| Vanguard Balanced Index Fund | |||
| Schedule of Investments (unaudited) | |||
| As of March 31, 2019 | |||
| Market | |||
| Value | |||
| Shares | ($000) | ||
| Common Stocks (59.8%)1 | |||
| Basic Materials (1.4%) | |||
| DowDuPont Inc. | 1,894,543 | 100,998 | |
| Linde plc | 456,675 | 80,343 | |
| Ecolab Inc. | 212,425 | 37,502 | |
| Air Products & Chemicals Inc. | 181,778 | 34,712 | |
| PPG Industries Inc. | 199,006 | 22,462 | |
| LyondellBasell Industries NV Class A | 249,773 | 21,001 | |
| Newmont Mining Corp. | 450,395 | 16,111 | |
| International Paper Co. | 339,048 | 15,688 | |
| Nucor Corp. | 262,829 | 15,336 | |
| Freeport-McMoRan Inc. | 1,151,397 | 14,842 | |
| * | International Flavors & Fragrances Inc. | 89,031 | 11,466 |
| Celanese Corp. Class A | 107,243 | 10,575 | |
| FMC Corp. | 110,961 | 8,524 | |
| Eastman Chemical Co. | 107,420 | 8,151 | |
| Mosaic Co. | 295,260 | 8,064 | |
| Avery Dennison Corp. | 70,407 | 7,956 | |
| CF Industries Holdings Inc. | 192,295 | 7,861 | |
| Albemarle Corp. | 87,598 | 7,181 | |
| Steel Dynamics Inc. | 190,898 | 6,733 | |
| RPM International Inc. | 114,794 | 6,663 | |
| Chemours Co. | 142,609 | 5,299 | |
| Royal Gold Inc. | 56,538 | 5,141 | |
| Reliance Steel & Aluminum Co. | 56,345 | 5,086 | |
| * | Axalta Coating Systems Ltd. | 197,346 | 4,975 |
| Versum Materials Inc. | 95,169 | 4,788 | |
| WR Grace & Co. | 59,648 | 4,655 | |
| Ashland Global Holdings Inc. | 54,305 | 4,243 | |
| Huntsman Corp. | 173,065 | 3,892 | |
| * | Ingevity Corp. | 36,739 | 3,880 |
| * | Alcoa Corp. | 123,287 | 3,472 |
| NewMarket Corp. | 7,518 | 3,259 | |
| Olin Corp. | 136,846 | 3,167 | |
| Scotts Miracle-Gro Co. | 35,207 | 2,767 | |
| Sensient Technologies Corp. | 40,208 | 2,726 | |
| * | Univar Inc. | 119,568 | 2,650 |
| United States Steel Corp. | 134,243 | 2,616 | |
| Balchem Corp. | 27,823 | 2,582 | |
| Domtar Corp. | 50,065 | 2,486 | |
| Cleveland-Cliffs Inc. | 235,912 | 2,357 | |
| PolyOne Corp. | 76,308 | 2,237 | |
| Quaker Chemical Corp. | 11,123 | 2,228 | |
| * | Element Solutions Inc. | 215,091 | 2,172 |
| Cabot Corp. | 50,471 | 2,101 | |
| Peabody Energy Corp. | 73,994 | 2,096 | |
| Westlake Chemical Corp. | 30,753 | 2,087 | |
| HB Fuller Co. | 42,553 | 2,070 | |
| Compass Minerals International Inc. | 34,991 | 1,902 | |
| * | GCP Applied Technologies Inc. | 62,156 | 1,840 |
| Carpenter Technology Corp. | 37,439 | 1,717 | |
| Innospec Inc. | 20,446 | 1,704 | |
| Minerals Technologies Inc. | 27,603 | 1,623 | |
| Stepan Co. | 18,011 | 1,576 | |
| Commercial Metals Co. | 90,943 | 1,553 | |
| Arch Coal Inc. Class A | 15,192 | 1,387 | |
| Kaiser Aluminum Corp. | 12,918 | 1,353 | |
| Worthington Industries Inc. | 34,367 | 1,283 | |
| * | Ferro Corp. | 65,826 | 1,246 |
| Warrior Met Coal Inc. | 39,389 | 1,197 | |
| US Silica Holdings Inc. | 64,984 | 1,128 | |
| Schweitzer-Mauduit International Inc. | 24,177 | 936 | |
| Hecla Mining Co. | 404,502 | 930 | |
| * | Kraton Corp. | 28,322 | 911 |
| * | Contura Energy Inc. | 14,878 | 862 |
| Materion Corp. | 14,797 | 844 | |
| Neenah Inc. | 12,851 | 827 | |
| * | Codexis Inc. | 39,817 | 817 |
| Tronox Holdings plc Class A | 54,314 | 714 | |
| * | CSW Industrials Inc. | 12,448 | 713 |
| * | AdvanSix Inc. | 23,829 | 681 |
| * | AK Steel Holding Corp. | 247,513 | 681 |
| * | CONSOL Energy Inc. | 19,736 | 675 |
| * | Coeur Mining Inc. | 162,609 | 663 |
| Rayonier Advanced Materials Inc. | 45,426 | 616 | |
| * | Verso Corp. | 26,268 | 563 |
| Schnitzer Steel Industries Inc. | 22,401 | 538 | |
| PH Glatfelter Co. | 37,300 | 527 | |
| Innophos Holdings Inc. | 17,394 | 524 | |
| Chase Corp. | 5,403 | 500 | |
| * | SunCoke Energy Inc. | 54,018 | 459 |
| * | Koppers Holdings Inc. | 17,410 | 452 |
| American Vanguard Corp. | 24,535 | 422 | |
| * | PQ Group Holdings Inc. | 27,531 | 418 |
| Tredegar Corp. | 25,120 | 405 | |
| * | Veritiv Corp. | 15,038 | 396 |
| * | Century Aluminum Co. | 43,070 | 382 |
| Kronos Worldwide Inc. | 25,377 | 356 | |
| Resolute Forest Products Inc. | 44,404 | 351 | |
| FutureFuel Corp. | 24,751 | 332 | |
| Haynes International Inc. | 9,895 | 325 | |
| Hawkins Inc. | 8,749 | 322 | |
| *,^ | Energy Fuels Inc. | 89,046 | 297 |
| * | Clearwater Paper Corp. | 14,637 | 285 |
| * | Intrepid Potash Inc. | 74,282 | 282 |
| * | TimkenSteel Corp. | 23,505 | 255 |
| * | OMNOVA Solutions Inc. | 33,580 | 236 |
| *,^ | Uranium Energy Corp. | 124,343 | 174 |
| Olympic Steel Inc. | 10,949 | 174 | |
| Gold Resource Corp. | 42,335 | 166 | |
| * | Universal Stainless & Alloy Products Inc. | 7,642 | 127 |
| *,^ | ChromaDex Corp. | 28,203 | 118 |
| Synalloy Corp. | 7,617 | 116 | |
| * | Ryerson Holding Corp. | 12,967 | 111 |
| * | LSB Industries Inc. | 16,674 | 104 |
| * | Ur-Energy Inc. | 114,960 | 95 |
