N-Q 1 valleyforge_final.htm VANGUARD VALLEY FORGE FUNDS 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 31st

 

Date of reporting period:   September 30, 2015

 

Item 1: Schedule of Investments

 


Vanguard Balanced Index Fund    
 
 
 
Schedule of Investments    
As of September 30, 2015    
 
      Market
      Value
    Shares ($000)
Common Stocks (58.4%)1    
Basic Materials (1.4%)    
^ Dow Chemical Co. 828,292 35,120
  EI du Pont de Nemours & Co. 641,078 30,900
  LyondellBasell Industries NV Class A 271,018 22,592
  Praxair Inc. 204,811 20,862
  Ecolab Inc. 184,404 20,233
  Air Products & Chemicals Inc. 135,680 17,310
  PPG Industries Inc. 193,788 16,993
  Sigma-Aldrich Corp. 82,385 11,445
  International Paper Co. 297,748 11,252
  Nucor Corp. 260,244 9,772
  Alcoa Inc. 949,194 9,169
  CF Industries Holdings Inc. 165,500 7,431
  Mosaic Co. 234,317 7,290
  Freeport-McMoRan Inc. 676,502 6,555
  Eastman Chemical Co. 97,107 6,285
  Celanese Corp. Class A 105,691 6,254
  International Flavors & Fragrances Inc. 55,689 5,750
  Newmont Mining Corp. 335,700 5,395
  Ashland Inc. 46,749 4,704
* WR Grace & Co. 50,247 4,675
  Airgas Inc. 47,011 4,199
  RPM International Inc. 91,812 3,846
  Cytec Industries Inc. 49,072 3,624
  Avery Dennison Corp. 62,843 3,555
  Albemarle Corp. 78,791 3,475
  Reliance Steel & Aluminum Co. 61,833 3,340
  Steel Dynamics Inc. 192,472 3,307
  FMC Corp. 94,553 3,206
  NewMarket Corp. 7,316 2,612
  Compass Minerals International Inc. 31,645 2,480
* Axalta Coating Systems Ltd. 97,814 2,479
  Royal Gold Inc. 47,747 2,243
  Sensient Technologies Corp. 32,282 1,979
  PolyOne Corp. 61,880 1,816
  CONSOL Energy Inc. 181,554 1,779
  Commercial Metals Co. 127,831 1,732
  Domtar Corp. 43,974 1,572
  Huntsman Corp. 155,311 1,505
  Balchem Corp. 24,471 1,487
  Westlake Chemical Corp. 27,626 1,434
  Carpenter Technology Corp. 47,175 1,404
  Cabot Corp. 42,448 1,340
* Chemtura Corp. 46,208 1,322
  Kaiser Aluminum Corp. 16,221 1,302
* Platform Specialty Products Corp. 100,588 1,272
  Allegheny Technologies Inc. 88,103 1,249
* Stillwater Mining Co. 116,013 1,198
  HB Fuller Co. 34,933 1,186
  Minerals Technologies Inc. 23,992 1,155

 

 

  Worthington Industries Inc. 38,342 1,015
  KapStone Paper and Packaging Corp. 60,016 991
  Innospec Inc. 19,707 917
^ Olin Corp. 53,409 898
  Quaker Chemical Corp. 10,739 828
  Chemours Co. 125,395 811
  A Schulman Inc. 23,666 768
* Cambrex Corp. 19,120 759
  OM Group Inc. 23,000 756
  Globe Specialty Metals Inc. 59,125 717
  Innophos Holdings Inc. 18,010 714
  Calgon Carbon Corp. 45,480 709
  Neenah Paper Inc. 12,101 705
  Hecla Mining Co. 355,589 700
* Clearwater Paper Corp. 13,582 642
  Aceto Corp. 22,266 611
  US Silica Holdings Inc. 40,949 577
  Stepan Co. 13,316 554
* Ferro Corp. 49,386 541
  SunCoke Energy Inc. 66,454 517
  PH Glatfelter Co. 30,014 517
* Resolute Forest Products Inc. 58,192 484
* Kraton Performance Polymers Inc. 26,421 473
  Haynes International Inc. 12,139 459
* AK Steel Holding Corp. 180,684 435
  Koppers Holdings Inc. 21,205 428
  Deltic Timber Corp. 6,307 377
* Coeur Mining Inc. 127,966 361
  Chase Corp. 8,579 338
* Univar Inc. 17,590 319
* Intrepid Potash Inc. 56,331 312
* Westmoreland Coal Co. 21,288 300
* OMNOVA Solutions Inc. 53,353 296
  United States Steel Corp. 27,234 284
^ Peabody Energy Corp. 196,487 271
* LSB Industries Inc. 17,459 267
* Real Industry Inc. 29,802 263
  Gold Resource Corp. 99,722 252
* Cloud Peak Energy Inc. 94,675 249
  Hawkins Inc. 6,172 238
* Veritiv Corp. 5,308 198
^,* Uranium Energy Corp. 193,200 193
  Axiall Corp. 11,177 175
  Wausau Paper Corp. 27,396 175
* Horsehead Holding Corp. 57,437 175
  Olympic Steel Inc. 17,319 172
  Tredegar Corp. 13,065 171
* Universal Stainless & Alloy Products Inc. 15,138 160
  American Vanguard Corp. 12,311 142
* Northern Technologies International Corp. 7,900 123
* Handy & Harman Ltd. 5,100 122
  Ampco-Pittsburgh Corp. 10,863 119
* Senomyx Inc. 26,231 117
* Fairmount Santrol Holdings Inc. 39,050 105
  FutureFuel Corp. 9,700 96
  Synalloy Corp. 9,475 87
  KMG Chemicals Inc. 3,499 67
  Rentech Inc. 11,991 67

 

 

  Kronos Worldwide Inc. 10,200 63
* NL Industries Inc. 17,949 54
^ Cliffs Natural Resources Inc. 21,555 53
  United-Guardian Inc. 2,401 43
* Codexis Inc. 8,779 30
  Tronox Ltd. Class A 6,379 28
* General Moly Inc. 84,579 24
* Centrus Energy Corp. Class A 7,300 23
^,* Paramount Gold Nevada Corp. 11,995 14
* Solitario Exploration & Royalty Corp. 24,560 11
* Noranda Aluminum Holding Corp. 4,688 8
* Comstock Mining Inc. 9,150 6
* Uranium Resources Inc. 7,072 6
      347,565
Consumer Goods (6.0%)    
  Procter & Gamble Co. 1,912,628 137,594
  Coca-Cola Co. 2,783,066 111,657
  PepsiCo Inc. 1,042,985 98,353
  Philip Morris International Inc. 1,095,179 86,881
  Altria Group Inc. 1,392,281 75,740
  NIKE Inc. Class B 487,330 59,927
  Mondelez International Inc. Class A 1,087,268 45,524
  Colgate-Palmolive Co. 644,257 40,885
  Ford Motor Co. 2,891,978 39,244
  Kraft Heinz Co. 429,717 30,329
  Monsanto Co. 338,188 28,861
  General Motors Co. 959,491 28,804
  Kimberly-Clark Corp. 260,805 28,438
  Reynolds American Inc. 601,404 26,624
  General Mills Inc. 414,191 23,249
  Johnson Controls Inc. 476,565 19,711
  Archer-Daniels-Midland Co. 441,118 18,284
^,* Tesla Motors Inc. 68,177 16,935
  VF Corp. 239,045 16,305
  Delphi Automotive plc 208,584 15,861
* Monster Beverage Corp. 109,361 14,779
  Constellation Brands Inc. Class A 115,148 14,418
* Electronic Arts Inc. 211,718 14,344
  Estee Lauder Cos. Inc. Class A 158,887 12,819
* Under Armour Inc. Class A 125,982 12,193
  ConAgra Foods Inc. 297,236 12,041
  Kellogg Co. 169,965 11,311
  Activision Blizzard Inc. 360,099 11,123
  Dr Pepper Snapple Group Inc. 136,903 10,822
  Clorox Co. 92,075 10,637
  Stanley Black & Decker Inc. 107,566 10,432
  Mead Johnson Nutrition Co. 144,214 10,153
  Tyson Foods Inc. Class A 214,770 9,257
  JM Smucker Co. 79,957 9,122
  Hershey Co. 98,180 9,021
  Molson Coors Brewing Co. Class B 102,133 8,479
  Harley-Davidson Inc. 152,104 8,350
  Genuine Parts Co. 99,461 8,244
  Whirlpool Corp. 55,572 8,184
  Hanesbrands Inc. 276,464 8,001
* Mohawk Industries Inc. 43,970 7,993
  Church & Dwight Co. Inc. 93,306 7,828

 

 

  DR Horton Inc. 253,726 7,449
  Newell Rubbermaid Inc. 185,174 7,353
  Brown-Forman Corp. Class B 73,790 7,150
  Coca-Cola Enterprises Inc. 144,346 6,979
  Bunge Ltd. 93,831 6,878
  BorgWarner Inc. 164,766 6,853
* Jarden Corp. 140,153 6,851
  Campbell Soup Co. 131,790 6,679
  McCormick & Co. Inc. 75,799 6,229
  PVH Corp. 60,141 6,131
  Snap-on Inc. 40,046 6,045
  Lennar Corp. Class A 125,554 6,043
  Lear Corp. 54,982 5,981
  Hormel Foods Corp. 91,133 5,770
  Coach Inc. 198,953 5,756
  Goodyear Tire & Rubber Co. 190,718 5,594
  Hasbro Inc. 77,264 5,574
* LKQ Corp. 188,570 5,348
  Polaris Industries Inc. 43,568 5,222
* Michael Kors Holdings Ltd. 122,046 5,155
  Ralph Lauren Corp. Class A 43,215 5,106
  Mattel Inc. 239,026 5,034
  Harman International Industries Inc. 50,585 4,856
* WhiteWave Foods Co. Class A 120,656 4,844
  Leucadia National Corp. 214,433 4,344
  PulteGroup Inc. 229,753 4,335
* NVR Inc. 2,840 4,332
  Ingredion Inc. 49,170 4,293
* Middleby Corp. 39,554 4,161
* WABCO Holdings Inc. 39,406 4,131
  Leggett & Platt Inc. 99,899 4,121
* Edgewell Personal Care Co. 50,329 4,107
  Keurig Green Mountain Inc. 77,933 4,063
* Toll Brothers Inc. 115,426 3,952
* Skechers U.S.A. Inc. Class A 29,126 3,905
* Hain Celestial Group Inc. 70,642 3,645
* lululemon athletica Inc. 70,336 3,562
  Pinnacle Foods Inc. 80,124 3,356
  Carter's Inc. 36,261 3,287
* Visteon Corp. 31,167 3,155
  Brunswick Corp. 64,026 3,066
  Flowers Foods Inc. 122,760 3,037
* Tempur Sealy International Inc. 41,994 3,000
  Gentex Corp. 193,074 2,993
* Post Holdings Inc. 41,936 2,478
^,* Herbalife Ltd. 44,820 2,443
* TreeHouse Foods Inc. 28,125 2,188
  Thor Industries Inc. 40,482 2,097
  Pool Corp. 28,584 2,067
* Helen of Troy Ltd. 21,953 1,960
* Vista Outdoor Inc. 44,046 1,957
  Scotts Miracle-Gro Co. Class A 31,733 1,930
* Tenneco Inc. 40,156 1,798
  Dana Holding Corp. 112,364 1,784
* Fossil Group Inc. 31,511 1,761
* Kate Spade & Co. 92,128 1,761
  Energizer Holdings Inc. 43,929 1,700
  Vector Group Ltd. 74,643 1,688

 

 

  Nu Skin Enterprises Inc. Class A 40,521 1,673
  Spectrum Brands Holdings Inc. 17,999 1,647
* G-III Apparel Group Ltd. 26,466 1,632
  B&G Foods Inc. 44,377 1,618
* Take-Two Interactive Software Inc. 55,729 1,601
^,* GoPro Inc. Class A 50,910 1,589
  Cooper Tire & Rubber Co. 39,987 1,580
  Wolverine World Wide Inc. 70,016 1,515
  Tupperware Brands Corp. 29,444 1,457
* Steven Madden Ltd. 39,537 1,448
  Snyder's-Lance Inc. 41,632 1,404
  Lancaster Colony Corp. 14,353 1,399
* Deckers Outdoor Corp. 24,006 1,394
  Coty Inc. Class A 51,001 1,380
* Boston Beer Co. Inc. Class A 6,394 1,347
* Darling Ingredients Inc. 119,568 1,344
  HNI Corp. 30,788 1,321
* TRI Pointe Group Inc. 100,715 1,318
  J&J Snack Foods Corp. 11,583 1,316
  Columbia Sportswear Co. 22,052 1,296
  Ryland Group Inc. 31,116 1,270
  Herman Miller Inc. 42,085 1,214
* Zynga Inc. Class A 515,369 1,175
* Gentherm Inc. 24,992 1,123
  Fresh Del Monte Produce Inc. 27,156 1,073
  Cal-Maine Foods Inc. 19,344 1,056
^,* Fitbit Inc. 27,751 1,046
* Dorman Products Inc. 20,331 1,035
  La-Z-Boy Inc. 38,861 1,032
  Steelcase Inc. Class A 55,028 1,013
  WD-40 Co. 11,317 1,008
  Dean Foods Co. 60,127 993
* Meritage Homes Corp. 27,145 991
  KB Home 72,628 984
^ Sanderson Farms Inc. 13,963 957
* Standard Pacific Corp. 117,921 943
  Oxford Industries Inc. 12,425 918
* American Axle & Manufacturing Holdings Inc. 45,473 907
  Interface Inc. Class A 38,594 866
* Tumi Holdings Inc. 48,500 855
  MDC Holdings Inc. 31,807 833
  Knoll Inc. 37,546 825
^ Pilgrim's Pride Corp. 38,735 805
  Universal Corp. 16,025 794
  Andersons Inc. 23,033 784
* Select Comfort Corp. 34,864 763
  Remy International Inc. 25,871 757
* Seaboard Corp. 237 730
  Schweitzer-Mauduit International Inc. 20,942 720
* Crocs Inc. 55,484 717
  Drew Industries Inc. 12,922 706
  Nutrisystem Inc. 25,976 689
* USANA Health Sciences Inc. 5,014 672
* TiVo Inc. 76,018 658
* Central Garden & Pet Co. Class A 37,633 606
  Briggs & Stratton Corp. 30,814 595
* Iconix Brand Group Inc. 40,311 545
  Ethan Allen Interiors Inc. 19,828 524

 

 

  Libbey Inc. 15,729 513
  Winnebago Industries Inc. 26,569 509
* iRobot Corp. 17,280 504
^,* Wayfair Inc. 13,916 488
  Phibro Animal Health Corp. Class A 15,403 487
  Standard Motor Products Inc. 13,847 483
* Universal Electronics Inc. 10,955 460
* Unifi Inc. 15,391 459
  Coca-Cola Bottling Co. Consolidated 2,339 452
  Movado Group Inc. 17,479 451
* Cooper-Standard Holding Inc. 7,558 438
  Tootsie Roll Industries Inc. 13,549 424
  Callaway Golf Co. 49,970 417
* LGI Homes Inc. 15,044 409
* Diamond Foods Inc. 13,162 406
* ACCO Brands Corp. 56,963 403
  Inter Parfums Inc. 16,144 401
* Blue Buffalo Pet Products Inc. 21,584 387
* Cavco Industries Inc. 5,396 367
* M/I Homes Inc. 15,193 358
  Calavo Growers Inc. 8,012 358
* Vera Bradley Inc. 27,600 348
  Culp Inc. 10,839 348
  Kimball International Inc. Class B 35,921 340
* Revlon Inc. Class A 11,180 329
  Orchids Paper Products Co. 12,453 325
* Taylor Morrison Home Corp. Class A 17,400 325
* Boulder Brands Inc. 37,697 309
* Sequential Brands Group Inc. 21,189 307
* Perry Ellis International Inc. 13,920 306
* DTS Inc. 11,395 304
* Medifast Inc. 11,307 304
* National Beverage Corp. 9,474 291
  John B Sanfilippo & Son Inc. 5,657 290
* Glu Mobile Inc. 65,501 286
* Nutraceutical International Corp. 11,999 283
* Motorcar Parts of America Inc. 8,769 275
* Lakeland Industries Inc. 19,600 272
* Tower International Inc. 11,407 271
* WCI Communities Inc. 11,471 260
* Central Garden & Pet Co. 15,938 247
* Beazer Homes USA Inc. 18,315 244
  MGP Ingredients Inc. 14,780 237
  Bassett Furniture Industries Inc. 8,483 236
* RealD Inc. 23,425 225
  National Presto Industries Inc. 2,562 216
  Titan International Inc. 32,248 213
  Superior Industries International Inc. 11,347 212
* Eastman Kodak Co. 13,500 211
* Nautilus Inc. 13,942 209
  Arctic Cat Inc. 9,186 204
* Stoneridge Inc. 16,264 201
* William Lyon Homes Class A 9,742 201
* Omega Protein Corp. 11,680 198
  Weyco Group Inc. 7,270 197
  Strattec Security Corp. 2,925 184
* Blount International Inc. 31,829 177
  Flexsteel Industries Inc. 5,296 165

 

 

* ZAGG Inc. 23,585 160
  Hooker Furniture Corp. 6,619 156
* Alliance One International Inc. 7,305 149
  Alico Inc. 3,661 149
* Federal-Mogul Holdings Corp. 21,259 145
  Johnson Outdoors Inc. Class A 6,125 129
  A-Mark Precious Metals Inc. 10,615 123
* Farmer Bros Co. 4,375 119
* Lifevantage Corp. 141,310 116
* Modine Manufacturing Co. 14,529 114
* New Home Co. Inc. 7,785 101
* Jamba Inc. 7,035 100
* Century Communities Inc. 4,912 97
* Malibu Boats Inc. Class A 6,763 95
^,* Elizabeth Arden Inc. 7,751 91
* Inventure Foods Inc. 10,030 89
* Lifeway Foods Inc. 8,078 85
* JAKKS Pacific Inc. 9,900 84
  Lifetime Brands Inc. 6,025 84
  Oil-Dri Corp. of America 3,637 83
* Shiloh Industries Inc. 10,144 82
  Nature's Sunshine Products Inc. 6,088 73
  Rocky Brands Inc. 4,880 69
* Charles & Colvard Ltd. 52,713 68
  Escalade Inc. 4,289 68
* Cherokee Inc. 4,265 66
  Limoneira Co. 3,951 66
* Dixie Group Inc. 7,526 63
^,* Clean Diesel Technologies Inc. 41,054 63
  LS Starrett Co. Class A 4,950 60
* Fox Factory Holding Corp. 3,400 57
* Black Diamond Inc. 8,914 56
  Metaldyne Performance Group Inc. 2,600 55
  Marine Products Corp. 7,638 53
* Skullcandy Inc. 9,100 50
  Acme United Corp. 2,950 50
* Seneca Foods Corp. Class A 1,893 50
* P&F Industries Inc. Class A 4,580 44
* Hovnanian Enterprises Inc. Class A 23,109 41
* Quantum Fuel Systems Technologies Worldwide Inc. 28,106 31
* Female Health Co. 17,555 28
  Golden Enterprises Inc. 6,718 27
^,* Nova Lifestyle Inc. 11,924 27
  Superior Uniform Group Inc. 1,500 27
* Craft Brew Alliance Inc. 2,154 17
* Lipocine Inc. 1,400 17
  Emerson Radio Corp. 12,062 15
* Natural Alternatives International Inc. 2,300 14
  Griffin Industrial Realty Inc. 562 14
^,* American Apparel Inc. 105,885 12
* Fuel Systems Solutions Inc. 1,842 9
* Amplify Snack Brands Inc. 810 9
* LeapFrog Enterprises Inc. 10,655 8
* Willamette Valley Vineyards Inc. 902 6
* MCBC Holdings Inc. 434 6
* Crystal Rock Holdings Inc. 1,860 1

 

 

* Stanley Furniture Co. Inc. 364 1
      1,510,951
Consumer Services (8.2%)    
* Amazon.com Inc. 266,132 136,230
  Walt Disney Co. 1,080,339 110,411
  Home Depot Inc. 930,838 107,503
  Comcast Corp. Class A 1,569,440 89,270
  CVS Health Corp. 801,154 77,295
  Wal-Mart Stores Inc. 1,038,565 67,341
  McDonald's Corp. 683,057 67,302
  Starbucks Corp. 1,008,388 57,317
  Walgreens Boots Alliance Inc. 616,720 51,249
  Lowe's Cos. Inc. 673,605 46,425
  Costco Wholesale Corp. 311,914 45,093
* Priceline Group Inc. 36,213 44,790
  Time Warner Inc. 554,023 38,089
  Time Warner Cable Inc. 200,912 36,038
  Target Corp. 454,248 35,731
  Twenty-First Century Fox Inc. Class A 1,212,044 32,701
  TJX Cos. Inc. 456,065 32,572
  McKesson Corp. 165,046 30,538
* Netflix Inc. 285,111 29,441
  Delta Air Lines Inc. 564,941 25,349
  Yum! Brands Inc. 306,973 24,543
  Kroger Co. 654,100 23,593
* eBay Inc. 764,726 18,690
  Southwest Airlines Co. 483,312 18,385
  American Airlines Group Inc. 462,757 17,969
  Cardinal Health Inc. 231,328 17,771
* O'Reilly Automotive Inc. 65,943 16,486
  L Brands Inc. 179,542 16,182
* Chipotle Mexican Grill Inc. Class A 21,923 15,790
* AutoZone Inc. 21,810 15,787
  Sysco Corp. 398,488 15,529
* United Continental Holdings Inc. 277,212 14,706
  Dollar General Corp. 200,702 14,539
  Carnival Corp. 292,149 14,520
  Ross Stores Inc. 289,870 14,050
  AmerisourceBergen Corp. Class A 147,455 14,007
  Macy's Inc. 241,099 12,373
  CBS Corp. Class B 302,678 12,077
  Omnicom Group Inc. 168,095 11,077
  Royal Caribbean Cruises Ltd. 123,166 10,973
  Viacom Inc. Class B 254,008 10,960
  Las Vegas Sands Corp. 283,545 10,766
  Comcast Corp. Special Class A 185,765 10,633
* Nielsen Holdings plc 236,794 10,530
* Dollar Tree Inc. 156,466 10,430
  Advance Auto Parts Inc. 51,245 9,712
^,* Charter Communications Inc. Class A 53,570 9,420
  Hilton Worldwide Holdings Inc. 378,484 8,682
  Marriott International Inc. Class A 125,626 8,568
* DISH Network Corp. Class A 146,605 8,553
* CarMax Inc. 143,940 8,539
  Expedia Inc. 68,744 8,090
* Liberty Interactive Corp. QVC Group Class A 305,214 8,006
  Tractor Supply Co. 93,878 7,916

 

 

Starwood Hotels & Resorts Worldwide Inc. 117,617 7,819
Best Buy Co. Inc. 210,438 7,811
Whole Foods Market Inc. 244,466 7,737
Signet Jewelers Ltd. 56,622 7,708
Alaska Air Group Inc. 90,030 7,153
Nordstrom Inc. 98,255 7,046
Foot Locker Inc. 96,294 6,930
^ H&R Block Inc. 191,339 6,926
* Ulta Salon Cosmetics & Fragrance Inc. 42,026 6,865
* Bed Bath & Beyond Inc. 113,100 6,449
Kohl's Corp. 136,717 6,331
* Norwegian Cruise Line Holdings Ltd. 105,916 6,069
Tiffany & Co. 77,436 5,980
* MGM Resorts International 323,908 5,976
Wyndham Worldwide Corp. 82,524 5,933
Darden Restaurants Inc. 83,722 5,738
* Sirius XM Holdings Inc. 1,509,677 5,646
* JetBlue Airways Corp. 216,369 5,576
Interpublic Group of Cos. Inc. 284,018 5,433
* IHS Inc. Class A 45,034 5,224
Staples Inc. 440,476 5,167
* Hertz Global Holdings Inc. 300,382 5,025
* TripAdvisor Inc. 76,652 4,831
Cablevision Systems Corp. Class A 147,777 4,798
News Corp. Class A 369,750 4,666
* Discovery Communications Inc. 190,234 4,621
Aramark 155,373 4,605
* Liberty Media Corp. 132,560 4,568
Gap Inc. 159,105 4,535
FactSet Research Systems Inc. 28,068 4,486
Williams-Sonoma Inc. 56,921 4,346
* Rite Aid Corp. 709,150 4,305
Domino's Pizza Inc. 38,354 4,139
Service Corp. International 132,483 3,590
TEGNA Inc. 155,986 3,493
KAR Auction Services Inc. 97,839 3,473
* Panera Bread Co. Class A 17,545 3,393
* Avis Budget Group Inc. 76,572 3,345
Dunkin' Brands Group Inc. 67,791 3,322
Dick's Sporting Goods Inc. 64,652 3,207
* AutoNation Inc. 54,936 3,196
* Pandora Media Inc. 146,475 3,126
* Madison Square Garden Co. Class A 42,961 3,099
* AMC Networks Inc. Class A 42,050 3,077
^ GameStop Corp. Class A 73,656 3,035
Wynn Resorts Ltd. 57,046 3,030
Vail Resorts Inc. 28,084 2,940
* VCA Inc. 53,978 2,842
Casey's General Stores Inc. 26,784 2,757
* Discovery Communications Inc. Class A 103,116 2,684
Six Flags Entertainment Corp. 58,270 2,668
* Spirit Airlines Inc. 56,388 2,667
Dun & Bradstreet Corp. 24,949 2,620
* Copart Inc. 78,855 2,594
* Sally Beauty Holdings Inc. 109,061 2,590
* Burlington Stores Inc. 50,534 2,579
Scripps Networks Interactive Inc. Class A 52,031 2,559
Sabre Corp. 93,910 2,552

 

 

* Buffalo Wild Wings Inc. 13,178 2,549
* ServiceMaster Global Holdings Inc. 74,181 2,489
^ Cracker Barrel Old Country Store Inc. 16,560 2,439
^ Lions Gate Entertainment Corp. 66,023 2,430
* Office Depot Inc. 377,345 2,423
  GNC Holdings Inc. Class A 59,594 2,409
  Cinemark Holdings Inc. 72,227 2,347
* Live Nation Entertainment Inc. 97,162 2,336
* Restoration Hardware Holdings Inc. 24,800 2,314
* Liberty Media Corp. Class A 64,716 2,312
* Starz 60,641 2,264
  Brinker International Inc. 42,030 2,214
  Allegiant Travel Co. Class A 9,548 2,065
* Bright Horizons Family Solutions Inc. 31,797 2,043
  Rollins Inc. 74,388 1,999
  Jack in the Box Inc. 25,920 1,997
* Urban Outfitters Inc. 67,397 1,980
  American Eagle Outfitters Inc. 121,014 1,891
* United Natural Foods Inc. 37,923 1,840
  Graham Holdings Co. Class B 3,186 1,838
* JC Penney Co. Inc. 196,708 1,827
  Texas Roadhouse Inc. Class A 48,963 1,821
^,* SolarCity Corp. 42,162 1,801
  AMERCO 4,560 1,794
  Big Lots Inc. 37,282 1,787
* Sprouts Farmers Market Inc. 84,410 1,781
  John Wiley & Sons Inc. Class A 33,985 1,700
  Lithia Motors Inc. Class A 15,709 1,698
  CST Brands Inc. 50,452 1,698
* Houghton Mifflin Harcourt Co. 83,354 1,693
  Cheesecake Factory Inc. 30,636 1,653
* Cabela's Inc. 36,075 1,645
* Murphy USA Inc. 29,811 1,638
  Aaron's Inc. 45,192 1,632
* Ascena Retail Group Inc. 114,614 1,594
  Tribune Media Co. Class A 44,458 1,583
* HomeAway Inc. 59,284 1,573
  Monro Muffler Brake Inc. 22,902 1,547
  Dillard's Inc. Class A 17,675 1,545
  Chico's FAS Inc. 97,894 1,540
  Chemed Corp. 11,328 1,512
  Bloomin' Brands Inc. 81,194 1,476
  Wendy's Co. 169,776 1,469
* SUPERVALU Inc. 198,367 1,424
  Men's Wearhouse Inc. 33,306 1,416
  Papa John's International Inc. 20,676 1,416
  DSW Inc. Class A 55,596 1,407
* Asbury Automotive Group Inc. 17,089 1,387
  Sotheby's 43,128 1,379
* Cable One Inc. 3,266 1,370
  Penske Automotive Group Inc. 28,141 1,363
  Sinclair Broadcast Group Inc. Class A 53,230 1,348
* Hyatt Hotels Corp. Class A 28,603 1,347
* Pinnacle Entertainment Inc. 39,802 1,347
  Time Inc. 68,152 1,298
  HSN Inc. 21,856 1,251
  Group 1 Automotive Inc. 14,623 1,245
* Grand Canyon Education Inc. 32,704 1,242

 

 

Morningstar Inc. 15,441 1,239
Churchill Downs Inc. 9,156 1,225
* Five Below Inc. 35,867 1,204
Matthews International Corp. Class A 23,779 1,164
Abercrombie & Fitch Co. 54,622 1,157
* Michaels Cos. Inc. 50,097 1,157
Choice Hotels International Inc. 24,020 1,145
Hillenbrand Inc. 43,590 1,134
Gannett Co. Inc. 76,543 1,127
* Groupon Inc. Class A 341,894 1,115
Dolby Laboratories Inc. Class A 34,125 1,112
Meredith Corp. 26,024 1,108
* comScore Inc. 23,978 1,107
PriceSmart Inc. 14,074 1,089
New York Times Co. Class A 91,094 1,076
* GrubHub Inc. 43,456 1,058
DineEquity Inc. 11,524 1,056
Extended Stay America Inc. 62,766 1,053
* Beacon Roofing Supply Inc. 31,872 1,036
Marriott Vacations Worldwide Corp. 15,044 1,025
* Popeyes Louisiana Kitchen Inc. 17,987 1,014
Guess? Inc. 46,930 1,002
* La Quinta Holdings Inc. 63,419 1,001
DeVry Education Group Inc. 36,447 992
Regal Entertainment Group Class A 53,004 991
* Hawaiian Holdings Inc. 39,298 970
Nexstar Broadcasting Group Inc. Class A 20,476 970
* Acxiom Corp. 48,693 962
* WebMD Health Corp. 23,902 952
* Penn National Gaming Inc. 56,493 948
SeaWorld Entertainment Inc. 53,000 944
* Boyd Gaming Corp. 56,217 916
* Media General Inc. 64,660 905
* Yelp Inc. Class A 40,800 884
* Genesco Inc. 15,399 879
* DreamWorks Animation SKG Inc. Class A 49,685 867
Core-Mark Holding Co. Inc. 13,212 865
* Shutterfly Inc. 23,878 854
Sonic Corp. 36,826 845
Scholastic Corp. 21,366 832
Children's Place Inc. 14,430 832
Buckle Inc. 22,209 821
Rent-A-Center Inc. 33,816 820
SkyWest Inc. 48,366 807
* Fresh Market Inc. 35,434 800
* Express Inc. 43,700 781
SpartanNash Co. 30,091 778
* Dave & Buster's Entertainment Inc. 20,300 768
Caleres Inc. 24,445 746
* Fiesta Restaurant Group Inc. 16,411 745
ClubCorp Holdings Inc. 34,456 739
Finish Line Inc. Class A 37,093 716
Bob Evans Farms Inc. 16,473 714
* Stamps.com Inc. 9,326 690
* Hibbett Sports Inc. 19,289 675
Cato Corp. Class A 19,785 673
EW Scripps Co. Class A 37,239 658
National CineMedia Inc. 48,573 652

 

 

* Steiner Leisure Ltd. 10,184 643
* zulily Inc. Class A 36,811 641
* Denny's Corp. 57,980 640
  Ingles Markets Inc. Class A 13,209 632
* Virgin America Inc. 18,200 623
* Red Robin Gourmet Burgers Inc. 8,221 623
* Constant Contact Inc. 25,028 607
* BJ's Restaurants Inc. 14,075 606
* Vitamin Shoppe Inc. 18,521 605
* Diamond Resorts International Inc. 25,225 590
* Bankrate Inc. 56,518 585
  AMC Entertainment Holdings Inc. 22,877 576
^,* Zoe's Kitchen Inc. 14,569 575
* Apollo Education Group Inc. 51,584 571
* Diplomat Pharmacy Inc. 19,644 564
* Krispy Kreme Doughnuts Inc. 38,230 559
  Sonic Automotive Inc. Class A 27,233 556
  International Speedway Corp. Class A 17,499 555
* Rush Enterprises Inc. Class A 22,674 549
* Gray Television Inc. 42,779 546
  Interval Leisure Group Inc. 27,598 507
* Conn's Inc. 20,994 505
  New Media Investment Group Inc. 31,832 492
  MDC Partners Inc. Class A 26,696 492
^,* Sears Holdings Corp. 21,675 490
* Mattress Firm Holding Corp. 11,658 487
* Belmond Ltd. Class A 47,755 483
^,* Coupons.com Inc. 52,200 470
* Regis Corp. 33,533 439
* Lands' End Inc. 15,258 412
* FTD Cos. Inc. 13,416 400
* Ruby Tuesday Inc. 62,948 391
  Capella Education Co. 7,860 389
* Pep Boys-Manny Moe & Jack 31,098 379
  Fred's Inc. Class A 31,791 377
* Global Eagle Entertainment Inc. 32,463 373
^,* Scientific Games Corp. Class A 35,364 370
  Pier 1 Imports Inc. 52,371 361
* Blue Nile Inc. 10,736 360
^,* Shake Shack Inc. Class A 7,540 357
  PetMed Express Inc. 22,001 354
  World Wrestling Entertainment Inc. Class A 20,153 341
  Weis Markets Inc. 8,026 335
^,* Clean Energy Fuels Corp. 74,054 333
  Barnes & Noble Inc. 27,347 331
* Chegg Inc. 45,886 331
* American Public Education Inc. 13,660 320
* Providence Service Corp. 7,254 316
* Carmike Cinemas Inc. 15,527 312
* Natural Grocers by Vitamin Cottage Inc. 13,500 306
  Marcus Corp. 15,559 301
* XO Group Inc. 20,857 295
^,* Caesars Entertainment Corp. 48,700 287
  Carriage Services Inc. Class A 13,202 285
* Del Frisco's Restaurant Group Inc. 19,976 277
  Ruth's Hospitality Group Inc. 17,050 277
* Entercom Communications Corp. Class A 27,038 275
* Francesca's Holdings Corp. 22,300 273

 

 

* TechTarget Inc. 31,042 264
  Stage Stores Inc. 26,792 264
* Isle of Capri Casinos Inc. 15,073 263
* Smart & Final Stores Inc. 16,426 258
* Strayer Education Inc. 4,690 258
* Carrols Restaurant Group Inc. 21,476 256
  Shoe Carnival Inc. 10,511 250
  Haverty Furniture Cos. Inc. 10,595 249
* Biglari Holdings Inc. 680 249
* Party City Holdco Inc. 15,498 248
  Entravision Communications Corp. Class A 37,271 248
  Kirkland's Inc. 11,486 247
^,* Etsy Inc. 17,845 244
* Liquidity Services Inc. 32,900 243
* Career Education Corp. 63,788 240
* Zumiez Inc. 15,329 240
* Everyday Health Inc. 24,895 228
* Chefs' Warehouse Inc. 15,709 222
* Barnes & Noble Education Inc. 17,283 220
* RetailMeNot Inc. 26,500 218
* SP Plus Corp. 9,382 217
* 1-800-Flowers.com Inc. Class A 23,555 214
* Eldorado Resorts Inc. 23,752 214
  Citi Trends Inc. 9,013 211
* Rubicon Project Inc. 14,500 211
* Daily Journal Corp. 1,128 210
* TrueCar Inc. 39,700 207
  Stein Mart Inc. 21,111 204
* West Marine Inc. 23,189 204
* America's Car-Mart Inc. 6,119 202
* Clear Channel Outdoor Holdings Inc. Class A 28,026 200
* MarineMax Inc. 13,861 196
* Sizmek Inc. 32,321 194
^,* ITT Educational Services Inc. 55,200 189
* Overstock.com Inc. 10,886 187
* K12 Inc. 14,900 185
* Ascent Capital Group Inc. Class A 6,741 185
* Chuy's Holdings Inc. 6,400 182
* Avid Technology Inc. 21,165 168
* Destination XL Group Inc. 27,724 161
* Townsquare Media Inc. Class A 16,400 160
* Full House Resorts Inc. 102,862 150
  Saga Communications Inc. Class A 4,416 148
  Big 5 Sporting Goods Corp. 14,278 148
* Reading International Inc. Class A 11,662 148
  Speedway Motorsports Inc. 8,106 146
* Demand Media Inc. 35,012 146
* TubeMogul Inc. 13,800 145
* Tile Shop Holdings Inc. 12,100 145
  Harte-Hanks Inc. 39,068 138
* Sportsman's Warehouse Holdings Inc. 11,000 136
* Bravo Brio Restaurant Group Inc. 12,003 135
* Titan Machinery Inc. 11,700 134
* Habit Restaurants Inc. Class A 6,200 133
  Natural Health Trends Corp. 4,000 131
* Caesars Acquisition Co. Class A 17,483 124
* Angie's List Inc. 24,490 123
  Collectors Universe Inc. 7,501 113

 

 

* Autobytel Inc. 6,554 110
^ Bon-Ton Stores Inc. 34,844 109
* Noodles & Co. Class A 7,600 108
* Monarch Casino & Resort Inc. 5,883 106
* Boot Barn Holdings Inc. 5,450 100
* Kona Grill Inc. 6,103 96
  Destination Maternity Corp. 10,343 95
^,* Viggle Inc. 114,422 94
* Roundy's Inc. 39,600 92
* Build-A-Bear Workshop Inc. 4,746 90
* PCM Inc. 9,786 88
* Morgans Hotel Group Co. 26,551 88
* Intrawest Resorts Holdings Inc. 9,915 86
* CafePress Inc. 19,289 83
  Village Super Market Inc. Class A 3,510 83
* Envivio Inc. 19,988 82
  Journal Media Group Inc. 10,840 81
* Sears Hometown and Outlet Stores Inc. 10,000 80
  CSS Industries Inc. 3,040 80
* Lumber Liquidators Holdings Inc. 5,680 75
* Papa Murphy's Holdings Inc. 5,000 73
* McClatchy Co. Class A 73,824 72
^,* Fairway Group Holdings Corp. 68,000 71
* Planet Fitness Inc. Class A 3,975 68
^,* Remark Media Inc. 14,727 65
* Martha Stewart Living Omnimedia Inc. Class A 10,300 61
* Radio One Inc. 28,683 61
* Famous Dave's of America Inc. 4,588 59
* EVINE Live Inc. 22,594 59
* Cumulus Media Inc. Class A 82,340 58
  Winmark Corp. 563 58
* Lee Enterprises Inc. 27,359 57
* Empire Resorts Inc. 13,479 57
* Potbelly Corp. 4,850 53
* Luby's Inc. 10,342 51
* Emmis Communications Corp. Class A 39,190 49
* Century Casinos Inc. 7,747 48
* Red Lion Hotels Corp. 5,286 45
* Rave Restaurant Group Inc. 5,000 43
* Container Store Group Inc. 3,000 42
* Tuesday Morning Corp. 7,121 39
* Golden Entertainment Inc. 4,142 38
  Ark Restaurants Corp. 1,599 37
  CBS Corp. Class A 800 36
  Liberator Medical Holdings Inc. 13,600 32
* Republic Airways Holdings Inc. 5,228 30
  Marchex Inc. Class B 7,400 30
* Profire Energy Inc. 30,140 29
* Care.com Inc. 5,120 26
* Ambassadors Group Inc. 9,134 25
  A H Belo Corp. Class A 5,038 25
  Town Sports International Holdings Inc. 9,179 24
* Insignia Systems Inc. 9,200 23
* Tilly's Inc. Class A 2,905 21
  TheStreet Inc. 12,030 20
* Digital Turbine Inc. 10,800 20
^,* SFX Entertainment Inc. 37,946 19
  Beasley Broadcast Group Inc. Class A 4,400 18

 

 

* Adolor Corp. Rights Exp. 07/01/2019 34,581 18
* Books-A-Million Inc. 5,596 18
* Spark Networks Inc. 5,500 16
* RCI Hospitality Holdings Inc. 1,511 16
* Gaiam Inc. Class A 2,251 14
* Cambium Learning Group Inc. 2,620 13
  Liberty Tax Inc. 530 12
* Bojangles' Inc. 645 11
* Wingstop Inc. 434 10
* Net Element Inc. 64,244 10
* hhgregg Inc. 1,914 9
* Fogo De Chao Inc. 537 8
* Gaming Partners International Corp. 800 8
  Nathan's Famous Inc. 200 8
* New York & Co. Inc. 2,966 7
* Ollie's Bargain Outlet Holdings Inc. 436 7
* Trans World Entertainment Corp. 1,828 7
* Speed Commerce Inc. 33,647 7
^,* LiveDeal Inc. 3,600 6
* Dover Downs Gaming & Entertainment Inc. 3,233 3
* Perfumania Holdings Inc. 467 2
* Cubist Pharmaceuticals, Inc. CVR 14,500 2
* SPAR Group Inc. 1,100 2
* Cosi Inc. 1,592 2
* Dex Media Inc. 10,069 1
* Bridgepoint Education Inc. 171 1
* Premier Exhibitions Inc. 154 —
* RealNetworks Inc. 1 —
      2,073,206
Financials (11.4%)    
  Wells Fargo & Co. 3,323,310 170,652
  JPMorgan Chase & Co. 2,668,417 162,693
* Berkshire Hathaway Inc. Class B 1,216,695 158,657
  Bank of America Corp. 7,223,136 112,536
  Citigroup Inc. 1,975,258 97,993
  Visa Inc. Class A 1,388,172 96,700
  MasterCard Inc. Class A 720,419 64,924
  American International Group Inc. 904,039 51,368
  Goldman Sachs Group Inc. 288,813 50,184
  US Bancorp 1,202,327 49,307
  American Express Co. 610,233 45,237
  Simon Property Group Inc. 218,687 40,177
  Morgan Stanley 1,089,211 34,310
  PNC Financial Services Group Inc. 383,900 34,244
  MetLife Inc. 650,470 30,670
  Bank of New York Mellon Corp. 720,009 28,188
  Capital One Financial Corp. 383,626 27,821
  American Tower Corporation 292,765 25,757
  Prudential Financial Inc. 325,957 24,841
  Charles Schwab Corp. 835,941 23,874
  ACE Ltd. 218,752 22,619
  BlackRock Inc. 75,774 22,541
  Travelers Cos. Inc. 221,710 22,067
  Public Storage 103,908 21,990
  CME Group Inc. 229,353 21,270
  BB&T Corp. 572,958 20,397
  Chubb Corp. 160,959 19,742

 

 

Equity Residential 256,757 19,288
Marsh & McLennan Cos. Inc. 369,004 19,269
Intercontinental Exchange Inc. 78,999 18,564
State Street Corp. 275,138 18,492
Crown Castle International Corp. 230,734 18,198
Welltower Inc. 255,335 17,291
Aon plc 193,727 17,166
McGraw Hill Financial Inc. 197,521 17,086
Allstate Corp. 287,086 16,720
Aflac Inc. 283,302 16,468
AvalonBay Communities Inc. 92,501 16,171
Discover Financial Services 304,320 15,822
* Berkshire Hathaway Inc. Class A 78 15,229
Ameriprise Financial Inc. 127,564 13,921
Ventas Inc. 243,086 13,627
Hartford Financial Services Group Inc. 293,502 13,437
Prologis Inc. 342,300 13,315
Boston Properties Inc. 110,608 13,096
SunTrust Banks Inc. 328,506 12,562
HCP Inc. 333,859 12,436
T. Rowe Price Group Inc. 170,294 11,835
Progressive Corp. 383,490 11,750
Moody's Corp. 118,245 11,612
Fifth Third Bancorp 608,028 11,498
Equinix Inc. 40,461 11,062
Vornado Realty Trust 120,024 10,853
Northern Trust Corp. 152,634 10,404
Franklin Resources Inc. 279,119 10,400
M&T Bank Corp. 84,792 10,340
Essex Property Trust Inc. 44,920 10,036
General Growth Properties Inc. 381,470 9,907
Invesco Ltd. 312,234 9,751
Weyerhaeuser Co. 355,013 9,706
Principal Financial Group Inc. 202,696 9,596
Regions Financial Corp. 1,010,908 9,108
SL Green Realty Corp. 80,593 8,717
Macerich Co. 109,046 8,377
Lincoln National Corp. 175,453 8,327
Equifax Inc. 83,867 8,150
Host Hotels & Resorts Inc. 515,450 8,149
Loews Corp. 221,683 8,012
Realty Income Corp. 168,371 7,979
XL Group plc Class A 210,751 7,654
* Markel Corp. 9,131 7,322
Kimco Realty Corp. 298,755 7,299
Citizens Financial Group Inc. 276,254 6,591
Western Union Co. 355,110 6,520
Federal Realty Investment Trust 47,345 6,460
* Affiliated Managers Group Inc. 37,696 6,446
FNF Group 181,310 6,431
Huntington Bancshares Inc. 603,194 6,394
* Ally Financial Inc. 310,889 6,336
KeyCorp 479,630 6,240
* CBRE Group Inc. Class A 194,756 6,232
Extra Space Storage Inc. 80,040 6,176
UDR Inc. 178,249 6,146
First Republic Bank 97,812 6,140
Digital Realty Trust Inc. 93,672 6,119

 

 

Voya Financial Inc. 157,468 6,105
* Arch Capital Group Ltd. 81,717 6,004
Cincinnati Financial Corp. 107,524 5,785
Unum Group 171,480 5,501
New York Community Bancorp Inc. 303,697 5,485
* E*TRADE Financial Corp. 205,000 5,398
TD Ameritrade Holding Corp. 168,198 5,355
CIT Group Inc. 130,946 5,242
Annaly Capital Management Inc. 519,567 5,128
HCC Insurance Holdings Inc. 65,934 5,108
Comerica Inc. 122,428 5,032
SEI Investments Co. 102,794 4,958
* Alleghany Corp. 10,451 4,892
Nasdaq Inc. 90,522 4,828
Plum Creek Timber Co. Inc. 121,713 4,809
Arthur J Gallagher & Co. 115,436 4,765
Duke Realty Corp. 246,696 4,700
DDR Corp. 305,148 4,693
Torchmark Corp. 82,566 4,657
MSCI Inc. Class A 77,048 4,581
Willis Group Holdings plc 110,941 4,545
* Signature Bank 33,017 4,542
Omega Healthcare Investors Inc. 128,110 4,503
Jones Lang LaSalle Inc. 31,013 4,459
Camden Property Trust 59,913 4,428
Raymond James Financial Inc. 89,034 4,419
Mid-America Apartment Communities Inc. 52,036 4,260
CBOE Holdings Inc. 63,057 4,230
VEREIT Inc. 546,435 4,218
Alexandria Real Estate Equities Inc. 49,772 4,214
Reinsurance Group of America Inc. Class A 46,375 4,201
Starwood Property Trust Inc. 201,917 4,143
PartnerRe Ltd. 29,725 4,128
* SVB Financial Group 35,409 4,091
Zions Bancorporation 147,972 4,075
Regency Centers Corp. 65,126 4,048
Everest Re Group Ltd. 23,078 4,000
Apartment Investment & Management Co. 107,767 3,990
Iron Mountain Inc. 127,401 3,952
WP Carey Inc. 68,354 3,952
Kilroy Realty Corp. 60,585 3,948
Lazard Ltd. Class A 89,250 3,865
East West Bancorp Inc. 99,050 3,806
* Realogy Holdings Corp. 100,891 3,797
* Liberty Ventures Class A 92,929 3,750
American Capital Agency Corp. 200,512 3,750
Assurant Inc. 46,712 3,691
Spirit Realty Capital Inc. 403,359 3,687
NorthStar Realty Finance Corp. 296,843 3,666
Axis Capital Holdings Ltd. 66,268 3,560
WR Berkley Corp. 64,360 3,499
Two Harbors Investment Corp. 396,417 3,496
Liberty Property Trust 107,481 3,387
RenaissanceRe Holdings Ltd. 31,671 3,367
National Retail Properties Inc. 92,526 3,356
People's United Financial Inc. 213,160 3,353
Hudson City Bancorp Inc. 327,962 3,335
StanCorp Financial Group Inc. 29,188 3,333

 

 

American Financial Group Inc. 48,345 3,331
Legg Mason Inc. 78,871 3,282
* Forest City Enterprises Inc. Class A 161,860 3,258
Equity LifeStyle Properties Inc. 55,302 3,239
Senior Housing Properties Trust 196,501 3,183
Brixmor Property Group Inc. 131,927 3,098
Navient Corp. 267,921 3,011
Lamar Advertising Co. Class A 57,240 2,987
Home Properties Inc. 39,842 2,978
CubeSmart 108,915 2,964
BioMed Realty Trust Inc. 147,988 2,957
First Niagara Financial Group Inc. 286,301 2,923
American Campus Communities Inc. 80,219 2,907
City National Corp. 32,514 2,863
Chimera Investment Corp. 213,755 2,858
Taubman Centers Inc. 41,319 2,854
PacWest Bancorp 66,534 2,848
* Liberty Broadband Corp. 55,022 2,815
Investors Bancorp Inc. 227,893 2,812
First American Financial Corp. 70,783 2,766
Douglas Emmett Inc. 95,861 2,753
Hospitality Properties Trust 105,325 2,694
* Synchrony Financial 85,967 2,691
CNO Financial Group Inc. 141,632 2,664
* Howard Hughes Corp. 23,215 2,664
MarketAxess Holdings Inc. 28,281 2,627
Assured Guaranty Ltd. 104,470 2,612
Eaton Vance Corp. 77,610 2,594
Synovus Financial Corp. 87,179 2,581
Commerce Bancshares Inc. 56,427 2,571
Weingarten Realty Investors 77,128 2,554
Old Republic International Corp. 161,547 2,527
Highwoods Properties Inc. 65,122 2,523
Validus Holdings Ltd. 55,290 2,492
Umpqua Holdings Corp. 152,607 2,488
Cullen/Frost Bankers Inc. 39,103 2,486
* Strategic Hotels & Resorts Inc. 180,012 2,482
Endurance Specialty Holdings Ltd. 40,561 2,475
BankUnited Inc. 68,092 2,434
* Equity Commonwealth 89,209 2,430
Brandywine Realty Trust 197,042 2,428
Brown & Brown Inc. 77,960 2,414
Paramount Group Inc. 143,505 2,411
Allied World Assurance Co. Holdings AG 62,447 2,384
Corrections Corp. of America 80,526 2,379
Hanover Insurance Group Inc. 30,467 2,367
Popular Inc. 78,100 2,361
Bank of the Ozarks Inc. 53,814 2,355
White Mountains Insurance Group Ltd. 3,145 2,350
MFA Financial Inc. 342,303 2,331
American Homes 4 Rent Class A 144,960 2,331
Sovran Self Storage Inc. 24,716 2,331
RLJ Lodging Trust 91,471 2,311
Retail Properties of America Inc. 163,086 2,298
First Horizon National Corp. 160,620 2,278
LaSalle Hotel Properties 79,473 2,256
Prosperity Bancshares Inc. 45,742 2,246
LPL Financial Holdings Inc. 56,170 2,234

 

 

  Webster Financial Corp. 62,470 2,226
  Post Properties Inc. 37,672 2,196
  Tanger Factory Outlet Centers Inc. 66,088 2,179
* MGIC Investment Corp. 235,223 2,178
* SLM Corp. 294,221 2,177
  CBL & Associates Properties Inc. 158,044 2,173
  New Residential Investment Corp. 165,499 2,168
  Sun Communities Inc. 31,617 2,142
  Columbia Property Trust Inc. 92,288 2,141
  Healthcare Trust of America Inc. Class A 86,252 2,114
  Piedmont Office Realty Trust Inc. Class A 117,805 2,108
  Radian Group Inc. 131,626 2,094
  Hatteras Financial Corp. 137,700 2,086
  DCT Industrial Trust Inc. 60,885 2,049
  EPR Properties 39,399 2,032
  FirstMerit Corp. 114,037 2,015
  Aspen Insurance Holdings Ltd. 42,598 1,980
^,* Zillow Group Inc. 73,090 1,973
  PrivateBancorp Inc. 51,467 1,973
  Outfront Media Inc. 94,700 1,970
  WP GLIMCHER Inc. 167,862 1,957
* Western Alliance Bancorp 63,323 1,945
  Rayonier Inc. 87,311 1,927
  Bank of Hawaii Corp. 30,201 1,917
  Waddell & Reed Financial Inc. Class A 55,029 1,913
  Sunstone Hotel Investors Inc. 143,725 1,901
  Gaming and Leisure Properties Inc. 63,737 1,893
  Care Capital Properties Inc. 57,371 1,889
  Associated Banc-Corp 104,932 1,886
  Federated Investors Inc. Class B 65,161 1,883
  ProAssurance Corp. 38,232 1,876
* Stifel Financial Corp. 44,335 1,867
  NorthStar Asset Management Group Inc. 127,684 1,834
  AmTrust Financial Services Inc. 28,979 1,825
  Blackstone Mortgage Trust Inc. Class A 66,300 1,819
* PRA Group Inc. 33,740 1,786
  Medical Properties Trust Inc. 160,687 1,777
  Hudson Pacific Properties Inc. 61,648 1,775
  Home BancShares Inc. 43,376 1,757
  Pebblebrook Hotel Trust 49,538 1,756
  Wintrust Financial Corp. 32,779 1,751
  Invesco Mortgage Capital Inc. 142,290 1,742
  Healthcare Realty Trust Inc. 69,329 1,723
* Springleaf Holdings Inc. Class A 38,979 1,704
  Symetra Financial Corp. 53,396 1,689
  RLI Corp. 31,324 1,677
* Texas Capital Bancshares Inc. 31,638 1,658
  Corporate Office Properties Trust 78,006 1,640
  United Bankshares Inc. 43,168 1,640
  MB Financial Inc. 49,357 1,611
  Primerica Inc. 35,649 1,607
  First Industrial Realty Trust Inc. 76,519 1,603
  TCF Financial Corp. 105,067 1,593
* Blackhawk Network Holdings Inc. 37,562 1,592
  Valley National Bancorp 160,326 1,578
  Cathay General Bancorp 52,506 1,573
  DiamondRock Hospitality Co. 142,110 1,570
  FNB Corp. 120,630 1,562

 

 

  Colony Capital Inc. Class A 79,184 1,549
  IBERIABANK Corp. 26,529 1,544
  Interactive Brokers Group Inc. 38,472 1,519
  Fulton Financial Corp. 124,807 1,510
  Washington Federal Inc. 66,135 1,505
  Ryman Hospitality Properties Inc. 30,341 1,494
  Urban Edge Properties 68,662 1,482
* Santander Consumer USA Holdings Inc. 72,576 1,482
  Hancock Holding Co. 54,608 1,477
  Janus Capital Group Inc. 108,248 1,472
  GEO Group Inc. 49,416 1,470
  Mack-Cali Realty Corp. 77,682 1,467
  UMB Financial Corp. 28,508 1,449
  Acadia Realty Trust 47,577 1,431
  BancorpSouth Inc. 60,179 1,430
  Columbia Banking System Inc. 45,475 1,419
  Kennedy-Wilson Holdings Inc. 64,007 1,419
  CyrusOne Inc. 43,442 1,419
  Communications Sales & Leasing Inc. 78,354 1,403
  Cousins Properties Inc. 151,071 1,393
  Kite Realty Group Trust 57,929 1,379
* Genworth Financial Inc. Class A 293,415 1,356
  First Financial Bankshares Inc. 42,238 1,342
  Erie Indemnity Co. Class A 16,093 1,335
* LendingClub Corp. 100,787 1,333
  EverBank Financial Corp. 68,927 1,330
  Glacier Bancorp Inc. 49,659 1,311
  PS Business Parks Inc. 16,491 1,309
  Pinnacle Financial Partners Inc. 26,153 1,292
* Eagle Bancorp Inc. 28,385 1,292
  Xenia Hotels & Resorts Inc. 73,813 1,289
  South State Corp. 16,696 1,283
  National Health Investors Inc. 22,252 1,279
  Empire State Realty Trust Inc. 73,398 1,250
^,* Zillow Group Inc. Class A 43,437 1,248
  American Equity Investment Life Holding Co. 53,316 1,243
  WisdomTree Investments Inc. 76,083 1,227
  Sterling Bancorp 82,215 1,223
  Equity One Inc. 49,663 1,209
  CYS Investments Inc. 165,387 1,201
  CVB Financial Corp. 71,593 1,196
  Apple Hospitality REIT Inc. 64,270 1,194
  Capstead Mortgage Corp. 119,864 1,185
  Argo Group International Holdings Ltd. 20,864 1,181
  Washington REIT 47,303 1,179
  TFS Financial Corp. 68,052 1,174
  DuPont Fabros Technology Inc. 45,348 1,174
  EastGroup Properties Inc. 21,413 1,160
  Redwood Trust Inc. 82,438 1,141
  Lexington Realty Trust 140,031 1,134
  National Penn Bancshares Inc. 96,527 1,134
  Trustmark Corp. 48,901 1,133
  Old National Bancorp 80,928 1,127
  QTS Realty Trust Inc. Class A 25,764 1,126
* Credit Acceptance Corp. 5,716 1,125
  First Citizens BancShares Inc. Class A 4,967 1,123
  Selective Insurance Group Inc. 35,966 1,117
* Hilltop Holdings Inc. 56,027 1,110

 

 

  New York REIT Inc. 109,164 1,098
  Alexander & Baldwin Inc. 31,926 1,096
  Evercore Partners Inc. Class A 21,671 1,089
* HRG Group Inc. 92,383 1,084
  Community Bank System Inc. 29,068 1,080
  Chesapeake Lodging Trust 41,433 1,080
  International Bancshares Corp. 43,038 1,077
  Astoria Financial Corp. 66,561 1,072
  Chambers Street Properties 165,058 1,071
  Select Income REIT 56,306 1,070
  Financial Engines Inc. 36,089 1,064
  American Capital Mortgage Investment Corp. 72,000 1,061
  Kemper Corp. 29,803 1,054
  Sabra Health Care REIT Inc. 45,466 1,054
  Renasant Corp. 32,017 1,052
  BOK Financial Corp. 16,240 1,051
* Liberty TripAdvisor Holdings Inc. Class A 47,262 1,048
^,* St. Joe Co. 54,700 1,046
  Retail Opportunity Investments Corp. 63,043 1,043
  Education Realty Trust Inc. 31,645 1,043
  Mercury General Corp. 20,623 1,042
  Capitol Federal Financial Inc. 84,270 1,021
  CoreSite Realty Corp. 19,797 1,018
  American Assets Trust Inc. 24,875 1,016
  LTC Properties Inc. 23,567 1,006
  Starwood Waypoint Residential Trust 42,073 1,003
  Horace Mann Educators Corp. 29,770 989
* BofI Holding Inc. 7,656 986
* iStar Inc. 77,617 976
  First Midwest Bancorp Inc. 55,342 971
  Government Properties Income Trust 59,812 957
  NBT Bancorp Inc. 35,422 954
  LegacyTexas Financial Group Inc. 31,265 953
  PennyMac Mortgage Investment Trust 61,550 952
* Liberty Broadband Corp. Class A 18,395 946
* Enstar Group Ltd. 6,203 930
* Essent Group Ltd. 37,100 922
  BBCN Bancorp Inc. 61,185 919
  Artisan Partners Asset Management Inc. Class A 25,861 911
  First Financial Bancorp 47,516 907
  Pennsylvania REIT 45,628 905
  STAG Industrial Inc. 48,829 889
  WesBanco Inc. 27,572 867
  Chemical Financial Corp. 26,752 865
  Parkway Properties Inc. 55,111 858
  Independent Bank Corp. 18,541 855
* MBIA Inc. 140,511 854
  Monogram Residential Trust Inc. 91,342 850
  BGC Partners Inc. Class A 103,398 850
  Westamerica Bancorporation 19,112 849
  Northwest Bancshares Inc. 63,035 819
  Talmer Bancorp Inc. Class A 48,801 813
* FNFV Group 67,731 794
  Provident Financial Services Inc. 40,366 787
  Potlatch Corp. 27,310 786
  S&T Bancorp Inc. 23,800 776
  Simmons First National Corp. Class A 15,997 767
  Boston Private Financial Holdings Inc. 64,733 757

 

 

  Stewart Information Services Corp. 18,408 753
  HFF Inc. Class A 22,257 751
  FelCor Lodging Trust Inc. 104,179 737
* Navigators Group Inc. 9,426 735
  ARMOUR Residential REIT Inc. 36,417 730
  Summit Hotel Properties Inc. 62,382 728
* First Cash Financial Services Inc. 17,973 720
  Union Bankshares Corp. 29,955 719
  Great Western Bancorp Inc. 28,251 717
  Hersha Hospitality Trust Class A 31,582 716
* Capital Bank Financial Corp. 23,336 705
* Beneficial Bancorp Inc. 53,118 704
  Towne Bank 37,267 703
  First Commonwealth Financial Corp. 76,608 696
  AMERISAFE Inc. 13,891 691
  Infinity Property & Casualty Corp. 8,531 687
  United Community Banks Inc. 33,317 681
  Park National Corp. 7,528 679
* KCG Holdings Inc. Class A 61,829 678
  First Merchants Corp. 25,813 677
  Gramercy Property Trust Inc. 32,297 671
  Physicians Realty Trust 44,352 669
  Virtus Investment Partners Inc. 6,659 669
  Ameris Bancorp 23,224 668
  Ramco-Gershenson Properties Trust 44,301 665
* Piper Jaffray Cos. 18,382 665
  Altisource Residential Corp. 47,194 657
  New Senior Investment Group Inc. 61,626 645
  Wilshire Bancorp Inc. 60,716 638
  National Bank Holdings Corp. Class A 30,875 634
  Maiden Holdings Ltd. 44,637 620
* FCB Financial Holdings Inc. Class A 18,803 613
  InfraREIT Inc. 25,604 606
  CenterState Banks Inc. 41,016 603
* Encore Capital Group Inc. 16,077 595
  ServisFirst Bancshares Inc. 14,100 586
  United Fire Group Inc. 16,523 579
  Cardinal Financial Corp. 24,705 568
  Ashford Hospitality Trust Inc. 92,755 566
  Nelnet Inc. Class A 16,320 565
  City Holding Co. 11,453 565
  State Bank Financial Corp. 27,249 564
  Hanmi Financial Corp. 22,358 563
  Southside Bancshares Inc. 20,404 562
* Customers Bancorp Inc. 21,681 557
  STORE Capital Corp. 26,949 557
* Seritage Growth Properties Class A 14,817 552
  FBL Financial Group Inc. Class A 8,929 549
  Franklin Street Properties Corp. 51,051 549
* HealthEquity Inc. 18,543 548
^,* Walter Investment Management Corp. 33,209 540
  New York Mortgage Trust Inc. 97,618 536
  Lakeland Financial Corp. 11,837 534
  Flushing Financial Corp. 26,419 529
  Yadkin Financial Corp. 24,344 523
  Cash America International Inc. 18,647 522
  National General Holdings Corp. 26,700 515
* Greenlight Capital Re Ltd. Class A 23,027 513

 

 

Banner Corp. 10,694 511
Universal Insurance Holdings Inc. 17,161 507
Chatham Lodging Trust 23,585 507
Apollo Commercial Real Estate Finance Inc. 32,201 506
Employers Holdings Inc. 22,686 506
^ Western Asset Mortgage Capital Corp. 39,819 502
Universal Health Realty Income Trust 10,657 500
Oritani Financial Corp. 31,918 499
Saul Centers Inc. 9,308 482
Alexander's Inc. 1,287 481
* Xoom Corp. 19,300 480
Inland Real Estate Corp. 58,947 477
Investors Real Estate Trust 60,842 471
Terreno Realty Corp. 23,798 467
* First NBC Bank Holding Co. 13,225 463
CoBiz Financial Inc. 35,515 462
* LendingTree Inc. 4,965 462
NRG Yield Inc. 39,564 459
TriCo Bancshares 18,448 453
National Western Life Insurance Co. Class A 2,004 446
TrustCo Bank Corp. NY 75,516 441
* Green Dot Corp. Class A 24,970 439
Banc of California Inc. 35,799 439
* Flagstar Bancorp Inc. 21,322 438
Metro Bancorp Inc. 14,860 437
AG Mortgage Investment Trust Inc. 28,685 437
* Black Knight Financial Services Inc. Class A 13,324 434
OFG Bancorp 49,284 430
* Marcus & Millichap Inc. 9,350 430
Apollo Residential Mortgage Inc. 33,924 429
Fidelity Southern Corp. 20,119 425
Brookline Bancorp Inc. 41,790 424
Greenhill & Co. Inc. 14,870 423
Cohen & Steers Inc. 15,278 419
Hannon Armstrong Sustainable Infrastructure Capital Inc. 23,758 409
Enterprise Financial Services Corp. 16,118 406
WSFS Financial Corp. 13,914 401
Independent Bank Group Inc. 10,427 401
American Residential Properties Inc. 23,141 400
United Financial Bancorp Inc. 30,405 397
Campus Crest Communities Inc. 74,200 395
* Pacific Premier Bancorp Inc. 19,424 395
Blue Hills Bancorp Inc. 28,400 393
Lakeland Bancorp Inc. 35,332 393
Winthrop Realty Trust 27,169 390
* NMI Holdings Inc. Class A 51,199 389
Dynex Capital Inc. 59,217 388
* Ambac Financial Group Inc. 26,700 386
* Walker & Dunlop Inc. 14,791 386
Rouse Properties Inc. 24,666 384
Ares Commercial Real Estate Corp. 32,000 384
Dime Community Bancshares Inc. 22,555 381
First Bancorp 22,321 379
Independent Bank Corp. 25,654 379
Financial Institutions Inc. 15,207 377
Berkshire Hills Bancorp Inc. 13,521 372
Meridian Bancorp Inc. 27,170 371
Resource Capital Corp. 33,223 371

 

 

Rexford Industrial Realty Inc. 26,881 371
Community Trust Bancorp Inc. 10,390 369
Safety Insurance Group Inc. 6,722 364
NRG Yield Inc. Class A 32,564 363
Agree Realty Corp. 12,065 360
Suffolk Bancorp 13,005 355
* Square 1 Financial Inc. Class A 13,647 350
Investment Technology Group Inc. 26,214 350
Northfield Bancorp Inc. 22,877 348
1st Source Corp. 11,266 347
* TriState Capital Holdings Inc. 27,757 346
Arlington Asset Investment Corp. Class A 24,436 343
BNC Bancorp 15,214 338
* First BanCorp 94,771 337
First Community Bancshares Inc. 18,746 336
Monmouth Real Estate Investment Corp. 34,116 333
Sandy Spring Bancorp Inc. 12,580 329
Pacific Continental Corp. 24,512 326
^ United Development Funding IV 18,535 326
* Forestar Group Inc. 24,792 326
Southwest Bancorp Inc. 19,829 325
Opus Bank 8,500 325
Getty Realty Corp. 20,563 325
German American Bancorp Inc. 11,078 324
Ladder Capital Corp. 22,162 317
RAIT Financial Trust 63,972 317
Preferred Bank 9,976 315
Federated National Holding Co. 13,100 315
RE/MAX Holdings Inc. 8,721 314
Kearny Financial Corp. 27,324 313
* Bancorp Inc. 40,939 312
Cedar Realty Trust Inc. 50,229 312
MainSource Financial Group Inc. 15,307 312
^ Orchid Island Capital Inc. 33,400 309
BancFirst Corp. 4,860 307
First Potomac Realty Trust 27,756 305
ConnectOne Bancorp Inc. 15,716 303
Univest Corp. of Pennsylvania 15,499 298
First Financial Corp. 9,206 298
Virtu Financial Inc. Class A 12,872 295
Heritage Oaks Bancorp 37,058 295
Central Pacific Financial Corp. 13,900 292
Charter Financial Corp. 22,978 291
One Liberty Properties Inc. 13,598 290
Park Sterling Corp. 42,577 290
CareTrust REIT Inc. 25,230 286
* Global Indemnity plc 10,932 286
First Internet Bancorp 8,835 282
Home Bancorp Inc. 10,833 280
Heartland Financial USA Inc. 7,654 278
* Safeguard Scientifics Inc. 17,815 277
Tompkins Financial Corp. 5,187 277
Consolidated-Tomoka Land Co. 5,500 274
Bryn Mawr Bank Corp. 8,806 274
* Old Second Bancorp Inc. 43,600 272
Westwood Holdings Group Inc. 4,973 270
OneBeacon Insurance Group Ltd. Class A 19,239 270
Sierra Bancorp 16,507 263

 

 

* Cascade Bancorp 48,588 263
* Atlas Financial Holdings Inc. 14,200 263
  Silver Bay Realty Trust Corp. 16,392 262
  SI Financial Group Inc. 21,946 261
  Washington Trust Bancorp Inc. 6,773 260
* Southern First Bancshares Inc. 12,700 260
  GAIN Capital Holdings Inc. 34,755 253
  Anworth Mortgage Asset Corp. 50,800 251
  Ashford Hospitality Prime Inc. 17,761 249
* First Security Group Inc. 99,942 249
  Capital City Bank Group Inc. 16,649 248
  Stock Yards Bancorp Inc. 6,823 248
  Heritage Commerce Corp. 21,758 247
* Seacoast Banking Corp. of Florida 16,785 246
  Urstadt Biddle Properties Inc. Class A 13,096 245
* Altisource Portfolio Solutions SA 10,289 245
  Republic Bancorp Inc. Class A 9,937 244
* Hallmark Financial Services Inc. 21,230 244
* Farmers Capital Bank Corp. 9,708 241
^,* Citizens Inc. Class A 31,923 237
  Citizens & Northern Corp. 12,016 235
  First Interstate BancSystem Inc. Class A 8,325 232
  Bank Mutual Corp. 30,162 232
  Macatawa Bank Corp. 44,642 231
* Ezcorp Inc. Class A 37,438 231
  Diamond Hill Investment Group Inc. 1,234 230
  United Community Financial Corp. 45,906 230
* Sun Bancorp Inc. 11,720 225
  Ames National Corp. 9,754 224
* Naugatuck Valley Financial Corp. 20,461 222
  Great Southern Bancorp Inc. 5,104 221
* NewStar Financial Inc. 26,910 221
  Heritage Financial Corp. 11,575 218
* Ladenburg Thalmann Financial Services Inc. 102,733 217
* Republic First Bancorp Inc. 58,159 216
* Cowen Group Inc. Class A 46,762 213
  Peoples Bancorp Inc. 10,181 212
  ZAIS Financial Corp. 15,700 210
* Hampton Roads Bankshares Inc. 108,262 206
  FBR & Co. 10,067 206
  Westfield Financial Inc. 26,868 206
  Guaranty Bancorp 12,389 204
* CommunityOne Bancorp 18,671 203
  Marlin Business Services Corp. 13,089 201
  NexPoint Residential Trust Inc. 15,066 201
* Heritage Insurance Holdings Inc. 10,145 200
* INTL. FCStone Inc. 8,101 200
  Moelis & Co. Class A 7,531 198
  GAMCO Investors Inc. 3,601 198
  National Bankshares Inc. 6,344 197
  BankFinancial Corp. 15,767 196
* First Bank 31,058 194
* eHealth Inc. 15,100 193
  Premier Financial Bancorp Inc. 13,561 193
* PICO Holdings Inc. 19,380 188
  Resource America Inc. Class A 27,589 183
  First Financial Northwest Inc. 15,135 183
* Tejon Ranch Co. 8,322 182

 

 

