9/29/2025^b,g,h		111,875
		Standard Chartered plc
	1,000	2.100%, 8/19/2019^g		986
	100,000	7.500%, 4/2/2022^b,g,h		105,750
		State Street Capital Trust IV
	100,000	3.125%, (LIBOR 3M + 1.000%), 6/15/2047^b		90,510
		Sumitomo Mitsui Financial Group, Inc.
	6,000	2.934%, 3/9/2021		5,951
	3,000	2.784%, 7/12/2022		2,925
		Synchrony Financial
	4,000	3.000%, 8/15/2019		3,988
		UBS Group Funding Jersey, Ltd.
	6,000	3.000%, 4/15/2021^g		5,936
		USB Realty Corporation
	120,000	2.867%, (LIBOR 3M + 1.147%), 1/15/2022^b,g,h		108,150
		Wells Fargo & Company
	3,000	2.625%, 7/22/2022		2,901

		Total		2,054,103

	Mortgage-Backed Securities (7.9%)
		Federal National Mortgage Association Conventional 30-Yr. Pass Through
	300,000	3.500%, 4/1/2048^d		300,426


Principal Amount		Long-Term Fixed Income (47.0%)	Value
	Mortgage-Backed Securities (7.9%) - continued
	$1,220,000	4.000%, 4/1/2048^d		$1,251,394

		Total		1,551,820


	Technology (3.5%)
		Alliance Data Systems Corporation
	125,000	5.375%, 8/1/2022^g		125,000
		Apple, Inc.
	5,000	2.161%, (LIBOR 3M + 0.350%), 5/11/2022^b		5,031
	25,000	4.500%, 2/23/2036		27,374
		Baidu, Inc.
	3,000	3.000%, 6/30/2020		2,980
		Broadcom Corporation
	35,000	3.500%, 1/15/2028		32,875
		Cypress Semiconductor Corporation, Convertible
	3,000	4.500%, 1/15/2022		4,186
		Harland Clarke Holdings Corporation
	125,000	8.375%, 8/15/2022^g		127,187
		Intel Corporation, Convertible
	12,000	3.250%, 8/1/2039		29,849
		Microchip Technology, Inc., Convertible
	26,000	1.625%, 2/15/2027		30,738
		Micron Technology, Inc., Convertible
	45,000	2.125%, 2/15/2033		214,071
		NetApp, Inc.
	4,000	2.000%, 9/27/2019		3,938
		ON Semiconductor Corporation, Convertible
	20,000	1.625%, 10/15/2023^g		27,365
		Red Hat, Inc., Convertible
	4,000	0.250%, 10/1/2019		8,088
		Western Digital Corporation, Convertible
	11,000	1.500%, 2/1/2024^g		11,897
		Zendesk, Inc. Convertible
	28,000	0.250%, 3/15/2023^g		28,476

		Total		679,055


	Utilities (0.8%)
		CenterPoint Energy, Inc.
	4,000	2.500%, 9/1/2022		3,875
		Dominion Energy, Inc.
	6,000	2.579%, 7/1/2020		5,923
		Duke Energy Corporation
	6,000	2.400%, 8/15/2022		5,760
		FirstEnergy Corporation
	4,000	2.850%, 7/15/2022		3,879
		NRG Energy, Inc.
	125,000	7.250%, 5/15/2026		132,500
		Pinnacle West Capital Corporation
	5,000	2.250%, 11/30/2020		4,880
		Southern Company
	3,000	2.350%, 7/1/2021		2,907

		Total		159,724



		Total Long-Term Fixed Income (cost $9,272,342)		9,235,674



Shares		Registered Investment Companies (26.7%)	Value
	Affiliated Fixed Income Holdings (10.1%)
	206,844	Thrivent Core Emerging Markets Debt Fund		$1,975,358

		Total		1,975,358


	Equity Funds/Exchange Traded Funds (5.3%)
	11,075	AllianzGI NFJ Dividend Interest & Premium Strategy Fund		140,652
	60	Altaba, Inc.^j		4,442
	4,264	BlackRock Enhanced Capital & Income Fund, Inc.		67,158
	15,087	BlackRock Enhanced Equity Dividend Trust		131,710
	12,284	BlackRock Resources & Commodities Strategy Trust		109,082
	4,279	Cohen & Steers Quality Income Realty Fund, Inc.		50,706
	5,330	Cohen & Steers REIT & Preferred Income Fund, Inc.		99,618
	9,399	Eaton Vance Risk-Managed Diversified Equity Income Fund		84,497
	3,500	John Hancock Tax-Advantaged Dividend Income Fund		75,880
	10,528	Neuberger Berman MLP Income Fund, Inc.		85,908
	3,318	Reaves Utility Income Fund		93,667
	13,105	Voya Global Equity Dividend & Premium Opportunity Fund		95,667

		Total		1,038,987


	Fixed Income Funds/Exchange Traded Funds (11.3%)
	6,250	AllianceBernstein Global High Income Fund, Inc.		74,313
	6,176	BlackRock Core Bond Trust		80,906
	9,462	BlackRock Corporate High Yield Fund, Inc.		100,203
	7,890	BlackRock Credit Allocation Income Trust		99,966
	11,000	BlackRock Income Trust, Inc.		64,570
	4,026	BlackRock Multi-Sector Income Trust		67,597
	4,000	Brookfield Real Assets Income Fund, Inc.		87,080
	2,480	Cohen & Steers Limited Duration Preferred & Income Fund, Inc.		63,290
	4,800	Eaton Vance Short Duration Diversified Income Fund		65,472
	3,680	First Trust/Aberdeen Global Opportunity Income Fund		41,915
	7,051	Invesco Dynamic Credit Opportunities Fund		82,708
	20,361	Invesco Senior Income Trust		89,588
	13,775	MFS Intermediate Income Trust		54,136
	11,500	Nuveen Credit Strategies Income Fund		91,310
	3,328	Nuveen Preferred and Income Term Fund		78,907
	10,700	Nuveen Quality Preferred Income Fund II		104,646
	4,500	Pimco Dynamic Credit And Mortgage Income Fund		102,960
	6,700	Powershares ETF		168,639
	4,000	PowerShares Senior Loan Portfolio		92,520
	5,630	Prudential Global Short Duration High Yield Fund, Inc.		78,144
	12,030	Templeton Global Income Fund		76,872


Shares		Registered Investment Companies (26.7%)	Value
	Fixed Income Funds/Exchange Traded
	Funds (11.3%) - continued
	2,900	Vanguard Short-Term Corporate Bond ETF		$227,447
	9,637	Wells Fargo Income Opportunities Fund		77,481
	11,638	Western Asset High Income Fund II, Inc.		76,345
	16,267	Western Asset High Income
		Opportunity Fund, Inc.		78,244

		Total		2,225,259



		Total Registered Investment Companies (cost $5,437,408)		5,239,604


Shares		Common Stock (4.2%)	Value
	Consumer Discretionary (0.3%)
	5,260	Caesars Entertainment Corporation^j		59,175
	5	Charter Communications, Inc.^j		1,556

		Total		60,731


	Consumer Staples (0.2%)
	443	Bunge, Ltd.		32,755

		Total		32,755


	Energy (2.7%)
	550	Chevron Corporation		62,722
	2,070	Enbridge, Inc.		65,143
	3,300	Enterprise Products Partners, LP		80,784
	1,000	Occidental Petroleum Corporation		64,960
	1,075	ONEOK, Inc.		61,189
	1,134	Royal Dutch Shell plc ADR		72,360
	900	Schlumberger, Ltd.		58,302
	2,765	Williams Companies, Inc.		68,738

		Total		534,198


	Financials (0.6%)
	645	Bank of America Corporation		19,343
	886	FNF Group		35,458
	2,900	Granite Point Mortgage Trust, Inc.		47,966
	190	Wells Fargo & Company		9,958

		Total		112,725


	Health Care (<0.1%)
	2	Anthem, Inc.		440
	18	Danaher Corporation		1,762
	191	Teva Pharmaceutical Industries, Ltd. ADR		3,264

		Total		5,466


	Industrials (<0.1%)
	28	Dycom Industries, Inc.^j		3,014

		Total		3,014


	Information Technology (0.1%)
	60	Lam Research Corporation		12,190

		Total		12,190


	Real Estate (0.3%)
	600	Crown Castle International Corporation		65,766

		Total		65,766



		Total Common Stock (cost $852,344)		826,845


Shares		Preferred Stock (3.9%)	Value
	Consumer Staples (0.9%)
	1,191	Bunge, Ltd., Convertible, 4.875%^h		$129,783
	2,000	CHS, Inc., 6.750%^b,h		53,860

		Total		183,643


	Energy (0.8%)
	10,535	Crestwood Equity Partners, LP, 9.250%^f,h,j		100,083
	2,450	NuStar Logistics, LP, 8.454%^b		61,862

		Total		161,945


	Financials (1.9%)
	2,000	Citigroup Capital XIII, 8.137%^b		54,380
	2,000	Citigroup, Inc., 6.875%^b,h		56,060
	2,000	Countrywide Capital V, 7.000%		52,000
	1,594	Federal National Mortgage Association, 0.000%^h,j		9,166
	70	First Tennessee Bank NA, 3.750%^b,g,h		53,900
	2,000	GMAC Capital Trust I, 7.624%^b		51,960
	2,000	Morgan Stanley, 5.850%^b,h		52,180
	40	Wells Fargo & Company, Convertible, 7.500%^h		51,600

		Total		381,246


	Utilities (0.3%)
	2,000	Entergy Arkansas, Inc., 4.875%		48,220

		Total		48,220



		Total Preferred Stock (cost $781,085)		775,054


Shares		Collateral Held for Securities Loaned (1.0%)	Value
	196,900	Thrivent Cash Management Trust		196,900

		Total Collateral Held for Securities Loaned (cost $196,900)		196,900


Shares or Principal Amount		Short-Term Investments (11.3%)	Value
		Federal Home Loan Bank Discount Notes
	100,000	1.500%, 4/3/2018^k,l		99,995
		Thrivent Core Short-Term Reserve Fund
	211,377	1.940%		2,113,767

		Total Short-Term Investments (cost $2,213,750)		2,213,762

		Total Investments (cost $21,554,474) 108.3%		$21,266,461

		Other Assets and Liabilities, Net (8.3%)		(1,637,428)

		Total Net Assets 100.0%		$19,629,033

a	The stated interest rate represents the weighted average of all contracts within the bank loan facility.

c	All or a portion of the loan is unfunded.

d	Denotes investments purchased on a when-issued or delayed delivery basis.

e	Denotes payment-in-kind security. The security paid an interest or dividend payment with additional fixed income or equity securities in lieu of, or in addition to a cash payment. The cash rate and/or payment-in-kind rate shown are as of March 29, 2018.

f	Security is valued using significant unobservable inputs. Further information on valuation can be found in the Notes to Financial Statements.

h	Denotes perpetual securities. Perpetual securities pay an indefinite stream of interest and have no contractual maturity date. Date shown, if applicable, is next call date.

i	All or a portion of the security is on loan.

j	Non-income producing security.

k	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

l	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

The following table presents the total amount of securities loaned with continuous maturity, by type, offset by the gross payable upon return of collateral for securities loaned by Thrivent Multidimensional Income Portfolio as of March 29, 2018:

Securities Lending Transactions


Taxable Debt Security	$	188,995

Total lending	$	188,995
Gross amount payable upon return of collateral for securities loaned	$	196,900

Net amounts due to counterparty	$	7,905

Definitions:


ADR	-	American Depositary Receipt, which are certificates for an
		underlying foreign security’s shares held by an issuing U.S.
		depository bank.
ETF	-	Exchange Traded Fund
PIK	-	Payment-In-Kind
REIT	-	Real Estate Investment Trust is a company that buys, develops, manages and/or sells real estate assets.
Ser.	-	Series

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Multidimensional Income Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Multidimensional Income Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $99,995 were pledged as the initial margin deposit for these contracts.

A summary of transactions (in thousands) for the fiscal year to date, in Multidimensional Income Portfolio, is as follows:


Principal Amount		Bank Loans (32.6%)^a	Value
	Basic Materials (3.3%)
		Arch Coal, Inc., Term Loan
	$560,000	0.000%, (LIBOR 3M + 2.750%), 3/7/2024^b,c,d,e		$560,087
	337,444	5.127%, (LIBOR 1M + 3.250%), 3/7/2024^d		338,567
		Big River Steel, LLC, Term Loan
	338,300	7.302%, (LIBOR 3M + 5.000%), 8/15/2023^d,e		342,529
		Chemours Company, Term Loan
	421,589	6.250%, (LIBOR 1M + 2.500%), 5/12/2022^d		421,062
	560,000	0.000%, (LIBOR 3M + 1.750%), 3/26/2025^b,c,d		558,365
		CONSOL Mining Corporation, Term Loan
	349,125	7.990%, (LIBOR 3M + 6.000%), 10/30/2022^d		357,679
		Contura Energy, Inc., Term Loan
	559,700	6.880%, (LIBOR 1M + 5.000%), 3/17/2024^d		557,954
		Coronado Australian Holdings Property, Ltd., Term Loan
	82,500	0.000%, (LIBOR 3M + 6.500%), 3/21/2025^b,c,d,e		81,262
	302,500	0.000%, (LIBOR 3M + 6.500%), 3/21/2025^b,c,d,e		297,962
		Ineos Finance, LLC, Term Loan
	1,087,275	3.877%, (LIBOR 1M + 2.000%), 3/31/2024^d		1,089,450
		Peabody Energy Corporation, Term Loan
	373,596	5.377%, (LIBOR 1M + 3.500%), 3/31/2022^d		374,063
		Tronox Finance, LLC, Term Loan
	232,209	5.302%, (LIBOR 3M + 3.000%), 9/14/2024^d		234,192
	535,866	5.302%, (LIBOR 3M + 3.000%), 9/14/2024^d		540,443

		Total		5,753,615


	Capital Goods (1.6%)
		Advanced Disposal Services, Inc., Term Loan
	609,223	3.981%, (LIBOR 1W + 2.250%), 11/10/2023^d		610,557
		Cortes NP Intermediate Holding II Corporation, Term Loan
	883,352	5.670%, (LIBOR 1M + 4.000%), 11/30/2023^d		886,665
		Navistar, Inc., Term Loan
	640,000	5.210%, (LIBOR 1M + 3.500%), 11/3/2024^d		642,931
		Sterigenics-Nordion Holdings, LLC, Term Loan
	732,600	4.877%, (LIBOR 1M + 3.000%), 5/15/2022^d		732,146

		Total		2,872,299


	Communications Services (10.3%)
		Altice Financing SA, Term Loan
	287,825	4.470%, (LIBOR 3M + 2.750%), 7/15/2025^d		281,709
	19,950	4.470%, (LIBOR 3M + 2.750%), 10/6/2026^d		19,564


Principal Amount		Bank Loans (32.6%)^a	Value
	Communications Services (10.3%) - continued
		Altice US Finance I Corporation, Term Loan
	$362,263	4.127%, (LIBOR 1M + 2.250%), 7/14/2025^d		$361,447
		CBS Radio, Inc., Term Loan
	94,762	4.623%, (LIBOR 3M + 2.750%), 10/17/2023^d		95,138
		Cengage Learning Acquisitions, Term Loan
	561,342	6.036%, (LIBOR 1M + 4.250%), 6/7/2023^d		509,800
		CenturyLink, Inc., Term Loan
	1,057,350	4.627%, (LIBOR 1M + 2.750%), 1/31/2025^b,c,d		1,039,068
		Charter Communications Operating, LLC, Term Loan
	618,450	3.880%, (LIBOR 1M + 2.000%), 4/13/2025^d		620,509
		CSC Holdings, LLC, Term Loan
	481,362	4.036%, (LIBOR 1M + 2.250%), 7/17/2025^d		479,658
		Frontier Communications Corporation, Term Loan
	625,275	5.630%, (LIBOR 1M + 3.750%), 6/1/2024^d		616,290
		Gray Television, Inc., Term Loan
	488,812	3.920%, (LIBOR 1M + 2.250%), 2/7/2024^d		490,440
		Hargray Communications Group, Inc., Term Loan
	124,686	4.877%, (LIBOR 3M + 3.000%), 5/16/2024^b,c,d		124,959
		Hargray Merger Subsidiary Corporation, Term Loan
	422,298	4.877%, (LIBOR 1M + 3.000%), 3/24/2024^d		423,222
		Intelsat Jackson Holdings SA, Term Loan
	500,000	5.706%, (LIBOR 3M + 3.750%), 11/27/2023^d		500,000
		Level 3 Financing, Inc., Term Loan
	1,025,000	4.111%, (LIBOR 1M + 2.250%), 2/22/2024^d		1,026,763
		Liberty Cablevision of Puerto Rico, LLC, Term Loan
	725,000	5.220%, (LIBOR 3M + 3.500%), 1/7/2022^d		702,191
	145,000	8.470%, (LIBOR 3M + 6.750%), 7/7/2023^d,e		132,675
		McGraw-Hill Global Education Holdings, LLC, Term Loan
	1,055,767	5.877%, (LIBOR 1M + 4.000%), 5/4/2022^d		1,041,778
		Mediacom Illinois, LLC, Term Loan
	295,000	0.000%, (LIBOR 3M + 1.750%), 2/15/2024^b,c,d		294,817
		NEP/NCP Holdco, Inc., Term Loan
	752,361	5.552%, (LIBOR 1M + 3.250%), 7/21/2022^d		754,558
		New LightSquared, Term Loan
	182,443	11.305%,PIK 10.265%, (LIBOR 3M + 8.750%), 12/7/2020^d,f		159,638
		Radiate Holdco, LLC, Term Loan
	1,301,713	4.877%, (LIBOR 1M + 3.000%), 2/1/2024^d		1,293,577


Principal Amount		Bank Loans (32.6%)^a	Value
	Communications Services (10.3%) - continued
		Sable International Finance, Ltd., Term Loan
	$1,585,000	5.127%, (LIBOR 1M + 3.250%), 2/6/2026^d		$1,588,963
		SBA Senior Finance II, LLC, Term Loan
	721,875	3.990%, (LIBOR 1M + 2.250%), 3/24/2021^d		723,268
	213,950	3.990%, (LIBOR 1W + 2.250%), 6/10/2022^d		214,217
		SFR Group SA, Term Loan
	263,013	4.522%, (LIBOR 3M + 2.750%), 6/22/2025^d		254,465
		Sinclair Television Group, Inc., Term Loan
	1,080,000	0.000%, (LIBOR 3M + 2.500%), 12/12/2024^b,c,d		1,084,050
		Sprint Communications, Inc., Term Loan
	1,054,350	4.438%, (LIBOR 1M + 2.500%), 2/2/2024^d		1,053,907
		Syniverse Holdings, Inc., Term Loan
	180,000	6.718%, (LIBOR 3M + 5.000%), 2/9/2023^d		181,924
		Unitymedia Finance, LLC, Term Loan
	600,000	4.027%, (LIBOR 1M + 2.250%), 1/20/2026^d		599,082
		Univision Communications, Inc., Term Loan
	242,599	4.627%, (LIBOR 1M + 2.750%), 3/15/2024^d		238,456
		Virgin Media Bristol, LLC, Term Loan
	785,000	4.277%, (LIBOR 1M + 2.500%), 1/31/2026^d		788,847
		WideOpenWest Finance, LLC, Term Loan
	472,625	5.104%, (LIBOR 1M + 3.250%), 8/6/2023^d		461,698

		Total		18,156,678


	Consumer Cyclical (4.3%)
		Burlington Coat Factory Warehouse Corporation, Term Loan
	606,950	4.380%, (LIBOR 1M + 2.500%), 11/9/2024^d		607,557
		Ceridian HCM Holding, Inc., Term Loan
	126,926	5.377%, (LIBOR 1M + 3.500%), 9/15/2020^d		127,116
		Eldorado Resorts, Inc., Term Loan
	164,957	4.128%, (LIBOR 2M + 2.250%), 4/17/2024^d		165,369
		Four Seasons Hotels, Ltd., Term Loan
	495,000	0.000%, (LIBOR 3M + 2.000%), 11/30/2023^b,c,d		497,475
		Golden Entertainment, Inc., Term Loan
	852,862	4.880%, (LIBOR 1M + 3.000%), 8/15/2024^d		856,598
	135,000	8.860%, (LIBOR 1M + 7.000%), 8/15/2025^d,e		135,675
		Golden Nugget, Inc., Term Loan
	689,744	4.979%, (LIBOR 2M + 3.250%), 10/4/2023^d		695,697


Principal Amount		Bank Loans (32.6%)^a	Value
	Consumer Cyclical (4.3%) - continued
		IMG Worldwide, Inc., Term Loan
	$150,000	9.127%, (LIBOR 1M + 7.250%), 5/6/2022^d,e		$150,750
		KAR Auction Services, Inc., Term Loan
	267,841	4.813%, (LIBOR 3M + 2.500%), 3/9/2023^d		268,958
		Men’s Warehouse, Inc., Term Loan
	270,000	0.000%, (LIBOR 3M + 3.500%), 3/28/2025^b,c,d,e		270,000
		Michaels Stores, Inc., Term Loan
	319,652	4.589%, (LIBOR 1M + 2.750%), 1/28/2023^d		321,052
		Mohegan Tribal Gaming Authority, Term Loan
	534,345	5.877%, (LIBOR 1M + 4.000%), 10/13/2023^d		532,678
		Scientific Games International, Inc., Term Loan
	1,440,000	4.722%, (LIBOR 1M + 2.750%), 8/14/2024^d		1,444,579
		Seminole Hard Rock Entertainment, Inc., Term Loan
	115,757	4.443%, (LIBOR 3M + 2.750%), 5/14/2020^d		116,385
		Stars Group Holdings BV, Term Loan
	616,256	5.802%, (LIBOR 3M + 3.500%), 8/1/2021^d		618,721
	530,000	0.000%, (LIBOR 3M + 3.000%), 3/29/2025^b,c,d		532,120
		Wyndham Hotels & Resorts, Inc., Term Loan
	340,000	0.000%, (LIBOR 3M + 1.750%), 3/29/2025^b,c,d		340,850

		Total		7,681,580


	Consumer Non-Cyclical (5.7%)
		Air Medical Group Holdings, Inc., Term Loan
	1,391,512	4.936%, (LIBOR 3M + 3.250%), 4/28/2022^d		1,396,341
	169,575	6.015%, (LIBOR 3M + 4.250%), 9/26/2024^d		170,954
		Albertson’s, LLC, Term Loan
	563,080	4.627%, (LIBOR 1M + 2.750%), 8/25/2021^d		555,851
	408,697	5.292%, (LIBOR 3M + 3.000%), 12/21/2022^d		404,214
	606,258	4.956%, (LIBOR 3M + 3.000%), 6/22/2023^d		597,922
		Anmeal Pharmaceuticals LLC, Term Loan
	555,000	0.000%, (LIBOR 3M + 3.500%), 3/23/2025^b,c,d,e		555,000
		CHS/Community Health Systems, Inc., Term Loan
	454,286	4.984%, (LIBOR 3M + 3.000%), 1/27/2021^d		436,051
		Diversey BV, Term Loan
	488,775	4.994%, (LIBOR 2M + 3.000%), 7/25/2024^d		487,758
		Endo Luxembourg Finance Company I SARL., Term Loan
	850,857	6.188%, (LIBOR 1M + 4.250%), 4/27/2024^d		848,372


Principal Amount		Bank Loans (32.6%)^a	Value
	Consumer Non-Cyclical (5.7%) - continued
		Grifols Worldwide Operations USA, Inc., Term Loan
	$440,550	3.986%, (LIBOR 1W + 2.250%), 1/23/2025^d		$442,035
		JBS USA LUX SA, Term Loan
	1,029,600	4.678%, (LIBOR 3M + 2.500%), 10/30/2022^d		1,025,955
		Mallinckrodt International Finance SA, Term Loan
	1,040,000	4.820%, (LIBOR 3M + 3.000%), 9/24/2024^d		1,040,780
		MPH Acquisition Holdings, LLC, Term Loan
	472,133	5.052%, (LIBOR 3M + 2.750%), 6/7/2023^d		474,021
		Ortho-Clinical Diagnostics, Inc., Term Loan
	426,532	5.627%, (LIBOR 1M + 3.750%), 6/30/2021^d		429,837
		Revlon Consumer Products Corporation, Term Loan
	483,863	5.377%, (LIBOR 1M + 3.500%), 9/7/2023^d		378,826
		Valeant Pharmaceuticals International, Inc., Term Loan
	924,068	5.240%, (LIBOR 1M + 3.500%), 4/1/2022^d		933,484

		Total		10,177,401


	Energy (0.9%)
		Calpine Corporation, Term Loan
	492,468	4.810%, (LIBOR 3M + 2.500%), 1/15/2024^d		493,605
		Houston Fuel Oil Terminal, LLC, Term Loan
	655,818	5.800%, (LIBOR 3M + 3.500%), 8/19/2021^d		661,970
		MEG Energy Corporation, Term Loan
	54,150	5.810%, (LIBOR 3M + 3.500%), 12/31/2023^d		54,123
		MRC Global US, Inc., Term Loan
	249,375	7.250%, (LIBOR 1M + 3.500%), 9/15/2024^d		251,245
		Pacific Drilling SA, Term Loan
	244,163	0.000%, (PRIME + 4.500%), 6/3/2018^d,g,h		81,338

		Total		1,542,281


	Financials (2.1%)
		ASP AMC Merger Sub, Inc., Term Loan
	850,675	5.802%, (LIBOR 3M + 3.500%), 4/13/2024^d		852,802
		Avolon TLB Borrower 1 US, LLC, Term Loan
	729,488	4.072%, (LIBOR 1M + 2.250%), 4/3/2022^d		729,714
		Colorado Buyer, Inc., Term Loan
	133,988	4.780%, (LIBOR 3M + 3.000%), 5/1/2024^d		133,987
	80,000	9.030%, (LIBOR 3M + 7.250%), 5/1/2025^d		79,950


Principal Amount		Bank Loans (32.6%)^a	Value
	Financials (2.1%) - continued
		Digicel International Finance, Ltd., Term Loan
	$845,942	5.020%, (LIBOR 3M + 3.250%), 5/10/2024^d		$841,188
		Genworth Holdings, Inc., Term Loan
	150,000	6.202%, (LIBOR 3M + 4.500%), 2/28/2023^d		152,532
		MoneyGram International, Inc., Term Loan
	393,939	5.552%, (LIBOR 3M + 3.250%), 3/28/2020^d		393,250
		TransUnion, LLC, Term Loan
	517,400	3.877%, (LIBOR 1M + 2.000%), 4/9/2023^d		518,585

		Total		3,702,008


	Technology (3.0%)
		First Data Corporation, Term Loan
	1,320,000	4.122%, (LIBOR 1M + 2.250%), 4/26/2024^d		1,321,492
		Harland Clarke Holdings Corporation, Term Loan
	792,571	7.052%, (LIBOR 3M + 4.750%), 10/31/2023^d		798,737
		Micron Technology, Inc., Term Loan
	328,329	3.880%, (LIBOR 1M + 2.000%), 4/26/2022^d		330,280
		Rackspace Hosting, Inc., Term Loan
	724,873	4.787%, (LIBOR 3M + 3.000%), 11/3/2023^d		721,814
		SS&C Technologies Holdings Europe SARL, Term Loan
	210,000	0.000%, (LIBOR 3M + 2.500%), 2/27/2025^b,c,d		210,941
		SS&C Technologies, Inc., Term Loan
	590,000	0.000%, (LIBOR 3M + 2.500%), 2/27/2025^b,c,d		592,643
		TNS, Inc., Term Loan
	474,313	5.780%, (LIBOR 3M + 4.000%), 8/14/2022^d		476,092
		Western Digital Corporation, Term Loan
	820,443	3.877%, (LIBOR 1M + 2.000%), 4/29/2023^d		824,397

		Total		5,276,396


	Transportation (0.6%)
		Arctic LNG Carriers, Ltd., Term Loan
	957,762	6.377%, (LIBOR 1M + 4.500%), 5/18/2023^d		964,946
		OSG Bulk Ships, Inc., Term Loan
	139,412	6.040%, (LIBOR 3M + 4.250%), 8/5/2019^d,e		133,835

		Total		1,098,781


	Utilities (0.8%)
		EnergySolutions, LLC, Term Loan
	242,500	6.630%, (LIBOR 1M + 4.750%), 5/29/2020^d,e		245,531
		HD Supply Waterworks, Term Loan
	418,950	5.116%, (LIBOR 3M + 3.000%), 7/21/2024^d,e		421,045
		Intergen NV, Term Loan
	203,710	6.240%, (LIBOR 1W + 4.500%), 6/13/2020^d		204,560


Principal Amount		Bank Loans (32.6%)^a	Value
	Utilities (0.8%) - continued
		Talen Energy Supply, LLC, Term Loan
	$311,764	5.877%, (LIBOR 1M + 4.000%), 7/6/2023^d		$305,749
		TerraForm Power Operating, LLC, Term Loan
	259,350	4.627%, (LIBOR 1M + 2.750%), 11/3/2022^d		260,566

		Total		1,437,451



		Total Bank Loans (cost $57,870,533)		57,698,490


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Asset-Backed Securities (4.5%)
		ALM XI Ltd.
	300,000	4.981%, (LIBOR 3M + 3.250%), 10/17/2026, Ser. 2014-11A, Class CR*,^d		300,080
		Apidos CLO XVIII
	200,000	4.995%, (LIBOR 3M + 3.250%), 7/22/2026, Ser. 2014-18A, Class CR^*,d		200,116
		Asset Backed Securities Corporation Home Equity Loan Trust
	144,116	2.012%, (LIBOR 1M + 0.140%), 7/25/2036, Ser. 2006-HE5, Class A4^d		141,095
		Bear Stearns ARM Trust
	216,682	3.239%, 1/25/2034, Ser. 2003-8, Class 5A^d		212,161
		BlueMountain CLO, Ltd.
	425,000	2.595%, (LIBOR 3M + 3.200%), 10/15/2026, Ser. 2014-3A, Class CR^*,d		425,246
		CLUB Credit Trust
	250,000	3.170%, 4/17/2023, Ser. 2017-NP1, Class B^*		249,778
		College Ave Student Loans, LLC
	262,277	3.522%, (LIBOR 1M + 1.650%), 11/26/2046, Ser. 2017-A, Class A1^*,d		268,537
		Credit Based Asset Servicing and Securitization, LLC
	97,075	3.457%, 12/25/2036, Ser. 2006-CB2, Class AF2ⁱ		81,336
		DRB Prime Student Loan Trust
	178,847	2.890%, 6/25/2040, Ser. 2016-B, Class A2^j		176,071
		Earnest Student Loan Program, LLC
	157,915	2.680%, 7/25/2035, Ser. 2016-C, Class A2^j		155,167
		First Horizon ABS Trust
	38,856	2.032%, (LIBOR 1M + 0.160%), 10/25/2034, Ser. 2006-HE1, Class A^d,k		38,164
		Foundation Finance Trust
	338,075	3.300%, 7/15/2033, Ser. 2017-A, Class A3^*		333,586
		FRS, LLC
	32,381	1.800%, 4/15/2043, Ser. 2013-1A, Class A1^*		32,120


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Asset-Backed Securities (4.5%) - continued
		GMAC Mortgage Corporation Loan Trust
	$120,436	2.372%, (LIBOR 1M + 0.500%), 8/25/2035, Ser. 2005-HE1, Class A2^d,k		$127,316
	29,724	3.861%, 9/19/2035, Ser. 2005-AR5, Class 5A1d		27,875
		GSAA Home Equity Trust
	227,466	2.142%, (LIBOR 1M + 0.270%), 7/25/2037, Ser. 2007-7, Class A4^d		216,343
		Impac CMB Trust
	156,769	2.392%, (LIBOR 1M + 0.520%), 4/25/2035, Ser. 2005-2, Class 1A1^d		153,068
	27,826	2.512%, (LIBOR 1M + 0.640%), 8/25/2035, Ser. 2005-5, Class A1^d		25,964
		J.P. Morgan Mortgage Acquisition Trust
	120,732	4.402%, 3/25/2047, Ser. 2007-HE1, Class AF4ⁱ		87,825
		Lehman XS Trust
	133,112	5.440%, 8/25/2035, Ser. 2005-2, Class 2A3Bⁱ		122,536
		Lendmark Funding Trust
	300,000	2.830%, 12/22/2025, Ser. 2017-1A, Class A^j		298,452
		Madison Park Funding XIV, Ltd.
	425,000	4.995%, (LIBOR 3M + 3.250%), 7/20/2026, Ser. 2014-14A, Class DR^*,d		425,116
		Mariner Finance Issuance Trust
	300,000	3.620%, 2/20/2029, Ser. 2017-AA, Class A^*		301,077
		Merrill Lynch Mortgage Investors Trust
	243,804	3.188%, 6/25/2035, Ser. 2005-A5, Class M1^d		229,848
		MLCC Mortgage Investors, Inc.
	71,604	2.532%, (LIBOR 1M + 0.660%), 9/25/2029, Ser. 2004-D, Class A1^d		71,480
		NRZ Advance Receivables Trust Advance Receivables Backed
	150,000	2.751%, 6/15/2049, Ser. 2016-T1, Class AT1^*		148,143
		Oak Hill Advisors Residential Loan Trust
	326,684	3.000%, 6/25/2057, Ser. 2017-NPL1, Class A^1*,i		324,769
		Octagon Investment Partners XX, Ltd.
	275,000	5.361%, (LIBOR 3M + 3.550%), 8/12/2026, Ser. 2014-1A, Class DR^*,d		275,286
		Pretium Mortgage Credit Partners, LLC
	223,547	3.250%, 3/28/2057, Ser. 2017-NPL2, Class A1^i,j		222,249
		Renaissance Home Equity Loan Trust
	229,447	5.797%, 8/25/2036, Ser. 2006-2, Class AF3ⁱ		144,382
	184,750	5.285%, 1/25/2037, Ser. 2006-4, Class AF2ⁱ		101,870


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Asset-Backed Securities (4.5%) - continued
		SoFi Consumer Loan Program, LLC
	$123,503	3.050%, 12/26/2025, Ser. 2016-3, Class A^j		$123,403
		Spirit Master Funding, LLC
	548,174	4.360%, 12/20/2047, Ser. 2017-1A, Class A^*		551,499
		Upstart Securitization Trust
	173,138	2.639%, 6/20/2024, Ser. 2017-1, Class A^*		172,713
	70,580	2.508%, 3/20/2025, Ser. 2107-INV1, Class A^j		70,352
		Vantage Data Centers Issuer, LLC
	499,583	4.072%, 2/16/2043, Ser. 2018-1A, Class A2^j		504,174
		Vericrest Opportunity Loan Transferee
	44,938	3.500%, 2/25/2047, Ser. 2017-NPL1, Class A1^i,j		44,837
	169,967	3.375%, 4/25/2047, Ser. 2017-NPL4, Class A1^i,j		169,611
		Voya CLO 4, Ltd.
	350,000	4.722%, (LIBOR 3M + 3.000%), 10/14/2026, Ser. 2014-4A, Class CR^*,d		350,120
		Wachovia Asset Securitization, Inc.
	242,623	2.012%, (LIBOR 1M + 0.140%), 7/25/2037, Ser. 2007-HE1, Class A^*,d,k		223,694

		Total		8,127,459


	Basic Materials (1.3%)
		Alcoa Nederland Holding BV
	175,000	6.750%, 9/30/2024^j		187,250
		Anglo American Capital plc
	74,000	4.125%, 9/27/2022^j		74,883
	200,000	4.750%, 4/10/2027^j		202,198
		ArcelorMittal SA
	120,000	5.750%, 3/1/2021		126,450
		BWAY Holding Company
	175,000	5.500%, 4/15/2024^j		176,094
		CF Industries, Inc.
	200,000	3.450%, 6/1/2023		192,000
		Dow Chemical Company
	24,000	8.550%, 5/15/2019		25,472
		E.I. du Pont de Nemours and Company
	74,000	2.200%, 5/1/2020		72,968
		First Quantum Minerals, Ltd.
	130,000	7.000%, 2/15/2021^j		130,325
		FMG Resources Property, Ltd.
	185,000	5.125%, 5/15/2024^j		182,454
		Kinross Gold Corporation
	38,000	5.125%, 9/1/2021		39,429
		LyondellBasell Industries NV
	26,000	5.000%, 4/15/2019		26,394
		Packaging Corporation of America
	64,000	2.450%, 12/15/2020		62,979
		Platform Specialty Products Corporation
	135,000	5.875%, 12/1/2025^j		131,963
		Sherwin-Williams Company
	74,000	2.250%, 5/15/2020		72,763
		Steel Dynamics, Inc.
	155,000	5.000%, 12/15/2026		155,000


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Basic Materials (1.3%) - continued
		Trinseo Materials Operating SCA
	$195,000	5.375%, 9/1/2025^j		$191,588
		United States Steel Corporation
	215,000	6.250%, 3/15/2026		214,194
		Xstrata Finance Canada, Ltd.
	57,000	4.950%, 11/15/2021^j		59,383

