N-Q 1 taxmanaged_final.htm taxmanaged_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:   811-07175

 

Name of Registrant:  Vanguard Tax-Managed 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, 2018

 

Item 1: Schedule of Investments

 


Vanguard Tax-Managed Capital Appreciation Fund    
 
 
 
Schedule of Investments (unaudited)    
As of March 31, 2018    
 
      Market
      Value
    Shares ($000)
Common Stocks (99.8%)1    
Consumer Discretionary (14.7%)    
* Amazon.com Inc. 142,639 206,447
  Home Depot Inc. 437,741 78,023
  Comcast Corp. Class A 1,671,446 57,113
  Walt Disney Co. 548,079 55,049
  McDonald's Corp. 299,604 46,852
  Walmart Inc. 503,796 44,823
* Netflix Inc. 140,672 41,547
* Booking Holdings Inc. 17,640 36,698
  NIKE Inc. Class B 479,326 31,846
  Costco Wholesale Corp. 167,474 31,557
  Lowe's Cos. Inc. 353,515 31,021
  Starbucks Corp. 534,294 30,930
  Time Warner Inc. 304,872 28,835
  Marriott International Inc. Class A 195,277 26,554
  Twenty-First Century Fox Inc. Class A 503,599 18,477
* eBay Inc. 456,495 18,369
* Charter Communications Inc. Class A 57,964 18,040
  Estee Lauder Cos. Inc. Class A 112,088 16,782
  TJX Cos. Inc. 204,469 16,677
  Ross Stores Inc. 204,205 15,924
  General Motors Co. 367,523 13,356
  Yum! Brands Inc. 154,753 13,174
* Dollar Tree Inc. 133,388 12,659
* O'Reilly Automotive Inc. 50,948 12,604
  Royal Caribbean Cruises Ltd. 104,593 12,315
* Tesla Inc. 44,881 11,944
* NVR Inc. 4,219 11,813
  Target Corp. 167,425 11,624
  MGM Resorts International 321,921 11,274
* AutoZone Inc. 17,367 11,266
  Sirius XM Holdings Inc. 1,742,688 10,874
* Mohawk Industries Inc. 46,115 10,709
  Ford Motor Co. 959,436 10,631
  PVH Corp. 66,936 10,136
* CarMax Inc. 156,788 9,711
  DR Horton Inc. 218,026 9,558
* WABCO Holdings Inc. 65,436 8,760
  CBS Corp. Class B 154,952 7,963
* Liberty Interactive Corp. QVC Group Class A 300,573 7,565
  Lennar Corp. Class A 126,336 7,446
* Visteon Corp. 66,473 7,328
  Gentex Corp. 316,457 7,285
  Yum China Holdings Inc. 175,156 7,269
  Expedia Group Inc. 65,271 7,207
  BorgWarner Inc. 142,961 7,181
  Dollar General Corp. 73,707 6,895
  PulteGroup Inc. 230,354 6,793
  Las Vegas Sands Corp. 93,794 6,744
  Fortune Brands Home & Security Inc. 114,201 6,725

 

 

Interpublic Group of Cos. Inc. 291,791 6,720
Darden Restaurants Inc. 76,927 6,558
Hyatt Hotels Corp. Class A 85,207 6,498
Hasbro Inc. 76,942 6,486
* Discovery Communications Inc. 311,202 6,075
Advance Auto Parts Inc. 50,598 5,998
Lear Corp. 30,629 5,700
VF Corp. 76,758 5,689
Goodyear Tire & Rubber Co. 206,726 5,495
Kohl's Corp. 78,594 5,149
Carnival Corp. 77,458 5,080
Gap Inc. 148,246 4,625
Toll Brothers Inc. 104,747 4,530
Hanesbrands Inc. 231,336 4,261
* Norwegian Cruise Line Holdings Ltd. 76,914 4,074
* AutoNation Inc. 86,902 4,065
* Liberty Media Corp-Liberty SiriusXM Class C 98,891 4,040
Harley-Davidson Inc. 93,966 4,029
Wynn Resorts Ltd. 21,318 3,888
KAR Auction Services Inc. 71,220 3,860
Hilton Worldwide Holdings Inc. 48,300 3,804
Macy's Inc. 127,309 3,786
Omnicom Group Inc. 50,564 3,675
Viacom Inc. Class B 114,882 3,568
John Wiley & Sons Inc. Class A 53,577 3,413
* GCI Liberty Inc. - Class A 63,517 3,358
* LKQ Corp. 86,438 3,280
* Tempur Sealy International Inc. 71,925 3,257
Brinker International Inc. 88,041 3,178
L Brands Inc. 81,600 3,118
Foot Locker Inc. 67,670 3,082
Ralph Lauren Corp. Class A 26,519 2,965
Aptiv plc 34,717 2,950
Vail Resorts Inc. 13,100 2,904
* TripAdvisor Inc. 69,880 2,857
* Liberty Media Corp-Liberty SiriusXM Class A 63,360 2,604
* Liberty Broadband Corp. 26,929 2,308
Mattel Inc. 171,400 2,254
* Madison Square Garden Co. Class A 8,722 2,144
News Corp. Class A 134,764 2,129
* ServiceMaster Global Holdings Inc. 41,165 2,093
* Hilton Grand Vacations Inc. 47,946 2,063
Best Buy Co. Inc. 29,136 2,039
Coty Inc. Class A 104,540 1,913
* Bright Horizons Family Solutions Inc. 19,161 1,911
* AMC Networks Inc. Class A 35,327 1,826
* Liberty Media Corp-Liberty Formula One 58,676 1,810
* Lululemon Athletica Inc. 19,985 1,781
* Liberty Broadband Corp. Class A 20,752 1,760
* DISH Network Corp. Class A 44,245 1,676
Nordstrom Inc. 31,966 1,547
Tapestry Inc. 28,940 1,523
* Urban Outfitters Inc. 38,933 1,439
Polaris Industries Inc. 12,226 1,400
* Liberty Expedia Holdings Inc. Class A 34,499 1,355
* Live Nation Entertainment Inc. 31,170 1,314
* Burlington Stores Inc. 9,335 1,243

 

 

* Ulta Beauty Inc. 6,066 1,239
* Michaels Cos. Inc. 60,077 1,184
Adient plc 18,417 1,101
* Murphy USA Inc. 14,339 1,044
* Vista Outdoor Inc. 56,939 929
H&R Block Inc. 35,900 912
AMERCO 2,228 769
* Michael Kors Holdings Ltd. 11,888 738
* Under Armour Inc. 51,067 733
Nielsen Holdings plc 22,715 722
* Chipotle Mexican Grill Inc. Class A 2,185 706
Tractor Supply Co. 10,800 681
* Liberty Media Corp-Liberty Formula One Class A 20,744 608
Domino's Pizza Inc. 2,400 561
Lions Gate Entertainment Corp. Class A 21,622 559
Delphi Technologies plc 11,572 551
Lions Gate Entertainment Corp. Class B 21,755 524
Lennar Corp. Class B 10,973 523
Genuine Parts Co. 5,633 506
Graham Holdings Co. Class B 821 494
Tribune Media Co. Class A 12,100 490
* Floor & Decor Holdings Inc. Class A 7,105 370
Signet Jewelers Ltd. 8,400 324
* Under Armour Inc. Class A 19,750 323
* Skechers U.S.A. Inc. Class A 7,990 311
* Sally Beauty Holdings Inc. 18,716 308
* Discovery Communications Inc. Class A 13,438 288
* Wayfair Inc. 3,965 268
Newell Brands Inc. 4,800 122
Dick's Sporting Goods Inc. 2,600 91
Entercom Communications Corp. Class A 656 6
* Pandora Media Inc. 400 2
    1,340,507
Consumer Staples (6.2%)    
Procter & Gamble Co. 946,792 75,062
Philip Morris International Inc. 560,202 55,684
Coca-Cola Co. 1,226,086 53,249
PepsiCo Inc. 468,488 51,135
Altria Group Inc. 605,049 37,707
Mondelez International Inc. Class A 606,907 25,326
Colgate-Palmolive Co. 347,747 24,926
CVS Health Corp. 388,354 24,159
Walgreens Boots Alliance Inc. 301,845 19,762
Constellation Brands Inc. Class A 85,361 19,455
* Monster Beverage Corp. 279,036 15,964
Dr Pepper Snapple Group Inc. 109,488 12,961
Tyson Foods Inc. Class A 164,014 12,004
Brown-Forman Corp. Class B 207,825 11,306
Kroger Co. 442,239 10,587
Archer-Daniels-Midland Co. 242,866 10,533
Kraft Heinz Co. 155,016 9,656
Clorox Co. 71,982 9,582
McCormick & Co. Inc. 80,966 8,614
Church & Dwight Co. Inc. 168,036 8,462
Ingredion Inc. 59,184 7,630
Hormel Foods Corp. 209,953 7,206
Kimberly-Clark Corp. 64,721 7,128

 

 

Hershey Co. 71,867 7,112
JM Smucker Co. 48,896 6,064
General Mills Inc. 121,800 5,488
Molson Coors Brewing Co. Class B 71,712 5,402
Campbell Soup Co. 96,545 4,181
Energizer Holdings Inc. 62,210 3,706
* Edgewell Personal Care Co. 55,975 2,733
* Blue Buffalo Pet Products Inc. 67,241 2,677
Kellogg Co. 37,138 2,414
Sysco Corp. 32,798 1,967
Bunge Ltd. 20,961 1,550
* Herbalife Ltd. 15,883 1,548
* US Foods Holding Corp. 26,908 882
* Pilgrim's Pride Corp. 32,442 798
Conagra Brands Inc. 18,538 684
* Rite Aid Corp. 374,490 629
Lamb Weston Holdings Inc. 6,179 360
* Post Holdings Inc. 4,050 307
* Sprouts Farmers Market Inc. 12,897 303
* Hain Celestial Group Inc. 9,231 296
* TreeHouse Foods Inc. 7,588 290
Nu Skin Enterprises Inc. Class A 1,013 75
    567,564
Energy (5.7%)    
Exxon Mobil Corp. 1,540,428 114,931
Chevron Corp. 677,190 77,227
ConocoPhillips 484,968 28,754
Schlumberger Ltd. 439,706 28,484
EOG Resources Inc. 227,247 23,922
Phillips 66 214,201 20,546
Halliburton Co. 420,274 19,728
Occidental Petroleum Corp. 257,219 16,709
Valero Energy Corp. 178,702 16,578
Anadarko Petroleum Corp. 222,991 13,471
Pioneer Natural Resources Co. 77,710 13,349
* Concho Resources Inc. 84,178 12,655
Marathon Petroleum Corp. 159,433 11,656
* Energen Corp. 129,481 8,139
Kinder Morgan Inc. 513,996 7,741
* Continental Resources Inc. 120,805 7,121
Cabot Oil & Gas Corp. 290,464 6,965
* WPX Energy Inc. 422,670 6,247
Williams Cos. Inc. 239,189 5,946
Cimarex Energy Co. 61,235 5,725
Andeavor 54,126 5,443
Patterson-UTI Energy Inc. 286,601 5,018
Hess Corp. 95,976 4,858
* Diamondback Energy Inc. 30,419 3,849
* Newfield Exploration Co. 154,022 3,761
National Oilwell Varco Inc. 101,166 3,724
ONEOK Inc. 62,682 3,568
Apache Corp. 90,668 3,489
Devon Energy Corp. 109,695 3,487
EQT Corp. 70,631 3,356
* First Solar Inc. 39,475 2,802
Helmerich & Payne Inc. 38,700 2,576
* RSP Permian Inc. 53,772 2,521

 

 

Noble Energy Inc. 78,600 2,382
* Cheniere Energy Inc. 44,130 2,359
Marathon Oil Corp. 135,568 2,187
Baker Hughes a GE Co. 74,377 2,065
* QEP Resources Inc. 209,360 2,050
HollyFrontier Corp. 30,826 1,506
* CNX Resources Corp. 91,278 1,408
Nabors Industries Ltd. 177,300 1,239
* Parsley Energy Inc. Class A 41,005 1,189
* Transocean Ltd. 113,998 1,129
* Centennial Resource Development Inc. Class A 57,394 1,053
* Whiting Petroleum Corp. 28,725 972
* Chesapeake Energy Corp. 197,600 597
Murphy Oil Corp. 22,380 578
* Weatherford International plc 249,200 571
PBF Energy Inc. Class A 15,600 529
SM Energy Co. 20,095 362
* Kosmos Energy Ltd. 53,618 338
* Laredo Petroleum Inc. 38,157 332
* Southwestern Energy Co. 71,995 312
* Gulfport Energy Corp. 30,159 291
* Extraction Oil & Gas Inc. 25,219 289
* CONSOL Energy Inc. 7,176 208
RPC Inc. 4,200 76
* Rowan Cos. plc Class A 5,681 66
Oceaneering International Inc. 600 11
    518,445
Financial Services (21.0%)    
JPMorgan Chase & Co. 1,256,464 138,173
* Berkshire Hathaway Inc. Class B 673,131 134,276
Bank of America Corp. 3,496,990 104,875
Wells Fargo & Co. 1,608,525 84,303
Visa Inc. Class A 686,529 82,123
Citigroup Inc. 1,024,354 69,144
Mastercard Inc. Class A 363,828 63,728
* PayPal Holdings Inc. 515,613 39,120
Goldman Sachs Group Inc. 147,579 37,169
Morgan Stanley 525,105 28,335
American Express Co. 295,734 27,586
Charles Schwab Corp. 496,358 25,920
American Tower Corp. 173,628 25,235
American International Group Inc. 457,032 24,872
S&P Global Inc. 124,501 23,787
US Bancorp 400,905 20,246
* Fiserv Inc. 276,282 19,702
Simon Property Group Inc. 119,752 18,484
* E*TRADE Financial Corp. 327,659 18,156
Intercontinental Exchange Inc. 248,935 18,053
Aon plc 124,454 17,465
State Street Corp. 164,707 16,426
Progressive Corp. 267,429 16,294
Crown Castle International Corp. 145,657 15,965
SunTrust Banks Inc. 232,576 15,824
* SBA Communications Corp. Class A 90,528 15,473
Prudential Financial Inc. 148,953 15,424
Aflac Inc. 344,436 15,073
Discover Financial Services 198,733 14,295

 

 

Travelers Cos. Inc. 101,725 14,126
Equinix Inc. 33,081 13,832
Global Payments Inc. 117,263 13,077
MSCI Inc. Class A 86,829 12,978
Ameriprise Financial Inc. 87,196 12,900
Fidelity National Information Services Inc. 130,247 12,543
* CBRE Group Inc. Class A 265,368 12,531
PNC Financial Services Group Inc. 82,183 12,429
MetLife Inc. 270,612 12,418
CME Group Inc. 76,029 12,297
Public Storage 57,988 11,620
* Markel Corp. 9,895 11,580
Total System Services Inc. 130,880 11,290
Moody's Corp. 69,986 11,289
Capital One Financial Corp. 117,695 11,278
Fifth Third Bancorp 350,471 11,127
TD Ameritrade Holding Corp. 187,273 11,092
Chubb Ltd. 79,977 10,938
BlackRock Inc. 19,961 10,813
Lincoln National Corp. 143,002 10,448
Zions Bancorporation 193,574 10,207
T. Rowe Price Group Inc. 92,836 10,023
Allstate Corp. 102,184 9,687
AvalonBay Communities Inc. 58,706 9,655
Boston Properties Inc. 77,995 9,611
KeyCorp 478,522 9,355
First Republic Bank 100,649 9,321
Nasdaq Inc. 108,085 9,319
Equity Residential 151,097 9,311
SEI Investments Co. 123,501 9,251
Reinsurance Group of America Inc. Class A 59,891 9,223
Bank of New York Mellon Corp. 173,425 8,937
Essex Property Trust Inc. 36,270 8,729
Equifax Inc. 73,853 8,701
Torchmark Corp. 102,754 8,649
* Arch Capital Group Ltd. 99,549 8,520
Alleghany Corp. 13,835 8,501
M&T Bank Corp. 46,002 8,481
BB&T Corp. 162,877 8,476
East West Bancorp Inc. 134,403 8,406
* SLM Corp. 724,811 8,125
Synchrony Financial 241,273 8,090
Jones Lang LaSalle Inc. 45,890 8,014
Raymond James Financial Inc. 89,465 7,999
Unum Group 166,461 7,925
American Financial Group Inc. 69,403 7,788
Equity LifeStyle Properties Inc. 87,665 7,694
Brown & Brown Inc. 286,470 7,288
* Howard Hughes Corp. 52,186 7,261
Commerce Bancshares Inc. 120,211 7,202
WR Berkley Corp. 97,378 7,079
Extra Space Storage Inc. 79,539 6,949
Weyerhaeuser Co. 198,402 6,944
Principal Financial Group Inc. 113,318 6,902
Prologis Inc. 109,443 6,894
Loews Corp. 138,528 6,889
Assurant Inc. 74,828 6,840

 

 

* Signature Bank 46,809 6,645
Broadridge Financial Solutions Inc. 58,618 6,430
Popular Inc. 153,360 6,383
* CoreLogic Inc. 135,662 6,136
* Worldpay Inc. Class A 73,951 6,082
First Horizon National Corp. 319,147 6,010
Douglas Emmett Inc. 159,344 5,857
Hanover Insurance Group Inc. 49,487 5,834
Franklin Resources Inc. 165,917 5,754
American Homes 4 Rent Class A 280,681 5,636
Apartment Investment & Management Co. 137,720 5,612
Affiliated Managers Group Inc. 29,391 5,572
Lamar Advertising Co. Class A 85,598 5,449
Jack Henry & Associates Inc. 44,906 5,431
Digital Realty Trust Inc. 51,444 5,421
GGP Inc. 262,575 5,372
White Mountains Insurance Group Ltd. 6,415 5,276
Host Hotels & Resorts Inc. 279,419 5,208
Federal Realty Investment Trust 44,803 5,202
Dun & Bradstreet Corp. 43,819 5,127
Cullen/Frost Bankers Inc. 47,296 5,017
Mid-America Apartment Communities Inc. 53,974 4,925
Forest City Realty Trust Inc. Class A 241,109 4,885
Alexandria Real Estate Equities Inc. 38,539 4,813
Eaton Vance Corp. 86,022 4,789
Associated Banc-Corp 176,683 4,391
TFS Financial Corp. 271,733 3,992
BOK Financial Corp. 38,481 3,809
Camden Property Trust 42,323 3,563
Interactive Brokers Group Inc. 51,120 3,437
* FleetCor Technologies Inc. 16,437 3,328
Hartford Financial Services Group Inc. 64,171 3,306
Macerich Co. 55,400 3,103
CNA Financial Corp. 61,718 3,046
Hospitality Properties Trust 118,958 3,014
SL Green Realty Corp. 30,058 2,911
* Equity Commonwealth 89,489 2,745
Leucadia National Corp. 120,270 2,734
Alliance Data Systems Corp. 11,592 2,467
Retail Properties of America Inc. 207,609 2,421
Invitation Homes Inc. 104,734 2,391
People's United Financial Inc. 116,625 2,176
Marsh & McLennan Cos. Inc. 25,632 2,117
Northern Trust Corp. 19,091 1,969
Legg Mason Inc. 46,914 1,907
Annaly Capital Management Inc. 174,332 1,818
* Brighthouse Financial Inc. 34,144 1,755
* Western Alliance Bancorp 29,080 1,690
Bank of Hawaii Corp. 20,064 1,667
Realty Income Corp. 31,800 1,645
Paramount Group Inc. 114,342 1,628
Navient Corp. 123,033 1,614
* Athene Holding Ltd. Class A 27,377 1,309
Ally Financial Inc. 46,442 1,261
Invesco Ltd. 36,848 1,179
PacWest Bancorp 23,001 1,139
FNF Group 25,471 1,019

 

 

Santander Consumer USA Holdings Inc. 61,229 998
New York Community Bancorp Inc. 76,200 993
* Zillow Group Inc. 18,178 978
Lazard Ltd. Class A 18,503 973
* WEX Inc. 6,083 953
Iron Mountain Inc. 26,870 883
* SVB Financial Group 3,555 853
Vornado Realty Trust 12,200 821
* TransUnion 13,349 758
* OneMain Holdings Inc. 24,416 731
* Euronet Worldwide Inc. 8,844 698
CoreCivic Inc. 35,742 698
* Credit Acceptance Corp. 2,050 677
Taubman Centers Inc. 11,122 633
* Square Inc. 12,700 625
AGNC Investment Corp. 30,389 575
VICI Properties Inc. 30,029 550
* Quality Care Properties Inc. 24,236 471
Park Hotels & Resorts Inc. 15,400 416
Western Union Co. 15,396 296
* Zillow Group Inc. Class A 5,100 275
Weingarten Realty Investors 6,500 183
Citizens Financial Group Inc. 714 30
MFA Financial Inc. 2,307 17
    1,924,880
Health Care (12.8%)    
Johnson & Johnson 964,030 123,540
Pfizer Inc. 2,038,841 72,358
UnitedHealth Group Inc. 328,174 70,229
AbbVie Inc. 547,331 51,805
Merck & Co. Inc. 889,705 48,462
Amgen Inc. 264,967 45,172
Medtronic plc 458,248 36,761
Gilead Sciences Inc. 484,401 36,519
Bristol-Myers Squibb Co. 551,378 34,875
Thermo Fisher Scientific Inc. 153,934 31,781
Abbott Laboratories 529,605 31,734
Becton Dickinson and Co. 122,901 26,633
Eli Lilly & Co. 322,971 24,988
* Biogen Inc. 91,053 24,932
* Celgene Corp. 274,430 24,482
Aetna Inc. 143,481 24,248
Anthem Inc. 108,626 23,865
Danaher Corp. 231,447 22,661
Zoetis Inc. 240,279 20,066
* Express Scripts Holding Co. 286,518 19,793
Allergan plc 115,679 19,468
* Boston Scientific Corp. 712,178 19,457
* Vertex Pharmaceuticals Inc. 116,518 18,990
Cigna Corp. 108,607 18,218
Humana Inc. 67,376 18,113
Stryker Corp. 109,046 17,548
Agilent Technologies Inc. 192,643 12,888
* Laboratory Corp. of America Holdings 68,866 11,139
* Illumina Inc. 44,392 10,495
McKesson Corp. 73,199 10,312
Teleflex Inc. 39,319 10,026

 

 

Baxter International Inc. 153,258 9,968
Zimmer Biomet Holdings Inc. 88,957 9,700
* Regeneron Pharmaceuticals Inc. 27,756 9,558
Cooper Cos. Inc. 40,631 9,297
AmerisourceBergen Corp. Class A 106,401 9,173
Cardinal Health Inc. 145,261 9,105
* Incyte Corp. 101,767 8,480
PerkinElmer Inc. 109,261 8,273
* Intuitive Surgical Inc. 19,834 8,188
* Henry Schein Inc. 109,618 7,367
* QIAGEN NV 226,580 7,321
Quest Diagnostics Inc. 72,665 7,288
Universal Health Services Inc. Class B 59,978 7,102
* Centene Corp. 66,211 7,076
* Charles River Laboratories International Inc. 61,061 6,518
* Cerner Corp. 111,084 6,443
* Mylan NV 146,782 6,043
Bio-Techne Corp. 38,893 5,874
* Varian Medical Systems Inc. 44,348 5,439
* Edwards Lifesciences Corp. 37,605 5,247
* IQVIA Holdings Inc. 53,241 5,223
Dentsply Sirona Inc. 98,986 4,980
* Ionis Pharmaceuticals Inc. 105,070 4,631
Bruker Corp. 137,767 4,122
* Alnylam Pharmaceuticals Inc. 33,758 4,021
* Align Technology Inc. 10,983 2,758
Perrigo Co. plc 29,800 2,483
* Alexion Pharmaceuticals Inc. 22,097 2,463
* ABIOMED Inc. 7,504 2,184
* DexCom Inc. 28,989 2,150
* IDEXX Laboratories Inc. 11,217 2,147
* BioMarin Pharmaceutical Inc. 21,794 1,767
Patterson Cos. Inc. 72,937 1,621
* Alkermes plc 26,091 1,512
* Bio-Rad Laboratories Inc. Class A 5,505 1,377
HCA Healthcare Inc. 13,426 1,302
* WellCare Health Plans Inc. 6,369 1,233
* DaVita Inc. 17,261 1,138
* Hologic Inc. 29,781 1,113
* Veeva Systems Inc. Class A 15,228 1,112
* Seattle Genetics Inc. 20,603 1,078
* ACADIA Pharmaceuticals Inc. 45,031 1,012
* Exelixis Inc. 43,719 968
* Neurocrine Biosciences Inc. 11,601 962
* United Therapeutics Corp. 8,458 950
* Premier Inc. Class A 21,621 677
* Agios Pharmaceuticals Inc. 8,200 671
* Akorn Inc. 34,634 648
* TESARO Inc. 10,829 619
* athenahealth Inc. 3,921 561
* Intercept Pharmaceuticals Inc. 8,208 505
* MEDNAX Inc. 7,821 435
* Varex Imaging Corp. 11,984 429
* Acadia Healthcare Co. Inc. 7,822 306
* Brookdale Senior Living Inc. 44,299 297
* Mallinckrodt plc 20,349 295
* Envision Healthcare Corp. 7,627 293

 

 

* Endo International plc 46,383 275
* OPKO Health Inc. 62,100 197
* Intrexon Corp. 3,701 57
* LifePoint Health Inc. 318 15
    1,175,605
Materials & Processing (3.4%)    
DowDuPont Inc. 755,615 48,140
Monsanto Co. 178,022 20,773
Ecolab Inc. 115,934 15,891
Sherwin-Williams Co. 40,058 15,708
Praxair Inc. 103,342 14,912
LyondellBasell Industries NV Class A 132,695 14,023
Newmont Mining Corp. 297,030 11,605
FMC Corp. 132,448 10,142
Celanese Corp. Class A 99,812 10,002
Vulcan Materials Co. 85,590 9,772
Martin Marietta Materials Inc. 46,652 9,671
Southern Copper Corp. 165,670 8,976
Owens Corning 104,758 8,423
Albemarle Corp. 90,452 8,389
Lennox International Inc. 40,714 8,321
Ball Corp. 200,108 7,946
Fastenal Co. 125,785 6,867
* Crown Holdings Inc. 134,404 6,821
* Freeport-McMoRan Inc. 358,677 6,302
Westlake Chemical Corp. 54,946 6,107
Sealed Air Corp. 136,985 5,862
Air Products & Chemicals Inc. 32,969 5,243
* Armstrong World Industries Inc. 93,115 5,242
Scotts Miracle-Gro Co. 50,683 4,346
Valmont Industries Inc. 27,984 4,094
Nucor Corp. 66,785 4,080
Reliance Steel & Aluminum Co. 46,208 3,962
WR Grace & Co. 55,735 3,413
Packaging Corp. of America 26,568 2,994
* Owens-Illinois Inc. 126,139 2,732
PPG Industries Inc. 23,100 2,578
Eagle Materials Inc. 21,140 2,179
International Paper Co. 35,971 1,922
Mosaic Co. 78,922 1,916
* AdvanSix Inc. 50,136 1,744
* Alcoa Corp. 37,535 1,688
CF Industries Holdings Inc. 41,725 1,574
Eastman Chemical Co. 14,072 1,486
WestRock Co. 22,602 1,450
* Axalta Coating Systems Ltd. 43,769 1,321
* Berry Global Group Inc. 23,589 1,293
United States Steel Corp. 30,735 1,082
* Univar Inc. 23,224 644
Versum Materials Inc. 16,484 620
Royal Gold Inc. 5,985 514
* USG Corp. 9,301 376
Acuity Brands Inc. 2,300 320
* Platform Specialty Products Corp. 30,253 291
Hexcel Corp. 3,533 228

 

 

  Tahoe Resources Inc. 9,200 43
      314,028
Other (0.0%)    
* Dropbox Inc. Class A 1,846 58
*,2 Herbalife Ltd. CVR 1,809 17
      75
Producer Durables (10.8%)    
  Boeing Co. 225,405 73,906
  Union Pacific Corp. 296,484 39,856
  United Technologies Corp. 279,693 35,191
  3M Co. 154,044 33,816
  FedEx Corp. 113,273 27,198
  General Dynamics Corp. 114,543 25,303
  Accenture plc Class A 164,778 25,293
  Northrop Grumman Corp. 72,150 25,189
  Honeywell International Inc. 168,320 24,324
  Illinois Tool Works Inc. 140,947 22,081
  CSX Corp. 382,766 21,324
  Caterpillar Inc. 134,690 19,851
  Delta Air Lines Inc. 347,682 19,056
  Southwest Airlines Co. 310,576 17,790
  Raytheon Co. 80,822 17,443
  Norfolk Southern Corp. 127,762 17,347
  Lockheed Martin Corp. 47,222 15,958
  United Parcel Service Inc. Class B 148,626 15,555
* Copart Inc. 296,457 15,099
  Roper Technologies Inc. 51,607 14,486
* Mettler-Toledo International Inc. 24,580 14,134
* United Continental Holdings Inc. 191,800 13,324
* Verisk Analytics Inc. Class A 125,875 13,091
* Waters Corp. 64,881 12,889
  Deere & Co. 82,823 12,864
  Cintas Corp. 70,616 12,046
  TransDigm Group Inc. 38,542 11,830
  Waste Management Inc. 140,109 11,786
  Old Dominion Freight Line Inc. 78,902 11,596
  Huntington Ingalls Industries Inc. 44,901 11,574
  Parker-Hannifin Corp. 67,377 11,523
  L3 Technologies Inc. 53,889 11,209
  Emerson Electric Co. 164,064 11,206
  General Electric Co. 823,275 11,098
  AMETEK Inc. 143,005 10,864
  IDEX Corp. 71,688 10,216
  Textron Inc. 170,296 10,042
  Rockwell Collins Inc. 73,559 9,919
  Eaton Corp. plc 120,083 9,596
  PACCAR Inc. 142,675 9,441
  Automatic Data Processing Inc. 81,561 9,256
  BWX Technologies Inc. 143,634 9,125
  JB Hunt Transport Services Inc. 76,689 8,984
  Fortive Corp. 115,723 8,971
  Expeditors International of Washington Inc. 138,133 8,744
  Toro Co. 131,898 8,237
  FLIR Systems Inc. 164,529 8,228
  Landstar System Inc. 73,936 8,107
  Cummins Inc. 47,769 7,743

 

 

WW Grainger Inc. 26,754 7,552
Jacobs Engineering Group Inc. 121,987 7,215
* HD Supply Holdings Inc. 185,438 7,035
Xylem Inc. 86,943 6,688
* Middleby Corp. 53,688 6,646
Wabtec Corp. 80,447 6,548
AGCO Corp. 98,700 6,401
Johnson Controls International plc 178,600 6,294
ManpowerGroup Inc. 54,486 6,271
Oshkosh Corp. 80,575 6,226
Carlisle Cos. Inc. 59,577 6,220
* Keysight Technologies Inc. 117,564 6,159
* Welbilt Inc. 310,377 6,037
Robert Half International Inc. 96,924 5,611
Genpact Ltd. 165,541 5,296
* CoStar Group Inc. 13,952 5,060
Donaldson Co. Inc. 102,283 4,608
* Zebra Technologies Corp. 31,802 4,426
Orbital ATK Inc. 33,013 4,378
Terex Corp. 111,835 4,184
Xerox Corp. 144,122 4,148
Stanley Black & Decker Inc. 26,735 4,096
MSC Industrial Direct Co. Inc. Class A 41,610 3,816
Graco Inc. 82,821 3,787
Flowserve Corp. 87,374 3,786
CH Robinson Worldwide Inc. 39,317 3,684
* Stericycle Inc. 56,888 3,330
ITT Inc. 64,187 3,144
* Conduent Inc. 143,284 2,671
Allison Transmission Holdings Inc. 64,572 2,522
Arconic Inc. 78,271 1,803
* Sensata Technologies Holding plc 33,614 1,742
* AECOM 45,020 1,604
* Quanta Services Inc. 45,748 1,571
* Kirby Corp. 18,077 1,391
Republic Services Inc. Class A 19,556 1,295
* Trimble Inc. 35,936 1,289
* United Rentals Inc. 7,128 1,231
* Gardner Denver Holdings Inc. 38,697 1,187
* WESCO International Inc. 17,477 1,084
* Spirit Airlines Inc. 28,300 1,069
* XPO Logistics Inc. 8,266 842
* Teledyne Technologies Inc. 4,213 789
* JetBlue Airways Corp. 36,653 745
* Genesee & Wyoming Inc. Class A 9,051 641
ADT Inc. 59,156 469
Pentair plc 6,124 417
Ryder System Inc. 5,166 376
Spirit AeroSystems Holdings Inc. Class A 4,357 365
* Gates Industrial Corp. plc 18,157 318
* Colfax Corp. 9,785 312
* Clean Harbors Inc. 5,702 278
American Airlines Group Inc. 4,847 252
Fluor Corp. 3,441 197
    988,815
Technology (20.7%)    
Apple Inc. 1,899,330 318,670

 

 

Microsoft Corp. 2,696,788 246,136
* Facebook Inc. Class A 814,726 130,185
* Alphabet Inc. Class C 107,804 111,231
* Alphabet Inc. Class A 106,208 110,153
Intel Corp. 1,706,584 88,879
Cisco Systems Inc. 1,617,702 69,383
NVIDIA Corp. 235,253 54,482
Oracle Corp. 1,072,296 49,058
International Business Machines Corp. 300,425 46,094
* Adobe Systems Inc. 206,480 44,616
Texas Instruments Inc. 389,186 40,433
Broadcom Ltd. 145,562 34,302
* salesforce.com Inc. 280,270 32,595
Applied Materials Inc. 529,275 29,433
QUALCOMM Inc. 491,374 27,227
Intuit Inc. 126,429 21,916
* Micron Technology Inc. 392,376 20,458
Cognizant Technology Solutions Corp. Class A 249,738 20,104
Activision Blizzard Inc. 292,430 19,727
Lam Research Corp. 96,753 19,656
* Autodesk Inc. 133,187 16,726
DXC Technology Co. 148,213 14,900
Amphenol Corp. Class A 165,003 14,212
Hewlett Packard Enterprise Co. 795,355 13,951
Corning Inc. 464,584 12,953
Analog Devices Inc. 125,312 11,420
* Cadence Design Systems Inc. 307,738 11,316
* Synopsys Inc. 133,855 11,142
Teradyne Inc. 235,865 10,781
* Citrix Systems Inc. 109,210 10,135
KLA-Tencor Corp. 90,426 9,857
HP Inc. 434,070 9,515
Western Digital Corp. 98,249 9,065
* NXP Semiconductors NV 75,984 8,890
* Teradata Corp. 220,280 8,738
NetApp Inc. 137,603 8,489
* Arrow Electronics Inc. 108,602 8,365
Symantec Corp. 315,666 8,160
CDK Global Inc. 120,248 7,616
* ServiceNow Inc. 45,590 7,543
Dolby Laboratories Inc. Class A 115,638 7,350
DST Systems Inc. 84,904 7,102
CSRA Inc. 171,247 7,060
Juniper Networks Inc. 288,825 7,027
* Electronic Arts Inc. 55,354 6,711
* Twitter Inc. 214,695 6,228
Xilinx Inc. 81,750 5,906
* Gartner Inc. 44,603 5,246
SS&C Technologies Holdings Inc. 85,064 4,563
Avnet Inc. 106,816 4,461
* Workday Inc. Class A 34,261 4,355
* IAC/InterActiveCorp 27,461 4,294
Microchip Technology Inc. 43,580 3,981
Skyworks Solutions Inc. 38,209 3,831
Motorola Solutions Inc. 36,182 3,810
CA Inc. 109,686 3,718
* NCR Corp. 111,065 3,501

 

 

* VeriSign Inc. 29,331 3,477
* CommScope Holding Co. Inc. 85,983 3,437
* Palo Alto Networks Inc. 17,984 3,264
* Dell Technologies Inc. Class V 41,725 3,055
* Black Knight Inc. 52,083 2,453
Harris Corp. 13,240 2,135
* Red Hat Inc. 13,662 2,043
* PTC Inc. 25,683 2,004
* Advanced Micro Devices Inc. 189,179 1,901
* ANSYS Inc. 12,062 1,890
* ON Semiconductor Corp. 75,178 1,839
* Nutanix Inc. 36,620 1,798
* Fortinet Inc. 33,157 1,777
* Qorvo Inc. 24,803 1,747
* Splunk Inc. 16,859 1,659
* Match Group Inc. 36,370 1,616
* IPG Photonics Corp. 6,759 1,577
* GoDaddy Inc. Class A 24,069 1,478
* Akamai Technologies Inc. 19,952 1,416
* Tableau Software Inc. Class A 16,863 1,363
* Arista Networks Inc. 5,290 1,351
* Guidewire Software Inc. 14,660 1,185
* VMware Inc. Class A 9,292 1,127
* Atlassian Corp. plc Class A 19,476 1,050
Leidos Holdings Inc. 15,371 1,005
* IHS Markit Ltd. 18,424 889
Amdocs Ltd. 11,987 800
* Zynga Inc. Class A 215,224 788
* Tyler Technologies Inc. 3,730 787
* Microsemi Corp. 11,757 761
* F5 Networks Inc. 5,162 746
* Nuance Communications Inc. 44,726 704
* Groupon Inc. Class A 151,535 658
* Manhattan Associates Inc. 15,234 638
* Cavium Inc. 7,958 632
* CommerceHub Inc. 23,928 538
* Ultimate Software Group Inc. 1,309 319
* CommerceHub Inc. Class A 14,126 318
* ARRIS International plc 11,829 314
* FireEye Inc. 18,481 313
* EchoStar Corp. Class A 5,626 297
* Take-Two Interactive Software Inc. 2,870 281
* Coherent Inc. 1,467 275
* Inovalon Holdings Inc. Class A 11,500 122
    1,895,483
Utilities (4.5%)    
AT&T Inc. 2,175,360 77,552
Verizon Communications Inc. 1,449,208 69,301
NextEra Energy Inc. 177,540 28,998
Duke Energy Corp. 310,744 24,073
Dominion Energy Inc. 226,578 15,278
Exelon Corp. 351,421 13,709
Sempra Energy 116,390 12,945
* T-Mobile US Inc. 198,192 12,098
WEC Energy Group Inc. 187,296 11,744
Consolidated Edison Inc. 141,599 11,036
Edison International 162,181 10,324

 

 

  Eversource Energy     172,448 10,161
  American Water Works Co. Inc.     117,032 9,612
  CMS Energy Corp.     190,417 8,624
  Atmos Energy Corp.     83,514 7,035
  UGI Corp.     154,238 6,851
  FirstEnergy Corp.     196,592 6,686
  NiSource Inc.     276,272 6,606
  PG&E Corp.     145,072 6,373
  Aqua America Inc.     183,416 6,247
  DTE Energy Co.     56,142 5,861
  CenterPoint Energy Inc.     213,368 5,846
  Public Service Enterprise Group Inc.     115,498 5,803
  Southern Co.     124,573 5,563
  Telephone & Data Systems Inc.     167,926 4,707
  American Electric Power Co. Inc.     60,633 4,159
  AES Corp.     342,688 3,896
* Sprint Corp.     762,780 3,722
* Zayo Group Holdings Inc.     98,642 3,370
* United States Cellular Corp.     72,355 2,908
  SCANA Corp.     73,989 2,778
  Alliant Energy Corp.     66,238 2,707
  NRG Energy Inc.     81,065 2,475
  Entergy Corp.     28,447 2,241
  CenturyLink Inc.     5,837 96
          411,385
Total Common Stocks (Cost $3,871,698)       9,136,787
 
    Coupon      
Temporary Cash Investments (0.2%)1        
Money Market Fund (0.2%)        
3 Vanguard Market Liquidity Fund 1.775%   135,168 13,517
 
        Face  
      Maturity Amount  
      Date ($000)  
U.S. Government and Agency Obligations (0.0%)      
  United States Treasury Bill 1.642% 6/7/18 1,000 997
  United States Treasury Bill 1.633% 6/14/18 1,000 997
4 United States Treasury Bill 1.475%-1.509% 6/21/18 600 598
4 United States Treasury Bill 1.541% 6/28/18 500 498
4 United States Treasury Bill 1.882% 8/9/18 1,000 993
4 United States Treasury Bill 1.801% 8/16/18 200 198
          4,281
Total Temporary Cash Investments (Cost $17,798)     17,798
Total Investments (100.0%) (Cost $3,889,496)       9,154,585
Other Assets and Liabilities-Net (0.0%)       (175)
Net Assets (100%)       9,154,410

 

* Non-income-producing security.
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 100.0% and 0.0%, respectively, of net assets.
2 Security value determined using significant unobservable inputs.
3 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
4 Securities with a value of $781,000 have been segregated as initial margin for open futures contracts.

 

CVR—Contingent Value Rights.      
 
Derivative Financial Instruments Outstanding as of Period End    
 
Futures Contracts      
      ($000)
      Value and
    Number of Unrealized
    Long (Short) Notional Appreciation
  Expiration Contracts Amount (Depreciation)
Long Futures Contracts      
E-mini S&P 500 Index June 2018 130 17,180 (210)

 

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

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. 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. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. 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.

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

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

The following table summarizes the market value of the fund's investments as of March 31, 2018, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Common Stocks 9,136,770 — 17
Temporary Cash Investments 13,517 4,281 —
Futures Contracts—Assets1 230 — —
Total 9,150,517 4,281 17
1 Represents variation margin on the last day of the reporting period.      

 

 

Tax-Managed Capital Appreciation Fund

C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The fund may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract.

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

D. At March 31, 2018, the cost of investment securities for tax purposes was $3,889,496,000. Net unrealized appreciation of investment securities for tax purposes was $5,265,089,000, consisting of unrealized gains of $5,275,166,000 on securities that had risen in value since their purchase and $10,077,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Tax-Managed Balanced Fund    
 
 
 
Schedule of Investments (unaudited)    
As of March 31, 2018    
 
      Market
      Value
    Shares ($000)
Common Stocks (47.1%)1    
Consumer Discretionary (6.9%)    
* Amazon.com Inc. 29,864 43,223
  Home Depot Inc. 87,299 15,560
  Comcast Corp. Class A 334,889 11,443
  Walt Disney Co. 112,666 11,316
  Walmart Inc. 105,249 9,364
  McDonald's Corp. 59,574 9,316
* Netflix Inc. 30,467 8,998
* Booking Holdings Inc. 3,735 7,770
  NIKE Inc. Class B 93,628 6,221
  Costco Wholesale Corp. 30,493 5,746
  Starbucks Corp. 95,723 5,541
  Lowe's Cos. Inc. 58,497 5,133
  Time Warner Inc. 52,661 4,981
* Charter Communications Inc. Class A 14,241 4,432
  Marriott International Inc. Class A 28,686 3,901
* eBay Inc. 95,461 3,841
  TJX Cos. Inc. 42,486 3,465
  General Motors Co. 94,300 3,427
* Dollar Tree Inc. 34,634 3,287
* Tesla Inc. 11,835 3,150
  Twenty-First Century Fox Inc. Class A 76,951 2,823
  Ford Motor Co. 252,000 2,792
  Estee Lauder Cos. Inc. Class A 17,818 2,668
  Ross Stores Inc. 33,108 2,582
* LKQ Corp. 60,885 2,311
* Mohawk Industries Inc. 9,516 2,210
* O'Reilly Automotive Inc. 8,833 2,185
  CBS Corp. Class B 41,216 2,118
  Dollar General Corp. 21,792 2,039
  Yum! Brands Inc. 23,005 1,958
  VF Corp. 26,400 1,957
  Domino's Pizza Inc. 8,345 1,949
* AutoZone Inc. 2,966 1,924
* NVR Inc. 672 1,882
  MGM Resorts International 52,646 1,844
  Royal Caribbean Cruises Ltd. 15,347 1,807
  Lear Corp. 9,633 1,793
  Sirius XM Holdings Inc. 285,925 1,784
* Visteon Corp. 15,549 1,714
  Target Corp. 24,067 1,671
  Carnival Corp. 24,050 1,577
  DR Horton Inc. 34,933 1,531
* Live Nation Entertainment Inc. 34,960 1,473
  Las Vegas Sands Corp. 20,000 1,438
  Yum China Holdings Inc. 34,065 1,414
  Thor Industries Inc. 11,733 1,351
* WABCO Holdings Inc. 9,848 1,318
  Lennar Corp. Class A 22,169 1,307
  Hilton Worldwide Holdings Inc. 16,450 1,296

 

 

Tapestry Inc. 24,420 1,285
Wyndham Worldwide Corp. 11,225 1,285
PVH Corp. 8,403 1,272
* ServiceMaster Global Holdings Inc. 24,958 1,269
* Madison Square Garden Co. Class A 5,155 1,267
Expedia Group Inc. 11,176 1,234
Newell Brands Inc. 46,113 1,175
* Ulta Beauty Inc. 5,636 1,151
News Corp. Class A 71,840 1,135
* Lululemon Athletica Inc. 12,633 1,126
Fortune Brands Home & Security Inc. 18,483 1,088
Best Buy Co. Inc. 15,300 1,071
Gentex Corp. 46,360 1,067
Service Corp. International 26,808 1,012
Twenty-First Century Fox Inc. 27,500 1,000
* Norwegian Cruise Line Holdings Ltd. 18,199 964
Aptiv plc 11,093 943
* Liberty Media Corp-Liberty SiriusXM Class C 23,005 940
Wynn Resorts Ltd. 4,991 910
Wendy's Co. 51,618 906
* Hilton Grand Vacations Inc. 19,558 841
Dunkin' Brands Group Inc. 13,942 832
* Liberty Media Corp-Liberty SiriusXM Class A 20,216 831
* CarMax Inc. 13,334 826
Tractor Supply Co. 12,514 789
Advance Auto Parts Inc. 6,304 747
Kohl's Corp. 11,385 746
* Liberty Broadband Corp. 7,992 685
Omnicom Group Inc. 9,279 674
Lions Gate Entertainment Corp. Class B 25,277 609
Vail Resorts Inc. 2,700 599
Polaris Industries Inc. 5,200 596
John Wiley & Sons Inc. Class A 9,018 574
Gap Inc. 17,685 552
* DISH Network Corp. Class A 14,505 550
* Liberty Expedia Holdings Inc. Class A 13,903 546
* Liberty Broadband Corp. Class A 6,284 533
Harley-Davidson Inc. 12,290 527
* GCI Liberty Inc. Class A 9,860 521
AMERCO 1,504 519
* Bright Horizons Family Solutions Inc. 5,190 518
Hanesbrands Inc. 27,600 508
* Liberty Interactive Corp. QVC Group Class A 20,123 507
Coty Inc. Class A 25,652 469
* Under Armour Inc. Class A 27,560 451
BorgWarner Inc. 8,952 450
* AutoNation Inc. 9,611 450
* Liberty Media Corp-Liberty Formula One Class C 13,791 425
* TripAdvisor Inc. 10,395 425
* Michael Kors Holdings Ltd. 6,846 425
* Skechers U.S.A. Inc. Class A 10,811 420
* Burlington Stores Inc. 2,917 388
Hasbro Inc. 4,500 379
* Discovery Communications Inc. 18,358 358
Genuine Parts Co. 3,903 351
Hyatt Hotels Corp. Class A 4,521 345
Ralph Lauren Corp. Class A 3,073 344

 

 

Tiffany & Co. 3,500 342
Darden Restaurants Inc. 3,980 339
* Murphy USA Inc. 4,646 338
Adient plc 5,647 337
* Chipotle Mexican Grill Inc. Class A 1,019 329
Dillard's Inc. Class A 3,953 318
Whirlpool Corp. 2,008 307
* Urban Outfitters Inc. 8,257 305
* Floor & Decor Holdings Inc. Class A 5,674 296
* Under Armour Inc. Class C 19,848 285
Aramark 7,098 281
Nielsen Holdings plc 8,237 262
Nordstrom Inc. 5,400 261
Lions Gate Entertainment Corp. Class A 10,046 260
Interpublic Group of Cos. Inc. 10,283 237
Bed Bath & Beyond Inc. 10,100 212
Williams-Sonoma Inc. 4,000 211
* Fitbit Inc. Class A 37,908 193
Brinker International Inc. 5,137 185
PulteGroup Inc. 6,000 177
Delphi Technologies plc 3,697 176
* Sally Beauty Holdings Inc. 10,053 165
Mattel Inc. 12,545 165
* Avis Budget Group Inc. 3,466 162
* Michaels Cos. Inc. 8,133 160
Goodyear Tire & Rubber Co. 5,972 159
* AMC Networks Inc. Class A 2,974 154
* Liberty Media Corp-Liberty Formula One Class A 5,114 150
Viacom Inc. Class B 4,424 137
* Tempur Sealy International Inc. 2,765 125
* Vista Outdoor Inc. 7,611 124
* Wayfair Inc. 1,803 122
KAR Auction Services Inc. 2,200 119
Toll Brothers Inc. 2,401 104
Leggett & Platt Inc. 2,300 102
Penske Automotive Group Inc. 2,200 98
Garmin Ltd. 1,500 88
* Pandora Media Inc. 17,473 88
* Discovery Communications Inc. Class A 3,841 82
* Hertz Global Holdings Inc. 3,462 69
Lennar Corp. Class B 1,151 55
H&R Block Inc. 1,700 43
Carter's Inc. 400 42
* Dropbox Inc. Class A 462 14
Entercom Communications Corp. Class A 171 2
    275,421
Consumer Staples (3.0%)    
Procter & Gamble Co. 195,427 15,493
Coca-Cola Co. 280,264 12,172
Philip Morris International Inc. 116,249 11,555
PepsiCo Inc. 93,764 10,234
Altria Group Inc. 141,180 8,798
CVS Health Corp. 75,992 4,727
Colgate-Palmolive Co. 64,670 4,636
Mondelez International Inc. Class A 109,437 4,567
* Monster Beverage Corp. 70,296 4,022
Walgreens Boots Alliance Inc. 58,778 3,848

 

 

Constellation Brands Inc. Class A 12,887 2,937
Kimberly-Clark Corp. 22,621 2,491
Kraft Heinz Co. 39,559 2,464
Tyson Foods Inc. Class A 27,013 1,977
Dr Pepper Snapple Group Inc. 16,512 1,955
* Herbalife Ltd. 18,997 1,852
Sysco Corp. 28,697 1,721
* Blue Buffalo Pet Products Inc. 39,334 1,566
Archer-Daniels-Midland Co. 35,973 1,560
Brown-Forman Corp. Class B 28,063 1,527
* US Foods Holding Corp. 46,482 1,523
Kroger Co. 58,600 1,403
McCormick & Co. Inc. 12,780 1,360
Clorox Co. 10,000 1,331
Hershey Co. 13,200 1,306
Church & Dwight Co. Inc. 25,710 1,295
General Mills Inc. 28,409 1,280
Ingredion Inc. 9,319 1,201
JM Smucker Co. 9,651 1,197
Molson Coors Brewing Co. Class B 14,200 1,070
Hormel Foods Corp. 30,684 1,053
* Post Holdings Inc. 11,202 849
Kellogg Co. 11,475 746
Conagra Brands Inc. 18,122 668
Bunge Ltd. 7,914 585
* Hain Celestial Group Inc. 15,386 493
* Sprouts Farmers Market Inc. 18,525 435
Energizer Holdings Inc. 6,965 415
* Pilgrim's Pride Corp. 16,490 406
Lamb Weston Holdings Inc. 5,600 326
* Edgewell Personal Care Co. 5,583 273
Pinnacle Foods Inc. 2,000 108
Flowers Foods Inc. 4,800 105
* TreeHouse Foods Inc. 2,669 102
Casey's General Stores Inc. 200 22
    119,654
Energy (2.6%)    
Exxon Mobil Corp. 303,615 22,653
Chevron Corp. 135,332 15,433
Schlumberger Ltd. 100,467 6,508
ConocoPhillips 84,912 5,034
EOG Resources Inc. 44,956 4,732
Phillips 66 32,275 3,096
Pioneer Natural Resources Co. 17,381 2,986
* Concho Resources Inc. 19,466 2,926
Valero Energy Corp. 31,400 2,913
Halliburton Co. 59,825 2,808
Marathon Petroleum Corp. 34,482 2,521
Anadarko Petroleum Corp. 32,492 1,963
Kinder Morgan Inc. 126,000 1,898
* Continental Resources Inc. 30,535 1,800
Occidental Petroleum Corp. 26,766 1,739
* Transocean Ltd. 128,844 1,276
* Diamondback Energy Inc. 10,060 1,273
* Cheniere Energy Inc. 22,743 1,216
Williams Cos. Inc. 48,200 1,198
Andeavor 11,100 1,116

 

 

* Energen Corp. 15,513 975
Marathon Oil Corp. 57,682 930
Cimarex Energy Co. 9,876 923
Noble Energy Inc. 28,498 863
Devon Energy Corp. 26,954 857
ONEOK Inc. 14,884 847
Hess Corp. 16,730 847
EQT Corp. 17,576 835
* Newfield Exploration Co. 32,554 795
National Oilwell Varco Inc. 21,529 792
Cabot Oil & Gas Corp. 31,004 743
HollyFrontier Corp. 12,392 605
* Parsley Energy Inc. Class A 19,757 573
* Antero Resources Corp. 28,258 561
Helmerich & Payne Inc. 7,915 527
Patterson-UTI Energy Inc. 28,702 503
RPC Inc. 26,456 477
* RSP Permian Inc. 8,613 404
* WPX Energy Inc. 26,756 395
* Centennial Resource Development Inc. Class A 20,988 385
* CNX Resources Corp. 24,551 379
Valvoline Inc. 17,015 377
Apache Corp. 9,138 352
Baker Hughes a GE Co. 11,650 324
* Chesapeake Energy Corp. 105,358 318
* Extraction Oil & Gas Inc. 26,874 308
PBF Energy Inc. Class A 7,200 244
* QEP Resources Inc. 24,495 240
* First Solar Inc. 3,002 213
* Laredo Petroleum Inc. 22,245 194
Murphy Oil Corp. 7,300 189
* Kosmos Energy Ltd. 23,587 149
* CONSOL Energy Inc. 4,924 143
* Weatherford International plc 52,044 119
Oceaneering International Inc. 6,257 116
Nabors Industries Ltd. 16,420 115
* Whiting Petroleum Corp. 3,256 110
* Southwestern Energy Co. 21,010 91
Range Resources Corp. 6,046 88
* Gulfport Energy Corp. 8,847 85
* Diamond Offshore Drilling Inc. 5,249 77
* Rowan Cos. plc Class A 4,859 56
SM Energy Co. 2,600 47
    103,260
Financial Services (9.9%)    
* Berkshire Hathaway Inc. Class B 163,019 32,519
JPMorgan Chase & Co. 251,316 27,637
Bank of America Corp. 706,036 21,174
Wells Fargo & Co. 316,091 16,566
Visa Inc. Class A 133,119 15,924
Citigroup Inc. 193,936 13,091
Mastercard Inc. Class A 67,200 11,771
Goldman Sachs Group Inc. 30,493 7,680
* PayPal Holdings Inc. 96,753 7,341
American Express Co. 59,334 5,535
American Tower Corp. 33,519 4,872
Morgan Stanley 89,319 4,820

 

 

US Bancorp 95,072 4,801
Charles Schwab Corp. 89,405 4,669
American International Group Inc. 80,341 4,372
BlackRock Inc. 8,031 4,351
PNC Financial Services Group Inc. 27,240 4,120
Chubb Ltd. 28,302 3,871
Bank of New York Mellon Corp. 73,032 3,763
CME Group Inc. 22,295 3,606
Simon Property Group Inc. 23,328 3,601
* Fiserv Inc. 45,122 3,218
Aon plc 22,882 3,211
Crown Castle International Corp. 29,283 3,210
* E*TRADE Financial Corp. 57,840 3,205
* SBA Communications Corp. Class A 18,275 3,124
Capital One Financial Corp. 31,892 3,056
Progressive Corp. 44,997 2,742
MetLife Inc. 59,540 2,732
Prudential Financial Inc. 26,132 2,706
* Equity Commonwealth 87,095 2,671
Allstate Corp. 27,739 2,630
SunTrust Banks Inc. 38,620 2,628
S&P Global Inc. 13,731 2,623
Intercontinental Exchange Inc. 35,187 2,552
* SVB Financial Group 10,084 2,420
BB&T Corp. 46,119 2,400
State Street Corp. 23,798 2,373
Synchrony Financial 69,572 2,333
Moody's Corp. 14,200 2,290
Marsh & McLennan Cos. Inc. 27,497 2,271
* Markel Corp. 1,920 2,247
Travelers Cos. Inc. 15,946 2,214
Equinix Inc. 5,196 2,173
Public Storage 10,472 2,098
Equity Residential 33,625 2,072
Fidelity National Information Services Inc. 21,481 2,069
Prologis Inc. 32,800 2,066
* CBRE Group Inc. Class A 43,665 2,062
Comerica Inc. 20,958 2,010
MSCI Inc. Class A 13,176 1,969
* Square Inc. 39,533 1,945
* Howard Hughes Corp. 13,845 1,926
Global Payments Inc. 16,878 1,882
Zions Bancorporation 34,541 1,821
Discover Financial Services 24,229 1,743
Hartford Financial Services Group Inc. 33,742 1,738
* Arch Capital Group Ltd. 20,266 1,735
Aflac Inc. 39,174 1,714
Weyerhaeuser Co. 48,386 1,693
AvalonBay Communities Inc. 10,200 1,677
Total System Services Inc. 19,350 1,669
Alleghany Corp. 2,688 1,652
KeyCorp 84,218 1,646
Regions Financial Corp. 88,438 1,643
Loews Corp. 32,874 1,635
First Republic Bank 17,226 1,595
Digital Realty Trust Inc. 15,110 1,592
Boston Properties Inc. 12,781 1,575

 

 

* Worldpay Inc. Class A 18,464 1,518
Torchmark Corp. 17,380 1,463
Equifax Inc. 12,213 1,439
Essex Property Trust Inc. 5,973 1,438
SEI Investments Co. 18,913 1,417
TD Ameritrade Holding Corp. 23,647 1,401
* Credit Acceptance Corp. 4,231 1,398
Huntington Bancshares Inc. 89,700 1,354
* Signature Bank 9,503 1,349
* Western Alliance Bancorp 22,875 1,329
Cboe Global Markets Inc. 11,525 1,315
Reinsurance Group of America Inc. Class A 8,395 1,293
Fifth Third Bancorp 40,475 1,285
* Zillow Group Inc. 23,878 1,285
East West Bancorp Inc. 20,444 1,279
Nasdaq Inc. 14,723 1,269
Lincoln National Corp. 16,530 1,208
Extra Space Storage Inc. 13,300 1,162
WR Berkley Corp. 15,951 1,160
Unum Group 24,293 1,157
Equity LifeStyle Properties Inc. 13,123 1,152
* TransUnion 19,983 1,135
Everest Re Group Ltd. 4,400 1,130
Synovus Financial Corp. 22,625 1,130
FactSet Research Systems Inc. 5,644 1,126
Realty Income Corp. 21,500 1,112
* First Data Corp. Class A 69,086 1,105
GGP Inc. 51,800 1,060
Vornado Realty Trust 15,600 1,050
RenaissanceRe Holdings Ltd. 7,551 1,046
Brown & Brown Inc. 41,088 1,045
Commerce Bancshares Inc. 17,378 1,041
Raymond James Financial Inc. 11,434 1,022
Ventas Inc. 19,800 981
* FleetCor Technologies Inc. 4,828 978
SL Green Realty Corp. 10,059 974
American Homes 4 Rent Class A 47,925 962
Assured Guaranty Ltd. 26,202 949
JBG SMITH Properties 27,687 933
M&T Bank Corp. 4,999 922
Assurant Inc. 10,042 918
Camden Property Trust 10,700 901
Douglas Emmett Inc. 24,033 883
Associated Banc-Corp 35,476 882
Jones Lang LaSalle Inc. 5,012 875
Host Hotels & Resorts Inc. 46,699 870
Kilroy Realty Corp. 12,189 865
Lamar Advertising Co. Class A 13,558 863
TCF Financial Corp. 37,574 857
Federal Realty Investment Trust 7,319 850
Mid-America Apartment Communities Inc. 9,294 848
Popular Inc. 19,791 824
Hanover Insurance Group Inc. 6,939 818
HCP Inc. 35,100 815
Alliance Data Systems Corp. 3,804 810
Forest City Realty Trust Inc. Class A 38,889 788
Welltower Inc. 14,303 779

 

 

Apartment Investment & Management Co. 18,776 765
White Mountains Insurance Group Ltd. 922 758
Morningstar Inc. 7,630 729
Northern Trust Corp. 6,972 719
Affiliated Managers Group Inc. 3,684 698
Regency Centers Corp. 11,800 696
Franklin Resources Inc. 19,575 679
Ally Financial Inc. 24,954 677
* Athene Holding Ltd. Class A 14,158 677
Citizens Financial Group Inc. 15,943 669
Dun & Bradstreet Corp. 5,400 632
Empire State Realty Trust Inc. 37,439 629
Principal Financial Group Inc. 9,590 584
Bank of the Ozarks 12,100 584
Legg Mason Inc. 14,354 583
Invesco Ltd. 17,511 561
T. Rowe Price Group Inc. 5,174 559
Invitation Homes Inc. 21,896 500
PacWest Bancorp 9,700 480
TFS Financial Corp. 32,290 474
First Hawaiian Inc. 16,576 461
People's United Financial Inc. 23,399 437
XL Group Ltd. 7,793 431
CNA Financial Corp. 8,693 429
Santander Consumer USA Holdings Inc. 26,145 426
First Horizon National Corp. 21,630 407
BOK Financial Corp. 4,040 400
* WEX Inc. 2,540 398
FNF Group 9,532 381
Broadridge Financial Solutions Inc. 3,431 376
* CoreLogic Inc. 7,561 342
Ameriprise Financial Inc. 2,293 339
Iron Mountain Inc. 10,300 338
Arthur J Gallagher & Co. 4,770 328
Cincinnati Financial Corp. 4,401 327
UDR Inc. 8,895 317
Park Hotels & Resorts Inc. 11,514 311
Alexandria Real Estate Equities Inc. 2,230 278
CIT Group Inc. 5,244 270
Western Union Co. 13,776 265
Lazard Ltd. Class A 5,025 264
New York Community Bancorp Inc. 19,700 257
Duke Realty Corp. 9,613 255
ProAssurance Corp. 5,000 243
Retail Properties of America Inc. 19,700 230
Jack Henry & Associates Inc. 1,832 222
Voya Financial Inc. 4,100 207
* OneMain Holdings Inc. 6,770 203
Leucadia National Corp. 8,733 198
Thomson Reuters Corp. 4,562 176
* Brighthouse Financial Inc. 3,422 176
* Euronet Worldwide Inc. 2,192 173
* Donnelley Financial Solutions Inc. 9,058 156
MarketAxess Holdings Inc. 700 152
* SLM Corp. 12,260 137
American Financial Group Inc. 1,120 126
Interactive Brokers Group Inc. 1,820 122

 

 

Macerich Co. 1,727 97
Liberty Property Trust 2,100 83
Paramount Group Inc. 4,666 66
* Zillow Group Inc. Class A 1,147 62
Willis Towers Watson plc 400 61
Axis Capital Holdings Ltd. 1,000 58
Sun Communities Inc. 600 55
CyrusOne Inc. 1,000 51
National Retail Properties Inc. 800 31
New Residential Investment Corp. 1,900 31
Healthcare Trust of America Inc. Class A 1,000 26
CubeSmart 900 25
Highwoods Properties Inc. 500 22
Cullen/Frost Bankers Inc. 200 21
Navient Corp. 1,600 21
VICI Properties Inc. 400 7
    398,086
Health Care (6.0%)    
Johnson & Johnson 194,144 24,880
Pfizer Inc. 429,087 15,228
UnitedHealth Group Inc. 63,162 13,517
AbbVie Inc. 112,354 10,634
Merck & Co. Inc. 193,821 10,557
Amgen Inc. 54,353 9,266
Medtronic plc 102,810 8,247
Bristol-Myers Squibb Co. 119,260 7,543
Gilead Sciences Inc. 93,774 7,070
Abbott Laboratories 117,288 7,028
Thermo Fisher Scientific Inc. 27,667 5,712
* Celgene Corp. 59,682 5,324
Eli Lilly & Co. 65,500 5,068
* Biogen Inc. 17,130 4,691
Danaher Corp. 39,451 3,863
Aetna Inc. 22,455 3,795
Becton Dickinson and Co. 17,469 3,786
* Intuitive Surgical Inc. 8,929 3,686
Anthem Inc. 16,696 3,668
Stryker Corp. 22,549 3,629
Allergan plc 21,108 3,552
* Boston Scientific Corp. 128,320 3,506
Cigna Corp. 19,591 3,286
Zoetis Inc. 39,180 3,272
* Vertex Pharmaceuticals Inc. 18,431 3,004
Humana Inc. 10,348 2,782
HCA Healthcare Inc. 28,530 2,767
* Express Scripts Holding Co. 37,628 2,599
* Illumina Inc. 10,640 2,516
Baxter International Inc. 35,100 2,283
* Cerner Corp. 37,325 2,165
* Edwards Lifesciences Corp. 15,220 2,124
* Regeneron Pharmaceuticals Inc. 6,017 2,072
Agilent Technologies Inc. 29,707 1,987
* Laboratory Corp. of America Holdings 12,153 1,966
* Mylan NV 46,581 1,918
* Alexion Pharmaceuticals Inc. 16,957 1,890
McKesson Corp. 13,136 1,850
Cooper Cos. Inc. 6,988 1,599

 

 