Armada Hoffler Properties Inc. 18,554 181
Independence Realty Trust Inc. 25,027 180
HCI Group Inc. 4,600 178
Mercantile Bank Corp. 8,524 177
Owens Realty Mortgage Inc. 12,718 175
* First Busey Corp. 8,766 174
Arrow Financial Corp. 6,518 174
CatchMark Timber Trust Inc. Class A 16,745 172
West Bancorporation Inc. 9,152 172
Blue Capital Reinsurance Holdings Ltd. 9,734 168
Arbor Realty Trust Inc. 26,233 167
* HomeStreet Inc. 7,171 166
Gladstone Commercial Corp. 11,598 164
QCR Holdings Inc. 7,447 163
* Del Taco Restaurants Inc. 11,600 162
* On Deck Capital Inc. 16,073 159
Tier REIT Inc. 10,709 158
State National Cos. Inc. 16,800 157
CNB Financial Corp. 8,629 157
Camden National Corp. 3,845 155
Enterprise Bancorp Inc. 7,286 153
Merchants Bancshares Inc. 5,163 152
* World Acceptance Corp. 5,630 151
Peapack Gladstone Financial Corp. 7,136 151
ESSA Bancorp Inc. 11,543 151
Fidelity & Guaranty Life 6,100 150
Independence Holding Co. 11,385 148
State Auto Financial Corp. 6,441 147
California First National Bancorp 10,984 147
NewBridge Bancorp 17,065 146
Sotherly Hotels Inc. 21,370 145
Preferred Apartment Communities Inc. Class A 13,165 143
Waterstone Financial Inc. 10,594 143
First Bancorp Inc. 7,436 142
EMC Insurance Group Inc. 5,982 139
* Atlantic Coast Financial Corp. 24,886 138
Peoples Financial Services Corp. 3,941 138
Bluerock Residential Growth REIT Inc. Class A 11,410 137
First Defiance Financial Corp. 3,612 132
* Ocwen Financial Corp. 19,408 130
Tiptree Financial Inc. Class A 20,164 129
Pzena Investment Management Inc. Class A 14,284 127
Northrim BanCorp Inc. 4,388 127
Territorial Bancorp Inc. 4,784 125
Access National Corp. 5,974 122
James River Group Holdings Ltd. 4,500 121
* Prism Technologies Group Inc. 43,196 121
Civista Bancshares Inc. 11,800 121
Calamos Asset Management Inc. Class A 12,700 120
Whitestone REIT 10,400 120
OceanFirst Financial Corp. 6,912 119
Pulaski Financial Corp. 8,623 117
* J Alexander's Holdings Inc. 11,698 117
* Phoenix Cos. Inc. 3,502 116
Parke Bancorp Inc. 9,235 115
* American River Bankshares 11,752 113
Horizon Bancorp 4,760 113
* Emergent Capital Inc. 20,730 113

 

 

CorEnergy Infrastructure Trust Inc. 25,029 111
* Coastway Bancorp Inc. 10,010 111
Oppenheimer Holdings Inc. Class A 5,519 110
First of Long Island Corp. 4,067 110
UMH Properties Inc. 11,700 109
Baylake Corp. 7,520 106
Provident Financial Holdings Inc. 6,338 106
First Bancshares Inc. 6,000 105
* BSB Bancorp Inc. 4,902 104
* HomeTrust Bancshares Inc. 5,580 104
Hennessy Advisors Inc. 4,200 100
United Insurance Holdings Corp. 7,628 100
Cherry Hill Mortgage Investment Corp. 6,580 100
Reis Inc. 4,375 99
Chemung Financial Corp. 3,453 98
* Southcoast Financial Corp. 7,367 98
Penns Woods Bancorp Inc. 2,387 98
* Westbury Bancorp Inc. 5,422 97
Global Net Lease Inc. 10,338 95
Fox Chase Bancorp Inc. 5,447 95
Old Line Bancshares Inc. 5,764 94
Cape Bancorp Inc. 7,322 91
* PennyMac Financial Services Inc. Class A 5,650 90
Donegal Group Inc. Class A 6,422 90
Summit State Bank 6,666 87
Monarch Financial Holdings Inc. 7,045 87
Century Bancorp Inc. Class A 2,107 86
AmeriServ Financial Inc. 25,974 84
National Interstate Corp. 3,053 81
JAVELIN Mortgage Investment Corp. 13,500 81
Silvercrest Asset Management Group Inc. Class A 7,359 80
CIFC Corp. 11,048 79
Ameriana Bancorp 3,378 78
Clifton Bancorp Inc. 5,502 76
* Enova International Inc. 7,435 76
American National Bankshares Inc. 3,239 76
First Connecticut Bancorp Inc. 4,669 75
* RMG Networks Holding Corp. 89,200 75
Bridge Bancorp Inc. 2,802 75
* CU Bancorp 3,306 74
* Consumer Portfolio Services Inc. 14,900 74
Easterly Government Properties Inc. 4,543 72
* ASB Bancorp Inc. 2,902 72
MutualFirst Financial Inc. 2,926 69
* HMN Financial Inc. 5,890 69
* First Marblehead Corp. 19,724 68
Bank of Marin Bancorp 1,395 67
Baldwin & Lyons Inc. 2,995 65
Atlantic American Corp. 15,700 63
* Anchor BanCorp Wisconsin Inc. 1,482 63
Meta Financial Group Inc. 1,476 62
Kansas City Life Insurance Co. 1,298 61
* Polonia Bancorp Inc. 4,500 60
Newcastle Investment Corp. 13,426 59
Investors Title Co. 812 59
C&F Financial Corp. 1,595 58
United Bancshares Inc. 3,700 58
Five Oaks Investment Corp. 8,913 56

 

 

* Franklin Financial Network Inc. 2,502 56
* FRP Holdings Inc. 1,824 55
* Impac Mortgage Holdings Inc. 3,300 54
  United Bancorp Inc. 5,633 52
  First Savings Financial Group Inc. 1,513 52
  Northeast Community Bancorp Inc. 6,742 51
  HopFed Bancorp Inc. 4,115 49
* First United Corp. 5,917 49
* Performant Financial Corp. 19,911 48
  Bar Harbor Bankshares 1,497 48
* Furiex Pharmaceuticals Inc. CVR 4,885 48
2 Federal Agricultural Mortgage Corp. 1,811 47
  Community West Bancshares 6,600 46
  Hingham Institution for Savings 378 44
* Ashford Inc. 669 42
* AV Homes Inc. 3,128 42
  Wheeler REIT Inc. 21,117 40
* JG Wentworth Co. Class A 8,050 40
  MidSouth Bancorp Inc. 3,241 38
  IF Bancorp Inc. 2,200 38
  Northeast Bancorp 3,351 36
  Cheviot Financial Corp. 2,571 36
  Ellington Residential Mortgage REIT 2,900 35
  Stonegate Bank 1,017 32
2 Federal Agricultural Mortgage Corp. Class A 1,200 32
* Asta Funding Inc. 3,563 30
  First Capital Bancorp Inc. 6,000 29
* First Acceptance Corp. 10,492 28
  Alliance Bancorp Inc. of Pennsylvania 1,100 26
  National Storage Affiliates Trust 1,700 23
  Salisbury Bancorp Inc. 798 23
  Eastern Virginia Bankshares Inc. 3,288 22
  River Valley Bancorp 980 22
  United Community Bancorp 1,400 21
  MidWestOne Financial Group Inc. 642 19
^,* RCS Capital Corp. Class A 22,652 18
* Hemisphere Media Group Inc. Class A 1,300 18
  Gladstone Land Corp. 1,800 17
  Middleburg Financial Corp. 873 15
  Great Ajax Corp. 1,239 15
  FXCM Inc. Class A 15,399 13
  Jernigan Capital Inc. 760 13
* Transcontinental Realty Investors Inc. 1,046 13
* 1347 Property Insurance Holdings Inc. 1,800 13
* Royal Bancshares of Pennsylvania Inc. 6,217 13
  HMG/Courtland Properties Inc. 999 12
  Athens Bancshares Corp. 400 11
* Citizens First Corp. 700 9
* Malvern Bancorp Inc. 500 8
* Maui Land & Pineapple Co. Inc. 1,499 8
  Madison County Financial Inc. 368 8
* Carolina Bank Holdings Inc. 500 7
  US Global Investors Inc. Class A 3,469 6
  Investar Holding Corp. 300 5
* Cordia Bancorp Inc. 1,200 4
  WVS Financial Corp. 400 4
* Hamilton Bancorp Inc. 300 4
* Atlanticus Holdings Corp. 758 3

 

 

* Third Point Reinsurance Ltd. 183 2
Home Federal Bancorp Inc. 55 1
* Ambit Biosciences Corp. CVR Rights 1,900 1
    2,871,995
Health Care (8.0%)    
Johnson & Johnson 1,956,032 182,596
Pfizer Inc. 4,373,663 137,377
Gilead Sciences Inc. 1,049,015 103,003
Merck & Co. Inc. 1,990,277 98,300
UnitedHealth Group Inc. 675,705 78,389
* Allergan plc 279,740 76,036
Amgen Inc. 539,239 74,588
Bristol-Myers Squibb Co. 1,187,705 70,312
Medtronic plc 987,608 66,110
AbbVie Inc. 1,150,890 62,620
* Celgene Corp. 561,860 60,776
Eli Lilly & Co. 710,833 59,490
* Biogen Inc. 168,469 49,161
Abbott Laboratories 1,066,636 42,900
* Express Scripts Holding Co. 499,943 40,475
Thermo Fisher Scientific Inc. 292,372 35,751
Aetna Inc. 246,890 27,012
* Alexion Pharmaceuticals Inc. 168,106 26,290
Anthem Inc. 187,179 26,205
* Regeneron Pharmaceuticals Inc. 54,023 25,128
Cigna Corp. 183,925 24,834
Stryker Corp. 215,075 20,239
Becton Dickinson and Co. 147,027 19,505
Humana Inc. 105,073 18,808
* Vertex Pharmaceuticals Inc. 179,618 18,705
* HCA Holdings Inc. 236,272 18,278
* Illumina Inc. 102,744 18,064
* Boston Scientific Corp. 982,373 16,121
Perrigo Co. plc 96,591 15,191
Zoetis Inc. 321,360 13,234
Baxter International Inc. 391,351 12,856
* Incyte Corp. 116,331 12,835
St. Jude Medical Inc. 195,790 12,352
* Intuitive Surgical Inc. 26,491 12,175
Baxalta Inc. 384,551 12,117
* BioMarin Pharmaceutical Inc. 114,503 12,059
* Mylan NV 286,341 11,528
Zimmer Biomet Holdings Inc. 119,103 11,187
* Edwards Lifesciences Corp. 75,107 10,678
* Endo International plc 142,885 9,899
CR Bard Inc. 52,159 9,718
* DaVita HealthCare Partners Inc. 118,308 8,557
Universal Health Services Inc. Class B 63,189 7,887
* Henry Schein Inc. 57,660 7,653
* Laboratory Corp. of America Holdings 69,093 7,495
* Hologic Inc. 178,442 6,982
* Waters Corp. 54,712 6,467
* Alkermes plc 108,403 6,360
Quest Diagnostics Inc. 99,853 6,138
ResMed Inc. 105,129 5,357
* Jazz Pharmaceuticals plc 39,964 5,308
* Mallinckrodt plc 81,162 5,189

 

 

* Varian Medical Systems Inc. 68,821 5,078
* MEDNAX Inc. 65,684 5,044
Cooper Cos. Inc. 33,334 4,962
DENTSPLY International Inc. 96,116 4,861
* IDEXX Laboratories Inc. 64,578 4,795
* Medivation Inc. 111,638 4,745
* DexCom Inc. 54,819 4,707
* Envision Healthcare Holdings Inc. 127,604 4,695
* Sirona Dental Systems Inc. 44,771 4,179
* Centene Corp. 73,794 4,002
* United Therapeutics Corp. 30,361 3,985
* Quintiles Transnational Holdings Inc. 54,766 3,810
* Alnylam Pharmaceuticals Inc. 46,538 3,740
Teleflex Inc. 28,727 3,568
* Community Health Systems Inc. 82,114 3,512
* Isis Pharmaceuticals Inc. 82,489 3,334
* Anacor Pharmaceuticals Inc. 27,384 3,223
* Health Net Inc. 50,554 3,044
STERIS Corp. 45,637 2,965
* Brookdale Senior Living Inc. 128,249 2,945
* Alere Inc. 59,834 2,881
* Seattle Genetics Inc. 72,377 2,791
* Tenet Healthcare Corp. 75,457 2,786
West Pharmaceutical Services Inc. 50,931 2,756
* Team Health Holdings Inc. 49,878 2,695
* Align Technology Inc. 47,215 2,680
* Acadia Healthcare Co. Inc. 39,700 2,631
* WellCare Health Plans Inc. 30,371 2,617
Patterson Cos. Inc. 60,369 2,611
* Amsurg Corp. 33,295 2,587
* Neurocrine Biosciences Inc. 64,862 2,581
* Thoratec Corp. 40,673 2,573
* ABIOMED Inc. 26,041 2,416
Bio-Techne Corp. 25,620 2,369
* PAREXEL International Corp. 38,146 2,362
HealthSouth Corp. 60,198 2,310
* Cepheid 49,703 2,247
* LifePoint Health Inc. 30,534 2,165
* Ultragenyx Pharmaceutical Inc. 21,701 2,090
* Charles River Laboratories International Inc. 32,553 2,068
Hill-Rom Holdings Inc. 39,281 2,042
* Molina Healthcare Inc. 28,656 1,973
* Clovis Oncology Inc. 20,937 1,925
* Dyax Corp. 100,813 1,925
* Bio-Rad Laboratories Inc. Class A 14,147 1,900
* Bluebird Bio Inc. 22,174 1,897
* OPKO Health Inc. 224,681 1,890
* Myriad Genetics Inc. 50,182 1,881
* Medicines Co. 49,067 1,863
* ACADIA Pharmaceuticals Inc. 55,278 1,828
* Intercept Pharmaceuticals Inc. 10,957 1,817
* NuVasive Inc. 37,176 1,793
* Horizon Pharma plc 90,365 1,791
* Impax Laboratories Inc. 47,614 1,676
* Prestige Brands Holdings Inc. 36,279 1,638
Healthcare Services Group Inc. 47,125 1,588
* Catalent Inc. 64,462 1,566
* Akorn Inc. 54,927 1,566

 

 

* Puma Biotechnology Inc. 19,343 1,458
  Cantel Medical Corp. 25,505 1,446
* Masimo Corp. 37,233 1,436
* Radius Health Inc. 20,133 1,395
  Owens & Minor Inc. 43,665 1,395
* Integra LifeSciences Holdings Corp. 23,062 1,373
* Agios Pharmaceuticals Inc. 19,346 1,366
* Portola Pharmaceuticals Inc. Class A 30,800 1,313
^,* Kite Pharma Inc. 23,292 1,297
* KYTHERA Biopharmaceuticals Inc. 16,651 1,248
* Bruker Corp. 75,790 1,245
* Novavax Inc. 175,422 1,240
* Exact Sciences Corp. 66,529 1,197
* Chimerix Inc. 31,222 1,193
* Ligand Pharmaceuticals Inc. 13,630 1,167
* Haemonetics Corp. 35,802 1,157
* Nektar Therapeutics 103,903 1,139
* ICU Medical Inc. 10,206 1,118
* Intrexon Corp. 34,985 1,113
* Neogen Corp. 24,282 1,092
* Amicus Therapeutics Inc. 77,869 1,089
* Magellan Health Inc. 18,946 1,050
* Insulet Corp. 39,591 1,026
* Halozyme Therapeutics Inc. 76,318 1,025
* Cyberonics Inc. 16,647 1,012
^,* Exelixis Inc. 178,780 1,003
* Pacira Pharmaceuticals Inc. 24,190 994
* Globus Medical Inc. 47,139 974
* IPC Healthcare Inc. 12,290 955
  CONMED Corp. 19,509 931
* AMAG Pharmaceuticals Inc. 23,389 929
^,* Juno Therapeutics Inc. 22,724 925
* Halyard Health Inc. 32,363 920
* Acorda Therapeutics Inc. 34,391 912
* Ironwood Pharmaceuticals Inc. Class A 86,916 906
  Kindred Healthcare Inc. 57,167 900
* TESARO Inc. 22,298 894
* Natus Medical Inc. 22,431 885
* ZS Pharma Inc. 12,945 850
* Depomed Inc. 45,061 849
* Sarepta Therapeutics Inc. 25,129 807
* Insmed Inc. 43,429 806
* Lannett Co. Inc. 19,022 790
* Air Methods Corp. 23,135 789
  Analogic Corp. 9,555 784
^,* ZIOPHARM Oncology Inc. 85,934 774
  Ensign Group Inc. 18,020 768
* Dynavax Technologies Corp. 31,077 763
* Momenta Pharmaceuticals Inc. 46,298 760
* ARIAD Pharmaceuticals Inc. 129,856 758
* INC Research Holdings Inc. Class A 18,700 748
* Cempra Inc. 26,804 746
* Celldex Therapeutics Inc. 70,147 739
  Abaxis Inc. 16,612 731
* Omnicell Inc. 23,211 722
* Merit Medical Systems Inc. 29,628 708
* Wright Medical Group Inc. 33,552 705
* Inogen Inc. 14,309 695

 

 

* MiMedx Group Inc. 71,711 692
* FibroGen Inc. 31,302 686
* Adeptus Health Inc. Class A 8,440 682
* Repligen Corp. 24,266 676
* BioCryst Pharmaceuticals Inc. 59,223 675
* Insys Therapeutics Inc. 23,352 665
  Select Medical Holdings Corp. 61,555 664
* Amedisys Inc. 17,343 659
* Zeltiq Aesthetics Inc. 20,538 658
* VWR Corp. 25,339 651
* Merrimack Pharmaceuticals Inc. 76,489 651
  PDL BioPharma Inc. 129,106 649
  Meridian Bioscience Inc. 36,545 625
* Endologix Inc. 50,416 618
* Ophthotech Corp. 15,152 614
* ImmunoGen Inc. 63,154 606
* PharMerica Corp. 21,176 603
^,* MannKind Corp. 187,718 603
* LDR Holding Corp. 17,384 600
* Alder Biopharmaceuticals Inc. 18,062 592
* Eagle Pharmaceuticals Inc. 7,970 590
* Orthofix International NV 17,270 583
* NewLink Genetics Corp. 16,004 574
* TherapeuticsMD Inc. 97,857 573
* Tornier NV 28,093 573
* NxStage Medical Inc. 35,878 566
* Surgical Care Affiliates Inc. 17,278 565
* PRA Health Sciences Inc. 14,490 563
* Emergent BioSolutions Inc. 19,260 549
* HeartWare International Inc. 10,236 535
* Sage Therapeutics Inc. 12,238 518
* Array BioPharma Inc. 111,760 510
* Heron Therapeutics Inc. 20,300 495
* PTC Therapeutics Inc. 18,333 489
* Nevro Corp. 10,545 489
^ Theravance Inc. 66,626 478
* Sucampo Pharmaceuticals Inc. Class A 23,507 467
* Achillion Pharmaceuticals Inc. 67,103 464
* Anika Therapeutics Inc. 14,241 453
* Revance Therapeutics Inc. 15,225 453
* Supernus Pharmaceuticals Inc. 32,138 451
* Zafgen Inc. 13,927 445
  US Physical Therapy Inc. 9,706 436
* Cynosure Inc. Class A 14,058 422
  Invacare Corp. 29,000 420
* Capital Senior Living Corp. 20,780 417
* Relypsa Inc. 22,500 416
* Intersect ENT Inc. 17,577 411
* Luminex Corp. 24,212 409
* Lexicon Pharmaceuticals Inc. 38,014 408
* Vanda Pharmaceuticals Inc. 35,307 398
* Quidel Corp. 20,812 393
* Geron Corp. 140,600 388
* Amphastar Pharmaceuticals Inc. 33,036 386
* Hanger Inc. 28,166 384
* Mirati Therapeutics Inc. 11,000 379
* Spark Therapeutics Inc. 9,059 378
^,* Omeros Corp. 34,470 378

 

 

* AngioDynamics Inc. 28,580 377
* Progenics Pharmaceuticals Inc. 65,800 376
* Spectranetics Corp. 31,726 374
* Aerie Pharmaceuticals Inc. 20,988 372
* Affymetrix Inc. 43,580 372
* Arena Pharmaceuticals Inc. 193,019 369
* Retrophin Inc. 17,842 361
* Synergy Pharmaceuticals Inc. 67,898 360
* LHC Group Inc. 8,033 360
^,* IGI Laboratories Inc. 54,800 358
* Acceleron Pharma Inc. 14,370 358
* Atara Biotherapeutics Inc. 11,365 357
* Genomic Health Inc. 16,575 351
  Atrion Corp. 934 350
* Synergetics USA Inc. 53,243 350
* MacroGenics Inc. 16,237 348
* HealthStream Inc. 15,923 347
* Spectrum Pharmaceuticals Inc. 57,174 342
* Raptor Pharmaceutical Corp. 55,423 335
* Sagent Pharmaceuticals Inc. 21,855 335
* Theravance Biopharma Inc. 30,321 333
* CorVel Corp. 10,154 328
* SciClone Pharmaceuticals Inc. 46,679 324
* Universal American Corp. 47,228 323
* ANI Pharmaceuticals Inc. 8,169 323
* K2M Group Holdings Inc. 17,275 321
  National HealthCare Corp. 5,271 321
* Aegerion Pharmaceuticals Inc. 23,504 320
* Zogenix Inc. 23,615 319
* Osiris Therapeutics Inc. 17,249 319
* Infinity Pharmaceuticals Inc. 37,700 319
* Sangamo BioSciences Inc. 56,245 317
^,* Rockwell Medical Inc. 40,599 313
* OraSure Technologies Inc. 70,179 312
* Corcept Therapeutics Inc. 82,598 311
* Cerus Corp. 68,320 310
* AtriCure Inc. 14,067 308
* La Jolla Pharmaceutical Co. 10,926 304
* BioDelivery Sciences International Inc. 53,300 296
* Albany Molecular Research Inc. 16,457 287
* Inovio Pharmaceuticals Inc. 49,399 286
  CryoLife Inc. 29,266 285
^,* Idera Pharmaceuticals Inc. 84,400 283
* Vascular Solutions Inc. 8,650 280
* Durect Corp. 142,232 277
* Collegium Pharmaceutical Inc. 12,540 277
* Cardiovascular Systems Inc. 17,433 276
* TG Therapeutics Inc. 27,012 272
* Aratana Therapeutics Inc. 31,800 269
* HMS Holdings Corp. 30,471 267
^,* Arrowhead Research Corp. 45,544 262
* Rigel Pharmaceuticals Inc. 103,061 255
* Accuray Inc. 50,696 253
* Esperion Therapeutics Inc. 10,600 250
* Agenus Inc. 54,100 249
^,* Accelerate Diagnostics Inc. 15,320 248
* Coherus Biosciences Inc. 12,335 247
^,* Keryx Biopharmaceuticals Inc. 69,117 243

 

 

* Endocyte Inc. 52,835 242
* Ocular Therapeutix Inc. 16,720 235
^,* Galena Biopharma Inc. 147,900 234
* Aimmune Therapeutics Inc. 9,120 231
* Flexion Therapeutics Inc. 15,105 224
* Civitas Solutions Inc. 9,564 219
^,* VIVUS Inc. 133,633 219
* Concert Pharmaceuticals Inc. 11,550 217
* Five Prime Therapeutics Inc. 14,000 215
* XenoPort Inc. 61,931 215
^,* ConforMIS Inc. 11,712 212
* ArQule Inc. 113,004 211
* Vermillion Inc. 103,067 208
* POZEN Inc. 35,678 208
* Epizyme Inc. 16,126 207
* BioTelemetry Inc. 16,900 207
* OncoMed Pharmaceuticals Inc. 12,252 203
* Foundation Medicine Inc. 10,862 200
* Pacific Biosciences of California Inc. 53,898 197
* Xencor Inc. 16,102 197
* Oncothyreon Inc. 71,680 196
* Triple-S Management Corp. Class B 10,944 195
* AcelRx Pharmaceuticals Inc. 62,922 192
^,* IsoRay Inc. 136,900 192
* CTI BioPharma Corp. 130,632 191
* Healthways Inc. 16,729 186
* Advaxis Inc. 18,105 185
^,* Fortress Biotech Inc. 70,300 183
* Exactech Inc. 10,475 183
* Seres Therapeutics Inc. 6,130 182
* RTI Surgical Inc. 31,405 178
* Pernix Therapeutics Holdings Inc. 56,276 178
* Regulus Therapeutics Inc. 27,019 177
* Northwest Biotherapeutics Inc. 27,506 172
* RadNet Inc. 30,936 172
^,* Organovo Holdings Inc. 63,912 171
* Anthera Pharmaceuticals Inc. 27,836 170
* Ignyta Inc. 19,184 168
* Lion Biotechnologies Inc. 29,150 168
* Harvard Bioscience Inc. 44,129 167
* BioSpecifics Technologies Corp. 3,792 165
* STAAR Surgical Co. 21,070 163
^,* Sequenom Inc. 92,513 162
* Trevena Inc. 15,300 158
* GenMark Diagnostics Inc. 19,800 156
^,* Tenax Therapeutics Inc. 51,000 155
* Threshold Pharmaceuticals Inc. 37,375 152
* PharmAthene Inc. 113,000 150
* Otonomy Inc. 8,329 148
* Synthetic Biologics Inc. 64,604 147
* SurModics Inc. 6,580 144
* NeoGenomics Inc. 24,938 143
^,* Peregrine Pharmaceuticals Inc. 136,113 139
* Sorrento Therapeutics Inc. 16,200 136
* AVEO Pharmaceuticals Inc. 112,100 136
* Almost Family Inc. 3,364 135
* Cara Therapeutics Inc. 9,400 134
* Catalyst Pharmaceuticals Inc. 44,127 132

 

 

* Natera Inc. 12,200 132
* Dermira Inc. 5,554 130
* Heska Corp. 4,200 128
* Paratek Pharmaceuticals Inc. 6,718 128
* CytRx Corp. 53,516 127
* Bovie Medical Corp. 63,973 127
* InVivo Therapeutics Holdings Corp. 14,655 126
* Chiasma Inc. 6,085 121
* Sientra Inc. 11,400 116
^,* Neuralstem Inc. 94,820 116
* Inotek Pharmaceuticals Corp. 12,000 113
* Enanta Pharmaceuticals Inc. 3,084 111
* Curis Inc. 55,000 111
* Immunomedics Inc. 63,470 109
* BioTime Inc. 35,579 107
* Bio-Path Holdings Inc. 92,672 106
* Enzo Biochem Inc. 33,179 105
* Pfenex Inc. 6,888 103
* Assembly Biosciences Inc. 10,700 102
* Trovagene Inc. 17,591 100
* Leap Wireless International Inc CVR 39,632 100
* Bellicum Pharmaceuticals Inc. 6,705 97
* NanoString Technologies Inc. 6,079 97
* Addus HomeCare Corp. 3,120 97
* SeaSpine Holdings Corp. 5,954 96
* Abeona Therapeutics Inc. 22,600 92
* Pain Therapeutics Inc. 48,044 88
* Ardelyx Inc. 4,779 83
* pSivida Corp. 22,454 82
* Cytokinetics Inc. 12,200 82
* Provectus Biopharmaceuticals Inc. Class A 137,900 79
* Navidea Biopharmaceuticals Inc. 34,502 79
^,* iBio Inc. 113,000 77
* Versartis Inc. 6,633 76
* Medgenics Inc. 9,225 72
  Psychemedics Corp. 6,875 69
* Tobira Therapeutics Inc. 6,869 66
  Daxor Corp. 7,259 63
^,* Unilife Corp. 63,954 63
* Immune Design Corp. 5,100 62
* Blueprint Medicines Corp. 2,793 60
* OXiGENE Inc. 61,300 57
* Adamas Pharmaceuticals Inc. 3,245 54
* Cumberland Pharmaceuticals Inc. 9,063 52
* Mast Therapeutics Inc. 88,377 51
* Antares Pharma Inc. 29,900 51
* XBiotech Inc. 3,399 51
* Wright Medical Group Inc. CVR Exp. 12/31/2049 11,147 50
* Tandem Diabetes Care Inc. 5,683 50
* Repros Therapeutics Inc. 6,681 50
* Cesca Therapeutics Inc. 92,705 49
* AAC Holdings Inc. 2,200 49
^,* CytoSorbents Corp. 7,600 48
* Vitae Pharmaceuticals Inc. 4,300 47
* Derma Sciences Inc. 10,020 47
^,* Rexahn Pharmaceuticals Inc. 90,651 47
* BioScrip Inc. 24,640 46
* Asterias Biotherapeutics Inc. 11,351 44

 

 

* Tetraphase Pharmaceuticals Inc. 5,700 43
* Apricus Biosciences Inc. 27,117 40
* Vical Inc. 85,595 39
* Synta Pharmaceuticals Corp. 21,275 37
* Verastem Inc. 20,629 37
* ERBA Diagnostics Inc. 18,367 36
* Alphatec Holdings Inc. 108,638 36
* Catalyst Biosciences Inc. 7,299 34
Utah Medical Products Inc. 630 34
* Genocea Biosciences Inc. 4,800 33
* Biolase Inc. 34,760 31
* NanoViricides Inc. 25,438 30
* Alimera Sciences Inc. 13,630 30
* Five Star Quality Care Inc. 9,634 30
* OncoGenex Pharmaceuticals Inc. 13,220 29
* Athersys Inc. 26,580 29
* OvaScience Inc. 3,400 29
Digirad Corp. 7,706 29
* Orexigen Therapeutics Inc. 13,437 28
* Tonix Pharmaceuticals Holding Corp. 5,300 28
* Nobilis Health Corp. 5,295 28
* PhotoMedex Inc. 52,800 27
* Avinger Inc. 1,835 27
* Sunesis Pharmaceuticals Inc. 33,100 27
* EnteroMedics Inc. 95,818 25
* Symmetry Surgical Inc. 2,776 25
* StemCells Inc. 58,474 25
* Entellus Medical Inc. 1,296 23
* Hansen Medical Inc. 6,010 23
* ChemoCentryx Inc. 3,701 22
* Cutera Inc. 1,663 22
Birner Dental Management Services Inc. 1,699 22
* vTv Therapeutics Inc. Class A 3,224 21
* Alliance HealthCare Services Inc. 1,935 19
* Ampio Pharmaceuticals Inc. 6,400 18
* Glaukos Corp. 760 18
* Hemispherx Biopharma Inc. 99,201 17
* Cidara Therapeutics Inc. 1,325 17
* InfuSystems Holdings Inc. 5,850 16
* Catabasis Pharmaceuticals Inc. 1,900 15
* T2 Biosystems Inc. 1,700 15
* aTyr Pharma Inc. 1,411 14
* REGENXBIO Inc. 651 14
* Calithera Biosciences Inc. 2,496 14
* Carbylan Therapeutics Inc. 3,771 13
* Flex Pharma Inc. 1,080 13
* Achaogen Inc. 2,200 13
* CorMedix Inc. 6,214 12
* Caladrius Biosciences Inc. 8,272 12
* Genesis Healthcare Inc. 1,829 11
* Nivalis Therapeutics Inc. 864 11
* Stemline Therapeutics Inc. 1,200 11
* Teladoc Inc. 430 10
* Neothetics Inc. 1,080 9
* Cyclacel Pharmaceuticals Inc. 14,981 8
* Cardica Inc. 23,874 7
* Neos Therapeutics Inc. 324 7
* Penumbra Inc. 160 6

 

 

* Presbia plc 1,100 6
* EndoChoice Holdings Inc. 525 6
* Bioanalytical Systems Inc. 3,300 6
* ImmunoCellular Therapeutics Ltd. 13,500 6
* Omthera Pharmaceuticals Inc. CVR 9,400 6
* Egalet Corp. 400 5
* Invitae Corp. 713 5
* HTG Molecular Diagnostics Inc. 550 4
* Discovery Laboratories Inc. 13,681 4
* NuPathe Inc. CVR 6,287 4
* Veracyte Inc. 803 4
* Cogentix Medical Inc. 1,762 2
* Ocata Therapeutics Inc. 439 2
* Harvard Apparatus Regenerative Technology Inc. 1,991 2
* Acura Pharmaceuticals Inc. 565 1
* NovaBay Pharmaceuticals Inc. 2,175 1
* ContraVir Pharmaceuticals Inc. 152 —
    2,013,954
Industrials (7.2%)    
General Electric Co. 7,149,306 180,305
3M Co. 454,203 64,392
Boeing Co. 458,159 59,996
Union Pacific Corp. 624,163 55,182
United Technologies Corp. 602,754 53,639
Honeywell International Inc. 531,172 50,297
United Parcel Service Inc. Class B 493,993 48,752
Accenture plc Class A 443,857 43,613
Lockheed Martin Corp. 188,677 39,115
Danaher Corp. 410,963 35,018
Caterpillar Inc. 441,294 28,843
FedEx Corp. 187,759 27,034
General Dynamics Corp. 194,030 26,766
Automatic Data Processing Inc. 332,264 26,701
* PayPal Holdings Inc. 822,226 25,522
Raytheon Co. 214,352 23,420
Northrop Grumman Corp. 133,240 22,111
Precision Castparts Corp. 92,860 21,331
Emerson Electric Co. 476,827 21,061
CSX Corp. 699,607 18,819
Illinois Tool Works Inc. 221,394 18,223
TE Connectivity Ltd. 289,634 17,346
Eaton Corp. plc 332,799 17,073
Deere & Co. 230,418 17,051
Norfolk Southern Corp. 212,250 16,216
Waste Management Inc. 314,773 15,679
* LinkedIn Corp. Class A 80,602 15,325
Cummins Inc. 132,026 14,335
* Fiserv Inc. 162,896 14,108
Fidelity National Information Services Inc. 197,139 13,224
PACCAR Inc. 251,153 13,103
Sherwin-Williams Co. 55,848 12,442
Roper Technologies Inc. 71,036 11,131
Amphenol Corp. Class A 212,578 10,833
Paychex Inc. 224,698 10,702
* Alliance Data Systems Corp. 41,308 10,698
Tyco International plc 289,381 9,683
Ingersoll-Rand plc 189,252 9,608

 

 

WestRock Co. 184,065 9,468
Rockwell Automation Inc. 92,549 9,391
Parker-Hannifin Corp. 95,878 9,329
WW Grainger Inc. 41,395 8,900
AMETEK Inc. 166,100 8,690
Vulcan Materials Co. 94,061 8,390
Agilent Technologies Inc. 244,111 8,380
* Stericycle Inc. 58,643 8,170
* Verisk Analytics Inc. Class A 109,625 8,102
Xerox Corp. 788,508 7,672
* FleetCor Technologies Inc. 55,508 7,639
* TransDigm Group Inc. 35,921 7,630
Rockwell Collins Inc. 91,011 7,448
Martin Marietta Materials Inc. 45,886 6,972
Republic Services Inc. Class A 169,091 6,967
Sealed Air Corp. 148,367 6,955
Kansas City Southern 76,024 6,909
CH Robinson Worldwide Inc. 100,340 6,801
Fastenal Co. 181,868 6,658
Expeditors International of Washington Inc. 140,812 6,625
Textron Inc. 171,797 6,466
Dover Corp. 110,478 6,317
Pentair plc 123,698 6,314
Masco Corp. 239,674 6,035
Towers Watson & Co. Class A 51,091 5,997
Ball Corp. 94,850 5,900
Wabtec Corp. 63,171 5,562
* Mettler-Toledo International Inc. 19,237 5,478
L-3 Communications Holdings Inc. 51,139 5,345
Global Payments Inc. 45,806 5,255
Acuity Brands Inc. 29,886 5,247
Fortune Brands Home & Security Inc. 109,625 5,204
Total System Services Inc. 114,117 5,184
* Sensata Technologies Holding NV 116,875 5,182
Cintas Corp. 59,294 5,084
* Spirit AeroSystems Holdings Inc. Class A 97,653 4,721
JB Hunt Transport Services Inc. 64,231 4,586
Broadridge Financial Solutions Inc. 82,599 4,572
Robert Half International Inc. 88,359 4,520
* Vantiv Inc. Class A 100,598 4,519
ManpowerGroup Inc. 53,985 4,421
* Crown Holdings Inc. 96,035 4,394
Fluor Corp. 100,813 4,269
Packaging Corp. of America 69,922 4,207
Waste Connections Inc. 85,360 4,147
Xylem Inc. 124,844 4,101
* United Rentals Inc. 68,290 4,101
* Flextronics International Ltd. 387,937 4,089
Avnet Inc. 93,591 3,994
Allegion plc 69,058 3,982
Jack Henry & Associates Inc. 56,477 3,931
* HD Supply Holdings Inc. 137,300 3,930
Carlisle Cos. Inc. 44,801 3,915
Macquarie Infrastructure Corp. 52,150 3,894
IDEX Corp. 53,802 3,836
Flowserve Corp. 92,478 3,805
* Arrow Electronics Inc. 67,413 3,727
ADT Corp. 123,197 3,684

 

 

* CoStar Group Inc. 21,211 3,671
Valspar Corp. 50,403 3,623
Huntington Ingalls Industries Inc. 33,571 3,597
* Keysight Technologies Inc. 116,255 3,585
PerkinElmer Inc. 77,958 3,583
* Quanta Services Inc. 143,395 3,472
AO Smith Corp. 52,457 3,420
Lennox International Inc. 29,684 3,364
Owens Corning 77,509 3,248
* Jacobs Engineering Group Inc. 86,582 3,241
B/E Aerospace Inc. 73,114 3,210
Hexcel Corp. 66,678 2,991
AptarGroup Inc. 45,342 2,991
Allison Transmission Holdings Inc. 111,826 2,985
Hubbell Inc. Class B 34,919 2,966
Orbital ATK Inc. 41,088 2,953
* Trimble Navigation Ltd. 178,673 2,934
Graphic Packaging Holding Co. 227,424 2,909
* Genpact Ltd. 122,463 2,891
* AECOM 104,928 2,887
* Zebra Technologies Corp. 35,689 2,732
Ryder System Inc. 36,666 2,715
FLIR Systems Inc. 96,922 2,713
Graco Inc. 40,419 2,709
Jabil Circuit Inc. 120,883 2,704
MAXIMUS Inc. 45,342 2,701
* Old Dominion Freight Line Inc. 44,264 2,700
^ Chicago Bridge & Iron Co. NV 67,308 2,669
Bemis Co. Inc. 67,380 2,666
Donaldson Co. Inc. 94,481 2,653
* Owens-Illinois Inc. 127,558 2,643
Sonoco Products Co. 69,832 2,635
* Euronet Worldwide Inc. 35,509 2,631
* Berry Plastics Group Inc. 85,579 2,573
* Kirby Corp. 41,510 2,572
Toro Co. 36,400 2,568
Nordson Corp. 39,270 2,472
Lincoln Electric Holdings Inc. 47,124 2,471
Trinity Industries Inc. 108,913 2,469
AGCO Corp. 52,093 2,429
Eagle Materials Inc. 35,215 2,409
MDU Resources Group Inc. 134,789 2,318
* CoreLogic Inc. 62,136 2,313
* WEX Inc. 26,593 2,309
Air Lease Corp. Class A 73,037 2,258
National Instruments Corp. 79,744 2,216
* Genesee & Wyoming Inc. Class A 36,755 2,171
Watsco Inc. 17,733 2,101
RR Donnelley & Sons Co. 143,868 2,095
FEI Co. 28,626 2,091
ITT Corp. 61,607 2,060
MSC Industrial Direct Co. Inc. Class A 33,331 2,034
* Teledyne Technologies Inc. 21,887 1,976
Oshkosh Corp. 54,121 1,966
Cognex Corp. 56,974 1,958
BWX Technologies Inc. 74,124 1,954
Landstar System Inc. 30,643 1,945
Deluxe Corp. 34,454 1,920

 

 

  Con-way Inc. 40,025 1,899
  Booz Allen Hamilton Holding Corp. Class A 70,988 1,861
  Curtiss-Wright Corp. 29,561 1,845
  EMCOR Group Inc. 41,220 1,824
* IPG Photonics Corp. 23,700 1,800
* Colfax Corp. 59,597 1,783
  World Fuel Services Corp. 49,655 1,778
  HEICO Corp. Class A 38,797 1,762
  Regal Beloit Corp. 31,019 1,751
  KBR Inc. 99,833 1,663
  CLARCOR Inc. 34,630 1,651
  Woodward Inc. 40,482 1,648
  EnerSys 30,695 1,645
* USG Corp. 60,631 1,614
  CEB Inc. 23,167 1,583
  Silgan Holdings Inc. 29,527 1,537
  Heartland Payment Systems Inc. 24,158 1,522
* Clean Harbors Inc. 34,384 1,512
  Crane Co. 32,013 1,492
  Timken Co. 53,674 1,476
  Terex Corp. 80,314 1,441
* Generac Holdings Inc. 47,746 1,437
  Triumph Group Inc. 34,070 1,434
  Littelfuse Inc. 15,706 1,432
  Korn/Ferry International 42,992 1,422
* WESCO International Inc. 30,520 1,418
  Convergys Corp. 61,336 1,417
* Louisiana-Pacific Corp. 98,431 1,402
* Esterline Technologies Corp. 19,494 1,401
  Valmont Industries Inc. 14,573 1,383
  Belden Inc. 29,454 1,375
  Covanta Holding Corp. 78,404 1,368
  Kennametal Inc. 54,697 1,361
  Manitowoc Co. Inc. 90,452 1,357
  GATX Corp. 30,546 1,349
* Advisory Board Co. 29,292 1,334
^,* XPO Logistics Inc. 55,878 1,332
^,* Ambarella Inc. 22,867 1,321
* Moog Inc. Class A 24,238 1,311
* KLX Inc. 36,557 1,307
* Cimpress NV 17,107 1,302
* Armstrong World Industries Inc. 26,811 1,280
  Barnes Group Inc. 34,335 1,238
* Sanmina Corp. 56,876 1,215
* Masonite International Corp. 19,892 1,205
* FTI Consulting Inc. 28,883 1,199
* On Assignment Inc. 32,316 1,192
* Imperva Inc. 18,032 1,181
* Greatbatch Inc. 20,856 1,177
  Mueller Industries Inc. 39,584 1,171
  Matson Inc. 30,157 1,161
  UniFirst Corp. 10,678 1,141
* Anixter International Inc. 19,598 1,132
  ABM Industries Inc. 40,043 1,094
^,* NeuStar Inc. Class A 40,159 1,093
  Tetra Tech Inc. 44,889 1,091
* Proto Labs Inc. 16,100 1,079
* WageWorks Inc. 23,800 1,073

 

 

* AMN Healthcare Services Inc. 35,706 1,072
Simpson Manufacturing Co. Inc. 31,993 1,071
Brink's Co. 39,282 1,061
* Knowles Corp. 57,082 1,052
G&K Services Inc. Class A 15,463 1,030
* Huron Consulting Group Inc. 16,371 1,024
* TASER International Inc. 45,565 1,004
Knight Transportation Inc. 41,167 988
* Universal Display Corp. 28,899 980
Mobile Mini Inc. 31,740 977
Aircastle Ltd. 47,276 974
* Cardtronics Inc. 29,387 961
* Rexnord Corp. 56,590 961
MSA Safety Inc. 23,976 958
* DigitalGlobe Inc. 50,357 958
Heartland Express Inc. 47,963 956
Applied Industrial Technologies Inc. 24,978 953
* OSI Systems Inc. 12,359 951
Essendant Inc. 29,249 949
Watts Water Technologies Inc. Class A 17,869 944
Apogee Enterprises Inc. 20,876 932
* SPX FLOW Inc. 26,738 921
Sturm Ruger & Co. Inc. 15,487 909
* Swift Transportation Co. 60,138 903
* RBC Bearings Inc. 15,095 902
Forward Air Corp. 21,446 890
* Headwaters Inc. 47,158 887
* Coherent Inc. 16,135 883
Vishay Intertechnology Inc. 90,938 881
* Plexus Corp. 22,723 877
Mueller Water Products Inc. Class A 112,758 864
* Hub Group Inc. Class A 23,173 844
Comfort Systems USA Inc. 30,768 839
Granite Construction Inc. 27,688 822
Outerwall Inc. 14,354 817
* TopBuild Corp. 26,319 815
AZZ Inc. 16,492 803
EVERTEC Inc. 42,740 772
* Benchmark Electronics Inc. 35,435 771
Advanced Drainage Systems Inc. 26,301 761
* MasTec Inc. 47,883 758
Actuant Corp. Class A 40,767 750
Methode Electronics Inc. 22,836 728
Werner Enterprises Inc. 28,843 724
Franklin Electric Co. Inc. 26,429 720
Universal Forest Products Inc. 12,347 712
Brady Corp. Class A 35,869 705
* Sykes Enterprises Inc. 27,649 705
Insperity Inc. 16,004 703
Otter Tail Corp. 26,827 699
* American Woodmark Corp. 10,724 696
* ExlService Holdings Inc. 18,836 696
Tennant Co. 12,372 695
Greif Inc. Class A 21,632 690
Exponent Inc. 15,273 681
Standex International Corp. 8,993 678
Cubic Corp. 16,040 673
* Atlas Air Worldwide Holdings Inc. 19,462 673

 

 

* Trex Co. Inc. 20,068 669
* ExamWorks Group Inc. 22,791 666
* Continental Building Products Inc. 32,244 662
* II-VI Inc. 40,912 658
Multi-Color Corp. 8,475 648
* TrueBlue Inc. 28,829 648
* Rogers Corp. 12,000 638
* Boise Cascade Co. 25,237 636
* Meritor Inc. 59,788 636
* LifeLock Inc. 72,414 634
* Aerojet Rocketdyne Holdings Inc. 39,023 631
* Smith & Wesson Holding Corp. 37,397 631
* TriNet Group Inc. 37,499 630
John Bean Technologies Corp. 16,323 624
* Itron Inc. 19,379 618
ESCO Technologies Inc. 17,180 617
Griffon Corp. 38,954 614
AAON Inc. 31,521 611
* Babcock & Wilcox Enterprises Inc. 35,912 603
Greenbrier Cos. Inc. 18,681 600
Raven Industries Inc. 35,235 597
* Wabash National Corp. 56,274 596
* Veeco Instruments Inc. 28,910 593
Materion Corp. 19,737 593
Federal Signal Corp. 41,647 571
Kaman Corp. 15,791 566
Primoris Services Corp. 31,454 563
* PHH Corp. 39,399 556
* Monster Worldwide Inc. 85,423 548
US Ecology Inc. 12,545 548
EnPro Industries Inc. 13,922 545
MTS Systems Corp. 8,988 540
* Aegion Corp. Class A 32,397 534
Kforce Inc. 20,244 532
* Tutor Perini Corp. 32,211 530
* Builders FirstSource Inc. 40,184 510
Badger Meter Inc. 8,607 500
Encore Wire Corp. 15,150 495
Lindsay Corp. 7,147 484
Harsco Corp. 53,415 484
* Saia Inc. 15,607 483
* Navigant Consulting Inc. 30,277 482
Resources Connection Inc. 31,933 481
* MYR Group Inc. 18,366 481
Joy Global Inc. 31,865 476
* Rofin-Sinar Technologies Inc. 18,325 475
* Wesco Aircraft Holdings Inc. 38,593 471
CTS Corp. 25,355 469
* Navistar International Corp. 36,844 469
Ennis Inc. 26,678 463
Altra Industrial Motion Corp. 19,888 460
* Patrick Industries Inc. 11,627 459
* TriMas Corp. 27,962 457
Albany International Corp. 15,959 457
* Summit Materials Inc. Class A 24,088 452
AAR Corp. 23,594 448
AVX Corp. 34,043 446
* Astronics Corp. 10,986 444

 

 

* TransUnion 17,629 443
  ArcBest Corp. 16,782 432
  McGrath RentCorp 16,187 432
* M/A-COM Technology Solutions Holdings Inc. 14,801 429
  General Cable Corp. 35,941 428
  Quanex Building Products Corp. 23,333 424
  TeleTech Holdings Inc. 15,473 415
  Barrett Business Services Inc. 9,574 411
  CIRCOR International Inc. 9,989 401
  Argan Inc. 11,479 398
* Inovalon Holdings Inc. Class A 19,088 398
  Kadant Inc. 9,937 388
  Viad Corp. 13,356 387
* PGT Inc. 31,304 384
  Quad/Graphics Inc. 31,733 384
* Lydall Inc. 13,206 376
  Schnitzer Steel Industries Inc. 26,800 363
* FARO Technologies Inc. 10,277 360
  Astec Industries Inc. 10,710 359
  Landauer Inc. 9,599 355
* DHI Group Inc. 48,222 353
  H&E Equipment Services Inc. 21,004 351
* RPX Corp. 25,431 349
* ICF International Inc. 11,385 346
* Nortek Inc. 5,446 345
* Team Inc. 10,652 342
* Paylocity Holding Corp. 11,347 340
* Installed Building Products Inc. 13,459 340
^,* Rentrak Corp. 6,203 335
  Sun Hydraulics Corp. 12,172 334
* CBIZ Inc. 33,685 331
* TTM Technologies Inc. 52,952 330
* Thermon Group Holdings Inc. 15,720 323
  SPX Corp. 26,738 319
  Gorman-Rupp Co. 13,137 315
  Columbus McKinnon Corp. 16,443 299
  ManTech International Corp. Class A 11,600 298
* Air Transport Services Group Inc. 34,858 298
  Alamo Group Inc. 6,371 298
* Cross Country Healthcare Inc. 21,647 295
* Great Lakes Dredge & Dock Corp. 57,694 291
* ARC Document Solutions Inc. 48,472 288
  Park-Ohio Holdings Corp. 9,929 287
* Engility Holdings Inc. 10,820 279
  Celadon Group Inc. 17,274 277
* Roadrunner Transportation Systems Inc. 14,952 275
* Fabrinet 14,801 271
  Hyster-Yale Materials Handling Inc. 4,652 269
  Cass Information Systems Inc. 5,399 265
* Furmanite Corp. 43,495 264
* Echo Global Logistics Inc. 13,455 264
  Myers Industries Inc. 19,177 257
* GP Strategies Corp. 11,233 256
  Marten Transport Ltd. 15,709 254
* Everi Holdings Inc. 48,264 248
  Kelly Services Inc. Class A 17,456 247
  NN Inc. 13,232 245
^,* MicroVision Inc. 76,700 245

 

 

* Gibraltar Industries Inc. 13,317 244
* Newport Corp. 17,500 241
* US Concrete Inc. 4,900 234
* Landec Corp. 19,722 230
* NCI Building Systems Inc. 20,628 218
* YRC Worldwide Inc. 16,368 217
  American Science & Engineering Inc. 5,972 212
  Checkpoint Systems Inc. 29,143 211
  American Railcar Industries Inc. 5,836 211
* Lionbridge Technologies Inc. 42,174 208
  Insteel Industries Inc. 12,734 205
* Layne Christensen Co. 30,508 198
* Kimball Electronics Inc. 16,140 193
  Daktronics Inc. 21,381 185
* Era Group Inc. 12,077 181
  VSE Corp. 4,496 180
* Energy Focus Inc. 15,200 180
* Stock Building Supply Holdings Inc. 10,190 179
* Aerovironment Inc. 8,950 179
^,* Image Sensing Systems Inc. 48,663 179
  Heidrick & Struggles International Inc. 8,960 174
* PowerSecure International Inc. 15,022 173
  Park Electrochemical Corp. 9,837 173
* Perma-Fix Environmental Services 42,266 172
  Douglas Dynamics Inc. 8,604 171
* Maxwell Technologies Inc. 31,497 171
  Graham Corp. 9,637 170
  Allied Motion Technologies Inc. 9,545 170
* Vicor Corp. 16,344 167
  Miller Industries Inc. 8,444 165
  Mesa Laboratories Inc. 1,476 164
  TAL International Group Inc. 11,644 159
^ Eagle Bulk Shipping Inc. 26,631 158
* UFP Technologies Inc. 6,907 158
  Electro Rent Corp. 14,869 154
  NACCO Industries Inc. Class A 3,223 153
  Powell Industries Inc. 4,976 150
* PAM Transportation Services Inc. 4,524 150
* Yodlee Inc. 9,241 149
* InnerWorkings Inc. 23,576 147
* Covenant Transportation Group Inc. Class A 8,013 144
* USA Truck Inc. 8,261 142
* Casella Waste Systems Inc. Class A 24,516 142
* GSI Group Inc. 11,103 141
  TimkenSteel Corp. 13,836 140
* Ducommun Inc. 6,959 140
  Black Box Corp. 9,400 139
* Bazaarvoice Inc. 30,457 137
  Omega Flex Inc. 4,103 137
* Ameresco Inc. Class A 23,222 137
  Bel Fuse Inc. Class B 6,954 135
* CAI International Inc. 13,158 133
* Vertex Energy Inc. 60,960 130
* Xerium Technologies Inc. 10,010 130
  United States Lime & Minerals Inc. 2,799 128
* Ply Gem Holdings Inc. 10,864 127
* AEP Industries Inc. 2,200 126
  Acacia Research Corp. 13,873 126

 

 

* Mistras Group Inc. 9,486 122
* Transcat Inc. 12,510 122
  Global Brass & Copper Holdings Inc. 5,900 121
* Milacron Holdings Corp. 6,852 120
* ServiceSource International Inc. 28,100 112
* Willis Lease Finance Corp. 6,897 112
  NVE Corp. 2,268 110
  FreightCar America Inc. 6,296 108
* Cenveo Inc. 57,102 107
* Evolent Health Inc. Class A 6,670 106
* CRA International Inc. 4,914 106
* SL Industries Inc. 3,000 102
  CECO Environmental Corp. 12,444 102
* Planet Payment Inc. 35,142 99
* Horizon Global Corp. 11,184 99
* Orion Marine Group Inc. 15,711 94
* Lawson Products Inc. 4,228 92
* EnerNOC Inc. 11,538 91
* Hill International Inc. 27,630 91
* Breeze-Eastern Corp. 6,398 89
  CDI Corp. 10,080 86
* Kemet Corp. 46,800 86
* Research Frontiers Inc. 16,958 86
  LSI Industries Inc. 10,179 86
* Vishay Precision Group Inc. 7,362 85
* TRC Cos. Inc. 7,085 84
  Ecology and Environment Inc. 6,994 82
* Kratos Defense & Security Solutions Inc. 18,934 80
* Onvia Inc. 18,400 76
  Spartan Motors Inc. 18,288 76
* Willdan Group Inc. 7,200 73
* Capstone Turbine Corp. 207,916 71
  Universal Truckload Services Inc. 4,425 69
* Rand Logistics Inc. 31,669 68
* DXP Enterprises Inc. 2,471 67
^,* AM Castle & Co. 29,679 66
* Multi-Fineline Electronix Inc. 3,788 63
* Key Technology Inc. 5,155 62
* Sterling Construction Co. Inc. 15,000 62
  Supreme Industries Inc. Class A 7,400 62
* Energy Recovery Inc. 28,699 61
  Hurco Cos. Inc. 2,292 60
  Crawford & Co. Class B 10,423 58
* LMI Aerospace Inc. 5,487 56
* Northwest Pipe Co. 4,297 56
* BlueLinx Holdings Inc. 79,277 55
* Sparton Corp. 2,504 54
* Franklin Covey Co. 3,286 53
* Heritage-Crystal Clean Inc. 4,692 48
* Integrated Electrical Services Inc. 6,083 47
^,* LightPath Technologies Inc. Class A 30,559 45
* American Superconductor Corp. 10,419 45
  Electro Scientific Industries Inc. 9,583 44
* Vicon Industries Inc. 27,903 43
* Hudson Global Inc. 16,731 42
* Intevac Inc. 8,995 41
* Press Ganey Holdings Inc. 1,374 41
  National Research Corp. Class A 3,281 39

 

 

* Air T Inc.   2,182 39
* CUI Global Inc.   7,433 38
* General Finance Corp.   9,883 37
  Twin Disc Inc.   2,898 36
  Chicago Rivet & Machine Co.   1,400 35
* Asure Software Inc.   6,100 35
* Ultralife Corp.   5,625 33
* PRGX Global Inc.   8,704 33
* Fuel Tech Inc.   16,944 32
* Aspen Aerogels Inc.   4,300 32
  Information Services Group Inc.   8,116 32
  International Shipholding Corp.   7,861 30
^,* ExOne Co.   4,186 28
^,* Revolution Lighting Technologies Inc.   29,463 28
* Rubicon Technology Inc.   25,320 26
  ModusLink Global Solutions Inc.   8,813 25
  Lincoln Educational Services Corp.   48,280 25
* Frequency Electronics Inc.   2,277 24
* Orion Energy Systems Inc.   13,048 23
* Continental Materials Corp.   1,577 23
* Sharps Compliance Corp.   2,564 22
* Accuride Corp.   7,300 20
* Broadwind Energy Inc.   9,748 20
  Houston Wire & Cable Co.   2,866 18
* AMREP Corp.   3,574 18
* CPI Aerostructures Inc.   1,800 16
* Echelon Corp.   25,619 15
* Patriot Transportation Holding Inc.   608 15
* Erickson Inc.   4,439 14
  National Research Corp. Class B   413 14
* Napco Security Technologies Inc.   2,048 12
* Ballantyne Strong Inc.   2,500 12
* American DG Energy Inc.   32,428 12
* UQM Technologies Inc.   18,381 12
* IEC Electronics Corp.   2,900 11
* Spherix Inc.   32,732 11
  Universal Technical Institute Inc.   3,100 11
  Hardinge Inc.   1,155 11
* MINDBODY Inc. Class A   656 10
* Arotech Corp.   7,280 10
  Crawford & Co. Class A   1,640 9
* StarTek Inc.   2,642 9
* Wireless Telecom Group Inc.   5,909 9
  Richardson Electronics Ltd.   1,409 8
* Document Security Systems Inc.   42,989 7
* PFSweb Inc.   500 7
* API Technologies Corp.   2,700 6
* Chelsea Therapeutics International Ltd. CVR Exp. 12/31/2016 53,188 6
* eMagin Corp.   2,056 5
* CyberOptics Corp.   593 4
  Eastern Co.   156 3
  SIFCO Industries Inc.   200 2
* Mattersight Corp.   191 1
* ClearSign Combustion Corp.   100 1
* Iteris Inc.   200 —
* Nuverra Environmental Solutions Inc.   73 —

 

 

  Global Power Equipment Group Inc. 1 —
      1,809,070
Oil & Gas (3.7%)    
  Exxon Mobil Corp. 2,899,774 215,598
  Chevron Corp. 1,282,050 101,128
  Schlumberger Ltd. 911,417 62,860
  ConocoPhillips 804,374 38,578
  Occidental Petroleum Corp. 536,204 35,470
  Kinder Morgan Inc. 1,199,382 33,199
  Phillips 66 397,648 30,555
  EOG Resources Inc. 412,718 30,046
  Anadarko Petroleum Corp. 385,828 23,300
  Valero Energy Corp. 362,669 21,796
  Halliburton Co. 614,446 21,721
  Marathon Petroleum Corp. 393,306 18,222
  Williams Cos. Inc. 484,642 17,859
  Baker Hughes Inc. 333,742 17,368
  Spectra Energy Corp. 562,406 14,774
  Pioneer Natural Resources Co. 105,113 12,786
  Apache Corp. 300,294 11,760
  National Oilwell Varco Inc. 269,417 10,144
  Hess Corp. 198,535 9,939
* Concho Resources Inc. 91,458 8,990
  Noble Energy Inc. 294,610 8,891
  Tesoro Corp. 90,855 8,835
* Cameron International Corp. 135,481 8,308
* Cheniere Energy Inc. 165,638 8,000
  Cimarex Energy Co. 74,326 7,617
  EQT Corp. 117,042 7,581
  Cabot Oil & Gas Corp. 324,638 7,097
  Devon Energy Corp. 178,113 6,606
  HollyFrontier Corp. 133,380 6,514
  Marathon Oil Corp. 403,635 6,216
* FMC Technologies Inc. 170,336 5,280
  Columbia Pipeline Group Inc. 247,503 4,527
* Newfield Exploration Co. 129,005 4,244
  Helmerich & Payne Inc. 87,666 4,143
* Southwestern Energy Co. 316,322 4,014
  OGE Energy Corp. 137,464 3,761
^ Chesapeake Energy Corp. 482,638 3,538
* Diamondback Energy Inc. 51,863 3,350
  Energen Corp. 64,481 3,215
  Core Laboratories NV 31,108 3,105
* Weatherford International plc 364,149 3,088
  Range Resources Corp. 90,680 2,913
  Oceaneering International Inc. 72,928 2,865
  Nabors Industries Ltd. 287,715 2,719
  Western Refining Inc. 57,872 2,553
* Gulfport Energy Corp. 85,284 2,531
  Transocean Ltd. 185,900 2,402
  Noble Corp. plc 219,807 2,398
* First Solar Inc. 54,796 2,343
  Targa Resources Corp. 45,456 2,342
* Continental Resources Inc. 79,682 2,308
  QEP Resources Inc. 161,367 2,022
* Cobalt International Energy Inc. 267,422 1,893
* Whiting Petroleum Corp. 117,189 1,789

 

 

  PBF Energy Inc. Class A 62,800 1,773
  Superior Energy Services Inc. 135,581 1,712
  Patterson-UTI Energy Inc. 130,000 1,708
  SM Energy Co. 52,483 1,682
  Rowan Cos. plc Class A 103,851 1,677
* PDC Energy Inc. 31,295 1,659
  SemGroup Corp. Class A 37,228 1,610
* Dril-Quip Inc. 26,836 1,562
* WPX Energy Inc. 229,166 1,517
^,* Antero Resources Corp. 66,026 1,397
  Ensco plc Class A 97,079 1,367
* Carrizo Oil & Gas Inc. 42,103 1,286
* Memorial Resource Development Corp. 71,581 1,258
  Murphy Oil Corp. 50,817 1,230
* Matador Resources Co. 57,524 1,193
* Oil States International Inc. 43,992 1,150
  Delek US Holdings Inc. 41,119 1,139
  Atwood Oceanics Inc. 74,371 1,101
* Oasis Petroleum Inc. 126,865 1,101
* NOW Inc. 71,904 1,064
* Rice Energy Inc. 60,758 982
  Exterran Holdings Inc. 54,270 977
  Diamond Offshore Drilling Inc. 55,207 955
* RSP Permian Inc. 46,881 949
* Parsley Energy Inc. Class A 62,827 947
* Laredo Petroleum Inc. 98,728 931
* McDermott International Inc. 188,949 812
* Flotek Industries Inc. 47,950 801
* MRC Global Inc. 71,617 799
* SunPower Corp. Class A 39,739 796
  California Resources Corp. 302,181 786
* Synergy Resources Corp. 78,095 765
* SEACOR Holdings Inc. 12,708 760
  Bristow Group Inc. 27,271 713
  CVR Energy Inc. 16,529 679
  Pattern Energy Group Inc. Class A 32,230 615
  Green Plains Inc. 29,291 570
  Alon USA Energy Inc. 30,037 543
* Callon Petroleum Co. 67,149 490
* Helix Energy Solutions Group Inc. 102,125 489
* Chart Industries Inc. 24,820 477
* Stone Energy Corp. 95,158 472
* TETRA Technologies Inc. 74,554 441
  RPC Inc. 44,829 397
* Hornbeck Offshore Services Inc. 28,935 392
* REX American Resources Corp. 7,480 379
* Matrix Service Co. 16,360 368
* EP Energy Corp. Class A 71,100 366
^,* Sanchez Energy Corp. 59,100 363
* Bonanza Creek Energy Inc. 80,000 326
* Bill Barrett Corp. 98,319 324
* Clayton Williams Energy Inc. 8,311 323
^ CARBO Ceramics Inc. 16,811 319
  Panhandle Oil and Gas Inc. Class A 19,486 315
* Newpark Resources Inc. 60,292 309
* Renewable Energy Group Inc. 37,100 307
* Northern Oil and Gas Inc. 67,526 298
* C&J Energy Services Ltd. 72,700 256

 

 

^,* Solazyme Inc. 91,640 238
* Pacific Ethanol Inc. 36,189 235
  Evolution Petroleum Corp. 42,128 234
* Trecora Resources 18,615 231
^,* Ultra Petroleum Corp. 35,217 225
* Parker Drilling Co. 84,588 222
* Par Petroleum Corp. 10,400 217
^,* Plug Power Inc. 116,636 213
* Geospace Technologies Corp. 15,368 212
^,* Halcon Resources Corp. 396,316 210
* VAALCO Energy Inc. 109,885 187
^,* FuelCell Energy Inc. 245,725 181
* Abraxas Petroleum Corp. 139,090 178
* PetroQuest Energy Inc. 144,563 169
* Natural Gas Services Group Inc. 8,711 168
^,* Amyris Inc. 79,183 159
* PHI Inc. 8,164 154
^,* Basic Energy Services Inc. 45,400 150
* Jones Energy Inc. Class A 29,931 143
* Green Brick Partners Inc. 12,800 139
* Ring Energy Inc. 13,915 137
* Eclipse Resources Corp. 69,231 135
* Gastar Exploration Inc. 116,680 134
^ Comstock Resources Inc. 68,887 132
  Denbury Resources Inc. 52,553 128
* Harvest Natural Resources Inc. 86,200 120
  Tesco Corp. 16,637 119
  Gulf Island Fabrication Inc. 9,619 101
^ Energy XXI Ltd. 94,525 99
* Warren Resources Inc. 197,409 97
* Resolute Energy Corp. 212,978 83
* Contango Oil & Gas Co. 9,313 71
* FX Energy Inc. 68,880 65
  Adams Resources & Energy Inc. 1,582 65
* US Energy Corp. Wyoming 122,302 65
^,* Emerald Oil Inc. 29,965 55
* Independence Contract Drilling Inc. 10,300 51
* Willbros Group Inc. 39,094 49
^,* Rex Energy Corp. 23,100 48
* Unit Corp. 4,229 48
* Pioneer Energy Services Corp. 22,291 47
^,* Goodrich Petroleum Corp. 73,330 43
* Isramco Inc. 412 41
^,* Swift Energy Co. 82,600 31
* Forbes Energy Services Ltd. 44,500 24
* Civeo Corp. 15,048 22
* Blue Earth Inc. 31,800 22
* Magnum Hunter Resources Corp. 61,865 21
  Dawson Geophysical Co. 5,102 19
  Paragon Offshore plc 68,699 17
* Yuma Energy Inc. 31,822 15
* ZaZa Energy Corp. 44,207 15
* Approach Resources Inc. 6,065 11
* PrimeEnergy Corp. 141 10
* Mitcham Industries Inc. 2,689 10
* EXCO Resources Inc. 13,520 10
* 8Point3 Energy Partners LP 653 7
^,* Ascent Solar Technologies Inc. 29,645 6

 

 

* Midstates Petroleum Co. Inc. 8 —
Gulfmark Offshore Inc. 1 —
* Gerber Scientific Inc. CVR 16,800 —
* Triangle Petroleum Corp. 1 —
* Key Energy Services Inc. 1 —
    941,116
Technology (9.4%)    
Apple Inc. 4,040,119 445,625
Microsoft Corp. 5,140,780 227,531
* Facebook Inc. Class A 1,524,744 137,075
* Google Inc. Class A 205,878 131,426
* Google Inc. Class C 207,844 126,456
Intel Corp. 3,383,331 101,974
Cisco Systems Inc. 3,643,590 95,644
International Business Machines Corp. 629,910 91,318
Oracle Corp. 2,324,792 83,972
QUALCOMM Inc. 1,167,433 62,726
Texas Instruments Inc. 767,091 37,986
EMC Corp. 1,458,169 35,229
* salesforce.com inc 446,908 31,029
Hewlett-Packard Co. 1,201,478 30,770
* Adobe Systems Inc. 337,887 27,781
* Cognizant Technology Solutions Corp. Class A 431,790 27,034
Avago Technologies Ltd. Class A 185,771 23,223
Broadcom Corp. Class A 391,567 20,138
* Yahoo! Inc. 600,171 17,351
Intuit Inc. 186,672 16,567
Corning Inc. 916,790 15,695
* Cerner Corp. 227,800 13,659
Western Digital Corp. 166,976 13,265
Analog Devices Inc. 227,855 12,853
Applied Materials Inc. 857,430 12,596
Skyworks Solutions Inc. 139,446 11,743
* Micron Technology Inc. 746,542 11,183
* Twitter Inc. 402,662 10,848
Seagate Technology plc 236,934 10,615
Altera Corp. 211,880 10,611
Symantec Corp. 479,408 9,334
NVIDIA Corp. 371,477 9,157
* Palo Alto Networks Inc. 53,141 9,140
* Red Hat Inc. 126,106 9,065
Motorola Solutions Inc. 131,731 9,008
SanDisk Corp. 155,212 8,433
* Akamai Technologies Inc. 120,828 8,344
Xilinx Inc. 188,259 7,982
* Citrix Systems Inc. 112,734 7,810
NetApp Inc. 259,265 7,674
Lam Research Corp. 115,954 7,575
Linear Technology Corp. 184,411 7,441
* ServiceNow Inc. 103,294 7,174
* Autodesk Inc. 161,304 7,120
Maxim Integrated Products Inc. 200,418 6,694
Juniper Networks Inc. 258,410 6,644
Microchip Technology Inc. 150,888 6,502
Harris Corp. 85,215 6,233
Computer Sciences Corp. 97,541 5,987
* ANSYS Inc. 65,705 5,791

 

 

CA Inc. 212,132 5,791
* F5 Networks Inc. 49,618 5,746
KLA-Tencor Corp. 114,676 5,734
CDK Global Inc. 118,221 5,649
* Workday Inc. Class A 74,392 5,123
* Gartner Inc. 59,032 4,955
* Synopsys Inc. 106,686 4,927
* VeriSign Inc. 68,241 4,815
* Qorvo Inc. 106,129 4,781
* Splunk Inc. 82,729 4,579
* VMware Inc. Class A 56,303 4,436
* Fortinet Inc. 103,501 4,397
* Cadence Design Systems Inc. 201,519 4,167
SS&C Technologies Holdings Inc. 58,228 4,078
* Tyler Technologies Inc. 26,392 3,941
CDW Corp. 93,610 3,825
IAC/InterActiveCorp 54,608 3,564
* athenahealth Inc. 26,661 3,555
* Ultimate Software Group Inc. 18,710 3,349
* Manhattan Associates Inc. 50,780 3,164
Brocade Communications Systems Inc. 291,819 3,029
* NCR Corp. 131,319 2,988
* IMS Health Holdings Inc. 101,877 2,965
* Freescale Semiconductor Ltd. 78,552 2,873
Garmin Ltd. 79,367 2,848
* Nuance Communications Inc. 173,733 2,844
* Teradata Corp. 98,134 2,842
* FireEye Inc. 88,420 2,814
* ON Semiconductor Corp. 295,545 2,778
* Tableau Software Inc. Class A 34,331 2,739
Marvell Technology Group Ltd. 301,624 2,730
Ingram Micro Inc. 97,541 2,657
Teradyne Inc. 147,488 2,656
* Guidewire Software Inc. 48,607 2,556
* CommScope Holding Co. Inc. 84,883 2,549
* PTC Inc. 79,485 2,523
* Dealertrack Technologies Inc. 39,615 2,502
Solera Holdings Inc. 46,329 2,502
DST Systems Inc. 22,788 2,396
* ARRIS Group Inc. 90,772 2,357
* Qlik Technologies Inc. 62,883 2,292
* NetScout Systems Inc. 64,680 2,288
j2 Global Inc. 31,692 2,245
* Cavium Inc. 36,494 2,240
Pitney Bowes Inc. 112,362 2,230
* Aspen Technology Inc. 58,769 2,228
Atmel Corp. 274,615 2,216
* Microsemi Corp. 65,540 2,151
* EPAM Systems Inc. 28,700 2,139
Leidos Holdings Inc. 51,229 2,116
* Rackspace Hosting Inc. 85,600 2,113
* VeriFone Systems Inc. 76,177 2,112
* Synaptics Inc. 25,482 2,101
* Integrated Device Technology Inc. 102,115 2,073
* NetSuite Inc. 24,127 2,024
Cypress Semiconductor Corp. 237,012 2,019
Mentor Graphics Corp. 80,357 1,979
* Cree Inc. 79,857 1,935

 

 

* ViaSat Inc. 29,720 1,911
* Verint Systems Inc. 42,299 1,825
  Blackbaud Inc. 32,430 1,820
  Fair Isaac Corp. 21,495 1,816
* SolarWinds Inc. 44,741 1,756
* Tech Data Corp. 25,522 1,748
* Infinera Corp. 89,339 1,747
  SYNNEX Corp. 20,528 1,746
* Ciena Corp. 83,154 1,723
* ACI Worldwide Inc. 80,539 1,701
* Dycom Industries Inc. 22,880 1,656
  Lexmark International Inc. Class A 56,034 1,624
* Proofpoint Inc. 25,790 1,556
* Allscripts Healthcare Solutions Inc. 124,613 1,545
* Medidata Solutions Inc. 36,222 1,525
* Arista Networks Inc. 23,894 1,462
* Ellie Mae Inc. 21,100 1,405
* Cirrus Logic Inc. 43,994 1,386
* EchoStar Corp. Class A 30,897 1,330
* SunEdison Inc. 185,029 1,329
* MicroStrategy Inc. Class A 6,717 1,320
* Entegris Inc. 97,283 1,283
  InterDigital Inc. 25,128 1,271
  Plantronics Inc. 24,872 1,265
  Monolithic Power Systems Inc. 24,653 1,262
* CACI International Inc. Class A 16,829 1,245
  MKS Instruments Inc. 37,077 1,243
* Demandware Inc. 23,763 1,228
* Cornerstone OnDemand Inc. 36,565 1,207
* LogMeIn Inc. 17,197 1,172
* OmniVision Technologies Inc. 43,784 1,150
* Fleetmatics Group plc 23,100 1,134
* Fairchild Semiconductor International Inc. Class A 80,664 1,133
  Tessera Technologies Inc. 34,703 1,125
* Silicon Laboratories Inc. 26,704 1,109
  Science Applications International Corp. 27,143 1,091
* Premier Inc. Class A 30,924 1,063
* Veeva Systems Inc. Class A 44,886 1,051
^,* 3D Systems Corp. 89,593 1,035
  Intersil Corp. Class A 87,931 1,029
* Super Micro Computer Inc. 36,953 1,007
* Syntel Inc. 21,664 982
* Polycom Inc. 92,948 974
* Virtusa Corp. 18,720 961
* Rambus Inc. 81,001 956
  Diebold Inc. 31,856 948
* SPS Commerce Inc. 13,577 922
* Nimble Storage Inc. 38,002 917
* CommVault Systems Inc. 26,946 915
  Cogent Communications Holdings Inc. 33,423 908
* Progress Software Corp. 34,625 894
* Paycom Software Inc. 24,485 879
* Viavi Solutions Inc. 161,371 867
* Web.com Group Inc. 40,627 856
* Synchronoss Technologies Inc. 26,087 856
* Zendesk Inc. 43,315 854
* Advanced Energy Industries Inc. 31,369 825
* Intra-Cellular Therapies Inc. Class A 20,072 804

