N-Q 1 valleyforge_final.htm valleyforge_final.htm - Generated by SEC Publisher for SEC Filing

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

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT COMPANY

 

 

Investment Company Act file number: 811-58431

 

Name of Registrant: Vanguard Valley Forge Funds

 

Address of Registrant:
P.O. Box 2600

Valley Forge, PA 19482

 

Name and address of agent for service:
Anne E. Robinson, Esquire
P.O. Box 876

Valley Forge, PA 19482

 

Date of fiscal year end: December 31

 

Date of reporting period: March 31, 2017

 

Item 1: Schedule of Investments

 


Vanguard Balanced Index Fund    
 
 
 
Schedule of Investments (unaudited)    
As of March 31, 2017    
 
      Market
      Value
    Shares ($000)
Common Stocks (59.7%)1    
Basic Materials (1.6%)    
  Dow Chemical Co. 952,900 60,547
  EI du Pont de Nemours & Co. 692,369 55,618
  Ecolab Inc. 214,280 26,858
  Praxair Inc. 218,829 25,953
  LyondellBasell Industries NV Class A 261,321 23,830
  Air Products & Chemicals Inc. 174,418 23,597
  PPG Industries Inc. 199,548 20,968
  International Paper Co. 326,838 16,597
  Nucor Corp. 252,595 15,085
* Freeport-McMoRan Inc. 1,051,073 14,042
  Newmont Mining Corp. 418,827 13,805
  Celanese Corp. Class A 115,811 10,406
  Albemarle Corp. 89,490 9,454
  Arconic Inc. 341,095 8,984
  International Flavors & Fragrances Inc. 62,553 8,290
  Eastman Chemical Co. 101,462 8,198
  Mosaic Co. 279,767 8,164
  FMC Corp. 104,839 7,296
  Steel Dynamics Inc. 183,572 6,381
  Ashland Global Holdings Inc. 50,814 6,291
  RPM International Inc. 106,324 5,851
  Avery Dennison Corp. 70,164 5,655
  Chemours Co. 143,000 5,505
  CF Industries Holdings Inc. 181,565 5,329
* Axalta Coating Systems Ltd. 160,035 5,153
* Alcoa Corp. 136,764 4,705
  Reliance Steel & Aluminum Co. 57,961 4,638
  United States Steel Corp. 136,213 4,605
  Olin Corp. 133,764 4,397
  Huntsman Corp. 162,785 3,995
  NewMarket Corp. 7,924 3,591
  Royal Gold Inc. 49,604 3,475
  Scotts Miracle-Gro Co. 36,525 3,411
  WR Grace & Co. 45,839 3,195
  US Silica Holdings Inc. 62,549 3,002
  Sensient Technologies Corp. 37,548 2,976
  Cabot Corp. 47,248 2,831
* Versum Materials Inc. 85,814 2,626
  PolyOne Corp. 73,564 2,508
* Univar Inc. 76,090 2,333
  Westlake Chemical Corp. 35,026 2,313
  Minerals Technologies Inc. 29,192 2,236
  HB Fuller Co. 43,039 2,219
  Balchem Corp. 25,971 2,141
* Platform Specialty Products Corp. 164,268 2,139
* CONSOL Energy Inc. 126,221 2,118
* Ingevity Corp. 33,227 2,022
  Domtar Corp. 52,574 1,920
* GCP Applied Technologies Inc. 55,723 1,819

 

 

Compass Minerals International Inc. 26,745 1,815
Commercial Metals Co. 93,031 1,780
* Cliffs Natural Resources Inc. 215,755 1,771
* AK Steel Holding Corp. 237,900 1,710
* Chemtura Corp. 50,608 1,690
* Stillwater Mining Co. 97,874 1,690
KapStone Paper and Packaging Corp. 72,516 1,675
Hecla Mining Co. 301,211 1,593
Allegheny Technologies Inc. 86,200 1,548
Worthington Industries Inc. 34,333 1,548
* Cambrex Corp. 26,265 1,446
Quaker Chemical Corp. 10,739 1,414
Stepan Co. 16,616 1,310
* Coeur Mining Inc. 159,200 1,286
Innospec Inc. 19,307 1,250
Carpenter Technology Corp. 31,516 1,176
Kaiser Aluminum Corp. 13,838 1,106
* Arch Coal Inc. Class A 15,899 1,096
Tronox Ltd. Class A 55,079 1,016
* Ferro Corp. 66,664 1,013
* Fairmount Santrol Holdings Inc. 121,400 890
Innophos Holdings Inc. 15,510 837
* Kraton Corp. 26,421 817
* AdvanSix Inc. 28,851 788
* Clearwater Paper Corp. 13,682 766
Neenah Paper Inc. 10,188 761
PH Glatfelter Co. 34,514 750
* Koppers Holdings Inc. 16,605 703
A Schulman Inc. 21,712 683
Calgon Carbon Corp. 45,480 664
Deltic Timber Corp. 8,477 662
Chase Corp. 6,079 580
* CSW Industrials Inc. 15,318 562
Rayonier Advanced Materials Inc. 40,771 548
* Century Aluminum Co. 41,600 528
* SunCoke Energy Inc. 52,479 470
Tredegar Corp. 26,465 464
Hawkins Inc. 9,372 459
Haynes International Inc. 11,934 455
KMG Chemicals Inc. 8,999 415
American Vanguard Corp. 24,911 414
* Veritiv Corp. 7,808 404
FutureFuel Corp. 25,100 356
Aceto Corp. 22,266 352
* OMNOVA Solutions Inc. 34,053 337
* Nexeo Solutions Inc. 34,503 306
Kronos Worldwide Inc. 17,870 294
* Cloud Peak Energy Inc. 60,241 276
* Westmoreland Coal Co. 15,766 229
* LSB Industries Inc. 20,920 196
* Resolute Forest Products Inc. 32,623 178
Olympic Steel Inc. 9,300 173
Gold Resource Corp. 37,790 171
* Verso Corp. 27,500 165
* Codexis Inc. 33,679 162
Hallador Energy Co. 19,198 154
* Ryerson Holding Corp. 11,350 143

 

 

* Northern Technologies International Corp. 7,900 141
*,^ Uranium Energy Corp. 84,185 120
  Ampco-Pittsburgh Corp. 8,432 118
* Intrepid Potash Inc. 68,500 118
* Synalloy Corp. 7,724 95
*,^ ChromaDex Corp. 28,600 77
* NL Industries Inc. 11,473 74
* Handy & Harman Ltd. 2,000 54
*,^ Ur-Energy Inc. 79,380 53
*,^ Pershing Gold Corp. 13,459 38
* Real Industry Inc. 12,514 36
* General Moly Inc. 69,405 35
  United-Guardian Inc. 2,196 32
*,^ Uni-Pixel Inc. 30,720 26
* Solitario Exploration & Royalty Corp. 21,996 18
*,^ Golden Minerals Co. 21,900 14
* Rentech Inc. 25,934 13
* Centrus Energy Corp. Class A 1,000 6
* Universal Stainless & Alloy Products Inc. 300 5
* Ramaco Resources Inc. 527 5
* Marrone Bio Innovations Inc. 1,700 3
* Comstock Mining Inc. 8,295 2
* US Antimony Corp. 3,395 2
      516,202
Consumer Goods (5.8%)    
  Procter & Gamble Co. 2,102,486 188,908
  Philip Morris International Inc. 1,229,276 138,785
  Coca-Cola Co. 3,063,642 130,021
  PepsiCo Inc. 1,129,470 126,343
  Altria Group Inc. 1,551,149 110,783
  NIKE Inc. Class B 1,052,197 58,639
  Colgate-Palmolive Co. 703,011 51,453
  Mondelez International Inc. Class A 1,162,114 50,064
  Kraft Heinz Co. 480,961 43,676
  Reynolds American Inc. 677,900 42,721
  Monsanto Co. 346,957 39,276
  General Motors Co. 1,058,580 37,431
  Kimberly-Clark Corp. 282,682 37,209
  Ford Motor Co. 2,863,335 33,329
  Activision Blizzard Inc. 561,368 27,990
  General Mills Inc. 470,047 27,737
*,^ Tesla Inc. 94,908 26,413
* Electronic Arts Inc. 245,797 22,004
  Constellation Brands Inc. Class A 132,995 21,555
  Archer-Daniels-Midland Co. 455,955 20,992
  Newell Brands Inc. 377,573 17,810
  Delphi Automotive plc 216,282 17,409
  Stanley Black & Decker Inc. 119,855 15,925
* Monster Beverage Corp. 338,483 15,628
  Estee Lauder Cos. Inc. Class A 180,275 15,286
  Tyson Foods Inc. Class A 232,667 14,358
  Dr Pepper Snapple Group Inc. 146,023 14,299
  Kellogg Co. 193,017 14,015
  Conagra Brands Inc. 345,425 13,934
  Clorox Co. 102,297 13,793
  VF Corp. 246,540 13,552
  Molson Coors Brewing Co. Class B 137,467 13,157

 

 

  Mead Johnson Nutrition Co. 145,857 12,993
  Hershey Co. 106,628 11,649
  JM Smucker Co. 87,932 11,526
* Mohawk Industries Inc. 49,644 11,393
  Genuine Parts Co. 113,759 10,512
  Church & Dwight Co. Inc. 204,672 10,207
  Whirlpool Corp. 59,072 10,121
  DR Horton Inc. 285,417 9,507
  Campbell Soup Co. 157,890 9,038
  Hasbro Inc. 90,525 9,036
  Harley-Davidson Inc. 148,626 8,992
  Coach Inc. 215,909 8,924
  Bunge Ltd. 110,439 8,753
  McCormick & Co. Inc. 89,403 8,721
  Lear Corp. 59,853 8,474
  Lennar Corp. Class A 160,785 8,231
  Snap-on Inc. 46,234 7,798
* WhiteWave Foods Co. Class A 138,250 7,763
  Goodyear Tire & Rubber Co. 213,204 7,675
  Hormel Foods Corp. 210,945 7,305
  BorgWarner Inc. 169,912 7,101
  Mattel Inc. 274,426 7,028
  Leucadia National Corp. 267,633 6,958
  Ingredion Inc. 56,304 6,781
* LKQ Corp. 225,170 6,591
  PVH Corp. 63,452 6,565
  Brown-Forman Corp. Class B 138,878 6,413
* Middleby Corp. 45,454 6,202
  Hanesbrands Inc. 297,213 6,170
  Coty Inc. Class A 334,050 6,056
  PulteGroup Inc. 246,212 5,798
* NVR Inc. 2,723 5,737
  Pinnacle Foods Inc. 92,345 5,344
  Gentex Corp. 248,483 5,300
  Leggett & Platt Inc. 102,756 5,171
* WABCO Holdings Inc. 41,606 4,885
* Take-Two Interactive Software Inc. 81,488 4,830
* Michael Kors Holdings Ltd. 125,251 4,773
  Lamb Weston Holdings Inc. 113,375 4,769
  Brunswick Corp. 71,434 4,372
* Post Holdings Inc. 49,857 4,364
  Thor Industries Inc. 44,775 4,304
* Toll Brothers Inc. 118,548 4,281
^ Polaris Industries Inc. 49,558 4,153
  Pool Corp. 32,224 3,845
* Lululemon Athletica Inc. 73,944 3,836
* TreeHouse Foods Inc. 44,745 3,788
  Ralph Lauren Corp. Class A 44,523 3,634
* Edgewell Personal Care Co. 47,989 3,510
*,^ Herbalife Ltd. 58,334 3,392
  Carter's Inc. 37,161 3,337
*,^ Under Armour Inc. Class A 167,612 3,315
  Tenneco Inc. 48,456 3,025
* Visteon Corp. 30,357 2,973
* Hain Celestial Group Inc. 79,442 2,955
  Flowers Foods Inc. 150,760 2,926
* Skechers U.S.A. Inc. Class A 106,378 2,920

 

 

  Energizer Holdings Inc. 47,429 2,644
  Spectrum Brands Holdings Inc. 18,899 2,627
  Snyder's-Lance Inc. 62,927 2,537
  Dana Inc. 126,616 2,445
  Nu Skin Enterprises Inc. Class A 43,821 2,434
* Dorman Products Inc. 29,162 2,395
  CalAtlantic Group Inc. 62,549 2,342
* Kate Spade & Co. 97,011 2,254
  Cooper Tire & Rubber Co. 49,650 2,202
  B&G Foods Inc. 53,577 2,156
* Welbilt Inc. 107,652 2,113
* Helen of Troy Ltd. 22,288 2,100
  LCI Industries 20,222 2,018
  Lancaster Colony Corp. 15,329 1,975
* US Foods Holding Corp. 69,280 1,938
* Under Armour Inc. 103,283 1,890
  Wolverine World Wide Inc. 74,416 1,858
* Darling Ingredients Inc. 127,868 1,857
  Tupperware Brands Corp. 29,544 1,853
* Tempur Sealy International Inc. 39,294 1,826
  Vector Group Ltd. 87,105 1,812
* Cooper-Standard Holdings Inc. 15,658 1,737
* Zynga Inc. Class A 587,169 1,673
* Steven Madden Ltd. 42,837 1,651
  HNI Corp. 35,188 1,622
* Avon Products Inc. 361,727 1,592
* Blue Buffalo Pet Products Inc. 68,586 1,578
  J&J Snack Foods Corp. 11,583 1,570
  Sanderson Farms Inc. 15,063 1,564
* TRI Pointe Group Inc. 123,573 1,550
  Fresh Del Monte Produce Inc. 26,156 1,549
  Herman Miller Inc. 48,485 1,530
* Deckers Outdoor Corp. 25,089 1,499
  Universal Corp. 20,325 1,438
  Dean Foods Co. 72,347 1,422
* Gentherm Inc. 35,382 1,389
  KB Home 68,195 1,356
* iRobot Corp. 20,249 1,339
  Nutrisystem Inc. 23,176 1,286
^ Pilgrim's Pride Corp. 55,198 1,242
* American Axle & Manufacturing Holdings Inc. 66,092 1,241
  Columbia Sportswear Co. 20,452 1,202
* Meritage Homes Corp. 32,645 1,201
  Winnebago Industries Inc. 40,485 1,184
  Steelcase Inc. Class A 70,228 1,176
* Central Garden & Pet Co. Class A 33,733 1,171
*,^ Wayfair Inc. 28,916 1,171
  MDC Holdings Inc. 38,647 1,161
* ACCO Brands Corp. 84,063 1,105
  Schweitzer-Mauduit International Inc. 25,842 1,070
  La-Z-Boy Inc. 38,861 1,049
* Boston Beer Co. Inc. Class A 7,084 1,025
  Standard Motor Products Inc. 20,747 1,020
  Interface Inc. Class A 49,273 939
  WD-40 Co. 8,517 928
  Knoll Inc. 37,546 894
* Select Comfort Corp. 34,864 864

 

 

^ Cal-Maine Foods Inc. 23,244 855
  Callaway Golf Co. 76,870 851
  Seaboard Corp. 203 846
  Andersons Inc. 22,283 845
* Vista Outdoor Inc. 40,790 840
  National Beverage Corp. 9,474 801
* Fox Factory Holding Corp. 27,200 781
  Coca-Cola Bottling Co. Consolidated 3,739 770
  Oxford Industries Inc. 13,325 763
* Universal Electronics Inc. 10,955 750
  Calavo Growers Inc. 11,612 704
  Briggs & Stratton Corp. 30,814 692
* G-III Apparel Group Ltd. 30,366 665
  Tower International Inc. 24,507 664
* Taylor Morrison Home Corp. Class A 30,300 646
  AdvancePierre Foods Holdings Inc. 20,600 642
  Superior Industries International Inc. 24,947 632
* Cavco Industries Inc. 5,396 628
* Motorcar Parts of America Inc. 20,366 626
* Fitbit Inc. Class A 104,300 617
  Inter Parfums Inc. 16,744 612
* Hostess Brands Inc. 38,139 605
  Ethan Allen Interiors Inc. 19,682 603
* USANA Health Sciences Inc. 10,228 589
  MGP Ingredients Inc. 10,673 579
  Phibro Animal Health Corp. Class A 19,103 537
  John B Sanfilippo & Son Inc. 7,257 531
* Modine Manufacturing Co. 42,756 522
* M/I Homes Inc. 21,070 516
^ Valvoline Inc. 21,018 516
*,^ LGI Homes Inc. 15,044 510
*,^ GoPro Inc. Class A 56,300 490
* Nautilus Inc. 26,236 479
* William Lyon Homes Class A 22,426 462
* Crocs Inc. 63,284 447
* Stoneridge Inc. 24,664 447
  Camping World Holdings Inc. Class A 13,542 437
  Metaldyne Performance Group Inc. 18,424 421
* Revlon Inc. Class A 14,365 400
^ Tootsie Roll Industries Inc. 10,253 383
  Medifast Inc. 8,607 382
  Kimball International Inc. Class B 22,950 379
  Movado Group Inc. 15,079 376
  National Presto Industries Inc. 3,662 374
* Beazer Homes USA Inc. 29,534 358
  Titan International Inc. 34,500 357
  Acushnet Holdings Corp. 20,501 354
* Iconix Brand Group Inc. 45,614 343
* Unifi Inc. 11,745 333
* Malibu Boats Inc. Class A 14,763 331
* Fossil Group Inc. 18,523 323
* Century Communities Inc. 12,438 316
  Hooker Furniture Corp. 9,219 286
  Flexsteel Industries Inc. 5,296 267
  Nutraceutical International Corp. 8,299 259
* Seneca Foods Corp. Class A 6,951 251
* elf Beauty Inc. 8,642 249

 

 

* Eastman Kodak Co. 20,574 237
  Omega Protein Corp. 11,680 234
  Libbey Inc. 15,729 229
  Bassett Furniture Industries Inc. 8,483 228
* Glu Mobile Inc. 99,428 226
* Primo Water Corp. 16,420 223
* Perry Ellis International Inc. 10,120 217
^ Orchids Paper Products Co. 8,653 208
* Amplify Snack Brands Inc. 23,697 199
  Culp Inc. 6,119 191
* Freshpet Inc. 16,875 186
* Castle Brands Inc. 111,100 172
* ZAGG Inc. 23,585 170
  Superior Uniform Group Inc. 8,600 160
* Hovnanian Enterprises Inc. Class A 70,309 160
* Farmer Brothers Co. 4,375 155
* Vera Bradley Inc. 16,600 155
  MCBC Holdings Inc. 8,934 144
  Oil-Dri Corp. of America 3,637 136
  A-Mark Precious Metals Inc. 7,825 134
* JAKKS Pacific Inc. 22,300 123
  Lifetime Brands Inc. 6,025 121
* Jamba Inc. 12,822 116
  Johnson Outdoors Inc. Class A 3,125 114
  Limoneira Co. 5,294 111
  Weyco Group Inc. 3,470 97
* Craft Brew Alliance Inc. 7,254 97
  Alico Inc. 3,661 97
* Delta Apparel Inc. 5,200 92
* Alliance One International Inc. 6,819 88
* Lifeway Foods Inc. 8,078 87
  Acme United Corp. 2,950 83
* Cherokee Inc. 9,605 83
* New Home Co. Inc. 7,785 81
* Turning Point Brands Inc. 5,180 81
*,^ Vuzix Corp. 11,300 70
* Core Molding Technologies Inc. 3,900 70
  Nature's Sunshine Products Inc. 6,088 61
* Lifevantage Corp. 10,687 57
*,^ 22nd Century Group Inc. 48,100 57
  Rocky Brands Inc. 4,880 56
  Escalade Inc. 4,289 55
*,^ Lipocine Inc. 13,400 52
  LS Starrett Co. Class A 4,185 44
  Strattec Security Corp. 1,567 44
* Charles & Colvard Ltd. 41,588 40
* Skyline Corp. 3,957 37
* Fenix Parts Inc. 23,600 37
  P&F Industries Inc. Class A 4,580 32
*,^ Vince Holding Corp. 18,246 28
* Differential Brands Group Inc. 13,400 26
* Central Garden & Pet Co. 700 26
* US Auto Parts Network Inc. 7,290 24
  Unique Fabricating Inc. 1,900 23
* Natural Alternatives International Inc. 2,300 20
* Shiloh Industries Inc. 1,187 16
* Emerson Radio Corp. 10,371 14

 

 

* Dixie Group Inc. 2,947 11
* Lakeland Industries Inc. 673 7
* Reed's Inc. 1,300 5
*,^ Long Island Iced Tea Corp. 1,300 5
* Inventure Foods Inc. 1,121 5
*,^ Nova Lifestyle Inc. 2,858 5
* Seventy Seven Energy Inc Escrow Line 42,434 5
* Willamette Valley Vineyards Inc. 362 3
* Zedge Inc. Class B 501 2
* Crystal Rock Holdings Inc. 1,542 1
* Seventy Seven Energy Inc Warrants Expire 8/1/21 2,359 —
* Seventy Seven Energy Inc Warrants Expire 8/1/23 2,123 —
      1,909,194
Consumer Services (7.8%)    
* Amazon.com Inc. 322,668 286,058
  Home Depot Inc. 970,039 142,431
  Comcast Corp. Class A 3,758,441 141,280
  Walt Disney Co. 1,193,711 135,355
  Wal-Mart Stores Inc. 1,215,993 87,649
  McDonald's Corp. 661,769 85,772
* Priceline Group Inc. 39,004 69,426
  CVS Health Corp. 838,103 65,791
  Starbucks Corp. 1,102,504 64,375
  Walgreens Boots Alliance Inc. 726,905 60,369
  Costco Wholesale Corp. 348,166 58,384
  Time Warner Inc. 583,210 56,985
  Lowe's Cos. Inc. 691,529 56,851
* Charter Communications Inc. Class A 160,150 52,420
* Netflix Inc. 324,934 48,028
  TJX Cos. Inc. 495,621 39,194
* eBay Inc. 839,465 28,181
  Delta Air Lines Inc. 585,029 26,888
  Twenty-First Century Fox Inc. Class A 820,494 26,576
  McKesson Corp. 178,564 26,474
  Southwest Airlines Co. 484,580 26,051
  Target Corp. 450,065 24,839
  Kroger Co. 751,095 22,150
  Marriott International Inc. Class A 228,431 21,514
  CBS Corp. Class B 305,968 21,222
  Ross Stores Inc. 318,502 20,980
  Sysco Corp. 398,045 20,666
  Cardinal Health Inc. 250,393 20,420
* O'Reilly Automotive Inc. 74,135 20,005
  Las Vegas Sands Corp. 316,044 18,037
  Carnival Corp. 301,575 17,766
  Yum! Brands Inc. 269,838 17,243
  American Airlines Group Inc. 404,997 17,131
* AutoZone Inc. 23,028 16,650
  Omnicom Group Inc. 185,411 15,984
  Dollar General Corp. 220,699 15,389
* United Continental Holdings Inc. 214,225 15,133
* Dollar Tree Inc. 176,318 13,834
* Ulta Beauty Inc. 47,686 13,601
  Royal Caribbean Cruises Ltd. 136,569 13,399
  Viacom Inc. Class B 281,136 13,107
  Expedia Inc. 97,227 12,267
  AmerisourceBergen Corp. Class A 138,479 12,255

 

 

  Nielsen Holdings plc 276,181 11,409
  MGM Resorts International 404,360 11,079
* DISH Network Corp. Class A 169,757 10,778
  Best Buy Co. Inc. 214,508 10,543
  Twenty-First Century Fox Inc. 327,979 10,423
* Chipotle Mexican Grill Inc. Class A 22,894 10,200
  Tiffany & Co. 95,172 9,070
  Hilton Worldwide Holdings Inc. 154,517 9,033
* CarMax Inc. 151,668 8,982
  Alaska Air Group Inc. 96,883 8,935
  Darden Restaurants Inc. 99,614 8,335
  Advance Auto Parts Inc. 55,004 8,155
  Foot Locker Inc. 105,042 7,858
  Interpublic Group of Cos. Inc. 313,790 7,710
  Whole Foods Market Inc. 257,208 7,644
  L Brands Inc. 156,278 7,361
  Wynn Resorts Ltd. 63,496 7,277
  Tractor Supply Co. 104,447 7,204
  Wyndham Worldwide Corp. 85,146 7,177
  Macy's Inc. 241,685 7,164
  Aramark 190,065 7,008
^ Sirius XM Holdings Inc. 1,327,732 6,838
  Domino's Pizza Inc. 37,079 6,834
* Liberty Interactive Corp. QVC Group Class A 332,431 6,655
* Norwegian Cruise Line Holdings Ltd. 125,468 6,365
  Vail Resorts Inc. 32,019 6,144
  Kohl's Corp. 144,656 5,759
* Burlington Stores Inc. 55,734 5,422
* VCA Inc. 59,156 5,413
* Liberty Media Corp-Liberty SiriusXM 139,547 5,412
  News Corp. Class A 412,550 5,363
* Discovery Communications Inc. 187,099 5,297
* JetBlue Airways Corp. 255,614 5,268
  FactSet Research Systems Inc. 31,142 5,136
  Scripps Networks Interactive Inc. Class A 63,627 4,986
  KAR Auction Services Inc. 108,903 4,756
* Copart Inc. 76,715 4,751
  Gap Inc. 188,884 4,588
  Bed Bath & Beyond Inc. 115,550 4,560
* ServiceMaster Global Holdings Inc. 109,081 4,554
  Service Corp. International/US 146,383 4,520
* Panera Bread Co. Class A 17,215 4,508
  Staples Inc. 511,245 4,484
  TEGNA Inc. 173,377 4,442
^ Nordstrom Inc. 94,458 4,399
*,^ Liberty Media Corp-Liberty Formula One 127,149 4,342
  H&R Block Inc. 177,335 4,123
  Dunkin' Brands Group Inc. 72,391 3,958
* TripAdvisor Inc. 89,209 3,850
  Signet Jewelers Ltd. 54,301 3,761
  Cinemark Holdings Inc. 82,211 3,645
  Casey's General Stores Inc. 32,233 3,618
  Six Flags Entertainment Corp. 56,870 3,383
  Sabre Corp. 158,610 3,361
* Discovery Communications Inc. Class A 113,792 3,310
  Williams-Sonoma Inc. 60,521 3,245
  Dick's Sporting Goods Inc. 65,452 3,185

 

 

* Live Nation Entertainment Inc. 103,010 3,128
* Madison Square Garden Co. Class A 15,411 3,078
Rollins Inc. 82,072 3,047
Dun & Bradstreet Corp. 28,149 3,038
CST Brands Inc. 62,749 3,018
^ Cracker Barrel Old Country Store Inc. 18,506 2,947
* Liberty Media Corp-Liberty SiriusXM 75,316 2,931
* Grand Canyon Education Inc. 40,804 2,922
* Spirit Airlines Inc. 54,388 2,886
* AMC Networks Inc. Class A 48,972 2,874
* Sprouts Farmers Market Inc. 113,026 2,613
* Bright Horizons Family Solutions Inc. 35,697 2,588
Jack in the Box Inc. 25,020 2,545
* AutoNation Inc. 59,336 2,509
Tribune Media Co. Class A 66,052 2,462
* Beacon Roofing Supply Inc. 49,972 2,457
Sinclair Broadcast Group Inc. Class A 60,430 2,447
Nexstar Media Group Inc. Class A 34,854 2,445
Chemed Corp. 12,928 2,362
* Sally Beauty Holdings Inc. 114,944 2,349
* Rite Aid Corp. 537,467 2,284
Cable One Inc. 3,652 2,281
* Cabela's Inc. 41,975 2,229
* Michaels Cos. Inc. 98,697 2,210
Cheesecake Factory Inc. 34,786 2,204
Wendy's Co. 161,876 2,203
Texas Roadhouse Inc. Class A 49,259 2,194
* GrubHub Inc. 66,500 2,187
* Buffalo Wild Wings Inc. 14,166 2,164
* Murphy USA Inc. 28,999 2,129
Graham Holdings Co. Class B 3,486 2,090
* Pandora Media Inc. 173,252 2,046
Office Depot Inc. 437,974 2,043
* Lions Gate Entertainment Corp. Class B 82,963 2,023
Dolby Laboratories Inc. Class A 38,330 2,009
* Dave & Buster's Entertainment Inc. 32,705 1,998
* Liberty Expedia Holdings Inc. Class A 43,091 1,960
Brinker International Inc. 43,785 1,925
Choice Hotels International Inc. 30,269 1,895
John Wiley & Sons Inc. Class A 35,085 1,888
* Avis Budget Group Inc. 63,710 1,885
Regal Entertainment Group Class A 83,304 1,881
Meredith Corp. 28,624 1,849
* Five Below Inc. 42,667 1,848
AMERCO 4,847 1,848
* Yelp Inc. Class A 56,300 1,844
American Eagle Outfitters Inc. 127,980 1,796
PriceSmart Inc. 19,341 1,783
Bloomin' Brands Inc. 89,794 1,772
* Hawaiian Holdings Inc. 38,024 1,766
* United Natural Foods Inc. 40,123 1,735
ILG Inc. 82,614 1,732
Aaron's Inc. 56,492 1,680
* Sotheby's 36,828 1,675
^ GameStop Corp. Class A 73,929 1,667
Papa John's International Inc. 20,576 1,647
Allegiant Travel Co. Class A 10,248 1,642

 

 

* Acxiom Corp. 56,893 1,620
  Matthews International Corp. Class A 23,938 1,619
  Big Lots Inc. 33,082 1,610
  Extended Stay America Inc. 99,545 1,587
* WebMD Health Corp. 29,982 1,579
  Lithia Motors Inc. Class A 18,309 1,568
  DeVry Education Group Inc. 44,212 1,567
  Marriott Vacations Worldwide Corp. 15,518 1,551
  Children's Place Inc. 12,830 1,540
  Hillenbrand Inc. 42,566 1,526
  Churchill Downs Inc. 9,493 1,508
* Stamps.com Inc. 12,588 1,490
*,^ RH 32,039 1,482
  New York Times Co. Class A 101,534 1,462
  Penske Automotive Group Inc. 30,741 1,439
*,^ JC Penney Co. Inc. 232,526 1,432
  Time Inc. 73,952 1,431
* Urban Outfitters Inc. 59,797 1,421
  Chico's FAS Inc. 97,894 1,390
* Boyd Gaming Corp. 61,417 1,352
* Hilton Grand Vacations Inc. 46,355 1,329
* Caesars Acquisition Co. Class A 86,169 1,327
  SkyWest Inc. 38,466 1,317
* Groupon Inc. Class A 334,894 1,316
* Ollie's Bargain Outlet Holdings Inc. 39,203 1,313
* Hyatt Hotels Corp. Class A 23,800 1,285
  Monro Muffler Brake Inc. 24,602 1,282
* Shutterfly Inc. 25,978 1,254
  Group 1 Automotive Inc. 16,423 1,217
* Performance Food Group Co. 49,247 1,172
* EW Scripps Co. Class A 49,439 1,159
* Penn National Gaming Inc. 62,393 1,150
* MSG Networks Inc. 48,661 1,136
* Herc Holdings Inc. 23,229 1,136
  Core-Mark Holding Co. Inc. 34,424 1,074
  Capella Education Co. 12,360 1,051
* Houghton Mifflin Harcourt Co. 101,751 1,033
* Rush Enterprises Inc. Class A 31,205 1,032
* Lions Gate Entertainment Corp. Class A 38,568 1,024
  Red Rock Resorts Inc. Class A 46,047 1,021
  Morningstar Inc. 12,883 1,013
  Planet Fitness Inc. Class A 52,364 1,009
  AMC Entertainment Holdings Inc. Class A 31,925 1,004
* Asbury Automotive Group Inc. 16,489 991
  DSW Inc. Class A 47,723 987
  SeaWorld Entertainment Inc. 53,000 968
* Scientific Games Corp. Class A 40,780 964
  SpartanNash Co. 27,391 958
  Sonic Corp. 36,826 934
* La Quinta Holdings Inc. 68,841 931
  Caleres Inc. 32,428 857
* Gray Television Inc. 58,680 851
  Bob Evans Farms Inc. 13,020 845
  Dillard's Inc. Class A 16,075 840
* Liberty TripAdvisor Holdings Inc. Class A 59,262 836
* Etsy Inc. 78,300 832
  Gannett Co. Inc. 96,367 808

 

 

* Pinnacle Entertainment Inc. 41,213 804
  Scholastic Corp. 18,751 798
* Genesco Inc. 14,338 795
  ClubCorp Holdings Inc. 49,100 788
  International Speedway Corp. Class A 20,999 776
* SiteOne Landscape Supply Inc. 15,900 770
  HSN Inc. 20,356 755
* Belmond Ltd. Class A 61,955 750
* Liberty Media Corp-Liberty Formula One Class A 22,634 740
  Ingles Markets Inc. Class A 16,772 724
* Hertz Global Holdings Inc. 41,070 720
* Denny's Corp. 56,699 701
* Liberty Media Corp-Liberty Braves 29,620 701
* BJ's Restaurants Inc. 16,675 674
*,^ TrueCar Inc. 42,700 661
  Weis Markets Inc. 11,040 659
  New Media Investment Group Inc. 43,032 611
* Red Robin Gourmet Burgers Inc. 10,421 609
  Strayer Education Inc. 7,490 603
* Chuy's Holdings Inc. 19,962 595
* Caesars Entertainment Corp. 60,864 581
  Tailored Brands Inc. 38,507 575
  Wingstop Inc. 20,112 569
  Sonic Automotive Inc. Class A 28,233 566
  World Wrestling Entertainment Inc. Class A 25,085 557
  DineEquity Inc. 9,924 540
* K12 Inc. 27,937 535
* Fiesta Restaurant Group Inc. 21,926 531
* Providence Service Corp. 11,912 529
  Marcus Corp. 15,980 513
  National CineMedia Inc. 39,743 502
* Quotient Technology Inc. 52,200 499
* Hibbett Sports Inc. 16,889 498
* SP Plus Corp. 14,737 497
* Diplomat Pharmacy Inc. 31,100 496
* Smart & Final Stores Inc. 40,626 492
* Express Inc. 53,800 490
* Trade Desk Inc. Class A 13,118 489
^ Buckle Inc. 25,989 483
  Tile Shop Holdings Inc. 24,906 479
  Abercrombie & Fitch Co. 40,126 479
  Guess? Inc. 42,630 475
  Fred's Inc. Class A 36,281 475
  Finish Line Inc. Class A 32,793 467
  Pier 1 Imports Inc. 64,848 464
* Lumber Liquidators Holdings Inc. 21,367 448
* Francesca's Holdings Corp. 29,200 448
* Isle of Capri Casinos Inc. 16,673 439
* Chegg Inc. 51,790 437
* MarineMax Inc. 19,961 432
* Eldorado Resorts Inc. 22,734 430
* Bankrate Inc. 43,508 420
* Vitamin Shoppe Inc. 20,688 417
  Ruth's Hospitality Group Inc. 20,750 416
* Carrols Restaurant Group Inc. 28,976 410
* Career Education Corp. 44,493 387
* Biglari Holdings Inc. 850 367

 

 

* Laureate Education Inc. Class A 25,656 366
* Shake Shack Inc. Class A 10,859 363
* XO Group Inc. 20,857 359
  Barnes & Noble Inc. 38,568 357
* Weight Watchers International Inc. 22,900 357
^ Rent-A-Center Inc. 39,731 352
* Regis Corp. 29,537 346
  Entravision Communications Corp. Class A 55,671 345
* FTD Cos. Inc. 16,953 341
  Cato Corp. Class A 15,285 336
*,^ Lands' End Inc. 15,522 333
  PetMed Express Inc. 16,301 328
*,^ Sears Holdings Corp. 27,059 311
* Del Taco Restaurants Inc. 22,300 296
* Clean Energy Fuels Corp. 115,300 294
  Entercom Communications Corp. Class A 20,538 294
  GNC Holdings Inc. Class A 39,200 289
* Party City Holdco Inc. 19,900 280
  Haverty Furniture Cos. Inc. 11,395 277
* tronc Inc. 19,200 267
* Del Frisco's Restaurant Group Inc. 14,476 261
* Barnes & Noble Education Inc. 27,183 261
  Shoe Carnival Inc. 10,511 258
* Chefs' Warehouse Inc. 18,575 258
* Zumiez Inc. 14,000 256
* Habit Restaurants Inc. Class A 14,300 253
* RetailMeNot Inc. 31,200 253
* Care.com Inc. 19,919 249
* 1-800-Flowers.com Inc. Class A 23,555 240
* Titan Machinery Inc. 14,700 225
* America's Car-Mart Inc. 6,119 223
* Liquidity Services Inc. 27,828 223
* Avid Technology Inc. 47,400 221
* Intrawest Resorts Holdings Inc. 8,610 215
* Bojangles' Inc. 10,456 214
* Monarch Casino & Resort Inc. 7,201 213
  Carriage Services Inc. Class A 7,702 209
  Natural Health Trends Corp. 7,100 205
  Big 5 Sporting Goods Corp. 13,578 205
* El Pollo Loco Holdings Inc. 16,500 197
* Angie's List Inc. 34,490 197
* Potbelly Corp. 14,050 195
  Village Super Market Inc. Class A 7,310 194
* Townsquare Media Inc. Class A 15,700 191
* Bridgepoint Education Inc. 17,724 189
* Overstock.com Inc. 10,886 187
* American Public Education Inc. 8,100 185
  MDC Partners Inc. Class A 19,700 185
* TechTarget Inc. 20,502 185
  Citi Trends Inc. 10,398 177
* Lindblad Expeditions Holdings Inc. 19,500 175
* Century Casinos Inc. 23,047 174
* Duluth Holdings Inc. 8,000 170
* Drive Shack Inc. 40,726 169
* Natural Grocers by Vitamin Cottage Inc. 16,080 167
* Full House Resorts Inc. 68,459 166
  Golden Entertainment Inc. 12,142 161

 

 

* Rubicon Project Inc. 26,700 157
* West Marine Inc. 16,389 156
  Clear Channel Outdoor Holdings Inc. Class A 25,400 154
  Speedway Motorsports Inc. 8,106 153
* Conn's Inc. 16,694 146
  CSS Industries Inc. 5,470 142
* Liberty Media Corp-Liberty Braves 5,626 135
* QuinStreet Inc. 33,500 131
* PCM Inc. 4,598 129
* Ascena Retail Group Inc. 28,776 123
* Ruby Tuesday Inc. 42,530 120
  Liberty Tax Inc. 8,330 119
* Marchex Inc. Class B 43,400 118
* Boot Barn Holdings Inc. 11,900 118
* J Alexander's Holdings Inc. 11,698 118
* Ascent Capital Group Inc. Class A 7,443 105
^ Stage Stores Inc. 40,500 105
* Harte-Hanks Inc. 67,500 94
*,^ Trupanion Inc. 6,600 94
*,^ Lee Enterprises Inc. 33,725 88
* Reading International Inc. Class A 5,362 83
* Autobytel Inc. 6,554 82
* Container Store Group Inc. 19,400 82
* YuMe Inc. 20,055 82
  Tilly's Inc. Class A 8,952 81
* Destination XL Group Inc. 27,724 79
* Sportsman's Warehouse Holdings Inc. 16,499 79
* Travelzoo Inc. 7,700 74
*,^ Daily Journal Corp. 328 70
* Kirkland's Inc. 5,386 67
* Leaf Group Ltd. 8,580 64
  Stein Mart Inc. 21,111 64
* Build-A-Bear Workshop Inc. 6,826 60
* CafePress Inc. 18,899 57
  CBS Corp. Class A 800 56
* New York & Co. Inc. 27,708 54
* EVINE Live Inc. 39,820 51
* comScore Inc. 2,334 50
*,^ Remark Media Inc. 14,727 44
* Red Lion Hotels Corp. 5,786 41
* Gaia Inc. Class A 3,551 35
*,^ Digital Turbine Inc. 36,287 34
  Ark Restaurants Corp. 1,339 34
* Luby's Inc. 10,342 32
  AH Belo Corp. Class A 5,110 31
* Nathan's Famous Inc. 500 31
* Profire Energy Inc. 22,183 31
* Bravo Brio Restaurant Group Inc. 5,231 27
  RCI Hospitality Holdings Inc. 1,511 26
* Diversified Restaurant Holdings Inc. 11,200 26
* McClatchy Co. Class A 2,633 25
* Noodles & Co. Class A 4,100 24
  Collectors Universe Inc. 901 24
* Radio One Inc. 6,921 23
* Destination Maternity Corp. 5,138 22
* SUPERVALU Inc. 5,273 20
  Saga Communications Inc. Class A 396 20

 

 

* Adolor Corp. Rights Exp. 07/01/2019 34,581 18
* Hemisphere Media Group Inc. Class A 1,300 15
  Insignia Systems Inc. 9,200 14
* Town Sports International Holdings Inc. 3,700 13
* Famous Dave's of America Inc. 3,409 13
* Cambium Learning Group Inc. 2,620 13
* Zoe's Kitchen Inc. 669 12
  Winmark Corp. 100 11
* RealNetworks Inc. 2,106 10
* Live Ventures Inc. 600 10
* At Home Group Inc. 551 8
  Gaming Partners International Corp. 800 8
  Salem Media Group Inc. Class A 1,001 7
* Inspired Entertainment Inc. 700 7
* TheStreet Inc. 6,263 5
* Rave Restaurant Group Inc. 2,111 5
* Good Times Restaurants Inc. 1,300 4
  Educational Development Corp. 600 4
* bebe stores inc 580 2
* Spark Networks Inc. 1,685 2
  Peak Resorts Inc. 300 2
*,^ FunctionX Inc. 2,796 2
* NTN Buzztime Inc. 100 1
* Bon-Ton Stores Inc. 1,000 1
*,^ WeCast Network Inc. 400 1
* SPAR Group Inc. 754 1
* Bagger Dave's Burger Tavern Inc. 11,200 1
* Radio One Inc. Class A 200 1
* Cumulus Media Inc. Class A 1,878 1
* ONE Group Hospitality Inc. 200 —
  National American University Holdings Inc. 100 —
* Gerber Scientific Inc. CVR 16,800 —
      2,568,543
Financials (12.1%)    
  JPMorgan Chase & Co. 2,835,453 249,066
* Berkshire Hathaway Inc. Class B 1,410,797 235,152
  Wells Fargo & Co. 3,592,430 199,955
  Bank of America Corp. 7,941,388 187,337
  Visa Inc. Class A 1,475,546 131,132
  Citigroup Inc. 2,191,596 131,101
  Mastercard Inc. Class A 759,286 85,397
  US Bancorp 1,292,844 66,581
  Goldman Sachs Group Inc. 282,489 64,893
  American International Group Inc. 801,221 50,020
  American Express Co. 617,019 48,812
  Morgan Stanley 1,119,632 47,965
  Chubb Ltd. 348,514 47,485
  PNC Financial Services Group Inc. 391,776 47,107
  Simon Property Group Inc. 247,814 42,631
  American Tower Corporation 337,429 41,011
  Charles Schwab Corp. 945,512 38,586
  Bank of New York Mellon Corp. 795,523 37,573
  Prudential Financial Inc. 342,102 36,495
  MetLife Inc. 689,180 36,402
  Capital One Financial Corp. 409,175 35,459
  BlackRock Inc. 83,290 31,943
  CME Group Inc. 255,412 30,343

 

 

Marsh & McLennan Cos. Inc. 401,282 29,651
BB&T Corp. 653,741 29,222
Intercontinental Exchange Inc. 471,526 28,230
Travelers Cos. Inc. 226,788 27,337
Crown Castle International Corp. 285,005 26,919
S&P Global Inc. 205,497 26,867
Public Storage 117,845 25,797
Aon plc 207,559 24,635
Equinix Inc. 61,103 24,464
Allstate Corp. 293,466 23,915
Aflac Inc. 322,228 23,336
Discover Financial Services 331,652 22,682
State Street Corp. 284,441 22,644
SunTrust Banks Inc. 399,782 22,108
Synchrony Financial 637,069 21,851
Prologis Inc. 413,048 21,429
Welltower Inc. 283,968 20,111
Weyerhaeuser Co. 587,611 19,967
AvalonBay Communities Inc. 108,358 19,895
* Berkshire Hathaway Inc. Class A 79 19,738
Ventas Inc. 279,382 18,171
Progressive Corp. 456,271 17,877
Equity Residential 283,513 17,640
M&T Bank Corp. 112,332 17,381
Ameriprise Financial Inc. 125,774 16,310
Boston Properties Inc. 120,814 15,997
Fifth Third Bancorp 614,600 15,611
KeyCorp 859,462 15,281
Northern Trust Corp. 169,528 14,678
Hartford Financial Services Group Inc. 302,575 14,545
Citizens Financial Group Inc. 419,154 14,482
Regions Financial Corp. 993,756 14,439
Moody's Corp. 128,137 14,356
Principal Financial Group Inc. 223,577 14,110
Willis Towers Watson plc 102,839 13,461
Vornado Realty Trust 133,902 13,432
Digital Realty Trust Inc. 124,979 13,296
Equifax Inc. 94,515 12,924
* SBA Communications Corp. Class A 106,176 12,780
T. Rowe Price Group Inc. 185,394 12,635
Realty Income Corp. 209,215 12,455
Lincoln National Corp. 183,166 11,988
Essex Property Trust Inc. 51,642 11,957
* IHS Markit Ltd. 283,286 11,884
Huntington Bancshares Inc. 873,627 11,698
Franklin Resources Inc. 273,800 11,538
* Liberty Broadband Corp. 133,223 11,510
HCP Inc. 364,503 11,402
First Republic Bank 120,169 11,273
* GGP Inc. 477,003 11,057
Host Hotels & Resorts Inc. 580,392 10,830
Loews Corp. 230,383 10,775
* Markel Corp. 10,531 10,277
Invesco Ltd. 323,513 9,909
Annaly Capital Management Inc. 863,078 9,589
Comerica Inc. 137,228 9,411
Mid-America Apartment Communities Inc. 89,537 9,109

 

 

Cincinnati Financial Corp. 122,171 8,829
Unum Group 184,772 8,664
* Arch Capital Group Ltd. 90,693 8,595
XL Group Ltd. 215,595 8,594
SL Green Realty Corp. 80,311 8,563
* CBRE Group Inc. Class A 239,486 8,332
TD Ameritrade Holding Corp. 206,890 8,040
FNF Group 204,410 7,960
UDR Inc. 215,773 7,824
Western Union Co. 383,810 7,811
Alexandria Real Estate Equities Inc. 69,488 7,680
* SVB Financial Group 41,209 7,669
Raymond James Financial Inc. 100,534 7,667
Arthur J Gallagher & Co. 134,836 7,624
Regency Centers Corp. 114,826 7,623
Everest Re Group Ltd. 32,332 7,560
* E*TRADE Financial Corp. 215,795 7,529
Federal Realty Investment Trust 55,879 7,460
CIT Group Inc. 170,746 7,330
Duke Realty Corp. 273,371 7,181
Extra Space Storage Inc. 95,798 7,126
Kimco Realty Corp. 320,941 7,090
* Alleghany Corp. 11,503 7,070
Macerich Co. 109,267 7,037
Iron Mountain Inc. 196,760 7,018
Affiliated Managers Group Inc. 42,695 6,999
MSCI Inc. Class A 70,148 6,818
Zions Bancorporation 160,272 6,731
VEREIT Inc. 790,489 6,711
PacWest Bancorp 124,068 6,608
Torchmark Corp. 84,376 6,500
Ally Financial Inc. 309,968 6,302
Nasdaq Inc. 90,590 6,291
Reinsurance Group of America Inc. Class A 48,709 6,185
* Signature Bank 40,717 6,042
Voya Financial Inc. 158,876 6,031
AGNC Investment Corp. 289,512 5,758
East West Bancorp Inc. 111,526 5,756
SEI Investments Co. 113,494 5,725
Camden Property Trust 68,813 5,537
WP Carey Inc. 88,718 5,520
New York Community Bancorp Inc. 389,779 5,445
Kilroy Realty Corp. 75,244 5,424
Apartment Investment & Management Co. 122,067 5,414
MarketAxess Holdings Inc. 28,838 5,407
Brixmor Property Group Inc. 248,527 5,333
CBOE Holdings Inc. 65,740 5,330
Colony NorthStar Inc. Class A 409,844 5,291
Omega Healthcare Investors Inc. 159,652 5,267
American Financial Group Inc. 53,925 5,146
American Campus Communities Inc. 107,719 5,126
National Retail Properties Inc. 117,126 5,109
WR Berkley Corp. 72,170 5,097
Gaming and Leisure Properties Inc. 152,505 5,097
Lamar Advertising Co. Class A 64,340 4,809
Bank of the Ozarks Inc. 91,851 4,777
Axis Capital Holdings Ltd. 70,668 4,737

 

 

People's United Financial Inc. 257,016 4,678
Equity LifeStyle Properties Inc. 60,572 4,668
Starwood Property Trust Inc. 205,017 4,629
Assurant Inc. 48,174 4,609
Lazard Ltd. Class A 100,050 4,601
Liberty Property Trust 112,681 4,344
RenaissanceRe Holdings Ltd. 29,971 4,335
Sun Communities Inc. 52,852 4,246
Hudson Pacific Properties Inc. 122,078 4,229
Forest City Realty Trust Inc. Class A 194,060 4,227
Douglas Emmett Inc. 109,351 4,199
* SLM Corp. 341,970 4,138
Jones Lang LaSalle Inc. 37,065 4,131
Old Republic International Corp. 196,415 4,023
Spirit Realty Capital Inc. 396,659 4,018
New Residential Investment Corp. 234,675 3,985
Commerce Bancshares Inc. 70,798 3,976
American Homes 4 Rent Class A 172,476 3,960
Hospitality Properties Trust 125,299 3,951
Cullen/Frost Bankers Inc. 44,094 3,923
Investors Bancorp Inc. 268,573 3,862
Senior Housing Properties Trust 190,401 3,856
Assured Guaranty Ltd. 103,580 3,844
CubeSmart 146,215 3,796
Highwoods Properties Inc. 76,988 3,782
Prosperity Bancshares Inc. 53,823 3,752
Navient Corp. 254,152 3,751
Synovus Financial Corp. 90,533 3,714
* Invitation Homes Inc. 166,982 3,645
PrivateBancorp Inc. 61,234 3,635
* Western Alliance Bancorp 73,721 3,619
EPR Properties 49,099 3,615
Eaton Vance Corp. 80,110 3,602
FNB Corp. 241,802 3,596
Realogy Holdings Corp. 120,639 3,594
Brown & Brown Inc. 84,188 3,512
First Horizon National Corp. 189,850 3,512
* Howard Hughes Corp. 29,952 3,512
Webster Financial Corp. 69,784 3,492
Healthcare Trust of America Inc. Class A 110,952 3,491
Allied World Assurance Co. Holdings AG 65,196 3,462
* Athene Holding Ltd. Class A 68,926 3,446
First American Financial Corp. 87,283 3,428
BankUnited Inc. 91,318 3,407
DCT Industrial Trust Inc. 70,422 3,389
Validus Holdings Ltd. 59,290 3,343
Popular Inc. 80,700 3,287
DDR Corp. 260,477 3,264
CyrusOne Inc. 63,142 3,250
Two Harbors Investment Corp. 338,017 3,242
STORE Capital Corp. 135,342 3,232
* Texas Capital Bancshares Inc. 38,338 3,199
Umpqua Holdings Corp. 180,033 3,194
Medical Properties Trust Inc. 247,341 3,188
Chimera Investment Corp. 157,755 3,183
IBERIABANK Corp. 40,211 3,181
Associated Banc-Corp 128,532 3,136

 

 

Life Storage Inc. 37,216 3,056
Apple Hospitality REIT Inc. 159,549 3,047
Healthcare Realty Trust Inc. 93,716 3,046
Radian Group Inc. 169,126 3,037
Weingarten Realty Investors 90,741 3,030
* Equity Commonwealth 96,446 3,011
Taubman Centers Inc. 45,519 3,005
Gramercy Property Trust 113,059 2,973
GEO Group Inc. 63,960 2,966
Primerica Inc. 36,049 2,963
Hanover Insurance Group Inc. 32,867 2,960
Hancock Holding Co. 64,508 2,938
DuPont Fabros Technology Inc. 58,939 2,923
CNO Financial Group Inc. 141,632 2,903
Uniti Group Inc. 111,250 2,876
* Liberty Ventures Class A 64,637 2,875
Outfront Media Inc. 107,718 2,860
CoreCivic Inc. 90,793 2,853
Bank of Hawaii Corp. 34,179 2,815
* Zillow Group Inc. 83,417 2,809
Legg Mason Inc. 76,761 2,772
MFA Financial Inc. 339,903 2,746
* MGIC Investment Corp. 271,106 2,746
Cousins Properties Inc. 329,769 2,727
Wintrust Financial Corp. 39,359 2,720
Retail Properties of America Inc. 187,086 2,698
Aspen Insurance Holdings Ltd. 51,600 2,686
Chemical Financial Corp. 51,250 2,621
Sunstone Hotel Investors Inc. 170,791 2,618
Rayonier Inc. 92,111 2,610
Valley National Bancorp 220,826 2,606
Park Hotels & Resorts Inc. 101,313 2,601
LaSalle Hotel Properties 88,973 2,576
Erie Indemnity Co. Class A 20,930 2,568
Blackstone Mortgage Trust Inc. Class A 82,710 2,561
Piedmont Office Realty Trust Inc. Class A 119,361 2,552
* Stifel Financial Corp. 50,647 2,542
Colony Starwood Homes 74,765 2,538
^ United Bankshares Inc. 60,012 2,535
LPL Financial Holdings Inc. 62,839 2,503
UMB Financial Corp. 33,108 2,493
Corporate Office Properties Trust 75,320 2,493
Washington Federal Inc. 75,035 2,484
Home BancShares Inc. 91,152 2,467
Tanger Factory Outlet Centers Inc. 75,286 2,467
White Mountains Insurance Group Ltd. 2,760 2,428
Pinnacle Financial Partners Inc. 36,484 2,424
MB Financial Inc. 56,609 2,424
Empire State Realty Trust Inc. 116,294 2,400
Physicians Realty Trust 119,200 2,368
CoreSite Realty Corp. 26,297 2,368
Education Realty Trust Inc. 57,945 2,367
ProAssurance Corp. 38,932 2,346
First Industrial Realty Trust Inc. 88,004 2,344
Sterling Bancorp 98,553 2,336
Paramount Group Inc. 143,905 2,333
Columbia Property Trust Inc. 104,288 2,320

 

 

Cathay General Bancorp 61,006 2,299
Fulton Financial Corp. 124,807 2,228
Selective Insurance Group Inc. 46,409 2,188
RLJ Lodging Trust 91,971 2,162
Brandywine Realty Trust 132,642 2,153
PS Business Parks Inc. 18,717 2,148
First Financial Bankshares Inc. 53,418 2,142
National Health Investors Inc. 29,152 2,117
Ryman Hospitality Properties Inc. 33,641 2,080
BancorpSouth Inc. 68,072 2,059
Astoria Financial Corp. 97,321 1,996
Hope Bancorp Inc. 103,892 1,992
Acadia Realty Trust 66,095 1,987
TCF Financial Corp. 116,567 1,984
South State Corp. 22,131 1,977
Urban Edge Properties 74,962 1,971
Retail Opportunity Investments Corp. 93,592 1,968
First Citizens BancShares Inc. Class A 5,867 1,968
* Essent Group Ltd. 54,300 1,964
Care Capital Properties Inc. 72,083 1,937
Federated Investors Inc. Class B 73,241 1,929
FirstCash Inc. 39,123 1,923
Financial Engines Inc. 44,150 1,923
Old National Bancorp 110,147 1,911
RLI Corp. 31,824 1,910
* Blackhawk Network Holdings Inc. 46,862 1,903
American National Insurance Co. 16,083 1,898
Evercore Partners Inc. Class A 24,282 1,892
Great Western Bancorp Inc. 44,551 1,889
BGC Partners Inc. Class A 165,198 1,877
Interactive Brokers Group Inc. 53,772 1,867
CVB Financial Corp. 83,352 1,841
Glacier Bancorp Inc. 54,266 1,841
Trustmark Corp. 56,601 1,799
DiamondRock Hospitality Co. 159,910 1,783
Kennedy-Wilson Holdings Inc. 79,207 1,758
Mack-Cali Realty Corp. 65,082 1,753
Community Bank System Inc. 31,727 1,744
Washington REIT 55,718 1,743
* HRG Group Inc. 89,983 1,738
Hilltop Holdings Inc. 62,227 1,709
BOK Financial Corp. 21,540 1,686
Pebblebrook Hotel Trust 57,538 1,681
Alexander & Baldwin Inc. 37,726 1,680
International Bancshares Corp. 47,268 1,673
* Genworth Financial Inc. Class A 406,111 1,673
EastGroup Properties Inc. 22,203 1,633
American Equity Investment Life Holding Co. 69,016 1,631
EverBank Financial Corp. 83,427 1,625
Kite Realty Group Trust 74,329 1,598
Banner Corp. 28,694 1,597
QTS Realty Trust Inc. Class A 32,690 1,594
Invesco Mortgage Capital Inc. 101,990 1,573
Columbia Banking System Inc. 40,075 1,563
* HealthEquity Inc. 36,716 1,559
Argo Group International Holdings Ltd. 22,950 1,556
Janus Capital Group Inc. 116,348 1,536

 

 

  Capitol Federal Financial Inc. 103,770 1,518
  Select Income REIT 58,837 1,517
  Lexington Realty Trust 150,631 1,503
* LendingClub Corp. 270,600 1,486
* Eagle Bancorp Inc. 24,785 1,480
  Independent Bank Corp. 22,731 1,477
* FCB Financial Holdings Inc. Class A 29,603 1,467
  ServisFirst Bancshares Inc. 40,258 1,465
  First Midwest Bancorp Inc. 61,762 1,463
*,^ Credit Acceptance Corp. 7,316 1,459
  Towne Bank 44,909 1,455
  Sabra Health Care REIT Inc. 50,966 1,423
  STAG Industrial Inc. 56,629 1,417
  LTC Properties Inc. 29,299 1,403
* Quality Care Properties Inc. 74,379 1,403
* Santander Consumer USA Holdings Inc. 104,858 1,397
  Renasant Corp. 35,017 1,390
  NBT Bancorp Inc. 37,420 1,387
  CBL & Associates Properties Inc. 143,785 1,372
* Enstar Group Ltd. 7,130 1,364
  Washington Prime Group Inc. 156,462 1,360
  Ameris Bancorp 29,122 1,343
  Park National Corp. 12,746 1,341
  Potlatch Corp. 29,310 1,339
  Monogram Residential Trust Inc. 131,842 1,314
  American Assets Trust Inc. 31,375 1,313
  Horace Mann Educators Corp. 31,970 1,312
  Northwest Bancshares Inc. 77,735 1,309
  BNC Bancorp 37,306 1,308
  Simmons First National Corp. Class A 23,397 1,290
  LegacyTexas Financial Group Inc. 32,165 1,283
  WesBanco Inc. 33,443 1,274
  Westamerica Bancorporation 22,807 1,273
  Mercury General Corp. 20,823 1,270
  New York REIT Inc. 130,264 1,262
* Zillow Group Inc. Class A 37,054 1,253
*,^ OneMain Holdings Inc. Class A 50,346 1,251
  Redwood Trust Inc. 75,038 1,246
  First Hawaiian Inc. 41,591 1,244
  First Merchants Corp. 31,565 1,241
  CYS Investments Inc. 154,772 1,230
  Kemper Corp. 30,603 1,221
* PRA Group Inc. 36,640 1,215
  First Financial Bancorp 44,016 1,208
  Government Properties Income Trust 57,418 1,202
  United Community Banks Inc. 43,399 1,202
  Union Bankshares Corp. 34,055 1,198
  AmTrust Financial Services Inc. 64,809 1,196
  Chesapeake Lodging Trust 49,633 1,189
  Provident Financial Services Inc. 45,666 1,180
* Green Dot Corp. Class A 35,233 1,175
*,^ BofI Holding Inc. 44,724 1,169
  Global Net Lease Inc. 48,346 1,164
  Xenia Hotels & Resorts Inc. 67,452 1,151
  Apollo Commercial Real Estate Finance Inc. 61,066 1,149
  WSFS Financial Corp. 24,835 1,141
  PennyMac Mortgage Investment Trust 62,865 1,116

 

 

Waddell & Reed Financial Inc. Class A 64,635 1,099
* KCG Holdings Inc. Class A 60,881 1,085
CenterState Banks Inc. 41,616 1,078
First Commonwealth Financial Corp. 81,042 1,075
Franklin Street Properties Corp. 87,651 1,064
Summit Hotel Properties Inc. 66,182 1,058
TFS Financial Corp. 63,450 1,055
Beneficial Bancorp Inc. 64,718 1,035
Rexford Industrial Realty Inc. 45,281 1,020
Capstead Mortgage Corp. 96,564 1,018
NRG Yield Inc. Class A 58,200 1,012
Lakeland Financial Corp. 23,038 993
^ NRG Yield Inc. 55,524 983
Boston Private Financial Holdings Inc. 58,752 964
First Busey Corp. 32,666 960
* Walker & Dunlop Inc. 22,991 958
* MBIA Inc. 112,717 955
Capital Bank Financial Corp. 21,792 946
Terreno Realty Corp. 33,620 941
Ramco-Gershenson Properties Trust 67,103 941
Nelnet Inc. Class A 21,372 937
Navigators Group Inc. 17,052 926
State Bank Financial Corp. 35,025 915
National General Holdings Corp. 38,370 912
S&T Bancorp Inc. 26,318 911
Tompkins Financial Corp. 11,288 909
HFF Inc. Class A 32,757 906
Kearny Financial Corp. 58,847 886
Berkshire Hills Bancorp Inc. 24,421 880
Four Corners Property Trust Inc. 38,538 880
Banc of California Inc. 42,099 871
ARMOUR Residential REIT Inc. 38,217 868
New Senior Investment Group Inc. 84,956 867
Agree Realty Corp. 17,865 857
National Bank Holdings Corp. Class A 26,183 851
Heartland Financial USA Inc. 16,997 849
WisdomTree Investments Inc. 93,383 848
National Storage Affiliates Trust 35,363 845
Artisan Partners Asset Management Inc. Class A 30,500 842
MTGE Investment Corp. 50,138 840
Ladder Capital Corp. Class A 58,092 839
City Holding Co. 12,753 822
Altisource Residential Corp. 52,800 805
REX Holdings Inc. Class A 13,509 803
AMERISAFE Inc. 12,291 798
Meridian Bancorp Inc. 43,088 788
* Customers Bancorp Inc. 24,581 775
United Financial Bancorp Inc. 45,505 774
FelCor Lodging Trust Inc. 102,484 770
* iStar Inc. 65,017 767
Moelis & Co. Class A 19,797 762
* Seacoast Banking Corp. of Florida 31,507 756
Employers Holdings Inc. 19,886 755
* Black Knight Financial Services Inc. Class A 19,679 754
Sandy Spring Bancorp Inc. 18,337 752
* Pacific Premier Bancorp Inc. 19,424 749
* LendingTree Inc. 5,965 748

 

 

Brookline Bancorp Inc. 47,590 745
Hannon Armstrong Sustainable Infrastructure Capital Inc. 36,558 738
Alexander's Inc. 1,706 737
* Flagstar Bancorp Inc. 25,622 722
Hanmi Financial Corp. 23,458 721
CareTrust REIT Inc. 42,330 712
Stewart Information Services Corp. 16,108 712
Cohen & Steers Inc. 17,780 711
Infinity Property & Casualty Corp. 7,431 710
Southside Bancshares Inc. 21,024 706
* FNFV Group 52,566 696
Piper Jaffray Cos. 10,732 685
* St. Joe Co. 39,898 680
Anworth Mortgage Asset Corp. 121,510 674
* Encore Capital Group Inc. 21,177 652
BancFirst Corp. 7,237 651
Cardinal Financial Corp. 21,705 650
Parkway Inc. 32,496 646
* First BanCorp/Puerto Rico 114,108 645
Safety Insurance Group Inc. 9,194 644
Suffolk Bancorp 15,905 643
Universal Insurance Holdings Inc. 26,161 641
Tier REIT Inc. 36,875 640
Silver Bay Realty Trust Corp. 29,792 640
^ Seritage Growth Properties Class A 14,817 639
Lakeland Bancorp Inc. 32,432 636
Investors Real Estate Trust 106,895 634
Flushing Financial Corp. 23,366 628
Community Trust Bancorp Inc. 13,692 626
Maiden Holdings Ltd. 44,637 625
Pennsylvania REIT 41,266 625
TriCo Bancshares 17,554 624
MainSource Financial Group Inc. 18,845 621
Chatham Lodging Trust 31,385 620
Stonegate Bank 13,003 612
National Western Life Group Inc. Class A 2,004 610
Dime Community Bancshares Inc. 30,008 609
First Interstate BancSystem Inc. Class A 15,125 600
* Ambac Financial Group Inc. 31,476 594
Hersha Hospitality Trust Class A 31,582 593
Monmouth Real Estate Investment Corp. 41,116 587
OceanFirst Financial Corp. 20,735 584
Enterprise Financial Services Corp. 13,618 577
Saul Centers Inc. 9,308 574
Preferred Bank 10,676 573
* NMI Holdings Inc. Class A 49,900 569
Easterly Government Properties Inc. 28,569 565
First Potomac Realty Trust 54,314 558
* Third Point Reinsurance Ltd. 46,083 558
Meta Financial Group Inc. 6,276 555
New York Mortgage Trust Inc. 89,300 551
ConnectOne Bancorp Inc. 22,576 547
Heritage Financial Corp. 22,116 547
* INTL. FCStone Inc. 14,401 547
Stock Yards Bancorp Inc. 13,445 547
Oritani Financial Corp. 31,918 543
Independent Bank Group Inc. 8,369 538

 

 

  First of Long Island Corp. 19,753 534
  Northfield Bancorp Inc. 29,510 532
  Investment Technology Group Inc. 26,214 531
  Preferred Apartment Communities Inc. Class A 39,965 528
  Independence Realty Trust Inc. 55,927 524
* HomeStreet Inc. 18,571 519
  InfraREIT Inc. 28,600 515
  Ashford Hospitality Trust Inc. 80,755 514
* CU Bancorp 12,940 513
  Horizon Bancorp 19,456 510
* Greenlight Capital Re Ltd. Class A 23,027 509
  Universal Health Realty Income Trust 7,857 507
  Virtus Investment Partners Inc. 4,779 506
  Greenhill & Co. Inc. 17,155 503
  Pacific Continental Corp. 20,312 498
  Bryn Mawr Bank Corp. 12,506 494
  AG Mortgage Investment Trust Inc. 27,199 491
  Washington Trust Bancorp Inc. 9,560 471
  Virtu Financial Inc. Class A 27,700 471
  TrustCo Bank Corp. NY 59,857 470
  German American Bancorp Inc. 9,732 461
  Camden National Corp. 10,417 459
  James River Group Holdings Ltd. 10,700 459
  United Fire Group Inc. 10,618 454
  Cedar Realty Trust Inc. 89,229 448
  Univest Corp. of Pennsylvania 17,240 446
  Fidelity Southern Corp. 19,619 439
  OFG Bancorp 37,200 439
  Park Sterling Corp. 35,438 436
  Great Southern Bancorp Inc. 8,604 434
  Ares Commercial Real Estate Corp. 31,395 420
  Western Asset Mortgage Capital Corp. 42,800 418
  Diamond Hill Investment Group Inc. 2,134 415
  Mercantile Bank Corp. 12,019 413
  OneBeacon Insurance Group Ltd. Class A 25,839 413
* MoneyGram International Inc. 24,360 409
  FBL Financial Group Inc. Class A 6,229 408
* Ocwen Financial Corp. 74,400 407
  First Bancorp 13,801 404
  Houlihan Lokey Inc. Class A 11,714 404
* Franklin Financial Network Inc. 10,402 403
  Bridge Bancorp Inc. 11,286 395
  Dynex Capital Inc. 55,517 394
  Bank Mutual Corp. 41,362 389
  Urstadt Biddle Properties Inc. Class A 18,764 386
* Forestar Group Inc. 28,000 382
2 Federal Agricultural Mortgage Corp. 6,611 381
  Southwest Bancorp Inc. 14,529 380
*,^ Altisource Portfolio Solutions SA 10,289 379
* Nationstar Mortgage Holdings Inc. 24,010 378
* EZCORP Inc. Class A 44,938 366
  NexPoint Residential Trust Inc. 15,066 364
  Blue Hills Bancorp Inc. 20,100 359
  CoBiz Financial Inc. 21,315 358
  HCI Group Inc. 7,700 351
* Cowen Group Inc. Class A 23,140 346
  Guaranty Bancorp 14,189 345

 

 

Peoples Bancorp Inc. 10,757 341
* Enova International Inc. 22,835 339
Resource Capital Corp. 34,325 335
First Defiance Financial Corp. 6,712 332
Arbor Realty Trust Inc. 39,133 328
State Auto Financial Corp. 11,941 328
Old Second Bancorp Inc. 28,950 326
* TriState Capital Holdings Inc. 13,857 324
Republic Bancorp Inc. 9,337 321
* Allegiance Bancshares Inc. 8,582 319
First Financial Corp. 6,706 319
* Marcus & Millichap Inc. 12,950 318
Heritage Insurance Holdings Inc. 24,494 313
^ Arlington Asset Investment Corp. Class A 21,986 311
CatchMark Timber Trust Inc. Class A 26,945 310
RAIT Financial Trust 95,092 304
Live Oak Bancshares Inc. 13,500 292
Farmland Partners Inc. 25,906 289
* PennyMac Financial Services Inc. Class A 16,850 287
* First Foundation Inc. 18,200 282
First Community Bancshares Inc. 11,246 281
^ Fidelity & Guaranty Life 10,100 281
GAIN Capital Holdings Inc. 33,658 280
CorEnergy Infrastructure Trust Inc. 8,205 277
* HomeTrust Bancshares Inc. 11,780 277
* WMIH Corp. 190,248 276
* PICO Holdings Inc. 19,680 276
Financial Institutions Inc. 8,307 274
State National Cos. Inc. 18,800 271
Opus Bank 13,400 270
People's Utah Bancorp 10,200 270
* Green Bancorp Inc. 14,900 265
Enterprise Bancorp Inc. 7,609 264
PJT Partners Inc. 7,497 263
United Community Financial Corp. 31,306 261
Whitestone REIT 18,700 259
Bluerock Residential Growth REIT Inc. Class A 21,010 259
Central Pacific Financial Corp. 8,411 257
* Ladenburg Thalmann Financial Services Inc. 102,733 255
Armada Hoffler Properties Inc. 18,254 254
1st Source Corp. 5,396 253
Gladstone Commercial Corp. 12,198 252
* Republic First Bancorp Inc. 30,059 249
Peapack Gladstone Financial Corp. 8,371 248
Carolina Financial Corp. 8,200 246
NewStar Financial Inc. 23,231 246
* Triumph Bancorp Inc. 9,395 242
MedEquities Realty Trust Inc. 21,431 240
Ashford Hospitality Prime Inc. 22,600 240
* Citizens Inc. Class A 31,923 237
Kinsale Capital Group Inc. 7,373 236
Community Healthcare Trust Inc. 9,800 234
* Stonegate Mortgage Corp. 28,500 227
One Liberty Properties Inc. 9,698 227
* Safeguard Scientifics Inc. 17,815 226
* Tejon Ranch Co. 10,322 226
Bank of Marin Bancorp 3,495 225

 

 

Bar Harbor Bankshares 6,797 225
* Veritex Holdings Inc. 7,725 217
West Bancorporation Inc. 9,152 210
* Atlantic Capital Bancshares Inc. 11,036 209
UMH Properties Inc. 13,700 208
CNB Financial Corp. 8,629 206
United Insurance Holdings Corp. 12,856 205
^ Orchid Island Capital Inc. 20,500 205
RMR Group Inc. Class A 4,122 204
* Regional Management Corp. 10,486 204
* AV Homes Inc. 12,328 203
First Bancorp Inc. 7,436 203
* National Commerce Corp. 5,400 198
Heritage Oaks Bancorp 14,658 196
Civista Bancshares Inc. 8,700 193
* Global Indemnity Ltd. 4,932 190
* Atlantic Coast Financial Corp. 24,886 190
Citizens & Northern Corp. 8,016 187
Ames National Corp. 6,054 185
MidWestOne Financial Group Inc. 5,318 182
Independent Bank Corp. 8,754 181
SI Financial Group Inc. 12,894 181
Westwood Holdings Group Inc. 3,373 180
Midland States Bancorp Inc. 5,200 179
* World Acceptance Corp. 3,430 178
* HarborOne Bancorp Inc. 9,300 177
American National Bankshares Inc. 4,639 173
FBR & Co. 9,567 173
City Office REIT Inc. 14,150 172
First Bancshares Inc. 6,000 171
ESSA Bancorp Inc. 11,543 168
Bank of Commerce Holdings 15,700 168
MBT Financial Corp. 14,741 167
Peoples Financial Services Corp. 3,941 165
Old Line Bancshares Inc. 5,764 164
QCR Holdings Inc. 3,851 163
Sierra Bancorp 5,807 159
Merchants Bancshares Inc. 3,263 159
* On Deck Capital Inc. 31,512 159
Waterstone Financial Inc. 8,694 159
* Southern First Bancshares Inc. 4,828 158
Sun Bancorp Inc. 6,440 157
Great Ajax Corp. 12,039 157
* Nicolet Bankshares Inc. 3,301 156
Consolidated-Tomoka Land Co. 2,900 155
Orrstown Financial Services Inc. 6,920 155
Farmers Capital Bank Corp. 3,808 154
Arrow Financial Corp. 4,513 153
First Mid-Illinois Bancshares Inc. 4,366 148
Western New England Bancorp Inc. 13,768 145
* FRP Holdings Inc. 3,570 143
* BSB Bancorp Inc. 4,902 138
National Bankshares Inc. 3,644 137
Sotherly Hotels Inc. 21,370 137
First Financial Northwest Inc. 7,735 137
* Bancorp Inc. 26,730 136
* Hallmark Financial Services Inc. 12,230 135

 

 

  Federated National Holding Co. 7,746 135
* Xenith Bankshares Inc. 5,320 135
  Premier Financial Bancorp Inc. 6,402 135
  Northrim BanCorp Inc. 4,388 132
^ Global Medical REIT Inc. 14,476 131
  Jernigan Capital Inc. 5,700 131
* Atlas Financial Holdings Inc. 9,560 130
* Cascade Bancorp 16,888 130
  Associated Capital Group Inc. Class A 3,601 130
  Hingham Institution for Savings 734 130
  Central Valley Community Bancorp 6,320 130
  Five Oaks Investment Corp. 25,250 130
  Century Bancorp Inc. Class A 2,107 128
* Pacific Mercantile Bancorp 16,500 125
* Equity Bancshares Inc. Class A 3,900 124
* Impac Mortgage Holdings Inc. 9,700 121
* Bay Bancorp Inc. 15,100 119
* eHealth Inc. 9,700 117
  Baldwin & Lyons Inc. 4,773 117
  First Internet Bancorp 3,935 116
  First Connecticut Bancorp Inc. 4,669 116
  Getty Realty Corp. 4,488 113
* Coastway Bancorp Inc. 6,522 113
  Cherry Hill Mortgage Investment Corp. 6,580 112
  Clifton Bancorp Inc. 6,917 112
  Capital City Bank Group Inc. 5,193 111
  Heritage Commerce Corp. 7,671 108
  Commerce Union Bancshares Inc. 4,900 107
  First Business Financial Services Inc. 4,080 106
  Oppenheimer Holdings Inc. Class A 6,100 104
  Penns Woods Bancorp Inc. 2,387 104
  MutualFirst Financial Inc. 3,226 102
^ Access National Corp. 3,374 101
  AmeriServ Financial Inc. 25,974 97
* First United Corp. 6,656 96
  Reis Inc. 5,175 93
  Provident Financial Holdings Inc. 4,937 92
  Wheeler REIT Inc. 53,200 92
* Trinity Place Holdings Inc. 12,214 89
  Tiptree Inc. 12,203 89
  Manning & Napier Inc. 15,067 86
  United Bancshares Inc. 3,700 77
  Marlin Business Services Corp. 2,977 77
  First Savings Financial Group Inc. 1,513 76
*,^ First NBC Bank Holding Co. 18,500 74
  C&F Financial Corp. 1,595 74
  Owens Realty Mortgage Inc. 4,038 72
  United Bancorp Inc. 5,633 68
2 Federal Agricultural Mortgage Corp. Class A 1,200 67
  EMC Insurance Group Inc. 2,382 67
  CPI Card Group Inc. 15,460 65
  Stratus Properties Inc. 2,300 63
  Atlantic American Corp. 15,600 62
* RMG Networks Holding Corp. 78,953 62
* FB Financial Corp. 1,700 60
  HopFed Bancorp Inc. 4,115 59
* Consumer Portfolio Services Inc. 12,245 58

 

 