Zimmer Biomet Holdings Inc. 13,970 1,523
* Varian Medical Systems Inc. 11,440 1,403
* QIAGEN NV 42,632 1,377
* DaVita Inc. 20,219 1,333
AmerisourceBergen Corp. Class A 14,706 1,268
* IDEXX Laboratories Inc. 6,503 1,245
PerkinElmer Inc. 16,358 1,239
Universal Health Services Inc. Class B 10,172 1,204
* BioMarin Pharmaceutical Inc. 13,634 1,105
* IQVIA Holdings Inc. 11,114 1,090
* Centene Corp. 10,048 1,074
* Incyte Corp. 12,568 1,047
Hill-Rom Holdings Inc. 11,772 1,024
* Align Technology Inc. 3,929 987
Cardinal Health Inc. 15,684 983
Dentsply Sirona Inc. 19,508 981
Bio-Techne Corp. 6,325 955
* ABIOMED Inc. 3,135 912
* Alkermes plc 14,695 852
* Hologic Inc. 21,686 810
Quest Diagnostics Inc. 8,019 804
Perrigo Co. plc 9,600 800
* Alnylam Pharmaceuticals Inc. 6,537 779
* Charles River Laboratories International Inc. 7,221 771
* Premier Inc. Class A 22,114 692
* Henry Schein Inc. 10,260 690
* athenahealth Inc. 4,671 668
* Bio-Rad Laboratories Inc. Class A 2,429 607
* Veeva Systems Inc. Class A 8,283 605
* Ionis Pharmaceuticals Inc. 11,854 523
* United Therapeutics Corp. 4,243 477
ResMed Inc. 4,700 463
* Seattle Genetics Inc. 8,829 462
* Neurocrine Biosciences Inc. 5,546 460
* WellCare Health Plans Inc. 1,962 380
* Agios Pharmaceuticals Inc. 3,942 322
Teleflex Inc. 1,238 316
* Exelixis Inc. 8,081 179
* Allscripts Healthcare Solutions Inc. 14,086 174
* LifePoint Health Inc. 3,514 165
* ACADIA Pharmaceuticals Inc. 7,019 158
* Acadia Healthcare Co. Inc. 3,970 156
* Varex Imaging Corp. 4,097 147
* DexCom Inc. 1,972 146
West Pharmaceutical Services Inc. 1,241 110
* Mallinckrodt plc 6,724 97
* MEDNAX Inc. 1,731 96
* Envision Healthcare Corp. 2,380 91
* Tenet Healthcare Corp. 3,620 88
* Endo International plc 14,717 87
Patterson Cos. Inc. 3,600 80
* TESARO Inc. 1,330 76
* Intrexon Corp. 4,808 74
* Intercept Pharmaceuticals Inc. 1,153 71
STERIS plc 700 65
* OPKO Health Inc. 18,454 59

 

 

Bruker Corp. 1,500 45
    238,725
Materials & Processing (1.7%)    
DowDuPont Inc. 149,073 9,497
Monsanto Co. 28,406 3,315
* Freeport-McMoRan Inc. 179,724 3,158
Sherwin-Williams Co. 6,460 2,533
Ecolab Inc. 17,900 2,454
Praxair Inc. 15,587 2,249
LyondellBasell Industries NV Class A 20,738 2,192
Newmont Mining Corp. 50,141 1,959
Air Products & Chemicals Inc. 12,000 1,908
Ingersoll-Rand plc 20,400 1,744
PPG Industries Inc. 15,400 1,719
Vulcan Materials Co. 13,986 1,597
Southern Copper Corp. 28,916 1,567
Celanese Corp. Class A 15,082 1,511
* Crown Holdings Inc. 28,848 1,464
Martin Marietta Materials Inc. 6,586 1,365
Lennox International Inc. 6,325 1,293
International Paper Co. 23,043 1,231
Ball Corp. 30,836 1,224
Eagle Materials Inc. 11,442 1,179
* Owens-Illinois Inc. 52,601 1,139
Owens Corning 13,342 1,073
* Berry Global Group Inc. 18,608 1,020
Hexcel Corp. 15,266 986
Albemarle Corp. 10,400 964
Sealed Air Corp. 20,800 890
Westlake Chemical Corp. 7,433 826
WestRock Co. 12,660 812
Nucor Corp. 13,043 797
* Axalta Coating Systems Ltd. 24,218 731
* USG Corp. 17,934 725
Valmont Industries Inc. 4,936 722
* Armstrong World Industries Inc. 12,539 706
FMC Corp. 8,798 674
NewMarket Corp. 1,629 654
Reliance Steel & Aluminum Co. 7,600 652
Eastman Chemical Co. 5,919 625
CF Industries Holdings Inc. 16,059 606
Fastenal Co. 11,023 602
* Alcoa Corp. 13,341 600
Silgan Holdings Inc. 18,967 528
Ashland Global Holdings Inc. 6,198 433
Scotts Miracle-Gro Co. 5,042 432
WR Grace & Co. 6,600 404
Mosaic Co. 16,530 401
Masco Corp. 8,889 359
Packaging Corp. of America 3,052 344
* Univar Inc. 12,316 342
* AdvanSix Inc. 9,636 335
International Flavors & Fragrances Inc. 2,182 299
United States Steel Corp. 8,000 282
Versum Materials Inc. 6,923 260
Steel Dynamics Inc. 5,473 242
Royal Gold Inc. 2,800 240

 

 

  Tahoe Resources Inc. 28,386 133
* Platform Specialty Products Corp. 11,587 112
  RPM International Inc. 2,300 110
  Acuity Brands Inc. 600 83
  Chemours Co. 1,100 54
  Sonoco Products Co. 900 44
  AptarGroup Inc. 300 27
  Bemis Co. Inc. 500 22
      66,449
Other (0.0%)    
*,2 Herbalife Ltd. CVR 3,294 32
 
Producer Durables (5.1%)    
  Boeing Co. 41,320 13,548
  3M Co. 38,887 8,536
  Union Pacific Corp. 56,950 7,656
  United Technologies Corp. 57,076 7,181
  Honeywell International Inc. 49,634 7,173
  Accenture plc Class A 40,531 6,222
  General Electric Co. 450,308 6,070
  Lockheed Martin Corp. 17,192 5,810
  Caterpillar Inc. 35,456 5,226
  FedEx Corp. 20,969 5,035
  United Parcel Service Inc. Class B 41,881 4,383
  Raytheon Co. 15,935 3,439
  Automatic Data Processing Inc. 28,934 3,283
  CSX Corp. 58,118 3,238
  Delta Air Lines Inc. 58,199 3,190
  Deere & Co. 19,480 3,026
  Northrop Grumman Corp. 8,646 3,018
  Southwest Airlines Co. 52,425 3,003
  General Dynamics Corp. 12,614 2,786
  Emerson Electric Co. 38,990 2,663
* Verisk Analytics Inc. Class A 24,909 2,591
* United Continental Holdings Inc. 36,918 2,565
  Norfolk Southern Corp. 18,300 2,485
  Roper Technologies Inc. 8,710 2,445
  Eaton Corp. plc 28,045 2,241
  TransDigm Group Inc. 7,108 2,182
  Rockwell Collins Inc. 16,018 2,160
  Illinois Tool Works Inc. 13,175 2,064
  Johnson Controls International plc 55,892 1,970
  Cintas Corp. 11,403 1,945
  Xylem Inc. 24,814 1,909
* Copart Inc. 36,047 1,836
* Mettler-Toledo International Inc. 3,187 1,833
  Huntington Ingalls Industries Inc. 6,994 1,803
* Waters Corp. 9,033 1,794
  Textron Inc. 30,202 1,781
  Waste Management Inc. 20,851 1,754
* United Rentals Inc. 10,058 1,737
  AMETEK Inc. 22,442 1,705
  Fortive Corp. 20,625 1,599
  Spirit AeroSystems Holdings Inc. Class A 19,094 1,598
  Cummins Inc. 9,721 1,576
  IDEX Corp. 10,862 1,548
  BWX Technologies Inc. 24,302 1,544

 

 

Nordson Corp. 10,592 1,444
AO Smith Corp. 22,475 1,429
* Quanta Services Inc. 41,131 1,413
CH Robinson Worldwide Inc. 15,011 1,407
American Airlines Group Inc. 26,130 1,358
Landstar System Inc. 11,985 1,314
JB Hunt Transport Services Inc. 11,052 1,295
Orbital ATK Inc. 9,719 1,289
Oshkosh Corp. 16,505 1,275
Expeditors International of Washington Inc. 20,024 1,268
* XPO Logistics Inc. 12,449 1,267
Toro Co. 19,411 1,212
* AECOM 33,300 1,186
FLIR Systems Inc. 23,291 1,165
* Welbilt Inc. 58,683 1,141
Allegion plc 13,283 1,133
PACCAR Inc. 16,828 1,114
Jacobs Engineering Group Inc. 18,761 1,110
Republic Services Inc. Class A 16,510 1,093
Wabtec Corp. 13,415 1,092
Stanley Black & Decker Inc. 7,110 1,089
* HD Supply Holdings Inc. 28,687 1,088
* CoStar Group Inc. 2,910 1,055
* Kirby Corp. 13,466 1,036
* Sensata Technologies Holding plc 18,606 964
AGCO Corp. 14,395 934
ITT Inc. 18,544 908
Carlisle Cos. Inc. 8,633 901
Paychex Inc. 14,384 886
Lincoln Electric Holdings Inc. 9,765 878
Air Lease Corp. Class A 20,291 865
Robert Half International Inc. 14,500 839
WW Grainger Inc. 2,682 757
* Zebra Technologies Corp. 5,420 754
* Keysight Technologies Inc. 14,198 744
National Instruments Corp. 14,511 734
* Trimble Inc. 20,007 718
L3 Technologies Inc. 3,389 705
Pentair plc 10,087 687
* Stericycle Inc. 11,621 680
ManpowerGroup Inc. 5,650 650
Arconic Inc. 28,166 649
* Conduent Inc. 33,800 630
Trinity Industries Inc. 19,100 623
Flowserve Corp. 14,313 620
* Middleby Corp. 4,988 617
Parker-Hannifin Corp. 3,602 616
Donaldson Co. Inc. 13,286 599
* Clean Harbors Inc. 12,136 592
* WESCO International Inc. 9,189 570
Rockwell Automation Inc. 3,203 558
Copa Holdings SA Class A 4,039 520
MSC Industrial Direct Co. Inc. Class A 5,300 486
Fluor Corp. 7,858 450
Kansas City Southern 3,700 406
* JetBlue Airways Corp. 19,444 395
Dover Corp. 3,963 389

 

 

* Colfax Corp. 12,022 383
Old Dominion Freight Line Inc. 2,437 358
Genpact Ltd. 11,065 354
* Gardner Denver Holdings Inc. 9,144 281
Xerox Corp. 9,663 278
Alaska Air Group Inc. 4,200 260
* Genesee & Wyoming Inc. Class A 3,558 252
* Teledyne Technologies Inc. 1,206 226
Avery Dennison Corp. 2,100 223
Snap-on Inc. 1,497 221
Regal Beloit Corp. 2,800 205
* Herc Holdings Inc. 2,550 166
Hubbell Inc. Class B 1,000 122
* Spirit Airlines Inc. 2,835 107
Terex Corp. 2,800 105
Ryder System Inc. 1,400 102
Graco Inc. 1,812 83
* Gates Industrial Corp. plc 1,400 25
    206,499
Technology (9.7%)    
Apple Inc. 382,896 64,242
Microsoft Corp. 529,275 48,307
* Facebook Inc. Class A 178,061 28,452
* Alphabet Inc. Class A 23,207 24,069
* Alphabet Inc. Class C 21,987 22,686
Intel Corp. 334,900 17,442
Cisco Systems Inc. 349,381 14,985
NVIDIA Corp. 44,958 10,412
Oracle Corp. 215,590 9,863
International Business Machines Corp. 61,603 9,452
* Adobe Systems Inc. 39,607 8,558
Texas Instruments Inc. 66,940 6,954
* salesforce.com Inc. 54,963 6,392
Broadcom Ltd. 24,999 5,891
QUALCOMM Inc. 99,575 5,518
Applied Materials Inc. 88,397 4,916
* NXP Semiconductors NV 41,494 4,855
* Micron Technology Inc. 82,210 4,286
Intuit Inc. 19,124 3,315
Activision Blizzard Inc. 48,460 3,269
Cognizant Technology Solutions Corp. Class A 39,715 3,197
Lam Research Corp. 14,225 2,890
* Electronic Arts Inc. 23,514 2,851
* Autodesk Inc. 22,429 2,817
DXC Technology Co. 25,725 2,586
HP Inc. 113,473 2,487
Amphenol Corp. Class A 26,575 2,289
Analog Devices Inc. 25,108 2,288
Hewlett Packard Enterprise Co. 120,529 2,114
* IAC/InterActiveCorp 13,341 2,086
Corning Inc. 71,577 1,996
* Synopsys Inc. 23,074 1,921
Motorola Solutions Inc. 17,978 1,893
* Cadence Design Systems Inc. 50,532 1,858
Western Digital Corp. 19,616 1,810
Teradyne Inc. 37,832 1,729
* VeriSign Inc. 14,011 1,661

 

 

* ServiceNow Inc. 9,856 1,631
* Match Group Inc. 34,965 1,554
Xilinx Inc. 21,429 1,548
* Citrix Systems Inc. 16,617 1,542
Skyworks Solutions Inc. 15,100 1,514
* GoDaddy Inc. Class A 24,596 1,511
* Twitter Inc. 51,353 1,490
* Red Hat Inc. 9,730 1,455
Symantec Corp. 46,939 1,213
Dolby Laboratories Inc. Class A 17,775 1,130
CDK Global Inc. 17,835 1,130
* Dell Technologies Inc. Class V 15,318 1,121
* CommScope Holding Co. Inc. 27,947 1,117
DST Systems Inc. 12,618 1,056
Juniper Networks Inc. 40,200 978
Amdocs Ltd. 14,500 968
* NCR Corp. 30,469 960
* ON Semiconductor Corp. 37,938 928
* Akamai Technologies Inc. 13,037 925
Harris Corp. 5,681 916
* IHS Markit Ltd. 18,665 900
* Workday Inc. Class A 6,778 862
* Qorvo Inc. 11,489 809
KLA-Tencor Corp. 7,417 809
NetApp Inc. 13,071 806
Avnet Inc. 19,000 793
* Teradata Corp. 19,924 790
* VMware Inc. Class A 6,444 782
* ARRIS International plc 26,429 702
Leidos Holdings Inc. 10,350 677
Maxim Integrated Products Inc. 11,229 676
* F5 Networks Inc. 4,663 674
* Gartner Inc. 5,298 623
* ANSYS Inc. 3,958 620
Microchip Technology Inc. 6,770 619
CSRA Inc. 15,000 619
* Arista Networks Inc. 2,395 612
Sabre Corp. 27,200 583
* Tyler Technologies Inc. 2,760 582
* EchoStar Corp. Class A 10,834 572
* Atlassian Corp. plc Class A 10,370 559
* Splunk Inc. 5,665 557
* PTC Inc. 6,448 503
* Palo Alto Networks Inc. 2,628 477
* IPG Photonics Corp. 1,955 456
* Black Knight Inc. 9,257 436
* Arrow Electronics Inc. 5,439 419
* Fortinet Inc. 7,238 388
CA Inc. 10,607 360
* Microsemi Corp. 5,339 346
CDW Corp. 4,657 327
* Ultimate Software Group Inc. 1,295 316
* Tableau Software Inc. Class A 3,556 287
* Take-Two Interactive Software Inc. 2,890 283
* Nutanix Inc. 5,012 246
Marvell Technology Group Ltd. 11,400 239
* CommerceHub Inc. 9,264 208

 

 

* Zynga Inc. Class A 55,563 203
* Guidewire Software Inc. 2,286 185
* CommerceHub Inc. Class A 7,340 165
* Cavium Inc. 1,967 156
* Cree Inc. 3,803 153
Cognex Corp. 2,880 150
* Twilio Inc. Class A 3,885 148
* Coherent Inc. 775 145
* FireEye Inc. 8,075 137
SS&C Technologies Holdings Inc. 2,400 129
* Manhattan Associates Inc. 2,917 122
* Advanced Micro Devices Inc. 11,423 115
* Nuance Communications Inc. 6,964 110
* Groupon Inc. Class A 18,670 81
* Yelp Inc. Class A 1,467 61
* Inovalon Holdings Inc. Class A 4,102 44
LogMeIn Inc. 300 35
    389,680
Utilities (2.2%)    
AT&T Inc. 417,777 14,894
Verizon Communications Inc. 282,074 13,489
NextEra Energy Inc. 35,342 5,772
Duke Energy Corp. 56,472 4,375
Dominion Energy Inc. 52,774 3,559
Southern Co. 77,548 3,463
American Electric Power Co. Inc. 39,900 2,737
Exelon Corp. 65,800 2,567
* T-Mobile US Inc. 38,835 2,370
Sempra Energy 19,829 2,205
* Vistra Energy Corp. 102,288 2,131
PG&E Corp. 48,046 2,111
Consolidated Edison Inc. 26,300 2,050
Public Service Enterprise Group Inc. 37,900 1,904
WEC Energy Group Inc. 27,832 1,745
American Water Works Co. Inc. 18,678 1,534
FirstEnergy Corp. 38,600 1,313
Xcel Energy Inc. 27,404 1,246
NRG Energy Inc. 39,365 1,202
Edison International 18,117 1,153
* United States Cellular Corp. 26,567 1,068
UGI Corp. 23,161 1,029
NiSource Inc. 42,649 1,020
Alliant Energy Corp. 24,226 990
Aqua America Inc. 28,286 963
CMS Energy Corp. 20,227 916
* Zayo Group Holdings Inc. 26,247 897
OGE Energy Corp. 25,486 835
CenturyLink Inc. 45,495 748
Telephone & Data Systems Inc. 23,346 654
AES Corp. 53,469 608
Eversource Energy 10,287 606
Entergy Corp. 7,583 597
Westar Energy Inc. Class A 11,300 594
Ameren Corp. 10,137 574
DTE Energy Co. 5,467 571
CenterPoint Energy Inc. 17,200 471
PPL Corp. 11,656 330

 

 

National Fuel Gas Co.     5,771 297
MDU Resources Group Inc.     9,950 280
Pinnacle West Capital Corp.     3,058 244
Avangrid Inc.     4,545 232
Atmos Energy Corp.     2,745 231
* Sprint Corp.     22,237 109
Great Plains Energy Inc.     2,400 76
        86,760
Total Common Stocks (Cost $1,028,628)       1,884,566
 
      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
Tax-Exempt Municipal Bonds (52.4%)        
Alabama (0.4%)        
Alabama 21st Century Authority Tobacco        
Settlement Revenue 5.000% 6/1/20 500 536
Alabama Incentives Financing Authority Special        
Obligation Revenue 5.000% 9/1/32 380 413
3 Black Belt Energy Gas District Alabama Gas        
Prepay Revenue (Project No. 3) PUT 2.051% 12/1/23 1,000 1,000
Black Belt Energy Gas District Alabama Gas        
Prepay Revenue (Project No. 3) PUT 4.000% 12/1/23 1,500 1,609
Black Belt Energy Gas District Alabama Gas        
Supply Revenue PUT 4.000% 6/1/21 1,465 1,541
Black Belt Energy Gas District Alabama Gas        
Supply Revenue PUT 4.000% 7/1/22 2,500 2,653
Huntsville AL Electric System Revenue 5.000% 12/1/30 510 602
Huntsville AL GO 5.000% 5/1/35 1,125 1,320
Jefferson County AL Revenue 5.000% 9/15/29 1,020 1,183
Jefferson County AL Revenue 5.000% 9/15/33 1,000 1,144
Jefferson County AL Sewer Revenue 5.000% 10/1/23 500 550
Jefferson County AL Sewer Revenue 0.000% 10/1/25 (4) 500 390
Tuscaloosa AL City Board of Education School        
Tax Warrants Revenue 5.000% 8/1/27 500 584
Tuscaloosa AL City Board of Education School        
Tax Warrants Revenue 5.000% 8/1/28 910 1,058
University of South Alabama University Facilities        
Revenue 5.000% 11/1/23 (4) 565 643
        15,226
Alaska (0.1%)        
Alaska Housing Finance Corp. Revenue 5.000% 6/1/22 (Prere.) 425 477
Alaska Housing Finance Corp. Revenue 5.000% 12/1/29 75 82
Alaska Municipal Bond Bank Authority Revenue 5.000% 9/1/21 1,650 1,803
Matanuska-Susitna Borough AK Lease Revenue        
(Goose Creek Correctional Center) GO 5.000% 9/1/31 1,345 1,527
        3,889
Arizona (1.5%)        
Arizona Board of Regents Arizona State        
University System Revenue 5.875% 7/1/18 (Prere.) 100 101
Arizona Board of Regents Arizona State        
University System Revenue 5.000% 7/1/30 675 779
Arizona Board of Regents Arizona State        
University System Revenue 5.000% 7/1/31 545 624
Arizona COP 5.000% 10/1/18 (4) 500 509

 

 

Arizona Health Facilities Authority Revenue        
(Banner Health) VRDO 1.700% 4/2/18 LOC 3,800 3,800
Arizona School Facilities Board COP 5.500% 9/1/18 (Prere.) 500 508
Arizona School Facilities Board COP 5.000% 9/1/19 1,000 1,045
Arizona School Facilities Board COP 5.000% 9/1/21 1,355 1,490
Arizona Transportation Board Excise Tax        
Revenue 5.000% 7/1/21 2,240 2,461
Arizona Transportation Board Excise Tax        
Revenue 5.000% 7/1/23 1,955 2,230
Arizona Transportation Board Excise Tax        
Revenue 5.000% 7/1/24 2,070 2,401
Arizona Transportation Board Excise Tax        
Revenue (Maricopa County Regional Area) 5.000% 7/1/20 (Prere.) 500 536
Arizona Transportation Board Highway Revenue 5.000% 7/1/22 2,005 2,244
Arizona Transportation Board Highway Revenue 5.000% 7/1/22 (Prere.) 500 560
Arizona Transportation Board Highway Revenue 5.000% 7/1/32 1,000 1,170
Chandler AZ GO 5.000% 7/1/23 1,000 1,142
Gilbert AZ GO 5.000% 7/1/20 2,480 2,660
Glendale AZ Industrial Development Authority        
Revenue (Midwestern University) 5.000% 5/15/30 335 355
Glendale AZ Senior Excise Tax Revenue 5.000% 7/1/18 1,100 1,109
Maricopa County AZ Industrial Development        
Authority Health Facilities Revenue (Banner        
Health Obligated Group) 5.000% 1/1/28 1,075 1,288
Maricopa County AZ School District No. 28        
(Kyrene Elementary) GO 4.000% 7/1/19 900 925
Phoenix AZ Civic Improvement Corp. Airport        
Revenue 5.000% 7/1/20 (Prere.) 365 391
Phoenix AZ Civic Improvement Corp. Airport        
Revenue 5.000% 7/1/35 1,615 1,860
Phoenix AZ Civic Improvement Corp. Airport        
Revenue 5.000% 7/1/36 1,405 1,614
Phoenix AZ Civic Improvement Corp. Airport        
Revenue 5.000% 7/1/37 1,000 1,151
Phoenix AZ Civic Improvement Corp. Excise        
Tax Revenue 5.000% 7/1/22 1,145 1,282
Phoenix AZ Civic Improvement Corp. Excise        
Tax Revenue 4.000% 7/1/28 1,000 1,110
Phoenix AZ Civic Improvement Corp.        
Wastewater System Revenue 5.000% 7/1/22 2,190 2,451
Phoenix AZ Civic Improvement Corp. Water        
System Revenue 5.000% 7/1/21 525 577
Phoenix AZ Civic Improvement Corp. Water        
System Revenue 5.000% 7/1/22 1,200 1,343
Phoenix AZ Civic Improvement Corp. Water        
System Revenue 5.000% 7/1/23 2,010 2,289
Phoenix AZ Civic Improvement Corp. Water        
System Revenue 5.000% 7/1/26 2,500 2,887
Phoenix AZ Civic Improvement Corp. Water        
System Revenue 5.000% 7/1/35 1,900 2,195
Phoenix AZ Industrial Development Authority        
Revenue (Mayo Clinic) VRDO 1.700% 4/2/18 2,300 2,300
Pima County AZ Sewer Revenue 5.000% 7/1/20 1,000 1,071
Pima County AZ Sewer Revenue 5.000% 7/1/20 500 536
Pima County AZ Sewer Revenue 5.000% 7/1/24 1,000 1,159

 

 

Regional Public Transportation Authority Arizona        
Excise Tax Revenue (Maricopa County Public        
Transportation) 5.250% 7/1/24 1,010 1,185
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 5.000% 1/1/19 (Prere.) 750 769
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 5.000% 12/1/28 500 551
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 5.000% 12/1/29 2,000 2,219
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 5.000% 1/1/36 1,540 1,792
Salt Verde AZ Financial Corp. Gas Revenue 5.250% 12/1/24 910 1,045
Salt Verde AZ Financial Corp. Gas Revenue 5.250% 12/1/28 590 694
University Medical Center Corp. Arizona        
Hospital Revenue 5.000% 7/1/19 (ETM) 500 520
Yavapai County AZ Industrial Development        
Authority Hospital Facility Revenue (Northern        
Arizona Healthcare System) 5.250% 10/1/22 500 553
        61,481
Arkansas (0.2%)        
Arkansas Development Finance Authority        
Healthcare Revenue (Baptist Health) PUT 3.750% 9/1/25 2,000 2,040
Pulaski County AR Hospital Revenue (Arkansas        
Children's Hospital) 5.000% 3/1/29 1,030 1,192
Rogers AR Sales & Use Tax Revenue 2.125% 11/1/29 245 244
Springdale AR School District No. 50 GO 4.000% 6/1/27 1,190 1,265
Springdale AR School District No. 50 GO 4.000% 6/1/32 1,155 1,221
University of Arkansas Revenue 5.000% 11/1/21 750 829
University of Arkansas Revenue 5.000% 11/1/24 775 901
University of Arkansas Revenue 5.000% 11/1/30 750 879
        8,571
California (6.1%)        
ABAG Finance Authority for Nonprofit Corps.        
California Revenue (Episcopal Senior        
Communities) 5.000% 7/1/22 500 561
ABAG Finance Authority for Nonprofit Corps.        
California Revenue (Jackson Laboratory) 5.000% 7/1/21 760 834
ABAG Finance Authority for Nonprofit Corps.        
California Revenue (Windemere Ranch        
Infrastructure Financing Program) 5.000% 9/2/30 (4) 1,000 1,172
Alameda CA Corridor Transportation Authority        
Revenue 0.000% 10/1/30 (2) 740 449
Alameda CA Corridor Transportation Authority        
Revenue 0.000% 10/1/32 (14) 1,650 959
Anaheim CA Housing & Public Improvements        
Authority Revenue (Electric Utility Distribution        
System) 5.000% 10/1/30 1,000 1,117
Anaheim CA Housing & Public Improvements        
Authority Revenue (Electric Utility Distribution        
System) 5.000% 10/1/33 1,015 1,127
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 5.000% 10/1/20 (Prere.) 500 541
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 5.000% 4/1/23 (Prere.) 1,000 1,143
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 5.000% 4/1/31 500 555

 

 

Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 4.000% 4/1/33 1,000 1,067
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 4.000% 4/1/37 795 836
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) PUT 1.375% 4/1/20 1,000 993
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) PUT 1.875% 4/1/20 1,500 1,500
3 Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) PUT 2.180% 4/1/20 1,000 1,007
3 Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) PUT 2.280% 4/1/21 1,000 1,012
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) PUT 2.100% 4/1/22 1,025 1,022
3 Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) PUT 2.480% 5/1/23 1,000 1,022
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) PUT 2.125% 4/1/25 2,950 2,885
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) PUT 2.950% 4/1/26 1,000 1,029
Brea CA Redevelopment Agency Successor        
Agency Tax Allocation Revenue        
(Redevelopment Project AB) 0.000% 8/1/29 (2) 1,000 678
California Department of Water Resources        
Power Supply Revenue 5.000% 5/1/18 165 166
California Department of Water Resources        
Power Supply Revenue 5.000% 5/1/18 500 501
California Department of Water Resources        
Power Supply Revenue 5.000% 5/1/20 2,500 2,675
California Department of Water Resources        
Power Supply Revenue 5.000% 5/1/20 575 615
California Department of Water Resources        
Water System Revenue (Central Valley        
Project) 5.000% 6/1/18 (Prere.) 20 20
California Department of Water Resources        
Water System Revenue (Central Valley        
Project) 5.000% 6/1/18 (Prere.) 480 483
California Economic Recovery GO 5.000% 7/1/18 (ETM) 390 393
California Economic Recovery GO 5.000% 7/1/18 (ETM) 110 111
California Economic Recovery GO 5.000% 7/1/19 (ETM) 500 521
California Economic Recovery GO 5.000% 7/1/19 (Prere.) 500 521
California Economic Recovery GO 5.250% 7/1/19 (Prere.) 185 194
California Economic Recovery GO 5.250% 7/1/19 (Prere.) 315 329
California GO 5.000% 10/1/24 2,000 2,339
California GO 6.000% 4/1/18 500 500
California GO 5.000% 2/1/20 500 531
California GO 5.000% 10/1/20 2,000 2,162
California GO 5.000% 8/1/22 1,000 1,126
California GO 5.000% 9/1/22 1,805 2,036
California GO 5.000% 11/1/23 1,155 1,330
California GO 5.000% 9/1/25 1,560 1,845
California GO 5.000% 10/1/25 2,500 2,960
California GO 5.000% 3/1/26 660 770
California GO 3.500% 8/1/27 1,515 1,639
California GO 5.000% 2/1/28 690 775
California GO 4.500% 8/1/28 (2) 15 15
California GO 5.750% 4/1/29 500 521

 

 

California GO 5.000% 9/1/29 495 502
California GO 5.000% 9/1/29 455 537
California GO 5.000% 11/1/29 1,700 1,931
California GO 5.250% 3/1/30 500 533
California GO 5.000% 9/1/30 1,000 1,100
California GO 5.250% 9/1/30 500 556
California GO 4.000% 8/1/31 1,675 1,803
California GO 5.000% 2/1/32 500 549
California GO 5.000% 10/1/32 1,875 2,139
California GO 4.000% 8/1/33 1,520 1,622
California GO 5.000% 8/1/33 2,865 3,335
California GO 4.000% 9/1/33 2,000 2,135
California GO 4.000% 9/1/35 1,000 1,058
California GO 4.000% 9/1/35 1,815 1,920
California Health Facilities Financing Authority        
Revenue (Adventist Health System/West) 5.000% 3/1/23 1,095 1,233
California Health Facilities Financing Authority        
Revenue (Children's Hospital of Los Angeles) 5.000% 11/15/23 1,000 1,116
California Health Facilities Financing Authority        
Revenue (Kaiser Permanente) 5.000% 11/1/27 1,365 1,668
California Health Facilities Financing Authority        
Revenue (Kaiser Permanente) 4.000% 11/1/38 2,000 2,081
California Health Facilities Financing Authority        
Revenue (Kaiser Permanente) PUT 5.000% 11/1/22 760 866
California Health Facilities Financing Authority        
Revenue (Lucile Salter Packard Children's        
Hospital at Stanford) 5.000% 8/15/20 520 561
California Health Facilities Financing Authority        
Revenue (Providence St. Joseph Health        
Obligated Group) PUT 4.000% 10/1/24 1,090 1,192
California Health Facilities Financing Authority        
Revenue (Rady Children's Hospital) 5.000% 8/15/31 965 1,050
California Health Facilities Financing Authority        
Revenue (Sutter Health) 5.000% 8/15/18 (Prere.) 110 111
California Health Facilities Financing Authority        
Revenue (Sutter Health) 5.500% 8/15/26 500 544
California Health Facilities Financing Authority        
Revenue (Sutter Health) 5.000% 11/15/33 1,000 1,166
California Health Facilities Financing Authority        
Revenue (Sutter Health) 5.000% 11/15/36 750 865
California Infrastructure & Economic        
Development Bank Revenue (Bay Area Toll        
Bridges Seismic Retrofit) 5.000% 1/1/28 (Prere.) 500 611
California Municipal Finance Authority Revenue        
(Anaheim Electric Utility Distribution System) 5.000% 10/1/30 965 1,124
California Municipal Finance Authority Revenue        
(University of La Verne) 6.125% 6/1/20 (Prere.) 500 548
California Pollution Control Financing Authority        
Water Furnishing Revenue (San Diego        
County Water Authority Desalination Project        
Pipeline) 5.000% 7/1/37 1,000 1,006
California Public Works Board Lease Revenue        
(Davidson Library) 5.000% 3/1/23 (Prere.) 20 23
California Public Works Board Lease Revenue        
(Department of Corrections) 5.000% 6/1/22 1,000 1,120
California Public Works Board Lease Revenue        
(Department of Corrections) 5.000% 6/1/27 1,050 1,169

 

 

California Public Works Board Lease Revenue        
(Judicial Council Projects) 5.000% 10/1/26 1,200 1,386
California Public Works Board Lease Revenue        
(Judicial Council Projects) 5.000% 3/1/28 300 337
California Public Works Board Lease Revenue        
(Judicial Council Projects) 5.125% 12/1/29 250 276
California Public Works Board Lease Revenue        
(Regents of The University of California) 5.000% 4/1/19 (Prere.) 70 72
California Public Works Board Lease Revenue        
(Regents of The University of California) 5.000% 4/1/19 (Prere.) 120 124
California Public Works Board Lease Revenue        
(Regents of The University of California) 5.000% 12/1/21 (Prere.) 35 39
California Public Works Board Lease Revenue        
(Various Capital Projects) 5.375% 3/1/20 (Prere.) 1,000 1,071
California Public Works Board Lease Revenue        
(Various Capital Projects) 5.000% 12/1/21 (Prere.) 25 28
California Public Works Board Lease Revenue        
(Various Capital Projects) 4.000% 11/1/31 1,840 1,972
California Public Works Board Lease Revenue        
(Various Capital Projects) 5.000% 11/1/31 1,000 1,115
California Public Works Board Lease Revenue        
(Various Capital Projects) 5.000% 4/1/32 350 385
California State Educational Facilities Authority        
Revenue 6.125% 10/1/21 (Prere.) 245 280
California State Educational Facilities Authority        
Revenue 6.125% 10/1/30 255 292
California State University Systemwide Revenue 5.250% 5/1/19 (Prere.) 300 312
California State University Systemwide Revenue 5.750% 5/1/19 (Prere.) 500 523
California State University Systemwide Revenue 5.000% 11/1/30 1,000 1,122
California State University Systemwide Revenue 5.000% 11/1/32 2,815 3,351
California State University Systemwide Revenue 5.000% 11/1/32 1,000 1,174
California State University Systemwide Revenue 5.000% 11/1/34 2,010 2,310
California State University Systemwide Revenue 5.000% 11/1/35 2,000 2,347
California State University Systemwide Revenue        
PUT 3.000% 11/1/19 1,000 1,013
California Statewide Communities Development        
Authority Revenue (Citrus Valley Health        
Partners) 4.867% 4/1/28 (14) 1,700 1,700
California Statewide Communities Development        
Authority Revenue (Loma Linda University        
Medical Center) 5.000% 12/1/28 400 442
Centinela Valley CA Union High School District        
GO 4.000% 8/1/29 (4) 1,035 1,137
Chabot-Las Positas CA Community College        
District GO 5.000% 8/1/31 1,000 1,135
Chaffey CA Community College District GO 5.000% 6/1/23 840 965
Chino CA Public Financing Authority Special        
Tax Revenue 5.000% 9/1/30 (4) 800 911
Chula Vista CA Municipal Financing Authority        
Special Tax Revenue 5.500% 9/1/27 970 1,111
Citrus CA Community College District GO 0.000% 8/1/34 1,000 884
Contra Costa CA Community College District        
GO 5.000% 8/1/31 1,000 1,138
Contra Costa CA Municipal Water District        
Revenue 5.000% 10/1/33 1,000 1,132
Contra Costa CA Transportation Authority Sales        
Tax Revenue 5.000% 3/1/26 485 583

 

 

Contra Costa CA Transportation Authority Sales        
Tax Revenue 5.000% 3/1/27 600 731
Corona-Norco CA Unified School District Special        
Tax Revenue (Community Facilities District        
No. 98-1) 5.000% 9/1/22 970 1,087
Foothill/Eastern Transportation Corridor Agency        
California Toll Road Revenue 0.000% 1/15/29 1,390 1,226
Fresno CA Joint Powers Financing Authority        
Lease Revenue 5.000% 4/1/19 2,250 2,322
Gavilan CA Joint Community College District        
GO 5.000% 8/1/28 1,000 1,161
Golden State Tobacco Securitization Corp.        
California Revenue 5.000% 6/1/25 500 571
Golden State Tobacco Securitization Corp.        
California Revenue 0.000% 6/1/27 (2) 2,060 1,577
Golden State Tobacco Securitization Corp.        
California Revenue 5.000% 6/1/33 1,565 1,783
La Quinta CA Redevelopment Agency Tax        
Allocation Revenue 5.000% 9/1/26 1,500 1,688
La Quinta CA Redevelopment Agency Tax        
Allocation Revenue 5.000% 9/1/30 1,000 1,143
La Verne CA (Brethren Hillcrest Homes) COP 5.000% 5/15/26 350 378
Long Beach CA Finance Authority Natural Gas        
Purchase Revenue 5.250% 11/15/19 90 95
Long Beach CA Finance Authority Natural Gas        
Purchase Revenue 5.250% 11/15/23 370 419
Long Beach CA Unified School District GO 0.000% 8/1/24 (12) 1,290 1,096
Los Angeles CA Community College District GO 5.000% 8/1/18 (Prere.) 500 506
Los Angeles CA Community College District GO 5.000% 8/1/22 1,000 1,131
Los Angeles CA Community College District GO 4.000% 8/1/32 1,000 1,067
Los Angeles CA Department of Airports        
International Airport Revenue 5.000% 5/15/27 500 533
Los Angeles CA Department of Water & Power        
Revenue 5.000% 7/1/24 500 521
Los Angeles CA Department of Water & Power        
Revenue 5.000% 7/1/33 1,375 1,616
Los Angeles CA Department of Water & Power        
Revenue 5.000% 7/1/36 1,000 1,150
Los Angeles CA Department of Water & Power        
Revenue 5.000% 7/1/37 1,000 1,163
Los Angeles CA Department of Water & Power        
Revenue 5.000% 7/1/38 500 581
Los Angeles CA Unified School District GO 5.000% 7/1/20 1,700 1,827
Los Angeles CA Unified School District GO 5.000% 7/1/22 1,100 1,240
Los Angeles CA Unified School District GO 5.000% 7/1/23 2,000 2,298
Los Angeles CA Unified School District GO 5.000% 7/1/26 500 521
Los Angeles CA Unified School District GO 5.000% 7/1/26 1,015 1,222
Los Angeles CA Unified School District GO 5.000% 7/1/29 500 520
Los Angeles CA Unified School District GO 5.000% 7/1/29 500 520
Los Angeles CA Unified School District GO 5.000% 7/1/36 1,000 1,178
Los Angeles CA Wastewater System Revenue 5.000% 6/1/19 (Prere.) 500 520
Los Angeles CA Wastewater System Revenue 5.000% 6/1/36 1,755 2,062
Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax Revenue 5.000% 7/1/19 560 584
Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax Revenue 5.000% 7/1/31 1,970 2,354

 

 

Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax Revenue 5.000% 7/1/32 1,000 1,202
Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax Revenue 5.000% 7/1/36 1,935 2,274
Los Angeles County CA Public Works Financing        
Authority Lease Revenue 5.000% 8/1/26 500 559
Los Angeles County CA Redevelopment        
Authority Tax Allocation Revenue        
(Hollywood/North Hollywood Redevelopment        
Project) 5.000% 7/1/20 1,500 1,610
Marysville CA Revenue (Fremont-Rideout        
Health Group) 5.250% 1/1/24 600 632
Milpitas CA Redevelopment Agency Successor        
Agency Tax Allocation Revenue 5.000% 9/1/31 1,130 1,305
Napa Valley CA Unified School District GO 4.000% 8/1/28 1,690 1,820
Newport Mesa CA Unified School District GO 0.000% 8/1/30 630 429
Oakland CA Redevelopment Agency Tax        
Allocation Revenue (Central District Project) 5.000% 9/1/22 500 560
Oakland CA Unified School District GO 5.000% 8/1/25 (4) 1,500 1,787
Orange County CA Development Agency Tax        
Allocation Revenue (Santa Ana Heights        
Project) 5.000% 3/1/21 1,170 1,266
Palomar Pomerado Health California GO 0.000% 8/1/22 (14) 1,000 894
Palomar Pomerado Health California GO 0.000% 8/1/26 (12) 1,040 805
Palomar Pomerado Health California GO 0.000% 8/1/32 (12) 700 420
Perris CA Public Financing Authority Tax        
Allocation Revenue 5.000% 10/1/21 1,085 1,203
Poway CA Unified School District GO 5.000% 8/1/24 1,750 2,049
Poway CA Unified School District Public        
Financing Authority Special Tax Revenue 5.000% 9/1/31 (4) 1,410 1,615
Riverside County CA Transportation        
Commission Sales Tax Revenue 5.250% 6/1/23 (Prere.) 1,000 1,159
Riverside County CA Transportation        
Commission Sales Tax Revenue 5.000% 6/1/37 1,605 1,878
Riverside County CA Transportation        
Commission Toll Revenue 0.000% 6/1/30 2,415 1,492
Roseville CA Natural Gas Financing Authority        
Gas Revenue 5.000% 2/15/23 280 310
Roseville CA Natural Gas Financing Authority        
Gas Revenue 5.000% 2/15/25 245 277
Sacramento CA City Financing Authority        
Revenue 5.000% 12/1/22 (15) 750 849
Sacramento CA City Financing Authority Tax        
Allocation Revenue 0.000% 12/1/30 (14) 1,815 1,144
Sacramento CA Municipal Utility District        
Revenue 5.000% 8/15/18 (Prere.) 195 198
Sacramento CA Municipal Utility District        
Revenue 5.000% 8/15/27 (4) 305 309
Sacramento CA Regional Transportation District        
Farebox Revenue 5.000% 9/1/20 (Prere.) 185 199
Sacramento CA Regional Transportation District        
Farebox Revenue 5.000% 3/1/23 315 338
Sacramento County CA Airport Revenue 5.625% 7/1/29 500 505
Sacramento County CA Sanitation Districts        
Financing Authority Revenue 5.000% 8/1/25 435 517
Sacramento County CA Sanitation Districts        
Financing Authority Revenue 5.000% 8/1/27 575 678

 

 

San Bernardino CA Community College District        
GO 0.000% 8/1/22 (4) 1,000 912
San Bernardino County CA Transportation        
Authority Revenue 5.000% 3/1/31 500 556
San Diego CA Community College District GO 5.000% 8/1/21 (Prere.) 500 553
San Diego CA Community College District GO 5.000% 8/1/29 1,000 1,145
San Diego CA Public Facilities Financing        
Authority Sewer Revenue 5.000% 5/15/19 (Prere.) 500 519
San Diego CA Public Facilities Financing        
Authority Water Revenue 5.250% 8/1/20 (Prere.) 500 541
San Diego CA Public Facilities Financing        
Authority Water Revenue 5.000% 8/1/28 1,115 1,340
San Diego CA Public Facilities Financing        
Authority Water Revenue 5.000% 8/1/29 1,525 1,830
San Diego CA Unified School District GO 0.000% 7/1/27 500 386
San Diego CA Unified School District GO 5.000% 7/1/27 1,130 1,336
San Diego CA Unified School District GO 5.500% 7/1/27 (4) 520 658
San Diego CA Unified School District GO 0.000% 7/1/28 500 369
San Diego CA Unified School District GO 0.000% 7/1/29 500 347
San Diego CA Unified School District GO 0.000% 7/1/30 100 67
San Diego County CA Regional Airport Authority        
Revenue 5.000% 7/1/30 (4) 500 534
San Diego County CA Regional Transportation        
Commission Sales Tax Revenue 5.000% 4/1/31 560 619
San Diego County CA Water Authority Revenue 5.000% 5/1/28 1,000 1,174
San Francisco CA Bay Area Rapid Transit        
District GO 5.000% 8/1/30 1,520 1,783
San Francisco CA Bay Area Rapid Transit        
District Sales Tax Revenue 4.000% 7/1/21 350 376
San Francisco CA City & County (Earthquake        
Safety & Emergency Response) GO 5.000% 6/15/20 (Prere.) 500 537
San Francisco CA City & County COP 5.000% 4/1/28 1,635 1,907
San Francisco CA City & County COP 4.000% 4/1/33 1,000 1,060
San Francisco CA City & County International        
Airport Revenue 5.000% 5/3/21 (Prere.) 95 104
San Francisco CA City & County International        
Airport Revenue 5.250% 5/1/22 500 519
San Francisco CA City & County International        
Airport Revenue 5.000% 5/1/27 405 451
San Francisco CA City & County International        
Airport Revenue 5.000% 5/1/30 405 442
San Francisco CA City & County Public Utilities        
Commission Water Revenue 5.500% 11/1/20 (Prere.) 500 549
San Francisco CA City & County Public Utilities        
Commission Water Revenue 5.000% 5/1/22 (Prere.) 1,245 1,398
San Francisco CA City & County Public Utilities        
Commission Water Revenue 5.000% 11/1/31 1,690 2,012
San Francisco CA City & County Public Utilities        
Commission Water Revenue 5.000% 11/1/32 1,000 1,152
San Francisco CA City & County Unified School        
District GO 4.000% 6/15/32 965 1,011
San Francisco CA City & County Unified School        
District GO 4.250% 6/15/33 1,000 1,057
San Joaquin County CA Transportation        
Authority Revenue 5.000% 3/1/27 1,000 1,211
San Jose CA Redevelopment Agency Tax        
Allocation Revenue 6.500% 8/1/18 (Prere.) 700 711

 

 

San Ramon CA Public Financing Authority Tax        
Allocation Revenue 0.000% 2/1/33 (2) 1,475 820
Santa Monica CA Community College District        
GO 4.000% 8/1/21 1,500 1,617
Southern California Public Power Authority        
Revenue (Canyon Power Project) 5.000% 7/1/22 1,105 1,218
Southern California Public Power Authority        
Revenue (Milford Wind Corridor Phase I        
Project) 5.000% 7/1/26 1,000 1,056
State Center California Community College        
District GO 5.000% 8/1/29 1,000 1,159
Tahoe-Truckee CA Unified School District GO 5.000% 8/1/34 1,030 1,199
Turlock CA Public Financing Authority Water        
Revenue 4.750% 5/1/18 (Prere.) 2,000 2,005
Union CA Elementary School District GO 0.000% 9/1/28 (14) 1,080 799
Union City CA Community Redevelopment        
Agency Successor Agency Tax Allocation        
Revenue 5.000% 10/1/30 1,635 1,892
University of California Revenue 5.250% 5/15/19 (Prere.) 1,985 2,066
University of California Revenue 5.000% 5/15/21 (Prere.) 160 175
University of California Revenue 5.000% 5/15/23 (Prere.) 310 355
University of California Revenue 5.000% 5/15/23 875 961
University of California Revenue 5.000% 5/15/28 1,000 1,178
University of California Revenue 5.000% 5/15/28 690 785
University of California Revenue 4.000% 5/15/33 1,000 1,062
University of California Revenue 4.000% 5/15/33 2,500 2,675
University of California Revenue 4.000% 5/15/34 1,770 1,862
University of California Revenue 4.000% 5/15/34 1,000 1,067
University of California Revenue 4.000% 5/15/35 2,000 2,127
University of California Revenue PUT 5.000% 5/15/23 3,635 4,170
West Contra Costa CA Unified School District        
GO 0.000% 8/1/32 (4) 1,155 691
West Contra Costa CA Unified School District        
GO 0.000% 8/1/34 (14) 1,225 657
        244,464
Colorado (0.8%)        
Adams & Weld County CO School District No.        
27J GO 5.000% 12/1/34 1,435 1,638
Adams County CO COP 5.000% 12/1/31 650 746
Board of Governors of the Colorado State        
University System Enterprise Revenue 5.000% 3/1/23 300 339
Colorado (UCDHSC Fitzsimons Academic        
Projects) COP 5.000% 11/1/21 500 552
Colorado Educational & Cultural Facilities        
Authority Revenue (Regis University) 5.000% 10/1/25 1,000 1,139
Colorado Educational & Cultural Facilities        
Authority Revenue (University of Denver) 4.000% 3/1/30 500 538
Colorado Health Facilities Authority Retirement        
Facilities Revenue (Liberty Heights Project) 0.000% 7/15/24 (ETM) 1,430 1,221
Colorado Health Facilities Authority Revenue        
(Adventist Health System/Sunbelt Obligated        
Group) PUT 5.000% 11/15/23 2,510 2,872
Colorado Health Facilities Authority Revenue        
(Catholic Health Initiatives) 5.250% 2/1/31 2,500 2,642
Colorado Health Facilities Authority Revenue        
(Covenant Retirement Community Inc.) 5.000% 12/1/27 500 546

 

 

Colorado Health Facilities Authority Revenue        
(NCMC Inc.) 4.000% 5/15/30 1,500 1,593
Colorado Springs CO Utility System Revenue 5.000% 11/15/22 (Prere.) 500 566
Denver CO City & County Airport Revenue 5.000% 11/15/20 515 558
Denver CO City & County Airport Revenue 5.000% 11/15/22 1,335 1,439
Denver CO City & County Airport Revenue 5.000% 11/15/24 1,040 1,209
Denver CO City & County Airport Revenue 5.000% 11/15/26 430 462
Denver CO City & County School District GO 5.000% 12/1/36 2,000 2,320
E-470 Public Highway Authority Colorado        
Revenue 5.250% 9/1/18 (14) 585 594
E-470 Public Highway Authority Colorado        
Revenue 0.000% 9/1/23 (14) 1,000 875
E-470 Public Highway Authority Colorado        
Revenue 5.375% 9/1/26 1,000 1,075
El Paso County CO School District No. 3        
Widefield GO 5.000% 12/1/26 350 391
El Paso County CO School District No. 3        
Widefield GO 5.000% 12/1/27 500 559
El Paso County CO School District No. 3        
Widefield GO 5.000% 12/1/29 500 559
El Paso County CO School District No. 3        
Widefield GO 5.000% 12/1/30 520 581
El Paso County CO School District No. 3        
Widefield GO 5.000% 12/1/31 635 708
Garfield, Pitkin, & Eagle County CO School        
District GO 4.000% 12/15/34 1,000 1,059
Regional Transportation District of Colorado        
COP 5.000% 6/1/20 (Prere.) 1,010 1,079
Regional Transportation District of Colorado        
COP 5.000% 6/1/20 (Prere.) 1,000 1,069
University of Colorado Enterprise System        
Revenue 5.000% 6/1/29 500 555
University of Colorado Enterprise System        
Revenue 5.000% 6/1/29 1,010 1,224
University of Colorado Enterprise System        
Revenue 4.000% 6/1/32 1,590 1,718
        32,426
Connecticut (0.5%)        
Connecticut GO 5.000% 4/15/21 500 538
Connecticut GO 5.000% 11/15/22 1,935 2,131
Connecticut GO 5.000% 4/15/24 600 651
Connecticut GO 5.000% 9/1/26 1,000 1,107
Connecticut GO 5.000% 4/15/28 500 535
Connecticut GO 5.000% 3/1/32 2,950 3,191
Connecticut GO 5.000% 10/15/32 705 754
Connecticut Health & Educational Facilities        
Authority Revenue (Hartford Healthcare) 5.000% 7/1/26 550 592
Connecticut Health & Educational Facilities        
Authority Revenue (Yale University) PUT 5.000% 2/1/23 2,540 2,876
Connecticut Health & Educational Facilities        
Authority Revenue (Yale University) PUT 5.000% 2/1/28 1,260 1,528
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.000% 9/1/23 1,185 1,323
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.000% 11/1/25 500 509
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.000% 1/1/28 1,805 2,096

 

 

University of Connecticut GO 5.000% 2/15/27 635 716
        18,547
Delaware (0.2%)        
Delaware GO 5.000% 2/1/19 600 617
Delaware GO 5.000% 7/1/20 612 656
Delaware GO 5.000% 10/1/20 700 756
Delaware GO 5.000% 7/1/22 1,250 1,405
Delaware GO 5.000% 2/1/25 1,000 1,175
Delaware GO 5.000% 1/1/26 1,725 2,055
        6,664
District of Columbia (0.2%)        
District of Columbia Hospital Revenue        
(Children's Hospital Obligated Group) 5.000% 7/15/35 1,000 1,124
District of Columbia Income Tax Revenue 5.000% 12/1/26 655 722
District of Columbia Income Tax Revenue 5.250% 12/1/27 500 529
District of Columbia Income Tax Revenue 5.000% 12/1/30 500 531
District of Columbia Revenue (National Public        
Radio, Inc.) 5.000% 4/1/27 1,185 1,371
District of Columbia Water & Sewer Authority        
Public Utility Revenue 5.000% 10/1/33 2,175 2,540
Metropolitan Washington DC/VA Airports        
Authority Airport System Revenue 5.000% 10/1/24 500 537
Metropolitan Washington DC/VA Airports        
Authority Dulles Toll Road Revenue (Dulles        
Metrorail & Capital Improvement Projects) 0.000% 10/1/37 1,300 545
Washington Convention & Sports Authority        
Revenue 5.000% 10/1/26 1,000 1,174
        9,073
Florida (2.7%)        
Brevard County FL School Board COP 5.000% 7/1/25 1,000 1,120
Broward County FL Airport System Revenue 5.000% 10/1/28 400 442
Broward County FL Airport System Revenue 5.375% 10/1/29 500 526
Broward County FL Airport System Revenue 5.500% 10/1/31 1,000 1,156
Central Florida Expressway Authority Revenue 4.000% 7/1/32 1,000 1,058
Citizens Property Insurance Corp. Florida        
Revenue (Coastal Account) 5.000% 6/1/20 1,230 1,294
Citizens Property Insurance Corp. Florida        
Revenue (Personal Lines        
Account/Commercial Lines Account) 5.000% 6/1/20 650 693
Florida Board of Education Lottery Revenue 5.000% 7/1/18 1,585 1,599
Florida Board of Education Lottery Revenue 4.000% 7/1/27 1,230 1,317
Florida Board of Education Public Education        
Capital Outlay GO 5.000% 6/1/19 3,000 3,115
Florida Board of Education Public Education        
Capital Outlay GO 5.000% 6/1/19 220 228
Florida Board of Education Public Education        
Capital Outlay GO 5.000% 6/1/19 1,585 1,646
Florida Board of Education Public Education        
Capital Outlay GO 5.000% 6/1/21 1,000 1,096
Florida Board of Education Public Education        
Capital Outlay GO 5.000% 6/1/21 750 822
Florida Board of Education Public Education        
Capital Outlay GO 5.000% 6/1/21 1,270 1,392
Florida Board of Education Public Education        
Capital Outlay GO 5.000% 6/1/22 500 524

 

 

Florida Board of Education Public Education        
Capital Outlay GO 5.000% 6/1/22 1,245 1,395
Florida Board of Education Public Education        
Capital Outlay GO 5.000% 6/1/24 625 710
Florida Board of Education Public Education        
Capital Outlay GO 4.000% 6/1/27 1,255 1,345
Florida Board of Education Public Education        
Capital Outlay GO 4.000% 6/1/32 1,675 1,812
Florida Department of Transportation GO 5.000% 7/1/19 545 567
Florida Turnpike Authority Revenue 5.000% 7/1/18 1,400 1,412
Florida Turnpike Authority Revenue 5.000% 7/1/19 500 520
Florida Turnpike Authority Revenue 5.000% 7/1/25 1,500 1,767
Florida Turnpike Authority Revenue 4.000% 7/1/34 1,000 1,053
Florida Turnpike Authority Revenue 4.000% 7/1/34 1,385 1,457
Gainesville FL Utilities System Revenue 5.000% 10/1/32 1,000 1,178
Highlands County Health Facilities Authority 5.625% 11/15/19 (Prere.) 10 11
Highlands County Health Facilities Authority 5.625% 11/15/37 3,990 4,237
Hillsborough County FL Industrial Development        
Authority Hospital Revenue (Tampa General        
Hospital Project) 5.000% 10/1/28 500 556
Jacksonville FL Electric Authority Electric        
System Revenue 5.000% 4/1/21 (Prere.) 310 338
Jacksonville FL Electric Authority Electric        
System Revenue 5.000% 10/1/26 1,005 1,189
Jacksonville FL Electric Authority Electric        
System Revenue 5.000% 10/1/31 190 206
Jacksonville FL Electric Authority Electric        
System Revenue 4.000% 10/1/37 1,560 1,633
Jacksonville FL Electric Authority Water &        
Sewer Revenue 5.000% 10/1/19 565 593
Jacksonville FL Electric Authority Water &        
Sewer Revenue 5.000% 10/1/27 830 990
Jacksonville FL Health Care Facilities Revenue        
(Baptist Health System Obligated Group) 4.000% 8/15/37 1,250 1,299
Jacksonville FL Health Care Facilities Revenue        
(Brooks Rehabilitation) 5.000% 11/1/30 1,085 1,226
Jacksonville FL Special Revenue 5.000% 10/1/32 500 554
Lakeland FL Educational Facilities Revenue        
(Florida Southern College Project) 5.000% 9/1/31 880 947
Lakeland FL Hospital Revenue (Lakeland        
Regional Health Systems) 5.000% 11/15/26 1,450 1,689
Miami Beach FL Health Facilities Authority        
Revenue (Mount Sinai Medical Center) 5.000% 11/15/27 1,000 1,100
Miami Beach FL Resort Tax Revenue 5.000% 9/1/34 1,000 1,130
Miami Beach FL Stormwater Revenue 5.000% 9/1/27 1,000 1,185
Miami Beach FL Water & Sewer Revenue 5.000% 9/1/27 575 686
Miami Beach FL Water & Sewer Revenue 5.000% 10/1/30 1,500 1,722
Miami Beach FL Water & Sewer Revenue 4.000% 10/1/34 1,895 2,009
Miami-Dade County FL Aviation Revenue        
(Miami International Airport) 4.875% 10/1/24 500 532
Miami-Dade County FL Aviation Revenue        
(Miami International Airport) 5.000% 10/1/30 585 625
Miami-Dade County FL Aviation Revenue        
(Miami International Airport) 5.000% 10/1/33 1,425 1,632
Miami-Dade County FL Aviation Revenue        
(Miami International Airport) 5.000% 10/1/34 1,000 1,142

 

 

Miami-Dade County FL Building Better        
Communities GO 5.000% 7/1/36 1,160 1,326
Miami-Dade County FL Health Facilities        
Authority Hospital Revenue (Miami Children's        
Hospital) 5.000% 8/1/25 1,000 1,118
Miami-Dade County FL School Board COP 5.000% 2/1/26 1,035 1,198
Miami-Dade County FL Seaport Revenue 5.750% 10/1/28 1,500 1,714
Miami-Dade County FL Special Obligation        
Revenue 5.000% 10/1/22 1,490 1,664
Miami-Dade County FL Special Obligation        
Revenue 5.000% 10/1/24 1,000 1,119
Miami-Dade County FL Special Obligation        
Revenue 5.000% 10/1/30 500 554
Miami-Dade County FL Transit Sales Surtax        
Revenue 4.000% 7/1/31 1,400 1,494
Miami-Dade County FL Water & Sewer Revenue 5.000% 10/1/22 1,740 1,952
North Brevard County FL Hospital District        
Revenue 5.000% 1/1/34 1,000 1,085
Orange County FL Health Facilities Authority        
Hospital Revenue (Orlando Health Inc.) 5.000% 10/1/30 1,510 1,720
Orange County FL Health Facilities Authority        
Revenue (Nemours Foundation Project) 5.000% 1/1/19 500 512
Orlando & Orange County FL Expressway        
Authority Revenue 5.000% 7/1/20 (Prere.) 500 535
Orlando FL Tourist Development Tax Revenue 5.000% 11/1/28 (4) 1,510 1,772
Osceola County FL Expressway System        
Revenue (Poinciana Parkway Project) 0.000% 10/1/19 815 783
Osceola County FL Expressway System        
Revenue (Poinciana Parkway Project) 0.000% 10/1/20 1,270 1,184
Palm Beach County FL Health Facilities        
Authority Hospital Revenue (BRRH Corp.        
Obligated Group) 5.000% 12/1/25 560 624
Palm Beach County FL Public Improvement        
Revenue 5.000% 5/1/33 1,245 1,446
Palm Beach County FL School Board COP 5.000% 8/1/25 1,740 2,031
Palm Beach County FL School Board COP 5.000% 8/1/29 1,520 1,739
Palm Beach County FL School Board COP 5.000% 8/1/32 1,500 1,700
Reedy Creek FL Improvement District GO 4.000% 6/1/34 1,180 1,245
Seacoast FL Utility Authority Water & Sewer        
Revenue 5.000% 3/1/21 1,230 1,340
South Miami FL Health Facilities Authority        
Revenue (Baptist Health South Florida        
Obligated Group) 4.000% 8/15/33 1,170 1,209
St. Johns County FL Water & Sewer Revenue 0.000% 6/1/24 1,110 943
Sunshine State Governmental Financing        
Commission Florida Revenue (Miami Dade        
County Program) 5.000% 9/1/26 1,000 1,124
Tallahassee FL Energy System Revenue 5.000% 10/1/35 1,000 1,121
Tallahassee FL Utility System Revenue 5.000% 10/1/29 1,000 1,154
Tallahassee FL Utility System Revenue 5.000% 10/1/30 750 862
Tallahassee FL Utility System Revenue 5.000% 10/1/34 1,265 1,440
Tampa Bay FL Water Utility System Revenue 5.000% 10/1/37 2,000 2,317
Tampa FL Cigarette Tax Allocation Revenue (H.        
Lee Moffitt Cancer Center Project) 5.000% 9/1/18 370 375
Tampa FL Cigarette Tax Allocation Revenue (H.        
Lee Moffitt Cancer Center Project) 5.000% 9/1/19 425 444

 

 

Tampa FL Cigarette Tax Allocation Revenue (H.        
Lee Moffitt Cancer Center Project) 5.000% 9/1/20 535 571
Tampa FL Cigarette Tax Allocation Revenue (H.        
Lee Moffitt Cancer Center Project) 5.000% 9/1/26 200 221
Tampa FL Health System Revenue (BayCare        
Health System) 5.000% 11/15/33 1,560 1,705
Tampa FL Hospital Revenue 5.000% 7/1/23 750 825
Tampa-Hillsborough County FL Expressway        
Authority Revenue 5.000% 7/1/30 200 235
Tampa-Hillsborough County FL Expressway        
Authority Revenue 5.000% 7/1/31 250 292
Tohopekaliga FL Water Authority Utility System        
Revenue 4.000% 10/1/21 1,245 1,332
Tohopekaliga FL Water Authority Utility System        
Revenue 5.750% 10/1/21 (Prere.) 500 565
Tohopekaliga FL Water Authority Utility System        
Revenue 4.000% 10/1/32 1,000 1,071
Volusia County FL Educational Facilities        
Authority Revenue (Embry-Riddle        
Aeronautical University Inc.) 5.000% 10/15/29 860 1,002
        107,138
Georgia (1.4%)        
Athens-Clarke County GA Unified Government        
Water & Sewerage Revenue 4.000% 1/1/32 1,000 1,059
Atlanta GA Airport Revenue 5.000% 1/1/33 2,000 2,261
Atlanta GA Development Authority Revenue 5.000% 7/1/29 1,000 1,154
Atlanta GA Water & Wastewater Revenue 5.000% 11/1/21 1,500 1,659
Atlanta GA Water & Wastewater Revenue 5.000% 11/1/25 1,290 1,510
Atlanta GA Water & Wastewater Revenue 5.750% 11/1/27 (4) 500 633
Bulloch County GA Development Authority        
Revenue (Georgia Southern University        
Housing Foundation) 5.000% 7/1/27 475 558
Cobb County GA Kennestone Hospital Authority        
Revenue 5.000% 4/1/24 400 449
Dahlonega GA Downtown Development        
Authority Revenue (North Georgia MAC LLC        
Project) 5.000% 7/1/27 600 715
Dahlonega GA Downtown Development        
Authority Revenue (North Georgia MAC LLC        
Project) 5.000% 7/1/31 725 848
DeKalb County GA Water & Sewer Revenue 5.250% 10/1/31 500 554
Georgia GO 5.000% 5/1/19 (Prere.) 500 518
Georgia GO 5.000% 7/1/19 2,065 2,151
Georgia GO 5.000% 1/1/20 1,685 1,782
Georgia GO 5.000% 2/1/20 1,375 1,458
Georgia GO 5.000% 7/1/21 2,000 2,201
Georgia GO 5.000% 1/1/22 2,110 2,345
Georgia GO 5.000% 7/1/22 500 521
Georgia GO 5.000% 7/1/22 1,220 1,371
Georgia GO 5.000% 12/1/22 1,235 1,400
Georgia GO 5.000% 2/1/24 2,430 2,812
Georgia GO 5.000% 7/1/24 1,500 1,749
Georgia GO 5.000% 2/1/30 1,500 1,794
Georgia GO 5.000% 2/1/31 1,500 1,787
Georgia Road & Tollway Authority Revenue 5.000% 6/1/18 475 478

 

 

