N-Q 1 valleyforge_final.htm valleyforge_final.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: September 30, 2014

 

 

Item 1: Schedule of Investments

 


Vanguard Balanced Index Fund

Schedule of Investments
As of September 30, 2014

    Market
    Value
  Shares ($000)
Common Stocks (59.2%)1    
Basic Materials (1.8%)    
EI du Pont de Nemours & Co. 585,878 42,043
Dow Chemical Co. 762,792 40,001
LyondellBasell Industries NV Class A 261,818 28,449
Praxair Inc. 186,811 24,099
Freeport-McMoRan Inc. 662,688 21,637
Ecolab Inc. 172,404 19,797
PPG Industries Inc. 88,204 17,353
Air Products & Chemicals Inc. 122,480 15,944
International Paper Co. 272,748 13,021
Alcoa Inc. 747,847 12,033
Nucor Corp. 203,244 11,032
Sigma-Aldrich Corp. 75,885 10,321
Mosaic Co. 206,107 9,153
CF Industries Holdings Inc. 31,740 8,862
Newmont Mining Corp. 318,078 7,332
Eastman Chemical Co. 85,707 6,933
Celanese Corp. Class A 100,791 5,898
CONSOL Energy Inc. 147,844 5,597
Ashland Inc. 49,590 5,162
International Flavors & Fragrances Inc. 52,689 5,052
FMC Corp. 84,953 4,858
Airgas Inc. 42,611 4,715
* WR Grace & Co. 46,347 4,215
RPM International Inc. 86,312 3,951
United States Steel Corp. 92,177 3,611
Rockwood Holdings Inc. 45,508 3,479
Huntsman Corp. 131,411 3,415
Steel Dynamics Inc. 145,672 3,294
Reliance Steel & Aluminum Co. 47,633 3,258
Albemarle Corp. 51,162 3,013
Avery Dennison Corp. 60,843 2,717
Royal Gold Inc. 39,647 2,575
NewMarket Corp. 6,601 2,515
Allegheny Technologies Inc. 66,417 2,464
Westlake Chemical Corp. 26,026 2,254
Cytec Industries Inc. 46,278 2,189
US Silica Holdings Inc. 34,949 2,185
PolyOne Corp. 58,980 2,099
* Platform Specialty Products Corp. 78,914 1,974
Cabot Corp. 37,448 1,901
Compass Minerals International Inc. 21,699 1,829
Sensient Technologies Corp. 32,482 1,700
Axiall Corp. 44,800 1,604
Carpenter Technology Corp. 32,575 1,471
* KapStone Paper and Packaging Corp. 51,916 1,452
Domtar Corp. 41,274 1,450
Minerals Technologies Inc. 22,392 1,382
* Chemtura Corp. 57,895 1,351
Olin Corp. 51,809 1,308

 

 

Commercial Metals Co. 75,979 1,297
HB Fuller Co. 32,633 1,296
Worthington Industries Inc. 34,442 1,282
* Stillwater Mining Co. 77,913 1,171
* Polypore International Inc. 29,516 1,149
Balchem Corp. 19,771 1,118
Tronox Ltd. Class A 40,077 1,044
* SunCoke Energy Inc. 43,154 969
* Century Aluminum Co. 35,016 909
^ Rayonier Advanced Materials Inc. 26,870 884
Kaiser Aluminum Corp. 11,321 863
* Clearwater Paper Corp. 13,582 816
Innophos Holdings Inc. 14,710 810
Peabody Energy Corp. 64,298 796
A Schulman Inc. 20,666 747
* Calgon Carbon Corp. 37,780 732
* Ferro Corp. 50,372 730
Globe Specialty Metals Inc. 39,325 715
* AK Steel Holding Corp. 89,084 714
* Resolute Forest Products Inc. 45,551 712
PH Glatfelter Co. 30,014 659
Neenah Paper Inc. 12,101 647
OM Group Inc. 23,110 600
* Horsehead Holding Corp. 35,137 581
* Intrepid Potash Inc. 34,231 529
Innospec Inc. 14,207 510
* Cloud Peak Energy Inc. 40,275 508
* LSB Industries Inc. 13,859 495
Quaker Chemical Corp. 6,539 469
Stepan Co. 10,146 450
Koppers Holdings Inc. 13,005 431
* RTI International Metals Inc. 17,009 419
Deltic Timber Corp. 6,307 393
* Kraton Performance Polymers Inc. 20,721 369
* Westmoreland Coal Co. 9,188 344
Haynes International Inc. 7,134 328
* Rentech Inc. 175,857 301
Aceto Corp. 14,366 278
* Veritiv Corp. 5,308 266
* Cambrex Corp. 13,579 254
* Alpha Natural Resources Inc. 99,100 246
Tredegar Corp. 13,065 241
^ Cliffs Natural Resources Inc. 22,155 230
* OMNOVA Solutions Inc. 42,153 226
* Coeur Mining Inc. 45,400 225
Hawkins Inc. 6,172 222
Wausau Paper Corp. 27,396 217
Zep Inc. 15,483 217
* Senomyx Inc. 26,231 215
* Allied Nevada Gold Corp. 55,978 185
Arch Coal Inc. 86,800 184
Noranda Aluminum Holding Corp. 36,433 165
Kronos Worldwide Inc. 11,643 160
* Midway Gold Corp. 154,251 160
Olympic Steel Inc. 7,619 157
American Vanguard Corp. 12,311 138
Ampco-Pittsburgh Corp. 6,863 137

 

 

* Penford Corp. 10,394 137
  Gold Resource Corp. 24,122 124
  FutureFuel Corp. 9,700 115
  Synalloy Corp. 6,575 114
*,^ Paramount Gold and Silver Corp. 121,814 110
  Chase Corp. 3,079 96
* General Moly Inc. 96,309 72
* Universal Stainless & Alloy Products Inc. 2,437 64
* Northern Technologies International Corp. 2,900 61
* Handy & Harman Ltd. 2,000 53
  Hecla Mining Co. 19,000 47
*,^ Verso Paper Corp. 13,766 44
* Nova Lifestyle Inc. 10,242 44
  United-Guardian Inc. 1,801 40
* Comstock Mining Inc. 28,500 35
* Solitario Exploration & Royalty Corp. 27,160 33
* Codexis Inc. 10,740 25
*,^ Molycorp Inc. 18,200 22
  KMG Chemicals Inc. 1,299 21
*,^ Uranerz Energy Corp. 18,000 20
* US Antimony Corp. 12,608 16
  Walter Energy Inc. 5,800 14
* Uranium Resources Inc. 3,707 9
      416,174
Consumer Goods (5.8%)    
  Procter & Gamble Co. 1,729,598 144,837
  Coca-Cola Co. 2,523,466 107,651
  PepsiCo Inc. 962,505 89,600
  Philip Morris International Inc. 997,899 83,225
  Altria Group Inc. 1,267,281 58,219
  NIKE Inc. Class B 441,250 39,360
  Colgate-Palmolive Co. 584,857 38,144
  Monsanto Co. 334,388 37,622
  Ford Motor Co. 2,432,278 35,973
  Mondelez International Inc. Class A 1,025,168 35,127
  General Motors Co. 818,491 26,143
  Kimberly-Clark Corp. 238,905 25,699
  Kraft Foods Group Inc. 379,517 21,405
  Archer-Daniels-Midland Co. 412,318 21,069
  General Mills Inc. 389,711 19,661
  Johnson Controls Inc. 425,465 18,720
  VF Corp. 219,645 14,503
  Lorillard Inc. 231,050 13,842
* Tesla Motors Inc. 51,977 12,614
  Mead Johnson Nutrition Co. 129,014 12,414
  Reynolds American Inc. 205,116 12,102
  Delphi Automotive plc 191,384 11,740
  Estee Lauder Cos. Inc. Class A 149,087 11,140
  Keurig Green Mountain Inc. 77,704 10,112
  Kellogg Co. 161,065 9,922
* Michael Kors Holdings Ltd. 124,516 8,889
* Constellation Brands Inc. Class A 101,948 8,886
  ConAgra Foods Inc. 268,736 8,879
  Hershey Co. 92,980 8,873
  Stanley Black & Decker Inc. 99,466 8,832
* Monster Beverage Corp. 90,786 8,322
  Harley-Davidson Inc. 140,404 8,172

 

 

Genuine Parts Co. 93,161 8,171
Dr Pepper Snapple Group Inc. 124,603 8,013
Clorox Co. 81,981 7,873
* Under Armour Inc. Class A 110,982 7,669
BorgWarner Inc. 145,766 7,669
Bunge Ltd. 89,131 7,508
Whirlpool Corp. 49,652 7,232
* TRW Automotive Holdings Corp. 70,448 7,133
Tyson Foods Inc. Class A 179,895 7,082
Molson Coors Brewing Co. Class B 93,133 6,933
Hanesbrands Inc. 63,416 6,813
* Electronic Arts Inc. 190,318 6,777
Mattel Inc. 216,826 6,646
Activision Blizzard Inc. 318,879 6,630
Ralph Lauren Corp. Class A 39,415 6,493
PVH Corp. 52,541 6,365
Coach Inc. 176,353 6,280
Coca-Cola Enterprises Inc. 141,146 6,261
JM Smucker Co. 61,830 6,121
Newell Rubbermaid Inc. 176,574 6,076
Brown-Forman Corp. Class B 66,890 6,035
Church & Dwight Co. Inc. 85,406 5,992
Polaris Industries Inc. 37,968 5,687
Campbell Soup Co. 130,390 5,572
* Mohawk Industries Inc. 39,270 5,294
Energizer Holdings Inc. 39,429 4,858
McCormick & Co. Inc. 71,399 4,777
Leucadia National Corp. 199,933 4,766
* Jarden Corp. 79,069 4,753
* LKQ Corp. 173,870 4,623
Lear Corp. 52,182 4,509
Snap-on Inc. 37,146 4,498
Hormel Foods Corp. 85,533 4,396
DR Horton Inc. 209,526 4,299
Lennar Corp. Class A 110,454 4,289
Harman International Industries Inc. 43,485 4,263
Hasbro Inc. 74,864 4,117
* WhiteWave Foods Co. Class A 111,556 4,053
Goodyear Tire & Rubber Co. 175,818 3,971
PulteGroup Inc. 219,953 3,884
Ingredion Inc. 48,770 3,696
* WABCO Holdings Inc. 39,106 3,557
Avon Products Inc. 281,205 3,543
* Middleby Corp. 36,654 3,230
* Toll Brothers Inc. 101,426 3,160
* Hain Celestial Group Inc. 30,421 3,114
Leggett & Platt Inc. 87,699 3,062
* NVR Inc. 2,580 2,915
* lululemon athletica Inc. 66,267 2,784
* Visteon Corp. 28,067 2,730
* Fossil Group Inc. 27,011 2,536
Carter's Inc. 32,603 2,527
Brunswick Corp. 59,226 2,496
Gentex Corp. 88,537 2,370
* Tempur Sealy International Inc. 39,225 2,203
Flowers Foods Inc. 116,660 2,142
* Kate Spade & Co. 80,823 2,120

 

 

* Tenneco Inc. 39,756 2,080
* Deckers Outdoor Corp. 21,241 2,064
  Tupperware Brands Corp. 29,044 2,005
* TreeHouse Foods Inc. 24,825 1,998
* Darling Ingredients Inc. 105,086 1,925
  Dana Holding Corp. 99,864 1,914
^ Herbalife Ltd. 40,995 1,794
  Scotts Miracle-Gro Co. Class A 30,133 1,657
  Wolverine World Wide Inc. 61,916 1,552
  Thor Industries Inc. 29,582 1,523
  Pool Corp. 27,684 1,493
  Pinnacle Foods Inc. 45,024 1,470
  Nu Skin Enterprises Inc. Class A 32,621 1,469
* Skechers U.S.A. Inc. Class A 26,651 1,421
* Boston Beer Co. Inc. Class A 5,784 1,283
* Steven Madden Ltd. 39,737 1,281
  Spectrum Brands Holdings Inc. 13,634 1,234
* TRI Pointe Homes Inc. 93,315 1,208
  Sanderson Farms Inc. 13,663 1,202
* Take-Two Interactive Software Inc. 50,629 1,168
  Lancaster Colony Corp. 13,453 1,147
  Cooper Tire & Rubber Co. 39,887 1,145
* Iconix Brand Group Inc. 30,713 1,135
  Andersons Inc. 17,533 1,102
  Herman Miller Inc. 36,585 1,092
  HNI Corp. 29,188 1,050
  Vector Group Ltd. 47,113 1,045
* Helen of Troy Ltd. 19,753 1,037
  Ryland Group Inc. 30,117 1,001
  B&G Foods Inc. 35,077 966
* TiVo Inc. 74,518 953
* G-III Apparel Group Ltd. 11,483 951
* Gentherm Inc. 22,292 941
  J&J Snack Foods Corp. 10,008 936
* Pilgrim's Pride Corp. 29,835 912
  Snyder's-Lance Inc. 34,132 905
  Steelcase Inc. Class A 55,028 891
* Post Holdings Inc. 26,688 886
  KB Home 58,735 878
  Fresh Del Monte Produce Inc. 27,156 866
  Cal-Maine Foods Inc. 9,672 864
  Schweitzer-Mauduit International Inc. 19,942 824
*,^ GoPro Inc. Class A 8,718 817
* Dorman Products Inc. 20,331 814
* Meritage Homes Corp. 22,645 804
  Dean Foods Co. 57,927 768
* Select Comfort Corp. 34,864 729
* American Axle & Manufacturing Holdings Inc. 42,973 721
* Zynga Inc. Class A 260,569 704
* Crocs Inc. 54,593 687
  Universal Corp. 15,025 667
  La-Z-Boy Inc. 33,661 666
  Coty Inc. Class A 39,065 647
  MDC Holdings Inc. 25,507 646
* Seaboard Corp. 237 634
  Interface Inc. Class A 38,594 623
* Standard Pacific Corp. 82,421 617

 

 

* Tumi Holdings Inc. 28,300 576
WD-40 Co. 8,317 565
Knoll Inc. 32,546 563
Columbia Sportswear Co. 15,552 556
Briggs & Stratton Corp. 30,814 555
* Universal Electronics Inc. 10,955 541
* iRobot Corp. 17,280 526
* Boulder Brands Inc. 37,697 514
* ACCO Brands Corp. 74,263 512
Drew Industries Inc. 12,122 511
Oxford Industries Inc. 7,925 483
* Blount International Inc. 31,829 482
Standard Motor Products Inc. 13,847 477
* Cooper-Standard Holding Inc. 7,558 472
Ethan Allen Interiors Inc. 19,828 452
* Chiquita Brands International Inc. 30,776 437
* Diamond Foods Inc. 15,262 437
* Eastman Kodak Co. 19,835 436
* Winnebago Industries Inc. 19,069 415
* Libbey Inc. 15,729 413
Movado Group Inc. 11,879 393
* Annie's Inc. 8,300 381
Tootsie Roll Industries Inc. 13,155 368
* Cavco Industries Inc. 5,396 367
Superior Industries International Inc. 20,696 363
* USANA Health Sciences Inc. 4,914 362
* Medifast Inc. 10,607 348
* Revlon Inc. Class A 10,980 348
* Modine Manufacturing Co. 27,843 331
* Unifi Inc. 12,591 326
Titan International Inc. 27,348 323
Arctic Cat Inc. 9,186 320
* Hovnanian Enterprises Inc. Class A 86,767 318
* Federal-Mogul Holdings Corp. 21,259 316
Nutrisystem Inc. 19,776 304
* M/I Homes Inc. 15,193 301
* Elizabeth Arden Inc. 17,510 293
* DTS Inc. 11,395 288
* Tower International Inc. 11,407 287
Calavo Growers Inc. 6,112 276
* Glu Mobile Inc. 53,101 275
* Taylor Morrison Home Corp. Class A 16,619 270
Inter Parfums Inc. 8,244 227
* RealD Inc. 23,425 219
* Vera Bradley Inc. 10,600 219
* Nutraceutical International Corp. 10,199 213
* WCI Communities Inc. 11,471 212
* Vince Holding Corp. 6,724 203
* Stoneridge Inc. 16,264 183
John B Sanfilippo & Son Inc. 5,657 183
Weyco Group Inc. 7,270 183
* National Beverage Corp. 9,274 181
Flexsteel Industries Inc. 5,296 179
* Motorcar Parts of America Inc. 6,386 174
* Beazer Homes USA Inc. 10,215 171
Coca-Cola Bottling Co. Consolidated 2,239 167
* Nautilus Inc. 13,942 167

 

 

* Perry Ellis International Inc. 8,020 163
  Phibro Animal Health Corp. Class A 7,103 159
  Johnson Outdoors Inc. Class A 6,125 159
* Central Garden and Pet Co. Class A 18,633 150
  Cherokee Inc. 8,203 149
  MGP Ingredients Inc. 11,180 146
* Omega Protein Corp. 11,680 146
* Alliance One International Inc. 73,050 144
  National Presto Industries Inc. 2,362 143
  Strattec Security Corp. 1,725 140
  Alico Inc. 3,661 139
* LGI Homes Inc. 7,544 139
* ZAGG Inc. 23,585 132
* Inventure Foods Inc. 10,030 130
* Quantum Fuel Systems Technologies Worldwide Inc. 34,899 130
* Farmer Bros Co. 4,375 127
* Malibu Boats Inc. Class A 6,763 125
  Remy International Inc. 5,989 123
* William Lyon Homes Class A 5,342 118
* Central Garden and Pet Co. 15,138 117
  Bassett Furniture Industries Inc. 8,483 116
* A-Mark Precious Metals Inc. 10,015 115
* Lifeway Foods Inc. 8,078 112
* Sequential Brands Group Inc. 8,689 109
*,^ American Apparel Inc. 132,356 109
* New Home Co. Inc. 7,785 105
  Hooker Furniture Corp. 6,619 101
  Oil-Dri Corp. of America 3,637 95
  Limoneira Co. 3,951 94
  Lifetime Brands Inc. 6,025 92
* Shiloh Industries Inc. 5,144 88
  Culp Inc. 4,439 81
  Griffin Land & Nurseries Inc. 2,716 78
* Skullcandy Inc. 9,100 71
* JAKKS Pacific Inc. 9,900 70
* Black Diamond Inc. 8,914 67
* Craft Brew Alliance Inc. 4,554 66
* Dixie Group Inc. 7,526 65
  Callaway Golf Co. 8,970 65
  Female Health Co. 18,607 65
  Marine Products Corp. 7,638 60
* LeapFrog Enterprises Inc. 9,512 57
  LS Starrett Co. Class A 3,950 55
* Seneca Foods Corp. Class A 1,893 54
  Nature's Sunshine Products Inc. 3,488 52
  Escalade Inc. 4,289 52
* Fox Factory Holding Corp. 3,300 51
  Orchids Paper Products Co. 1,953 48
  Rocky Brands Inc. 2,880 41
  Acme United Corp. 2,250 37
* Stanley Furniture Co. Inc. 12,964 36
* P&F Industries Inc. Class A 4,130 34
* Jamba Inc. 2,235 32
  Golden Enterprises Inc. 6,718 31
* Quiksilver Inc. 15,400 26
* Primo Water Corp. 5,836 25
* Emerson Radio Corp. 12,162 24

 

 

* Lifevantage Corp. 17,000 19
* Delta Apparel Inc. 2,100 19
* Fuel Systems Solutions Inc. 1,842 16
* Rock Creek Pharmaceuticals Inc. 51,000 14
Koss Corp. 4,041 8
* Natural Alternatives International Inc. 1,000 6
* US Auto Parts Network Inc. 1,852 5
* Willamette Valley Vineyards Inc. 902 5
* Crystal Rock Holdings Inc. 2,800 2
    1,343,389
Consumer Services (7.7%)    
Walt Disney Co. 986,839 87,858
Home Depot Inc. 859,738 78,872
Wal-Mart Stores Inc. 1,029,384 78,717
Comcast Corp. Class A 1,461,420 78,595
* Amazon.com Inc. 236,152 76,145
McDonald's Corp. 627,217 59,466
CVS Health Corp. 739,834 58,883
* eBay Inc. 713,626 40,413
Twenty-First Century Fox Inc. Class A 1,169,444 40,100
Time Warner Inc. 518,723 39,013
* Priceline Group Inc. 33,453 38,758
Costco Wholesale Corp. 279,378 35,012
Starbucks Corp. 456,094 34,417
Lowe's Cos. Inc. 638,045 33,765
Walgreen Co. 549,920 32,594
McKesson Corp. 147,976 28,806
* DIRECTV 320,841 27,759
Time Warner Cable Inc. 178,572 25,623
Target Corp. 404,348 25,345
TJX Cos. Inc. 425,145 25,156
Yum! Brands Inc. 281,373 20,253
Delta Air Lines Inc. 540,141 19,526
Viacom Inc. Class B 244,208 18,789
* Netflix Inc. 36,343 16,397
American Airlines Group Inc. 459,532 16,304
CBS Corp. Class B 302,278 16,172
Cardinal Health Inc. 215,028 16,110
Las Vegas Sands Corp. 257,645 16,028
Kroger Co. 296,750 15,431
Southwest Airlines Co. 437,612 14,778
Sysco Corp. 372,988 14,155
Macy's Inc. 231,599 13,474
* Chipotle Mexican Grill Inc. Class A 19,833 13,220
* Dollar General Corp. 194,902 11,910
Carnival Corp. 283,549 11,390
* United Continental Holdings Inc. 237,912 11,132
Omnicom Group Inc. 160,395 11,045
* AutoZone Inc. 20,870 10,637
AmerisourceBergen Corp. Class A 136,955 10,587
L Brands Inc. 157,942 10,579
Starwood Hotels & Resorts Worldwide Inc. 122,617 10,203
Comcast Corp. 185,765 9,938
Ross Stores Inc. 128,435 9,707
Wynn Resorts Ltd. 51,546 9,643
* O'Reilly Automotive Inc. 62,973 9,469
Marriott International Inc. Class A 129,926 9,082

 

 

Whole Foods Market Inc. 230,787 8,795
* DISH Network Corp. Class A 133,705 8,635
Nielsen NV 193,094 8,560
* Liberty Interactive Corp. Class A 289,114 8,246
* Bed Bath & Beyond Inc. 122,600 8,071
* Charter Communications Inc. Class A 51,696 7,825
Kohl's Corp. 119,217 7,276
* Hertz Global Holdings Inc. 285,807 7,257
* Dollar Tree Inc. 125,065 7,012
Tiffany & Co. 69,936 6,736
* Discovery Communications Inc. 177,534 6,618
* CarMax Inc. 141,840 6,588
Gap Inc. 156,805 6,537
Wyndham Worldwide Corp. 79,924 6,495
* TripAdvisor Inc. 70,852 6,477
Nordstrom Inc. 90,755 6,205
* Liberty Media Corp. 131,460 6,177
Advance Auto Parts Inc. 46,345 6,039
Best Buy Co. Inc. 177,838 5,974
Signet Jewelers Ltd. 51,022 5,812
Royal Caribbean Cruises Ltd. 85,266 5,738
* Sirius XM Holdings Inc. 1,630,377 5,690
Tractor Supply Co. 88,678 5,455
H&R Block Inc. 175,839 5,453
Expedia Inc. 62,144 5,445
* MGM Resorts International 234,308 5,338
Foot Locker Inc. 93,894 5,225
* IHS Inc. Class A 41,234 5,162
* News Corp. Class A 312,150 5,104
Safeway Inc. 147,003 5,042
Staples Inc. 415,076 5,022
Interpublic Group of Cos. Inc. 270,418 4,954
Family Dollar Stores Inc. 61,738 4,769
* Hilton Worldwide Holdings Inc. 188,684 4,647
* Ulta Salon Cosmetics & Fragrance Inc. 38,926 4,600
PetSmart Inc. 63,615 4,459
Darden Restaurants Inc. 84,422 4,344
Gannett Co. Inc. 144,186 4,278
Scripps Networks Interactive Inc. Class A 51,931 4,055
Omnicare Inc. 63,871 3,977
Alaska Air Group Inc. 87,230 3,798
* Avis Budget Group Inc. 66,472 3,649
Williams-Sonoma Inc. 54,121 3,603
* Discovery Communications Inc. Class A 94,816 3,584
* Spirit Airlines Inc. 46,188 3,193
FactSet Research Systems Inc. 26,268 3,192
* Rite Aid Corp. 622,350 3,012
Dunkin' Brands Group Inc. 66,991 3,003
GameStop Corp. Class A 72,356 2,981
* Pandora Media Inc. 119,116 2,878
* Liberty Media Corp. Class A 59,780 2,820
Domino's Pizza Inc. 36,254 2,790
Service Corp. International 130,783 2,765
* Panera Bread Co. Class A 16,945 2,757
Dick's Sporting Goods Inc. 62,752 2,754
Dun & Bradstreet Corp. 23,249 2,731
* Sally Beauty Holdings Inc. 99,161 2,714

 

 

International Game Technology 159,309 2,688
* Yelp Inc. Class A 37,680 2,572
* Madison Square Garden Co. Class A 38,761 2,563
KAR Auction Services Inc. 89,039 2,549
Lamar Advertising Co. Class A 51,640 2,543
* AutoNation Inc. 49,236 2,477
* Urban Outfitters Inc. 65,997 2,422
* Groupon Inc. Class A 362,094 2,419
Cablevision Systems Corp. Class A 132,277 2,316
* Copart Inc. 73,555 2,303
Cinemark Holdings Inc. 67,227 2,288
CBS Outdoor Americas Inc. 76,269 2,284
GNC Holdings Inc. Class A 57,516 2,228
* AMC Networks Inc. Class A 37,545 2,193
* Live Nation Entertainment Inc. 91,262 2,192
* Norwegian Cruise Line Holdings Ltd. 59,766 2,153
Aramark 81,853 2,153
Brinker International Inc. 41,256 2,095
* VCA Inc. 51,878 2,040
* Bally Technologies Inc. 25,274 2,040
Vail Resorts Inc. 23,409 2,031
^ Burger King Worldwide Inc. 68,292 2,026
* Starz 58,941 1,950
* SolarCity Corp. 32,562 1,941
* United Natural Foods Inc. 30,723 1,888
Graham Holdings Co. Class B 2,616 1,830
* HomeAway Inc. 50,984 1,810
Casey's General Stores Inc. 24,884 1,784
Lions Gate Entertainment Corp. 54,023 1,781
* JC Penney Co. Inc. 176,608 1,773
* Cabela's Inc. 29,756 1,753
Dillard's Inc. Class A 15,975 1,741
* JetBlue Airways Corp. 160,969 1,710
* Restoration Hardware Holdings Inc. 21,400 1,702
Extended Stay America Inc. 71,643 1,701
Jack in the Box Inc. 24,920 1,699
Abercrombie & Fitch Co. 46,522 1,691
CST Brands Inc. 46,652 1,677
* Sprouts Farmers Market Inc. 57,510 1,672
* Buffalo Wild Wings Inc. 12,240 1,643
DSW Inc. Class A 53,796 1,620
Cracker Barrel Old Country Store Inc. 15,428 1,592
* Office Depot Inc. 309,145 1,589
John Wiley & Sons Inc. Class A 28,185 1,581
Six Flags Entertainment Corp. 45,370 1,560
American Eagle Outfitters Inc. 107,414 1,560
* Murphy USA Inc. 29,011 1,539
* Hyatt Hotels Corp. Class A 24,966 1,511
* Apollo Education Group Inc. 59,284 1,491
* Time Inc. 62,652 1,468
Wendy's Co. 177,628 1,467
Big Lots Inc. 33,646 1,448
Chico's FAS Inc. 97,894 1,446
Sotheby's 39,628 1,416
DeVry Education Group Inc. 32,947 1,410
* Conversant Inc. 40,957 1,403
Cheesecake Factory Inc. 30,636 1,394

 

 

Men's Wearhouse Inc. 29,251 1,381
* Dolby Laboratories Inc. Class A 31,725 1,326
* Asbury Automotive Group Inc. 20,389 1,313
* Houghton Mifflin Harcourt Co. 66,954 1,302
HSN Inc. 20,656 1,268
Sinclair Broadcast Group Inc. Class A 48,030 1,253
Rollins Inc. 42,779 1,253
* Five Below Inc. 30,967 1,227
Hillenbrand Inc. 39,090 1,208
* Grand Canyon Education Inc. 29,304 1,195
Chemed Corp. 11,328 1,166
* ANN Inc. 28,278 1,163
Texas Roadhouse Inc. Class A 41,463 1,154
* Shutterfly Inc. 23,578 1,149
* DreamWorks Animation SKG Inc. Class A 41,985 1,145
* Life Time Fitness Inc. 22,444 1,132
* Ascena Retail Group Inc. 83,630 1,112
* Genesco Inc. 14,799 1,106
Aaron's Inc. 45,092 1,097
* Marriott Vacations Worldwide Corp. 17,244 1,093
Penske Automotive Group Inc. 26,641 1,081
Lithia Motors Inc. Class A 14,209 1,075
Choice Hotels International Inc. 20,620 1,072
Allegiant Travel Co. Class A 8,559 1,058
Regal Entertainment Group Class A 51,904 1,032
PriceSmart Inc. 11,974 1,025
Group 1 Automotive Inc. 14,023 1,020
Meredith Corp. 23,624 1,011
* WebMD Health Corp. 23,902 999
AMERCO 3,790 993
Rent-A-Center Inc. 32,616 990
* Lumber Liquidators Holdings Inc. 16,724 960
Monro Muffler Brake Inc. 19,577 950
* Pinnacle Entertainment Inc. 37,702 946
SeaWorld Entertainment Inc. 48,586 934
Morningstar Inc. 13,541 919
Matthews International Corp. Class A 20,779 912
* Fresh Market Inc. 24,774 865
Buckle Inc. 18,909 858
Guess? Inc. 38,879 854
Papa John's International Inc. 21,276 851
Finish Line Inc. Class A 33,493 838
* Sonic Corp. 36,826 823
* Vitamin Shoppe Inc. 18,521 822
* Bloomin' Brands Inc. 44,500 816
* Fiesta Restaurant Group Inc. 16,411 815
* Beacon Roofing Supply Inc. 31,872 812
DineEquity Inc. 9,924 810
* Acxiom Corp. 48,693 806
* Express Inc. 51,259 800
* Caesars Acquisition Co. Class A 83,280 789
Bob Evans Farms Inc. 16,473 780
Nexstar Broadcasting Group Inc. Class A 19,076 771
* Krispy Kreme Doughnuts Inc. 42,630 732
* Hibbett Sports Inc. 17,089 729
Pier 1 Imports Inc. 60,790 723
Churchill Downs Inc. 7,256 707

 

 

* Burlington Stores Inc. 17,406 694
  Children's Place Inc. 14,430 688
* Rush Enterprises Inc. Class A 19,874 665
  Brown Shoe Co. Inc. 24,445 663
* Bright Horizons Family Solutions Inc. 15,569 655
* comScore Inc. 17,878 651
* Lands' End Inc. 15,258 627
  National CineMedia Inc. 41,473 602
  Core-Mark Holding Co. Inc. 11,312 600
* Constant Contact Inc. 22,028 598
* BJ's Restaurants Inc. 16,375 589
* Multimedia Games Holding Co. Inc. 16,266 586
  International Speedway Corp. Class A 17,499 554
  Sonic Automotive Inc. Class A 22,533 552
* Penn National Gaming Inc. 48,493 544
  Regis Corp. 33,533 535
* Belmond Ltd. Class A 45,855 535
  Cato Corp. Class A 15,285 527
  Interval Leisure Group Inc. 27,598 526
* Boyd Gaming Corp. 50,359 512
* Popeyes Louisiana Kitchen Inc. 12,537 508
  Scholastic Corp. 15,566 503
* SUPERVALU Inc. 55,283 494
  Capella Education Co. 7,860 492
* Carmike Cinemas Inc. 15,527 481
* Media General Inc. 36,625 480
  SpartanNash Co. 24,491 476
* Red Robin Gourmet Burgers Inc. 8,221 468
* Tuesday Morning Corp. 23,594 458
* FTD Cos. Inc. 13,416 458
  MDC Partners Inc. Class A 23,696 455
* Barnes & Noble Inc. 22,947 453
* ServiceMaster Global Holdings Inc. 18,642 451
* zulily Inc. Class A 11,903 451
* Strayer Education Inc. 7,525 451
* Caesars Entertainment Corp. 35,600 448
* Conn's Inc. 14,694 445
* Diamond Resorts International Inc. 19,525 444
* Hawaiian Holdings Inc. 32,998 444
  New York Times Co. Class A 39,494 443
*,^ Sears Holdings Corp. 17,475 441
* Mattress Firm Holding Corp. 7,258 436
* Biglari Holdings Inc. 1,273 433
* La Quinta Holdings Inc. 22,219 422
* Ascent Capital Group Inc. Class A 6,741 406
* Bankrate Inc. 34,618 393
* Orbitz Worldwide Inc. 49,599 390
* Republic Airways Holdings Inc. 34,860 387
* Francesca's Holdings Corp. 27,491 383
* Scientific Games Corp. Class A 35,364 381
  Fred's Inc. Class A 26,591 372
* RetailMeNot Inc. 22,585 365
* Providence Service Corp. 7,254 351
* Clean Energy Fuels Corp. 44,754 349
* Zumiez Inc. 12,329 346
  Stage Stores Inc. 20,192 345
* Weight Watchers International Inc. 12,000 329

 

 

* Denny's Corp. 45,438 319
Sabre Corp. 17,810 319
* American Public Education Inc. 11,260 304
* EW Scripps Co. Class A 17,658 288
SkyWest Inc. 35,866 279
* Pep Boys-Manny Moe & Jack 31,098 277
* Ruby Tuesday Inc. 46,648 275
Weis Markets Inc. 7,026 274
New Media Investment Group Inc. 16,132 268
* K12 Inc. 16,759 267
* Steiner Leisure Ltd. 7,084 266
AMC Entertainment Holdings Inc. 11,277 259
* Blue Nile Inc. 8,836 252
* Cumulus Media Inc. Class A 62,200 251
Marcus Corp. 15,559 246
Stein Mart Inc. 21,111 244
* America's Car-Mart Inc. 6,119 242
Ingles Markets Inc. Class A 10,109 239
* Chefs' Warehouse Inc. 14,709 239
* Stamps.com Inc. 7,410 235
* XO Group Inc. 20,857 234
Haverty Furniture Cos. Inc. 10,595 231
Carriage Services Inc. Class A 13,202 229
* GrubHub Inc. 6,678 229
* Del Frisco's Restaurant Group Inc. 11,576 222
ClubCorp Holdings Inc. 11,056 219
* Career Education Corp. 42,288 215
* Morgans Hotel Group Co. 26,551 214
* Daily Journal Corp. 1,128 204
* Gray Television Inc. 25,579 202
* Chuy's Holdings Inc. 6,400 201
* Tribune Publishing Co. 9,900 200
* Citi Trends Inc. 9,013 199
World Wrestling Entertainment Inc. Class A 14,453 199
* Journal Communications Inc. Class A 23,342 197
* ValueVision Media Inc. Class A 37,434 192
* Christopher & Banks Corp. 19,107 189
* Kirkland's Inc. 11,486 185
* Angie's List Inc. 29,043 185
* Pantry Inc. 9,100 184
* Overstock.com Inc. 10,886 184
* SP Plus Corp. 9,382 178
PetMed Express Inc. 12,901 175
* 1-800-Flowers.com Inc. Class A 23,555 169
Collectors Universe Inc. 7,501 165
* Sizmek Inc. 21,021 163
* Global Eagle Entertainment Inc. 14,463 162
Destination Maternity Corp. 10,343 160
Saga Communications Inc. Class A 4,416 148
* MarineMax Inc. 8,361 141
* Titan Machinery Inc. 10,683 139
Ruth's Hospitality Group Inc. 12,550 139
* West Marine Inc. 15,389 139
Speedway Motorsports Inc. 8,106 138
Clear Channel Outdoor Holdings Inc. Class A 20,426 138
Shoe Carnival Inc. 7,711 137
Entravision Communications Corp. Class A 34,071 135

 

 

* McClatchy Co. Class A 40,024 134
  Big 5 Sporting Goods Corp. 14,278 134
* Destination XL Group Inc. 27,724 131
* Container Store Group Inc. 5,984 130
* TechTarget Inc. 14,942 128
* Lee Enterprises Inc. 36,801 124
* Famous Dave's of America Inc. 4,588 124
* Bravo Brio Restaurant Group Inc. 9,503 123
* Kona Grill Inc. 6,103 120
* Travelzoo Inc. 7,740 120
* Bridgepoint Education Inc. 10,232 114
* Speed Commerce Inc. 41,347 114
* Isle of Capri Casinos Inc. 15,073 113
* Dex Media Inc. 10,990 105
  AH Belo Corp. Class A 9,735 104
* Michaels Cos. Inc. 5,799 101
* Eldorado Resorts Inc. 23,752 101
* Reading International Inc. Class A 11,662 98
* Intrawest Resorts Holdings Inc. 9,915 96
* PCM Inc. 9,786 96
* Carrols Restaurant Group Inc. 13,226 94
*,^ Remark Media Inc. 14,727 93
* SFX Entertainment Inc. 18,276 92
* Zoe's Kitchen Inc. 2,969 91
* Empire Resorts Inc. 13,479 90
  Village Super Market Inc. Class A 3,510 80
* Emmis Communications Corp. Class A 37,876 80
* Diversified Restaurant Holdings Inc. 16,000 79
* Radio One Inc. 24,521 78
* Chegg Inc. 12,486 78
  Town Sports International Holdings Inc. 11,065 74
  CSS Industries Inc. 3,040 74
* hhgregg Inc. 11,539 73
  Dover Motorsports Inc. 30,456 70
* Monarch Casino & Resort Inc. 5,883 70
* Care.com Inc. 8,532 70
  Bon-Ton Stores Inc. 7,644 64
* YuMe Inc. 12,750 64
* Natural Grocers by Vitamin Cottage Inc. 3,800 62
* Autobytel Inc. 6,554 56
* Luby's Inc. 10,342 55
* Entercom Communications Corp. Class A 6,638 53
* Mandalay Digital Group Inc. 10,800 49
* CafePress Inc. 15,789 49
* RealNetworks Inc. 7,101 49
* Smart & Final Stores Inc. 3,225 47
* Geeknet Inc. 4,613 43
  Liberator Medical Holdings Inc. 13,600 43
* Cambium Learning Group Inc. 26,931 41
* Pizza Inn Holdings Inc. 5,000 40
* Century Casinos Inc. 7,747 40
* Martha Stewart Living Omnimedia Inc. Class A 10,300 37
* RLJ Entertainment Inc. 9,370 36
  Ark Restaurants Corp. 1,599 36
* Lakes Entertainment Inc. 4,142 35
* Dover Saddlery Inc. 6,400 32
  TheStreet Inc. 13,997 31

 

 

* Aeropostale Inc. 8,500 28
* Demand Media Inc. 3,012 27
  Courier Corp. 2,132 26
* Liquidity Services Inc. 1,900 26
  Trans World Entertainment Corp. 7,039 26
  Frisch's Restaurants Inc. 877 25
  Harte-Hanks Inc. 3,700 24
* Pacific Sunwear of California Inc. 12,700 23
* PDI Inc. 8,404 20
*,^ El Pollo Loco Holdings Inc. 535 19
* Adolor Corp. Rights Exp. 07/01/2019 34,581 18
* Build-A-Bear Workshop Inc. 1,346 18
  Salem Communications Corp. Class A 2,260 17
* RCI Hospitality Holdings Inc. 1,511 17
* Gaiam Inc. Class A 2,251 17
  National American University Holdings Inc. 5,050 15
* Everyday Health Inc. 1,095 15
* Ambassadors Group Inc. 4,034 15
* Books-A-Million Inc. 8,598 15
* Premier Exhibitions Inc. 18,580 14
* Perfumania Holdings Inc. 2,020 13
  Winmark Corp. 163 12
* Red Lion Hotels Corp. 2,033 12
* Envivio Inc. 6,284 12
* New York & Co. Inc. 2,966 9
* Dover Downs Gaming & Entertainment Inc. 7,283 7
  Einstein Noah Restaurant Group Inc. 348 7
* Gaming Partners International Corp. 800 7
* Insignia Systems Inc. 1,800 6
* Potbelly Corp. 350 4
* Local Corp. 1,300 3
* Cosi Inc. 1,039 2
* Cubist Pharmaceuticals, Inc. CVR 14,500 2
* Spark Networks Inc. 400 2
  Beasley Broadcasting Group Inc. Class A 200 1
* SPAR Group Inc. 300 —
* Southern Community Financial Corp. 1,940 —
      1,793,289
Financials (11.0%)    
  Wells Fargo & Co. 3,334,710 172,971
* Berkshire Hathaway Inc. Class B 1,057,140 146,033
  JPMorgan Chase & Co. 2,402,717 144,740
  Bank of America Corp. 6,717,476 114,533
  Citigroup Inc. 1,760,238 91,216
  Visa Inc. Class A 316,088 67,444
  American Express Co. 668,573 58,527
  Goldman Sachs Group Inc. 267,413 49,089
  American International Group Inc. 905,039 48,890
  US Bancorp 1,151,027 48,147
  MasterCard Inc. Class A 640,619 47,355
  Morgan Stanley 943,171 32,605
  Simon Property Group Inc. 197,997 32,555
  MetLife Inc. 574,470 30,861
  PNC Financial Services Group Inc. 345,300 29,551
  Capital One Financial Corp. 358,526 29,263
  Bank of New York Mellon Corp. 722,809 27,994
  Prudential Financial Inc. 293,457 25,807

 

 

American Tower Corporation 252,465 23,638
BlackRock Inc. 69,094 22,685
ACE Ltd. 203,752 21,367
Charles Schwab Corp. 704,421 20,703
Travelers Cos. Inc. 216,610 20,348
Discover Financial Services 295,020 18,996
State Street Corp. 257,038 18,921
Marsh & McLennan Cos. Inc. 347,704 18,199
Crown Castle International Corp. 212,634 17,123
BB&T Corp. 457,515 17,024
Allstate Corp. 276,886 16,993
CME Group Inc. 203,553 16,275
Aon plc 185,527 16,265
* Berkshire Hathaway Inc. Class A 78 16,138
Aflac Inc. 274,902 16,013
Public Storage 93,438 15,496
Ameriprise Financial Inc. 119,564 14,752
McGraw Hill Financial Inc. 174,021 14,696
Franklin Resources Inc. 260,719 14,238
Equity Residential 230,057 14,167
Intercontinental Exchange Inc. 72,469 14,135
Chubb Corp. 153,659 13,995
SunTrust Banks Inc. 339,706 12,919
Health Care REIT Inc. 206,835 12,900
Moody's Corp. 134,880 12,746
T. Rowe Price Group Inc. 158,894 12,457
Prologis Inc. 318,820 12,020
AvalonBay Communities Inc. 83,801 11,813
Ventas Inc. 187,598 11,622
HCP Inc. 292,359 11,610
Boston Properties Inc. 97,608 11,299
Invesco Ltd. 275,834 10,890
Vornado Realty Trust 107,524 10,748
Weyerhaeuser Co. 335,323 10,683
Hartford Financial Services Group Inc. 286,432 10,670
Fifth Third Bancorp 532,928 10,669
Host Hotels & Resorts Inc. 482,350 10,289
Principal Financial Group Inc. 187,696 9,848
Northern Trust Corp. 142,934 9,724
M&T Bank Corp. 75,292 9,283
Lincoln National Corp. 168,353 9,020
Progressive Corp. 340,490 8,608
General Growth Properties Inc. 365,370 8,604
Loews Corp. 194,783 8,115
KeyCorp 564,670 7,527
Essex Property Trust Inc. 40,520 7,243
* Affiliated Managers Group Inc. 35,206 7,054
American Realty Capital Properties Inc. 580,015 6,995
Annaly Capital Management Inc. 601,867 6,428
SL Green Realty Corp. 60,793 6,160
Equifax Inc. 78,867 5,895
Comerica Inc. 116,328 5,800
Realty Income Corp. 141,071 5,754
Macerich Co. 89,455 5,710
XL Group plc Class A 169,628 5,627
Unum Group 162,780 5,596
CIT Group Inc. 119,410 5,488

 

 

Kimco Realty Corp. 248,155 5,437
Western Union Co. 338,410 5,428
Digital Realty Trust Inc. 86,272 5,382
* CBRE Group Inc. Class A 180,956 5,382
* Markel Corp. 8,433 5,365
* Ally Financial Inc. 229,889 5,320
TD Ameritrade Holding Corp. 158,998 5,306
Federal Realty Investment Trust 42,945 5,087
Huntington Bancshares Inc. 521,904 5,078
Regions Financial Corp. 493,808 4,958
American Capital Agency Corp. 225,707 4,796
Navient Corp. 267,921 4,745
Cincinnati Financial Corp. 99,924 4,701
FNF Group 167,510 4,647
Arthur J Gallagher & Co. 100,036 4,538
* Arch Capital Group Ltd. 80,717 4,417
Torchmark Corp. 84,066 4,403
Plum Creek Timber Co. Inc. 112,513 4,389
UDR Inc. 160,549 4,375
Raymond James Financial Inc. 81,634 4,374
Willis Group Holdings plc 103,541 4,287
New York Community Bancorp Inc. 268,297 4,258
First Republic Bank 85,212 4,208
* Alleghany Corp. 10,011 4,186
* E*TRADE Financial Corp. 184,400 4,166
Lazard Ltd. Class A 82,150 4,165
Voya Financial Inc. 102,468 4,007
Duke Realty Corp. 217,896 3,743
Zions Bancorporation 128,672 3,739
Extra Space Storage Inc. 70,340 3,627
WP Carey Inc. 56,854 3,626
Jones Lang LaSalle Inc. 28,513 3,602
Camden Property Trust 52,113 3,571
* SVB Financial Group 31,809 3,565
Reinsurance Group of America Inc. Class A 44,375 3,556
Protective Life Corp. 51,221 3,555
* MSCI Inc. Class A 75,248 3,538
Everest Re Group Ltd. 21,736 3,521
* Realogy Holdings Corp. 93,991 3,496
SEI Investments Co. 96,676 3,496
* Signature Bank 30,517 3,420
Legg Mason Inc. 66,538 3,404
PartnerRe Ltd. 30,925 3,398
Alexandria Real Estate Equities Inc. 45,872 3,383
* Howard Hughes Corp. 21,815 3,272
DDR Corp. 194,348 3,251
Regency Centers Corp. 60,126 3,237
NASDAQ OMX Group Inc. 75,822 3,216
WR Berkley Corp. 66,560 3,182
East West Bancorp Inc. 92,850 3,157
Liberty Property Trust 94,881 3,156
Mid-America Apartment Communities Inc. 47,936 3,147
Kilroy Realty Corp. 52,685 3,132
Starwood Property Trust Inc. 141,317 3,103
HCC Insurance Holdings Inc. 63,134 3,049
CBOE Holdings Inc. 56,257 3,011
Apartment Investment & Management Co. Class A 94,130 2,995

 

 

Assurant Inc. 46,412 2,984
Hudson City Bancorp Inc. 306,662 2,981
People's United Financial Inc. 198,160 2,867
Axis Capital Holdings Ltd. 60,568 2,867
Eaton Vance Corp. 74,910 2,826
Taubman Centers Inc. 38,619 2,819
Omega Healthcare Investors Inc. 80,485 2,752
National Retail Properties Inc. 79,026 2,732
Waddell & Reed Financial Inc. Class A 52,679 2,723
Senior Housing Properties Trust 130,001 2,720
Cullen/Frost Bankers Inc. 35,503 2,716
Spirit Realty Capital Inc. 239,059 2,622
Brown & Brown Inc. 80,560 2,590
Hospitality Properties Trust 95,925 2,576
Corrections Corp. of America 74,726 2,568
LPL Financial Holdings Inc. 55,470 2,554
PacWest Bancorp 61,734 2,545
NorthStar Realty Finance Corp. 143,039 2,528
BioMed Realty Trust Inc. 125,088 2,527
RenaissanceRe Holdings Ltd. 25,110 2,511
Rayonier Inc. 80,611 2,510
American Campus Communities Inc. 68,319 2,490
American Financial Group Inc. 42,645 2,469
Prosperity Bancshares Inc. 42,342 2,421
RLJ Lodging Trust 84,371 2,402
Assured Guaranty Ltd. 108,070 2,395
SLM Corp. 274,421 2,349
CNO Financial Group Inc. 135,813 2,303
City National Corp. 30,214 2,286
Umpqua Holdings Corp. 138,207 2,276
LaSalle Hotel Properties 66,473 2,276
Douglas Emmett Inc. 88,261 2,266
Highwoods Properties Inc. 58,222 2,265
Allied World Assurance Co. Holdings AG 61,347 2,260
Two Harbors Investment Corp. 233,587 2,259
Retail Properties of America Inc. 153,686 2,248
Commerce Bancshares Inc. 49,769 2,222
Weingarten Realty Investors 70,328 2,215
Investors Bancorp Inc. 216,693 2,195
* NorthStar Asset Management Group Inc. 118,839 2,189
Old Republic International Corp. 152,447 2,177
Equity Lifestyle Properties Inc. 51,302 2,173
Validus Holdings Ltd. 55,192 2,160
Home Properties Inc. 36,842 2,146
* Forest City Enterprises Inc. Class A 109,560 2,143
* Zillow Inc. Class A 18,358 2,129
* Equity Commonwealth 82,309 2,116
American Homes 4 Rent Class A 125,260 2,116
Chimera Investment Corp. 650,375 1,977
* Synchrony Financial 79,267 1,946
* Popular Inc. 66,100 1,946
* Ocwen Financial Corp. 74,151 1,941
Columbia Property Trust Inc. 80,988 1,933
BankUnited Inc. 62,792 1,915
Tanger Factory Outlet Centers Inc. 58,188 1,904
First Niagara Financial Group Inc. 228,513 1,904
FirstMerit Corp. 107,137 1,886

 

 

CBL & Associates Properties Inc. 104,544 1,871
* Stifel Financial Corp. 39,135 1,835
EPR Properties 36,199 1,835
* Strategic Hotels & Resorts Inc. 156,812 1,827
Aspen Insurance Holdings Ltd. 42,598 1,822
MFA Financial Inc. 233,955 1,820
Post Properties Inc. 35,172 1,806
StanCorp Financial Group Inc. 28,488 1,800
Federated Investors Inc. Class B 60,961 1,790
Piedmont Office Realty Trust Inc. Class A 101,305 1,787
Geo Group Inc. 46,716 1,786
Sunstone Hotel Investors Inc. 128,497 1,776
Gaming and Leisure Properties Inc. 57,237 1,769
First American Financial Corp. 64,983 1,762
Healthcare Trust of America Inc. Class A 150,804 1,749
Hanover Insurance Group Inc. 28,467 1,748
Washington Prime Group Inc. 98,698 1,725
* MGIC Investment Corp. 220,823 1,725
Associated Banc-Corp 98,932 1,723
Primerica Inc. 35,649 1,719
Radian Group Inc. 120,070 1,712
Webster Financial Corp. 58,570 1,707
Hancock Holding Co. 53,208 1,705
* Portfolio Recovery Associates Inc. 32,240 1,684
ProAssurance Corp. 38,032 1,676
Bank of Hawaii Corp. 28,901 1,642
* Liberty Ventures Class A 42,962 1,631
White Mountains Insurance Group Ltd. 2,565 1,616
Cousins Properties Inc. 132,871 1,588
DiamondRock Hospitality Co. 125,010 1,585
* Texas Capital Bancshares Inc. 27,438 1,583
Brandywine Realty Trust 111,942 1,575
CubeSmart 87,330 1,570
Sovran Self Storage Inc. 21,058 1,566
Pebblebrook Hotel Trust 41,538 1,551
DCT Industrial Trust Inc. 205,543 1,544
Colony Financial Inc. 68,284 1,528
Endurance Specialty Holdings Ltd. 27,326 1,508
TCF Financial Corp. 96,167 1,493
Healthcare Realty Trust Inc. 62,229 1,474
American National Insurance Co. 13,108 1,473
Corporate Office Properties Trust 56,806 1,461
* Liberty TripAdvisor Holdings Inc. Class A 42,962 1,456
Sun Communities Inc. 28,647 1,447
UMB Financial Corp. 26,508 1,446
Synovus Financial Corp. 61,079 1,444
Symetra Financial Corp. 61,696 1,439
Janus Capital Group Inc. 98,545 1,433
* Genworth Financial Inc. Class A 108,828 1,426
PrivateBancorp Inc. 47,267 1,414
MarketAxess Holdings Inc. 22,681 1,403
Brixmor Property Group Inc. 62,627 1,394
Fulton Financial Corp. 124,807 1,383
Medical Properties Trust Inc. 111,687 1,369
Bank of the Ozarks Inc. 42,996 1,355
Washington Federal Inc. 66,135 1,347
FNB Corp. 110,930 1,330

 

 

Wintrust Financial Corp. 29,479 1,317
MB Financial Inc. 47,257 1,308
* Harbinger Group Inc. 99,200 1,302
* Kite Realty Group Trust 53,129 1,288
Invesco Mortgage Capital Inc. 81,293 1,278
Ryman Hospitality Properties Inc. 27,006 1,277
Glimcher Realty Trust 93,854 1,271
Iberiabank Corp. 19,690 1,231
United Bankshares Inc. 39,668 1,227
Susquehanna Bancshares Inc. 121,736 1,217
Financial Engines Inc. 35,089 1,201
Valley National Bancorp 123,578 1,197
Newcastle Investment Corp. 94,052 1,193
Santander Consumer USA Holdings Inc. 66,876 1,191
Glacier Bancorp Inc. 45,959 1,189
Chambers Street Properties 154,858 1,166
^ Lexington Realty Trust 118,631 1,161
Cathay General Bancorp 46,606 1,157
* Western Alliance Bancorp 48,403 1,157
EastGroup Properties Inc. 19,013 1,152
First Industrial Realty Trust Inc. 68,019 1,150
DuPont Fabros Technology Inc. 42,448 1,148
Hatteras Financial Corp. 63,827 1,146
American Realty Capital Healthcare Trust Inc. 108,301 1,135
BancorpSouth Inc. 55,979 1,127
Erie Indemnity Co. Class A 14,793 1,121
Platinum Underwriters Holdings Ltd. 18,195 1,108
First Financial Bankshares Inc. 39,738 1,104
EverBank Financial Corp. 62,527 1,104
Washington REIT 43,403 1,102
* Trulia Inc. 22,477 1,099
RLI Corp. 25,274 1,094
Alexander & Baldwin Inc. 29,626 1,066
First Horizon National Corp. 86,620 1,064
Chesapeake Lodging Trust 36,433 1,062
Potlatch Corp. 26,410 1,062
Home BancShares Inc. 36,020 1,059
Kennedy-Wilson Holdings Inc. 44,083 1,056
Virtus Investment Partners Inc. 6,059 1,052
New York REIT Inc. 102,164 1,050
* Altisource Portfolio Solutions SA 10,289 1,037
Acadia Realty Trust 37,577 1,036
American Equity Investment Life Holding Co. 45,116 1,032
New Residential Investment Corp. 176,798 1,031
National Health Investors Inc. 17,952 1,026
* First Cash Financial Services Inc. 17,973 1,006
Interactive Brokers Group Inc. 40,253 1,004
Capitol Federal Financial Inc. 84,270 996
NRG Yield Inc. Class A 21,064 991
Mack-Cali Realty Corp. 51,782 990
Home Loan Servicing Solutions Ltd. 46,581 987
Artisan Partners Asset Management Inc. Class A 18,761 977
Argo Group International Holdings Ltd. 19,222 967
Trustmark Corp. 41,701 961
Government Properties Income Trust 43,412 951
PS Business Parks Inc. 12,391 943
Evercore Partners Inc. Class A 19,971 939

 

 

Kemper Corp. 27,303 932
* Blackhawk Network Holdings Inc. Class B 28,762 929
Equity One Inc. 42,763 925
Altisource Residential Corp. 38,537 925
PennyMac Mortgage Investment Trust 42,550 912
CYS Investments Inc. 110,587 911
ARMOUR Residential REIT Inc. 236,443 910
Pennsylvania REIT 45,628 910
Montpelier Re Holdings Ltd. 29,205 908
BOK Financial Corp. 13,540 900
Redwood Trust Inc. 54,014 896
Mercury General Corp. 17,923 875
* WisdomTree Investments Inc. 76,583 872
CVB Financial Corp. 60,693 871
International Bancshares Corp. 34,738 857
* Hilltop Holdings Inc. 42,528 853
First Midwest Bancorp Inc. 52,942 852
Horace Mann Educators Corp. 29,770 849
Pinnacle Financial Partners Inc. 23,253 839
Parkway Properties Inc. 44,611 838
Old National Bancorp 64,539 837
Empire State Realty Trust Inc. 55,098 828
American Assets Trust Inc. 24,875 820
BBCN Bancorp Inc. 56,085 818
LTC Properties Inc. 22,167 818
Cash America International Inc. 18,647 817
Community Bank System Inc. 24,168 812
FelCor Lodging Trust Inc. 86,179 807
TFS Financial Corp. 56,252 806
Hersha Hospitality Trust Class A 126,331 805
Education Realty Trust Inc. 77,535 797
Blackstone Mortgage Trust Inc. Class A 29,300 794
^ AmTrust Financial Services Inc. 19,779 788
Greenhill & Co. Inc. 16,905 786
Astoria Financial Corp. 63,161 783
Selective Insurance Group Inc. 35,166 779
* FNFV Group 55,831 768
Westamerica Bancorporation 16,512 768
Hudson Pacific Properties Inc. 31,132 768
Northwest Bancshares Inc. 63,035 763
National Penn Bancshares Inc. 76,627 744
* Enstar Group Ltd. 5,303 723
BGC Partners Inc. Class A 97,162 722
* Altisource Asset Management Corp. 1,065 719
Retail Opportunity Investments Corp. 48,843 718
* Springleaf Holdings Inc. 22,365 714
* Encore Capital Group Inc. 16,077 712
South State Corp. 12,696 710
American Capital Mortgage Investment Corp. 37,684 709
* St. Joe Co. 35,477 707
Nelnet Inc. Class A 16,320 703
Columbia Banking System Inc. 28,300 702
Sabra Health Care REIT Inc. 28,866 702
Capstead Mortgage Corp. 56,164 687
Boston Private Financial Holdings Inc. 55,396 686
Summit Hotel Properties Inc. 62,382 672
Ramco-Gershenson Properties Trust 40,880 664

 

 

Provident Financial Services Inc. 40,366 661
Starwood Waypoint Residential Trust 25,173 655
First Citizens BancShares Inc. Class A 3,017 654
* Piper Jaffray Cos. 12,482 652
Union Bankshares Corp. 28,155 650
HFF Inc. Class A 22,257 644
* Move Inc. 30,269 634
WesBanco Inc. 20,476 626
STAG Industrial Inc. 30,129 624
First Financial Bancorp 39,216 621
Ashford Hospitality Trust Inc. 58,255 595
* Ambac Financial Group Inc. 26,700 590
Inland Real Estate Corp. 58,947 584
NBT Bancorp Inc. 25,522 575
Park National Corp. 7,528 568
Associated Estates Realty Corp. 31,696 555
Franklin Street Properties Corp. 49,038 550
* Navigators Group Inc. 8,926 549
Infinity Property & Casualty Corp. 8,531 546
AMERISAFE Inc. 13,891 543
* BofI Holding Inc. 7,356 535
First Commonwealth Financial Corp. 63,608 534
OFG Bancorp 34,884 523
First Merchants Corp. 25,813 522
* Greenlight Capital Re Ltd. Class A 16,027 519
CoreSite Realty Corp. 15,397 506
Sterling Bancorp 39,150 501
* Walter Investment Management Corp. 22,794 500
United Community Banks Inc. 30,317 499
Renasant Corp. 18,408 498
* Credit Acceptance Corp. 3,883 490
Wilshire Bancorp Inc. 52,916 488
TrustCo Bank Corp. NY 75,516 486
Alexander's Inc. 1,287 481
Select Income REIT 20,003 481
Anworth Mortgage Asset Corp. 100,383 481
RAIT Financial Trust 63,972 475
City Holding Co. 11,253 474
Southside Bancshares Inc. 14,064 468
Physicians Realty Trust 34,052 467
ViewPoint Financial Group Inc. 19,365 464
Gramercy Property Trust Inc. 79,300 457
Hanmi Financial Corp. 22,358 451
Oritani Financial Corp. 31,918 450
Universal Health Realty Income Trust 10,757 448
Chatham Lodging Trust 19,385 447
* Forestar Group Inc. 24,792 439
Employers Holdings Inc. 22,686 437
* Ladenburg Thalmann Financial Services Inc. 102,733 436
Saul Centers Inc. 9,308 435
Chemical Financial Corp. 15,952 429
FXCM Inc. Class A 26,899 426
Investors Real Estate Trust 55,242 425
* American Residential Properties Inc. 23,141 424
* KCG Holdings Inc. Class A 41,757 423
* Nationstar Mortgage Holdings Inc. 12,300 421
Independent Bank Corp. 11,788 421

 

 

National Bank Holdings Corp. Class A 21,975 420
Ameris Bancorp 19,124 420
* Synergy Resources Corp. 33,995 414
Lakeland Financial Corp. 11,037 414
* Investment Technology Group Inc. 26,214 413
Resource Capital Corp. 84,643 412
Winthrop Realty Trust 27,169 409
Aviv REIT Inc. 15,250 402
Terreno Realty Corp. 21,298 401
FBL Financial Group Inc. Class A 8,929 399
Rouse Properties Inc. 24,666 399
CyrusOne Inc. 16,527 397
Cohen & Steers Inc. 10,278 395
New York Mortgage Trust Inc. 53,818 389
United Financial Bancorp Inc. 30,405 386
RCS Capital Corp. Class A 17,103 385
Cardinal Financial Corp. 22,505 384
Western Asset Mortgage Capital Corp. 25,819 382
* World Acceptance Corp. 5,630 380
* First BanCorp 79,171 376
* Xoom Corp. 16,974 373
* PICO Holdings Inc. 18,624 372
Talmer Bancorp Inc. Class A 26,601 368
S&T Bancorp Inc. 15,525 364
Safety Insurance Group Inc. 6,722 362
United Fire Group Inc. 13,023 362
* Eagle Bancorp Inc. 11,335 361
AmREIT Inc. 15,683 360
Brookline Bancorp Inc. 41,790 357
Flushing Financial Corp. 19,219 351
Getty Realty Corp. 20,563 350
* Beneficial Mutual Bancorp Inc. 27,348 350
Community Trust Bancorp Inc. 10,390 349
* Green Dot Corp. Class A 16,370 346
Monmouth Real Estate Investment Corp. 34,116 345
* Metro Bancorp Inc. 14,160 343
Rexford Industrial Realty Inc. 24,681 342
Apollo Commercial Real Estate Finance Inc. 21,601 339
Simmons First National Corp. Class A 8,764 338
Banner Corp. 8,694 334
Hannon Armstrong Sustainable Infrastructure Capital Inc. 23,758 328
* Safeguard Scientifics Inc. 17,815 328
First Potomac Realty Trust 27,756 326
Southwest Bancorp Inc. 19,829 325
QTS Realty Trust Inc. Class A 10,708 325
Dime Community Bancshares Inc. 22,555 325
* MBIA Inc. 35,180 323
Apollo Residential Mortgage Inc. 20,724 320
* Ladder Capital Corp. Class A 16,662 315
Stewart Information Services Corp. 10,708 314
* TESARO Inc. 11,598 312
Northfield Bancorp Inc. 22,877 312
* NMI Holdings Inc. Class A 35,699 309
1st United Bancorp Inc. 35,785 305
BancFirst Corp. 4,860 304
ConnectOne Bancorp Inc. 15,716 299
Agree Realty Corp. 10,864 297

 

 

Dynex Capital Inc. 36,717 297
Cedar Realty Trust Inc. 50,229 296
* Marcus & Millichap Inc. 9,650 292
Trico Bancshares 12,906 292
1st Source Corp. 10,242 292
Excel Trust Inc. 24,769 292
WSFS Financial Corp. 4,038 289
Sandy Spring Bancorp Inc. 12,580 288
Berkshire Hills Bancorp Inc. 12,121 285
* NewStar Financial Inc. 25,210 283
State Bank Financial Corp. 17,249 280
* FBR & Co. 10,067 277
* Capital Bank Financial Corp. 11,536 275
National Western Life Insurance Co. Class A 1,114 275
One Liberty Properties Inc. 13,598 275
Lakeland Bancorp Inc. 28,032 274
Maiden Holdings Ltd. 24,537 272
* Bridge Capital Holdings 11,811 269
National General Holdings Corp. 15,900 269
Urstadt Biddle Properties Inc. Class A 13,096 266
Silver Bay Realty Trust Corp. 16,392 266
MainSource Financial Group Inc. 15,307 264
Campus Crest Communities Inc. 40,400 259
* eHealth Inc. 10,600 256
GAMCO Investors Inc. 3,601 255
ServisFirst Bancshares Inc. 8,800 253
Univest Corp. of Pennsylvania 13,499 253
Suffolk Bancorp 13,005 252
Bryn Mawr Bank Corp. 8,806 249
Consolidated-Tomoka Land Co. 4,991 245
AG Mortgage Investment Trust Inc. 13,585 242
First Financial Corp. 7,806 242
German American Bancorp Inc. 9,278 239
* Flagstar Bancorp Inc. 14,122 238
Republic Bancorp Inc. Class A 9,937 235
* Tejon Ranch Co. 8,322 233
Arlington Asset Investment Corp. Class A 9,100 231
Enterprise Financial Services Corp. 13,818 231
Heritage Commerce Corp. 27,958 230
Citizens & Northern Corp. 12,016 228
Tompkins Financial Corp. 5,120 226
* Preferred Bank 9,976 225
Washington Trust Bancorp Inc. 6,773 223
Universal Insurance Holdings Inc. 17,161 222
* CareTrust REIT Inc. 15,255 218
Ames National Corp. 9,754 218
Resource America Inc. Class A 23,235 216
* Meridian Bancorp Inc. 20,370 215
United Community Financial Corp. 45,906 215
* Bancorp Inc. 24,939 214
Ashford Hospitality Prime Inc. 13,965 213
Centerstate Banks Inc. 20,516 212
* Sun Bancorp Inc. 11,720 212
Independent Bank Group Inc. 4,427 210
Meadowbrook Insurance Group Inc. 35,761 209
* iStar Financial Inc. 15,417 208
First Bancorp 12,921 207