| Northern Technologies International Corp. | 2,882 | 77 | |
| United-Guardian Inc. | 2,067 | 40 |
| * | NL Industries Inc. | 9,161 | 36 |
| * | Ramaco Resources Inc. | 5,253 | 30 |
| Hallador Energy Co. | 4,036 | 21 | |
| Friedman Industries Inc. | 2,625 | 20 | |
| * | Westwater Resources Inc. | 87,415 | 12 |
| * | Marrone Bio Innovations Inc. | 7,464 | 11 |
| * | Pershing Gold Corp. | 9,713 | 11 |
| * | Solitario Zinc Corp. | 21,690 | 9 |
| * | US Antimony Corp. | 19,099 | 9 |
| * | General Moly Inc. | 34,508 | 7 |
| *,^ | US Gold Corp. | 7,089 | 6 |
| * | Ampco-Pittsburgh Corp. | 1,874 | 6 |
| *,^ | Golden Minerals Co. | 21,596 | 6 |
| * | Centrus Energy Corp. Class A | 1,183 | 3 |
| * | Paramount Gold Nevada Corp. | 1,148 | 1 |
| * | Dynasil Corp. of America | 78 | — |
| *,§ | American International Group Inc. Warrants Exp. 01/19/2021 | 14,331 | — |
| 567,697 | |||
| Consumer Goods (4.7%) | |||
| Procter & Gamble Co. | 2,088,414 | 217,300 | |
| Coca-Cola Co. | 3,189,296 | 149,450 | |
| PepsiCo Inc. | 1,185,629 | 145,299 | |
| Philip Morris International Inc. | 1,309,957 | 115,787 | |
| Altria Group Inc. | 1,578,387 | 90,647 | |
| NIKE Inc. Class B | 1,058,316 | 89,121 | |
| Mondelez International Inc. Class A | 1,214,185 | 60,612 | |
| Colgate-Palmolive Co. | 730,685 | 50,081 | |
| General Motors Co. | 1,065,980 | 39,548 | |
| Kimberly-Clark Corp. | 295,016 | 36,553 | |
| Estee Lauder Cos. Inc. Class A | 183,784 | 30,425 | |
| *,^ | Tesla Inc. | 108,133 | 30,262 |
| Activision Blizzard Inc. | 638,893 | 29,089 | |
| Ford Motor Co. | 3,299,886 | 28,973 | |
| * | Electronic Arts Inc. | 251,738 | 25,584 |
| General Mills Inc. | 492,896 | 25,507 | |
| VF Corp. | 267,629 | 23,260 | |
| Constellation Brands Inc. Class A | 127,296 | 22,319 | |
| Archer-Daniels-Midland Co. | 469,053 | 20,230 | |
| * | Monster Beverage Corp. | 355,267 | 19,390 |
| Tyson Foods Inc. Class A | 252,872 | 17,557 | |
| Clorox Co. | 108,048 | 17,337 | |
| Kraft Heinz Co. | 525,566 | 17,160 | |
| McCormick & Co. Inc. | 99,780 | 15,030 | |
| Church & Dwight Co. Inc. | 207,276 | 14,764 | |
| Aptiv plc | 184,353 | 14,654 | |
| * | Lululemon Athletica Inc. | 88,362 | 14,480 |
| Hershey Co. | 118,770 | 13,638 | |
| Brown-Forman Corp. Class B | 249,626 | 13,175 | |
| Genuine Parts Co. | 116,339 | 13,033 | |
| DR Horton Inc. | 310,258 | 12,839 | |
| Kellogg Co. | 220,685 | 12,663 | |
| Lennar Corp. Class A | 238,036 | 11,685 | |
| JM Smucker Co. | 92,134 | 10,734 | |
| Hormel Foods Corp. | 233,334 | 10,444 | |
| Lamb Weston Holdings Inc. | 127,333 | 9,542 | |
| Garmin Ltd. | 110,193 | 9,515 | |
| * | Take-Two Interactive Software Inc. | 96,956 | 9,150 |
| Molson Coors Brewing Co. Class B | 149,724 | 8,931 | |
| * | Elanco Animal Health Inc. | 276,209 | 8,858 |
| * | NVR Inc. | 2,970 | 8,218 |
| Hasbro Inc. | 96,310 | 8,188 | |
| Tapestry Inc. | 247,337 | 8,036 | |
| PVH Corp. | 63,238 | 7,712 | |
| Whirlpool Corp. | 55,964 | 7,437 | |
| Lear Corp. | 53,589 | 7,273 | |
| * | LKQ Corp. | 254,287 | 7,217 |
| Conagra Brands Inc. | 259,084 | 7,187 | |
| BorgWarner Inc. | 185,285 | 7,117 | |
| * | Wayfair Inc. | 47,175 | 7,003 |
| Campbell Soup Co. | 173,642 | 6,621 | |
| * | US Foods Holding Corp. | 188,374 | 6,576 |
| * | Middleby Corp. | 47,529 | 6,180 |
| Bunge Ltd. | 115,774 | 6,144 | |
| * | Mohawk Industries Inc. | 48,351 | 6,100 |
| PulteGroup Inc. | 215,880 | 6,036 | |
| Fortune Brands Home & Security Inc. | 124,890 | 5,946 | |
| * | Post Holdings Inc. | 53,054 | 5,804 |
| Ingredion Inc. | 61,140 | 5,789 | |
| Ralph Lauren Corp. Class A | 43,634 | 5,658 | |
| * | WABCO Holdings Inc. | 42,300 | 5,576 |
| Pool Corp. | 32,687 | 5,392 | |
| Hanesbrands Inc. | 295,936 | 5,291 | |
| * | Capri Holdings Ltd. | 111,045 | 5,080 |
| Keurig Dr Pepper Inc. | 180,694 | 5,054 | |
| Harley-Davidson Inc. | 140,830 | 5,022 | |
| Leggett & Platt Inc. | 113,372 | 4,787 | |
| Gentex Corp. | 225,210 | 4,657 | |
| * | Herbalife Nutrition Ltd. | 85,349 | 4,523 |
| ^ | Coty Inc. Class A | 380,113 | 4,371 |
| Polaris Industries Inc. | 51,637 | 4,360 | |
| Toll Brothers Inc. | 119,050 | 4,310 | |
| * | Under Armour Inc. Class A | 192,497 | 4,069 |
| Brunswick Corp. | 78,981 | 3,975 | |
| *,^ | Mattel Inc. | 304,937 | 3,964 |
| Carter's Inc. | 39,032 | 3,934 | |
| * | Zynga Inc. Class A | 713,560 | 3,803 |
| Goodyear Tire & Rubber Co. | 207,573 | 3,767 | |
| * | Skechers U.S.A. Inc. Class A | 109,651 | 3,685 |
| * | Deckers Outdoor Corp. | 23,656 | 3,477 |
| Flowers Foods Inc. | 156,947 | 3,346 | |
| Valvoline Inc. | 171,188 | 3,177 | |
| * | TreeHouse Foods Inc. | 48,303 | 3,118 |
| * | Darling Ingredients Inc. | 141,774 | 3,069 |
| Columbia Sportswear Co. | 26,152 | 2,725 | |
| Thor Industries Inc. | 43,563 | 2,717 | |