Sutherland Asset Management Corp. 3,961 57
Shore Bancshares Inc. 3,400 57
* Health Insurance Innovations Inc. Class A 3,400 54
* CardConnect Corp. 4,000 53
Northeast Bancorp 3,351 51
MidSouth Bancorp Inc. 3,241 50
American River Bankshares 3,207 48
* Altisource Asset Management Corp. 600 45
Farmers National Banc Corp. 3,011 43
Ellington Residential Mortgage REIT 2,900 42
Unity Bancorp Inc. 2,500 42
Parke Bancorp Inc. 1,973 42
* Walter Investment Management Corp. 35,023 38
Hennessy Advisors Inc. 2,250 38
* Ashford Inc. 669 38
Eastern Virginia Bankshares Inc. 3,288 34
Southern National Bancorp of Virginia Inc. 1,800 30
Charter Financial Corp. 1,521 30
BankFinancial Corp. 1,967 29
Two River Bancorp 1,500 26
United Community Bancorp 1,400 25
* SmartFinancial Inc. 1,104 23
LCNB Corp. 900 21
Gladstone Land Corp. 1,800 20
Evans Bancorp Inc. 500 19
Silvercrest Asset Management Group Inc. Class A 1,432 19
* Performant Financial Corp. 6,364 19
* Maui Land & Pineapple Co. Inc. 1,499 18
Middleburg Financial Corp. 423 17
California First National Bancorp 1,033 17
* First Community Financial Partners Inc. 1,285 16
* Innovative Industrial Properties Inc. 900 15
Bear State Financial Inc. 1,600 15
* 1347 Property Insurance Holdings Inc. 1,800 14
Citizens First Corp. 700 13
Investar Holding Corp. 600 13
* First Acceptance Corp. 8,936 12
* Intersections Inc. 2,900 12
* UCP Inc. 1,083 11
Summit Financial Group Inc. 500 11
* Malvern Bancorp Inc. 500 11
Bankwell Financial Group Inc. 300 10
* Capstar Financial Holdings Inc. 500 10
ACNB Corp. 300 9
WashingtonFirst Bankshares Inc. 300 8
Donegal Group Inc. Class A 422 7
Fifth Street Asset Management Inc. 1,500 7
* Security National Financial Corp. Class A 1,012 7
WVS Financial Corp. 400 6
Macatawa Bank Corp. 600 6
* Omthera Pharmaceuticals Inc. CVR 9,400 6
* Paragon Commercial Corp. 100 5
* Global Brokerage Inc. 1,500 4
* Asta Funding Inc. 419 3
DNB Financial Corp. 100 3
Medley Management Inc. Class A 400 3
* ZAIS Group Holdings Inc. 1,100 3

 

 

County Bancorp Inc. 100 3
Codorus Valley Bancorp Inc. 100 3
1st Constitution Bancorp 134 2
Sussex Bancorp 100 2
First Guaranty Bancshares Inc. 100 2
* Entegra Financial Corp. 100 2
* Carolina Bank Holdings Inc. 84 2
* Sunshine Bancorp Inc. 104 2
* Centrue Financial Corp. 77 2
Investors Title Co. 12 2
* ITUS Corp. 600 2
* American Realty Investors Inc. 200 2
* First Northwest Bancorp 100 2
* Jason Industries Inc. 900 1
* Ambit Biosciences Corp. CVR Rights 1,900 1
* Connecture Inc. 800 1
* Conifer Holdings Inc. 100 1
Landmark Bancorp Inc. 9 —
First US Bancshares Inc. 1 —
* Clinical Data Contingent Value Rights 9,500 —
* Allen Organ Co. Escrow Shares 1,400 —
    3,957,017
Health Care (7.5%)    
Johnson & Johnson 2,153,173 268,178
Pfizer Inc. 4,794,461 164,019
Merck & Co. Inc. 2,177,407 138,352
UnitedHealth Group Inc. 760,538 124,736
Amgen Inc. 586,289 96,192
Medtronic plc 1,091,776 87,953
AbbVie Inc. 1,280,598 83,444
* Celgene Corp. 616,451 76,705
Bristol-Myers Squibb Co. 1,319,233 71,740
Allergan plc 295,578 70,619
Gilead Sciences Inc. 1,037,770 70,485
Eli Lilly & Co. 786,346 66,140
Abbott Laboratories 1,365,929 60,661
Thermo Fisher Scientific Inc. 310,742 47,730
* Biogen Inc. 170,714 46,677
Aetna Inc. 274,647 35,031
Anthem Inc. 207,080 34,247
* Express Scripts Holding Co. 490,602 32,336
Stryker Corp. 238,038 31,338
Becton Dickinson and Co. 167,619 30,748
Cigna Corp. 200,833 29,420
* Boston Scientific Corp. 1,080,750 26,878
Humana Inc. 117,628 24,248
* Regeneron Pharmaceuticals Inc. 61,857 23,970
* Intuitive Surgical Inc. 30,882 23,670
* HCA Holdings Inc. 247,794 22,051
* Vertex Pharmaceuticals Inc. 195,321 21,358
Zoetis Inc. 392,992 20,974
* Alexion Pharmaceuticals Inc. 168,341 20,410
Baxter International Inc. 383,251 19,875
* Illumina Inc. 114,941 19,614
Zimmer Biomet Holdings Inc. 157,938 19,286
* Incyte Corp. 126,023 16,845
* Edwards Lifesciences Corp. 166,956 15,706

 

 

  CR Bard Inc. 58,070 14,433
* Mylan NV 336,042 13,102
* BioMarin Pharmaceutical Inc. 135,529 11,897
* Laboratory Corp. of America Holdings 80,811 11,594
  Dentsply Sirona Inc. 183,231 11,441
* Henry Schein Inc. 63,785 10,842
* IDEXX Laboratories Inc. 69,870 10,803
  Quest Diagnostics Inc. 107,387 10,544
* Quintiles IMS Holdings Inc. 118,154 9,515
* Waters Corp. 60,466 9,451
* Hologic Inc. 218,437 9,294
* Centene Corp. 127,839 9,110
  Universal Health Services Inc. Class B 71,259 8,868
* DaVita Inc. 129,706 8,816
  ResMed Inc. 109,529 7,883
  Cooper Cos. Inc. 37,859 7,568
* Alkermes plc 121,129 7,086
* Jazz Pharmaceuticals plc 47,161 6,844
  Perrigo Co. plc 101,103 6,712
  Teleflex Inc. 34,527 6,689
* Align Technology Inc. 57,182 6,559
* Varian Medical Systems Inc. 71,899 6,552
* Envision Healthcare Corp. 93,163 5,713
* DexCom Inc. 66,353 5,622
* MEDNAX Inc. 73,484 5,098
  West Pharmaceutical Services Inc. 60,902 4,970
* Exelixis Inc. 228,580 4,953
* Seattle Genetics Inc. 76,574 4,813
* WellCare Health Plans Inc. 34,046 4,774
* TESARO Inc. 30,298 4,662
  STERIS plc 66,929 4,649
* Bioverativ Inc. 85,357 4,649
* United Therapeutics Corp. 33,986 4,601
* ABIOMED Inc. 32,161 4,027
*,^ Ionis Pharmaceuticals Inc. 95,589 3,843
  Hill-Rom Holdings Inc. 49,236 3,476
* Masimo Corp. 36,587 3,412
* Charles River Laboratories International Inc. 36,915 3,321
* Mallinckrodt plc 74,038 3,300
  Bio-Techne Corp. 31,682 3,220
* Bio-Rad Laboratories Inc. Class A 15,943 3,178
* Catalent Inc. 108,857 3,083
* Neurocrine Biosciences Inc. 69,652 3,016
  Patterson Cos. Inc. 66,095 2,989
* Alnylam Pharmaceuticals Inc. 58,165 2,981
* Nektar Therapeutics Class A 126,903 2,978
* NuVasive Inc. 39,076 2,918
* Bluebird Bio Inc. 31,810 2,892
* Medicines Co. 57,921 2,832
  HealthSouth Corp. 64,729 2,771
* Prestige Brands Holdings Inc. 49,586 2,755
* Alere Inc. 69,304 2,753
* Kite Pharma Inc. 34,650 2,720
* Wright Medical Group NV 84,517 2,630
* PAREXEL International Corp. 41,664 2,629
* ACADIA Pharmaceuticals Inc. 76,078 2,616
  Cantel Medical Corp. 30,605 2,451

 

 

  Healthcare Services Group Inc. 53,625 2,311
* LifePoint Health Inc. 34,553 2,263
* Acadia Healthcare Co. Inc. 51,300 2,237
* Neogen Corp. 32,682 2,142
*,^ OPKO Health Inc. 260,243 2,082
* PRA Health Sciences Inc. 31,634 2,063
* Clovis Oncology Inc. 32,300 2,057
* Brookdale Senior Living Inc. 152,269 2,045
* Exact Sciences Corp. 83,666 1,976
* Ultragenyx Pharmaceutical Inc. 28,792 1,952
* Portola Pharmaceuticals Inc. 49,600 1,944
* Integra LifeSciences Holdings Corp. 46,124 1,943
* Insulet Corp. 44,848 1,933
  Bruker Corp. 81,884 1,910
* Sage Therapeutics Inc. 26,342 1,872
* Nevro Corp. 19,945 1,869
* Horizon Pharma plc 126,368 1,868
* VWR Corp. 65,917 1,859
* Endo International plc 163,268 1,822
* Ironwood Pharmaceuticals Inc. Class A 106,516 1,817
* INC Research Holdings Inc. Class A 39,465 1,809
* Akorn Inc. 74,539 1,795
* ICU Medical Inc. 11,206 1,711
* Penumbra Inc. 20,500 1,711
* Ligand Pharmaceuticals Inc. 15,301 1,619
* Globus Medical Inc. 53,739 1,592
* Molina Healthcare Inc. 34,534 1,575
  Owens & Minor Inc. 45,065 1,559
* Haemonetics Corp. 38,202 1,550
* Zeltiq Aesthetics Inc. 27,800 1,546
* Agios Pharmaceuticals Inc. 26,079 1,523
* NxStage Medical Inc. 54,072 1,451
*,^ Intercept Pharmaceuticals Inc. 12,800 1,448
* Pacira Pharmaceuticals Inc. 31,353 1,430
* Halyard Health Inc. 37,063 1,412
* Juno Therapeutics Inc. 63,400 1,407
* HMS Holdings Corp. 68,186 1,386
* Magellan Health Inc. 18,946 1,308
* Supernus Pharmaceuticals Inc. 40,674 1,273
* Sarepta Therapeutics Inc. 42,579 1,260
* Inogen Inc. 16,109 1,249
* Array BioPharma Inc. 139,160 1,244
* Select Medical Holdings Corp. 91,155 1,217
* Spark Therapeutics Inc. 22,716 1,212
* Radius Health Inc. 31,300 1,210
* Theravance Biopharma Inc. 32,821 1,208
* Amedisys Inc. 23,114 1,181
* Halozyme Therapeutics Inc. 90,218 1,169
* Aerie Pharmaceuticals Inc. 25,700 1,165
* Air Methods Corp. 26,835 1,154
* Omnicell Inc. 26,611 1,082
* Innoviva Inc. 77,213 1,068
* Myriad Genetics Inc. 55,482 1,065
* FibroGen Inc. 41,602 1,025
* Tenet Healthcare Corp. 57,461 1,018
*,^ TherapeuticsMD Inc. 141,259 1,017
* Dermira Inc. 28,954 988

 

 

* Natus Medical Inc. 24,831 975
* Repligen Corp. 27,666 974
* Varex Imaging Corp. 28,759 966
* Spectranetics Corp. 33,126 965
* Insmed Inc. 54,938 962
* Merit Medical Systems Inc. 31,728 917
* Puma Biotechnology Inc. 24,343 906
  CONMED Corp. 19,509 866
* Glaukos Corp. 16,751 859
*,^ ZIOPHARM Oncology Inc. 133,358 845
* Acorda Therapeutics Inc. 40,091 842
* Five Prime Therapeutics Inc. 23,200 839
* Blueprint Medicines Corp. 20,900 836
* Community Health Systems Inc. 93,387 828
* Alder Biopharmaceuticals Inc. 39,362 819
* Global Blood Therapeutics Inc. 22,116 815
* Avexis Inc. 10,700 814
  Abaxis Inc. 16,612 806
* Amicus Therapeutics Inc. 111,869 798
* Emergent BioSolutions Inc. 27,303 793
*,^ Intrexon Corp. 39,798 789
* Corcept Therapeutics Inc. 70,798 776
  Ensign Group Inc. 38,640 726
  Analogic Corp. 9,555 725
*,^ MiMedx Group Inc. 75,811 722
* Tivity Health Inc. 24,729 720
* Xencor Inc. 29,602 708
* Acceleron Pharma Inc. 26,470 701
* Momenta Pharmaceuticals Inc. 52,300 698
* Anika Therapeutics Inc. 15,821 687
* Depomed Inc. 54,274 681
* Genomic Health Inc. 20,600 649
* Esperion Therapeutics Inc. 18,300 646
* Cardiovascular Systems Inc. 22,833 646
* Eagle Pharmaceuticals Inc. 7,770 644
* Retrophin Inc. 34,742 641
* Teladoc Inc. 25,586 640
*,^ Lannett Co. Inc. 28,073 627
* LHC Group Inc. 11,633 627
* Coherus Biosciences Inc. 29,535 625
* Synergy Pharmaceuticals Inc. 132,700 618
* AMAG Pharmaceuticals Inc. 26,859 606
* Heska Corp. 5,700 598
* Loxo Oncology Inc. 14,137 595
*,^ Immunomedics Inc. 89,087 576
* Achaogen Inc. 22,746 574
* Tetraphase Pharmaceuticals Inc. 61,500 565
  US Physical Therapy Inc. 8,607 562
  Luminex Corp. 30,512 561
* Epizyme Inc. 32,600 559
* NewLink Genetics Corp. 22,912 552
* Orthofix International NV 14,470 552
* PharMerica Corp. 23,476 549
* Progenics Pharmaceuticals Inc. 57,826 546
* Flexion Therapeutics Inc. 20,000 538
* Impax Laboratories Inc. 42,334 536
*,^ Keryx Biopharmaceuticals Inc. 86,239 531

 

 

*,^ Omeros Corp. 34,863 527
* Intra-Cellular Therapies Inc. Class A 31,825 517
* AtriCure Inc. 26,967 516
* Heron Therapeutics Inc. 34,400 516
* BioTelemetry Inc. 17,700 512
* Accelerate Diagnostics Inc. 21,120 511
* OraSure Technologies Inc. 39,271 508
* GenMark Diagnostics Inc. 38,989 500
* Vanda Pharmaceuticals Inc. 35,154 492
* Achillion Pharmaceuticals Inc. 115,003 484
  Atrion Corp. 1,034 484
* K2M Group Holdings Inc. 23,473 481
* Paratek Pharmaceuticals Inc. 24,900 479
* Amphastar Pharmaceuticals Inc. 33,036 479
* Aclaris Therapeutics Inc. 16,052 479
* HealthStream Inc. 19,723 478
* Endologix Inc. 65,693 476
* Sangamo Therapeutics Inc. 91,387 475
* SciClone Pharmaceuticals Inc. 48,479 475
* Quidel Corp. 20,812 471
* Lexicon Pharmaceuticals Inc. 32,614 468
* MacroGenics Inc. 25,037 466
* BioCryst Pharmaceuticals Inc. 55,423 466
* Teligent Inc. 59,503 465
* Inovio Pharmaceuticals Inc. 67,199 445
* Revance Therapeutics Inc. 21,300 443
* Cerus Corp. 97,920 436
* Aimmune Therapeutics Inc. 19,646 427
* ANI Pharmaceuticals Inc. 8,269 409
  Meridian Bioscience Inc. 29,645 409
* NeoGenomics Inc. 51,749 408
* CryoLife Inc. 23,566 392
* AngioDynamics Inc. 22,580 392
*,^ TG Therapeutics Inc. 32,816 382
* Intersect ENT Inc. 21,900 376
* Enanta Pharmaceuticals Inc. 12,174 375
* REGENXBIO Inc. 19,373 374
* Versartis Inc. 17,333 370
* Spectrum Pharmaceuticals Inc. 56,800 369
* Triple-S Management Corp. Class B 20,928 368
* Atara Biotherapeutics Inc. 17,586 361
* Editas Medicine Inc. 15,800 353
* Almost Family Inc. 7,164 348
* iRhythm Technologies Inc. 9,200 346
  Invacare Corp. 29,000 345
* La Jolla Pharmaceutical Co. 11,526 344
* Pacific Biosciences of California Inc. 66,498 344
* Lion Biotechnologies Inc. 45,910 342
  National HealthCare Corp. 4,771 340
*,^ Foundation Medicine Inc. 10,273 331
* Accuray Inc. 69,449 330
* Capital Senior Living Corp. 23,380 329
* CorVel Corp. 7,554 329
* Universal American Corp. 32,828 327
* Celldex Therapeutics Inc. 90,510 327
* Civitas Solutions Inc. 17,367 319
* Cytokinetics Inc. 24,800 319

 

 

*,^ Cara Therapeutics Inc. 17,300 318
* Zogenix Inc. 29,075 315
* Surgery Partners Inc. 16,097 314
* Antares Pharma Inc. 109,944 312
* Albany Molecular Research Inc. 22,217 312
* Medpace Holdings Inc. 10,352 309
* Bellicum Pharmaceuticals Inc. 24,214 299
* Sucampo Pharmaceuticals Inc. Class A 27,107 298
* Novavax Inc. 231,600 296
* Ardelyx Inc. 23,360 296
* Arena Pharmaceuticals Inc. 201,701 294
* Geron Corp. 129,700 294
  PDL BioPharma Inc. 128,200 291
* Agenus Inc. 73,900 279
* Merrimack Pharmaceuticals Inc. 90,400 278
* CytomX Therapeutics Inc. 16,122 278
* Karyopharm Therapeutics Inc. 21,500 276
  LeMaitre Vascular Inc. 11,200 276
* Adamas Pharmaceuticals Inc. 15,513 271
* Chimerix Inc. 42,146 269
* Calithera Biosciences Inc. 23,012 266
* PTC Therapeutics Inc. 27,000 266
* Assembly Biosciences Inc. 10,200 260
* Otonomy Inc. 20,810 255
* Surmodics Inc. 10,580 254
* Curis Inc. 91,411 254
* Invitae Corp. 22,713 251
*,^ Aduro Biotech Inc. 23,178 249
* Enzo Biochem Inc. 29,379 246
* Rigel Pharmaceuticals Inc. 73,761 244
*,^ XBiotech Inc. 14,768 244
*,^ Zynerba Pharmaceuticals Inc. 12,100 243
* MyoKardia Inc. 18,100 238
*,^ Insys Therapeutics Inc. 22,042 232
*,^ Organovo Holdings Inc. 72,222 230
*,^ Advaxis Inc. 27,700 226
*,^ Corbus Pharmaceuticals Holdings Inc. 27,092 224
* Akebia Therapeutics Inc. 22,609 208
* Ignyta Inc. 24,115 207
* STAAR Surgical Co. 21,070 206
* Addus HomeCare Corp. 6,320 202
* Dynavax Technologies Corp. 33,614 200
* Concert Pharmaceuticals Inc. 11,700 200
* NanoString Technologies Inc. 9,979 198
* Aratana Therapeutics Inc. 37,400 198
* Cutera Inc. 9,465 196
* ChemoCentryx Inc. 26,403 192
* Seres Therapeutics Inc. 16,445 185
* Stemline Therapeutics Inc. 21,498 184
* AxoGen Inc. 17,500 183
* RadNet Inc. 30,936 183
*,^ Collegium Pharmaceutical Inc. 18,140 182
* Lantheus Holdings Inc. 14,300 179
* Fluidigm Corp. 31,051 177
* Veracyte Inc. 18,784 172
* Minerva Neurosciences Inc. 20,900 169
*,^ Voyager Therapeutics Inc. 12,400 164

 

 

* Ra Pharmaceuticals Inc. 7,648 163
* BioTime Inc. 46,244 160
*,^ Pulse Biosciences Inc. 7,725 158
*,^ ImmunoGen Inc. 39,999 155
* Exactech Inc. 6,075 153
*,^ Anavex Life Sciences Corp. 25,900 149
* American Renal Associates Holdings Inc. 8,760 148
* Quorum Health Corp. 26,400 144
*,^ Ocular Therapeutix Inc. 15,120 140
*,^ Adamis Pharmaceuticals Corp. 32,500 138
* ConforMIS Inc. 25,800 135
* Corvus Pharmaceuticals Inc. 6,200 129
* Fortress Biotech Inc. 34,496 128
* RTI Surgical Inc. 31,405 126
* Edge Therapeutics Inc. 13,585 124
* Idera Pharmaceuticals Inc. 49,900 123
* Genocea Biosciences Inc. 20,054 122
  Kindred Healthcare Inc. 14,400 120
* Durect Corp. 111,845 117
* Mirati Therapeutics Inc. 22,500 117
*,^ BioDelivery Sciences International Inc. 60,658 115
*,^ Abeona Therapeutics Inc. 22,600 113
* Intellia Therapeutics Inc. 7,800 110
* BioSpecifics Technologies Corp. 1,992 109
* Catalyst Pharmaceuticals Inc. 54,227 106
*,^ Corindus Vascular Robotics Inc. 80,300 105
* Endocyte Inc. 40,026 103
* Clearside Biomedical Inc. 12,800 102
* Recro Pharma Inc. 11,400 100
* Sientra Inc. 11,700 99
* ArQule Inc. 89,476 95
* KemPharm Inc. 19,300 95
* AcelRx Pharmaceuticals Inc. 29,180 92
* Entellus Medical Inc. 6,496 90
* SCYNEXIS Inc. 32,300 89
*,^ ContraVir Pharmaceuticals Inc. 50,300 89
* Neos Therapeutics Inc. 12,124 87
* Invuity Inc. 10,900 87
* T2 Biosystems Inc. 16,400 86
* FONAR Corp. 4,900 86
*,^ Navidea Biopharmaceuticals Inc. 148,802 86
*,^ Actinium Pharmaceuticals Inc. 56,800 86
* Arrowhead Pharmaceuticals Inc. 46,244 86
* Conatus Pharmaceuticals Inc. 14,600 84
* Infinity Pharmaceuticals Inc. 25,446 82
* Kura Oncology Inc. 9,300 82
* VIVUS Inc. 72,900 82
* MediciNova Inc. 13,500 81
* IRIDEX Corp. 6,700 80
* AAC Holdings Inc. 9,100 78
* ContraFect Corp. 39,500 71
  Utah Medical Products Inc. 1,130 70
* Cidara Therapeutics Inc. 8,825 69
* VBI Vaccines Inc. 12,520 69
*,^ Imprimis Pharmaceuticals Inc. 16,400 68
* NanoViricides Inc. 61,000 68
* Zafgen Inc. 14,385 67

 

 

* AVEO Pharmaceuticals Inc. 112,100 66
* ViewRay Inc. 7,624 65
* Proteostasis Therapeutics Inc. 8,245 64
* Bio-Path Holdings Inc. 76,772 64
* Cumberland Pharmaceuticals Inc. 9,063 63
* Alimera Sciences Inc. 44,600 62
*,^ EyeGate Pharmaceuticals Inc. 24,301 62
* Immune Design Corp. 9,032 61
* Audentes Therapeutics Inc. 3,600 61
*,^ Nobilis Health Corp. 35,385 60
* OvaScience Inc. 31,600 59
*,^ Aralez Pharmaceuticals Inc. 26,916 58
* Peregrine Pharmaceuticals Inc. 87,515 57
* Cascadian Therapeutics Inc. 13,541 56
  Psychemedics Corp. 2,755 55
* Cymabay Therapeutics Inc. 12,800 55
*,^ CorMedix Inc. 33,680 55
* Bovie Medical Corp. 20,173 54
* Sunesis Pharmaceuticals Inc. 12,607 52
* iRadimed Corp. 5,600 50
* Regulus Therapeutics Inc. 30,200 50
*,^ Sophiris Bio Inc. 17,200 49
* Agile Therapeutics Inc. 14,960 48
* SeaSpine Holdings Corp. 5,954 47
* Tandem Diabetes Care Inc. 36,400 44
* Applied Genetic Technologies Corp. 6,300 43
* Juniper Pharmaceuticals Inc. 9,069 43
  Daxor Corp. 5,808 42
* CytoSorbents Corp. 9,200 41
  Digirad Corp. 7,706 41
* Synthetic Biologics Inc. 64,604 41
* Madrigal Pharmaceuticals Inc. 2,620 40
* Rockwell Medical Inc. 6,400 40
* Kindred Biosciences Inc. 5,604 40
*,^ Vericel Corp. 14,100 39
* Harvard Bioscience Inc. 14,884 39
* Repros Therapeutics Inc. 31,860 38
* Athersys Inc. 21,730 37
* Aevi Genomic Medicine Inc. 19,572 36
* Fate Therapeutics Inc. 7,800 35
* IsoRay Inc. 59,283 35
* Genesis Healthcare Inc. 12,929 34
* Trovagene Inc. 29,620 34
* Biolase Inc. 24,313 33
* Inotek Pharmaceuticals Corp. 16,100 32
*,^ Orexigen Therapeutics Inc. 9,260 32
* Aptevo Therapeutics Inc. 15,451 32
* Syndax Pharmaceuticals Inc. 2,300 32
* Asterias Biotherapeutics Inc. 9,200 31
* iBio Inc. 71,319 31
*,^ Obalon Therapeutics Inc. 2,800 30
* Nivalis Therapeutics Inc. 10,145 30
* Adverum Biotechnologies Inc. 10,825 29
* Titan Pharmaceuticals Inc. 8,640 29
* AquaBounty Technologies Inc. 2,525 28
* Avinger Inc. 14,581 28
* Axsome Therapeutics Inc. 7,087 28

 

 

* Novocure Ltd. 3,300 27
* Tactile Systems Technology Inc. 1,300 25
* Media General Inc. CVR 82,296 24
* Eiger BioPharmaceuticals Inc. 2,118 24
* Dimension Therapeutics Inc. 13,400 23
* Dicerna Pharmaceuticals Inc. 6,723 23
*,^ Unilife Corp. 13,300 23
* Oncocyte Corp. 3,778 23
*,^ Adeptus Health Inc. Class A 12,399 22
  PharmAthene Inc. 27,200 22
* Vital Therapies Inc. 5,203 21
* Palatin Technologies Inc. 60,300 20
* Proteon Therapeutics Inc. 11,000 19
*,^ Neuralstem Inc. 3,625 19
* Five Star Senior Living Inc. 8,876 19
* Chembio Diagnostics Inc. 3,382 18
*,^ Tenax Therapeutics Inc. 31,000 17
* Wright Medical Group Inc. CVR Exp. 12/31/2049 11,147 17
* Albireo Pharma Inc. 706 17
* Sonoma Pharmaceuticals Inc. 2,200 16
*,^ Biocept Inc. 7,100 15
* Marinus Pharmaceuticals Inc. 8,500 15
*,^ Rexahn Pharmaceuticals Inc. 27,600 14
* MEI Pharma Inc. 8,500 14
* Aldeyra Therapeutics Inc. 2,699 13
* InfuSystem Holdings Inc. 5,850 13
*,^ Anthera Pharmaceuticals Inc. 31,200 13
* Corium International Inc. 2,876 12
* ADMA Biologics Inc. 2,457 12
* Jounce Therapeutics Inc. 535 12
* Second Sight Medical Products Inc. 9,700 12
* AnaptysBio Inc. 421 12
*,^ Cerulean Pharma Inc. 14,300 12
*,^ Galectin Therapeutics Inc. 4,900 11
* Ohr Pharmaceutical Inc. 12,700 11
* Evoke Pharma Inc. 3,400 11
* GlycoMimetics Inc. 1,896 10
* Protagonist Therapeutics Inc. 800 10
*,^ Catabasis Pharmaceuticals Inc. 6,200 10
*,^ Tokai Pharmaceuticals Inc. 10,800 9
* BioScrip Inc. 5,200 9
*,^ Immune Pharmaceuticals Inc. 60,200 9
* OncoGenex Pharmaceuticals Inc. 19,400 9
* CytRx Corp. 19,046 8
* CASI Pharmaceuticals Inc. 5,675 8
*,^ Senseonics Holdings Inc. 4,300 8
* Alliance HealthCare Services Inc. 653 7
* Ritter Pharmaceuticals Inc. 4,700 7
* Novan Inc. 1,037 7
* Verastem Inc. 3,100 6
* CTI BioPharma Corp. 1,500 6
*,^ OncoSec Medical Inc. 4,800 6
* Aeglea BioTherapeutics Inc. 800 6
* Misonix Inc. 500 6
* aTyr Pharma Inc. 1,400 5
*,^ Ocera Therapeutics Inc. 3,700 5
* Aviragen Therapeutics Inc. 6,900 4

 

 

* Alphatec Holdings Inc. 1,870 4
* Cogentix Medical Inc. 2,300 4
* Capricor Therapeutics Inc. 1,200 4
* Histogenics Corp. 2,300 4
* Viveve Medical Inc. 600 4
* Presbia plc 1,188 4
* Champions Oncology Inc. 1,100 3
* Vermillion Inc. 1,607 3
* Caladrius Biosciences Inc. 600 3
* CareDx Inc. 2,068 3
*,^ Ampio Pharmaceuticals Inc. 3,600 3
*,^ Amedica Corp. 6,000 2
* Cerecor Inc. 3,200 2
* Onconova Therapeutics Inc. 700 2
  Diversicare Healthcare Services Inc. 200 2
*,^ ImmunoCellular Therapeutics Ltd. 617 2
* Mirna Therapeutics Inc. 800 2
*,^ Joint Corp. 400 2
* Cytori Therapeutics Inc. 1,000 2
* Fibrocell Science Inc. 733 1
* Argos Therapeutics Inc. 3,200 1
* Oncobiologics Inc. 500 1
* Aethlon Medical Inc. 400 1
* Tracon Pharmaceuticals Inc. 300 1
* CEL-SCI Corp. 12,500 1
* GTx Inc. 220 1
*,^ Xtant Medical Holdings Inc. 1,600 1
* Apricus Biosciences Inc. 411 1
* AdCare Health Systems Inc. 600 1
* Hemispherx Biopharma Inc. 1,300 1
* Alliqua BioMedical Inc. 1,300 1
* Microbot Medical Inc. 91 1
* TearLab Corp. Class A 130 —
* Milestone Scientific Inc. 200 —
* Arcadia Biosciences Inc. 200 —
* Biosante Pharmaceutical Inc CVR 14,250 —
* NuPathe Inc. CVR 6,287 —
      2,451,933
Industrials (7.7%)    
  General Electric Co. 7,006,902 208,806
  3M Co. 474,668 90,818
  Boeing Co. 463,141 81,911
  Honeywell International Inc. 598,112 74,686
  Union Pacific Corp. 649,088 68,751
  United Technologies Corp. 612,478 68,726
  Accenture plc Class A 495,455 59,395
  United Parcel Service Inc. Class B 539,870 57,928
  Lockheed Martin Corp. 195,457 52,304
  Caterpillar Inc. 463,366 42,982
  Danaher Corp. 492,827 42,151
* PayPal Holdings Inc. 912,132 39,240
  General Dynamics Corp. 204,570 38,296
  FedEx Corp. 187,405 36,572
  Raytheon Co. 232,438 35,447
  Automatic Data Processing Inc. 340,617 34,876
  CSX Corp. 739,199 34,410
  Northrop Grumman Corp. 140,235 33,353

 

 

Illinois Tool Works Inc. 249,692 33,077
Johnson Controls International plc 728,212 30,672
Emerson Electric Co. 509,174 30,479
Deere & Co. 251,969 27,429
Eaton Corp. plc 359,393 26,649
Norfolk Southern Corp. 230,537 25,813
Waste Management Inc. 350,014 25,523
TE Connectivity Ltd. 280,379 20,902
Fidelity National Information Services Inc. 257,967 20,539
Cummins Inc. 132,808 20,081
* Fiserv Inc. 172,988 19,947
Sherwin-Williams Co. 62,020 19,238
PACCAR Inc. 274,753 18,463
Amphenol Corp. Class A 241,525 17,189
Parker-Hannifin Corp. 105,297 16,881
Ingersoll-Rand plc 203,016 16,509
Roper Technologies Inc. 79,940 16,507
Rockwell Automation Inc. 102,674 15,987
Paychex Inc. 257,949 15,193
Fortive Corp. 243,878 14,686
Agilent Technologies Inc. 256,579 13,565
Vulcan Materials Co. 105,819 12,749
Waste Connections Inc. 139,380 12,296
Republic Services Inc. Class A 188,267 11,825
Fastenal Co. 226,196 11,649
Martin Marietta Materials Inc. 50,321 10,983
* FleetCor Technologies Inc. 72,041 10,909
Alliance Data Systems Corp. 42,409 10,560
WestRock Co. 198,665 10,337
AMETEK Inc. 186,989 10,112
Rockwell Collins Inc. 103,473 10,053
* Mettler-Toledo International Inc. 20,547 9,840
Dover Corp. 122,417 9,836
Ball Corp. 132,247 9,821
Global Payments Inc. 121,300 9,786
* Verisk Analytics Inc. Class A 119,162 9,669
WW Grainger Inc. 40,436 9,412
Textron Inc. 195,049 9,282
L3 Technologies Inc. 55,502 9,174
Masco Corp. 269,246 9,152
TransDigm Group Inc. 40,321 8,877
CH Robinson Worldwide Inc. 109,830 8,489
* United Rentals Inc. 66,829 8,357
Cintas Corp. 64,920 8,215
Pentair plc 129,415 8,125
* Vantiv Inc. Class A 126,416 8,106
Fortune Brands Home & Security Inc. 132,119 8,039
Expeditors International of Washington Inc. 139,958 7,906
Huntington Ingalls Industries Inc. 36,571 7,323
Kansas City Southern 84,797 7,272
Acuity Brands Inc. 34,979 7,136
Total System Services Inc. 130,875 6,997
Xylem Inc. 138,692 6,965
Packaging Corp. of America 74,022 6,782
Sealed Air Corp. 154,569 6,736
* HD Supply Holdings Inc. 156,660 6,443
Valspar Corp. 57,186 6,344

 

 

Broadridge Financial Solutions Inc. 93,169 6,331
JB Hunt Transport Services Inc. 68,831 6,315
* Trimble Inc. 196,673 6,296
AO Smith Corp. 122,286 6,256
Owens Corning 100,727 6,182
Jack Henry & Associates Inc. 63,997 5,958
* Sensata Technologies Holding NV 135,350 5,911
Allegion plc 78,043 5,908
Spirit AeroSystems Holdings Inc. Class A 101,472 5,877
* Crown Holdings Inc. 110,835 5,869
Fluor Corp. 110,851 5,833
Lennox International Inc. 34,096 5,704
IDEX Corp. 59,306 5,546
ManpowerGroup Inc. 53,985 5,537
Cognex Corp. 65,469 5,496
Jacobs Engineering Group Inc. 98,806 5,462
* CoStar Group Inc. 25,811 5,349
Carlisle Cos. Inc. 50,181 5,340
* Arrow Electronics Inc. 72,713 5,338
* Stericycle Inc. 64,180 5,320
Wabtec Corp. 68,071 5,310
* Keysight Technologies Inc. 144,655 5,228
Toro Co. 83,435 5,211
Hubbell Inc. Class B 43,119 5,176
Xerox Corp. 699,897 5,137
PerkinElmer Inc. 86,338 5,013
Flowserve Corp. 103,193 4,997
Nordson Corp. 39,189 4,814
Avnet Inc. 104,897 4,800
* Berry Plastics Group Inc. 98,540 4,786
B/E Aerospace Inc. 74,347 4,766
Robert Half International Inc. 96,459 4,710
Donaldson Co. Inc. 102,581 4,669
Old Dominion Freight Line Inc. 54,142 4,633
Macquarie Infrastructure Corp. 57,464 4,630
Orbital ATK Inc. 46,094 4,517
* AECOM 122,235 4,350
* Quanta Services Inc. 116,795 4,334
* First Data Corp. Class A 278,482 4,316
Allison Transmission Holdings Inc. 119,603 4,313
Sonoco Products Co. 77,769 4,116
Oshkosh Corp. 59,950 4,112
Lincoln Electric Holdings Inc. 47,324 4,111
Graco Inc. 43,219 4,069
Hexcel Corp. 74,500 4,064
MDU Resources Group Inc. 146,985 4,023
* XPO Logistics Inc. 83,530 4,000
* Coherent Inc. 19,030 3,913
Booz Allen Hamilton Holding Corp. Class A 109,989 3,893
FLIR Systems Inc. 106,972 3,881
AptarGroup Inc. 49,894 3,841
Jabil Circuit Inc. 128,529 3,717
Bemis Co. Inc. 74,746 3,652
MSC Industrial Direct Co. Inc. Class A 35,508 3,649
* Zebra Technologies Corp. 38,589 3,521
Eagle Materials Inc. 36,090 3,506
Watsco Inc. 23,965 3,431

 

 

BWX Technologies Inc. 71,423 3,400
Graphic Packaging Holding Co. 259,924 3,345
AGCO Corp. 54,992 3,309
* TransUnion 85,732 3,288
* Euronet Worldwide Inc. 38,400 3,284
* Genesee & Wyoming Inc. Class A 47,920 3,252
* IPG Photonics Corp. 26,890 3,246
HEICO Corp. Class A 43,161 3,237
Trinity Industries Inc. 121,082 3,215
MAXIMUS Inc. 51,645 3,212
Ryder System Inc. 42,402 3,199
* WEX Inc. 30,341 3,140
Air Lease Corp. Class A 80,741 3,129
EMCOR Group Inc. 48,520 3,054
* Teledyne Technologies Inc. 23,669 2,993
ITT Inc. 71,133 2,918
Universal Display Corp. 33,551 2,889
* CoreLogic Inc. 70,636 2,876
Landstar System Inc. 33,533 2,872
Curtiss-Wright Corp. 31,373 2,863
* USG Corp. 89,758 2,854
Regal Beloit Corp. 37,619 2,846
* Kirby Corp. 40,077 2,827
National Instruments Corp. 86,614 2,820
Crane Co. 37,613 2,815
Littelfuse Inc. 17,510 2,800
Valmont Industries Inc. 17,663 2,747
Woodward Inc. 40,082 2,722
* Owens-Illinois Inc. 132,905 2,709
Genpact Ltd. 109,338 2,707
Deluxe Corp. 36,854 2,660
* Colfax Corp. 67,697 2,658
* Conduent Inc. 152,487 2,559
Terex Corp. 80,914 2,541
EnerSys 31,852 2,514
* Louisiana-Pacific Corp. 100,424 2,493
Timken Co. 54,974 2,485
Kennametal Inc. 63,245 2,481
Belden Inc. 33,553 2,322
* Clean Harbors Inc. 41,584 2,313
* WESCO International Inc. 33,210 2,310
* Sanmina Corp. 56,876 2,309
Joy Global Inc. 79,170 2,237
John Bean Technologies Corp. 24,729 2,175
CEB Inc. 27,467 2,159
Silgan Holdings Inc. 36,102 2,143
* Masonite International Corp. 26,692 2,115
Barnes Group Inc. 41,035 2,107
Chicago Bridge & Iron Co. NV 68,286 2,100
* WageWorks Inc. 28,800 2,082
World Fuel Services Corp. 57,392 2,080
* MasTec Inc. 51,483 2,062
* Summit Materials Inc. Class A 82,687 2,043
GATX Corp. 32,895 2,005
* Generac Holdings Inc. 53,579 1,997
* Itron Inc. 32,679 1,984
* KLX Inc. 43,880 1,961

 

 

* Esterline Technologies Corp. 22,577 1,943
* Moog Inc. Class A 28,553 1,923
  Brink's Co. 34,982 1,870
* On Assignment Inc. 38,016 1,845
* Rexnord Corp. 78,990 1,823
* Anixter International Inc. 22,898 1,816
* RBC Bearings Inc. 18,295 1,776
  KBR Inc. 117,265 1,762
  ABM Industries Inc. 40,343 1,759
* Armstrong World Industries Inc. 37,793 1,740
  MSA Safety Inc. 24,576 1,737
  Universal Forest Products Inc. 17,447 1,719
  Applied Industrial Technologies Inc. 27,478 1,700
  Vishay Intertechnology Inc. 103,238 1,698
  Tetra Tech Inc. 41,214 1,684
  Granite Construction Inc. 32,888 1,651
* DigitalGlobe Inc. 50,357 1,649
* Cardtronics plc Class A 34,783 1,626
* Trex Co. Inc. 23,368 1,622
*,^ Cimpress NV 18,607 1,604
  Simpson Manufacturing Co. Inc. 36,578 1,576
* AMN Healthcare Services Inc. 38,506 1,563
* MACOM Technology Solutions Holdings Inc. 32,192 1,555
  Apogee Enterprises Inc. 26,076 1,554
  Covanta Holding Corp. 99,004 1,554
  UniFirst Corp. 10,894 1,541
* II-VI Inc. 40,912 1,475
  Convergys Corp. 69,336 1,466
* NeuStar Inc. Class A 43,959 1,457
  Mueller Industries Inc. 41,884 1,434
* FTI Consulting Inc. 34,783 1,432
* Knowles Corp. 74,961 1,421
  Knight Transportation Inc. 45,067 1,413
* TopBuild Corp. 29,919 1,406
  Mueller Water Products Inc. Class A 117,058 1,384
* Advisory Board Co. 29,492 1,380
  Brady Corp. Class A 35,669 1,379
  Franklin Electric Co. Inc. 31,617 1,361
*,^ Ambarella Inc. 24,765 1,355
  Korn/Ferry International 41,192 1,297
  Methode Electronics Inc. 28,436 1,297
* Headwaters Inc. 55,058 1,293
* Swift Transportation Co. 62,238 1,278
  Aircastle Ltd. 51,876 1,252
  Watts Water Technologies Inc. Class A 19,771 1,233
  AZZ Inc. 20,592 1,225
* Atlas Air Worldwide Holdings Inc. 22,062 1,223
  AAON Inc. 34,521 1,220
  Insperity Inc. 13,680 1,213
* Plexus Corp. 20,920 1,209
* Meritor Inc. 70,387 1,206
* Rogers Corp. 14,040 1,206
  Actuant Corp. Class A 45,167 1,190
* Builders FirstSource Inc. 79,357 1,182
* Aerojet Rocketdyne Holdings Inc. 53,723 1,166
  Greif Inc. Class A 21,128 1,164
  Forward Air Corp. 24,340 1,158

 

 

* Integer Holdings Corp. 28,423 1,143
* ExlService Holdings Inc. 24,061 1,140
* Gibraltar Industries Inc. 27,543 1,135
Comfort Systems USA Inc. 30,768 1,128
* Benchmark Electronics Inc. 35,435 1,127
Matson Inc. 35,357 1,123
* American Woodmark Corp. 12,224 1,122
* Fabrinet 26,535 1,115
Cubic Corp. 21,102 1,114
Exponent Inc. 18,665 1,112
* Tutor Perini Corp. 34,811 1,107
* TriNet Group Inc. 38,299 1,107
* SPX FLOW Inc. 31,838 1,105
* TTM Technologies Inc. 68,452 1,104
* Hub Group Inc. Class A 23,773 1,103
Tennant Co. 15,110 1,098
EnPro Industries Inc. 15,322 1,090
* OSI Systems Inc. 14,859 1,085
Mobile Mini Inc. 35,040 1,069
Triumph Group Inc. 41,233 1,062
Otter Tail Corp. 27,027 1,024
Wabash National Corp. 48,874 1,011
Standex International Corp. 10,093 1,011
ESCO Technologies Inc. 17,048 990
* Imperva Inc. 23,900 981
* BMC Stock Holdings Inc. 42,990 972
Triton International Ltd. 37,587 969
* Veeco Instruments Inc. 32,218 962
Albany International Corp. 20,829 959
* TrueBlue Inc. 35,029 958
Greenbrier Cos. Inc. 22,181 956
* Navistar International Corp. 38,700 953
* Proto Labs Inc. 18,600 950
* Continental Building Products Inc. 38,744 949
AAR Corp. 27,194 915
* Sykes Enterprises Inc. 30,844 907
Astec Industries Inc. 14,671 902
* TASER International Inc. 39,465 899
Werner Enterprises Inc. 34,243 897
* Cotiviti Holdings Inc. 21,451 893
Griffon Corp. 34,954 862
Primoris Services Corp. 36,655 851
US Ecology Inc. 18,045 845
^ Sturm Ruger & Co. Inc. 15,487 829
* Paylocity Holding Corp. 21,468 829
* TriMas Corp. 39,802 826
* Navigant Consulting Inc. 36,077 825
* Patrick Industries Inc. 11,627 824
Encore Wire Corp. 17,850 821
* Harsco Corp. 62,616 798
* Saia Inc. 17,607 780
* Huron Consulting Group Inc. 18,471 778
* SPX Corp. 31,807 771
Heartland Express Inc. 38,173 765
Kaman Corp. 15,794 760
Multi-Color Corp. 10,675 758
EVERTEC Inc. 47,131 749

 

 

CIRCOR International Inc. 12,589 748
Badger Meter Inc. 20,344 748
RR Donnelley & Sons Co. 61,429 744
Advanced Drainage Systems Inc. 33,901 742
* American Outdoor Brands Corp. 37,397 741
* US Concrete Inc. 11,344 732
Raven Industries Inc. 24,535 713
* GMS Inc. 20,292 711
General Cable Corp. 39,375 707
Quanex Building Products Corp. 34,633 701
* Installed Building Products Inc. 13,159 694
H&E Equipment Services Inc. 27,304 669
ManTech International Corp. Class A 19,300 668
Federal Signal Corp. 48,147 665
Lindsay Corp. 7,447 656
* Air Transport Services Group Inc. 39,988 642
Altra Industrial Motion Corp. 16,394 639
Argan Inc. 9,579 634
* NCI Building Systems Inc. 36,828 632
Viad Corp. 13,956 631
* PHH Corp. 49,470 630
* Team Inc. 23,203 628
* Novanta Inc. 23,624 627
* Lydall Inc. 11,506 617
* Aegion Corp. Class A 26,897 616
MTS Systems Corp. 11,188 616
* Inovalon Holdings Inc. Class A 48,300 609
Alamo Group Inc. 7,835 597
* Evolent Health Inc. Class A 26,670 595
* Wesco Aircraft Holdings Inc. 51,893 592
CTS Corp. 27,399 584
* Thermon Group Holdings Inc. 27,820 580
* ICF International Inc. 13,685 565
Kadant Inc. 9,456 561
Quad/Graphics Inc. 22,233 561
Insteel Industries Inc. 15,434 558
LSC Communications Inc. 21,844 550
Materion Corp. 16,337 548
Sun Hydraulics Corp. 15,094 545
McGrath RentCorp 16,187 543
Kelly Services Inc. Class A 24,851 543
* Ply Gem Holdings Inc. 27,164 535
* CBIZ Inc. 39,419 534
NN Inc. 21,032 530
* Manitowoc Co. Inc. 92,952 530
* Aerovironment Inc. 18,888 529
* MINDBODY Inc. Class A 19,146 526
ArcBest Corp. 20,105 523
* PGT Innovations Inc. 48,104 517
Douglas Dynamics Inc. 16,304 500
* FARO Technologies Inc. 13,577 485
Global Brass & Copper Holdings Inc. 14,054 483
* MYR Group Inc. 11,666 478
* JELD-WEN Holding Inc. 14,541 478
* Boise Cascade Co. 17,863 477
Essendant Inc. 31,220 473
Textainer Group Holdings Ltd. 30,786 471

 

 

* Armstrong Flooring Inc. 25,296 466
* DXP Enterprises Inc. 12,121 459
  NVE Corp. 5,527 458
  Schnitzer Steel Industries Inc. 22,117 457
* RPX Corp. 37,900 455
  Kforce Inc. 19,045 452
  AVX Corp. 27,595 452
* TimkenSteel Corp. 23,836 451
  Cass Information Systems Inc. 6,796 449
* Atkore International Group Inc. 17,000 447
* International Seaways Inc. 22,933 438
* Donnelley Financial Solutions Inc. 22,519 434
  Gorman-Rupp Co. 13,737 431
  Heidrick & Struggles International Inc. 16,050 423
  Marten Transport Ltd. 18,023 423
* Astronics Corp. 13,286 422
  Resources Connection Inc. 25,033 419
* Engility Holdings Inc. 14,120 409
* Echo Global Logistics Inc. 17,755 379
* Kratos Defense & Security Solutions Inc. 48,634 378
* Casella Waste Systems Inc. Class A 26,416 373
  Barrett Business Services Inc. 6,763 369
* InnerWorkings Inc. 36,647 365
  Ennis Inc. 21,318 362
  Hyster-Yale Materials Handling Inc. 6,368 359
* Multi Packaging Solutions International Ltd. 19,788 355
  TeleTech Holdings Inc. 11,973 354
  Columbus McKinnon Corp. 14,143 351
* Milacron Holdings Corp. 18,152 338
  Myers Industries Inc. 21,277 337
* Cross Country Healthcare Inc. 23,347 335
* KEMET Corp. 26,148 314
  American Railcar Industries Inc. 7,386 304
* Everi Holdings Inc. 61,700 296
* YRC Worldwide Inc. 26,166 288
* GP Strategies Corp. 11,233 284
* Bazaarvoice Inc. 65,552 282
  Park Electrochemical Corp. 15,647 279
  Mesa Laboratories Inc. 2,276 279
* Great Lakes Dredge & Dock Corp. 68,477 274
* REV Group Inc. 9,649 266
  Spartan Motors Inc. 33,165 265
* Mistras Group Inc. 12,356 264
* Vicor Corp. 16,344 263
  Daktronics Inc. 27,400 259
  Park-Ohio Holdings Corp. 7,129 256
  VSE Corp. 6,092 249
* Sterling Construction Co. Inc. 26,800 248
* NV5 Global Inc. 6,400 241
* Energy Recovery Inc. 28,699 239
* Landec Corp. 19,722 237
*,^ Energous Corp. 15,100 236
* Willdan Group Inc. 7,300 235
* Advanced Disposal Services Inc. 10,363 234
* Ducommun Inc. 8,059 232
  CECO Environmental Corp. 22,044 232
* Forterra Inc. 11,707 228

 

 

* Control4 Corp. 14,232 225
* Kimball Electronics Inc. 12,970 220
  Landauer Inc. 4,500 219
* Acacia Research Corp. 37,973 218
  CRA International Inc. 6,014 212
  Powell Industries Inc. 6,054 208
* Hudson Technologies Inc. 31,470 208
  LSI Industries Inc. 20,279 205
*,^ MicroVision Inc. 80,185 200
  Omega Flex Inc. 4,103 196
* ServiceSource International Inc. 48,600 189
* Babcock & Wilcox Enterprises Inc. 19,431 181
* EnerNOC Inc. 29,640 178
* Era Group Inc. 13,176 175
  Allied Motion Technologies Inc. 8,545 172
* Franklin Covey Co. 8,466 171
  FreightCar America Inc. 13,596 170
* Advanced Emissions Solutions Inc. 17,790 170
* Covenant Transportation Group Inc. Class A 8,813 166
* Radiant Logistics Inc. 32,300 162
* Roadrunner Transportation Systems Inc. 23,000 158
* CyberOptics Corp. 6,073 158
  Celadon Group Inc. 23,724 155
* TRC Cos. Inc. 8,885 155
* CDI Corp. 17,700 151
  Greif Inc. Class B 2,303 150
  Supreme Industries Inc. Class A 7,400 150
* Heritage-Crystal Clean Inc. 10,812 148
* Commercial Vehicle Group Inc. 21,300 144
* Electro Scientific Industries Inc. 20,434 142
* Maxwell Technologies Inc. 24,300 141
* Planet Payment Inc. 35,142 140
* Neff Corp. Class A 7,088 138
*,^ Aqua Metals Inc. 6,700 131
* Orion Group Holdings Inc. 16,911 126
* Astronics Corp. Class B 3,886 124
* ARC Document Solutions Inc. 35,257 122
* Sparton Corp. 5,792 122
  NACCO Industries Inc. Class A 1,723 120
  Graham Corp. 5,223 120
  Bel Fuse Inc. Class B 4,639 119
  DMC Global Inc. 9,400 117
* Vishay Precision Group Inc. 7,362 116
* Hill International Inc. 27,630 115
* IES Holdings Inc. 6,083 110
* Horizon Global Corp. 7,745 108
* Lincoln Educational Services Corp. 38,180 107
*,^ Eagle Bulk Shipping Inc. 18,421 105
  United States Lime & Minerals Inc. 1,299 103
* Manitex International Inc. 14,720 99
* Perma-Fix Environmental Services 31,060 98
* Layne Christensen Co. 10,908 96
  Overseas Shipholding Group Inc. Class A 24,696 95
* CAI International Inc. 6,000 94
  B. Riley Financial Inc. 5,986 90
* Northwest Pipe Co. 5,697 89
* Intevac Inc. 7,098 89

 

 

  BG Staffing Inc. 6,200 89
* Mattersight Corp. 24,291 85
* LightPath Technologies Inc. Class A 30,559 84
  Crawford & Co. Class B 7,923 79
* UFP Technologies Inc. 3,007 78
* PAM Transportation Services Inc. 4,524 74
* Goldfield Corp. 12,579 72
  National Research Corp. Class A 3,665 72
  Black Box Corp. 8,000 72
  Hurco Cos. Inc. 2,292 71
  Ecology and Environment Inc. 6,894 69
* Key Technology Inc. 5,155 68
  Miller Industries Inc./TN 2,593 68
*,^ ExOne Co. 6,486 66
* Iteris Inc. 12,125 66
  Issuer Direct Corp. 6,000 65
* Asure Software Inc. 6,100 63
* ALJ Regional Holdings Inc. 16,841 63
* USA Truck Inc. 8,261 61
  Hardinge Inc. 5,155 58
* PRGX Global Inc. 8,704 56
* Ameresco Inc. Class A 8,078 53
* Lawson Products Inc. 2,290 51
  LB Foster Co. Class A 4,000 50
* Arotech Corp. 16,200 48
* Nuvectra Corp. 6,952 47
*,^ Workhorse Group Inc. 17,800 47
* Daseke Inc. 4,600 47
* LMI Aerospace Inc. 3,307 46
* Blue Bird Corp. 2,640 45
* Willis Lease Finance Corp. 1,997 45
* General Finance Corp. 8,663 44
* Air T Inc. 2,182 44
* CUI Global Inc. 8,956 42
* Gencor Industries Inc. 2,445 37
*,^ Vertex Energy Inc. 32,782 36
* Limbach Holdings Inc. 2,500 35
* Broadwind Energy Inc. 3,900 32
* Ultralife Corp. 5,625 30
* Aspen Aerogels Inc. 7,200 30
* PFSweb Inc. 4,540 30
* Revolution Lighting Technologies Inc. 3,914 29
  Chicago Rivet & Machine Co. 720 29
  Universal Logistics Holdings Inc. 1,952 28
* Image Sensing Systems Inc. 9,563 28
* Information Services Group Inc. 8,116 26
* Frequency Electronics Inc. 2,277 25
* eMagin Corp. 10,132 24
* AMREP Corp. 3,574 23
*,^ Patriot National Inc. 7,513 21
* Napco Security Technologies Inc. 2,048 21
* Cenveo Inc. 4,000 20
* Rand Logistics Inc. 30,512 20
  National Research Corp. Class B 443 17
* Fuel Tech Inc. 15,677 16
* StarTek Inc. 1,800 16
* Continental Materials Corp. 632 16

 

 

* Ballantyne Strong Inc. 2,500 15
* Research Frontiers Inc. 10,444 15
*,^ Synthesis Energy Systems Inc. 16,709 14
* Patriot Transportation Holding Inc. 608 14
*,^ EnSync Inc. 21,779 13
*,^ ClearSign Combustion Corp. 3,200 12
* Sharps Compliance Corp. 2,564 12
* Perceptron Inc. 1,426 12
  Hudson Global Inc. 9,231 12
  EnviroStar Inc. 600 11
* IEC Electronics Corp. 2,900 11
*,^ Power Solutions International Inc. 1,100 11
* CPI Aerostructures Inc. 1,572 11
* Orion Energy Systems Inc. 4,989 10
* ModusLink Global Solutions Inc. 5,216 9
*,^ Capstone Turbine Corp. 11,600 9
* Wireless Telecom Group Inc. 5,630 8
  Cemtrex Inc. 2,300 8
* American DG Energy Inc. 25,428 8
* Twin Disc Inc. 353 7
*,^ Applied DNA Sciences Inc. 4,328 7
*,^ Energy Focus Inc. 1,880 6
* Digital Ally Inc. 1,400 6
* BlueLinx Holdings Inc. 630 6
* Universal Technical Institute Inc. 1,600 6
*,^ Odyssey Marine Exploration Inc. 1,300 5
* Volt Information Sciences Inc. 600 4
* Turtle Beach Corp. 3,800 3
  Eastern Co. 156 3
  Houston Wire & Cable Co. 469 3
* IntriCon Corp. 300 3
*,^ Payment Data Systems Inc. 1,400 2
* Luna Innovations Inc. 1,000 2
* GEE Group Inc. 200 1
* SIFCO Industries Inc. 100 1
* ENGlobal Corp. 300 1
* Astrotech Corp. 400 1
* CryoPort Inc. 200 —
      2,504,505
Oil & Gas (3.7%)    
  Exxon Mobil Corp. 3,321,847 272,425
  Chevron Corp. 1,505,737 161,671
  Schlumberger Ltd. 1,105,882 86,369
  ConocoPhillips 978,289 48,787
  EOG Resources Inc. 458,747 44,751
  Occidental Petroleum Corp. 605,570 38,369
  Halliburton Co. 672,983 33,117
  Kinder Morgan Inc. 1,498,846 32,585
  Phillips 66 350,979 27,805
  Anadarko Petroleum Corp. 444,192 27,540
  Pioneer Natural Resources Co. 134,838 25,111
  Valero Energy Corp. 360,237 23,880
  Marathon Petroleum Corp. 416,337 21,042
  Baker Hughes Inc. 338,535 20,251
  Williams Cos. Inc. 656,414 19,423
  Devon Energy Corp. 393,027 16,397
  Apache Corp. 300,808 15,458

 

 

* Concho Resources Inc. 117,658 15,100
  National Oilwell Varco Inc. 299,490 12,007
  Noble Energy Inc. 343,926 11,810
  Hess Corp. 237,688 11,459
  Marathon Oil Corp. 671,166 10,604
  Targa Resources Corp. 161,720 9,687
  Cimarex Energy Co. 76,326 9,120
  Cabot Oil & Gas Corp. 373,638 8,934
  EQT Corp. 138,732 8,476
* Cheniere Energy Inc. 163,213 7,715
  Tesoro Corp. 94,138 7,631
* Diamondback Energy Inc. 71,234 7,388
* Newfield Exploration Co. 162,005 5,980
* Parsley Energy Inc. Class A 179,565 5,838
  Range Resources Corp. 196,891 5,729
  OGE Energy Corp. 153,664 5,375
  Helmerich & Payne Inc. 79,026 5,261
* Weatherford International plc 767,000 5,101
* Energen Corp. 80,081 4,360
* WPX Energy Inc. 320,333 4,289
*,^ Chesapeake Energy Corp. 686,417 4,077
  HollyFrontier Corp. 142,709 4,044
^ Core Laboratories NV 34,308 3,963
  Murphy Oil Corp. 133,369 3,813
* Antero Resources Corp. 165,709 3,780
* RSP Permian Inc. 87,519 3,626
* Transocean Ltd. 284,010 3,536
* Continental Resources Inc. 76,369 3,469
* Whiting Petroleum Corp. 354,488 3,353
* Southwestern Energy Co. 395,370 3,230
  Patterson-UTI Energy Inc. 128,670 3,123
* Rice Energy Inc. 127,500 3,022
* PDC Energy Inc. 45,254 2,822
  Nabors Industries Ltd. 215,115 2,812
* Oasis Petroleum Inc. 179,786 2,564
* QEP Resources Inc. 198,167 2,519
  Western Refining Inc. 64,458 2,261
  Ensco plc Class A 243,692 2,181
  Oceaneering International Inc. 80,228 2,173
* Callon Petroleum Co. 157,121 2,068
* Gulfport Energy Corp. 117,764 2,024
* SEACOR Holdings Inc. 28,394 1,965
  PBF Energy Inc. Class A 84,495 1,873
  SemGroup Corp. Class A 51,781 1,864
* Matador Resources Co. 75,124 1,787
*,^ Centennial Resource Development Inc. Class A 96,913 1,767
* Laredo Petroleum Inc. 119,515 1,745
* Superior Energy Services Inc. 121,981 1,739
* Rowan Cos. plc Class A 103,276 1,609
* Dril-Quip Inc. 29,136 1,589
* First Solar Inc. 58,220 1,578
* Carrizo Oil & Gas Inc. 51,083 1,464
  SM Energy Co. 58,584 1,407
* NOW Inc. 80,152 1,359
* SRC Energy Inc. 156,595 1,322
* MRC Global Inc. 71,617 1,313
* Oil States International Inc. 39,195 1,299

 

 

  Noble Corp. plc 209,202 1,295
* McDermott International Inc. 185,149 1,250
  Delek US Holdings Inc. 49,619 1,204
* Basic Energy Services Inc. 32,645 1,089
* Unit Corp. 43,329 1,047
* Forum Energy Technologies Inc. 50,000 1,035
* Helix Energy Solutions Group Inc. 116,355 904
* Denbury Resources Inc. 333,007 859
* Exterran Corp. 27,246 857
^ RPC Inc. 46,329 848
  Green Plains Inc. 32,876 814
* Extraction Oil & Gas Inc. 41,490 770
* Chart Industries Inc. 21,832 763
* Diamond Offshore Drilling Inc. 42,536 711
* Resolute Energy Corp. 16,467 665
  Archrock Inc. 52,611 652
* Par Pacific Holdings Inc. 37,152 613
* Flotek Industries Inc. 45,166 578
* SandRidge Energy Inc. 28,775 532
* Clayton Williams Energy Inc. 3,988 527
* Atwood Oceanics Inc. 52,627 502
* California Resources Corp. 32,442 488
* Newpark Resources Inc. 60,200 488
* Sanchez Energy Corp. 47,200 450
* Renewable Energy Group Inc. 41,500 434
  Alon USA Energy Inc. 32,440 395
* Midstates Petroleum Co. Inc. 20,300 374
* Jagged Peak Energy Inc. 28,367 370
* Ring Energy Inc. 32,902 356
* REX American Resources Corp. 3,880 351
* Smart Sand Inc. 20,918 340
  CVR Energy Inc. 16,521 332
*,^ Keane Group Inc. 22,634 324
* Bill Barrett Corp. 68,953 314
  Bristow Group Inc. 20,538 312
* Key Energy Services Inc. 13,300 309
* Halcon Resources Corp. 39,100 301
* Matrix Service Co. 18,160 300
*,^ SunPower Corp. Class A 47,235 288
* Tesco Corp. 35,637 287
  Pattern Energy Group Inc. Class A 13,822 278
* Parker Drilling Co. 155,294 272
* Abraxas Petroleum Corp. 134,400 271
  Panhandle Oil and Gas Inc. Class A 13,586 261
* CARBO Ceramics Inc. 18,900 246
* Geospace Technologies Corp. 14,900 242
* Natural Gas Services Group Inc. 8,711 227
* Plug Power Inc. 156,250 216
* Trecora Resources 18,615 207
  Evolution Petroleum Corp. 25,428 203
* Pioneer Energy Services Corp. 48,200 193
* Pacific Ethanol Inc. 25,200 173
*,^ EP Energy Corp. Class A 36,211 172
* Independence Contract Drilling Inc. 28,650 158
* W&T Offshore Inc. 55,700 154
* Northern Oil and Gas Inc. 58,526 152
* Gastar Exploration Inc. 97,512 150

 

 

* Jones Energy Inc. Class A 56,185 143
^ Harvest Natural Resources Inc. 21,550 143
* Green Brick Partners Inc. 12,800 127
* Comstock Resources Inc. 13,380 123
* WildHorse Resource Development Corp. 8,200 102
* TPI Composites Inc. 5,300 101
* Mammoth Energy Services Inc. 4,127 89
  Gulf Island Fabrication Inc. 7,619 88
* Willbros Group Inc. 31,800 87
*,^ Approach Resources Inc. 33,400 84
* PHI Inc. 6,743 81
* EXCO Resources Inc. 129,720 80
*,^ Bonanza Creek Energy Inc. 63,574 74
* Dawson Geophysical Co. 13,044 72
*,^ Amyris Inc. 129,000 68
  Adams Resources & Energy Inc. 1,582 59
*,^ Enphase Energy Inc. 40,786 56
* Tidewater Inc. 46,100 53
*,^ TerraVia Holdings Inc. 55,501 40
*,^ FuelCell Energy Inc. 26,140 36
*,^ Rex Energy Corp. 56,200 26
* PetroQuest Energy Inc. 9,033 25
* Earthstone Energy Inc. 1,720 22
* ION Geophysical Corp. 3,500 17
* VAALCO Energy Inc. 15,401 14
* Isramco Inc. 100 12
* PrimeEnergy Corp. 141 7
*,^ MagneGas Corp. 15,700 7
* Torchlight Energy Resources Inc. 4,400 6
* Zion Oil & Gas Inc. 3,430 4
* Superior Drilling Products Inc. 3,000 3
* Mitcham Industries Inc. 500 2
* Ideal Power Inc. 600 2
* Lonestar Resources US Inc. Class A 300 1
* Aemetis Inc. 1,100 1
* Eco-Stim Energy Solutions Inc. 600 1
*,^ Basic Energy Services Inc. Warrants 2,068 —
      1,196,744
Technology (10.3%)    
  Apple Inc. 3,989,368 573,113
  Microsoft Corp. 5,842,801 384,807
* Facebook Inc. Class A 1,875,016 266,346
* Alphabet Inc. Class C 238,497 197,848
* Alphabet Inc. Class A 232,700 197,283
  Intel Corp. 3,754,912 135,440
  Cisco Systems Inc. 3,977,696 134,446
  International Business Machines Corp. 678,539 118,161
  Oracle Corp. 2,442,279 108,950
  Broadcom Ltd. 319,189 69,890
  QUALCOMM Inc. 1,173,089 67,265
  Texas Instruments Inc. 793,921 63,958
* Adobe Systems Inc. 394,559 51,344
  NVIDIA Corp. 407,553 44,395
* salesforce.com Inc. 526,954 43,468
  Applied Materials Inc. 856,937 33,335
* Yahoo! Inc. 679,275 31,525
  Hewlett Packard Enterprise Co. 1,307,454 30,987

 

 

* Cognizant Technology Solutions Corp. Class A 480,291 28,587
* Micron Technology Inc. 832,182 24,050
  HP Inc. 1,343,493 24,022
  Analog Devices Inc. 287,798 23,585
  Intuit Inc. 193,477 22,441
  Corning Inc. 796,744 21,512
  Western Digital Corp. 226,152 18,664
  Lam Research Corp. 127,790 16,403
  Symantec Corp. 492,599 15,113
  Skyworks Solutions Inc. 147,689 14,471
* Autodesk Inc. 166,857 14,428
* Cerner Corp. 239,540 14,097
  Microchip Technology Inc. 170,211 12,558
* Red Hat Inc. 143,240 12,390
  KLA-Tencor Corp. 122,631 11,659
* ServiceNow Inc. 132,263 11,569
  Xilinx Inc. 198,659 11,500
  Motorola Solutions Inc. 129,434 11,160
* Dell Technologies Inc. Class V 173,378 11,110
  Harris Corp. 98,945 11,010
  Seagate Technology plc 233,453 10,722
  Maxim Integrated Products Inc. 223,393 10,044
* Citrix Systems Inc. 115,689 9,647
* Advanced Micro Devices Inc. 641,750 9,337
  NetApp Inc. 219,443 9,184
* Synopsys Inc. 121,142 8,738
* Workday Inc. Class A 99,876 8,318
  Juniper Networks Inc. 286,975 7,987
  CA Inc. 247,729 7,858
* Palo Alto Networks Inc. 69,387 7,819
* Akamai Technologies Inc. 130,661 7,800
  Computer Sciences Corp. 109,941 7,587
  CDW Corp. 129,010 7,445
  CDK Global Inc. 114,221 7,425
* F5 Networks Inc. 51,418 7,331
* ANSYS Inc. 67,605 7,225
* Cadence Design Systems Inc. 226,748 7,120
* Qorvo Inc. 102,263 7,011
* Splunk Inc. 109,203 6,802
* Gartner Inc. 62,343 6,732
*,^ Twitter Inc. 445,290 6,657
* CommScope Holding Co. Inc. 152,529 6,362
* VeriSign Inc. 72,907 6,351
  Leidos Holdings Inc. 115,927 5,928
*,^ VMware Inc. Class A 61,115 5,631
* ON Semiconductor Corp. 332,111 5,144
  Teradyne Inc. 162,439 5,052
* Arista Networks Inc. 37,261 4,928
  Marvell Technology Group Ltd. 318,104 4,854
  SS&C Technologies Holdings Inc. 136,256 4,823
* PTC Inc. 89,840 4,721
* Microsemi Corp. 88,878 4,580
* Fortinet Inc. 117,367 4,501
* IACterActiveCorp 60,908 4,490
* NCR Corp. 97,567 4,457
  Brocade Communications Systems Inc. 348,278 4,346
* Ultimate Software Group Inc. 21,628 4,222

 

 

  Garmin Ltd. 80,866 4,133
* Tyler Technologies Inc. 26,292 4,064
  LogMeIn Inc. 41,595 4,055
* Veeva Systems Inc. Class A 77,964 3,998
* Nuance Communications Inc. 224,255 3,882
  CSRA Inc. 131,059 3,839
* ARRIS International plc 143,442 3,794
* Aspen Technology Inc. 62,159 3,662
* Cavium Inc. 50,330 3,607
* athenahealth Inc. 31,561 3,557
*,^ Snap Inc. 156,480 3,525
* Guidewire Software Inc. 60,996 3,436
  Cypress Semiconductor Corp. 246,878 3,397
* Teradata Corp. 103,648 3,226
  Fair Isaac Corp. 24,056 3,102
  j2 Global Inc. 36,769 3,085
  DST Systems Inc. 24,992 3,062
* Manhattan Associates Inc. 57,374 2,986
* Cirrus Logic Inc. 48,869 2,966
  Blackbaud Inc. 37,630 2,885
  MKS Instruments Inc. 41,842 2,877
* EPAM Systems Inc. 38,050 2,874
  Monolithic Power Systems Inc. 29,653 2,731
  SYNNEX Corp. 24,128 2,701
* ViaSat Inc. 41,620 2,656
* Ellie Mae Inc. 26,256 2,633
* Entegris Inc. 110,458 2,585
* Ciena Corp. 109,354 2,582
* Tech Data Corp. 27,422 2,575
* NetScout Systems Inc. 67,290 2,554
* Medidata Solutions Inc. 42,922 2,476
* Lumentum Holdings Inc. 46,236 2,467
* Integrated Device Technology Inc. 102,656 2,430
* Finisar Corp. 86,879 2,375
* Proofpoint Inc. 31,391 2,334
* Silicon Laboratories Inc. 30,884 2,272
* CACI International Inc. Class A 19,256 2,259
* Advanced Energy Industries Inc. 32,847 2,252
* Tableau Software Inc. Class A 45,200 2,240
* Dycom Industries Inc. 24,080 2,238
  InterDigital Inc. 25,028 2,160
  Science Applications International Corp. 28,943 2,153
* Cree Inc. 79,857 2,135
* ACI Worldwide Inc. 99,637 2,131
* Verint Systems Inc. 49,123 2,131
* Square Inc. 119,004 2,056
* Allscripts Healthcare Solutions Inc. 160,339 2,033
* Paycom Software Inc. 34,756 1,999
* Viavi Solutions Inc. 185,174 1,985
* Electronics For Imaging Inc. 38,617 1,886
* Zendesk Inc. 66,245 1,857
* RealPage Inc. 50,527 1,763
  Diebold Nixdorf Inc. 56,993 1,750
  TiVo Corp. 90,555 1,698
  Cogent Communications Holdings Inc. 39,423 1,697
* Semtech Corp. 49,318 1,667
* VeriFone Systems Inc. 88,298 1,654

 

 

* EchoStar Corp. Class A 28,627 1,630
  Pitney Bowes Inc. 123,586 1,620
* CommVault Systems Inc. 31,646 1,608
  Power Integrations Inc. 24,425 1,606
* Cornerstone OnDemand Inc. 40,365 1,570
* Twilio Inc. Class A 53,536 1,546
*,^ FireEye Inc. 121,827 1,536
* HubSpot Inc. 24,991 1,513
* GoDaddy Inc. Class A 39,189 1,485
  Cabot Microelectronics Corp. 19,107 1,464
* Synaptics Inc. 29,123 1,442
* 2U Inc. 35,102 1,392
* Inphi Corp. 28,270 1,380
* MicroStrategy Inc. Class A 7,317 1,374
  Brooks Automation Inc. 59,722 1,338
* Premier Inc. Class A 41,638 1,325
  Pegasystems Inc. 29,672 1,301
* 3D Systems Corp. 85,970 1,286
  Xperi Corp. 37,703 1,280
* MaxLinear Inc. 45,138 1,266
  Plantronics Inc. 23,376 1,265
  Ebix Inc. 20,352 1,247
* Mercury Systems Inc. 31,201 1,218
* RingCentral Inc. Class A 42,852 1,213
* Oclaro Inc. 120,823 1,186
* NETGEAR Inc. 23,314 1,155
* Infinera Corp. 112,300 1,149
* Rambus Inc. 86,714 1,139
* Insight Enterprises Inc. 27,701 1,138
* Callidus Software Inc. 52,970 1,131
* Ixia 54,869 1,078
* New Relic Inc. 28,454 1,055
* Ubiquiti Networks Inc. 20,954 1,053
* Envestnet Inc. 32,295 1,043
  NIC Inc. 49,827 1,006
  West Corp. 38,803 948
* BroadSoft Inc. 23,445 942
  CSG Systems International Inc. 24,456 925
  Progress Software Corp. 31,025 901
* Gigamon Inc. 24,753 880
* Q2 Holdings Inc. 24,652 859
* InvenSense Inc. 67,600 854
* Qualys Inc. 22,028 835
* SPS Commerce Inc. 14,231 832
* Web.com Group Inc. 41,782 806
* ScanSource Inc. 20,238 794
  ADTRAN Inc. 37,233 773
* Synchronoss Technologies Inc. 31,565 770
* Super Micro Computer Inc. 30,131 764
* Virtusa Corp. 24,920 753
* Diodes Inc. 30,676 738
* Rudolph Technologies Inc. 32,200 721
* Cray Inc. 32,867 720
* Amkor Technology Inc. 61,999 719
* Vocera Communications Inc. 28,766 714
* Applied Optoelectronics Inc. 12,550 705
* Bottomline Technologies de Inc. 29,643 701

 

 

* Nimble Storage Inc. 55,295 691
*,^ Gogo Inc. 62,343 686
* Quality Systems Inc. 44,100 672
* FormFactor Inc. 56,663 671
* Unisys Corp. 47,838 667
  Monotype Imaging Holdings Inc. 32,718 658
* CEVA Inc. 18,176 645
* Shutterstock Inc. 15,200 629
* Photronics Inc. 57,874 619
* Extreme Networks Inc. 81,713 614
* Nanometrics Inc. 19,633 598
* Box Inc. 36,481 595
* Match Group Inc. 36,306 593
* Barracuda Networks Inc. 25,280 584
*,^ Acacia Communications Inc. 9,950 583
* Lattice Semiconductor Corp. 83,927 581
* ePlus Inc. 4,220 570
* Five9 Inc. 34,058 561
* PROS Holdings Inc. 22,964 555
* Silver Spring Networks Inc. 47,500 536
* Ultratech Inc. 17,803 527
  Cohu Inc. 27,773 513
* Exar Corp. 38,335 499
* Blucora Inc. 28,677 496
  Syntel Inc. 28,088 473
* CalAmp Corp. 28,088 472
* Perficient Inc. 26,666 463
* Axcelis Technologies Inc. 23,797 447
*,^ Impinj Inc. 14,653 444
* Carbonite Inc. 21,612 439
* Actua Corp. 30,830 433
* Pure Storage Inc. Class A 43,887 431
* Varonis Systems Inc. 13,200 420
* Harmonic Inc. 67,100 399
* PDF Solutions Inc. 16,976 384
* A10 Networks Inc. 41,913 383
  Hackett Group Inc. 18,781 366
* Ultra Clean Holdings Inc. 21,296 359
* Benefitfocus Inc. 12,755 356
* Xcerra Corp. 40,013 356
* Instructure Inc. 15,001 351
* Alarm.com Holdings Inc. 11,350 349
* Boingo Wireless Inc. 26,577 345
* Guidance Software Inc. 58,265 344
  Comtech Telecommunications Corp. 23,122 341
* ShoreTel Inc. 55,087 339
* Endurance International Group Holdings Inc. 42,720 335
* Hortonworks Inc. 33,822 332
  IXYS Corp. 22,464 327
* VASCO Data Security International Inc. 23,843 322
* Brightcove Inc. 34,500 307
* CommerceHub Inc. 19,745 307
* LivePerson Inc. 44,655 306
* Kopin Corp. 72,876 299
* Workiva Inc. 18,772 294
* Loral Space & Communications Inc. 7,099 280
* Digi International Inc. 22,736 271