 

 

* Citizens Inc. Class A 31,923 206
Stock Yards Bancorp Inc. 6,823 205
First Community Bancshares Inc. 14,246 204
Towne Bank 14,752 200
Gladstone Commercial Corp. 11,598 197
* Walker & Dunlop Inc. 14,791 197
Peoples Bancorp Inc. 8,225 195
Pacific Continental Corp. 15,112 194
Bank Mutual Corp. 30,162 193
First Interstate BancSystem Inc. 7,225 192
Westwood Holdings Group Inc. 3,373 191
Westfield Financial Inc. 26,868 190
* Yadkin Financial Corp. 10,444 190
* MoneyGram International Inc. 15,085 189
MicroFinancial Inc. 23,228 187
GFI Group Inc. 34,500 187
CoBiz Financial Inc. 16,515 185
Seacoast Banking Corp. of Florida 16,785 183
Heritage Financial Corp. 11,575 183
Peoples Financial Services Corp. 3,941 181
Owens Realty Mortgage Inc. 12,718 181
* Global Indemnity plc 7,132 180
OmniAmerican Bancorp Inc. 6,883 179
* Tree.com Inc. 4,965 178
Marlin Business Services Corp. 9,689 178
National Bankshares Inc. 6,344 176
* Cowen Group Inc. Class A 46,762 175
* Essent Group Ltd. 8,186 175
* North Valley Bancorp 7,996 173
Central Pacific Financial Corp. 9,600 172
Armada Hoffler Properties Inc. 18,554 168
Guaranty Bancorp 12,389 167
Bank of Kentucky Financial Corp. 3,610 167
Sotherly Hotels Inc. 21,370 167
Independent Bank Corp. 13,954 166
HCI Group Inc. 4,600 166
OneBeacon Insurance Group Ltd. Class A 10,739 166
* CommunityOne Bancorp 18,671 165
BankFinancial Corp. 15,767 164
Trade Street Residential Inc. 22,921 164
Mercantile Bank Corp. 8,524 162
* First Security Group Inc. 81,942 162
BNC Bancorp 10,314 162
Arrow Financial Corp. 6,391 160
* SWS Group Inc. 23,235 160
Financial Institutions Inc. 7,107 160
* Customers Bancorp Inc. 8,881 160
* Naugatuck Valley Financial Corp. 20,361 159
Great Southern Bancorp Inc. 5,104 155
Hudson Valley Holding Corp. 8,526 155
Moelis & Co. 4,531 155
First Financial Northwest Inc. 15,135 155
California First National Bancorp 10,384 154
* Phoenix Cos. Inc. 2,736 153
Diamond Hill Investment Group Inc. 1,234 152
Independence Realty Trust Inc. 15,612 151
Bluerock Residential Growth REIT Inc. 11,410 148

 

 

Heartland Financial USA Inc. 6,154 147
Merchants Bancshares Inc. 5,163 146
Whitestone REIT 10,400 145
* Ezcorp Inc. Class A 14,538 144
* Hampton Roads Bankshares Inc. 93,380 143
* JG Wentworth Co. 11,499 142
* Tiptree Financial Inc. Class A 17,164 142
* First NBC Bank Holding Co. 4,325 142
Gain Capital Holdings Inc. 22,155 141
United Development Funding IV 7,119 141
* INTL. FCStone Inc. 8,101 140
* Farmers Capital Bank Corp. 6,208 140
Arbor Realty Trust Inc. 20,433 138
Enterprise Bancorp Inc. 7,286 137
Pzena Investment Management Inc. Class A 14,284 136
Banc of California Inc. 11,699 136
CNB Financial Corp. 8,629 135
Orchid Island Capital Inc. 10,200 135
* Performant Financial Corp. 16,500 133
State Auto Financial Corp. 6,441 132
ESSA Bancorp Inc. 11,543 130
Fidelity & Guaranty Life 6,100 130
ESB Financial Corp. 11,148 130
* NewBridge Bancorp 17,065 130
West Bancorporation Inc. 9,152 129
Peapack Gladstone Financial Corp. 7,136 125
First Bancorp Inc. 7,436 124
Cherry Hill Mortgage Investment Corp. 6,580 123
Waterstone Financial Inc. 10,594 122
Intervest Bancshares Corp. Class A 12,535 120
Macatawa Bank Corp. 24,842 119
Wheeler REIT Inc. 26,012 119
* MBT Financial Corp. 24,123 116
Northrim BanCorp Inc. 4,388 116
EMC Insurance Group Inc. 3,988 115
United Insurance Holdings Corp. 7,628 114
Camden National Corp. 3,245 114
CatchMark Timber Trust Inc. Class A 10,345 113
Oppenheimer Holdings Inc. Class A 5,519 112
UMH Properties Inc. 11,700 111
OceanFirst Financial Corp. 6,912 110
Horizon Bancorp 4,760 110
Preferred Apartment Communities Inc. Class A 13,165 110
* Imperial Holdings Inc. 16,584 107
* Pacific Premier Bancorp Inc. 7,424 104
Old Point Financial Corp. 6,842 104
* Blue Hills Bancorp Inc. 7,900 104
* BBX Capital Corp. 5,830 102
Penns Woods Bancorp Inc. 2,387 101
Ares Commercial Real Estate Corp. 8,600 101
CIFC Corp. 11,048 100
Heritage Oaks Bancorp 14,258 100
Pulaski Financial Corp. 8,623 99
Donegal Group Inc. Class A 6,422 99
First Busey Corp. 17,600 98
First Defiance Financial Corp. 3,612 98
Territorial Bancorp Inc. 4,784 97

 

 

Chemung Financial Corp. 3,453 97
Access National Corp. 5,974 97
* Consumer Portfolio Services Inc. 14,900 96
Five Oaks Investment Corp. 8,913 94
* Actinium Pharmaceuticals Inc. 13,861 93
Provident Financial Holdings Inc. 6,338 92
* BSB Bancorp Inc. 4,902 90
JAVELIN Mortgage Investment Corp. 7,500 90
Old Line Bancshares Inc. 5,764 89
Fox Chase Bancorp Inc. 5,447 89
Monarch Financial Holdings Inc. 7,045 88
Sierra Bancorp 5,207 87
Baylake Corp. 7,220 87
AmeriServ Financial Inc. 25,974 85
National Interstate Corp. 3,053 85
* Republic First Bancorp Inc. 21,759 85
^ Hennessy Advisors Inc. 4,200 84
RE/MAX Holdings Inc. 2,821 84
* Cascade Bancorp 16,588 84
* PennyMac Financial Services Inc. Class A 5,650 83
* Pacific Mercantile Bancorp 11,873 83
First Bancshares Inc. 5,700 83
Reis Inc. 3,475 82
* HomeTrust Bancshares Inc. 5,580 82
Summit State Bank 6,266 81
* First Bank 12,958 80
Silvercrest Asset Management Group Inc. Class A 5,759 78
Fidelity Southern Corp. 5,719 78
* TriState Capital Holdings Inc. 8,257 75
Baldwin & Lyons Inc. 2,995 74
* HMN Financial Inc. 5,600 74
American National Bankshares Inc. 3,239 74
Simplicity Bancorp Inc. 4,371 73
Federated National Holding Co. 2,600 73
Century Bancorp Inc. Class A 2,107 73
* Power REIT 7,088 73
Cape Bancorp Inc. 7,322 69
Premier Financial Bancorp Inc. 4,706 69
First of Long Island Corp. 1,978 68
First Connecticut Bancorp Inc. 4,669 68
Capital City Bank Group Inc. 4,949 67
Bridge Bancorp Inc. 2,802 66
MutualFirst Financial Inc. 2,926 66
Bank of Marin Bancorp 1,395 64
Charter Financial Corp. 5,978 64
Park Sterling Corp. 9,477 63
Atlantic American Corp. 15,700 63
NB&T Financial Group Inc. 2,100 62
* Home Bancorp Inc. 2,733 62
First Internet Bancorp 3,835 62
JMP Group Inc. 9,836 62
MidSouth Bancorp Inc. 3,241 61
Bank of Commerce Holdings 9,795 60
* Southern First Bancshares Inc. 4,300 60
* Regional Management Corp. 3,319 60
Investors Title Co. 812 59
* ASB Bancorp Inc. 2,902 58

 

 

2 Federal Agricultural Mortgage Corp. 1,811 58
Kansas City Life Insurance Co. 1,298 58
Clifton Bancorp Inc. 4,502 57
* Franklin Financial Corp. 3,011 56
First Marblehead Corp. 19,724 56
Independence Holding Co. 4,185 56
Ameriana Bancorp 3,378 50
Community Financial Corp. 2,300 50
* Westbury Bancorp Inc. 3,222 48
HomeStreet Inc. 2,800 48
HopFed Bancorp Inc. 4,115 47
Ellington Residential Mortgage REIT 2,900 47
* Southcoast Financial Corp. 6,567 47
* Polonia Bancorp Inc. 4,500 46
Manning & Napier Inc. 2,760 46
Northeast Community Bancorp Inc. 6,642 46
* AV Homes Inc. 3,128 46
Bar Harbor Bankshares 1,497 43
United Bancorp Inc. 5,233 42
* Eastern Virginia Bankshares Inc. 6,742 42
* Shore Bancshares Inc. 4,601 41
* Orrstown Financial Services Inc. 2,523 41
* First Acceptance Corp. 15,637 39
IF Bancorp Inc. 2,200 37
Peoples Federal Bancshares Inc. 1,800 36
First Savings Financial Group Inc. 1,413 35
LSB Financial Corp. 877 35
Community West Bancshares 5,700 34
Meta Financial Group Inc. 976 34
Cheviot Financial Corp. 2,571 33
Hingham Institution for Savings 378 31
* Asta Funding Inc. 3,563 29
Federal Agricultural Mortgage Corp. Class A 1,200 29
QCR Holdings Inc. 1,647 29
Bank of South Carolina Corp. 1,875 28
* First Capital Bancorp Inc. 6,000 27
SI Financial Group Inc. 2,146 24
* Fortegra Financial Corp. 2,256 22
Gladstone Land Corp. 1,800 22
* Square 1 Financial Inc. Class A 1,114 21
River Valley Bancorp 980 21
ZAIS Financial Corp. 1,200 21
* HealthEquity Inc. 1,074 20
Heritage Financial Group Inc. 955 19
* American River Bankshares 2,100 19
Salisbury Bancorp Inc. 698 19
Alliance Bancorp Inc. of Pennsylvania 1,100 17
United Community Bancorp 1,400 17
HMG/Courtland Properties Inc. 999 16
Stonegate Bank 600 15
* CU Bancorp 800 15
MidWestOne Financial Group Inc. 642 15
* Hemisphere Media Group Inc. 1,300 14
* Riverview Bancorp Inc. 3,447 14
Northeast Bancorp 1,451 13
* Kearny Financial Corp. 1,000 13
C&F Financial Corp. 395 13

 

 

* Royal Bancshares of Pennsylvania Inc. 7,937 13
Middleburg Financial Corp. 698 12
Calamos Asset Management Inc. Class A 1,000 11
* Atlanticus Holdings Corp. 5,758 11
* Transcontinental Realty Investors Inc. 1,046 10
* Hallmark Financial Services Inc. 830 9
* Maui Land & Pineapple Co. Inc. 1,499 9
* CMS Bancorp Inc. 600 8
* Internet Patents Corp. 2,500 8
Madison County Financial Inc. 368 7
Athens Bancshares Corp. 300 7
SB Financial Group Inc. 700 6
* Malvern Bancorp Inc. 500 6
Parke Bancorp Inc. 500 5
US Global Investors Inc. Class A 1,353 5
* Citizens First Corp. 400 5
WVS Financial Corp. 400 4
* Cordia Bancorp Inc. 1,200 4
* Carolina Bank Holdings Inc. 400 4
* Hamilton Bancorp Inc. 300 4
* QC Holdings Inc. 2,008 4
Life Partners Holdings Inc. 1,573 3
Citizens Community Bancorp Inc. 300 3
Bancorp of New Jersey Inc. 229 3
* Tejon Ranch Co. Warrants Exp. 08/31/2016 1,141 2
* Old Second Bancorp Inc. 300 1
Home Federal Bancorp Inc. 55 1
* Carolina Trust Bank 100 1
* Valley National Bancorp Warrants Exp. 6/30/2015 570 —
* Allen Organ Co. Escrow Shares 1,400 —
    2,548,897
Health Care (7.5%)    
Johnson & Johnson 1,801,547 192,027
Pfizer Inc. 4,050,523 119,774
Merck & Co. Inc. 1,842,657 109,233
* Gilead Sciences Inc. 965,635 102,792
Amgen Inc. 485,239 68,157
AbbVie Inc. 966,410 55,820
Bristol-Myers Squibb Co. 1,057,245 54,110
UnitedHealth Group Inc. 620,625 53,529
* Biogen Idec Inc. 150,819 49,892
* Celgene Corp. 510,960 48,429
Eli Lilly & Co. 642,773 41,684
* Actavis plc 168,758 40,718
Abbott Laboratories 960,536 39,949
Medtronic Inc. 637,274 39,479
Allergan Inc. 196,517 35,017
* Express Scripts Holding Co. 476,143 33,630
Thermo Fisher Scientific Inc. 254,572 30,981
Baxter International Inc. 345,851 24,822
Covidien plc 274,195 23,721
WellPoint Inc. 175,179 20,955
* Alexion Pharmaceuticals Inc. 126,260 20,936
Aetna Inc. 226,550 18,351
* Regeneron Pharmaceuticals Inc. 47,313 17,057
* Vertex Pharmaceuticals Inc. 151,318 16,995
Stryker Corp. 193,475 15,623

 

 

Cigna Corp. 168,525 15,284
* HCA Holdings Inc. 207,172 14,610
* Illumina Inc. 89,024 14,593
Becton Dickinson and Co. 123,266 14,029
Humana Inc. 98,793 12,872
Perrigo Co. plc 81,126 12,184
Zoetis Inc. 321,360 11,874
St. Jude Medical Inc. 181,390 10,907
* Mylan Inc. 238,441 10,847
Zimmer Holdings Inc. 107,403 10,799
* Intuitive Surgical Inc. 23,001 10,622
* Boston Scientific Corp. 843,464 9,961
* DaVita HealthCare Partners Inc. 129,666 9,484
* Edwards Lifesciences Corp. 67,707 6,916
CR Bard Inc. 47,659 6,801
* BioMarin Pharmaceutical Inc. 93,140 6,721
* Endo International plc 98,060 6,701
* Mallinckrodt plc 72,662 6,550
* Henry Schein Inc. 54,260 6,320
Universal Health Services Inc. Class B 58,889 6,154
* Salix Pharmaceuticals Ltd. 38,671 6,042
* CareFusion Corp. 129,623 5,865
* Jazz Pharmaceuticals plc 35,964 5,774
* Hospira Inc. 107,769 5,607
Quest Diagnostics Inc. 91,853 5,574
* Laboratory Corp. of America Holdings 54,222 5,517
* Varian Medical Systems Inc. 66,121 5,298
* Waters Corp. 51,212 5,076
Cooper Cos. Inc. 30,834 4,802
* Incyte Corp. 96,105 4,714
* Medivation Inc. 46,619 4,609
ResMed Inc. 91,129 4,490
* Pharmacyclics Inc. 38,207 4,487
DENTSPLY International Inc. 91,916 4,191
* Alkermes plc 92,103 3,948
* Puma Biotechnology Inc. 16,303 3,889
* Community Health Systems Inc. 70,114 3,842
* IDEXX Laboratories Inc. 32,139 3,787
* Brookdale Senior Living Inc. 116,349 3,749
* Tenet Healthcare Corp. 63,057 3,745
* United Therapeutics Corp. 28,661 3,687
* Hologic Inc. 151,142 3,677
* MEDNAX Inc. 65,284 3,579
* Cubist Pharmaceuticals Inc. 48,072 3,189
* Alnylam Pharmaceuticals Inc. 39,038 3,049
* Isis Pharmaceuticals Inc. 75,289 2,923
* Centene Corp. 34,947 2,890
* Covance Inc. 36,721 2,890
* Envision Healthcare Holdings Inc. 82,004 2,844
* Sirona Dental Systems Inc. 36,771 2,820
Teleflex Inc. 26,627 2,797
* Team Health Holdings Inc. 45,278 2,626
* Quintiles Transnational Holdings Inc. 44,766 2,497
* Seattle Genetics Inc. 63,077 2,345
* Align Technology Inc. 44,515 2,301
* PAREXEL International Corp. 36,120 2,279
* Health Net Inc. 49,054 2,262

 

 

  Techne Corp. 23,874 2,233
  Patterson Cos. Inc. 53,069 2,199
* Pacira Pharmaceuticals Inc. 21,491 2,083
  STERIS Corp. 38,237 2,063
* LifePoint Hospitals Inc. 29,087 2,013
  HealthSouth Corp. 53,898 1,989
* Alere Inc. 50,376 1,954
* Cepheid 43,981 1,936
* Intercept Pharmaceuticals Inc. 8,167 1,933
  West Pharmaceutical Services Inc. 43,032 1,926
*,^ Myriad Genetics Inc. 47,676 1,839
* Charles River Laboratories International Inc. 30,700 1,834
* DexCom Inc. 45,419 1,816
* WellCare Health Plans Inc. 28,471 1,718
* Akorn Inc. 47,227 1,713
* NPS Pharmaceuticals Inc. 61,060 1,588
  Hill-Rom Holdings Inc. 37,981 1,574
* Bio-Rad Laboratories Inc. Class A 13,020 1,476
* Acadia Healthcare Co. Inc. 28,000 1,358
  Owens & Minor Inc. 41,065 1,344
* Amsurg Corp. 26,241 1,313
* Insulet Corp. 35,391 1,304
* Avanir Pharmaceuticals Inc. 109,202 1,302
* Air Methods Corp. 22,835 1,268
* ACADIA Pharmaceuticals Inc. 50,603 1,253
  Healthcare Services Group Inc. 43,125 1,234
* Bruker Corp. 65,290 1,209
* Haemonetics Corp. 33,502 1,170
*,^ OPKO Health Inc. 132,960 1,131
* Prestige Brands Holdings Inc. 33,779 1,093
* HMS Holdings Corp. 57,712 1,088
* Impax Laboratories Inc. 43,382 1,029
* NuVasive Inc. 29,376 1,024
* Exact Sciences Corp. 52,508 1,018
* Ironwood Pharmaceuticals Inc. Class A 77,078 999
* Thoratec Corp. 37,073 991
* Nektar Therapeutics 81,203 980
* Magellan Health Inc. 17,746 971
* Auxilium Pharmaceuticals Inc. 31,559 942
* Medicines Co. 41,567 928
* Wright Medical Group Inc. 30,552 926
* Synageva BioPharma Corp. 13,295 914
* Acorda Therapeutics Inc. 26,691 904
* Neogen Corp. 22,782 900
*,^ MannKind Corp. 147,718 873
  Theravance Inc. 50,126 857
* Cyberonics Inc. 16,647 852
* Dyax Corp. 82,856 838
* Globus Medical Inc. 41,339 813
* Keryx Biopharmaceuticals Inc. 58,617 806
* HeartWare International Inc. 10,236 795
  Abaxis Inc. 15,312 776
* Masimo Corp. 35,664 759
* Celldex Therapeutics Inc. 57,147 741
* Spectranetics Corp. 26,826 713
  CONMED Corp. 19,309 711
* Agios Pharmaceuticals Inc. 11,546 708

 

 

* Molina Healthcare Inc. 16,456 696
* Lannett Co. Inc. 15,122 691
Select Medical Holdings Corp. 55,855 672
* Clovis Oncology Inc. 14,437 655
Kindred Healthcare Inc. 33,065 641
* Integra LifeSciences Holdings Corp. 12,862 638
* Omnicell Inc. 23,211 634
* Receptos Inc. 9,952 618
* Arena Pharmaceuticals Inc. 147,419 618
* Natus Medical Inc. 20,931 618
* ABIOMED Inc. 24,341 604
Cantel Medical Corp. 17,405 598
* Ligand Pharmaceuticals Inc. 12,619 593
* Depomed Inc. 38,861 590
* Halozyme Therapeutics Inc. 64,618 588
* Novavax Inc. 140,715 587
* ARIAD Pharmaceuticals Inc. 108,056 583
* Neurocrine Biosciences Inc. 37,100 581
* ImmunoGen Inc. 54,848 581
* Aegerion Pharmaceuticals Inc. 17,304 578
* Quidel Corp. 20,812 559
* Arrowhead Research Corp. 37,444 553
* Ultragenyx Pharmaceutical Inc. 9,715 550
* Achillion Pharmaceuticals Inc. 50,303 502
* ICU Medical Inc. 7,806 501
* Bio-Reference Laboratories Inc. 17,826 500
* Anacor Pharmaceuticals Inc. 20,413 499
* PTC Therapeutics Inc. 11,333 499
Analogic Corp. 7,680 491
* Merrimack Pharmaceuticals Inc. 55,189 485
* PharMerica Corp. 19,776 483
* Luminex Corp. 24,212 472
* Sangamo BioSciences Inc. 43,145 465
* Sarepta Therapeutics Inc. 21,929 463
Meridian Bioscience Inc. 25,645 454
* Fluidigm Corp. 18,432 452
* AMAG Pharmaceuticals Inc. 14,059 449
* Capital Senior Living Corp. 20,780 441
* BioDelivery Sciences International Inc. 25,600 437
* Chimerix Inc. 15,822 437
* Tornier NV 18,193 435
* Hanger Inc. 21,166 434
* Raptor Pharmaceutical Corp. 44,923 431
* NxStage Medical Inc. 32,746 430
* Endologix Inc. 39,016 414
* Catalent Inc. 16,160 404
* Horizon Pharma plc 32,868 404
* Portola Pharmaceuticals Inc. 15,625 395
* Momenta Pharmaceuticals Inc. 34,498 391
* IPC The Hospitalist Co. Inc. 8,690 389
* Healthways Inc. 23,879 383
* HealthStream Inc. 15,923 382
* Volcano Corp. 35,729 380
* Gentiva Health Services Inc. 22,578 379
* Intrexon Corp. 20,185 375
* Anika Therapeutics Inc. 10,041 368
* Accuray Inc. 50,696 368

 

 

* Emergent Biosolutions Inc. 17,139 365
* BioCryst Pharmaceuticals Inc. 37,323 365
* Albany Molecular Research Inc. 16,457 363
* Zeltiq Aesthetics Inc. 16,038 363
* Cardiovascular Systems Inc. 15,233 360
* MiMedx Group Inc. 50,165 358
* Amicus Therapeutics Inc. 59,369 353
* Amedisys Inc. 17,343 350
* CorVel Corp. 10,154 346
* Bluebird Bio Inc. 9,610 345
  US Physical Therapy Inc. 9,706 343
*,^ Inovio Pharmaceuticals Inc. 34,699 342
* Orthofix International NV 10,970 340
* Repligen Corp. 17,009 339
* Ophthotech Corp. 8,689 338
  Ensign Group Inc. 9,570 333
* Sagent Pharmaceuticals Inc. 10,655 331
* Theravance Biopharma Inc. 14,321 330
*,^ Accelerate Diagnostics Inc. 15,320 329
* Merit Medical Systems Inc. 27,628 328
* KYTHERA Biopharmaceuticals Inc. 9,751 319
* Spectrum Pharmaceuticals Inc. 37,874 308
* Acceleron Pharma Inc. 10,170 308
* SciClone Pharmaceuticals Inc. 44,279 305
* Dynavax Technologies Corp. 207,775 297
* Cynosure Inc. Class A 14,058 295
* Progenics Pharmaceuticals Inc. 55,200 286
*,^ Omeros Corp. 22,370 285
* Insys Therapeutics Inc. 7,221 280
  National Healthcare Corp. 4,971 276
* Sequenom Inc. 92,513 275
* Orexigen Therapeutics Inc. 63,675 271
*,^ Organovo Holdings Inc. 42,512 271
* XenoPort Inc. 49,931 269
* Pacific Biosciences of California Inc. 53,898 265
* Infinity Pharmaceuticals Inc. 19,700 264
* Insmed Inc. 19,914 260
* TherapeuticsMD Inc. 55,857 259
* BioScrip Inc. 37,477 259
* OraSure Technologies Inc. 35,479 256
  PDL BioPharma Inc. 34,006 254
* Vanda Pharmaceuticals Inc. 23,307 242
* NewLink Genetics Corp. 11,204 240
* Immunomedics Inc. 63,470 236
* Rockwell Medical Inc. 25,199 230
* Tetraphase Pharmaceuticals Inc. 11,400 227
* Array BioPharma Inc. 63,660 227
* XOMA Corp. 53,733 226
* AngioDynamics Inc. 16,480 226
* STAAR Surgical Co. 21,070 224
* Genomic Health Inc. 7,851 222
  CryoLife Inc. 22,066 218
* Triple-S Management Corp. Class B 10,944 218
* Cerus Corp. 52,895 212
  Atrion Corp. 694 212
* Karyopharm Therapeutics Inc. 6,011 210
* RadNet Inc. 30,936 205

 

 

* Affymetrix Inc. 25,242 201
* Neuralstem Inc. 61,220 201
* CTI BioPharma Corp. 80,832 196
*,^ Synergy Pharmaceuticals Inc. 69,435 193
* Cempra Inc. 17,291 190
* LHC Group Inc. 8,033 186
*,^ Peregrine Pharmaceuticals Inc. 136,113 185
* Osiris Therapeutics Inc. 14,382 181
* Harvard Bioscience Inc. 44,129 180
* Epizyme Inc. 6,626 180
* Relypsa Inc. 8,438 178
* GenMark Diagnostics Inc. 19,800 178
* Threshold Pharmaceuticals Inc. 48,500 175
* MacroGenics Inc. 8,337 174
* Pernix Therapeutics Holdings Inc. 22,376 172
* Enzo Biochem Inc. 33,179 171
* Hyperion Therapeutics Inc. 6,744 170
* Sunesis Pharmaceuticals Inc. 23,100 165
* Universal American Corp. 20,228 163
* Medical Action Industries Inc. 11,756 162
* ZIOPHARM Oncology Inc. 60,595 160
*,^ Foundation Medicine Inc. 8,362 159
* Aerie Pharmaceuticals Inc. 7,588 157
* Durect Corp. 102,232 150
* RTI Surgical Inc. 31,405 150
* TG Therapeutics Inc. 13,812 147
* LDR Holding Corp. 4,484 140
* Supernus Pharmaceuticals Inc. 16,038 139
* Catalyst Pharmaceutical Partners Inc. 41,027 136
* Corcept Therapeutics Inc. 49,898 134
* AtriCure Inc. 8,867 131
* NeoGenomics Inc. 24,938 130
* Exactech Inc. 5,675 130
* ANI Pharmaceuticals Inc. 4,569 129
* Endocyte Inc. 20,435 124
*,^ Unilife Corp. 53,790 123
* Enanta Pharmaceuticals Inc. 3,084 122
* Pain Therapeutics Inc. 31,144 122
* SurModics Inc. 6,580 119
* VIVUS Inc. 29,833 115
  POZEN Inc. 15,678 115
* BioTelemetry Inc. 16,900 113
* BioSpecifics Technologies Corp. 3,192 113
* Agenus Inc. 36,100 112
*,^ Navidea Biopharmaceuticals Inc. 83,988 111
* Curis Inc. 78,137 110
* Vical Inc. 95,327 107
* NanoViricides Inc. 35,338 106
* AcelRx Pharmaceuticals Inc. 18,922 104
* Vascular Solutions Inc. 4,150 102
* Surgical Care Affiliates Inc. 3,763 101
* Verastem Inc. 11,804 101
* MEI Pharma Inc. 14,568 101
* pSivida Corp. 22,454 99
* Akebia Therapeutics Inc. 4,366 97
* Northwest Biotherapeutics Inc. 19,206 97
* Rigel Pharmaceuticals Inc. 49,261 96

 

 

* Biolase Inc. 38,372 96
* IGI Laboratories Inc. 10,200 95
* Derma Sciences Inc. 11,400 95
* Alliance HealthCare Services Inc. 4,155 94
* Symmetry Medical Inc. 9,305 94
* Zogenix Inc. 80,925 93
  Psychemedics Corp. 6,475 92
* Almost Family Inc. 3,364 91
*,^ Rexahn Pharmaceuticals Inc. 112,317 91
* Alimera Sciences Inc. 15,622 85
* Revance Therapeutics Inc. 4,325 84
* BioTime Inc. 25,678 81
* Regulus Therapeutics Inc. 11,469 78
* Lexicon Pharmaceuticals Inc. 54,300 77
*,^ NeoStem Inc. 13,280 73
* Bio-Path Holdings Inc. 36,365 73
* Xencor Inc. 7,699 72
* Hansen Medical Inc. 60,101 71
*,^ Mast Therapeutics Inc. 125,552 70
* Auspex Pharmaceuticals Inc. 2,712 70
* Five Prime Therapeutics Inc. 5,900 69
* NanoString Technologies Inc. 6,079 66
* Heron Therapeutics Inc. 7,800 65
* ERBA Diagnostics Inc. 18,367 65
* OncoMed Pharmaceuticals Inc. 3,352 63
* Retrophin Inc. 6,980 63
* Idera Pharmaceuticals Inc. 27,057 62
* Cyclacel Pharmaceuticals Inc. 20,223 61
* OvaScience Inc. 3,400 56
* Athersys Inc. 40,358 56
* EnteroMedics Inc. 43,082 53
*,^ Galena Biopharma Inc. 25,700 53
* Mirati Therapeutics Inc. 2,900 51
* Tandem Diabetes Care Inc. 3,700 50
* Targacept Inc. 19,300 49
* Apricus Biosciences Inc. 31,988 48
* Addus HomeCare Corp. 2,300 45
* Cumberland Pharmaceuticals Inc. 9,063 45
* Discovery Laboratories Inc. 23,135 43
*,^ Cytori Therapeutics Inc. 61,634 42
* Durata Therapeutics Inc. 3,200 41
* Fibrocell Science Inc. 13,941 40
* ImmunoCellular Therapeutics Ltd. 45,000 40
* Cutera Inc. 3,963 40
*,^ IsoRay Inc. 22,900 39
* Stereotaxis Inc. 16,212 38
* Alder Biopharmaceuticals Inc. 2,956 37
* Vermillion Inc. 20,667 37
* Five Star Quality Care Inc. 9,634 36
* Tonix Pharmaceuticals Holding Corp. 5,300 36
* Applied Genetic Technologies Corp. 1,924 36
* Hemispherx Biopharma Inc. 110,190 35
* Inogen Inc. 1,680 35
* Heska Corp. 2,600 34
  Utah Medical Products Inc. 630 31
* Harvard Apparatus Regenerative Technology Inc. 3,750 30
* Alphatec Holdings Inc. 17,842 30

 

 

* Cara Therapeutics Inc. 3,600 30
* Response Genetics Inc. 43,900 30
* Acura Pharmaceuticals Inc. 37,896 30
* Ambit Biosciences Corp. 1,900 29
* Synthetic Biologics Inc. 15,779 28
* Ocera Therapeutics Inc. 5,552 27
* Sucampo Pharmaceuticals Inc. Class A 4,106 27
* Skilled Healthcare Group Inc. 3,929 26
* Cardica Inc. 23,874 26
* Otonomy Inc. 1,063 26
Birner Dental Management Services Inc. 1,499 25
Daxor Corp. 3,969 25
* Wright Medical Group Inc. CVR Exp. 12/31/2049 11,147 25
* Kite Pharma Inc. 850 24
* Cellular Dynamics International Inc. 3,128 22
* Oncothyreon Inc. 11,280 22
* TrovaGene Inc. 4,491 21
* Achaogen Inc. 2,200 20
* Cel-Sci Corp. 21,336 19
* InfuSystems Holdings Inc. 5,850 18
* Sage Therapeutics Inc. 542 17
* Medgenics Inc. 3,150 16
* Adeptus Health Inc. Class A 640 16
* Ardelyx Inc. 1,079 15
* Vital Therapies Inc. 741 15
* Vision Sciences Inc. 15,510 15
* Cleveland Biolabs Inc. 30,867 14
* Bovie Medical Corp. 3,273 13
* Hooper Holmes Inc. 21,391 13
Digirad Corp. 3,306 13
* Genocea Biosciences Inc. 1,400 13
* Synta Pharmaceuticals Corp. 4,175 13
* Avalanche Biotechnologies Inc. 319 11
* Repros Therapeutics Inc. 1,081 11
* Novabay Pharmaceuticals Inc. 11,900 10
* ZS Pharma Inc. 242 9
* Synergetics USA Inc. 2,643 9
* BG Medicine Inc. 15,272 8
* Bioanalytical Systems Inc. 3,300 8
* Veracyte Inc. 803 8
* Dendreon Corp. 5,400 8
* BSD Medical Corp. 12,439 7
* Concert Pharmaceuticals Inc. 550 7
* Versartis Inc. 333 6
* Omthera Pharmaceuticals Inc. CVR 9,400 6
* CytRx Corp. 2,116 5
* Ocular Therapeutix Inc. 320 5
* NuPathe Inc. CVR 6,287 4
* Dicerna Pharmaceuticals Inc. 221 3
* OncoGenex Pharmaceutical Inc. 1 —
    1,751,765
Industrials (7.4%)    
General Electric Co. 6,409,546 164,213
Union Pacific Corp. 573,263 62,153
United Technologies Corp. 555,654 58,677
3M Co. 413,903 58,642
Boeing Co. 414,259 52,768

 

 

United Parcel Service Inc. Class B 450,513 44,281
Honeywell International Inc. 474,672 44,201
Caterpillar Inc. 401,094 39,720
Accenture plc Class A 403,197 32,788
Lockheed Martin Corp. 172,329 31,498
Danaher Corp. 379,363 28,824
Emerson Electric Co. 445,827 27,900
FedEx Corp. 172,359 27,827
Automatic Data Processing Inc. 307,564 25,552
General Dynamics Corp. 181,490 23,066
Norfolk Southern Corp. 197,550 22,047
Precision Castparts Corp. 91,640 21,708
CSX Corp. 641,107 20,554
Raytheon Co. 198,452 20,167
Eaton Corp. plc 304,199 19,277
Deere & Co. 232,118 19,031
Illinois Tool Works Inc. 223,994 18,910
Northrop Grumman Corp. 119,540 15,751
Cummins Inc. 111,626 14,732
TE Connectivity Ltd. 260,834 14,422
* LinkedIn Corp. Class A 68,172 14,165
Waste Management Inc. 281,973 13,402
PACCAR Inc. 226,353 12,874
Tyco International Ltd. 283,281 12,626
Agilent Technologies Inc. 212,611 12,115
Sherwin-Williams Co. 53,078 11,624
Parker-Hannifin Corp. 95,078 10,853
Fidelity National Information Services Inc. 182,339 10,266
* Fiserv Inc. 158,596 10,251
Amphenol Corp. Class A 100,639 10,050
WW Grainger Inc. 39,295 9,889
Rockwell Automation Inc. 88,049 9,675
Ingersoll-Rand plc 170,852 9,629
Roper Industries Inc. 63,636 9,309
Xerox Corp. 699,784 9,258
Paychex Inc. 208,198 9,202
Dover Corp. 106,378 8,545
Kansas City Southern 70,424 8,535
* Alliance Data Systems Corp. 33,673 8,360
Pentair plc 122,998 8,055
AMETEK Inc. 157,300 7,898
Fastenal Co. 170,068 7,636
* United Rentals Inc. 61,990 6,887
Rockwell Collins Inc. 86,511 6,791
* FleetCor Technologies Inc. 47,479 6,748
Fluor Corp. 100,613 6,720
* Stericycle Inc. 54,043 6,299
CH Robinson Worldwide Inc. 94,040 6,237
Republic Services Inc. Class A 159,091 6,208
Flowserve Corp. 87,578 6,176
TransDigm Group Inc. 31,961 5,891
L-3 Communications Holdings Inc. 49,439 5,879
Pall Corp. 70,083 5,866
* Verisk Analytics Inc. Class A 95,125 5,792
Textron Inc. 160,797 5,787
* B/E Aerospace Inc. 68,014 5,709
Ball Corp. 88,950 5,628

 

 

Masco Corp. 227,574 5,444
Martin Marietta Materials Inc. 40,586 5,233
* Trimble Navigation Ltd. 166,473 5,077
Vulcan Materials Co. 83,561 5,033
* Quanta Services Inc. 135,795 4,928
* Mettler-Toledo International Inc. 18,777 4,809
Expeditors International of Washington Inc. 118,412 4,805
* Sensata Technologies Holding NV 107,475 4,786
Wabtec Corp. 58,471 4,739
Trinity Industries Inc. 99,066 4,628
Sealed Air Corp. 128,667 4,488
Towers Watson & Co. Class A 44,991 4,477
Cintas Corp. 63,196 4,461
JB Hunt Transport Services Inc. 59,831 4,430
MeadWestvaco Corp. 107,579 4,404
Rock-Tenn Co. Class A 91,590 4,358
Xylem Inc. 118,244 4,196
Fortune Brands Home & Security Inc. 101,225 4,161
Robert Half International Inc. 83,159 4,075
Hubbell Inc. Class B 33,719 4,064
Packaging Corp. of America 62,722 4,003
* Flextronics International Ltd. 384,537 3,968
Chicago Bridge & Iron Co. NV 68,542 3,965
ADT Corp. 111,197 3,943
* Crown Holdings Inc. 88,335 3,933
* Jacobs Engineering Group Inc. 80,182 3,914
* Kirby Corp. 32,910 3,878
Valspar Corp. 48,003 3,792
IDEX Corp. 51,902 3,756
Donaldson Co. Inc. 92,381 3,753
Avnet Inc. 89,191 3,701
Waste Connections Inc. 76,160 3,695
Iron Mountain Inc. 111,067 3,626
Manpowergroup Inc. 51,185 3,588
Lincoln Electric Holdings Inc. 50,724 3,507
* Arrow Electronics Inc. 63,219 3,499
Joy Global Inc. 64,124 3,497
* Spirit AeroSystems Holdings Inc. Class A 89,553 3,408
Total System Services Inc. 109,817 3,400
MDU Resources Group Inc. 119,489 3,323
Carlisle Cos. Inc. 41,301 3,320
Huntington Ingalls Industries Inc. 31,671 3,300
Acuity Brands Inc. 27,486 3,235
Broadridge Financial Solutions Inc. 77,599 3,230
* Genesee & Wyoming Inc. Class A 33,755 3,217
PerkinElmer Inc. 72,058 3,142
* Old Dominion Freight Line Inc. 43,964 3,106
Eagle Materials Inc. 30,414 3,097
Ryder System Inc. 34,266 3,083
Global Payments Inc. 43,506 3,040
Allison Transmission Holdings Inc. 106,626 3,038
* CoStar Group Inc. 19,241 2,993
Jack Henry & Associates Inc. 52,677 2,932
* Colfax Corp. 51,297 2,922
Allegion plc 61,158 2,914
* Vantiv Inc. Class A 92,998 2,874
FLIR Systems Inc. 90,422 2,834

 

 

Graco Inc. 38,419 2,804
* WEX Inc. 25,336 2,795
* Owens-Illinois Inc. 105,682 2,753
Nordson Corp. 35,570 2,706
MSC Industrial Direct Co. Inc. Class A 31,031 2,652
ITT Corp. 58,807 2,643
Alliant Techsystems Inc. 20,623 2,632
Sonoco Products Co. 66,332 2,606
* Graphic Packaging Holding Co. 208,224 2,588
URS Corp. 44,197 2,546
Bemis Co. Inc. 64,380 2,448
* Hexcel Corp. 61,578 2,445
AGCO Corp. 53,693 2,441
Oshkosh Corp. 54,421 2,403
AptarGroup Inc. 39,542 2,400
Jabil Circuit Inc. 118,352 2,387
AO Smith Corp. 49,957 2,362
SPX Corp. 24,737 2,324
* Zebra Technologies Corp. 32,189 2,284
* USG Corp. 83,086 2,284
Timken Co. 53,674 2,275
Owens Corning 71,309 2,264
* WESCO International Inc. 28,599 2,238
Triumph Group Inc. 34,070 2,216
Terex Corp. 68,514 2,177
Lennox International Inc. 28,184 2,167
* Cognex Corp. 53,674 2,161
Landstar System Inc. 29,643 2,140
Toro Co. 35,800 2,120
Kennametal Inc. 51,197 2,115
RR Donnelley & Sons Co. 128,188 2,110
FEI Co. 27,126 2,046
CLARCOR Inc. 32,430 2,046
* HD Supply Holdings Inc. 75,000 2,045
* AECOM Technology Corp. 60,496 2,042
Exelis Inc. 123,098 2,036
* Esterline Technologies Corp. 18,294 2,036
Valmont Industries Inc. 15,073 2,034
* Teledyne Technologies Inc. 21,587 2,029
Manitowoc Co. Inc. 86,191 2,021
Foster Wheeler AG 63,635 2,012
Air Lease Corp. Class A 61,739 2,007
National Instruments Corp. 64,822 2,005
Babcock & Wilcox Co. 71,824 1,989
Crane Co. 30,113 1,903
Curtiss-Wright Corp. 27,661 1,823
EnerSys 30,895 1,812
Deluxe Corp. 32,754 1,807
Belden Inc. 28,154 1,802
Woodward Inc. 37,682 1,794
* Berry Plastics Group Inc. 71,060 1,794
* Generac Holdings Inc. 44,146 1,790
KBR Inc. 95,033 1,789
* Clean Harbors Inc. 33,184 1,789
Regal-Beloit Corp. 27,719 1,781
World Fuel Services Corp. 44,460 1,775
Con-way Inc. 37,025 1,759

 

 

GATX Corp. 29,746 1,736
* Moog Inc. Class A 25,138 1,719
MAXIMUS Inc. 42,242 1,695
EMCOR Group Inc. 41,320 1,651
* Armstrong World Industries Inc. 28,696 1,607
Covanta Holding Corp. 72,304 1,534
Anixter International Inc. 17,998 1,527
* IPG Photonics Corp. 21,800 1,499
* Euronet Worldwide Inc. 31,084 1,486
* CoreLogic Inc. 54,136 1,465
* Knowles Corp. 55,182 1,462
* Genpact Ltd. 89,363 1,458
HEICO Corp. Class A 35,597 1,435
Watsco Inc. 16,633 1,433
* DigitalGlobe Inc. 48,757 1,390
Silgan Holdings Inc. 28,727 1,350
TimkenSteel Corp. 29,037 1,350
Corporate Executive Board Co. 21,767 1,308
Actuant Corp. Class A 42,279 1,290
* Rexnord Corp. 45,200 1,286
* XPO Logistics Inc. 33,478 1,261
Vishay Intertechnology Inc. 88,038 1,258
Littelfuse Inc. 14,706 1,253
* Louisiana-Pacific Corp. 91,531 1,244
* MasTec Inc. 40,183 1,230
* MWI Veterinary Supply Inc. 7,996 1,187
Greenbrier Cos. Inc. 15,781 1,158
Applied Industrial Technologies Inc. 24,978 1,140
* Navistar International Corp. 34,344 1,130
* Swift Transportation Co. 53,638 1,125
Harsco Corp. 52,515 1,124
Knight Transportation Inc. 40,467 1,108
* Orbital Sciences Corp. 39,790 1,106
Heartland Payment Systems Inc. 23,058 1,100
* Advisory Board Co. 23,492 1,095
* Vistaprint NV 19,607 1,074
Booz Allen Hamilton Holding Corp. Class A 45,788 1,071
Convergys Corp. 59,536 1,061
Tetra Tech Inc. 41,789 1,044
Watts Water Technologies Inc. Class A 17,869 1,041
* Cardtronics Inc. 29,387 1,034
Mueller Industries Inc. 36,184 1,033
MSA Safety Inc. 20,576 1,016
Mobile Mini Inc. 28,640 1,002
* NeuStar Inc. Class A 40,159 997
* Coherent Inc. 16,135 990
United Stationers Inc. 26,249 986
Forward Air Corp. 21,446 961
* Proto Labs Inc. 13,900 959
* Itron Inc. 24,267 954
Barnes Group Inc. 31,135 945
* Hub Group Inc. Class A 23,173 939
* Huron Consulting Group Inc. 15,371 937
* WageWorks Inc. 20,400 929
* PHH Corp. 41,473 927
Franklin Electric Co. Inc. 26,429 918
* FTI Consulting Inc. 26,245 918

 

 

TAL International Group Inc. 22,239 917
EVERTEC Inc. 41,040 917
UniFirst Corp. 9,378 906
ABM Industries Inc. 34,443 885
* Veeco Instruments Inc. 25,310 885
* Masonite International Corp. 15,592 863
RBC Bearings Inc. 15,095 856
* Universal Display Corp. 26,222 856
Heartland Express Inc. 35,713 856
* On Assignment Inc. 31,716 852
H&E Equipment Services Inc. 21,004 846
Mueller Water Products Inc. Class A 102,158 846
* Plexus Corp. 22,723 839
* EnPro Industries Inc. 13,822 837
Apogee Enterprises Inc. 20,876 831
* Outerwall Inc. 14,754 828
Simpson Manufacturing Co. Inc. 27,205 793
* Benchmark Electronics Inc. 35,435 787
* OSI Systems Inc. 12,359 785
* Saia Inc. 15,607 773
Greif Inc. Class A 17,332 759
Brink's Co. 31,582 759
Methode Electronics Inc. 20,236 746
* TrueBlue Inc. 28,829 728
Werner Enterprises Inc. 28,843 727
* Greatbatch Inc. 16,856 718
Otter Tail Corp. 26,827 715
Tennant Co. 10,572 709
Granite Construction Inc. 22,288 709
* ExamWorks Group Inc. 21,491 704
Matson Inc. 28,040 702
* Measurement Specialties Inc. 8,193 701
* Trex Co. Inc. 20,068 694
* Sanmina Corp. 33,176 692
* TriMas Corp. 27,962 680
* Korn/Ferry International 27,192 677
* Wesco Aircraft Holdings Inc. 38,593 672
* Meritor Inc. 61,540 668
Standex International Corp. 8,993 667
Brady Corp. Class A 29,469 661
* Rogers Corp. 12,000 657
* UTi Worldwide Inc. 61,452 653
CIRCOR International Inc. 9,689 652
Aircastle Ltd. 39,202 641
AAR Corp. 26,216 633
ArcBest Corp. 16,782 626
* GenCorp Inc. 39,023 623
* Boise Cascade Co. 20,637 622
Kaman Corp. 15,791 621
* Wabash National Corp. 46,574 620
MTS Systems Corp. 8,988 614
Sturm Ruger & Co. Inc. 12,587 613
ESCO Technologies Inc. 17,180 598
* Headwaters Inc. 47,158 591
* LifeLock Inc. 40,914 585
AZZ Inc. 13,992 584
* Atlas Air Worldwide Holdings Inc. 17,670 583

 

 

* Aegion Corp. Class A 25,897 576
* Tutor Perini Corp. 21,411 565
* Sykes Enterprises Inc. 27,649 552
G&K Services Inc. Class A 9,963 552
Federal Signal Corp. 41,647 551
Raven Industries Inc. 22,435 547
Albany International Corp. 15,959 543
US Ecology Inc. 11,545 540
Altra Industrial Motion Corp. 18,488 539
Lindsay Corp. 7,147 534
Universal Forest Products Inc. 12,347 527
* FARO Technologies Inc. 10,277 522
AAON Inc. 30,621 521
Primoris Services Corp. 19,354 519
* Taser International Inc. 33,165 512
Exponent Inc. 7,175 509
Cubic Corp. 10,615 497
* DXP Enterprises Inc. 6,657 491
Encore Wire Corp. 13,150 488
McGrath RentCorp 13,927 476
General Cable Corp. 30,741 464
John Bean Technologies Corp. 16,323 459
Sun Hydraulics Corp. 12,172 458
AVX Corp. 34,043 452
Resources Connection Inc. 31,933 445
Insperity Inc. 16,204 443
* Astronics Corp. 9,155 437
Badger Meter Inc. 8,607 434
* Rofin-Sinar Technologies Inc. 18,325 423
Quanex Building Products Corp. 23,333 422
* II-VI Inc. 35,112 413
* Team Inc. 10,652 404
CTS Corp. 25,355 403
* Navigant Consulting Inc. 28,877 402
* NCI Building Systems Inc. 20,628 400
Griffon Corp. 35,054 399
Kforce Inc. 20,244 396
* ExlService Holdings Inc. 16,207 396
Gorman-Rupp Co. 13,137 395
American Railcar Industries Inc. 5,336 394
Astec Industries Inc. 10,710 391
* AMN Healthcare Services Inc. 24,806 389
Kadant Inc. 9,937 388
* MYR Group Inc. 15,966 384
ManTech International Corp. Class A 14,170 382
* TriNet Group Inc. 14,799 381
* TeleTech Holdings Inc. 15,473 380
* Rentrak Corp. 6,203 378
* Imperva Inc. 13,032 374
Textainer Group Holdings Ltd. 11,800 367
Materion Corp. 11,837 363
* Taminco Corp. 13,896 363
Schnitzer Steel Industries Inc. 15,012 361
* Thermon Group Holdings Inc. 14,620 357
* Lydall Inc. 13,206 357
* Checkpoint Systems Inc. 29,143 356
* Smith & Wesson Holding Corp. 37,397 353

 

 

* ICF International Inc. 11,385 351
* Roadrunner Transportation Systems Inc. 14,952 341
  Myers Industries Inc. 19,177 338
* Engility Holdings Inc. 10,820 337
  Celadon Group Inc. 17,274 336
* YRC Worldwide Inc. 16,368 333
  Park-Ohio Holdings Corp. 6,929 332
  American Science & Engineering Inc. 5,972 331
  Comfort Systems USA Inc. 23,968 325
  Kimball International Inc. Class B 21,521 324
  Acacia Research Corp. 20,264 314
  Multi-Color Corp. 6,875 313
* ARC Document Solutions Inc. 37,972 308
  Columbus McKinnon Corp. 13,843 304
* EnerNOC Inc. 17,929 304
*,^ GP Strategies Corp. 10,513 302
  Ennis Inc. 22,684 299
* Great Lakes Dredge & Dock Corp. 47,994 297
* RPX Corp. 21,431 294
* Newport Corp. 16,600 294
* Nortek Inc. 3,871 288
* PGT Inc. 30,704 286
  Hyster-Yale Materials Handling Inc. 3,952 283
  Black Box Corp. 12,100 282
  LB Foster Co. Class A 6,035 277
  Viad Corp. 13,356 276
* Dice Holdings Inc. 32,822 275
* CBIZ Inc. 34,285 270
* Aerovironment Inc. 8,950 269
* Advanced Emissions Solutions Inc. 12,520 266
* TTM Technologies Inc. 38,752 264
  Daktronics Inc. 21,381 263
* Era Group Inc. 12,077 263
* American Woodmark Corp. 7,124 263
  Insteel Industries Inc. 12,734 262
  NN Inc. 9,782 261
  Alamo Group Inc. 6,371 261
* Ambarella Inc. 5,843 255
* Global Cash Access Holdings Inc. 37,664 254
  Kelly Services Inc. Class A 15,756 247
* Landec Corp. 19,722 242
  Quad/Graphics Inc. 12,433 239
  Graham Corp. 8,237 237
  Park Electrochemical Corp. 9,837 232
  Marten Transport Ltd. 12,984 231
* Patrick Industries Inc. 5,418 230
* Continental Building Products Inc. 15,644 228
* Bazaarvoice Inc. 30,457 225
* Capstone Turbine Corp. 209,910 225
  Cass Information Systems Inc. 5,399 224
* Pike Corp. 18,717 223
* Power Solutions International Inc. 3,202 221
* Builders FirstSource Inc. 40,184 219
* Fabrinet 14,701 215
* Air Transport Services Group Inc. 29,058 212
  Landauer Inc. 6,399 211
  FreightCar America Inc. 6,296 210

 

 

Electro Rent Corp. 14,869 205
* Cross Country Healthcare Inc. 21,647 201
VSE Corp. 4,096 201
Argan Inc. 5,965 199
* Mistras Group Inc. 9,486 194
* Ducommun Inc. 6,959 191
* InnerWorkings Inc. 23,576 191
* Lionbridge Technologies Inc. 42,174 190
Powell Industries Inc. 4,576 187
* Furmanite Corp. 27,595 187
* Gibraltar Industries Inc. 13,317 182
Barrett Business Services Inc. 4,474 177
* M/A-COM Technology Solutions Holdings Inc. 7,801 170
Douglas Dynamics Inc. 8,604 168
Twin Disc Inc. 6,195 167
Ceco Environmental Corp. 12,444 167
* PAM Transportation Services Inc. 4,524 164
* Echo Global Logistics Inc. 6,855 161
* Maxwell Technologies Inc. 18,497 161
* Stock Building Supply Holdings Inc. 10,190 160
CDI Corp. 11,000 160
Houston Wire & Cable Co. 13,216 158
* Monster Worldwide Inc. 28,100 155
* Vicor Corp. 16,344 154
* UFP Technologies Inc. 6,907 152
Allied Motion Technologies Inc. 10,545 150
* Covenant Transportation Group Inc. Class A 8,013 149
* SL Industries Inc. 3,000 146
* NVE Corp. 2,268 146
* Xerium Technologies Inc. 10,010 146
* USA Truck Inc. 8,261 145
* PowerSecure International Inc. 15,022 144
Miller Industries Inc. 8,444 143
* Willis Lease Finance Corp. 6,897 142
* Northwest Pipe Co. 4,138 141
* Cenveo Inc. 57,102 141
* Huttig Building Products Inc. 36,478 135
* CAI International Inc. 6,958 135
* Vectrus Inc. 6,838 134
* Nuverra Environmental Solutions Inc. 8,973 132
* AM Castle & Co. 14,779 126
* CRA International Inc. 4,914 125
* Kratos Defense & Security Solutions Inc. 18,934 124
NACCO Industries Inc. Class A 2,423 121
* Ply Gem Holdings Inc. 10,864 118
* Transcat Inc. 12,510 115
* BlueLinx Holdings Inc. 87,277 114
* Commercial Vehicle Group Inc. 18,459 114
* Hill International Inc. 27,630 111
Heidrick & Struggles International Inc. 5,360 110
* Vishay Precision Group Inc. 7,362 110
* Quality Distribution Inc. 8,481 108
Universal Truckload Services Inc. 4,425 107
Global Power Equipment Group Inc. 7,182 107
* GSI Group Inc. 9,303 107
Dynamic Materials Corp. 5,484 104
* General Finance Corp. 11,595 103

 

 

* Energy Recovery Inc. 28,699 102
* Kemet Corp. 24,000 99
* Research Frontiers Inc. 16,958 98
* TRC Cos. Inc. 14,885 97
* Paylocity Holding Corp. 4,847 95
* Casella Waste Systems Inc. Class A 24,516 94
* Lawson Products Inc. 4,228 94
* Astronics Corp. Class B 1,831 87
  Hurco Cos. Inc. 2,292 86
  Crawford & Co. Class B 10,423 86
  Spartan Motors Inc. 18,288 85
  Mesa Laboratories Inc. 1,476 85
* AEP Industries Inc. 2,200 83
* Broadwind Energy Inc. 11,048 83
* Orion Marine Group Inc. 8,211 82
* Onvia Inc. 18,400 81
  Global Brass & Copper Holdings Inc. 5,500 81
  Omega Flex Inc. 4,103 80
* Multi-Fineline Electronix Inc. 8,531 80
* Layne Christensen Co. 7,708 75
* Fuel Tech Inc. 17,544 75
*,^ Document Security Systems Inc. 85,930 73
* Erickson Inc. 5,548 72
* Intevac Inc. 10,787 72
* LMI Aerospace Inc. 5,487 70
* Orion Energy Systems Inc. 13,048 70
* Heritage-Crystal Clean Inc. 4,692 70
* Planet Payment Inc. 35,142 69
* US Concrete Inc. 2,600 68
* Key Technology Inc. 5,155 68
  International Shipholding Corp. 3,746 67
* Norcraft Cos. Inc. 4,200 67
* Breeze-Eastern Corp. 6,398 66
* Echelon Corp. 32,023 65
* American Superconductor Corp. 46,296 65
  Electro Scientific Industries Inc. 9,583 65
* Ameresco Inc. Class A 9,442 65
* Franklin Covey Co. 3,286 64
* Hudson Global Inc. 16,731 63
* Newtek Business Services Inc. 22,635 62
* Patriot Transportation Holding Inc. 1,824 62
  LSI Industries Inc. 10,179 62
* Sparton Corp. 2,504 62
  Supreme Industries Inc. Class A 7,400 58
* Rand Logistics Inc. 10,069 57
* Odyssey Marine Exploration Inc. 61,986 56
* Metalico Inc. 50,676 56
  Bel Fuse Inc. Class B 2,233 55
* Control4 Corp. 4,264 55
* CUI Global Inc. 7,433 54
* Advanced Drainage Systems Inc. 2,510 53
* Perma-Fix Environmental Services 13,526 52
* PRGX Global Inc. 8,704 51
*,^ Revolution Lighting Technologies Inc. 29,963 50
  Universal Technical Institute Inc. 4,800 45
* Aspen Aerogels Inc. 4,300 43
* National Research Corp. Class A 3,281 43

 

 

* Vertex Energy Inc. 6,100 42
* Sterling Construction Co. Inc. 5,500 42
* Integrated Electrical Services Inc. 4,583 38
* American DG Energy Inc. 32,828 38
  Richardson Electronics Ltd. 3,681 37
* Ultralife Corp. 10,524 34
* Tecumseh Products Co. Class A 7,905 34
* Installed Building Products Inc. 2,409 34
* Arotech Corp. 10,400 34
* ModusLink Global Solutions Inc. 8,813 31
* Asure Software Inc. 6,100 31
* Information Services Group Inc. 8,116 31
* Magnetek Inc. 948 30
* Air T Inc. 2,182 29
* Accuride Corp. 7,300 28
* UQM Technologies Inc. 18,381 26
* Frequency Electronics Inc. 2,277 24
* StarTek Inc. 3,100 24
  United States Lime & Minerals Inc. 399 23
* Continental Materials Corp. 1,477 23
* Coast Distribution System Inc. 5,900 19
  SIFCO Industries Inc. 600 18
* CPI Aerostructures Inc. 1,800 18
* Manitex International Inc. 1,500 17
* National Research Corp. Class B 413 15
* Wireless Telecom Group Inc. 5,909 14
* IEC Electronics Corp. 2,900 13
  Crawford & Co. Class A 1,640 13
  Hardinge Inc. 1,155 13
* Sharps Compliance Corp. 2,564 11
* AMREP Corp. 2,300 11
* NAPCO Security Technologies Inc. 2,048 10
  Sypris Solutions Inc. 2,100 7
* CyberOptics Corp. 593 7
* Sutron Corp. 1,300 7
  Chicago Rivet & Machine Co. 200 6
* Taylor Devices Inc. 600 6
* Chelsea Therapeutics International Ltd. CVR Exp. 12/31/2016 53,188 6
* eMagin Corp. 2,056 5
* BTU International Inc. 1,419 5
* Cartesian Inc. 1,123 4
  Eastern Co. 156 3
  Ecology and Environment Inc. 200 2
* Mattersight Corp. 191 1
* Iteris Inc. 200 —
      1,733,548
Oil & Gas (5.3%)    
  Exxon Mobil Corp. 2,724,284 256,219
  Chevron Corp. 1,213,031 144,739
  Schlumberger Ltd. 828,117 84,211
  ConocoPhillips 785,440 60,102
  Occidental Petroleum Corp. 498,004 47,883
  EOG Resources Inc. 349,718 34,629
  Halliburton Co. 516,146 33,297
  Anadarko Petroleum Corp. 323,228 32,788
  Phillips 66 357,048 29,032
  Williams Cos. Inc. 429,642 23,781

 

 

  Apache Corp. 244,294 22,932
  National Oilwell Varco Inc. 274,817 20,914
  Baker Hughes Inc. 277,742 18,070
  Pioneer Natural Resources Co. 91,113 17,947
  Devon Energy Corp. 247,024 16,842
  Hess Corp. 176,935 16,689
  Kinder Morgan Inc. 427,648 16,396
  Marathon Oil Corp. 431,340 16,214
  Noble Energy Inc. 230,015 15,724
  Valero Energy Corp. 337,269 15,605
  Marathon Petroleum Corp. 180,953 15,321
* Cheniere Energy Inc. 136,938 10,959
* Weatherford International plc 442,487 9,204
* Concho Resources Inc. 72,158 9,048
  EQT Corp. 96,742 8,856
  Cabot Oil & Gas Corp. 269,438 8,808
  Chesapeake Energy Corp. 382,238 8,788
* Cameron International Corp. 130,481 8,661
* FMC Technologies Inc. 150,036 8,148
* Southwestern Energy Co. 225,822 7,892
  Cimarex Energy Co. 55,426 7,013
  Range Resources Corp. 102,345 6,940
  Helmerich & Payne Inc. 65,566 6,417
  Murphy Oil Corp. 108,498 6,175
  Ensco plc Class A 149,079 6,158
* Whiting Petroleum Corp. 76,797 5,956
  HollyFrontier Corp. 127,380 5,564
  Tesoro Corp. 81,955 4,998
  OGE Energy Corp. 127,164 4,719
  Oceaneering International Inc. 70,228 4,577
  Core Laboratories NV 28,508 4,172
  Nabors Industries Ltd. 179,395 4,083
* Continental Resources Inc. 60,282 4,008
* Dresser-Rand Group Inc. 48,518 3,991
  Noble Corp. plc 166,892 3,708
  Energen Corp. 47,181 3,408
  Targa Resources Corp. 24,844 3,383
  Denbury Resources Inc. 225,063 3,383
  SM Energy Co. 43,283 3,376
* Newfield Exploration Co. 88,605 3,285
  Superior Energy Services Inc. 98,855 3,249
  QEP Resources Inc. 105,543 3,249
* WPX Energy Inc. 130,866 3,149
* First Solar Inc. 47,596 3,132
* Cobalt International Energy Inc. 224,022 3,047
* Gulfport Energy Corp. 54,706 2,921
  Patterson-UTI Energy Inc. 87,900 2,859
* Oasis Petroleum Inc. 61,365 2,566
* Athlon Energy Inc. 40,168 2,339
* Kodiak Oil & Gas Corp. 172,143 2,336
* Diamondback Energy Inc. 30,800 2,303
  SemGroup Corp. Class A 27,542 2,293
* Dril-Quip Inc. 24,736 2,211
*,^ Ultra Petroleum Corp. 94,790 2,205
* Oil States International Inc. 34,492 2,135
* NOW Inc. 68,004 2,068
  Western Refining Inc. 48,469 2,035

 

 

  Rowan Cos. plc Class A 80,333 2,033
* Unit Corp. 31,869 1,869
* Antero Resources Corp. 33,426 1,835
  Exterran Holdings Inc. 40,670 1,802
* Rosetta Resources Inc. 39,770 1,772
* Atwood Oceanics Inc. 39,471 1,725
^ Diamond Offshore Drilling Inc. 45,247 1,551
  Bristow Group Inc. 22,871 1,537
* MRC Global Inc. 62,617 1,460
* Carrizo Oil & Gas Inc. 26,642 1,434
* Helix Energy Solutions Group Inc. 63,225 1,395
  PBF Energy Inc. Class A 55,900 1,342
* SandRidge Energy Inc. 299,800 1,286
  Tidewater Inc. 32,101 1,253
* Laredo Petroleum Inc. 55,128 1,235
* Chart Industries Inc. 19,620 1,199
* Forum Energy Technologies Inc. 38,600 1,182
* PDC Energy Inc. 23,295 1,172
* Rice Energy Inc. 43,458 1,156
* Bonanza Creek Energy Inc. 19,900 1,132
  Delek US Holdings Inc. 34,019 1,127
* SunPower Corp. Class A 32,839 1,113
* Stone Energy Corp. 33,558 1,052
* Matador Resources Co. 39,724 1,027
  RPC Inc. 44,829 984
* SEACOR Holdings Inc. 12,708 951
* GT Advanced Technologies Inc. 86,813 940
* Flotek Industries Inc. 34,350 896
* Sanchez Energy Corp. 33,400 877
  Pattern Energy Group Inc. Class A 26,630 823
  Civeo Corp. 67,676 786
* C&J Energy Services Inc. 25,300 773
  CARBO Ceramics Inc. 12,827 760
* Newpark Resources Inc. 60,292 750
* Memorial Resource Development Corp. 25,981 704
* Bill Barrett Corp. 31,319 690
* Hornbeck Offshore Services Inc. 20,835 682
* Seventy Seven Energy Inc. 27,302 648
  Energy XXI Bermuda Ltd. 56,341 639
* Pioneer Energy Services Corp. 43,539 610
* Parsley Energy Inc. Class A 27,667 590
  Green Plains Inc. 15,691 587
* Magnum Hunter Resources Corp. 105,323 587
* Northern Oil and Gas Inc. 40,126 571
* Halcon Resources Corp. 140,572 557
* Basic Energy Services Inc. 24,900 540
* TETRA Technologies Inc. 48,754 528
  Gulfmark Offshore Inc. 16,101 505
  Comstock Resources Inc. 26,812 499
* Penn Virginia Corp. 39,153 498
  CVR Energy Inc. 10,729 480
* Triangle Petroleum Corp. 42,341 466
* Rex Energy Corp. 35,338 448
* RSP Permian Inc. 16,781 429
*,^ Plug Power Inc. 93,336 428
* Parker Drilling Co. 80,588 398
* Matrix Service Co. 16,360 395