		Total		2,323,787


	Capital Goods (1.5%)
		AECOM
	260,000	5.875%, 10/15/2024		272,025
		Ashtead Capital, Inc.
	155,000	4.125%, 8/15/2025^j		148,800
		Bombardier, Inc.
	160,000	7.500%, 3/15/2025^j		164,200
		Building Materials Corporation of America
	175,000	6.000%, 10/15/2025^j		179,375
		Caterpillar Financial Services Corporation
	62,000	1.850%, 9/4/2020		60,521
		CEMEX SAB de CV
	130,000	5.700%, 1/11/2025^j		133,315
		Cintas Corporation No. 2
	57,000	2.900%, 4/1/2022		56,093
		CNH Industrial Capital, LLC
	195,000	4.375%, 11/6/2020		199,144
	60,000	4.875%, 4/1/2021		61,725
		Crown Americas Capital Corporation IV
	120,000	4.500%, 1/15/2023		119,100
		Crown Cork & Seal Company, Inc.
	170,000	7.375%, 12/15/2026		189,550
		General Electric Company
	53,000	5.000%, 1/21/2021^d,l		52,470
		L3 Technologies, Inc.
	75,000	4.950%, 2/15/2021		78,148
		Lockheed Martin Corporation
	35,000	2.500%, 11/23/2020		34,675
		Owens-Brockway Glass Container, Inc.
	155,000	5.000%, 1/15/2022^j		156,504
		Reynolds Group Issuer, Inc.
	240,000	5.125%, 7/15/2023^j		242,328
		Rockwell Collins, Inc.
	57,000	1.950%, 7/15/2019		56,376
		Roper Industries, Inc.
	34,000	2.050%, 10/1/2018		33,918
		Roper Technologies, Inc.
	60,000	2.800%, 12/15/2021		59,009
		Textron Financial Corporation
	200,000	3.574%, (LIBOR 3M + 1.735%), 2/15/2042^d,j		182,500
		United Rentals North America, Inc.
	170,000	5.500%, 7/15/2025		174,038

		Total		2,653,814


	Collateralized Mortgage Obligations (7.0%)
		AJAX Mortgage Loan Trust
	240,627	3.470%, 4/25/2057, Ser. 2017-A, Class A^*,i		239,318
		Alternative Loan Trust
	158,046	5.500%, 10/25/2035, Ser. 2005-47CB, Class A7		133,680


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Collateralized Mortgage Obligations (7.0%) - continued
		Alternative Loan Trust 2007-6
	$233,180	5.750%, 4/25/2047, Ser. 2007-6, Class A4		$200,467
		American Home Mortgage Assets Trust
	103,235	2.243%, (12 MTA + 0.960%), 9/25/2046, Ser. 2006-2, Class 1A1^d		92,363
	178,449	2.062%, (LIBOR 1M + 0.190%), 12/25/2046, Ser. 2006-6, Class A1A^d		149,669
		Angel Oak Mortgage Trust
	20,310	4.500%, 11/25/2045, Ser. 2015-1, Class A^*,ⁱ		20,205
		Bear Stearns Adjustable Rate Mortgage Trust
	110,581	3.520%, (CMT 1Y + 2.300%), 10/25/2035, Ser. 2005-9, Class A1^d		112,806
		Bear Stearns ALT-A Trust
	91,191	3.843%, 10/25/2033, Ser. 2003-3, Class 5A^d		91,583
	48,538	3.835%, 6/25/2034, Ser. 2004-5, Class 3A1^d		49,589
		Bear Stearns ARM Trust
	119,164	3.736%, 2/25/2035, Ser. 2004-12, Class 3A1^d		117,381
		ChaseFlex Trust
	286,667	6.500%, 2/25/2035, Ser. 2005-1, Class 1A5		297,917
		CHL Mortgage Pass-Through Trust
	328,908	3.303%, 11/20/2035, Ser. 2005-HYB7, Class 6A1^d		299,173
	148,051	6.000%, 4/25/2037, Ser. 2007-3, Class A18		125,073
		CitiMortgage Alternative Loan Trust
	190,003	5.750%, 4/25/2037, Ser. 2007-A4, Class 1A5		179,154
		COLT Mortgage Loan Trust
	84,089	2.750%, 9/25/2046, Ser. 2016-2, Class A1^*,d		83,829
		Countrywide Alternative Loan Trust
	240,000	5.500%, 5/25/2035, Ser. 2005-J3, Class 1A5		219,022
	104,706	5.750%, 8/25/2035, Ser. 2005-28CB, Class 2A5		93,520
	114,419	5.500%, 10/25/2035, Ser. 2005-46CB, Class A8		110,112
	184,241	2.283%, (12 MTA + 1.000%), 12/25/2035, Ser. 2005-69, Class A1^d		176,459
	40,972	5.500%, 2/25/2036, Ser. 2005-85CB, Class 2A2		38,710
	376,361	5.750%, 5/25/2036, Ser. 2006-6CB, Class 2A16		277,560
	57,824	6.000%, 1/25/2037, Ser. 2006-39CB, Class 1A16		56,546
	132,984	5.500%, 5/25/2037, Ser. 2007-8CB, Class A1		111,240
		Countrywide Asset-Backed Certificates
	199,049	2.372%, (LIBOR 1M + 0.500%), 7/25/2034, Ser. 2004-2, Class 3A4^d		186,337


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Collateralized Mortgage Obligations (7.0%) - continued
		Countrywide Home Loan Mortgage Pass Through Trust
	$172,348	3.466%, 11/25/2035, Ser. 2005-22, Class 2A1^d		$154,377
		CSMC Mortgage-Backed Trust
	75,881	6.000%, 11/25/2036, Ser. 2006-9, Class 6A14		71,725
	158,846	5.500%, 3/25/2037, Ser. 2007-2, Class 3A4		144,841
		Deutsche Alt-A Securities, Inc., Mortgage Loan Trust
	95,397	2.053%, (12 MTA + 0.770%), 4/25/2047, Ser. 2007-OA2, Class A1^d		87,937
		First Horizon Alternative Mortgage Securities Trust
	141,771	3.352%, 7/25/2035, Ser. 2005-AA5, Class 2A1^d		138,878
		GCAT, LLC
	87,388	3.375%, 3/25/2047, Ser. 2017-1, Class A1^*,i		86,806
		GMAC Mortgage Corporation Loan Trust
	97,992	3.765%, 5/25/2035, Ser. 2005-AR2, Class 4A^d		93,118
		HarborView Mortgage Loan Trust
	163,149	3.628%, 7/19/2035, Ser. 2005-4, Class 3A1^d		143,233
	70,088	3.865%, 12/19/2035, Ser. 2005-14, Class 3A1A^d		69,355
		Impac Secured Assets Trust
	410,296	2.112%, (LIBOR 1M + 0.240%), 9/25/2037, Ser. 2014-GC18, Class A3^d		338,123
		IndyMac INDA Mortgage Loan Trust
	128,259	3.428%, 8/25/2036, Ser. 2006-AR1, Class A1^d		126,824
		IndyMac INDX Mortgage Loan Trust
	128,132	2.512%, (LIBOR 1M + 0.640%), 7/25/2045, Ser. 2005-16IP, Class A1^d		123,397
	154,902	2.082%, (LIBOR 1M + 0.210%), 4/25/2046, Ser. 2006-AR2, Class 1A1B^d		142,724
		J.P. Morgan Alternative Loan Trust
	103,376	6.500%, 3/25/2036, Ser. 2006-S1, Class 1A19		92,158
		J.P. Morgan Mortgage Trust
	87,331	6.500%, 1/25/2035, Ser. 2005-S1, Class 1A2		94,545
	53,015	3.421%, 6/25/2035, Ser. 2005-A3, Class 3A4^d		53,227
	33,886	3.679%, 6/25/2035, Ser. 2005-A3, Class 4A1^d		34,288
	60,683	3.625%, 7/25/2035, Ser. 2007-A1, Class 2A1^d		60,784
	82,605	3.563%, 8/25/2035, Ser. 2005-A5, Class 1A2^d		82,247
	152,725	3.430%, 6/25/2036, Ser. 2006-A4, Class 2A2^d		144,789
	145,002	3.605%, 10/25/2036, Ser. 2006-A6, Class 1A2^d		133,768


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Collateralized Mortgage Obligations (7.0%) - continued
		Master Asset Securitization Trust
	$488,208	2.372%, (LIBOR 1M + 0.500%), 6/25/2036, Ser. 2006-2, Class 2A2^d		$246,815
		MASTR Alternative Loans Trust
	44,758	5.000%, 9/25/2019, Ser. 2004-10, Class 3A1		45,683
		Merrill Lynch Alternative Note Asset Trust
	128,795	6.000%, 3/25/2037, Ser. 2007-F1, Class 2A1		106,256
		Merrill Lynch Mortgage Investors, Inc.
	90,511	3.188%, 6/25/2035, Ser. 2005-A5, Class A9^d		90,549
		Mill City Mortgage Loan Trust
	283,433	2.750%, 11/25/2058, Ser. 2017-1, Class A1^d,j		280,555
		Morgan Stanley Mortgage Loan Trust
	81,970	3.527%, 11/25/2035, Ser. 2005-6AR, Class 5A1^d		65,279
		MortgageIT Trust
	137,346	2.132%, (LIBOR 1M + 0.260%), 12/25/2035, Ser. 2005-5, Class A1^d		136,490
	333,168	2.072%, (LIBOR 1M + 0.200%), 4/25/2036, Ser. 2006-1, Class 1A2^d		295,761
		Popular ABS Mortgage Pass-Through Trust
	246,087	4.136%, 11/25/2035, Ser. 2005-5, Class AF4ⁱ		245,839
		Preston Ridge Partners Mortgage Trust, LLC
	137,441	4.250%, 1/25/2022, Ser. 2017-1A, Class A1^*,i		137,442
	219,387	3.470%, 9/25/2022, Ser. 2017-2A, Class A1^*,i		218,557
		Pretium Mortgage Credit Partners, LLC
	238,147	3.500%, 4/29/2032, Ser. 2017-NPL1, Class A1^*,i		237,934
		Provident Funding Mortgage Loan Trust
	166,799	3.766%, 4/25/2034, Ser. 2004-1, Class 1A1^d		167,717
		Radnor RE, Ltd.
	400,000	3.254%, (LIBOR 1M + 1.400%), 3/25/2028, Ser. 2018-1, Class M1^*,d,e		400,500
		RCO 2017-INV1 Trust
	383,119	3.197%, 11/25/2052, Ser. 2014-3A, Class A1R^*,d		385,726
		Residential Accredit Loans, Inc. Trust
	127,314	5.500%, 2/25/2035, Ser. 2005-QS2, Class A1		124,523
	211,579	2.622%, (LIBOR 1M + 0.750%), 6/25/2035, Ser. 2005-QS7, Class A3^d		176,358
	88,953	4.377%, 9/25/2035, Ser. 2005-QA10, Class A31^d		79,079
	300,772	2.422%, (LIBOR 1M + 0.550%), 1/25/2037, Ser. 2007-3, Class A1B^d		238,883


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Collateralized Mortgage Obligations (7.0%) - continued
		Sequoia Mortgage Trust
	$125,106	2.442%, (LIBOR 1M + 0.620%), 11/20/2034, Ser. 2004-10, Class A1A^d		$124,140
		Structured Adjustable Rate Mortgage Loan Trust
	108,107	3.449%, 1/25/2035, Ser. 2004-19, Class 2A2^d		103,462
		Structured Asset Mortgage Investments, Inc.
	291,573	2.182%, (LIBOR 1M + 0.310%), 12/25/2035, Ser. 2005-AR4, Class A1^d		263,478
		Sunset Mortgage Loan Company, LLC
	37,771	4.459%, 9/18/2045, Ser. 2015-NPL1, Class A^*,i		37,865
	29,712	3.844%, 7/16/2047, Ser. 2016-NPL1, Class A^*,i		29,721
		WaMu Mortgage Pass Through Certificates
	47,812	5.000%, 11/25/2018, Ser. 2003-S12, Class 3A		48,042
	124,878	3.244%, 8/25/2036, Ser. 2006-AR8, Class 3A2^d		118,457
	81,963	3.323%, 10/25/2036, Ser. 2006-AR12, Class 1A1^d		79,689
	149,295	2.795%, 1/25/2037, Ser. 2006-AR18, Class 1A1^d		140,668
	24,712	3.303%, 8/25/2046, Ser. 2006-AR8, Class 1A1^d		23,209
	190,915	2.243%, (12 MTA + 0.960%), 9/25/2046, Ser. 2006-AR11, Class 1A^d		172,185
	327,979	2.163%, (12 MTA + 0.880%), 10/25/2046, Ser. 2006-AR13, Class 1A^d		293,941
	107,402	2.013%, (12 MTA + 0.730%), 1/25/2047, Ser. 2006-AR19, Class 1A1A^d		107,018
	114,144	2.023%, (12 MTA + 0.740%), 1/25/2047, Ser. 2006-AR19, Class 1A^d		104,998
		Washington Mutual Mortgage Pass Through Certificates Trust
	152,871	2.033%, (12 MTA + 0.750%), 2/25/2047, Ser. 2007-OA3, Class 2A^d		128,568
		Wells Fargo Commercial Mortgage Trust
	400,000	3.290%, 5/15/2048, Ser. 2015-C28, Class A3		395,592
		Wells Fargo Mortgage Backed Securities Trust
	98,709	3.755%, 3/25/2036, Ser. 2006-AR2, Class 2A1^d		100,007
	41,604	3.603%, 4/25/2036, Ser. 2006-AR8, Class 2A4^d		42,128
	184,025	5.500%, 4/25/2036, Ser. 2006-4, Class 2A2		179,292
	117,824	3.627%, 10/25/2036, Ser. 2006-AR14, Class 2A3^d		111,505
	89,556	6.000%, 7/25/2037, Ser. 2007-10, Class 1A1		89,366


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Collateralized Mortgage Obligations (7.0%) - continued
	$156,136	6.000%, 7/25/2037, Ser. 2007-8, Class 1A16		$155,766

		Total		12,407,900


	Communications Services (2.4%)
		Altice US Finance I Corporation
	135,000	5.500%, 5/15/2026^j		131,625
		AMC Networks, Inc.
	195,000	5.000%, 4/1/2024		192,693
		America Movil SAB de CV
	21,000	5.000%, 10/16/2019		21,609
		American Tower Corporation
	30,000	2.800%, 6/1/2020		29,775
		AT&T, Inc.
	29,000	5.875%, 10/1/2019		30,237
	38,000	5.200%, 3/15/2020		39,477
	141,000	3.400%, 8/14/2024		141,646
		British Sky Broadcasting Group plc
	36,000	2.625%, 9/16/2019^j		35,845
		CCOH Safari, LLC
	185,000	5.750%, 2/15/2026^j		184,077
		CenturyLink, Inc.
	90,000	6.450%, 6/15/2021		91,800
		Charter Communications Operating, LLC
	130,000	3.579%, 7/23/2020		130,349
	17,000	4.464%, 7/23/2022		17,372
		Clear Channel Worldwide Holdings, Inc.
	245,000	6.500%, 11/15/2022		249,288
		Comcast Corporation
	76,000	1.625%, 1/15/2022		71,620
		Crown Castle International Corporation
	35,000	3.400%, 2/15/2021		35,127
	200,000	5.250%, 1/15/2023		212,461
	42,000	3.150%, 7/15/2023		40,707
		CSC Holdings, LLC
	20,000	5.500%, 4/15/2027^j		19,150
		Digicel, Ltd.
	184,810	6.000%, 4/15/2021^*		173,490
		Discovery Communications, LLC
	39,000	2.200%, 9/20/2019		38,598
	75,000	2.950%, 3/20/2023		72,247
		Gray Television, Inc.
	200,000	5.875%, 7/15/2026^j		194,500
		Intelsat Jackson Holdings SA
	260,000	8.000%, 2/15/2024^j		273,325
		Level 3 Financing, Inc.
	220,000	5.250%, 3/15/2026		207,350
		Meredith Corporation
	215,000	6.875%, 2/1/2026^j		220,644
		Moody’s Corporation
	38,000	2.750%, 12/15/2021		37,302
		Neptune Finco Corporation
	115,000	10.875%, 10/15/2025^j		135,124
		Netflix, Inc.
	225,000	4.875%, 4/15/2028^j		216,360
		Nexstar Escrow Corporation
	108,000	5.625%, 8/1/2024^j		105,808
		Orange SA
	60,000	1.625%, 11/3/2019		58,752
		SFR Group SA
	120,000	6.000%, 5/15/2022^j		117,300


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Communications Services (2.4%) - continued
		Sprint Corporation
	$165,000	7.625%, 2/15/2025^m		$162,319
		Telefonica Emisiones SAU
	30,000	3.192%, 4/27/2018		30,012
		Time Warner, Inc.
	38,000	4.875%, 3/15/2020		39,286
		Verizon Communications, Inc.
	86,000	2.946%, 3/15/2022		84,530
		Viacom, Inc.
	58,000	4.250%, 9/1/2023		58,843
		Virgin Media Secured Finance plc
	170,000	5.250%, 1/15/2026^j		163,625
		Windstream Services, LLC
	160,000	8.625%, 10/31/2025^j		148,000

		Total		4,212,273


	Consumer Cyclical (2.7%)
		Allison Transmission, Inc.
	245,000	5.000%, 10/1/2024^j		242,856
		American Honda Finance Corporation
	57,000	2.000%, 2/14/2020		56,146
		BMW US Capital, LLC
	50,000	1.500%, 4/11/2019^j		49,420
		Brookfield Residential Properties, Inc.
	235,000	6.125%, 7/1/2022^j		241,169
		Cinemark USA, Inc.
	80,000	4.875%, 6/1/2023		78,984
		D.R. Horton, Inc.
	62,000	2.550%, 12/1/2020		61,047
		Delphi Jersey Holdings plc
	205,000	5.000%, 10/1/2025^j		196,544
		Ford Motor Credit Company, LLC
	75,000	2.262%, 3/28/2019		74,489
	50,000	2.597%, 11/4/2019		49,597
	57,000	3.336%, 3/18/2021		56,643
		General Motors Financial Company, Inc.
	57,000	2.650%, 4/13/2020		56,303
	57,000	4.375%, 9/25/2021		58,586
	38,000	3.150%, 6/30/2022		37,187
		GLP Capital, LP
	120,000	4.875%, 11/1/2020		122,178
		Home Depot, Inc.
	35,000	2.625%, 6/1/2022		34,467
		Hyundai Capital America
	38,000	2.550%, 4/3/2020^j		37,405
	37,000	2.750%, 9/18/2020^j		36,436
		Jaguar Land Rover Automotive plc
	77,000	5.625%, 2/1/2023^j		78,540
		KB Home
	71,000	4.750%, 5/15/2019		71,682
		L Brands, Inc.
	77,000	6.625%, 4/1/2021		81,812
		Landry’s, Inc.
	180,000	6.750%, 10/15/2024^j		181,350
		Lennar Corporation
	57,000	2.950%, 11/29/2020^j		55,581
	150,000	4.750%, 11/15/2022		150,937
	270,000	4.500%, 4/30/2024		264,600
		Live Nation Entertainment, Inc.
	240,000	5.375%, 6/15/2022^j		245,400
		McDonald’s Corporation
	75,000	2.625%, 1/15/2022		73,812


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Consumer Cyclical (2.7%) - continued
		MGM Resorts International
	$170,000	6.000%, 3/15/2023		$178,500
		Navistar International Corporation
	210,000	6.625%, 11/1/2025^j		210,000
		New Red Finance, Inc.
	190,000	4.250%, 5/15/2024^j,m		181,450
		Newell Rubbermaid, Inc.
	35,000	3.150%, 4/1/2021		34,672
		Nissan Motor Acceptance Corporation
	57,000	2.000%, 3/8/2019^j		56,570
		Prime Security Services Borrower, LLC
	182,000	9.250%, 5/15/2023^j		197,242
		PulteGroup, Inc.
	235,000	4.250%, 3/1/2021		237,608
		Ralph Lauren Corporation
	35,000	2.625%, 8/18/2020		34,873
		Royal Caribbean Cruises, Ltd.
	119,810	5.250%, 11/15/2022		129,171
		Six Flags Entertainment Corporation
	170,000	4.875%, 7/31/2024^j		165,538
		Toll Brothers Finance Corporation
	52,000	4.000%, 12/31/2018		52,322
		Visa, Inc.
	35,000	2.200%, 12/14/2020		34,459
		Volkswagen Group of America Finance, LLC
	52,000	2.450%, 11/20/2019^j		51,447
		Wabash National Corporation
	275,000	5.500%, 10/1/2025^j		268,125
		Yum! Brands, Inc.
	210,000	5.000%, 6/1/2024^j		208,688

		Total		4,733,836


	Consumer Non-Cyclical (2.6%)
		Abbott Laboratories
	76,000	2.550%, 3/15/2022		73,923
	57,000	3.400%, 11/30/2023		56,566
		AbbVie, Inc.
	76,000	2.500%, 5/14/2020		75,007
	38,000	2.900%, 11/6/2022		37,107
		Albertsons Companies, LLC
	240,000	6.625%, 6/15/2024		215,100
		Amgen, Inc.
	84,000	3.875%, 11/15/2021		85,822
	74,000	2.650%, 5/11/2022		72,203
		Anheuser-Busch InBev Finance, Inc.
	45,000	2.650%, 2/1/2021		44,640
	60,000	3.033%, (LIBOR 3M + 1.260%), 2/1/2021^d		61,666
	38,000	3.300%, 2/1/2023		38,008
		Anheuser-Busch InBev Worldwide, Inc.
	83,000	3.500%, 1/12/2024^c		83,550
		BAT Capital Corporation
	42,000	2.297%, 8/14/2020^j		41,173
	41,000	2.764%, 8/15/2022^j		39,645
		Bayer U.S. Finance, LLC
	50,000	2.375%, 10/8/2019^j		49,563
		Becton, Dickinson and Company
	63,000	2.944%, (LIBOR 3M + 0.875%), 12/29/2020^d		63,067
	75,000	3.125%, 11/8/2021		73,780


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Consumer Non-Cyclical (2.6%) - continued
		Boston Scientific Corporation
	$25,000	6.000%, 1/15/2020		$26,231
		Bunge, Ltd. Finance Corporation
	35,000	3.500%, 11/24/2020		35,115
		Cardinal Health, Inc.
	39,000	1.948%, 6/14/2019		38,574
	39,000	2.616%, 6/15/2022		37,690
		CVS Health Corporation
	85,000	3.350%, 3/9/2021		85,448
	38,000	2.750%, 12/1/2022		36,565
	128,000	3.700%, 3/9/2023		128,393
		Envision Healthcare Corporation
	155,000	5.125%, 7/1/2022^j		154,225
		Express Scripts Holding Company
	38,000	4.750%, 11/15/2021		39,534
		Forest Laboratories, LLC
	19,000	4.875%, 2/15/2021j		19,634
		Gilead Sciences, Inc.
	25,000	1.950%, 3/1/2022		23,918
		HCA, Inc.
	64,810	4.750%, 5/1/2023		65,539
	185,000	4.500%, 2/15/2027		178,525
		J.M. Smucker Company
	41,000	2.200%, 12/6/2019		40,502
		JBS USA, LLC
	170,000	5.750%, 6/15/2025^j		158,525
		Kraft Heinz Foods Company
	130,000	5.375%, 2/10/2020		135,306
		Kroger Company
	38,000	2.800%, 8/1/2022		36,950
		Mead Johnson Nutrition Company
	35,000	3.000%, 11/15/2020		34,859
		Medtronic Global Holdings SCA
	75,000	1.700%, 3/28/2019		74,311
		Molson Coors Brewing Company
	60,000	1.450%, 7/15/2019		58,888
		Mondelez International Holdings Netherlands BV
	58,000	2.000%, 10/28/2021^j		55,336
		Mylan NV
	76,000	3.150%, 6/15/2021		74,987
		PepsiCo, Inc.
	68,000	2.234%, (LIBOR 3M + 0.530%), 10/6/2021^d		68,838
		Pernod Ricard SA
	50,000	5.750%, 4/7/2021^j		53,623
		Pilgrim’s Pride Corporation
	300,000	5.750%, 3/15/2025^j		291,375
		Pinnacle Foods, Inc.
	200,000	5.875%, 1/15/2024		207,000
		Post Holdings, Inc.
	165,000	5.500%, 3/1/2025^j		162,525
		Reynolds American, Inc.
	19,000	3.250%, 6/12/2020		18,999
		Shire Acquisitions Investments Ireland Designated Activity Company
	55,000	1.900%, 9/23/2019		54,088
	74,000	2.400%, 9/23/2021		71,434
		Simmons Foods, Inc.
	205,000	5.750%, 11/1/2024^j		186,038
		Smithfield Foods, Inc.
	57,000	2.700%, 1/31/2020^j		56,187
		Teleflex, Inc.
	200,000	4.875%, 6/1/2026		198,000


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Consumer Non-Cyclical (2.6%) - continued
		Tenet Healthcare Corporation
	$120,000	8.125%, 4/1/2022		$125,100
		Teva Pharmaceutical Finance Company BV
	37,000	2.950%, 12/18/2022		32,760
		Teva Pharmaceutical Finance IV, LLC
	19,000	2.250%, 3/18/2020		18,003
		Teva Pharmaceutical Finance Netherlands III BV
	45,000	2.200%, 7/21/2021		40,515
		TreeHouse Foods, Inc.
	110,000	4.875%, 3/15/2022		109,587
		Valeant Pharmaceuticals International, Inc.
	64,810	7.250%, 7/15/2022^j		64,810
		Zimmer Biomet Holdings, Inc.
	62,000	2.928%, (LIBOR 3M + 0.750%), 3/19/2021^d		62,095
		Zoetis, Inc.
	57,000	3.450%, 11/13/2020		57,391

		Total		4,528,243


	Energy (2.7%)
		Alliance Resource Operating Partners, LP
	170,000	7.500%, 5/1/2025^j		178,500
		Anadarko Petroleum Corporation
	40,000	8.700%, 3/15/2019		42,083
		Antero Resources Corporation
	140,000	5.125%, 12/1/2022		141,050
		BP Capital Markets plc
	38,000	2.315%, 2/13/2020		37,582
	162,000	2.520%, 9/19/2022		157,239
		Buckeye Partners, LP
	22,000	2.650%, 11/15/2018		21,945
		Canadian Natural Resources, Ltd.
	40,000	2.950%, 1/15/2023		38,827
		Canadian Oil Sands, Ltd.
	40,000	9.400%, 9/1/2021^j		46,392
		Cenovus Energy, Inc.
	37,000	3.800%, 9/15/2023		36,558
		Cheniere Corpus Christi Holdings, LLC
	250,000	7.000%, 6/30/2024		276,562
		Cheniere Energy Partners, LP
	205,000	5.250%, 10/1/2025^j		202,181
		Concho Resources, Inc.
	70,000	4.375%, 1/15/2025		70,888
		Continental Resources, Inc.
	37,000	5.000%, 9/15/2022		37,509
		Crestwood Midstream Partners, LP
	110,000	6.250%, 4/1/2023		110,825
		Enbridge, Inc.
	39,000	2.900%, 7/15/2022		37,824
		Encana Corporation
	69,000	3.900%, 11/15/2021		69,879
		Energy Transfer Equity, LP
	170,000	5.500%, 6/1/2027		170,425
		Energy Transfer Partners, LP
	60,000	4.150%, 10/1/2020		60,825
		Enterprise Products Operating, LLC
	160,000	5.250%, 8/16/2077^d		155,600
		EOG Resources, Inc.
	45,000	2.625%, 3/15/2023		43,382


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Energy (2.7%) - continued
		EQT Corporation
	$26,000	8.125%, 6/1/2019		$27,532
	39,000	3.000%, 10/1/2022		37,883
		Exxon Mobil Corporation
	55,000	1.708%, 3/1/2019		54,601
		Kinder Morgan Energy Partners, LP
	40,000	9.000%, 2/1/2019		41,922
	76,000	3.450%, 2/15/2023		74,682
		Marathon Oil Corporation
	38,000	2.700%, 6/1/2020		37,433
		Marathon Petroleum Corporation
	35,000	3.400%, 12/15/2020		35,277
		MEG Energy Corporation
	47,000	6.375%, 1/30/2023^j		39,245
		MPLX, LP
	58,000	4.500%, 7/15/2023		60,016
	330,000	4.875%, 12/1/2024		345,881
		Nabors Industries, Inc.
	180,000	5.750%, 2/1/2025^j		169,875
		ONEOK Partners, LP
	40,000	3.800%, 3/15/2020		40,301
		ONEOK, Inc.
	40,000	7.500%, 9/1/2023		46,601
		Parsley Energy, LLC
	90,000	5.625%, 10/15/2027^j		90,000
		PBF Holding Company, LLC
	155,000	7.250%, 6/15/2025		161,006
		Petrobras Global Finance BV
	15,000	8.375%, 5/23/2021		17,077
		Petroleos Mexicanos
	37,000	6.375%, 2/4/2021		39,424
		Plains All American Pipeline, LP
	92,000	5.000%, 2/1/2021		95,022
		Regency Energy Partners, LP
	120,000	5.000%, 10/1/2022		124,714
		Rowan Companies, Inc.
	25,000	7.375%, 6/15/2025		23,438
		Sabine Pass Liquefaction, LLC
	37,000	6.250%, 3/15/2022		40,138
	37,000	5.625%, 4/15/2023		39,503
	155,000	5.625%, 3/1/2025		166,464
		Sanchez Energy Corporation
	30,000	6.125%, 1/15/2023		21,881
		Schlumberger Holdings Corporation
	35,000	3.000%, 12/21/2020^j		34,908
		Southwestern Energy Company
	205,000	7.500%, 4/1/2026^m		207,050
		SRC Energy, Inc.
	210,000	6.250%, 12/1/2025^j		210,525
		Sunoco Logistics Partners Operations, LP
	35,000	4.400%, 4/1/2021		35,743
		Sunoco, LP
	80,000	5.500%, 2/15/2026^j		77,200
	115,000	5.875%, 3/15/2028^j		111,119
		Tallgrass Energy Partners, LP
	305,000	5.500%, 1/15/2028^j		307,669
		Western Gas Partners, LP
	39,000	4.000%, 7/1/2022		38,899
		Williams Partners, LP
	54,000	4.000%, 11/15/2021		54,618

		Total		4,843,723


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Financials (5.5%)
		ACE INA Holdings, Inc.
	$35,000	2.875%, 11/3/2022		$34,662
		AIG Global Funding
	78,000	2.150%, 7/2/2020^j		76,502
		Air Lease Corporation
	17,000	2.625%, 9/4/2018		16,981
	78,000	2.500%, 3/1/2021		76,473
		Ally Financial, Inc.
	100,000	4.750%, 9/10/2018		100,770
	100,000	4.125%, 3/30/2020		100,375
		American Express Credit Corporation
	37,000	2.117%, (LIBOR 3M + 0.330%), 5/3/2019^d		37,043
	37,000	2.200%, 3/3/2020		36,478
	35,000	3.157%, (LIBOR 3M + 1.050%), 9/14/2020^d		35,577
		Ares Capital Corporation
	82,000	3.875%, 1/15/2020		82,845
		Athene Global Funding
	63,000	4.000%, 1/25/2022^j		63,762
		Bank of America Corporation
	37,000	2.369%, 7/21/2021^d		36,303
	84,000	2.328%, 10/1/2021^d		82,130
	82,000	2.738%, 1/23/2022^d		80,833
	65,000	3.004%, 12/20/2023^d,j		63,734
	83,000	3.550%, 3/5/2024^d		83,225
		Bank of Montreal
	65,000	1.500%, 7/18/2019		63,891
	59,000	2.100%, 6/15/2020		57,876
		Bank of New York Mellon Corporation
	76,000	2.600%, 2/7/2022		74,538
		Bank of Nova Scotia
	57,000	2.700%, 3/7/2022		55,890
		Barclays plc
	76,000	3.200%, 8/10/2021		75,093
		BB&T Corporation
	81,000	2.150%, 2/1/2021		79,284
		BNP Paribas SA
	200,000	7.625%, 3/30/2021^d,j,l		214,750
		Capital One Financial Corporation
	37,000	2.500%, 5/12/2020		36,417
	115,000	3.050%, 3/9/2022		112,745
		CBOE Holdings, Inc.
	59,000	1.950%, 6/28/2019		58,305
		Central Fidelity Capital Trust I
	175,000	2.720%, (LIBOR 3M + 1.000%), 4/15/2027^d		166,250
		Citigroup, Inc.
	75,000	2.050%, 6/7/2019		74,305
	76,000	2.450%, 1/10/2020		75,286
	76,000	2.650%, 10/26/2020		75,081
	69,000	2.350%, 8/2/2021		66,984
	37,000	2.750%, 4/25/2022		36,032
	40,000	2.450%, (LIBOR 3M + 0.690%), 10/27/2022^d		39,807
	81,000	3.142%, 1/24/2023^d		80,000
		CNA Financial Corporation
	55,000	5.750%, 8/15/2021		59,091
		Commonwealth Bank of Australia
	75,000	2.250%, 3/10/2020^j		73,933
		Cooperatieve Centrale Raiffeisen- Boerenleenbank BA
	74,000	3.950%, 11/9/2022		74,753
		Credit Agricole SA
	37,000	3.375%, 1/10/2022^j		36,690


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Financials (5.5%) - continued
	$70,000	8.125%, 12/23/2025^d,j,l		$79,743
		Credit Suisse Group AG
	150,000	7.500%, 12/11/2023^d,j,l		162,403
		Credit Suisse Group Funding Guernsey, Ltd.
	114,000	3.800%, 9/15/2022		114,761
		Credit Suisse Group Funding, Ltd.
	76,000	3.125%, 12/10/2020		75,565
		Deutsche Bank AG
	42,000	2.700%, 7/13/2020		41,105
	112,000	4.250%, 10/14/2021		113,735
		Digital Realty Trust, LP
	60,000	2.750%, 2/1/2023		57,587
		Discover Bank
	10,000	8.700%, 11/18/2019		10,827
	82,000	3.100%, 6/4/2020		81,689
		Fifth Third Bancorp
	57,000	2.600%, 6/15/2022		55,251
		Goldman Sachs Group, Inc.
	90,000	7.500%, 2/15/2019		93,616
	74,000	5.375%, 5/10/2020^d,l		75,967
	57,000	2.600%, 12/27/2020		56,157
	76,000	5.250%, 7/27/2021		80,479
	55,000	3.009%, (LIBOR 3M + 1.170%), 11/15/2021^d		55,672
	76,000	3.000%, 4/26/2022		74,605
	63,000	2.876%, 10/31/2022^d		61,657
	39,000	3.075%, (LIBOR 3M + 1.050%), 6/5/2023^d		39,206
		Guardian Life Global Funding
	40,000	2.000%, 4/26/2021^j		38,725
		HCP, Inc.
	25,000	3.750%, 2/1/2019		25,127
		Hospitality Properties Trust
	40,000	4.250%, 2/15/2021		40,699
		HSBC Holdings plc
	114,000	3.400%, 3/8/2021		114,509
	76,000	6.875%, 6/1/2021^d,l		80,275
	100,000	6.375%, 9/17/2024^d,l		101,250
		Huntington Bancshares, Inc.
	55,000	3.150%, 3/14/2021		54,716
		Icahn Enterprises, LP
	75,000	6.750%, 2/1/2024		76,313
	105,000	6.375%, 12/15/2025		105,525
		ILFC E-Capital Trust II
	350,000	4.890%, (H15T30Y + 1.800%), 12/21/2065d,^j		342,125
		International Lease Finance Corporation
	76,000	4.625%, 4/15/2021		78,429
	76,000	5.875%, 8/15/2022		81,539
		Intesa Sanpaolo SPA
	78,000	3.125%, 7/14/2022^j		75,359
		Iron Mountain, Inc.
	125,000	4.875%, 9/15/2027^j		115,938
		J.P. Morgan Chase & Company
	57,000	2.686%, (LIBOR 3M + 0.680%), 6/1/2021^d		57,313
	165,000	2.972%, 1/15/2023		161,788
	57,000	2.776%, 4/25/2023^d		55,655
	71,000	2.971%, (LIBOR 3M + 1.230%), 10/24/2023^d		72,044
		KeyCorp
	30,000	2.300%, 12/13/2018		29,920