 

 

^ Computer Programs & Systems Inc. 9,500 266
* Calix Inc. 36,592 265
* Rapid7 Inc. 17,553 263
* NeoPhotonics Corp. 28,296 255
* DSP Group Inc. 20,216 243
* RigNet Inc. 11,300 242
* Digimarc Corp. 8,814 238
* KeyW Holding Corp. 25,000 236
* Blackline Inc. 7,854 234
* Appfolio Inc. 8,560 233
* Telenav Inc. 26,591 230
* Alpha & Omega Semiconductor Ltd. 12,823 220
* Limelight Networks Inc. 85,421 220
* MeetMe Inc. 36,749 216
* ChannelAdvisor Corp. 19,132 213
  Forrester Research Inc. 5,301 211
* Sonus Networks Inc. 30,000 198
* Sigma Designs Inc. 31,300 196
* Vectrus Inc. 8,238 184
  Preformed Line Products Co. 3,527 184
* Xactly Corp. 15,300 182
* GigPeak Inc. 59,092 182
* Immersion Corp. 20,949 181
* Mitek Systems Inc. 27,100 180
  PC Connection Inc. 5,891 175
* Zix Corp. 35,671 172
  American Software Inc. Class A 16,647 171
  EMCORE Corp. 18,881 170
* Quantum Corp. 194,228 169
* Jive Software Inc. 38,473 165
* Model N Inc. 15,525 162
* CommerceHub Inc. Class A 10,472 162
  QAD Inc. Class A 5,720 159
* MobileIron Inc. 36,400 158
* Rosetta Stone Inc. 15,800 154
* AXT Inc. 24,300 141
* inTEST Corp. 21,900 138
*,^ Coupa Software Inc. 5,430 138
* Tobira Therapeutics Inc. CV Rights 9,469 130
* Tremor Video Inc. 64,725 129
* Internap Corp. 34,300 128
* Dyax Corp CVR Expire 12/31/2019 112,113 124
* Park City Group Inc. 9,825 121
* Amber Road Inc. 14,500 112
* Radisys Corp. 27,955 112
* Rocket Fuel Inc. 20,800 111
* Agilysys Inc. 11,474 108
* Pixelworks Inc. 23,098 108
* Exa Corp. 8,351 106
* USA Technologies Inc. 23,506 100
* PAR Technology Corp. 13,813 99
* Rightside Group Ltd. 9,960 99
* Airgain Inc. 6,400 97
* ARI Network Services Inc. 18,460 96
  Simulations Plus Inc. 8,096 95
* NetSol Technologies Inc. 18,320 93
* QuickLogic Corp. 51,440 92

 

 

* Quantenna Communications Inc. 4,300 90
*,^ VirnetX Holding Corp. 38,200 88
* Castlight Health Inc. Class B 23,900 87
* Covisint Corp. 40,926 84
* Seachange International Inc. 33,108 82
* Key Tronic Corp. 10,986 81
* Ooma Inc. 7,898 79
* Tangoe Inc. 14,776 78
* KVH Industries Inc. 9,261 78
* iPass Inc. 64,042 75
* Icad Inc. 15,448 74
* Marin Software Inc. 40,800 73
* VOXX International Corp. Class A 14,054 73
* Clearfield Inc. 4,385 72
* SecureWorks Corp. Class A 7,500 71
* Amtech Systems Inc. 12,631 69
  Systemax Inc. 6,200 69
* Edgewater Technology Inc. 8,642 64
* Numerex Corp. Class A 13,385 64
* Westell Technologies Inc. Class A 89,345 63
* CVD Equipment Corp. 5,349 56
  GlobalSCAPE Inc. 14,200 56
  Concurrent Computer Corp. 10,521 51
  PC-Tel Inc. 6,670 47
* Neonode Inc. 29,427 47
* ADDvantage Technologies Group Inc. 24,575 46
* Inseego Corp. 21,112 44
* Synacor Inc. 10,600 44
* Determine Inc. 12,197 42
*,^ SITO Mobile Ltd. 15,633 40
  AstroNova Inc. 2,500 38
* Everbridge Inc. 1,800 37
* NCI Inc. Class A 2,404 36
  Computer Task Group Inc. 6,500 36
*,^ Netlist Inc. 33,001 33
* Apptio Inc. Class A 2,639 31
* Datawatch Corp. 3,554 30
* Qumu Corp. 9,333 26
* GSI Technology Inc. 2,874 25
* GlassBridge Enterprises Inc. 4,867 23
* Ciber Inc. 58,200 23
* BSQUARE Corp. 4,000 22
* Support.com Inc. 9,646 21
* BroadVision Inc. 4,181 20
  Evolving Systems Inc. 3,774 18
* Resonant Inc. 3,300 18
* Tabula Rasa HealthCare Inc. 1,300 18
* FalconStor Software Inc. 43,535 17
*,^ ParkerVision Inc. 8,400 17
  QAD Inc. Class B 677 16
*,^ MoSys Inc. 7,687 16
* FORM Holdings Corp. 7,203 16
* Aehr Test Systems 2,500 12
* MuleSoft Inc. Class A 476 12
* Intermolecular Inc. 11,600 11
* Aviat Networks Inc. 700 10
* Sunworks Inc. 6,576 10

 

 

* eGain Corp. 6,651 10
  TESSCO Technologies Inc. 481 8
* TransEnterix Inc. 6,100 7
* Nutanix Inc. 390 7
* Adesto Technologies Corp. 1,600 7
* Alteryx Inc. Class A 421 7
*,^ NXT-ID Inc. 3,500 6
* Great Elm Capital Group Inc. 1,848 6
* ID Systems Inc. 900 6
* DASAN Zhone Solutions Inc. 837 5
* Upland Software Inc. 300 5
* Smith Micro Software Inc. 3,802 4
* MRV Communications Inc. 300 3
* WidePoint Corp. 6,600 3
* Identiv Inc. 400 3
* Pendrell Corp. 434 3
* Cinedigm Corp. Class A 1,800 3
* SharpSpring Inc. 600 3
* Inuvo Inc. 1,600 2
* Xplore Technologies Corp. 1,000 2
* Data I/O Corp. 400 2
* ARC Group Worldwide Inc. 400 2
* GSE Systems Inc. 400 1
  Communications Systems Inc. 200 1
  TransAct Technologies Inc. 100 1
* Streamline Health Solutions Inc. 700 1
  RELM Wireless Corp. 100 1
      3,387,559
Telecommunications (1.3%)    
  AT&T Inc. 4,870,700 202,378
  Verizon Communications Inc. 3,227,158 157,324
* T-Mobile US Inc. 231,140 14,929
* Level 3 Communications Inc. 231,481 13,245
  CenturyLink Inc. 408,951 9,639
* Sprint Corp. 481,773 4,182
* Zayo Group Holdings Inc. 116,988 3,849
  Telephone & Data Systems Inc. 96,186 2,550
  Consolidated Communications Holdings Inc. 60,498 1,417
* Vonage Holdings Corp. 176,477 1,115
* Iridium Communications Inc. 112,464 1,085
* 8x8 Inc. 67,972 1,037
  Shenandoah Telecommunications Co. 36,882 1,035
  ATN International Inc. 14,028 988
* Cincinnati Bell Inc. 53,572 948
  Windstream Holdings Inc. 170,682 930
* United States Cellular Corp. 24,597 918
* ORBCOMM Inc. 89,671 856
* General Communication Inc. Class A 39,543 823
*,^ Globalstar Inc. 383,132 613
* FairPoint Communications Inc. 35,320 586
* GTT Communications Inc. 18,991 462
* Lumos Networks Corp. 24,680 437
  Spok Holdings Inc. 21,042 400
*,^ Straight Path Communications Inc. Class B 7,678 276
  IDT Corp. Class B 21,156 269
*,^ Intelsat SA 63,120 262
* HC2 Holdings Inc. 37,800 234

 

 

* Hawaiian Telcom Holdco Inc. 9,405 216
* pdvWireless Inc. 9,248 202
* Alaska Communications Systems Group Inc. 58,205 108
* Chelsea Therapeutics International Ltd. CVR Exp. 12/31/2016 53,188 6
* Pareteum Corp. 196 —
    423,319
Utilities (1.9%)    
Duke Energy Corp. 577,118 47,329
NextEra Energy Inc. 368,224 47,269
Southern Co. 790,513 39,352
Dominion Resources Inc. 493,932 38,314
American Electric Power Co. Inc. 405,058 27,192
PG&E Corp. 402,042 26,679
Exelon Corp. 715,125 25,730
Sempra Energy 192,647 21,287
Edison International 259,653 20,671
PPL Corp. 534,733 19,994
Consolidated Edison Inc. 251,478 19,530
Xcel Energy Inc. 426,696 18,967
Public Service Enterprise Group Inc. 398,699 17,682
WEC Energy Group Inc. 256,002 15,521
Eversource Energy 260,871 15,334
DTE Energy Co. 140,481 14,345
Entergy Corp. 150,192 11,409
American Water Works Co. Inc. 141,804 11,028
FirstEnergy Corp. 344,505 10,962
Ameren Corp. 193,351 10,555
CMS Energy Corp. 227,757 10,190
ONEOK Inc. 166,739 9,244
CenterPoint Energy Inc. 316,863 8,736
Pinnacle West Capital Corp. 85,646 7,141
Alliant Energy Corp. 176,286 6,983
AES Corp. 616,786 6,896
UGI Corp. 135,317 6,685
SCANA Corp. 99,374 6,494
Atmos Energy Corp. 80,091 6,326
NiSource Inc. 263,103 6,259
Westar Energy Inc. Class A 109,230 5,928
NRG Energy Inc. 282,230 5,278
Great Plains Energy Inc. 163,052 4,764
Aqua America Inc. 144,500 4,646
National Fuel Gas Co. 61,612 3,673
Vectren Corp. 62,126 3,641
WGL Holdings Inc. 41,210 3,401
Portland General Electric Co. 72,963 3,241
IDACORP Inc. 38,485 3,193
New Jersey Resources Corp. 73,672 2,917
Hawaiian Electric Industries Inc. 87,320 2,909
Southwest Gas Holdings Inc. 33,921 2,812
Black Hills Corp. 42,134 2,801
ONE Gas Inc. 40,797 2,758
PNM Resources Inc. 70,210 2,598
Spire Inc. 36,740 2,480
* Calpine Corp. 215,971 2,386
Ormat Technologies Inc. 41,778 2,385
Avangrid Inc. 55,546 2,374
ALLETE Inc. 35,011 2,371

 

 

  NorthWestern Corp.     37,935 2,227
  South Jersey Industries Inc.     61,194 2,182
  Avista Corp.     54,014 2,109
  MGE Energy Inc.     24,118 1,568
  El Paso Electric Co.     30,336 1,532
  California Water Service Group     36,932 1,324
  American States Water Co.     28,718 1,272
  Northwest Natural Gas Co.     20,607 1,218
* TerraForm Power Inc. Class A     86,401 1,069
  Chesapeake Utilities Corp.     13,051 903
* Dynegy Inc.     96,550 759
  SJW Group     11,883 573
  Middlesex Water Co.     10,526 389
* Sunrun Inc.     68,555 370
  Unitil Corp.     7,314 329
* Atlantic Power Corp.     103,002 273
  York Water Co.     7,146 250
  Connecticut Water Service Inc.     4,514 240
  Artesian Resources Corp. Class A     6,304 205
* Cadiz Inc.     10,257 154
* Pure Cycle Corp.     19,761 110
  Genie Energy Ltd. Class B     12,877 93
  Delta Natural Gas Co. Inc.     2,204 67
* US Geothermal Inc.     14,479 59
* AquaVenture Holdings Ltd.     3,100 53
  Spark Energy Inc. Class A     700 22
  Gas Natural Inc.     280 4
          620,014
Total Common Stocks (Cost $9,345,044)       19,535,030
        Face  
      Maturity Amount  
    Coupon Date ($000)  
U.S. Government and Agency Obligations (25.5%)        
U.S. Government Securities (16.1%)        
  United States Treasury Note/Bond 0.625% 4/30/18 26,028 25,894
  United States Treasury Note/Bond 0.750% 4/30/18 4,649 4,632
  United States Treasury Note/Bond 9.125% 5/15/18 3,675 4,003
3 United States Treasury Note/Bond 0.875% 5/31/18 139,961 139,568
  United States Treasury Note/Bond 1.000% 5/31/18 28,887 28,842
  United States Treasury Note/Bond 2.375% 5/31/18 885 898
  United States Treasury Note/Bond 1.125% 6/15/18 2,769 2,769
  United States Treasury Note/Bond 0.625% 6/30/18 1,443 1,434
  United States Treasury Note/Bond 1.375% 6/30/18 10,285 10,314
  United States Treasury Note/Bond 2.375% 6/30/18 14,935 15,161
  United States Treasury Note/Bond 0.875% 7/15/18 14,505 14,455
  United States Treasury Note/Bond 0.750% 7/31/18 68,425 68,062
  United States Treasury Note/Bond 1.375% 7/31/18 251 252
  United States Treasury Note/Bond 2.250% 7/31/18 6,701 6,797
  United States Treasury Note/Bond 0.750% 8/31/18 9,110 9,057
  United States Treasury Note/Bond 1.500% 8/31/18 575 578
  United States Treasury Note/Bond 1.000% 9/15/18 5,468 5,454
  United States Treasury Note/Bond 0.750% 9/30/18 10,194 10,130
  United States Treasury Note/Bond 1.375% 9/30/18 35,100 35,199
  United States Treasury Note/Bond 0.875% 10/15/18 18,750 18,662
  United States Treasury Note/Bond 1.250% 10/31/18 16,844 16,857
  United States Treasury Note/Bond 1.750% 10/31/18 32,800 33,087

 

 

United States Treasury Note/Bond 1.250% 11/15/18 8,553 8,560
United States Treasury Note/Bond 3.750% 11/15/18 671 698
United States Treasury Note/Bond 1.000% 11/30/18 31,866 31,756
United States Treasury Note/Bond 1.250% 11/30/18 8,275 8,280
United States Treasury Note/Bond 1.375% 11/30/18 1,488 1,492
United States Treasury Note/Bond 1.250% 12/15/18 10,000 10,006
United States Treasury Note/Bond 1.250% 12/31/18 6,785 6,788
United States Treasury Note/Bond 1.375% 12/31/18 6,375 6,391
United States Treasury Note/Bond 1.500% 12/31/18 11,530 11,584
United States Treasury Note/Bond 1.125% 1/15/19 4,041 4,033
United States Treasury Note/Bond 1.125% 1/31/19 1,780 1,776
United States Treasury Note/Bond 1.250% 1/31/19 10,475 10,477
United States Treasury Note/Bond 1.500% 1/31/19 8,425 8,463
United States Treasury Note/Bond 0.750% 2/15/19 52,366 51,892
United States Treasury Note/Bond 2.750% 2/15/19 5,220 5,365
United States Treasury Note/Bond 8.875% 2/15/19 1,850 2,114
United States Treasury Note/Bond 1.125% 2/28/19 345 344
United States Treasury Note/Bond 1.375% 2/28/19 17,375 17,416
United States Treasury Note/Bond 1.500% 2/28/19 32,590 32,738
United States Treasury Note/Bond 1.000% 3/15/19 76,767 76,371
United States Treasury Note/Bond 1.250% 3/31/19 20,050 20,044
United States Treasury Note/Bond 1.500% 3/31/19 22,250 22,351
United States Treasury Note/Bond 1.625% 3/31/19 7,755 7,810
United States Treasury Note/Bond 0.875% 4/15/19 56,330 55,873
United States Treasury Note/Bond 1.250% 4/30/19 10,297 10,291
United States Treasury Note/Bond 1.625% 4/30/19 36,004 36,252
United States Treasury Note/Bond 0.875% 5/15/19 20,496 20,317
United States Treasury Note/Bond 3.125% 5/15/19 19,835 20,588
United States Treasury Note/Bond 1.125% 5/31/19 5,525 5,504
United States Treasury Note/Bond 1.500% 5/31/19 26,796 26,905
United States Treasury Note/Bond 0.875% 6/15/19 17,000 16,835
United States Treasury Note/Bond 1.000% 6/30/19 6,502 6,455
United States Treasury Note/Bond 1.625% 6/30/19 25,287 25,453
United States Treasury Note/Bond 0.750% 7/15/19 54,930 54,201
United States Treasury Note/Bond 0.875% 7/31/19 32,592 32,246
United States Treasury Note/Bond 1.625% 7/31/19 32,861 33,066
United States Treasury Note/Bond 0.750% 8/15/19 12,451 12,273
United States Treasury Note/Bond 3.625% 8/15/19 18,900 19,898
United States Treasury Note/Bond 8.125% 8/15/19 5,535 6,403
United States Treasury Note/Bond 1.000% 8/31/19 14,175 14,049
United States Treasury Note/Bond 1.625% 8/31/19 9,946 10,005
United States Treasury Note/Bond 0.875% 9/15/19 16,055 15,854
United States Treasury Note/Bond 1.000% 9/30/19 15,000 14,855
United States Treasury Note/Bond 1.750% 9/30/19 19,330 19,499
United States Treasury Note/Bond 1.000% 10/15/19 13,655 13,518
United States Treasury Note/Bond 1.250% 10/31/19 3,800 3,785
United States Treasury Note/Bond 1.500% 10/31/19 55,715 55,820
United States Treasury Note/Bond 1.000% 11/15/19 175,585 173,664
United States Treasury Note/Bond 3.375% 11/15/19 24,504 25,737
United States Treasury Note/Bond 1.000% 11/30/19 26,025 25,740
United States Treasury Note/Bond 1.500% 11/30/19 35,106 35,156
United States Treasury Note/Bond 1.375% 12/15/19 18,585 18,547
United States Treasury Note/Bond 1.125% 12/31/19 1,075 1,066
United States Treasury Note/Bond 1.625% 12/31/19 28,033 28,156
United States Treasury Note/Bond 1.375% 1/15/20 46,545 46,429
United States Treasury Note/Bond 1.250% 1/31/20 17,475 17,360
United States Treasury Note/Bond 1.375% 1/31/20 2,700 2,692

 

 

United States Treasury Note/Bond 1.375% 2/15/20 71,386 71,163
United States Treasury Note/Bond 3.625% 2/15/20 8,270 8,769
United States Treasury Note/Bond 8.500% 2/15/20 3,269 3,915
United States Treasury Note/Bond 1.375% 2/29/20 14,143 14,088
United States Treasury Note/Bond 1.625% 3/15/20 29,365 29,466
United States Treasury Note/Bond 1.125% 3/31/20 11,000 10,873
United States Treasury Note/Bond 1.375% 3/31/20 20,250 20,158
United States Treasury Note/Bond 1.125% 4/30/20 7,970 7,868
United States Treasury Note/Bond 1.375% 4/30/20 36,097 35,905
United States Treasury Note/Bond 3.500% 5/15/20 3,560 3,769
United States Treasury Note/Bond 1.375% 5/31/20 18,815 18,694
United States Treasury Note/Bond 1.500% 5/31/20 25,018 24,951
United States Treasury Note/Bond 1.625% 6/30/20 26,710 26,735
United States Treasury Note/Bond 1.875% 6/30/20 23,525 23,738
United States Treasury Note/Bond 1.625% 7/31/20 1,115 1,115
United States Treasury Note/Bond 2.000% 7/31/20 6,268 6,345
United States Treasury Note/Bond 2.625% 8/15/20 15,775 16,280
United States Treasury Note/Bond 1.375% 8/31/20 14,177 14,049
United States Treasury Note/Bond 1.375% 10/31/20 44,079 43,590
United States Treasury Note/Bond 1.750% 10/31/20 32,911 32,983
United States Treasury Note/Bond 2.625% 11/15/20 56,233 58,052
United States Treasury Note/Bond 1.625% 11/30/20 22,750 22,679
United States Treasury Note/Bond 2.000% 11/30/20 19,950 20,153
United States Treasury Note/Bond 1.750% 12/31/20 10,644 10,651
United States Treasury Note/Bond 2.375% 12/31/20 22,442 22,968
United States Treasury Note/Bond 1.375% 1/31/21 27,457 27,071
United States Treasury Note/Bond 2.125% 1/31/21 19,996 20,268
United States Treasury Note/Bond 3.625% 2/15/21 12,358 13,231
United States Treasury Note/Bond 7.875% 2/15/21 400 491
United States Treasury Note/Bond 1.125% 2/28/21 19,237 18,768
United States Treasury Note/Bond 2.000% 2/28/21 12,275 12,384
United States Treasury Note/Bond 1.250% 3/31/21 48,585 47,583
United States Treasury Note/Bond 2.250% 3/31/21 9,050 9,208
United States Treasury Note/Bond 1.375% 4/30/21 1,039 1,021
United States Treasury Note/Bond 2.250% 4/30/21 12,075 12,286
United States Treasury Note/Bond 3.125% 5/15/21 29,512 31,043
United States Treasury Note/Bond 1.375% 5/31/21 18,030 17,709
United States Treasury Note/Bond 2.000% 5/31/21 27,003 27,206
United States Treasury Note/Bond 1.125% 6/30/21 51,329 49,845
United States Treasury Note/Bond 2.125% 6/30/21 38,700 39,160
United States Treasury Note/Bond 1.125% 7/31/21 29,345 28,460
United States Treasury Note/Bond 2.250% 7/31/21 19,600 19,922
United States Treasury Note/Bond 2.125% 8/15/21 20,605 20,846
United States Treasury Note/Bond 1.125% 8/31/21 16,257 15,749
United States Treasury Note/Bond 2.000% 8/31/21 6,175 6,208
United States Treasury Note/Bond 1.125% 9/30/21 21,860 21,150
United States Treasury Note/Bond 2.125% 9/30/21 17,325 17,504
United States Treasury Note/Bond 1.250% 10/31/21 43,150 41,937
United States Treasury Note/Bond 2.000% 10/31/21 20,510 20,600
United States Treasury Note/Bond 2.000% 11/15/21 54,050 54,287
United States Treasury Note/Bond 8.000% 11/15/21 10,770 13,670
United States Treasury Note/Bond 1.750% 11/30/21 43,980 43,692
United States Treasury Note/Bond 1.875% 11/30/21 15,600 15,583
United States Treasury Note/Bond 2.000% 12/31/21 7,848 7,877
United States Treasury Note/Bond 2.125% 12/31/21 20,200 20,389
United States Treasury Note/Bond 1.500% 1/31/22 6,050 5,931
United States Treasury Note/Bond 1.875% 1/31/22 61,130 60,996

 

 

United States Treasury Note/Bond 2.000% 2/15/22 6,453 6,479
United States Treasury Note/Bond 1.750% 2/28/22 26,621 26,384
United States Treasury Note/Bond 1.875% 2/28/22 41,680 41,589
United States Treasury Note/Bond 1.750% 3/31/22 17,879 17,706
United States Treasury Note/Bond 1.875% 3/31/22 31,740 31,655
United States Treasury Note/Bond 1.750% 4/30/22 10,100 9,996
United States Treasury Note/Bond 1.750% 5/15/22 5,400 5,342
United States Treasury Note/Bond 1.875% 5/31/22 14,975 14,905
United States Treasury Note/Bond 2.125% 6/30/22 19,560 19,691
United States Treasury Note/Bond 2.000% 7/31/22 13,095 13,089
United States Treasury Note/Bond 1.625% 8/15/22 11,985 11,738
United States Treasury Note/Bond 1.875% 8/31/22 10,439 10,357
United States Treasury Note/Bond 1.750% 9/30/22 14,600 14,376
United States Treasury Note/Bond 1.875% 10/31/22 17,155 16,989
United States Treasury Note/Bond 1.625% 11/15/22 17,550 17,141
United States Treasury Note/Bond 2.000% 11/30/22 5,080 5,060
United States Treasury Note/Bond 2.125% 12/31/22 23,429 23,480
United States Treasury Note/Bond 1.750% 1/31/23 27,583 27,066
United States Treasury Note/Bond 2.000% 2/15/23 14,085 14,008
United States Treasury Note/Bond 7.125% 2/15/23 1,100 1,407
United States Treasury Note/Bond 1.500% 2/28/23 29,080 28,108
United States Treasury Note/Bond 1.500% 3/31/23 28,225 27,246
United States Treasury Note/Bond 1.625% 4/30/23 4,285 4,163
United States Treasury Note/Bond 1.750% 5/15/23 36,043 35,249
United States Treasury Note/Bond 1.625% 5/31/23 23,885 23,180
United States Treasury Note/Bond 1.375% 6/30/23 25,610 24,458
United States Treasury Note/Bond 1.250% 7/31/23 26,360 24,943
United States Treasury Note/Bond 2.500% 8/15/23 34,410 35,098
United States Treasury Note/Bond 6.250% 8/15/23 16,980 21,153
United States Treasury Note/Bond 1.375% 8/31/23 22,170 21,117
United States Treasury Note/Bond 1.375% 9/30/23 20,410 19,421
United States Treasury Note/Bond 1.625% 10/31/23 58,585 56,608
United States Treasury Note/Bond 2.750% 11/15/23 26,256 27,183
United States Treasury Note/Bond 2.125% 11/30/23 65,970 65,723
United States Treasury Note/Bond 2.250% 12/31/23 14,750 14,798
United States Treasury Note/Bond 2.250% 1/31/24 37,480 37,585
United States Treasury Note/Bond 2.750% 2/15/24 7,074 7,319
United States Treasury Note/Bond 2.125% 2/29/24 54,810 54,502
United States Treasury Note/Bond 2.125% 3/31/24 21,025 20,894
United States Treasury Note/Bond 2.500% 5/15/24 65,279 66,421
United States Treasury Note/Bond 2.375% 8/15/24 33,710 33,973
United States Treasury Note/Bond 2.250% 11/15/24 36,046 35,950
United States Treasury Note/Bond 7.500% 11/15/24 675 924
United States Treasury Note/Bond 2.000% 2/15/25 61,048 59,684
United States Treasury Note/Bond 2.125% 5/15/25 41,761 41,122
United States Treasury Note/Bond 2.000% 8/15/25 23,772 23,148
United States Treasury Note/Bond 6.875% 8/15/25 1,163 1,568
United States Treasury Note/Bond 2.250% 11/15/25 30,347 30,081
United States Treasury Note/Bond 1.625% 2/15/26 16,105 15,141
United States Treasury Note/Bond 6.000% 2/15/26 4,345 5,615
United States Treasury Note/Bond 1.625% 5/15/26 50,448 47,319
United States Treasury Note/Bond 1.500% 8/15/26 71,545 66,201
United States Treasury Note/Bond 6.750% 8/15/26 3,095 4,235
United States Treasury Note/Bond 2.000% 11/15/26 27,355 26,423
United States Treasury Note/Bond 6.500% 11/15/26 5,910 7,997
United States Treasury Note/Bond 2.250% 2/15/27 53,033 52,354
United States Treasury Note/Bond 6.125% 11/15/27 3,275 4,406

 

 

United States Treasury Note/Bond 5.500% 8/15/28 13,745 17,845
United States Treasury Note/Bond 5.250% 11/15/28 9,875 12,617
United States Treasury Note/Bond 5.250% 2/15/29 11,313 14,502
United States Treasury Note/Bond 6.125% 8/15/29 4,420 6,120
United States Treasury Note/Bond 6.250% 5/15/30 9,570 13,561
United States Treasury Note/Bond 5.375% 2/15/31 18,200 24,300
United States Treasury Note/Bond 4.500% 2/15/36 21,000 26,627
United States Treasury Note/Bond 4.750% 2/15/37 11,925 15,566
United States Treasury Note/Bond 5.000% 5/15/37 4,403 5,921
United States Treasury Note/Bond 4.375% 2/15/38 20,742 25,882
United States Treasury Note/Bond 4.500% 5/15/38 8,000 10,146
United States Treasury Note/Bond 3.500% 2/15/39 14,301 15,736
United States Treasury Note/Bond 4.250% 5/15/39 8,883 10,846
United States Treasury Note/Bond 4.500% 8/15/39 8,684 10,965
United States Treasury Note/Bond 4.375% 11/15/39 11,686 14,502
United States Treasury Note/Bond 4.625% 2/15/40 13,760 17,673
United States Treasury Note/Bond 4.375% 5/15/40 8,750 10,862
United States Treasury Note/Bond 3.875% 8/15/40 11,185 12,926
United States Treasury Note/Bond 4.250% 11/15/40 10,317 12,592
United States Treasury Note/Bond 4.750% 2/15/41 15,588 20,408
United States Treasury Note/Bond 4.375% 5/15/41 12,450 15,500
United States Treasury Note/Bond 3.750% 8/15/41 9,000 10,207
United States Treasury Note/Bond 3.125% 11/15/41 13,128 13,434
United States Treasury Note/Bond 3.125% 2/15/42 11,773 12,045
United States Treasury Note/Bond 3.000% 5/15/42 13,425 13,421
United States Treasury Note/Bond 2.750% 8/15/42 23,725 22,617
United States Treasury Note/Bond 2.750% 11/15/42 73,183 69,684
United States Treasury Note/Bond 3.125% 2/15/43 3,167 3,229
United States Treasury Note/Bond 2.875% 5/15/43 28,760 27,996
United States Treasury Note/Bond 3.625% 8/15/43 36,486 40,613
United States Treasury Note/Bond 3.750% 11/15/43 23,554 26,796
United States Treasury Note/Bond 3.625% 2/15/44 29,063 32,374
United States Treasury Note/Bond 3.375% 5/15/44 11,816 12,604
United States Treasury Note/Bond 3.125% 8/15/44 13,001 13,251
United States Treasury Note/Bond 3.000% 11/15/44 20,069 19,975
United States Treasury Note/Bond 2.500% 2/15/45 36,593 32,871
United States Treasury Note/Bond 3.000% 5/15/45 20,139 20,016
United States Treasury Note/Bond 2.875% 8/15/45 27,867 27,017
United States Treasury Note/Bond 3.000% 11/15/45 5,078 5,045
United States Treasury Note/Bond 2.500% 2/15/46 39,339 35,245
United States Treasury Note/Bond 2.500% 5/15/46 51,805 46,365
United States Treasury Note/Bond 2.250% 8/15/46 33,312 28,175
United States Treasury Note/Bond 2.875% 11/15/46 42,700 41,412
United States Treasury Note/Bond 3.000% 2/15/47 11,625 11,578
        5,275,213
Agency Bonds and Notes (0.9%)        
4 AID-Iraq 2.149% 1/18/22 1,100 1,096
4 AID-Israel 5.500% 12/4/23 375 444
4 AID-Israel 5.500% 4/26/24 1,400 1,666
4 AID-Jordan 1.945% 6/23/19 600 605
4 AID-Jordan 2.503% 10/30/20 750 769
4 AID-Jordan 2.578% 6/30/22 320 326
4 AID-Tunisia 2.452% 7/24/21 250 254
4 AID-Tunisia 1.416% 8/5/21 200 194
4 AID-Ukraine 1.844% 5/16/19 350 353
4 AID-Ukraine 1.847% 5/29/20 700 709
4 AID-Ukraine 1.471% 9/29/21 675 658

 

 

2 Federal Farm Credit Banks 0.750% 4/18/18 1,500 1,494
2 Federal Farm Credit Banks 1.100% 6/1/18 400 400
2 Federal Farm Credit Banks 5.150% 11/15/19 3,000 3,279
2 Federal Farm Credit Banks 3.500% 12/20/23 500 536
2 Federal Home Loan Banks 1.125% 4/25/18 2,000 2,000
2 Federal Home Loan Banks 2.750% 6/8/18 1,625 1,655
2 Federal Home Loan Banks 0.875% 6/29/18 3,950 3,936
2 Federal Home Loan Banks 0.625% 8/7/18 2,000 1,985
2 Federal Home Loan Banks 5.375% 8/15/18 225 238
2 Federal Home Loan Banks 0.875% 10/1/18 6,000 5,965
2 Federal Home Loan Banks 1.250% 1/16/19 5,000 4,992
2 Federal Home Loan Banks 1.375% 3/18/19 6,500 6,501
2 Federal Home Loan Banks 1.125% 6/21/19 4,300 4,273
2 Federal Home Loan Banks 0.875% 8/5/19 2,000 1,973
2 Federal Home Loan Banks 1.000% 9/26/19 4,000 3,953
2 Federal Home Loan Banks 1.375% 11/15/19 1,575 1,569
2 Federal Home Loan Banks 1.875% 3/13/20 500 504
2 Federal Home Loan Banks 4.125% 3/13/20 2,075 2,224
2 Federal Home Loan Banks 3.375% 6/12/20 1,825 1,923
2 Federal Home Loan Banks 5.250% 12/11/20 1,000 1,124
2 Federal Home Loan Banks 1.375% 2/18/21 1,600 1,574
2 Federal Home Loan Banks 5.625% 6/11/21 1,600 1,839
2 Federal Home Loan Banks 1.125% 7/14/21 3,000 2,904
2 Federal Home Loan Banks 1.875% 11/29/21 6,000 5,972
2 Federal Home Loan Banks 2.125% 3/10/23 3,155 3,142
2 Federal Home Loan Banks 2.875% 6/14/24 2,000 2,059
2 Federal Home Loan Banks 5.375% 8/15/24 815 975
2 Federal Home Loan Banks 5.500% 7/15/36 2,775 3,650
5 Federal Home Loan Mortgage Corp. 0.750% 4/9/18 6,000 5,978
5 Federal Home Loan Mortgage Corp. 4.875% 6/13/18 2,720 2,840
5 Federal Home Loan Mortgage Corp. 0.875% 10/12/18 10,000 9,941
5 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 1,625 1,701
5 Federal Home Loan Mortgage Corp. 1.125% 4/15/19 5,000 4,974
5 Federal Home Loan Mortgage Corp. 1.750% 5/30/19 2,900 2,921
5 Federal Home Loan Mortgage Corp. 0.875% 7/19/19 2,837 2,801
5 Federal Home Loan Mortgage Corp. 1.250% 8/1/19 1,163 1,157
5 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 10,975 10,909
5 Federal Home Loan Mortgage Corp. 1.500% 1/17/20 12,500 12,478
5 Federal Home Loan Mortgage Corp. 1.375% 5/1/20 1,900 1,886
5 Federal Home Loan Mortgage Corp. 1.125% 8/12/21 8,000 7,725
5 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 2,800 2,847
5 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 270 377
5 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 2,941 4,079
5 Federal National Mortgage Assn. 0.875% 5/21/18 1,490 1,486
5 Federal National Mortgage Assn. 1.125% 7/20/18 3,000 2,997
5 Federal National Mortgage Assn. 1.875% 9/18/18 9,997 10,088
5 Federal National Mortgage Assn. 1.125% 10/19/18 3,000 2,994
5 Federal National Mortgage Assn. 1.625% 11/27/18 4,370 4,393
5 Federal National Mortgage Assn. 1.125% 12/14/18 4,119 4,107
5 Federal National Mortgage Assn. 1.375% 1/28/19 2,000 2,001
5 Federal National Mortgage Assn. 1.875% 2/19/19 4,000 4,038
5 Federal National Mortgage Assn. 1.000% 2/26/19 1,875 1,863
5 Federal National Mortgage Assn. 1.750% 6/20/19 4,000 4,029
5 Federal National Mortgage Assn. 0.875% 8/2/19 2,000 1,973
5 Federal National Mortgage Assn. 1.000% 8/28/19 6,350 6,279
5 Federal National Mortgage Assn. 1.750% 9/12/19 7,000 7,044
5 Federal National Mortgage Assn. 0.000% 10/9/19 2,435 2,327

 

 

5 Federal National Mortgage Assn. 1.000% 10/24/19 2,500 2,469
5 Federal National Mortgage Assn. 1.750% 11/26/19 1,800 1,811
5 Federal National Mortgage Assn. 1.625% 1/21/20 2,000 2,003
5 Federal National Mortgage Assn. 1.500% 2/28/20 5,060 5,046
5 Federal National Mortgage Assn. 1.500% 6/22/20 4,000 3,982
5 Federal National Mortgage Assn. 1.500% 11/30/20 4,000 3,964
5 Federal National Mortgage Assn. 1.875% 12/28/20 2,000 2,009
5 Federal National Mortgage Assn. 1.375% 2/26/21 1,900 1,869
5 Federal National Mortgage Assn. 1.250% 8/17/21 2,000 1,942
5 Federal National Mortgage Assn. 1.375% 10/7/21 3,000 2,926
5 Federal National Mortgage Assn. 2.000% 1/5/22 6,000 6,000
5 Federal National Mortgage Assn. 2.625% 9/6/24 2,000 2,030
5 Federal National Mortgage Assn. 2.125% 4/24/26 2,100 2,002
5 Federal National Mortgage Assn. 1.875% 9/24/26 2,900 2,697
5 Federal National Mortgage Assn. 7.125% 1/15/30 1,405 2,027
5 Federal National Mortgage Assn. 7.250% 5/15/30 2,025 2,962
5 Federal National Mortgage Assn. 6.625% 11/15/30 6,320 8,868
5 Federal National Mortgage Assn. 5.625% 7/15/37 1,260 1,690
2 Financing Corp. 9.800% 4/6/18 500 543
2 Financing Corp. 9.650% 11/2/18 475 536
  Private Export Funding Corp. 1.875% 7/15/18 300 302
  Private Export Funding Corp. 4.375% 3/15/19 350 369
  Private Export Funding Corp. 1.450% 8/15/19 350 349
  Private Export Funding Corp. 2.250% 3/15/20 650 661
  Private Export Funding Corp. 2.300% 9/15/20 175 177
  Private Export Funding Corp. 4.300% 12/15/21 175 192
  Private Export Funding Corp. 2.800% 5/15/22 200 206
  Private Export Funding Corp. 2.050% 11/15/22 4,175 4,122
  Private Export Funding Corp. 3.550% 1/15/24 725 769
  Private Export Funding Corp. 2.450% 7/15/24 525 519
  Private Export Funding Corp. 3.250% 6/15/25 175 182
2 Tennessee Valley Authority 4.500% 4/1/18 655 676
2 Tennessee Valley Authority 1.750% 10/15/18 600 604
2 Tennessee Valley Authority 3.875% 2/15/21 905 973
2 Tennessee Valley Authority 1.875% 8/15/22 425 419
2 Tennessee Valley Authority 2.875% 9/15/24 954 977
2 Tennessee Valley Authority 6.750% 11/1/25 3,520 4,600
2 Tennessee Valley Authority 2.875% 2/1/27 1,000 1,005
2 Tennessee Valley Authority 7.125% 5/1/30 2,000 2,850
2 Tennessee Valley Authority 4.650% 6/15/35 500 581
2 Tennessee Valley Authority 5.880% 4/1/36 285 375
2 Tennessee Valley Authority 5.500% 6/15/38 225 288
2 Tennessee Valley Authority 5.250% 9/15/39 1,312 1,655
2 Tennessee Valley Authority 5.375% 4/1/56 580 745
2 Tennessee Valley Authority 4.625% 9/15/60 519 589
2 Tennessee Valley Authority 4.250% 9/15/65 700 737
          290,244
Conventional Mortgage-Backed Securities (8.4%)        
5,6 Fannie Mae Pool 2.000% 10/1/28–8/1/31 3,474 3,394
5,6,7Fannie Mae Pool 2.500% 1/1/27–10/1/46 103,099 103,378
5,6,7Fannie Mae Pool 3.000% 1/1/26–4/1/47 325,810 326,669
5,6,7Fannie Mae Pool 3.500% 9/1/25–4/1/47 304,709 313,204
5,6,7Fannie Mae Pool 4.000% 7/1/18–4/1/47 186,948 196,922
5,6,7Fannie Mae Pool 4.500% 1/1/18–4/1/47 87,289 93,900
5,6,7Fannie Mae Pool 5.000% 9/1/17–4/1/47 42,215 46,142
5,6 Fannie Mae Pool 5.500% 8/1/17–4/1/40 34,503 38,365
5,6 Fannie Mae Pool 6.000% 7/1/17–5/1/41 24,032 27,199

 

 

5,6 Fannie Mae Pool 6.500% 4/1/17–10/1/39 6,311 7,029
5,6 Fannie Mae Pool 7.000% 12/1/22–11/1/37 2,473 2,871
5,6 Fannie Mae Pool 7.500% 11/1/22–12/1/32 193 221
5,6 Fannie Mae Pool 8.000% 12/1/22–10/1/30 46 50
5,6 Fannie Mae Pool 8.500% 11/1/18–7/1/30 29 34
5,6 Fannie Mae Pool 9.000% 7/1/22–6/1/26 8 11
5,6 Fannie Mae Pool 9.500% 8/1/20–2/1/25 1 2
5,6 Freddie Mac Gold Pool 2.000% 8/1/28–1/1/29 2,307 2,260
5,6,7Freddie Mac Gold Pool 2.500% 4/1/27–10/1/46 73,392 73,515
5,6,7Freddie Mac Gold Pool 3.000% 10/1/26–4/1/47 226,544 226,746
5,6,7Freddie Mac Gold Pool 3.500% 9/1/25–4/1/47 198,969 204,403
5,6,7Freddie Mac Gold Pool 4.000% 7/1/18–4/1/47 114,167 120,055
5,6,7Freddie Mac Gold Pool 4.500% 1/1/18–4/1/47 46,621 49,967
5,6 Freddie Mac Gold Pool 5.000% 4/1/17–10/1/41 23,218 25,242
5,6 Freddie Mac Gold Pool 5.500% 5/1/17–6/1/41 19,910 22,154
5,6 Freddie Mac Gold Pool 6.000% 5/1/17–5/1/40 11,407 12,895
5,6 Freddie Mac Gold Pool 6.500% 5/1/17–3/1/39 2,922 3,246
5,6 Freddie Mac Gold Pool 7.000% 10/1/22–12/1/38 808 942
5,6 Freddie Mac Gold Pool 7.500% 1/1/23–1/1/32 128 149
5,6 Freddie Mac Gold Pool 8.000% 1/1/22–1/1/31 90 104
5,6 Freddie Mac Gold Pool 8.500% 4/1/20–5/1/30 15 18
5,6 Freddie Mac Gold Pool 9.000% 10/1/21–5/1/25 9 9
6 Ginnie Mae I Pool 3.000% 1/15/26–5/15/45 13,234 13,411
6,7 Ginnie Mae I Pool 3.500% 11/15/25–4/1/47 13,957 14,516
6,7 Ginnie Mae I Pool 4.000% 10/15/24–4/1/47 21,441 22,704
6 Ginnie Mae I Pool 4.500% 8/15/18–1/15/42 21,609 23,224
6 Ginnie Mae I Pool 5.000% 1/15/18–4/15/41 14,986 16,488
6 Ginnie Mae I Pool 5.500% 6/15/18–6/15/41 7,702 8,626
6 Ginnie Mae I Pool 6.000% 5/15/17–12/15/40 4,853 5,506
6 Ginnie Mae I Pool 6.500% 11/15/23–8/15/39 1,463 1,624
6 Ginnie Mae I Pool 7.000% 1/15/23–8/15/32 604 682
6 Ginnie Mae I Pool 7.500% 10/15/22–3/15/32 187 207
6 Ginnie Mae I Pool 8.000% 3/15/22–3/15/32 118 133
6 Ginnie Mae I Pool 8.500% 8/15/22–6/15/30 19 20
6 Ginnie Mae I Pool 9.000% 11/15/19–2/15/30 16 19
6 Ginnie Mae I Pool 9.500% 8/15/20–1/15/25 1 1
6 Ginnie Mae II Pool 2.500% 6/20/27–11/20/46 4,851 4,816
6,7 Ginnie Mae II Pool 3.000% 2/20/27–4/1/47 227,643 230,139
6,7 Ginnie Mae II Pool 3.500% 9/20/25–4/1/47 275,185 285,905
6,7 Ginnie Mae II Pool 4.000% 9/20/25–4/1/47 123,702 130,936
6,7 Ginnie Mae II Pool 4.500% 11/20/35–4/1/47 55,551 59,910
6 Ginnie Mae II Pool 5.000% 3/20/18–7/20/44 23,393 25,376
6 Ginnie Mae II Pool 5.500% 12/20/33–9/20/41 7,363 8,107
6 Ginnie Mae II Pool 6.000% 3/20/33–7/20/39 3,264 3,671
6 Ginnie Mae II Pool 6.500% 12/20/35–11/20/39  1,005 1,151
6 Ginnie Mae II Pool 7.000% 4/20/38–8/20/38 170 202
          2,758,470
Nonconventional Mortgage-Backed Securities (0.1%)        
5,6 Fannie Mae Pool 2.110% 3/1/43 600 603
5,6,8Fannie Mae Pool 2.181% 6/1/42 880 914
5,6 Fannie Mae Pool 2.185% 10/1/42 237 239
5,6 Fannie Mae Pool 2.187% 6/1/43 461 466
5,6 Fannie Mae Pool 2.217% 9/1/42 280 291
5,6,8Fannie Mae Pool 2.233% 4/1/37 53 55
5,6 Fannie Mae Pool 2.262% 7/1/43 634 631
5,6 Fannie Mae Pool 2.430% 5/1/43 1,136 1,143
5,6 Fannie Mae Pool 2.441% 10/1/42 442 447

 

 

5,6 Fannie Mae Pool 2.452% 9/1/43 76 77
5,6,8Fannie Mae Pool 2.551% 9/1/37 155 165
5,6,8Fannie Mae Pool 2.678% 5/1/42 533 552
5,6 Fannie Mae Pool 2.713% 1/1/42 292 299
5,6 Fannie Mae Pool 2.716% 12/1/43 813 839
5,6,8Fannie Mae Pool 2.750% 12/1/41 167 172
5,6 Fannie Mae Pool 2.753% 3/1/42 436 454
5,6,8Fannie Mae Pool 2.854% 8/1/35 145 154
5,6,8Fannie Mae Pool 2.905% 5/1/40 49 52
5,6 Fannie Mae Pool 2.909% 12/1/40 77 81
5,6,8Fannie Mae Pool 2.910% 9/1/40 51 54
5,6,8Fannie Mae Pool 2.915% 6/1/36 5 5
5,6,8Fannie Mae Pool 2.931% 9/1/43 526 552
5,6,8Fannie Mae Pool 2.945% 7/1/39 20 21
5,6,8Fannie Mae Pool 2.950% 7/1/37 24 25
5,6,8Fannie Mae Pool 2.955% 3/1/41 134 143
5,6,8Fannie Mae Pool 2.964% 8/1/40 56 59
5,6,8Fannie Mae Pool 3.005% 5/1/41 120 127
5,6,8Fannie Mae Pool 3.006% 9/1/34–7/1/42 447 479
5,6,8Fannie Mae Pool 3.032% 12/1/33 40 42
5,6,8Fannie Mae Pool 3.041% 5/1/40 28 29
5,6,8Fannie Mae Pool 3.042% 1/1/35 145 155
5,6 Fannie Mae Pool 3.063% 2/1/41 166 174
5,6,8Fannie Mae Pool 3.086% 10/1/40 90 95
5,6 Fannie Mae Pool 3.088% 2/1/41 58 61
5,6,8Fannie Mae Pool 3.090% 8/1/39 34 36
5,6,8Fannie Mae Pool 3.107% 7/1/36 27 28
5,6,8Fannie Mae Pool 3.110% 11/1/36 130 137
5,6,8Fannie Mae Pool 3.127% 10/1/39 51 53
5,6,8Fannie Mae Pool 3.152% 8/1/37 109 115
5,6,8Fannie Mae Pool 3.166% 2/1/42 771 819
5,6,8Fannie Mae Pool 3.180% 2/1/36 77 79
5,6,8Fannie Mae Pool 3.190% 2/1/42 178 191
5,6,8Fannie Mae Pool 3.194% 11/1/39 31 33
5,6,8Fannie Mae Pool 3.250% 11/1/34 74 79
5,6,8Fannie Mae Pool 3.257% 12/1/39 108 113
5,6,8Fannie Mae Pool 3.279% 11/1/41 141 149
5,6,8Fannie Mae Pool 3.286% 10/1/40 88 93
5,6,8Fannie Mae Pool 3.295% 5/1/42 102 107
5,6,8Fannie Mae Pool 3.296% 12/1/40 163 172
5,6,8Fannie Mae Pool 3.305% 11/1/41 140 149
5,6,8Fannie Mae Pool 3.308% 12/1/41 139 148
5,6,8Fannie Mae Pool 3.310% 11/1/39 45 47
5,6,8Fannie Mae Pool 3.315% 11/1/40 48 50
5,6,8Fannie Mae Pool 3.334% 12/1/40 71 75
5,6 Fannie Mae Pool 3.344% 8/1/42 308 313
5,6,8Fannie Mae Pool 3.362% 1/1/37 132 141
5,6,8Fannie Mae Pool 3.396% 1/1/42 135 142
5,6,8Fannie Mae Pool 3.435% 11/1/33–12/1/40 110 117
5,6,8Fannie Mae Pool 3.445% 1/1/40 114 119
5,6,8Fannie Mae Pool 3.474% 2/1/41 57 57
5,6,8Fannie Mae Pool 3.491% 3/1/41 181 190
5,6 Fannie Mae Pool 3.569% 7/1/41 333 352
5,6 Fannie Mae Pool 3.619% 4/1/41 111 114
5,6 Fannie Mae Pool 3.675% 6/1/41 37 39
5,6 Fannie Mae Pool 3.771% 6/1/41 219 232
5,6,8Fannie Mae Pool 3.781% 9/1/40 181 191

 

 

5,6,8Fannie Mae Pool 3.829% 11/1/39 57 60
5,6,8Fannie Mae Pool 3.866% 8/1/39 147 152
5,6,8Fannie Mae Pool 4.482% 10/1/37 92 95
5,6 Fannie Mae Pool 5.188% 3/1/38 12 13
5,6,8Fannie Mae Pool 5.542% 4/1/37 111 116
5,6 Fannie Mae Pool 5.860% 12/1/37 111 117
5,6,8Freddie Mac Non Gold Pool 2.235% 10/1/37 5 5
5,6 Freddie Mac Non Gold Pool 2.355% 5/1/42 76 77
5,6 Freddie Mac Non Gold Pool 2.542% 11/1/43 461 465
5,6 Freddie Mac Non Gold Pool 2.712% 7/1/35 83 88
5,6 Freddie Mac Non Gold Pool 2.734% 2/1/42 217 221
5,6 Freddie Mac Non Gold Pool 2.795% 1/1/41 131 136
5,6,8Freddie Mac Non Gold Pool 2.799% 11/1/34 50 52
5,6,8Freddie Mac Non Gold Pool 2.852% 5/1/36 40 42
5,6 Freddie Mac Non Gold Pool 2.875% 5/1/38 7 7
5,6 Freddie Mac Non Gold Pool 2.905% 12/1/41 251 262
5,6 Freddie Mac Non Gold Pool 2.908% 1/1/37 112 118
5,6 Freddie Mac Non Gold Pool 3.005% 5/1/40 36 38
5,6 Freddie Mac Non Gold Pool 3.051% 1/1/41 44 46
5,6,8Freddie Mac Non Gold Pool 3.072% 10/1/36 39 42
5,6 Freddie Mac Non Gold Pool 3.074% 5/1/40 28 29
5,6,8Freddie Mac Non Gold Pool 3.075% 10/1/37 43 46
5,6 Freddie Mac Non Gold Pool 3.109% 2/1/36 43 45
5,6,8Freddie Mac Non Gold Pool 3.130% 6/1/40–6/1/41 110 114
5,6 Freddie Mac Non Gold Pool 3.131% 6/1/40 51 54
5,6 Freddie Mac Non Gold Pool 3.157% 12/1/36 51 54
5,6,8Freddie Mac Non Gold Pool 3.221% 12/1/34 56 58
5,6,8Freddie Mac Non Gold Pool 3.222% 12/1/36 40 42
5,6 Freddie Mac Non Gold Pool 3.250% 1/1/38 21 22
5,6,8Freddie Mac Non Gold Pool 3.262% 3/1/37 14 15
5,6,8Freddie Mac Non Gold Pool 3.272% 12/1/35 79 83
5,6 Freddie Mac Non Gold Pool 3.352% 1/1/35 14 15
5,6 Freddie Mac Non Gold Pool 3.362% 2/1/37 30 32
5,6,8Freddie Mac Non Gold Pool 3.363% 11/1/40 65 67
5,6,8Freddie Mac Non Gold Pool 3.364% 12/1/40 156 161
5,6,8Freddie Mac Non Gold Pool 3.380% 11/1/40 29 30
5,6,8Freddie Mac Non Gold Pool 3.397% 2/1/42 77 80
5,6 Freddie Mac Non Gold Pool 3.420% 3/1/42 251 264
5,6,8Freddie Mac Non Gold Pool 3.505% 12/1/40 51 52
5,6,8Freddie Mac Non Gold Pool 3.544% 3/1/41 39 41
5,6 Freddie Mac Non Gold Pool 3.574% 6/1/40 71 75
5,6,8Freddie Mac Non Gold Pool 3.653% 2/1/41 41 43
5,6,8Freddie Mac Non Gold Pool 3.660% 2/1/41 118 125
5,6 Freddie Mac Non Gold Pool 3.679% 9/1/40 198 208
5,6,8Freddie Mac Non Gold Pool 4.560% 9/1/37 180 185
5,6 Freddie Mac Non Gold Pool 5.125% 3/1/38 82 86
5,6 Freddie Mac Non Gold Pool 5.761% 5/1/37 140 145
6,8 Ginnie Mae II Pool 2.000% 1/20/41–3/20/43 1,598 1,649
6,8 Ginnie Mae II Pool 2.125% 7/20/38–6/20/43 715 735
6,8 Ginnie Mae II Pool 2.250% 10/20/38–12/20/42 1,450 1,496
6,8 Ginnie Mae II Pool 2.500% 1/20/41–1/20/42 1,416 1,458
6,8 Ginnie Mae II Pool 2.625% 5/20/41 70 72
6,8 Ginnie Mae II Pool 3.000% 11/20/40–10/20/41 518 538
6 Ginnie Mae II Pool 3.500% 12/20/43 139 142
          24,748
Total U.S. Government and Agency Obligations (Cost $8,368,423)     8,348,675

 

 

Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)      
6 AEP Texas Central Transition Funding II LLC        
2006-A 5.170% 1/1/18 67 68
6 Ally Auto Receivables Trust 2013-2 1.240% 11/15/18 53 53
6 Ally Auto Receivables Trust 2014-1 0.970% 10/15/18 50 50
6 Ally Auto Receivables Trust 2014-1 1.530% 4/15/19 150 150
6 Ally Auto Receivables Trust 2014-3 1.280% 6/17/19 181 181
6 Ally Auto Receivables Trust 2014-3 1.720% 3/16/20 150 150
6 Ally Auto Receivables Trust 2015-1 1.390% 9/16/19 111 112
6 Ally Auto Receivables Trust 2015-1 1.750% 5/15/20 125 125
6 Ally Auto Receivables Trust 2015-2 1.490% 11/15/19 310 311
6 Ally Auto Receivables Trust 2015-2 1.840% 6/15/20 175 175
6 Ally Master Owner Trust Series 2014-4 1.430% 6/17/19 425 425
6 Ally Master Owner Trust Series 2015-3 1.630% 5/15/20 550 550
6 American Express Credit Account Master        
Trust 2014-3 1.490% 4/15/20 625 626
6 American Express Credit Account Master        
Trust 2014-4 1.430% 6/15/20 325 325
6 American Express Credit Account Master        
Trust 2017-1 1.930% 9/15/22 1,075 1,077
6 AmeriCredit Automobile Receivables Trust        
2014-1 1.680% 7/8/19 45 45
6 AmeriCredit Automobile Receivables Trust        
2014-2 0.940% 2/8/19 18 18
6 AmeriCredit Automobile Receivables Trust        
2014-3 1.150% 6/10/19 70 70
6 AmeriCredit Automobile Receivables Trust        
2015-2 1.270% 1/8/20 206 206
6 AmeriCredit Automobile Receivables Trust        
2016-3 1.460% 5/10/21 300 299
6 BA Credit Card Trust 2017-A1 1.950% 8/15/22 1,075 1,076
6 Banc of America Commercial Mortgage Trust        
2008-1 6.231% 2/10/51 935 947
6 Banc of America Commercial Mortgage Trust        
2015-UBS7 3.429% 9/15/48 175 182
6 Banc of America Commercial Mortgage Trust        
2015-UBS7 3.705% 9/15/48 300 311
6 Banc of America Commercial Mortgage Trust        
2017-BNK3 3.574% 2/15/50 1,080 1,108
6 Banc of America Commercial Mortgage Trust        
2017-BNK3 3.748% 2/15/50 420 431
Bank of Nova Scotia 2.125% 9/11/19 900 901
Bank of Nova Scotia 1.850% 4/14/20 1,800 1,785
Bank of Nova Scotia 1.875% 4/26/21 600 589
6 Barclays Dryrock Issuance Trust 2015-2 1.560% 3/15/21 300 300
6 Barclays Dryrock Issuance Trust 2016-1 1.520% 5/16/22 525 521
6 BBCMS MORTGAGE TRUST 2017-C1 3.674% 2/15/50 1,175 1,206
6 BBCMS MORTGAGE TRUST 2017-C1 3.898% 2/15/50 325 336
6 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR18 5.700% 6/11/50 890 899
6 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP26 5.513% 1/12/45 214 214
6 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP28 5.742% 9/11/42 923 928
6 BMW Vehicle Lease Trust 2015-1 1.240% 12/20/17 128 128
6 BMW Vehicle Lease Trust 2015-2 1.400% 9/20/18 400 400
6 BMW Vehicle Lease Trust 2015-2 1.550% 2/20/19 125 125

 

 

6 BMW Vehicle Owner Trust 2014-A 0.970% 11/26/18 95 95
6 BMW Vehicle Owner Trust 2014-A 1.500% 2/25/21 250 250
6 Capital Auto Receivables Asset Trust 2014-1 1.690% 10/22/18 64 64
6 Capital Auto Receivables Asset Trust 2014-1 2.220% 1/22/19 95 95
6 Capital Auto Receivables Asset Trust 2014-2 1.620% 10/22/18 42 42
6 Capital Auto Receivables Asset Trust 2014-3 1.830% 4/22/19 100 100
6 Capital Auto Receivables Asset Trust 2015-1 1.610% 6/20/19 800 801
6 Capital Auto Receivables Asset Trust 2015-1 1.860% 10/21/19 150 150
6 Capital Auto Receivables Asset Trust 2015-2 1.730% 9/20/19 425 426
6 Capital Auto Receivables Asset Trust 2015-2 1.970% 1/21/20 225 226
6 Capital Auto Receivables Asset Trust 2015-3 2.130% 5/20/20 225 226
6 Capital Auto Receivables Asset Trust 2015-4 1.830% 3/20/20 325 326
6 Capital Auto Receivables Asset Trust 2015-4 2.010% 7/20/20 200 200
6 Capital Auto Receivables Asset Trust 2016-3 1.690% 3/20/21 225 224
6 Capital One Multi-Asset Execution Trust 2007-        
A7 5.750% 7/15/20 550 561
6 Capital One Multi-Asset Execution Trust 2014-        
A5 1.480% 7/15/20 525 526
6 Capital One Multi-Asset Execution Trust 2015-        
A2 2.080% 3/15/23 875 878
6 Capital One Multi-Asset Execution Trust 2015-        
A5 1.600% 5/17/21 400 400
6 Capital One Multi-Asset Execution Trust 2015-        
A8 2.050% 8/15/23 600 597
6 Capital One Multi-Asset Execution Trust 2016-        
A3 1.340% 4/15/22 575 570
6 Capital One Multi-Asset Execution Trust 2016-        
A4 1.330% 6/15/22 775 766
6 Capital One Multi-Asset Execution Trust 2016-        
A6 1.820% 9/15/22 650 649
6 Capital One Multi-Asset Execution Trust 2017-        
A1 2.000% 1/17/23 700 701
6 Capital One Multi-Asset Execution Trust 2017-        
A3 2.430% 1/15/25 700 702
6 CarMax Auto Owner Trust 2013-2 0.840% 11/15/18 50 50
6 CarMax Auto Owner Trust 2013-4 1.280% 5/15/19 47 47
6 CarMax Auto Owner Trust 2014-1 1.320% 7/15/19 120 120
6 CarMax Auto Owner Trust 2014-3 1.160% 6/17/19 108 108
6 CarMax Auto Owner Trust 2014-3 1.730% 2/18/20 125 125
6 CarMax Auto Owner Trust 2015-2 1.370% 3/16/20 228 228
6 CarMax Auto Owner Trust 2015-2 1.800% 3/15/21 100 100
6 CarMax Auto Owner Trust 2015-3 1.980% 2/16/21 100 100
6 CarMax Auto Owner Trust 2015-4 1.830% 6/15/21 150 150
6 CarMax Auto Owner Trust 2016-3 1.390% 5/17/21 325 322
6 CarMax Auto Owner Trust 2016-3 1.600% 1/18/22 115 113
6 CD 2007-CD5 Commercial Mortgage Trust 5.886% 11/15/44 662 665
6 CD 2016-CD1 Commercial Mortgage Trust 2.724% 8/10/49 625 598
6 CD 2016-CD2 Commercial Mortgage Trust 3.526% 11/10/49 600 612
6 CD 2017-CD3 Commercial Mortgage Trust 3.453% 2/10/50 66 68
6 CD 2017-CD3 Commercial Mortgage Trust 3.631% 2/10/50 503 518
6 CD 2017-CD3 Commercial Mortgage Trust 3.833% 2/10/50 131 136
6 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.170% 8/1/19 6 6
6 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.302% 8/1/20 81 85
6 CenterPoint Energy Transition Bond Co. IV        
LLC 2012-1 3.028% 10/15/25 800 820

 

 

6 CFCRE Commercial Mortgage Trust 2016-C3 3.865% 1/10/48 425 442
6 CFCRE Commercial Mortgage Trust 2016-C4 3.283% 5/10/58 550 548
6 CFCRE Commercial Mortgage Trust 2016-C4 3.691% 5/10/58 400 403
6 CFCRE Commercial Mortgage Trust 2016-C6 3.217% 11/10/49 950 939
6 Chase Issuance Trust 2012-A4 1.580% 8/16/21 600 597
6 Chase Issuance Trust 2012-A7 2.160% 9/16/24 1,314 1,288
6 Chase Issuance Trust 2013-A1 1.300% 2/18/20 1,050 1,049
6 Chase Issuance Trust 2014-A2 2.770% 3/15/23 900 917
6 Chase Issuance Trust 2014-A6 1.260% 7/15/19 1,075 1,075
6 Chase Issuance Trust 2014-A7 1.380% 11/15/19 800 800
6 Chase Issuance Trust 2015-A4 1.840% 4/15/22 600 597
6 Chase Issuance Trust 2015-A5 1.360% 4/15/20 1,225 1,224
6 Chase Issuance Trust 2016-A2 1.370% 6/15/21 775 769
6 Chase Issuance Trust 2016-A4 1.490% 7/15/22 700 690
6 Chase Issuance Trust 2016-A5 1.270% 7/15/21 775 766
6 Citibank Credit Card Issuance Trust 2007-A8 5.650% 9/20/19 550 561
6 Citibank Credit Card Issuance Trust 2008-A1 5.350% 2/7/20 1,048 1,082
6 Citibank Credit Card Issuance Trust 2014-A1 2.880% 1/23/23 2,350 2,419
6 Citibank Credit Card Issuance Trust 2014-A4 1.230% 4/24/19 875 875
6 Citibank Credit Card Issuance Trust 2014-A5 2.680% 6/7/23 750 764
6 Citibank Credit Card Issuance Trust 2014-A6 2.150% 7/15/21 2,100 2,117
6 Citibank Credit Card Issuance Trust 2014-A8 1.730% 4/9/20 1,250 1,254
6 Citibank Credit Card Issuance Trust 2016-A2 2.190% 11/20/23 775 774
6 Citibank Credit Card Issuance Trust 2017-A2 1.740% 1/19/21 1,400 1,402
6 Citigroup Commercial Mortgage Trust 2007-        
C6 5.779% 12/10/49 668 670
6 Citigroup Commercial Mortgage Trust 2008-        
C7 6.127% 12/10/49 1,018 1,027
6 Citigroup Commercial Mortgage Trust 2012-        
GC8 3.024% 9/10/45 600 612
6 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.093% 4/10/46 100 102
6 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.422% 4/10/46 100 102
6 Citigroup Commercial Mortgage Trust 2013-        
GC15 3.161% 9/10/46 225 229
6 Citigroup Commercial Mortgage Trust 2013-        
GC15 4.371% 9/10/46 225 244
6 Citigroup Commercial Mortgage Trust 2013-        
GC15 4.649% 9/10/46 350 381
6 Citigroup Commercial Mortgage Trust 2013-        
GC17 3.675% 11/10/46 75 78
6 Citigroup Commercial Mortgage Trust 2013-        
GC17 4.131% 11/10/46 275 294
Citigroup Commercial Mortgage Trust 2013-        
GC17 4.544% 11/10/46 100 108
6 Citigroup Commercial Mortgage Trust 2013-        
GC17 5.095% 11/10/46 100 109
6 Citigroup Commercial Mortgage Trust 2014-        
GC19 2.790% 3/10/47 129 131
6 Citigroup Commercial Mortgage Trust 2014-        
GC19 3.552% 3/10/47 75 78
6 Citigroup Commercial Mortgage Trust 2014-        
GC19 4.023% 3/10/47 125 133
6 Citigroup Commercial Mortgage Trust 2014-        
GC19 4.345% 3/10/47 125 135

 

 

6 Citigroup Commercial Mortgage Trust 2014-        
  GC21 3.855% 5/10/47 200 209
6 Citigroup Commercial Mortgage Trust 2014-        
  GC21 4.328% 5/10/47 150 156
6 Citigroup Commercial Mortgage Trust 2014-        
  GC23 3.622% 7/10/47 300 311
6 Citigroup Commercial Mortgage Trust 2014-        
  GC25 3.635% 10/10/47 650 669
6 Citigroup Commercial Mortgage Trust 2015-        
  GC27 3.137% 2/10/48 800 796
6 Citigroup Commercial Mortgage Trust 2015-        
  GC27 3.571% 2/10/48 325 330
6 Citigroup Commercial Mortgage Trust 2015-        
  GC29 2.674% 4/10/48 150 152
6 Citigroup Commercial Mortgage Trust 2015-        
  GC29 3.192% 4/10/48 650 651
6 Citigroup Commercial Mortgage Trust 2015-        
  GC29 3.758% 4/10/48 318 318
6 Citigroup Commercial Mortgage Trust 2015-        
  GC31 3.762% 6/10/48 350 364
6 Citigroup Commercial Mortgage Trust 2015-        
  GC33 3.778% 9/10/58 425 442
6 Citigroup Commercial Mortgage Trust 2016-        
  C1 3.003% 5/10/49 225 226
6 Citigroup Commercial Mortgage Trust 2016-        
  C1 3.209% 5/10/49 425 424
6 Citigroup Commercial Mortgage Trust 2016-        
  GC36 3.616% 2/10/49 800 820
6 Citigroup Commercial Mortgage Trust 2016-        
  P4 2.902% 7/10/49 250 243
6 COBALT CMBS Commercial Mortgage Trust        
  2007-C2 5.484% 4/15/47 38 38
6 COMM 2012-CCRE2 Mortgage Trust 3.147% 8/15/45 144 148
6 COMM 2012-CCRE2 Mortgage Trust 3.791% 8/15/45 189 198
6,9 COMM 2012-CCRE3 Mortgage Trust 3.416% 10/15/45 227 233
6 COMM 2012-CCRE4 Mortgage Trust 2.853% 10/15/45 350 353
6 COMM 2013-CCRE10 Mortgage Trust 4.210% 8/10/46 160 172
6 COMM 2013-CCRE11 Mortgage Trust 3.047% 8/10/50 200 203
6 COMM 2013-CCRE11 Mortgage Trust 3.660% 8/10/50 200 210
6 COMM 2013-CCRE11 Mortgage Trust 3.983% 8/10/50 260 276
6 COMM 2013-CCRE11 Mortgage Trust 4.258% 8/10/50 330 356
6 COMM 2013-CCRE11 Mortgage Trust 4.715% 8/10/50 200 217
6 COMM 2013-CCRE12 Mortgage Trust 2.904% 10/10/46 125 127
6 COMM 2013-CCRE12 Mortgage Trust 3.623% 10/10/46 125 131
6 COMM 2013-CCRE12 Mortgage Trust 3.765% 10/10/46 175 184
6 COMM 2013-CCRE12 Mortgage Trust 4.046% 10/10/46 125 133
6 COMM 2013-CCRE12 Mortgage Trust 4.300% 10/10/46 75 80
6 COMM 2013-CCRE12 Mortgage Trust 4.762% 10/10/46 50 53
6 COMM 2013-CCRE13 Mortgage Trust 3.039% 12/10/18 75 76
6 COMM 2013-CCRE13 Mortgage Trust 3.706% 10/10/23 50 53
6 COMM 2013-CCRE13 Mortgage Trust 4.194% 11/10/23 450 484
6 COMM 2013-CCRE13 Mortgage Trust 4.449% 12/10/23 150 161
6 COMM 2013-CCRE6 Mortgage Trust 3.101% 3/10/46 183 186
6 COMM 2013-CCRE7 Mortgage Trust 3.213% 3/10/46 150 153
6 COMM 2013-CCRE8 Mortgage Trust 3.612% 6/10/46 223 233
6 COMM 2013-CCRE9 Mortgage Trust 4.232% 7/10/45 365 395
6 COMM 2013-LC13 Mortgage Trust 3.009% 8/10/46 230 233

 

 

6 COMM 2013-LC13 Mortgage Trust 4.205% 8/10/46 230 248
6 COMM 2013-LC6 Mortgage Trust 2.941% 1/10/46 277 280
6 COMM 2013-LC6 Mortgage Trust 3.282% 1/10/46 154 156
6 COMM 2014-CCRE14 Mortgage Trust 3.147% 2/10/47 350 357
6 COMM 2014-CCRE14 Mortgage Trust 4.236% 2/10/47 275 295
6 COMM 2014-CCRE14 Mortgage Trust 4.526% 2/10/47 325 347
6 COMM 2014-CCRE14 Mortgage Trust 4.601% 2/10/47 175 187
6 COMM 2014-CCRE15 Mortgage Trust 2.928% 2/10/47 327 332
6 COMM 2014-CCRE15 Mortgage Trust 3.595% 2/10/47 113 119
6 COMM 2014-CCRE15 Mortgage Trust 4.074% 2/10/47 209 222
6 COMM 2014-CCRE15 Mortgage Trust 4.711% 2/10/47 105 113
6 COMM 2014-CCRE17 Mortgage Trust 3.012% 5/10/47 225 229
6 COMM 2014-CCRE17 Mortgage Trust 3.598% 5/10/47 100 105
6 COMM 2014-CCRE17 Mortgage Trust 3.977% 5/10/47 275 290
6 COMM 2014-CCRE17 Mortgage Trust 4.377% 5/10/47 100 104
6 COMM 2014-CCRE18 Mortgage Trust 3.452% 7/15/47 175 182
6 COMM 2014-CCRE18 Mortgage Trust 3.828% 7/15/47 125 131
6 COMM 2014-CCRE18 Mortgage Trust 4.103% 7/15/47 150 158
6 COMM 2014-CCRE19 Mortgage Trust 3.796% 8/10/47 650 678
6 COMM 2014-CCRE19 Mortgage Trust 4.080% 8/10/47 150 156
6 COMM 2014-CCRE21 Mortgage Trust 3.095% 12/10/47 320 328
6 COMM 2014-CCRE21 Mortgage Trust 3.528% 12/10/47 625 640
6 COMM 2014-LC15 Mortgage Trust 2.840% 4/10/47 125 127
6 COMM 2014-LC15 Mortgage Trust 4.006% 4/10/47 325 343
6 COMM 2014-LC17 Mortgage Trust 3.164% 10/10/47 425 435
6 COMM 2014-LC17 Mortgage Trust 3.917% 10/10/47 175 184
6 COMM 2014-UBS2 Mortgage Trust 2.820% 3/10/47 90 91
6 COMM 2014-UBS2 Mortgage Trust 3.472% 3/10/47 78 81
6 COMM 2014-UBS2 Mortgage Trust 3.961% 3/10/47 202 212
6 COMM 2014-UBS2 Mortgage Trust 4.199% 3/10/47 57 60
COMM 2014-UBS2 Mortgage Trust 4.701% 3/10/47 36 38
6 COMM 2014-UBS3 Mortgage Trust 2.844% 6/10/47 125 127
6 COMM 2014-UBS3 Mortgage Trust 3.819% 6/10/47 350 364
6 COMM 2014-UBS4 Mortgage Trust 3.694% 8/10/47 225 232
6 COMM 2014-UBS4 Mortgage Trust 3.968% 8/10/47 167 170
6 COMM 2014-UBS5 Mortgage Trust 3.838% 9/10/47 500 520
6 COMM 2014-UBS6 Mortgage Trust 2.935% 12/10/47 425 433
6 COMM 2014-UBS6 Mortgage Trust 3.387% 12/10/47 425 440
6 COMM 2014-UBS6 Mortgage Trust 3.644% 12/10/47 800 822
6 COMM 2014-UBS6 Mortgage Trust 4.048% 12/10/47 225 233
6 COMM 2015-CCRE22 Mortgage Trust 2.856% 3/10/48 200 203
6 COMM 2015-CCRE22 Mortgage Trust 3.309% 3/10/48 575 578
6 COMM 2015-CCRE22 Mortgage Trust 3.603% 3/10/48 200 202
6 COMM 2015-CCRE23 Mortgage Trust 3.257% 5/10/48 250 257
6 COMM 2015-CCRE23 Mortgage Trust 3.497% 5/10/48 375 382
6 COMM 2015-CCRE23 Mortgage Trust 3.801% 5/10/48 175 180
6 COMM 2015-CCRE25 Mortgage Trust 3.759% 8/10/48 425 441
6 COMM 2015-CCRE26 Mortgage Trust 3.630% 10/10/48 850 870
6 COMM 2015-CCRE27 Mortgage Trust 3.404% 10/10/48 400 414
6 COMM 2015-CCRE27 Mortgage Trust 3.612% 10/10/48 400 409
6 COMM 2015-LC19 Mortgage Trust 3.040% 2/10/48 75 77
6 COMM 2015-LC19 Mortgage Trust 3.183% 2/10/48 425 427
6 COMM 2015-LC19 Mortgage Trust 3.527% 2/10/48 200 204
6 COMM 2016-CCRE28 Mortgage Trust 3.762% 2/10/49 600 619
6 COMM 2016-DC2 Mortgage Trust 3.550% 2/10/49 500 518
6 CSAIL 2015-C1 Commercial Mortgage Trust 3.505% 4/15/50 400 409
6 CSAIL 2015-C1 Commercial Mortgage Trust 3.791% 4/15/50 200 207

 

 