 

 

* McDermott International Inc. 68,849 394
* Clayton Williams Energy Inc. 3,911 377
* Abraxas Petroleum Corp. 67,236 355
* REX American Resources Corp. 4,680 341
* PHI Inc. 8,164 336
* Paragon Offshore plc 53,997 332
* Goodrich Petroleum Corp. 22,362 331
  Tesco Corp. 16,637 330
* EP Energy Corp. Class A 16,800 294
* VAALCO Energy Inc. 34,478 293
* Contango Oil & Gas Co. 8,792 292
* Approach Resources Inc. 19,150 278
*,^ FuelCell Energy Inc. 130,825 273
* Key Energy Services Inc. 54,821 265
* Trecora Resources 18,615 230
* Vantage Drilling Co. 170,326 216
* Solazyme Inc. 28,640 214
* Gastar Exploration Inc. 36,306 213
* Natural Gas Services Group Inc. 8,711 210
* Eclipse Resources Corp. 12,531 208
*,^ Emerald Oil Inc. 33,300 205
  Panhandle Oil and Gas Inc. Class A 3,293 197
* Resolute Energy Corp. 31,024 195
* Warren Resources Inc. 33,271 176
  Gulf Island Fabrication Inc. 9,619 165
* Geospace Technologies Corp. 4,648 163
* Pacific Ethanol Inc. 10,889 152
  Alon USA Energy Inc. 10,537 151
* Midstates Petroleum Co. Inc. 27,385 138
* Renewable Energy Group Inc. 13,600 138
* Callon Petroleum Co. 15,549 137
* Ring Energy Inc. 9,215 136
* PetroQuest Energy Inc. 24,000 135
* BPZ Resources Inc. 67,900 130
* Miller Energy Resources Inc. 26,654 117
* Hercules Offshore Inc. 52,800 116
*,^ CAMAC Energy Inc. 175,720 109
* Harvest Natural Resources Inc. 28,113 103
* Willbros Group Inc. 11,938 99
*,^ Amyris Inc. 26,083 99
  Bolt Technology Corp. 4,114 90
* Ignyta Inc. 9,984 80
* Enphase Energy Inc. 5,200 78
* US Energy Corp. Wyoming 22,313 71
* Jones Energy Inc. 3,200 60
* FX Energy Inc. 19,200 58
  Dawson Geophysical Co. 3,085 56
* ION Geophysical Corp. 20,100 56
* Isramco Inc. 447 55
* Par Petroleum Corp. 2,900 49
*,^ Real Goods Solar Inc. Class A 23,987 41
* Mitcham Industries Inc. 3,689 41
* American Eagle Energy Corp. 8,100 33
  Adams Resources & Energy Inc. 682 30
* Hyperdynamics Corp. 16,200 29
* TGC Industries Inc. 5,577 21
* Escalera Resources Co. 7,347 14

 

 

Evolution Petroleum Corp. 1,328 12
* Swift Energy Co. 1,100 11
* PrimeEnergy Corp. 141 10
* PostRock Energy Corp. 1,242 1
* Gevo Inc. 3,000 1
* Forest Laboratories Inc. Contingent Value Rights Exp. 04/14/2018 9,500 —
* Gerber Scientific Inc. CVR 16,800 —
    1,223,358
Technology (9.5%)    
Apple Inc. 3,825,019 385,371
Microsoft Corp. 4,737,170 219,615
International Business Machines Corp. 637,210 120,962
Intel Corp. 3,162,631 110,123
* Google Inc. Class A 180,990 106,496
* Google Inc. Class C 183,670 106,044
* Facebook Inc. Class A 1,287,224 101,742
Cisco Systems Inc. 3,272,290 82,364
Oracle Corp. 2,133,392 81,666
QUALCOMM Inc. 1,070,633 80,051
Hewlett-Packard Co. 1,195,409 42,401
EMC Corp. 1,295,869 37,917
Texas Instruments Inc. 681,991 32,524
* Micron Technology Inc. 682,909 23,396
* Yahoo! Inc. 571,771 23,300
* salesforce.com inc 375,608 21,609
* Adobe Systems Inc. 301,467 20,858
* Cognizant Technology Solutions Corp. Class A 388,170 17,378
Applied Materials Inc. 776,629 16,783
Corning Inc. 824,690 15,949
* Twitter Inc. 294,762 15,204
Intuit Inc. 172,072 15,082
SanDisk Corp. 143,212 14,028
Avago Technologies Ltd. Class A 160,771 13,987
Broadcom Corp. Class A 345,567 13,968
Western Digital Corp. 142,676 13,885
* Cerner Corp. 196,100 11,682
Seagate Technology plc 198,834 11,387
Symantec Corp. 440,108 10,347
Analog Devices Inc. 200,055 9,901
Motorola Solutions Inc. 144,241 9,128
NetApp Inc. 207,865 8,930
KLA-Tencor Corp. 105,976 8,349
* Autodesk Inc. 145,404 8,012
Lam Research Corp. 103,754 7,750
* Citrix Systems Inc. 104,234 7,436
Xilinx Inc. 170,859 7,236
* Equinix Inc. 33,971 7,218
Altera Corp. 197,380 7,062
Skyworks Solutions Inc. 121,046 7,027
* Red Hat Inc. 120,806 6,783
Linear Technology Corp. 150,511 6,681
* Akamai Technologies Inc. 107,882 6,451
NVIDIA Corp. 328,877 6,068
Juniper Networks Inc. 273,810 6,065
Microchip Technology Inc. 121,288 5,728
Computer Sciences Corp. 93,141 5,696
* F5 Networks Inc. 47,318 5,619

 

 

  CA Inc. 199,632 5,578
* Catamaran Corp. 131,486 5,542
  Maxim Integrated Products Inc. 181,218 5,480
* VMware Inc. Class A 54,403 5,105
* Workday Inc. Class A 57,692 4,760
* ServiceNow Inc. 77,994 4,584
* ANSYS Inc. 59,705 4,518
  Harris Corp. 66,962 4,446
* VeriSign Inc. 79,841 4,401
* Teradata Corp. 99,034 4,151
* Gartner Inc. 54,144 3,978
* Synopsys Inc. 99,986 3,969
  Garmin Ltd. 74,767 3,887
* Palo Alto Networks Inc. 39,241 3,850
* Concur Technologies Inc. 29,103 3,691
* NCR Corp. 107,419 3,589
* Splunk Inc. 63,929 3,539
  Marvell Technology Group Ltd. 258,924 3,490
  IAC/InterActiveCorp 48,908 3,223
  Pitney Bowes Inc. 128,929 3,222
* Cadence Design Systems Inc. 185,819 3,198
* Cree Inc. 77,880 3,189
* athenahealth Inc. 24,161 3,182
*,^ 3D Systems Corp. 66,293 3,074
  Brocade Communications Systems Inc. 281,390 3,059
* PTC Inc. 77,185 2,848
* Ingram Micro Inc. 100,041 2,582
* ON Semiconductor Corp. 284,845 2,547
  Teradyne Inc. 130,795 2,536
  Solera Holdings Inc. 44,785 2,524
* Nuance Communications Inc. 163,433 2,519
* Ultimate Software Group Inc. 17,210 2,435
* VeriFone Systems Inc. 70,694 2,430
* Informatica Corp. 70,578 2,417
* Rackspace Hosting Inc. 73,000 2,376
* ARRIS Group Inc. 82,372 2,336
* Aspen Technology Inc. 60,569 2,285
* TIBCO Software Inc. 95,233 2,250
* AOL Inc. 48,447 2,178
* Fortinet Inc. 85,601 2,163
* Atmel Corp. 261,915 2,116
* SunEdison Inc. 111,829 2,111
* RF Micro Devices Inc. 182,275 2,103
* Verint Systems Inc. 37,699 2,096
* TriQuint Semiconductor Inc. 109,328 2,085
* SS&C Technologies Holdings Inc. 45,328 1,989
* NetSuite Inc. 21,927 1,963
* JDS Uniphase Corp. 149,971 1,920
  DST Systems Inc. 22,857 1,918
  CDW Corp. 60,510 1,879
* Tableau Software Inc. Class A 25,631 1,862
* Riverbed Technology Inc. 99,601 1,847
* Guidewire Software Inc. 41,207 1,827
* International Rectifier Corp. 46,353 1,819
* Tyler Technologies Inc. 19,892 1,758
* FireEye Inc. 57,102 1,745
* SolarWinds Inc. 41,441 1,743

 

 

  Lexmark International Inc. Class A 40,334 1,714
* Cavium Inc. 33,794 1,681
* Manhattan Associates Inc. 49,780 1,664
* Synaptics Inc. 22,682 1,660
  Leidos Holdings Inc. 47,529 1,632
* Microsemi Corp. 61,040 1,551
* Qlik Technologies Inc. 57,283 1,549
* CommVault Systems Inc. 29,346 1,479
* Allscripts Healthcare Solutions Inc. 109,713 1,472
* ViaSat Inc. 26,620 1,467
* Medidata Solutions Inc. 32,922 1,458
* Aruba Networks Inc. 67,429 1,455
* Tech Data Corp. 24,422 1,437
* Integrated Device Technology Inc. 89,815 1,433
  Compuware Corp. 134,470 1,427
  j2 Global Inc. 28,792 1,421
* ACI Worldwide Inc. 75,339 1,413
* Dealertrack Technologies Inc. 32,515 1,411
* IMS Health Holdings Inc. 52,852 1,384
  Plantronics Inc. 28,472 1,360
* Electronics For Imaging Inc. 30,606 1,352
* EchoStar Corp. Class A 27,697 1,351
  Diebold Inc. 37,403 1,321
* Freescale Semiconductor Ltd. 67,552 1,319
* Fairchild Semiconductor International Inc. Class A 82,764 1,285
* CommScope Holding Co. Inc. 53,483 1,279
  Mentor Graphics Corp. 61,626 1,263
* Semtech Corp. 44,718 1,214
  Intersil Corp. Class A 85,131 1,210
* Rovi Corp. 60,666 1,198
  Science Applications International Corp. 26,843 1,187
  Blackbaud Inc. 29,930 1,176
* SYNNEX Corp. 18,028 1,165
  MKS Instruments Inc. 34,777 1,161
* Polycom Inc. 92,948 1,142
  Fair Isaac Corp. 20,495 1,129
* Sapient Corp. 77,586 1,086
* CACI International Inc. Class A 15,229 1,085
* Demandware Inc. 21,063 1,073
  InterDigital Inc. 26,628 1,060
* Finisar Corp. 63,600 1,058
* Cornerstone OnDemand Inc. 30,665 1,055
* Entegris Inc. 91,183 1,049
* Silicon Laboratories Inc. 25,504 1,036
  Monolithic Power Systems Inc. 23,453 1,033
  Power Integrations Inc. 18,625 1,004
* OmniVision Technologies Inc. 37,284 987
* Syntel Inc. 10,832 953
* Synchronoss Technologies Inc. 20,787 952
  Cogent Communications Holdings Inc. 27,823 935
* EPAM Systems Inc. 21,000 920
* Spansion Inc. Class A 40,163 915
* NetScout Systems Inc. 19,390 888
*,^ InvenSense Inc. 44,998 888
* PMC-Sierra Inc. 117,152 874
  Cypress Semiconductor Corp. 86,267 852
* Cirrus Logic Inc. 40,794 851

 

 

* Envestnet Inc. 18,518 833
  Tessera Technologies Inc. 31,203 829
* Progress Software Corp. 34,625 828
  Advent Software Inc. 25,938 819
* Rambus Inc. 64,001 799
* NETGEAR Inc. 25,214 788
* MedAssets Inc. 37,703 781
* MicroStrategy Inc. Class A 5,917 774
* Infinera Corp. 70,039 747
*,^ Ubiquiti Networks Inc. 19,854 745
* Veeva Systems Inc. Class A 26,186 738
* Bottomline Technologies de Inc. 26,571 733
  ADTRAN Inc. 35,548 730
* Dycom Industries Inc. 22,780 700
* iGATE Corp. 18,676 686
* Proofpoint Inc. 18,390 683
* Insight Enterprises Inc. 30,101 681
* FleetMatics Group plc 21,800 665
* Kulicke & Soffa Industries Inc. 45,973 654
* LogMeIn Inc. 14,197 654
  CSG Systems International Inc. 24,756 651
  NIC Inc. 37,227 641
* Shutterstock Inc. 8,975 641
* Amkor Technology Inc. 73,498 618
* Unisys Corp. 26,200 613
* ScanSource Inc. 17,438 603
* Cabot Microelectronics Corp. 14,507 601
* Cray Inc. 22,837 599
* Lattice Semiconductor Corp. 79,827 599
  Monotype Imaging Holdings Inc. 20,718 587
* Sonus Networks Inc. 168,247 575
* QLogic Corp. 62,357 571
* Premier Inc. Class A 17,324 569
* SPS Commerce Inc. 10,577 562
* Ruckus Wireless Inc. 41,695 557
* Ciena Corp. 33,056 553
* Gogo Inc. 32,420 547
* Diodes Inc. 22,810 546
* Super Micro Computer Inc. 17,653 519
* Loral Space & Communications Inc. 6,899 495
* VASCO Data Security International Inc. 24,743 465
* Ellie Mae Inc. 14,100 460
* Virtusa Corp. 12,920 459
* Infoblox Inc. 31,113 459
  Comtech Telecommunications Corp. 12,330 458
* Marketo Inc. 13,679 442
* Premiere Global Services Inc. 35,697 427
  Computer Programs & Systems Inc. 7,407 426
* Advanced Energy Industries Inc. 22,369 420
* Interactive Intelligence Group Inc. 10,002 418
  West Corp. 14,138 417
* Actua Corp. 25,930 415
* RealPage Inc. 26,727 414
* Endurance International Group Holdings Inc. 25,264 411
* LivePerson Inc. 32,556 410
* PROS Holdings Inc. 15,264 385
* CalAmp Corp. 21,488 379

 

 

* RigNet Inc. 9,251 374
* Web.com Group Inc. 18,527 370
Micrel Inc. 30,381 365
* Digital River Inc. 24,816 360
* Ixia 39,012 357
Forrester Research Inc. 9,617 354
Pegasystems Inc. 17,872 342
* Blucora Inc. 22,196 338
^ Ebix Inc. 23,840 338
Epiq Systems Inc. 19,184 337
* Ultratech Inc. 14,396 328
* Perficient Inc. 21,666 325
* Comverse Inc. 14,377 321
* Textura Corp. 12,043 318
* Tangoe Inc. 23,100 313
Brooks Automation Inc. 29,606 311
* Silicon Image Inc. 60,501 305
* Extreme Networks Inc. 63,257 303
PC Connection Inc. 14,091 303
* BroadSoft Inc. 13,745 289
* Mitel Networks Corp. 31,511 288
* Nimble Storage Inc. 10,802 281
* Cvent Inc. 10,835 275
* Intralinks Holdings Inc. 32,564 264
* Inphi Corp. 18,128 261
Integrated Silicon Solution Inc. 18,910 260
* Qualys Inc. 9,528 253
* Photronics Inc. 30,474 245
* Callidus Software Inc. 20,370 245
* RingCentral Inc. Class A 19,164 244
* Exar Corp. 27,035 242
* PDF Solutions Inc. 19,176 242
IXYS Corp. 22,464 236
* Harmonic Inc. 37,100 235
* Nanometrics Inc. 14,833 224
* Xcerra Corp. 22,813 223
* Quantum Corp. 187,500 217
Inteliquent Inc. 17,244 215
* VOXX International Corp. Class A 22,982 214
* SciQuest Inc. 14,167 213
* Kopin Corp. 61,776 210
* Applied Micro Circuits Corp. 29,642 207
* Limelight Networks Inc. 86,100 201
* FormFactor Inc. 28,018 201
* Axcelis Technologies Inc. 99,988 199
* MaxLinear Inc. 28,405 195
Oplink Communications Inc. 11,570 195
* Mercury Systems Inc. 16,601 183
* Zix Corp. 51,791 177
* Pendrell Corp. 127,579 171
* CEVA Inc. 12,676 170
* KEYW Holding Corp. 15,268 169
Cohu Inc. 13,973 167
QAD Inc. Class A 8,720 162
* Internap Network Services Corp. 23,018 159
* Ultra Clean Holdings Inc. 17,696 158
* Mattson Technology Inc. 62,863 155

 

 

* Calix Inc. 16,174 155
* Systemax Inc. 11,829 148
* Merge Healthcare Inc. 66,509 146
* Advanced Micro Devices Inc. 42,742 146
* Peregrine Semiconductor Corp. 11,700 145
* Carbonite Inc. 13,955 143
* Dot Hill Systems Corp. 37,695 142
  Quality Systems Inc. 10,200 140
* Immersion Corp. 16,249 139
* Pixelworks Inc. 21,074 136
* ePlus Inc. 2,420 136
* Agilysys Inc. 11,474 135
* ShoreTel Inc. 19,684 131
* Brightcove Inc. 22,519 126
* Boingo Wireless Inc. 17,430 124
* QuickLogic Corp. 41,109 123
* Unwired Planet Inc. 65,508 122
* Marin Software Inc. 14,116 121
* Intra-Cellular Therapies Inc. 8,572 118
* Qumu Corp. 8,989 117
* Castlight Health Inc. Class B 9,004 117
* Q2 Holdings Inc. 8,294 116
* Pericom Semiconductor Corp. 11,541 112
  Hackett Group Inc. 18,781 112
* Oclaro Inc. 76,868 110
* Emulex Corp. 22,100 109
*,^ OPOWER Inc. 5,726 108
* Vitesse Semiconductor Corp. 29,471 106
* FalconStor Software Inc. 91,255 105
* KVH Industries Inc. 9,261 105
* inTEST Corp. 21,900 104
* 2U Inc. 6,584 103
  Computer Task Group Inc. 9,180 102
* Leap Wireless International Inc CVR 39,632 100
* Park City Group Inc. 9,825 97
* iPass Inc. 64,042 97
* Exa Corp. 8,351 94
* eGain Corp. 15,400 92
  American Software Inc. Class A 10,339 91
* Violin Memory Inc. 18,676 91
* Amtech Systems Inc. 8,382 90
* Digi International Inc. 11,876 89
* Cinedigm Corp. Class A 56,581 88
* Meru Networks Inc. 22,822 87
* Selectica Inc. 14,201 85
* Actuate Corp. 21,595 84
* Five9 Inc. 12,658 83
* Clearfield Inc. 6,205 79
* Borderfree Inc. 6,120 79
* Model N Inc. 7,905 78
* Seachange International Inc. 11,140 78
* Westell Technologies Inc. Class A 42,118 77
  Digimarc Corp. 3,714 77
* Cascade Microtech Inc. 7,491 76
  PC-Tel Inc. 9,837 75
* Imation Corp. 25,230 74
* Datalink Corp. 6,748 72

 

 

* Emcore Corp. 12,381 70
* Guidance Software Inc. 10,347 70
* CVD Equipment Corp. 5,349 69
* LRAD Corp. 25,183 68
* Jive Software Inc. 11,339 66
Preformed Line Products Co. 1,227 65
* Mavenir Systems Inc. 5,100 64
* Crexendo Inc. 22,268 64
* Zendesk Inc. 2,915 63
* DSP Group Inc. 7,016 62
* ChyronHego Corp. 20,700 62
* GSI Technology Inc. 11,375 62
* Support.com Inc. 27,817 60
Alliance Fiber Optic Products Inc. 4,800 60
* Edgewater Technology Inc. 8,642 59
* ANADIGICS Inc. 85,470 58
* Cyan Inc. 18,050 56
* Ciber Inc. 15,692 54
* Tremor Video Inc. 22,344 52
* Rudolph Technologies Inc. 5,300 48
* Furiex Pharmaceuticals Inc. CVR 4,885 48
* MeetMe Inc. 24,188 48
* Telenav Inc. 6,980 47
* TeleCommunication Systems Inc. Class A 15,900 44
* Numerex Corp. Class A 4,145 43
* Icad Inc. 4,360 43
* Applied Optoelectronics Inc. 2,600 42
* MoSys Inc. 16,896 41
* Rosetta Stone Inc. 4,886 39
* Netlist Inc. 33,001 39
* Silicon Graphics International Corp. 3,900 36
Evolving Systems Inc. 3,847 35
* Innodata Inc. 11,524 35
GlobalSCAPE Inc. 14,200 34
Transact Technologies Inc. 4,904 33
* Smith Micro Software Inc. 36,146 32
* NCI Inc. Class A 3,378 32
Tessco Technologies Inc. 1,100 32
* AXT Inc. 11,436 28
* Benefitfocus Inc. 922 25
* Aerohive Networks Inc. 2,782 22
* Novatel Wireless Inc. 5,660 21
* Silver Spring Networks Inc. 2,100 20
* A10 Networks Inc. 2,213 20
* Radisys Corp. 7,200 19
* BroadVision Inc. 2,152 19
* MobileIron Inc. 1,600 18
Astro-Med Inc. 1,300 17
* Imprivata Inc. 1,067 17
* Amber Road Inc. 880 15
* Alpha & Omega Semiconductor Ltd. 1,523 14
* Arista Networks Inc. 160 14
Concurrent Computer Corp. 1,613 12
* Varonis Systems Inc. 550 12
Optical Cable Corp. 2,400 11
* Cover-All Technologies Inc. 8,100 10
* Zhone Technologies Inc. 2,987 8

 

 

  QAD Inc. Class B 477 7
* PAR Technology Corp. 1,513 7
* VirnetX Holding Corp. 1,200 7
* Cobra Electronics Corp. 1,300 6
  Simulations Plus Inc. 800 6
*,^ ParkerVision Inc. 3,645 4
* Qualstar Corp. 2,400 3
* Identiv Inc. 194 3
* BSQUARE Corp. 400 2
  Aware Inc. 422 2
* Authentidate Holding Corp. 200 —
* Magnum Hunter Resources Corp. Warrants Expire   4/15/2016 12,617 —
      2,200,370
Telecommunications (1.3%)    
  Verizon Communications Inc. 2,647,987 132,373
  AT&T Inc. 3,311,229 116,688
  CenturyLink Inc. 364,194 14,892
* SBA Communications Corp. Class A 82,253 9,122
* Level 3 Communications Inc. 113,416 5,187
* T-Mobile US Inc. 179,352 5,178
  Frontier Communications Corp. 646,292 4,207
  Windstream Holdings Inc. 387,273 4,175
* tw telecom Inc. Class A 88,179 3,669
  Telephone & Data Systems Inc. 59,254 1,420
* Sprint Corp. 219,187 1,390
* Globalstar Inc. 187,499 686
* Cincinnati Bell Inc. 147,607 497
  Consolidated Communications Holdings Inc. 17,400 436
  Atlantic Tele-Network Inc. 7,877 425
  Shenandoah Telecommunications Co. 15,791 392
* 8x8 Inc. 51,972 347
* Iridium Communications Inc. 38,468 340
* Vonage Holdings Corp. 102,577 336
* United States Cellular Corp. 9,323 331
* inContact Inc. 33,374 290
* General Communication Inc. Class A 23,728 259
  Enventis Corp. 13,494 245
  Lumos Networks Corp. 11,015 179
  IDT Corp. Class B 10,156 163
* ORBCOMM Inc. 28,091 162
* Hawaiian Telcom Holdco Inc. 5,805 149
* Intelsat SA 8,590 147
  Spok Holdings Inc. 11,182 145
* GTT Communications Inc. 11,891 142
* FairPoint Communications Inc. 7,600 115
* Straight Path Communications Inc. Class B 5,078 80
* Towerstream Corp. 42,637 63
* Elephant Talk Communications Corp. 37,067 38
* Alteva 3,457 24
* Alaska Communications Systems Group Inc. 12,500 20
      304,312
Utilities (1.9%)    
  Duke Energy Corp. 451,224 33,738
  NextEra Energy Inc. 278,246 26,122
  Dominion Resources Inc. 371,068 25,637
  Southern Co. 572,142 24,974

 

 

Exelon Corp. 546,931 18,645
Spectra Energy Corp. 430,206 16,890
American Electric Power Co. Inc. 310,993 16,237
Sempra Energy 148,754 15,676
PPL Corp. 424,398 13,937
PG&E Corp. 301,094 13,561
Public Service Enterprise Group Inc. 322,232 12,000
Edison International 207,941 11,628
Consolidated Edison Inc. 186,590 10,572
Xcel Energy Inc. 320,272 9,736
FirstEnergy Corp. 267,816 8,991
Northeast Utilities 202,067 8,952
Entergy Corp. 114,314 8,840
ONEOK Inc. 133,671 8,762
DTE Energy Co. 112,803 8,582
NiSource Inc. 200,503 8,217
CenterPoint Energy Inc. 273,763 6,699
NRG Energy Inc. 214,801 6,547
Wisconsin Energy Corp. 143,846 6,185
Ameren Corp. 154,445 5,920
AES Corp. 415,725 5,895
* Calpine Corp. 256,645 5,569
American Water Works Co. Inc. 114,027 5,500
CMS Energy Corp. 176,379 5,231
Pepco Holdings Inc. 162,267 4,342
SCANA Corp. 82,019 4,069
Alliant Energy Corp. 71,843 3,981
AGL Resources Inc. 76,777 3,942
Pinnacle West Capital Corp. 71,346 3,898
UGI Corp. 110,043 3,751
ITC Holdings Corp. 101,633 3,621
National Fuel Gas Co. 51,512 3,605
Integrys Energy Group Inc. 51,921 3,366
Atmos Energy Corp. 64,391 3,071
Westar Energy Inc. Class A 82,798 2,825
Aqua America Inc. 115,080 2,708
TECO Energy Inc. 148,922 2,588
Questar Corp. 111,799 2,492
Great Plains Energy Inc. 100,152 2,421
Vectren Corp. 53,326 2,128
Cleco Corp. 39,214 1,888
* Dynegy Inc. Class A 62,561 1,806
IDACORP Inc. 32,507 1,743
^ Hawaiian Electric Industries Inc. 64,485 1,712
Piedmont Natural Gas Co. Inc. 49,320 1,654
Portland General Electric Co. 50,663 1,627
Southwest Gas Corp. 30,021 1,458
WGL Holdings Inc. 33,771 1,422
New Jersey Resources Corp. 27,359 1,382
Black Hills Corp. 28,546 1,367
UIL Holdings Corp. 36,778 1,302
PNM Resources Inc. 51,810 1,291
Avista Corp. 39,411 1,203
ALLETE Inc. 26,714 1,186
Laclede Group Inc. 25,346 1,176
ONE Gas Inc. 33,482 1,147
NorthWestern Corp. 25,030 1,135

 

 

  South Jersey Industries Inc.     21,047 1,123
  El Paso Electric Co.     26,236 959
  MGE Energy Inc.     22,043 821
  Northwest Natural Gas Co.     17,907 757
  American States Water Co.     23,618 718
  Empire District Electric Co.     28,339 684
  California Water Service Group     26,632 598
  Ormat Technologies Inc.     15,347 403
  Unitil Corp.     12,914 401
  Chesapeake Utilities Corp.     8,151 340
  SJW Corp.     8,583 231
* TerraForm Power Inc. Class A     7,665 221
  Middlesex Water Co.     10,426 204
  Connecticut Water Service Inc.     6,114 199
  Artesian Resources Corp. Class A     9,115 184
  York Water Co.     8,846 177
  Delta Natural Gas Co. Inc.     6,804 135
* Pure Cycle Corp.     19,761 128
* Cadiz Inc.     11,960 124
  Atlantic Power Corp.     40,520 96
* US Geothermal Inc.     86,878 49
          435,102
Total Common Stocks (Cost $6,672,936)       13,750,204
        Face Market
      Maturity Amount Value
    Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (25.8%)        
U.S. Government Securities (15.8%)        
  United States Treasury Note/Bond 0.250% 9/15/15 43,100 43,154
  United States Treasury Note/Bond 0.250% 10/15/15 24,715 24,742
  United States Treasury Note/Bond 0.375% 11/15/15 15,554 15,586
  United States Treasury Note/Bond 4.500% 11/15/15 17,100 17,923
  United States Treasury Note/Bond 9.875% 11/15/15 400 443
  United States Treasury Note/Bond 1.375% 11/30/15 150 152
  United States Treasury Note/Bond 0.250% 12/15/15 24,513 24,521
  United States Treasury Note/Bond 0.250% 12/31/15 50,755 50,771
  United States Treasury Note/Bond 2.125% 12/31/15 20,000 20,469
  United States Treasury Note/Bond 0.375% 1/15/16 24,450 24,484
  United States Treasury Note/Bond 0.375% 1/31/16 395 396
  United States Treasury Note/Bond 2.000% 1/31/16 12,000 12,274
  United States Treasury Note/Bond 0.375% 2/15/16 82,564 82,667
  United States Treasury Note/Bond 4.500% 2/15/16 23,625 24,987
  United States Treasury Note/Bond 0.250% 2/29/16 16,925 16,912
  United States Treasury Note/Bond 2.125% 2/29/16 11,050 11,333
  United States Treasury Note/Bond 2.625% 2/29/16 16,850 17,400
  United States Treasury Note/Bond 0.375% 3/15/16 11,700 11,705
  United States Treasury Note/Bond 2.375% 3/31/16 19,075 19,647
  United States Treasury Note/Bond 0.250% 4/15/16 35,425 35,353
  United States Treasury Note/Bond 0.375% 4/30/16 46,700 46,678
  United States Treasury Note/Bond 2.000% 4/30/16 120 123
  United States Treasury Note/Bond 2.625% 4/30/16 20,000 20,700
  United States Treasury Note/Bond 0.250% 5/15/16 38,200 38,093
  United States Treasury Note/Bond 5.125% 5/15/16 14,750 15,870
  United States Treasury Note/Bond 7.250% 5/15/16 9,065 10,055
  United States Treasury Note/Bond 0.375% 5/31/16 68 68
  United States Treasury Note/Bond 0.500% 6/15/16 9,855 9,864

 

 

United States Treasury Note/Bond 1.500% 6/30/16 10,283 10,465
United States Treasury Note/Bond 0.625% 7/15/16 49,090 49,197
United States Treasury Note/Bond 0.500% 7/31/16 9,822 9,822
United States Treasury Note/Bond 1.500% 7/31/16 5,875 5,979
United States Treasury Note/Bond 0.625% 8/15/16 42,075 42,134
United States Treasury Note/Bond 1.000% 8/31/16 16,025 16,153
United States Treasury Note/Bond 3.000% 8/31/16 9,325 9,756
United States Treasury Note/Bond 0.875% 9/15/16 30,000 30,159
United States Treasury Note/Bond 0.500% 9/30/16 2,500 2,496
United States Treasury Note/Bond 1.000% 9/30/16 43,300 43,625
United States Treasury Note/Bond 3.000% 9/30/16 8,375 8,771
United States Treasury Note/Bond 0.625% 10/15/16 27,875 27,866
United States Treasury Note/Bond 1.000% 10/31/16 13,486 13,581
United States Treasury Note/Bond 0.625% 11/15/16 38,200 38,152
United States Treasury Note/Bond 4.625% 11/15/16 425 460
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 2,584
United States Treasury Note/Bond 0.625% 12/15/16 48,225 48,119
United States Treasury Note/Bond 0.875% 12/31/16 15,865 15,905
United States Treasury Note/Bond 0.750% 1/15/17 22,815 22,804
United States Treasury Note/Bond 0.875% 1/31/17 17,450 17,483
United States Treasury Note/Bond 3.125% 1/31/17 15,311 16,139
United States Treasury Note/Bond 0.625% 2/15/17 41,850 41,673
United States Treasury Note/Bond 4.625% 2/15/17 200 218
United States Treasury Note/Bond 0.875% 2/28/17 7,000 7,007
United States Treasury Note/Bond 3.000% 2/28/17 7,350 7,732
United States Treasury Note/Bond 0.750% 3/15/17 6,030 6,019
United States Treasury Note/Bond 1.000% 3/31/17 13,845 13,888
United States Treasury Note/Bond 3.250% 3/31/17 21,100 22,340
United States Treasury Note/Bond 0.875% 4/15/17 33,025 33,025
United States Treasury Note/Bond 0.875% 4/30/17 84,125 84,033
United States Treasury Note/Bond 3.125% 4/30/17 52,750 55,734
United States Treasury Note/Bond 0.875% 5/15/17 18,160 18,137
United States Treasury Note/Bond 4.500% 5/15/17 18,200 19,878
United States Treasury Note/Bond 8.750% 5/15/17 6,470 7,785
United States Treasury Note/Bond 0.625% 5/31/17 6,075 6,023
United States Treasury Note/Bond 2.750% 5/31/17 5,830 6,105
United States Treasury Note/Bond 0.875% 6/15/17 37,850 37,761
United States Treasury Note/Bond 0.750% 6/30/17 18,635 18,510
United States Treasury Note/Bond 2.500% 6/30/17 51,650 53,765
United States Treasury Note/Bond 0.875% 7/15/17 16,934 16,876
United States Treasury Note/Bond 0.500% 7/31/17 6,103 6,010
United States Treasury Note/Bond 2.375% 7/31/17 29,400 30,493
United States Treasury Note/Bond 0.875% 8/15/17 36,150 35,975
United States Treasury Note/Bond 4.750% 8/15/17 10,950 12,096
United States Treasury Note/Bond 0.625% 8/31/17 7,860 7,757
United States Treasury Note/Bond 1.875% 8/31/17 10,025 10,258
United States Treasury Note/Bond 1.000% 9/15/17 29,875 29,828
United States Treasury Note/Bond 0.625% 9/30/17 4,115 4,055
United States Treasury Note/Bond 1.875% 9/30/17 12,600 12,883
United States Treasury Note/Bond 0.750% 10/31/17 2,300 2,271
United States Treasury Note/Bond 4.250% 11/15/17 8,020 8,779
United States Treasury Note/Bond 0.625% 11/30/17 11,625 11,416
United States Treasury Note/Bond 0.750% 12/31/17 1,143 1,125
United States Treasury Note/Bond 0.875% 1/31/18 765 755
United States Treasury Note/Bond 3.500% 2/15/18 31,600 33,896
United States Treasury Note/Bond 0.625% 4/30/18 3,175 3,092

 

 

United States Treasury Note/Bond 2.625% 4/30/18 16,300 17,018
United States Treasury Note/Bond 3.875% 5/15/18 2,575 2,803
United States Treasury Note/Bond 9.125% 5/15/18 3,675 4,690
United States Treasury Note/Bond 1.000% 5/31/18 975 961
United States Treasury Note/Bond 2.375% 5/31/18 1,600 1,655
United States Treasury Note/Bond 1.375% 6/30/18 10,285 10,258
United States Treasury Note/Bond 2.375% 6/30/18 23,800 24,607
United States Treasury Note/Bond 1.375% 7/31/18 16,735 16,670
United States Treasury Note/Bond 2.250% 7/31/18 15,075 15,508
United States Treasury Note/Bond 4.000% 8/15/18 1,000 1,096
United States Treasury Note/Bond 1.500% 8/31/18 8,450 8,447
United States Treasury Note/Bond 1.375% 9/30/18 58,575 58,218
United States Treasury Note/Bond 1.250% 10/31/18 12,100 11,951
United States Treasury Note/Bond 1.750% 10/31/18 42,230 42,540
United States Treasury Note/Bond 3.750% 11/15/18 805 875
United States Treasury Note/Bond 1.250% 11/30/18 38,250 37,730
United States Treasury Note/Bond 1.375% 11/30/18 12,488 12,385
United States Treasury Note/Bond 1.375% 12/31/18 11,375 11,261
United States Treasury Note/Bond 1.500% 12/31/18 11,125 11,071
United States Treasury Note/Bond 1.250% 1/31/19 27,475 27,020
United States Treasury Note/Bond 1.500% 1/31/19 18,425 18,316
United States Treasury Note/Bond 2.750% 2/15/19 11,620 12,161
United States Treasury Note/Bond 8.875% 2/15/19 1,850 2,421
United States Treasury Note/Bond 1.375% 2/28/19 7,450 7,357
United States Treasury Note/Bond 1.500% 2/28/19 39,465 39,193
United States Treasury Note/Bond 1.500% 3/31/19 10,175 10,096
United States Treasury Note/Bond 1.625% 3/31/19 2,755 2,748
United States Treasury Note/Bond 1.250% 4/30/19 8,022 7,864
United States Treasury Note/Bond 1.625% 4/30/19 38,279 38,142
United States Treasury Note/Bond 3.125% 5/15/19 18,835 20,018
United States Treasury Note/Bond 1.125% 5/31/19 5,525 5,375
United States Treasury Note/Bond 1.500% 5/31/19 30,746 30,434
United States Treasury Note/Bond 1.000% 6/30/19 1,750 1,690
United States Treasury Note/Bond 1.625% 6/30/19 24,140 24,015
United States Treasury Note/Bond 0.875% 7/31/19 32,592 31,227
United States Treasury Note/Bond 1.625% 7/31/19 27,861 27,695
United States Treasury Note/Bond 3.625% 8/15/19 11,900 12,938
United States Treasury Note/Bond 8.125% 8/15/19 5,535 7,194
United States Treasury Note/Bond 1.000% 8/31/19 19,425 18,697
United States Treasury Note/Bond 1.625% 8/31/19 14,006 13,914
United States Treasury Note/Bond 1.750% 9/30/19 28,300 28,265
United States Treasury Note/Bond 1.250% 10/31/19 3,800 3,697
United States Treasury Note/Bond 3.375% 11/15/19 12,680 13,655
United States Treasury Note/Bond 1.000% 11/30/19 6,025 5,775
United States Treasury Note/Bond 1.125% 12/31/19 4,075 3,925
United States Treasury Note/Bond 1.375% 1/31/20 2,700 2,631
United States Treasury Note/Bond 3.625% 2/15/20 8,270 9,018
United States Treasury Note/Bond 8.500% 2/15/20 3,269 4,384
United States Treasury Note/Bond 1.250% 2/29/20 7,490 7,240
United States Treasury Note/Bond 1.125% 4/30/20 10,800 10,331
United States Treasury Note/Bond 3.500% 5/15/20 3,560 3,859
United States Treasury Note/Bond 1.375% 5/31/20 28,815 27,910
United States Treasury Note/Bond 1.875% 6/30/20 23,525 23,400
United States Treasury Note/Bond 2.000% 7/31/20 12,255 12,263
United States Treasury Note/Bond 2.625% 8/15/20 9,925 10,263
United States Treasury Note/Bond 1.750% 10/31/20 45,650 44,801
United States Treasury Note/Bond 2.625% 11/15/20 50,233 51,818

 

 

United States Treasury Note/Bond 2.000% 11/30/20 22,950 22,828
United States Treasury Note/Bond 2.375% 12/31/20 7,000 7,113
United States Treasury Note/Bond 2.125% 1/31/21 10,996 10,996
United States Treasury Note/Bond 3.625% 2/15/21 358 391
United States Treasury Note/Bond 7.875% 2/15/21 400 539
United States Treasury Note/Bond 2.000% 2/28/21 13,600 13,485
United States Treasury Note/Bond 2.250% 4/30/21 7,075 7,113
United States Treasury Note/Bond 3.125% 5/15/21 37,512 39,763
United States Treasury Note/Bond 2.000% 5/31/21 26,978 26,666
United States Treasury Note/Bond 2.125% 6/30/21 18,875 18,792
United States Treasury Note/Bond 2.250% 7/31/21 19,600 19,670
United States Treasury Note/Bond 2.125% 8/15/21 27,115 26,988
United States Treasury Note/Bond 2.000% 8/31/21 9,325 9,200
United States Treasury Note/Bond 2.125% 9/30/21 20,000 19,878
United States Treasury Note/Bond 2.000% 11/15/21 54,250 53,419
United States Treasury Note/Bond 8.000% 11/15/21 10,770 14,906
United States Treasury Note/Bond 2.000% 2/15/22 12,520 12,299
United States Treasury Note/Bond 1.750% 5/15/22 17,400 16,734
United States Treasury Note/Bond 1.625% 8/15/22 8,000 7,599
United States Treasury Note/Bond 1.625% 11/15/22 17,550 16,593
United States Treasury Note/Bond 2.000% 2/15/23 16,335 15,855
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 33,225
United States Treasury Note/Bond 2.500% 8/15/23 34,410 34,625
United States Treasury Note/Bond 6.250% 8/15/23 16,980 22,231
United States Treasury Note/Bond 2.750% 11/15/23 20,256 20,766
United States Treasury Note/Bond 2.750% 2/15/24 7,674 7,856
United States Treasury Note/Bond 2.500% 5/15/24 46,818 46,862
United States Treasury Note/Bond 2.375% 8/15/24 32,631 32,264
United States Treasury Note/Bond 7.500% 11/15/24 675 979
United States Treasury Note/Bond 6.875% 8/15/25 2,350 3,319
United States Treasury Note/Bond 6.000% 2/15/26 2,345 3,131
United States Treasury Note/Bond 6.750% 8/15/26 3,095 4,398
United States Treasury Note/Bond 6.500% 11/15/26 2,910 4,073
United States Treasury Note/Bond 6.125% 11/15/27 6,150 8,452
United States Treasury Note/Bond 5.500% 8/15/28 10,445 13,712
United States Treasury Note/Bond 5.250% 11/15/28 9,875 12,708
United States Treasury Note/Bond 5.250% 2/15/29 8,540 10,998
United States Treasury Note/Bond 6.125% 8/15/29 2,420 3,391
United States Treasury Note/Bond 6.250% 5/15/30 6,070 8,673
United States Treasury Note/Bond 5.375% 2/15/31 15,200 20,123
United States Treasury Note/Bond 4.500% 2/15/36 11,500 14,197
United States Treasury Note/Bond 4.750% 2/15/37 3,400 4,344
United States Treasury Note/Bond 5.000% 5/15/37 14,248 18,803
United States Treasury Note/Bond 4.375% 2/15/38 9,742 11,826
United States Treasury Note/Bond 3.500% 2/15/39 372 396
United States Treasury Note/Bond 4.250% 5/15/39 5,883 7,038
United States Treasury Note/Bond 4.500% 8/15/39 8,684 10,779
United States Treasury Note/Bond 4.375% 11/15/39 17,036 20,789
United States Treasury Note/Bond 4.625% 2/15/40 17,510 22,177
United States Treasury Note/Bond 4.375% 5/15/40 950 1,162
United States Treasury Note/Bond 3.875% 8/15/40 3,185 3,606
United States Treasury Note/Bond 4.250% 11/15/40 8,140 9,778
3 United States Treasury Note/Bond 4.750% 2/15/41 19,838 25,700
United States Treasury Note/Bond 3.125% 11/15/41 19,025 18,871
United States Treasury Note/Bond 3.125% 2/15/42 8,523 8,440
United States Treasury Note/Bond 3.000% 5/15/42 11,925 11,515

 

 

United States Treasury Note/Bond 2.750% 8/15/42 23,725 21,738
United States Treasury Note/Bond 2.750% 11/15/42 68,535 62,710
United States Treasury Note/Bond 3.125% 2/15/43 442 436
United States Treasury Note/Bond 2.875% 5/15/43 3,585 3,359
United States Treasury Note/Bond 3.625% 8/15/43 32,486 35,115
United States Treasury Note/Bond 3.750% 11/15/43 27,549 30,450
United States Treasury Note/Bond 3.625% 2/15/44 26,638 28,790
United States Treasury Note/Bond 3.375% 5/15/44 9,800 10,118
United States Treasury Note/Bond 3.125% 8/15/44 350 344
        3,669,810
Agency Bonds and Notes (1.4%)        
4 AID-Jordan 1.945% 6/23/19 600 602
4 AID-Jordan 2.503% 10/30/20 750 765
4 AID-Tunisia 2.452% 7/24/21 250 249
4 AID-Ukraine 1.844% 5/16/19 350 345
2 Federal Agricultural Mortgage Corp. 2.000% 7/27/16 175 179
2 Federal Farm Credit Banks 1.500% 11/16/15 350 355
2 Federal Farm Credit Banks 1.050% 3/28/16 250 252
2 Federal Farm Credit Banks 5.125% 8/25/16 925 1,003
2 Federal Farm Credit Banks 4.875% 1/17/17 850 926
2 Federal Farm Credit Banks 1.125% 9/22/17 500 499
2 Federal Farm Credit Banks 5.150% 11/15/19 3,000 3,460
2 Federal Farm Credit Banks 3.500% 12/20/23 500 526
2 Federal Home Loan Banks 0.375% 2/19/16 4,000 4,001
2 Federal Home Loan Banks 5.625% 6/13/16 300 326
2 Federal Home Loan Banks 0.375% 6/24/16 1,500 1,494
2 Federal Home Loan Banks 0.500% 9/28/16 7,000 6,971
2 Federal Home Loan Banks 5.125% 10/19/16 2,825 3,079
2 Federal Home Loan Banks 4.750% 12/16/16 4,170 4,529
2 Federal Home Loan Banks 0.625% 12/28/16 1,200 1,195
2 Federal Home Loan Banks 4.875% 5/17/17 900 990
2 Federal Home Loan Banks 0.875% 5/24/17 4,000 3,986
2 Federal Home Loan Banks 1.000% 6/21/17 2,500 2,496
2 Federal Home Loan Banks 4.875% 9/8/17 405 447
2 Federal Home Loan Banks 5.000% 11/17/17 2,350 2,615
2 Federal Home Loan Banks 2.750% 6/8/18 1,625 1,695
2 Federal Home Loan Banks 5.375% 8/15/18 225 256
2 Federal Home Loan Banks 1.875% 3/13/20 500 494
2 Federal Home Loan Banks 4.125% 3/13/20 2,075 2,287
2 Federal Home Loan Banks 3.375% 6/12/20 1,825 1,946
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 1,912
2 Federal Home Loan Banks 2.125% 3/10/23 4,000 3,823
2 Federal Home Loan Banks 5.375% 8/15/24 815 987
2 Federal Home Loan Banks 5.500% 7/15/36 2,775 3,587
5 Federal Home Loan Mortgage Corp. 5.250% 4/18/16 3,000 3,221
5 Federal Home Loan Mortgage Corp. 0.500% 5/13/16 1,700 1,700
5 Federal Home Loan Mortgage Corp. 2.500% 5/27/16 1,100 1,136
5 Federal Home Loan Mortgage Corp. 5.500% 7/18/16 3,100 3,374
5 Federal Home Loan Mortgage Corp. 2.000% 8/25/16 11,605 11,908
5 Federal Home Loan Mortgage Corp. 0.875% 10/14/16 10,000 10,038
5 Federal Home Loan Mortgage Corp. 0.875% 2/22/17 6,000 5,994
5 Federal Home Loan Mortgage Corp. 1.000% 3/8/17 2,600 2,604
5 Federal Home Loan Mortgage Corp. 1.250% 5/12/17 6,500 6,543
5 Federal Home Loan Mortgage Corp. 1.000% 6/29/17 4,075 4,070
5 Federal Home Loan Mortgage Corp. 1.000% 7/28/17 5,500 5,487
5 Federal Home Loan Mortgage Corp. 5.500% 8/23/17 1,300 1,462

 

 

5 Federal Home Loan Mortgage Corp. 1.000% 9/29/17 8,200 8,158
5 Federal Home Loan Mortgage Corp. 5.125% 11/17/17 2,800 3,134
5 Federal Home Loan Mortgage Corp. 0.750% 1/12/18 1,800 1,765
5 Federal Home Loan Mortgage Corp. 0.875% 3/7/18 2,000 1,964
5 Federal Home Loan Mortgage Corp. 4.875% 6/13/18 2,720 3,053
5 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 1,625 1,763
5 Federal Home Loan Mortgage Corp. 1.750% 5/30/19 2,900 2,890
5 Federal Home Loan Mortgage Corp. 1.250% 8/1/19 1,700 1,649
5 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 10,975 10,618
5 Federal Home Loan Mortgage Corp. 1.375% 5/1/20 1,900 1,829
5 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 2,800 2,786
5 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 270 383
5 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 2,941 4,092
5 Federal National Mortgage Assn. 4.375% 10/15/15 2,350 2,452
5 Federal National Mortgage Assn. 1.625% 10/26/15 5,870 5,960
5 Federal National Mortgage Assn. 0.375% 12/21/15 1,775 1,777
5 Federal National Mortgage Assn. 5.000% 3/15/16 2,150 2,292
5 Federal National Mortgage Assn. 0.500% 3/30/16 2,725 2,728
5 Federal National Mortgage Assn. 2.375% 4/11/16 6,475 6,660
5 Federal National Mortgage Assn. 0.375% 7/5/16 2,000 1,994
5 Federal National Mortgage Assn. 0.625% 8/26/16 2,500 2,501
5 Federal National Mortgage Assn. 5.250% 9/15/16 1,350 1,470
5 Federal National Mortgage Assn. 1.250% 9/28/16 7,255 7,336
5 Federal National Mortgage Assn. 1.375% 11/15/16 11,955 12,108
5 Federal National Mortgage Assn. 1.250% 1/30/17 2,725 2,748
5 Federal National Mortgage Assn. 5.000% 2/13/17 1,975 2,165
5 Federal National Mortgage Assn. 0.750% 4/20/17 4,175 4,151
5 Federal National Mortgage Assn. 1.125% 4/27/17 10,600 10,643
5 Federal National Mortgage Assn. 0.875% 8/28/17 2,550 2,532
5 Federal National Mortgage Assn. 1.000% 9/27/17 1,000 995
5 Federal National Mortgage Assn. 0.875% 10/26/17 16,150 15,990
5 Federal National Mortgage Assn. 0.875% 12/20/17 3,000 2,960
5 Federal National Mortgage Assn. 0.875% 2/8/18 6,000 5,904
5 Federal National Mortgage Assn. 0.875% 5/21/18 1,490 1,459
5 Federal National Mortgage Assn. 1.875% 9/18/18 12,300 12,418
5 Federal National Mortgage Assn. 1.625% 11/27/18 4,370 4,364
5 Federal National Mortgage Assn. 1.875% 2/19/19 4,000 4,020
5 Federal National Mortgage Assn. 1.750% 6/20/19 4,000 3,993
5 Federal National Mortgage Assn. 1.750% 9/12/19 7,000 6,945
5 Federal National Mortgage Assn. 0.000% 10/9/19 1,110 984
5 Federal National Mortgage Assn. 2.625% 9/6/24 2,000 1,967
5 Federal National Mortgage Assn. 7.125% 1/15/30 1,405 2,055
5 Federal National Mortgage Assn. 7.250% 5/15/30 2,025 3,012
5 Federal National Mortgage Assn. 6.625% 11/15/30 6,320 8,962
5 Federal National Mortgage Assn. 5.625% 7/15/37 1,260 1,671
2 Financing Corp. 9.800% 4/6/18 500 639
2 Financing Corp. 9.650% 11/2/18 475 622
Private Export Funding Corp. 1.375% 2/15/17 175 177
Private Export Funding Corp. 2.250% 12/15/17 200 206
Private Export Funding Corp. 1.875% 7/15/18 300 303
Private Export Funding Corp. 4.375% 3/15/19 350 388
Private Export Funding Corp. 1.450% 8/15/19 250 244
Private Export Funding Corp. 2.250% 3/15/20 650 651
Private Export Funding Corp. 4.300% 12/15/21 175 194
Private Export Funding Corp. 2.800% 5/15/22 200 201
Private Export Funding Corp. 2.050% 11/15/22 4,175 3,931
Private Export Funding Corp. 3.550% 1/15/24 725 759

 

 

  Private Export Funding Corp. 2.450% 7/15/24 525 496
4 State of Israel 5.500% 12/4/23 375 454
4,6 State of Israel 5.500% 4/26/24 1,400 1,699
2 Tennessee Valley Authority 4.500% 4/1/18 655 721
2 Tennessee Valley Authority 1.750% 10/15/18 600 601
2 Tennessee Valley Authority 3.875% 2/15/21 905 987
2 Tennessee Valley Authority 1.875% 8/15/22 425 403
2 Tennessee Valley Authority 2.875% 9/15/24 1,500 1,495
2 Tennessee Valley Authority 6.750% 11/1/25 2,100 2,813
2 Tennessee Valley Authority 7.125% 5/1/30 2,000 2,854
2 Tennessee Valley Authority 4.650% 6/15/35 500 558
2 Tennessee Valley Authority 5.880% 4/1/36 285 372
2 Tennessee Valley Authority 5.500% 6/15/38 225 281
2 Tennessee Valley Authority 5.250% 9/15/39 425 520
2 Tennessee Valley Authority 3.500% 12/15/42 950 890
2 Tennessee Valley Authority 5.375% 4/1/56 580 710
2 Tennessee Valley Authority 4.625% 9/15/60 519 563
          333,020
Conventional Mortgage-Backed Securities (8.4%)        
5,7 Fannie Mae Pool 2.000% 10/1/28 3,837 3,765
5,7,8Fannie Mae Pool 2.500% 11/1/27–1/1/43 52,251 52,452
5,7,8Fannie Mae Pool 3.000% 11/1/26–10/1/44 145,639 146,523
5,7,8Fannie Mae Pool 3.500% 9/1/25–10/1/44 156,684 161,727
5,7,8Fannie Mae Pool 4.000% 7/1/18–10/1/44 151,792 160,637
5,7,8Fannie Mae Pool 4.500% 3/1/18–10/1/44 111,101 119,956
5,7,8Fannie Mae Pool 5.000% 3/1/17–10/1/44 68,797 75,850
5,7,8Fannie Mae Pool 5.500% 11/1/16–10/1/44 54,063 60,233
5,7,8Fannie Mae Pool 6.000% 4/1/16–10/1/44 37,161 42,084
5,7 Fannie Mae Pool 6.500% 6/1/15–10/1/39 12,917 14,657
5,7 Fannie Mae Pool 7.000% 11/1/14–11/1/37 4,590 5,204
5,7 Fannie Mae Pool 7.500% 4/1/15–12/1/32 431 481
5,7 Fannie Mae Pool 8.000% 7/1/15–11/1/30 70 78
5,7 Fannie Mae Pool 8.500% 11/1/18–7/1/30 55 63
5,7 Fannie Mae Pool 9.000% 7/1/22–8/1/26 24 25
5,7 Fannie Mae Pool 9.500% 5/1/16–2/1/25 3 3
5,7 Freddie Mac Gold Pool 2.000% 8/1/28 1,886 1,851
5,7,8Freddie Mac Gold Pool 2.500% 6/1/28–2/1/43 39,805 39,972
5,7,8Freddie Mac Gold Pool 3.000% 1/1/27–10/1/44 78,588 79,199
5,7,8Freddie Mac Gold Pool 3.500% 8/1/25–10/1/44 89,702 92,365
5,7,8Freddie Mac Gold Pool 4.000% 7/1/18–10/1/44 94,698 99,960
5,7,8Freddie Mac Gold Pool 4.500% 9/1/15–10/1/44 67,642 72,946
5,7,8Freddie Mac Gold Pool 5.000% 4/1/17–10/1/44 42,036 46,273
5,7 Freddie Mac Gold Pool 5.500% 5/1/17–6/1/41 31,148 34,675
5,7,8Freddie Mac Gold Pool 6.000% 1/1/17–10/1/44 20,606 23,282
5,7 Freddie Mac Gold Pool 6.500% 12/1/14–3/1/39 5,478 6,205
5,7 Freddie Mac Gold Pool 7.000% 1/1/15–12/1/38 1,481 1,683
5,7 Freddie Mac Gold Pool 7.500% 11/1/14–1/1/32 217 245
5,7 Freddie Mac Gold Pool 8.000% 1/1/16–10/1/31 258 287
5,7 Freddie Mac Gold Pool 8.500% 4/1/20–5/1/30 23 25
5,7 Freddie Mac Gold Pool 9.000% 10/1/21–4/1/30 18 20
5,7 Freddie Mac Gold Pool 9.500% 4/1/16–4/1/25 1 2
5,7 Freddie Mac Gold Pool 10.000% 3/1/17–4/1/25 3 3
7,8 Ginnie Mae I Pool 3.000% 1/15/26–10/1/44 16,404 16,575
7,8 Ginnie Mae I Pool 3.500% 11/15/25–10/1/44 17,861 18,540
7,8 Ginnie Mae I Pool 4.000% 10/15/24–10/1/44 29,376 31,211
7,8 Ginnie Mae I Pool 4.500% 8/15/18–10/1/44 39,748 43,222
7 Ginnie Mae I Pool 5.000% 1/15/18–4/15/41 23,185 25,602

 

 

7,8 Ginnie Mae I Pool 5.500% 3/15/15–10/1/44 12,194 13,629
7 Ginnie Mae I Pool 6.000% 5/15/17–12/15/40 7,803 8,828
7 Ginnie Mae I Pool 6.500% 11/15/23–8/15/39 2,457 2,725
7 Ginnie Mae I Pool 7.000% 5/15/15–8/15/32 988 1,112
7 Ginnie Mae I Pool 7.500% 10/15/22–3/15/32 287 320
7 Ginnie Mae I Pool 8.000% 3/15/22–3/15/32 197 217
7 Ginnie Mae I Pool 8.500% 8/15/22–6/15/30 26 30
7 Ginnie Mae I Pool 9.000% 11/15/19–2/15/30 31 32
7 Ginnie Mae I Pool 9.500% 8/15/20–1/15/25 2 2
7 Ginnie Mae I Pool 10.000% 3/15/19 1 1
7 Ginnie Mae II Pool 2.500% 2/20/28–6/20/28 1,930 1,966
7,8 Ginnie Mae II Pool 3.000% 2/20/27–10/1/44 65,143 65,802
7,8 Ginnie Mae II Pool 3.500% 9/20/25–10/1/44 117,800 121,952
7,8 Ginnie Mae II Pool 4.000% 9/20/25–10/1/44 94,469 100,247
7,8 Ginnie Mae II Pool 4.500% 11/20/35–10/1/44 70,048 76,141
7,8 Ginnie Mae II Pool 5.000% 3/20/18–10/1/44 38,067 42,010
7 Ginnie Mae II Pool 5.500% 12/20/33–9/20/41 12,040 13,423
7 Ginnie Mae II Pool 6.000% 3/20/33–7/20/39 5,747 6,548
7 Ginnie Mae II Pool 6.500%  12/20/35–11/20/39 1,767 2,022
7 Ginnie Mae II Pool 7.000% 4/20/38–8/20/38 301 340
          1,935,228
Nonconventional Mortgage-Backed Securities (0.2%)        
5,7,9Fannie Mae Pool 1.467% 4/1/37 65 68
5,7,9Fannie Mae Pool 1.863% 9/1/37 178 191
5,7,9Fannie Mae Pool 2.080% 8/1/35 207 221
5,7 Fannie Mae Pool 2.109% 3/1/43 808 813
5,7,9Fannie Mae Pool 2.165% 6/1/36 5 6
5,7 Fannie Mae Pool 2.192% 12/1/41 422 435
5,7,9Fannie Mae Pool 2.195% 7/1/39–6/1/43 820 839
5,7 Fannie Mae Pool 2.202% 6/1/42 1,958 2,034
5,7 Fannie Mae Pool 2.203% 9/1/42 557 576
5,7,9Fannie Mae Pool 2.224% 12/1/33–8/1/37 226 238
5,7,9Fannie Mae Pool 2.231% 11/1/36 290 309
5,7 Fannie Mae Pool 2.233% 10/1/42 468 481
5,7,9Fannie Mae Pool 2.243% 2/1/36 141 144
5,7,9Fannie Mae Pool 2.260% 9/1/34 76 80
5,7 Fannie Mae Pool 2.266% 7/1/43 918 919
5,7,9Fannie Mae Pool 2.325% 7/1/37 31 32
5,7,9Fannie Mae Pool 2.391% 1/1/37 250 269
5,7 Fannie Mae Pool 2.403% 5/1/42 1,310 1,320
5,7 Fannie Mae Pool 2.407% 7/1/42 722 741
5,7,9Fannie Mae Pool 2.438% 1/1/35 252 271
5,7 Fannie Mae Pool 2.450% 5/1/43 1,720 1,766
5,7 Fannie Mae Pool 2.459% 10/1/42 838 859
5,7,9Fannie Mae Pool 2.497% 11/1/34 125 131
5,7 Fannie Mae Pool 2.498% 10/1/40 237 248
5,7 Fannie Mae Pool 2.511% 12/1/40 390 409
5,7,9Fannie Mae Pool 2.560% 11/1/33 76 82
5,7,9Fannie Mae Pool 2.588% 7/1/42 326 351
5,7 Fannie Mae Pool 2.607% 12/1/41 386 398
5,7 Fannie Mae Pool 2.621% 11/1/41 371 396
5,7 Fannie Mae Pool 2.669% 1/1/42 430 459
5,7 Fannie Mae Pool 2.747% 12/1/43 1,595 1,640
5,7 Fannie Mae Pool 2.784% 1/1/42–3/1/42 1,364 1,408
5,7 Fannie Mae Pool 2.809% 11/1/41 361 386
5,7 Fannie Mae Pool 2.815% 3/1/41 296 316
5,7 Fannie Mae Pool 2.866% 5/1/42 250 260

 

 

5,7 Fannie Mae Pool 2.934% 12/1/40 159 167
5,7 Fannie Mae Pool 2.998% 3/1/42 510 530
5,7 Fannie Mae Pool 3.005% 9/1/43 998 1,035
5,7 Fannie Mae Pool 3.056% 3/1/41 392 410
5,7 Fannie Mae Pool 3.060% 2/1/41–2/1/42 709 737
5,7 Fannie Mae Pool 3.119% 2/1/41 173 183
5,7 Fannie Mae Pool 3.130% 2/1/41 137 138
5,7 Fannie Mae Pool 3.138% 2/1/42 1,670 1,862
5,7 Fannie Mae Pool 3.171% 12/1/40 169 177
5,7 Fannie Mae Pool 3.218% 9/1/40 130 136
5,7 Fannie Mae Pool 3.219% 12/1/40 156 163
5,7 Fannie Mae Pool 3.223% 8/1/40 160 166
5,7 Fannie Mae Pool 3.251% 10/1/40 175 182
5,7 Fannie Mae Pool 3.274% 11/1/40 133 139
5,7 Fannie Mae Pool 3.279% 5/1/41 375 401
5,7 Fannie Mae Pool 3.284% 1/1/40 242 250
5,7 Fannie Mae Pool 3.330% 8/1/42 541 561
5,7,9Fannie Mae Pool 3.398% 10/1/39 107 111
5,7 Fannie Mae Pool 3.428% 5/1/40 95 101
5,7 Fannie Mae Pool 3.490% 5/1/40 53 56
5,7,9Fannie Mae Pool 3.517% 11/1/39 65 67
5,7 Fannie Mae Pool 3.536% 7/1/41 510 525
5,7 Fannie Mae Pool 3.540% 6/1/41 96 101
5,7 Fannie Mae Pool 3.580% 8/1/39 95 101
5,7 Fannie Mae Pool 3.597% 4/1/41 275 289
5,7 Fannie Mae Pool 3.713% 11/1/39 77 79
5,7 Fannie Mae Pool 3.729% 6/1/41 386 407
5,7 Fannie Mae Pool 3.819% 9/1/40 344 363
5,7 Fannie Mae Pool 4.263% 12/1/39 271 278
5,7 Fannie Mae Pool 5.136% 3/1/38 97 102
5,7,9Fannie Mae Pool 5.145% 11/1/39 146 156
5,7,9Fannie Mae Pool 5.245% 8/1/39 378 402
5,7 Fannie Mae Pool 5.280% 7/1/36 65 66
5,7 Fannie Mae Pool 5.659% 4/1/37 221 235
5,7 Fannie Mae Pool 5.784% 12/1/37 217 232
5,7 Fannie Mae Pool 6.128% 10/1/37 199 207
5,7,9Freddie Mac Non Gold Pool 2.040% 1/1/37 192 204
5,7,9Freddie Mac Non Gold Pool 2.173% 7/1/35 137 145
5,7,9Freddie Mac Non Gold Pool 2.277% 12/1/36 68 72
5,7,9Freddie Mac Non Gold Pool 2.278% 10/1/37 65 69
5,7,9Freddie Mac Non Gold Pool 2.280% 3/1/37 26 27
5,7,9Freddie Mac Non Gold Pool 2.320% 2/1/37 39 41
5,7 Freddie Mac Non Gold Pool 2.343% 5/1/42 129 132
5,7,9Freddie Mac Non Gold Pool 2.352% 1/1/35 21 23
5,7,9Freddie Mac Non Gold Pool 2.357% 12/1/34 97 104
5,7,9Freddie Mac Non Gold Pool 2.367% 12/1/36 74 78
5,7,9Freddie Mac Non Gold Pool 2.375% 11/1/34–5/1/36 170 179
5,7,9Freddie Mac Non Gold Pool 2.405% 12/1/35 108 115
5,7 Freddie Mac Non Gold Pool 2.572% 2/1/42 244 259
5,7 Freddie Mac Non Gold Pool 2.608% 11/1/43 837 856
5,7 Freddie Mac Non Gold Pool 2.626% 12/1/40 159 163
5,7 Freddie Mac Non Gold Pool 2.673% 11/1/40 98 101
5,7 Freddie Mac Non Gold Pool 2.719% 12/1/40 374 384
5,7,9Freddie Mac Non Gold Pool 2.744% 10/1/36 92 97
5,7 Freddie Mac Non Gold Pool 2.754% 2/1/42 399 423
5,7 Freddie Mac Non Gold Pool 2.785% 1/1/41 255 261
5,7 Freddie Mac Non Gold Pool 2.880% 2/1/41 342 365

 

 