Griffin-Spalding County GA Hospital Authority        
Revenue (WellStar Health System Obligated        
Group) 5.000% 4/1/25 600 689
Griffin-Spalding County GA Hospital Authority        
Revenue (WellStar Health System Obligated        
Group) 5.000% 4/1/31 350 400
Griffin-Spalding County GA Hospital Authority        
Revenue (WellStar Health System Obligated        
Group) 5.000% 4/1/33 1,575 1,787
Gwinnett County GA School District GO 5.000% 2/1/28 500 581
Main Street Natural Gas Inc. Georgia Gas        
Project Revenue 5.250% 9/15/18 100 102
Main Street Natural Gas Inc. Georgia Gas        
Project Revenue 5.000% 3/15/19 425 437
Main Street Natural Gas Inc. Georgia Gas        
Project Revenue 5.000% 3/15/21 600 647
Main Street Natural Gas Inc. Georgia Gas        
Project Revenue 5.000% 3/15/22 515 564
Main Street Natural Gas Inc. Georgia Gas        
Project Revenue PUT 4.000% 9/1/23 5,655 6,020
Metropolitan Atlanta Rapid Transportation        
Authority Georgia Sales Tax Revenue 5.000% 7/1/31 1,350 1,589
Metropolitan Atlanta Rapid Transportation        
Authority Georgia Sales Tax Revenue 4.000% 7/1/33 1,835 1,968
Metropolitan Atlanta Rapid Transportation        
Authority Georgia Sales Tax Revenue 5.000% 7/1/35 1,095 1,274
Municipal Electric Authority Georgia Revenue 5.000% 1/1/19 1,015 1,038
Municipal Electric Authority Georgia Revenue 5.000% 1/1/26 1,000 1,149
Municipal Electric Authority Georgia Revenue 5.000% 1/1/28 (15) 1,495 1,721
Municipal Electric Authority Georgia Revenue 5.000% 1/1/35 1,510 1,657
Private Colleges & University Authority of        
Georgia Revenue (Emory University) 5.000% 10/1/22 630 709
Private Colleges & University Authority of        
Georgia Revenue (Emory University) 5.000% 9/1/28 500 523
        56,622
Guam (0.1%)        
Guam Government Business Privilege Tax        
Revenue 5.000% 11/15/26 735 788
Guam Government Waterworks Authority Water        
& Waste Water System Revenue 5.250% 7/1/23 1,000 1,106
Guam Government Waterworks Authority Water        
& Waste Water System Revenue 5.250% 7/1/33 1,305 1,410
Guam International Airport Authority Revenue 5.000% 10/1/21 350 377
        3,681
Hawaii (0.8%)        
Hawaii Department of Budget & Finance Special        
Purpose Revenue (Hawaii Pacific Health        
Obligated Group) 5.000% 7/1/19 250 260
Hawaii Department of Budget & Finance Special        
Purpose Revenue (Hawaii Pacific Health        
Obligated Group) 5.000% 7/1/20 320 342
Hawaii Department of Budget & Finance Special        
Purpose Revenue (Hawaii Pacific Health        
Obligated Group) 5.000% 7/1/21 400 438
Hawaii GO 5.000% 6/1/19 (Prere.) 285 296
Hawaii GO 5.000% 6/1/19 (Prere.) 215 223

 

 

Hawaii GO 5.000% 10/1/21 2,500 2,761
Hawaii GO 5.000% 12/1/21 375 416
Hawaii GO 5.000% 12/1/21 (Prere.) 310 343
Hawaii GO 5.000% 12/1/21 (Prere.) 190 211
Hawaii GO 5.000% 8/1/24 1,765 2,047
Hawaii GO 5.000% 8/1/25 1,500 1,735
Hawaii GO 5.000% 10/1/25 1,445 1,705
Hawaii GO 5.000% 10/1/28 1,210 1,434
Hawaii GO 4.000% 4/1/30 1,500 1,618
Hawaii GO 4.000% 4/1/31 1,000 1,071
Hawaii GO 5.000% 1/1/33 1,475 1,747
Hawaii GO 5.000% 1/1/36 4,000 4,697
Hawaii GO 4.000% 1/1/37 2,065 2,188
Hawaii Pacific Health Revenue 5.000% 7/1/19 575 598
Honolulu HI City & County GO 5.000% 10/1/20 2,050 2,212
Honolulu HI City & County GO 5.250% 8/1/21 (Prere.) 500 555
Honolulu HI City & County GO 5.250% 8/1/21 (Prere.) 1,245 1,382
Honolulu HI City & County GO 5.000% 10/1/28 1,000 1,163
Honolulu HI City & County GO 5.000% 12/1/30 310 335
Honolulu HI City & County Wastewater System        
Revenue 5.000% 7/1/30 2,000 2,304
University of Hawaii Revenue 5.000% 10/1/19 (Prere.) 500 525
        32,606
Idaho (0.0%)        
Idaho Health Facilities Authority Revenue        
(Trinity Health Group) 6.125% 12/1/18 (Prere.) 105 108
 
Illinois (2.7%)        
Chicago IL Board of Education GO 5.000% 12/1/18 (2) 295 299
Chicago IL Board of Education GO 5.000% 12/1/19 (14) 590 609
Chicago IL Board of Education GO 5.000% 12/1/21 1,000 1,053
Chicago IL Board of Education GO 5.250% 12/1/21 (14) 540 579
Chicago IL Board of Education GO 5.000% 12/1/22 1,500 1,510
Chicago IL Board of Education GO 5.000% 12/1/23 1,000 1,064
Chicago IL Board of Education GO 5.000% 12/1/24 700 743
Chicago IL Board of Education GO 5.250% 12/1/24 (4) 500 513
Chicago IL Board of Education GO 5.250% 12/1/26 (12) 500 513
Chicago IL Board of Education GO 7.000% 12/1/26 500 588
Chicago IL Board of Education GO 0.000% 12/1/28 (14) 1,000 621
Chicago IL Board of Education GO 4.750% 12/1/29 (4) 105 106
Chicago IL Board of Education GO 4.750% 12/1/31 (4) 75 76
Chicago IL Board of Education GO 5.250% 12/1/35 1,000 1,013
Chicago IL GO 5.000% 1/1/26 335 358
Chicago IL GO 5.000% 1/1/27 (4) 1,945 2,033
Chicago IL GO 5.000% 1/1/29 505 510
Chicago IL Metropolitan Water Reclamation        
District GO 5.000% 12/1/31 500 549
Chicago IL Motor Fuel Tax Revenue 5.000% 1/1/19 250 254
Chicago IL Motor Fuel Tax Revenue 5.000% 1/1/20 300 310
Chicago IL Motor Fuel Tax Revenue 5.000% 1/1/22 300 316
Chicago IL O'Hare International Airport Revenue 5.250% 1/1/24 200 223
Chicago IL O'Hare International Airport Revenue 5.000% 1/1/25 1,010 1,158
Chicago IL O'Hare International Airport Revenue 5.500% 1/1/26 1,000 1,125
Chicago IL O'Hare International Airport Revenue 5.000% 1/1/29 1,000 1,132
Chicago IL O'Hare International Airport Revenue 5.250% 1/1/29 1,500 1,776
Chicago IL O'Hare International Airport Revenue 5.000% 1/1/31 1,030 1,159
Chicago IL O'Hare International Airport Revenue 5.000% 1/1/32 500 544

 

 

Chicago IL O'Hare International Airport Revenue 5.000% 1/1/33 1,000 1,120
Chicago IL O'Hare International Airport Revenue 5.000% 1/1/35 1,855 2,076
Chicago IL Park District GO 5.000% 1/1/19 1,115 1,137
Chicago IL Park District GO 5.000% 1/1/19 750 765
Chicago IL Park District GO 5.000% 1/1/32 1,225 1,349
Chicago IL Wastewater Transmission Revenue 5.000% 1/1/28 1,000 1,123
Chicago IL Wastewater Transmission Revenue 5.000% 1/1/29 1,430 1,573
Chicago IL Waterworks Revenue 5.000% 11/1/30 1,000 1,108
Cook County IL GO 5.000% 11/15/21 500 523
Cook County IL GO 5.000% 11/15/28 525 555
Cook County IL GO 5.250% 11/15/28 550 595
Illinois Finance Authority Revenue (Advocate        
Health Care Network) 5.000% 8/1/26 1,500 1,714
Illinois Finance Authority Revenue (Advocate        
Health Care Network) 5.000% 8/1/33 2,550 2,850
Illinois Finance Authority Revenue (Ascension        
Health Credit Group) 5.000% 11/15/32 500 547
Illinois Finance Authority Revenue (Centegra        
Health System) 5.000% 9/1/29 1,300 1,396
Illinois Finance Authority Revenue (Clean Water        
Initiative) 5.000% 7/1/31 1,000 1,164
Illinois Finance Authority Revenue (DePaul        
University) 5.000% 10/1/33 1,000 1,138
Illinois Finance Authority Revenue (DePaul        
University) 5.000% 10/1/34 1,000 1,135
Illinois Finance Authority Revenue (Edward        
Elmhurst Obligated Group) 5.000% 1/1/36 1,000 1,087
Illinois Finance Authority Revenue (Franciscan        
Communities Inc.) 5.000% 5/15/37 1,000 1,077
Illinois Finance Authority Revenue (Mercy        
Health System) 4.000% 12/1/28 1,000 1,037
Illinois Finance Authority Revenue        
(Northwestern Community Hospital) 5.750% 8/15/19 (Prere.) 95 100
Illinois Finance Authority Revenue        
(Northwestern Community Hospital) 5.000% 7/1/35 1,000 1,099
Illinois Finance Authority Revenue        
(Northwestern Memorial Healthcare) 5.000% 7/15/31 1,100 1,286
Illinois Finance Authority Revenue (Presence        
Health Network Obligated Group) 5.000% 2/15/28 1,250 1,432
Illinois Finance Authority Revenue        
(Rehabilitation Institute of Chicago) 5.500% 7/1/28 2,000 2,238
Illinois Finance Authority Revenue (Rush        
University Medical Center) 5.000% 11/15/33 1,050 1,172
Illinois Finance Authority Revenue (Trinity        
Health Corp.) 5.000% 12/1/21 (Prere.) 500 553
Illinois Finance Authority Revenue (University of        
Chicago) 5.000% 10/1/29 500 548
Illinois Finance Authority Revenue (University of        
Chicago) 5.000% 10/1/35 1,000 1,139
Illinois GO 5.000% 11/1/19 1,000 1,032
Illinois GO 5.000% 1/1/20 (4) 200 209
Illinois GO 5.000% 8/1/20 305 317
Illinois GO 5.000% 11/1/20 2,500 2,608
Illinois GO 5.000% 1/1/21 (4) 710 743
Illinois GO 5.000% 5/1/21 425 443
Illinois GO 5.000% 8/1/21 605 633
Illinois GO 5.000% 11/1/21 4,015 4,213

 

 

Illinois GO 5.000% 8/1/22 500 521
Illinois GO 5.000% 11/1/22 1,000 1,045
Illinois GO 5.000% 11/1/22 2,300 2,404
Illinois GO 5.000% 2/1/23 540 564
Illinois GO 5.000% 11/1/23 1,000 1,045
Illinois GO 5.500% 7/1/24 1,100 1,181
Illinois GO 5.000% 8/1/24 1,500 1,558
Illinois GO 5.000% 11/1/24 1,785 1,864
Illinois GO 5.000% 3/1/26 (4) 1,125 1,220
Illinois GO 5.000% 11/1/26 1,785 1,863
Illinois GO 5.250% 2/1/30 1,900 1,957
Illinois GO 5.000% 11/1/30 1,000 1,030
Illinois GO 5.250% 7/1/31 1,000 1,025
Illinois GO 5.000% 9/1/31 3,000 3,004
Illinois Regional Transportation Authority        
Revenue 6.250% 7/1/23 (4) 500 593
Illinois Toll Highway Authority Revenue 5.000% 1/1/28 500 525
Illinois Toll Highway Authority Revenue 5.000% 1/1/30 1,000 1,111
Illinois Toll Highway Authority Revenue 5.000% 1/1/32 500 553
Illinois Toll Highway Authority Revenue 5.000% 1/1/37 1,200 1,372
Metropolitan Pier & Exposition Authority Illinois        
Dedicated Sales Tax Revenue 0.000% 6/15/21 (14) 1,100 989
Metropolitan Pier & Exposition Authority Illinois        
Dedicated Sales Tax Revenue 0.000% 6/15/26 (4) 555 403
Metropolitan Pier & Exposition Authority Illinois        
Dedicated Sales Tax Revenue 0.000% 6/15/27 (4) 815 565
Metropolitan Pier & Exposition Authority Illinois        
Dedicated Sales Tax Revenue 0.000% 12/15/29 (14) 2,050 1,219
Metropolitan Pier & Exposition Authority Illinois        
Dedicated Sales Tax Revenue 0.000% 12/15/31 (14) 290 155
Metropolitan Pier & Exposition Authority Illinois        
Dedicated Sales Tax Revenue 0.000% 6/15/33 (14) 1,100 538
Metropolitan Pier & Exposition Authority Illinois        
Dedicated Sales Tax Revenue (McCormick        
Place Expansion Project) 0.000% 6/15/19 (ETM) 185 181
Metropolitan Pier & Exposition Authority Illinois        
Dedicated Sales Tax Revenue (McCormick        
Place Expansion Project) 0.000% 6/15/19 (14) 935 902
Metropolitan Pier & Exposition Authority Illinois        
Dedicated Sales Tax Revenue (McCormick        
Place Expansion Project) 5.000% 12/15/27 710 775
Metropolitan Pier & Exposition Authority Illinois        
Dedicated Sales Tax Revenue (McCormick        
Place Expansion Project) 5.000% 12/15/28 1,500 1,551
Metropolitan Pier & Exposition Authority Illinois        
Dedicated Sales Tax Revenue (McCormick        
Place Expansion Project) 0.000% 6/15/31 (14) 1,515 829
Metropolitan Pier & Exposition Authority Illinois        
Dedicated Sales Tax Revenue (McCormick        
Place Expansion Project) 0.000% 6/15/32 (14) 1,100 569
Railsplitter Tobacco Settlement Authority Illinois        
Tobacco Settlement Revenue 5.250% 6/1/20 1,215 1,295
Railsplitter Tobacco Settlement Authority Illinois        
Tobacco Settlement Revenue 5.500% 6/1/21 (Prere.) 1,060 1,176
Railsplitter Tobacco Settlement Authority Illinois        
Tobacco Settlement Revenue 6.000% 6/1/21 (Prere.) 400 450

 

 

Railsplitter Tobacco Settlement Authority Illinois        
Tobacco Settlement Revenue 5.000% 6/1/26 1,535 1,769
Romeoville IL Revenue (Lewis University        
Project) 5.000% 10/1/28 1,000 1,113
Southwestern Illinois Development Authority        
Health Facilities Revenue (Hospital Sisters        
Services Inc.) 5.000% 2/15/28 1,000 1,187
Will County IL Community High School District        
No. 210 (Lincoln-Way) GO 0.000% 1/1/29 1,000 570
Will County IL Community High School District        
No. 210 (Lincoln-Way) GO 5.000% 1/1/30 1,000 982
        107,221
Indiana (0.8%)        
Ball State University Student Fee Indiana        
Revenue 5.000% 7/1/32 350 405
Ball State University Student Fee Indiana        
Revenue 5.000% 7/1/34 1,050 1,206
Ball State University Student Fee Indiana        
Revenue 5.000% 7/1/35 1,450 1,657
Indiana Finance Authority Hospital Revenue        
(Indiana University Health Obligated Group) 5.000% 12/1/19 1,275 1,342
Indiana Finance Authority Hospital Revenue        
(Indiana University Health Obligated Group) 5.000% 12/1/22 1,100 1,238
Indiana Finance Authority Hospital Revenue        
(Indiana University Health Obligated Group) 5.000% 12/1/33 1,390 1,571
Indiana Finance Authority Hospital Revenue        
(Parkview Health System) 5.000% 11/1/28 500 603
Indiana Finance Authority Revenue 5.000% 2/1/21 2,000 2,176
Indiana Finance Authority Revenue (Community        
Foundation of Northwest Indiana Obligated        
Group) 5.000% 3/1/25 690 752
Indiana Finance Authority Revenue (Franciscan        
Alliance Inc.) 5.000% 11/1/29 1,110 1,301
Indiana Finance Authority Revenue (Franciscan        
Alliance Inc.) 5.000% 11/1/30 1,505 1,757
Indiana Finance Authority Revenue (Franciscan        
Alliance Inc.) 5.000% 11/1/31 1,120 1,303
Indiana Finance Authority Revenue (Franciscan        
Alliance Inc.) 4.000% 11/1/35 1,685 1,742
Indiana Finance Authority Revenue (Marquette        
Project) 5.000% 3/1/24 1,645 1,809
Indiana Finance Authority Revenue (Marquette        
Project) 5.000% 3/1/25 650 720
Indiana Finance Authority Revenue (Stadium        
Project) 5.250% 2/1/30 1,000 1,165
Indiana Finance Authority Revenue (State        
Revolving Fund) 5.000% 2/1/32 500 559
Indiana Finance Authority Wastewater Utility        
Revenue (CWA Authority Project) 5.000% 10/1/32 500 550
Indiana Municipal Power Agency Revenue 5.000% 1/1/34 1,415 1,634
Indiana Municipal Power Agency Revenue 5.000% 1/1/36 1,000 1,149
Indiana Office Building Commission Facilities        
Revenue (New Castle Correctional Facility) 5.250% 7/1/19 (14) 500 522
Indiana University Student Fee Revenue 5.000% 8/1/18 (Prere.) 100 101
Indiana University Student Fee Revenue 5.000% 6/1/19 445 462
Indianapolis IN Local Public Improvement Bond        
Bank Revenue (PILOT Infrastructure Project) 5.000% 1/1/20 (Prere.) 1,500 1,585

 

 

Indianapolis IN Local Public Improvement Bond        
Bank Revenue (Waterworks Project) 5.500% 1/1/38 (12) 1,915 1,967
Purdue University Indiana University Student        
Facilities System Revenue 5.000% 7/1/21 845 930
Richmond IN Hospital Authority Revenue (Reid        
Hospital & Health Care Services Inc.) 5.000% 1/1/24 700 781
        30,987
Iowa (0.2%)        
Iowa Finance Authority Health Facilities        
Revenue (Mercy Medical Center Project) 5.000% 8/15/27 1,435 1,589
Iowa Finance Authority Midwestern Disaster        
Area Revenue (Iowa Fertilizer Co. Project) 5.500% 12/1/22 5 5
4 Iowa Finance Authority Midwestern Disaster        
Area Revenue (Iowa Fertilizer Co. Project) 5.875% 12/1/27 320 341
Iowa Finance Authority Midwestern Disaster        
Area Revenue (Iowa Fertilizer Co. Project)        
PUT 5.250% 12/1/37 2,120 2,217
Iowa Special Obligation Revenue (Ijobs        
Program) 5.000% 6/1/19 (Prere.) 220 228
Polk County IA GO 4.000% 6/1/25 2,115 2,266
        6,646
Kansas (0.3%)        
Butler County KS Unified School District No. 385        
Andover GO 4.000% 9/1/29 1,000 1,090
Kansas Department of Transportation Highway        
Revenue 5.000% 9/1/18 (Prere.) 500 507
Kansas Department of Transportation Highway        
Revenue 5.000% 9/1/20 1,035 1,114
Kansas Department of Transportation Highway        
Revenue 5.000% 9/1/25 500 580
Kansas Department of Transportation Highway        
Revenue 5.000% 9/1/26 700 810
Kansas Development Finance Authority        
Revenue 5.000% 5/1/20 1,520 1,618
Kansas Development Finance Authority        
Revenue 5.000% 5/1/25 1,345 1,511
Kansas Development Finance Authority        
Revenue 5.000% 5/1/27 1,585 1,771
Kansas Development Finance Authority        
Revenue 5.000% 4/1/32 1,325 1,465
Leavenworth County KS Unified School District        
GO 4.500% 9/1/19 (12) 500 519
Sedgwick County KS Unified School District No.        
266 (Maize) GO 5.000% 9/1/23 1,350 1,537
Wichita KS Hospital Facilities Revenue (Via        
Christi Health System Inc.) 5.000% 11/15/21 (Prere.) 500 553
Wyandotte County/Kansas City KS Unified        
Government Utility System Revenue 5.000% 9/1/23 1,000 1,110
        14,185
Kentucky (0.5%)        
Kentucky Economic Development Finance        
Authority Health System Revenue (Norton        
Healthcare Inc. & Affiliates) 0.000% 10/1/25 (14) 1,140 886
Kentucky Economic Development Finance        
Authority Hospital Revenue (Baptist        
Healthcare System Obligated Group) 5.625% 8/15/18 (Prere.) 610 619

 

 

Kentucky Economic Development Finance        
Authority Hospital Revenue (Baptist        
Healthcare System Obligated Group) 5.625% 8/15/27 610 618
Kentucky Economic Development Finance        
Authority Hospital Revenue (Baptist        
Healthcare System Obligated Group) 5.000% 8/15/31 1,430 1,593
Kentucky Economic Development Finance        
Authority Medical Center Revenue (King's        
Daughters Medical Center Project) 5.000% 2/1/30 645 666
Kentucky Municipal Power Agency Power        
System Revenue 5.000% 9/1/29 (14) 1,000 1,125
Kentucky Property & Building Commission        
Revenue 5.000% 11/1/18 (Prere.) 500 510
Kentucky Property & Building Commission        
Revenue 5.375% 11/1/18 (Prere.) 440 450
Kentucky Property & Building Commission        
Revenue 5.375% 11/1/18 (Prere.) 60 61
Kentucky Public Energy Authority Gas Supply        
Revenue PUT 4.000% 4/1/24 5,185 5,520
Kentucky Public Transportation Infrastructure        
Authority Toll Revenue (Downtown Crossing        
Project) BAN 0.000% 7/1/21 1,325 1,210
Kentucky Public Transportation Infrastructure        
Authority Toll Revenue (Downtown Crossing        
Project) BAN 0.000% 7/1/22 810 714
Kentucky Turnpike Authority Economic        
Development Road Revenue (Revitalization        
Project) 5.000% 7/1/18 2,255 2,274
Kentucky Turnpike Authority Economic        
Development Road Revenue (Revitalization        
Project) 5.000% 7/1/19 (Prere.) 305 318
Kentucky Turnpike Authority Economic        
Development Road Revenue (Revitalization        
Project) 5.000% 7/1/28 1,000 1,117
Louisville & Jefferson County KY Metropolitan        
Government Revenue (Catholic Health        
Initiatives) 5.000% 12/1/30 1,000 1,069
Warren County KY Hospital Revenue (Bowling        
Green-Warren County Community Hospital        
Corp. Project) 5.000% 4/1/28 1,000 1,104
        19,854
Louisiana (0.6%)        
Bossier City LA Utilities Revenue 5.000% 10/1/22 500 560
Bossier City LA Utilities Revenue 5.000% 10/1/23 585 666
East Baton Rouge Parish LA Industrial        
Development Board Revenue (ExxonMobil        
Project) VRDO 1.690% 4/2/18 13,500 13,500
Jefferson Parish LA Environmental Facilities &        
Community Development Authority Revenue 5.000% 4/1/18 405 405
Louisiana Gasoline & Fuel Tax Revenue 5.000% 5/1/26 2,015 2,378
Louisiana Gasoline & Fuel Tax Revenue 5.000% 5/1/35 1,065 1,232
Louisiana State University Revenue 5.000% 7/1/23 455 512
New Orleans LA GO 5.000% 12/1/31 500 549
New Orleans LA Sewage Service Revenue 5.000% 6/1/24 950 1,088
New Orleans LA Sewage Service Revenue 5.000% 6/1/27 500 567

 

 

St. Charles Parish LA Gulf Opportunity Zone        
Revenue (Valero Energy Corp.) PUT 4.000% 6/1/22 1,570 1,669
        23,126
Maine (0.0%)        
Portland ME Airport Revenue 5.000% 1/1/20 (4) 500 524
 
Maryland (1.9%)        
Anne Arundel County MD GO 5.000% 10/1/19 1,455 1,527
Anne Arundel County MD GO 5.000% 10/1/20 1,455 1,570
Anne Arundel County MD GO 5.000% 4/1/23 1,190 1,353
Anne Arundel County MD GO 5.000% 10/1/27 1,455 1,704
Baltimore County MD GO 5.000% 2/1/21 1,500 1,631
Baltimore County MD GO 5.000% 8/1/21 1,435 1,580
Baltimore County MD GO 4.000% 3/1/30 1,200 1,314
Baltimore MD Consolidated Public Improvement        
GO 5.000% 10/15/22 (Prere.) 650 734
Baltimore MD Project Revenue 5.000% 7/1/24 2,000 2,312
Howard County MD GO 5.000% 2/15/21 (Prere.) 750 817
Howard County MD GO 5.000% 8/15/21 (Prere.) 80 88
Howard County MD GO 5.000% 8/15/24 120 132
Maryland Department of Transportation        
Revenue 5.000% 2/15/19 1,955 2,013
Maryland Department of Transportation        
Revenue 5.000% 11/1/19 3,055 3,213
Maryland Department of Transportation        
Revenue 5.000% 2/15/20 1,090 1,156
Maryland Department of Transportation        
Revenue 5.000% 5/1/20 2,240 2,390
Maryland Department of Transportation        
Revenue 5.000% 11/1/22 2,515 2,840
Maryland Department of Transportation        
Revenue 5.000% 11/1/23 1,900 2,182
Maryland Department of Transportation        
Revenue 4.000% 12/15/29 1,365 1,470
Maryland GO 5.000% 3/1/19 1,200 1,237
Maryland GO 5.000% 3/15/19 (Prere.) 500 516
Maryland GO 5.000% 8/1/20 (Prere.) 870 935
Maryland GO 5.250% 8/1/20 1,000 1,080
Maryland GO 5.000% 6/1/21 2,415 2,649
Maryland GO 4.000% 8/1/21 1,000 1,069
Maryland GO 5.000% 8/1/21 1,000 1,101
Maryland GO 5.000% 8/1/22 1,510 1,697
Maryland GO 5.000% 8/1/22 1,500 1,686
Maryland GO 5.000% 8/1/22 4,000 4,495
Maryland GO 4.000% 8/1/23 2,425 2,654
Maryland GO 5.000% 8/1/23 1,545 1,768
Maryland GO 4.000% 8/1/26 1,970 2,131
Maryland GO 4.000% 6/1/29 2,000 2,169
Maryland GO 5.000% 3/15/31 1,600 1,929
Maryland Health & Higher Educational Facilities        
Authority Revenue (Adventist Healthcare        
Obligated Group) 5.500% 1/1/31 1,950 2,265
Maryland Health & Higher Educational Facilities        
Authority Revenue (Anne Arundel Health        
System) 5.000% 7/1/27 500 552

 

 

Maryland Health & Higher Educational Facilities        
Authority Revenue (Anne Arundel Health        
System) 5.000% 7/1/31 750 859
Maryland Health & Higher Educational Facilities        
Authority Revenue (Johns Hopkins Health        
System Obligated Group) 5.000% 7/1/24 500 559
Maryland Health & Higher Educational Facilities        
Authority Revenue (Maryland Institute College        
of Art) 5.000% 6/1/20 500 531
Maryland Health & Higher Educational Facilities        
Authority Revenue (Meritus Medical Center,        
Inc.) 5.000% 7/1/33 1,215 1,323
Maryland Transportation Authority Facilities        
Projects Revenue 5.000% 7/1/22 500 520
Maryland Transportation Authority GAN 5.250% 3/1/20 500 517
Montgomery County MD GO 5.000% 11/1/22 1,500 1,694
Montgomery County MD GO 5.000% 11/1/22 1,000 1,129
Montgomery County MD GO 5.000% 11/1/23 2,800 3,219
Montgomery County MD GO 4.000% 12/1/30 1,555 1,673
Prince Georges County MD GO 5.000% 7/15/22 1,615 1,814
Prince Georges County MD GO 5.000% 9/15/23 580 639
Washington MD Suburban Sanitary Commission        
GO 4.000% 6/15/33 1,000 1,077
        75,513
Massachusetts (1.2%)        
Boston MA GO 5.000% 4/1/20 780 831
Massachusetts Bay Transportation Authority        
Sales Tax Revenue 5.000% 7/1/18 (Prere.) 500 504
Massachusetts Bay Transportation Authority        
Sales Tax Revenue 5.000% 7/1/18 (Prere.) 2,500 2,521
Massachusetts Bay Transportation Authority        
Sales Tax Revenue 5.250% 7/1/22 480 543
Massachusetts Bay Transportation Authority        
Sales Tax Revenue 5.500% 7/1/26 (14) 400 491
Massachusetts Bay Transportation Authority        
Sales Tax Revenue 5.250% 7/1/28 500 616
Massachusetts Bay Transportation Authority        
Sales Tax Revenue 5.000% 7/1/31 915 1,123
Massachusetts College Building Authority        
Revenue 5.250% 5/1/19 (Prere.) 445 462
Massachusetts Department of Transportation        
Metropolitan Highway System Revenue 5.000% 1/1/23 500 527
Massachusetts Development Finance Agency        
Revenue (Boston College) 5.000% 7/1/37 1,750 2,029
Massachusetts Development Finance Agency        
Revenue (Emerson College) 5.500% 1/1/20 (Prere.) 410 437
Massachusetts Development Finance Agency        
Revenue (Emerson College) 5.500% 1/1/20 (Prere.) 40 43
Massachusetts Development Finance Agency        
Revenue (Harvard University) 5.000% 1/1/20 355 376
Massachusetts Development Finance Agency        
Revenue (Lahey Clinic Obligated Group) 5.000% 8/15/25 750 807
Massachusetts Development Finance Agency        
Revenue (Lahey Clinic Obligated Group) 5.000% 8/15/26 510 548
Massachusetts Development Finance Agency        
Revenue (Lahey Clinic Obligated Group) 5.000% 8/15/27 600 645

 

 

Massachusetts Development Finance Agency        
Revenue (Milford Regional Medical Center) 5.000% 7/15/18 200 201
Massachusetts Development Finance Agency        
Revenue (Partners Healthcare) 5.000% 7/1/28 470 556
Massachusetts Development Finance Agency        
Revenue (UMass Memorial Medical Center) 5.000% 7/1/25 1,275 1,457
Massachusetts Development Finance Agency        
Revenue (UMass Memorial Medical Center) 5.125% 7/1/26 720 773
Massachusetts Educational Financing Authority        
Education Loan Revenue 5.500% 1/1/22 300 315
Massachusetts GO 5.000% 3/1/19 (Prere.) 500 515
Massachusetts GO 5.000% 7/1/19 (Prere.) 500 521
Massachusetts GO 5.000% 8/1/20 500 537
Massachusetts GO 5.250% 8/1/20 300 324
Massachusetts GO 5.500% 10/1/20 500 546
Massachusetts GO 5.500% 10/1/20 (14) 500 546
Massachusetts GO 5.000% 4/1/21 (Prere.) 500 546
Massachusetts GO 5.000% 8/1/22 1,000 1,123
Massachusetts GO 5.250% 8/1/23 500 578
Massachusetts GO 5.000% 12/1/23 1,520 1,749
Massachusetts GO 5.000% 12/1/24 2,000 2,332
Massachusetts GO 1.738% 11/1/25 1,380 1,381
Massachusetts GO 5.000% 7/1/28 1,000 1,214
Massachusetts GO 4.000% 11/1/30 1,980 2,094
Massachusetts GO 5.000% 1/1/31 1,000 1,192
Massachusetts GO 5.000% 11/1/31 2,000 2,373
Massachusetts Health & Educational Facilities        
Authority Revenue (Harvard University) 5.000% 12/15/19 (Prere.) 500 528
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.000% 5/15/19 110 114
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.000% 5/15/19 (ETM) 390 404
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.000% 10/15/20 225 243
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.000% 5/15/21 900 986
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.000% 8/15/23 550 617
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.000% 8/15/31 1,500 1,734
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 4.000% 8/15/32 600 635
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.000% 8/15/34 1,000 1,146
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.000% 2/15/36 1,500 1,680
Massachusetts Special Obligation Dedicated        
Tax Revenue 5.500% 1/1/26 (14) 500 602
Massachusetts Transportation Fund Revenue 4.000% 6/1/35 1,000 1,064
Massachusetts Transportation Fund Revenue        
(Accelerated Bridge Program) 5.000% 6/1/18 1,400 1,408
Massachusetts Turnpike Authority Revenue        
(Metropolitan Highway System) 0.000% 1/1/29 (14) 300 214
Massachusetts Water Pollution Abatement Trust        
Revenue 5.000% 8/1/19 240 251
Massachusetts Water Pollution Abatement Trust        
Revenue 5.250% 8/1/20 200 216

 

 

Massachusetts Water Pollution Abatement Trust        
Revenue 5.250% 8/1/21 500 555
Massachusetts Water Pollution Abatement Trust        
Revenue 5.250% 8/1/30 625 785
Massachusetts Water Resources Authority        
Revenue 5.000% 8/1/25 895 963
Massachusetts Water Resources Authority        
Revenue 5.000% 8/1/35 1,000 1,162
        48,683
Michigan (1.4%)        
Battle Creek MI School District GO 5.000% 5/1/25 525 607
Birmingham MI City School District GO 5.000% 5/1/22 740 828
Chippewa Valley MI Schools GO 5.000% 5/1/33 1,000 1,137
Dearborn MI School District GO 5.000% 5/1/34 1,200 1,340
Detroit MI City School District GO 5.250% 5/1/28 (4) 500 585
Detroit MI Sewage Disposal System Revenue 7.000% 7/1/27 (4) 1,000 1,063
Detroit MI Water & Sewerage Department        
Sewage Disposal System Revenue 5.000% 7/1/22 455 500
Detroit MI Water & Sewerage Department        
Sewage Disposal System Revenue 5.000% 7/1/23 1,050 1,147
Detroit MI Water & Sewerage Department        
Sewage Disposal System Revenue 5.000% 7/1/32 1,000 1,074
Eastern Michigan University Revenue 5.000% 3/1/27 (15) 500 582
Great Lakes MI Water Authority Sewer Disposal        
System Revenue 5.000% 7/1/31 1,645 1,854
Great Lakes MI Water Authority Sewer Disposal        
System Revenue 5.000% 7/1/36 1,000 1,103
Great Lakes MI Water Authority Water Supply        
System Revenue 5.000% 7/1/28 1,000 1,148
Great Lakes MI Water Authority Water Supply        
System Revenue 4.000% 7/1/33 (4) 1,000 1,037
Hudsonville MI Public Schools GO 5.000% 5/1/31 410 476
5 Karegnondi Water Authority Michigan Water        
Supply System Revenue (Karegnondi Water        
Pipeline) 5.000% 11/1/29 625 708
Lincoln MI Consolidated School District GO 5.000% 5/1/24 (4) 1,000 1,144
Marysville MI Public Schools District GO 5.000% 5/1/28 1,605 1,868
Michigan Building Authority Revenue 5.000% 10/15/20 (4) 500 524
Michigan Building Authority Revenue 5.000% 4/15/24 1,535 1,758
Michigan Building Authority Revenue 5.000% 10/15/32 1,060 1,227
Michigan Building Authority Revenue 5.000% 4/15/33 1,000 1,134
Michigan Finance Authority Hospital Revenue        
Bonds (Trinity Health Credit Group) 5.000% 12/1/35 920 1,004
Michigan Finance Authority Revenue 5.000% 4/1/18 1,000 1,000
Michigan Finance Authority Revenue 5.000% 10/1/22 500 545
Michigan Finance Authority Revenue (Detroit        
Water & Sewer) 5.000% 7/1/22 (4) 1,000 1,109
Michigan Finance Authority Revenue (Detroit        
Water & Sewer) 5.000% 7/1/23 (4) 1,000 1,126
Michigan Finance Authority Revenue (Detroit        
Water & Sewer) 5.000% 7/1/28 750 837
Michigan Finance Authority Revenue (Detroit        
Water & Sewer) 5.000% 7/1/29 1,500 1,671
Michigan Finance Authority Revenue (Detroit        
Water & Sewer) 5.000% 7/1/33 1,000 1,103
Michigan Finance Authority Revenue (Henry        
Ford Health System Obligated Group) 5.000% 11/15/26 1,045 1,217

 

 

Michigan Finance Authority Revenue (Sparrow        
Obligated Group) 5.000% 11/15/27 500 551
Michigan Finance Authority Revenue (State        
Clean Water Revolving Fund) 5.000% 10/1/22 (Prere.) 1,000 1,128
Michigan Finance Authority Revenue (State        
Clean Water Revolving Fund) 5.000% 10/1/22 2,100 2,371
Michigan Finance Authority Revenue (State        
Clean Water Revolving Fund) 5.000% 10/1/22 (Prere.) 500 564
Michigan Finance Authority Revenue (Trinity        
Health Credit Group) 5.000% 12/1/28 2,060 2,429
Michigan Finance Authority Revenue        
(Unemployment Obligation Assessment) 5.000% 7/1/19 1,145 1,193
Michigan GAN 5.000% 3/15/27 1,140 1,350
Michigan GO 5.000% 5/1/18 500 501
Michigan GO 5.500% 5/1/19 (Prere.) 595 619
Michigan State University Revenue 5.000% 8/15/20 1,040 1,117
Michigan Trunk Line Revenue 5.000% 11/1/21 500 525
Oakland University MI Revenue 5.000% 3/1/30 1,155 1,319
Portage MI Public Schools GO 5.000% 11/1/34 1,250 1,422
Rochester MI Community School District GO 5.000% 5/1/18 1,800 1,805
Royal Oak MI Hospital Finance Authority        
Hospital Revenue (William Beaumont        
Hospital) 5.000% 9/1/25 1,435 1,627
University of Michigan Revenue 5.000% 4/1/32 2,010 2,388
Wayne County MI Airport Authority Revenue 5.000% 12/1/25 700 801
Wayne County MI Airport Authority Revenue 5.000% 12/1/30 1,300 1,473
        55,639
Minnesota (0.7%)        
Bloomington MN Independent School District        
No. 271 GO 5.000% 2/1/22 2,000 2,224
Farmington MN Independent School District No.        
192 GO 5.000% 2/1/21 1,800 1,954
Minneapolis & St. Paul MN Metropolitan Airports        
Commission Revenue 5.000% 1/1/25 250 291
Minneapolis & St. Paul MN Metropolitan Airports        
Commission Revenue 5.000% 1/1/26 200 236
Minneapolis & St. Paul MN Metropolitan Council        
Wastewater GO 5.000% 3/1/21 1,435 1,566
Minneapolis MN Special School District No. 1        
COP 5.000% 2/1/26 1,855 2,080
Minnesota GO 5.000% 8/1/19 500 522
Minnesota GO 5.000% 8/1/19 (Prere.) 500 522
Minnesota GO 5.000% 11/1/19 (Prere.) 270 284
Minnesota GO 5.000% 11/1/20 65 68
Minnesota GO 5.000% 10/1/21 1,925 2,129
Minnesota GO 5.000% 8/1/22 1,325 1,490
Minnesota GO 5.000% 10/1/22 1,325 1,494
Minnesota GO 5.000% 8/1/25 1,500 1,772
Minnesota GO 5.000% 8/1/27 1,005 1,180
Minnesota Higher Education Facilities Authority        
Revenue (Hamline University) 5.000% 10/1/35 595 650
Mounds View MN Independent School District        
No. 621 GO 5.000% 2/1/26 1,000 1,181
Rochester MN Health Care Facilities Revenue        
(Mayo Clinic) 5.000% 11/15/31 1,000 1,226
Southern Minnesota Municipal Power Agency        
Power Supply System Revenue 5.250% 1/1/19 (Prere.) 500 513

 

 

St. Francis MN Independent School District No.        
15 GO 5.000% 2/1/26 375 417
St. Francis MN Independent School District No.        
15 GO 5.000% 2/1/27 485 537
St. Francis MN Independent School District No.        
15 GO 5.000% 2/1/28 225 249
St. Francis MN Independent School District No.        
15 GO 4.000% 2/1/29 515 546
St. Francis MN Independent School District No.        
15 GO 4.000% 2/1/30 550 582
St. Francis MN Independent School District No.        
15 GO 4.000% 2/1/32 775 816
St. Paul MN Housing & Redevelopment        
Authority Health Care Revenue (Fairview        
Health Services Obligated Group) 5.000% 11/15/33 1,020 1,174
University of Minnesota Revenue 5.000% 8/1/19 500 522
University of Minnesota Revenue 5.250% 12/1/20 (Prere.) 500 544
        26,769
Mississippi (0.3%)        
DeSoto County MS School District GO 5.000% 5/1/19 370 383
Mississippi Development Bank Special        
Obligation Revenue (Marshall County        
Industrial Development Highway Refunding        
Project) 5.000% 1/1/26 1,300 1,495
Mississippi Development Bank Special        
Obligation Revenue (Rankin County School        
District) 5.000% 6/1/30 1,570 1,842
Mississippi GO 5.500% 12/1/18 750 769
Mississippi GO 5.000% 10/1/19 2,000 2,097
Mississippi GO 5.000% 11/1/29 1,000 1,163
Mississippi Institutions of Higher Learning        
Revenue (University of Mississippi Medical        
Center) 4.000% 6/1/34 1,000 1,032
Mississippi State University Educational Building        
Corp. Revenue 5.000% 8/1/23 (Prere.) 1,000 1,145
Mississippi State University Educational Building        
Corp. Revenue 5.000% 8/1/30 520 610
Mississippi State University Educational Building        
Corp. Revenue 5.000% 8/1/31 445 521
        11,057
Missouri (0.4%)        
Jackson County MO Special Obligation        
Revenue (Truman Sports Complex Project) 5.000% 12/1/26 1,130 1,293
Kansas City MO Sanitary Sewer System        
Revenue 5.000% 1/1/32 1,000 1,185
Metropolitan St. Louis MO Sewer District        
Wastewater System Revenue 5.000% 5/1/27 655 788
Metropolitan St. Louis MO Sewer District        
Wastewater System Revenue 5.000% 5/1/34 500 587
Missouri Health & Educational Facilities        
Authority Educational Facilities Revenue (St.        
Louis College of Pharmacy Project) 5.000% 5/1/30 500 556
Missouri Health & Educational Facilities        
Authority Educational Facilities Revenue (St.        
Louis College of Pharmacy Project) 5.000% 5/1/34 880 962

 

 

Missouri Health & Educational Facilities        
Authority Health Facilities Revenue (SSM        
Health System) 5.000% 6/1/25 1,205 1,371
Missouri Health & Educational Facilities        
Authority Revenue (Children's Mercy Hospital) 5.000% 5/15/36 1,100 1,226
Missouri Health & Educational Facilities        
Authority Revenue (Mercy Health) 5.000% 11/15/34 1,500 1,679
Missouri Highways & Transportation        
Commission Road Revenue 5.000% 2/1/23 600 681
Missouri Highways & Transportation        
Commission Road Revenue 5.000% 5/1/23 500 518
Missouri Joint Municipal Electric Utility        
Commission Power Project Revenue (Iatan 2        
Project) 5.000% 12/1/34 1,400 1,561
Missouri Joint Municipal Electric Utility        
Commission Power Project Revenue (Prairie        
Project) 5.000% 12/1/34 1,000 1,128
St. Louis MO Parking Revenue 5.000% 12/15/23 (4) 690 781
St. Louis MO Sewer & Wastewater Revenue 5.000% 5/1/36 1,000 1,138
        15,454
Montana (0.0%)        
Montana Facility Finance Authority Hospital        
Revenue (Benefis Health System) 5.000% 2/15/32 825 932
 
Nebraska (0.2%)        
Central Plains Energy Project Nebraska Gas        
Project Revenue (Project No. 1) 5.250% 12/1/18 170 174
Central Plains Energy Project Nebraska Gas        
Project Revenue (Project No. 3) 5.000% 9/1/27 1,000 1,150
Central Plains Energy Project Nebraska Gas        
Supply Revenue PUT 5.000% 12/1/19 2,470 2,588
Lincoln County NE Hospital Authority No. 1        
Hospital Revenue (Great Plains Regional        
Medical Center Project) 5.000% 11/1/23 750 814
Lincoln NE Electric System Revenue 5.000% 9/1/22 (Prere.) 135 151
Lincoln NE Electric System Revenue 5.000% 9/1/25 275 307
Municipal Energy Agency of Nebraska Power        
Supply System Revenue 5.000% 4/1/31 345 377
Nebraska Public Power District Revenue 5.000% 1/1/30 1,000 1,093
Nebraska Public Power District Revenue 5.000% 1/1/32 1,500 1,636
Scotts Bluff County NE Hospital Authority        
Revenue (Regional West Medical Center) 5.000% 2/1/24 1,685 1,799
        10,089
Nevada (0.6%)        
Carson City NV Hospital Revenue (Carson        
Tahoe Regional Medical Center) 5.000% 9/1/26 560 642
Carson City NV Hospital Revenue (Carson        
Tahoe Regional Medical Center) 5.000% 9/1/28 550 626
Carson City NV Hospital Revenue (Carson        
Tahoe Regional Medical Center) 5.000% 9/1/33 1,540 1,653
Clark County NV GO 5.000% 12/1/29 500 526
Clark County NV GO 4.000% 6/1/32 1,505 1,626
Clark County NV GO 5.000% 7/1/33 1,000 1,105
Clark County NV Highway Improvement Motor        
Vehicle Fuel Tax Revenue 5.000% 7/1/31 1,575 1,771

 

 

Clark County NV Highway Improvement Motor        
Vehicle Fuel Tax Revenue 5.000% 7/1/19 (Prere.) 500 521
Clark County NV Highway Improvement Motor        
Vehicle Fuel Tax Revenue 5.000% 7/1/36 1,000 1,147
Clark County NV Passenger Facility Charge        
Revenue (Las Vegas McCarran International        
Airport) 4.500% 7/1/20 455 475
Las Vegas NV GO 5.000% 6/1/18 1,225 1,232
Las Vegas Valley Water District Nevada GO 5.000% 6/1/21 2,000 2,190
Las Vegas Valley Water District Nevada GO 5.000% 6/1/24 1,000 1,157
Las Vegas Valley Water District Nevada GO 5.000% 6/1/35 1,870 2,151
Nevada GO 5.000% 4/1/22 1,710 1,904
Nevada GO 5.000% 11/1/23 1,465 1,675
Nevada GO 5.000% 11/1/25 1,015 1,186
Nevada Highway Improvement Revenue (Motor        
Vehicle Fuel Tax) 4.000% 12/1/32 1,660 1,773
Truckee Meadows NV Water Authority Water        
Revenue 5.000% 7/1/34 1,500 1,732
        25,092
New Jersey (1.4%)        
Bergen County NJ GO 5.000% 10/15/21 1,480 1,637
Camden County NJ Improvement Authority        
Health Care Redevelopment Project Revenue        
(Cooper Health System Obligated Group) 5.000% 2/15/27 1,400 1,540
Garden State Preservation Trust New Jersey        
Revenue (Open Space & Farmland        
Preservation) 0.000% 11/1/21 (4) 500 457
Jersey City NJ GO 5.000% 3/1/21 480 519
Morris County NJ Improvement Authority School        
District Revenue (Morris Hills Regional District        
Project) 5.000% 10/1/23 510 575
New Jersey COP 5.250% 6/15/19 (Prere.) 465 484
New Jersey Economic Development Authority        
Revenue 5.000% 6/15/21 1,000 1,067
New Jersey Economic Development Authority        
Revenue 5.000% 6/15/23 1,000 1,087
New Jersey Economic Development Authority        
Revenue 5.500% 6/15/29 2,000 2,280
New Jersey Economic Development Authority        
Revenue (Cigarette Tax) 5.000% 6/15/19 700 724
New Jersey Economic Development Authority        
Revenue (Cigarette Tax) 5.000% 6/15/26 1,600 1,725
New Jersey Economic Development Authority        
Revenue (Motor Vehicle Surcharge) 5.250% 7/1/26 (ETM) 95 115
New Jersey Economic Development Authority        
Revenue (Motor Vehicle Surcharge) 5.250% 7/1/26 (14) 405 457
New Jersey Economic Development Authority        
Revenue (School Facilities Construction) 5.000% 12/15/18 360 367
New Jersey Economic Development Authority        
Revenue (School Facilities Construction) 5.250% 9/1/24 300 319
New Jersey Economic Development Authority        
Revenue (School Facilities Construction) 5.000% 3/1/28 2,095 2,217
New Jersey Economic Development Authority        
Sublease Revenue (New Jersey Transit Corp.        
Light Rail Transit System Project) 5.000% 5/1/18 750 752

 

 

New Jersey Economic Development Authority        
Sublease Revenue (New Jersey Transit Corp.        
Light Rail Transit System Project) 5.000% 5/1/19 500 515
New Jersey Educational Facilities Authority        
Revenue (University Medical & Dentistry) 6.500% 6/1/19 (Prere.) 195 205
New Jersey GO 5.250% 7/15/18 (2) 500 505
New Jersey GO 5.000% 8/15/19 750 782
New Jersey Health Care Facilities Financing        
Authority Lease Revenue (Greystone Park        
Psychiatric Hospital Project) 5.000% 9/15/24 500 540
New Jersey Health Care Facilities Financing        
Authority Revenue (Barnabas Health) 5.000% 7/1/18 (ETM) 250 252
New Jersey Health Care Facilities Financing        
Authority Revenue (Barnabas Health) 5.000% 7/1/22 1,000 1,114
New Jersey Health Care Facilities Financing        
Authority Revenue (Barnabas Health) 5.000% 7/1/25 900 993
New Jersey Health Care Facilities Financing        
Authority Revenue (Hackensack Meridian        
Health) 5.000% 1/1/19 (ETM) 315 323
New Jersey Health Care Facilities Financing        
Authority Revenue (Hackensack Meridian        
Health) 5.000% 1/1/19 (ETM) 185 190
New Jersey Health Care Facilities Financing        
Authority Revenue (Hackensack Meridian        
Health) 5.000% 7/1/21 640 701
New Jersey Health Care Facilities Financing        
Authority Revenue (St. Joseph's Healthcare        
System) 5.000% 7/1/27 1,000 1,116
New Jersey Higher Education Assistance        
Authority Student Loan Revenue 5.250% 12/1/28 220 230
New Jersey Transportation Trust Fund Authority        
Federal Highway Reimbursement Revenue 5.000% 6/15/24 1,750 1,760
New Jersey Transportation Trust Fund Authority        
Federal Highway Reimbursement Revenue 5.000% 6/15/25 1,300 1,441
New Jersey Transportation Trust Fund Authority        
Federal Highway Reimbursement Revenue 5.000% 6/15/29 1,500 1,509
New Jersey Transportation Trust Fund Authority        
Transportation Program Revenue 5.250% 6/15/33 1,500 1,631
New Jersey Transportation Trust Fund Authority        
Transportation System Revenue 5.500% 12/15/18 (4) 1,135 1,163
New Jersey Transportation Trust Fund Authority        
Transportation System Revenue 5.000% 12/15/19 650 679
New Jersey Transportation Trust Fund Authority        
Transportation System Revenue 5.250% 12/15/19 500 525
New Jersey Transportation Trust Fund Authority        
Transportation System Revenue 5.500% 12/15/20 (14) 2,500 2,696
New Jersey Transportation Trust Fund Authority        
Transportation System Revenue 5.250% 12/15/21 (14) 245 267
New Jersey Transportation Trust Fund Authority        
Transportation System Revenue 5.500% 12/15/21 (12) 150 166
New Jersey Transportation Trust Fund Authority        
Transportation System Revenue 5.500% 12/15/22 1,315 1,451
New Jersey Transportation Trust Fund Authority        
Transportation System Revenue 5.500% 12/15/23 605 678
New Jersey Transportation Trust Fund Authority        
Transportation System Revenue 5.000% 12/15/24 1,000 1,098

 

 

New Jersey Transportation Trust Fund Authority        
Transportation System Revenue 0.000% 12/15/26 (2) 2,000 1,393
New Jersey Transportation Trust Fund Authority        
Transportation System Revenue 5.500% 6/15/31 500 535
New Jersey Transportation Trust Fund Authority        
Transportation System Revenue 5.000% 6/15/32 700 748
New Jersey Turnpike Authority Revenue 5.000% 1/1/19 (Prere.) 325 333
New Jersey Turnpike Authority Revenue 5.000% 1/1/19 (Prere.) 175 179
New Jersey Turnpike Authority Revenue 5.000% 1/1/22 (Prere.) 1,000 1,110
New Jersey Turnpike Authority Revenue 5.000% 7/1/22 (Prere.) 1,040 1,168
New Jersey Turnpike Authority Revenue 5.000% 1/1/29 1,000 1,184
New Jersey Turnpike Authority Revenue 5.000% 1/1/32 1,000 1,168
New Jersey Turnpike Authority Revenue 4.000% 1/1/33 1,015 1,079
New Jersey Turnpike Authority Revenue 4.000% 1/1/34 2,500 2,645
New Jersey Turnpike Authority Revenue 5.000% 1/1/35 1,000 1,143
South Jersey Transportation Authority New        
Jersey Transportation System Revenue 5.000% 11/1/25 500 553
Tobacco Settlement Financing Corp. New        
Jersey Revenue 5.000% 6/1/18 1,500 1,502
Tobacco Settlement Financing Corp. New        
Jersey Revenue 5.000% 6/1/19 850 851
Tobacco Settlement Financing Corp. New        
Jersey Revenue 0.000% 6/1/41 3,805 1,049
Tobacco Settlement Financing Corp. New        
Jersey Revenue 0.000% 6/1/41 835 222
        55,714
New Mexico (0.2%)        
Albuquerque NM GO 5.000% 7/1/20 2,000 2,144
Albuquerque NM Municipal School District No.        
12 GO 5.000% 8/1/22 275 308
Albuquerque NM Municipal School District No.        
12 GO 5.000% 8/1/23 250 285
Farmington NM Pollution Control Revenue        
(Arizona Public Service Co. Four Corners        
Project) 4.700% 9/1/24 1,750 1,864
New Mexico Educational Assistance Foundation        
Revenue 5.000% 12/1/19 500 527
New Mexico Finance Authority Transportation        
Revenue 5.000% 6/15/23 500 535
New Mexico Finance Authority Transportation        
Revenue 4.000% 6/15/26 1,000 1,065
New Mexico Hospital Equipment Loan Council        
Hospital System Revenue (Presbyterian        
Healthcare Services) 5.000% 8/1/28 1,350 1,549
        8,277
New York (7.6%)        
4 Battery Park City Authority New York Revenue        
TOB VRDO 1.760% 4/2/18 LOC 995 995
Erie County NY Fiscal Stability Authority        
Revenue 5.000% 9/1/30 500 597
Erie County NY Fiscal Stability Authority        
Revenue 5.000% 9/1/31 530 630
Erie County NY Industrial Development Agency        
School Facility Revenue (Buffalo City School        
District Project) 5.000% 5/1/18 500 501

 

 

Erie County NY Industrial Development Agency        
School Facility Revenue (Buffalo City School        
District Project) 5.000% 5/1/19 (ETM) 200 207
Erie County NY Industrial Development Agency        
School Facility Revenue (Buffalo City School        
District Project) 5.000% 5/1/19 300 311
Erie County NY Industrial Development Agency        
School Facility Revenue (Buffalo City School        
District Project) 5.250% 5/1/31 500 548
Hempstead NY GO 4.000% 4/1/29 (4) 1,420 1,524
Hudson Yards Infrastructure Corp. New York        
Revenue 5.000% 2/15/35 1,000 1,151
Hudson Yards Infrastructure Corp. New York        
Revenue 5.000% 2/15/36 1,000 1,149
Long Island NY Power Authority Electric System        
Revenue 4.000% 9/1/18 835 843
Long Island NY Power Authority Electric System        
Revenue 5.000% 4/1/19 (Prere.) 575 594
Long Island NY Power Authority Electric System        
Revenue 5.250% 4/1/19 (ETM) 75 78
Long Island NY Power Authority Electric System        
Revenue 5.250% 4/1/19 (ETM) 125 129
Long Island NY Power Authority Electric System        
Revenue 5.000% 9/1/24 105 117
Long Island NY Power Authority Electric System        
Revenue 5.000% 9/1/25 500 580
3 Long Island NY Power Authority Electric System        
Revenue PUT 1.815% 11/1/18 1,000 1,000
Metropolitan Transportation Authority Revenue 5.000% 11/15/22 8,095 9,039
Monroe County NY Industrial Development        
Agency School Facility Revenue (Rochester        
Schools Modernization Project) 5.000% 5/1/31 1,850 2,176
Monroe County NY Industrial Development        
Corp. Mortgage Revenue (Unity Hospital        
Rochester Project) 5.500% 8/15/23 605 607
Monroe County NY Industrial Development        
Corp. Revenue (University of Rochester        
Project) 5.000% 7/1/26 1,000 1,185
Monroe County NY Industrial Development        
Corp. Revenue (University of Rochester        
Project) 5.000% 7/1/37 1,000 1,156
Nassau County NY GO 5.000% 4/1/23 1,000 1,126
New York City NY GO 5.250% 8/15/18 (Prere.) 40 41
New York City NY GO 5.500% 11/15/18 (Prere.) 300 307
New York City NY GO 5.625% 4/1/19 (Prere.) 815 847
New York City NY GO 5.000% 5/15/19 (Prere.) 480 498
New York City NY GO 5.000% 5/15/19 (Prere.) 485 503
New York City NY GO 5.000% 8/1/19 1,065 1,111
New York City NY GO 5.000% 8/1/19 1,500 1,565
New York City NY GO 5.000% 8/1/20 2,935 3,149
New York City NY GO 5.000% 8/1/20 2,100 2,253
New York City NY GO 5.250% 9/1/20 1,000 1,015
New York City NY GO 5.000% 8/1/21 1,535 1,687
New York City NY GO 5.000% 8/1/21 515 566
New York City NY GO 5.000% 8/1/21 2,000 2,198
New York City NY GO 5.000% 8/1/22 500 560
New York City NY GO 5.000% 8/1/22 1,290 1,445

 

 

New York City NY GO 5.000% 10/1/22 500 552
New York City NY GO 5.000% 8/1/23 1,505 1,713
New York City NY GO 5.000% 8/1/23 400 447
New York City NY GO 5.000% 8/1/24 1,000 1,156
New York City NY GO 5.250% 8/15/24 460 466
New York City NY GO 5.000% 8/1/25 770 849
New York City NY GO 5.000% 8/1/25 1,020 1,194
New York City NY GO 5.000% 8/1/25 1,000 1,171
New York City NY GO 5.000% 8/1/26 1,000 1,122
New York City NY GO 5.000% 8/1/26 500 556
New York City NY GO 5.000% 8/15/26 475 481
New York City NY GO 5.000% 8/1/28 400 428
New York City NY GO 5.625% 4/1/29 25 26
New York City NY GO 5.000% 5/15/29 15 16
New York City NY GO 5.000% 8/1/30 1,000 1,124
New York City NY GO 5.000% 3/1/31 1,340 1,493
New York City NY GO 5.000% 8/1/31 365 398
New York City NY GO 5.000% 12/1/32 1,755 2,041
New York City NY GO 5.000% 12/1/33 1,500 1,737
New York City NY GO 5.000% 12/1/35 1,000 1,152
New York City NY GO VRDO 1.730% 4/2/18 50 50
New York City NY GO VRDO 1.730% 4/2/18 16,400 16,400
New York City NY GO VRDO 1.730% 4/2/18 6,100 6,100
New York City NY GO VRDO 1.770% 4/2/18 LOC 11,250 11,250
New York City NY Health & Hospital Corp.        
Revenue (Health System) 5.000% 2/15/24 1,500 1,586
New York City NY Health & Hospital Corp.        
Revenue (Health System) 5.000% 2/15/30 575 604
New York City NY Housing Development Corp.        
Multi-Family Housing Revenue 5.250% 7/1/29 1,000 1,114
New York City NY Housing Development Corp.        
Multi-Family Housing Revenue PUT 2.950% 2/1/26 1,000 1,004
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 0.000% 6/15/18 750 748
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.000% 6/15/27 500 519
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.000% 6/15/27 1,210 1,413
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 4.750% 6/15/30 255 257
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.000% 6/15/30 500 534
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.000% 6/15/31 500 546
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.250% 6/15/33 1,000 1,196
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue        
VRDO 1.700% 4/2/18 17,590 17,590
New York City NY Transitional Finance Authority        
Building Aid Revenue 5.000% 7/15/24 535 598
New York City NY Transitional Finance Authority        
Building Aid Revenue 5.250% 1/15/25 500 514
New York City NY Transitional Finance Authority        
Building Aid Revenue 5.250% 1/15/26 500 514
New York City NY Transitional Finance Authority        
Building Aid Revenue 5.000% 7/15/28 1,730 2,005

 

 

New York City NY Transitional Finance Authority        
Building Aid Revenue 5.125% 1/15/29 1,070 1,098
New York City NY Transitional Finance Authority        
Building Aid Revenue 5.000% 7/15/29 2,000 2,305
New York City NY Transitional Finance Authority        
Building Aid Revenue 5.000% 7/15/30 1,000 1,157
New York City NY Transitional Finance Authority        
Building Aid Revenue 5.000% 7/15/32 250 277
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 2/1/19 1,100 1,131
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.250% 2/1/21 (Prere.) 60 65
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 11/1/22 1,000 1,128
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 11/1/25 460 509
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 11/1/28 1,325 1,542
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 5/1/29 850 954
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 2/1/30 500 558
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.250% 2/1/30 440 480
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 2/1/31 500 539
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 5/1/31 300 330
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 11/1/31 500 556
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 8/1/32 1,250 1,421
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 11/1/32 500 555
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 11/1/32 1,500 1,724
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 5/1/33 1,800 2,100
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 8/1/33 1,530 1,791
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 8/1/34 1,450 1,644
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 8/1/34 1,665 1,918
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 11/1/34 1,500 1,714
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 8/1/35 1,500 1,744
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 11/1/35 1,725 1,966
New York City NY Transitional Finance Authority        
Future Tax Revenue 4.000% 8/1/36 1,235 1,295
New York City NY Transitional Finance Authority        
Future Tax Revenue 5.000% 8/1/37 1,665 1,927
New York City NY Trust for Cultural Resources        
Revenue (Lincoln Center for the Performing        
Arts Inc.) 5.000% 12/1/26 1,155 1,375

 

 

New York Liberty Development Corp. Revenue 5.000% 11/15/31 1,090 1,194
New York Liberty Development Corp. Revenue        
(7 World Trade Center Project) 5.000% 9/15/31 1,000 1,106
New York Liberty Development Corp. Revenue        
(Goldman Sachs Headquarters) 5.250% 10/1/35 750 931
New York Metropolitan Transportation Authority        
Revenue 5.000% 5/15/18 (Prere.) 500 502
New York Metropolitan Transportation Authority        
Revenue 5.000% 11/15/20 1,530 1,653
New York Metropolitan Transportation Authority        
Revenue 5.250% 11/15/20 (Prere.) 500 545
New York Metropolitan Transportation Authority        
Revenue 5.000% 11/15/21 230 254
New York Metropolitan Transportation Authority        
Revenue 5.000% 11/15/21 (Prere.) 500 555
New York Metropolitan Transportation Authority        
Revenue 5.000% 11/15/21 1,000 1,105
New York Metropolitan Transportation Authority        
Revenue 5.250% 11/15/21 (14) 325 362
New York Metropolitan Transportation Authority        
Revenue 5.000% 11/15/22 (Prere.) 820 929
New York Metropolitan Transportation Authority        
Revenue 5.000% 5/15/23 (Prere.) 570 651
New York Metropolitan Transportation Authority        
Revenue 5.000% 11/15/23 1,045 1,193
New York Metropolitan Transportation Authority        
Revenue 5.000% 11/15/24 2,180 2,522
New York Metropolitan Transportation Authority        
Revenue 5.000% 11/15/25 1,135 1,329
New York Metropolitan Transportation Authority        
Revenue 5.000% 11/15/26 1,645 1,934
New York Metropolitan Transportation Authority        
Revenue 5.000% 11/15/28 1,675 1,951
New York Metropolitan Transportation Authority        
Revenue 4.000% 11/15/31 1,445 1,544
New York Metropolitan Transportation Authority        
Revenue 4.000% 11/15/32 1,500 1,594
New York Metropolitan Transportation Authority        
Revenue 5.000% 11/15/33 680 752
New York Metropolitan Transportation Authority        
Revenue (Dedicated Petroleum Tax) 5.250% 11/15/19 (Prere.) 600 634
New York Metropolitan Transportation Authority        
Revenue (Dedicated Tax Fund) 4.000% 11/15/33 1,500 1,600
New York Metropolitan Transportation Authority        
Revenue (Hudson Yards Development) 5.000% 11/15/46 2,000 2,081
New York Metropolitan Transportation Authority        
Revenue (Hudson Yards Development) 5.000% 11/15/51 3,250 3,479
New York Metropolitan Transportation Authority        
Revenue (Transit Revenue) 5.500% 11/15/18 130 133
New York Metropolitan Transportation Authority        
Revenue (Transit Revenue) 5.000% 11/15/21 (Prere.) 1,215 1,350
New York State Dormitory Authority Lease        
Revenue (City of New York Court Facilities) 5.500% 5/15/24 (2) 500 589
New York State Dormitory Authority Lease        
Revenue (City of New York Court Facilities) 5.500% 5/15/27 (2) 500 612
New York State Dormitory Authority Lease        
Revenue (Mental Health Services Facilities) 5.000% 8/15/21 500 538

 

 

New York State Dormitory Authority Revenue 5.000% 10/1/20 75 79
New York State Dormitory Authority Revenue        
(Catholic Health System Obligated Group)        
VRDO 1.650% 4/7/18 LOC 3,100 3,100
New York State Dormitory Authority Revenue        
(City University System) 5.000% 7/1/24 400 428
New York State Dormitory Authority Revenue        
(Fordham University) 5.000% 7/1/18 (Prere.) 250 252
New York State Dormitory Authority Revenue        
(Icahn School of Medicine at Mount Sinai) 5.000% 7/1/28 1,000 1,129
New York State Dormitory Authority Revenue        
(Icahn School of Medicine at Mount Sinai) 5.000% 7/1/32 1,000 1,113
New York State Dormitory Authority Revenue        
(Mount Sinai Hospital Obligated Group) 5.000% 7/1/23 650 696
New York State Dormitory Authority Revenue        
(New York University) 6.000% 7/1/19 (14) 500 527
New York State Dormitory Authority Revenue        
(North Shore - Long Island Jewish Obligated        
Group) 5.000% 5/1/21 (Prere.) 500 547
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.000% 3/15/19 (Prere.) 200 206
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.000% 2/15/22 (Prere.) 170 188
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.000% 2/15/22 (Prere.) 160 177
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.000% 2/15/23 830 919
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.000% 2/15/24 840 929
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.000% 2/15/25 1,500 1,749
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.000% 12/15/26 520 584
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.000% 2/15/27 1,985 2,365
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.000% 2/15/29 1,000 1,179
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.000% 3/15/30 2,000 2,268
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.000% 3/15/32 500 548
New York State Dormitory Authority Revenue        
(Personal Income Tax) 4.000% 2/15/33 1,975 2,093
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.000% 2/15/33 300 328
New York State Dormitory Authority Revenue        
(Personal Income Tax) 4.000% 2/15/34 1,905 2,011
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.000% 3/15/34 2,000 2,256
New York State Dormitory Authority Revenue        
(Personal Income Tax) 4.000% 2/15/35 1,000 1,053
New York State Dormitory Authority Revenue        
(School Districts Financing Program) 5.000% 10/1/20 595 641
New York State Dormitory Authority Revenue        
(School Districts Financing Program) 5.000% 10/1/21 (4) 390 431
New York State Dormitory Authority Revenue        
(Service Contract) 5.000% 7/1/22 500 521