| Lancaster Colony Corp. | 17,102 | 2,680 | |
| Wolverine World Wide Inc. | 73,385 | 2,622 | |
| *,^ | iRobot Corp. | 21,433 | 2,522 |
| Energizer Holdings Inc. | 54,448 | 2,446 | |
| Sanderson Farms Inc. | 18,487 | 2,437 | |
| * | Helen of Troy Ltd. | 20,827 | 2,415 |
| Steven Madden Ltd. | 69,418 | 2,349 | |
| * | Tempur Sealy International Inc. | 38,344 | 2,211 |
| Nu Skin Enterprises Inc. Class A | 45,873 | 2,196 |
| Dana Inc. | 123,270 | 2,187 | |
| * | Under Armour Inc. Class C | 115,693 | 2,183 |
| * | Fox Factory Holding Corp. | 30,183 | 2,110 |
| J&J Snack Foods Corp. | 13,256 | 2,106 | |
| * | Edgewell Personal Care Co. | 47,128 | 2,068 |
| * | Dorman Products Inc. | 23,247 | 2,048 |
| KB Home | 83,798 | 2,025 | |
| * | Boston Beer Co. Inc. Class A | 6,617 | 1,950 |
| Newell Brands Inc. | 126,708 | 1,944 | |
| * | Taylor Morrison Home Corp. Class A | 107,258 | 1,904 |
| Spectrum Brands Holdings Inc. | 33,867 | 1,855 | |
| * | TRI Pointe Group Inc. | 142,585 | 1,802 |
| * | Visteon Corp. | 26,134 | 1,760 |
| LCI Industries | 22,505 | 1,729 | |
| WD-40 Co. | 10,117 | 1,714 | |
| * | Hain Celestial Group Inc. | 72,915 | 1,686 |
| Herman Miller Inc. | 47,811 | 1,682 | |
| * | Welbilt Inc. | 101,084 | 1,656 |
| * | Meritage Homes Corp. | 36,609 | 1,637 |
| * | American Axle & Manufacturing Holdings Inc. | 107,296 | 1,535 |
| * | Meritor Inc. | 71,218 | 1,449 |
| ^ | B&G Foods Inc. | 58,382 | 1,426 |
| Cooper Tire & Rubber Co. | 46,631 | 1,394 | |
| Delphi Technologies plc | 71,188 | 1,371 | |
| * | Sleep Number Corp. | 29,153 | 1,370 |
| * | G-III Apparel Group Ltd. | 33,976 | 1,358 |
| * | Crocs Inc. | 51,748 | 1,333 |
| Coca-Cola Consolidated Inc. | 4,575 | 1,317 | |
| HNI Corp. | 36,277 | 1,317 | |
| MDC Holdings Inc. | 44,957 | 1,306 | |
| La-Z-Boy Inc. | 38,321 | 1,264 | |
| Universal Corp. | 21,924 | 1,264 | |
| Tenneco Inc. Class A | 56,173 | 1,245 | |
| Callaway Golf Co. | 75,802 | 1,208 | |
| * | Pilgrim's Pride Corp. | 53,535 | 1,193 |
| * | American Woodmark Corp. | 14,212 | 1,174 |
| Medifast Inc. | 9,137 | 1,165 | |
| * | Gentherm Inc. | 31,523 | 1,162 |
| Vector Group Ltd. | 107,310 | 1,158 | |
| Inter Parfums Inc. | 14,707 | 1,116 | |
| * | Central Garden & Pet Co. Class A | 47,168 | 1,097 |
| Calavo Growers Inc. | 12,932 | 1,084 | |
| * | Freshpet Inc. | 25,384 | 1,074 |
| * | Glu Mobile Inc. | 98,047 | 1,073 |
| *,^ | LGI Homes Inc. | 17,134 | 1,032 |
| * | Hostess Brands Inc. Class A | 82,194 | 1,027 |
| Cal-Maine Foods Inc. | 22,921 | 1,023 | |
| Steelcase Inc. Class A | 69,445 | 1,010 | |
| * | Fitbit Inc. Class A | 168,995 | 1,000 |
| Seaboard Corp. | 231 | 990 | |
| Oxford Industries Inc. | 13,140 | 989 | |
| * | USANA Health Sciences Inc. | 11,622 | 975 |
| Standard Motor Products Inc. | 18,845 | 925 | |
| Tupperware Brands Corp. | 35,169 | 900 | |
| * | Garrett Motion Inc. | 58,799 | 866 |
| MGP Ingredients Inc. | 10,702 | 826 | |
| * | Cavco Industries Inc. | 6,846 | 805 |
| ACCO Brands Corp. | 93,200 | 798 | |
| Lennar Corp. Class B | 20,188 | 790 | |
| * | M/I Homes Inc. | 29,583 | 788 |
| * | Cooper-Standard Holdings Inc. | 16,338 | 767 |
| Interface Inc. Class A | 49,578 | 760 | |
| * | Stoneridge Inc. | 25,704 | 742 |
| Knoll Inc. | 38,602 | 730 | |
| * | Modine Manufacturing Co. | 51,636 | 716 |
| * | Levi Strauss & Co. Class A | 30,397 | 716 |
| Fresh Del Monte Produce Inc. | 26,420 | 714 | |
| Sturm Ruger & Co. Inc. | 13,398 | 710 | |
| Andersons Inc. | 21,975 | 708 | |
| * | Century Communities Inc. | 28,240 | 677 |
| John B Sanfilippo & Son Inc. | 9,129 | 656 | |
| Skyline Champion Corp. | 34,239 | 651 | |
| * | Malibu Boats Inc. Class A | 15,980 | 633 |
| Winnebago Industries Inc. | 19,955 | 622 | |
| *,^ | GoPro Inc. Class A | 93,976 | 611 |
| Acushnet Holdings Corp. | 26,292 | 608 | |
| Ethan Allen Interiors Inc. | 31,422 | 601 | |
| National Beverage Corp. | 9,342 | 539 | |
| Phibro Animal Health Corp. Class A | 16,146 | 533 | |
| Tootsie Roll Industries Inc. | 13,650 | 508 | |
| * | Fossil Group Inc. | 35,826 | 492 |
| Movado Group Inc. | 13,282 | 483 | |
| National Presto Industries Inc. | 4,444 | 482 | |
| Tower International Inc. | 21,891 | 460 | |
| * | William Lyon Homes Class A | 29,337 | 451 |
| * | Vista Outdoor Inc. | 55,818 | 447 |
| * | Primo Water Corp. | 28,861 | 446 |
| * | Universal Electronics Inc. | 11,838 | 440 |
| * | Beazer Homes USA Inc. | 37,477 | 431 |
| * | Motorcar Parts of America Inc. | 21,976 | 415 |
| * | American Outdoor Brands Corp. | 44,247 | 413 |
| Camping World Holdings Inc. Class A | 29,682 | 413 | |
| *,^ | YETI Holdings Inc. | 13,372 | 405 |
| Kimball International Inc. Class B | 28,351 | 401 | |
| Limoneira Co. | 15,369 | 362 | |
| * | MasterCraft Boat Holdings Inc. | 14,207 | 321 |