 

 

* Finisar Corp. 72,200 804
* PMC-Sierra Inc. 117,152 793
  Power Integrations Inc. 18,625 785
* Insight Enterprises Inc. 30,101 778
  CSG Systems International Inc. 24,756 762
^ Ubiquiti Networks Inc. 22,454 761
* MedAssets Inc. 37,703 756
* Cvent Inc. 22,302 751
^,* Advanced Micro Devices Inc. 431,982 743
* NETGEAR Inc. 25,214 736
  Pegasystems Inc. 29,872 735
* Bottomline Technologies de Inc. 29,271 732
* Ruckus Wireless Inc. 61,195 727
* Electronics For Imaging Inc. 16,706 723
* Envestnet Inc. 24,118 723
  Inteliquent Inc. 31,544 704
* QLogic Corp. 68,357 701
* BroadSoft Inc. 23,345 699
* RealPage Inc. 41,727 694
* Semtech Corp. 45,518 687
* HubSpot Inc. 14,563 675
  Monotype Imaging Holdings Inc. 30,818 672
  NIC Inc. 37,227 659
* Callidus Software Inc. 38,670 657
* Rovi Corp. 61,266 643
  West Corp. 28,638 642
* Infoblox Inc. 39,915 638
* Gogo Inc. 41,420 633
  ADTRAN Inc. 42,633 622
* ScanSource Inc. 17,438 618
* Kulicke & Soffa Industries Inc. 66,773 613
* RingCentral Inc. Class A 33,564 609
  Integrated Silicon Solution Inc. 27,910 600
  Ebix Inc. 23,640 590
* Marketo Inc. 20,724 589
* Dot Hill Systems Corp. 58,395 568
* Ixia 39,012 565
* 2U Inc. 15,684 563
* Cabot Microelectronics Corp. 14,507 562
* Lumentum Holdings Inc. 32,274 547
* Endurance International Group Holdings Inc. 39,364 526
* Photronics Inc. 57,874 524
* Blucora Inc. 37,796 520
* Cray Inc. 25,637 508
* InvenSense Inc. 53,898 501
* Mercury Systems Inc. 31,201 496
* Premiere Global Services Inc. 35,697 490
* Diodes Inc. 22,810 487
  Pericom Semiconductor Corp. 25,941 473
* Merge Healthcare Inc. 66,509 472
* ePlus Inc. 5,920 468
* Qualys Inc. 16,028 456
  Quality Systems Inc. 35,600 444
* Inphi Corp. 18,128 436
  Computer Programs & Systems Inc. 10,207 430
^,* VASCO Data Security International Inc. 25,043 427
* LivePerson Inc. 53,556 405
* Intralinks Holdings Inc. 48,764 404

 

 

* GoDaddy Inc. Class A 15,991 403
* Amkor Technology Inc. 87,498 393
* MaxLinear Inc. 30,869 384
* Gigamon Inc. 18,400 368
* Xcerra Corp. 57,913 364
Brooks Automation Inc. 30,206 354
* CalAmp Corp. 21,488 346
* Unisys Corp. 29,000 345
* Axcelis Technologies Inc. 128,388 343
* Silver Spring Networks Inc. 26,300 339
* PROS Holdings Inc. 15,264 338
* Perficient Inc. 21,666 334
* Loral Space & Communications Inc. 6,899 325
* Internap Corp. 52,918 324
Epiq Systems Inc. 24,184 312
* Textura Corp. 12,043 311
* Lattice Semiconductor Corp. 79,827 307
* Actua Corp. 25,930 305
Forrester Research Inc. 9,617 302
* Interactive Intelligence Group Inc. 10,002 297
* Q2 Holdings Inc. 11,694 289
* Applied Micro Circuits Corp. 53,359 283
* Barracuda Networks Inc. 18,100 282
PC Connection Inc. 13,591 282
* Box Inc. 22,140 279
* New Relic Inc. 7,303 278
* Oclaro Inc. 120,968 278
* Ciber Inc. 86,492 275
Cohu Inc. 27,773 274
Alliance Fiber Optic Products Inc. 15,900 272
* DSP Group Inc. 29,016 264
Hackett Group Inc. 18,781 258
Comtech Telecommunications Corp. 12,330 254
IXYS Corp. 22,464 251
* PDF Solutions Inc. 24,976 250
* Hortonworks Inc. 11,050 242
* Benefitfocus Inc. 7,655 239
* RigNet Inc. 9,251 236
* CEVA Inc. 12,676 235
* Extreme Networks Inc. 68,974 232
* Ultratech Inc. 14,396 231
* Harmonic Inc. 38,600 224
QAD Inc. Class A 8,720 223
* Zix Corp. 51,791 218
* SunEdison Semiconductor Ltd. 20,144 212
* MeetMe Inc. 133,088 210
* FalconStor Software Inc. 103,055 205
* Kopin Corp. 61,776 194
* Boingo Wireless Inc. 23,230 192
* Immersion Corp. 16,249 182
* Nanometrics Inc. 14,833 180
* Xura Inc. 8,000 179
* Rocket Fuel Inc. 37,800 177
* VOXX International Corp. Class A 22,982 171
* GigOptix Inc. 96,200 168
* Sigma Designs Inc. 24,051 166
* ShoreTel Inc. 21,884 163
* Exar Corp. 27,035 161

 

 

* NetSol Technologies Inc. 31,500 159
  American Software Inc. Class A 16,647 157
* Carbonite Inc. 13,955 155
* ChannelAdvisor Corp. 15,532 154
* NeoPhotonics Corp. 22,596 154
* Pendrell Corp. 210,379 151
* Vectrus Inc. 6,838 151
* GSI Technology Inc. 36,975 150
* Tremor Video Inc. 80,644 150
* Westell Technologies Inc. Class A 130,618 149
* Intermolecular Inc. 78,300 148
* FormFactor Inc. 21,706 147
* Mattson Technology Inc. 62,863 146
* A10 Networks Inc. 24,213 145
* Limelight Networks Inc. 75,000 143
* Rudolph Technologies Inc. 11,500 143
* Aviat Networks Inc. 136,400 142
* SciQuest Inc. 14,167 142
* Digi International Inc. 11,876 140
  Preformed Line Products Co. 3,527 131
* Quantum Corp. 187,500 131
* Agilysys Inc. 11,474 128
* Five9 Inc. 34,058 126
* Imation Corp. 58,530 125
* KEYW Holding Corp. 19,548 120
* Digimarc Corp. 3,914 120
* MoSys Inc. 80,210 120
* Sonus Networks Inc. 20,190 116
^,* Neonode Inc. 47,000 115
* Cascade Microtech Inc. 7,491 106
* TransEnterix Inc. 46,000 104
^,* Park City Group Inc. 9,825 104
* Ultra Clean Holdings Inc. 17,696 102
* Rapid7 Inc. 4,430 101
* Icad Inc. 29,548 100
  Concurrent Computer Corp. 20,811 98
* Alpha & Omega Semiconductor Ltd. 12,523 98
* Tangoe Inc. 13,200 95
* ADDvantage Technologies Group Inc. 41,902 94
* KVH Industries Inc. 9,261 93
* inTEST Corp. 21,900 92
* Systemax Inc. 11,829 89
* Applied Optoelectronics Inc. 4,700 88
* Covisint Corp. 40,926 88
* VirnetX Holding Corp. 24,600 88
* Exa Corp. 8,351 86
* EMCORE Corp. 12,381 84
* Clearfield Inc. 6,205 83
* Hutchinson Technology Inc. 49,700 80
* Model N Inc. 7,905 79
* Pixelworks Inc. 21,074 76
* Calix Inc. 9,705 76
* Amtech Systems Inc. 17,417 75
* PAR Technology Corp. 13,813 73
* Seachange International Inc. 11,140 70
* Varonis Systems Inc. 4,150 65
* Edgewater Technology Inc. 8,642 63
* Guidance Software Inc. 10,347 62

 

 

* iPass Inc. 64,042 62
* CVD Equipment Corp. 5,349 59
PC-Tel Inc. 9,837 59
* QuickLogic Corp. 36,909 59
Computer Task Group Inc. 9,180 57
* Brightcove Inc. 11,261 55
* TeleCommunication Systems Inc. Class A 15,900 55
* Selectica Inc. 12,492 49
* Qumu Corp. 12,491 49
* Mitek Systems Inc. 14,800 47
GlobalSCAPE Inc. 14,200 47
NCI Inc. Class A 3,378 45
* Jive Software Inc. 9,500 44
* Support.com Inc. 39,324 44
Evolving Systems Inc. 7,297 44
* Datalink Corp. 6,748 40
* Imprivata Inc. 2,067 37
* Numerex Corp. Class A 4,145 36
* Novatel Wireless Inc. 15,960 35
* LRAD Corp. 21,083 35
Astro-Med Inc. 2,500 35
* eGain Corp. 8,680 35
* Vocera Communications Inc. 2,910 33
* Cinedigm Corp. Class A 56,581 32
* Smith Micro Software Inc. 36,146 31
* BroadVision Inc. 4,952 29
* Innodata Inc. 11,524 27
* Alarm.com Holdings Inc. 2,150 25
TESSCO Technologies Inc. 1,100 23
* Unwired Planet Inc. 29,306 21
* Radisys Corp. 7,200 19
* BSQUARE Corp. 2,900 19
* Aerohive Networks Inc. 2,782 17
* ANADIGICS Inc. 68,376 15
QAD Inc. Class B 677 15
Optical Cable Corp. 4,200 15
* Netlist Inc. 33,001 14
* Vringo Inc. 24,700 14
* Appfolio Inc. 760 13
* Marin Software Inc. 4,036 13
* Telenav Inc. 1,445 11
Simulations Plus Inc. 800 8
* Zhone Technologies Inc. 2,987 4
* Aware Inc. 422 1
* United Online Inc. 100 1
* Identiv Inc. 194 1
    2,361,636
Telecommunications (1.3%)    
AT&T Inc. 4,342,363 141,474
Verizon Communications Inc. 2,878,367 125,238
CenturyLink Inc. 386,004 9,696
* SBA Communications Corp. Class A 89,053 9,327
* Level 3 Communications Inc. 196,421 8,582
* T-Mobile US Inc. 204,052 8,123
Frontier Communications Corp. 576,472 2,738
* Sprint Corp. 645,387 2,478
Telephone & Data Systems Inc. 62,654 1,564

 

 

* Zayo Group Holdings Inc. 39,560 1,003
* Vonage Holdings Corp. 161,377 949
  Consolidated Communications Holdings Inc. 41,388 798
  Shenandoah Telecommunications Co. 16,591 710
  Atlantic Tele-Network Inc. 9,577 708
* 8x8 Inc. 78,372 648
* Cincinnati Bell Inc. 187,867 586
^,* Straight Path Communications Inc. Class B 12,778 516
  EarthLink Holdings Corp. 65,500 510
* Iridium Communications Inc. 77,568 477
* General Communication Inc. Class A 26,128 451
* inContact Inc. 58,774 441
* United States Cellular Corp. 12,423 440
^,* Globalstar Inc. 235,399 370
^ Windstream Holdings Inc. 58,028 356
* GTT Communications Inc. 13,591 316
* Pacific DataVision Inc. 9,091 272
* Intelsat SA 39,190 252
  Spok Holdings Inc. 14,382 237
* Alaska Communications Systems Group Inc. 105,805 232
* ORBCOMM Inc. 28,091 157
  IDT Corp. Class B 10,156 145
  Lumos Networks Corp. 11,015 134
* Hawaiian Telcom Holdco Inc. 5,805 121
* FairPoint Communications Inc. 7,600 117
* NTELOS Holdings Corp. 6,200 56
* Elephant Talk Communications Corp. 22,241 9
* NII Holdings Inc. 850 6
* HC2 Holdings Inc. 500 4
      320,241
Utilities (1.8%)    
  Duke Energy Corp. 515,724 37,101
  NextEra Energy Inc. 315,430 30,770
  Dominion Resources Inc. 420,768 29,614
  Southern Co. 643,442 28,762
  American Electric Power Co. Inc. 369,293 20,998
  PG&E Corp. 342,094 18,062
  Exelon Corp. 595,631 17,690
  PPL Corp. 514,098 16,909
  Sempra Energy 162,054 15,674
  Public Service Enterprise Group Inc. 352,032 14,842
  Edison International 229,541 14,477
  Consolidated Edison Inc. 215,290 14,392
  Xcel Energy Inc. 374,072 13,246
  WEC Energy Group Inc. 217,181 11,341
  Eversource Energy 218,367 11,054
  DTE Energy Co. 132,303 10,633
  Entergy Corp. 144,114 9,382
  FirstEnergy Corp. 252,776 7,914
  CMS Energy Corp. 211,479 7,469
  American Water Works Co. Inc. 123,927 6,826
  CenterPoint Energy Inc. 314,463 5,673
  ONEOK Inc. 166,271 5,354
  AGL Resources Inc. 82,777 5,053
  SCANA Corp. 88,519 4,980
  Pinnacle West Capital Corp. 76,246 4,890
  Ameren Corp. 113,285 4,788

 

 

Alliant Energy Corp. 77,743 4,547
TECO Energy Inc. 162,322 4,263
Pepco Holdings Inc. 174,467 4,226
* Calpine Corp. 287,645 4,200
AES Corp. 426,425 4,175
UGI Corp. 118,743 4,135
NiSource Inc. 218,803 4,059
Atmos Energy Corp. 69,691 4,055
NRG Energy Inc. 260,501 3,868
ITC Holdings Corp. 109,633 3,655
Westar Energy Inc. Class A 91,298 3,509
Aqua America Inc. 122,180 3,234
Great Plains Energy Inc. 116,852 3,157
National Fuel Gas Co. 55,212 2,759
Vectren Corp. 63,126 2,652
Cleco Corp. 47,353 2,521
Questar Corp. 120,799 2,345
IDACORP Inc. 34,707 2,246
Piedmont Natural Gas Co. Inc. 54,320 2,177
Hawaiian Electric Industries Inc. 73,885 2,120
Portland General Electric Co. 54,063 1,999
UIL Holdings Corp. 39,578 1,990
WGL Holdings Inc. 34,371 1,982
Southwest Gas Corp. 32,321 1,885
ALLETE Inc. 37,111 1,874
* Dynegy Inc. 89,941 1,859
New Jersey Resources Corp. 59,118 1,775
NorthWestern Corp. 32,530 1,751
ONE Gas Inc. 36,482 1,654
Laclede Group Inc. 28,546 1,557
PNM Resources Inc. 55,210 1,549
Avista Corp. 41,111 1,367
Black Hills Corp. 31,146 1,288
El Paso Electric Co. 32,736 1,205
South Jersey Industries Inc. 46,894 1,184
American States Water Co. 25,918 1,073
MGE Energy Inc. 22,043 908
Northwest Natural Gas Co. 18,407 844
Empire District Electric Co. 37,339 823
Ormat Technologies Inc. 21,247 723
TerraForm Power Inc. Class A 47,965 682
* Talen Energy Corp. 66,694 674
California Water Service Group 26,632 589
Unitil Corp. 13,914 513
Chesapeake Utilities Corp. 8,151 433
SJW Corp. 10,483 322
* Vivint Solar Inc. 25,967 272
Middlesex Water Co. 10,426 248
Connecticut Water Service Inc. 6,614 241
Atlantic Power Corp. 127,320 237
Artesian Resources Corp. Class A 9,115 220
York Water Co. 8,846 186
* Sunrun Inc. 13,900 144
Delta Natural Gas Co. Inc. 6,804 139
* Pure Cycle Corp. 19,761 98
* Cadiz Inc. 11,960 87
* US Geothermal Inc. 86,878 54

 

 

Genie Energy Ltd. Class B     1,277 10
        470,236
Total Common Stocks (Cost $8,083,836)       14,719,970
      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (26.1%)        
U.S. Government Securities (16.2%)        
United States Treasury Note/Bond 0.375% 10/31/16 20,059 20,056
United States Treasury Note/Bond 1.000% 10/31/16 13,486 13,570
United States Treasury Note/Bond 0.625% 11/15/16 38,200 38,289
United States Treasury Note/Bond 4.625% 11/15/16 425 445
United States Treasury Note/Bond 0.875% 11/30/16 26,407 26,543
United States Treasury Note/Bond 2.750% 11/30/16 2,475 2,542
United States Treasury Note/Bond 0.625% 12/15/16 48,225 48,331
United States Treasury Note/Bond 0.625% 12/31/16 2,726 2,732
United States Treasury Note/Bond 0.875% 12/31/16 15,865 15,944
United States Treasury Note/Bond 0.750% 1/15/17 22,815 22,901
United States Treasury Note/Bond 0.500% 1/31/17 20,000 20,009
United States Treasury Note/Bond 0.875% 1/31/17 17,450 17,540
United States Treasury Note/Bond 3.125% 1/31/17 15,311 15,849
United States Treasury Note/Bond 0.625% 2/15/17 45,254 45,339
United States Treasury Note/Bond 4.625% 2/15/17 200 211
United States Treasury Note/Bond 0.500% 2/28/17 13,751 13,753
United States Treasury Note/Bond 0.875% 2/28/17 9,474 9,524
United States Treasury Note/Bond 3.000% 2/28/17 4,934 5,108
United States Treasury Note/Bond 0.750% 3/15/17 6,030 6,052
United States Treasury Note/Bond 0.500% 3/31/17 4,643 4,643
United States Treasury Note/Bond 1.000% 3/31/17 18,845 18,981
United States Treasury Note/Bond 3.250% 3/31/17 21,100 21,960
United States Treasury Note/Bond 0.875% 4/15/17 33,025 33,195
United States Treasury Note/Bond 0.500% 4/30/17 20,503 20,487
United States Treasury Note/Bond 0.875% 4/30/17 74,125 74,508
United States Treasury Note/Bond 3.125% 4/30/17 20,537 21,375
United States Treasury Note/Bond 0.875% 5/15/17 23,160 23,280
United States Treasury Note/Bond 4.500% 5/15/17 23,200 24,675
United States Treasury Note/Bond 8.750% 5/15/17 6,470 7,324
United States Treasury Note/Bond 0.625% 5/31/17 31,720 31,745
United States Treasury Note/Bond 2.750% 5/31/17 4,531 4,694
United States Treasury Note/Bond 0.875% 6/15/17 40,750 40,954
United States Treasury Note/Bond 0.625% 6/30/17 4,316 4,319
United States Treasury Note/Bond 0.750% 6/30/17 28,635 28,715
United States Treasury Note/Bond 2.500% 6/30/17 26,650 27,533
United States Treasury Note/Bond 0.875% 7/15/17 31,934 32,084
United States Treasury Note/Bond 0.500% 7/31/17 11,103 11,082
United States Treasury Note/Bond 0.625% 7/31/17 11,773 11,779
United States Treasury Note/Bond 2.375% 7/31/17 48,626 50,199
United States Treasury Note/Bond 0.875% 8/15/17 31,150 31,296
United States Treasury Note/Bond 4.750% 8/15/17 15,950 17,171
United States Treasury Note/Bond 0.625% 8/31/17 4,741 4,741
United States Treasury Note/Bond 1.875% 8/31/17 15,025 15,377
United States Treasury Note/Bond 1.000% 9/15/17 16,355 16,473
United States Treasury Note/Bond 0.625% 9/30/17 46,889 46,874
United States Treasury Note/Bond 1.875% 9/30/17 22,600 23,144
United States Treasury Note/Bond 0.875% 10/15/17 51,150 51,366
United States Treasury Note/Bond 0.750% 10/31/17 2,300 2,304
United States Treasury Note/Bond 1.875% 10/31/17 3,120 3,197

 

 

United States Treasury Note/Bond 0.875% 11/15/17 26,721 26,821
United States Treasury Note/Bond 4.250% 11/15/17 13,020 13,988
United States Treasury Note/Bond 0.625% 11/30/17 4,050 4,042
United States Treasury Note/Bond 1.000% 12/15/17 4,327 4,355
United States Treasury Note/Bond 0.750% 12/31/17 1,143 1,144
United States Treasury Note/Bond 0.875% 1/15/18 30,501 30,587
United States Treasury Note/Bond 0.875% 1/31/18 2,465 2,472
United States Treasury Note/Bond 2.625% 1/31/18 11,880 12,391
United States Treasury Note/Bond 1.000% 2/15/18 18,000 18,098
United States Treasury Note/Bond 3.500% 2/15/18 31,600 33,629
United States Treasury Note/Bond 2.750% 2/28/18 5,000 5,235
United States Treasury Note/Bond 1.000% 3/15/18 13,443 13,514
United States Treasury Note/Bond 2.875% 3/31/18 6,159 6,476
United States Treasury Note/Bond 0.750% 4/15/18 10,524 10,509
United States Treasury Note/Bond 0.625% 4/30/18 3,175 3,159
United States Treasury Note/Bond 2.625% 4/30/18 16,300 17,044
United States Treasury Note/Bond 9.125% 5/15/18 3,675 4,471
United States Treasury Note/Bond 1.000% 5/31/18 27,262 27,369
United States Treasury Note/Bond 2.375% 5/31/18 1,600 1,665
United States Treasury Note/Bond 1.125% 6/15/18 2,003 2,017
United States Treasury Note/Bond 1.375% 6/30/18 10,285 10,426
United States Treasury Note/Bond 2.375% 6/30/18 15,705 16,345
United States Treasury Note/Bond 0.875% 7/15/18 14,505 14,507
United States Treasury Note/Bond 1.375% 7/31/18 251 254
United States Treasury Note/Bond 2.250% 7/31/18 6,701 6,956
United States Treasury Note/Bond 1.000% 8/15/18 7,525 7,546
United States Treasury Note/Bond 1.500% 8/31/18 9,425 9,586
United States Treasury Note/Bond 1.000% 9/15/18 19,465 19,514
United States Treasury Note/Bond 1.375% 9/30/18 35,100 35,561
United States Treasury Note/Bond 1.250% 10/31/18 12,100 12,204
United States Treasury Note/Bond 1.750% 10/31/18 42,230 43,253
United States Treasury Note/Bond 3.750% 11/15/18 805 874
United States Treasury Note/Bond 1.250% 11/30/18 26,250 26,463
United States Treasury Note/Bond 1.375% 11/30/18 12,488 12,642
United States Treasury Note/Bond 1.375% 12/31/18 11,375 11,505
United States Treasury Note/Bond 1.500% 12/31/18 11,125 11,299
United States Treasury Note/Bond 1.250% 1/31/19 27,475 27,660
United States Treasury Note/Bond 1.500% 1/31/19 18,425 18,707
United States Treasury Note/Bond 2.750% 2/15/19 11,620 12,270
United States Treasury Note/Bond 8.875% 2/15/19 1,850 2,334
United States Treasury Note/Bond 1.375% 2/28/19 12,450 12,578
United States Treasury Note/Bond 1.500% 2/28/19 36,590 37,128
United States Treasury Note/Bond 1.500% 3/31/19 10,175 10,321
United States Treasury Note/Bond 1.625% 3/31/19 7,755 7,899
United States Treasury Note/Bond 1.250% 4/30/19 297 299
United States Treasury Note/Bond 1.625% 4/30/19 46,004 46,845
United States Treasury Note/Bond 3.125% 5/15/19 19,835 21,242
United States Treasury Note/Bond 1.125% 5/31/19 5,525 5,527
United States Treasury Note/Bond 1.500% 5/31/19 30,746 31,159
United States Treasury Note/Bond 1.000% 6/30/19 1,502 1,495
United States Treasury Note/Bond 1.625% 6/30/19 27,337 27,824
United States Treasury Note/Bond 0.875% 7/31/19 32,592 32,235
United States Treasury Note/Bond 1.625% 7/31/19 27,861 28,340
United States Treasury Note/Bond 3.625% 8/15/19 18,900 20,645
United States Treasury Note/Bond 8.125% 8/15/19 5,535 6,998
United States Treasury Note/Bond 1.000% 8/31/19 9,175 9,112
United States Treasury Note/Bond 1.625% 8/31/19 14,006 14,247
United States Treasury Note/Bond 1.750% 9/30/19 24,155 24,668

 

 

United States Treasury Note/Bond 1.250% 10/31/19 3,800 3,806
United States Treasury Note/Bond 1.500% 10/31/19 55,715 56,342
United States Treasury Note/Bond 3.375% 11/15/19 20,180 21,917
United States Treasury Note/Bond 1.000% 11/30/19 6,025 5,966
United States Treasury Note/Bond 1.500% 11/30/19 35,106 35,484
United States Treasury Note/Bond 1.125% 12/31/19 1,075 1,069
United States Treasury Note/Bond 1.625% 12/31/19 41,033 41,661
United States Treasury Note/Bond 1.250% 1/31/20 757 756
United States Treasury Note/Bond 1.375% 1/31/20 2,700 2,711
United States Treasury Note/Bond 3.625% 2/15/20 8,270 9,087
United States Treasury Note/Bond 8.500% 2/15/20 3,269 4,275
United States Treasury Note/Bond 1.250% 2/29/20 7,040 7,027
United States Treasury Note/Bond 1.375% 2/29/20 18,318 18,404
United States Treasury Note/Bond 1.125% 3/31/20 11,000 10,914
United States Treasury Note/Bond 1.375% 3/31/20 19,773 19,838
United States Treasury Note/Bond 1.125% 4/30/20 10,800 10,707
United States Treasury Note/Bond 1.375% 4/30/20 25,267 25,338
United States Treasury Note/Bond 3.500% 5/15/20 3,560 3,903
United States Treasury Note/Bond 1.375% 5/31/20 18,815 18,856
United States Treasury Note/Bond 1.500% 5/31/20 32,693 32,984
United States Treasury Note/Bond 1.625% 6/30/20 29,060 29,432
United States Treasury Note/Bond 1.875% 6/30/20 23,525 24,084
United States Treasury Note/Bond 1.625% 7/31/20 1,115 1,129
United States Treasury Note/Bond 2.000% 7/31/20 6,268 6,454
United States Treasury Note/Bond 2.625% 8/15/20 15,775 16,697
United States Treasury Note/Bond 1.375% 8/31/20 9,177 9,188
United States Treasury Note/Bond 1.375% 9/30/20 28,300 28,305
United States Treasury Note/Bond 1.750% 10/31/20 50,336 51,130
United States Treasury Note/Bond 2.625% 11/15/20 54,233 57,351
United States Treasury Note/Bond 2.000% 11/30/20 22,950 23,574
United States Treasury Note/Bond 2.375% 12/31/20 11,442 11,964
United States Treasury Note/Bond 2.125% 1/31/21 10,996 11,350
United States Treasury Note/Bond 3.625% 2/15/21 358 397
United States Treasury Note/Bond 7.875% 2/15/21 400 532
United States Treasury Note/Bond 2.000% 2/28/21 18,600 19,071
United States Treasury Note/Bond 2.250% 3/31/21 4,000 4,153
United States Treasury Note/Bond 2.250% 4/30/21 7,075 7,345
United States Treasury Note/Bond 3.125% 5/15/21 29,512 32,007
United States Treasury Note/Bond 2.000% 5/31/21 30,378 31,109
United States Treasury Note/Bond 2.125% 6/30/21 45,700 47,085
United States Treasury Note/Bond 2.250% 7/31/21 19,600 20,332
United States Treasury Note/Bond 2.125% 8/15/21 19,115 19,679
United States Treasury Note/Bond 2.000% 8/31/21 14,450 14,775
United States Treasury Note/Bond 2.125% 9/30/21 17,325 17,831
United States Treasury Note/Bond 2.000% 10/31/21 19,935 20,355
United States Treasury Note/Bond 2.000% 11/15/21 60,250 61,512
United States Treasury Note/Bond 8.000% 11/15/21 10,770 14,785
United States Treasury Note/Bond 1.875% 11/30/21 28,467 28,841
United States Treasury Note/Bond 2.125% 12/31/21 22,700 23,317
United States Treasury Note/Bond 1.500% 1/31/22 17,975 17,781
United States Treasury Note/Bond 2.000% 2/15/22 8,520 8,694
United States Treasury Note/Bond 1.750% 2/28/22 24,544 24,636
United States Treasury Note/Bond 1.750% 3/31/22 17,879 17,929
United States Treasury Note/Bond 1.750% 4/30/22 10,100 10,124
United States Treasury Note/Bond 1.750% 5/15/22 5,400 5,410
United States Treasury Note/Bond 1.875% 5/31/22 20,750 20,951
United States Treasury Note/Bond 2.125% 6/30/22 19,560 20,073
United States Treasury Note/Bond 2.000% 7/31/22 13,095 13,324

 

 

United States Treasury Note/Bond 1.625% 8/15/22 40,000 39,675
United States Treasury Note/Bond 1.875% 8/31/22 1,190 1,200
United States Treasury Note/Bond 1.625% 11/15/22 17,550 17,383
United States Treasury Note/Bond 2.000% 2/15/23 16,335 16,555
United States Treasury Note/Bond 7.125% 2/15/23 1,100 1,510
United States Treasury Note/Bond 1.750% 5/15/23 43,043 42,687
United States Treasury Note/Bond 2.500% 8/15/23 34,410 35,980
United States Treasury Note/Bond 6.250% 8/15/23 16,980 22,467
United States Treasury Note/Bond 2.750% 11/15/23 20,256 21,569
United States Treasury Note/Bond 2.750% 2/15/24 21,674 23,042
United States Treasury Note/Bond 2.500% 5/15/24 66,454 69,247
United States Treasury Note/Bond 2.375% 8/15/24 33,710 34,732
United States Treasury Note/Bond 2.250% 11/15/24 19,546 19,919
United States Treasury Note/Bond 7.500% 11/15/24 675 988
United States Treasury Note/Bond 2.000% 2/15/25 12,998 12,951
United States Treasury Note/Bond 2.125% 5/15/25 53,761 54,114
United States Treasury Note/Bond 2.000% 8/15/25 36,444 36,267
United States Treasury Note/Bond 6.875% 8/15/25 1,163 1,671
United States Treasury Note/Bond 6.000% 2/15/26 2,345 3,206
United States Treasury Note/Bond 6.750% 8/15/26 3,095 4,498
United States Treasury Note/Bond 6.500% 11/15/26 5,910 8,478
United States Treasury Note/Bond 6.125% 11/15/27 3,275 4,650
United States Treasury Note/Bond 5.500% 8/15/28 10,445 14,244
United States Treasury Note/Bond 5.250% 11/15/28 9,875 13,222
United States Treasury Note/Bond 5.250% 2/15/29 11,313 15,193
United States Treasury Note/Bond 6.125% 8/15/29 2,420 3,522
United States Treasury Note/Bond 6.250% 5/15/30 11,070 16,453
United States Treasury Note/Bond 5.375% 2/15/31 6,200 8,606
United States Treasury Note/Bond 4.500% 2/15/36 15,500 20,324
United States Treasury Note/Bond 4.750% 2/15/37 4,400 5,969
United States Treasury Note/Bond 5.000% 5/15/37 3,403 4,773
United States Treasury Note/Bond 4.375% 2/15/38 9,742 12,532
United States Treasury Note/Bond 4.500% 5/15/38 8,000 10,470
United States Treasury Note/Bond 3.500% 2/15/39 9,301 10,497
United States Treasury Note/Bond 4.250% 5/15/39 8,883 11,201
United States Treasury Note/Bond 4.500% 8/15/39 7,684 10,031
United States Treasury Note/Bond 4.375% 11/15/39 17,036 21,870
United States Treasury Note/Bond 4.625% 2/15/40 13,510 17,964
United States Treasury Note/Bond 4.375% 5/15/40 2,950 3,788
United States Treasury Note/Bond 3.875% 8/15/40 685 816
United States Treasury Note/Bond 4.250% 11/15/40 8,140 10,269
United States Treasury Note/Bond 4.750% 2/15/41 19,838 26,918
United States Treasury Note/Bond 3.125% 11/15/41 12,525 13,216
United States Treasury Note/Bond 3.125% 2/15/42 8,523 8,976
United States Treasury Note/Bond 3.000% 5/15/42 4,425 4,541
United States Treasury Note/Bond 2.750% 8/15/42 23,725 23,154
United States Treasury Note/Bond 2.750% 11/15/42 73,183 71,308
United States Treasury Note/Bond 3.125% 2/15/43 442 463
United States Treasury Note/Bond 2.875% 5/15/43 25,010 24,944
United States Treasury Note/Bond 3.625% 8/15/43 36,486 42,022
United States Treasury Note/Bond 3.750% 11/15/43 23,554 27,746
United States Treasury Note/Bond 3.625% 2/15/44 29,063 33,445
United States Treasury Note/Bond 3.375% 5/15/44 9,816 10,779
United States Treasury Note/Bond 3.125% 8/15/44 7,751 8,117
United States Treasury Note/Bond 3.000% 11/15/44 16,469 16,829
United States Treasury Note/Bond 2.500% 2/15/45 33,593 30,953
United States Treasury Note/Bond 3.000% 5/15/45 23,726 24,297

 

 

United States Treasury Note/Bond 2.875% 8/15/45 23,840 23,844
        4,087,503
Agency Bonds and Notes (1.2%)        
3 AID-Israel 5.500% 12/4/23 375 463
3 AID-Israel 5.500% 4/26/24 1,400 1,732
3 AID-Jordan 1.945% 6/23/19 600 610
3 AID-Jordan 2.503% 10/30/20 750 777
3 AID-Jordan 2.578% 6/30/22 320 329
3 AID-Tunisia 2.452% 7/24/21 250 257
3 AID-Ukraine 1.844% 5/16/19 350 357
3 AID-Ukraine 1.847% 5/29/20 700 707
2 Federal Farm Credit Banks 4.875% 1/17/17 850 898
2 Federal Farm Credit Banks 1.125% 9/22/17 500 504
2 Federal Farm Credit Banks 1.000% 9/25/17 425 428
2 Federal Farm Credit Banks 1.125% 12/18/17 500 504
2 Federal Farm Credit Banks 1.110% 2/20/18 425 428
2 Federal Farm Credit Banks 1.100% 6/1/18 400 402
2 Federal Farm Credit Banks 5.150% 11/15/19 3,000 3,459
2 Federal Farm Credit Banks 3.500% 12/20/23 500 543
2 Federal Home Loan Banks 5.125% 10/19/16 2,825 2,963
2 Federal Home Loan Banks 0.625% 11/23/16 1,800 1,803
2 Federal Home Loan Banks 4.750% 12/16/16 4,170 4,384
2 Federal Home Loan Banks 0.625% 12/28/16 1,200 1,202
2 Federal Home Loan Banks 0.875% 3/10/17 275 276
2 Federal Home Loan Banks 4.875% 5/17/17 900 962
2 Federal Home Loan Banks 0.875% 5/24/17 4,000 4,017
2 Federal Home Loan Banks 0.625% 5/30/17 6,000 6,000
2 Federal Home Loan Banks 1.000% 6/21/17 2,500 2,517
2 Federal Home Loan Banks 0.860% 8/1/17 1,000 1,004
2 Federal Home Loan Banks 0.750% 8/28/17 2,500 2,504
2 Federal Home Loan Banks 4.875% 9/8/17 405 437
2 Federal Home Loan Banks 5.000% 11/17/17 2,350 2,559
2 Federal Home Loan Banks 1.375% 3/9/18 2,200 2,228
2 Federal Home Loan Banks 1.125% 4/25/18 2,000 2,013
2 Federal Home Loan Banks 2.750% 6/8/18 1,625 1,703
2 Federal Home Loan Banks 5.375% 8/15/18 225 253
2 Federal Home Loan Banks 1.875% 3/13/20 500 511
2 Federal Home Loan Banks 4.125% 3/13/20 2,075 2,318
2 Federal Home Loan Banks 3.375% 6/12/20 1,825 1,985
2 Federal Home Loan Banks 5.250% 12/11/20 1,000 1,182
2 Federal Home Loan Banks 5.625% 6/11/21 1,600 1,936
2 Federal Home Loan Banks 2.125% 3/10/23 4,300 4,280
2 Federal Home Loan Banks 2.875% 6/14/24 2,000 2,069
2 Federal Home Loan Banks 5.375% 8/15/24 815 1,004
2 Federal Home Loan Banks 5.500% 7/15/36 2,775 3,676
4 Federal Home Loan Mortgage Corp. 0.875% 10/14/16 10,000 10,045
4 Federal Home Loan Mortgage Corp. 0.500% 1/27/17 5,000 4,998
4 Federal Home Loan Mortgage Corp. 0.875% 2/22/17 6,000 6,027
4 Federal Home Loan Mortgage Corp. 1.000% 3/8/17 2,600 2,616
4 Federal Home Loan Mortgage Corp. 1.250% 5/12/17 6,500 6,568
4 Federal Home Loan Mortgage Corp. 1.000% 6/29/17 2,874 2,893
4 Federal Home Loan Mortgage Corp. 0.750% 7/14/17 6,000 6,014
4 Federal Home Loan Mortgage Corp. 1.000% 7/28/17 6,664 6,709
4 Federal Home Loan Mortgage Corp. 5.500% 8/23/17 1,300 1,417
4 Federal Home Loan Mortgage Corp. 1.000% 9/29/17 8,200 8,249
4 Federal Home Loan Mortgage Corp. 5.125% 11/17/17 2,800 3,056
4 Federal Home Loan Mortgage Corp. 0.750% 1/12/18 1,800 1,798

 

 

4 Federal Home Loan Mortgage Corp. 0.875% 3/7/18 2,000 2,002
4 Federal Home Loan Mortgage Corp. 4.875% 6/13/18 2,720 3,005
4 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 1,625 1,768
4 Federal Home Loan Mortgage Corp. 1.750% 5/30/19 2,900 2,957
4 Federal Home Loan Mortgage Corp. 1.250% 8/1/19 1,700 1,700
4 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 10,975 10,953
4 Federal Home Loan Mortgage Corp. 1.375% 5/1/20 1,900 1,899
4 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 2,800 2,883
4 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 270 392
4 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 2,941 4,163
4 Federal National Mortgage Assn. 1.375% 11/15/16 11,955 12,079
4 Federal National Mortgage Assn. 1.250% 1/30/17 2,725 2,751
4 Federal National Mortgage Assn. 5.000% 2/13/17 1,975 2,095
4 Federal National Mortgage Assn. 0.750% 4/20/17 4,175 4,187
4 Federal National Mortgage Assn. 1.125% 4/27/17 10,600 10,690
4 Federal National Mortgage Assn. 0.875% 8/28/17 2,550 2,560
4 Federal National Mortgage Assn. 1.000% 9/27/17 1,000 1,006
4 Federal National Mortgage Assn. 0.875% 10/26/17 16,150 16,201
4 Federal National Mortgage Assn. 0.875% 12/20/17 3,000 3,006
4 Federal National Mortgage Assn. 0.875% 2/8/18 6,000 6,009
4 Federal National Mortgage Assn. 0.875% 5/21/18 1,490 1,489
4 Federal National Mortgage Assn. 1.125% 7/20/18 3,000 3,017
4 Federal National Mortgage Assn. 1.875% 9/18/18 12,300 12,623
4 Federal National Mortgage Assn. 1.125% 10/19/18 3,000 3,011
4 Federal National Mortgage Assn. 1.625% 11/27/18 4,370 4,449
4 Federal National Mortgage Assn. 1.875% 2/19/19 4,000 4,099
4 Federal National Mortgage Assn. 1.750% 6/20/19 4,000 4,078
4 Federal National Mortgage Assn. 1.750% 9/12/19 7,000 7,125
4 Federal National Mortgage Assn. 0.000% 10/9/19 1,110 1,032
4 Federal National Mortgage Assn. 1.750% 11/26/19 1,800 1,831
4 Federal National Mortgage Assn. 1.625% 1/21/20 2,000 2,022
4 Federal National Mortgage Assn. 1.500% 6/22/20 4,000 4,009
4 Federal National Mortgage Assn. 2.625% 9/6/24 2,000 2,047
4 Federal National Mortgage Assn. 7.125% 1/15/30 1,405 2,111
4 Federal National Mortgage Assn. 7.250% 5/15/30 2,025 3,074
4 Federal National Mortgage Assn. 6.625% 11/15/30 6,320 9,123
4 Federal National Mortgage Assn. 5.625% 7/15/37 1,260 1,724
4 Financing Corp. 9.800% 4/6/18 500 608
4 Financing Corp. 9.650% 11/2/18 475 595
Private Export Funding Corp. 1.375% 2/15/17 175 176
Private Export Funding Corp. 2.250% 12/15/17 200 205
Private Export Funding Corp. 1.875% 7/15/18 300 305
Private Export Funding Corp. 4.375% 3/15/19 350 385
Private Export Funding Corp. 1.450% 8/15/19 350 349
Private Export Funding Corp. 2.250% 3/15/20 650 662
Private Export Funding Corp. 2.300% 9/15/20 175 179
Private Export Funding Corp. 4.300% 12/15/21 175 196
Private Export Funding Corp. 2.800% 5/15/22 200 206
Private Export Funding Corp. 2.050% 11/15/22 4,175 4,087
Private Export Funding Corp. 3.550% 1/15/24 725 782
Private Export Funding Corp. 2.450% 7/15/24 525 518
Private Export Funding Corp. 3.250% 6/15/25 175 181
2 Tennessee Valley Authority 4.500% 4/1/18 655 712
2 Tennessee Valley Authority 1.750% 10/15/18 600 612
2 Tennessee Valley Authority 3.875% 2/15/21 905 1,007
2 Tennessee Valley Authority 1.875% 8/15/22 425 421
2 Tennessee Valley Authority 2.875% 9/15/24 954 976
2 Tennessee Valley Authority 6.750% 11/1/25 3,520 4,725

 

 

2 Tennessee Valley Authority 7.125% 5/1/30 2,000 2,908
2 Tennessee Valley Authority 4.650% 6/15/35 500 575
2 Tennessee Valley Authority 5.880% 4/1/36 285 377
2 Tennessee Valley Authority 5.500% 6/15/38 225 290
2 Tennessee Valley Authority 5.250% 9/15/39 425 531
2 Tennessee Valley Authority 3.500% 12/15/42 950 909
2 Tennessee Valley Authority 5.375% 4/1/56 580 730
2 Tennessee Valley Authority 4.625% 9/15/60 519 574
2 Tennessee Valley Authority 4.250% 9/15/65 700 705
          313,230
Conventional Mortgage-Backed Securities (8.5%)        
4,5 Fannie Mae Pool 2.000% 10/1/28 3,433 3,418
4,5,6Fannie Mae Pool 2.500% 3/1/27–1/1/43 61,727 62,961
4,5,6Fannie Mae Pool 3.000% 1/1/26–10/1/45 162,920 167,419
4,5,6Fannie Mae Pool 3.500% 9/1/25–10/1/45 220,299 230,911
4,5,6Fannie Mae Pool 4.000% 7/1/18–10/1/45 165,539 177,115
4,5,6Fannie Mae Pool 4.500% 3/1/18–10/1/45 97,365 105,650
4,5 Fannie Mae Pool 5.000% 3/1/17–10/1/45 54,826 60,345
4,5 Fannie Mae Pool 5.500% 11/1/16–4/1/40 46,341 51,829
4,5 Fannie Mae Pool 6.000% 4/1/16–5/1/41 30,562 34,593
4,5 Fannie Mae Pool 6.500% 4/1/16–10/1/39 10,348 11,945
4,5 Fannie Mae Pool 7.000% 8/1/16–11/1/37 3,603 4,189
4,5 Fannie Mae Pool 7.500% 11/1/22–12/1/32 287 328
4,5 Fannie Mae Pool 8.000% 12/1/22–10/1/30 62 68
4,5 Fannie Mae Pool 8.500% 11/1/18–7/1/30 46 52
4,5 Fannie Mae Pool 9.000% 7/1/22–8/1/26 22 23
4,5 Fannie Mae Pool 9.500% 5/1/16–2/1/25 2 2
4,5 Freddie Mac Gold Pool 2.000% 8/1/28–1/1/29 2,867 2,856
4,5,6Freddie Mac Gold Pool 2.500% 10/1/27–2/1/43 44,202 45,085
4,5,6Freddie Mac Gold Pool 3.000% 10/1/26–10/1/45 113,394 116,226
4,5,6Freddie Mac Gold Pool 3.500% 9/1/25–10/1/45 135,660 141,801
4,5,6Freddie Mac Gold Pool 4.000% 7/1/18–10/1/45 98,924 105,491
4,5,6Freddie Mac Gold Pool 4.500% 1/1/18–10/1/45 59,236 64,022
4,5,6Freddie Mac Gold Pool 5.000% 4/1/17–10/1/45 34,132 37,351
4,5 Freddie Mac Gold Pool 5.500% 5/1/17–6/1/41 26,966 30,012
4,5 Freddie Mac Gold Pool 6.000% 1/1/17–5/1/40 15,559 17,587
4,5 Freddie Mac Gold Pool 6.500% 8/1/16–3/1/39 4,089 4,709
4,5 Freddie Mac Gold Pool 7.000% 2/1/16–12/1/38 1,163 1,343
4,5 Freddie Mac Gold Pool 7.500% 1/1/23–1/1/32 173 205
4,5 Freddie Mac Gold Pool 8.000% 1/1/16–10/1/31 228 257
4,5 Freddie Mac Gold Pool 8.500% 4/1/20–5/1/30 20 21
4,5 Freddie Mac Gold Pool 9.000% 10/1/21–4/1/30 15 15
4,5 Freddie Mac Gold Pool 10.000% 4/1/20–4/1/25 1 1
5 Ginnie Mae I Pool 3.000% 1/15/26–5/15/45 16,628 17,042
5,6 Ginnie Mae I Pool 3.500% 11/15/25–10/1/45 20,099 21,102
5,6 Ginnie Mae I Pool 4.000% 10/15/24–10/1/45 27,024 28,860
5,6 Ginnie Mae I Pool 4.500% 8/15/18–10/1/45 32,800 35,776
5 Ginnie Mae I Pool 5.000% 1/15/18–4/15/41 19,546 21,594
5 Ginnie Mae I Pool 5.500% 6/15/18–6/15/41 9,964 11,222
5 Ginnie Mae I Pool 6.000% 5/15/17–12/15/40 6,091 6,846
5 Ginnie Mae I Pool 6.500% 11/15/23–8/15/39 1,904 2,139
5 Ginnie Mae I Pool 7.000% 1/15/23–8/15/32 833 950
5 Ginnie Mae I Pool 7.500% 10/15/22–3/15/32 236 269
5 Ginnie Mae I Pool 8.000% 3/15/22–3/15/32 169 186
5 Ginnie Mae I Pool 8.500% 8/15/22–6/15/30 22 23
5 Ginnie Mae I Pool 9.000% 11/15/19–2/15/30 27 28
5 Ginnie Mae I Pool 9.500% 8/15/20–1/15/25 2 2

 

 

5 Ginnie Mae I Pool 10.000% 3/15/19 1 1
5 Ginnie Mae II Pool 2.500% 2/20/28–6/20/28 2,164 2,228
5,6 Ginnie Mae II Pool 3.000% 2/20/27–10/1/45 97,218 99,691
5,6 Ginnie Mae II Pool 3.500% 9/20/25–10/1/45 170,802 179,268
5,6 Ginnie Mae II Pool 4.000% 9/20/25–10/1/45 101,622 108,666
5,6 Ginnie Mae II Pool 4.500% 11/20/35–10/1/45 65,114 70,234
5 Ginnie Mae II Pool 5.000% 3/20/18–7/20/44 33,046 36,309
5 Ginnie Mae II Pool 5.500% 12/20/33–9/20/41 9,895 11,024
5 Ginnie Mae II Pool 6.000% 3/20/33–7/20/39 4,465 5,039
5 Ginnie Mae II Pool 6.500% 12/20/35–11/20/39 1,398 1,600
5 Ginnie Mae II Pool 7.000% 4/20/38–8/20/38 241 279
          2,138,208
Nonconventional Mortgage-Backed Securities (0.2%)        
4,5,7Fannie Mae Pool 1.466% 4/1/37 63 65
4,5,7Fannie Mae Pool 1.962% 9/1/37 178 191
4,5 Fannie Mae Pool 2.082% 12/1/41 316 326
4,5,7Fannie Mae Pool 2.106% 11/1/36 289 307
4,5 Fannie Mae Pool 2.115% 3/1/43 741 756
4,5,7Fannie Mae Pool 2.181% 12/1/33 48 51
4,5 Fannie Mae Pool 2.185% 6/1/42 1,499 1,571
4,5 Fannie Mae Pool 2.196% 6/1/43 631 648
4,5,7Fannie Mae Pool 2.217% 10/1/39–9/1/42 521 545
4,5,7Fannie Mae Pool 2.230% 2/1/36 106 108
4,5 Fannie Mae Pool 2.235% 10/1/42 374 385
4,5,7Fannie Mae Pool 2.265% 9/1/34–7/1/43 884 898
4,5,7Fannie Mae Pool 2.279% 8/1/37 143 151
4,5,7Fannie Mae Pool 2.305% 11/1/39 52 53
4,5,7Fannie Mae Pool 2.348% 8/1/35 179 191
4,5,7Fannie Mae Pool 2.365% 1/1/37–5/1/40 292 312
4,5 Fannie Mae Pool 2.394% 7/1/42 626 646
4,5,7Fannie Mae Pool 2.399% 1/1/40 184 189
4,5 Fannie Mae Pool 2.404% 5/1/42 991 1,035
4,5,7Fannie Mae Pool 2.415% 6/1/36 5 5
4,5,7Fannie Mae Pool 2.428% 11/1/39 66 68
4,5 Fannie Mae Pool 2.431% 5/1/43 1,439 1,472
4,5,7Fannie Mae Pool 2.435% 11/1/33 66 71
4,5,7Fannie Mae Pool 2.438% 1/1/35 227 244
4,5,7Fannie Mae Pool 2.445% 7/1/39 23 24
4,5 Fannie Mae Pool 2.448% 10/1/42 664 684
4,5,7Fannie Mae Pool 2.450% 7/1/37 30 31
4,5 Fannie Mae Pool 2.462% 9/1/43 104 107
4,5,7Fannie Mae Pool 2.468% 8/1/40 119 124
4,5 Fannie Mae Pool 2.486% 7/1/42 249 265
4,5,7Fannie Mae Pool 2.490% 12/1/40 291 309
4,5,7Fannie Mae Pool 2.495% 11/1/34 108 113
4,5,7Fannie Mae Pool 2.522% 5/1/40 46 49
4,5 Fannie Mae Pool 2.533% 5/1/42 177 184
4,5,7Fannie Mae Pool 2.540% 10/1/40 173 184
4,5,7Fannie Mae Pool 2.550% 9/1/40 86 90
4,5 Fannie Mae Pool 2.599% 12/1/41 299 316
4,5 Fannie Mae Pool 2.626% 11/1/41 286 302
4,5 Fannie Mae Pool 2.697% 1/1/42 274 288
4,5 Fannie Mae Pool 2.731% 12/1/43 1,179 1,220
4,5 Fannie Mae Pool 2.748% 3/1/41 232 248
4,5 Fannie Mae Pool 2.751% 3/1/42 673 706
4,5 Fannie Mae Pool 2.788% 1/1/42 466 488
4,5 Fannie Mae Pool 2.806% 11/1/41 282 303

 

 

4,5 Fannie Mae Pool 2.905% 12/1/40 126 133
4,5 Fannie Mae Pool 2.928% 3/1/42 411 430
4,5 Fannie Mae Pool 2.967% 9/1/43 797 837
4,5 Fannie Mae Pool 3.036% 3/1/41 274 289
4,5 Fannie Mae Pool 3.055% 2/1/41 212 223
4,5 Fannie Mae Pool 3.068% 2/1/42 287 300
4,5 Fannie Mae Pool 3.079% 2/1/41 91 92
4,5 Fannie Mae Pool 3.090% 2/1/42 1,260 1,345
4,5 Fannie Mae Pool 3.141% 2/1/41 98 103
4,5,7Fannie Mae Pool 3.211% 10/1/40 117 123
4,5 Fannie Mae Pool 3.233% 12/1/40 96 102
4,5 Fannie Mae Pool 3.236% 12/1/40 106 112
4,5 Fannie Mae Pool 3.241% 5/1/41 221 234
4,5 Fannie Mae Pool 3.306% 7/1/36 47 47
4,5,7Fannie Mae Pool 3.321% 11/1/40 100 105
4,5 Fannie Mae Pool 3.348% 8/1/42 434 449
4,5 Fannie Mae Pool 3.547% 7/1/41 463 492
4,5 Fannie Mae Pool 3.580% 8/1/39 68 73
4,5 Fannie Mae Pool 3.594% 6/1/41 74 80
4,5 Fannie Mae Pool 3.612% 4/1/41 221 234
4,5 Fannie Mae Pool 3.730% 6/1/41 314 335
4,5 Fannie Mae Pool 3.824% 9/1/40 263 279
4,5 Fannie Mae Pool 4.244% 12/1/39 167 171
4,5 Fannie Mae Pool 4.380% 8/1/39 245 254
4,5 Fannie Mae Pool 4.899% 3/1/38 48 50
4,5 Fannie Mae Pool 5.126% 11/1/39 97 102
4,5 Fannie Mae Pool 5.508% 4/1/37 141 149
4,5 Fannie Mae Pool 5.753% 12/1/37 172 185
4,5 Fannie Mae Pool 6.077% 10/1/37 152 156
4,5 Freddie Mac Non Gold Pool 1.485% 10/1/37 5 5
4,5 Freddie Mac Non Gold Pool 2.055% 1/1/37 163 172
4,5 Freddie Mac Non Gold Pool 2.125% 1/1/38 38 39
4,5 Freddie Mac Non Gold Pool 2.175% 10/1/37 55 59
4,5 Freddie Mac Non Gold Pool 2.225% 7/1/35 114 120
4,5 Freddie Mac Non Gold Pool 2.236% 12/1/36 60 63
4,5 Freddie Mac Non Gold Pool 2.250% 1/1/35 18 19
4,5 Freddie Mac Non Gold Pool 2.264% 3/1/37 22 23
4,5 Freddie Mac Non Gold Pool 2.269% 12/1/34 71 74
4,5 Freddie Mac Non Gold Pool 2.276% 2/1/37 39 40
4,5 Freddie Mac Non Gold Pool 2.329% 5/1/42 102 105
4,5 Freddie Mac Non Gold Pool 2.344% 12/1/35 95 100
4,5 Freddie Mac Non Gold Pool 2.357% 12/1/36 60 63
4,5 Freddie Mac Non Gold Pool 2.375% 5/1/38 12 12
4,5 Freddie Mac Non Gold Pool 2.378% 11/1/34 78 82
4,5 Freddie Mac Non Gold Pool 2.500% 5/1/36 62 65
4,5 Freddie Mac Non Gold Pool 2.505% 5/1/40 45 49
4,5 Freddie Mac Non Gold Pool 2.574% 5/1/40 43 45
4,5 Freddie Mac Non Gold Pool 2.582% 11/1/43 677 699
4,5 Freddie Mac Non Gold Pool 2.589% 2/1/42 179 187
4,5 Freddie Mac Non Gold Pool 2.622% 12/1/40 96 100
4,5 Freddie Mac Non Gold Pool 2.630% 6/1/40 86 88
4,5 Freddie Mac Non Gold Pool 2.631% 6/1/40 54 58
4,5 Freddie Mac Non Gold Pool 2.658% 11/1/40 70 73
4,5 Freddie Mac Non Gold Pool 2.735% 10/1/36 68 73
4,5 Freddie Mac Non Gold Pool 2.744% 12/1/40 289 299
4,5 Freddie Mac Non Gold Pool 2.755% 2/1/42 310 325
4,5 Freddie Mac Non Gold Pool 2.784% 1/1/41 191 200
4,5 Freddie Mac Non Gold Pool 2.837% 2/1/41 217 231

 

 

4,5 Freddie Mac Non Gold Pool 2.917% 12/1/41 366 385
4,5 Freddie Mac Non Gold Pool 2.931% 2/1/41 69 73
4,5 Freddie Mac Non Gold Pool 3.082% 6/1/41 114 122
4,5 Freddie Mac Non Gold Pool 3.115% 1/1/41 67 71
4,5 Freddie Mac Non Gold Pool 3.133% 11/1/40 135 139
4,5 Freddie Mac Non Gold Pool 3.191% 3/1/41 73 78
4,5 Freddie Mac Non Gold Pool 3.433% 3/1/42 423 448
4,5 Freddie Mac Non Gold Pool 3.577% 6/1/40 124 131
4,5 Freddie Mac Non Gold Pool 3.670% 9/1/40 368 391
4,5 Freddie Mac Non Gold Pool 5.230% 3/1/38 135 144
4,5 Freddie Mac Non Gold Pool 5.501% 2/1/36 64 66
4,5 Freddie Mac Non Gold Pool 5.784% 9/1/37 286 297
4,5 Freddie Mac Non Gold Pool 5.824% 5/1/37 276 286
5,7 Ginnie Mae II Pool 1.625% 10/20/39 36 37
5,7 Ginnie Mae II Pool 1.750% 4/20/41 84 87
5 Ginnie Mae II Pool 2.000% 12/20/39–6/20/43 2,079 2,153
5,7 Ginnie Mae II Pool 2.250% 5/20/41 93 98
5 Ginnie Mae II Pool 2.500% 11/20/40–1/20/42 2,811 2,883
5 Ginnie Mae II Pool 3.000% 10/20/38–11/20/41 1,669 1,741
5 Ginnie Mae II Pool 3.500% 1/20/41–12/20/43 2,163 2,275
5 Ginnie Mae II Pool 4.000% 4/20/41–10/20/41 763 799
5,7 Ginnie Mae II Pool 5.000% 7/20/38 11 11
          39,990
Total U.S. Government and Agency Obligations (Cost $6,440,657)   6,578,931
Asset-Backed/Commercial Mortgage-Backed Securities (1.3%)      
5 AEP Texas Central Transition Funding II LLC        
  2006-A 5.170% 1/1/18 180 189
5 Ally Auto Receivables Trust 2012-5 0.850% 1/16/18 365 365
5 Ally Auto Receivables Trust 2013-2 0.790% 1/15/18 106 106
5 Ally Auto Receivables Trust 2013-2 1.240% 11/15/18 100 100
5 Ally Auto Receivables Trust 2014-1 0.970% 10/15/18 300 300
5 Ally Auto Receivables Trust 2014-1 1.530% 4/15/19 150 151
5 Ally Auto Receivables Trust 2014-3 1.280% 6/17/19 350 352
5 Ally Auto Receivables Trust 2014-3 1.720% 3/16/20 150 152
5 Ally Auto Receivables Trust 2014-SN1 0.750% 2/21/17 275 275
5 Ally Auto Receivables Trust 2014-SN1 0.950% 6/20/18 175 175
5 Ally Auto Receivables Trust 2014-SN2 1.030% 9/20/17 300 300
5 Ally Auto Receivables Trust 2014-SN2 1.210% 2/20/19 200 200
5 Ally Auto Receivables Trust 2015-1 1.390% 9/16/19 125 126
5 Ally Auto Receivables Trust 2015-1 1.750% 5/15/20 125 126
5 Ally Auto Receivables Trust 2015-2 1.490% 11/15/19 325 326
5 Ally Auto Receivables Trust 2015-2 1.840% 6/15/20 175 176
5 Ally Master Owner Trust Series 2014-4 1.430% 6/17/19 425 426
5 Ally Master Owner Trust Series 2015-3 1.630% 5/15/20 550 552
5 American Express Credit Account Secured        
  Note Trust 2014-3 1.490% 4/15/20 625 630
5 American Express Credit Account Secured        
  Note Trust 2014-4 1.430% 6/15/20 325 327
5 AmeriCredit Automobile Receivables Trust        
  2013-1 0.610% 10/10/17 14 14
5 AmeriCredit Automobile Receivables Trust        
  2013-2 0.650% 12/8/17 23 23
5 AmeriCredit Automobile Receivables Trust        
  2013-3 0.920% 4/9/18 105 105
5 AmeriCredit Automobile Receivables Trust        
  2013-4 0.960% 4/9/18 48 48

 

 

5 AmeriCredit Automobile Receivables Trust        
2014-1 0.900% 2/8/19 75 75
5 AmeriCredit Automobile Receivables Trust        
2014-1 1.680% 7/8/19 50 50
5 AmeriCredit Automobile Receivables Trust        
2014-2 0.940% 2/8/19 150 150
5 AmeriCredit Automobile Receivables Trust        
2014-3 1.150% 6/10/19 225 225
5 AmeriCredit Automobile Receivables Trust        
2015-2 1.270% 1/8/20 275 275
5 Banc of America Commercial Mortgage Trust        
2005-6 5.315% 9/10/47 260 261
5 Banc of America Commercial Mortgage Trust        
2005-6 5.315% 9/10/47 245 244
5 Banc of America Commercial Mortgage Trust        
2006-1 5.372% 9/10/45 134 134
5 Banc of America Commercial Mortgage Trust        
2006-2 5.983% 5/10/45 160 161
5 Banc of America Commercial Mortgage Trust        
2006-4 5.634% 7/10/46 1,531 1,558
5 Banc of America Commercial Mortgage Trust        
2006-5 5.414% 9/10/47 895 912
5 Banc of America Commercial Mortgage Trust        
2006-5 5.448% 9/10/47 200 207
5 Banc of America Commercial Mortgage Trust        
2008-1 6.424% 2/10/51 1,111 1,196
5 Banc of America Commercial Mortgage Trust        
2015-UBS7 3.429% 9/15/48 175 182
5 Banc of America Commercial Mortgage Trust        
2015-UBS7 3.705% 9/15/48 300 315
Bank of Nova Scotia 2.125% 9/11/19 900 914
Bank of Nova Scotia 1.850% 4/14/20 1,800 1,798
5 Barclays Dryrock Issuance Trust 2015-2 1.560% 3/15/21 300 302
5 Bear Stearns Commercial Mortgage        
Securities Trust 2005-PWR10 5.405% 12/11/40 395 396
5 Bear Stearns Commercial Mortgage        
Securities Trust 2006-PWR11 5.603% 3/11/39 346 349
5 Bear Stearns Commercial Mortgage        
Securities Trust 2006-PWR13 5.582% 9/11/41 160 165
5 Bear Stearns Commercial Mortgage        
Securities Trust 2006-TOP24 5.568% 10/12/41 425 441
5 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR16 5.843% 6/11/40 83 83
5 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR16 5.895% 6/11/40 535 566
5 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR17 5.694% 6/11/50 1,062 1,118
5 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR17 5.915% 6/11/50 735 788
5 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR18 5.700% 6/11/50 1,050 1,113
5 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP26 5.471% 1/12/45 309 323
5 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP26 5.513% 1/12/45 335 354
5 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP28 5.742% 9/11/42 1,945 2,071
5 BMW Vehicle Owner Trust 2014-A 0.970% 11/26/18 375 375

 

 

5 BMW Vehicle Owner Trust 2014-A 1.500% 2/25/21 250 253
5 BMW Vehicle Owner Trust 2015-1 1.240% 12/20/17 400 401
5 Capital Auto Receivables Asset Trust 2013-1 0.790% 6/20/17 80 80
5 Capital Auto Receivables Asset Trust 2013-3 1.040% 11/21/16 5 5
5 Capital Auto Receivables Asset Trust 2013-3 1.310% 12/20/17 228 228
5 Capital Auto Receivables Asset Trust 2013-3 1.680% 4/20/18 135 136
5 Capital Auto Receivables Asset Trust 2013-4 1.090% 3/20/18 450 451
5 Capital Auto Receivables Asset Trust 2013-4 1.470% 7/20/18 300 302
5 Capital Auto Receivables Asset Trust 2013-4 2.060% 10/22/18 300 302
5 Capital Auto Receivables Asset Trust 2014-1 1.320% 6/20/18 495 497
5 Capital Auto Receivables Asset Trust 2014-1 1.690% 10/22/18 125 126
5 Capital Auto Receivables Asset Trust 2014-1 2.220% 1/22/19 95 96
5 Capital Auto Receivables Asset Trust 2014-2 0.910% 4/20/17 200 200
5 Capital Auto Receivables Asset Trust 2014-2 1.260% 5/21/18 100 100
5 Capital Auto Receivables Asset Trust 2014-2 1.620% 10/22/18 75 75
5 Capital Auto Receivables Asset Trust 2014-3 1.480% 11/20/18 150 150
5 Capital Auto Receivables Asset Trust 2014-3 1.830% 4/22/19 100 101
5 Capital Auto Receivables Asset Trust 2015-1 1.610% 6/20/19 800 805
5 Capital Auto Receivables Asset Trust 2015-1 1.860% 10/21/19 150 151
5 Capital Auto Receivables Asset Trust 2015-2 1.730% 9/20/19 425 428
5 Capital Auto Receivables Asset Trust 2015-3 1.720% 1/22/19 350 351
5 Capital Auto Receivables Asset Trust 2015-3 1.940% 1/21/20 350 352
5 Capital Auto Receivables Asset Trust 2015-3 1.970% 1/21/20 225 227
5 Capital Auto Receivables Asset Trust 2015-3 2.130% 5/20/20 225 227
5 Capital One Multi-asset Execution Trust 2006-        
A3 5.050% 12/17/18 3,500 3,555
5 Capital One Multi-asset Execution Trust 2007-        
A7 5.750% 7/15/20 550 599
5 Capital One Multi-Asset Execution Trust 2014-        
A2 1.260% 1/15/20 150 151
5 Capital One Multi-Asset Execution Trust 2014-        
A5 1.480% 7/15/20 525 529
5 Capital One Multi-Asset Execution Trust 2015-        
A2 2.080% 3/15/23 825 837
5 Capital One Multi-asset Execution Trust 2015-        
A5 1.600% 5/17/21 400 403
5 CarMax Auto Owner Trust 2012-3 0.790% 4/16/18 145 145
5 CarMax Auto Owner Trust 2013-2 0.640% 1/16/18 131 131
5 Carmax Auto Owner Trust 2013-2 0.840% 11/15/18 97 97
5 Carmax Auto Owner Trust 2013-3 0.970% 4/16/18 193 193
5 Carmax Auto Owner Trust 2013-3 1.490% 1/15/19 140 141
5 Carmax Auto Owner Trust 2013-4 0.800% 7/16/18 106 107
5 Carmax Auto Owner Trust 2013-4 1.280% 5/15/19 50 50
5 Carmax Auto Owner Trust 2014-1 0.790% 10/15/18 180 180
5 Carmax Auto Owner Trust 2014-1 1.320% 7/15/19 120 120
5 Carmax Auto Owner Trust 2014-2 0.980% 1/15/19 225 225
5 Carmax Auto Owner Trust 2014-2 1.610% 10/15/19 125 126
5 Carmax Auto Owner Trust 2014-3 1.160% 6/17/19 250 250
5 Carmax Auto Owner Trust 2014-3 1.730% 2/18/20 125 126
5 Carmax Auto Owner Trust 2014-4 1.250% 11/15/19 450 451
5 Carmax Auto Owner Trust 2015-2 1.370% 3/16/20 250 251
5 Carmax Auto Owner Trust 2015-2 1.800% 3/15/21 100 101
5 Carmax Auto Owner Trust 2015-3 1.630% 5/15/20 400 403
5 Carmax Auto Owner Trust 2015-3 1.980% 2/16/21 100 101
5 CD 2006-CD3 Mortgage Trust 5.617% 10/15/48 1,311 1,337
5 CD 2006-CD3 Mortgage Trust 5.648% 10/15/48 425 439
5 CD 2007-CD4 Commercial Mortgage Trust 5.322% 12/11/49 2,440 2,524
5 CD 2007-CD5 Mortgage Trust 5.886% 11/15/44 1,348 1,438

 

 

5 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.170% 8/1/19 78 81
5 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.302% 8/1/20 81 90
5 CenterPoint Energy Transition Bond Co. IV        
LLC 2012-1 3.028% 10/15/25 800 843
5 Chase Issuance Trust 2012-A4 1.580% 8/16/21 600 600
5 Chase Issuance Trust 2012-A7 2.160% 9/16/24 1,314 1,308
5 Chase Issuance Trust 2013-A1 1.300% 2/18/20 1,050 1,054
5 Chase Issuance Trust 2013-A8 1.010% 10/15/18 775 774
5 Chase Issuance Trust 2014-A1 1.150% 1/15/19 2,450 2,454
5 Chase Issuance Trust 2014-A2 2.770% 3/15/23 900 938
5 Chase Issuance Trust 2014-A6 1.260% 7/15/19 1,075 1,080
5 Chase Issuance Trust 2014-A7 1.380% 11/15/19 800 805
5 Chase Issuance Trust 2015-A2 1.590% 2/18/20 1,830 1,849
5 Chase Issuance Trust 2015-A4 1.840% 4/15/22 600 603
5 Chase Issuance Trust 2015-A5 1.360% 4/15/20 1,225 1,230
5 Citibank Credit Card Issuance Trust 2005-A9 5.100% 11/20/17 803 808
5 Citibank Credit Card Issuance Trust 2007-A8 5.650% 9/20/19 550 599
5 Citibank Credit Card Issuance Trust 2008-A1 5.350% 2/7/20 1,048 1,149
5 Citibank Credit Card Issuance Trust 2013-A10 0.730% 2/7/18 350 350
5 Citibank Credit Card Issuance Trust 2014-A1 2.880% 1/23/23 2,350 2,464
5 Citibank Credit Card Issuance Trust 2014-A4 1.230% 4/24/19 875 879
5 Citibank Credit Card Issuance Trust 2014-A5 2.680% 6/7/23 750 776
5 Citibank Credit Card Issuance Trust 2014-A6 2.150% 7/15/21 2,100 2,143
5 Citibank Credit Card Issuance Trust 2014-A8 1.730% 4/9/20 1,250 1,266
5 Citigroup Commercial Mortgage Trust 2006-        
C5 5.431% 10/15/49 599 617
5 Citigroup Commercial Mortgage Trust 2006-        
C5 5.462% 10/15/49 230 238
5 Citigroup Commercial Mortgage Trust 2007-        
C6 5.899% 12/10/49 1,141 1,202
5 Citigroup Commercial Mortgage Trust 2008-        
C7 6.349% 12/10/49 1,226 1,306
5 Citigroup Commercial Mortgage Trust 2012-        
GC8 3.024% 9/10/45 600 618
5 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.093% 4/10/46 100 102
5 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.422% 4/10/46 100 102
5 Citigroup Commercial Mortgage Trust 2013-        
GC15 3.161% 9/10/46 225 234
5 Citigroup Commercial Mortgage Trust 2013-        
GC15 4.371% 9/10/46 225 249
5 Citigroup Commercial Mortgage Trust 2013-        
GC15 4.649% 9/10/46 350 389
5 Citigroup Commercial Mortgage Trust 2013-        
GC17 3.675% 11/10/46 75 81
5 Citigroup Commercial Mortgage Trust 2013-        
GC17 4.131% 11/10/46 275 299
5 Citigroup Commercial Mortgage Trust 2013-        
GC17 4.544% 11/10/46 100 111
5 Citigroup Commercial Mortgage Trust 2013-        
GC17 5.095% 11/10/46 100 111
5 Citigroup Commercial Mortgage Trust 2014-        
GC19 2.790% 3/10/47 129 133
5 Citigroup Commercial Mortgage Trust 2014-        
GC19 3.552% 3/10/47 75 79

 

 