5,7 Freddie Mac Non Gold Pool 2.924% 12/1/41 457 479
5,7 Freddie Mac Non Gold Pool 2.947% 2/1/41 101 108
5,7 Freddie Mac Non Gold Pool 3.074% 6/1/41 150 160
5,7 Freddie Mac Non Gold Pool 3.097% 3/1/41 116 124
5,7 Freddie Mac Non Gold Pool 3.116% 1/1/41 91 96
5,7 Freddie Mac Non Gold Pool 3.151% 11/1/40 185 189
5,7 Freddie Mac Non Gold Pool 3.237% 6/1/40 120 122
5,7 Freddie Mac Non Gold Pool 3.350% 5/1/40 58 63
5,7 Freddie Mac Non Gold Pool 3.418% 3/1/42 581 605
5,7 Freddie Mac Non Gold Pool 3.452% 5/1/40 56 59
5,7 Freddie Mac Non Gold Pool 3.592% 6/1/40 97 107
5,7 Freddie Mac Non Gold Pool 3.627% 6/1/40 183 191
5,7 Freddie Mac Non Gold Pool 3.678% 9/1/40 490 505
5,7 Freddie Mac Non Gold Pool 4.387% 5/1/38 15 16
5,7 Freddie Mac Non Gold Pool 5.298% 3/1/38 188 198
5,7 Freddie Mac Non Gold Pool 5.447% 1/1/38 38 40
5,7 Freddie Mac Non Gold Pool 5.467% 2/1/36 99 104
5,7 Freddie Mac Non Gold Pool 5.769% 9/1/37 414 437
5,7 Freddie Mac Non Gold Pool 5.780% 10/1/37 5 5
5,7 Freddie Mac Non Gold Pool 5.804% 5/1/37 340 357
7,9 Ginnie Mae II Pool 2.000% 4/20/41–6/20/43 3,051 3,120
7,9 Ginnie Mae II Pool 2.125% 5/20/41 107 113
7,9 Ginnie Mae II Pool 2.500% 10/20/39–1/20/42 3,790 3,939
7 Ginnie Mae II Pool 3.000%  11/20/40–11/20/41 2,411 2,514
7 Ginnie Mae II Pool 3.500% 1/20/41–12/20/43 3,175 3,339
7,9 Ginnie Mae II Pool 4.000%  10/20/38–10/20/41 1,190 1,243
7 Ginnie Mae II Pool 5.000% 7/20/38 15 16
          52,558
Total U.S. Government and Agency Obligations (Cost $5,930,713)     5,990,616
Asset-Backed/Commercial Mortgage-Backed Securities (1.2%)      
7 AEP Texas Central Transition Funding II LLC        
  2006-A 5.170% 1/1/18 207 223
7 Ally Auto Receivables Trust 2011-2 1.980% 4/15/16 131 132
7 Ally Auto Receivables Trust 2011-4 1.140% 6/15/16 230 230
7 Ally Auto Receivables Trust 2012-5 0.850% 1/16/18 365 363
7 Ally Auto Receivables Trust 2013-2 0.790% 1/15/18 150 150
7 Ally Auto Receivables Trust 2013-2 1.240% 11/15/18 100 100
7 Ally Auto Receivables Trust 2014-1 0.970% 10/15/18 300 300
7 Ally Auto Receivables Trust 2014-1 1.530% 4/15/19 150 150
7 Ally Auto Receivables Trust 2014-SN1 0.750% 2/21/17 275 273
7 Ally Auto Receivables Trust 2014-SN1 0.950% 6/20/18 175 174
7 Ally Master Owner Trust Series 2014-4 1.430% 6/17/19 425 423
7 American Express Credit Account Secured        
  Note Trust 2014-3 1.490% 4/15/20 625 625
7 AmeriCredit Automobile Receivables Trust        
  2012-1 1.230% 9/8/16 6 6
7 AmeriCredit Automobile Receivables Trust        
  2013-1 0.610% 10/10/17 108 108
7 AmeriCredit Automobile Receivables Trust        
  2013-2 0.650% 12/8/17 74 74
7 AmeriCredit Automobile Receivables Trust        
  2013-3 0.920% 4/9/18 203 203
7 AmeriCredit Automobile Receivables Trust        
  2013-4 0.960% 4/9/18 80 80
7 AmeriCredit Automobile Receivables Trust        
  2014-1 0.900% 2/8/19 75 75

 

 

7 AmeriCredit Automobile Receivables Trust        
2014-1 1.680% 7/8/19 50 50
7 AmeriCredit Automobile Receivables Trust        
2014-2 0.940% 2/8/19 150 149
7 AmeriCredit Automobile Receivables Trust        
2014-3 1.150% 6/10/19 225 224
7 Banc of America Commercial Mortgage Trust        
2005-2 4.857% 7/10/43 156 158
7 Banc of America Commercial Mortgage Trust        
2005-5 5.115% 10/10/45 774 790
7 Banc of America Commercial Mortgage Trust        
2005-6 5.349% 9/10/47 245 255
7 Banc of America Commercial Mortgage Trust        
2005-6 5.349% 9/10/47 260 271
7 Banc of America Commercial Mortgage Trust        
2006-1 5.372% 9/10/45 763 795
7 Banc of America Commercial Mortgage Trust        
2006-1 5.421% 9/10/45 50 53
7 Banc of America Commercial Mortgage Trust        
2006-2 5.920% 5/10/45 945 996
7 Banc of America Commercial Mortgage Trust        
2006-2 5.955% 5/10/45 160 169
7 Banc of America Commercial Mortgage Trust        
2006-4 5.634% 7/10/46 1,662 1,768
7 Banc of America Commercial Mortgage Trust        
2006-5 5.414% 9/10/47 905 957
7 Banc of America Commercial Mortgage Trust        
2006-5 5.448% 9/10/47 200 213
7 Banc of America Commercial Mortgage Trust        
2008-1 6.427% 2/10/51 1,400 1,562
7 Bear Stearns Commercial Mortgage        
Securities Trust 2004-PWR6 4.825% 11/11/41 43 44
7 Bear Stearns Commercial Mortgage        
Securities Trust 2004-PWR6 4.868% 11/11/41 100 100
7 Bear Stearns Commercial Mortgage        
Securities Trust 2005-PWR10 5.405% 12/11/40 1,182 1,227
7 Bear Stearns Commercial Mortgage        
Securities Trust 2005-PWR8 4.750% 6/11/41 200 203
7 Bear Stearns Commercial Mortgage        
Securities Trust 2005-TOP18 4.933% 2/13/42 294 298
7 Bear Stearns Commercial Mortgage        
Securities Trust 2005-TOP20 5.288% 10/12/42 400 414
7 Bear Stearns Commercial Mortgage        
Securities Trust 2006-PWR11 5.600% 3/11/39 582 608
7 Bear Stearns Commercial Mortgage        
Securities Trust 2006-PWR12 5.929% 9/11/38 275 295
7 Bear Stearns Commercial Mortgage        
Securities Trust 2006-PWR13 5.582% 9/11/41 160 172
7 Bear Stearns Commercial Mortgage        
Securities Trust 2006-TOP22 5.757% 4/12/38 545 573
7 Bear Stearns Commercial Mortgage        
Securities Trust 2006-TOP22 5.757% 4/12/38 250 266
7 Bear Stearns Commercial Mortgage        
Securities Trust 2006-TOP24 5.568% 10/12/41 425 457
7 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR16 5.845% 6/11/40 100 101

 

 

7 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR16 5.897% 6/11/40 535 586
7 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR17 5.694% 6/11/50 770 843
7 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR17 5.915% 6/11/50 735 807
7 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR18 5.700% 6/11/50 1,050 1,148
7 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP26 5.471% 1/12/45 323 350
7 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP26 5.513% 1/12/45 335 356
7 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP28 5.742% 9/11/42 1,945 2,145
7 Capital Auto Receivables Asset Trust 2013-1 0.790% 6/20/17 215 214
7 Capital Auto Receivables Asset Trust 2013-3 1.040% 11/21/16 230 231
7 Capital Auto Receivables Asset Trust 2013-3 1.310% 12/20/17 228 228
7 Capital Auto Receivables Asset Trust 2013-3 1.680% 4/20/18 135 135
7 Capital Auto Receivables Asset Trust 2013-4 1.090% 3/20/18 450 450
7 Capital Auto Receivables Asset Trust 2013-4 1.470% 7/20/18 300 301
7 Capital Auto Receivables Asset Trust 2013-4 2.060% 10/22/18 300 302
7 Capital Auto Receivables Asset Trust 2014-1 1.320% 6/20/18 495 498
7 Capital Auto Receivables Asset Trust 2014-1 1.690% 10/22/18 125 126
7 Capital Auto Receivables Asset Trust 2014-1 2.220% 1/22/19 95 96
7 Capital Auto Receivables Asset Trust 2014-2 0.910% 4/20/17 200 199
7 Capital Auto Receivables Asset Trust 2014-2 1.260% 5/21/18 100 100
7 Capital Auto Receivables Asset Trust 2014-2 1.620% 10/22/18 75 75
7 Capital Auto Receivables Asset Trust 2014-3 1.480% 11/20/18 150 149
7 Capital Auto Receivables Asset Trust 2014-3 1.830% 4/22/19 100 100
7 Capital One Multi-asset Execution Trust 2006-        
A3 5.050% 12/17/18 3,500 3,698
7 Capital One Multi-asset Execution Trust 2007-        
A7 5.750% 7/15/20 550 614
7 Capital One Multi-Asset Execution Trust 2014-        
A2 1.260% 1/15/20 150 150
7 CarMax Auto Owner Trust 2012-3 0.790% 4/16/18 145 144
7 CarMax Auto Owner Trust 2013-2 0.640% 1/16/18 234 234
7 Carmax Auto Owner Trust 2013-2 0.840% 11/15/18 97 96
7 Carmax Auto Owner Trust 2013-3 0.970% 4/16/18 270 271
7 Carmax Auto Owner Trust 2013-3 1.490% 1/15/19 140 141
7 Carmax Auto Owner Trust 2013-4 0.800% 7/16/18 125 124
7 Carmax Auto Owner Trust 2013-4 1.280% 5/15/19 50 50
7 Carmax Auto Owner Trust 2014-1 0.790% 10/15/18 180 179
7 Carmax Auto Owner Trust 2014-1 1.320% 7/15/19 120 119
7 Carmax Auto Owner Trust 2014-2 0.980% 1/15/19 225 225
7 Carmax Auto Owner Trust 2014-2 1.610% 10/15/19 125 124
7 Carmax Auto Owner Trust 2014-3 1.160% 6/17/19 250 249
7 Carmax Auto Owner Trust 2014-3 1.730% 2/18/20 125 124
7 CD 2005-CD1 Commercial Mortgage Trust 5.400% 7/15/44 571 588
7 CD 2005-CD1 Commercial Mortgage Trust 5.400% 7/15/44 300 311
7 CD 2006-CD3 Mortgage Trust 5.617% 10/15/48 1,655 1,752
7 CD 2006-CD3 Mortgage Trust 5.648% 10/15/48 425 460
7 CD 2007-CD4 Commercial Mortgage Trust 5.322% 12/11/49 2,440 2,608
7 CD 2007-CD5 Mortgage Trust 5.886% 11/15/44 1,679 1,848
7 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.170% 8/1/19 120 127

 

 

7 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.302% 8/1/20 81 91
7 CenterPoint Energy Transition Bond Co. IV        
LLC 2012-1 3.028% 10/15/25 800 802
7 Chase Issuance Trust 2006-A2 5.160% 4/16/18 1,030 1,091
7 Chase Issuance Trust 2012-A3 0.790% 6/15/17 635 636
7 Chase Issuance Trust 2012-A5 0.590% 8/15/17 361 360
7 Chase Issuance Trust 2012-A7 2.160% 9/16/24 1,314 1,250
7 Chase Issuance Trust 2013-A1 1.300% 2/18/20 1,050 1,033
7 Chase Issuance Trust 2013-A8 1.010% 10/15/18 775 772
7 Chase Issuance Trust 2014-A1 1.150% 1/15/19 2,000 1,998
7 Chase Issuance Trust 2014-A2 2.770% 3/15/23 900 907
7 Chase Issuance Trust 2014-A6 1.260% 7/15/19 1,075 1,072
7 Citibank Credit Card Issuance Trust 2003-A7 4.150% 7/7/17 611 627
7 Citibank Credit Card Issuance Trust 2005-A2 4.850% 3/10/17 300 306
7 Citibank Credit Card Issuance Trust 2005-A9 5.100% 11/20/17 803 841
7 Citibank Credit Card Issuance Trust 2007-A8 5.650% 9/20/19 550 614
7 Citibank Credit Card Issuance Trust 2008-A1 5.350% 2/7/20 1,048 1,167
7 Citibank Credit Card Issuance Trust 2013-A10 0.730% 2/7/18 350 349
7 Citibank Credit Card Issuance Trust 2014-A1 2.880% 1/23/23 2,350 2,385
7 Citibank Credit Card Issuance Trust 2014-A4 1.230% 4/24/19 875 873
7 Citibank Credit Card Issuance Trust 2014-A5 2.680% 6/7/23 750 750
7 Citibank Credit Card Issuance Trust 2014-A6 2.150% 7/15/21 1,275 1,272
7 Citibank Credit Card Issuance Trust 2014-A8 1.730% 4/9/20 1,250 1,249
7 Citigroup Commercial Mortgage Trust 2005-        
C3 4.830% 5/15/43 1,085 1,106
7 Citigroup Commercial Mortgage Trust 2006-        
C4 5.974% 3/15/49 500 533
7 Citigroup Commercial Mortgage Trust 2006-        
C4 5.974% 3/15/49 1,028 1,086
7 Citigroup Commercial Mortgage Trust 2006-        
C5 5.431% 10/15/49 600 642
7 Citigroup Commercial Mortgage Trust 2006-        
C5 5.462% 10/15/49 230 247
7 Citigroup Commercial Mortgage Trust 2007-        
C6 5.899% 12/10/49 1,141 1,245
7 Citigroup Commercial Mortgage Trust 2008-        
C7 6.339% 12/10/49 1,343 1,481
7 Citigroup Commercial Mortgage Trust 2012-        
GC8 3.024% 9/10/45 600 597
7 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.093% 4/10/46 100 99
7 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.422% 4/10/46 100 99
7 Citigroup Commercial Mortgage Trust 2013-        
GC15 3.161% 9/10/46 225 234
7 Citigroup Commercial Mortgage Trust 2013-        
GC15 4.371% 9/10/46 225 243
7 Citigroup Commercial Mortgage Trust 2013-        
GC15 4.649% 9/10/46 350 378
7 Citigroup Commercial Mortgage Trust 2013-        
GC17 3.675% 11/10/46 75 78
7 Citigroup Commercial Mortgage Trust 2013-        
GC17 4.131% 11/10/46 275 291
7 Citigroup Commercial Mortgage Trust 2013-        
GC17 4.544% 11/10/46 100 107

 

 

7 Citigroup Commercial Mortgage Trust 2013-        
  GC17 5.095% 11/10/46 100 108
7 Citigroup Commercial Mortgage Trust 2014-        
  GC19 2.790% 3/10/47 129 132
7 Citigroup Commercial Mortgage Trust 2014-        
  GC19 3.552% 3/10/47 75 78
7 Citigroup Commercial Mortgage Trust 2014-        
  GC19 4.023% 3/10/47 125 131
7 Citigroup Commercial Mortgage Trust 2014-        
  GC19 4.345% 3/10/47 125 132
7 Citigroup Commercial Mortgage Trust 2014-        
  GC21 3.855% 5/10/47 200 208
7 Citigroup Commercial Mortgage Trust 2014-        
  GC21 4.328% 5/10/47 150 154
7 Citigroup Commercial Mortgage Trust 2014-        
  GC23 3.622% 7/10/47 300 305
7 COBALT CMBS Commercial Mortgage Trust        
  2007-C2 5.484% 4/15/47 1,190 1,286
7 COBALT CMBS Commercial Mortgage Trust        
  2007-C3 5.969% 5/15/46 903 991
7 COMM 2005-C6 Mortgage Trust 5.116% 6/10/44 1,112 1,138
7 COMM 2006-C7 Mortgage Trust 5.948% 6/10/46 982 1,042
7 COMM 2006-C7 Mortgage Trust 5.973% 6/10/46 200 213
7 COMM 2007-C9 Mortgage Trust 5.989% 12/10/49 900 990
7 COMM 2012-CCRE2 Mortgage Trust 3.147% 8/15/45 144 144
7 COMM 2012-CCRE2 Mortgage Trust 3.791% 8/15/45 189 195
7,10 COMM 2012-CCRE3 Mortgage Trust 3.416% 10/15/45 227 227
7 COMM 2012-CCRE4 Mortgage Trust 2.853% 10/15/45 350 343
7 COMM 2013-CCRE11 Mortgage Trust 3.047% 10/10/46 200 206
7 COMM 2013-CCRE11 Mortgage Trust 3.660% 10/10/46 200 208
7 COMM 2013-CCRE11 Mortgage Trust 3.983% 10/10/46 260 274
7 COMM 2013-CCRE11 Mortgage Trust 4.258% 10/10/46 330 354
7 COMM 2013-CCRE11 Mortgage Trust 4.715% 10/10/46 200 218
7 COMM 2013-CCRE12 Mortgage Trust 1.295% 10/10/46 67 67
7 COMM 2013-CCRE12 Mortgage Trust 2.904% 10/10/46 125 128
7 COMM 2013-CCRE12 Mortgage Trust 3.623% 10/10/46 125 130
7 COMM 2013-CCRE12 Mortgage Trust 3.765% 10/10/46 175 181
7 COMM 2013-CCRE12 Mortgage Trust 4.046% 10/10/46 125 132
7 COMM 2013-CCRE12 Mortgage Trust 4.300% 10/10/46 75 79
7 COMM 2013-CCRE12 Mortgage Trust 4.762% 10/10/46 50 53
7 COMM 2013-CCRE13 Mortgage Trust 1.259% 11/10/18 62 62
7 COMM 2013-CCRE13 Mortgage Trust 3.039% 12/10/18 75 77
7 COMM 2013-CCRE13 Mortgage Trust 3.706% 10/10/23 50 52
7 COMM 2013-CCRE13 Mortgage Trust 4.194% 11/10/23 450 480
7 COMM 2013-CCRE13 Mortgage Trust 4.449% 12/10/23 150 160
7 COMM 2013-CCRE6 Mortgage Trust 3.101% 3/10/46 183 182
7 COMM 2013-CCRE7 Mortgage Trust 3.213% 3/10/46 150 150
7 COMM 2013-CCRE8 Mortgage Trust 3.612% 6/10/46 223 229
7 COMM 2013-CCRE9 Mortgage Trust 4.378% 7/10/45 365 393
7 COMM 2013-CCRE9 Mortgage Trust 4.210% 8/10/46 160 171
7 COMM 2013-LC13 Mortgage Trust 3.009% 8/10/46 230 238
7 COMM 2013-LC13 Mortgage Trust 4.205% 8/10/46 230 246
7 COMM 2013-LC6 Mortgage Trust 2.941% 1/10/46 277 272
7 COMM 2013-LC6 Mortgage Trust 3.282% 1/10/46 154 153
7 COMM 2014-CCRE14 Mortgage Trust 3.147% 2/10/47 350 363
7 COMM 2014-CCRE14 Mortgage Trust 4.236% 2/10/47 275 295
7 COMM 2014-CCRE14 Mortgage Trust 4.526% 2/10/47 325 348

 

 

7 COMM 2014-CCRE14 Mortgage Trust 4.759% 2/10/47 175 187
7 COMM 2014-CCRE15 Mortgage Trust 2.928% 2/10/47 327 335
7 COMM 2014-CCRE15 Mortgage Trust 3.595% 2/10/47 113 117
7 COMM 2014-CCRE15 Mortgage Trust 4.074% 2/10/47 209 220
7 COMM 2014-CCRE15 Mortgage Trust 4.870% 2/10/47 105 114
7 COMM 2014-CCRE19 Mortgage Trust 3.796% 8/10/47 650 668
7 COMM 2014-CCRE19 Mortgage Trust 4.080% 8/10/47 150 155
7 COMM 2014-CR17 Mortgage Trust 3.012% 5/10/47 225 231
7 COMM 2014-CR17 Mortgage Trust 3.598% 5/10/47 100 103
7 COMM 2014-CR17 Mortgage Trust 3.977% 5/10/47 175 183
7 COMM 2014-CR17 Mortgage Trust 4.377% 5/10/47 100 102
7 COMM 2014-CR18 Mortgage Trust 3.452% 7/15/47 175 179
7 COMM 2014-CR18 Mortgage Trust 3.828% 7/15/47 125 129
7 COMM 2014-CR18 Mortgage Trust 4.103% 7/15/47 150 154
7 COMM 2014-LC15 Mortgage Trust 2.840% 4/10/47 125 128
7 COMM 2014-LC15 Mortgage Trust 4.006% 4/10/47 325 340
7 COMM 2014-LC17 Mortgage Trust 3.164% 10/10/47 425 439
7 COMM 2014-LC17 Mortgage Trust 3.917% 10/10/47 175 182
7 COMM 2014-UBS2 Mortgage Trust 2.820% 3/10/47 90 92
7 COMM 2014-UBS2 Mortgage Trust 3.472% 3/10/47 78 80
7 COMM 2014-UBS2 Mortgage Trust 3.961% 3/10/47 202 211
7 COMM 2014-UBS2 Mortgage Trust 4.199% 3/10/47 57 59
  COMM 2014-UBS2 Mortgage Trust 4.701% 3/10/47 36 38
7 COMM 2014-UBS3 Mortgage Trust 2.844% 6/10/47 125 127
7 COMM 2014-UBS3 Mortgage Trust 3.819% 6/10/47 350 360
7 COMM 2014-UBS4 Mortgage Trust 3.694% 8/10/47 225 229
7 COMM 2014-UBS4 Mortgage Trust 3.968% 8/10/47 167 170
7 COMM 2014-UBS5 Mortgage Trust 3.838% 9/10/47 500 515
7 Commercial Mortgage Trust 2005-GG3 4.799% 8/10/42 763 765
7 Commercial Mortgage Trust 2005-GG3 4.859% 8/10/42 225 227
7 Commercial Mortgage Trust 2005-GG5 5.224% 4/10/37 1,788 1,836
7 Commercial Mortgage Trust 2005-GG5 5.277% 4/10/37 275 286
7 Commercial Mortgage Trust 2006-GG7 6.014% 7/10/38 276 293
7,10 Commercial Mortgages Lease-Backed        
  Certificates Series 2001-CMLB-1 6.746% 6/20/31 123 125
7 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C1 5.609% 2/15/39 695 727
7 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C1 5.642% 2/15/39 240 251
7 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C1 5.642% 2/15/39 400 421
7 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C3 5.999% 6/15/38 225 241
7 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C3 5.999% 6/15/38 1,437 1,521
7 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C4 5.509% 9/15/39 175 187
7 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C5 5.311% 12/15/39 459 489
7 Credit Suisse Commercial Mortgage Trust        
  Series 2007-C1 5.383% 2/15/40 587 630
7 Credit Suisse Commercial Mortgage Trust        
  Series 2007-C3 5.892% 6/15/39 478 516
7 CSFB Commercial Mortgage Trust 2005-C1 5.014% 2/15/38 562 565
7 CSFB Commercial Mortgage Trust 2005-C1 5.075% 2/15/38 218 220
7 CSFB Commercial Mortgage Trust 2005-C4 5.190% 8/15/38 150 154
7 CSFB Commercial Mortgage Trust 2005-C5 5.100% 8/15/38 80 83

 

 

7 CSFB Commercial Mortgage Trust 2005-C6 5.230% 12/15/40 160 165
7 Discover Card Execution Note Trust 2007-A1 5.650% 3/16/20 860 958
7 Discover Card Execution Note Trust 2014-A3 1.220% 10/15/19 550 549
5,7 Fannie Mae-Aces 2012-M9 1.553% 4/25/22 128 126
5,7 Fannie Mae-Aces 2013-M12 2.463% 3/25/23 1,196 1,178
5,7 Fannie Mae-Aces 2013-M14 2.608% 4/25/23 1,234 1,219
5,7 Fannie Mae-Aces 2013-M14 3.329% 10/25/23 1,275 1,323
5,7 Fannie Mae-Aces 2013-M4 2.608% 3/25/22 75 74
5,7 Fannie Mae-Aces 2013-M7 2.280% 12/27/22 450 435
5,7 Fannie Mae-Aces 2014-M1 2.323% 11/25/18 1,721 1,749
5,7 Fannie Mae-Aces 2014-M1 3.500% 7/25/23 1,675 1,726
5,7 Fannie Mae-Aces 2014-M2 1.916% 6/25/21 544 550
5,7 Fannie Mae-Aces 2014-M2 3.513% 12/25/23 1,266 1,331
5,7 Fannie Mae-Aces 2014-M3 2.613% 1/25/24 513 520
5,7 Fannie Mae-Aces 2014-M3 3.501% 1/25/24 600 625
5,7 Fannie Mae-Aces 2014-M4 3.346% 3/25/24 625 645
5,7 Fannie Mae-Aces 2014-M6 2.679% 5/25/21 1,175 1,188
5,7 Fannie Mae-Aces 2014-M7 3.556% 6/25/24 1,298 1,343
5,7 Fannie Mae-Aces 2014-M8 2.346% 6/25/24 223 223
5,7 Fannie Mae-Aces 2014-M8 3.056% 6/25/24 650 650
5,7 Fannie Mae-Aces 2014-M9 1.462% 4/25/17 1,025 1,031
5,7 Fannie Mae-Aces 2014-M9 3.103% 7/25/24 775 779
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K010 2.412% 8/25/18 250 255
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K010 3.320% 7/25/20 1,114 1,166
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K014 3.871% 4/25/21 524 563
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K017 2.873% 12/25/21 1,450 1,471
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K019 2.272% 3/25/22 585 567
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K020 2.373% 5/25/22 1,450 1,415
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K021 2.396% 6/25/22 915 897
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K021 3.490% 1/25/24 50 52
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K022 2.355% 7/25/22 75 73
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K026 2.510% 11/25/22 1,275 1,255
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K027 2.637% 1/25/23 1,275 1,258
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K028 3.111% 2/25/23 1,875 1,916
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K029 3.320% 2/25/23 1,250 1,295
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K030 2.779% 9/25/22 1,198 1,229
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K030 3.250% 4/25/23 1,250 1,289
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K031 3.300% 4/25/23 1,260 1,300
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K032 3.016% 2/25/23 1,235 1,286

 

 

5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K032 3.310% 5/25/23 1,260 1,303
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K033 2.871% 2/25/23 1,117 1,152
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K033 3.060% 7/25/23 1,325 1,341
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K034 3.531% 7/25/23 1,208 1,269
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K035 3.458% 8/25/23 1,400 1,462
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K036 3.527% 10/25/23 1,375 1,443
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K038 2.604% 10/25/23 420 428
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K038 3.389% 3/25/24 1,475 1,530
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K039 2.683% 12/25/23 300 305
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K039 3.303% 7/25/24 850 870
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K702 3.154% 2/25/18 1,800 1,879
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K706 2.323% 10/25/18 375 380
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K710 1.883% 5/25/19 100 99
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K711 1.730% 7/25/19 225 220
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K714 3.034% 10/25/20 550 569
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K716 2.413% 1/25/21 300 307
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates K716 3.130% 6/25/21 1,050 1,087
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates_K005 3.484% 4/25/19 974 1,020
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates_K006-A1 3.398% 7/25/19 714 755
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates_K007-A1 3.342% 12/25/19 536 559
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates_K009-A1 2.757% 5/25/20 929 959
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates_K708-A1 1.670% 10/25/18 290 293
5,7 FHLMC Multifamily Structured Pass Through        
  Certificates_K711-A1 1.321% 12/25/18 1,062 1,064
5,7 FHLMC Multifamily Structures Pass Through        
  Certificates_FHMS-K715 2.856% 1/25/21 475 486
7 Fifth Third Auto 2014-1 0.680% 4/16/18 275 274
7 Fifth Third Auto 2014-1 1.140% 10/15/20 175 174
7 Fifth Third Auto 2014-2 0.890% 11/15/18 175 175
7 Fifth Third Auto 2014-2 1.380% 12/15/20 100 100
7 Ford Credit Auto Lease Trust 2014-A 0.680% 4/15/17 175 175
7 Ford Credit Auto Lease Trust 2014-A 0.900% 6/15/17 75 75
7 Ford Credit Auto Lease Trust 2014-A 1.160% 8/15/17 125 126
7 Ford Credit Auto Lease Trust 2014-B 0.890% 9/15/17 225 225
7 Ford Credit Auto Owner Trust 2011-A 1.650% 5/15/16 27 28

 

 

7 Ford Credit Auto Owner Trust 2012-A 1.150% 6/15/17 400 402
7 Ford Credit Auto Owner Trust 2012-B 0.720% 12/15/16 37 37
7 Ford Credit Auto Owner Trust 2013-A 0.550% 7/15/17 262 262
7 Ford Credit Auto Owner Trust 2013-B 0.570% 10/15/17 330 330
7 Ford Credit Auto Owner Trust 2013-B 0.760% 8/15/18 170 169
7 Ford Credit Auto Owner Trust 2013-C 0.820% 12/15/17 249 250
7 Ford Credit Auto Owner Trust 2013-C 1.250% 10/15/18 83 83
7 Ford Credit Auto Owner Trust 2013-D 0.670% 4/15/18 500 500
7 Ford Credit Auto Owner Trust 2013-D 1.110% 2/15/19 100 99
7 Ford Credit Auto Owner Trust 2014-A 0.790% 5/15/18 500 501
7 Ford Credit Auto Owner Trust 2014-A 1.290% 4/15/19 100 100
7 Ford Credit Auto Owner Trust 2014-B 0.900% 10/15/18 375 374
7 Ford Credit Auto Owner Trust 2014-B 1.420% 8/15/19 75 75
7 Ford Credit Floorplan Master Owner Trust A        
Series 2013-5 1.500% 9/15/18 350 353
7 Ford Credit Floorplan Master Owner Trust A        
Series 2014-1 1.200% 2/15/19 450 450
7 Ford Credit Floorplan Master Owner Trust A        
Series 2014-4 1.400% 8/15/19 850 846
7 GE Capital Credit Card Master Note Trust        
Series 2012-7 1.760% 9/15/22 409 398
7 GE Commercial Mortgage Corp. Series 2005-        
C3 Trust 4.974% 7/10/45 315 322
7 GE Commercial Mortgage Corp. Series 2006-        
C1 Trust 5.451% 3/10/44 325 346
7 GE Commercial Mortgage Corp. Series 2006-        
C1 Trust 5.451% 3/10/44 919 961
7 GE Commercial Mortgage Corp. Series 2007-        
C1 Trust 5.543% 12/10/49 850 916
7 GMAC Commercial Mortgage Securities Inc.        
Series 2004-C3 Trust 4.864% 12/10/41 336 337
7 GMAC Commercial Mortgage Securities Inc.        
Series 2005-C1 Trust 4.754% 5/10/43 275 281
7 GS Mortgage Securities Trust 2006-GG6 5.553% 4/10/38 1,445 1,506
7 GS Mortgage Securities Trust 2006-GG6 5.622% 4/10/38 250 263
7 GS Mortgage Securities Trust 2011-GC5 3.707% 8/10/44 145 152
7 GS Mortgage Securities Trust 2012-GC6 3.482% 1/10/45 750 772
7 GS Mortgage Securities Trust 2012-GCJ7 3.377% 5/10/45 440 450
7 GS Mortgage Securities Trust 2012-GCJ9 2.773% 11/10/45 325 316
7 GS Mortgage Securities Trust 2013-GC10 2.943% 2/10/46 246 241
7 GS Mortgage Securities Trust 2013-GC10 3.279% 2/10/46 92 91
7 GS Mortgage Securities Trust 2013-GCJ12 3.135% 6/10/46 275 272
GS Mortgage Securities Trust 2013-GCJ12 3.375% 6/10/46 118 116
7 GS Mortgage Securities Trust 2013-GCJ14 2.995% 8/10/46 191 197
7 GS Mortgage Securities Trust 2013-GCJ14 3.817% 8/10/46 135 142
7 GS Mortgage Securities Trust 2013-GCJ14 4.243% 8/10/46 675 724
7 GS Mortgage Securities Trust 2013-GCJ16 3.033% 11/10/46 210 217
7 GS Mortgage Securities Trust 2013-GCJ16 3.813% 11/10/46 100 105
7 GS Mortgage Securities Trust 2013-GCJ16 4.271% 11/10/46 125 134
7 GS Mortgage Securities Trust 2014-GC18 1.298% 1/10/47 455 453
7 GS Mortgage Securities Trust 2014-GC18 4.074% 1/10/47 825 866
7 GS Mortgage Securities Trust 2014-GC18 4.383% 1/10/47 275 291
7 GS Mortgage Securities Trust 2014-GC18 3.467% 6/10/47 175 179
7 GS Mortgage Securities Trust 2014-GC18 3.862% 6/10/47 150 155
7 GS Mortgage Securities Trust 2014-GC24 3.931% 9/10/47 475 492
7 GS Mortgage Securities Trust 2014-GC24 4.507% 9/10/47 125 130
7 Honda Auto Receivables 2012-4 Owner Trust 0.660% 12/18/18 325 325

 

 

7 Honda Auto Receivables 2013-1 Owner Trust 0.480% 11/21/16 331 331
7 Honda Auto Receivables 2013-1 Owner Trust 0.620% 3/21/19 287 286
7 Honda Auto Receivables 2013-2 Owner Trust 0.530% 2/16/17 111 111
7 Honda Auto Receivables 2013-2 Owner Trust 0.660% 6/17/19 111 110
7 Honda Auto Receivables 2013-4 Owner Trust 0.690% 9/18/17 150 150
7 Honda Auto Receivables 2013-4 Owner Trust 1.040% 2/18/20 150 150
7 Honda Auto Receivables 2014-1 Owner Trust 0.670% 11/21/17 270 269
7 Honda Auto Receivables 2014-1 Owner Trust 1.040% 2/21/20 135 134
7 Honda Auto Receivables 2014-2 Owner Trust 0.770% 3/19/18 200 199
7 Honda Auto Receivables 2014-2 Owner Trust 1.180% 5/18/20 100 100
7 Honda Auto Receivables 2014-3 Owner Trust 0.880% 6/15/18 375 373
7 Honda Auto Receivables 2014-3 Owner Trust 1.310% 10/15/20 225 224
7 Hyundai Auto Receivables Trust 2012-C 0.730% 6/15/18 200 199
7 Hyundai Auto Receivables Trust 2013-A 0.560% 7/17/17 185 185
7 Hyundai Auto Receivables Trust 2013-A 0.750% 9/17/18 308 307
7 Hyundai Auto Receivables Trust 2013-B 0.710% 9/15/17 325 325
7 Hyundai Auto Receivables Trust 2013-B 1.010% 2/15/19 175 175
7 Hyundai Auto Receivables Trust 2013-C 1.010% 2/15/18 865 868
7 Hyundai Auto Receivables Trust 2013-C 1.550% 3/15/19 320 323
7 Hyundai Auto Receivables Trust 2014-A 0.790% 7/16/18 201 200
7 Hyundai Auto Receivables Trust 2014-B 0.900% 12/17/18 350 349
7 Hyundai Auto Receivables Trust 2014-B 1.460% 11/15/19 90 90
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-CIBC11 5.560% 8/12/37 144 146
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-CIBC13 5.461% 1/12/43 125 130
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-LDP2 4.780% 7/15/42 346 353
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-LDP4 4.918% 10/15/42 930 957
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-LDP5 5.404% 12/15/44 438 455
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-LDP5 5.446% 12/15/44 175 185
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-LDP5 5.525% 12/15/44 70 73
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-CIBC14 5.616% 12/12/44 150 158
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-CIBC16 5.593% 5/12/45 569 611
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP6 5.475% 4/15/43 336 353
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP7 6.058% 4/15/45 1,770 1,872
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP7 6.058% 4/15/45 180 193
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP8 5.440% 5/15/45 225 241
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC18 5.440% 6/12/47 851 915
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC20 5.794% 2/12/51 1,515 1,664
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC20 6.082% 2/12/51 295 327
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-LDP11 5.981% 6/15/49 575 623

 

 

7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-LDP12 5.882% 2/15/51 1,675 1,827
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C6 3.507% 5/15/45 550 568
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C8 2.829% 10/15/45 1,735 1,699
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-CIBX 3.483% 6/15/45 433 446
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.142% 12/15/47 146 145
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.372% 12/15/47 109 108
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.674% 12/15/46 150 156
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.881% 12/15/46 200 208
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.166% 12/15/46 300 319
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.517% 12/15/46 150 161
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 5.111% 12/15/46 150 162
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-LC11 2.960% 4/15/46 173 169
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 2.872% 7/15/47 175 179
7 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 3.805% 7/15/47 75 77
7 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 3.664% 7/15/45 122 126
7 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 4.162% 7/15/45 81 85
7 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 3.761% 8/15/46 240 252
7 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.133% 8/15/46 790 838
7 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.409% 8/15/46 220 234
7 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 1.233% 11/15/45 133 133
7 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 2.977% 11/15/45 680 701
7 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 3.659% 11/15/45 65 68
7 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.131% 11/15/45 435 462
7 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.420% 11/15/45 275 293
7 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.003% 1/15/47 250 257
7 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.705% 1/15/47 188 196
7 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.199% 1/15/47 625 667
7 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.458% 1/15/47 125 133

 

 

7 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 5.050% 1/15/47 188 202
7 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.079% 2/15/47 474 500
7 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.439% 2/15/47 93 99
7 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.969% 2/15/47 113 122
7 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.046% 4/15/47 175 180
7 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.669% 4/15/47 225 233
7 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.996% 4/15/47 225 236
7 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 4.243% 4/15/47 175 183
7 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 4.110% 9/15/47 175 181
7 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.428% 8/15/47 109 112
7 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.775% 8/15/47 100 103
7 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.996% 8/15/47 75 77
7 JPMBB Commercial Mortgage Securities        
Trust 2014-C22 3.801% 9/15/47 650 669
7 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 3.934% 9/15/47 319 331
7 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 4.202% 9/15/47 188 195
7 LB-UBS Commercial Mortgage Trust 2005-C1 4.742% 2/15/30 147 148
7 LB-UBS Commercial Mortgage Trust 2005-C2 5.150% 4/15/30 665 675
7 LB-UBS Commercial Mortgage Trust 2005-C5 5.057% 9/15/40 75 77
7 LB-UBS Commercial Mortgage Trust 2005-C7 5.197% 11/15/30 2,310 2,358
7 LB-UBS Commercial Mortgage Trust 2006-C1 5.217% 2/15/31 303 318
7 LB-UBS Commercial Mortgage Trust 2006-C3 5.661% 3/15/39 2,173 2,283
7 LB-UBS Commercial Mortgage Trust 2006-C6 5.372% 9/15/39 965 1,032
7 LB-UBS Commercial Mortgage Trust 2006-C6 5.413% 9/15/39 250 269
7 LB-UBS Commercial Mortgage Trust 2006-C7 5.347% 11/15/38 300 323
7 LB-UBS Commercial Mortgage Trust 2006-C7 5.378% 11/15/38 180 193
7 LB-UBS Commercial Mortgage Trust 2007-C1 5.424% 2/15/40 747 802
7 LB-UBS Commercial Mortgage Trust 2007-C2 5.430% 2/15/40 1,150 1,242
7 LB-UBS Commercial Mortgage Trust 2007-C7 5.866% 9/15/45 854 949
7 LB-UBS Commercial Mortgage Trust 2008-C1 6.320% 4/15/41 1,225 1,371
7 Mercedes-Benz Auto Lease Trust 2013-B 0.760% 7/15/19 100 100
7 Mercedes-Benz Auto Lease Trust 2014-A 0.900% 12/16/19 300 298
7 Mercedes-Benz Auto Receivables Trust 2013-        
1 0.780% 8/15/17 83 83
7 Mercedes-Benz Auto Receivables Trust 2013-        
1 1.130% 11/15/19 83 83
7 Mercedes-Benz Auto Receivables Trust 2014-        
1 0.870% 10/15/18 200 199
7 Mercedes-Benz Auto Receivables Trust 2014-        
1 1.310% 11/16/20 75 75
7 Merrill Lynch Mortgage Trust 2005-CIP1 5.107% 7/12/38 140 145
7 Merrill Lynch Mortgage Trust 2005-LC1 5.291% 1/12/44 1,779 1,849
7 Merrill Lynch Mortgage Trust 2005-MCP1 4.747% 6/12/43 937 952

 

 

7 Merrill Lynch Mortgage Trust 2006-C1 5.862% 5/12/39 1,735 1,839
7 Merrill Lynch Mortgage Trust 2006-C1 5.862% 5/12/39 100 107
7 Merrill Lynch Mortgage Trust 2006-C2 5.782% 8/12/43 245 263
7 Merrill Lynch Mortgage Trust 2007-C1 6.028% 6/12/50 1,895 2,086
7 Merrill Lynch Mortgage Trust 2008-C1 5.690% 2/12/51 1,314 1,445
7 ML-CFC Commercial Mortgage Trust 2006-2 6.066% 6/12/46 889 944
7 ML-CFC Commercial Mortgage Trust 2006-3 5.456% 7/12/46 160 171
7 ML-CFC Commercial Mortgage Trust 2006-4 5.204% 12/12/49 275 297
7 ML-CFC Commercial Mortgage Trust 2007-5 5.378% 8/12/48 1,635 1,745
7 ML-CFC Commercial Mortgage Trust 2007-9 5.700% 9/12/49 517 570
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2012-C5 3.176% 8/15/45 175 176
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C10 4.218% 7/15/46 2,000 2,128
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C11 4.365% 8/15/46 240 257
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C11 4.565% 8/15/46 120 128
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C12 3.001% 10/15/46 320 330
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C12 4.259% 10/15/46 445 477
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 2.936% 11/15/46 150 154
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 4.039% 11/15/46 300 314
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 4.907% 11/15/46 150 161
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C7 2.918% 2/15/46 179 175
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C7 3.214% 2/15/46 36 36
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C8 3.134% 12/15/48 225 223
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C8 3.376% 12/15/48 100 99
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C9 3.102% 5/15/46 150 148
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C9 3.456% 5/15/46 125 124
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 1.250% 2/15/47 140 139
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 2.916% 2/15/47 175 179
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 3.669% 2/15/47 375 391
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 4.064% 2/15/47 375 393
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 4.806% 2/15/47 150 159
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 2.849% 6/15/47 75 77
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 3.477% 6/15/47 75 77
7 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 3.892% 6/15/47 325 336

 

 

7 Morgan Stanley Bank of America Merrill Lynch        
  Trust 2014-C16 4.484% 6/15/47 125 129
7 Morgan Stanley Bank of America Merrill Lynch        
  Trust 2014-C18 3.194% 10/15/47 400 412
7 Morgan Stanley Bank of America Merrill Lynch        
  Trust 2014-C18 3.923% 10/15/47 100 103
7 Morgan Stanley Bank of America Merrill Lynch        
  Trust 2014-C18 4.446% 10/15/47 125 129
7 Morgan Stanley Capital I Trust 2005-HQ5 5.168% 1/14/42 229 230
7 Morgan Stanley Capital I Trust 2005-HQ6 4.989% 8/13/42 1,715 1,745
7 Morgan Stanley Capital I Trust 2005-HQ6 5.073% 8/13/42 180 185
7 Morgan Stanley Capital I Trust 2005-HQ7 5.380% 11/14/42 841 863
7 Morgan Stanley Capital I Trust 2005-IQ10 5.230% 9/15/42 1,084 1,113
7 Morgan Stanley Capital I Trust 2005-IQ9 4.770% 7/15/56 170 171
7 Morgan Stanley Capital I Trust 2005-TOP17 4.780% 12/13/41 105 105
7 Morgan Stanley Capital I Trust 2005-TOP17 4.840% 12/13/41 65 66
7 Morgan Stanley Capital I Trust 2005-TOP19 4.985% 6/12/47 430 439
7 Morgan Stanley Capital I Trust 2006-HQ10 5.328% 11/12/41 1,856 1,994
7 Morgan Stanley Capital I Trust 2006-HQ10 5.360% 11/12/41 375 403
7 Morgan Stanley Capital I Trust 2006-HQ8 5.596% 3/12/44 1,026 1,065
7 Morgan Stanley Capital I Trust 2006-HQ8 5.645% 3/12/44 375 395
7 Morgan Stanley Capital I Trust 2006-HQ9 5.773% 7/12/44 250 268
7 Morgan Stanley Capital I Trust 2006-HQ9 5.793% 7/12/44 225 238
7 Morgan Stanley Capital I Trust 2006-IQ11 5.829% 10/15/42 715 744
7 Morgan Stanley Capital I Trust 2006-IQ11 5.833% 10/15/42 30 32
7 Morgan Stanley Capital I Trust 2006-IQ11 5.833% 10/15/42 200 209
7 Morgan Stanley Capital I Trust 2006-IQ12 5.332% 12/15/43 644 693
7 Morgan Stanley Capital I Trust 2006-IQ12 5.370% 12/15/43 150 161
7 Morgan Stanley Capital I Trust 2006-TOP21 5.204% 10/12/52 550 575
7 Morgan Stanley Capital I Trust 2006-TOP23 5.984% 8/12/41 110 119
7 Morgan Stanley Capital I Trust 2007-IQ14 5.654% 4/15/49 39 40
7 Morgan Stanley Capital I Trust 2007-IQ14 5.692% 4/15/49 1,385 1,509
7 Morgan Stanley Capital I Trust 2007-IQ16 5.809% 12/12/49 1,462 1,596
7 Morgan Stanley Capital I Trust 2007-IQ16 6.293% 12/12/49 225 250
7 Morgan Stanley Capital I Trust 2007-TOP25 5.544% 11/12/49 340 366
7 Morgan Stanley Capital I Trust 2007-TOP27 5.831% 6/11/42 1,195 1,311
7 Morgan Stanley Capital I Trust 2007-TOP27 5.831% 6/11/42 300 330
7 Morgan Stanley Capital I Trust 2008-TOP29 6.455% 1/11/43 635 715
7 Morgan Stanley Capital I Trust 2012-C4 3.244% 3/15/45 650 657
7 Nissan Auto Receivables 2012-B Owner Trust 0.660% 12/17/18 295 294
7 Nissan Auto Receivables 2013-A Owner Trust 0.500% 5/15/17 299 299
7 Nissan Auto Receivables 2013-A Owner Trust 0.750% 7/15/19 675 671
7 Nissan Auto Receivables 2013-B Owner Trust 0.840% 11/15/17 165 165
7 Nissan Auto Receivables 2013-B Owner Trust 1.310% 10/15/19 120 120
7 Nissan Auto Receivables 2013-C Owner Trust 0.670% 8/15/18 300 299
7 Nissan Auto Receivables 2013-C Owner Trust 1.300% 6/15/20 225 224
7 Nissan Auto Receivables 2014-A Owner Trust 0.720% 8/15/18 175 174
7 Nissan Auto Receivables 2014-A Owner Trust 1.340% 8/17/20 200 199
7 PSE&G Transition Funding LLC Series 2001-        
  1 6.890% 12/15/17 2,105 2,199
10 Royal Bank of Canada 3.125% 4/14/15 425 431
7 Royal Bank of Canada 0.625% 12/5/16 500 500
7 Royal Bank of Canada 1.200% 9/19/18 850 844
7 Royal Bank of Canada 2.000% 10/1/19 2,000 2,008
7 Santander Drive Auto Receivables Trust        
  2013-1 0.620% 6/15/17 184 184

 

 

7 Santander Drive Auto Receivables Trust        
2013-2 0.700% 9/15/17 292 292
7 Santander Drive Auto Receivables Trust        
2013-3 0.700% 10/16/17 195 195
7 Santander Drive Auto Receivables Trust        
2013-4 1.110% 12/15/17 150 150
7 Santander Drive Auto Receivables Trust        
2013-4 0.870% 1/16/18 300 298
7 Santander Drive Auto Receivables Trust        
2013-4 1.590% 10/15/18 300 300
7 Santander Drive Auto Receivables Trust        
2014-2 0.800% 4/16/18 100 99
7 Santander Drive Auto Receivables Trust        
2014-3 0.810% 7/16/18 75 75
7 Santander Drive Auto Receivables Trust        
2014-4 1.080% 9/17/18 200 200
7 TIAA Seasoned Commercial Mortgage Trust        
2007-C4 5.573% 8/15/39 160 166
7 Toyota Auto Receivables 2012-A Owner Trust 0.990% 8/15/17 633 636
7 Toyota Auto Receivables 2013-A Owner Trust 0.550% 1/17/17 70 70
7 Toyota Auto Receivables 2013-A Owner Trust 0.690% 11/15/18 145 145
7 Toyota Auto Receivables 2014-A Owner Trust 0.670% 12/15/17 325 323
7 Toyota Auto Receivables 2014-A Owner Trust 1.180% 6/17/19 100 100
7 Toyota Auto Receivables 2014-B Owner Trust 0.760% 3/15/18 100 100
7 Toyota Auto Receivables 2014-B Owner Trust 1.310% 9/16/19 100 100
7 UBS-Barclays Commercial Mortgage Trust        
2013-C5 3.185% 3/10/46 290 289
7 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.244% 4/10/46 175 174
7 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.469% 4/10/46 75 75
7 USAA Auto Owner Trust 2014-1 0.580% 12/15/17 150 149
7 USAA Auto Owner Trust 2014-1 0.940% 5/15/19 75 74
7 Volkswagen Auto Lease Trust 0.800% 4/20/17 120 119
7 Volkswagen Auto Lease Trust 0.990% 7/20/18 120 119
7 Volkswagen Auto Loan Enhanced Trust 2012-        
1 1.150% 7/20/18 724 728
7 Volkswagen Auto Loan Enhanced Trust 2013-        
2 0.700% 4/20/18 150 149
7 Volkswagen Auto Loan Enhanced Trust 2013-        
2 1.160% 3/20/20 75 74
7 Volkswagen Auto Loan Enhanced Trust 2014-        
1 0.910% 10/22/18 250 249
7 Volkswagen Auto Loan Enhanced Trust 2014-        
1 1.450% 9/21/20 225 224
7 Wachovia Bank Commercial Mortgage Trust        
Series 2004-C15 4.803% 10/15/41 184 184
7 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C17 5.083% 3/15/42 295 298
7 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C17 5.224% 3/15/42 125 127
7 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C19 4.699% 5/15/44 952 970
7 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C19 4.750% 5/15/44 65 67
7 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C19 4.793% 5/15/44 150 153

 

 

7 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C20 5.118% 7/15/42 665 682
7 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C21 5.414% 10/15/44 856 882
7 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C21 5.414% 10/15/44 60 62
7 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C22 5.449% 12/15/44 1,481 1,533
7 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C22 5.499% 12/15/44 50 52
7 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C25 5.896% 5/15/43 678 714
7 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C26 6.170% 6/15/45 121 130
7 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C27 5.765% 7/15/45 782 827
7 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C29 5.339% 11/15/48 375 404
7 Wells Fargo Commercial Mortgage Trust        
2012-LC5 2.918% 10/15/45 225 222
7 Wells Fargo Commercial Mortgage Trust        
2014-LC16 2.819% 8/15/50 125 127
7 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.477% 8/15/50 100 103
7 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.817% 8/15/50 300 309
7 Wells Fargo Commercial Mortgage Trust        
2014-LC16 4.020% 8/15/50 50 51
7 WFRBS Commercial Mortgage Trust 2012-C6 3.440% 4/15/45 450 462
7 WFRBS Commercial Mortgage Trust 2012-C7 3.431% 6/15/45 300 306
7 WFRBS Commercial Mortgage Trust 2012-C7 4.090% 6/15/45 250 262
7 WFRBS Commercial Mortgage Trust 2012-C8 3.001% 8/15/45 175 174
7 WFRBS Commercial Mortgage Trust 2012-C9 2.870% 11/15/45 365 358
7 WFRBS Commercial Mortgage Trust 2013-        
C11 3.071% 3/15/45 251 247
7 WFRBS Commercial Mortgage Trust 2013-        
C12 3.198% 3/15/48 109 108
7 WFRBS Commercial Mortgage Trust 2013-        
C12 3.560% 3/15/48 52 52
7 WFRBS Commercial Mortgage Trust 2013-        
C13 3.001% 5/15/45 222 217
7 WFRBS Commercial Mortgage Trust 2013-        
C13 3.345% 5/15/45 44 43
7 WFRBS Commercial Mortgage Trust 2013-        
C14 3.337% 6/15/46 400 400
7 WFRBS Commercial Mortgage Trust 2013-        
C14 3.488% 6/15/46 200 200
7 WFRBS Commercial Mortgage Trust 2013-        
C15 3.720% 8/15/46 160 167
7 WFRBS Commercial Mortgage Trust 2013-        
C15 4.153% 8/15/46 650 690
7 WFRBS Commercial Mortgage Trust 2013-        
C15 4.358% 8/15/46 160 170
7 WFRBS Commercial Mortgage Trust 2013-        
C16 3.223% 9/15/46 290 302
7 WFRBS Commercial Mortgage Trust 2013-        
C16 3.963% 9/15/46 180 191

 

 

7 WFRBS Commercial Mortgage Trust 2013-        
C16 4.415% 9/15/46 180 195
7 WFRBS Commercial Mortgage Trust 2013-        
C16 4.668% 9/15/46 290 315
7 WFRBS Commercial Mortgage Trust 2013-        
C17 2.921% 12/15/46 100 102
7 WFRBS Commercial Mortgage Trust 2013-        
C17 3.558% 12/15/46 100 103
7 WFRBS Commercial Mortgage Trust 2013-        
C17 4.023% 12/15/46 100 105
7 WFRBS Commercial Mortgage Trust 2013-        
C17 4.255% 12/15/46 100 105
7 WFRBS Commercial Mortgage Trust 2013-        
C17 4.788% 12/15/46 100 107
7 WFRBS Commercial Mortgage Trust 2013-        
C18 3.027% 12/15/46 100 103
7 WFRBS Commercial Mortgage Trust 2013-        
C18 3.651% 12/15/46 200 208
7 WFRBS Commercial Mortgage Trust 2013-        
C18 4.162% 12/15/46 1,436 1,529
7 WFRBS Commercial Mortgage Trust 2013-        
C18 4.387% 12/15/46 50 53
7 WFRBS Commercial Mortgage Trust 2013-        
C18 4.829% 12/15/46 75 80
7 WFRBS Commercial Mortgage Trust 2013-        
UBS1 2.927% 3/15/46 250 257
7 WFRBS Commercial Mortgage Trust 2013-        
UBS1 3.591% 3/15/46 150 155
7 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.079% 3/15/46 175 185
7 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.787% 3/15/46 50 54
7 WFRBS Commercial Mortgage Trust 2014-        
C19 1.233% 3/15/47 69 69
7 WFRBS Commercial Mortgage Trust 2014-        
C19 3.618% 3/15/47 50 52
7 WFRBS Commercial Mortgage Trust 2014-        
C19 3.660% 3/15/47 75 78
7 WFRBS Commercial Mortgage Trust 2014-        
C19 4.101% 3/15/47 175 185
7 WFRBS Commercial Mortgage Trust 2014-        
C19 4.723% 3/15/47 50 53
7 WFRBS Commercial Mortgage Trust 2014-        
C20 3.036% 5/15/47 100 103
7 WFRBS Commercial Mortgage Trust 2014-        
C20 3.638% 5/15/47 100 104
7 WFRBS Commercial Mortgage Trust 2014-        
C20 3.995% 5/15/47 125 131
7 WFRBS Commercial Mortgage Trust 2014-        
C20 4.176% 5/15/47 125 130
7 WFRBS Commercial Mortgage Trust 2014-        
C21 3.678% 8/15/47 425 434
7 WFRBS Commercial Mortgage Trust 2014-        
C22 3.752% 9/15/57 600 614
7 WFRBS Commercial Mortgage Trust 2014-        
C22 4.371% 9/15/57 100 102

 

 

7 WFRBS Commercial Mortgage Trust 2014-        
C23 3.636% 10/15/57 99 102
7 WFRBS Commercial Mortgage Trust 2014-        
C23 3.917% 10/15/57 125 129
7 WFRBS Commercial Mortgage Trust 2014-        
C23 4.210% 10/15/57 75 77
7 WFRBS Commercial Mortgage Trust 2014-        
LC14 1.193% 3/15/47 219 218
7 WFRBS Commercial Mortgage Trust 2014-        
LC14 2.862% 3/15/47 120 123
7 WFRBS Commercial Mortgage Trust 2014-        
LC14 3.522% 3/15/47 300 310
7 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.045% 3/15/47 725 758
7 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.351% 3/15/47 300 317
7 World Omni Auto Receivables Trust 2012-B 0.810% 1/15/19 200 199
7 World Omni Auto Receivables Trust 2013-B 0.830% 8/15/18 150 151
7 World Omni Auto Receivables Trust 2013-B 1.320% 1/15/20 75 75
7 World Omni Auto Receivables Trust 2014-A 0.940% 4/15/19 200 199
7 World Omni Auto Receivables Trust 2014-A 1.530% 6/15/20 200 199
7 World Omni Automobile Lease Securitization        
Trust 2013-A 1.100% 12/15/16 210 211
7 World Omni Automobile Lease Securitization        
Trust 2014-A 1.160% 9/15/17 200 200
7 World Omni Automobile Lease Securitization        
Trust 2014-A 1.370% 1/15/20 50 50
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $281,098)   289,028
Corporate Bonds (10.3%)        
Finance (3.3%)        
Banking (2.2%)        
Abbey National Treasury Services plc 4.000% 4/27/16 665 696
Abbey National Treasury Services plc 1.375% 3/13/17 800 799
Abbey National Treasury Services plc 3.050% 8/23/18 525 544
Abbey National Treasury Services plc 2.350% 9/10/19 675 668
Abbey National Treasury Services plc 4.000% 3/13/24 700 710
American Express Bank FSB 6.000% 9/13/17 225 253
American Express Centurion Bank 5.950% 6/12/17 75 84
American Express Centurion Bank 6.000% 9/13/17 1,750 1,970
American Express Co. 5.500% 9/12/16 350 380
American Express Co. 6.150% 8/28/17 535 602
American Express Co. 7.000% 3/19/18 2,200 2,562
American Express Co. 2.650% 12/2/22 1,472 1,423
American Express Co. 4.050% 12/3/42 121 114
7 American Express Co. 6.800% 9/1/66 450 480
American Express Credit Corp. 2.750% 9/15/15 985 1,006
American Express Credit Corp. 1.300% 7/29/16 275 276
American Express Credit Corp. 2.800% 9/19/16 425 439
American Express Credit Corp. 2.375% 3/24/17 825 845
American Express Credit Corp. 1.125% 6/5/17 700 695
American Express Credit Corp. 2.125% 7/27/18 550 554
American Express Credit Corp. 2.125% 3/18/19 2,200 2,190
Associates Corp. of North America 6.950% 11/1/18 500 587
Australia & New Zealand Banking Group Ltd. 0.900% 2/12/16 475 477
Australia & New Zealand Banking Group Ltd. 1.250% 6/13/17 150 150
Australia & New Zealand Banking Group Ltd. 1.875% 10/6/17 250 252
Australia & New Zealand Banking Group Ltd. 1.450% 5/15/18 1,650 1,625

 

 

Australia & New Zealand Banking Group Ltd. 2.250% 6/13/19 300 298
Bank of America Corp. 3.700% 9/1/15 1,030 1,057
Bank of America Corp. 1.500% 10/9/15 900 906
Bank of America Corp. 5.250% 12/1/15 275 288
Bank of America Corp. 1.250% 1/11/16 700 703
Bank of America Corp. 3.625% 3/17/16 275 285
Bank of America Corp. 6.050% 5/16/16 1,095 1,176
Bank of America Corp. 3.750% 7/12/16 1,030 1,075
Bank of America Corp. 6.500% 8/1/16 1,370 1,495
Bank of America Corp. 5.750% 8/15/16 275 296
Bank of America Corp. 7.800% 9/15/16 300 336
Bank of America Corp. 5.625% 10/14/16 1,525 1,656
Bank of America Corp. 1.350% 11/21/16 400 401
Bank of America Corp. 5.420% 3/15/17 775 839
Bank of America Corp. 3.875% 3/22/17 1,750 1,843
Bank of America Corp. 5.700% 5/2/17 715 782
Bank of America Corp. 1.700% 8/25/17 600 598
Bank of America Corp. 6.400% 8/28/17 1,370 1,542
Bank of America Corp. 6.000% 9/1/17 250 279
Bank of America Corp. 5.750% 12/1/17 895 995
Bank of America Corp. 2.000% 1/11/18 2,650 2,635
Bank of America Corp. 6.875% 4/25/18 2,330 2,694
Bank of America Corp. 5.650% 5/1/18 6,450 7,175
Bank of America Corp. 2.600% 1/15/19 5,900 5,884
Bank of America Corp. 5.490% 3/15/19 200 221
Bank of America Corp. 2.650% 4/1/19 2,450 2,441
Bank of America Corp. 7.625% 6/1/19 1,124 1,358
Bank of America Corp. 5.625% 7/1/20 1,460 1,649
Bank of America Corp. 5.875% 1/5/21 145 166
Bank of America Corp. 5.000% 5/13/21 205 226
Bank of America Corp. 5.700% 1/24/22 500 569
Bank of America Corp. 3.300% 1/11/23 2,400 2,333
Bank of America Corp. 4.125% 1/22/24 1,400 1,424
Bank of America Corp. 4.000% 4/1/24 1,350 1,363
Bank of America Corp. 6.110% 1/29/37 535 612
Bank of America Corp. 7.750% 5/14/38 2,340 3,245
Bank of America Corp. 5.875% 2/7/42 1,150 1,362
Bank of America Corp. 5.000% 1/21/44 2,200 2,303
Bank of America Corp. 4.875% 4/1/44 550 569
Bank of America NA 1.125% 11/14/16 825 825
Bank of America NA 5.300% 3/15/17 1,675 1,814
Bank of America NA 6.100% 6/15/17 350 390
Bank of America NA 6.000% 10/15/36 350 423
Bank of Montreal 0.800% 11/6/15 425 426
Bank of Montreal 1.300% 7/15/16 700 706
Bank of Montreal 2.500% 1/11/17 1,425 1,471
Bank of Montreal 1.300% 7/14/17 400 400
Bank of Montreal 1.450% 4/9/18 500 495
Bank of Montreal 2.375% 1/25/19 575 582
Bank of Montreal 2.550% 11/6/22 450 434
Bank of New York Mellon Corp. 0.700% 10/23/15 200 200
Bank of New York Mellon Corp. 2.500% 1/15/16 450 461
Bank of New York Mellon Corp. 2.300% 7/28/16 486 499
Bank of New York Mellon Corp. 2.400% 1/17/17 1,850 1,901
Bank of New York Mellon Corp. 1.969% 6/20/17 200 203
Bank of New York Mellon Corp. 1.300% 1/25/18 1,100 1,085
Bank of New York Mellon Corp. 2.100% 1/15/19 325 324

 

 

Bank of New York Mellon Corp. 2.200% 3/4/19 225 225
Bank of New York Mellon Corp. 5.450% 5/15/19 350 398
Bank of New York Mellon Corp. 2.300% 9/11/19 1,900 1,886
Bank of New York Mellon Corp. 4.600% 1/15/20 400 440
Bank of New York Mellon Corp. 3.550% 9/23/21 625 650
Bank of New York Mellon Corp. 3.650% 2/4/24 150 153
Bank of New York Mellon Corp. 3.250% 9/11/24 600 590
Bank of Nova Scotia 2.050% 10/7/15 125 127
Bank of Nova Scotia 0.750% 10/9/15 1,450 1,455
Bank of Nova Scotia 2.900% 3/29/16 105 108
Bank of Nova Scotia 1.375% 7/15/16 1,275 1,286
Bank of Nova Scotia 1.100% 12/13/16 1,100 1,102
Bank of Nova Scotia 2.550% 1/12/17 875 902
Bank of Nova Scotia 1.300% 7/21/17 425 423
Bank of Nova Scotia 1.375% 12/18/17 275 273
Bank of Nova Scotia 1.450% 4/25/18 1,625 1,603
Bank of Nova Scotia 2.050% 10/30/18 450 450
Bank of Nova Scotia 2.050% 6/5/19 550 544
Bank of Nova Scotia 2.125% 9/11/19 900 897
Bank of Nova Scotia 4.375% 1/13/21 105 115
Bank of Nova Scotia 2.800% 7/21/21 475 471
Barclays Bank plc 5.000% 9/22/16 385 414
Barclays Bank plc 6.750% 5/22/19 1,385 1,646
Barclays Bank plc 5.125% 1/8/20 1,260 1,403
Barclays Bank plc 5.140% 10/14/20 105 114
Barclays Bank plc 3.750% 5/15/24 1,300 1,292
BB&T Corp. 5.200% 12/23/15 205 216
BB&T Corp. 3.200% 3/15/16 185 191
BB&T Corp. 3.950% 4/29/16 1,250 1,313
BB&T Corp. 2.150% 3/22/17 450 458
BB&T Corp. 1.450% 1/12/18 550 544
BB&T Corp. 2.050% 6/19/18 350 351
BB&T Corp. 2.250% 2/1/19 200 200
BB&T Corp. 6.850% 4/30/19 1,250 1,491
BBVA US Senior SAU 4.664% 10/9/15 1,225 1,270
Bear Stearns Cos. LLC 5.300% 10/30/15 985 1,033
Bear Stearns Cos. LLC 6.400% 10/2/17 1,300 1,472
Bear Stearns Cos. LLC 7.250% 2/1/18 1,085 1,262
BNP Paribas SA 3.600% 2/23/16 855 886
BNP Paribas SA 1.250% 12/12/16 1,650 1,654
BNP Paribas SA 2.375% 9/14/17 775 789
BNP Paribas SA 2.700% 8/20/18 150 153
BNP Paribas SA 2.400% 12/12/18 875 878
BNP Paribas SA 2.450% 3/17/19 1,200 1,206
BNP Paribas SA 5.000% 1/15/21 2,810 3,129
BNP Paribas SA 3.250% 3/3/23 675 665
BPCE SA 1.625% 2/10/17 750 757
BPCE SA 2.500% 12/10/18 650 653
BPCE SA 2.500% 7/15/19 700 696
BPCE SA 4.000% 4/15/24 1,200 1,209
Branch Banking & Trust Co. 5.625% 9/15/16 350 379
Branch Banking & Trust Co. 1.450% 10/3/16 200 202
Branch Banking & Trust Co. 1.050% 12/1/16 1,475 1,475
Branch Banking & Trust Co. 1.350% 10/1/17 300 298
Branch Banking & Trust Co. 3.800% 10/30/26 1,400 1,393
Canadian Imperial Bank of Commerce 0.900% 10/1/15 350 351
Canadian Imperial Bank of Commerce 2.350% 12/11/15 95 97