| * | Vera Bradley Inc. | 23,530 | 312 |
| Hooker Furniture Corp. | 10,600 | 306 | |
| * | Sonos Inc. | 28,351 | 292 |
| Johnson Outdoors Inc. Class A | 4,027 | 287 | |
| Turning Point Brands Inc. | 5,887 | 271 | |
| Titan International Inc. | 41,927 | 250 | |
| * | ZAGG Inc. | 26,018 | 236 |
| *,^ | New Age Beverages Corp. | 39,754 | 209 |
| Clarus Corp. | 15,469 | 198 | |
| * | Akoustis Technologies Inc. | 32,901 | 191 |
| Bassett Furniture Industries Inc. | 11,270 | 185 | |
| * | Unifi Inc. | 9,207 | 178 |
| *,^ | 22nd Century Group Inc. | 102,339 | 175 |
| Flexsteel Industries Inc. | 7,530 | 175 | |
| * | Funko Inc. Class A | 7,841 | 170 |
| *,^ | Revlon Inc. Class A | 8,742 | 169 |
| * | Seneca Foods Corp. Class A | 6,515 | 160 |
| Weyco Group Inc. | 4,901 | 152 |
| Rocky Brands Inc. | 5,601 | 134 | |
| Superior Group of Cos. Inc. | 8,001 | 133 | |
| * | Delta Apparel Inc. | 5,328 | 118 |
| Oil-Dri Corp. of America | 3,586 | 112 | |
| * | Lifevantage Corp. | 7,767 | 111 |
| * | Lovesac Co. | 3,563 | 99 |
| Strattec Security Corp. | 3,216 | 95 | |
| Marine Products Corp. | 6,508 | 88 | |
| * | Farmer Brothers Co. | 4,314 | 86 |
| * | Hovnanian Enterprises Inc. Class A | 7,465 | 82 |
| * | Lipocine Inc. | 34,514 | 80 |
| * | Castle Brands Inc. | 109,557 | 76 |
| *,^ | Eastman Kodak Co. | 23,689 | 70 |
| * | Central Garden & Pet Co. Class A | 2,620 | 67 |
| Alico Inc. | 2,443 | 67 | |
| * | Craft Brew Alliance Inc. | 4,702 | 66 |
| * | Nature's Sunshine Products Inc. | 6,506 | 60 |
| * | Libbey Inc. | 20,766 | 59 |
| Core Molding Technologies Inc. | 7,270 | 54 | |
| * | Centric Brands Inc. | 11,911 | 54 |
| *,^ | Celsius Holdings Inc. | 12,523 | 53 |
| * | Shiloh Industries Inc. | 9,553 | 53 |
| * | Reed's Inc. | 17,454 | 50 |
| * | Sequential Brands Group Inc. | 38,662 | 50 |
| Escalade Inc. | 4,321 | 48 | |
| Acme United Corp. | 2,909 | 47 | |
| Lifetime Brands Inc. | 4,913 | 46 | |
| * | New Home Co. Inc. | 8,756 | 42 |
| * | Arlo Technologies Inc. | 10,010 | 41 |
| * | Veru Inc. | 27,777 | 41 |
| Hamilton Beach Brands Holding Co. Class A | 1,820 | 39 | |
| *,^ | Blink Charging Co. | 11,833 | 37 |
| P&F Industries Inc. Class A | 4,330 | 35 | |
| Kewaunee Scientific Corp. | 1,646 | 35 | |
| * | Level Brands Inc. | 7,102 | 31 |
| * | Natural Alternatives International Inc. | 2,268 | 26 |
| Rocky Mountain Chocolate Factory Inc. | 2,502 | 23 | |
| * | Coffee Holding Co. Inc. | 3,987 | 22 |
| * | Nautilus Inc. | 3,296 | 18 |
| * | Lakeland Industries Inc. | 1,557 | 18 |
| * | LS Starrett Co. Class A | 2,245 | 17 |
| * | Orchids Paper Products Co. | 13,504 | 17 |
| * | Lifeway Foods Inc. | 6,292 | 15 |
| * | RiceBran Technologies | 3,756 | 14 |
| * | Dixie Group Inc. | 14,246 | 13 |
| * | Emerson Radio Corp. | 10,209 | 13 |
| * | US Auto Parts Network Inc. | 12,416 | 13 |
| * | Charles & Colvard Ltd. | 9,845 | 11 |
| * | Nova Lifestyle Inc. | 11,428 | 10 |
| * | JAKKS Pacific Inc. | 9,154 | 9 |
| * | Willamette Valley Vineyards Inc. | 1,146 | 8 |
| Unique Fabricating Inc. | 1,793 | 8 | |
| * | Pyxus International Inc. | 256 | 6 |
| Dean Foods Co. | 1,981 | 6 | |
| *,§ | NewStar Financial Inc. CVR | 22,870 | 6 |
| Crown Crafts Inc. | 868 | 5 | |
| *,§ | Corium CVR | 24,181 | 4 |
| * Zedge Inc. Class B | 1,513 | 3 |
| * CTI Industries Corp. | 691 | 2 |
| * Tandy Leather Factory Inc. | 350 | 2 |
| * Summer Infant Inc. | 2,823 | 2 |
| Mannatech Inc. | 40 | 1 |
| * Alpha Pro Tech Ltd. | 135 | 1 |
| 1,878,870 | ||
| Consumer Services (8.0%) | ||
| * Amazon.com Inc. | 350,482 | 624,121 |
| Home Depot Inc. | 946,301 | 181,586 |
| Walt Disney Co. | 1,432,388 | 159,038 |
| Comcast Corp. Class A | 3,799,254 | 151,894 |
| * Netflix Inc. | 347,786 | 124,007 |
| McDonald's Corp. | 645,638 | 122,607 |
| Walmart Inc. | 1,224,391 | 119,415 |
| Costco Wholesale Corp. | 368,097 | 89,131 |
| Lowe's Cos. Inc. | 670,916 | 73,445 |
| Starbucks Corp. | 978,981 | 72,777 |
| * Booking Holdings Inc. | 38,739 | 67,596 |
| CVS Health Corp. | 1,084,743 | 58,500 |
| TJX Cos. Inc. | 930,198 | 49,496 |
| * Charter Communications Inc. Class A | 132,791 | 46,067 |
| Walgreens Boots Alliance Inc. | 677,328 | 42,855 |
| Target Corp. | 440,651 | 35,367 |
| Ross Stores Inc. | 314,533 | 29,283 |
| Sysco Corp. | 418,680 | 27,951 |
| Marriott International Inc. Class A | 217,901 | 27,257 |
| eBay Inc. | 730,376 | 27,126 |
| Delta Air Lines Inc. | 518,431 | 26,777 |
| Dollar General Corp. | 222,687 | 26,567 |
| * O'Reilly Automotive Inc. | 67,255 | 26,115 |
| Yum! Brands Inc. | 257,763 | 25,727 |
| * AutoZone Inc. | 21,202 | 21,713 |
| Southwest Airlines Co. | 415,399 | 21,563 |
| Hilton Worldwide Holdings Inc. | 249,764 | 20,758 |
| Las Vegas Sands Corp. | 332,907 | 20,294 |