5 Citigroup Commercial Mortgage Trust 2014-        
  GC19 4.023% 3/10/47 125 135
5 Citigroup Commercial Mortgage Trust 2014-        
  GC19 4.345% 3/10/47 125 136
5 Citigroup Commercial Mortgage Trust 2014-        
  GC21 3.855% 5/10/47 200 213
5 Citigroup Commercial Mortgage Trust 2014-        
  GC21 4.328% 5/10/47 150 157
5 Citigroup Commercial Mortgage Trust 2014-        
  GC23 3.622% 7/10/47 300 314
5 Citigroup Commercial Mortgage Trust 2014-        
  GC25 3.635% 10/10/47 650 679
5 Citigroup Commercial Mortgage Trust 2015-        
  GC27 3.137% 2/10/48 800 799
5 Citigroup Commercial Mortgage Trust 2015-        
  GC27 3.571% 2/10/48 325 330
5 Citigroup Commercial Mortgage Trust 2015-        
  GC29 2.674% 4/10/48 150 154
5 Citigroup Commercial Mortgage Trust 2015-        
  GC29 3.192% 4/10/48 650 653
5 Citigroup Commercial Mortgage Trust 2015-        
  GC29 3.758% 4/10/48 318 315
5 Citigroup Commercial Mortgage Trust 2015-        
  GC31 3.762% 6/10/48 350 368
5 Citigroup Commercial Mortgage Trust 2015-        
  GC33 3.778% 9/10/58 425 438
5 COBALT CMBS Commercial Mortgage Trust        
  2007-C2 5.484% 4/15/47 1,154 1,206
5 COBALT CMBS Commercial Mortgage Trust        
  2007-C3 5.959% 5/15/46 867 917
5 COMM 15-CR22 Mortgage Trust 2.856% 3/10/48 200 206
5 COMM 15-CR22 Mortgage Trust 3.309% 3/10/48 575 585
5 COMM 15-CR22 Mortgage Trust 3.603% 3/10/48 200 203
5 COMM 15-CR23 Mortgage Trust 3.257% 5/10/48 250 261
5 COMM 15-CR23 Mortgage Trust 3.497% 5/10/48 375 386
5 COMM 15-CR23 Mortgage Trust 3.801% 5/10/48 175 180
5 COMM 2007-C9 Mortgage Trust 5.989% 12/10/49 1,002 1,063
5 COMM 2012-CCRE2 Mortgage Trust 3.147% 8/15/45 144 149
5 COMM 2012-CCRE2 Mortgage Trust 3.791% 8/15/45 189 201
5,8 COMM 2012-CCRE3 Mortgage Trust 3.416% 10/15/45 227 235
5 COMM 2012-CCRE4 Mortgage Trust 2.853% 10/15/45 350 356
5 COMM 2013-CCRE11 Mortgage Trust 3.047% 10/10/46 200 209
5 COMM 2013-CCRE11 Mortgage Trust 3.660% 10/10/46 200 214
5 COMM 2013-CCRE11 Mortgage Trust 3.983% 10/10/46 260 282
5 COMM 2013-CCRE11 Mortgage Trust 4.258% 10/10/46 330 362
5 COMM 2013-CCRE11 Mortgage Trust 4.715% 10/10/46 200 222
5 COMM 2013-CCRE12 Mortgage Trust 1.295% 10/10/46 55 55
5 COMM 2013-CCRE12 Mortgage Trust 2.904% 10/10/46 125 129
5 COMM 2013-CCRE12 Mortgage Trust 3.623% 10/10/46 125 133
5 COMM 2013-CCRE12 Mortgage Trust 3.765% 10/10/46 175 186
5 COMM 2013-CCRE12 Mortgage Trust 4.046% 10/10/46 125 136
5 COMM 2013-CCRE12 Mortgage Trust 4.300% 10/10/46 75 81
5 COMM 2013-CCRE12 Mortgage Trust 4.762% 10/10/46 50 55
5 COMM 2013-CCRE13 Mortgage Trust 1.259% 11/10/18 50 51
5 COMM 2013-CCRE13 Mortgage Trust 3.039% 12/10/18 75 78
5 COMM 2013-CCRE13 Mortgage Trust 3.706% 10/10/23 50 53
5 COMM 2013-CCRE13 Mortgage Trust 4.194% 11/10/23 450 494
5 COMM 2013-CCRE13 Mortgage Trust 4.449% 12/10/23 150 164

 

 

5 COMM 2013-CCRE6 Mortgage Trust 3.101% 3/10/46 183 187
5 COMM 2013-CCRE7 Mortgage Trust 3.213% 3/10/46 150 155
5 COMM 2013-CCRE8 Mortgage Trust 3.612% 6/10/46 223 235
5 COMM 2013-CCRE9 Mortgage Trust 4.376% 7/10/45 365 402
5 COMM 2013-CCRE9 Mortgage Trust 4.210% 8/10/46 160 176
5 COMM 2013-LC13 Mortgage Trust 3.009% 8/10/46 230 238
5 COMM 2013-LC13 Mortgage Trust 4.205% 8/10/46 230 253
5 COMM 2013-LC6 Mortgage Trust 2.941% 1/10/46 277 282
5 COMM 2013-LC6 Mortgage Trust 3.282% 1/10/46 154 158
5 COMM 2014-CCRE14 Mortgage Trust 3.147% 2/10/47 350 363
5 COMM 2014-CCRE14 Mortgage Trust 4.236% 2/10/47 275 302
5 COMM 2014-CCRE14 Mortgage Trust 4.526% 2/10/47 325 356
5 COMM 2014-CCRE14 Mortgage Trust 4.755% 2/10/47 175 191
5 COMM 2014-CCRE15 Mortgage Trust 2.928% 2/10/47 327 339
5 COMM 2014-CCRE15 Mortgage Trust 3.595% 2/10/47 113 120
5 COMM 2014-CCRE15 Mortgage Trust 4.074% 2/10/47 209 226
5 COMM 2014-CCRE15 Mortgage Trust 4.868% 2/10/47 105 116
5 COMM 2014-CCRE19 Mortgage Trust 3.796% 8/10/47 650 688
5 COMM 2014-CCRE19 Mortgage Trust 4.080% 8/10/47 150 158
5 COMM 2014-CCRE21 Mortgage Trust 3.095% 12/10/47 320 333
5 COMM 2014-CCRE21 Mortgage Trust 3.528% 12/10/47 625 644
5 COMM 2014-CR17 Mortgage Trust 3.012% 5/10/47 225 233
5 COMM 2014-CR17 Mortgage Trust 3.598% 5/10/47 100 106
5 COMM 2014-CR17 Mortgage Trust 3.977% 5/10/47 175 188
5 COMM 2014-CR17 Mortgage Trust 4.377% 5/10/47 100 106
5 COMM 2014-CR18 Mortgage Trust 3.452% 7/15/47 175 185
5 COMM 2014-CR18 Mortgage Trust 3.828% 7/15/47 125 132
5 COMM 2014-CR18 Mortgage Trust 4.103% 7/15/47 150 159
5 COMM 2014-LC15 Mortgage Trust 2.840% 4/10/47 125 129
5 COMM 2014-LC15 Mortgage Trust 4.006% 4/10/47 325 349
5 COMM 2014-LC17 Mortgage Trust 3.164% 10/10/47 425 446
5 COMM 2014-LC17 Mortgage Trust 3.917% 10/10/47 175 186
5 COMM 2014-LC19 Mortgage Trust 3.040% 2/10/48 75 77
5 COMM 2014-LC19 Mortgage Trust 3.183% 2/10/48 425 429
5 COMM 2014-LC19 Mortgage Trust 3.527% 2/10/48 200 204
5 COMM 2014-UBS2 Mortgage Trust 2.820% 3/10/47 90 93
5 COMM 2014-UBS2 Mortgage Trust 3.472% 3/10/47 78 82
5 COMM 2014-UBS2 Mortgage Trust 3.961% 3/10/47 202 216
5 COMM 2014-UBS2 Mortgage Trust 4.199% 3/10/47 57 60
COMM 2014-UBS2 Mortgage Trust 4.701% 3/10/47 36 39
5 COMM 2014-UBS3 Mortgage Trust 2.844% 6/10/47 125 129
5 COMM 2014-UBS3 Mortgage Trust 3.819% 6/10/47 350 371
5 COMM 2014-UBS4 Mortgage Trust 3.694% 8/10/47 225 237
5 COMM 2014-UBS4 Mortgage Trust 3.968% 8/10/47 167 173
5 COMM 2014-UBS5 Mortgage Trust 3.838% 9/10/47 500 529
5 COMM 2014-UBS6 Mortgage Trust 2.935% 12/10/47 425 441
5 COMM 2014-UBS6 Mortgage Trust 3.387% 12/10/47 425 442
5 COMM 2014-UBS6 Mortgage Trust 3.644% 12/10/47 800 834
5 COMM 2014-UBS6 Mortgage Trust 4.048% 12/10/47 225 235
5 COMM 2015-CR25 Mortgage Trust 3.759% 8/10/48 425 445
5 COMM 2015-CR26 Mortgage Trust 3.788% 10/10/48 850 876
5 Commercial Mortgage Trust 2005-GG5 5.277% 4/10/37 100 100
5 Commercial Mortgage Trust 2006-GG7 6.014% 7/10/38 265 267
5 Credit Suisse Commercial Mortgage Trust        
Series 2006-C1 5.609% 2/15/39 413 412
5 Credit Suisse Commercial Mortgage Trust        
Series 2006-C3 5.998% 6/15/38 1,306 1,323

 

 

5 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C4 5.509% 9/15/39 175 180
5 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C5 5.311% 12/15/39 446 458
5 Credit Suisse Commercial Mortgage Trust        
  Series 2007-C1 5.383% 2/15/40 555 574
5 Credit Suisse Commercial Mortgage Trust        
  Series 2007-C3 5.889% 6/15/39 444 463
5 CSAIL Commercial Mortgage Trust 2015-C1 3.505% 4/15/50 400 412
5 CSAIL Commercial Mortgage Trust 2015-C1 3.791% 4/15/50 200 208
5 CSAIL Commercial Mortgage Trust 2015-C1 4.044% 4/15/50 175 183
5 CSAIL Commercial Mortgage Trust 2015-C2 1.454% 6/15/57 329 329
5 CSAIL Commercial Mortgage Trust 2015-C2 3.504% 6/15/57 550 566
5 CSAIL Commercial Mortgage Trust 2015-C2 3.849% 6/15/57 225 231
5 CSAIL Commercial Mortgage Trust 2015-C3 3.448% 8/15/48 327 341
5 CSAIL Commercial Mortgage Trust 2015-C3 3.718% 8/15/48 425 445
5 CSAIL Commercial Mortgage Trust 2015-C3 4.258% 8/15/48 200 204
5 CSFB Commercial Mortgage Trust 2005-C6 5.230% 12/15/40 160 160
5 Discover Card Execution Note Trust 2007-A1 5.650% 3/16/20 860 935
5 Discover Card Execution Note Trust 2014-A3 1.220% 10/15/19 1,350 1,355
5 Discover Card Execution Note Trust 2014-A5 1.390% 4/15/20 1,175 1,181
5 Discover Card Execution Note Trust 2015-A2 1.900% 10/17/22 500 503
5 Discover Card Execution Note Trust 2015-A3 1.450% 3/15/21 825 825
4,5 Fannie Mae-Aces 2010-M1 4.450% 9/25/19 164 180
4,5 Fannie Mae-Aces 2011-M2 3.764% 4/25/21 600 652
4,5 Fannie Mae-Aces 2012-M9 1.553% 4/25/22 114 114
4,5 Fannie Mae-Aces 2013-M12 2.465% 3/25/23 1,160 1,180
4,5 Fannie Mae-Aces 2013-M14 2.585% 4/25/23 1,222 1,235
4,5 Fannie Mae-Aces 2013-M14 3.329% 10/25/23 1,275 1,368
4,5 Fannie Mae-Aces 2013-M4 2.608% 3/25/22 75 77
4,5 Fannie Mae-Aces 2013-M7 2.280% 12/27/22 450 453
4,5 Fannie Mae-Aces 2014-M1 2.323% 11/25/18 1,721 1,765
4,5 Fannie Mae-Aces 2014-M1 3.432% 7/25/23 1,675 1,777
4,5 Fannie Mae-Aces 2014-M10 2.171% 9/25/19 825 840
4,5 Fannie Mae-Aces 2014-M12 2.614% 10/25/21 1,250 1,290
4,5 Fannie Mae-Aces 2014-M13 1.637% 11/25/17 179 180
4,5 Fannie Mae-Aces 2014-M13 2.566% 8/25/24 171 176
4,5 Fannie Mae-Aces 2014-M13 3.021% 8/25/24 475 496
4,5 Fannie Mae-Aces 2014-M15 2.509% 7/25/22 500 513
4,5 Fannie Mae-Aces 2014-M2 1.916% 6/25/21 459 465
4,5 Fannie Mae-Aces 2014-M2 3.513% 12/25/23 1,266 1,375
4,5 Fannie Mae-Aces 2014-M3 2.613% 1/25/24 484 503
4,5 Fannie Mae-Aces 2014-M3 3.501% 1/25/24 600 651
4,5 Fannie Mae-Aces 2014-M4 3.346% 3/25/24 625 668
4,5 Fannie Mae-Aces 2014-M6 2.679% 5/25/21 1,175 1,213
4,5 Fannie Mae-Aces 2014-M7 3.356% 6/25/24 1,287 1,376
4,5 Fannie Mae-Aces 2014-M8 2.346% 6/25/24 207 212
4,5 Fannie Mae-Aces 2014-M8 3.056% 6/25/24 650 683
4,5 Fannie Mae-Aces 2014-M9 1.462% 4/25/17 1,025 1,030
4,5 Fannie Mae-Aces 2014-M9 3.103% 7/25/24 775 812
4,5 Fannie Mae-Aces 2015-M1 1.626% 2/25/18 325 328
4,5 Fannie Mae-Aces 2015-M1 2.532% 9/25/24 1,075 1,088
4,5 Fannie Mae-Aces 2015-M10 3.092% 4/25/27 350 365
4,5 Fannie Mae-Aces 2015-M12 2.792% 5/25/25 850 855
4,5 Fannie Mae-Aces 2015-M2 2.620% 12/25/24 780 798
4,5 Fannie Mae-Aces 2015-M3 2.723% 10/25/24 400 410
4,5 Fannie Mae-Aces 2015-M7 1.550% 4/25/18 225 226
4,5 Fannie Mae-Aces 2015-M7 2.590% 12/25/24 750 759

 

 

4,5 Fannie Mae-Aces 2015-M8 2.344% 1/25/25 418 426
4,5 Fannie Mae-Aces 2015-M8 2.900% 1/25/25 425 441
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K005 3.484% 4/25/19 855 883
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K006 3.398% 7/25/19 618 642
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K007 3.342% 12/25/19 456 471
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K009 2.757% 5/25/20 782 804
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K010 2.412% 8/25/18 250 257
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K010 3.320% 7/25/20 804 836
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K011 4.084% 11/25/20 975 1,063
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K014 3.871% 4/25/21 524 574
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K017 2.873% 12/25/21 1,450 1,526
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K019 2.272% 3/25/22 585 592
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K020 2.373% 5/25/22 1,450 1,475
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K021 2.396% 6/25/22 915 926
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K021 3.490% 1/25/24 50 54
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K022 2.355% 7/25/22 75 76
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K026 2.510% 11/25/22 1,275 1,296
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K027 2.637% 1/25/23 1,275 1,308
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K028 3.111% 2/25/23 1,875 1,985
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K029 3.320% 2/25/23 1,250 1,340
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K030 2.779% 9/25/22 1,120 1,169
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K030 3.250% 4/25/23 1,250 1,327
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K031 3.300% 4/25/23 1,260 1,345
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K032 3.016% 2/25/23 1,153 1,219
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K032 3.310% 5/25/23 1,260 1,344
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K033 2.871% 2/25/23 1,178 1,239
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K033 3.060% 7/25/23 1,325 1,392
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K034 3.531% 7/25/23 1,208 1,309
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K035 3.458% 8/25/23 1,400 1,505
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K036 3.527% 10/25/23 1,375 1,489

 

 

4,5 FHLMC Multifamily Structured Pass Through        
Certificates K038 2.604% 10/25/23 397 415
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K038 3.389% 3/25/24 1,475 1,584
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K039 2.683% 12/25/23 283 296
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K039 3.303% 7/25/24 850 905
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K040 2.768% 4/25/24 389 408
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K040 3.241% 9/25/24 1,025 1,085
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K041 3.171% 10/25/24 1,000 1,040
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K042 2.267% 6/25/24 196 201
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K042 2.670% 12/25/24 700 702
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K043 2.532% 10/25/23 197 204
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K043 2.493% 11/25/24 421 435
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K043 3.062% 12/25/24 600 626
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K043 3.023% 1/25/25 675 702
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K046 3.205% 3/25/25 650 686
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K047 2.827% 12/25/24 224 234
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K047 3.329% 5/25/25 525 553
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K048 3.284% 6/25/25 825 863
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K503 1.384% 1/25/19 585 589
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K503 2.456% 8/25/19 1,250 1,294
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K702 3.154% 2/25/18 1,790 1,861
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K706 2.323% 10/25/18 375 385
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K707 2.220% 12/25/18 575 589
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K708 1.670% 10/25/18 112 113
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K710 1.883% 5/25/19 100 102
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K711 1.321% 12/25/18 869 874
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K711 1.730% 7/25/19 1,675 1,689
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K713 2.313% 3/25/20 2,000 2,056
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K714 3.034% 10/25/20 1,450 1,533
4,5 FHLMC Multifamily Structured Pass Through        
Certificates K716 2.413% 1/25/21 276 285

 

 

4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K716 3.130% 6/25/21 1,050 1,112
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K717 2.991% 9/25/21 800 855
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K718 2.375% 9/25/21 839 866
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K718 2.791% 1/25/22 800 841
4,5 FHLMC Multifamily Structures Pass Through        
  Certificates K715 2.856% 1/25/21 475 499
5 Fifth Third Auto 2014-1 0.680% 4/16/18 234 234
5 Fifth Third Auto 2014-1 1.140% 10/15/20 175 175
5 Fifth Third Auto 2014-2 0.890% 11/15/18 175 175
5 Fifth Third Auto 2014-2 1.380% 12/15/20 100 100
5 Ford Credit Auto Lease Trust 2014-A 0.680% 4/15/17 175 175
5 Ford Credit Auto Lease Trust 2014-A 0.900% 6/15/17 75 75
5 Ford Credit Auto Lease Trust 2014-A 1.160% 8/15/17 125 125
5 Ford Credit Auto Lease Trust 2014-B 0.890% 9/15/17 225 225
5 Ford Credit Auto Lease Trust 2015-A 1.130% 6/15/18 325 326
5 Ford Credit Auto Lease Trust 2015-A 1.310% 8/15/18 75 75
5 Ford Credit Auto Owner Trust 2012-A 1.150% 6/15/17 147 147
5 Ford Credit Auto Owner Trust 2013-A 0.550% 7/15/17 71 71
5 Ford Credit Auto Owner Trust 2013-B 0.570% 10/15/17 120 120
5 Ford Credit Auto Owner Trust 2013-B 0.760% 8/15/18 170 170
5 Ford Credit Auto Owner Trust 2013-C 0.820% 12/15/17 126 126
5 Ford Credit Auto Owner Trust 2013-C 1.250% 10/15/18 83 83
5 Ford Credit Auto Owner Trust 2013-D 0.670% 4/15/18 367 367
5 Ford Credit Auto Owner Trust 2013-D 1.110% 2/15/19 100 100
5 Ford Credit Auto Owner Trust 2014-A 0.790% 5/15/18 435 435
5 Ford Credit Auto Owner Trust 2014-A 1.290% 4/15/19 100 100
5 Ford Credit Auto Owner Trust 2014-B 0.900% 10/15/18 375 376
5 Ford Credit Auto Owner Trust 2014-B 1.420% 8/15/19 75 75
5 Ford Credit Auto Owner Trust 2015-A 1.280% 9/15/19 200 201
5 Ford Credit Auto Owner Trust 2015-A 1.640% 6/15/20 50 50
5 Ford Credit Auto Owner Trust 2015-B 1.160% 11/15/19 275 275
5 Ford Credit Auto Owner Trust 2015-B 1.580% 8/15/20 100 101
5 Ford Credit Auto Owner Trust 2015-C 1.410% 2/15/20 200 201
5 Ford Credit Auto Owner Trust 2015-C 1.740% 2/15/21 100 101
5 Ford Credit Floorplan Master Owner Trust A        
  Series 2013-5 1.500% 9/15/18 350 352
5 Ford Credit Floorplan Master Owner Trust A        
  Series 2014-1 1.200% 2/15/19 450 451
5 Ford Credit Floorplan Master Owner Trust A        
  Series 2014-4 1.400% 8/15/19 850 853
5 GE Capital Credit Card Master Note Trust        
  Series 2012-7 1.760% 9/15/22 409 410
5 GE Commercial Mortgage Corp. Series 2006-        
  C1 Trust 5.464% 3/10/44 622 626
5 GE Commercial Mortgage Corp. Series 2006-        
  C1 Trust 5.464% 3/10/44 325 326
5 GE Commercial Mortgage Corp. Series 2007-        
  C1 Trust 5.543% 12/10/49 850 881
5 GM Financial Leasing Trust 2015-2 1.680% 12/20/18 400 403
5 GM Financial Leasing Trust 2015-2 1.850% 7/22/19 200 202
5 GS Mortgage Securities Trust 2006-GG6 5.553% 4/10/38 843 843
5 GS Mortgage Securities Trust 2006-GG6 5.622% 4/10/38 250 252
5 GS Mortgage Securities Trust 2011-GC5 3.707% 8/10/44 145 155
5 GS Mortgage Securities Trust 2012-GC6 3.482% 1/10/45 750 793

 

 

5 GS Mortgage Securities Trust 2012-GCJ7 3.377% 5/10/45 440 462
5 GS Mortgage Securities Trust 2012-GCJ9 2.773% 11/10/45 325 327
5 GS Mortgage Securities Trust 2013-GC10 2.943% 2/10/46 246 249
5 GS Mortgage Securities Trust 2013-GC10 3.279% 2/10/46 92 93
5 GS Mortgage Securities Trust 2013-GCJ12 3.135% 6/10/46 275 281
GS Mortgage Securities Trust 2013-GCJ12 3.375% 6/10/46 118 121
5 GS Mortgage Securities Trust 2013-GCJ14 2.995% 8/10/46 191 199
5 GS Mortgage Securities Trust 2013-GCJ14 3.817% 8/10/46 135 144
5 GS Mortgage Securities Trust 2013-GCJ14 4.243% 8/10/46 675 741
5 GS Mortgage Securities Trust 2013-GCJ16 3.033% 11/10/46 210 218
5 GS Mortgage Securities Trust 2013-GCJ16 3.813% 11/10/46 100 107
5 GS Mortgage Securities Trust 2013-GCJ16 4.271% 11/10/46 125 137
5 GS Mortgage Securities Trust 2014-GC18 1.298% 1/10/47 376 377
5 GS Mortgage Securities Trust 2014-GC18 4.074% 1/10/47 825 890
5 GS Mortgage Securities Trust 2014-GC18 4.383% 1/10/47 275 299
5 GS Mortgage Securities Trust 2014-GC18 3.467% 6/10/47 175 184
5 GS Mortgage Securities Trust 2014-GC18 3.862% 6/10/47 150 160
5 GS Mortgage Securities Trust 2014-GC24 3.931% 9/10/47 475 508
5 GS Mortgage Securities Trust 2014-GC24 4.640% 9/10/47 125 132
5 GS Mortgage Securities Trust 2014-GC26 2.902% 11/10/47 125 129
5 GS Mortgage Securities Trust 2014-GC26 3.365% 11/10/47 250 261
5 GS Mortgage Securities Trust 2014-GC26 3.629% 11/10/47 800 836
5 GS Mortgage Securities Trust 2014-GC26 3.964% 11/10/47 125 131
5 GS Mortgage Securities Trust 2014-GC26 4.215% 11/10/47 125 129
5 GS Mortgage Securities Trust 2015-GC28 3.396% 2/10/48 500 510
5 GS Mortgage Securities Trust 2015-GC30 2.726% 5/10/50 300 310
5 GS Mortgage Securities Trust 2015-GC30 3.382% 5/10/50 450 460
5 GS Mortgage Securities Trust 2015-GC32 3.513% 7/10/48 425 447
5 GS Mortgage Securities Trust 2015-GC32 3.764% 7/10/48 175 184
5 Honda Auto Receivables 2012-4 Owner Trust 0.660% 12/18/18 325 325
5 Honda Auto Receivables 2013-1 Owner Trust 0.480% 11/21/16 61 61
5 Honda Auto Receivables 2013-1 Owner Trust 0.620% 3/21/19 287 287
5 Honda Auto Receivables 2013-2 Owner Trust 0.530% 2/16/17 42 42
5 Honda Auto Receivables 2013-2 Owner Trust 0.660% 6/17/19 111 111
5 Honda Auto Receivables 2013-4 Owner Trust 0.690% 9/18/17 115 115
5 Honda Auto Receivables 2013-4 Owner Trust 1.040% 2/18/20 150 150
5 Honda Auto Receivables 2014-1 Owner Trust 0.670% 11/21/17 270 270
5 Honda Auto Receivables 2014-1 Owner Trust 1.040% 2/21/20 135 135
5 Honda Auto Receivables 2014-2 Owner Trust 0.770% 3/19/18 200 200
5 Honda Auto Receivables 2014-2 Owner Trust 1.180% 5/18/20 100 100
5 Honda Auto Receivables 2014-3 Owner Trust 0.880% 6/15/18 375 375
5 Honda Auto Receivables 2014-3 Owner Trust 1.310% 10/15/20 225 226
5 Honda Auto Receivables 2015-1 Owner Trust 1.050% 10/15/18 350 350
5 Honda Auto Receivables 2015-1 Owner Trust 1.320% 11/16/20 250 251
5 Honda Auto Receivables 2015-2 Owner Trust 1.040% 2/21/19 300 300
5 Honda Auto Receivables 2015-2 Owner Trust 1.470% 8/23/21 175 176
5 Honda Auto Receivables 2015-3 Owner Trust 1.270% 4/18/19 325 326
5 Honda Auto Receivables 2015-3 Owner Trust 1.560% 10/18/21 100 101
5 Huntington Auto Trust 2015-1 1.240% 9/16/19 425 426
5 Hyundai Auto Receivables Trust 2012-C 0.730% 6/15/18 200 200
5 Hyundai Auto Receivables Trust 2013-A 0.560% 7/17/17 41 41
5 Hyundai Auto Receivables Trust 2013-A 0.750% 9/17/18 308 308
5 Hyundai Auto Receivables Trust 2013-B 0.710% 9/15/17 140 140
5 Hyundai Auto Receivables Trust 2013-B 1.010% 2/15/19 175 175
5 Hyundai Auto Receivables Trust 2013-C 1.010% 2/15/18 569 570
5 Hyundai Auto Receivables Trust 2013-C 1.550% 3/15/19 320 322
5 Hyundai Auto Receivables Trust 2014-A 0.790% 7/16/18 201 201
5 Hyundai Auto Receivables Trust 2014-B 0.900% 12/17/18 350 350

 

 

5 Hyundai Auto Receivables Trust 2014-B 1.460% 11/15/19 90 91
5 Hyundai Auto Receivables Trust 2015-A 1.370% 7/15/20 125 125
5 Hyundai Auto Receivables Trust 2015-C 1.460% 2/18/20 150 151
5 Hyundai Auto Receivables Trust 2015-C 1.780% 11/15/21 100 101
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-CIBC11 5.588% 8/12/37 40 40
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-CIBC13 5.468% 1/12/43 125 125
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-LDP5 5.450% 12/15/44 173 173
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-LDP5 5.529% 12/15/44 70 70
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-CIBC14 5.667% 12/12/44 150 151
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-CIBC16 5.593% 5/12/45 569 588
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP7 6.100% 4/15/45 1,257 1,271
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP7 6.100% 4/15/45 180 185
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP8 5.440% 5/15/45 225 231
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC18 5.440% 6/12/47 827 855
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC20 5.794% 2/12/51 1,359 1,441
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC20 6.082% 2/12/51 295 317
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-LDP11 5.961% 6/15/49 575 594
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-LDP12 5.882% 2/15/51 1,675 1,758
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C6 3.507% 5/15/45 550 583
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C8 2.829% 10/15/45 1,735 1,762
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-CIBX 3.483% 6/15/45 433 457
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.142% 12/15/47 146 150
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.372% 12/15/47 109 111
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.674% 12/15/46 150 159
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.881% 12/15/46 200 215
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.166% 12/15/46 300 328
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.517% 12/15/46 150 164
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 5.111% 12/15/46 150 165
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-LC11 2.960% 4/15/46 173 176
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 2.872% 7/15/47 175 181
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 3.805% 7/15/47 75 80

 

 

5 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 3.664% 7/15/45 122 129
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 4.161% 7/15/45 81 86
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 3.761% 8/15/46 240 256
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.133% 8/15/46 790 861
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.409% 8/15/46 220 239
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 1.233% 11/15/45 105 106
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 2.977% 11/15/45 680 704
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 3.659% 11/15/45 65 69
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.131% 11/15/45 435 474
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.420% 11/15/45 275 299
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.003% 1/15/47 250 259
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.705% 1/15/47 188 200
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.199% 1/15/47 625 683
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.458% 1/15/47 125 136
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 5.050% 1/15/47 188 204
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.079% 2/15/47 474 513
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.439% 2/15/47 93 101
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.970% 2/15/47 113 123
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.046% 4/15/47 175 182
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.669% 4/15/47 225 237
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.996% 4/15/47 225 242
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 4.243% 4/15/47 175 187
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 4.110% 9/15/47 175 184
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.428% 8/15/47 109 114
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.775% 8/15/47 100 106
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.996% 8/15/47 75 78
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C22 3.801% 9/15/47 650 686
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 3.934% 9/15/47 319 342
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 4.202% 9/15/47 188 200

 

 

5 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 2.940% 11/15/47 200 208
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.638% 11/15/47 150 157
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.914% 11/15/47 300 312
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 3.672% 11/15/47 750 786
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 4.065% 11/15/47 200 212
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.018% 1/15/48 400 417
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.494% 1/15/48 600 620
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.800% 1/15/48 200 205
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.951% 1/15/48 200 202
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 2.734% 2/15/48 325 335
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 3.017% 2/15/48 409 417
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 3.179% 2/15/48 218 220
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 2.773% 10/15/48 400 412
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 3.227% 10/15/48 500 504
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 3.532% 10/15/48 100 100
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 2.921% 5/15/48 400 415
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.304% 5/15/48 215 223
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.611% 5/15/48 350 364
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.559% 7/15/48 425 447
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.822% 7/15/48 425 449
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 4.226% 7/15/48 200 211
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.540% 8/15/48 203 213
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.801% 8/15/48 218 230
5 LB-UBS Commercial Mortgage Trust 2006-C6 5.372% 9/15/39 962 984
5 LB-UBS Commercial Mortgage Trust 2006-C6 5.413% 9/15/39 250 259
5 LB-UBS Commercial Mortgage Trust 2006-C7 5.347% 11/15/38 300 309
5 LB-UBS Commercial Mortgage Trust 2006-C7 5.378% 11/15/38 180 186
5 LB-UBS Commercial Mortgage Trust 2007-C1 5.424% 2/15/40 2,077 2,159
5 LB-UBS Commercial Mortgage Trust 2007-C2 5.430% 2/15/40 1,144 1,187
5 LB-UBS Commercial Mortgage Trust 2007-C7 5.866% 9/15/45 848 915
5 LB-UBS Commercial Mortgage Trust 2008-C1 6.269% 4/15/41 1,132 1,228
5 Mercedes-Benz Auto Lease Trust 2013-B 0.760% 7/15/19 100 100
5 Mercedes-Benz Auto Lease Trust 2014-A 0.900% 12/16/19 300 300
5 Mercedes-Benz Auto Lease Trust 2015-A 1.210% 10/15/20 625 627

 

 

5 Mercedes-Benz Auto Receivables Trust 2013-        
1 0.780% 8/15/17 41 41
5 Mercedes-Benz Auto Receivables Trust 2013-        
1 1.130% 11/15/19 83 83
5 Mercedes-Benz Auto Receivables Trust 2014-        
1 0.870% 10/15/18 200 200
5 Mercedes-Benz Auto Receivables Trust 2014-        
1 1.310% 11/16/20 75 75
5 Mercedes-Benz Auto Receivables Trust 2015-        
1 1.340% 12/16/19 250 251
5 Mercedes-Benz Auto Receivables Trust 2015-        
1 1.750% 12/15/21 75 76
5 Merrill Lynch Mortgage Trust 2005-LC1 5.291% 1/12/44 681 680
5 Merrill Lynch Mortgage Trust 2006-C1 5.865% 5/12/39 100 102
5 Merrill Lynch Mortgage Trust 2006-C2 5.782% 8/12/43 245 251
5 Merrill Lynch Mortgage Trust 2007-C1 6.032% 6/12/50 1,895 1,982
5 Merrill Lynch Mortgage Trust 2008-C1 5.690% 2/12/51 966 1,025
5 ML-CFC Commercial Mortgage Trust 2006-2 6.062% 6/12/46 676 686
5 ML-CFC Commercial Mortgage Trust 2006-3 5.456% 7/12/46 160 164
5 ML-CFC Commercial Mortgage Trust 2006-4 5.204% 12/12/49 275 286
5 ML-CFC Commercial Mortgage Trust 2007-5 5.378% 8/12/48 1,534 1,586
5 ML-CFC Commercial Mortgage Trust 2007-7 5.810% 6/12/50 513 541
5 ML-CFC Commercial Mortgage Trust 2007-9 5.700% 9/12/49 517 546
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2012-C5 3.176% 8/15/45 175 181
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C10 4.218% 7/15/46 2,000 2,178
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C11 4.362% 8/15/46 240 263
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C11 4.562% 8/15/46 120 130
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C12 3.001% 10/15/46 320 332
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C12 4.259% 10/15/46 445 488
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 2.936% 11/15/46 150 156
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 4.039% 11/15/46 300 324
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 4.905% 11/15/46 150 163
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C7 2.918% 2/15/46 179 181
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C7 3.214% 2/15/46 36 36
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C8 3.134% 12/15/48 225 230
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C8 3.376% 12/15/48 100 102
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C9 3.102% 5/15/46 150 153
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C9 3.456% 5/15/46 125 128
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 1.250% 2/15/47 116 115
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 2.916% 2/15/47 175 181

 

 

5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 3.669% 2/15/47 375 396
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 4.064% 2/15/47 375 405
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 4.804% 2/15/47 150 161
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 2.849% 6/15/47 75 78
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 3.477% 6/15/47 75 79
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 3.892% 6/15/47 325 346
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 4.486% 6/15/47 125 133
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C18 3.194% 10/15/47 400 419
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C18 3.923% 10/15/47 100 107
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C18 4.594% 10/15/47 125 131
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C19 3.101% 12/15/47 400 418
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C19 3.326% 12/15/47 225 234
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C19 3.526% 12/15/47 275 285
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C20 3.069% 2/15/48 200 205
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C20 3.249% 2/15/48 725 733
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C22 3.040% 4/15/48 425 434
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C22 3.306% 4/15/48 325 330
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C22 3.883% 4/15/48 200 201
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C23 2.982% 7/15/50 225 234
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C23 3.398% 7/15/50 150 156
5 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C23 3.719% 7/15/50 450 471
5 Morgan Stanley Capital I Trust 2005-IQ9 4.770% 7/15/56 146 146
5 Morgan Stanley Capital I Trust 2005-TOP17 4.840% 12/13/41 8 8
5 Morgan Stanley Capital I Trust 2005-TOP19 4.985% 6/12/47 51 51
5 Morgan Stanley Capital I Trust 2006-HQ10 5.328% 11/12/41 1,807 1,845
5 Morgan Stanley Capital I Trust 2006-HQ10 5.360% 11/12/41 375 386
5 Morgan Stanley Capital I Trust 2006-HQ8 5.587% 3/12/44 454 453
5 Morgan Stanley Capital I Trust 2006-HQ8 5.636% 3/12/44 375 376
5 Morgan Stanley Capital I Trust 2006-HQ9 5.773% 7/12/44 250 256
5 Morgan Stanley Capital I Trust 2006-HQ9 5.793% 7/12/44 225 231
5 Morgan Stanley Capital I Trust 2006-IQ11 5.890% 10/15/42 367 369
5 Morgan Stanley Capital I Trust 2006-IQ11 5.894% 10/15/42 30 30
5 Morgan Stanley Capital I Trust 2006-IQ11 5.894% 10/15/42 200 203
5 Morgan Stanley Capital I Trust 2006-IQ12 5.332% 12/15/43 606 623
5 Morgan Stanley Capital I Trust 2006-IQ12 5.370% 12/15/43 150 156
5 Morgan Stanley Capital I Trust 2006-TOP21 5.204% 10/12/52 550 552
5 Morgan Stanley Capital I Trust 2006-TOP23 6.017% 8/12/41 110 113

 

 

5 Morgan Stanley Capital I Trust 2007-IQ14 5.654% 4/15/49 23 23
5 Morgan Stanley Capital I Trust 2007-IQ14 5.692% 4/15/49 1,385 1,441
5 Morgan Stanley Capital I Trust 2007-IQ15 6.114% 6/11/49 867 915
5 Morgan Stanley Capital I Trust 2007-IQ16 5.809% 12/12/49 1,673 1,772
5 Morgan Stanley Capital I Trust 2007-IQ16 6.277% 12/12/49 225 243
5 Morgan Stanley Capital I Trust 2007-TOP25 5.544% 11/12/49 340 356
5 Morgan Stanley Capital I Trust 2007-TOP27 5.821% 6/11/42 1,184 1,259
5 Morgan Stanley Capital I Trust 2007-TOP27 5.825% 6/11/42 300 318
5 Morgan Stanley Capital I Trust 2008-TOP29 6.461% 1/11/43 564 614
5 Morgan Stanley Capital I Trust 2012-C4 3.244% 3/15/45 650 675
5 Morgan Stanley Capital I Trust 2012-C4 3.773% 3/15/45 225 237
5 Nissan Auto Lease Trust 2014-B 1.120% 9/15/17 125 125
5 Nissan Auto Receivables 2012-B Owner Trust 0.660% 12/17/18 295 295
5 Nissan Auto Receivables 2013-A Owner Trust 0.500% 5/15/17 62 62
5 Nissan Auto Receivables 2013-A Owner Trust 0.750% 7/15/19 675 675
5 Nissan Auto Receivables 2013-B Owner Trust 0.840% 11/15/17 100 100
5 Nissan Auto Receivables 2013-B Owner Trust 1.310% 10/15/19 120 121
5 Nissan Auto Receivables 2013-C Owner Trust 0.670% 8/15/18 232 232
5 Nissan Auto Receivables 2013-C Owner Trust 1.300% 6/15/20 225 226
5 Nissan Auto Receivables 2014-A Owner Trust 0.720% 8/15/18 175 175
5 Nissan Auto Receivables 2014-A Owner Trust 1.340% 8/17/20 200 201
5 Nissan Auto Receivables 2014-B Owner Trust 1.110% 5/15/19 200 200
5 Nissan Auto Receivables 2015-B Owner Trust 1.050% 10/15/19 375 375
5 Nissan Auto Receivables 2015-B Owner Trust 1.340% 3/16/20 250 251
5 Nissan Auto Receivables 2015-B Owner Trust 1.790% 1/17/22 125 127
5 PSE&G Transition Funding LLC Series 2001-        
1 6.890% 12/15/17 461 466
5 Royal Bank of Canada 1.200% 9/19/18 850 849
5 Royal Bank of Canada 2.000% 10/1/19 2,000 2,028
Royal Bank of Canada 1.875% 2/5/20 475 475
5 Santander Drive Auto Receivables Trust        
2013-3 0.700% 10/16/17 12 12
5 Santander Drive Auto Receivables Trust        
2013-4 1.110% 12/15/17 22 22
5 Santander Drive Auto Receivables Trust        
2013-4 0.870% 1/16/18 243 243
5 Santander Drive Auto Receivables Trust        
2013-4 1.590% 10/15/18 300 301
5 Santander Drive Auto Receivables Trust        
2014-2 0.800% 4/16/18 100 100
5 Santander Drive Auto Receivables Trust        
2014-3 0.810% 7/16/18 75 75
5 Santander Drive Auto Receivables Trust        
2014-4 1.080% 9/17/18 200 200
5 Synchrony Credit Card Master Note Trust        
2014-1 1.610% 11/15/20 250 252
5 Synchrony Credit Card Master Note Trust        
2015-2 1.600% 4/15/21 225 226
5 TIAA Seasoned Commercial Mortgage Trust        
2007-C4 5.477% 8/15/39 106 107
5 Toyota Auto Receivables 2012-A Owner Trust 0.990% 8/15/17 279 279
5 Toyota Auto Receivables 2013-A Owner Trust 0.550% 1/17/17 21 21
5 Toyota Auto Receivables 2013-A Owner Trust 0.690% 11/15/18 145 145
5 Toyota Auto Receivables 2014-A Owner Trust 0.670% 12/15/17 325 325
5 Toyota Auto Receivables 2014-A Owner Trust 1.180% 6/17/19 100 100
5 Toyota Auto Receivables 2014-B Owner Trust 0.760% 3/15/18 100 100
5 Toyota Auto Receivables 2014-B Owner Trust 1.310% 9/16/19 100 100
5 Toyota Auto Receivables 2015-B Owner Trust 1.270% 5/15/19 625 627

 

 

5 Toyota Auto Receivables 2015-B Owner Trust 1.740% 9/15/20 400 404
5 Toyota Auto Receivables 2015-C Owner Trust 1.340% 6/17/19 400 402
5 Toyota Auto Receivables Owner Trust 2015-C 1.690% 12/15/20 350 353
5 UBS-Barclays Commercial Mortgage Trust        
2013-C5 3.185% 3/10/46 290 298
5 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.244% 4/10/46 175 180
5 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.469% 4/10/46 75 78
5 USAA Auto Owner Trust 2014-1 0.580% 12/15/17 130 130
5 USAA Auto Owner Trust 2014-1 0.940% 5/15/19 75 75
5 Volkswagen Auto Lease Trust 2014-A 0.800% 4/20/17 120 120
5 Volkswagen Auto Lease Trust 2014-A 0.990% 7/20/18 120 120
5 Volkswagen Auto Loan Enhanced Trust 2012-        
1 1.150% 7/20/18 581 581
5 Volkswagen Auto Loan Enhanced Trust 2013-        
2 0.700% 4/20/18 129 129
5 Volkswagen Auto Loan Enhanced Trust 2013-        
2 1.160% 3/20/20 75 75
5 Volkswagen Auto Loan Enhanced Trust 2014-        
1 0.910% 10/22/18 250 250
5 Volkswagen Auto Loan Enhanced Trust 2014-        
1 1.450% 9/21/20 225 227
5 Volkswagen Auto Loan Enhanced Trust 2014-        
2 0.950% 4/22/19 625 626
5 Volkswagen Auto Loan Enhanced Trust 2014-        
2 1.390% 5/20/21 200 201
5 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C21 5.449% 10/15/44 49 49
5 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C22 5.520% 12/15/44 50 50
5 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C26 6.169% 6/15/45 121 124
5 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C27 5.765% 7/15/45 722 739
5 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C29 5.339% 11/15/48 375 388
5 Wachovia Bank Commercial Mortgage Trust        
Series 2007-C33 6.150% 2/15/51 476 497
5 Wells Fargo Commercial Mortgage Trust        
2012-LC5 2.918% 10/15/45 225 229
5 Wells Fargo Commercial Mortgage Trust        
2014-LC16 2.819% 8/15/50 125 129
5 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.477% 8/15/50 100 105
5 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.817% 8/15/50 300 318
5 Wells Fargo Commercial Mortgage Trust        
2014-LC16 4.020% 8/15/50 50 53
5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 2.954% 12/15/47 250 260
5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.271% 12/15/47 300 308
5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.405% 12/15/47 400 409
5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.808% 12/15/47 200 206

 

 

5 Wells Fargo Commercial Mortgage Trust        
2015-C26 2.991% 2/15/48 400 406
5 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.166% 2/15/48 200 201
5 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.580% 2/15/48 175 177
5 Wells Fargo Commercial Mortgage Trust        
2015-C27 3.190% 2/15/48 1,025 1,031
5 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.540% 5/15/48 625 645
5 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.872% 5/15/48 117 121
5 Wells Fargo Commercial Mortgage Trust        
2015-C29 3.400% 6/15/48 425 442
5 Wells Fargo Commercial Mortgage Trust        
2015-C29 3.637% 6/15/48 625 650
5 Wells Fargo Commercial Mortgage Trust        
2015-LC20 2.978% 4/15/50 112 114
5 Wells Fargo Commercial Mortgage Trust        
2015-LC20 3.184% 4/15/50 825 828
5 Wells Fargo Commercial Mortgage Trust        
2015-LC20 3.719% 4/15/50 200 194
5 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.571% 9/15/58 175 183
5 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.839% 9/15/58 275 290
5 Wells Fargo Commercial Mortgage Trust        
2015-LC22 4.207% 9/15/58 225 237
5 Wells Fargo Commercial Mortgage Trust        
2015-NSX1 2.632% 5/15/48 175 180
5 Wells Fargo Commercial Mortgage Trust        
2015-NSX1 2.934% 5/15/48 125 127
5 Wells Fargo Commercial Mortgage Trust        
2015-NSX1 3.148% 5/15/48 175 176
5 Wells Fargo Commercial Mortgage Trust        
2015-SG1 3.789% 12/15/47 300 315
5 WFRBS Commercial Mortgage Trust 2012-C6 3.440% 4/15/45 450 474
5 WFRBS Commercial Mortgage Trust 2012-C7 3.431% 6/15/45 300 315
5 WFRBS Commercial Mortgage Trust 2012-C7 4.090% 6/15/45 250 269
5 WFRBS Commercial Mortgage Trust 2012-C8 3.001% 8/15/45 175 179
5 WFRBS Commercial Mortgage Trust 2012-C9 2.870% 11/15/45 365 370
5 WFRBS Commercial Mortgage Trust 2013-        
C11 3.071% 3/15/45 251 256
5 WFRBS Commercial Mortgage Trust 2013-        
C12 3.198% 3/15/48 109 112
5 WFRBS Commercial Mortgage Trust 2013-        
C12 3.560% 3/15/48 52 54
5 WFRBS Commercial Mortgage Trust 2013-        
C13 3.001% 5/15/45 222 225
5 WFRBS Commercial Mortgage Trust 2013-        
C13 3.345% 5/15/45 44 45
5 WFRBS Commercial Mortgage Trust 2013-        
C14 3.337% 6/15/46 400 414
5 WFRBS Commercial Mortgage Trust 2013-        
C14 3.488% 6/15/46 200 206
5 WFRBS Commercial Mortgage Trust 2013-        
C15 3.720% 8/15/46 160 171

 

 

5 WFRBS Commercial Mortgage Trust 2013-        
C15 4.153% 8/15/46 650 709
5 WFRBS Commercial Mortgage Trust 2013-        
C15 4.358% 8/15/46 160 174
5 WFRBS Commercial Mortgage Trust 2013-        
C16 3.223% 9/15/46 290 303
5 WFRBS Commercial Mortgage Trust 2013-        
C16 3.963% 9/15/46 180 194
5 WFRBS Commercial Mortgage Trust 2013-        
C16 4.415% 9/15/46 180 200
5 WFRBS Commercial Mortgage Trust 2013-        
C16 4.668% 9/15/46 290 322
5 WFRBS Commercial Mortgage Trust 2013-        
C17 2.921% 12/15/46 100 103
5 WFRBS Commercial Mortgage Trust 2013-        
C17 3.558% 12/15/46 100 106
5 WFRBS Commercial Mortgage Trust 2013-        
C17 4.023% 12/15/46 100 108
5 WFRBS Commercial Mortgage Trust 2013-        
C17 4.255% 12/15/46 100 108
5 WFRBS Commercial Mortgage Trust 2013-        
C17 4.788% 12/15/46 100 108
5 WFRBS Commercial Mortgage Trust 2013-        
C18 3.027% 12/15/46 100 104
5 WFRBS Commercial Mortgage Trust 2013-        
C18 3.651% 12/15/46 200 211
5 WFRBS Commercial Mortgage Trust 2013-        
C18 4.162% 12/15/46 1,436 1,567
5 WFRBS Commercial Mortgage Trust 2013-        
C18 4.387% 12/15/46 50 55
5 WFRBS Commercial Mortgage Trust 2013-        
C18 4.826% 12/15/46 75 81
5 WFRBS Commercial Mortgage Trust 2013-        
UBS1 2.927% 3/15/46 250 259
5 WFRBS Commercial Mortgage Trust 2013-        
UBS1 3.591% 3/15/46 150 158
5 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.079% 3/15/46 175 190
5 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.785% 3/15/46 50 54
5 WFRBS Commercial Mortgage Trust 2014-        
C19 1.233% 3/15/47 56 56
5 WFRBS Commercial Mortgage Trust 2014-        
C19 3.618% 3/15/47 50 53
5 WFRBS Commercial Mortgage Trust 2014-        
C19 3.660% 3/15/47 75 79
5 WFRBS Commercial Mortgage Trust 2014-        
C19 4.101% 3/15/47 175 190
5 WFRBS Commercial Mortgage Trust 2014-        
C19 4.723% 3/15/47 50 54
5 WFRBS Commercial Mortgage Trust 2014-        
C20 3.036% 5/15/47 100 104
5 WFRBS Commercial Mortgage Trust 2014-        
C20 3.638% 5/15/47 100 106
5 WFRBS Commercial Mortgage Trust 2014-        
C20 3.995% 5/15/47 125 134
5 WFRBS Commercial Mortgage Trust 2014-        
C20 4.176% 5/15/47 125 134

 

 

5 WFRBS Commercial Mortgage Trust 2014-        
C21 3.678% 8/15/47 425 445
5 WFRBS Commercial Mortgage Trust 2014-        
C22 3.752% 9/15/57 600 632
5 WFRBS Commercial Mortgage Trust 2014-        
C22 4.371% 9/15/57 100 104
5 WFRBS Commercial Mortgage Trust 2014-        
C23 3.636% 10/15/57 249 263
5 WFRBS Commercial Mortgage Trust 2014-        
C23 3.917% 10/15/57 125 133
5 WFRBS Commercial Mortgage Trust 2014-        
C23 4.210% 10/15/57 75 80
5 WFRBS Commercial Mortgage Trust 2014-        
LC14 1.193% 3/15/47 180 180
5 WFRBS Commercial Mortgage Trust 2014-        
LC14 2.862% 3/15/47 120 124
5 WFRBS Commercial Mortgage Trust 2014-        
LC14 3.522% 3/15/47 300 316
5 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.045% 3/15/47 725 782
5 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.351% 3/15/47 300 324
5 World Omni Auto Receivables Trust 2012-B 0.810% 1/15/19 200 200
5 World Omni Auto Receivables Trust 2013-B 0.830% 8/15/18 119 119
5 World Omni Auto Receivables Trust 2013-B 1.320% 1/15/20 75 75
5 World Omni Auto Receivables Trust 2014-A 0.940% 4/15/19 200 200
5 World Omni Auto Receivables Trust 2014-A 1.530% 6/15/20 200 202
5 World Omni Automobile Lease Securitization        
Trust 2013-A 1.100% 12/15/16 159 159
5 World Omni Automobile Lease Securitization        
Trust 2014-A 1.160% 9/15/17 200 201
5 World Omni Automobile Lease Securitization        
Trust 2014-A 1.370% 1/15/20 50 50
5 World Omni Automobile Lease Securitization        
Trust 2015-A 1.540% 10/15/18 225 226
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $323,837)   331,674
Corporate Bonds (11.1%)        
Finance (3.6%)        
Banking (2.5%)        
Abbey National Treasury Services plc 1.375% 3/13/17 800 800
Abbey National Treasury Services plc 3.050% 8/23/18 525 542
Abbey National Treasury Services plc 2.350% 9/10/19 675 682
Abbey National Treasury Services plc 2.375% 3/16/20 1,000 1,004
Abbey National Treasury Services plc 4.000% 3/13/24 700 728
American Express Bank FSB 6.000% 9/13/17 225 244
American Express Centurion Bank 5.950% 6/12/17 75 80
American Express Centurion Bank 6.000% 9/13/17 1,750 1,895
American Express Co. 6.150% 8/28/17 535 580
American Express Co. 7.000% 3/19/18 2,200 2,472
American Express Co. 2.650% 12/2/22 2,200 2,147
American Express Co. 3.625% 12/5/24 750 744
American Express Co. 4.050% 12/3/42 121 117
5 American Express Co. 6.800% 9/1/66 450 454
American Express Credit Corp. 2.375% 3/24/17 825 838
American Express Credit Corp. 1.125% 6/5/17 700 697
American Express Credit Corp. 2.125% 7/27/18 550 555
American Express Credit Corp. 2.125% 3/18/19 2,200 2,211

 

 

American Express Credit Corp. 2.250% 8/15/19 300 301
American Express Credit Corp. 2.375% 5/26/20 1,400 1,401
American Express Credit Corp. 2.600% 9/14/20 650 653
Associates Corp. of North America 6.950% 11/1/18 1,600 1,823
Australia & New Zealand Banking Group Ltd. 0.900% 2/12/16 475 476
Australia & New Zealand Banking Group Ltd. 1.250% 6/13/17 150 151
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 1,644
Australia & New Zealand Banking Group Ltd. 2.250% 6/13/19 300 303
Bank of America Corp. 5.625% 10/14/16 1,525 1,593
Bank of America Corp. 1.350% 11/21/16 400 400
Bank of America Corp. 5.420% 3/15/17 775 814
Bank of America Corp. 3.875% 3/22/17 1,750 1,808
Bank of America Corp. 5.700% 5/2/17 715 754
Bank of America Corp. 1.700% 8/25/17 600 601
Bank of America Corp. 6.400% 8/28/17 1,370 1,487
Bank of America Corp. 6.000% 9/1/17 250 269
Bank of America Corp. 5.750% 12/1/17 895 967
Bank of America Corp. 2.000% 1/11/18 2,650 2,665
Bank of America Corp. 6.875% 4/25/18 4,330 4,840
Bank of America Corp. 5.650% 5/1/18 6,450 7,021
Bank of America Corp. 1.750% 6/5/18 1,350 1,345
Bank of America Corp. 2.600% 1/15/19 5,900 5,963
Bank of America Corp. 5.490% 3/15/19 200 219
Bank of America Corp. 2.650% 4/1/19 2,450 2,478
Bank of America Corp. 7.625% 6/1/19 1,124 1,323
Bank of America Corp. 2.250% 4/21/20 1,000 984
Bank of America Corp. 5.625% 7/1/20 1,460 1,645
Bank of America Corp. 5.875% 1/5/21 145 166
Bank of America Corp. 5.000% 5/13/21 1,205 1,325
Bank of America Corp. 5.700% 1/24/22 500 570
Bank of America Corp. 3.300% 1/11/23 2,400 2,382
Bank of America Corp. 4.125% 1/22/24 1,400 1,463
Bank of America Corp. 4.000% 4/1/24 1,750 1,798
Bank of America Corp. 4.200% 8/26/24 2,000 1,989
Bank of America Corp. 4.000% 1/22/25 2,100 2,053
Bank of America Corp. 3.950% 4/21/25 1,500 1,455
Bank of America Corp. 3.875% 8/1/25 1,500 1,521
Bank of America Corp. 4.250% 10/22/26 1,225 1,210
Bank of America Corp. 6.110% 1/29/37 810 929
Bank of America Corp. 7.750% 5/14/38 2,100 2,888
Bank of America Corp. 5.875% 2/7/42 1,150 1,345
Bank of America Corp. 5.000% 1/21/44 2,200 2,296
Bank of America Corp. 4.875% 4/1/44 550 572
Bank of America Corp. 4.750% 4/21/45 350 336
Bank of America NA 1.125% 11/14/16 825 825
Bank of America NA 5.300% 3/15/17 1,675 1,760
Bank of America NA 6.100% 6/15/17 350 374
Bank of America NA 1.650% 3/26/18 2,375 2,374
Bank of America NA 6.000% 10/15/36 350 420
Bank of Montreal 0.800% 11/6/15 425 425
Bank of Montreal 2.500% 1/11/17 1,425 1,451
Bank of Montreal 1.300% 7/14/17 400 401
Bank of Montreal 1.450% 4/9/18 500 497
Bank of Montreal 1.400% 4/10/18 850 844
Bank of Montreal 1.800% 7/31/18 1,000 1,003
Bank of Montreal 2.375% 1/25/19 575 585
Bank of Montreal 2.550% 11/6/22 450 443

 

 

Bank of New York Mellon Corp. 2.400% 1/17/17 1,850 1,879
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 1,097
Bank of New York Mellon Corp. 2.100% 1/15/19 325 328
Bank of New York Mellon Corp. 2.200% 3/4/19 225 227
Bank of New York Mellon Corp. 5.450% 5/15/19 350 389
Bank of New York Mellon Corp. 2.300% 9/11/19 1,900 1,919
Bank of New York Mellon Corp. 4.600% 1/15/20 400 440
Bank of New York Mellon Corp. 2.600% 8/17/20 300 304
Bank of New York Mellon Corp. 3.550% 9/23/21 625 657
Bank of New York Mellon Corp. 3.650% 2/4/24 150 156
Bank of New York Mellon Corp. 3.250% 9/11/24 600 600
Bank of Nova Scotia 1.100% 12/13/16 1,100 1,102
Bank of Nova Scotia 2.550% 1/12/17 875 891
Bank of Nova Scotia 1.250% 4/11/17 300 300
Bank of Nova Scotia 1.300% 7/21/17 425 426
Bank of Nova Scotia 1.375% 12/18/17 275 275
Bank of Nova Scotia 1.450% 4/25/18 1,625 1,616
Bank of Nova Scotia 1.700% 6/11/18 500 499
Bank of Nova Scotia 2.050% 10/30/18 450 454
Bank of Nova Scotia 2.050% 6/5/19 550 553
Bank of Nova Scotia 4.375% 1/13/21 105 115
Bank of Nova Scotia 2.800% 7/21/21 1,475 1,492
Barclays Bank plc 2.500% 2/20/19 1,075 1,093
Barclays Bank plc 6.750% 5/22/19 1,385 1,614
Barclays Bank plc 5.125% 1/8/20 810 905
Barclays Bank plc 5.140% 10/14/20 105 115
Barclays Bank plc 3.750% 5/15/24 1,300 1,319
Barclays plc 2.000% 3/16/18 350 350
Barclays plc 2.750% 11/8/19 475 479
Barclays plc 2.875% 6/8/20 750 752
Barclays plc 3.650% 3/16/25 3,000 2,867
Barclays plc 5.250% 8/17/45 400 405
BB&T Corp. 2.150% 3/22/17 450 456
BB&T Corp. 1.450% 1/12/18 550 548
BB&T Corp. 2.050% 6/19/18 350 353
BB&T Corp. 2.250% 2/1/19 200 202
BB&T Corp. 6.850% 4/30/19 1,250 1,457
BBVA US Senior SAU 4.664% 10/9/15 1,225 1,226
Bear Stearns Cos. LLC 6.400% 10/2/17 1,300 1,417
Bear Stearns Cos. LLC 7.250% 2/1/18 2,085 2,334
BNP Paribas SA 1.250% 12/12/16 1,650 1,650
BNP Paribas SA 2.375% 9/14/17 775 788
BNP Paribas SA 2.700% 8/20/18 150 153
BNP Paribas SA 2.400% 12/12/18 875 886
BNP Paribas SA 2.450% 3/17/19 600 610
BNP Paribas SA 2.375% 5/21/20 1,000 1,004
BNP Paribas SA 5.000% 1/15/21 2,810 3,153
BNP Paribas SA 3.250% 3/3/23 675 681
BNP Paribas SA 4.250% 10/15/24 1,000 999
BPCE SA 1.625% 2/10/17 750 753
BPCE SA 2.500% 12/10/18 650 663
BPCE SA 2.500% 7/15/19 700 710
BPCE SA 2.250% 1/27/20 675 679
BPCE SA 4.000% 4/15/24 1,200 1,247
Branch Banking & Trust Co. 5.625% 9/15/16 350 364
Branch Banking & Trust Co. 1.450% 10/3/16 200 201
Branch Banking & Trust Co. 1.050% 12/1/16 1,475 1,476

 

 

Branch Banking & Trust Co. 1.350% 10/1/17 300 300
Branch Banking & Trust Co. 3.625% 9/16/25 1,500 1,496
Branch Banking & Trust Co. 3.800% 10/30/26 1,400 1,413
Capital One Bank USA NA 1.150% 11/21/16 250 249
Capital One Bank USA NA 1.300% 6/5/17 550 546
Capital One Bank USA NA 2.150% 11/21/18 300 300
Capital One Bank USA NA 2.300% 6/5/19 900 893
Capital One Bank USA NA 8.800% 7/15/19 625 756
Capital One Bank USA NA 3.375% 2/15/23 1,140 1,110
Capital One Financial Corp. 6.150% 9/1/16 175 182
Capital One Financial Corp. 5.250% 2/21/17 50 53
Capital One Financial Corp. 6.750% 9/15/17 130 142
Capital One Financial Corp. 2.450% 4/24/19 1,800 1,795
Capital One Financial Corp. 4.750% 7/15/21 280 306
Capital One Financial Corp. 3.500% 6/15/23 82 81
Capital One Financial Corp. 3.750% 4/24/24 1,000 993
Capital One NA 1.500% 9/5/17 300 299
Capital One NA 1.650% 2/5/18 2,000 1,983
Capital One NA 1.500% 3/22/18 600 593
Capital One NA 2.400% 9/5/19 350 347
Capital One NA 2.950% 7/23/21 510 506
5,8 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 1,700 2,046
Citigroup Inc. 1.300% 11/15/16 600 600
Citigroup Inc. 4.450% 1/10/17 1,800 1,872
Citigroup Inc. 5.500% 2/15/17 115 121
Citigroup Inc. 1.550% 8/14/17 575 575
Citigroup Inc. 6.125% 11/21/17 3,290 3,585
Citigroup Inc. 1.850% 11/24/17 1,335 1,338
Citigroup Inc. 1.800% 2/5/18 800 799
Citigroup Inc. 1.700% 4/27/18 1,500 1,492
Citigroup Inc. 6.125% 5/15/18 3,526 3,898
Citigroup Inc. 2.150% 7/30/18 1,750 1,756
Citigroup Inc. 2.500% 9/26/18 1,825 1,849
Citigroup Inc. 2.550% 4/8/19 275 278
Citigroup Inc. 8.500% 5/22/19 2,525 3,049
Citigroup Inc. 2.500% 7/29/19 725 730
Citigroup Inc. 2.400% 2/18/20 400 397
Citigroup Inc. 5.375% 8/9/20 1,195 1,334
Citigroup Inc. 4.050% 7/30/22 125 127
Citigroup Inc. 3.500% 5/15/23 475 463
Citigroup Inc. 3.875% 10/25/23 1,000 1,030
Citigroup Inc. 3.750% 6/16/24 725 735
Citigroup Inc. 4.000% 8/5/24 725 717
Citigroup Inc. 3.875% 3/26/25 1,100 1,064
Citigroup Inc. 3.300% 4/27/25 1,000 971
Citigroup Inc. 4.400% 6/10/25 4,800 4,821
Citigroup Inc. 5.500% 9/13/25 1,125 1,233
Citigroup Inc. 4.300% 11/20/26 1,000 993
Citigroup Inc. 6.625% 1/15/28 800 982
Citigroup Inc. 6.000% 10/31/33 425 481
Citigroup Inc. 6.125% 8/25/36 1,149 1,322
Citigroup Inc. 8.125% 7/15/39 1,125 1,619
Citigroup Inc. 5.875% 1/30/42 425 494
Citigroup Inc. 5.300% 5/6/44 725 755
Citigroup Inc. 4.650% 7/30/45 2,000 1,994
Citizens Bank NA 1.600% 12/4/17 325 323
Citizens Bank NA 2.450% 12/4/19 325 324
Comerica Bank 5.200% 8/22/17 300 319

 

 

Comerica Bank 4.000% 7/27/25 200 203
Commonwealth Bank of Australia 1.400% 9/8/17 850 854
Commonwealth Bank of Australia 1.900% 9/18/17 250 252
Commonwealth Bank of Australia 1.625% 3/12/18 2,225 2,228
Commonwealth Bank of Australia 2.500% 9/20/18 900 921
Commonwealth Bank of Australia 2.250% 3/13/19 225 227
Commonwealth Bank of Australia 2.300% 9/6/19 500 502
Compass Bank 1.850% 9/29/17 225 225
Compass Bank 6.400% 10/1/17 150 161
Compass Bank 2.750% 9/29/19 225 224
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.375% 1/19/17 1,175 1,208
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 1.700% 3/19/18 1,025 1,027
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 2.250% 1/14/19 1,000 1,010
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 2.250% 1/14/20 2,425 2,426
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 4.500% 1/11/21 1,560 1,719
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.875% 2/8/22 1,225 1,292
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.950% 11/9/22 1,975 1,978
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 4.625% 12/1/23 1,675 1,731
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.375% 5/21/25 1,025 1,008
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 4.375% 8/4/25 250 251
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 5.250% 5/24/41 135 151
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 5.750% 12/1/43 700 766
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 5.250% 8/4/45 250 254
Credit Suisse 1.375% 5/26/17 3,425 3,418
Credit Suisse 6.000% 2/15/18 975 1,062
Credit Suisse 1.700% 4/27/18 1,300 1,295
Credit Suisse 2.300% 5/28/19 3,450 3,461
Credit Suisse 5.300% 8/13/19 475 528
Credit Suisse 5.400% 1/14/20 200 221
Credit Suisse 3.000% 10/29/21 800 801
Credit Suisse 3.625% 9/9/24 1,825 1,824
8 Credit Suisse Group Funding Guernsey Ltd. 3.800% 9/15/22 2,000 2,000
8 Credit Suisse Group Funding Guernsey Ltd. 3.750% 3/26/25 500 490
8 Credit Suisse Group Funding Guernsey Ltd. 4.875% 5/15/45 950 928
Credit Suisse USA Inc. 7.125% 7/15/32 465 603
Deutsche Bank AG 1.400% 2/13/17 200 200
Deutsche Bank AG 1.350% 5/30/17 1,300 1,293
Deutsche Bank AG 6.000% 9/1/17 2,360 2,541
Deutsche Bank AG 1.875% 2/13/18 800 798
Deutsche Bank AG 2.500% 2/13/19 725 729
Deutsche Bank AG 2.950% 8/20/20 400 402
Deutsche Bank AG 3.700% 5/30/24 875 869
Deutsche Bank AG 4.500% 4/1/25 800 777
5 Deutsche Bank AG 4.296% 5/24/28 500 484
Discover Bank 2.000% 2/21/18 1,100 1,093

 

 

Discover Bank 2.600% 11/13/18 1,200 1,205
Discover Bank 7.000% 4/15/20 250 290
Discover Bank 3.200% 8/9/21 350 351
Discover Bank 4.250% 3/13/26 1,125 1,140
Discover Financial Services 3.850% 11/21/22 225 223
Discover Financial Services 3.950% 11/6/24 350 345
Discover Financial Services 3.750% 3/4/25 375 363
Fifth Third Bancorp 3.500% 3/15/22 825 839
Fifth Third Bancorp 4.300% 1/16/24 975 1,003
Fifth Third Bancorp 8.250% 3/1/38 710 1,014
Fifth Third Bank 1.150% 11/18/16 250 250
Fifth Third Bank 1.350% 6/1/17 300 300
Fifth Third Bank 2.150% 8/20/18 500 504
Fifth Third Bank 2.375% 4/25/19 600 606
Fifth Third Bank 2.875% 10/1/21 1,435 1,445
First Niagara Financial Group Inc. 6.750% 3/19/20 725 816
FirstMerit Bank NA 4.270% 11/25/26 450 454
FirstMerit Corp. 4.350% 2/4/23 125 129
Goldman Sachs Capital I 6.345% 2/15/34 900 1,035
Goldman Sachs Group Inc. 5.750% 10/1/16 520 544
Goldman Sachs Group Inc. 5.625% 1/15/17 830 871
Goldman Sachs Group Inc. 6.250% 9/1/17 645 700
Goldman Sachs Group Inc. 5.950% 1/18/18 2,285 2,493
Goldman Sachs Group Inc. 2.375% 1/22/18 1,225 1,240
Goldman Sachs Group Inc. 6.150% 4/1/18 100 110
Goldman Sachs Group Inc. 2.900% 7/19/18 3,425 3,506
Goldman Sachs Group Inc. 2.625% 1/31/19 2,475 2,509
Goldman Sachs Group Inc. 7.500% 2/15/19 2,020 2,356
Goldman Sachs Group Inc. 2.550% 10/23/19 5,500 5,532
Goldman Sachs Group Inc. 5.375% 3/15/20 1,310 1,461
Goldman Sachs Group Inc. 2.600% 4/23/20 2,000 2,008
Goldman Sachs Group Inc. 6.000% 6/15/20 2,590 2,974
Goldman Sachs Group Inc. 2.750% 9/15/20 500 501
Goldman Sachs Group Inc. 5.250% 7/27/21 1,675 1,868
Goldman Sachs Group Inc. 5.750% 1/24/22 3,925 4,505
Goldman Sachs Group Inc. 3.625% 1/22/23 1,000 1,012
Goldman Sachs Group Inc. 4.000% 3/3/24 1,400 1,442
Goldman Sachs Group Inc. 3.850% 7/8/24 1,325 1,351
Goldman Sachs Group Inc. 3.500% 1/23/25 2,625 2,573
Goldman Sachs Group Inc. 3.750% 5/22/25 600 603
Goldman Sachs Group Inc. 5.950% 1/15/27 1,480 1,674
Goldman Sachs Group Inc. 6.125% 2/15/33 1,320 1,571
Goldman Sachs Group Inc. 6.450% 5/1/36 1,125 1,308
Goldman Sachs Group Inc. 6.750% 10/1/37 2,770 3,301
Goldman Sachs Group Inc. 6.250% 2/1/41 2,090 2,525
Goldman Sachs Group Inc. 4.800% 7/8/44 975 983
Goldman Sachs Group Inc. 5.150% 5/22/45 1,500 1,473
HSBC Bank USA NA 4.875% 8/24/20 950 1,045
HSBC Bank USA NA 5.875% 11/1/34 675 783
HSBC Bank USA NA 5.625% 8/15/35 625 705
HSBC Bank USA NA 7.000% 1/15/39 300 385
HSBC Holdings plc 5.100% 4/5/21 3,560 3,949
HSBC Holdings plc 4.875% 1/14/22 225 247
HSBC Holdings plc 4.000% 3/30/22 700 735
HSBC Holdings plc 4.250% 3/14/24 1,000 996
HSBC Holdings plc 4.250% 8/18/25 750 739
HSBC Holdings plc 7.625% 5/17/32 400 508
HSBC Holdings plc 7.350% 11/27/32 400 506

 

 