 

 

New York State Dormitory Authority Revenue        
(The New School) 5.250% 7/1/20 (Prere.) 500 539
New York State Dormitory Authority Sales Tax        
Revenue 5.000% 3/15/21 1,135 1,240
New York State Dormitory Authority Sales Tax        
Revenue 5.000% 3/15/24 965 1,114
New York State Dormitory Authority Sales Tax        
Revenue 5.000% 3/15/25 1,270 1,488
New York State Dormitory Authority Sales Tax        
Revenue 5.000% 3/15/32 1,480 1,739
New York State Dormitory Authority Sales Tax        
Revenue 5.000% 3/15/33 1,720 2,002
New York State Dormitory Authority Sales Tax        
Revenue 5.000% 3/15/35 1,420 1,628
New York State Dormitory Authority Sales Tax        
Revenue 5.000% 3/15/36 1,170 1,358
New York State Energy Research &        
Development Authority Pollution Control        
Revenue (Niagara Mohawk Corp.) 4.692% 12/1/25 (2) 1,095 1,095
New York State Environmental Facilities Corp.        
Revenue (State Clean Water & Drinking        
Water Revolving Funds) 5.000% 6/15/22 2,025 2,276
New York State Environmental Facilities Corp.        
Revenue (State Clean Water & Drinking        
Water Revolving Funds) 5.000% 6/15/24 365 390
New York State Environmental Facilities Corp.        
Revenue (State Clean Water & Drinking        
Water Revolving Funds) 5.000% 6/15/25 500 559
New York State Environmental Facilities Corp.        
Revenue (State Clean Water & Drinking        
Water Revolving Funds) 5.000% 6/15/34 1,500 1,767
New York State GO 4.500% 2/1/19 500 512
New York State GO 5.000% 2/15/30 315 341
New York State Local Government Assistance        
Corp. Revenue 5.000% 4/1/21 490 519
New York State Thruway Authority Revenue 5.000% 5/1/19 1,230 1,274
New York State Thruway Authority Revenue 5.000% 1/1/20 (14) 500 500
New York State Thruway Authority Revenue 5.000% 1/1/21 (14) 490 490
New York State Thruway Authority Revenue 5.000% 1/1/30 500 548
New York State Thruway Authority Revenue 5.000% 1/1/32 (14) 600 600
New York State Thruway Authority Revenue 5.000% 1/1/35 1,000 1,126
New York State Thruway Authority Revenue        
(Highway & Bridge Trust Fund) 5.000% 10/1/18 (Prere.) 500 508
New York State Thruway Authority Revenue        
(Personal Income Tax) 5.000% 3/15/19 500 516
New York State Thruway Authority Revenue        
(Personal Income Tax) 5.000% 3/15/20 500 531
New York State Thruway Authority Revenue        
(Personal Income Tax) 5.000% 3/15/25 500 551
New York State Urban Development Corp.        
Revenue 5.000% 3/15/36 2,000 2,303
New York State Urban Development Corp.        
Revenue 5.000% 3/15/37 2,000 2,298
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.000% 12/15/18 (ETM) 145 148
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.000% 12/15/18 355 364

 

 

New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.500% 3/15/22 (14) 530 600
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.000% 3/15/24 1,325 1,525
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.000% 3/15/25 2,075 2,421
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.000% 3/15/26 2,000 2,296
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.000% 3/15/29 1,500 1,748
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.000% 3/15/31 2,000 2,230
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.000% 3/15/31 1,420 1,638
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.000% 3/15/33 2,000 2,296
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.000% 3/15/33 1,485 1,652
Port Authority of New York & New Jersey        
Revenue 5.000% 7/15/26 500 505
Port Authority of New York & New Jersey        
Revenue 5.000% 9/1/26 1,750 2,021
Port Authority of New York & New Jersey        
Revenue 5.000% 5/1/28 1,250 1,331
Port Authority of New York & New Jersey        
Revenue 5.000% 10/15/29 1,015 1,185
Port Authority of New York & New Jersey        
Revenue 5.000% 10/15/35 1,000 1,146
Suffolk County NY Economic Development        
Corp. Revenue (Catholic Health Services) 5.000% 7/1/21 1,545 1,676
Suffolk County NY Economic Development        
Corp. Revenue (Catholic Health Services) 5.000% 7/1/27 1,370 1,532
Tobacco Settlement Financing Corp. New York        
Revenue 5.000% 6/1/29 1,000 1,128
Tobacco Settlement Financing Corp. New York        
Revenue 5.000% 6/1/34 1,760 1,944
Triborough Bridge & Tunnel Authority New York        
Revenue 5.000% 11/15/18 (Prere.) 305 311
Triborough Bridge & Tunnel Authority New York        
Revenue 5.000% 11/15/23 1,500 1,728
Triborough Bridge & Tunnel Authority New York        
Revenue 5.000% 11/15/25 195 199
Triborough Bridge & Tunnel Authority New York        
Revenue 5.000% 11/15/34 2,000 2,300
Triborough Bridge & Tunnel Authority New York        
Revenue 5.000% 11/15/34 1,900 2,216
Triborough Bridge & Tunnel Authority New York        
Revenue 5.000% 11/15/36 1,000 1,160
Utility Debt Securitization Authority New York        
Revenue 5.000% 12/15/33 1,600 1,809
Utility Debt Securitization Authority New York        
Revenue 5.000% 12/15/34 1,000 1,157
Utility Debt Securitization Authority New York        
Revenue 5.000% 12/15/35 1,945 2,245
6 Utility Debt Securitization Authority New York        
Revenue 5.000% 12/15/36 2,450 2,823
Westchester County NY GO 5.000% 7/1/20 435 467

 

 

Westchester County NY GO 5.000% 7/1/20 (ETM) 10 11
Westchester County NY GO 5.000% 7/1/20 (ETM) 55 59
Westchester County NY Health Care Corp.        
Revenue 5.000% 11/1/30 890 952
Westchester County NY Local Development        
Corp. Revenue (Westchester Medical Center) 5.000% 11/1/31 1,085 1,199
Westchester NY Tobacco Asset Securitization        
Revenue 5.000% 6/1/28 1,400 1,607
Westchester NY Tobacco Asset Securitization        
Revenue 5.000% 6/1/33 1,500 1,663
        303,498
North Carolina (0.5%)        
Cary NC Combined Enterprise System Revenue 5.000% 12/1/22 (Prere.) 330 372
Cary NC Combined Enterprise System Revenue 5.000% 12/1/27 170 192
Cary NC Combined Utility Systems Revenue 5.000% 12/1/29 400 483
Charlotte NC Airport Revenue 5.000% 7/1/25 2,050 2,414
Charlotte NC Water & Sewer System Revenue 5.000% 12/1/20 235 255
Durham County NC GO 5.000% 4/1/20 685 730
Durham County NC GO 5.000% 10/1/22 500 565
Mecklenburg County NC Public Facilities Corp.        
Revenue (Annual Appropriation) 5.000% 3/1/19 (Prere.) 500 515
New Hanover County NC Hospital Revenue        
(New Hanover Regional Medical Center        
Project) 5.000% 10/1/34 1,000 1,145
North Carolina Capital Improvement Revenue 5.000% 5/1/19 555 575
North Carolina Capital Improvement Revenue 5.000% 5/1/20 (Prere.) 500 534
North Carolina GAN 5.000% 3/1/25 1,000 1,163
North Carolina GAN 5.000% 3/1/27 1,000 1,156
North Carolina GO 5.000% 6/1/19 2,000 2,077
North Carolina GO 5.000% 3/1/20 275 292
North Carolina GO 4.000% 6/1/20 500 525
North Carolina GO 5.000% 5/1/22 250 280
North Carolina Medical Care Commission Health        
Care Facilities Revenue (Vidant Health) 5.000% 6/1/21 1,000 1,093
North Carolina Medical Care Commission Health        
Care Facilities Revenue (WakeMed) 5.000% 10/1/27 1,000 1,103
North Carolina Medical Care Commission        
Hospital Revenue (Southeastern Regional        
Medical Center) 5.000% 6/1/24 600 665
North Carolina Municipal Power Agency No. 1        
Revenue (Catawba Electric) 5.000% 1/1/19 (Prere.) 355 364
North Carolina Municipal Power Agency No. 1        
Revenue (Catawba Electric) 5.000% 1/1/30 145 148
Orange County NC Public Facilities Co.        
Revenue 5.000% 10/1/22 (Prere.) 180 202
Orange County NC Public Facilities Co.        
Revenue 5.000% 10/1/24 320 358
Raleigh NC GO 5.000% 9/1/27 2,000 2,436
Wake County NC Limited Obligation Revenue 4.000% 12/1/19 680 706
        20,348

 

 

North Dakota (0.0%)        
Grand Forks ND Health Care System Revenue        
(Altru Health System Obligated Group) 5.000% 12/1/25 1,210 1,381
 
Ohio (1.7%)        
Allen County OH Hospital Facilities Revenue        
(Mercy Health) 5.000% 8/1/29 1,200 1,392
Allen County OH Hospital Facilities Revenue        
(Mercy Health) 4.000% 8/1/37 1,900 1,939
American Municipal Power Ohio Inc. Revenue        
(Fremont Energy Center Project) 5.250% 2/15/22 (Prere.) 570 638
American Municipal Power Ohio Inc. Revenue        
(Hydroelectric Projects) 5.000% 2/15/26 1,000 1,159
Bowling Green State University Ohio Revenue 5.000% 6/1/26 250 291
Bowling Green State University Ohio Revenue 5.000% 6/1/27 250 293
Butler County OH Hospital Facilities Revenue        
(Kettering Health Network) 5.250% 4/1/31 500 536
Butler County OH Hospital Facilities Revenue        
(UC Health) 5.250% 11/1/20 (Prere.) 435 472
Centerville OH Health Care Revenue        
(Graceworks Lutheran Services) 5.000% 11/1/26 725 786
Centerville OH Health Care Revenue        
(Graceworks Lutheran Services) 5.000% 11/1/27 380 411
Cincinnati OH GO 4.000% 12/1/34 250 266
Columbus OH City School District GO 0.000% 12/1/29 (4) 1,000 687
Columbus OH GO 5.000% 7/1/25 535 597
Columbus OH GO 4.000% 8/15/26 1,700 1,877
Columbus OH Sewer Revenue 5.000% 6/1/30 1,500 1,755
Cuyahoga County OH Excise Tax Revenue        
(Sports Facilities Improvement Project) 5.000% 12/1/25 510 575
Cuyahoga County OH Hospital Revenue        
(MetroHealth System) 5.000% 2/15/32 1,000 1,093
Fairfield County OH Hospital Facilities Revenue        
(Fairfield Medical Center) 5.125% 6/15/33 615 656
Franklin County OH Convention Facilities        
Authority Revenue 5.000% 12/1/20 1,000 1,078
Franklin County OH Convention Facilities        
Authority Revenue 5.000% 12/1/28 1,680 1,923
Franklin County OH Hospital Improvement        
Revenue (Nationwide Children's Hospital        
Project) 5.000% 11/1/28 450 537
Greater Cleveland OH Regional Transit        
Authority Sales Tax Revenue 5.000% 12/1/18 350 358
Hamilton County OH Hospital Facilities Revenue        
(TriHealth Obligated Group) 5.000% 8/15/36 1,000 1,121
Hamilton County OH Hospital Facilities Revenue        
(UC Health) 5.000% 2/1/21 200 216
Hamilton County OH Sales Tax Revenue 5.000% 12/1/27 1,915 2,293
Kent State University Ohio Revenue 5.000% 5/1/19 (Prere.) 460 476
Kent State University Ohio Revenue 5.000% 5/1/23 (12) 40 41
Lucas County OH Hospital Revenue (ProMedica        
Healthcare Obligated Group) 5.000% 11/15/21 (Prere.) 180 199
Lucas County OH Hospital Revenue (ProMedica        
Healthcare Obligated Group) 5.250% 11/15/21 (Prere.) 535 596
Lucas County OH Hospital Revenue (ProMedica        
Healthcare Obligated Group) 5.000% 11/15/26 320 350

 

 

Lucas County OH Hospital Revenue (ProMedica        
Healthcare Obligated Group) 5.250% 11/15/27 965 1,064
Miami Valley OH Career Technology Center GO 5.000% 12/1/25 860 1,015
Montgomery County OH Revenue (Miami Valley        
Hospital) VRDO 1.730% 4/1/18 LOC 3,300 3,300
North Royalton OH City School District GO 5.000% 12/1/26 300 350
North Royalton OH City School District GO 5.000% 12/1/28 1,400 1,623
Ohio Building Authority Revenue (Administration        
Building Fund) 5.000% 10/1/20 100 108
Ohio Capital Facilities Lease-Appropriation        
Revenue (Adult Correctional Building Fund        
Projects) 5.000% 10/1/33 1,525 1,774
Ohio Capital Facilities Lease-Appropriation        
Revenue (Adult Correctional Building Fund        
Projects) 5.000% 10/1/36 1,250 1,442
Ohio Capital Facilities Lease-Appropriation        
Revenue (Mental Health Facilities        
Improvement Fund Projects) 5.000% 2/1/22 750 831
Ohio GO 5.000% 5/1/23 1,270 1,442
Ohio GO 5.000% 8/1/23 500 560
Ohio GO 5.000% 8/1/24 500 580
Ohio GO 5.000% 11/1/24 1,675 1,951
Ohio GO 5.000% 2/1/25 2,425 2,833
Ohio GO 5.000% 2/1/27 1,000 1,177
Ohio GO 5.000% 3/15/36 1,005 1,129
Ohio Higher Education GO 5.000% 8/1/21 500 550
Ohio Higher Education GO 5.000% 8/1/22 2,680 3,006
Ohio Higher Educational Facility Commission        
Revenue (Case Western Reserve University        
Project) 5.000% 12/1/22 560 628
Ohio Hospital Revenue (Cleveland Clinic Health        
System Obligated Group) 5.000% 1/1/28 500 602
Ohio Hospital Revenue (Cleveland Clinic Health        
System Obligated Group) 5.000% 1/1/32 1,000 1,178
5 Ohio Major New State Infrastructure Project        
Revenue 5.000% 12/15/25 2,280 2,681
5 Ohio Major New State Infrastructure Project        
Revenue 5.000% 12/15/28 1,000 1,172
Ohio Revenue (Transportation Building Fund        
Projects) 5.000% 4/1/26 875 1,031
Ohio Turnpike Commission Turnpike Revenue 5.000% 2/15/20 (Prere.) 500 530
Ohio Turnpike Commission Turnpike Revenue 5.500% 2/15/20 (14) 1,000 1,068
Ohio Turnpike Commission Turnpike Revenue 5.000% 2/15/28 1,015 1,125
Ohio Turnpike Commission Turnpike Revenue 5.000% 2/15/35 1,280 1,479
Ohio Water Development Authority Pollution        
Control Revenue (Water Quality) 5.250% 6/1/19 435 453
Ohio Water Development Authority Water        
Pollution Control Loan Fund Revenue 5.000% 12/1/26 1,565 1,879
Ohio Water Development Authority Water        
Pollution Control Loan Fund Revenue 5.000% 6/1/28 2,000 2,402
Penta Career Center Ohio COP 5.250% 4/1/23 125 139
Revere OH Local School District GO 5.000% 6/1/22 (Prere.) 1,000 1,121
Revere OH Local School District GO 5.000% 6/1/22 (Prere.) 665 745
Winton Woods City OH School District GO 5.000% 5/1/22 (Prere.) 550 615
Winton Woods City OH School District GO 5.000% 5/1/22 (Prere.) 255 285
Winton Woods City OH School District GO 5.000% 5/1/22 (Prere.) 250 280
Winton Woods City OH School District GO 5.000% 5/1/22 (Prere.) 260 291

 

 

Winton Woods City OH School District GO 5.000% 5/1/22 (Prere.) 250 280
        69,330
Oklahoma (0.2%)        
Edmond OK Public Works Authority Sales Tax &        
Utility System Revenue 4.000% 7/1/25 1,045 1,150
Norman OK Regional Hospital Authority        
Revenue 5.000% 9/1/28 1,245 1,421
Oklahoma City OK GO 5.000% 3/1/24 525 572
5 Oklahoma Development Finance Authority        
Health System Revenue (OU Medicine) 5.000% 8/15/28 1,500 1,714
Oklahoma Turnpike Authority Revenue 5.000% 1/1/21 (Prere.) 300 326
Oklahoma Turnpike Authority Revenue 5.000% 1/1/37 2,000 2,273
Tulsa County OK Industrial Authority Senior        
Living Community Revenue (Montereau Inc.) 5.000% 11/15/23 230 255
University of Oklahoma Revenue 5.000% 7/1/31 475 516
        8,227
Oregon (0.4%)        
Clackamas County OR School District No. 12        
Sandy GO 5.000% 6/15/28 1,000 1,195
Clatsop County OR School District No. 10        
Seaside GO 5.000% 6/15/33 1,125 1,320
Deschutes & Jefferson Counties OR School        
District No. 2J GO 0.000% 6/15/31 750 484
Multnomah County OR School District GO 5.000% 6/15/19 1,680 1,748
Oregon Department of Administrative Services        
Lottery Revenue 5.250% 4/1/21 (Prere.) 430 472
Oregon Department of Administrative Services        
Lottery Revenue 5.000% 4/1/25 1,370 1,579
Oregon Department of Administrative Services        
Lottery Revenue 5.250% 4/1/31 70 77
Oregon Department of Transportation Highway        
User Tax Revenue 5.000% 11/15/19 4,000 4,216
Oregon Facilities Authority Revenue (Legacy        
Health Project) 5.000% 6/1/33 1,000 1,138
Oregon Facilities Authority Revenue (Reed        
College Projects) 4.000% 7/1/31 450 489
Oregon Facilities Authority Revenue (Reed        
College Projects) 4.000% 7/1/32 450 486
Oregon GO 5.000% 5/1/23 500 558
Portland OR Sewer System Revenue 5.000% 6/15/18 (Prere.) 500 504
        14,266
Pennsylvania (2.6%)        
Allegheny County PA GO 4.000% 11/1/30 1,000 1,063
Allegheny County PA Higher Education Building        
Authority University Revenue (Duquesne        
University) 5.500% 3/1/21 (Prere.) 325 359
Allegheny County PA Hospital Development        
Authority Revenue (University of Pittsburgh        
Medical Center) 5.000% 5/15/18 500 502
Allegheny County PA Hospital Development        
Authority Revenue (University of Pittsburgh        
Medical Center) 1.908% 2/1/21 465 467
Allegheny County PA Hospital Development        
Authority Revenue (University of Pittsburgh        
Medical Center) 5.375% 8/15/29 365 382
Allegheny County PA Port Authority Revenue 5.750% 3/1/29 500 551

 

 

Allentown PA Neighborhood Improvement Zone        
Development Authority Tax Revenue 5.000% 5/1/24 1,000 1,083
Allentown PA Neighborhood Improvement Zone        
Development Authority Tax Revenue 5.000% 5/1/27 250 279
Berks County PA Industrial Development        
Authority Health System Revenue (Tower        
Health Project) 5.000% 11/1/25 1,855 2,129
Central Bradford PA Progress Authority        
Revenue (Guthrie Healthcare System) 5.500% 12/1/31 530 590
Chester County PA GO 5.000% 11/15/22 (Prere.) 750 848
Commonwealth Financing Authority        
Pennsylvania Revenue 5.000% 6/1/26 500 566
East Hempfield Township PA Industrial        
Development Authority Revenue (Millersville        
University Student Housing Project) 5.000% 7/1/29 1,000 1,082
Geisinger Authority Health System Pennsylvania        
Revenue (Geisinger Health System) 5.000% 6/1/20 650 694
Lehigh County PA General Purpose Hospital        
Authority Revenue (Lehigh Valley Health        
Network) 5.000% 7/1/29 1,185 1,351
Luzerne County PA Industrial Development        
Authority Lease Revenue 5.000% 12/15/25 (4) 1,000 1,113
Monroeville PA Finance Authority Revenue        
(UPMC Health System) 5.000% 2/15/19 500 514
Montgomery County PA Higher Education &        
Health Authority Hospital Revenue (Abington        
Memorial Hospital) 5.000% 6/1/22 (Prere.) 500 558
Montgomery County PA Industrial Development        
Authority Health Services Revenue (Albert        
Einstein Healthcare Network) 5.000% 1/15/23 1,015 1,097
Montgomery County PA Industrial Development        
Authority Health Services Revenue (Albert        
Einstein Healthcare Network) 5.000% 1/15/25 1,000 1,099
Montgomery County PA Industrial Development        
Authority Pollution Control Revenue (Exelon        
Generation Co., LLC) PUT 2.550% 6/1/20 1,000 1,002
Montgomery County PA Industrial Development        
Authority Retirement Community Revenue        
(ACTS Retirement- Life Communities        
Obligated Group) 5.000% 11/15/25 1,250 1,365
Northampton County PA General Purpose        
Authority Hospital Revenue (St. Luke's        
Hospital Project) 5.250% 8/15/18 (Prere.) 2,000 2,027
Northampton County PA General Purpose        
Authority Hospital Revenue (St. Luke's        
Hospital Project) 5.000% 8/15/25 1,215 1,398
Pennsylvania Economic Development Financing        
Authority Health System Revenue (Albert        
Einstein Healthcare Network) 6.250% 10/15/19 (Prere.) 785 832
Pennsylvania Economic Development Financing        
Authority Revenue (UPMC Obligated Group) 5.000% 11/15/25 1,000 1,164
Pennsylvania Economic Development Financing        
Authority Revenue (UPMC Obligated Group) 5.000% 3/15/29 1,000 1,156
Pennsylvania Economic Development Financing        
Authority Revenue (UPMC Obligated Group) 5.000% 11/15/30 1,500 1,737

 

 

Pennsylvania Economic Development Financing        
Authority Unemployment Compensation        
Revenue 5.000% 7/1/20 700 729
Pennsylvania Economic Development Financing        
Authority Unemployment Compensation        
Revenue 5.000% 1/1/21 1,330 1,363
Pennsylvania Economic Development Financing        
Authority Water Facilities Revenue (Aqua        
Pennsylvania Inc. Project) 5.000% 11/15/40 3,500 3,651
Pennsylvania GO 5.000% 4/15/19 (Prere.) 500 517
Pennsylvania GO 5.000% 7/1/20 545 581
Pennsylvania GO 5.375% 7/1/21 500 550
Pennsylvania GO 5.000% 11/15/21 (Prere.) 500 555
Pennsylvania GO 5.000% 8/15/23 2,000 2,246
Pennsylvania GO 5.000% 1/1/24 1,500 1,690
Pennsylvania GO 5.000% 8/15/24 500 568
Pennsylvania GO 5.000% 1/1/26 3,295 3,784
Pennsylvania GO 5.000% 9/15/26 1,500 1,735
Pennsylvania GO 4.000% 8/15/30 (4) 1,000 1,066
Pennsylvania GO 5.000% 10/15/32 1,000 1,112
Pennsylvania Higher Educational Facilities        
Authority Revenue (Philadelphia University) 5.000% 6/1/19 (ETM) 740 768
Pennsylvania Higher Educational Facilities        
Authority Revenue (St. Joseph's University) 5.000% 11/1/24 200 215
Pennsylvania Higher Educational Facilities        
Authority Revenue (Temple University) 5.000% 4/1/32 500 543
Pennsylvania Higher Educational Facilities        
Authority Revenue (Trustees of the University        
of Pennsylvania) 5.000% 9/1/19 (Prere.) 500 523
Pennsylvania Higher Educational Facilities        
Authority Revenue (University of Pennsylvania        
Health System) 4.000% 8/15/36 1,295 1,345
Pennsylvania State University Revenue 5.000% 3/1/25 500 530
Pennsylvania Turnpike Commission Motor        
License Fund Revenue 5.000% 12/1/32 1,000 1,141
Pennsylvania Turnpike Commission Oil        
Franchise Tax Revenue 5.000% 12/1/24 1,000 1,133
Pennsylvania Turnpike Commission Oil        
Franchise Tax Revenue 5.000% 12/1/28 500 573
Pennsylvania Turnpike Commission Revenue 5.000% 6/1/19 (Prere.) 190 197
Pennsylvania Turnpike Commission Revenue 5.000% 6/1/19 (Prere.) 860 893
Pennsylvania Turnpike Commission Revenue 5.000% 12/1/19 (Prere.) 175 184
Pennsylvania Turnpike Commission Revenue 5.000% 12/1/20 (Prere.) 695 751
Pennsylvania Turnpike Commission Revenue 5.000% 12/1/20 (Prere.) 265 286
Pennsylvania Turnpike Commission Revenue 5.000% 12/1/20 (Prere.) 1,750 1,895
Pennsylvania Turnpike Commission Revenue 5.000% 12/1/20 (Prere.) 495 535
3 Pennsylvania Turnpike Commission Revenue 2.560% 12/1/21 1,315 1,338
Pennsylvania Turnpike Commission Revenue 5.000% 12/1/21 170 179
Pennsylvania Turnpike Commission Revenue 5.000% 6/1/24 1,980 2,243
Pennsylvania Turnpike Commission Revenue 5.000% 12/1/25 1,150 1,341
Pennsylvania Turnpike Commission Revenue 5.000% 6/1/26 1,035 1,178
Pennsylvania Turnpike Commission Revenue 5.000% 6/1/26 (4) 1,635 1,904
Pennsylvania Turnpike Commission Revenue 5.000% 12/1/26 750 868
Pennsylvania Turnpike Commission Revenue 5.000% 6/1/27 2,255 2,562
Pennsylvania Turnpike Commission Revenue 5.000% 6/1/32 1,500 1,681
Pennsylvania Turnpike Commission Revenue 5.000% 12/1/32 2,000 2,236
Pennsylvania Turnpike Commission Revenue 5.000% 6/1/35 1,500 1,652

 

 

Philadelphia PA Airport Revenue 5.000% 6/15/23 1,120 1,191
Philadelphia PA Authority for Industrial        
Development Revenue (Temple University) 5.000% 4/1/24 1,015 1,155
Philadelphia PA Authority for Industrial        
Development Revenue (Temple University) 5.000% 4/1/27 1,000 1,150
Philadelphia PA Authority for Industrial        
Development Revenue (The Children's        
Hospital of Philadelphia Project) 5.000% 7/1/32 750 875
Philadelphia PA Authority for Industrial        
Development Revenue (Thomas Jefferson        
University) 5.000% 9/1/37 345 386
Philadelphia PA Gas Works Revenue 5.000% 10/1/25 1,500 1,731
Philadelphia PA Gas Works Revenue 5.000% 10/1/26 1,000 1,165
Philadelphia PA Gas Works Revenue 5.000% 10/1/29 1,010 1,161
Philadelphia PA Gas Works Revenue 5.000% 8/1/36 1,300 1,477
Philadelphia PA Hospitals & Higher Education        
Facilities Authority Hospital Revenue (Temple        
University Health System Obligated Group) 5.000% 7/1/25 1,000 1,108
Philadelphia PA Municipal Authority Revenue 6.375% 4/1/19 (Prere.) 500 523
Philadelphia PA School District GO 5.000% 9/1/21 1,035 1,102
Philadelphia PA School District GO 5.250% 9/1/22 525 560
Philadelphia PA School District GO 5.000% 9/1/31 940 1,044
Philadelphia PA Water & Wastewater Revenue 5.000% 8/1/20 (Prere.) 560 601
Philadelphia PA Water & Wastewater Revenue 5.000% 7/1/26 1,000 1,134
Philadelphia PA Water & Wastewater Revenue 5.000% 11/1/32 1,025 1,188
Philadelphia PA Water & Wastewater Revenue 4.000% 7/1/35 1,110 1,152
Reading PA School District GO 5.000% 3/1/25 (4) 805 918
Saint Mary PA Hospital Authority Health System        
Revenue (Trinity Health Corp. Obligated        
Group) 5.000% 11/15/25 815 945
Saint Mary PA Hospital Authority Health System        
Revenue (Trinity Health Corp. Obligated        
Group) 5.000% 11/15/26 750 875
Snyder County PA Higher Education Authority        
University Revenue (Susquehanna University        
Project) 5.000% 1/1/27 1,135 1,293
St. Mary Hospital Authority Pennsylvania Health        
System Revenue (Catholic Health Initiatives) 5.000% 5/15/20 (Prere.) 1,000 1,069
State Public School Building Authority        
Pennsylvania Lease Revenue (School District        
of Philadelphia) 5.000% 6/1/24 (15) 1,535 1,721
State Public School Building Authority        
Pennsylvania Lease Revenue (School District        
of Philadelphia) 5.000% 6/1/26 (4) 1,650 1,874
University of Pittsburgh of the Commonwealth        
System of Higher Education Pennsylvania        
Revenue (University Capital Project) 5.250% 9/15/19 (Prere.) 500 525
West Shore PA Area Authority Hospital        
Revenue (Holy Spirit Hospital of the Sisters of        
Christian Charity Project) 6.250% 1/1/21 (Prere.) 80 89
        103,861
Puerto Rico (0.1%)        
Puerto Rico Electric Power Authority Revenue 5.000% 7/1/21 (14) 500 500
Puerto Rico Highway & Transportation Authority        
Revenue 5.250% 7/1/21 (13)(3) 500 543

 

 

Puerto Rico Public Finance Corp. Revenue 6.000% 8/1/26 (ETM) 1,000 1,226
        2,269
Rhode Island (0.1%)        
Rhode Island Commerce Corp. Airport Revenue 5.000% 7/1/30 500 569
Rhode Island Health & Educational Building        
Corp. Higher Education Facilities Revenue        
(University of Rhode Island) 5.000% 9/15/25 500 580
Tobacco Settlement Financing Corp. Rhode        
Island Revenue 2.250% 6/1/41 1,995 1,995
        3,144
South Carolina (0.5%)        
Charleston SC Educational Excellence        
Financing Corp. Revenue (Charleston County        
School District, South Carolina Project) 5.000% 12/1/23 590 673
Columbia SC Waterworks & Sewer System        
Revenue 5.000% 2/1/27 250 276
Lexington County SC Health Services District        
Inc. Hospital Revenue 5.000% 11/1/25 1,000 1,160
Lexington County SC Health Services District        
Inc. Hospital Revenue 5.000% 11/1/34 1,500 1,687
Myrtle Beach SC Hospitality Fee Revenue 5.000% 6/1/25 1,000 1,137
Piedmont SC Municipal Power Agency Revenue 0.000% 1/1/24 (14) 1,600 1,359
South Carolina Association of Governmental        
Organizations Educational Facilities Corp.        
Revenue (Pickens School District) 5.000% 12/1/26 1,420 1,625
South Carolina GO 5.000% 4/1/20 450 479
South Carolina Higher Education Revenue        
(Clemson University) 5.000% 5/1/21 1,000 1,094
South Carolina Jobs Economic Development        
Authority Hospital Revenue (Palmetto Health) 5.250% 8/1/24 (4) 500 503
South Carolina Jobs Economic Development        
Authority Hospital Revenue (Palmetto Health) 5.250% 8/1/26 1,000 1,088
South Carolina Public Service Authority        
Revenue 5.000% 1/1/19 (Prere.) 500 513
South Carolina Public Service Authority        
Revenue 5.000% 12/1/26 1,140 1,278
South Carolina Public Service Authority        
Revenue 5.000% 12/1/28 1,465 1,574
South Carolina Public Service Authority        
Revenue 5.000% 12/1/37 2,095 2,298
South Carolina Public Service Authority        
Revenue 5.000% 12/1/37 1,000 1,102
South Carolina Public Service Authority        
Revenue 5.000% 12/1/38 1,035 1,110
Sumter Two School Facilities Inc. South        
Carolina Installment Purchase Revenue 5.000% 12/1/26 (15) 1,000 1,133
        20,089
South Dakota (0.1%)        
Educational Enhancement Funding Corp. South        
Dakota Tobacco Settlement Revenue 5.000% 6/1/25 2,000 2,204
South Dakota Health & Educational Facilities        
Authority Revenue (Regional Health System        
Obligated Group) 5.000% 9/1/32 1,000 1,144

 

 

South Dakota Health & Educational Facilities        
Authority Revenue (Regional Health System        
Obligated Group) 4.000% 9/1/34 1,975 2,031
        5,379
Tennessee (0.9%)        
Chattanooga TN Electric System Revenue 5.000% 9/1/31 1,000 1,160
Chattanooga TN Health Educational & Housing        
Facility Board Revenue (Catholic Health        
Initiatives) 5.000% 1/1/33 1,500 1,601
Chattanooga-Hamilton County TN Hospital        
Authority Hospital Revenue 5.000% 10/1/27 1,035 1,145
Clarksville TN Public Building Authority Revenue        
(Morristown) VRDO 1.730% 4/2/18 LOC 420 420
Knox County TN GO 5.000% 4/1/18 1,000 1,000
Knox County TN Health Educational & Housing        
Facilities Board Hospital Facilities Revenue        
(Covenant Healthcare) 5.000% 1/1/36 1,000 1,117
Memphis TN GO 5.000% 5/1/30 500 544
Memphis TN Water System Revenue 4.000% 12/1/34 575 616
Metropolitan Government of Nashville &        
Davidson County TN Electric Revenue 5.000% 5/15/35 865 1,016
Metropolitan Government of Nashville &        
Davidson County TN GO 5.000% 7/1/21 625 668
Metropolitan Government of Nashville &        
Davidson County TN Health & Educational        
Facilities Board Revenue (Blakeford at Green        
Hills) 5.000% 7/1/27 500 537
Metropolitan Government of Nashville &        
Davidson County TN Water & Sewer Revenue 5.000% 7/1/20 600 642
Shelby County TN GO 5.000% 3/1/19 500 516
Shelby County TN GO 5.000% 4/1/19 (ETM) 100 103
Shelby County TN GO 5.000% 4/1/19 400 414
6 Shelby County TN Health Educational &        
Housing Facility Board Revenue (Methodist        
Le Bonheur Healthcare) VRDO 1.700% 4/2/18 (4) 6,000 6,000
Tennessee Energy Acquisition Corp. Gas        
Revenue 5.250% 9/1/18 725 735
Tennessee Energy Acquisition Corp. Gas        
Revenue 5.250% 9/1/22 1,835 2,044
Tennessee Energy Acquisition Corp. Gas        
Revenue 5.000% 2/1/24 1,755 1,968
Tennessee Energy Acquisition Corp. Gas        
Revenue 5.250% 9/1/24 885 1,009
Tennessee Energy Acquisition Corp. Gas        
Revenue 5.000% 2/1/25 880 995
Tennessee Energy Acquisition Corp. Gas        
Revenue 5.250% 9/1/26 1,035 1,204
Tennessee Energy Acquisition Corp. Gas        
Revenue 5.000% 2/1/27 1,000 1,148
Tennessee Energy Acquisition Corp. Gas        
Revenue PUT 4.000% 5/1/23 2,880 3,078
Tennessee GO 5.000% 8/1/20 625 672
Tennessee GO 5.000% 8/1/21 1,490 1,643
Tennessee GO 5.000% 8/1/22 1,475 1,660
Williamson County TN GO 4.000% 5/1/27 1,320 1,421
        35,076

 

 

Texas (5.2%)        
Alamo TX Regional Mobility Authority Revenue 5.000% 6/15/27 1,280 1,473
Arlington TX GO 5.000% 8/15/19 1,920 2,007
Arlington TX Special Tax Revenue 5.000% 2/15/27 (4) 400 472
Arlington TX Special Tax Revenue 5.000% 2/15/28 (4) 305 363
Arlington TX Special Tax Revenue 5.000% 2/15/32 (15) 1,140 1,308
Austin Convention Enterprises Inc. Texas        
Convention Center Revenue 5.000% 1/1/25 500 569
Austin TX Airport System Revenue 5.000% 11/15/26 1,010 1,192
Austin TX Airport System Revenue 5.000% 11/15/32 1,170 1,352
Austin TX Community College District Public        
Facilities Corp. Lease Revenue 5.000% 8/1/27 1,000 1,153
Austin TX Water & Wastewater System        
Revenue 5.000% 11/15/19 (Prere.) 210 221
Austin TX Water & Wastewater System        
Revenue 5.000% 11/15/19 (Prere.) 65 68
Austin TX Water & Wastewater System        
Revenue 5.000% 11/15/21 500 554
Beaumont TX Independent School District GO 5.000% 2/15/20 3,345 3,547
Beaumont TX Independent School District GO 5.000% 2/15/21 3,570 3,877
Bexar County TX GO 5.000% 6/15/26 2,310 2,712
Bexar County TX GO 4.000% 6/15/34 1,000 1,052
Brownsville TX Utility System Revenue 4.000% 9/1/30 1,000 1,058
Central Texas Regional Mobility Authority        
Revenue 5.750% 1/1/20 (Prere.) 500 534
Central Texas Regional Mobility Authority        
Revenue 5.000% 1/1/24 1,015 1,147
Central Texas Regional Mobility Authority        
Revenue 0.000% 1/1/25 100 81
Central Texas Regional Mobility Authority        
Revenue 0.000% 1/1/26 180 139
Central Texas Regional Mobility Authority        
Revenue 5.000% 1/1/26 1,000 1,140
Central Texas Regional Mobility Authority        
Revenue 5.000% 1/1/30 840 945
Central Texas Regional Mobility Authority        
Revenue 5.000% 1/1/33 540 589
Central Texas Regional Mobility Authority        
Revenue 5.000% 1/1/34 1,400 1,559
Clifton TX Higher Education Finance Corp.        
Revenue (Baylor University) 5.250% 3/1/29 200 218
Cypress-Fairbanks TX Independent School        
District GO 5.000% 2/15/25 500 544
Dallas County TX Utility & Reclamation District        
GO 5.000% 2/15/28 2,000 2,381
Dallas TX Area Rapid Transit Sales Tax        
Revenue 4.500% 12/1/18 (Prere.) 500 509
Dallas TX Area Rapid Transit Sales Tax        
Revenue 5.000% 12/1/27 500 561
Dallas TX Independent School District GO 5.000% 2/15/23 485 526
Dallas TX Waterworks & Sewer System        
Revenue 5.000% 10/1/21 (Prere.) 195 215
Dallas TX Waterworks & Sewer System        
Revenue 5.000% 10/1/21 1,090 1,204
Dallas TX Waterworks & Sewer System        
Revenue 5.000% 10/1/22 200 221

 

 

Dallas-Fort Worth TX International Airport        
Revenue 5.250% 11/1/29 1,000 1,139
Fort Worth TX Water & Sewer Revenue 5.000% 2/15/25 450 488
Galveston County TX GO 4.000% 2/1/34 750 798
Garland TX Independent School District GO 5.000% 2/15/22 1,025 1,138
Grand Parkway Transportation Corp. Texas        
System Toll Revenue 0.000% 10/1/30 1,550 1,446
Harris County TX Cultural Education Facilities        
Finance Corp. Thermal Utility Revenue        
(TECO Project) 5.000% 11/15/30 1,000 1,182
Harris County TX Flood Control District GO 5.250% 10/1/18 435 443
Harris County TX GO 5.000% 10/1/21 (Prere.) 280 309
Harris County TX GO 5.000% 8/15/22 1,830 2,054
Harris County TX GO 5.000% 10/1/23 500 524
Harris County TX GO 5.000% 10/1/23 20 22
Harris County TX GO 5.000% 8/15/32 1,000 1,114
Harris County TX GO 5.000% 10/1/36 1,200 1,377
Harris County TX Sports Authority Revenue 5.000% 11/15/22 945 1,043
3 Harris County TX Toll Road Revenue 2.360% 8/15/18 1,000 1,002
Harris County TX Toll Road Revenue 5.000% 8/15/19 (Prere.) 500 522
Harris County TX Toll Road Revenue 5.000% 8/15/32 500 554
Hays County TX GO 5.000% 2/15/35 1,090 1,257
Highland Park TX Independent School District        
GO 5.000% 2/15/19 1,000 1,029
Houston TX Airport System Revenue 5.000% 7/1/19 (14) 1,000 1,002
Houston TX Airport System Revenue 5.000% 7/1/26 (14) 3,000 3,005
Houston TX Airport System Revenue 5.000% 7/1/26 1,000 1,177
Houston TX GO 5.000% 3/1/19 (Prere.) 445 458
Houston TX GO 5.000% 3/1/20 55 57
Houston TX GO 5.000% 3/1/27 1,000 1,186
Houston TX GO 4.000% 3/1/35 1,500 1,576
Houston TX Hotel Occupancy Tax & Special        
Revenue (Convention & Entertainment        
Facilities) 5.000% 9/1/24 1,070 1,209
Houston TX Independent School District GO 5.000% 2/15/19 1,200 1,235
Houston TX Independent School District GO 5.000% 2/15/20 1,105 1,172
Houston TX Utility System Revenue 5.000% 5/15/21 1,000 1,093
Houston TX Utility System Revenue 5.000% 5/15/25 1,075 1,234
Houston TX Utility System Revenue 5.000% 11/15/28 (4) 120 120
Houston TX Utility System Revenue 4.000% 11/15/31 1,000 1,064
Houston TX Utility System Revenue 5.000% 11/15/33 1,000 1,077
Houston TX Utility System Revenue 5.000% 11/15/34 1,000 1,138
3 Houston TX Utility System Revenue PUT 2.480% 5/1/20 1,000 1,005
Irving TX Independent School District GO 5.000% 2/15/21 1,500 1,630
Judson TX Independent School District GO 5.000% 2/1/22 600 666
Klein TX Independent School District GO 5.000% 8/1/34 1,200 1,388
Lake Travis TX Independent School District GO 5.000% 2/15/21 (Prere.) 500 544
Lamar TX Consolidated Independent School        
District GO 5.000% 2/15/25 1,245 1,451
Laredo TX Community College District GO 5.000% 8/1/25 1,000 1,140
Lone Star College System Texas GO 5.000% 8/15/19 (Prere.) 250 261
Lone Star College System Texas GO 5.000% 2/15/28 1,200 1,398
Lower Colorado River Authority Texas Revenue 5.000% 5/15/19 1,525 1,581
Lower Colorado River Authority Texas Revenue 5.500% 5/15/36 1,835 1,907
Lower Colorado River Authority Texas        
Transmission Contract Revenue (LCRA        
Transmission Services Corp.) 5.000% 5/15/28 1,200 1,366

 

 

Lubbock TX GO 5.000% 2/15/23 500 555
Mansfield TX Independent School District GO 5.000% 2/15/26 1,250 1,403
Mansfield TX Independent School District GO 4.000% 2/15/29 1,265 1,341
Mesquite TX Health Facilities Development        
Corp. Retirement Facility Revenue (Christian        
Care Centers Inc. Project) 5.000% 2/15/24 350 383
New Hope TX Cultural Education Facilities        
Finance Corp. Student Housing Revenue        
(Tarleton State University Project) 4.000% 4/1/19 495 505
New Hope TX Cultural Education Facilities. First        
Mortgage Revenue (Morningside Ministries        
Project) 6.250% 1/1/33 1,640 1,827
New Hope TX Cultural Education Facilities.        
Retirement Facilities Revenue (Westminster        
Manor Project) 5.000% 11/1/26 1,060 1,186
New Hope TX Cultural Education Facilities.        
Retirement Facilities Revenue (Westminster        
Manor Project) 5.000% 11/1/27 1,000 1,116
New Hope TX Cultural Education Facilities.        
Retirement Facilities Revenue (Westminster        
Manor Project) 5.000% 11/1/28 870 969
New Hope TX Cultural Education Facilities.        
Student Housing Revenue (Tarleton State        
University Project) 5.000% 4/1/23 200 221
New Hope TX Cultural Education Facilities.        
Student Housing Revenue (Tarleton State        
University Project) 5.000% 4/1/24 210 234
New Hope TX Cultural Education Facilities.        
Student Housing Revenue (Tarleton State        
University Project) 5.000% 4/1/25 240 269
North East TX Independent School District GO 5.250% 2/1/22 550 615
North Texas Municipal Water District Regional        
Wastewater System Revenue 5.000% 6/1/22 1,495 1,667
North Texas Municipal Water District Regional        
Wastewater System Revenue 5.000% 6/1/23 1,555 1,764
North Texas Municipal Water District Regional        
Wastewater System Revenue 4.000% 6/1/31 1,500 1,621
North Texas Municipal Water District Water        
System Revenue 5.000% 9/1/22 1,645 1,843
North Texas Municipal Water District Water        
System Revenue 5.000% 9/1/23 1,025 1,168
North Texas Tollway Authority System Revenue 6.000% 1/1/19 (Prere.) 205 211
North Texas Tollway Authority System Revenue 5.500% 9/1/21 (Prere.) 500 559
North Texas Tollway Authority System Revenue 6.250% 2/1/23 1,650 1,768
North Texas Tollway Authority System Revenue 5.000% 1/1/26 1,035 1,159
North Texas Tollway Authority System Revenue 5.000% 1/1/27 1,785 2,012
North Texas Tollway Authority System Revenue 6.000% 1/1/28 45 46
North Texas Tollway Authority System Revenue 5.000% 1/1/29 1,105 1,251
North Texas Tollway Authority System Revenue 5.000% 1/1/30 500 556
North Texas Tollway Authority System Revenue 5.000% 1/1/32 1,790 1,998
North Texas Tollway Authority System Revenue 4.000% 1/1/33 1,550 1,621
North Texas Tollway Authority System Revenue 5.000% 1/1/33 1,500 1,669
North Texas Tollway Authority System Revenue 5.000% 1/1/34 1,575 1,747
North Texas Tollway Authority System Revenue 5.000% 1/1/35 1,000 1,104
North Texas Tollway Authority System Revenue 4.000% 1/1/36 1,015 1,051
North Texas Tollway Authority System Revenue 4.000% 1/1/37 (4) 1,500 1,559
North Texas Tollway Authority System Revenue 5.000% 1/1/38 1,000 1,148

 

 

Northwest Independent School District Texas        
GO 5.000% 2/15/26 1,000 1,165
Pasadena TX GO 4.000% 2/15/28 1,000 1,079
Pearland TX GO 4.000% 3/1/32 1,000 1,080
Pearland TX GO 4.000% 3/1/33 360 386
Pearland TX Waterworks & Sewer System        
Revenue 4.000% 9/1/32 240 256
Pearland TX Waterworks & Sewer System        
Revenue 4.000% 9/1/33 340 361
SA Energy Acquisition Public Facility Corp.        
Texas Gas Supply Revenue 5.500% 8/1/19 500 523
Sam Rayburn TX Municipal Power Agency        
Revenue 5.000% 10/1/19 210 219
San Antonio TX Electric & Gas Systems        
Revenue 5.000% 2/1/19 500 514
San Antonio TX Electric & Gas Systems        
Revenue 5.000% 2/1/21 500 543
San Antonio TX Electric & Gas Systems        
Revenue 4.000% 2/1/34 1,230 1,302
San Antonio TX Electric & Gas Systems        
Revenue 5.000% 2/1/36 1,000 1,156
San Antonio TX GO 5.000% 8/1/20 125 134
San Antonio TX GO 5.000% 2/1/22 1,000 1,087
San Antonio TX GO 5.000% 2/1/24 500 542
San Antonio TX GO 5.000% 2/1/26 1,000 1,168
San Antonio TX GO 4.000% 2/1/29 1,000 1,064
San Antonio TX Water Revenue 5.000% 5/15/34 1,000 1,155
Southwest Texas Higher Education Authority        
Inc. Revenue (Southern Methodist University        
Project) 4.000% 10/1/34 1,350 1,440
Spring Branch TX Independent School District        
GO 5.000% 2/1/20 1,000 1,059
Spring TX Independent School District GO 5.000% 8/15/32 1,000 1,158
Spring TX Independent School District GO 5.000% 8/15/35 1,370 1,585
Sugar Land TX GO 5.000% 2/15/26 500 589
Sugar Land TX GO 5.000% 2/15/27 500 591
Tarrant County TX Cultural Education Facilities        
Finance Corp. Hospital Revenue (Methodist        
Hospitals of Dallas) 5.250% 10/1/31 1,000 1,128
Tarrant County TX Cultural Education Facilities        
Finance Corp. Revenue (CHRISTUS Health) 6.250% 7/1/28 (12) 325 335
Texas A&M University System Revenue Board        
of Regents Revenue 5.000% 5/15/21 1,000 1,096
Texas A&M University System Revenue        
Financing System Revenue 5.000% 5/15/19 (Prere.) 500 519
Texas GO 4.000% 4/1/18 400 400
Texas GO 5.000% 10/1/22 1,040 1,172
Texas GO 5.000% 10/1/24 1,000 1,164
Texas GO 5.000% 10/1/27 1,400 1,592
Texas GO 5.000% 10/1/28 1,330 1,508
Texas GO 5.000% 8/1/31 500 545
Texas Municipal Gas Acquisition & Supply Corp.        
Revenue 5.250% 12/15/21 365 403
Texas Municipal Gas Acquisition & Supply Corp.        
Revenue 5.000% 12/15/22 1,005 1,118
Texas Municipal Gas Acquisition & Supply Corp.        
Revenue 5.000% 12/15/23 380 423

 

 

Texas Municipal Gas Acquisition & Supply Corp.        
Revenue 5.250% 12/15/23 235 267
Texas Municipal Gas Acquisition & Supply Corp.        
Revenue 5.250% 12/15/24 580 664
Texas Municipal Gas Acquisition & Supply Corp.        
Revenue 5.000% 12/15/25 2,215 2,451
Texas Municipal Gas Acquisition & Supply Corp.        
Revenue 5.000% 12/15/28 1,335 1,467
Texas Municipal Power Agency Revenue 5.000% 9/1/27 520 556
Texas Public Finance Authority Revenue (Texas        
Southern University) 5.000% 11/1/21 (15) 1,000 1,098
Texas State University System Financing        
System Revenue 5.000% 3/15/32 1,580 1,841
Texas Tech University System Financing        
System Revenue 5.000% 2/15/19 (Prere.) 500 515
Texas TRAN 4.000% 8/30/18 10,000 10,101
Texas Transportation Commission GO 5.000% 10/1/21 1,520 1,680
Texas Transportation Commission GO 5.000% 10/1/22 1,175 1,324
Texas Transportation Commission GO 5.000% 10/1/29 1,500 1,755
3 Texas Transportation Commission GO PUT 1.960% 10/1/18 1,500 1,500
Texas Transportation Commission Mobility Fund        
GO 5.000% 10/1/34 1,390 1,637
Texas Transportation Commission Revenue 5.000% 4/1/21 1,525 1,663
Texas Transportation Commission Revenue 5.000% 4/1/23 1,830 2,073
Texas Transportation Commission Turnpike        
System Revenue 5.000% 8/15/33 525 576
Texas Transportation Commission Turnpike        
System Revenue 5.000% 8/15/34 665 729
Texas Transportation Commission Turnpike        
System Revenue 5.000% 8/15/37 2,330 2,573
Texas Turnpike Authority Central Texas        
Turnpike System Revenue 0.000% 8/15/20 (ETM) 285 272
Texas Turnpike Authority Central Texas        
Turnpike System Revenue 0.000% 8/15/20 (2) 525 499
Texas Water Development Board Revenue 5.000% 4/15/21 1,025 1,119
Texas Water Development Board Revenue 4.000% 10/15/35 1,770 1,874
Texas Water Financial Assistance GO 5.000% 8/1/18 (Prere.) 55 56
Texas Water Financial Assistance GO 5.000% 8/1/24 500 505
Texas Water Financial Assistance GO 5.000% 8/1/25 500 505
Texas Water Financial Assistance GO 5.000% 8/1/27 445 450
Travis TX GO 5.000% 3/1/27 1,545 1,815
Trinity River Authority of Texas Regional        
Wastewater System Revenue 5.000% 8/1/27 1,000 1,180
University of Houston Texas Revenue 4.000% 2/15/33 1,840 1,952
University of North Texas Revenue 5.000% 4/15/36 1,225 1,420
University of Texas Permanent University Fund        
Revenue 5.000% 7/1/21 1,300 1,430
University of Texas System Revenue Financing        
System Revenue 5.000% 8/15/19 325 340
University of Texas System Revenue Financing        
System Revenue 5.000% 8/15/20 1,000 1,075
University of Texas System Revenue Financing        
System Revenue 5.000% 8/15/21 500 551
University of Texas System Revenue Financing        
System Revenue 5.000% 8/15/23 1,075 1,229
West Travis County TX Public Utility Agency        
Revenue 5.000% 8/15/27 (15) 1,105 1,311

 

 

West Travis County TX Public Utility Agency        
Revenue 4.000% 8/15/32 (15) 250 266
Williamson County TX GO 5.000% 2/15/23 230 256
        207,352
Utah (0.4%)        
Central Utah Water Conservancy District        
Revenue 5.000% 4/1/30 500 541
Central Utah Water Conservancy District        
Revenue 4.000% 10/1/32 1,000 1,083
Jordan Valley UT Water Conservancy District        
Revenue 4.000% 10/1/32 750 806
Salt Lake City UT Sales Tax Revenue 5.000% 2/1/30 1,355 1,605
Utah Associated Municipal Power Systems        
Revenue (Horse Butte Wind Project) 5.000% 9/1/22 (Prere.) 350 394
Utah GO 4.500% 7/1/19 2,000 2,071
Utah GO 5.000% 7/1/19 615 641
Utah GO 5.000% 7/1/21 1,300 1,431
Utah GO 5.000% 7/1/22 1,400 1,573
Utah GO 5.000% 7/1/23 3,500 4,005
Utah GO 5.000% 7/1/24 1,000 1,165
Utah Transit Authority Sales Tax Revenue 5.000% 6/15/26 1,000 1,170
        16,485
Virginia (1.5%)        
Arlington County VA GO 5.000% 8/15/19 1,535 1,605
Arlington County VA GO 5.000% 8/1/23 600 674
Arlington County VA GO 5.000% 8/15/26 2,000 2,404
Chesapeake VA Toll Road Revenue 5.000% 7/15/21 500 552
Chesterfield County VA GO 5.000% 1/1/22 900 1,000
Fairfax County VA GO 4.000% 10/1/19 2,000 2,070
Fairfax County VA GO 5.000% 10/1/20 1,710 1,846
Fairfax County VA GO 5.000% 10/1/23 1,255 1,442
Fairfax County VA GO 4.000% 10/1/32 1,415 1,539
Fairfax County VA Public Improvement GO 5.000% 4/1/21 300 328
Fairfax County VA Sewer Revenue 4.000% 7/15/21 1,790 1,915
Fairfax County VA Water Authority Revenue 5.000% 4/1/25 500 559
Norfolk VA GO 5.000% 10/1/20 775 835
Norfolk VA GO 5.000% 8/1/21 2,040 2,244
Norfolk VA GO 5.000% 9/1/29 1,395 1,607
Norfolk VA GO 5.000% 9/1/30 1,065 1,226
Norfolk VA GO 5.000% 9/1/32 1,345 1,540
Norfolk VA Water Revenue 5.000% 5/1/22 (Prere.) 495 552
Norfolk VA Water Revenue 5.000% 11/1/31 5 6
Norfolk VA Water Revenue 5.000% 11/1/34 1,155 1,364
Richmond VA GO 5.000% 3/1/25 1,650 1,925
Richmond VA Public Utility Revenue 5.000% 1/15/28 1,000 1,178
Roanoke VA Economic Development Authority        
Hospital Revenue (Carilion Clinic Obligated        
Group) 5.000% 7/1/30 500 543
Stafford County VA Economic Development        
Authority Hospital Facilities Revenue (Mary        
Washington Healthcare Obligated Group) 5.000% 6/15/24 750 843
Virginia College Building Authority Educational        
Facilities Revenue (21st Century College &        
Equipment Programs) 5.000% 2/1/21 1,000 1,086

 

 

Virginia College Building Authority Educational        
Facilities Revenue (21st Century College &        
Equipment Programs) 4.000% 2/1/34 1,900 2,027
Virginia College Building Authority Educational        
Facilities Revenue (Public Higher Education        
Financing Program) 5.000% 9/1/19 1,570 1,643
Virginia College Building Authority Educational        
Facilities Revenue (Public Higher Education        
Financing Program) 5.000% 9/1/22 355 399
Virginia Commonwealth Transportation Board        
Revenue 5.000% 9/15/21 2,410 2,657
Virginia Commonwealth Transportation Board        
Revenue 5.000% 5/15/26 1,220 1,447
Virginia Commonwealth Transportation Board        
Revenue 5.000% 3/15/27 2,000 2,393
Virginia Commonwealth Transportation Board        
Revenue 4.000% 5/15/35 1,280 1,361
Virginia Commonwealth Transportation Board        
Revenue 4.000% 5/15/35 1,750 1,862
Virginia Commonwealth Transportation Board        
Revenue 4.000% 5/15/36 1,695 1,799
Virginia Public Building Authority Public Facilities        
Revenue 5.000% 8/1/19 1,495 1,561
Virginia Public Building Authority Public Facilities        
Revenue 5.000% 8/1/24 1,250 1,445
Virginia Public School Authority Revenue 5.000% 8/1/19 500 522
Virginia Public School Authority Revenue 5.000% 3/1/20 3,700 3,931
Virginia Public School Authority Revenue 4.000% 8/1/20 1,700 1,785
Virginia Public School Authority Revenue 5.000% 8/1/26 1,500 1,795
Virginia Public School Authority Revenue 5.000% 8/1/29 1,500 1,780
Virginia Public School Authority School        
Technology & Security Notes Revenue 5.000% 4/15/21 1,055 1,151
        60,441
Washington (1.1%)        
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.000% 11/1/26 750 900
Energy Northwest Washington Electric Revenue        
(Columbia Generating Station) 5.000% 7/1/20 500 536
Energy Northwest Washington Electric Revenue        
(Columbia Generating Station) 5.000% 7/1/31 1,200 1,376
Energy Northwest Washington Electric Revenue        
(Project No. 1) 5.000% 7/1/21 1,355 1,487
King County WA GO 5.000% 1/1/19 150 154
King County WA GO 5.000% 7/1/20 1,250 1,341
King County WA GO 5.000% 1/1/24 500 553
King County WA GO 4.000% 12/1/32 1,500 1,603
King County WA Sewer Revenue 5.000% 1/1/20 1,000 1,057
Kitsap County WA School District No. 401 GO 4.000% 12/1/33 755 806
Lewis County WA Public Utility District No. 1        
Revenue (Cowlitz Falls Hydroelectric Project) 5.000% 10/1/21 1,000 1,103
Northwest Energy Washington Electric Revenue        
(Bonneville Power Administration) 5.000% 7/1/28 2,550 2,831
Pierce County School District No. 3 Puyallup 5.000% 12/1/25 1,000 1,125
Pierce County WA School District No. 402 GO 4.000% 12/1/33 1,840 1,971
Port of Seattle WA Revenue 5.000% 8/1/29 250 276
Seattle WA GO 5.000% 6/1/21 1,000 1,098
State of Washington 4.000% 7/1/27 2,425 2,581

 

 

University of Washington Revenue 5.000% 4/1/31 335 364
Washington (Motor Vehicle Fuel Tax) GO 5.000% 7/1/18 (Prere.) 425 429
Washington (Motor Vehicle Fuel Tax) GO 5.000% 7/1/23 375 410
Washington (Motor Vehicle Fuel Tax) GO 5.000% 7/1/27 1,000 1,150
Washington (Motor Vehicle Fuel Tax) GO 4.000% 7/1/31 1,500 1,600
Washington Economic Development Finance        
Authority Lease Revenue (Washington        
Biomedical Research Properties 2) 5.000% 6/1/25 1,090 1,263
Washington GO 5.000% 7/1/18 675 681
Washington GO 5.000% 7/1/18 (Prere.) 500 504
Washington GO 5.000% 8/1/19 (Prere.) 500 522
Washington GO 0.000% 6/1/20 (14) 500 480
Washington GO 5.000% 7/1/20 1,000 1,071
Washington GO 5.000% 2/1/22 (Prere.) 500 556
Washington GO 5.000% 7/1/22 1,390 1,556
Washington GO 5.000% 7/1/23 1,000 1,139
Washington GO 5.000% 7/1/25 1,500 1,736
Washington GO 5.000% 7/1/25 500 557
Washington GO 5.000% 8/1/27 1,000 1,163
Washington GO 5.000% 8/1/27 1,160 1,391
Washington GO 5.000% 8/1/30 1,585 1,879
Washington GO 5.000% 8/1/31 1,970 2,329
Washington Health Care Facilities Authority        
Revenue (Central Washington Health        
Services Association) 5.000% 7/1/30 1,760 1,957
Washington Health Care Facilities Authority        
Revenue (MultiCare Health System) 5.000% 8/15/32 1,000 1,172
Washington Health Care Facilities Authority        
Revenue (Providence Health & Services) 5.000% 10/1/33 880 970
Washington State University General Revenue 5.000% 10/1/31 500 546
        46,223
West Virginia (0.2%)        
West Virginia Economic Development Authority        
Lottery Revenue 5.000% 6/15/29 1,180 1,387
West Virginia Economic Development Authority        
Lottery Revenue 4.000% 6/15/37 1,545 1,589
West Virginia Higher Education Policy        
Commission Revenue 5.000% 7/1/37 1,315 1,500
West Virginia Hospital Finance Authority        
Hospital Revenue (Charleston Area Medical        
Center Inc.) 5.125% 9/1/23 1,055 1,092
West Virginia Hospital Finance Authority        
Hospital Revenue (Charleston Area Medical        
Center Inc.) 5.625% 9/1/32 3,120 3,247
        8,815
Wisconsin (0.9%)        
Madison WI Area Technical College GO 4.000% 3/1/25 1,835 2,010
Milwaukee WI GO 4.000% 3/15/19 1,000 1,022
Milwaukee WI GO 4.000% 3/15/20 1,000 1,042
Wisconsin General Fund Annual Appropriation        
Revenue 5.625% 5/1/19 (Prere.) 45 47
Wisconsin General Fund Annual Appropriation        
Revenue 5.625% 5/1/28 415 432
Wisconsin GO 5.000% 5/1/18 (Prere.) 500 501
Wisconsin GO 5.000% 5/1/19 1,335 1,383
Wisconsin GO 5.000% 11/1/19 1,250 1,315

 

 

Wisconsin GO 5.000% 5/1/20 1,000 1,066
Wisconsin GO 5.000% 5/1/21 760 831
Wisconsin GO 5.000% 5/1/21 (ETM) 15 16
Wisconsin GO 5.000% 5/1/22 (Prere.) 35 39
Wisconsin GO 5.000% 11/1/23 2,405 2,762
Wisconsin GO 5.000% 5/1/24 500 555
Wisconsin GO 5.000% 5/1/26 2,200 2,440
Wisconsin GO 5.000% 5/1/36 2,000 2,272
Wisconsin Health & Educational Facilities        
Authority Revenue (Agnesian HealthCare Inc.) 5.000% 7/1/31 1,065 1,212
Wisconsin Health & Educational Facilities        
Authority Revenue (Ascension Health Alliance        
Credit Group) 4.000% 11/15/33 2,000 2,084
Wisconsin Health & Educational Facilities        
Authority Revenue (Ascension Health Alliance        
Credit Group) 4.000% 11/15/34 1,500 1,558
Wisconsin Health & Educational Facilities        
Authority Revenue (Ascension Health Alliance        
Credit Group) 5.000% 11/15/36 1,800 2,047
Wisconsin Health & Educational Facilities        
Authority Revenue (Aspirus, Inc. Obligated        
Group) 5.000% 8/15/25 1,570 1,770
Wisconsin Health & Educational Facilities        
Authority Revenue (Aurora Health Care Inc.) 5.000% 7/15/23 1,150 1,244
Wisconsin Health & Educational Facilities        
Authority Revenue (Children's Hospital of        
Wisconsin Inc.) 4.000% 8/15/31 1,010 1,068
Wisconsin Health & Educational Facilities        
Authority Revenue (Marquette University) 5.000% 10/1/30 500 551
Wisconsin Public Finance Authority Hospital        
Revenue (Renown Regional Medical Center) 5.000% 6/1/30 1,075 1,216
Wisconsin Public Power System Power Supply        
System Revenue 5.000% 7/1/32 500 556
Wisconsin Transportation Revenue 5.000% 7/1/22 (Prere.) 115 129
Wisconsin Transportation Revenue 5.000% 7/1/23 385 432
Wisconsin Transportation Revenue 5.000% 7/1/31 1,265 1,503
Wisconsin Transportation Revenue 5.000% 7/1/33 2,755 3,129
        36,232
Wyoming (0.0%)        
Wyoming Municipal Power Agency Power        
Supply Revenue 5.000% 1/1/34 (15) 1,000 1,130
Total Tax-Exempt Municipal Bonds (Cost $2,082,797)     2,099,804
Temporary Cash Investments (0.0%)1        
U.S. Government and Agency Obligations (0.0%)        
United States Treasury Bill 1.559% 5/24/18 200 199
6 United States Treasury Bill 1.509% 6/21/18 300 299
Total Temporary Cash Investments (Cost $499)       498
Total Investments (99.5%) (Cost $3,111,924)       3,984,868
Other Assets and Liabilities (0.5%)       18,576
Net Assets (100%)       4,003,444

 

* Non-income-producing security.
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 47.6% and -0.5%, respectively, of net assets.
2 Security value determined using significant unobservable inputs.