6 CSAIL 2015-C1 Commercial Mortgage Trust 4.044% 4/15/50 175 179
6 CSAIL 2015-C2 Commercial Mortgage Trust 1.454% 6/15/57 226 224
6 CSAIL 2015-C2 Commercial Mortgage Trust 3.504% 6/15/57 550 560
6 CSAIL 2015-C2 Commercial Mortgage Trust 3.849% 6/15/57 225 233
6 CSAIL 2015-C3 Commercial Mortgage Trust 3.448% 8/15/48 327 340
6 CSAIL 2015-C3 Commercial Mortgage Trust 3.718% 8/15/48 425 439
6 CSAIL 2015-C3 Commercial Mortgage Trust 4.110% 8/15/48 200 207
6 CSAIL 2015-C4 Commercial Mortgage Trust 3.617% 11/15/48 200 208
6 CSAIL 2015-C4 Commercial Mortgage Trust 3.808% 11/15/48 325 338
6 CSAIL 2016-C7 Commercial Mortgage Trust 3.502% 11/15/49 800 812
6 DBJPM 16-C1 Mortgage Trust 3.276% 5/10/49 300 301
6 DBJPM 16-C3 Mortgage Trust 2.890% 9/10/49 325 316
6 Discover Card Execution Note Trust 2007-A1 5.650% 3/16/20 860 877
6 Discover Card Execution Note Trust 2014-A3 1.220% 10/15/19 1,350 1,350
6 Discover Card Execution Note Trust 2014-A5 1.390% 4/15/20 1,175 1,176
6 Discover Card Execution Note Trust 2015-A2 1.900% 10/17/22 1,050 1,049
6 Discover Card Execution Note Trust 2015-A3 1.450% 3/15/21 825 823
6 Discover Card Execution Note Trust 2015-A4 2.190% 4/17/23 825 829
6 Discover Card Execution Note Trust 2016-A1 1.640% 7/15/21 1,200 1,200
6 Discover Card Execution Note Trust 2017-A2 2.390% 7/15/24 800 804
5,6 Fannie Mae-Aces 2010-M1 4.450% 9/25/19 138 145
5,6 Fannie Mae-Aces 2011-M2 3.764% 4/25/21 600 628
5,6 Fannie Mae-Aces 2011-M4 3.726% 6/25/21 1,250 1,306
5,6 Fannie Mae-Aces 2012-M9 1.553% 4/25/22 89 88
5,6 Fannie Mae-Aces 2013-M12 2.399% 3/25/23 955 937
5,6 Fannie Mae-Aces 2013-M4 2.608% 3/25/22 72 72
5,6 Fannie Mae-Aces 2013-M7 2.280% 12/27/22 450 445
5,6 Fannie Mae-Aces 2014-M1 2.323% 11/25/18 1,206 1,217
5,6 Fannie Mae-Aces 2014-M1 3.246% 7/25/23 1,675 1,732
5,6 Fannie Mae-Aces 2014-M10 2.171% 9/25/19 825 826
5,6 Fannie Mae-Aces 2014-M12 2.614% 10/25/21 1,250 1,265
5,6 Fannie Mae-Aces 2014-M13 1.637% 11/25/17 97 97
5,6 Fannie Mae-Aces 2014-M13 2.566% 8/25/24 157 158
5,6 Fannie Mae-Aces 2014-M13 3.021% 8/25/24 475 482
5,6 Fannie Mae-Aces 2014-M3 2.613% 1/25/24 428 433
5,6 Fannie Mae-Aces 2014-M3 3.472% 1/25/24 600 630
5,6 Fannie Mae-Aces 2014-M4 3.346% 3/25/24 625 649
5,6 Fannie Mae-Aces 2014-M6 2.679% 5/25/21 1,175 1,191
5,6 Fannie Mae-Aces 2014-M7 3.249% 6/25/24 1,255 1,297
5,6 Fannie Mae-Aces 2014-M8 2.346% 6/25/24 179 179
5,6 Fannie Mae-Aces 2014-M8 3.056% 6/25/24 650 653
5,6 Fannie Mae-Aces 2014-M9 1.462% 4/25/17 45 45
5,6 Fannie Mae-Aces 2014-M9 3.103% 7/25/24 775 789
5,6 Fannie Mae-Aces 2015-M1 1.626% 2/25/18 244 244
5,6 Fannie Mae-Aces 2015-M1 2.532% 9/25/24 1,075 1,053
5,6 Fannie Mae-Aces 2015-M10 3.092% 4/25/27 350 350
5,6 Fannie Mae-Aces 2015-M12 2.792% 5/25/25 850 847
5,6 Fannie Mae-Aces 2015-M15 2.923% 10/25/25 1,025 1,025
5,6 Fannie Mae-Aces 2015-M2 2.620% 12/25/24 763 738
5,6 Fannie Mae-Aces 2015-M3 2.723% 10/25/24 400 396
5,6 Fannie Mae-Aces 2015-M4 2.509% 7/25/22 500 501
5,6 Fannie Mae-Aces 2015-M7 1.550% 4/25/18 225 225
5,6 Fannie Mae-Aces 2015-M7 2.590% 12/25/24 750 737
5,6 Fannie Mae-Aces 2015-M8 2.344% 1/25/25 377 376
5,6 Fannie Mae-Aces 2015-M8 2.900% 1/25/25 825 827
5,6 Fannie Mae-Aces 2016-M11 2.369% 7/25/26 900 854
5,6 Fannie Mae-Aces 2016-M12 2.449% 9/25/26 950 918

 

 

5,6 Fannie Mae-Aces 2016-M2 2.152% 1/25/23 725 710
5,6 Fannie Mae-Aces 2016-M3 2.702% 2/25/26 400 392
5,6 Fannie Mae-Aces 2016-M4 2.576% 3/25/26 400 388
5,6 Fannie Mae-Aces 2016-M5 2.469% 4/25/26 800 768
5,6 Fannie Mae-Aces 2016-M6 2.488% 5/25/26 600 576
5,6 Fannie Mae-Aces 2016-M7 2.157% 10/25/23 200 196
5,6 Fannie Mae-Aces 2016-M7 2.499% 9/25/26 300 285
5,6 Fannie Mae-Aces 2017-M1 2.417% 10/25/26 1,200 1,143
5,6 Fannie Mae-Aces 2017-M2 2.784% 2/25/27 1,200 1,179
5,6 Fannie Mae-Aces 2017-M3 2.569% 12/25/26 1,500 1,439
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K005 3.484% 4/25/19 285 291
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K006 3.398% 7/25/19 315 322
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K007 3.342% 12/25/19 42 42
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K009 2.757% 5/25/20 582 585
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K010 3.320% 7/25/20 659 664
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K011 4.084% 11/25/20 1,775 1,898
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K012 4.185% 12/25/20 800 859
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K014 3.871% 4/25/21 524 559
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K017 2.873% 12/25/21 1,450 1,487
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K019 2.272% 3/25/22 585 584
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K020 2.373% 5/25/22 100 100
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K021 2.396% 6/25/22 915 918
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K026 2.510% 11/25/22 1,275 1,283
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K027 2.637% 1/25/23 1,275 1,290
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K029 3.320% 2/25/23 1,250 1,308
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K030 2.779% 9/25/22 938 959
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K031 3.300% 4/25/23 1,260 1,315
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K032 3.016% 2/25/23 965 986
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K033 2.871% 2/25/23 1,024 1,051
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K034 3.531% 7/25/23 1,208 1,273
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K036 3.527% 10/25/23 1,375 1,454
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K037 3.490% 1/25/24 50 53
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K038 2.604% 10/25/23 351 356

 

 

5,6 FHLMC Multifamily Structured Pass Through        
Certificates K038 3.389% 3/25/24 1,475 1,544
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K039 2.683% 12/25/23 251 253
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K039 3.303% 7/25/24 850 886
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K040 2.768% 4/25/24 364 367
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K040 3.241% 9/25/24 1,025 1,062
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K041 3.171% 10/25/24 1,000 1,031
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K042 2.267% 6/25/24 183 182
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K042 2.670% 12/25/24 700 698
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K043 2.532% 10/25/23 187 189
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K043 3.062% 12/25/24 600 613
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K045 2.493% 11/25/24 400 401
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K045 3.023% 1/25/25 675 688
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K046 3.205% 3/25/25 650 669
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K047 2.827% 12/25/24 217 219
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K047 3.329% 5/25/25 525 544
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K048 3.284% 6/25/25 825 853
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K049 3.010% 7/25/25 450 458
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K050 3.334% 8/25/25 750 778
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K052 3.151% 11/25/25 450 460
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K053 2.995% 12/25/25 275 278
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K054 2.745% 1/25/26 700 693
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K055 2.673% 3/25/26 1,000 982
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K056 2.525% 5/25/26 575 558
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K057 2.570% 7/25/26 1,025 995
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K058 2.653% 8/25/26 500 489
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K059 3.120% 9/25/26 800 811
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K060 3.300% 10/25/26 1,000 1,029
5,6 FHLMC Multifamily Structured Pass Through        
Certificates K061 3.347% 11/25/26 2,000 2,063

 

 

5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K062 3.413% 12/25/26 1,400 1,451
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K063 3.430% 1/25/27 1,775 1,842
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K152 3.080% 1/25/31 400 395
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K503 1.384% 1/25/19 460 456
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K503 2.456% 8/25/19 1,250 1,266
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K504 2.566% 9/25/20 400 407
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K702 3.154% 2/25/18 1,729 1,748
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K704 2.412% 8/25/18 245 247
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K706 2.323% 10/25/18 372 376
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K707 2.220% 12/25/18 575 580
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K710 1.883% 5/25/19 100 100
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K711 1.321% 12/25/18 485 482
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K711 1.730% 7/25/19 1,675 1,673
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K712 1.869% 11/25/19 800 800
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K713 2.313% 3/25/20 2,000 2,022
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K714 3.034% 10/25/20 1,630 1,681
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K716 3.130% 6/25/21 1,400 1,451
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K716 2.413% 8/25/47 217 218
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K717 2.991% 9/25/21 1,300 1,340
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K718 2.375% 9/25/21 776 777
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K718 2.791% 1/25/22 800 818
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates K722 2.183% 5/25/22 395 394
5,6 FHLMC Multifamily Structured Pass Through        
  Certificates KW01 2.853% 1/25/26 800 799
5,6 FHLMC Multifamily Structures Pass Through        
  Certificates K715 2.856% 1/25/21 475 487
5,6 FHLMC Multifamily Structures Pass Through        
  Certificates K720 2.716% 6/25/22 525 535
5,6 FHLMC Multifamily Structures Pass Through        
  Certificates K723 2.454% 8/25/23 500 497
5,6 FHLMC Multifamily Structures Pass Through        
  Certificates K724 3.062% 11/25/23 1,000 1,030
6 Fifth Third Auto Trust 2014-1 1.140% 10/15/20 133 133
6 Fifth Third Auto Trust 2014-2 0.890% 11/15/18 27 27
6 Fifth Third Auto Trust 2014-2 1.380% 12/15/20 100 100

 

 

6 Fifth Third Auto Trust 2015-1 1.420% 3/16/20 425 425
6 Ford Credit Auto Lease Trust 2015-A 1.130% 6/15/18 159 159
6 Ford Credit Auto Lease Trust 2015-A 1.310% 8/15/18 75 75
6 Ford Credit Auto Lease Trust 2015-B 1.380% 12/15/18 300 300
6 Ford Credit Auto Lease Trust 2015-B 1.540% 2/15/19 200 200
6 Ford Credit Auto Owner Trust 2013-B 0.760% 8/15/18 5 5
6 Ford Credit Auto Owner Trust 2013-C 1.250% 10/15/18 22 22
6 Ford Credit Auto Owner Trust 2013-D 1.110% 2/15/19 73 73
6 Ford Credit Auto Owner Trust 2014-A 1.290% 4/15/19 89 89
6 Ford Credit Auto Owner Trust 2014-B 0.900% 10/15/18 67 67
6 Ford Credit Auto Owner Trust 2014-B 1.420% 8/15/19 75 75
6 Ford Credit Auto Owner Trust 2015-A 1.280% 9/15/19 139 138
6 Ford Credit Auto Owner Trust 2015-A 1.640% 6/15/20 50 50
6 Ford Credit Auto Owner Trust 2015-B 1.160% 11/15/19 220 220
6 Ford Credit Auto Owner Trust 2015-B 1.580% 8/15/20 100 100
6 Ford Credit Auto Owner Trust 2015-C 1.410% 2/15/20 200 200
6 Ford Credit Auto Owner Trust 2015-C 1.740% 2/15/21 100 100
6 Ford Credit Auto Owner Trust 2017-A 1.670% 6/15/21 475 475
6 Ford Credit Auto Owner Trust 2017-A 1.920% 4/15/22 275 274
6 Ford Credit Floorplan Master Owner Trust A        
Series 2014-4 1.400% 8/15/19 850 850
6 Ford Credit Floorplan Master Owner Trust A        
Series 2016-1 1.760% 2/15/21 800 799
6 GM Financial Automobile Leasing Trust 2015-        
2 1.680% 12/20/18 400 401
6 GM Financial Automobile Leasing Trust 2015-        
2 1.850% 7/22/19 200 201
6 GM Financial Automobile Leasing Trust 2015-        
3 1.690% 3/20/19 200 200
6 GM Financial Automobile Leasing Trust 2015-        
3 1.810% 11/20/19 200 200
6 GM Financial Automobile Leasing Trust 2016-        
1 1.790% 3/20/20 425 423
6 GM Financial Automobile Leasing Trust 2016-        
2 1.620% 9/20/19 375 375
6 GM Financial Automobile Leasing Trust 2016-        
3 1.610% 12/20/19 275 274
6 GS Mortgage Securities Corporation II 2013-        
GC10 2.943% 2/10/46 246 249
6 GS Mortgage Securities Corporation II 2013-        
GC10 3.279% 2/10/46 92 93
6 GS Mortgage Securities Corporation II 2015-        
GC30 2.726% 5/10/50 300 304
6 GS Mortgage Securities Corporation II 2015-        
GC30 3.382% 5/10/50 450 456
6 GS Mortgage Securities Trust 2011-GC5 3.707% 8/10/44 145 152
6 GS Mortgage Securities Trust 2012-GC6 3.482% 1/10/45 747 778
6 GS Mortgage Securities Trust 2012-GCJ7 3.377% 5/10/45 440 456
6 GS Mortgage Securities Trust 2012-GCJ9 2.773% 11/10/45 325 327
6 GS Mortgage Securities Trust 2013-GCJ12 3.135% 6/10/46 275 280
6 GS Mortgage Securities Trust 2013-GCJ12 3.375% 6/10/46 118 118
6 GS Mortgage Securities Trust 2013-GCJ14 2.995% 8/10/46 191 193
6 GS Mortgage Securities Trust 2013-GCJ14 3.817% 8/10/46 135 141
6 GS Mortgage Securities Trust 2013-GCJ14 4.243% 8/10/46 675 727
6 GS Mortgage Securities Trust 2013-GCJ16 3.033% 11/10/46 210 214
6 GS Mortgage Securities Trust 2013-GCJ16 3.813% 11/10/46 100 105
6 GS Mortgage Securities Trust 2013-GCJ16 4.271% 11/10/46 125 134

 

 

6 GS Mortgage Securities Trust 2014-GC18 4.074% 1/10/47 825 874
6 GS Mortgage Securities Trust 2014-GC18 4.383% 1/10/47 275 290
6 GS Mortgage Securities Trust 2014-GC22 3.467% 6/10/47 175 182
6 GS Mortgage Securities Trust 2014-GC22 3.862% 6/10/47 150 157
6 GS Mortgage Securities Trust 2014-GC24 3.931% 9/10/47 475 500
6 GS Mortgage Securities Trust 2014-GC24 4.508% 9/10/47 125 133
6 GS Mortgage Securities Trust 2014-GC26 2.902% 11/10/47 125 127
6 GS Mortgage Securities Trust 2014-GC26 3.365% 11/10/47 250 260
6 GS Mortgage Securities Trust 2014-GC26 3.629% 11/10/47 800 825
6 GS Mortgage Securities Trust 2014-GC26 3.964% 11/10/47 125 127
6 GS Mortgage Securities Trust 2014-GC26 4.215% 11/10/47 125 131
6 GS Mortgage Securities Trust 2015-GC28 3.396% 2/10/48 500 506
6 GS Mortgage Securities Trust 2015-GC32 3.513% 7/10/48 425 443
6 GS Mortgage Securities Trust 2015-GC32 3.764% 7/10/48 175 182
6 GS Mortgage Securities Trust 2015-GC34 3.278% 10/10/48 400 409
6 GS Mortgage Securities Trust 2015-GC34 3.506% 10/10/48 400 407
6 GS Mortgage Securities Trust 2016-GS2 3.050% 5/10/49 300 296
6 GS Mortgage Securities Trust 2016-GS3 2.850% 10/10/49 775 751
6 GS Mortgage Securities Trust 2016-GS4 3.442% 11/10/49 275 280
6 GS Mortgage Securities Trust 2016-GS4 3.645% 11/10/49 200 202
6 GS Mortgage Securities Trust 2017-GS5 3.674% 3/10/50 625 647
6 GS Mortgage Securities Trust 2017-GS5 3.826% 3/10/50 250 259
6 Honda Auto Receivables 2014-1 Owner Trust 1.040% 2/21/20 108 108
6 Honda Auto Receivables 2014-2 Owner Trust 0.770% 3/19/18 27 27
6 Honda Auto Receivables 2014-2 Owner Trust 1.180% 5/18/20 100 100
6 Honda Auto Receivables 2014-3 Owner Trust 0.880% 6/15/18 88 87
6 Honda Auto Receivables 2015-1 Owner Trust 1.050% 10/15/18 189 189
6 Honda Auto Receivables 2015-3 Owner Trust 1.560% 10/18/21 100 100
6 Honda Auto Receivables 2015-4 Owner Trust 1.230% 9/23/19 400 399
6 Huntington Auto Trust 2015-1 1.240% 9/16/19 280 279
6 Hyundai Auto Receivables Trust 2013-B 1.010% 2/15/19 15 15
6 Hyundai Auto Receivables Trust 2013-C 1.550% 3/15/19 165 166
6 Hyundai Auto Receivables Trust 2014-A 0.790% 7/16/18 7 7
6 Hyundai Auto Receivables Trust 2014-B 0.900% 12/17/18 75 75
6 Hyundai Auto Receivables Trust 2014-B 1.460% 11/15/19 90 90
6 Hyundai Auto Receivables Trust 2015-A 1.370% 7/15/20 125 125
6 Hyundai Auto Receivables Trust 2015-C 1.460% 2/18/20 150 150
6 Hyundai Auto Receivables Trust 2015-C 1.780% 11/15/21 100 100
6 Hyundai Auto Receivables Trust 2016-B 1.290% 4/15/21 325 322
6 Hyundai Auto Receivables Trust 2016-B 1.450% 11/15/22 250 245
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP7 5.939% 4/17/45 5 5
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC20 5.794% 2/12/51 800 806
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-LDP12 5.882% 2/15/51 1,375 1,378
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C6 3.507% 5/15/45 533 555
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C8 2.829% 10/15/45 1,735 1,751
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-CIBX 3.483% 6/15/45 433 451
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.142% 12/15/47 146 149
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.372% 12/15/47 109 110

 

 

6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.674% 12/15/46 150 157
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.881% 12/15/46 200 211
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.166% 12/15/46 300 321
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.517% 12/15/46 150 161
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.910% 12/15/46 150 163
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-LC11 2.960% 4/15/46 673 679
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 2.872% 7/15/47 175 178
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 3.805% 7/15/47 75 78
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2015-JP1 3.914% 1/15/49 325 341
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2016-JP3 2.870% 8/15/49 975 942
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2016-JP4 3.648% 12/15/49 400 411
6 JP Morgan Chase Commercial Mortgage        
Securities Trust 2016-JP4 3.870% 12/15/49 325 335
6 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 3.664% 7/15/45 122 128
6 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 4.026% 7/15/45 81 85
6 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 3.761% 8/15/46 240 253
6 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.133% 8/15/46 790 847
6 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.409% 8/15/46 220 234
6 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 2.977% 11/15/45 499 507
6 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 3.659% 11/15/45 65 68
6 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.131% 11/15/45 435 465
6 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.420% 11/15/45 275 294
6 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.003% 1/15/47 250 254
6 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.705% 1/15/47 188 197
6 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.199% 1/15/47 625 670
6 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.458% 1/15/47 125 134
6 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.887% 1/15/47 188 203
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.079% 2/15/47 474 503
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.439% 2/15/47 93 99

 

 

6 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.814% 2/15/47 113 121
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.046% 4/15/47 175 179
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.669% 4/15/47 225 234
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.996% 4/15/47 225 238
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 4.243% 4/15/47 175 185
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.428% 8/15/47 109 113
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.775% 8/15/47 100 104
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.996% 8/15/47 75 78
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C22 3.801% 9/15/47 650 673
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C22 4.110% 9/15/47 175 182
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 3.934% 9/15/47 319 336
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 4.202% 9/15/47 188 198
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 2.940% 11/15/47 200 204
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.638% 11/15/47 150 155
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.914% 11/15/47 300 310
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 3.672% 11/15/47 750 776
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 4.065% 11/15/47 200 208
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.018% 1/15/48 400 409
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.494% 1/15/48 600 614
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.800% 1/15/48 200 204
6 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.951% 1/15/48 200 201
6 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 2.734% 2/15/48 325 330
6 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 3.017% 2/15/48 409 417
6 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 3.179% 2/15/48 218 218
6 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 2.773% 10/15/48 400 406
6 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 3.227% 10/15/48 500 501
6 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 3.532% 10/15/48 100 101
6 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 2.921% 5/15/48 400 408

 

 

6 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.304% 5/15/48 215 222
6 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.611% 5/15/48 350 360
6 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.559% 7/15/48 425 444
6 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.822% 7/15/48 425 442
6 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 4.226% 7/15/48 200 209
6 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.540% 8/15/48 203 212
6 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.801% 8/15/48 218 226
6 JPMBB Commercial Mortgage Securities        
Trust 2015-C32 3.358% 11/15/48 425 439
6 JPMBB Commercial Mortgage Securities        
Trust 2015-C32 3.598% 11/15/48 425 435
6 JPMBB Commercial Mortgage Securities        
Trust 2015-C33 3.770% 12/15/48 300 311
6 JPMBB Commercial Mortgage Securities        
Trust 2016-C1 3.316% 3/15/49 325 334
6 JPMCC Commercial Mortgage Securities        
Trust 2017-JP5 3.723% 3/15/50 1,250 1,293
6 JPMDB Commercial Mortgage Securities        
Trust 2016-C2 3.144% 6/15/49 300 297
6 JPMDB Commercial Mortgage Securities        
Trust 2016-C2 3.484% 6/15/49 150 150
6 JPMDB Commercial Mortgage Securities        
Trust 2017-C5 3.694% 3/15/50 2,000 2,069
6 JPMDB Commercial Mortgage Securities        
Trust 2017-C5 3.858% 3/15/50 425 438
6 LB-UBS Commercial Mortgage Trust 2008-C1 6.126% 4/15/41 877 902
6 Mercedes-Benz Auto Lease Trust 2015-B 1.340% 7/16/18 200 200
6 Mercedes-Benz Auto Lease Trust 2015-B 1.530% 5/17/21 125 125
6 Mercedes-Benz Auto Receivables Trust 2014-        
1 0.870% 10/15/18 48 48
6 Mercedes-Benz Auto Receivables Trust 2014-        
1 1.310% 11/16/20 75 75
6 Mercedes-Benz Auto Receivables Trust 2015-        
1 1.340% 12/16/19 250 250
6 Mercedes-Benz Auto Receivables Trust 2015-        
1 1.750% 12/15/21 75 75
6 Merrill Lynch Mortgage Trust 2007-C1 5.841% 6/12/50 1,414 1,418
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2012-C5 3.176% 8/15/45 175 179
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C10 4.084% 7/15/46 2,000 2,148
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C11 4.170% 8/15/46 240 261
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C11 4.370% 8/15/46 120 129
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C12 3.001% 10/15/46 320 325
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C12 4.259% 10/15/46 445 482

 

 

6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 2.936% 11/15/46 150 152
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 4.039% 11/15/46 300 318
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 4.739% 11/15/46 150 162
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C7 2.918% 2/15/46 179 181
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C7 3.214% 2/15/46 36 36
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C8 3.134% 12/15/48 225 227
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C8 3.376% 12/15/48 100 102
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C9 3.102% 5/15/46 150 152
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C9 3.456% 5/15/46 125 129
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 2.916% 2/15/47 175 178
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 3.669% 2/15/47 394 410
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 4.064% 2/15/47 375 399
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 4.640% 2/15/47 150 159
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 2.849% 6/15/47 75 76
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 3.477% 6/15/47 75 78
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 3.892% 6/15/47 325 343
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 4.324% 6/15/47 125 134
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C18 3.194% 10/15/47 400 410
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C18 3.923% 10/15/47 100 105
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C18 4.442% 10/15/47 125 133
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C19 3.101% 12/15/47 400 411
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C19 3.326% 12/15/47 225 233
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C19 3.526% 12/15/47 275 282
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C20 3.069% 2/15/48 200 204
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C20 3.249% 2/15/48 725 727
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C22 3.040% 4/15/48 425 432
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C22 3.306% 4/15/48 325 328
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C22 3.883% 4/15/48 200 200

 

 

6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C23 2.982% 7/15/50 225 230
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C23 3.398% 7/15/50 150 155
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C23 3.719% 7/15/50 450 466
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C25 3.383% 10/15/48 475 490
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C25 3.635% 10/15/48 250 258
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C26 3.323% 10/15/48 275 285
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C26 3.531% 10/15/48 300 310
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C27 3.557% 12/15/47 200 208
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C27 3.753% 12/15/47 250 259
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2016-C28 3.288% 1/15/49 300 306
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2016-C28 3.544% 1/15/49 800 820
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2016-C30 2.860% 9/15/49 800 775
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2016-C31 3.102% 11/15/49 950 932
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2016-C32 3.720% 12/15/49 800 825
6 Morgan Stanley Bank of America Merrill Lynch        
Trust 2016-C32 3.994% 12/15/49 325 339
6 Morgan Stanley Capital I Trust 2005-IQ9 4.770% 7/15/56 59 59
6 Morgan Stanley Capital I Trust 2007-IQ16 5.809% 12/12/49 1,067 1,077
6 Morgan Stanley Capital I Trust 2007-TOP27 5.791% 6/11/42 536 536
6 Morgan Stanley Capital I Trust 2012-C4 3.244% 3/15/45 650 669
6 Morgan Stanley Capital I Trust 2012-C4 3.773% 3/15/45 225 233
6 Morgan Stanley Capital I Trust 2015-UBS8 3.809% 12/15/48 300 312
6 Morgan Stanley Capital I Trust 2016-BNK2 3.049% 11/15/49 400 393
6 Morgan Stanley Capital I Trust 2016-BNK2 3.282% 11/15/49 317 315
6 Morgan Stanley Capital I Trust 2016-UB11 2.782% 8/15/49 800 768
6 Morgan Stanley Capital I Trust 2016-UBS12 3.596% 12/15/49 825 843
9 National Australia Bank Ltd. 2.250% 3/16/21 625 622
6 Nissan Auto Lease Trust 2015-B 1.540% 4/16/18 300 300
6 Nissan Auto Lease Trust 2015-B 1.700% 4/15/21 200 200
6 Nissan Auto Lease Trust 2016-B 1.610% 1/18/22 350 349
6 Nissan Auto Receivables 2013-A Owner Trust 0.750% 7/15/19 84 84
6 Nissan Auto Receivables 2013-B Owner Trust 1.310% 10/15/19 61 61
6 Nissan Auto Receivables 2013-C Owner Trust 0.670% 8/15/18 15 15
6 Nissan Auto Receivables 2013-C Owner Trust 1.300% 6/15/20 225 225
6 Nissan Auto Receivables 2014-A Owner Trust 0.720% 8/15/18 19 19
6 Nissan Auto Receivables 2014-A Owner Trust 1.340% 8/17/20 200 200
6 Nissan Auto Receivables 2014-B Owner Trust 1.110% 5/15/19 101 101
6 Nissan Auto Receivables 2015-A Owner Trust 1.050% 10/15/19 258 258
6 Nissan Auto Receivables 2015-B Owner Trust 1.340% 3/16/20 250 250
6 Nissan Auto Receivables 2015-B Owner Trust 1.790% 1/17/22 125 125
6 Nissan Auto Receivables 2015-C Owner Trust 1.370% 5/15/20 125 125
6 Nissan Auto Receivables 2015-C Owner Trust 1.670% 2/15/22 200 199
6 Nissan Auto Receivables 2016-C Owner Trust 1.180% 1/15/21 350 346

 

 

6 Nissan Auto Receivables 2016-C Owner Trust 1.380% 1/17/23 275 269
6 Nissan Master Owner Trust Receivables        
Series 2016-A 1.540% 6/15/21 375 372
Royal Bank of Canada 2.200% 9/23/19 1,800 1,808
6 Royal Bank of Canada 2.000% 10/1/19 2,000 2,007
Royal Bank of Canada 2.100% 10/14/20 3,950 3,935
6 Royal Bank of Canada 1.875% 2/5/21 475 472
Royal Bank of Canada 2.300% 3/22/21 650 650
6 Synchrony Credit Card Master Note Trust        
2014-1 1.610% 11/15/20 250 250
6 Synchrony Credit Card Master Note Trust        
2015-2 1.600% 4/15/21 225 225
6 Synchrony Credit Card Master Note Trust        
2016-2 2.210% 5/15/24 362 360
6 Synchrony Credit Card Master Note Trust        
2016-3 1.580% 9/15/22 550 545
6 Synchrony Credit Card Master Note Trust        
Series 2012-7 1.760% 9/15/22 409 407
6 TIAA Seasoned Commercial Mortgage Trust        
2007-C4 5.474% 8/15/39 24 24
9 Toronto-Dominion Bank 2.250% 3/15/21 2,000 1,995
6 Toyota Auto Receivables 2014-A Owner Trust 1.180% 6/17/19 95 95
6 Toyota Auto Receivables 2014-B Owner Trust 0.760% 3/15/18 9 9
6 Toyota Auto Receivables 2014-B Owner Trust 1.310% 9/16/19 100 100
6 Toyota Auto Receivables 2015-B Owner Trust 1.270% 5/15/19 544 544
6 Toyota Auto Receivables 2015-B Owner Trust 1.740% 9/15/20 400 400
6 Toyota Auto Receivables 2015-C Owner Trust 1.340% 6/17/19 400 400
6 Toyota Auto Receivables 2015-C Owner Trust 1.690% 12/15/20 350 350
6 Toyota Auto Receivables 2016-B Owner Trust 1.300% 4/15/20 200 199
6 Toyota Auto Receivables 2016-B Owner Trust 1.520% 8/16/21 250 248
6 Toyota Auto Receivables 2016-C Owner Trust 1.140% 8/17/20 300 298
6 Toyota Auto Receivables 2016-C Owner Trust 1.320% 11/15/21 175 172
6 UBS-Barclays Commercial Mortgage Trust        
2013-C5 3.185% 3/10/46 290 296
6 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.244% 4/10/46 175 179
6 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.469% 4/10/46 75 76
6 USAA Auto Owner Trust 2014-1 0.940% 5/15/19 41 41
6 Volkswagen Auto Loan Enhanced Trust 2013-        
2 1.160% 3/20/20 73 73
6 Volkswagen Auto Loan Enhanced Trust 2014-        
1 0.910% 10/22/18 55 55
6 Volkswagen Auto Loan Enhanced Trust 2014-        
1 1.450% 9/21/20 225 225
6 Volkswagen Auto Loan Enhanced Trust 2014-        
2 0.950% 4/22/19 286 286
6 Volkswagen Auto Loan Enhanced Trust 2014-        
2 1.390% 5/20/21 200 199
6 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C21 5.294% 10/15/44 2 2
6 Wells Fargo Commercial Mortgage Trust        
2012-LC5 2.918% 10/15/45 225 229
6 Wells Fargo Commercial Mortgage Trust        
2014-LC16 2.819% 8/15/50 125 127
6 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.477% 8/15/50 100 104

 

 

6 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.817% 8/15/50 300 314
Wells Fargo Commercial Mortgage Trust        
2014-LC16 4.020% 8/15/50 50 52
6 Wells Fargo Commercial Mortgage Trust        
2014-LC18 2.954% 12/15/47 250 255
6 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.271% 12/15/47 300 307
6 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.405% 12/15/47 400 408
6 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.808% 12/15/47 200 205
6 Wells Fargo Commercial Mortgage Trust        
2015-C26 2.991% 2/15/48 400 406
6 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.166% 2/15/48 200 199
6 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.580% 2/15/48 175 178
6 Wells Fargo Commercial Mortgage Trust        
2015-C27 3.190% 2/15/48 1,025 1,023
6 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.540% 5/15/48 625 638
6 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.872% 5/15/48 117 120
6 Wells Fargo Commercial Mortgage Trust        
2015-C29 3.400% 6/15/48 425 440
6 Wells Fargo Commercial Mortgage Trust        
2015-C29 3.637% 6/15/48 625 643
6 Wells Fargo Commercial Mortgage Trust        
2015-LC20 2.978% 4/15/50 112 114
6 Wells Fargo Commercial Mortgage Trust        
2015-LC20 3.184% 4/15/50 825 822
6 Wells Fargo Commercial Mortgage Trust        
2015-LC20 3.719% 4/15/50 200 199
6 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.571% 9/15/58 175 182
6 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.839% 9/15/58 275 287
6 Wells Fargo Commercial Mortgage Trust        
2015-LC22 4.207% 9/15/58 225 236
6 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 2.632% 5/15/48 175 177
6 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 2.934% 5/15/48 125 127
6 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 3.148% 5/15/48 175 175
6 Wells Fargo Commercial Mortgage Trust        
2015-P2 3.656% 12/15/48 325 339
6 Wells Fargo Commercial Mortgage Trust        
2015-P2 3.809% 12/15/48 200 208
6 Wells Fargo Commercial Mortgage Trust        
2015-SG1 3.789% 9/15/48 300 311
6 Wells Fargo Commercial Mortgage Trust        
2016-BNK1 2.652% 8/15/49 525 500
6 Wells Fargo Commercial Mortgage Trust        
2016-C32 3.324% 1/15/59 218 223

 

 

6 Wells Fargo Commercial Mortgage Trust        
2016-C32 3.560% 1/15/59 475 485
6 Wells Fargo Commercial Mortgage Trust        
2016-C33 3.426% 3/15/59 150 152
6 Wells Fargo Commercial Mortgage Trust        
2016-C34 3.096% 6/15/49 325 320
6 Wells Fargo Commercial Mortgage Trust        
2016-C37 3.794% 12/15/49 325 338
6 Wells Fargo Commercial Mortgage Trust        
2016-LC24 2.825% 10/15/49 350 347
6 Wells Fargo Commercial Mortgage Trust        
2016-LC24 2.942% 10/15/49 614 596
6 Wells Fargo Commercial Mortgage Trust        
2017-RB1 3.635% 3/15/50 1,200 1,233
6 Wells Fargo Commercial Mortgage Trust        
2017-RC1 3.631% 1/15/60 1,500 1,537
6 WFRBS Commercial Mortgage Trust 2012-        
C10 2.875% 12/15/45 600 606
6 WFRBS Commercial Mortgage Trust 2012-C6 3.440% 4/15/45 450 468
6 WFRBS Commercial Mortgage Trust 2012-C7 3.431% 6/15/45 300 312
6 WFRBS Commercial Mortgage Trust 2012-C7 4.090% 6/15/45 250 263
6 WFRBS Commercial Mortgage Trust 2012-C8 3.001% 8/15/45 175 179
6 WFRBS Commercial Mortgage Trust 2012-C9 2.870% 11/15/45 365 370
6 WFRBS Commercial Mortgage Trust 2013-        
C11 3.071% 3/15/45 251 255
6 WFRBS Commercial Mortgage Trust 2013-        
C12 3.198% 3/15/48 109 111
6 WFRBS Commercial Mortgage Trust 2013-        
C12 3.560% 3/15/48 52 53
6 WFRBS Commercial Mortgage Trust 2013-        
C13 3.001% 5/15/45 222 224
6 WFRBS Commercial Mortgage Trust 2013-        
C13 3.345% 5/15/45 44 45
6 WFRBS Commercial Mortgage Trust 2013-        
C14 3.337% 6/15/46 400 411
6 WFRBS Commercial Mortgage Trust 2013-        
C14 3.488% 6/15/46 200 204
6 WFRBS Commercial Mortgage Trust 2013-        
C15 3.720% 8/15/46 160 168
6 WFRBS Commercial Mortgage Trust 2013-        
C15 4.153% 8/15/46 650 697
6 WFRBS Commercial Mortgage Trust 2013-        
C15 4.358% 8/15/46 160 170
6 WFRBS Commercial Mortgage Trust 2013-        
C16 3.223% 9/15/46 290 295
6 WFRBS Commercial Mortgage Trust 2013-        
C16 3.963% 9/15/46 180 190
6 WFRBS Commercial Mortgage Trust 2013-        
C16 4.415% 9/15/46 180 196
6 WFRBS Commercial Mortgage Trust 2013-        
C16 4.668% 9/15/46 290 314
6 WFRBS Commercial Mortgage Trust 2013-        
C17 2.921% 12/15/46 100 101
6 WFRBS Commercial Mortgage Trust 2013-        
C17 3.558% 12/15/46 100 104
6 WFRBS Commercial Mortgage Trust 2013-        
C17 4.023% 12/15/46 100 106

 

 

6 WFRBS Commercial Mortgage Trust 2013-        
C17 4.255% 12/15/46 100 106
6 WFRBS Commercial Mortgage Trust 2013-        
C17 4.788% 12/15/46 100 108
6 WFRBS Commercial Mortgage Trust 2013-        
C18 3.027% 12/15/46 100 102
6 WFRBS Commercial Mortgage Trust 2013-        
C18 3.651% 12/15/46 200 208
6 WFRBS Commercial Mortgage Trust 2013-        
C18 4.162% 12/15/46 1,436 1,538
6 WFRBS Commercial Mortgage Trust 2013-        
C18 4.387% 12/15/46 50 53
6 WFRBS Commercial Mortgage Trust 2013-        
C18 4.664% 12/15/46 75 82
6 WFRBS Commercial Mortgage Trust 2013-        
UBS1 2.927% 3/15/46 250 254
6 WFRBS Commercial Mortgage Trust 2013-        
UBS1 3.591% 3/15/46 150 156
6 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.079% 3/15/46 175 188
6 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.627% 3/15/46 50 54
6 WFRBS Commercial Mortgage Trust 2014-        
C19 3.618% 3/15/47 50 52
6 WFRBS Commercial Mortgage Trust 2014-        
C19 3.660% 3/15/47 75 78
6 WFRBS Commercial Mortgage Trust 2014-        
C19 4.101% 3/15/47 175 186
6 WFRBS Commercial Mortgage Trust 2014-        
C19 4.723% 3/15/47 50 54
6 WFRBS Commercial Mortgage Trust 2014-        
C20 3.036% 5/15/47 100 102
6 WFRBS Commercial Mortgage Trust 2014-        
C20 3.638% 5/15/47 100 105
6 WFRBS Commercial Mortgage Trust 2014-        
C20 3.995% 5/15/47 125 132
6 WFRBS Commercial Mortgage Trust 2014-        
C20 4.176% 5/15/47 125 131
6 WFRBS Commercial Mortgage Trust 2014-        
C21 3.678% 8/15/47 425 441
6 WFRBS Commercial Mortgage Trust 2014-        
C22 3.752% 9/15/57 650 676
6 WFRBS Commercial Mortgage Trust 2014-        
C22 4.371% 9/15/57 100 102
6 WFRBS Commercial Mortgage Trust 2014-        
C23 3.636% 10/15/57 249 261
6 WFRBS Commercial Mortgage Trust 2014-        
C23 3.917% 10/15/57 125 132
6 WFRBS Commercial Mortgage Trust 2014-        
C23 4.210% 10/15/57 75 79
6 WFRBS Commercial Mortgage Trust 2014-        
LC14 2.862% 3/15/47 120 122
6 WFRBS Commercial Mortgage Trust 2014-        
LC14 3.522% 3/15/47 300 312
6 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.045% 3/15/47 725 769

 

 

6 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.351% 3/15/47 300 318
6 World Omni Auto Receivables Trust 2013-B 1.320% 1/15/20 72 72
6 World Omni Auto Receivables Trust 2014-A 0.940% 4/15/19 45 45
6 World Omni Auto Receivables Trust 2014-A 1.530% 6/15/20 200 200
6 World Omni Auto Receivables Trust 2015-B 1.490% 12/15/20 200 200
6 World Omni Auto Receivables Trust 2015-B 1.840% 1/17/22 200 199
6 World Omni Automobile Lease Securitization        
Trust 2014-A 1.370% 1/15/20 24 24
6 World Omni Automobile Lease Securitization        
Trust 2015-A 1.540% 10/15/18 225 225
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $321,257)   321,821
Corporate Bonds (11.0%)        
Finance (3.4%)        
Banking (2.4%)        
American Express Co. 7.000% 3/19/18 2,200 2,310
American Express Co. 2.650% 12/2/22 800 793
American Express Co. 3.625% 12/5/24 750 754
American Express Co. 4.050% 12/3/42 121 119
American Express Credit Corp. 2.125% 7/27/18 550 553
American Express Credit Corp. 2.125% 3/18/19 2,200 2,210
American Express Credit Corp. 2.250% 8/15/19 300 302
American Express Credit Corp. 2.200% 3/3/20 1,100 1,104
American Express Credit Corp. 2.375% 5/26/20 1,485 1,493
American Express Credit Corp. 2.600% 9/14/20 650 656
American Express Credit Corp. 2.250% 5/5/21 735 728
American Express Credit Corp. 2.700% 3/3/22 1,100 1,098
Australia & New Zealand Banking Group Ltd. 1.450% 5/15/18 1,650 1,646
Australia & New Zealand Banking Group Ltd. 2.000% 11/16/18 800 802
Australia & New Zealand Banking Group Ltd. 2.250% 6/13/19 300 302
Australia & New Zealand Banking Group Ltd. 1.600% 7/15/19 250 248
Australia & New Zealand Banking Group Ltd. 2.050% 9/23/19 300 300
Australia & New Zealand Banking Group Ltd. 2.700% 11/16/20 800 807
Australia & New Zealand Banking Group Ltd. 2.300% 6/1/21 2,300 2,271
Australia & New Zealand Banking Group Ltd. 2.550% 11/23/21 300 298
Australia & New Zealand Banking Group Ltd. 3.700% 11/16/25 750 779
Banco Bilbao Vizcaya Argentaria SA 3.000% 10/20/20 950 962
Bank of America Corp. 6.875% 4/25/18 4,330 4,555
Bank of America Corp. 5.650% 5/1/18 4,450 4,630
Bank of America Corp. 2.600% 1/15/19 5,369 5,425
Bank of America Corp. 5.490% 3/15/19 200 213
Bank of America Corp. 2.650% 4/1/19 2,450 2,479
Bank of America Corp. 7.625% 6/1/19 1,124 1,254
Bank of America Corp. 2.250% 4/21/20 1,000 997
Bank of America Corp. 5.625% 7/1/20 1,460 1,601
Bank of America Corp. 2.625% 10/19/20 550 552
Bank of America Corp. 2.151% 11/9/20 500 495
Bank of America Corp. 5.875% 1/5/21 145 161
Bank of America Corp. 2.625% 4/19/21 2,090 2,088
Bank of America Corp. 5.000% 5/13/21 1,205 1,307
Bank of America Corp. 5.700% 1/24/22 500 561
Bank of America Corp. 2.503% 10/21/22 1,300 1,267
Bank of America Corp. 3.300% 1/11/23 5,400 5,433
6 Bank of America Corp. 3.124% 1/20/23 410 412
Bank of America Corp. 4.100% 7/24/23 1,000 1,047
Bank of America Corp. 4.125% 1/22/24 1,400 1,462
Bank of America Corp. 4.000% 4/1/24 1,750 1,814

 

 

Bank of America Corp. 4.200% 8/26/24 3,500 3,583
Bank of America Corp. 4.000% 1/22/25 3,240 3,234
Bank of America Corp. 3.950% 4/21/25 1,500 1,493
Bank of America Corp. 3.875% 8/1/25 2,500 2,544
Bank of America Corp. 4.450% 3/3/26 725 745
Bank of America Corp. 4.250% 10/22/26 1,225 1,243
Bank of America Corp. 3.248% 10/21/27 1,000 952
Bank of America Corp. 4.183% 11/25/27 1,200 1,204
6 Bank of America Corp. 3.824% 1/20/28 1,500 1,502
Bank of America Corp. 6.110% 1/29/37 910 1,064
Bank of America Corp. 7.750% 5/14/38 2,000 2,751
Bank of America Corp. 5.875% 2/7/42 1,150 1,389
Bank of America Corp. 5.000% 1/21/44 5,200 5,671
Bank of America Corp. 4.875% 4/1/44 550 591
Bank of America Corp. 4.750% 4/21/45 350 352
6 Bank of America Corp. 4.443% 1/20/48 500 503
Bank of America NA 1.750% 6/5/18 1,350 1,353
Bank of America NA 2.050% 12/7/18 1,000 1,005
Bank of America NA 6.000% 10/15/36 350 430
Bank of Montreal 1.450% 4/9/18 500 500
Bank of Montreal 1.400% 4/10/18 850 849
Bank of Montreal 1.800% 7/31/18 1,000 1,002
Bank of Montreal 1.350% 8/28/18 400 399
Bank of Montreal 2.375% 1/25/19 575 581
Bank of Montreal 1.500% 7/18/19 1,200 1,187
Bank of Montreal 2.100% 12/12/19 675 678
Bank of Montreal 1.900% 8/27/21 1,500 1,462
Bank of Montreal 2.550% 11/6/22 450 448
Bank of New York Mellon Corp. 1.969% 6/20/17 200 200
Bank of New York Mellon Corp. 2.100% 1/15/19 325 327
Bank of New York Mellon Corp. 2.200% 3/4/19 225 227
Bank of New York Mellon Corp. 5.450% 5/15/19 350 375
Bank of New York Mellon Corp. 2.300% 9/11/19 1,900 1,917
Bank of New York Mellon Corp. 4.600% 1/15/20 400 427
Bank of New York Mellon Corp. 2.600% 8/17/20 300 303
Bank of New York Mellon Corp. 2.450% 11/27/20 750 752
Bank of New York Mellon Corp. 2.050% 5/3/21 2,000 1,971
Bank of New York Mellon Corp. 3.550% 9/23/21 625 651
Bank of New York Mellon Corp. 2.600% 2/7/22 1,500 1,501
Bank of New York Mellon Corp. 2.200% 8/16/23 825 792
Bank of New York Mellon Corp. 3.650% 2/4/24 150 156
Bank of New York Mellon Corp. 3.250% 9/11/24 600 606
Bank of New York Mellon Corp. 2.800% 5/4/26 1,200 1,160
Bank of New York Mellon Corp. 2.450% 8/17/26 500 468
6 Bank of New York Mellon Corp. 3.442% 2/7/28 1,200 1,210
Bank of New York Mellon Corp. 3.000% 10/30/28 1,000 951
Bank of Nova Scotia 1.450% 4/25/18 1,625 1,622
Bank of Nova Scotia 1.700% 6/11/18 500 501
Bank of Nova Scotia 2.050% 10/30/18 450 454
Bank of Nova Scotia 1.950% 1/15/19 625 627
Bank of Nova Scotia 2.050% 6/5/19 550 552
Bank of Nova Scotia 1.650% 6/14/19 300 298
Bank of Nova Scotia 4.375% 1/13/21 105 112
Bank of Nova Scotia 2.450% 3/22/21 3,100 3,101
Bank of Nova Scotia 2.800% 7/21/21 1,375 1,397
Bank of Nova Scotia 4.500% 12/16/25 1,250 1,304
Barclays Bank plc 5.140% 10/14/20 105 112

 

 

Barclays plc 2.750% 11/8/19 475 478
Barclays plc 2.875% 6/8/20 750 754
Barclays plc 3.250% 1/12/21 1,000 1,007
Barclays plc 3.200% 8/10/21 850 852
Barclays plc 3.684% 1/10/23 2,000 2,011
Barclays plc 4.375% 9/11/24 950 955
Barclays plc 3.650% 3/16/25 3,000 2,922
Barclays plc 4.375% 1/12/26 1,200 1,218
Barclays plc 5.200% 5/12/26 1,300 1,331
Barclays plc 4.337% 1/10/28 2,000 2,003
Barclays plc 5.250% 8/17/45 450 471
Barclays plc 4.950% 1/10/47 1,000 997
BB&T Corp. 1.450% 1/12/18 550 550
BB&T Corp. 2.050% 6/19/18 350 351
BB&T Corp. 2.250% 2/1/19 200 201
BB&T Corp. 6.850% 4/30/19 2,125 2,329
BB&T Corp. 2.050% 5/10/21 800 786
BB&T Corp. 2.750% 4/1/22 750 754
Bear Stearns Cos. LLC 7.250% 2/1/18 2,085 2,180
Bear Stearns Cos. LLC 4.650% 7/2/18 40 41
BNP Paribas SA 2.700% 8/20/18 150 152
BNP Paribas SA 2.400% 12/12/18 875 880
BNP Paribas SA 2.450% 3/17/19 600 604
BNP Paribas SA 2.375% 5/21/20 1,000 997
BNP Paribas SA 5.000% 1/15/21 2,810 3,034
BNP Paribas SA 3.250% 3/3/23 675 679
BNP Paribas SA 4.250% 10/15/24 500 506
BPCE SA 2.500% 12/10/18 650 654
BPCE SA 2.500% 7/15/19 700 703
BPCE SA 2.250% 1/27/20 675 670
BPCE SA 2.650% 2/3/21 825 822
BPCE SA 2.750% 12/2/21 500 496
BPCE SA 4.000% 4/15/24 1,200 1,246
BPCE SA 3.375% 12/2/26 250 246
Branch Banking & Trust Co. 1.450% 5/10/19 650 643
Branch Banking & Trust Co. 2.100% 1/15/20 600 601
Branch Banking & Trust Co. 3.625% 9/16/25 2,600 2,661
Branch Banking & Trust Co. 3.800% 10/30/26 400 415
Canadian Imperial Bank of Commerce 1.600% 9/6/19 700 693
Capital One Bank USA NA 1.300% 6/5/17 550 550
Capital One Bank USA NA 2.150% 11/21/18 300 300
Capital One Bank USA NA 2.300% 6/5/19 900 901
Capital One Bank USA NA 8.800% 7/15/19 625 712
Capital One Bank USA NA 3.375% 2/15/23 1,140 1,137
Capital One Financial Corp. 2.450% 4/24/19 1,800 1,810
Capital One Financial Corp. 4.750% 7/15/21 280 300
Capital One Financial Corp. 3.050% 3/9/22 675 674
Capital One Financial Corp. 3.500% 6/15/23 82 83
Capital One Financial Corp. 3.750% 4/24/24 1,000 1,016
Capital One Financial Corp. 4.200% 10/29/25 500 503
Capital One Financial Corp. 3.750% 7/28/26 250 242
Capital One Financial Corp. 3.750% 3/9/27 775 768
Capital One NA 1.650% 2/5/18 2,000 2,000
Capital One NA 2.400% 9/5/19 350 351
Capital One NA 1.850% 9/13/19 825 817
Capital One NA 2.350% 1/31/20 1,000 998
Capital One NA 2.950% 7/23/21 510 513

 

 

  Capital One NA 2.250% 9/13/21 675 659
6,9 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 1,265 1,446
  Citigroup Inc. 1.700% 4/27/18 1,500 1,499
  Citigroup Inc. 6.125% 5/15/18 1,406 1,472
  Citigroup Inc. 2.150% 7/30/18 1,750 1,756
  Citigroup Inc. 2.500% 9/26/18 1,825 1,841
  Citigroup Inc. 2.050% 12/7/18 4,850 4,860
  Citigroup Inc. 2.550% 4/8/19 225 227
  Citigroup Inc. 2.050% 6/7/19 650 649
  Citigroup Inc. 2.500% 7/29/19 575 580
  Citigroup Inc. 2.450% 1/10/20 1,300 1,306
  Citigroup Inc. 2.400% 2/18/20 675 677
  Citigroup Inc. 5.375% 8/9/20 470 514
  Citigroup Inc. 2.700% 3/30/21 2,650 2,653
  Citigroup Inc. 2.350% 8/2/21 600 590
  Citigroup Inc. 2.900% 12/8/21 2,000 2,004
  Citigroup Inc. 4.500% 1/14/22 2,000 2,142
  Citigroup Inc. 4.050% 7/30/22 125 130
  Citigroup Inc. 3.500% 5/15/23 475 478
  Citigroup Inc. 3.875% 10/25/23 725 749
  Citigroup Inc. 3.750% 6/16/24 2,975 3,026
  Citigroup Inc. 4.000% 8/5/24 725 732
  Citigroup Inc. 3.875% 3/26/25 1,100 1,089
  Citigroup Inc. 3.300% 4/27/25 1,000 979
  Citigroup Inc. 4.400% 6/10/25 4,475 4,559
  Citigroup Inc. 5.500% 9/13/25 1,000 1,090
  Citigroup Inc. 3.700% 1/12/26 1,000 999
  Citigroup Inc. 4.600% 3/9/26 975 999
  Citigroup Inc. 3.400% 5/1/26 975 951
  Citigroup Inc. 3.200% 10/21/26 1,300 1,245
  Citigroup Inc. 4.300% 11/20/26 1,250 1,262
  Citigroup Inc. 4.450% 9/29/27 2,275 2,310
6 Citigroup Inc. 3.887% 1/10/28 2,000 2,003
  Citigroup Inc. 6.625% 1/15/28 800 962
  Citigroup Inc. 4.125% 7/25/28 975 963
  Citigroup Inc. 6.000% 10/31/33 425 485
  Citigroup Inc. 6.125% 8/25/36 1,149 1,338
  Citigroup Inc. 8.125% 7/15/39 1,099 1,615
  Citigroup Inc. 5.875% 1/30/42 1,100 1,336
  Citigroup Inc. 5.300% 5/6/44 725 776
  Citigroup Inc. 4.650% 7/30/45 1,000 1,034
  Citigroup Inc. 4.750% 5/18/46 500 493
  Citizens Bank NA 1.600% 12/4/17 325 325
  Citizens Bank NA 2.300% 12/3/18 500 502
  Citizens Bank NA 2.500% 3/14/19 1,000 1,008
  Citizens Bank NA 2.450% 12/4/19 325 327
  Citizens Bank NA 2.250% 3/2/20 725 724
  Citizens Financial Group Inc. 4.300% 12/3/25 400 412
  Comerica Bank 4.000% 7/27/25 200 201
  Commonwealth Bank of Australia 1.900% 9/18/17 250 250
  Commonwealth Bank of Australia 2.500% 9/20/18 900 909
  Commonwealth Bank of Australia 1.750% 11/2/18 650 649
  Commonwealth Bank of Australia 2.250% 3/13/19 225 226
  Commonwealth Bank of Australia 2.050% 3/15/19 475 476
  Commonwealth Bank of Australia 2.300% 9/6/19 500 503
  Commonwealth Bank of Australia 2.400% 11/2/20 650 649
  Commonwealth Bank of Australia 2.550% 3/15/21 625 624

 

 

Compass Bank 1.850% 9/29/17 225 225
Compass Bank 2.750% 9/29/19 225 226
Cooperatieve Rabobank UA 2.250% 1/14/19 1,000 1,005
Cooperatieve Rabobank UA 2.250% 1/14/20 2,825 2,834
Cooperatieve Rabobank UA 4.500% 1/11/21 635 680
Cooperatieve Rabobank UA 2.500% 1/19/21 1,775 1,774
Cooperatieve Rabobank UA 2.750% 1/10/22 300 302
Cooperatieve Rabobank UA 3.875% 2/8/22 2,075 2,187
Cooperatieve Rabobank UA 3.950% 11/9/22 1,975 2,027
Cooperatieve Rabobank UA 4.625% 12/1/23 1,675 1,763
Cooperatieve Rabobank UA 3.375% 5/21/25 1,025 1,033
Cooperatieve Rabobank UA 4.375% 8/4/25 750 767
Cooperatieve Rabobank UA 3.750% 7/21/26 1,300 1,266
Cooperatieve Rabobank UA 5.250% 5/24/41 335 388
Cooperatieve Rabobank UA 5.750% 12/1/43 700 803
Cooperatieve Rabobank UA 5.250% 8/4/45 950 1,022
Credit Suisse AG 1.700% 4/27/18 1,300 1,299
Credit Suisse AG 2.300% 5/28/19 3,450 3,462
Credit Suisse AG 5.300% 8/13/19 475 509
Credit Suisse AG 5.400% 1/14/20 200 215
Credit Suisse AG 3.000% 10/29/21 800 807
credit suisse ag 3.625% 9/9/24 1,825 1,853
9 credit suisse group ag 3.574% 1/9/23 1,500 1,496
9 credit suisse group ag 4.282% 1/9/28 2,000 1,991
credit suisse group funding guernsey ltd. 3.125% 12/10/20 800 804
credit suisse group funding guernsey ltd. 3.450% 4/16/21 2,630 2,665
credit suisse group funding guernsey ltd. 3.800% 9/15/22 2,000 2,025
credit suisse group funding guernsey ltd. 3.800% 6/9/23 1,185 1,186
credit suisse group funding guernsey ltd. 3.750% 3/26/25 1,500 1,474
credit suisse group funding guernsey ltd. 4.550% 4/17/26 1,300 1,344
credit suisse group funding guernsey ltd. 4.875% 5/15/45 950 964
credit suisse usa inc. 7.125% 7/15/32 465 629
deutsche bank ag 2.500% 2/13/19 650 651
deutsche bank ag 2.850% 5/10/19 725 729
deutsche bank ag 2.950% 8/20/20 400 400
deutsche bank ag 3.125% 1/13/21 325 325
deutsche bank ag 3.375% 5/12/21 650 653
9 deutsche bank ag 4.250% 10/14/21 1,100 1,128
deutsche bank ag 3.700% 5/30/24 875 858
deutsche bank ag 4.100% 1/13/26 400 400
discover bank 2.600% 11/13/18 1,200 1,211
discover bank 7.000% 4/15/20 250 278
Discover Bank 3.200% 8/9/21 350 355
Discover Bank 4.250% 3/13/26 1,125 1,158
Discover Bank 3.450% 7/27/26 500 480
Discover Financial Services 3.850% 11/21/22 225 230
Discover Financial Services 3.950% 11/6/24 350 352
Discover Financial Services 3.750% 3/4/25 375 368
Discover Financial Services 4.100% 2/9/27 1,300 1,300
Fifth Third Bancorp 3.500% 3/15/22 825 848
Fifth Third Bancorp 4.300% 1/16/24 475 497
Fifth Third Bancorp 8.250% 3/1/38 710 1,011
Fifth Third Bank 2.150% 8/20/18 500 503
Fifth Third Bank 2.300% 3/15/19 500 503
Fifth Third Bank 2.375% 4/25/19 600 605
Fifth Third Bank 1.625% 9/27/19 500 494
Fifth Third Bank 2.250% 6/14/21 500 494

 

 

Fifth Third Bank 2.875% 10/1/21 1,435 1,452
Fifth Third Bank 3.850% 3/15/26 1,500 1,512
First Horizon National Corp. 3.500% 12/15/20 300 307
First Niagara Financial Group Inc. 6.750% 3/19/20 725 812
First Republic Bank 4.375% 8/1/46 200 192
First Republic Bank 4.625% 2/13/47 375 372
FirstMerit Bank NA 4.270% 11/25/26 450 456
FirstMerit Corp. 4.350% 2/4/23 125 130
Goldman Sachs Capital I 6.345% 2/15/34 900 1,072
Goldman Sachs Group Inc. 6.150% 4/1/18 100 104
Goldman Sachs Group Inc. 2.900% 7/19/18 4,000 4,051
Goldman Sachs Group Inc. 2.625% 1/31/19 1,600 1,617
Goldman Sachs Group Inc. 7.500% 2/15/19 2,020 2,218
Goldman Sachs Group Inc. 2.550% 10/23/19 4,250 4,288
Goldman Sachs Group Inc. 2.300% 12/13/19 1,350 1,349
Goldman Sachs Group Inc. 5.375% 3/15/20 1,310 1,419
Goldman Sachs Group Inc. 2.600% 4/23/20 3,125 3,141
Goldman Sachs Group Inc. 6.000% 6/15/20 2,590 2,873
Goldman Sachs Group Inc. 2.750% 9/15/20 975 983
Goldman Sachs Group Inc. 2.625% 4/25/21 500 499
Goldman Sachs Group Inc. 5.250% 7/27/21 1,675 1,838
Goldman Sachs Group Inc. 2.350% 11/15/21 2,000 1,960
Goldman Sachs Group Inc. 5.750% 1/24/22 3,925 4,419
Goldman Sachs Group Inc. 3.000% 4/26/22 2,225 2,230
Goldman Sachs Group Inc. 3.625% 1/22/23 1,000 1,024
Goldman Sachs Group Inc. 4.000% 3/3/24 3,400 3,525
Goldman Sachs Group Inc. 3.850% 7/8/24 1,325 1,355
Goldman Sachs Group Inc. 3.500% 1/23/25 3,225 3,213
Goldman Sachs Group Inc. 3.750% 2/25/26 2,600 2,616
Goldman Sachs Group Inc. 3.500% 11/16/26 1,500 1,468
Goldman Sachs Group Inc. 5.950% 1/15/27 630 721
Goldman Sachs Group Inc. 3.850% 1/26/27 1,900 1,908
Goldman Sachs Group Inc. 6.125% 2/15/33 1,320 1,591
Goldman Sachs Group Inc. 6.450% 5/1/36 1,125 1,344
Goldman Sachs Group Inc. 6.750% 10/1/37 2,770 3,420
Goldman Sachs Group Inc. 6.250% 2/1/41 2,090 2,621
Goldman Sachs Group Inc. 4.800% 7/8/44 2,975 3,138
Goldman Sachs Group Inc. 5.150% 5/22/45 2,875 3,016
Goldman Sachs Group Inc. 4.750% 10/21/45 500 527
HSBC Bank USA NA 4.875% 8/24/20 950 1,017
HSBC Bank USA NA 5.875% 11/1/34 675 803
HSBC Bank USA NA 5.625% 8/15/35 625 727
HSBC Bank USA NA 7.000% 1/15/39 300 401
HSBC Holdings plc 3.400% 3/8/21 1,651 1,689
HSBC Holdings plc 5.100% 4/5/21 3,560 3,868
HSBC Holdings plc 2.950% 5/25/21 2,000 2,002
HSBC Holdings plc 2.650% 1/5/22 1,800 1,775
HSBC Holdings plc 4.875% 1/14/22 160 173
HSBC Holdings plc 4.000% 3/30/22 765 805
6 HSBC Holdings plc 3.262% 3/13/23 1,300 1,307
HSBC Holdings plc 3.600% 5/25/23 1,300 1,321
HSBC Holdings plc 4.250% 3/14/24 1,000 1,013
HSBC Holdings plc 4.250% 8/18/25 750 755
HSBC Holdings plc 4.300% 3/8/26 4,070 4,227
HSBC Holdings plc 3.900% 5/25/26 2,200 2,226
HSBC Holdings plc 4.375% 11/23/26 1,000 1,008
6 HSBC Holdings plc 4.041% 3/13/28 2,000 2,020

 

 

HSBC Holdings plc 7.625% 5/17/32 400 526
HSBC Holdings plc 7.350% 11/27/32 400 508
HSBC Holdings plc 6.500% 5/2/36 1,485 1,813
HSBC Holdings plc 6.500% 9/15/37 2,160 2,657
HSBC Holdings plc 6.800% 6/1/38 550 701
HSBC Holdings plc 6.100% 1/14/42 200 251
HSBC Holdings plc 5.250% 3/14/44 3,000 3,221
HSBC USA Inc. 2.000% 8/7/18 975 976
HSBC USA Inc. 2.625% 9/24/18 850 858
HSBC USA Inc. 2.375% 11/13/19 1,300 1,306
HSBC USA Inc. 2.350% 3/5/20 1,175 1,177
HSBC USA Inc. 2.750% 8/7/20 500 506
HSBC USA Inc. 5.000% 9/27/20 645 692
Huntington Bancshares Inc. 2.600% 8/2/18 175 177
Huntington Bancshares Inc. 7.000% 12/15/20 450 514
Huntington Bancshares Inc. 3.150% 3/14/21 650 661
Huntington Bancshares Inc. 2.300% 1/14/22 325 317
Huntington National Bank 1.375% 4/24/17 1,100 1,100
Huntington National Bank 2.000% 6/30/18 250 251
Huntington National Bank 2.200% 11/6/18 500 502
Huntington National Bank 2.375% 3/10/20 750 753
Huntington National Bank 2.400% 4/1/20 250 250
Huntington National Bank 2.875% 8/20/20 800 812
ING Groep NV 3.150% 3/29/22 700 700
ING Groep NV 3.950% 3/29/27 1,300 1,298
Intesa Sanpaolo SPA 3.875% 1/15/19 1,600 1,634
Intesa Sanpaolo SPA 5.250% 1/12/24 625 657
JPMorgan Chase & Co. 1.700% 3/1/18 1,620 1,620
JPMorgan Chase & Co. 1.625% 5/15/18 2,285 2,284
JPMorgan Chase & Co. 2.350% 1/28/19 775 785
JPMorgan Chase & Co. 1.850% 3/22/19 1,465 1,465
JPMorgan Chase & Co. 6.300% 4/23/19 2,285 2,481
JPMorgan Chase & Co. 2.250% 1/23/20 3,825 3,838
JPMorgan Chase & Co. 2.750% 6/23/20 3,615 3,659
JPMorgan Chase & Co. 4.400% 7/22/20 730 778
JPMorgan Chase & Co. 4.250% 10/15/20 1,175 1,246
JPMorgan Chase & Co. 2.550% 3/1/21 800 800
JPMorgan Chase & Co. 4.625% 5/10/21 835 900
JPMorgan Chase & Co. 2.400% 6/7/21 400 398
JPMorgan Chase & Co. 2.295% 8/15/21 550 544
JPMorgan Chase & Co. 4.350% 8/15/21 1,005 1,075
JPMorgan Chase & Co. 4.500% 1/24/22 2,675 2,881
JPMorgan Chase & Co. 3.250% 9/23/22 2,425 2,469
JPMorgan Chase & Co. 2.972% 1/15/23 1,650 1,649
JPMorgan Chase & Co. 3.200% 1/25/23 4,625 4,666
JPMorgan Chase & Co. 3.375% 5/1/23 3,325 3,326
JPMorgan Chase & Co. 2.700% 5/18/23 2,000 1,955
JPMorgan Chase & Co. 3.875% 2/1/24 1,575 1,637
JPMorgan Chase & Co. 3.625% 5/13/24 275 281
JPMorgan Chase & Co. 3.875% 9/10/24 2,000 2,027
JPMorgan Chase & Co. 3.125% 1/23/25 1,600 1,574
JPMorgan Chase & Co. 3.300% 4/1/26 6,800 6,662
JPMorgan Chase & Co. 3.200% 6/15/26 1,125 1,093
JPMorgan Chase & Co. 2.950% 10/1/26 1,950 1,855
JPMorgan Chase & Co. 4.125% 12/15/26 6,475 6,598
JPMorgan Chase & Co. 3.625% 12/1/27 1,000 970
6 JPMorgan Chase & Co. 3.782% 2/1/28 1,750 1,767

 

 

JPMorgan Chase & Co. 6.400% 5/15/38 2,410 3,107
JPMorgan Chase & Co. 5.500% 10/15/40 1,250 1,460
JPMorgan Chase & Co. 5.600% 7/15/41 950 1,133
JPMorgan Chase & Co. 5.400% 1/6/42 1,200 1,398
JPMorgan Chase & Co. 5.625% 8/16/43 900 1,025
JPMorgan Chase & Co. 4.950% 6/1/45 250 263
6 JPMorgan Chase & Co. 4.260% 2/22/48 2,000 1,996
JPMorgan Chase Bank NA 1.450% 9/21/18 145 145
JPMorgan Chase Bank NA 1.650% 9/23/19 1,000 995
KeyBank NA 1.650% 2/1/18 450 450
KeyBank NA 1.700% 6/1/18 500 501
KeyBank NA 2.350% 3/8/19 500 504
KeyBank NA 2.500% 12/15/19 300 303
KeyBank NA 2.250% 3/16/20 500 501
KeyBank NA 2.500% 11/22/21 300 298
KeyBank NA 3.300% 6/1/25 500 500
KeyCorp 2.300% 12/13/18 400 402
KeyCorp 5.100% 3/24/21 1,310 1,428
Lloyds Bank plc 2.300% 11/27/18 800 805
Lloyds Bank plc 2.400% 3/17/20 125 125
Lloyds Bank plc 6.375% 1/21/21 1,875 2,125
Lloyds Banking Group plc 3.000% 1/11/22 1,200 1,194
Lloyds Banking Group plc 4.500% 11/4/24 500 512
Lloyds Banking Group plc 4.582% 12/10/25 3,050 3,101
Lloyds Banking Group plc 3.750% 1/11/27 1,000 982
Lloyds Banking Group plc 5.300% 12/1/45 200 212
Manufacturers & Traders Trust Co. 2.300% 1/30/19 1,550 1,563
Manufacturers & Traders Trust Co. 2.250% 7/25/19 800 806
Manufacturers & Traders Trust Co. 2.100% 2/6/20 475 474
Manufacturers & Traders Trust Co. 2.900% 2/6/25 1,425 1,401
Mitsubishi UFJ Financial Group Inc. 2.950% 3/1/21 2,550 2,571
Mitsubishi UFJ Financial Group Inc. 2.190% 9/13/21 1,750 1,711
Mitsubishi UFJ Financial Group Inc. 2.998% 2/22/22 750 755
Mitsubishi UFJ Financial Group Inc. 2.527% 9/13/23 200 193
Mitsubishi UFJ Financial Group Inc. 3.850% 3/1/26 1,800 1,850
Mitsubishi UFJ Financial Group Inc. 2.757% 9/13/26 700 658
Mitsubishi UFJ Financial Group Inc. 3.677% 2/22/27 3,300 3,341
Mizuho Financial Group Inc. 2.953% 2/28/22 500 500
Morgan Stanley 6.625% 4/1/18 3,235 3,386
Morgan Stanley 2.125% 4/25/18 2,925 2,937
Morgan Stanley 2.200% 12/7/18 500 502
Morgan Stanley 2.500% 1/24/19 1,675 1,691
Morgan Stanley 7.300% 5/13/19 1,390 1,536
Morgan Stanley 2.375% 7/23/19 2,500 2,514
Morgan Stanley 5.625% 9/23/19 1,715 1,852
Morgan Stanley 5.500% 1/26/20 525 569
Morgan Stanley 2.650% 1/27/20 1,600 1,615
Morgan Stanley 2.800% 6/16/20 3,600 3,641
Morgan Stanley 5.500% 7/24/20 650 711
Morgan Stanley 5.750% 1/25/21 1,335 1,480
Morgan Stanley 2.500% 4/21/21 1,600 1,593
Morgan Stanley 5.500% 7/28/21 1,575 1,747
Morgan Stanley 2.625% 11/17/21 2,200 2,186
Morgan Stanley 4.875% 11/1/22 875 946
Morgan Stanley 3.750% 2/25/23 4,000 4,130
Morgan Stanley 4.100% 5/22/23 2,025 2,091
Morgan Stanley 3.875% 4/29/24 4,700 4,837

 

 

Morgan Stanley 3.700% 10/23/24 2,550 2,588
Morgan Stanley 4.000% 7/23/25 1,900 1,960
Morgan Stanley 5.000% 11/24/25 1,000 1,073
Morgan Stanley 3.875% 1/27/26 1,800 1,824
Morgan Stanley 3.125% 7/27/26 3,150 3,009
Morgan Stanley 4.350% 9/8/26 2,780 2,835
Morgan Stanley 3.625% 1/20/27 1,500 1,485
Morgan Stanley 3.950% 4/23/27 745 738
Morgan Stanley 7.250% 4/1/32 705 957
Morgan Stanley 6.375% 7/24/42 1,200 1,533
Morgan Stanley 4.300% 1/27/45 2,500 2,476
Morgan Stanley 4.375% 1/22/47 1,500 1,506
MUFG Americas Holdings Corp. 1.625% 2/9/18 850 850
MUFG Americas Holdings Corp. 2.250% 2/10/20 750 749
MUFG Americas Holdings Corp. 3.500% 6/18/22 275 281
MUFG Americas Holdings Corp. 3.000% 2/10/25 350 338
MUFG Union Bank NA 2.125% 6/16/17 125 125
MUFG Union Bank NA 2.625% 9/26/18 1,200 1,212
MUFG Union Bank NA 2.250% 5/6/19 300 301
National Australia Bank Ltd. 2.300% 7/25/18 750 756
National Australia Bank Ltd. 2.000% 1/14/19 300 301
National Australia Bank Ltd. 1.375% 7/12/19 650 641
National Australia Bank Ltd. 2.625% 1/14/21 200 201
National Australia Bank Ltd. 1.875% 7/12/21 650 631
National Australia Bank Ltd. 3.000% 1/20/23 325 326
National Australia Bank Ltd. 3.375% 1/14/26 150 151
National Australia Bank Ltd. 2.500% 7/12/26 950 889
National Bank of Canada 1.450% 11/7/17 225 225
National City Corp. 6.875% 5/15/19 310 340
Northern Trust Co. 6.500% 8/15/18 75 80
Northern Trust Corp. 3.450% 11/4/20 300 314
Northern Trust Corp. 2.375% 8/2/22 825 817
Northern Trust Corp. 3.950% 10/30/25 525 554
People's United Bank NA 4.000% 7/15/24 275 274
People's United Financial Inc. 3.650% 12/6/22 350 356
PNC Bank NA 1.600% 6/1/18 500 500
PNC Bank NA 1.850% 7/20/18 500 501
PNC Bank NA 1.800% 11/5/18 1,000 1,001
PNC Bank NA 1.700% 12/7/18 400 400
PNC Bank NA 1.950% 3/4/19 300 301
PNC Bank NA 2.250% 7/2/19 600 604
PNC Bank NA 1.450% 7/29/19 200 198
PNC Bank NA 2.400% 10/18/19 600 606
PNC Bank NA 2.300% 6/1/20 630 631
PNC Bank NA 2.600% 7/21/20 270 272
PNC Bank NA 2.450% 11/5/20 800 803
PNC Bank NA 2.150% 4/29/21 650 643
PNC Bank NA 2.550% 12/9/21 2,400 2,398
PNC Bank NA 2.625% 2/17/22 2,000 2,000
PNC Bank NA 2.950% 1/30/23 1,100 1,104
PNC Bank NA 3.800% 7/25/23 700 733
PNC Bank NA 3.300% 10/30/24 350 354
PNC Bank NA 2.950% 2/23/25 750 740
PNC Bank NA 3.250% 6/1/25 575 578
PNC Bank NA 4.200% 11/1/25 825 881
PNC Financial Services Group Inc. 2.854% 11/9/22 1,800 1,797
PNC Financial Services Group Inc. 3.900% 4/29/24 1,450 1,503

 

 

PNC Funding Corp. 6.700% 6/10/19 50 55
PNC Funding Corp. 5.125% 2/8/20 770 832
PNC Funding Corp. 4.375% 8/11/20 800 853
PNC Funding Corp. 3.300% 3/8/22 1,680 1,728
Regions Bank 6.450% 6/26/37 500 564
Regions Financial Corp. 3.200% 2/8/21 200 203
Royal Bank of Canada 1.500% 1/16/18 1,375 1,375
Royal Bank of Canada 2.200% 7/27/18 2,375 2,391
Royal Bank of Canada 1.800% 7/30/18 1,000 1,002
Royal Bank of Canada 1.500% 7/29/19 1,250 1,237
Royal Bank of Canada 2.125% 3/2/20 2,000 2,002
Royal Bank of Canada 2.350% 10/30/20 950 953
Royal Bank of Canada 2.500% 1/19/21 800 805
Royal Bank of Canada 2.750% 2/1/22 1,400 1,415
Royal Bank of Canada 4.650% 1/27/26 750 791
Royal Bank of Scotland Group plc 3.875% 9/12/23 2,500 2,460
Royal Bank of Scotland Group plc 4.800% 4/5/26 225 230
Santander Holdings USA Inc. 3.450% 8/27/18 625 635
Santander Holdings USA Inc. 2.700% 5/24/19 1,225 1,229
Santander Holdings USA Inc. 2.650% 4/17/20 250 249
9 Santander Holdings USA Inc. 3.700% 3/28/22 2,000 2,003
Santander Holdings USA Inc. 4.500% 7/17/25 500 508
Santander Issuances SAU 5.179% 11/19/25 1,700 1,761
Santander UK Group Holdings plc 2.875% 10/16/20 975 973
Santander UK Group Holdings plc 3.125% 1/8/21 800 805
Santander UK Group Holdings plc 2.875% 8/5/21 825 816
Santander UK Group Holdings plc 3.571% 1/10/23 700 701
Santander UK plc 3.050% 8/23/18 525 533
Santander UK plc 2.500% 3/14/19 3,150 3,175
Santander UK plc 2.350% 9/10/19 675 679
Santander UK plc 2.375% 3/16/20 750 751
Santander UK plc 4.000% 3/13/24 1,200 1,254
Skandinaviska Enskilda Banken AB 2.300% 3/11/20 500 501
Skandinaviska Enskilda Banken AB 2.625% 3/15/21 1,000 1,002
Skandinaviska Enskilda Banken AB 1.875% 9/13/21 2,500 2,425
Skandinaviska Enskilda Banken AB 2.800% 3/11/22 500 501
Societe Generale SA 2.625% 10/1/18 750 756
State Street Corp. 4.956% 3/15/18 1,025 1,054
State Street Corp. 1.350% 5/15/18 150 150
State Street Corp. 4.375% 3/7/21 615 658
State Street Corp. 1.950% 5/19/21 500 491
State Street Corp. 3.100% 5/15/23 400 403
State Street Corp. 3.300% 12/16/24 1,000 1,013
State Street Corp. 3.550% 8/18/25 385 396
State Street Corp. 2.650% 5/19/26 500 479
Sumitomo Mitsui Banking Corp. 1.950% 7/23/18 3,000 3,004
Sumitomo Mitsui Banking Corp. 1.762% 10/19/18 400 399
Sumitomo Mitsui Banking Corp. 2.450% 1/10/19 525 528
Sumitomo Mitsui Banking Corp. 1.966% 1/11/19 1,000 999
Sumitomo Mitsui Banking Corp. 2.250% 7/11/19 650 650
Sumitomo Mitsui Banking Corp. 2.450% 10/20/20 300 298
Sumitomo Mitsui Banking Corp. 3.200% 7/18/22 325 329
Sumitomo Mitsui Banking Corp. 3.950% 7/19/23 75 78
Sumitomo Mitsui Banking Corp. 3.950% 1/10/24 725 758
Sumitomo Mitsui Banking Corp. 3.400% 7/11/24 925 935
Sumitomo Mitsui Financial Group Inc. 2.934% 3/9/21 1,275 1,284
Sumitomo Mitsui Financial Group Inc. 2.058% 7/14/21 975 948