HSBC Holdings plc 6.500% 5/2/36 1,485 1,747
HSBC Holdings plc 6.500% 9/15/37 2,160 2,524
HSBC Holdings plc 6.800% 6/1/38 550 672
HSBC Holdings plc 6.100% 1/14/42 200 246
HSBC Holdings plc 5.250% 3/14/44 1,000 1,017
HSBC USA Inc. 1.500% 11/13/17 1,425 1,422
HSBC USA Inc. 1.625% 1/16/18 1,925 1,921
HSBC USA Inc. 2.000% 8/7/18 375 375
HSBC USA Inc. 2.625% 9/24/18 850 865
HSBC USA Inc. 2.375% 11/13/19 1,025 1,023
HSBC USA Inc. 2.350% 3/5/20 1,175 1,159
HSBC USA Inc. 2.750% 8/7/20 500 502
HSBC USA Inc. 5.000% 9/27/20 645 711
Huntington Bancshares Inc. 2.600% 8/2/18 175 177
Huntington Bancshares Inc. 7.000% 12/15/20 450 531
Huntington National Bank 1.300% 11/20/16 300 300
Huntington National Bank 1.375% 4/24/17 1,100 1,094
Huntington National Bank 2.000% 6/30/18 250 251
Huntington National Bank 2.400% 4/1/20 250 248
Huntington National Bank 2.875% 8/20/20 800 807
Intesa Sanpaolo SPA 2.375% 1/13/17 1,000 1,004
Intesa Sanpaolo SPA 3.875% 1/16/18 525 540
Intesa Sanpaolo SPA 3.875% 1/15/19 1,600 1,659
Intesa Sanpaolo SPA 5.250% 1/12/24 625 669
JPMorgan Chase & Co. 1.350% 2/15/17 4,332 4,338
JPMorgan Chase & Co. 2.000% 8/15/17 1,550 1,561
JPMorgan Chase & Co. 6.000% 1/15/18 4,240 4,633
JPMorgan Chase & Co. 1.800% 1/25/18 75 75
JPMorgan Chase & Co. 1.700% 3/1/18 1,150 1,147
JPMorgan Chase & Co. 1.625% 5/15/18 1,375 1,367
JPMorgan Chase & Co. 2.350% 1/28/19 1,325 1,335
JPMorgan Chase & Co. 6.300% 4/23/19 2,285 2,593
JPMorgan Chase & Co. 2.200% 10/22/19 75 75
JPMorgan Chase & Co. 2.250% 1/23/20 2,900 2,873
JPMorgan Chase & Co. 2.750% 6/23/20 1,300 1,308
JPMorgan Chase & Co. 4.400% 7/22/20 905 976
JPMorgan Chase & Co. 4.250% 10/15/20 1,175 1,260
JPMorgan Chase & Co. 4.625% 5/10/21 835 909
JPMorgan Chase & Co. 4.350% 8/15/21 1,005 1,079
JPMorgan Chase & Co. 4.500% 1/24/22 2,675 2,887
JPMorgan Chase & Co. 3.250% 9/23/22 2,425 2,424
JPMorgan Chase & Co. 3.200% 1/25/23 4,625 4,582
JPMorgan Chase & Co. 3.375% 5/1/23 3,325 3,249
JPMorgan Chase & Co. 3.875% 2/1/24 1,575 1,623
JPMorgan Chase & Co. 3.625% 5/13/24 275 278
JPMorgan Chase & Co. 3.875% 9/10/24 2,000 1,972
JPMorgan Chase & Co. 3.125% 1/23/25 1,600 1,545
JPMorgan Chase & Co. 3.900% 7/15/25 1,250 1,273
JPMorgan Chase & Co. 4.125% 12/15/26 1,375 1,369
JPMorgan Chase & Co. 6.400% 5/15/38 1,910 2,381
JPMorgan Chase & Co. 5.500% 10/15/40 950 1,072
JPMorgan Chase & Co. 5.600% 7/15/41 950 1,088
JPMorgan Chase & Co. 5.400% 1/6/42 1,200 1,344
JPMorgan Chase & Co. 5.625% 8/16/43 900 986
JPMorgan Chase & Co. 4.950% 6/1/45 250 247
JPMorgan Chase Bank NA 6.000% 10/1/17 1,660 1,794
KeyBank NA 1.650% 2/1/18 450 450
KeyBank NA 1.700% 6/1/18 500 499

 

 

KeyBank NA 2.500% 12/15/19 300 304
KeyBank NA 2.250% 3/16/20 500 499
KeyBank NA 3.300% 6/1/25 500 494
KeyCorp 2.300% 12/13/18 400 402
KeyCorp 5.100% 3/24/21 1,310 1,449
Lloyds Bank plc 4.200% 3/28/17 400 417
Lloyds Bank plc 1.750% 3/16/18 400 400
Lloyds Bank plc 1.750% 5/14/18 450 450
Lloyds Bank plc 2.300% 11/27/18 800 810
Lloyds Bank plc 2.400% 3/17/20 125 125
Lloyds Bank plc 6.375% 1/21/21 1,875 2,246
Lloyds Bank plc 3.500% 5/14/25 800 794
Lloyds Banking Group plc 4.500% 11/4/24 500 504
Manufacturers & Traders Trust Co. 1.400% 7/25/17 450 449
Manufacturers & Traders Trust Co. 6.625% 12/4/17 600 661
Manufacturers & Traders Trust Co. 2.300% 1/30/19 1,550 1,562
Manufacturers & Traders Trust Co. 2.250% 7/25/19 800 803
Manufacturers & Traders Trust Co. 2.100% 2/6/20 475 472
Manufacturers & Traders Trust Co. 2.900% 2/6/25 3,000 2,875
Morgan Stanley 5.750% 10/18/16 425 445
Morgan Stanley 5.450% 1/9/17 1,385 1,454
Morgan Stanley 4.750% 3/22/17 1,120 1,173
Morgan Stanley 5.550% 4/27/17 1,000 1,061
Morgan Stanley 5.950% 12/28/17 1,110 1,209
Morgan Stanley 1.875% 1/5/18 1,100 1,103
Morgan Stanley 6.625% 4/1/18 3,235 3,601
Morgan Stanley 2.125% 4/25/18 2,925 2,940
Morgan Stanley 2.200% 12/7/18 500 505
Morgan Stanley 2.500% 1/24/19 1,675 1,698
Morgan Stanley 7.300% 5/13/19 1,390 1,623
Morgan Stanley 2.375% 7/23/19 2,500 2,500
Morgan Stanley 5.625% 9/23/19 1,715 1,914
Morgan Stanley 5.500% 1/26/20 525 587
Morgan Stanley 2.650% 1/27/20 900 901
Morgan Stanley 2.800% 6/16/20 1,000 1,005
Morgan Stanley 5.500% 7/24/20 650 729
Morgan Stanley 5.750% 1/25/21 1,335 1,518
Morgan Stanley 5.500% 7/28/21 1,575 1,780
Morgan Stanley 4.875% 11/1/22 875 931
Morgan Stanley 3.750% 2/25/23 950 968
Morgan Stanley 4.100% 5/22/23 2,025 2,058
Morgan Stanley 3.875% 4/29/24 1,950 1,993
Morgan Stanley 3.700% 10/23/24 1,625 1,631
Morgan Stanley 4.000% 7/23/25 4,050 4,127
Morgan Stanley 5.000% 11/24/25 1,000 1,060
Morgan Stanley 4.350% 9/8/26 1,375 1,383
Morgan Stanley 3.950% 4/23/27 1,500 1,449
Morgan Stanley 7.250% 4/1/32 705 927
Morgan Stanley 6.375% 7/24/42 1,525 1,885
Morgan Stanley 4.300% 1/27/45 1,500 1,392
MUFG Americas Holdings Corp. 1.625% 2/9/18 850 847
MUFG Americas Holdings Corp. 2.250% 2/10/20 750 747
MUFG Americas Holdings Corp. 3.500% 6/18/22 275 281
MUFG Americas Holdings Corp. 3.000% 2/10/25 350 333
MUFG Union Bank NA 5.950% 5/11/16 450 463
MUFG Union Bank NA 1.500% 9/26/16 275 276
MUFG Union Bank NA 2.125% 6/16/17 125 126
MUFG Union Bank NA 2.625% 9/26/18 1,200 1,221

 

 

MUFG Union Bank NA 2.250% 5/6/19 300 301
Murray Street Investment Trust I 4.647% 3/9/17 725 756
National Australia Bank Ltd. 2.750% 3/9/17 425 435
National Australia Bank Ltd. 2.300% 7/25/18 750 762
National Australia Bank Ltd. 3.000% 1/20/23 325 328
National Bank of Canada 1.450% 11/7/17 225 225
National City Corp. 6.875% 5/15/19 310 357
Northern Trust Co. 6.500% 8/15/18 75 85
Northern Trust Corp. 3.450% 11/4/20 300 317
Northern Trust Corp. 2.375% 8/2/22 825 801
Northern Trust Corp. 3.950% 10/30/25 525 548
People's United Bank 4.000% 7/15/24 275 274
People's United Financial Inc. 3.650% 12/6/22 350 349
PNC Bank NA 4.875% 9/21/17 1,250 1,324
PNC Bank NA 1.500% 10/18/17 525 526
PNC Bank NA 6.000% 12/7/17 350 381
PNC Bank NA 1.500% 2/23/18 425 424
PNC Bank NA 1.600% 6/1/18 500 499
PNC Bank NA 2.250% 7/2/19 600 604
PNC Bank NA 2.400% 10/18/19 600 604
PNC Bank NA 2.300% 6/1/20 500 496
PNC Bank NA 2.950% 1/30/23 100 98
PNC Bank NA 3.800% 7/25/23 700 721
PNC Bank NA 3.300% 10/30/24 350 349
PNC Bank NA 2.950% 2/23/25 750 726
PNC Bank NA 3.250% 6/1/25 300 296
PNC Bank NA 4.200% 11/1/25 825 864
PNC Financial Services Group Inc. 1.850% 7/20/18 500 501
PNC Financial Services Group Inc. 2.600% 7/21/20 400 405
PNC Financial Services Group Inc. 2.854% 11/9/22 1,800 1,794
PNC Financial Services Group Inc. 3.900% 4/29/24 1,450 1,467
PNC Funding Corp. 2.700% 9/19/16 105 106
PNC Funding Corp. 6.700% 6/10/19 50 58
PNC Funding Corp. 5.125% 2/8/20 770 863
PNC Funding Corp. 4.375% 8/11/20 800 875
PNC Funding Corp. 3.300% 3/8/22 1,900 1,953
Regions Bank 6.450% 6/26/37 500 604
Regions Financial Corp. 2.000% 5/15/18 1,325 1,324
Royal Bank of Canada 2.875% 4/19/16 125 127
Royal Bank of Canada 1.000% 4/27/17 250 250
Royal Bank of Canada 1.250% 6/16/17 625 626
Royal Bank of Canada 1.400% 10/13/17 1,075 1,074
Royal Bank of Canada 1.500% 1/16/18 1,375 1,374
Royal Bank of Canada 2.200% 7/27/18 2,375 2,412
Royal Bank of Canada 1.800% 7/30/18 1,000 1,005
Royal Bank of Canada 2.200% 9/23/19 1,800 1,831
Royal Bank of Scotland Group plc 1.875% 3/31/17 400 399
Royal Bank of Scotland Group plc 6.400% 10/21/19 1,095 1,230
Royal Bank of Scotland plc 5.625% 8/24/20 695 791
Royal Bank of Scotland plc 6.125% 1/11/21 920 1,073
Santander Bank NA 2.000% 1/12/18 375 374
Santander Holdings USA Inc. 3.450% 8/27/18 625 645
Santander Holdings USA Inc. 2.650% 4/17/20 250 248
Santander Holdings USA Inc. 4.500% 7/17/25 500 503
Societe Generale SA 2.750% 10/12/17 550 562
Societe Generale SA 2.625% 10/1/18 450 459
State Street Corp. 4.956% 3/15/18 1,025 1,089
State Street Corp. 1.350% 5/15/18 150 149

 

 

State Street Corp. 4.375% 3/7/21 615 675
State Street Corp. 3.100% 5/15/23 400 393
State Street Corp. 3.700% 11/20/23 851 889
State Street Corp. 3.300% 12/16/24 500 504
State Street Corp. 3.550% 8/18/25 850 865
Sumitomo Mitsui Banking Corp. 1.300% 1/10/17 150 150
Sumitomo Mitsui Banking Corp. 1.350% 7/11/17 500 497
Sumitomo Mitsui Banking Corp. 1.800% 7/18/17 750 753
Sumitomo Mitsui Banking Corp. 1.500% 1/18/18 1,075 1,069
Sumitomo Mitsui Banking Corp. 1.950% 7/23/18 3,000 3,018
Sumitomo Mitsui Banking Corp. 2.450% 1/10/19 525 531
Sumitomo Mitsui Banking Corp. 2.250% 7/11/19 650 648
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% 1/10/24 725 754
Sumitomo Mitsui Banking Corp. 3.400% 7/11/24 925 920
SunTrust Bank 7.250% 3/15/18 75 84
SunTrust Bank 2.750% 5/1/23 250 240
SunTrust Banks Inc. 3.500% 1/20/17 380 389
SunTrust Banks Inc. 2.350% 11/1/18 475 479
SunTrust Banks Inc. 2.500% 5/1/19 1,000 1,011
SVB Financial Group 3.500% 1/29/25 225 218
Svenska Handelsbanken AB 2.875% 4/4/17 1,250 1,280
Svenska Handelsbanken AB 1.625% 3/21/18 1,375 1,379
Svenska Handelsbanken AB 2.500% 1/25/19 775 794
Svenska Handelsbanken AB 2.250% 6/17/19 850 862
Synchrony Financial 1.875% 8/15/17 200 200
Synchrony Financial 3.000% 8/15/19 200 202
Synchrony Financial 2.700% 2/3/20 1,050 1,038
Synchrony Financial 3.750% 8/15/21 300 302
Synchrony Financial 4.250% 8/15/24 4,750 4,734
Toronto-Dominion Bank 2.375% 10/19/16 630 640
Toronto-Dominion Bank 1.125% 5/2/17 550 551
Toronto-Dominion Bank 1.625% 3/13/18 3,250 3,262
Toronto-Dominion Bank 1.400% 4/30/18 2,675 2,665
Toronto-Dominion Bank 1.750% 7/23/18 1,550 1,554
Toronto-Dominion Bank 2.125% 7/2/19 500 503
Toronto-Dominion Bank 2.250% 11/5/19 1,350 1,358
UBS AG 1.375% 6/1/17 825 823
UBS AG 7.375% 6/15/17 200 218
UBS AG 1.375% 8/14/17 700 698
UBS AG 5.875% 12/20/17 2,215 2,412
UBS AG 1.800% 3/26/18 2,700 2,699
UBS AG 5.750% 4/25/18 835 915
UBS AG 2.350% 3/26/20 650 649
UBS AG 4.875% 8/4/20 1,025 1,141
US Bancorp 1.650% 5/15/17 325 328
US Bancorp 2.200% 4/25/19 1,100 1,118
US Bancorp 4.125% 5/24/21 915 992
US Bancorp 3.000% 3/15/22 575 588
US Bancorp 2.950% 7/15/22 375 371
US Bancorp 3.600% 9/11/24 150 152
US Bank NA 1.375% 9/11/17 1,250 1,254
US Bank NA 1.350% 1/26/18 900 900
US Bank NA 2.125% 10/28/19 1,000 1,007
US Bank NA 2.800% 1/27/25 1,050 1,023
Wachovia Bank NA 6.000% 11/15/17 250 272
Wachovia Bank NA 5.850% 2/1/37 425 505

 

 

Wachovia Corp. 5.750% 6/15/17 300 322
Wachovia Corp. 5.750% 2/1/18 985 1,077
Wachovia Corp. 7.500% 4/15/35 150 200
Wachovia Corp. 5.500% 8/1/35 200 226
Wachovia Corp. 6.550% 10/15/35 100 123
Wells Fargo & Co. 5.125% 9/15/16 740 768
Wells Fargo & Co. 2.625% 12/15/16 575 586
Wells Fargo & Co. 2.100% 5/8/17 425 431
Wells Fargo & Co. 1.150% 6/2/17 450 450
Wells Fargo & Co. 5.625% 12/11/17 2,135 2,318
Wells Fargo & Co. 1.500% 1/16/18 1,725 1,722
Wells Fargo & Co. 2.150% 1/15/19 500 504
Wells Fargo & Co. 2.125% 4/22/19 2,300 2,316
Wells Fargo & Co. 2.600% 7/22/20 500 504
Wells Fargo & Co. 3.000% 1/22/21 2,050 2,108
Wells Fargo & Co. 4.600% 4/1/21 6,310 6,922
Wells Fargo & Co. 3.500% 3/8/22 1,600 1,655
Wells Fargo & Co. 3.450% 2/13/23 1,675 1,668
Wells Fargo & Co. 4.125% 8/15/23 1,550 1,608
Wells Fargo & Co. 3.550% 9/29/25 1,000 997
Wells Fargo & Co. 4.100% 6/3/26 2,875 2,891
Wells Fargo & Co. 4.300% 7/22/27 1,600 1,624
Wells Fargo & Co. 5.375% 11/2/43 1,000 1,093
Wells Fargo & Co. 5.606% 1/15/44 2,000 2,228
Wells Fargo & Co. 4.650% 11/4/44 1,225 1,200
Wells Fargo & Co. 3.900% 5/1/45 3,000 2,744
Wells Fargo Bank NA 5.950% 8/26/36 550 665
Wells Fargo Bank NA 6.600% 1/15/38 605 790
5 Wells Fargo Capital X 5.950% 12/1/86 425 425
Westpac Banking Corp. 1.200% 5/19/17 600 601
Westpac Banking Corp. 2.000% 8/14/17 1,275 1,292
Westpac Banking Corp. 1.500% 12/1/17 725 726
Westpac Banking Corp. 1.600% 1/12/18 1,850 1,858
Westpac Banking Corp. 2.250% 7/30/18 250 254
Westpac Banking Corp. 2.250% 1/17/19 875 885
Westpac Banking Corp. 4.875% 11/19/19 930 1,033
 
Brokerage (0.1%)        
Affiliated Managers Group Inc. 4.250% 2/15/24 350 357
Affiliated Managers Group Inc. 3.500% 8/1/25 950 914
Ameriprise Financial Inc. 7.300% 6/28/19 200 237
Ameriprise Financial Inc. 5.300% 3/15/20 125 141
Ameriprise Financial Inc. 4.000% 10/15/23 725 759
Ameriprise Financial Inc. 3.700% 10/15/24 350 359
Apollo Investment Corp. 5.250% 3/3/25 200 200
BGC Partners Inc. 5.375% 12/9/19 175 180
BlackRock Inc. 6.250% 9/15/17 425 466
BlackRock Inc. 5.000% 12/10/19 475 532
BlackRock Inc. 4.250% 5/24/21 475 525
BlackRock Inc. 3.375% 6/1/22 475 491
BlackRock Inc. 3.500% 3/18/24 1,000 1,026
Brookfield Asset Management Inc. 4.000% 1/15/25 550 543
Brookfield Asset Management Inc. 7.375% 3/1/33 150 179
Charles Schwab Corp. 3.225% 9/1/22 1,225 1,256
CME Group Inc. 3.000% 9/15/22 875 880
CME Group Inc. 3.000% 3/15/25 300 295
CME Group Inc. 5.300% 9/15/43 325 367
Eaton Vance Corp. 3.625% 6/15/23 200 204

 

 

Franklin Resources Inc. 1.375% 9/15/17 175 176
Franklin Resources Inc. 4.625% 5/20/20 225 250
Franklin Resources Inc. 2.800% 9/15/22 575 566
Franklin Resources Inc. 2.850% 3/30/25 125 120
Intercontinental Exchange Inc. 2.500% 10/15/18 425 433
Intercontinental Exchange Inc. 4.000% 10/15/23 350 363
Invesco Finance plc 3.125% 11/30/22 500 507
Invesco Finance plc 4.000% 1/30/24 650 683
Invesco Finance plc 5.375% 11/30/43 775 869
Janus Capital Group Inc. 4.875% 8/1/25 250 256
Jefferies Group LLC 5.125% 4/13/18 320 336
Jefferies Group LLC 8.500% 7/15/19 455 539
Jefferies Group LLC 6.875% 4/15/21 620 697
Jefferies Group LLC 5.125% 1/20/23 300 301
Jefferies Group LLC 6.250% 1/15/36 320 302
Jefferies Group LLC 6.500% 1/20/43 250 237
Lazard Group LLC 6.850% 6/15/17 61 66
Lazard Group LLC 4.250% 11/14/20 75 79
Lazard Group LLC 3.750% 2/13/25 100 95
Legg Mason Inc. 2.700% 7/15/19 175 176
Legg Mason Inc. 3.950% 7/15/24 150 150
Legg Mason Inc. 5.625% 1/15/44 450 468
Leucadia National Corp. 5.500% 10/18/23 475 478
Leucadia National Corp. 6.625% 10/23/43 125 115
NASDAQ Inc. 5.550% 1/15/20 650 716
Nomura Holdings Inc. 2.750% 3/19/19 625 634
Nomura Holdings Inc. 6.700% 3/4/20 900 1,051
NYSE Euronext 2.000% 10/5/17 200 202
Stifel Financial Corp. 4.250% 7/18/24 200 201
TD Ameritrade Holding Corp. 5.600% 12/1/19 100 114
TD Ameritrade Holding Corp. 2.950% 4/1/22 600 600
TD Ameritrade Holding Corp. 3.625% 4/1/25 450 459
 
Finance Companies (0.2%)        
Air Lease Corp. 5.625% 4/1/17 675 705
Air Lease Corp. 2.125% 1/15/18 300 295
Air Lease Corp. 3.375% 1/15/19 425 431
Air Lease Corp. 4.750% 3/1/20 275 294
Air Lease Corp. 3.875% 4/1/21 300 304
Air Lease Corp. 3.750% 2/1/22 1,975 1,972
Air Lease Corp. 4.250% 9/15/24 75 73
Ares Capital Corp. 4.875% 11/30/18 875 908
Ares Capital Corp. 3.875% 1/15/20 1,425 1,468
FS Investment Corp. 4.000% 7/15/19 250 252
FS Investment Corp. 4.750% 5/15/22 150 148
GATX Corp. 3.500% 7/15/16 225 229
GATX Corp. 1.250% 3/4/17 175 174
GATX Corp. 2.375% 7/30/18 150 151
GATX Corp. 2.500% 7/30/19 150 150
GATX Corp. 4.750% 6/15/22 275 292
GATX Corp. 3.250% 3/30/25 375 355
GATX Corp. 5.200% 3/15/44 150 147
GATX Corp. 4.500% 3/30/45 150 133
5 GE Capital Trust I 6.375% 11/15/67 500 536
General Electric Capital Corp. 3.350% 10/17/16 750 771
General Electric Capital Corp. 2.900% 1/9/17 750 768
General Electric Capital Corp. 5.400% 2/15/17 750 794
General Electric Capital Corp. 2.300% 4/27/17 2,385 2,436

 

 

General Electric Capital Corp. 1.250% 5/15/17 600 603
General Electric Capital Corp. 5.625% 9/15/17 1,635 1,777
General Electric Capital Corp. 1.625% 4/2/18 900 907
General Electric Capital Corp. 5.625% 5/1/18 2,400 2,653
General Electric Capital Corp. 2.300% 1/14/19 750 763
General Electric Capital Corp. 6.000% 8/7/19 1,250 1,445
General Electric Capital Corp. 2.100% 12/11/19 100 101
General Electric Capital Corp. 5.500% 1/8/20 1,705 1,951
General Electric Capital Corp. 2.200% 1/9/20 1,900 1,921
General Electric Capital Corp. 5.550% 5/4/20 1,675 1,932
General Electric Capital Corp. 4.375% 9/16/20 2,290 2,527
General Electric Capital Corp. 4.625% 1/7/21 1,360 1,524
General Electric Capital Corp. 5.300% 2/11/21 1,794 2,064
General Electric Capital Corp. 4.650% 10/17/21 2,160 2,434
General Electric Capital Corp. 3.150% 9/7/22 1,110 1,146
General Electric Capital Corp. 3.100% 1/9/23 2,237 2,287
General Electric Capital Corp. 3.450% 5/15/24 550 577
General Electric Capital Corp. 6.750% 3/15/32 3,265 4,445
General Electric Capital Corp. 6.150% 8/7/37 1,300 1,680
General Electric Capital Corp. 5.875% 1/14/38 3,360 4,198
General Electric Capital Corp. 6.875% 1/10/39 2,810 3,951
5 General Electric Capital Corp. 6.375% 11/15/67 1,043 1,119
HSBC Finance Corp. 6.676% 1/15/21 2,811 3,282
8 International Lease Finance Corp. 7.125% 9/1/18 775 852
Prospect Capital Corp. 5.000% 7/15/19 175 182
Prospect Capital Corp. 5.875% 3/15/23 150 150
 
Insurance (0.5%)        
ACE Capital Trust II 9.700% 4/1/30 75 110
ACE INA Holdings Inc. 2.600% 11/23/15 290 290
ACE INA Holdings Inc. 5.700% 2/15/17 200 212
ACE INA Holdings Inc. 5.800% 3/15/18 50 55
ACE INA Holdings Inc. 5.900% 6/15/19 340 387
ACE INA Holdings Inc. 2.700% 3/13/23 350 341
ACE INA Holdings Inc. 3.350% 5/15/24 275 275
ACE INA Holdings Inc. 3.150% 3/15/25 700 683
ACE INA Holdings Inc. 4.150% 3/13/43 225 214
AEGON Funding Co. LLC 5.750% 12/15/20 664 756
Aetna Inc. 1.500% 11/15/17 325 325
Aetna Inc. 2.200% 3/15/19 250 250
Aetna Inc. 3.950% 9/1/20 75 80
Aetna Inc. 4.125% 6/1/21 320 341
Aetna Inc. 2.750% 11/15/22 650 627
Aetna Inc. 3.500% 11/15/24 495 493
Aetna Inc. 6.625% 6/15/36 500 617
Aetna Inc. 6.750% 12/15/37 350 435
Aetna Inc. 4.500% 5/15/42 450 439
Aetna Inc. 4.125% 11/15/42 200 186
Aflac Inc. 2.650% 2/15/17 325 332
Aflac Inc. 2.400% 3/16/20 150 151
Aflac Inc. 4.000% 2/15/22 325 346
Aflac Inc. 3.625% 6/15/23 1,000 1,025
Aflac Inc. 3.625% 11/15/24 480 488
Aflac Inc. 3.250% 3/17/25 300 295
Aflac Inc. 6.900% 12/17/39 150 195
Aflac Inc. 6.450% 8/15/40 300 370
Alleghany Corp. 5.625% 9/15/20 100 112
Alleghany Corp. 4.950% 6/27/22 425 460

 

 

Alleghany Corp. 4.900% 9/15/44 375 364
Allied World Assurance Co. Ltd. 5.500% 11/15/20 200 222
Allstate Corp. 3.150% 6/15/23 550 554
Allstate Corp. 5.550% 5/9/35 105 123
Allstate Corp. 4.500% 6/15/43 425 431
5 Allstate Corp. 5.750% 8/15/53 250 257
5 Allstate Corp. 6.125% 5/15/67 165 167
5 Allstate Corp. 6.500% 5/15/67 700 782
Alterra Finance LLC 6.250% 9/30/20 95 109
American Financial Group Inc. 9.875% 6/15/19 100 125
American International Group Inc. 5.600% 10/18/16 800 834
American International Group Inc. 5.850% 1/16/18 600 657
American International Group Inc. 2.300% 7/16/19 650 653
American International Group Inc. 3.375% 8/15/20 425 444
American International Group Inc. 6.400% 12/15/20 1,160 1,372
American International Group Inc. 4.875% 6/1/22 1,425 1,575
American International Group Inc. 4.125% 2/15/24 650 684
American International Group Inc. 3.750% 7/10/25 800 815
American International Group Inc. 3.875% 1/15/35 800 741
American International Group Inc. 4.700% 7/10/35 325 333
American International Group Inc. 6.250% 5/1/36 1,525 1,844
American International Group Inc. 4.500% 7/16/44 1,475 1,443
American International Group Inc. 4.800% 7/10/45 450 463
American International Group Inc. 4.375% 1/15/55 525 479
5 American International Group Inc. 8.175% 5/15/68 400 531
5 American International Group Inc. 6.250% 3/15/87 283 308
Anthem Inc. 2.375% 2/15/17 250 253
Anthem Inc. 5.875% 6/15/17 250 268
Anthem Inc. 1.875% 1/15/18 425 425
Anthem Inc. 7.000% 2/15/19 145 166
Anthem Inc. 2.250% 8/15/19 550 547
Anthem Inc. 4.350% 8/15/20 450 484
Anthem Inc. 3.700% 8/15/21 445 459
Anthem Inc. 3.125% 5/15/22 550 542
Anthem Inc. 3.300% 1/15/23 750 739
Anthem Inc. 3.500% 8/15/24 525 519
Anthem Inc. 5.950% 12/15/34 300 328
Anthem Inc. 5.850% 1/15/36 150 163
Anthem Inc. 6.375% 6/15/37 630 753
Anthem Inc. 4.625% 5/15/42 575 569
Anthem Inc. 4.650% 1/15/43 650 637
Anthem Inc. 5.100% 1/15/44 400 418
Anthem Inc. 4.650% 8/15/44 525 509
Anthem Inc. 4.850% 8/15/54 175 171
Aon Corp. 5.000% 9/30/20 990 1,098
Aon Corp. 8.205% 1/1/27 50 65
Aon Corp. 6.250% 9/30/40 150 177
Aon plc 4.000% 11/27/23 350 361
Aon plc 3.500% 6/14/24 425 419
Aon plc 4.450% 5/24/43 125 120
Aon plc 4.600% 6/14/44 625 611
Arch Capital Group Ltd. 7.350% 5/1/34 500 663
Arch Capital Group US Inc. 5.144% 11/1/43 275 283
Aspen Insurance Holdings Ltd. 6.000% 12/15/20 450 500
Aspen Insurance Holdings Ltd. 4.650% 11/15/23 1,475 1,534
Assurant Inc. 6.750% 2/15/34 550 660
AXA SA 8.600% 12/15/30 830 1,129
Axis Specialty Finance LLC 5.875% 6/1/20 990 1,125

 

 

AXIS Specialty Finance plc 2.650% 4/1/19 150 151
AXIS Specialty Finance plc 5.150% 4/1/45 150 153
Berkshire Hathaway Finance Corp. 1.600% 5/15/17 100 101
Berkshire Hathaway Finance Corp. 1.300% 5/15/18 175 175
Berkshire Hathaway Finance Corp. 5.400% 5/15/18 2,480 2,729
Berkshire Hathaway Finance Corp. 2.000% 8/15/18 525 534
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 480 526
Berkshire Hathaway Finance Corp. 3.000% 5/15/22 300 306
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 130 152
Berkshire Hathaway Finance Corp. 4.400% 5/15/42 400 395
Berkshire Hathaway Finance Corp. 4.300% 5/15/43 275 265
Berkshire Hathaway Inc. 1.900% 1/31/17 725 735
Berkshire Hathaway Inc. 3.000% 2/11/23 375 379
Berkshire Hathaway Inc. 4.500% 2/11/43 925 922
Brown & Brown Inc. 4.200% 9/15/24 1,300 1,311
Chubb Corp. 5.750% 5/15/18 395 438
Chubb Corp. 6.000% 5/11/37 375 461
5 Chubb Corp. 6.375% 3/29/67 1,035 1,023
Cigna Corp. 5.125% 6/15/20 100 111
Cigna Corp. 4.375% 12/15/20 100 107
Cigna Corp. 4.500% 3/15/21 210 226
Cigna Corp. 4.000% 2/15/22 490 508
Cigna Corp. 3.250% 4/15/25 600 579
Cigna Corp. 6.150% 11/15/36 325 370
Cigna Corp. 5.875% 3/15/41 235 273
Cigna Corp. 5.375% 2/15/42 190 207
Cincinnati Financial Corp. 6.125% 11/1/34 325 382
CNA Financial Corp. 7.350% 11/15/19 2,052 2,421
CNA Financial Corp. 5.875% 8/15/20 145 164
CNA Financial Corp. 5.750% 8/15/21 175 200
Coventry Health Care Inc. 5.950% 3/15/17 250 266
Coventry Health Care Inc. 5.450% 6/15/21 390 439
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 150 181
Everest Reinsurance Holdings Inc. 4.868% 6/1/44 300 291
First American Financial Corp. 4.300% 2/1/23 100 101
First American Financial Corp. 4.600% 11/15/24 350 358
Hartford Financial Services Group Inc. 5.500% 10/15/16 175 183
Hartford Financial Services Group Inc. 5.375% 3/15/17 150 159
Hartford Financial Services Group Inc. 6.300% 3/15/18 1,350 1,493
Hartford Financial Services Group Inc. 6.000% 1/15/19 300 336
Hartford Financial Services Group Inc. 5.125% 4/15/22 100 111
Hartford Financial Services Group Inc. 5.950% 10/15/36 25 29
Hartford Financial Services Group Inc. 6.100% 10/1/41 500 598
Hartford Financial Services Group Inc. 4.300% 4/15/43 500 482
HCC Insurance Holdings Inc. 6.300% 11/15/19 225 255
Humana Inc. 7.200% 6/15/18 50 57
Humana Inc. 2.625% 10/1/19 150 152
Humana Inc. 3.150% 12/1/22 400 396
Humana Inc. 3.850% 10/1/24 450 452
Humana Inc. 8.150% 6/15/38 325 464
Humana Inc. 4.625% 12/1/42 265 255
Humana Inc. 4.950% 10/1/44 400 408
Infinity Property & Casualty Corp. 5.000% 9/19/22 100 105
Kemper Corp. 4.350% 2/15/25 500 504
Lincoln National Corp. 8.750% 7/1/19 325 397
Lincoln National Corp. 6.250% 2/15/20 305 353
Lincoln National Corp. 4.200% 3/15/22 325 341
Lincoln National Corp. 4.000% 9/1/23 225 233

 

 

Lincoln National Corp. 3.350% 3/9/25 200 197
Lincoln National Corp. 6.150% 4/7/36 350 410
Lincoln National Corp. 7.000% 6/15/40 340 437
Loews Corp. 2.625% 5/15/23 175 167
Loews Corp. 6.000% 2/1/35 200 232
Loews Corp. 4.125% 5/15/43 475 434
Manulife Financial Corp. 4.900% 9/17/20 475 527
Markel Corp. 7.125% 9/30/19 125 147
Markel Corp. 4.900% 7/1/22 575 628
Markel Corp. 3.625% 3/30/23 175 175
Markel Corp. 5.000% 3/30/43 125 126
Marsh & McLennan Cos. Inc. 2.550% 10/15/18 225 229
Marsh & McLennan Cos. Inc. 2.350% 9/10/19 100 101
Marsh & McLennan Cos. Inc. 2.350% 3/6/20 500 503
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 545 601
Marsh & McLennan Cos. Inc. 4.050% 10/15/23 350 368
Marsh & McLennan Cos. Inc. 3.500% 3/10/25 350 350
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 900 1,053
MetLife Inc. 1.756% 12/15/17 425 428
MetLife Inc. 1.903% 12/15/17 225 227
MetLife Inc. 6.817% 8/15/18 580 662
MetLife Inc. 7.717% 2/15/19 105 124
MetLife Inc. 4.750% 2/8/21 305 339
MetLife Inc. 3.048% 12/15/22 725 725
MetLife Inc. 4.368% 9/15/23 500 537
MetLife Inc. 3.600% 4/10/24 750 764
MetLife Inc. 3.000% 3/1/25 1,500 1,459
MetLife Inc. 6.375% 6/15/34 505 625
MetLife Inc. 5.700% 6/15/35 675 783
MetLife Inc. 5.875% 2/6/41 440 530
MetLife Inc. 4.125% 8/13/42 475 449
MetLife Inc. 4.875% 11/13/43 600 636
MetLife Inc. 4.721% 12/15/44 1,200 1,247
MetLife Inc. 4.050% 3/1/45 1,000 938
5 MetLife Inc. 6.400% 12/15/66 1,505 1,642
Montpelier Re Holdings Ltd. 4.700% 10/15/22 25 26
Old Republic International Corp. 4.875% 10/1/24 450 470
OneBeacon US Holdings Inc. 4.600% 11/9/22 100 102
PartnerRe Finance B LLC 5.500% 6/1/20 200 222
Primerica Inc. 4.750% 7/15/22 50 54
Principal Financial Group Inc. 8.875% 5/15/19 410 500
Principal Financial Group Inc. 3.125% 5/15/23 200 197
Principal Financial Group Inc. 6.050% 10/15/36 200 232
Principal Financial Group Inc. 4.350% 5/15/43 125 119
5 Principal Financial Group Inc. 4.700% 5/15/55 500 496
ProAssurance Corp. 5.300% 11/15/23 100 108
Progressive Corp. 3.750% 8/23/21 2,445 2,607
Progressive Corp. 6.625% 3/1/29 150 196
Progressive Corp. 3.700% 1/26/45 250 223
5 Progressive Corp. 6.700% 6/15/67 425 430
Protective Life Corp. 7.375% 10/15/19 100 118
Protective Life Corp. 8.450% 10/15/39 175 232
Prudential Financial Inc. 5.500% 3/15/16 50 51
Prudential Financial Inc. 6.000% 12/1/17 675 737
Prudential Financial Inc. 2.300% 8/15/18 825 838
Prudential Financial Inc. 7.375% 6/15/19 455 535
Prudential Financial Inc. 2.350% 8/15/19 225 227
Prudential Financial Inc. 5.375% 6/21/20 430 485

 

 

Prudential Financial Inc. 4.500% 11/15/20 75 82
Prudential Financial Inc. 4.500% 11/16/21 275 302
Prudential Financial Inc. 3.500% 5/15/24 450 451
Prudential Financial Inc. 5.750% 7/15/33 320 365
Prudential Financial Inc. 5.400% 6/13/35 295 322
Prudential Financial Inc. 5.900% 3/17/36 775 899
Prudential Financial Inc. 5.700% 12/14/36 505 574
Prudential Financial Inc. 6.625% 12/1/37 500 625
Prudential Financial Inc. 6.625% 6/21/40 250 316
Prudential Financial Inc. 5.625% 5/12/41 105 119
5 Prudential Financial Inc. 5.875% 9/15/42 525 555
5 Prudential Financial Inc. 5.625% 6/15/43 975 1,009
Prudential Financial Inc. 5.100% 8/15/43 225 239
5 Prudential Financial Inc. 5.200% 3/15/44 325 319
Prudential Financial Inc. 4.600% 5/15/44 500 502
5 Prudential Financial Inc. 5.375% 5/15/45 650 648
Reinsurance Group of America Inc. 6.450% 11/15/19 275 314
Reinsurance Group of America Inc. 5.000% 6/1/21 250 275
Reinsurance Group of America Inc. 4.700% 9/15/23 250 269
Swiss Re Solutions Holding Corp. 7.000% 2/15/26 175 215
Torchmark Corp. 3.800% 9/15/22 200 203
Transatlantic Holdings Inc. 8.000% 11/30/39 625 839
Travelers Cos. Inc. 5.800% 5/15/18 910 1,008
Travelers Cos. Inc. 3.900% 11/1/20 330 357
Travelers Cos. Inc. 6.750% 6/20/36 475 623
Travelers Cos. Inc. 6.250% 6/15/37 145 183
Travelers Cos. Inc. 5.350% 11/1/40 130 150
Travelers Cos. Inc. 4.600% 8/1/43 1,000 1,044
Travelers Cos. Inc. 4.300% 8/25/45 250 250
Trinity Acquisition plc 6.125% 8/15/43 525 580
UnitedHealth Group Inc. 1.875% 11/15/16 225 228
UnitedHealth Group Inc. 6.000% 6/15/17 875 944
UnitedHealth Group Inc. 1.450% 7/17/17 750 753
UnitedHealth Group Inc. 6.000% 2/15/18 1,460 1,609
UnitedHealth Group Inc. 1.900% 7/16/18 1,000 1,011
UnitedHealth Group Inc. 1.625% 3/15/19 325 323
UnitedHealth Group Inc. 2.300% 12/15/19 50 50
UnitedHealth Group Inc. 2.700% 7/15/20 850 868
UnitedHealth Group Inc. 4.700% 2/15/21 165 183
UnitedHealth Group Inc. 3.375% 11/15/21 105 110
UnitedHealth Group Inc. 2.875% 12/15/21 500 508
UnitedHealth Group Inc. 2.875% 3/15/22 525 528
UnitedHealth Group Inc. 3.350% 7/15/22 1,550 1,600
UnitedHealth Group Inc. 2.750% 2/15/23 400 394
UnitedHealth Group Inc. 2.875% 3/15/23 200 199
UnitedHealth Group Inc. 3.750% 7/15/25 1,250 1,293
UnitedHealth Group Inc. 4.625% 7/15/35 300 319
UnitedHealth Group Inc. 6.500% 6/15/37 200 256
UnitedHealth Group Inc. 6.625% 11/15/37 325 418
UnitedHealth Group Inc. 6.875% 2/15/38 1,405 1,877
UnitedHealth Group Inc. 5.950% 2/15/41 240 291
UnitedHealth Group Inc. 4.625% 11/15/41 1,050 1,077
UnitedHealth Group Inc. 4.375% 3/15/42 325 321
UnitedHealth Group Inc. 3.950% 10/15/42 400 379
UnitedHealth Group Inc. 4.250% 3/15/43 75 74
UnitedHealth Group Inc. 4.750% 7/15/45 1,325 1,400
Unum Group 5.625% 9/15/20 50 56
Unum Group 4.000% 3/15/24 200 207

 

 

Unum Group 5.750% 8/15/42 200 225
Validus Holdings Ltd. 8.875% 1/26/40 150 193
Voya Financial Inc. 2.900% 2/15/18 675 690
Voya Financial Inc. 5.500% 7/15/22 50 57
Voya Financial Inc. 5.700% 7/15/43 350 401
Willis Group Holdings plc 5.750% 3/15/21 265 297
Willis North America Inc. 6.200% 3/28/17 300 317
WR Berkley Corp. 5.375% 9/15/20 50 56
WR Berkley Corp. 4.625% 3/15/22 225 240
XLIT Ltd. 5.750% 10/1/21 545 624
XLIT Ltd. 6.375% 11/15/24 100 119
XLIT Ltd. 4.450% 3/31/25 200 201
XLIT Ltd. 5.250% 12/15/43 100 106
XLIT Ltd. 5.500% 3/31/45 300 284
 
Other Finance (0.0%)        
ORIX Corp. 5.000% 1/12/16 245 247
XTRA Finance Corp. 5.150% 4/1/17 575 608
 
Real Estate Investment Trusts (0.3%)        
Alexandria Real Estate Equities Inc. 2.750% 1/15/20 250 249
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 300 314
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 3.350% 10/1/20 250 253
American Campus Communities Operating        
Partnership LP 4.125% 7/1/24 250 251
AvalonBay Communities Inc. 2.850% 3/15/23 200 194
AvalonBay Communities Inc. 4.200% 12/15/23 175 184
AvalonBay Communities Inc. 3.500% 11/15/24 250 249
AvalonBay Communities Inc. 3.450% 6/1/25 1,300 1,282
BioMed Realty LP 2.625% 5/1/19 250 241
BioMed Realty LP 4.250% 7/15/22 400 396
Boston Properties LP 3.700% 11/15/18 2,120 2,222
Boston Properties LP 5.625% 11/15/20 325 368
Boston Properties LP 4.125% 5/15/21 190 202
Boston Properties LP 3.850% 2/1/23 950 972
Boston Properties LP 3.125% 9/1/23 1,375 1,334
Brandywine Operating Partnership LP 4.950% 4/15/18 725 767
Brandywine Operating Partnership LP 4.100% 10/1/24 250 245
Brandywine Operating Partnership LP 4.550% 10/1/29 175 172
Brixmor Operating Partnership LP 3.850% 2/1/25 2,725 2,647
Camden Property Trust 4.250% 1/15/24 1,100 1,150
CBL & Associates LP 5.250% 12/1/23 600 624
CBL & Associates LP 4.600% 10/15/24 175 172
Columbia Property Trust Operating        
Partnership LP 4.150% 4/1/25 500 494
Corporate Office Properties LP 3.700% 6/15/21 100 98
Corporate Office Properties LP 3.600% 5/15/23 400 377
CubeSmart LP 4.375% 12/15/23 350 365
DCT Industrial Operating Partnership LP 4.500% 10/15/23 200 206
DDR Corp. 7.875% 9/1/20 500 609
DDR Corp. 3.500% 1/15/21 225 228
DDR Corp. 4.625% 7/15/22 500 524
DDR Corp. 3.375% 5/15/23 400 382
Digital Realty Trust LP 5.250% 3/15/21 1,190 1,294
Digital Realty Trust LP 3.950% 7/1/22 900 905

 

 

Digital Realty Trust LP 3.625% 10/1/22 1,580 1,533
Duke Realty LP 5.950% 2/15/17 132 140
Duke Realty LP 3.625% 4/15/23 875 863
EPR Properties 5.750% 8/15/22 75 79
EPR Properties 5.250% 7/15/23 400 410
EPR Properties 4.500% 4/1/25 300 288
Equity CommonWealth 6.650% 1/15/18 1,175 1,266
ERP Operating LP 5.750% 6/15/17 500 535
ERP Operating LP 2.375% 7/1/19 375 378
ERP Operating LP 4.750% 7/15/20 265 291
ERP Operating LP 4.625% 12/15/21 115 125
ERP Operating LP 3.000% 4/15/23 625 616
ERP Operating LP 3.375% 6/1/25 350 345
ERP Operating LP 4.500% 7/1/44 550 554
ERP Operating LP 4.500% 6/1/45 350 352
Essex Portfolio LP 3.375% 1/15/23 1,150 1,146
Essex Portfolio LP 3.250% 5/1/23 50 49
Essex Portfolio LP 3.500% 4/1/25 200 194
Excel Trust LP 4.625% 5/15/24 100 99
Federal Realty Investment Trust 3.000% 8/1/22 175 174
Federal Realty Investment Trust 2.750% 6/1/23 325 314
Federal Realty Investment Trust 4.500% 12/1/44 1,000 995
HCP Inc. 5.625% 5/1/17 25 26
HCP Inc. 2.625% 2/1/20 1,800 1,794
HCP Inc. 5.375% 2/1/21 360 397
HCP Inc. 3.150% 8/1/22 150 145
HCP Inc. 4.200% 3/1/24 200 200
HCP Inc. 3.400% 2/1/25 400 377
HCP Inc. 6.750% 2/1/41 175 216
Health Care REIT Inc. 4.700% 9/15/17 50 53
Health Care REIT Inc. 2.250% 3/15/18 575 578
Health Care REIT Inc. 4.125% 4/1/19 300 317
Health Care REIT Inc. 4.000% 6/1/25 500 499
Healthcare Realty Trust Inc. 5.750% 1/15/21 145 162
Healthcare Realty Trust Inc. 3.750% 4/15/23 100 98
Healthcare Realty Trust Inc. 3.875% 5/1/25 375 364
Healthcare Trust of America Holdings LP 3.375% 7/15/21 175 175
Healthcare Trust of America Holdings LP 3.700% 4/15/23 100 98
Highwoods Realty LP 3.200% 6/15/21 500 494
Hospitality Properties Trust 6.700% 1/15/18 1,000 1,081
Hospitality Properties Trust 4.650% 3/15/24 100 100
Hospitality Properties Trust 4.500% 3/15/25 125 123
Host Hotels & Resorts LP 6.000% 10/1/21 1,100 1,247
Host Hotels & Resorts LP 3.750% 10/15/23 240 236
Host Hotels & Resorts LP 4.000% 6/15/25 175 173
Kilroy Realty LP 4.800% 7/15/18 800 854
Kilroy Realty LP 3.800% 1/15/23 100 99
Kilroy Realty LP 4.375% 10/1/25 100 102
Kimco Realty Corp. 5.700% 5/1/17 375 399
Kimco Realty Corp. 6.875% 10/1/19 50 59
Kimco Realty Corp. 3.200% 5/1/21 500 506
Kimco Realty Corp. 3.125% 6/1/23 550 535
Lexington Realty Trust 4.400% 6/15/24 200 203
Liberty Property LP 3.375% 6/15/23 575 562
Liberty Property LP 4.400% 2/15/24 325 338
Liberty Property LP 3.750% 4/1/25 725 708
Mack-Cali Realty LP 7.750% 8/15/19 750 869
Mack-Cali Realty LP 4.500% 4/18/22 225 225

 

 

Mid-America Apartments LP 4.300% 10/15/23 350 359
Mid-America Apartments LP 3.750% 6/15/24 200 196
National Retail Properties Inc. 6.875% 10/15/17 25 27
National Retail Properties Inc. 3.800% 10/15/22 500 508
National Retail Properties Inc. 3.900% 6/15/24 275 276
Omega Healthcare Investors Inc. 6.750% 10/15/22 975 1,008
Omega Healthcare Investors Inc. 4.950% 4/1/24 275 276
Omega Healthcare Investors Inc. 4.500% 1/15/25 175 172
8 Omega Healthcare Investors Inc. 5.250% 1/15/26 250 254
8 Omega Healthcare Investors Inc. 4.500% 4/1/27 1,000 952
Piedmont Operating Partnership LP 3.400% 6/1/23 125 119
Piedmont Operating Partnership LP 4.450% 3/15/24 275 280
Post Apartment Homes LP 3.375% 12/1/22 100 98
ProLogis LP 4.500% 8/15/17 75 79
ProLogis LP 2.750% 2/15/19 875 892
ProLogis LP 6.875% 3/15/20 200 233
Realty Income Corp. 2.000% 1/31/18 575 580
Realty Income Corp. 6.750% 8/15/19 935 1,082
Realty Income Corp. 3.250% 10/15/22 100 98
Regency Centers LP 3.750% 6/15/24 525 525
Retail Opportunity Investments Corp. 5.000% 12/15/23 150 158
Retail Properties of America Inc. 4.000% 3/15/25 425 412
Select Income REIT 2.850% 2/1/18 175 176
Select Income REIT 4.150% 2/1/22 225 222
Select Income REIT 4.500% 2/1/25 250 240
Senior Housing Properties Trust 3.250% 5/1/19 475 480
Senior Housing Properties Trust 4.750% 5/1/24 175 176
Simon Property Group LP 5.250% 12/1/16 335 347
Simon Property Group LP 2.800% 1/30/17 425 433
Simon Property Group LP 2.150% 9/15/17 200 203
Simon Property Group LP 6.125% 5/30/18 450 498
Simon Property Group LP 2.200% 2/1/19 2,700 2,731
Simon Property Group LP 5.650% 2/1/20 1,250 1,418
Simon Property Group LP 4.375% 3/1/21 555 603
Simon Property Group LP 4.125% 12/1/21 525 565
Simon Property Group LP 3.375% 3/15/22 250 257
Simon Property Group LP 2.750% 2/1/23 400 389
Simon Property Group LP 3.750% 2/1/24 500 515
Simon Property Group LP 6.750% 2/1/40 300 394
Simon Property Group LP 4.750% 3/15/42 225 236
Tanger Properties LP 3.875% 12/1/23 125 125
Tanger Properties LP 3.750% 12/1/24 200 199
UDR Inc. 4.250% 6/1/18 400 423
UDR Inc. 3.700% 10/1/20 150 157
UDR Inc. 4.625% 1/10/22 125 134
Ventas Realty LP 3.750% 5/1/24 200 197
Ventas Realty LP 5.700% 9/30/43 450 499
Ventas Realty LP / Ventas Capital Corp. 2.000% 2/15/18 325 327
Ventas Realty LP / Ventas Capital Corp. 4.000% 4/30/19 575 606
Ventas Realty LP / Ventas Capital Corp. 2.700% 4/1/20 25 25
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 250 270
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 140 146
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 500 490
Vornado Realty LP 2.500% 6/30/19 275 275
8 Washington Prime Group LP 3.850% 4/1/20 200 204
Washington REIT 4.950% 10/1/20 125 135
Washington REIT 3.950% 10/15/22 100 101
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
Welltower Inc. 4.950% 1/15/21 750 817
Welltower Inc. 5.250% 1/15/22 425 465
Welltower Inc. 3.750% 3/15/23 325 324
Welltower Inc. 4.500% 1/15/24 125 131
Welltower Inc. 6.500% 3/15/41 200 241
Welltower Inc. 5.125% 3/15/43 175 180
WP Carey Inc. 4.600% 4/1/24 300 306
WP Carey Inc. 4.000% 2/1/25 200 193
        902,426
Industrial (6.7%)        
Basic Industry (0.5%)        
Agrium Inc. 6.750% 1/15/19 1,350 1,535
Agrium Inc. 3.150% 10/1/22 2,010 1,969
Agrium Inc. 3.500% 6/1/23 275 271
Agrium Inc. 3.375% 3/15/25 250 236
Agrium Inc. 4.125% 3/15/35 250 221
Agrium Inc. 4.900% 6/1/43 125 123
Agrium Inc. 5.250% 1/15/45 500 518
Air Products & Chemicals Inc. 1.200% 10/15/17 225 224
Air Products & Chemicals Inc. 3.000% 11/3/21 190 195
Air Products & Chemicals Inc. 2.750% 2/3/23 200 197
Air Products & Chemicals Inc. 3.350% 7/31/24 700 707
Airgas Inc. 3.050% 8/1/20 200 204
Airgas Inc. 3.650% 7/15/24 750 750
Albemarle Corp. 3.000% 12/1/19 250 251
Albemarle Corp. 4.500% 12/15/20 50 53
Albemarle Corp. 4.150% 12/1/24 300 302
Albemarle Corp. 5.450% 12/1/44 325 332
Barrick Gold Corp. 6.950% 4/1/19 350 393
Barrick Gold Corp. 3.850% 4/1/22 600 548
Barrick Gold Corp. 4.100% 5/1/23 1,050 938
Barrick Gold Corp. 5.250% 4/1/42 500 396
Barrick North America Finance LLC 6.800% 9/15/18 475 520
Barrick North America Finance LLC 4.400% 5/30/21 915 889
Barrick North America Finance LLC 7.500% 9/15/38 25 25
Barrick North America Finance LLC 5.700% 5/30/41 750 611
Barrick North America Finance LLC 5.750% 5/1/43 500 428
Barrick PD Australia Finance Pty Ltd. 4.950% 1/15/20 600 638
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 100 83
BHP Billiton Finance USA Ltd. 1.875% 11/21/16 450 453
BHP Billiton Finance USA Ltd. 1.625% 2/24/17 1,475 1,479
BHP Billiton Finance USA Ltd. 5.400% 3/29/17 350 370
BHP Billiton Finance USA Ltd. 2.050% 9/30/18 300 301
BHP Billiton Finance USA Ltd. 6.500% 4/1/19 450 514
BHP Billiton Finance USA Ltd. 3.250% 11/21/21 600 602
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 1,025 1,000
BHP Billiton Finance USA Ltd. 3.850% 9/30/23 775 785
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 1,200 1,097
BHP Billiton Finance USA Ltd. 5.000% 9/30/43 1,500 1,540
Braskem Finance Ltd. 6.450% 2/3/24 200 162
Cabot Corp. 2.550% 1/15/18 550 560
Cabot Corp. 3.700% 7/15/22 50 51
Carpenter Technology Corp. 5.200% 7/15/21 575 606
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 200 202
CF Industries Inc. 6.875% 5/1/18 1,725 1,919

 

 

CF Industries Inc. 7.125% 5/1/20 825 965
CF Industries Inc. 3.450% 6/1/23 575 547
CF Industries Inc. 5.150% 3/15/34 1,000 963
CF Industries Inc. 4.950% 6/1/43 375 347
CF Industries Inc. 5.375% 3/15/44 500 486
Domtar Corp. 6.250% 9/1/42 50 50
Domtar Corp. 6.750% 2/15/44 400 411
Dow Chemical Co. 8.550% 5/15/19 1,810 2,189
Dow Chemical Co. 4.250% 11/15/20 1,630 1,740
Dow Chemical Co. 4.125% 11/15/21 185 193
Dow Chemical Co. 3.000% 11/15/22 700 677
Dow Chemical Co. 3.500% 10/1/24 600 573
Dow Chemical Co. 7.375% 11/1/29 100 128
Dow Chemical Co. 4.250% 10/1/34 350 327
Dow Chemical Co. 9.400% 5/15/39 760 1,119
Dow Chemical Co. 5.250% 11/15/41 375 371
Dow Chemical Co. 4.375% 11/15/42 900 786
Eastman Chemical Co. 2.400% 6/1/17 1,750 1,773
Eastman Chemical Co. 5.500% 11/15/19 1,100 1,236
Eastman Chemical Co. 2.700% 1/15/20 400 399
Eastman Chemical Co. 3.600% 8/15/22 650 653
Eastman Chemical Co. 4.800% 9/1/42 400 389
Eastman Chemical Co. 4.650% 10/15/44 1,000 914
Ecolab Inc. 3.000% 12/8/16 175 178
Ecolab Inc. 1.450% 12/8/17 1,225 1,218
Ecolab Inc. 1.550% 1/12/18 500 498
Ecolab Inc. 2.250% 1/12/20 200 201
Ecolab Inc. 4.350% 12/8/21 50 54
Ecolab Inc. 5.500% 12/8/41 625 708
EI du Pont de Nemours & Co. 5.250% 12/15/16 58 61
EI du Pont de Nemours & Co. 6.000% 7/15/18 700 780
EI du Pont de Nemours & Co. 4.625% 1/15/20 300 329
EI du Pont de Nemours & Co. 3.625% 1/15/21 1,420 1,509
EI du Pont de Nemours & Co. 4.250% 4/1/21 350 385
EI du Pont de Nemours & Co. 2.800% 2/15/23 75 73
EI du Pont de Nemours & Co. 6.500% 1/15/28 500 627
EI du Pont de Nemours & Co. 4.900% 1/15/41 450 481
EI du Pont de Nemours & Co. 4.150% 2/15/43 125 117
Fibria Overseas Finance Ltd. 5.250% 5/12/24 250 248
FMC Corp. 3.950% 2/1/22 150 153
FMC Corp. 4.100% 2/1/24 750 761
Freeport-McMoRan Inc. 2.150% 3/1/17 125 118
Freeport-McMoRan Inc. 2.375% 3/15/18 1,375 1,200
Freeport-McMoRan Inc. 3.100% 3/15/20 1,100 916
Freeport-McMoRan Inc. 3.550% 3/1/22 1,975 1,476
Freeport-McMoRan Inc. 3.875% 3/15/23 1,655 1,229
Freeport-McMoRan Inc. 5.400% 11/14/34 250 170
Freeport-McMoRan Inc. 5.450% 3/15/43 1,220 848
Georgia-Pacific LLC 7.375% 12/1/25 400 512
Georgia-Pacific LLC 8.875% 5/15/31 1,200 1,735
Glencore Canada Corp. 5.500% 6/15/17 250 234
Goldcorp Inc. 2.125% 3/15/18 1,100 1,087
Goldcorp Inc. 3.700% 3/15/23 600 561
Goldcorp Inc. 5.450% 6/9/44 50 46
International Paper Co. 7.500% 8/15/21 910 1,106
International Paper Co. 4.750% 2/15/22 413 445
International Paper Co. 3.650% 6/15/24 400 395
International Paper Co. 3.800% 1/15/26 350 345

 

 

International Paper Co. 5.000% 9/15/35 150 149
International Paper Co. 7.300% 11/15/39 805 987
International Paper Co. 6.000% 11/15/41 300 325
International Paper Co. 4.800% 6/15/44 500 461
International Paper Co. 5.150% 5/15/46 825 806
Kinross Gold Corp. 5.950% 3/15/24 700 574
LYB International Finance BV 4.000% 7/15/23 500 502
LYB International Finance BV 5.250% 7/15/43 500 497
LYB International Finance BV 4.875% 3/15/44 400 378
LyondellBasell Industries NV 5.000% 4/15/19 1,700 1,837
LyondellBasell Industries NV 6.000% 11/15/21 475 537
LyondellBasell Industries NV 4.625% 2/26/55 650 549
Meadwestvaco Corp. 8.200% 1/15/30 500 677
Meadwestvaco Corp. 7.950% 2/15/31 300 390
Monsanto Co. 1.150% 6/30/17 1,000 996
Monsanto Co. 2.125% 7/15/19 800 801
Monsanto Co. 2.750% 7/15/21 600 600
Monsanto Co. 2.200% 7/15/22 175 162
Monsanto Co. 3.375% 7/15/24 700 671
Monsanto Co. 2.850% 4/15/25 250 229
Monsanto Co. 4.200% 7/15/34 400 372
Monsanto Co. 5.875% 4/15/38 375 422
Monsanto Co. 3.600% 7/15/42 250 201
Monsanto Co. 4.400% 7/15/44 1,250 1,080
Monsanto Co. 3.950% 4/15/45 1,300 1,058
Monsanto Co. 4.700% 7/15/64 600 524
Mosaic Co. 3.750% 11/15/21 200 207
Mosaic Co. 4.250% 11/15/23 1,800 1,824
Mosaic Co. 5.450% 11/15/33 100 105
Mosaic Co. 4.875% 11/15/41 130 126
Mosaic Co. 5.625% 11/15/43 150 158
Newmont Mining Corp. 5.125% 10/1/19 1,475 1,568
Newmont Mining Corp. 5.875% 4/1/35 325 279
Newmont Mining Corp. 6.250% 10/1/39 500 453
Newmont Mining Corp. 4.875% 3/15/42 950 720
Nucor Corp. 5.750% 12/1/17 385 415
Nucor Corp. 5.850% 6/1/18 875 954
Nucor Corp. 4.125% 9/15/22 200 208
Nucor Corp. 4.000% 8/1/23 325 332
Nucor Corp. 6.400% 12/1/37 325 380
Nucor Corp. 5.200% 8/1/43 400 413
Packaging Corp. of America 3.900% 6/15/22 275 281
Packaging Corp. of America 4.500% 11/1/23 425 446
Packaging Corp. of America 3.650% 9/15/24 500 499
Placer Dome Inc. 6.450% 10/15/35 375 348
Plains Exploration & Production Co. 6.500% 11/15/20 20 18
Plains Exploration & Production Co. 6.750% 2/1/22 593 520
Plains Exploration & Production Co. 6.875% 2/15/23 899 791
Plum Creek Timberlands LP 4.700% 3/15/21 275 297
Potash Corp. of Saskatchewan Inc. 3.250% 12/1/17 675 696
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 1,210 1,335
Potash Corp. of Saskatchewan Inc. 3.000% 4/1/25 250 229
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 200 219
PPG Industries Inc. 2.300% 11/15/19 700 707
Praxair Inc. 5.200% 3/15/17 25 26
Praxair Inc. 4.500% 8/15/19 175 191
Praxair Inc. 4.050% 3/15/21 925 1,001
Praxair Inc. 3.000% 9/1/21 325 334

 

 

Praxair Inc. 2.450% 2/15/22 850 831
Praxair Inc. 2.650% 2/5/25 500 484
Praxair Inc. 3.550% 11/7/42 300 275
Rayonier Inc. 3.750% 4/1/22 125 124
Reliance Steel & Aluminum Co. 4.500% 4/15/23 225 213
Rio Tinto Alcan Inc. 6.125% 12/15/33 325 362
Rio Tinto Alcan Inc. 5.750% 6/1/35 450 480
Rio Tinto Finance USA Ltd. 6.500% 7/15/18 1,500 1,669
Rio Tinto Finance USA Ltd. 9.000% 5/1/19 1,075 1,325
Rio Tinto Finance USA Ltd. 3.500% 11/2/20 310 321
Rio Tinto Finance USA Ltd. 4.125% 5/20/21 175 184
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 1,000 1,022
Rio Tinto Finance USA Ltd. 3.750% 6/15/25 1,500 1,460
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 225 284
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 565 548
Rio Tinto Finance USA plc 2.000% 3/22/17 375 377
Rio Tinto Finance USA plc 2.250% 12/14/18 500 498
Rio Tinto Finance USA plc 3.500% 3/22/22 200 199
Rio Tinto Finance USA plc 4.750% 3/22/42 625 584
Rio Tinto Finance USA plc 4.125% 8/21/42 1,100 945
Rock-Tenn Co. 3.500% 3/1/20 1,725 1,783
Rock-Tenn Co. 4.900% 3/1/22 250 271
Rockwood Specialties Group Inc. 4.625% 10/15/20 750 773
Rohm & Haas Co. 7.850% 7/15/29 300 394
RPM International Inc. 6.125% 10/15/19 75 84
RPM International Inc. 3.450% 11/15/22 250 244
Sherwin-Williams Co. 3.450% 8/1/25 900 911
Sherwin-Williams Co. 4.550% 8/1/45 270 280
Sigma-Aldrich Corp. 3.375% 11/1/20 75 78
Southern Copper Corp. 5.375% 4/16/20 200 214
Southern Copper Corp. 3.875% 4/23/25 850 779
Southern Copper Corp. 7.500% 7/27/35 1,625 1,598
Southern Copper Corp. 6.750% 4/16/40 250 224
Southern Copper Corp. 5.875% 4/23/45 1,550 1,259
Syngenta Finance NV 3.125% 3/28/22 250 245
Syngenta Finance NV 4.375% 3/28/42 150 135
Teck Resources Ltd. 3.000% 3/1/19 800 568
Teck Resources Ltd. 4.750% 1/15/22 75 48
Teck Resources Ltd. 3.750% 2/1/23 525 321
Teck Resources Ltd. 6.250% 7/15/41 945 539
Teck Resources Ltd. 5.200% 3/1/42 425 220
Teck Resources Ltd. 5.400% 2/1/43 275 141
The Dow Chemical Company 4.625% 10/1/44 500 454
Vale Canada Ltd. 7.200% 9/15/32 100 86
Vale Overseas Ltd. 6.250% 1/23/17 200 205
Vale Overseas Ltd. 5.625% 9/15/19 1,050 1,066
Vale Overseas Ltd. 4.625% 9/15/20 1,270 1,219
Vale Overseas Ltd. 4.375% 1/11/22 1,545 1,362
Vale Overseas Ltd. 8.250% 1/17/34 375 352
Vale Overseas Ltd. 6.875% 11/21/36 1,285 1,008
Vale Overseas Ltd. 6.875% 11/10/39 860 665
Vale SA 5.625% 9/11/42 1,250 858
Valspar Corp. 7.250% 6/15/19 350 408
Valspar Corp. 4.200% 1/15/22 25 26
Valspar Corp. 3.950% 1/15/26 600 613
Westlake Chemical Corp. 3.600% 7/15/22 50 50
Weyerhaeuser Co. 7.375% 10/1/19 1,075 1,266
Weyerhaeuser Co. 8.500% 1/15/25 150 196

 

 

Weyerhaeuser Co. 7.375% 3/15/32 625 786
Weyerhaeuser Co. 6.875% 12/15/33 125 152
Worthington Industries Inc. 4.550% 4/15/26 100 100
Yamana Gold Inc. 4.950% 7/15/24 640 572
 
Capital Goods (0.5%)        
3M Co. 1.375% 8/7/18 325 327
3M Co. 2.000% 8/7/20 325 329
3M Co. 3.000% 8/7/25 350 354
3M Co. 6.375% 2/15/28 350 460
3M Co. 5.700% 3/15/37 105 131
ABB Finance USA Inc. 1.625% 5/8/17 100 100
ABB Finance USA Inc. 2.875% 5/8/22 375 372
ABB Finance USA Inc. 4.375% 5/8/42 150 149
Acuity Brands Lighting Inc. 6.000% 12/15/19 200 221
Boeing Capital Corp. 4.700% 10/27/19 125 139
Boeing Co. 0.950% 5/15/18 1,425 1,410
Boeing Co. 6.000% 3/15/19 1,850 2,102
Boeing Co. 4.875% 2/15/20 525 591
Boeing Co. 6.625% 2/15/38 100 134
Boeing Co. 6.875% 3/15/39 250 348
Boeing Co. 5.875% 2/15/40 295 374
Boeing Co. 3.500% 3/1/45 300 270
Carlisle Cos. Inc. 3.750% 11/15/22 175 176
Caterpillar Financial Services Corp. 1.300% 3/1/18 825 822
Caterpillar Financial Services Corp. 5.450% 4/15/18 875 962
Caterpillar Financial Services Corp. 7.150% 2/15/19 1,235 1,441
Caterpillar Financial Services Corp. 2.100% 6/9/19 500 502
Caterpillar Financial Services Corp. 2.250% 12/1/19 300 301
Caterpillar Financial Services Corp. 2.000% 3/5/20 750 745
Caterpillar Financial Services Corp. 2.750% 8/20/21 200 203
Caterpillar Financial Services Corp. 3.300% 6/9/24 730 729
Caterpillar Financial Services Corp. 3.250% 12/1/24 200 198
Caterpillar Inc. 1.500% 6/26/17 450 453
Caterpillar Inc. 3.900% 5/27/21 220 237
Caterpillar Inc. 2.600% 6/26/22 125 123
Caterpillar Inc. 3.400% 5/15/24 750 750
Caterpillar Inc. 6.050% 8/15/36 895 1,071
Caterpillar Inc. 3.803% 8/15/42 1,229 1,127
Caterpillar Inc. 4.300% 5/15/44 1,000 976
Crane Co. 2.750% 12/15/18 550 559
Crane Co. 4.450% 12/15/23 400 418
CRH America Inc. 5.750% 1/15/21 885 1,015
Danaher Corp. 1.650% 9/15/18 600 603
Danaher Corp. 2.400% 9/15/20 600 606
Danaher Corp. 3.900% 6/23/21 750 804
Danaher Corp. 3.350% 9/15/25 500 510
Danaher Corp. 4.375% 9/15/45 1,200 1,240
Deere & Co. 2.600% 6/8/22 700 689
Deere & Co. 5.375% 10/16/29 455 543
Deere & Co. 8.100% 5/15/30 750 1,080
Deere & Co. 7.125% 3/3/31 400 531
Deere & Co. 3.900% 6/9/42 500 475
Dover Corp. 4.300% 3/1/21 145 159
Dover Corp. 6.600% 3/15/38 350 461
Dover Corp. 5.375% 3/1/41 480 546
Eaton Corp. 1.500% 11/2/17 200 200
Eaton Corp. 5.600% 5/15/18 550 601

 

 

Eaton Corp. 2.750% 11/2/22 575 559
Eaton Corp. 4.000% 11/2/32 815 784
Eaton Corp. 4.150% 11/2/42 75 70
Embraer Netherlands BV 5.050% 6/15/25 500 458
8 Embraer Overseas Ltd. 5.696% 9/16/23 1,166 1,156
Emerson Electric Co. 5.250% 10/15/18 525 580
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% 12/1/21 450 454
Emerson Electric Co. 2.625% 2/15/23 1,000 984
Emerson Electric Co. 3.150% 6/1/25 450 454
Emerson Electric Co. 6.000% 8/15/32 150 184
Emerson Electric Co. 6.125% 4/15/39 125 157
Emerson Electric Co. 5.250% 11/15/39 135 157
Exelis Inc. 4.250% 10/1/16 225 231
Flowserve Corp. 3.500% 9/15/22 625 619
Flowserve Corp. 4.000% 11/15/23 375 385
Fortune Brands Home & Security Inc. 3.000% 6/15/20 275 278
Fortune Brands Home & Security Inc. 4.000% 6/15/25 250 253
General Dynamics Corp. 1.000% 11/15/17 1,100 1,095
General Dynamics Corp. 3.875% 7/15/21 750 803
General Dynamics Corp. 2.250% 11/15/22 900 863
General Dynamics Corp. 3.600% 11/15/42 125 116
General Electric Co. 5.250% 12/6/17 1,940 2,100
General Electric Co. 2.700% 10/9/22 1,350 1,350
General Electric Co. 3.375% 3/11/24 2,000 2,076
General Electric Co. 4.125% 10/9/42 2,050 2,022
General Electric Co. 4.500% 3/11/44 450 466
Harris Corp. 1.999% 4/27/18 325 324
Harris Corp. 2.700% 4/27/20 250 248
Harris Corp. 3.832% 4/27/25 250 245
Harris Corp. 4.854% 4/27/35 1,250 1,202
Harris Corp. 6.150% 12/15/40 25 27
Harris Corp. 5.054% 4/27/45 325 313
Honeywell International Inc. 5.300% 3/15/17 275 292
Honeywell International Inc. 5.300% 3/1/18 650 712
Honeywell International Inc. 5.000% 2/15/19 105 117
Honeywell International Inc. 4.250% 3/1/21 805 896
Honeywell International Inc. 3.350% 12/1/23 1,325 1,379
Honeywell International Inc. 5.700% 3/15/37 105 128
Honeywell International Inc. 5.375% 3/1/41 1,855 2,223
Illinois Tool Works Inc. 6.250% 4/1/19 450 516
Illinois Tool Works Inc. 3.375% 9/15/21 105 110
Illinois Tool Works Inc. 4.875% 9/15/41 105 115
Illinois Tool Works Inc. 3.900% 9/1/42 1,225 1,180
Ingersoll-Rand Global Holding Co. Ltd. 6.875% 8/15/18 1,550 1,750
Ingersoll-Rand Global Holding Co. Ltd. 2.875% 1/15/19 125 127
Ingersoll-Rand Global Holding Co. Ltd. 4.250% 6/15/23 250 260
Ingersoll-Rand Global Holding Co. Ltd. 5.750% 6/15/43 325 357
Ingersoll-Rand Luxembourg Finance SA 3.550% 11/1/24 100 98
Ingersoll-Rand Luxembourg Finance SA 4.650% 11/1/44 250 237
John Deere Capital Corp. 2.000% 1/13/17 375 380
John Deere Capital Corp. 2.800% 9/18/17 550 567
John Deere Capital Corp. 1.200% 10/10/17 475 475
John Deere Capital Corp. 1.350% 1/16/18 2,000 2,000
John Deere Capital Corp. 1.750% 8/10/18 325 325
John Deere Capital Corp. 5.750% 9/10/18 530 591
John Deere Capital Corp. 2.250% 4/17/19 150 152

 

 