 

3 Adjustable-rate security based upon SIFMA Municipal Swap Index Yield plus spread.
4 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, 2018, the aggregate
value of these securities was $1,336,000, representing 0.0% of net assets.
5 Security purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of
March 31, 2018.
6 Securities with a value of $1,631,000 have been segregated as initial margin for open futures contracts.
CVR—Contingent Value Rights.

KEY TO ABBREVIATIONS

ARS - Auction Rate Security.
BAN - Bond Anticipation Note.
COP - Certificate of Participation.
CP - Commercial Paper.
FR - Floating Rate.
GAN - Grant Anticipation Note.
GO - General Obligation Bond.
PILOT – Payments in Lieu of Taxes.
PUT - Put Option Obligation.
RAN - Revenue Anticipation Note.
TAN - Tax Anticipation Note.
TOB - Tender Option Bond.
TRAN - Tax Revenue Anticipation Note.
VRDO - Variable Rate Demand Obligation.
VRDP - Variable Rate Demand Preferred.
(ETM) - Escrowed to Maturity.
(Prere.) - Prerefunded.

Scheduled principal and interest payments are guaranteed by:
(1) MBIA (Municipal Bond Investors Assurance).
(2) AMBAC (Ambac Assurance Corporation).
(3) FGIC (Financial Guaranty Insurance Company).
(4) AGM (Assured Guaranty Municipal Corporation).
(5) BIGI (Bond Investors Guaranty Insurance).
(6) Connie Lee Inc.
(7) FHA (Federal Housing Authority).
(8) CapMAC (Capital Markets Assurance Corporation).
(9) American Capital Access Financial Guaranty Corporation.
(10) XL Capital Assurance Inc.
(11) CIFG (CDC IXIS Financial Guaranty).
(12) AGC (Assured Guaranty Corporation).

 

Tax-Managed Balanced Fund

(13) BHAC (Berkshire Hathaway Assurance Corporation).
(14) NPFG (National Public Finance Guarantee Corporation).
(15) BAM (Build America Mutual Assurance Company).
(16) MAC (Municipal Assurance Corporation).
(17) RAA (Radian Asset Assurance Inc.).
(18) SBLF (Michigan School Bond Loan Fund).
(19) TPSF (Texas Permanent School Fund).
The insurance does not guarantee the market value of the municipal bonds.

LOC - Scheduled principal and interest payments are guaranteed by bank letter of credit.

Derivative Financial Instruments Outstanding as of Period End      
 
Futures Contracts        
      ($000)
        Value and
    Number of   Unrealized
    Long (Short) Notional Appreciation
  Expiration Contracts Amount (Depreciation)
Long Futures Contracts        
2-Year U.S. Treasury Note June 2018 217 46,136 32
E-mini S&P 500 Index June 2018 151 19,955 (184)
5-Year U.S. Treasury Note June 2018 16 1,831 9
10-Year U.S. Treasury Note June 2018 10 1,211 9
        (134)
 
Short Futures Contracts        
30-Year U.S. Treasury Bond June 2018 (52) (7,625) (188)
Ultra 10-Year U.S. Treasury Note June 2018 (45) (5,844) (65)
        (253)
        (387)

 

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

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. Securities for
which market quotations are not readily available, or whose values have been materially affected by

 

Tax-Managed Balanced Fund

events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

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

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

The following table summarizes the market value of the fund's investments as of March 31, 2018, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Common Stocks 1,884,534 — 32
Tax-Exempt Municipal Bonds — 2,099,804 —
Temporary Cash Investments — 498 —
Futures Contracts—Assets1 401 — —
Futures Contracts—Liabilities1 (159) — —
Total 1,884,776 2,100,302 32
1 Represents variation margin on the last day of the reporting period.

 

C. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The fund also uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market while maintaining liquidity. The fund may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds and stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract.

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

D. At March 31, 2018, the cost of investment securities for tax purposes was $3,111,924,000. Net unrealized appreciation of investment securities for tax purposes was $872,944,000, consisting of unrealized gains of $897,691,000 on securities that had risen in value since their purchase and $24,747,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Tax-Managed Small-Cap Fund    
 
 
 
Schedule of Investments (unaudited)    
As of March 31, 2018    
 
      Market
      Value
    Shares ($000)
Common Stocks (99.5%)1    
Consumer Discretionary (15.1%)    
* Five Below Inc. 429,170 31,475
  Marriott Vacations Worldwide Corp. 180,808 24,084
* Ollie's Bargain Outlet Holdings Inc. 378,645 22,832
* TopBuild Corp. 279,164 21,362
  Wolverine World Wide Inc. 728,871 21,064
  LCI Industries 199,155 20,742
* Shutterfly Inc. 255,102 20,727
* RH 210,190 20,027
  Lithia Motors Inc. Class A 187,503 18,848
  Children's Place Inc. 134,968 18,254
  Steven Madden Ltd. 402,865 17,686
* Penn National Gaming Inc. 650,928 17,093
* Cooper-Standard Holdings Inc. 129,841 15,946
* Dorman Products Inc. 234,341 15,516
* iRobot Corp. 222,395 14,276
  Abercrombie & Fitch Co. 572,010 13,848
  Monro Inc. 256,934 13,772
* Meritage Homes Corp. 293,218 13,268
* Dave & Buster's Entertainment Inc. 314,389 13,123
  DSW Inc. Class A 569,209 12,784
* G-III Apparel Group Ltd. 333,945 12,583
* Sleep Number Corp. 350,382 12,316
  Callaway Golf Co. 732,674 11,987
* American Axle & Manufacturing Holdings Inc. 784,486 11,940
* Cavco Industries Inc. 67,450 11,719
  La-Z-Boy Inc. 381,659 11,431
  Caleres Inc. 331,282 11,131
  World Wrestling Entertainment Inc. Class A 305,232 10,991
  Wingstop Inc. 230,280 10,876
  Group 1 Automotive Inc. 161,842 10,575
* Asbury Automotive Group Inc. 153,953 10,392
* Fox Factory Holding Corp. 292,214 10,198
  Guess? Inc. 489,841 10,159
* LGI Homes Inc. 143,530 10,129
* Installed Building Products Inc. 168,127 10,096
* Gentherm Inc. 296,098 10,053
  Dine Brands Global Inc. 152,158 9,979
  MDC Holdings Inc. 356,116 9,943
  Tailored Brands Inc. 390,274 9,780
  Oxford Industries Inc. 130,644 9,741
  Chico's FAS Inc. 1,010,291 9,133
  Gannett Co. Inc. 907,995 9,062
* Crocs Inc. 556,605 9,045
  Strayer Education Inc. 84,568 8,546
  Winnebago Industries Inc. 226,236 8,506
  Scholastic Corp. 217,380 8,443
  Capella Education Co. 95,497 8,342
  Sonic Corp. 328,201 8,280
  New Media Investment Group Inc. 467,191 8,008

 

 

Standard Motor Products Inc. 166,466 7,919
Core-Mark Holding Co. Inc. 367,716 7,818
PetMed Express Inc. 181,348 7,571
* Vista Outdoor Inc. 449,367 7,334
Sturm Ruger & Co. Inc. 139,065 7,301
* M/I Homes Inc. 226,564 7,216
* Belmond Ltd. Class A 639,408 7,129
* Career Education Corp. 535,662 7,039
* Genesco Inc. 160,784 6,528
* William Lyon Homes Class A 233,799 6,427
Nutrisystem Inc. 238,068 6,416
BJ's Restaurants Inc. 138,589 6,223
* Universal Electronics Inc. 117,837 6,133
* American Public Education Inc. 142,132 6,112
Ruth's Hospitality Group Inc. 245,939 6,013
* Shake Shack Inc. Class A 141,252 5,880
* Red Robin Gourmet Burgers Inc. 98,740 5,727
Movado Group Inc. 146,908 5,641
Marcus Corp. 177,651 5,392
* Lumber Liquidators Holdings Inc. 224,101 5,360
EW Scripps Co. Class A 435,296 5,219
Buckle Inc. 231,635 5,131
* Unifi Inc. 141,097 5,115
Sonic Automotive Inc. Class A 267,328 5,066
* Zumiez Inc. 211,817 5,062
Ethan Allen Interiors Inc. 212,895 4,886
* Express Inc. 643,975 4,611
* Regis Corp. 294,564 4,457
* Fossil Group Inc. 347,562 4,414
* Monarch Casino & Resort Inc. 96,303 4,073
* Fiesta Restaurant Group Inc. 219,163 4,054
* Hibbett Sports Inc. 167,843 4,020
Rent-A-Center Inc. 421,103 3,634
* Motorcar Parts of America Inc. 164,430 3,524
* Biglari Holdings Inc. 8,583 3,505
* Nautilus Inc. 257,108 3,458
* MarineMax Inc. 177,787 3,458
Haverty Furniture Cos. Inc. 165,576 3,336
* Perry Ellis International Inc. 121,093 3,124
Cato Corp. Class A 202,419 2,984
* Ascena Retail Group Inc. 1,471,988 2,959
Finish Line Inc. Class A 218,049 2,952
* Chuy's Holdings Inc. 112,187 2,939
Superior Industries International Inc. 210,479 2,799
Shoe Carnival Inc. 100,741 2,398
* Barnes & Noble Education Inc. 326,674 2,251
Tile Shop Holdings Inc. 316,970 1,902
Barnes & Noble Inc. 383,943 1,900
* Vera Bradley Inc. 178,182 1,890
* Francesca's Holdings Corp. 381,407 1,831
* El Pollo Loco Holdings Inc. 182,975 1,738
Big 5 Sporting Goods Corp. 206,475 1,497
* Kirkland's Inc. 143,382 1,389
* Vitamin Shoppe Inc. 272,021 1,183
Fred's Inc. Class A 295,183 883
* FTD Cos. Inc. 122,319 445
    905,377

 

 

Consumer Staples (3.0%)    
* Darling Ingredients Inc. 1,292,216 22,355
J&J Snack Foods Corp. 118,181 16,139
WD-40 Co. 105,694 13,920
B&G Foods Inc. 521,684 12,364
Calavo Growers Inc. 124,915 11,517
* Central Garden & Pet Co. Class A 273,425 10,830
* Cal-Maine Foods Inc. 230,634 10,079
* Avon Products Inc. 3,425,306 9,728
MGP Ingredients Inc. 104,608 9,372
Universal Corp. 182,815 8,866
Medifast Inc. 81,663 7,631
Andersons Inc. 223,620 7,402
Dean Foods Co. 729,200 6,286
Coca-Cola Bottling Co. Consolidated 36,336 6,274
Inter Parfums Inc. 129,304 6,097
SpartanNash Co. 295,721 5,089
John B Sanfilippo & Son Inc. 80,459 4,656
SUPERVALU Inc. 298,593 4,548
* Central Garden & Pet Co. 77,959 3,352
* Seneca Foods Corp. Class A 71,299 1,975
    178,480
Energy (3.2%)    
* PDC Energy Inc. 511,001 25,054
* SRC Energy Inc. 1,890,275 17,825
US Silica Holdings Inc. 635,862 16,227
* McDermott International Inc. 2,198,248 13,387
* Oil States International Inc. 452,316 11,851
* Carrizo Oil & Gas Inc. 619,344 9,909
* Denbury Resources Inc. 3,252,112 8,911
* Unit Corp. 424,673 8,392
* Noble Corp. plc 2,098,926 7,787
* Exterran Corp. 242,499 6,475
* SEACOR Holdings Inc. 120,412 6,153
* HighPoint Resources Corp. 1,199,692 6,094
* Ring Energy Inc. 405,286 5,816
* CONSOL Energy Inc. 200,743 5,816
* Newpark Resources Inc. 688,745 5,579
Archrock Inc. 592,717 5,186
Green Plains Inc. 308,267 5,179
* Helix Energy Solutions Group Inc. 818,948 4,742
* REX American Resources Corp. 50,561 3,681
* TETRA Technologies Inc. 902,437 3,384
Bristow Group Inc. 259,856 3,378
* Matrix Service Co. 213,242 2,921
* Par Pacific Holdings Inc. 162,123 2,784
* Pioneer Energy Services Corp. 728,478 1,967
* Cloud Peak Energy Inc. 622,218 1,811
* CARBO Ceramics Inc. 202,563 1,469
* Era Group Inc. 134,669 1,259
* Geospace Technologies Corp. 77,545 765
Gulf Island Fabrication Inc. 85,269 605
    194,407
Financials (16.7%)    
FirstCash Inc. 363,219 29,512
Selective Insurance Group Inc. 445,192 27,023

 

 

First Financial Bankshares Inc. 506,599 23,456
* Green Dot Corp. Class A 358,732 23,016
Columbia Banking System Inc. 539,397 22,628
Glacier Bancorp Inc. 582,671 22,363
American Equity Investment Life Holding Co. 697,398 20,476
Community Bank System Inc. 375,726 20,124
ProAssurance Corp. 407,238 19,771
Hope Bancorp Inc. 1,026,892 18,679
Great Western Bancorp Inc. 460,910 18,561
RLI Corp. 291,651 18,488
First Midwest Bancorp Inc. 746,684 18,361
CVB Financial Corp. 786,728 17,812
United Community Banks Inc. 551,959 17,470
* BofI Holding Inc. 430,828 17,461
Financial Engines Inc. 486,428 17,025
Old National Bancorp 1,006,352 17,007
Simmons First National Corp. Class A 590,010 16,786
Ameris Bancorp 294,218 15,564
Independent Bank Corp. 211,586 15,139
Apollo Commercial Real Estate Finance Inc. 831,655 14,953
First Financial Bancorp 506,855 14,876
Banner Corp. 263,310 14,611
ServisFirst Bancshares Inc. 343,594 14,026
LegacyTexas Financial Group Inc. 326,298 13,972
* PRA Group Inc. 354,954 13,488
Northwest Bancshares Inc. 799,356 13,237
Walker & Dunlop Inc. 221,629 13,169
Horace Mann Educators Corp. 307,146 13,131
Invesco Mortgage Capital Inc. 784,562 12,851
NBT Bancorp Inc. 361,404 12,823
Westamerica Bancorporation 220,364 12,799
Waddell & Reed Financial Inc. Class A 631,845 12,770
* Pacific Premier Bancorp Inc. 308,126 12,387
Provident Financial Services Inc. 454,407 11,628
First Commonwealth Financial Corp. 811,677 11,469
S&T Bancorp Inc. 276,708 11,052
Boston Private Financial Holdings Inc. 730,614 10,996
Navigators Group Inc. 187,187 10,791
Brookline Bancorp Inc. 652,737 10,574
Employers Holdings Inc. 258,342 10,450
City Holding Co. 150,182 10,297
Infinity Property & Casualty Corp. 86,139 10,199
Hanmi Financial Corp. 314,258 9,663
Piper Jaffray Cos. 110,908 9,211
Safety Insurance Group Inc. 119,516 9,185
* First BanCorp 1,502,333 9,044
* Third Point Reinsurance Ltd. 641,960 8,955
AMERISAFE Inc. 158,993 8,784
* Encore Capital Group Inc. 190,270 8,600
* Seacoast Banking Corp. of Florida 316,373 8,374
Southside Bancshares Inc. 240,611 8,359
Universal Insurance Holdings Inc. 259,572 8,280
Stewart Information Services Corp. 187,889 8,256
Tompkins Financial Corp. 108,587 8,227
United Fire Group Inc. 171,693 8,217
Central Pacific Financial Corp. 283,372 8,065
WisdomTree Investments Inc. 877,545 8,047

 

 

Meta Financial Group Inc. 71,947 7,857
National Bank Holdings Corp. Class A 231,289 7,690
* NMI Holdings Inc. Class A 462,178 7,649
* Customers Bancorp Inc. 247,128 7,204
Banc of California Inc. 372,231 7,184
TrustCo Bank Corp. NY 837,087 7,073
James River Group Holdings Ltd. 194,606 6,903
Oritani Financial Corp. 439,049 6,739
Northfield Bancorp Inc. 424,872 6,632
Virtus Investment Partners Inc. 52,290 6,474
Capstead Mortgage Corp. 724,885 6,270
* World Acceptance Corp. 57,958 6,103
ARMOUR Residential REIT Inc. 260,062 6,054
* HomeStreet Inc. 210,719 6,037
* Enova International Inc. 267,777 5,905
* EZCORP Inc. Class A 411,065 5,426
* INTL. FCStone Inc. 125,603 5,361
Dime Community Bancshares Inc. 289,384 5,325
OFG Bancorp 489,877 5,119
Investment Technology Group Inc. 257,745 5,088
PennyMac Mortgage Investment Trust 273,774 4,936
Fidelity Southern Corp. 212,550 4,904
* Green Bancorp Inc. 200,200 4,454
* Donnelley Financial Solutions Inc. 252,319 4,332
Opus Bank 154,258 4,319
Greenhill & Co. Inc. 205,531 3,802
New York Mortgage Trust Inc. 566,400 3,359
Maiden Holdings Ltd. 502,280 3,265
United Insurance Holdings Corp. 157,600 3,016
HCI Group Inc. 74,406 2,839
* eHealth Inc. 165,560 2,369
    1,002,226
Health Care (12.8%)    
Chemed Corp. 123,493 33,696
* Haemonetics Corp. 420,224 30,744
* Integra LifeSciences Holdings Corp. 492,870 27,275
* Ligand Pharmaceuticals Inc. 163,837 27,059
* Neogen Corp. 398,782 26,714
* HealthEquity Inc. 409,976 24,820
* AMN Healthcare Services Inc. 376,670 21,376
* Magellan Health Inc. 190,364 20,388
* Supernus Pharmaceuticals Inc. 410,404 18,796
* Merit Medical Systems Inc. 396,318 17,973
* Medicines Co. 535,650 17,644
* Inogen Inc. 132,763 16,309
* Myriad Genetics Inc. 547,062 16,166
* Select Medical Holdings Corp. 849,532 14,654
* Emergent BioSolutions Inc. 277,718 14,622
* Amedisys Inc. 224,489 13,546
* Omnicell Inc. 307,176 13,331
* Cambrex Corp. 254,851 13,329
* Integer Holdings Corp. 225,899 12,775
Abaxis Inc. 179,540 12,679
* Corcept Therapeutics Inc. 766,000 12,601
CONMED Corp. 197,441 12,504
* Spectrum Pharmaceuticals Inc. 721,113 11,603
* Impax Laboratories Inc. 587,406 11,425

 

 

* HMS Holdings Corp. 664,928 11,197
* Momenta Pharmaceuticals Inc. 610,860 11,087
* Tivity Health Inc. 271,104 10,749
* Repligen Corp. 295,343 10,686
* Varex Imaging Corp. 295,259 10,564
* Enanta Pharmaceuticals Inc. 128,706 10,414
Ensign Group Inc. 389,824 10,252
* Innoviva Inc. 612,293 10,207
Analogic Corp. 99,614 9,553
* Acorda Therapeutics Inc. 372,454 8,809
US Physical Therapy Inc. 105,200 8,553
* Orthofix International NV 145,102 8,529
* OraSure Technologies Inc. 485,592 8,202
* Natus Medical Inc. 236,668 7,964
Owens & Minor Inc. 504,500 7,845
* LHC Group Inc. 126,655 7,797
* Diplomat Pharmacy Inc. 385,837 7,775
* BioTelemetry Inc. 247,522 7,686
* Providence Service Corp. 109,851 7,595
Luminex Corp. 333,386 7,024
Phibro Animal Health Corp. Class A 171,017 6,789
* Kindred Healthcare Inc. 718,558 6,575
* Anika Therapeutics Inc. 117,015 5,818
* Almost Family Inc. 103,762 5,811
* Quality Systems Inc. 419,806 5,730
* MiMedx Group Inc. 815,206 5,682
* Amphastar Pharmaceuticals Inc. 300,111 5,627
HealthStream Inc. 223,290 5,544
* AngioDynamics Inc. 307,249 5,300
* AMAG Pharmaceuticals Inc. 261,422 5,268
Meridian Bioscience Inc. 368,889 5,238
* CryoLife Inc. 259,635 5,206
* Cutera Inc. 93,167 4,682
Invacare Corp. 268,883 4,679
* Surmodics Inc. 121,037 4,605
* CorVel Corp. 90,653 4,582
LeMaitre Vascular Inc. 125,382 4,543
* ANI Pharmaceuticals Inc. 72,974 4,249
* Progenics Pharmaceuticals Inc. 551,039 4,111
* Lannett Co. Inc. 245,033 3,933
* Lantheus Holdings Inc. 241,563 3,841
* Tactile Systems Technology Inc. 120,419 3,829
* Heska Corp. 47,951 3,791
* Eagle Pharmaceuticals Inc. 69,488 3,661
* Community Health Systems Inc. 908,904 3,599
Computer Programs & Systems Inc. 117,218 3,423
* Cross Country Healthcare Inc. 305,560 3,395
* Depomed Inc. 506,533 3,338
* Quorum Health Corp. 326,270 2,669
* Cytokinetics Inc. 326,723 2,352
* Tabula Rasa HealthCare Inc. 55,000 2,134
Aceto Corp. 263,327 2,001
    766,522
Industrials (19.6%)    
* On Assignment Inc. 376,922 30,862
John Bean Technologies Corp. 246,981 28,008
* Trex Co. Inc. 232,303 25,268

 

 

* Proto Labs Inc. 197,294 23,192
Barnes Group Inc. 382,984 22,937
Korn/Ferry International 440,160 22,708
Hillenbrand Inc. 488,584 22,426
SkyWest Inc. 409,400 22,271
Tetra Tech Inc. 443,156 21,692
Applied Industrial Technologies Inc. 297,233 21,668
* Moog Inc. Class A 252,585 20,816
Insperity Inc. 293,292 20,398
UniFirst Corp. 118,897 19,220
Simpson Manufacturing Co. Inc. 324,278 18,675
* Mercury Systems Inc. 382,093 18,463
ABM Industries Inc. 519,745 17,401
Allegiant Travel Co. Class A 100,770 17,388
Watts Water Technologies Inc. Class A 213,678 16,603
* Axon Enterprise Inc. 421,011 16,550
* Aerojet Rocketdyne Holdings Inc. 590,845 16,526
* SPX FLOW Inc. 335,748 16,515
Mobile Mini Inc. 364,966 15,876
Universal Forest Products Inc. 488,066 15,838
Hawaiian Holdings Inc. 408,944 15,826
Exponent Inc. 198,097 15,580
* Saia Inc. 199,837 15,018
Brady Corp. Class A 394,841 14,668
* Chart Industries Inc. 246,320 14,540
* FTI Consulting Inc. 296,566 14,357
Albany International Corp. 226,671 14,212
* WageWorks Inc. 311,473 14,079
EnPro Industries Inc. 175,829 13,606
Kaman Corp. 216,916 13,475
* Harsco Corp. 646,800 13,356
Matthews International Corp. Class A 260,421 13,177
AAON Inc. 328,158 12,798
Franklin Electric Co. Inc. 311,698 12,702
Cubic Corp. 197,625 12,569
Interface Inc. Class A 494,191 12,454
Mueller Industries Inc. 475,784 12,446
Forward Air Corp. 231,598 12,242
ESCO Technologies Inc. 208,669 12,218
* Atlas Air Worldwide Holdings Inc. 201,203 12,163
Comfort Systems USA Inc. 293,547 12,109
* Patrick Industries Inc. 195,223 12,075
General Cable Corp. 400,159 11,845
Greenbrier Cos. Inc. 229,631 11,539
AAR Corp. 255,987 11,292
* SPX Corp. 345,251 11,214
* Hub Group Inc. Class A 263,817 11,041
* American Woodmark Corp. 111,999 11,026
Actuant Corp. Class A 473,883 11,018
Federal Signal Corp. 486,814 10,720
Raven Industries Inc. 294,077 10,307
Triumph Group Inc. 396,830 10,000
Apogee Enterprises Inc. 229,222 9,937
US Ecology Inc. 186,340 9,932
Standex International Corp. 103,991 9,916
Tennant Co. 144,309 9,770
Viad Corp. 183,879 9,644

 

 

Wabash National Corp. 458,837 9,548
Encore Wire Corp. 166,151 9,421
Matson Inc. 323,897 9,276
* Gibraltar Industries Inc. 258,879 8,763
* TrueBlue Inc. 331,217 8,578
Astec Industries Inc. 153,047 8,445
AZZ Inc. 189,329 8,274
Alamo Group Inc. 74,727 8,212
Briggs & Stratton Corp. 362,031 7,751
* Aerovironment Inc. 169,784 7,727
Lindsay Corp. 84,196 7,699
* PGT Innovations Inc. 406,769 7,586
Multi-Color Corp. 112,345 7,420
* Navigant Consulting Inc. 375,426 7,223
Kelly Services Inc. Class A 248,610 7,220
* Lydall Inc. 147,620 7,123
Marten Transport Ltd. 310,414 7,077
Heartland Express Inc. 382,031 6,873
ArcBest Corp. 207,782 6,659
* Aegion Corp. Class A 283,628 6,498
* Echo Global Logistics Inc. 218,025 6,017
CIRCOR International Inc. 134,149 5,723
RR Donnelley & Sons Co. 613,709 5,358
Heidrick & Struggles International Inc. 170,475 5,327
Quanex Building Products Corp. 303,111 5,274
* DXP Enterprises Inc. 134,763 5,249
Titan International Inc. 407,478 5,138
Griffon Corp. 271,017 4,946
LSC Communications Inc. 277,542 4,843
Resources Connection Inc. 291,293 4,719
National Presto Industries Inc. 46,169 4,328
* MYR Group Inc. 140,111 4,318
Insteel Industries Inc. 155,243 4,289
Forrester Research Inc. 96,364 3,994
* Vicor Corp. 137,603 3,929
* Engility Holdings Inc. 154,783 3,777
* Veritiv Corp. 94,717 3,713
* Team Inc. 252,097 3,466
Powell Industries Inc. 93,577 2,512
* Orion Group Holdings Inc. 306,958 2,023
Essendant Inc. 255,479 1,993
* Roadrunner Transportation Systems Inc. 350,822 891
    1,175,372
Information Technology (15.5%)    
* Lumentum Holdings Inc. 498,987 31,835
* CACI International Inc. Class A 190,857 28,886
* Stamps.com Inc. 129,864 26,109
Cabot Microelectronics Corp. 199,269 21,344
* Semtech Corp. 519,114 20,271
* Advanced Energy Industries Inc. 310,353 19,832
* Itron Inc. 264,974 18,959
* Qualys Inc. 254,186 18,492
* II-VI Inc. 428,437 17,523
* Rogers Corp. 145,494 17,392
* Anixter International Inc. 228,774 17,330
* Viavi Solutions Inc. 1,757,497 17,083
Power Integrations Inc. 237,807 16,254

 

 

Travelport Worldwide Ltd. 966,900 15,799
* Plexus Corp. 262,163 15,659
* SolarEdge Technologies Inc. 289,638 15,235
Brooks Automation Inc. 562,273 15,226
* Sanmina Corp. 563,436 14,734
* Finisar Corp. 904,800 14,305
* ExlService Holdings Inc. 256,289 14,293
* NETGEAR Inc. 248,619 14,221
* Kulicke & Soffa Industries Inc. 557,051 13,932
Progress Software Corp. 360,485 13,861
* 8x8 Inc. 725,045 13,522
Ebix Inc. 177,487 13,223
* Oclaro Inc. 1,356,200 12,965
TiVo Corp. 941,072 12,752
Benchmark Electronics Inc. 393,123 11,735
Methode Electronics Inc. 299,696 11,718
CSG Systems International Inc. 257,428 11,659
* Rambus Inc. 855,947 11,495
* TTM Technologies Inc. 732,981 11,207
ManTech International Corp. Class A 199,817 11,084
Badger Meter Inc. 234,652 11,064
* Bottomline Technologies de Inc. 284,580 11,027
* MaxLinear Inc. 482,657 10,980
* Virtusa Corp. 215,244 10,431
* Insight Enterprises Inc. 285,576 9,975
* Electronics For Imaging Inc. 356,324 9,738
* Extreme Networks Inc. 862,500 9,548
* Diodes Inc. 300,602 9,156
* OSI Systems Inc. 139,649 9,115
* Blucora Inc. 367,497 9,040
* Fabrinet 280,299 8,796
* SPS Commerce Inc. 137,273 8,795
* ePlus Inc. 112,786 8,763
* FARO Technologies Inc. 148,615 8,679
* Sykes Enterprises Inc. 299,317 8,662
Xperi Corp. 380,345 8,044
* Cardtronics plc Class A 360,498 8,043
MTS Systems Corp. 154,970 8,004
Monotype Imaging Holdings Inc. 338,491 7,599
CTS Corp. 277,572 7,550
* ScanSource Inc. 211,186 7,508
* Rudolph Technologies Inc. 264,377 7,323
* Alarm.com Holdings Inc. 192,600 7,269
* FormFactor Inc. 532,401 7,267
* KEMET Corp. 395,452 7,170
NIC Inc. 536,928 7,141
* LivePerson Inc. 435,531 7,121
EVERTEC Inc. 428,480 7,006
* Shutterstock Inc. 145,173 6,990
* CalAmp Corp. 292,844 6,700
Comtech Telecommunications Corp. 223,230 6,672
* Perficient Inc. 290,423 6,657
* Cray Inc. 319,820 6,620
* Veeco Instruments Inc. 384,728 6,540
* CEVA Inc. 180,072 6,519
* Axcelis Technologies Inc. 261,647 6,437
ADTRAN Inc. 390,172 6,067

 

 

Cohu Inc. 265,323 6,052
* Ultra Clean Holdings Inc. 308,000 5,929
* MicroStrategy Inc. Class A 45,702 5,895
* Nanometrics Inc. 212,537 5,717
* Electro Scientific Industries Inc. 291,090 5,627
* Super Micro Computer Inc. 300,063 5,101
* XO Group Inc. 245,643 5,097
* Photronics Inc. 609,300 5,027
Park Electrochemical Corp. 246,543 4,152
* Applied Optoelectronics Inc. 155,052 3,886
* QuinStreet Inc. 291,079 3,717
* Control4 Corp. 163,089 3,503
TTEC Holdings Inc. 110,849 3,403
* VASCO Data Security International Inc. 260,986 3,380
Daktronics Inc. 372,434 3,281
* DSP Group Inc. 237,872 2,807
* Digi International Inc. 263,604 2,715
* Synchronoss Technologies Inc. 252,561 2,665
* Harmonic Inc. 662,359 2,517
* Agilysys Inc. 199,650 2,380
* Liquidity Services Inc. 297,696 1,935
Bel Fuse Inc. Class B 100,350 1,897
* Kopin Corp. 531,825 1,659
* DHI Group Inc. 137,822 221
    928,514
Materials (5.2%)    
* Ingevity Corp. 331,739 24,446
KapStone Paper and Packaging Corp. 684,726 23,493
Balchem Corp. 250,240 20,457
HB Fuller Co. 390,808 19,435
Quaker Chemical Corp. 104,000 15,406
Innospec Inc. 197,090 13,520
Stepan Co. 158,311 13,168
Kaiser Aluminum Corp. 128,050 12,920
* Kraton Corp. 253,194 12,080
Boise Cascade Co. 300,619 11,604
* AK Steel Holding Corp. 2,476,079 11,217
Neenah Inc. 131,680 10,324
A Schulman Inc. 233,631 10,046
Schweitzer-Mauduit International Inc. 249,682 9,775
Rayonier Advanced Materials Inc. 416,641 8,945
* AdvanSix Inc. 243,847 8,481
Materion Corp. 160,564 8,197
* Century Aluminum Co. 470,516 7,782
PH Glatfelter Co. 367,710 7,549
* US Concrete Inc. 120,863 7,300
* Koppers Holdings Inc. 173,036 7,112
Innophos Holdings Inc. 173,375 6,971
* SunCoke Energy Inc. 510,639 5,494
* Clearwater Paper Corp. 133,796 5,231
* TimkenSteel Corp. 318,351 4,836
American Vanguard Corp. 223,960 4,524
Tredegar Corp. 233,767 4,196
Myers Industries Inc. 184,405 3,900
Hawkins Inc. 108,776 3,824
FutureFuel Corp. 243,761 2,923
* Flotek Industries Inc. 430,341 2,625

 

 

  Haynes International Inc. 62,613 2,324
  Olympic Steel Inc. 103,354 2,120
* LSB Industries Inc. 211,089 1,294
      313,519
Other (2.8%)    
2 Vanguard Real Estate ETF 2,200,000 166,034
*,3 Gerber Scientific Inc. CVR 110,699 13
      166,047
Real Estate (2.5%)    
  HFF Inc. Class A 274,517 13,644
  DiamondRock Hospitality Co. 1,116,993 11,661
  EastGroup Properties Inc. 133,506 11,036
  Acadia Realty Trust 329,740 8,112
  PS Business Parks Inc. 70,631 7,984
  RE/MAX Holdings Inc. Class A 131,068 7,923
  Retail Opportunity Investments Corp. 443,301 7,833
  Chesapeake Lodging Trust 222,783 6,196
  Lexington Realty Trust 779,396 6,134
  Summit Hotel Properties Inc. 410,468 5,586
  Four Corners Property Trust Inc. 226,948 5,240
  Kite Realty Group Trust 328,365 5,001
  National Storage Affiliates Trust 198,052 4,967
  Agree Realty Corp. 94,290 4,530
  LTC Properties Inc. 116,552 4,429
  Global Net Lease Inc. 250,000 4,220
  Ramco-Gershenson Properties Trust 312,635 3,864
  American Assets Trust Inc. 111,463 3,724
  Easterly Government Properties Inc. 165,000 3,366
  Getty Realty Corp. 123,157 3,106
  CareTrust REIT Inc. 211,982 2,841
  Chatham Lodging Trust 145,791 2,792
  Universal Health Realty Income Trust 46,247 2,779
  Pennsylvania REIT 273,910 2,643
  Independence Realty Trust Inc. 277,752 2,550
  Saul Centers Inc. 42,134 2,148
  Hersha Hospitality Trust Class A 109,499 1,960
  Community Healthcare Trust Inc. 60,700 1,562
  Urstadt Biddle Properties Inc. Class A 76,220 1,471
  Government Properties Income Trust 91,309 1,247
  Cedar Realty Trust Inc. 116,966 461
  Armada Hoffler Properties Inc. 22,216 304
      151,314
Telecommunication Services (1.0%)    
* Vonage Holdings Corp. 1,640,619 17,473
  Cogent Communications Holdings Inc. 328,453 14,255
* Iridium Communications Inc. 664,477 7,475
  Consolidated Communications Holdings Inc. 573,812 6,289
  ATN International Inc. 87,794 5,234
  Frontier Communications Corp. 679,841 5,044
* Cincinnati Bell Inc. 355,198 4,920
  Spok Holdings Inc. 188,813 2,823
      63,513
Utilities (2.1%)    
  Spire Inc. 367,964 26,604
  Avista Corp. 472,513 24,216
  South Jersey Industries Inc. 625,950 17,627

 

 

  El Paso Electric Co.     310,367 15,829
  American States Water Co.     286,212 15,186
  California Water Service Group     367,075 13,674
  Northwest Natural Gas Co.     219,765 12,669
          125,805
Total Common Stocks (Cost $3,980,032)       5,971,096
 
    Coupon      
Temporary Cash Investments (0.6%)1        
Money Market Fund (0.6%)        
4 Vanguard Market Liquidity Fund 1.775%   366,032 36,603
 
        Face  
      Maturity Amount  
      Date ($000)  
U.S. Government and Agency Obligations (0.0%)        
5 United States Treasury Bill 1.432% 4/26/18 1,200 1,198
5 United States Treasury Bill 1.475% 6/21/18 600 598
          1,796
Total Temporary Cash Investments (Cost $38,397)       38,399
Total Investments (100.1%) (Cost $4,018,429)       6,009,495
Other Assets and Liabilities-Net (-0.1%)       (6,615)
Net Assets (100%)       6,002,880

 

* Non-income-producing security.
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 100.0% and 0.1%, respectively, of net assets.
2 Considered an affiliated company of the fund as the issuer is another member of The Vanguard Group.
3 Security value determined using significant unobservable inputs.
4 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
5 Securities with a value of $1,567,000 have been segregated as initial margin for open futures contracts.
CVR—Contingent Value Rights.
REIT—Real Estate Investment Trust.

 

Derivative Financial Instruments Outstanding as of Period End      
 
Futures Contracts        
      ($000)
        Value and
    Number of   Unrealized
    Long (Short) Notional Appreciation
  Expiration Contracts Amount  (Depreciation)
Long Futures Contracts        
E-mini Russell 2000 Index June 2018 433 33,150 (412)

 

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

 

Tax-Managed Small-Cap Fund

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. 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. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. 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.

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

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

The following table summarizes the market value of the fund's investments as of March 31, 2018, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Common Stocks 5,971,083 — 13
Temporary Cash Investments 36,603 1,796 —
Futures Contracts—Assets1 299 — —
Total 6,007,985 1,796 13
1 Represents variation margin on the last day of the reporting period.

 

C. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The fund may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract.

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

 

Tax-Managed Small-Cap Fund

D. At March 31, 2018, the cost of investment securities for tax purposes was $4,018,429,000. Net unrealized appreciation of investment securities for tax purposes was $1,991,066,000, consisting of unrealized gains of $2,078,947,000 on securities that had risen in value since their purchase and $87,881,000 in unrealized losses on securities that had fallen in value since their purchase.

E. Transactions during the period in investments where the issuer is another member of the Vanguard Group were as follows:

    Current Period Transactions  
  Dec. 31,   Proceeds         March
  2017   from Realized Change in   Capital Gain 31, 2018
  Market  Purchases Securities  Net Gain  Unrealized   Distributions Market
  Value at Cost Sold (Loss)  App.(Dep.) Income Received Value
  ($000) ($000) ($000) ($000) ($000) ($000) ($000) ($000)
Vanguard Real Estate                
ETF 174,258 162,371 153,905 (19,975) 3,285 — — 166,034
Vanguard Market                
Liquidity Fund 22,275 NA1 NA1 1 3 136 — 36,603
Total 196,533     (19,974) 3,288 136 — 202,637
1 Not applicable—purchases and sales are for temporary cash investment purposes.

 


Developed Markets Index Fund    
 
 
 
Schedule of Investments (unaudited)    
As of March 31, 2018    
 
      Market
      Value
    Shares ($000)
Common Stocks (98.7%)1    
Australia (5.8%)    
  Commonwealth Bank of Australia 9,583,339 535,269
  Westpac Banking Corp. 18,593,056 411,149
  BHP Billiton Ltd. 17,595,100 389,212
  Australia & New Zealand Banking Group Ltd. 16,083,777 333,693
  National Australia Bank Ltd. 14,889,757 327,622
  CSL Ltd. 2,484,903 298,803
  Wesfarmers Ltd. 6,193,445 198,726
  Woolworths Group Ltd. 7,083,573 143,564
  Macquarie Group Ltd. 1,684,809 134,420
  Rio Tinto Ltd. 2,257,345 126,877
  Woodside Petroleum Ltd. 5,111,948 115,493
  Transurban Group 12,137,974 106,898
  Scentre Group 27,977,461 82,647
  Insurance Australia Group Ltd. 12,989,038 74,984
  Suncorp Group Ltd. 7,091,886 72,949
  South32 Ltd. 28,660,803 71,441
  Amcor Ltd. 6,354,730 69,737
  Westfield Corp. 10,482,326 68,858
  Brambles Ltd. 8,713,685 67,062
  Aristocrat Leisure Ltd. 3,497,719 65,208
* Origin Energy Ltd. 9,607,673 64,922
  Newcrest Mining Ltd. 4,198,456 63,119
  Goodman Group 9,639,247 62,648
  AMP Ltd. 16,041,870 61,799
  AGL Energy Ltd. 3,591,766 60,179
  QBE Insurance Group Ltd. 7,506,288 55,758
  Telstra Corp. Ltd. 22,794,095 55,305
  Treasury Wine Estates Ltd. 3,994,067 52,161
  ASX Ltd. 1,061,328 45,942
  Cochlear Ltd. 306,517 43,009
  James Hardie Industries plc 2,421,744 42,785
  LendLease Group 3,178,898 42,517
  Stockland 13,306,214 41,268
  Sonic Healthcare Ltd. 2,295,430 40,467
  Dexus 5,603,713 40,295
  Oil Search Ltd. 7,270,346 40,174
  APA Group 6,460,331 39,229
* Santos Ltd. 9,723,367 38,212
  Boral Ltd. 6,388,827 36,755
  GPT Group 9,869,328 36,082
  BlueScope Steel Ltd. 3,060,354 35,988
  Computershare Ltd. 2,675,650 35,806
  Tabcorp Holdings Ltd. 10,323,630 35,002
  Aurizon Holdings Ltd. 10,602,786 34,803
  Caltex Australia Ltd. 1,430,210 34,730
  Ramsay Health Care Ltd. 706,234 34,003
  Medibank Pvt Ltd. 15,136,516 33,942
  Mirvac Group 20,427,820 33,884
  Vicinity Centres 17,773,504 33,036

 

 

Developed Markets Index Fund    
 
 
 
Sydney Airport 6,031,699 31,270
Fortescue Metals Group Ltd. 8,830,664 29,557
Orica Ltd. 2,067,494 28,324
Challenger Ltd. 3,125,334 27,910
SEEK Ltd. 1,892,887 27,237
Incitec Pivot Ltd. 9,275,132 25,184
Alumina Ltd. 13,780,288 25,153
Bendigo & Adelaide Bank Ltd. 2,622,313 19,965
Coca-Cola Amatil Ltd. 2,913,504 19,497
Crown Resorts Ltd. 1,967,003 19,296
Qantas Airways Ltd. 4,259,801 19,165
Star Entertainment Grp Ltd. 4,553,945 18,677
Iluka Resources Ltd. 2,281,007 18,669
Bank of Queensland Ltd. 2,182,898 18,515
CIMIC Group Ltd. 534,634 18,445
Link Administration Holdings Ltd. 2,679,962 17,267
Orora Ltd. 6,676,669 16,988
REA Group Ltd. 276,567 16,915
Macquarie Atlas Roads Group 3,700,074 16,515
Downer EDI Ltd. 3,290,929 16,358
Ansell Ltd. 797,052 15,602
ALS Ltd. 2,716,350 15,578
Northern Star Resources Ltd. 3,205,939 15,576
IOOF Holdings Ltd. 1,860,183 14,650
Healthscope Ltd. 9,625,178 14,366
^ Flight Centre Travel Group Ltd. 313,766 13,806
Evolution Mining Ltd. 5,833,905 13,653
Magellan Financial Group Ltd. 715,187 13,236
* Xero Ltd. 506,221 13,168
Metcash Ltd. 5,436,488 13,140
Whitehaven Coal Ltd. 3,786,850 13,099
AusNet Services 9,884,351 12,801
JB Hi-Fi Ltd. 632,847 12,615
WorleyParsons Ltd. 1,121,299 12,488
nib holdings Ltd. 2,508,669 12,382
DuluxGroup Ltd. 2,139,839 12,208
carsales.com Ltd. 1,161,560 12,135
^ Adelaide Brighton Ltd. 2,503,911 12,041
OZ Minerals Ltd. 1,664,909 11,558
Qube Holdings Ltd. 6,837,764 11,539
Charter Hall Group 2,586,003 11,450
CSR Ltd. 2,816,630 11,273
Domino's Pizza Enterprises Ltd. 338,734 10,895
BT Investment Management Ltd. 1,309,176 10,200
Investa Office Fund 3,064,382 10,188
Sims Metal Management Ltd. 908,181 10,140
Mineral Resources Ltd. 765,177 10,110
Independence Group NL 2,637,509 9,405
Beach Energy Ltd. 9,807,774 9,305
Altium Ltd. 589,602 9,118
Nufarm Ltd. 1,394,809 9,089
Reliance Worldwide Corp. Ltd. 2,626,320 8,969
Regis Resources Ltd. 2,518,514 8,805
Costa Group Holdings Ltd. 1,660,755 8,789
St. Barbara Ltd. 2,848,662 8,766
Perpetual Ltd. 240,876 8,703
^ TPG Telecom Ltd. 2,014,585 8,570
^ Harvey Norman Holdings Ltd. 2,951,222 8,448

 

 

Developed Markets Index Fund    
 
 
 
  GrainCorp Ltd. Class A 1,281,439 8,377
  Steadfast Group Ltd. 4,295,888 8,334
  Cleanaway Waste Management Ltd. 7,435,185 8,309
  Corporate Travel Management Ltd. 447,854 8,138
  Primary Health Care Ltd. 2,659,987 8,021
  Seven Group Holdings Ltd. 543,428 7,361
  Shopping Centres Australasia Property Group 4,086,928 7,325
^ Blackmores Ltd. 71,184 6,939
  Washington H Soul Pattinson & Co. Ltd. 482,217 6,934
* NEXTDC Ltd. 1,310,161 6,664
^ Bapcor Ltd. 1,485,412 6,513
  Fairfax Media Ltd. 12,408,540 6,478
  Breville Group Ltd. 716,990 6,453
  Cromwell Property Group 7,830,778 6,432
* Lynas Corp. Ltd. 3,175,933 6,080
  InvoCare Ltd. 604,756 6,061
  BWP Trust 2,570,034 5,970
  Navitas Ltd. 1,537,426 5,903
* Bellamy's Australia Ltd. 378,282 5,828
  Nine Entertainment Co. Holdings Ltd. 3,306,090 5,818
* Saracen Mineral Holdings Ltd. 4,182,443 5,747
  Vocus Group Ltd. 3,307,135 5,692
  Platinum Asset Management Ltd. 1,239,281 5,630
  Monadelphous Group Ltd. 468,215 5,525
2 MYOB Group Ltd. 2,325,326 5,487
  Sirtex Medical Ltd. 252,455 5,395
  IRESS Ltd. 734,090 5,371
  ARB Corp. Ltd. 350,310 5,368
  Charter Hall Retail REIT 1,775,582 5,261
  Premier Investments Ltd. 430,897 5,255
^ Webjet Ltd. 608,479 5,199
*,^ Galaxy Resources Ltd. 2,170,416 5,043
*,^ Pilbara Minerals Ltd. 7,659,713 4,950
  G8 Education Ltd. 2,378,839 4,852
  Bega Cheese Ltd. 921,979 4,835
*,^ Orocobre Ltd. 1,145,978 4,809
  Mantra Group Ltd. 1,573,130 4,753
  SpeedCast International Ltd. 1,174,894 4,653
*,^ Mayne Pharma Group Ltd. 8,105,433 4,650
  Abacus Property Group 1,732,537 4,645
  Sandfire Resources NL 817,170 4,633
  Aveo Group 2,223,902 4,534
  Pact Group Holdings Ltd. 1,066,667 4,510
*,^ Afterpay Touch Group Ltd. 866,670 4,354
  Eclipx Group Ltd. 1,572,140 4,346
  GUD Holdings Ltd. 461,933 4,251
  McMillan Shakespeare Ltd. 315,829 4,124
  Super Retail Group Ltd. 774,878 4,060
  IDP Education Ltd. 691,619 4,022
  SmartGroup Corp. Ltd. 448,808 3,800
  Brickworks Ltd. 311,163 3,730
^ Automotive Holdings Group Ltd. 1,345,101 3,648
  Viva Energy REIT 2,365,701 3,645
  Charter Hall Long Wale REIT 1,201,369 3,606
  GWA Group Ltd. 1,377,622 3,582
  Ausdrill Ltd. 1,694,339 3,554
*,^ Syrah Resources Ltd. 1,432,099 3,534
^ Ardent Leisure Group 2,455,279 3,507

 

 

Developed Markets Index Fund    
 
 
 
  National Storage REIT 2,877,400 3,479
  Growthpoint Properties Australia Ltd. 1,367,667 3,476
  Elders Ltd. 593,124 3,419
  Western Areas Ltd. 1,404,153 3,404
  Sigma Healthcare Ltd. 5,630,363 3,388
  Estia Health Ltd. 1,283,074 3,378
  Bingo Industries Ltd. 1,533,013 3,320
  Appen Ltd. 471,150 3,268
  Technology One Ltd. 810,377 3,257
  Southern Cross Media Group Ltd. 4,023,944 3,208
  Aventus Retail Property Fund Ltd. 1,923,621 3,176
  Domain Holdings Australia Ltd. 1,257,587 3,164
  WiseTech Global Ltd. 422,262 3,101
^ Credit Corp. Group Ltd. 205,843 3,078
  APN Outdoor Group Ltd. 849,365 3,050
* Emeco Holdings Ltd. 13,259,313 2,997
*,^ Gold Road Resources Ltd. 4,613,568 2,910
*,^ Kidman Resources Ltd. 1,789,977 2,899
  Resolute Mining Ltd. 2,957,570 2,866
  Inghams Group Ltd. 1,070,797 2,813
^ Tassal Group Ltd. 958,409 2,803
  oOh!media Ltd. 763,336 2,706
  RCR Tomlinson Ltd. 849,662 2,617
  Tox Free Solutions Ltd. 965,187 2,528
  Folkestone Education Trust 1,187,769 2,517
  Ingenia Communities Group 1,171,646 2,509
  Rural Funds Group 1,431,302 2,487
*,^ Mesoblast Ltd. 2,149,172 2,484
  Arena REIT 1,486,746 2,475
  Australian Pharmaceutical Industries Ltd. 2,066,730 2,395
* AWE Ltd. 3,218,299 2,365
*,^ Nanosonics Ltd. 1,189,337 2,355
  Gateway Lifestyle 1,498,291 2,288
  GDI Property Group 2,407,256 2,282
^ Genworth Mortgage Insurance Australia Ltd. 1,276,907 2,279
  Collins Foods Ltd. 568,304 2,277
^ Blue Sky Alternative Investments Ltd. 282,238 2,273
  Japara Healthcare Ltd. 1,441,106 2,231
^ Select Harvests Ltd. 508,008 2,184
  FlexiGroup Ltd. 1,549,993 2,154
* Senex Energy Ltd. 6,906,079 2,147
^ BWX Ltd. 562,916 2,110
  Regis Healthcare Ltd. 743,389 2,097
* Australian Agricultural Co. Ltd. 2,264,309 2,076
* NRW Holdings Ltd. 1,997,073 2,055
*,^ Perseus Mining Ltd. 5,642,069 2,040
  IPH Ltd. 772,596 2,015
* Dacian Gold Ltd. 884,047 2,009
^ HT&E Ltd. 1,356,966 2,006
  Centuria Industrial REIT 1,063,303 2,003
  Asaleo Care Ltd. 2,011,672 1,993
  Seven West Media Ltd. 4,684,275 1,960
* Starpharma Holdings Ltd. 2,009,197 1,951
^ Greencross Ltd. 467,459 1,911
* Clean TeQ Holdings Ltd. 2,058,508 1,873
* Westgold Resources Ltd. 1,579,140 1,825
  SG Fleet Group Ltd. 613,336 1,804
  Hotel Property Investments 742,161 1,770

 

 

Developed Markets Index Fund    
 
 
 
^ Accent Group Ltd. 1,752,667 1,717
* Infigen Energy 3,242,506 1,463
  Cedar Woods Properties Ltd. 292,689 1,442
  MACA Ltd. 1,396,387 1,433
^ OFX Group Ltd. 1,098,306 1,433
* Cardno Ltd. 1,419,488 1,425
  Virtus Health Ltd. 336,475 1,405
^ Superloop Ltd. 900,230 1,378
  SeaLink Travel Group Ltd. 445,503 1,375
^ Myer Holdings Ltd. 4,449,059 1,281
  WPP AUNZ Ltd. 1,655,934 1,172
  Ainsworth Game Technology Ltd. 809,272 1,162
  ERM Power Ltd. 777,982 1,089
* Village Roadshow Ltd. 440,566 1,061
*,^ Highfield Resources Ltd. 1,795,976 1,003
  Mount Gibson Iron Ltd. 3,399,551 995
  Reject Shop Ltd. 170,164 992
  Cabcharge Australia Ltd. 713,755 973
*,^ Karoon Gas Australia Ltd. 1,043,199 928
*,^ Liquefied Natural Gas Ltd. 2,276,091 775
  NZME Ltd. 1,085,763 685
  Vita Group Ltd. 723,916 684
* Cash Converters International Ltd. 2,154,899 652
^ Retail Food Group Ltd. 875,385 626
* Decmil Group Ltd. 683,601 618
  iSentia Group Ltd. 805,041 520
*,^ Beadell Resources Ltd. 6,758,803 412
  Thorn Group Ltd. 817,872 395
*,3 Quintis Ltd. 1,474,169 334
* Spotless Group Holdings Ltd. 162,932 138
*,^,3 ACN 004 410 833 Ltd. 8,838,238 —
3 BGP Holdings PLC 7,179,555 —
      6,326,772
Austria (0.3%)    
  Erste Group Bank AG 1,574,378 79,180
  OMV AG 777,512 45,337
  voestalpine AG 624,091 32,750
* Raiffeisen Bank International AG 712,325 27,754
  ANDRITZ AG 396,243 22,157
  BUWOG AG 587,798 21,018
  Wienerberger AG 647,381 16,205
  IMMOFINANZ AG 5,457,749 14,214
  CA Immobilien Anlagen AG 380,334 12,717
  Lenzing AG 73,453 9,073
  Oesterreichische Post AG 180,375 8,974
  Vienna Insurance Group AG Wiener Versicherung Gruppe 208,880 6,999
  Telekom Austria AG Class A 733,514 6,994
  UNIQA Insurance Group AG 598,168 6,956
* Schoeller-Bleckmann Oilfield Equipment AG 60,410 6,659
  Mayr Melnhof Karton AG 43,710 6,631
  S IMMO AG 287,143 5,692
  Verbund AG 172,760 5,023
  Strabag SE 84,799 3,361
  EVN AG 159,733 3,119
^ DO & CO AG 35,493 2,251
  Palfinger AG 53,525 2,159
  Flughafen Wien AG 50,349 2,068

 

 

Developed Markets Index Fund    
 
 
 
^ Porr AG 53,558 1,844
  Agrana Beteiligungs AG 15,088 1,768
^ Zumtobel Group AG 140,678 1,323
  Kapsch TrafficCom AG 25,919 1,270
^ Semperit AG Holding 52,695 1,060
      354,556
Belgium (1.1%)    
  Anheuser-Busch InBev SA/NV 4,157,158 456,883
  KBC Group NV 1,510,161 131,635
* Umicore SA 1,122,084 59,527
  UCB SA 659,693 53,814
  Ageas 1,036,088 53,565
  Solvay SA Class A 380,429 52,896
  Groupe Bruxelles Lambert SA 393,839 45,035
  Proximus SADP 766,866 23,813
  Ackermans & van Haaren NV 122,371 21,418
* Ablynx NV 364,896 20,028
  Colruyt SA 357,364 19,757
* Telenet Group Holding NV 263,670 17,623
  Cofinimmo SA 114,898 14,903
  Sofina SA 85,472 14,496
  bpost SA 554,215 12,524
  KBC Ancora 195,510 12,069
  Ontex Group NV 448,044 11,991
  Warehouses De Pauw CVA 90,071 11,196
  Elia System Operator SA/NV 169,977 10,627
  Melexis NV 103,226 10,293
  Aedifica SA 99,496 9,161
  Bekaert SA 192,301 8,201
  Befimmo SA 101,690 6,570
  Barco NV 50,657 6,235
  Gimv NV 101,062 6,113
* Tessenderlo Chemie NV (Voting Shares) 137,123 5,747
^ Euronav NV 684,230 5,681
  Cie d'Entreprises CFE 37,392 5,090
  Econocom Group SA/NV 691,023 5,060
  D'ieteren SA/NV 122,434 4,960
  Kinepolis Group NV 72,494 4,810
* AGFA-Gevaert NV 893,689 3,461
  Orange Belgium SA 143,062 2,929
*,^ Nyrstar (Voting Shares) 388,891 2,739
  EVS Broadcast Equipment SA 70,714 2,285
^ Ion Beam Applications 110,451 2,234
^ Greenyard NV 72,238 1,612
  Van de Velde NV 28,491 1,332
  Wereldhave Belgium NV 11,216 1,314
      1,139,627
Canada (7.8%)    
  Royal Bank of Canada 7,981,026 616,503
  Toronto-Dominion Bank 10,170,677 577,155
  Bank of Nova Scotia 6,617,648 407,635
  Suncor Energy Inc. 8,997,650 310,712
  Canadian National Railway Co. 4,105,170 300,029
  Enbridge Inc. 9,043,628 284,432
  Bank of Montreal 3,567,545 269,487
  Canadian Imperial Bank of Commerce 2,406,237 212,394
  Canadian Natural Resources Ltd. 6,482,438 203,779

 

 

Developed Markets Index Fund    
 
 
 
Manulife Financial Corp. 10,811,844 200,737
TransCanada Corp. 4,828,714 199,693
Brookfield Asset Management Inc. Class A 4,613,389 179,830
Nutrien Ltd. 3,525,808 166,637
Canadian Pacific Railway Ltd. 794,804 140,163
Sun Life Financial Inc. 3,353,323 137,714
Magna International Inc. 1,860,687 104,809
Alimentation Couche-Tard Inc. Class B 2,301,606 103,026
Rogers Communications Inc. Class B 1,967,694 87,881
National Bank of Canada 1,864,043 87,737
Pembina Pipeline Corp. 2,732,843 85,272
Barrick Gold Corp. 6,369,640 79,352
* CGI Group Inc. Class A 1,373,269 79,197
Fairfax Financial Holdings Ltd. 148,879 75,467
Fortis Inc. 2,200,363 74,276
Constellation Software Inc. 109,106 74,029
Restaurant Brands International Inc. 1,255,914 71,474
BCE Inc. 1,640,154 70,579
Franco-Nevada Corp. 1,000,038 68,229
Dollarama Inc. 552,922 67,200
Teck Resources Ltd. Class B 2,560,533 65,944
Goldcorp Inc. 4,740,382 65,457
Thomson Reuters Corp. 1,534,588 59,306
Encana Corp. 5,334,442 58,671
Cenovus Energy Inc. 6,728,973 57,296
Waste Connections Inc. (Canadian Shares) 796,160 57,125
Intact Financial Corp. 759,559 57,075
Loblaw Cos. Ltd. 1,104,688 55,811
Agnico Eagle Mines Ltd. 1,266,937 53,299
First Quantum Minerals Ltd. 3,735,664 52,453
Wheaton Precious Metals Corp. 2,417,197 49,250
Open Text Corp. 1,397,337 48,612
Power Corp. of Canada 2,111,989 48,195
Shaw Communications Inc. Class B 2,393,644 46,113
Waste Connections Inc. 628,239 45,070
Canadian Tire Corp. Ltd. Class A 339,751 44,673
SNC-Lavalin Group Inc. 966,584 42,442
Metro Inc. 1,249,822 39,871
Onex Corp. 552,631 39,858
Great-West Lifeco Inc. 1,515,190 38,669
Saputo Inc. 1,197,171 38,424
CCL Industries Inc. Class B 760,932 38,414
TELUS Corp. 1,075,006 37,748
Imperial Oil Ltd. 1,393,590 36,907
Inter Pipeline Ltd. 2,067,824 35,888
* Bombardier Inc. Class B 12,007,340 34,950
Gildan Activewear Inc. 1,183,466 34,181
* BlackBerry Ltd. 2,918,367 33,548
Power Financial Corp. 1,337,138 33,482
RioCan REIT 1,783,761 32,730
CI Financial Corp. 1,401,907 30,033
* Valeant Pharmaceuticals International Inc. 1,882,029 29,961
^ Keyera Corp. 1,109,952 28,870
Methanex Corp. 454,709 27,547
West Fraser Timber Co. Ltd. 410,248 27,261
CAE Inc. 1,460,785 27,190
* Kinross Gold Corp. 6,802,051 26,873
2 Hydro One Ltd. 1,648,218 26,763

 

 

Developed Markets Index Fund    
 
 
 
  WSP Global Inc. 565,404 26,042
  H&R REIT 1,591,694 25,982
  PrairieSky Royalty Ltd. 1,174,753 25,686
  Industrial Alliance Insurance & Financial Services Inc. 586,421 24,124
  Husky Energy Inc. 1,677,161 24,005
^ Tourmaline Oil Corp. 1,373,979 23,302
*,^ Canopy Growth Corp. 879,776 22,985
  Lundin Mining Corp. 3,439,874 22,561
^ Algonquin Power & Utilities Corp. 2,264,214 22,443
  Finning International Inc. 922,052 22,236
^ Canadian Apartment Properties REIT 739,787 21,332
^ ARC Resources Ltd. 1,932,541 21,060
* Seven Generations Energy Ltd. Class A 1,659,750 20,612
  Crescent Point Energy Corp. 2,990,709 20,335
  George Weston Ltd. 251,369 20,237
  Cameco Corp. 2,155,562 19,592
^ Vermilion Energy Inc. 597,157 19,254
* Stars Group Inc. 690,657 19,063
  Toromont Industries Ltd. 429,740 18,656
  Empire Co. Ltd. 928,535 18,638
^ Ritchie Bros Auctioneers Inc. 585,721 18,412
*,^ Aurora Cannabis Inc. 2,450,644 17,690
  TMX Group Ltd. 302,570 17,555
^ AltaGas Ltd. 946,628 17,517
  Canadian Utilities Ltd. Class A 642,935 17,162
  Quebecor Inc. Class B 881,193 16,846
* Turquoise Hill Resources Ltd. 5,436,358 16,625
  Allied Properties REIT 512,912 16,148
^ Parkland Fuel Corp. 710,921 15,997
  Kirkland Lake Gold Ltd. 1,020,878 15,824
  Canadian REIT 404,889 15,779
^ Stantec Inc. 626,811 15,467
^ Enbridge Income Fund Holdings Inc. 696,777 15,100
  Enerplus Corp. 1,341,938 15,093
^ SmartCentres REIT 656,052 14,823
  Premium Brands Holdings Corp. 155,576 14,310
* B2Gold Corp. 5,199,664 14,247
  Yamana Gold Inc. 5,155,361 14,245
  Maxar Technologies Ltd. 306,930 14,194
  Chartwell Retirement Residences 1,161,018 14,103
  Linamar Corp. 251,934 13,763
  New Flyer Industries Inc. 296,129 13,460
  IGM Financial Inc. 455,963 13,332
  Atco Ltd. 412,573 13,251
  Pan American Silver Corp. 820,977 13,235
* IAMGOLD Corp. 2,534,832 13,143
  First Capital Realty Inc. 826,893 13,061
  Colliers International Group Inc. 187,700 13,031
^ Canadian Western Bank 490,814 12,591
  Whitecap Resources Inc. 2,038,531 12,468
  TFI International Inc. 481,171 12,366
  FirstService Corp. 168,647 12,358
* Descartes Systems Group Inc. 428,217 12,238
* Parex Resources Inc. 826,571 11,625
^ Northland Power Inc. 631,766 11,283
  Maple Leaf Foods Inc. 458,194 11,167
  Cott Corp. 751,494 11,054
^ Capital Power Corp. 579,221 10,898

 

 

Developed Markets Index Fund    
 
 
 
  Alamos Gold Inc. Class A 2,071,581 10,773
^ Gibson Energy Inc. 798,801 10,299
  Granite REIT 257,733 10,164
  Emera Inc. 313,140 9,907
* Detour Gold Corp. 962,058 9,737
  Hudbay Minerals Inc. 1,312,979 9,294
^ Cominar REIT 923,549 9,240
  OceanaGold Corp. 3,405,275 9,172
  Dream Global REIT 835,804 8,920
  TransAlta Corp. 1,621,168 8,783
  Artis REIT 826,897 8,722
^ Norbord Inc. 238,047 8,631
^ Cineplex Inc. 354,553 8,627
* Kinaxis Inc. 134,102 8,623
  Laurentian Bank of Canada 232,664 8,553
* Canfor Corp. 366,848 8,357
* Great Canadian Gaming Corp. 328,418 8,346
  Jean Coutu Group PJC Inc. Class A 437,470 8,340
^ Osisko Gold Royalties Ltd. 853,711 8,243
* New Gold Inc. 3,136,924 8,132
  Stella-Jones Inc. 228,334 8,066
  Enercare Inc. 572,572 7,840
* Air Canada Class B 370,101 7,690
  Tahoe Resources Inc. 1,631,093 7,659
  ShawCor Ltd. 387,650 7,342
^ Peyto Exploration & Development Corp. 871,043 7,302
  Russel Metals Inc. 334,806 7,292
^ Dream Office REIT 401,666 7,280
  Superior Plus Corp. 757,865 7,259
^ Boardwalk REIT 211,155 7,256
* Endeavour Mining Corp. 388,817 7,174
* Ivanhoe Mines Ltd. 3,277,863 6,920
* Celestica Inc. 668,053 6,912
  Transcontinental Inc. Class A 346,943 6,853
*,^ Aphria Inc. 759,384 6,772
^ Genworth MI Canada Inc. 212,643 6,767
  Element Fleet Management Corp. 2,045,301 6,588
* Centerra Gold Inc. 1,130,726 6,486
  Winpak Ltd. 171,934 6,466
  Innergex Renewable Energy Inc. 602,184 6,156
* SSR Mining Inc. 634,320 6,110
^ CES Energy Solutions Corp. 1,325,979 6,052
  Mullen Group Ltd. 526,571 6,020
* Gran Tierra Energy Inc. 2,064,902 5,738
* Raging River Exploration Inc. 1,161,304 5,625
  Martinrea International Inc. 471,730 5,576
  Enerflex Ltd. 462,740 5,517
* Pretium Resources Inc. 826,685 5,493
* ATS Automation Tooling Systems Inc. 396,275 5,441
*,^ NovaGold Resources Inc. 1,250,871 5,418
  Northview Apartment REIT 267,628 5,359
^ North West Co. Inc. 254,870 5,347
  Enghouse Systems Ltd. 99,152 5,245
*,^ First Majestic Silver Corp. 853,834 5,229
  Pason Systems Inc. 382,557 5,122
  ECN Capital Corp. 1,889,315 5,045
* SEMAFO Inc. 1,727,030 4,973
* NuVista Energy Ltd. 886,072 4,856