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Financials (5.5%) - continued
		Liberty Mutual Group, Inc.
	$10,000	5.000%, 6/1/2021^j		$10,512
		Lincoln National Corporation
	65,000	6.250%, 2/15/2020		68,711
		Lloyds Banking Group plc
	80,000	6.657%, 5/21/2037^d,j,l		89,250
		Macquarie Bank, Ltd.
	200,000	6.125%, 3/8/2027^d,j,l		195,250
		Mitsubishi UFJ Financial Group, Inc.
	38,000	2.998%, 2/22/2022		37,488
	82,000	3.455%, 3/2/2023		81,888
		Morgan Stanley
	76,000	2.800%, 6/16/2020		75,479
	40,000	2.500%, 4/21/2021		39,186
	75,000	5.500%, 7/28/2021		80,089
	74,000	2.925%, (LIBOR 3M + 1.180%), 1/20/2022^d		74,894
	37,000	2.750%, 5/19/2022		36,072
	26,000	4.875%, 11/1/2022		27,236
	82,000	3.125%, 1/23/2023		80,801
		MPT Operating Partnership, LP
	110,000	5.500%, 5/1/2024		112,201
		National City Corporation
	20,000	6.875%, 5/15/2019		20,875
		New York Life Global Funding
	35,000	1.550%, 11/2/2018^j		34,807
		Nomura Holdings, Inc.
	21,000	2.750%, 3/19/2019		20,981
		Park Aerospace Holdings, Ltd.
	105,000	5.500%, 2/15/2024^j		101,850
		PNC Bank NA
	75,000	2.450%, 11/5/2020		73,831
		Quicken Loans, Inc.
	255,000	5.750%, 5/1/2025^j		254,362
		Realty Income Corporation
	57,000	5.750%, 1/15/2021		60,558
		Regions Bank
	17,000	7.500%, 5/15/2018		17,095
		Regions Financial Corporation
	35,000	3.200%, 2/8/2021		34,930
		Reinsurance Group of America, Inc.
	57,000	4.700%, 9/15/2023		59,173
		Royal Bank of Canada
	74,000	2.125%, 3/2/2020		72,926
		Royal Bank of Scotland Group plc
	190,000	7.500%, 8/10/2020^d,l		197,600
	57,000	8.625%, 8/15/2021^d,l		61,916
	162,000	7.648%, 9/30/2031^d,l		202,500
		Santander UK Group Holdings plc
	85,000	2.875%, 8/5/2021		83,233
		Simon Property Group, LP
	35,000	2.500%, 9/1/2020		34,611
	60,000	2.500%, 7/15/2021		58,716
		Societe Generale SA
	100,000	8.000%, 9/29/2025^d,j,l		111,875
		Standard Chartered plc
	11,000	2.100%, 8/19/2019^j		10,840
		State Street Capital Trust IV
	411,000	3.125%, (LIBOR 3M + 1.000%), 6/15/2047^d		371,996
		State Street Corporation
	35,000	2.785%, (LIBOR 3M + 0.900%), 8/18/2020^d		35,431


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Financials (5.5%) - continued
		Sumitomo Mitsui Financial Group, Inc.
	$74,000	2.934%, 3/9/2021		$73,402
	37,000	2.784%, 7/12/2022		36,076
		SunTrust Banks, Inc.
	35,000	2.900%, 3/3/2021		34,760
		Synchrony Financial
	45,000	3.000%, 8/15/2019		44,861
	15,000	3.017%, (LIBOR 3M + 1.230%), 2/3/2020^d		15,195
		Toronto-Dominion Bank
	40,000	2.585%, (LIBOR 3M + 0.840%), 1/22/2019^d		40,222
	35,000	3.037%, (LIBOR 3M + 0.930%), 12/14/2020^d		35,575
		UBS Group Funding Jersey, Ltd.
	74,000	3.000%, 4/15/2021^j		73,205
		UnitedHealth Group, Inc.
	35,000	3.350%, 7/15/2022		35,241
		USB Realty Corporation
	165,000	2.867%, (LIBOR 3M + 1.147%), 1/15/2022^d,j,l		148,706
		Vantiv, LLC
	215,000	4.375%, 11/15/2025^j		207,744
		Wachovia Capital Trust II
	50,000	2.222%, (LIBOR 3M + 0.500%), 1/15/2027^d		47,000
		Wells Fargo & Company
	35,000	2.100%, 7/26/2021		33,793
	38,000	2.625%, 7/22/2022		36,748
	74,000	2.851%, (LIBOR 3M + 1.110%), 1/24/2023^d		75,013
	80,000	3.002%, (LIBOR 3M + 1.230%), 10/31/2023^d		81,163
		Welltower, Inc.
	57,000	4.950%, 1/15/2021		59,353
		Westpac Banking Corporation
	75,000	2.735%, (LIBOR 3M + 0.850%), 8/19/2021^d		76,145

		Total		9,815,333


	Mortgage-Backed Securities (12.8%)
		Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through
	1,225,000	3.000%, 4/1/2033^c		1,222,246
		Federal Home Loan Mortgage Corporation Gold 20-Yr. Pass Through
	20,727	5.500%, 9/1/2024		22,472
		Federal Home Loan Mortgage Corporation Gold 30-Yr. Pass Through
	2,175,000	4.000%, 4/1/2048^c		2,231,645
		Federal National Mortgage Association Conventional 20-Yr. Pass Through
	152,651	6.000%, 8/1/2024		169,612
		Federal National Mortgage Association Conventional 30-Yr. Pass Through
	4,350,000	3.000%, 4/1/2048^c		4,238,927
	6,150,000	3.500%, 4/1/2048^c		6,158,725
	4,475,000	4.000%, 4/1/2048^c		4,590,154


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Mortgage-Backed Securities (12.8%) - continued
	$3,775,000	4.500%, 4/1/2048^c		$3,951,376

		Total		22,585,157


	Technology (1.7%)
		Alliance Data Systems Corporation
	75,000	5.375%, 8/1/2022^j		75,000
		Apple, Inc.
	74,000	2.850%, 5/6/2021		73,923
	74,000	2.161%, (LIBOR 3M + 0.350%), 5/11/2022^d		74,459
	80,000	2.400%, 1/13/2023		77,660
		Baidu, Inc.
	40,000	3.000%, 6/30/2020		39,731
		Broadcom Corporation
	82,000	2.650%, 1/15/2023		78,046
	83,000	3.625%, 1/15/2024		81,617
		CDK Global, Inc.
	100,000	4.875%, 6/1/2027^j		96,250
		CommScope Technologies Finance, LLC
	195,000	6.000%, 6/15/2025^j		202,897
		Diamond 1 Finance Corporation
	35,000	3.480%, 6/1/2019^j		35,156
	76,000	5.450%, 6/15/2023^j		80,535
		Equinix, Inc.
	155,000	5.750%, 1/1/2025		161,200
		Fidelity National Information Services, Inc.
	20,000	3.625%, 10/15/2020		20,248
	75,000	2.250%, 8/15/2021		72,465
		Harland Clarke Holdings Corporation
	200,000	8.375%, 8/15/2022^j		203,500
		Hewlett Packard Enterprise Company
	96,000	3.600%, 10/15/2020		96,875
		Inception Merger Sub, Inc.
	175,000	8.625%, 11/15/2024^j,m		172,813
		Intel Corporation
	60,000	1.700%, 5/19/2021		57,957
	35,000	3.100%, 7/29/2022		35,141
		Iron Mountain, Inc.
	64,810	6.000%, 8/15/2023		66,988
		Microsoft Corporation
	76,000	2.400%, 2/6/2022		74,697
		NetApp, Inc.
	62,000	2.000%, 9/27/2019		61,034
		NXP BV
	170,000	3.875%, 9/1/2022^j		168,725
		Oracle Corporation
	30,000	2.500%, 5/15/2022		29,402
		Plantronics, Inc.
	200,000	5.500%, 5/31/2023^j		198,260
		Seagate HDD Cayman
	105,000	4.750%, 1/1/2025		102,220
		Sensata Technologies BV
	130,000	4.875%, 10/15/2023^j		130,201
		Texas Instruments, Inc.
	30,000	1.750%, 5/1/2020		29,405
		VMware, Inc.
	47,000	2.300%, 8/21/2020		45,706
		Western Digital Corporation
	325,000	4.750%, 2/15/2026		324,285

		Total		2,966,396


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Transportation (0.4%)
		Air Canada Pass Through Trust
	$12,245	3.875%, 3/15/2023^j		$12,184
		American Airlines Pass Through Trust
	13,958	4.950%, 1/15/2023		14,516
		Avis Budget Car Rental, LLC
	95,000	5.125%, 6/1/2022^j		95,005
		Delta Air Lines, Inc.
	57,000	2.875%, 3/13/2020		56,622
	14,377	4.950%, 11/23/2020		14,560
		J.B. Hunt Transport Services, Inc.
	35,000	3.300%, 8/15/2022		34,831
		United Airlines Pass Through Trust
	35,000	3.700%, 12/1/2022		34,688
		United Continental Holdings, Inc.
	205,000	4.250%, 10/1/2022		200,900
		XPO Logistics, Inc.
	200,000	6.500%, 6/15/2022^j		206,250

		Total		669,556


	Utilities (1.1%)
		Alabama Power Company
	38,000	2.450%, 3/30/2022		37,067
		Ameren Corporation
	35,000	2.700%, 11/15/2020		34,623
		Arizona Public Service Company
	20,000	2.200%, 1/15/2020		19,778
		Berkshire Hathaway Energy Company
	48,000	2.400%, 2/1/2020		47,597
		Calpine Corporation
	100,000	6.000%, 1/15/2022^j		102,540
	105,000	5.375%, 1/15/2023		100,517
		CenterPoint Energy, Inc.
	40,000	2.500%, 9/1/2022		38,752
		Consolidated Edison, Inc.
	38,000	2.000%, 3/15/2020		37,352
		Dominion Energy, Inc.
	74,000	2.579%, 7/1/2020		73,056
		DTE Energy Company
	46,000	2.400%, 12/1/2019		45,459
		Duke Energy Corporation
	80,000	2.400%, 8/15/2022		76,797
		Dynegy, Inc.
	140,000	7.375%, 11/1/2022		147,525
		Edison International
	37,000	2.125%, 4/15/2020		36,316
		Emera U.S. Finance, LP
	40,000	2.150%, 6/15/2019		39,522
		Eversource Energy
	43,000	2.500%, 3/15/2021		42,337
		Exelon Generation Company, LLC
	20,000	5.200%, 10/1/2019		20,610
	55,000	2.950%, 1/15/2020		54,841
		FirstEnergy Corporation
	59,000	2.850%, 7/15/2022		57,209
		Fortis, Inc.
	55,000	2.100%, 10/4/2021		52,566
		NextEra Energy Capital Holdings, Inc.
	35,000	2.300%, 4/1/2019		34,813
		NextEra Energy Partners, LP
	200,000	4.250%, 9/15/2024^j		194,000
		NiSource Finance Corporation
	50,000	5.450%, 9/15/2020		52,508
		NRG Energy, Inc.
	100,000	7.250%, 5/15/2026		106,000


Principal Amount		Long-Term Fixed Income (46.2%)	Value
	Utilities (1.1%) - continued
		PG&E Corporation
	$19,000	2.400%, 3/1/2019		$18,876
		Pinnacle West Capital Corporation
	40,000	2.250%, 11/30/2020		39,042
		PPL Capital Funding, Inc.
	85,000	3.500%, 12/1/2022		85,236
		PSEG Power, LLC
	75,000	3.000%, 6/15/2021		74,718
		Sempra Energy
	36,000	6.150%, 6/15/2018		36,304
	15,000	2.400%, 3/15/2020		14,802
		Southern California Edison Company
	10,000	2.400%, 2/1/2022		9,743
		Southern Company
	80,000	1.850%, 7/1/2019		78,919
	37,000	2.350%, 7/1/2021		35,848
		TransCanada Trust
	150,000	5.875%, 8/15/2076^d		156,375

		Total		2,001,648



		Total Long-Term Fixed Income
		(cost $81,374,324)		81,869,125


Shares		Registered Investment Companies (17.7%)	Value
	Affiliated Fixed Income Holdings (14.6%)
	2,709,776	Thrivent Core Emerging Markets Debt Fund		25,878,357

		Total		25,878,357


	Equity Funds/Exchange Traded Funds (<0.1%)
	6,450	AllianzGI NFJ Dividend Interest & Premium Strategy Fund		81,915
	7,622	BlackRock Resources & Commodities Strategy Trust		67,683
	3,200	Guggenheim Multi-Asset Income ETF		68,736

		Total		218,334


	Fixed Income Funds/Exchange Traded Funds (3.0%)
	32,160	Aberdeen Asia-Pacific Income Fund, Inc.		152,438
	43,472	MFS Intermediate Income Trust		170,845
	3,800	Powershares ETF		95,646
	72,500	PowerShares Senior Loan Portfolio		1,676,925
	16,264	SPDR Bloomberg Barclays High Yield Bond ETF^m		583,064
	24,789	Templeton Global Income Fund		158,402
	26,625	Vanguard Short-Term Corporate Bond ETF		2,088,199
	12,119	Western Asset Emerging Markets Debt Fund, Inc.		176,089
	34,475	Western Asset High Income Opportunity Fund, Inc.		165,825

		Total		5,267,433



		Total Registered Investment Companies (cost $32,055,438)		31,364,124


Shares		Preferred Stock (1.3%)	Value
	Consumer Staples (<0.1%)
	2,280	CHS, Inc., 7.100%^d,l		64,068

		Total		64,068


Shares		Preferred Stock (1.3%)	Value
	Energy (0.2%)
	5,423	Crestwood Equity Partners, LP, 9.250%e,^l,n		$51,519
	10,300	NuStar Logistics, LP, 8.454%^d		260,075

		Total		311,594


	Financials (1.1%)
	1,870	Agribank FCB, 6.875%^d,l		201,960
	10,320	Citigroup, Inc., 6.875%^d,l		289,270
	1,445	CoBank ACB, 6.250%^d,l		152,447
	5,180	Countrywide Capital V, 7.000%		134,680
	220	First Tennessee Bank NA, 3.750%^d,j,l		169,400
	7,800	GMAC Capital Trust I, 7.624%^d		202,644
	3,900	Goldman Sachs Group, Inc., 5.500%^d,l		103,857
	3,900	Morgan Stanley, 7.125%^d,l		112,554
	4,839	U.S. Bancorp, 6.500%^d,l		135,153
	298	Wells Fargo & Company, Convertible, 7.500%^l		384,420

		Total		1,886,385



		Total Preferred Stock (cost $2,187,128)		2,262,047


Shares		Common Stock (0.4%)	Value

	Energy (0.1%)
	3,502	Contura Energy, Inc.		234,634

		Total		234,634


	Financials (0.2%)
	25,909	Apollo Investment Corporation		135,245
	11,896	Ares Capital Corporation		188,789

		Total		324,034


	Materials (0.1%)
	7,833	Verso Corporationⁿ		131,908

		Total		131,908


	Utilities (<0.1%)
	895	Alpha Natural Resources Holdings, Inc.ⁿ		21,704
	3,366	ANR, Inc.ⁿ		80,784

		Total		102,488



		Total Common Stock (cost $626,169)		793,064


Shares		Collateral Held for Securities Loaned (0.7%)	Value
	1,277,085	Thrivent Cash Management Trust		1,277,085

		Total Collateral Held for Securities Loaned (cost $1,277,085)		1,277,085


Shares or Principal Amount		Short-Term Investments (17.0%)	Value
		Federal Home Loan Bank Discount Notes
	100,000	1.450%, 4/27/2018^o,p		99,885
	100,000	1.669%, 6/6/2018^o,p		99,689


Shares or Principal Amount		Short-Term Investments (17.0%)	Value
		Thrivent Core Short-Term Reserve Fund
	2,985,943	1.940%		$29,859,434

		Total Short-Term Investments (cost $30,059,006)		30,059,008

		Total Investments (cost $205,449,683) 115.9%		$205,322,943

		Other Assets and Liabilities, Net (15.9%)		(28,187,447)

		Total Net Assets 100.0%		$177,135,496

a	The stated interest rate represents the weighted average of all contracts within the bank loan facility.

b	All or a portion of the loan is unfunded.

c	Denotes investments purchased on a when-issued or delayed delivery basis.

e	Security is valued using significant unobservable inputs. Further information on valuation can be found in the Notes to Financial Statements.

f	Denotes payment-in-kind security. The security paid an interest or dividend payment with additional fixed income or equity securities in lieu of, or in addition to a cash payment. The cash rate and/or payment-in-kind rate shown are as of March 29, 2018.

g	Defaulted security. Interest is not being accrued.

h	In bankruptcy. Interest is not being accrued.

i	Denotes step coupon securities. Step coupon securities pay an initial coupon rate for the first period and then different coupon rates for following periods. The rate shown is as of March 29, 2018.

k	All or a portion of the security is insured or guaranteed.

l	Denotes perpetual securities. Perpetual securities pay an indefinite stream of interest and have no contractual maturity date. Date shown, if applicable, is next call date.

m	All or a portion of the security is on loan.

n	Non-income producing security.

o	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

p	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

Denotes restricted securities. Restricted securities are investment securities which cannot be offered for public sale without first being registered under the Securities Act of 1933. The value of all restricted securities held in Opportunity Income Plus Portfolio as of March 29, 2018 was $6,633,273 or 3.7% of total net assets. The following table indicates the acquisition date and cost of restricted securities shown in the schedule as of March 29, 2018.


Security	Acquisition Date		Cost
AJAX Mortgage Loan Trust, 4/25/2057		5/19/2017	$	240,601
ALM XI Ltd., 10/17/2026		4/28/2017		300,000
Angel Oak Mortgage Trust, 11/25/2045		12/10/2015		20,267
Apidos CLO XVIII, 7/22/2026		4/4/2017		200,000
BlueMountain CLO, Ltd., 10/15/2026		4/10/2017		425,108
CLUB Credit Trust, 4/17/2023		6/14/2017		249,999
College Ave Student Loans, LLC, 11/26/2046		7/11/2017		262,277
COLT Mortgage Loan Trust, 9/25/2046		9/9/2016		84,560
Digicel, Ltd., 4/15/2021		8/19/2013		185,496
Foundation Finance Trust, 7/15/2033		12/6/2017		338,026
FRS, LLC, 4/15/2043		11/17/2016		31,834
GCAT, LLC, 3/25/2047		3/22/2017		87,224
Madison Park Funding XIV, Ltd., 7/20/2026		4/13/2017		425,000
Mariner Finance Issuance Trust, 2/20/2029		2/16/2017		299,941
NRZ Advance Receivables Trust Advance Receivables Backed, 6/15/2049		6/23/2016		150,000
Oak Hill Advisors Residential Loan
Trust, 6/25/2057		8/8/2017		326,684
Octagon Investment Partners XX, Ltd., 8/12/2026		4/21/2017		275,000
Preston Ridge Partners Mortgage Trust, LLC, 1/25/2022		1/24/2017		137,441
Preston Ridge Partners Mortgage Trust, LLC, 9/25/2022		9/27/2017		219,366
Pretium Mortgage Credit Partners, LLC, 4/29/2032		3/31/2017		238,147
Radnor RE, Ltd., 3/25/2028		3/13/2018		400,000
RCO 2017-INV1 Trust, 11/25/2052		11/6/2017		383,113
Spirit Master Funding, LLC, 12/20/2047		1/23/2018		550,843
Sunset Mortgage Loan Company, LLC, 7/16/2047		7/27/2016		29,712
Sunset Mortgage Loan Company, LLC, 9/18/2045		10/2/2015		37,771
Upstart Securitization Trust, 6/20/2024		6/13/2017		173,136
Voya CLO 4, Ltd., 10/14/2026		6/16/2017		350,000
Wachovia Asset Securitization, Inc., 7/25/2037		3/16/2007		242,623

The following table presents the total amount of securities loaned with continuous maturity, by type, offset by the gross payable upon return of collateral for securities loaned by Thrivent Opportunity Income Plus Portfolio as of March 29, 2018:


Securities Lending Transactions
Taxable Debt Security	$	685,230
Common Stock		552,090

Total lending	$	1,237,320
Gross amount payable upon return of collateral for securities loaned	$	1,277,085

Net amounts due to counterparty	$	39,765

Definitions:


ETF	-	Exchange Traded Fund
PIK	-	Payment-In-Kind
Ser.	-	Series
SPDR	-	S&P Depository Receipts, which are exchange-traded funds traded in the U.S., Europe, and Asia-Pacific and managed by State Street Global Advisors.


Reference Rate Index:
12 MTA	-	12 Month Treasury Average
CMT 1Y	-	Constant Maturity Treasury Yield 1 Year
H15T30Y	-	U. S. Treasury Yield Curve Rate Treasury Note Constant Maturity 30 Year
LIBOR 1W	-	ICE Libor USD Rate 1 Week
LIBOR 1M	-	ICE Libor USD Rate 1 Month
LIBOR 2M	-	ICE Libor USD Rate 2 Month
LIBOR 3M	-	ICE Libor USD Rate 3 Month
PRIME	-	Federal Reserve Prime Loan Rate

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Opportunity Income Plus Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Opportunity Income Plus Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $199,574 were pledged as the initial margin deposit for these contracts.

A summary of transactions (in thousands) for the fiscal year to date, in Opportunity Income Plus Portfolio, is as follows:


Shares		Common Stock (98.7%)	Value
	Consumer Discretionary (12.5%)
	2,240	Amazon.com, Inc.^a		$3,242,041
	8,500	Aptiv plc		722,245
	5,100	Carter’s, Inc.		530,910
	35,000	Comcast Corporation		1,195,950
	7,000	Dollar Tree, Inc.^a		664,300
	7,000	McDonald’s Corporation		1,094,660
	4,200	Mohawk Industries, Inc.^a		975,324
	23,320	Service Corporation International		880,097
	20,400	Starbucks Corporation		1,180,956
	17,000	TJX Companies, Inc.		1,386,520
	17,900	Walt Disney Company		1,797,876

		Total		13,670,879


	Consumer Staples (7.2%)
	17,100	Colgate-Palmolive Company		1,225,728
	5,400	Constellation Brands, Inc.		1,230,768
	9,200	Herbalife, Ltd.^a		896,724
	26,100	Mondelez International, Inc.		1,089,153
	17,600	Monster Beverage Corporation^a		1,006,896
	15,600	Philip Morris International, Inc.		1,550,640
	11,700	Post Holdings, Inc.^a		886,392

		Total		7,886,301


	Energy (5.2%)
	14,600	Concho Resources, Inc.^a		2,194,818
	18,800	Diamondback Energy, Inc.^a		2,378,576
	6,800	Pioneer Natural Resources Company		1,168,104

		Total		5,741,498


	Financials (14.9%)
	18,600	American International Group, Inc.		1,012,212
	63,000	Boston Private Financial Holdings, Inc.		948,150
	15,920	Capital One Financial Corporation		1,525,454
	29,200	Citigroup, Inc.		1,971,000
	11,800	CME Group, Inc.		1,908,532
	16,900	Discover Financial Services		1,215,617
	28,400	Essent Group, Ltd.^a		1,208,704
	58,600	F.N.B. Corporation		788,170
	21,900	Hartford Financial Services Group, Inc.		1,128,288
	17,700	J.P. Morgan Chase & Company		1,946,469
	42,200	KeyCorp		825,010
	100,360	Regions Financial Corporation		1,864,689

		Total		16,342,295


	Health Care (12.4%)
	10,100	Alexion Pharmaceuticals, Inc.^a		1,125,746
	35,000	AstraZeneca plc ADR		1,223,950
	8,500	Becton, Dickinson and Company		1,841,950
	20,100	Bristol-Myers Squibb Company		1,271,325
	19,650	Danaher Corporation		1,923,931
	9,744	Envision Healthcare Corporation^a		374,462
	6,000	Humana, Inc.		1,612,980
	7,100	Loxo Oncology, Inc.^a		819,127
	11,000	Sarepta Therapeutics, Inc.^a		814,990
	10,000	Vertex Pharmaceuticals, Inc.^a		1,629,800
	8,100	Zimmer Biomet Holdings, Inc.		883,224

		Total		13,521,485


	Industrials (10.7%)
	7,720	Alaska Air Group, Inc.		478,331
	24,800	Colfax Corporation^a		791,120
	4,120	FedEx Corporation		989,253
	22,625	Fortive Corporation		1,753,890


Shares		Common Stock (98.7%)	Value
	Industrials (10.7%) - continued
	17,800	Fortune Brands Home and Security, Inc.		$1,048,242
	11,710	IDEX Corporation		1,668,792
	19,100	Ingersoll-Rand plc		1,633,241
	6,200	Lockheed Martin Corporation		2,095,166
	9,150	WABCO Holdings, Inc.^a		1,224,911

		Total		11,682,946


	Information Technology (24.8%)
	14,200	Activision Blizzard, Inc.		957,932
	8,470	Adobe Systems, Inc.^a		1,830,198
	14,100	Agilent Technologies, Inc.		943,290
	3,980	Alphabet, Inc., Class A^a		4,127,817
	2,340	Apple, Inc.		392,605
	8,200	Broadcom, Ltd.		1,932,330
	21,300	CommScope Holding Company, Inc.^a		851,361
	14,200	Ellie Mae, Inc.^a		1,305,548
	14,200	Facebook, Inc.^a		2,269,018
	57,800	Gogo, Inc^.a,b		498,814
	20,200	Inphi Corporation^a,b		608,020
	54,900	Intel Corporation		2,859,192
	15,800	Luxoft Holding, Inc.^a		647,010
	74,000	Marvell Technology Group, Ltd.		1,554,000
	13,340	Monolithic Power Systems, Inc.		1,544,372
	14,900	Paycom Software, Inc.^a		1,600,111
	20,600	Salesforce.com, Inc.^a		2,395,780
	3,700	Tyler Technologies, Inc.^a		780,552

		Total		27,097,950


	Materials (3.2%)
	5,800	Albemarle Corporation		537,892
	12,130	Eagle Materials, Inc.		1,249,997
	7,200	Ecolab, Inc.		986,904
	6,900	LyondellBasell Industries NV		729,192

		Total		3,503,985


	Real Estate (3.1%)
	7,600	Boston Properties, Inc.		936,472
	48,000	Brandywine Realty Trust		762,240
	5,900	Public Storage, Inc.		1,182,301
	27,186	RLJ Lodging Trust		528,496

		Total		3,409,509


	Telecommunications Services (1.7%)
	25,000	AT&T, Inc.		891,250
	6,110	T-Mobile US, Inc.^a		372,954
	16,100	Zayo Group Holdings, Inc.^a		549,976

		Total		1,814,180


	Utilities (3.0%)
	11,340	Atmos Energy Corporation		955,282
	11,900	Entergy Corporation		937,482
	7,500	PG&E Corporation		329,475
	13,100	Pinnacle West Capital Corporation		1,045,380

		Total		3,267,619



		Total Common Stock (cost $88,237,538)		107,938,647


Shares		Collateral Held for Securities Loaned (1.0%)	Value
	1,067,154	Thrivent Cash Management Trust		1,067,154

		Total Collateral Held for Securities Loaned (cost $1,067,154)		1,067,154

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Partner All Cap Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

A summary of transactions (in thousands) for the fiscal year to date, in Partner All Cap Portfolio, is as follows:


Shares		Common Stock (97.4%)	Value
	Brazil (12.0%)
	252,200	Ambev SA		$1,849,418
	240,613	Banco Bradesco SA ADR		2,858,482
	101,300	BRF SAa		700,504
	157,415	Lojas Renner SA		1,628,291
	55,956	Multiplan Empreendimentos Imobiliarios SA		1,169,306
	80,733	Ultrapar Participacoes SA		1,748,936
	174,012	Vale SA ADR		2,213,433

		Total		12,168,370

	Cayman Islands (7.1%)
	424,000	China Resources Land, Ltd.		1,558,056
	105,900	Tencent Holdings, Ltd.		5,684,667

		Total		7,242,723

	Chile (2.3%)
	34,770	Banco Santander Chile SA ADR		1,165,143
	121,340	S.A.C.I. Falabella		1,171,731

		Total		2,336,874

	China (8.5%)
	139,200	China International Travel Service Corporation, Ltd.		1,196,584
	246,117	Hangzhou Hikvision Digital Technology Company, Ltd.		1,638,634
	17,295	Kweichow Moutai Company, Ltd.		1,908,241
	150,700	Midea Group Company, Ltd.		1,338,202
	124,500	Ping An Insurance Company of China, Ltd.		1,283,680
	159,282	Shanghai International Airport Company, Ltd.		1,214,530

		Total		8,579,871

	Hong Kong (7.7%)
	313,000	AIA Group, Ltd.		2,675,736
	241,000	China Mobile, Ltd.		2,208,860
	350,000	Hang Lung Group, Ltd.		1,147,818
	132,000	Hang Lung Properties, Ltd.		309,808
	43,914	Hong Kong Exchanges and Clearing, Ltd.		1,446,398

		Total		7,788,620

	Hungary (0.8%)
	38,010	Richter Gedeon Nyrt		794,316

		Total		794,316

	India (13.8%)
	152,607	Aditya Birla Capital, Ltd.a		344,176
	44,450	Aditya Birla Capital, Ltd. GDRa		99,470
	73,505	Grasim Industries, Ltd.		1,192,325
	31,750	Grasim Industries, Ltd. GDR		514,350
	25,200	Hero Motocorp, Ltd.		1,375,676
	66,900	Hindustan Unilever, Ltd.		1,373,324
	133,939	Housing Development Finance Corporation		3,772,809
	499,439	ITC, Ltd.		1,969,088
	62,400	Kotak Mahindra Bank, Ltd.		1,007,702
	30,881	Tata Consultancy Services, Ltd.		1,353,201
	16,447	Ultra Tech Cement, Ltd.		1,001,076

		Total		14,003,197

	Indonesia (4.5%)
	3,862,100	Astra International Tbk PT		2,053,881
	796,900	Indocement Tunggal Prakarsa Tbk PT		932,108


Shares		Common Stock (97.4%)	Value
	Indonesia (4.5%) - continued
	911,000	PT Bank Central Asia Tbk		$1,547,595

		Total		4,533,584

	Malaysia (1.3%)
	216,000	Public Bank Berhad		1,343,006

		Total		1,343,006

	Mexico (4.7%)
	20,800	Fomento Economico Mexicano SAB de CV ADR		1,901,744
	70,400	Grupo Aeroportuario del Sureste, SAB de CV		1,186,577
	275,913	Grupo Financiero Banorte SAB de CV ADR		1,686,590

		Total		4,774,911

	Philippines (3.5%)
	72,650	Ayala Corporation		1,325,660
	1,031,900	Ayala Land, Inc.		816,585
	614,862	Bank of the Philippine Islands		1,385,121

		Total		3,527,366

	Poland (0.9%)
	26,419	Bank Pekao SA		953,011

		Total		953,011

	Portugal (0.9%)
	50,229	Jeronimo Martins SGPS SA		913,596

		Total		913,596

	Russia (2.1%)
	16,100	Lukoil ADR		1,111,601
	12,919	Magnit PJSC		1,047,330

		Total		2,158,931

	South Africa (3.9%)
	88,421	Massmart Holdings, Ltd.		1,199,053
	122,000	MTN Group, Ltd.		1,226,518
	168,308	Truworths International, Ltd.		1,534,285

		Total		3,959,856

	South Korea (9.8%)
	2,811	Amorepacific Corporation		423,291
	6,081	Amorepacific Group		784,712
	2,938	LG Chem, Ltd.		1,072,456
	2,253	NAVER Corporation		1,676,736
	3,127	Samsung Electronics Company, Ltd.		6,013,012

		Total		9,970,207

	Taiwan (5.0%)
	592,499	Taiwan Semiconductor Manufacturing Company, Ltd.		5,018,586

		Total		5,018,586

	Thailand (3.6%)
	140,300	Siam Cement pcl		2,217,730
	318,800	Siam Commercial Bank pcl		1,465,729

		Total		3,683,459

	Turkey (2.5%)
	273,533	Akbank TAS		665,105
	61,336	BIM Birlesik Magazalar AS		1,112,238
	256,490	Turkiye Garanti Bankasi AS		711,204

		Total		2,488,547


Shares		Common Stock (97.4%)	Value
	United Kingdom (0.7%)
	73,303	Standard Chartered plc		$734,668

		Total		734,668

	United States (1.8%)
	44,600	Yum China Holding, Inc.		1,850,900

		Total		1,850,900

		Total Common Stock (cost $79,051,827)		98,824,599

Shares or Principal Amount		Short-Term Investments (2.6%)
		Thrivent Core Short-Term Reserve Fund
	264,989	1.940%		2,649,893

		Total Short-Term Investments (cost $2,649,893)		2,649,893

		Total Investments (cost $81,701,720) 100.0%		$101,474,492

		Other Assets and Liabilities, Net 0.0%		29,730

		Total Net Assets 100.0%		$101,504,222

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Partner Emerging Markets Equity Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

Affiliated issuers, as defined under the Investment Company Act of 1940, include those in which the Portfolio’s holdings of an issuer represent 5% or more of the outstanding voting securities of an issuer, any affiliated mutual fund, or a company which is under common ownership or control with the Portfolio. The Portfolio owns shares of Thrivent Core Short-Term Reserve Fund primarily to serve as a cash sweep vehicle for the Portfolio. Thrivent Core Funds are established solely for investment by Thrivent entities. The Portfolio owns shares of Thrivent Cash Management Trust for the purpose of securities lending for the Portfolio. Thrivent Cash Management Trust is established solely for investment by Thrivent entities.

A summary of transactions (in thousands) for the fiscal year to date, in Partner Emerging Markets Equity Portfolio, is as follows:


Shares		Common Stock (99.0%)	Value
	Consumer Discretionary (21.1%)
	9,568	Amazon.com, Inc.^a		$13,848,149
	14,000	Aptiv plc		1,189,580
	4,614	Booking Holdings, Inc.^a		9,598,920
	98,017	Caesars Entertainment Corporationa		1,102,691
	8,303	Dollar General Corporation		776,746
	7,132	Dollarama, Inc.		866,790
	8,786	Ferrari NV		1,058,889
	139	Flipkart, Ltd.^*,a,b		11,857
	2,000	Home Depot, Inc.		356,480
	3,338	Marriott International, Inc.		453,901
	14,670	MGM Resorts International		513,743
	8,072	Netflix, Inc.^a		2,384,065
	13,200	NIKE, Inc.		877,008
	230	NVR, Inc.^a		644,000
	12,165	Tesla, Inc.^a,c		3,237,471
	21,000	Walt Disney Company		2,109,240
	9,297	Wynn Resorts, Ltd.		1,695,401
	15,900	Yum! Brands, Inc.		1,353,567

		Total		42,078,498


	Consumer Staples (1.6%)
	32,579	Philip Morris International, Inc.		3,238,353

		Total		3,238,353


	Financials (6.6%)
	23,100	Charles Schwab Corporation		1,206,282
	12,717	Chubb, Ltd.		1,739,304
	7,782	First Republic Bank		720,691
	24,400	Intercontinental Exchange, Inc.		1,769,488
	20,700	J.P. Morgan Chase & Company		2,276,379
	35,100	Morgan Stanley		1,893,996
	8,500	State Street Corporation		847,705
	45,071	TD Ameritrade Holding Corporation		2,669,555

		Total		13,123,400


	Health Care (13.2%)
	17,497	Alexion Pharmaceuticals, Inc.^a		1,950,216
	7,150	Alnylam Pharmaceuticals, Inc.^a		851,565
	10,300	Anthem, Inc.		2,262,910
	17,734	Becton, Dickinson and Company		3,842,958
	8,303	Centene Corporationa		887,341
	6,316	CIGNA Corporation		1,059,446
	9,500	Danaher Corporation		930,145
	10,500	Incyte Corporationa		874,965
	6,924	Intuitive Surgical, Inc.^a		2,858,435
	18,800	Stryker Corporation		3,025,296
	20,944	UnitedHealth Group, Inc.		4,482,016
	19,827	Vertex Pharmaceuticals, Inc.^a		3,231,404

		Total		26,256,697


	Industrials (10.6%)
	10,393	Acuity Brands, Inc.		1,446,602
	39,997	American Airlines Group, Inc.		2,078,244
	20,783	Boeing Company		6,814,330
	11,973	Equifax, Inc.		1,410,539
	22,129	Fortive Corporation		1,715,440
	13,796	Fortune Brands Home and Security, Inc.		812,446
	10,700	Honeywell International, Inc.		1,546,257
	6,300	Illinois Tool Works, Inc.		986,958
	7,240	Roper Industries, Inc.		2,032,196
	26,846	TransUnion^a		1,524,316
	10,425	Wabtec Corporation		848,595

		Total		21,215,923


Shares		Common Stock (99.0%)	Value
	Information Technology (41.3%)
	16,800	Activision Blizzard, Inc.		$1,133,328
	31,346	Alibaba Group Holding, Ltd. ADR^a		5,753,245
	4,480	Alphabet, Inc., Class A^a		4,646,387
	5,000	Alphabet, Inc., Class C^a		5,158,950
	22,901	Apple, Inc.		3,842,330
	6,516	ASML Holding NV GDR		1,293,817
	8,400	Broadcom, Ltd.		1,979,460
	1,981	Dropbox, Inc.a,c		61,906
	4,854	Dropbox, Inc., Restricted^*,a,b		144,103
	18,800	Electronic Arts, Inc.^a		2,279,312
	46,804	Facebook, Inc.a		7,478,811
	12,700	Fidelity National Information Services, Inc.		1,223,010
	22,946	Fiserv, Inc.^a		1,636,279
	17,725	Intuit, Inc.		3,072,629
	26,300	MasterCard, Inc.		4,606,708
	100,962	Microsoft Corporation		9,214,802
	36,544	PayPal Holdings, Inc.^a		2,772,593
	15,900	QUALCOMM, Inc.		881,019
	8,251	Red Hat, Inc.^a		1,233,607
	27,880	Salesforce.com, Inc.^a		3,242,444
	10,200	ServiceNow, Inc.^a		1,687,590
	24,200	Snap, Inc.^a,c		384,054
	98,961	Symantec Corporation		2,558,142
	48,800	Tencent Holdings, Ltd.		2,619,563
	19,667	Texas Instruments, Inc.		2,043,205
	25,300	Vantiv, Inc.^a		2,080,672
	46,816	Visa, Inc.		5,600,130
	10,876	VMware, Inc.^a,c		1,318,932
	12,145	Workday, Inc.^a		1,543,751
	11,874	Xilinx, Inc.		857,778

		Total		82,348,557


	Materials (0.6%)
	17,800	DowDuPont, Inc.		1,134,038

		Total		1,134,038


	Real Estate (2.1%)
	7,100	American Tower Corporation		1,031,914
	29,383	Crown Castle International Corporation		3,220,671

		Total		4,252,585


	Utilities (1.9%)
	12,566	American Water Works Company, Inc.		1,032,046
	7,000	NextEra Energy, Inc.		1,143,310
	15,252	Sempra Energy		1,696,327

		Total		3,871,683



		Total Common Stock (cost $127,339,531)		197,519,734


Shares		Preferred Stock (0.2%)	Value
	Consumer Discretionary (0.2%)
	2,943	Airbnb, Inc., Convertible^*,a,b		344,478
	49	Flipkart, Ltd. Series A^*,a,b		4,180
	84	Flipkart, Ltd. Series C^*,a,b		7,165
	157	Flipkart, Ltd. Series E^*,a,b		13,392
	706	Flipkart, Ltd. Series G^*,a,b		81,853
	636	Flipkart, Ltd. Series H^*,a,b		87,577

		Total		538,645



		Total Preferred Stock (cost $327,894)		538,645


Principal Amount		Long-Term Fixed Income (0.2%)	Value
	Consumer Cyclical (0.2%)
		Caesars Entertainment Corporation, Convertible
	$198,163	5.000%, 10/1/2024^c		$345,423

		Total		345,423



		Total Long-Term Fixed Income (cost $493,111)		345,423


Shares		Collateral Held for Securities Loaned (2.3%)	Value
	4,551,130	Thrivent Cash Management Trust		4,551,130

		Total Collateral Held for Securities Loaned (cost $4,551,130)		4,551,130

Shares or Principal Amount		Short-Term Investments (0.7%)	Value
		Thrivent Core Short-Term Reserve Fund
	134,587	1.940%		1,345,871

		Total Short-Term Investments (cost $1,345,871)		1,345,871

		Total Investments (cost $134,057,537) 102.4%		$204,300,803

		Other Assets and Liabilities, Net (2.4%)		(4,739,916)

		Total Net Assets 100.0%		$199,560,887

a	Non-income producing security.

b	Security is valued using significant unobservable inputs. Further information on valuation can be found in the Notes to Financial Statements.

c	All or a portion of the security is on loan.

