N-Q 1 valleyforgefinal.htm VANGUARD VALLEY FORGE FUNDS valleyforgefinal.htm - Generated by SEC Publisher for SEC Filing

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT COMPANY

Investment Company Act file number: 811-58431

Name of Registrant: Vanguard Valley Forge Funds

Address of Registrant:
P.O. Box 2600
Valley Forge, PA 19482

Name and address of agent for service:
Heidi Stam, Esquire
P.O. Box 876
Valley Forge, PA 19482

Date of fiscal year end: December 31

Date of reporting period: March 31, 2014

Item 1: Schedule of Investments

 

Vanguard Balanced Index Fund

Schedule of Investments
As of March 31, 2014

    Market
    Value
  Shares ($000)
Common Stocks (60.1%)1    
Basic Materials (1.9%)    
EI du Pont de Nemours & Co. 588,578 39,494
Dow Chemical Co. 771,192 37,472
LyondellBasell Industries NV Class A 292,629 26,026
Praxair Inc. 184,811 24,205
Freeport-McMoRan Copper & Gold Inc. 659,988 21,826
Ecolab Inc. 171,604 18,532
PPG Industries Inc. 83,224 16,101
Air Products & Chemicals Inc. 134,280 15,985
International Paper Co. 276,311 12,677
Nucor Corp. 202,044 10,211
CF Industries Holdings Inc. 35,295 9,199
Mosaic Co. 183,007 9,150
Alcoa Inc. 685,415 8,821
Eastman Chemical Co. 87,107 7,509
Newmont Mining Corp. 315,078 7,385
Sigma-Aldrich Corp. 75,885 7,086
FMC Corp. 84,953 6,504
CONSOL Energy Inc. 147,844 5,906
Celanese Corp. Class A 100,791 5,595
International Flavors & Fragrances Inc. 52,689 5,041
Ashland Inc. 49,590 4,933
* WR Grace & Co. 46,347 4,596
Airgas Inc. 42,611 4,538
RPM International Inc. 86,312 3,611
Rockwood Holdings Inc. 47,508 3,535
Albemarle Corp. 51,162 3,398
Reliance Steel & Aluminum Co. 47,633 3,366
Avery Dennison Corp. 60,843 3,083
Huntsman Corp. 125,611 3,067
Peabody Energy Corp. 175,344 2,865
NewMarket Corp. 6,866 2,683
Allegheny Technologies Inc. 66,417 2,503
Royal Gold Inc. 39,647 2,483
Steel Dynamics Inc. 137,472 2,446
United States Steel Corp. 88,477 2,443
Domtar Corp. 20,637 2,316
PolyOne Corp. 62,280 2,283
Cytec Industries Inc. 23,139 2,259
Cabot Corp. 37,448 2,212
Carpenter Technology Corp. 32,575 2,151
Axiall Corp. 45,498 2,044
^ Cliffs Natural Resources Inc. 99,096 2,027
Sensient Technologies Corp. 32,482 1,832
Compass Minerals International Inc. 21,699 1,791
Westlake Chemical Corp. 26,026 1,722
* Chemtura Corp. 62,495 1,580
HB Fuller Co. 32,633 1,576
Minerals Technologies Inc. 22,392 1,446
Commercial Metals Co. 75,979 1,434

 

 

  Olin Corp. 51,809 1,430
* KapStone Paper and Packaging Corp. 47,516 1,370
  Worthington Industries Inc. 34,442 1,317
  US Silica Holdings Inc. 33,000 1,260
* Stillwater Mining Co. 77,913 1,154
  Balchem Corp. 19,771 1,030
* Polypore International Inc. 29,516 1,010
* SunCoke Energy Inc. 43,154 986
  Tronox Ltd. Class A 40,077 953
* Resolute Forest Products Inc. 45,551 915
* Cloud Peak Energy Inc. 40,275 851
* Clearwater Paper Corp. 13,582 851
  Innophos Holdings Inc. 14,710 834
* Calgon Carbon Corp. 37,780 825
  Globe Specialty Metals Inc. 39,325 819
  PH Glatfelter Co. 30,014 817
  Kaiser Aluminum Corp. 11,321 809
  OM Group Inc. 23,110 768
  A Schulman Inc. 20,666 749
  AMCOL International Corp. 15,057 689
* Ferro Corp. 50,372 688
  Arch Coal Inc. 140,551 677
  Stepan Co. 10,146 655
  Innospec Inc. 14,207 643
  Neenah Paper Inc. 12,101 626
* AK Steel Holding Corp. 85,784 619
* Alpha Natural Resources Inc. 145,044 616
* Coeur Mining Inc. 66,042 614
* Horsehead Holding Corp. 35,137 591
  Hecla Mining Co. 192,215 590
* Kraton Performance Polymers Inc. 20,721 542
  Koppers Holdings Inc. 13,005 536
* Intrepid Potash Inc. 34,231 529
* LSB Industries Inc. 13,859 519
  Quaker Chemical Corp. 6,539 515
* RTI International Metals Inc. 17,009 473
* Century Aluminum Co. 35,016 463
* OMNOVA Solutions Inc. 42,153 438
*,^ Molycorp Inc. 90,793 426
  Deltic Timber Corp. 6,307 411
* Cambrex Corp. 20,651 390
  Haynes International Inc. 7,134 385
  Wausau Paper Corp. 27,396 349
* Rentech Inc. 175,857 334
^ Walter Energy Inc. 41,689 315
  Tredegar Corp. 13,065 301
  Aceto Corp. 14,366 289
* Senomyx Inc. 26,231 280
  Zep Inc. 15,483 274
* Westmoreland Coal Co. 9,188 274
* Platform Specialty Products Corp. 14,100 269
  American Vanguard Corp. 12,311 267
* Allied Nevada Gold Corp. 55,978 241
  Hawkins Inc. 6,172 227
  Olympic Steel Inc. 7,619 219
  Kronos Worldwide Inc. 11,643 194
*,^ Paramount Gold and Silver Corp. 121,814 150

 

 

  Noranda Aluminum Holding Corp. 36,433 150
* Penford Corp. 10,394 149
  FutureFuel Corp. 7,200 146
  Ampco-Pittsburgh Corp. 6,863 129
  Gold Resource Corp. 24,122 115
  Chase Corp. 3,079 97
* Uni-Pixel Inc. 12,460 95
* General Moly Inc. 96,309 95
  Synalloy Corp. 6,575 94
* US Antimony Corp. 44,858 83
* Universal Stainless & Alloy Products Inc. 2,437 82
* Nova Lifestyle Inc. 10,242 82
* Northern Technologies International Corp. 2,900 62
  United-Guardian Inc. 1,801 53
* Comstock Mining Inc. 28,500 47
* Handy & Harman Ltd. 2,000 44
* Metabolix Inc. 32,933 43
*,^ Verso Paper Corp. 13,766 40
* Midway Gold Corp. 33,972 36
* Marrone Bio Innovations Inc. 2,500 35
* Uranerz Energy Corp. 18,000 31
* Codexis Inc. 12,540 26
  KMG Chemicals Inc. 1,299 20
*,^ James River Coal Co. 19,800 15
* Solitario Exploration & Royalty Corp. 9,495 12
*,^ Uranium Resources Inc. 3,707 10
      408,105
Consumer Goods (6.0%)    
  Procter & Gamble Co. 1,719,007 138,552
  Coca-Cola Co. 2,512,132 97,119
  PepsiCo Inc. 969,356 80,941
  Philip Morris International Inc. 956,909 78,342
  Altria Group Inc. 1,259,681 47,150
  Ford Motor Co. 2,454,778 38,295
  Monsanto Co. 333,388 37,930
  Colgate-Palmolive Co. 580,457 37,654
  Mondelez International Inc. Class A 1,022,668 35,333
  NIKE Inc. Class B 447,650 33,063
  General Motors Co. 806,882 27,773
  Kimberly-Clark Corp. 241,005 26,571
  Kraft Foods Group Inc. 374,917 21,033
  General Mills Inc. 395,411 20,490
  Johnson Controls Inc. 421,165 19,930
  Archer-Daniels-Midland Co. 418,018 18,138
  VF Corp. 224,245 13,876
  Delphi Automotive plc 194,084 13,171
  Lorillard Inc. 231,050 12,495
  Kellogg Co. 180,265 11,304
  Reynolds American Inc. 205,116 10,957
* Michael Kors Holdings Ltd. 116,516 10,867
  Mead Johnson Nutrition Co. 128,314 10,668
* Tesla Motors Inc. 50,850 10,600
  Estee Lauder Cos. Inc. Class A 152,505 10,200
  Hershey Co. 92,980 9,707
  Harley-Davidson Inc. 140,404 9,352
  BorgWarner Inc. 145,766 8,960
  Coach Inc. 176,353 8,758

 

 

Mattel Inc. 216,826 8,697
Beam Inc. 104,015 8,664
* Constellation Brands Inc. Class A 100,748 8,561
ConAgra Foods Inc. 267,236 8,292
Genuine Parts Co. 92,261 8,013
Stanley Black & Decker Inc. 98,566 8,008
Tyson Foods Inc. Class A 171,995 7,570
Whirlpool Corp. 49,352 7,376
Clorox Co. 81,981 7,215
Bunge Ltd. 89,131 7,087
* Keurig Green Mountain Inc. 66,291 7,000
Coca-Cola Enterprises Inc. 146,446 6,994
Dr Pepper Snapple Group Inc. 126,503 6,889
* Monster Beverage Corp. 96,086 6,673
PVH Corp. 52,041 6,493
Church & Dwight Co. Inc. 89,506 6,182
Ralph Lauren Corp. Class A 38,315 6,166
JM Smucker Co. 63,330 6,158
* TRW Automotive Holdings Corp. 73,948 6,036
Brown-Forman Corp. Class B 66,890 5,999
Activision Blizzard Inc. 293,179 5,993
* Under Armour Inc. Class A 51,821 5,941
Polaris Industries Inc. 42,268 5,905
Leucadia National Corp. 198,533 5,559
Molson Coors Brewing Co. Class B 93,133 5,482
* Electronic Arts Inc. 187,218 5,431
Campbell Soup Co. 120,090 5,390
* Mohawk Industries Inc. 39,270 5,340
Newell Rubbermaid Inc. 175,574 5,250
McCormick & Co. Inc. 72,999 5,237
Hanesbrands Inc. 63,416 4,850
* Jarden Corp. 79,069 4,731
Harman International Industries Inc. 43,085 4,584
* LKQ Corp. 173,870 4,581
Lear Corp. 52,182 4,369
PulteGroup Inc. 219,953 4,221
Snap-on Inc. 37,146 4,215
Hormel Foods Corp. 85,533 4,214
Hasbro Inc. 74,864 4,164
Goodyear Tire & Rubber Co. 158,963 4,154
* WABCO Holdings Inc. 39,106 4,128
Avon Products Inc. 281,205 4,117
Energizer Holdings Inc. 40,629 4,093
DR Horton Inc. 187,326 4,056
Lennar Corp. Class A 96,954 3,841
* Toll Brothers Inc. 101,426 3,641
* Lululemon Athletica Inc. 66,267 3,485
Ingredion Inc. 48,770 3,320
* Fossil Group Inc. 28,011 3,266
* Middleby Corp. 12,218 3,228
* WhiteWave Foods Co. Class A 111,556 3,184
* NVR Inc. 2,600 2,982
Leggett & Platt Inc. 91,199 2,977
* Kate Spade & Co. 79,123 2,935
Hillshire Brands Co. 78,494 2,925
Nu Skin Enterprises Inc. Class A 34,202 2,834
Gentex Corp. 88,537 2,792

 

 

Herbalife Ltd. 48,668 2,787
* Hain Celestial Group Inc. 29,621 2,709
* Visteon Corp. 30,467 2,695
Brunswick Corp. 59,226 2,682
Carter's Inc. 32,603 2,532
Flowers Foods Inc. 116,660 2,502
Tupperware Brands Corp. 29,044 2,433
* Tenneco Inc. 39,756 2,309
Dana Holding Corp. 95,164 2,214
* Darling International Inc. 102,386 2,050
* Tempur Sealy International Inc. 39,225 1,988
Scotts Miracle-Gro Co. Class A 30,133 1,847
* Zynga Inc. Class A 424,296 1,824
Thor Industries Inc. 29,582 1,806
Wolverine World Wide Inc. 61,916 1,768
Pool Corp. 27,684 1,698
* Deckers Outdoor Corp. 21,241 1,694
* TreeHouse Foods Inc. 22,625 1,629
* Steven Madden Ltd. 39,737 1,430
* Boston Beer Co. Inc. Class A 5,784 1,416
* Helen of Troy Ltd. 19,953 1,381
Lancaster Colony Corp. 13,453 1,338
* Take-Two Interactive Software Inc. 60,229 1,321
* Post Holdings Inc. 23,388 1,289
* Iconix Brand Group Inc. 30,713 1,206
Ryland Group Inc. 30,117 1,203
* Dorman Products Inc. 20,331 1,201
Herman Miller Inc. 36,585 1,176
Spectrum Brands Holdings Inc. 13,634 1,087
Sanderson Farms Inc. 13,663 1,072
HNI Corp. 29,188 1,067
B&G Foods Inc. 35,077 1,056
Andersons Inc. 17,533 1,039
KB Home 58,735 998
* TiVo Inc. 74,518 986
* Skechers U.S.A. Inc. Class A 26,651 974
Cooper Tire & Rubber Co. 39,887 969
Snyder's-Lance Inc. 34,132 962
J&J Snack Foods Corp. 10,008 960
* Meritage Homes Corp. 22,645 948
Steelcase Inc. Class A 55,028 914
La-Z-Boy Inc. 33,661 912
Dean Foods Co. 57,927 896
Pinnacle Foods Inc. 29,424 879
* Crocs Inc. 54,593 852
Schweitzer-Mauduit International Inc. 19,942 849
Universal Corp. 15,025 840
* G-III Apparel Group Ltd. 11,483 822
Vector Group Ltd. 37,060 798
* American Axle & Manufacturing Holdings Inc. 42,973 796
Interface Inc. Class A 38,594 793
* Gentherm Inc. 22,292 774
Fresh Del Monte Produce Inc. 27,156 749
MDC Holdings Inc. 25,507 721
* iRobot Corp. 17,280 709
Briggs & Stratton Corp. 30,814 686
* Standard Pacific Corp. 82,421 685

 

 

* Boulder Brands Inc. 37,697 664
  Drew Industries Inc. 12,122 657
  WD-40 Co. 8,317 645
  Jones Group Inc. 43,050 644
* Quiksilver Inc. 85,813 644
* Select Comfort Corp. 34,864 630
* Pilgrim's Pride Corp. 29,835 624
* Seaboard Corp. 237 621
  Oxford Industries Inc. 7,925 620
  Cal-Maine Foods Inc. 9,672 607
*,^ Eastman Kodak Co. 17,935 599
  Columbia Sportswear Co. 7,176 593
  Knoll Inc. 32,546 592
* Tumi Holdings Inc. 25,600 579
  Movado Group Inc. 11,879 541
* Diamond Foods Inc. 15,262 533
* Winnebago Industries Inc. 19,069 522
  Titan International Inc. 27,348 519
* Elizabeth Arden Inc. 17,510 517
  Ethan Allen Interiors Inc. 19,828 505
  Coty Inc. Class A 33,465 501
  Standard Motor Products Inc. 13,847 495
* ACCO Brands Corp. 74,263 457
  Arctic Cat Inc. 9,186 439
  Superior Industries International Inc. 20,696 424
* Cavco Industries Inc. 5,396 423
* Universal Electronics Inc. 10,955 421
* Hovnanian Enterprises Inc. Class A 86,767 410
* Libbey Inc. 15,729 409
* Modine Manufacturing Co. 27,843 408
  Callaway Golf Co. 39,574 404
* Federal-Mogul Corp. 21,259 398
  Tootsie Roll Industries Inc. 13,155 394
* Taylor Morrison Home Corp. Class A 16,619 391
* Chiquita Brands International Inc. 30,776 383
* Blount International Inc. 31,829 379
* USANA Health Sciences Inc. 4,914 370
* M/I Homes Inc. 15,193 341
* Annie's Inc. 8,300 334
* Cooper-Standard Holding Inc. 4,458 315
* Medifast Inc. 10,607 309
* Revlon Inc. Class A 11,780 301
  Inter Parfums Inc. 8,244 299
  Nutrisystem Inc. 19,776 298
* Unifi Inc. 12,591 290
* Vera Bradley Inc. 10,600 286
* Nutraceutical International Corp. 10,199 265
* RealD Inc. 23,425 262
* Glu Mobile Inc. 53,101 252
* TRI Pointe Homes Inc. 14,684 238
* LeapFrog Enterprises Inc. 31,292 235
* WCI Communities Inc. 11,471 227
* DTS Inc. 11,395 225
  Calavo Growers Inc. 6,112 217
* Alliance One International Inc. 73,050 213
* Beazer Homes USA Inc. 10,215 205
  Flexsteel Industries Inc. 5,296 199

 

 

Weyco Group Inc. 7,270 196
Coca-Cola Bottling Co. Consolidated 2,239 190
National Presto Industries Inc. 2,362 184
* Stoneridge Inc. 16,264 183
* National Beverage Corp. 9,274 181
* Tower International Inc. 6,235 170
Johnson Outdoors Inc. Class A 6,125 156
* Central Garden and Pet Co. Class A 18,633 154
* William Lyon Homes Class A 5,342 148
Female Health Co. 18,607 144
* Omega Protein Corp. 11,680 141
* Inventure Foods Inc. 10,030 140
Alico Inc. 3,661 138
John B Sanfilippo & Son Inc. 5,657 130
* LGI Homes Inc. 7,544 130
Bassett Furniture Industries Inc. 8,483 126
Oil-Dri Corp. of America 3,637 126
Strattec Security Corp. 1,725 125
* Dixie Group Inc. 7,526 124
* Central Garden and Pet Co. 15,138 123
Lifeway Foods Inc. 8,078 119
Cherokee Inc. 8,203 114
* Quantum Fuel Systems Technologies Worldwide Inc. 11,751 114
* New Home Co. Inc. 7,785 111
* Perry Ellis International Inc. 8,020 110
* ZAGG Inc. 23,585 109
Lifetime Brands Inc. 6,025 108
Hooker Furniture Corp. 6,619 104
* Fuel Systems Solutions Inc. 8,871 95
* Motorcar Parts of America Inc. 3,586 95
* Shiloh Industries Inc. 5,144 91
MGP Ingredients Inc. 13,280 90
Limoneira Co. 3,951 90
Culp Inc. 4,439 88
* Farmer Bros Co. 4,375 86
* Skullcandy Inc. 9,100 84
Remy International Inc. 3,489 82
Griffin Land & Nurseries Inc. 2,716 82
* Hallwood Group Inc. 5,909 72
JAKKS Pacific Inc. 9,900 72
* Craft Brew Alliance Inc. 4,554 70
* American Apparel Inc. 132,356 66
* LoJack Corp. 11,044 63
LS Starrett Co. Class A 3,950 63
* Fox Factory Holding Corp. 3,300 62
* Jamba Inc. 5,176 62
Orchids Paper Products Co. 1,953 60
* Seneca Foods Corp. Class A 1,893 60
* Star Scientific Inc. 75,600 59
Escalade Inc. 4,289 57
Marine Products Corp. 7,638 57
* Black Diamond Inc. 4,414 54
Nature's Sunshine Products Inc. 3,488 48
* Vince Holding Corp. 1,724 45
Rocky Brands Inc. 3,080 44
* Stanley Furniture Co. Inc. 14,364 39
* Delta Apparel Inc. 2,400 39

 

 

  Acme United Corp. 2,250 37
* P&F Industries Inc. Class A 4,130 32
* Nautilus Inc. 3,342 32
  Golden Enterprises Inc. 6,718 28
* Primo Water Corp. 6,736 26
* Emerson Radio Corp. 12,162 25
* Lifevantage Corp. 17,000 22
  Koss Corp. 4,241 21
* Mannatech Inc. 665 12
* US Auto Parts Network Inc. 3,160 10
* Joe's Jeans Inc. 6,064 7
* Willamette Valley Vineyards Inc. 902 6
* Natural Alternatives International Inc. 1,000 5
* Crystal Rock Holdings Inc. 2,800 3
* Skyline Corp. 400 2
* Cubist Pharmaceuticals, Inc. CVR 14,500 2
      1,309,054
Consumer Services (7.9%)    
  Walt Disney Co. 999,639 80,041
* Amazon.com Inc. 233,052 78,427
  Wal-Mart Stores Inc. 1,024,893 78,333
  Comcast Corp. Class A 1,461,320 73,095
  Home Depot Inc. 890,635 70,476
  McDonald's Corp. 626,017 61,368
  CVS Caremark Corp. 749,934 56,140
* eBay Inc. 739,226 40,835
* Priceline Group Inc. 32,973 39,300
  Twenty-First Century Fox Inc. Class A 1,203,444 38,474
  Walgreen Co. 543,320 35,875
  Time Warner Inc. 536,923 35,077
  Starbucks Corp. 456,094 33,468
  Lowe's Cos. Inc. 652,981 31,931
  Costco Wholesale Corp. 279,378 31,201
  TJX Cos. Inc. 427,436 25,924
  McKesson Corp. 146,076 25,793
  Target Corp. 401,827 24,315
  Time Warner Cable Inc. 175,872 24,126
* DIRECTV 307,241 23,479
  CBS Corp. Class B 358,793 22,173
  Viacom Inc. Class B 251,508 21,376
  Yum! Brands Inc. 281,373 21,213
  Las Vegas Sands Corp. 257,645 20,813
  Delta Air Lines Inc. 538,141 18,647
  Cardinal Health Inc. 217,828 15,244
  Macy's Inc. 231,599 13,732
  Kroger Co. 307,250 13,411
  Sysco Corp. 371,088 13,407
* Netflix Inc. 36,009 12,676
  Whole Foods Market Inc. 237,187 12,028
  Omnicom Group Inc. 164,395 11,935
  Wynn Resorts Ltd. 51,546 11,451
* AutoZone Inc. 21,170 11,370
* Dollar General Corp. 203,158 11,271
* Chipotle Mexican Grill Inc. Class A 19,703 11,192
*,^ American Airlines Group Inc. 299,109 10,947
  Carnival Corp. 283,549 10,735
* United Continental Holdings Inc. 236,112 10,538

 

 

Southwest Airlines Co. 442,312 10,443
Starwood Hotels & Resorts Worldwide Inc. 122,617 9,760
* O'Reilly Automotive Inc. 64,073 9,508
AmerisourceBergen Corp. Class A 143,916 9,439
Ross Stores Inc. 128,956 9,227
Nielsen Holdings NV 204,994 9,149
Comcast Corp. 185,765 9,058
L Brands Inc. 157,942 8,966
* Bed Bath & Beyond Inc. 128,033 8,809
* Liberty Interactive Corp. Class A 295,314 8,526
* DISH Network Corp. Class A 132,905 8,268
* Discovery Communications Inc. Class A 94,816 7,841
* Liberty Media Corp. Class A 59,780 7,815
* Hertz Global Holdings Inc. 285,807 7,614
Kohl's Corp. 123,535 7,017
Marriott International Inc. Class A 122,526 6,864
* CarMax Inc. 141,840 6,638
* Dollar Tree Inc. 125,065 6,526
* TripAdvisor Inc. 69,890 6,331
Tractor Supply Co. 88,678 6,263
Gap Inc. 155,905 6,246
* Charter Communications Inc. Class A 49,296 6,073
* MGM Resorts International 234,308 6,059
Wyndham Worldwide Corp. 82,724 6,058
Tiffany & Co. 69,036 5,947
Advance Auto Parts Inc. 46,345 5,863
Nordstrom Inc. 92,222 5,759
* Sirius XM Holdings Inc. 1,742,477 5,576
Signet Jewelers Ltd. 51,022 5,401
Safeway Inc. 146,003 5,393
* News Corp. Class A 309,350 5,327
H&R Block Inc. 175,839 5,309
* IHS Inc. Class A 39,434 4,791
Staples Inc. 415,076 4,707
Best Buy Co. Inc. 176,338 4,657
Royal Caribbean Cruises Ltd. 85,266 4,652
Interpublic Group of Cos. Inc. 270,418 4,635
Expedia Inc. 62,944 4,563
PetSmart Inc. 66,177 4,559
Foot Locker Inc. 93,894 4,411
Darden Restaurants Inc. 84,422 4,285
Gannett Co. Inc. 147,586 4,073
Alaska Air Group Inc. 43,615 4,070
Omnicare Inc. 63,871 3,811
Scripps Networks Interactive Inc. Class A 50,131 3,805
* Ulta Salon Cosmetics & Fragrance Inc. 38,926 3,795
* Rite Aid Corp. 594,150 3,725
* Discovery Communications Inc. 47,409 3,653
Family Dollar Stores Inc. 62,608 3,632
Dick's Sporting Goods Inc. 65,013 3,550
Williams-Sonoma Inc. 52,921 3,527
Dunkin' Brands Group Inc. 69,391 3,482
* Avis Budget Group Inc. 68,572 3,339
* Pandora Media Inc. 107,118 3,248
* Panera Bread Co. Class A 16,945 2,990
GameStop Corp. Class A 72,356 2,974
* Sally Beauty Holdings Inc. 106,561 2,920

 

 

  FactSet Research Systems Inc. 26,268 2,832
* Yelp Inc. Class A 36,319 2,794
  Domino's Pizza Inc. 36,254 2,790
* AMC Networks Inc. Class A 37,545 2,744
* Spirit Airlines Inc. 46,188 2,744
* Copart Inc. 73,555 2,677
  GNC Holdings Inc. Class A 60,616 2,668
* Lamar Advertising Co. Class A 51,640 2,633
  KAR Auction Services Inc. 86,039 2,611
  Service Corp. International 130,783 2,600
* Urban Outfitters Inc. 71,097 2,593
* AutoNation Inc. 46,936 2,498
  Dun & Bradstreet Corp. 24,249 2,409
* Groupon Inc. Class A 305,094 2,392
  Brinker International Inc. 43,856 2,300
  International Game Technology 159,309 2,240
  Cablevision Systems Corp. Class A 132,277 2,232
* Apollo Education Group Inc. 64,884 2,222
* Madison Square Garden Co. Class A 38,761 2,201
* United Natural Foods Inc. 30,723 2,179
* Sprouts Farmers Market Inc. 57,510 2,072
* Live Nation Entertainment Inc. 91,262 1,985
  Graham Holdings Co. Class B 2,816 1,982
  Sotheby's 44,928 1,957
  Cinemark Holdings Inc. 67,227 1,950
* Cabela's Inc. 29,756 1,949
  DSW Inc. Class A 53,796 1,929
* Norwegian Cruise Line Holdings Ltd. 59,766 1,929
* Starz 58,941 1,903
  Abercrombie & Fitch Co. 49,222 1,895
* Buffalo Wild Wings Inc. 12,240 1,823
  Burger King Worldwide Inc. 68,292 1,813
  Casey's General Stores Inc. 24,884 1,682
* Bally Technologies Inc. 25,274 1,675
* Acxiom Corp. 48,693 1,675
* VCA Antech Inc. 51,878 1,672
* Hilton Worldwide Holdings Inc. 73,984 1,645
  Vail Resorts Inc. 23,409 1,632
* Jack in the Box Inc. 27,620 1,628
  John Wiley & Sons Inc. Class A 28,185 1,625
  Six Flags Entertainment Corp. 40,370 1,621
  Wendy's Co. 177,628 1,620
  Chico's FAS Inc. 97,894 1,569
* Lumber Liquidators Holdings Inc. 16,724 1,569
* HomeAway Inc. 41,394 1,559
  Dillard's Inc. Class A 16,846 1,557
* Hyatt Hotels Corp. Class A 28,466 1,532
*,^ JC Penney Co. Inc. 176,608 1,522
  Cracker Barrel Old Country Store Inc. 15,428 1,500
  Cheesecake Factory Inc. 30,636 1,459
  CST Brands Inc. 46,652 1,457
* Ascena Retail Group Inc. 83,630 1,445
  Men's Wearhouse Inc. 29,251 1,433
  New York Times Co. Class A 82,402 1,411
* Restoration Hardware Holdings Inc. 19,100 1,406
  DeVry Education Group Inc. 32,947 1,397
* Dolby Laboratories Inc. Class A 30,925 1,376

 

 

* Grand Canyon Education Inc. 29,304 1,368
  Aaron's Inc. 45,092 1,364
* Big Lots Inc. 35,846 1,357
* JetBlue Airways Corp. 155,669 1,353
* SolarCity Corp. 21,300 1,334
  American Eagle Outfitters Inc. 107,414 1,315
  Sinclair Broadcast Group Inc. Class A 48,030 1,301
  Rollins Inc. 42,779 1,294
* Office Depot Inc. 309,145 1,277
  Hillenbrand Inc. 39,090 1,264
* Caesars Acquisition Co. Class A 88,135 1,252
  HSN Inc. 20,656 1,234
* Beacon Roofing Supply Inc. 31,872 1,232
* Life Time Fitness Inc. 25,144 1,209
  PriceSmart Inc. 11,974 1,209
  Lions Gate Entertainment Corp. 44,818 1,198
* Five Below Inc. 28,167 1,197
* ANN Inc. 28,578 1,185
* Murphy USA Inc. 29,011 1,178
* Conversant Inc. 40,957 1,153
  Pier 1 Imports Inc. 60,790 1,148
  Penske Automotive Group Inc. 26,641 1,139
* Jos A Bank Clothiers Inc. 17,639 1,134
* Asbury Automotive Group Inc. 20,389 1,128
* DreamWorks Animation SKG Inc. Class A 41,985 1,115
  Monro Muffler Brake Inc. 19,577 1,114
  Papa John's International Inc. 21,276 1,109
* Genesco Inc. 14,799 1,104
  Allegiant Travel Co. Class A 9,759 1,092
  Texas Roadhouse Inc. Class A 41,463 1,081
  Guess? Inc. 38,879 1,073
* Bloomin' Brands Inc. 44,500 1,072
  Morningstar Inc. 13,541 1,070
* OpenTable Inc. 13,709 1,055
  Meredith Corp. 22,524 1,046
  Chemed Corp. 11,328 1,013
  SeaWorld Entertainment Inc. 33,486 1,012
* Shutterfly Inc. 23,578 1,006
* Marriott Vacations Worldwide Corp. 17,844 998
* WebMD Health Corp. 23,902 990
  Regal Entertainment Group Class A 51,904 970
  Choice Hotels International Inc. 20,620 949
  Lithia Motors Inc. Class A 14,209 944
  Group 1 Automotive Inc. 14,023 921
  Finish Line Inc. Class A 33,493 907
* Hibbett Sports Inc. 17,089 904
* Pinnacle Entertainment Inc. 37,702 894
* Vitamin Shoppe Inc. 18,521 880
  AMERCO 3,790 880
* Orient-Express Hotels Ltd. Class A 60,859 877
  Rent-A-Center Inc. 32,616 868
  Buckle Inc. 18,909 866
* SUPERVALU Inc. 124,676 853
* Sonic Corp. 36,826 839
*,^ Sears Holdings Corp. 17,475 835
* Fresh Market Inc. 24,774 832
  Bob Evans Farms Inc. 16,473 824

 

 

* Express Inc. 51,259 814
Matthews International Corp. Class A 19,261 786
DineEquity Inc. 9,924 775
* Krispy Kreme Doughnuts Inc. 42,630 756
* Fiesta Restaurant Group Inc. 16,411 748
Interval Leisure Group Inc. 27,598 721
Children's Place Retail Stores Inc. 14,430 719
Nexstar Broadcasting Group Inc. Class A 19,076 716
* Media General Inc. 36,625 673
* Boyd Gaming Corp. 50,359 665
Churchill Downs Inc. 7,256 662
Brown Shoe Co. Inc. 24,445 649
* Rush Enterprises Inc. Class A 19,874 646
* Conn's Inc. 16,336 635
National CineMedia Inc. 41,473 622
* Penn National Gaming Inc. 48,493 597
* Bright Horizons Family Solutions Inc. 15,212 595
International Speedway Corp. Class A 17,499 595
* Red Robin Gourmet Burgers Inc. 8,221 589
* Bankrate Inc. 34,618 586
* comScore Inc. 17,878 586
Spartan Stores Inc. 24,491 568
* Susser Holdings Corp. 9,035 564
World Wrestling Entertainment Inc. Class A 19,504 563
* Caesars Entertainment Corp. 29,100 553
* BJ's Restaurants Inc. 16,575 542
* Constant Contact Inc. 22,028 539
Scholastic Corp. 15,566 537
* Biglari Holdings Inc. 1,061 517
* Popeyes Louisiana Kitchen Inc. 12,537 509
* Ascent Capital Group Inc. Class A 6,741 509
Sonic Automotive Inc. Class A 22,533 507
ARAMARK Holdings Corp. 17,500 506
* Francesca's Holdings Corp. 27,491 499
Capella Education Co. 7,860 496
Stage Stores Inc. 20,192 494
* Cumulus Media Inc. Class A 71,291 493
MDC Partners Inc. Class A 21,396 488
* Scientific Games Corp. Class A 35,364 486
* Barnes & Noble Inc. 22,947 480
Fred's Inc. Class A 26,591 479
* Multimedia Games Holding Co. Inc. 16,266 472
* Carmike Cinemas Inc. 15,527 464
* Hawaiian Holdings Inc. 32,998 461
Regis Corp. 33,533 459
SkyWest Inc. 35,866 458
* zulily Inc. Class A 8,774 440
* RetailMeNot Inc. 13,383 428
* FTD Cos. Inc. 13,416 427
Weight Watchers International Inc. 20,587 423
Cato Corp. Class A 15,285 413
* ITT Educational Services Inc. 14,241 408
Core-Mark Holding Co. Inc. 5,606 407
* Zale Corp. 19,148 400
* Clean Energy Fuels Corp. 44,754 400
* Liquidity Services Inc. 15,187 396
* Pep Boys-Manny Moe & Jack 31,098 396

 

 

* American Public Education Inc. 11,260 395
* K12 Inc. 16,759 380
* Angie's List Inc. 29,043 354
* Strayer Education Inc. 7,525 349
*,^ Mattress Firm Holding Corp. 7,258 347
  Weis Markets Inc. 7,026 346
* Diamond Resorts International Inc. 19,525 331
* Steiner Leisure Ltd. 7,084 328
  Extended Stay America Inc. 14,012 319
* Republic Airways Holdings Inc. 34,860 319
* Career Education Corp. 42,288 315
* Chefs' Warehouse Inc. 14,709 315
  Haverty Furniture Cos. Inc. 10,595 315
* Noodles & Co. Class A 7,800 308
* Blue Nile Inc. 8,836 307
* Zumiez Inc. 12,329 299
  Stein Mart Inc. 21,111 296
* Orbitz Worldwide Inc. 37,699 296
* Denny's Corp. 45,438 292
* Tuesday Morning Corp. 20,094 284
  Destination Maternity Corp. 10,343 283
* Chuy's Holdings Inc. 6,400 276
* AMC Entertainment Holdings Inc. 11,277 273
* Del Frisco's Restaurant Group Inc. 9,676 270
* EW Scripps Co. Class A 15,158 269
* Gray Television Inc. 25,579 265
* Ruby Tuesday Inc. 46,648 262
  Marcus Corp. 15,559 260
* McClatchy Co. Class A 40,024 257
* Aeropostale Inc. 51,134 257
* Stamps.com Inc. 7,410 249
* SP Plus Corp. 9,382 246
* New Media Investment Group Inc. 16,131 242
  Carriage Services Inc. Class A 13,202 241
  Ingles Markets Inc. Class A 10,109 241
  Harte-Hanks Inc. 26,021 230
  Big 5 Sporting Goods Corp. 14,278 229
  Entravision Communications Corp. Class A 34,071 228
* America's Car-Mart Inc. 6,119 225
* Sizmek Inc. 21,021 223
  Saga Communications Inc. Class A 4,416 219
* Overstock.com Inc. 10,886 214
* Morgans Hotel Group Co. 26,551 213
* Kirkland's Inc. 11,486 212
* XO Group Inc. 20,857 211
* Journal Communications Inc. Class A 23,342 207
* Providence Service Corp. 7,254 205
* Daily Journal Corp. 1,128 195
* Tile Shop Holdings Inc. 12,400 192
  Clear Channel Outdoor Holdings Inc. Class A 20,426 186
* ValueVision Media Inc. Class A 37,434 182
  Shoe Carnival Inc. 7,711 178
  Marchex Inc. Class B 16,895 178
* Travelzoo Inc. 7,740 177
* Citi Trends Inc. 10,813 176
* West Marine Inc. 15,389 175
  PetMed Express Inc. 12,901 173

 

 

* Titan Machinery Inc. 10,683 167
* Natural Grocers by Vitamin Cottage Inc. 3,800 166
* Lee Enterprises Inc. 36,801 164
* Houghton Mifflin Harcourt Co. 8,080 164
* MTR Gaming Group Inc. 31,481 161
* Destination XL Group Inc. 27,724 156
* Bridgepoint Education Inc. 10,232 152
  ClubCorp Holdings Inc. 8,056 152
  Speedway Motorsports Inc. 8,106 152
  Ruth's Hospitality Group Inc. 12,550 152
* Speed Commerce Inc. 41,347 150
  Schawk Inc. Class A 7,377 147
* Container Store Group Inc. 4,284 145
* Burlington Stores Inc. 4,806 142
  Collectors Universe Inc. 7,501 141
* Pantry Inc. 9,100 140
* Bravo Brio Restaurant Group Inc. 9,503 134
* Fairway Group Holdings Corp. 17,372 133
* 1-800-Flowers.com Inc. Class A 23,555 133
* QuinStreet Inc. 19,831 132
* Ignite Restaurant Group Inc. 9,280 131
* Intrawest Resorts Holdings Inc. 9,915 129
* SFX Entertainment Inc. 18,276 129
* MarineMax Inc. 8,361 127
* Kona Grill Inc. 6,103 124
* Emmis Communications Corp. Class A 37,876 121
* Radio One Inc. 24,521 116
* Isle of Capri Casinos Inc. 15,073 116
  AH Belo Corp. Class A 9,735 113
* Famous Dave's of America Inc. 4,588 112
* hhgregg Inc. 11,539 111
* Monarch Casino & Resort Inc. 5,883 109
* Gaiam Inc. Class A 14,492 105
* Dex Media Inc. 10,990 101
  Roundy's Inc. 14,500 100
* CafePress Inc. 15,789 96
* PCM Inc. 9,786 96
* Carrols Restaurant Group Inc. 13,226 95
  Town Sports International Holdings Inc. 11,065 94
*,^ YuMe Inc. 12,750 93
  Village Super Market Inc. Class A 3,510 93
* Empire Resorts Inc. 12,637 89
* Wet Seal Inc. Class A 67,234 89
* Reading International Inc. Class A 11,662 85
  Courier Corp. 5,480 84
* Sears Hometown and Outlet Stores Inc. 3,500 83
  CSS Industries Inc. 3,040 82
* Autobytel Inc. 6,554 81
* Remark Media Inc. 14,727 81
  bebe stores inc 13,194 81
* Diversified Restaurant Holdings Inc. 16,000 80
  Dover Motorsports Inc. 30,456 76
* Christopher & Banks Corp. 11,507 76
* Geeknet Inc. 5,413 76
* Demand Media Inc. 15,064 73
* Vitacost.com Inc. 9,690 69
* Luby's Inc. 11,142 69

 

 

* Entercom Communications Corp. Class A 6,638 67
* RadioShack Corp. 31,100 66
Gordmans Stores Inc. 11,829 65
* Education Management Corp. 12,894 63
* Century Casinos Inc. 8,747 63
* Cambium Learning Group Inc. 26,931 58
* RealNetworks Inc. 7,101 54
TheStreet Inc. 19,297 51
* Build-A-Bear Workshop Inc. 5,246 51
* Martha Stewart Living Omnimedia Inc. Class A 10,300 47
* CBS Outdoor Americas Inc. 1,544 45
* PDI Inc. 9,804 45
* Mandalay Digital Group Inc. 10,800 43
* RLJ Entertainment Inc. 9,370 42
* Lakes Entertainment Inc. 8,285 41
Salem Communications Corp. Class A 3,960 40
* Pacific Sunwear of California Inc. 12,700 38
Bon-Ton Stores Inc. 3,244 36
* Dover Saddlery Inc. 6,400 35
Ark Restaurants Corp. 1,599 35
* Pizza Inn Holdings Inc. 5,000 30
Trans World Entertainment Corp. 7,150 26
* Premier Exhibitions Inc. 24,380 23
* Learning Tree International Inc. 6,906 22
* Books-A-Million Inc. 8,698 21
National American University Holdings Inc. 5,355 21
Frisch's Restaurants Inc. 877 21
* Envivio Inc. 6,284 19
* Cache Inc. 5,715 19
* Adolor Corp. Rights Exp. 07/01/2019 34,581 18
* Rick's Cabaret International Inc. 1,511 17
* TechTarget Inc. 2,300 17
* ReachLocal Inc. 1,656 16
* Ambassadors Group Inc. 4,034 16
* Everyday Health Inc. 1,095 15
* Perfumania Holdings Inc. 2,123 14
* Coupons.com Inc. 558 14
* New York & Co. Inc. 2,966 13
* Dover Downs Gaming & Entertainment Inc. 8,083 12
Winmark Corp. 163 12
* Red Lion Hotels Corp. 2,033 12
* Care.com Inc. 658 11
* ALCO Stores Inc. 985 10
* Corinthian Colleges Inc. 5,428 7
* Gaming Partners International Corp. 800 7
* Potbelly Corp. 350 6
Einstein Noah Restaurant Group Inc. 348 6
* Insignia Systems Inc. 1,800 5
* Radio One Inc. Class A 1,000 5
* Body Central Corp. 3,839 4
* Local Corp. 1,300 2
* Spark Networks Inc. 400 2
Beasley Broadcasting Group Inc. Class A 200 2
* Sport Chalet Inc. Class A 1,442 2
* Cosi Inc. 1,039 1
* SPAR Group Inc. 300 1

 

 

* Southern Community Financial Corp 1,940 —
    1,740,925
Financials (11.2%)    
Wells Fargo & Co. 3,330,610 165,665
JPMorgan Chase & Co. 2,399,217 145,656
* Berkshire Hathaway Inc. Class B 1,038,140 129,736
Bank of America Corp. 6,700,576 115,250
Citigroup Inc. 1,829,469 87,083
Visa Inc. Class A 319,788 69,029
American Express Co. 673,773 60,660
US Bancorp 1,147,527 49,183
MasterCard Inc. Class A 651,919 48,698
American International Group Inc. 927,930 46,406
Goldman Sachs Group Inc. 258,013 42,275
Simon Property Group Inc. 195,397 32,045
MetLife Inc. 570,170 30,105
PNC Financial Services Group Inc. 338,200 29,423
Capital One Financial Corp. 363,626 28,057
Morgan Stanley 877,528 27,353
Bank of New York Mellon Corp. 719,509 25,391
Prudential Financial Inc. 292,357 24,748
BlackRock Inc. 69,094 21,729
American Tower Corporation 249,865 20,456
Charles Schwab Corp. 701,721 19,178
ACE Ltd. 190,133 18,835
Travelers Cos. Inc. 220,299 18,747
State Street Corp. 260,538 18,120
Aflac Inc. 287,002 18,093
BB&T Corp. 449,515 18,057
Discover Financial Services 300,120 17,464
Marsh & McLennan Cos. Inc. 344,404 16,979
Aon plc 191,427 16,133
Allstate Corp. 282,623 15,991
Crown Castle International Corp. 211,534 15,607
Public Storage 91,138 15,356
CME Group Inc. 201,934 14,945
* Berkshire Hathaway Inc. Class A 78 14,613
IntercontinentalExchange Group Inc. 73,050 14,451
Franklin Resources Inc. 260,719 14,126
Chubb Corp. 154,047 13,756
SunTrust Banks Inc. 339,706 13,517
Ameriprise Financial Inc. 121,164 13,337
Equity Residential 226,557 13,138
T. Rowe Price Group Inc. 158,894 13,085
McGraw Hill Financial Inc. 170,313 12,995
Prologis Inc. 317,120 12,948
Fifth Third Bancorp 531,128 12,189
Ventas Inc. 187,598 11,363
HCP Inc. 291,159 11,294
Boston Properties Inc. 96,308 11,030
Health Care REIT Inc. 184,635 11,004
Weyerhaeuser Co. 368,755 10,823
Moody's Corp. 135,280 10,730
Vornado Realty Trust 105,524 10,400
Invesco Ltd. 275,834 10,206
AvalonBay Communities Inc. 77,401 10,164
Hartford Financial Services Group Inc. 283,432 9,997

 

 

Regions Financial Corp. 892,133 9,912
Host Hotels & Resorts Inc. 474,950 9,613
M&T Bank Corp. 73,992 8,975
Northern Trust Corp. 136,034 8,918
Principal Financial Group Inc. 190,096 8,743
Loews Corp. 198,296 8,735
Lincoln National Corp. 168,353 8,530
Progressive Corp. 340,490 8,247
KeyCorp 564,670 8,041
General Growth Properties Inc. 334,470 7,358
* Affiliated Managers Group Inc. 34,208 6,843
SLM Corp. 274,421 6,718
Annaly Capital Management Inc. 601,867 6,602
American Realty Capital Properties Inc. 464,215 6,508
CIT Group Inc. 123,881 6,073
SL Green Realty Corp. 59,893 6,026
Comerica Inc. 116,328 6,026
Unum Group 165,680 5,850
Western Union Co. 350,210 5,729
Realty Income Corp. 138,771 5,670
* Genworth Financial Inc. Class A 316,457 5,611
Macerich Co. 89,455 5,576
XL Group plc Class A 176,895 5,528
TD Ameritrade Holding Corp. 158,998 5,398
Equifax Inc. 78,867 5,365
Huntington Bancshares Inc. 533,604 5,320
Fidelity National Financial Inc. Class A 167,510 5,267
Kimco Realty Corp. 239,855 5,248
* Markel Corp. 8,433 5,027
* CBRE Group Inc. Class A 180,956 4,964
Cincinnati Financial Corp. 99,924 4,862
American Capital Agency Corp. 225,707 4,850
Federal Realty Investment Trust 42,145 4,835
* Arch Capital Group Ltd. 82,472 4,745
Plum Creek Timber Co. Inc. 112,513 4,730
First Republic Bank 85,212 4,601
Willis Group Holdings plc 103,541 4,569
Raymond James Financial Inc. 81,634 4,566
Torchmark Corp. 55,511 4,369
Digital Realty Trust Inc. 82,116 4,359
New York Community Bancorp Inc. 265,997 4,275
* E*TRADE Financial Corp. 185,046 4,260
Essex Property Trust Inc. 24,388 4,147
UDR Inc. 160,549 4,147
Arthur J Gallagher & Co. 85,836 4,084
* Realogy Holdings Corp. 93,991 4,084
* Alleghany Corp. 10,011 4,078
Waddell & Reed Financial Inc. Class A 52,679 3,878
* SVB Financial Group 29,709 3,826
Everest Re Group Ltd. 24,336 3,725
Rayonier Inc. 80,611 3,701
Zions Bancorporation 117,972 3,655
Duke Realty Corp. 211,396 3,568
Lazard Ltd. Class A 75,450 3,553
Reinsurance Group of America Inc. Class A 44,375 3,534
Camden Property Trust 52,113 3,509
Liberty Property Trust 94,881 3,507

 

 

* Signature Bank 27,917 3,506
Legg Mason Inc. 69,838 3,425
Extra Space Storage Inc. 70,340 3,412
East West Bancorp Inc. 92,850 3,389
Jones Lang LaSalle Inc. 28,513 3,379
SEI Investments Co. 99,635 3,349
Alexandria Real Estate Equities Inc. 45,872 3,328
Mid-America Apartment Communities Inc. 47,936 3,273
NorthStar Realty Finance Corp. 201,916 3,259
WP Carey Inc. 54,054 3,247
ING US Inc. 89,264 3,238
* MSCI Inc. Class A 75,248 3,237
PartnerRe Ltd. 30,925 3,201
CBOE Holdings Inc. 56,257 3,184
* Howard Hughes Corp. 21,815 3,113
BRE Properties Inc. 48,914 3,071
Regency Centers Corp. 60,126 3,070
Kilroy Realty Corp. 51,985 3,045
DDR Corp. 184,248 3,036
Assurant Inc. 46,412 3,015
Hudson City Bancorp Inc. 306,662 3,015
Axis Capital Holdings Ltd. 65,557 3,006
HCC Insurance Holdings Inc. 65,241 2,968
People's United Financial Inc. 198,160 2,947
LPL Financial Holdings Inc. 55,470 2,914
* Ocwen Financial Corp. 74,151 2,905
Eaton Vance Corp. 74,910 2,859
American Financial Group Inc. 49,437 2,853
Apartment Investment & Management Co. Class A 94,130 2,845
Starwood Property Trust Inc. 119,617 2,822
NASDAQ OMX Group Inc. 75,822 2,801
* Liberty Ventures Class A 21,481 2,800
WR Berkley Corp. 66,560 2,770
Hospitality Properties Trust 95,925 2,755
Cullen/Frost Bankers Inc. 35,503 2,753
Senior Housing Properties Trust 122,401 2,750
Taubman Centers Inc. 38,619 2,734
National Retail Properties Inc. 79,026 2,712
Prosperity Bancshares Inc. 40,942 2,708
Protective Life Corp. 51,221 2,694
Assured Guaranty Ltd. 105,170 2,663
Omega Healthcare Investors Inc. 79,385 2,661
CNO Financial Group Inc. 142,913 2,587
BioMed Realty Trust Inc. 125,088 2,563
American Campus Communities Inc. 68,319 2,552
Old Republic International Corp. 152,447 2,500
Spirit Realty Capital Inc. 227,659 2,500
Brown & Brown Inc. 80,560 2,478
Commerce Bancshares Inc. 53,169 2,468
RenaissanceRe Holdings Ltd. 25,110 2,451
Douglas Emmett Inc. 88,261 2,395
City National Corp. 30,214 2,378
Two Harbors Investment Corp. 228,987 2,347
Corrections Corp. of America 74,726 2,340
Highwoods Properties Inc. 58,222 2,236
FirstMerit Corp. 107,137 2,232
Weingarten Realty Investors 73,928 2,218

 

 

Home Properties Inc. 36,842 2,215
Columbia Property Trust Inc. 80,988 2,207
Validus Holdings Ltd. 58,292 2,198
BankUnited Inc. 62,792 2,183
First Niagara Financial Group Inc. 228,513 2,159
Tanger Factory Outlet Centers Inc. 61,288 2,145
* Forest City Enterprises Inc. Class A 111,474 2,129
Allied World Assurance Co. Holdings AG 20,449 2,110
LaSalle Hotel Properties 66,702 2,088
Equity Lifestyle Properties Inc. 51,302 2,085
Retail Properties of America Inc. 153,686 2,081
Synovus Financial Corp. 602,974 2,044
RLJ Lodging Trust 75,471 2,018
Gaming and Leisure Properties Inc. 55,137 2,010
CommonWealth REIT 76,209 2,004
Chimera Investment Corp. 650,375 1,990
* Popular Inc. 63,713 1,974
Hancock Holding Co. 53,208 1,950
* Stifel Financial Corp. 39,135 1,947
StanCorp Financial Group Inc. 28,488 1,903
Associated Banc-Corp 105,232 1,901
First Horizon National Corp. 152,965 1,888
* MGIC Investment Corp. 220,823 1,881
* Portfolio Recovery Associates Inc. 32,240 1,865
Federated Investors Inc. Class B 60,961 1,862
CBL & Associates Properties Inc. 104,544 1,856
Webster Financial Corp. 58,570 1,819
EPR Properties 33,199 1,773
CapitalSource Inc. 121,172 1,768
Bank of Hawaii Corp. 28,901 1,752
Hanover Insurance Group Inc. 28,467 1,749
MFA Financial Inc. 224,855 1,743
Piedmont Office Realty Trust Inc. Class A 101,305 1,737
Post Properties Inc. 35,172 1,727
First American Financial Corp. 64,983 1,725
UMB Financial Corp. 26,508 1,715
ProAssurance Corp. 38,032 1,694
Aspen Insurance Holdings Ltd. 42,598 1,691
Radian Group Inc. 112,270 1,687
Primerica Inc. 35,649 1,679
Financial Engines Inc. 32,990 1,675
* Texas Capital Bancshares Inc. 25,338 1,645
Sunstone Hotel Investors Inc. 118,697 1,630
American Homes 4 Rent Class A 97,044 1,622
DCT Industrial Trust Inc. 205,543 1,620
TCF Financial Corp. 96,167 1,602
Fulton Financial Corp. 124,807 1,570
White Mountains Insurance Group Ltd. 2,572 1,543
Washington Federal Inc. 66,135 1,541
Corporate Office Properties Trust 56,806 1,513
* Zillow Inc. Class A 17,109 1,507
Geo Group Inc. 46,716 1,506
Healthcare Realty Trust Inc. 62,229 1,503
DiamondRock Hospitality Co. 126,780 1,490
American National Insurance Co. 13,108 1,482
Sovran Self Storage Inc. 20,058 1,473
Brandywine Realty Trust 101,742 1,471

 

 

Endurance Specialty Holdings Ltd. 27,326 1,471
Bank of the Ozarks Inc. 21,498 1,463
MarketAxess Holdings Inc. 24,629 1,459
Medical Properties Trust Inc. 111,687 1,428
Pebblebrook Hotel Trust 41,538 1,403
BancorpSouth Inc. 55,979 1,397
CubeSmart 81,330 1,396
Susquehanna Bancshares Inc. 121,736 1,387
FNB Corp. 103,437 1,386
PrivateBancorp Inc. 44,567 1,360
Umpqua Holdings Corp. 72,778 1,357
Cousins Properties Inc. 117,071 1,343
Invesco Mortgage Capital Inc. 81,293 1,339
Glacier Bancorp Inc. 45,959 1,336
Healthcare Trust of America Inc. Class A 116,704 1,329
* MBIA Inc. 94,236 1,318
First Industrial Realty Trust Inc. 68,019 1,314
Colony Financial Inc. 59,484 1,306
Iberiabank Corp. 18,490 1,297
Lexington Realty Trust 118,631 1,294
Valley National Bancorp 123,578 1,286
Wintrust Financial Corp. 26,079 1,269
* Altisource Portfolio Solutions SA 10,289 1,252
Home BancShares Inc. 36,020 1,240
First Financial Bankshares Inc. 19,869 1,228
* Strategic Hotels & Resorts Inc. 120,432 1,227
Symetra Financial Corp. 61,696 1,223
Chambers Street Properties 154,858 1,203
Hatteras Financial Corp. 63,827 1,203
Alexander & Baldwin Inc. 28,126 1,197
EastGroup Properties Inc. 19,013 1,196
* Western Alliance Bancorp 48,403 1,191
Cathay General Bancorp 46,606 1,174
Erie Indemnity Co. Class A 16,693 1,165
United Bankshares Inc. 37,968 1,163
Ryman Hospitality Properties Inc. 27,006 1,148
* Altisource Asset Management Corp. 1,065 1,145
Artisan Partners Asset Management Inc. Class A 17,561 1,128
Sun Communities Inc. 24,847 1,120
RLI Corp. 25,274 1,118
Altisource Residential Corp. 35,031 1,106
EverBank Financial Corp. 56,027 1,105
Redwood Trust Inc. 54,014 1,095
Platinum Underwriters Holdings Ltd. 18,195 1,094
* Santander Consumer USA Holdings Inc. 45,176 1,088
Mack-Cali Realty Corp. 51,782 1,077
Janus Capital Group Inc. 98,545 1,071
Kemper Corp. 27,303 1,069
Newcastle Investment Corp. 227,457 1,069
New Residential Investment Corp. 164,998 1,068
MB Financial Inc. 34,320 1,063
Capitol Federal Financial Inc. 84,270 1,058
Trustmark Corp. 41,701 1,057
PacWest Bancorp 24,553 1,056
* Virtus Investment Partners Inc. 6,059 1,049
Washington REIT 43,403 1,036
PS Business Parks Inc. 12,391 1,036

 

 

National Health Investors Inc. 17,052 1,031
Potlatch Corp. 26,410 1,022
DuPont Fabros Technology Inc. 42,448 1,022
PennyMac Mortgage Investment Trust 42,550 1,017
* Hilltop Holdings Inc. 42,528 1,012
Home Loan Servicing Solutions Ltd. 46,581 1,006
American Equity Investment Life Holding Co. 42,116 995
Kennedy-Wilson Holdings Inc. 44,083 992
Acadia Realty Trust 37,577 991
ARMOUR Residential REIT Inc. 236,443 974
CVB Financial Corp. 60,693 965
Old National Bancorp 64,539 962
BBCN Bancorp Inc. 56,085 961
Equity One Inc. 42,763 955
Community Bank System Inc. 24,168 943
Columbia Banking System Inc. 33,048 943
Glimcher Realty Trust 93,854 941
Montpelier Re Holdings Ltd. 31,505 938
BOK Financial Corp. 13,540 935
Evercore Partners Inc. Class A 16,871 932
Northwest Bancshares Inc. 63,035 920
CYS Investments Inc. 110,587 913
Argo Group International Holdings Ltd. 19,822 910
* First Cash Financial Services Inc. 17,973 907
Government Properties Income Trust 35,912 905
First Midwest Bancorp Inc. 52,942 904
Westamerica Bancorporation 16,512 893
* WisdomTree Investments Inc. 67,788 889
Greenhill & Co. Inc. 16,905 879
Astoria Financial Corp. 63,161 873
Pinnacle Financial Partners Inc. 23,253 872
International Bancshares Corp. 34,738 871
Horace Mann Educators Corp. 29,770 863
Investors Bancorp Inc. 30,890 854
American Assets Trust Inc. 24,875 839
LTC Properties Inc. 22,167 834
Pennsylvania REIT 45,628 824
Selective Insurance Group Inc. 35,166 820
Mercury General Corp. 17,923 808
* iStar Financial Inc. 54,563 805
National Penn Bancshares Inc. 76,627 801
First Financial Holdings Inc. 12,696 795
Interactive Brokers Group Inc. 36,151 783
Sterling Financial Corp. 23,477 783
* Ambac Financial Group Inc. 25,000 776
Education Realty Trust Inc. 77,535 765
Boston Private Financial Holdings Inc. 55,396 750
HFF Inc. Class A 22,257 748
AmTrust Financial Services Inc. 19,779 744
Provident Financial Services Inc. 40,366 742
* Encore Capital Group Inc. 16,077 735
First Citizens BancShares Inc. Class A 3,017 726
Parkway Properties Inc. 39,789 726
STAG Industrial Inc. 30,129 726
* Starwood Waypoint Residential Trust 25,173 725
Cash America International Inc. 18,647 722
* Enstar Group Ltd. 5,289 721

 

 

Hudson Pacific Properties Inc. 31,132 718
Union First Market Bankshares Corp. 28,155 716
Capstead Mortgage Corp. 56,164 711
American Capital Mortgage Investment Corp. 37,684 707
First Financial Bancorp 39,216 705
* TFS Financial Corp. 56,252 699
FelCor Lodging Trust Inc. 77,033 696
Sabra Health Care REIT Inc. 24,915 695
Chesapeake Lodging Trust 26,967 694
* St. Joe Co. 35,477 683
* Walter Investment Management Corp. 22,794 680
Nelnet Inc. Class A 16,320 668
WesBanco Inc. 20,476 652
* Credit Acceptance Corp. 4,583 651
* Trulia Inc. 19,499 647
* BofI Holding Inc. 7,356 631
NBT Bancorp Inc. 25,522 624
NRG Yield Inc. Class A 15,764 623
Inland Real Estate Corp. 58,947 622
Franklin Street Properties Corp. 49,038 618
AMERISAFE Inc. 13,891 610
OFG Bancorp 34,884 600
Empire State Realty Trust Inc. 39,480 597
Blackstone Mortgage Trust Inc. Class A 20,721 596
Hersha Hospitality Trust Class A 102,034 595
* United Community Banks Inc. 30,317 588
Wilshire Bancorp Inc. 52,916 587
BGC Partners Inc. Class A 88,962 582
Park National Corp. 7,528 579
Infinity Property & Casualty Corp. 8,531 577
* Piper Jaffray Cos. 12,582 576
First Commonwealth Financial Corp. 63,608 575
RCS Capital Corp. 14,736 574
Retail Opportunity Investments Corp. 37,943 567
Ramco-Gershenson Properties Trust 34,380 560
ViewPoint Financial Group Inc. 19,365 559
First Merchants Corp. 25,813 559
Select Income REIT 18,203 551
Ashford Hospitality Trust Inc. 48,722 549
* Navigators Group Inc. 8,926 548
* eHealth Inc. 10,600 538
Associated Estates Realty Corp. 31,696 537
Renasant Corp. 18,408 535
TrustCo Bank Corp. NY 75,516 532
* Investment Technology Group Inc. 26,214 530
* Greenlight Capital Re Ltd. Class A 16,027 526
Hanmi Financial Corp. 22,358 521
City Holding Co. 11,253 505
Chemical Financial Corp. 15,552 505
Oritani Financial Corp. 31,918 505
Anworth Mortgage Asset Corp. 100,383 498
Sterling Bancorp 39,150 496
Brixmor Property Group Inc. 23,127 493
* Arrowhead Research Corp. 29,992 492
* PICO Holdings Inc. 18,624 484
Investors Real Estate Trust 53,842 484
Resource Capital Corp. 84,643 471

 

 

* Bancorp Inc. 24,939 469
  Alexander's Inc. 1,287 465
  Independent Bank Corp. 11,788 464
  Kite Realty Group Trust 76,919 462
  Employers Holdings Inc. 22,686 459
  Universal Health Realty Income Trust 10,857 459
  Central Pacific Financial Corp. 22,211 449
* Ameris Bancorp 19,124 446
  Lakeland Financial Corp. 11,037 444
* Forestar Group Inc. 24,792 441
  National Bank Holdings Corp. Class A 21,975 441
  Saul Centers Inc. 9,308 441
* First BanCorp 79,171 431
  Rouse Properties Inc. 24,666 425
* World Acceptance Corp. 5,630 423
  Southside Bancshares Inc. 13,395 420
* NMI Holdings Inc. Class A 35,699 418
* American Residential Properties Inc. 23,141 416
  RAIT Financial Trust 48,392 411
  Cohen & Steers Inc. 10,278 410
* Eagle Bancorp Inc. 11,335 409
* KCG Holdings Inc. Class A 33,957 405
  Flushing Financial Corp. 19,219 405
  Terreno Realty Corp. 21,298 403
  Cardinal Financial Corp. 22,505 401
*,^ Nationstar Mortgage Holdings Inc. 12,300 399
* Beneficial Mutual Bancorp Inc. 30,062 397
  United Fire Group Inc. 13,023 395
* Safeguard Scientifics Inc. 17,815 395
  Brookline Bancorp Inc. 41,790 394
  Community Trust Bancorp Inc. 9,446 392
  Getty Realty Corp. 20,563 388
  FBL Financial Group Inc. Class A 8,929 387
  Banner Corp. 9,365 386
  Dime Community Bancshares Inc. 22,555 383
  CoreSite Realty Corp. 12,310 382
  Summit Hotel Properties Inc. 40,036 372
  S&T Bancorp Inc. 15,525 368
  Safety Insurance Group Inc. 6,722 362
  First Potomac Realty Trust 27,756 359
  Campus Crest Communities Inc. 40,400 351
  Southwest Bancorp Inc. 19,829 350
  Rexford Industrial Realty Inc. 24,681 350
* Move Inc. 30,269 350
* TESARO Inc. 11,598 342
  Apollo Residential Mortgage Inc. 20,724 336
  Trico Bancshares 12,906 335
  Agree Realty Corp. 10,864 330
  Winthrop Realty Trust 28,407 329
  1st Source Corp. 10,242 329
  Dynex Capital Inc. 36,717 329
  Simmons First National Corp. Class A 8,764 327
  Monmouth Real Estate Investment Corp. Class A 34,116 325
  First Busey Corp. 55,987 325
  New York Mortgage Trust Inc. 41,379 322
* Ezcorp Inc. Class A 29,824 322
  Stewart Information Services Corp. 9,108 320