| * Dollar Tree Inc. | 190,562 | 20,017 |
| McKesson Corp. | 162,716 | 19,048 |
| Carnival Corp. | 335,737 | 17,029 |
| * Chipotle Mexican Grill Inc. Class A | 23,415 | 16,632 |
| Kroger Co. | 670,769 | 16,501 |
| * Ulta Beauty Inc. | 47,169 | 16,449 |
| Royal Caribbean Cruises Ltd. | 142,402 | 16,322 |
| * United Continental Holdings Inc. | 192,609 | 15,366 |
| Best Buy Co. Inc. | 195,142 | 13,867 |
| Omnicom Group Inc. | 188,786 | 13,779 |
| CBS Corp. Class B | 283,697 | 13,484 |
| Darden Restaurants Inc. | 103,597 | 12,584 |
| Expedia Group Inc. | 97,110 | 11,556 |
| American Airlines Group Inc. | 348,268 | 11,061 |
| * Copart Inc. | 179,509 | 10,876 |
| AmerisourceBergen Corp. Class A | 134,291 | 10,679 |
| Tiffany & Co. | 99,297 | 10,481 |
| MGM Resorts International | 407,130 | 10,447 |
| * Norwegian Cruise Line Holdings Ltd. | 188,178 | 10,342 |
| Tractor Supply Co. | 103,275 | 10,096 |
| Advance Auto Parts Inc. | 58,786 | 10,025 |
| * CarMax Inc. | 142,438 | 9,942 |
| * Liberty Broadband Corp. | 107,937 | 9,902 |
| Kohl's Corp. | 140,649 | 9,672 |
| * Fox Corp. Class A | 259,892 | 9,541 |
| Wynn Resorts Ltd. | 78,333 | 9,347 |
| Domino's Pizza Inc. | 35,826 | 9,247 |
| * Burlington Stores Inc. | 56,910 | 8,917 |
| Viacom Inc. Class B | 310,811 | 8,724 |
| FactSet Research Systems Inc. | 31,376 | 7,790 |
| * Henry Schein Inc. | 128,445 | 7,721 |
| Vail Resorts Inc. | 33,890 | 7,364 |
| * Discovery Communications Inc. | 289,694 | 7,364 |
| * Live Nation Entertainment Inc. | 115,663 | 7,349 |
| Nielsen Holdings plc | 307,655 | 7,282 |
| Sirius XM Holdings Inc. | 1,209,564 | 6,858 |
| Interpublic Group of Cos. Inc. | 324,796 | 6,824 |
| Altice USA Inc. Class A | 311,685 | 6,695 |
| * Etsy Inc. | 95,046 | 6,389 |
| KAR Auction Services Inc. | 124,363 | 6,381 |
| Gap Inc. | 242,701 | 6,354 |
| Aramark | 213,899 | 6,321 |
| Macy's Inc. | 259,433 | 6,234 |
| * Bright Horizons Family Solutions Inc. | 48,539 | 6,170 |
| * DISH Network Corp. Class A | 188,420 | 5,971 |
| * Qurate Retail Group Inc. QVC Group Class A | 370,465 | 5,920 |
| Alaska Air Group Inc. | 105,076 | 5,897 |
| * Five Below Inc. | 47,346 | 5,883 |
| * Fox Corp. Class B | 162,914 | 5,845 |
| Service Corp. International | 145,287 | 5,833 |
| Foot Locker Inc. | 95,739 | 5,802 |
| Rollins Inc. | 137,860 | 5,738 |
| * Trade Desk Inc. Class A | 28,598 | 5,661 |
| * Liberty Media Corp-Liberty Formula One | 160,854 | 5,638 |
| * Liberty Media Corp-Liberty SiriusXM Class C | 141,902 | 5,426 |
| * ServiceMaster Global Holdings Inc. | 115,802 | 5,408 |
| L Brands Inc. | 192,420 | 5,307 |
| * GrubHub Inc. | 75,480 | 5,244 |
| * Planet Fitness Inc. Class A | 75,471 | 5,186 |
| Dunkin' Brands Group Inc. | 66,294 | 4,979 |
| Sabre Corp. | 231,679 | 4,956 |
| News Corp. Class A | 397,187 | 4,941 |
| * Grand Canyon Education Inc. | 41,233 | 4,722 |
| * Madison Square Garden Co. Class A | 16,027 | 4,698 |
| * TripAdvisor Inc. | 89,079 | 4,583 |
| Nordstrom Inc. | 103,132 | 4,577 |
| * Caesars Entertainment Corp. | 502,249 | 4,365 |
| H&R Block Inc. | 178,146 | 4,265 |
| Wyndham Hotels & Resorts Inc. | 83,836 | 4,191 |
| * JetBlue Airways Corp. | 253,596 | 4,149 |
| Nexstar Media Group Inc. Class A | 36,993 | 4,009 |
| New York Times Co. Class A | 120,668 | 3,964 |
| Casey's General Stores Inc. | 30,358 | 3,909 |
| Cable One Inc. | 3,976 | 3,902 |
| Cinemark Holdings Inc. | 95,430 | 3,816 |
| ^ Williams-Sonoma Inc. | 66,386 | 3,736 |
| * Ollie's Bargain Outlet Holdings Inc. | 41,940 | 3,579 |
| Texas Roadhouse Inc. Class A | 57,502 | 3,576 |
| * | Performance Food Group Co. | 89,961 | 3,566 |
| *,^ | Discovery Communications Inc. Class A | 130,794 | 3,534 |
| * | Chegg Inc. | 90,536 | 3,451 |
| Marriott Vacations Worldwide Corp. | 36,124 | 3,378 | |
| * | Roku Inc. | 51,648 | 3,332 |
| World Wrestling Entertainment Inc. Class A | 37,456 | 3,250 | |
| * | Liberty Broadband Corp. Class A | 34,985 | 3,206 |
| * | Spirit Airlines Inc. | 60,401 | 3,193 |
| Cracker Barrel Old Country Store Inc. | 19,365 | 3,130 | |
| Six Flags Entertainment Corp. | 62,938 | 3,106 | |
| Dolby Laboratories Inc. Class A | 48,606 | 3,061 | |
| Wyndham Destinations Inc. | 75,454 | 3,055 | |
| American Eagle Outfitters Inc. | 137,058 | 3,039 | |
| Aaron's Inc. | 56,511 | 2,972 | |
| * | LiveRamp Holdings Inc. | 53,001 | 2,892 |
| Tribune Media Co. Class A | 62,140 | 2,867 | |
| * | Hilton Grand Vacations Inc. | 90,072 | 2,779 |
| Extended Stay America Inc. | 153,346 | 2,753 | |
| Wendy's Co. | 153,179 | 2,740 | |
| TEGNA Inc. | 187,590 | 2,645 | |
| * | Liberty Media Corp-Liberty SiriusXM Class A | 67,613 | 2,581 |
| Strategic Education Inc. | 19,178 | 2,518 | |
| * | Adtalem Global Education Inc. | 54,263 | 2,513 |
| Choice Hotels International Inc. | 32,048 | 2,491 | |