Denotes restricted securities. Restricted securities are investment securities which cannot be offered for public sale without first being registered under the Securities Act of 1933. The value of all restricted securities held in Partner Growth Stock Portfolio as of March 29, 2018 was $694,605 or 0.3% of total net assets. The following table indicates the acquisition date and cost of restricted securities shown in the schedule as of March 29, 2018.


Security	Acquisition Date		Cost
Airbnb, Inc., Convertible		4/16/2014	$	119,818
Dropbox, Inc., Restricted		11/7/2014		139,076
Flipkart, Ltd.		3/19/2015		15,846
Flipkart, Ltd. Series A		3/19/2015		5,586
Flipkart, Ltd. Series C		3/19/2015		9,576
Flipkart, Ltd. Series E		3/19/2015		17,898
Flipkart, Ltd. Series G		12/17/2014		84,551
Flipkart, Ltd. Series H		4/17/2015		90,465

The following table presents the total amount of securities loaned with continuous maturity, by type, offset by the gross payable upon return of collateral for securities loaned by Thrivent Partner Growth Stock Portfolio as of March 29, 2018:


Securities Lending Transactions
Common Stock			$4,246,003
Taxable Debt Security			310,799

Total lending			$4,556,802
Gross amount payable upon return of collateral for securities loaned			$4,551,130

Net amounts due to counterparty			$(5,672)

Definitions:


ADR	-	American Depositary Receipt, which are certificates for an underlying foreign security’s shares held by an issuing U.S. depository bank.
GDR	-	Global Depository Receipts, which are certificates for shares of an underlying foreign security’s shares held by an issuing depository bank from more than one country.

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Partner Growth Stock Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

A summary of transactions (in thousands) for the fiscal year to date, in Partner Growth Stock Portfolio, is as follows:


Shares		Common Stock (95.7%)	Value
	Biotechnology (21.5%)
	20,140	AbbVie, Inc.		$1,906,251
	21,900	ACADIA Pharmaceuticals, Inc.^a		492,093
	20,880	Acceleron Pharma, Inc.^a		816,408
	9,280	Agios Pharmaceuticals, Inc.^a		758,918
	16,300	Alexion Pharmaceuticals, Inc.^a		1,816,798
	14,760	Alkermes plc^a		855,490
	28,100	Alnylam Pharmaceuticals, Inc.^a		3,346,710
	21,928	Amgen, Inc.		3,738,285
	12,325	Amicus Therapeutics, Inc.^a		185,368
	900	AnaptysBio, Inc.^a		93,672
	8,471	Apellis Pharmaceuticals, Inc.^a,b		187,294
	6,744	Aquinox Pharmaceuticals, Inc.^a		94,955
	12,392	Arena Pharmaceuticals, Inc.^a		489,484
	2,645	Argenx SE ADR^a		212,764
	6,109	ARMO BioSciences, Inc.^a		228,538
	6,350	Avexis, Inc.^a		784,733
	16,190	Biogen, Inc.^a		4,433,146
	4,130	Biohaven Pharmaceutical Holding Company, Ltd.^a		106,389
	16,389	BioMarin Pharmaceutical, Inc.^a		1,328,656
	1,300	Bluebird Bio, Inc.^a		221,975
	2,000	Blueprint Medicines Corporation^a		183,400
	8,770	Celgene Corporation^a		782,372
	6,100	Clementia Pharmaceuticals, Inc.^a		92,415
	6,600	Cytokinetics, Inc.^a		47,520
	3,300	Galapagos NV ADR^a		329,208
	44,610	Gilead Sciences, Inc.		3,363,148
	3,100	Global Blood Therapeutics, Inc.^a		149,730
	24,290	Halozyme Therapeutics, Inc.^a		475,841
	9,139	Incyte Corporation^a		761,553
	17,244	InflaRx NV^a		497,317
	39,400	Insmed, Inc.^a		887,288
	1,500	Intercept Pharmaceuticals, Inc.^a,b		92,280
	17,310	Myovant Sciences, Ltd.^a,b		368,184
	5,300	Neurocrine Biosciences, Inc.^a		439,529
	2,850	Regeneron Pharmaceuticals, Inc.^a		981,426
	10,100	Sage Therapeutics, Inc.^a		1,626,807
	24,780	Sarepta Therapeutics, Inc.^a		1,835,950
	21,700	Seattle Genetics, Inc.^a		1,135,778
	5,400	Spark Therapeutics, Inc.^a		359,586
	32,400	Spectrum Pharmaceuticals, Inc.^a		521,316
	9,130	Syndax Pharmaceuticals, Inc.^a		129,920
	10,670	TESARO, Inc.^a,b		609,684
	19,820	Vertex Pharmaceuticals, Inc.^a		3,230,263

		Total		40,998,442


	Consumer Discretionary (0.6%)
	30,300	Service Corporation International		1,143,522

		Total		1,143,522


	Health Care Distributors (1.0%)
	9,410	AmerisourceBergen Corporation		811,236
	8,380	McKesson Corporation		1,180,491

		Total		1,991,727


	Health Care Equipment (25.5%)
	133,290	Abbott Laboratories		7,986,737
	62,410	Baxter International, Inc.		4,059,146
	9,690	Becton, Dickinson and Company		2,099,823
	201,720	Boston Scientific Corporation^a		5,510,990
	17,841	Edwards Lifesciences Corporation^a		2,489,176
	25,410	Hologic, Inc.^a		949,318
	6,620	Intuitive Surgical, Inc.^a		2,732,935
	8,930	iRhythm Technologies, Inc.^a		562,144
	20,137	Masimo Corporation^a		1,771,049
	93,020	Medtronic plc		7,462,064


Shares		Common Stock (95.7%)	Value
	Health Care Equipment (25.5%) - continued
	14,300	Nevro Corporation^a		$1,239,381
	18,950	ResMed, Inc.		1,866,007
	46,520	Stryker Corporation		7,485,998
	4,480	Teleflex, Inc.		1,142,310
	9,900	Varian Medical Systems, Inc.^a		1,214,235

		Total		48,571,313


	Health Care Facilities (1.1%)
	10,340	HCA Healthcare, Inc.		1,002,980
	9,610	Universal Health Services, Inc.		1,137,920

		Total		2,140,900


	Health Care Services (4.1%)
	23,230	Amedisys, Inc.^a		1,401,698
	31,790	DaVita, Inc.^a		2,096,233
	42,740	Quest Diagnostics, Inc.		4,286,822

		Total		7,784,753


	Health Care Supplies (0.3%)
	2,858	Cooper Companies, Inc.		653,939

		Total		653,939


	Health Care Technology (0.5%)
	21,800	Teladoc, Inc.^a,b		878,540

		Total		878,540


	Life Sciences Tools & Services (2.5%)
	26,720	Agilent Technologies, Inc.		1,787,568
	14,050	Thermo Fisher Scientific, Inc.		2,900,763

		Total		4,688,331


	Managed Health Care (17.3%)
	17,300	Anthem, Inc.		3,800,810
	22,750	Centene Corporation^a		2,431,292
	29,819	CIGNA Corporation		5,001,839
	7,400	HealthEquity, Inc.^a		447,996
	16,420	Humana, Inc.		4,414,189
	6,600	Molina Healthcare, Inc.^a		535,788
	4,300	Nektar Therapeutics^a		456,918
	71,129	UnitedHealth Group, Inc.		15,221,606
	3,800	Wellcare Health Plans, Inc.^a		735,794

		Total		33,046,232


	Pharmaceuticals (21.3%)
	21,160	Allergan plc		3,561,016
	900	Assembly Biosciences, Inc.^a		44,226
	37,500	AstraZeneca plc		2,577,791
	36,150	AstraZeneca plc ADR		1,264,166
	44,790	Bristol-Myers Squibb Company		2,832,968
	39,930	Eli Lilly and Company		3,089,384
	26,249	Johnson & Johnson		3,363,809
	10,800	Medicines Company^a,b		355,752
	40,461	Merck & Company, Inc.		2,203,911
	16,640	Merck KGaA		1,596,575
	24,920	Novartis AG ADR		2,014,782
	58,620	Novo Nordisk AS ADR		2,887,035
	232,115	Pfizer, Inc.		8,237,761
	3,500	Reata Pharmaceuticals, Inc.^a		71,785
	12,380	Sanofi		993,373
	30,350	Sanofi ADR		1,216,428
	2,780	Theravance Biopharma, Inc.^a		67,415
	12,600	Ultragenyx Pharmaceutical, Inc.^a		642,474
	70,500	Wuxi Biologics (Cayman), Inc.^a,c		686,112


Shares		Common Stock (95.7%)	Value
	Pharmaceuticals (21.3%) - continued
	34,370	Zoetis, Inc.		$2,870,239

		Total		40,577,002



		Total Common Stock (cost $179,158,631)		182,474,701


Shares		Collateral Held for Securities Loaned (1.0%)	Value
	2,011,625	Thrivent Cash Management Trust		2,011,625

		Total Collateral Held for Securities Loaned (cost $2,011,625)		2,011,625


Shares or Principal Amount		Short-Term Investments (4.6%)	Value
		Thrivent Core Short-Term Reserve Fund
	874,510	1.940%		8,745,103

		Total Short-Term Investments (cost $8,745,103)		8,745,103

		Total Investments (cost $189,915,359) 101.3%		$193,231,429

		Other Assets and Liabilities, Net (1.3%)		(2,541,805)

		Total Net Assets 100.0%		$190,689,624

a	Non-income producing security.

b	All or a portion of the security is on loan.


Securities Lending Transactions
Common Stock	$	1,969,875
Total lending	$	1,969,875
Gross amount payable upon return of collateral for securities loaned	$	2,011,625
Net amounts due to counterparty	$	41,750

Definitions:


ADR			-			American Depositary Receipt, which are certificates for an underlying foreign security’s shares held by an issuing U.S. depository bank.

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Partner Healthcare Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Partner Healthcare Portfolio’s foreign currency forward contracts held as of March 29, 2018.

A summary of transactions (in thousands) for the fiscal year to date, in Partner Healthcare Portfolio, is as follows:


Shares		Common Stock (87.1%)	Value
	Australia (4.2%)
	79,820	Altium, Ltd.		$1,233,827
	56,908	Ansell, Ltd.		1,114,056
	246,111	Aristocrat Leisure, Ltd.		4,595,019
	525,593	Australia & New Zealand Banking Group, Ltd.		10,939,342
	314,293	Australian Pharmaceutical Industries, Ltd.		364,286
	35,217	Beach Energy, Ltd.		33,559
	148,384	BHP Billiton, Ltd.		3,289,004
	20,492	Breville Group, Ltd.		184,647
	68,758	Carsales.com, Ltd.		718,583
	78,809	Charter Hall Group		348,849
	62,168	CSL, Ltd.		7,489,907
	1,180,918	CSR, Ltd.		4,736,508
	167,547	FlexiGroup, Ltd.		232,978
	5,777	IDP Education, Ltd.		33,056
	174,015	Iluka Resources, Ltd.		1,428,454
	431,988	Investa Office Fund		1,438,064
	54,423	IOOF Holdings, Ltd.		429,277
	23,901	JB Hi-Fi, Ltd.		477,874
	55,591	Macquarie Group, Ltd.		4,432,664
	40,177	McMillan Shakespeare, Ltd.		523,709
	1,543,657	Medibank Private, Ltd.		3,464,776
	2,213,233	Metcash, Ltd.		5,355,765
	65,234	Mineral Resources, Ltd.		864,892
	1,800,264	Mirvac Group		2,991,834
	3,995	Monadelphous Group, Ltd.		47,093
	41,003	NEXTDC, Ltd.^a		208,287
	266,609	Nine Entertainment Company Holdings, Ltd.		468,238
	82,192	OZ Minerals, Ltd.		574,849
	221,388	Primary Health Care, Ltd.		669,058
	671,171	Qantas Airways, Ltd.		3,028,020
	55,841	Regis Resources, Ltd.		195,811
	58,985	Rio Tinto, Ltd.		3,341,631
	257,455	Sandfire Resources NL		1,466,774
	229,434	Sigma Healthcare, Ltd.		138,182
	190,511	Sims Metal Management, Ltd.		2,140,035
	37,871	Smartgroup Corporation, Ltd.		319,563
	1,586,757	South32, Ltd.		3,987,796
	9,165	Southern Cross Media Group, Ltd.		7,336
	14,002	St Barbara, Ltd.		43,188
	443,256	Star Entertainment Group, Ltd.		1,814,516
	464,222	Treasury Wine Estates, Ltd.		6,065,168
	6,839	Virtus Health, Ltd.		28,600
	774,649	Vita Group, Ltd.^b		732,631
	13,882	Washington H. Soul Pattinson and Company, Ltd.		199,325
	701,770	Whitehaven Coal, Ltd.		2,434,326

		Total		84,631,357


	Austria (0.8%)
	72,000	Erste Group Bank AG		3,619,684
	164,035	OMV AG		9,567,685
	3,729	Osterreichische Post AG^a		185,419
	80,447	Raiffeisen Bank International AG^a		3,133,383
	7,034	S IMMO AG		139,346
	26,954	UNIQA Insurance Group AG		313,781

		Total		16,959,298


	Belgium (0.7%)
	3,426	Agfa-Gevaert NV^a		13,269
	30,243	Anheuser-Busch InBev NV		3,325,124
	3,010	Barco NV		371,074
	34,420	bpost SA		777,585
	3,901	Compagnie d’ Entreprises CFE		531,628


Shares		Common Stock (87.1%)	Value
	Belgium (0.7%) - continued
	3,361	Gimv NV		$203,353
	13,439	KBC Ancora		830,876
	11,497	Melexis NV		1,149,361
	19,169	NV Bekaert SA		816,746
	12,566	SA D’Ieteren NV		508,695
	38,114	Solvay SA		5,297,076
	7,422	Tessenderlo Group^a		311,146

		Total		14,135,933


	Bermuda (<0.1%)
	9,000	Johnson Electric Holdings, Ltd.		33,867

		Total		33,867


	Brazil (1.9%)
	724,400	Ambev SA		5,312,128
	761,830	Banco Bradesco SA ADR		9,050,541
	297,826	BRF SA^a		2,059,509
	467,300	Lojas Renner SA		4,833,723
	161,082	Multiplan Empreendimentos Imobiliarios SA		3,366,111
	258,000	Ultrapar Participacoes SA ADR		5,577,960
	537,271	Vale SA ADR		6,834,087

		Total		37,034,059


	Canada (2.5%)
	89,400	Alimentation Couche-Tard, Inc.		4,001,783
	160,794	CAE, Inc.		2,992,851
	80,646	Canadian National Railway Company		5,894,072
	21,581	CI Financial Corporation		462,325
	58,197	Dollarama, Inc.		7,072,990
	133,347	Empire Company, Ltd.		2,676,566
	122,069	Finning International, Inc.		2,943,830
	40,907	Genworth MI Canada, Inc.^b		1,301,810
	45,596	Gluskin Sheff + Associates, Inc.		516,001
	2,642	Magna International, Inc.		148,877
	131,032	Manulife Financial Corporation		2,432,790
	40,534	Premium Brands Holdings Corporation		3,728,241
	131,895	Stars Group, Inc.^a		3,640,459
	151,599	Teck Resources, Ltd.		3,904,261
	102,500	Transcanada Corporation		4,238,910
	153,426	Transcontinental, Inc.		3,030,770

		Total		48,986,536


	Cayman Islands (1.3%)
	1,326,000	China Resources Land, Ltd.		4,872,600
	298,800	Tencent Holdings, Ltd.		16,039,456
	4,119,680	WH Group, Ltd.^c		4,414,179
	448,000	Xinyi Glass Holdings Company, Ltd.		681,926

		Total		26,008,161


	Chile (0.4%)
	112,815	Banco Santander Chile SA ADR		3,780,431
	336,038	S.A.C.I. Falabella		3,244,982

		Total		7,025,413


	China (1.2%)
	351,698	China International Travel Service Corporation, Ltd.		3,023,248
	663,402	Hangzhou Hikvision Digital Technology Company, Ltd.		4,416,896
	49,590	Kweichow Moutai Company, Ltd.		5,471,505
	404,900	Midea Group Company, Ltd.		3,595,475
	388,000	Ping An Insurance Company of China, Ltd.		4,000,543


Shares		Common Stock (87.1%)	Value
	China (1.2%) - continued
	451,656	Shanghai International Airport Company, Ltd.		$3,443,891

		Total		23,951,558


	Denmark (1.6%)
	3,988	Bavarian Nordic AS^a		125,155
	71,334	Danske Bank AS		2,672,763
	91,802	GN Store Nord AS		3,256,018
	44,487	Jyske Bank AS		2,644,948
	256,118	Novo Nordisk AS		12,597,384
	11,913	Rockwool International AS		3,548,746
	16,784	Royal Unibrew AS		1,114,271
	26,487	Spar Nord Bank AS		315,921
	126,445	Sydbank AS		4,670,782

		Total		30,945,988


	Faroe Islands (<0.1%)
	15,311	Bakkafrost PF		838,925

		Total		838,925


	Finland (1.2%)
	7,157	Amer Sports Oyj^a		220,866
	25,352	Cramo Oyj		528,882
	64,925	Finnair Oyj		904,210
	28,782	KONE Oyj		1,436,450
	33,613	Metsa Board Oyj		337,462
	28,603	Raisio Oyj^b		127,405
	51,282	Ramirent Oyj		423,313
	643	Tieto Oyj		21,418
	493,653	UPM-Kymmene Oyj		18,301,633
	78,673	Valmet Oyj		1,577,223

		Total		23,878,862


	France (4.7%)
	64,848	Air France-KLM^a		723,629
	6,999	Alten SA		674,737
	39,618	Amundi SA^c		3,181,616
	27,697	AtoS		3,794,749
	361,509	AXA SA		9,610,008
	2,603	Beneteau SA		56,706
	100,893	BNP Paribas SA		7,482,304
	28,916	Capgemini SA		3,607,983
	23,575	Cie Generale des Etablissements Michelin		3,490,111
	74,069	CNP Assurances		1,869,816
	7,750	Derichebourg		68,256
	34,243	Eiffage SA		3,899,982
	783	Eramet SA^a		107,917
	6,133	Eurofins Scientific SE		3,231,933
	80,182	Eutelsat Communications		1,589,245
	14,155	Ipsos SA		556,242
	8,802	Jacquet Metal Service		318,295
	4,040	Kaufman & Broad SA		212,605
	15,035	Kering SA		7,211,052
	15,552	Legrand SA		1,218,962
	30,213	LVMH Moet Hennessy Louis Vuitton SE		9,310,847
	33,738	Metropole Television SA		869,220
	23,453	Neopost SA		617,912
	26,827	Nexity SA		1,718,153
	112,592	Peugeot SA		2,711,149
	60,757	Safran SA		6,448,127
	193,716	Total SA		11,103,752
	193,716	Total SA Rights^a,d		2,859
	45,895	UbiSoft Entertainment SA^a		3,884,191
	37,398	Vinci SA		3,683,524


Shares		Common Stock (87.1%)	Value
	France (4.7%) - continued
	888	Worldline SAa,c		$45,128

		Total		93,301,010


	Germany (5.4%)
	41,418	Aixtron SE^a		801,440
	52,712	Allianz SE		11,915,939
	7,104	Amadeus Fire AG		793,694
	35,572	Aurubis AG		2,989,589
	203,488	BASF SE		20,637,236
	81,316	Bayer AG		9,167,067
	142	bet-at-home.com AG		11,986
	41,437	Covestro AG^c		4,080,186
	25,380	CTS Eventim AG & Company KGaA		1,189,771
	6,037	Deutsche Beteiligungs AG		292,594
	97,193	Deutsche Pfandbriefbank AG^c		1,532,401
	132,233	Deutsche Post AG		5,791,721
	133,505	Deutz AG		1,225,588
	123,733	Evonik Industries AG		4,363,247
	7,617	Evotec AG^a		149,826
	90,749	Freenet AG		2,761,855
	25,283	Gerresheimer AG		2,077,635
	6,160	Hamburger Hafen und Logistik AG		138,602
	41,949	Hannover Rueckversicherung SE		5,723,196
	38,156	Hugo Boss AG		3,324,036
	2,615	Isra Vision AG		551,468
	34,660	Jenoptik AG		1,228,344
	29,871	Leoni AG		1,910,875
	362	MorphoSys AG^a		37,041
	2,320	Nemetschek SE		260,172
	8,867	Pfeiffer Vacuum Technology AG		1,378,623
	45,698	Rheinmetall AG		6,486,591
	7,101	SAF-Holland SA		143,440
	12,180	Salzgitter AG		623,081
	44,831	SAP SE		4,706,447
	2,445	Siltronic AG^a		419,349
	19,811	Software AG		1,038,531
	74,310	TAG Immobilien AG		1,541,795
	13,364	Takkt AG		304,452
	15,848	Wacker Chemie AG		2,604,352
	14,016	Wacker Neuson SE		485,734
	36,181	Wirecard AG		4,288,961
	989	XING AG		288,308
	573	zooplus AG^a		104,441

		Total		107,369,614


	Hong Kong (2.2%)
	905,400	AIA Group, Ltd.		7,739,973
	380,000	Champion REIT		271,642
	727,800	China Mobile, Ltd.		6,670,574
	149,000	CITIC Telecom International Holdings, Ltd.		43,271
	440,088	CK Asset Holdings, Ltd.		3,713,934
	234,000	Giordano International, Ltd.		137,524
	14,000	Great Eagle Holdings, Ltd.		71,229
	1,345,000	Haitong International Securities Group, Ltd.		790,547
	1,279,000	Hang Lung Group, Ltd.		4,194,455
	180,000	Hang Lung Properties, Ltd.		422,464
	123,938	Hong Kong Exchanges and Clearing, Ltd.		4,082,153
	692,000	Luk Fook Holdings International, Ltd.		2,525,866
	1,822,000	Melco International Development, Ltd.		5,347,204
	340,000	Shun Tak Holdings, Ltd.		141,268
	486,000	Sun Hung Kai Properties, Ltd.		7,714,264


Shares		Common Stock (87.1%)	Value
	Hong Kong (2.2%) - continued
	31,000	Sunlight Real Estate Investment Trust		$21,084

		Total		43,887,452


	Hungary (0.1%)
	111,500	Richter Gedeon Nyrt		2,330,078

		Total		2,330,078


	India (2.1%)
	115,976	Aditya Birla Capital, Ltd.^a		261,562
	56,000	Aditya Birla Capital, Ltd. GDR^a		125,317
	82,840	Grasim Industries, Ltd.		1,343,748
	70,700	Hero Motocorp, Ltd.		3,859,536
	208,300	Hindustan Unilever, Ltd.		4,275,985
	419,341	Housing Development Finance Corporation		11,812,045
	1,509,040	ITC, Ltd.		5,949,540
	183,400	Kotak Mahindra Bank, Ltd.		2,961,738
	84,403	Tata Consultancy Services, Ltd.		3,698,528
	114,696	Ultra Tech Cement, Ltd.		6,981,179
	4,570	Ultra Tech Cement, Ltd. GDR		276,771

		Total		41,545,949


	Indonesia (0.7%)
	12,379,200	Astra International Tbk PT		6,583,310
	2,335,400	Indocement Tunggal Prakarsa Tbk PT		2,731,643
	2,712,700	PT Bank Central Asia Tbk		4,608,299

		Total		13,923,252


	Ireland (0.2%)
	279,128	UDG Healthcare plc		3,400,254

		Total		3,400,254


	Isle of Man (<0.1%)
	24,149	GVC Holdings plc		312,041

		Total		312,041


	Israel (0.1%)
	504,853	El Al Israel Airlines, Ltd.		169,160
	8,525	First International Bank of Israel, Ltd.		179,945
	194,255	Israel Discount Bank, Ltd.^a		559,220
	45,634	Shufersal, Ltd.^a		291,739

		Total		1,200,064


	Italy (2.5%)
	233,586	Anima Holding SPA^c		1,586,759
	93,518	Assicurazioni Generali SPA		1,797,627
	16,775	ASTM SPA		422,993
	27,108	Banca Popolare Di Sondrio SCRL		107,382
	805,838	Banco BPM SPA^a		2,796,551
	134,297	Beni Stabili SPA		111,689
	14,587	Biesse SPA		866,177
	61,322	DiaSorin SPA		5,523,745
	233,425	Enav SPA^c		1,246,084
	579,002	Enel SPA		3,543,040
	2,210	Interpump Group SPA		74,738
	985,742	Iren SPA		3,094,951
	3,508	Italmobiliare SPA		98,519
	13,887	La Doria SPA		210,321
	23,593	Maire Tecnimont SPA		121,489
	377,407	Mediobanca SPA		4,436,952
	139,893	Moncler SPA		5,324,084
	9,575	OVS SPA		58,791
	413,794	Piaggio & C. SPA		1,149,407
	103,137	Prysmian SPA		3,238,728
	77,978	Recordati SPA		2,877,028
	1,751,926	Saras SPA		3,844,722


Shares		Common Stock (87.1%)	Value
	Italy (2.5%) - continued
	94,621	Societa Cattolica di Assicurazioni SCRL		$1,007,534
	179,145	Societa Iniziative Autostradali e Servizi SPA		3,338,661
	556,692	Terna Rete Elettrica Nazionale SPA		3,253,251

		Total		50,131,223


	Japan (19.1%)
	47,300	Adeka Corporation		846,039
	100,300	Aichi Corporation		680,786
	15,500	Aisan Industry Company, Ltd.		165,588
	64,600	Aisin Seiki Company, Ltd.		3,525,414
	76,500	All Nippon Airways Company, Ltd.		2,964,387
	9,500	Alpen Company, Ltd.		212,563
	55,700	AOKI Holdings, Inc.		849,352
	37,800	Aoyama Trading Company, Ltd.		1,485,293
	16,100	Aozora Bank, Ltd.		646,195
	17,800	Arcland Sakamoto Company, Ltd.		287,755
	131,000	Arcs Company, Ltd.		3,182,983
	28,800	Asahi Diamond Industrial Company, Ltd.		303,368
	18,300	ASKA Pharmaceutical Company, Ltd.		288,923
	242,300	Astellas Pharmaceutical, Inc.		3,706,219
	21,100	Ateam, Inc.		498,165
	40,000	Autobacs Seven Company, Ltd.		748,731
	10,600	Avex, Inc.		150,255
	2,500	Belluna Company, Ltd.		29,387
	118,300	Brother Industries, Ltd.		2,743,074
	42,900	Canon Electronics, Inc.		948,209
	144,400	Canon, Inc.		5,238,588
	9,800	Cawachi, Ltd.		244,142
	92,300	Chiyoda Company, Ltd.		2,298,403
	4,900	Chiyoda Integre Company, Ltd.		116,459
	9,800	Citizen Watch Company, Ltd.		69,138
	48,700	Coca-Cola Bottlers Japan, Inc.		2,011,190
	6,500	Cocokara Fine, Inc.		451,209
	30,800	Cookpad, Inc.		172,287
	2,000	Daiichi Jitsugyo Company, Ltd.		57,959
	22,800	Daiichikosho Company, Ltd.		1,199,195
	3,200	Dainichiseika Color & Chemicals Manufacturing Company, Ltd.		132,935
	4,600	Daishi Bank, Ltd.		206,066
	6,100	DCM Holdings Company, Ltd.		62,072
	4,500	DIP Corporation		142,764
	49,300	DMG Mori Company, Ltd.		928,853
	31,500	Doutor Nichires Holdings Company, Ltd.		748,696
	101,500	DTS Corporation		3,533,008
	60,400	Ebara Corporation		2,154,498
	85,800	EDION Corporation		991,946
	9,400	Eiken Chemical Company, Ltd.		237,388
	15,500	EN-Japan, Inc.		881,405
	24,400	EPS Holdings, Inc.		500,945
	19,100	Fancl Corporation		702,997
	700	Ferrotec Holdings Corporation		17,603
	16,300	Fields Corporation		179,179
	125,100	Financial Products Group Company, Ltd.		1,638,656
	25,100	Foster Electric Company, Ltd.		618,430
	41,700	Fuji Machine Manufacturing Company, Ltd.		823,077
	31,900	Fuji Oil Holdings, Inc.		969,840
	12,800	Fuji Soft, Inc.		510,514
	11,300	Fujibo Holdings, Inc.		407,918
	26,000	Goldcrest Company, Ltd.		554,830
	163,800	Gree, Inc.		944,252


Shares		Common Stock (87.1%)	Value
	Japan (19.1%) - continued
	247,900	Haseko Corporation		$3,815,487
	331	Heiwa Real Estate REIT, Inc.		319,234
	67,300	Hitachi Chemical Company, Ltd.		1,503,480
	36,300	Hitachi Zosen Corporation		188,184
	782,000	Hitachi, Ltd.		5,695,781
	11,400	Hogy Medical Company, Ltd.		460,456
	145,800	Hokuetsu Kishu Paper Company, Ltd.		942,412
	689,600	Honda Motor Company, Ltd.		23,871,603
	8,600	Horiba, Ltd.		669,595
	34,600	Hoya Corporation		1,747,737
	42,700	Ichiyoshi Securities Co., Ltd.		493,977
	21,800	INES Corporation		229,208
	505	Invesco Office J-Reit, Inc.		71,283
	2,300	Istyle, Inc.		32,516
	131,200	Isuzu Motors, Ltd.		2,010,178
	178,900	ITOCHU Corporation		3,493,411
	33,700	JAFCO Company, Ltd.		1,573,837
	66,600	Japan Airlines Company, Ltd.		2,711,696
	82,000	Japan Aviation Electronics Industry, Ltd.		1,165,803
	415	Japan Rental Housing Investments, Inc.		321,037
	243,100	JVC Kenwood Corporation		805,390
	34,700	Kabu.com Securities Company, Ltd.		121,091
	357,000	Kajima Corporation		3,356,288
	217,000	Kaneka Corporation		2,158,623
	2,400	Kanematsu Electronics, Ltd.		68,117
	8,500	Kato Works Company, Ltd.		193,584
	16,800	KDDI Corporation		432,674
	29,900	Keihin Corporation		615,150
	265	Kenedix Office Investment Corporation		1,616,562
	78	Kenedix Residential Next Investment Corporation		111,465
	12,500	Keyence Corporation		7,808,226
	95,800	KITZ Corporation		827,096
	31,900	KLab, Inc.		525,405
	12,400	Kobayashi Pharmaceutical Company, Ltd.		885,112
	5,000	Koei Tecmo Holdings Company, Ltd.		96,200
	27,100	Kohnan Shoji Company, Ltd.		653,241
	50,400	Kokuyo Company, Ltd.		980,034
	4,000	KOMERI Company, Ltd.		107,903
	681,200	Konica Minolta Holdings, Inc.		5,790,855
	87,600	Konoike Transport Company, Ltd.		1,508,548
	399,400	K’s Holdings Corporation		5,548,787
	19,900	KYB Company, Ltd.		932,057
	12,800	Kyokuto Kaihatsu Kogyo Company, Ltd.		189,270
	4,400	Kyokuto Securities Company, Ltd.		62,499
	141,600	Kyowa Exeo Corporation		3,790,301
	357	LaSalle Logiport REIT		381,023
	44,700	Leopalace21 Corporation		366,818
	18,100	Link and Motivation, Inc.		220,313
	179,000	Makino Milling Machine Company, Ltd.		1,694,514
	31,100	Mandom Corporation		1,088,046
	328,300	Marubeni Corporation		2,397,422
	52,200	Marusan Securities Company, Ltd.		501,010
	4,800	Maruwa Company, Ltd.		377,354
	12,700	Marvelous, Inc.		109,820
	68,600	Matsumotokiyoshi Holdings Company, Ltd.		2,906,546
	66,700	Maxell Holdings, Ltd.		1,275,235
	9,900	Megmilk Snow Brand Company, Ltd.		268,893
	24,100	Meiko Network Japan Company, Ltd.		293,076


Shares		Common Stock (87.1%)	Value
	Japan (19.1%) - continued
	13,900	MEITEC Corporation		$761,423
	8,100	Milbon Company, Ltd.		359,805
	60,700	Ministop Company, Ltd.		1,248,013
	3,300	Miraca Holdings, Inc.		129,949
	364,100	Mitsubishi Chemical Holdings Corporation		3,545,049
	108,100	Mitsubishi Corporation		2,909,950
	13,200	Mitsubishi Shokuhin Company, Ltd.		379,951
	216,200	Mitsui & Company, Ltd.		3,720,340
	17,300	Mitsui Sugar Company, Ltd.		665,274
	4,764,300	Mizuho Financial Group, Inc.		8,682,358
	2,500	Mizuno Corporation		75,481
	728	Mori Trust Sogo REIT, Inc.		1,071,662
	3,200	Morinaga Milk Industry Company, Ltd.		130,223
	17,000	Nagase & Co., Ltd.		289,041
	16,000	NEC Networks & System Integration Corporation		416,175
	5,100	Net One Systems Company, Ltd.		74,894
	198,800	NHK Spring Company, Ltd.		2,129,092
	67,000	NICHIAS Corporation		850,801
	113,700	Nichirei Corporation		3,092,048
	7,700	Nihon Chouzai Company, Ltd.		245,236
	14,600	Nihon M&A Center, Inc.		505,647
	59,100	Nikkiso Company, Ltd.		620,280
	22,500	Nikkon Holdings Company, Ltd.		593,831
	17,400	Nintendo Company, Ltd.		7,730,356
	5,500	Nippon Kayaku Company, Ltd.		68,331
	737,000	Nippon Light Metal Holdings Company, Ltd.		1,926,888
	19,900	Nippon Paper Industries Company, Ltd.		368,114
	21,900	Nippon Shokubai Company, Ltd.		1,514,193
	152,009	Nippon Telegraph & Telephone Corporation		7,091,687
	29,300	Nippon Thompson Company, Ltd.		238,188
	18,100	Nishimatsu Construction Company, Ltd.		450,382
	7,400	Nishimatsuya Chain Company, Ltd.		83,758
	1,876,405	Nissan Motor Company, Ltd.		19,368,518
	22,100	Nisshin Oillio Group, Ltd.		616,523
	29,800	Nisshin Steel Company, Ltd.		351,127
	43,300	Nissin Kogyo Company, Ltd.		751,249
	30,717	Nitto Kogyo Corporation		475,932
	34,900	NSD Company, Ltd.		709,911
	496,400	NTN Corporation		2,076,545
	131,400	NTT DOCOMO, Inc.		3,349,838
	400	NuFlare Technology, Inc.		25,363
	7,400	Oiles Corporation		158,490
	11,500	Oki Electric Industry Company, Ltd.		152,033
	2,600	Okinawa Electric Power Company, Inc.		73,405
	3,700	Okuma Corporation		217,545
	50,600	Onward Holdings Company, Ltd.		440,862
	4,100	Open House Company, Ltd.		251,896
	212,600	ORIX Corporation		3,809,998
	477,600	Osaka Gas Company, Ltd.		9,498,958
	19,100	Paramount Bed Holdings Company, Ltd.		970,804
	2,500	Pasona Group, Inc.		54,146
	15,700	PC Depot Corporation		104,399
	800	Pepper Food Service Company, Ltd.		37,040
	290	Premier Investment Corporation		305,418
	156,000	Prima Meat Packers, Ltd.		877,933
	11,500	Qol Company, Ltd.		227,867
	8,600	Raito Kogyo Company, Ltd.		90,981
	42,900	Relo Group, Inc.		1,198,668
	4,700	Riken Vitamin Company, Ltd.		183,480