 

 

Developed Markets Index Fund    
 
 
 
* MEG Energy Corp. 1,369,116 4,835
  Secure Energy Services Inc. 834,019 4,752
^ Westshore Terminals Investment Corp. 274,723 4,751
* Paramount Resources Ltd. Class A 394,037 4,536
  Aecon Group Inc. 315,391 4,495
* Kelt Exploration Ltd. 816,049 4,358
  TransAlta Renewables Inc. 468,081 4,305
* Precision Drilling Corp. 1,545,377 4,294
*,^ Home Capital Group Inc. Class B 389,328 4,098
  TORC Oil & Gas Ltd. 775,298 3,972
  Cascades Inc. 362,150 3,747
  Nevsun Resources Ltd. 1,553,595 3,702
^ Hudson's Bay Co. 533,307 3,692
* Eldorado Gold Corp. 4,316,384 3,618
*,^ Baytex Energy Corp. 1,248,518 3,421
  Cogeco Communications Inc. 60,465 3,311
  Birchcliff Energy Ltd. 1,132,914 3,280
  Dorel Industries Inc. Class B 143,229 3,241
  Ensign Energy Services Inc. 675,699 3,168
^ Extendicare Inc. 472,000 3,099
  Fortis Inc. (New York Shares) 87,692 2,961
* Sierra Wireless Inc. 179,077 2,954
* Advantage Oil & Gas Ltd. 977,545 2,891
* Torex Gold Resources Inc. 461,468 2,833
^ Corus Entertainment Inc. Class B 595,214 2,795
* China Gold International Resources Corp. Ltd. 1,308,951 2,703
*,^ Obsidian Energy Ltd. 2,646,789 2,650
*,^ ProMetic Life Sciences Inc. 3,754,210 2,564
* Alacer Gold Corp. 1,531,100 2,436
  Just Energy Group Inc. 502,300 2,218
^ First National Financial Corp. 88,792 1,778
  Morguard REIT 146,700 1,541
  Canadian Pacific Railway Ltd. (New York Shares) 100 18
* Osisko Gold Royalties Warrants Exp. 02/26/2019 3,963 2
      8,451,122
Denmark (1.5%)    
  Novo Nordisk A/S Class B 9,631,042 473,890
  Danske Bank A/S 3,777,575 141,176
  Vestas Wind Systems A/S 1,114,670 79,809
  DSV A/S 1,004,079 79,181
  Carlsberg A/S Class B 576,125 68,846
* Genmab A/S 303,047 65,241
  Pandora A/S 582,539 63,146
  Coloplast A/S Class B 724,795 61,428
  Novozymes A/S 1,174,135 60,803
2 Orsted A/S 888,205 57,831
* AP Moller - Maersk A/S Class B 30,907 48,178
* AP Moller - Maersk A/S Class A 28,546 41,997
  Chr Hansen Holding A/S 483,161 41,746
* ISS A/S 1,014,856 37,660
  TDC A/S 4,401,771 36,514
  GN Store Nord A/S 748,405 26,557
* William Demant Holding A/S 616,762 22,964
  Jyske Bank A/S 383,085 22,697
  Royal Unibrew A/S 287,725 19,130
  H Lundbeck A/S 327,612 18,313
* FLSmidth & Co. A/S 271,182 17,528

 

 

Developed Markets Index Fund    
 
 
 
* Ambu A/S Class B 749,933 17,010
  Tryg A/S 663,307 15,471
  SimCorp A/S 221,002 15,403
  Sydbank A/S 376,753 13,893
* Topdanmark A/S 227,963 10,796
  Rockwool International A/S Class B 33,978 10,111
  Dfds A/S 155,764 8,751
* Nilfisk Holding A/S 151,370 7,104
  Schouw & Co. A/S 68,087 6,754
2 Scandinavian Tobacco Group A/S 343,791 6,053
* Bavarian Nordic A/S 174,132 5,476
  Spar Nord Bank A/S 429,860 5,136
*,^ NKT A/S 147,976 4,840
* Bang & Olufsen A/S 186,371 4,731
* ALK-Abello A/S 35,238 4,428
  Alm Brand A/S 366,280 3,745
* D/S Norden A/S 148,750 2,680
  Matas A/S 180,328 1,953
  Solar A/S Class B 27,274 1,801
      1,630,771
Finland (1.0%)    
  Nokia Oyj 29,591,376 163,571
  Sampo Oyj Class A 2,559,381 142,748
* UPM-Kymmene Oyj 2,924,318 108,518
  Kone Oyj Class B 2,087,099 104,252
  Wartsila OYJ Abp 2,544,697 56,298
  Fortum Oyj 2,356,693 50,673
  Neste Oyj 689,901 48,118
  Stora Enso Oyj 2,594,686 47,760
  Elisa Oyj 788,225 35,702
  Nokian Renkaat Oyj 731,831 33,288
  Huhtamaki Oyj 508,154 22,319
  Kesko Oyj Class B 375,908 21,559
  Amer Sports Oyj 632,213 19,513
  Metso Oyj 578,077 18,251
  Orion Oyj Class B 559,303 17,134
  Konecranes Oyj Class A 371,461 16,143
  Valmet Oyj 741,366 14,877
  Tieto Oyj 405,445 13,535
  Cargotec Oyj Class B 231,175 12,330
  Outokumpu Oyj 1,692,625 11,564
  Metsa Board Oyj 944,363 9,494
  YIT Oyj 874,223 7,329
* Outotec Oyj 769,346 6,885
  DNA Oyj 285,138 6,194
  Kemira Oyj 417,642 5,351
  Sanoma Oyj 438,659 5,148
  Uponor Oyj 287,526 4,810
  Citycon Oyj 2,067,363 4,652
  Cramo Oyj 220,423 4,605
  Finnair Oyj 286,696 3,994
*,^ Caverion Oyj 499,215 3,774
  Ramirent Oyj 364,612 3,011
  Raisio Oyj 629,951 2,807
  F-Secure Oyj 522,243 2,352
  Oriola Oyj 720,631 2,185

 

 

Developed Markets Index Fund    
 
 
 
*,^ Stockmann OYJ Abp Class B 170,236 799
      1,031,543
France (8.1%)    
  TOTAL SA 12,361,543 702,552
  Sanofi 5,981,589 480,652
  BNP Paribas SA 5,911,358 438,301
  LVMH Moet Hennessy Louis Vuitton SE 1,361,827 419,973
  Airbus SE 2,992,543 346,249
  AXA SA 10,359,456 275,789
  Danone SA 3,199,609 259,151
  Schneider Electric SE 2,893,440 254,510
  Vinci SA 2,540,124 250,104
  Societe Generale SA 4,013,423 218,352
  L'Oreal SA 946,796 213,889
  Air Liquide SA (Prime de fidelite) 1,695,364 207,885
  Kering SA 405,776 194,568
  Pernod Ricard SA 1,157,019 192,742
  Orange SA 10,472,229 177,847
  Safran SA 1,590,742 168,573
  Vivendi SA 5,842,100 151,209
  Engie SA 8,994,868 150,273
  Essilor International Cie Generale d'Optique SA 1,111,976 150,105
  Cie de Saint-Gobain 2,709,989 143,145
  Cie Generale des Etablissements Michelin SCA 966,553 142,870
  Renault SA 1,008,391 122,507
  Legrand SA 1,458,465 114,468
  Capgemini SE 846,229 105,541
  Hermes International 168,962 100,184
  Dassault Systemes SE 707,603 96,256
  Credit Agricole SA 5,291,853 86,104
  Valeo SA 1,301,688 86,080
  L'Oreal SA Loyalty Line 368,925 83,343
  Publicis Groupe SA 1,121,666 78,152
  STMicroelectronics NV 3,427,529 76,065
  Air Liquide SA 605,982 74,305
  TechnipFMC plc 2,506,542 73,005
  Atos SE 497,983 68,182
  Veolia Environnement SA 2,814,014 66,733
  Thales SA 546,607 66,606
^ Carrefour SA 3,016,158 62,644
  Accor SA 1,107,397 59,821
  Peugeot SA 2,410,332 58,046
  Bouygues SA 1,119,348 56,151
  Arkema SA 391,374 51,107
  Sodexo SA 485,170 48,950
  Teleperformance 314,060 48,732
  Gecina SA 269,928 46,916
  Eiffage SA 408,527 46,538
  Klepierre SA 1,100,061 44,387
  Edenred 1,271,404 44,240
* Ubisoft Entertainment SA 478,397 40,411
  Alstom SA 843,898 38,070
  Natixis SA 4,576,857 37,568
  Bureau Veritas SA 1,405,253 36,544
  Getlink SE 2,478,973 35,392
  SCOR SE 856,335 35,072
  Electricite de France SA 2,416,702 35,044

 

 

Developed Markets Index Fund    
 
 
 
  Aeroports de Paris 154,803 33,745
  Faurecia SA 403,622 32,704
  Orpea 247,715 31,519
* Rubis SCA 419,157 30,291
  Suez 2,020,064 29,295
  Ipsen SA 186,708 28,992
  Bollore SA 5,387,108 28,750
  Eurofins Scientific SE 53,929 28,508
  SEB SA 148,948 28,472
  Rexel SA 1,662,035 28,150
2 Euronext NV 382,563 27,998
  Iliad SA 131,193 27,155
  SES SA Class A 1,929,432 26,140
  Ingenico Group SA 305,345 24,844
  Dassault Aviation SA 12,608 24,095
  Fonciere Des Regions 215,936 23,842
  Wendel SA 152,633 23,824
  CNP Assurances 877,494 22,156
2 Amundi SA 269,198 21,663
  Eurazeo SA 234,138 21,560
  Imerys SA 200,433 19,493
  Remy Cointreau SA 134,696 19,215
  Eutelsat Communications SA 955,791 18,953
  ICADE 194,523 18,905
* BioMerieux 226,018 18,663
  Lagardere SCA 640,581 18,308
  Elis SA (London Shares) 688,720 17,056
^,2 Elior Group SA 721,266 15,688
  Credit Agricole SA Loyalty Line 951,298 15,478
  Casino Guichard Perrachon SA 310,815 15,240
  Nexity SA 237,408 15,230
  Alten SA 156,989 15,140
  Cie Plastic Omnium SA 307,572 14,745
  Sopra Steria Group 69,605 14,210
  Societe BIC SA 141,064 14,043
  JCDecaux SA 400,229 13,968
  SPIE SA 630,125 13,951
* Air France-KLM 1,185,557 13,171
  Altran Technologies SA 879,362 13,033
  Sartorius Stedim Biotech 131,952 11,945
*,2 Worldline SA 220,414 11,211
* Fnac Darty SA 94,858 10,170
  Metropole Television SA 361,571 9,316
2 Maisons du Monde SA 240,438 8,783
*,^ Vallourec SA 1,639,834 8,729
  Korian SA 247,821 8,393
  Trigano SA 44,100 7,979
  Television Francaise 1 558,055 7,602
  Gaztransport Et Technigaz SA 120,671 7,570
  Nexans SA 142,350 7,371
*,2 ALD SA 438,961 7,147
* SOITEC 95,123 6,913
* Eramet 48,442 6,681
  IPSOS 167,237 6,576
  Vicat SA 83,259 6,291
2 Europcar Groupe SA 540,444 6,015
  Tarkett SA 175,738 5,890
  Coface SA 504,117 5,770

 

 

Developed Markets Index Fund    
 
 
 
*,^ DBV Technologies SA 114,602 5,342
  Neopost SA 182,563 4,814
*,^ Genfit 160,422 4,647
  Beneteau SA 201,638 4,391
  Derichebourg SA 483,807 4,264
  Mercialys SA 219,706 4,221
  LISI 89,139 3,595
* Carmila SA 119,123 3,519
* Virbac SA 23,123 3,400
  Albioma SA 142,398 3,375
  FFP 27,256 3,363
  Electricite de France SA Loyalty Line 229,038 3,321
  Technicolor SA 1,943,630 3,293
  Bonduelle SCA 73,304 3,102
*,2 X-Fab Silicon Foundries SE 284,904 3,077
  Mersen SA 65,645 2,988
  Manitou BF SA 68,486 2,911
  Interparfums SA 60,377 2,782
  Vilmorin & Cie SA 29,459 2,566
  Jacquet Metal Service 68,515 2,477
  Boiron SA 28,308 2,387
  Synergie SA 35,858 2,257
^ Rallye SA 137,106 2,060
  Guerbet 25,146 2,003
  MGI Coutier 45,225 1,706
  GL Events 56,416 1,699
  Groupe Crit 14,643 1,575
  Direct Energie 40,264 1,517
  Haulotte Group SA 71,266 1,469
*,^ Altran Tech Rights Exp. 04/09/2018 870,276 1,456
* Etablissements Maurel et Prom 274,681 1,306
^ Bourbon Corp. 152,406 894
* Stallergenes Greer plc 23,405 830
* Esso SA Francaise 12,795 685
  Union Financiere de France BQE SA 16,273 617
* Parrot SA 20,631 133
      8,754,490
Germany (7.9%)    
  Allianz SE 2,391,450 540,455
  Siemens AG 4,161,692 530,825
  SAP SE 4,973,642 520,473
  Bayer AG 4,533,068 512,569
  BASF SE 5,009,970 509,168
* Daimler AG 5,271,087 447,912
  Deutsche Telekom AG 17,664,043 288,157
  adidas AG 1,083,615 262,431
  Deutsche Post AG 5,295,821 231,583
* Linde AG- Tender Line 1,016,322 213,954
  Volkswagen AG Preference Shares 1,010,144 200,922
  Bayerische Motoren Werke AG 1,757,884 190,775
  Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 749,938 174,413
  Fresenius SE & Co. KGaA 2,213,462 169,071
  Infineon Technologies AG 6,184,967 165,696
  Continental AG 591,158 163,293
  Deutsche Bank AG 10,161,996 141,691
  Deutsche Boerse AG 1,022,974 139,355
  Vonovia SE 2,660,029 131,917

 

 

Developed Markets Index Fund    
 
 
 
  E.ON SE 11,270,933 125,246
  Henkel AG & Co. KGaA Preference Shares 919,123 120,866
  Fresenius Medical Care AG & Co. KGaA 1,161,803 118,628
  Deutsche Wohnen SE 1,947,417 90,898
  Henkel AG & Co. KGaA 679,988 85,583
2 Covestro AG 831,347 81,831
  HeidelbergCement AG 815,309 80,106
* Commerzbank AG 5,694,461 73,984
  Wirecard AG 625,312 73,917
  Porsche Automobil Holding SE Preference Shares 841,522 69,971
  Merck KGaA 709,360 68,053
  thyssenkrupp AG 2,545,842 66,396
* RWE AG 2,583,443 63,817
  Beiersdorf AG 545,546 61,777
  Symrise AG 664,658 53,519
  Brenntag AG 848,848 50,516
  MTU Aero Engines AG 281,839 47,507
  Hannover Rueck SE 329,951 45,062
  ProSiebenSat.1 Media SE 1,258,121 43,637
  Deutsche Lufthansa AG 1,290,924 41,237
  United Internet AG 638,141 40,189
* QIAGEN NV 1,213,287 39,195
  GEA Group AG 918,449 39,072
  LEG Immobilien AG 345,913 38,919
  OSRAM Licht AG 526,377 38,758
  LANXESS AG 501,246 38,431
  KION Group AG 387,059 36,121
  Rheinmetall AG 235,253 33,446
2 Innogy SE 703,370 33,272
  Uniper SE 1,068,987 32,581
*,2 Zalando SE 575,765 31,410
  HUGO BOSS AG 352,804 30,749
  K&S AG 1,058,398 30,551
  Volkswagen AG 152,367 30,509
*,2 Siemens Healthineers AG 711,627 29,246
*,2 Delivery Hero AG 599,967 29,037
  Evonik Industries AG 817,248 28,835
  Bayerische Motoren Werke AG Preference Shares 301,759 28,287
*,2 Scout24 AG 590,993 27,552
  Sartorius AG Preference Shares 186,890 26,119
  MAN SE 192,321 22,424
  Fuchs Petrolub SE Preference Shares 404,526 21,969
  Freenet AG 707,856 21,544
  Axel Springer SE 246,427 20,631
  HOCHTIEF AG 106,775 19,957
  Fraport AG Frankfurt Airport Services Worldwide 194,778 19,222
* Siltronic AG 103,864 17,780
  RTL Group SA 211,858 17,596
  Telefonica Deutschland Holding AG 3,670,343 17,246
  1&1 Drillisch AG 253,578 17,081
  TAG Immobilien AG 821,235 17,038
  METRO AG 933,803 16,536
* MorphoSys AG 159,914 16,357
  Hella GmbH & Co. KGaA 247,284 16,268
  Aareal Bank AG 332,999 15,886
  Aurubis AG 187,424 15,778
  Duerr AG 134,615 14,790
  GRENKE AG 137,611 14,604

 

 

Developed Markets Index Fund    
 
 
 
  Gerresheimer AG 175,254 14,394
  CTS Eventim AG & Co. KGaA 304,685 14,297
  Grand City Properties SA 598,016 14,296
* Evotec AG 719,998 14,120
* Software AG 265,577 13,909
  Wacker Chemie AG 83,589 13,735
  TUI AG 619,859 13,285
  Norma Group SE 175,732 13,166
  TLG Immobilien AG 475,102 13,047
  Stabilus SA 136,272 13,019
  STADA Arzneimittel AG 124,870 12,854
  alstria office REIT-AG 819,622 12,851
  Bechtle AG 152,681 12,385
*,2 Rocket Internet SE 392,446 12,056
  Leoni AG 183,350 11,729
  Jungheinrich AG Preference Shares 264,339 11,717
  Rational AG 18,522 11,663
* AIXTRON SE 586,308 11,334
  Nemetschek SE 99,559 11,170
  Fielmann AG 137,549 11,134
  Salzgitter AG 211,816 10,859
^ Krones AG 79,738 10,746
  Deutsche EuroShop AG 289,275 10,606
  CECONOMY AG 891,185 10,277
  Jenoptik AG 286,529 10,136
* Dialog Semiconductor plc 419,932 9,982
  Stroeer SE & Co. KGaA 135,612 9,486
  CANCOM SE 91,807 9,462
  Talanx AG 210,334 9,154
2 ADO Properties SA 158,777 8,932
2 Deutsche Pfandbriefbank AG 560,595 8,839
  Bilfinger SE 182,280 8,307
  FUCHS PETROLUB SE 162,354 8,271
  Carl Zeiss Meditec AG 129,404 8,263
  Sixt SE Preference Shares 103,788 7,934
*,2 Hapag-Lloyd AG 196,796 7,686
  Suedzucker AG 429,744 7,294
  Koenig & Bauer AG 74,705 6,857
  Indus Holding AG 96,924 6,797
  CompuGroup Medical SE 123,585 6,694
  Sixt SE 60,284 6,542
  Deutz AG 669,193 6,142
*,^ zooplus AG 33,404 6,089
  Schaeffler AG Preference Shares 392,385 6,059
* S&T AG 258,550 5,716
  DMG Mori AG 99,236 5,706
  Pfeiffer Vacuum Technology AG 35,969 5,593
* Washtec AG 57,364 5,469
*,2 Tele Columbus AG 494,665 5,344
  Puma SE 10,874 5,307
* Heidelberger Druckmaschinen AG 1,378,175 5,168
* PATRIZIA Immobilien AG 231,834 5,143
  RWE AG Preference Shares 251,660 5,136
  Kloeckner & Co. SE 391,261 4,911
  Wacker Neuson SE 140,766 4,887
  XING SE 15,763 4,595
  RHOEN-KLINIKUM AG 130,684 4,406
  KWS Saat SE 10,940 4,253

 

 

Developed Markets Index Fund    
 
 
 
  RIB Software SE 191,498 4,082
  Takkt AG 178,429 4,065
  Draegerwerk AG & Co. KGaA Preference Shares 42,006 3,996
* Hornbach Holding AG & Co. KGaA 45,831 3,862
* SGL Carbon SE 269,719 3,804
  VTG AG 61,907 3,505
  Biotest AG Preference Shares 106,965 3,489
^ SMA Solar Technology AG 56,106 3,178
  Deutsche Beteiligungs AG 64,294 3,118
*,^ Nordex SE 346,849 3,020
  Bertrandt AG 25,710 2,935
^ ElringKlinger AG 156,195 2,914
* Diebold Nixdorf AG 34,495 2,861
  DIC Asset AG 219,392 2,767
  Hamburger Hafen und Logistik AG 109,645 2,468
  Wuestenrot & Wuerttembergische AG 103,026 2,434
  BayWa AG 68,939 2,432
* Vossloh AG 46,481 2,330
  comdirect bank AG 156,932 2,278
  Hornbach Baumarkt AG 41,612 1,435
  Draegerwerk AG & Co. KGaA 17,751 1,310
  Gerry Weber International AG 130,112 1,257
* H&R GmbH & Co. KGaA 66,289 1,001
  CropEnergies AG 106,451 680
      8,576,627
Hong Kong (3.2%)    
  AIA Group Ltd. 66,202,004 565,158
  Hong Kong Exchanges & Clearing Ltd. 6,798,193 223,456
  CK Hutchison Holdings Ltd. 14,661,595 176,270
* CK Asset Holdings Ltd. 14,726,949 124,621
  Sun Hung Kai Properties Ltd. 7,758,207 123,587
  Galaxy Entertainment Group Ltd. 11,554,839 105,920
  Link REIT 11,891,614 101,987
  BOC Hong Kong Holdings Ltd. 19,673,394 96,475
  Hang Seng Bank Ltd. 3,966,487 92,475
  CLP Holdings Ltd. 8,995,064 91,951
  Hong Kong & China Gas Co. Ltd. 44,589,076 91,931
  Sands China Ltd. 13,114,294 71,211
  Jardine Matheson Holdings Ltd. 1,131,345 69,786
  AAC Technologies Holdings Inc. 3,799,657 69,478
  Power Assets Holdings Ltd. 7,155,264 64,068
  China Mengniu Dairy Co. Ltd. 14,674,504 50,799
2 WH Group Ltd. 45,803,927 49,234
  New World Development Co. Ltd. 30,954,333 44,128
  Hongkong Land Holdings Ltd. 6,374,723 44,067
* Wharf Real Estate Investment Co. Ltd. 6,633,675 43,428
  MTR Corp. Ltd. 7,632,916 41,256
  Techtronic Industries Co. Ltd. 6,887,595 40,685
  Jardine Strategic Holdings Ltd. 1,000,033 38,475
  Henderson Land Development Co. Ltd. 5,852,743 38,346
  Wheelock & Co. Ltd. 4,459,307 32,704
  Samsonite International SA 7,000,050 32,009
  Wynn Macau Ltd. 8,032,977 29,459
  Swire Pacific Ltd. Class A 2,798,434 28,394
  CK Infrastructure Holdings Ltd. 3,424,762 28,148
  Sino Land Co. Ltd. 16,484,909 26,825
  Bank of East Asia Ltd. 6,651,567 26,700

 

 

Developed Markets Index Fund    
 
 
 
  Hang Lung Properties Ltd. 11,101,663 26,051
  Want Want China Holdings Ltd. 30,312,651 24,543
  ASM Pacific Technology Ltd. 1,684,847 23,845
  Wharf Holdings Ltd. 6,701,626 23,216
*,^ Semiconductor Manufacturing International Corp. 16,214,606 21,428
  Tingyi Cayman Islands Holding Corp. 10,203,112 21,334
  Swire Properties Ltd. 5,764,293 20,270
  Hysan Development Co. Ltd. 3,381,778 17,948
  Minth Group Ltd. 3,787,329 17,362
  Xinyi Glass Holdings Ltd. 10,901,825 16,635
  Yue Yuen Industrial Holdings Ltd. 3,987,610 15,926
  Li & Fung Ltd. 31,899,878 15,751
  Hang Lung Group Ltd. 4,795,009 15,720
  Kerry Properties Ltd. 3,275,422 14,871
  Sun Art Retail Group Ltd. 12,238,488 14,413
  NWS Holdings Ltd. 7,678,056 13,988
  PCCW Ltd. 23,215,897 13,469
  PRADA SPA 2,823,334 13,142
  Dairy Farm International Holdings Ltd. 1,650,870 13,140
  Melco International Development Ltd. 4,374,027 12,821
  Shangri-La Asia Ltd. 6,151,028 12,482
  Hopewell Holdings Ltd. 3,140,412 12,037
  Vitasoy International Holdings Ltd. 4,464,643 11,506
  VTech Holdings Ltd. 905,392 11,464
  MGM China Holdings Ltd. 4,100,058 10,712
* Freeman FinTech Corp. Ltd. 59,381,796 10,662
  Orient Overseas International Ltd. 1,100,560 9,968
  SJM Holdings Ltd. 10,249,996 8,982
  Fortune REIT 7,287,822 8,854
  NagaCorp Ltd. 8,197,826 8,522
  Swire Pacific Ltd. Class B 4,915,173 8,457
*,^ MMG Ltd. 12,412,468 7,687
  Haitong International Securities Group Ltd. 12,799,968 7,530
  Champion REIT 10,460,950 7,478
  Great Eagle Holdings Ltd. 1,451,691 7,379
  Johnson Electric Holdings Ltd. 1,893,219 7,125
  Xinyi Solar Holdings Ltd. 17,472,446 7,122
  United Co. RUSAL plc 11,548,381 7,036
  First Pacific Co. Ltd. 12,792,962 6,984
  Nexteer Automotive Group Ltd. 4,559,121 6,964
^ IGG Inc. 5,020,589 6,942
  Luk Fook Holdings International Ltd. 1,860,886 6,782
  Chow Tai Fook Jewellery Group Ltd. 5,845,499 6,695
2 BOC Aviation Ltd. 1,106,222 6,594
  Man Wah Holdings Ltd. 8,000,406 6,404
  SITC International Holdings Co. Ltd. 6,369,726 6,382
  Hongkong & Shanghai Hotels Ltd. 4,017,000 6,170
* Cathay Pacific Airways Ltd. 3,404,092 5,903
* Pacific Basin Shipping Ltd. 21,763,187 5,871
  Uni-President China Holdings Ltd. 6,294,023 5,474
  Television Broadcasts Ltd. 1,550,638 5,166
  Dah Sing Financial Holdings Ltd. 801,024 5,087
^ China Goldjoy Group Ltd. 67,495,408 5,059
  Towngas China Co. Ltd. 5,704,180 5,002
  Shougang Fushan Resources Group Ltd. 19,328,536 5,002
  Shui On Land Ltd. 18,258,261 4,989
  Guotai Junan International Holdings Ltd. 16,766,391 4,883
  China Travel International Investment Hong Kong Ltd. 13,601,713 4,854

 

 

Developed Markets Index Fund    
 
 
 
^ Value Partners Group Ltd. 4,931,376 4,656
  HKBN Ltd. 3,914,222 4,624
  L'Occitane International SA 2,430,673 4,508
  Dah Sing Banking Group Ltd. 2,049,965 4,492
  Yuexiu REIT 6,461,937 4,491
  Cafe de Coral Holdings Ltd. 1,786,862 4,470
  K Wah International Holdings Ltd. 6,514,209 4,381
  Kerry Logistics Network Ltd. 2,920,077 4,339
  Shun Tak Holdings Ltd. 10,248,078 4,253
  Sunlight REIT 5,997,298 4,079
^ Lifestyle International Holdings Ltd. 2,473,030 4,069
  Chinese Estates Holdings Ltd. 2,595,500 3,916
  Giordano International Ltd. 6,446,000 3,792
  Mandarin Oriental International Ltd. 1,536,654 3,686
  Gemdale Properties & Investment Corp. Ltd. 29,270,250 3,547
* Esprit Holdings Ltd. 9,927,575 3,397
  FIH Mobile Ltd. 15,366,918 3,339
  SA Sa International Holdings Ltd. 6,146,227 3,191
*,^ O Luxe Holdings Ltd. 13,962,500 3,163
  Goodbaby International Holdings Ltd. 4,496,000 3,095
  Huabao International Holdings Ltd. 4,635,000 3,088
  Far East Consortium International Ltd. 5,354,000 2,934
  Lai Sun Development Co. Ltd. 1,755,150 2,905
*,2 Xiabuxiabu Catering Management China Holdings Co. Ltd. 1,501,000 2,876
  Hopewell Highway Infrastructure Ltd. 4,694,660 2,867
  Road King Infrastructure Ltd. 1,397,704 2,808
^ Pou Sheng International Holdings Ltd. 10,978,000 2,785
  Stella International Holdings Ltd. 2,078,000 2,771
  Pacific Textiles Holdings Ltd. 2,803,000 2,689
*,3 Brightoil Petroleum Holdings Ltd. 13,955,536 2,667
  Chow Sang Sang Holdings International Ltd. 1,257,000 2,652
*,^ China Harmony New Energy Auto Holding Ltd. 4,080,124 2,646
*,^ United Laboratories International Holdings Ltd. 2,473,247 2,580
*,^,2 FIT Hon Teng Ltd. 5,359,000 2,482
  Prosperity REIT 5,850,000 2,438
^ Hutchison Telecommunications Hong Kong Holdings Ltd. 6,700,435 2,369
  Microport Scientific Corp. 2,134,148 2,327
* KuangChi Science Ltd. 9,987,000 2,313
  CP Pokphand Co. Ltd. 29,184,000 2,279
^ HC International Inc. 3,112,000 2,272
  CITIC Telecom International Holdings Ltd. 7,694,000 2,236
  Canvest Environmental Protection Group Co. Ltd. 3,865,000 2,218
  HKR International Ltd. 3,433,600 2,060
  SmarTone Telecommunications Holdings Ltd. 1,910,000 2,038
^ Truly International Holdings Ltd. 7,834,000 2,008
*,^,2 IMAX China Holding Inc. 623,596 1,985
*,^ Panda Green Energy Group Ltd. 18,436,396 1,975
* China Baoli Technologies Holdings Ltd. 126,830,040 1,968
  Lee's Pharmaceutical Holdings Ltd. 1,493,500 1,962
  Sun Hung Kai & Co. Ltd. 3,060,000 1,915
  Chong Hing Bank Ltd. 947,835 1,898
  Dynam Japan Holdings Co. Ltd. 1,398,800 1,886
*,^ GCL New Energy Holdings Ltd. 32,588,000 1,870
^,3 Town Health International Medical Group Ltd. 20,414,000 1,795
  Nan Hai Corp. Ltd. 63,900,000 1,788
^ Spring REIT 4,070,908 1,774
* Global Brands Group Holding Ltd. 31,016,428 1,754
  Texwinca Holdings Ltd. 3,179,930 1,676

 

 

Developed Markets Index Fund    
 
 
 
  United Energy Group Ltd. 17,801,718 1,548
  Emperor Capital Group Ltd. 20,034,000 1,547
* China Oceanwide Holdings Ltd. 24,345,156 1,543
* COFCO Meat Holdings Ltd. 9,440,000 1,535
  Liu Chong Hing Investment Ltd. 928,000 1,504
2 Regina Miracle International Holdings Ltd. 1,700,000 1,488
*,^ Digital Domain Holdings Ltd. 66,960,000 1,475
*,^ China LNG Group Ltd. 9,241,999 1,414
* Honghua Group Ltd. 12,857,000 1,360
*,^ New Provenance Everlasting Holdings Ltd. 65,000,000 1,337
^ Kingston Financial Group Ltd. 2,951,313 1,331
*,3 Convoy Global Holdings Ltd. 61,962,000 1,319
*,^ China Financial International Investments Ltd. 37,890,000 1,311
* Future World Financial Holdings Ltd. 47,612,000 1,271
  China Silver Group Ltd. 5,652,000 1,246
  Singamas Container Holdings Ltd. 7,354,000 1,238
* G-Resources Group Ltd. 128,460,000 1,199
*,^ Macau Legend Development Ltd. 7,927,505 1,166
  Ju Teng International Holdings Ltd. 4,552,000 1,127
* Beijing Enterprises Medical & Health Group Ltd. 23,910,000 1,106
*,^ NewOcean Energy Holdings Ltd. 4,302,000 986
*,^ China Strategic Holdings Ltd. 85,045,000 969
  Emperor Watch & Jewellery Ltd. 17,280,000 943
*,^ Anton Oilfield Services Group 7,124,000 897
* Hong Kong Television Network Ltd. 2,018,000 867
  China Aerospace International Holdings Ltd. 7,942,811 866
^ Shenwan Hongyuan HK Ltd. 2,515,000 780
*,^ China LotSynergy Holdings Ltd. 40,040,000 755
^ EVA Precision Industrial Holdings Ltd. 4,854,000 748
2 CGN New Energy Holdings Co. Ltd. 5,162,000 699
* New World Department Store China Ltd. 2,973,000 687
* BOE Varitronix Ltd. 1,338,000 686
* CST Group Ltd. 156,056,000 683
  New Sports Group Ltd. 6,142,500 640
  Inspur International Ltd. 1,906,000 629
*,^ Lifestyle China Group Ltd. 2,164,030 613
*,^ China Ocean Industry Group Ltd. 78,260,000 584
* Sunshine Oilsands Ltd. 18,748,500 561
*,^ Technovator International Ltd. 1,980,000 531
* Parkson Retail Group Ltd. 4,455,494 521
  Henderson Investment Ltd. 5,995,033 505
  TPV Technology Ltd. 3,842,000 479
* Silver Base Group Holdings Ltd. 5,365,500 476
*,^ Summit Ascent Holdings Ltd. 3,914,000 461
*,^ Sino Oil And Gas Holdings Ltd. 61,950,000 435
* Xinchen China Power Holdings Ltd. 3,538,000 431
* Mei Ah Entertainment Group Ltd. 9,180,000 390
*,^ Good Resources Holdings Ltd. 10,919,595 380
^ Yip's Chemical Holdings Ltd. 958,000 356
*,^ Qianhai Health Holdings Ltd. 34,447,500 350
* China Medical & HealthCare Group Ltd. 10,080,000 310
* Sincere Watch Hong Kong Ltd. 8,780,000 134
* Vision Fame International Holding Ltd. 2,722,000 106
* Yanchang Petroleum International Ltd. 7,470,000 92
*,^ CSMall Group Ltd. 94,200 28
* SOCAM Development Ltd. 86,000 19
      3,514,818

 

 

Developed Markets Index Fund    
 
 
 
Ireland (0.2%)    
  Kerry Group plc Class A 799,670 81,315
* Bank of Ireland Group plc 5,036,337 44,144
  Kingspan Group plc 813,417 34,485
  AIB Group plc 3,745,001 22,582
  Glanbia plc 1,097,842 18,968
* Dalata Hotel Group plc 987,610 7,550
  Green REIT plc 3,700,626 6,897
  Hibernia REIT plc 3,764,962 6,689
  Irish Continental Group plc 855,239 6,030
  C&C Group plc 1,680,299 5,515
  Origin Enterprises plc 678,687 4,467
* Permanent TSB Group Holdings plc 579,418 1,428
*,3 Irish Bank Resolution Corp. Ltd. 257,065 —
      240,070
Israel (0.4%)    
  Teva Pharmaceutical Industries Ltd. 4,905,878 83,726
  Bank Leumi Le-Israel BM 7,863,825 47,496
  Bank Hapoalim BM 5,638,768 38,769
* Nice Ltd. 336,566 31,578
  Frutarom Industries Ltd. 201,773 18,548
* Israel Discount Bank Ltd. Class A 6,416,138 18,452
  Israel Chemicals Ltd. 3,773,943 15,991
  Elbit Systems Ltd. 130,152 15,683
  Bezeq The Israeli Telecommunication Corp. Ltd. 11,327,059 14,493
* Tower Semiconductor Ltd. 518,311 14,057
  Mizrahi Tefahot Bank Ltd. 707,817 13,554
* SodaStream International Ltd. 110,471 10,063
  Azrieli Group Ltd. 166,134 7,979
* Mazor Robotics Ltd. 252,843 7,655
  Paz Oil Co. Ltd. 43,020 6,333
  First International Bank Of Israel Ltd. 275,636 5,823
  Gazit-Globe Ltd. 538,284 5,331
  Harel Insurance Investments & Financial Services Ltd. 609,056 4,828
  Alony Hetz Properties & Investments Ltd. 530,783 4,796
  Strauss Group Ltd. 213,340 4,601
* Airport City Ltd. 407,720 4,390
  Delek Group Ltd. 25,687 4,363
* Nova Measuring Instruments Ltd. 144,858 3,930
  Oil Refineries Ltd. 8,337,976 3,863
  Reit 1 Ltd. 925,280 3,795
* Israel Corp. Ltd. 19,918 3,758
  Amot Investments Ltd. 608,178 3,268
  Melisron Ltd. 76,643 3,052
* Brack Capital Properties NV 23,219 2,784
  IDI Insurance Co. Ltd. 40,547 2,650
* Jerusalem Oil Exploration 44,621 2,486
* Shufersal Ltd. 379,013 2,417
* Clal Insurance Enterprises Holdings Ltd. 133,807 2,417
  Electra Ltd. 9,171 2,307
* Partner Communications Co. Ltd. 506,775 2,281
* Cellcom Israel Ltd. (Registered) 301,015 2,136
  Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. 41,848 2,103
* Jerusalem Economy Ltd. 827,129 2,005
  Shikun & Binui Ltd. 1,111,467 1,836
* Migdal Insurance & Financial Holding Ltd. 1,660,921 1,779
  Matrix IT Ltd. 155,431 1,758

 

 

Developed Markets Index Fund    
 
 
 
  Bayside Land Corp. 3,605 1,705
* Phoenix Holdings Ltd. 300,340 1,655
  Sella Capital Real Estate Ltd. 844,195 1,640
  Teva Pharmaceutical Industries Ltd. ADR 95,178 1,627
  Menora Mivtachim Holdings Ltd. 124,580 1,601
* Africa Israel Properties Ltd. 64,309 1,583
* Big Shopping Centers Ltd. 23,391 1,567
  Delek Automotive Systems Ltd. 207,986 1,561
  Kenon Holdings Ltd. 94,929 1,532
  Delta-Galil Industries Ltd. 50,768 1,501
  Formula Systems 1985 Ltd. 35,202 1,287
* Gilat Satellite Networks Ltd. 142,835 1,227
  Naphtha Israel Petroleum Corp. Ltd. 166,795 1,082
* Allot Communications Ltd. 165,076 907
  Norstar Holdings Inc. 48,081 873
* AudioCodes Ltd. 106,784 772
* B Communications Ltd. 58,115 764
* Kamada Ltd. 125,763 578
  Property & Building Corp. Ltd. 5,861 500
* Evogene Ltd. 114,578 361
      453,457
Italy (2.4%)    
  Intesa Sanpaolo SPA (Registered) 71,700,403 261,476
  Enel SPA 42,523,076 260,546
* UniCredit SPA 12,250,251 257,037
  Eni SPA 13,681,323 241,174
  Assicurazioni Generali SPA 7,158,028 138,003
* Fiat Chrysler Automobiles NV 5,958,118 122,165
  Atlantia SPA 2,908,678 90,173
  Ferrari NV 687,868 82,855
  CNH Industrial NV 5,276,406 65,280
* Telecom Italia SPA (Registered) 62,523,251 59,542
  Snam SPA 12,929,840 59,477
  Luxottica Group SPA 854,241 53,161
  Terna Rete Elettrica Nazionale SPA 7,714,118 45,133
  Tenaris SA 2,566,915 44,378
  EXOR NV 585,368 41,823
  Mediobanca Banca di Credito Finanziario SPA 3,194,365 37,603
  Prysmian SPA 1,162,263 36,567
  Moncler SPA 881,006 33,595
  Intesa Sanpaolo SPA 7,327,276 27,768
  Telecom Italia SPA (Bearer) 33,176,844 27,711
*,^ Banco BPM SPA 7,885,757 27,450
  FinecoBank Banca Fineco SPA 2,157,815 25,995
^ Unione di Banche Italiane SPA 5,403,464 24,735
  Leonardo SPA 2,129,256 24,626
  Davide Campari-Milano SPA 3,105,505 23,537
2 Poste Italiane SPA 2,525,688 23,118
  Recordati SPA 546,787 20,261
*,2 Pirelli & C SPA 2,023,886 17,971
  A2A SPA 8,508,333 16,297
  Hera SPA 4,423,855 16,214
* Yoox Net-A-Porter Group SPA 347,316 16,164
  Italgas SPA 2,694,628 16,123
  Interpump Group SPA 459,951 15,568
  Unipol Gruppo SPA 3,029,287 14,857
  Cerved Information Solutions SPA 1,074,308 13,431

 

 

Developed Markets Index Fund    
 
 
 
  Azimut Holding SPA 613,440 13,202
* Brembo SPA 849,098 13,145
*,^ Saipem SPA 3,185,833 12,524
  BPER Banca 2,220,298 12,402
  Banca Mediolanum SPA 1,381,381 12,065
  Amplifon SPA 658,468 11,743
  DiaSorin SPA 126,579 11,406
2 Infrastrutture Wireless Italiane SPA 1,346,672 10,668
  De' Longhi SPA 356,242 10,602
  Banca Generali SPA 311,280 10,053
  UnipolSai Assicurazioni SPA 4,180,111 9,955
  Banca Popolare di Sondrio SCPA 2,490,366 9,869
  Societa Cattolica di Assicurazioni SC 873,681 9,329
^ Buzzi Unicem SPA 386,526 9,059
  Autogrill SPA 688,219 8,877
  Iren SPA 2,789,502 8,767
2 Anima Holding SPA 1,271,378 8,652
  Industria Macchine Automatiche SPA 87,882 8,575
2 Enav SPA 1,369,178 7,310
  Societa Iniziative Autostradali e Servizi SPA 389,273 7,272
*,^ Mediaset SPA 1,870,039 7,184
^ Salvatore Ferragamo SPA 239,210 6,614
* Reply SPA 112,679 6,231
  ERG SPA 255,210 6,105
2 Technogym SPA 513,810 6,088
2 OVS SPA 963,728 5,923
  Brunello Cucinelli SPA 181,532 5,706
  Saras SPA 2,432,175 5,348
  MARR SPA 176,547 5,257
^ Tod's SPA 69,265 5,036
  ASTM SPA 194,560 4,915
  Ei Towers SPA 84,521 4,749
  Beni Stabili SpA SIIQ 5,485,916 4,570
  Biesse SPA 73,086 4,353
  Banca IFIS SPA 104,389 4,034
  ACEA SPA 231,472 3,930
* Fincantieri SPA 2,670,028 3,918
  Parmalat SPA 1,025,257 3,778
  Danieli & C Officine Meccaniche SPA RSP 205,845 3,754
  Maire Tecnimont SPA 708,155 3,655
  Datalogic SPA 111,573 3,498
  Credito Emiliano SPA 396,404 3,477
  Buzzi Unicem SPA RSP 235,894 3,251
*,2 doBank SPA 215,175 3,037
*,2 Banca Farmafactoring SPA 401,672 2,941
2 RAI Way SPA 509,636 2,826
  Piaggio & C SPA 912,094 2,542
^ Salini Impregilo SPA 838,083 2,494
  CIR-Compagnie Industriali Riunite SPA 1,718,791 2,278
  Cementir Holding SPA 252,322 2,197
  Danieli & C Officine Meccaniche SPA 68,708 1,876
* Immobiliare Grande Distribuzione SIIQ SPA 192,137 1,799
*,^ Juventus Football Club SPA 2,141,320 1,708
^ Cairo Communication SPA 377,580 1,699
  Zignago Vetro SPA 163,761 1,674
* Italmobiliare SPA 58,475 1,647
* Arnoldo Mondadori Editore SPA 677,153 1,421
^ Geox SPA 389,125 1,321

 

 

Developed Markets Index Fund    
 
 
 
* Rizzoli Corriere Della Sera Mediagroup SPA 750,382 1,107
  Cofide SPA 1,738,497 1,045
*,^ Safilo Group SPA 152,795 773
  DeA Capital SPA 378,098 688
*,^ GEDI Gruppo Editoriale SPA 1,214,432 671
* Anima Holding SPA Rights Exp. 04/12/2018 1,267,647 484
* Immobiliare Grande Distribuzione SIIQ SPA Rights Exp. 04/13/2018 192,137 204
      2,635,095
Japan (22.2%)    
  Toyota Motor Corp. 14,174,630 923,824
  Mitsubishi UFJ Financial Group Inc. 70,438,357 467,510
  SoftBank Group Corp. 4,664,595 347,460
  Sony Corp. 6,913,959 336,705
  Honda Motor Co. Ltd. 9,636,924 334,618
  Sumitomo Mitsui Financial Group Inc. 7,315,060 310,191
  Keyence Corp. 493,306 308,778
  FANUC Corp. 1,062,512 270,418
  Nintendo Co. Ltd. 588,032 262,214
  KDDI Corp. 9,858,470 253,178
  Mizuho Financial Group Inc. 139,131,781 253,000
  Shin-Etsu Chemical Co. Ltd. 2,231,520 231,985
  Canon Inc. 5,625,905 205,473
  Takeda Pharmaceutical Co. Ltd. 4,177,439 203,777
  Kao Corp. 2,635,943 198,738
  Nidec Corp. 1,281,974 196,649
  East Japan Railway Co. 2,034,964 189,894
  Mitsubishi Corp. 7,031,453 189,145
  Central Japan Railway Co. 991,364 188,920
  Japan Tobacco Inc. 6,547,382 187,354
  Hitachi Ltd. 25,319,146 184,714
  Seven & i Holdings Co. Ltd. 4,220,132 181,064
  Mitsubishi Electric Corp. 10,806,181 175,634
  NTT DOCOMO Inc. 6,876,819 175,081
  Tokio Marine Holdings Inc. 3,826,924 174,302
  Astellas Pharma Inc. 11,058,696 169,825
  Nippon Telegraph & Telephone Corp. 3,616,423 168,000
  Komatsu Ltd. 4,996,119 167,822
  Panasonic Corp. 11,653,071 166,457
  Recruit Holdings Co. Ltd. 6,540,341 164,147
  Daikin Industries Ltd. 1,448,871 160,902
  Tokyo Electron Ltd. 854,206 157,758
  Mitsui & Co. Ltd. 9,171,746 157,444
  ITOCHU Corp. 7,728,866 150,492
  Bridgestone Corp. 3,368,538 147,888
  Denso Corp. 2,670,921 146,704
  Murata Manufacturing Co. Ltd. 1,037,000 143,149
  Shiseido Co. Ltd. 2,121,463 137,059
  Daiwa House Industry Co. Ltd. 3,550,415 136,656
  SMC Corp. 317,831 129,728
  ORIX Corp. 7,015,209 125,239
  Mitsui Fudosan Co. Ltd. 5,168,006 124,641
  Kirin Holdings Co. Ltd. 4,577,519 122,762
  Suzuki Motor Corp. 2,252,690 122,288
  Daiichi Sankyo Co. Ltd. 3,501,244 117,369
  Dai-ichi Life Holdings Inc. 6,215,328 115,395
  Otsuka Holdings Co. Ltd. 2,291,346 115,083
  Fast Retailing Co. Ltd. 281,677 112,995

 

 

Developed Markets Index Fund    
 
 
 
Asahi Group Holdings Ltd. 2,086,694 112,267
Subaru Corp. 3,350,549 110,898
Nissan Motor Co. Ltd. 10,568,511 109,381
Kubota Corp. 6,127,023 107,975
Mitsubishi Estate Co. Ltd. 6,473,185 107,611
JXTG Holdings Inc. 17,410,247 106,351
Oriental Land Co. Ltd. 1,037,558 106,244
Nomura Holdings Inc. 17,930,295 104,391
Sumitomo Corp. 6,125,602 102,581
Hoya Corp. 2,014,373 102,015
Kyocera Corp. 1,706,903 96,755
Nippon Steel & Sumitomo Metal Corp. 4,265,721 93,772
* Toshiba Corp. 32,132,994 93,373
Eisai Co. Ltd. 1,445,250 93,221
Asahi Kasei Corp. 6,826,175 90,869
Japan Post Holdings Co. Ltd. 7,260,831 88,192
Sumitomo Realty & Development Co. Ltd. 2,351,010 87,974
Terumo Corp. 1,680,273 87,106
MS&AD Insurance Group Holdings Inc. 2,736,650 85,085
Sumitomo Mitsui Trust Holdings Inc. 2,048,699 83,887
FUJIFILM Holdings Corp. 2,081,711 83,310
Shionogi & Co. Ltd. 1,556,011 81,210
Secom Co. Ltd. 1,060,941 78,933
Toray Industries Inc. 8,278,868 78,630
Sompo Holdings Inc. 1,932,961 78,115
Ono Pharmaceutical Co. Ltd. 2,421,491 77,224
Sysmex Corp. 787,916 71,596
West Japan Railway Co. 1,005,248 71,047
Nitori Holdings Co. Ltd. 403,861 70,683
Mitsubishi Chemical Holdings Corp. 7,071,201 68,672
Aeon Co. Ltd. 3,803,353 67,882
Makita Corp. 1,337,885 66,508
Daito Trust Construction Co. Ltd. 387,878 65,912
Resona Holdings Inc. 11,980,002 64,484
Fujitsu Ltd. 10,600,040 64,243
Nitto Denko Corp. 841,913 63,829
Sumitomo Electric Industries Ltd. 4,125,424 63,422
Omron Corp. 1,079,061 63,325
Marubeni Corp. 8,597,571 62,601
Inpex Corp. 5,010,052 62,526
Shimano Inc. 428,169 62,015
Tokyo Gas Co. Ltd. 2,291,738 61,206
Unicharm Corp. 2,095,032 60,759
Mitsubishi Heavy Industries Ltd. 1,565,177 60,451
Chugai Pharmaceutical Co. Ltd. 1,184,543 60,118
Olympus Corp. 1,537,725 58,942
Taisei Corp. 1,147,613 58,803
Sekisui House Ltd. 3,182,073 58,500
TDK Corp. 653,968 58,299
JFE Holdings Inc. 2,817,285 56,907
MEIJI Holdings Co. Ltd. 739,226 56,877
Daiwa Securities Group Inc. 8,631,103 55,390
Yaskawa Electric Corp. 1,218,504 55,333
Japan Exchange Group Inc. 2,950,901 55,190
Chubu Electric Power Co. Inc. 3,824,426 54,769
Sumitomo Metal Mining Co. Ltd. 1,303,485 53,706
Dentsu Inc. 1,208,755 53,617
Toyota Industries Corp. 877,758 53,412

 

 

Developed Markets Index Fund    
 
 
 
Kansai Electric Power Co. Inc. 3,986,818 52,035
Aisin Seiki Co. Ltd. 946,259 51,810
M3 Inc. 1,104,303 50,586
Ajinomoto Co. Inc. 2,778,715 50,489
MINEBEA MITSUMI Inc. 2,301,612 49,636
T&D Holdings Inc. 3,106,078 49,602
^ Yakult Honsha Co. Ltd. 659,130 49,516
Yamato Holdings Co. Ltd. 1,949,714 49,017
Sumitomo Chemical Co. Ltd. 8,259,610 47,757
Kajima Corp. 5,014,141 47,145
Rohm Co. Ltd. 483,235 45,977
Isuzu Motors Ltd. 2,991,689 45,929
Yamaha Motor Co. Ltd. 1,528,579 45,745
Hankyu Hanshin Holdings Inc. 1,219,144 45,552
Koito Manufacturing Co. Ltd. 625,136 43,834
Osaka Gas Co. Ltd. 2,168,841 43,112
Asahi Glass Co. Ltd. 1,026,832 43,038
Ryohin Keikaku Co. Ltd. 128,182 42,689
Tokyu Corp. 2,702,668 42,481
MISUMI Group Inc. 1,511,497 42,028
Mazda Motor Corp. 3,131,868 41,832
Toyota Tsusho Corp. 1,227,318 41,544
TOTO Ltd. 790,673 41,503
Shimadzu Corp. 1,481,714 41,055
Obayashi Corp. 3,689,231 40,623
Kikkoman Corp. 962,247 39,045
Yamaha Corp. 887,427 38,804
Kintetsu Group Holdings Co. Ltd. 984,161 38,612
NEC Corp. 1,365,582 38,364
* Nexon Co. Ltd. 2,235,454 37,922
^ FamilyMart UNY Holdings Co. Ltd. 446,557 37,402
Trend Micro Inc. 627,485 37,216
Ricoh Co. Ltd. 3,725,220 36,807
Don Quijote Holdings Co. Ltd. 642,058 36,764
Concordia Financial Group Ltd. 6,466,158 36,555
NTT Data Corp. 3,445,953 36,152
Rakuten Inc. 4,353,014 35,970
Tohoku Electric Power Co. Inc. 2,598,972 35,314
Sekisui Chemical Co. Ltd. 1,982,986 34,698
Bandai Namco Holdings Inc. 1,073,762 34,598
Nikon Corp. 1,909,850 34,473
Odakyu Electric Railway Co. Ltd. 1,676,633 34,156
^ Yahoo Japan Corp. 7,188,108 33,730
Tobu Railway Co. Ltd. 1,105,753 33,718
NSK Ltd. 2,490,452 33,650
Kuraray Co. Ltd. 1,935,351 33,623
Dai Nippon Printing Co. Ltd. 1,614,516 33,608
Suntory Beverage & Food Ltd. 690,137 33,464
SUMCO Corp. 1,279,077 33,428
Santen Pharmaceutical Co. Ltd. 1,986,327 33,389
* Tokyo Electric Power Co. Holdings Inc. 8,526,211 33,317
Kose Corp. 156,972 32,955
Disco Corp. 150,927 32,561
Nissan Chemical Industries Ltd. 772,914 32,186
Mitsui Chemicals Inc. 1,002,998 31,925
LIXIL Group Corp. 1,426,510 31,632
Daifuku Co. Ltd. 526,941 31,372
Oji Holdings Corp. 4,820,049 31,053

 

 

Developed Markets Index Fund    
 
 
 
Nippon Paint Holdings Co. Ltd. 841,742 30,980
Kyushu Electric Power Co. Inc. 2,562,744 30,957
Obic Co. Ltd. 365,939 30,872
Stanley Electric Co. Ltd. 817,186 30,811
Idemitsu Kosan Co. Ltd. 802,153 30,731
Tosoh Corp. 1,552,709 30,668
Hisamitsu Pharmaceutical Co. Inc. 396,713 30,654
Japan Post Bank Co. Ltd. 2,232,835 30,355
Brother Industries Ltd. 1,294,972 30,134
Kyowa Hakko Kirin Co. Ltd. 1,390,668 30,082
Showa Denko KK 694,387 29,125
Chiba Bank Ltd. 3,544,174 29,062
Otsuka Corp. 561,898 28,687
Lion Corp. 1,374,817 28,197
Tsuruha Holdings Inc. 195,261 28,123
Nisshin Seifun Group Inc. 1,406,717 28,107
Shimizu Corp. 3,103,810 27,710
SBI Holdings Inc. 1,170,599 27,583
Shizuoka Bank Ltd. 2,841,832 27,481
Kyushu Railway Co. 879,927 27,446
Hamamatsu Photonics KK 710,992 27,297
CyberAgent Inc. 524,580 27,213
Persol Holdings Co. Ltd. 933,995 27,139
Keio Corp. 628,027 27,000
Yokogawa Electric Corp. 1,329,649 26,998
Pigeon Corp. 592,421 26,879
Coca-Cola Bottlers Japan Holdings Inc. 649,236 26,749
Nomura Research Institute Ltd. 565,570 26,698
* Renesas Electronics Corp. 2,630,505 26,533
Nissin Foods Holdings Co. Ltd. 380,900 26,509
Konami Holdings Corp. 518,230 26,302
Seiko Epson Corp. 1,513,325 26,243
Japan Airlines Co. Ltd. 644,736 26,231
Nippon Express Co. Ltd. 396,608 26,210
THK Co. Ltd. 625,017 26,044
Kawasaki Heavy Industries Ltd. 803,439 25,877
Aozora Bank Ltd. 643,792 25,788
Hirose Electric Co. Ltd. 185,485 25,720
Alps Electric Co. Ltd. 1,037,640 25,693
JGC Corp. 1,174,030 25,613
Hoshizaki Corp. 286,785 25,597
NGK Spark Plug Co. Ltd. 1,056,580 25,515
Start Today Co. Ltd. 974,299 25,452
Nagoya Railroad Co. Ltd. 994,973 25,405
Nabtesco Corp. 644,395 25,308
NGK Insulators Ltd. 1,456,705 25,277
Taisho Pharmaceutical Holdings Co. Ltd. 252,662 25,070
* PeptiDream Inc. 456,160 24,962
Kansai Paint Co. Ltd. 1,056,785 24,744
Mitsubishi Motors Corp. 3,444,673 24,630
Mitsubishi Gas Chemical Co. Inc. 1,021,455 24,558
Mitsubishi Tanabe Pharma Corp. 1,210,963 24,500
Nihon M&A Center Inc. 701,842 24,366
USS Co. Ltd. 1,185,967 24,300
^ Yamada Denki Co. Ltd. 4,004,490 24,263
Kobayashi Pharmaceutical Co. Ltd. 338,034 24,230
ANA Holdings Inc. 620,861 24,018
Keikyu Corp. 1,365,608 23,976

 

 

Developed Markets Index Fund    
 
 
 
  Sumitomo Heavy Industries Ltd. 626,142 23,954
  Fuji Electric Co. Ltd. 3,474,595 23,954
*,^ Sharp Corp. 795,948 23,881
  Taiheiyo Cement Corp. 656,738 23,704
  Haseko Corp. 1,529,090 23,583
  Keisei Electric Railway Co. Ltd. 762,978 23,497
  Toppan Printing Co. Ltd. 2,855,567 23,459
  Electric Power Development Co. Ltd. 903,198 23,252
^ Marui Group Co. Ltd. 1,145,997 23,189
  NH Foods Ltd. 560,594 23,116
  JSR Corp. 1,025,856 23,037
  J Front Retailing Co. Ltd. 1,349,509 22,793
  Hitachi Construction Machinery Co. Ltd. 583,624 22,746
  IHI Corp. 716,625 22,399
  Alfresa Holdings Corp. 985,634 22,180
  Asahi Intecc Co. Ltd. 548,847 22,115
  Fukuoka Financial Group Inc. 4,027,955 22,100
  Bank of Kyoto Ltd. 387,938 22,004
  Amada Holdings Co. Ltd. 1,800,919 21,938
^ Advantest Corp. 1,043,102 21,904
  Mebuki Financial Group Inc. 5,621,443 21,849
  Sojitz Corp. 6,870,783 21,842
  Isetan Mitsukoshi Holdings Ltd. 1,955,522 21,663
  Toho Co. Ltd. 634,602 21,197
  Konica Minolta Inc. 2,489,934 21,181
  Hulic Co. Ltd. 1,938,532 21,165
  Seibu Holdings Inc. 1,185,097 20,723
  Mitsubishi Materials Corp. 683,775 20,363
  Tokyu Fudosan Holdings Corp. 2,818,870 20,297
  Toyo Suisan Kaisha Ltd. 500,045 19,810
  Kurita Water Industries Ltd. 612,055 19,768
  Hikari Tsushin Inc. 122,243 19,759
  Ebara Corp. 549,466 19,637
  SCREEN Holdings Co. Ltd. 216,211 19,523
^ Chugoku Electric Power Co. Inc. 1,598,035 19,486
  Hino Motors Ltd. 1,481,105 19,331
  Rinnai Corp. 201,566 19,195
  Square Enix Holdings Co. Ltd. 426,388 19,176
  Nippon Shinyaku Co. Ltd. 281,625 19,148
  Teijin Ltd. 979,028 18,641
  JTEKT Corp. 1,250,853 18,429
  Furukawa Electric Co. Ltd. 339,741 18,365
  Sumitomo Rubber Industries Ltd. 991,641 18,283
  Lawson Inc. 267,277 18,268
  Asics Corp. 982,679 18,262
  Matsumotokiyoshi Holdings Co. Ltd. 429,150 18,158
  MediPal Holdings Corp. 868,096 18,120
  Sohgo Security Services Co. Ltd. 366,243 18,027
^ Casio Computer Co. Ltd. 1,206,947 17,978
  Suzuken Co. Ltd. 426,700 17,935
  Hakuhodo DY Holdings Inc. 1,302,934 17,892
  Sega Sammy Holdings Inc. 1,087,928 17,724
  TIS Inc. 440,340 17,658
  Sony Financial Holdings Inc. 962,871 17,648
  Daicel Corp. 1,600,166 17,531
  Mitsui OSK Lines Ltd. 614,440 17,482
  Miura Co. Ltd. 537,306 17,384
  Nippon Yusen KK 882,955 17,376

 

 

Developed Markets Index Fund    
 
 
 
Pola Orbis Holdings Inc. 412,085 17,260
Tokyo Tatemono Co. Ltd. 1,132,321 17,103
Sundrug Co. Ltd. 364,058 17,049
Ube Industries Ltd. 579,498 16,998
Hitachi High-Technologies Corp. 353,600 16,921
Kewpie Corp. 612,860 16,789
Azbil Corp. 356,292 16,780
Keihan Holdings Co. Ltd. 536,855 16,646
Air Water Inc. 836,666 16,436
Horiba Ltd. 211,565 16,427
Denka Co. Ltd. 480,852 16,336
Nichirei Corp. 594,908 16,193
Kobe Steel Ltd. 1,622,691 16,083
Tokai Carbon Co. Ltd. 1,078,329 16,060
Tokyo Century Corp. 255,403 15,962
Park24 Co. Ltd. 582,156 15,859
Relo Group Inc. 561,835 15,753
Toho Gas Co. Ltd. 502,317 15,737
Takashimaya Co. Ltd. 1,632,625 15,712
Yamaguchi Financial Group Inc. 1,261,552 15,630
Kaneka Corp. 1,563,840 15,617
Sumitomo Dainippon Pharma Co. Ltd. 930,489 15,587
Nifco Inc. 459,988 15,539
Ezaki Glico Co. Ltd. 289,942 15,409
^ Nankai Electric Railway Co. Ltd. 608,006 15,290
DIC Corp. 452,085 15,227
COMSYS Holdings Corp. 570,401 15,162
Kagome Co. Ltd. 430,721 15,145
Nomura Real Estate Holdings Inc. 646,913 15,123
Ulvac Inc. 264,283 15,056
^ Skylark Co. Ltd. 1,046,496 15,036
AEON Financial Service Co. Ltd. 646,107 14,989
Rohto Pharmaceutical Co. Ltd. 532,030 14,953
Credit Saison Co. Ltd. 893,350 14,948
Seino Holdings Co. Ltd. 807,827 14,939
Shimamura Co. Ltd. 119,721 14,881
Yamazaki Baking Co. Ltd. 703,574 14,751
Izumi Co. Ltd. 217,331 14,696
Mitsubishi UFJ Lease & Finance Co. Ltd. 2,430,700 14,488
Iida Group Holdings Co. Ltd. 775,177 14,459
Oracle Corp. Japan 174,144 14,444
Showa Shell Sekiyu KK 1,057,234 14,402
Mabuchi Motor Co. Ltd. 288,527 14,312
^ Calbee Inc. 414,936 14,088
Sanwa Holdings Corp. 1,087,790 14,027
Shinsei Bank Ltd. 900,869 13,966
Benesse Holdings Inc. 383,147 13,928
Aeon Mall Co. Ltd. 656,111 13,785
Sankyu Inc. 276,030 13,716
Gunma Bank Ltd. 2,375,716 13,706
Yokohama Rubber Co. Ltd. 584,392 13,604
Mitsui Mining & Smelting Co. Ltd. 304,685 13,546
House Foods Group Inc. 407,486 13,472
Suruga Bank Ltd. 957,975 13,423
Bic Camera Inc. 842,283 13,393
Toyo Seikan Group Holdings Ltd. 891,698 13,329
Nippon Electric Glass Co. Ltd. 451,851 13,175
Kyowa Exeo Corp. 490,779 13,115

 

 

Developed Markets Index Fund    
 
 
 
  K's Holdings Corp. 935,310 12,959
  Kakaku.com Inc. 733,139 12,936
  Kamigumi Co. Ltd. 576,895 12,926
  Tsumura & Co. 368,737 12,830
  Hitachi Metals Ltd. 1,086,434 12,782
  Welcia Holdings Co. Ltd. 278,972 12,628
  Hachijuni Bank Ltd. 2,305,753 12,544
  Ito En Ltd. 315,509 12,400
  Zenkoku Hosho Co. Ltd. 281,540 12,371
  Hiroshima Bank Ltd. 1,617,782 12,341
  NOK Corp. 629,069 12,333
  Hitachi Chemical Co. Ltd. 552,092 12,290
  Kinden Corp. 735,340 12,242
  Daiichikosho Co. Ltd. 231,186 12,156
  Taiyo Nippon Sanso Corp. 803,083 12,155
  Nippon Shokubai Co. Ltd. 175,059 12,076
  Tokuyama Corp. 377,996 12,023
  Sumitomo Forestry Co. Ltd. 741,399 11,924
  Ain Holdings Inc. 153,179 11,915
  Seven Bank Ltd. 3,703,138 11,898
  Capcom Co. Ltd. 512,648 11,885
  GS Yuasa Corp. 2,181,422 11,816
  Nihon Kohden Corp. 413,655 11,785
  Penta-Ocean Construction Co. Ltd. 1,595,145 11,774
^ Iyo Bank Ltd. 1,536,825 11,768
  Zeon Corp. 804,574 11,711
  Chugoku Bank Ltd. 973,618 11,706
  NOF Corp. 386,929 11,700
  Nippon Kayaku Co. Ltd. 940,618 11,698
  Shima Seiki Manufacturing Ltd. 167,418 11,696
  Cosmo Energy Holdings Co. Ltd. 359,185 11,546
^ MonotaRO Co. Ltd. 324,489 11,529
  Topcon Corp. 583,865 11,516
^ Zensho Holdings Co. Ltd. 503,191 11,508
  Miraca Holdings Inc. 291,156 11,467
  TechnoPro Holdings Inc. 188,193 11,428
  Japan Steel Works Ltd. 347,173 11,390
  Sotetsu Holdings Inc. 427,476 11,382
  TS Tech Co. Ltd. 284,970 11,322
  Kaken Pharmaceutical Co. Ltd. 190,389 11,245
  Sugi Holdings Co. Ltd. 199,247 11,193
^ DeNA Co. Ltd. 610,316 11,179
  Itochu Techno-Solutions Corp. 535,262 11,040
  Glory Ltd. 305,890 10,955
  Takara Holdings Inc. 978,141 10,953
  Aica Kogyo Co. Ltd. 295,555 10,883
  Nishi-Nippon Railroad Co. Ltd. 416,308 10,850
*,^ Kawasaki Kisen Kaisha Ltd. 463,953 10,825
  Citizen Watch Co. Ltd. 1,527,286 10,769
  Leopalace21 Corp. 1,314,189 10,752
  Kyushu Financial Group Inc. 2,138,326 10,691
  Nagase & Co. Ltd. 621,289 10,576
  Kyudenko Corp. 214,949 10,556
  DMG Mori Co. Ltd. 554,306 10,428
  Nippon Gas Co. Ltd. 218,147 10,422
  Maruichi Steel Tube Ltd. 343,174 10,419
  Shikoku Electric Power Co. Inc. 862,324 10,386
  Taiyo Yuden Co. Ltd. 611,841 10,284