| * | frontdoor Inc. | 71,101 | 2,447 |
| AMERCO | 6,423 | 2,386 | |
| * | Floor & Decor Holdings Inc. Class A | 57,476 | 2,369 |
| Hyatt Hotels Corp. Class A | 32,349 | 2,348 | |
| Churchill Downs Inc. | 25,947 | 2,342 | |
| SkyWest Inc. | 43,094 | 2,340 | |
| Graham Holdings Co. Class B | 3,422 | 2,338 | |
| Dick's Sporting Goods Inc. | 61,647 | 2,269 | |
| * | Yelp Inc. Class A | 65,622 | 2,264 |
| Sinclair Broadcast Group Inc. Class A | 57,086 | 2,197 | |
| * | Eldorado Resorts Inc. | 47,038 | 2,196 |
| * | BJ's Wholesale Club Holdings Inc. | 80,020 | 2,193 |
| * | Sprouts Farmers Market Inc. | 101,028 | 2,176 |
| * | AMC Networks Inc. Class A | 38,325 | 2,175 |
| Monro Inc. | 25,092 | 2,171 | |
| * | Murphy USA Inc. | 25,339 | 2,170 |
| * | Cargurus Inc. | 50,081 | 2,006 |
| * | Penn National Gaming Inc. | 98,666 | 1,983 |
| * | Urban Outfitters Inc. | 66,508 | 1,971 |
| Morningstar Inc. | 15,488 | 1,951 | |
| * | Liberty Expedia Holdings Inc. Class A | 45,289 | 1,938 |
| * | AutoNation Inc. | 53,885 | 1,925 |
| * | Avis Budget Group Inc. | 54,755 | 1,909 |
| Lions Gate Entertainment Corp. Class A | 122,019 | 1,908 | |
| Meredith Corp. | 33,925 | 1,875 | |
| * | Sally Beauty Holdings Inc. | 99,277 | 1,828 |
| Hillenbrand Inc. | 43,845 | 1,821 | |
| Lithia Motors Inc. Class A | 19,584 | 1,816 | |
| Bed Bath & Beyond Inc. | 106,376 | 1,807 | |
| Wingstop Inc. | 23,626 | 1,796 | |
| Boyd Gaming Corp. | 65,480 | 1,792 | |
| * | Belmond Ltd. Class A | 70,812 | 1,765 |
| * | RH | 17,088 | 1,759 |
| *,^ | Carvana Co. Class A | 30,283 | 1,758 |
| Jack in the Box Inc. | 21,148 | 1,714 | |
| Office Depot Inc. | 459,951 | 1,670 | |
| John Wiley & Sons Inc. Class A | 37,574 | 1,662 | |
| * | National Vision Holdings Inc. | 52,623 | 1,654 |
| Dave & Buster's Entertainment Inc. | 33,057 | 1,649 | |
| Cheesecake Factory Inc. | 33,120 | 1,620 | |
| * | Groupon Inc. Class A | 454,713 | 1,614 |
| Abercrombie & Fitch Co. | 55,938 | 1,533 | |
| * | Gray Television Inc. | 68,792 | 1,469 |
| PriceSmart Inc. | 24,923 | 1,467 | |
| Red Rock Resorts Inc. Class A | 56,182 | 1,452 | |
| * | Shake Shack Inc. Class A | 24,499 | 1,449 |
| Brinker International Inc. | 32,625 | 1,448 | |
| Allegiant Travel Co. Class A | 10,742 | 1,391 | |
| Bloomin' Brands Inc. | 67,965 | 1,390 | |
| Core-Mark Holding Co. Inc. | 36,707 | 1,363 | |
| * | Cars.com Inc. | 59,046 | 1,346 |
| Penske Automotive Group Inc. | 30,060 | 1,342 | |
| * | Sotheby's | 35,330 | 1,334 |
| Signet Jewelers Ltd. | 47,950 | 1,302 | |
| * | Stamps.com Inc. | 15,750 | 1,282 |
| Dine Brands Global Inc. | 13,779 | 1,258 | |
| Children's Place Inc. | 12,819 | 1,247 | |
| * | Simply Good Foods Co. | 60,269 | 1,241 |
| DSW Inc. Class A | 55,521 | 1,234 | |
| Big Lots Inc. | 31,305 | 1,190 | |
| * | Asbury Automotive Group Inc. | 16,736 | 1,161 |
| * | K12 Inc. | 33,139 | 1,131 |
| * | SeaWorld Entertainment Inc. | 43,685 | 1,125 |
| * | Laureate Education Inc. Class A | 74,999 | 1,123 |
| * | comScore Inc. | 55,384 | 1,122 |
| Hawaiian Holdings Inc. | 41,483 | 1,089 | |
| * | Shutterfly Inc. | 26,596 | 1,081 |
| * | MSG Networks Inc. | 49,247 | 1,071 |
| EW Scripps Co. Class A | 50,961 | 1,070 | |
| * | ANGI Homeservices Inc. Class A | 65,494 | 1,011 |
| * | Stitch Fix Inc. Class A | 35,623 | 1,006 |
| Gannett Co. Inc. | 95,028 | 1,002 | |
| ^ | Papa John's International Inc. | 18,712 | 991 |
| Group 1 Automotive Inc. | 14,913 | 965 | |
| Matthews International Corp. Class A | 25,687 | 949 | |
| Guess? Inc. | 46,911 | 919 | |
| * | Liberty Media Corp-Liberty Formula One Class A | 26,954 | 918 |
| * | Denny's Corp. | 49,923 | 916 |
| Viad Corp. | 16,266 | 916 | |
| *,^ | Trupanion Inc. | 27,808 | 910 |
| * | Scientific Games Corp. | 44,316 | 905 |
| Marcus Corp. | 22,288 | 893 | |
| GameStop Corp. Class A | 86,894 | 883 | |
| * | Liberty TripAdvisor Holdings Inc. Class A | 60,247 | 855 |
| * | Weight Watchers International Inc. | 42,403 | 854 |
| * | Career Education Corp. | 51,665 | 854 |
| International Speedway Corp. Class A | 19,386 | 846 | |
| * | Liberty Media Corp-Liberty Braves | 30,197 | 839 |
| * | Rent-A-Center Inc. | 39,179 | 818 |
| * | Hertz Global Holdings Inc. | 46,670 | 811 |
| * | Herc Holdings Inc. | 20,604 | 803 |
| * | Houghton Mifflin Harcourt Co. | 108,669 | 790 |
| Caleres Inc. | 31,977 | 790 | |
| Scholastic Corp. | 19,291 | 767 | |
| BJ's Restaurants Inc. | 16,148 | 763 | |
| Dillard's Inc. Class A | 10,001 | 720 | |
| * | Michaels Cos. Inc. | 63,012 | 720 |
| * | At Home Group Inc. | 39,996 | 714 |
| * | Genesco Inc. | 15,565 | 709 |
| ^ | AMC Entertainment Holdings Inc. Class A | 43,805 | 650 |
| * | Quotient Technology Inc. | 65,116 | 643 |
| * | Boot Barn Holdings Inc. | 21,819 | 642 |