Shares		Common Stock (87.1%)	Value
	Japan (19.1%) - continued
	40,300	Rohm Company, Ltd.		$3,825,310
	55,400	ROHTO Pharmaceutical Company, Ltd.		1,559,028
	92,000	Round One Corporation		1,460,083
	60,100	Ryoyo Electro Corporation		967,836
	6,800	Saizeriya Company, Ltd.		193,258
	13,900	Sakai Moving Service Company, Ltd.		723,319
	106,500	Sangetsu Company, Ltd.		2,208,288
	6,200	Sanki Engineering Company, Ltd.		69,621
	128,100	Sankyo Company, Ltd.		4,481,254
	15,200	Sankyu, Inc.		756,320
	7,400	Sawai Pharmaceutical Company, Ltd.		325,415
	30,200	Seiko Holdings Corporation		721,342
	59,300	Seino Holdings Company, Ltd.		1,095,746
	45,800	Sekisui House, Ltd.		838,039
	64,900	Senko Group Holdings Company, Ltd.		507,842
	48,700	Senshu Ikeda Holdings, Inc.		186,587
	39,500	Shikoku Electric Power Company		475,993
	3,500	Shimachu Company, Ltd.		111,455
	43,300	SHIMAMURA Company, Ltd.		5,399,004
	5,300	Shindengen Electric Manufacturing Company, Ltd.		347,198
	78,400	Shinko Electric Industries Company, Ltd.		579,570
	225,500	ShinMaywa Industries, Ltd.		1,865,184
	23,500	Ship Healthcare Holdings, Inc.		834,759
	12,300	SHOWA Corporation		210,723
	14,400	Sintokogio, Ltd.		150,895
	28,200	Sodick Company, Ltd.		370,054
	87,900	SoftBank Group Corporation		6,556,572
	43,500	Square ENIX Holdings Company, Ltd.		1,964,611
	3,600	STUDIO ALICE Company, Inc.		87,609
	239,400	Sumitomo Corporation		4,010,556
	683,900	Sumitomo Electric Industries, Ltd.		10,452,390
	73,400	Sumitomo Heavy Industries, Ltd.		2,804,422
	4,000	Sumitomo Seika Chemicals Company, Ltd.		191,859
	13,600	Sun Frontier Fudousan Co., Ltd.		150,137
	96,700	Suzuki Motor Corporation		5,250,167
	24,400	Taiho Kogyo Company, Ltd.		353,433
	50,900	Taikisha, Ltd.		1,669,392
	57,400	Takara Holdings, Inc.		638,180
	260,400	Takara Leben Company, Ltd.		1,126,325
	71,000	Takeda Pharmaceutical Company, Ltd.		3,462,049
	1,400	Takeuchi Manufacturing Company, Ltd.		31,086
	16,000	Tatsuta Electric Wire and Cable Company, Ltd.		97,369
	13,600	TechnoPro Holdings, Inc.		820,850
	36,200	TIS, Inc.		1,447,449
	17,500	Toagosei Company, Ltd.		207,046
	25,000	Tokai Rika Company, Ltd.		509,985
	30,900	Tokyo Electron, Ltd.		5,716,226
	339,100	Tokyo Gas Company, Ltd.		9,060,820
	36,400	Tokyo Seimitsu Company, Ltd.		1,476,962
	248	Tokyu REIT, Inc.		336,756
	719,000	Toppan Printing Company, Ltd.		5,910,150
	4,000	Topy Industries, Ltd.		115,543
	63,400	Tosei Corporation		764,836
	85,000	Toshiba Machine Company, Ltd.		590,948
	22,800	Toyo Tanso Company, Ltd.		715,957
	172,900	Toyoda Gosei Company, Ltd.		4,004,284
	114,600	Toyota Motor Corporation		7,441,166
	317,000	Tsubakimoto Chain Company		2,591,404
	11,000	Tsumura & Company		382,310
	157,900	TV Asahi Holdings Corporation		3,490,489


Shares		Common Stock (87.1%)	Value
	Japan (19.1%) - continued
	57,600	ULVAC, Inc.		$3,258,663
	1,000	Unipres Corporation		22,711
	900	Universal Entertainment Corporation		41,576
	30,800	UNIZO Holdings Company, Ltd.		757,942
	5,700	Ushio, Inc.		76,533
	12,900	Wakita & Company, Ltd.		142,945
	66,000	West Japan Railway Company		4,679,188
	22,500	Yamato Kogyo Company, Ltd.		620,871
	20,500	Yodogawa Steel Works, Ltd.		547,682
	31,300	Yumeshin Holdings Company, Ltd.		349,445
	17,500	Zenkoku Hosho Company, Ltd.		769,013
	54,900	ZEON Corporation		797,606

		Total		381,495,576


	Jersey (<0.1%)
	213,128	Boohoo.Com PLC^a		443,796

		Total		443,796


	Luxembourg (0.4%)
	146,131	Arcelor Mittal^a		4,641,459
	1,258	Millicom International Cellular SA		86,091
	10,908	Oriflame Holdings AG		524,704
	200,618	Subsea 7 SA		2,582,286

		Total		7,834,540


	Malaysia (0.2%)
	602,400	Public Bank Berhad		3,745,494

		Total		3,745,494


	Mexico (0.7%)
	66,600	Fomento Economico Mexicano SAB de CV ADR		6,089,238
	211,000	Grupo Aeroportuario del Sureste, SAB de CV		3,556,360
	831,841	Grupo Financiero Banorte SAB de CV ADR		5,084,845

		Total		14,730,443


	Netherlands (3.3%)
	2,214	Aalberts Industries NV		112,826
	430,802	ABN AMRO Group NV^c		12,990,143
	20,625	ASM International NV		1,508,176
	93,288	ASR Nederland NV		3,988,831
	48,044	BE Semiconductor Industries NV		4,928,374
	74,385	Euronext NV^c		5,452,347
	41,841	Ferrari NV		5,029,784
	177,534	Fiat Chrysler Automobiles NV^a		3,621,039
	46,071	Koninklijke DSM NV^a		4,579,321
	76,081	NN Group NV		3,380,281
	3,659	NSI NV		153,751
	60,241	Philips Lighting NV^c		2,264,888
	152,902	RELX NV		3,169,493
	255,395	Unilever NV		14,415,898

		Total		65,595,152


	New Zealand (0.1%)
	161,229	a2 Milk Company, Ltd.^a		1,457,942
	266,355	Air New Zealand, Ltd.		624,125
	143,267	Infratil, Ltd.		322,121

		Total		2,404,188


	Norway (2.2%)
	187,910	Aker BP ASA		5,094,209
	3,548	Atea ASA^a		57,596
	8,257	Borregaard ASA		78,272
	1,005,843	DnB ASA		19,812,326


Shares		Common Stock (87.1%)	Value
	Norway (2.2%) - continued
	1,998,920	DNO International ASA^a		$3,171,228
	20,557	Entra ASA^c		280,628
	14,176	Europris ASA		45,720
	32,750	SalMar ASA		1,348,501
	29,370	SpareBank 1 Nord-Norge		233,400
	29,637	SpareBank 1 SMN		307,194
	539,466	Telenor ASA		12,268,067
	16,153	TGS Nopec Geophysical Company ASA		396,276

		Total		43,093,417


	Philippines (0.5%)
	24,760	Ayala Corporation		451,801
	7,136,500	Ayala Land, Inc.		5,647,409
	2,112,270	Bank of the Philippine Islands		4,758,383

		Total		10,857,593


	Poland (0.1%)
	77,848	Bank Pekao SA		2,808,207

		Total		2,808,207


	Portugal (0.6%)
	139,755	Altri SGPS SA		931,625
	6,184,256	Banco Espirito Santo SA^a,d,e		761
	244,600	CTT-Correios de Portugal SA		941,222
	244,119	Galp Energia SGPS SA		4,603,773
	162,346	Jeronimo Martins SGPS SA		2,952,849
	37,167	Navigator Company SA		218,971
	7,386	Semapa-Sociedade de Investimento e Gestao, SGPS SA		168,455
	2,159,596	Sonae		2,914,648

		Total		12,732,304


	Russia (0.3%)
	56,300	Lukoil ADR		3,887,151
	36,597	Magnit PJSC		2,966,883

		Total		6,854,034


	Singapore (0.5%)
	508,100	CapitaLand Retail China Trust		612,835
	90,000	China Aviation Oil (Singapore) Corporation, Ltd.		108,343
	58,900	OUE, Ltd.		82,011
	238,600	United Engineers, Ltd.		475,600
	198,300	United Overseas Bank, Ltd.		4,172,673
	177,900	Venture Corporation, Ltd.		3,847,420
	522,200	Yanlord Land Group, Ltd.		676,098

		Total		9,974,980


	South Africa (0.6%)
	228,984	Massmart Holdings, Ltd.		3,105,190
	364,900	MTN Group, Ltd.		3,668,495
	468,985	Truworths International, Ltd.		4,275,238

		Total		11,048,923


	South Korea (0.5%)
	6,377	Amorepacific Corporation		960,272
	16,691	Amorepacific Group		2,153,861
	8,068	LG Chem, Ltd.		2,945,056
	6,579	NAVER Corporation		4,896,249

		Total		10,955,438


	Spain (2.0%)
	52,109	ACS Actividades de Construccion y Servicios, SA^a		2,033,062
	78,311	Amadeus IT Holding SA		5,795,265
	24,769	Applus Services SA		322,930


Shares		Common Stock (87.1%)	Value
	Spain (2.0%) - continued
	269,309	Banco Bilbao Vizcaya Argentaria SA		$2,132,814
	2,029,186	Banco de Sabadell SA		4,150,562
	455,386	Bankinter SA		4,688,356
	2,535	CIE Automotive SA		90,575
	5,040	Construcciones y Auxiliar de Ferrocarriles SA		260,870
	238,669	Distribuidora Internacional de Alimentacion SA		1,014,451
	213,448	Ence Energia y Celulosa SA		1,611,155
	29,702	Hispania Activos Inmobiliarios SA		632,637
	35,118	International Consolidated Airlines Group SA		303,115
	8,997	Let’s GOWEX SA^a,d,e		1
	328,623	Mediaset Espana Comunicacion SA		3,347,556
	73,164	Melia Hotels International SA		1,035,699
	221,226	Merlin Properties Socimi SA		3,388,856
	92,523	NH Hotel Group SA		727,982
	12,826	Papeles y Cartones de Europa SA		223,996
	486,186	Repsol SA		8,642,278
	18,386	Telepizza Group SA^a,c		121,033
	2,207	Viscofan SA		152,406

		Total		40,675,599


	Sweden (2.5%)
	93,553	Atlas Copco AB, Class B		3,652,838
	139,723	Betsson AB^a		1,058,220
	12,112	Biotage AB		103,858
	85,235	Boliden AB		2,999,285
	3,142	Bonava AB		43,159
	10,282	Bure Equity AB		113,568
	49,933	Dometic Group AB^c		457,434
	4,222	Dustin Group AB		37,417
	116,231	Elekta AB		1,244,338
	41,138	Fastighets AB Baldera		1,035,302
	89,772	Granges AB		1,056,138
	17,781	Hemfosa Fastigheter AB		216,002
	3,598	Holmen AB^a		195,707
	85,506	JM AB		1,946,132
	88,755	Loomis AB		3,204,142
	176,878	NetEnt AB^a		892,883
	107,368	Nobina AB^c		694,365
	137,553	Nordea Bank AB		1,471,812
	1,122	Peab AB		10,130
	15,756	Resurs Holding AB		111,609
	211,327	Sandvik AB		3,871,769
	75,095	Scandic Hotels Group AB^c		720,322
	309,591	SKF AB^b		6,342,613
	502,067	SSAB AB, Class B^a		2,325,588
	701,296	Svenska Cellulosa AB SCA		7,494,464
	116,355	Swedish Orphan Biovitrum AB^a		2,083,458
	4,436	Vitrolife AB		315,006
	316,164	Volvo AB		5,787,184

		Total		49,484,743


	Switzerland (5.0%)
	27,326	Adecco SA		1,946,432
	1,106	Ascom Holding AG		23,544
	1,392	Bachem Holding AG		183,173
	4,469	Bobst Group SA		495,688
	1,867	Bossard Holding AG		383,666
	5,952	Cembra Money Bank AG		528,998
	219	Comet Holding AG^a		30,337
	350	Conzzeta AG		418,362
	85,880	Ferguson plc		6,459,007
	532,491	Ferrexpo plc		1,829,868
	94,556	GAM Holding AG^a		1,592,166


Shares		Common Stock (87.1%)	Value
	Switzerland (5.0%) - continued
	1,315	Georg Fischer AG		$1,760,617
	1,489,211	Glencore Xstrata plc^a		7,400,217
	261	Gurit Holding AG		212,730
	1,713	Inficon Holding AG		1,054,707
	2,008	Kardex AG		272,326
	22,252	Lonza Group AG		5,247,892
	208,130	Nestle SA		16,450,913
	127,083	Novartis AG		10,278,584
	169,981	OC Oerlikon Corporation AG^a		3,004,499
	40,827	Pargesa Holding SA		3,622,531
	5,577	Partners Group Holding AG		4,149,983
	600	Rieter Holding AG		117,575
	75,972	Roche Holding AG		17,427,759
	11,816	Roche Holding AG-BR		2,744,954
	284	Schweiter Technologies AG		337,984
	2,245	Siegfried Holding AG		756,244
	9,439	TE Connectivity, Ltd.		942,956
	6,037	Tecan Group AG		1,278,527
	29,049	Temenos Group AG		3,483,245
	6,653	Valora Holding AG		2,275,242
	6,314	Zurich Insurance Group AG		2,082,751

		Total		98,793,477


	Taiwan (0.7%)
	1,641,951	Taiwan Semiconductor Manufacturing Company, Ltd.		13,907,655

		Total		13,907,655


	Thailand (0.6%)
	396,750	Siam Cement pcl		6,271,450
	1,037,700	Siam Commercial Bank pcl		4,770,976

		Total		11,042,426


	Turkey (0.4%)
	746,182	Akbank TAS		1,814,369
	188,340	BIM Birlesik Magazalar AS		3,415,268
	663,900	Turkiye Garanti Bankasi AS		1,840,883

		Total		7,070,520


	United Kingdom (12.7%)
	241,720	3i Group plc		2,917,519
	65,474	Abcam plc		1,137,118
	278,811	Anglo American plc		6,494,794
	9,274	Ascential plc		54,278
	248,381	Ashmore Group plc		1,329,935
	164,360	Ashtead Group plc		4,481,551
	2,419	ASOS plc^a		236,642
	96,484	Associated British Foods plc		3,373,221
	5,520	Aveva Group plc		148,043
	174,778	Aviva plc		1,219,788
	137,082	BBA Aviation plc		617,233
	55,952	Bellway plc		2,394,463
	1,022,049	BHP Billiton plc		20,198,927
	21,110	Big Yellow Group plc		252,895
	31,531	Bodycote plc		396,674
	861,529	BP plc		5,811,089
	93,817	Brewin Dolphin Holdings plc		454,576
	119,686	British American Tobacco plc		6,918,657
	20,180	Carnival plc		1,298,851
	112,343	Coca-Cola HBC AG		4,157,431
	11,211	Dart Group plc		131,012
	8,630	Derwent London plc		375,663
	279,657	Diageo plc		9,457,897
	22,839	Dialog Semiconductor plc^a		543,923
	800,130	Direct Line Insurance Group plc		4,284,295
	185,382	Electrocomponents plc		1,561,461


Shares		Common Stock (87.1%)	Value
	United Kingdom (12.7%) - continued
	42,385	Elementis plc		$175,810
	4,422	EMIS Group plc		50,377
	10,299	Esure Group plc		31,362
	114,846	Fenner plc		981,273
	12,314	Fevertree Drinks plc		454,911
	30,018	Galliford Try plc		352,756
	10,006	Galliford Try plc, Right^a		39,308
	108,893	Grainger plc		441,486
	49,546	Halma plc		820,145
	611,460	Hansteen Holdings plc		1,095,561
	720,487	Hays plc		1,905,990
	542,953	Howden Joinery Group plc		3,514,464
	3,181,355	HSBC Holdings plc		29,875,127
	68,342	Ibstock plc^c		270,308
	253,398	Inchcape plc		2,456,778
	308,592	Intermediate Capital Group plc		4,262,305
	278,149	JD Sports Fashion plc		1,311,904
	412,377	Jupiter Fund Management plc		2,733,845
	12,184	Just Eat pcl^a		119,310
	275,104	KAZ Minerals plc^a		3,318,590
	841,546	Legal & General Group plc		3,049,127
	3,842,031	Lloyds TSB Group plc		3,494,806
	415,359	Man Group plc		1,001,587
	882,581	Marks and Spencer Group plc		3,352,436
	132,446	Mondi plc		3,559,889
	19,761	Moneysupermarket.com Group plc		79,541
	19,132	Morgan Advanced Materials plc		85,465
	309,603	National Express Group plc		1,678,505
	103,482	NEX Group plc		1,426,965
	33,605	Next plc		2,246,456
	79,560	NMC Health plc		3,793,795
	20,398	On the Beach Group plc^c		153,108
	110,691	OneSavings Bank plc		580,578
	743,058	PageGroup plc		5,599,583
	170,326	Paragon Banking Group plc		1,127,398
	100,104	Persimmon plc		3,552,907
	262,729	Prudential plc		6,565,236
	346,663	QinetiQ Group plc		1,004,467
	207,317	Redrow plc		1,732,303
	152,387	RELX plc		3,130,302
	4,986	Renishaw plc		315,314
	243,475	Rentokil Initial plc		927,882
	66,047	Rio Tinto plc		3,351,484
	240,217	Royal Bank Of Scotland Group plc^a		873,865
	201,790	Royal Dutch Shell plc, Class A		6,384,323
	475,847	Royal Dutch Shell plc, Class B		15,311,978
	1,249,754	Royal Mail plc		9,485,338
	71,629	Safestore Holdings plc		493,936
	142,519	Saga plc		225,548
	61,954	Savills plc		853,750
	68,009	Schroders plc		3,051,438
	166,003	Senior plc		701,823
	222,466	Smith & Nephew plc		4,161,661
	294,325	Smiths Group plc		6,260,676
	6,495	Spectris plc		245,822
	24,052	Spirax-Sarco Engineering plc		1,940,233
	589,409	SSP Group plc		5,063,052
	218,495	Standard Chartered plc		2,189,831
	158,134	Synthomer plc		1,066,856
	310,578	Thomas Cook Group plc		515,690
	85,155	Unilever plc		4,722,903
	51,449	UNITE Group plc		570,930
	100,526	Vesuvius plc		824,038
	15,080	Victrex plc		543,708
	13,595	WH Smith plc		372,753


Shares		Common Stock (87.1%)	Value
	United Kingdom (12.7%) - continued
	398,105	William Hill plc		$1,845,841

		Total		253,974,673


	United States (0.3%)
	27,832	Kulicke and Soffa Industries, Inc.^a		696,078
	135,100	Yum China Holding, Inc.		5,606,650

		Total		6,302,728



		Total Common Stock (cost $1,535,177,072)		1,737,656,800

Principal Amount		Long-Term Fixed Income (9.0%)
	Argentina (0.8%)
		Argentina Government International Bond
	$3,860,000	Zero Coupon, 2/8/2019^f		203,037
	1,150,000	24.226%, (BADLARPP + 2.5%), 3/11/2019^f,g		58,976
	1,450,000	24.809%, (BADLARPP + 3.25%), 3/1/2020^f,g		76,702
	900,000	Zero Coupon, 3/6/2020^f		47,117
	20,775,000	27.277%, (ARPP7DRR FLAT), 6/21/2020^f,g		1,105,152
	190,000	6.875%, 4/22/2021		201,400
	2,725,000	24.938%, (BADLARPP + 2%), 4/3/2022^f,g		138,734
	1,020,000	3.375%, 1/15/2023^h		1,241,505
	1,580,000	7.500%, 4/22/2026		1,687,440
	70,000	15.500%, 10/17/2026^f		3,677
	1,340,000	6.875%, 1/26/2027		1,366,130
	550,000	5.875%, 1/11/2028		517,275
	1,020,000	5.250%, 1/15/2028^h		1,223,684
	1,018,317	7.820%, 12/31/2033^h		1,400,265
	151,371	7.820%, 12/31/2033^h		210,003
	569,227	8.280%, 12/31/2033		610,212
	2,105,000	7.125%, 7/6/2036		2,026,063
	220,000	2.260%, 12/31/2038^h,i		187,053
	2,150,000	2.500%, 12/31/2038ⁱ		1,427,600
	150,000	6.250%, 11/9/2047^h		170,854
	1,370,000	6.875%, 1/11/2048		1,250,125
		Argentina Treasury Bond BONCER
	300,000	2.500%, 7/22/2021^f		20,876
		Cablevision SA
	160,000	6.500%, 6/15/2021		166,619
	150,000	6.500%, 6/15/2021^c		156,206
		Central Bank of Argentina
	16,475,000	Zero Coupon, 5/16/2018^f		784,223

		Total		16,280,928


	Bahrain (<0.1%)
		Bahrain Government International Bond
	470,000	6.750%, 9/20/2029^c		439,112

		Total		439,112


	Belize (<0.1%)
		Belize Government International Bond
	116,500	4.938%, 2/20/2034^*		69,172

		Total		69,172


	Bermuda (0.1%)
		Bermuda Government International Bond
	460,000	3.717%, 1/25/2027^c		448,500


Principal Amount		Long-Term Fixed Income (9.0%) Value
	Bermuda (0.1%) - continued
		Digicel, Ltd.
	$770,000	6.750%, 3/1/2023^c	$693,870
		Li & Fung, Ltd.
	1,170,000	6.000%, 5/25/2018^g,j	1,169,415
		TiVo Corporation
	320,000	6.000%, 4/15/2021	300,400

		Total	2,612,185


	Brazil (0.2%)
		Banco do Brasil SA/Cayman
	1,040,000	6.250%, 4/15/2024^g,j	946,400
	200,000	9.000%, 6/18/2024^g,j	214,072
		Brazil Government International Bond
	202,000	6.000%, 8/15/2050^k	212,700
		Brazil Loan Trust 1
	115,138	5.477%, 7/24/2023	120,146
	467,745	5.477%, 7/24/2023^*	488,092
		Brazil Minas SPE via State of Minas Gerais
	209,000	5.333%, 2/15/2028	208,686
	330,000	5.333%, 2/15/2028^*	329,505
		Brazil Notas do Tesouro Nacional Serie F
	2,150,000	10.000%, 1/1/2027^k	687,742
		Embraer Netherlands BV
	27,000	5.050%, 6/15/2025	27,692
		Itau Unibanco Holding SA
	420,000	6.125%, 12/12/2022^*,g,j	411,600
		Samarco Mineracao SA
	200,000	4.125%, 11/1/2022^l	147,602

		Total	3,794,237


	Cayman Islands (0.1%)
		Agromercantil Senior Trust
	110,000	6.250%, 4/10/2019	111,719
		China Evergrande Group
	210,000	8.250%, 3/23/2022	215,316
	240,000	8.750%, 6/28/2025	239,352
		Kaisa Group Holdings, Ltd.
	200,000	8.500%, 6/30/2022	186,877
	400,000	9.375%, 6/30/2024	372,244

		Total	1,125,508


	Chile (0.2%)
		Chile Government International Bond
	1,650,000	3.240%, 2/6/2028	1,617,825
		GNL Quintero SA
	710,000	4.634%, 7/31/2029^c	717,988
		Itau CorpBanca
	552,000	3.875%, 9/22/2019^c	556,175
		Sociedad Quimica y Minera de Chile SA
	120,000	5.500%, 4/21/2020	124,800
	210,000	3.625%, 4/3/2023	209,202
	448,000	4.375%, 1/28/2025^*	453,044

		Total	3,679,034


	Colombia (0.1%)
		Banco de Bogota SA
	1,260,000	6.250%, 5/12/2026^c	1,324,273
		Colombia Government International Bond
	280,000	2.625%, 3/15/2023	267,680


Principal Amount		Long-Term Fixed Income (9.0%)	Value
	Colombia (0.1%) - continued
	$360,000	4.500%, 1/28/2026		$372,060

		Total		1,964,013


	Costa Rica (0.2%)
		Banco de Costa Rica
	200,000	5.250%, 8/12/2018		200,990
	410,000	5.250%, 8/12/2018^c		412,030
		Banco Nacional de Costa Rica
	410,000	4.875%, 11/1/2018^c		410,000
		Costa Rica Government International Bond
	30,000	9.995%, 8/1/2020		33,472
	520,000	5.625%, 4/30/2043		468,286
	290,000	7.158%, 3/12/2045		302,180
	950,000	7.158%, 3/12/2045^c		989,900
		Ecopetrol SA
	120,000	7.625%, 7/23/2019		126,780

		Total		2,943,638


	Croatia (<0.1%)
		Croatia Government International Bond
	185,000	3.875%, 5/30/2022^h		252,901

		Total		252,901


	Dominican Republic (0.4%)
		Aeropuertos Dominicanos Siglo XXI SA
	590,000	6.750%, 3/30/2029^c		638,675
		Dominican Republic Government International Bond
	8,100,000	15.000%, 4/5/2019^m		174,829
	3,600,000	16.000%, 7/10/2020^m		84,122
	813,000	7.500%, 5/6/2021		864,569
	3,800,000	11.500%, 5/10/2024^m		83,323
	310,000	8.625%, 4/20/2027		365,800
	2,700,000	18.500%, 2/4/2028^*,m		78,662
	4,100,000	11.375%, 7/6/2029^m		87,438
	2,237,000	6.850%, 1/27/2045		2,410,367
	1,450,000	6.850%, 1/27/2045^c		1,562,375
	1,170,000	6.500%, 2/15/2048^c		1,210,950

		Total		7,561,110


	Ecuador (0.4%)
		Ecuador Government International Bond
	400,000	10.750%, 3/28/2022		437,600
	1,250,000	7.950%, 6/20/2024		1,240,625
	670,000	9.650%, 12/13/2026		706,850
	1,270,000	9.650%, 12/13/2026^c		1,339,850
	1,450,000	9.625%, 6/2/2027^c		1,552,515
	1,820,000	8.875%, 10/23/2027^c		1,852,214
	200,000	7.875%, 1/23/2028		192,540
	960,000	7.875%, 1/23/2028^c		924,192
		EP PetroEcuador
	78,947	7.925%, (LIBOR 3M + 5.63%), 9/24/2019^g		79,539

		Total		8,325,925


	Egypt (0.1%)
		Citigroup Global Markets Holdings, Inc.
	13,250,000	Zero Coupon, 5/10/2018^c,n		733,890
		Egypt Government International Bond
	250,000	8.500%, 1/31/2047		278,625


Principal Amount		Long-Term Fixed Income (9.0%)	Value
	Egypt (0.1%) - continued
	$1,500,000	7.903%, 2/21/2048^c		$1,577,148

		Total		2,589,663


	El Salvador (<0.1%)
		El Salvador Government International Bond
	100,000	7.375%, 12/1/2019		104,013
	90,000	7.750%, 1/24/2023		97,976
	295,000	6.375%, 1/18/2027		290,575
	110,000	8.625%, 2/28/2029^c		126,225
	20,000	8.250%, 4/10/2032		22,418

		Total		641,207

	France (<0.1%)
		CMA CGM SA
	110,000	5.250%, 1/15/2025^c,h		121,529

		Total		121,529


	Guatemala (0.2%)
		Agromercantil Senior Trust
	320,000	6.250%, 4/10/2019^c		325,001
		Guatemala Government International Bond
	850,000	5.750%, 6/6/2022		896,410
	760,000	4.500%, 5/3/2026^c		751,640
	210,000	4.500%, 5/3/2026		207,690
	820,000	4.375%, 6/5/2027^c		797,450
	380,000	4.875%, 2/13/2028^c		378,948
	780,000	4.875%, 2/13/2028		777,839

		Total		4,134,978


	Honduras (0.1%)
		Honduras Government International Bond
	610,000	8.750%, 12/16/2020^*		673,983
	675,000	8.750%, 12/16/2020		745,801

		Total		1,419,784


	Hong Kong (<0.1%)
		CNAC (HK) Finbridge Company, Ltd.
	400,000	4.125%, 7/19/2027		376,057

		Total		376,057


	Hungary (<0.1%)
		MFB Magyar Fejlesztesi Bank Zrt
	210,000	6.250%, 10/21/2020^c		224,533

		Total		224,533


	India (0.1%)
		Bank of Baroda
	1,700,000	4.875%, 7/23/2019		1,730,517
		Hindustan Petroleum Corporation, Ltd.
	200,000	4.000%, 7/12/2027		191,222
		NTPC, Ltd.
	150,000	2.750%, 2/1/2027h		188,075
		Reliance Industries, Ltd.
	570,000	3.667%, 11/30/2027^c		538,093

		Total		2,647,907


	Indonesia (0.9%)
		Indonesia Government International Bond
	360,000	2.625%, 6/14/2023^c,h		470,314
	470,000	5.375%, 10/17/2023		505,233


Principal Amount		Long-Term Fixed Income (9.0%)	Value
	Indonesia (0.9%) - continued
	$1,840,000	5.875%, 1/15/2024		$2,021,792
	1,070,000	3.375%, 7/30/2025^h		1,445,029
	210,000	4.750%, 1/8/2026		219,343
	1,340,000	4.750%, 1/8/2026^c		1,399,618
	1,370,000	3.750%, 6/14/2028^h		1,907,727
	360,000	3.750%, 6/14/2028^c,h		501,301
	585,000	8.500%, 10/12/2035		830,406
	200,000	6.625%, 2/17/2037		242,227
	750,000	5.250%, 1/17/2042		788,553
	200,000	6.750%, 1/15/2044		251,380
	210,000	5.250%, 1/8/2047		223,028
		Perusahaan Penerbit SBSN Indonesia III
	200,000	4.000%, 11/21/2018^c		201,350
	230,000	3.400%, 3/29/2022^c		226,849
	320,000	4.325%, 5/28/2025		322,848
	320,000	4.325%, 5/28/2025^c		322,848
	200,000	4.550%, 3/29/2026		204,434
	200,000	4.550%, 3/29/2026^c		204,434
	2,170,000	4.150%, 3/29/2027^c		2,148,300
	3,000,000	4.400%, 3/1/2028^c		3,022,500

		Total		17,459,514


	Ireland (0.1%)
		Credit Bank of Moscow PJSC
	400,000	8.875%, 11/10/2022^g,j		363,200
	380,000	7.500%, 10/5/2027^g		352,289
		Phosagro OAO
	410,000	3.949%, 4/24/2023^c		401,677

		Total		1,117,166


	Isle of Man (<0.1%)
		Gohl Capital, Ltd.
	700,000	4.250%, 1/24/2027		688,310

		Total		688,310


	Israel (<0.1%)
		Delek and Avner Yam Tethys, Ltd.
	88,000	3.839%, 12/30/2018^c		87,980

		Total		87,980


	Italy (0.1%)
		Wind Tre SPA
	130,000	2.625%, 1/20/2023^h		144,154
	550,000	2.625%, 1/20/2023^c,h		609,881
	260,000	3.125%, 1/20/2025^c,h		281,927
	460,000	5.000%, 1/20/2026^c		389,675

		Total		1,425,637


	Japan (0.1%)
		SoftBank Group Corporation
	890,000	6.000%, 7/19/2023^g,j		838,825
	220,000	4.750%, 9/19/2024		212,832
	280,000	3.125%, 9/19/2025^h		323,028
		Universal Entertainment Corporation
	515,766	5.817%, PIK 2.683%, 8/24/2020^*,o		525,437

		Total		1,900,122


	Kenya (0.1%)
		Kenya Government International Bond
	970,000	6.875%, 6/24/2024		1,012,721
	830,000	7.250%, 2/28/2028^c		867,566


Principal Amount		Long-Term Fixed Income (9.0%)	Value
	Kenya (0.1%) - continued
	$640,000	8.250%, 2/28/2048^c		$685,043

		Total		2,565,330


	Kuwait (<0.1%)
		Kuwait Government International Bond
	230,000	3.500%, 3/20/2027^c		225,439
		State of Kuwait
	670,000	3.500%, 3/20/2027		656,713

		Total		882,152


	Luxembourg (0.1%)
		Altice Financing SA
	290,000	6.625%, 2/15/2023^c		287,100
	280,000	7.500%, 5/15/2026^c		274,400
	720,000	7.500%, 5/15/2026		705,600
		Millicom International Cellular SA
	200,000	5.125%, 1/15/2028c		190,750
		Sberbank of Russia Via SB Capital SA
	410,000	5.500%, 2/26/2024^g		413,075
		Telefonica Celular del Paraguay SA
	400,000	6.750%, 12/13/2022		408,792

		Total		2,279,717


	Macedonia, The Former Yugoslav Republic Of (0.1%)
		Macedonia Government International Bond
	570,000	5.625%, 7/26/2023^c,h		817,958
	420,000	2.750%, 1/18/2025^h		516,252
	790,000	2.750%, 1/18/2025^c,h		970,841

		Total		2,305,051


	Mauritius (0.1%)
		Greenko Investment Company
	200,000	4.875%, 8/16/2023		187,998
	200,000	4.875%, 8/16/2023^c		187,998
		MTN Mauritius Investment, Ltd.
	210,000	6.500%, 10/13/2026^c		221,025
		Neerg Energy, Ltd.
	200,000	6.000%, 2/13/2022		197,263
	400,000	6.000%, 2/13/2022^c		394,525

		Total		1,188,809


	Mexico (0.6%)
		America Movil SAB de CV
	2,600,000	6.000%, 6/9/2019^p		138,219
		Banco Mercantil del Norte SA
	310,000	6.875%, 7/6/2022^c,g,j		318,912
		BBVA Bancomer SA
	270,000	5.125%, 1/18/2033^c,g		259,200
		Cemex SAB de CV
	100,000	2.750%, 12/5/2024^c,h		121,815
		Gruma, SAB de CV
	340,000	4.875%, 12/1/2024^c		351,900
		Mexican Bonos
	5,484,900	6.500%, 6/9/2022^p		293,865
	24,205,400	7.500%, 6/3/2027^p		1,347,804
		Mexico Government International Bond
	214,000	5.750%, 10/12/2110		217,745
	630,000	3.750%, 1/11/2028		609,210
	50,000	4.750%, 3/8/2044		48,625
	370,000	4.350%, 1/15/2047		338,136
	1,130,000	4.600%, 2/10/2048		1,071,805


Principal Amount		Long-Term Fixed Income (9.0%)	Value
	Mexico (0.6%) - continued
		Petroleos Mexicanos
	$10,000	4.875%, 1/24/2022		$10,249
	260,000	5.375%, 3/13/2022		269,750
	1,810,000	5.125%, 3/15/2023^h		2,534,458
	265,000	6.875%, 8/4/2026		290,122
	560,000	6.500%, 3/13/2027^c		598,080
	850,000	6.500%, 3/13/2027		907,800
	60,000	6.375%, 1/23/2045		58,320
	360,000	6.750%, 9/21/2047^c		364,277
	196,000	6.750%, 9/21/2047		198,328
	210,000	6.350%, 2/12/2048^c		202,912
		Unifin Financiera SAB de CV SOFOM ENR
	470,000	7.375%, 2/12/2026^c		458,993

		Total		11,010,525


	Montenegro (<0.1%)
		Montenegro Government International Bond
	200,000	3.875%, 3/18/2020^c,h		255,318