 

 

Sumitomo Mitsui Financial Group Inc. 2.442% 10/19/21 1,275 1,256
Sumitomo Mitsui Financial Group Inc. 2.846% 1/11/22 1,000 1,001
Sumitomo Mitsui Financial Group Inc. 3.784% 3/9/26 975 995
Sumitomo Mitsui Financial Group Inc. 2.632% 7/14/26 1,800 1,676
Sumitomo Mitsui Financial Group Inc. 3.010% 10/19/26 650 623
SunTrust Bank 2.250% 1/31/20 1,500 1,504
SunTrust Bank 2.750% 5/1/23 250 245
SunTrust Bank 3.300% 5/15/26 725 704
SunTrust Banks Inc. 2.350% 11/1/18 475 478
SunTrust Banks Inc. 2.500% 5/1/19 1,000 1,010
SunTrust Banks Inc. 2.900% 3/3/21 300 304
SunTrust Banks Inc. 2.700% 1/27/22 500 499
SVB Financial Group 3.500% 1/29/25 225 219
Svenska Handelsbanken AB 1.625% 3/21/18 1,375 1,375
Svenska Handelsbanken AB 2.500% 1/25/19 775 783
Svenska Handelsbanken AB 2.250% 6/17/19 850 854
Svenska Handelsbanken AB 1.500% 9/6/19 925 913
Svenska Handelsbanken AB 2.450% 3/30/21 650 649
Svenska Handelsbanken AB 1.875% 9/7/21 925 899
Synchrony Financial 2.600% 1/15/19 650 655
Synchrony Financial 3.000% 8/15/19 200 203
Synchrony Financial 2.700% 2/3/20 1,050 1,054
Synchrony Financial 3.750% 8/15/21 300 309
Synchrony Financial 4.250% 8/15/24 2,750 2,815
Synchrony Financial 3.700% 8/4/26 500 484
Toronto-Dominion Bank 1.625% 3/13/18 500 501
Toronto-Dominion Bank 1.400% 4/30/18 2,675 2,673
Toronto-Dominion Bank 1.750% 7/23/18 1,550 1,553
Toronto-Dominion Bank 2.125% 7/2/19 500 503
Toronto-Dominion Bank 1.450% 8/13/19 650 643
Toronto-Dominion Bank 2.250% 11/5/19 1,350 1,358
Toronto-Dominion Bank 2.500% 12/14/20 1,900 1,919
Toronto-Dominion Bank 2.125% 4/7/21 2,000 1,982
Toronto-Dominion Bank 1.800% 7/13/21 650 633
6 Toronto-Dominion Bank 3.625% 9/15/31 500 491
UBS AG 5.750% 4/25/18 135 141
UBS AG 2.375% 8/14/19 380 382
UBS AG 2.350% 3/26/20 350 351
UBS AG 4.875% 8/4/20 250 270
US Bancorp 2.200% 4/25/19 1,100 1,108
US Bancorp 2.350% 1/29/21 600 602
US Bancorp 4.125% 5/24/21 915 975
US Bancorp 2.625% 1/24/22 2,000 2,007
US Bancorp 3.000% 3/15/22 575 586
US Bancorp 2.950% 7/15/22 375 379
US Bancorp 3.600% 9/11/24 150 154
US Bancorp 3.100% 4/27/26 1,500 1,472
US Bank NA 1.400% 4/26/19 500 496
US Bank NA 2.125% 10/28/19 1,000 1,004
US Bank NA 2.000% 1/24/20 1,000 1,004
US Bank NA 2.800% 1/27/25 1,050 1,030
Wachovia Bank NA 5.850% 2/1/37 425 512
Wachovia Corp. 6.605% 10/1/25 1,000 1,183
Wachovia Corp. 7.500% 4/15/35 150 197
Wachovia Corp. 5.500% 8/1/35 200 226
Wachovia Corp. 6.550% 10/15/35 100 123
Wells Fargo & Co. 2.150% 1/15/19 750 754

 

 

Wells Fargo & Co. 2.600% 7/22/20 2,150 2,171
Wells Fargo & Co. 2.550% 12/7/20 1,500 1,507
Wells Fargo & Co. 3.000% 1/22/21 2,050 2,087
Wells Fargo & Co. 4.600% 4/1/21 6,310 6,780
Wells Fargo & Co. 2.100% 7/26/21 3,300 3,232
Wells Fargo & Co. 3.500% 3/8/22 1,600 1,657
Wells Fargo & Co. 3.069% 1/24/23 3,300 3,315
Wells Fargo & Co. 3.450% 2/13/23 1,675 1,689
Wells Fargo & Co. 4.125% 8/15/23 1,550 1,622
Wells Fargo & Co. 3.000% 4/22/26 4,025 3,862
Wells Fargo & Co. 4.100% 6/3/26 5,175 5,279
Wells Fargo & Co. 3.000% 10/23/26 2,275 2,178
Wells Fargo & Co. 4.300% 7/22/27 1,300 1,351
Wells Fargo & Co. 5.375% 11/2/43 1,000 1,113
Wells Fargo & Co. 5.606% 1/15/44 1,500 1,718
Wells Fargo & Co. 4.650% 11/4/44 1,225 1,233
Wells Fargo & Co. 3.900% 5/1/45 2,350 2,249
Wells Fargo & Co. 4.900% 11/17/45 1,300 1,347
Wells Fargo & Co. 4.400% 6/14/46 1,300 1,258
Wells Fargo & Co. 4.750% 12/7/46 3,500 3,567
Wells Fargo Bank NA 1.750% 5/24/19 975 972
Wells Fargo Bank NA 2.150% 12/6/19 2,000 2,007
Wells Fargo Bank NA 5.950% 8/26/36 550 665
Wells Fargo Bank NA 6.600% 1/15/38 605 794
6 Wells Fargo Capital X 5.950% 12/1/86 425 457
Westpac Banking Corp. 2.250% 7/30/18 250 252
Westpac Banking Corp. 1.950% 11/23/18 1,000 1,002
Westpac Banking Corp. 2.250% 1/17/19 875 880
Westpac Banking Corp. 1.650% 5/13/19 725 720
Westpac Banking Corp. 1.600% 8/19/19 975 964
Westpac Banking Corp. 4.875% 11/19/19 930 994
Westpac Banking Corp. 2.150% 3/6/20 3,000 2,999
Westpac Banking Corp. 2.600% 11/23/20 975 982
Westpac Banking Corp. 2.100% 5/13/21 3,100 3,045
Westpac Banking Corp. 2.000% 8/19/21 1,000 975
Westpac Banking Corp. 2.800% 1/11/22 2,000 2,010
Westpac Banking Corp. 2.850% 5/13/26 2,450 2,359
Westpac Banking Corp. 2.700% 8/19/26 650 617
Westpac Banking Corp. 3.350% 3/8/27 1,800 1,788
6 Westpac Banking Corp. 4.322% 11/23/31 2,000 2,021
 
Brokerage (0.1%)        
Affiliated Managers Group Inc. 4.250% 2/15/24 350 365
Affiliated Managers Group Inc. 3.500% 8/1/25 750 732
Ameriprise Financial Inc. 7.300% 6/28/19 200 222
Ameriprise Financial Inc. 5.300% 3/15/20 125 136
Ameriprise Financial Inc. 4.000% 10/15/23 825 873
Ameriprise Financial Inc. 3.700% 10/15/24 350 361
Apollo Investment Corp. 5.250% 3/3/25 200 198
BGC Partners Inc. 5.375% 12/9/19 175 182
BGC Partners Inc. 5.125% 5/27/21 200 208
BlackRock Inc. 5.000% 12/10/19 475 514
BlackRock Inc. 4.250% 5/24/21 475 509
BlackRock Inc. 3.375% 6/1/22 475 494
BlackRock Inc. 3.500% 3/18/24 1,000 1,044
BlackRock Inc. 3.200% 3/15/27 600 600
Brookfield Asset Management Inc. 4.000% 1/15/25 550 555

 

 

Brookfield Finance Inc. 4.250% 6/2/26 150 151
Brookfield Finance LLC 4.000% 4/1/24 575 578
CBOE Holdings Inc. 3.650% 1/12/27 315 317
Charles Schwab Corp. 3.225% 9/1/22 1,225 1,249
Charles Schwab Corp. 3.200% 3/2/27 1,100 1,094
CME Group Inc. 3.000% 9/15/22 875 892
CME Group Inc. 3.000% 3/15/25 300 300
CME Group Inc. 5.300% 9/15/43 425 508
E*TRADE Financial Corp. 5.375% 11/15/22 350 367
E*TRADE Financial Corp. 4.625% 9/15/23 300 306
Eaton Vance Corp. 3.625% 6/15/23 200 203
Franklin Resources Inc. 4.625% 5/20/20 225 241
Franklin Resources Inc. 2.800% 9/15/22 575 577
Franklin Resources Inc. 2.850% 3/30/25 125 121
Intercontinental Exchange Inc. 2.500% 10/15/18 425 430
Intercontinental Exchange Inc. 2.750% 12/1/20 1,200 1,219
Intercontinental Exchange Inc. 4.000% 10/15/23 350 370
Intercontinental Exchange Inc. 3.750% 12/1/25 1,000 1,032
Invesco Finance plc 3.125% 11/30/22 500 506
Invesco Finance plc 4.000% 1/30/24 650 684
Invesco Finance plc 5.375% 11/30/43 900 1,023
Janus Capital Group Inc. 4.875% 8/1/25 250 265
Jefferies Group LLC 5.125% 4/13/18 320 330
Jefferies Group LLC 8.500% 7/15/19 455 515
Jefferies Group LLC 6.875% 4/15/21 620 707
Jefferies Group LLC 5.125% 1/20/23 300 322
Jefferies Group LLC 4.850% 1/15/27 1,100 1,125
Jefferies Group LLC 6.250% 1/15/36 320 335
Jefferies Group LLC 6.500% 1/20/43 250 271
Lazard Group LLC 4.250% 11/14/20 75 79
Lazard Group LLC 3.750% 2/13/25 100 99
Lazard Group LLC 3.625% 3/1/27 350 341
Legg Mason Inc. 3.950% 7/15/24 150 152
Legg Mason Inc. 4.750% 3/15/26 150 158
Legg Mason Inc. 5.625% 1/15/44 450 459
Leucadia National Corp. 5.500% 10/18/23 475 505
Leucadia National Corp. 6.625% 10/23/43 125 124
Nasdaq Inc. 5.550% 1/15/20 650 703
Nasdaq Inc. 3.850% 6/30/26 300 298
Nomura Holdings Inc. 2.750% 3/19/19 625 631
Nomura Holdings Inc. 6.700% 3/4/20 900 999
OM Asset Management plc 4.800% 7/27/26 200 199
Raymond James Financial Inc. 4.950% 7/15/46 250 247
Stifel Financial Corp. 3.500% 12/1/20 175 178
Stifel Financial Corp. 4.250% 7/18/24 575 579
TD Ameritrade Holding Corp. 5.600% 12/1/19 100 109
TD Ameritrade Holding Corp. 2.950% 4/1/22 600 607
TD Ameritrade Holding Corp. 3.625% 4/1/25 450 461
 
Finance Companies (0.1%)        
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 4.625% 7/1/22 475 501
AerCap Ireland Capital DAC / AerCap Global        
Aviation Trust 3.500% 5/26/22 1,000 1,005
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 3.750% 5/15/19 808 829

 

 

AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 4.250% 7/1/20 650 677
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 4.625% 10/30/20 651 687
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 4.500% 5/15/21 780 817
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 5.000% 10/1/21 745 794
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 3.950% 2/1/22 675 693
Air Lease Corp. 3.375% 1/15/19 425 433
Air Lease Corp. 4.750% 3/1/20 275 292
Air Lease Corp. 3.875% 4/1/21 1,875 1,941
Air Lease Corp. 3.375% 6/1/21 25 25
Air Lease Corp. 3.750% 2/1/22 3,150 3,237
Air Lease Corp. 4.250% 9/15/24 75 78
Ares Capital Corp. 4.875% 11/30/18 875 906
Ares Capital Corp. 3.875% 1/15/20 425 433
FS Investment Corp. 4.000% 7/15/19 250 252
FS Investment Corp. 4.750% 5/15/22 450 460
GATX Corp. 2.375% 7/30/18 150 151
GATX Corp. 2.500% 7/30/19 150 151
GATX Corp. 3.250% 3/30/25 375 363
GATX Corp. 3.850% 3/30/27 1,250 1,248
GATX Corp. 5.200% 3/15/44 150 153
GATX Corp. 4.500% 3/30/45 150 139
GE Capital International Funding Co. 2.342% 11/15/20 8,120 8,152
GE Capital International Funding Co. 3.373% 11/15/25 2,212 2,266
GE Capital International Funding Co. 4.418% 11/15/35 8,557 9,035
HSBC Finance Corp. 6.676% 1/15/21 2,136 2,413
International Lease Finance Corp. 3.875% 4/15/18 415 422
9 International Lease Finance Corp. 7.125% 9/1/18 829 886
International Lease Finance Corp. 5.875% 4/1/19 488 520
International Lease Finance Corp. 6.250% 5/15/19 613 659
International Lease Finance Corp. 8.250% 12/15/20 775 913
International Lease Finance Corp. 4.625% 4/15/21 325 341
International Lease Finance Corp. 8.625% 1/15/22 1,150 1,406
International Lease Finance Corp. 5.875% 8/15/22 540 601
Prospect Capital Corp. 5.000% 7/15/19 175 179
Prospect Capital Corp. 5.875% 3/15/23 150 155
 
Insurance (0.5%)        
ACE Capital Trust II 9.700% 4/1/30 75 111
AEGON Funding Co. LLC 5.750% 12/15/20 664 729
Aetna Inc. 1.700% 6/7/18 1,100 1,101
Aetna Inc. 2.200% 3/15/19 250 252
Aetna Inc. 4.125% 6/1/21 320 340
Aetna Inc. 2.750% 11/15/22 650 650
Aetna Inc. 2.800% 6/15/23 950 943
Aetna Inc. 3.500% 11/15/24 495 506
Aetna Inc. 6.625% 6/15/36 500 653
Aetna Inc. 6.750% 12/15/37 350 468
Aetna Inc. 4.500% 5/15/42 375 391
Aetna Inc. 4.125% 11/15/42 325 320
Aflac Inc. 2.400% 3/16/20 150 152
Aflac Inc. 4.000% 2/15/22 325 345
Aflac Inc. 3.625% 6/15/23 1,000 1,037

 

 

Aflac Inc. 3.625% 11/15/24 80 82
Aflac Inc. 3.250% 3/17/25 325 324
Aflac Inc. 2.875% 10/15/26 600 579
Aflac Inc. 6.450% 8/15/40 79 103
Aflac Inc. 4.000% 10/15/46 150 142
Alleghany Corp. 5.625% 9/15/20 100 110
Alleghany Corp. 4.950% 6/27/22 425 466
Alleghany Corp. 4.900% 9/15/44 375 381
Allied World Assurance Co. Holdings Ltd. 5.500% 11/15/20 200 215
Allied World Assurance Co. Holdings Ltd. 4.350% 10/29/25 350 347
Allstate Corp. 3.150% 6/15/23 700 712
Allstate Corp. 3.280% 12/15/26 400 401
Allstate Corp. 5.550% 5/9/35 105 126
Allstate Corp. 4.500% 6/15/43 725 772
Allstate Corp. 4.200% 12/15/46 1,700 1,732
6 Allstate Corp. 6.500% 5/15/67 700 799
Alterra Finance LLC 6.250% 9/30/20 95 106
American Financial Group Inc. 9.875% 6/15/19 100 116
American Financial Group Inc. 3.500% 8/15/26 300 291
American International Group Inc. 2.300% 7/16/19 650 652
American International Group Inc. 3.375% 8/15/20 425 436
American International Group Inc. 6.400% 12/15/20 1,160 1,313
American International Group Inc. 4.875% 6/1/22 1,425 1,542
American International Group Inc. 4.125% 2/15/24 650 668
American International Group Inc. 3.750% 7/10/25 1,950 1,939
American International Group Inc. 3.875% 1/15/35 800 731
American International Group Inc. 4.700% 7/10/35 325 329
American International Group Inc. 6.250% 5/1/36 600 711
American International Group Inc. 4.500% 7/16/44 1,725 1,647
American International Group Inc. 4.375% 1/15/55 525 467
6 American International Group Inc. 8.175% 5/15/68 400 510
Anthem Inc. 7.000% 2/15/19 145 158
Anthem Inc. 2.250% 8/15/19 600 602
Anthem Inc. 4.350% 8/15/20 450 476
Anthem Inc. 3.700% 8/15/21 495 513
Anthem Inc. 3.125% 5/15/22 550 553
Anthem Inc. 3.300% 1/15/23 750 757
Anthem Inc. 3.500% 8/15/24 1,275 1,283
Anthem Inc. 5.950% 12/15/34 300 346
Anthem Inc. 5.850% 1/15/36 150 174
Anthem Inc. 6.375% 6/15/37 630 774
Anthem Inc. 4.625% 5/15/42 575 584
Anthem Inc. 4.650% 1/15/43 650 665
Anthem Inc. 5.100% 1/15/44 400 432
Anthem Inc. 4.650% 8/15/44 525 536
Anthem Inc. 4.850% 8/15/54 175 181
Aon Corp. 5.000% 9/30/20 990 1,070
Aon Corp. 8.205% 1/1/27 50 64
Aon Corp. 6.250% 9/30/40 150 179
Aon plc 2.800% 3/15/21 550 547
Aon plc 4.000% 11/27/23 350 366
Aon plc 3.500% 6/14/24 425 425
Aon plc 3.875% 12/15/25 525 536
Aon plc 4.450% 5/24/43 125 118
Aon plc 4.600% 6/14/44 625 605
Aon plc 4.750% 5/15/45 425 426
Arch Capital Finance LLC 4.011% 12/15/26 350 359

 

 

Arch Capital Finance LLC 5.031% 12/15/46 100 107
Arch Capital Group Ltd. 7.350% 5/1/34 500 660
Arch Capital Group US Inc. 5.144% 11/1/43 275 295
Aspen Insurance Holdings Ltd. 4.650% 11/15/23 200 210
Assurant Inc. 4.000% 3/15/23 225 227
Assurant Inc. 6.750% 2/15/34 550 662
Assured Guaranty US Holdings Inc. 5.000% 7/1/24 375 404
AXA SA 8.600% 12/15/30 830 1,152
AXIS Specialty Finance LLC 5.875% 6/1/20 990 1,088
Berkshire Hathaway Finance Corp. 1.300% 5/15/18 175 175
Berkshire Hathaway Finance Corp. 5.400% 5/15/18 2,480 2,590
Berkshire Hathaway Finance Corp. 2.000% 8/15/18 525 529
Berkshire Hathaway Finance Corp. 1.700% 3/15/19 500 501
Berkshire Hathaway Finance Corp. 2.900% 10/15/20 1,225 1,267
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 480 516
Berkshire Hathaway Finance Corp. 3.000% 5/15/22 300 308
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 130 162
Berkshire Hathaway Finance Corp. 4.400% 5/15/42 400 420
Berkshire Hathaway Finance Corp. 4.300% 5/15/43 275 282
Berkshire Hathaway Inc. 3.000% 2/11/23 375 382
Berkshire Hathaway Inc. 2.750% 3/15/23 1,450 1,450
Berkshire Hathaway Inc. 3.125% 3/15/26 3,675 3,666
Berkshire Hathaway Inc. 4.500% 2/11/43 925 991
Black Knight InfoServ LLC / Black Knight        
Lending Solutions Inc. 5.750% 4/15/23 344 361
Brown & Brown Inc. 4.200% 9/15/24 300 310
Chubb Corp. 5.750% 5/15/18 395 413
Chubb Corp. 6.000% 5/11/37 375 476
Chubb INA Holdings Inc. 5.900% 6/15/19 340 370
Chubb INA Holdings Inc. 2.300% 11/3/20 250 251
Chubb INA Holdings Inc. 2.875% 11/3/22 650 655
Chubb INA Holdings Inc. 2.700% 3/13/23 350 347
Chubb INA Holdings Inc. 3.350% 5/15/24 275 281
Chubb INA Holdings Inc. 3.150% 3/15/25 700 703
Chubb INA Holdings Inc. 3.350% 5/3/26 2,275 2,302
Chubb INA Holdings Inc. 4.150% 3/13/43 225 229
Chubb INA Holdings Inc. 4.350% 11/3/45 800 845
Cigna Corp. 5.125% 6/15/20 100 108
Cigna Corp. 4.375% 12/15/20 150 159
Cigna Corp. 4.500% 3/15/21 385 410
Cigna Corp. 4.000% 2/15/22 490 515
Cigna Corp. 3.250% 4/15/25 1,675 1,656
Cigna Corp. 6.150% 11/15/36 325 392
Cigna Corp. 5.875% 3/15/41 235 285
Cigna Corp. 5.375% 2/15/42 190 220
Cincinnati Financial Corp. 6.125% 11/1/34 325 390
CNA Financial Corp. 7.350% 11/15/19 1,102 1,245
CNA Financial Corp. 5.875% 8/15/20 145 161
CNA Financial Corp. 5.750% 8/15/21 175 195
Coventry Health Care Inc. 5.450% 6/15/21 390 432
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 150 183
Enstar Group Ltd. 4.500% 3/10/22 225 227
Everest Reinsurance Holdings Inc. 4.868% 6/1/44 300 299
First American Financial Corp. 4.600% 11/15/24 350 353
Hanover Insurance Group Inc. 4.500% 4/15/26 300 311
Hartford Financial Services Group Inc. 6.000% 1/15/19 300 321
Hartford Financial Services Group Inc. 5.125% 4/15/22 575 636

 

 

Hartford Financial Services Group Inc. 5.950% 10/15/36 25 29
Hartford Financial Services Group Inc. 6.100% 10/1/41 600 723
Hartford Financial Services Group Inc. 4.300% 4/15/43 500 483
Humana Inc. 7.200% 6/15/18 50 53
Humana Inc. 2.625% 10/1/19 150 152
Humana Inc. 3.150% 12/1/22 400 402
Humana Inc. 3.850% 10/1/24 450 461
Humana Inc. 3.950% 3/15/27 1,100 1,125
Humana Inc. 8.150% 6/15/38 325 451
Humana Inc. 4.625% 12/1/42 265 268
Humana Inc. 4.950% 10/1/44 400 423
Humana Inc. 4.800% 3/15/47 300 313
Kemper Corp. 4.350% 2/15/25 500 501
Lincoln National Corp. 8.750% 7/1/19 100 114
Lincoln National Corp. 6.250% 2/15/20 305 335
Lincoln National Corp. 4.200% 3/15/22 600 634
Lincoln National Corp. 4.000% 9/1/23 225 235
Lincoln National Corp. 3.350% 3/9/25 200 199
Lincoln National Corp. 3.625% 12/12/26 250 249
Lincoln National Corp. 6.150% 4/7/36 24 28
Lincoln National Corp. 6.300% 10/9/37 1,025 1,232
Loews Corp. 2.625% 5/15/23 175 171
Loews Corp. 3.750% 4/1/26 750 767
Loews Corp. 6.000% 2/1/35 200 240
Loews Corp. 4.125% 5/15/43 475 457
Manulife Financial Corp. 4.900% 9/17/20 475 511
Manulife Financial Corp. 4.150% 3/4/26 925 977
6 Manulife Financial Corp. 4.061% 2/24/32 960 964
Manulife Financial Corp. 5.375% 3/4/46 500 580
Markel Corp. 4.900% 7/1/22 575 623
Markel Corp. 3.625% 3/30/23 175 179
Markel Corp. 5.000% 3/30/43 125 127
Markel Corp. 5.000% 4/5/46 350 362
Marsh & McLennan Cos. Inc. 2.550% 10/15/18 225 228
Marsh & McLennan Cos. Inc. 2.350% 9/10/19 100 101
Marsh & McLennan Cos. Inc. 2.350% 3/6/20 500 502
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 545 591
Marsh & McLennan Cos. Inc. 2.750% 1/30/22 375 377
Marsh & McLennan Cos. Inc. 4.050% 10/15/23 350 368
Marsh & McLennan Cos. Inc. 3.500% 3/10/25 2,350 2,390
Marsh & McLennan Cos. Inc. 3.750% 3/14/26 375 385
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 1,050 1,273
Mercury General Corp. 4.400% 3/15/27 300 300
MetLife Inc. 6.817% 8/15/18 580 618
MetLife Inc. 7.717% 2/15/19 105 116
MetLife Inc. 4.750% 2/8/21 305 330
MetLife Inc. 3.048% 12/15/22 725 734
MetLife Inc. 4.368% 9/15/23 500 538
MetLife Inc. 3.600% 4/10/24 750 774
MetLife Inc. 3.000% 3/1/25 500 490
MetLife Inc. 6.500% 12/15/32 250 321
MetLife Inc. 6.375% 6/15/34 505 645
MetLife Inc. 5.700% 6/15/35 675 811
MetLife Inc. 5.875% 2/6/41 440 537
MetLife Inc. 4.125% 8/13/42 475 464
MetLife Inc. 4.875% 11/13/43 600 654
MetLife Inc. 4.721% 12/15/44 1,200 1,276

 

 

MetLife Inc. 4.050% 3/1/45 1,000 971
MetLife Inc. 4.600% 5/13/46 130 137
6 MetLife Inc. 6.400% 12/15/66 1,505 1,650
Montpelier Re Holdings Ltd. 4.700% 10/15/22 225 239
Old Republic International Corp. 4.875% 10/1/24 450 476
Old Republic International Corp. 3.875% 8/26/26 825 813
PartnerRe Finance B LLC 5.500% 6/1/20 200 219
Principal Financial Group Inc. 3.125% 5/15/23 200 200
Principal Financial Group Inc. 3.400% 5/15/25 1,500 1,500
Principal Financial Group Inc. 3.100% 11/15/26 300 292
Principal Financial Group Inc. 4.350% 5/15/43 125 126
Principal Financial Group Inc. 4.300% 11/15/46 350 352
6 Principal Financial Group Inc. 4.700% 5/15/55 925 942
Progressive Corp. 3.750% 8/23/21 2,445 2,581
Progressive Corp. 2.450% 1/15/27 350 328
Progressive Corp. 6.625% 3/1/29 150 193
Progressive Corp. 3.700% 1/26/45 250 237
Protective Life Corp. 7.375% 10/15/19 100 112
Prudential Financial Inc. 2.300% 8/15/18 825 830
Prudential Financial Inc. 7.375% 6/15/19 455 507
Prudential Financial Inc. 2.350% 8/15/19 225 227
Prudential Financial Inc. 5.375% 6/21/20 430 472
Prudential Financial Inc. 4.500% 11/15/20 75 80
Prudential Financial Inc. 3.500% 5/15/24 450 464
Prudential Financial Inc. 5.750% 7/15/33 1,545 1,813
Prudential Financial Inc. 5.400% 6/13/35 295 336
Prudential Financial Inc. 5.900% 3/17/36 775 922
Prudential Financial Inc. 5.700% 12/14/36 505 598
Prudential Financial Inc. 6.625% 12/1/37 500 644
Prudential Financial Inc. 6.625% 6/21/40 250 325
Prudential Financial Inc. 5.625% 5/12/41 105 123
6 Prudential Financial Inc. 5.875% 9/15/42 1,675 1,819
6 Prudential Financial Inc. 5.625% 6/15/43 975 1,044
Prudential Financial Inc. 5.100% 8/15/43 225 250
Prudential Financial Inc. 4.600% 5/15/44 1,500 1,582
6 Prudential Financial Inc. 5.375% 5/15/45 650 680
Reinsurance Group of America Inc. 6.450% 11/15/19 275 303
Reinsurance Group of America Inc. 5.000% 6/1/21 2,450 2,671
Reinsurance Group of America Inc. 4.700% 9/15/23 250 269
Reinsurance Group of America Inc. 3.950% 9/15/26 100 101
Swiss Re Solutions Holding Corp. 7.000% 2/15/26 250 310
Torchmark Corp. 3.800% 9/15/22 200 207
Transatlantic Holdings Inc. 8.000% 11/30/39 625 823
Travelers Cos. Inc. 5.800% 5/15/18 910 952
Travelers Cos. Inc. 3.900% 11/1/20 330 349
Travelers Cos. Inc. 6.750% 6/20/36 475 644
Travelers Cos. Inc. 6.250% 6/15/37 145 189
Travelers Cos. Inc. 5.350% 11/1/40 130 156
Travelers Cos. Inc. 4.600% 8/1/43 1,000 1,090
Travelers Cos. Inc. 4.300% 8/25/45 250 262
UnitedHealth Group Inc. 1.900% 7/16/18 1,000 1,004
UnitedHealth Group Inc. 1.625% 3/15/19 325 324
UnitedHealth Group Inc. 2.300% 12/15/19 50 50
UnitedHealth Group Inc. 2.700% 7/15/20 950 970
UnitedHealth Group Inc. 4.700% 2/15/21 165 179
UnitedHealth Group Inc. 3.375% 11/15/21 1,580 1,642
UnitedHealth Group Inc. 2.875% 12/15/21 500 508

 

 

UnitedHealth Group Inc. 2.875% 3/15/22 525 534
UnitedHealth Group Inc. 3.350% 7/15/22 1,550 1,604
UnitedHealth Group Inc. 2.750% 2/15/23 400 399
UnitedHealth Group Inc. 2.875% 3/15/23 200 201
UnitedHealth Group Inc. 3.750% 7/15/25 2,000 2,087
UnitedHealth Group Inc. 3.450% 1/15/27 600 609
UnitedHealth Group Inc. 3.375% 4/15/27 1,525 1,536
UnitedHealth Group Inc. 4.625% 7/15/35 300 328
UnitedHealth Group Inc. 6.500% 6/15/37 200 262
UnitedHealth Group Inc. 6.625% 11/15/37 325 431
UnitedHealth Group Inc. 6.875% 2/15/38 1,405 1,919
UnitedHealth Group Inc. 5.950% 2/15/41 240 302
UnitedHealth Group Inc. 4.625% 11/15/41 1,180 1,253
UnitedHealth Group Inc. 4.375% 3/15/42 325 335
UnitedHealth Group Inc. 3.950% 10/15/42 400 389
UnitedHealth Group Inc. 4.250% 3/15/43 75 76
UnitedHealth Group Inc. 4.750% 7/15/45 1,315 1,453
UnitedHealth Group Inc. 4.200% 1/15/47 775 784
UnitedHealth Group Inc. 4.250% 4/15/47 2,000 2,041
Unum Group 5.625% 9/15/20 50 55
Unum Group 3.000% 5/15/21 450 454
Unum Group 4.000% 3/15/24 200 204
Unum Group 5.750% 8/15/42 200 225
Voya Financial Inc. 3.650% 6/15/26 250 247
Voya Financial Inc. 5.700% 7/15/43 350 388
Voya Financial Inc. 4.800% 6/15/46 300 297
Willis Towers Watson plc 5.750% 3/15/21 265 290
WR Berkley Corp. 5.375% 9/15/20 50 55
WR Berkley Corp. 4.625% 3/15/22 225 242
XLIT Ltd. 5.750% 10/1/21 545 604
XLIT Ltd. 6.375% 11/15/24 100 117
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 1,550 1,552
 
Real Estate Investment Trusts (0.3%)        
Alexandria Real Estate Equities Inc. 2.750% 1/15/20 250 251
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 300 319
Alexandria Real Estate Equities Inc. 3.900% 6/15/23 75 76
Alexandria Real Estate Equities Inc. 4.300% 1/15/26 300 310
Alexandria Real Estate Equities Inc. 3.950% 1/15/27 250 251
Alexandria Real Estate Equities Inc. 3.950% 1/15/28 350 349
Alexandria Real Estate Equities Inc. 4.500% 7/30/29 200 206
American Campus Communities Operating        
Partnership LP 3.350% 10/1/20 250 254
American Campus Communities Operating        
Partnership LP 4.125% 7/1/24 250 259
AvalonBay Communities Inc. 2.850% 3/15/23 200 197
AvalonBay Communities Inc. 4.200% 12/15/23 175 185
AvalonBay Communities Inc. 3.500% 11/15/24 250 253
AvalonBay Communities Inc. 3.450% 6/1/25 1,300 1,304
AvalonBay Communities Inc. 2.950% 5/11/26 250 240
AvalonBay Communities Inc. 2.900% 10/15/26 50 47
Boston Properties LP 3.700% 11/15/18 920 943
Boston Properties LP 5.625% 11/15/20 325 358
Boston Properties LP 4.125% 5/15/21 190 200
Boston Properties LP 3.850% 2/1/23 950 985

 

 

Boston Properties LP 3.125% 9/1/23 1,375 1,367
Boston Properties LP 2.750% 10/1/26 475 437
Brandywine Operating Partnership LP 4.950% 4/15/18 725 745
Brixmor Operating Partnership LP 3.850% 2/1/25 1,475 1,462
Brixmor Operating Partnership LP 4.125% 6/15/26 400 401
Brixmor Operating Partnership LP 3.900% 3/15/27 300 294
Care Capital Properties LP 5.125% 8/15/26 100 99
CBL & Associates LP 5.250% 12/1/23 600 584
CBL & Associates LP 4.600% 10/15/24 175 161
Columbia Property Trust Operating        
Partnership LP 4.150% 4/1/25 100 102
Columbia Property Trust Operating        
Partnership LP 3.650% 8/15/26 1,125 1,080
Corporate Office Properties LP 3.700% 6/15/21 200 204
Corporate Office Properties LP 3.600% 5/15/23 200 195
CubeSmart LP 4.375% 12/15/23 500 522
CubeSmart LP 4.000% 11/15/25 160 162
CubeSmart LP 3.125% 9/1/26 425 399
DCT Industrial Operating Partnership LP 4.500% 10/15/23 200 210
DDR Corp. 7.875% 9/1/20 500 580
DDR Corp. 3.500% 1/15/21 225 227
DDR Corp. 4.625% 7/15/22 675 709
DDR Corp. 3.375% 5/15/23 400 387
DDR Corp. 4.250% 2/1/26 250 248
Digital Realty Trust LP 5.250% 3/15/21 1,190 1,291
Digital Realty Trust LP 3.950% 7/1/22 900 940
Digital Realty Trust LP 3.625% 10/1/22 1,580 1,617
Duke Realty LP 3.625% 4/15/23 275 278
Duke Realty LP 3.250% 6/30/26 75 73
EPR Properties 5.750% 8/15/22 75 82
EPR Properties 5.250% 7/15/23 400 420
EPR Properties 4.500% 4/1/25 300 300
EPR Properties 4.750% 12/15/26 500 503
ERP Operating LP 2.375% 7/1/19 375 378
ERP Operating LP 4.750% 7/15/20 215 230
ERP Operating LP 4.625% 12/15/21 69 74
ERP Operating LP 3.000% 4/15/23 625 618
ERP Operating LP 3.375% 6/1/25 350 347
ERP Operating LP 2.850% 11/1/26 1,300 1,228
ERP Operating LP 4.500% 7/1/44 550 558
ERP Operating LP 4.500% 6/1/45 350 357
Essex Portfolio LP 5.200% 3/15/21 175 189
Essex Portfolio LP 3.375% 1/15/23 1,150 1,151
Essex Portfolio LP 3.250% 5/1/23 50 50
Essex Portfolio LP 3.500% 4/1/25 200 199
Essex Portfolio LP 3.375% 4/15/26 300 292
Federal Realty Investment Trust 2.750% 6/1/23 325 315
Federal Realty Investment Trust 4.500% 12/1/44 1,000 1,017
HCP Inc. 2.625% 2/1/20 1,800 1,809
HCP Inc. 5.375% 2/1/21 80 87
HCP Inc. 3.150% 8/1/22 150 149
HCP Inc. 4.000% 12/1/22 2,135 2,205
HCP Inc. 3.400% 2/1/25 400 387
HCP Inc. 6.750% 2/1/41 175 215
Healthcare Realty Trust Inc. 5.750% 1/15/21 145 159
Healthcare Trust of America Holdings LP 3.375% 7/15/21 175 178
Healthcare Trust of America Holdings LP 3.700% 4/15/23 100 100

 

 

Healthcare Trust of America Holdings LP 3.500% 8/1/26 475 456
Highwoods Realty LP 3.200% 6/15/21 500 507
Hospitality Properties Trust 4.500% 6/15/23 374 387
Hospitality Properties Trust 4.650% 3/15/24 200 204
Hospitality Properties Trust 4.500% 3/15/25 125 124
Hospitality Properties Trust 5.250% 2/15/26 225 236
Hospitality Properties Trust 4.950% 2/15/27 325 334
Host Hotels & Resorts LP 6.000% 10/1/21 1,100 1,222
Host Hotels & Resorts LP 5.250% 3/15/22 500 542
Host Hotels & Resorts LP 3.750% 10/15/23 240 242
Host Hotels & Resorts LP 3.875% 4/1/24 300 302
Host Hotels & Resorts LP 4.000% 6/15/25 175 175
Kilroy Realty LP 4.800% 7/15/18 800 824
Kilroy Realty LP 3.800% 1/15/23 100 103
Kimco Realty Corp. 6.875% 10/1/19 50 56
Kimco Realty Corp. 3.200% 5/1/21 500 506
Kimco Realty Corp. 3.125% 6/1/23 550 543
Kimco Realty Corp. 2.800% 10/1/26 1,294 1,188
Kimco Realty Corp. 3.800% 4/1/27 400 399
Kite Realty Group LP 4.000% 10/1/26 725 699
Liberty Property LP 3.375% 6/15/23 575 576
Liberty Property LP 4.400% 2/15/24 325 343
Liberty Property LP 3.750% 4/1/25 725 733
LifeStorage LP 3.500% 7/1/26 1,175 1,122
Mack-Cali Realty LP 4.500% 4/18/22 225 228
Mid-America Apartments LP 4.300% 10/15/23 350 369
Mid-America Apartments LP 3.750% 6/15/24 200 204
National Retail Properties Inc. 5.500% 7/15/21 50 55
National Retail Properties Inc. 3.800% 10/15/22 500 519
National Retail Properties Inc. 3.900% 6/15/24 275 282
National Retail Properties Inc. 4.000% 11/15/25 450 459
Omega Healthcare Investors Inc. 4.950% 4/1/24 275 283
Omega Healthcare Investors Inc. 4.500% 1/15/25 175 174
Omega Healthcare Investors Inc. 5.250% 1/15/26 2,250 2,340
Omega Healthcare Investors Inc. 4.500% 4/1/27 1,000 980
Omega Healthcare Investors Inc. 4.750% 1/15/28 300 296
Physicians Realty LP 4.300% 3/15/27 650 651
Piedmont Operating Partnership LP 3.400% 6/1/23 125 121
Piedmont Operating Partnership LP 4.450% 3/15/24 275 279
ProLogis LP 2.750% 2/15/19 875 887
Realty Income Corp. 6.750% 8/15/19 935 1,033
Realty Income Corp. 3.250% 10/15/22 100 101
Realty Income Corp. 3.875% 7/15/24 250 257
Realty Income Corp. 4.125% 10/15/26 775 798
Realty Income Corp. 3.000% 1/15/27 400 376
Realty Income Corp. 4.650% 3/15/47 600 613
Regency Centers LP 3.600% 2/1/27 225 223
Regency Centers LP 4.400% 2/1/47 225 221
Select Income REIT 2.850% 2/1/18 175 176
Select Income REIT 4.150% 2/1/22 225 226
Select Income REIT 4.500% 2/1/25 250 250
Senior Housing Properties Trust 3.250% 5/1/19 475 479
Senior Housing Properties Trust 4.750% 5/1/24 175 179
Simon Property Group LP 2.200% 2/1/19 2,700 2,715
Simon Property Group LP 5.650% 2/1/20 1,250 1,360
Simon Property Group LP 4.375% 3/1/21 555 591
Simon Property Group LP 4.125% 12/1/21 525 556

 

 

Simon Property Group LP 2.350% 1/30/22 500 493
Simon Property Group LP 3.375% 3/15/22 250 258
Simon Property Group LP 2.750% 2/1/23 400 395
Simon Property Group LP 3.750% 2/1/24 500 518
Simon Property Group LP 3.300% 1/15/26 100 99
Simon Property Group LP 3.250% 11/30/26 600 587
Simon Property Group LP 6.750% 2/1/40 300 392
Simon Property Group LP 4.750% 3/15/42 225 236
Simon Property Group LP 4.250% 11/30/46 500 483
Tanger Properties LP 3.875% 12/1/23 125 126
Tanger Properties LP 3.750% 12/1/24 200 198
Tanger Properties LP 3.125% 9/1/26 375 349
UDR Inc. 4.250% 6/1/18 400 411
UDR Inc. 3.700% 10/1/20 150 155
UDR Inc. 4.625% 1/10/22 2,575 2,750
UDR Inc. 2.950% 9/1/26 600 560
Ventas Realty LP 3.125% 6/15/23 850 837
Ventas Realty LP 3.750% 5/1/24 200 202
Ventas Realty LP 3.850% 4/1/27 275 273
Ventas Realty LP 5.700% 9/30/43 450 510
Ventas Realty LP / Ventas Capital Corp. 4.000% 4/30/19 575 594
Ventas Realty LP / Ventas Capital Corp. 2.700% 4/1/20 25 25
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 1,568 1,679
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 140 147
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 500 503
VEREIT Operating Partnership LP 4.875% 6/1/26 1,350 1,407
Vornado Realty LP 2.500% 6/30/19 275 277
Vornado Realty LP 5.000% 1/15/22 100 108
Washington Prime Group LP 3.850% 4/1/20 200 201
Washington REIT 4.950% 10/1/20 125 132
Washington REIT 3.950% 10/15/22 100 101
Weingarten Realty Investors 3.375% 10/15/22 200 202
Weingarten Realty Investors 3.500% 4/15/23 250 250
Weingarten Realty Investors 4.450% 1/15/24 75 79
Welltower Inc. 4.125% 4/1/19 300 310
Welltower Inc. 4.950% 1/15/21 750 805
Welltower Inc. 5.250% 1/15/22 2,601 2,853
Welltower Inc. 3.750% 3/15/23 325 333
Welltower Inc. 4.500% 1/15/24 125 132
Welltower Inc. 4.000% 6/1/25 1,125 1,141
Welltower Inc. 4.250% 4/1/26 450 463
Welltower Inc. 6.500% 3/15/41 200 245
WP Carey Inc. 4.600% 4/1/24 300 311
WP Carey Inc. 4.000% 2/1/25 200 197
WP Carey Inc. 4.250% 10/1/26 300 297
        1,116,400
Industrial (6.8%)        
Basic Industry (0.4%)        
Agrium Inc. 6.750% 1/15/19 1,350 1,456
Agrium Inc. 3.150% 10/1/22 2,310 2,318
Agrium Inc. 3.500% 6/1/23 275 277
Agrium Inc. 3.375% 3/15/25 550 543
Agrium Inc. 4.125% 3/15/35 250 241
Agrium Inc. 4.900% 6/1/43 125 130
Agrium Inc. 5.250% 1/15/45 500 546
Air Products & Chemicals Inc. 3.000% 11/3/21 190 195
Air Products & Chemicals Inc. 2.750% 2/3/23 200 200

 

 

Air Products & Chemicals Inc. 3.350% 7/31/24 700 721
Airgas Inc. 3.050% 8/1/20 200 206
Airgas Inc. 3.650% 7/15/24 750 779
Albemarle Corp. 4.150% 12/1/24 300 312
Albemarle Corp. 5.450% 12/1/44 325 359
Barrick Gold Corp. 4.100% 5/1/23 1,372 1,459
Barrick Gold Corp. 5.250% 4/1/42 500 542
Barrick North America Finance LLC 4.400% 5/30/21 461 493
Barrick North America Finance LLC 7.500% 9/15/38 25 32
Barrick North America Finance LLC 5.700% 5/30/41 750 855
Barrick North America Finance LLC 5.750% 5/1/43 850 987
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 450 512
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 802 814
BHP Billiton Finance USA Ltd. 3.850% 9/30/23 775 822
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 1,200 1,203
BHP Billiton Finance USA Ltd. 5.000% 9/30/43 1,500 1,680
Braskem Finance Ltd. 6.450% 2/3/24 200 215
Cabot Corp. 3.700% 7/15/22 50 51
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 1,400 1,474
Domtar Corp. 6.250% 9/1/42 50 49
Domtar Corp. 6.750% 2/15/44 400 425
Dow Chemical Co. 8.550% 5/15/19 1,810 2,051
Dow Chemical Co. 4.250% 11/15/20 1,630 1,727
Dow Chemical Co. 4.125% 11/15/21 2,035 2,157
Dow Chemical Co. 3.000% 11/15/22 700 707
Dow Chemical Co. 3.500% 10/1/24 600 610
Dow Chemical Co. 7.375% 11/1/29 100 136
Dow Chemical Co. 4.250% 10/1/34 350 349
Dow Chemical Co. 9.400% 5/15/39 960 1,511
Dow Chemical Co. 5.250% 11/15/41 375 412
Dow Chemical Co. 4.375% 11/15/42 900 891
Dow Chemical Co. 4.625% 10/1/44 500 511
Eastman Chemical Co. 5.500% 11/15/19 1,100 1,194
Eastman Chemical Co. 2.700% 1/15/20 400 405
Eastman Chemical Co. 3.600% 8/15/22 317 327
Eastman Chemical Co. 4.800% 9/1/42 400 409
Eastman Chemical Co. 4.650% 10/15/44 1,000 1,005
Ecolab Inc. 2.000% 1/14/19 200 201
Ecolab Inc. 2.250% 1/12/20 200 201
Ecolab Inc. 4.350% 12/8/21 463 500
Ecolab Inc. 3.250% 1/14/23 200 204
Ecolab Inc. 2.700% 11/1/26 600 570
Ecolab Inc. 5.500% 12/8/41 625 739
EI du Pont de Nemours & Co. 6.000% 7/15/18 700 739
EI du Pont de Nemours & Co. 4.625% 1/15/20 300 320
EI du Pont de Nemours & Co. 3.625% 1/15/21 1,420 1,476
EI du Pont de Nemours & Co. 4.250% 4/1/21 350 372
EI du Pont de Nemours & Co. 2.800% 2/15/23 75 74
EI du Pont de Nemours & Co. 6.500% 1/15/28 500 621
EI du Pont de Nemours & Co. 4.900% 1/15/41 650 705
EI du Pont de Nemours & Co. 4.150% 2/15/43 125 122
Fibria Overseas Finance Ltd. 5.250% 5/12/24 250 257
FMC Corp. 3.950% 2/1/22 150 154
FMC Corp. 4.100% 2/1/24 750 768
Georgia-Pacific LLC 8.875% 5/15/31 1,200 1,830
Goldcorp Inc. 3.625% 6/9/21 700 719
Goldcorp Inc. 3.700% 3/15/23 600 611

 

 

Goldcorp Inc. 5.450% 6/9/44 1,050 1,113
International Flavors & Fragrances Inc. 3.200% 5/1/23 50 50
International Paper Co. 7.500% 8/15/21 910 1,083
International Paper Co. 4.750% 2/15/22 1,888 2,048
International Paper Co. 3.650% 6/15/24 400 407
International Paper Co. 3.800% 1/15/26 350 354
International Paper Co. 3.000% 2/15/27 1,500 1,405
International Paper Co. 5.000% 9/15/35 150 160
International Paper Co. 7.300% 11/15/39 805 1,048
International Paper Co. 6.000% 11/15/41 300 348
International Paper Co. 4.800% 6/15/44 500 498
International Paper Co. 5.150% 5/15/46 525 548
International Paper Co. 4.400% 8/15/47 1,050 988
LYB International Finance BV 4.000% 7/15/23 500 521
LYB International Finance BV 5.250% 7/15/43 500 545
LYB International Finance BV 4.875% 3/15/44 400 412
LYB International Finance II BV 3.500% 3/2/27 400 393
LyondellBasell Industries NV 5.000% 4/15/19 850 896
LyondellBasell Industries NV 6.000% 11/15/21 3,175 3,588
LyondellBasell Industries NV 4.625% 2/26/55 950 893
Meadwestvaco Corp. 7.950% 2/15/31 300 404
Methanex Corp. 5.650% 12/1/44 200 192
Monsanto Co. 2.125% 7/15/19 800 800
Monsanto Co. 2.750% 7/15/21 600 601
Monsanto Co. 2.200% 7/15/22 175 168
Monsanto Co. 2.850% 4/15/25 250 239
Monsanto Co. 4.200% 7/15/34 400 395
Monsanto Co. 5.875% 4/15/38 375 436
Monsanto Co. 3.600% 7/15/42 250 212
Monsanto Co. 4.400% 7/15/44 400 389
Monsanto Co. 3.950% 4/15/45 1,300 1,185
Monsanto Co. 4.700% 7/15/64 600 558
Mosaic Co. 3.750% 11/15/21 1,115 1,150
Mosaic Co. 4.250% 11/15/23 1,500 1,555
Mosaic Co. 5.450% 11/15/33 100 105
Mosaic Co. 4.875% 11/15/41 130 121
Mosaic Co. 5.625% 11/15/43 150 154
Newmont Mining Corp. 5.125% 10/1/19 475 508
Newmont Mining Corp. 5.875% 4/1/35 325 358
Newmont Mining Corp. 6.250% 10/1/39 500 581
Newmont Mining Corp. 4.875% 3/15/42 950 953
Nucor Corp. 5.850% 6/1/18 875 917
Nucor Corp. 4.125% 9/15/22 200 214
Nucor Corp. 4.000% 8/1/23 325 343
Nucor Corp. 6.400% 12/1/37 1,325 1,684
Nucor Corp. 5.200% 8/1/43 400 454
Packaging Corp. of America 3.900% 6/15/22 275 287
Packaging Corp. of America 4.500% 11/1/23 425 454
Packaging Corp. of America 3.650% 9/15/24 500 504
Placer Dome Inc. 6.450% 10/15/35 375 435
Plum Creek Timberlands LP 4.700% 3/15/21 275 292
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 1,210 1,282
Potash Corp. of Saskatchewan Inc. 3.000% 4/1/25 250 237
Potash Corp. of Saskatchewan Inc. 4.000% 12/15/26 300 306
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 200 224
PPG Industries Inc. 2.300% 11/15/19 700 706
PPG Industries Inc. 3.600% 11/15/20 27 28

 

 

Praxair Inc. 4.500% 8/15/19 175 185
Praxair Inc. 4.050% 3/15/21 875 929
Praxair Inc. 3.000% 9/1/21 325 334
Praxair Inc. 2.450% 2/15/22 3,275 3,276
Praxair Inc. 2.650% 2/5/25 500 491
Praxair Inc. 3.550% 11/7/42 300 286
Rayonier Inc. 3.750% 4/1/22 125 125
Reliance Steel & Aluminum Co. 4.500% 4/15/23 225 234
Rio Tinto Alcan Inc. 6.125% 12/15/33 325 370
Rio Tinto Alcan Inc. 5.750% 6/1/35 450 496
Rio Tinto Finance USA Ltd. 9.000% 5/1/19 426 486
Rio Tinto Finance USA Ltd. 4.125% 5/20/21 175 186
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 1,000 1,047
Rio Tinto Finance USA Ltd. 3.750% 6/15/25 3,200 3,313
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 225 294
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 565 647
Rio Tinto Finance USA plc 3.500% 3/22/22 26 27
Rio Tinto Finance USA plc 4.750% 3/22/42 625 678
Rio Tinto Finance USA plc 4.125% 8/21/42 1,000 991
Rohm & Haas Co. 7.850% 7/15/29 300 419
RPM International Inc. 6.125% 10/15/19 75 82
RPM International Inc. 3.450% 11/15/22 250 253
RPM International Inc. 3.750% 3/15/27 150 150
RPM International Inc. 5.250% 6/1/45 50 54
Sherwin-Williams Co. 3.450% 8/1/25 900 903
Sherwin-Williams Co. 4.550% 8/1/45 270 273
Southern Copper Corp. 5.375% 4/16/20 200 216
Southern Copper Corp. 3.500% 11/8/22 1,600 1,604
Southern Copper Corp. 3.875% 4/23/25 650 653
Southern Copper Corp. 7.500% 7/27/35 425 519
Southern Copper Corp. 6.750% 4/16/40 250 282
Southern Copper Corp. 5.875% 4/23/45 2,650 2,756
Syngenta Finance NV 3.125% 3/28/22 250 251
Syngenta Finance NV 4.375% 3/28/42 150 137
Vale Canada Ltd. 7.200% 9/15/32 100 104
Vale Overseas Ltd. 5.625% 9/15/19 1,050 1,114
Vale Overseas Ltd. 5.875% 6/10/21 3,000 3,210
Vale Overseas Ltd. 4.375% 1/11/22 1,895 1,933
Vale Overseas Ltd. 6.250% 8/10/26 700 757
Vale Overseas Ltd. 8.250% 1/17/34 375 443
Vale Overseas Ltd. 6.875% 11/21/36 735 788
Vale Overseas Ltd. 6.875% 11/10/39 860 918
Vale SA 5.625% 9/11/42 2,550 2,410
Valspar Corp. 7.250% 6/15/19 350 384
Valspar Corp. 4.200% 1/15/22 25 26
Valspar Corp. 3.950% 1/15/26 600 609
9 Westlake Chemical Corp. 3.600% 8/15/26 2,200 2,154
9 Westlake Chemical Corp. 5.000% 8/15/46 600 614
Westrock MWV LLC 8.200% 1/15/30 500 676
WestRock RKT Co. 3.500% 3/1/20 1,725 1,770
WestRock RKT Co. 4.900% 3/1/22 250 271
Weyerhaeuser Co. 7.375% 10/1/19 1,075 1,203
Weyerhaeuser Co. 8.500% 1/15/25 150 197
Weyerhaeuser Co. 7.375% 3/15/32 625 821
Weyerhaeuser Co. 6.875% 12/15/33 125 152
Worthington Industries Inc. 4.550% 4/15/26 100 102

 

 

Yamana Gold Inc. 4.950% 7/15/24 640 645
 
Capital Goods (0.6%)        
3M Co. 1.375% 8/7/18 225 225
3M Co. 2.000% 8/7/20 325 327
3M Co. 1.625% 9/19/21 450 439
3M Co. 3.000% 8/7/25 350 354
3M Co. 2.250% 9/19/26 800 749
3M Co. 6.375% 2/15/28 350 451
3M Co. 5.700% 3/15/37 255 317
3M Co. 3.125% 9/19/46 500 442
ABB Finance USA Inc. 2.875% 5/8/22 375 379
ABB Finance USA Inc. 4.375% 5/8/42 150 157
Acuity Brands Lighting Inc. 6.000% 12/15/19 200 219
Bemis Co. Inc. 3.100% 9/15/26 300 291
Boeing Capital Corp. 4.700% 10/27/19 125 135
Boeing Co. 0.950% 5/15/18 125 124
Boeing Co. 6.000% 3/15/19 550 594
Boeing Co. 4.875% 2/15/20 525 570
Boeing Co. 1.650% 10/30/20 350 346
Boeing Co. 2.125% 3/1/22 800 791
Boeing Co. 2.200% 10/30/22 2,000 1,955
Boeing Co. 2.850% 10/30/24 200 200
Boeing Co. 2.600% 10/30/25 1,300 1,261
Boeing Co. 2.250% 6/15/26 250 237
Boeing Co. 2.800% 3/1/27 200 195
Boeing Co. 6.625% 2/15/38 100 135
Boeing Co. 6.875% 3/15/39 310 437
Boeing Co. 5.875% 2/15/40 545 697
Boeing Co. 3.500% 3/1/45 200 182
Boeing Co. 3.375% 6/15/46 750 688
Boeing Co. 3.650% 3/1/47 300 286
Carlisle Cos. Inc. 3.750% 11/15/22 175 173
Caterpillar Financial Services Corp. 1.800% 11/13/18 550 551
Caterpillar Financial Services Corp. 7.150% 2/15/19 435 476
Caterpillar Financial Services Corp. 1.350% 5/18/19 750 743
Caterpillar Financial Services Corp. 2.100% 6/9/19 500 502
Caterpillar Financial Services Corp. 2.250% 12/1/19 300 302
Caterpillar Financial Services Corp. 2.100% 1/10/20 900 901
Caterpillar Financial Services Corp. 2.000% 3/5/20 750 748
Caterpillar Financial Services Corp. 2.500% 11/13/20 500 503
Caterpillar Financial Services Corp. 1.700% 8/9/21 800 772
Caterpillar Financial Services Corp. 2.750% 8/20/21 200 202
Caterpillar Financial Services Corp. 1.931% 10/1/21 875 850
Caterpillar Financial Services Corp. 3.300% 6/9/24 730 736
Caterpillar Financial Services Corp. 3.250% 12/1/24 200 202
Caterpillar Financial Services Corp. 2.400% 8/9/26 200 189
Caterpillar Inc. 3.900% 5/27/21 720 761
Caterpillar Inc. 2.600% 6/26/22 125 125
Caterpillar Inc. 3.400% 5/15/24 750 771
Caterpillar Inc. 6.050% 8/15/36 720 895
Caterpillar Inc. 5.200% 5/27/41 500 573
Caterpillar Inc. 3.803% 8/15/42 1,329 1,261
Caterpillar Inc. 4.300% 5/15/44 1,000 1,018
Crane Co. 2.750% 12/15/18 550 557
Crane Co. 4.450% 12/15/23 400 420
CRH America Inc. 5.750% 1/15/21 985 1,085

 

 

Deere & Co. 2.600% 6/8/22 700 701
Deere & Co. 5.375% 10/16/29 455 545
Deere & Co. 8.100% 5/15/30 550 795
Deere & Co. 7.125% 3/3/31 400 549
Deere & Co. 3.900% 6/9/42 1,000 998
Dover Corp. 4.300% 3/1/21 145 154
Dover Corp. 6.600% 3/15/38 350 454
Dover Corp. 5.375% 3/1/41 480 564
Eaton Corp. 5.600% 5/15/18 550 571
Eaton Corp. 2.750% 11/2/22 1,175 1,168
Eaton Corp. 4.000% 11/2/32 815 825
Eaton Corp. 4.150% 11/2/42 75 74
Eaton Electric Holdings LLC 3.875% 12/15/20 150 157
Embraer Netherlands Finance BV 5.050% 6/15/25 650 669
Embraer Netherlands Finance BV 5.400% 2/1/27 500 513
9 Embraer Overseas Ltd. 5.696% 9/16/23 350 376
Emerson Electric Co. 5.250% 10/15/18 525 554
Emerson Electric Co. 4.875% 10/15/19 125 134
Emerson Electric Co. 4.250% 11/15/20 25 27
Emerson Electric Co. 2.625% 12/1/21 450 456
Emerson Electric Co. 2.625% 2/15/23 300 299
Emerson Electric Co. 3.150% 6/1/25 450 460
Emerson Electric Co. 6.000% 8/15/32 150 186
Emerson Electric Co. 5.250% 11/15/39 135 156
Exelis Inc. 5.550% 10/1/21 200 222
FLIR Systems Inc. 3.125% 6/15/21 200 201
Flowserve Corp. 3.500% 9/15/22 1,325 1,343
Flowserve Corp. 4.000% 11/15/23 375 387
9 Fortive Corp. 1.800% 6/15/19 100 99
9 Fortive Corp. 2.350% 6/15/21 700 691
9 Fortive Corp. 3.150% 6/15/26 585 578
9 Fortive Corp. 4.300% 6/15/46 475 474
Fortune Brands Home & Security Inc. 3.000% 6/15/20 275 279
Fortune Brands Home & Security Inc. 4.000% 6/15/25 250 258
General Dynamics Corp. 3.875% 7/15/21 250 266
General Dynamics Corp. 2.250% 11/15/22 900 884
General Dynamics Corp. 1.875% 8/15/23 350 333
General Dynamics Corp. 2.125% 8/15/26 350 324
General Dynamics Corp. 3.600% 11/15/42 125 119
General Electric Capital Corp. 5.625% 5/1/18 200 209
General Electric Capital Corp. 6.000% 8/7/19 1,383 1,519
General Electric Capital Corp. 2.100% 12/11/19 100 101
General Electric Capital Corp. 5.500% 1/8/20 2,739 3,004
General Electric Capital Corp. 2.200% 1/9/20 644 652
General Electric Capital Corp. 5.550% 5/4/20 780 863
General Electric Capital Corp. 4.375% 9/16/20 806 867
General Electric Capital Corp. 4.625% 1/7/21 490 532
General Electric Capital Corp. 5.300% 2/11/21 714 790
General Electric Capital Corp. 4.650% 10/17/21 1,369 1,503
General Electric Capital Corp. 3.150% 9/7/22 318 329
General Electric Capital Corp. 3.100% 1/9/23 991 1,018
General Electric Capital Corp. 3.450% 5/15/24 338 352
General Electric Capital Corp. 6.750% 3/15/32 1,885 2,541
General Electric Capital Corp. 6.150% 8/7/37 673 873
General Electric Capital Corp. 5.875% 1/14/38 2,187 2,762
General Electric Capital Corp. 6.875% 1/10/39 1,605 2,277
General Electric Co. 2.700% 10/9/22 1,900 1,914

 

 

General Electric Co. 3.375% 3/11/24 2,000 2,070
General Electric Co. 4.125% 10/9/42 2,050 2,084
General Electric Co. 4.500% 3/11/44 1,700 1,822
Harris Corp. 1.999% 4/27/18 225 225
Harris Corp. 2.700% 4/27/20 250 252
Harris Corp. 4.400% 12/15/20 1,400 1,489
Harris Corp. 3.832% 4/27/25 550 560
Harris Corp. 4.854% 4/27/35 350 375
Harris Corp. 6.150% 12/15/40 125 151
Harris Corp. 5.054% 4/27/45 325 355
Honeywell International Inc. 1.400% 10/30/19 475 471
Honeywell International Inc. 4.250% 3/1/21 805 866
Honeywell International Inc. 1.850% 11/1/21 750 734
Honeywell International Inc. 3.350% 12/1/23 1,325 1,374
Honeywell International Inc. 2.500% 11/1/26 400 378
Honeywell International Inc. 5.700% 3/15/37 105 132
Honeywell International Inc. 5.375% 3/1/41 1,355 1,642
Hubbell Inc. 3.350% 3/1/26 300 298
Illinois Tool Works Inc. 1.950% 3/1/19 200 202
Illinois Tool Works Inc. 6.250% 4/1/19 450 491
Illinois Tool Works Inc. 3.375% 9/15/21 105 110
Illinois Tool Works Inc. 3.500% 3/1/24 430 447
Illinois Tool Works Inc. 2.650% 11/15/26 900 867
Illinois Tool Works Inc. 4.875% 9/15/41 305 344
Illinois Tool Works Inc. 3.900% 9/1/42 1,825 1,819
Ingersoll-Rand Global Holding Co. Ltd. 6.875% 8/15/18 750 801
Ingersoll-Rand Global Holding Co. Ltd. 2.875% 1/15/19 325 331
Ingersoll-Rand Global Holding Co. Ltd. 4.250% 6/15/23 950 1,012
Ingersoll-Rand Global Holding Co. Ltd. 5.750% 6/15/43 325 384
Ingersoll-Rand Luxembourg Finance SA 3.550% 11/1/24 350 355
Ingersoll-Rand Luxembourg Finance SA 4.650% 11/1/44 250 257
John Deere Capital Corp. 1.750% 8/10/18 325 326
John Deere Capital Corp. 5.750% 9/10/18 530 561
John Deere Capital Corp. 1.650% 10/15/18 300 300
John Deere Capital Corp. 1.950% 1/8/19 700 704
John Deere Capital Corp. 2.250% 4/17/19 150 152
John Deere Capital Corp. 1.250% 10/9/19 2,300 2,268
John Deere Capital Corp. 1.700% 1/15/20 1,975 1,961
John Deere Capital Corp. 2.050% 3/10/20 750 750
John Deere Capital Corp. 2.200% 3/13/20 300 301
John Deere Capital Corp. 2.450% 9/11/20 275 277
John Deere Capital Corp. 3.900% 7/12/21 125 132
John Deere Capital Corp. 3.150% 10/15/21 305 313
John Deere Capital Corp. 2.650% 1/6/22 450 452
John Deere Capital Corp. 2.750% 3/15/22 75 76
John Deere Capital Corp. 2.800% 1/27/23 275 276
John Deere Capital Corp. 2.800% 3/6/23 1,500 1,504
John Deere Capital Corp. 3.350% 6/12/24 700 720
John Deere Capital Corp. 3.400% 9/11/25 325 335
John Deere Capital Corp. 2.650% 6/10/26 300 289
Johnson Controls International plc 5.000% 3/30/20 200 215
Johnson Controls International plc 4.250% 3/1/21 345 365
Johnson Controls International plc 3.750% 12/1/21 175 182
Johnson Controls International plc 3.625% 7/2/24 300 307
Johnson Controls International plc 3.900% 2/14/26 600 623
Johnson Controls International plc 6.000% 1/15/36 275 328
Johnson Controls International plc 5.700% 3/1/41 355 402

 

 

Johnson Controls International plc 4.625% 7/2/44 200 206
Johnson Controls International plc 5.125% 9/14/45 300 330
Johnson Controls International plc 4.950% 7/2/64 300 307
Kennametal Inc. 2.650% 11/1/19 200 200
Kennametal Inc. 3.875% 2/15/22 125 124
L3 Technologies Inc. 5.200% 10/15/19 825 884
L3 Technologies Inc. 4.750% 7/15/20 925 989
L3 Technologies Inc. 4.950% 2/15/21 575 618
L3 Technologies Inc. 3.950% 5/28/24 120 124
L3 Technologies Inc. 3.850% 12/15/26 200 203
Lafarge SA 7.125% 7/15/36 300 373
Leggett & Platt Inc. 3.800% 11/15/24 550 561
Legrand France SA 8.500% 2/15/25 250 323
Lennox International Inc. 3.000% 11/15/23 100 99
Lockheed Martin Corp. 1.850% 11/23/18 275 276
Lockheed Martin Corp. 4.250% 11/15/19 655 695
Lockheed Martin Corp. 2.500% 11/23/20 730 735
Lockheed Martin Corp. 3.350% 9/15/21 875 905
Lockheed Martin Corp. 3.100% 1/15/23 270 274
Lockheed Martin Corp. 2.900% 3/1/25 375 367
Lockheed Martin Corp. 3.550% 1/15/26 1,200 1,218
Lockheed Martin Corp. 3.600% 3/1/35 550 524
Lockheed Martin Corp. 4.500% 5/15/36 350 370
Lockheed Martin Corp. 6.150% 9/1/36 1,715 2,166
Lockheed Martin Corp. 5.500% 11/15/39 680 792
Lockheed Martin Corp. 5.720% 6/1/40 316 380
Lockheed Martin Corp. 4.850% 9/15/41 500 545
Lockheed Martin Corp. 3.800% 3/1/45 100 94
Lockheed Martin Corp. 4.700% 5/15/46 1,700 1,833
Martin Marietta Materials Inc. 6.600% 4/15/18 400 417
Masco Corp. 7.125% 3/15/20 350 394
Masco Corp. 3.500% 4/1/21 300 306
Masco Corp. 5.950% 3/15/22 300 336
Masco Corp. 4.450% 4/1/25 550 573
Masco Corp. 4.375% 4/1/26 400 417
Masco Corp. 7.750% 8/1/29 200 257
Mohawk Industries Inc. 3.850% 2/1/23 550 564
Northrop Grumman Corp. 1.750% 6/1/18 725 726
Northrop Grumman Corp. 5.050% 8/1/19 245 262
Northrop Grumman Corp. 3.500% 3/15/21 125 130
Northrop Grumman Corp. 3.250% 8/1/23 1,000 1,021
Northrop Grumman Corp. 3.200% 2/1/27 1,100 1,088
Northrop Grumman Corp. 5.050% 11/15/40 475 528
Northrop Grumman Corp. 4.750% 6/1/43 950 1,025
Owens Corning 4.200% 12/15/22 950 990
Owens Corning 4.200% 12/1/24 250 258
Owens Corning 3.400% 8/15/26 500 483
Parker-Hannifin Corp. 5.500% 5/15/18 1,725 1,801
Parker-Hannifin Corp. 3.500% 9/15/22 225 236
9 Parker-Hannifin Corp. 3.250% 3/1/27 600 597
Parker-Hannifin Corp. 6.250% 5/15/38 75 96
9 Parker-Hannifin Corp. 4.100% 3/1/47 500 503
Pentair Finance SA 2.650% 12/1/19 500 503
Precision Castparts Corp. 1.250% 1/15/18 1,650 1,648
Precision Castparts Corp. 2.250% 6/15/20 300 302
Precision Castparts Corp. 2.500% 1/15/23 925 913
Precision Castparts Corp. 3.250% 6/15/25 700 706

 

 

Precision Castparts Corp. 3.900% 1/15/43 375 365
Precision Castparts Corp. 4.375% 6/15/45 950 997
Raytheon Co. 3.125% 10/15/20 425 439
Raytheon Co. 2.500% 12/15/22 1,425 1,419
Raytheon Co. 3.150% 12/15/24 500 510
Raytheon Co. 7.200% 8/15/27 75 100
Raytheon Co. 4.875% 10/15/40 225 255
Raytheon Co. 4.700% 12/15/41 925 1,024
Republic Services Inc. 3.800% 5/15/18 735 751
Republic Services Inc. 5.500% 9/15/19 525 568
Republic Services Inc. 5.000% 3/1/20 500 540
Republic Services Inc. 5.250% 11/15/21 1,650 1,839
Republic Services Inc. 3.550% 6/1/22 1,300 1,348
Republic Services Inc. 3.200% 3/15/25 500 498
Republic Services Inc. 6.200% 3/1/40 475 598
Republic Services Inc. 5.700% 5/15/41 500 601
Rockwell Collins Inc. 1.950% 7/15/19 100 100
Rockwell Collins Inc. 5.250% 7/15/19 50 53
Rockwell Collins Inc. 3.100% 11/15/21 675 689
Rockwell Collins Inc. 2.800% 3/15/22 750 751
Rockwell Collins Inc. 3.200% 3/15/24 400 399
Rockwell Collins Inc. 4.800% 12/15/43 235 251
Rockwell Collins Inc. 4.350% 4/15/47 600 599
Roper Technologies Inc. 2.050% 10/1/18 1,175 1,179
Roper Technologies Inc. 6.250% 9/1/19 1,575 1,724
Roper Technologies Inc. 2.800% 12/15/21 400 400
Roper Technologies Inc. 3.800% 12/15/26 500 502
Snap-on Inc. 6.125% 9/1/21 300 345
Snap-on Inc. 3.250% 3/1/27 225 227
Sonoco Products Co. 5.750% 11/1/40 765 888
Spirit AeroSystems Inc. 5.250% 3/15/22 2,625 2,723
Spirit AeroSystems Inc. 3.850% 6/15/26 335 331
Stanley Black & Decker Inc. 1.622% 11/17/18 300 299
Stanley Black & Decker Inc. 2.451% 11/17/18 400 401
Stanley Black & Decker Inc. 3.400% 12/1/21 450 467
Stanley Black & Decker Inc. 5.200% 9/1/40 150 167
Textron Inc. 4.300% 3/1/24 625 656
Textron Inc. 3.875% 3/1/25 200 203
Textron Inc. 4.000% 3/15/26 300 306
Textron Inc. 3.650% 3/15/27 100 99
Timken CO 3.875% 9/1/24 200 197
United Technologies Corp. 1.500% 11/1/19 400 397
United Technologies Corp. 4.500% 4/15/20 445 479
United Technologies Corp. 1.950% 11/1/21 900 881
United Technologies Corp. 3.100% 6/1/22 1,600 1,644
United Technologies Corp. 2.650% 11/1/26 1,075 1,035
United Technologies Corp. 6.700% 8/1/28 200 260
United Technologies Corp. 7.500% 9/15/29 100 139
United Technologies Corp. 5.400% 5/1/35 400 464
United Technologies Corp. 6.050% 6/1/36 285 356
United Technologies Corp. 6.125% 7/15/38 1,000 1,276
United Technologies Corp. 5.700% 4/15/40 625 761
United Technologies Corp. 4.500% 6/1/42 2,725 2,882
United Technologies Corp. 4.150% 5/15/45 50 50
United Technologies Corp. 3.750% 11/1/46 800 751
Vulcan Materials Co. 7.500% 6/15/21 400 468
Vulcan Materials Co. 4.500% 4/1/25 250 264

 

 

9 Wabtec Corp. 3.450% 11/15/26 700 681
Waste Management Inc. 4.600% 3/1/21 275 297
Waste Management Inc. 2.400% 5/15/23 350 344
Waste Management Inc. 3.500% 5/15/24 700 726
Waste Management Inc. 3.125% 3/1/25 250 251
Waste Management Inc. 3.900% 3/1/35 250 249
Waste Management Inc. 4.100% 3/1/45 500 501
WW Grainger Inc. 4.600% 6/15/45 1,050 1,134
WW Grainger Inc. 3.750% 5/15/46 325 307
Xylem Inc. 3.250% 11/1/26 300 296
Xylem Inc. 4.375% 11/1/46 400 396
 
Communication (1.0%)        
21st Century Fox America Inc. 6.900% 3/1/19 660 718
21st Century Fox America Inc. 5.650% 8/15/20 500 550
21st Century Fox America Inc. 4.500% 2/15/21 671 714
21st Century Fox America Inc. 3.000% 9/15/22 500 500
21st Century Fox America Inc. 4.000% 10/1/23 275 288
21st Century Fox America Inc. 3.700% 9/15/24 500 511
21st Century Fox America Inc. 3.700% 10/15/25 450 456
21st Century Fox America Inc. 6.550% 3/15/33 392 477
21st Century Fox America Inc. 6.200% 12/15/34 975 1,155
21st Century Fox America Inc. 6.400% 12/15/35 1,550 1,877
21st Century Fox America Inc. 8.150% 10/17/36 385 536
21st Century Fox America Inc. 6.150% 3/1/37 970 1,146
21st Century Fox America Inc. 6.900% 8/15/39 475 609
21st Century Fox America Inc. 6.150% 2/15/41 350 417
21st Century Fox America Inc. 5.400% 10/1/43 1,675 1,825
21st Century Fox America Inc. 4.750% 9/15/44 450 452
9 21st Century Fox America Inc. 4.750% 11/15/46 200 201
9 Activision Blizzard Inc. 2.300% 9/15/21 500 490
9 Activision Blizzard Inc. 3.400% 9/15/26 1,700 1,657
America Movil SAB de CV 5.000% 10/16/19 850 908
America Movil SAB de CV 5.000% 3/30/20 1,460 1,568
America Movil SAB de CV 3.125% 7/16/22 1,050 1,057
America Movil SAB de CV 6.375% 3/1/35 250 295
America Movil SAB de CV 6.125% 11/15/37 300 349
America Movil SAB de CV 6.125% 3/30/40 2,710 3,165
America Movil SAB de CV 4.375% 7/16/42 425 405
American Tower Corp. 2.800% 6/1/20 600 604
American Tower Corp. 5.050% 9/1/20 155 167
American Tower Corp. 3.300% 2/15/21 600 609
American Tower Corp. 5.900% 11/1/21 3,249 3,634
American Tower Corp. 2.250% 1/15/22 350 337
American Tower Corp. 5.000% 2/15/24 2,150 2,321
American Tower Corp. 4.000% 6/1/25 425 430
American Tower Corp. 3.375% 10/15/26 639 611
American Tower Corp. 3.125% 1/15/27 325 304
AT&T Corp. 8.250% 11/15/31 1,031 1,402
AT&T Inc. 5.600% 5/15/18 250 261
AT&T Inc. 2.375% 11/27/18 1,050 1,057
AT&T Inc. 5.800% 2/15/19 225 240
AT&T Inc. 2.300% 3/11/19 625 628
AT&T Inc. 5.875% 10/1/19 2,180 2,358
AT&T Inc. 5.200% 3/15/20 1,150 1,244
AT&T Inc. 2.450% 6/30/20 1,950 1,950
AT&T Inc. 4.600% 2/15/21 425 452