 

 

* Green Dot Corp. Class A 16,370 320
* Taylor Capital Group Inc. 13,274 318
* Ladder Capital Corp. Class A 16,662 315
Sandy Spring Bancorp Inc. 12,580 314
* Metro Bancorp Inc. 14,860 314
Excel Trust Inc. 24,769 314
* Flagstar Bancorp Inc. 14,122 314
Berkshire Hills Bancorp Inc. 12,121 314
Cedar Realty Trust Inc. 50,229 307
Maiden Holdings Ltd. 24,537 306
State Bank Financial Corp. 17,249 305
Rockville Financial Inc. 22,386 304
Chatham Lodging Trust 15,024 304
Lakeland Bancorp Inc. 26,698 300
^ Western Asset Mortgage Capital Corp. 18,908 296
Northfield Bancorp Inc. 22,877 294
* Suffolk Bancorp 13,005 290
One Liberty Properties Inc. 13,598 290
* Capital Bank Financial Corp. 11,536 290
Physicians Realty Trust 20,770 289
WSFS Financial Corp. 4,038 288
* Tejon Ranch Co. 8,322 282
* Bridge Capital Holdings 11,811 281
Enterprise Financial Services Corp. 13,818 277
Univest Corp. of Pennsylvania 13,499 277
BancFirst Corp. 4,860 275
1st United Bancorp Inc. 35,885 275
National Western Life Insurance Co. Class A 1,114 272
Urstadt Biddle Properties Inc. Class A 13,096 271
QTS Realty Trust Inc. Class A 10,708 269
German American Bancorp Inc. 9,278 268
* Preferred Bank 10,291 267
Apollo Commercial Real Estate Finance Inc. 16,001 266
* Synergy Resources Corp. 24,495 263
First Financial Corp. 7,806 263
MainSource Financial Group Inc. 15,307 262
* FBR & Co. 10,067 260
AmREIT Inc. 15,683 260
* Xoom Corp. 13,126 256
Silver Bay Realty Trust Corp. 16,392 254
Washington Trust Bancorp Inc. 6,773 254
Bryn Mawr Bank Corp. 8,806 253
Tompkins Financial Corp. 5,120 251
* NewStar Financial Inc. 17,974 249
* DFC Global Corp. 27,902 246
First Bancorp 12,921 246
Aviv REIT Inc. 10,003 245
* Walker & Dunlop Inc. 14,791 242
AG Mortgage Investment Trust Inc. 13,585 238
* Ladenburg Thalmann Financial Services Inc. 78,697 238
Citizens & Northern Corp. 12,016 237
* Citizens Inc. Class A 31,923 236
First Community Bancshares Inc. 14,246 233
* Sun Bancorp Inc. 69,354 233
Heritage Commerce Corp. 28,758 232
National Bankshares Inc. 6,344 232
* Springleaf Holdings Inc. 9,186 231

 

 

TowneBank 14,752 229
CyrusOne Inc. 10,954 228
Republic Bancorp Inc. Class A 9,937 225
Gramercy Property Trust Inc. 43,086 222
FXCM Inc. Class A 14,849 219
Universal Insurance Holdings Inc. 17,161 218
SY Bancorp Inc. 6,823 216
Ames National Corp. 9,754 215
Hannon Armstrong Sustainable Infrastructure Capital Inc. 14,850 213
Westwood Holdings Group Inc. 3,373 211
Ashford Hospitality Prime Inc. 13,965 211
Meadowbrook Insurance Group Inc. 35,761 208
* Cowen Group Inc. Class A 46,762 206
First Interstate Bancsystem Inc. 7,225 204
Peoples Bancorp Inc. 8,225 203
MicroFinancial Inc. 25,828 203
Marlin Business Services Corp. 9,689 202
Gladstone Commercial Corp. 11,598 201
Consolidated-Tomoka Land Co. 4,991 201
Westfield Financial Inc. 26,868 200
* MoneyGram International Inc. 11,285 199
Resource America Inc. Class A 23,235 199
Seacoast Banking Corp. of Florida 17,697 195
* North Valley Bancorp 7,996 193
Bank Mutual Corp. 30,162 191
CoBiz Financial Inc. 16,515 190
* Global Indemnity plc 7,132 188
Owens Realty Mortgage Inc. 12,718 188
Center Bancorp Inc. 9,838 187
Armada Hoffler Properties Inc. 18,554 186
Arlington Asset Investment Corp. Class A 7,000 185
* Independent Bank Corp. 13,954 181
GAMCO Investors Inc. 2,323 180
* United Community Financial Corp. 45,906 180
BNC Bancorp 10,314 179
* SWS Group Inc. 23,235 174
Trade Street Residential Inc. 22,921 174
* First Security Group Inc. 81,942 170
* Customers Bancorp Inc. 8,074 169
Merchants Bancshares Inc. 5,163 168
Heartland Financial USA Inc. 6,154 166
OneBeacon Insurance Group Ltd. Class A 10,739 166
Arrow Financial Corp. 6,266 166
Financial Institutions Inc. 7,107 164
Hudson Valley Holding Corp. 8,526 162
Diamond Hill Investment Group Inc. 1,234 162
California First National Bancorp 10,384 159
BankFinancial Corp. 15,767 157
Peapack Gladstone Financial Corp. 7,136 157
OmniAmerican Bancorp Inc. 6,883 157
Yadkin Financial Corp. 7,246 155
Oppenheimer Holdings Inc. Class A 5,519 155
* Tree.com Inc. 4,965 154
First Financial Northwest Inc. 15,135 154
* Naugatuck Valley Financial Corp. 20,361 153
Great Southern Bancorp Inc. 5,104 153
CNB Financial Corp. 8,629 153

 

 

* INTL. FCStone Inc. 8,101 152
* First NBC Bank Holding Co. 4,325 151
Whitestone REIT 10,400 150
* Performant Financial Corp. 16,500 149
Independent Bank Group Inc. 2,534 149
* Hampton Roads Bankshares Inc. 93,380 148
Enterprise Bancorp Inc. 7,286 148
ESB Financial Corp. 11,148 146
* CatchMark Timber Trust Inc. Class A 10,345 145
EMC Insurance Group Inc. 3,988 142
Arbor Realty Trust Inc. 20,433 141
* Farmers Capital Bank Corp. 6,208 139
Independence Realty Trust Inc. 15,612 139
West Bancorporation Inc. 9,152 139
State Auto Financial Corp. 6,441 137
Sotherly Hotels Inc. 21,370 136
Bank of Kentucky Financial Corp. 3,610 136
Camden National Corp. 3,245 134
* Ohr Pharmaceutical Inc. 9,621 131
Centerstate Banks Inc. 11,805 129
ESSA Bancorp Inc. 11,543 125
Macatawa Bank Corp. 24,842 125
Guaranty Bancorp 8,689 124
Cherry Hill Mortgage Investment Corp. 6,580 123
GFI Group Inc. 34,500 122
OceanFirst Financial Corp. 6,912 122
First Bancorp Inc. 7,436 121
Orchid Island Capital Inc. 10,200 121
HCI Group Inc. 3,300 120
Washington Banking Co. 6,749 120
* Pacific Premier Bancorp Inc. 7,424 120
Wheeler REIT Inc. 26,012 118
* MBT Financial Corp. 23,884 118
* Tristate Capital Holdings Inc. 8,257 117
Penns Woods Bancorp Inc. 2,387 116
Old Point Financial Corp. 6,842 116
Ares Commercial Real Estate Corp. 8,600 115
UMH Properties Inc. 11,700 114
* BBX Capital Corp. 5,830 113
Northrim BanCorp Inc. 4,388 113
United Insurance Holdings Corp. 7,628 111
* ConnectOne Bancorp Inc. 2,261 111
Waterstone Financial Inc. 10,594 110
United Financial Bancorp Inc. 5,953 109
Gain Capital Holdings Inc. 10,078 109
PMC Commercial Trust 23,198 106
* CommunityOne Bancorp 9,446 106
Preferred Apartment Communities Inc. Class A 13,165 106
Territorial Bancorp Inc. 4,784 103
* Consumer Portfolio Services Inc. 14,900 102
JAVELIN Mortgage Investment Corp. 7,500 101
AmeriServ Financial Inc. 25,974 100
* Leap Wireless International Inc CVR 39,632 100
Old Line Bancshares Inc. 5,764 99
Five Oaks Investment Corp. 8,913 99
First Defiance Financial Corp. 3,612 98
Provident Financial Holdings Inc. 6,338 98

 

 

Access National Corp. 5,974 97
* Imperial Holdings Inc. 16,584 95
Heritage Financial Corp. 5,569 94
* PennyMac Financial Services Inc. Class A 5,650 94
Chemung Financial Corp. 3,453 94
Donegal Group Inc. Class A 6,422 94
* Intervest Bancshares Corp. Class A 12,535 93
Fox Chase Bancorp Inc. 5,447 92
Baylake Corp. 7,220 92
Pulaski Financial Corp. 8,623 91
* Community Bankers Trust Corp. 22,357 90
* Blackhawk Network Holdings Inc. 3,700 90
CIFC Corp. 11,048 90
Firstbank Corp. 4,711 88
First Internet Bancorp 3,835 87
* HomeTrust Bancshares Inc. 5,500 87
Monarch Financial Holdings Inc. 7,045 86
* NewBridge Bancorp 11,952 85
Doral Financial Corp. 9,795 85
* BSB Bancorp Inc. 4,902 84
* First Bank/Hamilton 12,958 84
Sierra Bancorp 5,207 83
First Bancshares Inc. 5,700 83
Home Federal Bancorp Inc. 5,290 82
* Regional Management Corp. 3,319 82
Cape Bancorp Inc. 7,322 81
First of Long Island Corp. 1,978 80
Fidelity Southern Corp. 5,719 80
Baldwin & Lyons Inc. 2,995 79
Mercantile Bank Corp. 3,813 79
Simplicity Bancorp Inc. 4,371 77
Pacific Continental Corp. 5,542 76
American National Bankshares Inc. 3,239 76
* Sorrento Therapeutics Inc. 5,900 76
Bridge Bancorp Inc. 2,802 75
* Phoenix Cos. Inc. 1,436 74
* Pacific Mercantile Bancorp 11,873 74
First Connecticut Bancorp Inc. 4,669 73
Century Bancorp Inc. Class A 2,107 72
JMP Group Inc. 9,836 70
* RE/MAX Holdings Inc. 2,421 70
Summit State Bank 6,266 69
Premier Financial Bancorp Inc. 4,706 67
Bank of Commerce Holdings 9,795 66
Capital City Bank Group Inc. 4,949 66
Charter Financial Corp. 5,978 65
Park Sterling Corp. 9,477 63
Bank of Marin Bancorp 1,395 63
* Reis Inc. 3,475 63
Kansas City Life Insurance Co. 1,298 63
* Power REIT 7,088 62
Investors Title Co. 812 62
2 Federal Agricultural Mortgage Corp. 1,811 60
* Southern First Bancshares Inc. 4,300 60
* Franklin Financial Corp. 3,011 59
Tower Group International Ltd. 21,682 59
* Home Bancorp Inc. 2,733 57

 

 

Atlantic American Corp. 15,700 57
* AV Homes Inc. 3,128 57
Independence Holding Co. 4,185 56
MutualFirst Financial Inc. 2,926 56
Intersections Inc. 9,353 55
* HMN Financial Inc. 5,600 55
HomeStreet Inc. 2,800 55
MidSouth Bancorp Inc. 3,241 55
Codorus Valley Bancorp Inc. 2,531 53
* ASB Bancorp Inc. 2,902 52
Pzena Investment Management Inc. Class A 4,277 50
* Marcus & Millichap Inc. 2,800 50
Ellington Residential Mortgage REIT 2,900 49
Community Financial Corp. 2,300 49
HopFed Bancorp Inc. 4,115 48
* Southcoast Financial Corp. 6,567 48
* Westbury Bancorp Inc. 3,222 47
Northeast Community Bancorp Inc. 6,642 46
Manning & Napier Inc. 2,760 46
Ameriana Bancorp 3,378 46
* First Acceptance Corp. 18,537 46
United Bancorp Inc. 5,233 44
* Eastern Virginia Bankshares Inc. 6,867 44
* JGWPT Holdings Inc. Class A 2,400 44
Meta Financial Group Inc. 976 44
* Shore Bancshares Inc. 4,601 44
* Polonia Bancorp Inc. 4,500 44
* Jefferson Bancshares Inc. 5,500 43
* Orrstown Financial Services Inc. 2,523 42
* Republic First Bancorp Inc. 10,719 41
* Community West Bancshares 5,700 40
NB&T Financial Group Inc. 2,100 39
Bar Harbor Bankshares 998 38
IF Bancorp Inc. 2,200 36
Bancorp of New Jersey Inc. 2,600 36
National Interstate Corp. 1,253 34
First Savings Financial Group Inc. 1,413 33
Peoples Federal Bancshares Inc. 1,800 32
Oconee Federal Financial Corp. 1,778 32
2 Federal Agricultural Mortgage Corp. Class A 1,200 31
Hingham Institution for Savings 378 30
* Asta Funding Inc. 3,563 29
QCR Holdings Inc. 1,647 28
Bank of South Carolina Corp. 1,875 28
Cheviot Financial Corp. 2,571 27
River Valley Bancorp 980 26
* OBA Financial Services Inc. 1,400 26
Gladstone Land Corp. 1,800 25
* First Capital Bancorp Inc. 6,000 25
LSB Financial Corp. 877 25
SI Financial Group Inc. 2,146 24
* Square 1 Financial Inc. Class A 1,114 22
Fidelity & Guaranty Life 900 21
Banc of California Inc. 1,647 20
ZAIS Financial Corp. 1,200 20
* American River Bankshares 2,100 19
Salisbury Bancorp Inc. 698 19

 

 

Heritage Financial Group Inc. 955 19
NASB Financial Inc. 739 19
Clifton Bancorp Inc. 1,535 18
HMG Courtland Properties 999 18
Alliance Bancorp Inc. of Pennsylvania 1,100 17
* Investors Capital Holdings Ltd. 2,300 16
* Hemisphere Media Group Inc. 1,300 16
MidWestOne Financial Group Inc. 642 16
United Community Bancorp 1,400 16
* Fortegra Financial Corp. 2,256 16
Fifth Street Senior Floating Rate Corp. 1,100 16
* Transcontinental Realty Investors Inc. 1,046 15
* Kearny Financial Corp. 1,000 15
* CU Bancorp 800 15
* Atlanticus Holdings Corp. 6,358 15
Northeast Bancorp 1,451 14
* Royal Bancshares of Pennsylvania Inc. 4,060 13
First Clover Leaf Financial Corp. 1,398 13
C&F Financial Corp. 395 13
Calamos Asset Management Inc. Class A 1,000 13
* Meridian Interstate Bancorp Inc. 500 13
Middleburg Financial Corp. 698 12
* Riverview Bancorp Inc. 3,447 12
* Maui Land & Pineapple Co. Inc. 1,499 10
* Internet Patents Corp. 2,500 8
Life Partners Holdings Inc. 2,773 8
* Hallmark Financial Services Inc. 830 7
Madison County Financial Inc. 368 7
Athens Bancshares Corp. 300 6
SB Financial Group Inc. 700 6
* CMS Bancorp Inc. 600 6
* Parke Bancorp Inc. 500 6
* Cordia Bancorp Inc. 1,200 5
* Malvern Bancorp Inc. 500 5
QC Holdings Inc. 2,008 5
WVS Financial Corp. 400 5
Gleacher & Co. Inc. 400 5
US Global Investors Inc. Class A 1,353 4
* Citizens First Corp. 400 4
* Hamilton Bancorp Inc. 300 4
* Tejon Ranch Co. Warrants Exp. 08/31/2016 1,141 4
* Carolina Bank Holdings Inc. 400 4
* NuPathe Inc. CVR 6,287 4
* ZipRealty Inc. 900 3
Citizens Community Bancorp Inc. 300 2
Vestin Realty Mortgage II Inc. 317 2
* Old Second Bancorp Inc. 300 1
Home Federal Bancorp Inc. 55 1
* Carolina Trust Bank 100 —
* Valley National Bancorp Warrants Exp. 6/30/2015 570 —
* Allen Organ Co. Escrow Shares 1,400 —
    2,473,689
Health Care (7.4%)    
Johnson & Johnson 1,794,747 176,298
Pfizer Inc. 4,051,323 130,128
Merck & Co. Inc. 1,867,157 105,999
* Gilead Sciences Inc. 977,835 69,289

 

 

Amgen Inc. 481,039 59,331
Bristol-Myers Squibb Co. 1,048,645 54,477
AbbVie Inc. 1,009,610 51,894
UnitedHealth Group Inc. 627,697 51,465
* Biogen Idec Inc. 150,429 46,012
Medtronic Inc. 634,374 39,039
Eli Lilly & Co. 640,773 37,716
Abbott Laboratories 977,936 37,660
* Express Scripts Holding Co. 491,543 36,910
* Celgene Corp. 258,830 36,133
Thermo Fisher Scientific Inc. 245,172 29,479
Baxter International Inc. 343,951 25,308
Allergan Inc. 190,017 23,581
* Actavis plc 110,860 22,821
Covidien plc 286,495 21,103
* Alexion Pharmaceuticals Inc. 125,960 19,162
WellPoint Inc. 179,579 17,877
Aetna Inc. 230,550 17,284
* Regeneron Pharmaceuticals Inc. 50,163 15,063
Stryker Corp. 180,075 14,671
Cigna Corp. 174,128 14,580
* Forest Laboratories Inc. 154,946 14,297
Becton Dickinson and Co. 120,566 14,116
Perrigo Co. plc 79,326 12,269
* Illumina Inc. 81,416 12,103
St. Jude Medical Inc. 180,290 11,789
* Mylan Inc. 237,341 11,589
* Boston Scientific Corp. 843,464 11,404
Humana Inc. 97,993 11,046
* Vertex Pharmaceuticals Inc. 151,318 10,701
* Intuitive Surgical Inc. 24,361 10,670
* HCA Holdings Inc. 197,072 10,346
Zimmer Holdings Inc. 107,403 10,158
Zoetis Inc. 321,360 9,300
* DaVita HealthCare Partners Inc. 128,466 8,845
CR Bard Inc. 49,359 7,304
* Henry Schein Inc. 54,260 6,477
* BioMarin Pharmaceutical Inc. 92,040 6,278
* Endo International plc 88,760 6,093
* Varian Medical Systems Inc. 66,121 5,554
* Waters Corp. 51,212 5,552
* CareFusion Corp. 135,323 5,443
* Laboratory Corp. of America Holdings 54,222 5,325
Quest Diagnostics Inc. 91,853 5,320
* Edwards Lifesciences Corp. 68,707 5,096
* Incyte Corp. Ltd. 94,105 5,037
* Jazz Pharmaceuticals plc 35,364 4,904
Universal Health Services Inc. Class B 58,889 4,833
* Hospira Inc. 107,769 4,661
Cooper Cos. Inc. 30,834 4,235
DENTSPLY International Inc. 91,916 4,232
ResMed Inc. 91,129 4,073
* IDEXX Laboratories Inc. 33,339 4,047
* MEDNAX Inc. 65,284 4,046
* Salix Pharmaceuticals Ltd. 38,671 4,007
* Alkermes plc 88,603 3,907
* Pharmacyclics Inc. 38,207 3,829

 

 

* Covance Inc. 36,021 3,743
* Cubist Pharmaceuticals Inc. 48,072 3,516
* Isis Pharmaceuticals Inc. 75,289 3,253
* Hologic Inc. 151,142 3,250
* Medivation Inc. 48,119 3,097
* Seattle Genetics Inc. 65,577 2,988
  Teleflex Inc. 26,627 2,855
* United Therapeutics Corp. 29,461 2,770
* Community Health Systems Inc. 70,114 2,746
* Tenet Healthcare Corp. 63,057 2,699
* Sirona Dental Systems Inc. 35,771 2,671
  Questcor Pharmaceuticals Inc. 37,068 2,407
* Mallinckrodt plc 37,513 2,379
* Align Technology Inc. 44,515 2,305
* Cepheid Inc. 43,981 2,269
* Intercept Pharmaceuticals Inc. 6,837 2,255
* Brookdale Senior Living Inc. Class A 64,388 2,158
  Patterson Cos. Inc. 51,269 2,141
* Quintiles Transnational Holdings Inc. 42,066 2,136
* InterMune Inc. 62,906 2,105
* Centene Corp. 33,747 2,101
  Techne Corp. 23,874 2,038
* Team Health Holdings Inc. 45,278 2,026
* Alnylam Pharmaceuticals Inc. 29,865 2,005
* PAREXEL International Corp. 36,120 1,954
  HealthSouth Corp. 53,898 1,937
  West Pharmaceutical Services Inc. 43,032 1,896
* Charles River Laboratories International Inc. 30,700 1,852
* DexCom Inc. 44,219 1,829
  STERIS Corp. 38,237 1,826
* WellCare Health Plans Inc. 28,471 1,808
* NPS Pharmaceuticals Inc. 59,460 1,780
* Alere Inc. 50,376 1,730
* Insulet Corp. 35,391 1,678
* Health Net Inc. 49,054 1,668
* Bio-Rad Laboratories Inc. Class A 13,020 1,668
* Puma Biotechnology Inc. 15,843 1,650
* Myriad Genetics Inc. 47,676 1,630
* Envision Healthcare Holdings Inc. 47,204 1,597
* LifePoint Hospitals Inc. 29,087 1,587
* Theravance Inc. 50,126 1,551
* Bruker Corp. 65,290 1,488
  Hill-Rom Holdings Inc. 37,981 1,464
  Owens & Minor Inc. 41,065 1,439
* Pacira Pharmaceuticals Inc. 19,684 1,378
* Thoratec Corp. 37,073 1,328
  Healthcare Services Group Inc. 43,125 1,253
*,^ OPKO Health Inc. 132,960 1,239
* ACADIA Pharmaceuticals Inc. 50,603 1,231
* Air Methods Corp. 22,835 1,220
* Medicines Co. 41,567 1,181
* Impax Laboratories Inc. 43,382 1,146
* NuVasive Inc. 29,376 1,128
* HMS Holdings Corp. 57,712 1,099
* Globus Medical Inc. 41,339 1,099
* Haemonetics Corp. 33,502 1,092
* Cyberonics Inc. 16,647 1,086

 

 

* Magellan Health Services Inc. 17,746 1,053
* Akorn Inc. 47,227 1,039
* Acadia Healthcare Co. Inc. 23,000 1,038
* Neogen Corp. 22,782 1,024
* Acorda Therapeutics Inc. 26,691 1,012
* Celldex Therapeutics Inc. 57,147 1,010
* Amsurg Corp. Class A 21,341 1,005
* Clovis Oncology Inc. 14,437 1,000
* Keryx Biopharmaceuticals Inc. 58,617 999
* Nektar Therapeutics 81,203 984
* Synageva BioPharma Corp. 11,770 977
* Masimo Corp. 35,664 974
* HeartWare International Inc. 10,236 960
* Ironwood Pharmaceuticals Inc. Class A 77,078 950
* Wright Medical Group Inc. 30,552 949
*,^ Arena Pharmaceuticals Inc. 147,419 929
* Prestige Brands Holdings Inc. 33,779 920
* ARIAD Pharmaceuticals Inc. 108,056 871
* Auxilium Pharmaceuticals Inc. 31,559 858
* Ligand Pharmaceuticals Inc. 12,619 849
  CONMED Corp. 19,409 843
* Halozyme Therapeutics Inc. 64,618 821
* ImmunoGen Inc. 54,848 819
* Spectranetics Corp. 26,826 813
* Fluidigm Corp. 18,432 812
* Aegerion Pharmaceuticals Inc. 17,304 798
* Sangamo BioSciences Inc. 43,145 780
  PDL BioPharma Inc. 91,901 764
* Dyax Corp. 82,856 744
  Kindred Healthcare Inc. 30,465 713
* Hanger Inc. 21,166 713
* ArthroCare Corp. 14,661 707
* Volcano Corp. 35,729 704
* Neurocrine Biosciences Inc. 43,442 699
* Emeritus Corp. 21,944 690
* Omnicell Inc. 23,211 664
* ABIOMED Inc. 24,341 634
  Analogic Corp. 7,680 631
* Molina Healthcare Inc. 16,456 618
* Abaxis Inc. 15,312 595
* Integra LifeSciences Holdings Corp. 12,862 592
  Cantel Medical Corp. 17,405 587
* Quidel Corp. 20,812 568
* Depomed Inc. 38,861 563
  Meridian Bioscience Inc. 25,645 559
* PharMerica Corp. 19,776 553
* Lannett Co. Inc. 15,122 540
* Capital Senior Living Corp. 20,780 540
* Natus Medical Inc. 20,931 540
*,^ MannKind Corp. 131,495 529
* Novavax Inc. 116,016 526
* Exact Sciences Corp. 35,838 508
* Idenix Pharmaceuticals Inc. 84,177 508
* Corvel Corp. 10,154 505
* Endologix Inc. 39,016 502
*,^ Bio-Reference Labs Inc. 17,826 493
* Accuray Inc. 50,696 487

 

 

* Endocyte Inc. 20,435 487
  Select Medical Holdings Corp. 38,355 478
* ICU Medical Inc. 7,806 467
* Sarepta Therapeutics Inc. 19,429 467
* Inovio Pharmaceuticals Inc. 138,797 462
* Luminex Corp. 24,212 438
* Cardiovascular Systems Inc. 13,533 430
  Invacare Corp. 22,386 427
* IPC The Hospitalist Co. Inc. 8,690 427
* HealthStream Inc. 15,923 425
* Furiex Pharmaceuticals Inc. 4,885 425
  Ensign Group Inc. 9,570 418
* NxStage Medical Inc. 32,746 417
* Orexigen Therapeutics Inc. 63,675 414
* Anika Therapeutics Inc. 10,041 413
* Cynosure Inc. Class A 14,058 412
* Healthways Inc. 23,879 409
* Anacor Pharmaceuticals Inc. 20,413 408
* Portola Pharmaceuticals Inc. 15,625 405
* Momenta Pharmaceuticals Inc. 34,498 402
* Staar Surgical Co. 21,070 396
* Merit Medical Systems Inc. 27,628 395
* BioCryst Pharmaceuticals Inc. 37,323 395
* Agios Pharmaceuticals Inc. 9,946 389
* Insmed Inc. 19,914 379
* Vanda Pharmaceuticals Inc. 23,307 379
* Infinity Pharmaceuticals Inc. 31,827 378
* Intrexon Corp. 14,385 378
* Vivus Inc. 63,184 375
* Dynavax Technologies Corp. 207,775 374
* Emergent Biosolutions Inc. 14,739 372
* Receptos Inc. 8,852 371
* Synergy Pharmaceuticals Inc. 69,435 369
* Affymetrix Inc. 51,685 369
* Horizon Pharma Inc. 24,297 367
*,^ Exelixis Inc. 102,591 363
* Raptor Pharmaceutical Corp. 36,189 362
* Lexicon Pharmaceuticals Inc. 196,147 339
* Dendreon Corp. 113,482 339
  US Physical Therapy Inc. 9,706 336
* AVANIR Pharmaceuticals Inc. 90,402 332
* Orthofix International NV 10,970 331
* Tornier NV 15,393 327
*,^ Organovo Holdings Inc. 42,512 325
* Rockwell Medical Inc. 25,199 319
* NewLink Genetics Corp. 11,204 318
* Accelerate Diagnostics Inc. 14,501 316
* Antares Pharma Inc. 88,102 308
* MiMedx Group Inc. 50,165 308
* Albany Molecular Research Inc. 16,457 306
* Array BioPharma Inc. 63,660 299
* Insys Therapeutics Inc. 7,221 299
* Spectrum Pharmaceuticals Inc. 37,874 297
* PTC Therapeutics Inc. 11,333 296
* Chelsea Therapeutics International Ltd. 53,188 294
* OraSure Technologies Inc. 35,479 283
* XOMA Corp. 53,733 280

 

 

* Merrimack Pharmaceuticals Inc. 55,189 278
* ZIOPHARM Oncology Inc. 60,595 278
National Healthcare Corp. 4,971 277
* Cell Therapeutics Inc. 80,832 275
* AMAG Pharmaceuticals Inc. 14,059 272
* Omeros Corp. 22,370 270
* Immunomedics Inc. 63,470 267
* Repros Therapeutics Inc. 14,889 264
* Zeltiq Aesthetics Inc. 13,338 262
* AngioDynamics Inc. 16,480 260
* Peregrine Pharmaceuticals Inc. 136,113 259
* Amedisys Inc. 17,343 258
* Neuralstem Inc. 61,220 257
* Chimerix Inc. 11,154 255
* Cerus Corp. 52,895 254
* Threshold Pharmaceuticals Inc. 48,500 231
* Zogenix Inc. 80,925 230
* Acceleron Pharma Inc. 6,612 228
* AcelRx Pharmaceuticals Inc. 18,922 227
* Progenics Pharmaceuticals Inc. 55,200 226
* Curis Inc. 79,537 224
* KYTHERA Biopharmaceuticals Inc. 5,600 223
* Sciclone Pharmaceuticals Inc. 48,779 222
CryoLife Inc. 22,066 220
* Repligen Corp. 17,009 219
* Bluebird Bio Inc. 9,610 219
* Corcept Therapeutics Inc. 49,898 218
* BioDelivery Sciences International Inc. 25,600 216
* BioScrip Inc. 30,777 215
Atrion Corp. 694 212
* Harvard Bioscience Inc. 44,129 209
* Genomic Health Inc. 7,851 207
* Gentiva Health Services Inc. 22,578 206
* Aratana Therapeutics Inc. 10,823 201
* Pacific Biosciences of California Inc. 37,369 200
* Galectin Therapeutics Inc. 12,918 198
* GenMark Diagnostics Inc. 19,800 197
* Ophthotech Corp. 5,356 191
* Rigel Pharmaceuticals Inc. 49,261 191
* Geron Corp. 91,251 190
* Navidea Biopharmaceuticals Inc. 102,588 190
* Osiris Therapeutics Inc. 14,382 189
* Idera Pharmaceuticals Inc. 46,159 188
* Cytori Therapeutics Inc. 68,434 185
* Sagent Pharmaceuticals Inc. 7,855 184
* LHC Group Inc. 8,033 177
* Triple-S Management Corp. Class B 10,944 177
* Oncothyreon Inc. 58,896 176
* Cytokinetics Inc. 18,416 175
* Hyperion Therapeutics Inc. 6,744 174
* Athersys Inc. 52,958 172
* Pain Therapeutics Inc. 31,144 171
* BioTelemetry Inc. 16,900 171
* AtriCure Inc. 8,867 167
* Achillion Pharmaceuticals Inc. 50,303 166
* Galena Biopharma Inc. 65,675 164
* MEI Pharma Inc. 14,568 162

 

 

* Hansen Medical Inc. 60,101 156
* Unilife Corp. 37,990 155
* Hi-Tech Pharmacal Co. Inc. 3,547 154
* MacroGenics Inc. 5,512 153
* Epizyme Inc. 6,626 151
* Sequenom Inc. 61,301 150
* SurModics Inc. 6,580 149
* Chindex International Inc. 7,782 148
* Retrophin Inc. 6,980 148
* Derma Sciences Inc. 11,400 145
* ANI Pharmaceuticals Inc. 4,569 143
  Universal American Corp. 20,228 143
* Foundation Medicine Inc. 4,306 139
* Alliance HealthCare Services Inc. 4,155 139
*,^ Northwest Biotherapeutics Inc. 19,206 139
* Enzo Biochem Inc. 33,179 138
* Revance Therapeutics Inc. 4,325 136
* Durect Corp. 102,232 136
* CytRx Corp. 37,702 132
* Ampio Pharmaceuticals Inc. 20,691 131
* RTI Surgical Inc. 31,405 128
* Exactech Inc. 5,675 128
* Verastem Inc. 11,804 127
* NanoString Technologies Inc. 6,079 126
  Pozen Inc. 15,678 125
* SIGA Technologies Inc. 40,158 124
* Regado Biosciences Inc. 9,926 124
* Enanta Pharmaceuticals Inc. 3,084 123
*,^ Alimera Sciences Inc. 15,622 123
* Vical Inc. 95,327 123
* Amicus Therapeutics Inc. 59,369 123
* AVEO Pharmaceuticals Inc. 81,739 122
*,^ Rexahn Pharmaceuticals Inc. 112,317 121
* Relypsa Inc. 3,998 119
* Five Prime Therapeutics Inc. 5,900 116
* NanoViricides Inc. 35,338 113
  Psychemedics Corp. 6,475 111
* Synta Pharmaceuticals Corp. 25,345 109
* Five Star Quality Care Inc. 22,405 109
* Vascular Solutions Inc. 4,150 109
* Celsion Corp. 32,155 108
* Surgical Care Affiliates Inc. 3,463 106
* Regulus Therapeutics Inc. 11,469 103
* Supernus Pharmaceuticals Inc. 11,300 101
* Stemline Therapeutics Inc. 4,712 96
* Nanosphere Inc. 44,400 95
* TG Therapeutics Inc. 13,812 95
* NeoStem Inc. 13,280 94
* Symmetry Medical Inc. 9,305 94
* Catalyst Pharmaceutical Partners Inc. 41,027 93
* Biolase Inc. 38,372 92
* pSivida Corp. 22,454 92
* Targacept Inc. 19,300 92
* Xencor Inc. 7,699 90
* Fibrocell Science Inc. 17,241 90
* Sunesis Pharmaceuticals Inc. 13,300 88
* RadNet Inc. 30,936 88

 

 

* Cellular Dynamics International Inc. 5,828 87
* NeoGenomics Inc. 24,938 87
* Mast Therapeutics Inc. 125,552 85
* BioTime Inc. 25,678 84
* Cempra Inc. 7,261 84
* BioSpecifics Technologies Corp. 3,192 83
* LDR Holding Corp. 2,400 82
* Medical Action Industries Inc. 11,756 82
* EnteroMedics Inc. 43,082 78
* Almost Family Inc. 3,364 78
* Ocera Therapeutics Inc. 7,252 77
* Kindred Biosciences Inc. 4,119 76
* Cyclacel Pharmaceuticals Inc. 20,223 74
* XenoPort Inc. 13,700 71
* Stereotaxis Inc. 16,212 69
* Apricus Biosciences Inc. 31,988 69
* Tetraphase Pharmaceuticals Inc. 5,700 62
* Acura Pharmaceuticals Inc. 42,396 62
* Vermillion Inc. 20,667 61
* TearLab Corp. 8,500 57
* Agenus Inc. 17,400 55
*,^ ImmunoCellular Therapeutics Ltd. 45,000 55
* Response Genetics Inc. 44,500 53
* OncoGenex Pharmaceutical Inc. 4,401 52
* Alexza Pharmaceuticals Inc. 11,556 51
* Cutera Inc. 4,463 50
* Discovery Laboratories Inc. 23,135 50
* Aerie Pharmaceuticals Inc. 2,344 50
* Karyopharm Therapeutics Inc. 1,585 49
* ERBA Diagnostics Inc. 18,367 47
* OncoMed Pharmaceuticals Inc. 1,352 46
* Skilled Healthcare Group Inc. 7,829 41
* Cumberland Pharmaceuticals Inc. 9,063 41
* Synthetic Biologics Inc. 15,779 41
* Fonar Corp. 2,293 40
* ChemoCentryx Inc. 5,700 38
* Cancer Genetics Inc. 2,501 38
  Utah Medical Products Inc. 630 36
* Transcept Pharmaceuticals Inc. 11,798 36
* BG Medicine Inc. 18,572 36
* Harvard Apparatus Regenerative Technology Inc. 3,750 34
* Achaogen Inc. 2,200 34
* Ultragenyx Pharmaceutical Inc. 692 34
  Daxor Corp. 3,969 33
* Sucampo Pharmaceuticals Inc. Class A 4,106 29
* Mirati Therapeutics Inc. 1,500 29
* Inogen Inc. 1,680 28
* Heska Corp. 2,600 27
  Birner Dental Management Services Inc. 1,499 27
* Alphatec Holdings Inc. 17,842 27
* TrovaGene Inc. 4,491 26
* Cardica Inc. 23,874 24
* Cleveland Biolabs Inc. 33,849 23
* Medgenics Inc. 3,150 22
* Coronado Biosciences Inc. 10,595 21
*,^ PhotoMedex Inc. 1,200 19
* Vision Sciences Inc. 15,510 19

 

 

* BSD Medical Corp. 14,039 18
* Ambit Biosciences Corp. 1,900 17
* InfuSystems Holdings Inc. 5,850 16
* Hooper Holmes Inc. 25,291 15
* MELA Sciences Inc. 23,282 15
* Novabay Pharmaceuticals Inc. 11,900 14
* Veracyte Inc. 803 14
* LCA-Vision Inc. 2,536 14
* Bovie Medical Corp. 3,373 13
* Akebia Therapeutics Inc. 660 13
  Digirad Corp. 3,306 11
  Enzon Pharmaceuticals Inc. 10,614 11
* Versartis Inc. 333 10
* Wright Medical Group Inc. CVR Exp. 12/31/2049 11,147 9
* Bioanalytical Systems Inc. 3,300 8
* Synergetics USA Inc. 2,643 8
* Concert Pharmaceuticals Inc. 550 7
* Dicerna Pharmaceuticals Inc. 221 6
* Omthera Pharmaceuticals Inc. CVR 9,400 6
* Egalet Corp. 330 5
* Auspex Pharmaceuticals Inc. 112 3
*,^ Cel-Sci Corp. 1,936 3
* Anthera Pharmaceuticals Inc. Class A 816 3
* Baxano Surgical Inc. 1,691 2
* Biodel Inc. 500 1
* Palatin Technologies Inc. 160 —
      1,620,258
Industrials (7.9%)    
  General Electric Co. 6,356,946 164,581
  United Technologies Corp. 550,554 64,327
  3M Co. 419,584 56,921
  Boeing Co. 448,123 56,235
  Union Pacific Corp. 288,529 54,145
  Honeywell International Inc. 471,538 43,740
  United Parcel Service Inc. Class B 448,508 43,676
  Caterpillar Inc. 404,010 40,146
  Accenture plc Class A 404,097 32,215
  Emerson Electric Co. 444,827 29,714
  Lockheed Martin Corp. 172,429 28,147
  Danaher Corp. 375,263 28,145
  FedEx Corp. 188,018 24,924
  Precision Castparts Corp. 92,440 23,365
  Eaton Corp. plc 301,799 22,671
  Automatic Data Processing Inc. 290,564 22,449
  Deere & Co. 232,803 21,139
  Illinois Tool Works Inc. 253,172 20,590
  General Dynamics Corp. 184,990 20,149
  Raytheon Co. 200,052 19,763
  Norfolk Southern Corp. 197,050 19,147
  CSX Corp. 641,107 18,573
  Cummins Inc. 118,326 17,629
  TE Connectivity Ltd. 260,234 15,669
  Northrop Grumman Corp. 124,040 15,304
  PACCAR Inc. 225,053 15,178
  Tyco International Ltd. 291,481 12,359
* LinkedIn Corp. Class A 65,895 12,187
  Agilent Technologies Inc. 211,611 11,833

 

 

Waste Management Inc. 280,173 11,787
Parker Hannifin Corp. 94,678 11,334
Rockwell Automation Inc. 88,049 10,967
Sherwin-Williams Co. 54,078 10,660
Ingersoll-Rand plc 173,652 9,940
Pentair Ltd. 124,998 9,917
WW Grainger Inc. 39,075 9,873
* Fiserv Inc. 163,596 9,274
Amphenol Corp. Class A 100,639 9,224
Fidelity National Information Services Inc. 167,998 8,980
Paychex Inc. 208,198 8,869
Dover Corp. 107,578 8,795
Roper Industries Inc. 62,936 8,403
Fastenal Co. 170,068 8,388
* Alliance Data Systems Corp. 29,983 8,169
Xerox Corp. 718,284 8,117
AMETEK Inc. 157,300 8,099
Fluor Corp. 102,213 7,945
Kansas City Southern 70,424 7,187
Rockwell Collins Inc. 86,511 6,892
Flowserve Corp. 87,578 6,861
* Trimble Navigation Ltd. 165,173 6,420
Textron Inc. 160,797 6,318
Pall Corp. 70,083 6,270
* Stericycle Inc. 53,743 6,106
Chicago Bridge & Iron Co. NV 68,542 5,973
* B/E Aerospace Inc. 68,014 5,903
L-3 Communications Holdings Inc. 49,439 5,841
Republic Services Inc. Class A 170,491 5,824
* Verisk Analytics Inc. Class A 95,125 5,704
* United Rentals Inc. 59,639 5,662
TransDigm Group Inc. 30,361 5,623
Vulcan Materials Co. 83,561 5,553
* FleetCor Technologies Inc. 44,979 5,177
Expeditors International of Washington Inc. 130,378 5,167
Towers Watson & Co. Class A 44,991 5,131
Masco Corp. 227,574 5,054
* Jacobs Engineering Group Inc. 79,482 5,047
CH Robinson Worldwide Inc. 95,740 5,016
* Quanta Services Inc. 135,795 5,011
Ball Corp. 87,750 4,810
Rock-Tenn Co. Class A 45,395 4,792
Fortune Brands Home & Security Inc. 107,625 4,529
Wabtec Corp. 58,071 4,501
* Mettler-Toledo International Inc. 18,777 4,425
Packaging Corp. of America 62,222 4,379
Xylem Inc. 118,244 4,306
JB Hunt Transport Services Inc. 59,854 4,305
MeadWestvaco Corp. 110,679 4,166
Avnet Inc. 89,191 4,150
Sealed Air Corp. 126,125 4,146
Hubbell Inc. Class B 33,719 4,042
Manpowergroup Inc. 51,185 4,035
Donaldson Co. Inc. 94,789 4,019
MDU Resources Group Inc. 116,495 3,997
* Crown Holdings Inc. 88,335 3,952
* Arrow Electronics Inc. 64,816 3,847

 

 

Martin Marietta Materials Inc. 29,489 3,785
IDEX Corp. 51,902 3,783
Lincoln Electric Holdings Inc. 52,524 3,782
Joy Global Inc. 64,124 3,719
Cintas Corp. 62,196 3,708
* Colfax Corp. 51,297 3,659
Acuity Brands Inc. 27,486 3,644
Robert Half International Inc. 85,359 3,581
* Owens-Illinois Inc. 105,682 3,575
Trinity Industries Inc. 49,533 3,570
Valspar Corp. 49,303 3,556
* Flextronics International Ltd. 384,537 3,553
ADT Corp. 117,397 3,516
Waste Connections Inc. 76,160 3,340
Total System Services Inc. 109,817 3,340
* Sensata Technologies Holding NV 78,275 3,338
* Kirby Corp. 32,910 3,332
* CoStar Group Inc. 17,641 3,294
Global Payments Inc. 46,306 3,293
* Genesee & Wyoming Inc. Class A 33,755 3,285
Carlisle Cos. Inc. 41,301 3,277
FLIR Systems Inc. 90,422 3,255
PerkinElmer Inc. 72,058 3,247
Huntington Ingalls Industries Inc. 31,671 3,239
Oshkosh Corp. 54,421 3,204
Timken Co. 53,674 3,155
Allegion plc 59,408 3,099
Jack Henry & Associates Inc. 55,577 3,099
Iron Mountain Inc. 111,067 3,062
Terex Corp. 68,514 3,035
Graco Inc. 39,819 2,976
Owens Corning 68,609 2,962
AGCO Corp. 53,693 2,962
Alliant Techsystems Inc. 20,623 2,932
Broadridge Financial Solutions Inc. 77,599 2,882
AptarGroup Inc. 42,942 2,838
* Hexcel Corp. 64,478 2,807
FEI Co. 27,126 2,795
Ryder System Inc. 34,266 2,739
Sonoco Products Co. 66,332 2,721
Manitowoc Co. Inc. 86,191 2,711
MSC Industrial Direct Co. Inc. Class A 30,631 2,650
* Vantiv Inc. Class A 86,698 2,620
SPX Corp. 26,491 2,604
Generac Holdings Inc. 44,146 2,603
KBR Inc. 95,033 2,536
ITT Corp. 58,807 2,515
Nordson Corp. 35,570 2,507
Lennox International Inc. 27,284 2,480
Bemis Co. Inc. 63,180 2,479
* USG Corp. 75,286 2,463
Eagle Materials Inc. 27,714 2,457
Valmont Industries Inc. 16,473 2,452
* WEX Inc. 25,336 2,408
* Old Dominion Freight Line Inc. 42,164 2,392
Babcock & Wilcox Co. 71,824 2,385
* WESCO International Inc. 28,599 2,380

 

 

Exelis Inc. 123,098 2,340
* Spirit AeroSystems Holdings Inc. Class A 82,053 2,313
AO Smith Corp. 49,957 2,299
RR Donnelley & Sons Co. 128,188 2,295
Kennametal Inc. 51,197 2,268
Toro Co. 35,800 2,262
* Teledyne Technologies Inc. 23,087 2,247
* Zebra Technologies Corp. 32,189 2,234
Triumph Group Inc. 34,070 2,200
URS Corp. 45,997 2,165
Crane Co. 30,113 2,143
EnerSys Inc. 30,895 2,141
Jabil Circuit Inc. 118,352 2,130
Air Lease Corp. Class A 56,039 2,090
Allison Transmission Holdings Inc. 69,487 2,080
* Foster Wheeler AG 62,635 2,031
GATX Corp. 29,746 2,019
Regal-Beloit Corp. 27,719 2,015
World Fuel Services Corp. 44,460 1,961
Belden Inc. 28,154 1,960
* Esterline Technologies Corp. 18,294 1,949
* AECOM Technology Corp. 60,496 1,946
EMCOR Group Inc. 41,320 1,933
MAXIMUS Inc. 42,242 1,895
CLARCOR Inc. 32,430 1,860
National Instruments Corp. 64,822 1,860
Anixter International Inc. 17,998 1,827
* Genpact Ltd. 104,415 1,819
* Clean Harbors Inc. 33,184 1,818
* Cognex Corp. 53,674 1,817
* Moog Inc. Class A 27,138 1,778
Curtiss-Wright Corp. 27,661 1,758
Landstar System Inc. 29,643 1,755
* MasTec Inc. 40,183 1,746
* Knowles Corp. 55,182 1,742
Deluxe Corp. 32,754 1,719
* Graphic Packaging Holding Co. 167,824 1,705
Watsco Inc. 16,633 1,662
Woodward Inc. 39,882 1,656
* CoreLogic Inc. 54,136 1,626
Corporate Executive Board Co. 21,767 1,616
* IPG Photonics Corp. 21,800 1,550
* Louisiana-Pacific Corp. 91,531 1,544
Actuant Corp. Class A 45,067 1,539
* Armstrong World Industries Inc. 28,696 1,528
Con-way Inc. 37,025 1,521
* Advisory Board Co. 23,492 1,509
Silgan Holdings Inc. 28,727 1,423
* DigitalGlobe Inc. 48,757 1,414
Littelfuse Inc. 14,706 1,377
Vishay Intertechnology Inc. 88,038 1,310
* Berry Plastics Group Inc. 56,454 1,307
* NeuStar Inc. Class A 40,159 1,306
Covanta Holding Corp. 72,304 1,305
Convergys Corp. 59,536 1,304
* Euronet Worldwide Inc. 31,084 1,293
* Texas Industries Inc. 13,996 1,254

 

 

* MWI Veterinary Supply Inc. 7,996 1,244
Mobile Mini Inc. 28,640 1,242
* Tetra Tech Inc. 41,789 1,237
Harsco Corp. 52,515 1,230
* On Assignment Inc. 31,716 1,224
Applied Industrial Technologies Inc. 24,978 1,205
* Outerwall Inc. 16,314 1,183
* MSA Safety Inc. 20,576 1,173
* Navistar International Corp. 34,344 1,163
* WageWorks Inc. 20,400 1,145
* Cardtronics Inc. 29,387 1,142
Barnes Group Inc. 29,235 1,125
Franklin Electric Co. Inc. 26,429 1,124
* Orbital Sciences Corp. 39,790 1,110
United Stationers Inc. 26,249 1,078
* Swift Transportation Co. 43,338 1,073
* Veeco Instruments Inc. 25,310 1,061
* Coherent Inc. 16,135 1,054
Mueller Industries Inc. 35,084 1,052
Watts Water Technologies Inc. Class A 17,869 1,049
UniFirst Corp. 9,378 1,031
EVERTEC Inc. 41,040 1,014
* EnPro Industries Inc. 13,822 1,004
ABM Industries Inc. 34,443 990
Forward Air Corp. 21,446 989
* Huron Consulting Group Inc. 15,371 974
Mueller Water Products Inc. Class A 102,158 971
* Vistaprint NV 19,607 965
* RBC Bearings Inc. 15,095 962
Simpson Manufacturing Co. Inc. 27,205 961
* PHH Corp. 37,127 959
HEICO Corp. Class A 22,097 959
Heartland Payment Systems Inc. 23,058 956
TAL International Group Inc. 22,239 953
Knight Transportation Inc. 40,467 936
* Sanmina Corp. 53,216 929
* TriMas Corp. 27,962 928
* Hub Group Inc. Class A 23,173 927
* Plexus Corp. 22,723 911
Greif Inc. Class A 17,332 910
Brink's Co. 31,582 902
* Proto Labs Inc. 13,300 900
Granite Construction Inc. 22,288 890
* FTI Consulting Inc. 26,245 875
* Itron Inc. 24,267 862
* H&E Equipment Services Inc. 21,004 850
* TrueBlue Inc. 28,829 844
* Universal Display Corp. 26,222 837
* GrafTech International Ltd. 75,995 830
Otter Tail Corp. 26,827 826
* HD Supply Holdings Inc. 31,500 824
Heartland Express Inc. 35,713 810
* Korn/Ferry International 27,192 810
* Benchmark Electronics Inc. 35,435 803
Brady Corp. Class A 29,469 800
General Cable Corp. 30,741 787
* Greatbatch Inc. 16,856 774

 

 

* Masonite International Corp. 13,608 769
Aircastle Ltd. 39,202 760
* Meritor Inc. 61,540 754
Sturm Ruger & Co. Inc. 12,587 753
* ExamWorks Group Inc. 21,491 752
* Rogers Corp. 12,000 749
* OSI Systems Inc. 12,359 740
* Wesco Aircraft Holdings Inc. 33,593 739
Werner Enterprises Inc. 28,843 736
Raven Industries Inc. 22,435 735
* Trex Co. Inc. 10,034 734
* Imperva Inc. 13,032 726
* GenCorp Inc. 39,023 713
CIRCOR International Inc. 9,689 711
* Rexnord Corp. 24,300 704
* XPO Logistics Inc. 23,904 703
* LifeLock Inc. 40,914 700
Tennant Co. 10,572 694
Apogee Enterprises Inc. 20,876 694
Matson Inc. 28,040 692
Universal Forest Products Inc. 12,347 683
AAR Corp. 26,216 680
Booz Allen Hamilton Holding Corp. Class A 30,788 677
Altra Industrial Motion Corp. 18,488 660
* Aegion Corp. Class A 25,897 655
UTi Worldwide Inc. 61,452 651
Kaman Corp. 15,791 642
* Wabash National Corp. 46,574 641
Encore Wire Corp. 13,150 638
* DXP Enterprises Inc. 6,657 632
^ Lindsay Corp. 7,147 630
AZZ Inc. 13,992 625
* Atlas Air Worldwide Holdings Inc. 17,670 623
* Headwaters Inc. 47,158 623
* Federal Signal Corp. 41,647 621
Methode Electronics Inc. 20,236 620
Arkansas Best Corp. 16,782 620
MTS Systems Corp. 8,988 616
* Greenbrier Cos. Inc. 13,481 615
* Tutor Perini Corp. 21,411 614
G&K Services Inc. Class A 9,963 609
* Taser International Inc. 33,165 607
ESCO Technologies Inc. 17,180 605
* Saia Inc. 15,607 596
* Astronics Corp. 9,155 581
Primoris Services Corp. 19,354 580
AAON Inc. 20,414 569
Albany International Corp. 15,959 567
* Sykes Enterprises Inc. 27,649 549
* Measurement Specialties Inc. 8,093 549
* Smith & Wesson Holding Corp. 37,397 547
* FARO Technologies Inc. 10,277 545
Cubic Corp. 10,615 542
* II-VI Inc. 35,112 542
* Navigant Consulting Inc. 28,877 539
Exponent Inc. 7,175 539
CTS Corp. 25,355 529

 

 

Sun Hydraulics Corp. 12,172 527
John Bean Technologies Corp. 16,323 504
Insperity Inc. 16,204 502
* ExlService Holdings Inc. 16,207 501
* Engility Holdings Inc. 10,820 487
McGrath RentCorp 13,927 487
Quanex Building Products Corp. 23,333 483
Standex International Corp. 8,993 482
Badger Meter Inc. 8,607 474
Acacia Research Corp. 30,846 471
Astec Industries Inc. 10,710 470
* Team Inc. 10,652 457
* ICF International Inc. 11,385 453
Textainer Group Holdings Ltd. 11,800 452
Resources Connection Inc. 31,933 450
* Monster Worldwide Inc. 60,060 449
AVX Corp. 34,043 449
* Capstone Turbine Corp. 209,910 447
* Boise Cascade Co. 15,537 445
* Rofin-Sinar Technologies Inc. 18,325 439
* Great Lakes Dredge & Dock Corp. 47,994 438
Schnitzer Steel Industries Inc. 15,012 433
Kforce Inc. 20,244 432
* Newport Corp. 20,763 429
US Ecology Inc. 11,545 429
Griffon Corp. 35,054 419
Gorman-Rupp Co. 13,137 418
ManTech International Corp. Class A 14,170 417
Celadon Group Inc. 17,274 415
* MYR Group Inc. 15,966 404
Materion Corp. 11,837 402
American Science & Engineering Inc. 5,972 401
* EnerNOC Inc. 17,929 399
* Checkpoint Systems Inc. 29,143 391
Kimball International Inc. Class B 21,521 390
* Park-Ohio Holdings Corp. 6,929 389
Hyster-Yale Materials Handling Inc. 3,952 385
* TeleTech Holdings Inc. 15,473 379
* ServiceSource International Inc. 44,645 377
Ennis Inc. 22,684 376
* Rentrak Corp. 6,203 374
Kelly Services Inc. Class A 15,756 374
* Columbus McKinnon Corp. 13,843 371
* Builders FirstSource Inc. 40,184 366
Comfort Systems USA Inc. 23,968 365
Kadant Inc. 9,937 362
* Aerovironment Inc. 8,950 360
* GP Strategies Corp. 13,141 358
* Era Group Inc. 12,077 354
* PGT Inc. 30,704 353
* PowerSecure International Inc. 15,022 352
Alamo Group Inc. 6,371 346
* AMN Healthcare Services Inc. 24,806 341
* RPX Corp. 20,831 339
* Thermon Group Holdings Inc. 14,620 339
* TTM Technologies Inc. 38,752 327
* Roadrunner Transportation Systems Inc. 12,952 327

 

 

  Viad Corp. 13,356 321
* Nortek Inc. 3,871 318
  American Railcar Industries Inc. 4,536 318
* CBIZ Inc. 34,285 314
  Daktronics Inc. 21,381 308
* Advanced Emissions Solutions Inc. 12,520 307
* Fabrinet 14,701 305
* Lydall Inc. 13,206 302
  Powell Industries Inc. 4,576 297
  Black Box Corp. 12,100 295
  Park Electrochemical Corp. 9,837 294
  Quad/Graphics Inc. 12,433 292
  Landauer Inc. 6,399 290
  Myers Industries Inc. 14,277 284
* Lionbridge Technologies Inc. 42,174 283
  LB Foster Co. Class A 6,035 283
  Marten Transport Ltd. 12,984 279
* Furmanite Corp. 27,595 271
  Barrett Business Services Inc. 4,474 267
* NCI Building Systems Inc. 15,026 262
  Graham Corp. 8,237 262
  Electro Rent Corp. 14,869 262
* Global Cash Access Holdings Inc. 37,664 258
* Gibraltar Industries Inc. 13,317 251
  Insteel Industries Inc. 12,734 250
* Dice Holdings Inc. 32,822 245
* Power Solutions International Inc. 3,202 241
  Multi-Color Corp. 6,875 241
* Patrick Industries Inc. 5,418 240
* American Woodmark Corp. 7,124 240
* Maxwell Technologies Inc. 18,497 239
* Taminco Corp. 10,996 231
  Cass Information Systems Inc. 4,399 227
*,^ ExOne Co. 6,300 226
* Bazaarvoice Inc. 30,457 222
* Landec Corp. 19,722 220
* Ply Gem Holdings Inc. 17,323 219
* AM Castle & Co. 14,779 217
* Mistras Group Inc. 9,486 216
  VSE Corp. 4,096 216
  Electro Scientific Industries Inc. 21,052 207
* Stock Building Supply Holdings Inc. 10,190 207
  Ceco Environmental Corp. 12,444 206
* Pike Corp. 18,717 201
  NN Inc. 9,782 193
  CDI Corp. 11,000 189
* Air Transport Services Group Inc. 23,358 183
* Nuverra Environmental Solutions Inc. 8,973 182
* InnerWorkings Inc. 23,576 181
  Argan Inc. 5,965 177
* Cross Country Healthcare Inc. 21,647 175
* Ducommun Inc. 6,959 174
* Cenveo Inc. 57,102 174
  Houston Wire & Cable Co. 13,216 174
* CAI International Inc. 6,958 172
* Commercial Vehicle Group Inc. 18,459 168
* Huttig Building Products Inc. 36,478 167

 

 

* Vicor Corp. 16,344 167
  Miller Industries Inc. 8,444 165
  Twin Disc Inc. 6,195 163
* Xerium Technologies Inc. 10,010 161
* M/A-COM Technology Solutions Holdings Inc. 7,801 160
* Orion Marine Group Inc. 12,711 160
* Odyssey Marine Exploration Inc. 69,386 159
* Energy Recovery Inc. 28,699 153
* Hill International Inc. 27,630 152
* Continental Building Products Inc. 8,041 152
  Douglas Dynamics Inc. 8,604 150
* Northwest Pipe Co. 4,138 150
* Zygo Corp. 9,810 149
  FreightCar America Inc. 6,296 146
* YRC Worldwide Inc. 6,368 143
  Global Power Equipment Group Inc. 7,182 143
* Kratos Defense & Security Solutions Inc. 18,934 143
* Willis Lease Finance Corp. 6,897 141
* Kemet Corp. 24,000 139
* Rubicon Technology Inc. 12,306 139
* Broadwind Energy Inc. 11,048 135
  Mesa Laboratories Inc. 1,476 133
  NACCO Industries Inc. Class A 2,423 131
* NVE Corp. 2,268 129
* Vishay Precision Group Inc. 7,362 128
  Universal Truckload Services Inc. 4,425 128
* Multi-Fineline Electronix Inc. 9,931 127
* Echo Global Logistics Inc. 6,855 126
* Casella Waste Systems Inc. Class A 24,516 125
* Adept Technology Inc. 6,437 122
  Allied Motion Technologies Inc. 10,545 122
* USA Truck Inc. 8,261 122
* GSI Group Inc. 9,303 122
* Transcat Inc. 12,510 117
  Crawford & Co. Class B 10,423 114
* BlueLinx Holdings Inc. 87,277 113
* Pacer International Inc. 12,529 112
  International Shipholding Corp. 3,746 110
* Quality Distribution Inc. 8,481 110
*,^ Document Security Systems Inc. 85,930 110
* CRA International Inc. 4,914 108
  Heidrick & Struggles International Inc. 5,360 108
* Erickson Air-Crane Inc. 5,548 107
* TRC Cos. Inc. 15,885 106
* Intevac Inc. 10,787 105
  Dynamic Materials Corp. 5,484 104
* ARC Document Solutions Inc. 13,978 104
* Onvia Inc. 18,400 98
* Planet Payment Inc. 35,142 96
* Orion Energy Systems Inc. 13,048 95
*,^ Revolution Lighting Technologies Inc. 29,963 94
  Spartan Motors Inc. 18,288 94
* Control4 Corp. 4,264 90
* PAM Transportation Services Inc. 4,524 90
* Echelon Corp. 32,023 89
* Research Frontiers Inc. 16,958 88
  Omega Flex Inc. 4,103 88

 

 

  Global Brass & Copper Holdings Inc. 5,500 87
* Heritage-Crystal Clean Inc. 4,692 85
  LSI Industries Inc. 10,179 83
* Metalico Inc. 50,676 83
* CUI Global Inc. 7,433 82
* AEP Industries Inc. 2,200 82
* Covenant Transportation Group Inc. Class A 8,013 81
* Layne Christensen Co. 4,408 80
* LMI Aerospace Inc. 5,487 77
* American Superconductor Corp. 46,296 75
* SL Industries Inc. 3,000 74
* Sparton Corp. 2,504 73
* Ameresco Inc. Class A 9,442 71
* Norcraft Cos. Inc. 4,200 71
* Rand Logistics Inc. 10,069 69
* Aeroflex Holding Corp. 8,237 68
* Lawson Products Inc. 4,228 68
* Key Technology Inc. 5,155 67
* Perma-Fix Environmental Services 13,526 66
* Patriot Transportation Holding Inc. 1,824 66
* Newtek Business Services Inc. 22,635 65
* Franklin Covey Co. 3,286 65
* Hudson Global Inc. 16,731 63
* Breeze-Eastern Corp. 6,398 63
  Universal Technical Institute Inc. 4,800 62
  Hurco Cos. Inc. 2,292 61
* US Concrete Inc. 2,600 61
* PRGX Global Inc. 8,704 60
* Supreme Industries Inc. Class A 7,400 57
* Parametric Sound Corp. 3,900 55
* Tecumseh Products Co. Class A 7,905 55
* National Research Corp. Class A 3,281 54
*,^ Genco Shipping & Trading Ltd. 30,629 54
* American DG Energy Inc. 26,628 53
* Synthesis Energy Systems Inc. 26,650 52
* Higher One Holdings Inc. 7,000 51
  Bel Fuse Inc. Class B 2,233 49
* UQM Technologies Inc. 18,381 49
* Ultralife Corp. 11,350 48
  Hardinge Inc. 3,155 45
* Innovative Solutions & Support Inc. 5,724 43
* Microvision Inc. 22,313 43
* PMFG Inc. 6,918 41
* Magnetek Inc. 2,118 40
* Information Services Group Inc. 8,116 40
  Richardson Electronics Ltd. 3,681 40
* Asure Software Inc. 6,100 39
* ModusLink Global Solutions Inc. 8,813 37
* Planar Systems Inc. 16,309 33
* Accuride Corp. 7,300 32
* Continental Materials Corp. 1,477 29
  Air T Inc. 2,182 26
* Frequency Electronics Inc. 2,277 25
* Manitex International Inc. 1,500 24
* CPI Aerostructures Inc. 1,800 23
* Integrated Electrical Services Inc. 3,700 23
  United States Lime & Minerals Inc. 399 22

 

 