		Total		255,318


	Netherlands (0.2%)
		Embraer Netherlands Finance BV
	30,000	5.400%, 2/1/2027		31,698
		Greenko Dutch BV
	690,000	5.250%, 7/24/2024^c		661,710
		Lukoil International Finance BV
	200,000	4.750%, 11/2/2026		202,637
		Metinvest BV
	99,156	9.373%, PIK 0.000%, 12/31/2021^o		103,741
	228,058	9.373%, PIK 0.000%, 12/31/2021^o		238,606
		Petrobras Global Finance BV
	1,310,000	6.125%, 1/17/2022		1,399,735
	201,000	5.299%, 1/27/2025^c		198,487
		Syngenta Finance NV
	200,000	1.250%, 9/10/2027^h		210,301

		Total		3,046,915


	Nigeria (0.2%)
		Nigeria Government International Bond
	274,000	6.750%, 1/28/2021		288,444
	120,000	5.625%, 6/27/2022		122,400
	320,000	6.375%, 7/12/2023		336,413
	710,000	6.500%, 11/28/2027^c		719,272
	810,000	7.143%, 2/23/2030c		840,375
	1,170,000	7.875%, 2/16/2032		1,273,709
	880,000	7.696%, 2/23/2038^c		926,165
	220,000	7.625%, 11/28/2047^c		227,735

		Total		4,734,513


	Oman (0.1%)
		Oman Government International Bond
	2,260,000	6.750%, 1/17/2048^c		2,168,624

		Total		2,168,624


	Pakistan (0.2%)
		Pakistan Government International Bond
	210,000	6.750%, 12/3/2019^*		214,337
	2,170,000	6.875%, 12/5/2027^c		2,047,968


Principal Amount		Long-Term Fixed Income (9.0%)	Value
	Pakistan (0.2%) - continued
		Third Pakistan International Sukuk Company, Ltd.
	$640,000	5.625%, 12/5/2022^c		$616,525

		Total		2,878,830


	Panama (<0.1%)
		Panama Notas del Tesoro
	110,000	4.875%, 2/5/2021		116,050

		Total		116,050


	Paraguay (0.2%)
		Banco Regional SAECA
	196,000	8.125%, 1/24/2019		202,409
	590,000	8.125%, 1/24/2019^c		609,293
		Paraguay Government International Bond
	330,000	4.625%, 1/25/2023		338,844
	200,000	5.000%, 4/15/2026		208,500
	580,000	5.000%, 4/15/2026^c		604,650
	730,000	4.700%, 3/27/2027^c		739,125
	530,000	6.100%, 8/11/2044		569,750
	350,000	5.600%, 3/13/2048^c		356,125

		Total		3,628,696


	Peru (0.1%)
		Abengoa Transmision Sur SA
	198,740	6.875%, 4/30/2043		216,627
	586,283	6.875%, 4/30/2043*		639,048
		Corporacion Lindley SA
	70,000	6.750%, 11/23/2021*		75,075
	690,000	6.750%, 11/23/2021		740,025
	92,000	4.625%, 4/12/2023		92,690
	100,000	4.625%, 4/12/2023^c		100,750

		Total		1,864,215


	Romania (0.1%)
		Romania Government International Bond
	880,000	4.375%, 8/22/2023		904,200
	150,000	4.875%, 1/22/2024		158,077
	500,000	2.375%, 4/19/2027^c,h		626,761
	150,000	3.875%, 10/29/2035^h		198,543
	580,000	3.375%, 2/8/2038^c,h		713,662

		Total		2,601,243


	Russia (0.2%)
		Gazprom OAO Via Gaz Capital SA
	420,000	7.288%, 8/16/2037		495,126
		Lukoil International Finance BV
	310,000	6.125%, 11/9/2020		328,415
		Russia Government International Bond
	400,000	4.500%, 4/4/2022^c		412,384
	400,000	4.875%, 9/16/2023^c		420,958
	200,000	4.750%, 5/27/2026^c		206,643
	1,800,000	4.750%, 5/27/2026		1,859,789
	200,000	4.250%, 6/23/2027^c		199,000
	200,000	5.250%, 6/23/2047^c		199,760

		Total		4,122,075


Principal Amount		Long-Term Fixed Income (9.0%)	Value
	Senegal (<0.1%)
		Senegal Government International Bond
	$650,000	4.750%, 3/13/2028^c,h		$799,669

		Total		799,669


	Singapore (<0.1%)
		ABJA Investment Company Pte, Ltd.
	200,000	5.450%, 1/24/2028		186,388

		Total		186,388


	South Africa (0.5%)
		Eskom Holdings SOC, Ltd.
	240,000	5.750%, 1/26/2021		237,765
	620,000	6.750%, 8/6/2023		626,975
	400,000	7.125%, 2/11/2025		408,345
		South Africa Government International Bond
	1,529,000	5.875%, 9/16/2025		1,628,309
	480,000	4.875%, 4/14/2026		478,560
	400,000	4.850%, 9/27/2027		394,480
	650,000	4.300%, 10/12/2028		608,179
	2,420,000	8.000%, 1/31/2030^q		198,853
	6,330,000	7.000%, 2/28/2031^q		474,722
	19,540,000	8.250%, 3/31/2032^q		1,619,968
	2,290,000	8.875%, 2/28/2035^q		196,150
	4,090,000	6.250%, 3/31/2036^q		268,758
	2,700,000	8.500%, 1/31/2037^q		221,846
	4,630,000	9.000%, 1/31/2040^q		395,396
	1,280,000	6.500%, 2/28/2041^q		83,513
	6,060,000	8.750%, 1/31/2044^q		503,208
	1,870,000	5.650%, 9/27/2047		1,846,999
		ZAR Sovereign Capital Fund Propriety, Ltd.
	240,000	3.903%, 6/24/2020		241,440

		Total		10,433,466


	South Korea (<0.1%)
		Shinsegae, Inc.
	200,000	2.625%, 5/8/2045^g		194,910

		Total		194,910


	Sri Lanka (0.2%)
		Sri Lanka Government International Bond
	200,000	5.125%, 4/11/2019		202,039
	210,000	6.250%, 10/4/2020		217,683
	171,000	6.250%, 10/4/2020^c		177,256
	340,000	5.750%, 1/18/2022^c		343,760
	200,000	6.125%, 6/3/2025		199,216
	200,000	6.850%, 11/3/2025		206,966
	1,520,000	6.850%, 11/3/2025^c		1,572,943
	390,000	6.825%, 7/18/2026		400,938
	640,000	6.200%, 5/11/2027		629,546

		Total		3,950,347


	Supranational (<0.1%)
		Eastern and Southern African Trade and Development Bank
	400,000	5.375%, 3/14/2022		407,800

		Total		407,800


	Suriname (0.1%)
		Suriname Government International Bond
	480,000	9.250%, 10/26/2026		492,000


Principal Amount		Long-Term Fixed Income (9.0%)	Value
	Suriname (0.1%) - continued
	$630,000	9.250%, 10/26/2026^c		$645,750

		Total		1,137,750


	Tajikistan (<0.1%)
		Tajikistan Government International Bond
	230,000	7.125%, 9/14/2027^c		213,037

		Total		213,037


	Tunisia (<0.1%)
		Tunisia Government International Bond
	100,000	5.625%, 2/17/2024^h		125,741

		Total		125,741


	Turkey (0.7%)
		Export Credit Bank of Turkey
	200,000	5.875%, 4/24/2019		203,218
		Hazine Mustesarligi Varlik Kiralama AS
	1,770,000	5.004%, 4/6/2023^c		1,782,634
		TC Ziraat Bankasi AS
	200,000	5.125%, 9/29/2023^c		193,000
		Turkey Government International Bond
	1,000,000	7.000%, 6/5/2020		1,059,530
	1,596,000	6.250%, 9/26/2022		1,690,474
	200,000	3.250%, 3/23/2023		185,580
	2,235,000	5.750%, 3/22/2024		2,290,875
	53,000	7.375%, 2/5/2025		58,734
	1,080,000	3.250%, 6/14/2025^h		1,330,126
	652,000	4.250%, 4/14/2026		593,719
	200,000	4.875%, 10/9/2026		188,500
	315,000	6.000%, 3/25/2027		318,963
	380,000	5.125%, 2/17/2028		358,823
	20,000	6.875%, 3/17/2036		20,789
	410,000	6.000%, 1/14/2041		383,350
	510,000	4.875%, 4/16/2043		411,825
	2,730,000	5.750%, 5/11/2047		2,425,605

		Total		13,495,745


	Ukraine (0.1%)
		MHP SA
	200,000	8.250%, 4/2/2020		217,191
		Ukraine Government International Bond
	260,000	7.750%, 9/1/2021		272,189
	340,000	7.750%, 9/1/2022		354,280
	180,000	7.750%, 9/1/2023		186,141
	800,000	7.750%, 9/1/2024		823,659
	720,000	7.750%, 9/1/2025		737,181

		Total		2,590,641


	United Arab Emirates (0.3%)
		Aabar Investments PJSC, Convertible
	100,000	1.000%, 3/27/2022^h		109,654
		Abu Dhabi Crude Oil Pipeline, LLC
	1,770,000	4.600%, 11/2/2047^c		1,719,555
		Abu Dhabi Government International Bond
	1,100,000	3.125%, 5/3/2026		1,059,850
	1,150,000	3.125%, 10/11/2027^c		1,086,750
		Dolphin Energy, Ltd.
	93,440	5.888%, 6/15/2019		95,299
	250,000	5.500%, 12/15/2021		265,883


Principal Amount		Long-Term Fixed Income (9.0%)	Value
	United Arab Emirates (0.3%) - continued
		Ruwais Power Company PJSC
	$200,000	6.000%, 8/31/2036		$228,146
	200,000	6.000%, 8/31/2036^c		228,146

		Total		4,793,283


	United Kingdom (<0.1%)
		HSBC Bank plc
	6,900,000	Zero Coupon, 6/7/2018^r		379,116

		Total		379,116


	United States (0.2%)
		Cemex Finance, LLC.
	350,000	4.625%, 6/15/2024^h		459,150
		Citigroup Global Markets Holdings, Inc.
	6,830,000	Zero Coupon, 10/11/2018^c,s		352,657
	7,000,000	Zero Coupon, 11/1/2018^c,s		357,948
	7,000,000	Zero Coupon, 11/29/2018^c,s		354,296
		Comcel Trust
	200,000	6.875%, 2/6/2024^c		208,644
	210,000	6.875%, 2/6/2024		219,076
		Commonwealth of Puerto Rico G.O.
	605,000	8.000%, 7/1/2035, Ser. A^e,l		257,125
		Commonwealth of Puerto Rico Public Improvement G.O.
	105,000	5.750%, 7/1/2041, Ser. A^e,l		45,413
		Commonwealth of Puerto Rico Public Improvement Refg. G.O.
	5,000	5.750%, 7/1/2028, Ser. A^e,l		2,162
	75,000	5.500%, 7/1/2032, Ser. A^e,l		33,562
		JPMorgan Chase
	7,300,000	Zero Coupon, 2/7/2019^s		362,056
		Puerto Rico Sales Tax Financing Corporation Refg. Rev.
	5,000	6.130%, 8/1/2028^e,l		3,000
	15,000	6.130%, 8/1/2030^e,l		9,000
	125,000	6.000%, 8/1/2031^e,l		75,000
	20,000	6.000%, 8/1/2032^e,l		12,000
	10,000	4.850%, 8/1/2036^e,l		5,500
	25,000	6.050%, 8/1/2037^e,l		15,000
	20,000	6.130%, 8/1/2037^e,l		12,000
	20,000	5.375%, 8/1/2038, Ser. C^e,l		4,700
	95,000	6.000%, 8/1/2038^e,l		57,000
	35,000	6.130%, 8/1/2038^e,l		21,000
	5,000	6.050%, 8/1/2039^e,l		3,000
	5,000	5.000%, 8/1/2043, Ser. A-1^e,l		1,175
		Puerto Rico Sales Tax Financing Corporation Rev.
	45,000	5.250%, 8/1/2057^e,l		27,225
	25,000	5.750%, 8/1/2057^e,l		15,000
	10,000	5.000%, 8/1/2021^e,l		5,850
	225,000	5.250%, 8/1/2027, Ser. A^e,l		52,875
	25,000	5.500%, 8/1/2028, Ser. A^e,l		5,875
	25,000	6.130%, 8/1/2029^e,l		15,000
	150,000	6.750%, 8/1/2032, Ser. A^e,l		35,250
	185,000	6.050%, 8/1/2036^e,l		111,000
	15,000	5.375%, 8/1/2039, Ser. A^e,l		3,525
	150,000	5.000%, 8/1/2040^e,l		87,750
	185,000	5.250%, 8/1/2040^e,l		108,225
	90,000	5.500%, 8/1/2042, Ser. A^e,l		21,150
	55,000	5.000%, 8/1/2046^e,l		32,175
		Reliance Holding USA, Inc
	250,000	5.400%, 2/14/2022		264,090

		Total		3,655,454


Principal Amount		Long-Term Fixed Income (9.0%)	Value
	Venezuela (0.4%)
		Petroleos de Venezuela SA
	$11,370,000	6.000%, 10/28/2022^l		$2,677,635
	7,010,000	6.000%, 5/16/2024^l		1,910,225
	1,486,000	6.000%, 11/15/2026^l		401,220
	1,410,000	5.375%, 4/12/2027		386,199
	210,000	5.500%, 4/12/2037		60,375
		Venezuela Government International Bond
	1,861,000	9.250%, 5/7/2028^l		550,298

		Total		5,985,952


	Vietnam (<0.1%)
		Debt and Asset Trading Corporation
	200,000	1.000%, 10/10/2025		140,379

		Total		140,379


	Virgin Islands, British (<0.1%)
		Central American Bottling Corporation
	240,000	5.750%, 1/31/2027^c		246,362
		Huarong Finance II Company, Ltd.
	200,000	5.000%, 11/19/2025		201,897

		Total		448,259


	Zambia (<0.1%)
		Zambia Government International Bond
	378,000	5.375%, 9/20/2022		359,025
	200,000	8.500%, 4/14/2024		209,000
	320,000	8.970%, 7/30/2027^c		337,359

		Total		905,384



		Total Long-Term Fixed Income (cost $179,567,448)		179,373,534


Shares		Preferred Stock (1.1%)
	Germany (0.2%)
	6,536	Draegerwerk AG & Company KGaA		621,233
	23,769	Henkel AG & Company KGaA		3,124,511

		Total		3,745,744


	South Korea (0.9%)
	9,494	Samsung Electronics Company, Ltd.		18,256,327

		Total		18,256,327



		Total Preferred Stock (cost $14,383,726)		22,002,071


Shares		Collateral Held for Securities Loaned (0.4%)
	8,663,117	Thrivent Cash Management Trust		8,663,117

		Total Collateral Held for Securities Loaned (cost $8,663,117)		8,663,117


Shares or Principal Amount		Short-Term Investments (1.9%)
		Banco del Estado de Chile
	796,000	2.377%, (LIBOR 1M + 0.5%), 9/28/2018^g,t		795,916
		China Construction Bank Corporation
	993,000	2.370%, 5/14/2018^c,t		989,976
		Dominion Resources, Inc.
	315,000	2.680%, 6/22/2018t		313,150


Shares or Principal Amount		Short-Term Investments (1.9%)	Value
		Electricite de France
	868,000	2.320%, 4/27/2018^t		$866,415
		Federal Home Loan Bank Discount Notes
	300,000	1.500%, 4/3/2018^t,u		299,986
	400,000	1.458%, 4/11/2018^t,u		399,834
	100,000	1.620%, 5/2/2018^t,u		99,858
	200,000	1.500%, 5/4/2018^t,u		199,698
	2,800,000	1.670%, 6/6/2018^t,u		2,791,303
		HP, Inc.
	556,000	2.550%, 4/27/2018^c,t		555,152
		Marriott International, Inc.
	653,000	2.510%, 5/9/2018^t		651,280
		Potash Corporation of Saskatchewan
	460,000	2.570%, 5/31/2018^t		458,081
	500,000	2.820%, 6/11/2018^c,t		497,497
		Schlumberger Holdings Corporation
	251,000	2.580%, 5/29/2018^c,t		250,033
		Sempra Global
	526,000	2.750%, 6/25/2018^c,t		522,784
		Southern Company
	458,000	2.750%, 6/21/2018^c,t		455,348
		Thrivent Core Short-Term Reserve Fund
	2,747,993	1.940%		27,479,931
		United Overseas Bank, Ltd.
	993,000	2.400%, 7/27/2018^c,t		985,387

		Total Short-Term Investments (cost $38,609,760)		38,611,629

		Total Investments (cost $1,776,401,123) 99.5%		$1,986,307,151

		Other Assets and Liabilities, Net 0.5%		9,618,874

		Total Net Assets 100.0%		$1,995,926,025

a	Non-income producing security.

b	All or a portion of the security is on loan.

d	Security is valued using significant unobservable inputs. Further information on valuation can be found in the Notes to Financial Statements.

e	In bankruptcy. Interest is not being accrued.

f	Principal amount is displayed in Argentine Pesos.

h	Principal amount is displayed in Euros.

i	Denotes step coupon securities. Step coupon securities pay an initial coupon rate for the first period and then different coupon rates for following periods. The rate shown is as of March 29, 2018.

j	Denotes perpetual securities. Perpetual securities pay an indefinite stream of interest and have no contractual maturity date. Date shown, if applicable, is next call date.

k	Principal amount is displayed in Brazilian Real.

l	Defaulted security. Interest is not being accrued.

m	Principal amount is displayed in Dominican Republic Pesos.

n	Principal amount is displayed in Egyptian Pounds. Security is linked to Egypt Government International Bond due 5/8/2018

o	Denotes payment-in-kind security. The security paid an interest or dividend payment with additional fixed income or equity securities in lieu of, or in addition to a cash payment. The cash rate and/or payment-in-kind rate shown are as of March 29, 2018.

p	Principal amount is displayed in Mexican Pesos.

q	Principal amount is displayed in South African Rand.

r	Principal amount is displayed in Egyptian Pounds. Security is linked to Egypt Government International Bond due 6/5/2018

s	Principal amount is displayed in Egyptian Pounds.

t	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

u	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

Denotes restricted securities. Restricted securities are investment securities which cannot be offered for public sale without first being registered under the Securities Act of 1933. The value of all restricted securities held in Partner Worldwide Allocation Portfolio as of March 29, 2018 was $3,957,955 or 0.2% of total net assets. The following table indicates the acquisition date and cost of restricted securities shown in the schedule as of March 29, 2018.


Security	Acquisition Date		Cost
Abengoa Transmision Sur SA, 4/30/2043		4/8/2014	$	586,253
Belize Government International Bond, 2/20/2034		3/22/2017		76,842
Brazil Loan Trust 1, 7/24/2023		7/25/2013		477,864
Brazil Minas SPE via State of Minas Gerais, 2/15/2028		3/22/2013		322,570
Corporacion Lindley SA, 11/23/2021		11/18/2011		70,000


Security	Acquisition Date		Cost
Dominican Republic Government International Bond, 2/4/2028		3/6/2013	$	76,637
Honduras Government International Bond, 12/16/2020		12/11/2013		610,000
Itau Unibanco Holding SA, 12/12/2022		12/5/2017		420,000
Pakistan Government International Bond, 12/3/2019		11/26/2014		210,000
Sociedad Quimica y Minera de Chile SA, 1/28/2025		10/23/2014		445,357
Universal Entertainment Corporation, 8/24/2020		10/18/2016		518,331

The following table presents the total amount of securities loaned with continuous maturity, by type, offset by the gross payable upon return of collateral for securities loaned by Thrivent Partner Worldwide Allocation Portfolio as of March 29, 2018:


Securities Lending Transactions
Common Stock	$	7,562,679
Total lending	$	7,562,679
Gross amount payable upon return of collateral for securities loaned	$	8,663,117
Net amounts due to counterparty	$	1,100,438

Definitions:


ADR	-	American Depositary Receipt, which are certificates for an underlying foreign security’s shares held by an issuing U.S. depository bank.
GDR	-	Global Depository Receipts, which are certificates for shares of an underlying foreign security’s shares held by an issuing depository bank from more than one country.
G.O.	-	General Obligation
PIK	-	Payment-In-Kind
Refg.	-	Refunding
REIT	-	Real Estate Investment Trust is a company that buys, develops, manages and/or sells real estate assets.
Rev.	-	Revenue
Ser.	-	Series

Reference Rate Index:


ARPP7DRR	-	Argentina Central Bank 7 Day Repo
		Reference Rate
BADLARPP	-	Argentina Deposit Rates Badlar Private
		Banks
LIBOR 1M	-	ICE Libor USD Rate 1 Month
LIBOR 3M	-	ICE Libor USD Rate 3 Month

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Partner Worldwide Allocation Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Partner Worldwide Allocation Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $4,585,323 were pledged as the initial margin deposit for these contracts.

The following table presents Partner Worldwide Allocation Portfolio’s foreign currency forward contracts held as of March 29, 2018.

A summary of transactions (in thousands) for the fiscal year to date, in Partner Worldwide Allocation Portfolio, is as follows:


Shares		Common Stock (99.6%)	Value
	Consumer Discretionary (0.2%)
	2,500	Carnival Corporation		$163,950
	5,000	MGM Resorts International		175,100

		Total		339,050


	Diversified REITS (4.0%)
	11,292	American Assets Trust, Inc.		377,266
	12,450	Armada Hoffler Properties, Inc.		170,441
	18,387	Colony NorthStar, Inc.		103,335
	29,919	Empire State Realty Trust, Inc.		502,340
	32,493	Forest City Realty Trust, Inc.		658,308
	35,901	Gramercy Property Trust		780,129
	28,414	Lexington Realty Trust		223,618
	24,543	Liberty Property Trust		975,093
	1,058	PS Business Parks, Inc.		119,596
	88,760	Spirit Realty Capital, Inc.		688,778
	41,046	Store Capital Corporation		1,018,762
	69,734	VEREIT, Inc.		485,349
	9,515	Washington REIT		259,759
	10,500	Winthrop Realty Trust Liquidation Escrow^a,b		59,220
	3,450	WP Carey, Inc.		213,865

		Total		6,635,859


	Health Care REITs (7.5%)
	29,511	Brookdale Senior Living, Inc.^b		198,019
	600	CareTrust REIT, Inc.		8,040
	69,942	HCP, Inc.		1,624,753
	33,762	Healthcare Realty Trust, Inc.		935,545
	60,419	Healthcare Trust of America, Inc.		1,598,082
	19,564	Medical Properties Trust, Inc.		254,332
	6,820	National Health Investors, Inc.		458,918
	7,471	Omega Healthcare Investors, Inc.		202,016
	59,270	Physicians Realty Trust		922,834
	24,859	Sabra Health Care REIT, Inc.		438,761
	17,822	Senior Housing Property Trust		279,092
	49,820	Ventas, Inc.		2,467,585
	57,877	Welltower, Inc.		3,150,245

		Total		12,538,222


	Homebuilding (0.2%)
	13,000	Taylor Morrison Home Corporation^b		302,640

		Total		302,640


	Hotel & Resort REITs (6.6%)
	12,300	Apple Hospitality REIT, Inc.		216,111
	6,000	Ashford Hospitality Prime, Inc.		58,320
	12,787	Chatham Lodging Trust		244,871
	16,783	Chesapeake Lodging Trust		466,735
	53,695	DiamondRock Hospitality Company		560,576
	8,786	Hersha Hospitality Trust		157,269
	16,633	Hilton Worldwide Holdings, Inc.		1,310,015
	17,449	Hospitality Properties Trust		442,158
	123,729	Host Hotels & Resorts, Inc.		2,306,308
	14,805	LaSalle Hotel Properties		429,493
	3,500	Marriott International, Inc.		475,930
	25,250	MGM Growth Properties, LLC		670,135
	35,500	Park Hotels & Resorts, Inc.		959,210
	16,674	Pebblebrook Hotel Trust		572,752
	33,084	RLJ Lodging Trust		643,153
	1,800	Ryman Hospitality Properties		139,410
	23,252	Summit Hotel Properties, Inc.		316,460
	76,031	Sunstone Hotel Investors, Inc.		1,157,192

		Total		11,126,098


	Industrial REITS (8.6%)
	19,016	DCT Industrial Trust, Inc.		1,071,361


Shares		Common Stock (99.6%)	Value
	Industrial REITS (8.6%) - continued
	81,870	Duke Realty Corporation		$2,167,918
	6,524	EastGroup Properties, Inc.		539,274
	42,696	First Industrial Realty Trust, Inc.		1,248,004
	5,450	Monmouth Real Estate Investment Corporation		81,968
	123,882	Prologis, Inc.		7,803,327
	29,578	Rexford Industrial Realty, Inc.		851,551
	12,400	STAG Industrial, Inc.		296,608
	9,608	Terreno Realty Corporation		331,572

		Total		14,391,583


	Information Technology (0.6%)
	14,750	InterXion Holding NV^b		916,123

		Total		916,123


	Mortgage REITS (0.4%)
	19,500	AGNC Investment Corporation		368,940
	10,000	Starwood Property Trust, Inc.		209,500
	4,500	Two Harbors Investment Corporation		69,165

		Total		647,605


	Office REITS (14.7%)
	34,512	Alexandria Real Estate Equities, Inc.		4,310,204
	38,098	Boston Properties, Inc.		4,694,436
	41,430	Brandywine Realty Trust		657,908
	30,697	City Office REIT, Inc.		354,857
	5,000	Columbia Property Trust, Inc.		102,300
	24,707	Corporate Office Properties Trust		638,182
	78,732	Cousins Properties, Inc.		683,394
	31,057	Douglas Emmett, Inc.		1,141,655
	7,000	Equity Commonwealth^b		214,690
	13,000	Franklin Street Properties Corporation		109,330
	25,312	Highwoods Properties, Inc.		1,109,172
	54,459	Hudson Pacific Properties, Inc.		1,771,551
	22,525	JBG SMITH Properties		759,318
	29,014	Kilroy Realty Corporation		2,058,833
	24,905	Mack-Cali Realty Corporation		416,163
	33,300	Paramount Group, Inc.		474,192
	16,963	Piedmont Office Realty Trust, Inc.		298,379
	23,477	SL Green Realty Corporation		2,273,278
	39,254	Vornado Realty Trust		2,641,794

		Total		24,709,636


	Real Estate Operating Companies (<0.1%)
	3,000	Kennedy-Wilson Holdings, Inc.		52,200

		Total		52,200


	Real Estate Services (0.2%)
	6,619	CBRE Group, Inc.^b		312,549

		Total		312,549


	Residential REITS (18.9%)
	21,453	American Campus Communities, Inc.		828,515
	94,400	American Homes 4 Rent		1,895,552
	46,734	Apartment Investment & Management Company		1,904,410
	32,454	AvalonBay Communities, Inc.		5,337,385
	6,947	Bluerock Residential Growth REIT, Inc.		59,050
	22,931	Camden Property Trust		1,930,332
	13,638	Education Realty Trust, Inc.		446,644
	25,728	Equity Lifestyle Properties, Inc.		2,258,147
	70,958	Equity Residential		4,372,432
	18,185	Essex Property Trust, Inc.		4,376,766
	111,900	Invitation Homes, Inc.		2,554,677


Shares		Common Stock (99.6%)	Value
	Residential REITS (18.9%) - continued
	25,005	Mid-America Apartment Communities, Inc.		$2,281,456
	20,578	Sun Communities, Inc.		1,880,212
	46,294	UDR, Inc.		1,648,992

		Total		31,774,570


	Retail REITS (18.0%)
	29,413	Acadia Realty Trust		723,560
	13,997	Agree Realty Corporation		672,416
	80,591	Brixmor Property Group, Inc.		1,229,013
	17,639	CBL & Associates Properties, Inc.		73,555
	11,320	Cedar Realty Trust, Inc.		44,601
	83,206	DDR Corporation		609,900
	15,795	Federal Realty Investment Trust		1,833,957
	148,205	General Growth Properties, Inc.		3,032,274
	65,987	Kimco Realty Corporation		950,213
	18,436	Kite Realty Group Trust		280,780
	21,791	Macerich Company		1,220,732
	20,286	National Retail Properties, Inc.		796,428
	12,026	Pennsylvania REIT		116,051
	16,248	Ramco-Gershenson Properties Trust		200,825
	14,077	Realty Income Corporation		728,203
	44,142	Regency Centers Corporation		2,603,495
	32,822	Retail Opportunity Investments Corporation		579,965
	56,300	Retail Properties of America, Inc.		656,458
	1,138	Saul Centers, Inc.		58,004
	74,111	Simon Property Group, Inc.		11,439,033
	15,133	Tanger Factory Outlet Centers, Inc.		332,926
	11,147	Taubman Centers, Inc.		634,376
	19,271	Urban Edge Properties		411,436
	14,000	Urstadt Biddle Properties, Inc.		270,200
	13,971	Washington Prime Group, Inc.		93,186
	23,142	Weingarten Realty Investors		649,827

		Total		30,241,414


	Specialized REITS (19.7%)
	20,757	American Tower Corporation		3,016,822
	3,000	CoreCivic, Inc.		58,560
	11,896	CoreSite Realty Corporation		1,192,693
	24,342	Crown Castle International Corporation		2,668,127
	58,672	CubeSmart		1,654,550
	30,100	CyrusOne, Inc.		1,541,421
	32,165	Digital Realty Trust, Inc.		3,389,548
	6,632	EPR Properties		367,413
	15,892	Equinix, Inc.		6,645,081
	32,870	Extra Space Storage, Inc.		2,871,523
	7,500	Four Corners Property Trust, Inc.		173,175
	14,450	Gaming and Leisure Properties, Inc.		483,642
	11,500	GEO Group, Inc.		235,405
	21,161	Iron Mountain, Inc.		695,350
	9,258	Life Storage, Inc.		773,228
	20,265	National Storage Affiliates Trust		508,246
	5,182	Outfront Media, Inc.		97,111
	20,583	Public Storage, Inc.		4,124,627
	11,700	QTS Realty Trust, Inc.		423,774
	4,500	SBA Communications Corporation^b		769,140
	5,000	Uniti Group, Inc.		81,250
	38,930	Weyerhaeuser Company		1,362,550

		Total		33,133,236



		Total Common Stock (cost $153,457,591)		167,120,785


Shares		Registered Investment Companies (<0.1%)	Value
	Equity Funds/Exchange Traded Funds (<0.1%)
	5,000	Cohen & Steers REIT & Preferred Income Fund, Inc.		$93,450

		Total		93,450



		Total Registered Investment Companies (cost $96,338)		93,450

Shares or Principal Amount		Short-Term Investments (0.2%)	Value
		Thrivent Core Short-Term Reserve Fund
	34,746	1.940%		347,459

		Total Short-Term Investments (cost $347,459)		347,459

		Total Investments (cost $153,901,388) 99.8%		$167,561,694

		Other Assets and Liabilities, Net 0.2%		300,399

		Total Net Assets 100.0%		$167,862,093

a	Security is valued using significant unobservable inputs. Further information on valuation can be found in the Notes to Financial Statements.

b	Non-income producing security.

Definitions:


REIT		-		Real Estate Investment Trust is a company that buys, develops, manages and/or sells real estate assets.

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Real Estate Securities Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

Affiliated issuers, as defined under the Investment Company Act of 1940, include those in which the Portfolio’s holdings of an issuer represent 5% or more of the outstanding voting securities of an issuer, any affiliated mutual fund, or a company which is under common ownership or control with the Portfolio. The Portfolio owns shares of Thrivent Core Short-Term Reserve Fund primarily to serve as a cash sweep vehicle for the Portfolio. Thrivent Core Funds are established solely for investment by Thrivent entities. The Portfolio owns shares of Thrivent Cash Management Trust for the purpose of securities lending for the Portfolio. Thrivent Cash Management Trust is established solely for investment by Thrivent entities.