 

 

AT&T Inc. 5.000% 3/1/21 925 1,002
AT&T Inc. 4.450% 5/15/21 485 516
AT&T Inc. 3.875% 8/15/21 5,815 6,052
AT&T Inc. 3.000% 2/15/22 600 599
AT&T Inc. 3.200% 3/1/22 1,175 1,184
AT&T Inc. 3.000% 6/30/22 2,000 1,988
AT&T Inc. 2.625% 12/1/22 875 855
AT&T Inc. 3.600% 2/17/23 2,650 2,685
AT&T Inc. 3.800% 3/1/24 550 554
AT&T Inc. 4.450% 4/1/24 575 602
AT&T Inc. 3.950% 1/15/25 2,225 2,237
AT&T Inc. 3.400% 5/15/25 3,500 3,380
AT&T Inc. 4.125% 2/17/26 900 913
AT&T Inc. 4.250% 3/1/27 2,025 2,057
AT&T Inc. 6.450% 6/15/34 795 906
AT&T Inc. 4.500% 5/15/35 800 755
AT&T Inc. 5.250% 3/1/37 2,050 2,088
AT&T Inc. 6.500% 9/1/37 348 408
AT&T Inc. 6.300% 1/15/38 710 816
AT&T Inc. 6.550% 2/15/39 610 715
AT&T Inc. 6.350% 3/15/40 275 315
AT&T Inc. 5.350% 9/1/40 2,555 2,610
AT&T Inc. 6.375% 3/1/41 1,225 1,402
AT&T Inc. 5.550% 8/15/41 160 169
AT&T Inc. 5.150% 3/15/42 825 819
AT&T Inc. 4.300% 12/15/42 1,873 1,665
AT&T Inc. 4.800% 6/15/44 2,550 2,385
AT&T Inc. 4.350% 6/15/45 1,325 1,166
AT&T Inc. 4.750% 5/15/46 2,250 2,093
AT&T Inc. 5.650% 2/15/47 750 791
AT&T Inc. 5.450% 3/1/47 2,750 2,811
AT&T Inc. 4.500% 3/9/48 3,218 2,860
AT&T Inc. 4.550% 3/9/49 1,187 1,059
AT&T Inc. 5.700% 3/1/57 750 769
AT&T Mobility LLC 7.125% 12/15/31 400 503
Bellsouth Capital Funding Corp. 7.875% 2/15/30 278 344
BellSouth LLC 6.875% 10/15/31 206 241
BellSouth LLC 6.550% 6/15/34 211 236
BellSouth LLC 6.000% 11/15/34 94 101
BellSouth Telecommunications LLC 6.375% 6/1/28 790 892
British Telecommunications plc 2.350% 2/14/19 700 703
British Telecommunications plc 9.125% 12/15/30 1,778 2,662
CBS Corp. 2.300% 8/15/19 350 351
CBS Corp. 5.750% 4/15/20 360 395
CBS Corp. 4.300% 2/15/21 550 581
CBS Corp. 3.375% 3/1/22 725 740
CBS Corp. 3.700% 8/15/24 575 583
CBS Corp. 3.500% 1/15/25 500 497
CBS Corp. 2.900% 1/15/27 800 745
CBS Corp. 7.875% 7/30/30 350 474
CBS Corp. 5.500% 5/15/33 200 217
CBS Corp. 4.850% 7/1/42 475 480
CBS Corp. 4.900% 8/15/44 700 710
CBS Corp. 4.600% 1/15/45 650 635
CC Holdings GS V LLC / Crown Castle GS III        
Corp. 3.849% 4/15/23 1,000 1,024

 

 

Charter Communications Operating LLC /        
Charter Communications Operating Capital 3.579% 7/23/20 850 874
Charter Communications Operating LLC /        
Charter Communications Operating Capital 4.464% 7/23/22 750 790
Charter Communications Operating LLC /        
Charter Communications Operating Capital 4.908% 7/23/25 3,650 3,854
Charter Communications Operating LLC /        
Charter Communications Operating Capital 6.384% 10/23/35 1,375 1,562
Charter Communications Operating LLC /        
Charter Communications Operating Capital 6.484% 10/23/45 2,475 2,851
9 Charter Communications Operating LLC /        
Charter Communications Operating Capital 5.375% 5/1/47 1,000 1,007
Charter Communications Operating LLC /        
Charter Communications Operating Capital 6.834% 10/23/55 325 377
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 1,108 1,482
Comcast Corp. 5.700% 5/15/18 1,475 1,543
Comcast Corp. 5.700% 7/1/19 1,305 1,414
Comcast Corp. 3.125% 7/15/22 100 102
Comcast Corp. 2.750% 3/1/23 1,625 1,619
Comcast Corp. 3.000% 2/1/24 2,200 2,197
Comcast Corp. 3.600% 3/1/24 350 359
Comcast Corp. 3.375% 8/15/25 1,000 1,009
Comcast Corp. 3.150% 3/1/26 3,000 2,950
Comcast Corp. 2.350% 1/15/27 1,000 916
Comcast Corp. 3.300% 2/1/27 1,500 1,487
Comcast Corp. 4.250% 1/15/33 2,450 2,521
Comcast Corp. 7.050% 3/15/33 1,125 1,493
Comcast Corp. 4.200% 8/15/34 100 101
Comcast Corp. 5.650% 6/15/35 1,450 1,707
Comcast Corp. 6.500% 11/15/35 1,075 1,373
Comcast Corp. 3.200% 7/15/36 650 577
Comcast Corp. 6.450% 3/15/37 900 1,146
Comcast Corp. 6.950% 8/15/37 1,220 1,636
Comcast Corp. 6.400% 5/15/38 600 765
Comcast Corp. 4.650% 7/15/42 1,410 1,470
Comcast Corp. 4.500% 1/15/43 225 228
Comcast Corp. 4.750% 3/1/44 665 700
Comcast Corp. 4.600% 8/15/45 1,175 1,211
Comcast Corp. 3.400% 7/15/46 925 790
Crown Castle International Corp. 3.400% 2/15/21 1,600 1,627
Crown Castle International Corp. 2.250% 9/1/21 300 292
Crown Castle International Corp. 4.875% 4/15/22 550 592
Crown Castle International Corp. 5.250% 1/15/23 1,000 1,091
Crown Castle International Corp. 4.450% 2/15/26 1,200 1,249
Crown Castle International Corp. 3.700% 6/15/26 650 639
Crown Castle International Corp. 4.000% 3/1/27 350 353
Deutsche Telekom International Finance BV 6.750% 8/20/18 325 346
Deutsche Telekom International Finance BV 6.000% 7/8/19 675 731
Deutsche Telekom International Finance BV 8.750% 6/15/30 2,750 4,011
Discovery Communications LLC 5.625% 8/15/19 300 324
Discovery Communications LLC 4.375% 6/15/21 655 690
Discovery Communications LLC 3.300% 5/15/22 375 373
Discovery Communications LLC 3.250% 4/1/23 500 489
Discovery Communications LLC 3.800% 3/13/24 350 347
Discovery Communications LLC 3.450% 3/15/25 1,000 946
Discovery Communications LLC 4.900% 3/11/26 650 676

 

 

Discovery Communications LLC 6.350% 6/1/40 500 526
Discovery Communications LLC 4.875% 4/1/43 625 565
Electronic Arts Inc. 3.700% 3/1/21 725 751
Electronic Arts Inc. 4.800% 3/1/26 375 406
Grupo Televisa SAB 6.000% 5/15/18 1,400 1,460
Grupo Televisa SAB 6.625% 3/18/25 450 522
Grupo Televisa SAB 4.625% 1/30/26 1,000 1,031
Grupo Televisa SAB 8.500% 3/11/32 50 62
Grupo Televisa SAB 6.625% 1/15/40 500 544
Grupo Televisa SAB 5.000% 5/13/45 100 91
Grupo Televisa SAB 6.125% 1/31/46 650 675
Historic TW Inc. 6.625% 5/15/29 76 93
Interpublic Group of Cos. Inc. 3.750% 2/15/23 500 508
Interpublic Group of Cos. Inc. 4.200% 4/15/24 825 850
Koninklijke KPN NV 8.375% 10/1/30 600 803
Moody's Corp. 2.750% 7/15/19 400 405
Moody's Corp. 5.500% 9/1/20 500 548
Moody's Corp. 2.750% 12/15/21 375 375
Moody's Corp. 4.500% 9/1/22 1,300 1,392
Moody's Corp. 5.250% 7/15/44 275 307
NBCUniversal Media LLC 5.150% 4/30/20 925 1,009
NBCUniversal Media LLC 4.375% 4/1/21 205 220
NBCUniversal Media LLC 2.875% 1/15/23 1,425 1,426
NBCUniversal Media LLC 6.400% 4/30/40 350 445
NBCUniversal Media LLC 5.950% 4/1/41 1,075 1,304
NBCUniversal Media LLC 4.450% 1/15/43 400 402
New Cingular Wireless Services Inc. 8.750% 3/1/31 155 219
Omnicom Group Inc. 6.250% 7/15/19 175 191
Omnicom Group Inc. 4.450% 8/15/20 500 533
Omnicom Group Inc. 3.625% 5/1/22 1,100 1,138
Omnicom Group Inc. 3.650% 11/1/24 900 910
Omnicom Group Inc. 3.600% 4/15/26 1,950 1,949
Orange SA 5.375% 7/8/19 1,025 1,095
Orange SA 1.625% 11/3/19 800 787
Orange SA 4.125% 9/14/21 902 951
Orange SA 9.000% 3/1/31 2,285 3,366
Orange SA 5.375% 1/13/42 575 638
Orange SA 5.500% 2/6/44 435 493
Pacific Bell Telephone Co. 7.125% 3/15/26 200 244
Qwest Corp. 6.750% 12/1/21 410 449
Qwest Corp. 6.875% 9/15/33 1,018 1,008
Qwest Corp. 7.125% 11/15/43 950 931
RELX Capital Inc. 8.625% 1/15/19 259 287
RELX Capital Inc. 3.125% 10/15/22 705 702
Rogers Communications Inc. 6.800% 8/15/18 950 1,014
Rogers Communications Inc. 3.000% 3/15/23 230 230
Rogers Communications Inc. 4.100% 10/1/23 225 237
Rogers Communications Inc. 3.625% 12/15/25 475 480
Rogers Communications Inc. 4.500% 3/15/43 540 540
Rogers Communications Inc. 5.000% 3/15/44 950 1,022
S&P Global Inc. 2.500% 8/15/18 350 353
S&P Global Inc. 3.300% 8/14/20 450 462
S&P Global Inc. 4.000% 6/15/25 1,000 1,028
S&P Global Inc. 4.400% 2/15/26 875 929
9 S&P Global Inc. 2.950% 1/22/27 625 590
S&P Global Inc. 6.550% 11/15/37 350 419
Scripps Networks Interactive Inc. 2.750% 11/15/19 500 506

 

 

Scripps Networks Interactive Inc. 2.800% 6/15/20 325 328
Scripps Networks Interactive Inc. 3.900% 11/15/24 250 254
Telefonica Emisiones SAU 3.192% 4/27/18 1,025 1,038
Telefonica Emisiones SAU 5.877% 7/15/19 910 978
Telefonica Emisiones SAU 5.134% 4/27/20 705 759
Telefonica Emisiones SAU 5.462% 2/16/21 350 384
Telefonica Emisiones SAU 4.570% 4/27/23 1,000 1,068
Telefonica Emisiones SAU 4.103% 3/8/27 500 502
Telefonica Emisiones SAU 7.045% 6/20/36 1,485 1,825
Telefonica Emisiones SAU 5.213% 3/8/47 1,500 1,510
Telefonica Europe BV 8.250% 9/15/30 780 1,059
TELUS Corp. 2.800% 2/16/27 1,150 1,085
Thomson Reuters Corp. 6.500% 7/15/18 50 53
Thomson Reuters Corp. 4.700% 10/15/19 125 133
Thomson Reuters Corp. 4.300% 11/23/23 600 634
Thomson Reuters Corp. 3.850% 9/29/24 1,500 1,534
Thomson Reuters Corp. 3.350% 5/15/26 500 488
Thomson Reuters Corp. 5.500% 8/15/35 350 377
Thomson Reuters Corp. 5.850% 4/15/40 1,425 1,583
Thomson Reuters Corp. 5.650% 11/23/43 1,375 1,523
Time Warner Cable LLC 6.750% 7/1/18 475 503
Time Warner Cable LLC 8.750% 2/14/19 1,250 1,397
Time Warner Cable LLC 8.250% 4/1/19 700 780
Time Warner Cable LLC 5.000% 2/1/20 2,045 2,175
Time Warner Cable LLC 4.125% 2/15/21 500 520
Time Warner Cable LLC 4.000% 9/1/21 850 881
Time Warner Cable LLC 6.550% 5/1/37 550 631
Time Warner Cable LLC 7.300% 7/1/38 1,435 1,775
Time Warner Cable LLC 6.750% 6/15/39 1,600 1,877
Time Warner Cable LLC 5.875% 11/15/40 700 746
Time Warner Cable LLC 5.500% 9/1/41 750 768
Time Warner Cable LLC 4.500% 9/15/42 800 725
Time Warner Cos. Inc. 7.570% 2/1/24 1,000 1,230
Time Warner Cos. Inc. 6.950% 1/15/28 1,795 2,216
Time Warner Entertainment Co. LP 8.375% 3/15/23 800 998
Time Warner Entertainment Co. LP 8.375% 7/15/33 650 862
Time Warner Inc. 2.100% 6/1/19 550 551
Time Warner Inc. 4.875% 3/15/20 1,240 1,329
Time Warner Inc. 4.700% 1/15/21 700 750
Time Warner Inc. 4.750% 3/29/21 600 644
Time Warner Inc. 4.000% 1/15/22 205 214
Time Warner Inc. 4.050% 12/15/23 75 78
Time Warner Inc. 3.550% 6/1/24 525 526
Time Warner Inc. 3.600% 7/15/25 825 815
Time Warner Inc. 3.875% 1/15/26 350 350
Time Warner Inc. 3.800% 2/15/27 2,000 1,981
Time Warner Inc. 7.625% 4/15/31 635 854
Time Warner Inc. 7.700% 5/1/32 1,390 1,900
Time Warner Inc. 6.200% 3/15/40 150 171
Time Warner Inc. 6.100% 7/15/40 825 927
Time Warner Inc. 6.250% 3/29/41 325 373
Time Warner Inc. 5.375% 10/15/41 205 213
Time Warner Inc. 4.900% 6/15/42 250 245
Time Warner Inc. 5.350% 12/15/43 125 128
Time Warner Inc. 4.650% 6/1/44 725 684
Verizon Communications Inc. 3.650% 9/14/18 3,630 3,726
Verizon Communications Inc. 1.375% 8/15/19 950 936

 

 

Verizon Communications Inc. 2.625% 2/21/20 848 858
Verizon Communications Inc. 4.500% 9/15/20 1,105 1,178
Verizon Communications Inc. 3.450% 3/15/21 300 307
Verizon Communications Inc. 4.600% 4/1/21 2,040 2,179
Verizon Communications Inc. 1.750% 8/15/21 950 909
Verizon Communications Inc. 3.000% 11/1/21 3,300 3,318
Verizon Communications Inc. 3.500% 11/1/21 1,040 1,066
9 Verizon Communications Inc. 2.946% 3/15/22 557 555
Verizon Communications Inc. 3.125% 3/16/22 1,500 1,504
Verizon Communications Inc. 2.450% 11/1/22 2,925 2,818
Verizon Communications Inc. 5.150% 9/15/23 5,515 6,055
Verizon Communications Inc. 4.150% 3/15/24 1,300 1,349
Verizon Communications Inc. 3.500% 11/1/24 1,000 992
Verizon Communications Inc. 2.625% 8/15/26 2,025 1,850
Verizon Communications Inc. 4.125% 3/16/27 3,000 3,051
Verizon Communications Inc. 7.750% 12/1/30 400 544
Verizon Communications Inc. 5.050% 3/15/34 845 859
Verizon Communications Inc. 4.400% 11/1/34 2,200 2,074
Verizon Communications Inc. 4.272% 1/15/36 1,819 1,673
Verizon Communications Inc. 5.250% 3/16/37 3,750 3,872
9 Verizon Communications Inc. 4.812% 3/15/39 300 292
Verizon Communications Inc. 4.750% 11/1/41 700 674
Verizon Communications Inc. 3.850% 11/1/42 1,250 1,042
Verizon Communications Inc. 6.550% 9/15/43 750 926
Verizon Communications Inc. 4.125% 8/15/46 2,480 2,131
Verizon Communications Inc. 4.862% 8/21/46 2,567 2,448
Verizon Communications Inc. 5.500% 3/16/47 1,125 1,179
Verizon Communications Inc. 4.522% 9/15/48 2,716 2,471
9 Verizon Communications Inc. 5.012% 4/15/49 4,166 4,012
Verizon Communications Inc. 5.012% 8/21/54 4,363 4,126
Verizon Communications Inc. 4.672% 3/15/55 4,302 3,837
Viacom Inc. 5.625% 9/15/19 750 806
Viacom Inc. 2.750% 12/15/19 825 834
Viacom Inc. 3.875% 12/15/21 495 513
Viacom Inc. 3.125% 6/15/22 75 74
Viacom Inc. 4.250% 9/1/23 1,375 1,415
Viacom Inc. 3.875% 4/1/24 625 625
Viacom Inc. 4.850% 12/15/34 375 362
Viacom Inc. 6.875% 4/30/36 940 1,077
Viacom Inc. 4.375% 3/15/43 1,212 1,049
Viacom Inc. 5.850% 9/1/43 1,075 1,127
Viacom Inc. 5.250% 4/1/44 150 147
Vodafone Group plc 4.625% 7/15/18 125 129
Vodafone Group plc 5.450% 6/10/19 775 830
Vodafone Group plc 2.500% 9/26/22 450 439
Vodafone Group plc 2.950% 2/19/23 670 658
Vodafone Group plc 7.875% 2/15/30 425 563
Vodafone Group plc 6.250% 11/30/32 350 409
Vodafone Group plc 6.150% 2/27/37 605 695
Vodafone Group plc 4.375% 2/19/43 2,300 2,102
Walt Disney Co. 1.650% 1/8/19 350 351
Walt Disney Co. 1.850% 5/30/19 725 728
Walt Disney Co. 1.950% 3/4/20 600 601
Walt Disney Co. 2.150% 9/17/20 1,200 1,206
Walt Disney Co. 2.300% 2/12/21 550 554
Walt Disney Co. 2.550% 2/15/22 932 938
Walt Disney Co. 2.450% 3/4/22 375 375

 

 

Walt Disney Co. 2.350% 12/1/22 25 25
Walt Disney Co. 3.150% 9/17/25 500 509
Walt Disney Co. 3.000% 2/13/26 670 669
Walt Disney Co. 1.850% 7/30/26 670 605
Walt Disney Co. 7.000% 3/1/32 50 70
Walt Disney Co. 4.375% 8/16/41 325 343
Walt Disney Co. 4.125% 12/1/41 350 357
Walt Disney Co. 3.700% 12/1/42 450 431
Walt Disney Co. 4.125% 6/1/44 1,400 1,443
WPP Finance 2010 4.750% 11/21/21 1,496 1,608
WPP Finance 2010 3.750% 9/19/24 525 532
WPP Finance 2010 5.125% 9/7/42 1,050 1,046
 
Consumer Cyclical (0.8%)        
Advance Auto Parts Inc. 5.750% 5/1/20 100 109
Advance Auto Parts Inc. 4.500% 1/15/22 175 185
Advance Auto Parts Inc. 4.500% 12/1/23 400 421
Alibaba Group Holding Ltd. 2.500% 11/28/19 1,325 1,332
Alibaba Group Holding Ltd. 3.125% 11/28/21 300 302
Alibaba Group Holding Ltd. 3.600% 11/28/24 1,600 1,614
Alibaba Group Holding Ltd. 4.500% 11/28/34 600 623
Amazon.com Inc. 2.600% 12/5/19 900 917
Amazon.com Inc. 3.300% 12/5/21 2,575 2,675
Amazon.com Inc. 2.500% 11/29/22 475 472
Amazon.com Inc. 3.800% 12/5/24 400 424
Amazon.com Inc. 4.800% 12/5/34 975 1,078
Amazon.com Inc. 4.950% 12/5/44 975 1,097
American Honda Finance Corp. 1.550% 12/11/17 1,700 1,701
American Honda Finance Corp. 1.600% 7/13/18 500 501
American Honda Finance Corp. 2.125% 10/10/18 450 453
American Honda Finance Corp. 1.200% 7/12/19 800 789
American Honda Finance Corp. 2.250% 8/15/19 800 807
American Honda Finance Corp. 2.000% 2/14/20 200 201
American Honda Finance Corp. 2.450% 9/24/20 725 731
American Honda Finance Corp. 1.650% 7/12/21 500 484
American Honda Finance Corp. 1.700% 9/9/21 850 825
American Honda Finance Corp. 2.900% 2/16/24 500 499
American Honda Finance Corp. 2.300% 9/9/26 250 232
Automatic Data Processing Inc. 2.250% 9/15/20 650 657
Automatic Data Processing Inc. 3.375% 9/15/25 675 695
AutoNation Inc. 6.750% 4/15/18 250 262
AutoNation Inc. 5.500% 2/1/20 180 193
AutoNation Inc. 3.350% 1/15/21 500 506
AutoNation Inc. 4.500% 10/1/25 500 517
AutoZone Inc. 7.125% 8/1/18 750 801
AutoZone Inc. 3.700% 4/15/22 600 622
AutoZone Inc. 2.875% 1/15/23 200 197
AutoZone Inc. 3.125% 7/15/23 275 273
AutoZone Inc. 3.250% 4/15/25 260 255
AutoZone Inc. 3.125% 4/21/26 300 286
Bed Bath & Beyond Inc. 3.749% 8/1/24 100 100
Bed Bath & Beyond Inc. 4.915% 8/1/34 175 165
Bed Bath & Beyond Inc. 5.165% 8/1/44 525 465
Best Buy Co. Inc. 5.500% 3/15/21 125 135
Block Financial LLC 4.125% 10/1/20 313 320
Block Financial LLC 5.500% 11/1/22 300 319
Block Financial LLC 5.250% 10/1/25 350 362

 

 

BorgWarner Inc. 4.625% 9/15/20 50 53
BorgWarner Inc. 3.375% 3/15/25 250 249
BorgWarner Inc. 4.375% 3/15/45 500 488
Carnival Corp. 3.950% 10/15/20 450 474
Coach Inc. 4.250% 4/1/25 450 455
Costco Wholesale Corp. 1.700% 12/15/19 850 851
Costco Wholesale Corp. 1.750% 2/15/20 25 25
Costco Wholesale Corp. 2.250% 2/15/22 300 299
Cummins Inc. 3.650% 10/1/23 350 365
Cummins Inc. 7.125% 3/1/28 150 195
Cummins Inc. 4.875% 10/1/43 400 446
CVS Health Corp. 1.900% 7/20/18 4,500 4,509
CVS Health Corp. 2.250% 12/5/18 575 579
CVS Health Corp. 2.800% 7/20/20 500 508
CVS Health Corp. 2.125% 6/1/21 1,700 1,668
CVS Health Corp. 3.500% 7/20/22 950 979
CVS Health Corp. 2.750% 12/1/22 975 965
CVS Health Corp. 4.750% 12/1/22 250 271
CVS Health Corp. 3.375% 8/12/24 660 661
CVS Health Corp. 3.875% 7/20/25 2,457 2,531
CVS Health Corp. 2.875% 6/1/26 1,250 1,190
CVS Health Corp. 5.300% 12/5/43 500 558
CVS Health Corp. 5.125% 7/20/45 3,450 3,799
Daimler Finance North America LLC 8.500% 1/18/31 1,205 1,819
Delphi Automotive plc 3.150% 11/19/20 350 357
Delphi Automotive plc 4.250% 1/15/26 700 732
Delphi Automotive plc 4.400% 10/1/46 225 214
Delphi Corp. 4.150% 3/15/24 475 498
Dollar General Corp. 3.250% 4/15/23 800 800
Dollar General Corp. 4.150% 11/1/25 500 516
Dollar General Corp. 3.875% 4/15/27 150 150
DR Horton Inc. 3.750% 3/1/19 300 308
DR Horton Inc. 4.375% 9/15/22 250 264
DR Horton Inc. 4.750% 2/15/23 300 320
DR Horton Inc. 5.750% 8/15/23 700 787
eBay Inc. 2.200% 8/1/19 1,100 1,103
eBay Inc. 3.250% 10/15/20 125 129
eBay Inc. 2.875% 8/1/21 450 454
eBay Inc. 3.800% 3/9/22 500 520
eBay Inc. 2.600% 7/15/22 1,000 983
eBay Inc. 3.450% 8/1/24 800 801
eBay Inc. 4.000% 7/15/42 400 339
Expedia Inc. 5.950% 8/15/20 1,750 1,923
Expedia Inc. 4.500% 8/15/24 435 455
Expedia Inc. 5.000% 2/15/26 200 214
Ford Motor Co. 4.346% 12/8/26 1,100 1,120
Ford Motor Co. 6.625% 10/1/28 575 684
Ford Motor Co. 6.375% 2/1/29 275 315
Ford Motor Co. 7.450% 7/16/31 2,425 3,041
Ford Motor Co. 4.750% 1/15/43 950 886
Ford Motor Co. 7.400% 11/1/46 300 384
Ford Motor Co. 5.291% 12/8/46 1,000 1,002
Ford Motor Credit Co. LLC 5.000% 5/15/18 2,150 2,221
Ford Motor Credit Co. LLC 2.875% 10/1/18 390 395
Ford Motor Credit Co. LLC 2.551% 10/5/18 625 630
Ford Motor Credit Co. LLC 2.943% 1/8/19 900 912
Ford Motor Credit Co. LLC 2.262% 3/28/19 900 902

 

 

Ford Motor Credit Co. LLC 2.021% 5/3/19 200 199
Ford Motor Credit Co. LLC 1.897% 8/12/19 400 396
Ford Motor Credit Co. LLC 2.597% 11/4/19 750 754
Ford Motor Credit Co. LLC 2.681% 1/9/20 1,500 1,511
Ford Motor Credit Co. LLC 8.125% 1/15/20 775 890
Ford Motor Credit Co. LLC 3.157% 8/4/20 1,100 1,117
Ford Motor Credit Co. LLC 3.200% 1/15/21 850 860
Ford Motor Credit Co. LLC 3.336% 3/18/21 1,500 1,518
Ford Motor Credit Co. LLC 5.875% 8/2/21 1,375 1,529
Ford Motor Credit Co. LLC 3.219% 1/9/22 2,850 2,860
Ford Motor Credit Co. LLC 3.339% 3/28/22 850 853
Ford Motor Credit Co. LLC 4.250% 9/20/22 775 807
Ford Motor Credit Co. LLC 4.375% 8/6/23 850 887
Ford Motor Credit Co. LLC 3.810% 1/9/24 700 702
Ford Motor Credit Co. LLC 3.664% 9/8/24 500 492
Ford Motor Credit Co. LLC 4.134% 8/4/25 900 903
General Motors Co. 3.500% 10/2/18 425 434
General Motors Co. 4.875% 10/2/23 980 1,046
General Motors Co. 4.000% 4/1/25 325 325
General Motors Co. 5.000% 4/1/35 680 670
General Motors Co. 6.600% 4/1/36 100 115
General Motors Co. 6.250% 10/2/43 1,060 1,161
General Motors Co. 5.200% 4/1/45 1,995 1,972
General Motors Co. 6.750% 4/1/46 665 779
General Motors Financial Co. Inc. 3.000% 9/25/17 155 156
General Motors Financial Co. Inc. 3.250% 5/15/18 335 340
General Motors Financial Co. Inc. 6.750% 6/1/18 825 870
General Motors Financial Co. Inc. 3.100% 1/15/19 1,150 1,169
General Motors Financial Co. Inc. 2.400% 5/9/19 2,000 2,004
General Motors Financial Co. Inc. 3.500% 7/10/19 1,025 1,053
General Motors Financial Co. Inc. 2.350% 10/4/19 500 500
General Motors Financial Co. Inc. 3.150% 1/15/20 555 564
General Motors Financial Co. Inc. 3.200% 7/13/20 1,600 1,627
General Motors Financial Co. Inc. 3.700% 11/24/20 975 1,003
General Motors Financial Co. Inc. 4.200% 3/1/21 625 651
General Motors Financial Co. Inc. 3.200% 7/6/21 1,600 1,606
General Motors Financial Co. Inc. 4.375% 9/25/21 375 394
General Motors Financial Co. Inc. 3.450% 1/14/22 900 908
General Motors Financial Co. Inc. 3.450% 4/10/22 1,515 1,523
General Motors Financial Co. Inc. 3.700% 5/9/23 1,000 1,008
General Motors Financial Co. Inc. 4.250% 5/15/23 525 541
General Motors Financial Co. Inc. 4.000% 1/15/25 650 653
General Motors Financial Co. Inc. 5.250% 3/1/26 575 616
General Motors Financial Co. Inc. 4.000% 10/6/26 600 591
General Motors Financial Co. Inc. 4.350% 1/17/27 725 731
Harley-Davidson Inc. 3.500% 7/28/25 400 406
Harley-Davidson Inc. 4.625% 7/28/45 800 812
Harman International Industries Inc. 4.150% 5/15/25 275 281
Home Depot Inc. 2.250% 9/10/18 725 733
Home Depot Inc. 2.000% 6/15/19 1,300 1,311
Home Depot Inc. 2.000% 4/1/21 2,175 2,162
Home Depot Inc. 4.400% 4/1/21 600 648
Home Depot Inc. 2.625% 6/1/22 840 847
Home Depot Inc. 2.700% 4/1/23 600 605
Home Depot Inc. 3.750% 2/15/24 900 953
Home Depot Inc. 3.350% 9/15/25 500 514
Home Depot Inc. 3.000% 4/1/26 1,500 1,496

 

 

Home Depot Inc. 5.875% 12/16/36 2,245 2,840
Home Depot Inc. 5.400% 9/15/40 100 120
Home Depot Inc. 5.950% 4/1/41 275 352
Home Depot Inc. 4.200% 4/1/43 1,250 1,286
Home Depot Inc. 4.875% 2/15/44 1,250 1,413
Home Depot Inc. 4.250% 4/1/46 620 644
Home Depot Inc. 3.500% 9/15/56 1,100 958
Hyatt Hotels Corp. 3.375% 7/15/23 800 807
Kohl's Corp. 4.000% 11/1/21 845 860
Kohl's Corp. 4.250% 7/17/25 625 601
Kohl's Corp. 5.550% 7/17/45 350 314
Lear Corp. 5.250% 1/15/25 700 737
Lowe's Cos. Inc. 1.150% 4/15/19 100 99
Lowe's Cos. Inc. 4.625% 4/15/20 445 476
Lowe's Cos. Inc. 3.750% 4/15/21 205 216
Lowe's Cos. Inc. 3.800% 11/15/21 250 265
Lowe's Cos. Inc. 3.120% 4/15/22 450 464
Lowe's Cos. Inc. 3.875% 9/15/23 300 319
Lowe's Cos. Inc. 3.125% 9/15/24 300 304
Lowe's Cos. Inc. 3.375% 9/15/25 475 484
Lowe's Cos. Inc. 2.500% 4/15/26 900 855
Lowe's Cos. Inc. 6.875% 2/15/28 192 252
Lowe's Cos. Inc. 5.500% 10/15/35 850 1,001
Lowe's Cos. Inc. 5.800% 4/15/40 1,280 1,578
Lowe's Cos. Inc. 5.125% 11/15/41 500 571
Lowe's Cos. Inc. 4.650% 4/15/42 1,275 1,372
Lowe's Cos. Inc. 5.000% 9/15/43 100 113
Lowe's Cos. Inc. 4.250% 9/15/44 225 229
Lowe's Cos. Inc. 4.375% 9/15/45 475 490
Lowe's Cos. Inc. 3.700% 4/15/46 850 790
Macy's Retail Holdings Inc. 3.450% 1/15/21 310 312
Macy's Retail Holdings Inc. 3.875% 1/15/22 150 149
Macy's Retail Holdings Inc. 2.875% 2/15/23 530 496
Macy's Retail Holdings Inc. 4.375% 9/1/23 1,250 1,243
Macy's Retail Holdings Inc. 3.625% 6/1/24 75 72
Macy's Retail Holdings Inc. 6.900% 4/1/29 475 503
Macy's Retail Holdings Inc. 4.500% 12/15/34 800 695
Macy's Retail Holdings Inc. 6.375% 3/15/37 475 483
Macy's Retail Holdings Inc. 5.125% 1/15/42 275 238
Magna International Inc. 3.625% 6/15/24 450 460
Magna International Inc. 4.150% 10/1/25 300 317
Marriott International Inc. 3.375% 10/15/20 850 874
Marriott International Inc. 2.875% 3/1/21 500 506
Marriott International Inc. 3.125% 10/15/21 350 356
Marriott International Inc. 2.300% 1/15/22 400 391
Marriott International Inc. 3.125% 2/15/23 250 247
Marriott International Inc. 3.750% 3/15/25 525 535
Marriott International Inc. 3.750% 10/1/25 200 203
Marriott International Inc. 3.125% 6/15/26 595 573
Marriott International Inc. 4.500% 10/1/34 175 177
Mastercard Inc. 2.000% 4/1/19 250 252
Mastercard Inc. 2.000% 11/21/21 350 347
Mastercard Inc. 3.375% 4/1/24 625 646
Mastercard Inc. 2.950% 11/21/26 510 507
Mastercard Inc. 3.800% 11/21/46 350 344
McDonald's Corp. 2.100% 12/7/18 200 201
McDonald's Corp. 1.875% 5/29/19 250 251

 

 

McDonald's Corp. 2.750% 12/9/20 725 735
McDonald's Corp. 2.625% 1/15/22 4,092 4,085
McDonald's Corp. 3.375% 5/26/25 1,780 1,785
McDonald's Corp. 3.700% 1/30/26 1,125 1,146
McDonald's Corp. 3.500% 3/1/27 200 200
McDonald's Corp. 4.700% 12/9/35 575 601
McDonald's Corp. 6.300% 3/1/38 100 124
McDonald's Corp. 5.700% 2/1/39 375 435
McDonald's Corp. 3.700% 2/15/42 1,225 1,106
McDonald's Corp. 3.625% 5/1/43 275 242
McDonald's Corp. 4.600% 5/26/45 1,125 1,137
McDonald's Corp. 4.875% 12/9/45 1,225 1,297
Metropolitan Museum of Art New York        
Revenue 3.400% 7/1/45 225 207
NIKE Inc. 2.250% 5/1/23 50 49
NIKE Inc. 2.375% 11/1/26 2,000 1,869
NIKE Inc. 3.625% 5/1/43 125 116
NIKE Inc. 3.875% 11/1/45 925 892
NIKE Inc. 3.375% 11/1/46 250 220
Nordstrom Inc. 4.750% 5/1/20 750 797
Nordstrom Inc. 4.000% 10/15/21 585 609
Nordstrom Inc. 4.000% 3/15/27 400 398
Nordstrom Inc. 6.950% 3/15/28 200 243
Nordstrom Inc. 5.000% 1/15/44 672 636
NVR Inc. 3.950% 9/15/22 400 413
O'Reilly Automotive Inc. 4.875% 1/14/21 50 54
O'Reilly Automotive Inc. 4.625% 9/15/21 400 428
O'Reilly Automotive Inc. 3.800% 9/1/22 255 264
O'Reilly Automotive Inc. 3.850% 6/15/23 300 311
O'Reilly Automotive Inc. 3.550% 3/15/26 200 199
PACCAR Financial Corp. 1.750% 8/14/18 75 75
PACCAR Financial Corp. 1.300% 5/10/19 650 644
PACCAR Financial Corp. 2.200% 9/15/19 150 151
PACCAR Financial Corp. 2.500% 8/14/20 225 228
PACCAR Financial Corp. 2.250% 2/25/21 200 199
Priceline Group Inc. 3.650% 3/15/25 100 101
Priceline Group Inc. 3.600% 6/1/26 1,300 1,293
QVC Inc. 3.125% 4/1/19 625 634
QVC Inc. 5.125% 7/2/22 25 26
QVC Inc. 4.375% 3/15/23 75 75
QVC Inc. 4.850% 4/1/24 725 729
QVC Inc. 4.450% 2/15/25 300 291
QVC Inc. 5.950% 3/15/43 325 298
Ralph Lauren Corp. 2.125% 9/26/18 200 201
Ralph Lauren Corp. 2.625% 8/18/20 225 227
Signet UK Finance plc 4.700% 6/15/24 250 243
Staples Inc. 4.375% 1/12/23 300 307
Starbucks Corp. 2.100% 2/4/21 350 351
Starbucks Corp. 2.700% 6/15/22 350 356
Starbucks Corp. 3.850% 10/1/23 800 858
Starbucks Corp. 2.450% 6/15/26 400 383
Starbucks Corp. 4.300% 6/15/45 175 184
Target Corp. 2.300% 6/26/19 1,550 1,569
Target Corp. 3.875% 7/15/20 145 153
Target Corp. 2.900% 1/15/22 900 916
Target Corp. 3.500% 7/1/24 1,325 1,357
Target Corp. 2.500% 4/15/26 200 187

 

 

Target Corp. 6.350% 11/1/32 363 460
Target Corp. 6.500% 10/15/37 450 588
Target Corp. 7.000% 1/15/38 300 415
Target Corp. 4.000% 7/1/42 1,150 1,113
Target Corp. 3.625% 4/15/46 800 722
TJX Cos. Inc. 2.750% 6/15/21 400 407
TJX Cos. Inc. 2.500% 5/15/23 700 689
TJX Cos. Inc. 2.250% 9/15/26 1,400 1,284
Toyota Motor Credit Corp. 1.200% 4/6/18 1,000 997
Toyota Motor Credit Corp. 1.550% 7/13/18 500 500
Toyota Motor Credit Corp. 2.000% 10/24/18 1,125 1,130
Toyota Motor Credit Corp. 1.700% 1/9/19 800 800
Toyota Motor Credit Corp. 2.100% 1/17/19 1,000 1,008
Toyota Motor Credit Corp. 1.700% 2/19/19 800 801
Toyota Motor Credit Corp. 1.400% 5/20/19 1,500 1,488
Toyota Motor Credit Corp. 2.125% 7/18/19 1,000 1,007
Toyota Motor Credit Corp. 2.150% 3/12/20 1,250 1,255
Toyota Motor Credit Corp. 4.250% 1/11/21 300 321
Toyota Motor Credit Corp. 1.900% 4/8/21 1,000 984
Toyota Motor Credit Corp. 2.750% 5/17/21 500 507
Toyota Motor Credit Corp. 3.400% 9/15/21 305 317
Toyota Motor Credit Corp. 2.600% 1/11/22 700 703
Toyota Motor Credit Corp. 3.300% 1/12/22 950 983
Toyota Motor Credit Corp. 2.800% 7/13/22 700 704
Toyota Motor Credit Corp. 2.625% 1/10/23 550 547
Toyota Motor Credit Corp. 2.250% 10/18/23 300 290
Toyota Motor Credit Corp. 3.200% 1/11/27 550 551
VF Corp. 3.500% 9/1/21 405 421
VF Corp. 6.450% 11/1/37 300 387
Visa Inc. 2.200% 12/14/20 2,200 2,209
Visa Inc. 2.800% 12/14/22 1,500 1,513
Visa Inc. 3.150% 12/14/25 2,725 2,736
Visa Inc. 4.150% 12/14/35 900 942
Visa Inc. 4.300% 12/14/45 2,750 2,885
Wal-Mart Stores Inc. 1.125% 4/11/18 2,225 2,221
Wal-Mart Stores Inc. 1.950% 12/15/18 750 756
Wal-Mart Stores Inc. 3.625% 7/8/20 550 580
Wal-Mart Stores Inc. 3.250% 10/25/20 1,635 1,706
Wal-Mart Stores Inc. 4.250% 4/15/21 1,215 1,316
Wal-Mart Stores Inc. 2.550% 4/11/23 575 575
Wal-Mart Stores Inc. 3.300% 4/22/24 225 233
Wal-Mart Stores Inc. 5.875% 4/5/27 2,365 2,920
Wal-Mart Stores Inc. 5.250% 9/1/35 1,455 1,707
Wal-Mart Stores Inc. 6.500% 8/15/37 2,310 3,082
Wal-Mart Stores Inc. 6.200% 4/15/38 1,450 1,876
Wal-Mart Stores Inc. 5.000% 10/25/40 1,265 1,436
Wal-Mart Stores Inc. 5.625% 4/15/41 1,615 1,984
Wal-Mart Stores Inc. 4.000% 4/11/43 1,120 1,113
Wal-Mart Stores Inc. 4.750% 10/2/43 1,625 1,806
Wal-Mart Stores Inc. 4.300% 4/22/44 450 469
Walgreen Co. 5.250% 1/15/19 231 244
Walgreen Co. 3.100% 9/15/22 800 805
Walgreen Co. 4.400% 9/15/42 300 290
Walgreens Boots Alliance Inc. 1.750% 5/30/18 800 801
Walgreens Boots Alliance Inc. 2.700% 11/18/19 600 608
Walgreens Boots Alliance Inc. 2.600% 6/1/21 1,000 1,002
Walgreens Boots Alliance Inc. 3.300% 11/18/21 2,000 2,052

 

 

Walgreens Boots Alliance Inc. 3.100% 6/1/23 450 450
Walgreens Boots Alliance Inc. 3.800% 11/18/24 1,025 1,045
Walgreens Boots Alliance Inc. 3.450% 6/1/26 1,325 1,296
Walgreens Boots Alliance Inc. 4.500% 11/18/34 600 600
Walgreens Boots Alliance Inc. 4.800% 11/18/44 1,480 1,503
Walgreens Boots Alliance Inc. 4.650% 6/1/46 575 573
Western Union Co. 3.600% 3/15/22 1,100 1,108
Western Union Co. 6.200% 11/17/36 425 434
Western Union Co. 6.200% 6/21/40 110 113
Wyndham Worldwide Corp. 4.250% 3/1/22 500 521
Wyndham Worldwide Corp. 3.900% 3/1/23 175 177
Wyndham Worldwide Corp. 5.100% 10/1/25 250 266
Wyndham Worldwide Corp. 4.500% 4/1/27 300 302
 
Consumer Noncyclical (1.7%)        
Abbott Laboratories 5.125% 4/1/19 646 684
Abbott Laboratories 2.350% 11/22/19 2,500 2,510
Abbott Laboratories 2.000% 3/15/20 750 744
Abbott Laboratories 2.800% 9/15/20 355 359
Abbott Laboratories 2.900% 11/30/21 2,500 2,508
Abbott Laboratories 2.550% 3/15/22 3,175 3,122
Abbott Laboratories 3.250% 4/15/23 700 698
Abbott Laboratories 3.400% 11/30/23 1,650 1,665
Abbott Laboratories 2.950% 3/15/25 100 96
Abbott Laboratories 3.750% 11/30/26 2,200 2,199
Abbott Laboratories 4.750% 11/30/36 1,275 1,313
Abbott Laboratories 6.150% 11/30/37 350 414
Abbott Laboratories 6.000% 4/1/39 200 231
Abbott Laboratories 5.300% 5/27/40 310 335
Abbott Laboratories 4.750% 4/15/43 550 555
Abbott Laboratories 4.900% 11/30/46 2,800 2,898
AbbVie Inc. 1.800% 5/14/18 1,950 1,952
AbbVie Inc. 2.000% 11/6/18 1,675 1,680
AbbVie Inc. 2.500% 5/14/20 2,375 2,392
AbbVie Inc. 2.300% 5/14/21 625 617
AbbVie Inc. 2.900% 11/6/22 2,450 2,436
AbbVie Inc. 3.200% 11/6/22 900 907
AbbVie Inc. 2.850% 5/14/23 775 759
AbbVie Inc. 3.600% 5/14/25 2,420 2,422
AbbVie Inc. 3.200% 5/14/26 1,300 1,246
AbbVie Inc. 4.500% 5/14/35 1,495 1,484
AbbVie Inc. 4.300% 5/14/36 750 725
AbbVie Inc. 4.400% 11/6/42 1,764 1,683
AbbVie Inc. 4.700% 5/14/45 3,057 3,029
AbbVie Inc. 4.450% 5/14/46 1,250 1,193
Actavis Funding SCS 2.450% 6/15/19 325 327
Actavis Funding SCS 3.000% 3/12/20 2,437 2,474
Actavis Funding SCS 3.450% 3/15/22 1,957 1,991
Actavis Funding SCS 3.850% 6/15/24 750 762
Actavis Funding SCS 3.800% 3/15/25 2,557 2,573
Actavis Funding SCS 4.550% 3/15/35 1,600 1,604
Actavis Funding SCS 4.850% 6/15/44 1,845 1,864
Actavis Funding SCS 4.750% 3/15/45 1,750 1,761
Actavis Inc. 3.250% 10/1/22 1,400 1,409
Actavis Inc. 4.625% 10/1/42 1,125 1,101
Agilent Technologies Inc. 5.000% 7/15/20 200 216
Agilent Technologies Inc. 3.200% 10/1/22 1,000 1,010

 

 

Agilent Technologies Inc. 3.875% 7/15/23 300 311
Agilent Technologies Inc. 3.050% 9/22/26 450 429
Allergan Inc. 2.800% 3/15/23 225 217
Altria Group Inc. 9.250% 8/6/19 613 712
Altria Group Inc. 2.625% 1/14/20 950 962
Altria Group Inc. 4.750% 5/5/21 950 1,029
Altria Group Inc. 2.850% 8/9/22 1,150 1,152
Altria Group Inc. 2.950% 5/2/23 200 199
Altria Group Inc. 4.000% 1/31/24 1,100 1,156
Altria Group Inc. 2.625% 9/16/26 350 331
Altria Group Inc. 4.250% 8/9/42 635 622
Altria Group Inc. 4.500% 5/2/43 650 661
Altria Group Inc. 5.375% 1/31/44 1,325 1,511
Altria Group Inc. 3.875% 9/16/46 1,225 1,135
AmerisourceBergen Corp. 3.500% 11/15/21 2,850 2,940
AmerisourceBergen Corp. 3.400% 5/15/24 300 304
AmerisourceBergen Corp. 3.250% 3/1/25 375 377
AmerisourceBergen Corp. 4.250% 3/1/45 400 392
Amgen Inc. 5.700% 2/1/19 780 834
Amgen Inc. 2.200% 5/22/19 1,600 1,610
Amgen Inc. 2.125% 5/1/20 495 495
Amgen Inc. 3.450% 10/1/20 275 286
Amgen Inc. 4.100% 6/15/21 1,360 1,438
Amgen Inc. 1.850% 8/19/21 500 485
Amgen Inc. 3.875% 11/15/21 1,465 1,542
Amgen Inc. 2.700% 5/1/22 225 225
Amgen Inc. 3.625% 5/15/22 625 649
Amgen Inc. 2.250% 8/19/23 800 764
Amgen Inc. 3.625% 5/22/24 1,000 1,025
Amgen Inc. 2.600% 8/19/26 900 831
Amgen Inc. 4.950% 10/1/41 100 105
Amgen Inc. 4.400% 5/1/45 1,675 1,625
Amgen Inc. 4.563% 6/15/48 1,969 1,957
Amgen Inc. 4.663% 6/15/51 4,514 4,516
Anheuser-Busch Cos. LLC 5.000% 3/1/19 225 238
Anheuser-Busch Cos. LLC 6.800% 8/20/32 900 1,219
Anheuser-Busch Cos. LLC 6.500% 5/1/42 325 434
Anheuser-Busch InBev Finance Inc. 1.900% 2/1/19 3,500 3,504
Anheuser-Busch InBev Finance Inc. 2.150% 2/1/19 1,800 1,811
Anheuser-Busch InBev Finance Inc. 2.650% 2/1/21 5,385 5,418
Anheuser-Busch InBev Finance Inc. 2.625% 1/17/23 500 492
Anheuser-Busch InBev Finance Inc. 3.300% 2/1/23 4,520 4,603
Anheuser-Busch InBev Finance Inc. 3.700% 2/1/24 400 413
Anheuser-Busch InBev Finance Inc. 3.650% 2/1/26 8,500 8,585
Anheuser-Busch InBev Finance Inc. 4.700% 2/1/36 4,770 5,027
Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43 1,000 951
Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44 475 492
Anheuser-Busch InBev Finance Inc. 4.900% 2/1/46 8,840 9,543
Anheuser-Busch InBev Worldwide Inc. 7.750% 1/15/19 3,020 3,322
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 725 814
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 1,835 1,993
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 2,265 2,456
Anheuser-Busch InBev Worldwide Inc. 3.750% 1/15/22 1,584 1,659
Anheuser-Busch InBev Worldwide Inc. 2.500% 7/15/22 1,850 1,828
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 735 1,117
Anheuser-Busch InBev Worldwide Inc. 6.375% 1/15/40 250 328
Anheuser-Busch InBev Worldwide Inc. 4.950% 1/15/42 1,650 1,773

 

 

Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 1,750 1,602
Archer-Daniels-Midland Co. 4.479% 3/1/21 631 684
Archer-Daniels-Midland Co. 2.500% 8/11/26 1,000 950
Archer-Daniels-Midland Co. 5.935% 10/1/32 280 342
Archer-Daniels-Midland Co. 4.535% 3/26/42 350 373
Archer-Daniels-Midland Co. 4.016% 4/16/43 400 397
Ascension Health 3.945% 11/15/46 475 468
6 Ascension Health 4.847% 11/15/53 250 276
AstraZeneca plc 1.750% 11/16/18 700 700
AstraZeneca plc 1.950% 9/18/19 625 624
AstraZeneca plc 2.375% 11/16/20 1,400 1,400
AstraZeneca plc 3.375% 11/16/25 1,250 1,259
AstraZeneca plc 6.450% 9/15/37 1,705 2,225
AstraZeneca plc 4.000% 9/18/42 150 145
AstraZeneca plc 4.375% 11/16/45 900 915
Baxalta Inc. 2.000% 6/22/18 225 226
Baxalta Inc. 2.875% 6/23/20 675 684
Baxalta Inc. 3.600% 6/23/22 325 332
Baxalta Inc. 4.000% 6/23/25 1,150 1,170
Baxalta Inc. 5.250% 6/23/45 705 770
Baxter International Inc. 1.700% 8/15/21 400 387
Baxter International Inc. 2.600% 8/15/26 400 375
Baxter International Inc. 3.500% 8/15/46 325 278
Baylor Scott & White Holdings Texas        
Revenue 4.185% 11/15/45 325 323
Beam Suntory Inc. 3.250% 5/15/22 25 25
Beam Suntory Inc. 3.250% 6/15/23 50 50
Becton Dickinson & Co. 2.675% 12/15/19 676 686
Becton Dickinson & Co. 3.250% 11/12/20 1,500 1,546
Becton Dickinson & Co. 3.125% 11/8/21 440 449
Becton Dickinson & Co. 3.300% 3/1/23 225 227
Becton Dickinson & Co. 3.734% 12/15/24 636 655
Becton Dickinson & Co. 4.685% 12/15/44 800 835
Biogen Inc. 2.900% 9/15/20 1,460 1,486
Biogen Inc. 3.625% 9/15/22 1,125 1,158
Biogen Inc. 4.050% 9/15/25 1,225 1,268
Biogen Inc. 5.200% 9/15/45 1,745 1,887
Boston Children's Hospital Corp. Revenue 4.115% 1/1/47 200 203
Boston Scientific Corp. 2.650% 10/1/18 1,600 1,617
Boston Scientific Corp. 6.000% 1/15/20 575 630
Boston Scientific Corp. 3.375% 5/15/22 200 204
Boston Scientific Corp. 4.125% 10/1/23 125 131
Boston Scientific Corp. 3.850% 5/15/25 300 305
Boston Scientific Corp. 7.000% 11/15/35 200 243
Boston Scientific Corp. 7.375% 1/15/40 400 501
Bristol-Myers Squibb Co. 1.600% 2/27/19 500 500
Bristol-Myers Squibb Co. 1.750% 3/1/19 175 175
Bristol-Myers Squibb Co. 2.000% 8/1/22 1,200 1,163
Bristol-Myers Squibb Co. 3.250% 11/1/23 125 128
Bristol-Myers Squibb Co. 5.875% 11/15/36 402 499
Bristol-Myers Squibb Co. 3.250% 8/1/42 465 406
Bristol-Myers Squibb Co. 4.500% 3/1/44 205 218
Brown-Forman Corp. 2.250% 1/15/23 100 97
Brown-Forman Corp. 4.500% 7/15/45 325 344
Bunge Ltd. Finance Corp. 8.500% 6/15/19 775 878
Bunge Ltd. Finance Corp. 3.250% 8/15/26 300 289
Campbell Soup Co. 3.300% 3/19/25 700 708

 

 

Campbell Soup Co. 3.800% 8/2/42 200 186
Cardinal Health Inc. 1.950% 6/15/18 800 802
Cardinal Health Inc. 4.625% 12/15/20 590 636
Cardinal Health Inc. 3.200% 3/15/23 325 329
Cardinal Health Inc. 3.750% 9/15/25 325 335
Cardinal Health Inc. 4.600% 3/15/43 175 172
Cardinal Health Inc. 4.500% 11/15/44 225 223
Cardinal Health Inc. 4.900% 9/15/45 450 464
Catholic Health Initiatives Colorado GO 2.950% 11/1/22 200 194
6 Catholic Health Initiatives Colorado GO 4.350% 11/1/42 650 566
Celgene Corp. 2.125% 8/15/18 475 477
Celgene Corp. 2.300% 8/15/18 600 604
Celgene Corp. 2.250% 5/15/19 450 452
Celgene Corp. 2.875% 8/15/20 1,150 1,167
Celgene Corp. 3.950% 10/15/20 800 840
Celgene Corp. 3.250% 8/15/22 500 507
Celgene Corp. 3.550% 8/15/22 625 643
Celgene Corp. 4.000% 8/15/23 450 470
Celgene Corp. 3.625% 5/15/24 650 658
Celgene Corp. 3.875% 8/15/25 1,575 1,610
Celgene Corp. 5.700% 10/15/40 75 83
Celgene Corp. 5.250% 8/15/43 850 895
Celgene Corp. 4.625% 5/15/44 650 645
Celgene Corp. 5.000% 8/15/45 1,325 1,383
Children's Hospital Medical Center Ohio GO 4.268% 5/15/44 150 155
Church & Dwight Co. Inc. 2.450% 12/15/19 400 403
City of Hope 5.623% 11/15/43 250 295
Cleveland Clinic Foundation Ohio Revenue 4.858% 1/1/14 325 315
Clorox Co. 3.800% 11/15/21 2,575 2,712
Clorox Co. 3.500% 12/15/24 600 619
Coca-Cola Bottling Co. Consolidated 3.800% 11/25/25 350 357
Coca-Cola Co. 1.150% 4/1/18 757 755
Coca-Cola Co. 1.650% 11/1/18 425 427
Coca-Cola Co. 1.375% 5/30/19 400 398
Coca-Cola Co. 1.875% 10/27/20 750 749
Coca-Cola Co. 2.450% 11/1/20 800 814
Coca-Cola Co. 3.150% 11/15/20 1,052 1,098
Coca-Cola Co. 1.550% 9/1/21 800 780
Coca-Cola Co. 3.300% 9/1/21 1,210 1,264
Coca-Cola Co. 3.200% 11/1/23 1,650 1,699
Coca-Cola Co. 2.875% 10/27/25 1,025 1,015
Coca-Cola Co. 2.550% 6/1/26 325 313
Coca-Cola Co. 2.250% 9/1/26 1,000 935
Coca-Cola Enterprises Inc. 3.500% 9/15/20 600 623
Coca-Cola Enterprises Inc. 4.500% 9/1/21 200 214
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 375 395
Coca-Cola Femsa SAB de CV 3.875% 11/26/23 1,200 1,231
Coca-Cola Femsa SAB de CV 5.250% 11/26/43 650 715
Colgate-Palmolive Co. 1.750% 3/15/19 1,200 1,205
Colgate-Palmolive Co. 2.450% 11/15/21 2,515 2,546
Colgate-Palmolive Co. 1.950% 2/1/23 500 489
Colgate-Palmolive Co. 2.100% 5/1/23 275 267
Colgate-Palmolive Co. 3.250% 3/15/24 375 388
Colgate-Palmolive Co. 4.000% 8/15/45 450 461
Conagra Brands Inc. 3.250% 9/15/22 750 755
Conagra Brands Inc. 3.200% 1/25/23 1,133 1,141
Conagra Brands Inc. 7.000% 10/1/28 100 124

 

 

Constellation Brands Inc. 3.875% 11/15/19 275 286
Constellation Brands Inc. 3.750% 5/1/21 350 363
Constellation Brands Inc. 6.000% 5/1/22 425 482
Constellation Brands Inc. 4.250% 5/1/23 1,000 1,053
Constellation Brands Inc. 4.750% 11/15/24 375 404
Constellation Brands Inc. 4.750% 12/1/25 500 538
Constellation Brands Inc. 3.700% 12/6/26 400 399
Covidien International Finance SA 4.200% 6/15/20 400 424
Covidien International Finance SA 3.200% 6/15/22 1,500 1,533
CR Bard Inc. 4.400% 1/15/21 90 96
CR Bard Inc. 3.000% 5/15/26 325 313
Danaher Corp. 1.650% 9/15/18 600 600
Danaher Corp. 2.400% 9/15/20 400 404
Danaher Corp. 3.350% 9/15/25 500 515
Danaher Corp. 4.375% 9/15/45 375 395
Delhaize America LLC 9.000% 4/15/31 475 685
Diageo Capital plc 4.828% 7/15/20 500 541
Diageo Capital plc 2.625% 4/29/23 2,000 1,980
Diageo Capital plc 5.875% 9/30/36 250 308
Diageo Investment Corp. 2.875% 5/11/22 700 712
Diageo Investment Corp. 4.250% 5/11/42 650 658
Dignity Health California GO 2.637% 11/1/19 200 202
Dignity Health California GO 3.125% 11/1/22 150 150
Dignity Health California GO 3.812% 11/1/24 100 100
Dignity Health California GO 4.500% 11/1/42 550 508
Dignity Health California GO 5.267% 11/1/64 225 221
Dr Pepper Snapple Group Inc. 6.820% 5/1/18 464 489
Dr Pepper Snapple Group Inc. 2.000% 1/15/20 500 498
Dr Pepper Snapple Group Inc. 3.130% 12/15/23 350 351
Dr Pepper Snapple Group Inc. 3.400% 11/15/25 250 249
Dr Pepper Snapple Group Inc. 2.550% 9/15/26 275 257
Dr Pepper Snapple Group Inc. 3.430% 6/15/27 400 396
Dr Pepper Snapple Group Inc. 7.450% 5/1/38 200 274
Dr Pepper Snapple Group Inc. 4.420% 12/15/46 275 276
Edwards Lifesciences Corp. 2.875% 10/15/18 375 380
Eli Lilly & Co. 1.950% 3/15/19 750 754
Eli Lilly & Co. 2.750% 6/1/25 525 518
Eli Lilly & Co. 3.700% 3/1/45 1,200 1,150
Estee Lauder Cos. Inc. 1.800% 2/7/20 700 700
Estee Lauder Cos. Inc. 1.700% 5/10/21 400 391
Estee Lauder Cos. Inc. 3.150% 3/15/27 400 399
Estee Lauder Cos. Inc. 6.000% 5/15/37 150 182
Estee Lauder Cos. Inc. 4.375% 6/15/45 375 386
Estee Lauder Cos. Inc. 4.150% 3/15/47 375 376
Express Scripts Holding Co. 3.300% 2/25/21 175 178
Express Scripts Holding Co. 4.750% 11/15/21 850 914
Express Scripts Holding Co. 3.900% 2/15/22 2,175 2,257
Express Scripts Holding Co. 3.000% 7/15/23 975 944
Express Scripts Holding Co. 4.500% 2/25/26 980 1,000
Express Scripts Holding Co. 3.400% 3/1/27 1,100 1,033
Express Scripts Holding Co. 6.125% 11/15/41 134 153
Express Scripts Holding Co. 4.800% 7/15/46 2,275 2,162
Flowers Foods Inc. 4.375% 4/1/22 325 344
Flowers Foods Inc. 3.500% 10/1/26 250 243
Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 325 315
Genentech Inc. 5.250% 7/15/35 200 232
General Mills Inc. 5.650% 2/15/19 1,650 1,764

 

 

General Mills Inc. 2.200% 10/21/19 200 201
General Mills Inc. 3.150% 12/15/21 425 435
General Mills Inc. 3.650% 2/15/24 325 336
General Mills Inc. 3.200% 2/10/27 500 490
General Mills Inc. 5.400% 6/15/40 245 278
Gilead Sciences Inc. 1.850% 9/4/18 650 652
Gilead Sciences Inc. 2.050% 4/1/19 1,400 1,405
Gilead Sciences Inc. 2.350% 2/1/20 600 604
Gilead Sciences Inc. 2.550% 9/1/20 1,125 1,135
Gilead Sciences Inc. 4.500% 4/1/21 300 322
Gilead Sciences Inc. 4.400% 12/1/21 4,502 4,828
Gilead Sciences Inc. 3.250% 9/1/22 625 638
Gilead Sciences Inc. 2.500% 9/1/23 500 483
Gilead Sciences Inc. 3.700% 4/1/24 1,500 1,540
Gilead Sciences Inc. 3.500% 2/1/25 1,145 1,151
Gilead Sciences Inc. 3.650% 3/1/26 4,215 4,248
Gilead Sciences Inc. 4.600% 9/1/35 500 514
Gilead Sciences Inc. 5.650% 12/1/41 600 689
Gilead Sciences Inc. 4.800% 4/1/44 1,450 1,486
Gilead Sciences Inc. 4.500% 2/1/45 1,025 1,003
Gilead Sciences Inc. 4.750% 3/1/46 1,700 1,734
Gilead Sciences Inc. 4.150% 3/1/47 1,375 1,273
GlaxoSmithKline Capital Inc. 5.650% 5/15/18 2,895 3,028
GlaxoSmithKline Capital Inc. 2.800% 3/18/23 75 75
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 300 352
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 1,895 2,490
GlaxoSmithKline Capital Inc. 4.200% 3/18/43 300 308
GlaxoSmithKline Capital plc 2.850% 5/8/22 200 202
Hasbro Inc. 3.150% 5/15/21 200 204
Hasbro Inc. 6.350% 3/15/40 400 478
Hasbro Inc. 5.100% 5/15/44 300 304
Hershey Co. 1.600% 8/21/18 215 216
Hershey Co. 4.125% 12/1/20 215 232
Hershey Co. 2.625% 5/1/23 250 248
Hershey Co. 3.200% 8/21/25 170 172
Hershey Co. 2.300% 8/15/26 325 305
Hillshire Brands Co. 4.100% 9/15/20 175 183
Hormel Foods Corp. 4.125% 4/15/21 75 80
Ingredion Inc. 4.625% 11/1/20 50 54
Ingredion Inc. 3.200% 10/1/26 400 391
JM Smucker Co. 2.500% 3/15/20 325 328
JM Smucker Co. 3.500% 10/15/21 735 763
JM Smucker Co. 3.000% 3/15/22 250 253
JM Smucker Co. 3.500% 3/15/25 700 710
JM Smucker Co. 4.250% 3/15/35 400 402
JM Smucker Co. 4.375% 3/15/45 650 648
Johns Hopkins Health System Corp. 3.837% 5/15/46 350 342
Johnson & Johnson 5.150% 7/15/18 125 131
Johnson & Johnson 1.650% 12/5/18 275 277
Johnson & Johnson 1.125% 3/1/19 500 498
Johnson & Johnson 1.875% 12/5/19 300 302
Johnson & Johnson 2.950% 9/1/20 400 415
Johnson & Johnson 1.650% 3/1/21 750 739
Johnson & Johnson 2.450% 12/5/21 200 203
Johnson & Johnson 2.250% 3/3/22 3,325 3,329
Johnson & Johnson 2.050% 3/1/23 350 342
Johnson & Johnson 6.730% 11/15/23 245 304

 

 

Johnson & Johnson 3.375% 12/5/23 650 684
Johnson & Johnson 2.450% 3/1/26 1,225 1,177
Johnson & Johnson 2.950% 3/3/27 900 900
Johnson & Johnson 6.950% 9/1/29 975 1,316
Johnson & Johnson 4.950% 5/15/33 550 643
Johnson & Johnson 4.375% 12/5/33 700 768
Johnson & Johnson 3.550% 3/1/36 350 346
Johnson & Johnson 3.625% 3/3/37 1,250 1,239
Johnson & Johnson 5.950% 8/15/37 645 845
Johnson & Johnson 5.850% 7/15/38 325 425
Johnson & Johnson 4.500% 9/1/40 419 461
Johnson & Johnson 3.700% 3/1/46 1,400 1,368
Johnson & Johnson 3.750% 3/3/47 800 791
Kaiser Foundation Hospitals 3.500% 4/1/22 100 104
Kaiser Foundation Hospitals 4.875% 4/1/42 400 447
Kellogg Co. 3.250% 5/21/18 875 891
Kellogg Co. 4.150% 11/15/19 250 263
Kellogg Co. 4.000% 12/15/20 570 602
Kellogg Co. 2.650% 12/1/23 250 244
Kellogg Co. 3.250% 4/1/26 950 927
Kellogg Co. 7.450% 4/1/31 200 260
Kellogg Co. 4.500% 4/1/46 750 737
Kimberly-Clark Corp. 1.400% 2/15/19 400 398
Kimberly-Clark Corp. 1.850% 3/1/20 1,103 1,102
Kimberly-Clark Corp. 3.625% 8/1/20 250 262
Kimberly-Clark Corp. 3.875% 3/1/21 560 594
Kimberly-Clark Corp. 2.400% 6/1/23 150 148
Kimberly-Clark Corp. 3.050% 8/15/25 100 101
Kimberly-Clark Corp. 2.750% 2/15/26 250 244
Kimberly-Clark Corp. 5.300% 3/1/41 825 992
Kimberly-Clark Corp. 3.700% 6/1/43 175 164
Kimberly-Clark Corp. 3.200% 7/30/46 400 349
Koninklijke Philips NV 3.750% 3/15/22 825 856
Koninklijke Philips NV 5.000% 3/15/42 335 350
Kraft Foods Group Inc. 6.125% 8/23/18 1,060 1,120
Kraft Foods Group Inc. 5.375% 2/10/20 78 85
Kraft Foods Group Inc. 6.875% 1/26/39 825 1,029
Kraft Foods Group Inc. 6.500% 2/9/40 600 719
Kraft Foods Group Inc. 5.000% 6/4/42 1,780 1,800
Kraft Heinz Foods Co. 2.000% 7/2/18 1,515 1,518
Kraft Heinz Foods Co. 2.800% 7/2/20 2,500 2,533
Kraft Heinz Foods Co. 3.500% 7/15/22 250 256
Kraft Heinz Foods Co. 3.950% 7/15/25 2,025 2,051
Kraft Heinz Foods Co. 3.000% 6/1/26 1,450 1,359
Kraft Heinz Foods Co. 5.000% 7/15/35 650 673
Kraft Heinz Foods Co. 5.200% 7/15/45 1,275 1,321
Kraft Heinz Foods Co. 4.375% 6/1/46 2,575 2,416
Kroger Co. 4.450% 2/1/47 1,450 1,422
Laboratory Corp. of America Holdings 2.625% 2/1/20 250 251
Laboratory Corp. of America Holdings 3.200% 2/1/22 375 377
Laboratory Corp. of America Holdings 3.750% 8/23/22 225 230
Laboratory Corp. of America Holdings 3.600% 2/1/25 600 594
Laboratory Corp. of America Holdings 4.700% 2/1/45 600 583
Life Technologies Corp. 6.000% 3/1/20 485 531
Life Technologies Corp. 5.000% 1/15/21 375 401
Mattel Inc. 2.350% 5/6/19 500 502
Mattel Inc. 2.350% 8/15/21 225 220

 

 

Mattel Inc. 3.150% 3/15/23 75 74
Mattel Inc. 5.450% 11/1/41 380 387
6 Mayo Clinic 3.774% 11/15/43 625 592
6 Mayo Clinic 4.000% 11/15/47 150 146
6 Mayo Clinic 4.128% 11/15/52 125 124
McCormick & Co. Inc. 3.900% 7/15/21 100 106
McKesson Corp. 7.500% 2/15/19 740 812
McKesson Corp. 2.284% 3/15/19 700 705
McKesson Corp. 4.750% 3/1/21 485 521
McKesson Corp. 2.700% 12/15/22 250 247
McKesson Corp. 3.796% 3/15/24 100 104
McKesson Corp. 6.000% 3/1/41 1,025 1,191
Mead Johnson Nutrition Co. 4.900% 11/1/19 625 668
Mead Johnson Nutrition Co. 3.000% 11/15/20 500 510
Mead Johnson Nutrition Co. 4.125% 11/15/25 475 498
Mead Johnson Nutrition Co. 5.900% 11/1/39 390 464
Mead Johnson Nutrition Co. 4.600% 6/1/44 325 338
Medco Health Solutions Inc. 4.125% 9/15/20 410 429
Medtronic Inc. 1.375% 4/1/18 1,075 1,073
Medtronic Inc. 2.500% 3/15/20 1,831 1,857
Medtronic Inc. 4.125% 3/15/21 410 435
Medtronic Inc. 3.125% 3/15/22 2,175 2,224
Medtronic Inc. 3.150% 3/15/22 1,725 1,774
Medtronic Inc. 3.625% 3/15/24 1,650 1,710
Medtronic Inc. 3.500% 3/15/25 3,000 3,070
Medtronic Inc. 4.375% 3/15/35 1,592 1,670
Medtronic Inc. 5.550% 3/15/40 275 319
Medtronic Inc. 4.500% 3/15/42 1,413 1,480
Medtronic Inc. 4.625% 3/15/44 293 312
Medtronic Inc. 4.625% 3/15/45 3,625 3,865
Memorial Sloan-Kettering Cancer Center New        
York GO 5.000% 7/1/42 100 113
Memorial Sloan-Kettering Cancer Center New        
York GO 4.125% 7/1/52 450 443
Memorial Sloan-Kettering Cancer Center New        
York GO 4.200% 7/1/55 150 149
Merck & Co. Inc. 1.850% 2/10/20 1,000 1,002
Merck & Co. Inc. 3.875% 1/15/21 625 662
Merck & Co. Inc. 2.350% 2/10/22 100 100
Merck & Co. Inc. 2.400% 9/15/22 600 596
Merck & Co. Inc. 2.800% 5/18/23 3,825 3,842
Merck & Co. Inc. 2.750% 2/10/25 1,750 1,727
Merck & Co. Inc. 6.550% 9/15/37 260 350
Merck & Co. Inc. 3.600% 9/15/42 150 140
Merck & Co. Inc. 4.150% 5/18/43 805 824
Merck & Co. Inc. 3.700% 2/10/45 2,795 2,655
Merck Sharp & Dohme Corp. 5.750% 11/15/36 150 184
9 Molson Coors Brewing Co. 1.900% 3/15/19 525 525
Molson Coors Brewing Co. 1.450% 7/15/19 275 272
9 Molson Coors Brewing Co. 2.250% 3/15/20 525 525
Molson Coors Brewing Co. 2.100% 7/15/21 350 342
Molson Coors Brewing Co. 3.500% 5/1/22 75 78
Molson Coors Brewing Co. 3.000% 7/15/26 1,400 1,328
Molson Coors Brewing Co. 5.000% 5/1/42 275 290
Molson Coors Brewing Co. 4.200% 7/15/46 1,985 1,858
Mondelez International Inc. 6.500% 2/9/40 580 718
Mylan Inc. 2.600% 6/24/18 72 73

 

 

Mylan Inc. 2.550% 3/28/19 511 513
Mylan Inc. 4.200% 11/29/23 925 950
Mylan Inc. 5.400% 11/29/43 500 517
Mylan NV 2.500% 6/7/19 450 451
Mylan NV 3.150% 6/15/21 975 976
Mylan NV 3.950% 6/15/26 1,500 1,466
Mylan NV 5.250% 6/15/46 725 741
New York & Presbyterian Hospital 4.024% 8/1/45 480 468
New York & Presbyterian Hospital 4.063% 8/1/56 325 305
New York & Presbyterian Hospital 4.763% 8/1/16 210 196
Newell Brands Inc. 2.150% 10/15/18 200 201
Newell Brands Inc. 2.600% 3/29/19 88 89
Newell Brands Inc. 2.875% 12/1/19 225 229
Newell Brands Inc. 3.150% 4/1/21 735 751
Newell Brands Inc. 3.850% 4/1/23 1,135 1,173
Newell Brands Inc. 4.000% 12/1/24 400 413
Newell Brands Inc. 3.900% 11/1/25 350 357
Newell Brands Inc. 4.200% 4/1/26 1,325 1,379
Newell Brands Inc. 5.375% 4/1/36 375 423
Newell Brands Inc. 5.500% 4/1/46 1,450 1,645
Northwell Healthcare Inc. 3.979% 11/1/46 600 549
Novant Health Inc. 5.850% 11/1/19 300 329
Novartis Capital Corp. 1.800% 2/14/20 1,500 1,496
Novartis Capital Corp. 4.400% 4/24/20 225 241
Novartis Capital Corp. 2.400% 5/17/22 1,500 1,491
Novartis Capital Corp. 2.400% 9/21/22 1,000 995
Novartis Capital Corp. 3.400% 5/6/24 1,000 1,031
Novartis Capital Corp. 3.000% 11/20/25 900 898
Novartis Capital Corp. 3.100% 5/17/27 1,400 1,399
Novartis Capital Corp. 4.400% 5/6/44 1,250 1,330
Novartis Capital Corp. 4.000% 11/20/45 1,200 1,204
Novartis Securities Investment Ltd. 5.125% 2/10/19 2,285 2,427
NYU Hospitals Center 4.784% 7/1/44 375 392
Partners Healthcare System Inc. 4.117% 7/1/55 150 145
PepsiCo Inc. 1.250% 4/30/18 450 450
PepsiCo Inc. 5.000% 6/1/18 375 391
PepsiCo Inc. 2.250% 1/7/19 525 531
PepsiCo Inc. 1.350% 10/4/19 300 298
PepsiCo Inc. 1.850% 4/30/20 1,475 1,472
PepsiCo Inc. 2.150% 10/14/20 1,075 1,082
PepsiCo Inc. 3.125% 11/1/20 30 31
PepsiCo Inc. 3.000% 8/25/21 1,070 1,100
PepsiCo Inc. 1.700% 10/6/21 300 292
PepsiCo Inc. 2.750% 3/5/22 3,650 3,705
PepsiCo Inc. 3.600% 3/1/24 600 632
PepsiCo Inc. 2.750% 4/30/25 1,725 1,695
PepsiCo Inc. 3.500% 7/17/25 1,425 1,485
PepsiCo Inc. 2.375% 10/6/26 650 614
PepsiCo Inc. 5.500% 1/15/40 500 607
PepsiCo Inc. 4.875% 11/1/40 165 186
PepsiCo Inc. 4.000% 3/5/42 741 739
PepsiCo Inc. 3.600% 8/13/42 725 677
PepsiCo Inc. 4.250% 10/22/44 525 543
PepsiCo Inc. 4.600% 7/17/45 785 859
PepsiCo Inc. 4.450% 4/14/46 1,075 1,137
PepsiCo Inc. 3.450% 10/6/46 600 542
PerkinElmer Inc. 5.000% 11/15/21 1,715 1,860

 

 