* Coast Distribution System Inc. 5,900 22
* General Finance Corp. 2,800 22
* StarTek Inc. 3,100 21
  SIFCO Industries Inc. 600 18
  National Research Corp. Class B 413 18
* Wireless Telecom Group Inc. 5,909 16
  Crawford & Co. Class A 1,640 15
* Viasystems Group Inc. 1,189 15
* AMREP Corp. 2,300 15
* TriNet Group Inc. 651 14
* NAPCO Security Technologies Inc. 2,048 14
* IEC Electronics Corp. 2,900 13
* Sharps Compliance Corp. 2,564 12
  Standard Register Co. 1,341 11
* Paylocity Holding Corp. 440 11
* Altair Nanotechnologies Inc. 2,046 9
  Chicago Rivet & Machine Co. 200 8
* Sutron Corp. 1,300 7
* Management Network Group Inc. 1,523 7
  Sypris Solutions Inc. 2,100 6
* Taylor Devices Inc. 600 5
* eMagin Corp. 2,056 5
* CyberOptics Corp. 593 5
* BTU International Inc. 1,419 4
  Eastern Co. 156 3
* Lime Energy Co. 517 2
  Ecology and Environment Inc. 200 2
* Mattersight Corp. 191 1
* Iteris Inc. 200 —
* MBT Financial Corp. Rights Expire 4/15/2014 3,600 —
      1,741,763
Oil & Gas (5.5%)    
  Exxon Mobil Corp. 2,742,238 267,862
  Chevron Corp. 1,211,508 144,060
  Schlumberger Ltd. 826,465 80,580
  ConocoPhillips 778,140 54,742
  Occidental Petroleum Corp. 505,190 48,140
  EOG Resources Inc. 173,809 34,096
  Halliburton Co. 512,046 30,154
  Phillips 66 373,778 28,803
  Anadarko Petroleum Corp. 320,828 27,193
  National Oilwell Varco Inc. 270,717 21,081
  Apache Corp. 251,953 20,899
  Valero Energy Corp. 338,869 17,994
  Baker Hughes Inc. 276,542 17,981
  Pioneer Natural Resources Co. 89,783 16,802
  Devon Energy Corp. 247,024 16,533
  Noble Energy Inc. 230,015 16,340
  Williams Cos. Inc. 392,242 15,917
  Marathon Oil Corp. 446,230 15,850
  Hess Corp. 185,735 15,394
  Marathon Petroleum Corp. 168,802 14,692
  Kinder Morgan Inc. 427,648 13,894
* Southwestern Energy Co. 225,822 10,390
  Chesapeake Energy Corp. 382,238 9,793
  Cabot Oil & Gas Corp. 269,438 9,129
  EQT Corp. 87,842 8,518

 

 

* Cameron International Corp. 137,196 8,475
  Range Resources Corp. 99,845 8,284
* Concho Resources Inc. 67,458 8,264
* FMC Technologies Inc. 150,331 7,861
  Ensco plc Class A 148,179 7,821
* Weatherford International Ltd. 442,487 7,682
* Cheniere Energy Inc. 136,938 7,579
  Murphy Oil Corp. 112,398 7,065
  Helmerich & Payne Inc. 64,866 6,977
  Cimarex Energy Co. 53,426 6,364
  HollyFrontier Corp. 127,380 6,061
  Core Laboratories NV 28,508 5,657
* Whiting Petroleum Corp. 76,797 5,329
  Noble Corp. plc 161,992 5,304
  Oceaneering International Inc. 70,228 5,047
  OGE Energy Corp. 127,164 4,674
  Nabors Industries Ltd. 179,395 4,422
  Tesoro Corp. 84,455 4,273
* Gulfport Energy Corp. 54,706 3,894
  Denbury Resources Inc. 235,063 3,855
  Energen Corp. 47,181 3,813
* Continental Resources Inc. 30,141 3,746
* Cobalt International Energy Inc. 186,922 3,424
* Oil States International Inc. 34,492 3,401
* First Solar Inc. 47,596 3,322
  Superior Energy Services Inc. 103,055 3,170
  QEP Resources Inc. 105,543 3,107
  SM Energy Co. 43,283 3,086
* Dresser-Rand Group Inc. 48,518 2,834
  Patterson-UTI Energy Inc. 87,900 2,785
* Newfield Exploration Co. 88,605 2,779
* Rowan Cos. plc Class A 80,333 2,706
* Dril-Quip Inc. 23,936 2,683
* Ultra Petroleum Corp. 94,790 2,549
  Targa Resources Corp. 24,844 2,466
* WPX Energy Inc. 130,866 2,359
* Oasis Petroleum Inc. 55,865 2,331
  Diamond Offshore Drilling Inc. 45,247 2,206
* Kodiak Oil & Gas Corp. 172,143 2,090
* Unit Corp. 31,869 2,084
* Atwood Oceanics Inc. 39,471 1,989
*,^ SandRidge Energy Inc. 304,568 1,870
* Rosetta Resources Inc. 39,770 1,852
  SemGroup Corp. Class A 27,542 1,809
  CARBO Ceramics Inc. 12,827 1,770
  Bristow Group Inc. 22,871 1,727
* MRC Global Inc. 62,617 1,688
  Exterran Holdings Inc. 37,870 1,662
* Antero Resources Corp. 25,526 1,598
* Chart Industries Inc. 19,620 1,561
  Tidewater Inc. 32,101 1,561
* Diamondback Energy Inc. 22,700 1,528
* Helix Energy Solutions Group Inc. 63,225 1,453
* PDC Energy Inc. 23,295 1,450
* Carrizo Oil & Gas Inc. 26,642 1,424
* GT Advanced Technologies Inc. 81,474 1,389
* Stone Energy Corp. 31,158 1,308

 

 

  Western Refining Inc. 33,758 1,303
* McDermott International Inc. 153,631 1,201
* Laredo Petroleum Inc. 46,428 1,201
  PBF Energy Inc. Class A 45,100 1,164
* SEACOR Holdings Inc. 12,708 1,098
  Energy XXI Bermuda Ltd. 45,745 1,078
* Forum Energy Technologies Inc. 32,600 1,010
* Flotek Industries Inc. 34,350 957
* EPL Oil & Gas Inc. 23,966 925
  RPC Inc. 44,829 915
* SunPower Corp. Class A 27,822 897
* Magnum Hunter Resources Corp. 105,323 895
* Bonanza Creek Energy Inc. 19,900 884
* Hornbeck Offshore Services Inc. 20,835 871
* Matador Resources Co. 34,124 836
* Key Energy Services Inc. 89,964 831
* Bill Barrett Corp. 31,319 802
* C&J Energy Services Inc. 25,300 738
  Gulfmark Offshore Inc. 16,101 724
* Newpark Resources Inc. 60,292 690
  Delek US Holdings Inc. 23,619 686
* Penn Virginia Corp. 39,153 685
* Rex Energy Corp. 35,338 661
* TETRA Technologies Inc. 48,754 624
* Athlon Energy Inc. 17,368 616
  Comstock Resources Inc. 26,812 613
* Sanchez Energy Corp. 20,300 601
* Northern Oil and Gas Inc. 40,126 587
* Parker Drilling Co. 80,588 571
* Pioneer Energy Services Corp. 43,539 564
* Basic Energy Services Inc. 20,300 556
* Matrix Service Co. 16,360 553
* Geospace Technologies Corp. 8,064 534
*,^ Halcon Resources Corp. 120,272 521
*,^ Plug Power Inc. 71,636 509
^ EXCO Resources Inc. 86,924 487
  CVR Energy Inc. 10,729 453
* Hercules Offshore Inc. 97,785 449
* Clayton Williams Energy Inc. 3,911 442
* Contango Oil & Gas Co. 8,792 420
* Approach Resources Inc. 19,150 400
  Pattern Energy Group Inc. 14,372 390
* ION Geophysical Corp. 92,205 388
* Rice Energy Inc. 14,058 371
  W&T Offshore Inc. 21,220 367
* PHI Inc. 8,164 361
  Green Plains Renewable Energy Inc. 11,976 359
*,^ Goodrich Petroleum Corp. 22,362 354
* Willbros Group Inc. 28,013 353
* TherapeuticsMD Inc. 55,857 352
* Triangle Petroleum Corp. 42,341 349
* Swift Energy Co. 31,213 336
* FuelCell Energy Inc. 130,825 324
* Tesco Corp. 16,637 308
* VAALCO Energy Inc. 34,478 295
* Vantage Drilling Co. 170,326 291
* REX American Resources Corp. 4,680 267

 

 

* Abraxas Petroleum Corp. 67,236 266
* Natural Gas Services Group Inc. 8,711 263
* Quicksilver Resources Inc. 93,803 247
* Solazyme Inc. 21,240 247
* Emerald Oil Inc. 33,300 224
* Resolute Energy Corp. 31,024 223
* BPZ Resources Inc. 67,900 216
  Gulf Island Fabrication Inc. 9,619 208
* Arabian American Development Co. 18,615 202
* Gastar Exploration Inc. 36,306 199
* Pacific Ethanol Inc. 10,889 169
* Miller Energy Resources Inc. 26,654 157
*,^ CAMAC Energy Inc. 199,461 156
* Callon Petroleum Co. 18,549 155
*,^ Midstates Petroleum Co. Inc. 27,385 147
  Panhandle Oil and Gas Inc. Class A 3,293 144
* Forest Oil Corp. 73,794 141
* Ring Energy Inc. 9,215 141
* Endeavour International Corp. 34,998 114
* Renewable Energy Group Inc. 9,300 111
* US Energy Corp. Wyoming 22,313 106
* Harvest Natural Resources Inc. 28,113 106
  Alon USA Energy Inc. 7,037 105
* RSP Permian Inc. 3,381 98
*,^ Real Goods Solar Inc. Class A 23,987 98
*,^ Amyris Inc. 26,083 97
  Dawson Geophysical Co. 3,085 86
  Bolt Technology Corp. 4,114 81
* Isramco Inc. 447 59
* Warren Resources Inc. 12,171 58
* Mitcham Industries Inc. 3,689 51
* Gevo Inc. 34,500 40
* PetroQuest Energy Inc. 7,000 40
  Adams Resources & Energy Inc. 682 39
* Enphase Energy Inc. 5,200 38
* KiOR Inc. 66,567 38
* TGC Industries Inc. 5,577 33
* Saratoga Resources Inc. 22,182 30
* Cal Dive International Inc. 13,885 24
* Double Eagle Petroleum Co. 7,447 21
* ZaZa Energy Corp. 22,543 17
  Evolution Petroleum Corp. 1,328 17
* PrimeEnergy Corp. 141 8
* PostRock Energy Corp. 1,842 2
* Forest Laboratories Inc. Contingent Value Rights Exp. 04/14/2018 9,500 —
* Gerber Scientific Inc. CVR 16,800 —
      1,207,344
Technology (9.1%)    
  Apple Inc. 566,313 303,963
* Google Inc. Class A 177,540 197,870
  Microsoft Corp. 4,740,122 194,298
  International Business Machines Corp. 660,532 127,146
  Oracle Corp. 2,138,792 87,498
  QUALCOMM Inc. 1,072,633 84,588
  Intel Corp. 3,151,031 81,328
* Facebook Inc. Class A 1,253,811 75,530
  Cisco Systems Inc. 3,267,890 73,233

 

 

Hewlett-Packard Co. 1,207,709 39,081
EMC Corp. 1,283,969 35,194
Texas Instruments Inc. 684,891 32,293
* Yahoo! Inc. 577,271 20,724
* Salesforce.com Inc. 355,108 20,273
* Adobe Systems Inc. 301,467 19,818
* Cognizant Technology Solutions Corp. Class A 386,870 19,579
Corning Inc. 883,302 18,390
* Micron Technology Inc. 673,304 15,930
Applied Materials Inc. 769,029 15,704
Intuit Inc. 171,072 13,297
Western Digital Corp. 142,676 13,100
SanDisk Corp. 143,412 11,644
Seagate Technology plc 198,834 11,166
* Cerner Corp. 198,300 11,154
Broadcom Corp. Class A 335,567 10,564
Analog Devices Inc. 198,155 10,530
Motorola Solutions Inc. 146,241 9,402
Avago Technologies Ltd. Class A 143,004 9,211
Xilinx Inc. 168,559 9,148
Symantec Corp. 440,108 8,789
* Juniper Networks Inc. 303,410 7,816
NetApp Inc. 211,465 7,803
KLA-Tencor Corp. 105,976 7,327
Altera Corp. 202,080 7,323
Linear Technology Corp. 147,111 7,163
* Autodesk Inc. 144,704 7,117
* Citrix Systems Inc. 117,175 6,729
* Red Hat Inc. 120,806 6,400
* Akamai Technologies Inc. 107,882 6,280
CA Inc. 199,632 6,183
NVIDIA Corp. 344,177 6,164
Maxim Integrated Products Inc. 181,218 6,002
* Catamaran Corp. 131,486 5,885
* VMware Inc. Class A 54,403 5,877
* Equinix Inc. 31,521 5,826
Microchip Technology Inc. 119,588 5,711
* Lam Research Corp. 103,754 5,706
Computer Sciences Corp. 93,141 5,665
* F5 Networks Inc. 48,418 5,163
Harris Corp. 68,862 5,038
* Teradata Corp. 101,934 5,014
* Workday Inc. Class A 53,892 4,927
* VeriSign Inc. 85,541 4,611
* ANSYS Inc. 59,705 4,598
* ServiceNow Inc. 76,394 4,578
* Skyworks Solutions Inc. 121,046 4,542
* Cree Inc. 77,880 4,405
Garmin Ltd. 74,767 4,132
Marvell Technology Group Ltd. 251,724 3,965
* Gartner Inc. 56,638 3,933
* NCR Corp. 107,419 3,926
* Splunk Inc. 54,529 3,898
LSI Corp. 347,211 3,844
* Synopsys Inc. 99,986 3,840
* athenahealth Inc. 23,861 3,823
* 3D Systems Corp. 62,493 3,696

 

 

*,^ Twitter Inc. 74,842 3,493
  IAC/InterActiveCorp 48,908 3,492
  Pitney Bowes Inc. 128,929 3,351
* SunEdison Inc. 162,186 3,056
* Brocade Communications Systems Inc. 281,390 2,986
* Ingram Micro Inc. 100,041 2,957
* Cadence Design Systems Inc. 185,819 2,888
* Concur Technologies Inc. 29,103 2,883
  Solera Holdings Inc. 44,785 2,837
* Nuance Communications Inc. 163,433 2,806
* PTC Inc. 77,185 2,735
* ON Semiconductor Corp. 284,845 2,678
* Informatica Corp. 70,578 2,666
* Aspen Technology Inc. 60,569 2,566
* MICROS Systems Inc. 48,466 2,565
* Teradyne Inc. 124,895 2,484
* Rackspace Hosting Inc. 73,000 2,396
* VeriFone Systems Inc. 70,694 2,391
* Ultimate Software Group Inc. 17,210 2,358
* Palo Alto Networks Inc. 32,841 2,253
* Atmel Corp. 261,915 2,190
* JDS Uniphase Corp. 149,971 2,100
* NetSuite Inc. 21,927 2,079
* AOL Inc. 47,347 2,072
* ARRIS Group Inc. 72,372 2,039
* TIBCO Software Inc. 100,033 2,033
* Guidewire Software Inc. 41,207 2,021
* Allscripts Healthcare Solutions Inc. 109,713 1,978
* Riverbed Technology Inc. 99,601 1,963
  Leidos Holdings Inc. 54,629 1,932
* CommVault Systems Inc. 29,346 1,906
* Fortinet Inc. 85,601 1,886
  Lexmark International Inc. Class A 40,334 1,867
* ViaSat Inc. 26,620 1,838
  DST Systems Inc. 19,157 1,816
* SS&C Technologies Holdings Inc. 45,328 1,814
* Medidata Solutions Inc. 32,922 1,789
* SolarWinds Inc. 41,441 1,767
* Manhattan Associates Inc. 49,780 1,744
* FireEye Inc. 27,638 1,702
* Tableau Software Inc. Class A 22,331 1,699
* Tyler Technologies Inc. 19,892 1,665
* Finisar Corp. 62,338 1,653
  Mentor Graphics Corp. 74,326 1,637
* Verint Systems Inc. 34,699 1,628
* Advanced Micro Devices Inc. 395,092 1,584
* Microsemi Corp. 61,040 1,528
* Rovi Corp. 65,566 1,494
  Diebold Inc. 37,403 1,492
* ACI Worldwide Inc. 25,113 1,486
* Ciena Corp. 65,174 1,482
* Qlik Technologies Inc. 55,183 1,467
  j2 Global Inc. 28,792 1,441
* Tech Data Corp. 23,522 1,434
  Compuware Corp. 134,470 1,412
* TriQuint Semiconductor Inc. 105,328 1,410
* Cavium Inc. 32,194 1,408

 

 

* Dealertrack Technologies Inc. 28,566 1,405
* Freescale Semiconductor Ltd. 57,490 1,403
* RF Micro Devices Inc. 173,875 1,370
* Silicon Laboratories Inc. 25,504 1,333
* Electronics For Imaging Inc. 30,606 1,326
* Sapient Corp. 77,586 1,324
* EchoStar Corp. Class A 27,697 1,317
* Synaptics Inc. 21,523 1,292
* Polycom Inc. 92,948 1,275
* International Rectifier Corp. 46,353 1,270
Plantronics Inc. 28,472 1,266
* Aruba Networks Inc. 67,429 1,264
* Demandware Inc. 19,528 1,251
Fair Isaac Corp. 22,495 1,244
Power Integrations Inc. 18,625 1,225
CDW Corp. 44,510 1,221
* Cornerstone OnDemand Inc. 25,468 1,219
* Fairchild Semiconductor International Inc. Class A 82,764 1,141
* Semtech Corp. 44,718 1,133
* CACI International Inc. Class A 15,229 1,124
Hittite Microwave Corp. 17,614 1,110
* Entegris Inc. 91,183 1,104
Intersil Corp. Class A 85,131 1,100
* Integrated Device Technology Inc. 89,815 1,098
* SYNNEX Corp. 17,328 1,050
MKS Instruments Inc. 34,777 1,039
* Web.com Group Inc. 29,687 1,010
Science Applications International Corp. 26,843 1,004
Cogent Communications Group Inc. 27,823 989
* Syntel Inc. 10,832 974
Blackbaud Inc. 29,930 937
* Bottomline Technologies de Inc. 26,571 934
* MedAssets Inc. 37,703 932
* Ubiquiti Networks Inc. 19,854 903
* InvenSense Inc. 37,798 895
* PMC-Sierra Inc. 117,152 892
Cypress Semiconductor Corp. 86,267 886
InterDigital Inc. 26,628 882
ADTRAN Inc. 35,548 868
* Cray Inc. 22,837 852
* NETGEAR Inc. 25,214 850
* Monolithic Power Systems Inc. 21,753 843
* Unisys Corp. 27,638 842
* Cirrus Logic Inc. 40,794 811
* QLogic Corp. 62,357 795
Advent Software Inc. 25,938 762
* Insight Enterprises Inc. 30,101 756
* Progress Software Corp. 34,625 755
* CommScope Holding Co. Inc. 30,383 750
* Envestnet Inc. 18,518 744
Tessera Technologies Inc. 31,203 737
* FleetMatics Group plc 21,800 729
* Netscout Systems Inc. 19,390 729
* Interactive Intelligence Group Inc. 10,002 725
* Dycom Industries Inc. 22,780 720
NIC Inc. 37,227 719
* Synchronoss Technologies Inc. 20,787 713

 

 

* ScanSource Inc. 17,438 711
* Spansion Inc. Class A 40,163 700
* Rambus Inc. 64,001 688
* MicroStrategy Inc. Class A 5,917 683
* Proofpoint Inc. 18,390 682
* ATMI Inc. 19,811 674
* Gogo Inc. 32,420 666
* OmniVision Technologies Inc. 37,284 660
* Shutterstock Inc. 8,975 652
* SPS Commerce Inc. 10,577 650
  CSG Systems International Inc. 24,756 645
* Cabot Microelectronics Corp. 14,507 638
* LogMeIn Inc. 14,197 637
* Lattice Semiconductor Corp. 79,827 626
  Monotype Imaging Holdings Inc. 20,718 624
* Infoblox Inc. 31,113 624
* Fusion-io Inc. 57,093 601
* CalAmp Corp. 21,488 599
* Diodes Inc. 22,810 596
* Infinera Corp. 64,039 581
* Premier Inc. Class A 17,324 571
* Sonus Networks Inc. 168,247 567
  Brooks Automation Inc. 50,844 556
* Accelrys Inc. 43,292 539
* iGATE Corp. 17,076 539
* Blucora Inc. 27,160 535
* EPAM Systems Inc. 16,200 533
* ICG Group Inc. 25,930 529
* Ruckus Wireless Inc. 41,695 507
* Applied Micro Circuits Corp. 51,107 506
* RigNet Inc. 9,251 498
* Comverse Inc. 14,377 497
* Advanced Energy Industries Inc. 20,269 497
* Loral Space & Communications Inc. 6,899 488
* Ixia 39,012 488
* RealPage Inc. 26,727 485
* Kulicke & Soffa Industries Inc. 38,473 485
* PROS Holdings Inc. 15,264 481
  Computer Programs & Systems Inc. 7,407 478
  Quality Systems Inc. 27,391 462
* Exar Corp. 38,506 460
* Marketo Inc. 13,324 435
* Virtusa Corp. 12,920 433
* Amkor Technology Inc. 63,098 433
* Digital River Inc. 24,816 433
* Harmonic Inc. 60,476 432
* Premiere Global Services Inc. 35,697 430
* Tangoe Inc. 23,100 429
* Ultratech Inc. 14,396 420
* Silicon Image Inc. 60,501 417
*,^ VirnetX Holding Corp. 29,096 413
  Ebix Inc. 23,840 407
* LivePerson Inc. 32,556 393
  Comtech Telecommunications Corp. 12,330 393
* Perficient Inc. 21,666 393
* Cvent Inc. 10,835 392
* Emulex Corp. 52,039 385

 

 

* SciQuest Inc. 14,167 383
* BroadSoft Inc. 13,745 367
* Extreme Networks Inc. 63,257 367
* ChannelAdvisor Corp. 9,654 364
* Ellie Mae Inc. 12,100 349
* PDF Solutions Inc. 19,176 348
Forrester Research Inc. 9,617 345
* E2open Inc. 14,432 340
* Veeva Systems Inc. Class A 12,690 339
Micrel Inc. 30,381 337
* Intralinks Holdings Inc. 32,564 333
West Corp. 13,738 329
* Endurance International Group Holdings Inc. 25,264 329
* Rudolph Technologies Inc. 28,025 320
Pegasystems Inc. 8,936 316
* Super Micro Computer Inc. 17,653 307
* Textura Corp. 12,043 304
* Integrated Silicon Solution Inc. 18,910 294
* Inphi Corp. 18,128 292
* Parkervision Inc. 60,563 291
PC Connection Inc. 14,091 286
* KEYW Holding Corp. 15,268 286
* Silicon Graphics International Corp. 22,965 282
* MaxLinear Inc. 28,405 269
* Nanometrics Inc. 14,833 267
* FormFactor Inc. 41,106 263
Epiq Systems Inc. 19,184 261
* Millennial Media Inc. 37,357 258
IXYS Corp. 22,464 255
* Gigamon Inc. 8,267 251
Inteliquent Inc. 17,244 251
* Qualys Inc. 9,528 242
* Oclaro Inc. 76,868 238
* Kopin Corp. 61,776 233
* Pendrell Corp. 127,579 233
* Ultra Clean Holdings Inc. 17,696 233
* Jive Software Inc. 28,939 232
* Quantum Corp. 187,500 229
* Ceva Inc. 12,676 223
* Brightcove Inc. 22,519 221
* Mercury Systems Inc. 16,601 219
* RingCentral Inc. Class A 12,005 217
* Axcelis Technologies Inc. 99,988 215
* Zix Corp. 51,791 214
* QuickLogic Corp. 41,109 214
* Vocus Inc. 15,902 212
* Photronics Inc. 24,774 211
* Oplink Communications Inc. 11,570 208
* Rocket Fuel Inc. 4,790 205
* LTX-Credence Corp. 22,813 203
* Callidus Software Inc. 15,570 195
* Vringo Inc. 55,200 192
* Benefitfocus Inc. 4,046 190
* Limelight Networks Inc. 86,100 188
* VASCO Data Security International Inc. 24,743 187
QAD Inc. Class A 8,720 178
* Entropic Communications Inc. 43,317 177

 

 

* Systemax Inc. 11,829 176
* Immersion Corp. 16,249 171
* ShoreTel Inc. 19,684 169
* Internap Network Services Corp. 23,018 163
* Merge Healthcare Inc. 66,509 162
  Computer Task Group Inc. 9,180 156
* Intra-Cellular Therapies Inc. 8,572 156
* Westell Technologies Inc. Class A 42,118 155
* Agilysys Inc. 11,474 154
  Cohu Inc. 13,973 150
* Dot Hill Systems Corp. 37,695 146
* Mattson Technology Inc. 62,863 146
* Imation Corp. 25,230 146
* Cinedigm Corp. Class A 56,581 145
* FalconStor Software Inc. 91,255 144
* Qumu Corp. 8,989 144
* Clearfield Inc. 6,205 143
* Carbonite Inc. 13,955 142
* Unwired Planet Inc. 65,508 142
* Calix Inc. 16,174 136
* Supertex Inc. 3,989 132
* NeoPhotonics Corp. 16,559 131
* Actuate Corp. 21,595 130
  Hackett Group Inc. 21,481 128
* Vitesse Semiconductor Corp. 29,471 124
* PLX Technology Inc. 20,417 123
* KVH Industries Inc. 9,261 122
* VOXX International Corp. Class A 8,832 121
* Digi International Inc. 11,876 121
  United Online Inc. 10,257 119
* Boingo Wireless Inc. 17,430 118
* Seachange International Inc. 11,140 116
* Guidance Software Inc. 10,347 114
* Exa Corp. 8,351 111
* eGain Corp. 15,400 109
* DSP Group Inc. 12,416 107
* iPass Inc. 64,042 106
  American Software Inc. Class A 10,339 105
* Vocera Communications Inc. 6,320 103
* Meru Networks Inc. 22,822 103
* Amtech Systems Inc. 8,382 102
* Selectica Inc. 14,201 95
* Datalink Corp. 6,748 94
* Tremor Video Inc. 22,344 92
* Mavenir Systems Inc. 5,100 91
* Procera Networks Inc. 8,698 90
* Pericom Semiconductor Corp. 11,541 90
*,^ Park City Group Inc. 9,825 89
* inTEST Corp. 21,900 88
  PC-Tel Inc. 9,837 86
  Preformed Line Products Co. 1,227 84
* ID Systems Inc. 14,774 84
* Rally Software Development Corp. 6,000 80
* Model N Inc. 7,905 80
* ePlus Inc. 1,420 79
* MeetMe Inc. 24,188 79
* GSI Technology Inc. 11,375 79

 

 

*,^ Cyan Inc. 18,050 77
* MoSys Inc. 16,896 77
* Crexendo Inc. 22,268 76
  Transact Technologies Inc. 6,404 74
* Smith Micro Software Inc. 36,146 72
* CIBER Inc. 15,692 72
* Hutchinson Technology Inc. 25,340 72
* support.com Inc. 27,817 71
  Digimarc Corp. 2,214 69
* Sigma Designs Inc. 14,565 69
* Netlist Inc. 33,001 63
* Emcore Corp. 12,381 63
* TeleCommunication Systems Inc. Class A 26,867 62
* Edgewater Technology Inc. 8,642 62
* Marin Software Inc. 5,600 59
* ChyronHego Corp. 20,700 57
* Rosetta Stone Inc. 4,886 55
* LRAD Corp. 25,183 53
* Datawatch Corp. 1,930 52
* Peerless Systems Corp. 13,656 51
* Mitek Systems Inc. 13,200 51
* Numerex Corp. Class A 4,145 45
* Telenav Inc. 6,980 42
  Tessco Technologies Inc. 1,100 41
* Icad Inc. 4,360 40
* Identive Group Inc. 33,237 38
* NCI Inc. Class A 3,378 36
  Globalscape Inc. 14,200 35
  Evolving Systems Inc. 3,847 35
  Concurrent Computer Corp. 4,233 35
* Innodata Inc. 11,524 34
* A10 Networks Inc. 2,213 33
* Wave Systems Corp. Class A 34,551 31
* Nimble Storage Inc. 778 29
* Aerohive Networks Inc. 2,782 29
  Alliance Fiber Optic Products Inc. 1,800 26
* Radisys Corp. 7,200 26
* AXT Inc. 11,736 26
* Mitel Networks Corp. 2,411 26
* BroadVision Inc. 2,152 24
* Peregrine Semiconductor Corp. 3,700 22
* GSE Systems Inc. 11,559 20
* Varonis Systems Inc. 550 20
* Castlight Health Inc. Class B 886 19
  Astro-Med Inc. 1,300 15
* 2U Inc. 1,111 15
* Q2 Holdings Inc. 889 14
* Amber Road Inc. 880 14
* Ikanos Communications Inc. 15,219 13
* Zhone Technologies Inc. 2,987 13
* Cover-All Technologies Inc. 8,100 12
* Alpha & Omega Semiconductor Ltd. 1,523 11
* Voltari Corp. 2,917 10
* Novatel Wireless Inc. 5,660 10
  Optical Cable Corp. 2,400 9
* Violin Memory Inc. 2,176 9
  QAD Inc. Class B 477 8

 

 

* PAR Technology Corp.   1,513 7
* UniTek Global Services Inc.   3,700 7
Simulations Plus Inc.   800 5
* Cobra Electronics Corp.   1,300 4
* Borderfree Inc.   220 4
* Qualstar Corp.   2,400 4
* Aware Inc.   422 2
* Intellicheck Mobilisa Inc.   1,597 1
* BSQUARE Corp.   400 1
* Acorn Energy Inc.   200 1
* Authentidate Holding Corp.   200 —
* Magnum Hunter Resources Corp. Warrants Expire 4/15/2016 12,617 —
      2,007,991
Telecommunications (1.3%)      
Verizon Communications Inc.   2,626,887 124,961
AT&T Inc.   3,302,129 115,806
CenturyLink Inc.   368,094 12,088
* SBA Communications Corp. Class A   81,453 7,409
* T-Mobile US Inc.   177,952 5,878
* Sprint Corp.   503,690 4,629
* Level 3 Communications Inc.   108,716 4,255
Frontier Communications Corp.   646,292 3,684
Windstream Holdings Inc.   387,273 3,191
* tw telecom inc Class A   93,679 2,929
Telephone & Data Systems Inc.   59,254 1,553
* 8x8 Inc.   51,972 562
Atlantic Tele-Network Inc.   7,877 519
* Cincinnati Bell Inc.   147,607 511
Shenandoah Telecommunications Co.   15,791 510
Consolidated Communications Holdings Inc.   20,074 402
United States Cellular Corp.   9,323 382
* Vonage Holdings Corp.   88,277 377
* inContact Inc.   33,374 320
* General Communication Inc. Class A   23,728 271
EarthLink Holdings Corp.   65,092 235
USA Mobility Inc.   11,182 203
* ORBCOMM Inc.   28,091 193
HickoryTech Corp.   13,494 173
IDT Corp. Class B   10,156 169
* Iridium Communications Inc.   22,068 166
* Hawaiian Telcom Holdco Inc.   5,805 165
* Intelsat SA   8,590 161
* Towerstream Corp.   67,537 159
Lumos Networks Corp.   11,015 147
NTELOS Holdings Corp.   10,903 147
* NII Holdings Inc.   115,211 137
* GTT Communications Inc.   11,891 125
* FairPoint Communications Inc.   7,600 103
* Cbeyond Inc.   8,700 63
* Elephant Talk Communications Corp.   37,067 39
* Straight Path Communications Inc. Class B   5,078 37
Alteva   3,457 29
* NTS Inc.   12,587 24
* Alaska Communications Systems Group Inc.   12,500 24
      292,736

 

 

Utilities (1.9%)    
Duke Energy Corp. 442,024 31,481
NextEra Energy Inc. 274,846 26,281
Dominion Resources Inc. 366,368 26,008
Southern Co. 552,742 24,287
Exelon Corp. 544,631 18,278
Spectra Energy Corp. 430,206 15,892
American Electric Power Co. Inc. 308,293 15,618
Sempra Energy 145,454 14,074
PPL Corp. 395,898 13,120
PG&E Corp. 289,193 12,493
Public Service Enterprise Group Inc. 319,432 12,183
Edison International 206,741 11,704
Consolidated Edison Inc. 184,490 9,898
Xcel Energy Inc. 311,372 9,453
Northeast Utilities 202,067 9,194
FirstEnergy Corp. 267,816 9,114
DTE Energy Co. 111,603 8,291
ONEOK Inc. 133,671 7,920
Entergy Corp. 112,814 7,542
NiSource Inc. 196,503 6,982
NRG Energy Inc. 204,062 6,489
Wisconsin Energy Corp. 139,246 6,482
CenterPoint Energy Inc. 270,263 6,403
Ameren Corp. 154,445 6,363
AES Corp. 408,725 5,837
* Calpine Corp. 254,245 5,316
American Water Works Co. Inc. 114,306 5,189
CMS Energy Corp. 171,279 5,015
SCANA Corp. 82,019 4,209
Alliant Energy Corp. 71,843 4,081
Pinnacle West Capital Corp. 71,346 3,900
ITC Holdings Corp. 101,633 3,796
AGL Resources Inc. 76,777 3,759
National Fuel Gas Co. 51,512 3,608
UGI Corp. 74,056 3,378
Pepco Holdings Inc. 162,267 3,323
Integrys Energy Group Inc. 51,921 3,097
Atmos Energy Corp. 64,391 3,035
Westar Energy Inc. Class A 82,798 2,911
Aqua America Inc. 115,080 2,885
Great Plains Energy Inc. 100,152 2,708
Questar Corp. 113,874 2,708
TECO Energy Inc. 140,022 2,401
Vectren Corp. 53,326 2,101
Cleco Corp. 39,214 1,983
Black Hills Corp. 31,446 1,813
IDACORP Inc. 32,507 1,803
Piedmont Natural Gas Co. Inc. 49,320 1,745
Hawaiian Electric Industries Inc. 64,485 1,639
Portland General Electric Co. 50,663 1,638
Southwest Gas Corp. 30,021 1,605
UNS Energy Corp. 23,605 1,417
PNM Resources Inc. 51,810 1,400
ALLETE Inc. 26,714 1,400
* Dynegy Inc. Class A 55,355 1,381
New Jersey Resources Corp. 27,359 1,362

 

 

  UIL Holdings Corp.     36,778 1,354
  WGL Holdings Inc.     33,771 1,353
  Avista Corp.     39,411 1,208
* ONE Gas Inc.     33,482 1,203
  NorthWestern Corp.     25,218 1,196
  South Jersey Industries Inc.     21,047 1,181
  Laclede Group Inc.     20,446 964
  El Paso Electric Co.     26,236 937
  MGE Energy Inc.     22,644 888
  Northwest Natural Gas Co.     17,907 788
  American States Water Co.     23,618 763
  Empire District Electric Co.     28,339 689
  Unitil Corp.     20,914 687
  California Water Service Group     26,632 638
  Ormat Technologies Inc.     15,347 461
  Chesapeake Utilities Corp.     5,434 343
  SJW Corp.     8,583 254
  Middlesex Water Co.     10,426 228
  Atlantic Power Corp.     78,065 226
  Connecticut Water Service Inc.     6,114 209
  Artesian Resources Corp. Class A     9,115 205
  York Water Co.     8,846 180
  Delta Natural Gas Co. Inc.     6,804 141
* Pure Cycle Corp.     19,761 120
* Genie Energy Ltd. Class B     10,188 102
* Cadiz Inc.     11,960 84
* US Geothermal Inc.     86,878 65
          424,460
Total Common Stocks (Cost $6,692,655)       13,226,325
        Face Market
      Maturity Amount Value
    Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (25.7%)        
U.S. Government Securities (15.0%)        
  United States Treasury Note/Bond 0.125% 4/30/15 165 165
  United States Treasury Note/Bond 0.250% 5/15/15 14,700 14,716
  United States Treasury Note/Bond 4.125% 5/15/15 28,275 29,525
  United States Treasury Note/Bond 0.250% 5/31/15 18,779 18,799
  United States Treasury Note/Bond 2.125% 5/31/15 3,225 3,298
  United States Treasury Note/Bond 0.375% 6/15/15 59,550 59,699
  United States Treasury Note/Bond 1.875% 6/30/15 4,575 4,671
  United States Treasury Note/Bond 0.250% 7/15/15 59,520 59,576
  United States Treasury Note/Bond 0.250% 7/31/15 27,310 27,336
  United States Treasury Note/Bond 1.750% 7/31/15 16,800 17,149
  United States Treasury Note/Bond 0.250% 8/15/15 44,607 44,642
  United States Treasury Note/Bond 10.625% 8/15/15 1,215 1,388
  United States Treasury Note/Bond 0.375% 8/31/15 15,000 15,037
  United States Treasury Note/Bond 0.250% 9/15/15 50,100 50,124
  United States Treasury Note/Bond 1.250% 9/30/15 760 772
  United States Treasury Note/Bond 0.250% 10/15/15 24,715 24,715
  United States Treasury Note/Bond 0.375% 11/15/15 15,554 15,578
  United States Treasury Note/Bond 4.500% 11/15/15 17,100 18,265
  United States Treasury Note/Bond 9.875% 11/15/15 400 462
  United States Treasury Note/Bond 1.375% 11/30/15 150 153
  United States Treasury Note/Bond 0.250% 12/15/15 24,513 24,486
  United States Treasury Note/Bond 0.250% 12/31/15 50,755 50,692

 

 

United States Treasury Note/Bond 2.125% 12/31/15 20,000 20,625
United States Treasury Note/Bond 0.375% 1/15/16 24,450 24,465
United States Treasury Note/Bond 0.375% 1/31/16 395 395
United States Treasury Note/Bond 2.000% 1/31/16 12,000 12,358
United States Treasury Note/Bond 0.375% 2/15/16 82,564 82,564
United States Treasury Note/Bond 4.500% 2/15/16 23,625 25,449
United States Treasury Note/Bond 0.250% 2/29/16 16,925 16,880
United States Treasury Note/Bond 2.125% 2/29/16 11,050 11,416
United States Treasury Note/Bond 2.625% 2/29/16 16,850 17,566
United States Treasury Note/Bond 0.375% 3/15/16 11,700 11,693
United States Treasury Note/Bond 2.375% 3/31/16 19,075 19,814
United States Treasury Note/Bond 0.250% 4/15/16 35,425 35,281
United States Treasury Note/Bond 2.000% 4/30/16 120 124
United States Treasury Note/Bond 2.625% 4/30/16 20,000 20,894
United States Treasury Note/Bond 0.250% 5/15/16 58,200 57,909
United States Treasury Note/Bond 5.125% 5/15/16 14,750 16,193
United States Treasury Note/Bond 7.250% 5/15/16 9,065 10,352
United States Treasury Note/Bond 0.500% 6/15/16 9,855 9,849
United States Treasury Note/Bond 1.500% 6/30/16 10,283 10,500
United States Treasury Note/Bond 0.625% 7/15/16 49,090 49,159
United States Treasury Note/Bond 1.500% 7/31/16 5,875 6,000
United States Treasury Note/Bond 0.625% 8/15/16 45,075 45,089
United States Treasury Note/Bond 1.000% 8/31/16 16,025 16,170
United States Treasury Note/Bond 3.000% 8/31/16 9,325 9,858
United States Treasury Note/Bond 0.875% 9/15/16 30,000 30,169
United States Treasury Note/Bond 1.000% 9/30/16 43,300 43,659
United States Treasury Note/Bond 3.000% 9/30/16 9,275 9,814
United States Treasury Note/Bond 0.625% 10/15/16 27,875 27,832
United States Treasury Note/Bond 1.000% 10/31/16 13,486 13,587
United States Treasury Note/Bond 0.625% 11/15/16 38,200 38,098
United States Treasury Note/Bond 4.625% 11/15/16 425 468
United States Treasury Note/Bond 0.875% 11/30/16 26,407 26,502
United States Treasury Note/Bond 2.750% 11/30/16 2,475 2,606
United States Treasury Note/Bond 0.625% 12/15/16 48,225 48,044
United States Treasury Note/Bond 0.875% 12/31/16 15,865 15,902
United States Treasury Note/Bond 0.750% 1/15/17 22,815 22,786
United States Treasury Note/Bond 0.875% 1/31/17 17,450 17,475
United States Treasury Note/Bond 3.125% 1/31/17 15,311 16,297
United States Treasury Note/Bond 0.625% 2/15/17 41,850 41,588
United States Treasury Note/Bond 4.625% 2/15/17 200 221
United States Treasury Note/Bond 0.875% 2/28/17 7,000 7,002
United States Treasury Note/Bond 3.000% 2/28/17 2,350 2,494
United States Treasury Note/Bond 0.750% 3/15/17 35,100 34,974
United States Treasury Note/Bond 1.000% 3/31/17 13,845 13,882
United States Treasury Note/Bond 3.250% 3/31/17 21,100 22,570
United States Treasury Note/Bond 0.875% 4/30/17 76,275 76,108
United States Treasury Note/Bond 3.125% 4/30/17 52,750 56,228
United States Treasury Note/Bond 4.500% 5/15/17 200 222
United States Treasury Note/Bond 8.750% 5/15/17 6,470 8,018
United States Treasury Note/Bond 0.625% 5/31/17 6,075 6,006
United States Treasury Note/Bond 2.750% 5/31/17 830 876
United States Treasury Note/Bond 0.750% 6/30/17 18,635 18,463
United States Treasury Note/Bond 2.500% 6/30/17 39,650 41,502
United States Treasury Note/Bond 0.500% 7/31/17 6,103 5,986
United States Treasury Note/Bond 2.375% 7/31/17 29,400 30,649
United States Treasury Note/Bond 4.750% 8/15/17 10,950 12,281
United States Treasury Note/Bond 0.625% 8/31/17 8,935 8,786

 

 

United States Treasury Note/Bond 1.875% 8/31/17 10,025 10,279
United States Treasury Note/Bond 0.625% 9/30/17 4,115 4,039
United States Treasury Note/Bond 1.875% 9/30/17 12,600 12,909
United States Treasury Note/Bond 0.750% 10/31/17 2,300 2,263
United States Treasury Note/Bond 4.250% 11/15/17 8,020 8,887
United States Treasury Note/Bond 0.625% 11/30/17 11,625 11,367
United States Treasury Note/Bond 0.750% 12/31/17 1,143 1,121
United States Treasury Note/Bond 0.875% 1/31/18 765 753
United States Treasury Note/Bond 3.500% 2/15/18 31,600 34,207
United States Treasury Note/Bond 0.625% 4/30/18 3,175 3,076
United States Treasury Note/Bond 2.625% 4/30/18 16,300 17,100
United States Treasury Note/Bond 3.875% 5/15/18 2,575 2,832
United States Treasury Note/Bond 9.125% 5/15/18 3,675 4,822
United States Treasury Note/Bond 1.000% 5/31/18 975 957
United States Treasury Note/Bond 2.375% 5/31/18 1,600 1,661
United States Treasury Note/Bond 1.375% 6/30/18 10,285 10,240
United States Treasury Note/Bond 2.375% 6/30/18 23,800 24,700
United States Treasury Note/Bond 1.375% 7/31/18 14,535 14,453
United States Treasury Note/Bond 2.250% 7/31/18 15,075 15,556
United States Treasury Note/Bond 4.000% 8/15/18 1,000 1,107
United States Treasury Note/Bond 1.500% 8/31/18 5,850 5,841
United States Treasury Note/Bond 1.375% 9/30/18 58,575 58,072
United States Treasury Note/Bond 1.250% 10/31/18 12,100 11,909
United States Treasury Note/Bond 1.750% 10/31/18 42,230 42,521
United States Treasury Note/Bond 3.750% 11/15/18 805 883
United States Treasury Note/Bond 1.250% 11/30/18 38,250 37,592
United States Treasury Note/Bond 1.375% 11/30/18 12,488 12,351
United States Treasury Note/Bond 1.375% 12/31/18 11,375 11,233
United States Treasury Note/Bond 1.500% 12/31/18 11,125 11,045
United States Treasury Note/Bond 1.250% 1/31/19 27,475 26,925
United States Treasury Note/Bond 1.500% 1/31/19 18,425 18,269
United States Treasury Note/Bond 2.750% 2/15/19 8,720 9,157
United States Treasury Note/Bond 8.875% 2/15/19 4,350 5,830
United States Treasury Note/Bond 1.375% 2/28/19 7,450 7,331
United States Treasury Note/Bond 1.500% 2/28/19 39,465 39,083
United States Treasury Note/Bond 1.500% 3/31/19 20,175 19,948
United States Treasury Note/Bond 1.625% 3/31/19 9,025 8,981
United States Treasury Note/Bond 1.250% 4/30/19 22,000 21,446
United States Treasury Note/Bond 3.125% 5/15/19 7,335 7,827
United States Treasury Note/Bond 1.125% 5/31/19 2,100 2,030
United States Treasury Note/Bond 1.000% 6/30/19 225 216
United States Treasury Note/Bond 0.875% 7/31/19 30,900 29,345
United States Treasury Note/Bond 3.625% 8/15/19 6,900 7,536
United States Treasury Note/Bond 8.125% 8/15/19 972 1,288
United States Treasury Note/Bond 1.000% 8/31/19 25,425 24,265
United States Treasury Note/Bond 1.250% 10/31/19 3,800 3,665
United States Treasury Note/Bond 3.375% 11/15/19 12,680 13,675
United States Treasury Note/Bond 1.000% 11/30/19 6,025 5,711
United States Treasury Note/Bond 1.125% 12/31/19 4,075 3,884
United States Treasury Note/Bond 1.375% 1/31/20 507 489
United States Treasury Note/Bond 3.625% 2/15/20 8,270 9,026
United States Treasury Note/Bond 8.500% 2/15/20 3,269 4,462
United States Treasury Note/Bond 1.250% 2/29/20 7,490 7,159
United States Treasury Note/Bond 1.125% 4/30/20 10,800 10,206
United States Treasury Note/Bond 3.500% 5/15/20 3,560 3,857
United States Treasury Note/Bond 1.375% 5/31/20 28,815 27,608
United States Treasury Note/Bond 1.875% 6/30/20 17,525 17,268

 

 

United States Treasury Note/Bond 2.000% 7/31/20 12,255 12,159
United States Treasury Note/Bond 2.625% 8/15/20 9,925 10,207
United States Treasury Note/Bond 1.750% 10/31/20 45,650 44,338
United States Treasury Note/Bond 2.625% 11/15/20 54,233 55,640
United States Treasury Note/Bond 2.000% 11/30/20 19,425 19,137
United States Treasury Note/Bond 2.375% 12/31/20 7,000 7,056
United States Treasury Note/Bond 2.125% 1/31/21 10,925 10,821
United States Treasury Note/Bond 3.625% 2/15/21 425 462
United States Treasury Note/Bond 7.875% 2/15/21 400 545
United States Treasury Note/Bond 2.000% 2/28/21 13,600 13,345
United States Treasury Note/Bond 3.125% 5/15/21 44,262 46,627
United States Treasury Note/Bond 2.125% 8/15/21 27,115 26,649
United States Treasury Note/Bond 2.000% 11/15/21 54,250 52,639
United States Treasury Note/Bond 8.000% 11/15/21 4,770 6,653
United States Treasury Note/Bond 2.000% 2/15/22 10,420 10,075
United States Treasury Note/Bond 1.750% 5/15/22 14,758 13,928
United States Treasury Note/Bond 1.625% 8/15/22 8,000 7,439
United States Treasury Note/Bond 1.625% 11/15/22 18,367 17,001
United States Treasury Note/Bond 2.000% 2/15/23 16,335 15,536
United States Treasury Note/Bond 7.125% 2/15/23 1,100 1,502
United States Treasury Note/Bond 1.750% 5/15/23 35,043 32,464
United States Treasury Note/Bond 2.500% 8/15/23 29,410 28,996
United States Treasury Note/Bond 6.250% 8/15/23 6,980 9,111
United States Treasury Note/Bond 2.750% 11/15/23 26,256 26,379
United States Treasury Note/Bond 2.750% 2/15/24 4,216 4,226
United States Treasury Note/Bond 7.500% 11/15/24 675 973
United States Treasury Note/Bond 6.875% 8/15/25 2,350 3,282
United States Treasury Note/Bond 6.000% 2/15/26 2,345 3,083
United States Treasury Note/Bond 6.750% 8/15/26 3,095 4,333
United States Treasury Note/Bond 6.500% 11/15/26 4,660 6,416
United States Treasury Note/Bond 6.125% 11/15/27 6,150 8,278
United States Treasury Note/Bond 5.500% 8/15/28 10,445 13,353
United States Treasury Note/Bond 5.250% 11/15/28 9,875 12,344
United States Treasury Note/Bond 5.250% 2/15/29 8,540 10,679
United States Treasury Note/Bond 6.125% 8/15/29 2,420 3,298
United States Treasury Note/Bond 6.250% 5/15/30 6,070 8,420
United States Treasury Note/Bond 5.375% 2/15/31 15,700 20,072
United States Treasury Note/Bond 4.500% 2/15/36 6,000 7,042
United States Treasury Note/Bond 4.750% 2/15/37 200 243
United States Treasury Note/Bond 5.000% 5/15/37 14,248 17,890
United States Treasury Note/Bond 4.375% 2/15/38 14,242 16,412
United States Treasury Note/Bond 3.500% 2/15/39 10,647 10,679
United States Treasury Note/Bond 4.250% 5/15/39 5,883 6,659
United States Treasury Note/Bond 4.500% 8/15/39 10,684 12,563
United States Treasury Note/Bond 4.375% 11/15/39 22,036 25,431
United States Treasury Note/Bond 4.625% 2/15/40 16,510 19,789
United States Treasury Note/Bond 4.375% 5/15/40 950 1,097
United States Treasury Note/Bond 3.875% 8/15/40 5,815 6,197
United States Treasury Note/Bond 4.250% 11/15/40 6,140 6,954
• United States Treasury Note/Bond 4.750% 2/15/41 19,838 24,267
United States Treasury Note/Bond 3.125% 11/15/41 19,025 17,631
United States Treasury Note/Bond 3.125% 2/15/42 11,050 10,226
United States Treasury Note/Bond 3.000% 5/15/42 12,925 11,651
United States Treasury Note/Bond 2.750% 8/15/42 23,725 20,255
United States Treasury Note/Bond 2.750% 11/15/42 68,535 58,384
United States Treasury Note/Bond 3.125% 2/15/43 442 407
United States Treasury Note/Bond 2.875% 5/15/43 2,585 2,256

 

 

United States Treasury Note/Bond 3.625% 8/15/43 32,486 32,882
United States Treasury Note/Bond 3.750% 11/15/43 13,280 13,749
        3,313,339
Agency Bonds and Notes (1.6%)        
Arab Republic of Egypt 4.450% 9/15/15 1,400 1,451
2 Federal Agricultural Mortgage Corp. 2.125% 9/15/15 125 128
2 Federal Agricultural Mortgage Corp. 2.000% 7/27/16 175 180
2 Federal Farm Credit Banks 0.500% 6/23/15 500 502
2 Federal Farm Credit Banks 1.500% 11/16/15 350 357
2 Federal Farm Credit Banks 1.050% 3/28/16 250 253
2 Federal Farm Credit Banks 5.125% 8/25/16 925 1,025
2 Federal Farm Credit Banks 4.875% 1/17/17 850 944
2 Federal Farm Credit Banks 3.500% 12/20/23 500 514
2 Federal Home Loan Banks 0.375% 8/28/15 3,000 3,004
2 Federal Home Loan Banks 0.375% 2/19/16 4,000 3,998
2 Federal Home Loan Banks 5.625% 6/13/16 300 333
2 Federal Home Loan Banks 0.375% 6/24/16 1,500 1,494
2 Federal Home Loan Banks 5.125% 10/19/16 2,825 3,134
2 Federal Home Loan Banks 4.750% 12/16/16 4,170 4,610
2 Federal Home Loan Banks 0.625% 12/28/16 1,200 1,195
2 Federal Home Loan Banks 4.875% 5/17/17 900 1,007
2 Federal Home Loan Banks 1.000% 6/21/17 2,500 2,497
2 Federal Home Loan Banks 4.875% 9/8/17 405 454
2 Federal Home Loan Banks 5.000% 11/17/17 2,350 2,661
2 Federal Home Loan Banks 2.750% 6/8/18 1,625 1,704
2 Federal Home Loan Banks 5.375% 8/15/18 225 261
2 Federal Home Loan Banks 1.875% 3/13/20 500 492
2 Federal Home Loan Banks 4.125% 3/13/20 2,075 2,303
2 Federal Home Loan Banks 3.375% 6/12/20 1,825 1,943
2 Federal Home Loan Banks 5.250% 12/11/20 1,000 1,174
2 Federal Home Loan Banks 5.625% 6/11/21 1,600 1,906
2 Federal Home Loan Banks 2.125% 3/10/23 4,000 3,720
2 Federal Home Loan Banks 5.375% 8/15/24 815 967
2 Federal Home Loan Banks 5.500% 7/15/36 2,775 3,398
3 Federal Home Loan Mortgage Corp. 0.500% 4/17/15 4,000 4,012
3 Federal Home Loan Mortgage Corp. 4.375% 7/17/15 10,757 11,334
3 Federal Home Loan Mortgage Corp. 1.750% 9/10/15 1,000 1,022
3 Federal Home Loan Mortgage Corp. 5.250% 4/18/16 3,000 3,290
3 Federal Home Loan Mortgage Corp. 0.500% 5/13/16 1,700 1,700
3 Federal Home Loan Mortgage Corp. 2.500% 5/27/16 1,100 1,146
3 Federal Home Loan Mortgage Corp. 5.500% 7/18/16 3,100 3,447
3 Federal Home Loan Mortgage Corp. 2.000% 8/25/16 11,605 11,991
3 Federal Home Loan Mortgage Corp. 0.875% 10/14/16 10,000 10,035
3 Federal Home Loan Mortgage Corp. 0.875% 2/22/17 6,000 5,995
3 Federal Home Loan Mortgage Corp. 1.000% 3/8/17 2,600 2,606
3 Federal Home Loan Mortgage Corp. 1.250% 5/12/17 6,500 6,549
3 Federal Home Loan Mortgage Corp. 1.000% 6/29/17 4,075 4,072
3 Federal Home Loan Mortgage Corp. 1.000% 7/28/17 5,500 5,480
3 Federal Home Loan Mortgage Corp. 5.500% 8/23/17 1,300 1,488
3 Federal Home Loan Mortgage Corp. 1.000% 9/29/17 8,200 8,143
3 Federal Home Loan Mortgage Corp. 5.125% 11/17/17 2,800 3,184
3 Federal Home Loan Mortgage Corp. 0.750% 1/12/18 1,800 1,761
3 Federal Home Loan Mortgage Corp. 0.875% 3/7/18 2,000 1,958
3 Federal Home Loan Mortgage Corp. 4.875% 6/13/18 2,720 3,095
3 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 1,625 1,775
3 Federal Home Loan Mortgage Corp. 1.750% 5/30/19 2,900 2,878
3 Federal Home Loan Mortgage Corp. 1.250% 8/1/19 1,700 1,636

 

 

3 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 10,975 10,522
3 Federal Home Loan Mortgage Corp. 1.375% 5/1/20 1,900 1,812
3 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 2,800 2,730
3 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 270 371
3 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 2,941 3,911
3 Federal National Mortgage Assn. 0.500% 5/27/15 2,200 2,208
3 Federal National Mortgage Assn. 0.500% 7/2/15 550 552
3 Federal National Mortgage Assn. 2.375% 7/28/15 1,000 1,028
3 Federal National Mortgage Assn. 2.000% 9/21/15 405 415
3 Federal National Mortgage Assn. 0.500% 9/28/15 22,600 22,670
3 Federal National Mortgage Assn. 4.375% 10/15/15 2,350 2,497
3 Federal National Mortgage Assn. 1.625% 10/26/15 5,870 5,991
3 Federal National Mortgage Assn. 0.375% 12/21/15 1,775 1,776
3 Federal National Mortgage Assn. 5.000% 3/15/16 2,150 2,341
3 Federal National Mortgage Assn. 0.500% 3/30/16 2,725 2,731
3 Federal National Mortgage Assn. 2.375% 4/11/16 6,475 6,723
3 Federal National Mortgage Assn. 0.375% 7/5/16 2,000 1,992
3 Federal National Mortgage Assn. 0.625% 8/26/16 2,500 2,500
3 Federal National Mortgage Assn. 5.250% 9/15/16 1,350 1,500
3 Federal National Mortgage Assn. 1.250% 9/28/16 7,255 7,353
3 Federal National Mortgage Assn. 1.375% 11/15/16 11,955 12,148
3 Federal National Mortgage Assn. 1.250% 1/30/17 2,725 2,755
3 Federal National Mortgage Assn. 5.000% 2/13/17 1,975 2,205
3 Federal National Mortgage Assn. 0.750% 4/20/17 7,000 6,953
3 Federal National Mortgage Assn. 1.125% 4/27/17 10,600 10,645
3 Federal National Mortgage Assn. 0.875% 10/26/17 16,150 15,954
3 Federal National Mortgage Assn. 0.875% 12/20/17 3,000 2,952
3 Federal National Mortgage Assn. 0.875% 2/8/18 6,000 5,890
3 Federal National Mortgage Assn. 0.875% 5/21/18 1,490 1,455
3 Federal National Mortgage Assn. 1.875% 9/18/18 12,300 12,431
3 Federal National Mortgage Assn. 1.625% 11/27/18 4,370 4,354
3 Federal National Mortgage Assn. 1.875% 2/19/19 4,000 4,013
3 Federal National Mortgage Assn. 0.000% 10/9/19 1,110 956
3 Federal National Mortgage Assn. 7.125% 1/15/30 1,405 1,995
3 Federal National Mortgage Assn. 7.250% 5/15/30 2,025 2,916
3 Federal National Mortgage Assn. 6.625% 11/15/30 1,320 1,812
3 Federal National Mortgage Assn. 5.625% 7/15/37 1,260 1,577
2 Financing Corp. 9.800% 4/6/18 500 654
2 Financing Corp. 9.650% 11/2/18 475 635
Hashemite Kingdom of Jordan 2.503% 10/30/20 750 746
Private Export Funding Corp. 1.375% 2/15/17 175 177
Private Export Funding Corp. 2.250% 12/15/17 200 205
Private Export Funding Corp. 1.875% 7/15/18 300 302
Private Export Funding Corp. 4.375% 3/15/19 350 387
Private Export Funding Corp. 1.450% 8/15/19 250 240
Private Export Funding Corp. 4.300% 12/15/21 175 192
Private Export Funding Corp. 2.800% 5/15/22 200 197
Private Export Funding Corp. 2.050% 11/15/22 4,175 3,864
Private Export Funding Corp. 3.550% 1/15/24 725 735
Private Export Funding Corp. 2.450% 7/15/24 525 477
State of Israel 5.500% 12/4/23 375 445
State of Israel 5.500% 4/26/24 1,400 1,664
2 Tennessee Valley Authority 4.500% 4/1/18 655 729
2 Tennessee Valley Authority 1.750% 10/15/18 600 600
2 Tennessee Valley Authority 3.875% 2/15/21 905 972
2 Tennessee Valley Authority 1.875% 8/15/22 425 390
2 Tennessee Valley Authority 6.750% 11/1/25 2,100 2,740

 

 

2 Tennessee Valley Authority 7.125% 5/1/30 2,000 2,738
2 Tennessee Valley Authority 4.650% 6/15/35 500 527
2 Tennessee Valley Authority 5.880% 4/1/36 285 348
2 Tennessee Valley Authority 5.500% 6/15/38 225 265
2 Tennessee Valley Authority 5.250% 9/15/39 425 480
2 Tennessee Valley Authority 3.500% 12/15/42 950 810
2 Tennessee Valley Authority 5.375% 4/1/56 580 644
2 Tennessee Valley Authority 4.625% 9/15/60 519 499
          341,502
Conventional Mortgage-Backed Securities (8.8%)        
  Fannie Mae Pool 2.000% 10/1/28 4,018 3,901
3,4 Fannie Mae Pool 2.500% 4/1/28–1/1/43 53,528 53,336
3,4,5Fannie Mae Pool 3.000% 11/1/26–4/1/44 144,245 142,835
3,4 Fannie Mae Pool 3.500% 9/1/25–4/1/44 159,776 162,893
3,4,5Fannie Mae Pool 4.000% 7/1/18–4/1/44 148,287 154,997
3,4,5Fannie Mae Pool 4.500% 3/1/18–4/1/44 109,049 116,532
3,4,5Fannie Mae Pool 5.000% 3/1/17–4/1/44 79,521 86,627
3,4 Fannie Mae Pool 5.500% 11/1/16–4/1/44 65,203 71,993
3,4,5Fannie Mae Pool 6.000% 4/1/16–4/1/44 43,766 48,871
3,4 Fannie Mae Pool 6.500% 4/1/14–10/1/39 15,219 17,148
  Fannie Mae Pool 7.000% 7/1/14–11/1/37 5,370 6,084
3,4 Fannie Mae Pool 7.500% 4/1/15–12/1/32 475 528
3,4 Fannie Mae Pool 8.000% 7/1/15–11/1/30 77 86
3,4 Fannie Mae Pool 8.500% 11/1/18–7/1/30 61 68
3,4 Fannie Mae Pool 9.000% 7/1/22–8/1/26 25 26
3,4 Fannie Mae Pool 9.500% 5/1/16–2/1/25 3 3
  Freddie Mac Gold Pool 2.000% 8/1/28 1,634 1,590
3,4 Freddie Mac Gold Pool 2.500% 6/1/28–2/1/43 39,241 39,070
  Freddie Mac Gold Pool 3.000% 1/1/27–7/1/43 76,901 76,239
3,4,5Freddie Mac Gold Pool 3.500% 8/1/25–4/1/44 87,508 88,911
3,4,5Freddie Mac Gold Pool 4.000% 7/1/18–4/1/44 87,467 91,179
3,4,5Freddie Mac Gold Pool 4.500% 9/1/15–4/1/44 68,375 72,943
3,4,5Freddie Mac Gold Pool 5.000% 4/1/17–4/1/44 46,024 50,024
3,4 Freddie Mac Gold Pool 5.500% 5/1/17–6/1/41 36,453 40,158
3,4,5Freddie Mac Gold Pool 6.000% 4/1/14–4/1/44 23,691 26,363
3,4 Freddie Mac Gold Pool 6.500% 5/1/14–3/1/39 6,337 7,128
3,4 Freddie Mac Gold Pool 7.000% 9/1/14–12/1/38 1,703 1,932
3,4 Freddie Mac Gold Pool 7.500% 11/1/14–1/1/32 235 268
3,4 Freddie Mac Gold Pool 8.000% 1/1/16–10/1/31 273 301
  Freddie Mac Gold Pool 8.500% 4/1/20–5/1/30 25 28
  Freddie Mac Gold Pool 9.000% 10/1/21–4/1/30 20 21
  Freddie Mac Gold Pool 9.500% 4/1/16–4/1/25 2 4
  Freddie Mac Gold Pool 10.000% 3/1/17–4/1/25 3 3
3,4 Freddie Mac Non Gold Pool 2.762% 2/1/42 424 446
4,5 Ginnie Mae I Pool 3.000% 1/15/26–4/1/44 16,701 16,491
4,5 Ginnie Mae I Pool 3.500% 11/15/25–4/1/44 18,773 19,247
  Ginnie Mae I Pool 4.000% 10/15/24–4/1/44 30,590 32,197
4,5 Ginnie Mae I Pool 4.500% 8/15/18–4/1/44 42,868 46,343
4,5 Ginnie Mae I Pool 5.000% 1/15/18–4/1/44 26,276 28,785
4,5 Ginnie Mae I Pool 5.500% 3/15/15–4/1/44 13,626 15,159
4 Ginnie Mae I Pool 6.000% 6/15/14–12/15/40 9,126 10,232
4 Ginnie Mae I Pool 6.500% 9/15/14–8/15/39 2,705 2,986
  Ginnie Mae I Pool 7.000% 5/15/15–8/15/32 1,071 1,205
4 Ginnie Mae I Pool 7.500% 10/15/22–3/15/32 316 351
  Ginnie Mae I Pool 8.000% 3/15/22–3/15/32 223 246
4 Ginnie Mae I Pool 8.500% 8/15/22–6/15/30 27 30
  Ginnie Mae I Pool 9.000% 11/15/19–2/15/30 34 37