John Deere Capital Corp. 1.700% 1/15/20 1,975 1,944
John Deere Capital Corp. 2.050% 3/10/20 750 747
John Deere Capital Corp. 2.450% 9/11/20 275 277
John Deere Capital Corp. 3.900% 7/12/21 125 134
John Deere Capital Corp. 3.150% 10/15/21 105 108
John Deere Capital Corp. 2.750% 3/15/22 75 75
John Deere Capital Corp. 2.800% 1/27/23 1,775 1,755
John Deere Capital Corp. 3.350% 6/12/24 700 708
John Deere Capital Corp. 3.400% 9/11/25 325 328
Joy Global Inc. 6.000% 11/15/16 250 257
Kennametal Inc. 2.650% 11/1/19 200 201
Kennametal Inc. 3.875% 2/15/22 125 128
L-3 Communications Corp. 1.500% 5/28/17 400 397
L-3 Communications Corp. 5.200% 10/15/19 825 882
L-3 Communications Corp. 4.750% 7/15/20 925 968
L-3 Communications Corp. 4.950% 2/15/21 575 611
L-3 Communications Corp. 3.950% 5/28/24 350 335
Leggett & Platt Inc. 3.800% 11/15/24 400 410
Lockheed Martin Corp. 4.250% 11/15/19 2,355 2,572
Lockheed Martin Corp. 3.350% 9/15/21 1,080 1,119
Lockheed Martin Corp. 2.900% 3/1/25 175 170
Lockheed Martin Corp. 3.600% 3/1/35 550 504
Lockheed Martin Corp. 6.150% 9/1/36 2,215 2,677
Lockheed Martin Corp. 5.500% 11/15/39 680 761
Lockheed Martin Corp. 5.720% 6/1/40 316 360
Martin Marietta Materials Inc. 6.600% 4/15/18 400 447
Mohawk Industries Inc. 3.850% 2/1/23 2,750 2,789
Northrop Grumman Corp. 1.750% 6/1/18 575 573
Northrop Grumman Corp. 3.500% 3/15/21 125 130
Northrop Grumman Corp. 3.250% 8/1/23 400 399
Northrop Grumman Corp. 5.050% 11/15/40 475 510
Northrop Grumman Corp. 4.750% 6/1/43 650 670
Owens Corning 6.500% 12/1/16 97 104
Owens Corning 4.200% 12/15/22 150 152
Parker Hannifin Corp. 5.500% 5/15/18 1,725 1,892
Parker Hannifin Corp. 3.500% 9/15/22 75 78
Parker Hannifin Corp. 6.250% 5/15/38 75 96
Pentair Finance SA 1.350% 12/1/15 300 300
Pentair Finance SA 2.650% 12/1/19 500 491
Precision Castparts Corp. 1.250% 1/15/18 1,650 1,643
Precision Castparts Corp. 2.250% 6/15/20 300 303
Precision Castparts Corp. 2.500% 1/15/23 125 121
Precision Castparts Corp. 3.250% 6/15/25 300 300
Precision Castparts Corp. 3.900% 1/15/43 175 163
Precision Castparts Corp. 4.375% 6/15/45 350 350
Raytheon Co. 6.750% 3/15/18 125 141
Raytheon Co. 3.125% 10/15/20 425 445
Raytheon Co. 2.500% 12/15/22 425 418
Raytheon Co. 7.200% 8/15/27 75 102
Raytheon Co. 4.875% 10/15/40 225 248
Raytheon Co. 4.700% 12/15/41 625 671
Republic Services Inc. 3.800% 5/15/18 2,535 2,661
Republic Services Inc. 5.500% 9/15/19 425 478
Republic Services Inc. 5.000% 3/1/20 500 552
Republic Services Inc. 5.250% 11/15/21 50 56
Republic Services Inc. 3.550% 6/1/22 300 308
Republic Services Inc. 3.200% 3/15/25 500 489
Republic Services Inc. 6.200% 3/1/40 975 1,147

 

 

Republic Services Inc. 5.700% 5/15/41 500 568
Rockwell Automation Inc. 5.650% 12/1/17 25 27
Rockwell Automation Inc. 6.700% 1/15/28 200 264
Rockwell Automation Inc. 6.250% 12/1/37 325 408
Rockwell Collins Inc. 5.250% 7/15/19 50 56
Rockwell Collins Inc. 3.100% 11/15/21 125 129
Rockwell Collins Inc. 4.800% 12/15/43 235 257
Roper Technologies Inc. 2.050% 10/1/18 1,175 1,171
Roper Technologies Inc. 6.250% 9/1/19 1,575 1,790
Snap-on Inc. 6.125% 9/1/21 200 236
Sonoco Products Co. 4.375% 11/1/21 65 70
Sonoco Products Co. 5.750% 11/1/40 765 857
Stanley Black & Decker Inc. 3.400% 12/1/21 450 469
Stanley Black & Decker Inc. 5.200% 9/1/40 150 165
Textron Inc. 5.600% 12/1/17 125 135
Textron Inc. 7.250% 10/1/19 650 762
Textron Inc. 4.300% 3/1/24 625 643
Tyco International Finance SA/Tyco Fire &        
Security Finance SCA 7.000% 12/15/19 300 345
United Technologies Corp. 1.800% 6/1/17 620 627
United Technologies Corp. 5.375% 12/15/17 1,575 1,712
United Technologies Corp. 6.125% 2/1/19 2,633 2,986
United Technologies Corp. 4.500% 4/15/20 445 492
United Technologies Corp. 3.100% 6/1/22 1,600 1,623
United Technologies Corp. 6.700% 8/1/28 200 259
United Technologies Corp. 7.500% 9/15/29 100 139
United Technologies Corp. 5.400% 5/1/35 400 452
United Technologies Corp. 6.050% 6/1/36 285 352
United Technologies Corp. 6.125% 7/15/38 1,000 1,235
United Technologies Corp. 5.700% 4/15/40 525 623
United Technologies Corp. 4.500% 6/1/42 2,725 2,781
Valmont Industries Inc. 5.000% 10/1/44 290 255
Valmont Industries Inc. 5.250% 10/1/54 250 219
Waste Management Inc. 6.100% 3/15/18 1,100 1,216
Waste Management Inc. 4.600% 3/1/21 275 302
Waste Management Inc. 3.500% 5/15/24 700 712
Waste Management Inc. 3.125% 3/1/25 250 245
Waste Management Inc. 3.900% 3/1/35 250 236
Waste Management Inc. 4.100% 3/1/45 500 466
WW Grainger Inc. 4.600% 6/15/45 750 790
 
Communication (1.1%)        
21st Century Fox America Inc. 6.900% 3/1/19 1,160 1,334
21st Century Fox America Inc. 5.650% 8/15/20 500 570
21st Century Fox America Inc. 4.500% 2/15/21 435 471
21st Century Fox America Inc. 3.000% 9/15/22 500 492
21st Century Fox America Inc. 4.000% 10/1/23 275 282
21st Century Fox America Inc. 6.550% 3/15/33 892 1,075
21st Century Fox America Inc. 6.200% 12/15/34 975 1,114
21st Century Fox America Inc. 6.400% 12/15/35 1,500 1,742
21st Century Fox America Inc. 8.150% 10/17/36 385 531
21st Century Fox America Inc. 6.150% 3/1/37 345 391
21st Century Fox America Inc. 6.900% 8/15/39 425 521
21st Century Fox America Inc. 6.150% 2/15/41 350 400
21st Century Fox America Inc. 5.400% 10/1/43 1,675 1,776
21st Century Fox America Inc. 4.750% 9/15/44 450 440
America Movil SAB de CV 5.625% 11/15/17 350 378
America Movil SAB de CV 5.000% 10/16/19 850 922

 

 

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% 3/1/35 200 232
America Movil SAB de CV 6.125% 11/15/37 300 333
America Movil SAB de CV 6.125% 3/30/40 2,710 3,005
America Movil SAB de CV 4.375% 7/16/42 425 382
American Tower Corp. 4.500% 1/15/18 1,400 1,473
American Tower Corp. 2.800% 6/1/20 600 598
American Tower Corp. 5.050% 9/1/20 205 223
American Tower Corp. 5.900% 11/1/21 1,500 1,698
American Tower Corp. 5.000% 2/15/24 1,150 1,207
American Tower Corp. 4.000% 6/1/25 425 415
AT&T Corp. 8.250% 11/15/31 1,001 1,335
AT&T Inc. 2.400% 8/15/16 445 449
AT&T Inc. 1.600% 2/15/17 500 502
AT&T Inc. 1.700% 6/1/17 1,975 1,981
AT&T Inc. 5.500% 2/1/18 2,385 2,585
AT&T Inc. 5.600% 5/15/18 250 274
AT&T Inc. 2.375% 11/27/18 950 961
AT&T Inc. 5.800% 2/15/19 325 362
AT&T Inc. 2.300% 3/11/19 625 627
AT&T Inc. 2.450% 6/30/20 1,950 1,924
AT&T Inc. 4.450% 5/15/21 485 518
AT&T Inc. 3.875% 8/15/21 3,615 3,762
AT&T Inc. 3.000% 2/15/22 600 588
AT&T Inc. 3.000% 6/30/22 2,000 1,955
AT&T Inc. 2.625% 12/1/22 875 832
AT&T Inc. 3.900% 3/11/24 450 458
AT&T Inc. 3.400% 5/15/25 1,250 1,193
AT&T Inc. 6.450% 6/15/34 945 1,077
AT&T Inc. 4.500% 5/15/35 800 730
AT&T Inc. 6.500% 9/1/37 448 508
AT&T Inc. 6.300% 1/15/38 885 968
AT&T Inc. 6.400% 5/15/38 550 630
AT&T Inc. 6.550% 2/15/39 760 860
AT&T Inc. 5.350% 9/1/40 2,555 2,524
AT&T Inc. 5.550% 8/15/41 210 213
AT&T Inc. 4.300% 12/15/42 1,773 1,524
AT&T Inc. 4.800% 6/15/44 2,000 1,848
AT&T Inc. 4.350% 6/15/45 1,306 1,123
AT&T Inc. 4.750% 5/15/46 2,500 2,293
AT&T Mobility LLC 7.125% 12/15/31 400 496
Bellsouth Capital Funding Corp. 7.875% 2/15/30 328 402
BellSouth Corp. 6.875% 10/15/31 231 265
BellSouth Corp. 6.550% 6/15/34 261 287
BellSouth Corp. 6.000% 11/15/34 119 123
BellSouth Telecommunications LLC 6.375% 6/1/28 790 887
British Telecommunications plc 1.250% 2/14/17 150 150
British Telecommunications plc 5.950% 1/15/18 1,440 1,576
British Telecommunications plc 2.350% 2/14/19 200 201
British Telecommunications plc 9.625% 12/15/30 1,700 2,538
CBS Corp. 2.300% 8/15/19 350 348
CBS Corp. 5.750% 4/15/20 360 405
CBS Corp. 4.300% 2/15/21 550 585
CBS Corp. 3.375% 3/1/22 725 720
CBS Corp. 4.000% 1/15/26 500 492
CBS Corp. 7.875% 7/30/30 300 390
CBS Corp. 5.500% 5/15/33 200 197

 

 

CBS Corp. 4.850% 7/1/42 225 208
CBS Corp. 4.900% 8/15/44 750 695
CBS Corp. 4.600% 1/15/45 450 397
CC Holdings GS V LLC / Crown Castle GS III        
Corp. 3.849% 4/15/23 1,000 991
8 CCO Safari II LLC 3.579% 7/23/20 1,950 1,936
8 CCO Safari II LLC 4.464% 7/23/22 750 749
8 CCO Safari II LLC 4.908% 7/23/25 2,950 2,937
8 CCO Safari II LLC 6.384% 10/23/35 1,300 1,314
8 CCO Safari II LLC 6.484% 10/23/45 2,275 2,292
8 CCO Safari II LLC 6.834% 10/23/55 325 324
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 1,108 1,548
Comcast Cable Communications LLC 8.875% 5/1/17 850 951
Comcast Corp. 5.700% 5/15/18 1,475 1,632
Comcast Corp. 5.700% 7/1/19 3,305 3,744
Comcast Corp. 3.125% 7/15/22 100 102
Comcast Corp. 2.850% 1/15/23 900 897
Comcast Corp. 3.600% 3/1/24 225 233
Comcast Corp. 3.375% 8/15/25 1,000 1,008
Comcast Corp. 4.250% 1/15/33 2,450 2,430
Comcast Corp. 7.050% 3/15/33 1,000 1,323
Comcast Corp. 5.650% 6/15/35 1,450 1,660
Comcast Corp. 4.400% 8/15/35 500 507
Comcast Corp. 6.500% 11/15/35 1,075 1,369
Comcast Corp. 6.450% 3/15/37 900 1,140
Comcast Corp. 6.950% 8/15/37 1,220 1,607
Comcast Corp. 6.400% 5/15/38 600 751
Comcast Corp. 4.650% 7/15/42 2,410 2,478
Comcast Corp. 4.500% 1/15/43 225 227
Comcast Corp. 4.600% 8/15/45 1,700 1,737
COX Communications Inc. 5.500% 10/1/15 600 600
Deutsche Telekom International Finance BV 6.750% 8/20/18 325 370
Deutsche Telekom International Finance BV 6.000% 7/8/19 775 881
Deutsche Telekom International Finance BV 8.750% 6/15/30 2,750 3,950
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.875% 10/1/19 1,880 2,108
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.200% 3/15/20 1,150 1,257
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 4.600% 2/15/21 425 455
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.000% 3/1/21 925 1,009
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 4.450% 4/1/24 1,075 1,104
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.950% 1/15/25 2,225 2,182
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.350% 3/15/40 275 295
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.375% 3/1/41 1,225 1,342
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.150% 3/15/42 825 775
Discovery Communications LLC 5.050% 6/1/20 1,150 1,252
Discovery Communications LLC 4.375% 6/15/21 205 213
Discovery Communications LLC 3.300% 5/15/22 125 123
Discovery Communications LLC 3.250% 4/1/23 500 474
Discovery Communications LLC 3.450% 3/15/25 1,450 1,341

 

 

Discovery Communications LLC 4.950% 5/15/42 225 198
Discovery Communications LLC 4.875% 4/1/43 175 152
Embarq Corp. 7.995% 6/1/36 855 885
Grupo Televisa SAB 6.000% 5/15/18 1,400 1,529
Grupo Televisa SAB 6.625% 3/18/25 450 539
Grupo Televisa SAB 6.625% 1/15/40 500 552
GTE Corp. 6.940% 4/15/28 325 390
Historic TW Inc. 6.625% 5/15/29 200 245
Interpublic Group of Cos. Inc. 3.750% 2/15/23 1,000 984
Interpublic Group of Cos. Inc. 4.200% 4/15/24 825 826
Koninklijke KPN NV 8.375% 10/1/30 600 791
McGraw Hill Financial Inc. 5.900% 11/15/17 150 161
8 McGraw Hill Financial Inc. 2.500% 8/15/18 375 378
8 McGraw Hill Financial Inc. 3.300% 8/14/20 450 458
8 McGraw Hill Financial Inc. 4.000% 6/15/25 450 448
8 McGraw Hill Financial Inc. 4.400% 2/15/26 875 888
McGraw Hill Financial Inc. 6.550% 11/15/37 350 405
Moody's Corp. 2.750% 7/15/19 400 407
Moody's Corp. 4.500% 9/1/22 1,800 1,898
Moody's Corp. 5.250% 7/15/44 275 292
NBCUniversal Media LLC 5.150% 4/30/20 925 1,043
NBCUniversal Media LLC 4.375% 4/1/21 205 224
NBCUniversal Media LLC 6.400% 4/30/40 350 439
NBCUniversal Media LLC 5.950% 4/1/41 1,075 1,283
NBCUniversal Media LLC 4.450% 1/15/43 100 100
New Cingular Wireless Services Inc. 8.750% 3/1/31 155 218
Nippon Telegraph & Telephone Corp. 1.400% 7/18/17 100 100
Omnicom Group Inc. 6.250% 7/15/19 675 775
Omnicom Group Inc. 4.450% 8/15/20 500 539
Omnicom Group Inc. 3.625% 5/1/22 1,100 1,112
Omnicom Group Inc. 3.650% 11/1/24 900 889
Orange SA 2.750% 2/6/19 900 927
Orange SA 5.375% 7/8/19 1,025 1,144
Orange SA 4.125% 9/14/21 902 968
Orange SA 9.000% 3/1/31 1,735 2,469
Orange SA 5.375% 1/13/42 25 27
Orange SA 5.500% 2/6/44 575 627
Pacific Bell Telephone Co. 7.125% 3/15/26 200 244
Qwest Corp. 6.500% 6/1/17 275 294
Qwest Corp. 6.750% 12/1/21 410 440
Qwest Corp. 7.250% 9/15/25 175 189
Qwest Corp. 6.875% 9/15/33 2,018 1,947
Qwest Corp. 7.125% 11/15/43 550 537
RELX Capital Inc. 8.625% 1/15/19 259 309
RELX Capital Inc. 3.125% 10/15/22 705 693
Rogers Communications Inc. 6.800% 8/15/18 950 1,077
Rogers Communications Inc. 3.000% 3/15/23 230 221
Rogers Communications Inc. 4.100% 10/1/23 225 233
Rogers Communications Inc. 4.500% 3/15/43 540 510
Rogers Communications Inc. 5.000% 3/15/44 1,100 1,121
Scripps Networks Interactive Inc. 2.750% 11/15/19 500 500
Scripps Networks Interactive Inc. 2.800% 6/15/20 325 322
Scripps Networks Interactive Inc. 3.900% 11/15/24 250 245
Telefonica Emisiones SAU 3.192% 4/27/18 1,025 1,048
Telefonica Emisiones SAU 5.877% 7/15/19 910 1,013
Telefonica Emisiones SAU 5.134% 4/27/20 705 775
Telefonica Emisiones SAU 5.462% 2/16/21 350 390
Telefonica Emisiones SAU 4.570% 4/27/23 1,000 1,041

 

 

Telefonica Emisiones SAU 7.045% 6/20/36 1,485 1,761
Telefonica Europe BV 8.250% 9/15/30 750 985
Thomson Reuters Corp. 1.300% 2/23/17 450 449
Thomson Reuters Corp. 6.500% 7/15/18 50 56
Thomson Reuters Corp. 4.700% 10/15/19 125 137
Thomson Reuters Corp. 4.300% 11/23/23 600 624
Thomson Reuters Corp. 5.500% 8/15/35 350 376
Thomson Reuters Corp. 5.850% 4/15/40 1,425 1,561
Thomson Reuters Corp. 5.650% 11/23/43 625 675
Time Warner Cable Inc. 5.850% 5/1/17 825 876
Time Warner Cable Inc. 6.750% 7/1/18 475 529
Time Warner Cable Inc. 8.750% 2/14/19 1,250 1,469
Time Warner Cable Inc. 8.250% 4/1/19 700 817
Time Warner Cable Inc. 5.000% 2/1/20 2,045 2,197
Time Warner Cable Inc. 4.125% 2/15/21 500 518
Time Warner Cable Inc. 4.000% 9/1/21 850 866
Time Warner Cable Inc. 6.550% 5/1/37 550 542
Time Warner Cable Inc. 7.300% 7/1/38 1,000 1,048
Time Warner Cable Inc. 6.750% 6/15/39 1,600 1,593
Time Warner Cable Inc. 5.500% 9/1/41 750 685
Time Warner Cable Inc. 4.500% 9/15/42 800 632
Time Warner Cos. Inc. 6.950% 1/15/28 1,795 2,223
Time Warner Entertainment Co. LP 8.375% 3/15/23 800 980
Time Warner Entertainment Co. LP 8.375% 7/15/33 200 232
Time Warner Inc. 2.100% 6/1/19 550 550
Time Warner Inc. 4.875% 3/15/20 1,240 1,373
Time Warner Inc. 4.700% 1/15/21 700 766
Time Warner Inc. 4.750% 3/29/21 600 654
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% 6/1/24 525 520
Time Warner Inc. 3.600% 7/15/25 825 809
Time Warner Inc. 7.625% 4/15/31 835 1,070
Time Warner Inc. 7.700% 5/1/32 1,840 2,396
Time Warner Inc. 6.200% 3/15/40 150 171
Time Warner Inc. 6.100% 7/15/40 825 932
Time Warner Inc. 6.250% 3/29/41 325 376
Time Warner Inc. 5.375% 10/15/41 205 215
Time Warner Inc. 4.900% 6/15/42 250 249
Time Warner Inc. 5.350% 12/15/43 125 132
Time Warner Inc. 4.650% 6/1/44 525 500
Verizon Communications Inc. 2.000% 11/1/16 825 834
Verizon Communications Inc. 1.350% 6/9/17 2,500 2,496
Verizon Communications Inc. 1.100% 11/1/17 200 198
Verizon Communications Inc. 5.500% 2/15/18 925 1,004
Verizon Communications Inc. 6.100% 4/15/18 155 172
Verizon Communications Inc. 3.650% 9/14/18 2,630 2,768
Verizon Communications Inc. 6.350% 4/1/19 1,000 1,139
Verizon Communications Inc. 2.625% 2/21/20 1,223 1,230
Verizon Communications Inc. 4.500% 9/15/20 1,505 1,628
Verizon Communications Inc. 3.450% 3/15/21 300 307
Verizon Communications Inc. 4.600% 4/1/21 1,440 1,557
Verizon Communications Inc. 3.000% 11/1/21 850 848
Verizon Communications Inc. 3.500% 11/1/21 1,040 1,064
Verizon Communications Inc. 2.450% 11/1/22 1,925 1,813
Verizon Communications Inc. 5.150% 9/15/23 5,515 6,095
Verizon Communications Inc. 4.150% 3/15/24 1,300 1,347
Verizon Communications Inc. 3.500% 11/1/24 1,000 984

 

 

Verizon Communications Inc. 7.750% 12/1/30 785 1,038
Verizon Communications Inc. 6.400% 9/15/33 1,538 1,762
Verizon Communications Inc. 5.050% 3/15/34 675 673
Verizon Communications Inc. 4.400% 11/1/34 1,125 1,044
Verizon Communications Inc. 5.850% 9/15/35 500 542
Verizon Communications Inc. 4.272% 1/15/36 2,969 2,688
Verizon Communications Inc. 6.250% 4/1/37 775 869
Verizon Communications Inc. 6.400% 2/15/38 835 957
Verizon Communications Inc. 6.900% 4/15/38 225 272
Verizon Communications Inc. 7.350% 4/1/39 1,200 1,495
Verizon Communications Inc. 6.000% 4/1/41 445 486
Verizon Communications Inc. 4.750% 11/1/41 625 582
Verizon Communications Inc. 3.850% 11/1/42 1,250 1,037
Verizon Communications Inc. 6.550% 9/15/43 2,698 3,187
Verizon Communications Inc. 4.862% 8/21/46 1,967 1,843
Verizon Communications Inc. 4.522% 9/15/48 3,291 2,899
Verizon Communications Inc. 5.012% 8/21/54 3,638 3,296
Verizon Communications Inc. 4.672% 3/15/55 4,302 3,689
Verizon Maryland LLC 5.125% 6/15/33 1,000 1,006
Verizon New England Inc. 7.875% 11/15/29 250 320
Verizon New York Inc. 7.375% 4/1/32 500 582
Viacom Inc. 2.500% 12/15/16 250 253
Viacom Inc. 3.500% 4/1/17 540 553
Viacom Inc. 2.500% 9/1/18 175 176
Viacom Inc. 2.200% 4/1/19 625 610
Viacom Inc. 5.625% 9/15/19 850 936
Viacom Inc. 2.750% 12/15/19 825 824
Viacom Inc. 4.500% 3/1/21 245 254
Viacom Inc. 3.875% 12/15/21 275 270
Viacom Inc. 3.125% 6/15/22 75 70
Viacom Inc. 4.250% 9/1/23 175 171
Viacom Inc. 3.875% 4/1/24 625 584
Viacom Inc. 4.850% 12/15/34 375 325
Viacom Inc. 6.875% 4/30/36 915 955
Viacom Inc. 4.375% 3/15/43 212 156
Viacom Inc. 5.850% 9/1/43 1,075 995
Viacom Inc. 5.250% 4/1/44 650 565
Vodafone Group plc 5.625% 2/27/17 2,060 2,182
Vodafone Group plc 1.625% 3/20/17 625 626
Vodafone Group plc 1.250% 9/26/17 1,350 1,342
Vodafone Group plc 1.500% 2/19/18 1,450 1,441
Vodafone Group plc 4.625% 7/15/18 125 133
Vodafone Group plc 5.450% 6/10/19 775 859
Vodafone Group plc 2.500% 9/26/22 200 186
Vodafone Group plc 2.950% 2/19/23 545 516
Vodafone Group plc 7.875% 2/15/30 425 530
Vodafone Group plc 6.250% 11/30/32 350 386
Vodafone Group plc 6.150% 2/27/37 755 814
Vodafone Group plc 4.375% 2/19/43 675 589
Walt Disney Co. 1.350% 8/16/16 165 166
Walt Disney Co. 0.875% 5/30/17 700 700
Walt Disney Co. 1.100% 12/1/17 850 850
Walt Disney Co. 1.850% 5/30/19 725 730
Walt Disney Co. 2.150% 9/17/20 1,100 1,104
Walt Disney Co. 2.350% 12/1/22 25 25
Walt Disney Co. 3.150% 9/17/25 1,200 1,216
Walt Disney Co. 4.375% 8/16/41 225 234
Walt Disney Co. 4.125% 12/1/41 350 352

 

 

Walt Disney Co. 3.700% 12/1/42 450 422
Walt Disney Co. 4.125% 6/1/44 900 904
WPP Finance 2010 4.750% 11/21/21 221 242
WPP Finance 2010 3.750% 9/19/24 525 524
WPP Finance 2010 5.125% 9/7/42 1,050 1,035
 
Consumer Cyclical (0.8%)        
Advance Auto Parts Inc. 4.500% 1/15/22 175 185
Advance Auto Parts Inc. 4.500% 12/1/23 400 420
8 Alibaba Group Holding Ltd. 1.625% 11/28/17 1,025 1,017
8 Alibaba Group Holding Ltd. 2.500% 11/28/19 1,325 1,303
8 Alibaba Group Holding Ltd. 3.125% 11/28/21 300 288
8 Alibaba Group Holding Ltd. 3.600% 11/28/24 1,400 1,305
8 Alibaba Group Holding Ltd. 4.500% 11/28/34 600 552
Amazon.com Inc. 1.200% 11/29/17 650 647
Amazon.com Inc. 2.600% 12/5/19 1,650 1,693
Amazon.com Inc. 3.300% 12/5/21 750 777
Amazon.com Inc. 2.500% 11/29/22 475 460
Amazon.com Inc. 3.800% 12/5/24 400 413
Amazon.com Inc. 4.800% 12/5/34 1,000 1,027
Amazon.com Inc. 4.950% 12/5/44 1,000 1,022
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. 1.550% 12/11/17 1,700 1,707
American Honda Finance Corp. 1.600% 7/13/18 500 500
American Honda Finance Corp. 2.125% 10/10/18 450 455
American Honda Finance Corp. 2.250% 8/15/19 800 804
American Honda Finance Corp. 2.450% 9/24/20 525 524
Automatic Data Processing Inc. 2.250% 9/15/20 650 653
Automatic Data Processing Inc. 3.375% 9/15/25 675 685
AutoNation Inc. 6.750% 4/15/18 250 279
AutoNation Inc. 3.350% 1/15/21 175 177
AutoNation Inc. 4.500% 10/1/25 200 204
AutoZone Inc. 1.300% 1/13/17 350 351
AutoZone Inc. 7.125% 8/1/18 750 852
AutoZone Inc. 3.700% 4/15/22 1,350 1,389
AutoZone Inc. 3.125% 7/15/23 275 272
Bed Bath & Beyond Inc. 3.749% 8/1/24 100 101
Bed Bath & Beyond Inc. 4.915% 8/1/34 175 166
Bed Bath & Beyond Inc. 5.165% 8/1/44 425 404
Block Financial LLC 4.125% 10/1/20 313 313
Block Financial LLC 5.500% 11/1/22 300 319
Block Financial LLC 5.250% 10/1/25 325 325
BorgWarner Inc. 4.625% 9/15/20 50 55
BorgWarner Inc. 3.375% 3/15/25 250 244
BorgWarner Inc. 4.375% 3/15/45 500 450
Brinker International Inc. 2.600% 5/15/18 25 25
Brinker International Inc. 3.875% 5/15/23 350 342
Carnival Corp. 3.950% 10/15/20 450 473
Coach Inc. 4.250% 4/1/25 350 337
Costco Wholesale Corp. 5.500% 3/15/17 875 934
Costco Wholesale Corp. 1.125% 12/15/17 1,525 1,523
Costco Wholesale Corp. 1.750% 2/15/20 25 25
Cummins Inc. 3.650% 10/1/23 350 365
Cummins Inc. 7.125% 3/1/28 50 66
Cummins Inc. 4.875% 10/1/43 800 857
CVS Health Corp. 1.200% 12/5/16 150 150
CVS Health Corp. 5.750% 6/1/17 307 329

 

 

CVS Health Corp. 1.900% 7/20/18 7,000 7,047
CVS Health Corp. 2.250% 12/5/18 375 381
CVS Health Corp. 4.750% 5/18/20 625 685
CVS Health Corp. 2.800% 7/20/20 500 507
CVS Health Corp. 3.500% 7/20/22 625 646
CVS Health Corp. 2.750% 12/1/22 975 959
CVS Health Corp. 4.000% 12/5/23 660 698
CVS Health Corp. 3.875% 7/20/25 1,975 2,035
CVS Health Corp. 4.875% 7/20/35 1,325 1,390
CVS Health Corp. 5.750% 5/15/41 1,255 1,454
CVS Health Corp. 5.300% 12/5/43 425 469
CVS Health Corp. 5.125% 7/20/45 2,050 2,203
Daimler Finance North America LLC 8.500% 1/18/31 905 1,276
Darden Restaurants Inc. 6.450% 10/15/17 150 163
Delphi Corp. 5.000% 2/15/23 450 462
Delphi Corp. 4.150% 3/15/24 475 479
Dollar General Corp. 3.250% 4/15/23 950 906
eBay Inc. 1.350% 7/15/17 625 621
eBay Inc. 2.200% 8/1/19 1,100 1,087
eBay Inc. 3.250% 10/15/20 125 128
eBay Inc. 2.875% 8/1/21 450 439
eBay Inc. 2.600% 7/15/22 950 877
eBay Inc. 3.450% 8/1/24 600 569
eBay Inc. 4.000% 7/15/42 75 58
Expedia Inc. 5.950% 8/15/20 1,750 1,940
Ford Motor Co. 6.625% 10/1/28 575 666
Ford Motor Co. 6.375% 2/1/29 275 310
Ford Motor Co. 7.450% 7/16/31 1,325 1,647
Ford Motor Co. 4.750% 1/15/43 700 654
Ford Motor Co. 7.400% 11/1/46 300 391
Ford Motor Credit Co. LLC 8.000% 12/15/16 300 322
Ford Motor Credit Co. LLC 4.250% 2/3/17 1,650 1,704
Ford Motor Credit Co. LLC 6.625% 8/15/17 2,025 2,186
Ford Motor Credit Co. LLC 1.724% 12/6/17 600 595
Ford Motor Credit Co. LLC 2.145% 1/9/18 2,000 1,993
Ford Motor Credit Co. LLC 2.375% 1/16/18 163 163
Ford Motor Credit Co. LLC 5.000% 5/15/18 2,425 2,580
Ford Motor Credit Co. LLC 2.875% 10/1/18 390 394
Ford Motor Credit Co. LLC 2.597% 11/4/19 750 741
Ford Motor Credit Co. LLC 8.125% 1/15/20 775 928
Ford Motor Credit Co. LLC 2.459% 3/27/20 200 195
Ford Motor Credit Co. LLC 3.157% 8/4/20 900 898
Ford Motor Credit Co. LLC 5.750% 2/1/21 450 504
Ford Motor Credit Co. LLC 5.875% 8/2/21 725 818
Ford Motor Credit Co. LLC 3.219% 1/9/22 2,850 2,796
Ford Motor Credit Co. LLC 4.250% 9/20/22 575 594
Ford Motor Credit Co. LLC 4.375% 8/6/23 850 881
Ford Motor Credit Co. LLC 3.664% 9/8/24 500 486
Ford Motor Credit Co. LLC 4.134% 8/4/25 300 298
Gap Inc. 5.950% 4/12/21 1,350 1,465
General Motors Co. 3.500% 10/2/18 425 428
General Motors Co. 4.875% 10/2/23 980 992
General Motors Co. 5.000% 4/1/35 680 630
General Motors Co. 6.250% 10/2/43 810 859
General Motors Co. 5.200% 4/1/45 965 905
General Motors Financial Co. Inc. 2.625% 7/10/17 235 235
General Motors Financial Co. Inc. 4.750% 8/15/17 475 492
General Motors Financial Co. Inc. 3.000% 9/25/17 155 157

 

 

General Motors Financial Co. Inc. 3.250% 5/15/18 335 338
General Motors Financial Co. Inc. 6.750% 6/1/18 825 901
General Motors Financial Co. Inc. 3.500% 7/10/19 525 528
General Motors Financial Co. Inc. 3.150% 1/15/20 1,000 993
General Motors Financial Co. Inc. 3.200% 7/13/20 2,600 2,561
General Motors Financial Co. Inc. 4.375% 9/25/21 375 383
General Motors Financial Co. Inc. 3.450% 4/10/22 490 470
General Motors Financial Co. Inc. 4.250% 5/15/23 425 415
General Motors Financial Co. Inc. 4.000% 1/15/25 650 614
General Motors Financial Co. Inc. 4.300% 7/13/25 1,100 1,070
Harley-Davidson Inc. 3.500% 7/28/25 400 406
Harley-Davidson Inc. 4.625% 7/28/45 350 354
Harman International Industries Inc. 4.150% 5/15/25 275 273
Home Depot Inc. 2.250% 9/10/18 1,925 1,973
Home Depot Inc. 4.400% 4/1/21 600 661
Home Depot Inc. 2.625% 6/1/22 640 640
Home Depot Inc. 2.700% 4/1/23 600 596
Home Depot Inc. 3.750% 2/15/24 900 953
Home Depot Inc. 5.875% 12/16/36 2,045 2,523
Home Depot Inc. 5.950% 4/1/41 375 472
Home Depot Inc. 4.200% 4/1/43 1,250 1,261
Home Depot Inc. 4.875% 2/15/44 1,250 1,387
Home Depot Inc. 4.250% 4/1/46 490 494
Hyatt Hotels Corp. 3.375% 7/15/23 800 780
Johnson Controls Inc. 2.600% 12/1/16 150 153
Johnson Controls Inc. 5.000% 3/30/20 200 218
Johnson Controls Inc. 4.250% 3/1/21 745 785
Johnson Controls Inc. 3.750% 12/1/21 175 180
Johnson Controls Inc. 3.625% 7/2/24 300 292
Johnson Controls Inc. 6.000% 1/15/36 275 303
Johnson Controls Inc. 5.700% 3/1/41 205 219
Johnson Controls Inc. 5.250% 12/1/41 100 101
Johnson Controls Inc. 4.625% 7/2/44 200 184
Johnson Controls Inc. 4.950% 7/2/64 300 269
Kohl's Corp. 4.000% 11/1/21 845 876
Kohl's Corp. 4.250% 7/17/25 325 326
Kohl's Corp. 5.550% 7/17/45 300 294
Lowe's Cos. Inc. 1.625% 4/15/17 925 936
Lowe's Cos. Inc. 6.100% 9/15/17 200 219
Lowe's Cos. Inc. 4.625% 4/15/20 445 491
Lowe's Cos. Inc. 3.750% 4/15/21 205 218
Lowe's Cos. Inc. 3.800% 11/15/21 250 266
Lowe's Cos. Inc. 3.120% 4/15/22 450 459
Lowe's Cos. Inc. 3.875% 9/15/23 300 318
Lowe's Cos. Inc. 3.125% 9/15/24 300 300
Lowe's Cos. Inc. 3.375% 9/15/25 475 480
Lowe's Cos. Inc. 6.875% 2/15/28 192 245
Lowe's Cos. Inc. 5.800% 4/15/40 1,280 1,532
Lowe's Cos. Inc. 5.125% 11/15/41 100 113
Lowe's Cos. Inc. 4.650% 4/15/42 1,200 1,274
Lowe's Cos. Inc. 5.000% 9/15/43 100 111
Lowe's Cos. Inc. 4.250% 9/15/44 225 224
Lowe's Cos. Inc. 4.375% 9/15/45 375 379
Macy's Retail Holdings Inc. 5.900% 12/1/16 239 251
Macy's Retail Holdings Inc. 7.450% 7/15/17 1,000 1,098
Macy's Retail Holdings Inc. 3.875% 1/15/22 150 153
Macy's Retail Holdings Inc. 4.375% 9/1/23 750 775
Macy's Retail Holdings Inc. 6.900% 4/1/29 475 579

 

 

Macy's Retail Holdings Inc. 4.500% 12/15/34 800 734
Macy's Retail Holdings Inc. 6.375% 3/15/37 275 303
Macy's Retail Holdings Inc. 5.125% 1/15/42 825 774
Magna International Inc. 3.625% 6/15/24 450 437
Magna International Inc. 4.150% 10/1/25 300 304
Marriott International Inc. 6.375% 6/15/17 50 54
Marriott International Inc. 3.375% 10/15/20 850 880
Marriott International Inc. 2.875% 3/1/21 500 502
Marriott International Inc. 3.125% 10/15/21 350 356
Marriott International Inc. 3.750% 10/1/25 300 298
MasterCard Inc. 2.000% 4/1/19 250 253
MasterCard Inc. 3.375% 4/1/24 625 640
McDonald's Corp. 5.300% 3/15/17 400 424
McDonald's Corp. 5.800% 10/15/17 550 597
McDonald's Corp. 5.350% 3/1/18 880 959
McDonald's Corp. 1.875% 5/29/19 250 250
McDonald's Corp. 2.625% 1/15/22 410 402
McDonald's Corp. 3.375% 5/26/25 1,030 1,034
McDonald's Corp. 6.300% 3/1/38 100 121
McDonald's Corp. 5.700% 2/1/39 225 257
McDonald's Corp. 3.700% 2/15/42 1,225 1,061
McDonald's Corp. 3.625% 5/1/43 275 233
McDonald's Corp. 4.600% 5/26/45 425 424
Metropolitan Museum of Art 3.400% 7/1/45 225 205
NIKE Inc. 2.250% 5/1/23 50 48
NIKE Inc. 3.625% 5/1/43 125 117
Nordstrom Inc. 4.750% 5/1/20 600 666
Nordstrom Inc. 4.000% 10/15/21 585 629
Nordstrom Inc. 6.950% 3/15/28 200 251
Nordstrom Inc. 5.000% 1/15/44 197 211
NVR Inc. 3.950% 9/15/22 400 408
O'Reilly Automotive Inc. 4.875% 1/14/21 50 55
O'Reilly Automotive Inc. 4.625% 9/15/21 550 595
O'Reilly Automotive Inc. 3.800% 9/1/22 355 363
O'Reilly Automotive Inc. 3.850% 6/15/23 150 154
PACCAR Financial Corp. 1.600% 3/15/17 400 403
PACCAR Financial Corp. 1.400% 11/17/17 275 275
PACCAR Financial Corp. 1.450% 3/9/18 250 250
PACCAR Financial Corp. 1.750% 8/14/18 75 75
PACCAR Financial Corp. 2.200% 9/15/19 150 151
PACCAR Financial Corp. 2.500% 8/14/20 225 228
QVC Inc. 3.125% 4/1/19 525 522
QVC Inc. 5.125% 7/2/22 25 26
QVC Inc. 4.375% 3/15/23 75 73
QVC Inc. 4.850% 4/1/24 525 510
QVC Inc. 5.950% 3/15/43 325 300
Ralph Lauren Corp. 2.125% 9/26/18 200 203
Ralph Lauren Corp. 2.625% 8/18/20 225 229
Ross Stores Inc. 3.375% 9/15/24 150 149
Signet UK Finance plc 4.700% 6/15/24 250 253
Staples Inc. 4.375% 1/12/23 300 298
Starbucks Corp. 0.875% 12/5/16 25 25
Starbucks Corp. 2.700% 6/15/22 350 354
Starbucks Corp. 3.850% 10/1/23 800 848
Starbucks Corp. 4.300% 6/15/45 175 180
Starwood Hotels & Resorts Worldwide Inc. 3.125% 2/15/23 250 238
Starwood Hotels & Resorts Worldwide Inc. 4.500% 10/1/34 175 151
Target Corp. 5.375% 5/1/17 200 214

 

 

Target Corp. 6.000% 1/15/18 495 547
Target Corp. 2.300% 6/26/19 1,550 1,584
Target Corp. 3.875% 7/15/20 145 158
Target Corp. 2.900% 1/15/22 900 918
Target Corp. 3.500% 7/1/24 1,175 1,228
Target Corp. 6.350% 11/1/32 450 572
Target Corp. 6.500% 10/15/37 750 986
Target Corp. 7.000% 1/15/38 500 691
Target Corp. 4.000% 7/1/42 500 490
Tiffany & Co. 4.900% 10/1/44 175 167
TJX Cos. Inc. 6.950% 4/15/19 175 204
TJX Cos. Inc. 2.750% 6/15/21 400 406
TJX Cos. Inc. 2.500% 5/15/23 2,100 2,033
Toyota Motor Credit Corp. 2.050% 1/12/17 950 964
Toyota Motor Credit Corp. 1.250% 10/5/17 1,450 1,451
Toyota Motor Credit Corp. 1.375% 1/10/18 825 824
Toyota Motor Credit Corp. 1.450% 1/12/18 300 300
Toyota Motor Credit Corp. 2.000% 10/24/18 1,125 1,133
Toyota Motor Credit Corp. 2.100% 1/17/19 1,000 1,009
Toyota Motor Credit Corp. 2.125% 7/18/19 1,000 1,002
Toyota Motor Credit Corp. 2.150% 3/12/20 1,500 1,503
Toyota Motor Credit Corp. 4.250% 1/11/21 300 330
Toyota Motor Credit Corp. 2.750% 5/17/21 500 506
Toyota Motor Credit Corp. 3.400% 9/15/21 305 316
Toyota Motor Credit Corp. 3.300% 1/12/22 650 672
Toyota Motor Credit Corp. 2.800% 7/13/22 500 503
Toyota Motor Credit Corp. 2.625% 1/10/23 550 542
VF Corp. 5.950% 11/1/17 250 273
VF Corp. 3.500% 9/1/21 380 403
VF Corp. 6.450% 11/1/37 1,150 1,495
Wal-Mart Stores Inc. 5.375% 4/5/17 200 214
Wal-Mart Stores Inc. 5.800% 2/15/18 655 727
Wal-Mart Stores Inc. 1.125% 4/11/18 2,225 2,224
Wal-Mart Stores Inc. 1.950% 12/15/18 750 766
Wal-Mart Stores Inc. 3.625% 7/8/20 50 54
Wal-Mart Stores Inc. 3.250% 10/25/20 1,135 1,204
Wal-Mart Stores Inc. 4.250% 4/15/21 1,615 1,788
Wal-Mart Stores Inc. 2.550% 4/11/23 575 568
Wal-Mart Stores Inc. 3.300% 4/22/24 1,425 1,471
Wal-Mart Stores Inc. 5.875% 4/5/27 2,365 2,925
Wal-Mart Stores Inc. 5.250% 9/1/35 455 526
Wal-Mart Stores Inc. 6.500% 8/15/37 1,910 2,515
Wal-Mart Stores Inc. 6.200% 4/15/38 800 1,024
Wal-Mart Stores Inc. 5.000% 10/25/40 1,265 1,419
Wal-Mart Stores Inc. 5.625% 4/15/41 1,615 1,948
Wal-Mart Stores Inc. 4.000% 4/11/43 575 563
Wal-Mart Stores Inc. 4.750% 10/2/43 1,625 1,749
Wal-Mart Stores Inc. 4.300% 4/22/44 1,200 1,228
Walgreen Co. 5.250% 1/15/19 206 227
Walgreen Co. 4.400% 9/15/42 300 270
Walgreens Boots Alliance Inc. 1.750% 11/17/17 800 803
Walgreens Boots Alliance Inc. 2.700% 11/18/19 600 607
Walgreens Boots Alliance Inc. 3.300% 11/18/21 1,250 1,265
Walgreens Boots Alliance Inc. 3.800% 11/18/24 1,025 1,018
Walgreens Boots Alliance Inc. 4.500% 11/18/34 500 474
Walgreens Boots Alliance Inc. 4.800% 11/18/44 975 931
Western Union Co. 5.930% 10/1/16 400 418
Western Union Co. 6.200% 11/17/36 325 316

 

 

Wyndham Worldwide Corp. 2.950% 3/1/17 425 430
Wyndham Worldwide Corp. 2.500% 3/1/18 250 250
Wyndham Worldwide Corp. 4.250% 3/1/22 500 497
Wyndham Worldwide Corp. 3.900% 3/1/23 175 170
Yum! Brands Inc. 5.300% 9/15/19 479 530
YUM! Brands Inc. 3.750% 11/1/21 100 103
Yum! Brands Inc. 6.875% 11/15/37 500 589
Yum! Brands Inc. 5.350% 11/1/43 175 168
 
Consumer Noncyclical (1.6%)        
Abbott Laboratories 5.125% 4/1/19 646 716
Abbott Laboratories 2.000% 3/15/20 750 748
Abbott Laboratories 2.550% 3/15/22 500 493
Abbott Laboratories 2.950% 3/15/25 1,000 975
Abbott Laboratories 6.150% 11/30/37 550 679
Abbott Laboratories 6.000% 4/1/39 200 246
Abbott Laboratories 5.300% 5/27/40 345 395
AbbVie Inc. 1.750% 11/6/17 2,525 2,532
AbbVie Inc. 1.800% 5/14/18 1,950 1,944
AbbVie Inc. 2.000% 11/6/18 900 903
AbbVie Inc. 2.500% 5/14/20 2,175 2,161
AbbVie Inc. 2.900% 11/6/22 2,850 2,792
AbbVie Inc. 3.200% 11/6/22 650 646
AbbVie Inc. 3.600% 5/14/25 2,420 2,388
AbbVie Inc. 4.500% 5/14/35 1,495 1,420
AbbVie Inc. 4.400% 11/6/42 1,389 1,270
AbbVie Inc. 4.700% 5/14/45 1,747 1,696
Actavis Funding SCS 1.850% 3/1/17 800 801
Actavis Funding SCS 1.300% 6/15/17 1,200 1,193
Actavis Funding SCS 2.350% 3/12/18 1,850 1,855
Actavis Funding SCS 3.000% 3/12/20 2,237 2,252
Actavis Funding SCS 3.450% 3/15/22 1,957 1,932
Actavis Funding SCS 3.850% 6/15/24 550 539
Actavis Funding SCS 3.800% 3/15/25 2,607 2,527
Actavis Funding SCS 4.550% 3/15/35 1,525 1,401
Actavis Funding SCS 4.850% 6/15/44 1,995 1,837
Actavis Funding SCS 4.750% 3/15/45 775 704
Actavis Inc. 1.875% 10/1/17 1,000 998
Actavis Inc. 3.250% 10/1/22 1,950 1,902
Actavis Inc. 4.625% 10/1/42 625 578
Agilent Technologies Inc. 5.000% 7/15/20 600 655
Agilent Technologies Inc. 3.200% 10/1/22 1,000 989
Allergan Inc. 1.350% 3/15/18 175 172
Allergan Inc. 2.800% 3/15/23 225 209
5 Allina Health System 4.805% 11/15/45 175 179
Altria Group Inc. 9.250% 8/6/19 613 765
Altria Group Inc. 2.625% 1/14/20 2,200 2,223
Altria Group Inc. 4.750% 5/5/21 675 735
Altria Group Inc. 2.850% 8/9/22 1,250 1,225
Altria Group Inc. 2.950% 5/2/23 200 194
Altria Group Inc. 4.000% 1/31/24 100 104
Altria Group Inc. 9.950% 11/10/38 869 1,387
Altria Group Inc. 10.200% 2/6/39 778 1,278
Altria Group Inc. 4.500% 5/2/43 375 359
Altria Group Inc. 5.375% 1/31/44 775 841
AmerisourceBergen Corp. 1.150% 5/15/17 200 199
AmerisourceBergen Corp. 3.500% 11/15/21 850 883
AmerisourceBergen Corp. 3.400% 5/15/24 300 300

 

 

AmerisourceBergen Corp. 3.250% 3/1/25 375 366
AmerisourceBergen Corp. 4.250% 3/1/45 400 369
Amgen Inc. 2.500% 11/15/16 390 398
Amgen Inc. 2.125% 5/15/17 1,075 1,089
Amgen Inc. 1.250% 5/22/17 700 700
Amgen Inc. 5.850% 6/1/17 125 134
Amgen Inc. 5.700% 2/1/19 780 866
Amgen Inc. 2.200% 5/22/19 1,600 1,608
Amgen Inc. 2.125% 5/1/20 495 489
Amgen Inc. 3.450% 10/1/20 275 286
Amgen Inc. 4.100% 6/15/21 1,360 1,450
Amgen Inc. 3.875% 11/15/21 840 884
Amgen Inc. 2.700% 5/1/22 225 221
Amgen Inc. 3.625% 5/15/22 625 639
Amgen Inc. 3.625% 5/22/24 1,000 1,004
Amgen Inc. 3.125% 5/1/25 525 502
Amgen Inc. 6.375% 6/1/37 400 482
Amgen Inc. 6.900% 6/1/38 625 793
Amgen Inc. 6.400% 2/1/39 700 836
Amgen Inc. 5.750% 3/15/40 669 741
Amgen Inc. 4.950% 10/1/41 100 101
Amgen Inc. 5.150% 11/15/41 1,461 1,513
Amgen Inc. 5.650% 6/15/42 685 767
Amgen Inc. 5.375% 5/15/43 925 996
Amgen Inc. 4.400% 5/1/45 350 322
Anheuser-Busch Cos. LLC 5.500% 1/15/18 250 272
Anheuser-Busch Cos. LLC 6.800% 8/20/32 900 1,139
Anheuser-Busch Cos. LLC 6.500% 5/1/42 400 501
Anheuser-Busch InBev Finance Inc. 1.125% 1/27/17 142 142
Anheuser-Busch InBev Finance Inc. 2.150% 2/1/19 1,800 1,804
Anheuser-Busch InBev Finance Inc. 2.625% 1/17/23 500 478
Anheuser-Busch InBev Finance Inc. 3.700% 2/1/24 400 406
Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43 1,000 879
Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44 925 902
Anheuser-Busch InBev Worldwide Inc. 1.375% 7/15/17 1,867 1,866
Anheuser-Busch InBev Worldwide Inc. 7.750% 1/15/19 3,020 3,548
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 375 440
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 1,835 2,050
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 2,265 2,506
Anheuser-Busch InBev Worldwide Inc. 2.500% 7/15/22 100 96
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 735 1,035
Anheuser-Busch InBev Worldwide Inc. 6.375% 1/15/40 250 296
Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 750 653
Archer-Daniels-Midland Co. 5.450% 3/15/18 120 131
Archer-Daniels-Midland Co. 4.479% 3/1/21 631 699
Archer-Daniels-Midland Co. 5.935% 10/1/32 280 342
Archer-Daniels-Midland Co. 4.535% 3/26/42 350 370
Archer-Daniels-Midland Co. 4.016% 4/16/43 250 241
5 Ascension Health 4.847% 11/15/53 625 678
AstraZeneca plc 5.900% 9/15/17 285 311
AstraZeneca plc 1.950% 9/18/19 625 628
AstraZeneca plc 6.450% 9/15/37 1,705 2,212
Baptist Health South Florida Obligated Group        
Revenue 4.590% 8/15/21 100 111
8 Baxalta Inc. 2.000% 6/22/18 225 224
8 Baxalta Inc. 2.875% 6/23/20 675 677
8 Baxalta Inc. 3.600% 6/23/22 325 329
8 Baxalta Inc. 4.000% 6/23/25 1,150 1,152

 

 

8 Baxalta Inc. 5.250% 6/23/45 705 698
Beam Suntory Inc. 1.750% 6/15/18 350 349
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 60
Becton Dickinson & Co. 1.800% 12/15/17 1,400 1,407
Becton Dickinson & Co. 5.000% 5/15/19 50 55
Becton Dickinson & Co. 6.375% 8/1/19 240 274
Becton Dickinson & Co. 2.675% 12/15/19 775 787
Becton Dickinson & Co. 3.250% 11/12/20 1,500 1,536
Becton Dickinson & Co. 3.125% 11/8/21 440 445
Becton Dickinson & Co. 3.734% 12/15/24 1,050 1,070
Becton Dickinson & Co. 6.000% 5/15/39 400 461
Becton Dickinson & Co. 4.685% 12/15/44 750 750
Becton Dickinson and Co. 3.875% 5/15/24 436 450
Biogen Inc. 6.875% 3/1/18 225 252
Biogen Inc. 2.900% 9/15/20 710 715
Biogen Inc. 3.625% 9/15/22 500 504
Biogen Inc. 4.050% 9/15/25 975 987
Biogen Inc. 5.200% 9/15/45 1,175 1,190
Boston Scientific Corp. 2.650% 10/1/18 1,750 1,773
Boston Scientific Corp. 6.000% 1/15/20 1,225 1,378
Boston Scientific Corp. 3.375% 5/15/22 200 199
Boston Scientific Corp. 4.125% 10/1/23 125 128
Boston Scientific Corp. 3.850% 5/15/25 300 294
Boston Scientific Corp. 7.000% 11/15/35 225 268
Boston Scientific Corp. 7.375% 1/15/40 150 190
Bottling Group LLC 5.125% 1/15/19 525 580
Bristol-Myers Squibb Co. 1.750% 3/1/19 175 176
Bristol-Myers Squibb Co. 2.000% 8/1/22 1,075 1,029
Bristol-Myers Squibb Co. 3.250% 11/1/23 250 259
Bristol-Myers Squibb Co. 5.875% 11/15/36 402 496
Bristol-Myers Squibb Co. 6.125% 5/1/38 85 109
Bristol-Myers Squibb Co. 3.250% 8/1/42 295 252
Bristol-Myers Squibb Co. 4.500% 3/1/44 425 448
Brown-Forman Corp. 1.000% 1/15/18 350 345
Brown-Forman Corp. 2.250% 1/15/23 100 96
Brown-Forman Corp. 3.750% 1/15/43 150 139
Brown-Forman Corp. 4.500% 7/15/45 325 339
Bunge Ltd. Finance Corp. 3.200% 6/15/17 250 255
Bunge Ltd. Finance Corp. 8.500% 6/15/19 775 928
Campbell Soup Co. 3.050% 7/15/17 50 52
Campbell Soup Co. 4.250% 4/15/21 250 274
Campbell Soup Co. 3.300% 3/19/25 700 692
Campbell Soup Co. 3.800% 8/2/42 200 175
Cardinal Health Inc. 1.700% 3/15/18 250 251
Cardinal Health Inc. 1.950% 6/15/18 800 802
Cardinal Health Inc. 4.625% 12/15/20 515 563
Cardinal Health Inc. 3.200% 3/15/23 325 323
Cardinal Health Inc. 3.750% 9/15/25 500 508
Cardinal Health Inc. 4.600% 3/15/43 175 171
Cardinal Health Inc. 4.900% 9/15/45 450 457
Catholic Health Initiatives Colorado GO 1.600% 11/1/17 200 200
5 Catholic Health Initiatives Colorado GO 4.350% 11/1/42 650 610
Celgene Corp. 1.900% 8/15/17 250 251
Celgene Corp. 2.125% 8/15/18 475 479
Celgene Corp. 2.300% 8/15/18 600 607
Celgene Corp. 2.250% 5/15/19 450 455

 

 

Celgene Corp. 2.875% 8/15/20 450 454
Celgene Corp. 3.950% 10/15/20 800 853
Celgene Corp. 3.250% 8/15/22 500 500
Celgene Corp. 3.550% 8/15/22 250 254
Celgene Corp. 4.000% 8/15/23 450 463
Celgene Corp. 3.625% 5/15/24 900 895
Celgene Corp. 3.875% 8/15/25 1,525 1,525
Celgene Corp. 5.700% 10/15/40 75 82
Celgene Corp. 5.250% 8/15/43 1,750 1,800
Celgene Corp. 4.625% 5/15/44 650 622
Children's Hospital Medical Center Ohio GO 4.268% 5/15/44 150 147
Church & Dwight Co. Inc. 2.450% 12/15/19 400 407
Cleveland Clinic Foundation Ohio Revenue 4.858% 1/1/14 325 316
Clorox Co. 3.800% 11/15/21 175 186
Clorox Co. 3.500% 12/15/24 600 603
Coca-Cola Co. 1.150% 4/1/18 757 757
Coca-Cola Co. 1.650% 11/1/18 425 429
Coca-Cola Co. 2.450% 11/1/20 800 813
Coca-Cola Co. 3.150% 11/15/20 1,052 1,104
Coca-Cola Co. 3.300% 9/1/21 1,210 1,268
Coca-Cola Co. 3.200% 11/1/23 1,650 1,694
Coca-Cola Enterprises Inc. 3.500% 9/15/20 600 631
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 375 407
Coca-Cola Femsa SAB de CV 3.875% 11/26/23 1,200 1,236
Coca-Cola Femsa SAB de CV 5.250% 11/26/43 1,300 1,427
Colgate-Palmolive Co. 1.300% 1/15/17 650 656
Colgate-Palmolive Co. 1.750% 3/15/19 450 454
Colgate-Palmolive Co. 2.450% 11/15/21 165 168
Colgate-Palmolive Co. 1.950% 2/1/23 500 480
Colgate-Palmolive Co. 2.100% 5/1/23 275 266
Colgate-Palmolive Co. 3.250% 3/15/24 375 390
Colgate-Palmolive Co. 4.000% 8/15/45 375 378
ConAgra Foods Inc. 1.900% 1/25/18 600 596
ConAgra Foods Inc. 3.250% 9/15/22 1,500 1,459
ConAgra Foods Inc. 3.200% 1/25/23 1,447 1,385
ConAgra Foods Inc. 7.125% 10/1/26 450 534
ConAgra Foods Inc. 7.000% 10/1/28 100 121
ConAgra Foods Inc. 6.625% 8/15/39 200 218
ConAgra Foods Inc. 4.650% 1/25/43 99 90
Covidien International Finance SA 6.000% 10/15/17 905 989
Covidien International Finance SA 3.200% 6/15/22 1,500 1,503
Covidien International Finance SA 6.550% 10/15/37 630 810
CR Bard Inc. 1.375% 1/15/18 1,825 1,812
CR Bard Inc. 4.400% 1/15/21 165 178
Delhaize Group SA 5.700% 10/1/40 1,150 1,223
DENTSPLY International Inc. 4.125% 8/15/21 275 286
Diageo Capital plc 1.500% 5/11/17 1,000 1,004
Diageo Capital plc 5.750% 10/23/17 690 750
Diageo Capital plc 4.828% 7/15/20 500 556
Diageo Capital plc 2.625% 4/29/23 2,000 1,936
Diageo Capital plc 5.875% 9/30/36 300 356
Diageo Investment Corp. 2.875% 5/11/22 300 297
Diageo Investment Corp. 4.250% 5/11/42 650 645
Dignity Health California GO 2.637% 11/1/19 200 204
Dignity Health California GO 3.125% 11/1/22 150 151
DIGNITY HEALTH CALIFORNIA GO 3.812% 11/1/24 350 359
Dignity Health California GO 4.500% 11/1/42 550 526
Dignity Health California GO 5.267% 11/1/64 200 208

 

 

Dr Pepper Snapple Group Inc. 6.820% 5/1/18 925 1,039
Dr Pepper Snapple Group Inc. 2.600% 1/15/19 40 41
Dr Pepper Snapple Group Inc. 2.000% 1/15/20 500 491
Dr Pepper Snapple Group Inc. 7.450% 5/1/38 200 273
Edwards Lifesciences Corp. 2.875% 10/15/18 125 128
Eli Lilly & Co. 5.200% 3/15/17 315 334
Eli Lilly & Co. 1.250% 3/1/18 650 651
Eli Lilly & Co. 1.950% 3/15/19 650 658
Eli Lilly & Co. 2.750% 6/1/25 525 516
Eli Lilly & Co. 3.700% 3/1/45 775 726
Estee Lauder Cos. Inc. 2.350% 8/15/22 225 222
Estee Lauder Cos. Inc. 3.700% 8/15/42 775 707
Estee Lauder Cos. Inc. 4.375% 6/15/45 200 206
Express Scripts Holding Co. 2.650% 2/15/17 2,100 2,133
Express Scripts Holding Co. 4.750% 11/15/21 650 698
Express Scripts Holding Co. 3.900% 2/15/22 2,025 2,083
Express Scripts Holding Co. 6.125% 11/15/41 450 519
Flowers Foods Inc. 4.375% 4/1/22 175 186
Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 325 297
General Mills Inc. 5.700% 2/15/17 575 610
General Mills Inc. 1.400% 10/20/17 400 400
General Mills Inc. 5.650% 2/15/19 1,650 1,836
General Mills Inc. 2.200% 10/21/19 200 202
General Mills Inc. 3.150% 12/15/21 425 434
General Mills Inc. 3.650% 2/15/24 525 541
General Mills Inc. 5.400% 6/15/40 245 275
Gilead Sciences Inc. 3.050% 12/1/16 25 26
Gilead Sciences Inc. 1.850% 9/4/18 550 554
Gilead Sciences Inc. 2.050% 4/1/19 1,400 1,410
Gilead Sciences Inc. 2.350% 2/1/20 600 603
Gilead Sciences Inc. 2.550% 9/1/20 1,125 1,131
Gilead Sciences Inc. 4.500% 4/1/21 300 326
Gilead Sciences Inc. 4.400% 12/1/21 800 867
Gilead Sciences Inc. 3.250% 9/1/22 200 202
Gilead Sciences Inc. 3.700% 4/1/24 1,500 1,535
Gilead Sciences Inc. 3.500% 2/1/25 1,150 1,158
Gilead Sciences Inc. 3.650% 3/1/26 1,750 1,758
Gilead Sciences Inc. 4.600% 9/1/35 500 500
Gilead Sciences Inc. 5.650% 12/1/41 600 688
Gilead Sciences Inc. 4.800% 4/1/44 1,750 1,775
Gilead Sciences Inc. 4.500% 2/1/45 750 721
Gilead Sciences Inc. 4.750% 3/1/46 1,625 1,638
GlaxoSmithKline Capital Inc. 5.650% 5/15/18 2,895 3,209
GlaxoSmithKline Capital Inc. 2.800% 3/18/23 75 74
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 300 341
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 1,895 2,418
GlaxoSmithKline Capital Inc. 4.200% 3/18/43 300 299
GlaxoSmithKline Capital plc 1.500% 5/8/17 1,875 1,889
GlaxoSmithKline Capital plc 2.850% 5/8/22 200 200
Hasbro Inc. 6.300% 9/15/17 550 598
Hasbro Inc. 3.150% 5/15/21 200 204
Hasbro Inc. 6.350% 3/15/40 400 454
Hasbro Inc. 5.100% 5/15/44 300 297
Hershey Co. 1.500% 11/1/16 200 201
Hershey Co. 1.600% 8/21/18 215 217
Hershey Co. 4.125% 12/1/20 215 236
Hershey Co. 2.625% 5/1/23 750 739
Hershey Co. 3.200% 8/21/25 170 173

 

 

Hillshire Brands Co. 4.100% 9/15/20 175 183
Hormel Foods Corp. 4.125% 4/15/21 75 83
Ingredion Inc. 4.625% 11/1/20 50 54
Ingredion Inc. 6.625% 4/15/37 75 91
International Flavors & Fragrances Inc. 3.200% 5/1/23 50 50
8 JM Smucker Co. 1.750% 3/15/18 225 226
8 JM Smucker Co. 2.500% 3/15/20 325 326
JM Smucker Co. 3.500% 10/15/21 480 496
8 JM Smucker Co. 3.000% 3/15/22 250 249
8 JM Smucker Co. 3.500% 3/15/25 550 547
8 JM Smucker Co. 4.250% 3/15/35 525 506
8 JM Smucker Co. 4.375% 3/15/45 425 408
Johnson & Johnson 1.125% 11/21/17 300 302
Johnson & Johnson 5.150% 7/15/18 125 139
Johnson & Johnson 1.650% 12/5/18 275 279
Johnson & Johnson 1.875% 12/5/19 300 305
Johnson & Johnson 2.950% 9/1/20 400 423
Johnson & Johnson 2.450% 12/5/21 200 205
Johnson & Johnson 6.730% 11/15/23 245 319
Johnson & Johnson 3.375% 12/5/23 650 688
Johnson & Johnson 6.950% 9/1/29 975 1,408
Johnson & Johnson 4.950% 5/15/33 550 638
Johnson & Johnson 4.375% 12/5/33 600 655
Johnson & Johnson 5.950% 8/15/37 645 837
Johnson & Johnson 5.850% 7/15/38 325 420
Johnson & Johnson 4.500% 9/1/40 219 241
Kaiser Foundation Hospitals 3.500% 4/1/22 100 103
Kaiser Foundation Hospitals 4.875% 4/1/42 400 419
Kellogg Co. 1.875% 11/17/16 1,275 1,284
Kellogg Co. 1.750% 5/17/17 100 101
Kellogg Co. 3.250% 5/21/18 875 907
Kellogg Co. 4.150% 11/15/19 250 268
Kellogg Co. 4.000% 12/15/20 370 395
Kellogg Co. 7.450% 4/1/31 550 712
Kimberly-Clark Corp. 6.125% 8/1/17 200 218
Kimberly-Clark Corp. 1.850% 3/1/20 1,325 1,323
Kimberly-Clark Corp. 3.625% 8/1/20 250 266
Kimberly-Clark Corp. 2.150% 8/15/20 100 101
Kimberly-Clark Corp. 3.875% 3/1/21 560 611
Kimberly-Clark Corp. 2.400% 6/1/23 150 147
Kimberly-Clark Corp. 3.050% 8/15/25 100 100
Kimberly-Clark Corp. 5.300% 3/1/41 825 962
Kimberly-Clark Corp. 3.700% 6/1/43 175 165
Koninklijke Philips NV 5.750% 3/11/18 750 814
Koninklijke Philips NV 3.750% 3/15/22 825 832
Koninklijke Philips NV 6.875% 3/11/38 180 211
Koninklijke Philips NV 5.000% 3/15/42 335 327
Kraft Foods Group Inc. 2.250% 6/5/17 500 506
Kraft Foods Group Inc. 6.125% 8/23/18 1,160 1,294
Kraft Foods Group Inc. 5.375% 2/10/20 78 88
Kraft Foods Group Inc. 3.500% 6/6/22 300 307
Kraft Foods Group Inc. 6.875% 1/26/39 725 899
Kraft Foods Group Inc. 6.500% 2/9/40 600 725
Kraft Foods Group Inc. 5.000% 6/4/42 1,530 1,569
8 Kraft Heinz Foods Co. 1.600% 6/30/17 775 776
8 Kraft Heinz Foods Co. 2.000% 7/2/18 765 766
8 Kraft Heinz Foods Co. 2.800% 7/2/20 800 805
8 Kraft Heinz Foods Co. 3.500% 7/15/22 675 690

 

 

8 Kraft Heinz Foods Co. 3.950% 7/15/25 2,025 2,072
8 Kraft Heinz Foods Co. 5.000% 7/15/35 650 676
8 Kraft Heinz Foods Co. 5.200% 7/15/45 775 815
Kroger Co. 2.200% 1/15/17 525 531
Kroger Co. 6.400% 8/15/17 165 180
Kroger Co. 2.300% 1/15/19 650 654
Kroger Co. 6.150% 1/15/20 1,060 1,215
Kroger Co. 3.300% 1/15/21 700 718
Kroger Co. 2.950% 11/1/21 1,200 1,200
Kroger Co. 3.850% 8/1/23 325 336
Kroger Co. 4.000% 2/1/24 400 418
Kroger Co. 7.700% 6/1/29 200 273
Kroger Co. 8.000% 9/15/29 750 1,030
Kroger Co. 6.900% 4/15/38 375 473
Kroger Co. 5.150% 8/1/43 350 373
Laboratory Corp. of America Holdings 2.625% 2/1/20 250 251
Laboratory Corp. of America Holdings 3.200% 2/1/22 275 273
Laboratory Corp. of America Holdings 3.750% 8/23/22 225 229
Laboratory Corp. of America Holdings 3.600% 2/1/25 600 581
Laboratory Corp. of America Holdings 4.700% 2/1/45 550 499
Life Technologies Corp. 6.000% 3/1/20 485 554
Life Technologies Corp. 5.000% 1/15/21 275 301
Mattel Inc. 1.700% 3/15/18 125 125
Mattel Inc. 2.350% 5/6/19 500 503
Mattel Inc. 3.150% 3/15/23 75 73
Mattel Inc. 5.450% 11/1/41 130 129
5 Mayo Clinic 3.774% 11/15/43 625 569
5 Mayo Clinic 4.000% 11/15/47 300 288
McCormick & Co. Inc. 3.900% 7/15/21 100 107
McCormick & Co. Inc. 3.500% 9/1/23 125 132
McKesson Corp. 1.292% 3/10/17 750 749
McKesson Corp. 7.500% 2/15/19 375 438
McKesson Corp. 2.284% 3/15/19 700 702
McKesson Corp. 4.750% 3/1/21 485 535
McKesson Corp. 2.700% 12/15/22 250 242
McKesson Corp. 3.796% 3/15/24 100 103
McKesson Corp. 6.000% 3/1/41 1,025 1,213
Mead Johnson Nutrition Co. 4.900% 11/1/19 625 685
Mead Johnson Nutrition Co. 5.900% 11/1/39 390 441
Medco Health Solutions Inc. 7.125% 3/15/18 805 903
Medco Health Solutions Inc. 4.125% 9/15/20 410 431
Medtronic Inc. 1.500% 3/15/18 500 501
Medtronic Inc. 1.375% 4/1/18 1,075 1,072
Medtronic Inc. 2.500% 3/15/20 2,031 2,060
Medtronic Inc. 4.450% 3/15/20 175 192
Medtronic Inc. 4.125% 3/15/21 410 445
Medtronic Inc. 3.125% 3/15/22 400 406
Medtronic Inc. 3.150% 3/15/22 1,350 1,370
Medtronic Inc. 2.750% 4/1/23 800 794
Medtronic Inc. 3.625% 3/15/24 1,650 1,701
Medtronic Inc. 3.500% 3/15/25 3,000 3,062
Medtronic Inc. 4.375% 3/15/35 1,700 1,715
Medtronic Inc. 5.550% 3/15/40 75 85
Medtronic Inc. 4.500% 3/15/42 188 188
Medtronic Inc. 4.000% 4/1/43 275 257
Medtronic Inc. 4.625% 3/15/44 293 300
Medtronic Inc. 4.625% 3/15/45 3,150 3,235
Memorial Sloan-Kettering Cancer Center 4.200% 7/1/55 150 138

 

 

Memorial Sloan-Kettering Cancer Center New        
York GO 5.000% 7/1/42 100 111
Memorial Sloan-Kettering Cancer Center New        
York GO 4.125% 7/1/52 450 415
Merck & Co. Inc. 1.100% 1/31/18 175 175
Merck & Co. Inc. 1.850% 2/10/20 1,000 1,002
Merck & Co. Inc. 3.875% 1/15/21 625 674
Merck & Co. Inc. 2.350% 2/10/22 100 99
Merck & Co. Inc. 2.400% 9/15/22 600 588
Merck & Co. Inc. 2.800% 5/18/23 3,825 3,803
Merck & Co. Inc. 2.750% 2/10/25 1,250 1,217
Merck & Co. Inc. 6.550% 9/15/37 260 350
Merck & Co. Inc. 3.600% 9/15/42 150 139
Merck & Co. Inc. 4.150% 5/18/43 730 723
Merck & Co. Inc. 3.700% 2/10/45 3,045 2,805
Merck Sharp & Dohme Corp. 5.000% 6/30/19 580 647
Merck Sharp & Dohme Corp. 5.750% 11/15/36 150 184
Molson Coors Brewing Co. 2.000% 5/1/17 125 126
Molson Coors Brewing Co. 3.500% 5/1/22 75 74
Molson Coors Brewing Co. 5.000% 5/1/42 275 243
Mondelez International Inc. 6.500% 8/11/17 175 191
Mondelez International Inc. 6.125% 2/1/18 285 314
Mondelez International Inc. 2.250% 2/1/19 750 755
Mondelez International Inc. 5.375% 2/10/20 709 795
Mondelez International Inc. 4.000% 2/1/24 1,200 1,243
Mondelez International Inc. 6.500% 11/1/31 225 277
Mondelez International Inc. 6.500% 2/9/40 580 712
Mylan Inc. 1.350% 11/29/16 200 199
Mylan Inc. 2.600% 6/24/18 72 72
Mylan Inc. 2.550% 3/28/19 511 503
Mylan Inc. 4.200% 11/29/23 1,325 1,348
Mylan Inc. 5.400% 11/29/43 325 322
New York & Presbyterian Hospital 4.024% 8/1/45 300 286
Newell Rubbermaid Inc. 2.050% 12/1/17 775 777
Newell Rubbermaid Inc. 2.875% 12/1/19 225 227
Newell Rubbermaid Inc. 4.000% 12/1/24 225 229
Novant Health Inc. 5.850% 11/1/19 300 344
Novant Health Inc. 4.371% 11/1/43 475 463
Novartis Capital Corp. 4.400% 4/24/20 225 249
Novartis Capital Corp. 2.400% 9/21/22 3,000 2,957
Novartis Capital Corp. 4.400% 5/6/44 1,200 1,290
Novartis Securities Investment Ltd. 5.125% 2/10/19 2,285 2,542
NYU Hospitals Center 4.784% 7/1/44 375 385
Partners Healthcare System Inc. 4.117% 7/1/55 150 139
Partners Healthcare System Massachusetts        
GO 3.443% 7/1/21 200 209
PepsiAmericas Inc. 5.000% 5/15/17 450 479
PepsiCo Inc. 1.250% 8/13/17 500 503
PepsiCo Inc. 1.250% 4/30/18 450 450
PepsiCo Inc. 5.000% 6/1/18 1,075 1,177
PepsiCo Inc. 7.900% 11/1/18 1,725 2,040
PepsiCo Inc. 2.250% 1/7/19 525 536
PepsiCo Inc. 1.850% 4/30/20 1,475 1,467
PepsiCo Inc. 3.000% 8/25/21 1,070 1,108
PepsiCo Inc. 2.750% 3/5/22 2,725 2,739
PepsiCo Inc. 3.600% 3/1/24 600 622
PepsiCo Inc. 2.750% 4/30/25 725 703
PepsiCo Inc. 3.500% 7/17/25 500 513