Perrigo Co. plc 2.300% 11/8/18 370 372
Perrigo Co. plc 4.000% 11/15/23 650 661
Perrigo Co. plc 5.300% 11/15/43 325 332
Perrigo Finance Unlimited Co. 3.500% 3/15/21 400 407
Perrigo Finance Unlimited Co. 3.500% 12/15/21 1,925 1,949
Perrigo Finance Unlimited Co. 3.900% 12/15/24 600 597
Perrigo Finance Unlimited Co. 4.375% 3/15/26 375 381
Perrigo Finance Unlimited Co. 4.900% 12/15/44 500 486
Pfizer Inc. 1.200% 6/1/18 700 699
Pfizer Inc. 2.100% 5/15/19 750 756
Pfizer Inc. 1.450% 6/3/19 1,725 1,717
Pfizer Inc. 1.700% 12/15/19 1,000 1,001
Pfizer Inc. 1.950% 6/3/21 900 895
Pfizer Inc. 2.200% 12/15/21 325 324
Pfizer Inc. 3.000% 6/15/23 450 458
Pfizer Inc. 3.400% 5/15/24 200 207
Pfizer Inc. 2.750% 6/3/26 800 777
Pfizer Inc. 3.000% 12/15/26 2,200 2,171
Pfizer Inc. 4.000% 12/15/36 1,650 1,666
Pfizer Inc. 7.200% 3/15/39 410 584
Pfizer Inc. 4.300% 6/15/43 1,500 1,543
Pfizer Inc. 4.400% 5/15/44 800 834
Pfizer Inc. 4.125% 12/15/46 1,475 1,466
Philip Morris International Inc. 5.650% 5/16/18 2,935 3,071
Philip Morris International Inc. 1.375% 2/25/19 360 358
Philip Morris International Inc. 2.000% 2/21/20 725 723
Philip Morris International Inc. 1.875% 2/25/21 475 466
Philip Morris International Inc. 4.125% 5/17/21 195 207
Philip Morris International Inc. 2.625% 3/6/23 1,050 1,029
Philip Morris International Inc. 2.125% 5/10/23 450 429
Philip Morris International Inc. 3.250% 11/10/24 875 879
Philip Morris International Inc. 3.375% 8/11/25 475 479
Philip Morris International Inc. 2.750% 2/25/26 450 433
Philip Morris International Inc. 6.375% 5/16/38 475 602
Philip Morris International Inc. 4.375% 11/15/41 2,595 2,597
Philip Morris International Inc. 4.500% 3/20/42 450 457
Philip Morris International Inc. 3.875% 8/21/42 75 70
Philip Morris International Inc. 4.125% 3/4/43 300 289
Philip Morris International Inc. 4.875% 11/15/43 400 430
Philip Morris International Inc. 4.250% 11/10/44 800 788
Premier Health Partners 2.911% 11/15/26 200 184
6 Procter & Gamble - Esop 9.360% 1/1/21 479 553
Procter & Gamble Co. 1.900% 11/1/19 275 277
Procter & Gamble Co. 1.850% 2/2/21 400 398
Procter & Gamble Co. 1.700% 11/3/21 1,000 980
Procter & Gamble Co. 3.100% 8/15/23 1,100 1,134
Procter & Gamble Co. 2.700% 2/2/26 400 391
Procter & Gamble Co. 2.450% 11/3/26 700 668
Procter & Gamble Co. 5.550% 3/5/37 806 1,050
Providence St. Joseph Health Obligated        
Group 2.746% 10/1/26 125 119
Quest Diagnostics Inc. 2.700% 4/1/19 650 658
Quest Diagnostics Inc. 4.750% 1/30/20 300 321
Quest Diagnostics Inc. 2.500% 3/30/20 160 161
Quest Diagnostics Inc. 4.250% 4/1/24 200 210
Quest Diagnostics Inc. 3.500% 3/30/25 225 223
Quest Diagnostics Inc. 3.450% 6/1/26 275 271

 

 

Quest Diagnostics Inc. 5.750% 1/30/40 61 66
Quest Diagnostics Inc. 4.700% 3/30/45 125 126
Reynolds American Inc. 2.300% 6/12/18 1,450 1,458
Reynolds American Inc. 8.125% 6/23/19 450 507
Reynolds American Inc. 3.250% 6/12/20 680 698
Reynolds American Inc. 4.000% 6/12/22 600 630
Reynolds American Inc. 4.850% 9/15/23 75 81
Reynolds American Inc. 4.450% 6/12/25 2,106 2,214
Reynolds American Inc. 5.700% 8/15/35 700 799
Reynolds American Inc. 8.125% 5/1/40 400 548
Reynolds American Inc. 7.000% 8/4/41 150 180
Reynolds American Inc. 5.850% 8/15/45 1,610 1,887
RWJ Barnabas Health Inc. 3.949% 7/1/46 325 307
Sanofi 1.250% 4/10/18 650 649
Sanofi 4.000% 3/29/21 1,360 1,443
Shire Acquisitions Investments Ireland DAC 1.900% 9/23/19 4,100 4,064
Shire Acquisitions Investments Ireland DAC 2.400% 9/23/21 3,350 3,262
Shire Acquisitions Investments Ireland DAC 2.875% 9/23/23 4,275 4,131
Southern Baptist Hospital of Florida Inc. 4.857% 7/15/45 150 162
Stryker Corp. 2.000% 3/8/19 400 401
Stryker Corp. 4.375% 1/15/20 100 106
Stryker Corp. 2.625% 3/15/21 500 503
Stryker Corp. 3.375% 5/15/24 1,000 1,014
Stryker Corp. 3.375% 11/1/25 500 502
Stryker Corp. 3.500% 3/15/26 890 898
Stryker Corp. 4.375% 5/15/44 275 271
Stryker Corp. 4.625% 3/15/46 730 752
Sysco Corp. 1.900% 4/1/19 325 325
Sysco Corp. 2.600% 10/1/20 425 428
Sysco Corp. 2.500% 7/15/21 300 299
Sysco Corp. 3.750% 10/1/25 175 179
Sysco Corp. 3.300% 7/15/26 650 635
Sysco Corp. 5.375% 9/21/35 600 673
Sysco Corp. 4.850% 10/1/45 125 131
Sysco Corp. 4.500% 4/1/46 550 548
Teva Pharmaceutical Finance Co. BV 3.650% 11/10/21 775 787
Teva Pharmaceutical Finance Co. BV 2.950% 12/18/22 1,533 1,493
Teva Pharmaceutical Finance Co. LLC 6.150% 2/1/36 220 243
Teva Pharmaceutical Finance IV LLC 2.250% 3/18/20 175 173
Teva Pharmaceutical Finance Netherlands III        
BV 1.400% 7/20/18 1,000 994
Teva Pharmaceutical Finance Netherlands III        
BV 1.700% 7/19/19 1,300 1,284
Teva Pharmaceutical Finance Netherlands III        
BV 2.200% 7/21/21 2,750 2,649
Teva Pharmaceutical Finance Netherlands III        
BV 2.800% 7/21/23 2,000 1,904
Teva Pharmaceutical Finance Netherlands III        
BV 3.150% 10/1/26 2,550 2,350
Teva Pharmaceutical Finance Netherlands III        
BV 4.100% 10/1/46 1,825 1,573
6 Texas Health Resources 4.330% 11/15/55 100 102
The Kroger Co. 2.300% 1/15/19 650 654
The Kroger Co. 1.500% 9/30/19 300 296
The Kroger Co. 6.150% 1/15/20 1,010 1,113
The Kroger Co. 3.300% 1/15/21 700 717
The Kroger Co. 2.600% 2/1/21 200 199

 

 

The Kroger Co. 2.950% 11/1/21 2,375 2,389
The Kroger Co. 3.850% 8/1/23 325 337
The Kroger Co. 4.000% 2/1/24 400 416
The Kroger Co. 2.650% 10/15/26 775 714
The Kroger Co. 7.700% 6/1/29 200 264
The Kroger Co. 8.000% 9/15/29 750 1,011
The Kroger Co. 6.900% 4/15/38 375 487
The Kroger Co. 5.150% 8/1/43 350 374
The Kroger Co. 3.875% 10/15/46 325 292
The Pepsi Bottling Group Inc. 7.000% 3/1/29 875 1,189
Thermo Fisher Scientific Inc. 2.150% 12/14/18 300 301
Thermo Fisher Scientific Inc. 4.500% 3/1/21 500 535
Thermo Fisher Scientific Inc. 3.600% 8/15/21 700 727
Thermo Fisher Scientific Inc. 3.300% 2/15/22 600 612
Thermo Fisher Scientific Inc. 3.150% 1/15/23 2,575 2,580
Thermo Fisher Scientific Inc. 3.000% 4/15/23 475 471
Thermo Fisher Scientific Inc. 3.650% 12/15/25 425 431
Thermo Fisher Scientific Inc. 2.950% 9/19/26 800 760
Trinity Health Corp. 4.125% 12/1/45 225 218
Tupperware Brands Corp. 4.750% 6/1/21 430 458
Tyson Foods Inc. 2.650% 8/15/19 500 505
Tyson Foods Inc. 4.500% 6/15/22 725 774
Tyson Foods Inc. 3.950% 8/15/24 1,200 1,223
Tyson Foods Inc. 4.875% 8/15/34 1,300 1,335
Tyson Foods Inc. 5.150% 8/15/44 300 315
Unilever Capital Corp. 2.200% 3/6/19 150 151
Unilever Capital Corp. 2.100% 7/30/20 725 727
Unilever Capital Corp. 4.250% 2/10/21 805 861
Unilever Capital Corp. 1.375% 7/28/21 400 384
Unilever Capital Corp. 3.100% 7/30/25 550 548
Unilever Capital Corp. 2.000% 7/28/26 450 407
Whirlpool Corp. 2.400% 3/1/19 150 151
Whirlpool Corp. 4.850% 6/15/21 200 215
Whirlpool Corp. 4.700% 6/1/22 775 842
Whirlpool Corp. 4.000% 3/1/24 175 183
Whirlpool Corp. 3.700% 5/1/25 400 409
Whirlpool Corp. 4.500% 6/1/46 488 484
Whole Foods Market Inc. 5.200% 12/3/25 875 927
Wyeth LLC 7.250% 3/1/23 350 433
Wyeth LLC 6.450% 2/1/24 1,705 2,070
Wyeth LLC 6.500% 2/1/34 500 648
Wyeth LLC 6.000% 2/15/36 585 724
Wyeth LLC 5.950% 4/1/37 1,205 1,490
Zeneca Wilmington Inc. 7.000% 11/15/23 600 737
Zimmer Biomet Holdings Inc. 2.000% 4/1/18 750 751
Zimmer Biomet Holdings Inc. 4.625% 11/30/19 205 218
Zimmer Biomet Holdings Inc. 2.700% 4/1/20 775 780
Zimmer Biomet Holdings Inc. 3.375% 11/30/21 770 780
Zimmer Biomet Holdings Inc. 3.150% 4/1/22 650 652
Zimmer Biomet Holdings Inc. 3.550% 4/1/25 1,275 1,261
Zoetis Inc. 3.450% 11/13/20 325 334
Zoetis Inc. 3.250% 2/1/23 1,000 1,010
Zoetis Inc. 4.500% 11/13/25 350 377
Zoetis Inc. 4.700% 2/1/43 550 559
 
Energy (1.1%)        
Anadarko Finance Co. 7.500% 5/1/31 500 634

 

 

Anadarko Petroleum Corp. 8.700% 3/15/19 300 336
Anadarko Petroleum Corp. 6.950% 6/15/19 50 55
Anadarko Petroleum Corp. 4.850% 3/15/21 200 214
Anadarko Petroleum Corp. 5.550% 3/15/26 2,700 2,996
Anadarko Petroleum Corp. 6.450% 9/15/36 1,000 1,179
Anadarko Petroleum Corp. 7.950% 6/15/39 125 161
Anadarko Petroleum Corp. 6.200% 3/15/40 450 508
Anadarko Petroleum Corp. 4.500% 7/15/44 1,900 1,789
Anadarko Petroleum Corp. 6.600% 3/15/46 500 604
Apache Corp. 6.900% 9/15/18 500 534
Apache Corp. 3.625% 2/1/21 265 273
Apache Corp. 3.250% 4/15/22 862 867
Apache Corp. 6.000% 1/15/37 725 817
Apache Corp. 5.100% 9/1/40 850 875
Apache Corp. 5.250% 2/1/42 475 496
Apache Corp. 4.750% 4/15/43 900 900
Apache Corp. 4.250% 1/15/44 800 749
Apache Finance Canada Corp. 7.750% 12/15/29 225 293
Baker Hughes Inc. 5.125% 9/15/40 595 653
Boardwalk Pipelines LP 3.375% 2/1/23 325 316
Boardwalk Pipelines LP 4.950% 12/15/24 525 551
Boardwalk Pipelines LP 5.950% 6/1/26 700 775
Boardwalk Pipelines LP 4.450% 7/15/27 300 302
BP Capital Markets plc 1.375% 5/10/18 750 748
BP Capital Markets plc 2.241% 9/26/18 900 906
BP Capital Markets plc 4.750% 3/10/19 600 632
BP Capital Markets plc 2.237% 5/10/19 125 126
BP Capital Markets plc 2.315% 2/13/20 375 378
BP Capital Markets plc 4.500% 10/1/20 1,425 1,533
BP Capital Markets plc 4.742% 3/11/21 1,010 1,093
BP Capital Markets plc 3.561% 11/1/21 2,775 2,891
BP Capital Markets plc 3.062% 3/17/22 450 456
BP Capital Markets plc 3.245% 5/6/22 1,076 1,098
BP Capital Markets plc 2.500% 11/6/22 325 319
BP Capital Markets plc 2.750% 5/10/23 1,825 1,802
BP Capital Markets plc 3.994% 9/26/23 350 366
BP Capital Markets plc 3.216% 11/28/23 1,500 1,506
BP Capital Markets plc 3.535% 11/4/24 2,335 2,358
BP Capital Markets plc 3.506% 3/17/25 1,100 1,105
BP Capital Markets plc 3.119% 5/4/26 600 587
BP Capital Markets plc 3.723% 11/28/28 1,000 1,017
Buckeye Partners LP 2.650% 11/15/18 100 101
Buckeye Partners LP 3.950% 12/1/26 2,200 2,155
Buckeye Partners LP 5.850% 11/15/43 250 261
Buckeye Partners LP 5.600% 10/15/44 175 179
Burlington Resources Finance Co. 7.400% 12/1/31 600 813
Canadian Natural Resources Ltd. 3.450% 11/15/21 1,175 1,189
Canadian Natural Resources Ltd. 7.200% 1/15/32 500 606
Canadian Natural Resources Ltd. 6.450% 6/30/33 400 453
Canadian Natural Resources Ltd. 5.850% 2/1/35 500 539
Canadian Natural Resources Ltd. 6.500% 2/15/37 500 573
Canadian Natural Resources Ltd. 6.250% 3/15/38 750 853
Canadian Natural Resources Ltd. 6.750% 2/1/39 1,000 1,169
Cenovus Energy Inc. 5.700% 10/15/19 500 539
Cenovus Energy Inc. 6.750% 11/15/39 900 1,028
Cenovus Energy Inc. 5.200% 9/15/43 800 782
Chevron Corp. 1.718% 6/24/18 1,250 1,254

 

 

Chevron Corp. 1.790% 11/16/18 1,000 1,003
Chevron Corp. 1.686% 2/28/19 400 400
Chevron Corp. 4.950% 3/3/19 475 503
Chevron Corp. 1.561% 5/16/19 800 801
Chevron Corp. 2.193% 11/15/19 1,800 1,815
Chevron Corp. 1.961% 3/3/20 2,452 2,451
Chevron Corp. 1.991% 3/3/20 400 400
Chevron Corp. 2.419% 11/17/20 600 606
Chevron Corp. 2.100% 5/16/21 1,200 1,189
Chevron Corp. 2.411% 3/3/22 475 474
Chevron Corp. 2.498% 3/3/22 400 401
Chevron Corp. 2.355% 12/5/22 3,825 3,772
Chevron Corp. 3.191% 6/24/23 1,175 1,204
Chevron Corp. 2.895% 3/3/24 100 100
Chevron Corp. 3.326% 11/17/25 200 204
Chevron Corp. 2.954% 5/16/26 1,450 1,430
Cimarex Energy Co. 4.375% 6/1/24 900 935
Columbia Pipeline Group Inc. 2.450% 6/1/18 350 352
Columbia Pipeline Group Inc. 3.300% 6/1/20 500 509
Columbia Pipeline Group Inc. 4.500% 6/1/25 1,155 1,212
ConocoPhillips 5.200% 5/15/18 425 442
ConocoPhillips 6.000% 1/15/20 980 1,082
ConocoPhillips 5.900% 10/15/32 150 179
ConocoPhillips 5.900% 5/15/38 305 366
ConocoPhillips 6.500% 2/1/39 1,410 1,795
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 400 465
ConocoPhillips Co. 1.500% 5/15/18 500 499
ConocoPhillips Co. 2.200% 5/15/20 400 402
ConocoPhillips Co. 4.200% 3/15/21 1,000 1,065
ConocoPhillips Co. 2.875% 11/15/21 2,975 3,013
ConocoPhillips Co. 2.400% 12/15/22 1,500 1,465
ConocoPhillips Co. 3.350% 11/15/24 365 369
ConocoPhillips Co. 4.950% 3/15/26 2,693 2,994
ConocoPhillips Co. 4.150% 11/15/34 350 349
ConocoPhillips Co. 4.300% 11/15/44 500 498
ConocoPhillips Co. 5.950% 3/15/46 250 310
ConocoPhillips Holding Co. 6.950% 4/15/29 275 356
Devon Energy Corp. 4.000% 7/15/21 300 310
Devon Energy Corp. 3.250% 5/15/22 500 494
Devon Energy Corp. 7.950% 4/15/32 350 453
Devon Energy Corp. 5.600% 7/15/41 1,310 1,382
Devon Energy Corp. 4.750% 5/15/42 1,700 1,628
Devon Financing Co. LLC 7.875% 9/30/31 1,275 1,647
Dominion Gas Holdings LLC 2.800% 11/15/20 500 506
Dominion Gas Holdings LLC 3.550% 11/1/23 250 255
Dominion Gas Holdings LLC 3.600% 12/15/24 250 253
Dominion Gas Holdings LLC 4.800% 11/1/43 500 526
Dominion Gas Holdings LLC 4.600% 12/15/44 400 401
Enable Midstream Partners LP 2.400% 5/15/19 300 297
Enable Midstream Partners LP 3.900% 5/15/24 250 244
Enable Midstream Partners LP 4.400% 3/15/27 800 792
Enable Midstream Partners LP 5.000% 5/15/44 350 320
Enbridge Energy Partners LP 9.875% 3/1/19 1,595 1,814
Enbridge Energy Partners LP 4.200% 9/15/21 325 339
Enbridge Energy Partners LP 5.875% 10/15/25 400 448
Enbridge Energy Partners LP 7.500% 4/15/38 300 359
Enbridge Energy Partners LP 5.500% 9/15/40 350 351

 

 

Enbridge Energy Partners LP 7.375% 10/15/45 500 610
Enbridge Inc. 4.250% 12/1/26 400 407
Enbridge Inc. 4.500% 6/10/44 525 485
Enbridge Inc. 5.500% 12/1/46 400 422
Encana Corp. 6.500% 8/15/34 1,625 1,826
Encana Corp. 6.625% 8/15/37 500 564
Encana Corp. 6.500% 2/1/38 375 420
Energy Transfer Partners LP 2.500% 6/15/18 300 301
Energy Transfer Partners LP 9.700% 3/15/19 500 568
Energy Transfer Partners LP 9.000% 4/15/19 254 287
Energy Transfer Partners LP 4.150% 10/1/20 1,125 1,167
Energy Transfer Partners LP 4.650% 6/1/21 1,840 1,936
Energy Transfer Partners LP 5.200% 2/1/22 2,400 2,572
Energy Transfer Partners LP 3.600% 2/1/23 1,825 1,813
Energy Transfer Partners LP 4.050% 3/15/25 2,000 1,976
Energy Transfer Partners LP 4.750% 1/15/26 300 309
Energy Transfer Partners LP 4.200% 4/15/27 300 296
Energy Transfer Partners LP 4.900% 3/15/35 250 238
Energy Transfer Partners LP 6.625% 10/15/36 150 167
Energy Transfer Partners LP 7.500% 7/1/38 500 594
Energy Transfer Partners LP 6.050% 6/1/41 1,150 1,190
Energy Transfer Partners LP 6.500% 2/1/42 300 324
Energy Transfer Partners LP 5.150% 2/1/43 425 396
Energy Transfer Partners LP 5.150% 3/15/45 250 235
Energy Transfer Partners LP 6.125% 12/15/45 400 427
Energy Transfer Partners LP 5.300% 4/15/47 300 288
EnLink Midstream Partners LP 4.400% 4/1/24 825 833
EnLink Midstream Partners LP 4.150% 6/1/25 400 395
EnLink Midstream Partners LP 4.850% 7/15/26 950 978
EnLink Midstream Partners LP 5.600% 4/1/44 425 425
Enterprise Products Operating LLC 6.650% 4/15/18 50 52
Enterprise Products Operating LLC 1.650% 5/7/18 450 450
Enterprise Products Operating LLC 6.500% 1/31/19 50 54
Enterprise Products Operating LLC 2.550% 10/15/19 300 302
Enterprise Products Operating LLC 5.200% 9/1/20 2,235 2,432
Enterprise Products Operating LLC 4.050% 2/15/22 175 184
Enterprise Products Operating LLC 3.350% 3/15/23 350 353
Enterprise Products Operating LLC 3.900% 2/15/24 2,050 2,100
Enterprise Products Operating LLC 3.750% 2/15/25 650 655
Enterprise Products Operating LLC 3.700% 2/15/26 400 400
Enterprise Products Operating LLC 3.950% 2/15/27 400 407
Enterprise Products Operating LLC 6.875% 3/1/33 1,400 1,719
Enterprise Products Operating LLC 7.550% 4/15/38 450 589
Enterprise Products Operating LLC 5.950% 2/1/41 495 566
Enterprise Products Operating LLC 4.850% 8/15/42 850 856
Enterprise Products Operating LLC 4.450% 2/15/43 600 570
Enterprise Products Operating LLC 4.850% 3/15/44 1,450 1,463
Enterprise Products Operating LLC 5.100% 2/15/45 475 496
Enterprise Products Operating LLC 4.900% 5/15/46 1,400 1,433
Enterprise Products Operating LLC 4.950% 10/15/54 200 199
6 Enterprise Products Operating LLC 7.034% 1/15/68 600 619
EOG Resources Inc. 5.625% 6/1/19 925 994
EOG Resources Inc. 4.100% 2/1/21 150 158
EOG Resources Inc. 2.625% 3/15/23 2,700 2,632
EQT Corp. 8.125% 6/1/19 400 447
EQT Corp. 4.875% 11/15/21 600 643
EQT Midstream Partners LP 4.125% 12/1/26 500 495

 

 

Exxon Mobil Corp. 1.819% 3/15/19 237 238
Exxon Mobil Corp. 1.912% 3/6/20 1,413 1,414
Exxon Mobil Corp. 2.222% 3/1/21 1,500 1,502
Exxon Mobil Corp. 2.397% 3/6/22 1,250 1,249
Exxon Mobil Corp. 2.726% 3/1/23 3,000 3,007
Exxon Mobil Corp. 2.709% 3/6/25 100 98
Exxon Mobil Corp. 3.043% 3/1/26 1,350 1,350
Exxon Mobil Corp. 3.567% 3/6/45 650 610
Exxon Mobil Corp. 4.114% 3/1/46 1,800 1,844
Halliburton Co. 2.000% 8/1/18 400 401
Halliburton Co. 3.250% 11/15/21 1,565 1,599
Halliburton Co. 3.500% 8/1/23 950 966
Halliburton Co. 3.800% 11/15/25 2,250 2,280
Halliburton Co. 4.850% 11/15/35 1,000 1,054
Halliburton Co. 6.700% 9/15/38 580 724
Halliburton Co. 7.450% 9/15/39 450 600
Halliburton Co. 4.500% 11/15/41 675 655
Halliburton Co. 4.750% 8/1/43 150 152
Halliburton Co. 5.000% 11/15/45 1,200 1,260
Hess Corp. 3.500% 7/15/24 200 192
Hess Corp. 4.300% 4/1/27 500 491
Hess Corp. 7.875% 10/1/29 150 183
Hess Corp. 7.125% 3/15/33 375 429
Hess Corp. 6.000% 1/15/40 1,325 1,355
Hess Corp. 5.600% 2/15/41 825 827
Hess Corp. 5.800% 4/1/47 350 361
Husky Energy Inc. 7.250% 12/15/19 505 565
Husky Energy Inc. 3.950% 4/15/22 300 310
Husky Energy Inc. 4.000% 4/15/24 500 508
Husky Energy Inc. 6.800% 9/15/37 300 372
Kerr-McGee Corp. 6.950% 7/1/24 1,000 1,179
Kerr-McGee Corp. 7.875% 9/15/31 150 192
Kinder Morgan Energy Partners LP 2.650% 2/1/19 25 25
Kinder Morgan Energy Partners LP 6.500% 4/1/20 2,000 2,213
Kinder Morgan Energy Partners LP 5.800% 3/1/21 750 824
Kinder Morgan Energy Partners LP 5.000% 10/1/21 1,923 2,062
Kinder Morgan Energy Partners LP 4.150% 3/1/22 175 181
Kinder Morgan Energy Partners LP 3.950% 9/1/22 1,125 1,150
Kinder Morgan Energy Partners LP 3.500% 9/1/23 1,225 1,205
Kinder Morgan Energy Partners LP 4.300% 5/1/24 425 432
Kinder Morgan Energy Partners LP 4.250% 9/1/24 3,000 3,039
Kinder Morgan Energy Partners LP 7.300% 8/15/33 175 204
Kinder Morgan Energy Partners LP 5.800% 3/15/35 300 314
Kinder Morgan Energy Partners LP 6.500% 2/1/37 400 435
Kinder Morgan Energy Partners LP 6.950% 1/15/38 335 388
Kinder Morgan Energy Partners LP 6.500% 9/1/39 1,575 1,746
Kinder Morgan Energy Partners LP 6.550% 9/15/40 1,000 1,104
Kinder Morgan Energy Partners LP 5.000% 8/15/42 275 261
Kinder Morgan Energy Partners LP 4.700% 11/1/42 1,122 1,030
Kinder Morgan Energy Partners LP 5.000% 3/1/43 500 477
Kinder Morgan Energy Partners LP 5.500% 3/1/44 500 500
Kinder Morgan Inc. 3.050% 12/1/19 175 178
Kinder Morgan Inc. 4.300% 6/1/25 1,000 1,020
Kinder Morgan Inc. 7.800% 8/1/31 330 414
Kinder Morgan Inc. 7.750% 1/15/32 600 748
Kinder Morgan Inc. 5.300% 12/1/34 500 503
Kinder Morgan Inc. 5.550% 6/1/45 950 975

 

 

Kinder Morgan Inc. 5.050% 2/15/46 328 320
Magellan Midstream Partners LP 6.550% 7/15/19 625 684
Magellan Midstream Partners LP 5.000% 3/1/26 450 496
Magellan Midstream Partners LP 5.150% 10/15/43 350 370
Magellan Midstream Partners LP 4.250% 9/15/46 300 281
Marathon Oil Corp. 2.700% 6/1/20 500 496
Marathon Oil Corp. 2.800% 11/1/22 900 863
Marathon Oil Corp. 6.800% 3/15/32 1,080 1,233
Marathon Oil Corp. 5.200% 6/1/45 800 788
Marathon Petroleum Corp. 2.700% 12/14/18 450 454
Marathon Petroleum Corp. 3.400% 12/15/20 400 409
Marathon Petroleum Corp. 5.125% 3/1/21 200 216
Marathon Petroleum Corp. 6.500% 3/1/41 1,450 1,610
Marathon Petroleum Corp. 4.750% 9/15/44 250 227
Marathon Petroleum Corp. 5.000% 9/15/54 500 435
MPLX LP 4.500% 7/15/23 1,200 1,245
MPLX LP 4.875% 12/1/24 1,000 1,049
MPLX LP 4.875% 6/1/25 500 523
MPLX LP 4.125% 3/1/27 1,400 1,391
MPLX LP 5.200% 3/1/47 1,000 1,006
Nabors Industries Inc. 6.150% 2/15/18 870 902
Nabors Industries Inc. 9.250% 1/15/19 125 139
Nabors Industries Inc. 5.000% 9/15/20 100 103
Nabors Industries Inc. 4.625% 9/15/21 1,000 1,009
National Fuel Gas Co. 6.500% 4/15/18 750 779
National Fuel Gas Co. 3.750% 3/1/23 500 497
National Oilwell Varco Inc. 2.600% 12/1/22 1,575 1,507
National Oilwell Varco Inc. 3.950% 12/1/42 300 242
Noble Energy Inc. 8.250% 3/1/19 1,690 1,880
Noble Energy Inc. 4.150% 12/15/21 875 918
Noble Energy Inc. 6.000% 3/1/41 1,250 1,382
Noble Energy Inc. 5.250% 11/15/43 450 466
Occidental Petroleum Corp. 4.100% 2/1/21 1,700 1,799
Occidental Petroleum Corp. 3.125% 2/15/22 750 765
Occidental Petroleum Corp. 3.500% 6/15/25 750 757
Occidental Petroleum Corp. 3.400% 4/15/26 400 399
Occidental Petroleum Corp. 4.625% 6/15/45 750 780
Occidental Petroleum Corp. 4.400% 4/15/46 700 708
Occidental Petroleum Corp. 4.100% 2/15/47 600 580
Oceaneering International Inc. 4.650% 11/15/24 300 301
ONEOK Partners LP 8.625% 3/1/19 400 446
ONEOK Partners LP 4.900% 3/15/25 450 477
ONEOK Partners LP 6.650% 10/1/36 360 419
ONEOK Partners LP 6.125% 2/1/41 1,400 1,563
Petro-Canada 6.050% 5/15/18 1,350 1,411
Petro-Canada 5.350% 7/15/33 450 496
Petro-Canada 5.950% 5/15/35 500 584
Petro-Canada 6.800% 5/15/38 250 321
Phillips 66 4.300% 4/1/22 1,175 1,248
Phillips 66 4.650% 11/15/34 300 303
Phillips 66 5.875% 5/1/42 900 1,030
Phillips 66 4.875% 11/15/44 1,695 1,701
Phillips 66 Partners LP 2.646% 2/15/20 135 135
Phillips 66 Partners LP 3.605% 2/15/25 350 342
Phillips 66 Partners LP 3.550% 10/1/26 1,000 956
Phillips 66 Partners LP 4.680% 2/15/45 150 139
Phillips 66 Partners LP 4.900% 10/1/46 400 380

 

 

Pioneer Natural Resources Co. 6.875% 5/1/18 500 526
Pioneer Natural Resources Co. 7.500% 1/15/20 100 113
Pioneer Natural Resources Co. 3.950% 7/15/22 1,075 1,117
Pioneer Natural Resources Co. 4.450% 1/15/26 1,350 1,420
Plains All American Pipeline LP / PAA        
Finance Corp. 6.500% 5/1/18 50 52
Plains All American Pipeline LP / PAA        
Finance Corp. 8.750% 5/1/19 925 1,043
Plains All American Pipeline LP / PAA        
Finance Corp. 2.850% 1/31/23 1,683 1,611
Plains All American Pipeline LP / PAA        
Finance Corp. 3.600% 11/1/24 2,155 2,086
Plains All American Pipeline LP / PAA        
Finance Corp. 4.650% 10/15/25 300 309
Plains All American Pipeline LP / PAA        
Finance Corp. 4.500% 12/15/26 350 357
Plains All American Pipeline LP / PAA        
Finance Corp. 6.650% 1/15/37 350 389
Plains All American Pipeline LP / PAA        
Finance Corp. 4.300% 1/31/43 1,350 1,143
Regency Energy Partners LP / Regency        
Energy Finance Corp. 6.500% 7/15/21 902 931
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.875% 3/1/22 1,200 1,315
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.000% 10/1/22 1,050 1,113
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.500% 4/15/23 500 518
Regency Energy Partners LP / Regency        
Energy Finance Corp. 4.500% 11/1/23 200 205
Repsol Oil & Gas Canada Inc. 7.750% 6/1/19 445 481
Repsol Oil & Gas Canada Inc. 3.750% 2/1/21 350 339
Sabine Pass Liquefaction LLC 5.625% 2/1/21 2,100 2,263
Sabine Pass Liquefaction LLC 6.250% 3/15/22 1,775 1,966
Sabine Pass Liquefaction LLC 5.625% 4/15/23 1,300 1,412
Sabine Pass Liquefaction LLC 5.750% 5/15/24 1,700 1,853
Sabine Pass Liquefaction LLC 5.625% 3/1/25 1,475 1,599
9 Sabine Pass Liquefaction LLC 5.875% 6/30/26 2,400 2,646
9 Sabine Pass Liquefaction LLC 5.000% 3/15/27 600 625
9 Sabine Pass Liquefaction LLC 4.200% 3/15/28 600 592
Schlumberger Investment SA 3.650% 12/1/23 790 821
Shell International Finance BV 1.900% 8/10/18 400 402
Shell International Finance BV 1.625% 11/10/18 1,000 999
Shell International Finance BV 2.000% 11/15/18 1,550 1,556
Shell International Finance BV 1.375% 5/10/19 1,150 1,139
Shell International Finance BV 1.375% 9/12/19 2,700 2,667
Shell International Finance BV 4.300% 9/22/19 1,500 1,585
Shell International Finance BV 4.375% 3/25/20 625 666
Shell International Finance BV 2.125% 5/11/20 400 400
Shell International Finance BV 2.250% 11/10/20 400 400
Shell International Finance BV 1.875% 5/10/21 1,500 1,468
Shell International Finance BV 1.750% 9/12/21 1,000 971
Shell International Finance BV 2.375% 8/21/22 1,025 1,006
Shell International Finance BV 2.250% 1/6/23 175 170
Shell International Finance BV 3.400% 8/12/23 400 411
Shell International Finance BV 3.250% 5/11/25 400 402
Shell International Finance BV 2.875% 5/10/26 2,300 2,237

 

 

Shell International Finance BV 4.125% 5/11/35 2,150 2,159
Shell International Finance BV 6.375% 12/15/38 820 1,052
Shell International Finance BV 5.500% 3/25/40 1,250 1,459
Shell International Finance BV 3.625% 8/21/42 450 406
Shell International Finance BV 4.550% 8/12/43 1,000 1,037
Shell International Finance BV 4.375% 5/11/45 2,900 2,940
Shell International Finance BV 4.000% 5/10/46 1,500 1,442
Shell International Finance BV 3.750% 9/12/46 1,200 1,103
Southern Natural Gas Co. LLC / Southern        
Natural Issuing Corp. 4.400% 6/15/21 1,250 1,320
Spectra Energy Capital LLC 6.200% 4/15/18 850 886
Spectra Energy Capital LLC 8.000% 10/1/19 165 186
Spectra Energy Partners LP 2.950% 9/25/18 75 76
Spectra Energy Partners LP 3.500% 3/15/25 800 779
Spectra Energy Partners LP 3.375% 10/15/26 250 238
Spectra Energy Partners LP 4.500% 3/15/45 700 655
Suncor Energy Inc. 6.100% 6/1/18 100 105
Suncor Energy Inc. 6.500% 6/15/38 1,540 1,933
Suncor Energy Inc. 6.850% 6/1/39 310 403
Sunoco Logistics Partners Operations LP 4.400% 4/1/21 2,550 2,681
Sunoco Logistics Partners Operations LP 4.650% 2/15/22 250 265
Sunoco Logistics Partners Operations LP 4.250% 4/1/24 400 406
Sunoco Logistics Partners Operations LP 5.950% 12/1/25 300 336
Sunoco Logistics Partners Operations LP 4.950% 1/15/43 300 273
Sunoco Logistics Partners Operations LP 5.300% 4/1/44 950 921
9 TechnipFMC plc 3.450% 10/1/22 125 124
Tennessee Gas Pipeline Co. LLC 7.000% 3/15/27 260 308
Texas Eastern Transmission LP 7.000% 7/15/32 500 625
Tosco Corp. 8.125% 2/15/30 1,350 1,881
Total Capital Canada Ltd. 2.750% 7/15/23 425 421
Total Capital International SA 2.100% 6/19/19 2,200 2,212
Total Capital International SA 2.750% 6/19/21 3,300 3,333
Total Capital International SA 2.875% 2/17/22 1,400 1,412
Total Capital International SA 2.700% 1/25/23 700 693
Total Capital International SA 3.700% 1/15/24 1,425 1,478
Total Capital International SA 3.750% 4/10/24 250 260
Total Capital SA 2.125% 8/10/18 850 855
Total Capital SA 4.450% 6/24/20 425 455
Total Capital SA 4.125% 1/28/21 512 543
TransCanada PipeLines Ltd. 6.500% 8/15/18 300 319
TransCanada PipeLines Ltd. 3.800% 10/1/20 2,660 2,788
TransCanada PipeLines Ltd. 2.500% 8/1/22 1,000 985
TransCanada PipeLines Ltd. 3.750% 10/16/23 600 625
TransCanada PipeLines Ltd. 5.600% 3/31/34 800 922
TransCanada PipeLines Ltd. 5.850% 3/15/36 125 149
TransCanada PipeLines Ltd. 6.200% 10/15/37 1,775 2,193
TransCanada PipeLines Ltd. 6.100% 6/1/40 200 246
TransCanada PipeLines Ltd. 5.000% 10/16/43 1,400 1,542
Transcontinental Gas Pipe Line Co. LLC 6.050% 6/15/18 230 241
Valero Energy Corp. 9.375% 3/15/19 425 483
Valero Energy Corp. 3.650% 3/15/25 100 99
Valero Energy Corp. 3.400% 9/15/26 1,520 1,450
Valero Energy Corp. 7.500% 4/15/32 675 858
Valero Energy Corp. 6.625% 6/15/37 855 1,011
Valero Energy Corp. 4.900% 3/15/45 400 399
Valero Energy Partners LP 4.375% 12/15/26 200 202
Western Gas Partners LP 5.375% 6/1/21 1,350 1,451

 

 

Western Gas Partners LP 3.950% 6/1/25 300 296
Western Gas Partners LP 5.450% 4/1/44 600 611
Williams Partners LP 5.250% 3/15/20 5,395 5,811
Williams Partners LP 4.000% 11/15/21 400 414
Williams Partners LP 3.600% 3/15/22 750 759
Williams Partners LP 3.350% 8/15/22 500 499
Williams Partners LP 4.500% 11/15/23 560 584
Williams Partners LP 3.900% 1/15/25 1,200 1,196
Williams Partners LP 4.000% 9/15/25 1,100 1,106
Williams Partners LP 6.300% 4/15/40 475 533
Williams Partners LP 5.800% 11/15/43 700 750
Williams Partners LP 5.400% 3/4/44 300 308
Williams Partners LP 4.900% 1/15/45 325 314
Williams Partners LP 5.100% 9/15/45 950 943
Williams Partners LP / ACMP Finance Corp. 4.875% 5/15/23 450 463
Williams Partners LP / ACMP Finance Corp. 4.875% 3/15/24 500 514
XTO Energy Inc. 5.500% 6/15/18 400 419
 
Other Industrial (0.0%)        
California Institute of Technology GO 4.700% 11/1/11 950 908
CBRE Services Inc. 5.000% 3/15/23 500 520
CBRE Services Inc. 5.250% 3/15/25 275 292
CBRE Services Inc. 4.875% 3/1/26 375 389
Cintas Corp. No 2 2.900% 4/1/22 400 404
Cintas Corp. No 2 3.250% 6/1/22 150 154
Cintas Corp. No 2 3.700% 4/1/27 400 409
6 Duke University 3.199% 10/1/38 200 182
6 Duke University Revenue 3.299% 10/1/46 500 442
Fluor Corp. 3.375% 9/15/21 150 155
Fluor Corp. 3.500% 12/15/24 1,000 1,025
George Washington University District of        
Columbia GO 3.545% 9/15/46 175 155
Howard Hughes Medical Institute Revenue 3.500% 9/1/23 725 761
6 Johns Hopkins University Maryland GO 4.083% 7/1/53 500 515
Massachusetts Institute of Technology GO 5.600% 7/1/11 400 492
Massachusetts Institute of Technology GO 4.678% 7/1/14 700 724
Massachusetts Institute of Technology GO 3.885% 7/1/16 350 304
Mueller Industries Inc. 6.000% 3/1/27 209 207
6 Northwestern University Illinois GO 3.688% 12/1/38 300 300
6 Northwestern University Illinois GO 4.643% 12/1/44 350 394
President & Fellows of Harvard College        
Massachusetts GO 3.619% 10/1/37 500 500
6 Rice University Texas GO 3.574% 5/15/45 250 241
6 University of Notre Dame DU LAC Indiana GO 3.438% 2/15/45 300 285
University of Pennsylvania GO 4.674% 9/1/12 625 632
6 University of Southern California GO 3.028% 10/1/39 500 452
Wesleyan University Connecticut GO 4.781% 7/1/16 150 139
Yale University Connecticut GO 2.086% 4/15/19 150 152
 
Technology (0.9%)        
Adobe Systems Inc. 4.750% 2/1/20 325 350
Adobe Systems Inc. 3.250% 2/1/25 900 908
Alphabet Inc. 3.625% 5/19/21 350 371
Alphabet Inc. 1.998% 8/15/26 1,500 1,385
Altera Corp. 2.500% 11/15/18 625 634
Altera Corp. 4.100% 11/15/23 750 809
Amphenol Corp. 2.550% 1/30/19 1,650 1,666

 

 

Amphenol Corp. 2.200% 4/1/20 250 250
Amphenol Corp. 3.125% 9/15/21 250 254
Amphenol Corp. 4.000% 2/1/22 75 79
Amphenol Corp. 3.200% 4/1/24 200 200
Analog Devices Inc. 2.500% 12/5/21 300 297
Analog Devices Inc. 2.875% 6/1/23 1,375 1,355
Analog Devices Inc. 3.125% 12/5/23 400 399
Analog Devices Inc. 3.900% 12/15/25 50 51
Analog Devices Inc. 3.500% 12/5/26 1,200 1,190
Apple Inc. 1.000% 5/3/18 1,300 1,296
Apple Inc. 1.550% 2/8/19 400 401
Apple Inc. 2.100% 5/6/19 1,650 1,667
Apple Inc. 1.100% 8/2/19 1,100 1,085
Apple Inc. 1.550% 2/7/20 1,550 1,540
Apple Inc. 1.900% 2/7/20 800 802
Apple Inc. 2.000% 5/6/20 700 703
Apple Inc. 2.250% 2/23/21 3,200 3,209
Apple Inc. 2.850% 5/6/21 2,125 2,175
Apple Inc. 1.550% 8/4/21 1,400 1,357
Apple Inc. 2.150% 2/9/22 1,500 1,482
Apple Inc. 2.500% 2/9/22 1,350 1,356
Apple Inc. 2.700% 5/13/22 3,700 3,744
Apple Inc. 2.400% 5/3/23 4,515 4,437
Apple Inc. 3.000% 2/9/24 1,300 1,310
Apple Inc. 3.450% 5/6/24 930 963
Apple Inc. 2.500% 2/9/25 1,300 1,254
Apple Inc. 3.200% 5/13/25 1,300 1,313
Apple Inc. 3.250% 2/23/26 2,950 2,983
Apple Inc. 3.350% 2/9/27 2,000 2,017
Apple Inc. 4.500% 2/23/36 1,500 1,619
Apple Inc. 3.850% 5/4/43 2,000 1,911
Apple Inc. 4.450% 5/6/44 1,150 1,185
Apple Inc. 3.450% 2/9/45 1,275 1,132
Apple Inc. 4.650% 2/23/46 4,650 4,982
Apple Inc. 3.850% 8/4/46 2,600 2,456
Apple Inc. 4.250% 2/9/47 750 758
Applied Materials Inc. 2.625% 10/1/20 475 482
Applied Materials Inc. 4.300% 6/15/21 2,185 2,350
Applied Materials Inc. 3.900% 10/1/25 1,100 1,161
Applied Materials Inc. 3.300% 4/1/27 500 501
Applied Materials Inc. 5.100% 10/1/35 350 392
Applied Materials Inc. 5.850% 6/15/41 125 151
Applied Materials Inc. 4.350% 4/1/47 750 760
Arrow Electronics Inc. 3.500% 4/1/22 325 328
Arrow Electronics Inc. 4.500% 3/1/23 400 417
Arrow Electronics Inc. 4.000% 4/1/25 400 403
Autodesk Inc. 3.125% 6/15/20 225 229
Autodesk Inc. 3.600% 12/15/22 100 102
Autodesk Inc. 4.375% 6/15/25 175 180
AVNET Inc. 4.625% 4/15/26 800 810
Baidu Inc. 2.750% 6/9/19 350 353
Baidu Inc. 3.500% 11/28/22 1,500 1,531
9 Broadcom Corp. / Broadcom Cayman Finance        
Ltd. 2.375% 1/15/20 2,100 2,100
9 Broadcom Corp. / Broadcom Cayman Finance        
Ltd. 3.000% 1/15/22 2,600 2,593

 

 

9 Broadcom Corp. / Broadcom Cayman Finance        
Ltd. 3.625% 1/15/24 1,900 1,912
9 Broadcom Corp. / Broadcom Cayman Finance        
Ltd. 3.875% 1/15/27 3,500 3,517
Broadridge Financial Solutions Inc. 3.950% 9/1/20 250 262
Broadridge Financial Solutions Inc. 3.400% 6/27/26 320 313
CA Inc. 5.375% 12/1/19 205 222
CA Inc. 3.600% 8/1/20 800 826
CA Inc. 3.600% 8/15/22 500 508
Cadence Design Systems Inc. 4.375% 10/15/24 125 125
Cisco Systems Inc. 4.950% 2/15/19 1,550 1,644
Cisco Systems Inc. 1.600% 2/28/19 1,800 1,800
Cisco Systems Inc. 2.125% 3/1/19 1,325 1,338
Cisco Systems Inc. 4.450% 1/15/20 2,775 2,971
Cisco Systems Inc. 2.450% 6/15/20 1,000 1,014
Cisco Systems Inc. 2.200% 2/28/21 2,750 2,751
Cisco Systems Inc. 2.900% 3/4/21 225 231
Cisco Systems Inc. 2.600% 2/28/23 250 249
Cisco Systems Inc. 2.200% 9/20/23 500 484
Cisco Systems Inc. 3.625% 3/4/24 400 420
Cisco Systems Inc. 2.950% 2/28/26 550 544
Cisco Systems Inc. 2.500% 9/20/26 1,150 1,089
Cisco Systems Inc. 5.900% 2/15/39 1,475 1,871
Cisco Systems Inc. 5.500% 1/15/40 1,505 1,833
Corning Inc. 1.500% 5/8/18 875 874
Corning Inc. 6.625% 5/15/19 50 55
Corning Inc. 2.900% 5/15/22 625 628
Corning Inc. 3.700% 11/15/23 500 516
Corning Inc. 4.700% 3/15/37 175 176
Corning Inc. 5.750% 8/15/40 340 388
9 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 3.480% 6/1/19 2,950 3,023
9 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 4.420% 6/15/21 2,975 3,111
9 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 5.450% 6/15/23 3,450 3,710
9 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 6.020% 6/15/26 3,425 3,741
9 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 8.100% 7/15/36 1,095 1,374
9 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 8.350% 7/15/46 1,425 1,848
Equifax Inc. 2.300% 6/1/21 2,575 2,541
Equifax Inc. 3.250% 6/1/26 350 338
9 Everett Spinco Inc. 2.875% 3/27/20 375 378
9 Everett Spinco Inc. 4.250% 4/15/24 500 507
9 Everett Spinco Inc. 4.750% 4/15/27 875 893
Fidelity National Information Services Inc. 2.000% 4/15/18 100 100
Fidelity National Information Services Inc. 2.850% 10/15/18 300 304
Fidelity National Information Services Inc. 3.625% 10/15/20 3,900 4,043
Fidelity National Information Services Inc. 3.500% 4/15/23 625 634
Fidelity National Information Services Inc. 3.875% 6/5/24 325 334
Fidelity National Information Services Inc. 5.000% 10/15/25 1,500 1,633
Fidelity National Information Services Inc. 3.000% 8/15/26 1,000 939
Fidelity National Information Services Inc. 4.500% 8/15/46 375 361
Fiserv Inc. 2.700% 6/1/20 525 531
Fiserv Inc. 3.850% 6/1/25 700 717

 

 

Flex Ltd. 4.625% 2/15/20 575 599
Flex Ltd. 5.000% 2/15/23 500 534
Hewlett Packard Enterprise Co. 2.850% 10/5/18 2,300 2,329
Hewlett Packard Enterprise Co. 3.600% 10/15/20 2,525 2,594
Hewlett Packard Enterprise Co. 4.400% 10/15/22 1,625 1,702
Hewlett Packard Enterprise Co. 4.900% 10/15/25 2,500 2,596
Hewlett Packard Enterprise Co. 6.200% 10/15/35 350 367
Hewlett Packard Enterprise Co. 6.350% 10/15/45 1,450 1,493
HP Inc. 3.750% 12/1/20 113 118
HP Inc. 4.300% 6/1/21 1,250 1,317
HP Inc. 4.375% 9/15/21 1,300 1,374
HP Inc. 4.650% 12/9/21 1,175 1,258
HP Inc. 6.000% 9/15/41 610 627
Intel Corp. 2.450% 7/29/20 1,250 1,269
Intel Corp. 1.700% 5/19/21 200 196
Intel Corp. 3.300% 10/1/21 1,425 1,480
Intel Corp. 3.100% 7/29/22 625 642
Intel Corp. 2.700% 12/15/22 700 702
Intel Corp. 3.700% 7/29/25 500 522
Intel Corp. 2.600% 5/19/26 775 743
Intel Corp. 4.000% 12/15/32 475 500
Intel Corp. 4.800% 10/1/41 1,130 1,246
Intel Corp. 4.250% 12/15/42 775 791
Intel Corp. 4.900% 7/29/45 1,150 1,287
Intel Corp. 4.100% 5/19/46 1,000 995
International Business Machines Corp. 1.950% 2/12/19 675 680
International Business Machines Corp. 1.800% 5/17/19 2,000 2,007
International Business Machines Corp. 1.900% 1/27/20 1,500 1,505
International Business Machines Corp. 1.625% 5/15/20 270 268
International Business Machines Corp. 2.900% 11/1/21 200 205
International Business Machines Corp. 2.500% 1/27/22 850 855
International Business Machines Corp. 1.875% 8/1/22 900 871
International Business Machines Corp. 2.875% 11/9/22 850 860
International Business Machines Corp. 3.375% 8/1/23 600 623
International Business Machines Corp. 3.625% 2/12/24 1,400 1,467
International Business Machines Corp. 3.450% 2/19/26 1,000 1,023
International Business Machines Corp. 3.300% 1/27/27 500 503
International Business Machines Corp. 5.600% 11/30/39 1,114 1,368
International Business Machines Corp. 4.000% 6/20/42 753 753
International Business Machines Corp. 4.700% 2/19/46 1,000 1,094
Jabil Circuit Inc. 5.625% 12/15/20 250 268
Juniper Networks Inc. 3.125% 2/26/19 250 255
Juniper Networks Inc. 3.300% 6/15/20 475 486
Juniper Networks Inc. 4.600% 3/15/21 360 384
Juniper Networks Inc. 4.350% 6/15/25 200 206
Juniper Networks Inc. 5.950% 3/15/41 150 163
Keysight Technologies Inc. 3.300% 10/30/19 350 355
Keysight Technologies Inc. 4.550% 10/30/24 325 330
Keysight Technologies Inc. 4.600% 4/6/27 600 605
KLA-Tencor Corp. 3.375% 11/1/19 100 103
KLA-Tencor Corp. 4.125% 11/1/21 2,000 2,094
KLA-Tencor Corp. 4.650% 11/1/24 400 426
Lam Research Corp. 2.750% 3/15/20 325 329
Lam Research Corp. 2.800% 6/15/21 450 451
Lam Research Corp. 3.800% 3/15/25 425 427
Maxim Integrated Products Inc. 3.375% 3/15/23 50 50
Microsoft Corp. 1.000% 5/1/18 400 399

 

 

Microsoft Corp. 1.300% 11/3/18 2,400 2,398
Microsoft Corp. 4.200% 6/1/19 460 487
Microsoft Corp. 1.100% 8/8/19 1,775 1,755
Microsoft Corp. 1.850% 2/6/20 1,225 1,229
Microsoft Corp. 1.850% 2/12/20 1,100 1,103
Microsoft Corp. 3.000% 10/1/20 250 259
Microsoft Corp. 2.000% 11/3/20 1,975 1,979
Microsoft Corp. 1.550% 8/8/21 1,950 1,897
Microsoft Corp. 2.400% 2/6/22 1,500 1,509
Microsoft Corp. 2.375% 2/12/22 1,600 1,604
Microsoft Corp. 2.650% 11/3/22 2,150 2,170
Microsoft Corp. 2.125% 11/15/22 225 221
Microsoft Corp. 2.375% 5/1/23 225 223
Microsoft Corp. 2.000% 8/8/23 2,050 1,968
Microsoft Corp. 3.625% 12/15/23 750 790
Microsoft Corp. 2.875% 2/6/24 2,125 2,131
Microsoft Corp. 2.700% 2/12/25 1,025 1,007
Microsoft Corp. 3.125% 11/3/25 2,000 2,019
Microsoft Corp. 2.400% 8/8/26 2,700 2,553
Microsoft Corp. 3.300% 2/6/27 3,000 3,039
Microsoft Corp. 3.500% 2/12/35 1,300 1,246
Microsoft Corp. 4.200% 11/3/35 575 602
Microsoft Corp. 3.450% 8/8/36 1,825 1,733
Microsoft Corp. 4.100% 2/6/37 2,075 2,135
Microsoft Corp. 5.200% 6/1/39 229 269
Microsoft Corp. 4.500% 10/1/40 125 134
Microsoft Corp. 5.300% 2/8/41 600 709
Microsoft Corp. 3.500% 11/15/42 850 782
Microsoft Corp. 3.750% 5/1/43 185 176
Microsoft Corp. 4.875% 12/15/43 350 389
Microsoft Corp. 3.750% 2/12/45 400 377
Microsoft Corp. 4.450% 11/3/45 2,750 2,892
Microsoft Corp. 3.700% 8/8/46 3,375 3,168
Microsoft Corp. 4.250% 2/6/47 2,650 2,704
Microsoft Corp. 4.000% 2/12/55 2,000 1,888
Microsoft Corp. 4.750% 11/3/55 700 748
Microsoft Corp. 3.950% 8/8/56 1,600 1,494
Microsoft Corp. 4.500% 2/6/57 2,000 2,056
Motorola Solutions Inc. 3.750% 5/15/22 400 406
Motorola Solutions Inc. 3.500% 3/1/23 1,100 1,082
Motorola Solutions Inc. 4.000% 9/1/24 500 500
Motorola Solutions Inc. 7.500% 5/15/25 75 89
Motorola Solutions Inc. 5.500% 9/1/44 300 289
NetApp Inc. 3.375% 6/15/21 900 918
NVIDIA Corp. 2.200% 9/16/21 715 699
NVIDIA Corp. 3.200% 9/16/26 740 716
Oracle Corp. 5.750% 4/15/18 1,415 1,477
Oracle Corp. 2.375% 1/15/19 525 532
Oracle Corp. 5.000% 7/8/19 1,175 1,260
Oracle Corp. 2.250% 10/8/19 2,850 2,884
Oracle Corp. 1.900% 9/15/21 5,300 5,204
Oracle Corp. 2.500% 5/15/22 1,250 1,246
Oracle Corp. 2.500% 10/15/22 1,700 1,691
Oracle Corp. 2.400% 9/15/23 1,720 1,674
Oracle Corp. 3.400% 7/8/24 2,350 2,414
Oracle Corp. 2.950% 5/15/25 1,000 985
Oracle Corp. 2.650% 7/15/26 2,925 2,775

 

 

Oracle Corp. 3.250% 5/15/30 275 271
Oracle Corp. 4.300% 7/8/34 1,350 1,397
Oracle Corp. 3.900% 5/15/35 1,350 1,333
Oracle Corp. 3.850% 7/15/36 1,475 1,436
Oracle Corp. 6.500% 4/15/38 625 821
Oracle Corp. 6.125% 7/8/39 645 815
Oracle Corp. 5.375% 7/15/40 1,375 1,591
Oracle Corp. 4.500% 7/8/44 775 800
Oracle Corp. 4.125% 5/15/45 400 388
Oracle Corp. 4.000% 7/15/46 2,500 2,384
Oracle Corp. 4.375% 5/15/55 1,000 976
Pitney Bowes Inc. 3.375% 10/1/21 1,050 1,032
Pitney Bowes Inc. 4.625% 3/15/24 1,050 1,034
QUALCOMM Inc. 1.400% 5/18/18 1,000 1,000
QUALCOMM Inc. 2.250% 5/20/20 1,000 1,002
QUALCOMM Inc. 3.000% 5/20/22 1,275 1,291
QUALCOMM Inc. 3.450% 5/20/25 975 983
QUALCOMM Inc. 4.650% 5/20/35 635 660
QUALCOMM Inc. 4.800% 5/20/45 1,075 1,117
9 Seagate HDD Cayman 4.250% 3/1/22 500 495
Seagate HDD Cayman 4.750% 6/1/23 1,500 1,500
9 Seagate HDD Cayman 4.875% 3/1/24 350 343
Seagate HDD Cayman 4.750% 1/1/25 975 946
Seagate HDD Cayman 4.875% 6/1/27 465 435
Tech Data Corp. 3.700% 2/15/22 350 351
Tech Data Corp. 4.950% 2/15/27 400 403
Telefonaktiebolaget LM Ericsson 4.125% 5/15/22 550 561
Texas Instruments Inc. 1.650% 8/3/19 1,000 998
Texas Instruments Inc. 1.850% 5/15/22 500 483
Total System Services Inc. 2.375% 6/1/18 545 547
Total System Services Inc. 3.800% 4/1/21 725 750
Total System Services Inc. 4.800% 4/1/26 1,175 1,265
Trimble Navigation Ltd. 4.750% 12/1/24 225 233
Tyco Electronics Group SA 6.550% 10/1/17 355 364
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% 8/1/24 350 353
Tyco Electronics Group SA 7.125% 10/1/37 700 917
Verisk Analytics Inc. 5.800% 5/1/21 325 361
Verisk Analytics Inc. 4.125% 9/12/22 1,300 1,355
Verisk Analytics Inc. 5.500% 6/15/45 350 381
Xerox Corp. 6.350% 5/15/18 780 814
Xerox Corp. 2.750% 3/15/19 250 251
Xerox Corp. 5.625% 12/15/19 650 697
Xerox Corp. 2.800% 5/15/20 300 298
Xerox Corp. 4.500% 5/15/21 835 871
9 Xerox Corp. 4.070% 3/17/22 400 406
Xilinx Inc. 2.125% 3/15/19 325 326
Xilinx Inc. 3.000% 3/15/21 1,275 1,305
 
Transportation (0.3%)        
6 American Airlines 2011-1 Class A Pass        
Through Trust 5.250% 7/31/22 1,390 1,491
6 American Airlines 2013-1 Class A Pass        
Through Trust 4.000% 1/15/27 223 230
6 American Airlines 2013-2 Class A Pass        
Through Trust 4.950% 7/15/24 932 988

 

 

6 American Airlines 2014-1 Class A Pass        
Through Trust 3.700% 4/1/28 443 445
6 American Airlines 2015-1 Class A Pass        
Through Trust 3.375% 11/1/28 836 823
6 American Airlines 2015-1 Class B Pass        
Through Trust 3.700% 11/1/24 129 125
6 American Airlines 2015-2 Class AA Pass        
Through Trust 3.600% 9/22/27 272 272
6 American Airlines 2016-1 Class A Pass        
Through Trust 4.100% 1/15/28 219 224
6 American Airlines 2016-1 Class AA Pass        
Through Trust 3.575% 1/15/28 487 487
6 American Airlines 2016-2 Class AA Pass        
Through Trust 3.200% 12/15/29 1,000 978
6 American Airlines 2016-3 Class A Pass        
Through Trust 3.250% 4/15/30 150 145
American Airlines 2016-3 Class AA Pass        
Through Trust 3.000% 10/15/28 225 215
6 American Airlines 2017-1 Class AA Pass        
Through Trust 3.650% 2/15/29 500 501
6 American Airlines 2017-1B Class B Pass        
Through Trust 4.950% 2/15/25 75 77
6 BNSF Funding Trust I 6.613% 12/15/55 325 371
Burlington Northern Santa Fe LLC 3.600% 9/1/20 275 288
Burlington Northern Santa Fe LLC 4.100% 6/1/21 410 436
Burlington Northern Santa Fe LLC 3.450% 9/15/21 410 428
Burlington Northern Santa Fe LLC 3.050% 3/15/22 425 435
Burlington Northern Santa Fe LLC 3.050% 9/1/22 400 409
Burlington Northern Santa Fe LLC 3.000% 3/15/23 625 633
Burlington Northern Santa Fe LLC 3.850% 9/1/23 275 291
Burlington Northern Santa Fe LLC 3.750% 4/1/24 400 421
Burlington Northern Santa Fe LLC 3.400% 9/1/24 400 411
Burlington Northern Santa Fe LLC 3.000% 4/1/25 250 248
Burlington Northern Santa Fe LLC 3.650% 9/1/25 1,050 1,094
Burlington Northern Santa Fe LLC 7.000% 12/15/25 700 893
Burlington Northern Santa Fe LLC 3.250% 6/15/27 675 680
Burlington Northern Santa Fe LLC 6.200% 8/15/36 125 160
Burlington Northern Santa Fe LLC 6.150% 5/1/37 400 511
Burlington Northern Santa Fe LLC 5.750% 5/1/40 450 547
Burlington Northern Santa Fe LLC 5.050% 3/1/41 375 422
Burlington Northern Santa Fe LLC 5.400% 6/1/41 925 1,082
Burlington Northern Santa Fe LLC 4.400% 3/15/42 575 593
Burlington Northern Santa Fe LLC 4.375% 9/1/42 200 205
Burlington Northern Santa Fe LLC 4.450% 3/15/43 350 363
Burlington Northern Santa Fe LLC 5.150% 9/1/43 500 570
Burlington Northern Santa Fe LLC 4.900% 4/1/44 800 880
Burlington Northern Santa Fe LLC 4.550% 9/1/44 600 631
Burlington Northern Santa Fe LLC 4.150% 4/1/45 300 299
Burlington Northern Santa Fe LLC 4.700% 9/1/45 300 325
Burlington Northern Santa Fe LLC 3.900% 8/1/46 600 576
Burlington Northern Santa Fe LLC 4.125% 6/15/47 850 846
Canadian National Railway Co. 5.550% 3/1/19 265 284
Canadian National Railway Co. 2.850% 12/15/21 550 561
Canadian National Railway Co. 2.750% 3/1/26 750 740
Canadian National Railway Co. 6.250% 8/1/34 350 453
Canadian National Railway Co. 6.200% 6/1/36 350 456
Canadian National Railway Co. 6.375% 11/15/37 350 469

 

 

Canadian Pacific Railway Co. 4.500% 1/15/22 2,366 2,538
Canadian Pacific Railway Co. 4.450% 3/15/23 225 243
Canadian Pacific Railway Co. 2.900% 2/1/25 100 98
Canadian Pacific Railway Co. 3.700% 2/1/26 450 465
Canadian Pacific Railway Co. 7.125% 10/15/31 225 304
Canadian Pacific Railway Co. 5.750% 3/15/33 425 493
Canadian Pacific Railway Co. 5.950% 5/15/37 775 932
Canadian Pacific Railway Co. 5.750% 1/15/42 110 130
Canadian Pacific Railway Co. 4.800% 8/1/45 200 218
Canadian Pacific Railway Co. 6.125% 9/15/15 230 277
6 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 5/10/21 873 967
6 Continental Airlines 2010-1 Class A Pass        
Through Trust 4.750% 7/12/22 765 803
6 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 745 775
6 Continental Airlines 2012-2 Class A Pass        
Through Trust 4.000% 4/29/26 381 395
CSX Corp. 3.700% 10/30/20 205 214
CSX Corp. 4.250% 6/1/21 900 958
CSX Corp. 3.350% 11/1/25 400 400
CSX Corp. 6.220% 4/30/40 174 216
CSX Corp. 5.500% 4/15/41 425 488
CSX Corp. 4.750% 5/30/42 1,310 1,371
CSX Corp. 4.400% 3/1/43 93 94
CSX Corp. 4.100% 3/15/44 800 768
CSX Corp. 3.950% 5/1/50 650 593
CSX Corp. 4.250% 11/1/66 500 453
6 Delta Air Lines 2007-1 Class A Pass Through        
Trust 6.821% 2/10/24 151 173
6 Delta Air Lines 2009-1 Class A Pass Through        
Trust 7.750% 6/17/21 77 84
6 Delta Air Lines 2010-1 Class A Pass Through        
Trust 6.200% 1/2/20 22 23
6 Delta Air Lines 2010-2 Class A Pass Through        
Trust 4.950% 11/23/20 45 47
6 Delta Air Lines 2012-1 Class A Pass Through        
Trust 4.750% 11/7/21 51 54
6 Delta Air Lines 2015-1 Class AA Pass        
Through Trust 3.625% 7/30/27 351 356
Delta Air Lines Inc. 2.875% 3/13/20 750 756
Delta Air Lines Inc. 3.625% 3/15/22 750 763
FedEx Corp. 8.000% 1/15/19 475 524
FedEx Corp. 2.625% 8/1/22 50 50
FedEx Corp. 4.000% 1/15/24 450 477
FedEx Corp. 3.250% 4/1/26 500 495
FedEx Corp. 3.300% 3/15/27 350 345
FedEx Corp. 3.900% 2/1/35 200 192
FedEx Corp. 3.875% 8/1/42 200 183
FedEx Corp. 4.100% 4/15/43 300 280
FedEx Corp. 5.100% 1/15/44 500 537
FedEx Corp. 4.750% 11/15/45 825 846
FedEx Corp. 4.550% 4/1/46 550 550
FedEx Corp. 4.400% 1/15/47 500 488
FedEx Corp. 4.500% 2/1/65 150 137
JB Hunt Transport Services Inc. 3.300% 8/15/22 400 404
Kansas City Southern 3.000% 5/15/23 500 488

 

 

Kansas City Southern 4.300% 5/15/43 250 231
Kansas City Southern 4.950% 8/15/45 325 328
6 Latam Airlines 2015-1 Pass Through Trust A 4.200% 8/15/29 235 230
Norfolk Southern Corp. 5.750% 4/1/18 200 208
Norfolk Southern Corp. 5.900% 6/15/19 335 363
Norfolk Southern Corp. 3.250% 12/1/21 325 333
Norfolk Southern Corp. 2.903% 2/15/23 780 776
Norfolk Southern Corp. 5.590% 5/17/25 164 186
Norfolk Southern Corp. 7.800% 5/15/27 100 134
Norfolk Southern Corp. 4.837% 10/1/41 565 616
Norfolk Southern Corp. 3.950% 10/1/42 425 409
Norfolk Southern Corp. 4.450% 6/15/45 275 286
Norfolk Southern Corp. 4.650% 1/15/46 200 212
Norfolk Southern Corp. 7.900% 5/15/97 200 288
Norfolk Southern Corp. 6.000% 3/15/05 275 321
Norfolk Southern Corp. 6.000% 5/23/11 925 1,080
Norfolk Southern Railway Co. 9.750% 6/15/20 116 142
6 Northwest Airlines 2007-1 Class A Pass        
Through Trust 7.027% 5/1/21 162 179
Ryder System Inc. 2.450% 11/15/18 1,000 1,009
Ryder System Inc. 2.350% 2/26/19 1,350 1,357
Ryder System Inc. 2.550% 6/1/19 800 806
Ryder System Inc. 2.500% 5/11/20 200 201
Ryder System Inc. 2.875% 9/1/20 125 127
Ryder System Inc. 2.250% 9/1/21 100 98
Southwest Airlines Co. 2.750% 11/6/19 25 25
Southwest Airlines Co. 2.650% 11/5/20 540 545
Southwest Airlines Co. 3.000% 11/15/26 400 378
6 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 2/1/24 96 105
6 Spirit Airlines Class A Pass Through        
Certificates Series 2015-1 4.100% 10/1/29 314 319
Trinity Industries Inc. 4.550% 10/1/24 225 224
Union Pacific Corp. 1.800% 2/1/20 450 448
Union Pacific Corp. 2.250% 6/19/20 300 302
Union Pacific Corp. 2.750% 4/15/23 200 200
Union Pacific Corp. 3.250% 1/15/25 400 407
Union Pacific Corp. 3.250% 8/15/25 900 913
Union Pacific Corp. 2.750% 3/1/26 350 341
Union Pacific Corp. 3.000% 4/15/27 1,750 1,728
Union Pacific Corp. 3.375% 2/1/35 900 868
Union Pacific Corp. 4.250% 4/15/43 400 410
Union Pacific Corp. 4.821% 2/1/44 250 278
Union Pacific Corp. 4.150% 1/15/45 400 402
Union Pacific Corp. 4.050% 11/15/45 250 249
Union Pacific Corp. 4.050% 3/1/46 500 495
Union Pacific Corp. 4.000% 4/15/47 550 542
Union Pacific Corp. 3.799% 10/1/51 1,257 1,172
Union Pacific Corp. 3.875% 2/1/55 400 373
Union Pacific Corp. 4.375% 11/15/65 800 799
6 United Airlines 2013-1 Class A Pass Through        
Trust 4.300% 2/15/27 614 641
6 United Airlines 2014-1 Class A Pass Through        
Trust 4.000% 10/11/27 686 708
6 United Airlines 2015-1 Class A Pass Through        
Trust 3.700% 6/1/24 200 203

 

 

6 United Airlines 2015-1 Class AA Pass        
Through Trust 3.450% 12/1/27 415 414
6 United Airlines 2016-1 Class A Pass Through        
Trust 3.450% 1/7/30 400 396
6 United Airlines 2016-1 Class AA Pass        
Through Trust 3.100% 7/7/28 2,550 2,505
United Parcel Service Inc. 5.125% 4/1/19 175 187
United Parcel Service Inc. 3.125% 1/15/21 990 1,025
United Parcel Service Inc. 2.450% 10/1/22 925 927
United Parcel Service Inc. 2.400% 11/15/26 2,075 1,977
United Parcel Service Inc. 6.200% 1/15/38 820 1,072
United Parcel Service Inc. 4.875% 11/15/40 350 394
United Parcel Service Inc. 3.625% 10/1/42 675 636
United Parcel Service Inc. 3.400% 11/15/46 340 309
6 US Airways 2013-1 Class A Pass Through        
Trust 3.950% 5/15/27 168 172
6 US Airways Inc. 2012-2 Class A Pass        
Through Trust 4.625% 12/3/26 57 60
        2,220,019
Utilities (0.8%)        
Electric (0.7%)        
AEP Texas Central Co. 6.650% 2/15/33 400 490
9 AEP Transmission Co. LLC 3.100% 12/1/26 200 197
9 AEP Transmission Co. LLC 4.000% 12/1/46 200 199
Alabama Power Co. 2.450% 3/30/22 1,000 988
Alabama Power Co. 3.550% 12/1/23 700 733
Alabama Power Co. 2.800% 4/1/25 200 194
Alabama Power Co. 4.100% 1/15/42 700 679
Alabama Power Co. 3.850% 12/1/42 125 120
Alabama Power Co. 4.150% 8/15/44 300 299
Alabama Power Co. 3.750% 3/1/45 650 609
Alabama Power Co. 4.300% 1/2/46 250 256
Ameren Corp. 2.700% 11/15/20 825 832
Ameren Corp. 3.650% 2/15/26 465 470
Ameren Illinois Co. 2.700% 9/1/22 250 252
Ameren Illinois Co. 3.250% 3/1/25 275 280
Ameren Illinois Co. 4.150% 3/15/46 500 516
Appalachian Power Co. 3.400% 6/1/25 400 400
Appalachian Power Co. 5.800% 10/1/35 100 116
Appalachian Power Co. 6.700% 8/15/37 500 642
Appalachian Power Co. 7.000% 4/1/38 260 351
Appalachian Power Co. 4.400% 5/15/44 1,000 1,019
Arizona Public Service Co. 3.150% 5/15/25 500 501
Arizona Public Service Co. 2.550% 9/15/26 150 141
Arizona Public Service Co. 5.050% 9/1/41 575 650
Arizona Public Service Co. 4.500% 4/1/42 25 27
Arizona Public Service Co. 4.350% 11/15/45 50 52
Arizona Public Service Co. 3.750% 5/15/46 650 611
Atlantic City Electric Co. 7.750% 11/15/18 150 164
Baltimore Gas & Electric Co. 3.350% 7/1/23 950 974
Baltimore Gas & Electric Co. 2.400% 8/15/26 225 209
Baltimore Gas & Electric Co. 3.500% 8/15/46 700 635
Berkshire Hathaway Energy Co. 2.000% 11/15/18 125 125
Berkshire Hathaway Energy Co. 2.400% 2/1/20 200 201
Berkshire Hathaway Energy Co. 3.750% 11/15/23 525 549
Berkshire Hathaway Energy Co. 3.500% 2/1/25 1,000 1,024
Berkshire Hathaway Energy Co. 6.125% 4/1/36 975 1,214

 

 

Berkshire Hathaway Energy Co. 5.950% 5/15/37 1,225 1,508
Berkshire Hathaway Energy Co. 6.500% 9/15/37 170 221
Berkshire Hathaway Energy Co. 5.150% 11/15/43 475 538
Berkshire Hathaway Energy Co. 4.500% 2/1/45 500 519
Black Hills Corp. 3.950% 1/15/26 250 256
Black Hills Corp. 3.150% 1/15/27 350 334
Black Hills Corp. 4.200% 9/15/46 375 353
CenterPoint Energy Houston Electric LLC 1.850% 6/1/21 1,625 1,593
CenterPoint Energy Houston Electric LLC 2.250% 8/1/22 250 246
CenterPoint Energy Houston Electric LLC 2.400% 9/1/26 150 141
CenterPoint Energy Houston Electric LLC 3.000% 2/1/27 200 197
CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 700 663
9 Cleco Corporate Holdings LLC 3.743% 5/1/26 725 717
9 Cleco Corporate Holdings LLC 4.973% 5/1/46 475 489
Cleco Power LLC 6.000% 12/1/40 175 209
Cleveland Electric Illuminating Co. 5.500% 8/15/24 1,775 2,025
CMS Energy Corp. 8.750% 6/15/19 500 571
CMS Energy Corp. 6.250% 2/1/20 600 662
CMS Energy Corp. 5.050% 3/15/22 500 547
CMS Energy Corp. 2.950% 2/15/27 50 47
CMS Energy Corp. 3.450% 8/15/27 275 274
CMS Energy Corp. 4.875% 3/1/44 300 320
Commonwealth Edison Co. 6.150% 9/15/17 600 612
Commonwealth Edison Co. 5.900% 3/15/36 100 123
Commonwealth Edison Co. 6.450% 1/15/38 1,030 1,373
Commonwealth Edison Co. 4.600% 8/15/43 550 594
Commonwealth Edison Co. 4.700% 1/15/44 900 981
Commonwealth Edison Co. 3.700% 3/1/45 1,500 1,418
Commonwealth Edison Co. 3.650% 6/15/46 125 117
Connecticut Light & Power Co. 3.200% 3/15/27 175 176
Connecticut Light & Power Co. 6.350% 6/1/36 250 318
Connecticut Light & Power Co. 4.150% 6/1/45 75 76
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 1,225 1,338
Consolidated Edison Co. of New York Inc. 4.450% 6/15/20 850 910
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 300 343
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 860 1,051
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 400 504
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 400 540
Consolidated Edison Co. of New York Inc. 3.950% 3/1/43 475 464
Consolidated Edison Co. of New York Inc. 4.450% 3/15/44 1,530 1,612
Consolidated Edison Co. of New York Inc. 4.500% 12/1/45 375 399
Consolidated Edison Co. of New York Inc. 3.850% 6/15/46 340 327
Consolidated Edison Co. of New York Inc. 4.300% 12/1/56 75 75
Consolidated Edison Inc. 2.000% 3/15/20 350 349
Consolidated Edison Inc. 2.000% 5/15/21 300 294
Constellation Energy Group Inc. 5.150% 12/1/20 495 538
Consumers Energy Co. 6.125% 3/15/19 250 271
Consumers Energy Co. 6.700% 9/15/19 300 333
Consumers Energy Co. 2.850% 5/15/22 250 253
Consumers Energy Co. 3.375% 8/15/23 225 233
Consumers Energy Co. 3.250% 8/15/46 525 468
Consumers Energy Co. 3.950% 7/15/47 500 507
Delmarva Power & Light Co. 3.500% 11/15/23 125 129
Delmarva Power & Light Co. 4.000% 6/1/42 225 218
Delmarva Power & Light Co. 4.150% 5/15/45 600 616
Dominion Resources Inc. 1.400% 9/15/17 650 649
Dominion Resources Inc. 2.500% 12/1/19 400 404

 

 