 

 

  Ginnie Mae I Pool 9.500% 8/15/20–1/15/25 2 2
  Ginnie Mae I Pool 10.000% 3/15/19 1 1
4 Ginnie Mae II Pool 2.500% 2/20/28–6/20/28 1,684 1,703
4,5 Ginnie Mae II Pool 3.000% 2/20/27–4/1/44 65,161 64,361
4 Ginnie Mae II Pool 3.500% 9/20/25–4/1/44 108,315 110,755
4 Ginnie Mae II Pool 4.000% 9/20/25–4/1/44 74,442 78,296
4 Ginnie Mae II Pool 4.500% 11/20/35–4/1/44 67,273 72,702
4,5 Ginnie Mae II Pool 5.000% 3/20/18–4/1/44 40,800 44,802
4 Ginnie Mae II Pool 5.500% 12/20/33–9/20/41 13,978 15,495
  Ginnie Mae II Pool 6.000% 3/20/33–7/20/39 6,710 7,536
  Ginnie Mae II Pool 6.500%  12/20/35–11/20/39 2,213 2,497
  Ginnie Mae II Pool 7.000% 4/20/38–8/20/38 362 410
          1,934,405
Nonconventional Mortgage-Backed Securities (0.3%)        
3,4,6Fannie Mae Pool 1.438% 4/1/37 71 74
6 Fannie Mae Pool 1.961% 9/1/37 178 191
3,4 Fannie Mae Pool 2.110% 3/1/43 813 816
3,4 Fannie Mae Pool 2.196% 9/1/42 645 661
3,4 Fannie Mae Pool 2.202% 6/1/43 863 855
3,4 Fannie Mae Pool 2.205% 6/1/42 2,148 2,209
  Fannie Mae Pool 2.207% 12/1/41 512 533
6 Fannie Mae Pool 2.224% 8/1/37 160 169
6 Fannie Mae Pool 2.225% 12/1/33 68 71
6 Fannie Mae Pool 2.234% 11/1/36 291 310
3,4 Fannie Mae Pool 2.243% 10/1/42 526 537
6 Fannie Mae Pool 2.248% 2/1/36 144 147
3,4 Fannie Mae Pool 2.265% 7/1/43 965 947
6 Fannie Mae Pool 2.273% 9/1/34 83 88
6 Fannie Mae Pool 2.278% 8/1/35 229 245
6 Fannie Mae Pool 2.398% 1/1/37 259 280
3,4 Fannie Mae Pool 2.404% 5/1/42 1,490 1,497
  Fannie Mae Pool 2.409% 7/1/42 801 816
6 Fannie Mae Pool 2.415% 6/1/36 5 6
6 Fannie Mae Pool 2.437% 1/1/35 257 277
3,4 Fannie Mae Pool 2.444% 5/1/43 1,845 1,867
3,4 Fannie Mae Pool 2.467% 10/1/42 968 987
  Fannie Mae Pool 2.514% 12/1/40 442 459
  Fannie Mae Pool 2.520% 10/1/40 300 315
3,4,6Fannie Mae Pool 2.560% 11/1/33 87 94
3,4 Fannie Mae Pool 2.620% 12/1/41 460 476
  Fannie Mae Pool 2.621% 11/1/41 440 458
  Fannie Mae Pool 2.681% 1/1/42 491 510
6 Fannie Mae Pool 2.719% 11/1/34 138 145
3,4,5Fannie Mae Pool 2.760% 12/1/43 1,932 1,994
3,4 Fannie Mae Pool 2.775% 3/1/42 897 917
3,4 Fannie Mae Pool 2.782% 1/1/42 601 620
  Fannie Mae Pool 2.815% 11/1/41 423 438
  Fannie Mae Pool 2.827% 3/1/41 325 338
3,4 Fannie Mae Pool 2.920% 5/1/42 312 328
  Fannie Mae Pool 2.922% 12/1/40 195 204
3,4 Fannie Mae Pool 2.997% 3/1/42 585 615
3,4 Fannie Mae Pool 3.014% 9/1/43 1,131 1,203
  Fannie Mae Pool 3.036% 3/1/41 465 487
  Fannie Mae Pool 3.084% 2/1/42 508 532
3,4 Fannie Mae Pool 3.085% 2/1/41 356 371
3,4 Fannie Mae Pool 3.128% 2/1/41 166 169
  Fannie Mae Pool 3.138% 2/1/41 202 211

 

 

3,4 Fannie Mae Pool 3.139% 2/1/42 1,960 2,085
  Fannie Mae Pool 3.162% 12/1/40 190 199
  Fannie Mae Pool 3.213% 9/1/40 140 147
  Fannie Mae Pool 3.224% 8/1/40 181 189
3,4 Fannie Mae Pool 3.236% 12/1/40 187 195
  Fannie Mae Pool 3.261% 10/1/40 205 212
  Fannie Mae Pool 3.262% 1/1/41 277 289
  Fannie Mae Pool 3.291% 5/1/41 450 472
  Fannie Mae Pool 3.293% 1/1/40 280 291
3,4 Fannie Mae Pool 3.296% 11/1/40 188 196
3,4 Fannie Mae Pool 3.306% 7/1/42 372 398
3,4 Fannie Mae Pool 3.333% 8/1/42 601 623
  Fannie Mae Pool 3.420% 5/1/40 112 117
  Fannie Mae Pool 3.427% 1/1/40 413 428
3,4 Fannie Mae Pool 3.432% 12/1/39 541 564
3,4 Fannie Mae Pool 3.483% 5/1/40 79 82
  Fannie Mae Pool 3.505% 10/1/39 122 127
  Fannie Mae Pool 3.531% 3/1/40 493 513
3,4 Fannie Mae Pool 3.543% 6/1/41 99 104
  Fannie Mae Pool 3.562% 7/1/41 564 579
3,4 Fannie Mae Pool 3.573% 11/1/39 72 75
  Fannie Mae Pool 3.580% 8/1/39 115 120
  Fannie Mae Pool 3.608% 4/1/41 284 296
  Fannie Mae Pool 3.666% 11/1/39 92 96
  Fannie Mae Pool 3.696% 5/1/40 855 891
  Fannie Mae Pool 3.743% 7/1/39 59 61
3,4 Fannie Mae Pool 3.744% 6/1/41 454 479
3,4 Fannie Mae Pool 3.816% 9/1/40 371 393
  Fannie Mae Pool 3.830% 2/1/40 564 588
6 Fannie Mae Pool 3.975% 10/1/38 208 220
  Fannie Mae Pool 4.221% 12/1/39 342 357
3,4,6Fannie Mae Pool 5.134% 11/1/39 213 229
3,4 Fannie Mae Pool 5.177% 3/1/38 116 122
  Fannie Mae Pool 5.245% 7/1/36 85 89
3,4,6Fannie Mae Pool 5.291% 8/1/39 430 462
  Fannie Mae Pool 5.637% 4/1/37 244 261
  Fannie Mae Pool 5.802% 12/1/37 217 235
3,4 Fannie Mae Pool 5.988% 7/1/37 31 33
  Fannie Mae Pool 6.142% 10/1/37 248 262
6 Freddie Mac Non Gold Pool 2.064% 1/1/37 212 225
3,4,6Freddie Mac Non Gold Pool 2.171% 7/1/35 173 183
6 Freddie Mac Non Gold Pool 2.277% 12/1/36 71 74
3,4,6Freddie Mac Non Gold Pool 2.291% 10/1/37 66 70
3,4,6Freddie Mac Non Gold Pool 2.303% 3/1/37 29 31
3,4,6Freddie Mac Non Gold Pool 2.320% 2/1/37 42 44
6 Freddie Mac Non Gold Pool 2.352% 1/1/35 23 25
3,4,6Freddie Mac Non Gold Pool 2.357% 12/1/34 99 104
3,4,6Freddie Mac Non Gold Pool 2.375% 11/1/34–5/1/36 184 194
3,4,6Freddie Mac Non Gold Pool 2.380% 12/1/36 85 89
3,4,6Freddie Mac Non Gold Pool 2.414% 12/1/35 124 131
3,4,6Freddie Mac Non Gold Pool 2.539% 8/1/37 216 229
3,4 Freddie Mac Non Gold Pool 2.575% 2/1/42 286 299
3,4 Freddie Mac Non Gold Pool 2.615% 11/1/43 960 986
3,4 Freddie Mac Non Gold Pool 2.624% 12/1/40 192 196
3,4 Freddie Mac Non Gold Pool 2.694% 11/1/40 125 128
3,4 Freddie Mac Non Gold Pool 2.735% 12/1/40 453 463
3,4 Freddie Mac Non Gold Pool 2.746% 10/1/36 108 114

 

 

3,4 Freddie Mac Non Gold Pool 2.784% 1/1/41 273 277
3,4 Freddie Mac Non Gold Pool 2.880% 2/1/41 404 419
3,4 Freddie Mac Non Gold Pool 2.929% 12/1/41 511 535
3,4 Freddie Mac Non Gold Pool 2.953% 2/1/41 123 128
3,4 Freddie Mac Non Gold Pool 3.082% 6/1/41 201 209
3,4 Freddie Mac Non Gold Pool 3.089% 3/1/41 165 171
3,4 Freddie Mac Non Gold Pool 3.153% 11/1/40 236 241
3,4 Freddie Mac Non Gold Pool 3.238% 6/1/40 158 162
3,4 Freddie Mac Non Gold Pool 3.357% 5/1/40 65 69
3,4 Freddie Mac Non Gold Pool 3.419% 3/1/42 671 697
3,4 Freddie Mac Non Gold Pool 3.445% 5/1/40 72 76
3,4 Freddie Mac Non Gold Pool 3.450% 8/1/40 354 363
3,4 Freddie Mac Non Gold Pool 3.539% 4/1/40 174 181
3,4 Freddie Mac Non Gold Pool 3.556% 11/1/39 422 439
3,4 Freddie Mac Non Gold Pool 3.584% 6/1/40 110 116
3,4 Freddie Mac Non Gold Pool 3.625% 6/1/40 190 197
3,4 Freddie Mac Non Gold Pool 3.630% 1/1/40 196 204
3,4 Freddie Mac Non Gold Pool 3.675% 9/1/40 567 583
3,4 Freddie Mac Non Gold Pool 4.028% 3/1/40 575 599
3,4 Freddie Mac Non Gold Pool 4.507% 5/1/38 18 19
3,4 Freddie Mac Non Gold Pool 4.743% 12/1/35 271 284
3,4 Freddie Mac Non Gold Pool 5.237% 3/1/38 251 265
3,4 Freddie Mac Non Gold Pool 5.365% 1/1/38 47 50
3,4 Freddie Mac Non Gold Pool 5.476% 2/1/36 115 122
3,4 Freddie Mac Non Gold Pool 5.752% 9/1/37 547 583
3,4 Freddie Mac Non Gold Pool 5.780% 10/1/37 5 5
3,4 Freddie Mac Non Gold Pool 5.863% 5/1/37 387 407
4 Ginnie Mae II Pool 2.000% 6/20/43 848 872
4,6 Ginnie Mae II Pool 2.500% 10/20/39–1/20/42 5,355 5,580
4,5 Ginnie Mae II Pool 3.000%  11/20/40–11/20/41 3,148 3,286
4 Ginnie Mae II Pool 3.500% 1/20/41–12/20/43 3,802 4,009
  Ginnie Mae II Pool 3.750% 1/20/40 433 442
4,6 Ginnie Mae II Pool 4.000%  10/20/38–10/20/41 3,208 3,346
4 Ginnie Mae II Pool 5.000% 7/20/38 20 21
          66,088
Total U.S. Government and Agency Obligations (Cost $5,640,182)   5,655,334
Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)      
4 AEP Texas Central Transition Funding II LLC        
  2006-A 5.170% 1/1/18 207 229
4 Ally Auto Receivables Trust 2011-2 1.980% 4/15/16 306 308
4 Ally Auto Receivables Trust 2011-4 1.140% 6/15/16 354 356
4 Ally Auto Receivables Trust 2012-5 0.850% 1/16/18 365 363
4 Ally Auto Receivables Trust 2013-2 0.790% 1/15/18 150 150
4 Ally Auto Receivables Trust 2013-2 1.240% 11/15/18 100 100
4 Ally Auto Receivables Trust 2014-SN1 0.750% 2/21/17 275 274
4 Ally Auto Receivables Trust 2014-SN1 0.950% 6/20/18 175 174
4 AmeriCredit Automobile Receivables Trust        
  2012-1 1.230% 9/8/16 71 71
4 AmeriCredit Automobile Receivables Trust        
  2013-1 0.610% 10/10/17 108 108
4 AmeriCredit Automobile Receivables Trust        
  2013-2 0.650% 12/8/17 74 74
4 AmeriCredit Automobile Receivables Trust        
  2013-3 0.920% 4/9/18 203 203
4 AmeriCredit Automobile Receivables Trust        
  2013-4 0.960% 4/9/18 80 80

 

 

4 AMERICREDIT AUTOMOBILE        
RECEIVABLES TRUST 2014-1 0.900% 2/8/19 75 75
4 AMERICREDIT AUTOMOBILE        
RECEIVABLES TRUST 2014-1 1.680% 7/8/19 50 50
4 Banc of America Commercial Mortgage Trust        
2004-3 5.380% 6/10/39 50 50
4 Banc of America Commercial Mortgage Trust        
2004-4 4.877% 7/10/42 415 417
4 Banc of America Commercial Mortgage Trust        
2005-1 5.171% 11/10/42 120 120
4 Banc of America Commercial Mortgage Trust        
2005-2 4.857% 7/10/43 164 169
4 Banc of America Commercial Mortgage Trust        
2005-5 5.115% 10/10/45 810 848
4 Banc of America Commercial Mortgage Trust        
2005-6 5.182% 9/10/47 245 261
4 Banc of America Commercial Mortgage Trust        
2005-6 5.182% 9/10/47 260 274
4 Banc of America Commercial Mortgage Trust        
2006-1 5.372% 9/10/45 763 812
4 Banc of America Commercial Mortgage Trust        
2006-1 5.421% 9/10/45 50 54
4 Banc of America Commercial Mortgage Trust        
2006-2 5.731% 5/10/45 945 1,021
4 Banc of America Commercial Mortgage Trust        
2006-2 5.766% 5/10/45 160 170
4 Banc of America Commercial Mortgage Trust        
2006-4 5.634% 7/10/46 1,780 1,925
4 Banc of America Commercial Mortgage Trust        
2006-5 5.414% 9/10/47 905 976
4 Banc of America Commercial Mortgage Trust        
2006-5 5.448% 9/10/47 200 215
4 Banc of America Commercial Mortgage Trust        
2008-1 6.246% 2/10/51 1,400 1,591
4 Bear Stearns Commercial Mortgage        
Securities Trust 2004-PWR6 4.825% 11/11/41 174 177
4 Bear Stearns Commercial Mortgage        
Securities Trust 2004-PWR6 4.868% 11/11/41 100 102
4 Bear Stearns Commercial Mortgage        
Securities Trust 2005-PWR10 5.405% 12/11/40 1,330 1,399
4 Bear Stearns Commercial Mortgage        
Securities Trust 2005-PWR8 4.750% 6/11/41 200 205
4 Bear Stearns Commercial Mortgage        
Securities Trust 2005-TOP18 4.933% 2/13/42 307 316
4 Bear Stearns Commercial Mortgage        
Securities Trust 2005-TOP20 5.138% 10/12/42 400 421
4 Bear Stearns Commercial Mortgage        
Securities Trust 2006-PWR11 5.440% 3/11/39 585 623
4 Bear Stearns Commercial Mortgage        
Securities Trust 2006-PWR12 5.751% 9/11/38 275 300
4 Bear Stearns Commercial Mortgage        
Securities Trust 2006-PWR13 5.582% 9/11/41 160 175
4 Bear Stearns Commercial Mortgage        
Securities Trust 2006-TOP22 5.576% 4/12/38 565 605
4 Bear Stearns Commercial Mortgage        
Securities Trust 2006-TOP22 5.576% 4/12/38 250 271

 

 

4 Bear Stearns Commercial Mortgage        
Securities Trust 2006-TOP24 5.568% 10/12/41 425 467
4 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR16 5.664% 6/11/40 123 125
4 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR16 5.716% 6/11/40 535 599
4 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR17 5.694% 6/11/50 770 861
4 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR17 5.888% 6/11/50 735 832
4 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR18 5.700% 6/11/50 1,050 1,179
4 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP26 5.471% 1/12/45 323 357
4 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP26 5.513% 1/12/45 335 364
4 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP28 5.742% 9/11/42 1,945 2,179
4 Capital Auto Receivables Asset Trust 2013-1 0.790% 6/20/17 215 214
4 Capital Auto Receivables Asset Trust 2013-3 1.040% 11/21/16 230 230
4 Capital Auto Receivables Asset Trust 2013-3 1.310% 12/20/17 228 229
4 Capital Auto Receivables Asset Trust 2013-3 1.680% 4/20/18 135 135
4 Capital Auto Receivables Asset Trust 2013-4 1.090% 3/20/18 450 453
4 Capital Auto Receivables Asset Trust 2013-4 1.470% 7/20/18 300 298
4 Capital Auto Receivables Asset Trust 2013-4 2.060% 10/22/18 300 299
4 Capital Auto Receivables Asset Trust 2014-1 1.320% 6/20/18 495 495
4 Capital Auto Receivables Asset Trust 2014-1 1.690% 10/22/18 125 126
4 Capital Auto Receivables Asset Trust 2014-1 2.220% 1/22/19 95 95
4 Capital One Multi-asset Execution Trust 2006-        
A3 5.050% 12/17/18 3,500 3,776
4 Capital One Multi-asset Execution Trust 2007-        
A7 5.750% 7/15/20 550 627
4 CarMax Auto Owner Trust 2012-3 0.790% 4/16/18 145 144
4 CarMax Auto Owner Trust 2013-2 0.640% 1/16/18 234 233
4 Carmax Auto Owner Trust 2013-2 0.840% 11/15/18 97 96
4 Carmax Auto Owner Trust 2013-3 0.970% 4/16/18 270 272
4 Carmax Auto Owner Trust 2013-3 1.490% 1/15/19 140 142
4 Carmax Auto Owner Trust 2013-4 0.800% 7/16/18 125 125
4 Carmax Auto Owner Trust 2013-4 1.280% 5/15/19 50 50
4 Carmax Auto Owner Trust 2014-1 0.790% 10/15/18 180 179
4 Carmax Auto Owner Trust 2014-1 1.320% 7/15/19 120 119
4 CD 2005-CD1 Commercial Mortgage Trust 5.216% 7/15/44 598 626
4 CD 2005-CD1 Commercial Mortgage Trust 5.216% 7/15/44 300 316
4 CD 2006-CD3 Mortgage Trust 5.617% 10/15/48 1,850 2,000
4 CD 2006-CD3 Mortgage Trust 5.648% 10/15/48 425 466
4 CD 2007-CD4 Commercial Mortgage Trust 5.322% 12/11/49 2,440 2,675
4 CD 2007-CD5 Mortgage Trust 5.886% 11/15/44 1,758 1,964
4 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.170% 8/1/19 137 146
4 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.302% 8/1/20 81 93
4 CenterPoint Energy Transition Bond Co. IV        
LLC 2012-1 3.028% 10/15/25 800 787
4 Chase Issuance Trust 2006-A2 5.160% 4/16/18 1,030 1,114
4 Chase Issuance Trust 2012-A3 0.790% 6/15/17 635 636
4 Chase Issuance Trust 2012-A5 0.590% 8/15/17 361 361
4 Chase Issuance Trust 2012-A7 2.160% 9/16/24 1,314 1,230

 

 

4 Chase Issuance Trust 2013-A8 1.010% 10/15/18 775 772
4 Chase Issuance Trust 2014-A1 1.150% 1/15/19 2,000 2,001
4 Chase Issuance Trust 2014-A2 2.770% 3/15/23 900 899
4 Citibank Credit Card Issuance Trust 2003-A7 4.150% 7/7/17 611 638
4 Citibank Credit Card Issuance Trust 2005-A2 4.850% 3/10/17 300 311
4 Citibank Credit Card Issuance Trust 2005-A9 5.100% 11/20/17 803 860
4 Citibank Credit Card Issuance Trust 2007-A8 5.650% 9/20/19 550 626
4 Citibank Credit Card Issuance Trust 2008-A1 5.350% 2/7/20 1,048 1,188
4 Citibank Credit Card Issuance Trust 2009-A4 4.900% 6/23/16 1,675 1,692
4 Citibank Credit Card Issuance Trust 2013-A10 0.730% 2/7/18 350 350
4 Citibank Credit Card Issuance Trust 2014-A1 2.880% 1/23/23 2,350 2,372
4 Citigroup Commercial Mortgage Trust 2005-        
C3 4.830% 5/15/43 1,085 1,128
4 Citigroup Commercial Mortgage Trust 2006-        
C4 5.783% 3/15/49 1,067 1,149
4 Citigroup Commercial Mortgage Trust 2006-        
C4 5.783% 3/15/49 500 546
4 Citigroup Commercial Mortgage Trust 2006-        
C5 5.431% 10/15/49 600 653
4 Citigroup Commercial Mortgage Trust 2006-        
C5 5.462% 10/15/49 230 253
4 Citigroup Commercial Mortgage Trust 2007-        
C6 5.694% 12/10/49 1,141 1,269
4 Citigroup Commercial Mortgage Trust 2008-        
C7 6.133% 12/10/49 1,343 1,519
4 Citigroup Commercial Mortgage Trust 2012-        
GC8 3.024% 9/10/45 600 583
4 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.093% 4/10/46 100 97
4 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.422% 4/10/46 100 97
4 Citigroup Commercial Mortgage Trust 2013-        
GC15 3.161% 9/10/46 225 234
4 Citigroup Commercial Mortgage Trust 2013-        
GC15 4.371% 9/10/46 225 240
4 Citigroup Commercial Mortgage Trust 2013-        
GC15 4.649% 9/10/46 350 370
4 Citigroup Commercial Mortgage Trust 2013-        
GC17 3.675% 11/10/46 75 78
4 Citigroup Commercial Mortgage Trust 2013-        
GC17 4.131% 11/10/46 275 288
4 Citigroup Commercial Mortgage Trust 2013-        
GC17 4.544% 11/10/46 100 105
4 Citigroup Commercial Mortgage Trust 2013-        
GC17 5.095% 11/10/46 100 106
4 Citigroup Commercial Mortgage Trust 2014-        
GC19 2.790% 3/10/47 129 132
4 Citigroup Commercial Mortgage Trust 2014-        
GC19 3.552% 3/10/47 75 77
4 Citigroup Commercial Mortgage Trust 2014-        
GC19 4.023% 3/10/47 125 129
4 Citigroup Commercial Mortgage Trust 2014-        
GC19 4.345% 3/10/47 125 129
4 COBALT CMBS Commercial Mortgage Trust        
2007-C2 5.484% 4/15/47 1,206 1,319
4 COBALT CMBS Commercial Mortgage Trust        
2007-C3 5.771% 5/15/46 1,000 1,104

 

 

4 COMM 2005-C6 Mortgage Trust 5.116% 6/10/44 1,166 1,219
4 COMM 2006-C7 Mortgage Trust 5.768% 6/10/46 1,004 1,082
4 COMM 2006-C7 Mortgage Trust 5.793% 6/10/46 200 215
4 COMM 2007-C9 Mortgage Trust 5.799% 12/10/49 900 1,013
4 COMM 2012-CCRE2 Mortgage Trust 3.147% 8/15/45 144 142
4 COMM 2012-CCRE2 Mortgage Trust 3.791% 8/15/45 189 191
4,7 COMM 2012-CCRE3 Mortgage Trust 3.416% 10/15/45 227 224
4 COMM 2012-CCRE4 Mortgage Trust 2.853% 10/15/45 350 337
4 COMM 2013-CCRE11 Mortgage Trust 3.047% 10/10/46 200 207
4 COMM 2013-CCRE11 Mortgage Trust 3.660% 10/10/46 200 206
4 COMM 2013-CCRE11 Mortgage Trust 3.983% 10/10/46 260 270
4 COMM 2013-CCRE11 Mortgage Trust 4.258% 10/10/46 330 348
4 COMM 2013-CCRE11 Mortgage Trust 4.715% 10/10/46 200 214
4 COMM 2013-CCRE12 Mortgage Trust 1.295% 10/10/46 72 72
4 COMM 2013-CCRE12 Mortgage Trust 2.904% 10/10/46 125 129
4 COMM 2013-CCRE12 Mortgage Trust 3.623% 10/10/46 125 129
4 COMM 2013-CCRE12 Mortgage Trust 3.765% 10/10/46 175 178
4 COMM 2013-CCRE12 Mortgage Trust 4.046% 10/10/46 125 129
4 COMM 2013-CCRE12 Mortgage Trust 4.300% 10/10/46 75 78
4 COMM 2013-CCRE12 Mortgage Trust 4.762% 10/10/46 50 52
4 COMM 2013-CCRE13 Mortgage Trust 1.259% 10/10/46 67 67
4 COMM 2013-CCRE13 Mortgage Trust 3.039% 10/10/46 75 78
4 COMM 2013-CCRE13 Mortgage Trust 3.706% 10/10/46 50 52
4 COMM 2013-CCRE13 Mortgage Trust 4.194% 10/10/46 450 472
4 COMM 2013-CCRE13 Mortgage Trust 4.449% 10/10/46 150 158
4 COMM 2013-CCRE6 Mortgage Trust 3.101% 3/10/46 183 178
4 COMM 2013-CCRE7 Mortgage Trust 3.213% 3/10/46 150 147
4 COMM 2013-CCRE8 Mortgage Trust 3.612% 6/10/46 223 225
4 COMM 2013-CCRE9 Mortgage Trust 4.237% 7/10/45 365 388
4 COMM 2013-CCRE9 Mortgage Trust 4.210% 8/10/46 160 168
4 COMM 2013-LC13 Mortgage Trust 3.009% 8/10/46 230 237
4 COMM 2013-LC13 Mortgage Trust 4.205% 8/10/46 230 242
4 COMM 2013-LC6 Mortgage Trust 2.941% 1/10/46 277 267
4 COMM 2013-LC6 Mortgage Trust 3.282% 1/10/46 154 150
4 COMM 2014-CCRE14 Mortgage Trust 3.147% 2/10/47 350 362
4 COMM 2014-CCRE14 Mortgage Trust 4.236% 2/10/47 275 291
4 COMM 2014-CCRE14 Mortgage Trust 4.526% 2/10/47 325 344
4 COMM 2014-CCRE14 Mortgage Trust 4.619% 2/10/47 175 183
4 COMM 2014-CCRE15 Mortgage Trust 2.928% 2/10/47 327 335
4 COMM 2014-CCRE15 Mortgage Trust 3.595% 2/10/47 113 116
4 COMM 2014-CCRE15 Mortgage Trust 4.074% 2/10/47 209 217
4 COMM 2014-CCRE15 Mortgage Trust 4.719% 2/10/47 105 110
4 COMM 2014-UBS2 Mortgage Trust 2.820% 3/10/47 90 92
4 COMM 2014-UBS2 Mortgage Trust 3.472% 3/10/47 78 80
4 COMM 2014-UBS2 Mortgage Trust 3.961% 3/10/47 202 207
4 COMM 2014-UBS2 Mortgage Trust 4.199% 3/10/47 57 59
4 COMM 2014-UBS2 Mortgage Trust 4.701% 3/10/47 36 37
4 COMM MORTGAGE TRUST COMM_14-        
  LC15 2.840% 4/10/47 125 128
4 COMM MORTGAGE TRUST COMM_14-        
  LC15 4.006% 4/10/47 325 335
4 Commercial Mortgage Trust 2005-GG3 4.799% 8/10/42 1,775 1,803
4 Commercial Mortgage Trust 2005-GG3 4.859% 8/10/42 225 231
4 Commercial Mortgage Trust 2005-GG5 5.224% 4/10/37 1,788 1,889
4 Commercial Mortgage Trust 2005-GG5 5.277% 4/10/37 275 292
4 Commercial Mortgage Trust 2006-GG7 5.820% 7/10/38 279 302
4 Commercial Mortgage Trust 2007-GG9 5.475% 3/10/39 75 81

 

 

4,7 Commercial Mortgages Lease-Backed        
  Certificates Series 2001-CMLB-1 6.746% 6/20/31 283 295
4 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C1 5.466% 2/15/39 695 738
4 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C1 5.466% 2/15/39 400 430
4 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C1 5.466% 2/15/39 240 255
4 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C3 5.792% 6/15/38 225 245
4 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C3 5.792% 6/15/38 1,475 1,593
4 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C4 5.509% 9/15/39 175 189
4 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C5 5.311% 12/15/39 460 498
4 Credit Suisse Commercial Mortgage Trust        
  Series 2007-C1 5.383% 2/15/40 668 722
4 Credit Suisse Commercial Mortgage Trust        
  Series 2007-C3 5.678% 6/15/39 479 522
4 CSFB Commercial Mortgage Trust 2005-C1 5.014% 2/15/38 838 855
4 CSFB Commercial Mortgage Trust 2005-C1 5.075% 2/15/38 218 224
4 CSFB Commercial Mortgage Trust 2005-C4 5.190% 8/15/38 150 156
4 CSFB Commercial Mortgage Trust 2005-C5 5.100% 8/15/38 80 85
4 CSFB Commercial Mortgage Trust 2005-C6 5.230% 12/15/40 160 167
4 Discover Card Execution Note Trust 2007-A1 5.650% 3/16/20 860 977
4 Fifth Third Auto 2014-1 0.680% 4/16/18 275 275
4 Fifth Third Auto 2014-1 1.140% 10/15/20 175 174
4 Ford Credit Auto Lease Trust 2014-A 0.680% 4/15/17 175 175
4 Ford Credit Auto Lease Trust 2014-A 0.900% 6/15/17 75 75
4 Ford Credit Auto Lease Trust 2014-A 1.160% 8/15/17 125 125
4 Ford Credit Auto Owner Trust 2010-A 2.150% 6/15/15 75 76
4 Ford Credit Auto Owner Trust 2011-A 1.650% 5/15/16 69 70
4 Ford Credit Auto Owner Trust 2012-A 1.150% 6/15/17 400 403
4 Ford Credit Auto Owner Trust 2012-B 0.720% 12/15/16 69 69
4 Ford Credit Auto Owner Trust 2013-A 0.550% 7/15/17 289 289
4 Ford Credit Auto Owner Trust 2013-B 0.570% 10/15/17 330 330
4 Ford Credit Auto Owner Trust 2013-B 0.760% 8/15/18 170 170
4 Ford Credit Auto Owner Trust 2013-C 0.820% 12/15/17 249 249
4 Ford Credit Auto Owner Trust 2013-C 1.250% 10/15/18 83 84
4 Ford Credit Auto Owner Trust 2013-D 0.670% 4/15/18 500 499
4 Ford Credit Auto Owner Trust 2013-D 1.110% 2/15/19 100 100
4 Ford Credit Auto Owner Trust 2014-A 0.790% 5/15/18 500 500
4 Ford Credit Auto Owner Trust 2014-A 1.290% 4/15/19 100 100
4 Ford Credit Floorplan Master Owner Trust A        
  Series 2013-5 1.500% 9/15/18 350 353
4 Ford Credit Floorplan Master Owner Trust A        
  Series 2014-1 1.200% 2/15/19 450 448
4 GE Capital Credit Card Master Note Trust        
  Series 2012-7 1.760% 9/15/22 409 397
4 GE Commercial Mortgage Corp. Series 2005-        
  C3 Trust 4.974% 7/10/45 315 329
4 GE Commercial Mortgage Corp. Series 2006-        
  C1 Trust 5.278% 3/10/44 325 353
4 GE Commercial Mortgage Corp. Series 2006-        
  C1 Trust 5.278% 3/10/44 942 1,000

 

 

4 GE Commercial Mortgage Corp. Series 2007-        
C1 Trust 5.543% 12/10/49 850 926
4 GMAC Commercial Mortgage Securities Inc.        
Series 2004-C3 Trust 4.864% 12/10/41 1,275 1,298
4 GMAC Commercial Mortgage Securities Inc.        
Series 2005-C1 Trust 4.754% 5/10/43 275 285
4 GS Mortgage Securities Trust 2004-GG2 5.396% 8/10/38 461 464
4 GS Mortgage Securities Trust 2006-GG6 5.506% 4/10/38 22 22
4 GS Mortgage Securities Trust 2006-GG6 5.553% 4/10/38 1,445 1,543
4 GS Mortgage Securities Trust 2006-GG6 5.610% 4/10/38 250 270
4 GS Mortgage Securities Trust 2011-GC5 3.707% 8/10/44 145 150
4 GS Mortgage Securities Trust 2012-GC6 3.482% 1/10/45 750 761
4 GS Mortgage Securities Trust 2012-GCJ7 3.377% 5/10/45 440 443
4 GS Mortgage Securities Trust 2012-GCJ9 2.773% 11/10/45 325 309
4 GS Mortgage Securities Trust 2013-GC10 2.943% 2/10/46 246 236
4 GS Mortgage Securities Trust 2013-GC10 3.279% 2/10/46 92 89
4 GS Mortgage Securities Trust 2013-GCJ12 3.135% 6/10/46 275 267
4 GS Mortgage Securities Trust 2013-GCJ12 3.375% 6/10/46 118 114
4 GS Mortgage Securities Trust 2013-GCJ14 2.995% 8/10/46 191 198
4 GS Mortgage Securities Trust 2013-GCJ14 3.817% 8/10/46 135 141
4 GS Mortgage Securities Trust 2013-GCJ14 4.243% 8/10/46 675 711
4 GS Mortgage Securities Trust 2013-GCJ16 3.033% 11/10/46 210 217
4 GS Mortgage Securities Trust 2013-GCJ16 3.813% 11/10/46 100 105
4 GS Mortgage Securities Trust 2013-GCJ16 4.271% 11/10/46 125 132
4 GS Mortgage Securities Trust 2014-GC18 1.298% 1/10/47 488 487
4 GS Mortgage Securities Trust 2014-GC18 4.074% 1/10/47 825 859
4 GS Mortgage Securities Trust 2014-GC18 4.383% 1/10/47 275 286
4 Honda Auto Receivables 2011-1 Owner Trust 1.800% 4/17/17 92 92
4 Honda Auto Receivables 2012-4 Owner Trust 0.660% 12/18/18 325 324
4 Honda Auto Receivables 2013-1 Owner Trust 0.480% 11/21/16 359 359
4 Honda Auto Receivables 2013-1 Owner Trust 0.620% 3/21/19 287 286
4 Honda Auto Receivables 2013-2 Owner Trust 0.530% 2/16/17 111 111
4 Honda Auto Receivables 2013-2 Owner Trust 0.660% 6/17/19 111 110
4 Honda Auto Receivables 2013-4 Owner Trust 0.690% 9/18/17 150 150
4 Honda Auto Receivables 2013-4 Owner Trust 1.040% 2/18/20 150 151
4 Honda Auto Receivables 2014-1 Owner Trust 0.670% 11/21/17 270 269
4 Honda Auto Receivables 2014-1 Owner Trust 1.040% 2/21/20 135 134
4 Hyundai Auto Receivables Trust 2012-C 0.730% 6/15/18 200 200
4 Hyundai Auto Receivables Trust 2013-A 0.560% 7/17/17 185 185
4 Hyundai Auto Receivables Trust 2013-A 0.750% 9/17/18 308 308
4 Hyundai Auto Receivables Trust 2013-B 0.710% 9/15/17 325 325
4 Hyundai Auto Receivables Trust 2013-B 1.010% 2/15/19 175 175
4 Hyundai Auto Receivables Trust 2013-C 1.010% 2/15/18 190 191
4 Hyundai Auto Receivables Trust 2013-C 1.550% 3/15/19 320 323
4 Hyundai Auto Receivables Trust 2014-A 0.790% 7/16/18 201 202
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2004-CIBC10 4.654% 1/12/37 95 95
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2004-CIBC8 4.404% 1/12/39 12 12
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2004-CIBC9 5.632% 6/12/41 994 1,001
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-CIBC11 5.390% 8/12/37 144 149
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-CIBC13 5.281% 1/12/43 125 133
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-LDP2 4.780% 7/15/42 346 360

 

 

4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-LDP4 4.918% 10/15/42 947 989
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-LDP5 5.240% 12/15/44 438 461
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-LDP5 5.282% 12/15/44 175 188
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-LDP5 5.361% 12/15/44 70 74
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-CIBC14 5.453% 12/12/44 150 161
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-CIBC16 5.593% 5/12/45 569 623
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP6 5.475% 4/15/43 336 361
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP7 5.845% 4/15/45 1,770 1,913
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP7 5.845% 4/15/45 180 198
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP8 5.440% 5/15/45 225 247
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC18 5.440% 6/12/47 880 965
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC20 5.794% 2/12/51 1,515 1,687
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC20 5.904% 2/12/51 295 336
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-LDP11 5.815% 6/15/49 575 637
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-LDP12 5.882% 2/15/51 1,675 1,869
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C6 3.507% 5/15/45 550 553
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C8 2.829% 10/15/45 1,735 1,667
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-CIBX 3.483% 6/15/45 433 440
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.143% 12/15/47 146 143
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.372% 12/15/47 109 107
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.674% 12/15/46 150 156
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.881% 12/15/46 200 206
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.166% 12/15/46 300 315
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.517% 12/15/46 150 159
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.944% 12/15/46 150 159
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-LC11 2.960% 4/15/46 173 166
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 3.664% 7/15/45 122 124
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 4.027% 7/15/45 81 84

 

 

4 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 3.761% 8/15/46 240 251
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.133% 8/15/46 790 828
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.409% 8/15/46 220 231
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 1.233% 11/15/45 145 145
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 2.977% 11/15/45 680 701
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 3.659% 11/15/45 65 67
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.131% 11/15/45 435 454
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.420% 11/15/45 275 287
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.003% 1/15/47 250 259
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.705% 1/15/47 188 194
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.199% 1/15/47 625 654
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.458% 1/15/47 125 132
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.888% 1/15/47 188 195
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.079% 2/15/47 474 490
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.439% 2/15/47 93 96
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.809% 2/15/47 113 118
4 LB-UBS Commercial Mortgage Trust 2004-C7 4.786% 10/15/29 1,181 1,194
4 LB-UBS Commercial Mortgage Trust 2005-C1 4.742% 2/15/30 469 478
4 LB-UBS Commercial Mortgage Trust 2005-C2 5.150% 4/15/30 665 688
4 LB-UBS Commercial Mortgage Trust 2005-C5 5.057% 9/15/40 75 78
4 LB-UBS Commercial Mortgage Trust 2005-C7 5.197% 11/15/30 2,310 2,411
4 LB-UBS Commercial Mortgage Trust 2006-C1 5.217% 2/15/31 303 323
4 LB-UBS Commercial Mortgage Trust 2006-C3 5.661% 3/15/39 2,212 2,364
4 LB-UBS Commercial Mortgage Trust 2006-C6 5.372% 9/15/39 965 1,051
4 LB-UBS Commercial Mortgage Trust 2006-C6 5.413% 9/15/39 250 277
4 LB-UBS Commercial Mortgage Trust 2006-C7 5.347% 11/15/38 300 326
4 LB-UBS Commercial Mortgage Trust 2006-C7 5.378% 11/15/38 180 195
4 LB-UBS Commercial Mortgage Trust 2007-C1 5.424% 2/15/40 757 830
4 LB-UBS Commercial Mortgage Trust 2007-C2 5.430% 2/15/40 1,158 1,271
4 LB-UBS Commercial Mortgage Trust 2007-C7 5.866% 9/15/45 857 959
4 LB-UBS Commercial Mortgage Trust 2008-C1 6.139% 4/15/41 1,225 1,397
4 LB-UBS Commercial Mortgage Trust 2008-C1 6.139% 4/15/41 260 298
4 Mercedes-Benz Auto Lease Trust 2013-B 0.760% 7/15/19 100 99
4 Mercedes-Benz Auto Receivables Trust 2013-        
1 0.780% 8/15/17 83 83
4 Mercedes-Benz Auto Receivables Trust 2013-        
1 1.130% 11/15/19 83 83
4 Merrill Lynch Mortgage Trust 2005-CIP1 5.107% 7/12/38 140 147
4 Merrill Lynch Mortgage Trust 2005-LC1 5.291% 1/12/44 1,846 1,968
4 Merrill Lynch Mortgage Trust 2005-MCP1 4.747% 6/12/43 1,010 1,037
4 Merrill Lynch Mortgage Trust 2006-C1 5.657% 5/12/39 1,735 1,868

 

 

4 Merrill Lynch Mortgage Trust 2006-C1 5.657% 5/12/39 100 109
4 Merrill Lynch Mortgage Trust 2006-C2 5.782% 8/12/43 245 268
4 Merrill Lynch Mortgage Trust 2007-C1 5.841% 6/12/50 1,795 1,981
4 Merrill Lynch Mortgage Trust 2008-C1 5.690% 2/12/51 1,328 1,483
4 ML-CFC Commercial Mortgage Trust 2006-2 5.868% 6/12/46 900 976
4 ML-CFC Commercial Mortgage Trust 2006-3 5.456% 7/12/46 160 173
4 ML-CFC Commercial Mortgage Trust 2006-4 5.204% 12/12/49 275 300
4 ML-CFC Commercial Mortgage Trust 2007-5 5.378% 8/12/48 1,667 1,804
4 ML-CFC Commercial Mortgage Trust 2007-9 5.590% 9/12/49 93 93
4 ML-CFC Commercial Mortgage Trust 2007-9 5.700% 9/12/49 517 575
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2012-C5 3.176% 8/15/45 175 172
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C10 4.083% 7/15/46 2,000 2,076
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C11 4.219% 8/15/46 240 253
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C11 4.419% 8/15/46 120 126
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C12 3.001% 10/15/46 320 331
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C12 4.259% 10/15/46 320 338
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 2.936% 11/15/46 150 154
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 4.039% 11/15/46 300 309
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 4.745% 11/15/46 150 158
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C7 2.918% 2/15/46 179 171
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C7 3.214% 2/15/46 36 35
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C8 3.134% 12/15/48 225 218
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C8 3.376% 12/15/48 100 97
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C9 3.102% 5/15/46 150 145
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C9 3.456% 5/15/46 125 122
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 1.250% 2/15/47 148 148
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 2.916% 2/15/47 175 179
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 3.669% 2/15/47 375 388
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 4.064% 2/15/47 375 388
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 4.646% 2/15/47 150 157
4 Morgan Stanley Capital I Trust 2004-HQ4 4.970% 4/14/40 466 470
4 Morgan Stanley Capital I Trust 2004-IQ8 5.110% 6/15/40 381 384
4 Morgan Stanley Capital I Trust 2004-TOP15 5.270% 6/13/41 236 237
4 Morgan Stanley Capital I Trust 2005-HQ5 5.168% 1/14/42 280 287
4 Morgan Stanley Capital I Trust 2005-HQ6 4.989% 8/13/42 1,715 1,772
4 Morgan Stanley Capital I Trust 2005-HQ6 5.073% 8/13/42 180 187
4 Morgan Stanley Capital I Trust 2005-HQ7 5.208% 11/14/42 890 933

 

 

4 Morgan Stanley Capital I Trust 2005-IQ10 5.230% 9/15/42 1,314 1,373
4 Morgan Stanley Capital I Trust 2005-IQ9 4.770% 7/15/56 170 175
4 Morgan Stanley Capital I Trust 2005-TOP17 4.780% 12/13/41 197 201
4 Morgan Stanley Capital I Trust 2005-TOP17 4.840% 12/13/41 65 66
4 Morgan Stanley Capital I Trust 2005-TOP19 4.985% 6/12/47 430 444
4 Morgan Stanley Capital I Trust 2006-HQ10 5.328% 11/12/41 1,881 2,048
4 Morgan Stanley Capital I Trust 2006-HQ10 5.360% 11/12/41 375 414
4 Morgan Stanley Capital I Trust 2006-HQ8 5.418% 3/12/44 1,069 1,138
4 Morgan Stanley Capital I Trust 2006-HQ8 5.467% 3/12/44 375 403
4 Morgan Stanley Capital I Trust 2006-HQ9 5.773% 7/12/44 250 274
4 Morgan Stanley Capital I Trust 2006-HQ9 5.793% 7/12/44 225 242
4 Morgan Stanley Capital I Trust 2006-IQ11 5.644% 10/15/42 733 778
4 Morgan Stanley Capital I Trust 2006-IQ11 5.648% 10/15/42 30 32
4 Morgan Stanley Capital I Trust 2006-IQ11 5.648% 10/15/42 200 209
4 Morgan Stanley Capital I Trust 2006-IQ12 5.332% 12/15/43 662 720
4 Morgan Stanley Capital I Trust 2006-TOP21 5.204% 10/12/52 550 591
4 Morgan Stanley Capital I Trust 2006-TOP23 5.811% 8/12/41 110 120
4 Morgan Stanley Capital I Trust 2007-IQ14 5.654% 4/15/49 47 49
4 Morgan Stanley Capital I Trust 2007-IQ14 5.692% 4/15/49 1,385 1,525
4 Morgan Stanley Capital I Trust 2007-IQ16 5.809% 12/12/49 1,466 1,634
4 Morgan Stanley Capital I Trust 2007-IQ16 6.085% 12/12/49 225 255
4 Morgan Stanley Capital I Trust 2007-TOP25 5.544% 11/12/49 340 371
4 Morgan Stanley Capital I Trust 2007-TOP27 5.648% 6/11/42 1,195 1,337
4 Morgan Stanley Capital I Trust 2007-TOP27 5.648% 6/11/42 300 334
4 Morgan Stanley Capital I Trust 2008-TOP29 6.281% 1/11/43 635 730
4 Morgan Stanley Capital I Trust 2012-C4 3.244% 3/15/45 650 650
4 Nissan Auto Receivables 2012-B Owner Trust 0.660% 12/17/18 295 294
4 Nissan Auto Receivables 2013-A Owner Trust 0.500% 5/15/17 322 322
4 Nissan Auto Receivables 2013-A Owner Trust 0.750% 7/15/19 675 673
4 Nissan Auto Receivables 2013-B Owner Trust 0.840% 11/15/17 165 165
4 Nissan Auto Receivables 2013-B Owner Trust 1.310% 10/15/19 120 120
4 Nissan Auto Receivables 2013-C Owner Trust 0.670% 8/15/18 300 299
4 Nissan Auto Receivables 2013-C Owner Trust 1.300% 6/15/20 225 225
4 Nissan Auto Receivables 2014-A Owner Trust 0.720% 8/15/18 175 175
4 Nissan Auto Receivables 2014-A Owner Trust 1.340% 8/17/20 200 200
7 Northern Rock Asset Management plc 5.625% 6/22/17 500 560
4 PSE&G Transition Funding LLC Series 2001-        
1 6.890% 12/15/17 2,500 2,669
7 Royal Bank of Canada 3.125% 4/14/15 425 437
4 Royal Bank of Canada 0.625% 12/5/16 500 501
4 Royal Bank of Canada 1.200% 9/19/18 850 843
4 Royal Bank of Canada 2.000% 10/1/19 2,000 2,003
4 Santander Drive Auto Receivables Trust        
2013-1 0.620% 6/15/17 287 287
4 Santander Drive Auto Receivables Trust        
2013-2 0.700% 9/15/17 364 364
4 Santander Drive Auto Receivables Trust        
2013-3 0.700% 10/16/17 195 195
4 Santander Drive Auto Receivables Trust        
2013-4 1.110% 12/15/17 150 151
4 Santander Drive Auto Receivables Trust        
2013-4 0.870% 1/16/18 300 300
4 Santander Drive Auto Receivables Trust        
2013-4 1.590% 10/15/18 300 300
4 TIAA Seasoned Commercial Mortgage Trust        
2007-C4 5.551% 8/15/39 160 169
4 Toyota Auto Receivables 2012-A Owner Trust 0.990% 8/15/17 633 636

 

 

4 Toyota Auto Receivables 2013-A Owner Trust 0.550% 1/17/17 70 70
4 Toyota Auto Receivables 2013-A Owner Trust 0.690% 11/15/18 145 145
4 Toyota Auto Receivables 2014-A Owner Trust 0.670% 12/15/17 325 325
4 Toyota Auto Receivables 2014-A Owner Trust 1.180% 6/17/19 100 100
4 UBS-Barclays Commercial Mortgage Trust        
2013-C5 3.185% 3/10/46 290 285
4 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.244% 4/10/46 175 172
4 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.469% 4/10/46 75 73
4 USAA Auto Owner Trust 2014-1 0.580% 12/15/17 150 150
4 USAA Auto Owner Trust 2014-1 0.940% 5/15/19 75 75
4 Volkswagen Auto Lease Trust 0.800% 4/20/17 120 119
4 Volkswagen Auto Lease Trust 0.990% 7/20/18 120 119
4 Volkswagen Auto Loan Enhanced Trust 2012-        
1 1.150% 7/20/18 724 726
4 Volkswagen Auto Loan Enhanced Trust 2013-        
2 0.700% 4/20/18 150 150
4 Volkswagen Auto Loan Enhanced Trust 2013-        
2 1.160% 3/20/20 75 74
4 Wachovia Bank Commercial Mortgage Trust        
Series 2004-C12 5.398% 7/15/41 233 235
4 Wachovia Bank Commercial Mortgage Trust        
Series 2004-C15 4.803% 10/15/41 1,150 1,168
4 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C17 5.083% 3/15/42 393 405
4 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C17 5.224% 3/15/42 125 129
4 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C19 4.699% 5/15/44 1,003 1,039
4 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C19 4.750% 5/15/44 65 68
4 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C19 4.793% 5/15/44 150 156
4 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C20 5.118% 7/15/42 683 712
4 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C21 5.240% 10/15/44 874 918
4 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C21 5.240% 10/15/44 60 63
4 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C22 5.289% 12/15/44 1,550 1,635
4 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C22 5.339% 12/15/44 50 53
4 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C25 5.722% 5/15/43 790 846
4 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C26 5.962% 6/15/45 121 133
4 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C27 5.765% 7/15/45 793 851
4 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C29 5.339% 11/15/48 375 408
4 Wells Fargo Commercial Mortgage Trust        
2012-LC5 2.918% 10/15/45 225 218
4 WFRBS Commercial Mortgage Trust 2012-C6 3.440% 4/15/45 450 457
4 WFRBS Commercial Mortgage Trust 2012-C7 3.431% 6/15/45 300 302
4 WFRBS Commercial Mortgage Trust 2012-C7 4.090% 6/15/45 250 258

 

 

4 WFRBS Commercial Mortgage Trust 2012-C8 3.001% 8/15/45 175 171
4 WFRBS Commercial Mortgage Trust 2012-C9 2.870% 11/15/45 365 351
4 WFRBS Commercial Mortgage Trust 2013-        
C11 3.071% 3/15/45 251 244
4 WFRBS Commercial Mortgage Trust 2013-        
C12 3.198% 3/15/48 109 107
4 WFRBS Commercial Mortgage Trust 2013-        
C12 3.560% 3/15/48 52 51
4 WFRBS Commercial Mortgage Trust 2013-        
C13 3.001% 5/15/45 222 213
4 WFRBS Commercial Mortgage Trust 2013-        
C13 3.345% 5/15/45 44 43
4 WFRBS Commercial Mortgage Trust 2013-        
C14 3.337% 6/15/46 400 394
4 WFRBS Commercial Mortgage Trust 2013-        
C14 3.488% 6/15/46 200 194
4 WFRBS Commercial Mortgage Trust 2013-        
C15 3.720% 8/15/46 160 167
4 WFRBS Commercial Mortgage Trust 2013-        
C15 4.153% 8/15/46 650 681
4 WFRBS Commercial Mortgage Trust 2013-        
C15 4.358% 8/15/46 160 166
4 WFRBS Commercial Mortgage Trust 2013-        
C16 3.223% 9/15/46 290 304
4 WFRBS Commercial Mortgage Trust 2013-        
C16 3.963% 9/15/46 180 190
4 WFRBS Commercial Mortgage Trust 2013-        
C16 4.415% 9/15/46 180 192
4 WFRBS Commercial Mortgage Trust 2013-        
C16 4.668% 9/15/46 290 310
4 WFRBS Commercial Mortgage Trust 2013-        
C17 2.921% 12/15/46 100 103
4 WFRBS Commercial Mortgage Trust 2013-        
C17 3.558% 12/15/46 100 103
4 WFRBS Commercial Mortgage Trust 2013-        
C17 4.023% 12/15/46 100 104
4 WFRBS Commercial Mortgage Trust 2013-        
C17 4.255% 12/15/46 100 103
4 WFRBS Commercial Mortgage Trust 2013-        
C17 4.788% 12/15/46 100 104
4 WFRBS Commercial Mortgage Trust 2013-        
C18 3.027% 12/15/46 100 104
4 WFRBS Commercial Mortgage Trust 2013-        
C18 3.651% 12/15/46 200 206
4 WFRBS Commercial Mortgage Trust 2013-        
C18 4.162% 12/15/46 1,436 1,500
4 WFRBS Commercial Mortgage Trust 2013-        
C18 4.387% 12/15/46 50 52
4 WFRBS Commercial Mortgage Trust 2013-        
C18 4.676% 12/15/46 75 78
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 2.927% 3/15/46 250 258
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 3.591% 3/15/46 150 154
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.079% 3/15/46 175 182

 

 

4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.634% 3/15/46 50 52
4 WFRBS Commercial Mortgage Trust 2014-        
C19 1.233% 3/15/47 75 75
4 WFRBS Commercial Mortgage Trust 2014-        
C19 3.618% 3/15/47 50 51
4 WFRBS Commercial Mortgage Trust 2014-        
C19 3.660% 3/15/47 75 77
4 WFRBS Commercial Mortgage Trust 2014-        
C19 4.101% 3/15/47 175 180
4 WFRBS Commercial Mortgage Trust 2014-        
C19 4.723% 3/15/47 50 51
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 1.193% 3/15/47 236 236
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 2.862% 3/15/47 120 123
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 3.522% 3/15/47 300 307
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.045% 3/15/47 725 750
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.351% 3/15/47 300 311
4 World Omni Auto Receivables Trust 2012-B 0.810% 1/15/19 200 200
4 World Omni Auto Receivables Trust 2013-B 0.830% 8/15/18 150 149
4 World Omni Auto Receivables Trust 2013-B 1.320% 1/15/20 75 75
4 World Omni Automobile Lease Securitization        
Trust 2013-A 1.100% 12/15/16 210 211
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $212,295)   222,277
Corporate Bonds (10.1%)        
Finance (3.2%)        
Banking (2.1%)        
Abbey National Treasury Services plc 4.000% 4/27/16 665 706
Abbey National Treasury Services plc 1.375% 3/13/17 800 800
Abbey National Treasury Services plc 3.050% 8/23/18 525 541
Abbey National Treasury Services plc 4.000% 3/13/24 700 707
American Express Bank FSB 6.000% 9/13/17 225 258
American Express Centurion Bank 5.950% 6/12/17 75 85
American Express Centurion Bank 6.000% 9/13/17 1,750 2,009
American Express Co. 5.500% 9/12/16 350 388
American Express Co. 6.150% 8/28/17 535 616
American Express Co. 7.000% 3/19/18 2,200 2,617
American Express Co. 2.650% 12/2/22 1,472 1,399
American Express Co. 4.050% 12/3/42 121 112
4 American Express Co. 6.800% 9/1/66 450 486
American Express Credit Corp. 2.750% 9/15/15 985 1,015
American Express Credit Corp. 1.300% 7/29/16 275 277
American Express Credit Corp. 2.800% 9/19/16 425 444
American Express Credit Corp. 2.375% 3/24/17 825 854
American Express Credit Corp. 2.125% 7/27/18 550 553
American Express Credit Corp. 2.125% 3/18/19 2,200 2,192
Australia & New Zealand Banking Group Ltd. 0.900% 2/12/16 475 477
Australia & New Zealand Banking Group Ltd. 1.875% 10/6/17 250 253
Australia & New Zealand Banking Group Ltd. 1.450% 5/15/18 1,650 1,610
Bancolombia SA 4.250% 1/12/16 1,125 1,173
Bank of America Corp. 4.500% 4/1/15 1,180 1,224
Bank of America Corp. 3.700% 9/1/15 1,030 1,071
Bank of America Corp. 1.500% 10/9/15 900 908

 

 

Bank of America Corp. 5.250% 12/1/15 275 293
Bank of America Corp. 1.250% 1/11/16 700 704
Bank of America Corp. 3.625% 3/17/16 275 289
Bank of America Corp. 3.750% 7/12/16 1,030 1,090
Bank of America Corp. 6.500% 8/1/16 1,370 1,534
Bank of America Corp. 5.750% 8/15/16 275 302
Bank of America Corp. 7.800% 9/15/16 300 344
Bank of America Corp. 5.625% 10/14/16 1,525 1,686
Bank of America Corp. 1.350% 11/21/16 400 401
Bank of America Corp. 5.420% 3/15/17 775 854
Bank of America Corp. 3.875% 3/22/17 1,750 1,867
Bank of America Corp. 6.000% 9/1/17 250 284
Bank of America Corp. 5.750% 12/1/17 895 1,012
Bank of America Corp. 2.000% 1/11/18 2,650 2,643
Bank of America Corp. 5.650% 5/1/18 6,450 7,301
Bank of America Corp. 2.600% 1/15/19 5,900 5,922
Bank of America Corp. 5.490% 3/15/19 200 222
Bank of America Corp. 2.650% 4/1/19 2,450 2,456
Bank of America Corp. 7.625% 6/1/19 605 743
Bank of America Corp. 5.625% 7/1/20 1,460 1,663
Bank of America Corp. 5.875% 1/5/21 145 168
Bank of America Corp. 5.000% 5/13/21 205 226
Bank of America Corp. 5.700% 1/24/22 500 571
Bank of America Corp. 3.300% 1/11/23 2,400 2,311
Bank of America Corp. 4.125% 1/22/24 1,400 1,415
Bank of America Corp. 4.000% 4/1/24 850 848
Bank of America Corp. 5.875% 2/7/42 1,150 1,326
Bank of America Corp. 5.000% 1/21/44 2,200 2,239
Bank of America Corp. 4.875% 4/1/44 550 553
Bank of America NA 1.125% 11/14/16 825 823
Bank of America NA 5.300% 3/15/17 1,675 1,844
Bank of America NA 6.100% 6/15/17 350 394
Bank of America NA 6.000% 10/15/36 350 419
Bank of Montreal 0.800% 11/6/15 425 427
Bank of Montreal 1.300% 7/15/16 700 707
Bank of Montreal 2.500% 1/11/17 1,425 1,476
Bank of Montreal 1.450% 4/9/18 500 492
Bank of Montreal 2.375% 1/25/19 575 579
Bank of Montreal 2.550% 11/6/22 450 425
Bank of New York Mellon Corp. 0.700% 10/23/15 200 201
Bank of New York Mellon Corp. 2.500% 1/15/16 450 465
Bank of New York Mellon Corp. 2.300% 7/28/16 486 503
Bank of New York Mellon Corp. 2.400% 1/17/17 1,850 1,912
Bank of New York Mellon Corp. 1.969% 6/20/17 200 204
Bank of New York Mellon Corp. 1.300% 1/25/18 1,100 1,080
Bank of New York Mellon Corp. 2.100% 1/15/19 325 323
Bank of New York Mellon Corp. 2.200% 3/4/19 225 225
Bank of New York Mellon Corp. 5.450% 5/15/19 350 400
Bank of New York Mellon Corp. 4.600% 1/15/20 400 439
Bank of New York Mellon Corp. 3.550% 9/23/21 625 649
Bank of New York Mellon Corp. 3.650% 2/4/24 150 151
Bank of Nova Scotia 2.050% 10/7/15 125 128
Bank of Nova Scotia 0.750% 10/9/15 1,450 1,456
Bank of Nova Scotia 2.900% 3/29/16 105 110
Bank of Nova Scotia 1.375% 7/15/16 1,275 1,290
Bank of Nova Scotia 1.100% 12/13/16 1,100 1,104
Bank of Nova Scotia 2.550% 1/12/17 875 906

 

 

Bank of Nova Scotia 1.375% 12/18/17 275 273
Bank of Nova Scotia 1.450% 4/25/18 1,625 1,594
Bank of Nova Scotia 2.050% 10/30/18 450 448
Bank of Nova Scotia 4.375% 1/13/21 105 115
Bank One Corp. 4.900% 4/30/15 475 496
Barclays Bank plc 2.750% 2/23/15 125 127
Barclays Bank plc 3.900% 4/7/15 105 108
Barclays Bank plc 5.000% 9/22/16 385 422
Barclays Bank plc 6.750% 5/22/19 1,385 1,663
Barclays Bank plc 5.125% 1/8/20 1,260 1,411
Barclays Bank plc 5.140% 10/14/20 105 112
BB&T Corp. 5.200% 12/23/15 205 220
BB&T Corp. 3.200% 3/15/16 185 193
BB&T Corp. 3.950% 4/29/16 1,250 1,328
BB&T Corp. 2.150% 3/22/17 450 460
BB&T Corp. 1.450% 1/12/18 550 543
BB&T Corp. 2.050% 6/19/18 350 350
BB&T Corp. 2.250% 2/1/19 200 200
BB&T Corp. 6.850% 4/30/19 275 332
BBVA US Senior SAU 4.664% 10/9/15 1,225 1,287
Bear Stearns Cos. LLC 5.700% 11/15/14 2,525 2,607
Bear Stearns Cos. LLC 5.300% 10/30/15 985 1,054
Bear Stearns Cos. LLC 6.400% 10/2/17 1,300 1,500
Bear Stearns Cos. LLC 7.250% 2/1/18 1,085 1,293
BNP Paribas SA 3.600% 2/23/16 855 898
BNP Paribas SA 1.250% 12/12/16 1,650 1,650
BNP Paribas SA 2.375% 9/14/17 775 793
BNP Paribas SA 2.700% 8/20/18 150 153
BNP Paribas SA 2.400% 12/12/18 875 875
BNP Paribas SA 2.450% 3/17/19 1,200 1,202
BNP Paribas SA 5.000% 1/15/21 2,810 3,121
BNP Paribas SA 3.250% 3/3/23 1,675 1,628
BPCE SA 1.625% 2/10/17 750 753
BPCE SA 2.500% 12/10/18 650 653
Branch Banking & Trust Co. 5.625% 9/15/16 350 387
Branch Banking & Trust Co. 1.450% 10/3/16 200 203
Branch Banking & Trust Co. 1.050% 12/1/16 1,475 1,477
Canadian Imperial Bank of Commerce 0.900% 10/1/15 350 353
Canadian Imperial Bank of Commerce 2.350% 12/11/15 95 98
Canadian Imperial Bank of Commerce 1.350% 7/18/16 850 859
Capital One Bank USA NA 1.150% 11/21/16 250 250
Capital One Bank USA NA 2.150% 11/21/18 300 298
Capital One Bank USA NA 8.800% 7/15/19 625 801
Capital One Bank USA NA 3.375% 2/15/23 1,140 1,101
Capital One Financial Corp. 5.500% 6/1/15 225 237
Capital One Financial Corp. 3.150% 7/15/16 805 844
Capital One Financial Corp. 6.150% 9/1/16 175 195
Capital One Financial Corp. 5.250% 2/21/17 50 55
Capital One Financial Corp. 6.750% 9/15/17 130 152
Capital One Financial Corp. 4.750% 7/15/21 280 307
Capital One Financial Corp. 3.500% 6/15/23 82 81
Capital One NA 1.500% 3/22/18 600 587
4,7 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 1,700 2,018
Citigroup Inc. 4.750% 5/19/15 226 236
Citigroup Inc. 4.700% 5/29/15 475 496
Citigroup Inc. 4.587% 12/15/15 810 860
Citigroup Inc. 5.300% 1/7/16 275 295