 

 

Developed Markets Index Fund    
 
 
 
  Japan Airport Terminal Co. Ltd. 262,951 10,243
  Fujikura Ltd. 1,510,773 10,189
  Nishi-Nippon Financial Holdings Inc. 854,304 10,144
  Sapporo Holdings Ltd. 346,362 10,144
  Morinaga & Co. Ltd. 228,802 10,124
  Amano Corp. 378,085 10,120
  SCSK Corp. 232,900 10,115
  Nisshinbo Holdings Inc. 740,400 10,027
  Open House Co. Ltd. 162,424 10,020
  Sankyo Co. Ltd. 286,608 10,002
  ADEKA Corp. 556,977 9,972
  Aoyama Trading Co. Ltd. 251,665 9,891
  Rengo Co. Ltd. 1,143,598 9,882
  Hokuhoku Financial Group Inc. 718,262 9,877
  Daido Steel Co. Ltd. 193,147 9,853
  Nipro Corp. 670,823 9,844
  NHK Spring Co. Ltd. 915,305 9,836
^ Nippon Paper Industries Co. Ltd. 531,713 9,830
  NTN Corp. 2,342,542 9,817
  Japan Lifeline Co. Ltd. 342,543 9,814
  Toyo Tire & Rubber Co. Ltd. 569,141 9,779
  PALTAC Corp. 179,070 9,763
  OKUMA Corp. 165,725 9,745
  ABC-Mart Inc. 147,907 9,725
  Cosmos Pharmaceutical Corp. 47,549 9,711
  Tadano Ltd. 637,068 9,642
  Toyoda Gosei Co. Ltd. 417,735 9,636
  SG Holdings Co. Ltd. 436,353 9,559
  Anritsu Corp. 777,739 9,519
  OSG Corp. 417,644 9,515
  Wacoal Holdings Corp. 328,238 9,514
  Toyobo Co. Ltd. 480,074 9,469
*,^ Acom Co. Ltd. 2,090,387 9,395
  77 Bank Ltd. 390,101 9,326
  Sumitomo Osaka Cement Co. Ltd. 2,108,298 9,312
  SHO-BOND Holdings Co. Ltd. 124,623 9,312
  Toda Corp. 1,283,800 9,303
  Kokuyo Co. Ltd. 474,520 9,268
  Dowa Holdings Co. Ltd. 256,321 9,176
  Sawai Pharmaceutical Co. Ltd. 208,398 9,174
  Fuji Seal International Inc. 227,662 9,133
  Morinaga Milk Industry Co. Ltd. 224,419 9,128
  Ushio Inc. 667,375 8,958
  Nihon Parkerizing Co. Ltd. 542,355 8,909
  Fuji Machine Manufacturing Co. Ltd. 444,706 8,808
  Tokyo Seimitsu Co. Ltd. 214,866 8,776
  Ibiden Co. Ltd. 592,156 8,771
  H2O Retailing Corp. 470,064 8,713
  Hanwa Co. Ltd. 207,321 8,654
  GMO Payment Gateway Inc. 87,519 8,605
  Tokai Tokyo Financial Holdings Inc. 1,232,415 8,543
  Maeda Corp. 731,184 8,528
* LINE Corp. 217,567 8,496
  Nippon Light Metal Holdings Co. Ltd. 3,244,211 8,478
  Japan Post Insurance Co. Ltd. 355,889 8,447
  Ship Healthcare Holdings Inc. 235,663 8,378
  Iwatani Corp. 221,815 8,202
  Kenedix Inc. 1,316,506 8,183

 

 

Developed Markets Index Fund    
 
 
 
  Toagosei Co. Ltd. 692,503 8,181
*,^ Hokuriku Electric Power Co. 931,369 8,137
  Okumura Corp. 206,797 8,071
  Jafco Co. Ltd. 171,460 8,011
  Mitsubishi Logistics Corp. 380,759 7,999
  Tokyo Ohka Kogyo Co. Ltd. 220,537 7,989
  Fukuyama Transporting Co. Ltd. 180,400 7,934
  FP Corp. 121,492 7,869
  Daishi Bank Ltd. 175,389 7,854
  Nichias Corp. 606,711 7,798
^ Shochiku Co. Ltd. 54,857 7,789
^ Chiyoda Corp. 827,014 7,737
  Lintec Corp. 268,269 7,731
  Ariake Japan Co. Ltd. 96,173 7,729
  Meitec Corp. 140,251 7,703
  Resorttrust Inc. 361,963 7,679
  Outsourcing Inc. 435,748 7,628
  Nihon Unisys Ltd. 350,115 7,606
  Sumitomo Bakelite Co. Ltd. 861,287 7,602
  Shimachu Co. Ltd. 237,044 7,555
  Lasertec Corp. 207,078 7,541
  Hazama Ando Corp. 989,691 7,532
  Nikkon Holdings Co. Ltd. 283,339 7,506
  Pilot Corp. 133,072 7,460
  Fuji Oil Holdings Inc. 241,882 7,361
^ GMO Internet Inc. 338,484 7,327
  San-In Godo Bank Ltd. 816,939 7,311
  Nippon Suisan Kaisha Ltd. 1,398,984 7,277
  Tsubakimoto Chain Co. 878,049 7,209
  Fancl Corp. 194,242 7,182
  Fuyo General Lease Co. Ltd. 104,441 7,156
  Nishimatsu Construction Co. Ltd. 283,892 7,086
  Shiga Bank Ltd. 1,371,905 6,995
  cocokara fine Inc. 99,860 6,944
  Awa Bank Ltd. 1,060,427 6,925
  Mandom Corp. 196,706 6,902
  Toyota Boshoku Corp. 331,886 6,895
^ Colowide Co. Ltd. 298,225 6,883
  NTT Urban Development Corp. 561,570 6,852
  Kureha Corp. 103,460 6,841
  V Technology Co. Ltd. 23,568 6,830
  Yoshinoya Holdings Co. Ltd. 337,421 6,791
  Canon Marketing Japan Inc. 249,818 6,764
  Sangetsu Corp. 320,430 6,635
  Iriso Electronics Co. Ltd. 108,415 6,633
  Toyo Ink SC Holdings Co. Ltd. 1,057,414 6,626
  Kandenko Co. Ltd. 573,865 6,598
  NET One Systems Co. Ltd. 449,250 6,591
  GungHo Online Entertainment Inc. 1,988,796 6,573
  Mitsui Engineering & Shipbuilding Co. Ltd. 397,079 6,530
  Hitachi Transport System Ltd. 232,669 6,516
  CKD Corp. 298,897 6,490
  Topre Corp. 221,265 6,476
  Toho Holdings Co. Ltd. 271,492 6,460
  Autobacs Seven Co. Ltd. 340,655 6,388
  Takasago Thermal Engineering Co. Ltd. 339,299 6,291
  HIS Co. Ltd. 171,934 6,274
  Itoham Yonekyu Holdings Inc. 716,742 6,237

 

 

Developed Markets Index Fund    
 
 
 
Maeda Road Construction Co. Ltd. 307,904 6,203
Hokkaido Electric Power Co. Inc. 934,537 6,193
TOKAI Holdings Corp. 615,787 6,184
Kusuri no Aoki Holdings Co. Ltd. 84,536 6,118
Yaoko Co. Ltd. 113,478 6,116
Nippo Corp. 270,388 6,110
Noevir Holdings Co. Ltd. 82,056 6,100
Oki Electric Industry Co. Ltd. 459,623 6,075
^ Kyoritsu Maintenance Co. Ltd. 127,393 6,073
Kumagai Gumi Co. Ltd. 193,365 6,069
Megmilk Snow Brand Co. Ltd. 220,367 6,013
Okamura Corp. 439,701 6,009
Maruha Nichiro Corp. 189,650 6,001
Digital Garage Inc. 179,741 5,956
Nachi-Fujikoshi Corp. 976,572 5,928
Sakata Seed Corp. 168,550 5,909
^ Sanrio Co. Ltd. 323,324 5,860
Kanematsu Corp. 434,469 5,853
Inaba Denki Sangyo Co. Ltd. 132,841 5,846
Joyful Honda Co. Ltd. 163,098 5,830
Ci:z Holdings Co. Ltd. 115,467 5,775
Goldwin Inc. 95,084 5,772
Duskin Co. Ltd. 231,697 5,768
Keiyo Bank Ltd. 1,273,410 5,749
Musashino Bank Ltd. 178,737 5,747
SMS Co. Ltd. 134,066 5,739
^ Heiwa Corp. 290,485 5,720
Daiseki Co. Ltd. 204,368 5,700
Hitachi Capital Corp. 225,046 5,676
Round One Corp. 354,509 5,642
Nichiha Corp. 149,165 5,637
Kiyo Bank Ltd. 349,019 5,623
^ Infomart Corp. 554,923 5,622
Ogaki Kyoritsu Bank Ltd. 218,071 5,550
San-A Co. Ltd. 95,572 5,519
^ Daio Paper Corp. 390,885 5,494
Kotobuki Spirits Co. Ltd. 103,348 5,487
^ Nissha Co. Ltd. 203,568 5,444
Fujitec Co. Ltd. 406,743 5,418
Tsubaki Nakashima Co. Ltd. 209,809 5,415
Mitsubishi Pencil Co. Ltd. 239,087 5,413
Onward Holdings Co. Ltd. 619,762 5,404
KH Neochem Co. Ltd. 185,681 5,398
Senshu Ikeda Holdings Inc. 1,410,170 5,387
Tokai Rika Co. Ltd. 262,129 5,379
Valor Holdings Co. Ltd. 197,805 5,374
* Aiful Corp. 1,597,041 5,343
Paramount Bed Holdings Co. Ltd. 104,936 5,322
Trusco Nakayama Corp. 214,953 5,314
Hyakugo Bank Ltd. 1,101,495 5,305
Okinawa Electric Power Co. Inc. 188,428 5,303
Ai Holdings Corp. 188,467 5,281
United Arrows Ltd. 138,731 5,263
Juroku Bank Ltd. 194,882 5,257
Makino Milling Machine Co. Ltd. 554,275 5,253
FCC Co. Ltd. 185,668 5,239
Hokkoku Bank Ltd. 131,531 5,222
DCM Holdings Co. Ltd. 513,140 5,216

 

 

Developed Markets Index Fund    
 
 
 
Fujitsu General Ltd. 290,551 5,207
Gunze Ltd. 90,613 5,198
Yamato Kogyo Co. Ltd. 188,299 5,196
North Pacific Bank Ltd. 1,519,310 5,120
Takara Bio Inc. 249,942 5,090
Okasan Securities Group Inc. 846,551 5,062
Tomy Co. Ltd. 494,844 5,029
^ Sushiro Global Holdings Ltd. 102,079 5,016
Sumitomo Mitsui Construction Co. Ltd. 833,009 4,979
Koei Tecmo Holdings Co. Ltd. 257,962 4,968
Central Glass Co. Ltd. 214,641 4,960
Taikisha Ltd. 151,055 4,958
Exedy Corp. 156,481 4,950
Matsui Securities Co. Ltd. 546,744 4,939
NS Solutions Corp. 171,347 4,929
Bank of Okinawa Ltd. 115,093 4,926
Nanto Bank Ltd. 179,907 4,903
^ Ichigo Inc. 1,098,699 4,898
KYB Corp. 103,749 4,880
Mochida Pharmaceutical Co. Ltd. 68,631 4,874
^ Orient Corp. 3,044,322 4,854
Kanamoto Co. Ltd. 142,908 4,837
Hogy Medical Co. Ltd. 119,746 4,829
Eizo Corp. 103,228 4,804
Arcs Co. Ltd. 197,253 4,803
Mirait Holdings Corp. 298,233 4,785
Ryosan Co. Ltd. 131,664 4,769
Nippon Television Holdings Inc. 271,298 4,757
Daikyonishikawa Corp. 289,778 4,757
Keihin Corp. 230,727 4,751
Seiren Co. Ltd. 254,908 4,739
Hyakujushi Bank Ltd. 1,391,306 4,729
Hokuetsu Kishu Paper Co. Ltd. 727,689 4,726
Tokyo Dome Corp. 494,946 4,697
Kissei Pharmaceutical Co. Ltd. 171,160 4,650
Totetsu Kogyo Co. Ltd. 148,282 4,644
ZERIA Pharmaceutical Co. Ltd. 229,784 4,640
KYORIN Holdings Inc. 245,855 4,638
Unipres Corp. 204,454 4,626
Justsystems Corp. 189,479 4,609
Showa Corp. 268,700 4,609
Milbon Co. Ltd. 102,900 4,584
Benefit One Inc. 164,424 4,558
San-Ai Oil Co. Ltd. 302,581 4,493
Fuji Soft Inc. 112,091 4,478
Takuma Co. Ltd. 403,613 4,462
EDION Corp. 385,653 4,459
Starts Corp. Inc. 162,824 4,458
Sanken Electric Co. Ltd. 602,706 4,457
Takara Standard Co. Ltd. 262,502 4,451
Toshiba Plant Systems & Services Corp. 203,228 4,450
^ JINS Inc. 80,463 4,444
Nomura Co. Ltd. 205,975 4,440
Senko Group Holdings Co. Ltd. 566,575 4,435
Hitachi Zosen Corp. 849,679 4,400
Nippon Seiki Co. Ltd. 239,588 4,379
IBJ Leasing Co. Ltd. 155,265 4,376
Maxell Holdings Ltd. 226,758 4,362

 

 

Developed Markets Index Fund    
 
 
 
  Mani Inc. 110,005 4,342
  Fuji Media Holdings Inc. 254,921 4,328
^ Hirata Corp. 47,305 4,325
  Prima Meat Packers Ltd. 757,775 4,282
  Nippon Flour Mills Co. Ltd. 274,002 4,277
  Financial Products Group Co. Ltd. 326,324 4,255
  Daiwabo Holdings Co. Ltd. 97,834 4,244
  Toshiba Machine Co. Ltd. 611,684 4,240
  Nojima Corp. 175,260 4,229
  Toridoll Holdings Corp. 114,165 4,219
^ Atom Corp. 464,519 4,191
  As One Corp. 64,636 4,188
  JCR Pharmaceuticals Co. Ltd. 76,300 4,185
  Tokyu Construction Co. Ltd. 382,264 4,148
  Koshidaka Holdings Co. Ltd. 59,639 4,147
  TPR Co. Ltd. 144,490 4,142
^ Siix Corp. 192,174 4,138
  Nippon Steel & Sumikin Bussan Corp. 73,888 4,107
  Daihen Corp. 534,039 4,097
  Yodogawa Steel Works Ltd. 153,086 4,091
  Kato Sangyo Co. Ltd. 116,657 4,090
  Nippon Soda Co. Ltd. 715,995 4,082
  Tokyo Steel Manufacturing Co. Ltd. 504,179 4,080
  NSD Co. Ltd. 199,913 4,066
  Nitta Corp. 108,147 4,063
  Morita Holdings Corp. 213,747 4,059
  Eiken Chemical Co. Ltd. 161,000 4,057
  Takeuchi Manufacturing Co. Ltd. 181,593 4,023
  Komeri Co. Ltd. 149,031 4,022
  Kitz Corp. 465,519 4,013
  Tokyo Broadcasting System Holdings Inc. 187,458 3,992
  Optex Group Co. Ltd. 156,956 3,989
  Meidensha Corp. 1,037,143 3,986
*,^ Macromill Inc. 129,100 3,985
  Toho Bank Ltd. 1,031,600 3,982
  Okamoto Industries Inc. 394,821 3,981
  Futaba Corp. 191,260 3,951
  S Foods Inc. 94,872 3,948
  Taiyo Holdings Co. Ltd. 91,700 3,943
  Yamagata Bank Ltd. 174,000 3,939
  Zenrin Co. Ltd. 186,358 3,925
^ MOS Food Services Inc. 132,086 3,925
  Alpine Electronics Inc. 207,319 3,925
  Sato Holdings Corp. 121,628 3,922
  Token Corp. 38,986 3,921
  Hosiden Corp. 311,813 3,911
  Toei Co. Ltd. 36,600 3,909
  Royal Holdings Co. Ltd. 144,038 3,908
  Shibuya Corp. 108,991 3,900
  Saizeriya Co. Ltd. 136,751 3,875
  Systena Corp. 95,193 3,853
  Musashi Seimitsu Industry Co. Ltd. 113,600 3,853
  Toshiba TEC Corp. 648,708 3,848
  Descente Ltd. 240,100 3,841
* Nippon Sheet Glass Co. Ltd. 480,549 3,837
  Heiwado Co. Ltd. 157,500 3,826
  Japan Material Co. Ltd. 302,529 3,824
  Jeol Ltd. 413,000 3,813

 

 

Developed Markets Index Fund    
 
 
 
  Sumitomo Warehouse Co. Ltd. 570,727 3,800
  Seikagaku Corp. 205,900 3,788
  Joshin Denki Co. Ltd. 100,500 3,788
  Ryobi Ltd. 142,617 3,779
^ Bank of Nagoya Ltd. 99,800 3,775
  Bank of Iwate Ltd. 93,300 3,772
  Nichicon Corp. 330,286 3,770
  Japan Petroleum Exploration Co. Ltd. 164,891 3,769
  Investors Cloud Co. Ltd. 169,500 3,757
  Asahi Holdings Inc. 201,900 3,753
  Idec Corp. 153,100 3,750
  Aida Engineering Ltd. 306,429 3,749
  DTS Corp. 107,700 3,749
  Wacom Co. Ltd. 754,228 3,730
^ UACJ Corp. 144,700 3,713
  Transcosmos Inc. 141,400 3,700
  Yamazen Corp. 356,751 3,700
^ Istyle Inc. 260,900 3,677
  Nippon Densetsu Kogyo Co. Ltd. 187,088 3,673
  Aeon Delight Co. Ltd. 100,800 3,647
  Kura Corp. 52,600 3,641
  Arata Corp. 63,800 3,631
  Chudenko Corp. 134,458 3,626
  Shinmaywa Industries Ltd. 440,600 3,623
  Sanyo Denki Co. Ltd. 46,600 3,622
  Obara Group Inc. 61,657 3,617
  Tocalo Co. Ltd. 295,600 3,614
  TOMONY Holdings Inc. 794,214 3,605
  EPS Holdings Inc. 175,200 3,587
  Nissan Shatai Co. Ltd. 343,065 3,582
  Heiwa Real Estate Co. Ltd. 184,500 3,581
  Nagaileben Co. Ltd. 128,900 3,577
  Seiko Holdings Corp. 149,703 3,576
  Funai Soken Holdings Inc. 166,210 3,567
  YA-MAN Ltd. 148,556 3,560
  Nissin Kogyo Co. Ltd. 204,772 3,554
  Earth Chemical Co. Ltd. 67,500 3,548
*,^ Japan Display Inc. 1,901,066 3,546
^ ASKUL Corp. 106,000 3,544
  Japan Wool Textile Co. Ltd. 362,000 3,539
  Yokogawa Bridge Holdings Corp. 164,605 3,539
  Kohnan Shoji Co. Ltd. 146,400 3,535
  Kintetsu World Express Inc. 189,748 3,531
  Nisshin Oillio Group Ltd. 126,200 3,519
  Japan Aviation Electronics Industry Ltd. 245,508 3,493
  Dip Corp. 110,000 3,485
  Inabata & Co. Ltd. 229,800 3,467
  Yamanashi Chuo Bank Ltd. 836,000 3,466
  Showa Sangyo Co. Ltd. 133,700 3,458
  Piolax Inc. 130,400 3,441
  Star Micronics Co. Ltd. 185,600 3,437
  Kameda Seika Co. Ltd. 70,800 3,431
^ Ichibanya Co. Ltd. 82,700 3,414
  Tokyo TY Financial Group Inc. 141,700 3,410
*,^ euglena Co. Ltd. 346,200 3,399
  Furukawa Co. Ltd. 181,121 3,396
  Toho Zinc Co. Ltd. 72,206 3,387
  Chiyoda Co. Ltd. 135,500 3,382

 

 

Developed Markets Index Fund    
 
 
 
  Sakata INX Corp. 227,559 3,377
  TSI Holdings Co. Ltd. 462,500 3,367
  Monex Group Inc. 1,033,700 3,343
  Noritz Corp. 184,200 3,340
  Nichi-iko Pharmaceutical Co. Ltd. 214,000 3,337
  Maruwa Co. Ltd. 42,260 3,331
  Kurabo Industries Ltd. 1,064,000 3,330
  Doutor Nichires Holdings Co. Ltd. 140,100 3,326
  Saibu Gas Co. Ltd. 126,900 3,323
  Tsugami Corp. 259,000 3,309
  KOMEDA Holdings Co. Ltd. 174,500 3,292
  Menicon Co. Ltd. 129,400 3,284
  Hiday Hidaka Corp. 131,193 3,284
^ Zojirushi Corp. 223,300 3,280
  TKC Corp. 79,900 3,270
^ Megachips Corp. 93,400 3,264
  Nikkiso Co. Ltd. 308,300 3,247
^ Anicom Holdings Inc. 78,400 3,246
  Oiles Corp. 150,100 3,227
  Nitto Boseki Co. Ltd. 150,300 3,218
  AOKI Holdings Inc. 210,300 3,214
^ Fuji Kyuko Co. Ltd. 122,700 3,213
^ Aomori Bank Ltd. 103,900 3,192
*,^ Pepper Food Service Co. Ltd. 68,903 3,184
  Pacific Industrial Co. Ltd. 238,300 3,172
  Tamura Corp. 416,100 3,168
  United Super Markets Holdings Inc. 294,000 3,164
^ Kisoji Co. Ltd. 121,200 3,153
  NEC Networks & System Integration Corp. 121,100 3,142
^ Ichikoh Industries Ltd. 289,400 3,139
  Mitsui Sugar Co. Ltd. 81,600 3,137
  Tosho Co. Ltd. 81,000 3,132
  Daikyo Inc. 154,357 3,127
  Komori Corp. 245,100 3,120
  Jaccs Co. Ltd. 140,500 3,115
  Belluna Co. Ltd. 263,000 3,102
  Sanyo Special Steel Co. Ltd. 122,300 3,099
  Koa Corp. 148,500 3,086
  Nippon Signal Company Ltd. 326,600 3,082
  DyDo Group Holdings Inc. 48,800 3,081
  Kumiai Chemical Industry Co. Ltd. 515,904 3,080
  Noritake Co. Ltd. 71,200 3,073
  Create SD Holdings Co. Ltd. 117,300 3,069
  Bank of the Ryukyus Ltd. 198,200 3,060
  BML Inc. 117,600 3,058
  Nishimatsuya Chain Co. Ltd. 269,700 3,056
  Unizo Holdings Co. Ltd. 124,500 3,054
  Sekisui Jushi Corp. 140,800 3,053
  Towa Pharmaceutical Co. Ltd. 47,600 3,041
  Chugoku Marine Paints Ltd. 307,000 3,036
  Foster Electric Co. Ltd. 123,700 3,032
  Create Restaurants Holdings Inc. 251,800 3,014
  DA Consortium Holdings Inc. 129,100 3,012
  Daibiru Corp. 256,400 3,004
  Axial Retailing Inc. 78,400 3,000
  Matsuya Co. Ltd. 212,700 2,997
  Fujimori Kogyo Co. Ltd. 84,100 2,990
  Marudai Food Co. Ltd. 622,000 2,967

 

 

Developed Markets Index Fund    
 
 
 
Adastria Co. Ltd. 143,900 2,962
Internet Initiative Japan Inc. 142,900 2,946
T-Gaia Corp. 104,700 2,941
^ Macnica Fuji Electronics Holdings Inc. 162,801 2,936
Asahi Diamond Industrial Co. Ltd. 277,200 2,920
Dainichiseika Color & Chemicals Manufacturing Co. Ltd. 70,100 2,918
Oita Bank Ltd. 78,000 2,916
JCU Corp. 123,000 2,911
Tokyotokeiba Co. Ltd. 77,300 2,908
Hamakyorex Co. Ltd. 86,000 2,895
Miroku Jyoho Service Co. Ltd. 98,900 2,888
Press Kogyo Co. Ltd. 483,100 2,883
Vector Inc. 124,400 2,879
Nissei ASB Machine Co. Ltd. 41,400 2,877
^ Link And Motivation Inc. 235,300 2,852
Yuasa Trading Co. Ltd. 86,500 2,848
Bunka Shutter Co. Ltd. 289,300 2,839
^ Ringer Hut Co. Ltd. 121,200 2,838
Shizuoka Gas Co. Ltd. 313,800 2,838
SKY Perfect JSAT Holdings Inc. 632,567 2,837
Gree Inc. 490,153 2,833
^ J Trust Co. Ltd. 429,886 2,829
Shikoku Chemicals Corp. 190,400 2,825
* M&A Capital Partners Co. Ltd. 33,100 2,824
Chubu Shiryo Co. Ltd. 139,900 2,823
Marusan Securities Co. Ltd. 294,100 2,823
Nisshin Steel Co. Ltd. 240,491 2,821
Mizuno Corp. 93,300 2,817
Japan Securities Finance Co. Ltd. 454,200 2,810
^ Sodick Co. Ltd. 213,600 2,804
Doshisha Co. Ltd. 121,900 2,792
Nippon Thompson Co. Ltd. 342,000 2,782
Belc Co. Ltd. 47,800 2,777
Konoike Transport Co. Ltd. 159,000 2,752
Tsukishima Kikai Co. Ltd. 192,200 2,732
Life Corp. 97,500 2,730
FULLCAST Holdings Co. Ltd. 110,498 2,723
Max Co. Ltd. 211,000 2,713
Tachi-S Co. Ltd. 150,800 2,703
LIFULL Co. Ltd. 303,755 2,688
Raito Kogyo Co. Ltd. 254,300 2,687
Daiho Corp. 469,000 2,680
Nippon Carbon Co. Ltd. 54,099 2,676
Prestige International Inc. 218,200 2,674
Ohsho Food Service Corp. 54,500 2,672
Nippon Ceramic Co. Ltd. 97,400 2,669
Topy Industries Ltd. 92,300 2,660
Fukui Bank Ltd. 119,400 2,642
Shoei Foods Corp. 68,700 2,639
Chofu Seisakusho Co. Ltd. 108,600 2,638
Sogo Medical Co. Ltd. 93,200 2,632
^ Osaka Soda Co. Ltd. 99,400 2,628
Modec Inc. 105,400 2,622
Sanyo Chemical Industries Ltd. 55,700 2,619
Bell System24 Holdings Inc. 179,700 2,617
Shikoku Bank Ltd. 183,200 2,614
Shindengen Electric Manufacturing Co. Ltd. 40,000 2,610
Nishio Rent All Co. Ltd. 83,300 2,603

 

 

Developed Markets Index Fund    
 
 
 
^ Noritsu Koki Co. Ltd. 111,400 2,582
  Nohmi Bosai Ltd. 119,700 2,580
  Monogatari Corp. 25,384 2,575
  Sintokogio Ltd. 245,200 2,572
^ OBIC Business Consultants Co. Ltd. 40,400 2,565
  kabu.com Securities Co. Ltd. 735,100 2,559
  Dexerials Corp. 247,200 2,557
  TV Asahi Holdings Corp. 115,930 2,556
  Relia Inc. 209,900 2,554
  Futaba Industrial Co. Ltd. 301,800 2,554
  Shinko Electric Industries Co. Ltd. 345,869 2,552
* Shoei Co. Ltd. 65,800 2,547
  Fujicco Co. Ltd. 112,700 2,544
^ KLab Inc. 154,300 2,541
* Retail Partners Co. Ltd. 177,300 2,528
  Kenko Mayonnaise Co. Ltd. 74,700 2,517
  Sanshin Electronics Co. Ltd. 127,400 2,517
  Elecom Co. Ltd. 105,100 2,514
  Wakita & Co. Ltd. 226,500 2,511
*,^ Pioneer Corp. 1,523,900 2,510
  Fuso Chemical Co. Ltd. 97,500 2,508
  Fukushima Industries Corp. 57,500 2,505
  Toppan Forms Co. Ltd. 224,591 2,497
  Eagle Industry Co. Ltd. 143,000 2,476
  Sanki Engineering Co. Ltd. 219,400 2,476
  Bando Chemical Industries Ltd. 214,200 2,475
  Miyazaki Bank Ltd. 78,600 2,473
  Kaga Electronics Co. Ltd. 94,300 2,437
  Towa Bank Ltd. 181,200 2,434
  Hokuetsu Bank Ltd. 109,400 2,430
^ Sakai Moving Service Co. Ltd. 46,400 2,428
  ESPEC Corp. 103,200 2,421
  Tayca Corp. 92,700 2,421
  Xebio Holdings Co. Ltd. 121,700 2,417
  Riken Corp. 43,000 2,414
  JVC Kenwood Corp. 732,000 2,414
  Kanto Denka Kogyo Co. Ltd. 233,800 2,412
  Plenus Co. Ltd. 123,500 2,412
  Mitsuba Corp. 187,600 2,404
  Mitsuboshi Belting Ltd. 214,000 2,400
  Kadokawa Dwango Corp. 230,300 2,392
  Toyo Tanso Co. Ltd. 75,700 2,391
  Geo Holdings Corp. 149,400 2,374
  Pressance Corp. 157,100 2,367
  Qol Co. Ltd. 119,500 2,366
  NichiiGakkan Co. Ltd. 208,500 2,360
  TOC Co. Ltd. 283,100 2,353
  Aichi Steel Corp. 57,100 2,348
  Yondoshi Holdings Inc. 90,500 2,343
  Trancom Co. Ltd. 33,600 2,332
  Sumitomo Seika Chemicals Co. Ltd. 48,400 2,329
  Pack Corp. 62,300 2,328
  Fujimi Inc. 106,800 2,319
  LIXIL VIVA Corp. 117,700 2,318
^ Sinfonia Technology Co. Ltd. 669,000 2,317
  Hosokawa Micron Corp. 33,500 2,316
  Riso Kagaku Corp. 124,500 2,314
^ LEC Inc. 62,500 2,308

 

 

Developed Markets Index Fund    
 
 
 
  Daido Metal Co. Ltd. 198,600 2,307
  Fuji Co. Ltd. 106,900 2,301
*,^ Kitanotatsujin Corp. 313,500 2,293
  Nippon Koei Co. Ltd. 74,500 2,290
  Aichi Bank Ltd. 44,700 2,284
  Japan Pulp & Paper Co. Ltd. 55,300 2,279
  VT Holdings Co. Ltd. 440,000 2,276
  Nippon Yakin Kogyo Co. Ltd. 828,800 2,268
  YAMABIKO Corp. 171,900 2,266
  Nippon Valqua Industries Ltd. 81,100 2,256
  Iino Kaiun Kaisha Ltd. 473,900 2,253
  Ricoh Leasing Co. Ltd. 68,000 2,251
* Ishihara Sangyo Kaisha Ltd. 185,400 2,249
  Akita Bank Ltd. 83,000 2,244
  Kyokuto Kaihatsu Kogyo Co. Ltd. 151,000 2,237
^ Takamatsu Construction Group Co. Ltd. 78,100 2,236
  Avex Inc. 157,500 2,235
  Teikoku Sen-I Co. Ltd. 115,800 2,233
  Alconix Corp. 112,240 2,233
  St. Marc Holdings Co. Ltd. 76,200 2,225
  G-Tekt Corp. 113,200 2,198
  Daito Pharmaceutical Co. Ltd. 60,600 2,197
  Juki Corp. 155,600 2,194
  Nichiban Co. Ltd. 67,200 2,192
  Takasago International Corp. 74,200 2,188
  Yellow Hat Ltd. 73,000 2,186
  Rheon Automatic Machinery Co. Ltd. 108,723 2,183
  Itochu Enex Co. Ltd. 229,900 2,175
  T Hasegawa Co. Ltd. 113,700 2,173
  Computer Engineering & Consulting Ltd. 64,900 2,173
  Nissin Electric Co. Ltd. 231,900 2,170
*,^ Pacific Metals Co. Ltd. 71,999 2,165
  Hokuto Corp. 112,300 2,156
  Rock Field Co. Ltd. 102,400 2,133
  Tochigi Bank Ltd. 550,000 2,125
  Solasto Corp. 78,000 2,123
  Eighteenth Bank Ltd. 811,000 2,115
  Tanseisha Co. Ltd. 172,900 2,109
^ COLOPL Inc. 236,285 2,106
  Konishi Co. Ltd. 130,800 2,099
  Sanyo Electric Railway Co. Ltd. 83,800 2,086
  Sumitomo Riko Co. Ltd. 206,700 2,084
  Arcland Sakamoto Co. Ltd. 128,700 2,083
^ Yakuodo Co. Ltd. 55,100 2,079
^ Pasona Group Inc. 96,000 2,076
  MCJ Co. Ltd. 159,800 2,075
  Nitto Kogyo Corp. 133,600 2,067
  Broadleaf Co. Ltd. 417,800 2,063
  Tonami Holdings Co. Ltd. 33,600 2,061
  Ehime Bank Ltd. 171,700 2,056
  Toa Corp. 97,700 2,055
  Canon Electronics Inc. 92,400 2,046
  Sakai Chemical Industry Co. Ltd. 79,000 2,042
  Giken Ltd. 71,300 2,025
  Fujibo Holdings Inc. 56,100 2,023
  Ichiyoshi Securities Co. Ltd. 175,300 2,022
  Inageya Co. Ltd. 120,300 2,022
  Neturen Co. Ltd. 196,500 2,021

 

 

Developed Markets Index Fund    
 
 
 
  Tsurumi Manufacturing Co. Ltd. 110,000 2,002
  IDOM Inc. 282,200 2,000
  Mitsubishi Shokuhin Co. Ltd. 69,400 1,994
  Tachibana Eletech Co. Ltd. 99,500 1,994
  Taihei Dengyo Kaisha Ltd. 78,100 1,986
  Tsukui Corp. 255,300 1,986
* Nextage Co. Ltd. 170,300 1,974
  Toho Titanium Co. Ltd. 173,500 1,959
  Tekken Corp. 67,400 1,955
^ Yamashin-Filter Corp. 151,026 1,950
  Sankyo Tateyama Inc. 130,800 1,949
^ OSAKA Titanium Technologies Co. Ltd. 101,800 1,949
^ Micronics Japan Co. Ltd. 186,200 1,948
  Shin-Etsu Polymer Co. Ltd. 182,100 1,939
  Tamron Co. Ltd. 93,100 1,936
  Alpen Co. Ltd. 85,900 1,929
* Mitsui-Soko Holdings Co. Ltd. 599,000 1,927
  Shinko Plantech Co. Ltd. 210,300 1,926
  Okabe Co. Ltd. 207,200 1,921
  Nippon Chemi-Con Corp. 81,200 1,919
  Yokohama Reito Co. Ltd. 194,700 1,917
^ Mitsui High-Tec Inc. 128,000 1,912
  Yushin Precision Equipment Co. Ltd. 118,200 1,903
  Riken Keiki Co. Ltd. 86,400 1,903
  Gurunavi Inc. 137,300 1,902
^ Starzen Co. Ltd. 38,000 1,886
^ CMK Corp. 241,600 1,879
  Tokai Corp. 90,200 1,874
^ Digital Arts Inc. 48,600 1,857
^ Kyoei Steel Ltd. 108,100 1,856
  Aisan Industry Co. Ltd. 172,200 1,854
  Dai Nippon Toryo Co. Ltd. 124,200 1,849
  Komatsu Seiren Co. Ltd. 174,200 1,848
  Fuji Pharma Co. Ltd. 40,200 1,845
  JAC Recruitment Co. Ltd. 85,900 1,830
  Takara Leben Co. Ltd. 423,300 1,828
  UKC Holdings Corp. 88,200 1,824
  Hibiya Engineering Ltd. 97,800 1,822
  Denki Kogyo Co. Ltd. 60,400 1,821
^ W-Scope Corp. 131,700 1,816
^ PIA Corp. 35,200 1,810
^ Nippon Denko Co. Ltd. 583,800 1,809
*,^ Sanden Holdings Corp. 128,300 1,806
  Tosei Corp. 148,600 1,797
  Enplas Corp. 54,500 1,795
^ JSP Corp. 58,300 1,792
  Intage Holdings Inc. 162,800 1,790
  CONEXIO Corp. 83,500 1,786
  METAWATER Co. Ltd. 56,700 1,782
  Key Coffee Inc. 89,600 1,780
  Maeda Kosen Co. Ltd. 108,000 1,770
  Vital KSK Holdings Inc. 178,100 1,763
  Toyo Kohan Co. Ltd. 260,700 1,763
^ Towa Corp. 129,642 1,762
  Goldcrest Co. Ltd. 82,600 1,761
  Nittetsu Mining Co. Ltd. 31,600 1,758
  Aeon Fantasy Co. Ltd. 35,400 1,753
* World Holdings Co. Ltd. 40,100 1,751

 

 

Developed Markets Index Fund    
 
 
 
  Tokushu Tokai Paper Co. Ltd. 45,500 1,747
  Wowow Inc. 54,400 1,746
  Clarion Co. Ltd. 571,000 1,743
* Unitika Ltd. 278,400 1,742
  Arcland Service Holdings Co. Ltd. 77,400 1,741
  Anest Iwata Corp. 158,600 1,739
  ASKA Pharmaceutical Co. Ltd. 109,500 1,737
  Torii Pharmaceutical Co. Ltd. 65,200 1,730
  Nissei Build Kogyo Co. Ltd. 143,000 1,728
*,^ Medical Data Vision Co. Ltd. 39,500 1,723
  Mitsuuroko Group Holdings Co. Ltd. 226,900 1,720
  Union Tool Co. 48,200 1,715
  Warabeya Nichiyo Holdings Co. Ltd. 68,400 1,707
  Jimoto Holdings Inc. 954,300 1,705
  J-Oil Mills Inc. 50,000 1,701
  Keihanshin Building Co. Ltd. 201,900 1,699
^,3 Kansai Urban Banking Corp. 129,100 1,699
  Daiken Corp. 71,200 1,695
  Kanematsu Electronics Ltd. 59,500 1,691
* Kintetsu Department Store Co. Ltd. 47,100 1,686
  Daiwa Industries Ltd. 138,900 1,682
  Kyokuyo Co. Ltd. 46,500 1,681
  Fukuda Corp. 27,000 1,675
  BRONCO BILLY Co. Ltd. 48,600 1,671
  FIDEA Holdings Co. Ltd. 905,100 1,667
  Achilles Corp. 80,500 1,663
3 Minato Bank Ltd. 84,100 1,660
  Nagatanien Holdings Co. Ltd. 120,000 1,650
  Oyo Corp. 116,800 1,649
  Maruzen Showa Unyu Co. Ltd. 336,000 1,644
  Kasai Kogyo Co. Ltd. 127,400 1,644
  Kyosan Electric Manufacturing Co. Ltd. 268,000 1,639
^ Maruwa Unyu Kikan Co. Ltd. 54,294 1,634
  Matsuya Foods Co. Ltd. 45,500 1,632
  Toyo Construction Co. Ltd. 356,800 1,629
  Ryoyo Electro Corp. 100,900 1,628
  Nitto Kohki Co. Ltd. 58,400 1,620
  Nihon Tokushu Toryo Co. Ltd. 83,400 1,616
  F@N Communications Inc. 240,400 1,615
  Meisei Industrial Co. Ltd. 237,100 1,615
  Sun Frontier Fudousan Co. Ltd. 145,200 1,605
  Cosel Co. Ltd. 116,400 1,597
  PAL GROUP Holdings Co. Ltd. 58,100 1,592
  Nippon Kanzai Co. Ltd. 80,300 1,586
  Katakura Industries Co. Ltd. 119,600 1,581
  Sinko Industries Ltd. 98,700 1,578
  Okuwa Co. Ltd. 151,000 1,575
  Kamei Corp. 114,100 1,572
  Kyokuto Securities Co. Ltd. 110,600 1,572
  Shinko Shoji Co. Ltd. 94,600 1,568
  Osaki Electric Co. Ltd. 212,700 1,567
*,^ Open Door Inc. 68,200 1,567
  Dai-Dan Co. Ltd. 70,000 1,563
  Information Services International-Dentsu Ltd. 57,600 1,559
  Yorozu Corp. 94,100 1,558
* RS Technologies Co. Ltd. 24,200 1,557
  Itochu-Shokuhin Co. Ltd. 28,500 1,557
  Hioki EE Corp. 49,600 1,556

 

 

Developed Markets Index Fund    
 
 
 
Nissin Corp. 58,800 1,555
WDB Holdings Co. Ltd. 42,328 1,548
Shinnihon Corp. 142,700 1,543
3 Daisan Bank Ltd. 96,500 1,541
Sekisui Plastics Co. Ltd. 137,600 1,539
Sumitomo Densetsu Co. Ltd. 76,800 1,537
Amuse Inc. 54,200 1,536
Riken Vitamin Co. Ltd. 39,300 1,533
Chiyoda Integre Co. Ltd. 64,200 1,525
* Kappa Create Co. Ltd. 124,700 1,519
Cawachi Ltd. 61,000 1,517
Bank of Saga Ltd. 68,500 1,510
Arakawa Chemical Industries Ltd. 84,900 1,506
KFC Holdings Japan Ltd. 79,920 1,503
Mimasu Semiconductor Industry Co. Ltd. 81,700 1,496
Trust Tech Inc. 45,540 1,495
Iseki & Co. Ltd. 74,600 1,493
Itoki Corp. 228,300 1,469
Chukyo Bank Ltd. 66,500 1,466
^ Tokyo Rope Manufacturing Co. Ltd. 73,600 1,463
Feed One Co. Ltd. 713,800 1,462
Tsukuba Bank Ltd. 435,900 1,454
^ Hodogaya Chemical Co. Ltd. 32,600 1,452
Denyo Co. Ltd. 80,800 1,451
Teikoku Electric Manufacturing Co. Ltd. 95,800 1,451
Nippon Road Co. Ltd. 29,200 1,442
Namura Shipbuilding Co. Ltd. 256,800 1,439
^ Onoken Co. Ltd. 81,600 1,434
Kanaden Corp. 105,800 1,426
Mitsubishi Logisnext Co. Ltd. 168,300 1,415
Kanagawa Chuo Kotsu Co. Ltd. 39,100 1,414
OSJB Holdings Corp. 510,700 1,396
Kato Works Co. Ltd. 61,200 1,389
^ Mie Kotsu Group Holdings Inc. 290,500 1,389
Tenma Corp. 72,300 1,388
Michinoku Bank Ltd. 84,100 1,387
Toa Corp. 112,100 1,386
Osaka Steel Co. Ltd. 67,300 1,379
Rokko Butter Co. Ltd. 63,600 1,377
Nihon Nohyaku Co. Ltd. 233,200 1,376
Shimizu Bank Ltd. 48,900 1,374
* Akatsuki Inc. 27,800 1,374
Daiichi Jitsugyo Co. Ltd. 47,400 1,372
Roland DG Corp. 59,800 1,370
CMIC Holdings Co. Ltd. 52,600 1,370
^ Stella Chemifa Corp. 45,400 1,369
Hochiki Corp. 73,300 1,362
ST Corp. 63,100 1,361
Icom Inc. 54,600 1,352
Fujiya Co. Ltd. 56,000 1,346
^ Marvelous Inc. 155,300 1,343
Daikokutenbussan Co. Ltd. 25,700 1,334
Nippon Parking Development Co. Ltd. 801,200 1,332
Kurimoto Ltd. 69,900 1,332
Sanyo Shokai Ltd. 61,400 1,327
Ines Corp. 125,500 1,322
^ Kobe Bussan Co. Ltd. 29,000 1,318
^ Sumida Corp. 103,067 1,317

 

 

Developed Markets Index Fund    
 
 
 
*,^ Tokyo Base Co. Ltd. 93,500 1,304
  Seika Corp. 52,000 1,302
  Nichiden Corp. 66,300 1,300
  Studio Alice Co. Ltd. 52,600 1,280
  Nippon Beet Sugar Manufacturing Co. Ltd. 57,000 1,275
  SMK Corp. 309,000 1,274
  CI Takiron Corp. 195,000 1,274
3 Mie Bank Ltd. 57,700 1,273
  Ministop Co. Ltd. 61,600 1,268
  Toyo Kanetsu KK 44,000 1,267
  Yurtec Corp. 159,000 1,267
^ COOKPAD Inc. 226,400 1,266
  Mitsubishi Steel Manufacturing Co. Ltd. 55,500 1,266
  T RAD Co. Ltd. 34,000 1,253
  Fudo Tetra Corp. 700,700 1,250
  Kita-Nippon Bank Ltd. 44,300 1,250
  Japan Transcity Corp. 282,000 1,247
  Matsuda Sangyo Co. Ltd. 68,300 1,242
  Ryoden Corp. 74,000 1,234
  Tokyo Energy & Systems Inc. 109,600 1,231
  Uchida Yoko Co. Ltd. 45,100 1,220
^ Nihon Trim Co. Ltd. 23,400 1,217
^ WATAMI Co. Ltd. 92,700 1,215
^ Yonex Co. Ltd. 215,200 1,211
  CHIMNEY Co. Ltd. 43,300 1,205
  NDS Co. Ltd. 27,500 1,200
  Ateam Inc. 50,600 1,197
  Gakken Holdings Co. Ltd. 26,700 1,197
  Mars Engineering Corp. 51,500 1,196
* Sanei Architecture Planning Co. Ltd. 56,300 1,195
  Melco Holdings Inc. 35,900 1,195
  Aiphone Co. Ltd. 69,600 1,185
  Chiba Kogyo Bank Ltd. 271,400 1,184
  Tatsuta Electric Wire and Cable Co. Ltd. 194,100 1,180
  Mito Securities Co. Ltd. 293,700 1,177
  Toyo Corp. 130,800 1,176
  Chori Co. Ltd. 61,700 1,175
  Parco Co. Ltd. 87,400 1,172
^ Sagami Chain Co. Ltd. 90,300 1,170
  Shinwa Co. Ltd. 55,300 1,167
  Meiko Network Japan Co. Ltd. 95,800 1,164
^ Torishima Pump Manufacturing Co. Ltd. 123,700 1,164
  Organo Corp. 38,000 1,159
^ Fujita Kanko Inc. 38,300 1,158
  Future Corp. 91,800 1,157
^ eRex Co. Ltd. 149,500 1,139
^ KAWADA TECHNOLOGIES Inc. 21,000 1,138
  Riken Technos Corp. 236,600 1,137
  Kyodo Printing Co. Ltd. 36,700 1,135
  Toyo Securities Co. Ltd. 407,000 1,127
^ Ohara Inc. 47,800 1,127
  SWCC Showa Holdings Co. Ltd. 126,200 1,124
  Halows Co. Ltd. 46,000 1,124
  Advan Co. Ltd. 121,600 1,120
  Nihon Chouzai Co. Ltd. 35,000 1,117
  K&O Energy Group Inc. 69,600 1,116
  Koatsu Gas Kogyo Co. Ltd. 131,000 1,113
^ Linical Co. Ltd. 56,600 1,112

 

 

Developed Markets Index Fund    
 
 
 
  Taiho Kogyo Co. Ltd. 77,000 1,112
*,^ Toyo Engineering Corp. 116,300 1,110
  Mitsubishi Research Institute Inc. 34,600 1,109
^ Tokyo Individualized Educational Institute Inc. 104,100 1,109
  Okura Industrial Co. Ltd. 202,000 1,103
  Keiyo Co. Ltd. 209,900 1,099
^ Toho Co. Ltd. 49,000 1,095
  Fuso Pharmaceutical Industries Ltd. 40,700 1,091
  Toenec Corp. 36,600 1,091
  NS United Kaiun Kaisha Ltd. 54,200 1,086
* Nippon Sharyo Ltd. 381,000 1,086
  Jamco Corp. 51,900 1,083
  SRA Holdings 37,600 1,080
^ Rorze Corp. 47,800 1,079
  ASAHI YUKIZAI Corp. 65,200 1,079
  Kitagawa Iron Works Co. Ltd. 41,600 1,078
  Hisaka Works Ltd. 109,800 1,076
  Pronexus Inc. 87,600 1,073
  Asunaro Aoki Construction Co. Ltd. 112,700 1,070
  Happinet Corp. 74,100 1,070
  Yushiro Chemical Industry Co. Ltd. 64,800 1,068
^ PC Depot Corp. 159,300 1,062
  Chugai Ro Co. Ltd. 38,000 1,060
^ Japan Cash Machine Co. Ltd. 96,800 1,053
^ Central Sports Co. Ltd. 28,930 1,051
*,^ U-Shin Ltd. 145,500 1,047
  Hokkan Holdings Ltd. 296,000 1,040
  GCA Corp. 121,500 1,033
  Aichi Corp. 151,900 1,031
  Tomoku Co. Ltd. 50,600 1,030
  Kansai Super Market Ltd. 96,700 1,019
  Elematec Corp. 41,700 1,013
*,^ Senshukai Co. Ltd. 188,800 1,011
  Sinanen Holdings Co. Ltd. 40,600 1,011
  Sac's Bar Holdings Inc. 94,200 1,009
  Takaoka Toko Co. Ltd. 61,800 992
  Zuken Inc. 71,200 988
* Mitsubishi Paper Mills Ltd. 159,800 981
*,^ Akebono Brake Industry Co. Ltd. 369,700 979
  Taisei Lamick Co. Ltd. 32,500 972
  Sankyo Seiko Co. Ltd. 207,600 968
  Atsugi Co. Ltd. 85,600 962
  Toli Corp. 263,100 954
  Furuno Electric Co. Ltd. 134,500 951
  Maezawa Kyuso Industries Co. Ltd. 51,200 949
  Krosaki Harima Corp. 19,400 933
  Sanoh Industrial Co. Ltd. 131,300 931
  Yomiuri Land Co. Ltd. 21,500 926
  Fujitsu Frontech Ltd. 56,700 924
^ France Bed Holdings Co. Ltd. 102,700 921
  Fuji Oil Co. Ltd. 236,800 919
  Hakuto Co. Ltd. 61,700 915
  Rhythm Watch Co. Ltd. 41,100 914
  Mitsui Matsushima Co. Ltd. 64,100 913
  Tsutsumi Jewelry Co. Ltd. 46,400 911
^ Wellnet Corp. 85,300 911
* KNT-CT Holdings Co. Ltd. 55,500 911
  Chuetsu Pulp & Paper Co. Ltd. 50,500 910

 

 

Developed Markets Index Fund    
 
 
 
  Shibusawa Warehouse Co. Ltd. 53,200 896
  Gun-Ei Chemical Industry Co. Ltd. 27,100 895
  Kitano Construction Corp. 230,000 877
^ Godo Steel Ltd. 45,000 875
^ Hito Communications Inc. 49,900 859
  Yahagi Construction Co. Ltd. 114,700 857
  Alpha Systems Inc. 39,300 854
  Artnature Inc. 125,800 845
  Maezawa Kasei Industries Co. Ltd. 75,000 827
  Asahi Co. Ltd. 67,300 824
  Weathernews Inc. 25,700 822
  Corona Corp. Class A 65,400 815
  Cybozu Inc. 151,300 806
^ JP-Holdings Inc. 275,400 806
  Fukui Computer Holdings Inc. 36,700 804
^ AOI Electronics Co. Ltd. 22,600 803
  Nippon Coke & Engineering Co. Ltd. 784,500 798
  Hokkaido Gas Co. Ltd. 278,000 793
  Honeys Holdings Co. Ltd. 83,700 788
  Fujikura Kasei Co. Ltd. 122,900 787
^ Kourakuen Holdings Corp. 44,300 785
  MTI Ltd. 130,000 774
  Misawa Homes Co. Ltd. 92,700 772
^ Toda Kogyo Corp. 21,000 767
  Tokyo Tekko Co. Ltd. 52,600 767
  Mitsui Home Co. Ltd. 119,000 764
  Dai-ichi Seiko Co. Ltd. 36,600 760
  NEC Capital Solutions Ltd. 37,300 738
*,^ FDK Corp. 410,000 735
  Daikoku Denki Co. Ltd. 43,700 725
  Takihyo Co. Ltd. 32,300 713
  Nakayama Steel Works Ltd. 107,300 709
  Airport Facilities Co. Ltd. 117,200 705
^ Tosho Printing Co. Ltd. 73,500 696
  Zuiko Corp. 24,400 693
*,^ Laox Co. Ltd. 137,100 687
  Shimojima Co. Ltd. 63,800 687
  Showa Aircraft Industry Co. Ltd. 56,400 686
*,^ Shin Nippon Biomedical Laboratories Ltd. 123,900 684
  Nihon Yamamura Glass Co. Ltd. 374,000 680
  Toyo Denki Seizo KK 40,000 674
  Sumitomo Precision Products Co. Ltd. 180,000 672
  Srg Takamiya Co. Ltd. 109,500 668
  Tv Tokyo Holdings Corp. 24,800 667
*,^ Japan Drilling Co. Ltd. 35,300 666
  Inaba Seisakusho Co. Ltd. 51,300 655
  Chuo Spring Co. Ltd. 19,700 649
  Daisyo Corp. 39,700 633
  Mitsubishi Kakoki Kaisha Ltd. 30,100 631
  Gecoss Corp. 61,000 628
^ Fields Corp. 55,400 607
  Cleanup Corp. 77,600 596
*,^ Funai Electric Co. Ltd. 82,300 592
  Paris Miki Holdings Inc. 120,400 590
^ Right On Co. Ltd. 63,700 558
  CAC Holdings Corp. 53,700 546
  Tokyo Rakutenchi Co. Ltd. 11,300 542
* Kinki Sharyo Co. Ltd. 22,100 511

 

 

Developed Markets Index Fund    
 
 
 
  Tokyo Electron Device Ltd. 28,100 509
^ Kojima Co. Ltd. 150,700 482
*,^ Aplus Financial Co. Ltd. 370,100 403
  Nippon Chemiphar Co. Ltd. 8,700 385
  Toa Oil Co. Ltd. 237,000 382
  Mitani Sekisan Co. Ltd. 15,000 353
  Nihon Dempa Kogyo Co. Ltd. 18,090 112
      24,090,283
Mexico (0.0%)    
* Elis SA 348,824 8,642
 
Netherlands (2.9%)    
  Unilever NV 8,281,185 468,123
  ASML Holding NV 2,225,195 440,248
  ING Groep NV 21,282,409 359,455
  Koninklijke Philips NV 5,069,396 194,817
  Koninklijke Ahold Delhaize NV 6,776,115 160,671
  Heineken NV 1,288,860 138,710
  Akzo Nobel NV 1,379,301 130,395
^ Unibail-Rodamco SE 542,196 124,113
* ArcelorMittal 3,296,757 104,567
  RELX NV 4,838,323 100,376
  Koninklijke DSM NV 958,321 95,292
  NN Group NV 1,847,936 82,069
  Wolters Kluwer NV 1,498,259 79,792
2 ABN AMRO Group NV 2,269,287 68,418
  Aegon NV 9,256,456 62,509
  Heineken Holding NV 575,314 59,323
  Koninklijke KPN NV 16,611,906 49,871
  Randstad Holding NV 600,945 39,595
  ASR Nederland NV 775,601 33,205
  Gemalto NV 449,140 27,452
  Aalberts Industries NV 529,858 27,052
*,^ Altice NV Class A 2,821,378 23,336
2 Philips Lighting NV 605,276 22,771
* Galapagos NV 223,913 22,454
  BE Semiconductor Industries NV 200,162 20,519
  ASM International NV 249,098 18,210
  IMCD Group NV 289,329 17,806
  Koninklijke Vopak NV 361,952 17,783
  SBM Offshore NV 973,188 15,601
  TKH Group NV 236,202 15,154
* OCI NV 579,971 13,429
  APERAM SA 277,184 13,264
  Boskalis Westminster 445,058 13,047
  Eurocommercial Properties NV 262,751 10,868
  Corbion NV 320,609 9,727
  PostNL NV 2,383,458 8,932
^ Wereldhave NV 220,809 8,450
* Rhi Magnesita NV 127,757 7,813
  Arcadis NV 384,511 7,567
  AMG Advanced Metallurgical Group NV 151,924 6,795
2 Flow Traders 153,291 6,525
2 Intertrust NV 310,094 6,428
^ Koninklijke BAM Groep NV 1,312,187 6,121
2 GrandVision NV 257,043 5,868
* TomTom NV 630,893 5,830

 

 

Developed Markets Index Fund    
 
 
 
  Wessanen 281,290 5,646
* Fugro NV 352,169 4,665
  Vastned Retail NV 96,687 4,613
  NSI NV 94,154 3,963
*,2 Takeaway.com NV 70,681 3,762
*,2 Basic-Fit NV 125,927 3,658
  Koninklijke Volkerwessels NV 129,981 3,570
  Accell Group 137,101 2,994
^ Aegon NV (New York Shares) 410,360 2,778
* ForFarmers NV 192,281 2,689
* Altice NV Class B 300,109 2,478
  Brunel International NV 103,877 1,906
2 Refresco Group NV 1,848 45
      3,193,118
New Zealand (0.3%)    
* a2 Milk Co. Ltd. 3,949,793 35,488
  Fisher & Paykel Healthcare Corp. Ltd. 3,083,769 29,620
  Spark New Zealand Ltd. 10,107,289 24,490
  Auckland International Airport Ltd. 5,082,019 22,556
  Ryman Healthcare Ltd. 2,249,002 17,265
  Fletcher Building Ltd. 3,799,002 16,595
  Contact Energy Ltd. 3,982,358 15,165
  Meridian Energy Ltd. 6,885,202 14,244
  SKYCITY Entertainment Group Ltd. 3,748,173 10,583
  Z Energy Ltd. 2,016,864 10,218
  Mercury NZ Ltd. 3,782,984 8,829
  Mainfreight Ltd. 431,143 7,686
  Kiwi Property Group Ltd. 7,654,128 7,428
  Trade Me Group Ltd. 2,184,650 7,007
  Chorus Ltd. 2,348,605 6,803
  Air New Zealand Ltd. 2,786,223 6,519
  EBOS Group Ltd. 487,580 6,341
  Summerset Group Holdings Ltd. 1,184,728 5,969
^ Goodman Property Trust 5,657,701 5,446
  Infratil Ltd. 2,113,898 4,748
  Genesis Energy Ltd. 2,606,165 4,488
^ Freightways Ltd. 801,041 4,391
  Precinct Properties New Zealand Ltd. 4,645,750 4,304
  Metlifecare Ltd. 914,624 3,873
  SKY Network Television Ltd. 2,136,938 3,550
  Argosy Property Ltd. 4,511,363 3,265
^ Vital Healthcare Property Trust 1,967,043 2,969
  Heartland Bank Ltd. 2,196,206 2,798
* Tourism Holdings Ltd. 570,836 2,526
  New Zealand Refining Co. Ltd. 974,011 1,614
  Kathmandu Holdings Ltd. 794,454 1,391
* TOWER Ltd. 1,850,090 1,086
      299,255
Norway (0.7%)    
  Statoil ASA 5,326,612 126,156
  DNB ASA 5,885,402 114,830
  Telenor ASA 3,722,088 84,657
  Orkla ASA 4,257,406 45,767
  Marine Harvest ASA 2,223,045 44,667
  Norsk Hydro ASA 7,297,507 43,033
^ Yara International ASA 956,278 40,624
  Storebrand ASA 2,561,546 20,971

 

 

Developed Markets Index Fund    
 
 
 
  Subsea 7 SA 1,422,201 18,175
  Gjensidige Forsikring ASA 904,327 16,593
  Aker BP ASA 592,057 16,016
  TGS NOPEC Geophysical Co. ASA 561,260 13,693
  Schibsted ASA Class A 468,796 13,165
  Tomra Systems ASA 606,558 12,741
^ Schibsted ASA Class B 500,177 12,712
  Salmar ASA 289,575 11,944
  Bakkafrost P/F 217,354 11,918
  SpareBank 1 SR-Bank ASA 846,375 9,323
*,^ Norwegian Finans Holding ASA 804,250 9,080
  Leroy Seafood Group ASA 1,388,538 8,629
* Borr Drilling Ltd. 1,653,738 8,208
2 Entra ASA 589,596 8,044
  Kongsberg Gruppen ASA 326,670 7,890
  SpareBank 1 SMN 749,916 7,756
  Aker ASA 130,352 7,407
  Atea ASA 434,470 7,063
  Veidekke ASA 586,441 6,582
2 XXL ASA 532,124 5,466
* DNO ASA 3,415,573 5,380
*,^ Petroleum Geo-Services ASA 1,655,437 5,234
  Borregaard ASA 537,432 5,095
  Austevoll Seafood ASA 469,411 4,707
* Nordic Semiconductor ASA 716,807 4,297
*,2 Aker Solutions ASA 781,627 4,165
* Wallenius Wilhelmsen Logistics 559,263 3,951
*,2 Evry AS 925,789 3,595
  Grieg Seafood ASA 282,611 2,620
* REC Silicon ASA 11,646,038 2,233
  Ocean Yield ASA 234,794 1,976
*,^,2 BW LPG Ltd. 410,244 1,895
  Stolt-Nielsen Ltd. 144,415 1,770
*,^ Otello Corp. ASA 733,789 1,753
  Norway Royal Salmon ASA 82,710 1,700
  Sparebank 1 Oestlandet 154,250 1,662
* Akastor ASA 813,798 1,590
*,^ Norwegian Air Shuttle ASA 60,769 1,378
^ Hoegh LNG Holdings Ltd. 236,888 1,267
      789,378
Portugal (0.2%)    
  Galp Energia SGPS SA 2,826,288 53,311
  EDP - Energias de Portugal SA 12,414,833 47,211
  Jeronimo Martins SGPS SA 1,345,713 24,542
* Banco Comercial Portugues SA 49,254,313 16,520
  Navigator Co. SA 1,340,304 7,908
  EDP Renovaveis SA 801,668 7,855
  NOS SGPS SA 1,221,150 7,213
  Sonae SGPS SA 5,161,413 6,969
  REN - Redes Energeticas Nacionais SGPS SA 1,780,939 5,498
^ CTT-Correios de Portugal SA 805,453 3,102
  Semapa-Sociedade de Investimento e Gestao 133,280 3,043
  Altri SGPS SA 387,090 2,585
^ Corticeira Amorim SGPS SA 185,723 2,378
  Mota-Engil SGPS SA 504,300 2,034
* Banco BPI SA 465,438 653

 

 

Developed Markets Index Fund    
 
 
 
* Banco Espirito Santo SA 10,412,510 12
    190,834
Singapore (1.2%)    
DBS Group Holdings Ltd. 9,795,610 206,638
Oversea-Chinese Banking Corp. Ltd. 17,888,565 176,206
United Overseas Bank Ltd. 6,997,409 147,555
Singapore Telecommunications Ltd. 40,652,022 104,795
Keppel Corp. Ltd. 7,842,043 46,825
CapitaLand Ltd. 13,805,273 37,781
Venture Corp. Ltd. 1,409,782 30,446
Ascendas REIT 13,094,080 26,352
Genting Singapore plc 31,564,551 26,159
Wilmar International Ltd. 10,614,432 25,856
City Developments Ltd. 2,565,004 25,571
Singapore Exchange Ltd. 4,501,561 25,421
Singapore Airlines Ltd. 2,811,739 23,351
Singapore Technologies Engineering Ltd. 8,370,339 23,027
CapitaLand Mall Trust 12,667,763 20,159
Suntec REIT 13,890,868 20,136
CapitaLand Commercial Trust 12,930,237 18,139
UOL Group Ltd. 2,694,963 17,663
ComfortDelGro Corp. Ltd. 11,213,021 17,641
Singapore Press Holdings Ltd. 8,768,186 16,919
Jardine Cycle & Carriage Ltd. 542,145 14,328
SATS Ltd. 3,523,713 13,855
Mapletree Commercial Trust 10,527,844 12,640
Sembcorp Industries Ltd. 5,111,078 12,239
Mapletree Industrial Trust 7,355,021 11,429
Mapletree Logistics Trust 11,369,345 10,707
Keppel REIT 10,909,249 10,109
* NetLink NBN Trust 16,211,058 10,088
Golden Agri-Resources Ltd. 35,431,416 9,495
Mapletree Greater China Commercial Trust 10,543,387 9,264
^ Singapore Post Ltd. 8,222,228 8,633
Hutchison Port Holdings Trust 27,825,826 8,246
^ Sembcorp Marine Ltd. 4,348,399 7,538
StarHub Ltd. 3,051,143 5,349
CDL Hospitality Trusts 4,089,432 5,293
Ascott Residence Trust 5,811,038 5,015
Frasers Centrepoint Trust 2,897,543 4,846
United Engineers Ltd. 2,376,055 4,735
Frasers Logistics & Industrial Trust 5,616,747 4,684
Manulife US REIT 4,884,007 4,562
Parkway Life REIT 2,084,859 4,462
Keppel Infrastructure Trust 10,734,307 4,390
^ Raffles Medical Group Ltd. 4,830,711 4,250
Starhill Global REIT 7,441,576 4,143
Keppel DC REIT 3,614,909 3,986
Frasers Commercial Trust 3,552,300 3,879
CapitaLand Retail China Trust 3,191,100 3,859
First Resources Ltd. 2,798,876 3,593
^ ESR-REIT 8,590,115 3,516
Cache Logistics Trust 5,515,976 3,511
OUE Hospitality Trust 5,282,800 3,336
Wing Tai Holdings Ltd. 2,003,175 3,189
Lippo Malls Indonesia Retail Trust 10,747,000 3,164
SIA Engineering Co. Ltd. 1,287,177 3,129