Dominion Resources Inc. 4.450% 3/15/21 125 134
Dominion Resources Inc. 2.750% 9/15/22 100 98
Dominion Resources Inc. 3.625% 12/1/24 800 805
Dominion Resources Inc. 3.900% 10/1/25 425 433
Dominion Resources Inc. 6.300% 3/15/33 500 600
Dominion Resources Inc. 5.250% 8/1/33 200 218
Dominion Resources Inc. 4.900% 8/1/41 550 581
Dominion Resources Inc. 4.050% 9/15/42 325 305
Dominion Resources Inc. 4.700% 12/1/44 600 618
6 Dominion Resources Inc. 5.750% 10/1/54 375 391
Dominion Resources Inc. 1.875% 1/15/19 400 400
Dominion Resources Inc. 2.750% 1/15/22 350 348
DTE Electric Co. 3.450% 10/1/20 410 424
DTE Electric Co. 3.375% 3/1/25 150 153
DTE Electric Co. 4.000% 4/1/43 300 303
DTE Electric Co. 4.300% 7/1/44 300 315
DTE Electric Co. 3.700% 6/1/46 750 721
DTE Energy Co. 1.500% 10/1/19 525 516
DTE Energy Co. 2.400% 12/1/19 350 352
DTE Energy Co. 3.500% 6/1/24 525 526
DTE Energy Co. 2.850% 10/1/26 2,450 2,291
DTE Energy Co. 3.800% 3/15/27 500 507
Duke Energy Carolinas LLC 4.300% 6/15/20 500 534
Duke Energy Carolinas LLC 3.900% 6/15/21 1,030 1,088
Duke Energy Carolinas LLC 2.950% 12/1/26 850 836
Duke Energy Carolinas LLC 6.000% 12/1/28 300 371
Duke Energy Carolinas LLC 6.100% 6/1/37 425 529
Duke Energy Carolinas LLC 6.000% 1/15/38 25 32
Duke Energy Carolinas LLC 6.050% 4/15/38 25 32
Duke Energy Carolinas LLC 5.300% 2/15/40 710 839
Duke Energy Carolinas LLC 4.250% 12/15/41 800 827
Duke Energy Carolinas LLC 4.000% 9/30/42 425 422
Duke Energy Carolinas LLC 3.875% 3/15/46 750 733
Duke Energy Corp. 5.050% 9/15/19 425 454
Duke Energy Corp. 3.050% 8/15/22 200 202
Duke Energy Corp. 3.950% 10/15/23 225 236
Duke Energy Corp. 3.750% 4/15/24 475 488
Duke Energy Corp. 4.800% 12/15/45 700 738
Duke Energy Corp. 3.750% 9/1/46 150 134
Duke Energy Florida Llc 5.650% 6/15/18 50 53
Duke Energy Florida LLC 1.850% 1/15/20 200 200
Duke Energy Florida LLC 3.200% 1/15/27 450 452
Duke Energy Florida LLC 6.350% 9/15/37 525 689
Duke Energy Florida LLC 6.400% 6/15/38 600 795
Duke Energy Florida LLC 3.400% 10/1/46 400 359
6 Duke Energy Florida Project Finance LLC 1.196% 3/1/22 161 160
6 Duke Energy Florida Project Finance LLC 1.731% 9/1/22 200 194
6 Duke Energy Florida Project Finance LLC 2.538% 9/1/29 400 382
6 Duke Energy Florida Project Finance LLC 2.858% 3/1/33 200 178
6 Duke Energy Florida Project Finance LLC 3.112% 9/1/36 325 295
Duke Energy Indiana LLC 3.750% 7/15/20 185 194
Duke Energy Indiana LLC 6.120% 10/15/35 1,500 1,844
Duke Energy Indiana LLC 4.200% 3/15/42 475 481
Duke Energy Indiana LLC 4.900% 7/15/43 250 282
Duke Energy Indiana LLC 3.750% 5/15/46 1,100 1,042
Duke Energy Ohio Inc. 3.700% 6/15/46 1,225 1,146
Duke Energy Progress Llc 5.300% 1/15/19 675 718

 

 

Duke Energy Progress Llc 3.000% 9/15/21 750 767
Duke Energy Progress Llc 2.800% 5/15/22 350 354
Duke Energy Progress LLC 3.250% 8/15/25 1,800 1,824
Duke Energy Progress LLC 4.375% 3/30/44 525 550
Duke Energy Progress LLC 4.150% 12/1/44 300 304
Duke Energy Progress LLC 4.200% 8/15/45 525 535
Duke Energy Progress LLC 3.700% 10/15/46 175 167
Edison International 2.125% 4/15/20 1,000 1,001
Edison International 2.950% 3/15/23 950 950
El Paso Electric Co. 6.000% 5/15/35 175 203
El Paso Electric Co. 5.000% 12/1/44 250 265
Emera US Finance LP 2.150% 6/15/19 150 150
Emera US Finance LP 2.700% 6/15/21 275 273
Emera US Finance LP 3.550% 6/15/26 375 369
Emera US Finance LP 4.750% 6/15/46 1,825 1,842
Enel Americas SA 4.000% 10/25/26 200 198
Entergy Arkansas Inc. 3.750% 2/15/21 1,250 1,308
Entergy Corp. 2.950% 9/1/26 375 353
Entergy Gulf States Louisiana LLC 6.000% 5/1/18 150 157
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 1,500 1,734
Entergy Louisiana LLC 5.400% 11/1/24 175 201
Entergy Louisiana LLC 2.400% 10/1/26 500 468
Entergy Louisiana LLC 3.250% 4/1/28 300 297
Entergy Louisiana LLC 3.050% 6/1/31 525 498
Entergy Louisiana LLC 4.950% 1/15/45 400 410
Entergy Texas Inc. 7.125% 2/1/19 300 328
Entergy Texas Inc. 5.150% 6/1/45 300 307
Eversource Energy 4.500% 11/15/19 2,357 2,500
Exelon Corp. 2.850% 6/15/20 225 228
Exelon Corp. 2.450% 4/15/21 250 248
Exelon Corp. 2.500% 6/1/22 500 505
Exelon Corp. 3.950% 6/15/25 500 514
Exelon Corp. 3.400% 4/15/26 1,500 1,475
Exelon Corp. 4.950% 6/15/35 800 847
Exelon Corp. 5.625% 6/15/35 365 417
Exelon Corp. 5.100% 6/15/45 200 217
Exelon Corp. 4.450% 4/15/46 500 498
Exelon Generation Co. LLC 2.950% 1/15/20 1,000 1,014
Exelon Generation Co. LLC 4.000% 10/1/20 575 598
Exelon Generation Co. LLC 3.400% 3/15/22 1,000 1,008
Exelon Generation Co. LLC 5.600% 6/15/42 1,121 1,069
FirstEnergy Corp. 4.250% 3/15/23 200 207
FirstEnergy Corp. 7.375% 11/15/31 800 1,041
Florida Power & Light Co. 2.750% 6/1/23 325 328
Florida Power & Light Co. 3.250% 6/1/24 300 308
Florida Power & Light Co. 5.625% 4/1/34 225 272
Florida Power & Light Co. 4.950% 6/1/35 50 57
Florida Power & Light Co. 5.950% 2/1/38 175 224
Florida Power & Light Co. 5.960% 4/1/39 225 288
Florida Power & Light Co. 4.125% 2/1/42 1,575 1,628
Florida Power & Light Co. 3.800% 12/15/42 925 916
Florida Power & Light Co. 4.050% 10/1/44 500 511
9 Fortis Inc. 2.100% 10/4/21 200 194
9 Fortis Inc. 3.055% 10/4/26 1,800 1,692
Georgia Power Co. 1.950% 12/1/18 450 451
Georgia Power Co. 2.000% 3/30/20 350 348
Georgia Power Co. 2.400% 4/1/21 875 873

 

 

Georgia Power Co. 3.250% 4/1/26 1,800 1,766
Georgia Power Co. 3.250% 3/30/27 575 557
Georgia Power Co. 5.950% 2/1/39 150 175
Georgia Power Co. 4.750% 9/1/40 125 131
Georgia Power Co. 4.300% 3/15/42 675 650
Georgia Power Co. 4.300% 3/15/43 250 241
Great Plains Energy Inc. 4.850% 6/1/21 1,095 1,168
Great Plains Energy Inc. 3.900% 4/1/27 1,000 1,004
Great Plains Energy Inc. 4.850% 4/1/47 500 510
Iberdrola International BV 6.750% 7/15/36 175 219
Indiana Michigan Power Co. 7.000% 3/15/19 300 328
Indiana Michigan Power Co. 3.200% 3/15/23 475 479
Interstate Power & Light Co. 3.400% 8/15/25 550 551
Interstate Power & Light Co. 6.250% 7/15/39 100 125
Interstate Power & Light Co. 3.700% 9/15/46 425 393
ITC Holdings Corp. 4.050% 7/1/23 175 181
ITC Holdings Corp. 5.300% 7/1/43 300 334
6 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 163 174
Kansas City Power & Light Co. 6.050% 11/15/35 200 242
Kansas City Power & Light Co. 5.300% 10/1/41 830 883
Kentucky Utilities Co. 3.250% 11/1/20 200 206
LG&E & KU Energy LLC 3.750% 11/15/20 1,150 1,193
Louisville Gas & Electric Co. 4.650% 11/15/43 625 673
MidAmerican Energy Co. 3.100% 5/1/27 500 498
MidAmerican Energy Co. 6.750% 12/30/31 725 980
MidAmerican Energy Co. 4.800% 9/15/43 225 252
MidAmerican Energy Co. 3.950% 8/1/47 400 398
Mississippi Power Co. 4.250% 3/15/42 375 322
National Rural Utilities Cooperative Finance        
Corp. 10.375% 11/1/18 1,100 1,246
National Rural Utilities Cooperative Finance        
Corp. 1.650% 2/8/19 1,050 1,048
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 1,296
National Rural Utilities Cooperative Finance        
Corp. 2.350% 6/15/20 900 901
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/1/20 1,300 1,292
National Rural Utilities Cooperative Finance        
Corp. 2.700% 2/15/23 675 672
National Rural Utilities Cooperative Finance        
Corp. 2.950% 2/7/24 1,200 1,203
National Rural Utilities Cooperative Finance        
Corp. 3.250% 11/1/25 75 76
National Rural Utilities Cooperative Finance        
Corp. 4.023% 11/1/32 789 823
6 National Rural Utilities Cooperative Finance        
Corp. 4.750% 4/30/43 100 102
6 National Rural Utilities Cooperative Finance        
Corp. 5.250% 4/20/46 325 339
Nevada Power Co. 6.500% 5/15/18 1,200 1,266
Nevada Power Co. 6.650% 4/1/36 410 540
Nevada Power Co. 5.450% 5/15/41 500 582
NextEra Energy Capital Holdings Inc. 2.400% 9/15/19 200 202
NextEra Energy Capital Holdings Inc. 2.700% 9/15/19 475 482

 

 

NextEra Energy Capital Holdings Inc. 4.500% 6/1/21 1,340 1,425
Northern States Power Co. 2.200% 8/15/20 200 201
Northern States Power Co. 6.250% 6/1/36 650 839
Northern States Power Co. 6.200% 7/1/37 250 324
Northern States Power Co. 5.350% 11/1/39 375 444
Northern States Power Co. 4.125% 5/15/44 100 102
Northern States Power Co. 4.000% 8/15/45 200 201
Northern States Power Co. 3.600% 5/15/46 325 305
NorthWestern Corp. 4.176% 11/15/44 250 250
NSTAR Electric Co. 3.250% 11/15/25 175 175
NSTAR Electric Co. 5.500% 3/15/40 550 661
NV Energy Inc. 6.250% 11/15/20 225 253
Oglethorpe Power Corp. 6.100% 3/15/19 200 215
Oglethorpe Power Corp. 5.950% 11/1/39 100 119
Oglethorpe Power Corp. 5.375% 11/1/40 630 712
Oglethorpe Power Corp. 4.550% 6/1/44 300 296
Oglethorpe Power Corp. 4.250% 4/1/46 125 117
Ohio Power Co. 6.050% 5/1/18 100 104
Ohio Power Co. 5.375% 10/1/21 575 638
Oklahoma Gas & Electric Co. 4.150% 4/1/47 225 225
Oncor Electric Delivery Co. LLC 6.800% 9/1/18 330 353
Oncor Electric Delivery Co. LLC 2.150% 6/1/19 1,075 1,080
Oncor Electric Delivery Co. LLC 7.000% 9/1/22 200 241
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 1,100 1,495
Oncor Electric Delivery Co. LLC 4.550% 12/1/41 500 532
Pacific Gas & Electric Co. 8.250% 10/15/18 275 301
Pacific Gas & Electric Co. 3.500% 10/1/20 410 426
Pacific Gas & Electric Co. 4.250% 5/15/21 225 239
Pacific Gas & Electric Co. 3.250% 6/15/23 575 586
Pacific Gas & Electric Co. 3.750% 2/15/24 150 157
Pacific Gas & Electric Co. 3.400% 8/15/24 625 637
Pacific Gas & Electric Co. 6.050% 3/1/34 1,235 1,544
Pacific Gas & Electric Co. 5.800% 3/1/37 1,025 1,265
Pacific Gas & Electric Co. 6.250% 3/1/39 1,000 1,300
Pacific Gas & Electric Co. 5.400% 1/15/40 500 590
Pacific Gas & Electric Co. 4.450% 4/15/42 300 315
Pacific Gas & Electric Co. 4.600% 6/15/43 225 240
Pacific Gas & Electric Co. 4.750% 2/15/44 1,000 1,097
Pacific Gas & Electric Co. 4.250% 3/15/46 375 384
Pacific Gas & Electric Co. 4.000% 12/1/46 675 665
PacifiCorp 5.650% 7/15/18 300 315
PacifiCorp 2.950% 2/1/22 1,000 1,018
PacifiCorp 3.600% 4/1/24 500 518
PacifiCorp 5.250% 6/15/35 475 547
PacifiCorp 6.100% 8/1/36 500 634
PacifiCorp 5.750% 4/1/37 410 501
PacifiCorp 6.250% 10/15/37 600 774
PacifiCorp 4.100% 2/1/42 150 150
Pennsylvania Electric Co. 5.200% 4/1/20 205 218
PG&E Corp. 2.400% 3/1/19 1,650 1,658
Potomac Electric Power Co. 6.500% 11/15/37 400 531
PPL Capital Funding Inc. 3.500% 12/1/22 375 383
PPL Capital Funding Inc. 3.950% 3/15/24 225 232
PPL Capital Funding Inc. 5.000% 3/15/44 1,450 1,532
PPL Electric Utilities Corp. 3.000% 9/15/21 1,485 1,520
PPL Electric Utilities Corp. 6.250% 5/15/39 100 129
PPL Electric Utilities Corp. 4.750% 7/15/43 200 222

 

 

Progress Energy Inc. 3.150% 4/1/22 1,500 1,513
Progress Energy Inc. 7.750% 3/1/31 625 867
Progress Energy Inc. 7.000% 10/30/31 200 262
Progress Energy Inc. 6.000% 12/1/39 285 342
PSEG Power LLC 5.125% 4/15/20 150 162
PSEG Power LLC 3.000% 6/15/21 325 328
PSEG Power LLC 4.150% 9/15/21 50 52
Public Service Co. of Colorado 5.125% 6/1/19 175 187
Public Service Co. of Colorado 3.200% 11/15/20 700 723
Public Service Co. of Colorado 3.600% 9/15/42 225 212
Public Service Co. of Colorado 4.300% 3/15/44 200 209
Public Service Co. of New Hampshire 3.500% 11/1/23 150 155
Public Service Co. of Oklahoma 5.150% 12/1/19 600 643
Public Service Co. of Oklahoma 6.625% 11/15/37 275 353
Public Service Electric & Gas Co. 5.300% 5/1/18 394 410
Public Service Electric & Gas Co. 2.300% 9/15/18 450 455
Public Service Electric & Gas Co. 1.800% 6/1/19 200 200
Public Service Electric & Gas Co. 1.900% 3/15/21 200 197
Public Service Electric & Gas Co. 2.375% 5/15/23 225 221
Public Service Electric & Gas Co. 3.000% 5/15/25 500 500
Public Service Electric & Gas Co. 3.950% 5/1/42 1,525 1,525
Public Service Electric & Gas Co. 3.800% 3/1/46 1,000 983
Puget Energy Inc. 6.500% 12/15/20 250 280
Puget Energy Inc. 6.000% 9/1/21 400 446
Puget Energy Inc. 3.650% 5/15/25 1,550 1,532
Puget Sound Energy Inc. 5.483% 6/1/35 100 117
Puget Sound Energy Inc. 6.274% 3/15/37 500 633
Puget Sound Energy Inc. 5.757% 10/1/39 495 602
Puget Sound Energy Inc. 5.638% 4/15/41 390 478
Puget Sound Energy Inc. 4.434% 11/15/41 275 284
San Diego Gas & Electric Co. 3.000% 8/15/21 150 153
San Diego Gas & Electric Co. 2.500% 5/15/26 350 334
San Diego Gas & Electric Co. 6.125% 9/15/37 252 321
San Diego Gas & Electric Co. 4.500% 8/15/40 255 275
SCANA Corp. 4.750% 5/15/21 205 214
SCANA Corp. 4.125% 2/1/22 150 150
Sierra Pacific Power Co. 2.600% 5/1/26 300 287
Sierra Pacific Power Co. 6.750% 7/1/37 400 521
South Carolina Electric & Gas Co. 6.500% 11/1/18 1,100 1,178
South Carolina Electric & Gas Co. 6.625% 2/1/32 450 576
South Carolina Electric & Gas Co. 6.050% 1/15/38 150 176
South Carolina Electric & Gas Co. 5.450% 2/1/41 100 115
South Carolina Electric & Gas Co. 4.350% 2/1/42 200 198
South Carolina Electric & Gas Co. 4.600% 6/15/43 225 229
South Carolina Electric & Gas Co. 4.100% 6/15/46 830 815
South Carolina Electric & Gas Co. 4.500% 6/1/64 300 290
South Carolina Electric & Gas Co. 5.100% 6/1/65 350 362
Southern California Edison Co. 3.875% 6/1/21 350 370
6 Southern California Edison Co. 1.845% 2/1/22 250 247
Southern California Edison Co. 3.500% 10/1/23 300 311
Southern California Edison Co. 6.650% 4/1/29 225 283
Southern California Edison Co. 5.750% 4/1/35 508 615
Southern California Edison Co. 5.350% 7/15/35 1,460 1,712
Southern California Edison Co. 4.500% 9/1/40 205 220
Southern California Edison Co. 4.050% 3/15/42 425 430
Southern California Edison Co. 3.900% 3/15/43 475 471
Southern California Edison Co. 4.650% 10/1/43 455 501

 

 

Southern California Edison Co. 3.600% 2/1/45 150 142
Southern Co. 1.550% 7/1/18 375 373
Southern Co. 1.850% 7/1/19 325 323
Southern Co. 2.150% 9/1/19 200 200
Southern Co. 2.750% 6/15/20 400 403
Southern Co. 2.350% 7/1/21 600 588
Southern Co. 2.950% 7/1/23 525 511
Southern Co. 3.250% 7/1/26 1,125 1,069
Southern Co. 4.250% 7/1/36 875 847
Southern Co. 4.400% 7/1/46 1,050 1,003
Southern Power Co. 1.500% 6/1/18 250 249
Southern Power Co. 1.950% 12/15/19 350 348
Southern Power Co. 2.375% 6/1/20 100 100
Southern Power Co. 2.500% 12/15/21 350 343
Southern Power Co. 4.150% 12/1/25 175 181
Southern Power Co. 5.150% 9/15/41 960 973
Southern Power Co. 5.250% 7/15/43 500 516
Southern Power Co. 4.950% 12/15/46 300 298
Southwestern Electric Power Co. 6.450% 1/15/19 250 269
Southwestern Electric Power Co. 6.200% 3/15/40 75 93
Southwestern Electric Power Co. 3.900% 4/1/45 1,400 1,320
Southwestern Public Service Co. 3.300% 6/15/24 1,850 1,882
Southwestern Public Service Co. 4.500% 8/15/41 100 106
Southwestern Public Service Co. 3.400% 8/15/46 1,450 1,307
System Energy Resources Inc. 4.100% 4/1/23 150 155
Tampa Electric Co. 5.400% 5/15/21 175 192
Tampa Electric Co. 2.600% 9/15/22 75 74
Tampa Electric Co. 6.550% 5/15/36 150 188
Tampa Electric Co. 4.200% 5/15/45 500 482
TECO Finance Inc. 5.150% 3/15/20 125 133
TransAlta Corp. 6.900% 5/15/18 100 104
TransAlta Corp. 4.500% 11/15/22 325 326
TransAlta Corp. 6.500% 3/15/40 175 159
Tucson Electric Power Co. 3.050% 3/15/25 200 193
UIL Holdings Corp. 4.625% 10/1/20 300 310
Union Electric Co. 6.700% 2/1/19 235 255
Union Electric Co. 3.500% 4/15/24 1,450 1,496
Union Electric Co. 3.900% 9/15/42 425 424
Union Electric Co. 3.650% 4/15/45 575 545
Virginia Electric & Power Co. 2.950% 1/15/22 750 763
Virginia Electric & Power Co. 3.450% 2/15/24 500 512
Virginia Electric & Power Co. 3.100% 5/15/25 500 496
Virginia Electric & Power Co. 3.500% 3/15/27 1,250 1,274
Virginia Electric & Power Co. 6.000% 1/15/36 500 621
Virginia Electric & Power Co. 6.000% 5/15/37 550 683
Virginia Electric & Power Co. 6.350% 11/30/37 600 770
Virginia Electric & Power Co. 8.875% 11/15/38 450 726
Virginia Electric & Power Co. 4.000% 1/15/43 850 838
Virginia Electric & Power Co. 4.450% 2/15/44 200 211
Virginia Electric & Power Co. 4.000% 11/15/46 1,000 986
WEC Energy Group Inc. 2.450% 6/15/20 250 251
WEC Energy Group Inc. 3.550% 6/15/25 750 764
Westar Energy Inc. 2.550% 7/1/26 575 546
Westar Energy Inc. 3.100% 4/1/27 450 444
Westar Energy Inc. 4.125% 3/1/42 525 530
Westar Energy Inc. 4.100% 4/1/43 225 226
Westar Energy Inc. 4.625% 9/1/43 150 158

 

 

Westar Energy Inc. 4.250% 12/1/45 100 98
Wisconsin Electric Power Co. 2.950% 9/15/21 635 649
Wisconsin Electric Power Co. 5.625% 5/15/33 200 235
Wisconsin Electric Power Co. 4.250% 6/1/44 100 101
Wisconsin Electric Power Co. 4.300% 12/15/45 125 128
Wisconsin Power & Light Co. 5.000% 7/15/19 25 27
Wisconsin Power & Light Co. 6.375% 8/15/37 300 391
Wisconsin Public Service Corp. 1.650% 12/4/18 500 499
Wisconsin Public Service Corp. 3.671% 12/1/42 75 71
Xcel Energy Inc. 4.700% 5/15/20 305 324
Xcel Energy Inc. 2.600% 3/15/22 275 273
Xcel Energy Inc. 3.300% 6/1/25 150 150
Xcel Energy Inc. 3.350% 12/1/26 275 274
Xcel Energy Inc. 6.500% 7/1/36 635 798
 
Natural Gas (0.1%)        
Atmos Energy Corp. 8.500% 3/15/19 1,140 1,281
Atmos Energy Corp. 5.500% 6/15/41 800 958
British Transco Finance Inc. 6.625% 6/1/18 430 454
CenterPoint Energy Resources Corp. 6.000% 5/15/18 150 156
CenterPoint Energy Resources Corp. 4.500% 1/15/21 265 279
CenterPoint Energy Resources Corp. 5.850% 1/15/41 675 802
KeySpan Corp. 5.803% 4/1/35 250 284
NiSource Finance Corp. 6.800% 1/15/19 550 595
NiSource Finance Corp. 5.450% 9/15/20 350 383
NiSource Finance Corp. 6.125% 3/1/22 450 515
NiSource Finance Corp. 6.250% 12/15/40 400 484
NiSource Finance Corp. 5.950% 6/15/41 500 599
NiSource Finance Corp. 5.800% 2/1/42 300 349
NiSource Finance Corp. 4.800% 2/15/44 200 210
ONE Gas Inc. 2.070% 2/1/19 300 301
ONE Gas Inc. 4.658% 2/1/44 125 132
Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 150 157
Piedmont Natural Gas Co. Inc. 3.640% 11/1/46 150 134
Sempra Energy 6.150% 6/15/18 750 790
Sempra Energy 9.800% 2/15/19 250 285
Sempra Energy 1.625% 10/7/19 100 99
Sempra Energy 2.400% 3/15/20 300 303
Sempra Energy 2.850% 11/15/20 1,225 1,239
Sempra Energy 4.050% 12/1/23 850 886
Sempra Energy 3.750% 11/15/25 330 336
Sempra Energy 6.000% 10/15/39 705 841
Southern California Gas Co. 2.600% 6/15/26 750 724
Southern California Gas Co. 5.750% 11/15/35 25 30
Southern California Gas Co. 3.750% 9/15/42 800 777
Southern California Gas Co. 4.450% 3/15/44 150 158
Southern Co. Gas Capital Corp. 3.500% 9/15/21 1,250 1,289
Southern Co. Gas Capital Corp. 3.875% 11/15/25 425 432
Southern Co. Gas Capital Corp. 3.250% 6/15/26 375 365
Southern Co. Gas Capital Corp. 5.875% 3/15/41 125 146
Southern Co. Gas Capital Corp. 4.400% 6/1/43 125 123
Southern Co. Gas Capital Corp. 3.950% 10/1/46 450 411
Washington Gas Light Co. 3.796% 9/15/46 325 305
 
Other Utility (0.0%)        
American Water Capital Corp. 3.850% 3/1/24 1,575 1,660
American Water Capital Corp. 6.593% 10/15/37 500 673

 

 

American Water Capital Corp. 4.300% 12/1/42 125 131
American Water Capital Corp. 4.000% 12/1/46 500 510
United Utilities plc 5.375% 2/1/19 200 209
Veolia Environnement SA 6.750% 6/1/38 200 254
        252,334
Total Corporate Bonds (Cost $3,527,245)       3,588,753
Sovereign Bonds (2.1%)        
African Development Bank 1.625% 10/2/18 300 301
African Development Bank 1.000% 11/2/18 1,550 1,538
African Development Bank 1.000% 5/15/19 1,200 1,185
African Development Bank 1.375% 2/12/20 350 346
African Development Bank 1.875% 3/16/20 1,700 1,707
African Development Bank 1.250% 7/26/21 1,700 1,641
African Development Bank 2.375% 9/23/21 1,850 1,869
Agricultural Bank of China Ltd. 2.000% 5/21/18 300 299
Agricultural Bank of China Ltd. 2.750% 5/21/20 250 250
Asian Development Bank 0.875% 4/26/18 1,200 1,196
Asian Development Bank 1.125% 6/5/18 2,300 2,294
Asian Development Bank 5.593% 7/16/18 500 525
Asian Development Bank 1.750% 9/11/18 1,650 1,658
Asian Development Bank 0.875% 10/5/18 1,650 1,637
Asian Development Bank 1.875% 10/23/18 530 534
Asian Development Bank 1.375% 1/15/19 1,000 999
Asian Development Bank 1.750% 3/21/19 575 578
Asian Development Bank 1.875% 4/12/19 1,550 1,561
Asian Development Bank 1.000% 8/16/19 450 444
Asian Development Bank 1.750% 1/10/20 2,000 2,007
Asian Development Bank 1.500% 1/22/20 2,500 2,490
Asian Development Bank 1.375% 3/23/20 2,250 2,227
Asian Development Bank 1.625% 3/16/21 3,100 3,061
Asian Development Bank 2.000% 2/16/22 3,500 3,492
Asian Development Bank 1.875% 2/18/22 1,850 1,832
Asian Development Bank 2.000% 1/22/25 1,000 965
Asian Development Bank 2.000% 4/24/26 400 382
Asian Development Bank 2.625% 1/12/27 800 806
9 Bank of England 1.250% 3/14/19 150 149
Canada 1.125% 3/19/18 2,100 2,098
Canada 1.625% 2/27/19 800 800
CNOOC Finance 2013 Ltd. 3.000% 5/9/23 1,950 1,904
CNOOC Finance 2015 Australia Pty Ltd. 2.625% 5/5/20 1,500 1,496
CNOOC Finance 2015 USA LLC 3.500% 5/5/25 1,800 1,785
CNOOC Nexen Finance 2014 ULC 4.250% 4/30/24 1,000 1,045
CNOOC Nexen Finance 2014 ULC 4.875% 4/30/44 400 429
Corp. Andina de Fomento 1.500% 8/8/17 900 899
Corp. Andina de Fomento 2.000% 5/10/19 1,800 1,793
Corp. Andina de Fomento 2.125% 9/27/21 700 684
Corp. Andina de Fomento 4.375% 6/15/22 1,875 1,999
Council Of Europe Development Bank 1.000% 3/7/18 525 524
Council Of Europe Development Bank 1.125% 5/31/18 975 973
Council Of Europe Development Bank 1.625% 3/10/20 1,300 1,294
Council Of Europe Development Bank 1.625% 3/16/21 600 590
Ecopetrol SA 5.875% 9/18/23 1,300 1,412
Ecopetrol SA 4.125% 1/16/25 2,150 2,077
Ecopetrol SA 5.375% 6/26/26 950 975
Ecopetrol SA 7.375% 9/18/43 700 748
Ecopetrol SA 5.875% 5/28/45 1,075 980

 

 

  Emirates Telecommunications Group Co.        
  PJSC 3.500% 6/18/24 200 201
  European Bank for Reconstruction &        
  Development 1.000% 6/15/18 700 697
  European Bank for Reconstruction &        
  Development 1.000% 9/17/18 400 398
  European Bank for Reconstruction &        
  Development 1.625% 11/15/18 50 50
  European Bank for Reconstruction &        
  Development 1.750% 6/14/19 2,050 2,055
  European Bank for Reconstruction &        
  Development 0.875% 7/22/19 2,500 2,456
  European Bank for Reconstruction &        
  Development 1.750% 11/26/19 500 501
  European Bank for Reconstruction &        
  Development 1.500% 3/16/20 1,650 1,638
  European Bank for Reconstruction &        
  Development 2.000% 2/1/21 1,200 1,200
  European Bank for Reconstruction &        
  Development 1.875% 2/23/22 1,300 1,282
  European Investment Bank 1.000% 8/17/17 1,475 1,475
  European Investment Bank 1.250% 5/15/18 3,400 3,400
  European Investment Bank 1.000% 6/15/18 3,500 3,487
  European Investment Bank 1.125% 8/15/18 2,000 1,992
  European Investment Bank 1.625% 12/18/18 3,200 3,208
  European Investment Bank 1.875% 3/15/19 4,400 4,427
  European Investment Bank 1.750% 6/17/19 4,675 4,686
  European Investment Bank 1.125% 8/15/19 2,000 1,975
  European Investment Bank 1.625% 3/16/20 4,100 4,079
  European Investment Bank 1.750% 5/15/20 4,500 4,494
  European Investment Bank 1.375% 6/15/20 2,000 1,970
  European Investment Bank 2.875% 9/15/20 5,000 5,157
  European Investment Bank 1.625% 12/15/20 2,500 2,469
  European Investment Bank 4.000% 2/16/21 4,000 4,290
  European Investment Bank 2.000% 3/15/21 3,000 2,996
  European Investment Bank 2.500% 4/15/21 3,650 3,714
  European Investment Bank 1.375% 9/15/21 300 290
  European Investment Bank 2.125% 10/15/21 350 350
  European Investment Bank 2.250% 3/15/22 2,800 2,811
  European Investment Bank 2.375% 6/15/22 4,800 4,789
  European Investment Bank 2.250% 8/15/22 1,000 997
  European Investment Bank 3.250% 1/29/24 1,550 1,624
  European Investment Bank 1.875% 2/10/25 2,600 2,471
  European Investment Bank 2.125% 4/13/26 3,000 2,873
  Export Development Canada 1.000% 6/15/18 150 149
  Export Development Canada 1.500% 10/3/18 1,375 1,374
  Export Development Canada 1.250% 2/4/19 800 797
10 Export Development Canada 1.750% 8/19/19 200 200
10 Export Development Canada 1.625% 1/17/20 1,500 1,497
  Export Development Canada 1.500% 5/26/21 1,500 1,465
  Export Development Canada 1.375% 10/21/21 2,800 2,710
  Export-Import Bank of Korea 1.750% 2/27/18 300 300
  Export-Import Bank of Korea 2.875% 9/17/18 700 710
  Export-Import Bank of Korea 1.750% 5/26/19 1,000 994
  Export-Import Bank of Korea 2.375% 8/12/19 600 604
  Export-Import Bank of Korea 1.500% 10/21/19 800 789
  Export-Import Bank of Korea 4.000% 1/29/21 1,000 1,049

 

 

  Export-Import Bank of Korea 2.500% 5/10/21 1,000 992
  Export-Import Bank of Korea 1.875% 10/21/21 1,000 965
  Export-Import Bank of Korea 2.750% 1/25/22 1,500 1,498
  Export-Import Bank of Korea 5.000% 4/11/22 1,475 1,624
  Export-Import Bank of Korea 4.000% 1/14/24 2,100 2,215
  Export-Import Bank of Korea 3.250% 11/10/25 300 302
  Export-Import Bank of Korea 2.625% 5/26/26 600 575
  FMS Wertmanagement AoeR 1.125% 9/5/17 700 700
  FMS Wertmanagement AoeR 1.625% 11/20/18 1,600 1,605
  FMS Wertmanagement AoeR 1.000% 8/16/19 2,100 2,070
11 FMS Wertmanagement AoeR 1.750% 1/24/20 2,200 2,197
  FMS Wertmanagement AoeR 1.750% 3/17/20 750 750
  Hydro-Quebec 8.400% 1/15/22 1,235 1,530
  Hydro-Quebec 8.050% 7/7/24 1,175 1,530
  Industrial & Commercial Bank of China Ltd. 3.231% 11/13/19 2,200 2,242
  Industrial & Commercial Bank of China Ltd. 2.635% 5/26/21 600 593
  Inter-American Development Bank 0.875% 3/15/18 350 349
  Inter-American Development Bank 1.750% 8/24/18 5,105 5,130
  Inter-American Development Bank 1.125% 8/28/18 3,700 3,690
  Inter-American Development Bank 1.000% 5/13/19 2,800 2,772
  Inter-American Development Bank 3.875% 9/17/19 450 474
  Inter-American Development Bank 1.250% 10/15/19 1,700 1,685
  Inter-American Development Bank 1.750% 10/15/19 2,200 2,208
  Inter-American Development Bank 3.875% 2/14/20 500 530
  Inter-American Development Bank 1.875% 6/16/20 1,000 1,004
  Inter-American Development Bank 2.125% 11/9/20 350 353
  Inter-American Development Bank 2.125% 1/18/22 3,000 3,012
  Inter-American Development Bank 1.750% 4/14/22 3,500 3,438
  Inter-American Development Bank 3.000% 2/21/24 2,600 2,695
  Inter-American Development Bank 7.000% 6/15/25 250 315
  Inter-American Development Bank 2.000% 6/2/26 4,375 4,179
  Inter-American Development Bank 3.875% 10/28/41 800 865
  Inter-American Development Bank 4.375% 1/24/44 450 523
  International Bank for Reconstruction &        
  Development 0.875% 4/17/17 4,750 4,750
  International Bank for Reconstruction &        
  Development 1.375% 4/10/18 3,200 3,204
  International Bank for Reconstruction &        
  Development 1.000% 6/15/18 3,500 3,487
  International Bank for Reconstruction &        
  Development 0.875% 7/19/18 4,000 3,980
  International Bank for Reconstruction &        
  Development 1.875% 3/15/19 3,300 3,324
  International Bank for Reconstruction &        
  Development 1.250% 7/26/19 4,500 4,471
  International Bank for Reconstruction &        
  Development 0.875% 8/15/19 3,575 3,521
  International Bank for Reconstruction &        
  Development 1.875% 10/7/19 1,500 1,511
  International Bank for Reconstruction &        
  Development 1.125% 11/27/19 1,750 1,728
  International Bank for Reconstruction &        
  Development 1.375% 3/30/20 2,200 2,178
  International Bank for Reconstruction &        
  Development 1.875% 4/21/20 6,500 6,531
  International Bank for Reconstruction &        
  Development 2.125% 11/1/20 2,200 2,222

 

 

  International Bank for Reconstruction &        
  Development 1.625% 3/9/21 600 593
  International Bank for Reconstruction &        
  Development 1.375% 5/24/21 4,000 3,910
  International Bank for Reconstruction &        
  Development 2.250% 6/24/21 1,700 1,717
  International Bank for Reconstruction &        
  Development 1.375% 9/20/21 4,500 4,371
  International Bank for Reconstruction &        
  Development 2.000% 1/26/22 7,100 7,074
  International Bank for Reconstruction &        
  Development 1.625% 2/10/22 2,025 1,979
  International Bank for Reconstruction &        
  Development 7.625% 1/19/23 25 32
  International Bank for Reconstruction &        
  Development 2.500% 11/25/24 4,500 4,507
  International Bank for Reconstruction &        
  Development 2.500% 7/29/25 2,500 2,488
  International Finance Corp. 2.125% 11/17/17 950 953
  International Finance Corp. 1.250% 7/16/18 2,200 2,191
  International Finance Corp. 1.750% 9/4/18 1,300 1,303
  International Finance Corp. 1.750% 9/16/19 1,100 1,100
  International Finance Corp. 1.750% 3/30/20 2,000 2,000
  International Finance Corp. 1.625% 7/16/20 1,000 991
  International Finance Corp. 2.125% 4/7/26 2,250 2,162
12 Japan Bank for International Cooperation 1.125% 7/19/17 650 649
12 Japan Bank for International Cooperation 1.750% 7/31/18 925 925
12 Japan Bank for International Cooperation 1.750% 11/13/18 3,000 2,997
12 Japan Bank for International Cooperation 2.125% 2/7/19 1,000 1,003
12 Japan Bank for International Cooperation 2.250% 2/24/20 1,600 1,602
12 Japan Bank for International Cooperation 1.750% 5/28/20 2,500 2,458
12 Japan Bank for International Cooperation 1.500% 7/21/21 1,200 1,150
12 Japan Bank for International Cooperation 2.000% 11/4/21 1,900 1,853
12 Japan Bank for International Cooperation 3.375% 7/31/23 325 339
12 Japan Bank for International Cooperation 3.000% 5/29/24 650 662
12 Japan Bank for International Cooperation 2.125% 2/10/25 2,400 2,290
12 Japan Bank for International Cooperation 2.500% 5/28/25 1,000 977
11 KFW 4.375% 3/15/18 3,450 3,550
11 KFW 0.875% 4/19/18 5,100 5,082
11 KFW 1.000% 6/11/18 2,200 2,192
11 KFW 4.500% 7/16/18 350 364
11 KFW 1.125% 8/6/18 1,500 1,497
11 KFW 1.000% 9/7/18 3,500 3,483
11 KFW 1.875% 4/1/19 3,925 3,956
11 KFW 4.875% 6/17/19 4,775 5,112
11 KFW 1.000% 7/15/19 5,500 5,433
11 KFW 1.750% 10/15/19 1,300 1,304
11 KFW 4.000% 1/27/20 150 160
11 KFW 1.750% 3/31/20 5,500 5,483
11 KFW 1.500% 4/20/20 3,550 3,523
11 KFW 2.750% 9/8/20 4,500 4,629
11 KFW 2.750% 10/1/20 3,200 3,296
11 KFW 1.500% 6/15/21 7,100 6,958
11 KFW 2.375% 8/25/21 2,710 2,748
11 KFW 2.625% 1/25/22 1,500 1,534
11 KFW 2.125% 3/7/22 7,150 7,141
11 KFW 2.000% 10/4/22 1,575 1,554

 

 

11 KFW 2.125% 1/17/23 1,750 1,735
11 KFW 2.500% 11/20/24 3,800 3,827
11 KFW 2.000% 5/2/25 2,500 2,415
11 KFW 0.000% 4/18/36 500 272
  Korea Development Bank 3.875% 5/4/17 1,000 1,002
  Korea Development Bank 4.625% 11/16/21 1,375 1,489
  Korea Development Bank 2.625% 2/27/22 1,300 1,292
  Korea Development Bank 3.000% 9/14/22 1,400 1,413
  Korea Development Bank 3.750% 1/22/24 1,500 1,560
11 Kreditanstalt fuer Wiederaufbau 2.000% 11/30/21 6,200 6,170
11 Landwirtschaftliche Rentenbank 1.000% 4/4/18 1,000 998
11 Landwirtschaftliche Rentenbank 1.875% 9/17/18 600 604
11 Landwirtschaftliche Rentenbank 1.750% 4/15/19 350 351
11 Landwirtschaftliche Rentenbank 1.375% 10/23/19 425 422
11 Landwirtschaftliche Rentenbank 2.250% 10/1/21 975 979
11 Landwirtschaftliche Rentenbank 2.000% 12/6/21 4,075 4,044
11 Landwirtschaftliche Rentenbank 2.000% 1/13/25 2,500 2,409
11 Landwirtschaftliche Rentenbank 2.375% 6/10/25 975 963
11 Landwirtschaftliche Rentenbank 1.750% 7/27/26 975 905
  Nexen Energy ULC 7.875% 3/15/32 100 137
  Nexen Energy ULC 5.875% 3/10/35 410 478
  Nexen Energy ULC 6.400% 5/15/37 800 992
  Nexen Energy ULC 7.500% 7/30/39 625 876
  Nordic Investment Bank 0.875% 9/27/18 500 496
  Nordic Investment Bank 1.875% 6/14/19 850 855
  Nordic Investment Bank 2.125% 2/1/22 500 501
  North American Development Bank 2.300% 10/10/18 325 328
  North American Development Bank 4.375% 2/11/20 650 688
  North American Development Bank 2.400% 10/26/22 350 341
13 Oesterreichische Kontrollbank AG 1.125% 5/29/18 1,275 1,272
13 Oesterreichische Kontrollbank AG 1.125% 4/26/19 1,200 1,187
13 Oesterreichische Kontrollbank AG 1.375% 2/10/20 1,400 1,382
13 Oesterreichische Kontrollbank AG 1.500% 10/21/20 2,000 1,969
13 Oesterreichische Kontrollbank AG 1.875% 1/20/21 800 795
13 Oesterreichische Kontrollbank AG 2.375% 10/1/21 1,000 1,009
6 Oriental Republic of Uruguay 4.500% 8/14/24 1,000 1,058
6 Oriental Republic of Uruguay 4.375% 10/27/27 700 732
6 Oriental Republic of Uruguay 7.625% 3/21/36 1,125 1,455
6 Oriental Republic of Uruguay 4.125% 11/20/45 2,029 1,783
6 Oriental Republic of Uruguay 5.100% 6/18/50 3,050 2,939
  Petroleos Mexicanos 5.500% 2/4/19 1,250 1,311
  Petroleos Mexicanos 6.000% 3/5/20 450 484
  Petroleos Mexicanos 3.500% 7/23/20 500 506
  Petroleos Mexicanos 5.500% 1/21/21 1,730 1,832
  Petroleos Mexicanos 6.375% 2/4/21 6,429 6,980
  Petroleos Mexicanos 4.875% 1/24/22 6,525 6,731
  Petroleos Mexicanos 3.500% 1/30/23 950 906
  Petroleos Mexicanos 4.625% 9/21/23 1,621 1,634
  Petroleos Mexicanos 4.875% 1/18/24 1,750 1,774
6 Petroleos Mexicanos 2.290% 2/15/24 140 139
  Petroleos Mexicanos 2.378% 4/15/25 170 169
  Petroleos Mexicanos 4.500% 1/23/26 175 169
  Petroleos Mexicanos 6.875% 8/4/26 2,666 2,970
9 Petroleos Mexicanos 6.500% 3/13/27 2,900 3,120
  Petroleos Mexicanos 6.625% 6/15/35 1,000 1,030
  Petroleos Mexicanos 6.625% 6/15/38 375 381
  Petroleos Mexicanos 6.500% 6/2/41 300 300

 

 

  Petroleos Mexicanos 5.500% 6/27/44 1,111 983
  Petroleos Mexicanos 6.375% 1/23/45 1,000 976
  Petroleos Mexicanos 5.625% 1/23/46 3,898 3,512
  Petroleos Mexicanos 6.750% 9/21/47 3,754 3,817
14 Power Sector Assets & Liabilities        
  Management Corp. 9.625% 5/15/28 140 210
  Province of Alberta Canada 1.900% 12/6/19 1,500 1,501
  Province of British Columbia 2.650% 9/22/21 500 509
  Province of British Columbia 2.000% 10/23/22 300 293
  Province of British Columbia 2.250% 6/2/26 1,200 1,145
  Province of Manitoba 1.125% 6/1/18 1,000 996
  Province of Manitoba 2.100% 9/6/22 300 295
  Province of Manitoba 3.050% 5/14/24 1,600 1,631
  Province of Manitoba 2.125% 6/22/26 850 797
  Province of New Brunswick 2.750% 6/15/18 725 735
  Province of Ontario 3.000% 7/16/18 400 407
  Province of Ontario 2.000% 9/27/18 1,650 1,656
  Province of Ontario 1.625% 1/18/19 4,000 3,989
  Province of Ontario 2.000% 1/30/19 2,875 2,885
  Province of Ontario 1.250% 6/17/19 800 790
  Province of Ontario 1.650% 9/27/19 1,925 1,915
  Province of Ontario 4.000% 10/7/19 850 894
  Province of Ontario 4.400% 4/14/20 975 1,041
  Province of Ontario 2.400% 2/8/22 700 699
  Province of Ontario 2.450% 6/29/22 100 100
  Province of Ontario 3.200% 5/16/24 1,000 1,026
  Province of Ontario 2.500% 4/27/26 1,000 969
  Province of Quebec 4.625% 5/14/18 2,100 2,169
  Province of Quebec 3.500% 7/29/20 1,530 1,594
  Province of Quebec 2.750% 8/25/21 1,375 1,395
  Province of Quebec 2.375% 1/31/22 500 499
  Province of Quebec 2.625% 2/13/23 2,050 2,051
  Province of Quebec 7.125% 2/9/24 1,400 1,734
  Province of Quebec 2.875% 10/16/24 700 702
  Province of Quebec 2.500% 4/20/26 500 487
  Province of Quebec 7.500% 9/15/29 1,075 1,512
  Republic of Chile 2.250% 10/30/22 150 147
  Republic of Chile 3.125% 1/21/26 2,010 2,030
  Republic of Chile 3.625% 10/30/42 1,800 1,772
  Republic of Colombia 7.375% 3/18/19 825 910
  Republic of Colombia 4.375% 7/12/21 2,130 2,252
6 Republic of Colombia 2.625% 3/15/23 1,125 1,082
  Republic of Colombia 4.000% 2/26/24 4,980 5,124
  Republic of Colombia 8.125% 5/21/24 400 509
6 Republic of Colombia 4.500% 1/28/26 500 528
6 Republic of Colombia 3.875% 4/25/27 1,300 1,297
  Republic of Colombia 7.375% 9/18/37 1,000 1,284
  Republic of Colombia 6.125% 1/18/41 1,775 2,026
6 Republic of Colombia 5.625% 2/26/44 533 582
6 Republic of Colombia 5.000% 6/15/45 4,229 4,292
  Republic of Hungary 6.250% 1/29/20 1,300 1,425
  Republic of Hungary 6.375% 3/29/21 11,650 13,121
  Republic of Hungary 7.625% 3/29/41 550 798
  Republic of Italy 6.875% 9/27/23 2,500 2,926
  Republic of Italy 5.375% 6/15/33 1,400 1,511
  Republic of Korea 7.125% 4/16/19 1,150 1,271
  Republic of Korea 3.875% 9/11/23 850 910

 

 

Republic of Korea 2.750% 1/19/27 2,800 2,751
Republic of Panama 5.200% 1/30/20 2,045 2,209
6 Republic of Panama 4.000% 9/22/24 600 625
6 Republic of Panama 3.750% 3/16/25 1,450 1,482
Republic of Panama 7.125% 1/29/26 900 1,136
Republic of Panama 9.375% 4/1/29 1,050 1,546
6 Republic of Panama 6.700% 1/26/36 2,284 2,888
6 Republic of Panama 4.300% 4/29/53 250 236
Republic of Peru 8.750% 11/21/33 4,635 7,023
6 Republic of Peru 6.550% 3/14/37 600 777
Republic of Peru 5.625% 11/18/50 1,275 1,522
Republic of Poland 6.375% 7/15/19 3,340 3,666
Republic of Poland 5.125% 4/21/21 2,725 2,984
Republic of Poland 5.000% 3/23/22 1,415 1,555
Republic of Poland 3.000% 3/17/23 2,000 1,997
Republic of Poland 4.000% 1/22/24 1,225 1,285
Republic of Poland 3.250% 4/6/26 150 149
Republic of South Africa 5.500% 3/9/20 1,560 1,659
Republic of South Africa 5.875% 5/30/22 100 109
Republic of South Africa 4.665% 1/17/24 3,800 3,843
Republic of South Africa 5.875% 9/16/25 100 107
Republic of South Africa 4.875% 4/14/26 1,950 1,960
Republic of South Africa 4.300% 10/12/28 2,300 2,159
Republic of South Africa 6.250% 3/8/41 700 785
Republic of South Africa 5.000% 10/12/46 350 332
Republic of the Philippines 8.375% 6/17/19 800 912
Republic of the Philippines 4.000% 1/15/21 3,475 3,697
Republic of the Philippines 4.200% 1/21/24 1,400 1,515
Republic of the Philippines 9.500% 10/21/24 550 791
Republic of the Philippines 10.625% 3/16/25 425 647
Republic of the Philippines 5.500% 3/30/26 1,500 1,770
Republic of the Philippines 9.500% 2/2/30 825 1,304
Republic of the Philippines 7.750% 1/14/31 775 1,104
Republic of the Philippines 6.375% 1/15/32 800 1,032
Republic of the Philippines 6.375% 10/23/34 2,175 2,887
Republic of the Philippines 5.000% 1/13/37 400 466
Republic of the Philippines 3.950% 1/20/40 300 308
Republic of the Philippines 3.700% 3/1/41 3,134 3,095
State of Israel 5.125% 3/26/19 500 533
State of Israel 4.000% 6/30/22 900 958
State of Israel 3.150% 6/30/23 1,100 1,114
State of Israel 2.875% 3/16/26 1,500 1,472
State of Israel 4.500% 1/30/43 900 928
Statoil ASA 1.950% 11/8/18 200 201
Statoil ASA 5.250% 4/15/19 1,510 1,607
Statoil ASA 2.250% 11/8/19 1,000 1,005
Statoil ASA 2.900% 11/8/20 150 153
Statoil ASA 2.750% 11/10/21 1,100 1,108
Statoil ASA 3.150% 1/23/22 125 128
Statoil ASA 2.450% 1/17/23 400 393
Statoil ASA 2.650% 1/15/24 4,300 4,207
Statoil ASA 3.250% 11/10/24 550 555
Statoil ASA 7.150% 1/15/29 250 333
Statoil ASA 5.100% 8/17/40 300 339
Statoil ASA 4.250% 11/23/41 325 325
Statoil ASA 3.950% 5/15/43 175 169
Statoil ASA 4.800% 11/8/43 600 659

 

 

Svensk Exportkredit AB 1.250% 4/12/19 1,000 992
Svensk Exportkredit AB 1.875% 6/17/19 1,550 1,557
Svensk Exportkredit AB 1.125% 8/28/19 1,400 1,380
Svensk Exportkredit AB 1.875% 6/23/20 600 599
Svensk Exportkredit AB 1.750% 3/10/21 800 789
United Mexican States 5.950% 3/19/19 113 121
United Mexican States 3.500% 1/21/21 290 301
United Mexican States 3.625% 3/15/22 8,955 9,214
United Mexican States 4.000% 10/2/23 4,824 4,978
United Mexican States 3.600% 1/30/25 2,425 2,419
United Mexican States 4.125% 1/21/26 800 823
United Mexican States 4.150% 3/28/27 2,100 2,137
United Mexican States 6.750% 9/27/34 1,309 1,626
United Mexican States 6.050% 1/11/40 2,420 2,770
United Mexican States 4.750% 3/8/44 3,992 3,885
United Mexican States 5.550% 1/21/45 300 326
United Mexican States 4.600% 1/23/46 600 576
United Mexican States 4.350% 1/15/47 650 598
United Mexican States 5.750% 10/12/10 4,292 4,277
Total Sovereign Bonds (Cost $666,586)       670,548
Taxable Municipal Bonds (0.3%)        
Alabama Economic Settlement Authority BP        
Settlement Revenue 3.163% 9/15/25 300 301
American Municipal Power Ohio Inc. Revenue        
(Hydroelectric Projects) 6.449% 2/15/44 200 252
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.834% 2/15/41 100 142
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 1,090
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.270% 2/15/50 160 192
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 75 102
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 175 268
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.793% 4/1/30 100 122
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 175 237
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 1,075 1,468
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 125 180
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 1,210 1,732
California Department of Water Resources        
Power Supply Revenue 2.000% 5/1/22 1,000 982
California GO 6.200% 10/1/19 1,600 1,775
California GO 5.700% 11/1/21 1,000 1,137
California GO 7.500% 4/1/34 2,270 3,212
California GO 7.550% 4/1/39 2,005 2,937
California GO 7.300% 10/1/39 850 1,193
California GO 7.350% 11/1/39 1,325 1,871
California GO 7.625% 3/1/40 800 1,168
California GO 7.600% 11/1/40 350 522

 

 

California State University Systemwide        
Revenue 3.899% 11/1/47 250 251
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 100 123
Chicago IL GO 7.045% 1/1/29 200 204
Chicago IL GO 7.375% 1/1/33 550 562
Chicago IL GO 7.781% 1/1/35 100 105
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 350 418
Chicago IL O'Hare International Airport        
Revenue 6.845% 1/1/38 50 56
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 425 558
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 200 235
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 735 916
Chicago IL Water Revenue 6.742% 11/1/40 675 837
Clark County NV Airport System Revenue 6.881% 7/1/42 75 83
Clark County NV Airport System Revenue 6.820% 7/1/45 275 386
Connecticut GO 5.090% 10/1/30 575 640
Connecticut GO 5.850% 3/15/32 610 732
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.459% 11/1/30 150 174
Cook County IL GO 6.229% 11/15/34 400 472
Dallas County TX Hospital District Revenue 5.621% 8/15/44 100 117
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 200 258
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 75 86
Dallas TX Convention Center Hotel        
Development Corp. Hotel Revenue 7.088% 1/1/42 1,120 1,451
Dallas TX Independent School District GO 6.450% 2/15/35 150 172
Dartmouth College New Hampshire GO 4.750% 6/1/19 15 16
Denver CO City & County School District No.        
1 GO 5.664% 12/1/33 75 91
District of Columbia Income Tax Revenue 5.591% 12/1/34 50 61
District of Columbia Water & Sewer Authority        
Public Utility Revenue 4.814% 10/1/14 925 924
Energy Northwest Washington Electric        
Revenue (Columbia Generating Station) 2.197% 7/1/19 250 252
Florida Board of Administration Finance Corp        
Revenue 2.638% 7/1/21 500 503
Florida Hurricane Catastrophe Fund Finance        
Corp. Revenue 2.107% 7/1/18 425 428
Florida Hurricane Catastrophe Fund Finance        
Corp. Revenue 2.995% 7/1/20 1,400 1,437
George Washington University District of        
Columbia GO 3.485% 9/15/22 500 518
George Washington University District of        
Columbia GO 4.300% 9/15/44 400 398
Georgia Municipal Electric Power Authority        
Revenue 6.637% 4/1/57 610 694
Georgia Municipal Electric Power Authority        
Revenue 6.655% 4/1/57 1,150 1,293
Georgia Municipal Electric Power Authority        
Revenue 7.055% 4/1/57 150 158
Houston TX GO 6.290% 3/1/32 880 1,037
Houston TX Utility System Revenue 3.828% 5/15/28 275 286

 

 

  Illinois GO 5.877% 3/1/19 600 631
  Illinois GO 4.950% 6/1/23 1,450 1,476
  Illinois GO 5.100% 6/1/33 3,220 2,934
  Illinois GO 6.630% 2/1/35 480 488
  Illinois GO 6.725% 4/1/35 475 487
  Illinois GO 7.350% 7/1/35 1,500 1,596
  Illinois Toll Highway Authority Revenue 6.184% 1/1/34 300 378
  Illinois Toll Highway Authority Revenue 5.851% 12/1/34 75 93
15 Industry CA Sales Tax Revenue 5.125% 1/1/51 200 207
  JobsOhio Beverage System Statewide Liquor        
  Profits Revenue 3.985% 1/1/29 300 318
  JobsOhio Beverage System Statewide Liquor        
  Profits Revenue 4.532% 1/1/35 225 242
  Kansas Development Finance Authority        
  Revenue 4.727% 4/15/37 500 513
  Kentucky Asset/Liability Commission General        
  Fund Revenue 3.165% 4/1/18 14 14
  Los Angeles CA Community College District        
  GO 6.600% 8/1/42 1,050 1,454
  Los Angeles CA Community College District        
  GO 6.750% 8/1/49 235 341
  Los Angeles CA Department of Water &        
  Power Revenue 5.716% 7/1/39 100 123
  Los Angeles CA Department of Water &        
  Power Revenue 6.166% 7/1/40 100 112
  Los Angeles CA Department of Water &        
  Power Revenue 6.574% 7/1/45 410 566
  Los Angeles CA Department of Water &        
  Power Revenue 6.603% 7/1/50 500 700
  Los Angeles CA Unified School District GO 5.750% 7/1/34 1,560 1,915
  Los Angeles CA Unified School District GO 6.758% 7/1/34 100 134
  Los Angeles County CA Metropolitan        
  Transportation Authority Sales Tax        
  Revenue 5.735% 6/1/39 125 154
  Los Angeles County CA Public Works        
  Financing Authority Lease Revenue 7.488% 8/1/33 200 267
  Los Angeles County CA Public Works        
  Financing Authority Lease Revenue 7.618% 8/1/40 50 72
  Maryland Transportation Authority Facilities        
  Projects Revenue 5.888% 7/1/43 100 125
  Massachusetts GO 4.200% 12/1/21 1,375 1,464
  Massachusetts GO 5.456% 12/1/39 845 1,038
  Massachusetts School Building Authority        
  Dedicated Sales Tax Revenue 5.715% 8/15/39 500 622
  Massachusetts Transportation Fund Revenue 5.731% 6/1/40 50 63
  Massachusetts Water Pollution Abatement        
  Trust Revenue 5.192% 8/1/40 435 498
  Metropolitan Government of Nashville &        
  Davidson County TN Convention Center        
  Authority Tourism Tax Revenue 6.731% 7/1/43 100 131
  Metropolitan Washington DC Airports        
  Authority Dulles Toll Road Revenue 7.462% 10/1/46 575 813
  Mississippi GO 5.245% 11/1/34 50 60
  Missouri Highways & Transportation        
  Commission Road Revenue 5.445% 5/1/33 100 119
16 New Jersey Economic Development Authority        
  Revenue (State Pension Funding) 7.425% 2/15/29 1,435 1,714

 

 

  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 5.754% 12/15/28 460 475
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 6.104% 12/15/28 1,150 1,194
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 6.561% 12/15/40 450 491
  New Jersey Turnpike Authority Revenue 7.414% 1/1/40 375 540
  New Jersey Turnpike Authority Revenue 7.102% 1/1/41 1,705 2,380
  New York City NY GO 6.246% 6/1/35 100 111
  New York City NY GO 5.968% 3/1/36 160 201
  New York City NY GO 5.985% 12/1/36 75 93
  New York City NY GO 5.517% 10/1/37 400 481
  New York City NY GO 6.271% 12/1/37 700 910
  New York City NY GO 5.846% 6/1/40 100 127
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.750% 6/15/41 100 130
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.790% 6/15/41 500 551
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.952% 6/15/42 100 129
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 6.011% 6/15/42 75 98
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.440% 6/15/43 100 124
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.882% 6/15/44 1,510 1,948
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.767% 8/1/36 300 364
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.508% 8/1/37 150 182
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.572% 11/1/38 625 759
  New York Metropolitan Transportation        
  Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 1,225 1,783
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 5.871% 11/15/39 100 121
  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.628% 3/15/39 95 114
  New York State Urban Development Corp.        
  Revenue (Personal Income Tax) 5.770% 3/15/39 300 361
  New York University Hospitals Center        
  Revenue 5.750% 7/1/43 375 455
  North Texas Tollway Authority System        
  Revenue 6.718% 1/1/49 700 976
  Ohio State University General Receipts        
  Revenue 4.910% 6/1/40 175 202
  Ohio State University General Receipts        
  Revenue 3.798% 12/1/46 100 98
  Ohio State University General Receipts        
  Revenue 4.800% 6/1/11 665 653
  Ohio Water Development Authority Water        
  Pollution Control Loan Fund Revenue 4.879% 12/1/34 100 113
  Oregon Department of Transportation        
  Highway User Tax Revenue 5.834% 11/15/34 225 283
  Oregon GO 5.762% 6/1/23 500 558
  Oregon GO 5.892% 6/1/27 375 450
17 Oregon School Boards Association GO 4.759% 6/30/28 500 552

 

 

15 Oregon School Boards Association GO 5.528% 6/30/28 125 146
  Pennsylvania Public School Building Authority        
  Lease Revenue (School District of        
  Philadelphia) 5.000% 9/15/27 100 105
  Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 375 448
  Port Authority of New York & New Jersey        
  Revenue 6.040% 12/1/29 125 157
  Port Authority of New York & New Jersey        
  Revenue 5.647% 11/1/40 800 987
  Port Authority of New York & New Jersey        
  Revenue 4.960% 8/1/46 975 1,108
  Port Authority of New York & New Jersey        
  Revenue 5.310% 8/1/46 375 402
  Port Authority of New York & New Jersey        
  Revenue 4.926% 10/1/51 535 604
  Port Authority of New York & New Jersey        
  Revenue 4.458% 10/1/62 1,075 1,123
  Port Authority of New York & New Jersey        
  Revenue 4.810% 10/15/65 150 165
  President & Fellows of Harvard College        
  Massachusetts GO 4.875% 10/15/40 275 334
  President & Fellows of Harvard College        
  Massachusetts GO 3.150% 7/15/46 300 277
  Princeton University New Jersey GO 4.950% 3/1/19 1,375 1,459
  Princeton University New Jersey GO 5.700% 3/1/39 300 400
  Regional Transportation District of Colorado        
  Sales Tax Revenue 5.844% 11/1/50 150 195
  Rutgers State University New Jersey Revenue 5.665% 5/1/40 325 382
  Salt River Project Arizona Agricultural        
  Improvement & Power District Revenue 4.839% 1/1/41 375 429
  San Antonio TX Electric & Gas Systems        
  Revenue 5.985% 2/1/39 225 287
  San Antonio TX Electric & Gas Systems        
  Revenue 5.718% 2/1/41 100 125
  San Antonio TX Electric & Gas Systems        
  Revenue 5.808% 2/1/41 500 627
  San Antonio TX Electric & Gas Systems        
  Revenue 4.427% 2/1/42 450 481
  San Diego County CA Water Authority        
  Revenue 6.138% 5/1/49 1,000 1,288
  San Francisco CA City & County Public        
  Utilities Commission Water Revenue 6.950% 11/1/50 500 705
  Santa Clara Valley CA Transportation        
  Authority Sales Tax Revenue 5.876% 4/1/32 645 785
  South Carolina Public Service Authority        
  Revenue 2.388% 12/1/23 250 230
  South Carolina Public Service Authority        
  Revenue 6.454% 1/1/50 475 526
  Texas GO 5.517% 4/1/39 660 826
  Texas Transportation Commission Revenue 5.028% 4/1/26 100 113
  Texas Transportation Commission Revenue 5.178% 4/1/30 275 323
  Texas Transportation Commission Revenue 4.631% 4/1/33 300 339
  Texas Transportation Commission Revenue 4.681% 4/1/40 100 112
  Tufts University Massachusetts GO 5.017% 4/15/12 550 548
  University of California Regents Medical        
  Center Revenue 6.548% 5/15/48 1,550 2,009

 

 

University of California Regents Medical        
Center Revenue 6.583% 5/15/49 125 162
University of California Revenue 4.601% 5/15/31 500 549
University of California Revenue 6.270% 5/15/31 500 543
University of California Revenue 5.770% 5/15/43 410 502
University of California Revenue 5.946% 5/15/45 275 339
University of California Revenue 4.858% 5/15/12 330 326
University of Southern California GO 5.250% 10/1/11 200 234
University of Texas System Revenue        
Financing System Revenue 5.262% 7/1/39 100 121
University of Texas System Revenue        
Financing System Revenue 6.276% 8/15/41 75 82
University of Texas System Revenue        
Financing System Revenue 5.134% 8/15/42 150 176
Utah GO 4.554% 7/1/24 125 137
Utah GO 3.539% 7/1/25 50 52
Virginia Commonwealth Transportation Board        
Revenue 5.350% 5/15/35 160 188
Washington GO 5.140% 8/1/40 480 575
Wisconsin Annual Appropriation Revenue 3.954% 5/1/36 1,000 1,009
15 Wisconsin GO 5.700% 5/1/26 325 379
Total Taxable Municipal Bonds (Cost $94,088)       101,162
 
      Shares  
Temporary Cash Investments (1.5%)1        
Money Market Fund (1.5%)        
18,19 Vanguard Market Liquidity Fund 0.965%   4,928,194 492,918
        492,918
      Face  
      Amount  
      ($000)  
U.S. Government and Agency Obligations (0.0%)      
United States Treasury Bill 0.454% 4/20/17 1,000 1,000
United States Treasury Bill 0.557% 4/27/17 500 500
United States Treasury Bill 0.540%–0.561% 5/18/17 900 899
United States Treasury Bill 0.607% 5/25/17 400 399
20 United States Treasury Bill 0.534%–0.552% 6/8/17 2,500 2,497
United States Treasury Bill 0.593% 7/13/17 900 898
        6,193
Total Temporary Cash Investments (Cost $499,040)     499,111
Total Investments (101.1%) (Cost $22,821,683)       33,065,100
Other Assets and Liabilities-Net (-1.1%)19       (346,135)
Net Assets (100%)       32,718,965

* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $49,402,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 59.9% and 1.3%, respectively, of net assets.
2 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S.
Treasury nor backed by the full faith and credit of the U.S. government.
3 Securities with a value of $404,000 have been segregated as collateral for certain open To Be Announced (TBA)
transactions.
4 U.S. government-guaranteed.

 

5 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
6 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.
7 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken
delivery as of March 31, 2017.
8 Adjustable-rate security.
9 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2017, the aggregate
value of these securities was $69,117,000, representing 0.2% of net assets.
10 Guaranteed by the Government of Canada.
11 Guaranteed by the Federal Republic of Germany.
12 Guaranteed by the Government of Japan.
13 Guaranteed by the Republic of Austria.
14 Guaranteed by the Republic of the Philippines.
15 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
16 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
17 Scheduled principal and interest payments are guaranteed by AMBAC (Ambac Assurance Corporation).
18 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
19 Includes $52,471,000 of collateral received for securities on loan.
20 Securities with a value of $2,297,000 have been segregated as initial margin for open futures contracts.
CVR—Contingent Value Rights.
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 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. 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.

 

Balanced Index Fund

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. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. 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 March 31, 2017, counterparties had deposited in segregated accounts securities and cash with a value of $1,213,000 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. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased.

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

 

Balanced Index Fund

securities are not necessarily an indication of the risk associated with investing in those securities.

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

The following table summarizes the market value of the fund's investments as of March 31, 2017, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Common Stocks 19,534,713 — 317
U.S. Government and Agency Obligations — 8,348,675 —
Asset-Backed/Commercial Mortgage-Backed Securities — 321,821 —
Corporate Bonds — 3,588,753 —
Sovereign Bonds — 670,548 —
Taxable Municipal Bonds — 101,162 —
Temporary Cash Investments 492,918 6,193 —
Futures Contracts—Assets1 15 — —
Futures Contracts—Liabilities1 (124) — —
Total 20,027,522 13,037,152 317
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

 

Balanced Index Fund

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 March 31, 2017, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:

      ($000)
      Aggregate  
    Number of Settlement Unrealized
    Long (Short) Value Appreciation
Futures Contracts Expiration  Contracts Long (Short) (Depreciation) 
E-mini S&P 500 Index June 2017 499 58,862 94
E-mini S&P MidCap 400 Index June 2017 48 8,247 47
E-mini Russell 2000 Index June 2017 90 6,230 75
        216

 

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

F. At March 31, 2017, the cost of investment securities for tax purposes was $22,821,952,000. Net unrealized appreciation of investment securities for tax purposes was $10,243,148,000, consisting of unrealized gains of $10,393,123,000 on securities that had risen in value since their purchase and $149,975,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Managed Payout Fund        
 
 
 
Consolidated Schedule of Investments (unaudited)    
As of March 31, 2017        
 
        Market
        Value
      Shares ($000)
Investment Companies (95.0%)        
U.S. Stock Funds (25.1%)        
Vanguard Total Stock Market Index Fund Investor Shares   6,088,951 359,491
Vanguard Value Index Fund Investor Shares     2,413,007 89,764
        449,255
Global Stock Fund (7.6%)        
Vanguard Global Minimum Volatility Fund Investor Shares   10,799,870 135,538
 
International Stock Funds (25.1%)        
Vanguard Total International Stock Index Fund Investor Shares   22,541,767 358,865
Vanguard Emerging Markets Stock Index Fund Investor Shares   3,606,334 90,519
        449,384
U.S. Bond Fund (12.3%)        
1 Vanguard Total Bond Market II Index Fund Investor Shares   20,685,166 220,090
 
International Bond Fund (6.0%)        
Vanguard Total International Bond Index Fund Investor Shares   9,990,035 107,992
 
Alternative Funds (18.9%)        
Vanguard Alternative Strategies Fund Investor Shares   10,727,362 217,122
Vanguard Market Neutral Fund Investor Shares     10,038,853 121,370
        338,492
Total Investment Companies (Cost $1,443,038)       1,700,751
Temporary Cash Investments (5.1%)        
      Face  
    Maturity Amount  
  Coupon Date ($000)  
U.S. Government and Agency Obligations (5.1%)        
2,3 Fannie Mae Discount Notes 0.541%–0.561% 4/12/17 7,888 7,887
2,3 Fannie Mae Discount Notes 0.701% 4/26/17 69 69
2,3 Fannie Mae Discount Notes 0.741% 5/3/17 8,500 8,495
2,3 Fannie Mae Discount Notes 0.801% 5/10/17 1,023 1,022
2,3 Fannie Mae Discount Notes 0.571% 5/17/17 5,667 5,662
2,3 Fannie Mae Discount Notes 0.801% 6/21/17 2,500 2,496
2,4 Federal Home Loan Bank Discount Notes 0.566% 4/5/17 3,000 3,000
2,4 Federal Home Loan Bank Discount Notes 0.561% 4/7/17 4,800 4,800
2,4 Federal Home Loan Bank Discount Notes 0.541% 4/19/17 1,502 1,502
2,4 Federal Home Loan Bank Discount Notes 0.731%–0.751% 4/21/17 3,819 3,818
2,4 Federal Home Loan Bank Discount Notes 0.541%–0.771% 5/3/17 2,101 2,100
2,4 Federal Home Loan Bank Discount Notes 0.601% 5/15/17 300 300
2,4 Federal Home Loan Bank Discount Notes 0.566% 5/19/17 633 632
2,4 Federal Home Loan Bank Discount Notes 0.591% 5/26/17 3,004 3,001
2,4 Federal Home Loan Bank Discount Notes 0.761% 6/5/17 501 500
2,4 Federal Home Loan Bank Discount Notes 0.787% 6/16/17 1,750 1,747
2,4 Federal Home Loan Bank Discount Notes 0.832% 6/23/17 4,087 4,080
2,4 Federal Home Loan Bank Discount Notes 0.832% 6/30/17 305 305
2,3 Freddie Mac Discount Notes 0.551% 4/21/17 2,287 2,286
2,3 Freddie Mac Discount Notes 0.549%–0.550% 4/26/17 6,148 6,145
2,3 Freddie Mac Discount Notes 0.551% 5/5/17 2,598 2,596

 

 

2,3 Freddie Mac Discount Notes 0.821% 5/11/17 4,000 3,997
2,3 Freddie Mac Discount Notes 0.561% 5/22/17 3,705 3,701
2,3 Freddie Mac Discount Notes 0.801% 5/26/17 1,645 1,643
2,3 Freddie Mac Discount Notes 0.827% 6/26/17 994 992
2 United States Treasury Bill 0.515% 4/6/17 2,477 2,477
2 United States Treasury Bill 0.750% 4/20/17 8,751 8,748
2,5 United States Treasury Bill 0.751% 6/15/17 3,287 3,282
2,5 United States Treasury Bill 0.596%–0.601% 7/13/17 3,087 3,080
2 United States Treasury Bill 0.602% 7/20/17 376 375
          90,738
        Shares  
Money Market Fund (0.0%)        
1 Vanguard Market Liquidity Fund, 0.965%     2,895 290
Total Temporary Cash Investments (Cost $91,028)     91,028
Total Investments (100.1%) (Cost $1,534,066)       1,791,779
Other Assets and Liabilities-Net (-0.1%)       (1,815)
Net Assets (100%)       1,789,964

 

1 Affiliated fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate
shown for Vanguard Market Liquidity Fund is the 7-day yield.
2 Security is owned by the Vanguard MPF Portfolio, which is a wholly owned subsidiary of the Managed Payout
Fund.
3 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
4 The 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.
5 Securities with a value of $2,329,000 have been segregated as collateral for open over-the-counter swap
contracts.

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 March 31, 2017, the fund held $89,261,000 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 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.

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

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

 

Managed Payout Fund

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

The following table summarizes the market value of the fund's investments as of March 31, 2017, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Investment Companies 1,700,751 — —
Temporary Cash Investments 290 90,738 —
Total 1,701,041 90,738 —

 

D. 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 absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. 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.

 

Managed Payout Fund

At March 31, 2017, the subsidiary had the following open total return swap contracts:

        Floating  
        Interest Unrealized
      Notional Rate Appreciation
  Termination   Amount Received (Depreciation)
Reference Entity Date Counterparty ($000) (Paid) ($000)
Credit Suisse Custom 34 Total Return          
Index 4/28/17 CSI 89,178 (1.020%) —
CSI—Credit Suisse International.          

 

E. At March 31, 2017, the cost of investment securities for tax purposes was $1,534,066,000. Net unrealized appreciation of investment securities for tax purposes was $257,713,000, consisting of unrealized gains of $259,362,000 on securities that had risen in value since their purchase and $1,649,000 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:

    Current Period Transactions  
      Proceeds     March 31,
  Dec. 31, 2016   from   Capital Gain 2017
  Market Purchases Securities   Distributions Market
  Value at Cost Sold1 Income Received Value
  ($000) ($000) ($000) ($000) ($000) ($000)
Vanguard Alternative Strategies            
Fund 212,850 5,000 — — — 217,122
Vanguard Emerging Markets            
Stock Index Fund 81,917 2,118 2,460 122 — 90,519
Vanguard Global Minimum            
Volatility Fund 126,991 2,000 — — — 135,538
Vanguard Market Liquidity Fund — NA2 NA2 1 — 290
Vanguard Market Neutral Fund 122,038 2,304 — 4 — 121,370
Vanguard Total Bond Market II            
Index Fund 207,076 27,527 15,996 1,285 — 220,090
Vanguard Total International Bond            
Index Fund 98,889 9,388 — 254 — 107,992
Vanguard Total International Stock            
Index Fund 336,871 3,079 8,311 1,079 — 358,865
Vanguard Total Stock Market            
Index Fund 339,654 5,796 4,075 1,490 — 359,491
Vanguard Value Index Fund 86,741 722 — 493 — 89,764
Total 1,613,027 57,934 30,842 4,728 — 1,701,041
1 Includes net realized gain (loss) on affiliated securities sold of $71,000.
2 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:  May 18, 2017

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

  VANGUARD VALLEY FORGE FUNDS

 

By:

 /s/ F. WILLIAM MCNABB III*
  F. WILLIAM MCNABB III
  CHIEF EXECUTIVE OFFICER
Date:  May 18, 2017

 

 

 VANGUARD VALLEY FORGE FUNDS

 

By:

 /s/ THOMAS J. HIGGINS*
  THOMAS J. HIGGINS
  CHIEF FINANCIAL OFFICER
Date:  May 18, 2017

 

* By:/s/ ANNE E. ROBINSON
Anne E. Robinson, pursuant to a Power of Attorney filed on October 4, 2016, see file Number
33-32548, Incorporated by Reference.