 

 

Citigroup Inc. 1.250% 1/15/16 1,500 1,506
Citigroup Inc. 3.953% 6/15/16 435 461
Citigroup Inc. 5.850% 8/2/16 185 205
Citigroup Inc. 1.300% 11/15/16 3,600 3,601
Citigroup Inc. 4.450% 1/10/17 1,800 1,941
Citigroup Inc. 5.500% 2/15/17 115 127
Citigroup Inc. 6.125% 11/21/17 3,490 3,994
Citigroup Inc. 6.125% 5/15/18 3,526 4,055
Citigroup Inc. 2.500% 9/26/18 1,825 1,837
Citigroup Inc. 8.500% 5/22/19 2,525 3,215
Citigroup Inc. 5.375% 8/9/20 1,195 1,346
Citigroup Inc. 4.050% 7/30/22 125 125
Citigroup Inc. 3.500% 5/15/23 475 448
Citigroup Inc. 3.875% 10/25/23 1,000 992
Citigroup Inc. 5.500% 9/13/25 1,125 1,196
Citigroup Inc. 6.625% 1/15/28 800 939
Citigroup Inc. 5.875% 2/22/33 520 551
Citigroup Inc. 6.000% 10/31/33 425 458
Citigroup Inc. 5.850% 12/11/34 167 190
Citigroup Inc. 6.125% 8/25/36 1,565 1,712
Citigroup Inc. 5.875% 5/29/37 175 200
Citigroup Inc. 6.875% 3/5/38 1,742 2,239
Citigroup Inc. 8.125% 7/15/39 1,125 1,612
Citigroup Inc. 5.875% 1/30/42 125 143
Comerica Bank 5.200% 8/22/17 300 333
Comerica Inc. 3.000% 9/16/15 375 388
Commonwealth Bank of Australia 1.950% 3/16/15 800 812
Commonwealth Bank of Australia 1.250% 9/18/15 800 808
Commonwealth Bank of Australia 1.900% 9/18/17 250 253
Commonwealth Bank of Australia 2.500% 9/20/18 900 914
Commonwealth Bank of Australia 2.250% 3/13/19 225 224
Compass Bank 6.400% 10/1/17 150 165
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 2.125% 10/13/15 420 430
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.375% 1/19/17 1,175 1,246
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 1.700% 3/19/18 1,025 1,017
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 2.250% 1/14/19 1,000 997
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 4.500% 1/11/21 1,560 1,690
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.875% 2/8/22 1,225 1,267
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.950% 11/9/22 1,975 1,965
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 4.625% 12/1/23 1,675 1,721
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 5.250% 5/24/41 135 146
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 5.750% 12/1/43 700 763
Credit Suisse 6.000% 2/15/18 975 1,115
Credit Suisse 5.300% 8/13/19 475 539
Credit Suisse 5.400% 1/14/20 200 222
Credit Suisse 4.375% 8/5/20 865 934
Credit Suisse USA Inc. 5.375% 3/2/16 120 130

 

 

Credit Suisse USA Inc. 5.850% 8/16/16 500 556
Credit Suisse USA Inc. 7.125% 7/15/32 465 630
Deutsche Bank AG 3.250% 1/11/16 805 839
Deutsche Bank AG 1.400% 2/13/17 200 200
Deutsche Bank AG 6.000% 9/1/17 2,360 2,689
Deutsche Bank AG 2.500% 2/13/19 125 125
4 Deutsche Bank AG 4.296% 5/24/28 850 803
Discover Bank 2.000% 2/21/18 1,100 1,096
Discover Bank 7.000% 4/15/20 250 295
Discover Bank 4.250% 3/13/26 1,125 1,125
Discover Financial Services 3.850% 11/21/22 225 221
Fifth Third Bancorp 3.500% 3/15/22 825 825
Fifth Third Bancorp 4.300% 1/16/24 975 986
Fifth Third Bancorp 8.250% 3/1/38 910 1,277
Fifth Third Bank 0.900% 2/26/16 300 301
Fifth Third Bank 1.150% 11/18/16 250 251
First Horizon National Corp. 5.375% 12/15/15 1,050 1,118
First Niagara Financial Group Inc. 6.750% 3/19/20 75 86
First Niagara Financial Group Inc. 7.250% 12/15/21 140 160
FirstMerit Corp. 4.350% 2/4/23 125 128
Goldman Sachs Capital I 6.345% 2/15/34 1,400 1,445
Goldman Sachs Group Inc. 3.300% 5/3/15 575 591
Goldman Sachs Group Inc. 3.700% 8/1/15 390 405
Goldman Sachs Group Inc. 1.600% 11/23/15 400 404
Goldman Sachs Group Inc. 5.350% 1/15/16 200 215
Goldman Sachs Group Inc. 3.625% 2/7/16 8,515 8,916
Goldman Sachs Group Inc. 5.750% 10/1/16 520 577
Goldman Sachs Group Inc. 5.625% 1/15/17 830 916
Goldman Sachs Group Inc. 6.250% 9/1/17 645 736
Goldman Sachs Group Inc. 5.950% 1/18/18 2,285 2,592
Goldman Sachs Group Inc. 2.375% 1/22/18 1,225 1,233
Goldman Sachs Group Inc. 6.150% 4/1/18 100 114
Goldman Sachs Group Inc. 2.900% 7/19/18 3,450 3,519
Goldman Sachs Group Inc. 2.625% 1/31/19 2,000 1,994
Goldman Sachs Group Inc. 7.500% 2/15/19 1,420 1,718
Goldman Sachs Group Inc. 5.375% 3/15/20 1,195 1,335
Goldman Sachs Group Inc. 6.000% 6/15/20 1,615 1,857
Goldman Sachs Group Inc. 5.250% 7/27/21 1,675 1,857
Goldman Sachs Group Inc. 5.750% 1/24/22 3,925 4,451
Goldman Sachs Group Inc. 3.625% 1/22/23 1,000 985
Goldman Sachs Group Inc. 4.000% 3/3/24 400 398
Goldman Sachs Group Inc. 5.950% 1/15/27 1,480 1,604
Goldman Sachs Group Inc. 6.125% 2/15/33 1,320 1,534
Goldman Sachs Group Inc. 6.450% 5/1/36 1,125 1,238
Goldman Sachs Group Inc. 6.750% 10/1/37 2,045 2,340
Goldman Sachs Group Inc. 6.250% 2/1/41 2,090 2,475
HSBC Bank USA NA 4.875% 8/24/20 950 1,031
HSBC Bank USA NA 5.875% 11/1/34 675 765
HSBC Bank USA NA 5.625% 8/15/35 625 688
HSBC Bank USA NA 7.000% 1/15/39 300 387
HSBC Holdings plc 5.100% 4/5/21 1,310 1,467
HSBC Holdings plc 4.875% 1/14/22 225 246
HSBC Holdings plc 4.000% 3/30/22 700 727
HSBC Holdings plc 4.250% 3/14/24 1,000 998
HSBC Holdings plc 7.625% 5/17/32 400 515
HSBC Holdings plc 7.350% 11/27/32 400 507
HSBC Holdings plc 6.500% 5/2/36 385 453

 

 

HSBC Holdings plc 6.500% 9/15/37 1,885 2,233
HSBC Holdings plc 6.800% 6/1/38 825 1,011
HSBC Holdings plc 6.100% 1/14/42 200 243
HSBC Holdings plc 5.250% 3/14/44 500 503
HSBC USA Inc. 1.625% 1/16/18 1,925 1,912
HSBC USA Inc. 2.625% 9/24/18 850 870
HSBC USA Inc. 5.000% 9/27/20 145 158
Huntington Bancshares Inc. 2.600% 8/2/18 175 176
Huntington Bancshares Inc. 7.000% 12/15/20 450 534
Huntington National Bank 1.300% 11/20/16 300 301
Intesa Sanpaolo SPA 3.125% 1/15/16 825 844
Intesa Sanpaolo SPA 2.375% 1/13/17 1,000 1,003
Intesa Sanpaolo SPA 3.875% 1/16/18 525 543
Intesa Sanpaolo SPA 3.875% 1/15/19 3,125 3,182
Intesa Sanpaolo SPA 5.250% 1/12/24 625 644
JPMorgan Chase & Co. 3.400% 6/24/15 1,615 1,669
JPMorgan Chase & Co. 5.150% 10/1/15 1,230 1,307
JPMorgan Chase & Co. 1.100% 10/15/15 1,925 1,934
JPMorgan Chase & Co. 1.125% 2/26/16 2,000 2,010
JPMorgan Chase & Co. 3.450% 3/1/16 725 759
JPMorgan Chase & Co. 3.150% 7/5/16 1,055 1,104
JPMorgan Chase & Co. 2.000% 8/15/17 1,550 1,568
JPMorgan Chase & Co. 6.000% 1/15/18 4,240 4,862
JPMorgan Chase & Co. 1.800% 1/25/18 125 125
JPMorgan Chase & Co. 1.625% 5/15/18 1,375 1,351
JPMorgan Chase & Co. 2.350% 1/28/19 2,150 2,152
JPMorgan Chase & Co. 6.300% 4/23/19 2,285 2,682
JPMorgan Chase & Co. 4.400% 7/22/20 905 975
JPMorgan Chase & Co. 4.250% 10/15/20 175 187
JPMorgan Chase & Co. 4.625% 5/10/21 835 912
JPMorgan Chase & Co. 4.350% 8/15/21 2,655 2,852
JPMorgan Chase & Co. 4.500% 1/24/22 725 782
JPMorgan Chase & Co. 3.250% 9/23/22 1,800 1,773
JPMorgan Chase & Co. 3.200% 1/25/23 1,625 1,575
JPMorgan Chase & Co. 3.375% 5/1/23 3,325 3,148
JPMorgan Chase & Co. 3.875% 2/1/24 1,575 1,586
JPMorgan Chase & Co. 6.400% 5/15/38 1,910 2,367
JPMorgan Chase & Co. 5.500% 10/15/40 1,200 1,338
JPMorgan Chase & Co. 5.600% 7/15/41 950 1,076
JPMorgan Chase & Co. 5.400% 1/6/42 1,200 1,322
JPMorgan Chase & Co. 5.625% 8/16/43 400 433
JPMorgan Chase Bank NA 5.875% 6/13/16 725 799
JPMorgan Chase Bank NA 6.000% 10/1/17 660 752
KeyBank NA 4.950% 9/15/15 25 27
KeyBank NA 5.450% 3/3/16 300 326
KeyBank NA 1.650% 2/1/18 450 447
KeyCorp 2.300% 12/13/18 400 400
KeyCorp 5.100% 3/24/21 1,310 1,466
Lloyds Bank plc 4.875% 1/21/16 405 435
Lloyds Bank plc 4.200% 3/28/17 400 432
Lloyds Bank plc 2.300% 11/27/18 800 801
Lloyds Bank plc 6.375% 1/21/21 1,875 2,259
Manufacturers & Traders Trust Co. 6.625% 12/4/17 600 696
Manufacturers & Traders Trust Co. 2.300% 1/30/19 550 550
MBNA Corp. 5.000% 6/15/15 400 420
Merrill Lynch & Co. Inc. 6.050% 5/16/16 1,095 1,197
Merrill Lynch & Co. Inc. 5.700% 5/2/17 715 793

 

 

Merrill Lynch & Co. Inc. 6.400% 8/28/17 1,370 1,573
Merrill Lynch & Co. Inc. 6.875% 4/25/18 2,330 2,745
Merrill Lynch & Co. Inc. 6.110% 1/29/37 535 598
Merrill Lynch & Co. Inc. 7.750% 5/14/38 2,340 3,082
Morgan Stanley 4.100% 1/26/15 975 1,004
Morgan Stanley 6.000% 4/28/15 1,365 1,441
Morgan Stanley 5.375% 10/15/15 1,165 1,244
Morgan Stanley 3.450% 11/2/15 2,000 2,079
Morgan Stanley 1.750% 2/25/16 125 127
Morgan Stanley 3.800% 4/29/16 2,135 2,252
Morgan Stanley 5.750% 10/18/16 425 472
Morgan Stanley 5.450% 1/9/17 1,385 1,530
Morgan Stanley 4.750% 3/22/17 1,120 1,222
Morgan Stanley 5.950% 12/28/17 1,110 1,265
Morgan Stanley 6.625% 4/1/18 3,235 3,775
Morgan Stanley 2.125% 4/25/18 2,925 2,920
Morgan Stanley 2.500% 1/24/19 1,675 1,667
Morgan Stanley 7.300% 5/13/19 1,390 1,685
Morgan Stanley 5.625% 9/23/19 1,715 1,950
Morgan Stanley 5.500% 1/26/20 525 592
Morgan Stanley 5.500% 7/24/20 650 733
Morgan Stanley 5.750% 1/25/21 1,335 1,528
Morgan Stanley 5.500% 7/28/21 375 423
Morgan Stanley 4.875% 11/1/22 875 921
Morgan Stanley 3.750% 2/25/23 950 946
Morgan Stanley 4.100% 5/22/23 2,025 2,002
Morgan Stanley 5.000% 11/24/25 1,000 1,028
Morgan Stanley 7.250% 4/1/32 705 921
Morgan Stanley 6.375% 7/24/42 1,525 1,858
Murray Street Investment Trust I 4.647% 3/9/17 725 784
National Australia Bank Ltd. 1.600% 8/7/15 675 684
National Australia Bank Ltd. 1.300% 7/25/16 700 706
National Australia Bank Ltd. 2.750% 3/9/17 425 443
National Australia Bank Ltd. 2.300% 7/25/18 750 756
National Australia Bank Ltd. 3.000% 1/20/23 325 309
National Bank of Canada 1.500% 6/26/15 275 278
National Bank of Canada 1.450% 11/7/17 225 222
National City Corp. 6.875% 5/15/19 310 368
Northern Trust Co. 6.500% 8/15/18 75 88
Northern Trust Corp. 2.375% 8/2/22 825 781
Northern Trust Corp. 3.950% 10/30/25 525 529
PNC Bank NA 0.800% 1/28/16 50 50
PNC Bank NA 4.875% 9/21/17 1,250 1,381
PNC Bank NA 6.000% 12/7/17 350 402
PNC Bank NA 2.950% 1/30/23 100 95
PNC Bank NA 3.800% 7/25/23 700 705
PNC Bank NA 4.200% 11/1/25 825 846
PNC Financial Services Group Inc. 2.854% 11/9/22 1,800 1,718
PNC Funding Corp. 5.250% 11/15/15 375 401
PNC Funding Corp. 2.700% 9/19/16 105 109
PNC Funding Corp. 6.700% 6/10/19 50 60
PNC Funding Corp. 5.125% 2/8/20 825 931
PNC Funding Corp. 4.375% 8/11/20 800 867
PNC Funding Corp. 3.300% 3/8/22 1,900 1,913
Regions Financial Corp. 2.000% 5/15/18 1,325 1,300
Royal Bank of Canada 1.150% 3/13/15 325 328
Royal Bank of Canada 0.800% 10/30/15 475 477

 

 

Royal Bank of Canada 2.625% 12/15/15 600 621
Royal Bank of Canada 2.875% 4/19/16 125 131
Royal Bank of Canada 2.300% 7/20/16 1,045 1,080
Royal Bank of Canada 1.450% 9/9/16 625 634
Royal Bank of Canada 1.500% 1/16/18 1,375 1,363
Royal Bank of Canada 2.200% 7/27/18 2,375 2,397
Royal Bank of Scotland Group plc 2.550% 9/18/15 1,125 1,150
Royal Bank of Scotland Group plc 6.400% 10/21/19 595 686
7 Royal Bank of Scotland plc 4.875% 8/25/14 425 431
Royal Bank of Scotland plc 3.950% 9/21/15 155 161
Royal Bank of Scotland plc 4.375% 3/16/16 470 499
Royal Bank of Scotland plc 1.875% 3/31/17 400 400
Royal Bank of Scotland plc 5.625% 8/24/20 695 786
Royal Bank of Scotland plc 6.125% 1/11/21 920 1,072
Santander Holdings USA Inc. 3.000% 9/24/15 200 205
Santander Holdings USA Inc. 4.625% 4/19/16 450 481
Santander Holdings USA Inc. 3.450% 8/27/18 625 643
Societe Generale SA 2.750% 10/12/17 550 564
Societe Generale SA 2.625% 10/1/18 2,125 2,136
State Street Bank & Trust Co. 5.300% 1/15/16 300 324
State Street Corp. 2.875% 3/7/16 515 536
State Street Corp. 4.956% 3/15/18 1,025 1,118
State Street Corp. 1.350% 5/15/18 150 147
State Street Corp. 4.375% 3/7/21 615 680
State Street Corp. 3.100% 5/15/23 400 381
State Street Corp. 3.700% 11/20/23 851 859
Sumitomo Mitsui Banking Corp. 1.350% 7/18/15 425 429
Sumitomo Mitsui Banking Corp. 1.300% 1/10/17 150 150
Sumitomo Mitsui Banking Corp. 1.800% 7/18/17 750 755
Sumitomo Mitsui Banking Corp. 1.500% 1/18/18 1,075 1,058
Sumitomo Mitsui Banking Corp. 2.450% 1/10/19 525 529
Sumitomo Mitsui Banking Corp. 3.200% 7/18/22 325 320
Sumitomo Mitsui Banking Corp. 3.950% 7/19/23 75 77
Sumitomo Mitsui Banking Corp. 3.950% 1/10/24 725 741
SunTrust Bank 7.250% 3/15/18 75 88
SunTrust Bank 2.750% 5/1/23 250 234
SunTrust Banks Inc. 3.600% 4/15/16 940 987
SunTrust Banks Inc. 3.500% 1/20/17 380 400
SunTrust Banks Inc. 2.350% 11/1/18 475 476
Svenska Handelsbanken AB 2.875% 4/4/17 1,250 1,303
Svenska Handelsbanken AB 1.625% 3/21/18 1,375 1,358
Svenska Handelsbanken AB 2.500% 1/25/19 775 781
Toronto-Dominion Bank 2.500% 7/14/16 260 270
Toronto-Dominion Bank 2.375% 10/19/16 630 654
Toronto-Dominion Bank 1.400% 4/30/18 2,675 2,626
UBS AG 7.000% 10/15/15 750 818
UBS AG 5.875% 7/15/16 205 226
UBS AG 7.375% 6/15/17 200 230
UBS AG 5.875% 12/20/17 2,215 2,538
UBS AG 5.750% 4/25/18 835 954
UBS AG 4.875% 8/4/20 1,025 1,135
Union Bank NA 5.950% 5/11/16 450 496
Union Bank NA 1.500% 9/26/16 275 279
Union Bank NA 2.125% 6/16/17 125 128
Union Bank NA 2.625% 9/26/18 1,200 1,223
UnionBanCal Corp. 3.500% 6/18/22 275 278
US Bancorp 4.200% 5/15/14 725 728

 

 

US Bancorp 2.450% 7/27/15 145 149
US Bancorp 3.442% 2/1/16 1,680 1,755
US Bancorp 1.650% 5/15/17 325 329
US Bancorp 4.125% 5/24/21 915 980
US Bancorp 3.000% 3/15/22 575 570
US Bancorp 2.950% 7/15/22 375 360
Vesey Street Investment Trust I 4.404% 9/1/16 75 81
Wachovia Bank NA 6.000% 11/15/17 250 288
Wachovia Bank NA 5.850% 2/1/37 425 511
Wachovia Bank NA 6.600% 1/15/38 605 802
Wachovia Corp. 5.625% 10/15/16 500 556
Wachovia Corp. 5.750% 6/15/17 300 341
Wachovia Corp. 5.750% 2/1/18 985 1,129
Wachovia Corp. 7.500% 4/15/35 150 194
Wachovia Corp. 5.500% 8/1/35 200 218
Wachovia Corp. 6.550% 10/15/35 100 120
Wells Fargo & Co. 3.625% 4/15/15 400 413
Wells Fargo & Co. 3.676% 6/15/16 580 616
Wells Fargo & Co. 1.250% 7/20/16 525 530
Wells Fargo & Co. 5.125% 9/15/16 740 810
Wells Fargo & Co. 2.625% 12/15/16 575 601
Wells Fargo & Co. 2.100% 5/8/17 425 435
Wells Fargo & Co. 5.625% 12/11/17 2,135 2,435
Wells Fargo & Co. 1.500% 1/16/18 1,725 1,707
Wells Fargo & Co. 2.150% 1/15/19 500 500
Wells Fargo & Co. 3.000% 1/22/21 2,050 2,056
Wells Fargo & Co. 4.600% 4/1/21 4,060 4,474
Wells Fargo & Co. 3.500% 3/8/22 1,350 1,378
Wells Fargo & Co. 3.450% 2/13/23 1,675 1,626
Wells Fargo & Co. 4.125% 8/15/23 1,550 1,568
Wells Fargo & Co. 5.375% 11/2/43 2,200 2,321
Wells Fargo Bank NA 4.750% 2/9/15 2,145 2,223
Wells Fargo Bank NA 5.750% 5/16/16 250 275
Wells Fargo Bank NA 5.950% 8/26/36 550 665
4 Wells Fargo Capital X 5.950% 12/1/86 425 425
Westpac Banking Corp. 3.000% 8/4/15 375 387
Westpac Banking Corp. 1.125% 9/25/15 750 756
Westpac Banking Corp. 3.000% 12/9/15 240 250
Westpac Banking Corp. 0.950% 1/12/16 650 653
Westpac Banking Corp. 2.000% 8/14/17 1,275 1,297
Westpac Banking Corp. 1.600% 1/12/18 1,850 1,836
Westpac Banking Corp. 2.250% 7/30/18 250 251
Westpac Banking Corp. 2.250% 1/17/19 875 873
Westpac Banking Corp. 4.875% 11/19/19 930 1,035
Zions Bancorporation 4.500% 3/27/17 50 53
Zions Bancorporation 4.500% 6/13/23 275 275
 
Brokerage (0.1%)        
Affiliated Managers Group Inc. 4.250% 2/15/24 350 352
Ameriprise Financial Inc. 5.650% 11/15/15 262 282
Ameriprise Financial Inc. 7.300% 6/28/19 450 554
Ameriprise Financial Inc. 4.000% 10/15/23 725 746
BlackRock Inc. 3.500% 12/10/14 175 179
BlackRock Inc. 1.375% 6/1/15 75 76
BlackRock Inc. 6.250% 9/15/17 300 347
BlackRock Inc. 5.000% 12/10/19 475 537
BlackRock Inc. 4.250% 5/24/21 450 488

 

 

BlackRock Inc. 3.375% 6/1/22 550 557
Charles Schwab Corp. 3.225% 9/1/22 1,225 1,209
Eaton Vance Corp. 3.625% 6/15/23 200 199
Franklin Resources Inc. 3.125% 5/20/15 200 206
Franklin Resources Inc. 1.375% 9/15/17 50 50
Franklin Resources Inc. 4.625% 5/20/20 100 110
Franklin Resources Inc. 2.800% 9/15/22 575 552
Invesco Finance plc 3.125% 11/30/22 500 483
Invesco Finance plc 4.000% 1/30/24 650 665
Invesco Finance plc 5.375% 11/30/43 775 830
Jefferies Group LLC 3.875% 11/9/15 125 130
Jefferies Group LLC 5.125% 4/13/18 320 348
Jefferies Group LLC 8.500% 7/15/19 655 802
Jefferies Group LLC 6.875% 4/15/21 870 1,006
Jefferies Group LLC 5.125% 1/20/23 300 315
Jefferies Group LLC 6.250% 1/15/36 20 20
Lazard Group LLC 6.850% 6/15/17 450 512
Lazard Group LLC 4.250% 11/14/20 75 78
Legg Mason Inc. 5.500% 5/21/19 200 221
Legg Mason Inc. 5.625% 1/15/44 375 385
Leucadia National Corp. 5.500% 10/18/23 400 416
Leucadia National Corp. 6.625% 10/23/43 325 336
Nomura Holdings Inc. 5.000% 3/4/15 375 389
Nomura Holdings Inc. 4.125% 1/19/16 1,000 1,050
Nomura Holdings Inc. 2.000% 9/13/16 1,350 1,361
Nomura Holdings Inc. 2.750% 3/19/19 350 347
Nomura Holdings Inc. 6.700% 3/4/20 225 264
Raymond James Financial Inc. 4.250% 4/15/16 100 106
TD Ameritrade Holding Corp. 4.150% 12/1/14 150 154
TD Ameritrade Holding Corp. 5.600% 12/1/19 100 115
 
Finance Companies (0.3%)        
Air Lease Corp. 5.625% 4/1/17 2,000 2,210
Air Lease Corp. 3.375% 1/15/19 2,000 2,030
Air Lease Corp. 4.750% 3/1/20 500 530
Ares Capital Corp. 4.875% 11/30/18 875 905
Block Financial LLC 5.500% 11/1/22 500 533
GATX Corp. 1.250% 3/4/17 100 99
GATX Corp. 2.500% 7/30/19 100 99
GATX Corp. 4.750% 6/15/22 275 292
GATX Corp. 5.200% 3/15/44 200 205
General Electric Capital Corp. 1.625% 7/2/15 1,175 1,191
General Electric Capital Corp. 2.250% 11/9/15 1,230 1,264
General Electric Capital Corp. 1.000% 12/11/15 125 126
General Electric Capital Corp. 1.000% 1/8/16 450 453
General Electric Capital Corp. 2.950% 5/9/16 475 496
General Electric Capital Corp. 1.500% 7/12/16 725 736
General Electric Capital Corp. 3.350% 10/17/16 150 159
General Electric Capital Corp. 2.900% 1/9/17 750 784
General Electric Capital Corp. 2.300% 4/27/17 625 644
General Electric Capital Corp. 5.625% 9/15/17 1,635 1,855
General Electric Capital Corp. 1.625% 4/2/18 2,575 2,562
General Electric Capital Corp. 5.625% 5/1/18 4,800 5,487
General Electric Capital Corp. 2.300% 1/14/19 1,150 1,161
General Electric Capital Corp. 6.000% 8/7/19 3,000 3,526
General Electric Capital Corp. 2.100% 12/11/19 100 99
General Electric Capital Corp. 5.500% 1/8/20 3,705 4,264

 

 

General Electric Capital Corp. 5.550% 5/4/20 925 1,066
General Electric Capital Corp. 4.375% 9/16/20 1,675 1,824
General Electric Capital Corp. 5.300% 2/11/21 1,794 2,016
General Electric Capital Corp. 4.650% 10/17/21 1,060 1,165
General Electric Capital Corp. 3.150% 9/7/22 225 222
General Electric Capital Corp. 3.100% 1/9/23 525 513
General Electric Capital Corp. 6.750% 3/15/32 4,190 5,381
General Electric Capital Corp. 6.150% 8/7/37 3,000 3,643
General Electric Capital Corp. 5.875% 1/14/38 2,785 3,288
General Electric Capital Corp. 6.875% 1/10/39 935 1,228
4 General Electric Capital Corp. 6.375% 11/15/67 965 1,061
4 HSBC Finance Capital Trust IX 5.911% 11/30/35 325 338
HSBC Finance Corp. 5.250% 4/15/15 150 157
HSBC Finance Corp. 5.000% 6/30/15 830 872
HSBC Finance Corp. 5.500% 1/19/16 275 296
HSBC Finance Corp. 6.676% 1/15/21 2,611 3,049
7 International Lease Finance Corp. 6.750% 9/1/16 600 671
7 International Lease Finance Corp. 7.125% 9/1/18 1,200 1,398
Prospect Capital Corp. 5.875% 3/15/23 100 101
 
Insurance (0.5%)        
ACE Capital Trust II 9.700% 4/1/30 75 109
ACE INA Holdings Inc. 5.600% 5/15/15 125 132
ACE INA Holdings Inc. 2.600% 11/23/15 290 299
ACE INA Holdings Inc. 5.700% 2/15/17 200 224
ACE INA Holdings Inc. 5.800% 3/15/18 50 57
ACE INA Holdings Inc. 5.900% 6/15/19 715 839
ACE INA Holdings Inc. 2.700% 3/13/23 350 331
ACE INA Holdings Inc. 4.150% 3/13/43 225 214
AEGON Funding Co. LLC 5.750% 12/15/20 664 760
Aetna Inc. 1.500% 11/15/17 100 100
Aetna Inc. 6.500% 9/15/18 175 207
Aetna Inc. 3.950% 9/1/20 75 79
Aetna Inc. 4.125% 6/1/21 320 342
Aetna Inc. 2.750% 11/15/22 650 611
Aetna Inc. 6.625% 6/15/36 750 942
Aetna Inc. 6.750% 12/15/37 275 353
Aetna Inc. 4.500% 5/15/42 525 518
Aetna Inc. 4.125% 11/15/42 200 186
Aflac Inc. 2.650% 2/15/17 325 338
Aflac Inc. 8.500% 5/15/19 225 290
Aflac Inc. 4.000% 2/15/22 325 342
Aflac Inc. 3.625% 6/15/23 1,000 1,006
Aflac Inc. 6.900% 12/17/39 75 97
Aflac Inc. 6.450% 8/15/40 300 370
Alleghany Corp. 5.625% 9/15/20 100 112
Alleghany Corp. 4.950% 6/27/22 425 458
Allied World Assurance Co. Ltd. 7.500% 8/1/16 875 996
Allstate Corp. 3.150% 6/15/23 550 540
Allstate Corp. 5.550% 5/9/35 105 121
Allstate Corp. 4.500% 6/15/43 425 427
4 Allstate Corp. 5.750% 8/15/53 250 262
4 Allstate Corp. 6.125% 5/15/67 125 131
4 Allstate Corp. 6.500% 5/15/67 200 212
Alterra Finance LLC 6.250% 9/30/20 95 109
American Financial Group Inc. 9.875% 6/15/19 100 128
American International Group Inc. 2.375% 8/24/15 25 26

 

 

American International Group Inc. 4.875% 9/15/16 450 491
American International Group Inc. 5.600% 10/18/16 800 887
American International Group Inc. 3.800% 3/22/17 750 802
American International Group Inc. 5.450% 5/18/17 910 1,015
American International Group Inc. 5.850% 1/16/18 1,200 1,373
American International Group Inc. 8.250% 8/15/18 1,820 2,272
American International Group Inc. 3.375% 8/15/20 425 434
American International Group Inc. 6.400% 12/15/20 1,160 1,386
American International Group Inc. 4.875% 6/1/22 1,575 1,724
American International Group Inc. 4.125% 2/15/24 1,400 1,433
American International Group Inc. 6.250% 5/1/36 1,525 1,887
4 American International Group Inc. 8.175% 5/15/68 1,385 1,818
4 American International Group Inc. 6.250% 3/15/87 250 265
Aon Corp. 3.500% 9/30/15 150 156
Aon Corp. 5.000% 9/30/20 990 1,101
Aon Corp. 8.205% 1/1/27 50 61
Aon Corp. 6.250% 9/30/40 150 184
Aon plc 4.000% 11/27/23 350 356
Aon plc 4.450% 5/24/43 125 119
Arch Capital Group Ltd. 7.350% 5/1/34 500 656
Arch Capital Group US Inc. 5.144% 11/1/43 275 290
Aspen Insurance Holdings Ltd. 6.000% 12/15/20 450 511
Aspen Insurance Holdings Ltd. 4.650% 11/15/23 1,475 1,501
Assurant Inc. 6.750% 2/15/34 550 625
AXA SA 8.600% 12/15/30 680 870
Axis Specialty Finance LLC 5.875% 6/1/20 990 1,126
AXIS Specialty Finance plc 2.650% 4/1/19 150 150
AXIS Specialty Finance plc 5.150% 4/1/45 150 151
Berkshire Hathaway Finance Corp. 1.600% 5/15/17 100 101
Berkshire Hathaway Finance Corp. 1.300% 5/15/18 175 172
Berkshire Hathaway Finance Corp. 5.400% 5/15/18 2,480 2,833
Berkshire Hathaway Finance Corp. 2.000% 8/15/18 525 529
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 480 524
Berkshire Hathaway Finance Corp. 3.000% 5/15/22 300 298
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 130 151
Berkshire Hathaway Finance Corp. 4.400% 5/15/42 400 389
Berkshire Hathaway Finance Corp. 4.300% 5/15/43 275 262
Berkshire Hathaway Inc. 0.800% 2/11/16 75 75
Berkshire Hathaway Inc. 2.200% 8/15/16 2,080 2,151
Berkshire Hathaway Inc. 3.000% 2/11/23 375 368
Berkshire Hathaway Inc. 4.500% 2/11/43 925 914
Chubb Corp. 5.750% 5/15/18 310 355
Chubb Corp. 6.000% 5/11/37 375 459
4 Chubb Corp. 6.375% 3/29/67 535 593
Cigna Corp. 2.750% 11/15/16 320 334
Cigna Corp. 4.375% 12/15/20 100 107
Cigna Corp. 4.500% 3/15/21 210 227
Cigna Corp. 4.000% 2/15/22 690 714
Cigna Corp. 6.150% 11/15/36 1,050 1,256
Cigna Corp. 5.875% 3/15/41 235 277
Cigna Corp. 5.375% 2/15/42 190 207
Cincinnati Financial Corp. 6.125% 11/1/34 325 362
CNA Financial Corp. 6.500% 8/15/16 475 534
CNA Financial Corp. 7.350% 11/15/19 460 564
CNA Financial Corp. 5.875% 8/15/20 145 167
CNA Financial Corp. 5.750% 8/15/21 175 202
Coventry Health Care Inc. 5.450% 6/15/21 265 302

 

 

Endurance Specialty Holdings Ltd. 7.000% 7/15/34 150 174
First American Financial Corp. 4.300% 2/1/23 100 97
Genworth Holdings Inc. 8.625% 12/15/16 400 474
Genworth Holdings Inc. 7.700% 6/15/20 215 262
Genworth Holdings Inc. 7.200% 2/15/21 150 180
Genworth Holdings Inc. 7.625% 9/24/21 475 586
Genworth Holdings Inc. 4.800% 2/15/24 2,100 2,183
Genworth Holdings Inc. 6.500% 6/15/34 425 490
Hartford Financial Services Group Inc. 5.500% 10/15/16 475 526
Hartford Financial Services Group Inc. 5.375% 3/15/17 150 166
Hartford Financial Services Group Inc. 4.000% 10/15/17 200 215
Hartford Financial Services Group Inc. 6.300% 3/15/18 1,350 1,572
Hartford Financial Services Group Inc. 6.000% 1/15/19 300 348
Hartford Financial Services Group Inc. 5.125% 4/15/22 100 112
Hartford Financial Services Group Inc. 5.950% 10/15/36 25 29
Hartford Financial Services Group Inc. 4.300% 4/15/43 500 467
HCC Insurance Holdings Inc. 6.300% 11/15/19 225 260
Humana Inc. 7.200% 6/15/18 50 60
Humana Inc. 3.150% 12/1/22 725 690
Humana Inc. 8.150% 6/15/38 325 456
Humana Inc. 4.625% 12/1/42 225 216
Infinity Property & Casualty Corp. 5.000% 9/19/22 100 103
ING US Inc. 2.900% 2/15/18 250 256
ING US Inc. 5.500% 7/15/22 50 56
Lincoln National Corp. 8.750% 7/1/19 175 226
Lincoln National Corp. 6.250% 2/15/20 255 300
Lincoln National Corp. 4.200% 3/15/22 325 341
Lincoln National Corp. 6.150% 4/7/36 350 416
Lincoln National Corp. 7.000% 6/15/40 565 752
4 Lincoln National Corp. 7.000% 5/17/66 1,275 1,304
Loews Corp. 2.625% 5/15/23 175 161
Loews Corp. 6.000% 2/1/35 200 231
Loews Corp. 4.125% 5/15/43 475 428
Manulife Financial Corp. 3.400% 9/17/15 400 415
Manulife Financial Corp. 4.900% 9/17/20 475 517
Markel Corp. 7.125% 9/30/19 125 150
Markel Corp. 4.900% 7/1/22 575 617
Markel Corp. 3.625% 3/30/23 175 171
Markel Corp. 5.000% 3/30/43 125 125
Marsh & McLennan Cos. Inc. 2.550% 10/15/18 225 228
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 545 596
Marsh & McLennan Cos. Inc. 4.050% 10/15/23 350 354
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 900 1,026
MetLife Inc. 5.000% 6/15/15 1,105 1,164
MetLife Inc. 6.750% 6/1/16 105 118
MetLife Inc. 1.756% 12/15/17 425 429
MetLife Inc. 6.817% 8/15/18 580 694
MetLife Inc. 7.717% 2/15/19 105 131
MetLife Inc. 4.750% 2/8/21 380 423
MetLife Inc. 3.048% 12/15/22 675 654
MetLife Inc. 6.375% 6/15/34 580 726
MetLife Inc. 5.700% 6/15/35 475 553
MetLife Inc. 5.875% 2/6/41 440 523
MetLife Inc. 4.125% 8/13/42 875 821
MetLife Inc. 4.875% 11/13/43 100 104
4 MetLife Inc. 6.400% 12/15/66 565 598
7 Metropolitan Life Global Funding I 5.125% 6/10/14 450 454

 

 

Montpelier Re Holdings Ltd. 4.700% 10/15/22 25 25
OneBeacon US Holdings Inc. 4.600% 11/9/22 100 100
PartnerRe Finance B LLC 5.500% 6/1/20 200 223
Primerica Inc. 4.750% 7/15/22 50 53
Principal Financial Group Inc. 8.875% 5/15/19 410 525
Principal Financial Group Inc. 6.050% 10/15/36 250 296
Principal Financial Group Inc. 4.350% 5/15/43 125 118
ProAssurance Corp. 5.300% 11/15/23 100 106
Progressive Corp. 3.750% 8/23/21 2,445 2,565
Progressive Corp. 6.625% 3/1/29 150 193
4 Progressive Corp. 6.700% 6/15/67 425 469
Protective Life Corp. 7.375% 10/15/19 100 122
Protective Life Corp. 8.450% 10/15/39 175 241
Prudential Financial Inc. 5.500% 3/15/16 50 54
Prudential Financial Inc. 6.000% 12/1/17 675 777
Prudential Financial Inc. 2.300% 8/15/18 825 831
Prudential Financial Inc. 7.375% 6/15/19 455 560
Prudential Financial Inc. 5.375% 6/21/20 980 1,118
Prudential Financial Inc. 4.500% 11/16/21 2,000 2,169
Prudential Financial Inc. 5.750% 7/15/33 570 642
Prudential Financial Inc. 5.400% 6/13/35 295 318
Prudential Financial Inc. 5.900% 3/17/36 775 895
Prudential Financial Inc. 5.700% 12/14/36 655 738
Prudential Financial Inc. 6.625% 6/21/40 150 189
Prudential Financial Inc. 5.625% 5/12/41 105 117
4 Prudential Financial Inc. 5.875% 9/15/42 525 549
4 Prudential Financial Inc. 5.625% 6/15/43 975 1,003
Prudential Financial Inc. 5.100% 8/15/43 175 185
4 Prudential Financial Inc. 5.200% 3/15/44 300 298
Reinsurance Group of America Inc. 6.450% 11/15/19 1,000 1,165
4 Reinsurance Group of America Inc. 6.750% 12/15/65 325 327
Swiss Re Solutions Holding Corp. 7.000% 2/15/26 175 215
Torchmark Corp. 6.375% 6/15/16 425 472
Transatlantic Holdings Inc. 8.000% 11/30/39 625 823
Travelers Cos. Inc. 6.250% 6/20/16 100 112
Travelers Cos. Inc. 5.800% 5/15/18 910 1,042
Travelers Cos. Inc. 3.900% 11/1/20 530 561
Travelers Cos. Inc. 6.750% 6/20/36 475 629
Travelers Cos. Inc. 6.250% 6/15/37 145 182
Travelers Cos. Inc. 5.350% 11/1/40 130 147
Travelers Cos. Inc. 4.600% 8/1/43 1,000 1,027
Trinity Acquisition plc 6.125% 8/15/43 525 555
UnitedHealth Group Inc. 1.875% 11/15/16 225 230
UnitedHealth Group Inc. 6.000% 6/15/17 875 1,000
UnitedHealth Group Inc. 6.000% 2/15/18 1,460 1,686
UnitedHealth Group Inc. 4.700% 2/15/21 165 182
UnitedHealth Group Inc. 3.375% 11/15/21 105 106
UnitedHealth Group Inc. 2.875% 3/15/22 525 512
UnitedHealth Group Inc. 6.500% 6/15/37 200 252
UnitedHealth Group Inc. 6.625% 11/15/37 325 418
UnitedHealth Group Inc. 6.875% 2/15/38 755 995
UnitedHealth Group Inc. 5.950% 2/15/41 500 599
UnitedHealth Group Inc. 4.625% 11/15/41 2,050 2,062
UnitedHealth Group Inc. 4.375% 3/15/42 725 705
UnitedHealth Group Inc. 3.950% 10/15/42 200 181
UnitedHealth Group Inc. 4.250% 3/15/43 75 72
Unum Group 7.125% 9/30/16 175 199

 

 

Unum Group 5.625% 9/15/20 50 56
Unum Group 4.000% 3/15/24 200 200
Unum Group 5.750% 8/15/42 200 222
Validus Holdings Ltd. 8.875% 1/26/40 150 214
Voya Financial Inc. 5.700% 7/15/43 350 393
WellPoint Inc. 1.250% 9/10/15 225 227
WellPoint Inc. 5.250% 1/15/16 290 312
WellPoint Inc. 5.875% 6/15/17 250 283
WellPoint Inc. 1.875% 1/15/18 2,775 2,762
WellPoint Inc. 7.000% 2/15/19 145 173
WellPoint Inc. 3.700% 8/15/21 145 148
WellPoint Inc. 3.125% 5/15/22 50 48
WellPoint Inc. 3.300% 1/15/23 750 724
WellPoint Inc. 5.950% 12/15/34 100 115
WellPoint Inc. 5.850% 1/15/36 150 171
WellPoint Inc. 6.375% 6/15/37 630 759
WellPoint Inc. 4.625% 5/15/42 175 169
WellPoint Inc. 4.650% 1/15/43 825 804
Willis Group Holdings plc 5.750% 3/15/21 265 293
Willis North America Inc. 6.200% 3/28/17 300 327
WR Berkley Corp. 5.375% 9/15/20 50 55
WR Berkley Corp. 4.625% 3/15/22 225 236
XL Group plc 6.375% 11/15/24 100 118
XLIT Ltd. 5.750% 10/1/21 545 627
XLIT Ltd. 5.250% 12/15/43 100 106
 
Other Finance (0.0%)        
CME Group Inc. 5.300% 9/15/43 325 363
IntercontinentalExchange Group Inc. 2.500% 10/15/18 125 127
IntercontinentalExchange Group Inc. 4.000% 10/15/23 250 260
MasterCard Inc. 2.000% 4/1/19 250 248
MasterCard Inc. 3.375% 4/1/24 625 624
NASDAQ OMX Group Inc. 5.550% 1/15/20 450 495
ORIX Corp. 4.710% 4/27/15 800 835
ORIX Corp. 5.000% 1/12/16 245 261
XTRA Finance Corp. 5.150% 4/1/17 575 630
 
Real Estate Investment Trusts (0.2%)        
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 300 310
Alexandria Real Estate Equities Inc. 3.900% 6/15/23 75 72
7 ARC Properties Operating Partnership        
LP/Clark Acquisition LLC 2.000% 2/6/17 750 748
7 ARC Properties Operating Partnership        
LP/Clark Acquisition LLC 3.000% 2/6/19 500 497
7 ARC Properties Operating Partnership        
LP/Clark Acquisition LLC 4.600% 2/6/24 450 451
AvalonBay Communities Inc. 5.750% 9/15/16 100 111
AvalonBay Communities Inc. 2.850% 3/15/23 200 187
AvalonBay Communities Inc. 4.200% 12/15/23 175 180
BioMed Realty LP 3.850% 4/15/16 325 342
BioMed Realty LP 4.250% 7/15/22 400 396
Boston Properties LP 3.700% 11/15/18 2,120 2,243
Boston Properties LP 5.625% 11/15/20 325 370
Boston Properties LP 4.125% 5/15/21 190 200
Boston Properties LP 3.850% 2/1/23 950 955
Boston Properties LP 3.125% 9/1/23 1,375 1,292
Brandywine Operating Partnership LP 4.950% 4/15/18 725 782

 

 

BRE Properties Inc. 3.375% 1/15/23 1,150 1,083
Camden Property Trust 5.700% 5/15/17 25 28
Camden Property Trust 2.950% 12/15/22 325 305
Camden Property Trust 4.250% 1/15/24 100 102
CBL & Associates LP 5.250% 12/1/23 600 618
CommonWealth REIT 6.650% 1/15/18 1,175 1,283
Corporate Office Properties LP 3.600% 5/15/23 150 139
CubeSmart LP 4.375% 12/15/23 350 353
7 DCT Industrial Trust Inc. 4.500% 10/15/23 50 50
DDR Corp. 7.875% 9/1/20 500 621
DDR Corp. 3.500% 1/15/21 225 224
DDR Corp. 4.625% 7/15/22 500 521
DDR Corp. 3.375% 5/15/23 400 378
Digital Realty Trust LP 4.500% 7/15/15 75 78
Digital Realty Trust LP 5.250% 3/15/21 1,190 1,246
Duke Realty LP 5.950% 2/15/17 200 223
Duke Realty LP 8.250% 8/15/19 125 155
Duke Realty LP 6.750% 3/15/20 250 292
Duke Realty LP 3.625% 4/15/23 875 830
EPR Properties 5.750% 8/15/22 75 79
EPR Properties 5.250% 7/15/23 400 405
ERP Operating LP 5.250% 9/15/14 350 357
ERP Operating LP 5.375% 8/1/16 275 302
ERP Operating LP 4.750% 7/15/20 265 289
ERP Operating LP 4.625% 12/15/21 115 124
ERP Operating LP 3.000% 4/15/23 625 591
Essex Portfolio LP 3.250% 5/1/23 50 47
Federal Realty Investment Trust 3.000% 8/1/22 175 169
Federal Realty Investment Trust 2.750% 6/1/23 125 117
HCP Inc. 3.750% 2/1/16 1,445 1,521
HCP Inc. 6.300% 9/15/16 300 337
HCP Inc. 5.625% 5/1/17 25 28
HCP Inc. 2.625% 2/1/20 1,100 1,074
HCP Inc. 5.375% 2/1/21 360 402
HCP Inc. 3.150% 8/1/22 150 143
HCP Inc. 4.200% 3/1/24 200 203
HCP Inc. 6.750% 2/1/41 175 224
Health Care REIT Inc. 3.625% 3/15/16 225 236
Health Care REIT Inc. 6.200% 6/1/16 325 360
Health Care REIT Inc. 4.700% 9/15/17 50 55
Health Care REIT Inc. 2.250% 3/15/18 575 576
Health Care REIT Inc. 4.125% 4/1/19 300 319
Health Care REIT Inc. 6.125% 4/15/20 100 115
Health Care REIT Inc. 4.950% 1/15/21 750 815
Health Care REIT Inc. 5.250% 1/15/22 425 467
Health Care REIT Inc. 3.750% 3/15/23 175 172
Health Care REIT Inc. 4.500% 1/15/24 125 129
Health Care REIT Inc. 6.500% 3/15/41 200 243
Health Care REIT Inc. 5.125% 3/15/43 175 178
Healthcare Realty Trust Inc. 6.500% 1/17/17 882 995
Healthcare Realty Trust Inc. 5.750% 1/15/21 145 161
Healthcare Realty Trust Inc. 3.750% 4/15/23 100 95
Healthcare Trust of America Holdings LP 3.700% 4/15/23 100 95
Hospitality Properties Trust 6.700% 1/15/18 1,000 1,129
Hospitality Properties Trust 4.650% 3/15/24 100 99
Kilroy Realty LP 5.000% 11/3/15 150 159
Kilroy Realty LP 4.800% 7/15/18 800 862

 

 

Kilroy Realty LP 3.800% 1/15/23 100 97
Kimco Realty Corp. 5.783% 3/15/16 125 136
Kimco Realty Corp. 5.700% 5/1/17 375 417
Kimco Realty Corp. 6.875% 10/1/19 50 60
Kimco Realty Corp. 3.125% 6/1/23 550 514
Liberty Property LP 5.125% 3/2/15 375 389
Liberty Property LP 3.375% 6/15/23 575 541
Liberty Property LP 4.400% 2/15/24 325 331
Mack-Cali Realty LP 7.750% 8/15/19 750 895
Mack-Cali Realty LP 4.500% 4/18/22 225 227
Mid-America Apartments LP 4.300% 10/15/23 150 151
National Retail Properties Inc. 6.875% 10/15/17 25 29
National Retail Properties Inc. 3.800% 10/15/22 500 492
Omega Healthcare Investors Inc. 6.750% 10/15/22 975 1,065
7 Omega Healthcare Investors Inc. 4.950% 4/1/24 275 270
Piedmont Operating Partnership LP 3.400% 6/1/23 125 116
Piedmont Operating Partnership LP 4.450% 3/15/24 225 224
Post Apartment Homes LP 3.375% 12/1/22 100 95
ProLogis LP 4.500% 8/15/17 75 81
ProLogis LP 2.750% 2/15/19 875 878
ProLogis LP 6.875% 3/15/20 300 358
ProLogis LP 4.250% 8/15/23 250 254
Realty Income Corp. 2.000% 1/31/18 575 571
Realty Income Corp. 6.750% 8/15/19 935 1,106
Realty Income Corp. 3.250% 10/15/22 100 95
Regency Centers LP 5.250% 8/1/15 75 79
Retail Opportunity Investments Corp. 5.000% 12/15/23 150 155
Senior Housing Properties Trust 4.300% 1/15/16 75 78
Simon Property Group LP 5.750% 12/1/15 325 348
Simon Property Group LP 5.250% 12/1/16 335 370
Simon Property Group LP 2.800% 1/30/17 425 443
Simon Property Group LP 5.875% 3/1/17 650 730
Simon Property Group LP 2.150% 9/15/17 200 205
Simon Property Group LP 6.125% 5/30/18 450 523
Simon Property Group LP 2.200% 2/1/19 1,400 1,398
Simon Property Group LP 5.650% 2/1/20 700 812
Simon Property Group LP 4.375% 3/1/21 555 604
Simon Property Group LP 4.125% 12/1/21 225 241
Simon Property Group LP 3.375% 3/15/22 250 252
Simon Property Group LP 2.750% 2/1/23 400 379
Simon Property Group LP 3.750% 2/1/24 500 503
Simon Property Group LP 6.750% 2/1/40 300 394
Simon Property Group LP 4.750% 3/15/42 225 231
Tanger Properties LP 6.150% 11/15/15 400 434
Tanger Properties LP 3.875% 12/1/23 125 124
UDR Inc. 4.250% 6/1/18 400 428
UDR Inc. 3.700% 10/1/20 150 152
UDR Inc. 4.625% 1/10/22 125 132
Ventas Realty LP 1.550% 9/26/16 475 479
Ventas Realty LP 5.700% 9/30/43 450 505
Ventas Realty LP / Ventas Capital Corp. 3.125% 11/30/15 25 26
Ventas Realty LP / Ventas Capital Corp. 2.000% 2/15/18 325 324
Ventas Realty LP / Ventas Capital Corp. 4.000% 4/30/19 300 318
Ventas Realty LP / Ventas Capital Corp. 2.700% 4/1/20 25 24
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 250 270
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 140 145
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 500 481

 

 

Washington REIT 4.950% 10/1/20 125 132
Washington REIT 3.950% 10/15/22 100 98
Weingarten Realty Investors 3.375% 10/15/22 75 71
Weingarten Realty Investors 3.500% 4/15/23 250 234
Weingarten Realty Investors 4.450% 1/15/24 75 76
WP Carey Inc. 4.600% 4/1/24 200 200
        707,413
Industrial (5.7%)        
Basic Industry (0.6%)        
Agrium Inc. 6.750% 1/15/19 1,350 1,596
Agrium Inc. 3.150% 10/1/22 3,010 2,854
Agrium Inc. 3.500% 6/1/23 275 267
Agrium Inc. 4.900% 6/1/43 125 124
Air Products & Chemicals Inc. 2.000% 8/2/16 275 283
Air Products & Chemicals Inc. 1.200% 10/15/17 225 223
Air Products & Chemicals Inc. 3.000% 11/3/21 190 188
Air Products & Chemicals Inc. 2.750% 2/3/23 200 189
Airgas Inc. 3.250% 10/1/15 225 233
Albemarle Corp. 4.500% 12/15/20 50 53
Alcoa Inc. 6.750% 7/15/18 310 354
Alcoa Inc. 5.720% 2/23/19 100 109
Alcoa Inc. 6.150% 8/15/20 810 885
Alcoa Inc. 5.400% 4/15/21 250 262
Alcoa Inc. 5.900% 2/1/27 205 209
Alcoa Inc. 6.750% 1/15/28 905 982
Alcoa Inc. 5.950% 2/1/37 310 303
Allegheny Technologies Inc. 9.375% 6/1/19 450 552
Barrick Gold Corp. 6.950% 4/1/19 350 411
Barrick Gold Corp. 3.850% 4/1/22 600 573
Barrick Gold Corp. 4.100% 5/1/23 1,550 1,473
Barrick Gold Corp. 5.250% 4/1/42 250 229
Barrick North America Finance LLC 6.800% 9/15/18 475 552
Barrick North America Finance LLC 4.400% 5/30/21 915 923
Barrick North America Finance LLC 7.500% 9/15/38 25 27
Barrick North America Finance LLC 5.700% 5/30/41 750 732
Barrick North America Finance LLC 5.750% 5/1/43 750 735
Barrick PD Australia Finance Pty Ltd. 4.950% 1/15/20 600 633
BHP Billiton Finance USA Ltd. 1.875% 11/21/16 450 461
BHP Billiton Finance USA Ltd. 1.625% 2/24/17 1,475 1,498
BHP Billiton Finance USA Ltd. 5.400% 3/29/17 350 392
BHP Billiton Finance USA Ltd. 2.050% 9/30/18 300 301
BHP Billiton Finance USA Ltd. 6.500% 4/1/19 250 298
BHP Billiton Finance USA Ltd. 3.250% 11/21/21 600 607
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 525 515
BHP Billiton Finance USA Ltd. 3.850% 9/30/23 775 795
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 1,200 1,117
BHP Billiton Finance USA Ltd. 5.000% 9/30/43 1,300 1,371
Cabot Corp. 2.550% 1/15/18 550 554
Cabot Corp. 3.700% 7/15/22 50 49
Carpenter Technology Corp. 5.200% 7/15/21 575 610
Celulosa Arauco y Constitucion SA 5.625% 4/20/15 775 805
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 200 202
CF Industries Inc. 6.875% 5/1/18 1,725 2,007
CF Industries Inc. 7.125% 5/1/20 825 986
CF Industries Inc. 3.450% 6/1/23 575 555
CF Industries Inc. 4.950% 6/1/43 375 364
Cliffs Natural Resources Inc. 3.950% 1/15/18 875 887

 

 

Cliffs Natural Resources Inc. 5.900% 3/15/20 200 210
Cliffs Natural Resources Inc. 4.800% 10/1/20 150 148
Cliffs Natural Resources Inc. 4.875% 4/1/21 300 293
Cliffs Natural Resources Inc. 6.250% 10/1/40 600 522
Domtar Corp. 6.250% 9/1/42 50 53
Domtar Corp. 6.750% 2/15/44 400 444
Dow Chemical Co. 2.500% 2/15/16 250 257
Dow Chemical Co. 5.700% 5/15/18 100 114
Dow Chemical Co. 8.550% 5/15/19 1,810 2,322
Dow Chemical Co. 4.250% 11/15/20 2,010 2,132
Dow Chemical Co. 4.125% 11/15/21 185 193
Dow Chemical Co. 3.000% 11/15/22 700 664
Dow Chemical Co. 7.375% 11/1/29 100 130
Dow Chemical Co. 9.400% 5/15/39 760 1,207
Dow Chemical Co. 5.250% 11/15/41 525 547
Dow Chemical Co. 4.375% 11/15/42 1,000 923
Eastman Chemical Co. 3.000% 12/15/15 400 413
Eastman Chemical Co. 2.400% 6/1/17 1,750 1,788
Eastman Chemical Co. 3.600% 8/15/22 650 647
Eastman Chemical Co. 4.800% 9/1/42 400 395
Ecolab Inc. 1.000% 8/9/15 900 904
Ecolab Inc. 3.000% 12/8/16 175 184
Ecolab Inc. 1.450% 12/8/17 1,225 1,214
Ecolab Inc. 4.350% 12/8/21 550 594
Ecolab Inc. 5.500% 12/8/41 625 716
EI du Pont de Nemours & Co. 3.250% 1/15/15 295 302
EI du Pont de Nemours & Co. 2.750% 4/1/16 375 390
EI du Pont de Nemours & Co. 5.250% 12/15/16 105 116
EI du Pont de Nemours & Co. 6.000% 7/15/18 700 816
EI du Pont de Nemours & Co. 4.625% 1/15/20 300 332
EI du Pont de Nemours & Co. 3.625% 1/15/21 1,420 1,492
EI du Pont de Nemours & Co. 4.250% 4/1/21 850 926
EI du Pont de Nemours & Co. 2.800% 2/15/23 75 71
EI du Pont de Nemours & Co. 6.500% 1/15/28 500 623
EI du Pont de Nemours & Co. 4.900% 1/15/41 450 481
EI du Pont de Nemours & Co. 4.150% 2/15/43 125 120
FMC Corp. 3.950% 2/1/22 150 153
Freeport-McMoRan Copper & Gold Inc. 2.150% 3/1/17 125 127
Freeport-McMoRan Copper & Gold Inc. 2.375% 3/15/18 1,375 1,373
Freeport-McMoRan Copper & Gold Inc. 3.100% 3/15/20 3,425 3,353
Freeport-McMoRan Copper & Gold Inc. 3.550% 3/1/22 2,975 2,843
Freeport-McMoRan Copper & Gold Inc. 3.875% 3/15/23 1,280 1,229
Freeport-McMoRan Copper & Gold Inc. 5.450% 3/15/43 1,220 1,198
Georgia-Pacific LLC 7.375% 12/1/25 400 506
Georgia-Pacific LLC 8.875% 5/15/31 1,200 1,753
Glencore Canada Corp. 5.500% 6/15/17 250 273
Goldcorp Inc. 2.125% 3/15/18 975 968
Goldcorp Inc. 3.700% 3/15/23 600 566
International Paper Co. 5.300% 4/1/15 525 549
International Paper Co. 7.950% 6/15/18 410 502
International Paper Co. 9.375% 5/15/19 700 916
International Paper Co. 7.500% 8/15/21 910 1,145
International Paper Co. 4.750% 2/15/22 500 542
International Paper Co. 7.300% 11/15/39 805 1,049
International Paper Co. 6.000% 11/15/41 300 344
7 Kinross Gold Corp. 5.950% 3/15/24 700 699
LYB International Finance BV 4.000% 7/15/23 500 511

 

 

LYB International Finance BV 5.250% 7/15/43 500 525
LYB International Finance BV 4.875% 3/15/44 700 697
LyondellBasell Industries NV 5.000% 4/15/19 900 997
LyondellBasell Industries NV 6.000% 11/15/21 475 553
LyondellBasell Industries NV 5.750% 4/15/24 500 575
Monsanto Co. 2.750% 4/15/16 75 78
Monsanto Co. 2.200% 7/15/22 175 163
Monsanto Co. 5.875% 4/15/38 375 453
Monsanto Co. 3.600% 7/15/42 250 222
Mosaic Co. 3.750% 11/15/21 650 657
Mosaic Co. 4.250% 11/15/23 300 307
Mosaic Co. 5.450% 11/15/33 100 108
Mosaic Co. 4.875% 11/15/41 130 124
Mosaic Co. 5.625% 11/15/43 150 161
Newmont Mining Corp. 5.125% 10/1/19 1,475 1,576
Newmont Mining Corp. 3.500% 3/15/22 250 226
Newmont Mining Corp. 5.875% 4/1/35 325 304
Newmont Mining Corp. 6.250% 10/1/39 500 484
Newmont Mining Corp. 4.875% 3/15/42 600 484
Nucor Corp. 5.750% 12/1/17 385 438
Nucor Corp. 5.850% 6/1/18 875 1,000
Nucor Corp. 4.125% 9/15/22 200 205
Nucor Corp. 4.000% 8/1/23 225 226
Nucor Corp. 6.400% 12/1/37 325 379
Nucor Corp. 5.200% 8/1/43 400 409
Packaging Corp. of America 3.900% 6/15/22 275 274
Packaging Corp. of America 4.500% 11/1/23 425 442
Placer Dome Inc. 6.450% 10/15/35 375 390
Plains Exploration & Production Co. 6.500% 11/15/20 800 883
Plains Exploration & Production Co. 6.875% 2/15/23 1,000 1,111
Plum Creek Timberlands LP 5.875% 11/15/15 225 242
Plum Creek Timberlands LP 4.700% 3/15/21 275 289
Potash Corp. of Saskatchewan Inc. 3.750% 9/30/15 300 314
Potash Corp. of Saskatchewan Inc. 3.250% 12/1/17 675 710
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 1,210 1,336
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 50 57
PPG Industries Inc. 1.900% 1/15/16 375 382
PPG Industries Inc. 6.650% 3/15/18 700 816
Praxair Inc. 4.625% 3/30/15 615 641
Praxair Inc. 5.200% 3/15/17 25 28
Praxair Inc. 4.500% 8/15/19 175 193
Praxair Inc. 4.050% 3/15/21 925 990
Praxair Inc. 3.000% 9/1/21 50 50
Praxair Inc. 2.450% 2/15/22 850 807
Praxair Inc. 3.550% 11/7/42 100 88
Rayonier Inc. 3.750% 4/1/22 125 123
Reliance Steel & Aluminum Co. 4.500% 4/15/23 225 226
Rio Tinto Alcan Inc. 5.000% 6/1/15 875 916
Rio Tinto Alcan Inc. 6.125% 12/15/33 325 373
Rio Tinto Alcan Inc. 5.750% 6/1/35 450 498
Rio Tinto Finance USA Ltd. 2.500% 5/20/16 280 289
Rio Tinto Finance USA Ltd. 6.500% 7/15/18 1,500 1,765
Rio Tinto Finance USA Ltd. 9.000% 5/1/19 1,075 1,399
Rio Tinto Finance USA Ltd. 3.500% 11/2/20 310 318
Rio Tinto Finance USA Ltd. 4.125% 5/20/21 175 184
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 1,000 1,025
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 225 285