A summary of transactions (in thousands) for the fiscal year to date, in Real Estate Securities Portfolio, is as follows:


Shares		Common Stock (99.0%)	Value
	Consumer Discretionary (15.2%)
	45,790	Abercrombie & Fitch Company		$1,108,576
	64,024	American Axle & Manufacturing Holdings, Inc.^a		974,445
	10,566	American Public Education, Inc.^a		454,338
	11,938	Asbury Automotive Group, Inc.^a		805,815
	110,303	Ascena Retail Group, Inc.^a,b		221,709
	24,348	Barnes & Noble Education, Inc.^a		167,758
	36,698	Barnes & Noble, Inc.		181,655
	54,464	Belmond, Ltd.^a		607,274
	12,968	Big 5 Sporting Goods Corporation^b		94,018
	641	Biglari Holdings, Inc.^a		261,791
	11,590	BJ’s Restaurants, Inc.		520,391
	18,310	Buckle, Inc.^b		405,567
	27,791	Caleres, Inc.		933,778
	63,717	Callaway Golf Company		1,042,410
	7,540	Capella Education Company		658,619
	42,397	Career Education Corporation^a		557,097
	15,052	Cato Corporation		221,866
	5,731	Cavco Industries, Inc.^a		995,761
	82,747	Chico’s FAS, Inc.		748,033
	11,725	Children’s Place, Inc.		1,585,806
	10,929	Chuy’s Holdings, Inc.^a		286,340
	10,859	Cooper-Standard Holdings, Inc.^a		1,333,594
	29,831	Core-Mark Holding Company, Inc.		634,207
	45,109	Crocs, Inc.^a		733,021
	26,608	Dave & Buster’s Entertainment, Inc.^a		1,110,618
	11,633	Dine Brands Global, Inc.^b		762,892
	19,447	Dorman Products, Inc.^a		1,287,586
	48,672	DSW, Inc.		1,093,173
	35,613	E.W. Scripps Company		427,000
	13,935	El Pollo Loco Holdings, Inc.^a		132,383
	16,305	Ethan Allen Interiors, Inc.		374,200
	50,942	Express, Inc.^a		364,745
	17,570	Fiesta Restaurant Group, Inc.^a,b		325,045
	25,928	Finish Line, Inc.^b		351,065
	37,202	Five Below, Inc.^a		2,728,395
	28,119	Fossil, Inc.^a,b		357,111
	25,297	Fox Factory Holding Corporation^a		882,865
	23,696	Francesca’s Holdings Corporation^a		113,741
	23,254	Fred’s, Inc.^b		69,529
	10,715	FTD Companies, Inc.^a		39,003
	75,965	Gannett Company, Inc.		758,131
	12,857	Genesco, Inc.^a		521,994
	23,795	Gentherm, Inc.^a		807,840
	28,061	G-III Apparel Group, Ltd.^a		1,057,338
	13,198	Group 1 Automotive, Inc.		862,357
	38,829	Guess ?, Inc.		805,313
	12,534	Haverty Furniture Companies, Inc.		252,560
	12,393	Hibbett Sports, Inc.^a		296,812
	13,618	Installed Building Products, Inc.^a		817,761
	18,800	iRobot Corporation^a,b		1,206,772
	201,168	J.C. Penney Company, Inc.^a,b		607,527
	10,389	Kirkland’s, Inc.^a		100,669
	31,033	La-Z-Boy, Inc.		929,438
	16,807	LCI Industries		1,750,449
	12,014	LGI Homes, Inc.^a,b		847,828
	16,143	Lithia Motors, Inc.		1,622,694
	18,429	Lumber Liquidators Holdings, Inc.^a,b		440,822
	29,009	M.D.C. Holdings, Inc.		809,931
	17,818	M/I Homes, Inc.^a		567,503
	12,389	Marcus Corporation		376,006
	14,316	MarineMax, Inc.^a		278,446
	15,901	Marriott Vacations Worldwide Corporation		2,118,013
	24,544	Meritage Homes Corporation^a		1,110,616
	7,331	Monarch Casino & Resort, Inc.^a		310,028


Shares		Common Stock (99.0%)	Value
	Consumer Discretionary (15.2%) - continued
	22,088	Monro, Inc.		$1,183,917
	12,301	Motorcar Parts of America, Inc.^a		263,610
	10,000	Movado Group, Inc.		384,000
	19,848	Nautilus, Inc.^a		266,956
	34,397	New Media Investment Group, Inc.		589,565
	19,323	Nutrisystem, Inc.		520,755
	33,194	Ollie’s Bargain Outlet Holdings, Inc.^a		2,001,598
	10,901	Oxford Industries, Inc.		812,779
	56,764	Penn National Gaming, Inc.^a		1,490,623
	8,140	Perry Ellis International, Inc.^a		210,012
	13,325	PetMed Express, Inc.^b		556,319
	8,349	Red Robin Gourmet Burgers, Inc.^a		484,242
	22,646	Regis Corporation^a		342,634
	34,448	Rent-A-Center, Inc.^b		297,286
	12,757	RH^a,b		1,215,487
	18,841	Ruth’s Hospitality Group, Inc.		460,662
	17,891	Scholastic Corporation		694,886
	12,766	Shake Shack, Inc.^a,b		531,449
	7,351	Shoe Carnival, Inc.		174,954
	21,888	Shutterfly, Inc.^a		1,778,400
	25,650	Sleep Number Corporation^a		901,597
	15,892	Sonic Automotive, Inc.		301,153
	26,070	Sonic Corporation^b		657,746
	10,995	Stamps.com, Inc.^a		2,210,545
	13,166	Standard Motor Products, Inc.		626,307
	35,593	Steven Madden, Ltd.		1,562,533
	6,880	Strayer Education, Inc.		695,224
	11,198	Sturm, Ruger & Company, Inc.^b		587,895
	14,962	Superior Industries International, Inc.		198,995
	31,821	Tailored Brands, Inc.		797,434
	22,257	Tile Shop Holdings, Inc.		133,542
	23,929	TopBuild Corporation^a		1,831,047
	10,975	Unifi, Inc.^a		397,844
	9,201	Universal Electronics, Inc.^a		478,912
	12,283	Vera Bradley, Inc.^a		130,323
	36,883	Vista Outdoor, Inc.^a		601,931
	15,345	Vitamin Shoppe, Inc.^a		66,751
	19,362	William Lyon Homes^a		532,261
	19,592	Wingstop, Inc.		925,330
	19,391	Winnebago Industries, Inc.		729,102
	64,643	Wolverine World Wide, Inc.		1,868,183
	26,932	World Wrestling Entertainment, Inc.		969,821
	11,637	Zumiez, Inc.^a		278,124

		Total		76,952,802


	Consumer Staples (3.0%)
	17,096	Andersons, Inc.		565,877
	284,383	Avon Products, Inc.^a		807,648
	44,734	B&G Foods, Inc.		1,060,196
	10,188	Calavo Growers, Inc.^b		939,334
	19,185	Cal-Maine Foods, Inc.^a		838,384
	6,657	Central Garden & Pet Company^a		286,251
	23,583	Central Garden & Pet Company, Class A^a		934,123
	2,946	Coca-Cola Bottling Company Consolidated		508,686
	110,940	Darling Ingredients, Inc.^a		1,919,262
	59,167	Dean Foods Company		510,019
	10,964	Inter Parfums, Inc.		516,953
	10,039	J & J Snack Foods Corporation		1,370,926
	5,591	John B. Sanfilippo & Son, Inc.		323,551
	6,858	Medifast, Inc.		640,880
	8,310	MGP Ingredients, Inc.		744,493
	4,360	Seneca Foods Corporation^a		120,772
	24,023	SpartanNash Company		413,436
	24,826	SUPERVALU, Inc.^a		378,100


Shares		Common Stock (99.0%)	Value
	Consumer Staples (3.0%) - continued
	16,185	Universal Corporation		$784,972
	9,386	WD-40 Company		1,236,136

		Total		14,899,999


	Energy (3.0%)
	45,953	Archrock, Inc.		402,089
	20,829	Bristow Group, Inc.^b		270,777
	14,171	CARBO Ceramics, Inc.^a,b		102,740
	50,214	Carrizo Oil & Gas, Inc.^a		803,424
	48,763	Cloud Peak Energy, Inc.^a		141,900
	16,707	CONSOL Energy, Inc.^a		484,002
	258,926	Denbury Resources, Inc.^a,b		709,457
	12,927	Era Group, Inc.^a		120,867
	20,706	Exterran Corporation^a		552,850
	8,727	Geospace Technologies Corporation^a		86,135
	25,047	Green Plains, Inc.		420,790
	8,728	Gulf Island Fabrication, Inc.		61,969
	89,834	Helix Energy Solutions Group, Inc.^a		520,139
	63,558	HighPoint Resources Corporation^a,b		322,875
	17,249	Matrix Service Company^a		236,311
	59,922	Newpark Resources, Inc.^a		485,368
	158,596	Noble Corporationa		588,391
	40,421	Oil States International, Inc.^a		1,059,030
	16,218	Par Pacific Holdings, Inc.^a		278,463
	44,380	PDC Energy, Inc.^a		2,175,951
	51,365	Pioneer Energy Services Corporation^a		138,686
	3,710	REX American Resources Corporation^a		270,088
	34,679	Ring Energy, Inc.^a		497,644
	10,833	SEACOR Holdings, Inc.^a		553,566
	162,676	SRC Energy, Inc.^a		1,534,035
	84,440	TETRA Technologies, Inc.^a		316,650
	54,205	U.S. Silica Holdings, Inc.^b		1,383,312
	34,186	Unit Corporation^a		675,515

		Total		15,193,024


	Financials (16.9%)
	60,499	American Equity Investment Life Holding Company		1,776,251
	25,733	Ameris Bancorp		1,361,276
	12,411	AMERISAFE, Inc.		685,708
	72,930	Apollo Commercial Real Estate Finance, Inc.		1,311,281
	26,974	ARMOUR Residential REIT, Inc.		627,955
	27,415	Banc of California, Inc.^b		529,109
	21,952	Banner Corporation		1,218,116
	36,263	Bofi Holding, Inc.^a,b		1,469,739
	54,326	Boston Private Financial Holdings, Inc.		817,606
	49,651	Brookline Bancorp, Inc.		804,346
	62,053	Capstead Mortgage Corporation		536,758
	19,517	Central Pacific Financial Corporation		555,454
	10,080	City Holding Company		691,085
	49,171	Columbia Banking System, Inc.		2,062,723
	34,196	Community Bank System, Inc.		1,831,538
	19,844	Customers Bancorp, Inc.^a		578,453
	68,974	CVB Financial Corporation		1,561,571
	19,809	Dime Community Bancshares, Inc.		364,486
	21,732	Donnelley Financial Solutions, Inc.^a		373,138
	10,537	eHealth, Inc.^a		150,784
	22,015	Employers Holdings, Inc.		890,507
	15,183	Encore Capital Group, Inc.^a,b		686,272
	21,593	Enova International, Inc.^a		476,126
	33,418	EZCORP, Inc.^a		441,118
	14,208	Fidelity Southern Corporation		327,779
	42,443	Financial Engines, Inc.		1,485,505


Shares		Common Stock (99.0%)	Value
	Financials (16.9%) - continued
	117,299	First BanCorp^a	$	706,140
	65,685	First Commonwealth Financial Corporation		928,129
	64,648	First Financial Bancorp		1,897,419
	45,467	First Financial Bankshares, Inc.^b		2,105,122
	69,247	First Midwest Bancorp, Inc.		1,702,784
	31,327	FirstCash, Inc.		2,545,319
	53,447	Glacier Bancorp, Inc.		2,051,296
	39,626	Great Western Bancorp, Inc.		1,595,739
	15,942	Green Bancorp, Inc.^a		354,709
	31,059	Green Dot Corporation^a		1,992,745
	15,725	Greenhill & Company, Inc.		290,912
	20,996	Hanmi Financial Corporation		645,627
	5,104	HCI Group, Inc.^b		194,769
	17,337	HomeStreet, Inc.^a		496,705
	86,653	Hope Bancorp, Inc.		1,576,218
	27,435	Horace Mann Educators Corporation		1,172,846
	18,501	Independent Bank Corporation		1,323,747
	7,055	Infinity Property & Casualty Corporation		835,312
	9,966	INTL FCStone, Inc.^a		425,349
	75,150	Invesco Mortgage Capital. Inc.		1,230,957
	21,242	Investment Technology Group, Inc.		419,317
	16,031	James River Group Holdings, Ltd.		568,620
	28,568	Legacy Texas Financial Group, Inc.		1,223,282
	44,499	Maiden Holdings, Ltd.		289,243
	5,852	Meta Financial Group, Inc.		639,038
	17,322	National Bank Holdings Corporation		575,956
	14,429	Navigators Group, Inc.		831,832
	29,298	NBT Bancorp, Inc.		1,039,493
	72,314	New York Mortgage Trust, Inc.		428,822
	36,749	NMI Holdings, Inc.^a		608,196
	29,952	Northfield Bancorp, Inc.		467,551
	69,077	Northwest Bancshares, Inc.		1,143,915
	28,294	OFG Bancorp		295,672
	90,127	Old National Bancorp		1,523,146
	11,192	Opus Bank		313,376
	25,326	Oritani Financial Corporation		388,754
	26,149	Pacific Premier Bancorp, Inc.^a		1,051,190
	38,866	PennyMac Mortgage Investment Trust		700,754
	9,186	Piper Jaffray Companies		762,897
	30,381	PRA Group, Inc.^a,b		1,154,478
	35,927	ProAssurance Corporation		1,744,256
	40,968	Provident Financial Services, Inc.		1,048,371
	26,220	RLI Corporation		1,662,086
	22,636	S&T Bancorp, Inc.		904,082
	9,830	Safety Insurance Group, Inc.		755,435
	30,261	Seacoast Banking Corporation of Floridaa		801,009
	39,515	Selective Insurance Group, Inc.		2,398,560
	30,313	ServisFirst Bancshares, Inc.		1,237,377
	52,786	Simmons First National Corporation		1,501,762
	17,790	Southside Bancshares, Inc.		618,025
	15,285	Stewart Information Services Corporation		671,623
	55,999	Third Point Reinsurance, Ltd.^a		781,186
	7,959	Tompkins Financial Corporation		602,974
	62,226	TrustCo Bank Corporation		525,810
	49,516	United Community Banks, Inc.		1,567,181
	13,626	United Fire Group, Inc.		652,140
	13,246	United Insurance Holdings Corporation		253,528
	21,770	Universal Insurance Holdings, Inc.		694,463
	4,617	Virtus Investment Partners, Inc.		571,585
	55,970	Waddell & Reed Financial, Inc.		1,131,154


Shares		Common Stock (99.0%)	Value
	Financials (16.9%) - continued
	18,280	Walker & Dunlop, Inc.		$1,086,198
	17,885	Westamerica Bancorporation^b		1,038,761
	74,423	WisdomTree Investments, Inc.		682,459
	4,101	World Acceptance Corporation^a,b		431,835

		Total		85,473,920


	Health Care (12.7%)
	15,287	Abaxis, Inc.		1,079,568
	19,463	Aceto Corporation		147,919
	30,328	Acorda Therapeutics, Inc.^a		717,257
	22,942	AMAG Pharmaceuticals, Inc.^a		462,281
	19,210	Amedisys, Inc.^a		1,159,131
	32,072	AMN Healthcare Services, Inc.^a		1,820,086
	22,872	Amphastar Pharmaceuticals, Inc.^a		428,850
	8,025	Analogic Corporation		769,598
	23,723	AngioDynamics, Inc.^a		409,222
	5,797	ANI Pharmaceuticals, Inc.^a		337,501
	9,458	Anika Therapeutics, Inc.^a		470,252
	19,836	Biotelemetry, Inc.^a		615,908
	22,103	Cambrex Corporation^a		1,155,987
	10,854	Chemed Corporation		2,961,622
	73,864	Community Health Systems, Inc.^a,b		292,501
	7,221	Computer Programs and Systems, Inc.^b		210,853
	16,738	CONMED Corporation		1,060,018
	64,229	Corcept Therapeutics, Inc.^a,b		1,056,567
	6,149	CorVel Corporation^a		310,832
	23,586	Cross Country Healthcare, Inc.^a		262,041
	21,349	CryoLife, Inc.^a		428,047
	8,965	Cutera, Inc.^a		450,491
	32,906	Cytokinetics, Inc.^a		236,923
	40,657	Depomed, Inc.^a		267,930
	32,427	Diplomat Pharmacy, Inc.^a		653,404
	5,347	Eagle Pharmaceuticals, Inc.^a,b		281,733
	23,598	Emergent Biosolutions, Inc.^a		1,242,435
	9,299	Enanta Pharmaceuticals, Inc.^a		752,382
	32,573	Ensign Group, Inc.		856,670
	36,013	Haemonetics Corporation^a		2,634,711
	34,706	HealthEquity, Inc.^a		2,101,101
	16,448	HealthStream, Inc.		408,404
	4,210	Heska Corporation^a		332,885
	54,230	HMS Holdings Corporation^a		913,233
	49,798	Impax Laboratories, Inc.^a		968,571
	47,317	Innoviva, Inc.^a		788,774
	11,626	Inogen, Inc.^a		1,428,138
	19,106	Integer Holdings Corporation^a		1,080,444
	42,791	Integra LifeSciences Holdings Corporation^a		2,368,054
	21,256	Invacare Corporation		369,854
	61,405	Kindred Healthcare, Inc.^a		561,856
	19,459	Lannett Company, Inc.^a,b		312,317
	19,136	Lantheus Holdings, Inc.^a		304,262
	9,822	LeMaitre Vascular, Inc.		355,851
	18,313	LHC Group, Inc.^a		1,127,348
	14,213	Ligand Pharmaceuticals, Inc.^a		2,347,419
	26,342	Luminex Corporation		555,026
	16,360	Magellan Health Services, Inc.^a		1,752,156
	43,410	Medicines Company^a,b		1,429,925
	27,217	Meridian Bioscience, Inc.		386,481
	33,818	Merit Medical Systems, Inc.^a		1,533,646
	65,599	MiMedx Group, Inc.^a,b		457,225
	51,696	Momenta Pharmaceuticals, Inc.^a		938,282
	47,014	Myriad Genetics, Inc.^a		1,389,264
	22,266	Natus Medical, Inc.^a		749,251
	34,702	Neogen Corporation^a		2,324,687
	26,121	Omnicell, Inc.^a		1,133,651


Shares		Common Stock (99.0%)	Value
	Health Care (12.7%) - continued
	39,276	OraSure Technologies, Inc.a		$663,372
	11,757	Orthofix International NV^a		691,076
	40,619	Owens & Minor, Inc.		631,625
	12,591	Phibro Animal Health Corporation		499,863
	45,972	Progenics Pharmaceuticals, Inc.^a		342,951
	7,240	Providence Service Corporation^a		500,574
	30,601	Quality Systems, Inc.^a		417,704
	18,459	Quorum Health Corporation^a		150,995
	24,375	Repligen Corporation^a		881,888
	71,914	Select Medical Holdings Corporation^a		1,240,517
	59,009	Spectrum Pharmaceuticals, Inc.^a		949,455
	34,672	Supernus Pharmaceuticals, Inc.^a		1,587,978
	8,490	Surmodics, Inc.^a		323,045
	8,640	Tabula Rasa HealthCare, Inc.^a		335,232
	9,380	Tactile Systems Technology, Inc.^a,b		298,284
	23,016	Tivity Health, Inc.^a		912,584
	8,139	U.S. Physical Therapy, Inc.		661,701
	25,411	Varex Imaging Corporation^a		909,206

		Total		63,948,875


	Industrials (19.5%)
	26,118	AAON, Inc.		1,018,602
	21,746	AAR Corporation		959,216
	43,429	ABM Industries, Inc.		1,454,003
	40,417	Actuant Corporation		939,695
	21,106	Aegion Corporation^a		483,538
	50,582	Aerojet Rocketdyne Holdings, Inc.^a		1,414,779
	13,626	Aerovironment, Inc.^a		620,119
	6,115	Alamo Group, Inc.		672,039
	19,488	Albany International Corporation		1,221,898
	8,416	Allegiant Travel Company		1,452,181
	9,310	American Woodmark Corporation^a		916,570
	18,502	Apogee Enterprises, Inc.		802,062
	26,048	Applied Industrial Technologies, Inc.		1,898,899
	16,606	ArcBest Corporation		532,222
	12,344	Astec Industries, Inc.		681,142
	17,104	Atlas Air Worldwide Holdings, Inc.^a		1,033,937
	35,701	Axon Enterprise, Inc.^a,b		1,403,406
	16,704	AZZ, Inc.		729,965
	32,964	Barnes Group, Inc.		1,974,214
	32,469	Brady Corporation		1,206,223
	27,695	Briggs & Stratton Corporation		592,950
	20,823	Chart Industries, Inc.^a		1,229,182
	10,683	CIRCOR International, Inc.		455,737
	24,080	Comfort Systems USA, Inc.		993,300
	16,855	Cubic Corporation		1,071,978
	10,244	DXP Enterprises, Inc.^a		399,004
	16,955	Echo Global Logistics, Inc.^a		467,958
	13,413	Encore Wire Corporation		760,517
	11,373	Engility Holdings, Inc.^a		277,501
	14,513	EnPro Industries, Inc.		1,123,016
	17,379	ESCO Technologies, Inc.		1,017,540
	24,085	Essendant, Inc.		187,863
	17,356	Exponent, Inc.		1,365,049
	38,792	Federal Signal Corporation		854,200
	6,365	Forrester Research, Inc.		263,829
	19,196	Forward Air Corporation		1,014,701
	26,005	Franklin Electric Company, Inc.		1,059,704
	24,476	FTI Consulting, Inc.^a		1,184,883
	34,067	General Cable Corporation		1,008,383
	20,491	Gibraltar Industries, Inc.^a		693,620
	19,312	Greenbrier Companies, Inc.^b		970,428
	19,456	Griffon Corporation		355,072
	52,048	Harsco Corporation^a		1,074,791
	34,013	Hawaiian Holdings, Inc.		1,316,303
	32,113	Heartland Express, Inc.		577,713


Shares		Common Stock (99.0%)	Value
	Industrials (19.5%) - continued
	12,176	Heidrick & Struggles International, Inc.		$380,500
	42,451	Hillenbrand, Inc.		1,948,501
	22,710	Hub Group, Inc.^a		950,414
	24,840	Insperity, Inc.		1,727,622
	11,757	Insteel Industries, Inc.		324,846
	38,946	Interface, Inc.		981,439
	21,266	John Bean Technologies Corporation		2,411,564
	18,694	Kaman Corporation		1,161,271
	19,706	Kelly Services, Inc.		572,262
	38,034	Korn/Ferry International		1,962,174
	6,877	Lindsay Corporation		628,833
	22,738	LSC Communications, Inc.		396,778
	11,100	Lydall, Inc.^a		535,575
	24,960	Marten Transport, Ltd.		569,088
	27,432	Matson, Inc.		785,652
	21,729	Matthews International Corporation		1,099,487
	191,289	McDermott International, Inc.^a		1,164,950
	32,488	Mercury Systems, Inc.^a		1,569,820
	29,851	Mobile Mini, Inc.		1,298,518
	21,686	Moog, Inc.^a		1,787,143
	37,383	Mueller Industries, Inc.		977,939
	8,968	Multi-Color Corporation		592,336
	10,697	MYR Group, Inc.^a		329,682
	3,244	National Presto Industries, Inc.^b		304,125
	29,701	Navigant Consulting, Inc.^a		571,447
	33,010	On Assignment, Inc.^a		2,702,859
	18,129	Orion Group Holdings, Inc.^a		119,470
	16,273	Patrick Industries, Inc.^a		1,006,485
	31,890	PGT Innovations, Inc.^a		594,749
	5,630	Powell Industries, Inc.		151,109
	16,829	Proto Labs, Inc.^a		1,978,249
	22,497	Quanex Building Products Corporation		391,448
	45,434	R.R. Donnelley & Sons Company		396,639
	23,400	Raven Industries, Inc.		820,170
	18,204	Resources Connection, Inc.		294,905
	20,393	Roadrunner Transportation Systems, Inc.^a		51,798
	17,293	Saia, Inc.^a		1,299,569
	27,187	Simpson Manufacturing Company, Inc.		1,565,699
	34,878	SkyWest, Inc.		1,897,363
	27,566	SPX Corporation^a		895,344
	28,620	SPX FLOW, Inc.^a		1,407,818
	8,282	Standex International Corporation		789,689
	19,259	Team, Inc.^a,b		264,811
	11,544	Tennant Company		781,529
	37,544	Tetra Tech, Inc.		1,837,779
	32,008	Titan International, Inc.		403,621
	19,787	Trex Company, Inc.^a		2,152,232
	32,139	Triumph Group, Inc.		809,903
	26,825	TrueBlue, Inc.^a		694,768
	14,054	U.S. Ecology, Inc.		749,078
	10,363	UniFirst Corporation		1,675,179
	41,190	Universal Forest Products, Inc.		1,336,616
	7,108	Veritiv Corporation^a		278,634
	13,133	Viad Corporation		688,826
	10,600	Vicor Corporation^a		302,630
	38,129	Wabash National Corporation		793,464
	26,724	WageWorks, Inc.^a		1,207,925
	18,633	Watts Water Technologies, Inc.		1,447,784

		Total		98,550,040


	Information Technology (14.9%)
	61,995	8x8, Inc.^a		1,156,207


Shares		Common Stock (99.0%)	Value
	Information Technology (14.9%) - continued
	30,811	ADTRAN, Inc.		$479,111
	26,680	Advanced Energy Industries, Inc.^a		1,704,852
	9,867	Agilysys, Inc.^a		117,615
	16,149	Alarm.com Holdings, Inc.^a		609,463
	19,484	Anixter International, Inc.^a		1,475,913
	12,694	Applied Optoelectronics, Inc.^a,b		318,112
	20,343	Axcelis Technologies, Inc.^a		500,438
	18,821	Badger Meter, Inc.		887,410
	6,470	Bel Fuse, Inc.		122,283
	32,089	Benchmark Electronics, Inc.		957,857
	31,460	Blucora, Inc.^a		773,916
	22,623	Bottomline Technologies (de), Inc.^a		876,641
	47,452	Brooks Automation, Inc.		1,285,000
	17,240	Cabot Microelectronics Corporation		1,846,576
	16,529	CACI International, Inc.^a		2,501,664
	22,930	CalAmp Corporation^a		524,638
	30,878	Cardtronics, Inc.^a		688,888
	14,248	CEVA, Inc.^a		515,778
	18,221	Cohu, Inc.		415,621
	15,466	Comtech Telecommunications Corporation		462,279
	12,784	Control4 Corporation^a		274,600
	26,273	Cray, Inc.^a		543,851
	21,659	CSG Systems International, Inc.		980,936
	21,285	CTS Corporation		578,952
	25,174	Daktronics, Inc.		221,783
	29,966	DHI Group, Inc.^a		47,946
	17,407	Digi International, Inc.^a		179,292
	24,731	Diodes, Inc.^a		753,306
	14,315	DSP Group, Inc.^a		168,917
	14,827	Ebix, Inc.		1,104,611
	21,654	Electro Scientific Industries, Inc.^a		418,572
	29,490	Electronics for Imaging, Inc.^a		805,962
	9,158	ePlus, Inc.^a		711,577
	38,678	EVERTEC, Inc.		632,385
	23,033	ExlService Holdings, Inc.^a		1,284,550
	77,589	Extreme Networks, Inc.^a		858,910
	24,261	Fabrinet^a		761,310
	10,786	FARO Technologies, Inc.^a		629,902
	76,798	Finisar Corporation^a,b		1,214,176
	47,074	FormFactor, Inc.^a		642,560
	52,548	Harmonic, Inc.^a		199,682
	37,036	II-VI, Inc.^a		1,514,772
	23,135	Insight Enterprises, Inc.^a		808,106
	22,972	Itron, Inc.^a		1,643,647
	31,632	KEMET Corporation^a		573,488
	37,800	Kopin Corporation^a,b		117,936
	47,522	Kulicke and Soffa Industries, Inc.^a		1,188,525
	16,371	Liquidity Services, Inc.^a		106,411
	35,257	LivePerson, Inc.^a		576,452
	41,998	Lumentum Holdings, Inc.^a,b		2,679,472
	17,520	ManTech International Corporation		971,834
	41,023	MaxLinear, Inc.^a		933,273
	24,787	Methode Electronics, Inc.		969,172
	6,062	MicroStrategy, Inc.^a		781,937
	27,037	Monotype Imaging Holdings, Inc.		606,981
	11,478	MTS Systems Corporation		592,839
	15,972	Nanometrics, Inc.^a		429,647
	20,471	NETGEAR, Inc.^a		1,170,941
	42,739	NIC, Inc.		568,429
	114,060	Oclaro, Inc.^a		1,090,414
	11,492	OSI Systems, Inc.^a		750,083
	12,260	Park Electrochemical Corporation		206,458
	17,775	PDF Solutions, Inc.^a		207,257
	22,436	Perficient, Inc.^a		514,233
	44,516	Photronics, Inc.^a		367,257


Shares		Common Stock (99.0%)	Value
	Information Technology (14.9%) - continued
	22,666	Plexus Corporation^a		$1,353,840
	20,094	Power Integrations, Inc.		1,373,425
	31,208	Progress Software Corporation		1,199,948
	21,839	Qualys, Inc.^a		1,588,787
	22,939	QuinStreet, Inc.^a		292,931
	73,932	Rambus, Inc.^a		992,907
	12,311	Rogers Corporation^a		1,471,657
	20,407	Rudolph Technologies, Inc.^a		565,274
	46,451	Sanmina Corporation^a		1,214,694
	16,558	ScanSource, Inc.^a		588,637
	44,694	Semtech Corporation^a		1,745,301
	11,843	Shutterstock, Inc.^a		570,240
	24,313	Solaredge Technology, Ltd.^a		1,278,864
	11,122	SPS Commerce, Inc.^a		712,587
	24,708	Super Micro Computer, Inc.^a		420,036
	25,744	Sykes Enterprises, Inc.^a		745,031
	28,285	Synchronoss Technologies, Inc.^a		298,407
	82,572	TiVo Corp		1,118,851
	84,375	Travelport Worldwide, Ltd.		1,378,688
	9,175	TTEC Holdings, Inc.		281,672
	62,038	TTM Technologies, Inc.^a		948,561
	24,892	Ultra Clean Holdings, Inc.^a		479,171
	19,508	VASCO Data Security International, Inc.^a		252,629
	31,400	Veeco Instruments, Inc.^a		533,800
	152,015	Viavi Solutions, Inc.^a		1,477,586
	18,408	Virtusa Corporation^a		892,052
	15,604	XO Group, Inc.^a		323,783
	31,956	Xperi Corporation		675,869

		Total		75,378,834


	Materials (5.1%)
	18,969	A. Schulman, Inc.		815,667
	19,645	AdvanSix, Inc.^a		683,253
	205,288	AK Steel Holding Corporation^a		929,955
	16,924	American Vanguard Corporation		341,865
	21,498	Balchem Corporation		1,757,462
	25,927	Boise Cascade Company		1,000,782
	32,330	Century Aluminum Company^a		534,738
	10,633	Clearwater Paper Corporation^a		415,750
	36,806	Flotek Industries, Inc.^a		224,517
	16,410	FutureFuel Corporation		196,756
	34,024	H.B. Fuller Company		1,692,014
	6,162	Hawkins, Inc.		216,594
	8,095	Haynes International, Inc.		300,405
	28,301	Ingevity Corporation^a		2,085,501
	12,564	Innophos Holdings, Inc.		505,198
	16,342	Innospec, Inc.		1,121,061
	10,944	Kaiser Aluminum Corporation		1,104,250
	59,030	KapStone Paper and Packaging Corporation		2,025,319
	13,403	Koppers Holdings, Inc.^a		550,863
	21,314	Kraton Performance Polymers, Inc.^a		1,016,891
	13,057	LSB Industries, Inc.^a,b		80,039
	12,940	Materion Corporation		660,587
	14,042	Myers Industries, Inc.		296,988
	11,364	Neenah, Inc.		890,938
	5,935	Olympic Steel, Inc.		121,727
	28,205	PH Glatfelter Company		579,049
	8,945	Quaker Chemical Corporation		1,325,023
	33,409	Rayonier Advanced Materials, Inc.		717,291
	19,859	Schweitzer-Mauduit International, Inc.		777,480
	12,807	Stepan Company		1,065,286
	41,579	SunCoke Energy, Inc.^a		447,390
	25,125	TimkenSteel Corporation^a		381,649


Shares		Common Stock (99.0%)	Value
	Materials (5.1%) - continued
	16,511	Tredegar Corporation		$296,373
	10,116	US Concrete, Inc.^a		611,006

		Total		25,769,667


	Real Estate (5.5%)
	56,398	Acadia Realty Trust		1,387,391
	20,866	Agree Realty Corporation		1,002,403
	27,899	American Assets Trust, Inc.		932,106
	28,981	Armada Hoffler Properties, Inc.		396,750
	48,885	CareTrust REIT, Inc.		655,059
	110,731	CBL & Associates Properties, Inc.		461,748
	52,324	Cedar Realty Trust, Inc.		206,157
	29,320	Chatham Lodging Trust		561,478
	40,431	Chesapeake Lodging Trust		1,124,386
	11,010	Community Healthcare Trust, Inc.		283,397
	135,004	DiamondRock Hospitality Company		1,409,442
	30,287	Easterly Government Properties, Inc.		617,855
	23,397	EastGroup Properties, Inc.		1,933,996
	39,485	Four Corners Property Trust, Inc.		911,709
	69,370	Franklin Street Properties Corporation		583,402
	21,217	Getty Realty Corporation		535,093
	45,325	Global Net Lease, Inc.		765,086
	64,137	Government Properties Income Trust		876,111
	25,225	Hersha Hospitality Trust		451,527
	24,769	HFF, Inc.		1,231,019
	53,802	Independence Realty Trust, Inc.		493,902
	54,060	Kite Realty Group Trust		823,334
	145,768	Lexington Realty Trust		1,147,194
	26,691	LTC Properties, Inc.		1,014,258
	33,868	National Storage Affiliates Trust		849,409
	45,097	Pennsylvania REIT		435,186
	13,398	PS Business Parks, Inc.		1,514,510
	51,221	Ramco-Gershenson Properties Trust		633,092
	11,909	RE/MAX Holdings, Inc.		719,899
	75,718	Retail Opportunity Investments Corporation		1,337,937
	7,734	Saul Centers, Inc.		394,202
	70,202	Summit Hotel Properties, Inc.		955,449
	8,116	Universal Health Realty Income Trust		487,772
	19,208	Urstadt Biddle Properties, Inc.		370,714
	24,779	Whitestone REIT		257,454

		Total		27,760,427


	Telecommunications Services (1.0%)
	7,058	ATN International, Inc.		420,798
	27,248	Cincinnati Bell, Inc.^a		377,385
	27,832	Cogent Communications Holdings		1,207,909
	41,781	Consolidated Communications Holdings, Inc.		457,920
	50,627	Frontier Communications Corporation^b		375,652
	53,386	Iridium Communications, Inc.^a,b		600,593
	12,865	Spok Holdings, Inc.		192,332
	140,090	Vonage Holdings Corporation^a		1,491,958

		Total		5,124,547


	Utilities (2.2%)
	24,715	American States Water Company		1,311,378
	44,185	Avista Corporation		2,264,481
	32,312	California Water Service Group		1,203,622
	27,386	El Paso Electric Company		1,396,686
	19,348	Northwest Natural Gas Company		1,115,412
	53,609	South Jersey Industries, Inc.		1,509,630


Shares		Common Stock (99.0%)	Value
	Utilities (2.2%) - continued
	32,549	Spire, Inc.		$2,353,293

		Total		11,154,502



		Total Common Stock (cost $385,420,126)		500,206,637


Shares		Collateral Held for Securities Loaned (5.2%)	Value
	26,177,464	Thrivent Cash Management Trust		26,177,464
		Total Collateral Held for Securities Loaned (cost $26,177,464)		26,177,464


Shares or Principal Amount		Short-Term Investments (1.2%)	Value
		Federal Home Loan Bank Discount Notes
	500,000	1.455%, 4/20/2018c		499,585
	300,000	1.497%, 4/27/2018c,d		299,654
	100,000	1.550%, 5/4/2018c		99,849
	100,000	1.670%, 6/6/2018c,d		99,689
		Thrivent Core Short-Term Reserve Fund
	491,341	1.940%		4,913,409

		Total Short-Term Investments (cost $5,912,169)		5,912,186

		Total Investments (cost $417,509,759) 105.4%		$532,296,287

		Other Assets and Liabilities, Net (5.4%)		(27,067,104)

		Total Net Assets 100.0%		$505,229,183

a	Non-income producing security.

b	All or a portion of the security is on loan.

c	The interest rate shown reflects the yield, coupon rate or the discount rate at the date of purchase.

d	All or a portion of the security is held on deposit with the counterparty and pledged as the initial margin deposit for open futures contracts.

Securities Lending Transactions


Common Stock	$	25,910,685
Total lending	$	25,910,685
Gross amount payable upon return of collateral for securities loaned	$	26,177,464
Net amounts due to counterparty	$	266,779

Definitions:

REIT

Real Estate Investment Trust is a company that

buys, develops, manages and/or sells real estate

assets.

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Small Cap Index Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

The following table presents Small Cap Index Portfolio’s futures contracts held as of March 29, 2018. Investments and/or cash totaling $399,343 were pledged as the initial margin deposit for these contracts.

A summary of transactions (in thousands) for the fiscal year to date, in Small Cap Index Portfolio, is as follows:


Shares		Common Stock (96.9%)	Value
	Consumer Discretionary (10.3%)
	34,616	Cedar Fair, LP		$2,211,270
	93,960	Children’s Place, Inc.		12,708,090
	195,173	Core-Mark Holding Company, Inc.		4,149,378
	73,690	G-III Apparel Group, Ltd.^a		2,776,639
	221,600	Michaels Companies, Inc.^a		4,367,736
	216,620	Nutrisystem, Inc.		5,837,909
	46,110	Oxford Industries, Inc.		3,437,962
	38,070	Papa John’s International, Inc.^b		2,181,411
	33,980	Stamps.com, Inc.^a		6,831,679
	224,615	Tupperware Brands Corporation		10,866,874
	92,800	Zoe’s Kitchen, Inc.^a,b		1,340,032
	114,940	Zumiez, Inc.^a		2,747,066

		Total		59,456,046


	Consumer Staples (4.0%)
	591,610	Cott Corporation		8,708,499
	95,890	John B. Sanfilippo & Son, Inc.		5,549,154
	100,100	MGP Ingredients, Inc.^b		8,967,959

		Total		23,225,612


	Energy (4.4%)
	476,530	Callon Petroleum Companya		6,309,257
	126,920	Nine Energy Service, Inc.^a		3,090,502
	163,140	Oil States International, Inc.^a		4,274,268
	203,209	Ring Energy, Inc.^a		2,916,049
	118,540	RPC, Inc.^b		2,137,277
	443,600	WPX Energy, Inc.^a		6,556,408

		Total		25,283,761


	Financials (25.5%)
	103,140	Argo Group International Holdings, Ltd.		5,920,236
	236,972	Assured Guaranty, Ltd.		8,578,386
	210,240	BancorpSouth Bank		6,685,632
	112,902	Chemical Financial Corporation		6,173,481
	251,768	CoBiz Financial, Inc.		4,934,653
	123,750	First Interstate BancSystem, Inc.		4,894,313
	110,067	Hamilton Lane, Inc.		4,097,794
	119,810	Hancock Holding Company		6,194,177
	148,174	Hanmi Financial Corporation		4,556,350
	62,709	Hanover Insurance Group, Inc.		7,392,764
	291,867	Heritage Commerce Corporation		4,809,968
	129,667	Hope Bancorp, Inc.		2,358,643
	143,224	Horace Mann Educators Corporation		6,122,826
	105,765	Houlihan Lokey, Inc.		4,717,119
	96,386	IBERIABANK Corporation		7,518,108
	53,108	Infinity Property & Casualty Corporation		6,287,987
	229,190	Investment Technology Group, Inc.		4,524,211
	61,420	National Bank Holdings Corporation		2,042,215
	164,619	PCSB Financial Corporation^a		3,453,707
	70,670	Primerica, Inc.		6,826,722
	235,780	Santander Consumer USA Holdings Inc.		3,843,214
	216,979	Seacoast Banking Corporation of Florida^a		5,743,434
	95,426	State Auto Financial Corporation		2,726,321
	339,374	Sterling Bancorp		7,652,884
	74,376	Stifel Financial Corporation		4,405,290
	214,730	Synovus Financial Corporation		10,723,616
	132,090	United Community Banks, Inc.		4,180,649

		Total		147,364,700


	Health Care (8.9%)
	142,980	Catalent, Inc.^a		5,870,759
	23,163	Chemed Corporation		6,320,256


Shares		Common Stock (96.9%)	Value
	Health Care (8.9%) - continued
	26,168	Heska Corporation^a		$2,069,104
	56,904	HMS Holdings Corporation^a		958,263
	149,890	Myriad Genetics, Inc.^a		4,429,249
	49,920	Neurocrine Biosciences, Inc.^a		4,139,866
	91,723	NuVasive, Inc.^a		4,788,858
	171,180	Omnicell, Inc.^a		7,429,212
	80,290	PerkinElmer, Inc.		6,079,559
	24,170	Teleflex, Inc.		6,162,867
	35,164	West Pharmaceutical Services, Inc.		3,104,629

		Total		51,352,622


	Industrials (20.3%)
	56,990	AGCO Corporation		3,695,801
	201,340	AZZ, Inc.		8,798,558
	74,620	BWX Technologies, Inc.		4,740,609
	32,420	Curtiss-Wright Corporation		4,378,969
	130,830	Encore Wire Corporation		7,418,061
	80,030	Genesee & Wyoming, Inc.^a		5,665,324
	45,982	Granite Construction, Inc.		2,568,555
	109,930	ICF International, Inc.		6,425,408
	118,707	KeyW Holding Corporation^a,b		933,037
	208,760	Kirby Corporation^a		16,064,082
	62,460	Lindsay Corporation^b		5,711,342
	584,749	MRC Global, Inc.^a		9,613,274
	376,890	Nexeo Solutions, Inc.^a		4,032,723
	85,220	Oshkosh Corporation		6,584,949
	129,896	Raven Industries, Inc.		4,552,855
	134,180	Terex Corporation		5,019,674
	56,310	TransUnion^a		3,197,282
	224,040	Univar, Inc.^a		6,217,110
	34,897	Valmont Industries, Inc.		5,105,431
	89,556	Waste Connections, Inc.		6,424,747

		Total		117,147,791


	Information Technology (16.3%)
	24,821	Arista Networks, Inc.^a		6,336,801
	101,790	Belden, Inc.		7,017,403
	67,450	Blackline, Inc.^a		2,644,714
	52,480	Booz Allen Hamilton Holding Corporation		2,032,026
	222,900	Ciena Corporation^a		5,773,110
	174,280	Dolby Laboratories, Inc.		11,077,237
	52,230	Envestnet, Inc.^a		2,992,779
	51,630	Guidewire Software, Inc.^a		4,173,253
	121,930	M/A-COM Technology Solutions Holdings, Inc.^a,b		2,024,038
	90,750	Microsemi Corporationa		5,873,340
	178,690	National Instruments Corporation		9,036,353
	146,235	Pegasystems, Inc.		8,869,153
	146,080	Plexus Corporation^a		8,725,358
	23,458	Q2 Holdings, Inc.^a		1,068,512
	33,093	Rogers Corporation^a		3,955,937
	151,164	SailPoint Technologies Holdings, Inc.^a		3,127,583
	198,985	Virtusa Corporation^a		9,642,813

		Total		94,370,410


	Materials (3.1%)
	62,810	Balchem Corporation		5,134,718
	37,090	Neenah, Inc.		2,907,856
	42,244	Scotts Miracle-Gro Company		3,622,423
	87,295	Sensient Technologies Corporation		6,161,281

		Total		17,826,278


	Real Estate (1.9%)
	221,435	Cousins Properties, Inc.		1,922,056
	55,290	CyrusOne, Inc.		2,831,401


Shares		Common Stock (96.9%)	Value
	Real Estate (1.9%) - continued
	118,310	Physicians Realty Trust		$1,842,086
	133,131	Terreno Realty Corporation		4,594,351

		Total		11,189,894


	Utilities (2.2%)
	89,990	MDU Resources Group, Inc.		2,534,118
	68,080	New Jersey Resources Corporation		2,730,008
	115,030	PNM Resources, Inc.		4,399,898
	44,370	Southwest Gas Holdings, Inc.		3,000,743

		Total		12,664,767



		Total Common Stock (cost $435,538,802)		559,881,881


Shares		Registered Investment Companies (1.5%)	Value
	Equity Funds/Exchange Traded Funds (1.5%)
	31,980	SPDR S&P Biotech ETF^b		2,805,605
	84,040	SPDR S&P Metals & Mining ETF^b		2,860,722
	113,810	VanEck Vectors Oil Services ETF		2,716,645

		Total		8,382,972



		Total Registered Investment Companies (cost $7,168,188)		8,382,972


Shares		Collateral Held for Securities Loaned (3.9%)	Value
	22,774,703	Thrivent Cash Management Trust		22,774,703

		Total Collateral Held for Securities Loaned (cost $22,774,703)		22,774,703


Shares or Principal Amount		Short-Term Investments (1.7%)	Value
		Thrivent Core Short-Term Reserve Fund
	974,448	1.940%		9,744,476

		Total Short-Term Investments (cost $9,744,476)		9,744,476

		Total Investments (cost $475,226,169) 104.0%		$600,784,032

		Other Assets and Liabilities, Net (4.0%)		(22,939,769)

		Total Net Assets 100.0%		$577,844,263

a	Non-income producing security.

b	All or a portion of the security is on loan.