 

 

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 1.300% 6/5/17 550 546
Capital One Bank USA NA 1.500% 3/22/18 600 590
Capital One Bank USA NA 2.150% 11/21/18 300 298
Capital One Bank USA NA 2.300% 6/5/19 900 890
Capital One Bank USA NA 8.800% 7/15/19 625 796
Capital One Bank USA NA 2.400% 9/5/19 350 347
Capital One Bank USA NA 3.375% 2/15/23 1,140 1,116
Capital One Financial Corp. 3.150% 7/15/16 805 834
Capital One Financial Corp. 6.150% 9/1/16 175 191
Capital One Financial Corp. 5.250% 2/21/17 50 54
Capital One Financial Corp. 6.750% 9/15/17 130 148
Capital One Financial Corp. 2.450% 4/24/19 1,800 1,793
Capital One Financial Corp. 4.750% 7/15/21 280 305
Capital One Financial Corp. 3.500% 6/15/23 82 81
Capital One Financial Corp. 3.750% 4/24/24 1,000 1,004
Capital One NA 1.500% 9/5/17 300 299
7,10 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 1,700 2,014
Citigroup Inc. 4.587% 12/15/15 810 846
Citigroup Inc. 5.300% 1/7/16 275 290
Citigroup Inc. 1.250% 1/15/16 1,500 1,508
Citigroup Inc. 3.953% 6/15/16 435 457
Citigroup Inc. 5.850% 8/2/16 185 200
Citigroup Inc. 1.300% 11/15/16 3,600 3,602
Citigroup Inc. 4.450% 1/10/17 1,800 1,918
Citigroup Inc. 5.500% 2/15/17 115 125
Citigroup Inc. 1.550% 8/14/17 575 571
Citigroup Inc. 6.125% 11/21/17 3,490 3,937
Citigroup Inc. 6.125% 5/15/18 3,526 3,995
Citigroup Inc. 2.500% 9/26/18 1,825 1,837
Citigroup Inc. 2.550% 4/8/19 275 275
Citigroup Inc. 8.500% 5/22/19 2,525 3,156
Citigroup Inc. 2.500% 7/29/19 725 718
Citigroup Inc. 5.375% 8/9/20 1,195 1,351
Citigroup Inc. 4.050% 7/30/22 125 127
Citigroup Inc. 3.500% 5/15/23 475 456
Citigroup Inc. 3.875% 10/25/23 1,000 1,016
Citigroup Inc. 3.750% 6/16/24 725 722
Citigroup Inc. 4.000% 8/5/24 725 710
Citigroup Inc. 5.500% 9/13/25 1,125 1,224
Citigroup Inc. 6.625% 1/15/28 800 985
Citigroup Inc. 5.875% 2/22/33 520 583
Citigroup Inc. 6.000% 10/31/33 425 482
Citigroup Inc. 5.850% 12/11/34 167 194
Citigroup Inc. 6.125% 8/25/36 1,565 1,792
Citigroup Inc. 6.875% 3/5/38 1,742 2,287
Citigroup Inc. 8.125% 7/15/39 1,125 1,658
Citigroup Inc. 5.875% 1/30/42 125 150
Citigroup Inc. 5.300% 5/6/44 3,225 3,331
Comerica Bank 5.200% 8/22/17 300 329
Comerica Inc. 3.000% 9/16/15 375 383
Commonwealth Bank of Australia 1.950% 3/16/15 800 806
Commonwealth Bank of Australia 1.400% 9/8/17 850 847
Commonwealth Bank of Australia 1.900% 9/18/17 250 252
Commonwealth Bank of Australia 2.500% 9/20/18 900 918
Commonwealth Bank of Australia 2.250% 3/13/19 225 226

 

 

Commonwealth Bank of Australia 2.300% 9/6/19 500 496
Compass Bank 1.850% 9/29/17 225 225
Compass Bank 6.400% 10/1/17 150 165
Compass Bank 2.750% 9/29/19 225 225
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 2.125% 10/13/15 420 427
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.375% 1/19/17 1,175 1,233
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 1.700% 3/19/18 1,025 1,021
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 2.250% 1/14/19 1,000 1,007
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 4.500% 1/11/21 1,560 1,706
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.875% 2/8/22 1,225 1,285
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.950% 11/9/22 1,975 1,991
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 4.625% 12/1/23 1,675 1,737
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 5.250% 5/24/41 135 152
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 5.750% 12/1/43 700 794
Credit Suisse 1.375% 5/26/17 2,600 2,587
Credit Suisse 6.000% 2/15/18 975 1,090
Credit Suisse 2.300% 5/28/19 2,275 2,257
Credit Suisse 5.300% 8/13/19 475 537
Credit Suisse 5.400% 1/14/20 200 223
Credit Suisse 4.375% 8/5/20 865 937
Credit Suisse 3.625% 9/9/24 575 567
Credit Suisse USA Inc. 5.375% 3/2/16 120 128
Credit Suisse USA Inc. 5.850% 8/16/16 500 545
Credit Suisse USA Inc. 7.125% 7/15/32 465 635
Deutsche Bank AG 3.250% 1/11/16 805 828
Deutsche Bank AG 1.400% 2/13/17 200 200
Deutsche Bank AG 1.350% 5/30/17 1,300 1,291
Deutsche Bank AG 6.000% 9/1/17 2,360 2,643
Deutsche Bank AG 2.500% 2/13/19 725 730
Deutsche Bank AG 3.700% 5/30/24 875 868
7 Deutsche Bank AG 4.296% 5/24/28 850 813
Discover Bank 2.000% 2/21/18 1,100 1,095
Discover Bank 7.000% 4/15/20 250 296
Discover Bank 3.200% 8/9/21 350 344
Discover Bank 4.250% 3/13/26 1,125 1,152
Discover Financial Services 3.850% 11/21/22 225 226
Fifth Third Bancorp 3.500% 3/15/22 825 841
Fifth Third Bancorp 4.300% 1/16/24 975 1,007
Fifth Third Bancorp 8.250% 3/1/38 910 1,336
Fifth Third Bank 0.900% 2/26/16 300 300
Fifth Third Bank 1.150% 11/18/16 250 250
Fifth Third Bank 1.350% 6/1/17 300 299
Fifth Third Bank 2.375% 4/25/19 600 601
Fifth Third Bank 2.875% 10/1/21 450 443
First Horizon National Corp. 5.375% 12/15/15 1,050 1,100
First Niagara Financial Group Inc. 6.750% 3/19/20 75 86
FirstMerit Corp. 4.350% 2/4/23 125 130

 

 

Goldman Sachs Capital I 6.345% 2/15/34 900 1,023
Goldman Sachs Group Inc. 1.600% 11/23/15 400 403
Goldman Sachs Group Inc. 5.350% 1/15/16 200 211
Goldman Sachs Group Inc. 3.625% 2/7/16 8,515 8,798
Goldman Sachs Group Inc. 5.750% 10/1/16 520 564
Goldman Sachs Group Inc. 5.625% 1/15/17 830 901
Goldman Sachs Group Inc. 6.250% 9/1/17 645 724
Goldman Sachs Group Inc. 5.950% 1/18/18 2,285 2,558
Goldman Sachs Group Inc. 2.375% 1/22/18 1,225 1,237
Goldman Sachs Group Inc. 6.150% 4/1/18 100 113
Goldman Sachs Group Inc. 2.900% 7/19/18 3,950 4,046
Goldman Sachs Group Inc. 2.625% 1/31/19 2,000 1,995
Goldman Sachs Group Inc. 7.500% 2/15/19 1,420 1,695
Goldman Sachs Group Inc. 5.375% 3/15/20 1,195 1,331
Goldman Sachs Group Inc. 6.000% 6/15/20 1,615 1,854
Goldman Sachs Group Inc. 5.250% 7/27/21 1,675 1,856
Goldman Sachs Group Inc. 5.750% 1/24/22 3,925 4,462
Goldman Sachs Group Inc. 3.625% 1/22/23 1,000 993
Goldman Sachs Group Inc. 4.000% 3/3/24 1,400 1,407
Goldman Sachs Group Inc. 3.850% 7/8/24 1,325 1,322
Goldman Sachs Group Inc. 5.950% 1/15/27 1,480 1,688
Goldman Sachs Group Inc. 6.125% 2/15/33 1,320 1,580
Goldman Sachs Group Inc. 6.450% 5/1/36 1,125 1,310
Goldman Sachs Group Inc. 6.750% 10/1/37 2,045 2,435
Goldman Sachs Group Inc. 6.250% 2/1/41 2,090 2,514
Goldman Sachs Group Inc. 4.800% 7/8/44 975 979
HSBC Bank USA NA 4.875% 8/24/20 950 1,051
HSBC Bank USA NA 5.875% 11/1/34 675 817
HSBC Bank USA NA 5.625% 8/15/35 625 733
HSBC Bank USA NA 7.000% 1/15/39 300 407
HSBC Holdings plc 5.100% 4/5/21 1,310 1,479
HSBC Holdings plc 4.875% 1/14/22 225 248
HSBC Holdings plc 4.000% 3/30/22 700 737
HSBC Holdings plc 4.250% 3/14/24 1,000 1,014
HSBC Holdings plc 7.625% 5/17/32 400 539
HSBC Holdings plc 7.350% 11/27/32 400 519
HSBC Holdings plc 6.500% 5/2/36 385 472
HSBC Holdings plc 6.500% 9/15/37 1,885 2,310
HSBC Holdings plc 6.800% 6/1/38 825 1,047
HSBC Holdings plc 6.100% 1/14/42 200 253
HSBC Holdings plc 5.250% 3/14/44 500 526
HSBC USA Inc. 1.625% 1/16/18 1,925 1,916
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% 8/2/18 175 177
Huntington Bancshares Inc. 7.000% 12/15/20 450 539
Huntington National Bank 1.300% 11/20/16 300 300
Huntington National Bank 1.375% 4/24/17 1,100 1,098
Intesa Sanpaolo SPA 3.125% 1/15/16 825 843
Intesa Sanpaolo SPA 2.375% 1/13/17 1,000 1,012
Intesa Sanpaolo SPA 3.875% 1/16/18 525 544
Intesa Sanpaolo SPA 3.875% 1/15/19 1,600 1,658
Intesa Sanpaolo SPA 5.250% 1/12/24 625 669
JPMorgan Chase & Co. 3.400% 6/24/15 1,615 1,649
JPMorgan Chase & Co. 5.150% 10/1/15 1,230 1,283
JPMorgan Chase & Co. 1.100% 10/15/15 1,925 1,933
JPMorgan Chase & Co. 1.125% 2/26/16 2,000 2,008

 

 

JPMorgan Chase & Co. 3.450% 3/1/16 725 751
JPMorgan Chase & Co. 3.150% 7/5/16 1,055 1,092
JPMorgan Chase & Co. 2.000% 8/15/17 1,550 1,563
JPMorgan Chase & Co. 6.000% 1/15/18 4,240 4,774
JPMorgan Chase & Co. 1.800% 1/25/18 125 125
JPMorgan Chase & Co. 1.625% 5/15/18 1,375 1,354
JPMorgan Chase & Co. 2.350% 1/28/19 2,150 2,144
JPMorgan Chase & Co. 6.300% 4/23/19 2,285 2,649
JPMorgan Chase & Co. 4.400% 7/22/20 905 975
JPMorgan Chase & Co. 4.250% 10/15/20 1,175 1,254
JPMorgan Chase & Co. 4.625% 5/10/21 835 906
JPMorgan Chase & Co. 4.350% 8/15/21 2,005 2,146
JPMorgan Chase & Co. 4.500% 1/24/22 725 777
JPMorgan Chase & Co. 3.250% 9/23/22 2,425 2,394
JPMorgan Chase & Co. 3.200% 1/25/23 1,625 1,588
JPMorgan Chase & Co. 3.375% 5/1/23 3,325 3,179
JPMorgan Chase & Co. 3.875% 2/1/24 1,575 1,604
JPMorgan Chase & Co. 3.625% 5/13/24 275 273
JPMorgan Chase & Co. 3.875% 9/10/24 1,000 978
JPMorgan Chase & Co. 6.400% 5/15/38 1,910 2,397
JPMorgan Chase & Co. 5.500% 10/15/40 1,200 1,366
JPMorgan Chase & Co. 5.600% 7/15/41 950 1,091
JPMorgan Chase & Co. 5.400% 1/6/42 1,200 1,366
JPMorgan Chase & Co. 5.625% 8/16/43 400 445
JPMorgan Chase Bank NA 5.875% 6/13/16 725 785
JPMorgan Chase Bank NA 6.000% 10/1/17 660 738
KeyBank NA 5.450% 3/3/16 300 319
KeyBank NA 1.650% 2/1/18 450 448
KeyCorp 2.300% 12/13/18 400 400
KeyCorp 5.100% 3/24/21 1,310 1,460
Lloyds Bank plc 4.875% 1/21/16 405 425
Lloyds Bank plc 4.200% 3/28/17 400 428
Lloyds Bank plc 2.300% 11/27/18 800 802
Lloyds Bank plc 6.375% 1/21/21 1,875 2,234
Manufacturers & Traders Trust Co. 1.400% 7/25/17 450 450
Manufacturers & Traders Trust Co. 6.625% 12/4/17 600 687
Manufacturers & Traders Trust Co. 2.300% 1/30/19 550 552
Manufacturers & Traders Trust Co. 2.250% 7/25/19 800 796
Morgan Stanley 5.375% 10/15/15 1,165 1,220
Morgan Stanley 3.450% 11/2/15 2,000 2,057
Morgan Stanley 1.750% 2/25/16 125 126
Morgan Stanley 3.800% 4/29/16 2,135 2,224
Morgan Stanley 5.750% 10/18/16 425 462
Morgan Stanley 5.450% 1/9/17 1,385 1,505
Morgan Stanley 4.750% 3/22/17 1,120 1,204
Morgan Stanley 5.950% 12/28/17 1,110 1,243
Morgan Stanley 6.625% 4/1/18 3,235 3,705
Morgan Stanley 2.125% 4/25/18 2,925 2,930
Morgan Stanley 2.500% 1/24/19 1,675 1,675
Morgan Stanley 7.300% 5/13/19 1,390 1,660
Morgan Stanley 2.375% 7/23/19 2,500 2,459
Morgan Stanley 5.625% 9/23/19 1,715 1,931
Morgan Stanley 5.500% 1/26/20 525 591
Morgan Stanley 5.500% 7/24/20 650 732
Morgan Stanley 5.750% 1/25/21 1,335 1,517
Morgan Stanley 5.500% 7/28/21 375 422
Morgan Stanley 4.875% 11/1/22 875 922

 

 

Morgan Stanley 3.750% 2/25/23 950 950
Morgan Stanley 4.100% 5/22/23 2,025 2,017
Morgan Stanley 3.875% 4/29/24 1,950 1,945
Morgan Stanley 5.000% 11/24/25 1,000 1,046
Morgan Stanley 4.350% 9/8/26 800 787
Morgan Stanley 7.250% 4/1/32 705 940
Morgan Stanley 6.375% 7/24/42 1,525 1,910
MUFG Americas Holdings Corp. 3.500% 6/18/22 275 281
MUFG Union Bank NA 5.950% 5/11/16 450 483
MUFG Union Bank NA 1.500% 9/26/16 275 277
MUFG Union Bank NA 2.125% 6/16/17 125 127
MUFG Union Bank NA 2.625% 9/26/18 1,200 1,220
MUFG Union Bank NA 2.250% 5/6/19 300 298
Murray Street Investment Trust I 4.647% 3/9/17 725 776
National Australia Bank Ltd. 1.300% 7/25/16 700 705
National Australia Bank Ltd. 2.750% 3/9/17 425 440
National Australia Bank Ltd. 2.300% 7/25/18 750 761
National Australia Bank Ltd. 3.000% 1/20/23 325 319
National Bank of Canada 1.450% 11/7/17 225 224
National City Corp. 6.875% 5/15/19 310 368
Northern Trust Co. 6.500% 8/15/18 75 87
Northern Trust Corp. 2.375% 8/2/22 825 793
Northern Trust Corp. 3.950% 10/30/25 525 543
People's United Bank 4.000% 7/15/24 275 273
PNC Bank NA 0.800% 1/28/16 50 50
PNC Bank NA 4.875% 9/21/17 1,250 1,366
PNC Bank NA 1.500% 10/18/17 525 524
PNC Bank NA 6.000% 12/7/17 350 395
PNC Bank NA 2.250% 7/2/19 600 596
PNC Bank NA 2.400% 10/18/19 525 522
PNC Bank NA 2.950% 1/30/23 100 97
PNC Bank NA 3.800% 7/25/23 700 719
PNC Bank NA 4.200% 11/1/25 825 863
PNC Financial Services Group Inc. 2.854% 11/9/22 1,800 1,750
PNC Financial Services Group Inc. 3.900% 4/29/24 1,450 1,449
PNC Funding Corp. 5.250% 11/15/15 375 393
PNC Funding Corp. 2.700% 9/19/16 105 108
PNC Funding Corp. 6.700% 6/10/19 50 60
PNC Funding Corp. 5.125% 2/8/20 825 930
PNC Funding Corp. 4.375% 8/11/20 800 871
PNC Funding Corp. 3.300% 3/8/22 1,900 1,916
Regions Financial Corp. 2.000% 5/15/18 1,325 1,310
Royal Bank of Canada 1.150% 3/13/15 325 326
Royal Bank of Canada 0.800% 10/30/15 475 476
Royal Bank of Canada 2.625% 12/15/15 600 615
Royal Bank of Canada 2.875% 4/19/16 125 129
Royal Bank of Canada 2.300% 7/20/16 1,045 1,074
Royal Bank of Canada 1.450% 9/9/16 625 632
Royal Bank of Canada 1.250% 6/16/17 625 624
Royal Bank of Canada 1.500% 1/16/18 1,375 1,372
Royal Bank of Canada 2.200% 7/27/18 2,375 2,408
Royal Bank of Canada 2.200% 9/23/19 1,800 1,805
Royal Bank of Scotland Group plc 1.875% 3/31/17 400 400
Royal Bank of Scotland Group plc 6.400% 10/21/19 595 691
Royal Bank of Scotland plc 4.375% 3/16/16 470 492
Royal Bank of Scotland plc 5.625% 8/24/20 695 785
Royal Bank of Scotland plc 6.125% 1/11/21 920 1,070

 

 

Santander Holdings USA Inc. 4.625% 4/19/16 450 474
Santander Holdings USA Inc. 3.450% 8/27/18 625 652
Societe Generale SA 2.750% 10/12/17 550 564
Societe Generale SA 2.625% 10/1/18 450 458
State Street Bank & Trust Co. 5.300% 1/15/16 300 317
State Street Corp. 2.875% 3/7/16 515 532
State Street Corp. 4.956% 3/15/18 1,025 1,114
State Street Corp. 1.350% 5/15/18 150 147
State Street Corp. 4.375% 3/7/21 615 675
State Street Corp. 3.100% 5/15/23 400 388
State Street Corp. 3.700% 11/20/23 851 878
Sumitomo Mitsui Banking Corp. 1.350% 7/18/15 425 427
Sumitomo Mitsui Banking Corp. 1.300% 1/10/17 150 150
Sumitomo Mitsui Banking Corp. 1.350% 7/11/17 500 498
Sumitomo Mitsui Banking Corp. 1.800% 7/18/17 750 751
Sumitomo Mitsui Banking Corp. 1.500% 1/18/18 1,075 1,060
Sumitomo Mitsui Banking Corp. 2.450% 1/10/19 525 531
Sumitomo Mitsui Banking Corp. 2.250% 7/11/19 650 647
Sumitomo Mitsui Banking Corp. 3.200% 7/18/22 325 326
Sumitomo Mitsui Banking Corp. 3.950% 7/19/23 75 79
Sumitomo Mitsui Banking Corp. 3.950% 1/10/24 725 767
Sumitomo Mitsui Banking Corp. 3.400% 7/11/24 925 931
SunTrust Bank 7.250% 3/15/18 75 87
SunTrust Bank 2.750% 5/1/23 250 238
SunTrust Banks Inc. 3.600% 4/15/16 940 976
SunTrust Banks Inc. 3.500% 1/20/17 380 398
SunTrust Banks Inc. 2.350% 11/1/18 475 476
SunTrust Banks Inc. 2.500% 5/1/19 1,000 1,004
Svenska Handelsbanken AB 2.875% 4/4/17 1,250 1,298
Svenska Handelsbanken AB 1.625% 3/21/18 1,375 1,366
Svenska Handelsbanken AB 2.500% 1/25/19 775 789
Svenska Handelsbanken AB 2.250% 6/17/19 850 847
Synchrony Financial 1.875% 8/15/17 200 200
Synchrony Financial 3.000% 8/15/19 200 200
Synchrony Financial 3.750% 8/15/21 300 302
Synchrony Financial 4.250% 8/15/24 750 749
Toronto-Dominion Bank 2.500% 7/14/16 260 268
Toronto-Dominion Bank 2.375% 10/19/16 630 648
Toronto-Dominion Bank 1.125% 5/2/17 550 548
Toronto-Dominion Bank 1.400% 4/30/18 2,675 2,638
Toronto-Dominion Bank 2.125% 7/2/19 500 497
UBS AG 7.000% 10/15/15 750 796
UBS AG 5.875% 7/15/16 205 222
UBS AG 7.375% 6/15/17 200 225
UBS AG 1.375% 8/14/17 700 695
UBS AG 5.875% 12/20/17 2,215 2,493
UBS AG 5.750% 4/25/18 835 942
UBS AG 4.875% 8/4/20 1,025 1,141
US Bancorp 2.450% 7/27/15 145 147
US Bancorp 3.442% 2/1/16 1,680 1,732
US Bancorp 1.650% 5/15/17 325 328
US Bancorp 2.200% 4/25/19 1,100 1,099
US Bancorp 4.125% 5/24/21 915 987
US Bancorp 3.000% 3/15/22 575 575
US Bancorp 2.950% 7/15/22 375 365
US Bancorp 3.600% 9/11/24 150 150
US Bank NA 1.375% 9/11/17 1,250 1,249

 

 

Vesey Street Investment Trust I 4.404% 9/1/16 75 79
Wachovia Bank NA 6.000% 11/15/17 250 282
Wachovia Bank NA 5.850% 2/1/37 425 524
Wachovia Bank NA 6.600% 1/15/38 605 808
Wachovia Corp. 5.625% 10/15/16 500 544
Wachovia Corp. 5.750% 6/15/17 300 334
Wachovia Corp. 5.750% 2/1/18 985 1,111
Wachovia Corp. 7.500% 4/15/35 150 205
Wachovia Corp. 5.500% 8/1/35 200 228
Wachovia Corp. 6.550% 10/15/35 100 125
Wells Fargo & Co. 3.676% 6/15/16 580 607
Wells Fargo & Co. 1.250% 7/20/16 1,025 1,031
Wells Fargo & Co. 5.125% 9/15/16 740 796
Wells Fargo & Co. 2.625% 12/15/16 575 595
Wells Fargo & Co. 2.100% 5/8/17 425 433
Wells Fargo & Co. 1.150% 6/2/17 450 447
Wells Fargo & Co. 5.625% 12/11/17 2,135 2,388
Wells Fargo & Co. 1.500% 1/16/18 1,725 1,710
Wells Fargo & Co. 2.150% 1/15/19 500 499
Wells Fargo & Co. 2.125% 4/22/19 2,300 2,278
Wells Fargo & Co. 3.000% 1/22/21 2,050 2,064
Wells Fargo & Co. 4.600% 4/1/21 4,310 4,734
Wells Fargo & Co. 3.500% 3/8/22 1,600 1,635
Wells Fargo & Co. 3.450% 2/13/23 1,675 1,648
Wells Fargo & Co. 4.125% 8/15/23 1,550 1,599
Wells Fargo & Co. 4.100% 6/3/26 2,875 2,861
Wells Fargo & Co. 5.375% 11/2/43 2,200 2,414
Wells Fargo Bank NA 5.750% 5/16/16 250 269
Wells Fargo Bank NA 5.950% 8/26/36 550 687
7 Wells Fargo Capital X 5.950% 12/1/86 425 439
Westpac Banking Corp. 3.000% 12/9/15 240 247
Westpac Banking Corp. 0.950% 1/12/16 650 653
Westpac Banking Corp. 1.200% 5/19/17 600 598
Westpac Banking Corp. 2.000% 8/14/17 1,275 1,293
Westpac Banking Corp. 1.600% 1/12/18 1,850 1,839
Westpac Banking Corp. 2.250% 7/30/18 250 253
Westpac Banking Corp. 2.250% 1/17/19 875 880
Westpac Banking Corp. 4.875% 11/19/19 930 1,035
Zions Bancorporation 4.500% 6/13/23 20 21
 
Brokerage (0.1%)        
Affiliated Managers Group Inc. 4.250% 2/15/24 350 359
Ameriprise Financial Inc. 5.650% 11/15/15 262 276
Ameriprise Financial Inc. 7.300% 6/28/19 450 548
Ameriprise Financial Inc. 4.000% 10/15/23 725 756
Ameriprise Financial Inc. 3.700% 10/15/24 100 100
7 Ameriprise Financial Inc. 7.518% 6/1/66 200 218
BlackRock Inc. 6.250% 9/15/17 300 341
BlackRock Inc. 5.000% 12/10/19 475 537
BlackRock Inc. 4.250% 5/24/21 450 491
BlackRock Inc. 3.375% 6/1/22 550 564
BlackRock Inc. 3.500% 3/18/24 1,000 1,009
Charles Schwab Corp. 3.225% 9/1/22 1,225 1,235
CME Group Inc. 3.000% 9/15/22 1,000 997
CME Group Inc. 5.300% 9/15/43 325 374
Eaton Vance Corp. 3.625% 6/15/23 200 200
Franklin Resources Inc. 1.375% 9/15/17 50 50

 

 

Franklin Resources Inc. 4.625% 5/20/20 100 111
Franklin Resources Inc. 2.800% 9/15/22 575 563
IntercontinentalExchange Group Inc. 2.500% 10/15/18 125 127
IntercontinentalExchange Group Inc. 4.000% 10/15/23 250 260
Invesco Finance plc 3.125% 11/30/22 500 494
Invesco Finance plc 4.000% 1/30/24 650 680
Invesco Finance plc 5.375% 11/30/43 775 885
Jefferies Group LLC 3.875% 11/9/15 125 129
Jefferies Group LLC 5.125% 4/13/18 320 349
Jefferies Group LLC 8.500% 7/15/19 655 809
Jefferies Group LLC 6.875% 4/15/21 870 1,020
Jefferies Group LLC 5.125% 1/20/23 300 319
Jefferies Group LLC 6.250% 1/15/36 20 21
Lazard Group LLC 6.850% 6/15/17 450 508
Lazard Group LLC 4.250% 11/14/20 75 78
Legg Mason Inc. 2.700% 7/15/19 775 778
Legg Mason Inc. 3.950% 7/15/24 150 150
Legg Mason Inc. 5.625% 1/15/44 550 599
Leucadia National Corp. 5.500% 10/18/23 400 417
Leucadia National Corp. 6.625% 10/23/43 325 337
NASDAQ OMX Group Inc. 5.550% 1/15/20 650 711
Nomura Holdings Inc. 4.125% 1/19/16 1,000 1,037
Nomura Holdings Inc. 2.000% 9/13/16 1,350 1,364
Nomura Holdings Inc. 2.750% 3/19/19 350 351
Nomura Holdings Inc. 6.700% 3/4/20 225 268
Raymond James Financial Inc. 4.250% 4/15/16 100 105
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 2,158
Air Lease Corp. 3.375% 1/15/19 2,000 2,025
Air Lease Corp. 4.750% 3/1/20 500 530
Ares Capital Corp. 4.875% 11/30/18 875 924
Block Financial LLC 5.500% 11/1/22 500 540
Fifth Street Finance Corp. 4.875% 3/1/19 150 156
FS Investment Corp. 4.000% 7/15/19 400 399
GATX Corp. 1.250% 3/4/17 100 99
GATX Corp. 2.500% 7/30/19 100 100
GATX Corp. 4.750% 6/15/22 275 296
GATX Corp. 5.200% 3/15/44 200 213
7 GE Capital Trust I 6.375% 11/15/67 500 540
General Electric Capital Corp. 2.250% 11/9/15 1,230 1,252
General Electric Capital Corp. 1.000% 12/11/15 125 126
General Electric Capital Corp. 1.000% 1/8/16 550 552
General Electric Capital Corp. 2.950% 5/9/16 475 492
General Electric Capital Corp. 1.500% 7/12/16 725 734
General Electric Capital Corp. 3.350% 10/17/16 150 157
General Electric Capital Corp. 2.900% 1/9/17 750 779
General Electric Capital Corp. 2.300% 4/27/17 2,625 2,700
General Electric Capital Corp. 1.250% 5/15/17 600 599
General Electric Capital Corp. 5.625% 9/15/17 1,635 1,827
General Electric Capital Corp. 1.625% 4/2/18 2,575 2,567
General Electric Capital Corp. 5.625% 5/1/18 4,800 5,413
General Electric Capital Corp. 2.300% 1/14/19 1,150 1,161
General Electric Capital Corp. 6.000% 8/7/19 1,500 1,750
General Electric Capital Corp. 2.100% 12/11/19 100 100
General Electric Capital Corp. 5.500% 1/8/20 2,205 2,531

 

 

  General Electric Capital Corp. 5.550% 5/4/20 925 1,062
  General Electric Capital Corp. 4.375% 9/16/20 1,675 1,828
  General Electric Capital Corp. 4.625% 1/7/21 1,360 1,500
  General Electric Capital Corp. 5.300% 2/11/21 1,794 2,023
  General Electric Capital Corp. 4.650% 10/17/21 2,160 2,388
  General Electric Capital Corp. 3.150% 9/7/22 225 225
  General Electric Capital Corp. 3.100% 1/9/23 2,025 2,002
  General Electric Capital Corp. 3.450% 5/15/24 650 652
  General Electric Capital Corp. 6.750% 3/15/32 2,190 2,871
  General Electric Capital Corp. 6.150% 8/7/37 3,000 3,705
  General Electric Capital Corp. 5.875% 1/14/38 3,085 3,706
  General Electric Capital Corp. 6.875% 1/10/39 1,835 2,470
7 General Electric Capital Corp. 6.375% 11/15/67 965 1,042
7 HSBC Finance Capital Trust IX 5.911% 11/30/35 325 334
  HSBC Finance Corp. 5.500% 1/19/16 775 820
  HSBC Finance Corp. 6.676% 1/15/21 4,111 4,828
10 International Lease Finance Corp. 6.750% 9/1/16 600 640
10 International Lease Finance Corp. 7.125% 9/1/18 1,200 1,347
  Prospect Capital Corp. 5.000% 7/15/19 300 312
  Prospect Capital Corp. 5.875% 3/15/23 100 104
 
  Insurance (0.5%)        
  ACE Capital Trust II 9.700% 4/1/30 75 110
  ACE INA Holdings Inc. 2.600% 11/23/15 290 296
  ACE INA Holdings Inc. 5.700% 2/15/17 200 221
  ACE INA Holdings Inc. 5.800% 3/15/18 50 56
  ACE INA Holdings Inc. 5.900% 6/15/19 715 826
  ACE INA Holdings Inc. 2.700% 3/13/23 350 337
  ACE INA Holdings Inc. 3.350% 5/15/24 275 274
  ACE INA Holdings Inc. 4.150% 3/13/43 225 221
  AEGON Funding Co. LLC 5.750% 12/15/20 664 765
  Aetna Inc. 1.500% 11/15/17 100 100
  Aetna Inc. 6.500% 9/15/18 175 204
  Aetna Inc. 3.950% 9/1/20 75 80
  Aetna Inc. 4.125% 6/1/21 320 341
  Aetna Inc. 2.750% 11/15/22 650 620
  Aetna Inc. 6.625% 6/15/36 750 972
  Aetna Inc. 6.750% 12/15/37 275 363
  Aetna Inc. 4.500% 5/15/42 525 516
  Aetna Inc. 4.125% 11/15/42 200 191
  Aflac Inc. 2.650% 2/15/17 325 335
  Aflac Inc. 8.500% 5/15/19 225 285
  Aflac Inc. 4.000% 2/15/22 325 345
  Aflac Inc. 3.625% 6/15/23 1,000 1,010
  Aflac Inc. 6.900% 12/17/39 75 100
  Aflac Inc. 6.450% 8/15/40 300 376
  Alleghany Corp. 5.625% 9/15/20 100 112
  Alleghany Corp. 4.950% 6/27/22 425 460
  Alleghany Corp. 4.900% 9/15/44 375 372
  Allied World Assurance Co. Ltd. 7.500% 8/1/16 875 970
  Allstate Corp. 3.150% 6/15/23 550 548
  Allstate Corp. 5.550% 5/9/35 105 124
  Allstate Corp. 4.500% 6/15/43 425 435
7 Allstate Corp. 5.750% 8/15/53 250 267
7 Allstate Corp. 6.125% 5/15/67 125 133
7 Allstate Corp. 6.500% 5/15/67 200 220
  Alterra Finance LLC 6.250% 9/30/20 95 110

 

 

American Financial Group Inc. 9.875% 6/15/19 100 129
American International Group Inc. 5.600% 10/18/16 800 873
American International Group Inc. 5.450% 5/18/17 910 1,002
American International Group Inc. 5.850% 1/16/18 1,200 1,350
American International Group Inc. 8.250% 8/15/18 1,820 2,216
American International Group Inc. 3.375% 8/15/20 425 437
American International Group Inc. 6.400% 12/15/20 1,160 1,378
American International Group Inc. 4.875% 6/1/22 1,575 1,732
American International Group Inc. 4.125% 2/15/24 1,400 1,453
American International Group Inc. 6.250% 5/1/36 1,525 1,905
American International Group Inc. 4.500% 7/16/44 475 469
7 American International Group Inc. 8.175% 5/15/68 1,385 1,873
7 American International Group Inc. 6.250% 3/15/87 250 279
Aon Corp. 5.000% 9/30/20 990 1,102
Aon Corp. 8.205% 1/1/27 50 64
Aon Corp. 6.250% 9/30/40 150 189
Aon plc 4.000% 11/27/23 350 358
Aon plc 3.500% 6/14/24 425 413
Aon plc 4.450% 5/24/43 125 121
Aon plc 4.600% 6/14/44 625 622
Arch Capital Group Ltd. 7.350% 5/1/34 500 676
Arch Capital Group US Inc. 5.144% 11/1/43 275 298
Aspen Insurance Holdings Ltd. 6.000% 12/15/20 450 513
Aspen Insurance Holdings Ltd. 4.650% 11/15/23 1,475 1,524
Assurant Inc. 6.750% 2/15/34 550 660
AXA SA 8.600% 12/15/30 680 915
Axis Specialty Finance LLC 5.875% 6/1/20 990 1,127
AXIS Specialty Finance plc 2.650% 4/1/19 150 151
AXIS Specialty Finance plc 5.150% 4/1/45 150 158
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 2,788
Berkshire Hathaway Finance Corp. 2.000% 8/15/18 525 527
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 480 526
Berkshire Hathaway Finance Corp. 3.000% 5/15/22 300 300
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 130 157
Berkshire Hathaway Finance Corp. 4.400% 5/15/42 400 403
Berkshire Hathaway Finance Corp. 4.300% 5/15/43 275 273
Berkshire Hathaway Inc. 0.800% 2/11/16 75 75
Berkshire Hathaway Inc. 2.200% 8/15/16 2,080 2,139
Berkshire Hathaway Inc. 3.000% 2/11/23 375 373
Berkshire Hathaway Inc. 4.500% 2/11/43 925 938
Brown & Brown Inc. 4.200% 9/15/24 300 302
Chubb Corp. 5.750% 5/15/18 310 351
Chubb Corp. 6.000% 5/11/37 375 473
7 Chubb Corp. 6.375% 3/29/67 535 587
Cigna Corp. 2.750% 11/15/16 320 331
Cigna Corp. 4.375% 12/15/20 100 108
Cigna Corp. 4.500% 3/15/21 210 229
Cigna Corp. 4.000% 2/15/22 690 725
Cigna Corp. 6.150% 11/15/36 1,050 1,265
Cigna Corp. 5.875% 3/15/41 235 285
Cigna Corp. 5.375% 2/15/42 190 211
Cincinnati Financial Corp. 6.125% 11/1/34 325 382
CNA Financial Corp. 6.500% 8/15/16 475 522
CNA Financial Corp. 7.350% 11/15/19 460 555
CNA Financial Corp. 5.875% 8/15/20 145 166

 

 

CNA Financial Corp. 5.750% 8/15/21 175 200
Coventry Health Care Inc. 5.450% 6/15/21 265 303
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 150 182
Everest Reinsurance Holdings Inc. 4.868% 6/1/44 300 297
First American Financial Corp. 4.300% 2/1/23 100 101
Genworth Holdings Inc. 8.625% 12/15/16 400 461
Genworth Holdings Inc. 7.700% 6/15/20 215 258
Genworth Holdings Inc. 7.200% 2/15/21 150 177
Genworth Holdings Inc. 7.625% 9/24/21 475 577
Genworth Holdings Inc. 4.800% 2/15/24 2,100 2,165
Genworth Holdings Inc. 6.500% 6/15/34 425 482
Hartford Financial Services Group Inc. 5.500% 10/15/16 475 516
Hartford Financial Services Group Inc. 5.375% 3/15/17 150 164
Hartford Financial Services Group Inc. 4.000% 10/15/17 200 214
Hartford Financial Services Group Inc. 6.300% 3/15/18 1,350 1,540
Hartford Financial Services Group Inc. 6.000% 1/15/19 300 341
Hartford Financial Services Group Inc. 5.125% 4/15/22 100 112
Hartford Financial Services Group Inc. 5.950% 10/15/36 25 30
Hartford Financial Services Group Inc. 4.300% 4/15/43 500 481
HCC Insurance Holdings Inc. 6.300% 11/15/19 225 260
Humana Inc. 7.200% 6/15/18 50 59
Humana Inc. 2.625% 10/1/19 150 150
Humana Inc. 3.150% 12/1/22 725 709
Humana Inc. 3.850% 10/1/24 450 450
Humana Inc. 8.150% 6/15/38 325 472
Humana Inc. 4.625% 12/1/42 225 221
Humana Inc. 4.950% 10/1/44 400 403
Infinity Property & Casualty Corp. 5.000% 9/19/22 100 105
Lincoln National Corp. 8.750% 7/1/19 1,325 1,692
Lincoln National Corp. 6.250% 2/15/20 255 299
Lincoln National Corp. 4.200% 3/15/22 325 344
Lincoln National Corp. 6.150% 4/7/36 350 430
Lincoln National Corp. 7.000% 6/15/40 565 752
7 Lincoln National Corp. 7.000% 5/17/66 1,275 1,307
Loews Corp. 2.625% 5/15/23 175 165
Loews Corp. 6.000% 2/1/35 200 239
Loews Corp. 4.125% 5/15/43 475 449
Manulife Financial Corp. 4.900% 9/17/20 475 522
Markel Corp. 7.125% 9/30/19 125 149
Markel Corp. 4.900% 7/1/22 575 627
Markel Corp. 3.625% 3/30/23 175 175
Markel Corp. 5.000% 3/30/43 125 128
Marsh & McLennan Cos. Inc. 2.550% 10/15/18 225 229
Marsh & McLennan Cos. Inc. 2.350% 9/10/19 100 99
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 545 600
Marsh & McLennan Cos. Inc. 4.050% 10/15/23 350 367
Marsh & McLennan Cos. Inc. 3.500% 3/10/25 350 345
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 900 1,057
MetLife Inc. 5.000% 6/15/15 1,105 1,139
MetLife Inc. 6.750% 6/1/16 105 115
MetLife Inc. 1.756% 12/15/17 425 428
8 MetLife Inc. 2.463% 12/15/17 225 226
MetLife Inc. 6.817% 8/15/18 580 681
MetLife Inc. 7.717% 2/15/19 105 128
MetLife Inc. 4.750% 2/8/21 380 421
MetLife Inc. 3.048% 12/15/22 675 666
MetLife Inc. 3.600% 4/10/24 750 758

 

 

MetLife Inc. 6.375% 6/15/34 580 749
MetLife Inc. 5.700% 6/15/35 475 573
MetLife Inc. 5.875% 2/6/41 440 517
MetLife Inc. 4.125% 8/13/42 875 833
MetLife Inc. 4.875% 11/13/43 100 106
8 MetLife Inc. 2.463% 12/15/44 400 404
7 MetLife Inc. 6.400% 12/15/66 565 633
Montpelier Re Holdings Ltd. 4.700% 10/15/22 25 26
Old Republic International Corp. 4.875% 10/1/24 450 451
OneBeacon US Holdings Inc. 4.600% 11/9/22 100 103
PartnerRe Finance B LLC 5.500% 6/1/20 200 225
Primerica Inc. 4.750% 7/15/22 50 54
Principal Financial Group Inc. 8.875% 5/15/19 410 521
Principal Financial Group Inc. 6.050% 10/15/36 250 306
Principal Financial Group Inc. 4.350% 5/15/43 125 123
ProAssurance Corp. 5.300% 11/15/23 100 108
Progressive Corp. 3.750% 8/23/21 2,445 2,584
Progressive Corp. 6.625% 3/1/29 150 196
7 Progressive Corp. 6.700% 6/15/67 425 466
Protective Life Corp. 7.375% 10/15/19 100 122
Protective Life Corp. 8.450% 10/15/39 175 262
Prudential Financial Inc. 5.500% 3/15/16 50 53
Prudential Financial Inc. 6.000% 12/1/17 675 763
Prudential Financial Inc. 2.300% 8/15/18 825 832
Prudential Financial Inc. 7.375% 6/15/19 455 555
Prudential Financial Inc. 5.375% 6/21/20 980 1,109
Prudential Financial Inc. 4.500% 11/16/21 2,000 2,173
Prudential Financial Inc. 5.750% 7/15/33 570 663
Prudential Financial Inc. 5.400% 6/13/35 295 330
Prudential Financial Inc. 5.900% 3/17/36 775 911
Prudential Financial Inc. 5.700% 12/14/36 655 754
Prudential Financial Inc. 6.625% 6/21/40 150 191
Prudential Financial Inc. 5.625% 5/12/41 105 120
7 Prudential Financial Inc. 5.875% 9/15/42 525 554
7 Prudential Financial Inc. 5.625% 6/15/43 975 1,020
Prudential Financial Inc. 5.100% 8/15/43 175 185
7 Prudential Financial Inc. 5.200% 3/15/44 300 302
Reinsurance Group of America Inc. 6.450% 11/15/19 1,000 1,171
7 Reinsurance Group of America Inc. 6.750% 12/15/65 325 334
Swiss Re Solutions Holding Corp. 7.000% 2/15/26 175 220
Torchmark Corp. 6.375% 6/15/16 425 462
Transatlantic Holdings Inc. 8.000% 11/30/39 625 869
Travelers Cos. Inc. 6.250% 6/20/16 100 109
Travelers Cos. Inc. 5.800% 5/15/18 910 1,033
Travelers Cos. Inc. 3.900% 11/1/20 530 568
Travelers Cos. Inc. 6.750% 6/20/36 475 643
Travelers Cos. Inc. 6.250% 6/15/37 145 187
Travelers Cos. Inc. 5.350% 11/1/40 130 152
Travelers Cos. Inc. 4.600% 8/1/43 1,000 1,049
Trinity Acquisition plc 6.125% 8/15/43 525 571
UnitedHealth Group Inc. 1.875% 11/15/16 225 229
UnitedHealth Group Inc. 6.000% 6/15/17 875 981
UnitedHealth Group Inc. 6.000% 2/15/18 1,460 1,660
UnitedHealth Group Inc. 4.700% 2/15/21 165 184
UnitedHealth Group Inc. 3.375% 11/15/21 105 109
UnitedHealth Group Inc. 2.875% 3/15/22 525 522
UnitedHealth Group Inc. 6.500% 6/15/37 200 263

 

 

  UnitedHealth Group Inc. 6.625% 11/15/37 325 426
  UnitedHealth Group Inc. 6.875% 2/15/38 755 1,036
  UnitedHealth Group Inc. 5.950% 2/15/41 500 626
  UnitedHealth Group Inc. 4.625% 11/15/41 2,050 2,131
  UnitedHealth Group Inc. 4.375% 3/15/42 725 718
  UnitedHealth Group Inc. 3.950% 10/15/42 200 186
  UnitedHealth Group Inc. 4.250% 3/15/43 75 73
  Unum Group 7.125% 9/30/16 175 195
  Unum Group 5.625% 9/15/20 50 57
  Unum Group 4.000% 3/15/24 200 204
  Unum Group 5.750% 8/15/42 200 231
  Validus Holdings Ltd. 8.875% 1/26/40 150 212
  Voya Financial Inc. 2.900% 2/15/18 250 257
  Voya Financial Inc. 5.500% 7/15/22 50 56
  Voya Financial Inc. 5.700% 7/15/43 350 396
  WellPoint Inc. 1.250% 9/10/15 225 226
  WellPoint Inc. 5.875% 6/15/17 250 278
  WellPoint Inc. 1.875% 1/15/18 2,775 2,773
  WellPoint Inc. 7.000% 2/15/19 145 173
  WellPoint Inc. 3.700% 8/15/21 145 150
  WellPoint Inc. 3.125% 5/15/22 50 49
  WellPoint Inc. 3.300% 1/15/23 750 740
  WellPoint Inc. 5.950% 12/15/34 100 119
  WellPoint Inc. 5.850% 1/15/36 150 177
  WellPoint Inc. 6.375% 6/15/37 630 785
  WellPoint Inc. 4.625% 5/15/42 175 170
  WellPoint Inc. 4.650% 1/15/43 825 812
  WellPoint Inc. 5.100% 1/15/44 200 214
  WellPoint Inc. 4.650% 8/15/44 400 391
  WellPoint Inc. 4.850% 8/15/54 600 591
  Willis Group Holdings plc 5.750% 3/15/21 265 296
  Willis North America Inc. 6.200% 3/28/17 300 328
  WR Berkley Corp. 5.375% 9/15/20 50 56
  WR Berkley Corp. 4.625% 3/15/22 225 241
  XLIT Ltd. 5.750% 10/1/21 545 631
  XLIT Ltd. 6.375% 11/15/24 100 119
  XLIT Ltd. 5.250% 12/15/43 100 110
 
  Other Finance (0.0%)        
  ORIX Corp. 5.000% 1/12/16 245 257
  XTRA Finance Corp. 5.150% 4/1/17 575 625
 
  Real Estate Investment Trusts (0.2%)        
  Alexandria Real Estate Equities Inc. 2.750% 1/15/20 250 247
  Alexandria Real Estate Equities Inc. 4.600% 4/1/22 300 316
  Alexandria Real Estate Equities Inc. 3.900% 6/15/23 75 75
  Alexandria Real Estate Equities Inc. 4.500% 7/30/29 200 200
  American Campus Communities Operating        
  Partnership LP 4.125% 7/1/24 250 251
10 ARC Properties Operating Partnership        
  LP/Clark Acquisition LLC 2.000% 2/6/17 750 750
10 ARC Properties Operating Partnership        
  LP/Clark Acquisition LLC 3.000% 2/6/19 500 496
10 ARC Properties Operating Partnership        
  LP/Clark Acquisition LLC 4.600% 2/6/24 450 455
  AvalonBay Communities Inc. 5.750% 9/15/16 100 109
  AvalonBay Communities Inc. 2.850% 3/15/23 200 192

 

 

AvalonBay Communities Inc. 4.200% 12/15/23 175 183
BioMed Realty LP 3.850% 4/15/16 325 338
BioMed Realty LP 2.625% 5/1/19 200 199
BioMed Realty LP 4.250% 7/15/22 400 409
Boston Properties LP 3.700% 11/15/18 2,120 2,239
Boston Properties LP 5.625% 11/15/20 325 370
Boston Properties LP 4.125% 5/15/21 190 202
Boston Properties LP 3.850% 2/1/23 950 971
Boston Properties LP 3.125% 9/1/23 1,375 1,313
Brandywine Operating Partnership LP 4.950% 4/15/18 725 782
Brandywine Operating Partnership LP 4.100% 10/1/24 150 148
Brandywine Operating Partnership LP 4.550% 10/1/29 175 172
Camden Property Trust 5.700% 5/15/17 25 28
Camden Property Trust 2.950% 12/15/22 325 312
Camden Property Trust 4.250% 1/15/24 100 104
CBL & Associates LP 5.250% 12/1/23 600 643
Corporate Office Properties LP 3.700% 6/15/21 100 100
Corporate Office Properties LP 3.600% 5/15/23 150 143
CubeSmart LP 4.375% 12/15/23 350 360
DCT Industrial Operating Partnership LP 4.500% 10/15/23 50 51
DDR Corp. 7.875% 9/1/20 500 621
DDR Corp. 3.500% 1/15/21 225 226
DDR Corp. 4.625% 7/15/22 500 528
DDR Corp. 3.375% 5/15/23 400 381
Digital Realty Trust LP 5.250% 3/15/21 1,190 1,288
Duke Realty LP 5.950% 2/15/17 200 220
Duke Realty LP 8.250% 8/15/19 125 155
Duke Realty LP 6.750% 3/15/20 250 295
Duke Realty LP 3.625% 4/15/23 875 859
EPR Properties 5.750% 8/15/22 75 82
EPR Properties 5.250% 7/15/23 400 420
Equity CommonWealth 6.650% 1/15/18 1,175 1,298
ERP Operating LP 5.375% 8/1/16 275 296
ERP Operating LP 4.750% 7/15/20 265 292
ERP Operating LP 4.625% 12/15/21 115 125
ERP Operating LP 3.000% 4/15/23 625 600
ERP Operating LP 4.500% 7/1/44 550 538
Essex Portfolio LP 3.375% 1/15/23 1,150 1,132
Essex Portfolio LP 3.250% 5/1/23 50 48
Excel Trust LP 4.625% 5/15/24 150 152
Federal Realty Investment Trust 3.000% 8/1/22 175 172
Federal Realty Investment Trust 2.750% 6/1/23 125 119
HCP Inc. 3.750% 2/1/16 1,445 1,500
HCP Inc. 6.300% 9/15/16 300 329
HCP Inc. 5.625% 5/1/17 25 28
HCP Inc. 2.625% 2/1/20 1,100 1,085
HCP Inc. 5.375% 2/1/21 360 402
HCP Inc. 3.150% 8/1/22 150 146
HCP Inc. 4.200% 3/1/24 200 203
HCP Inc. 6.750% 2/1/41 175 226
Health Care REIT Inc. 3.625% 3/15/16 225 234
Health Care REIT Inc. 6.200% 6/1/16 325 353
Health Care REIT Inc. 4.700% 9/15/17 50 54
Health Care REIT Inc. 2.250% 3/15/18 575 579
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% 1/15/21 750 822

 

 

  Health Care REIT Inc. 5.250% 1/15/22 425 470
  Health Care REIT Inc. 3.750% 3/15/23 175 172
  Health Care REIT Inc. 4.500% 1/15/24 125 128
  Health Care REIT Inc. 6.500% 3/15/41 200 249
  Health Care REIT Inc. 5.125% 3/15/43 175 183
  Healthcare Realty Trust Inc. 6.500% 1/17/17 882 977
  Healthcare Realty Trust Inc. 5.750% 1/15/21 145 161
  Healthcare Realty Trust Inc. 3.750% 4/15/23 100 97
  Healthcare Trust of America Holdings LP 3.375% 7/15/21 175 174
  Healthcare Trust of America Holdings LP 3.700% 4/15/23 100 97
  Highwoods Realty LP 3.200% 6/15/21 500 492
  Hospitality Properties Trust 6.700% 1/15/18 1,000 1,118
  Hospitality Properties Trust 4.650% 3/15/24 100 101
  Hospitality Properties Trust 4.500% 3/15/25 125 124
  Kilroy Realty LP 5.000% 11/3/15 150 157
  Kilroy Realty LP 4.800% 7/15/18 800 864
  Kilroy Realty LP 3.800% 1/15/23 100 100
  Kimco Realty Corp. 5.783% 3/15/16 125 134
  Kimco Realty Corp. 5.700% 5/1/17 375 414
  Kimco Realty Corp. 6.875% 10/1/19 50 60
  Kimco Realty Corp. 3.200% 5/1/21 500 498
  Kimco Realty Corp. 3.125% 6/1/23 550 527
  Lexington Realty Trust 4.400% 6/15/24 200 201
  Liberty Property LP 5.125% 3/2/15 375 382
  Liberty Property LP 3.375% 6/15/23 575 557
  Liberty Property LP 4.400% 2/15/24 325 338
  Mack-Cali Realty LP 7.750% 8/15/19 750 889
  Mack-Cali Realty LP 4.500% 4/18/22 225 226
  Mid-America Apartments LP 4.300% 10/15/23 150 155
  Mid-America Apartments LP 3.750% 6/15/24 200 198
  National Retail Properties Inc. 6.875% 10/15/17 25 29
  National Retail Properties Inc. 3.800% 10/15/22 500 509
  National Retail Properties Inc. 3.900% 6/15/24 425 424
  Omega Healthcare Investors Inc. 6.750% 10/15/22 975 1,038
10 Omega Healthcare Investors Inc. 4.950% 4/1/24 275 281
10 Omega Healthcare Investors Inc. 4.500% 1/15/25 175 172
  Piedmont Operating Partnership LP 3.400% 6/1/23 125 118
  Piedmont Operating Partnership LP 4.450% 3/15/24 975 990
  Post Apartment Homes LP 3.375% 12/1/22 100 97
  ProLogis LP 4.500% 8/15/17 75 80
  ProLogis LP 2.750% 2/15/19 875 885
  ProLogis LP 6.875% 3/15/20 300 356
11 ProLogis LP 4.250% 8/15/23 250 258
  Realty Income Corp. 2.000% 1/31/18 575 574
  Realty Income Corp. 6.750% 8/15/19 935 1,104
  Realty Income Corp. 3.250% 10/15/22 100 97
  Regency Centers LP 3.750% 6/15/24 525 523
  Retail Opportunity Investments Corp. 5.000% 12/15/23 150 159
  Senior Housing Properties Trust 4.300% 1/15/16 75 77
  Senior Housing Properties Trust 3.250% 5/1/19 475 478
  Senior Housing Properties Trust 4.750% 5/1/24 175 177
  Simon Property Group LP 5.750% 12/1/15 325 341
  Simon Property Group LP 5.250% 12/1/16 335 363
  Simon Property Group LP 2.800% 1/30/17 425 440
  Simon Property Group LP 2.150% 9/15/17 200 204
  Simon Property Group LP 6.125% 5/30/18 450 516
  Simon Property Group LP 2.200% 2/1/19 1,400 1,405

 

 

Simon Property Group LP 5.650% 2/1/20 700 805
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% 3/15/22 250 255
Simon Property Group LP 2.750% 2/1/23 400 379
Simon Property Group LP 3.750% 2/1/24 500 513
Simon Property Group LP 6.750% 2/1/40 300 401
Simon Property Group LP 4.750% 3/15/42 225 233
Tanger Properties LP 6.150% 11/15/15 400 423
Tanger Properties LP 3.875% 12/1/23 125 127
UDR Inc. 4.250% 6/1/18 400 428
UDR Inc. 3.700% 10/1/20 150 155
UDR Inc. 4.625% 1/10/22 125 134
Ventas Realty LP 1.550% 9/26/16 475 479
Ventas Realty LP 1.250% 4/17/17 300 299
Ventas Realty LP 3.750% 5/1/24 200 197
Ventas Realty LP 5.700% 9/30/43 450 514
Ventas Realty LP / Ventas Capital Corp. 3.125% 11/30/15 25 26
Ventas Realty LP / Ventas Capital Corp. 2.000% 2/15/18 325 325
Ventas Realty LP / Ventas Capital Corp. 4.000% 4/30/19 575 609
Ventas Realty LP / Ventas Capital Corp. 2.700% 4/1/20 25 25
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 250 271
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 140 146
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 500 486
Vornado Realty LP 2.500% 6/30/19 275 273
Washington REIT 4.950% 10/1/20 125 135
Washington REIT 3.950% 10/15/22 100 100
Weingarten Realty Investors 3.375% 10/15/22 75 74
Weingarten Realty Investors 3.500% 4/15/23 250 245
Weingarten Realty Investors 4.450% 1/15/24 75 78
WP Carey Inc. 4.600% 4/1/24 200 206
        776,959
Industrial (6.1%)        
Basic Industry (0.6%)        
Agrium Inc. 6.750% 1/15/19 1,350 1,588
Agrium Inc. 3.150% 10/1/22 2,010 1,972
Agrium Inc. 3.500% 6/1/23 275 273
Agrium Inc. 4.900% 6/1/43 125 128
Air Products & Chemicals Inc. 2.000% 8/2/16 275 280
Air Products & Chemicals Inc. 1.200% 10/15/17 225 223
Air Products & Chemicals Inc. 3.000% 11/3/21 190 192
Air Products & Chemicals Inc. 2.750% 2/3/23 200 194
Air Products & Chemicals Inc. 3.350% 7/31/24 700 696
Airgas Inc. 3.250% 10/1/15 225 230
Airgas Inc. 3.650% 7/15/24 750 748
Albemarle Corp. 4.500% 12/15/20 50 54
Allegheny Technologies Inc. 9.375% 6/1/19 450 554
Barrick Gold Corp. 6.950% 4/1/19 350 407
Barrick Gold Corp. 3.850% 4/1/22 600 577
Barrick Gold Corp. 4.100% 5/1/23 1,050 1,010
Barrick Gold Corp. 5.250% 4/1/42 250 229
Barrick North America Finance LLC 6.800% 9/15/18 475 551
Barrick North America Finance LLC 4.400% 5/30/21 915 933
Barrick North America Finance LLC 7.500% 9/15/38 25 30
Barrick North America Finance LLC 5.700% 5/30/41 750 752
Barrick North America Finance LLC 5.750% 5/1/43 500 498
Barrick PD Australia Finance Pty Ltd. 4.950% 1/15/20 600 657

 

 

Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 500 519
BHP Billiton Finance USA Ltd. 1.875% 11/21/16 450 459
BHP Billiton Finance USA Ltd. 1.625% 2/24/17 1,475 1,490
BHP Billiton Finance USA Ltd. 5.400% 3/29/17 350 385
BHP Billiton Finance USA Ltd. 2.050% 9/30/18 300 301
BHP Billiton Finance USA Ltd. 6.500% 4/1/19 450 532
BHP Billiton Finance USA Ltd. 3.250% 11/21/21 600 613
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 525 523
BHP Billiton Finance USA Ltd. 3.850% 9/30/23 775 811
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 1,200 1,146
BHP Billiton Finance USA Ltd. 5.000% 9/30/43 1,300 1,426
Braskem Finance Ltd. 6.450% 2/3/24 200 208
Cabot Corp. 2.550% 1/15/18 550 558
Cabot Corp. 3.700% 7/15/22 50 50
Carpenter Technology Corp. 5.200% 7/15/21 575 620
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 200 203
CF Industries Inc. 6.875% 5/1/18 1,725 1,990
CF Industries Inc. 7.125% 5/1/20 825 991
CF Industries Inc. 3.450% 6/1/23 575 564
CF Industries Inc. 5.150% 3/15/34 500 527
CF Industries Inc. 4.950% 6/1/43 375 378
Domtar Corp. 6.250% 9/1/42 50 54
Domtar Corp. 6.750% 2/15/44 400 450
Dow Chemical Co. 2.500% 2/15/16 250 256
Dow Chemical Co. 5.700% 5/15/18 100 112
Dow Chemical Co. 8.550% 5/15/19 1,810 2,278
Dow Chemical Co. 4.250% 11/15/20 2,010 2,146
Dow Chemical Co. 4.125% 11/15/21 185 194
Dow Chemical Co. 3.000% 11/15/22 700 673
Dow Chemical Co. 3.500% 10/1/24 100 98
Dow Chemical Co. 7.375% 11/1/29 100 132
Dow Chemical Co. 4.250% 10/1/34 350 337
Dow Chemical Co. 9.400% 5/15/39 760 1,203
Dow Chemical Co. 5.250% 11/15/41 525 564
Dow Chemical Co. 4.375% 11/15/42 500 467
Eastman Chemical Co. 3.000% 12/15/15 400 411
Eastman Chemical Co. 2.400% 6/1/17 1,750 1,785
Eastman Chemical Co. 3.600% 8/15/22 650 654
Eastman Chemical Co. 4.800% 9/1/42 400 393
Eastman Chemical Co. 4.650% 10/15/44 500 476
Ecolab Inc. 3.000% 12/8/16 175 182
Ecolab Inc. 1.450% 12/8/17 1,225 1,216
Ecolab Inc. 4.350% 12/8/21 50 54
Ecolab Inc. 5.500% 12/8/41 625 717
EI du Pont de Nemours & Co. 2.750% 4/1/16 375 387
EI du Pont de Nemours & Co. 5.250% 12/15/16 105 115
EI du Pont de Nemours & Co. 6.000% 7/15/18 700 802
EI du Pont de Nemours & Co. 4.625% 1/15/20 300 332
EI du Pont de Nemours & Co. 3.625% 1/15/21 920 969
EI du Pont de Nemours & Co. 4.250% 4/1/21 850 923
EI du Pont de Nemours & Co. 2.800% 2/15/23 75 73
EI du Pont de Nemours & Co. 6.500% 1/15/28 500 631
EI du Pont de Nemours & Co. 4.900% 1/15/41 450 480
EI du Pont de Nemours & Co. 4.150% 2/15/43 125 116
FMC Corp. 3.950% 2/1/22 150 156
FMC Corp. 4.100% 2/1/24 750 777
Freeport-McMoRan Copper & Gold Inc. 2.150% 3/1/17 125 127

 

 

  Freeport-McMoRan Copper & Gold Inc. 2.375% 3/15/18 1,375 1,379
  Freeport-McMoRan Copper & Gold Inc. 3.100% 3/15/20 2,425 2,410
  Freeport-McMoRan Copper & Gold Inc. 3.550% 3/1/22 1,975 1,925
  Freeport-McMoRan Copper & Gold Inc. 3.875% 3/15/23 1,280 1,263
  Freeport-McMoRan Inc. 5.450% 3/15/43 1,220 1,244
  Georgia-Pacific LLC 7.375% 12/1/25 400 522
  Georgia-Pacific LLC 8.875% 5/15/31 1,200 1,809
  Glencore Canada Corp. 5.500% 6/15/17 250 274
  Goldcorp Inc. 2.125% 3/15/18 1,100 1,103
  Goldcorp Inc. 3.700% 3/15/23 600 588
  Goldcorp Inc. 5.450% 6/9/44 250 261
  International Paper Co. 7.500% 8/15/21 910 1,130
  International Paper Co. 4.750% 2/15/22 500 540
  International Paper Co. 3.650% 6/15/24 900 875
  International Paper Co. 7.300% 11/15/39 805 1,047
  International Paper Co. 6.000% 11/15/41 300 341
  International Paper Co. 4.800% 6/15/44 500 484
10 Kinross Gold Corp. 5.950% 3/15/24 700 718
  LYB International Finance BV 4.000% 7/15/23 500 515
  LYB International Finance BV 5.250% 7/15/43 500 533
12 LYB International Finance BV 4.875% 3/15/44 1,200 1,220
  LyondellBasell Industries NV 5.000% 4/15/19 1,700 1,869
  LyondellBasell Industries NV 6.000% 11/15/21 475 551
  LyondellBasell Industries NV 5.750% 4/15/24 500 576
  Monsanto Co. 2.750% 4/15/16 75 77
  Monsanto Co. 1.150% 6/30/17 1,000 993
  Monsanto Co. 2.125% 7/15/19 800 795
  Monsanto Co. 2.750% 7/15/21 600 593
  Monsanto Co. 2.200% 7/15/22 175 165
  Monsanto Co. 3.375% 7/15/24 700 700
  Monsanto Co. 4.200% 7/15/34 400 403
  Monsanto Co. 5.875% 4/15/38 375 457
  Monsanto Co. 3.600% 7/15/42 250 224
  Monsanto Co. 4.400% 7/15/44 750 737
  Monsanto Co. 4.700% 7/15/64 600 597
  Mosaic Co. 3.750% 11/15/21 650 675
  Mosaic Co. 4.250% 11/15/23 800 831
  Mosaic Co. 5.450% 11/15/33 100 110
  Mosaic Co. 4.875% 11/15/41 130 131
  Mosaic Co. 5.625% 11/15/43 150 166
  Newmont Mining Corp. 5.125% 10/1/19 1,475 1,602
  Newmont Mining Corp. 3.500% 3/15/22 250 232
  Newmont Mining Corp. 5.875% 4/1/35 325 324
  Newmont Mining Corp. 6.250% 10/1/39 500 494
  Newmont Mining Corp. 4.875% 3/15/42 600 507
  Nucor Corp. 5.750% 12/1/17 385 432
  Nucor Corp. 5.850% 6/1/18 875 992
  Nucor Corp. 4.125% 9/15/22 200 213
  Nucor Corp. 4.000% 8/1/23 325 333
  Nucor Corp. 6.400% 12/1/37 325 393
  Nucor Corp. 5.200% 8/1/43 400 423
  Packaging Corp. of America 3.900% 6/15/22 275 283
  Packaging Corp. of America 4.500% 11/1/23 425 450
  Packaging Corp. of America 3.650% 9/15/24 500 491
  Placer Dome Inc. 6.450% 10/15/35 375 417
  Plains Exploration & Production Co. 6.500% 11/15/20 520 570
  Plains Exploration & Production Co. 6.750% 2/1/22 1,093 1,213