 

 

Rio Tinto Finance USA Ltd. 5.200% 11/2/40 565 600
Rio Tinto Finance USA plc 1.125% 3/20/15 325 327
Rio Tinto Finance USA plc 1.375% 6/17/16 1,050 1,059
Rio Tinto Finance USA plc 2.000% 3/22/17 375 382
Rio Tinto Finance USA plc 2.250% 12/14/18 500 500
Rio Tinto Finance USA plc 3.500% 3/22/22 200 200
Rio Tinto Finance USA plc 4.750% 3/22/42 875 867
Rio Tinto Finance USA plc 4.125% 8/21/42 350 318
Rohm & Haas Co. 7.850% 7/15/29 300 397
RPM International Inc. 6.125% 10/15/19 75 85
RPM International Inc. 3.450% 11/15/22 250 237
Sherwin-Williams Co. 3.125% 12/15/14 175 178
Sigma-Aldrich Corp. 3.375% 11/1/20 75 77
Southern Copper Corp. 5.375% 4/16/20 200 216
Southern Copper Corp. 7.500% 7/27/35 1,475 1,622
Southern Copper Corp. 6.750% 4/16/40 250 255
Syngenta Finance NV 3.125% 3/28/22 250 246
Syngenta Finance NV 4.375% 3/28/42 150 148
Teck Resources Ltd. 3.150% 1/15/17 500 519
Teck Resources Ltd. 2.500% 2/1/18 430 432
Teck Resources Ltd. 3.000% 3/1/19 800 802
Teck Resources Ltd. 4.500% 1/15/21 250 257
Teck Resources Ltd. 4.750% 1/15/22 75 77
Teck Resources Ltd. 3.750% 2/1/23 525 492
Teck Resources Ltd. 6.250% 7/15/41 795 822
Teck Resources Ltd. 5.200% 3/1/42 925 842
Teck Resources Ltd. 5.400% 2/1/43 275 257
Vale Canada Ltd. 5.700% 10/15/15 450 482
Vale Canada Ltd. 7.200% 9/15/32 100 106
Vale Overseas Ltd. 6.250% 1/11/16 510 554
Vale Overseas Ltd. 6.250% 1/23/17 200 223
Vale Overseas Ltd. 5.625% 9/15/19 1,075 1,187
Vale Overseas Ltd. 4.625% 9/15/20 1,090 1,134
Vale Overseas Ltd. 4.375% 1/11/22 1,385 1,378
Vale Overseas Ltd. 8.250% 1/17/34 375 449
Vale Overseas Ltd. 6.875% 11/21/36 855 908
Vale Overseas Ltd. 6.875% 11/10/39 1,610 1,716
Vale SA 5.625% 9/11/42 1,050 981
Valspar Corp. 7.250% 6/15/19 50 60
Valspar Corp. 4.200% 1/15/22 25 26
Westlake Chemical Corp. 3.600% 7/15/22 50 48
Westvaco Corp. 7.950% 2/15/31 300 369
Weyerhaeuser Co. 7.375% 10/1/19 550 669
Weyerhaeuser Co. 8.500% 1/15/25 150 195
Weyerhaeuser Co. 7.375% 3/15/32 625 803
Weyerhaeuser Co. 6.875% 12/15/33 125 155
 
Capital Goods (0.5%)        
3M Co. 1.375% 9/29/16 295 300
3M Co. 6.375% 2/15/28 350 452
3M Co. 5.700% 3/15/37 105 126
ABB Finance USA Inc. 1.625% 5/8/17 100 101
ABB Finance USA Inc. 2.875% 5/8/22 375 364
ABB Finance USA Inc. 4.375% 5/8/42 150 149
Acuity Brands Lighting Inc. 6.000% 12/15/19 200 222
Boeing Capital Corp. 2.125% 8/15/16 115 119
Boeing Capital Corp. 4.700% 10/27/19 125 140

 

 

Boeing Co. 0.950% 5/15/18 1,425 1,384
Boeing Co. 6.000% 3/15/19 1,850 2,185
Boeing Co. 4.875% 2/15/20 525 588
Boeing Co. 6.625% 2/15/38 100 134
Boeing Co. 6.875% 3/15/39 250 346
Boeing Co. 5.875% 2/15/40 795 983
Carlisle Cos. Inc. 3.750% 11/15/22 175 171
Caterpillar Financial Services Corp. 4.750% 2/17/15 175 182
Caterpillar Financial Services Corp. 4.625% 6/1/15 2,050 2,149
Caterpillar Financial Services Corp. 2.050% 8/1/16 770 793
Caterpillar Financial Services Corp. 1.300% 3/1/18 825 808
Caterpillar Financial Services Corp. 5.450% 4/15/18 875 991
Caterpillar Financial Services Corp. 7.150% 2/15/19 1,235 1,511
Caterpillar Inc. 0.950% 6/26/15 450 453
Caterpillar Inc. 1.500% 6/26/17 450 453
Caterpillar Inc. 3.900% 5/27/21 220 234
Caterpillar Inc. 2.600% 6/26/22 125 119
Caterpillar Inc. 6.050% 8/15/36 895 1,080
Caterpillar Inc. 3.803% 8/15/42 979 874
Cooper US Inc. 2.375% 1/15/16 1,000 1,029
Crane Co. 2.750% 12/15/18 300 301
Crane Co. 4.450% 12/15/23 400 410
CRH America Inc. 4.125% 1/15/16 500 527
CRH America Inc. 6.000% 9/30/16 750 836
CRH America Inc. 5.750% 1/15/21 885 997
Danaher Corp. 2.300% 6/23/16 200 207
Danaher Corp. 3.900% 6/23/21 150 159
Deere & Co. 2.600% 6/8/22 700 670
Deere & Co. 5.375% 10/16/29 455 529
Deere & Co. 8.100% 5/15/30 2,000 2,911
Deere & Co. 7.125% 3/3/31 400 537
Deere & Co. 3.900% 6/9/42 500 464
Dover Corp. 4.300% 3/1/21 145 156
Dover Corp. 6.600% 3/15/38 350 454
Dover Corp. 5.375% 3/1/41 480 541
Eaton Corp. 1.500% 11/2/17 200 199
Eaton Corp. 5.600% 5/15/18 550 620
Eaton Corp. 2.750% 11/2/22 575 544
Eaton Corp. 4.000% 11/2/32 815 787
Eaton Corp. 4.150% 11/2/42 75 70
7 Embraer Overseas Ltd. 5.696% 9/16/23 966 1,001
Embraer SA 5.150% 6/15/22 225 234
Emerson Electric Co. 5.250% 10/15/18 525 598
Emerson Electric Co. 4.875% 10/15/19 275 310
Emerson Electric Co. 4.250% 11/15/20 25 27
Emerson Electric Co. 2.625% 2/15/23 1,000 957
Emerson Electric Co. 6.000% 8/15/32 150 184
Emerson Electric Co. 6.125% 4/15/39 125 155
Emerson Electric Co. 5.250% 11/15/39 135 152
Exelis Inc. 4.250% 10/1/16 225 238
Flowserve Corp. 3.500% 9/15/22 625 616
Flowserve Corp. 4.000% 11/15/23 375 379
General Dynamics Corp. 1.000% 11/15/17 1,100 1,081
General Dynamics Corp. 3.875% 7/15/21 750 792
General Dynamics Corp. 2.250% 11/15/22 900 831
General Dynamics Corp. 3.600% 11/15/42 125 110
General Electric Co. 0.850% 10/9/15 925 929

 

 

General Electric Co. 5.250% 12/6/17 1,940 2,198
General Electric Co. 2.700% 10/9/22 1,350 1,309
General Electric Co. 3.375% 3/11/24 2,000 2,012
General Electric Co. 4.125% 10/9/42 2,050 1,967
Honeywell International Inc. 5.400% 3/15/16 245 268
Honeywell International Inc. 5.300% 3/15/17 275 308
Honeywell International Inc. 5.300% 3/1/18 150 170
Honeywell International Inc. 5.000% 2/15/19 105 119
Honeywell International Inc. 4.250% 3/1/21 805 880
Honeywell International Inc. 3.350% 12/1/23 1,325 1,324
Honeywell International Inc. 5.700% 3/15/37 105 125
Honeywell International Inc. 5.375% 3/1/41 1,855 2,159
Illinois Tool Works Inc. 6.250% 4/1/19 450 533
Illinois Tool Works Inc. 3.375% 9/15/21 105 108
Illinois Tool Works Inc. 4.875% 9/15/41 105 111
Illinois Tool Works Inc. 3.900% 9/1/42 725 664
Ingersoll-Rand Global Holding Co. Ltd. 6.875% 8/15/18 800 943
7 Ingersoll-Rand Global Holding Co. Ltd. 2.875% 1/15/19 125 125
7 Ingersoll-Rand Global Holding Co. Ltd. 4.250% 6/15/23 250 257
7 Ingersoll-Rand Global Holding Co. Ltd. 5.750% 6/15/43 125 139
John Deere Capital Corp. 0.875% 4/17/15 50 50
John Deere Capital Corp. 0.950% 6/29/15 300 302
John Deere Capital Corp. 0.700% 9/4/15 50 50
John Deere Capital Corp. 0.750% 1/22/16 275 276
John Deere Capital Corp. 1.850% 9/15/16 185 190
John Deere Capital Corp. 2.000% 1/13/17 375 384
John Deere Capital Corp. 2.800% 9/18/17 550 575
John Deere Capital Corp. 1.200% 10/10/17 475 473
John Deere Capital Corp. 5.750% 9/10/18 530 614
John Deere Capital Corp. 2.250% 4/17/19 150 150
John Deere Capital Corp. 1.700% 1/15/20 550 527
John Deere Capital Corp. 3.900% 7/12/21 125 132
John Deere Capital Corp. 3.150% 10/15/21 105 106
John Deere Capital Corp. 2.750% 3/15/22 75 73
John Deere Capital Corp. 2.800% 1/27/23 1,775 1,698
Joy Global Inc. 6.000% 11/15/16 250 278
Kennametal Inc. 2.650% 11/1/19 200 195
Kennametal Inc. 3.875% 2/15/22 125 123
L-3 Communications Corp. 5.200% 10/15/19 825 900
L-3 Communications Corp. 4.750% 7/15/20 425 447
L-3 Communications Corp. 4.950% 2/15/21 575 616
Lockheed Martin Corp. 7.650% 5/1/16 250 286
Lockheed Martin Corp. 2.125% 9/15/16 245 252
Lockheed Martin Corp. 4.250% 11/15/19 2,005 2,174
Lockheed Martin Corp. 3.350% 9/15/21 80 81
Lockheed Martin Corp. 6.150% 9/1/36 1,715 2,091
Lockheed Martin Corp. 5.500% 11/15/39 180 205
Lockheed Martin Corp. 5.720% 6/1/40 316 365
Martin Marietta Materials Inc. 6.600% 4/15/18 400 452
Mohawk Industries Inc. 3.850% 2/1/23 2,750 2,717
Northrop Grumman Corp. 1.750% 6/1/18 575 566
Northrop Grumman Corp. 3.500% 3/15/21 125 127
Northrop Grumman Corp. 3.250% 8/1/23 400 385
Northrop Grumman Corp. 5.050% 11/15/40 475 494
Northrop Grumman Corp. 4.750% 6/1/43 400 401
Owens Corning 6.500% 12/1/16 1,691 1,881
Owens Corning 4.200% 12/15/22 150 150

 

 

Parker Hannifin Corp. 5.500% 5/15/18 1,725 1,956
Parker Hannifin Corp. 3.500% 9/15/22 75 76
Parker Hannifin Corp. 6.250% 5/15/38 75 93
Pentair Finance SA 1.350% 12/1/15 300 302
Precision Castparts Corp. 0.700% 12/20/15 225 226
Precision Castparts Corp. 1.250% 1/15/18 1,650 1,624
Precision Castparts Corp. 2.500% 1/15/23 125 117
Precision Castparts Corp. 3.900% 1/15/43 175 163
Raytheon Co. 6.750% 3/15/18 125 147
Raytheon Co. 3.125% 10/15/20 425 432
Raytheon Co. 2.500% 12/15/22 425 398
Raytheon Co. 7.200% 8/15/27 75 97
Raytheon Co. 4.875% 10/15/40 225 240
Raytheon Co. 4.700% 12/15/41 625 653
Republic Services Inc. 3.800% 5/15/18 2,535 2,695
Republic Services Inc. 5.500% 9/15/19 325 369
Republic Services Inc. 5.000% 3/1/20 125 138
Republic Services Inc. 5.250% 11/15/21 50 56
Republic Services Inc. 3.550% 6/1/22 300 300
Republic Services Inc. 6.200% 3/1/40 475 578
Republic Services Inc. 5.700% 5/15/41 500 571
Rockwell Automation Inc. 5.650% 12/1/17 25 28
Rockwell Automation Inc. 6.700% 1/15/28 200 250
Rockwell Automation Inc. 6.250% 12/1/37 325 395
Rockwell Collins Inc. 5.250% 7/15/19 50 56
Rockwell Collins Inc. 3.100% 11/15/21 125 124
Roper Industries Inc. 2.050% 10/1/18 1,175 1,157
Roper Industries Inc. 6.250% 9/1/19 1,275 1,469
Snap-on Inc. 6.125% 9/1/21 200 231
Sonoco Products Co. 4.375% 11/1/21 65 68
Sonoco Products Co. 5.750% 11/1/40 265 298
Stanley Black & Decker Inc. 3.400% 12/1/21 450 453
Stanley Black & Decker Inc. 5.200% 9/1/40 150 162
Textron Inc. 5.600% 12/1/17 125 138
Textron Inc. 7.250% 10/1/19 650 775
Textron Inc. 4.300% 3/1/24 2,125 2,157
Tyco International Finance SA 8.500% 1/15/19 200 246
Tyco International Finance SA / Tyco        
International Ltd. 7.000% 12/15/19 300 360
United Technologies Corp. 4.875% 5/1/15 115 121
United Technologies Corp. 1.800% 6/1/17 620 631
United Technologies Corp. 5.375% 12/15/17 1,575 1,797
United Technologies Corp. 6.125% 2/1/19 2,633 3,108
United Technologies Corp. 4.500% 4/15/20 445 493
United Technologies Corp. 3.100% 6/1/22 1,350 1,347
United Technologies Corp. 6.700% 8/1/28 200 254
United Technologies Corp. 7.500% 9/15/29 100 139
United Technologies Corp. 5.400% 5/1/35 400 463
United Technologies Corp. 6.050% 6/1/36 285 353
United Technologies Corp. 6.125% 7/15/38 500 626
United Technologies Corp. 5.700% 4/15/40 525 626
United Technologies Corp. 4.500% 6/1/42 2,225 2,262
Waste Management Inc. 2.600% 9/1/16 205 213
Waste Management Inc. 6.100% 3/15/18 1,100 1,273
Waste Management Inc. 7.375% 3/11/19 80 97
Waste Management Inc. 4.600% 3/1/21 275 298
Waste Management Inc. 7.100% 8/1/26 325 411

 

 

Waste Management Inc. 7.750% 5/15/32 185 256
Waste Management Inc. 6.125% 11/30/39 400 484
 
Communication (1.0%)        
21st Century Fox America Inc. 5.300% 12/15/14 205 212
21st Century Fox America Inc. 6.900% 3/1/19 1,160 1,399
21st Century Fox America Inc. 5.650% 8/15/20 500 572
21st Century Fox America Inc. 4.500% 2/15/21 435 473
21st Century Fox America Inc. 3.000% 9/15/22 500 482
21st Century Fox America Inc. 4.000% 10/1/23 275 280
21st Century Fox America Inc. 6.550% 3/15/33 892 1,065
21st Century Fox America Inc. 6.200% 12/15/34 825 956
21st Century Fox America Inc. 6.400% 12/15/35 750 892
21st Century Fox America Inc. 8.150% 10/17/36 385 509
21st Century Fox America Inc. 6.150% 3/1/37 345 398
21st Century Fox America Inc. 6.900% 8/15/39 425 531
21st Century Fox America Inc. 5.400% 10/1/43 175 188
Alltel Corp. 6.800% 5/1/29 128 156
America Movil SAB de CV 5.750% 1/15/15 833 866
America Movil SAB de CV 2.375% 9/8/16 900 927
America Movil SAB de CV 5.625% 11/15/17 350 397
America Movil SAB de CV 5.000% 10/16/19 850 939
America Movil SAB de CV 5.000% 3/30/20 710 786
America Movil SAB de CV 3.125% 7/16/22 200 191
America Movil SAB de CV 6.375% 3/1/35 200 231
America Movil SAB de CV 6.125% 11/15/37 300 337
America Movil SAB de CV 6.125% 3/30/40 1,210 1,374
America Movil SAB de CV 4.375% 7/16/42 425 379
American Tower Corp. 4.625% 4/1/15 75 78
American Tower Corp. 4.500% 1/15/18 1,400 1,513
American Tower Corp. 5.050% 9/1/20 205 221
American Tower Corp. 5.900% 11/1/21 1,500 1,681
American Tower Corp. 3.500% 1/31/23 1,640 1,550
American Tower Corp. 5.000% 2/15/24 1,150 1,200
AT&T Corp. 8.000% 11/15/31 1,001 1,385
AT&T Inc. 2.500% 8/15/15 2,285 2,343
AT&T Inc. 0.900% 2/12/16 500 501
AT&T Inc. 2.950% 5/15/16 160 167
AT&T Inc. 5.625% 6/15/16 525 579
AT&T Inc. 2.400% 8/15/16 445 460
AT&T Inc. 1.600% 2/15/17 500 504
AT&T Inc. 1.700% 6/1/17 2,175 2,188
AT&T Inc. 5.500% 2/1/18 2,385 2,694
AT&T Inc. 5.600% 5/15/18 250 284
AT&T Inc. 2.375% 11/27/18 950 955
AT&T Inc. 5.800% 2/15/19 325 375
AT&T Inc. 2.300% 3/11/19 625 621
AT&T Inc. 4.450% 5/15/21 485 525
AT&T Inc. 3.875% 8/15/21 3,615 3,773
AT&T Inc. 3.000% 2/15/22 600 583
AT&T Inc. 2.625% 12/1/22 875 814
AT&T Inc. 3.900% 3/11/24 450 448
AT&T Inc. 6.450% 6/15/34 945 1,116
AT&T Inc. 6.500% 9/1/37 448 526
AT&T Inc. 6.300% 1/15/38 885 1,012
AT&T Inc. 6.400% 5/15/38 550 637
AT&T Inc. 6.550% 2/15/39 410 484

 

 

AT&T Inc. 5.350% 9/1/40 1,755 1,791
AT&T Inc. 5.550% 8/15/41 210 219
AT&T Inc. 4.300% 12/15/42 1,773 1,569
AT&T Inc. 4.350% 6/15/45 1,306 1,149
AT&T Mobility LLC 7.125% 12/15/31 400 510
Bellsouth Capital Funding Corp. 7.875% 2/15/30 78 97
BellSouth Corp. 6.875% 10/15/31 231 274
BellSouth Corp. 6.550% 6/15/34 261 297
BellSouth Corp. 6.000% 11/15/34 119 130
BellSouth Telecommunications LLC 6.375% 6/1/28 790 888
British Telecommunications plc 1.250% 2/14/17 150 150
British Telecommunications plc 5.950% 1/15/18 1,440 1,641
British Telecommunications plc 2.350% 2/14/19 200 199
British Telecommunications plc 9.625% 12/15/30 1,125 1,733
CBS Corp. 5.750% 4/15/20 360 411
CBS Corp. 4.300% 2/15/21 550 580
CBS Corp. 3.375% 3/1/22 725 713
CBS Corp. 7.875% 7/30/30 400 524
CBS Corp. 5.500% 5/15/33 200 212
CBS Corp. 4.850% 7/1/42 225 219
CC Holdings GS V LLC / Crown Castle GS III        
Corp. 3.849% 4/15/23 500 488
Cellco Partnership / Verizon Wireless Capital        
LLC 8.500% 11/15/18 555 701
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 1,108 1,572
Comcast Cable Communications LLC 8.875% 5/1/17 850 1,040
Comcast Corp. 5.900% 3/15/16 1,265 1,391
Comcast Corp. 5.700% 5/15/18 1,475 1,695
Comcast Corp. 5.700% 7/1/19 1,730 2,004
Comcast Corp. 3.125% 7/15/22 100 99
Comcast Corp. 2.850% 1/15/23 900 870
Comcast Corp. 3.600% 3/1/24 225 227
Comcast Corp. 4.250% 1/15/33 2,450 2,404
Comcast Corp. 7.050% 3/15/33 1,000 1,296
Comcast Corp. 6.500% 11/15/35 1,075 1,333
Comcast Corp. 6.450% 3/15/37 900 1,107
Comcast Corp. 6.950% 8/15/37 1,220 1,585
Comcast Corp. 6.400% 5/15/38 600 737
Comcast Corp. 4.650% 7/15/42 1,125 1,119
Comcast Corp. 4.500% 1/15/43 225 220
Comcast Corp. 4.750% 3/1/44 200 203
COX Communications Inc. 5.500% 10/1/15 600 640
Deutsche Telekom International Finance BV 5.750% 3/23/16 425 465
Deutsche Telekom International Finance BV 6.750% 8/20/18 325 385
Deutsche Telekom International Finance BV 6.000% 7/8/19 1,025 1,203
Deutsche Telekom International Finance BV 8.750% 6/15/30 1,725 2,485
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.125% 2/15/16 75 78
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.875% 10/1/19 2,330 2,674
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.200% 3/15/20 500 548
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.000% 3/1/21 2,725 2,930
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 4.450% 4/1/24 1,075 1,081

 

 

DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.350% 3/15/40 275 298
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.375% 3/1/41 1,225 1,332
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.150% 3/15/42 1,075 1,019
Discovery Communications LLC 5.050% 6/1/20 1,150 1,276
Discovery Communications LLC 4.375% 6/15/21 205 218
Discovery Communications LLC 3.300% 5/15/22 125 122
Discovery Communications LLC 3.250% 4/1/23 500 481
Discovery Communications LLC 4.950% 5/15/42 225 220
Discovery Communications LLC 4.875% 4/1/43 175 171
Embarq Corp. 7.082% 6/1/16 425 477
Embarq Corp. 7.995% 6/1/36 405 424
Graham Holdings Co. 7.250% 2/1/19 150 175
Grupo Televisa SAB 6.000% 5/15/18 1,400 1,569
Grupo Televisa SAB 6.625% 3/18/25 450 521
Grupo Televisa SAB 6.625% 1/15/40 500 570
GTE Corp. 6.940% 4/15/28 325 394
Interpublic Group of Cos. Inc. 3.750% 2/15/23 1,000 974
Interpublic Group of Cos. Inc. 4.200% 4/15/24 825 823
McGraw Hill Financial Inc. 5.900% 11/15/17 150 167
McGraw Hill Financial Inc. 6.550% 11/15/37 350 351
Moody's Corp. 4.500% 9/1/22 1,400 1,447
NBCUniversal Media LLC 3.650% 4/30/15 200 207
NBCUniversal Media LLC 2.875% 4/1/16 2,345 2,441
NBCUniversal Media LLC 5.150% 4/30/20 925 1,050
NBCUniversal Media LLC 4.375% 4/1/21 205 222
NBCUniversal Media LLC 6.400% 4/30/40 350 434
NBCUniversal Media LLC 5.950% 4/1/41 1,075 1,267
NBCUniversal Media LLC 4.450% 1/15/43 100 97
New Cingular Wireless Services Inc. 8.750% 3/1/31 155 228
Nippon Telegraph & Telephone Corp. 1.400% 7/18/17 100 99
Omnicom Group Inc. 5.900% 4/15/16 50 55
Omnicom Group Inc. 6.250% 7/15/19 675 790
Omnicom Group Inc. 4.450% 8/15/20 1,250 1,337
Omnicom Group Inc. 3.625% 5/1/22 1,100 1,096
Orange SA 2.750% 9/14/16 820 852
Orange SA 2.750% 2/6/19 900 912
Orange SA 5.375% 7/8/19 1,025 1,152
Orange SA 4.125% 9/14/21 902 930
Orange SA 9.000% 3/1/31 785 1,134
Orange SA 5.375% 1/13/42 25 26
Orange SA 5.500% 2/6/44 575 596
Pacific Bell Telephone Co. 7.125% 3/15/26 200 251
Qwest Corp. 6.500% 6/1/17 275 311
Qwest Corp. 6.750% 12/1/21 410 458
Qwest Corp. 7.250% 9/15/25 175 200
Qwest Corp. 6.875% 9/15/33 375 370
Qwest Corp. 7.125% 11/15/43 550 553
Reed Elsevier Capital Inc. 8.625% 1/15/19 259 327
Reed Elsevier Capital Inc. 3.125% 10/15/22 705 677
Rogers Communications Inc. 6.800% 8/15/18 950 1,130
Rogers Communications Inc. 3.000% 3/15/23 230 216
Rogers Communications Inc. 4.100% 10/1/23 225 230
Rogers Communications Inc. 4.500% 3/15/43 250 234
Rogers Communications Inc. 5.000% 3/15/44 1,750 1,755

 

 

Telefonica Emisiones SAU 3.729% 4/27/15 300 309
Telefonica Emisiones SAU 6.421% 6/20/16 475 526
Telefonica Emisiones SAU 3.192% 4/27/18 1,025 1,050
Telefonica Emisiones SAU 5.877% 7/15/19 1,050 1,183
Telefonica Emisiones SAU 5.134% 4/27/20 705 763
Telefonica Emisiones SAU 5.462% 2/16/21 350 384
Telefonica Emisiones SAU 4.570% 4/27/23 2,250 2,300
Telefonica Emisiones SAU 7.045% 6/20/36 690 835
Telefonica Europe BV 8.250% 9/15/30 750 971
Thomson Reuters Corp. 1.300% 2/23/17 450 448
Thomson Reuters Corp. 6.500% 7/15/18 50 58
Thomson Reuters Corp. 4.700% 10/15/19 125 137
Thomson Reuters Corp. 4.300% 11/23/23 600 614
Thomson Reuters Corp. 5.500% 8/15/35 350 361
Thomson Reuters Corp. 5.850% 4/15/40 1,425 1,527
Thomson Reuters Corp. 5.650% 11/23/43 625 660
Time Warner Cable Inc. 3.500% 2/1/15 450 461
Time Warner Cable Inc. 5.850% 5/1/17 825 929
Time Warner Cable Inc. 6.750% 7/1/18 475 557
Time Warner Cable Inc. 8.250% 4/1/19 700 874
Time Warner Cable Inc. 5.000% 2/1/20 2,695 2,945
Time Warner Cable Inc. 4.125% 2/15/21 500 523
Time Warner Cable Inc. 4.000% 9/1/21 850 882
Time Warner Cable Inc. 6.550% 5/1/37 550 639
Time Warner Cable Inc. 7.300% 7/1/38 1,000 1,257
Time Warner Cable Inc. 6.750% 6/15/39 1,600 1,899
Time Warner Cable Inc. 5.875% 11/15/40 600 653
Time Warner Cable Inc. 5.500% 9/1/41 750 780
Time Warner Cable Inc. 4.500% 9/15/42 475 433
Time Warner Entertainment Co. LP 8.375% 3/15/23 800 1,045
Time Warner Entertainment Co. LP 8.375% 7/15/33 100 138
United States Cellular Corp. 6.700% 12/15/33 1,250 1,257
Verizon Communications Inc. 5.550% 2/15/16 250 273
Verizon Communications Inc. 3.000% 4/1/16 380 397
Verizon Communications Inc. 2.500% 9/15/16 1,430 1,481
Verizon Communications Inc. 2.000% 11/1/16 2,825 2,893
Verizon Communications Inc. 1.100% 11/1/17 200 197
Verizon Communications Inc. 5.500% 2/15/18 925 1,054
Verizon Communications Inc. 6.100% 4/15/18 155 180
Verizon Communications Inc. 3.650% 9/14/18 3,505 3,723
Verizon Communications Inc. 8.750% 11/1/18 1,470 1,879
Verizon Communications Inc. 4.500% 9/15/20 1,505 1,632
Verizon Communications Inc. 3.450% 3/15/21 300 304
Verizon Communications Inc. 4.600% 4/1/21 1,440 1,561
Verizon Communications Inc. 3.500% 11/1/21 1,040 1,047
Verizon Communications Inc. 2.450% 11/1/22 1,925 1,754
Verizon Communications Inc. 5.150% 9/15/23 8,765 9,586
Verizon Communications Inc. 4.150% 3/15/24 300 304
Verizon Communications Inc. 7.750% 12/1/30 1,135 1,501
Verizon Communications Inc. 6.400% 9/15/33 3,150 3,727
Verizon Communications Inc. 5.050% 3/15/34 675 692
Verizon Communications Inc. 5.850% 9/15/35 500 556
Verizon Communications Inc. 6.250% 4/1/37 775 895
Verizon Communications Inc. 6.400% 2/15/38 1,360 1,591
Verizon Communications Inc. 6.900% 4/15/38 350 432
Verizon Communications Inc. 7.350% 4/1/39 1,200 1,551
Verizon Communications Inc. 6.000% 4/1/41 445 504

 

 

Verizon Communications Inc. 4.750% 11/1/41 625 602
Verizon Communications Inc. 3.850% 11/1/42 250 209
Verizon Communications Inc. 6.550% 9/15/43 7,885 9,540
Verizon Maryland LLC 5.125% 6/15/33 1,000 1,002
Verizon New England Inc. 7.875% 11/15/29 250 306
Verizon New York Inc. 7.375% 4/1/32 500 597
Vodafone Group plc 5.625% 2/27/17 2,060 2,314
Vodafone Group plc 1.625% 3/20/17 625 631
Vodafone Group plc 1.250% 9/26/17 1,350 1,335
Vodafone Group plc 1.500% 2/19/18 1,450 1,428
Vodafone Group plc 4.625% 7/15/18 125 138
Vodafone Group plc 5.450% 6/10/19 275 315
Vodafone Group plc 2.500% 9/26/22 200 183
Vodafone Group plc 2.950% 2/19/23 545 510
Vodafone Group plc 7.875% 2/15/30 425 569
Vodafone Group plc 6.250% 11/30/32 350 406
Vodafone Group plc 6.150% 2/27/37 755 860
Vodafone Group plc 4.375% 2/19/43 675 607
WPP Finance 2010 4.750% 11/21/21 221 237
WPP Finance 2010 5.125% 9/7/42 1,050 1,033
 
Consumer Cyclical (0.7%)        
Advance Auto Parts Inc. 4.500% 12/1/23 400 412
Amazon.com Inc. 0.650% 11/27/15 350 351
Amazon.com Inc. 1.200% 11/29/17 650 643
Amazon.com Inc. 2.500% 11/29/22 475 443
American Honda Finance Corp. 1.125% 10/7/16 600 605
American Honda Finance Corp. 2.125% 10/10/18 450 452
AutoZone Inc. 1.300% 1/13/17 350 350
AutoZone Inc. 7.125% 8/1/18 750 897
AutoZone Inc. 3.125% 7/15/23 275 260
BorgWarner Inc. 4.625% 9/15/20 50 54
Brinker International Inc. 2.600% 5/15/18 25 25
Brinker International Inc. 3.875% 5/15/23 1,600 1,500
Carnival Corp. 1.200% 2/5/16 275 276
Carnival Corp. 3.950% 10/15/20 200 205
Costco Wholesale Corp. 5.500% 3/15/17 875 985
Costco Wholesale Corp. 1.125% 12/15/17 1,825 1,806
Cummins Inc. 3.650% 10/1/23 350 356
Cummins Inc. 4.875% 10/1/43 400 429
CVS Caremark Corp. 4.875% 9/15/14 175 179
CVS Caremark Corp. 3.250% 5/18/15 705 726
CVS Caremark Corp. 1.200% 12/5/16 150 151
CVS Caremark Corp. 5.750% 6/1/17 496 561
CVS Caremark Corp. 2.250% 12/5/18 375 376
CVS Caremark Corp. 4.750% 5/18/20 625 685
CVS Caremark Corp. 2.750% 12/1/22 975 920
CVS Caremark Corp. 4.000% 12/5/23 660 677
CVS Caremark Corp. 6.250% 6/1/27 125 153
CVS Caremark Corp. 6.125% 9/15/39 125 151
CVS Caremark Corp. 5.750% 5/15/41 1,255 1,450
CVS Caremark Corp. 5.300% 12/5/43 425 468
7 Daimler Finance North America LLC 2.625% 9/15/16 225 233
Daimler Finance North America LLC 8.500% 1/18/31 905 1,344
Darden Restaurants Inc. 6.200% 10/15/17 150 171
Darden Restaurants Inc. 4.500% 10/15/21 670 662
Delphi Corp. 6.125% 5/15/21 300 334

 

 

Delphi Corp. 5.000% 2/15/23 450 478
Dollar General Corp. 3.250% 4/15/23 950 893
eBay Inc. 1.625% 10/15/15 125 127
eBay Inc. 1.350% 7/15/17 625 625
eBay Inc. 3.250% 10/15/20 125 128
eBay Inc. 2.600% 7/15/22 825 783
eBay Inc. 4.000% 7/15/42 75 66
Expedia Inc. 5.950% 8/15/20 1,750 1,933
Family Dollar Stores Inc. 5.000% 2/1/21 125 131
Ford Motor Co. 6.625% 10/1/28 575 678
Ford Motor Co. 6.375% 2/1/29 275 314
Ford Motor Co. 7.450% 7/16/31 1,075 1,382
Ford Motor Co. 4.750% 1/15/43 775 751
Ford Motor Co. 7.400% 11/1/46 300 389
Ford Motor Credit Co. LLC 7.000% 4/15/15 975 1,037
Ford Motor Credit Co. LLC 2.750% 5/15/15 475 485
Ford Motor Credit Co. LLC 12.000% 5/15/15 375 421
Ford Motor Credit Co. LLC 5.625% 9/15/15 325 347
Ford Motor Credit Co. LLC 4.207% 4/15/16 3,225 3,423
Ford Motor Credit Co. LLC 1.700% 5/9/16 225 227
Ford Motor Credit Co. LLC 3.984% 6/15/16 200 212
Ford Motor Credit Co. LLC 8.000% 12/15/16 525 615
Ford Motor Credit Co. LLC 4.250% 2/3/17 1,650 1,770
Ford Motor Credit Co. LLC 6.625% 8/15/17 2,025 2,340
Ford Motor Credit Co. LLC 5.000% 5/15/18 2,425 2,680
Ford Motor Credit Co. LLC 2.875% 10/1/18 525 535
Ford Motor Credit Co. LLC 8.125% 1/15/20 775 978
Ford Motor Credit Co. LLC 5.750% 2/1/21 450 512
Ford Motor Credit Co. LLC 5.875% 8/2/21 725 832
Ford Motor Credit Co. LLC 4.250% 9/20/22 1,075 1,107
Ford Motor Credit Co. LLC 4.375% 8/6/23 850 876
Gap Inc. 5.950% 4/12/21 2,550 2,870
Historic TW Inc. 9.150% 2/1/23 975 1,332
Historic TW Inc. 6.625% 5/15/29 200 241
Home Depot Inc. 5.400% 3/1/16 1,305 1,423
Home Depot Inc. 2.250% 9/10/18 2,925 2,974
Home Depot Inc. 4.400% 4/1/21 1,610 1,772
Home Depot Inc. 2.700% 4/1/23 600 569
Home Depot Inc. 3.750% 2/15/24 900 920
Home Depot Inc. 5.875% 12/16/36 745 896
Home Depot Inc. 5.950% 4/1/41 375 456
Home Depot Inc. 4.200% 4/1/43 750 725
Host Hotels & Resorts LP 6.000% 10/1/21 1,100 1,246
Host Hotels & Resorts LP 3.750% 10/15/23 1,950 1,891
Hyatt Hotels Corp. 3.375% 7/15/23 1,550 1,473
International Game Technology 7.500% 6/15/19 375 441
International Game Technology 5.500% 6/15/20 125 135
Johnson Controls Inc. 2.600% 12/1/16 150 155
Johnson Controls Inc. 5.000% 3/30/20 200 222
Johnson Controls Inc. 4.250% 3/1/21 745 798
Johnson Controls Inc. 3.750% 12/1/21 175 181
Johnson Controls Inc. 6.000% 1/15/36 125 145
Johnson Controls Inc. 5.700% 3/1/41 205 232
Johnson Controls Inc. 5.250% 12/1/41 100 107
Kohl's Corp. 6.250% 12/15/17 200 230
Kohl's Corp. 4.000% 11/1/21 845 863
Kohl's Corp. 6.000% 1/15/33 225 242

 

 

Kohl's Corp. 6.875% 12/15/37 100 118
Lowe's Cos. Inc. 5.000% 10/15/15 75 80
Lowe's Cos. Inc. 1.625% 4/15/17 925 938
Lowe's Cos. Inc. 6.100% 9/15/17 200 230
Lowe's Cos. Inc. 4.625% 4/15/20 445 490
Lowe's Cos. Inc. 3.750% 4/15/21 205 216
Lowe's Cos. Inc. 3.800% 11/15/21 250 264
Lowe's Cos. Inc. 3.120% 4/15/22 2,125 2,117
Lowe's Cos. Inc. 3.875% 9/15/23 300 311
Lowe's Cos. Inc. 6.875% 2/15/28 367 457
Lowe's Cos. Inc. 5.800% 4/15/40 180 211
Lowe's Cos. Inc. 5.125% 11/15/41 100 108
Lowe's Cos. Inc. 4.650% 4/15/42 1,200 1,220
Lowe's Cos. Inc. 5.000% 9/15/43 100 106
Macy's Retail Holdings Inc. 7.875% 7/15/15 1,660 1,803
Macy's Retail Holdings Inc. 5.900% 12/1/16 239 267
Macy's Retail Holdings Inc. 7.450% 7/15/17 1,000 1,180
Macy's Retail Holdings Inc. 3.875% 1/15/22 150 155
Macy's Retail Holdings Inc. 6.900% 4/1/29 475 578
Macy's Retail Holdings Inc. 6.375% 3/15/37 275 330
Macy's Retail Holdings Inc. 5.125% 1/15/42 25 26
Marriott International Inc. 6.200% 6/15/16 150 165
Marriott International Inc. 6.375% 6/15/17 50 57
Marriott International Inc. 3.000% 3/1/19 125 127
Marriott International Inc. 3.375% 10/15/20 850 860
McDonald's Corp. 5.300% 3/15/17 400 447
McDonald's Corp. 5.800% 10/15/17 550 631
McDonald's Corp. 5.350% 3/1/18 880 1,000
McDonald's Corp. 2.625% 1/15/22 410 398
McDonald's Corp. 6.300% 3/1/38 300 379
McDonald's Corp. 5.700% 2/1/39 25 29
McDonald's Corp. 3.700% 2/15/42 1,225 1,098
McDonald's Corp. 3.625% 5/1/43 275 242
MDC Holdings Inc. 5.500% 1/15/24 350 359
MDC Holdings Inc. 6.000% 1/15/43 300 268
NIKE Inc. 2.250% 5/1/23 50 46
NIKE Inc. 3.625% 5/1/43 125 111
Nordstrom Inc. 4.750% 5/1/20 600 659
Nordstrom Inc. 4.000% 10/15/21 585 616
Nordstrom Inc. 6.950% 3/15/28 200 248
7 Nordstrom Inc. 5.000% 1/15/44 197 206
NVR Inc. 3.950% 9/15/22 225 223
O'Reilly Automotive Inc. 4.875% 1/14/21 50 54
O'Reilly Automotive Inc. 4.625% 9/15/21 550 588
O'Reilly Automotive Inc. 3.800% 9/1/22 25 25
O'Reilly Automotive Inc. 3.850% 6/15/23 150 148
PACCAR Financial Corp. 1.050% 6/5/15 100 101
PACCAR Financial Corp. 1.150% 8/16/16 625 630
PACCAR Financial Corp. 1.600% 3/15/17 400 404
7 QVC Inc. 3.125% 4/1/19 400 399
QVC Inc. 5.125% 7/2/22 25 26
QVC Inc. 4.375% 3/15/23 75 74
7 QVC Inc. 4.850% 4/1/24 525 527
QVC Inc. 5.950% 3/15/43 325 326
Ralph Lauren Corp. 2.125% 9/26/18 200 200
Staples Inc. 4.375% 1/12/23 300 289
Starbucks Corp. 0.875% 12/5/16 25 25

 

 

Starbucks Corp. 3.850% 10/1/23 800 816
Target Corp. 5.375% 5/1/17 200 225
Target Corp. 6.000% 1/15/18 495 571
Target Corp. 3.875% 7/15/20 145 155
Target Corp. 2.900% 1/15/22 900 883
Target Corp. 6.350% 11/1/32 450 553
Target Corp. 7.000% 1/15/38 1,081 1,434
Target Corp. 4.000% 7/1/42 500 460
Time Warner Cos. Inc. 6.950% 1/15/28 1,795 2,247
Time Warner Inc. 3.150% 7/15/15 860 889
Time Warner Inc. 4.875% 3/15/20 1,240 1,372
Time Warner Inc. 4.700% 1/15/21 700 765
Time Warner Inc. 4.750% 3/29/21 600 658
Time Warner Inc. 4.000% 1/15/22 205 213
Time Warner Inc. 4.050% 12/15/23 75 77
Time Warner Inc. 7.625% 4/15/31 835 1,108
Time Warner Inc. 7.700% 5/1/32 590 791
Time Warner Inc. 6.200% 3/15/40 150 173
Time Warner Inc. 6.100% 7/15/40 825 951
Time Warner Inc. 6.250% 3/29/41 325 381
Time Warner Inc. 5.375% 10/15/41 205 217
Time Warner Inc. 5.350% 12/15/43 125 133
TJX Cos. Inc. 6.950% 4/15/19 175 210
TJX Cos. Inc. 2.500% 5/15/23 2,100 1,948
Toyota Motor Credit Corp. 1.000% 2/17/15 625 629
Toyota Motor Credit Corp. 3.200% 6/17/15 700 723
Toyota Motor Credit Corp. 0.875% 7/17/15 75 75
Toyota Motor Credit Corp. 2.800% 1/11/16 535 556
Toyota Motor Credit Corp. 2.000% 9/15/16 1,450 1,490
Toyota Motor Credit Corp. 2.050% 1/12/17 950 976
Toyota Motor Credit Corp. 1.250% 10/5/17 575 571
Toyota Motor Credit Corp. 1.375% 1/10/18 825 817
Toyota Motor Credit Corp. 2.000% 10/24/18 1,125 1,123
Toyota Motor Credit Corp. 2.100% 1/17/19 1,000 996
Toyota Motor Credit Corp. 4.250% 1/11/21 300 327
Toyota Motor Credit Corp. 3.400% 9/15/21 305 314
Toyota Motor Credit Corp. 3.300% 1/12/22 650 656
Toyota Motor Credit Corp. 2.625% 1/10/23 550 521
VF Corp. 5.950% 11/1/17 250 288
VF Corp. 3.500% 9/1/21 380 391
VF Corp. 6.450% 11/1/37 150 187
Viacom Inc. 2.500% 12/15/16 250 259
Viacom Inc. 3.500% 4/1/17 540 574
Viacom Inc. 2.500% 9/1/18 175 177
Viacom Inc. 2.200% 4/1/19 625 621
Viacom Inc. 5.625% 9/15/19 650 743
Viacom Inc. 4.500% 3/1/21 245 264
Viacom Inc. 3.875% 12/15/21 2,475 2,533
Viacom Inc. 3.125% 6/15/22 75 72
Viacom Inc. 4.250% 9/1/23 175 180
Viacom Inc. 3.875% 4/1/24 625 624
Viacom Inc. 6.875% 4/30/36 915 1,135
Viacom Inc. 4.375% 3/15/43 212 189
Viacom Inc. 5.850% 9/1/43 1,075 1,189
Viacom Inc. 5.250% 4/1/44 650 665
Wal-Mart Stores Inc. 4.500% 7/1/15 450 473
Wal-Mart Stores Inc. 1.500% 10/25/15 615 625

 

 

Wal-Mart Stores Inc. 0.600% 4/11/16 425 426
Wal-Mart Stores Inc. 5.375% 4/5/17 200 225
Wal-Mart Stores Inc. 5.800% 2/15/18 655 756
Wal-Mart Stores Inc. 1.125% 4/11/18 2,225 2,178
Wal-Mart Stores Inc. 1.950% 12/15/18 750 750
Wal-Mart Stores Inc. 3.625% 7/8/20 50 53
Wal-Mart Stores Inc. 3.250% 10/25/20 1,135 1,175
Wal-Mart Stores Inc. 4.250% 4/15/21 1,615 1,764
Wal-Mart Stores Inc. 2.550% 4/11/23 575 542
Wal-Mart Stores Inc. 5.875% 4/5/27 2,365 2,886
Wal-Mart Stores Inc. 5.250% 9/1/35 455 512
Wal-Mart Stores Inc. 6.500% 8/15/37 960 1,245
Wal-Mart Stores Inc. 6.200% 4/15/38 800 1,002
Wal-Mart Stores Inc. 5.000% 10/25/40 1,065 1,165
Wal-Mart Stores Inc. 5.625% 4/15/41 2,040 2,405
Wal-Mart Stores Inc. 4.000% 4/11/43 575 537
Wal-Mart Stores Inc. 4.750% 10/2/43 1,625 1,711
Walgreen Co. 1.800% 9/15/17 2,000 2,014
Walgreen Co. 5.250% 1/15/19 830 943
Walgreen Co. 3.100% 9/15/22 1,000 959
Walt Disney Co. 0.875% 12/1/14 1,125 1,130
Walt Disney Co. 1.350% 8/16/16 165 168
Walt Disney Co. 5.625% 9/15/16 500 558
Walt Disney Co. 1.100% 12/1/17 850 841
Walt Disney Co. 2.350% 12/1/22 25 23
Walt Disney Co. 4.375% 8/16/41 225 227
Walt Disney Co. 4.125% 12/1/41 1,350 1,313
Walt Disney Co. 3.700% 12/1/42 450 409
Western Union Co. 5.930% 10/1/16 400 443
Western Union Co. 6.200% 11/17/36 325 325
Wyndham Worldwide Corp. 2.950% 3/1/17 425 438
Wyndham Worldwide Corp. 2.500% 3/1/18 250 252
Wyndham Worldwide Corp. 4.250% 3/1/22 500 506
Wyndham Worldwide Corp. 3.900% 3/1/23 175 172
Yum! Brands Inc. 5.300% 9/15/19 479 534
 
Consumer Noncyclical (1.4%)        
Abbott Laboratories 5.125% 4/1/19 246 280
Abbott Laboratories 6.150% 11/30/37 550 691
Abbott Laboratories 6.000% 4/1/39 200 248
Abbott Laboratories 5.300% 5/27/40 145 168
AbbVie Inc. 1.200% 11/6/15 1,525 1,538
AbbVie Inc. 1.750% 11/6/17 2,525 2,533
AbbVie Inc. 2.000% 11/6/18 900 892
AbbVie Inc. 2.900% 11/6/22 2,850 2,740
AbbVie Inc. 4.400% 11/6/42 1,725 1,685
Actavis Inc. 1.875% 10/1/17 250 249
Actavis Inc. 3.250% 10/1/22 1,950 1,877
Actavis Inc. 4.625% 10/1/42 625 601
Allergan Inc. 5.750% 4/1/16 125 138
Allergan Inc. 1.350% 3/15/18 175 172
Allergan Inc. 2.800% 3/15/23 125 119
Altria Group Inc. 9.700% 11/10/18 1,182 1,558
Altria Group Inc. 9.250% 8/6/19 613 811
Altria Group Inc. 4.750% 5/5/21 675 735
Altria Group Inc. 4.000% 1/31/24 100 100
Altria Group Inc. 9.950% 11/10/38 869 1,393

 

 

Altria Group Inc. 10.200% 2/6/39 768 1,259
Altria Group Inc. 4.500% 5/2/43 175 161
Altria Group Inc. 5.375% 1/31/44 775 815
AmerisourceBergen Corp. 5.875% 9/15/15 1,175 1,262
AmerisourceBergen Corp. 3.500% 11/15/21 850 871
Amgen Inc. 2.300% 6/15/16 1,880 1,937
Amgen Inc. 2.500% 11/15/16 390 405
Amgen Inc. 2.125% 5/15/17 1,375 1,407
Amgen Inc. 5.850% 6/1/17 125 142
Amgen Inc. 5.700% 2/1/19 780 903
Amgen Inc. 3.450% 10/1/20 275 283
Amgen Inc. 4.100% 6/15/21 610 648
Amgen Inc. 3.875% 11/15/21 840 883
Amgen Inc. 3.625% 5/15/22 625 638
Amgen Inc. 6.375% 6/1/37 400 484
Amgen Inc. 6.900% 6/1/38 625 800
Amgen Inc. 6.400% 2/1/39 700 855
Amgen Inc. 4.950% 10/1/41 100 100
Amgen Inc. 5.150% 11/15/41 970 995
Amgen Inc. 5.650% 6/15/42 750 836
Amgen Inc. 5.375% 5/15/43 250 268
Anheuser-Busch Cos. LLC 5.500% 1/15/18 250 284
Anheuser-Busch Cos. LLC 6.800% 8/20/32 900 1,161
Anheuser-Busch InBev Finance Inc. 0.800% 1/15/16 2,175 2,183
Anheuser-Busch InBev Finance Inc. 1.125% 1/27/17 500 501
Anheuser-Busch InBev Finance Inc. 2.150% 2/1/19 1,800 1,798
Anheuser-Busch InBev Finance Inc. 2.625% 1/17/23 500 470
Anheuser-Busch InBev Finance Inc. 3.700% 2/1/24 2,200 2,223
Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43 1,000 931
Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44 550 562
Anheuser-Busch InBev Worldwide Inc. 2.875% 2/15/16 300 312
Anheuser-Busch InBev Worldwide Inc. 1.375% 7/15/17 1,575 1,580
Anheuser-Busch InBev Worldwide Inc. 7.750% 1/15/19 3,020 3,753
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 375 459
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 1,835 2,110
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 2,265 2,552
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 150 164
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 735 1,116
Anheuser-Busch InBev Worldwide Inc. 6.375% 1/15/40 250 320
Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 750 670
Archer-Daniels-Midland Co. 5.450% 3/15/18 150 170
Archer-Daniels-Midland Co. 4.479% 3/1/21 855 927
Archer-Daniels-Midland Co. 5.935% 10/1/32 350 413
Archer-Daniels-Midland Co. 5.375% 9/15/35 225 254
Archer-Daniels-Midland Co. 5.765% 3/1/41 580 690
Archer-Daniels-Midland Co. 4.016% 4/16/43 250 232
4 Ascension Health Alliance 4.847% 11/15/53 625 640
AstraZeneca plc 5.900% 9/15/17 285 327
AstraZeneca plc 6.450% 9/15/37 2,205 2,769
Avon Products Inc. 2.375% 3/15/16 300 305
Avon Products Inc. 4.600% 3/15/20 50 51
Avon Products Inc. 5.000% 3/15/23 150 150
Avon Products Inc. 6.950% 3/15/43 350 351
Baptist Health South Florida Obligated Group        
Revenue 4.590% 8/15/21 100 107
Baxter International Inc. 4.625% 3/15/15 250 260
Baxter International Inc. 5.900% 9/1/16 150 168

 

 

Baxter International Inc. 1.850% 1/15/17 150 153
Baxter International Inc. 2.400% 8/15/22 200 185
Baxter International Inc. 6.250% 12/1/37 100 125
Baxter International Inc. 3.650% 8/15/42 150 130
Baxter International Inc. 4.500% 6/15/43 575 568
Beam Inc. 5.375% 1/15/16 4 4
Beam Inc. 1.750% 6/15/18 50 49
Beam Inc. 3.250% 5/15/22 25 24
Beam Inc. 3.250% 6/15/23 50 48
Becton Dickinson & Co. 1.750% 11/8/16 60 61
Becton Dickinson & Co. 5.000% 5/15/19 50 56
Becton Dickinson & Co. 3.250% 11/12/20 875 896
Becton Dickinson & Co. 3.125% 11/8/21 440 445
Boston Scientific Corp. 6.250% 11/15/15 600 651
Boston Scientific Corp. 2.650% 10/1/18 1,750 1,763
Boston Scientific Corp. 6.000% 1/15/20 450 518
Boston Scientific Corp. 4.125% 10/1/23 625 634
Boston Scientific Corp. 7.000% 11/15/35 75 94
Boston Scientific Corp. 7.375% 1/15/40 150 198
Bottling Group LLC 5.500% 4/1/16 1,275 1,394
Bottling Group LLC 5.125% 1/15/19 525 596
Bristol-Myers Squibb Co. 1.750% 3/1/19 175 172
Bristol-Myers Squibb Co. 2.000% 8/1/22 575 524
Bristol-Myers Squibb Co. 3.250% 11/1/23 250 247
Bristol-Myers Squibb Co. 5.875% 11/15/36 642 770
Bristol-Myers Squibb Co. 6.125% 5/1/38 165 205
Bristol-Myers Squibb Co. 3.250% 8/1/42 225 183
Bristol-Myers Squibb Co. 4.500% 3/1/44 425 426
Brown-Forman Corp. 1.000% 1/15/18 350 342
Brown-Forman Corp. 2.250% 1/15/23 100 92
Brown-Forman Corp. 3.750% 1/15/43 150 134
Bunge Ltd. Finance Corp. 4.100% 3/15/16 300 317
Bunge Ltd. Finance Corp. 3.200% 6/15/17 250 260
Bunge Ltd. Finance Corp. 8.500% 6/15/19 775 953
Campbell Soup Co. 3.050% 7/15/17 50 52
Campbell Soup Co. 4.250% 4/15/21 250 267
Campbell Soup Co. 3.800% 8/2/42 200 171
Cardinal Health Inc. 4.000% 6/15/15 100 104
Cardinal Health Inc. 1.700% 3/15/18 150 149
Cardinal Health Inc. 4.625% 12/15/20 515 561
Cardinal Health Inc. 3.200% 3/15/23 275 267
Cardinal Health Inc. 4.600% 3/15/43 175 172
CareFusion Corp. 6.375% 8/1/19 240 274
Catholic Health Initiatives Colorado GO 1.600% 11/1/17 200 197
4 Catholic Health Initiatives Colorado GO 4.350% 11/1/42 650 596
Celgene Corp. 2.450% 10/15/15 75 77
Celgene Corp. 1.900% 8/15/17 250 252
Celgene Corp. 2.300% 8/15/18 600 602
Celgene Corp. 3.950% 10/15/20 50 52
Celgene Corp. 3.250% 8/15/22 500 489
Celgene Corp. 4.000% 8/15/23 400 407
Celgene Corp. 5.700% 10/15/40 75 84
Celgene Corp. 5.250% 8/15/43 250 265
Church & Dwight Co. Inc. 3.350% 12/15/15 100 104
Clorox Co. 3.550% 11/1/15 325 339
Clorox Co. 3.800% 11/15/21 175 180
Coca-Cola Co. 0.750% 3/13/15 525 527

 

 

Coca-Cola Co. 1.500% 11/15/15 920 936
Coca-Cola Co. 5.350% 11/15/17 800 915
Coca-Cola Co. 1.650% 11/1/18 425 422
Coca-Cola Co. 4.875% 3/15/19 725 819
Coca-Cola Co. 2.450% 11/1/20 750 740
Coca-Cola Co. 3.150% 11/15/20 1,052 1,080
Coca-Cola Co. 3.300% 9/1/21 1,210 1,239
Coca-Cola Co. 3.200% 11/1/23 1,650 1,628
Coca-Cola Enterprises Inc. 2.125% 9/15/15 205 209
Coca-Cola Enterprises Inc. 3.500% 9/15/20 600 615
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 100 109
Coca-Cola Femsa SAB de CV 3.875% 11/26/23 1,200 1,202
Coca-Cola Femsa SAB de CV 5.250% 11/26/43 1,300 1,385
Coca-Cola HBC Finance BV 5.500% 9/17/15 600 635
Colgate-Palmolive Co. 1.300% 1/15/17 525 530
Colgate-Palmolive Co. 1.750% 3/15/19 450 445
Colgate-Palmolive Co. 2.450% 11/15/21 165 161
Colgate-Palmolive Co. 2.100% 5/1/23 275 250
Colgate-Palmolive Co. 3.250% 3/15/24 375 371
ConAgra Foods Inc. 1.900% 1/25/18 600 595
ConAgra Foods Inc. 3.250% 9/15/22 1,500 1,448
ConAgra Foods Inc. 3.200% 1/25/23 2,000 1,912
ConAgra Foods Inc. 7.125% 10/1/26 450 553
ConAgra Foods Inc. 7.000% 10/1/28 100 122
ConAgra Foods Inc. 4.650% 1/25/43 150 145
Covidien International Finance SA 1.350% 5/29/15 175 176
Covidien International Finance SA 6.000% 10/15/17 905 1,040
Covidien International Finance SA 3.200% 6/15/22 1,500 1,482
Covidien International Finance SA 6.550% 10/15/37 630 813
CR Bard Inc. 1.375% 1/15/18 1,825 1,794
CR Bard Inc. 4.400% 1/15/21 165 178
Delhaize Group SA 6.500% 6/15/17 165 187
Delhaize Group SA 5.700% 10/1/40 1,900 1,938
Diageo Capital plc 1.500% 5/11/17 2,600 2,609
Diageo Capital plc 5.750% 10/23/17 690 791
Diageo Capital plc 2.625% 4/29/23 2,000 1,859
Diageo Finance BV 5.300% 10/28/15 625 671
Diageo Investment Corp. 2.875% 5/11/22 300 291
Diageo Investment Corp. 4.250% 5/11/42 150 146
Dignity Health California GO 3.125% 11/1/22 150 138
Dignity Health California GO 4.500% 11/1/42 450 399
Dr Pepper Snapple Group Inc. 2.900% 1/15/16 1,205 1,251
Dr Pepper Snapple Group Inc. 6.820% 5/1/18 925 1,091
Dr Pepper Snapple Group Inc. 2.600% 1/15/19 40 40
Dr Pepper Snapple Group Inc. 2.000% 1/15/20 500 480
Edwards Lifesciences Corp. 2.875% 10/15/18 125 126
Eli Lilly & Co. 5.200% 3/15/17 425 476
Eli Lilly & Co. 1.950% 3/15/19 650 645
Eli Lilly & Co. 5.500% 3/15/27 625 728
Eli Lilly & Co. 5.950% 11/15/37 165 200
Eli Lilly & Co. 4.650% 6/15/44 750 773
Energizer Holdings Inc. 4.700% 5/19/21 150 157
Energizer Holdings Inc. 4.700% 5/24/22 400 412
Estee Lauder Cos. Inc. 2.350% 8/15/22 225 211
Estee Lauder Cos. Inc. 3.700% 8/15/42 4,025 3,549
Express Scripts Holding Co. 2.650% 2/15/17 2,100 2,176
Express Scripts Holding Co. 4.750% 11/15/21 650 706

 

 

Express Scripts Holding Co. 3.900% 2/15/22 2,775 2,844
Express Scripts Holding Co. 6.125% 11/15/41 550 651
Flowers Foods Inc. 4.375% 4/1/22 175 180
Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 325 286
Genentech Inc. 4.750% 7/15/15 800 842
Genentech Inc. 5.250% 7/15/35 1,125 1,264
General Mills Inc. 5.700% 2/15/17 575 646
General Mills Inc. 5.650% 2/15/19 2,100 2,418
General Mills Inc. 3.150% 12/15/21 425 428
General Mills Inc. 3.650% 2/15/24 525 527
General Mills Inc. 5.400% 6/15/40 245 275
Gilead Sciences Inc. 2.400% 12/1/14 300 304
Gilead Sciences Inc. 3.050% 12/1/16 25 26
Gilead Sciences Inc. 2.050% 4/1/19 1,200 1,189
Gilead Sciences Inc. 4.500% 4/1/21 300 328
Gilead Sciences Inc. 4.400% 12/1/21 800 866
Gilead Sciences Inc. 3.700% 4/1/24 1,500 1,503
Gilead Sciences Inc. 5.650% 12/1/41 250 287
Gilead Sciences Inc. 4.800% 4/1/44 1,000 1,025
GlaxoSmithKline Capital Inc. 0.700% 3/18/16 225 225
GlaxoSmithKline Capital Inc. 5.650% 5/15/18 2,895 3,326
GlaxoSmithKline Capital Inc. 2.800% 3/18/23 75 72
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 300 344
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 2,145 2,742
GlaxoSmithKline Capital Inc. 4.200% 3/18/43 300 291
GlaxoSmithKline Capital plc 1.500% 5/8/17 1,875 1,888
GlaxoSmithKline Capital plc 2.850% 5/8/22 200 195
Hasbro Inc. 6.300% 9/15/17 550 628
Hasbro Inc. 6.350% 3/15/40 1,000 1,138
Hershey Co. 5.450% 9/1/16 150 167
Hershey Co. 1.500% 11/1/16 200 204
Hershey Co. 4.125% 12/1/20 190 207
Hormel Foods Corp. 4.125% 4/15/21 75 80
Ingredion Inc. 3.200% 11/1/15 25 26
Ingredion Inc. 4.625% 11/1/20 50 53
Ingredion Inc. 6.625% 4/15/37 75 89
International Flavors & Fragrances Inc. 3.200% 5/1/23 50 48
JM Smucker Co. 3.500% 10/15/21 130 133
Johnson & Johnson 2.150% 5/15/16 500 517
Johnson & Johnson 5.150% 7/15/18 125 143
Johnson & Johnson 1.650% 12/5/18 275 274
Johnson & Johnson 6.730% 11/15/23 245 314
Johnson & Johnson 3.375% 12/5/23 250 256
Johnson & Johnson 6.950% 9/1/29 975 1,317
Johnson & Johnson 4.950% 5/15/33 550 620
Johnson & Johnson 4.375% 12/5/33 250 262
Johnson & Johnson 5.950% 8/15/37 245 304
Johnson & Johnson 5.850% 7/15/38 325 398
Johnson & Johnson 4.500% 12/5/43 200 208
Kaiser Foundation Hospitals 3.500% 4/1/22 100 98
Kaiser Foundation Hospitals 4.875% 4/1/42 200 211
Kellogg Co. 1.125% 5/15/15 200 201
Kellogg Co. 1.875% 11/17/16 1,275 1,300
Kellogg Co. 1.750% 5/17/17 100 101
Kellogg Co. 3.250% 5/21/18 875 915
Kellogg Co. 4.150% 11/15/19 250 271
Kellogg Co. 4.000% 12/15/20 370 390

 

 