 

 

PepsiCo Inc. 4.875% 11/1/40 165 181
PepsiCo Inc. 4.000% 3/5/42 491 474
PepsiCo Inc. 3.600% 8/13/42 1,000 900
PepsiCo Inc. 4.250% 10/22/44 500 494
PepsiCo Inc. 4.600% 7/17/45 785 822
PerkinElmer Inc. 5.000% 11/15/21 340 364
Perrigo Co. plc 2.300% 11/8/18 970 959
Perrigo Co. plc 4.000% 11/15/23 650 648
Perrigo Co. plc 5.300% 11/15/43 125 128
Perrigo Finance plc 3.900% 12/15/24 400 394
Perrigo Finance plc 4.900% 12/15/44 500 477
Pfizer Inc. 6.200% 3/15/19 2,535 2,896
Pfizer Inc. 2.100% 5/15/19 750 760
Pfizer Inc. 3.000% 6/15/23 450 450
Pfizer Inc. 3.400% 5/15/24 400 408
Pfizer Inc. 7.200% 3/15/39 410 564
Pfizer Inc. 4.300% 6/15/43 1,500 1,479
Pfizer Inc. 4.400% 5/15/44 300 301
Philip Morris International Inc. 1.625% 3/20/17 200 202
Philip Morris International Inc. 1.250% 8/11/17 225 226
Philip Morris International Inc. 1.125% 8/21/17 75 75
Philip Morris International Inc. 1.250% 11/9/17 375 375
Philip Morris International Inc. 5.650% 5/16/18 2,935 3,241
Philip Morris International Inc. 4.125% 5/17/21 370 398
Philip Morris International Inc. 2.625% 3/6/23 1,050 1,024
Philip Morris International Inc. 3.250% 11/10/24 875 874
Philip Morris International Inc. 3.375% 8/11/25 475 477
Philip Morris International Inc. 6.375% 5/16/38 475 592
Philip Morris International Inc. 4.375% 11/15/41 2,595 2,542
Philip Morris International Inc. 4.500% 3/20/42 450 451
Philip Morris International Inc. 3.875% 8/21/42 75 70
Philip Morris International Inc. 4.125% 3/4/43 300 284
5 Procter & Gamble - Esop 9.360% 1/1/21 617 745
Procter & Gamble Co. 4.700% 2/15/19 485 536
Procter & Gamble Co. 1.900% 11/1/19 275 278
Procter & Gamble Co. 3.100% 8/15/23 500 514
Procter & Gamble Co. 6.450% 1/15/26 850 1,089
Procter & Gamble Co. 5.550% 3/5/37 1,630 1,994
Quest Diagnostics Inc. 2.700% 4/1/19 650 659
Quest Diagnostics Inc. 4.750% 1/30/20 300 322
Quest Diagnostics Inc. 2.500% 3/30/20 160 160
Quest Diagnostics Inc. 4.700% 4/1/21 465 505
Quest Diagnostics Inc. 4.250% 4/1/24 300 308
Quest Diagnostics Inc. 3.500% 3/30/25 225 219
Quest Diagnostics Inc. 4.700% 3/30/45 125 115
Reynolds American Inc. 6.750% 6/15/17 100 108
8 Reynolds American Inc. 2.300% 8/21/17 2,125 2,144
Reynolds American Inc. 7.750% 6/1/18 500 572
Reynolds American Inc. 2.300% 6/12/18 550 556
8 Reynolds American Inc. 8.125% 6/23/19 450 534
Reynolds American Inc. 3.250% 6/12/20 825 848
Reynolds American Inc. 4.000% 6/12/22 600 627
Reynolds American Inc. 3.250% 11/1/22 150 149
Reynolds American Inc. 4.850% 9/15/23 75 80
Reynolds American Inc. 4.450% 6/12/25 1,830 1,916
Reynolds American Inc. 5.700% 8/15/35 500 542
8 Reynolds American Inc. 8.125% 5/1/40 400 495
8 Reynolds American Inc. 7.000% 8/4/41 75 87

 

 

Reynolds American Inc. 4.750% 11/1/42 450 432
Reynolds American Inc. 6.150% 9/15/43 100 113
Reynolds American Inc. 5.850% 8/15/45 1,635 1,817
Sanofi 1.250% 4/10/18 650 648
Sanofi 4.000% 3/29/21 1,360 1,471
Southern Baptist Hospital of Florida Inc. 4.857% 7/15/45 150 155
St. Jude Medical Inc. 2.000% 9/15/18 355 356
St. Jude Medical Inc. 2.800% 9/15/20 355 357
St. Jude Medical Inc. 3.250% 4/15/23 700 689
St. Jude Medical Inc. 3.875% 9/15/25 325 329
St. Jude Medical Inc. 4.750% 4/15/43 450 446
Stryker Corp. 4.375% 1/15/20 100 109
Stryker Corp. 3.375% 5/15/24 1,000 1,016
Stryker Corp. 4.375% 5/15/44 175 177
Sysco Corp. 5.250% 2/12/18 500 542
Sysco Corp. 2.600% 10/1/20 500 501
Sysco Corp. 3.750% 10/1/25 450 454
Sysco Corp. 5.375% 9/21/35 600 675
Sysco Corp. 4.850% 10/1/45 275 282
Teva Pharmaceutical Finance Co. BV 2.400% 11/10/16 465 470
Teva Pharmaceutical Finance Co. BV 3.650% 11/10/21 775 786
Teva Pharmaceutical Finance Co. BV 2.950% 12/18/22 1,533 1,466
Teva Pharmaceutical Finance Co. LLC 6.150% 2/1/36 220 251
Teva Pharmaceutical Finance IV LLC 2.250% 3/18/20 175 171
5 Texas Health Resources 4.330% 11/15/55 100 98
Thermo Fisher Scientific Inc. 4.500% 3/1/21 500 541
Thermo Fisher Scientific Inc. 3.300% 2/15/22 600 602
Thermo Fisher Scientific Inc. 3.150% 1/15/23 2,575 2,541
Trinity Health Corp. 4.125% 12/1/45 200 187
Tupperware Brands Corp. 4.750% 6/1/21 175 183
Tyson Foods Inc. 2.650% 8/15/19 200 202
Tyson Foods Inc. 4.500% 6/15/22 725 772
Tyson Foods Inc. 3.950% 8/15/24 1,200 1,223
Tyson Foods Inc. 4.875% 8/15/34 800 815
Tyson Foods Inc. 5.150% 8/15/44 300 315
Unilever Capital Corp. 0.850% 8/2/17 2,200 2,201
Unilever Capital Corp. 2.200% 3/6/19 150 153
Unilever Capital Corp. 2.100% 7/30/20 625 628
Unilever Capital Corp. 4.250% 2/10/21 805 895
Unilever Capital Corp. 3.100% 7/30/25 550 558
Whirlpool Corp. 1.650% 11/1/17 50 50
Whirlpool Corp. 4.700% 6/1/22 1,325 1,424
Whirlpool Corp. 4.000% 3/1/24 175 179
Whirlpool Corp. 3.700% 5/1/25 400 398
Whirlpool Corp. 5.150% 3/1/43 150 150
Wyeth LLC 7.250% 3/1/23 350 453
Wyeth LLC 6.450% 2/1/24 1,705 2,115
Wyeth LLC 6.500% 2/1/34 500 627
Wyeth LLC 6.000% 2/15/36 585 708
Wyeth LLC 5.950% 4/1/37 1,080 1,296
Zeneca Wilmington Inc. 7.000% 11/15/23 950 1,201
Zimmer Biomet Holdings Inc. 1.450% 4/1/17 425 425
Zimmer Biomet Holdings Inc. 2.000% 4/1/18 750 751
Zimmer Biomet Holdings Inc. 4.625% 11/30/19 205 222
Zimmer Biomet Holdings Inc. 2.700% 4/1/20 775 781
Zimmer Biomet Holdings Inc. 3.375% 11/30/21 25 25
Zimmer Biomet Holdings Inc. 3.150% 4/1/22 650 643
Zimmer Biomet Holdings Inc. 3.550% 4/1/25 1,000 981

 

 

Zimmer Biomet Holdings Inc. 4.250% 8/15/35 500 468
Zimmer Biomet Holdings Inc. 5.750% 11/30/39 400 441
Zimmer Biomet Holdings Inc. 4.450% 8/15/45 1,000 928
Zoetis Inc. 1.875% 2/1/18 75 75
Zoetis Inc. 3.250% 2/1/23 1,000 960
Zoetis Inc. 4.700% 2/1/43 550 490
 
Energy (1.2%)        
Alberta Energy Co. Ltd. 7.375% 11/1/31 750 737
Anadarko Finance Co. 7.500% 5/1/31 500 605
Anadarko Petroleum Corp. 5.950% 9/15/16 745 774
Anadarko Petroleum Corp. 6.375% 9/15/17 1,250 1,348
Anadarko Petroleum Corp. 8.700% 3/15/19 1,000 1,180
Anadarko Petroleum Corp. 6.950% 6/15/19 50 56
Anadarko Petroleum Corp. 6.450% 9/15/36 1,000 1,098
Anadarko Petroleum Corp. 7.950% 6/15/39 125 157
Anadarko Petroleum Corp. 6.200% 3/15/40 750 801
Anadarko Petroleum Corp. 4.500% 7/15/44 400 356
Apache Corp. 6.900% 9/15/18 500 568
Apache Corp. 3.625% 2/1/21 965 1,001
Apache Corp. 3.250% 4/15/22 862 839
Apache Corp. 6.000% 1/15/37 725 758
Apache Corp. 5.100% 9/1/40 850 799
Apache Corp. 5.250% 2/1/42 475 460
Apache Corp. 4.750% 4/15/43 900 813
Apache Finance Canada Corp. 7.750% 12/15/29 225 304
Baker Hughes Inc. 7.500% 11/15/18 425 493
Baker Hughes Inc. 6.875% 1/15/29 400 494
Baker Hughes Inc. 5.125% 9/15/40 595 609
BJ Services Co. 6.000% 6/1/18 400 438
Boardwalk Pipelines LP 5.500% 2/1/17 200 206
Boardwalk Pipelines LP 3.375% 2/1/23 325 282
Boardwalk Pipelines LP 4.950% 12/15/24 525 486
BP Capital Markets plc 1.846% 5/5/17 1,375 1,388
BP Capital Markets plc 1.375% 11/6/17 975 974
BP Capital Markets plc 1.674% 2/13/18 375 376
BP Capital Markets plc 1.375% 5/10/18 750 745
BP Capital Markets plc 2.241% 9/26/18 900 911
BP Capital Markets plc 4.750% 3/10/19 600 657
BP Capital Markets plc 2.237% 5/10/19 125 126
BP Capital Markets plc 2.315% 2/13/20 375 376
BP Capital Markets plc 4.500% 10/1/20 950 1,047
BP Capital Markets plc 4.742% 3/11/21 3,260 3,609
BP Capital Markets plc 3.561% 11/1/21 650 680
BP Capital Markets plc 3.062% 3/17/22 450 452
BP Capital Markets plc 3.245% 5/6/22 1,076 1,083
BP Capital Markets plc 2.500% 11/6/22 325 310
BP Capital Markets plc 2.750% 5/10/23 1,825 1,748
BP Capital Markets plc 3.994% 9/26/23 350 364
BP Capital Markets plc 3.535% 11/4/24 1,000 992
BP Capital Markets plc 3.506% 3/17/25 1,100 1,088
Buckeye Partners LP 6.050% 1/15/18 25 26
Buckeye Partners LP 2.650% 11/15/18 100 98
Buckeye Partners LP 4.875% 2/1/21 650 660
Buckeye Partners LP 5.850% 11/15/43 250 224
Buckeye Partners LP 5.600% 10/15/44 175 153
Burlington Resources Finance Co. 7.400% 12/1/31 600 778
Cameron International Corp. 3.600% 4/30/22 775 782

 

 

Cameron International Corp. 4.000% 12/15/23 2,000 2,057
Cameron International Corp. 3.700% 6/15/24 300 301
Cameron International Corp. 5.125% 12/15/43 300 302
Canadian Natural Resources Ltd. 5.700% 5/15/17 615 649
Canadian Natural Resources Ltd. 3.450% 11/15/21 125 120
Canadian Natural Resources Ltd. 7.200% 1/15/32 500 560
Canadian Natural Resources Ltd. 6.450% 6/30/33 400 418
Canadian Natural Resources Ltd. 6.500% 2/15/37 425 431
Canadian Natural Resources Ltd. 6.250% 3/15/38 750 748
Cenovus Energy Inc. 3.000% 8/15/22 100 93
Cenovus Energy Inc. 3.800% 9/15/23 1,000 948
Cenovus Energy Inc. 6.750% 11/15/39 825 862
Cenovus Energy Inc. 4.450% 9/15/42 575 456
Cenovus Energy Inc. 5.200% 9/15/43 200 179
CenterPoint Energy Resources Corp. 6.000% 5/15/18 150 167
CenterPoint Energy Resources Corp. 4.500% 1/15/21 265 287
CenterPoint Energy Resources Corp. 5.850% 1/15/41 375 434
Chevron Corp. 1.365% 3/2/18 575 575
Chevron Corp. 1.718% 6/24/18 1,250 1,260
Chevron Corp. 4.950% 3/3/19 475 526
Chevron Corp. 2.193% 11/15/19 1,800 1,820
Chevron Corp. 1.961% 3/3/20 3,202 3,189
Chevron Corp. 2.411% 3/3/22 475 465
Chevron Corp. 2.355% 12/5/22 1,825 1,757
Chevron Corp. 3.191% 6/24/23 1,175 1,191
Cimarex Energy Co. 4.375% 6/1/24 900 875
8 Columbia Pipeline Group Inc. 2.450% 6/1/18 350 351
8 Columbia Pipeline Group Inc. 3.300% 6/1/20 500 502
8 Columbia Pipeline Group Inc. 4.500% 6/1/25 650 631
ConocoPhillips 5.200% 5/15/18 425 463
ConocoPhillips 5.750% 2/1/19 1,985 2,231
ConocoPhillips 6.000% 1/15/20 180 207
ConocoPhillips 5.900% 10/15/32 150 171
ConocoPhillips 5.900% 5/15/38 305 350
ConocoPhillips 6.500% 2/1/39 1,410 1,699
ConocoPhillips Canada Funding Co. I 5.625% 10/15/16 275 288
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 400 456
ConocoPhillips Co. 1.500% 5/15/18 500 500
ConocoPhillips Co. 2.200% 5/15/20 400 400
ConocoPhillips Co. 2.875% 11/15/21 1,000 997
ConocoPhillips Co. 3.350% 11/15/24 1,615 1,581
ConocoPhillips Co. 3.350% 5/15/25 135 132
ConocoPhillips Co. 4.150% 11/15/34 350 332
ConocoPhillips Co. 4.300% 11/15/44 500 473
ConocoPhillips Holding Co. 6.950% 4/15/29 275 343
Continental Resources Inc. 5.000% 9/15/22 1,100 976
Continental Resources Inc. 4.500% 4/15/23 950 813
Continental Resources Inc. 3.800% 6/1/24 800 655
Continental Resources Inc. 4.900% 6/1/44 475 340
Devon Energy Corp. 6.300% 1/15/19 1,500 1,679
Devon Energy Corp. 4.000% 7/15/21 300 308
Devon Energy Corp. 7.950% 4/15/32 525 645
Devon Energy Corp. 5.600% 7/15/41 1,310 1,262
Devon Energy Corp. 4.750% 5/15/42 450 393
Devon Financing Corp. LLC 7.875% 9/30/31 425 525
Diamond Offshore Drilling Inc. 5.875% 5/1/19 575 626
Diamond Offshore Drilling Inc. 5.700% 10/15/39 225 166
Diamond Offshore Drilling Inc. 4.875% 11/1/43 425 276

 

 

Dominion Gas Holdings LLC 3.550% 11/1/23 1,000 999
Dominion Gas Holdings LLC 3.600% 12/15/24 250 249
Dominion Gas Holdings LLC 4.800% 11/1/43 500 492
Dominion Gas Holdings LLC 4.600% 12/15/44 400 381
El Paso Natural Gas Co. LLC 5.950% 4/15/17 710 749
8 Enable Midstream Partners LP 2.400% 5/15/19 300 285
8 Enable Midstream Partners LP 3.900% 5/15/24 300 265
8 Enable Midstream Partners LP 5.000% 5/15/44 350 277
Enbridge Energy Partners LP 9.875% 3/1/19 1,595 1,927
Enbridge Energy Partners LP 7.500% 4/15/38 300 334
Enbridge Energy Partners LP 5.500% 9/15/40 350 315
Enbridge Inc. 4.500% 6/10/44 525 410
Encana Corp. 3.900% 11/15/21 890 822
Encana Corp. 7.200% 11/1/31 625 621
Encana Corp. 6.500% 2/1/38 500 443
Encana Corp. 5.150% 11/15/41 450 352
Energy Transfer Partners LP 6.125% 2/15/17 300 316
Energy Transfer Partners LP 2.500% 6/15/18 300 299
Energy Transfer Partners LP 9.700% 3/15/19 500 599
Energy Transfer Partners LP 9.000% 4/15/19 254 300
Energy Transfer Partners LP 4.150% 10/1/20 1,125 1,138
Energy Transfer Partners LP 4.650% 6/1/21 815 813
Energy Transfer Partners LP 5.200% 2/1/22 675 677
Energy Transfer Partners LP 3.600% 2/1/23 3,025 2,710
Energy Transfer Partners LP 4.050% 3/15/25 1,000 880
Energy Transfer Partners LP 4.750% 1/15/26 300 276
Energy Transfer Partners LP 4.900% 3/15/35 250 204
Energy Transfer Partners LP 6.625% 10/15/36 150 146
Energy Transfer Partners LP 7.500% 7/1/38 500 518
Energy Transfer Partners LP 6.050% 6/1/41 1,150 1,017
Energy Transfer Partners LP 6.500% 2/1/42 300 281
Energy Transfer Partners LP 5.150% 2/1/43 925 734
Energy Transfer Partners LP 5.150% 3/15/45 250 196
Energy Transfer Partners LP 6.125% 12/15/45 400 354
EnLink Midstream Partners LP 2.700% 4/1/19 300 295
EnLink Midstream Partners LP 4.400% 4/1/24 225 214
EnLink Midstream Partners LP 4.150% 6/1/25 225 207
EnLink Midstream Partners LP 5.600% 4/1/44 175 160
Enlink Midstream Partners LP 5.050% 4/1/45 325 275
Ensco plc 4.700% 3/15/21 400 336
Ensco plc 5.750% 10/1/44 650 439
Enterprise Products Operating LLC 6.300% 9/15/17 175 190
Enterprise Products Operating LLC 6.650% 4/15/18 50 56
Enterprise Products Operating LLC 1.650% 5/7/18 450 447
Enterprise Products Operating LLC 6.500% 1/31/19 50 56
Enterprise Products Operating LLC 2.550% 10/15/19 300 299
Enterprise Products Operating LLC 5.200% 9/1/20 2,235 2,479
Enterprise Products Operating LLC 4.050% 2/15/22 175 180
Enterprise Products Operating LLC 3.350% 3/15/23 350 341
Enterprise Products Operating LLC 3.900% 2/15/24 1,300 1,290
Enterprise Products Operating LLC 3.750% 2/15/25 650 621
Enterprise Products Operating LLC 3.700% 2/15/26 400 380
Enterprise Products Operating LLC 6.875% 3/1/33 1,400 1,628
Enterprise Products Operating LLC 7.550% 4/15/38 450 554
Enterprise Products Operating LLC 5.950% 2/1/41 495 520
Enterprise Products Operating LLC 4.850% 8/15/42 850 749
Enterprise Products Operating LLC 4.450% 2/15/43 300 256
Enterprise Products Operating LLC 4.850% 3/15/44 1,450 1,308

 

 

Enterprise Products Operating LLC 5.100% 2/15/45 775 707
Enterprise Products Operating LLC 4.900% 5/15/46 300 269
Enterprise Products Operating LLC 4.950% 10/15/54 200 174
5 Enterprise Products Operating LLC 7.034% 1/15/68 600 636
EOG Resources Inc. 5.625% 6/1/19 925 1,041
EOG Resources Inc. 4.100% 2/1/21 150 161
EOG Resources Inc. 2.625% 3/15/23 2,700 2,618
EOG Resources Inc. 3.900% 4/1/35 325 307
EQT Corp. 8.125% 6/1/19 400 470
EQT Corp. 4.875% 11/15/21 600 621
Exxon Mobil Corp. 1.305% 3/6/18 2,000 2,004
Exxon Mobil Corp. 1.819% 3/15/19 237 239
Exxon Mobil Corp. 1.912% 3/6/20 1,413 1,419
Exxon Mobil Corp. 2.397% 3/6/22 1,750 1,738
Exxon Mobil Corp. 2.709% 3/6/25 1,600 1,567
Exxon Mobil Corp. 3.567% 3/6/45 650 614
FMC Technologies Inc. 2.000% 10/1/17 200 199
FMC Technologies Inc. 3.450% 10/1/22 125 118
Gulf South Pipeline Co. LP 4.000% 6/15/22 300 283
Halliburton Co. 2.000% 8/1/18 400 403
Halliburton Co. 5.900% 9/15/18 25 28
Halliburton Co. 3.250% 11/15/21 40 41
Halliburton Co. 3.500% 8/1/23 950 954
Halliburton Co. 6.700% 9/15/38 580 707
Halliburton Co. 7.450% 9/15/39 450 601
Halliburton Co. 4.500% 11/15/41 675 652
Halliburton Co. 4.750% 8/1/43 150 149
Hess Corp. 8.125% 2/15/19 1,395 1,625
Hess Corp. 3.500% 7/15/24 200 184
Hess Corp. 7.875% 10/1/29 150 177
Hess Corp. 7.125% 3/15/33 375 414
Hess Corp. 6.000% 1/15/40 1,025 1,006
Hess Corp. 5.600% 2/15/41 825 770
Husky Energy Inc. 7.250% 12/15/19 505 577
Husky Energy Inc. 3.950% 4/15/22 300 290
Husky Energy Inc. 4.000% 4/15/24 500 472
Husky Energy Inc. 6.800% 9/15/37 300 328
Kerr-McGee Corp. 6.950% 7/1/24 1,000 1,173
Kerr-McGee Corp. 7.875% 9/15/31 150 186
Kinder Morgan Energy Partners LP 5.950% 2/15/18 750 802
Kinder Morgan Energy Partners LP 2.650% 2/1/19 25 25
Kinder Morgan Energy Partners LP 6.500% 4/1/20 2,000 2,210
Kinder Morgan Energy Partners LP 5.800% 3/1/21 750 798
Kinder Morgan Energy Partners LP 5.000% 10/1/21 1,923 1,970
Kinder Morgan Energy Partners LP 4.150% 3/1/22 175 167
Kinder Morgan Energy Partners LP 3.950% 9/1/22 1,125 1,055
Kinder Morgan Energy Partners LP 3.500% 9/1/23 1,225 1,084
Kinder Morgan Energy Partners LP 4.250% 9/1/24 425 386
Kinder Morgan Energy Partners LP 7.300% 8/15/33 175 179
Kinder Morgan Energy Partners LP 5.800% 3/15/35 300 269
Kinder Morgan Energy Partners LP 6.500% 2/1/37 400 383
Kinder Morgan Energy Partners LP 6.950% 1/15/38 335 332
Kinder Morgan Energy Partners LP 6.500% 9/1/39 1,575 1,505
Kinder Morgan Energy Partners LP 6.550% 9/15/40 1,000 942
Kinder Morgan Energy Partners LP 5.000% 8/15/42 275 219
Kinder Morgan Energy Partners LP 4.700% 11/1/42 950 716
Kinder Morgan Energy Partners LP 5.000% 3/1/43 500 393
Kinder Morgan Energy Partners LP 5.500% 3/1/44 500 414

 

 

Kinder Morgan Inc. 7.000% 6/15/17 500 533
Kinder Morgan Inc. 2.000% 12/1/17 350 347
Kinder Morgan Inc. 3.050% 12/1/19 175 172
Kinder Morgan Inc. 4.300% 6/1/25 155 139
Kinder Morgan Inc. 7.800% 8/1/31 330 338
Kinder Morgan Inc. 7.750% 1/15/32 600 606
Kinder Morgan Inc. 5.300% 12/1/34 500 422
Kinder Morgan Inc. 5.550% 6/1/45 950 791
Kinder Morgan Inc. 5.050% 2/15/46 500 387
Magellan Midstream Partners LP 5.650% 10/15/16 560 583
Magellan Midstream Partners LP 6.550% 7/15/19 625 711
Magellan Midstream Partners LP 3.200% 3/15/25 700 652
Magellan Midstream Partners LP 4.200% 12/1/42 450 376
Magellan Midstream Partners LP 5.150% 10/15/43 350 337
Magellan Midstream Partners LP 4.200% 3/15/45 100 84
Marathon Oil Corp. 6.000% 10/1/17 100 107
Marathon Oil Corp. 5.900% 3/15/18 225 243
Marathon Oil Corp. 2.700% 6/1/20 500 485
Marathon Oil Corp. 2.800% 11/1/22 600 532
Marathon Oil Corp. 3.850% 6/1/25 1,700 1,507
Marathon Oil Corp. 6.800% 3/15/32 1,080 1,137
Marathon Oil Corp. 5.200% 6/1/45 300 256
Marathon Petroleum Corp. 5.125% 3/1/21 750 817
Marathon Petroleum Corp. 6.500% 3/1/41 750 791
Marathon Petroleum Corp. 4.750% 9/15/44 250 221
Marathon Petroleum Corp. 5.000% 9/15/54 500 436
Murphy Oil Corp. 2.500% 12/1/17 575 563
Murphy Oil Corp. 3.700% 12/1/22 650 544
Murphy Oil Corp. 5.125% 12/1/42 275 202
Nabors Industries Inc. 2.350% 9/15/16 125 124
Nabors Industries Inc. 6.150% 2/15/18 870 916
Nabors Industries Inc. 9.250% 1/15/19 125 142
Nabors Industries Inc. 5.000% 9/15/20 100 97
National Fuel Gas Co. 6.500% 4/15/18 750 804
National Fuel Gas Co. 3.750% 3/1/23 500 472
National Oilwell Varco Inc. 1.350% 12/1/17 300 298
National Oilwell Varco Inc. 2.600% 12/1/22 3,075 2,861
National Oilwell Varco Inc. 3.950% 12/1/42 300 249
Noble Energy Inc. 8.250% 3/1/19 1,690 1,978
Noble Energy Inc. 4.150% 12/15/21 875 877
Noble Energy Inc. 6.000% 3/1/41 1,750 1,661
Noble Energy Inc. 5.250% 11/15/43 450 403
Noble Holding International Ltd. 2.500% 3/15/17 225 209
Noble Holding International Ltd. 4.900% 8/1/20 250 205
Noble Holding International Ltd. 5.950% 4/1/25 500 388
Noble Holding International Ltd. 6.200% 8/1/40 300 191
Noble Holding International Ltd. 6.050% 3/1/41 300 188
Noble Holding International Ltd. 5.250% 3/15/42 225 134
Noble Holding International Ltd. 6.950% 4/1/45 250 173
Occidental Petroleum Corp. 1.750% 2/15/17 225 227
Occidental Petroleum Corp. 4.100% 2/1/21 1,700 1,831
Occidental Petroleum Corp. 3.125% 2/15/22 750 757
Occidental Petroleum Corp. 3.500% 6/15/25 750 748
Occidental Petroleum Corp. 4.625% 6/15/45 750 764
Oceaneering International Inc. 4.650% 11/15/24 300 288
ONEOK Partners LP 6.150% 10/1/16 410 420
ONEOK Partners LP 2.000% 10/1/17 625 620
ONEOK Partners LP 8.625% 3/1/19 400 466

 

 

ONEOK Partners LP 3.375% 10/1/22 250 224
ONEOK Partners LP 4.900% 3/15/25 300 279
ONEOK Partners LP 6.650% 10/1/36 360 357
ONEOK Partners LP 6.125% 2/1/41 1,400 1,253
Panhandle Eastern Pipe Line Co. LP 6.200% 11/1/17 800 865
Petro-Canada 6.050% 5/15/18 1,350 1,486
Petro-Canada 7.875% 6/15/26 100 133
Petro-Canada 5.350% 7/15/33 450 480
Petro-Canada 5.950% 5/15/35 500 557
Petro-Canada 6.800% 5/15/38 250 308
Phillips 66 2.950% 5/1/17 3,250 3,327
Phillips 66 4.300% 4/1/22 1,175 1,233
Phillips 66 4.650% 11/15/34 300 291
Phillips 66 5.875% 5/1/42 900 973
Phillips 66 4.875% 11/15/44 1,250 1,202
Phillips 66 Partners LP 2.646% 2/15/20 135 133
Phillips 66 Partners LP 3.605% 2/15/25 350 322
Phillips 66 Partners LP 4.680% 2/15/45 150 123
Pioneer Natural Resources Co. 6.875% 5/1/18 500 547
Pioneer Natural Resources Co. 7.500% 1/15/20 100 114
Pioneer Natural Resources Co. 3.950% 7/15/22 1,075 1,063
Plains All American Pipeline LP / PAA        
Finance Corp. 6.500% 5/1/18 50 55
Plains All American Pipeline LP / PAA        
Finance Corp. 8.750% 5/1/19 925 1,100
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 1,125 1,202
Plains All American Pipeline LP / PAA        
Finance Corp. 2.850% 1/31/23 1,300 1,183
Plains All American Pipeline LP / PAA        
Finance Corp. 3.600% 11/1/24 2,155 2,017
Plains All American Pipeline LP / PAA        
Finance Corp. 6.700% 5/15/36 205 225
Plains All American Pipeline LP / PAA        
Finance Corp. 6.650% 1/15/37 350 371
Plains All American Pipeline LP / PAA        
Finance Corp. 4.300% 1/31/43 1,350 1,121
Pride International Inc. 8.500% 6/15/19 1,125 1,157
Pride International Inc. 6.875% 8/15/20 1,000 948
Pride International Inc. 7.875% 8/15/40 375 313
Questar Corp. 2.750% 2/1/16 25 25
Regency Energy Partners LP / Regency        
Energy Finance Corp. 6.500% 7/15/21 500 516
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.875% 3/1/22 1,200 1,228
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.000% 10/1/22 1,050 1,042
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.500% 4/15/23 500 485
Regency Energy Partners LP / Regency        
Energy Finance Corp. 4.500% 11/1/23 200 185
Rowan Cos. Inc. 7.875% 8/1/19 125 126
Rowan Cos. Inc. 4.875% 6/1/22 750 559
Rowan Cos. Inc. 4.750% 1/15/24 125 92
Rowan Cos. Inc. 5.400% 12/1/42 725 429
Schlumberger Investment SA 3.650% 12/1/23 1,550 1,588
SESI LLC 7.125% 12/15/21 500 489
Shell International Finance BV 5.200% 3/22/17 300 318

 

 

Shell International Finance BV 1.125% 8/21/17 700 699
Shell International Finance BV 1.900% 8/10/18 400 404
Shell International Finance BV 2.000% 11/15/18 3,050 3,082
Shell International Finance BV 4.300% 9/22/19 3,000 3,264
Shell International Finance BV 4.375% 3/25/20 625 687
Shell International Finance BV 2.375% 8/21/22 1,025 990
Shell International Finance BV 2.250% 1/6/23 175 167
Shell International Finance BV 3.400% 8/12/23 400 409
Shell International Finance BV 3.250% 5/11/25 400 399
Shell International Finance BV 4.125% 5/11/35 400 392
Shell International Finance BV 6.375% 12/15/38 820 1,026
Shell International Finance BV 5.500% 3/25/40 1,250 1,433
Shell International Finance BV 3.625% 8/21/42 450 400
Shell International Finance BV 4.550% 8/12/43 1,000 1,012
Shell International Finance BV 4.375% 5/11/45 1,600 1,590
8 Southern Natural Gas Co. LLC 5.900% 4/1/17 150 158
Southern Natural Gas Co. LLC 8.000% 3/1/32 350 381
Southern Natural Gas Co. LLC / Southern        
Natural Issuing Corp. 4.400% 6/15/21 1,250 1,293
Southwestern Energy Co. 3.300% 1/23/18 400 393
Southwestern Energy Co. 4.050% 1/23/20 2,000 2,007
Southwestern Energy Co. 4.100% 3/15/22 875 790
Southwestern Energy Co. 4.950% 1/23/25 1,000 890
Spectra Energy Capital LLC 6.200% 4/15/18 850 923
Spectra Energy Capital LLC 8.000% 10/1/19 165 193
Spectra Energy Capital LLC 7.500% 9/15/38 175 192
Spectra Energy Partners LP 2.950% 9/25/18 75 76
Spectra Energy Partners LP 3.500% 3/15/25 950 887
Spectra Energy Partners LP 4.500% 3/15/45 500 424
Suncor Energy Inc. 6.100% 6/1/18 100 111
Suncor Energy Inc. 6.500% 6/15/38 2,140 2,558
Suncor Energy Inc. 6.850% 6/1/39 310 384
Sunoco Logistics Partners Operations LP 4.250% 4/1/24 400 364
Sunoco Logistics Partners Operations LP 6.850% 2/15/40 419 420
Sunoco Logistics Partners Operations LP 4.950% 1/15/43 300 236
Sunoco Logistics Partners Operations LP 5.300% 4/1/44 950 784
Talisman Energy Inc. 7.750% 6/1/19 990 1,118
Talisman Energy Inc. 3.750% 2/1/21 350 328
Talisman Energy Inc. 6.250% 2/1/38 500 432
Talisman Energy Inc. 5.500% 5/15/42 500 396
Texas Eastern Transmission LP 7.000% 7/15/32 500 598
Tosco Corp. 8.125% 2/15/30 1,350 1,845
Total Capital Canada Ltd. 1.450% 1/15/18 1,225 1,227
Total Capital Canada Ltd. 2.750% 7/15/23 425 410
Total Capital International SA 1.000% 8/12/16 300 301
Total Capital International SA 2.100% 6/19/19 1,900 1,929
Total Capital International SA 2.750% 6/19/21 1,350 1,364
Total Capital International SA 2.875% 2/17/22 1,400 1,396
Total Capital International SA 2.700% 1/25/23 1,700 1,647
Total Capital International SA 3.700% 1/15/24 650 668
Total Capital SA 2.125% 8/10/18 850 864
Total Capital SA 4.450% 6/24/20 425 469
Total Capital SA 4.125% 1/28/21 512 556
TransCanada PipeLines Ltd. 6.500% 8/15/18 300 338
TransCanada PipeLines Ltd. 3.800% 10/1/20 2,660 2,829
TransCanada PipeLines Ltd. 2.500% 8/1/22 1,000 934
TransCanada PipeLines Ltd. 3.750% 10/16/23 600 602
TransCanada PipeLines Ltd. 5.600% 3/31/34 800 826

 

 

TransCanada PipeLines Ltd. 5.850% 3/15/36 125 136
TransCanada PipeLines Ltd. 6.200% 10/15/37 1,200 1,344
TransCanada PipeLines Ltd. 7.625% 1/15/39 560 719
TransCanada PipeLines Ltd. 6.100% 6/1/40 200 219
TransCanada PipeLines Ltd. 5.000% 10/16/43 1,200 1,189
5 TransCanada PipeLines Ltd. 6.350% 5/15/67 400 337
Transcontinental Gas Pipe Line Co. LLC 6.050% 6/15/18 230 254
Valero Energy Corp. 9.375% 3/15/19 425 518
Valero Energy Corp. 6.125% 2/1/20 850 964
Valero Energy Corp. 3.650% 3/15/25 400 384
Valero Energy Corp. 7.500% 4/15/32 675 800
Valero Energy Corp. 6.625% 6/15/37 855 939
Valero Energy Corp. 4.900% 3/15/45 400 357
Weatherford International LLC 6.800% 6/15/37 400 314
Weatherford International Ltd. 6.000% 3/15/18 425 428
Weatherford International Ltd. 9.625% 3/1/19 1,243 1,320
Weatherford International Ltd. 4.500% 4/15/22 775 629
Weatherford International Ltd. 6.500% 8/1/36 800 608
Weatherford International Ltd. 6.750% 9/15/40 250 193
Weatherford International Ltd. 5.950% 4/15/42 480 337
Western Gas Partners LP 5.375% 6/1/21 500 534
Western Gas Partners LP 3.950% 6/1/25 300 280
Western Gas Partners LP 5.450% 4/1/44 600 547
Williams Cos. Inc. 4.550% 6/24/24 1,450 1,146
Williams Cos. Inc. 7.500% 1/15/31 321 283
Williams Cos. Inc. 7.750% 6/15/31 407 367
Williams Cos. Inc. 5.750% 6/24/44 400 279
Williams Partners LP 5.250% 3/15/20 1,395 1,491
Williams Partners LP 4.000% 11/15/21 400 388
Williams Partners LP 3.600% 3/15/22 750 692
Williams Partners LP 3.350% 8/15/22 500 452
Williams Partners LP 4.500% 11/15/23 1,260 1,182
Williams Partners LP 3.900% 1/15/25 450 388
Williams Partners LP 4.000% 9/15/25 100 86
Williams Partners LP 6.300% 4/15/40 475 427
Williams Partners LP 5.800% 11/15/43 700 590
Williams Partners LP 5.400% 3/4/44 300 241
Williams Partners LP 4.900% 1/15/45 325 243
Williams Partners LP 5.100% 9/15/45 950 732
Williams Partners LP / ACMP Finance Corp. 4.875% 5/15/23 450 414
Williams Partners LP / ACMP Finance Corp. 4.875% 3/15/24 750 667
Williams Partners LP/Williams Partners        
Finance Corp. 7.250% 2/1/17 500 532
XTO Energy Inc. 6.250% 8/1/17 400 437
XTO Energy Inc. 5.500% 6/15/18 400 443
 
Other Industrial (0.0%)        
California Institute of Technology GO 4.700% 11/1/11 950 938
CBRE Services Inc. 5.000% 3/15/23 500 504
CBRE Services Inc. 5.250% 3/15/25 275 281
CBRE Services Inc. 4.875% 3/1/26 200 199
Cintas Corp. No 2 6.125% 12/1/17 400 437
Cintas Corp. No 2 3.250% 6/1/22 150 152
Fluor Corp. 3.375% 9/15/21 150 156
Fluor Corp. 3.500% 12/15/24 600 609
Howard Hughes Medical Institute Revenue 3.500% 9/1/23 725 759
5 Johns Hopkins University Maryland GO 4.083% 7/1/53 300 299
Massachusetts Institute of Technology GO 5.600% 7/1/11 400 507

 

 

Massachusetts Institute of Technology GO 4.678% 7/1/14 700 734
5 Northwestern University 3.688% 12/1/38 300 296
5 Northwestern University Illinois GO 4.643% 12/1/44 350 391
President & Fellows of Harvard College        
Massachusetts GO 3.619% 10/1/37 500 493
5 University of Notre Dame DU LAC Indiana GO 3.438% 2/15/45 300 279
University of Pennsylvania GO 4.674% 9/1/12 625 606
Yale University Connecticut GO 2.086% 4/15/19 150 152
 
Technology (0.7%)        
Adobe Systems Inc. 4.750% 2/1/20 325 358
Adobe Systems Inc. 3.250% 2/1/25 700 684
Altera Corp. 1.750% 5/15/17 150 151
Altera Corp. 2.500% 11/15/18 1,125 1,145
Altera Corp. 4.100% 11/15/23 1,250 1,317
Amphenol Corp. 1.550% 9/15/17 175 175
Amphenol Corp. 2.550% 1/30/19 1,650 1,670
Amphenol Corp. 3.125% 9/15/21 250 252
Amphenol Corp. 4.000% 2/1/22 75 77
Analog Devices Inc. 2.875% 6/1/23 375 366
Apple Inc. 1.050% 5/5/17 1,275 1,280
Apple Inc. 0.900% 5/12/17 100 100
Apple Inc. 1.000% 5/3/18 1,300 1,294
Apple Inc. 2.100% 5/6/19 1,650 1,677
Apple Inc. 1.550% 2/7/20 1,550 1,533
Apple Inc. 2.000% 5/6/20 700 702
Apple Inc. 2.850% 5/6/21 1,825 1,873
Apple Inc. 2.150% 2/9/22 2,500 2,438
Apple Inc. 2.700% 5/13/22 1,500 1,503
Apple Inc. 2.400% 5/3/23 2,800 2,710
Apple Inc. 3.450% 5/6/24 1,875 1,933
Apple Inc. 2.500% 2/9/25 1,300 1,232
Apple Inc. 3.200% 5/13/25 1,300 1,306
Apple Inc. 3.850% 5/4/43 1,400 1,282
Apple Inc. 4.450% 5/6/44 1,150 1,145
Apple Inc. 3.450% 2/9/45 1,275 1,080
Apple Inc. 4.375% 5/13/45 1,100 1,083
Applied Materials Inc. 2.625% 10/1/20 475 476
Applied Materials Inc. 4.300% 6/15/21 1,435 1,541
Applied Materials Inc. 3.900% 10/1/25 1,000 997
Applied Materials Inc. 5.100% 10/1/35 350 353
Applied Materials Inc. 5.850% 6/15/41 125 139
Arrow Electronics Inc. 3.000% 3/1/18 200 202
Arrow Electronics Inc. 3.500% 4/1/22 325 320
Arrow Electronics Inc. 4.500% 3/1/23 400 410
Arrow Electronics Inc. 4.000% 4/1/25 400 392
Autodesk Inc. 1.950% 12/15/17 550 553
Autodesk Inc. 3.125% 6/15/20 225 228
Autodesk Inc. 3.600% 12/15/22 100 100
Autodesk Inc. 4.375% 6/15/25 175 178
Baidu Inc. 2.750% 6/9/19 350 347
Baidu Inc. 3.500% 11/28/22 1,500 1,469
Broadcom Corp. 2.700% 11/1/18 340 345
Broadcom Corp. 2.500% 8/15/22 1,100 1,083
Broadridge Financial Solutions Inc. 3.950% 9/1/20 250 263
CA Inc. 5.375% 12/1/19 205 225
CA Inc. 3.600% 8/1/20 800 817
CA Inc. 4.500% 8/15/23 150 155

 

 

Cadence Design Systems Inc. 4.375% 10/15/24 125 128
Cisco Systems Inc. 1.100% 3/3/17 425 426
Cisco Systems Inc. 3.150% 3/14/17 1,100 1,135
Cisco Systems Inc. 4.950% 2/15/19 1,550 1,710
Cisco Systems Inc. 2.125% 3/1/19 1,325 1,341
Cisco Systems Inc. 4.450% 1/15/20 2,775 3,059
Cisco Systems Inc. 2.900% 3/4/21 225 231
Cisco Systems Inc. 3.625% 3/4/24 400 419
Cisco Systems Inc. 5.900% 2/15/39 425 520
Cisco Systems Inc. 5.500% 1/15/40 1,205 1,402
Computer Sciences Corp. 6.500% 3/15/18 125 137
Corning Inc. 1.500% 5/8/18 875 876
Corning Inc. 6.625% 5/15/19 50 58
Corning Inc. 2.900% 5/15/22 625 630
Corning Inc. 3.700% 11/15/23 500 519
Corning Inc. 4.700% 3/15/37 175 181
Corning Inc. 5.750% 8/15/40 340 407
Dun & Bradstreet Corp. 2.875% 11/15/15 150 150
EMC Corp. 1.875% 6/1/18 1,460 1,462
EMC Corp. 2.650% 6/1/20 1,445 1,459
EMC Corp. 3.375% 6/1/23 710 709
Equifax Inc. 6.300% 7/1/17 125 135
Fidelity National Information Services Inc. 2.000% 4/15/18 100 100
Fidelity National Information Services Inc. 5.000% 3/15/22 350 366
Fidelity National Information Services Inc. 3.500% 4/15/23 1,500 1,425
Fidelity National Information Services Inc. 3.875% 6/5/24 325 309
Fiserv Inc. 3.125% 10/1/15 150 150
Fiserv Inc. 2.700% 6/1/20 525 529
Fiserv Inc. 3.850% 6/1/25 700 711
Flextronics International Ltd. 4.625% 2/15/20 275 282
Google Inc. 3.625% 5/19/21 350 375
8 Hewlett Packard Enterprise Co. 2.450% 10/5/17 1,250 1,249
8 Hewlett Packard Enterprise Co. 2.850% 10/5/18 1,300 1,298
8 Hewlett Packard Enterprise Co. 3.600% 10/15/20 1,625 1,625
8 Hewlett Packard Enterprise Co. 4.400% 10/15/22 1,450 1,447
8 Hewlett Packard Enterprise Co. 4.900% 10/15/25 5,000 4,986
8 Hewlett Packard Enterprise Co. 6.200% 10/15/35 350 350
8 Hewlett Packard Enterprise Co. 6.350% 10/15/45 1,450 1,449
Hewlett-Packard Co. 5.400% 3/1/17 225 237
Hewlett-Packard Co. 2.600% 9/15/17 400 408
Hewlett-Packard Co. 5.500% 3/1/18 1,175 1,279
Hewlett-Packard Co. 2.750% 1/14/19 2,650 2,698
Hewlett-Packard Co. 3.750% 12/1/20 700 723
Hewlett-Packard Co. 4.300% 6/1/21 150 157
Hewlett-Packard Co. 4.375% 9/15/21 650 679
Hewlett-Packard Co. 4.650% 12/9/21 2,175 2,325
Hewlett-Packard Co. 6.000% 9/15/41 610 600
Ingram Micro Inc. 4.950% 12/15/24 925 961
Intel Corp. 1.950% 10/1/16 975 987
Intel Corp. 1.350% 12/15/17 4,510 4,526
Intel Corp. 2.450% 7/29/20 500 507
Intel Corp. 3.300% 10/1/21 200 209
Intel Corp. 3.100% 7/29/22 625 636
Intel Corp. 2.700% 12/15/22 700 688
Intel Corp. 3.700% 7/29/25 500 514
Intel Corp. 4.000% 12/15/32 475 461
Intel Corp. 4.800% 10/1/41 1,955 2,023
Intel Corp. 4.250% 12/15/42 775 750

 

 

Intel Corp. 4.900% 7/29/45 900 932
International Business Machines Corp. 1.250% 2/6/17 1,150 1,158
International Business Machines Corp. 5.700% 9/14/17 4,000 4,350
International Business Machines Corp. 1.250% 2/8/18 2,555 2,556
International Business Machines Corp. 1.950% 2/12/19 675 679
International Business Machines Corp. 1.625% 5/15/20 670 661
International Business Machines Corp. 2.900% 11/1/21 200 206
International Business Machines Corp. 3.375% 8/1/23 600 613
International Business Machines Corp. 3.625% 2/12/24 1,400 1,441
International Business Machines Corp. 5.600% 11/30/39 1,114 1,277
International Business Machines Corp. 4.000% 6/20/42 423 388
Jabil Circuit Inc. 5.625% 12/15/20 250 264
Juniper Networks Inc. 3.300% 6/15/20 475 482
Juniper Networks Inc. 4.600% 3/15/21 360 380
Juniper Networks Inc. 4.350% 6/15/25 200 199
Juniper Networks Inc. 5.950% 3/15/41 150 150
8 Keysight Technologies Inc. 3.300% 10/30/19 350 351
8 Keysight Technologies Inc. 4.550% 10/30/24 325 317
KLA-Tencor Corp. 2.375% 11/1/17 100 101
KLA-Tencor Corp. 3.375% 11/1/19 100 102
KLA-Tencor Corp. 4.125% 11/1/21 2,000 2,034
KLA-Tencor Corp. 4.650% 11/1/24 400 400
Lam Research Corp. 2.750% 3/15/20 325 319
Lam Research Corp. 3.800% 3/15/25 425 418
Lender Processing Services Inc / Black Knight        
Lending Solutions Inc 5.750% 4/15/23 344 366
Lexmark International Inc. 6.650% 6/1/18 375 414
Maxim Integrated Products Inc. 3.375% 3/15/23 50 50
Microsoft Corp. 1.000% 5/1/18 400 400
Microsoft Corp. 1.625% 12/6/18 900 911
Microsoft Corp. 4.200% 6/1/19 460 503
Microsoft Corp. 3.000% 10/1/20 250 263
Microsoft Corp. 2.375% 2/12/22 1,600 1,596
Microsoft Corp. 2.125% 11/15/22 225 217
Microsoft Corp. 2.375% 5/1/23 225 220
Microsoft Corp. 3.625% 12/15/23 750 796
Microsoft Corp. 2.700% 2/12/25 925 904
Microsoft Corp. 3.500% 2/12/35 1,000 931
Microsoft Corp. 5.200% 6/1/39 629 725
Microsoft Corp. 4.500% 10/1/40 125 130
Microsoft Corp. 5.300% 2/8/41 600 700
Microsoft Corp. 3.500% 11/15/42 850 761
Microsoft Corp. 3.750% 5/1/43 185 170
Microsoft Corp. 4.875% 12/15/43 350 376
Microsoft Corp. 3.750% 2/12/45 600 555
Microsoft Corp. 4.000% 2/12/55 2,000 1,807
Motorola Solutions Inc. 3.750% 5/15/22 400 372
Motorola Solutions Inc. 4.000% 9/1/24 400 361
Motorola Solutions Inc. 7.500% 5/15/25 75 89
Motorola Solutions Inc. 5.500% 9/1/44 300 252
NetApp Inc. 3.375% 6/15/21 900 888
Oracle Corp. 1.200% 10/15/17 1,150 1,151
Oracle Corp. 5.750% 4/15/18 1,415 1,563
Oracle Corp. 2.375% 1/15/19 525 536
Oracle Corp. 5.000% 7/8/19 1,175 1,309
Oracle Corp. 2.250% 10/8/19 2,850 2,884
Oracle Corp. 2.500% 5/15/22 1,250 1,232
Oracle Corp. 2.500% 10/15/22 2,425 2,366

 

 

Oracle Corp. 3.400% 7/8/24 2,350 2,381
Oracle Corp. 2.950% 5/15/25 3,000 2,923
Oracle Corp. 3.250% 5/15/30 275 260
Oracle Corp. 4.300% 7/8/34 1,350 1,345
Oracle Corp. 3.900% 5/15/35 1,350 1,281
Oracle Corp. 6.500% 4/15/38 625 790
Oracle Corp. 6.125% 7/8/39 645 784
Oracle Corp. 5.375% 7/15/40 1,375 1,534
Oracle Corp. 4.500% 7/8/44 775 780
Oracle Corp. 4.125% 5/15/45 2,400 2,261
Oracle Corp. 4.375% 5/15/55 1,000 930
Pitney Bowes Inc. 4.625% 3/15/24 1,050 1,056
QUALCOMM Inc. 2.250% 5/20/20 1,000 998
QUALCOMM Inc. 3.450% 5/20/25 1,300 1,228
QUALCOMM Inc. 4.650% 5/20/35 475 434
QUALCOMM Inc. 4.800% 5/20/45 1,000 872
Seagate HDD Cayman 3.750% 11/15/18 675 690
Seagate HDD Cayman 4.750% 6/1/23 1,500 1,474
Seagate HDD Cayman 4.750% 1/1/25 750 720
8 Seagate HDD Cayman 4.875% 6/1/27 450 419
8 Seagate HDD Cayman 5.750% 12/1/34 1,425 1,357
Symantec Corp. 2.750% 6/15/17 500 503
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. 1.650% 8/3/19 1,000 996
Total System Services Inc. 2.375% 6/1/18 125 125
Trimble Navigation Ltd. 4.750% 12/1/24 225 227
Tyco Electronics Group SA 6.550% 10/1/17 355 389
Tyco Electronics Group SA 2.350% 8/1/19 200 201
Tyco Electronics Group SA 3.500% 2/3/22 750 773
Tyco Electronics Group SA 3.450% 8/1/24 350 354
Tyco Electronics Group SA 7.125% 10/1/37 700 916
Verisk Analytics Inc. 4.125% 9/12/22 1,300 1,320
Verisk Analytics Inc. 5.500% 6/15/45 250 246
Xerox Corp. 6.750% 2/1/17 350 373
Xerox Corp. 2.950% 3/15/17 325 331
Xerox Corp. 6.350% 5/15/18 1,580 1,743
Xerox Corp. 2.750% 3/15/19 250 251
Xerox Corp. 5.625% 12/15/19 550 609
Xerox Corp. 2.800% 5/15/20 300 297
Xerox Corp. 4.500% 5/15/21 835 870
Xerox Corp. 3.800% 5/15/24 125 121
Xilinx Inc. 2.125% 3/15/19 325 326
Xilinx Inc. 3.000% 3/15/21 1,275 1,297
 
Transportation (0.3%)        
5 American Airlines 2013-1 Class A Pass        
Through Trust 4.000% 1/15/27 243 246
5 American Airlines 2013-2 Class A Pass        
Through Trust 4.950% 7/15/24 1,063 1,137
5 American Airlines 2014-1 Class A Pass        
Through Trust 3.700% 4/1/28 485 484
5 American Airlines 2015-1 Class A Pass        
Through Trust 3.375% 11/1/28 900 882
5 American Airlines 2015-1 Class B Pass        
Through Trust 3.700% 11/1/24 150 147

 

 

5 American Airlines 2015-2 Class AA Pass        
Through Trust 3.600% 9/22/27 285 286
5 BNSF Funding Trust I 6.613% 12/15/55 325 365
Burlington Northern Santa Fe LLC 5.650% 5/1/17 75 80
Burlington Northern Santa Fe LLC 5.750% 3/15/18 625 687
Burlington Northern Santa Fe LLC 3.600% 9/1/20 275 291
Burlington Northern Santa Fe LLC 4.100% 6/1/21 410 439
Burlington Northern Santa Fe LLC 3.450% 9/15/21 410 424
Burlington Northern Santa Fe LLC 3.050% 3/15/22 425 424
Burlington Northern Santa Fe LLC 3.050% 9/1/22 400 399
Burlington Northern Santa Fe LLC 3.000% 3/15/23 425 419
Burlington Northern Santa Fe LLC 3.850% 9/1/23 475 494
Burlington Northern Santa Fe LLC 3.750% 4/1/24 400 413
Burlington Northern Santa Fe LLC 3.400% 9/1/24 400 402
Burlington Northern Santa Fe LLC 3.000% 4/1/25 250 241
Burlington Northern Santa Fe LLC 3.650% 9/1/25 1,050 1,064
Burlington Northern Santa Fe LLC 7.000% 12/15/25 700 894
Burlington Northern Santa Fe LLC 6.200% 8/15/36 125 151
Burlington Northern Santa Fe LLC 6.150% 5/1/37 500 600
Burlington Northern Santa Fe LLC 5.750% 5/1/40 450 516
Burlington Northern Santa Fe LLC 5.050% 3/1/41 375 392
Burlington Northern Santa Fe LLC 5.400% 6/1/41 425 466
Burlington Northern Santa Fe LLC 4.400% 3/15/42 575 557
Burlington Northern Santa Fe LLC 4.375% 9/1/42 200 192
Burlington Northern Santa Fe LLC 4.450% 3/15/43 350 339
Burlington Northern Santa Fe LLC 5.150% 9/1/43 500 532
Burlington Northern Santa Fe LLC 4.900% 4/1/44 300 310
Burlington Northern Santa Fe LLC 4.550% 9/1/44 600 590
Burlington Northern Santa Fe LLC 4.150% 4/1/45 300 279
Burlington Northern Santa Fe LLC 4.700% 9/1/45 300 301
Canadian National Railway Co. 1.450% 12/15/16 925 931
Canadian National Railway Co. 5.550% 3/1/19 265 296
Canadian National Railway Co. 2.850% 12/15/21 550 560
Canadian National Railway Co. 6.250% 8/1/34 350 444
Canadian National Railway Co. 6.200% 6/1/36 350 451
Canadian National Railway Co. 6.375% 11/15/37 350 460
Canadian Pacific Railway Co. 4.450% 3/15/23 225 242
Canadian Pacific Railway Co. 2.900% 2/1/25 100 95
Canadian Pacific Railway Co. 3.700% 2/1/26 450 452
Canadian Pacific Railway Co. 7.125% 10/15/31 225 286
Canadian Pacific Railway Co. 5.750% 3/15/33 425 474
Canadian Pacific Railway Co. 5.950% 5/15/37 1,275 1,470
Canadian Pacific Railway Co. 6.125% 9/15/15 230 244
Canadian Pacific Railway Ltd. 4.500% 1/15/22 691 744
Canadian Pacific Railway Ltd. 5.750% 1/15/42 110 124
Con-way Inc. 6.700% 5/1/34 390 277
5 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 5/10/21 972 1,101
5 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 811 830
5 Continental Airlines 2012-2 Class A Pass        
Through Trust 4.000% 4/29/26 415 420
CSX Corp. 5.600% 5/1/17 25 27
CSX Corp. 7.900% 5/1/17 126 139
CSX Corp. 6.250% 3/15/18 725 805
CSX Corp. 7.375% 2/1/19 2,065 2,412
CSX Corp. 3.700% 10/30/20 205 217
CSX Corp. 6.220% 4/30/40 174 207

 

 

  CSX Corp. 5.500% 4/15/41 425 463
  CSX Corp. 4.750% 5/30/42 1,310 1,298
  CSX Corp. 4.100% 3/15/44 800 717
  CSX Corp. 3.950% 5/1/50 650 554
5 Delta Air Lines 2007-1 Class A Pass Through        
  Trust 6.821% 2/10/24 174 202
5 Delta Air Lines 2009-1 Class A Pass Through        
  Trust 7.750% 6/17/21 104 117
5 Delta Air Lines 2010-1 Class A Pass Through        
  Trust 6.200% 1/2/20 29 31
5 Delta Air Lines 2010-2 Class A Pass Through        
  Trust 4.950% 11/23/20 63 67
5 Delta Air Lines 2012-1 Class A Pass Through        
  Trust 4.750% 11/7/21 62 66
5 Delta Air Lines 2015-1 Class AA Pass        
  Through Trust 3.625% 7/30/27 375 378
  FedEx Corp. 8.000% 1/15/19 475 567
  FedEx Corp. 2.625% 8/1/22 50 49
  FedEx Corp. 4.000% 1/15/24 450 469
  FedEx Corp. 3.900% 2/1/35 200 184
  FedEx Corp. 3.875% 8/1/42 200 174
  FedEx Corp. 4.100% 4/15/43 300 273
  FedEx Corp. 5.100% 1/15/44 500 526
  FedEx Corp. 4.500% 2/1/65 150 133
5 Hawaiian Airlines 2013-1 Class A Pass        
  Through Certificates 3.900% 1/15/26 934 913
  JB Hunt Transport Services Inc. 3.300% 8/15/22 400 403
  JB Hunt Transport Services Inc. 3.850% 3/15/24 200 206
  Kansas City Southern de Mexico SA de CV 2.350% 5/15/20 25 25
  Kansas City Southern de Mexico SA de CV 3.000% 5/15/23 500 480
  Kansas City Southern Railway Co. 4.950% 8/15/45 325 329
5,8 Latam Airlines 2015-1 Pass Through Trust A 4.200% 11/15/27 550 531
  Norfolk Southern Corp. 7.700% 5/15/17 400 440
  Norfolk Southern Corp. 5.750% 4/1/18 200 220
  Norfolk Southern Corp. 5.900% 6/15/19 335 381
  Norfolk Southern Corp. 3.250% 12/1/21 325 332
  Norfolk Southern Corp. 2.903% 2/15/23 780 760
  Norfolk Southern Corp. 5.590% 5/17/25 164 189
  Norfolk Southern Corp. 7.800% 5/15/27 100 137
  Norfolk Southern Corp. 4.837% 10/1/41 1,065 1,071
  Norfolk Southern Corp. 3.950% 10/1/42 425 379
  Norfolk Southern Corp. 4.450% 6/15/45 275 267
  Norfolk Southern Corp. 7.900% 5/15/97 200 292
  Norfolk Southern Corp. 6.000% 3/15/05 275 312
  Norfolk Southern Corp. 6.000% 5/23/11 925 1,039
5 Northwest Airlines 2007-1 Class A Pass        
  Through Trust 7.027% 5/1/21 178 198
  Ryder System Inc. 2.450% 11/15/18 1,000 1,008
  Ryder System Inc. 2.350% 2/26/19 1,350 1,357
  Ryder System Inc. 2.550% 6/1/19 800 811
  Ryder System Inc. 2.500% 5/11/20 200 199
  Ryder System Inc. 2.875% 9/1/20 125 126
  Southern Railway Co. 9.750% 6/15/20 116 151
  Southwest Airlines Co. 5.750% 12/15/16 200 211
  Southwest Airlines Co. 5.125% 3/1/17 400 421
  Southwest Airlines Co. 2.750% 11/6/19 25 25
5 Southwest Airlines Co. 2007-1 Pass Through        
  Trust 6.150% 2/1/24 105 118

 

 

5 Spirit Airlines 2015-1 Pass Through Trust A 4.100% 10/1/29 325 329
Trinity Industries Inc. 4.550% 10/1/24 225 213
Union Pacific Corp. 1.800% 2/1/20 450 447
Union Pacific Corp. 2.250% 6/19/20 300 304
Union Pacific Corp. 2.750% 4/15/23 200 197
Union Pacific Corp. 3.250% 1/15/25 300 303
Union Pacific Corp. 3.250% 8/15/25 1,000 1,009
Union Pacific Corp. 6.625% 2/1/29 400 532
Union Pacific Corp. 3.375% 2/1/35 900 817
Union Pacific Corp. 4.750% 9/15/41 750 799
Union Pacific Corp. 4.250% 4/15/43 400 394
Union Pacific Corp. 4.750% 12/15/43 325 350
Union Pacific Corp. 4.821% 2/1/44 189 206
Union Pacific Corp. 4.850% 6/15/44 75 82
Union Pacific Corp. 4.150% 1/15/45 400 397
Union Pacific Corp. 3.875% 2/1/55 400 360
5 United Airlines 2013-1 Class A Pass Through        
Trust 4.300% 2/15/27 666 688
5 United Airlines 2014-1 Class A Pass Through        
Trust 4.000% 10/11/27 750 766
United Parcel Service Inc. 1.125% 10/1/17 800 804
United Parcel Service Inc. 5.500% 1/15/18 1,000 1,098
United Parcel Service Inc. 5.125% 4/1/19 175 196
United Parcel Service Inc. 3.125% 1/15/21 990 1,033
United Parcel Service Inc. 2.450% 10/1/22 925 908
United Parcel Service Inc. 6.200% 1/15/38 820 1,060
United Parcel Service Inc. 4.875% 11/15/40 350 393
United Parcel Service Inc. 3.625% 10/1/42 675 641
5 US Airways 2013-1 Class A Pass Through        
Trust 3.950% 5/15/27 94 94
5 US Airways Inc. 2012-2 Class A Pass        
Through Trust 4.625% 12/3/26 65 68
        1,675,561
Utilities (0.8%)        
Electric (0.7%)        
AEP Texas Central Co. 6.650% 2/15/33 400 496
Alabama Power Co. 5.500% 10/15/17 550 593
Alabama Power Co. 3.550% 12/1/23 1,700 1,758
Alabama Power Co. 2.800% 4/1/25 200 192
Alabama Power Co. 4.100% 1/15/42 1,000 957
Alabama Power Co. 3.850% 12/1/42 125 115
Alabama Power Co. 4.150% 8/15/44 300 289
Alabama Power Co. 3.750% 3/1/45 650 588
Ameren Illinois Co. 6.125% 11/15/17 25 27
Ameren Illinois Co. 2.700% 9/1/22 250 247
Ameren Illinois Co. 3.250% 3/1/25 275 278
American Electric Power Co. Inc. 1.650% 12/15/17 325 325
Appalachian Power Co. 3.400% 6/1/25 500 495
Appalachian Power Co. 5.800% 10/1/35 100 113
Appalachian Power Co. 6.700% 8/15/37 500 626
Appalachian Power Co. 7.000% 4/1/38 260 336
Arizona Public Service Co. 3.150% 5/15/25 500 498
Arizona Public Service Co. 5.500% 9/1/35 150 173
Arizona Public Service Co. 5.050% 9/1/41 575 645
Arizona Public Service Co. 4.500% 4/1/42 25 26
Arizona Public Service Co. 4.700% 1/15/44 400 427
Atlantic City Electric Co. 7.750% 11/15/18 150 177

 

 

Baltimore Gas & Electric Co. 3.350% 7/1/23 950 965
Berkshire Hathaway Energy Co. 1.100% 5/15/17 235 234
Berkshire Hathaway Energy Co. 2.000% 11/15/18 125 125
Berkshire Hathaway Energy Co. 2.400% 2/1/20 200 200
Berkshire Hathaway Energy Co. 3.750% 11/15/23 525 541
Berkshire Hathaway Energy Co. 3.500% 2/1/25 500 502
Berkshire Hathaway Energy Co. 6.125% 4/1/36 975 1,174
Berkshire Hathaway Energy Co. 5.950% 5/15/37 1,225 1,445
Berkshire Hathaway Energy Co. 6.500% 9/15/37 370 464
Berkshire Hathaway Energy Co. 5.150% 11/15/43 475 515
Berkshire Hathaway Energy Co. 4.500% 2/1/45 500 495
CenterPoint Energy Houston Electric LLC 2.250% 8/1/22 250 243
CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 700 644
CenterPoint Energy Houston Electric LLC 4.500% 4/1/44 350 370
Cleco Power LLC 6.000% 12/1/40 175 203
Cleveland Electric Illuminating Co. 5.700% 4/1/17 259 273
Cleveland Electric Illuminating Co. 7.880% 11/1/17 200 225
Cleveland Electric Illuminating Co. 5.500% 8/15/24 1,775 2,031
CMS Energy Corp. 8.750% 6/15/19 500 615
CMS Energy Corp. 6.250% 2/1/20 600 692
CMS Energy Corp. 5.050% 3/15/22 500 550
CMS Energy Corp. 3.875% 3/1/24 900 922
CMS Energy Corp. 4.700% 3/31/43 350 354
CMS Energy Corp. 4.875% 3/1/44 300 312
Commonwealth Edison Co. 5.950% 8/15/16 200 208
Commonwealth Edison Co. 1.950% 9/1/16 115 116
Commonwealth Edison Co. 6.150% 9/15/17 600 654
Commonwealth Edison Co. 5.800% 3/15/18 150 165
Commonwealth Edison Co. 5.900% 3/15/36 100 121
Commonwealth Edison Co. 6.450% 1/15/38 1,030 1,332
Commonwealth Edison Co. 4.600% 8/15/43 550 579
Commonwealth Edison Co. 4.700% 1/15/44 900 960
Commonwealth Edison Co. 3.700% 3/1/45 1,500 1,372
Connecticut Light & Power Co. 5.500% 2/1/19 150 168
Connecticut Light & Power Co. 6.350% 6/1/36 250 325
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 1,100 1,270
Consolidated Edison Co. of New York Inc. 4.450% 6/15/20 850 934
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 300 341
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 860 1,038
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 400 501
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 400 521
Consolidated Edison Co. of New York Inc. 3.950% 3/1/43 475 451
Consolidated Edison Co. of New York Inc. 4.450% 3/15/44 1,530 1,565
Constellation Energy Group Inc. 5.150% 12/1/20 1,495 1,645
Consumers Energy Co. 6.125% 3/15/19 1,000 1,143
Consumers Energy Co. 6.700% 9/15/19 300 352
Consumers Energy Co. 2.850% 5/15/22 1,150 1,157
Consumers Energy Co. 3.375% 8/15/23 225 231
Consumers Energy Co. 4.350% 8/31/64 150 145
Delmarva Power & Light Co. 3.500% 11/15/23 125 129
Delmarva Power & Light Co. 4.000% 6/1/42 225 219
Dominion Resources Inc. 1.400% 9/15/17 100 100
Dominion Resources Inc. 2.500% 12/1/19 400 403
Dominion Resources Inc. 4.450% 3/15/21 125 134
Dominion Resources Inc. 2.750% 9/15/22 100 97
Dominion Resources Inc. 3.625% 12/1/24 800 798
Dominion Resources Inc. 3.900% 10/1/25 425 429
Dominion Resources Inc. 5.250% 8/1/33 200 215

 

 

Dominion Resources Inc. 4.900% 8/1/41 550 562
Dominion Resources Inc. 4.050% 9/15/42 325 293
Dominion Resources Inc. 4.700% 12/1/44 600 592
5 Dominion Resources Inc. 5.750% 10/1/54 375 384
DTE Electric Co. 3.450% 10/1/20 410 434
DTE Electric Co. 3.900% 6/1/21 100 108
DTE Electric Co. 2.650% 6/15/22 325 322
DTE Electric Co. 3.375% 3/1/25 225 231
DTE Electric Co. 5.700% 10/1/37 125 153
DTE Electric Co. 3.950% 6/15/42 1,150 1,125
DTE Energy Co. 2.400% 12/1/19 350 353
DTE Energy Co. 3.500% 6/1/24 700 711
Duke Energy Carolinas LLC 7.000% 11/15/18 660 768
Duke Energy Carolinas LLC 4.300% 6/15/20 500 549
Duke Energy Carolinas LLC 3.900% 6/15/21 1,030 1,109
Duke Energy Carolinas LLC 6.000% 12/1/28 300 368
Duke Energy Carolinas LLC 6.100% 6/1/37 300 374
Duke Energy Carolinas LLC 6.000% 1/15/38 25 31
Duke Energy Carolinas LLC 6.050% 4/15/38 25 31
Duke Energy Carolinas LLC 5.300% 2/15/40 710 842
Duke Energy Carolinas LLC 4.250% 12/15/41 800 815
Duke Energy Carolinas LLC 4.000% 9/30/42 425 418
Duke Energy Corp. 1.625% 8/15/17 625 627
Duke Energy Corp. 2.100% 6/15/18 1,000 1,012
Duke Energy Corp. 5.050% 9/15/19 2,625 2,896
Duke Energy Corp. 3.050% 8/15/22 200 199
Duke Energy Corp. 3.950% 10/15/23 225 235
Duke Energy Corp. 3.750% 4/15/24 200 206
Duke Energy Florida Inc. 4.550% 4/1/20 1,375 1,516
Duke Energy Florida Llc 5.650% 6/15/18 50 55
Duke Energy Florida LLC 6.350% 9/15/37 525 690
Duke Energy Florida LLC 6.400% 6/15/38 600 789
Duke Energy Indiana Inc. 3.750% 7/15/20 185 198
Duke Energy Indiana Inc. 4.200% 3/15/42 475 477
Duke Energy Indiana Inc. 4.900% 7/15/43 250 276
Duke Energy Progress Llc 5.300% 1/15/19 675 752
Duke Energy Progress Llc 3.000% 9/15/21 750 778
Duke Energy Progress LLC 3.250% 8/15/25 1,800 1,832
Duke Energy Progress LLC 4.375% 3/30/44 525 547
Duke Energy Progress LLC 4.150% 12/1/44 300 302
Duke Energy Progress LLC 4.200% 8/15/45 525 536
El Paso Electric Co. 6.000% 5/15/35 175 211
Entergy Arkansas Inc. 3.750% 2/15/21 1,250 1,328
Entergy Gulf States Louisiana LLC 6.000% 5/1/18 150 166
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 1,500 1,748
Entergy Louisiana LLC 5.400% 11/1/24 175 203
Entergy Louisiana LLC 4.950% 1/15/45 400 403
Entergy Texas Inc. 7.125% 2/1/19 300 347
Entergy Texas Inc. 5.150% 6/1/45 300 302
Eversource Energy 4.500% 11/15/19 2,357 2,553
Exelon Corp. 1.550% 6/9/17 250 250
Exelon Corp. 2.850% 6/15/20 225 227
Exelon Corp. 3.950% 6/15/25 500 505
Exelon Corp. 4.950% 6/15/35 800 808
Exelon Corp. 5.625% 6/15/35 365 399
Exelon Corp. 5.100% 6/15/45 200 204
Exelon Generation Co. LLC 6.200% 10/1/17 930 1,003
Exelon Generation Co. LLC 4.000% 10/1/20 575 603