 

 

Plains Exploration & Production Co. 6.875% 2/15/23 899 1,019
Plum Creek Timberlands LP 5.875% 11/15/15 225 237
Plum Creek Timberlands LP 4.700% 3/15/21 275 297
Potash Corp. of Saskatchewan Inc. 3.250% 12/1/17 675 710
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 1,210 1,357
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 50 60
PPG Industries Inc. 1.900% 1/15/16 375 380
PPG Industries Inc. 6.650% 3/15/18 700 807
Praxair Inc. 5.200% 3/15/17 25 27
Praxair Inc. 4.500% 8/15/19 175 193
Praxair Inc. 4.050% 3/15/21 925 1,001
Praxair Inc. 3.000% 9/1/21 50 51
Praxair Inc. 2.450% 2/15/22 850 823
Praxair Inc. 3.550% 11/7/42 100 91
Rayonier Inc. 3.750% 4/1/22 125 126
Reliance Steel & Aluminum Co. 4.500% 4/15/23 225 231
Rio Tinto Alcan Inc. 5.000% 6/1/15 875 901
Rio Tinto Alcan Inc. 6.125% 12/15/33 325 394
Rio Tinto Alcan Inc. 5.750% 6/1/35 450 513
Rio Tinto Finance USA Ltd. 2.500% 5/20/16 280 287
Rio Tinto Finance USA Ltd. 6.500% 7/15/18 1,500 1,737
Rio Tinto Finance USA Ltd. 9.000% 5/1/19 1,075 1,377
Rio Tinto Finance USA Ltd. 3.500% 11/2/20 310 321
Rio Tinto Finance USA Ltd. 4.125% 5/20/21 175 185
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 1,000 1,032
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 225 290
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 565 602
Rio Tinto Finance USA plc 1.375% 6/17/16 1,050 1,057
Rio Tinto Finance USA plc 2.000% 3/22/17 375 381
Rio Tinto Finance USA plc 2.250% 12/14/18 500 504
Rio Tinto Finance USA plc 3.500% 3/22/22 200 204
Rio Tinto Finance USA plc 4.750% 3/22/42 875 882
Rio Tinto Finance USA plc 4.125% 8/21/42 350 319
Rohm & Haas Co. 7.850% 7/15/29 300 413
RPM International Inc. 6.125% 10/15/19 75 86
RPM International Inc. 3.450% 11/15/22 250 244
Sigma-Aldrich Corp. 3.375% 11/1/20 75 78
Southern Copper Corp. 5.375% 4/16/20 200 219
Southern Copper Corp. 7.500% 7/27/35 1,625 1,930
Southern Copper Corp. 6.750% 4/16/40 250 278
Syngenta Finance NV 3.125% 3/28/22 250 251
Syngenta Finance NV 4.375% 3/28/42 150 153
Teck Resources Ltd. 3.150% 1/15/17 500 516
Teck Resources Ltd. 2.500% 2/1/18 430 431
Teck Resources Ltd. 3.000% 3/1/19 800 795
Teck Resources Ltd. 4.500% 1/15/21 250 262
Teck Resources Ltd. 4.750% 1/15/22 75 78
Teck Resources Ltd. 3.750% 2/1/23 525 495
Teck Resources Ltd. 6.250% 7/15/41 795 824
Teck Resources Ltd. 5.200% 3/1/42 925 845
Teck Resources Ltd. 5.400% 2/1/43 275 255
Vale Canada Ltd. 5.700% 10/15/15 450 472
Vale Canada Ltd. 7.200% 9/15/32 100 112
Vale Overseas Ltd. 6.250% 1/11/16 510 542
Vale Overseas Ltd. 6.250% 1/23/17 200 220
Vale Overseas Ltd. 5.625% 9/15/19 2,250 2,523
Vale Overseas Ltd. 4.625% 9/15/20 1,090 1,150

 

 

  Vale Overseas Ltd. 4.375% 1/11/22 1,545 1,552
  Vale Overseas Ltd. 8.250% 1/17/34 375 474
  Vale Overseas Ltd. 6.875% 11/21/36 855 962
  Vale Overseas Ltd. 6.875% 11/10/39 1,610 1,824
  Vale SA 5.625% 9/11/42 1,050 1,013
  Valspar Corp. 7.250% 6/15/19 350 418
  Valspar Corp. 4.200% 1/15/22 25 26
  Westlake Chemical Corp. 3.600% 7/15/22 50 49
  Westvaco Corp. 7.950% 2/15/31 300 381
  Weyerhaeuser Co. 7.375% 10/1/19 550 662
  Weyerhaeuser Co. 8.500% 1/15/25 150 199
  Weyerhaeuser Co. 7.375% 3/15/32 625 827
  Weyerhaeuser Co. 6.875% 12/15/33 125 159
  Worthington Industries Inc. 4.550% 4/15/26 100 104
10 Yamana Gold Inc. 4.950% 7/15/24 640 644
 
  Capital Goods (0.5%)        
  3M Co. 1.375% 9/29/16 295 299
  3M Co. 6.375% 2/15/28 350 460
  3M Co. 5.700% 3/15/37 105 131
  ABB Finance USA Inc. 1.625% 5/8/17 100 101
  ABB Finance USA Inc. 2.875% 5/8/22 375 371
  ABB Finance USA Inc. 4.375% 5/8/42 150 154
  Acuity Brands Lighting Inc. 6.000% 12/15/19 200 224
  Boeing Capital Corp. 2.125% 8/15/16 115 118
  Boeing Capital Corp. 4.700% 10/27/19 125 139
  Boeing Co. 0.950% 5/15/18 1,425 1,384
  Boeing Co. 6.000% 3/15/19 1,850 2,152
  Boeing Co. 4.875% 2/15/20 525 592
  Boeing Co. 6.625% 2/15/38 100 137
  Boeing Co. 6.875% 3/15/39 250 352
  Boeing Co. 5.875% 2/15/40 795 1,002
  Carlisle Cos. Inc. 3.750% 11/15/22 175 175
  Caterpillar Financial Services Corp. 4.625% 6/1/15 2,050 2,107
  Caterpillar Financial Services Corp. 2.050% 8/1/16 770 788
  Caterpillar Financial Services Corp. 1.300% 3/1/18 825 814
  Caterpillar Financial Services Corp. 5.450% 4/15/18 875 984
  Caterpillar Financial Services Corp. 7.150% 2/15/19 1,235 1,487
  Caterpillar Financial Services Corp. 2.750% 8/20/21 200 199
  Caterpillar Financial Services Corp. 3.300% 6/9/24 730 730
  Caterpillar Inc. 1.500% 6/26/17 450 452
  Caterpillar Inc. 3.900% 5/27/21 220 236
  Caterpillar Inc. 2.600% 6/26/22 125 122
  Caterpillar Inc. 3.400% 5/15/24 750 755
  Caterpillar Inc. 6.050% 8/15/36 895 1,133
  Caterpillar Inc. 3.803% 8/15/42 1,229 1,139
  Caterpillar Inc. 4.300% 5/15/44 750 762
  Cooper US Inc. 2.375% 1/15/16 1,000 1,023
  Crane Co. 2.750% 12/15/18 300 305
  Crane Co. 4.450% 12/15/23 400 420
  CRH America Inc. 4.125% 1/15/16 500 519
  CRH America Inc. 6.000% 9/30/16 750 820
  CRH America Inc. 5.750% 1/15/21 885 1,020
  Danaher Corp. 2.300% 6/23/16 200 205
  Danaher Corp. 3.900% 6/23/21 150 161
  Deere & Co. 2.600% 6/8/22 700 680
  Deere & Co. 5.375% 10/16/29 455 537

 

 

  Deere & Co. 8.100% 5/15/30 1,000 1,468
  Deere & Co. 7.125% 3/3/31 400 549
  Deere & Co. 3.900% 6/9/42 500 475
  Dover Corp. 4.300% 3/1/21 145 158
  Dover Corp. 6.600% 3/15/38 350 468
  Dover Corp. 5.375% 3/1/41 480 572
  Eaton Corp. 1.500% 11/2/17 200 199
  Eaton Corp. 5.600% 5/15/18 550 618
  Eaton Corp. 2.750% 11/2/22 575 556
  Eaton Corp. 4.000% 11/2/32 815 804
  Eaton Corp. 4.150% 11/2/42 75 71
10 Embraer Overseas Ltd. 5.696% 9/16/23 1,166 1,244
  Emerson Electric Co. 5.250% 10/15/18 525 591
  Emerson Electric Co. 4.875% 10/15/19 275 307
  Emerson Electric Co. 4.250% 11/15/20 25 27
  Emerson Electric Co. 2.625% 2/15/23 1,000 966
  Emerson Electric Co. 6.000% 8/15/32 150 189
  Emerson Electric Co. 6.125% 4/15/39 125 160
  Emerson Electric Co. 5.250% 11/15/39 135 157
13 Exelis Inc. 4.250% 10/1/16 225 238
  Flowserve Corp. 3.500% 9/15/22 625 622
  Flowserve Corp. 4.000% 11/15/23 375 384
  General Dynamics Corp. 1.000% 11/15/17 1,100 1,088
  General Dynamics Corp. 3.875% 7/15/21 750 803
  General Dynamics Corp. 2.250% 11/15/22 900 851
  General Dynamics Corp. 3.600% 11/15/42 125 113
  General Electric Co. 0.850% 10/9/15 925 928
  General Electric Co. 5.250% 12/6/17 1,940 2,155
  General Electric Co. 2.700% 10/9/22 1,350 1,314
  General Electric Co. 3.375% 3/11/24 2,000 2,021
  General Electric Co. 4.125% 10/9/42 2,050 2,020
  General Electric Co. 4.500% 3/11/44 450 468
  Honeywell International Inc. 5.400% 3/15/16 245 262
  Honeywell International Inc. 5.300% 3/15/17 275 303
  Honeywell International Inc. 5.300% 3/1/18 150 167
  Honeywell International Inc. 5.000% 2/15/19 105 117
  Honeywell International Inc. 4.250% 3/1/21 805 883
  Honeywell International Inc. 3.350% 12/1/23 1,325 1,351
  Honeywell International Inc. 5.700% 3/15/37 105 128
  Honeywell International Inc. 5.375% 3/1/41 1,855 2,203
  Illinois Tool Works Inc. 6.250% 4/1/19 450 526
  Illinois Tool Works Inc. 3.375% 9/15/21 105 110
  Illinois Tool Works Inc. 4.875% 9/15/41 105 116
  Illinois Tool Works Inc. 3.900% 9/1/42 725 690
  Ingersoll-Rand Global Holding Co. Ltd. 6.875% 8/15/18 1,550 1,815
  Ingersoll-Rand Global Holding Co. Ltd. 2.875% 1/15/19 125 128
  Ingersoll-Rand Global Holding Co. Ltd. 4.250% 6/15/23 250 262
  Ingersoll-Rand Global Holding Co. Ltd. 5.750% 6/15/43 125 148
  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% 9/15/16 185 189
  John Deere Capital Corp. 2.000% 1/13/17 375 383
  John Deere Capital Corp. 2.800% 9/18/17 550 573
  John Deere Capital Corp. 1.200% 10/10/17 475 474
  John Deere Capital Corp. 5.750% 9/10/18 530 604
  John Deere Capital Corp. 2.250% 4/17/19 150 152
  John Deere Capital Corp. 1.700% 1/15/20 550 533

 

 

John Deere Capital Corp. 3.900% 7/12/21 125 134
John Deere Capital Corp. 3.150% 10/15/21 105 107
John Deere Capital Corp. 2.750% 3/15/22 75 74
John Deere Capital Corp. 2.800% 1/27/23 1,775 1,742
John Deere Capital Corp. 3.350% 6/12/24 700 705
Joy Global Inc. 6.000% 11/15/16 250 274
Kennametal Inc. 2.650% 11/1/19 200 200
Kennametal Inc. 3.875% 2/15/22 125 126
L-3 Communications Corp. 1.500% 5/28/17 400 396
L-3 Communications Corp. 5.200% 10/15/19 825 911
L-3 Communications Corp. 4.750% 7/15/20 425 459
L-3 Communications Corp. 4.950% 2/15/21 575 624
L-3 Communications Corp. 3.950% 5/28/24 350 347
Lockheed Martin Corp. 7.650% 5/1/16 250 278
Lockheed Martin Corp. 2.125% 9/15/16 245 250
Lockheed Martin Corp. 4.250% 11/15/19 2,005 2,190
Lockheed Martin Corp. 3.350% 9/15/21 80 83
Lockheed Martin Corp. 6.150% 9/1/36 1,715 2,175
Lockheed Martin Corp. 5.500% 11/15/39 180 212
Lockheed Martin Corp. 5.720% 6/1/40 316 383
Martin Marietta Materials Inc. 6.600% 4/15/18 400 455
Mohawk Industries Inc. 3.850% 2/1/23 2,750 2,749
Northrop Grumman Corp. 1.750% 6/1/18 575 570
Northrop Grumman Corp. 3.500% 3/15/21 125 129
Northrop Grumman Corp. 3.250% 8/1/23 400 395
Northrop Grumman Corp. 5.050% 11/15/40 475 505
Northrop Grumman Corp. 4.750% 6/1/43 400 411
Owens Corning 6.500% 12/1/16 1,691 1,863
Owens Corning 4.200% 12/15/22 150 153
Parker Hannifin Corp. 5.500% 5/15/18 1,725 1,939
Parker Hannifin Corp. 3.500% 9/15/22 75 78
Parker Hannifin Corp. 6.250% 5/15/38 75 98
Pentair Finance SA 1.350% 12/1/15 300 302
Pentair Finance SA 2.650% 12/1/19 500 497
Precision Castparts Corp. 0.700% 12/20/15 225 225
Precision Castparts Corp. 1.250% 1/15/18 1,650 1,630
Precision Castparts Corp. 2.500% 1/15/23 125 119
Precision Castparts Corp. 3.900% 1/15/43 175 167
Raytheon Co. 6.750% 3/15/18 125 145
Raytheon Co. 3.125% 10/15/20 425 437
Raytheon Co. 2.500% 12/15/22 425 404
Raytheon Co. 7.200% 8/15/27 75 100
Raytheon Co. 4.875% 10/15/40 225 247
Raytheon Co. 4.700% 12/15/41 625 671
Republic Services Inc. 3.800% 5/15/18 2,535 2,694
Republic Services Inc. 5.500% 9/15/19 425 484
Republic Services Inc. 5.000% 3/1/20 125 139
Republic Services Inc. 5.250% 11/15/21 50 57
Republic Services Inc. 3.550% 6/1/22 300 305
Republic Services Inc. 6.200% 3/1/40 475 583
Republic Services Inc. 5.700% 5/15/41 500 587
Rockwell Automation Inc. 5.650% 12/1/17 25 28
Rockwell Automation Inc. 6.700% 1/15/28 200 257
Rockwell Automation Inc. 6.250% 12/1/37 325 418
Rockwell Collins Inc. 5.250% 7/15/19 50 56
Rockwell Collins Inc. 3.100% 11/15/21 125 126
Roper Industries Inc. 2.050% 10/1/18 1,175 1,164

 

 

  Roper Industries Inc. 6.250% 9/1/19 1,575 1,836
  Snap-on Inc. 6.125% 9/1/21 200 233
  Sonoco Products Co. 4.375% 11/1/21 65 69
  Sonoco Products Co. 5.750% 11/1/40 765 884
  Stanley Black & Decker Inc. 3.400% 12/1/21 450 466
  Stanley Black & Decker Inc. 5.200% 9/1/40 150 170
  Textron Inc. 5.600% 12/1/17 125 139
  Textron Inc. 7.250% 10/1/19 650 776
  Textron Inc. 4.300% 3/1/24 625 645
  Tyco International Finance SA 8.500% 1/15/19 200 243
  Tyco International Finance SA / Tyco        
  International Ltd. 7.000% 12/15/19 300 358
  United Technologies Corp. 1.800% 6/1/17 620 629
  United Technologies Corp. 5.375% 12/15/17 1,575 1,762
  United Technologies Corp. 6.125% 2/1/19 2,633 3,066
  United Technologies Corp. 4.500% 4/15/20 445 492
  United Technologies Corp. 3.100% 6/1/22 1,350 1,350
  United Technologies Corp. 6.700% 8/1/28 200 264
  United Technologies Corp. 7.500% 9/15/29 100 143
  United Technologies Corp. 5.400% 5/1/35 400 476
  United Technologies Corp. 6.050% 6/1/36 285 362
  United Technologies Corp. 6.125% 7/15/38 500 636
  United Technologies Corp. 5.700% 4/15/40 525 639
  United Technologies Corp. 4.500% 6/1/42 2,225 2,328
  Valmont Industries Inc. 5.000% 10/1/44 290 285
  Valmont Industries Inc. 5.250% 10/1/54 250 244
  Waste Management Inc. 2.600% 9/1/16 205 211
  Waste Management Inc. 6.100% 3/15/18 1,100 1,255
  Waste Management Inc. 7.375% 3/11/19 80 96
  Waste Management Inc. 4.600% 3/1/21 275 303
  Waste Management Inc. 3.500% 5/15/24 700 700
  Waste Management Inc. 7.100% 8/1/26 325 427
  Waste Management Inc. 7.750% 5/15/32 185 267
  Waste Management Inc. 6.125% 11/30/39 400 495
 
  Communication (1.1%)        
  21st Century Fox America Inc. 6.900% 3/1/19 1,160 1,376
  21st Century Fox America Inc. 5.650% 8/15/20 500 570
  21st Century Fox America Inc. 4.500% 2/15/21 435 473
  21st Century Fox America Inc. 3.000% 9/15/22 500 487
  21st Century Fox America Inc. 4.000% 10/1/23 275 284
  21st Century Fox America Inc. 6.550% 3/15/33 892 1,113
  21st Century Fox America Inc. 6.200% 12/15/34 825 1,008
  21st Century Fox America Inc. 6.400% 12/15/35 1,500 1,867
  21st Century Fox America Inc. 8.150% 10/17/36 385 546
  21st Century Fox America Inc. 6.150% 3/1/37 345 411
  21st Century Fox America Inc. 6.900% 8/15/39 425 550
  21st Century Fox America Inc. 5.400% 10/1/43 175 191
10 21st Century Fox America Inc. 4.750% 9/15/44 450 451
  America Movil SAB de CV 2.375% 9/8/16 900 920
  America Movil SAB de CV 5.625% 11/15/17 350 390
  America Movil SAB de CV 5.000% 10/16/19 850 943
  America Movil SAB de CV 5.000% 3/30/20 710 779
  America Movil SAB de CV 3.125% 7/16/22 200 195
  America Movil SAB de CV 6.375% 3/1/35 200 241
  America Movil SAB de CV 6.125% 11/15/37 300 349
  America Movil SAB de CV 6.125% 3/30/40 2,710 3,149

 

 

America Movil SAB de CV 4.375% 7/16/42 425 396
American Tower Corp. 4.500% 1/15/18 1,400 1,493
American Tower Corp. 5.050% 9/1/20 205 223
American Tower Corp. 5.900% 11/1/21 1,500 1,685
American Tower Corp. 3.500% 1/31/23 1,640 1,559
American Tower Corp. 5.000% 2/15/24 1,150 1,206
AT&T Corp. 8.000% 11/15/31 1,001 1,480
AT&T Inc. 0.900% 2/12/16 500 500
AT&T Inc. 2.950% 5/15/16 160 165
AT&T Inc. 2.400% 8/15/16 445 455
AT&T Inc. 1.600% 2/15/17 500 504
AT&T Inc. 1.700% 6/1/17 2,175 2,193
AT&T Inc. 5.500% 2/1/18 2,385 2,667
AT&T Inc. 5.600% 5/15/18 250 282
AT&T Inc. 2.375% 11/27/18 950 959
AT&T Inc. 5.800% 2/15/19 325 373
AT&T Inc. 2.300% 3/11/19 625 626
AT&T Inc. 4.450% 5/15/21 485 525
AT&T Inc. 3.875% 8/15/21 3,615 3,786
AT&T Inc. 3.000% 2/15/22 600 590
AT&T Inc. 2.625% 12/1/22 875 832
AT&T Inc. 3.900% 3/11/24 450 458
AT&T Inc. 6.450% 6/15/34 945 1,157
AT&T Inc. 6.500% 9/1/37 448 544
AT&T Inc. 6.300% 1/15/38 885 1,047
AT&T Inc. 6.400% 5/15/38 550 675
AT&T Inc. 6.550% 2/15/39 410 501
AT&T Inc. 5.350% 9/1/40 1,755 1,853
AT&T Inc. 5.550% 8/15/41 210 228
AT&T Inc. 4.300% 12/15/42 1,773 1,623
AT&T Inc. 4.800% 6/15/44 2,000 1,974
AT&T Inc. 4.350% 6/15/45 1,306 1,196
AT&T Mobility LLC 7.125% 12/15/31 400 538
Bellsouth Capital Funding Corp. 7.875% 2/15/30 78 105
BellSouth Corp. 6.875% 10/15/31 231 283
BellSouth Corp. 6.550% 6/15/34 261 317
BellSouth Corp. 6.000% 11/15/34 119 136
BellSouth Telecommunications LLC 6.375% 6/1/28 790 916
British Telecommunications plc 1.250% 2/14/17 150 150
British Telecommunications plc 5.950% 1/15/18 1,440 1,623
British Telecommunications plc 2.350% 2/14/19 200 201
British Telecommunications plc 9.625% 12/15/30 1,700 2,682
CBS Corp. 2.300% 8/15/19 350 345
CBS Corp. 5.750% 4/15/20 360 410
CBS Corp. 4.300% 2/15/21 550 585
CBS Corp. 3.375% 3/1/22 725 726
CBS Corp. 7.875% 7/30/30 300 408
CBS Corp. 5.500% 5/15/33 200 219
CBS Corp. 4.850% 7/1/42 225 222
CBS Corp. 4.900% 8/15/44 750 740
CC Holdings GS V LLC / Crown Castle GS III        
Corp. 3.849% 4/15/23 500 492
Cellco Partnership / Verizon Wireless Capital        
LLC 8.500% 11/15/18 555 691
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 1,108 1,585
Comcast Cable Communications LLC 8.875% 5/1/17 850 1,012

 

 

Comcast Corp. 5.900% 3/15/16 1,265 1,360
Comcast Corp. 5.700% 5/15/18 1,475 1,675
Comcast Corp. 5.700% 7/1/19 3,305 3,819
Comcast Corp. 3.125% 7/15/22 100 101
Comcast Corp. 2.850% 1/15/23 900 881
Comcast Corp. 3.600% 3/1/24 225 229
Comcast Corp. 4.250% 1/15/33 2,450 2,464
Comcast Corp. 7.050% 3/15/33 1,000 1,341
Comcast Corp. 6.500% 11/15/35 1,075 1,397
Comcast Corp. 6.450% 3/15/37 900 1,150
Comcast Corp. 6.950% 8/15/37 1,220 1,643
Comcast Corp. 6.400% 5/15/38 600 769
Comcast Corp. 4.650% 7/15/42 1,125 1,163
Comcast Corp. 4.500% 1/15/43 225 228
Comcast Corp. 4.750% 3/1/44 1,200 1,266
COX Communications Inc. 5.500% 10/1/15 600 629
Deutsche Telekom International Finance BV 5.750% 3/23/16 425 454
Deutsche Telekom International Finance BV 6.750% 8/20/18 325 380
Deutsche Telekom International Finance BV 6.000% 7/8/19 1,025 1,185
Deutsche Telekom International Finance BV 8.750% 6/15/30 2,350 3,439
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.125% 2/15/16 75 77
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.875% 10/1/19 1,880 2,157
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.200% 3/15/20 500 561
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 4.600% 2/15/21 425 460
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.000% 3/1/21 2,725 3,010
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 4.450% 4/1/24 1,075 1,118
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.350% 3/15/40 275 321
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.375% 3/1/41 1,225 1,432
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.150% 3/15/42 1,075 1,090
Discovery Communications LLC 5.050% 6/1/20 1,150 1,275
Discovery Communications LLC 4.375% 6/15/21 205 220
Discovery Communications LLC 3.300% 5/15/22 125 124
Discovery Communications LLC 3.250% 4/1/23 500 487
Discovery Communications LLC 4.950% 5/15/42 225 225
Discovery Communications LLC 4.875% 4/1/43 175 173
Embarq Corp. 7.082% 6/1/16 425 462
Embarq Corp. 7.995% 6/1/36 1,255 1,357
Graham Holdings Co. 7.250% 2/1/19 150 174
Grupo Televisa SAB 6.000% 5/15/18 1,400 1,580
Grupo Televisa SAB 6.625% 3/18/25 450 542
Grupo Televisa SAB 6.625% 1/15/40 500 600
GTE Corp. 6.940% 4/15/28 325 396
Historic TW Inc. 6.625% 5/15/29 200 247
Interpublic Group of Cos. Inc. 3.750% 2/15/23 1,000 994
Interpublic Group of Cos. Inc. 4.200% 4/15/24 825 831
Koninklijke KPN NV 8.375% 10/1/30 350 494
McGraw Hill Financial Inc. 5.900% 11/15/17 150 165
McGraw Hill Financial Inc. 6.550% 11/15/37 350 366

 

 

Moody's Corp. 2.750% 7/15/19 400 402
Moody's Corp. 4.500% 9/1/22 1,400 1,477
Moody's Corp. 5.250% 7/15/44 275 287
NBCUniversal Media LLC 2.875% 4/1/16 2,345 2,418
NBCUniversal Media LLC 5.150% 4/30/20 925 1,049
NBCUniversal Media LLC 4.375% 4/1/21 205 224
NBCUniversal Media LLC 6.400% 4/30/40 350 450
NBCUniversal Media LLC 5.950% 4/1/41 1,075 1,312
NBCUniversal Media LLC 4.450% 1/15/43 100 101
New Cingular Wireless Services Inc. 8.750% 3/1/31 155 236
Nippon Telegraph & Telephone Corp. 1.400% 7/18/17 100 100
Omnicom Group Inc. 5.900% 4/15/16 50 54
Omnicom Group Inc. 6.250% 7/15/19 675 788
Omnicom Group Inc. 4.450% 8/15/20 500 537
Omnicom Group Inc. 3.625% 5/1/22 1,100 1,119
Orange SA 2.750% 9/14/16 820 844
Orange SA 2.750% 2/6/19 900 913
Orange SA 5.375% 7/8/19 1,025 1,155
Orange SA 4.125% 9/14/21 902 949
Orange SA 9.000% 3/1/31 785 1,157
Orange SA 5.375% 1/13/42 25 26
Orange SA 5.500% 2/6/44 575 626
Pacific Bell Telephone Co. 7.125% 3/15/26 200 255
Qwest Corp. 6.500% 6/1/17 275 304
Qwest Corp. 6.750% 12/1/21 410 464
Qwest Corp. 7.250% 9/15/25 175 205
Qwest Corp. 6.875% 9/15/33 375 375
Qwest Corp. 7.125% 11/15/43 550 554
Reed Elsevier Capital Inc. 8.625% 1/15/19 259 323
Reed Elsevier Capital Inc. 3.125% 10/15/22 705 689
Rogers Communications Inc. 6.800% 8/15/18 950 1,115
Rogers Communications Inc. 3.000% 3/15/23 230 221
Rogers Communications Inc. 4.100% 10/1/23 225 234
Rogers Communications Inc. 4.500% 3/15/43 250 245
Rogers Communications Inc. 5.000% 3/15/44 1,750 1,804
Telefonica Emisiones SAU 6.421% 6/20/16 475 516
Telefonica Emisiones SAU 3.192% 4/27/18 1,025 1,056
Telefonica Emisiones SAU 5.877% 7/15/19 1,910 2,172
Telefonica Emisiones SAU 5.134% 4/27/20 705 771
Telefonica Emisiones SAU 5.462% 2/16/21 350 389
Telefonica Emisiones SAU 4.570% 4/27/23 1,000 1,040
Telefonica Emisiones SAU 7.045% 6/20/36 690 865
Telefonica Europe BV 8.250% 9/15/30 750 1,019
Thomson Reuters Corp. 1.300% 2/23/17 450 449
Thomson Reuters Corp. 6.500% 7/15/18 50 58
Thomson Reuters Corp. 4.700% 10/15/19 125 138
Thomson Reuters Corp. 4.300% 11/23/23 600 625
Thomson Reuters Corp. 5.500% 8/15/35 350 382
Thomson Reuters Corp. 5.850% 4/15/40 1,425 1,602
Thomson Reuters Corp. 5.650% 11/23/43 625 692
Time Warner Cable Inc. 5.850% 5/1/17 825 914
Time Warner Cable Inc. 6.750% 7/1/18 475 552
Time Warner Cable Inc. 8.250% 4/1/19 700 870
Time Warner Cable Inc. 5.000% 2/1/20 2,695 2,991
Time Warner Cable Inc. 4.125% 2/15/21 500 530
Time Warner Cable Inc. 4.000% 9/1/21 850 895
Time Warner Cable Inc. 6.550% 5/1/37 550 693

 

 

  Time Warner Cable Inc. 7.300% 7/1/38 1,000 1,360
  Time Warner Cable Inc. 6.750% 6/15/39 1,600 2,056
  Time Warner Cable Inc. 5.875% 11/15/40 600 703
  Time Warner Cable Inc. 5.500% 9/1/41 750 842
  Time Warner Cable Inc. 4.500% 9/15/42 475 468
  Time Warner Cos. Inc. 6.950% 1/15/28 1,795 2,259
  Time Warner Entertainment Co. LP 8.375% 3/15/23 800 1,066
  Time Warner Entertainment Co. LP 8.375% 7/15/33 100 146
  Time Warner Inc. 3.150% 7/15/15 860 877
  Time Warner Inc. 2.100% 6/1/19 550 541
  Time Warner Inc. 4.875% 3/15/20 1,240 1,369
  Time Warner Inc. 4.700% 1/15/21 700 766
  Time Warner Inc. 4.750% 3/29/21 600 653
  Time Warner Inc. 4.000% 1/15/22 205 214
  Time Warner Inc. 4.050% 12/15/23 75 77
  Time Warner Inc. 3.550% 6/1/24 525 517
  Time Warner Inc. 7.625% 4/15/31 835 1,127
  Time Warner Inc. 7.700% 5/1/32 1,840 2,521
  Time Warner Inc. 6.200% 3/15/40 150 175
  Time Warner Inc. 6.100% 7/15/40 825 956
  Time Warner Inc. 6.250% 3/29/41 325 384
  Time Warner Inc. 5.375% 10/15/41 205 219
  Time Warner Inc. 5.350% 12/15/43 125 135
  Time Warner Inc. 4.650% 6/1/44 525 507
  Verizon Communications Inc. 5.550% 2/15/16 250 266
  Verizon Communications Inc. 3.000% 4/1/16 380 392
  Verizon Communications Inc. 2.500% 9/15/16 1,155 1,185
  Verizon Communications Inc. 2.000% 11/1/16 2,825 2,869
  Verizon Communications Inc. 1.350% 6/9/17 2,500 2,487
  Verizon Communications Inc. 1.100% 11/1/17 200 197
  Verizon Communications Inc. 5.500% 2/15/18 925 1,034
  Verizon Communications Inc. 6.100% 4/15/18 155 177
  Verizon Communications Inc. 3.650% 9/14/18 2,630 2,768
  Verizon Communications Inc. 8.750% 11/1/18 1,470 1,831
  Verizon Communications Inc. 6.350% 4/1/19 1,000 1,162
10 Verizon Communications Inc. 2.625% 2/21/20 1,223 1,208
  Verizon Communications Inc. 4.500% 9/15/20 1,505 1,624
  Verizon Communications Inc. 3.450% 3/15/21 300 304
  Verizon Communications Inc. 4.600% 4/1/21 1,440 1,567
  Verizon Communications Inc. 3.500% 11/1/21 1,040 1,051
  Verizon Communications Inc. 2.450% 11/1/22 1,925 1,788
  Verizon Communications Inc. 5.150% 9/15/23 5,765 6,376
  Verizon Communications Inc. 4.150% 3/15/24 300 309
  Verizon Communications Inc. 7.750% 12/1/30 785 1,076
  Verizon Communications Inc. 6.400% 9/15/33 2,650 3,224
  Verizon Communications Inc. 5.050% 3/15/34 675 712
  Verizon Communications Inc. 5.850% 9/15/35 500 570
  Verizon Communications Inc. 6.250% 4/1/37 775 927
  Verizon Communications Inc. 6.400% 2/15/38 1,360 1,632
  Verizon Communications Inc. 6.900% 4/15/38 350 449
  Verizon Communications Inc. 7.350% 4/1/39 1,200 1,626
  Verizon Communications Inc. 6.000% 4/1/41 445 515
  Verizon Communications Inc. 4.750% 11/1/41 625 622
  Verizon Communications Inc. 3.850% 11/1/42 1,250 1,092
  Verizon Communications Inc. 6.550% 9/15/43 6,595 8,145
10 Verizon Communications Inc. 4.862% 8/21/46 2,267 2,281
10 Verizon Communications Inc. 5.012% 8/21/54 2,638 2,651

 

 

Verizon Maryland LLC 5.125% 6/15/33 1,000 1,030
Verizon New England Inc. 7.875% 11/15/29 250 320
Verizon New York Inc. 7.375% 4/1/32 500 616
Viacom Inc. 2.500% 12/15/16 250 257
Viacom Inc. 3.500% 4/1/17 540 567
Viacom Inc. 2.500% 9/1/18 175 177
Viacom Inc. 2.200% 4/1/19 625 621
Viacom Inc. 5.625% 9/15/19 850 966
Viacom Inc. 4.500% 3/1/21 245 265
Viacom Inc. 3.875% 12/15/21 2,475 2,565
Viacom Inc. 3.125% 6/15/22 75 74
Viacom Inc. 4.250% 9/1/23 175 180
Viacom Inc. 3.875% 4/1/24 625 623
Viacom Inc. 6.875% 4/30/36 915 1,145
Viacom Inc. 4.375% 3/15/43 212 193
Viacom Inc. 5.850% 9/1/43 1,075 1,195
Viacom Inc. 5.250% 4/1/44 650 673
Vodafone Group plc 5.625% 2/27/17 2,060 2,259
Vodafone Group plc 1.625% 3/20/17 625 626
Vodafone Group plc 1.250% 9/26/17 1,350 1,331
Vodafone Group plc 1.500% 2/19/18 1,450 1,431
Vodafone Group plc 4.625% 7/15/18 125 137
Vodafone Group plc 5.450% 6/10/19 775 870
Vodafone Group plc 2.500% 9/26/22 200 185
Vodafone Group plc 2.950% 2/19/23 545 514
Vodafone Group plc 7.875% 2/15/30 425 570
Vodafone Group plc 6.250% 11/30/32 350 416
Vodafone Group plc 6.150% 2/27/37 755 871
Vodafone Group plc 4.375% 2/19/43 675 621
Walt Disney Co. 0.875% 12/1/14 1,125 1,126
Walt Disney Co. 1.350% 8/16/16 165 167
Walt Disney Co. 5.625% 9/15/16 500 547
Walt Disney Co. 0.875% 5/30/17 700 694
Walt Disney Co. 1.100% 12/1/17 850 841
Walt Disney Co. 1.850% 5/30/19 725 717
Walt Disney Co. 2.350% 12/1/22 25 24
Walt Disney Co. 4.375% 8/16/41 225 234
Walt Disney Co. 4.125% 12/1/41 1,350 1,357
Walt Disney Co. 3.700% 12/1/42 450 420
Walt Disney Co. 4.125% 6/1/44 900 899
WPP Finance 2010 4.750% 11/21/21 221 241
WPP Finance 2010 3.750% 9/19/24 525 518
WPP Finance 2010 5.125% 9/7/42 1,050 1,078
 
Consumer Cyclical (0.6%)        
Advance Auto Parts Inc. 4.500% 12/1/23 400 419
Amazon.com Inc. 0.650% 11/27/15 350 350
Amazon.com Inc. 1.200% 11/29/17 650 644
Amazon.com Inc. 2.500% 11/29/22 475 447
American Honda Finance Corp. 1.125% 10/7/16 600 602
American Honda Finance Corp. 1.200% 7/14/17 300 299
American Honda Finance Corp. 2.125% 10/10/18 450 453
American Honda Finance Corp. 2.250% 8/15/19 800 797
AutoNation Inc. 6.750% 4/15/18 250 286
AutoZone Inc. 1.300% 1/13/17 350 350
AutoZone Inc. 7.125% 8/1/18 750 882
AutoZone Inc. 3.125% 7/15/23 275 267

 

 

  Bed Bath & Beyond Inc. 3.749% 8/1/24 100 99
  Bed Bath & Beyond Inc. 4.915% 8/1/34 175 174
  Bed Bath & Beyond Inc. 5.165% 8/1/44 275 269
  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 1,562
  Carnival Corp. 1.200% 2/5/16 275 276
  Carnival Corp. 3.950% 10/15/20 200 209
  Costco Wholesale Corp. 5.500% 3/15/17 875 965
  Costco Wholesale Corp. 1.125% 12/15/17 1,825 1,811
  Cummins Inc. 3.650% 10/1/23 350 362
  Cummins Inc. 4.875% 10/1/43 400 441
  CVS Health Corp. 3.250% 5/18/15 705 717
  CVS Health Corp. 1.200% 12/5/16 150 150
  CVS Health Corp. 5.750% 6/1/17 307 341
  CVS Health Corp. 2.250% 12/5/18 375 377
  CVS Health Corp. 4.750% 5/18/20 625 695
  CVS Health Corp. 2.750% 12/1/22 975 931
  CVS Health Corp. 4.000% 12/5/23 660 688
  CVS Health Corp. 5.750% 5/15/41 1,255 1,483
  CVS Health Corp. 5.300% 12/5/43 425 477
10 Daimler Finance North America LLC 2.625% 9/15/16 225 232
  Daimler Finance North America LLC 8.500% 1/18/31 905 1,363
  Darden Restaurants Inc. 6.200% 10/15/17 150 167
  Delphi Corp. 6.125% 5/15/21 300 328
  Delphi Corp. 5.000% 2/15/23 450 481
  Dollar General Corp. 3.250% 4/15/23 950 849
  eBay Inc. 1.625% 10/15/15 125 126
  eBay Inc. 1.350% 7/15/17 625 623
  eBay Inc. 2.200% 8/1/19 1,100 1,088
  eBay Inc. 3.250% 10/15/20 125 128
  eBay Inc. 2.875% 8/1/21 600 586
  eBay Inc. 2.600% 7/15/22 825 778
  eBay Inc. 3.450% 8/1/24 600 582
  eBay Inc. 4.000% 7/15/42 75 65
  Expedia Inc. 5.950% 8/15/20 1,750 1,967
  Family Dollar Stores Inc. 5.000% 2/1/21 125 130
  Ford Motor Co. 6.625% 10/1/28 575 695
  Ford Motor Co. 6.375% 2/1/29 275 327
  Ford Motor Co. 7.450% 7/16/31 1,075 1,419
  Ford Motor Co. 4.750% 1/15/43 1,200 1,194
  Ford Motor Co. 7.400% 11/1/46 300 409
  Ford Motor Credit Co. LLC 4.207% 4/15/16 3,550 3,712
  Ford Motor Credit Co. LLC 1.700% 5/9/16 225 227
  Ford Motor Credit Co. LLC 3.984% 6/15/16 200 209
  Ford Motor Credit Co. LLC 8.000% 12/15/16 300 341
  Ford Motor Credit Co. LLC 4.250% 2/3/17 1,650 1,749
  Ford Motor Credit Co. LLC 6.625% 8/15/17 2,025 2,289
  Ford Motor Credit Co. LLC 1.724% 12/6/17 600 597
  Ford Motor Credit Co. LLC 5.000% 5/15/18 2,425 2,650
  Ford Motor Credit Co. LLC 2.875% 10/1/18 525 535
  Ford Motor Credit Co. LLC 8.125% 1/15/20 775 969
  Ford Motor Credit Co. LLC 5.750% 2/1/21 450 512
  Ford Motor Credit Co. LLC 5.875% 8/2/21 725 833
  Ford Motor Credit Co. LLC 4.250% 9/20/22 1,075 1,123
  Ford Motor Credit Co. LLC 4.375% 8/6/23 850 889
  Gap Inc. 5.950% 4/12/21 2,550 2,892

 

 

Home Depot Inc. 5.400% 3/1/16 1,305 1,392
Home Depot Inc. 2.250% 9/10/18 1,925 1,954
Home Depot Inc. 4.400% 4/1/21 600 665
Home Depot Inc. 2.700% 4/1/23 600 581
Home Depot Inc. 3.750% 2/15/24 900 936
Home Depot Inc. 5.875% 12/16/36 2,045 2,525
Home Depot Inc. 5.950% 4/1/41 375 466
Home Depot Inc. 4.200% 4/1/43 750 741
Home Depot Inc. 4.875% 2/15/44 1,250 1,362
Host Hotels & Resorts LP 6.000% 10/1/21 1,100 1,254
Host Hotels & Resorts LP 3.750% 10/15/23 240 236
Hyatt Hotels Corp. 3.375% 7/15/23 1,550 1,509
International Game Technology 7.500% 6/15/19 600 679
International Game Technology 5.500% 6/15/20 125 132
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% 3/1/21 745 796
Johnson Controls Inc. 3.750% 12/1/21 175 180
Johnson Controls Inc. 3.625% 7/2/24 300 297
Johnson Controls Inc. 6.000% 1/15/36 125 147
Johnson Controls Inc. 5.700% 3/1/41 205 235
Johnson Controls Inc. 5.250% 12/1/41 100 108
Johnson Controls Inc. 4.625% 7/2/44 200 196
Johnson Controls Inc. 4.950% 7/2/64 175 172
Kohl's Corp. 6.250% 12/15/17 200 226
Kohl's Corp. 4.000% 11/1/21 845 883
Kohl's Corp. 6.000% 1/15/33 225 247
Kohl's Corp. 6.875% 12/15/37 100 122
Lowe's Cos. Inc. 5.000% 10/15/15 75 78
Lowe's Cos. Inc. 1.625% 4/15/17 925 933
Lowe's Cos. Inc. 6.100% 9/15/17 200 227
Lowe's Cos. Inc. 4.625% 4/15/20 445 493
Lowe's Cos. Inc. 3.750% 4/15/21 205 218
Lowe's Cos. Inc. 3.800% 11/15/21 250 264
Lowe's Cos. Inc. 3.120% 4/15/22 450 456
Lowe's Cos. Inc. 3.875% 9/15/23 300 316
Lowe's Cos. Inc. 3.125% 9/15/24 300 294
Lowe's Cos. Inc. 6.875% 2/15/28 367 471
Lowe's Cos. Inc. 5.800% 4/15/40 1,080 1,304
Lowe's Cos. Inc. 5.125% 11/15/41 100 113
Lowe's Cos. Inc. 4.650% 4/15/42 1,200 1,255
Lowe's Cos. Inc. 5.000% 9/15/43 100 110
Lowe's Cos. Inc. 4.250% 9/15/44 325 318
Macy's Retail Holdings Inc. 5.900% 12/1/16 239 263
Macy's Retail Holdings Inc. 7.450% 7/15/17 1,000 1,152
Macy's Retail Holdings Inc. 3.875% 1/15/22 150 156
Macy's Retail Holdings Inc. 6.900% 4/1/29 475 600
Macy's Retail Holdings Inc. 6.375% 3/15/37 275 340
Macy's Retail Holdings Inc. 5.125% 1/15/42 1,325 1,387
Marriott International Inc. 6.200% 6/15/16 150 162
Marriott International Inc. 6.375% 6/15/17 50 56
Marriott International Inc. 3.000% 3/1/19 125 128
Marriott International Inc. 3.375% 10/15/20 850 874
MasterCard Inc. 2.000% 4/1/19 250 249
MasterCard Inc. 3.375% 4/1/24 625 632
McDonald's Corp. 5.300% 3/15/17 400 440
McDonald's Corp. 5.800% 10/15/17 550 619

 

 

  McDonald's Corp. 5.350% 3/1/18 880 985
  McDonald's Corp. 2.625% 1/15/22 410 406
  McDonald's Corp. 3.250% 6/10/24 1,200 1,189
  McDonald's Corp. 6.300% 3/1/38 300 386
  McDonald's Corp. 5.700% 2/1/39 25 30
  McDonald's Corp. 3.700% 2/15/42 1,225 1,116
  McDonald's Corp. 3.625% 5/1/43 275 245
  MDC Holdings Inc. 6.000% 1/15/43 300 276
  NIKE Inc. 2.250% 5/1/23 50 47
  NIKE Inc. 3.625% 5/1/43 125 118
  Nordstrom Inc. 4.750% 5/1/20 600 661
  Nordstrom Inc. 4.000% 10/15/21 585 626
  Nordstrom Inc. 6.950% 3/15/28 200 259
  Nordstrom Inc. 5.000% 1/15/44 197 212
  NVR Inc. 3.950% 9/15/22 225 227
  O'Reilly Automotive Inc. 4.875% 1/14/21 50 55
  O'Reilly Automotive Inc. 4.625% 9/15/21 550 597
  O'Reilly Automotive Inc. 3.800% 9/1/22 25 26
  O'Reilly Automotive Inc. 3.850% 6/15/23 150 153
  PACCAR Financial Corp. 1.050% 6/5/15 100 100
  PACCAR Financial Corp. 1.150% 8/16/16 625 630
  PACCAR Financial Corp. 1.600% 3/15/17 400 404
  PACCAR Financial Corp. 2.200% 9/15/19 150 150
  QVC Inc. 3.125% 4/1/19 525 527
  QVC Inc. 5.125% 7/2/22 25 26
  QVC Inc. 4.375% 3/15/23 75 75
  QVC Inc. 4.850% 4/1/24 525 537
  QVC Inc. 5.950% 3/15/43 325 340
  Ralph Lauren Corp. 2.125% 9/26/18 200 202
  Ross Stores Inc. 3.375% 9/15/24 150 149
  Signet UK Finance plc 4.700% 6/15/24 250 252
  Staples Inc. 4.375% 1/12/23 300 297
  Starbucks Corp. 0.875% 12/5/16 25 25
  Starbucks Corp. 3.850% 10/1/23 800 837
  Target Corp. 5.375% 5/1/17 200 221
  Target Corp. 6.000% 1/15/18 495 561
  Target Corp. 2.300% 6/26/19 1,550 1,551
  Target Corp. 3.875% 7/15/20 145 155
  Target Corp. 2.900% 1/15/22 900 893
  Target Corp. 3.500% 7/1/24 925 925
  Target Corp. 6.350% 11/1/32 450 572
  Target Corp. 6.500% 10/15/37 750 963
  Target Corp. 4.000% 7/1/42 500 462
10 Tiffany & Co. 3.800% 10/1/24 125 125
10 Tiffany & Co. 4.900% 10/1/44 175 175
  TJX Cos. Inc. 6.950% 4/15/19 175 210
  TJX Cos. Inc. 2.500% 5/15/23 2,100 2,005
  Toyota Motor Credit Corp. 2.800% 1/11/16 535 550
  Toyota Motor Credit Corp. 2.000% 9/15/16 1,450 1,480
  Toyota Motor Credit Corp. 2.050% 1/12/17 950 971
  Toyota Motor Credit Corp. 1.250% 10/5/17 1,450 1,439
  Toyota Motor Credit Corp. 1.375% 1/10/18 825 818
  Toyota Motor Credit Corp. 2.000% 10/24/18 1,125 1,128
  Toyota Motor Credit Corp. 2.100% 1/17/19 1,000 1,002
  Toyota Motor Credit Corp. 2.125% 7/18/19 1,000 996
  Toyota Motor Credit Corp. 4.250% 1/11/21 300 327
  Toyota Motor Credit Corp. 2.750% 5/17/21 500 501

 

 

  Toyota Motor Credit Corp. 3.400% 9/15/21 305 314
  Toyota Motor Credit Corp. 3.300% 1/12/22 650 668
  Toyota Motor Credit Corp. 2.625% 1/10/23 550 536
  VF Corp. 5.950% 11/1/17 250 285
  VF Corp. 3.500% 9/1/21 380 399
  VF Corp. 6.450% 11/1/37 150 195
  Wal-Mart Stores Inc. 1.500% 10/25/15 615 622
  Wal-Mart Stores Inc. 0.600% 4/11/16 425 425
  Wal-Mart Stores Inc. 5.375% 4/5/17 200 221
  Wal-Mart Stores Inc. 5.800% 2/15/18 655 744
  Wal-Mart Stores Inc. 1.125% 4/11/18 2,225 2,197
  Wal-Mart Stores Inc. 1.950% 12/15/18 750 754
  Wal-Mart Stores Inc. 3.625% 7/8/20 50 53
  Wal-Mart Stores Inc. 3.250% 10/25/20 1,135 1,182
  Wal-Mart Stores Inc. 4.250% 4/15/21 1,615 1,774
  Wal-Mart Stores Inc. 2.550% 4/11/23 575 551
  Wal-Mart Stores Inc. 3.300% 4/22/24 600 607
  Wal-Mart Stores Inc. 5.875% 4/5/27 2,365 2,945
  Wal-Mart Stores Inc. 5.250% 9/1/35 455 530
  Wal-Mart Stores Inc. 6.500% 8/15/37 960 1,273
  Wal-Mart Stores Inc. 6.200% 4/15/38 800 1,023
  Wal-Mart Stores Inc. 5.000% 10/25/40 1,065 1,204
  Wal-Mart Stores Inc. 5.625% 4/15/41 2,040 2,464
  Wal-Mart Stores Inc. 4.000% 4/11/43 575 558
  Wal-Mart Stores Inc. 4.750% 10/2/43 1,625 1,759
  Wal-Mart Stores Inc. 4.300% 4/22/44 1,200 1,207
  Walgreen Co. 1.800% 9/15/17 600 602
  Walgreen Co. 5.250% 1/15/19 830 923
  Walgreen Co. 4.400% 9/15/42 300 279
  Western Union Co. 5.930% 10/1/16 400 436
  Western Union Co. 6.200% 11/17/36 325 335
  Wyndham Worldwide Corp. 2.950% 3/1/17 425 437
  Wyndham Worldwide Corp. 2.500% 3/1/18 250 251
  Wyndham Worldwide Corp. 4.250% 3/1/22 500 505
  Wyndham Worldwide Corp. 3.900% 3/1/23 175 172
  Yum! Brands Inc. 5.300% 9/15/19 479 532
 
  Consumer Noncyclical (1.4%)        
  Abbott Laboratories 5.125% 4/1/19 996 1,123
  Abbott Laboratories 6.150% 11/30/37 550 715
  Abbott Laboratories 6.000% 4/1/39 200 256
  Abbott Laboratories 5.300% 5/27/40 145 172
  AbbVie Inc. 1.200% 11/6/15 1,525 1,531
  AbbVie Inc. 1.750% 11/6/17 2,525 2,516
  AbbVie Inc. 2.000% 11/6/18 900 886
  AbbVie Inc. 2.900% 11/6/22 2,850 2,722
  AbbVie Inc. 4.400% 11/6/42 1,725 1,611
10 Actavis Funding SCS 1.300% 6/15/17 1,200 1,180
10 Actavis Funding SCS 3.850% 6/15/24 550 532
10 Actavis Funding SCS 4.850% 6/15/44 995 937
  Actavis Inc. 1.875% 10/1/17 250 248
  Actavis Inc. 3.250% 10/1/22 1,950 1,875
  Actavis Inc. 4.625% 10/1/42 625 572
  Allergan Inc. 5.750% 4/1/16 125 133
  Allergan Inc. 1.350% 3/15/18 175 170
  Allergan Inc. 2.800% 3/15/23 125 112
  Altria Group Inc. 9.700% 11/10/18 1,182 1,524

 

 

Altria Group Inc. 9.250% 8/6/19 613 798
Altria Group Inc. 4.750% 5/5/21 675 737
Altria Group Inc. 4.000% 1/31/24 100 102
Altria Group Inc. 9.950% 11/10/38 869 1,439
Altria Group Inc. 10.200% 2/6/39 768 1,302
Altria Group Inc. 4.500% 5/2/43 375 355
Altria Group Inc. 5.375% 1/31/44 775 825
AmerisourceBergen Corp. 1.150% 5/15/17 200 198
AmerisourceBergen Corp. 3.500% 11/15/21 850 875
AmerisourceBergen Corp. 3.400% 5/15/24 300 298
Amgen Inc. 2.300% 6/15/16 1,880 1,923
Amgen Inc. 2.500% 11/15/16 390 401
Amgen Inc. 2.125% 5/15/17 1,375 1,399
Amgen Inc. 1.250% 5/22/17 700 697
Amgen Inc. 5.850% 6/1/17 125 139
Amgen Inc. 5.700% 2/1/19 780 888
Amgen Inc. 2.200% 5/22/19 850 840
Amgen Inc. 3.450% 10/1/20 275 285
Amgen Inc. 4.100% 6/15/21 610 648
Amgen Inc. 3.875% 11/15/21 840 883
Amgen Inc. 3.625% 5/15/22 625 636
Amgen Inc. 3.625% 5/22/24 1,000 991
Amgen Inc. 6.375% 6/1/37 400 486
Amgen Inc. 6.900% 6/1/38 625 812
Amgen Inc. 6.400% 2/1/39 700 856
Amgen Inc. 4.950% 10/1/41 100 105
Amgen Inc. 5.150% 11/15/41 1,236 1,304
Amgen Inc. 5.650% 6/15/42 750 850
Anheuser-Busch Cos. LLC 5.500% 1/15/18 250 278
Anheuser-Busch Cos. LLC 6.800% 8/20/32 900 1,179
Anheuser-Busch InBev Finance Inc. 0.800% 1/15/16 2,175 2,182
Anheuser-Busch InBev Finance Inc. 1.125% 1/27/17 500 500
Anheuser-Busch InBev Finance Inc. 2.150% 2/1/19 1,800 1,791
Anheuser-Busch InBev Finance Inc. 2.625% 1/17/23 500 470
Anheuser-Busch InBev Finance Inc. 3.700% 2/1/24 950 956
Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43 1,000 921
Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44 550 559
Anheuser-Busch InBev Worldwide Inc. 2.875% 2/15/16 300 308
Anheuser-Busch InBev Worldwide Inc. 1.375% 7/15/17 1,575 1,573
Anheuser-Busch InBev Worldwide Inc. 7.750% 1/15/19 3,020 3,650
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 375 450
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 1,835 2,074
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 2,265 2,523
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 150 163
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 735 1,112
Anheuser-Busch InBev Worldwide Inc. 6.375% 1/15/40 250 323
Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 750 666
Archer-Daniels-Midland Co. 5.450% 3/15/18 150 167
Archer-Daniels-Midland Co. 4.479% 3/1/21 855 942
Archer-Daniels-Midland Co. 5.935% 10/1/32 350 435
Archer-Daniels-Midland Co. 5.375% 9/15/35 225 264
Archer-Daniels-Midland Co. 5.765% 3/1/41 580 711
Archer-Daniels-Midland Co. 4.016% 4/16/43 250 238
7 Ascension Health Alliance 4.847% 11/15/53 625 695
AstraZeneca plc 5.900% 9/15/17 285 321
AstraZeneca plc 1.950% 9/18/19 500 494
AstraZeneca plc 6.450% 9/15/37 2,205 2,858

 

 

Avon Products Inc. 2.375% 3/15/16 300 302
Avon Products Inc. 4.600% 3/15/20 50 51
Avon Products Inc. 5.000% 3/15/23 150 147
Avon Products Inc. 6.950% 3/15/43 350 350
Baptist Health South Florida Obligated Group        
Revenue 4.590% 8/15/21 100 109
Baxter International Inc. 4.625% 3/15/15 250 255
Baxter International Inc. 5.900% 9/1/16 150 164
Baxter International Inc. 1.850% 1/15/17 150 152
Baxter International Inc. 2.400% 8/15/22 200 189
Baxter International Inc. 6.250% 12/1/37 100 129
Baxter International Inc. 3.650% 8/15/42 750 679
Beam Suntory Inc. 5.375% 1/15/16 4 4
Beam Suntory Inc. 1.750% 6/15/18 50 49
Beam Suntory Inc. 3.250% 5/15/22 25 25
Beam Suntory Inc. 3.250% 6/15/23 50 49
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% 11/12/20 875 910
Becton Dickinson & Co. 3.125% 11/8/21 440 450
Boston Scientific Corp. 6.250% 11/15/15 600 636
Boston Scientific Corp. 6.400% 6/15/16 250 272
Boston Scientific Corp. 2.650% 10/1/18 1,750 1,764
Boston Scientific Corp. 6.000% 1/15/20 450 514
Boston Scientific Corp. 4.125% 10/1/23 625 641
Boston Scientific Corp. 7.000% 11/15/35 75 98
Boston Scientific Corp. 7.375% 1/15/40 150 208
Bottling Group LLC 5.500% 4/1/16 1,275 1,367
Bottling Group LLC 5.125% 1/15/19 525 588
Bristol-Myers Squibb Co. 1.750% 3/1/19 175 173
Bristol-Myers Squibb Co. 2.000% 8/1/22 575 532
Bristol-Myers Squibb Co. 3.250% 11/1/23 250 251
Bristol-Myers Squibb Co. 5.875% 11/15/36 642 785
Bristol-Myers Squibb Co. 6.125% 5/1/38 165 210
Bristol-Myers Squibb Co. 3.250% 8/1/42 225 188
Bristol-Myers Squibb Co. 4.500% 3/1/44 425 440
Brown-Forman Corp. 1.000% 1/15/18 350 342
Brown-Forman Corp. 2.250% 1/15/23 100 93
Brown-Forman Corp. 3.750% 1/15/43 150 141
Bunge Ltd. Finance Corp. 4.100% 3/15/16 300 313
Bunge Ltd. Finance Corp. 3.200% 6/15/17 250 259
Bunge Ltd. Finance Corp. 8.500% 6/15/19 775 962
Campbell Soup Co. 3.050% 7/15/17 50 52
Campbell Soup Co. 4.250% 4/15/21 250 269
Campbell Soup Co. 3.800% 8/2/42 200 173
Cardinal Health Inc. 4.000% 6/15/15 100 102
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% 3/15/23 275 269
Cardinal Health Inc. 4.600% 3/15/43 175 178
CareFusion Corp. 6.375% 8/1/19 240 275
Catholic Health Initiatives Colorado GO 1.600% 11/1/17 200 201
7 Catholic Health Initiatives Colorado GO 4.350% 11/1/42 650 634
Celgene Corp. 2.450% 10/15/15 75 76
Celgene Corp. 1.900% 8/15/17 250 252
Celgene Corp. 2.300% 8/15/18 600 603
Celgene Corp. 2.250% 5/15/19 450 449

 

 

Celgene Corp. 3.950% 10/15/20 50 53
Celgene Corp. 3.250% 8/15/22 500 496
Celgene Corp. 4.000% 8/15/23 400 414
Celgene Corp. 3.625% 5/15/24 500 496
Celgene Corp. 5.700% 10/15/40 75 87
Celgene Corp. 5.250% 8/15/43 250 272
Celgene Corp. 4.625% 5/15/44 650 635
Church & Dwight Co. Inc. 3.350% 12/15/15 100 103
Cleveland Clinic Foundation 4.858% 1/1/14 1,200 1,189
Clorox Co. 3.550% 11/1/15 325 335
Clorox Co. 3.800% 11/15/21 175 183
Coca-Cola Co. 1.500% 11/15/15 920 930
Coca-Cola Co. 5.350% 11/15/17 800 894
Coca-Cola Co. 1.150% 4/1/18 732 721
Coca-Cola Co. 1.650% 11/1/18 425 423
Coca-Cola Co. 4.875% 3/15/19 725 815
Coca-Cola Co. 2.450% 11/1/20 750 753
Coca-Cola Co. 3.150% 11/15/20 1,052 1,096
Coca-Cola Co. 3.300% 9/1/21 1,210 1,257
Coca-Cola Co. 3.200% 11/1/23 1,650 1,652
Coca-Cola Enterprises Inc. 2.125% 9/15/15 205 208
Coca-Cola Enterprises Inc. 3.500% 9/15/20 600 621
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 1,238
Coca-Cola Femsa SAB de CV 5.250% 11/26/43 1,300 1,443
Coca-Cola HBC Finance BV 5.500% 9/17/15 600 625
Colgate-Palmolive Co. 1.300% 1/15/17 525 529
Colgate-Palmolive Co. 1.750% 3/15/19 450 447
Colgate-Palmolive Co. 2.450% 11/15/21 165 164
Colgate-Palmolive Co. 2.100% 5/1/23 275 258
Colgate-Palmolive Co. 3.250% 3/15/24 375 379
ConAgra Foods Inc. 1.900% 1/25/18 600 596
ConAgra Foods Inc. 3.250% 9/15/22 1,500 1,456
ConAgra Foods Inc. 3.200% 1/25/23 1,447 1,385
ConAgra Foods Inc. 7.125% 10/1/26 450 562
ConAgra Foods Inc. 7.000% 10/1/28 100 126
ConAgra Foods Inc. 4.650% 1/25/43 99 96
Covidien International Finance SA 6.000% 10/15/17 905 1,023
Covidien International Finance SA 3.200% 6/15/22 1,500 1,509
Covidien International Finance SA 6.550% 10/15/37 630 813
CR Bard Inc. 1.375% 1/15/18 1,825 1,804
CR Bard Inc. 4.400% 1/15/21 165 180
Delhaize Group SA 6.500% 6/15/17 165 185
Delhaize Group SA 5.700% 10/1/40 1,900 1,991
Diageo Capital plc 1.500% 5/11/17 2,600 2,616
Diageo Capital plc 5.750% 10/23/17 690 776
Diageo Capital plc 2.625% 4/29/23 2,000 1,894
Diageo Finance BV 5.300% 10/28/15 625 658
Diageo Investment Corp. 2.875% 5/11/22 300 294
Diageo Investment Corp. 4.250% 5/11/42 150 147
Dignity Health California GO 3.125% 11/1/22 150 142
Dignity Health California GO 4.500% 11/1/42 450 430
Dr Pepper Snapple Group Inc. 2.900% 1/15/16 1,205 1,238
Dr Pepper Snapple Group Inc. 6.820% 5/1/18 925 1,076
Dr Pepper Snapple Group Inc. 2.600% 1/15/19 40 41
Dr Pepper Snapple Group Inc. 2.000% 1/15/20 500 487
Edwards Lifesciences Corp. 2.875% 10/15/18 125 127

 

 

Eli Lilly & Co. 5.200% 3/15/17 425 466
Eli Lilly & Co. 1.950% 3/15/19 650 647
Eli Lilly & Co. 5.500% 3/15/27 625 747
Eli Lilly & Co. 5.950% 11/15/37 165 209
Eli Lilly & Co. 4.650% 6/15/44 750 797
Energizer Holdings Inc. 4.700% 5/19/21 150 155
Energizer Holdings Inc. 4.700% 5/24/22 400 412
Estee Lauder Cos. Inc. 2.350% 8/15/22 225 215
Estee Lauder Cos. Inc. 3.700% 8/15/42 4,025 3,694
Express Scripts Holding Co. 2.650% 2/15/17 2,100 2,161
Express Scripts Holding Co. 4.750% 11/15/21 650 710
Express Scripts Holding Co. 3.900% 2/15/22 2,775 2,866
Express Scripts Holding Co. 6.125% 11/15/41 550 669
Flowers Foods Inc. 4.375% 4/1/22 175 183
Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 325 303
Genentech Inc. 5.250% 7/15/35 625 727
General Mills Inc. 5.700% 2/15/17 575 635
General Mills Inc. 5.650% 2/15/19 2,100 2,387
General Mills Inc. 3.150% 12/15/21 425 432
General Mills Inc. 3.650% 2/15/24 525 533
General Mills Inc. 5.400% 6/15/40 245 279
Gilead Sciences Inc. 3.050% 12/1/16 25 26
Gilead Sciences Inc. 2.050% 4/1/19 1,400 1,388
Gilead Sciences Inc. 4.500% 4/1/21 300 328
Gilead Sciences Inc. 4.400% 12/1/21 800 874
Gilead Sciences Inc. 3.700% 4/1/24 1,500 1,528
Gilead Sciences Inc. 5.650% 12/1/41 250 294
Gilead Sciences Inc. 4.800% 4/1/44 1,000 1,051
GlaxoSmithKline Capital Inc. 0.700% 3/18/16 225 225
GlaxoSmithKline Capital Inc. 5.650% 5/15/18 2,895 3,278
GlaxoSmithKline Capital Inc. 2.800% 3/18/23 75 73
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 300 351
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 2,145 2,777
GlaxoSmithKline Capital Inc. 4.200% 3/18/43 300 293
GlaxoSmithKline Capital plc 1.500% 5/8/17 1,875 1,887
GlaxoSmithKline Capital plc 2.850% 5/8/22 200 197
Hasbro Inc. 6.300% 9/15/17 550 619
Hasbro Inc. 6.350% 3/15/40 1,000 1,188
Hershey Co. 5.450% 9/1/16 150 164
Hershey Co. 1.500% 11/1/16 200 203
Hershey Co. 4.125% 12/1/20 190 207
Hormel Foods Corp. 4.125% 4/15/21 75 82
Ingredion Inc. 3.200% 11/1/15 25 26
Ingredion Inc. 4.625% 11/1/20 50 54
Ingredion Inc. 6.625% 4/15/37 75 93
International Flavors & Fragrances Inc. 3.200% 5/1/23 50 49
JM Smucker Co. 3.500% 10/15/21 130 134
Johnson & Johnson 2.150% 5/15/16 500 513
Johnson & Johnson 5.150% 7/15/18 125 141
Johnson & Johnson 1.650% 12/5/18 275 275
Johnson & Johnson 6.730% 11/15/23 245 317
Johnson & Johnson 3.375% 12/5/23 250 261
Johnson & Johnson 6.950% 9/1/29 975 1,367
Johnson & Johnson 4.950% 5/15/33 550 645
Johnson & Johnson 4.375% 12/5/33 250 272
Johnson & Johnson 5.950% 8/15/37 245 316
Johnson & Johnson 5.850% 7/15/38 325 421