Kellogg Co. 7.450% 4/1/31 650 857
Kimberly-Clark Corp. 4.875% 8/15/15 650 689
Kimberly-Clark Corp. 6.125% 8/1/17 200 232
Kimberly-Clark Corp. 3.625% 8/1/20 250 264
Kimberly-Clark Corp. 3.875% 3/1/21 560 597
Kimberly-Clark Corp. 2.400% 6/1/23 150 139
Kimberly-Clark Corp. 5.300% 3/1/41 725 829
Kimberly-Clark Corp. 3.700% 6/1/43 175 156
Koninklijke Philips NV 5.750% 3/11/18 750 857
Koninklijke Philips NV 3.750% 3/15/22 2,825 2,909
Koninklijke Philips NV 6.875% 3/11/38 405 527
Koninklijke Philips NV 5.000% 3/15/42 585 621
Kraft Foods Group Inc. 1.625% 6/4/15 200 202
Kraft Foods Group Inc. 2.250% 6/5/17 500 513
Kraft Foods Group Inc. 6.125% 8/23/18 1,160 1,353
Kraft Foods Group Inc. 5.375% 2/10/20 78 89
Kraft Foods Group Inc. 3.500% 6/6/22 300 302
Kraft Foods Group Inc. 6.875% 1/26/39 975 1,264
Kraft Foods Group Inc. 5.000% 6/4/42 900 940
Kroger Co. 4.950% 1/15/15 500 517
Kroger Co. 3.900% 10/1/15 350 366
Kroger Co. 2.200% 1/15/17 525 537
Kroger Co. 6.400% 8/15/17 165 190
Kroger Co. 2.300% 1/15/19 650 644
Kroger Co. 6.150% 1/15/20 410 478
Kroger Co. 3.300% 1/15/21 200 199
Kroger Co. 3.850% 8/1/23 325 323
Kroger Co. 4.000% 2/1/24 400 403
Kroger Co. 8.000% 9/15/29 750 977
Kroger Co. 5.150% 8/1/43 350 359
Laboratory Corp. of America Holdings 5.625% 12/15/15 325 350
Laboratory Corp. of America Holdings 3.750% 8/23/22 225 223
Life Technologies Corp. 4.400% 3/1/15 225 233
Life Technologies Corp. 3.500% 1/15/16 50 52
Life Technologies Corp. 6.000% 3/1/20 610 703
Life Technologies Corp. 5.000% 1/15/21 1,100 1,214
Lorillard Tobacco Co. 3.500% 8/4/16 75 79
Lorillard Tobacco Co. 2.300% 8/21/17 2,125 2,172
Lorillard Tobacco Co. 8.125% 6/23/19 450 557
Lorillard Tobacco Co. 8.125% 5/1/40 1,000 1,284
Lorillard Tobacco Co. 7.000% 8/4/41 75 86
Mattel Inc. 1.700% 3/15/18 125 123
Mattel Inc. 3.150% 3/15/23 75 72
Mattel Inc. 5.450% 11/1/41 130 137
4 Mayo Clinic 3.774% 11/15/43 750 668
4 Mayo Clinic 4.000% 11/15/47 300 275
McCormick & Co. Inc. 3.900% 7/15/21 100 106
McCormick & Co. Inc. 3.500% 9/1/23 125 126
McKesson Corp. 0.950% 12/4/15 1,450 1,454
McKesson Corp. 3.250% 3/1/16 1,175 1,227
McKesson Corp. 7.500% 2/15/19 375 456
McKesson Corp. 2.284% 3/15/19 700 695
McKesson Corp. 4.750% 3/1/21 485 527
McKesson Corp. 6.000% 3/1/41 625 733
Mead Johnson Nutrition Co. 4.900% 11/1/19 625 685
Mead Johnson Nutrition Co. 5.900% 11/1/39 390 448
Medco Health Solutions Inc. 2.750% 9/15/15 50 51

 

 

Medco Health Solutions Inc. 7.125% 3/15/18 805 954
Medco Health Solutions Inc. 4.125% 9/15/20 410 432
Medtronic Inc. 3.000% 3/15/15 630 646
Medtronic Inc. 4.750% 9/15/15 550 584
Medtronic Inc. 1.375% 4/1/18 1,075 1,062
Medtronic Inc. 4.450% 3/15/20 175 193
Medtronic Inc. 4.125% 3/15/21 410 442
Medtronic Inc. 2.750% 4/1/23 800 759
Medtronic Inc. 3.625% 3/15/24 1,650 1,664
Medtronic Inc. 5.550% 3/15/40 75 86
Medtronic Inc. 4.500% 3/15/42 75 76
Medtronic Inc. 4.000% 4/1/43 275 255
Memorial Sloan-Kettering Cancer Center New        
York GO 5.000% 7/1/42 100 106
Memorial Sloan-Kettering Cancer Center New        
York GO 4.125% 7/1/52 450 402
Merck & Co. Inc. 6.000% 9/15/17 1,075 1,243
Merck & Co. Inc. 1.100% 1/31/18 175 172
Merck & Co. Inc. 3.875% 1/15/21 625 668
Merck & Co. Inc. 2.400% 9/15/22 600 563
Merck & Co. Inc. 2.800% 5/18/23 3,825 3,654
Merck & Co. Inc. 6.550% 9/15/37 1,260 1,637
Merck & Co. Inc. 3.600% 9/15/42 150 131
Merck & Co. Inc. 4.150% 5/18/43 275 266
Merck Sharp & Dohme Corp. 4.750% 3/1/15 275 286
Merck Sharp & Dohme Corp. 4.000% 6/30/15 760 793
Merck Sharp & Dohme Corp. 5.000% 6/30/19 280 318
Merck Sharp & Dohme Corp. 6.400% 3/1/28 225 281
Merck Sharp & Dohme Corp. 5.950% 12/1/28 250 304
Merck Sharp & Dohme Corp. 5.850% 6/30/39 100 121
Molson Coors Brewing Co. 2.000% 5/1/17 125 127
Molson Coors Brewing Co. 3.500% 5/1/22 75 75
Molson Coors Brewing Co. 5.000% 5/1/42 275 288
Mondelez International Inc. 4.125% 2/9/16 1,835 1,942
Mondelez International Inc. 6.500% 8/11/17 350 403
Mondelez International Inc. 6.125% 2/1/18 285 328
Mondelez International Inc. 5.375% 2/10/20 332 375
Mondelez International Inc. 6.500% 11/1/31 875 1,064
Mondelez International Inc. 6.875% 2/1/38 700 902
Mondelez International Inc. 6.875% 1/26/39 250 322
Mondelez International Inc. 6.500% 2/9/40 1,130 1,425
Mylan Inc. 1.800% 6/24/16 100 101
Mylan Inc. 1.350% 11/29/16 200 201
Mylan Inc. 2.600% 6/24/18 175 177
Mylan Inc. 2.550% 3/28/19 425 422
Mylan Inc. 4.200% 11/29/23 3,325 3,348
Mylan Inc. 5.400% 11/29/43 275 286
Newell Rubbermaid Inc. 2.050% 12/1/17 775 777
Novant Health Inc. 5.850% 11/1/19 300 347
Novant Health Inc. 4.371% 11/1/43 475 436
Novartis Capital Corp. 2.900% 4/24/15 655 673
Novartis Capital Corp. 4.400% 4/24/20 225 247
Novartis Capital Corp. 2.400% 9/21/22 3,000 2,838
Novartis Capital Corp. 4.400% 5/6/44 1,400 1,415
Novartis Securities Investment Ltd. 5.125% 2/10/19 2,285 2,597
Partners Healthcare System Massachusetts        
GO 3.443% 7/1/21 200 207

 

 

PepsiAmericas Inc. 5.000% 5/15/17 450 502
PepsiCo Inc. 2.500% 5/10/16 410 425
PepsiCo Inc. 1.250% 8/13/17 500 500
PepsiCo Inc. 5.000% 6/1/18 775 871
PepsiCo Inc. 7.900% 11/1/18 1,725 2,162
PepsiCo Inc. 2.250% 1/7/19 375 378
PepsiCo Inc. 3.000% 8/25/21 1,070 1,074
PepsiCo Inc. 2.750% 3/5/22 2,725 2,639
PepsiCo Inc. 3.600% 3/1/24 600 603
PepsiCo Inc. 4.875% 11/1/40 165 174
PepsiCo Inc. 3.600% 8/13/42 1,000 863
PerkinElmer Inc. 5.000% 11/15/21 165 176
7 Perrigo Co. plc 1.300% 11/8/16 600 598
7 Perrigo Co. plc 2.300% 11/8/18 650 644
7 Perrigo Co. plc 4.000% 11/15/23 450 451
7 Perrigo Co. plc 5.300% 11/15/43 125 130
Pfizer Inc. 5.350% 3/15/15 1,495 1,564
Pfizer Inc. 6.200% 3/15/19 2,535 2,999
Pfizer Inc. 3.000% 6/15/23 450 439
Pfizer Inc. 7.200% 3/15/39 410 568
Pfizer Inc. 4.300% 6/15/43 2,000 1,978
Philip Morris International Inc. 1.625% 3/20/17 200 202
Philip Morris International Inc. 1.125% 8/21/17 75 74
Philip Morris International Inc. 5.650% 5/16/18 2,935 3,367
Philip Morris International Inc. 4.125% 5/17/21 370 399
Philip Morris International Inc. 2.625% 3/6/23 1,300 1,215
Philip Morris International Inc. 6.375% 5/16/38 825 1,014
Philip Morris International Inc. 4.375% 11/15/41 1,595 1,530
Philip Morris International Inc. 4.500% 3/20/42 425 413
Philip Morris International Inc. 3.875% 8/21/42 75 66
Philip Morris International Inc. 4.125% 3/4/43 300 276
4 Procter & Gamble - Esop 9.360% 1/1/21 736 926
Procter & Gamble Co. 3.500% 2/15/15 525 539
Procter & Gamble Co. 1.450% 8/15/16 2,800 2,850
Procter & Gamble Co. 4.700% 2/15/19 485 546
Procter & Gamble Co. 6.450% 1/15/26 600 765
Procter & Gamble Co. 5.550% 3/5/37 980 1,164
Quest Diagnostics Inc. 5.450% 11/1/15 250 268
Quest Diagnostics Inc. 2.700% 4/1/19 650 647
Quest Diagnostics Inc. 4.750% 1/30/20 300 322
Quest Diagnostics Inc. 4.700% 4/1/21 465 494
Quest Diagnostics Inc. 4.250% 4/1/24 300 299
Reynolds American Inc. 1.050% 10/30/15 250 250
Reynolds American Inc. 6.750% 6/15/17 100 115
Reynolds American Inc. 7.750% 6/1/18 500 601
Reynolds American Inc. 3.250% 11/1/22 150 141
Reynolds American Inc. 4.850% 9/15/23 75 79
Reynolds American Inc. 4.750% 11/1/42 650 607
Reynolds American Inc. 6.150% 9/15/43 100 113
Safeway Inc. 3.400% 12/1/16 50 53
Safeway Inc. 3.950% 8/15/20 1,255 1,272
Safeway Inc. 4.750% 12/1/21 25 26
Safeway Inc. 7.250% 2/1/31 50 47
Sanofi 2.625% 3/29/16 1,400 1,456
Sanofi 1.250% 4/10/18 650 638
Sanofi 4.000% 3/29/21 1,110 1,192
St. Jude Medical Inc. 3.250% 4/15/23 700 677

 

 

St. Jude Medical Inc. 4.750% 4/15/43 1,200 1,199
Stryker Corp. 3.000% 1/15/15 100 102
Stryker Corp. 2.000% 9/30/16 315 324
Stryker Corp. 4.375% 1/15/20 100 109
Sysco Corp. 5.250% 2/12/18 500 559
Sysco Corp. 5.375% 9/21/35 500 556
Teva Pharmaceutical Finance Co. BV 2.400% 11/10/16 390 403
Teva Pharmaceutical Finance Co. BV 3.650% 11/10/21 435 436
Teva Pharmaceutical Finance Co. BV 2.950% 12/18/22 3,375 3,135
Teva Pharmaceutical Finance II BV / Teva        
Pharmaceutical Finance III LLC 3.000% 6/15/15 225 231
Teva Pharmaceutical Finance IV BV 3.650% 11/10/21 590 593
Teva Pharmaceutical Finance IV LLC 2.250% 3/18/20 150 143
Thermo Fisher Scientific Inc. 3.200% 5/1/15 400 411
Thermo Fisher Scientific Inc. 2.250% 8/15/16 1,480 1,521
Thermo Fisher Scientific Inc. 4.500% 3/1/21 500 537
Thermo Fisher Scientific Inc. 3.150% 1/15/23 1,375 1,322
Tupperware Brands Corp. 4.750% 6/1/21 175 184
Tyson Foods Inc. 4.500% 6/15/22 2,475 2,586
Unilever Capital Corp. 2.750% 2/10/16 500 520
Unilever Capital Corp. 0.850% 8/2/17 2,200 2,159
Unilever Capital Corp. 2.200% 3/6/19 150 150
Unilever Capital Corp. 4.250% 2/10/21 805 879
UST LLC 5.750% 3/1/18 1,175 1,341
Whirlpool Corp. 4.700% 6/1/22 1,325 1,412
Whirlpool Corp. 4.000% 3/1/24 950 954
Whirlpool Corp. 5.150% 3/1/43 150 154
Wyeth LLC 5.500% 2/15/16 410 447
Wyeth LLC 6.450% 2/1/24 1,705 2,099
Wyeth LLC 6.500% 2/1/34 500 640
Wyeth LLC 6.000% 2/15/36 1,225 1,499
Wyeth LLC 5.950% 4/1/37 460 557
Zimmer Holdings Inc. 1.400% 11/30/14 25 25
Zimmer Holdings Inc. 4.625% 11/30/19 205 228
Zimmer Holdings Inc. 3.375% 11/30/21 25 25
Zimmer Holdings Inc. 5.750% 11/30/39 400 470
Zoetis Inc. 1.150% 2/1/16 100 100
Zoetis Inc. 1.875% 2/1/18 75 75
Zoetis Inc. 3.250% 2/1/23 2,000 1,937
Zoetis Inc. 4.700% 2/1/43 150 149
 
Energy (0.8%)        
Alberta Energy Co. Ltd. 7.375% 11/1/31 750 914
Anadarko Finance Co. 7.500% 5/1/31 500 639
Anadarko Petroleum Corp. 5.950% 9/15/16 745 829
Anadarko Petroleum Corp. 6.375% 9/15/17 275 315
Anadarko Petroleum Corp. 8.700% 3/15/19 1,000 1,270
Anadarko Petroleum Corp. 6.950% 6/15/19 50 60
Anadarko Petroleum Corp. 6.450% 9/15/36 1,000 1,183
Anadarko Petroleum Corp. 7.950% 6/15/39 125 172
Anadarko Petroleum Corp. 6.200% 3/15/40 750 870
Apache Corp. 5.625% 1/15/17 75 84
Apache Corp. 1.750% 4/15/17 300 304
Apache Corp. 6.900% 9/15/18 500 600
Apache Corp. 3.625% 2/1/21 965 1,015
Apache Corp. 3.250% 4/15/22 862 869
Apache Corp. 6.000% 1/15/37 725 855

 

 

Apache Corp. 5.100% 9/1/40 850 896
Apache Corp. 5.250% 2/1/42 475 513
Apache Corp. 4.750% 4/15/43 900 906
Apache Finance Canada Corp. 7.750% 12/15/29 225 310
Baker Hughes Inc. 7.500% 11/15/18 425 524
Baker Hughes Inc. 3.200% 8/15/21 205 208
Baker Hughes Inc. 6.875% 1/15/29 400 525
Baker Hughes Inc. 5.125% 9/15/40 795 877
BJ Services Co. 6.000% 6/1/18 400 459
BP Capital Markets plc 3.125% 10/1/15 800 831
BP Capital Markets plc 3.200% 3/11/16 1,830 1,918
BP Capital Markets plc 1.846% 5/5/17 1,375 1,397
BP Capital Markets plc 1.375% 11/6/17 975 972
BP Capital Markets plc 1.375% 5/10/18 750 733
BP Capital Markets plc 2.241% 9/26/18 900 907
BP Capital Markets plc 4.750% 3/10/19 600 668
BP Capital Markets plc 2.237% 5/10/19 125 124
BP Capital Markets plc 4.500% 10/1/20 950 1,034
BP Capital Markets plc 4.742% 3/11/21 3,260 3,609
BP Capital Markets plc 3.561% 11/1/21 1,050 1,080
BP Capital Markets plc 3.245% 5/6/22 50 50
BP Capital Markets plc 2.500% 11/6/22 325 303
BP Capital Markets plc 2.750% 5/10/23 1,050 985
BP Capital Markets plc 3.994% 9/26/23 350 360
BP Capital Markets plc 3.814% 2/10/24 150 151
Burlington Resources Finance Co. 7.400% 12/1/31 600 828
Cameron International Corp. 1.600% 4/30/15 350 354
Cameron International Corp. 3.600% 4/30/22 775 772
Canadian Natural Resources Ltd. 5.700% 5/15/17 615 693
Canadian Natural Resources Ltd. 3.450% 11/15/21 125 126
Canadian Natural Resources Ltd. 3.800% 4/15/24 350 351
Canadian Natural Resources Ltd. 7.200% 1/15/32 500 634
Canadian Natural Resources Ltd. 6.450% 6/30/33 400 479
Canadian Natural Resources Ltd. 6.500% 2/15/37 425 518
Canadian Natural Resources Ltd. 6.250% 3/15/38 750 898
Cenovus Energy Inc. 3.000% 8/15/22 100 96
Cenovus Energy Inc. 3.800% 9/15/23 1,000 995
Cenovus Energy Inc. 6.750% 11/15/39 825 1,024
Cenovus Energy Inc. 4.450% 9/15/42 325 309
Cenovus Energy Inc. 5.200% 9/15/43 200 209
Chevron Corp. 0.889% 6/24/16 400 402
Chevron Corp. 1.718% 6/24/18 1,250 1,248
Chevron Corp. 4.950% 3/3/19 475 539
Chevron Corp. 2.355% 12/5/22 1,825 1,713
Chevron Corp. 3.191% 6/24/23 425 421
ConocoPhillips 5.200% 5/15/18 425 480
ConocoPhillips 5.750% 2/1/19 1,985 2,315
ConocoPhillips 6.000% 1/15/20 180 213
ConocoPhillips 5.900% 10/15/32 150 180
ConocoPhillips 5.900% 5/15/38 305 376
ConocoPhillips 6.500% 2/1/39 1,160 1,527
ConocoPhillips Canada Funding Co. I 5.625% 10/15/16 275 308
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 400 490
ConocoPhillips Co. 2.400% 12/15/22 125 117
ConocoPhillips Holding Co. 6.950% 4/15/29 275 367
Continental Resources Inc. 5.000% 9/15/22 1,100 1,154
Continental Resources Inc. 4.500% 4/15/23 950 986

 

 

Devon Energy Corp. 2.400% 7/15/16 100 103
Devon Energy Corp. 6.300% 1/15/19 1,500 1,759
Devon Energy Corp. 4.000% 7/15/21 975 1,021
Devon Energy Corp. 7.950% 4/15/32 25 34
Devon Energy Corp. 5.600% 7/15/41 1,310 1,456
Devon Financing Co. LLC 7.875% 9/30/31 425 578
Diamond Offshore Drilling Inc. 4.875% 7/1/15 100 105
Diamond Offshore Drilling Inc. 5.875% 5/1/19 575 668
Diamond Offshore Drilling Inc. 3.450% 11/1/23 125 122
Diamond Offshore Drilling Inc. 5.700% 10/15/39 225 246
Diamond Offshore Drilling Inc. 4.875% 11/1/43 425 414
Encana Corp. 3.900% 11/15/21 890 914
Encana Corp. 7.200% 11/1/31 625 754
Encana Corp. 6.500% 2/1/38 500 604
Encana Corp. 5.150% 11/15/41 50 50
Energen Corp. 4.625% 9/1/21 225 223
EOG Resources Inc. 5.625% 6/1/19 1,425 1,648
EOG Resources Inc. 4.100% 2/1/21 150 162
EOG Resources Inc. 2.625% 3/15/23 700 660
EQT Corp. 8.125% 6/1/19 400 488
FMC Technologies Inc. 2.000% 10/1/17 200 200
FMC Technologies Inc. 3.450% 10/1/22 125 119
Halliburton Co. 2.000% 8/1/18 400 401
Halliburton Co. 5.900% 9/15/18 25 29
Halliburton Co. 3.250% 11/15/21 40 41
Halliburton Co. 3.500% 8/1/23 950 951
Halliburton Co. 6.700% 9/15/38 580 753
Halliburton Co. 7.450% 9/15/39 450 632
Halliburton Co. 4.500% 11/15/41 730 729
Halliburton Co. 4.750% 8/1/43 350 363
Hess Corp. 8.125% 2/15/19 1,395 1,747
Hess Corp. 7.875% 10/1/29 150 198
Hess Corp. 7.125% 3/15/33 375 472
Hess Corp. 6.000% 1/15/40 225 256
Hess Corp. 5.600% 2/15/41 925 1,009
Husky Energy Inc. 7.250% 12/15/19 505 619
Husky Energy Inc. 3.950% 4/15/22 775 798
Husky Energy Inc. 6.800% 9/15/37 100 127
Kerr-McGee Corp. 6.950% 7/1/24 1,000 1,213
Kerr-McGee Corp. 7.875% 9/15/31 150 195
Marathon Oil Corp. 0.900% 11/1/15 400 401
Marathon Oil Corp. 6.000% 10/1/17 100 114
Marathon Oil Corp. 5.900% 3/15/18 225 257
Marathon Oil Corp. 2.800% 11/1/22 2,000 1,881
Marathon Oil Corp. 6.800% 3/15/32 1,080 1,337
Marathon Petroleum Corp. 5.125% 3/1/21 750 837
Marathon Petroleum Corp. 6.500% 3/1/41 150 182
Murphy Oil Corp. 2.500% 12/1/17 575 584
Murphy Oil Corp. 3.700% 12/1/22 150 146
Murphy Oil Corp. 5.125% 12/1/42 275 256
7 Nabors Industries Inc. 2.350% 9/15/16 125 128
Nabors Industries Inc. 6.150% 2/15/18 870 983
Nabors Industries Inc. 9.250% 1/15/19 125 156
Nabors Industries Inc. 5.000% 9/15/20 100 107
7 Nabors Industries Inc. 5.100% 9/15/23 425 442
National Oilwell Varco Inc. 1.350% 12/1/17 300 297
National Oilwell Varco Inc. 2.600% 12/1/22 3,075 2,911

 

 

National Oilwell Varco Inc. 3.950% 12/1/42 400 372
Noble Energy Inc. 8.250% 3/1/19 1,690 2,109
Noble Energy Inc. 4.150% 12/15/21 875 921
Noble Energy Inc. 6.000% 3/1/41 900 1,029
Noble Energy Inc. 5.250% 11/15/43 450 470
Noble Holding International Ltd. 3.450% 8/1/15 75 78
Noble Holding International Ltd. 3.050% 3/1/16 310 320
Noble Holding International Ltd. 2.500% 3/15/17 225 228
Noble Holding International Ltd. 4.900% 8/1/20 250 268
Noble Holding International Ltd. 3.950% 3/15/22 100 99
Noble Holding International Ltd. 6.200% 8/1/40 200 219
Noble Holding International Ltd. 6.050% 3/1/41 300 324
Noble Holding International Ltd. 5.250% 3/15/42 225 220
Occidental Petroleum Corp. 2.500% 2/1/16 1,220 1,261
Occidental Petroleum Corp. 4.125% 6/1/16 1,493 1,598
Occidental Petroleum Corp. 1.750% 2/15/17 225 228
Occidental Petroleum Corp. 4.100% 2/1/21 1,700 1,830
Occidental Petroleum Corp. 3.125% 2/15/22 750 745
Petro-Canada 6.050% 5/15/18 1,350 1,557
Petro-Canada 7.875% 6/15/26 100 133
Petro-Canada 5.350% 7/15/33 450 486
Petro-Canada 5.950% 5/15/35 500 578
Petro-Canada 6.800% 5/15/38 250 314
Petrohawk Energy Corp. 7.250% 8/15/18 1,000 1,060
Petrohawk Energy Corp. 6.250% 6/1/19 1,500 1,635
Phillips 66 2.950% 5/1/17 1,550 1,619
Phillips 66 4.300% 4/1/22 4,000 4,226
Phillips 66 5.875% 5/1/42 425 491
Pioneer Natural Resources Co. 6.875% 5/1/18 225 264
Pioneer Natural Resources Co. 3.950% 7/15/22 1,075 1,098
Pride International Inc. 6.875% 8/15/20 1,400 1,673
Pride International Inc. 7.875% 8/15/40 375 534
Rowan Cos. Inc. 7.875% 8/1/19 125 151
Rowan Cos. Inc. 4.875% 6/1/22 750 778
Rowan Cos. Inc. 4.750% 1/15/24 125 127
Rowan Cos. Inc. 5.400% 12/1/42 500 477
Rowan Cos. Inc. 5.850% 1/15/44 225 228
Schlumberger Investment SA 3.650% 12/1/23 2,550 2,587
Shell International Finance BV 3.250% 9/22/15 200 208
Shell International Finance BV 0.625% 12/4/15 275 275
Shell International Finance BV 5.200% 3/22/17 300 335
Shell International Finance BV 1.125% 8/21/17 700 696
Shell International Finance BV 1.900% 8/10/18 400 401
Shell International Finance BV 2.000% 11/15/18 1,050 1,052
Shell International Finance BV 4.300% 9/22/19 3,000 3,314
Shell International Finance BV 2.375% 8/21/22 1,025 963
Shell International Finance BV 2.250% 1/6/23 175 162
Shell International Finance BV 3.400% 8/12/23 400 401
Shell International Finance BV 6.375% 12/15/38 820 1,054
Shell International Finance BV 5.500% 3/25/40 750 875
Shell International Finance BV 3.625% 8/21/42 450 400
Shell International Finance BV 4.550% 8/12/43 1,000 1,032
Southwestern Energy Co. 4.100% 3/15/22 875 898
Suncor Energy Inc. 6.100% 6/1/18 100 116
Suncor Energy Inc. 6.500% 6/15/38 1,820 2,258
Suncor Energy Inc. 6.850% 6/1/39 610 790
Talisman Energy Inc. 5.125% 5/15/15 100 105

 

 

Talisman Energy Inc. 7.750% 6/1/19 990 1,197
Talisman Energy Inc. 3.750% 2/1/21 2,350 2,334
Talisman Energy Inc. 6.250% 2/1/38 500 539
Tosco Corp. 8.125% 2/15/30 1,150 1,659
Total Capital Canada Ltd. 1.450% 1/15/18 1,225 1,217
Total Capital Canada Ltd. 2.750% 7/15/23 425 402
Total Capital International SA 1.000% 8/12/16 300 301
Total Capital International SA 2.875% 2/17/22 1,400 1,371
Total Capital International SA 2.700% 1/25/23 1,700 1,605
Total Capital International SA 3.700% 1/15/24 275 280
Total Capital International SA 3.750% 4/10/24 750 766
Total Capital SA 3.000% 6/24/15 575 593
Total Capital SA 2.300% 3/15/16 1,060 1,094
Total Capital SA 2.125% 8/10/18 850 859
Total Capital SA 4.450% 6/24/20 425 468
Total Capital SA 4.125% 1/28/21 512 551
Transocean Inc. 4.950% 11/15/15 625 664
Transocean Inc. 5.050% 12/15/16 1,400 1,525
Transocean Inc. 2.500% 10/15/17 100 101
Transocean Inc. 6.000% 3/15/18 925 1,029
Transocean Inc. 6.500% 11/15/20 345 388
Transocean Inc. 6.375% 12/15/21 175 197
Transocean Inc. 3.800% 10/15/22 325 311
Transocean Inc. 7.500% 4/15/31 300 346
Transocean Inc. 7.350% 12/15/41 925 1,107
Valero Energy Corp. 9.375% 3/15/19 1,675 2,190
Valero Energy Corp. 6.125% 2/1/20 850 992
Valero Energy Corp. 7.500% 4/15/32 875 1,119
Valero Energy Corp. 6.625% 6/15/37 855 1,029
Weatherford International LLC 6.800% 6/15/37 400 464
Weatherford International Ltd. 6.000% 3/15/18 425 479
Weatherford International Ltd. 9.625% 3/1/19 1,243 1,609
Weatherford International Ltd. 4.500% 4/15/22 775 806
Weatherford International Ltd. 6.500% 8/1/36 800 898
XTO Energy Inc. 6.250% 8/1/17 400 465
XTO Energy Inc. 5.500% 6/15/18 400 459
 
Other Industrial (0.0%)        
California Institute of Technology GO 4.700% 11/1/11 950 878
Cintas Corp. No 2 6.125% 12/1/17 400 456
Cintas Corp. No 2 3.250% 6/1/22 150 147
Fluor Corp. 3.375% 9/15/21 150 151
Howard Hughes Medical Institute 3.500% 9/1/23 625 636
4 Johns Hopkins University Maryland GO 4.083% 7/1/53 300 281
Massachusetts Institute of Technology GO 5.600% 7/1/11 400 493
4 Northwestern University GO 4.643% 12/1/44 350 367
President & Fellows of Harvard College        
Massachusetts GO 3.619% 10/1/37 500 457
University of Pennsylvania GO 4.674% 9/1/12 625 593
URS Corp. 5.000% 4/1/22 325 322
 
Technology (0.5%)        
Adobe Systems Inc. 3.250% 2/1/15 200 205
Adobe Systems Inc. 4.750% 2/1/20 325 359
Agilent Technologies Inc. 5.500% 9/14/15 550 587
Agilent Technologies Inc. 6.500% 11/1/17 350 403
Agilent Technologies Inc. 5.000% 7/15/20 600 660

 

 

Agilent Technologies Inc. 3.200% 10/1/22 1,300 1,227
Altera Corp. 1.750% 5/15/17 150 151
Altera Corp. 2.500% 11/15/18 1,125 1,128
Altera Corp. 4.100% 11/15/23 2,750 2,780
Amphenol Corp. 2.550% 1/30/19 1,650 1,649
Amphenol Corp. 4.000% 2/1/22 75 75
Analog Devices Inc. 3.000% 4/15/16 50 52
Analog Devices Inc. 2.875% 6/1/23 375 352
Apple Inc. 0.450% 5/3/16 900 899
Apple Inc. 1.000% 5/3/18 1,300 1,264
Apple Inc. 2.400% 5/3/23 2,800 2,603
Apple Inc. 3.850% 5/4/43 1,400 1,246
Applied Materials Inc. 2.650% 6/15/16 75 78
Applied Materials Inc. 4.300% 6/15/21 1,435 1,550
Applied Materials Inc. 5.850% 6/15/41 125 142
Arrow Electronics Inc. 3.375% 11/1/15 600 620
Arrow Electronics Inc. 4.500% 3/1/23 400 407
Autodesk Inc. 1.950% 12/15/17 550 554
Autodesk Inc. 3.600% 12/15/22 100 96
Baidu Inc. 3.500% 11/28/22 1,500 1,424
Broadcom Corp. 2.700% 11/1/18 1,840 1,889
Broadcom Corp. 2.500% 8/15/22 600 553
Broadridge Financial Solutions Inc. 3.950% 9/1/20 75 76
CA Inc. 5.375% 12/1/19 205 229
CA Inc. 4.500% 8/15/23 150 155
Cisco Systems Inc. 5.500% 2/22/16 500 547
Cisco Systems Inc. 1.100% 3/3/17 425 425
Cisco Systems Inc. 3.150% 3/14/17 1,100 1,166
Cisco Systems Inc. 4.950% 2/15/19 1,550 1,754
Cisco Systems Inc. 2.125% 3/1/19 325 325
Cisco Systems Inc. 4.450% 1/15/20 2,775 3,051
Cisco Systems Inc. 2.900% 3/4/21 225 225
Cisco Systems Inc. 3.625% 3/4/24 400 404
Cisco Systems Inc. 5.900% 2/15/39 425 503
Cisco Systems Inc. 5.500% 1/15/40 1,205 1,372
Computer Sciences Corp. 6.500% 3/15/18 125 144
Corning Inc. 6.625% 5/15/19 50 60
Corning Inc. 3.700% 11/15/23 500 506
Corning Inc. 4.700% 3/15/37 925 946
Corning Inc. 5.750% 8/15/40 340 393
Dun & Bradstreet Corp. 2.875% 11/15/15 150 154
EMC Corp. 1.875% 6/1/18 1,460 1,458
EMC Corp. 2.650% 6/1/20 1,445 1,446
EMC Corp. 3.375% 6/1/23 710 703
Equifax Inc. 6.300% 7/1/17 125 142
Fidelity National Information Services Inc. 2.000% 4/15/18 100 98
Fidelity National Information Services Inc. 5.000% 3/15/22 350 367
Fidelity National Information Services Inc. 3.500% 4/15/23 500 475
Fiserv Inc. 3.125% 10/1/15 150 155
Fiserv Inc. 3.125% 6/15/16 585 611
Fiserv Inc. 6.800% 11/20/17 475 552
Google Inc. 1.250% 5/19/14 330 330
Google Inc. 2.125% 5/19/16 50 52
Google Inc. 3.625% 5/19/21 350 371
Harris Corp. 5.950% 12/1/17 200 228
Harris Corp. 6.150% 12/15/40 25 28
Hewlett-Packard Co. 2.125% 9/13/15 575 587

 

 

Hewlett-Packard Co. 2.650% 6/1/16 225 233
Hewlett-Packard Co. 3.000% 9/15/16 325 340
Hewlett-Packard Co. 5.400% 3/1/17 225 251
Hewlett-Packard Co. 2.600% 9/15/17 400 413
Hewlett-Packard Co. 5.500% 3/1/18 1,175 1,326
Hewlett-Packard Co. 2.750% 1/14/19 2,650 2,674
Hewlett-Packard Co. 3.750% 12/1/20 700 711
Hewlett-Packard Co. 4.300% 6/1/21 150 156
Hewlett-Packard Co. 4.375% 9/15/21 650 677
Hewlett-Packard Co. 4.650% 12/9/21 675 716
Hewlett-Packard Co. 6.000% 9/15/41 610 667
Intel Corp. 1.950% 10/1/16 975 1,003
Intel Corp. 1.350% 12/15/17 4,510 4,490
Intel Corp. 3.300% 10/1/21 200 204
Intel Corp. 2.700% 12/15/22 700 669
Intel Corp. 4.000% 12/15/32 475 461
Intel Corp. 4.800% 10/1/41 1,955 2,008
Intel Corp. 4.250% 12/15/42 775 736
International Business Machines Corp. 2.000% 1/5/16 275 282
International Business Machines Corp. 1.950% 7/22/16 300 309
International Business Machines Corp. 1.250% 2/6/17 1,150 1,159
International Business Machines Corp. 5.700% 9/14/17 4,000 4,581
International Business Machines Corp. 1.250% 2/8/18 2,555 2,517
International Business Machines Corp. 1.950% 2/12/19 675 670
International Business Machines Corp. 1.625% 5/15/20 670 636
International Business Machines Corp. 2.900% 11/1/21 200 200
International Business Machines Corp. 3.375% 8/1/23 800 794
International Business Machines Corp. 3.625% 2/12/24 1,200 1,208
International Business Machines Corp. 5.600% 11/30/39 1,114 1,306
International Business Machines Corp. 4.000% 6/20/42 423 394
Jabil Circuit Inc. 5.625% 12/15/20 250 265
Juniper Networks Inc. 3.100% 3/15/16 75 77
Juniper Networks Inc. 4.600% 3/15/21 360 376
Juniper Networks Inc. 5.950% 3/15/41 150 152
KLA-Tencor Corp. 6.900% 5/1/18 1,700 1,998
Leidos Holdings Inc. 4.450% 12/1/20 485 493
Leidos Holdings Inc. 5.950% 12/1/40 75 74
Leidos Inc. 5.500% 7/1/33 100 95
Lexmark International Inc. 6.650% 6/1/18 375 425
Maxim Integrated Products Inc. 3.375% 3/15/23 50 48
Microsoft Corp. 1.625% 9/25/15 200 204
Microsoft Corp. 1.000% 5/1/18 400 392
Microsoft Corp. 1.625% 12/6/18 900 894
Microsoft Corp. 4.200% 6/1/19 460 509
Microsoft Corp. 3.000% 10/1/20 250 258
Microsoft Corp. 2.125% 11/15/22 225 208
Microsoft Corp. 2.375% 5/1/23 750 703
Microsoft Corp. 3.625% 12/15/23 750 769
Microsoft Corp. 5.200% 6/1/39 629 707
Microsoft Corp. 4.500% 10/1/40 125 127
Microsoft Corp. 5.300% 2/8/41 600 680
Microsoft Corp. 3.500% 11/15/42 850 738
Microsoft Corp. 3.750% 5/1/43 185 167
Microsoft Corp. 4.875% 12/15/43 350 380
Motorola Solutions Inc. 3.750% 5/15/22 400 396
Motorola Solutions Inc. 7.500% 5/15/25 75 91
Oracle Corp. 5.250% 1/15/16 1,900 2,059

 

 

  Oracle Corp. 1.200% 10/15/17 1,150 1,141
  Oracle Corp. 5.750% 4/15/18 1,415 1,637
  Oracle Corp. 2.375% 1/15/19 525 532
  Oracle Corp. 5.000% 7/8/19 1,175 1,334
  Oracle Corp. 2.500% 10/15/22 1,225 1,152
  Oracle Corp. 6.500% 4/15/38 625 795
  Oracle Corp. 6.125% 7/8/39 645 794
  Oracle Corp. 5.375% 7/15/40 1,125 1,273
  Pitney Bowes Inc. 4.625% 3/15/24 1,050 1,042
7 Seagate HDD Cayman 3.750% 11/15/18 675 694
  Seagate HDD Cayman 7.000% 11/1/21 400 447
7 Seagate HDD Cayman 4.750% 6/1/23 2,500 2,431
  Symantec Corp. 2.750% 9/15/15 50 51
  Symantec Corp. 2.750% 6/15/17 500 515
  Symantec Corp. 4.200% 9/15/20 75 78
  Symantec Corp. 3.950% 6/15/22 400 396
  Telefonaktiebolaget LM Ericsson 4.125% 5/15/22 475 485
  Texas Instruments Inc. 0.450% 8/3/15 300 300
  Texas Instruments Inc. 2.375% 5/16/16 175 182
  Texas Instruments Inc. 1.650% 8/3/19 1,000 968
  Total System Services Inc. 2.375% 6/1/18 125 124
  Tyco Electronics Group SA 6.550% 10/1/17 355 410
  Tyco Electronics Group SA 7.125% 10/1/37 600 727
  Verisk Analytics Inc. 4.125% 9/12/22 300 304
  Xerox Corp. 6.400% 3/15/16 375 414
  Xerox Corp. 6.750% 2/1/17 350 399
  Xerox Corp. 2.950% 3/15/17 325 338
  Xerox Corp. 6.350% 5/15/18 1,580 1,830
  Xerox Corp. 2.750% 3/15/19 250 251
  Xerox Corp. 5.625% 12/15/19 550 625
  Xerox Corp. 4.500% 5/15/21 835 882
  Xilinx Inc. 2.125% 3/15/19 325 322
  Xilinx Inc. 3.000% 3/15/21 1,275 1,264
 
  Transportation (0.2%)        
4,7 American Airlines 2013-1 Class A Pass        
  Through Trust 4.000% 1/15/27 263 265
4,7 American Airlines 2013-2 Class A Pass        
  Through Trust 4.950% 7/15/24 170 183
  Burlington Northern Santa Fe LLC 5.650% 5/1/17 75 84
  Burlington Northern Santa Fe LLC 5.750% 3/15/18 625 714
  Burlington Northern Santa Fe LLC 3.600% 9/1/20 275 285
  Burlington Northern Santa Fe LLC 4.100% 6/1/21 410 434
  Burlington Northern Santa Fe LLC 3.450% 9/15/21 410 416
  Burlington Northern Santa Fe LLC 3.050% 3/15/22 400 389
  Burlington Northern Santa Fe LLC 3.050% 9/1/22 400 386
  Burlington Northern Santa Fe LLC 3.000% 3/15/23 125 119
  Burlington Northern Santa Fe LLC 3.750% 4/1/24 400 401
  Burlington Northern Santa Fe LLC 7.000% 12/15/25 700 888
  Burlington Northern Santa Fe LLC 6.200% 8/15/36 125 148
  Burlington Northern Santa Fe LLC 6.150% 5/1/37 500 596
  Burlington Northern Santa Fe LLC 5.050% 3/1/41 375 395
  Burlington Northern Santa Fe LLC 5.400% 6/1/41 425 467
  Burlington Northern Santa Fe LLC 4.400% 3/15/42 575 546
  Burlington Northern Santa Fe LLC 4.375% 9/1/42 200 189
  Burlington Northern Santa Fe LLC 4.450% 3/15/43 225 216
  Burlington Northern Santa Fe LLC 4.900% 4/1/44 300 307

 

 

Canadian National Railway Co. 1.450% 12/15/16 925 938
Canadian National Railway Co. 5.550% 3/1/19 265 306
Canadian National Railway Co. 2.850% 12/15/21 550 546
Canadian National Railway Co. 6.250% 8/1/34 350 436
Canadian National Railway Co. 6.200% 6/1/36 350 439
Canadian National Railway Co. 6.375% 11/15/37 500 644
Canadian Pacific Railway Co. 6.500% 5/15/18 250 291
Canadian Pacific Railway Co. 4.450% 3/15/23 1,125 1,185
Canadian Pacific Railway Co. 7.125% 10/15/31 450 566
Canadian Pacific Railway Co. 5.950% 5/15/37 275 322
Canadian Pacific Railway Ltd. 4.500% 1/15/22 1,541 1,634
Con-way Inc. 6.700% 5/1/34 350 375
4 Continental Airlines 1998-1 Class A Pass        
Through Trust 6.648% 3/15/19 223 238
4 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 5/10/21 124 144
4 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 1,219 1,247
4 Continental Airlines 2012-2 Class A Pass        
Through Trust 4.000% 4/29/26 450 454
CSX Corp. 5.600% 5/1/17 25 28
CSX Corp. 7.900% 5/1/17 126 149
CSX Corp. 6.250% 3/15/18 725 840
CSX Corp. 7.375% 2/1/19 2,065 2,518
CSX Corp. 3.700% 10/30/20 205 212
CSX Corp. 6.220% 4/30/40 174 211
CSX Corp. 5.500% 4/15/41 425 473
CSX Corp. 4.750% 5/30/42 1,420 1,443
CSX Corp. 4.100% 3/15/44 800 729
4 Delta Air Lines 2007-1 Class A Pass Through        
Trust 6.821% 2/10/24 195 230
4 Delta Air Lines 2009-1 Class A Pass Through        
Trust 7.750% 12/17/19 481 562
4 Delta Air Lines 2010-1 Class A Pass Through        
Trust 6.200% 1/2/20 36 40
4 Delta Air Lines 2010-2 Class A Pass Through        
Trust 4.950% 5/23/19 77 84
4 Delta Air Lines 2012-1 Class A Pass Through        
Trust 4.750% 11/7/21 70 76
FedEx Corp. 8.000% 1/15/19 125 155
FedEx Corp. 2.625% 8/1/22 50 47
FedEx Corp. 3.875% 8/1/42 200 173
4 Hawaiian Airlines 2013-1 Class A Pass        
Through Certificates 3.900% 1/15/26 1,100 1,060
JB Hunt Transport Services Inc. 3.375% 9/15/15 450 464
JB Hunt Transport Services Inc. 3.850% 3/15/24 200 200
Kansas City Southern de Mexico SA de CV 2.350% 5/15/20 25 23
Kansas City Southern de Mexico SA de CV 3.000% 5/15/23 1,500 1,382
7 Kansas City Southern Railway Co. 4.300% 5/15/43 225 203
Norfolk Southern Corp. 5.750% 1/15/16 175 190
Norfolk Southern Corp. 7.700% 5/15/17 400 474
Norfolk Southern Corp. 5.750% 4/1/18 100 114
Norfolk Southern Corp. 5.900% 6/15/19 835 966
Norfolk Southern Corp. 3.250% 12/1/21 25 25
Norfolk Southern Corp. 2.903% 2/15/23 280 267
Norfolk Southern Corp. 5.590% 5/17/25 14 16
Norfolk Southern Corp. 4.837% 10/1/41 665 680

 

 

Norfolk Southern Corp. 3.950% 10/1/42 525 477
Norfolk Southern Corp. 6.000% 5/23/11 650 743
Norfolk Southern Railway Co. 9.750% 6/15/20 116 158
4 Northwest Airlines 2007-1 Class A Pass        
Through Trust 7.027% 11/1/19 257 292
Ryder System Inc. 3.600% 3/1/16 400 420
Ryder System Inc. 5.850% 11/1/16 75 84
Ryder System Inc. 2.350% 2/26/19 550 545
Ryder System Inc. 2.550% 6/1/19 600 598
Southwest Airlines Co. 5.750% 12/15/16 200 223
Southwest Airlines Co. 5.125% 3/1/17 400 439
4 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 2/1/24 113 130
Union Pacific Corp. 2.750% 4/15/23 275 259
Union Pacific Corp. 6.625% 2/1/29 400 498
Union Pacific Corp. 4.750% 9/15/41 750 771
Union Pacific Corp. 4.250% 4/15/43 400 380
Union Pacific Corp. 4.750% 12/15/43 275 283
Union Pacific Corp. 4.821% 2/1/44 1,089 1,132
Union Pacific Corp. 4.850% 6/15/44 800 838
4 United Airlines 2013-1 Class A Pass Through        
Trust 4.300% 2/15/27 700 718
4 United Airlines 2014-1 Class A Pass Through        
Trust 4.000% 4/11/26 750 754
United Parcel Service Inc. 1.125% 10/1/17 800 795
United Parcel Service Inc. 5.500% 1/15/18 1,000 1,137
United Parcel Service Inc. 5.125% 4/1/19 175 199
United Parcel Service Inc. 3.125% 1/15/21 965 991
United Parcel Service Inc. 2.450% 10/1/22 925 878
United Parcel Service Inc. 6.200% 1/15/38 1,160 1,467
United Parcel Service Inc. 3.625% 10/1/42 675 604
4 US Airways 2013-1 Class A Pass Through        
Trust 3.950% 5/15/27 100 101
4 US Airways Inc. 2012-2 Class A Pass        
Through Trust 4.625% 12/3/26 75 78
        1,253,830
Utilities (1.2%)        
Electric (0.8%)        
AEP Texas Central Co. 6.650% 2/15/33 400 494
Alabama Power Co. 5.500% 10/15/17 550 623
Alabama Power Co. 3.550% 12/1/23 1,700 1,715
Alabama Power Co. 4.100% 1/15/42 1,000 960
Alabama Power Co. 3.850% 12/1/42 125 115
Ameren Illinois Co. 6.125% 11/15/17 25 29
Ameren Illinois Co. 2.700% 9/1/22 1,200 1,164
American Electric Power Co. Inc. 1.650% 12/15/17 325 323
Appalachian Power Co. 5.800% 10/1/35 100 114
Appalachian Power Co. 6.700% 8/15/37 500 629
Appalachian Power Co. 7.000% 4/1/38 260 341
Arizona Public Service Co. 4.650% 5/15/15 275 287
Arizona Public Service Co. 5.500% 9/1/35 550 633
Arizona Public Service Co. 5.050% 9/1/41 575 629
Arizona Public Service Co. 4.500% 4/1/42 25 26
Arizona Public Service Co. 4.700% 1/15/44 400 420
Atlantic City Electric Co. 7.750% 11/15/18 900 1,108
Baltimore Gas & Electric Co. 3.350% 7/1/23 950 937
CenterPoint Energy Houston Electric LLC 2.250% 8/1/22 250 233

 

 

CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 700 612
CenterPoint Energy Houston Electric LLC 4.500% 4/1/44 550 562
Cleco Power LLC 6.000% 12/1/40 175 205
Cleveland Electric Illuminating Co. 5.700% 4/1/17 259 287
Cleveland Electric Illuminating Co. 7.880% 11/1/17 200 240
Cleveland Electric Illuminating Co. 5.500% 8/15/24 750 850
CMS Energy Corp. 8.750% 6/15/19 500 644
CMS Energy Corp. 5.050% 3/15/22 500 555
CMS Energy Corp. 3.875% 3/1/24 900 905
CMS Energy Corp. 4.700% 3/31/43 350 349
CMS Energy Corp. 4.875% 3/1/44 300 306
Commonwealth Edison Co. 5.950% 8/15/16 200 223
Commonwealth Edison Co. 1.950% 9/1/16 115 118
Commonwealth Edison Co. 6.150% 9/15/17 600 690
Commonwealth Edison Co. 5.800% 3/15/18 150 172
Commonwealth Edison Co. 5.900% 3/15/36 100 120
Commonwealth Edison Co. 6.450% 1/15/38 1,030 1,320
Commonwealth Edison Co. 4.600% 8/15/43 1,750 1,806
Commonwealth Edison Co. 4.700% 1/15/44 900 942
Connecticut Light & Power Co. 5.500% 2/1/19 2,000 2,290
Connecticut Light & Power Co. 6.350% 6/1/36 250 316
Consolidated Edison Co. of New York Inc. 5.375% 12/15/15 625 674
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 975 1,172
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 300 339
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 860 1,027
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 400 499
Consolidated Edison Co. of New York Inc. 3.950% 3/1/43 475 434
Consolidated Edison Co. of New York Inc. 4.450% 3/15/44 1,300 1,288
Constellation Energy Group Inc. 4.550% 6/15/15 175 183
Constellation Energy Group Inc. 5.150% 12/1/20 1,495 1,635
Consumers Energy Co. 6.125% 3/15/19 1,000 1,177
Consumers Energy Co. 6.700% 9/15/19 495 602
Consumers Energy Co. 2.850% 5/15/22 1,150 1,127
Consumers Energy Co. 3.375% 8/15/23 925 924
Delmarva Power & Light Co. 3.500% 11/15/23 125 125
Delmarva Power & Light Co. 4.000% 6/1/42 225 211
Dominion Resources Inc. 2.250% 9/1/15 750 765
Dominion Resources Inc. 5.600% 11/15/16 470 521
Dominion Resources Inc. 1.400% 9/15/17 100 99
Dominion Resources Inc. 6.000% 11/30/17 550 628
Dominion Resources Inc. 4.450% 3/15/21 125 135
Dominion Resources Inc. 2.750% 9/15/22 100 95
Dominion Resources Inc. 5.250% 8/1/33 200 220
Dominion Resources Inc. 4.900% 8/1/41 550 564
Dominion Resources Inc. 4.050% 9/15/42 325 291
4 Dominion Resources Inc. 7.500% 6/30/66 175 191
DTE Electric Co. 3.450% 10/1/20 410 427
DTE Electric Co. 3.900% 6/1/21 100 106
DTE Electric Co. 2.650% 6/15/22 325 313
DTE Electric Co. 3.650% 3/15/24 1,575 1,605
DTE Electric Co. 5.700% 10/1/37 125 148
DTE Electric Co. 3.950% 6/15/42 900 846
Duke Energy Carolinas LLC 7.000% 11/15/18 660 800
Duke Energy Carolinas LLC 4.300% 6/15/20 500 545
Duke Energy Carolinas LLC 3.900% 6/15/21 1,030 1,098
Duke Energy Carolinas LLC 6.000% 12/1/28 300 362
Duke Energy Carolinas LLC 6.100% 6/1/37 1,100 1,332

 

 

Duke Energy Carolinas LLC 6.000% 1/15/38 25 31
Duke Energy Carolinas LLC 6.050% 4/15/38 25 31
Duke Energy Carolinas LLC 5.300% 2/15/40 710 812
Duke Energy Carolinas LLC 4.250% 12/15/41 800 788
Duke Energy Carolinas LLC 4.000% 9/30/42 425 402
Duke Energy Corp. 3.350% 4/1/15 375 386
Duke Energy Corp. 1.625% 8/15/17 625 627
Duke Energy Corp. 2.100% 6/15/18 1,000 1,003
Duke Energy Corp. 5.050% 9/15/19 175 196
Duke Energy Corp. 3.050% 8/15/22 200 195
Duke Energy Corp. 3.950% 10/15/23 225 231
Duke Energy Florida Inc. 5.100% 12/1/15 410 440
Duke Energy Florida Inc. 5.650% 6/15/18 50 57
Duke Energy Florida Inc. 4.550% 4/1/20 1,375 1,515
Duke Energy Florida Inc. 6.350% 9/15/37 525 674
Duke Energy Indiana Inc. 3.750% 7/15/20 185 195
Duke Energy Indiana Inc. 4.200% 3/15/42 475 463
Duke Energy Indiana Inc. 4.900% 7/15/43 850 922
Duke Energy Progress Inc. 5.300% 1/15/19 675 769
Duke Energy Progress Inc. 3.000% 9/15/21 750 753
Duke Energy Progress Inc. 4.375% 3/30/44 525 525
El Paso Electric Co. 6.000% 5/15/35 175 196
Entergy Arkansas Inc. 3.750% 2/15/21 1,250 1,308
Entergy Gulf States Louisiana LLC 6.000% 5/1/18 150 170
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 1,500 1,727
Entergy Louisiana LLC 5.400% 11/1/24 1,175 1,353
Exelon Corp. 4.900% 6/15/15 500 524
Exelon Generation Co. LLC 6.200% 10/1/17 930 1,051
Exelon Generation Co. LLC 4.000% 10/1/20 575 592
Exelon Generation Co. LLC 5.600% 6/15/42 121 126
Florida Power & Light Co. 5.550% 11/1/17 75 85
Florida Power & Light Co. 2.750% 6/1/23 1,325 1,280
Florida Power & Light Co. 5.950% 10/1/33 100 123
Florida Power & Light Co. 5.625% 4/1/34 225 268
Florida Power & Light Co. 4.950% 6/1/35 50 55
Florida Power & Light Co. 6.200% 6/1/36 50 63
Florida Power & Light Co. 5.850% 5/1/37 560 678
Florida Power & Light Co. 5.950% 2/1/38 175 215
Florida Power & Light Co. 5.960% 4/1/39 225 278
Florida Power & Light Co. 4.125% 2/1/42 75 73
Florida Power & Light Co. 3.800% 12/15/42 625 576
Georgia Power Co. 0.750% 8/10/15 125 125
Georgia Power Co. 5.950% 2/1/39 150 180
Georgia Power Co. 4.750% 9/1/40 125 129
Iberdrola International BV 6.750% 7/15/36 175 204
Indiana Michigan Power Co. 3.200% 3/15/23 475 458
4 Integrys Energy Group Inc. 6.110% 12/1/66 300 303
Interstate Power & Light Co. 6.250% 7/15/39 100 125
ITC Holdings Corp. 4.050% 7/1/23 175 175
ITC Holdings Corp. 5.300% 7/1/43 200 210
Jersey Central Power & Light Co. 5.625% 5/1/16 350 380
Jersey Central Power & Light Co. 5.650% 6/1/17 350 387
Jersey Central Power & Light Co. 6.150% 6/1/37 200 223
4 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 170 178
Kansas City Power & Light Co. 6.050% 11/15/35 200 233
Kansas City Power & Light Co. 5.300% 10/1/41 830 896
Kentucky Utilities Co. 1.625% 11/1/15 1,030 1,046

 

 

Kentucky Utilities Co. 3.250% 11/1/20 200 205
Kentucky Utilities Co. 4.650% 11/15/43 875 910
LG&E & KU Energy LLC 2.125% 11/15/15 125 127
LG&E & KU Energy LLC 3.750% 11/15/20 1,150 1,184
Louisville Gas & Electric Co. 1.625% 11/15/15 300 305
Louisville Gas & Electric Co. 5.125% 11/15/40 100 112
Louisville Gas & Electric Co. 4.650% 11/15/43 625 649
MidAmerican Energy Co. 5.950% 7/15/17 560 639
MidAmerican Energy Co. 6.750% 12/30/31 725 940
7 MidAmerican Energy Holdings Co. 1.100% 5/15/17 1,000 995
7 MidAmerican Energy Holdings Co. 2.000% 11/15/18 125 123
7 MidAmerican Energy Holdings Co. 3.750% 11/15/23 525 523
MidAmerican Energy Holdings Co. 6.125% 4/1/36 975 1,163
MidAmerican Energy Holdings Co. 5.950% 5/15/37 1,225 1,438
MidAmerican Energy Holdings Co. 6.500% 9/15/37 370 459
7 MidAmerican Energy Holdings Co. 5.150% 11/15/43 475 508
Mississippi Power Co. 4.250% 3/15/42 375 347
National Rural Utilities Cooperative Finance        
Corp. 3.050% 3/1/16 125 131
National Rural Utilities Cooperative Finance        
Corp. 5.450% 2/1/18 1,025 1,168
National Rural Utilities Cooperative Finance        
Corp. 10.375% 11/1/18 1,100 1,485
National Rural Utilities Cooperative Finance        
Corp. 2.350% 6/15/20 900 880
National Rural Utilities Cooperative Finance        
Corp. 3.050% 2/15/22 625 620
National Rural Utilities Cooperative Finance        
Corp. 8.000% 3/1/32 450 632
National Rural Utilities Cooperative Finance        
Corp. 4.023% 11/1/32 120 118
4 National Rural Utilities Cooperative Finance        
Corp. 4.750% 4/30/43 100 95
Nevada Power Co. 6.500% 5/15/18 1,200 1,411
Nevada Power Co. 6.650% 4/1/36 410 533
Nevada Power Co. 5.450% 5/15/41 500 578
NextEra Energy Capital Holdings Inc. 4.500% 6/1/21 615 647
NextEra Energy Capital Holdings Inc. 3.625% 6/15/23 1,125 1,087
4 NextEra Energy Capital Holdings Inc. 6.350% 10/1/66 225 221
4 NextEra Energy Capital Holdings Inc. 6.650% 6/15/67 275 277
Northern States Power Co. 5.250% 3/1/18 950 1,072
Northern States Power Co. 6.200% 7/1/37 250 314
Northern States Power Co. 5.350% 11/1/39 175 200
NSTAR Electric Co. 5.625% 11/15/17 525 598
NSTAR LLC 4.500% 11/15/19 1,245 1,357
Oglethorpe Power Corp. 6.100% 3/15/19 925 1,071
Oglethorpe Power Corp. 5.950% 11/1/39 100 119
Oglethorpe Power Corp. 5.375% 11/1/40 380 418
Ohio Power Co. 6.000% 6/1/16 480 531
Ohio Power Co. 6.050% 5/1/18 100 115
Oklahoma Gas & Electric Co. 5.850% 6/1/40 150 181
Oklahoma Gas & Electric Co. 3.900% 5/1/43 875 807
Oncor Electric Delivery Co. LLC 6.375% 1/15/15 175 182
Oncor Electric Delivery Co. LLC 6.800% 9/1/18 330 390
Oncor Electric Delivery Co. LLC 7.000% 9/1/22 200 248
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 600 796
Pacific Gas & Electric Co. 5.625% 11/30/17 250 284

 

 

Pacific Gas & Electric Co. 8.250% 10/15/18 275 342
Pacific Gas & Electric Co. 3.500% 10/1/20 410 422
Pacific Gas & Electric Co. 4.250% 5/15/21 225 241
Pacific Gas & Electric Co. 3.250% 9/15/21 1,750 1,743
Pacific Gas & Electric Co. 3.250% 6/15/23 575 556
Pacific Gas & Electric Co. 3.750% 2/15/24 150 150
Pacific Gas & Electric Co. 6.050% 3/1/34 1,235 1,459
Pacific Gas & Electric Co. 5.800% 3/1/37 1,025 1,181
Pacific Gas & Electric Co. 6.250% 3/1/39 1,000 1,215
Pacific Gas & Electric Co. 5.400% 1/15/40 500 546
Pacific Gas & Electric Co. 4.450% 4/15/42 600 590
Pacific Gas & Electric Co. 4.600% 6/15/43 625 628
Pacific Gas & Electric Co. 4.750% 2/15/44 200 201
PacifiCorp 2.950% 2/1/22 1,000 985
PacifiCorp 3.600% 4/1/24 500 505
PacifiCorp 5.250% 6/15/35 475 531
PacifiCorp 5.750% 4/1/37 410 492
PacifiCorp 6.250% 10/15/37 600 758
PacifiCorp 4.100% 2/1/42 350 335
Peco Energy Co. 1.200% 10/15/16 350 353
Peco Energy Co. 5.350% 3/1/18 125 141
Pennsylvania Electric Co. 6.050% 9/1/17 75 84
Pennsylvania Electric Co. 5.200% 4/1/20 205 224
Pepco Holdings Inc. 2.700% 10/1/15 680 696
PG&E Corp. 2.400% 3/1/19 1,650 1,634
Potomac Electric Power Co. 6.500% 11/15/37 400 520
PPL Capital Funding Inc. 3.950% 3/15/24 550 551
PPL Capital Funding Inc. 5.000% 3/15/44 450 458
PPL Electric Utilities Corp. 3.000% 9/15/21 410 412
PPL Electric Utilities Corp. 6.250% 5/15/39 100 127
PPL Electric Utilities Corp. 5.200% 7/15/41 700 790
PPL Electric Utilities Corp. 4.750% 7/15/43 1,000 1,056
PPL Energy Supply LLC 6.200% 5/15/16 68 75
Progress Energy Inc. 5.625% 1/15/16 205 222
Progress Energy Inc. 3.150% 4/1/22 500 491
Progress Energy Inc. 7.750% 3/1/31 625 854
Progress Energy Inc. 6.000% 12/1/39 410 493
PSEG Power LLC 5.500% 12/1/15 450 484
PSEG Power LLC 5.320% 9/15/16 615 678
PSEG Power LLC 5.125% 4/15/20 150 165
PSEG Power LLC 4.150% 9/15/21 50 52
Public Service Co. of Colorado 5.800% 8/1/18 100 115
Public Service Co. of Colorado 5.125% 6/1/19 175 199
Public Service Co. of Colorado 3.200% 11/15/20 1,000 1,029
Public Service Co. of Colorado 6.250% 9/1/37 300 385
Public Service Co. of Colorado 3.600% 9/15/42 225 200
Public Service Co. of Colorado 4.300% 3/15/44 200 199
Public Service Co. of New Hampshire 3.500% 11/1/23 75 75
Public Service Co. of Oklahoma 5.150% 12/1/19 600 670
Public Service Co. of Oklahoma 4.400% 2/1/21 500 540
Public Service Co. of Oklahoma 6.625% 11/15/37 275 341
Public Service Electric & Gas Co. 5.300% 5/1/18 394 447
Public Service Electric & Gas Co. 2.300% 9/15/18 450 457
Public Service Electric & Gas Co. 2.375% 5/15/23 225 208
Public Service Electric & Gas Co. 5.375% 11/1/39 300 346
Public Service Electric & Gas Co. 3.950% 5/1/42 1,525 1,437
Puget Energy Inc. 6.500% 12/15/20 250 294

 

 