Securities Lending Transactions
Common Stock	$	22,699,101
Total lending	$	22,699,101
Gross amount payable upon return of collateral for securities loaned	$	22,774,703
Net amounts due to counterparty	$	75,602

Definitions:


ETF	-	Exchange Traded Fund
SPDR	-	S&P Depository Receipts, which are exchange-traded funds traded in the U.S., Europe, and Asia-Pacific and managed by State Street Global Advisors.

The following table is a summary of the inputs used, as of March 29, 2018, in valuing Small Cap Stock Portfolio’s assets carried at fair value.

There were no significant transfers between Levels during the period ended March 29, 2018. Transfers between Levels are identified as of the end of the period.

A summary of transactions (in thousands) for the fiscal year to date, in Small Cap Stock Portfolio, is as follows:

SIGNIFICANT ACCOUNTING POLICIES

Valuation of Investments – Securities traded on U.S. or foreign securities exchanges or included in a national market system are valued at the official closing price at the close of each business day unless otherwise stated below. Over-the-counter securities and listed securities for which no price is readily available are valued at the current bid price considered best to represent the value at that time. Security prices are based on quotes that are obtained from an independent pricing service approved by the Fund’s Board of Directors (the “Board”). The pricing service, in determining values of fixed-income securities, takes into consideration such factors as current quotations by broker/dealers, coupon, maturity, quality, type of issue, trading characteristics, and other yield and risk factors it deems relevant in determining valuations. Securities which cannot be valued by the approved pricing service are valued using valuations from dealers that make markets in the securities. Exchange-listed options and futures contracts are valued at the last quoted sales price. Swap agreements are valued at the clearinghouse end of day prices as furnished by an independent pricing service. Forward foreign currency exchange contracts are marked-to-market based upon foreign currency exchange rates provided by the pricing service. Investments in open-ended mutual funds are valued at their net asset value at the close of each business day.

Securities held by the Money Market Portfolio are valued on the basis of amortized cost (which approximates market value), whereby a portfolio security is valued at its cost initially and thereafter valued to reflect a constant amortization to maturity of any discount or premium. The Money Market Portfolio and the Adviser follow procedures designed to help maintain a constant net asset value of $1.00 per share.

The Board has delegated responsibility for daily valuation of the Portfolios’ securities to the Adviser. The Adviser has formed a Valuation Committee (“Committee”) that is responsible for overseeing the Portfolios’ valuation policies in accordance with Valuation Policies and Procedures. The Committee meets on a monthly and on an as-needed basis to review price challenges, price overrides, stale prices, shadow prices, manual prices, money market pricing, international fair valuation, and other securities requiring fair valuation.

The Committee monitors for significant events occurring prior to the close of trading on the New York Stock Exchange that could have a material impact on the value of any securities that are held by the Portfolios. Examples of such events include trading halts, national news/events, and issuer-specific developments. If the Committee decides that such events warrant using fair value estimates, the Committee will take such events into consideration in determining the fair value of such securities. If market quotations or prices

are not readily available or determined to be unreliable, the securities will be valued at fair value as determined in good faith pursuant to procedures adopted by the Board.

In accordance with U.S. Generally Accepted Accounting Principles (“GAAP”), the various inputs used to determine the fair value of the Portfolios’ investments are summarized in three broad levels. Level 1 includes quoted prices in active markets for identical securities, typically included in this level are U.S. equity securities, futures, options and registered investment company funds. Level 2 includes other significant observable inputs such as quoted prices for similar securities, interest rates, prepayment speeds and credit risk, typically included in this level are fixed income securities, international securities, swaps and forward contracts. Level 3 includes significant unobservable inputs such as the Adviser’s own assumptions and broker evaluations in determining the fair value of investments. Of the Level 3 securities, those for which market values were not readily available or were deemed unreliable were fair valued as determined in good faith under procedures established by the Board. The valuation levels are not necessarily an indication of the risk associated with investing in these securities or other investments. Investments measured using net asset value per share as a practical expedient for fair value and that are not publicly available-for-sale are not categorized within the fair value hierarchy.

Valuation of International Securities – Because many foreign markets close before the U.S. markets, events may occur between the close of the foreign market and the close of the U.S. markets that could have a material impact on the valuation of foreign securities. The Portfolios, under the supervision of the Board, evaluate the impacts of these events and may adjust the valuation of foreign securities to reflect the fair value as of the close of the U.S. markets. The Board has authorized the Adviser to make fair valuation determinations pursuant to policies approved by the Board.

Foreign Currency Translation – The accounting records of each Portfolio are maintained in U.S. dollars. Securities and other assets and liabilities that are denominated in foreign currencies are translated into U.S. dollars at the daily closing rates of exchange.

Foreign currency amounts related to the purchase or sale of securities and income and expenses are translated at the exchange rate on the transaction date. Net realized and unrealized currency gains and losses are recorded from closed currency contracts, disposition of foreign currencies, exchange gains or losses between the trade date and settlement date on securities transactions, and other translation gains or losses on dividends, interest income and foreign withholding taxes. The Portfolios do not separately report the effect of changes in foreign exchange rates from changes in prices on securities held. Such changes are included in net realized and unrealized gain or loss from investments in the Statement of Operations.

For federal income tax purposes, the Portfolios treat the effect of changes in foreign exchange rates arising from actual foreign currency transactions and the changes in foreign exchange rates between the trade date and settlement date as ordinary income.

Foreign Denominated Investments – Foreign denominated assets and currency contracts may involve more risks than domestic transactions including currency risk, political and economic risk, regulatory risk, and market risk. Certain Portfolios may also invest in securities of companies located in emerging markets. Future economic or political developments could adversely affect the liquidity or value, or both, of such securities.

Derivative Financial Instruments – Each of the Portfolios, with the exception of the Money Market Portfolio, may invest in derivatives. Derivatives, a category that includes options, futures, swaps, foreign currency forward contracts and hybrid instruments, are financial instruments whose value is derived from another security, an index or a currency. Each applicable Portfolio may use derivatives for hedging (attempting to offset a potential loss in one position by establishing an interest in an opposite position). This includes the use of currency-based derivatives to manage the risk of its positions in foreign securities. Each applicable Portfolio may also use derivatives for replication of a certain asset class or speculation (investing for potential income or capital gain). These contracts may be transacted on an exchange or over-the-counter (OTC).

A derivative may incur a mark to market loss if the value of the derivative decreases due to an unfavorable change in the market rates or values of the underlying derivative. Losses can also occur if the counterparty does not perform under the derivative. A Portfolio’s risk of loss from the counterparty credit risk on OTC derivatives is generally limited to the aggregate unrealized gain netted against any collateral held by such Portfolio. With exchange traded futures and centrally cleared swaps, there is minimal counterparty credit risk to the Portfolios because the exchange’s clearinghouse, as counterparty to such derivatives, guarantees against a possible default. The clearinghouse stands between the buyer and the seller of the derivative; thus, the credit risk is limited to the failure of the clearinghouse. However, credit risk still exists in exchange traded futures and centrally cleared swaps with respect to initial and variation margin that is held in a broker’s customer accounts. While brokers are required to segregate customer margin from their own assets, in the event that a broker becomes insolvent or goes into bankruptcy and at that time there is a shortfall in the aggregate amount of margin held by the broker for all its clients, U.S. bankruptcy laws will typically allocate that shortfall on a pro-rata basis across all of the broker’s

customers, potentially resulting in losses to the Portfolios. Using derivatives to hedge can guard against potential risks, but it also adds to the Portfolios’ expenses and can eliminate some opportunities for gains. In addition, a derivative used for mitigating exposure or replication may not accurately track the value of the underlying asset. Another risk with derivatives is that some types can amplify a gain or loss, potentially earning or losing substantially more money than the actual cost of the derivative.

In order to define their contractual rights and to secure rights that will help the Portfolios mitigate their counterparty risk, the Portfolios may enter into an International Swaps and Derivatives Association, Inc. Master Agreement (“ISDA Master Agreement”) or similar agreement with its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between a Portfolio and a counterparty that governs OTC derivatives and foreign exchange contracts and typically includes, among other things, collateral posting terms and netting provisions in the event of a default and/ or termination event. Under an ISDA Master Agreement, each Portfolio may, under certain circumstances, offset with the counterparty certain derivatives’ payables and/or receivables with collateral held and/or posted and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out netting) including the bankruptcy or insolvency of the counterparty. Note, however, that bankruptcy and insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency or other events.

Collateral and margin requirements vary by type of derivative. Margin requirements are established by the broker or clearinghouse for exchange traded and centrally cleared derivatives (futures, options, and centrally cleared swaps). Brokers can ask for margining in excess of the minimum in certain situations. Collateral terms are contract specific for OTC derivatives (foreign currency exchange contracts, options, and swaps). For derivatives traded under an ISDA Master Agreement, the collateral requirements are typically calculated by netting the mark to market amount for each transaction under such agreement and comparing that amount to the value of any collateral currently pledged by the Portfolio and the counterparty. For financial reporting purposes, non-cash collateral that has been pledged to cover obligations of the Portfolio has been noted in the Schedule of Investments. To the extent amounts due to the Portfolio from its counterparties are not fully collateralized, contractually or otherwise, the Portfolio bears the risk of loss from counterparty nonperformance. The Portfolios attempt to mitigate counterparty risk by only entering into agreements with counterparties that they believe have the financial resources to honor their obligations and by monitoring the financial stability of those counterparties.

Options – All Portfolios, with the exception of the Money Market Portfolio, may buy put and call options and write put and covered call options. The Portfolios intend to use such derivative instruments as hedges to facilitate buying or selling securities or to provide protection against adverse movements in security prices or interest rates. The Portfolios may also enter into options contracts to protect against adverse foreign exchange rate fluctuations. Option contracts are valued daily and unrealized appreciation or depreciation is recorded. A Portfolio will realize a gain or loss upon expiration or closing of the option transaction. When an option is exercised, the proceeds upon sale for a written call option or the cost of a security for purchased put and call options is adjusted by the amount of premium received or paid.

Buying put options tends to decrease a Portfolio’s exposure to the underlying security while buying call options tends to increase a Portfolio’s exposure to the underlying security. The risk associated with purchasing put and call options is limited to the premium paid. There is no significant counterparty risk on exchange-traded options as the exchange guarantees the contract against default. Writing put options tends to increase a Portfolio’s exposure to the underlying security while writing call options tends to decrease a Portfolio’s exposure to the underlying security. The writer of an option has no control over whether the underlying security may be bought or sold, and therefore bears the market risk of an unfavorable change in the price of the underlying security. The counterparty risk for purchased options arises when the Portfolio has purchased an option, exercises that option, and the counterparty doesn’t buy from the Portfolio or sell to the Portfolio the underlying asset as required. In the case where the Portfolio has written an option, the Portfolio doesn’t have counterparty risk. Counterparty risk on purchased over-the-counter options is partially mitigated by the Portfolio’s collateral posting requirements. As the option increases in value to the Portfolio, the Portfolio receives collateral from the counterparty. Risks of loss may exceed amounts recognized on the Statement of Assets and Liabilities.

Futures Contracts – All Portfolios, with the exception of the Money Market Portfolio, may use futures contracts to manage the exposure to interest rate and market or currency fluctuations. Gains or losses on futures contracts can offset changes in the yield of securities. When a futures contract is opened, cash or other investments equal to the required “initial margin deposit” are held on deposit with and pledged to the broker. Additional securities held by the Portfolios may be earmarked to cover open futures contracts. The futures contract’s daily change in value (“variation margin”) is either paid to or received from the broker, and is recorded as an unrealized gain or loss. When the contract is closed, realized gain or loss is recorded equal to the difference between the value of the contract when opened and the value of the contract when closed.

Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed in the Statement of Assets and Liabilities. Exchange-traded futures have no significant counterparty risk as the exchange guarantees the contracts against default.

During the three months ended March 29, 2018, Aggressive Allocation Portfolio, Balanced Income Plus Portfolio, Diversified Income Plus Portfolio, Government Bond Portfolio, Growth and Income Plus Portfolio, Income Portfolio, Limited Maturity Bond Portfolio, Moderate Allocation Portfolio, Moderately Aggressive Allocation Portfolio, Moderately Conservative Allocation Portfolio, Multidimensional Income Portfolio, Opportunity Income Plus Portfolio, and Partner Worldwide Allocation Portfolio used treasury futures to manage the duration and yield curve exposure of the Portfolio versus the benchmark.

During the three months ended March 29, 2018, Aggressive Allocation Portfolio, Balanced Income Plus Portfolio, Diversified Income Plus Portfolio, Growth and Income Plus Portfolio, Large Cap Growth Portfolio, Large Cap Index Portfolio, Large Cap Stock, Low Volatility Equity Portfolio, Mid Cap Index Portfolio, Moderate Allocation Portfolio, Moderately Aggressive Allocation Portfolio, Moderately Conservative Allocation Portfolio, Opportunity Income Plus Portfolio, Partner Worldwide Allocation Portfolio, and Small Cap Index Portfolio used equity futures to manage exposure to the equities market.

Foreign Currency Forward Contracts – In connection with purchases and sales of securities denominated in foreign currencies all Portfolios, with the exception of the Money Market Portfolio, may enter into foreign currency forward contracts. Additionally, the Portfolios may enter into such contracts to mitigate currency and counterparty exposure to other foreign-currency-denominated investments. These contracts are recorded at value and the related realized and change in unrealized foreign exchange gains and losses are included in the Statement of Operations. In the event that counterparties fail to settle these forward contracts, the Portfolios could be exposed to foreign currency fluctuations. Foreign currency contracts are valued daily and unrealized appreciation or depreciation is recorded daily as the difference between the contract exchange rate and the closing forward rate applied to the face amount of the contract. A realized gain or loss is recorded at the time a forward contract is closed. These contracts are over-the-counter and the Portfolio is exposed to counterparty risk equal to the discounted net amount of payments to the Portfolio.

During the three months ended March 29, 2018, Partner Healthcare Portfolio used foreign currency forward contracts in order to hedge unwanted currency exposure.

During the three months ended March 29, 2018, Partner Worldwide Allocation Portfolio used foreign currency forward contracts in order to gain active currency exposure and to hedge unwanted currency exposure.

Swap Agreements – All Portfolios, with the exception of the Money Market Portfolio, may enter into swap transactions, which involve swapping one or more investment characteristics of a security or a basket of securities with another party. Such transactions include market risk, risk of default by the other party to the transaction, risk of imperfect correlation and manager risk and may involve commissions or other costs. Swap transactions generally do not involve delivery of securities, other underlying assets or principal. Accordingly, the risk of loss with respect to swap transactions is generally limited to the net amount of payments that the Portfolio is contractually obligated to make, or in the case of the counterparty defaulting, the net amount of payments that the Portfolio is contractually entitled to receive. Risks of loss may exceed amounts recognized on the Statement of Assets and Liabilities. If there is a default by the counterparty, the Portfolio may have contractual remedies pursuant to the agreements related to the transaction. The contracts are valued daily and unrealized appreciation or depreciation is recorded. Swap agreements are valued at the clearinghouse end of day prices as furnished by an independent pricing service. The pricing service takes into account such factors as swap curves, default probabilities, recent trades, recovery rates and other factors it deems relevant in determining valuations. Daily fluctuations in the value of the centrally cleared credit default contracts are recorded in variation margin in the Statement of Assets and Liabilities and recorded as unrealized gain or loss. The Portfolio accrues for the periodic payment and amortizes upfront payments, if any, on swap agreements on a daily basis with the net amount recorded as realized gains or losses in the Statement of Operations. Receipts and payments received or made as a result of a credit event or termination of the contract are also recognized as realized gains or losses in the Statement of Operations. Collateral, in the form of cash or securities, may be required to be held with the Portfolio’s custodian, or a third party, in connection with these agreements. Certain swap agreements are over-the-counter and the Portfolio is exposed to counterparty risk, which is the discounted net amount of payments owed to the Portfolio. This risk is partially mitigated by the Portfolio’s collateral posting requirements. As the swap increases in value to the Portfolio, the Portfolio receives collateral from the counterparty. Certain interest rate and credit default index swaps must be cleared through a clearinghouse or central counterparty.

Credit Default Swaps – A credit default swap is a swap agreement between two parties to exchange the credit risk of a particular issuer, basket of securities or reference

entity. In a credit default swap transaction, a buyer pays periodic fees in return for payment by the seller which is contingent upon an adverse credit event occurring in the underlying issuer or reference entity. The seller collects periodic fees from the buyer and profits if the credit of the underlying issuer or reference entity remains stable or improves while the swap is outstanding, but the seller in a credit default swap contract would be required to pay the amount of credit loss, determined as specified in the agreement, to the buyer in the event of an adverse credit event in the reference entity. A buyer of a credit default swap is said to buy protection whereas a seller of a credit default swap is said to sell protection. The Portfolios may be either the protection buyer or the protection seller.

Certain Portfolios enter into credit default derivative contracts directly through credit default swaps (CDS) or through credit default swap indices (CDX Indices). CDX Indices are static pools of equally weighted credit default swaps referencing corporate bonds and/or loans designed to provide diversified credit exposure to these asset classes. Portfolios sell default protection and assume long-risk positions in individual credits or indices. Index positions are entered into to gain exposure to the corporate bond and/or loan markets in a cost-efficient and diversified structure. In the event that a position defaults, by going into bankruptcy and failing to pay interest or principal on borrowed money, within any given CDX Index held, the maximum potential amount of future payments required would be equal to the pro-rata share of that position within the index based on the notional amount of the index. In the event of a default under a CDS contract, the maximum potential amount of future payments would be the notional amount. For CDS, the default events could be bankruptcy and failing to pay interest or principal on borrowed money or a restructuring. A restructuring is a change in the underlying obligations which would include reduction in interest or principal, maturity extension and subordination to other obligations.

For financial reporting purposes, the Portfolios do not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statement of Assets and Liabilities.

Additional information for the Portfolio’s policy regarding valuation of investments and other significant accounting policies can be obtained by referring to the Portfolio’s most recent annual or semiannual shareholder report.

(a) Registrant’s President and Treasurer have concluded that registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) are effective, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.

(b) Registrant’s President and Treasurer are aware of no change in registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during registrant’s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, registrant’s internal control over financial reporting.

Separate certifications pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 are attached hereto.

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.

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.


Futures Contracts Description	Number of Contracts Long/(Short)		Expiration Date		Notional Principal Amount		Value and Unrealized Appreciation/ Depreciation
5-Yr. U.S. Treasury Bond Futures		24		July 2018	$	2,735,887	$	11,176
20-Yr. U.S. Treasury Bond Futures		12		June 2018		1,714,633		44,867
CME E-mini Russell 2000 Index		526		June 2018		41,831,221		(1,560,661)
CME Ultra Long Term U.S. Treasury Bond		8		June 2018		1,239,526		44,224
ICE mini MSCI EAFE Index		630		June 2018		63,933,995		(915,095)
ICE US mini MSCI Emerging Markets Index		943		June 2018		57,078,624		(1,073,854)
S&P 500 Index Mini-Futures		1,320		June 2018		181,576,166		(7,138,166)

Total Futures Long Contracts					$	350,110,052	($	10,587,509)

2-Yr. U.S. Treasury Bond Futures		(23)		July 2018	($	4,886,711)	($	3,305)
10-Yr. U.S. Treasury Bond Futures		(2)		June 2018		(240,197)		(2,084)
CME E-mini NASDAQ 100 Index		(714)		June 2018		(102,024,864)		7,862,544
CME E-mini S&P Mid-Cap 400 Index		(768)		June 2018		(148,866,808)		4,244,728

Total Futures Short Contracts					($	256,018,580)	$	12,101,883

Total Futures Contracts					$	94,091,472	$	1,514,374


Reference Description:
CME	-	Chicago Mercantile Exchange
EAFE	-	Europe, Australasia and Far East
ICE	-	Intercontinental Exchange
MSCI	-	Morgan Stanley Capital International
NASDAQ	-	National Association of Securities Dealers Automated Quotations
S&P	-	Standard & Poor’s


Investments in Securities	Total		Level 1		Level 2		Level 3
Common Stock
Consumer Discretionary		95,630,907		94,145,702		1,485,205		–
Consumer Staples		13,958,322		13,132,284		826,038		–
Energy		20,532,449		19,854,779		677,642		28
Financials		106,656,774		104,972,121		1,684,653		–
Health Care		72,525,296		71,741,805		783,491		–
Industrials		89,720,258		87,827,493		1,892,765		–
Information Technology		198,893,958		198,444,771		449,187		–
Materials		15,345,205		13,772,659		1,572,545		1
Real Estate		13,443,421		13,200,852		242,569		–
Telecommunications Services		1,874,787		1,200,496		674,291		–
Utilities		5,486,985		5,229,554		257,431		–
Registered Investment Companies
Affiliated Equity Holdings		366,428,656		366,428,656		–		–
Affiliated Fixed Income Holdings		23,296,090		23,296,090		–		–
Equity Funds/Exchange Traded Funds		8,324,762		8,324,762		–		–
Long-Term Fixed Income
Collateralized Mortgage Obligations		186,947		–		186,947		–
Mortgage-Backed Securities		13,154,621		–		13,154,621		–
U.S. Government and Agencies		15,745,356		–		15,745,356		–
Preferred Stock
Consumer Staples		158,007		–		158,007		–
Short-Term Investments		15,973,822		–		15,973,822		–

Subtotal Investments in Securities	$	1,077,336,623	$	1,021,572,024	$	55,764,570	$	29


Other Investments*	Total
Short-Term Investments		150,120,716
Affiliated Registered Investment Companies		112,246,500
Collateral Held for Securities Loaned		15,595,582

Subtotal Other Investments	$	277,962,798



Total Investments at Value	$	1,355,299,421


Portfolio	Value 12/31/2017		Gross Purchases		Gross Sales		Shares Held at 3/29/2018		Value 3/29/2018		% of Net Assets 3/29/2018
Affiliated Equity Holdings
Core International Equity	$	63,845	$	–	$	–		6,309	$	63,719		4.8%
Core Low Volatility Equity*		–		49,000		–		4,922		48,527		3.6
Large Cap Stock		51,228		–		–		3,564		51,243		3.9
Large Cap Value		62,811		–		–		3,311		61,076		4.6
Mid Cap Stock		76,124		–		–		3,657		75,537		5.7
Partner Worldwide Allocation		135,609		–		–		12,303		134,928		10.2
Small Cap Stock		47,197		–		3,347		2,084		43,645		3.3

Total Affiliated Equity Holdings		436,814								478,675		36.1

Affiliated Fixed Income Holdings
High Yield Portfolio		9,066		126		–		1,894		8,950		0.7
Income		5,010		42		–		489		4,911		0.4
Limited Maturity Bond		9,448		51		–		963		9,436		0.7

Total Affiliated Fixed Income Holdings		23,524								23,297		1.8

Affiliated Short-Term Investments
Core Short-Term Reserve, 1.940%		143,103		96,093		89,075		15,012		150,121		11.3

Total Affiliated Short-Term Investments		143,103								150,121		11.3

Collateral held for Securities Loaned
Cash Management Trust- Collateral Investment		39,610		25,634		49,648		15,596		15,596		1.2

Total Collateral Held for Securities Loaned		39,610								15,596		1.2

Total Value	$	643,051							$	667,689


Futures Contracts Description	Number of Contracts Long/(Short)		Expiration Date		Notional Principal Amount		Value and Unrealized
5-Yr. U.S. Treasury Bond Futures		29		July 2018	$	3,305,864	$	13,504
10-Yr. U.S. Treasury Bond Futures		64		June 2018		7,698,205		54,796
CME Ultra Long Term U.S. Treasury Bond		10		June 2018		1,549,408		55,279
S&P 500 Index Mini-Futures		9		June 2018		1,234,952		(45,602)

Total Futures Long Contracts					$	13,788,429	$	77,977

2-Yr. U.S. Treasury Bond Futures		(44)		July 2018	($	9,348,491)	($	6,322)
20-Yr. U.S. Treasury Bond Futures		(5)		June 2018		(708,382)		(24,743)
S&P 500 Index Mini-Futures		(45)		June 2018		(6,163,211)		216,461

Total Futures Short Contracts					($	16,220,084)	$	185,396

Total Futures Contracts					($	2,431,655)	$	263,373


Futures Contracts Description	Number of Contracts Long/(Short)		Expiration Date		Notional Principal Amount		Value and Unrealized
5-Yr. U.S. Treasury Bond Futures		65		July 2018	$	7,409,694	$	30,267
10-Yr. U.S. Treasury Bond Futures		203		June 2018		24,395,993		195,555
20-Yr. U.S. Treasury Bond Futures		30		June 2018		4,286,582		112,168
CME Ultra Long Term U.S. Treasury Bond		1		June 2018		154,941		5,528
S&P 500 Index Mini-Futures		143		June 2018		19,608,284		(710,834)

Total Futures Long Contracts					$	55,855,494	($	367,316)

2-Yr. U.S. Treasury Bond Futures		(26)		July 2018	($	5,524,108)	($	3,736)
S&P 500 Index Mini-Futures		(100)		June 2018		(13,696,024)		481,024

Total Futures Short Contracts					($	19,220,132)	$	477,288

Total Futures Contracts					$	36,635,362	$	109,972


Portfolio	Value 12/31/2017		Gross Purchases		Gross Sales		Shares Held at 3/29/2018		Value 3/29/2018		% of Net Assets 3/29/2018
Affiliated Fixed Income Holdings
Core Emerging Markets Debt	$	20,769	$	14,528	$	–		3,621	$	34,580		5.1%

Total Affiliated Fixed Income Holdings		20,769								34,580		5.1

Affiliated Short-Term Investments
Core Short-Term Reserve, 1.940%		90,958		60,741		59,616		9,208		92,083		13.5

Total Affiliated Short-Term Investments		90,958								92,083		13.5

Collateral held for Securities Loaned
Cash Management Trust- Collateral Investment		2,212		29,596		22,243		9,565		9,565		1.4

Total Collateral Held for Securities Loaned		2,212								9,565		1.4

Total Value	$	113,939							$	136,228


Futures Contracts Description	Number of Contracts Long/(Short)		Expiration Date		Notional Principal Amount		Value and Unrealized Appreciation/ Depreciation
Eurex MSCI World Index		13		June 2018	$	786,934	($	24,744)

Total Futures Long Contracts					$	786,934	($	24,744)

Total Futures Contracts					$	786,934	($	24,744)


Securities Lending Transactions
Common Stock	$	1,048,749
Total lending	$	1,048,749
Gross amount payable upon return of collateral for securities loaned	$	1,067,154
Net amounts due to counterparty	$	18,405



Other Investments *	Total
Short-Term Investments		8,745,103
Collateral Held for Securities Loaned		2,011,625


Subtotal Other Investments	$	10,756,728



Total Investments at Value	$	193,231,429


Counterparty:
BNP	-	BNP Paribas
DB	-	Deutsche Bank SSB
SSB	-	State Street Bank


ASX	-	Australian Securities Exchange
CME	-	Chicago Mercantile Exchange
EAFE	-	Europe, Australasia and Far East
FTSE	-	Financial Times Stock Exchange
HKG	-	Hong Kong Stock Exchange
ICE	-	Intercontinental Exchange
MSCI	-	Morgan Stanley Capital International
S&P	-	Standard & Poor’s
SFE	-	Sydney Futures Exchange
SGX	-	Singapore Stock Exchange
TSE	-	Tokyo Stock Exchange


Foreign Currency Forward Contracts
Currency to Receive	Counterparty	Contracts to Receive		Currency to Deliver	Settlement Date		Value		Unrealized Appreciation/ (Depreciation)
Argentina Peso	MSC		15,353,540	USD		4/4/2018	$	760,265	($	19,018)
Argentina Peso	MSC		15,353,540	USD		4/4/2018		762,606		527
Argentina Peso	MSC		2,824,429	USD		4/9/2018		139,499		536
Argentina Peso	MSC		15,858,740	USD		4/12/2018		782,057		12,651
Argentina Peso	MSC		4,870,171	USD		4/16/2018		239,672		(61)
Argentina Peso	MSC		2,673,304	USD		4/20/2018		131,288		3,256
Argentina Peso	MSC		2,047,385	USD		5/2/2018		99,922		389
Argentina Peso	MSC		11,084,514	USD		5/7/2018		539,558		6,905
Argentina Peso	MSC		4,817,926	USD		5/11/2018		234,027		2,563
Argentina Peso	MSC		1,977,339	USD		5/14/2018		95,896		1,386
Argentina Peso	MSC		4,174,426	USD		5/17/2018		202,127		2,823
Argentina Peso	MSC		9,850,834	USD		5/24/2018		475,214		4,220
Argentina Peso	MSC		9,670,116	USD		5/31/2018		464,721		4,020
Argentina Peso	MSC		15,353,540	USD		7/3/2018		724,461		(1,303)
Brazilian Real	MSC		10,640,402	USD		4/3/2018		3,222,948		21,672
Brazilian Real	MSC		10,640,402	USD		4/3/2018		3,221,773		(52,191)
Brazilian Real	MSC		10,099,750	USD		5/3/2018		3,051,194		25,142
Chilean Peso	MSC		409,757,431	USD		4/20/2018		679,055		(984)
Chilean Peso	MSC		542,666,162	USD		4/27/2018		899,540		6,908
Chinese Yuan	MSC		19,542,488	USD		3/30/2018		3,106,074		14,137
Chinese Yuan	MSC		14,562,648	USD		4/16/2018		2,313,214		12,885
Chinese Yuan Offshore	BNP		14,084,678	USD		6/20/2018		2,237,461		28,169
Chinese Yuan Offshore	DB		4,243,503	EUR		6/20/2018		674,114		3,152
Chinese Yuan Offshore	DB		4,268,448	USD		6/20/2018		678,076		4,855
Chinese Yuan Offshore	CITI		2,287,932	USD		6/20/2018		363,456		2,540
Chinese Yuan Offshore	HSBC		6,343,797	USD		6/20/2018		1,007,761		10,917
Colombian Peso	MSC		2,698,567,947	USD		4/20/2018		965,939		18,796
Colombian Peso	MSC		1,517,334,103	USD		4/27/2018		543,142		10,317
Czech Republic Koruna	MSC		17,049,478	EUR		6/20/2018		830,643		4,712
Euro	MSC		1,485,606	HUF		6/20/2018		1,839,277		8,996
Euro	MSC		374,517	PLN		6/20/2018		463,676		1,074
Euro	MSC		275,248	CZK		6/20/2018		340,775		2,770
Hong Kong Dollar	MSC		5,769,254	USD		6/20/2018		737,176		(1,126)
Hong Kong Dollar	MSC		18,651,323	USD		9/19/2018		2,387,969		1,516
Hungarian Forint	MSC		705,411,862	EUR		6/20/2018		2,797,298		6,870
Indian Rupee	MSC		138,101,527	USD		4/5/2018		2,115,687		(33,930)
Indian Rupee	MSC		9,580,093	USD		4/6/2018		146,885		(117)
Indian Rupee	MSC		265,162,556	USD		4/13/2018		4,058,438		(6,150)
Indian Rupee	MSC		46,749,327	USD		4/16/2018		715,270		(3,427)
Indian Rupee	MSC		270,428,675	USD		4/27/2018		4,132,263		(48,923)
Indonesian Rupiah	MSC		4,103,892,515	USD		4/9/2018		297,852		(153)
Indonesian Rupiah	MSC		49,326,213,840	USD		4/11/2018		3,579,505		(52,599)
Indonesian Rupiah	MSC		31,226,259,167	USD		4/16/2018		2,265,215		(63,754)
Indonesian Rupiah	MSC		77,974,810,046	USD		4/26/2018		5,652,394		(1,678)
Japanese Yen	MSC		70,036,426	USD		6/20/2018		662,041		(3,959)
Mexican Peso	MSC		31,166,738	USD		6/20/2018		1,692,617		40,553
New Taiwan Dollar	MSC		16,682,923	USD		4/16/2018		572,907		1,112
New Taiwan Dollar	MSC		35,414,657	USD		4/17/2018		1,216,259		(2,366)
New Taiwan Dollar	MSC		46,062,539	USD		4/27/2018		1,583,065		(8,473)
New Taiwan Dollar	MSC		115,992,413	USD		5/10/2018		3,990,359		(2,638)
Peruvian Nuevo Sol	MSC		3,793,099	USD		4/5/2018		1,175,946		(2,877)
Peruvian Nuevo Sol	MSC		3,698,662	USD		4/9/2018		1,146,766		4,306
Polish Zloty	MSC		14,528,019	EUR		6/20/2018		4,253,518		(509)
Russian Ruble	MSC		181,999,415	USD		5/17/2018		3,160,379		(16,098)
Singapore Dollar	MSC		3,235,844	USD		6/20/2018		2,474,090		2,954
South African Rand	MSC		73,456,397	USD		6/20/2018		6,139,676		6,417
South African Rand	MSC		3,987,336	USD		6/20/2018		336,804		3,895
South Korean Won	MSC		806,169,810	USD		4/5/2018		756,610		6,197
South Korean Won	MSC		355,485,791	USD		4/9/2018		333,703		1,657
South Korean Won	MSC		3,654,925,498	USD		4/12/2018		3,431,515		15,963
South Korean Won	MSC		607,858,663	USD		4/16/2018		570,824		(971)
South Korean Won	MSC		1,012,959,518	USD		4/26/2018		951,749		8,864


BNP	-	BNP Paribas
CITI	-	Citibank
DB	-	Deutsche Bank
HSBC	-	HSBC Securities, Inc.
MSC	-	Morgan Stanley & Company
SB	-	Standard Bank plc