 

 

Johnson & Johnson 4.500% 12/5/43 200 217
Kaiser Foundation Hospitals 3.500% 4/1/22 100 101
Kaiser Foundation Hospitals 4.875% 4/1/42 200 220
Kellogg Co. 1.875% 11/17/16 1,275 1,295
Kellogg Co. 1.750% 5/17/17 100 101
Kellogg Co. 3.250% 5/21/18 875 911
Kellogg Co. 4.150% 11/15/19 250 269
Kellogg Co. 4.000% 12/15/20 370 396
Kellogg Co. 7.450% 4/1/31 650 851
Kimberly-Clark Corp. 4.875% 8/15/15 650 676
Kimberly-Clark Corp. 6.125% 8/1/17 200 226
Kimberly-Clark Corp. 3.625% 8/1/20 250 264
Kimberly-Clark Corp. 3.875% 3/1/21 560 606
Kimberly-Clark Corp. 2.400% 6/1/23 150 142
Kimberly-Clark Corp. 5.300% 3/1/41 725 857
Kimberly-Clark Corp. 3.700% 6/1/43 175 163
Koninklijke Philips NV 5.750% 3/11/18 750 845
Koninklijke Philips NV 3.750% 3/15/22 2,825 2,944
Koninklijke Philips NV 6.875% 3/11/38 405 542
Koninklijke Philips NV 5.000% 3/15/42 585 638
Kraft Foods Group Inc. 1.625% 6/4/15 200 202
Kraft Foods Group Inc. 2.250% 6/5/17 500 509
Kraft Foods Group Inc. 6.125% 8/23/18 1,160 1,331
Kraft Foods Group Inc. 5.375% 2/10/20 78 88
Kraft Foods Group Inc. 3.500% 6/6/22 300 304
Kraft Foods Group Inc. 6.875% 1/26/39 975 1,238
Kraft Foods Group Inc. 5.000% 6/4/42 1,200 1,256
Kroger Co. 4.950% 1/15/15 500 506
Kroger Co. 3.900% 10/1/15 350 361
Kroger Co. 2.200% 1/15/17 525 535
Kroger Co. 6.400% 8/15/17 165 187
Kroger Co. 2.300% 1/15/19 650 651
Kroger Co. 6.150% 1/15/20 410 478
Kroger Co. 3.300% 1/15/21 200 203
Kroger Co. 3.850% 8/1/23 325 331
Kroger Co. 4.000% 2/1/24 400 410
Kroger Co. 8.000% 9/15/29 750 996
Kroger Co. 5.150% 8/1/43 350 372
Laboratory Corp. of America Holdings 5.625% 12/15/15 325 344
Laboratory Corp. of America Holdings 3.750% 8/23/22 225 228
Life Technologies Corp. 3.500% 1/15/16 50 52
Life Technologies Corp. 6.000% 3/1/20 610 705
Life Technologies Corp. 5.000% 1/15/21 1,100 1,221
Lorillard Tobacco Co. 3.500% 8/4/16 75 78
Lorillard Tobacco Co. 2.300% 8/21/17 2,125 2,154
Lorillard Tobacco Co. 8.125% 6/23/19 450 551
Lorillard Tobacco Co. 8.125% 5/1/40 1,000 1,359
Lorillard Tobacco Co. 7.000% 8/4/41 75 92
Mattel Inc. 1.700% 3/15/18 125 124
Mattel Inc. 3.150% 3/15/23 75 74
Mattel Inc. 5.450% 11/1/41 130 141
7 Mayo Clinic 3.774% 11/15/43 750 691
7 Mayo Clinic 4.000% 11/15/47 300 290
McCormick & Co. Inc. 3.900% 7/15/21 100 107
McCormick & Co. Inc. 3.500% 9/1/23 125 128
McKesson Corp. 0.950% 12/4/15 1,450 1,454
McKesson Corp. 3.250% 3/1/16 1,175 1,214

 

 

McKesson Corp. 7.500% 2/15/19 375 454
McKesson Corp. 2.284% 3/15/19 700 695
McKesson Corp. 4.750% 3/1/21 485 541
McKesson Corp. 2.700% 12/15/22 250 239
McKesson Corp. 6.000% 3/1/41 625 736
Mead Johnson Nutrition Co. 4.900% 11/1/19 625 690
Mead Johnson Nutrition Co. 5.900% 11/1/39 390 463
Medco Health Solutions Inc. 7.125% 3/15/18 805 938
Medco Health Solutions Inc. 4.125% 9/15/20 410 437
Medtronic Inc. 4.750% 9/15/15 550 572
Medtronic Inc. 1.375% 4/1/18 1,075 1,059
Medtronic Inc. 4.450% 3/15/20 175 193
Medtronic Inc. 4.125% 3/15/21 410 440
Medtronic Inc. 2.750% 4/1/23 800 768
Medtronic Inc. 3.625% 3/15/24 1,650 1,690
Medtronic Inc. 5.550% 3/15/40 75 90
Medtronic Inc. 4.500% 3/15/42 75 77
Medtronic Inc. 4.000% 4/1/43 275 257
Memorial Sloan-Kettering Cancer Center New        
York GO 5.000% 7/1/42 100 113
Memorial Sloan-Kettering Cancer Center New        
York GO 4.125% 7/1/52 450 437
Merck & Co. Inc. 6.000% 9/15/17 1,075 1,217
Merck & Co. Inc. 1.100% 1/31/18 175 173
Merck & Co. Inc. 3.875% 1/15/21 625 667
Merck & Co. Inc. 2.400% 9/15/22 600 573
Merck & Co. Inc. 2.800% 5/18/23 3,825 3,721
Merck & Co. Inc. 6.550% 9/15/37 1,260 1,677
Merck & Co. Inc. 3.600% 9/15/42 150 135
Merck & Co. Inc. 4.150% 5/18/43 275 270
Merck Sharp & Dohme Corp. 4.000% 6/30/15 760 781
Merck Sharp & Dohme Corp. 5.000% 6/30/19 280 316
Merck Sharp & Dohme Corp. 6.400% 3/1/28 300 389
Merck Sharp & Dohme Corp. 5.950% 12/1/28 250 310
Merck Sharp & Dohme Corp. 5.850% 6/30/39 100 125
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% 5/1/42 275 277
Mondelez International Inc. 4.125% 2/9/16 1,835 1,913
Mondelez International Inc. 6.500% 8/11/17 350 396
Mondelez International Inc. 6.125% 2/1/18 285 322
Mondelez International Inc. 5.375% 2/10/20 332 377
Mondelez International Inc. 4.000% 2/1/24 1,000 1,026
Mondelez International Inc. 6.500% 11/1/31 875 1,108
Mondelez International Inc. 6.875% 2/1/38 700 901
Mondelez International Inc. 6.875% 1/26/39 250 331
Mondelez International Inc. 6.500% 2/9/40 1,130 1,419
Mylan Inc. 1.800% 6/24/16 100 101
Mylan Inc. 1.350% 11/29/16 200 200
Mylan Inc. 2.600% 6/24/18 175 177
Mylan Inc. 2.550% 3/28/19 425 423
Mylan Inc. 4.200% 11/29/23 1,325 1,356
Mylan Inc. 5.400% 11/29/43 275 289
Newell Rubbermaid Inc. 2.050% 12/1/17 775 777
Novant Health Inc. 5.850% 11/1/19 300 345
Novant Health Inc. 4.371% 11/1/43 475 470
Novartis Capital Corp. 4.400% 4/24/20 225 249

 

 

  Novartis Capital Corp. 2.400% 9/21/22 3,000 2,897
  Novartis Capital Corp. 4.400% 5/6/44 1,400 1,453
  Novartis Securities Investment Ltd. 5.125% 2/10/19 2,285 2,572
  Partners Healthcare System Massachusetts        
  GO 3.443% 7/1/21 200 208
  PepsiAmericas Inc. 5.000% 5/15/17 450 494
  PepsiCo Inc. 2.500% 5/10/16 410 422
  PepsiCo Inc. 1.250% 8/13/17 500 498
  PepsiCo Inc. 5.000% 6/1/18 775 860
  PepsiCo Inc. 7.900% 11/1/18 1,725 2,120
  PepsiCo Inc. 2.250% 1/7/19 375 379
  PepsiCo Inc. 3.000% 8/25/21 1,070 1,084
  PepsiCo Inc. 2.750% 3/5/22 2,725 2,676
  PepsiCo Inc. 3.600% 3/1/24 600 615
  PepsiCo Inc. 4.875% 11/1/40 165 178
  PepsiCo Inc. 4.000% 3/5/42 691 650
  PepsiCo Inc. 3.600% 8/13/42 1,000 882
  PerkinElmer Inc. 5.000% 11/15/21 165 179
10 Perrigo Co. plc 2.300% 11/8/18 970 963
10 Perrigo Co. plc 4.000% 11/15/23 450 458
10 Perrigo Co. plc 5.300% 11/15/43 125 132
  Pfizer Inc. 6.200% 3/15/19 2,535 2,959
  Pfizer Inc. 2.100% 5/15/19 250 250
  Pfizer Inc. 3.000% 6/15/23 450 445
  Pfizer Inc. 3.400% 5/15/24 400 399
  Pfizer Inc. 7.200% 3/15/39 410 571
  Pfizer Inc. 4.300% 6/15/43 2,000 1,999
  Pfizer Inc. 4.400% 5/15/44 300 302
  Philip Morris International Inc. 1.625% 3/20/17 200 202
  Philip Morris International Inc. 1.125% 8/21/17 75 75
  Philip Morris International Inc. 5.650% 5/16/18 2,935 3,316
  Philip Morris International Inc. 4.125% 5/17/21 370 401
  Philip Morris International Inc. 2.625% 3/6/23 1,300 1,245
  Philip Morris International Inc. 6.375% 5/16/38 825 1,034
  Philip Morris International Inc. 4.375% 11/15/41 1,595 1,565
  Philip Morris International Inc. 4.500% 3/20/42 425 428
  Philip Morris International Inc. 3.875% 8/21/42 75 68
  Philip Morris International Inc. 4.125% 3/4/43 300 284
7 Procter & Gamble - Esop 9.360% 1/1/21 698 873
  Procter & Gamble Co. 3.500% 2/15/15 525 531
  Procter & Gamble Co. 1.450% 8/15/16 2,800 2,835
  Procter & Gamble Co. 4.700% 2/15/19 485 541
  Procter & Gamble Co. 6.450% 1/15/26 600 777
  Procter & Gamble Co. 5.550% 3/5/37 980 1,204
  Quest Diagnostics Inc. 5.450% 11/1/15 250 262
  Quest Diagnostics Inc. 2.700% 4/1/19 650 653
  Quest Diagnostics Inc. 4.750% 1/30/20 300 324
  Quest Diagnostics Inc. 4.700% 4/1/21 465 503
  Quest Diagnostics Inc. 4.250% 4/1/24 300 305
  Reynolds American Inc. 1.050% 10/30/15 250 251
  Reynolds American Inc. 6.750% 6/15/17 100 113
  Reynolds American Inc. 7.750% 6/1/18 500 590
  Reynolds American Inc. 3.250% 11/1/22 150 145
  Reynolds American Inc. 4.850% 9/15/23 75 80
  Reynolds American Inc. 4.750% 11/1/42 650 620
  Reynolds American Inc. 6.150% 9/15/43 100 114
  Safeway Inc. 3.950% 8/15/20 1,255 1,267

 

 

Safeway Inc. 4.750% 12/1/21 25 25
Safeway Inc. 7.250% 2/1/31 50 49
Sanofi 2.625% 3/29/16 1,400 1,440
Sanofi 1.250% 4/10/18 650 640
Sanofi 4.000% 3/29/21 1,110 1,192
St. Jude Medical Inc. 3.250% 4/15/23 700 693
St. Jude Medical Inc. 4.750% 4/15/43 1,200 1,220
Stryker Corp. 3.000% 1/15/15 100 101
Stryker Corp. 2.000% 9/30/16 315 321
Stryker Corp. 4.375% 1/15/20 100 109
Stryker Corp. 3.375% 5/15/24 1,000 994
Stryker Corp. 4.375% 5/15/44 375 376
8 Sysco Corp. 1.450% 10/2/17 325 326
Sysco Corp. 5.250% 2/12/18 500 555
8 Sysco Corp. 2.350% 10/2/19 500 500
8 Sysco Corp. 3.000% 10/2/21 400 400
8 Sysco Corp. 3.500% 10/2/24 750 750
8 Sysco Corp. 4.350% 10/2/34 500 504
Sysco Corp. 5.375% 9/21/35 500 572
8 Sysco Corp. 4.500% 10/2/44 575 576
Teva Pharmaceutical Finance Co. BV 2.400% 11/10/16 390 400
Teva Pharmaceutical Finance Co. BV 3.650% 11/10/21 1,025 1,043
Teva Pharmaceutical Finance Co. BV 2.950% 12/18/22 2,625 2,507
Teva Pharmaceutical Finance Co. LLC 6.150% 2/1/36 600 721
Teva Pharmaceutical Finance IV LLC 2.250% 3/18/20 150 146
Thermo Fisher Scientific Inc. 3.200% 5/1/15 400 406
Thermo Fisher Scientific Inc. 2.250% 8/15/16 1,480 1,508
Thermo Fisher Scientific Inc. 4.500% 3/1/21 500 545
Thermo Fisher Scientific Inc. 3.150% 1/15/23 1,375 1,340
Tupperware Brands Corp. 4.750% 6/1/21 175 186
Tyson Foods Inc. 2.650% 8/15/19 400 402
Tyson Foods Inc. 4.500% 6/15/22 725 768
Tyson Foods Inc. 3.950% 8/15/24 500 499
Tyson Foods Inc. 4.875% 8/15/34 1,800 1,858
Tyson Foods Inc. 5.150% 8/15/44 300 309
Unilever Capital Corp. 2.750% 2/10/16 500 515
Unilever Capital Corp. 0.850% 8/2/17 2,200 2,175
Unilever Capital Corp. 2.200% 3/6/19 150 151
Unilever Capital Corp. 4.250% 2/10/21 805 885
UST LLC 5.750% 3/1/18 1,175 1,325
Whirlpool Corp. 4.700% 6/1/22 1,325 1,431
Whirlpool Corp. 4.000% 3/1/24 950 953
Whirlpool Corp. 5.150% 3/1/43 150 159
Wyeth LLC 5.500% 2/15/16 410 437
Wyeth LLC 6.450% 2/1/24 1,705 2,131
Wyeth LLC 6.500% 2/1/34 500 655
Wyeth LLC 6.000% 2/15/36 1,225 1,533
Wyeth LLC 5.950% 4/1/37 460 558
Zimmer Holdings Inc. 1.400% 11/30/14 25 25
Zimmer Holdings Inc. 4.625% 11/30/19 205 225
Zimmer Holdings Inc. 3.375% 11/30/21 25 25
Zimmer Holdings Inc. 5.750% 11/30/39 400 471
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 1,956
Zoetis Inc. 4.700% 2/1/43 150 149

 

 

Energy (1.1%)        
Alberta Energy Co. Ltd. 7.375% 11/1/31 750 991
Anadarko Finance Co. 7.500% 5/1/31 500 677
Anadarko Petroleum Corp. 5.950% 9/15/16 745 813
Anadarko Petroleum Corp. 6.375% 9/15/17 275 311
Anadarko Petroleum Corp. 8.700% 3/15/19 1,000 1,258
Anadarko Petroleum Corp. 6.950% 6/15/19 50 60
Anadarko Petroleum Corp. 6.450% 9/15/36 1,000 1,217
Anadarko Petroleum Corp. 7.950% 6/15/39 125 177
Anadarko Petroleum Corp. 6.200% 3/15/40 750 905
Apache Corp. 5.625% 1/15/17 75 82
Apache Corp. 1.750% 4/15/17 300 303
Apache Corp. 6.900% 9/15/18 500 586
Apache Corp. 3.625% 2/1/21 965 1,002
Apache Corp. 3.250% 4/15/22 862 866
Apache Corp. 6.000% 1/15/37 725 868
Apache Corp. 5.100% 9/1/40 850 895
Apache Corp. 5.250% 2/1/42 475 508
Apache Corp. 4.750% 4/15/43 900 899
Apache Finance Canada Corp. 7.750% 12/15/29 225 319
Baker Hughes Inc. 7.500% 11/15/18 425 515
Baker Hughes Inc. 6.875% 1/15/29 400 533
Baker Hughes Inc. 5.125% 9/15/40 795 898
BJ Services Co. 6.000% 6/1/18 400 452
Boardwalk Pipelines LP 5.500% 2/1/17 200 215
Boardwalk Pipelines LP 3.375% 2/1/23 325 301
BP Capital Markets plc 3.125% 10/1/15 800 821
BP Capital Markets plc 3.200% 3/11/16 1,830 1,895
BP Capital Markets plc 1.846% 5/5/17 1,375 1,391
BP Capital Markets plc 1.375% 11/6/17 975 970
BP Capital Markets plc 1.375% 5/10/18 750 736
BP Capital Markets plc 2.241% 9/26/18 900 905
BP Capital Markets plc 4.750% 3/10/19 600 661
BP Capital Markets plc 2.237% 5/10/19 125 124
BP Capital Markets plc 4.500% 10/1/20 950 1,037
BP Capital Markets plc 4.742% 3/11/21 3,260 3,597
BP Capital Markets plc 3.561% 11/1/21 1,050 1,081
BP Capital Markets plc 3.245% 5/6/22 50 50
BP Capital Markets plc 2.500% 11/6/22 325 305
BP Capital Markets plc 2.750% 5/10/23 1,050 994
BP Capital Markets plc 3.994% 9/26/23 350 364
BP Capital Markets plc 3.814% 2/10/24 150 153
Buckeye Partners LP 6.050% 1/15/18 25 28
Buckeye Partners LP 2.650% 11/15/18 100 100
Buckeye Partners LP 4.875% 2/1/21 650 693
Buckeye Partners LP 5.850% 11/15/43 250 262
Burlington Resources Finance Co. 7.400% 12/1/31 600 855
Cameron International Corp. 3.600% 4/30/22 775 787
Cameron International Corp. 3.700% 6/15/24 300 300
Canadian Natural Resources Ltd. 5.700% 5/15/17 615 682
Canadian Natural Resources Ltd. 3.450% 11/15/21 125 129
Canadian Natural Resources Ltd. 7.200% 1/15/32 500 661
Canadian Natural Resources Ltd. 6.450% 6/30/33 400 492
Canadian Natural Resources Ltd. 6.500% 2/15/37 425 539
Canadian Natural Resources Ltd. 6.250% 3/15/38 750 916
Cenovus Energy Inc. 3.000% 8/15/22 100 98
Cenovus Energy Inc. 3.800% 9/15/23 1,000 1,032

 

 

  Cenovus Energy Inc. 6.750% 11/15/39 825 1,072
  Cenovus Energy Inc. 4.450% 9/15/42 325 322
  Cenovus Energy Inc. 5.200% 9/15/43 200 220
  CenterPoint Energy Resources Corp. 6.150% 5/1/16 505 546
  CenterPoint Energy Resources Corp. 6.000% 5/15/18 150 170
  CenterPoint Energy Resources Corp. 4.500% 1/15/21 265 288
  CenterPoint Energy Resources Corp. 5.850% 1/15/41 75 92
  Chevron Corp. 0.889% 6/24/16 400 402
  Chevron Corp. 1.718% 6/24/18 1,250 1,251
  Chevron Corp. 4.950% 3/3/19 475 531
  Chevron Corp. 2.355% 12/5/22 1,825 1,741
  Chevron Corp. 3.191% 6/24/23 425 428
  ConocoPhillips 5.200% 5/15/18 425 473
  ConocoPhillips 5.750% 2/1/19 1,985 2,264
  ConocoPhillips 6.000% 1/15/20 180 212
  ConocoPhillips 5.900% 10/15/32 150 187
  ConocoPhillips 5.900% 5/15/38 305 379
  ConocoPhillips 6.500% 2/1/39 1,160 1,521
  ConocoPhillips Canada Funding Co. I 5.625% 10/15/16 275 303
  ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 400 504
  ConocoPhillips Holding Co. 6.950% 4/15/29 275 367
  Continental Resources Inc. 5.000% 9/15/22 1,100 1,159
  Continental Resources Inc. 4.500% 4/15/23 950 985
  Continental Resources Inc. 3.800% 6/1/24 800 784
  Continental Resources Inc. 4.900% 6/1/44 1,100 1,071
  DCP Midstream LLC 8.125% 8/16/30 1,000 1,328
  DCP Midstream Operating LP 3.250% 10/1/15 175 179
  DCP Midstream Operating LP 2.500% 12/1/17 625 638
  DCP Midstream Operating LP 2.700% 4/1/19 175 176
  DCP Midstream Operating LP 4.950% 4/1/22 75 82
  DCP Midstream Operating LP 3.875% 3/15/23 725 722
  DCP Midstream Operating LP 5.600% 4/1/44 350 384
  Devon Energy Corp. 2.400% 7/15/16 100 102
  Devon Energy Corp. 6.300% 1/15/19 1,500 1,735
  Devon Energy Corp. 4.000% 7/15/21 300 317
  Devon Energy Corp. 7.950% 4/15/32 25 35
  Devon Energy Corp. 5.600% 7/15/41 1,310 1,460
  Devon Energy Corp. 4.750% 5/15/42 450 449
  Devon Financing Corp. LLC 7.875% 9/30/31 425 588
  Diamond Offshore Drilling Inc. 5.875% 5/1/19 575 655
  Diamond Offshore Drilling Inc. 5.700% 10/15/39 225 236
  Diamond Offshore Drilling Inc. 4.875% 11/1/43 425 393
  Dominion Gas Holdings LLC 3.550% 11/1/23 1,000 1,011
  Dominion Gas Holdings LLC 4.800% 11/1/43 500 534
  El Paso Natural Gas Co. LLC 5.950% 4/15/17 710 783
  El Paso Pipeline Partners Operating Co. LLC 6.500% 4/1/20 2,000 2,288
  El Paso Pipeline Partners Operating Co. LLC 5.000% 10/1/21 1,923 2,069
  El Paso Pipeline Partners Operating Co. LLC 4.700% 11/1/42 650 580
10 Enable Midstream Partners LP 2.400% 5/15/19 300 297
10 Enable Midstream Partners LP 3.900% 5/15/24 300 298
10 Enable Midstream Partners LP 5.000% 5/15/44 350 351
  Enbridge Energy Partners LP 9.875% 3/1/19 1,595 2,066
  Enbridge Inc. 4.500% 6/10/44 300 294
  Encana Corp. 3.900% 11/15/21 890 927
  Encana Corp. 7.200% 11/1/31 625 807
  Encana Corp. 6.500% 2/1/38 500 615
  Encana Corp. 5.150% 11/15/41 450 473

 

 

Energy Transfer Partners LP 6.125% 2/15/17 300 332
Energy Transfer Partners LP 9.700% 3/15/19 500 640
Energy Transfer Partners LP 9.000% 4/15/19 254 318
Energy Transfer Partners LP 4.150% 10/1/20 1,425 1,481
Energy Transfer Partners LP 4.650% 6/1/21 545 578
Energy Transfer Partners LP 5.200% 2/1/22 575 618
Energy Transfer Partners LP 3.600% 2/1/23 1,000 965
Energy Transfer Partners LP 6.625% 10/15/36 150 174
Energy Transfer Partners LP 7.500% 7/1/38 500 620
Energy Transfer Partners LP 6.050% 6/1/41 1,150 1,252
Energy Transfer Partners LP 5.150% 2/1/43 925 899
EnLink Midstream Partners LP 2.700% 4/1/19 300 302
EnLink Midstream Partners LP 4.400% 4/1/24 225 234
EnLink Midstream Partners LP 5.600% 4/1/44 175 192
Ensco plc 5.750% 10/1/44 400 404
Enterprise Products Operating LLC 5.600% 10/15/14 1,185 1,187
Enterprise Products Operating LLC 6.300% 9/15/17 175 199
Enterprise Products Operating LLC 6.650% 4/15/18 50 58
Enterprise Products Operating LLC 6.500% 1/31/19 50 59
Enterprise Products Operating LLC 5.200% 9/1/20 235 264
Enterprise Products Operating LLC 4.050% 2/15/22 175 184
Enterprise Products Operating LLC 3.350% 3/15/23 350 345
Enterprise Products Operating LLC 3.900% 2/15/24 1,300 1,321
Enterprise Products Operating LLC 6.875% 3/1/33 1,400 1,823
Enterprise Products Operating LLC 7.550% 4/15/38 450 615
Enterprise Products Operating LLC 5.950% 2/1/41 495 587
Enterprise Products Operating LLC 4.850% 8/15/42 850 872
Enterprise Products Operating LLC 4.850% 3/15/44 450 458
Enterprise Products Operating LLC 5.100% 2/15/45 1,275 1,343
7 Enterprise Products Operating LLC 8.375% 8/1/66 250 274
7 Enterprise Products Operating LLC 7.034% 1/15/68 600 678
EOG Resources Inc. 5.625% 6/1/19 1,425 1,632
EOG Resources Inc. 4.100% 2/1/21 150 162
EOG Resources Inc. 2.625% 3/15/23 700 669
EQT Corp. 8.125% 6/1/19 400 490
FMC Technologies Inc. 2.000% 10/1/17 200 201
FMC Technologies Inc. 3.450% 10/1/22 125 123
Gulf South Pipeline Co. LP 4.000% 6/15/22 300 303
Halliburton Co. 2.000% 8/1/18 400 403
Halliburton Co. 5.900% 9/15/18 25 29
Halliburton Co. 3.250% 11/15/21 40 41
Halliburton Co. 3.500% 8/1/23 950 970
Halliburton Co. 6.700% 9/15/38 580 768
Halliburton Co. 7.450% 9/15/39 450 635
Halliburton Co. 4.500% 11/15/41 730 742
Halliburton Co. 4.750% 8/1/43 350 367
Hess Corp. 8.125% 2/15/19 1,395 1,720
Hess Corp. 3.500% 7/15/24 200 198
Hess Corp. 7.875% 10/1/29 150 202
Hess Corp. 7.125% 3/15/33 375 493
Hess Corp. 6.000% 1/15/40 225 268
Hess Corp. 5.600% 2/15/41 1,825 2,053
Husky Energy Inc. 7.250% 12/15/19 505 616
Husky Energy Inc. 3.950% 4/15/22 300 311
Husky Energy Inc. 6.800% 9/15/37 100 130
Kerr-McGee Corp. 6.950% 7/1/24 1,000 1,255
Kerr-McGee Corp. 7.875% 9/15/31 150 208

 

 

Kinder Morgan Energy Partners LP 3.500% 3/1/16 990 1,024
Kinder Morgan Energy Partners LP 5.950% 2/15/18 750 839
Kinder Morgan Energy Partners LP 2.650% 2/1/19 25 25
Kinder Morgan Energy Partners LP 3.500% 3/1/21 350 346
Kinder Morgan Energy Partners LP 5.800% 3/1/21 750 841
Kinder Morgan Energy Partners LP 4.150% 3/1/22 175 177
Kinder Morgan Energy Partners LP 3.950% 9/1/22 450 447
Kinder Morgan Energy Partners LP 3.450% 2/15/23 375 358
Kinder Morgan Energy Partners LP 3.500% 9/1/23 1,225 1,163
Kinder Morgan Energy Partners LP 7.300% 8/15/33 175 209
Kinder Morgan Energy Partners LP 5.800% 3/15/35 300 315
Kinder Morgan Energy Partners LP 6.500% 2/1/37 400 454
Kinder Morgan Energy Partners LP 6.950% 1/15/38 335 391
Kinder Morgan Energy Partners LP 6.500% 9/1/39 1,575 1,756
Kinder Morgan Energy Partners LP 6.550% 9/15/40 1,000 1,151
Kinder Morgan Energy Partners LP 5.000% 8/15/42 275 259
Kinder Morgan Energy Partners LP 5.000% 3/1/43 500 463
Kinder Morgan Energy Partners LP 5.500% 3/1/44 500 498
Magellan Midstream Partners LP 5.650% 10/15/16 560 611
Magellan Midstream Partners LP 6.550% 7/15/19 625 734
Magellan Midstream Partners LP 4.200% 12/1/42 450 426
Magellan Midstream Partners LP 5.150% 10/15/43 525 567
Marathon Oil Corp. 0.900% 11/1/15 400 400
Marathon Oil Corp. 6.000% 10/1/17 100 112
Marathon Oil Corp. 5.900% 3/15/18 225 254
Marathon Oil Corp. 2.800% 11/1/22 600 575
Marathon Oil Corp. 6.800% 3/15/32 1,080 1,370
Marathon Petroleum Corp. 5.125% 3/1/21 750 834
Marathon Petroleum Corp. 6.500% 3/1/41 750 890
Marathon Petroleum Corp. 5.000% 9/15/54 500 477
Murphy Oil Corp. 2.500% 12/1/17 575 581
Murphy Oil Corp. 3.700% 12/1/22 150 146
Murphy Oil Corp. 5.125% 12/1/42 275 262
Nabors Industries Inc. 2.350% 9/15/16 125 128
Nabors Industries Inc. 6.150% 2/15/18 870 982
Nabors Industries Inc. 9.250% 1/15/19 125 158
Nabors Industries Inc. 5.000% 9/15/20 100 110
National Oilwell Varco Inc. 1.350% 12/1/17 300 299
National Oilwell Varco Inc. 2.600% 12/1/22 3,075 2,934
National Oilwell Varco Inc. 3.950% 12/1/42 400 380
Nisource Finance Corp. 6.400% 3/15/18 615 702
Nisource Finance Corp. 6.800% 1/15/19 2,550 2,999
Nisource Finance Corp. 6.125% 3/1/22 450 527
Nisource Finance Corp. 6.250% 12/15/40 400 485
Nisource Finance Corp. 5.950% 6/15/41 500 587
Nisource Finance Corp. 5.800% 2/1/42 300 345
Nisource Finance Corp. 4.800% 2/15/44 200 204
Noble Energy Inc. 8.250% 3/1/19 1,690 2,092
Noble Energy Inc. 4.150% 12/15/21 875 928
Noble Energy Inc. 6.000% 3/1/41 1,300 1,495
Noble Energy Inc. 5.250% 11/15/43 450 473
Noble Holding International Ltd. 3.450% 8/1/15 75 77
Noble Holding International Ltd. 3.050% 3/1/16 310 317
Noble Holding International Ltd. 2.500% 3/15/17 225 229
Noble Holding International Ltd. 4.900% 8/1/20 250 266
Noble Holding International Ltd. 6.200% 8/1/40 200 206
Noble Holding International Ltd. 6.050% 3/1/41 300 310

 

 

14 Noble Holding International Ltd. 5.250% 3/15/42 225 205
  Occidental Petroleum Corp. 2.500% 2/1/16 1,220 1,249
  Occidental Petroleum Corp. 4.125% 6/1/16 1,493 1,574
  Occidental Petroleum Corp. 1.750% 2/15/17 225 228
  Occidental Petroleum Corp. 4.100% 2/1/21 1,700 1,831
  Occidental Petroleum Corp. 3.125% 2/15/22 750 753
  ONEOK Partners LP 3.250% 2/1/16 50 52
  ONEOK Partners LP 6.150% 10/1/16 410 450
  ONEOK Partners LP 2.000% 10/1/17 625 630
  ONEOK Partners LP 8.625% 3/1/19 400 499
  ONEOK Partners LP 3.375% 10/1/22 250 245
  ONEOK Partners LP 6.125% 2/1/41 1,400 1,601
  Panhandle Eastern Pipe Line Co. LP 6.200% 11/1/17 800 908
  Petro-Canada 6.050% 5/15/18 1,350 1,544
  Petro-Canada 7.875% 6/15/26 100 135
  Petro-Canada 5.350% 7/15/33 450 512
  Petro-Canada 5.950% 5/15/35 500 594
  Petro-Canada 6.800% 5/15/38 250 329
  Phillips 66 2.950% 5/1/17 1,550 1,610
  Phillips 66 4.300% 4/1/22 3,000 3,183
  Phillips 66 5.875% 5/1/42 900 1,057
  Pioneer Natural Resources Co. 6.875% 5/1/18 225 260
  Pioneer Natural Resources Co. 3.950% 7/15/22 1,075 1,091
  Plains All American Pipeline LP / PAA        
  Finance Corp. 6.500% 5/1/18 50 58
  Plains All American Pipeline LP / PAA        
  Finance Corp. 8.750% 5/1/19 125 158
  Plains All American Pipeline LP / PAA        
  Finance Corp. 5.000% 2/1/21 1,125 1,245
  Plains All American Pipeline LP / PAA        
  Finance Corp. 3.600% 11/1/24 900 883
  Plains All American Pipeline LP / PAA        
  Finance Corp. 6.700% 5/15/36 205 260
  Plains All American Pipeline LP / PAA        
  Finance Corp. 4.300% 1/31/43 375 354
  Plains All American Pipeline LP / PAA        
  Finance Corp. 4.700% 6/15/44 525 520
  Pride International Inc. 8.500% 6/15/19 1,125 1,393
  Pride International Inc. 6.875% 8/15/20 1,400 1,644
  Pride International Inc. 7.875% 8/15/40 375 503
  Questar Corp. 2.750% 2/1/16 25 26
  Rowan Cos. Inc. 7.875% 8/1/19 125 151
  Rowan Cos. Inc. 4.875% 6/1/22 750 780
  Rowan Cos. Inc. 4.750% 1/15/24 125 126
  Rowan Cos. Inc. 5.400% 12/1/42 500 464
  Rowan Cos. Inc. 5.850% 1/15/44 225 221
  Schlumberger Investment SA 3.650% 12/1/23 2,550 2,629
  Shell International Finance BV 3.250% 9/22/15 200 206
  Shell International Finance BV 0.625% 12/4/15 275 275
  Shell International Finance BV 5.200% 3/22/17 300 329
  Shell International Finance BV 1.125% 8/21/17 700 697
  Shell International Finance BV 1.900% 8/10/18 400 400
  Shell International Finance BV 2.000% 11/15/18 1,050 1,058
  Shell International Finance BV 4.300% 9/22/19 3,000 3,290
  Shell International Finance BV 2.375% 8/21/22 1,025 988
  Shell International Finance BV 2.250% 1/6/23 175 165
  Shell International Finance BV 3.400% 8/12/23 400 405

 

 

  Shell International Finance BV 6.375% 12/15/38 820 1,073
  Shell International Finance BV 5.500% 3/25/40 750 886
  Shell International Finance BV 3.625% 8/21/42 450 405
  Shell International Finance BV 4.550% 8/12/43 1,000 1,050
10 Southern Natural Gas Co. LLC 5.900% 4/1/17 150 166
  Southern Natural Gas Co. LLC / Southern        
  Natural Issuing Corp. 4.400% 6/15/21 1,250 1,308
  Southwestern Energy Co. 4.100% 3/15/22 875 897
  Spectra Energy Capital LLC 6.200% 4/15/18 850 961
  Spectra Energy Capital LLC 8.000% 10/1/19 165 204
  Spectra Energy Partners LP 2.950% 9/25/18 75 77
  Suncor Energy Inc. 6.100% 6/1/18 100 114
  Suncor Energy Inc. 6.500% 6/15/38 2,140 2,721
  Suncor Energy Inc. 6.850% 6/1/39 310 410
  Sunoco Logistics Partners Operations LP 4.250% 4/1/24 200 202
  Sunoco Logistics Partners Operations LP 6.850% 2/15/40 419 505
  Sunoco Logistics Partners Operations LP 4.950% 1/15/43 300 292
  Talisman Energy Inc. 7.750% 6/1/19 990 1,211
  Talisman Energy Inc. 3.750% 2/1/21 2,350 2,403
  Talisman Energy Inc. 6.250% 2/1/38 500 566
  Talisman Energy Inc. 5.500% 5/15/42 500 526
  Texas Eastern Transmission LP 7.000% 7/15/32 500 655
  Tosco Corp. 8.125% 2/15/30 1,150 1,681
  Total Capital Canada Ltd. 1.450% 1/15/18 1,225 1,218
  Total Capital Canada Ltd. 2.750% 7/15/23 425 413
  Total Capital International SA 1.000% 8/12/16 300 301
  Total Capital International SA 2.100% 6/19/19 1,900 1,899
  Total Capital International SA 2.750% 6/19/21 1,350 1,360
  Total Capital International SA 2.875% 2/17/22 1,400 1,393
  Total Capital International SA 2.700% 1/25/23 1,700 1,633
  Total Capital International SA 3.700% 1/15/24 875 897
  Total Capital International SA 3.750% 4/10/24 750 770
  Total Capital SA 2.300% 3/15/16 1,060 1,086
  Total Capital SA 2.125% 8/10/18 850 858
  Total Capital SA 4.450% 6/24/20 425 468
  Total Capital SA 4.125% 1/28/21 512 552
  TransCanada PipeLines Ltd. 0.750% 1/15/16 175 175
  TransCanada PipeLines Ltd. 6.500% 8/15/18 300 349
  TransCanada PipeLines Ltd. 3.800% 10/1/20 2,660 2,802
  TransCanada PipeLines Ltd. 2.500% 8/1/22 1,000 948
  TransCanada PipeLines Ltd. 3.750% 10/16/23 600 611
  TransCanada PipeLines Ltd. 5.600% 3/31/34 800 936
  TransCanada PipeLines Ltd. 5.850% 3/15/36 125 145
  TransCanada PipeLines Ltd. 6.200% 10/15/37 1,200 1,470
  TransCanada PipeLines Ltd. 7.625% 1/15/39 760 1,057
  TransCanada PipeLines Ltd. 5.000% 10/16/43 700 738
7 TransCanada PipeLines Ltd. 6.350% 5/15/67 400 409
  Transcontinental Gas Pipe Line Co. LLC 6.050% 6/15/18 230 261
  Transocean Inc. 4.950% 11/15/15 625 649
  Transocean Inc. 5.050% 12/15/16 1,400 1,492
  Transocean Inc. 2.500% 10/15/17 100 100
  Transocean Inc. 6.000% 3/15/18 1,925 2,075
  Transocean Inc. 6.500% 11/15/20 345 366
  Transocean Inc. 6.375% 12/15/21 175 186
  Transocean Inc. 3.800% 10/15/22 325 298
  Transocean Inc. 7.500% 4/15/31 300 314
  Transocean Inc. 7.350% 12/15/41 925 987

 

 

Valero Energy Corp. 9.375% 3/15/19 1,675 2,147
Valero Energy Corp. 6.125% 2/1/20 850 989
Valero Energy Corp. 7.500% 4/15/32 875 1,127
Valero Energy Corp. 6.625% 6/15/37 855 1,023
Weatherford International LLC 6.800% 6/15/37 400 481
Weatherford International Ltd. 6.000% 3/15/18 425 478
Weatherford International Ltd. 9.625% 3/1/19 1,243 1,597
Weatherford International Ltd. 4.500% 4/15/22 775 810
Weatherford International Ltd. 6.500% 8/1/36 800 923
Weatherford International Ltd. 6.750% 9/15/40 600 715
Western Gas Partners LP 5.375% 6/1/21 500 558
Western Gas Partners LP 5.450% 4/1/44 600 653
Williams Cos. Inc. 4.550% 6/24/24 1,200 1,179
Williams Cos. Inc. 7.500% 1/15/31 321 370
Williams Cos. Inc. 7.750% 6/15/31 407 488
Williams Cos. Inc. 5.750% 6/24/44 400 388
Williams Partners LP 3.800% 2/15/15 125 126
Williams Partners LP 5.250% 3/15/20 1,895 2,104
Williams Partners LP 6.300% 4/15/40 675 792
Williams Partners LP 5.800% 11/15/43 700 772
Williams Partners LP/Williams Partners        
Finance Corp. 7.250% 2/1/17 500 563
XTO Energy Inc. 6.250% 8/1/17 400 455
XTO Energy Inc. 5.500% 6/15/18 400 454
 
Other Industrial (0.0%)        
Cintas Corp. No 2 6.125% 12/1/17 400 451
Cintas Corp. No 2 3.250% 6/1/22 150 153
Fluor Corp. 3.375% 9/15/21 150 155
Howard Hughes Medical Institute 3.500% 9/1/23 625 645
URS Corp. 3.850% 4/1/17 189 195
URS Corp. 5.000% 4/1/22 325 330
 
Technology (0.6%)        
Adobe Systems Inc. 4.750% 2/1/20 325 358
Agilent Technologies Inc. 6.500% 11/1/17 350 400
Agilent Technologies Inc. 5.000% 7/15/20 600 653
Agilent Technologies Inc. 3.200% 10/1/22 1,300 1,263
Altera Corp. 1.750% 5/15/17 150 151
Altera Corp. 2.500% 11/15/18 1,125 1,133
Altera Corp. 4.100% 11/15/23 1,250 1,295
Amphenol Corp. 1.550% 9/15/17 175 175
Amphenol Corp. 2.550% 1/30/19 1,650 1,661
Amphenol Corp. 3.125% 9/15/21 250 249
Amphenol Corp. 4.000% 2/1/22 75 79
Analog Devices Inc. 3.000% 4/15/16 50 52
Analog Devices Inc. 2.875% 6/1/23 375 362
Apple Inc. 0.450% 5/3/16 900 898
Apple Inc. 1.050% 5/5/17 2,075 2,067
Apple Inc. 1.000% 5/3/18 1,300 1,268
Apple Inc. 2.100% 5/6/19 1,250 1,249
Apple Inc. 2.850% 5/6/21 1,825 1,826
Apple Inc. 2.400% 5/3/23 2,800 2,648
Apple Inc. 3.450% 5/6/24 1,875 1,890
Apple Inc. 3.850% 5/4/43 1,400 1,298
Apple Inc. 4.450% 5/6/44 650 660
Applied Materials Inc. 2.650% 6/15/16 75 77

 

 

Applied Materials Inc. 4.300% 6/15/21 1,435 1,554
Applied Materials Inc. 5.850% 6/15/41 125 150
Arrow Electronics Inc. 3.375% 11/1/15 600 616
Arrow Electronics Inc. 4.500% 3/1/23 400 413
Autodesk Inc. 1.950% 12/15/17 550 552
Autodesk Inc. 3.600% 12/15/22 100 99
Baidu Inc. 2.750% 6/9/19 350 347
Baidu Inc. 3.500% 11/28/22 1,500 1,456
Broadcom Corp. 2.700% 11/1/18 1,840 1,888
Broadcom Corp. 2.500% 8/15/22 600 570
Broadridge Financial Solutions Inc. 3.950% 9/1/20 75 78
CA Inc. 5.375% 12/1/19 205 228
CA Inc. 4.500% 8/15/23 150 154
Cisco Systems Inc. 5.500% 2/22/16 500 532
Cisco Systems Inc. 1.100% 3/3/17 425 425
Cisco Systems Inc. 3.150% 3/14/17 1,100 1,154
Cisco Systems Inc. 4.950% 2/15/19 1,550 1,726
Cisco Systems Inc. 2.125% 3/1/19 1,325 1,326
Cisco Systems Inc. 4.450% 1/15/20 2,775 3,056
Cisco Systems Inc. 2.900% 3/4/21 225 228
Cisco Systems Inc. 3.625% 3/4/24 400 409
Cisco Systems Inc. 5.900% 2/15/39 425 514
Cisco Systems Inc. 5.500% 1/15/40 1,205 1,395
Computer Sciences Corp. 6.500% 3/15/18 125 134
Corning Inc. 6.625% 5/15/19 50 59
Corning Inc. 3.700% 11/15/23 500 511
Corning Inc. 4.700% 3/15/37 925 975
Corning Inc. 5.750% 8/15/40 340 399
Dun & Bradstreet Corp. 2.875% 11/15/15 150 153
EMC Corp. 1.875% 6/1/18 1,460 1,451
EMC Corp. 2.650% 6/1/20 1,445 1,435
EMC Corp. 3.375% 6/1/23 710 697
Equifax Inc. 6.300% 7/1/17 125 140
Fidelity National Information Services Inc. 2.000% 4/15/18 100 100
Fidelity National Information Services Inc. 5.000% 3/15/22 350 369
Fidelity National Information Services Inc. 3.500% 4/15/23 1,500 1,471
Fidelity National Information Services Inc. 3.875% 6/5/24 325 325
Fiserv Inc. 3.125% 10/1/15 150 153
Fiserv Inc. 3.125% 6/15/16 585 605
Fiserv Inc. 6.800% 11/20/17 475 543
Google Inc. 2.125% 5/19/16 50 51
Google Inc. 3.625% 5/19/21 350 372
Harris Corp. 5.950% 12/1/17 200 225
Harris Corp. 6.150% 12/15/40 25 30
Hewlett-Packard Co. 2.650% 6/1/16 225 231
Hewlett-Packard Co. 3.000% 9/15/16 325 337
Hewlett-Packard Co. 5.400% 3/1/17 225 247
Hewlett-Packard Co. 2.600% 9/15/17 400 411
Hewlett-Packard Co. 5.500% 3/1/18 1,175 1,315
Hewlett-Packard Co. 2.750% 1/14/19 2,650 2,689
Hewlett-Packard Co. 3.750% 12/1/20 700 725
Hewlett-Packard Co. 4.300% 6/1/21 150 159
Hewlett-Packard Co. 4.375% 9/15/21 650 692
Hewlett-Packard Co. 4.650% 12/9/21 2,175 2,356
Hewlett-Packard Co. 6.000% 9/15/41 610 695
Intel Corp. 1.950% 10/1/16 975 996
Intel Corp. 1.350% 12/15/17 4,510 4,491

 

 

Intel Corp. 3.300% 10/1/21 200 206
Intel Corp. 2.700% 12/15/22 700 679
Intel Corp. 4.000% 12/15/32 475 470
Intel Corp. 4.800% 10/1/41 1,955 2,045
Intel Corp. 4.250% 12/15/42 775 757
International Business Machines Corp. 2.000% 1/5/16 275 280
International Business Machines Corp. 1.950% 7/22/16 300 306
International Business Machines Corp. 1.250% 2/6/17 1,150 1,154
International Business Machines Corp. 5.700% 9/14/17 4,000 4,482
International Business Machines Corp. 1.250% 2/8/18 2,555 2,530
International Business Machines Corp. 1.950% 2/12/19 675 673
International Business Machines Corp. 1.625% 5/15/20 670 641
International Business Machines Corp. 2.900% 11/1/21 200 202
International Business Machines Corp. 3.375% 8/1/23 800 809
International Business Machines Corp. 3.625% 2/12/24 1,200 1,225
International Business Machines Corp. 5.600% 11/30/39 1,114 1,329
International Business Machines Corp. 4.000% 6/20/42 423 405
Jabil Circuit Inc. 5.625% 12/15/20 250 270
Juniper Networks Inc. 3.100% 3/15/16 75 77
Juniper Networks Inc. 4.600% 3/15/21 360 383
Juniper Networks Inc. 5.950% 3/15/41 150 163
KLA-Tencor Corp. 6.900% 5/1/18 1,700 1,970
Leidos Holdings Inc. 4.450% 12/1/20 485 491
Leidos Holdings Inc. 5.950% 12/1/40 75 75
Lexmark International Inc. 6.650% 6/1/18 375 419
Maxim Integrated Products Inc. 3.375% 3/15/23 50 48
Microsoft Corp. 1.625% 9/25/15 200 203
Microsoft Corp. 1.000% 5/1/18 400 392
Microsoft Corp. 1.625% 12/6/18 900 894
Microsoft Corp. 4.200% 6/1/19 460 505
Microsoft Corp. 3.000% 10/1/20 250 259
Microsoft Corp. 2.125% 11/15/22 225 213
Microsoft Corp. 2.375% 5/1/23 750 717
Microsoft Corp. 3.625% 12/15/23 750 786
Microsoft Corp. 5.200% 6/1/39 629 719
Microsoft Corp. 4.500% 10/1/40 125 130
Microsoft Corp. 5.300% 2/8/41 600 699
Microsoft Corp. 3.500% 11/15/42 850 763
Microsoft Corp. 3.750% 5/1/43 185 173
Microsoft Corp. 4.875% 12/15/43 350 385
Motorola Solutions Inc. 3.750% 5/15/22 400 396
Motorola Solutions Inc. 7.500% 5/15/25 75 94
NetApp Inc. 3.375% 6/15/21 900 903
Oracle Corp. 5.250% 1/15/16 1,900 2,013
Oracle Corp. 1.200% 10/15/17 1,150 1,142
Oracle Corp. 5.750% 4/15/18 1,415 1,605
Oracle Corp. 2.375% 1/15/19 525 532
Oracle Corp. 5.000% 7/8/19 1,175 1,321
Oracle Corp. 2.250% 10/8/19 2,850 2,837
Oracle Corp. 2.800% 7/8/21 1,350 1,341
Oracle Corp. 2.500% 10/15/22 1,225 1,169
Oracle Corp. 3.400% 7/8/24 1,850 1,839
Oracle Corp. 4.300% 7/8/34 1,350 1,356
Oracle Corp. 6.500% 4/15/38 625 808
Oracle Corp. 6.125% 7/8/39 645 799
Oracle Corp. 5.375% 7/15/40 1,125 1,275
Oracle Corp. 4.500% 7/8/44 775 780

 

 

  Pitney Bowes Inc. 4.625% 3/15/24 1,050 1,065
10 Seagate HDD Cayman 3.750% 11/15/18 675 688
  Seagate HDD Cayman 7.000% 11/1/21 400 444
  Seagate HDD Cayman 4.750% 6/1/23 1,500 1,513
10 Seagate HDD Cayman 4.750% 1/1/25 750 748
  Symantec Corp. 2.750% 9/15/15 50 51
  Symantec Corp. 2.750% 6/15/17 500 511
  Symantec Corp. 4.200% 9/15/20 75 78
  Symantec Corp. 3.950% 6/15/22 400 403
  Telefonaktiebolaget LM Ericsson 4.125% 5/15/22 475 496
  Texas Instruments Inc. 2.375% 5/16/16 175 180
  Texas Instruments Inc. 1.650% 8/3/19 1,000 972
  Total System Services Inc. 2.375% 6/1/18 125 124
  Tyco Electronics Group SA 6.550% 10/1/17 355 404
  Tyco Electronics Group SA 2.350% 8/1/19 200 200
  Tyco Electronics Group SA 3.450% 8/1/24 350 351
  Tyco Electronics Group SA 7.125% 10/1/37 600 799
  Verisk Analytics Inc. 4.125% 9/12/22 300 309
  Xerox Corp. 6.400% 3/15/16 375 404
  Xerox Corp. 6.750% 2/1/17 350 392
  Xerox Corp. 2.950% 3/15/17 325 337
  Xerox Corp. 6.350% 5/15/18 1,580 1,806
  Xerox Corp. 2.750% 3/15/19 250 252
  Xerox Corp. 5.625% 12/15/19 550 621
  Xerox Corp. 2.800% 5/15/20 300 296
  Xerox Corp. 4.500% 5/15/21 835 893
  Xerox Corp. 3.800% 5/15/24 125 123
  Xilinx Inc. 2.125% 3/15/19 325 324
  Xilinx Inc. 3.000% 3/15/21 1,275 1,283
 
  Transportation (0.2%)        
7 American Airlines 2013-1 Class A Pass        
  Through Trust 4.000% 1/15/27 256 259
7 American Airlines 2013-2 Class A Pass        
  Through Trust 4.950% 1/15/23 165 177
  American Airlines 2014-1 Class A Pass        
  Through Trust 3.700% 10/1/26 475 474
  Burlington Northern Santa Fe LLC 5.650% 5/1/17 75 83
  Burlington Northern Santa Fe LLC 5.750% 3/15/18 625 707
  Burlington Northern Santa Fe LLC 3.600% 9/1/20 275 287
  Burlington Northern Santa Fe LLC 4.100% 6/1/21 410 440
  Burlington Northern Santa Fe LLC 3.450% 9/15/21 410 423
  Burlington Northern Santa Fe LLC 3.050% 3/15/22 400 399
  Burlington Northern Santa Fe LLC 3.050% 9/1/22 400 395
  Burlington Northern Santa Fe LLC 3.000% 3/15/23 125 121
  Burlington Northern Santa Fe LLC 3.750% 4/1/24 400 408
  Burlington Northern Santa Fe LLC 3.400% 9/1/24 400 394
  Burlington Northern Santa Fe LLC 7.000% 12/15/25 700 903
  Burlington Northern Santa Fe LLC 6.200% 8/15/36 125 157
  Burlington Northern Santa Fe LLC 6.150% 5/1/37 500 617
  Burlington Northern Santa Fe LLC 5.050% 3/1/41 375 403
  Burlington Northern Santa Fe LLC 5.400% 6/1/41 425 477
  Burlington Northern Santa Fe LLC 4.400% 3/15/42 575 569
  Burlington Northern Santa Fe LLC 4.375% 9/1/42 200 195
  Burlington Northern Santa Fe LLC 4.450% 3/15/43 225 222
  Burlington Northern Santa Fe LLC 5.150% 9/1/43 500 545
  Burlington Northern Santa Fe LLC 4.900% 4/1/44 300 317

 

 

Burlington Northern Santa Fe LLC 4.550% 9/1/44 600 600
Canadian National Railway Co. 1.450% 12/15/16 925 936
Canadian National Railway Co. 5.550% 3/1/19 265 304
Canadian National Railway Co. 2.850% 12/15/21 550 556
Canadian National Railway Co. 6.250% 8/1/34 350 451
Canadian National Railway Co. 6.200% 6/1/36 350 453
Canadian National Railway Co. 6.375% 11/15/37 500 668
Canadian Pacific Railway Co. 6.500% 5/15/18 250 289
Canadian Pacific Railway Co. 4.450% 3/15/23 1,125 1,227
Canadian Pacific Railway Co. 7.125% 10/15/31 450 612
Canadian Pacific Railway Co. 5.950% 5/15/37 1,275 1,598
Canadian Pacific Railway Ltd. 4.500% 1/15/22 1,541 1,693
Con-way Inc. 6.700% 5/1/34 350 389
7 Continental Airlines 1998-1 Class A Pass        
Through Trust 6.648% 3/15/19 220 234
7 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 5/10/21 120 140
7 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 1,188 1,212
7 Continental Airlines 2012-2 Class A Pass        
Through Trust 4.000% 4/29/26 437 443
CSX Corp. 5.600% 5/1/17 25 28
CSX Corp. 7.900% 5/1/17 126 146
CSX Corp. 6.250% 3/15/18 725 832
CSX Corp. 7.375% 2/1/19 2,065 2,494
CSX Corp. 3.700% 10/30/20 205 216
CSX Corp. 6.220% 4/30/40 174 218
CSX Corp. 5.500% 4/15/41 425 492
CSX Corp. 4.750% 5/30/42 1,420 1,489
CSX Corp. 4.100% 3/15/44 800 750
7 Delta Air Lines 2007-1 Class A Pass Through        
Trust 6.821% 2/10/24 189 220
7 Delta Air Lines 2009-1 Class A Pass Through        
Trust 7.750% 12/17/19 445 517
7 Delta Air Lines 2010-1 Class A Pass Through        
Trust 6.200% 1/2/20 33 36
7 Delta Air Lines 2010-2 Class A Pass Through        
Trust 4.950% 11/23/20 73 78
7 Delta Air Lines 2012-1 Class A Pass Through        
Trust 4.750% 11/7/21 67 72
FedEx Corp. 8.000% 1/15/19 125 154
FedEx Corp. 2.625% 8/1/22 50 48
FedEx Corp. 3.875% 8/1/42 200 179
FedEx Corp. 5.100% 1/15/44 500 536
7 Hawaiian Airlines 2013-1 Class A Pass        
Through Certificates 3.900% 1/15/26 1,100 1,092
JB Hunt Transport Services Inc. 3.850% 3/15/24 200 205
Kansas City Southern de Mexico SA de CV 2.350% 5/15/20 25 24
Kansas City Southern de Mexico SA de CV 3.000% 5/15/23 1,500 1,427
Kansas City Southern Railway Co. 4.300% 5/15/43 225 219
Norfolk Southern Corp. 5.750% 1/15/16 175 186
Norfolk Southern Corp. 7.700% 5/15/17 400 463
Norfolk Southern Corp. 5.750% 4/1/18 100 113
Norfolk Southern Corp. 5.900% 6/15/19 835 967
Norfolk Southern Corp. 3.250% 12/1/21 25 25
Norfolk Southern Corp. 2.903% 2/15/23 780 754
Norfolk Southern Corp. 5.590% 5/17/25 14 16

 

 

Norfolk Southern Corp. 4.837% 10/1/41 665 713
Norfolk Southern Corp. 3.950% 10/1/42 525 492
Norfolk Southern Corp. 6.000% 5/23/11 650 778
Norfolk Southern Railway Co. 9.750% 6/15/20 116 157
7 Northwest Airlines 2007-1 Class A Pass        
Through Trust 7.027% 11/1/19 250 284
Ryder System Inc. 3.600% 3/1/16 400 416
Ryder System Inc. 5.850% 11/1/16 75 82
Ryder System Inc. 2.450% 11/15/18 1,000 1,012
Ryder System Inc. 2.350% 2/26/19 1,550 1,553
Ryder System Inc. 2.550% 6/1/19 800 802
Southwest Airlines Co. 5.750% 12/15/16 200 219
Southwest Airlines Co. 5.125% 3/1/17 400 432
7 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 2/1/24 110 126
Union Pacific Corp. 2.750% 4/15/23 275 268
Union Pacific Corp. 3.250% 1/15/25 300 298
Union Pacific Corp. 6.625% 2/1/29 400 523
Union Pacific Corp. 4.750% 9/15/41 750 810
Union Pacific Corp. 4.250% 4/15/43 400 397
Union Pacific Corp. 4.750% 12/15/43 275 294
Union Pacific Corp. 4.821% 2/1/44 1,089 1,182
Union Pacific Corp. 4.850% 6/15/44 800 870
Union Pacific Corp. 4.150% 1/15/45 400 390
7 United Airlines Pass Through Trust Series        
2013-1 4.300% 2/15/27 700 721
7 United Airlines Pass Through Trust Series        
2014-1 4.000% 10/11/27 750 756
United Parcel Service Inc. 1.125% 10/1/17 800 795
United Parcel Service Inc. 5.500% 1/15/18 1,000 1,123
United Parcel Service Inc. 5.125% 4/1/19 175 197
United Parcel Service Inc. 3.125% 1/15/21 965 997
United Parcel Service Inc. 2.450% 10/1/22 925 889
United Parcel Service Inc. 6.200% 1/15/38 1,160 1,497
United Parcel Service Inc. 3.625% 10/1/42 675 616
7 US Airways 2013-1 Class A Pass Through        
Trust 3.950% 5/15/27 100 100
7 US Airways Inc. 2012-2 Class A Pass        
Through Trust 4.625% 12/3/26 72 75
        1,411,083
Utilities (0.9%)        
Electric (0.8%)        
AEP Texas Central Co. 6.650% 2/15/33 400 519
Alabama Power Co. 5.500% 10/15/17 550 613
Alabama Power Co. 3.550% 12/1/23 1,700 1,749
Alabama Power Co. 4.100% 1/15/42 1,000 993
Alabama Power Co. 3.850% 12/1/42 125 120
Alabama Power Co. 4.150% 8/15/44 300 298
Ameren Illinois Co. 6.125% 11/15/17 25 29
Ameren Illinois Co. 2.700% 9/1/22 250 246
American Electric Power Co. Inc. 1.650% 12/15/17 325 325
Appalachian Power Co. 5.800% 10/1/35 100 120
Appalachian Power Co. 6.700% 8/15/37 500 651
Appalachian Power Co. 7.000% 4/1/38 260 352
Arizona Public Service Co. 5.500% 9/1/35 550 653
Arizona Public Service Co. 5.050% 9/1/41 575 651
Arizona Public Service Co. 4.500% 4/1/42 25 26

 

 

Arizona Public Service Co. 4.700% 1/15/44 400 432
Atlantic City Electric Co. 7.750% 11/15/18 900 1,087
Baltimore Gas & Electric Co. 3.350% 7/1/23 950 960
Berkshire Hathaway Energy Co. 1.100% 5/15/17 1,000 992
Berkshire Hathaway Energy Co. 2.000% 11/15/18 125 124
Berkshire Hathaway Energy Co. 3.750% 11/15/23 525 539
Berkshire Hathaway Energy Co. 6.125% 4/1/36 975 1,207
Berkshire Hathaway Energy Co. 5.950% 5/15/37 1,225 1,498
Berkshire Hathaway Energy Co. 6.500% 9/15/37 370 478
Berkshire Hathaway Energy Co. 5.150% 11/15/43 475 529
CenterPoint Energy Houston Electric LLC 2.250% 8/1/22 250 238
CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 700 638
CenterPoint Energy Houston Electric LLC 4.500% 4/1/44 550 582
Cleco Power LLC 6.000% 12/1/40 175 207
Cleveland Electric Illuminating Co. 5.700% 4/1/17 259 280
Cleveland Electric Illuminating Co. 7.880% 11/1/17 200 236
Cleveland Electric Illuminating Co. 5.500% 8/15/24 1,775 2,044
CMS Energy Corp. 8.750% 6/15/19 500 637
CMS Energy Corp. 5.050% 3/15/22 500 555
CMS Energy Corp. 3.875% 3/1/24 900 927
CMS Energy Corp. 4.700% 3/31/43 350 354
CMS Energy Corp. 4.875% 3/1/44 300 310
Commonwealth Edison Co. 5.950% 8/15/16 200 219
Commonwealth Edison Co. 1.950% 9/1/16 115 117
Commonwealth Edison Co. 6.150% 9/15/17 600 679
Commonwealth Edison Co. 5.800% 3/15/18 150 170
Commonwealth Edison Co. 5.900% 3/15/36 100 125
Commonwealth Edison Co. 6.450% 1/15/38 1,030 1,366
Commonwealth Edison Co. 4.600% 8/15/43 1,750 1,856
Commonwealth Edison Co. 4.700% 1/15/44 900 986
Connecticut Light & Power Co. 5.500% 2/1/19 2,000 2,257
Connecticut Light & Power Co. 6.350% 6/1/36 250 333
Consolidated Edison Co. of New York Inc. 5.375% 12/15/15 625 661
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 1,100 1,308
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 300 345
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 860 1,048
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 400 507
Consolidated Edison Co. of New York Inc. 3.950% 3/1/43 475 449
Consolidated Edison Co. of New York Inc. 4.450% 3/15/44 1,300 1,323
Constellation Energy Group Inc. 4.550% 6/15/15 175 180
Constellation Energy Group Inc. 5.150% 12/1/20 1,495 1,649
Consumers Energy Co. 6.125% 3/15/19 1,000 1,166
Consumers Energy Co. 6.700% 9/15/19 1,095 1,315
Consumers Energy Co. 2.850% 5/15/22 1,150 1,147
Consumers Energy Co. 3.375% 8/15/23 225 231
Consumers Energy Co. 4.350% 8/31/64 150 149
Delmarva Power & Light Co. 3.500% 11/15/23 125 128
Delmarva Power & Light Co. 4.000% 6/1/42 225 219
Dominion Resources Inc. 2.250% 9/1/15 750 760
Dominion Resources Inc. 5.600% 11/15/16 470 513
Dominion Resources Inc. 1.400% 9/15/17 100 99
Dominion Resources Inc. 6.000% 11/30/17 550 622
Dominion Resources Inc. 4.450% 3/15/21 125 135
Dominion Resources Inc. 2.750% 9/15/22 100 97
Dominion Resources Inc. 5.250% 8/1/33 200 226
Dominion Resources Inc. 4.900% 8/1/41 550 583
Dominion Resources Inc. 4.050% 9/15/42 325 303

 

 