| * | Rite Aid Corp. | 1,001,977 | 636 |
| * | Providence Service Corp. | 9,261 | 617 |
| Entercom Communications Corp. Class A | 115,505 | 606 | |
| * | SP Plus Corp. | 16,957 | 579 |
| * | Chefs' Warehouse Inc. | 18,317 | 569 |
| Ruth's Hospitality Group Inc. | 22,138 | 567 | |
| Chico's FAS Inc. | 130,290 | 556 | |
| * | United Natural Foods Inc. | 41,468 | 548 |
| *,^ | Upwork Inc. | 28,121 | 538 |
| * | Waitr Holdings Inc. | 43,125 | 530 |
| * | Hemisphere Media Group Inc. Class A | 37,325 | 526 |
| * | Regis Corp. | 26,267 | 517 |
| Weis Markets Inc. | 12,510 | 511 | |
| New Media Investment Group Inc. | 48,154 | 506 | |
| * | PlayAGS Inc. | 21,026 | 503 |
| * | BrightView Holdings Inc. | 34,218 | 493 |
| News Corp. Class B | 38,252 | 478 | |
| ^ | Buckle Inc. | 24,717 | 463 |
| * | America's Car-Mart Inc. | 4,944 | 452 |
| National CineMedia Inc. | 63,500 | 448 | |
| *,^ | Overstock.com Inc. | 26,177 | 435 |
| * | QuinStreet Inc. | 32,459 | 435 |
| * | Care.com Inc. | 21,774 | 430 |
| * | Cumulus Media Inc. Class A | 23,179 | 417 |
| SpartanNash Co. | 25,954 | 412 | |
| * | MarineMax Inc. | 21,308 | 408 |
| * | Zumiez Inc. | 15,608 | 388 |
| * | Monarch Casino & Resort Inc. | 8,772 | 385 |
| *,^ | JC Penney Co. Inc. | 251,014 | 374 |
| Winmark Corp. | 1,972 | 372 | |
| * | Clean Energy Fuels Corp. | 119,319 | 369 |
| PetMed Express Inc. | 16,075 | 366 | |
| * | Party City Holdco Inc. | 45,966 | 365 |
| * | Select Interior Concepts Inc. Class A | 29,178 | 363 |
| Shoe Carnival Inc. | 10,365 | 353 | |
| Haverty Furniture Cos. Inc. | 16,034 | 351 | |
| Ingles Markets Inc. Class A | 12,459 | 344 | |
| Lions Gate Entertainment Corp. Class B | 21,408 | 323 | |
| * | Chuy's Holdings Inc. | 14,128 | 322 |
| Barnes & Noble Inc. | 58,723 | 319 | |
| Tailored Brands Inc. | 40,637 | 319 | |
| * | 1-800-Flowers.com Inc. Class A | 17,410 | 317 |
| * | Del Frisco's Restaurant Group Inc. | 46,813 | 300 |
| Sonic Automotive Inc. Class A | 20,175 | 299 | |
| Emerald Expositions Events Inc. | 23,449 | 298 |
| * Conn's Inc. | 12,922 | 295 |
| * Fluent Inc. | 52,560 | 295 |
| * Lindblad Expeditions Holdings Inc. | 19,229 | 293 |
| * Del Taco Restaurants Inc. | 28,499 | 287 |
| * American Public Education Inc. | 9,368 | 282 |
| * Rubicon Project Inc. | 46,279 | 281 |
| * TrueCar Inc. | 42,107 | 280 |
| Cato Corp. Class A | 18,491 | 277 |
| * Red Robin Gourmet Burgers Inc. | 9,339 | 269 |
| * PCM Inc. | 7,316 | 268 |
| * Lumber Liquidators Holdings Inc. | 26,322 | 266 |
| * Titan Machinery Inc. | 17,060 | 265 |
| * Century Casinos Inc. | 27,263 | 247 |
| * Express Inc. | 57,669 | 247 |
| * Golden Entertainment Inc. | 17,235 | 244 |
| * Avid Technology Inc. | 31,062 | 231 |
| * Biglari Holdings Inc. Class B | 1,592 | 225 |
| * Liberty Media Corp-Liberty Braves | 8,013 | 224 |
| * TechTarget Inc. | 13,551 | 220 |
| * Duluth Holdings Inc. | 8,908 | 212 |
| * Habit Restaurants Inc. Class A | 19,624 | 212 |
| * El Pollo Loco Holdings Inc. | 16,271 | 212 |
| * Hibbett Sports Inc. | 9,190 | 210 |
| Tile Shop Holdings Inc. | 35,549 | 201 |
| Citi Trends Inc. | 10,254 | 198 |
| Village Super Market Inc. Class A | 7,208 | 197 |
| * MDC Partners Inc. Class A | 87,287 | 196 |
| Nathan's Famous Inc. | 2,809 | 192 |
| * Liquidity Services Inc. | 24,357 | 188 |
| * Boston Omaha Corp. Class A | 7,295 | 182 |
| RCI Hospitality Holdings Inc. | 7,914 | 182 |
| * Tribune Publishing Co. | 15,297 | 180 |
| * Diplomat Pharmacy Inc. | 30,668 | 178 |
| * Sportsman's Warehouse Holdings Inc. | 35,095 | 168 |
| * Ascena Retail Group Inc. | 142,552 | 154 |
| * Daily Journal Corp. | 718 | 154 |
| * Fiesta Restaurant Group Inc. | 11,464 | 150 |
| * Lands' End Inc. | 8,994 | 149 |
| * Container Store Group Inc. | 16,961 | 149 |
| Saga Communications Inc. Class A | 4,438 | 147 |
| Carriage Services Inc. Class A | 7,595 | 146 |
| * Clear Channel Outdoor Holdings Inc. Class A | 26,822 | 143 |
| * Reading International Inc. Class A | 8,634 | 138 |
| * Digital Turbine Inc. | 39,213 | 137 |
| * Bridgepoint Education Inc. Class A | 22,039 | 135 |
| * Carrols Restaurant Group Inc. | 13,042 | 130 |
| * Vitamin Shoppe Inc. | 17,858 | 126 |
| * Noodles & Co. Class A | 18,267 | 124 |
| * J Alexander's Holdings Inc. | 12,226 | 120 |
| * Smart & Final Stores Inc. | 23,397 | 116 |
| * Red Lion Hotels Corp. | 13,715 | 111 |
| * Natural Grocers by Vitamin Cottage Inc. | 9,195 | 110 |
| * Tuesday Morning Corp. | 50,795 | 108 |
| * Lyft Inc. Class A | 1,374 | 108 |
| * Barnes & Noble Education Inc. | 25,380 | 107 |
| Collectors Universe Inc. | 5,764 | 101 |
| * A-Mark Precious Metals Inc. | 7,716 | 92 |
| * | Marchex Inc. Class B | 18,637 | 88 |
| * | Fred's Inc. Class A | 33,823 | 84 |
| *,§ | Twenty-First Century Fox Inc. | 1,600 | 79 |