Puget Energy Inc. 6.000% 9/1/21 400 462
Puget Sound Energy Inc. 5.483% 6/1/35 100 115
Puget Sound Energy Inc. 6.274% 3/15/37 500 636
Puget Sound Energy Inc. 5.757% 10/1/39 495 599
Puget Sound Energy Inc. 5.638% 4/15/41 1,390 1,671
Puget Sound Energy Inc. 4.434% 11/15/41 275 280
San Diego Gas & Electric Co. 5.300% 11/15/15 100 107
San Diego Gas & Electric Co. 3.000% 8/15/21 150 151
San Diego Gas & Electric Co. 6.000% 6/1/26 500 611
San Diego Gas & Electric Co. 5.350% 5/15/35 100 116
San Diego Gas & Electric Co. 5.350% 5/15/40 500 579
San Diego Gas & Electric Co. 4.500% 8/15/40 255 263
SCANA Corp. 4.750% 5/15/21 205 216
Sierra Pacific Power Co. 6.000% 5/15/16 525 582
Sierra Pacific Power Co. 6.750% 7/1/37 400 524
South Carolina Electric & Gas Co. 6.500% 11/1/18 1,100 1,314
South Carolina Electric & Gas Co. 6.625% 2/1/32 450 573
South Carolina Electric & Gas Co. 6.050% 1/15/38 150 185
South Carolina Electric & Gas Co. 5.450% 2/1/41 100 117
South Carolina Electric & Gas Co. 4.350% 2/1/42 200 199
South Carolina Electric & Gas Co. 4.600% 6/15/43 1,075 1,104
Southern California Edison Co. 4.650% 4/1/15 775 808
Southern California Edison Co. 5.000% 1/15/16 275 297
Southern California Edison Co. 3.875% 6/1/21 350 373
Southern California Edison Co. 3.500% 10/1/23 300 303
Southern California Edison Co. 6.650% 4/1/29 225 281
Southern California Edison Co. 5.750% 4/1/35 508 606
Southern California Edison Co. 5.350% 7/15/35 1,460 1,662
Southern California Edison Co. 4.500% 9/1/40 205 210
Southern California Edison Co. 4.050% 3/15/42 425 404
Southern California Edison Co. 3.900% 3/15/43 475 443
Southern California Edison Co. 4.650% 10/1/43 600 624
Southern Co. 1.950% 9/1/16 410 420
Southern Power Co. 4.875% 7/15/15 1,325 1,396
Southern Power Co. 5.150% 9/15/41 1,210 1,267
Southern Power Co. 5.250% 7/15/43 500 536
Southwestern Electric Power Co. 5.875% 3/1/18 25 28
Southwestern Electric Power Co. 6.450% 1/15/19 250 292
Southwestern Electric Power Co. 6.200% 3/15/40 75 91
Southwestern Public Service Co. 4.500% 8/15/41 100 102
Tampa Electric Co. 6.100% 5/15/18 1,575 1,818
Tampa Electric Co. 2.600% 9/15/22 75 71
Tampa Electric Co. 6.550% 5/15/36 375 477
TECO Finance Inc. 4.000% 3/15/16 100 106
TECO Finance Inc. 6.572% 11/1/17 330 382
TECO Finance Inc. 5.150% 3/15/20 125 139
TransAlta Corp. 6.650% 5/15/18 100 114
Tucson Electric Power Co. 5.150% 11/15/21 130 142
UIL Holdings Corp. 4.625% 10/1/20 100 104
Union Electric Co. 6.700% 2/1/19 235 282
Virginia Electric & Power Co. 5.400% 1/15/16 700 758
Virginia Electric & Power Co. 2.950% 1/15/22 750 742
Virginia Electric & Power Co. 6.000% 5/15/37 550 673
Virginia Electric & Power Co. 6.350% 11/30/37 600 764
Virginia Electric & Power Co. 8.875% 11/15/38 100 162
Virginia Electric & Power Co. 4.000% 1/15/43 850 799
Westar Energy Inc. 8.625% 12/1/18 1,394 1,763

 

 

Westar Energy Inc. 4.125% 3/1/42 525 506
Westar Energy Inc. 4.100% 4/1/43 225 215
Westar Energy Inc. 4.625% 9/1/43 150 156
Wisconsin Electric Power Co. 4.250% 12/15/19 175 191
Wisconsin Electric Power Co. 2.950% 9/15/21 635 636
Wisconsin Electric Power Co. 5.625% 5/15/33 200 236
4 Wisconsin Energy Corp. 6.250% 5/15/67 525 541
Wisconsin Power & Light Co. 5.000% 7/15/19 25 28
Wisconsin Power & Light Co. 2.250% 11/15/22 275 255
Wisconsin Power & Light Co. 6.375% 8/15/37 300 383
Wisconsin Public Service Corp. 3.671% 12/1/42 75 67
Xcel Energy Inc. 5.613% 4/1/17 631 704
Xcel Energy Inc. 4.700% 5/15/20 305 337
Xcel Energy Inc. 6.500% 7/1/36 635 806
 
Natural Gas (0.4%)        
AGL Capital Corp. 3.500% 9/15/21 1,250 1,279
AGL Capital Corp. 5.875% 3/15/41 125 148
AGL Capital Corp. 4.400% 6/1/43 125 122
Atmos Energy Corp. 8.500% 3/15/19 1,500 1,916
Atmos Energy Corp. 5.500% 6/15/41 800 920
Boardwalk Pipelines LP 5.500% 2/1/17 200 217
Boardwalk Pipelines LP 3.375% 2/1/23 325 285
British Transco Finance Inc. 6.625% 6/1/18 430 506
Buckeye Partners LP 6.050% 1/15/18 25 28
Buckeye Partners LP 2.650% 11/15/18 100 99
Buckeye Partners LP 4.875% 2/1/21 650 687
CenterPoint Energy Resources Corp. 6.150% 5/1/16 505 558
CenterPoint Energy Resources Corp. 6.000% 5/15/18 150 172
CenterPoint Energy Resources Corp. 4.500% 1/15/21 265 285
CenterPoint Energy Resources Corp. 5.850% 1/15/41 75 89
DCP Midstream LLC 8.125% 8/16/30 1,000 1,281
DCP Midstream Operating LP 3.250% 10/1/15 175 181
DCP Midstream Operating LP 2.500% 12/1/17 225 229
DCP Midstream Operating LP 2.700% 4/1/19 175 175
DCP Midstream Operating LP 4.950% 4/1/22 75 80
DCP Midstream Operating LP 3.875% 3/15/23 725 707
DCP Midstream Operating LP 5.600% 4/1/44 350 364
7 Dominion Gas Holdings LLC 3.550% 11/1/23 1,000 986
7 Dominion Gas Holdings LLC 4.800% 11/1/43 500 508
El Paso Natural Gas Co. LLC 5.950% 4/15/17 710 793
El Paso Pipeline Partners Operating Co. LLC 6.500% 4/1/20 2,000 2,292
El Paso Pipeline Partners Operating Co. LLC 5.000% 10/1/21 1,923 2,046
El Paso Pipeline Partners Operating Co. LLC 4.700% 11/1/42 150 133
Enbridge Energy Partners LP 9.875% 3/1/19 1,595 2,090
Energy Transfer Partners LP 6.125% 2/15/17 300 337
Energy Transfer Partners LP 9.700% 3/15/19 500 647
Energy Transfer Partners LP 9.000% 4/15/19 254 319
Energy Transfer Partners LP 4.150% 10/1/20 1,425 1,466
Energy Transfer Partners LP 4.650% 6/1/21 545 571
Energy Transfer Partners LP 5.200% 2/1/22 575 622
Energy Transfer Partners LP 3.600% 2/1/23 1,000 955
Energy Transfer Partners LP 6.625% 10/15/36 150 170
Energy Transfer Partners LP 7.500% 7/1/38 500 611
Energy Transfer Partners LP 6.050% 6/1/41 1,150 1,241
Energy Transfer Partners LP 5.150% 2/1/43 925 893
EnLink Midstream Partners LP 2.700% 4/1/19 225 226

 

 

EnLink Midstream Partners LP 4.400% 4/1/24 225 229
EnLink Midstream Partners LP 5.600% 4/1/44 175 184
† Enron Corp. 9.125% 4/1/03 700 —
† Enron Corp. 7.125% 5/15/07 300 —
† Enron Corp. 6.875% 10/15/07 1,000 —
Enterprise Products Operating LLC 5.600% 10/15/14 1,185 1,218
Enterprise Products Operating LLC 6.300% 9/15/17 175 202
Enterprise Products Operating LLC 6.650% 4/15/18 50 59
Enterprise Products Operating LLC 6.500% 1/31/19 50 59
Enterprise Products Operating LLC 5.200% 9/1/20 235 263
Enterprise Products Operating LLC 4.050% 2/15/22 175 183
Enterprise Products Operating LLC 3.350% 3/15/23 350 341
Enterprise Products Operating LLC 3.900% 2/15/24 1,300 1,301
Enterprise Products Operating LLC 6.875% 3/1/33 1,400 1,759
Enterprise Products Operating LLC 7.550% 4/15/38 450 589
Enterprise Products Operating LLC 5.950% 2/1/41 495 564
Enterprise Products Operating LLC 4.850% 8/15/42 850 844
Enterprise Products Operating LLC 4.850% 3/15/44 450 447
Enterprise Products Operating LLC 5.100% 2/15/45 1,275 1,316
4 Enterprise Products Operating LLC 8.375% 8/1/66 250 281
4 Enterprise Products Operating LLC 7.034% 1/15/68 600 679
Gulf South Pipeline Co. LP 4.000% 6/15/22 300 298
KeySpan Corp. 8.000% 11/15/30 200 272
KeySpan Corp. 5.803% 4/1/35 250 283
Kinder Morgan Energy Partners LP 3.500% 3/1/16 990 1,034
Kinder Morgan Energy Partners LP 5.950% 2/15/18 750 853
Kinder Morgan Energy Partners LP 2.650% 2/1/19 25 25
Kinder Morgan Energy Partners LP 3.500% 3/1/21 350 348
Kinder Morgan Energy Partners LP 5.800% 3/1/21 750 847
Kinder Morgan Energy Partners LP 4.150% 3/1/22 175 178
Kinder Morgan Energy Partners LP 3.950% 9/1/22 450 447
Kinder Morgan Energy Partners LP 3.450% 2/15/23 1,950 1,849
Kinder Morgan Energy Partners LP 3.500% 9/1/23 1,225 1,159
Kinder Morgan Energy Partners LP 4.150% 2/1/24 575 572
Kinder Morgan Energy Partners LP 7.300% 8/15/33 175 215
Kinder Morgan Energy Partners LP 5.800% 3/15/35 300 319
Kinder Morgan Energy Partners LP 6.500% 2/1/37 400 455
Kinder Morgan Energy Partners LP 6.950% 1/15/38 335 400
Kinder Morgan Energy Partners LP 6.500% 9/1/39 1,575 1,802
Kinder Morgan Energy Partners LP 6.550% 9/15/40 1,000 1,146
Kinder Morgan Energy Partners LP 5.000% 8/15/42 275 261
Kinder Morgan Energy Partners LP 5.000% 3/1/43 500 476
Kinder Morgan Energy Partners LP 5.500% 3/1/44 500 508
Magellan Midstream Partners LP 5.650% 10/15/16 560 622
Magellan Midstream Partners LP 6.550% 7/15/19 625 739
Magellan Midstream Partners LP 4.200% 12/1/42 450 410
Magellan Midstream Partners LP 5.150% 10/15/43 525 551
National Fuel Gas Co. 6.500% 4/15/18 750 861
National Fuel Gas Co. 3.750% 3/1/23 500 487
National Grid plc 6.300% 8/1/16 275 307
Nisource Finance Corp. 6.400% 3/15/18 615 710
Nisource Finance Corp. 6.800% 1/15/19 2,550 3,023
Nisource Finance Corp. 6.125% 3/1/22 450 519
Nisource Finance Corp. 6.250% 12/15/40 400 456
Nisource Finance Corp. 5.950% 6/15/41 500 555
Nisource Finance Corp. 5.800% 2/1/42 300 326
Nisource Finance Corp. 4.800% 2/15/44 200 192

 

 

7 ONE Gas Inc. 2.070% 2/1/19 300 299
7 ONE Gas Inc. 4.658% 2/1/44 125 130
ONEOK Partners LP 3.250% 2/1/16 50 52
ONEOK Partners LP 6.150% 10/1/16 410 459
ONEOK Partners LP 2.000% 10/1/17 625 629
ONEOK Partners LP 8.625% 3/1/19 400 502
ONEOK Partners LP 3.375% 10/1/22 250 241
Panhandle Eastern Pipe Line Co. LP 6.200% 11/1/17 800 912
Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 150 155
Plains All American Pipeline LP / PAA        
Finance Corp. 6.500% 5/1/18 50 59
Plains All American Pipeline LP / PAA        
Finance Corp. 8.750% 5/1/19 125 160
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 1,125 1,246
Plains All American Pipeline LP / PAA        
Finance Corp. 6.700% 5/15/36 205 251
Plains All American Pipeline LP / PAA        
Finance Corp. 4.300% 1/31/43 50 46
Questar Corp. 2.750% 2/1/16 25 26
Sempra Energy 6.500% 6/1/16 1,315 1,469
Sempra Energy 6.150% 6/15/18 750 869
Sempra Energy 9.800% 2/15/19 250 332
Sempra Energy 4.050% 12/1/23 850 872
Sempra Energy 6.000% 10/15/39 705 839
Southern California Gas Co. 5.750% 11/15/35 25 31
Southern California Gas Co. 4.450% 3/15/44 150 152
7 Southern Natural Gas Co. LLC 5.900% 4/1/17 150 168
Southern Natural Gas Co. LLC / Southern        
Natural Issuing Corp. 4.400% 6/15/21 1,250 1,315
Spectra Energy Capital LLC 6.200% 4/15/18 850 969
Spectra Energy Capital LLC 8.000% 10/1/19 165 202
Spectra Energy Partners LP 2.950% 9/25/18 75 77
Sunoco Logistics Partners Operations LP 6.850% 2/15/40 419 496
Sunoco Logistics Partners Operations LP 4.950% 1/15/43 300 284
Texas Eastern Transmission LP 7.000% 7/15/32 500 632
Texas Gas Transmission LLC 4.600% 6/1/15 250 260
TransCanada PipeLines Ltd. 0.750% 1/15/16 175 175
TransCanada PipeLines Ltd. 6.500% 8/15/18 300 354
TransCanada PipeLines Ltd. 3.800% 10/1/20 2,660 2,805
TransCanada PipeLines Ltd. 2.500% 8/1/22 1,000 938
TransCanada PipeLines Ltd. 3.750% 10/16/23 600 601
TransCanada PipeLines Ltd. 5.600% 3/31/34 800 904
TransCanada PipeLines Ltd. 5.850% 3/15/36 125 145
TransCanada PipeLines Ltd. 6.200% 10/15/37 700 849
TransCanada PipeLines Ltd. 7.625% 1/15/39 410 573
TransCanada PipeLines Ltd. 5.000% 10/16/43 700 737
4 TransCanada PipeLines Ltd. 6.350% 5/15/67 400 415
Transcontinental Gas Pipe Line Co. LLC 6.050% 6/15/18 230 265
Western Gas Partners LP 5.375% 6/1/21 500 548
Western Gas Partners LP 5.450% 4/1/44 600 608
Williams Cos. Inc. 7.500% 1/15/31 321 354
Williams Cos. Inc. 7.750% 6/15/31 407 458
Williams Partners LP 3.800% 2/15/15 125 128
Williams Partners LP 7.250% 2/1/17 500 576
Williams Partners LP 5.250% 3/15/20 1,895 2,089
Williams Partners LP 6.300% 4/15/40 675 768

 

 

Williams Partners LP 5.800% 11/15/43 700 755
 
Other Utility (0.0%)        
American Water Capital Corp. 6.085% 10/15/17 125 142
American Water Capital Corp. 3.850% 3/1/24 1,775 1,801
American Water Capital Corp. 6.593% 10/15/37 500 635
American Water Capital Corp. 4.300% 12/1/42 125 119
United Utilities plc 5.375% 2/1/19 2,200 2,376
Veolia Environnement SA 6.000% 6/1/18 600 679
 
        264,475
Total Corporate Bonds (Cost $2,152,458)       2,225,718
Sovereign Bonds (U.S. Dollar-Denominated) (2.2%)        
African Development Bank 0.750% 10/18/16 1,150 1,142
African Development Bank 1.125% 3/15/17 1,550 1,558
African Development Bank 0.875% 3/15/18 1,500 1,469
African Development Bank 1.625% 10/2/18 300 300
Asian Development Bank 4.250% 10/20/14 300 307
Asian Development Bank 0.500% 8/17/15 700 702
Asian Development Bank 2.500% 3/15/16 775 805
Asian Development Bank 5.500% 6/27/16 100 111
Asian Development Bank 1.125% 3/15/17 1,325 1,332
Asian Development Bank 5.593% 7/16/18 500 575
Asian Development Bank 1.750% 9/11/18 1,550 1,560
Asian Development Bank 1.875% 10/23/18 530 535
Asian Development Bank 1.750% 3/21/19 475 474
Asian Development Bank 1.875% 4/12/19 1,450 1,443
Asian Development Bank 1.375% 3/23/20 2,250 2,160
Banco do Brasil SA 3.875% 1/23/17 200 206
Banco do Brasil SA 3.875% 10/10/22 1,000 928
Canada 0.875% 2/14/17 2,050 2,047
Canada 1.625% 2/27/19 800 793
China Development Bank Corp. 5.000% 10/15/15 175 185
CNOOC Finance 2013 Ltd. 1.750% 5/9/18 225 220
CNOOC Finance 2013 Ltd. 3.000% 5/9/23 1,950 1,766
Corp. Andina de Fomento 5.125% 5/5/15 450 462
Corp. Andina de Fomento 3.750% 1/15/16 1,765 1,848
Corp. Andina de Fomento 4.375% 6/15/22 1,375 1,420
Council Of Europe Development Bank 2.625% 2/16/16 735 765
Council Of Europe Development Bank 1.250% 9/22/16 1,000 1,012
Council Of Europe Development Bank 1.500% 6/19/17 1,000 1,011
Council Of Europe Development Bank 1.000% 3/7/18 525 516
Council Of Europe Development Bank 1.125% 5/31/18 975 957
8 Development Bank of Japan Inc. 4.250% 6/9/15 910 951
Ecopetrol SA 7.625% 7/23/19 700 841
Ecopetrol SA 5.875% 9/18/23 1,750 1,916
Ecopetrol SA 7.375% 9/18/43 800 920
European Bank for Reconstruction &        
Development 2.750% 4/20/15 1,000 1,027
European Bank for Reconstruction &        
Development 1.625% 9/3/15 100 102
European Bank for Reconstruction &        
Development 2.500% 3/15/16 500 520
European Bank for Reconstruction &        
Development 1.375% 10/20/16 1,515 1,539

 

 

European Bank for Reconstruction &        
Development 1.000% 2/16/17 1,000 1,003
European Bank for Reconstruction &        
Development 0.750% 9/1/17 1,000 986
European Bank for Reconstruction &        
Development 1.000% 6/15/18 700 686
European Bank for Reconstruction &        
Development 1.000% 9/17/18 400 388
European Bank for Reconstruction &        
Development 1.625% 11/15/18 50 50
European Bank for Reconstruction &        
Development 1.500% 3/16/20 650 626
European Investment Bank 2.750% 3/23/15 900 922
European Investment Bank 1.125% 4/15/15 3,150 3,181
European Investment Bank 1.625% 9/1/15 6,955 7,087
European Investment Bank 1.375% 10/20/15 2,855 2,902
European Investment Bank 4.875% 2/16/16 550 595
European Investment Bank 2.250% 3/15/16 4,050 4,191
European Investment Bank 0.625% 4/15/16 1,200 1,204
European Investment Bank 2.500% 5/16/16 525 547
European Investment Bank 2.125% 7/15/16 1,000 1,034
European Investment Bank 0.500% 8/15/16 2,850 2,843
European Investment Bank 5.125% 9/13/16 1,500 1,660
European Investment Bank 1.250% 10/14/16 950 962
European Investment Bank 1.125% 12/15/16 1,300 1,302
European Investment Bank 4.875% 1/17/17 1,225 1,357
European Investment Bank 1.750% 3/15/17 1,125 1,151
European Investment Bank 0.875% 4/18/17 1,500 1,492
European Investment Bank 5.125% 5/30/17 800 900
European Investment Bank 1.625% 6/15/17 100 102
European Investment Bank 1.125% 9/15/17 450 449
European Investment Bank 1.000% 12/15/17 300 297
European Investment Bank 1.000% 3/15/18 4,075 4,002
European Investment Bank 1.000% 6/15/18 3,500 3,417
European Investment Bank 1.625% 12/18/18 3,200 3,181
European Investment Bank 1.875% 3/15/19 4,400 4,379
European Investment Bank 2.875% 9/15/20 1,650 1,696
European Investment Bank 4.000% 2/16/21 4,000 4,371
European Investment Bank 2.500% 4/15/21 3,650 3,645
European Investment Bank 3.250% 1/29/24 1,550 1,567
Export Development Canada 2.250% 5/28/15 150 153
Export Development Canada 1.250% 10/26/16 1,970 1,996
Export Development Canada 0.750% 12/15/17 900 882
Export Development Canada 1.500% 10/3/18 1,775 1,758
Export-Import Bank of Korea 4.125% 9/9/15 1,025 1,072
Export-Import Bank of Korea 3.750% 10/20/16 300 318
Export-Import Bank of Korea 4.000% 1/11/17 725 781
Export-Import Bank of Korea 2.875% 9/17/18 700 715
Export-Import Bank of Korea 4.000% 1/29/21 1,000 1,054
Export-Import Bank of Korea 5.000% 4/11/22 1,475 1,653
Export-Import Bank of Korea 4.000% 1/14/24 2,100 2,168
Federative Republic of Brazil 6.000% 1/17/17 2,545 2,829
4 Federative Republic of Brazil 8.000% 1/15/18 711 792
Federative Republic of Brazil 5.875% 1/15/19 875 984
Federative Republic of Brazil 8.875% 10/14/19 175 225
Federative Republic of Brazil 4.875% 1/22/21 3,305 3,515
Federative Republic of Brazil 2.625% 1/5/23 1,025 909

 

 

Federative Republic of Brazil 8.875% 4/15/24 325 438
Federative Republic of Brazil 8.750% 2/4/25 800 1,078
Federative Republic of Brazil 10.125% 5/15/27 875 1,323
Federative Republic of Brazil 8.250% 1/20/34 1,075 1,424
Federative Republic of Brazil 7.125% 1/20/37 650 780
4 Federative Republic of Brazil 11.000% 8/17/40 1,650 1,866
Federative Republic of Brazil 5.625% 1/7/41 3,450 3,483
FMS Wertmanagement AoeR 0.625% 4/18/16 400 401
FMS Wertmanagement AoeR 1.125% 10/14/16 1,200 1,210
FMS Wertmanagement AoeR 1.000% 11/21/17 475 469
FMS Wertmanagement AoeR 1.625% 11/20/18 1,600 1,592
Hydro-Quebec 2.000% 6/30/16 1,425 1,465
Hydro-Quebec 1.375% 6/19/17 1,000 998
Hydro-Quebec 8.400% 1/15/22 1,235 1,635
Inter-American Development Bank 2.250% 7/15/15 3,975 4,077
Inter-American Development Bank 1.375% 10/18/16 2,890 2,935
Inter-American Development Bank 0.875% 11/15/16 400 400
Inter-American Development Bank 1.125% 3/15/17 100 101
Inter-American Development Bank 2.375% 8/15/17 250 260
Inter-American Development Bank 0.875% 3/15/18 350 343
Inter-American Development Bank 1.750% 8/24/18 5,105 5,136
Inter-American Development Bank 3.875% 9/17/19 100 110
Inter-American Development Bank 3.875% 2/14/20 500 544
Inter-American Development Bank 2.125% 11/9/20 350 346
Inter-American Development Bank 3.000% 2/21/24 2,600 2,597
Inter-American Development Bank 7.000% 6/15/25 250 328
Inter-American Development Bank 3.875% 10/28/41 800 766
Inter-American Development Bank 4.375% 1/24/44 1,150 1,196
International Bank for Reconstruction &        
Development 2.375% 5/26/15 5,230 5,358
International Bank for Reconstruction &        
Development 0.375% 11/16/15 500 499
International Bank for Reconstruction &        
Development 2.125% 3/15/16 3,600 3,717
International Bank for Reconstruction &        
Development 5.000% 4/1/16 200 218
International Bank for Reconstruction &        
Development 0.500% 4/15/16 1,125 1,126
International Bank for Reconstruction &        
Development 0.500% 5/16/16 700 699
International Bank for Reconstruction &        
Development 1.000% 9/15/16 405 408
International Bank for Reconstruction &        
Development 0.875% 4/17/17 4,750 4,737
International Bank for Reconstruction &        
Development 1.125% 7/18/17 950 951
International Bank for Reconstruction &        
Development 1.875% 3/15/19 3,300 3,309
International Bank for Reconstruction &        
Development 2.125% 11/1/20 2,000 1,972
International Bank for Reconstruction &        
Development 7.625% 1/19/23 25 34
International Bank for Reconstruction &        
Development 2.125% 2/13/23 150 143
International Finance Corp. 3.000% 4/22/14 875 876
International Finance Corp. 2.750% 4/20/15 900 924
International Finance Corp. 2.250% 4/11/16 525 543

 

 

International Finance Corp. 0.500% 5/16/16 250 250
International Finance Corp. 0.625% 11/15/16 1,000 995
International Finance Corp. 1.125% 11/23/16 2,150 2,168
International Finance Corp. 1.000% 4/24/17 575 575
International Finance Corp. 2.125% 11/17/17 950 978
International Finance Corp. 0.625% 12/21/17 625 609
International Finance Corp. 1.750% 9/4/18 1,300 1,306
8 Japan Bank for International Cooperation 1.875% 9/24/15 1,435 1,466
8 Japan Bank for International Cooperation 2.500% 1/21/16 700 725
8 Japan Bank for International Cooperation 2.500% 5/18/16 600 624
8 Japan Bank for International Cooperation 2.250% 7/13/16 575 595
8 Japan Bank for International Cooperation 1.125% 7/19/17 650 649
8 Japan Bank for International Cooperation 1.750% 7/31/18 925 924
8 Japan Bank for International Cooperation 1.750% 11/13/18 3,000 2,987
8 Japan Bank for International Cooperation 2.125% 2/7/19 1,000 1,007
8 Japan Bank for International Cooperation 3.375% 7/31/23 325 329
8 Japan Finance Organization for Municipalities 4.625% 4/21/15 500 522
8 Japan Finance Organization for Municipalities 5.000% 5/16/17 500 559
9 KFW 2.750% 10/21/14 5,385 5,461
9 KFW 2.625% 3/3/15 1,275 1,303
9 KFW 0.625% 4/24/15 100 100
9 KFW 0.500% 9/30/15 1,700 1,705
9 KFW 1.250% 10/26/15 550 558
9 KFW 5.125% 3/14/16 775 845
9 KFW 0.500% 4/19/16 2,000 2,000
9 KFW 2.000% 6/1/16 1,250 1,290
9 KFW 1.250% 10/5/16 2,545 2,579
9 KFW 0.625% 12/15/16 2,100 2,090
9 KFW 1.250% 2/15/17 3,425 3,458
9 KFW 0.750% 3/17/17 3,400 3,372
9 KFW 0.875% 9/5/17 2,000 1,983
9 KFW 4.375% 3/15/18 3,450 3,844
9 KFW 1.000% 6/11/18 1,000 981
9 KFW 4.500% 7/16/18 350 393
9 KFW 1.875% 4/1/19 3,925 3,932
9 KFW 4.875% 6/17/19 4,775 5,470
9 KFW 4.000% 1/27/20 150 165
9 KFW 2.750% 9/8/20 4,500 4,609
9 KFW 2.750% 10/1/20 1,150 1,176
9 KFW 2.375% 8/25/21 2,710 2,674
9 KFW 2.625% 1/25/22 1,500 1,494
9 KFW 2.000% 10/4/22 1,575 1,485
9 KFW 2.125% 1/17/23 1,750 1,653
9 KFW 0.000% 4/18/36 500 219
Korea Development Bank 4.375% 8/10/15 700 733
Korea Development Bank 3.250% 3/9/16 970 1,011
Korea Development Bank 4.000% 9/9/16 750 799
Korea Development Bank 3.875% 5/4/17 1,000 1,068
Korea Development Bank 3.750% 1/22/24 1,800 1,822
Korea Finance Corp. 4.625% 11/16/21 1,375 1,487
9 Landwirtschaftliche Rentenbank 3.125% 7/15/15 325 336
9 Landwirtschaftliche Rentenbank 4.875% 11/16/15 1,025 1,098
9 Landwirtschaftliche Rentenbank 2.500% 2/15/16 1,755 1,818
9 Landwirtschaftliche Rentenbank 2.125% 7/15/16 975 1,007
9 Landwirtschaftliche Rentenbank 2.375% 9/13/17 1,000 1,038
9 Landwirtschaftliche Rentenbank 1.000% 4/4/18 1,000 981
9 Landwirtschaftliche Rentenbank 1.875% 9/17/18 600 603

 

 

9 Landwirtschaftliche Rentenbank 1.750% 4/15/19 350 346
9 Landwirtschaftliche Rentenbank 1.375% 10/23/19 425 409
  Nexen Energy ULC 7.875% 3/15/32 100 132
  Nexen Energy ULC 5.875% 3/10/35 410 447
  Nexen Energy ULC 6.400% 5/15/37 800 916
  Nexen Energy ULC 7.500% 7/30/39 625 814
  Nordic Investment Bank 2.500% 7/15/15 810 833
  Nordic Investment Bank 2.250% 3/15/16 450 466
  Nordic Investment Bank 0.750% 1/17/18 2,700 2,622
  North American Development Bank 2.300% 10/10/18 325 322
  North American Development Bank 4.375% 2/11/20 125 133
  North American Development Bank 2.400% 10/26/22 350 327
10 Oesterreichische Kontrollbank AG 1.125% 7/6/15 1,500 1,513
10 Oesterreichische Kontrollbank AG 1.750% 10/5/15 1,000 1,019
10 Oesterreichische Kontrollbank AG 2.000% 6/3/16 625 643
10 Oesterreichische Kontrollbank AG 0.750% 12/15/16 1,000 998
10 Oesterreichische Kontrollbank AG 5.000% 4/25/17 300 335
10 Oesterreichische Kontrollbank AG 1.125% 5/29/18 1,275 1,247
4 Oriental Republic of Uruguay 4.500% 8/14/24 1,650 1,684
4 Oriental Republic of Uruguay 4.125% 11/20/45 2,029 1,634
  Pemex Project Funding Master Trust 5.750% 3/1/18 1,275 1,419
  Pemex Project Funding Master Trust 6.625% 6/15/35 1,000 1,111
  Pemex Project Funding Master Trust 6.625% 6/15/38 375 410
  Petrobras Global Finance BV 3.000% 1/15/19 2,000 1,892
  Petrobras Global Finance BV 4.875% 3/17/20 1,800 1,816
  Petrobras Global Finance BV 4.375% 5/20/23 2,000 1,830
  Petrobras Global Finance BV 6.250% 3/17/24 1,100 1,128
  Petrobras Global Finance BV 7.250% 3/17/44 400 412
  Petrobras International Finance Co. 7.750% 9/15/14 300 310
  Petrobras International Finance Co. 3.875% 1/27/16 2,175 2,236
  Petrobras International Finance Co. 6.125% 10/6/16 1,225 1,322
  Petrobras International Finance Co. 3.500% 2/6/17 100 101
  Petrobras International Finance Co. 5.875% 3/1/18 600 639
  Petrobras International Finance Co. 7.875% 3/15/19 850 969
  Petrobras International Finance Co. 5.750% 1/20/20 1,865 1,947
  Petrobras International Finance Co. 5.375% 1/27/21 3,000 3,034
  Petrobras International Finance Co. 6.875% 1/20/40 1,525 1,507
  Petrobras International Finance Co. 6.750% 1/27/41 1,750 1,699
  Petroleos Mexicanos 8.000% 5/3/19 700 857
  Petroleos Mexicanos 6.000% 3/5/20 425 479
  Petroleos Mexicanos 5.500% 1/21/21 3,930 4,300
  Petroleos Mexicanos 4.875% 1/24/22 1,950 2,032
  Petroleos Mexicanos 3.500% 1/30/23 1,500 1,415
  Petroleos Mexicanos 4.875% 1/18/24 1,500 1,546
4 Petroleos Mexicanos 2.290% 2/15/24 200 198
  Petroleos Mexicanos 6.500% 6/2/41 300 329
  Petroleos Mexicanos 5.500% 6/27/44 2,575 2,486
7 Petroleos Mexicanos 6.375% 1/23/45 1,750 1,893
  Province of British Columbia 2.850% 6/15/15 750 773
  Province of British Columbia 2.100% 5/18/16 2,820 2,904
  Province of British Columbia 2.650% 9/22/21 500 497
  Province of British Columbia 2.000% 10/23/22 300 279
  Province of Manitoba 4.900% 12/6/16 1,235 1,368
  Province of Manitoba 1.125% 6/1/18 850 835
  Province of Manitoba 2.100% 9/6/22 300 278
  Province of New Brunswick 2.750% 6/15/18 725 755
  Province of Nova Scotia 2.375% 7/21/15 560 573

 

 

Province of Nova Scotia 5.125% 1/26/17 500 556
Province of Ontario 0.950% 5/26/15 1,050 1,056
Province of Ontario 2.700% 6/16/15 875 898
Province of Ontario 4.750% 1/19/16 75 80
Province of Ontario 2.300% 5/10/16 1,460 1,504
Province of Ontario 1.000% 7/22/16 2,425 2,429
Province of Ontario 1.600% 9/21/16 5,850 5,944
Province of Ontario 1.100% 10/25/17 2,050 2,023
Province of Ontario 3.150% 12/15/17 100 106
Province of Ontario 1.200% 2/14/18 1,200 1,179
Province of Ontario 3.000% 7/16/18 400 419
Province of Ontario 2.000% 9/27/18 1,650 1,659
Province of Ontario 2.000% 1/30/19 1,875 1,875
Province of Ontario 1.650% 9/27/19 925 892
Province of Ontario 4.000% 10/7/19 850 920
Province of Ontario 4.400% 4/14/20 475 523
Province of Ontario 2.450% 6/29/22 100 95
Quebec 4.600% 5/26/15 350 367
Quebec 5.125% 11/14/16 525 581
Quebec 4.625% 5/14/18 2,100 2,346
Quebec 3.500% 7/29/20 1,530 1,604
Quebec 2.750% 8/25/21 1,375 1,350
Quebec 2.625% 2/13/23 1,550 1,471
Quebec 7.125% 2/9/24 400 515
Quebec 7.500% 9/15/29 475 658
Region of Lombardy Italy 5.804% 10/25/32 500 497
Republic of Chile 3.875% 8/5/20 300 317
Republic of Chile 3.250% 9/14/21 800 801
Republic of Chile 2.250% 10/30/22 150 137
Republic of Chile 3.625% 10/30/42 800 660
Republic of Colombia 7.375% 1/27/17 700 809
Republic of Colombia 7.375% 3/18/19 825 994
Republic of Colombia 4.375% 7/12/21 2,130 2,215
4 Republic of Colombia 2.625% 3/15/23 825 742
Republic of Colombia 4.000% 2/26/24 1,800 1,782
Republic of Colombia 8.125% 5/21/24 400 519
Republic of Colombia 7.375% 9/18/37 1,000 1,279
Republic of Colombia 6.125% 1/18/41 1,775 1,988
4 Republic of Colombia 5.625% 2/26/44 800 833
Republic of Italy 4.750% 1/25/16 1,225 1,305
Republic of Italy 5.250% 9/20/16 3,445 3,744
Republic of Italy 5.375% 6/12/17 950 1,042
Republic of Italy 6.875% 9/27/23 125 152
Republic of Italy 5.375% 6/15/33 1,400 1,580
Republic of Korea 7.125% 4/16/19 425 522
Republic of Korea 3.875% 9/11/23 1,800 1,857
Republic of Panama 5.200% 1/30/20 2,045 2,259
Republic of Panama 7.125% 1/29/26 900 1,114
4 Republic of Panama 6.700% 1/26/36 1,584 1,868
4 Republic of Panama 4.300% 4/29/53 250 205
Republic of Peru 8.375% 5/3/16 1,000 1,145
Republic of Peru 7.125% 3/30/19 700 845
Republic of Peru 7.350% 7/21/25 900 1,157
Republic of Peru 8.750% 11/21/33 1,225 1,789
Republic of Peru 5.625% 11/18/50 1,475 1,562
Republic of Philippines 8.375% 6/17/19 800 1,016
Republic of Philippines 6.500% 1/20/20 875 1,041

 

 

Republic of Philippines 4.000% 1/15/21 3,475 3,653
Republic of Philippines 10.625% 3/16/25 425 661
Republic of Philippines 5.500% 3/30/26 1,400 1,578
Republic of Philippines 9.500% 2/2/30 1,025 1,596
Republic of Philippines 7.750% 1/14/31 775 1,060
Republic of Philippines 6.375% 1/15/32 800 978
Republic of Philippines 6.375% 10/23/34 1,675 2,083
Republic of Philippines 5.000% 1/13/37 400 437
Republic of Phillippine 4.200% 1/21/24 1,400 1,447
Republic of Poland 3.875% 7/16/15 775 806
Republic of Poland 5.000% 10/19/15 375 399
Republic of Poland 6.375% 7/15/19 3,340 3,933
Republic of Poland 5.125% 4/21/21 900 998
Republic of Poland 5.000% 3/23/22 1,415 1,542
Republic of Poland 3.000% 3/17/23 1,000 935
Republic of Poland 4.000% 1/22/24 875 881
Republic of South Africa 6.875% 5/27/19 875 1,011
Republic of South Africa 5.500% 3/9/20 1,985 2,152
Republic of South Africa 4.665% 1/17/24 1,100 1,092
Republic of South Africa 5.875% 9/16/25 300 323
Republic of South Africa 6.250% 3/8/41 700 767
Republic of Turkey 7.000% 9/26/16 2,350 2,579
Republic of Turkey 7.500% 7/14/17 1,600 1,800
Republic of Turkey 6.750% 4/3/18 1,450 1,606
Republic of Turkey 7.000% 3/11/19 1,325 1,485
Republic of Turkey 7.000% 6/5/20 1,625 1,829
Republic of Turkey 5.625% 3/30/21 175 183
Republic of Turkey 5.125% 3/25/22 1,125 1,133
Republic of Turkey 3.250% 3/23/23 1,000 875
Republic of Turkey 7.375% 2/5/25 2,075 2,387
Republic of Turkey 11.875% 1/15/30 1,600 2,560
Republic of Turkey 8.000% 2/14/34 175 214
Republic of Turkey 6.875% 3/17/36 3,250 3,528
Republic of Turkey 6.750% 5/30/40 2,000 2,138
Republic of Turkey 6.000% 1/14/41 2,150 2,118
Republic of Turkey 4.875% 4/16/43 1,700 1,449
State of Israel 5.500% 11/9/16 1,320 1,474
State of Israel 5.125% 3/26/19 300 341
State of Israel 4.000% 6/30/22 900 938
State of Israel 3.150% 6/30/23 1,100 1,056
State of Israel 4.500% 1/30/43 550 510
Statoil ASA 2.900% 10/15/14 75 76
Statoil ASA 3.125% 8/17/17 1,085 1,144
Statoil ASA 1.200% 1/17/18 2,000 1,960
Statoil ASA 1.950% 11/8/18 200 200
Statoil ASA 5.250% 4/15/19 1,060 1,207
Statoil ASA 2.900% 11/8/20 150 151
Statoil ASA 3.150% 1/23/22 125 125
Statoil ASA 2.450% 1/17/23 400 375
Statoil ASA 2.650% 1/15/24 275 258
Statoil ASA 3.700% 3/1/24 500 509
Statoil ASA 7.150% 1/15/29 250 331
Statoil ASA 5.100% 8/17/40 300 332
Statoil ASA 4.250% 11/23/41 325 317
Statoil ASA 3.950% 5/15/43 175 163
Statoil ASA 4.800% 11/8/43 600 636
Svensk Exportkredit AB 1.750% 10/20/15 1,500 1,529

 

 

Svensk Exportkredit AB 0.625% 5/31/16 750 749
Svensk Exportkredit AB 2.125% 7/13/16 1,065 1,098
Svensk Exportkredit AB 1.750% 5/30/17 125 127
United Mexican States 11.375% 9/15/16 100 125
United Mexican States 5.625% 1/15/17 4,129 4,595
United Mexican States 5.950% 3/19/19 2,313 2,689
United Mexican States 3.500% 1/21/21 1,000 1,013
United Mexican States 3.625% 3/15/22 3,350 3,371
United Mexican States 4.000% 10/2/23 3,232 3,271
United Mexican States 6.750% 9/27/34 809 989
United Mexican States 6.050% 1/11/40 1,645 1,870
United Mexican States 4.750% 3/8/44 3,842 3,647
United Mexican States 5.550% 1/21/45 200 213
United Mexican States 5.750% 10/12/10 3,692 3,622
Total Sovereign Bonds (Cost $495,157)       499,599
Taxable Municipal Bonds (0.4%)        
American Municipal Power Ohio Inc. Revenue        
(Hydroelectric Projects) 6.449% 2/15/44 200 237
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.834% 2/15/41 100 137
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.053% 2/15/43 50 57
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 5.939% 2/15/47 175 196
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.270% 2/15/50 560 629
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 75 98
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 175 254
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.793% 4/1/30 100 122
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 175 230
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 325 420
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 125 170
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 1,210 1,635
California Educational Facilities Authority        
Revenue (Stanford University) 4.250% 5/1/16 100 107
California GO 5.750% 3/1/17 150 169
California GO 6.200% 10/1/19 1,600 1,892
California GO 5.700% 11/1/21 250 291
California GO 7.500% 4/1/34 2,270 3,070
California GO 7.550% 4/1/39 2,005 2,795
California GO 7.300% 10/1/39 350 470
California GO 7.350% 11/1/39 1,025 1,385
California GO 7.625% 3/1/40 450 628
California GO 7.600% 11/1/40 350 493
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 100 116
Chicago IL Board of Education GO 6.319% 11/1/29 50 50
Chicago IL Board of Education GO 6.138% 12/1/39 100 99
Chicago IL GO 7.781% 1/1/35 100 118
Chicago IL GO 6.314% 1/1/44 500 510

 

 

Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 350 397
Chicago IL O'Hare International Airport        
Revenue 6.845% 1/1/38 50 54
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 75 90
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 200 222
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 735 876
Chicago IL Wastewater Transmission        
Revenue 6.900% 1/1/40 75 85
Chicago IL Water Revenue 6.742% 11/1/40 75 88
Clark County NV Airport Revenue 6.881% 7/1/42 75 82
Colorado Bridge Enterprise Revenue 6.078% 12/1/40 700 858
Commonwealth Financing Authority        
Pennsylvania Revenue 6.218% 6/1/39 325 380
Connecticut GO 5.090% 10/1/30 75 78
Connecticut GO 5.850% 3/15/32 610 714
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.459% 11/1/30 150 163
Cook County IL GO 6.229% 11/15/34 400 433
Curators of the University of Missouri System        
Facilities Revenue 5.792% 11/1/41 50 62
Dallas County TX Hospital District Revenue 5.621% 8/15/44 100 117
Dallas TX Area Rapid Transit Revenue 4.922% 12/1/41 1,050 1,141
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 200 252
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 75 82
Dallas TX Independent School District GO 6.450% 2/15/35 150 172
Dartmouth College New Hampshire GO 4.750% 6/1/19 25 28
Denver CO City & County School District No.        
1 COP 7.017% 12/15/37 100 122
Denver CO City & County School District No.        
1 GO 5.664% 12/1/33 75 86
District of Columbia Income Tax Revenue 5.591% 12/1/34 50 57
District of Columbia Income Tax Revenue 5.582% 12/1/35 75 86
Energy Northwest Washington Electric        
Revenue (Columbia Generating Station) 2.197% 7/1/19 250 248
Florida Hurricane Catastrophe Fund Finance        
Corp. Revenue 2.107% 7/1/18 425 426
Florida Hurricane Catastrophe Fund Finance        
Corp. Revenue 2.995% 7/1/20 700 697
George Washington University District of        
Columbia GO 3.485% 9/15/22 500 493
Georgia GO 4.503% 11/1/25 325 357
Georgia Municipal Electric Power Authority        
Revenue 6.637% 4/1/57 810 923
Georgia Municipal Electric Power Authority        
Revenue 6.655% 4/1/57 300 336
Georgia Municipal Electric Power Authority        
Revenue 7.055% 4/1/57 150 163
Illinois GO 4.511% 3/1/15 375 388
Illinois GO 5.365% 3/1/17 375 409
Illinois GO 5.877% 3/1/19 600 673
Illinois GO 4.950% 6/1/23 1,450 1,523
Illinois GO 5.100% 6/1/33 2,920 2,883
Illinois GO 6.630% 2/1/35 100 109

 

 

Illinois GO 6.725% 4/1/35 475 524
Illinois GO 7.350% 7/1/35 1,500 1,746
Illinois Toll Highway Authority Revenue 6.184% 1/1/34 200 242
Illinois Toll Highway Authority Revenue 5.851% 12/1/34 75 88
Indianapolis IN Local Public Improvement        
Revenue 6.116% 1/15/40 475 579
JobsOhio Beverage System Statewide Liquor        
Profits Revenue 3.985% 1/1/29 400 385
JobsOhio Beverage System Statewide Liquor        
Profits Revenue 4.532% 1/1/35 225 219
4 Kentucky Asset/Liability Commission General        
Fund Revenue 3.165% 4/1/18 41 43
La Paz County AZ Industrial Development        
Authority Project Revenue (LCS        
Corrections Services, Inc. Project) 7.000% 3/1/34 150 142
Las Vegas Valley Water District Nevada GO 7.013% 6/1/39 75 82
Los Angeles CA Community College District        
GO 6.600% 8/1/42 250 333
Los Angeles CA Department of Water &        
Power Revenue 5.716% 7/1/39 100 117
Los Angeles CA Department of Water &        
Power Revenue 6.008% 7/1/39 325 384
Los Angeles CA Department of Water &        
Power Revenue 6.166% 7/1/40 100 109
Los Angeles CA Department of Water &        
Power Revenue 6.574% 7/1/45 410 543
Los Angeles CA Department of Water &        
Power Revenue 6.603% 7/1/50 500 673
Los Angeles CA Unified School District GO 5.750% 7/1/34 1,060 1,243
Los Angeles CA Unified School District GO 6.758% 7/1/34 100 131
Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax        
Revenue 5.735% 6/1/39 125 146
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.488% 8/1/33 200 250
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.618% 8/1/40 50 65
Maryland Transportation Authority Facilities        
Projects Revenue 5.888% 7/1/43 100 122
Massachusetts GO 4.200% 12/1/21 225 242
Massachusetts GO 5.456% 12/1/39 845 977
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.715% 8/15/39 125 146
Massachusetts Transportation Fund Revenue 5.731% 6/1/40 50 60
Massachusetts Water Pollution Abatement        
Trust 5.192% 8/1/40 435 475
Metropolitan Government of Nashville &        
Davidson County TN Convention Center        
Authority Tourism Tax Revenue 6.731% 7/1/43 100 119
Metropolitan Government of Nashville &        
Davidson County TN GO 5.707% 7/1/34 125 140
Metropolitan Washington DC/VA Airports        
Authority Dulles Toll Road Revenue 7.462% 10/1/46 75 91
Metropolitan Water District of Southern        
California Revenue 6.947% 7/1/40 75 85
Mississippi GO 5.245% 11/1/34 50 56

 

 

Missouri Highways & Transportation        
Commission Road Revenue 5.445% 5/1/33 100 113
11 New Jersey Economic Development Authority        
Revenue (State Pension Funding) 7.425% 2/15/29 835 1,072
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 5.754% 12/15/28 910 1,040
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.104% 12/15/28 150 167
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.561% 12/15/40 450 562
12 New Jersey Turnpike Authority Revenue 4.252% 1/1/16 220 228
New Jersey Turnpike Authority Revenue 7.414% 1/1/40 375 526
New Jersey Turnpike Authority Revenue 7.102% 1/1/41 705 958
New York City NY GO 6.246% 6/1/35 100 110
New York City NY GO 5.968% 3/1/36 560 666
New York City NY GO 5.985% 12/1/36 75 89
New York City NY GO 5.517% 10/1/37 50 56
New York City NY GO 6.271% 12/1/37 1,400 1,719
New York City NY GO 5.846% 6/1/40 100 119
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.750% 6/15/41 100 119
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.790% 6/15/41 500 535
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.952% 6/15/42 100 122
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 6.011% 6/15/42 75 92
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.440% 6/15/43 100 113
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.882% 6/15/44 2,010 2,413
New York City NY Transitional Finance        
Authority Building Aid Revenue 6.828% 7/15/40 250 314
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.767% 8/1/36 100 119
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.508% 8/1/37 150 175
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.572% 11/1/38 625 731
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 525 737
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 6.089% 11/15/40 50 61
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 5.871% 11/15/39 100 117
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.648% 11/15/39 585 751
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.500% 3/15/30 530 596
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.628% 3/15/39 95 110
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.389% 3/15/40 100 114
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.770% 3/15/39 300 352
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.838% 3/15/40 75 88

 

 

New York University Hospitals Center GO 4.428% 7/1/42 200 182
New York University Hospitals Center        
Revenue 5.750% 7/1/43 375 414
North Texas Tollway Authority System        
Revenue 6.718% 1/1/49 200 265
Ohio State University General Receipts        
Revenue 4.910% 6/1/40 175 190
Ohio State University General Receipts        
Revenue 4.800% 6/1/11 1,765 1,712
Ohio Water Development Authority Water        
Pollution Control Loan Fund Revenue 4.879% 12/1/34 100 108
Orange County CA Local Transportation        
Authority Sales Tax Revenue 6.908% 2/15/41 75 99
Oregon Department of Transportation        
Highway User Tax Revenue 5.834% 11/15/34 75 92
Oregon GO 5.762% 6/1/23 500 578
Oregon GO 5.892% 6/1/27 375 448
12 Oregon School Boards Association GO 4.759% 6/30/28 500 532
13 Oregon School Boards Association GO 5.528% 6/30/28 125 142
Pennsylvania GO 4.650% 2/15/26 125 135
Pennsylvania GO 5.350% 5/1/30 400 435
Pennsylvania Public School Building Authority        
Lease Revenue (School District of        
Philadelphia) 5.000% 9/15/27 100 107
Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 1,075 1,228
Pennsylvania Turnpike Commission Revenue 5.561% 12/1/49 75 87
Port Authority of New York & New Jersey        
Revenue 6.040% 12/1/29 125 151
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 700 807
Port Authority of New York & New Jersey        
Revenue 4.960% 8/1/46 975 1,027
Port Authority of New York & New Jersey        
Revenue 5.310% 8/1/46 375 392
Port Authority of New York & New Jersey        
Revenue 4.926% 10/1/51 535 548
Port Authority of New York & New Jersey        
Revenue 4.458% 10/1/62 1,075 1,004
President & Fellows of Harvard College        
Massachusetts GO 4.875% 10/15/40 275 299
Princeton University New Jersey GO 4.950% 3/1/19 1,875 2,112
Princeton University New Jersey GO 5.700% 3/1/39 300 364
Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 150 187
Rutgers State University NJ Revenue 5.665% 5/1/40 75 88
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 75 82
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 225 279
San Antonio TX Electric & Gas Systems        
Revenue 5.718% 2/1/41 100 119
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 450 457
San Diego County CA Regional Airport        
Authority Revenue 5.594% 7/1/43 300 312
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 100 126

 

 

San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.000% 11/1/40 75 90
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.950% 11/1/50 500 668
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 645 751
Sonoma County CA Pension Obligation        
Revenue 6.000% 12/1/29 500 533
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 875 1,057
Texas GO 5.517% 4/1/39 660 789
Texas Transportation Commission Revenue 5.028% 4/1/26 100 113
Texas Transportation Commission Revenue 5.178% 4/1/30 275 317
Texas Transportation Commission Revenue 4.631% 4/1/33 300 325
Texas Transportation Commission Revenue 4.681% 4/1/40 100 106
Tufts University Massachusetts GO 5.017% 4/15/12 550 540
TX Utility System Revenue 3.828% 5/15/28 275 280
University of California Regents General        
Revenue 4.601% 5/15/31 500 538
University of California Regents Medical        
Center Revenue 6.548% 5/15/48 150 188
University of California Regents Medical        
Center Revenue 6.583% 5/15/49 125 158
University of California Revenue 1.796% 7/1/19 175 171
University of California Revenue 6.270% 5/15/31 1,000 1,087
University of California Revenue 5.770% 5/15/43 410 485
University of California Revenue 5.946% 5/15/45 275 325
University of California Revenue 4.858% 5/15/12 330 313
University of Massachusetts Building Authority        
Revenue 5.450% 11/1/40 75 85
University of Southern California GO 5.250% 10/1/11 200 232
University of Texas System Revenue        
Financing System Revenue 5.262% 7/1/39 100 115
University of Texas System Revenue        
Financing System Revenue 6.276% 8/15/41 75 83
University of Texas System Revenue        
Financing System Revenue 5.134% 8/15/42 150 172
University of Texas System Revenue        
Financing System Revenue 4.794% 8/15/46 385 416
University of Virginia Revenue 6.200% 9/1/39 800 1,039
Utah GO 4.554% 7/1/24 125 138
Utah GO 3.539% 7/1/25 50 50
Virginia Commonwealth Transportation Board        
Revenue 5.350% 5/15/35 500 550
Washington GO 5.481% 8/1/39 50 58
Washington GO 5.140% 8/1/40 480 524
13 Wisconsin GO 5.700% 5/1/26 325 363
Total Taxable Municipal Bonds (Cost $78,980)       86,139

 

 

        Market
        Value
  Coupon   Shares ($000)
Temporary Cash Investments (2.9%)1        
Money Market Fund (2.9%)        
14,15Vanguard Market Liquidity Fund 0.122%   641,469,001 641,469
 
      Face  
    Maturity Amount  
    Date ($000)  
U.S. Government and Agency Obligations (0.0%)      
2,16Federal Home Loan Bank Discount Notes 0.056%–0.120% 4/9/14 1,900 1,900
2,16Federal Home Loan Bank Discount Notes 0.060%–0.120% 5/7/14 700 700
2,16Federal Home Loan Bank Discount Notes 0.110%–0.120% 5/9/14 200 200
2,16Federal Home Loan Bank Discount Notes 0.074%–0.135% 6/18/14 100 100
2 Federal Home Loan Bank Discount Notes 0.065%–0.130% 6/27/14 2,300 2,299
        5,199
Total Temporary Cash Investments (Cost $646,668)     646,668
Total Investments (102.4%) (Cost $15,918,395)       22,562,060
Other Assets and Liabilities-Net (-2.4%)15       (538,421)
Net Assets (100%)       22,023,639

 

* Non-income-producing security.
• Securities with a value of $352,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions.
† Non-income-producing security--security in default.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $11,287,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 60.2% and 2.8%, respectively, of net assets.
2 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
3 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
5 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken
delivery as of March 31, 2014.
6 Adjustable-rate security.
7 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2014, the aggregate
value of these securities was $24,392,000, representing 0.1% of net assets.
8 Guaranteed by the Government of Japan.
9 Guaranteed by the Federal Republic of Germany.
10Guaranteed by the Republic of Austria.
11Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
12Scheduled principal and interest payments are guaranteed by AMBAC (Ambac Assurance Corporation).
13Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
14Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
15Includes $12,247,000 of collateral received for securities on loan.
16Securities with a value of $2,900,000 have been segregated as initial margin for open futures contracts.
COP—Certificate of Participation.
GO—General Obligation Bond.

 

Vanguard Balanced Index Fund

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

B. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. When the fund is a buyer of TBA transactions, it maintains cash or short-term investments in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements.

C. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities sold, and is compensated by interest earned on the proceeds of the sale and by a lower price on the securities to be repurchased. The fund has also entered into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold (Other Assets) or Payables for Investment Securities Purchased (Liabilities).

D. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).


The following table summarizes the market value of the fund's investments as of March 31, 2014, based on the inputs used to value them:

 

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Common Stocks 13,226,195 — 130
U.S. Government and Agency Obligations — 5,655,334 —
Asset-Backed/Commercial Mortgage-Backed Securities — 220,942 1,335
Corporate Bonds — 2,224,894 824
Sovereign Bonds — 499,599 —
Taxable Municipal Bonds — 86,139 —
Temporary Cash Investments 641,469 5,199 —
Futures Contracts—Assets1 817    
Futures Contracts—Liabilities1 (286) — —
Total 13,868,195 8,692,107 2,289
1 Represents variation margin on the last day of the reporting period.    

 

E. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund performance and requires daily settlement of variation margin representing changes in the market value of each contract.

Futures contracts are valued at their quoted daily settlement prices. The aggregate notional amounts of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded as an asset (liability).

 

At March 31,2014, the aggregated settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:

        ($000)
      Aggregate  
    Number of Settlement Unrealized
    Long (Short) Value Long Appreciation
Futures Contracts Expiration  Contracts (Short)  (Depreciation)
S&P 500 Index June 2014 44 20,511 78
E-mini S&P 500 Index June 2014 87 8,111 133
E-mini Russell 2000 Index June 2014 12 1,405 (27)
E-mini S&P MidCap Index June 2014 6 825 1
185

 

Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.

F. At March 31, 2014, the cost of investment securities for tax purposes was $15,918,740,000. Net unrealized appreciation of investment securities for tax purposes was $6,643,320,000, consisting of unrealized gains of $6,877,137,000 on securities that had risen in value since their purchase and $233,817,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Vanguard Managed Payout Fund

Consolidated Schedule of Investments
As of March 31, 2014

      Market
      Value
    Shares ($000)
Investment Companies (95.0%)    
U.S. Stock Fund (24.6%)    
  Vanguard Total Stock Market Index Fund Investor Shares 7,605,644 360,584
 
Global Stock Fund (20.4%)    
  Vanguard Global Minimum Volatility Fund Investor Shares 28,188,712 297,673
 
International Stock Fund (20.3%)    
  Vanguard Total International Stock Index Fund Investor Shares 17,705,330 296,741
 
U.S. Bond Funds (12.6%)    
1 Vanguard Total Bond Market II Index Fund Investor Shares 10,770,389 114,597
  Vanguard Intermediate-Term Investment-Grade Fund Investor Shares 7,155,178 70,192
      184,789
International Bond Fund (7.1%)    
  Vanguard Total International Bond Index Fund Investor Shares 10,252,426 103,447
 
Market Neutral Fund (10.0%)    
  Vanguard Market Neutral Fund Investor Shares 12,903,049 146,321
 
Total Investment Companies (Cost $1,202,186)   1,389,555
Temporary Cash Investments (4.9%)2    
U.S. Government and Agency Obligations (4.9%)    
3,4 Freddie Mac Discount Notes, 0.080%, 6/23/14 4,000 4,000
3,4 Freddie Mac Discount Notes, 0.090%, 6/18/14 2,200 2,200
3,4 Freddie Mac Discount Notes, 0.076%, 4/7/14 1,250 1,250
3,5 Federal Home Loan Bank Discount Notes, 0.070%, 5/30/14 1,210 1,210
3,5 Federal Home Loan Bank Discount Notes, 0.070%, 5/21/14 2,100 2,100
3,5 Federal Home Loan Bank Discount Notes, 0.064%, 4/4/14 4,200 4,200
3,5 Federal Home Loan Bank Discount Notes, 0.070%, 5/7/14 2,400 2,400
3 United States Treasury Note/Bond, 0.250%, 6/30/14 4,289 4,291
3 United States Treasury Note/Bond, 0.250%, 5/31/14 1,911 1,912
3 United States Treasury Note/Bond, 0.750%, 6/15/14 3,000 3,004
3 United States Treasury Note/Bond, 1.250%, 4/15/14 11,802 11,807
3 United States Treasury Note/Bond, 2.250%, 5/31/14 8,500 8,530
3 United States Treasury Note/Bond, 1.875%, 4/30/14 12,369 12,386
3 United States Treasury Note/Bond, 4.750%, 5/15/14 12,000 12,067
3,4 Fannie Mae Discount Notes, 0.090%, 6/4/14 1,000 1,000
Total Temporary Cash Investments (Cost $72,358)   72,357
Total Investments (99.9%) (Cost $1,274,544)   1,461,912
Other Assets and Liabilities-Net (0.0%)   1,178
Net Assets (100%)   1,463,090

 

 

1 Affiliated fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard.
2 The fund invests a portion of its assets in commodities through its investment in Vanguard MPF Portfolio II, a
wholly owned subsidiary of the fund. After giving effect to swap investments, the fund's effective commodity and
temporary cash investment positions represent 5.0% and -0.1%, respectively, of net assets.
3 Security is owned by the Vanguard MPF Portfolio II, which is a wholly owned subsidiary of the Managed Payout
Fund.
4 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
5 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.

A. Basis for Consolidation: Vanguard MPF Portfolio II ("the subsidiary"), a sub-fund of Vanguard Investments Select Series I PLC. The subsidiary is an Irish-domiciled wholly owned subsidiary that is organized to effect certain commodity-linked investments on behalf of the fund, consistent with the fund's investment objectives and policies. The commodity-linked investments and other investments held by the subsidiary are subject to the same risks that apply to similar investments if held directly by the fund. As of March 31, 2014, the fund held $73,370,000 in the subsidiary, representing 5% of the fund's net assets. All inter-fund transactions and balances (including the fund's investment in the subsidiary) have been eliminated, and the Consolidated Schedule of Investments includes all investments and other accounts of the subsidiary as if held directly by the fund.

B. Security Valuation: Investments are valued at the net asset value of each underlying Vanguard fund determined as of the close of the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.

C. Swap Contracts: The fund gains exposure to commodities through the subsidiary's investment in swaps that earn the total return on a specified commodity index. Under the terms of the swaps, the subsidiary receives the total return on the specified index (receiving the increase or paying the decrease in the value of the specified index), applied to a notional amount. The subsidiary also pays a floating rate that is based on short-term interest rates, applied to the notional amount. At the same time, the subsidiary invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.

The notional amounts of swap contracts are not recorded in the Consolidated Schedule of Investments. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as unrealized appreciation (depreciation) until periodic payments are made, or the termination of the swap, at which time realized gain (loss) is recorded. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the subsidiary. The subsidiary's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The subsidiary mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the event of a counterparty’s default (including bankruptcy), the subsidiary may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the subsidiary under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the subsidiary's net

 

Managed Payout Fund

assets decline below a certain level, triggering a payment by the subsidiary if the subsidiary is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the subsidiary has pledged. Any securities pledged as collateral for open contracts are noted in the Consolidated Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

At March 31, 2014, the subsidiary had the following open total return swap contracts:
        Floating Unrealized
      Notional Interest Rate Appreciation
  Termination   Amount Received (Depreciation)
Reference Entity Date Counterparty1 ($000) (Paid) ($000)
Credit Suisse Custom 34 Total Return          
Index 4/30/14 CS 73,345 (0.41%) (170)
1 CS—Credit Suisse International.

 

At March 31, 2014, the counterparty had deposited in segregated accounts securities with a value of $499,000 in connection with amounts due to the fund for open swap contracts.

D. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest
rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine
the fair value of investments).

The following table summarizes the market value of the fund's investments as of March 31, 2014,
based on the inputs used to value them:
  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Investment Companies 1,389,555 — —
Temporary Cash Investments — 72,357 —
Swap Contracts—Liabilities — (170) —
Total 1,389,555 72,187 —

 

E. At March 31, 2014, the cost of investment securities for tax purposes was $1,274,544,000. Net unrealized appreciation of investment securities for tax purposes was $187,368,000, consisting of unrealized gains of $190,206,000 on securities that had risen in value since their purchase and $2,838,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Item 2: Controls and Procedures

(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.

(b) Internal Control Over Financial Reporting. During the last fiscal quarter, there was no significant change in the Registrant’s internal control over financial reporting that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3: Exhibits

(a) Certifications

  VANGUARD VALLEY FORGE FUNDS
 
By: /s/ F. WILLIAM MCNABB III*
  F. WILLIAM MCNABB III
  CHIEF EXECUTIVE OFFICER
 
Date: May 19, 2014

 

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.

  VANGUARD VALLEY FORGE FUNDS
 
By: /s/ F. WILLIAM MCNABB III*
  F. WILLIAM MCNABB III
  CHIEF EXECUTIVE OFFICER
 
Date: May 19, 2014

 

  VANGUARD VALLEY FORGE FUNDS
 
  /s/ THOMAS J. HIGGINS*
  THOMAS J. HIGGINS
  CHIEF FINANCIAL OFFICER
 
Date: May 19, 2014

 

* By:/s/ Heidi Stam

Heidi Stam, pursuant to a Power of Attorney filed on April 22, 2014 see file Number 2-17620, Incorporated by Reference.