7,8 Dominion Resources Inc. 5.750% 10/1/54 375 379
7 Dominion Resources Inc. 7.500% 6/30/66 175 188
  DTE Electric Co. 3.450% 10/1/20 410 427
  DTE Electric Co. 3.900% 6/1/21 100 107
  DTE Electric Co. 2.650% 6/15/22 325 320
  DTE Electric Co. 3.650% 3/15/24 400 412
  DTE Electric Co. 3.375% 3/1/25 175 176
  DTE Electric Co. 5.700% 10/1/37 125 156
  DTE Electric Co. 3.950% 6/15/42 1,150 1,116
  DTE Energy Co. 3.500% 6/1/24 700 703
  Duke Energy Carolinas LLC 7.000% 11/15/18 660 789
  Duke Energy Carolinas LLC 4.300% 6/15/20 500 548
  Duke Energy Carolinas LLC 3.900% 6/15/21 1,030 1,103
  Duke Energy Carolinas LLC 6.000% 12/1/28 300 373
  Duke Energy Carolinas LLC 6.100% 6/1/37 1,100 1,364
  Duke Energy Carolinas LLC 6.000% 1/15/38 25 32
  Duke Energy Carolinas LLC 6.050% 4/15/38 25 32
  Duke Energy Carolinas LLC 5.300% 2/15/40 710 837
  Duke Energy Carolinas LLC 4.250% 12/15/41 800 811
  Duke Energy Carolinas LLC 4.000% 9/30/42 425 415
  Duke Energy Corp. 1.625% 8/15/17 625 627
  Duke Energy Corp. 2.100% 6/15/18 1,000 1,005
  Duke Energy Corp. 5.050% 9/15/19 2,625 2,933
  Duke Energy Corp. 3.050% 8/15/22 200 198
  Duke Energy Corp. 3.950% 10/15/23 225 233
  Duke Energy Corp. 3.750% 4/15/24 200 204
  Duke Energy Florida Inc. 5.100% 12/1/15 410 431
  Duke Energy Florida Inc. 5.650% 6/15/18 50 57
  Duke Energy Florida Inc. 4.550% 4/1/20 1,375 1,514
  Duke Energy Florida Inc. 6.350% 9/15/37 525 699
  Duke Energy Florida Inc. 6.400% 6/15/38 600 800
  Duke Energy Indiana Inc. 3.750% 7/15/20 185 197
  Duke Energy Indiana Inc. 4.200% 3/15/42 475 479
  Duke Energy Indiana Inc. 4.900% 7/15/43 850 954
  Duke Energy Progress Inc. 5.300% 1/15/19 675 763
  Duke Energy Progress Inc. 3.000% 9/15/21 750 761
  Duke Energy Progress Inc. 4.375% 3/30/44 525 544
  El Paso Electric Co. 6.000% 5/15/35 175 209
  Entergy Arkansas Inc. 3.750% 2/15/21 1,250 1,318
  Entergy Gulf States Louisiana LLC 6.000% 5/1/18 150 171
  Entergy Gulf States Louisiana LLC 5.590% 10/1/24 1,500 1,765
  Entergy Louisiana LLC 5.400% 11/1/24 1,175 1,370
  Entergy Texas Inc. 7.125% 2/1/19 300 358
  Exelon Generation Co. LLC 6.200% 10/1/17 930 1,046
  Exelon Generation Co. LLC 4.000% 10/1/20 575 605
  Exelon Generation Co. LLC 5.600% 6/15/42 121 129
  Florida Power & Light Co. 5.550% 11/1/17 75 84
  Florida Power & Light Co. 2.750% 6/1/23 1,325 1,294
  Florida Power & Light Co. 5.950% 10/1/33 100 126
  Florida Power & Light Co. 5.625% 4/1/34 225 274
  Florida Power & Light Co. 4.950% 6/1/35 50 57
  Florida Power & Light Co. 6.200% 6/1/36 50 65
  Florida Power & Light Co. 5.850% 5/1/37 560 708
  Florida Power & Light Co. 5.950% 2/1/38 175 221
  Florida Power & Light Co. 5.960% 4/1/39 225 288
  Florida Power & Light Co. 4.125% 2/1/42 1,575 1,585
  Florida Power & Light Co. 3.800% 12/15/42 625 596

 

 

  Georgia Power Co. 0.750% 8/10/15 125 125
  Georgia Power Co. 5.950% 2/1/39 150 186
  Georgia Power Co. 4.750% 9/1/40 125 134
  Iberdrola International BV 6.750% 7/15/36 175 214
  Indiana Michigan Power Co. 3.200% 3/15/23 475 473
7 Integrys Energy Group Inc. 6.110% 12/1/66 300 307
  Interstate Power & Light Co. 6.250% 7/15/39 100 131
  ITC Holdings Corp. 4.050% 7/1/23 175 182
  ITC Holdings Corp. 5.300% 7/1/43 200 224
  Jersey Central Power & Light Co. 5.625% 5/1/16 350 373
  Jersey Central Power & Light Co. 5.650% 6/1/17 350 385
  Jersey Central Power & Light Co. 6.150% 6/1/37 200 234
7 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 169 184
  Kansas City Power & Light Co. 6.050% 11/15/35 200 243
  Kansas City Power & Light Co. 5.300% 10/1/41 830 930
  Kentucky Utilities Co. 1.625% 11/1/15 1,030 1,040
  Kentucky Utilities Co. 3.250% 11/1/20 200 207
  Kentucky Utilities Co. 4.650% 11/15/43 875 945
  LG&E & KU Energy LLC 2.125% 11/15/15 125 126
  LG&E & KU Energy LLC 3.750% 11/15/20 1,150 1,194
  Louisville Gas & Electric Co. 1.625% 11/15/15 300 304
  Louisville Gas & Electric Co. 5.125% 11/15/40 100 116
  Louisville Gas & Electric Co. 4.650% 11/15/43 625 678
  MidAmerican Energy Co. 5.950% 7/15/17 560 628
  MidAmerican Energy Co. 6.750% 12/30/31 725 956
  Mississippi Power Co. 4.250% 3/15/42 375 368
  National Rural Utilities Cooperative Finance        
  Corp. 3.050% 3/1/16 125 129
  National Rural Utilities Cooperative Finance        
  Corp. 5.450% 2/1/18 1,025 1,149
  National Rural Utilities Cooperative Finance        
  Corp. 10.375% 11/1/18 1,100 1,448
  National Rural Utilities Cooperative Finance        
  Corp. 2.350% 6/15/20 900 895
10 National Rural Utilities Cooperative Finance        
  Corp. 4.023% 11/1/32 469 473
  National Rural Utilities Cooperative Finance        
  Corp. 4.023% 11/1/32 120 121
7 National Rural Utilities Cooperative Finance        
  Corp. 4.750% 4/30/43 100 99
  Nevada Power Co. 6.500% 5/15/18 1,200 1,393
  Nevada Power Co. 6.650% 4/1/36 410 541
  Nevada Power Co. 5.450% 5/15/41 500 588
  NextEra Energy Capital Holdings Inc. 2.400% 9/15/19 1,200 1,192
  NextEra Energy Capital Holdings Inc. 2.700% 9/15/19 475 480
  NextEra Energy Capital Holdings Inc. 4.500% 6/1/21 615 664
  NextEra Energy Capital Holdings Inc. 3.625% 6/15/23 1,125 1,139
7 NextEra Energy Capital Holdings Inc. 6.350% 10/1/66 225 226
7 NextEra Energy Capital Holdings Inc. 6.650% 6/15/67 275 282
  Northern States Power Co. 5.250% 3/1/18 950 1,061
  Northern States Power Co. 6.200% 7/1/37 250 325
  Northern States Power Co. 5.350% 11/1/39 175 207
  Northern States Power Co. 4.125% 5/15/44 100 101
  NSTAR Electric Co. 5.625% 11/15/17 525 589
  NSTAR LLC 4.500% 11/15/19 245 268
  Oglethorpe Power Corp. 6.100% 3/15/19 925 1,064
  Oglethorpe Power Corp. 5.950% 11/1/39 100 121

 

 

  Oglethorpe Power Corp. 5.375% 11/1/40 380 432
  Ohio Power Co. 6.000% 6/1/16 480 521
  Ohio Power Co. 6.050% 5/1/18 100 114
  Oklahoma Gas & Electric Co. 5.850% 6/1/40 150 185
  Oklahoma Gas & Electric Co. 3.900% 5/1/43 875 839
  Oncor Electric Delivery Co. LLC 6.800% 9/1/18 330 387
10 Oncor Electric Delivery Co. LLC 2.150% 6/1/19 1,075 1,067
  Oncor Electric Delivery Co. LLC 7.000% 9/1/22 200 253
  Oncor Electric Delivery Co. LLC 7.250% 1/15/33 600 848
  Oncor Electric Delivery Co. LLC 4.550% 12/1/41 500 537
  Pacific Gas & Electric Co. 5.625% 11/30/17 250 280
  Pacific Gas & Electric Co. 8.250% 10/15/18 275 338
  Pacific Gas & Electric Co. 3.500% 10/1/20 410 426
  Pacific Gas & Electric Co. 4.250% 5/15/21 225 244
  Pacific Gas & Electric Co. 3.250% 9/15/21 1,750 1,778
  Pacific Gas & Electric Co. 3.250% 6/15/23 575 568
  Pacific Gas & Electric Co. 3.750% 2/15/24 150 153
  Pacific Gas & Electric Co. 3.400% 8/15/24 625 621
  Pacific Gas & Electric Co. 6.050% 3/1/34 1,235 1,519
  Pacific Gas & Electric Co. 5.800% 3/1/37 1,025 1,227
  Pacific Gas & Electric Co. 6.250% 3/1/39 1,000 1,281
  Pacific Gas & Electric Co. 5.400% 1/15/40 500 569
  Pacific Gas & Electric Co. 4.450% 4/15/42 600 601
  Pacific Gas & Electric Co. 4.600% 6/15/43 625 647
  Pacific Gas & Electric Co. 4.750% 2/15/44 1,500 1,580
  PacifiCorp 5.650% 7/15/18 300 341
  PacifiCorp 2.950% 2/1/22 1,000 1,010
  PacifiCorp 3.600% 4/1/24 500 512
  PacifiCorp 5.250% 6/15/35 475 555
  PacifiCorp 5.750% 4/1/37 410 508
  PacifiCorp 6.250% 10/15/37 600 780
  PacifiCorp 4.100% 2/1/42 350 347
  Peco Energy Co. 1.200% 10/15/16 350 352
  Peco Energy Co. 5.350% 3/1/18 125 140
  Pennsylvania Electric Co. 6.050% 9/1/17 75 84
  Pennsylvania Electric Co. 5.200% 4/1/20 205 226
  Pepco Holdings Inc. 2.700% 10/1/15 680 692
  PG&E Corp. 2.400% 3/1/19 1,650 1,652
  Potomac Electric Power Co. 6.500% 11/15/37 400 535
  PPL Capital Funding Inc. 3.950% 3/15/24 550 565
  PPL Capital Funding Inc. 5.000% 3/15/44 450 480
  PPL Electric Utilities Corp. 3.000% 9/15/21 410 415
  PPL Electric Utilities Corp. 6.250% 5/15/39 100 132
  PPL Electric Utilities Corp. 5.200% 7/15/41 700 821
  PPL Electric Utilities Corp. 4.750% 7/15/43 1,000 1,098
  Progress Energy Inc. 5.625% 1/15/16 205 218
  Progress Energy Inc. 3.150% 4/1/22 500 502
  Progress Energy Inc. 7.750% 3/1/31 625 878
  Progress Energy Inc. 6.000% 12/1/39 410 505
  PSEG Power LLC 5.500% 12/1/15 450 474
  PSEG Power LLC 5.320% 9/15/16 615 665
  PSEG Power LLC 5.125% 4/15/20 150 166
  PSEG Power LLC 4.150% 9/15/21 50 53
  Public Service Co. of Colorado 5.800% 8/1/18 100 113
  Public Service Co. of Colorado 5.125% 6/1/19 175 198
  Public Service Co. of Colorado 3.200% 11/15/20 1,000 1,037
  Public Service Co. of Colorado 6.250% 9/1/37 300 393

 

 

Public Service Co. of Colorado 3.600% 9/15/42 225 206
Public Service Co. of Colorado 4.300% 3/15/44 200 206
Public Service Co. of New Hampshire 3.500% 11/1/23 75 77
Public Service Co. of Oklahoma 5.150% 12/1/19 600 674
Public Service Co. of Oklahoma 4.400% 2/1/21 500 546
Public Service Co. of Oklahoma 6.625% 11/15/37 275 362
Public Service Electric & Gas Co. 5.300% 5/1/18 394 442
Public Service Electric & Gas Co. 2.300% 9/15/18 450 457
Public Service Electric & Gas Co. 1.800% 6/1/19 200 197
Public Service Electric & Gas Co. 2.375% 5/15/23 225 213
Public Service Electric & Gas Co. 5.375% 11/1/39 300 360
Public Service Electric & Gas Co. 3.950% 5/1/42 1,525 1,491
Public Service Electric & Gas Co. 4.000% 6/1/44 100 98
Puget Energy Inc. 6.500% 12/15/20 250 296
Puget Energy Inc. 6.000% 9/1/21 400 463
Puget Sound Energy Inc. 5.483% 6/1/35 100 119
Puget Sound Energy Inc. 6.274% 3/15/37 500 656
Puget Sound Energy Inc. 5.757% 10/1/39 495 613
Puget Sound Energy Inc. 5.638% 4/15/41 1,390 1,707
Puget Sound Energy Inc. 4.434% 11/15/41 275 292
San Diego Gas & Electric Co. 5.300% 11/15/15 100 105
San Diego Gas & Electric Co. 3.000% 8/15/21 150 153
San Diego Gas & Electric Co. 6.000% 6/1/26 500 620
San Diego Gas & Electric Co. 5.350% 5/15/35 100 118
San Diego Gas & Electric Co. 6.125% 9/15/37 252 324
San Diego Gas & Electric Co. 5.350% 5/15/40 500 593
San Diego Gas & Electric Co. 4.500% 8/15/40 255 270
SCANA Corp. 4.750% 5/15/21 205 221
Sierra Pacific Power Co. 6.000% 5/15/16 525 567
Sierra Pacific Power Co. 6.750% 7/1/37 400 545
South Carolina Electric & Gas Co. 6.500% 11/1/18 1,100 1,294
South Carolina Electric & Gas Co. 6.625% 2/1/32 450 596
South Carolina Electric & Gas Co. 6.050% 1/15/38 150 190
South Carolina Electric & Gas Co. 5.450% 2/1/41 100 119
South Carolina Electric & Gas Co. 4.350% 2/1/42 200 203
South Carolina Electric & Gas Co. 4.600% 6/15/43 1,075 1,131
South Carolina Electric & Gas Co. 4.500% 6/1/64 200 202
Southern California Edison Co. 5.000% 1/15/16 275 290
Southern California Edison Co. 1.125% 5/1/17 550 547
Southern California Edison Co. 3.875% 6/1/21 350 377
Southern California Edison Co. 3.500% 10/1/23 300 308
Southern California Edison Co. 6.650% 4/1/29 225 288
Southern California Edison Co. 5.750% 4/1/35 508 626
Southern California Edison Co. 5.350% 7/15/35 1,460 1,726
Southern California Edison Co. 4.500% 9/1/40 205 219
Southern California Edison Co. 4.050% 3/15/42 425 420
Southern California Edison Co. 3.900% 3/15/43 475 453
Southern California Edison Co. 4.650% 10/1/43 600 644
Southern Co. 1.950% 9/1/16 410 418
Southern Co. 1.300% 8/15/17 225 224
Southern Co. 2.150% 9/1/19 200 198
Southern Power Co. 5.150% 9/15/41 1,210 1,325
Southern Power Co. 5.250% 7/15/43 500 555
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 95
Southwestern Public Service Co. 4.500% 8/15/41 100 105

 

 

  Tampa Electric Co. 6.100% 5/15/18 1,575 1,801
  Tampa Electric Co. 2.600% 9/15/22 75 72
  Tampa Electric Co. 6.550% 5/15/36 375 503
  TECO Finance Inc. 4.000% 3/15/16 100 104
  TECO Finance Inc. 6.572% 11/1/17 330 376
  TECO Finance Inc. 5.150% 3/15/20 125 139
  TransAlta Corp. 6.650% 5/15/18 100 112
  TransAlta Corp. 6.500% 3/15/40 175 179
  Tucson Electric Power Co. 5.150% 11/15/21 130 146
  UIL Holdings Corp. 4.625% 10/1/20 100 107
  Union Electric Co. 6.700% 2/1/19 235 279
  Union Electric Co. 3.500% 4/15/24 1,450 1,483
  Union Electric Co. 3.900% 9/15/42 675 650
  Virginia Electric & Power Co. 5.400% 1/15/16 700 742
  Virginia Electric & Power Co. 2.950% 1/15/22 750 757
  Virginia Electric & Power Co. 6.000% 1/15/36 500 637
  Virginia Electric & Power Co. 6.000% 5/15/37 550 696
  Virginia Electric & Power Co. 6.350% 11/30/37 600 797
  Virginia Electric & Power Co. 8.875% 11/15/38 100 165
  Virginia Electric & Power Co. 4.000% 1/15/43 850 824
  Westar Energy Inc. 8.625% 12/1/18 244 307
  Westar Energy Inc. 4.125% 3/1/42 525 523
  Westar Energy Inc. 4.100% 4/1/43 225 225
  Westar Energy Inc. 4.625% 9/1/43 150 160
  Wisconsin Electric Power Co. 4.250% 12/15/19 175 191
  Wisconsin Electric Power Co. 2.950% 9/15/21 635 643
  Wisconsin Electric Power Co. 5.625% 5/15/33 200 246
  Wisconsin Electric Power Co. 4.250% 6/1/44 100 104
7 Wisconsin Energy Corp. 6.250% 5/15/67 525 543
  Wisconsin Power & Light Co. 5.000% 7/15/19 25 28
  Wisconsin Power & Light Co. 2.250% 11/15/22 275 262
  Wisconsin Power & Light Co. 6.375% 8/15/37 300 403
  Wisconsin Public Service Corp. 3.671% 12/1/42 75 70
  Xcel Energy Inc. 5.613% 4/1/17 631 695
  Xcel Energy Inc. 4.700% 5/15/20 305 335
  Xcel Energy Inc. 6.500% 7/1/36 635 829
 
  Natural Gas (0.1%)        
  AGL Capital Corp. 3.500% 9/15/21 1,250 1,289
  AGL Capital Corp. 5.875% 3/15/41 125 154
  AGL Capital Corp. 4.400% 6/1/43 125 126
  Atmos Energy Corp. 8.500% 3/15/19 1,500 1,881
  Atmos Energy Corp. 5.500% 6/15/41 800 962
  British Transco Finance Inc. 6.625% 6/1/18 430 497
15 Enron Corp. 9.125% 4/1/03 700 —
15 Enron Corp. 7.125% 5/15/07 300 —
15 Enron Corp. 6.875% 10/15/07 1,000 —
  KeySpan Corp. 8.000% 11/15/30 200 277
  KeySpan Corp. 5.803% 4/1/35 250 294
  Laclede Group Inc. 4.700% 8/15/44 350 354
  National Fuel Gas Co. 6.500% 4/15/18 750 859
  National Fuel Gas Co. 3.750% 3/1/23 500 495
  National Grid plc 6.300% 8/1/16 275 301
10 ONE Gas Inc. 2.070% 2/1/19 300 299
10 ONE Gas Inc. 4.658% 2/1/44 125 137
  Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 150 163
  Sempra Energy 6.500% 6/1/16 1,315 1,434

 

 

Sempra Energy 6.150% 6/15/18 750 858
Sempra Energy 9.800% 2/15/19 250 326
Sempra Energy 4.050% 12/1/23 850 893
Sempra Energy 6.000% 10/15/39 705 876
Southern California Gas Co. 5.750% 11/15/35 25 31
Southern California Gas Co. 4.450% 3/15/44 150 159
 
Other Utility (0.0%)        
American Water Capital Corp. 6.085% 10/15/17 125 140
American Water Capital Corp. 3.850% 3/1/24 1,775 1,844
American Water Capital Corp. 6.593% 10/15/37 500 662
American Water Capital Corp. 4.300% 12/1/42 125 124
United Utilities plc 5.375% 2/1/19 200 219
Veolia Environnement SA 6.000% 6/1/18 600 676
 
        197,657
Total Corporate Bonds (Cost $2,296,157)       2,385,699
Sovereign Bonds (U.S. Dollar-Denominated) (2.3%)        
African Development Bank 0.750% 10/18/16 1,150 1,148
African Development Bank 1.125% 3/15/17 1,550 1,556
African Development Bank 0.875% 3/15/18 1,500 1,474
African Development Bank 1.625% 10/2/18 300 300
African Development Bank 2.375% 9/23/21 1,500 1,506
Asian Development Bank 4.250% 10/20/14 300 301
Asian Development Bank 2.500% 3/15/16 775 798
Asian Development Bank 5.500% 6/27/16 100 109
Asian Development Bank 0.750% 1/11/17 2,800 2,792
Asian Development Bank 1.125% 3/15/17 1,325 1,332
Asian Development Bank 5.593% 7/16/18 500 568
Asian Development Bank 1.750% 9/11/18 1,650 1,662
Asian Development Bank 1.875% 10/23/18 530 536
Asian Development Bank 1.750% 3/21/19 575 575
Asian Development Bank 1.875% 4/12/19 1,550 1,558
Asian Development Bank 1.375% 3/23/20 2,250 2,176
Banco do Brasil SA 3.875% 1/23/17 200 206
Banco do Brasil SA 3.875% 10/10/22 1,000 941
Canada 0.875% 2/14/17 2,050 2,045
Canada 1.625% 2/27/19 800 797
China Development Bank Corp. 5.000% 10/15/15 175 182
CNOOC Finance 2013 Ltd. 1.750% 5/9/18 225 222
CNOOC Finance 2013 Ltd. 3.000% 5/9/23 1,950 1,812
CNOOC Nexen Finance 2014 ULC 1.625% 4/30/17 1,650 1,650
CNOOC Nexen Finance 2014 ULC 4.250% 4/30/24 1,000 1,015
Corp Andina de Fomento 1.500% 8/8/17 900 899
Corp. Andina de Fomento 5.125% 5/5/15 450 461
Corp. Andina de Fomento 3.750% 1/15/16 1,765 1,820
Corp. Andina de Fomento 4.375% 6/15/22 1,375 1,465
Council Of Europe Development Bank 2.625% 2/16/16 735 757
Council Of Europe Development Bank 1.250% 9/22/16 1,000 1,011
Council Of Europe Development Bank 1.500% 6/19/17 1,000 1,011
Council Of Europe Development Bank 1.000% 3/7/18 525 518
Council Of Europe Development Bank 1.125% 5/31/18 975 963
Ecopetrol SA 7.625% 7/23/19 1,925 2,286
Ecopetrol SA 5.875% 9/18/23 1,750 1,929
Ecopetrol SA 7.375% 9/18/43 800 968
Ecopetrol SA 5.875% 5/28/45 600 612

 

 

European Bank for Reconstruction &        
Development 2.750% 4/20/15 1,000 1,014
European Bank for Reconstruction &        
Development 2.500% 3/15/16 500 515
European Bank for Reconstruction &        
Development 1.375% 10/20/16 1,515 1,535
European Bank for Reconstruction &        
Development 1.000% 2/16/17 1,000 1,002
European Bank for Reconstruction &        
Development 0.750% 9/1/17 1,000 988
European Bank for Reconstruction &        
Development 1.000% 6/15/18 700 688
European Bank for Reconstruction &        
Development 1.000% 9/17/18 400 390
European Bank for Reconstruction &        
Development 1.625% 11/15/18 50 50
European Bank for Reconstruction &        
Development 1.750% 6/14/19 2,050 2,031
European Bank for Reconstruction &        
Development 1.500% 3/16/20 650 632
European Investment Bank 1.375% 10/20/15 2,855 2,882
European Investment Bank 4.875% 2/16/16 550 583
European Investment Bank 2.250% 3/15/16 4,050 4,156
European Investment Bank 0.625% 4/15/16 1,200 1,203
European Investment Bank 2.500% 5/16/16 525 542
European Investment Bank 2.125% 7/15/16 1,000 1,027
European Investment Bank 0.500% 8/15/16 2,850 2,838
European Investment Bank 5.125% 9/13/16 1,500 1,629
European Investment Bank 1.250% 10/14/16 950 961
European Investment Bank 1.125% 12/15/16 1,300 1,306
European Investment Bank 4.875% 1/17/17 1,225 1,336
European Investment Bank 1.750% 3/15/17 1,125 1,148
European Investment Bank 0.875% 4/18/17 1,500 1,491
European Investment Bank 5.125% 5/30/17 800 886
European Investment Bank 1.625% 6/15/17 100 102
European Investment Bank 1.000% 8/17/17 1,475 1,467
European Investment Bank 1.125% 9/15/17 450 450
European Investment Bank 1.000% 12/15/17 300 297
European Investment Bank 1.000% 3/15/18 4,075 4,021
European Investment Bank 1.000% 6/15/18 3,500 3,436
European Investment Bank 1.625% 12/18/18 3,200 3,196
European Investment Bank 1.875% 3/15/19 4,400 4,417
European Investment Bank 1.750% 6/17/19 4,675 4,636
European Investment Bank 2.875% 9/15/20 1,650 1,718
European Investment Bank 4.000% 2/16/21 4,000 4,427
European Investment Bank 2.500% 4/15/21 3,650 3,702
European Investment Bank 2.125% 10/15/21 350 345
European Investment Bank 3.250% 1/29/24 1,550 1,626
Export Development Canada 1.250% 10/26/16 1,970 1,988
Export Development Canada 0.750% 12/15/17 900 884
Export Development Canada 1.500% 10/3/18 1,775 1,758
Export-Import Bank of Korea 3.750% 10/20/16 300 315
Export-Import Bank of Korea 4.000% 1/11/17 2,525 2,670
Export-Import Bank of Korea 2.875% 9/17/18 700 715
Export-Import Bank of Korea 2.375% 8/12/19 600 595
Export-Import Bank of Korea 4.000% 1/29/21 1,000 1,056
Export-Import Bank of Korea 5.000% 4/11/22 1,475 1,649

 

 

Export-Import Bank of Korea 4.000% 1/14/24 2,100 2,195
Federative Republic of Brazil 6.000% 1/17/17 2,545 2,789
7 Federative Republic of Brazil 8.000% 1/15/18 622 690
Federative Republic of Brazil 5.875% 1/15/19 875 981
Federative Republic of Brazil 8.875% 10/14/19 175 222
Federative Republic of Brazil 4.875% 1/22/21 3,305 3,511
Federative Republic of Brazil 2.625% 1/5/23 525 474
Federative Republic of Brazil 4.250% 1/7/25 975 966
Federative Republic of Brazil 8.750% 2/4/25 600 816
Federative Republic of Brazil 10.125% 5/15/27 675 1,040
Federative Republic of Brazil 8.250% 1/20/34 875 1,177
Federative Republic of Brazil 7.125% 1/20/37 950 1,160
7 Federative Republic of Brazil 11.000% 8/17/40 1,650 1,795
Federative Republic of Brazil 5.625% 1/7/41 3,450 3,568
Federative Republic of Brazil 5.000% 1/27/45 1,451 1,359
FMS Wertmanagement AoeR 0.625% 4/18/16 400 401
FMS Wertmanagement AoeR 1.125% 10/14/16 1,200 1,209
FMS Wertmanagement AoeR 1.125% 9/5/17 700 699
FMS Wertmanagement AoeR 1.000% 11/21/17 475 470
FMS Wertmanagement AoeR 1.625% 11/20/18 1,600 1,598
Hydro-Quebec 2.000% 6/30/16 1,425 1,457
Hydro-Quebec 1.375% 6/19/17 1,000 1,003
Hydro-Quebec 8.400% 1/15/22 1,235 1,621
Hydro-Quebec 8.050% 7/7/24 1,175 1,620
Inter-American Development Bank 0.625% 9/12/16 2,700 2,697
Inter-American Development Bank 1.375% 10/18/16 2,890 2,930
Inter-American Development Bank 0.875% 11/15/16 400 400
Inter-American Development Bank 1.125% 3/15/17 100 100
Inter-American Development Bank 1.000% 7/14/17 1,400 1,391
Inter-American Development Bank 2.375% 8/15/17 250 259
Inter-American Development Bank 0.875% 3/15/18 350 344
Inter-American Development Bank 1.750% 8/24/18 5,105 5,146
Inter-American Development Bank 3.875% 9/17/19 100 109
Inter-American Development Bank 1.750% 10/15/19 2,200 2,178
Inter-American Development Bank 3.875% 2/14/20 500 547
Inter-American Development Bank 2.125% 11/9/20 350 347
Inter-American Development Bank 3.000% 2/21/24 2,600 2,683
Inter-American Development Bank 7.000% 6/15/25 250 334
Inter-American Development Bank 3.875% 10/28/41 800 834
Inter-American Development Bank 4.375% 1/24/44 1,150 1,300
International Bank for Reconstruction &        
Development 0.375% 11/16/15 500 499
International Bank for Reconstruction &        
Development 2.125% 3/15/16 3,600 3,686
International Bank for Reconstruction &        
Development 5.000% 4/1/16 200 213
International Bank for Reconstruction &        
Development 0.500% 4/15/16 1,125 1,125
International Bank for Reconstruction &        
Development 0.500% 5/16/16 700 697
International Bank for Reconstruction &        
Development 1.000% 9/15/16 405 408
International Bank for Reconstruction &        
Development 0.625% 10/14/16 1,950 1,943
International Bank for Reconstruction &        
Development 0.750% 12/15/16 2,900 2,894

 

 

  International Bank for Reconstruction &        
  Development 0.875% 4/17/17 4,750 4,742
  International Bank for Reconstruction &        
  Development 1.125% 7/18/17 950 952
  International Bank for Reconstruction &        
  Development 1.375% 4/10/18 3,200 3,194
  International Bank for Reconstruction &        
  Development 1.875% 3/15/19 3,300 3,326
8 International Bank for Reconstruction &        
  Development 1.875% 10/7/19 1,500 1,498
  International Bank for Reconstruction &        
  Development 2.125% 11/1/20 2,200 2,199
  International Bank for Reconstruction &        
  Development 2.250% 6/24/21 1,700 1,709
  International Bank for Reconstruction &        
  Development 7.625% 1/19/23 25 35
  International Finance Corp. 2.750% 4/20/15 900 912
  International Finance Corp. 2.250% 4/11/16 525 539
  International Finance Corp. 0.500% 5/16/16 250 250
8 International Finance Corp. 0.625% 10/3/16 900 899
  International Finance Corp. 0.625% 11/15/16 1,000 997
  International Finance Corp. 1.125% 11/23/16 2,150 2,165
  International Finance Corp. 1.000% 4/24/17 575 574
  International Finance Corp. 2.125% 11/17/17 950 975
  International Finance Corp. 0.625% 12/21/17 625 613
  International Finance Corp. 1.250% 7/16/18 2,200 2,175
  International Finance Corp. 1.750% 9/4/18 1,300 1,308
  International Finance Corp. 1.750% 9/16/19 1,100 1,091
6 Japan Bank for International Cooperation 1.875% 9/24/15 1,335 1,354
6 Japan Bank for International Cooperation 2.500% 1/21/16 700 719
6 Japan Bank for International Cooperation 2.500% 5/18/16 600 618
6 Japan Bank for International Cooperation 2.250% 7/13/16 575 591
6 Japan Bank for International Cooperation 1.125% 7/19/17 650 649
6 Japan Bank for International Cooperation 1.750% 7/31/18 925 930
6 Japan Bank for International Cooperation 1.750% 11/13/18 3,000 3,004
6 Japan Bank for International Cooperation 2.125% 2/7/19 1,000 1,013
6 Japan Bank for International Cooperation 3.375% 7/31/23 325 343
6 Japan Bank for International Cooperation 3.000% 5/29/24 650 660
6 Japan Finance Organization for Municipalities 5.000% 5/16/17 500 550
12 KFW 0.500% 9/30/15 1,700 1,704
12 KFW 1.250% 10/26/15 550 556
12 KFW 5.125% 3/14/16 775 827
12 KFW 0.500% 4/19/16 2,000 2,001
12 KFW 2.000% 6/1/16 1,250 1,280
12 KFW 0.500% 7/15/16 3,000 2,987
12 KFW 1.250% 10/5/16 1,970 1,992
12 KFW 0.625% 12/15/16 2,100 2,094
12 KFW 1.250% 2/15/17 3,425 3,456
12 KFW 0.750% 3/17/17 3,400 3,362
12 KFW 0.875% 9/5/17 2,000 1,984
12 KFW 4.375% 3/15/18 3,450 3,796
12 KFW 1.000% 6/11/18 1,000 983
12 KFW 4.500% 7/16/18 350 388
12 KFW 1.875% 4/1/19 3,925 3,945
12 KFW 4.875% 6/17/19 4,775 5,433
12 KFW 4.000% 1/27/20 150 165
12 KFW 2.750% 9/8/20 4,500 4,657

 

 

12 KFW 2.750% 10/1/20 3,200 3,310
12 KFW 2.375% 8/25/21 2,710 2,720
12 KFW 2.625% 1/25/22 1,500 1,525
12 KFW 2.000% 10/4/22 1,575 1,523
12 KFW 2.125% 1/17/23 1,750 1,703
12 KFW 0.000% 4/18/36 500 245
  Korea Development Bank 3.250% 3/9/16 970 999
  Korea Development Bank 4.000% 9/9/16 750 789
  Korea Development Bank 3.875% 5/4/17 1,000 1,057
  Korea Development Bank 3.750% 1/22/24 1,800 1,856
  Korea Finance Corp. 4.625% 11/16/21 1,375 1,503
12 Landwirtschaftliche Rentenbank 3.125% 7/15/15 325 332
12 Landwirtschaftliche Rentenbank 4.875% 11/16/15 1,025 1,077
12 Landwirtschaftliche Rentenbank 2.500% 2/15/16 1,755 1,803
12 Landwirtschaftliche Rentenbank 2.125% 7/15/16 975 1,001
12 Landwirtschaftliche Rentenbank 2.375% 9/13/17 1,000 1,035
12 Landwirtschaftliche Rentenbank 1.000% 4/4/18 1,000 986
12 Landwirtschaftliche Rentenbank 1.875% 9/17/18 600 607
12 Landwirtschaftliche Rentenbank 1.750% 4/15/19 350 348
12 Landwirtschaftliche Rentenbank 1.375% 10/23/19 425 414
  Nexen Energy ULC 7.875% 3/15/32 100 138
  Nexen Energy ULC 5.875% 3/10/35 410 474
  Nexen Energy ULC 6.400% 5/15/37 800 988
  Nexen Energy ULC 7.500% 7/30/39 625 873
  Nordic Investment Bank 2.250% 3/15/16 450 462
  Nordic Investment Bank 0.750% 1/17/18 2,700 2,642
  Nordic Investment Bank 1.875% 6/14/19 850 850
  North American Development Bank 2.300% 10/10/18 325 327
  North American Development Bank 4.375% 2/11/20 125 135
  North American Development Bank 2.400% 10/26/22 350 334
14 Oesterreichische Kontrollbank AG 1.750% 10/5/15 1,000 1,014
14 Oesterreichische Kontrollbank AG 2.000% 6/3/16 625 640
14 Oesterreichische Kontrollbank AG 0.750% 12/15/16 1,000 999
14 Oesterreichische Kontrollbank AG 5.000% 4/25/17 300 330
14 Oesterreichische Kontrollbank AG 1.125% 5/29/18 1,275 1,259
8 Oesterreichische Kontrollbank AG 2.375% 10/1/21 1,000 999
7 Oriental Republic of Uruguay 4.500% 8/14/24 1,650 1,724
7 Oriental Republic of Uruguay 4.125% 11/20/45 2,029 1,725
7 Oriental Republic of Uruguay 5.100% 6/18/50 300 291
  Pemex Project Funding Master Trust 5.750% 3/1/18 1,275 1,411
  Pemex Project Funding Master Trust 6.625% 6/15/35 1,000 1,155
  Pemex Project Funding Master Trust 6.625% 6/15/38 375 432
  Petrobras Global Finance BV 4.875% 3/17/20 3,400 3,445
  Petrobras Global Finance BV 4.375% 5/20/23 2,000 1,874
  Petrobras Global Finance BV 6.250% 3/17/24 2,100 2,206
  Petrobras Global Finance BV 7.250% 3/17/44 200 216
  Petrobras International Finance Co. SA 3.875% 1/27/16 2,175 2,231
  Petrobras International Finance Co. SA 6.125% 10/6/16 1,225 1,318
  Petrobras International Finance Co. SA 3.500% 2/6/17 100 101
  Petrobras International Finance Co. SA 5.875% 3/1/18 600 645
  Petrobras International Finance Co. SA 7.875% 3/15/19 850 972
  Petrobras International Finance Co. SA 5.750% 1/20/20 1,865 1,960
  Petrobras International Finance Co. SA 5.375% 1/27/21 3,000 3,042
  Petrobras International Finance Co. SA 6.875% 1/20/40 1,725 1,785
  Petrobras International Finance Co. SA 6.750% 1/27/41 1,750 1,760
  Petroleos Mexicanos 8.000% 5/3/19 700 848
  Petroleos Mexicanos 6.000% 3/5/20 425 481

 

 

  Petroleos Mexicanos 5.500% 1/21/21 3,930 4,309
  Petroleos Mexicanos 4.875% 1/24/22 3,050 3,217
  Petroleos Mexicanos 3.500% 1/30/23 1,500 1,436
  Petroleos Mexicanos 4.875% 1/18/24 1,500 1,572
7 Petroleos Mexicanos 2.290% 2/15/24 190 188
  Petroleos Mexicanos 6.500% 6/2/41 300 343
  Petroleos Mexicanos 5.500% 6/27/44 2,575 2,596
10 Petroleos Mexicanos 6.375% 1/23/45 1,750 1,967
  Province of British Columbia 2.100% 5/18/16 2,820 2,885
  Province of British Columbia 2.650% 9/22/21 500 507
  Province of British Columbia 2.000% 10/23/22 300 286
  Province of Manitoba 4.900% 12/6/16 1,235 1,344
  Province of Manitoba 1.125% 6/1/18 850 838
  Province of Manitoba 2.100% 9/6/22 300 287
  Province of Manitoba 3.050% 5/14/24 1,600 1,609
  Province of New Brunswick 2.750% 6/15/18 725 752
  Province of Nova Scotia 5.125% 1/26/17 500 547
  Province of Ontario 4.750% 1/19/16 75 79
  Province of Ontario 2.300% 5/10/16 1,460 1,496
  Province of Ontario 1.000% 7/22/16 2,425 2,436
  Province of Ontario 1.600% 9/21/16 5,850 5,929
  Province of Ontario 1.100% 10/25/17 2,050 2,030
  Province of Ontario 3.150% 12/15/17 100 105
  Province of Ontario 1.200% 2/14/18 1,200 1,185
  Province of Ontario 3.000% 7/16/18 400 418
  Province of Ontario 2.000% 9/27/18 1,650 1,659
  Province of Ontario 2.000% 1/30/19 1,875 1,878
  Province of Ontario 1.650% 9/27/19 925 903
  Province of Ontario 4.000% 10/7/19 850 922
  Province of Ontario 4.400% 4/14/20 475 526
  Province of Ontario 2.450% 6/29/22 100 98
  Quebec 5.125% 11/14/16 525 571
  Quebec 4.625% 5/14/18 2,100 2,319
  Quebec 3.500% 7/29/20 1,530 1,625
  Quebec 2.750% 8/25/21 1,375 1,379
  Quebec 2.625% 2/13/23 2,050 2,003
  Quebec 7.125% 2/9/24 400 520
  Quebec 7.500% 9/15/29 475 674
  Region of Lombardy Italy 5.804% 10/25/32 500 536
  Republic of Chile 3.875% 8/5/20 300 317
  Republic of Chile 3.250% 9/14/21 800 818
  Republic of Chile 2.250% 10/30/22 150 141
  Republic of Chile 3.625% 10/30/42 800 698
  Republic of Colombia 7.375% 1/27/17 700 792
  Republic of Colombia 7.375% 3/18/19 825 985
  Republic of Colombia 4.375% 7/12/21 2,130 2,256
7 Republic of Colombia 2.625% 3/15/23 825 761
  Republic of Colombia 4.000% 2/26/24 1,800 1,818
  Republic of Colombia 8.125% 5/21/24 400 526
  Republic of Colombia 7.375% 9/18/37 1,000 1,332
  Republic of Colombia 6.125% 1/18/41 1,775 2,069
7 Republic of Colombia 5.625% 2/26/44 800 878
  Republic of Italy 4.750% 1/25/16 1,225 1,288
  Republic of Italy 5.250% 9/20/16 3,445 3,715
  Republic of Italy 5.375% 6/12/17 950 1,042
  Republic of Italy 6.875% 9/27/23 125 159
  Republic of Italy 5.375% 6/15/33 1,400 1,694

 

 

Republic of Korea 7.125% 4/16/19 825 1,002
Republic of Korea 3.875% 9/11/23 1,800 1,937
Republic of Korea 4.125% 6/10/44 850 933
Republic of Panama 5.200% 1/30/20 2,045 2,248
7 Republic of Panama 4.000% 9/22/24 600 599
Republic of Panama 7.125% 1/29/26 900 1,132
7 Republic of Panama 6.700% 1/26/36 1,584 1,943
7 Republic of Panama 4.300% 4/29/53 250 216
Republic of Peru 8.375% 5/3/16 1,000 1,106
Republic of Peru 7.125% 3/30/19 700 833
Republic of Peru 7.350% 7/21/25 900 1,174
Republic of Peru 8.750% 11/21/33 1,225 1,863
Republic of Peru 5.625% 11/18/50 1,475 1,656
Republic of Philippines 8.375% 6/17/19 800 1,001
Republic of Philippines 6.500% 1/20/20 875 1,030
Republic of Philippines 4.000% 1/15/21 3,475 3,662
Republic of Philippines 4.200% 1/21/24 1,400 1,477
Republic of Philippines 10.625% 3/16/25 425 667
Republic of Philippines 5.500% 3/30/26 1,400 1,606
Republic of Philippines 9.500% 2/2/30 1,025 1,599
Republic of Philippines 7.750% 1/14/31 775 1,076
Republic of Philippines 6.375% 1/15/32 800 994
Republic of Philippines 6.375% 10/23/34 1,675 2,110
Republic of Philippines 5.000% 1/13/37 400 443
Republic of Poland 5.000% 10/19/15 375 391
Republic of Poland 6.375% 7/15/19 3,340 3,915
Republic of Poland 5.125% 4/21/21 900 998
Republic of Poland 5.000% 3/23/22 1,415 1,555
Republic of Poland 3.000% 3/17/23 2,000 1,931
Republic of Poland 4.000% 1/22/24 2,175 2,246
Republic of South Africa 6.875% 5/27/19 875 992
Republic of South Africa 5.500% 3/9/20 1,985 2,139
Republic of South Africa 4.665% 1/17/24 1,100 1,109
Republic of South Africa 5.875% 9/16/25 300 329
Republic of South Africa 6.250% 3/8/41 700 793
Republic of Turkey 7.000% 9/26/16 1,825 1,996
Republic of Turkey 7.500% 7/14/17 1,975 2,212
Republic of Turkey 6.750% 4/3/18 1,450 1,605
Republic of Turkey 7.000% 3/11/19 1,325 1,491
Republic of Turkey 7.000% 6/5/20 1,625 1,841
Republic of Turkey 5.625% 3/30/21 175 186
Republic of Turkey 5.125% 3/25/22 1,125 1,162
Republic of Turkey 3.250% 3/23/23 1,000 899
Republic of Turkey 7.375% 2/5/25 2,075 2,467
Republic of Turkey 11.875% 1/15/30 1,600 2,688
Republic of Turkey 8.000% 2/14/34 175 224
Republic of Turkey 6.875% 3/17/36 3,250 3,729
Republic of Turkey 6.750% 5/30/40 2,000 2,267
Republic of Turkey 6.000% 1/14/41 2,150 2,225
Republic of Turkey 4.875% 4/16/43 1,700 1,532
State of Israel 5.500% 11/9/16 1,320 1,444
State of Israel 5.125% 3/26/19 300 337
State of Israel 4.000% 6/30/22 900 966
State of Israel 3.150% 6/30/23 1,100 1,108
State of Israel 4.500% 1/30/43 550 541
Statoil ASA 2.900% 10/15/14 75 75
Statoil ASA 3.125% 8/17/17 1,085 1,139

 

 

Statoil ASA 1.200% 1/17/18 2,000 1,975
Statoil ASA 1.950% 11/8/18 200 201
Statoil ASA 5.250% 4/15/19 1,510 1,701
Statoil ASA 2.900% 11/8/20 150 153
Statoil ASA 3.150% 1/23/22 125 126
Statoil ASA 2.450% 1/17/23 400 382
Statoil ASA 2.650% 1/15/24 275 263
Statoil ASA 3.700% 3/1/24 500 518
Statoil ASA 7.150% 1/15/29 250 340
Statoil ASA 5.100% 8/17/40 300 339
Statoil ASA 4.250% 11/23/41 325 325
Statoil ASA 3.950% 5/15/43 175 164
Statoil ASA 4.800% 11/8/43 600 650
Svensk Exportkredit AB 1.750% 10/20/15 1,500 1,522
Svensk Exportkredit AB 0.625% 5/31/16 750 750
Svensk Exportkredit AB 2.125% 7/13/16 1,065 1,093
Svensk Exportkredit AB 1.750% 5/30/17 125 127
Svensk Exportkredit AB 1.875% 6/17/19 1,550 1,542
United Mexican States 11.375% 9/15/16 100 121
United Mexican States 5.625% 1/15/17 4,129 4,512
United Mexican States 5.950% 3/19/19 2,313 2,641
United Mexican States 3.500% 1/21/21 1,000 1,017
United Mexican States 3.625% 3/15/22 3,350 3,409
United Mexican States 4.000% 10/2/23 3,232 3,341
United Mexican States 6.750% 9/27/34 809 1,016
United Mexican States 6.050% 1/11/40 1,645 1,941
United Mexican States 4.750% 3/8/44 3,842 3,798
United Mexican States 5.550% 1/21/45 200 222
United Mexican States 5.750% 10/12/10 3,692 3,812
Total Sovereign Bonds (Cost $518,906)       527,365
Taxable Municipal Bonds (0.4%)        
American Municipal Power Ohio Inc. Revenue        
(Hydroelectric Projects) 6.449% 2/15/44 200 249
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.834% 2/15/41 100 144
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.053% 2/15/43 50 60
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 5.939% 2/15/47 175 208
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.270% 2/15/50 560 684
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 75 106
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 175 270
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.793% 4/1/30 100 125
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 175 236
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 325 436
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 125 179
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 1,210 1,721
California GO 5.750% 3/1/17 150 167
California GO 6.200% 10/1/19 1,600 1,907

 

 

California GO 5.700% 11/1/21 1,000 1,199
California GO 7.500% 4/1/34 2,270 3,234
California GO 7.550% 4/1/39 2,005 2,927
California GO 7.300% 10/1/39 350 488
California GO 7.350% 11/1/39 1,025 1,435
California GO 7.625% 3/1/40 450 654
California GO 7.600% 11/1/40 350 518
California Institute of Technology GO 4.700% 11/1/11 950 965
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 100 120
Chicago IL Board of Education GO 6.319% 11/1/29 300 308
Chicago IL Board of Education GO 6.138% 12/1/39 100 96
Chicago IL GO 7.781% 1/1/35 100 117
Chicago IL GO 6.314% 1/1/44 500 512
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 350 410
Chicago IL O'Hare International Airport        
Revenue 6.845% 1/1/38 50 56
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 75 94
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 200 228
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 735 896
Chicago IL Wastewater Transmission        
Revenue 6.900% 1/1/40 75 89
Chicago IL Water Revenue 6.742% 11/1/40 75 94
Clark County NV Airport Revenue 6.881% 7/1/42 75 85
Colorado Bridge Enterprise Revenue 6.078% 12/1/40 700 881
Commonwealth Financing Authority        
Pennsylvania Revenue 6.218% 6/1/39 325 390
Connecticut GO 5.090% 10/1/30 75 84
Connecticut GO 5.850% 3/15/32 610 736
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.459% 11/1/30 150 166
Cook County IL GO 6.229% 11/15/34 400 446
Curators of the University of Missouri System        
Facilities Revenue 5.792% 11/1/41 50 63
Dallas County TX Hospital District Revenue 5.621% 8/15/44 100 121
Dallas TX Area Rapid Transit Revenue 4.922% 12/1/41 1,050 1,176
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 200 257
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 75 86
Dallas TX Independent School District GO 6.450% 2/15/35 150 177
Dartmouth College New Hampshire GO 4.750% 6/1/19 25 28
Denver CO City & County School District No.        
1 COP 7.017% 12/15/37 100 132
Denver CO City & County School District No.        
1 GO 5.664% 12/1/33 75 88
District of Columbia Income Tax Revenue 5.591% 12/1/34 50 60
District of Columbia Income Tax Revenue 5.582% 12/1/35 75 90
District of Columbia Water & Sewer Authority        
Public Utility Revenue 4.814% 10/1/14 925 951
Energy Northwest Washington Electric        
Revenue (Columbia Generating Station) 2.197% 7/1/19 250 249
Florida Hurricane Catastrophe Fund Finance        
Corp. Revenue 2.107% 7/1/18 425 429

 

 

Florida Hurricane Catastrophe Fund Finance        
Corp. Revenue 2.995% 7/1/20 700 708
George Washington University District of        
Columbia GO 3.485% 9/15/22 500 503
George Washington University District of        
Columbia GO 4.300% 9/15/44 400 398
Georgia GO 4.503% 11/1/25 325 356
Georgia Municipal Electric Power Authority        
Revenue 6.637% 4/1/57 810 1,015
Georgia Municipal Electric Power Authority        
Revenue 6.655% 4/1/57 300 370
Georgia Municipal Electric Power Authority        
Revenue 7.055% 4/1/57 150 169
Houston TX Utility System Revenue 3.828% 5/15/28 275 285
Illinois GO 4.511% 3/1/15 375 381
Illinois GO 5.365% 3/1/17 375 406
Illinois GO 5.877% 3/1/19 600 667
Illinois GO 4.950% 6/1/23 1,450 1,505
Illinois GO 5.100% 6/1/33 2,920 2,834
Illinois GO 6.630% 2/1/35 480 521
Illinois GO 6.725% 4/1/35 475 521
Illinois GO 7.350% 7/1/35 1,500 1,723
Illinois Toll Highway Authority Revenue 6.184% 1/1/34 200 248
Illinois Toll Highway Authority Revenue 5.851% 12/1/34 75 92
Indianapolis IN Local Public Improvement        
Revenue 6.116% 1/15/40 475 598
JobsOhio Beverage System Statewide Liquor        
Profits Revenue 3.985% 1/1/29 400 399
JobsOhio Beverage System Statewide Liquor        
Profits Revenue 4.532% 1/1/35 225 232
7 Johns Hopkins University Maryland GO 4.083% 7/1/53 300 299
Kentucky Asset/Liability Commission General        
Fund Revenue 3.165% 4/1/18 32 34
La Paz County AZ Industrial Development        
Authority Project Revenue (LCS        
Corrections Services, Inc. Project) 7.000% 3/1/34 150 150
Las Vegas Valley Water District Nevada GO 7.013% 6/1/39 75 82
Los Angeles CA Community College District        
GO 6.600% 8/1/42 250 339
Los Angeles CA Community College District        
GO 6.750% 8/1/49 235 333
Los Angeles CA Department of Water &        
Power Revenue 5.716% 7/1/39 100 122
Los Angeles CA Department of Water &        
Power Revenue 6.008% 7/1/39 325 400
Los Angeles CA Department of Water &        
Power Revenue 6.166% 7/1/40 100 112
Los Angeles CA Department of Water &        
Power Revenue 6.574% 7/1/45 410 564
Los Angeles CA Department of Water &        
Power Revenue 6.603% 7/1/50 500 699
Los Angeles CA Unified School District GO 5.750% 7/1/34 1,060 1,281
Los Angeles CA Unified School District GO 6.758% 7/1/34 100 133
Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax        
Revenue 5.735% 6/1/39 125 150

 

 

  Los Angeles County CA Public Works        
  Financing Authority Lease Revenue 7.488% 8/1/33 200 258
  Los Angeles County CA Public Works        
  Financing Authority Lease Revenue 7.618% 8/1/40 50 69
  Maryland Transportation Authority Facilities        
  Projects Revenue 5.888% 7/1/43 100 124
  Massachusetts GO 4.200% 12/1/21 225 243
  Massachusetts GO 5.456% 12/1/39 845 1,007
  Massachusetts Institute of Technology GO 5.600% 7/1/11 400 515
  Massachusetts Institute of Technology GO 4.678% 7/1/14 700 753
  Massachusetts School Building Authority        
  Dedicated Sales Tax Revenue 5.715% 8/15/39 125 150
  Massachusetts Transportation Fund Revenue 5.731% 6/1/40 50 61
  Massachusetts Water Pollution Abatement        
  Trust 5.192% 8/1/40 435 482
  Metropolitan Government of Nashville &        
  Davidson County TN Convention Center        
  Authority Tourism Tax Revenue 6.731% 7/1/43 100 128
  Metropolitan Government of Nashville &        
  Davidson County TN GO 5.707% 7/1/34 125 144
  Metropolitan Washington DC/VA Airports        
  Authority Dulles Toll Road Revenue 7.462% 10/1/46 75 101
  Metropolitan Water District of Southern        
  California Revenue 6.947% 7/1/40 75 89
  Mississippi GO 5.245% 11/1/34 50 57
  Missouri Highways & Transportation        
  Commission Road Revenue 5.445% 5/1/33 100 115
16 New Jersey Economic Development Authority        
  Revenue (State Pension Funding) 7.425% 2/15/29 835 1,068
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 5.754% 12/15/28 910 1,035
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 6.104% 12/15/28 1,150 1,285
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 6.561% 12/15/40 450 581
17 New Jersey Turnpike Authority Revenue 4.252% 1/1/16 220 224
  New Jersey Turnpike Authority Revenue 7.414% 1/1/40 375 537
  New Jersey Turnpike Authority Revenue 7.102% 1/1/41 705 978
  New York City NY GO 6.246% 6/1/35 100 115
  New York City NY GO 5.968% 3/1/36 560 683
  New York City NY GO 5.985% 12/1/36 75 91
  New York City NY GO 5.517% 10/1/37 50 59
  New York City NY GO 6.271% 12/1/37 1,400 1,778
  New York City NY GO 5.846% 6/1/40 100 122
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.750% 6/15/41 100 123
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.790% 6/15/41 500 553
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.952% 6/15/42 100 128
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 6.011% 6/15/42 75 96
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.440% 6/15/43 100 119
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.882% 6/15/44 2,010 2,565

 

 

  New York City NY Transitional Finance        
  Authority Building Aid Revenue 6.828% 7/15/40 250 322
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.767% 8/1/36 100 121
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.508% 8/1/37 150 179
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.572% 11/1/38 625 749
  New York Metropolitan Transportation        
  Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 525 775
  New York Metropolitan Transportation        
  Authority Revenue (Dedicated Tax Fund) 6.089% 11/15/40 50 63
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 5.871% 11/15/39 100 122
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 6.648% 11/15/39 585 776
  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.500% 3/15/30 530 617
  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.628% 3/15/39 95 113
  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.389% 3/15/40 100 118
  New York State Urban Development Corp.        
  Revenue (Personal Income Tax) 5.770% 3/15/39 300 357
  New York State Urban Development Corp.        
  Revenue (Personal Income Tax) 5.838% 3/15/40 75 90
  New York University Hospitals Center GO 4.428% 7/1/42 200 193
  New York University Hospitals Center        
  Revenue 5.750% 7/1/43 375 440
  North Texas Tollway Authority System        
  Revenue 6.718% 1/1/49 200 276
7 Northwestern University Illinois GO 4.643% 12/1/44 350 389
  Ohio State University General Receipts        
  Revenue 4.910% 6/1/40 175 199
  Ohio State University General Receipts        
  Revenue 4.800% 6/1/11 1,765 1,863
  Ohio Water Development Authority Water        
  Pollution Control Loan Fund Revenue 4.879% 12/1/34 100 110
  Orange County CA Local Transportation        
  Authority Sales Tax Revenue 6.908% 2/15/41 75 102
  Oregon Department of Transportation        
  Highway User Tax Revenue 5.834% 11/15/34 75 92
  Oregon GO 5.762% 6/1/23 500 584
  Oregon GO 5.892% 6/1/27 375 456
17 Oregon School Boards Association GO 4.759% 6/30/28 500 539
18 Oregon School Boards Association GO 5.528% 6/30/28 125 142
  Pennsylvania GO 4.650% 2/15/26 125 137
  Pennsylvania GO 5.350% 5/1/30 400 439
  Pennsylvania Public School Building Authority        
  Lease Revenue (School District of        
  Philadelphia) 5.000% 9/15/27 100 109
  Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 1,075 1,259
  Pennsylvania Turnpike Commission Revenue 5.561% 12/1/49 75 88
  Philadelphia PA Industrial Development        
  Authority City Service Agreement Revenue 3.964% 4/15/26 250 245
  Port Authority of New York & New Jersey        
  Revenue 6.040% 12/1/29 125 156

 

 

Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 700 842
Port Authority of New York & New Jersey        
Revenue 4.960% 8/1/46 975 1,068
Port Authority of New York & New Jersey        
Revenue 5.310% 8/1/46 375 407
Port Authority of New York & New Jersey        
Revenue 4.926% 10/1/51 535 581
Port Authority of New York & New Jersey        
Revenue 4.458% 10/1/62 1,075 1,072
President & Fellows of Harvard College        
Massachusetts GO 3.619% 10/1/37 500 483
President & Fellows of Harvard College        
Massachusetts GO 4.875% 10/15/40 275 317
Princeton University New Jersey GO 4.950% 3/1/19 1,875 2,116
Princeton University New Jersey GO 5.700% 3/1/39 300 383
Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 150 191
Rutgers State University New Jersey Revenue 5.665% 5/1/40 325 392
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 75 84
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 225 288
San Antonio TX Electric & Gas Systems        
Revenue 5.718% 2/1/41 100 124
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 450 473
San Diego County CA Regional Airport        
Authority Revenue 5.594% 7/1/43 300 324
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 100 129
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.000% 11/1/40 75 93
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.950% 11/1/50 500 707
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 645 771
Sonoma County CA Pension Obligation        
Revenue 6.000% 12/1/29 500 571
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 875 1,137
Stanford University California GO 4.250% 5/1/16 400 422
Texas GO 5.517% 4/1/39 660 818
Texas Transportation Commission Revenue 5.028% 4/1/26 100 115
Texas Transportation Commission Revenue 5.178% 4/1/30 275 322
Texas Transportation Commission Revenue 4.631% 4/1/33 300 333
Texas Transportation Commission Revenue 4.681% 4/1/40 100 111
Tufts University Massachusetts GO 5.017% 4/15/12 550 578
University of California Regents General        
Revenue 4.601% 5/15/31 500 537
University of California Regents Medical        
Center Revenue 6.548% 5/15/48 150 193
University of California Regents Medical        
Center Revenue 6.583% 5/15/49 125 161
University of California Revenue 1.796% 7/1/19 1,400 1,381
University of California Revenue 6.270% 5/15/31 1,000 1,102
University of California Revenue 5.770% 5/15/43 410 498

 

 

University of California Revenue 4.765% 5/15/44 150 156
University of California Revenue 5.946% 5/15/45 275 340
University of California Revenue 4.858% 5/15/12 330 318
University of Massachusetts Building Authority        
Revenue 5.450% 11/1/40 75 87
University of Pennsylvania GO 4.674% 9/1/12 625 628
University of Southern California GO 5.250% 10/1/11 200 245
University of Texas System Revenue        
Financing System Revenue 5.262% 7/1/39 100 120
University of Texas System Revenue        
Financing System Revenue 6.276% 8/15/41 75 86
University of Texas System Revenue        
Financing System Revenue 5.134% 8/15/42 150 175
University of Texas System Revenue        
Financing System Revenue 4.794% 8/15/46 385 432
University of Virginia Revenue 6.200% 9/1/39 800 1,092
Utah GO 4.554% 7/1/24 125 138
Utah GO 3.539% 7/1/25 50 52
Virginia Commonwealth Transportation Board        
Revenue 5.350% 5/15/35 500 578
Washington GO 5.481% 8/1/39 50 60
Washington GO 5.140% 8/1/40 480 561
18 Wisconsin GO 5.700% 5/1/26 325 380
Yale University Connecticut GO 2.086% 4/15/19 150 152
Total Taxable Municipal Bonds (Cost $89,467)       99,636
Temporary Cash Investments (3.2%)1        
U.S. Government and Agency Obligations (0.0%)        
2,19 Federal Home Loan Bank Discount Notes 0.072% 11/21/14 1,000 1,000
2 Federal Home Loan Bank Discount Notes 0.055% 12/3/14 3,000 2,999
2,19 Federal Home Loan Bank Discount Notes 0.033% 12/19/14 2,500 2,500
        6,499
      Shares  
Money Market Fund (3.2%)        
20,21Vanguard Market Liquidity Fund 0.109%   727,209,249 727,209
Total Temporary Cash Investments (Cost $733,708)       733,708
Total Investments (102.4%) (Cost $16,522,985)       23,776,256
Other Assets and Liabilities-Net (-2.4%)21       (567,989)
Net Assets (100%)       23,208,267

* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $11,677,000.
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 59.6% 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 Securities with a value of $67,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions.
4 U.S. government guaranteed.
5 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.
6 Guaranteed by the Government of Japan.
7 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.

 

8 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of September 30, 2014.
9 Adjustable-rate security.
10 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 September 30, 2014, the aggregate value of these securities was $27,360,000, representing 0.1% of net assets.
11 Guaranteed by the State of Qatar.
12 Guaranteed by the Federal Republic of Germany.
13 Guaranteed by the Government of Canada.
14 Guaranteed by the Republic of Austria.
15 Non-income-producing security--security in default.
16 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
17 Scheduled principal and interest payments are guaranteed by AMBAC (Ambac Assurance Corporation).
18 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
19 Securities with a value of $3,199,000 have been segregated as initial margin for open futures contracts.
20 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
21 Includes $12,660,000 of collateral received for securities on loan.
COP—Certificate of Participation.
GO—General Obligation Bond.
REIT—Real Estate Investment Trust.

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.

At September 30, 2014, counterparties had deposited in segregated accounts cash with a value of $260,000 in connection with TBA transactions.

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 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 September 30, 2014, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Common Stocks 13,750,020 — 184
U.S. Government and Agency Obligations — 5,990,616 —
Asset-Backed/Commercial Mortgage-Backed Securities — 288,076 952
Corporate Bonds — 2,385,473 226
Sovereign Bonds — 525,867 1,498
Taxable Municipal Bonds — 99,636 —
Temporary Cash Investments 727,209 6,499 —
Futures Contracts—Liabilities1 (272) — —
Total 14,476,957 9,296,167 2,860
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’s 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 settlement values 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 September 30, 2014, the aggregate 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)
E-mini S&P 500 Index December 2014 420 41,276 (378)
S&P 500 Index December 2014 81 39,801 (316)
E-mini S&P MidCap 400 Index December 2014 34 4,642 (196)
Mini Russell 2000 Index December 2014 42 4,606 (258)
        (1,148)

 

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

F. At September 30, 2014, the cost of investment securities for tax purposes was $16,523,330,000. Net unrealized appreciation of investment securities for tax purposes was $7,252,926,000, consisting of unrealized gains of $7,414,924,000 on securities that had risen in value since their purchase and $161,998,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Managed Payout Fund

Schedule of Investments
As of September 30, 2014

    Market
    Value
  Shares ($000)
Investment Companies (100.1%)    
U.S. Stock Fund (25.2%)    
Vanguard Total Stock Market Index Fund Investor Shares 7,852,409 386,888
 
Global Stock Fund (20.1%)    
Vanguard Global Minimum Volatility Fund Investor Shares 28,054,258 309,438
 
International Stock Funds (19.5%)    
Vanguard Total International Stock Index Fund Investor Shares 13,761,410 225,137
Vanguard Emerging Markets Stock Index Fund Investor Shares 2,824,466 74,594
    299,731
U.S. Bond Fund (13.5%)    
1 Vanguard Total Bond Market II Index Fund Investor Shares 19,245,175 206,693
 
International Bond Fund (7.0%)    
Vanguard Total International Bond Index Fund Investor Shares 10,406,689 108,229
 
Market Neutral Fund (10.2%)    
* Vanguard Market Neutral Fund Investor Shares 13,721,449 157,111
 
Commodities (4.6%)    
PowerShares DB Commodity Index Tracking Fund 3,021,750 70,165
 
Total Investment Companies (Cost $1,332,699)   1,538,255
Temporary Cash Investment (0.0%)    
Money Market Fund (0.0%)    
1 Vanguard Market Liquidity Fund, 0.109% (Cost $199) 198,607 199
 
Total Investments (100.1%) (Cost $1,332,898)   1,538,454
Other Assets and Liabilities-Net (-0.1%)   (1,078)
Net Assets (100%)   1,537,376

* Non-income-producing security. For the 12 months ended September 30, 2014, the fund has not paid a dividend.
1 Affiliated fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown for Vanguard Market Liquidity Fund is the 7-day yield.

A. Security Valuation: Investments are valued at the net asset value of each underlying fund determined as of the close of the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

B. 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.).

 

Managed Payout Fund

Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

At September 30, 2014, 100% of the market value of the fund's investments was determined based on Level 1 inputs.

C. Transactions during the period in affiliated underlying Vanguard funds were as follows:

    Current Period Transactions  
      Proceeds     Sept. 30,
  Dec. 31, 2013   from     2014
  Market Purchases Securities Dividend Capital Gain Market
  Value at Cost Sold Income Distributions Value
  ($000) ($000) ($000) ($000) Received ($000)
Vanguard Emerging Markets Stock — 74,673 2,400 1,474 — 74,594
Index Fund            
Vanguard Global Minimum Volatility 118,262 171,517 5,274 — — 309,438
Fund            
Vanguard Intermediate-Term 29,824 49,904 78,730 735 57 —
Investment-Grade Fund            
Vanguard Market Liquidity Fund 345 NA1 NA1 — — 199
Vanguard Market Neutral Fund 58,435 89,823 4,700 — — 157,111
Vanguard Total Bond Market II Index 47,625 175,458 19,600 2,779 — 206,693
Fund            
Vanguard Total International Bond 41,032 64,496 2,000 1,124 — 108,229
Index Fund            
Vanguard Total International Stock 118,434 179,254 86,150 5,676 — 225,137
Index Fund            
Vanguard Total Stock Market Index 148,319 177,431 32,532 4,577 — 386,888
Fund            
Total 562,276 982,556 231,386 16,3652 57 1,468,289

1 Not applicable — Purchases and Sales are for temporary cash investment purposes.
2 During the period, Vanguard REIT Index Fund announced tax reallocations of 2013 distributions that reduced recorded dividend income by $231,000.

D. At September 30, 2014, the cost of investment securities for tax purposes was $1,332,898,000. Net unrealized appreciation of investment securities for tax purposes was $205,556,000, consisting of unrealized gains of $215,240,000 on securities that had risen in value since their purchase and $9,684,000 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: November 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: November 19, 2014

 

 

 

VANGUARD VALLEY FORGE FUNDS

 

By: /s/ THOMAS J. HIGGINS*
  THOMAS J. HIGGINS
  CHIEF EXECUTIVE OFFICER
Date: November 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.