 

 

Exelon Generation Co. LLC 5.600% 6/15/42 1,121 1,121
FirstEnergy Solutions Corp. 6.800% 8/15/39 275 271
Florida Power & Light Co. 5.550% 11/1/17 75 81
Florida Power & Light Co. 2.750% 6/1/23 325 323
Florida Power & Light Co. 3.250% 6/1/24 300 307
Florida Power & Light Co. 5.625% 4/1/34 225 271
Florida Power & Light Co. 4.950% 6/1/35 50 56
Florida Power & Light Co. 5.950% 2/1/38 175 222
Florida Power & Light Co. 5.960% 4/1/39 225 286
Florida Power & Light Co. 4.125% 2/1/42 1,575 1,592
Florida Power & Light Co. 3.800% 12/15/42 925 889
Georgia Power Co. 5.950% 2/1/39 150 172
Georgia Power Co. 4.750% 9/1/40 125 123
Georgia Power Co. 4.300% 3/15/42 675 621
Georgia Power Co. 4.300% 3/15/43 250 228
Iberdrola International BV 6.750% 7/15/36 175 217
Indiana Michigan Power Co. 7.000% 3/15/19 300 347
Indiana Michigan Power Co. 3.200% 3/15/23 475 475
Interstate Power & Light Co. 3.250% 12/1/24 150 152
Interstate Power & Light Co. 3.400% 8/15/25 550 559
Interstate Power & Light Co. 6.250% 7/15/39 100 131
ITC Holdings Corp. 4.050% 7/1/23 175 181
ITC Holdings Corp. 5.300% 7/1/43 700 745
Jersey Central Power & Light Co. 5.650% 6/1/17 350 374
Jersey Central Power & Light Co. 6.150% 6/1/37 200 221
5 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 167 184
Kansas City Power & Light Co. 6.050% 11/15/35 200 244
Kansas City Power & Light Co. 5.300% 10/1/41 830 906
Kentucky Utilities Co. 3.250% 11/1/20 200 210
Kentucky Utilities Co. 4.650% 11/15/43 875 934
LG&E & KU Energy LLC 3.750% 11/15/20 1,150 1,202
Louisville Gas & Electric Co. 5.125% 11/15/40 100 113
Louisville Gas & Electric Co. 4.650% 11/15/43 625 668
MidAmerican Energy Co. 5.950% 7/15/17 560 604
MidAmerican Energy Co. 6.750% 12/30/31 725 945
MidAmerican Energy Co. 4.800% 9/15/43 1,050 1,157
Mississippi Power Co. 4.250% 3/15/42 375 325
National Rural Utilities Cooperative Finance        
Corp. 3.050% 3/1/16 125 126
National Rural Utilities Cooperative Finance        
Corp. 0.950% 4/24/17 400 399
National Rural Utilities Cooperative Finance        
Corp. 5.450% 2/1/18 1,025 1,118
National Rural Utilities Cooperative Finance        
Corp. 10.375% 11/1/18 1,100 1,375
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/15/19 75 76
National Rural Utilities Cooperative Finance        
Corp. 2.000% 1/27/20 1,300 1,287
National Rural Utilities Cooperative Finance        
Corp. 2.350% 6/15/20 900 902
National Rural Utilities Cooperative Finance        
Corp. 4.023% 11/1/32 789 788
5 National Rural Utilities Cooperative Finance        
Corp. 4.750% 4/30/43 100 100
Nevada Power Co. 6.500% 5/15/18 1,200 1,345
Nevada Power Co. 6.650% 4/1/36 410 523
Nevada Power Co. 5.450% 5/15/41 500 578

 

 

NextEra Energy Capital Holdings Inc. 2.400% 9/15/19 1,200 1,197
NextEra Energy Capital Holdings Inc. 2.700% 9/15/19 475 479
NextEra Energy Capital Holdings Inc. 4.500% 6/1/21 615 666
NextEra Energy Capital Holdings Inc. 3.625% 6/15/23 1,125 1,135
5 NextEra Energy Capital Holdings Inc. 6.350% 10/1/66 225 183
5 NextEra Energy Capital Holdings Inc. 6.650% 6/15/67 275 231
Northern States Power Co. 5.250% 3/1/18 950 1,038
Northern States Power Co. 2.200% 8/15/20 200 202
Northern States Power Co. 6.250% 6/1/36 650 842
Northern States Power Co. 6.200% 7/1/37 250 323
Northern States Power Co. 5.350% 11/1/39 375 441
Northern States Power Co. 4.125% 5/15/44 100 101
Northern States Power Co. 4.000% 8/15/45 200 199
NorthWestern Corp. 4.176% 11/15/44 250 250
NSTAR Electric Co. 5.625% 11/15/17 525 572
NSTAR Electric Co. 5.500% 3/15/40 550 658
Oglethorpe Power Corp. 6.100% 3/15/19 200 224
Oglethorpe Power Corp. 5.950% 11/1/39 100 121
Oglethorpe Power Corp. 5.375% 11/1/40 380 418
Oglethorpe Power Corp. 4.550% 6/1/44 300 301
Ohio Edison Co. 8.250% 10/15/38 400 570
Ohio Power Co. 6.050% 5/1/18 100 111
Oklahoma Gas & Electric Co. 5.850% 6/1/40 150 183
Oklahoma Gas & Electric Co. 3.900% 5/1/43 875 826
Oklahoma Gas & Electric Co. 4.000% 12/15/44 175 168
Oncor Electric Delivery Co. LLC 6.800% 9/1/18 330 375
Oncor Electric Delivery Co. LLC 2.150% 6/1/19 1,075 1,072
Oncor Electric Delivery Co. LLC 7.000% 9/1/22 200 247
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 600 802
Oncor Electric Delivery Co. LLC 4.550% 12/1/41 500 503
Pacific Gas & Electric Co. 5.625% 11/30/17 250 271
Pacific Gas & Electric Co. 8.250% 10/15/18 275 326
Pacific Gas & Electric Co. 3.500% 10/1/20 410 432
Pacific Gas & Electric Co. 4.250% 5/15/21 225 244
Pacific Gas & Electric Co. 3.250% 9/15/21 1,000 1,033
Pacific Gas & Electric Co. 3.250% 6/15/23 575 578
Pacific Gas & Electric Co. 3.750% 2/15/24 150 155
Pacific Gas & Electric Co. 3.400% 8/15/24 625 627
Pacific Gas & Electric Co. 6.050% 3/1/34 1,235 1,492
Pacific Gas & Electric Co. 5.800% 3/1/37 1,025 1,215
Pacific Gas & Electric Co. 6.250% 3/1/39 1,000 1,230
Pacific Gas & Electric Co. 5.400% 1/15/40 500 569
Pacific Gas & Electric Co. 4.450% 4/15/42 300 302
Pacific Gas & Electric Co. 4.600% 6/15/43 225 232
Pacific Gas & Electric Co. 4.750% 2/15/44 1,500 1,580
PacifiCorp 5.650% 7/15/18 300 333
PacifiCorp 2.950% 2/1/22 1,000 1,013
PacifiCorp 3.600% 4/1/24 500 522
PacifiCorp 5.250% 6/15/35 475 543
PacifiCorp 5.750% 4/1/37 410 496
PacifiCorp 6.250% 10/15/37 600 765
PacifiCorp 4.100% 2/1/42 350 345
Peco Energy Co. 1.200% 10/15/16 350 351
Peco Energy Co. 5.350% 3/1/18 125 137
Pennsylvania Electric Co. 6.050% 9/1/17 75 81
Pennsylvania Electric Co. 5.200% 4/1/20 205 223
PG&E Corp. 2.400% 3/1/19 1,650 1,667
Potomac Electric Power Co. 6.500% 11/15/37 400 524

 

 

PPL Capital Funding Inc. 3.500% 12/1/22 375 379
PPL Capital Funding Inc. 3.950% 3/15/24 225 232
PPL Capital Funding Inc. 5.000% 3/15/44 1,450 1,516
PPL Electric Utilities Corp. 3.000% 9/15/21 410 422
PPL Electric Utilities Corp. 6.250% 5/15/39 100 129
PPL Electric Utilities Corp. 4.750% 7/15/43 1,000 1,097
Progress Energy Inc. 3.150% 4/1/22 500 498
Progress Energy Inc. 7.750% 3/1/31 625 841
Progress Energy Inc. 6.000% 12/1/39 410 507
PSEG Power LLC 5.500% 12/1/15 450 453
PSEG Power LLC 2.750% 9/15/16 615 624
PSEG Power LLC 5.125% 4/15/20 150 166
PSEG Power LLC 4.150% 9/15/21 50 52
Public Service Co. of Colorado 5.800% 8/1/18 100 112
Public Service Co. of Colorado 5.125% 6/1/19 175 194
Public Service Co. of Colorado 3.200% 11/15/20 1,000 1,048
Public Service Co. of Colorado 2.900% 5/15/25 500 492
Public Service Co. of Colorado 6.250% 9/1/37 100 130
Public Service Co. of Colorado 3.600% 9/15/42 225 207
Public Service Co. of Colorado 4.300% 3/15/44 200 204
Public Service Co. of New Hampshire 3.500% 11/1/23 150 155
Public Service Co. of New Mexico 3.850% 8/1/25 150 152
Public Service Co. of Oklahoma 5.150% 12/1/19 600 673
Public Service Co. of Oklahoma 4.400% 2/1/21 500 539
Public Service Co. of Oklahoma 6.625% 11/15/37 275 358
Public Service Electric & Gas Co. 5.300% 5/1/18 394 432
Public Service Electric & Gas Co. 2.300% 9/15/18 450 459
Public Service Electric & Gas Co. 1.800% 6/1/19 200 199
Public Service Electric & Gas Co. 2.375% 5/15/23 225 217
Public Service Electric & Gas Co. 3.000% 5/15/25 500 498
Public Service Electric & Gas Co. 5.375% 11/1/39 300 352
Public Service Electric & Gas Co. 3.950% 5/1/42 1,525 1,486
Public Service Electric & Gas Co. 4.000% 6/1/44 100 98
Public Service Electric & Gas Co. 4.050% 5/1/45 500 497
Puget Energy Inc. 6.500% 12/15/20 250 292
Puget Energy Inc. 6.000% 9/1/21 400 462
8 Puget Energy Inc. 3.650% 5/15/25 1,550 1,531
Puget Sound Energy Inc. 5.483% 6/1/35 100 118
Puget Sound Energy Inc. 6.274% 3/15/37 500 639
Puget Sound Energy Inc. 5.757% 10/1/39 495 604
Puget Sound Energy Inc. 5.638% 4/15/41 390 471
Puget Sound Energy Inc. 4.434% 11/15/41 275 285
San Diego Gas & Electric Co. 3.000% 8/15/21 150 157
San Diego Gas & Electric Co. 6.000% 6/1/26 500 624
San Diego Gas & Electric Co. 5.350% 5/15/35 100 119
San Diego Gas & Electric Co. 6.125% 9/15/37 252 322
San Diego Gas & Electric Co. 5.350% 5/15/40 500 596
San Diego Gas & Electric Co. 4.500% 8/15/40 255 270
San Diego Gas & Electric Co. 4.300% 4/1/42 150 155
SCANA Corp. 4.750% 5/15/21 205 216
SCANA Corp. 4.125% 2/1/22 150 152
Sierra Pacific Power Co. 6.750% 7/1/37 400 535
South Carolina Electric & Gas Co. 6.500% 11/1/18 1,100 1,263
South Carolina Electric & Gas Co. 6.625% 2/1/32 450 567
South Carolina Electric & Gas Co. 6.050% 1/15/38 150 180
South Carolina Electric & Gas Co. 5.450% 2/1/41 100 113
South Carolina Electric & Gas Co. 4.350% 2/1/42 200 196
South Carolina Electric & Gas Co. 4.600% 6/15/43 225 229

 

 

South Carolina Electric & Gas Co. 4.500% 6/1/64 200 190
South Carolina Electric & Gas Co. 5.100% 6/1/65 350 368
Southern California Edison Co. 1.125% 5/1/17 550 550
Southern California Edison Co. 3.875% 6/1/21 350 377
5 Southern California Edison Co. 1.845% 2/1/22 325 324
Southern California Edison Co. 3.500% 10/1/23 300 312
Southern California Edison Co. 6.650% 4/1/29 225 288
Southern California Edison Co. 5.750% 4/1/35 508 612
Southern California Edison Co. 5.350% 7/15/35 1,460 1,689
Southern California Edison Co. 4.500% 9/1/40 205 215
Southern California Edison Co. 4.050% 3/15/42 425 419
Southern California Edison Co. 3.900% 3/15/43 475 458
Southern California Edison Co. 4.650% 10/1/43 600 651
Southern California Edison Co. 3.600% 2/1/45 150 138
Southern Co. 1.300% 8/15/17 225 224
Southern Co. 2.150% 9/1/19 200 196
Southern Co. 2.750% 6/15/20 400 399
Southern Power Co. 5.150% 9/15/41 960 956
Southern Power Co. 5.250% 7/15/43 500 515
Southwestern Electric Power Co. 5.875% 3/1/18 25 27
Southwestern Electric Power Co. 6.450% 1/15/19 250 285
Southwestern Electric Power Co. 6.200% 3/15/40 75 92
Southwestern Electric Power Co. 3.900% 4/1/45 1,500 1,332
Southwestern Public Service Co. 3.300% 6/15/24 1,850 1,875
Southwestern Public Service Co. 4.500% 8/15/41 100 106
Tampa Electric Co. 6.100% 5/15/18 1,575 1,749
Tampa Electric Co. 2.600% 9/15/22 75 73
Tampa Electric Co. 6.550% 5/15/36 150 195
Tampa Electric Co. 4.200% 5/15/45 750 748
TECO Finance Inc. 6.572% 11/1/17 330 363
TECO Finance Inc. 5.150% 3/15/20 125 138
TransAlta Corp. 6.650% 5/15/18 100 108
TransAlta Corp. 4.500% 11/15/22 325 319
TransAlta Corp. 6.500% 3/15/40 175 158
Tri-State Generation & Transmission        
Association Inc. 3.700% 11/1/24 550 559
Tri-State Generation & Transmission        
Association Inc. 4.700% 11/1/44 150 155
Tucson Electric Power Co. 5.150% 11/15/21 130 146
Tucson Electric Power Co. 3.050% 3/15/25 200 193
UIL Holdings Corp. 4.625% 10/1/20 100 108
Union Electric Co. 6.700% 2/1/19 235 271
Union Electric Co. 3.500% 4/15/24 1,450 1,491
Union Electric Co. 3.900% 9/15/42 675 646
Virginia Electric & Power Co. 5.400% 1/15/16 700 709
Virginia Electric & Power Co. 2.950% 1/15/22 750 758
Virginia Electric & Power Co. 3.100% 5/15/25 500 500
Virginia Electric & Power Co. 6.000% 1/15/36 500 622
Virginia Electric & Power Co. 6.000% 5/15/37 550 690
Virginia Electric & Power Co. 6.350% 11/30/37 600 780
Virginia Electric & Power Co. 8.875% 11/15/38 450 722
Virginia Electric & Power Co. 4.000% 1/15/43 850 835
Virginia Electric & Power Co. 4.450% 2/15/44 200 210
WEC Energy Group Inc. 1.650% 6/15/18 200 200
WEC Energy Group Inc. 2.450% 6/15/20 250 253
WEC Energy Group Inc. 3.550% 6/15/25 750 762
5 WEC Energy Group Inc. 6.110% 12/1/66 300 254
5 WEC Energy Group Inc. 6.250% 5/15/67 525 447

 

 

Westar Energy Inc. 8.625% 12/1/18 244 293
Westar Energy Inc. 4.125% 3/1/42 525 526
Westar Energy Inc. 4.100% 4/1/43 225 224
Westar Energy Inc. 4.625% 9/1/43 150 161
Wisconsin Electric Power Co. 4.250% 12/15/19 175 192
Wisconsin Electric Power Co. 2.950% 9/15/21 635 650
Wisconsin Electric Power Co. 5.625% 5/15/33 200 240
Wisconsin Electric Power Co. 4.250% 6/1/44 100 101
Wisconsin Power & Light Co. 5.000% 7/15/19 25 28
Wisconsin Power & Light Co. 2.250% 11/15/22 275 263
Wisconsin Power & Light Co. 6.375% 8/15/37 300 388
Wisconsin Power & Light Co. 4.100% 10/15/44 200 196
Wisconsin Public Service Corp. 3.671% 12/1/42 75 70
Xcel Energy Inc. 5.613% 4/1/17 631 670
Xcel Energy Inc. 1.200% 6/1/17 150 149
Xcel Energy Inc. 4.700% 5/15/20 305 332
Xcel Energy Inc. 3.300% 6/1/25 150 149
Xcel Energy Inc. 6.500% 7/1/36 635 791
 
Natural Gas (0.1%)        
AGL Capital Corp. 3.500% 9/15/21 1,250 1,284
AGL Capital Corp. 5.875% 3/15/41 125 141
AGL Capital Corp. 4.400% 6/1/43 125 121
Atmos Energy Corp. 8.500% 3/15/19 1,500 1,807
Atmos Energy Corp. 5.500% 6/15/41 800 927
British Transco Finance Inc. 6.625% 6/1/18 430 488
KeySpan Corp. 8.000% 11/15/30 200 277
KeySpan Corp. 5.803% 4/1/35 250 287
Laclede Group Inc. 4.700% 8/15/44 350 357
NiSource Finance Corp. 6.400% 3/15/18 314 349
NiSource Finance Corp. 6.800% 1/15/19 550 630
NiSource Finance Corp. 5.450% 9/15/20 350 394
NiSource Finance Corp. 6.125% 3/1/22 450 528
NiSource Finance Corp. 6.250% 12/15/40 400 484
NiSource Finance Corp. 5.950% 6/15/41 500 583
NiSource Finance Corp. 5.800% 2/1/42 300 348
NiSource Finance Corp. 4.800% 2/15/44 200 208
ONE Gas Inc. 2.070% 2/1/19 300 300
ONE Gas Inc. 4.658% 2/1/44 125 131
Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 150 161
Sempra Energy 6.150% 6/15/18 750 832
Sempra Energy 9.800% 2/15/19 250 309
Sempra Energy 2.400% 3/15/20 300 299
Sempra Energy 4.050% 12/1/23 850 888
Sempra Energy 6.000% 10/15/39 705 828
Southern California Gas Co. 5.750% 11/15/35 25 30
Southern California Gas Co. 3.750% 9/15/42 300 284
Southern California Gas Co. 4.450% 3/15/44 150 159
 
Other Utility (0.0%)        
American Water Capital Corp. 6.085% 10/15/17 125 136
American Water Capital Corp. 3.850% 3/1/24 1,775 1,868
American Water Capital Corp. 6.593% 10/15/37 500 655
American Water Capital Corp. 4.300% 12/1/42 125 125
United Utilities plc 5.375% 2/1/19 200 217

 

 

Veolia Environnement SA 6.750% 6/1/38 200 251
 
        212,230
Total Corporate Bonds (Cost $2,762,139)       2,790,217
Sovereign Bonds (U.S. Dollar-Denominated) (2.2%)        
African Development Bank 0.750% 10/18/16 1,150 1,147
African Development Bank 1.125% 3/15/17 1,550 1,561
African Development Bank 0.875% 3/15/18 1,500 1,498
African Development Bank 1.625% 10/2/18 300 305
African Development Bank 1.375% 2/12/20 350 348
African Development Bank 2.375% 9/23/21 1,500 1,549
Agricultural Bank Of China 2.000% 5/21/18 300 300
Agricultural Bank Of China 2.750% 5/21/20 250 251
Asian Development Bank 0.750% 1/11/17 2,800 2,806
Asian Development Bank 1.125% 3/15/17 1,325 1,335
Asian Development Bank 1.125% 6/5/18 2,300 2,304
Asian Development Bank 5.593% 7/16/18 500 559
Asian Development Bank 1.750% 9/11/18 1,650 1,684
Asian Development Bank 1.875% 10/23/18 530 543
Asian Development Bank 1.750% 3/21/19 575 586
Asian Development Bank 1.875% 4/12/19 1,550 1,586
Asian Development Bank 1.500% 1/22/20 2,500 2,500
Asian Development Bank 1.375% 3/23/20 2,250 2,247
Asian Development Bank 1.875% 2/18/22 1,850 1,858
Asian Development Bank 2.000% 1/22/25 1,000 983
Banco do Brasil SA 3.875% 1/23/17 200 198
Banco do Brasil SA 3.875% 10/10/22 350 272
Canada 0.875% 2/14/17 2,050 2,058
Canada 1.125% 3/19/18 2,100 2,111
Canada 1.625% 2/27/19 800 811
CNOOC Finance 2013 Ltd. 3.000% 5/9/23 1,950 1,826
CNOOC Finance 2015 Australia Pty Ltd. 2.625% 5/5/20 1,500 1,475
CNOOC Finance 2015 USA LLC 3.500% 5/5/25 1,500 1,428
CNOOC Nexen Finance 2014 ULC 1.625% 4/30/17 1,650 1,646
CNOOC Nexen Finance 2014 ULC 4.250% 4/30/24 1,000 1,012
CNOOC Nexen Finance 2014 ULC 4.875% 4/30/44 400 414
Corp. Andina de Fomento 3.750% 1/15/16 1,765 1,781
Corp. Andina de Fomento 1.500% 8/8/17 900 902
Corp. Andina de Fomento 4.375% 6/15/22 1,875 2,051
Council Of Europe Development Bank 1.250% 9/22/16 1,000 1,008
Council Of Europe Development Bank 1.500% 6/19/17 1,000 1,013
Council Of Europe Development Bank 1.000% 3/7/18 525 526
Council Of Europe Development Bank 1.125% 5/31/18 975 978
Council Of Europe Development Bank 1.625% 3/10/20 1,300 1,306
Ecopetrol SA 7.625% 7/23/19 1,125 1,237
Ecopetrol SA 5.875% 9/18/23 2,550 2,435
Ecopetrol SA 4.125% 1/16/25 850 705
Ecopetrol SA 5.375% 6/26/26 250 216
Ecopetrol SA 7.375% 9/18/43 800 736
Ecopetrol SA 5.875% 5/28/45 1,075 814
Emirates Telecommunications Corp. 3.500% 6/18/24 200 204
European Bank for Reconstruction &        
Development 2.500% 3/15/16 500 505
European Bank for Reconstruction &        
Development 1.375% 10/20/16 1,515 1,529
European Bank for Reconstruction &        
Development 1.000% 2/16/17 1,000 1,005

 

 

European Bank for Reconstruction &        
Development 0.750% 9/1/17 1,000 999
European Bank for Reconstruction &        
Development 1.000% 6/15/18 700 700
European Bank for Reconstruction &        
Development 1.000% 9/17/18 400 399
European Bank for Reconstruction &        
Development 1.625% 11/15/18 50 51
European Bank for Reconstruction &        
Development 1.750% 6/14/19 2,050 2,075
European Bank for Reconstruction &        
Development 1.750% 11/26/19 500 505
European Bank for Reconstruction &        
Development 1.500% 3/16/20 1,650 1,653
European Bank for Reconstruction &        
Development 1.875% 2/23/22 1,300 1,304
European Investment Bank 1.250% 10/14/16 950 956
European Investment Bank 1.125% 12/15/16 1,300 1,307
European Investment Bank 4.875% 1/17/17 1,225 1,291
European Investment Bank 1.750% 3/15/17 1,125 1,143
European Investment Bank 0.875% 4/18/17 1,500 1,501
European Investment Bank 5.125% 5/30/17 800 858
European Investment Bank 1.625% 6/15/17 100 101
European Investment Bank 1.000% 8/17/17 1,475 1,473
European Investment Bank 1.125% 9/15/17 450 453
European Investment Bank 1.000% 12/15/17 300 301
European Investment Bank 1.000% 3/15/18 4,075 4,079
European Investment Bank 1.250% 5/15/18 3,400 3,415
European Investment Bank 1.000% 6/15/18 3,500 3,494
European Investment Bank 1.125% 8/15/18 2,000 2,001
European Investment Bank 1.625% 12/18/18 3,200 3,246
European Investment Bank 1.875% 3/15/19 4,400 4,495
European Investment Bank 1.750% 6/17/19 4,675 4,728
European Investment Bank 1.625% 3/16/20 6,100 6,119
European Investment Bank 1.375% 6/15/20 2,000 1,987
European Investment Bank 2.875% 9/15/20 5,000 5,319
European Investment Bank 4.000% 2/16/21 4,000 4,480
European Investment Bank 2.500% 4/15/21 3,650 3,809
European Investment Bank 2.125% 10/15/21 350 356
European Investment Bank 2.250% 8/15/22 1,000 1,022
European Investment Bank 3.250% 1/29/24 1,550 1,686
European Investment Bank 1.875% 2/10/25 2,600 2,509
Export Development Canada 1.250% 10/26/16 1,970 1,984
Export Development Canada 0.750% 12/15/17 900 897
Export Development Canada 1.000% 6/15/18 150 150
Export Development Canada 1.500% 10/3/18 1,375 1,390
Export-Import Bank of Korea 3.750% 10/20/16 300 308
Export-Import Bank of Korea 4.000% 1/11/17 2,525 2,608
Export-Import Bank of Korea 2.875% 9/17/18 700 721
Export-Import Bank of Korea 2.375% 8/12/19 600 604
Export-Import Bank of Korea 4.000% 1/29/21 1,000 1,084
Export-Import Bank of Korea 5.000% 4/11/22 1,475 1,663
Export-Import Bank of Korea 4.000% 1/14/24 2,100 2,251
Federative Republic of Brazil 6.000% 1/17/17 2,545 2,647
5 Federative Republic of Brazil 8.000% 1/15/18 444 467
Federative Republic of Brazil 5.875% 1/15/19 875 921
Federative Republic of Brazil 8.875% 10/14/19 175 198
Federative Republic of Brazil 4.875% 1/22/21 3,305 3,103

 

 

Federative Republic of Brazil 2.625% 1/5/23 1,560 1,265
Federative Republic of Brazil 4.250% 1/7/25 1,175 1,028
Federative Republic of Brazil 8.750% 2/4/25 400 460
Federative Republic of Brazil 10.125% 5/15/27 675 843
Federative Republic of Brazil 8.250% 1/20/34 875 875
Federative Republic of Brazil 7.125% 1/20/37 950 857
Federative Republic of Brazil 5.625% 1/7/41 3,450 2,631
Federative Republic of Brazil 5.000% 1/27/45 2,201 1,651
FMS Wertmanagement AoeR 1.125% 10/14/16 1,200 1,207
FMS Wertmanagement AoeR 0.625% 1/30/17 1,900 1,896
FMS Wertmanagement AoeR 1.125% 9/5/17 700 703
FMS Wertmanagement AoeR 1.000% 11/21/17 475 476
FMS Wertmanagement AoeR 1.625% 11/20/18 1,600 1,624
FMS Wertmanagement AoeR 1.750% 3/17/20 750 756
Hydro-Quebec 1.375% 6/19/17 1,000 1,008
Hydro-Quebec 8.400% 1/15/22 1,235 1,637
Hydro-Quebec 8.050% 7/7/24 1,175 1,631
Industrial & Commercial Bank of China Ltd. 2.351% 11/13/17 500 504
Industrial & Commercial Bank of China Ltd. 3.231% 11/13/19 2,200 2,247
Inter-American Development Bank 1.375% 10/18/16 2,890 2,915
Inter-American Development Bank 0.875% 11/15/16 400 401
Inter-American Development Bank 1.125% 3/15/17 100 101
Inter-American Development Bank 1.000% 7/14/17 1,400 1,398
Inter-American Development Bank 2.375% 8/15/17 250 257
Inter-American Development Bank 0.875% 3/15/18 350 350
Inter-American Development Bank 1.750% 8/24/18 5,105 5,207
Inter-American Development Bank 1.125% 8/28/18 3,700 3,703
Inter-American Development Bank 3.875% 9/17/19 100 110
Inter-American Development Bank 1.750% 10/15/19 2,200 2,228
Inter-American Development Bank 3.875% 2/14/20 500 552
Inter-American Development Bank 1.875% 6/16/20 1,000 1,018
Inter-American Development Bank 2.125% 11/9/20 350 359
Inter-American Development Bank 1.750% 4/14/22 3,500 3,471
Inter-American Development Bank 3.000% 2/21/24 2,600 2,784
Inter-American Development Bank 7.000% 6/15/25 250 341
Inter-American Development Bank 3.875% 10/28/41 800 897
Inter-American Development Bank 4.375% 1/24/44 450 546
International Bank for Reconstruction &        
Development 0.625% 10/14/16 1,950 1,949
International Bank for Reconstruction &        
Development 0.750% 12/15/16 2,900 2,903
International Bank for Reconstruction &        
Development 0.875% 4/17/17 4,750 4,767
International Bank for Reconstruction &        
Development 1.125% 7/18/17 950 956
International Bank for Reconstruction &        
Development 1.000% 11/15/17 500 501
International Bank for Reconstruction &        
Development 1.375% 4/10/18 3,200 3,228
International Bank for Reconstruction &        
Development 1.000% 6/15/18 3,500 3,488
International Bank for Reconstruction &        
Development 1.875% 3/15/19 3,300 3,360
International Bank for Reconstruction &        
Development 1.875% 10/7/19 1,500 1,533
International Bank for Reconstruction &        
Development 2.125% 11/1/20 2,200 2,266

 

 

  International Bank for Reconstruction &        
  Development 2.250% 6/24/21 1,700 1,746
  International Bank for Reconstruction &        
  Development 1.625% 2/10/22 2,025 2,001
  International Bank for Reconstruction &        
  Development 7.625% 1/19/23 25 35
  International Bank for Reconstruction &        
  Development 2.500% 11/25/24 4,500 4,610
  International Bank for Reconstruction &        
  Development 2.500% 7/29/25 2,500 2,547
  International Finance Corp. 2.250% 4/11/16 525 530
  International Finance Corp. 0.625% 10/3/16 900 901
  International Finance Corp. 0.625% 11/15/16 1,000 1,001
  International Finance Corp. 1.125% 11/23/16 2,150 2,162
  International Finance Corp. 1.000% 4/24/17 575 576
  International Finance Corp. 2.125% 11/17/17 950 971
  International Finance Corp. 0.625% 12/21/17 625 619
  International Finance Corp. 1.250% 7/16/18 2,200 2,211
  International Finance Corp. 1.750% 9/4/18 1,300 1,324
  International Finance Corp. 1.750% 9/16/19 1,100 1,115
  International Finance Corp. 1.625% 7/16/20 1,000 1,007
9 Japan Bank for International Cooperation 1.125% 7/19/17 650 652
9 Japan Bank for International Cooperation 1.750% 7/31/18 925 938
9 Japan Bank for International Cooperation 1.750% 11/13/18 3,000 3,040
9 Japan Bank for International Cooperation 2.125% 2/7/19 1,000 1,023
9 Japan Bank for International Cooperation 1.750% 5/28/20 1,000 1,001
9 Japan Bank for International Cooperation 3.375% 7/31/23 325 352
9 Japan Bank for International Cooperation 3.000% 5/29/24 650 681
9 Japan Bank for International Cooperation 2.125% 2/10/25 2,400 2,352
9 Japan Bank for International Cooperation 2.500% 5/28/25 1,000 1,005
9 Japan Finance Organization for Municipalities 5.000% 5/16/17 500 532
10 KFW 1.250% 10/5/16 1,970 1,985
10 KFW 0.625% 12/15/16 1,600 1,602
10 KFW 1.250% 2/15/17 3,425 3,455
10 KFW 0.750% 3/17/17 3,400 3,400
10 KFW 0.875% 9/5/17 2,000 2,003
10 KFW 0.875% 12/15/17 1,475 1,470
10 KFW 1.000% 1/26/18 2,300 2,298
10 KFW 4.375% 3/15/18 3,450 3,736
10 KFW 1.000% 6/11/18 2,200 2,199
10 KFW 4.500% 7/16/18 350 383
10 KFW 1.125% 8/6/18 1,500 1,500
10 KFW 1.875% 4/1/19 3,925 4,014
10 KFW 4.875% 6/17/19 4,775 5,397
10 KFW 1.750% 10/15/19 1,300 1,316
10 KFW 4.000% 1/27/20 150 166
10 KFW 1.500% 4/20/20 3,550 3,548
10 KFW 2.750% 9/8/20 4,500 4,763
10 KFW 2.750% 10/1/20 3,200 3,382
10 KFW 2.375% 8/25/21 2,710 2,808
10 KFW 2.625% 1/25/22 1,500 1,572
10 KFW 2.000% 10/4/22 1,575 1,584
10 KFW 2.125% 1/17/23 1,750 1,770
10 KFW 2.500% 11/20/24 3,800 3,908
10 KFW 2.000% 5/2/25 2,500 2,452
10 KFW 0.000% 4/18/36 500 268
  Korea Development Bank 3.250% 3/9/16 970 979
  Korea Development Bank 4.000% 9/9/16 750 770

 

 

  Korea Development Bank 3.875% 5/4/17 1,000 1,037
  Korea Development Bank 4.625% 11/16/21 1,375 1,528
  Korea Development Bank 3.000% 9/14/22 1,400 1,407
  Korea Development Bank 3.750% 1/22/24 1,500 1,586
10 Landwirtschaftliche Rentenbank 2.500% 2/15/16 1,755 1,768
10 Landwirtschaftliche Rentenbank 2.375% 9/13/17 1,000 1,030
10 Landwirtschaftliche Rentenbank 1.000% 4/4/18 1,000 1,002
10 Landwirtschaftliche Rentenbank 1.875% 9/17/18 600 614
10 Landwirtschaftliche Rentenbank 1.750% 4/15/19 350 356
10 Landwirtschaftliche Rentenbank 1.375% 10/23/19 425 425
10 Landwirtschaftliche Rentenbank 2.000% 1/13/25 2,500 2,451
10 Landwirtschaftliche Rentenbank 2.375% 6/10/25 975 977
  Nexen Energy ULC 7.875% 3/15/32 100 133
  Nexen Energy ULC 5.875% 3/10/35 410 461
  Nexen Energy ULC 6.400% 5/15/37 800 951
  Nexen Energy ULC 7.500% 7/30/39 625 823
  Nordic Investment Bank 0.750% 1/17/18 2,700 2,694
  Nordic Investment Bank 1.125% 3/19/18 800 803
  Nordic Investment Bank 1.875% 6/14/19 850 865
  North American Development Bank 2.300% 10/10/18 325 329
  North American Development Bank 4.375% 2/11/20 650 714
  North American Development Bank 2.400% 10/26/22 350 349
11 Oesterreichische Kontrollbank AG 0.750% 12/15/16 1,000 1,002
11 Oesterreichische Kontrollbank AG 5.000% 4/25/17 300 320
11 Oesterreichische Kontrollbank AG 1.125% 5/29/18 1,275 1,278
11 Oesterreichische Kontrollbank AG 1.375% 2/10/20 1,400 1,394
11 Oesterreichische Kontrollbank AG 2.375% 10/1/21 1,000 1,032
5 Oriental Republic of Uruguay 4.500% 8/14/24 1,650 1,660
5 Oriental Republic of Uruguay 4.125% 11/20/45 2,029 1,633
5 Oriental Republic of Uruguay 5.100% 6/18/50 1,750 1,505
  Petroleos Mexicanos 5.750% 3/1/18 1,275 1,349
  Petroleos Mexicanos 8.000% 5/3/19 700 795
  Petroleos Mexicanos 6.000% 3/5/20 1,700 1,814
8 Petroleos Mexicanos 3.500% 7/23/20 1,500 1,453
  Petroleos Mexicanos 5.500% 1/21/21 2,130 2,237
  Petroleos Mexicanos 4.875% 1/24/22 5,750 5,707
  Petroleos Mexicanos 3.500% 1/30/23 1,250 1,129
  Petroleos Mexicanos 4.875% 1/18/24 1,500 1,452
5 Petroleos Mexicanos 2.290% 2/15/24 170 169
8 Petroleos Mexicanos 4.250% 1/15/25 1,700 1,552
  Petroleos Mexicanos 2.378% 4/15/25 200 194
8 Petroleos Mexicanos 4.500% 1/23/26 1,500 1,377
  Petroleos Mexicanos 4.500% 1/23/26 1,400 1,285
  Petroleos Mexicanos 6.625% 6/15/35 1,000 937
  Petroleos Mexicanos 6.625% 6/15/38 375 350
  Petroleos Mexicanos 6.500% 6/2/41 300 276
8 Petroleos Mexicanos 5.500% 6/27/44 1,450 1,164
  Petroleos Mexicanos 5.500% 6/27/44 1,725 1,384
  Petroleos Mexicanos 6.375% 1/23/45 1,750 1,570
8 Petroleos Mexicanos 5.625% 1/23/46 1,200 978
  Province of British Columbia 2.650% 9/22/21 500 522
  Province of British Columbia 2.000% 10/23/22 300 298
  Province of Manitoba 4.900% 12/6/16 1,235 1,295
  Province of Manitoba 1.125% 6/1/18 850 848
  Province of Manitoba 2.100% 9/6/22 300 297
  Province of Manitoba 3.050% 5/14/24 1,600 1,661
  Province of New Brunswick 2.750% 6/15/18 725 753
  Province of Nova Scotia 5.125% 1/26/17 500 528

 

 

Province of Ontario 1.100% 10/25/17 2,050 2,050
Province of Ontario 3.150% 12/15/17 100 104
Province of Ontario 1.200% 2/14/18 1,200 1,202
Province of Ontario 3.000% 7/16/18 400 418
Province of Ontario 2.000% 9/27/18 1,650 1,680
Province of Ontario 2.000% 1/30/19 1,875 1,902
Province of Ontario 1.650% 9/27/19 925 923
Province of Ontario 4.000% 10/7/19 850 925
Province of Ontario 4.400% 4/14/20 475 530
Province of Ontario 2.450% 6/29/22 100 101
Province of Ontario 3.200% 5/16/24 1,000 1,052
Quebec 5.125% 11/14/16 525 551
Quebec 4.625% 5/14/18 2,100 2,284
Quebec 3.500% 7/29/20 1,530 1,650
Quebec 2.750% 8/25/21 1,375 1,426
Quebec 2.625% 2/13/23 2,050 2,089
Quebec 7.125% 2/9/24 400 526
Quebec 2.875% 10/16/24 700 717
Quebec 7.500% 9/15/29 475 702
Region of Lombardy Italy 5.804% 10/25/32 500 538
Republic of Chile 3.875% 8/5/20 75 80
Republic of Chile 3.250% 9/14/21 225 232
Republic of Chile 2.250% 10/30/22 150 143
Republic of Chile 3.125% 3/27/25 1,875 1,858
Republic of Chile 3.625% 10/30/42 800 689
Republic of Colombia 7.375% 1/27/17 700 752
Republic of Colombia 7.375% 3/18/19 825 934
Republic of Colombia 4.375% 7/12/21 2,130 2,167
5 Republic of Colombia 2.625% 3/15/23 825 730
Republic of Colombia 4.000% 2/26/24 2,000 1,923
Republic of Colombia 8.125% 5/21/24 400 491
5 Republic of Colombia 4.500% 1/28/26 500 486
Republic of Colombia 7.375% 9/18/37 1,000 1,125
Republic of Colombia 6.125% 1/18/41 1,775 1,728
5 Republic of Colombia 5.625% 2/26/44 800 731
5 Republic of Colombia 5.000% 6/15/45 2,450 2,107
Republic of Italy 5.375% 6/12/17 950 1,012
Republic of Italy 6.875% 9/27/23 1,500 1,910
Republic of Italy 5.375% 6/15/33 1,400 1,613
Republic of Korea 7.125% 4/16/19 1,575 1,862
Republic of Korea 3.875% 9/11/23 1,800 1,960
Republic of Korea 4.125% 6/10/44 850 975
Republic of Panama 5.200% 1/30/20 2,045 2,219
5 Republic of Panama 4.000% 9/22/24 600 592
5 Republic of Panama 3.750% 3/16/25 700 677
Republic of Panama 7.125% 1/29/26 900 1,109
Republic of Panama 9.375% 4/1/29 200 291
5 Republic of Panama 6.700% 1/26/36 1,584 1,866
5 Republic of Panama 4.300% 4/29/53 250 212
Republic of Peru 7.125% 3/30/19 700 811
Republic of Peru 7.350% 7/21/25 1,600 2,006
Republic of Peru 4.125% 8/25/27 800 784
Republic of Peru 8.750% 11/21/33 1,225 1,722
Republic of Peru 5.625% 11/18/50 2,275 2,303
Republic of Poland 6.375% 7/15/19 3,340 3,866
Republic of Poland 5.125% 4/21/21 900 1,013
Republic of Poland 5.000% 3/23/22 1,415 1,580
Republic of Poland 3.000% 3/17/23 2,000 1,991

 

 

Republic of Poland 4.000% 1/22/24 1,225 1,294
Republic of South Africa 6.875% 5/27/19 575 641
Republic of South Africa 5.500% 3/9/20 1,985 2,109
Republic of South Africa 5.875% 5/30/22 200 215
Republic of South Africa 4.665% 1/17/24 2,600 2,571
Republic of South Africa 5.875% 9/16/25 300 315
Republic of South Africa 6.250% 3/8/41 700 739
Republic of the Philippines 8.375% 6/17/19 800 982
Republic of the Philippines 6.500% 1/20/20 2,450 2,884
Republic of the Philippines 4.000% 1/15/21 3,475 3,742
Republic of the Philippines 4.200% 1/21/24 1,400 1,531
Republic of the Philippines 9.500% 10/21/24 550 825
Republic of the Philippines 10.625% 3/16/25 425 672
Republic of the Philippines 5.500% 3/30/26 1,500 1,780
Republic of the Philippines 9.500% 2/2/30 825 1,312
Republic of the Philippines 7.750% 1/14/31 775 1,100
Republic of the Philippines 6.375% 1/15/32 800 1,025
Republic of the Philippines 6.375% 10/23/34 1,675 2,192
Republic of the Philippines 5.000% 1/13/37 400 459
Republic of the Philippines 3.950% 1/20/40 300 302
Republic of Turkey 7.000% 9/26/16 600 627
Republic of Turkey 7.500% 7/14/17 1,975 2,135
Republic of Turkey 6.750% 4/3/18 1,450 1,566
Republic of Turkey 7.000% 3/11/19 1,325 1,456
Republic of Turkey 7.000% 6/5/20 1,625 1,797
Republic of Turkey 5.625% 3/30/21 1,175 1,227
Republic of Turkey 5.125% 3/25/22 1,125 1,138
Republic of Turkey 3.250% 3/23/23 1,000 890
Republic of Turkey 7.375% 2/5/25 2,075 2,372
Republic of Turkey 4.250% 4/14/26 1,300 1,175
Republic of Turkey 11.875% 1/15/30 1,600 2,553
Republic of Turkey 8.000% 2/14/34 175 211
Republic of Turkey 6.875% 3/17/36 3,000 3,242
Republic of Turkey 6.750% 5/30/40 2,000 2,130
Republic of Turkey 6.000% 1/14/41 2,150 2,093
Republic of Turkey 4.875% 4/16/43 3,300 2,747
State of Israel 5.500% 11/9/16 1,320 1,387
State of Israel 5.125% 3/26/19 300 335
State of Israel 4.000% 6/30/22 900 976
State of Israel 3.150% 6/30/23 1,100 1,128
State of Israel 4.500% 1/30/43 950 960
Statoil ASA 3.125% 8/17/17 1,085 1,124
Statoil ASA 1.250% 11/9/17 600 597
Statoil ASA 1.200% 1/17/18 2,000 1,993
Statoil ASA 1.950% 11/8/18 200 201
Statoil ASA 5.250% 4/15/19 1,510 1,680
Statoil ASA 2.250% 11/8/19 1,000 1,013
Statoil ASA 2.900% 11/8/20 150 155
Statoil ASA 2.750% 11/10/21 1,100 1,109
Statoil ASA 3.150% 1/23/22 125 126
Statoil ASA 2.450% 1/17/23 400 383
Statoil ASA 2.650% 1/15/24 275 262
Statoil ASA 3.700% 3/1/24 500 513
Statoil ASA 3.250% 11/10/24 550 543
Statoil ASA 7.150% 1/15/29 250 330
Statoil ASA 5.100% 8/17/40 300 337
Statoil ASA 4.250% 11/23/41 325 323
Statoil ASA 3.950% 5/15/43 175 165

 

 

Statoil ASA 4.800% 11/8/43 600 642
Svensk Exportkredit AB 2.125% 7/13/16 1,065 1,079
Svensk Exportkredit AB 1.750% 5/30/17 125 127
Svensk Exportkredit AB 1.875% 6/17/19 1,550 1,582
Svensk Exportkredit AB 1.875% 6/23/20 600 607
United Mexican States 5.625% 1/15/17 3,729 3,945
United Mexican States 5.950% 3/19/19 2,113 2,367
United Mexican States 3.500% 1/21/21 600 609
United Mexican States 3.625% 3/15/22 3,350 3,377
United Mexican States 4.000% 10/2/23 3,507 3,568
United Mexican States 3.600% 1/30/25 2,275 2,232
United Mexican States 6.750% 9/27/34 309 368
United Mexican States 6.050% 1/11/40 2,020 2,179
United Mexican States 4.750% 3/8/44 4,342 3,897
United Mexican States 5.550% 1/21/45 1,100 1,104
United Mexican States 4.600% 1/23/46 600 524
United Mexican States 5.750% 10/12/10 4,292 3,934
Total Sovereign Bonds (Cost $559,418)       558,762
Taxable Municipal Bonds (0.4%)        
American Municipal Power Ohio Inc. Revenue        
(Hydroelectric Projects) 6.449% 2/15/44 200 238
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.834% 2/15/41 100 137
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.053% 2/15/43 50 59
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 5.939% 2/15/47 925 1,082
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.270% 2/15/50 560 660
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 75 100
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 175 253
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% 4/1/40 175 231
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 1,075 1,429
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 125 171
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 1,210 1,648
California GO 5.750% 3/1/17 150 160
California GO 6.200% 10/1/19 1,600 1,883
California GO 5.700% 11/1/21 1,000 1,181
California GO 7.500% 4/1/34 2,270 3,183
California GO 7.550% 4/1/39 2,005 2,898
California GO 7.300% 10/1/39 350 484
California GO 7.350% 11/1/39 1,325 1,848
California GO 7.625% 3/1/40 800 1,149
California GO 7.600% 11/1/40 350 514
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 100 123
Chicago IL Board of Education GO 6.319% 11/1/29 300 252
Chicago IL GO 7.375% 1/1/33 550 562
Chicago IL GO 7.781% 1/1/35 100 104

 

 

Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 350 409
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 93
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 200 208
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 735 827
Chicago IL Wastewater Transmission        
Revenue 6.900% 1/1/40 75 83
Chicago IL Water Revenue 6.742% 11/1/40 575 631
Clark County NV Airport System Revenue 6.881% 7/1/42 75 85
Clark County NV Airport System Revenue 6.820% 7/1/45 500 686
Colorado Bridge Enterprise Revenue 6.078% 12/1/40 700 876
Commonwealth Financing Authority        
Pennsylvania Revenue 6.218% 6/1/39 325 383
Connecticut GO 5.090% 10/1/30 575 643
Connecticut GO 5.850% 3/15/32 610 723
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.459% 11/1/30 150 174
Cook County IL GO 6.229% 11/15/34 400 411
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% 12/1/41 675 771
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 200 262
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 75 87
Dallas TX Convention Center Hotel        
Development Corp. Hotel Revenue 7.088% 1/1/42 1,020 1,287
Dallas TX Independent School District GO 6.450% 2/15/35 150 176
Dartmouth College New Hampshire GO 4.750% 6/1/19 25 28
Denver CO City & County School District No.        
1 COP 7.017% 12/15/37 100 133
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 61
District of Columbia Income Tax Revenue 5.582% 12/1/35 75 91
District of Columbia Water & Sewer Authority        
Public Utility Revenue 4.814% 10/1/14 925 927
Energy Northwest Washington Electric        
Revenue (Columbia Generating Station) 2.197% 7/1/19 250 254
Florida Hurricane Catastrophe Fund Finance        
Corp. Revenue 2.107% 7/1/18 425 430
Florida Hurricane Catastrophe Fund Finance        
Corp. Revenue 2.995% 7/1/20 700 716
George Washington University District of        
Columbia GO 3.485% 9/15/22 500 519
George Washington University District of        
Columbia GO 4.300% 9/15/44 400 388
Georgia GO 4.503% 11/1/25 325 364
Georgia Municipal Electric Power Authority        
Revenue 6.637% 4/1/57 1,010 1,184
Georgia Municipal Electric Power Authority        
Revenue 6.655% 4/1/57 800 937
Georgia Municipal Electric Power Authority        
Revenue 7.055% 4/1/57 150 163

 

 

Houston TX Utility System Revenue 3.828% 5/15/28 275 289
Illinois GO 5.365% 3/1/17 375 390
Illinois GO 5.877% 3/1/19 600 654
Illinois GO 4.950% 6/1/23 1,450 1,464
Illinois GO 5.100% 6/1/33 2,920 2,737
Illinois GO 6.630% 2/1/35 480 498
Illinois GO 6.725% 4/1/35 475 495
Illinois GO 7.350% 7/1/35 2,000 2,182
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% 1/15/40 475 595
JobsOhio Beverage System Statewide Liquor        
Profits Revenue 3.985% 1/1/29 300 315
JobsOhio Beverage System Statewide Liquor        
Profits Revenue 4.532% 1/1/35 225 238
Kansas Development Finance Authority        
Revenue 4.727% 4/15/37 500 483
Kentucky Asset/Liability Commission General        
Fund Revenue 3.165% 4/1/18 23 24
Los Angeles CA Community College District        
GO 6.600% 8/1/42 250 337
Los Angeles CA Community College District        
GO 6.750% 8/1/49 235 325
Los Angeles CA Department of Water &        
Power Revenue 5.716% 7/1/39 100 120
Los Angeles CA Department of Water &        
Power Revenue 6.008% 7/1/39 325 401
Los Angeles CA Department of Water &        
Power Revenue 6.166% 7/1/40 100 113
Los Angeles CA Department of Water &        
Power Revenue 6.574% 7/1/45 410 552
Los Angeles CA Department of Water &        
Power Revenue 6.603% 7/1/50 500 675
Los Angeles CA Unified School District GO 5.750% 7/1/34 1,060 1,270
Los Angeles CA Unified School District GO 6.758% 7/1/34 100 131
Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax        
Revenue 5.735% 6/1/39 125 153
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.488% 8/1/33 200 259
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% 7/1/43 100 123
Massachusetts GO 4.200% 12/1/21 225 248
Massachusetts GO 5.456% 12/1/39 845 1,025
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.715% 8/15/39 475 581
Massachusetts Transportation Fund Revenue 5.731% 6/1/40 50 62
Massachusetts Water Pollution Abatement        
Trust Revenue 5.192% 8/1/40 435 513
Metropolitan Government of Nashville &        
Davidson County TN Convention Center        
Authority Tourism Tax Revenue 6.731% 7/1/43 100 126
Metropolitan Government of Nashville &        
Davidson County TN GO 5.707% 7/1/34 125 148

 

 

Metropolitan Washington DC/VA Airports        
Authority Dulles Toll Road Revenue 7.462% 10/1/46 75 96
Metropolitan Water District of Southern        
California Revenue 6.947% 7/1/40 75 88
Mississippi GO 5.245% 11/1/34 50 57
Missouri Highways & Transportation        
Commission Road Revenue 5.445% 5/1/33 100 118
12 New Jersey Economic Development Authority        
Revenue (State Pension Funding) 7.425% 2/15/29 1,435 1,628
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 5.754% 12/15/28 460 479
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.104% 12/15/28 1,150 1,212
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.561% 12/15/40 450 463
13 New Jersey Turnpike Authority Revenue 4.252% 1/1/16 65 66
New Jersey Turnpike Authority Revenue 7.414% 1/1/40 375 519
New Jersey Turnpike Authority Revenue 7.102% 1/1/41 1,705 2,284
New York City NY GO 6.246% 6/1/35 100 114
New York City NY GO 5.968% 3/1/36 160 197
New York City NY GO 5.985% 12/1/36 75 91
New York City NY GO 5.517% 10/1/37 400 472
New York City NY GO 6.271% 12/1/37 900 1,148
New York City NY GO 5.846% 6/1/40 100 124
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.750% 6/15/41 100 126
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.790% 6/15/41 500 559
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 97
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.440% 6/15/43 100 121
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.882% 6/15/44 1,510 1,928
New York City NY Transitional Finance        
Authority Building Aid Revenue 6.828% 7/15/40 250 325
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% 8/1/37 150 181
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.572% 11/1/38 625 756
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 1,525 2,213
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% 11/15/39 100 118
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.648% 11/15/39 585 749
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.500% 3/15/30 530 625
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.628% 3/15/39 95 114
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.389% 3/15/40 100 120

 

 

New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.770% 3/15/39 300 365
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.838% 3/15/40 75 93
New York University Hospitals Center GO 4.428% 7/1/42 200 198
New York University Hospitals Center        
Revenue 5.750% 7/1/43 375 435
North Texas Tollway Authority System        
Revenue 6.718% 1/1/49 700 948
Ohio State University General Receipts        
Revenue 4.910% 6/1/40 175 199
Ohio State University General Receipts        
Revenue 4.800% 6/1/11 1,265 1,222
Ohio State University General Receipts        
Revenue 5.590% 12/1/14 200 215
Ohio Water Development Authority Water        
Pollution Control Loan Fund Revenue 4.879% 12/1/34 100 113
Orange County CA Local Transportation        
Authority Sales Tax Revenue 6.908% 2/15/41 75 101
Oregon Department of Transportation        
Highway User Tax Revenue 5.834% 11/15/34 75 95
Oregon GO 5.762% 6/1/23 500 584
Oregon GO 5.892% 6/1/27 375 453
13 Oregon School Boards Association GO 4.759% 6/30/28 500 551
14 Oregon School Boards Association GO 5.528% 6/30/28 125 143
Pennsylvania GO 4.650% 2/15/26 125 136
Pennsylvania GO 5.350% 5/1/30 400 434
Pennsylvania Public School Building Authority        
Lease Revenue (School District of        
Philadelphia) 5.000% 9/15/27 100 109
Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 575 668
Pennsylvania Turnpike Commission Revenue 5.561% 12/1/49 75 88
Philadelphia PA Industrial Development        
Authority City Service Agreement Revenue 3.964% 4/15/26 250 250
Port Authority of New York & New Jersey        
Revenue 6.040% 12/1/29 125 154
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 800 950
Port Authority of New York & New Jersey        
Revenue 4.960% 8/1/46 975 1,058
Port Authority of New York & New Jersey        
Revenue 5.310% 8/1/46 375 399
Port Authority of New York & New Jersey        
Revenue 4.926% 10/1/51 535 576
Port Authority of New York & New Jersey        
Revenue 4.458% 10/1/62 1,075 1,039
President & Fellows of Harvard College        
Massachusetts GO 4.875% 10/15/40 275 323
Princeton University New Jersey GO 4.950% 3/1/19 1,375 1,525
Princeton University New Jersey GO 5.700% 3/1/39 300 388
Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 150 194
Rutgers State University New Jersey Revenue 5.665% 5/1/40 325 380
Sacramento CA Public Financing Authority        
Lease Revenue 5.637% 4/1/50 150 151
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 75 88

 

 

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 5.808% 2/1/41 500 627
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 450 477
San Diego County CA Regional Airport        
Authority Revenue 5.594% 7/1/43 300 327
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 850 1,070
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.000% 11/1/40 75 91
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.950% 11/1/50 500 703
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 645 786
Sonoma County CA Pension Obligation        
Revenue 6.000% 12/1/29 250 294
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 375 471
Texas GO 5.517% 4/1/39 660 826
Texas Transportation Commission Revenue 5.028% 4/1/26 100 117
Texas Transportation Commission Revenue 5.178% 4/1/30 275 320
Texas Transportation Commission Revenue 4.631% 4/1/33 300 333
Texas Transportation Commission Revenue 4.681% 4/1/40 100 112
Tufts University Massachusetts GO 5.017% 4/15/12 550 581
University of California Regents General        
Revenue 4.601% 5/15/31 500 539
University of California Regents Medical        
Center Revenue 6.548% 5/15/48 150 192
University of California Regents Medical        
Center Revenue 6.583% 5/15/49 125 160
University of California Revenue 1.796% 7/1/19 1,400 1,411
University of California Revenue 6.270% 5/15/31 500 559
University of California Revenue 5.770% 5/15/43 410 503
University of California Revenue 4.765% 5/15/44 150 158
University of California Revenue 5.946% 5/15/45 275 335
University of California Revenue 4.858% 5/15/12 330 319
University of Massachusetts Building Authority        
Revenue 5.450% 11/1/40 75 89
University of Southern California GO 5.250% 10/1/11 200 234
University of Texas System Revenue        
Financing System Revenue 5.262% 7/1/39 100 122
University of Texas System Revenue        
Financing System Revenue 6.276% 8/15/41 75 85
University of Texas System Revenue        
Financing System Revenue 5.134% 8/15/42 150 179
University of Virginia Revenue 6.200% 9/1/39 800 1,097
Utah GO 4.554% 7/1/24 125 141
Utah GO 3.539% 7/1/25 50 53
Virginia Commonwealth Transportation Board        
Revenue 5.350% 5/15/35 160 186
Washington GO 5.481% 8/1/39 50 61
Washington GO 5.140% 8/1/40 480 569
14 Wisconsin GO 5.700% 5/1/26 325 383
Total Taxable Municipal Bonds (Cost $93,332)       100,794

 

 

Temporary Cash Investments (3.0%)1        
        Face  
        Amount  
        ($000)  
U.S. Government and Agency Obligations (0.1%)        
2 Federal Home Loan Bank Discount Notes 0.200% 11/18/15 7,000 6,999
2 Federal Home Loan Bank Discount Notes 0.195% 12/2/15 7,000 6,998
4 Freddie Mac Discount Notes 0.125% 10/30/15 500 500
          14,497
        Shares  
Money Market Fund (2.9%)        
15,16 Vanguard Market Liquidity Fund 0.186%   731,096,296 731,096
Total Temporary Cash Investments (Cost $745,592)       745,593
Total Investments (102.5%) (Cost $19,008,707)       25,825,941
Other Assets and Liabilities-Net (-2.5%)16       (620,948)
Net Assets (100%)       25,204,993

 

  • Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $43,603,000.
  • Non-income-producing security.
  • 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 58.7% and 2.6%, respectively, of net assets.
  • 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.
  • U.S. government-guaranteed.
  • 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.
  • 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.
  • Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of September 30, 2015.
  • Adjustable-rate security.
  • 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, 2015, the aggregate value of these securities was $66,411,000, representing 0.3% of net assets.
  • Guaranteed by the Government of Japan.
  • Guaranteed by the Federal Republic of Germany.
  • Guaranteed by the Republic of Austria.
  • Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
  • Scheduled principal and interest payments are guaranteed by AMBAC (Ambac Assurance Corporation).
  • Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
  • Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
  • Includes $44,965,000 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, 2015, counterparties had deposited in segregated accounts securities and cash with a value of $1,344,000 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 has also entered into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate.

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, 2015, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Common Stocks 14,719,786 — 184
U.S. Government and Agency Obligations — 6,578,931 —
Asset-Backed/Commercial Mortgage-Backed Securities — 330,361 1,313
Corporate Bonds — 2,782,579 7,534
Sovereign Bonds — 558,762 —
Taxable Municipal Bonds — 100,794 —
Temporary Cash Investments 731,096 14,497 —
Futures Contracts—Assets1 1,236 — —
Total 15,452,118 10,365,924 9,031
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, 2015, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:

 

        ($000)
    Number of Aggregate  
    Long (Short) Settlement Unrealized
    Contracts Value Appreciation
Futures Contracts Expiration   Long (Short) (Depreciation)
S&P 500 Index December 2015 85 40,560 (752)
E-mini S&P 500 Index December 2015 183 17,465 (307)
E-mini S&P MidCap Index December 2015 48 6,542 (174)
E-mini Russell 2000 Index December 2015 59 6,466 (313)
        (1,546)

 

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

F. At September 30, 2015, the cost of investment securities for tax purposes was $19,009,001,000. Net unrealized appreciation of investment securities for tax purposes was $6,816,836,000, consisting of unrealized gains of $7,069,670,000 on securities that had risen in value since their purchase and $252,834,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Managed Payout Fund        
 
 
 
Consolidated Schedule of Investments      
As of September 30, 2015        
 
          Market
          Value
        Shares ($000)
Investment Companies (95.0%)        
U.S. Stock Fund (19.8%)        
  Vanguard Total Stock Market Index Fund Investor Shares   6,249,856 300,368
 
Global Stock Fund (15.0%)        
  Vanguard Global Minimum Volatility Fund Investor Shares   20,017,290 227,396
 
International Stock Funds (24.7%)        
  Vanguard Total International Stock Index Fund Investor Shares   21,129,159 300,456
  Vanguard Emerging Markets Stock Index Fund Investor Shares   3,542,625 74,360
          374,816
U.S. Bond Fund (11.9%)        
1 Vanguard Total Bond Market II Index Fund Investor   16,812,513 180,903
 
International Bond Fund (5.9%)        
  Vanguard Total International Bond Index Fund Investor Shares   8,538,942 90,257
 
Alternative Funds (17.7%)        
* Vanguard Alternative Strategies Fund     7,949,170 158,983
* Vanguard Market Neutral Fund Investor Shares     9,000,137 109,532
          268,515
Total Investment Companies (Cost $1,312,501)       1,442,255
Temporary Cash Investments (5.2%)2        
        Face  
      Maturity Amount  
    Coupon Date ($000)  
U.S. Government and Agency Obligations (5.2%)        
3,4 Fannie Mae Discount Notes 0.150% 10/1/15 357 357
3,4 Fannie Mae Discount Notes 0.180% 10/5/15 250 250
3,4,5Fannie Mae Discount Notes 0.080%–0.145% 10/7/15 2,415 2,415
3,4,5Fannie Mae Discount Notes 0.130% 10/15/15 3,000 3,000
3,4 Fannie Mae Discount Notes 0.170% 10/19/15 200 200
3,4 Fannie Mae Discount Notes 0.130%–0.184% 10/21/15 3,785 3,785
3,4 Fannie Mae Discount Notes 0.170% 10/30/15 145 145
3,4 Fannie Mae Discount Notes 0.180%–0.200% 11/4/15 1,700 1,700
3,4 Fannie Mae Discount Notes 0.150%–0.190% 11/12/15 1,100 1,100
3,4 Fannie Mae Discount Notes 0.160%–0.190% 11/18/15 2,206 2,205
3,4,5Fannie Mae Discount Notes 0.180% 11/19/15 2,000 1,999
3,4 Fannie Mae Discount Notes 0.120%–0.200% 11/25/15 1,600 1,599
3,4 Fannie Mae Discount Notes 0.150% 12/14/15 1,000 999
3,4 Fannie Mae Discount Notes 0.140% 12/23/15 1,667 1,666
3,4 Fannie Mae Discount Notes 0.180% 1/6/16 290 290
3,4 Fannie Mae Discount Notes 0.180%–0.200% 1/14/16 400 400
3,4 Fannie Mae Discount Notes 0.180% 1/15/16 230 230
3,4 Fannie Mae Discount Notes 0.210% 2/2/16 600 600
3,6 Federal Home Loan Bank Discount Notes 0.150% 10/5/15 915 915
3,6 Federal Home Loan Bank Discount Notes 0.200% 10/6/15 400 400
3,5,6Federal Home Loan Bank Discount Notes 0.150% 10/7/15 1,100 1,100
3,6 Federal Home Loan Bank Discount Notes 0.180% 10/8/15 735 735

 

 

3,6 Federal Home Loan Bank Discount Notes 0.110% 10/9/15 1,595 1,595
3,6 Federal Home Loan Bank Discount Notes 0.210% 10/13/15 578 578
3,5,6Federal Home Loan Bank Discount Notes 0.150%–0.190% 10/16/15 1,300 1,300
3,6 Federal Home Loan Bank Discount Notes 0.140% 10/19/15 750 750
3,6 Federal Home Loan Bank Discount Notes 0.220% 10/23/15 300 300
3,6 Federal Home Loan Bank Discount Notes 0.220% 10/26/15 500 500
3,6 Federal Home Loan Bank Discount Notes 0.160% 10/30/15 500 500
3,6 Federal Home Loan Bank Discount Notes 0.175% 11/3/15 1,900 1,900
3,6 Federal Home Loan Bank Discount Notes 0.200%–0.220% 11/4/15 1,187 1,187
3,6 Federal Home Loan Bank Discount Notes 0.160%–0.220% 11/6/15 925 925
3,6 Federal Home Loan Bank Discount Notes 0.200%–0.250% 11/9/15 1,150 1,150
3,6 Federal Home Loan Bank Discount Notes 0.250% 11/13/15 834 834
3,6 Federal Home Loan Bank Discount Notes 0.190%–0.250% 11/16/15 2,355 2,354
3,6 Federal Home Loan Bank Discount Notes 0.160% 11/20/15 735 735
3,6 Federal Home Loan Bank Discount Notes 0.260% 11/25/15 500 500
3,6 Federal Home Loan Bank Discount Notes 0.280% 11/30/15 800 800
3,6 Federal Home Loan Bank Discount Notes 0.165%–0.280% 12/1/15 1,400 1,399
3,5,6Federal Home Loan Bank Discount Notes 0.200%–0.280% 12/4/15 1,000 1,000
3,6 Federal Home Loan Bank Discount Notes 0.240% 12/10/15 500 500
3,6 Federal Home Loan Bank Discount Notes 0.210% 1/13/16 150 150
3,6 Federal Home Loan Bank Discount Notes 0.210% 1/14/16 300 300
3,6 Federal Home Loan Bank Discount Notes 0.200% 1/15/16 300 300
3,6 Federal Home Loan Bank Discount Notes 0.190% 1/22/16 210 210
3,4 Freddie Mac Discount Notes 0.100%–0.200% 10/2/15 1,757 1,757
3,4 Freddie Mac Discount Notes 0.150% 10/5/15 911 911
3,4 Freddie Mac Discount Notes 0.170% 10/13/15 500 500
3,4 Freddie Mac Discount Notes 0.150% 10/14/15 250 250
3,4 Freddie Mac Discount Notes 0.190% 10/15/15 180 180
3,4 Freddie Mac Discount Notes 0.090% 10/20/15 1,000 1,000
3,4 Freddie Mac Discount Notes 0.150% 10/26/15 1,844 1,844
3,4 Freddie Mac Discount Notes 0.100% 10/28/15 1,700 1,700
3,4 Freddie Mac Discount Notes 0.150%–0.170% 10/29/15 5,420 5,419
3,4 Freddie Mac Discount Notes 0.190% 10/30/15 905 905
3,4 Freddie Mac Discount Notes 0.160%–0.220% 11/4/15 1,526 1,526
3,4 Freddie Mac Discount Notes 0.170%–0.180% 11/5/15 3,572 3,571
3,4 Freddie Mac Discount Notes 0.200% 12/4/15 20 20
3,4 Freddie Mac Discount Notes 0.200% 12/7/15 130 130
3,4 Freddie Mac Discount Notes 0.250% 12/14/15 60 60
3,4 Freddie Mac Discount Notes 0.180%–0.200% 1/12/16 539 539
3,4 Freddie Mac Discount Notes 0.180%–0.195% 1/13/16 458 458
3,4 Freddie Mac Discount Notes 0.200% 1/20/16 500 500
3,4 Freddie Mac Discount Notes 0.180% 1/21/16 500 500
3 United States Treasury Bill 0.025% 10/1/15 50 50
3 United States Treasury Note/Bond 0.250% 10/31/15 763 763
3 United States Treasury Note/Bond 0.375% 11/15/15 10,000 10,003
Total Temporary Cash Investments (Cost $78,441)     78,443
Total Investments (100.2%) (Cost $1,390,942)       1,520,698
Other Assets and Liabilities-Net (-0.2%)       (3,184)
Net Assets (100%)       1,517,514

 

*      Non-income-producing security. For the 12 months ended September 30, 2015, the fund has not paid a dividend.
1      Affiliated fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard.
2      The fund invests a portion of its assets in commodities through its investment in Vanguard MPF Portfolio, a wholly owned subsidiary of the fund. After giving effect to swap investments, the fund's effective commodity and temporary cash investment positions represent 5% and 0.2%, respectively, of net assets.
3      Security is owned by the Vanguard MPF Portfolio, which is a wholly owned subsidiary of Managed Payout Fund.
 

4      The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock.
5      Securities with a value of $8,463,000 have been segregated as collateral for open over-the-counter swap contracts.
6      The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S. Treasury nor backed by the full faith and credit of the U.S. government.
A.      Basis for Consolidation: Vanguard MPF Portfolio ("the subsidiary"), which commenced operations

on February 23, 2015. The subsidiary is wholly owned by the fund and is a unit trust established in the Cayman Islands under the Trusts Law (2011 Revision) of the Cayman Islands, which is organized to invest in certain commodity-linked investments on behalf of the fund, consistent with the fund's investment objectives and policies. The commodity-linked investments and other investments held by the subsidiary are subject to the same risks that apply to similar investments if held directly by the fund. As of September 30, 2015, the fund held $75,404,000 in the subsidiary, representing 5% of the fund's net assets. All inter-fund transactions and balances (including the fund's investment in the subsidiary) have been eliminated, and the Consolidated Schedule of Investments includes all investments and other accounts of the subsidiary as if held directly by the fund.

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

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

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

At September 30, 2015, the subsidiary had the following open total return swap contracts:

 

Managed Payout Fund          
 
 
 
        Floating  
        Interest Unrealized
      Notional Rate Appreciation
  Termination   Amount Received (Depreciation)
Reference Entity Date Counterparty ($000) (Paid) ($000)
Credit Suisse Custom 34 Total Return          
Index 10/30/15 CSI 75,395 (0.245%) —
CSI—Credit Suisse International.          

 

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, 2015, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Investment Companies 1,442,255 — —
Temporary Cash Investments — 78,443 —
Total 1,442,255 78,443 —

 

E. At September 30, 2015, the cost of investment securities for tax purposes was $1,390,942,000. Net unrealized appreciation of investment securities for tax purposes was $129,756,000, consisting of unrealized gains of $165,706,000 on securities that had risen in value since their purchase and $35,950,000 in unrealized losses on securities that had fallen in value since their purchase.

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

Managed Payout Fund

      Current Period Transactions  
  Dec. 31,   Proceeds     Sept. 30,
  2014   from   Capital Gain 2015
  Market Purchases Securities   Distributions Market
  Value at Cost Sold Income Received Value
  ($000) ($000) ($000) ($000) ($000) ($000)
Vanguard Alternative Strategies Fund — 162,000 3,000 — — 158,983
Vanguard Emerging Markets Stock Index            
Fund 75,564 16,310 3,500 1,772 — 74,360
 
Vanguard Global Minimum Volatility Fund 319,257 2,500 108,437 — — 227,396
Vanguard Market Liquidity Fund 148 NA1 NA1 50 — —
Vanguard Market Neutral Fund 153,164 5,100 56,000 — — 109,532
 
Vanguard Total Bond Market II Index Fund 206,911 21,624 46,094 3,493 150 180,903
Vanguard Total International Bond Index            
Fund 110,713 4,474 24,500 1,074 — 90,257
Vanguard Total International Stock Index            
Fund 231,512 112,428 13,774 4,728 — 300,456
 
Vanguard Total Stock Market Index Fund 396,695 22,634 100,108 4,167 — 300,368
Total 1,493,964 347,070 355,413 15,284 150 1,442,255

 

1      Not applicable—purchases and sales are for temporary cash investment purposes.

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 18, 2015

 

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 18, 2015

 

 

 VANGUARD VALLEY FORGE FUNDS

 

By:

 /s/ THOMAS J. HIGGINS*
  THOMAS J. HIGGINS
  CHIEF FINANCIAL OFFICER

 

Date: November 18, 2015

 

* 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.