 

 

Developed Markets Index Fund    
 
 
 
  Asian Pay Television Trust 7,638,000 3,101
  Frasers Property Ltd. 1,938,100 2,956
  Ascendas Hospitality Trust 4,635,000 2,887
  First REIT 2,663,000 2,806
  GuocoLand Ltd. 1,722,000 2,744
  Far East Hospitality Trust 4,875,600 2,596
  Frasers Hospitality Trust 4,272,800 2,515
  SPH REIT 3,189,900 2,422
  M1 Ltd. 1,768,540 2,352
  Soilbuild Business Space REIT 4,501,920 2,242
  OUE Ltd. 1,583,500 2,212
  Accordia Golf Trust 4,433,700 2,186
^ Yoma Strategic Holdings Ltd. 6,034,900 1,964
  RHT Health Trust 2,852,700 1,762
  Silverlake Axis Ltd. 3,904,900 1,600
  Sabana Shari'ah Compliant Industrial REIT 4,890,700 1,589
  Sheng Siong Group Ltd. 2,211,900 1,572
*,^,3 Ezion Holdings Ltd. 8,589,353 1,291
  Bumitama Agri Ltd. 1,814,600 982
  Boustead Singapore Ltd. 1,126,000 701
^ Indofood Agri Resources Ltd. 2,461,500 612
^ Hyflux Ltd. 2,806,700 604
*,^ Noble Group Ltd. 4,867,386 293
*,^,3 Ezra Holdings Ltd. 10,329,900 87
*,^,3 Hyfluxshop Holdings Pte Ltd. 280,668 64
*,3 Ezion Holdings Ltd. Warrants Exp. 04/15/2020 720,757 11
      1,306,253
South Korea (4.8%)    
  Samsung Electronics Co. Ltd. 461,554 1,075,586
  SK Hynix Inc. 2,910,697 222,906
  Samsung Electronics Co. Ltd. Preference Shares 84,419 162,868
  Samsung Electronics Co. Ltd. GDR 127,268 146,167
*,^ Celltrion Inc. 424,443 125,378
  KB Financial Group Inc. 2,060,816 119,287
  POSCO 370,515 117,009
  NAVER Corp. 145,994 108,257
  Hyundai Motor Co. 756,822 102,329
  Shinhan Financial Group Co. Ltd. 2,346,545 99,934
  LG Chem Ltd. 241,957 88,612
  Hyundai Mobis Co. Ltd. 355,408 84,854
  Hana Financial Group Inc. 1,589,653 68,272
  SK Innovation Co. Ltd. 328,285 65,038
  KT&G Corp. 603,604 56,578
  LG Electronics Inc. 539,124 55,554
  LG Household & Health Care Ltd. 46,408 52,120
  Samsung SDI Co. Ltd. 286,062 51,951
  Samsung C&T Corp. 393,065 50,824
  SK Holdings Co. Ltd. 180,370 50,714
  Amorepacific Corp. 167,987 48,688
  Samsung Fire & Marine Insurance Co. Ltd. 168,112 42,376
  Kia Motors Corp. 1,399,886 41,971
  Samsung SDS Co. Ltd. 173,318 41,472
  LG Corp. 488,824 40,088
  Korea Electric Power Corp. 1,228,694 37,951
  Samsung Life Insurance Co. Ltd. 346,211 37,611
  Woori Bank 2,766,689 37,498
  NCSoft Corp. 94,152 36,484

 

 

Developed Markets Index Fund    
 
 
 
*,2 Samsung Biologics Co. Ltd. 72,761 33,468
  Lotte Chemical Corp. 79,981 32,703
  Kakao Corp. 252,048 30,965
  Samsung Electro-Mechanics Co. Ltd. 304,222 30,944
  LG Display Co. Ltd. 1,216,141 29,678
*,^ Hyundai Heavy Industries Co. Ltd. 222,085 29,016
*,^ SillaJen Inc. 279,458 28,373
  E-MART Inc. 109,996 28,101
*,^ Celltrion Healthcare Co. Ltd. 251,333 25,683
  S-Oil Corp. 222,868 25,157
  Korea Zinc Co. Ltd. 53,972 24,496
  Coway Co. Ltd. 286,217 23,696
* Hyundai Robotics Co. Ltd. 57,263 23,065
  Industrial Bank of Korea 1,444,833 21,233
  Hyundai Motor Co. 2nd Preference Shares 239,031 20,981
  AMOREPACIFIC Group 159,034 20,561
  Hankook Tire Co. Ltd. 411,794 20,384
  Mirae Asset Daewoo Co. Ltd. 2,283,194 19,969
  Hyundai Steel Co. 408,782 19,855
  Hanmi Pharm Co. Ltd. 37,602 18,314
  Hyundai Glovis Co. Ltd. 102,041 17,504
*,^ Korea Aerospace Industries Ltd. 354,957 16,746
  Korea Investment Holdings Co. Ltd. 207,730 16,242
  BNK Financial Group Inc. 1,617,866 16,225
  GS Holdings Corp. 279,568 16,217
  Hyundai Engineering & Construction Co. Ltd. 399,903 16,134
  DB Insurance Co. Ltd. 257,546 15,956
*,^ ViroMed Co. Ltd. 73,809 15,541
  Medy-Tox Inc. 21,623 15,271
* Samsung Engineering Co. Ltd. 861,344 15,120
  Kangwon Land Inc. 585,292 15,037
  Hotel Shilla Co. Ltd. 168,264 14,665
  OCI Co. Ltd. 97,924 14,623
  Hyosung Corp. 126,343 14,264
  Orion Corp. 117,333 14,149
  SK Telecom Co. Ltd. ADR 577,625 13,961
^,2 Netmarble Games Corp. 96,634 13,477
  Lotte Shopping Co. Ltd. 60,689 13,431
  Samsung Securities Co. Ltd. 343,824 12,786
  SK Telecom Co. Ltd. 57,846 12,513
  Hanwha Chemical Corp. 446,656 12,478
  Shinsegae Inc. 37,757 12,440
  Hyundai Marine & Fire Insurance Co. Ltd. 333,112 12,304
  LG Uplus Corp. 1,057,520 12,275
  CJ CheilJedang Corp. 39,807 12,038
  Hyundai Development Co-Engineering & Construction 317,720 11,352
  LG Chem Ltd. Preference Shares 54,920 11,211
*,^ HLB Inc. 177,010 11,127
*,^ Samsung Heavy Industries Co. Ltd. 1,450,677 10,814
  Hyundai Motor Co. Preference Shares 132,326 10,744
  Daelim Industrial Co. Ltd. 148,905 10,336
  Amorepacific Corp. Preference Shares 67,766 10,242
  CJ Corp. 68,948 10,240
  LG Electronics Inc. Preference Shares 240,945 10,056
  Hanwha Corp. 266,661 9,906
  Hanon Systems 875,098 9,568
  Lotte Corp. 159,621 9,541
  KCC Corp. 30,310 9,505

 

 

Developed Markets Index Fund    
 
 
 
^ Com2uSCorp 53,685 9,484
  S-1 Corp. 104,652 9,445
  Yuhan Corp. 45,258 9,434
  LG Household & Health Care Ltd. Preference Shares 14,137 9,342
  NH Investment & Securities Co. Ltd. 700,955 9,275
  DGB Financial Group Inc. 840,854 9,251
  CJ E&M Corp. 104,564 9,108
  Hanwha Life Insurance Co. Ltd. 1,519,057 8,970
^ LG Innotek Co. Ltd. 76,330 8,933
  Kumho Petrochemical Co. Ltd. 95,310 8,724
  Korean Air Lines Co. Ltd. 259,832 8,029
  Mando Corp. 35,572 7,694
^ Hanssem Co. Ltd. 53,864 7,618
*,^ Celltrion Pharm Inc. 94,415 7,606
2 ING Life Insurance Korea Ltd. 176,064 7,416
  Hyundai Department Store Co. Ltd. 82,246 7,056
^ GS Engineering & Construction Corp. 236,776 6,667
* Korea Gas Corp. 145,536 6,652
  KB Financial Group Inc. ADR 114,416 6,629
*,^ Doosan Infracore Co. Ltd. 710,525 6,532
*,^ Genexine Co. Ltd. 67,061 6,511
  LS Corp. 92,232 6,403
  Cheil Worldwide Inc. 373,946 6,402
  Shinhan Financial Group Co. Ltd. ADR 150,960 6,401
*,^ Hugel Inc. 11,369 6,397
  LOTTE Fine Chemical Co. Ltd. 94,902 6,377
*,^ Komipharm International Co. Ltd. 170,820 6,375
*,^ Hanall Biopharma Co. Ltd. 205,710 6,320
*,^ Hyundai Merchant Marine Co. Ltd. 1,526,141 6,305
^ KIWOOM Securities Co. Ltd. 62,364 6,304
  Hanmi Science Co. ltd 69,203 6,154
  Meritz Securities Co. Ltd. 1,508,814 6,067
  Posco Daewoo Corp. 278,424 6,042
*,^ PearlAbyss Corp. 29,221 5,991
  Meritz Fire & Marine Insurance Co. Ltd. 300,622 5,979
^ Fila Korea Ltd. 58,705 5,955
*,^ TELCON Inc. 369,678 5,904
  Kolon Industries Inc. 94,666 5,886
  Koh Young Technology Inc. 61,339 5,819
  Samsung Card Co. Ltd. 170,703 5,753
* Hyundai Construction Equipment Co. Ltd. 34,286 5,726
  Green Cross Holdings Corp. 150,726 5,679
  Green Cross Corp. 29,319 5,590
^ Korea Kolmar Co. Ltd. 75,396 5,533
  Douzone Bizon Co. Ltd. 98,898 5,528
*,^ Hanwha Techwin Co. Ltd. 197,921 5,406
*,^ Naturecell Co. Ltd. 209,643 5,376
^ Korea Electric Power Corp. ADR 348,076 5,357
  Samsung Fire & Marine Insurance Co. Ltd. Preference Shares 31,102 5,355
*,^ Medipost Co. Ltd. 39,474 5,324
  Korean Reinsurance Co. 496,313 5,322
  Hana Tour Service Inc. 46,994 5,313
* CJ Logistics Corp. 40,308 5,223
  Doosan Corp. 51,604 5,205
* Hyundai Mipo Dockyard Co. Ltd. 55,200 5,188
* Doosan Heavy Industries & Construction Co. Ltd. 343,315 5,147
* Pan Ocean Co. Ltd. 1,016,691 5,085
^ POSCO Chemtech Co. Ltd. 112,738 5,060

 

 

Developed Markets Index Fund    
 
 
 
  LS Industrial Systems Co. Ltd. 85,111 4,952
  KEPCO Plant Service & Engineering Co. Ltd. 115,086 4,922
  NongShim Co. Ltd. 17,346 4,897
  Cosmax Inc. 36,904 4,799
* SK Chemicals Co. Ltd. 48,601 4,791
^ Paradise Co. Ltd. 246,073 4,760
  WONIK IPS Co. Ltd. 152,398 4,739
* Daewoo Engineering & Construction Co. Ltd. 962,768 4,736
  SK Networks Co. Ltd. 818,273 4,458
*,^ G-treeBNT Co. Ltd. 101,889 4,458
  Daewoong Pharmaceutical Co. Ltd. 23,339 4,437
  Ottogi Corp. 6,613 4,436
^ Hyundai Wia Corp. 84,448 4,375
^ CJ CGV Co. Ltd. 68,139 4,356
  Dongsuh Cos. Inc. 174,605 4,283
^ LOTTE Himart Co. Ltd. 61,791 4,273
  Chong Kun Dang Pharmaceutical Corp. 34,960 4,212
*,^ Pharmicell Co. Ltd. 285,810 4,210
  Korea Petrochemical Ind Co. Ltd. 15,093 4,172
^ BGF Co. Ltd. 349,747 4,169
  GS Retail Co. Ltd. 144,118 4,167
  Youngone Corp. 159,992 4,113
  Doosan Bobcat Inc. 136,714 4,069
*,^ Hyundai Rotem Co. Ltd. 270,467 3,991
*,^ Chabiotech Co. Ltd. 192,724 3,954
^ Seoul Semiconductor Co. Ltd. 203,792 3,841
^ SK Materials Co. Ltd. 27,005 3,792
^ Hyundai Elevator Co. Ltd. 50,543 3,784
  SKC Co. Ltd. 101,460 3,684
  Hyundai Greenfood Co. Ltd. 281,691 3,658
  Poongsan Corp. 99,134 3,603
*,^ Ecopro Co. Ltd. 97,613 3,600
  Bukwang Pharmaceutical Co. Ltd. 151,886 3,595
* SM Entertainment Co. Ltd. 80,566 3,555
  LG International Corp. 138,531 3,528
  Innocean Worldwide Inc. 57,759 3,503
*,^ Yungjin Pharmaceutical Co. Ltd. 444,980 3,470
  Taekwang Industrial Co. Ltd. 2,890 3,435
* NHN Entertainment Corp. 53,288 3,399
  Hite Jinro Co. Ltd. 161,300 3,396
  Loen Entertainment Inc. 32,069 3,343
  CJ O Shopping Co. Ltd. 15,581 3,285
^ SFA Engineering Corp. 98,471 3,240
*,^ Toptec Co. Ltd. 108,069 3,213
^ Iljin Materials Co. Ltd. 91,411 3,197
  Hanwha General Insurance Co. Ltd. 398,710 3,157
^ Kolon Life Science Inc. 37,572 3,141
  Lotte Chilsung Beverage Co. Ltd. 2,161 3,106
  DoubleUGames Co. Ltd. 45,694 3,103
  Hyundai Home Shopping Network Corp. 31,454 3,079
* Amicogen Inc. 47,608 3,076
^ Hanjin Kal Corp. 164,750 3,072
  SKCKOLONPI Inc. 72,460 3,057
  GS Home Shopping Inc. 17,232 3,049
  Eo Technics Co. Ltd. 42,796 2,998
  Dongkuk Steel Mill Co. Ltd. 307,550 2,979
  JB Financial Group Co. Ltd. 517,829 2,967
* CrystalGenomics Inc. 125,197 2,959

 

 

Developed Markets Index Fund    
 
 
 
  Hansol Chemical Co. Ltd. 44,932 2,948
^ L&F Co. Ltd. 78,795 2,912
  Dentium Co. Ltd. 37,915 2,904
*,^ Webzen Inc. 93,486 2,847
*,^ Kumho Tire Co. Inc. 836,932 2,796
  BGF retail Co. Ltd. 19,439 2,789
  Modetour Network Inc. 75,832 2,788
  Samyang Holdings Corp. 30,376 2,763
  Orion Holdings Corp. 109,505 2,757
  Dong-A ST Co. Ltd. 25,538 2,747
*,^ CMG Pharmaceutical Co. Ltd. 423,455 2,723
  Ilyang Pharmaceutical Co. Ltd. 70,801 2,713
*,^ iNtRON Biotechnology Inc. 65,002 2,708
^ LIG Nex1 Co. Ltd. 60,862 2,659
  Daesang Corp. 108,849 2,657
  LEENO Industrial Inc. 47,149 2,653
* Osstem Implant Co. Ltd. 52,464 2,647
* DIO Corp. 62,563 2,640
  InBody Co. Ltd. 54,778 2,622
*,^ Hyundai Electric & Energy System Co. Ltd. 33,440 2,604
^ Daou Technology Inc. 124,127 2,577
  DB HiTek Co. Ltd. 185,747 2,547
  Songwon Industrial Co. Ltd. 87,246 2,519
  Ssangyong Cement Industrial Co. Ltd. 113,037 2,509
  Huchems Fine Chemical Corp. 108,604 2,508
^ Ahnlab Inc. 31,052 2,490
  Soulbrain Co. Ltd. 45,066 2,489
  LF Corp. 98,682 2,476
*,^ Foosung Co. Ltd. 267,420 2,473
  LG Hausys Ltd. 33,969 2,466
  Young Poong Corp. 2,847 2,452
  Nexen Tire Corp. 209,393 2,446
*,^ Jenax Inc. 79,746 2,445
  JW Pharmaceutical Corp. 60,695 2,423
  Korea Real Estate Investment & Trust Co. Ltd. 851,307 2,410
  Hankook Tire Worldwide Co. Ltd. 135,621 2,410
  Grand Korea Leisure Co. Ltd. 103,007 2,390
* Seegene Inc. 72,712 2,385
  Daewoong Co. Ltd. 117,513 2,331
* Asiana Airlines Inc. 516,283 2,326
*,^ Peptron Inc. 35,474 2,251
*,^ BH Co. Ltd. 130,213 2,246
*,^ GemVax & Kael Co. Ltd. 149,899 2,240
  Dongjin Semichem Co. Ltd. 159,159 2,232
  Dong-A Socio Holdings Co. Ltd. 17,188 2,158
  Taeyoung Engineering & Construction Co. Ltd. 215,624 2,147
  Handsome Co. Ltd. 73,720 2,137
  Dongwon Industries Co. Ltd. 7,548 2,137
  TES Co. Ltd. 76,230 2,128
^ Lock&Lock Co. Ltd. 92,900 2,109
  Huons Co. Ltd. 20,672 2,105
  ST Pharm Co. Ltd. 48,592 2,103
  Lotte Food Co. Ltd. 3,423 2,101
  Meritz Financial Group Inc. 153,691 2,098
  Hanil Cement Co. Ltd. 19,979 2,038
  WeMade Entertainment Co. Ltd. 43,112 2,029
  IS Dongseo Co. Ltd. 70,935 2,024
  Hanwha Corp. Preference Shares 127,233 2,021

 

 

Developed Markets Index Fund    
 
 
 
  Posco ICT Co. Ltd. 271,781 2,019
  Daishin Securities Co. Ltd. 157,826 2,005
  HS Industries Co. Ltd. 250,118 1,989
* Innox Advanced Materials Co. Ltd. 32,102 1,986
  Korea Electric Terminal Co. Ltd. 39,395 1,985
  Halla Holdings Corp. 42,686 1,981
*,^ ATGen Co. Ltd. 105,163 1,964
^ SK Gas Ltd. 22,237 1,955
* Yuanta Securities Korea Co. Ltd. 456,726 1,947
^ Tongyang Inc. 1,123,121 1,927
*,^ Taihan Electric Wire Co. Ltd. 1,540,110 1,907
  KEPCO Engineering & Construction Co. Inc. 65,601 1,898
^ Lutronic Corp. 95,114 1,874
^ Hansae Co. Ltd. 92,161 1,867
^ Jusung Engineering Co. Ltd. 183,291 1,859
*,^ Homecast Co. Ltd. 154,109 1,840
^ Partron Co. Ltd. 226,435 1,819
^ YG Entertainment Inc. 60,018 1,765
  AK Holdings Inc. 25,810 1,753
  Jeil Pharmaceutical Co. Ltd. 30,064 1,732
*,^ Gamevil Inc. 24,787 1,716
*,^ Aprogen pharmaceuticals Inc. 430,068 1,707
  Caregen Co. Ltd. 19,871 1,687
  Mirae Asset Life Insurance Co. Ltd. 354,181 1,665
  Huons Global Co. Ltd. 24,696 1,664
^ Advanced Process Systems Corp. 60,947 1,632
  Namyang Dairy Products Co. Ltd. 2,539 1,628
^ Dawonsys Co. Ltd. 97,270 1,617
^ Silicon Works Co. Ltd. 44,619 1,606
*,^ Vidente Co. Ltd. 115,267 1,604
  Green Cross Cell Corp. 30,014 1,594
^ Dae Hwa Pharmaceutical Co. Ltd. 56,000 1,593
^ SK Discovery Co. Ltd. 40,878 1,578
  DongKook Pharmaceutical Co. Ltd. 23,346 1,552
^ Vieworks Co. Ltd. 41,511 1,548
  Able C&C Co. Ltd. 86,795 1,542
*,^ Emerson Pacific Inc. 46,141 1,531
  Lotte Confectionery Co. Ltd. 9,448 1,513
  NICE Information Service Co. Ltd. 168,244 1,501
* APS Holdings Corp. 214,500 1,500
*,^ Korea Line Corp. 56,643 1,499
^ Kolon Corp. 32,091 1,498
* Samsung Heavy Industries Co. Ltd. Rights 760,186 1,480
  Seah Besteel Corp. 59,092 1,467
  Hanjin Transportation Co. Ltd. 67,134 1,458
^ Samyang Corp. 18,502 1,456
^ Binggrae Co. Ltd. 25,584 1,450
  S&T Motiv Co. Ltd. 39,264 1,449
  Youngone Holdings Co. Ltd. 27,927 1,445
  Korea Kolmar Holdings Co. Ltd. 31,853 1,444
  Hansol Paper Co. Ltd. 95,821 1,444
  Cell Biotech Co. Ltd. 31,477 1,440
* Hanwha Investment & Securities Co. Ltd. 498,370 1,437
*,^ SK Securities Co. Ltd. 1,291,918 1,437
  SL Corp. 72,356 1,432
*,^ Leaders Cosmetics Co. Ltd. 66,350 1,429
  Shinyoung Securities Co. Ltd. 26,792 1,424
  Kwang Dong Pharmaceutical Co. Ltd. 168,119 1,402

 

 

Developed Markets Index Fund    
 
 
 
*,^ Naturalendo Tech Co. Ltd. 73,316 1,395
  NICE Holdings Co. Ltd. 93,228 1,388
  SPC Samlip Co. Ltd. 11,804 1,384
  Kumho Industrial Co. Ltd. 135,822 1,383
  Korea Asset In Trust Co. Ltd. 244,090 1,378
^ It's Hanbul Co. Ltd. 20,953 1,377
  Daishin Securities Co. Ltd. Preference Shares 163,906 1,337
  Samchully Co. Ltd. 12,589 1,332
* Neowiz 69,435 1,321
*,^ Binex Co. Ltd. 118,223 1,317
^ JW Holdings Corp. 169,381 1,315
  Tongyang Life Insurance Co. Ltd. 186,940 1,301
  Hancom Inc. 84,391 1,299
  E1 Corp. 23,091 1,285
  KISWIRE Ltd. 44,257 1,278
*,^ Seobu T&D 120,543 1,267
  Namhae Chemical Corp. 101,634 1,264
  Daeduck GDS Co. Ltd. 78,242 1,256
* KTB Investment & Securities Co. Ltd. 263,903 1,248
  CJ Hello Co. Ltd. 155,972 1,247
  Sindoh Co. Ltd. 20,162 1,245
* Wonik Holdings Co. Ltd. 174,797 1,227
*,^ NUTRIBIOTECH Co. Ltd. 54,959 1,227
  Hyundai Livart Furniture Co. Ltd. 53,890 1,204
  Daekyo Co. Ltd. 161,636 1,204
  Kwangju Bank Co. Ltd. 117,255 1,203
  Daeduck Electronics Co. 155,203 1,203
  Sebang Global Battery Co. Ltd. 39,657 1,200
^ Sung Kwang Bend Co. Ltd. 107,988 1,199
*,^ Interflex Co. Ltd. 57,472 1,198
  KC Tech Co. Ltd. 56,458 1,193
  NS Shopping Co. Ltd. 91,209 1,192
^ Dongwon F&B Co. Ltd. 5,740 1,182
  Sungwoo Hitech Co. Ltd. 192,718 1,147
  Muhak Co. Ltd. 70,361 1,142
  i-SENS Inc. 41,267 1,136
*,^ CUROCOM Co. Ltd. 479,509 1,121
  Chongkundang Holdings Corp. 16,275 1,118
* Eugene Investment & Securities Co. Ltd. 337,863 1,115
  Youlchon Chemical Co. Ltd. 72,331 1,099
  Humedix Co. Ltd. 25,012 1,057
  iMarketKorea Inc. 112,171 1,057
  SeAH Steel Corp. 13,474 1,056
*,^ Cellumed Co. Ltd. 95,256 1,054
*,^ Insun ENT Co. Ltd. 161,857 1,036
  CJ CheilJedang Corp. Preference Shares 8,297 1,027
  Hankook Shell Oil Co. Ltd. 3,259 1,024
*,^ Cuckoo Homesys Co. Ltd. 6,196 1,008
^ TK Corp. 82,760 1,006
*,^ Duk San Neolux Co. Ltd. 62,066 985
* Hansol Technics Co. Ltd. 82,677 949
  CJ Freshway Corp. 28,241 941
^ Byucksan Corp. 263,447 938
* GNCO Co. Ltd. 366,174 934
* Ssangyong Motor Co. 195,087 909
*,^ Hanjin Heavy Industries & Construction Co. Ltd. 308,670 900
  Maeil Dairies Co. Ltd. 15,115 893
  KT Skylife Co. Ltd. 77,678 892

 

 

Developed Markets Index Fund    
 
 
 
* S&T Dynamics Co. Ltd. 119,008 879
*,^ COSON Co. Ltd. 70,847 872
  KC Co. Ltd. 38,571 869
  Hansol Holdings Co. Ltd. 205,414 864
  Dae Han Flour Mills Co. Ltd. 5,395 853
*,^ KH Vatec Co. Ltd. 76,572 853
* Doosan Engine Co. Ltd. 155,924 851
*,^ SFA Semicon Co. Ltd. 356,349 844
  KISCO Corp. 25,384 843
*,^ G-SMATT GLOBAL Co. Ltd. 66,586 825
  Interpark Holdings Corp. 226,106 777
*,^ Samsung Pharmaceutical Co. Ltd. 186,591 777
*,^ Taewoong Co. Ltd. 42,562 771
^ Coreana Cosmetics Co. Ltd. 115,233 761
  SBS Media Holdings Co. Ltd. 270,712 748
  NEPES Corp. 93,434 741
  Kyobo Securities Co. Ltd. 79,565 731
* KONA I Co. Ltd. 69,825 725
  Hyundai Corp. 42,262 716
  Woongjin Thinkbig Co. Ltd. 111,751 703
  GOLFZON Co. Ltd. 16,463 702
*,^ Lumens Co. Ltd. 193,646 684
*,^ CrucialTec Co. Ltd. 342,054 673
  Maeil Holdings Co. Ltd. 50,921 661
  Kolao Holdings 139,617 660
  DB Financial Investment Co. Ltd. 158,760 620
  INTOPS Co. Ltd. 64,055 606
^ Cuckoo Holdings Co. Ltd. 7,425 602
  Humax Co. Ltd. 74,623 594
  Seoyon E-Hwa Co. Ltd. 73,305 590
  Sam Young Electronics Co. Ltd. 51,402 586
  Cosmax BTI Inc 19,085 580
* Eusu Holdings Co. Ltd. 83,934 557
^ ICD Co. Ltd. 59,955 550
*,^ Agabang&Company 102,616 524
  DY Corp. 78,889 439
* Duksan Hi-Metal Co. Ltd. 57,995 402
  MegaStudy Co. Ltd. 5,687 176
  Hyundai Corp. Holdings Inc. 11,779 152
  Seoyon Co. Ltd. 24,528 143
      5,207,769
Spain (2.7%)    
  Banco Santander SA 87,066,533 567,854
  Banco Bilbao Vizcaya Argentaria SA 36,441,549 288,524
  Telefonica SA 24,811,857 245,912
  Iberdrola SA 31,176,521 229,310
  Industria de Diseno Textil SA 5,746,665 180,113
  Amadeus IT Group SA 2,260,707 167,128
* Repsol SA 6,490,409 115,313
  CaixaBank SA 19,683,339 93,874
  Abertis Infraestructuras SA 3,391,000 76,058
2 Aena SME SA 349,959 70,524
  Banco de Sabadell SA 30,815,288 63,092
  Grifols SA 1,968,606 55,761
* Ferrovial SA 2,593,910 54,237
* ACS Actividades de Construccion y Servicios SA 1,331,708 51,957
  Red Electrica Corp. SA 2,364,141 48,699

 

 

Developed Markets Index Fund    
 
 
 
  Gas Natural SDG SA 1,694,343 40,471
  Bankinter SA 3,752,064 38,609
  Endesa SA 1,736,476 38,240
  Enagas SA 1,247,059 34,132
* Bankia SA 6,657,597 29,836
  Merlin Properties Socimi SA 1,839,148 28,159
  Grifols SA Preference Shares 1,227,716 26,141
2 Cellnex Telecom SA 847,647 22,658
^ Siemens Gamesa Renewable Energy SA 1,227,273 19,703
  Mapfre SA 5,440,753 18,096
  Inmobiliaria Colonial Socimi SA 1,561,948 18,074
  Viscofan SA 215,721 14,911
  Bolsas y Mercados Espanoles SHMSF SA 426,732 14,454
  Distribuidora Internacional de Alimentacion SA 3,387,744 14,389
  Prosegur Cia de Seguridad SA 1,468,739 11,291
^ Acerinox SA 775,687 10,832
^ Acciona SA 140,683 10,694
  Grupo Catalana Occidente SA 242,735 10,582
  Hispania Activos Inmobiliarios SOCIMI SA 491,916 10,466
* Masmovil Ibercom SA 70,703 10,457
  Applus Services SA 788,952 10,278
  Mediaset Espana Comunicacion SA 975,158 9,926
  Zardoya Otis SA 979,062 9,859
  CIE Automotive SA 272,521 9,754
* Indra Sistemas SA 672,966 9,316
  NH Hotel Group SA 1,153,616 9,091
  Ebro Foods SA 354,215 9,010
  Melia Hotels International SA 602,603 8,521
*,2 Neinor Homes SA 420,476 7,900
*,2 Unicaja Banco SA 4,212,454 7,269
*,2 Gestamp Automocion SA 845,885 6,894
  Corp Financiera Alba SA 108,515 6,558
2 Prosegur Cash SA 2,033,995 6,122
  Cia de Distribucion Integral Logista Holdings SA 265,816 5,631
  Faes Farma SA 1,472,816 5,390
  Ence Energia y Celulosa SA 684,172 5,161
  Construcciones y Auxiliar de Ferrocarriles SA 99,410 5,140
^ Tecnicas Reunidas SA 167,837 4,958
  Papeles y Cartones de Europa SA 282,623 4,928
* Fomento de Construcciones y Contratas SA 382,359 4,681
*,^ Sacyr SA 1,720,916 4,601
  Fluidra SA 265,892 4,523
2 Euskaltel SA 528,283 4,409
^ Atresmedia Corp. de Medios de Comunicacion SA 437,113 4,168
^ Almirall SA 329,841 3,895
* Liberbank SA 6,748,961 3,702
*,^ Obrascon Huarte Lain SA 788,668 3,365
*,^ Codere SA 287,713 3,220
*,^ Pharma Mar SA 828,258 1,681
  Axiare Patrimonio SOCIMI SA 55,372 1,126
      2,911,628
Sweden (2.5%)    
  Nordea Bank AB 17,383,399 185,710
  Atlas Copco AB Class A 3,445,979 149,285
  Volvo AB Class B 8,105,581 147,985
^ Swedbank AB Class A 5,746,321 128,841
  Assa Abloy AB Class B 5,112,376 110,999

 

 

Developed Markets Index Fund    
 
 
 
  Investor AB Class B 2,476,041 110,216
  Sandvik AB 5,878,888 107,883
^ Telefonaktiebolaget LM Ericsson Class B 16,138,948 102,416
^ Svenska Handelsbanken AB Class A 7,861,562 98,635
* Essity AB Class B 3,240,781 89,614
  Hexagon AB Class B 1,369,242 82,033
^ Skandinaviska Enskilda Banken AB Class A 7,737,452 81,126
  Atlas Copco AB Class B 2,053,949 79,947
  Hennes & Mauritz AB Class B 5,181,891 77,732
  Telia Co. AB 14,896,561 70,271
  Boliden AB 1,501,011 52,916
  Kinnevik AB 1,271,460 45,809
  Swedish Match AB 976,776 44,405
^ SKF AB 2,016,695 41,233
  Alfa Laval AB 1,720,955 40,684
  Skanska AB Class B 1,956,939 40,034
^ Electrolux AB Class B 1,215,949 38,263
^ Svenska Cellulosa AB SCA Class B 3,227,236 34,406
  Trelleborg AB Class B 1,334,468 33,566
  Securitas AB Class B 1,757,705 29,935
  Industrivarden AB Class A 1,008,573 24,526
  Industrivarden AB 1,049,230 24,401
* Lundin Petroleum AB 962,229 24,319
^ Castellum AB 1,480,371 24,223
  Tele2 AB 1,923,791 23,100
  Elekta AB Class B 1,984,575 21,173
  Husqvarna AB 2,061,130 19,883
  Nibe Industrier AB Class B 2,071,515 19,627
  Com Hem Holding AB 995,213 16,126
* Fabege AB 733,838 15,905
* Swedish Orphan Biovitrum AB 890,766 15,904
* Holmen AB 281,774 15,302
  BillerudKorsnas AB 972,646 15,115
^ ICA Gruppen AB 424,623 15,034
2 Dometic Group AB 1,638,739 14,982
* SSAB AB Class B 3,176,764 14,787
  L E Lundbergforetagen AB Class B 203,597 14,599
  Loomis AB Class B 397,867 14,330
  AAK AB 157,725 13,929
*,^ Getinge AB 1,220,017 13,887
* Fastighets AB Balder Class B 529,616 13,308
  Indutrade AB 508,268 13,162
  Hexpol AB 1,374,910 12,754
2 Thule Group AB 572,486 12,395
  Modern Times Group MTG AB Class B 291,635 11,844
^ Intrum Justitia AB 408,230 11,587
*,2 Ahlsell AB 1,839,366 11,585
  Saab AB Class B 229,574 10,401
  Axfood AB 578,373 9,896
  NCC AB Class B 517,128 9,880
  Peab AB 1,085,319 9,775
  Lifco AB Class B 247,584 9,532
  Wallenstam AB 1,041,522 9,469
  Hemfosa Fastigheter AB 759,336 9,219
  Hufvudstaden AB Class A 598,287 8,920
  JM AB 387,677 8,810
  Wihlborgs Fastigheter AB 366,822 8,504
  AF AB 360,552 7,875

 

 

Developed Markets Index Fund    
 
 
 
2 Bravida Holding AB 1,093,901 7,830
  Sweco AB Class B 372,955 7,714
2 Evolution Gaming Group AB 134,835 7,392
* Pandox AB Class B 407,931 7,323
* Investment AB Latour Class B 638,689 7,269
  Nolato AB Class B 93,610 6,835
^ Avanza Bank Holding AB 126,890 6,726
  Kungsleden AB 990,126 6,617
* SSAB AB Class A 1,158,100 6,568
  Bonava AB Class B 466,164 6,405
  Oriflame Holding AG 124,864 5,991
  Nobia AB 634,223 5,710
2 Attendo AB 560,396 5,298
* NetEnt AB 1,015,488 5,108
* Betsson AB 650,751 4,922
^ Mycronic AB 374,384 4,818
  Vitrolife AB 66,854 4,738
  Cloetta AB Class B 1,111,508 4,240
  Svenska Handelsbanken AB Class B 311,252 4,105
  Ratos AB 1,042,196 4,069
* Concentric AB 223,669 3,970
2 Scandic Hotels Group AB 392,909 3,784
  Atrium Ljungberg AB 255,620 3,769
  Klovern AB 2,962,927 3,672
* Bilia AB 411,879 3,661
* Arjo AB 1,228,550 3,608
2 Resurs Holding AB 488,814 3,456
  Investment AB Oresund 214,414 3,285
  Klovern AB Preference Shares 82,259 3,134
  Bure Equity AB 268,621 2,960
  Lindab International AB 376,869 2,851
*,^ SAS AB 1,113,277 2,656
  Mekonomen AB 140,452 2,400
  Clas Ohlson AB 213,507 2,329
  SkiStar AB 113,173 2,280
^ Skandinaviska Enskilda Banken AB 204,928 2,250
*,2 Munters Group AB 392,442 2,234
  Hemfosa Fastigheter AB Preference Shares 96,524 2,133
* Collector AB 212,238 1,662
* Haldex AB 156,539 1,606
^ Telefonaktiebolaget LM Ericsson Class A 225,492 1,487
* Fingerprint Cards AB Class B 1,356,279 1,309
^ SKF AB Class A 60,231 1,238
  Sagax AB 292,332 1,124
  Rezidor Hotel Group AB 281,381 789
  NCC AB Class A 40,748 774
  SAS AB Preference Shares 7,787 513
  Sagax AB Preference Shares 92,553 388
  Bonava AB Class A 16,650 229
      2,759,241
Switzerland (6.4%)    
  Nestle SA 16,981,563 1,344,369
  Novartis AG 11,922,534 964,557
  Roche Holding AG 3,786,871 868,556
  UBS Group AG 19,023,139 334,963
* Zurich Insurance Group AG 822,511 269,894
  ABB Ltd. 10,553,115 251,315

 

 

Developed Markets Index Fund    
 
 
 
  Cie Financiere Richemont SA 2,788,841 250,522
  Credit Suisse Group AG 13,988,984 234,727
  Swiss Re AG 1,668,948 169,938
  Givaudan SA 50,408 114,899
  LafargeHolcim Ltd. 1,991,357 109,067
  Lonza Group AG 405,578 95,671
  Sika AG 11,489 90,053
  Geberit AG 198,830 87,933
  Swatch Group AG (Bearer) 168,424 74,313
  Julius Baer Group Ltd. 1,183,565 72,878
  Partners Group Holding AG 89,951 66,945
  Swiss Life Holding AG 186,178 66,330
  SGS SA 26,901 66,136
  Adecco Group AG 910,348 64,863
^ Swisscom AG 121,727 60,370
  Schindler Holding AG 207,938 44,850
  Sonova Holding AG 277,491 44,107
* Vifor Pharma AG 285,016 43,957
  Kuehne & Nagel International AG 273,932 43,133
  Temenos Group AG 323,781 38,852
  Baloise Holding AG 252,974 38,717
  Chocoladefabriken Lindt & Spruengli AG Registered Shares 520 37,821
  Chocoladefabriken Lindt & Spruengli AG Participation Certificates 6,074 37,668
  Swiss Prime Site AG 386,906 37,461
  Roche Holding AG (Bearer) 159,720 37,083
  LafargeHolcim Ltd. (Paris Shares) 635,227 34,669
  Straumann Holding AG 54,715 34,498
  ams AG 296,763 31,067
  Georg Fischer AG 22,481 30,106
  Logitech International SA 789,176 28,944
  Clariant AG 1,067,749 25,497
  EMS-Chemie Holding AG 38,577 24,357
  Schindler Holding AG (Registered) 115,842 24,257
2 VAT Group AG 141,114 23,750
*,^ Dufry AG 176,482 23,140
  Flughafen Zurich AG 103,759 22,904
^ BB Biotech AG 306,028 21,493
  Helvetia Holding AG 35,753 21,312
  PSP Swiss Property AG 217,739 21,243
  Barry Callebaut AG 10,405 20,339
  Swatch Group AG (Registered) 234,889 19,703
  OC Oerlikon Corp. AG 1,070,166 18,908
2 Sunrise Communications Group AG 187,239 15,691
  GAM Holding AG 879,756 14,803
  Bucher Industries AG 35,297 14,747
*,2 Galenica AG 270,817 14,310
  Pargesa Holding SA 158,198 14,037
  Cembra Money Bank AG 156,447 13,907
  Tecan Group AG 63,942 13,538
  dormakaba Holding AG 16,976 13,283
  Allreal Holding AG 78,695 12,954
* Landis&Gyr Group AG 163,285 12,659
  Banque Cantonale Vaudoise 15,549 12,584
  DKSH Holding AG 147,197 11,960
  Belimo Holding AG 2,782 11,255
  SFS Group AG 92,035 10,836
*,^ Aryzta AG 467,377 10,401
* Idorsia Ltd. 430,192 10,361

 

 

Developed Markets Index Fund    
 
 
 
  Valiant Holding AG 86,968 10,308
  Sulzer AG 69,199 9,103
  Panalpina Welttransport Holding AG 71,172 8,990
* Mobimo Holding AG 33,746 8,935
  Emmi AG 10,533 8,639
  Forbo Holding AG 6,125 8,591
  Daetwyler Holding AG 39,309 7,516
  Vontobel Holding AG 120,324 7,458
  Conzzeta AG 5,901 7,054
  Siegfried Holding AG 19,862 6,696
  St. Galler Kantonalbank AG 11,876 6,575
  u-blox Holding AG 35,811 6,451
  Inficon Holding AG 9,925 6,106
* Implenia AG 76,805 6,094
  Valora Holding AG 17,462 5,978
  Schweiter Technologies AG 4,925 5,858
* Comet Holding AG 40,213 5,567
^ Burckhardt Compression Holding AG 16,756 5,348
  Komax Holding AG 18,464 5,332
^ COSMO Pharmaceuticals NV 38,264 5,288
  Interroll Holding AG 2,977 4,676
  Bobst Group SA 41,049 4,544
  Huber & Suhner AG 77,910 4,421
  LEM Holding SA 2,595 4,322
*,^ Basilea Pharmaceutica AG 62,006 4,308
  Autoneum Holding AG 15,363 4,183
*,^ Arbonia AG 227,601 4,171
  Ascom Holding AG 192,433 4,091
*,^ Meyer Burger Technology AG 3,499,232 4,065
  VZ Holding AG 14,503 3,933
  Bachem Holding AG 29,243 3,853
  BKW AG 55,263 3,675
  Intershop Holding AG 6,412 3,369
  Rieter Holding AG 16,454 3,220
  EFG International AG 398,634 3,193
  Bossard Holding AG 14,747 3,035
* Leonteq AG 48,104 2,750
  Swissquote Group Holding SA 44,459 2,700
  Bell Food Group AG 6,694 2,582
^ Ypsomed Holding AG 16,152 2,469
  Zehnder Group AG 51,472 2,375
  APG SGA SA 5,231 2,206
  Vetropack Holding AG 1,098 2,149
  ALSO Holding AG 14,814 1,955
^ Kudelski SA 181,025 1,894
* Schmolz & Bickenbach AG 2,126,087 1,650
* Alpiq Holding AG 20,332 1,596
  Plazza AG 879 206
* Aryzta AG (Dublin Shares) 3,631 81
      6,925,020
United Kingdom (15.1%)    
  HSBC Holdings plc 109,900,967 1,027,351
  Royal Dutch Shell plc Class A (London Shares) 25,083,063 787,109
  BP plc 105,563,870 710,822
  British American Tobacco plc 12,168,257 706,389
  Royal Dutch Shell plc Class B 20,554,217 662,366
  GlaxoSmithKline plc 26,478,640 514,432

 

 

Developed Markets Index Fund    
 
 
 
AstraZeneca plc 6,938,960 477,277
Diageo plc 13,269,728 448,921
Vodafone Group plc 145,957,154 399,664
Lloyds Banking Group plc 390,770,244 355,097
Prudential plc 14,161,148 353,995
Unilever plc 6,328,049 351,633
Rio Tinto plc 6,381,609 324,010
Glencore plc 63,829,744 317,608
Reckitt Benckiser Group plc 3,410,420 288,999
Barclays plc 93,012,031 271,642
BHP Billiton plc 11,374,725 224,381
National Grid plc 18,547,728 208,587
Shire plc 3,671,496 183,023
Imperial Brands plc 5,223,773 178,020
Compass Group plc 8,643,193 176,619
Aviva plc 21,921,054 152,764
Tesco plc 52,462,033 151,592
Standard Chartered plc 14,744,608 147,645
BT Group plc 45,825,982 146,430
BAE Systems plc 17,415,304 142,258
^ Anglo American plc 5,401,359 126,189
RELX NV (London Shares) 5,742,530 118,157
Legal & General Group plc 32,376,136 117,281
CRH plc (London Shares) 3,347,043 113,347
Rolls-Royce Holdings plc 9,008,795 110,344
Experian plc 5,013,919 108,312
WPP plc 6,698,636 106,469
Sky plc 5,653,999 102,946
Ferguson plc 1,362,286 102,471
SSE plc 5,586,137 100,119
London Stock Exchange Group plc 1,711,223 99,156
Smith & Nephew plc 4,790,703 89,558
Old Mutual plc 25,999,304 87,427
Standard Life Aberdeen plc 14,827,325 74,930
Ashtead Group plc 2,729,263 74,424
Associated British Foods plc 1,902,509 66,512
* Royal Bank of Scotland Group plc 17,636,613 64,184
3i Group plc 5,233,063 63,185
InterContinental Hotels Group plc 1,037,535 62,215
Carnival plc 959,664 61,838
Centrica plc 30,737,362 61,378
GKN plc 9,399,606 61,115
Persimmon plc 1,683,273 59,845
Shire plc ADR 395,375 59,065
Intertek Group plc 882,352 57,755
Mondi plc 2,015,738 54,245
Burberry Group plc 2,269,493 54,047
Bunzl plc 1,836,261 54,012
Sage Group plc 5,914,160 53,134
Whitbread plc 1,003,862 52,251
Land Securities Group plc 3,916,657 51,568
Smurfit Kappa Group plc 1,268,346 51,419
Next plc 749,711 50,107
RSA Insurance Group plc 5,579,627 49,361
Kingfisher plc 11,866,207 48,832
International Consolidated Airlines Group SA (London Shares) 5,649,910 48,798
British Land Co. plc 5,386,696 48,588
Paddy Power Betfair plc 454,452 46,592

 

 

Developed Markets Index Fund    
 
 
 
  Smiths Group plc 2,173,389 46,219
  Taylor Wimpey plc 17,770,849 46,099
  Segro plc 5,457,411 46,083
  Informa plc 4,518,507 45,597
  Pearson plc 4,293,063 45,167
  DCC plc 486,947 44,870
  Croda International plc 697,919 44,787
  Johnson Matthey plc 1,042,647 44,574
  St. James's Place plc 2,867,399 43,776
  Randgold Resources Ltd. 512,376 42,441
  CRH plc (Dublin Shares) 1,223,164 41,587
  ITV plc 20,443,879 41,410
  Barratt Developments plc 5,494,081 40,925
  Direct Line Insurance Group plc 7,589,871 40,638
  Coca-Cola HBC AG 1,066,777 39,471
^ GVC Holdings plc 2,984,876 38,530
  Rentokil Initial plc 10,069,704 38,427
  Royal Mail plc 5,040,547 38,277
  TUI AG (London Shares) 1,761,979 37,827
  United Utilities Group plc 3,761,246 37,792
  Berkeley Group Holdings plc 686,845 36,557
  DS Smith plc 5,459,452 36,097
  Wm Morrison Supermarkets plc 11,880,264 35,599
  Halma plc 2,088,647 34,595
  Weir Group plc 1,221,936 34,248
  Marks & Spencer Group plc 8,895,462 33,762
^ Melrose Industries plc 10,394,183 33,736
  Severn Trent plc 1,296,964 33,594
  Hargreaves Lansdown plc 1,436,219 32,962
  Hammerson plc 4,343,255 32,744
  Spirax-Sarco Engineering plc 399,727 32,313
  Hiscox Ltd. 1,515,242 30,979
* Just Eat plc 3,156,969 30,963
  Rightmove plc 496,883 30,329
  J Sainsbury plc 8,819,239 29,559
  G4S plc 8,440,499 29,427
  Bellway plc 671,147 28,751
  Admiral Group plc 1,099,723 28,479
  UBM plc 2,154,640 28,370
  Schroders plc 614,043 27,537
  John Wood Group plc 3,609,995 27,384
  easyJet plc 1,202,183 27,102
  Micro Focus International plc 1,935,390 27,077
  Investec plc 3,487,248 26,936
  Meggitt plc 4,257,053 25,823
  B&M European Value Retail SA 4,654,250 25,585
2 Auto Trader Group plc 5,129,863 25,252
  BBA Aviation plc 5,572,210 25,090
  Antofagasta plc 1,908,228 24,703
  Spectris plc 649,428 24,582
  Travis Perkins plc 1,385,415 24,014
  NEX Group plc 1,740,041 23,976
  RPC Group plc 2,191,592 23,845
  Derwent London plc 544,697 23,722
  Phoenix Group Holdings 2,153,401 23,084
  Beazley plc 2,818,243 22,673
* Cobham plc 13,081,947 22,589
*,^ Ocado Group plc 3,003,778 22,447

 

 

Developed Markets Index Fund    
 
 
 
* Indivior plc 3,917,764 22,424
  IMI plc 1,476,931 22,418
*,^ Metro Bank plc 450,527 22,230
  Inchcape plc 2,291,088 22,228
  IG Group Holdings plc 1,974,406 22,126
  SSP Group plc 2,563,875 22,022
  William Hill plc 4,703,640 21,821
  NMC Health plc 446,551 21,341
  Man Group plc 8,825,561 21,286
  Howden Joinery Group plc 3,237,314 20,953
  Intermediate Capital Group plc 1,516,950 20,932
  Pennon Group plc 2,300,039 20,788
* Tullow Oil plc 7,522,413 20,726
  British American Tobacco plc ADR 358,284 20,669
  Electrocomponents plc 2,404,545 20,270
2 ConvaTec Group plc 7,217,071 20,194
  Dechra Pharmaceuticals plc 542,895 20,025
^ CYBG plc 4,827,247 19,964
* BTG plc 2,086,978 19,824
  Tate & Lyle plc 2,537,454 19,411
  Hays plc 7,275,453 19,240
  TP ICAP plc 3,057,536 19,185
  Rotork plc 4,776,201 19,058
2 Merlin Entertainments plc 3,836,993 18,673
  Cineworld Group plc 5,521,086 18,294
^ Mediclinic International plc 2,152,641 18,178
  Fresnillo plc 1,008,212 17,961
  Shaftesbury plc 1,255,617 17,319
  Close Brothers Group plc 828,635 16,707
  Playtech plc 1,615,804 16,663
  UDG Healthcare plc 1,358,413 16,570
  Evraz plc 2,648,517 16,164
  Victrex plc 446,147 16,092
  UNITE Group plc 1,435,610 15,954
  WH Smith plc 577,683 15,802
* KAZ Minerals plc 1,285,612 15,509
  Capital & Counties Properties plc 4,042,200 15,449
  Tritax Big Box REIT plc 7,590,933 15,374
  HomeServe plc 1,479,901 15,342
  Jupiter Fund Management plc 2,254,682 14,936
  Polymetal International plc 1,399,836 14,431
* Great Portland Estates plc 1,544,455 14,429
  Dixons Carphone plc 5,480,038 14,364
  Intu Properties plc 4,908,291 14,314
  Balfour Beatty plc 3,717,108 13,973
*,2 Wizz Air Holdings plc 303,364 13,875
  Britvic plc 1,430,920 13,717
  Aggreko plc 1,327,710 13,687
  Daily Mail & General Trust plc 1,453,379 13,180
  Babcock International Group plc 1,388,074 13,042
  Hikma Pharmaceuticals plc 762,127 12,928
  Grafton Group plc 1,194,182 12,914
  Pagegroup plc 1,707,084 12,864
  Bodycote plc 1,021,960 12,854
  Inmarsat plc 2,510,163 12,771
  National Express Group plc 2,345,753 12,746
  Centamin plc 5,830,272 12,635
  Ascential plc 2,148,886 12,584

 

 

Developed Markets Index Fund    
 
 
 
  Thomas Cook Group plc 7,520,202 12,482
  Domino's Pizza Group plc 2,673,254 12,405
  Jardine Lloyd Thompson Group plc 667,618 12,018
  Renishaw plc 187,479 11,873
  Bovis Homes Group plc 730,513 11,689
  IWG plc 3,623,160 11,626
  Moneysupermarket.com Group plc 2,831,343 11,401
  Ashmore Group plc 2,100,075 11,232
  Greene King plc 1,666,061 11,026
  Genus plc 335,854 10,987
  Redrow plc 1,312,656 10,980
  Cranswick plc 271,903 10,859
2 Sophos Group plc 1,763,632 10,743
  Assura plc 12,837,589 10,681
  Fidessa Group plc 206,170 10,607
  Elementis plc 2,495,860 10,358
2 John Laing Group plc 2,731,860 10,337
  Petrofac Ltd. 1,432,062 10,200
*,^ Sirius Minerals plc 23,294,013 9,941
  Savills plc 718,432 9,903
  BGEO Group plc 197,500 9,868
  Synthomer plc 1,460,903 9,839
  Diploma plc 605,845 9,704
  Senior plc 2,275,443 9,609
  BCA Marketplace plc 4,213,069 9,588
  Paragon Banking Group plc 1,444,667 9,548
  Vesuvius plc 1,163,587 9,540
  Saga plc 6,006,712 9,518
  Greggs plc 549,419 9,480
  Rathbone Brothers plc 274,817 9,417
  JD Sports Fashion plc 1,993,292 9,389
  Big Yellow Group plc 783,106 9,380
  AVEVA Group plc 349,065 9,369
  Fenner plc 1,082,312 9,259
2 Countryside Properties plc 2,081,013 9,171
  Workspace Group plc 653,176 9,100
* Cairn Energy plc 3,127,184 9,051
  Grainger plc 2,227,337 9,042
* Cairn Homes plc 4,031,639 8,989
  Lancashire Holdings Ltd. 1,103,606 8,985
  QinetiQ Group plc 3,059,731 8,866
  LondonMetric Property plc 3,459,691 8,650
  Essentra plc 1,443,099 8,589
  Crest Nicholson Holdings plc 1,343,381 8,573
  Drax Group plc 2,216,023 8,547
2 Ibstock plc 2,145,244 8,499
  Coats Group plc 7,655,544 8,236
  Ultra Electronics Holdings plc 420,512 8,168
  Just Group plc 4,166,480 7,973
  Hill & Smith Holdings plc 423,458 7,902
  Provident Financial plc 822,294 7,871
  Safestore Holdings plc 1,140,869 7,868
* Firstgroup plc 6,710,549 7,742
2 ZPG plc 1,599,685 7,551
  Laird plc 2,676,491 7,523
  Entertainment One Ltd. 1,892,190 7,470
2 Equiniti Group plc 1,775,806 7,453
* Serco Group plc 5,953,092 7,372

 

 

Developed Markets Index Fund    
 
 
 
* Hunting plc 778,298 7,338
  Capita plc 3,606,510 7,299
  Greencore Group plc 3,864,711 7,189
  Brewin Dolphin Holdings plc 1,458,013 7,062
  Morgan Advanced Materials plc 1,550,990 6,931
  Kier Group plc 521,307 6,842
  Computacenter plc 419,574 6,768
* Sports Direct International plc 1,264,515 6,537
  NewRiver REIT plc 1,602,645 6,482
  Marshalls plc 1,061,906 6,237
  OneSavings Bank plc 1,187,014 6,220
^ TalkTalk Telecom Group plc 3,818,447 6,216
2 Hastings Group Holdings plc 1,691,306 6,209
  Pets at Home Group plc 2,596,943 6,166
  J D Wetherspoon plc 382,748 6,125
  Superdry plc 278,731 6,125
  SIG plc 3,183,684 6,049
  F&C Commercial Property Trust Ltd. 3,016,942 5,989
  Go-Ahead Group plc 238,143 5,865
2 McCarthy & Stone plc 2,857,931 5,798
  Micro Focus International plc ADR 406,093 5,701
  Virgin Money Holdings UK plc 1,524,789 5,628
  Ted Baker plc 157,670 5,552
  Softcat plc 576,137 5,517
  Ferrexpo plc 1,596,842 5,481
  888 Holdings plc 1,440,789 5,474
  Dairy Crest Group plc 753,425 5,418
  Telecom Plus plc 313,946 5,385
  St. Modwen Properties plc 974,831 5,298
  Galliford Try plc 442,944 5,194
  Stobart Group Ltd. 1,632,203 5,064
  Halfords Group plc 1,085,891 4,973
  Polypipe Group plc 1,004,670 4,907
  Marston's plc 3,460,747 4,902
  Keller Group plc 391,746 4,789
* TBC Bank Group plc 183,247 4,733
  esure Group plc 1,537,824 4,675
  Card Factory plc 1,751,177 4,645
  Sanne Group plc 461,208 4,577
  Mitie Group plc 2,035,854 4,543
2 Spire Healthcare Group plc 1,524,405 4,478
  Chesnara plc 813,941 4,457
  UK Commercial Property Trust Ltd. 3,507,456 4,406
  Vedanta Resources plc 439,276 4,367
  Chemring Group plc 1,544,664 4,336
  Stagecoach Group plc 2,305,078 4,276
  RPS Group plc 1,187,188 4,252
* Vectura Group plc 3,844,085 4,194
* EI Group plc 2,517,556 4,069
  Mitchells & Butlers plc 1,158,824 4,068
*,^ Premier Oil plc 4,118,340 4,016
  Dunelm Group plc 533,087 3,949
  De La Rue plc 549,840 3,931
  Hansteen Holdings plc 2,177,273 3,903
  NCC Group plc 1,469,070 3,882
  Hochschild Mining plc 1,370,253 3,834
  Restaurant Group plc 1,073,642 3,827
  International Personal Finance plc 1,170,780 3,767

 

 

Developed Markets Index Fund        
 
 
 
  AA plc     3,306,334 3,753
  KCOM Group plc     2,900,322 3,748
  Northgate plc     764,878 3,633
  Renewi plc     3,376,563 3,556
  Dignity plc     287,248 3,526
  Picton Property Income Ltd.     2,955,379 3,494
  Redefine International plc     7,344,272 3,305
  PZ Cussons plc     1,022,077 3,279
  Royal Dutch Shell plc Class A     100,638 3,210
  ITE Group plc     1,411,365 3,095
* Provident Financial plc Rights Exp. 04/09/2018   577,985 3,009
  Gocompare.Com Group plc     1,772,176 2,789
* Ophir Energy plc     3,648,054 2,695
  Rank Group plc     924,308 2,679
  Devro plc     927,905 2,550
*,^ AO World plc     1,556,965 2,528
* Petra Diamonds Ltd.     2,722,969 2,508
*,2 Alfa Financial Software Holdings plc     519,118 2,504
  Helical plc     550,003 2,496
  Schroder REIT Ltd.     2,858,095 2,358
  Lookers plc     1,794,070 2,196
  Daejan Holdings plc     25,586 2,152
  N Brown Group plc     847,168 2,098
* Premier Foods plc     3,652,709 1,938
* Allied Minds plc     1,254,122 1,851
*,^ Nostrum Oil & Gas plc     435,266 1,785
  Debenhams plc     5,631,650 1,652
  Acacia Mining plc     818,997 1,643
2 CMC Markets plc     653,448 1,552
  Soco International plc     1,169,022 1,507
  Smurfit Kappa Group plc (Dublin Shares)     35,231 1,431
* Countrywide plc     930,917 1,379
* Lamprell plc     1,319,613 1,351
* Galliford Try plc Rights Exp. 04/13/2018     147,486 579
^,3 Carillion plc     2,500,529 498
* Rhi Magnesita NV (London Shares)     4,722 291
  Ladbrokes Coral Group plc     29,940 68
*,3 Sole Realisation Co. plc     135 —
          16,396,870
Total Common Stocks (Cost $90,041,717)       107,187,239
    Coupon      
Temporary Cash Investments (2.3%)1        
Money Market Fund (2.2%)        
4,5 Vanguard Market Liquidity Fund 1.775%   24,795,625 2,479,563
 
        Face  
      Maturity Amount  
      Date ($000)  
U.S. Government and Agency Obligations (0.1%)      
6 United States Treasury Bill 1.391% - 1.398% 5/3/18 14,300 14,280
6 United States Treasury Bill 1.403% 5/10/18 11,500 11,481
6 United States Treasury Bill 1.410% - 1.602% 5/24/18 13,000 12,969
6 United States Treasury Bill 1.446% 5/31/18 19,100 19,048
6 United States Treasury Bill 1.654% 6/7/18 3,000 2,991
6 United States Treasury Bill 1.693% 7/12/18 10,800 10,747
  United States Treasury Bill 1.833% 8/2/18 600 596

 

 

Developed Markets Index Fund        
 
 
United States Treasury Bill 1.882% 8/9/18 3,000 2,981
        75,093
Total Temporary Cash Investments (Cost $2,554,501)       2,554,656
Total Investments (101.0%) (Cost $92,596,218)       109,741,895
Other Assets and Liabilities-Net (-1.0%)5,7       (1,103,699)
Net Assets (100%)       108,638,196

 

* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is
$1,730,271,000.
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 100.0% and 1.0%, respectively, of net assets.
2 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, 2018, the aggregate
value of these securities was $1,222,586,000, representing 1.1% of net assets.
3 Security value determined using significant unobservable inputs.
4 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
5 Includes $1,858,432,000 of collateral received for securities on loan.
6 Securities with a value of $66,404,000 have been segregated as initial margin for open futures contracts.
7 Cash of $12,642,000 has been segregated as collateral for open forward currency contracts.
ADR—American Depositary Receipt.
GDR—Global Depositary Receipt.
REIT—Real Estate Investment Trust.

 

Derivative Financial Instruments Outstanding as of Period End      
 
Futures Contracts        
      ($000)
        Value and
    Number of   Unrealized
    Long (Short) Notional Appreciation
  Expiration Contracts Amount  (Depreciation)
Long Futures Contracts        
Dow Jones EURO STOXX 50 Index June 2018 11,111 448,348 (10,063)
Topix Index June 2018 2,273 366,865 5,727
FTSE 100 Index June 2018 2,281 223,780 (4,301)
E-mini S&P 500 Index June 2018 1,062 140,343 297
S&P/TSX 60 Index June 2018 939 131,973 (1,616)
S&P ASX 200 Index June 2018 1,035 113,845 (4,643)
        (14,599)

 

Unrealized appreciation (depreciation) on open Dow Jones EURO STOXX 50 Index, FTSE 100 Index, and E-mini S&P 500 Index futures contracts is required to be treated as realized gain (loss) for tax purposes.

 

Developed Markets Index Fund

Forward Currency Contracts            
    Contract Amount (000)  
            Unrealized
  Contract         Appreciation
  Settlement         (Depreciation)
Counterparty Date   Receive   Deliver ($000)
UBS AG 06/20/18 EUR 372,491 USD 463,691 (2,539)
Goldman Sachs International 06/12/18 JPY 33,161,611 USD 314,677 (1,494)
Barclays Bank plc 06/20/18 GBP 162,689 USD 227,681 1,365
Toronto-Dominion Bank 06/19/18 CAD 172,262 USD 134,567 (655)
Toronto-Dominion Bank 06/26/18 AUD 154,485 USD 121,827 (3,144)
BNP Paribas 06/12/18 JPY 5,224,695 USD 49,601 (259)
Goldman Sachs International 06/12/18 USD 64,957 JPY 6,900,000 (208)
Barclays Bank plc 06/12/18 USD 64,848 JPY 6,900,000 (317)
Credit Suisse International 06/12/18 USD 64,832 JPY 6,900,000 (332)
            (7,583)
AUD—Australian dollar.
CAD—Canadian dollar.
EUR—Euro.
GBP—British pound.
JPY—Japanese yen.
USD—U.S. dollar.

 

Unrealized appreciation (depreciation) on open forward currency contracts is treated as realized gain
(loss) for tax purposes.

At March 31, 2018, the counterparty had deposited in segregated accounts securities with a value of $2,126,000 in connection with open forward currency contracts.

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. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued at their fair values calculated according to procedures adopted by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the fund's pricing time. When fair-value pricing is employed, the prices of securities used by a fund to calculate its net asset value may differ from quoted or published prices for the same securities. Investments in Vanguard Market Liquidity Fund are valued at that fund’s net asset value. 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.

B. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation

 

Developed Markets Index Fund

(depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

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.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine
the fair value of investments). Any investments valued with significant unobservable inputs are noted
on the Schedule of Investments.

The following table summarizes the market value of the fund's investments as of March 31, 2018, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Common Stocks 8,573,310 98,599,690 14,239
Temporary Cash Investments 2,479,563 75,093 —
Futures Contracts—Assets1 16,761 — —
Futures Contracts—Liabilities1 (4,788) — —
Forward Currency Contracts—Assets — 1,365 —
Forward Currency Contracts—Liabilities — (8,948) —
Total 11,064,846 98,667,200 14,239
1 Represents variation margin on the last day of the reporting period.

 

D. Futures and Forward Currency Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, 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 primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract.

The fund also enters into forward currency contracts to provide the appropriate currency exposure related to any open futures contracts. The fund's risks in using these contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts 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

 

Developed Markets Index Fund

collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty’s default (including bankruptcy), the fund may terminate the forward currency contracts, 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. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund’s net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any assets pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency 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.

Futures contracts are valued at their quoted daily settlement prices. Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. The notional amounts of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded as an asset (liability).

E. At March 31, 2018, the cost of investment securities for tax purposes was $93,020,196,000. Net unrealized appreciation of investment securities for tax purposes was $16,721,699,000, consisting of unrealized gains of $21,109,106,000 on securities that had risen in value since their purchase and $4,387,407,000 in unrealized losses on securities that had fallen in value since their purchase.


Item 2: Controls and Procedures

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

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

Item 3: Exhibits

(a) Certifications

  VANGUARD TAX-MANAGED FUNDS

 

By:

 /s/ MORTIMER J. BUCKLEY*
  MORTIMER J. BUCKLEY
  CHIEF EXECUTIVE OFFICER

Date:  May 17, 2018

 

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 TAX-MANAGED FUNDS

 

By:

 /s/ MORTIMER J. BUCKLEY*
  MORTIMER J. BUCKLEY
  CHIEF EXECUTIVE OFFICER

Date:  May 17, 2018

 

 VANGUARD TAX-MANAGED FUNDS

 

By:

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

Date:  May 17, 2018

 

*By: /s/ Anne E. Robinson
Anne E. Robinson, pursuant to a Power of Attorney filed on January 18, 2018 see file Number 33-32216, Incorporated by Reference.