| * | Drive Shack Inc. | 17,289 | 78 |
| * | Leaf Group Ltd. | 9,644 | 77 |
| * | Kirkland's Inc. | 10,974 | 77 |
| J. Jill Inc. | 12,524 | 69 | |
| * | Biglari Holdings Inc. | 92 | 68 |
| * | RTW RetailWinds Inc. | 27,323 | 66 |
| AH Belo Corp. Class A | 16,371 | 61 | |
| * | Destination XL Group Inc. | 24,679 | 60 |
| * | Urban One Inc. | 28,868 | 58 |
| * | Travelzoo | 3,978 | 53 |
| Townsquare Media Inc. Class A | 9,269 | 53 | |
| * | RealNetworks Inc. | 13,821 | 43 |
| *,^ | Alkaline Water Co. Inc. | 17,626 | 42 |
| * | TheStreet Inc. | 15,715 | 37 |
| * | Remark Holdings Inc. | 18,525 | 34 |
| Tilly's Inc. Class A | 3,057 | 34 | |
| * | Gaia Inc. Class A | 3,502 | 32 |
| CSS Industries Inc. | 4,951 | 30 | |
| * | Youngevity International Inc. | 5,128 | 29 |
| * | HF Foods Group Inc. | 2,087 | 28 |
| Speedway Motorsports Inc. | 1,796 | 26 | |
| Ark Restaurants Corp. | 1,320 | 26 | |
| Educational Development Corp. | 3,375 | 26 | |
| * | Social Reality Inc. | 7,476 | 25 |
| * | HyreCar Inc. | 4,783 | 24 |
| ^ | Stage Stores Inc. | 23,145 | 24 |
| Beasley Broadcast Group Inc. Class A | 5,320 | 21 | |
| * | Global Eagle Entertainment Inc. | 29,259 | 21 |
| * | Interpace Diagnostics Group Inc. | 25,300 | 20 |
| * | VistaGen Therapeutics Inc. | 15,023 | 19 |
| *,^ | Stein Mart Inc. | 19,335 | 19 |
| * | Full House Resorts Inc. | 9,186 | 19 |
| Big 5 Sporting Goods Corp. | 5,818 | 18 | |
| Entravision Communications Corp. Class A | 5,503 | 18 | |
| * | Town Sports International Holdings Inc. | 3,649 | 17 |
| * | Lee Enterprises Inc. | 5,251 | 17 |
| * | EVINE Live Inc. | 36,650 | 17 |
| * | Net Element Inc. | 2,722 | 16 |
| * | Luby's Inc. | 10,198 | 15 |
| * | Blue Apron Holdings Inc. Class A | 13,589 | 13 |
| *,^ | LiveXLive Media Inc. | 2,448 | 13 |
| * | AutoWeb Inc. | 3,439 | 13 |
| * | McClatchy Co. Class A | 2,498 | 12 |
| * | Sears Hometown and Outlet Stores Inc. | 5,059 | 11 |
| * | Insignia Systems Inc. | 8,283 | 11 |
| * | ONE Group Hospitality Inc. | 3,566 | 11 |
| * | Diversified Restaurant Holdings Inc. | 11,044 | 10 |
| * | Nevada Gold & Casinos Inc. | 3,935 | 10 |
| *,§ | A Schulman Inc. CVR | 20,412 | 9 |
| * | Build-A-Bear Workshop Inc. | 1,327 | 8 |
| * | Famous Dave's of America Inc. | 1,407 | 8 |
| * | Papa Murphy's Holdings Inc. | 1,487 | 8 |
| FAT Brands Inc. | 1,492 | 8 | |
| Peak Resorts Inc. | 1,574 | 7 |
| * | EverQuote Inc. Class A | 954 | 7 |
| * | Ifresh Inc. | 5,622 | 7 |
| * | Purple Innovation Inc. | 1,381 | 6 |
| * | Twin River Worldwide Holdings Inc. | 165 | 5 |
| * | Christopher & Banks Corp. | 13,873 | 5 |
| * | Valeritas Holdings Inc. | 12,869 | 4 |
| * | Kona Grill Inc. | 4,574 | 4 |
| Salem Media Group Inc. Class A | 1,621 | 4 | |
| * | Good Times Restaurants Inc. | 1,675 | 4 |
| Chicken Soup For The Soul Entertainment Inc. | 296 | 4 | |
| * | Rave Restaurant Group Inc. | 2,082 | 3 |
| * | Genius Brands International Inc. | 1,479 | 3 |
| * | Live Ventures Inc. | 372 | 3 |
| * | Profire Energy Inc. | 1,221 | 2 |
| * | Emmis Communications Corp. Class A | 575 | 2 |
| * | Ascent Capital Group Inc. Class A | 2,576 | 2 |
| * | Destination Maternity Corp. | 888 | 2 |
| * | Eastside Distilling Inc. | 329 | 2 |
| * | Harte-Hanks Inc. | 400 | 1 |
| * | SPAR Group Inc. | 1,965 | 1 |
| * | BioHiTech Global Inc. | 490 | 1 |
| * | FTD Cos. Inc. | 1,282 | 1 |
| * | Urban One Inc. Class A | 200 | — |
| Gaming Partners International Corp. | 32 | — | |
| Dover Motorsports Inc. | 87 | — | |
| *,§ | Adolor Corp. Rights Exp. 07/01/2019 | 34,581 | — |
| 3,199,304 | |||
| Financials (11.4%) | |||
| * | Berkshire Hathaway Inc. Class B | 1,515,031 | 304,355 |
| JPMorgan Chase & Co. | 2,773,324 | 280,744 | |
| Visa Inc. Class A | 1,472,185 | 229,941 | |
| Bank of America Corp. | 7,305,449 | 201,557 | |
| Mastercard Inc. Class A | 766,737 | 180,528 | |
| Wells Fargo & Co. | 3,466,081 | 167,481 | |
| Citigroup Inc. | 2,048,166 | 127,437 | |
| American Tower Corp. | 366,205 | 72,164 | |
| American Express Co. | 566,777 | 61,949 | |
| US Bancorp | 1,203,837 | 58,013 | |
| Goldman Sachs Group Inc. | 281,535 | 54,052 | |
| CME Group Inc. | 298,591 | 49,142 | |
| Chubb Ltd. | 349,653 | 48,979 | |
| Simon Property Group Inc. | 258,105 | 47,029 | |
| Morgan Stanley | 1,066,149 | 44,991 | |
| Crown Castle International Corp. | 347,069 | 44,425 | |
| S&P Global Inc. | 208,139 | 43,824 | |
| Charles Schwab Corp. | 1,021,734 | 43,689 | |
| PNC Financial Services Group Inc. | 347,029 | 42,567 | |
| BlackRock Inc. | 93,169 | 39,818 | |
| Marsh & McLennan Cos. Inc. | 417,315 | 39,186 | |
| Prologis Inc. | 533,511 | 38,386 | |
| Bank of New York Mellon Corp. | 724,624 | 36,543 | |
| Intercontinental Exchange Inc. | 474,623 | 36,138 | |
| Progressive Corp. | 489,195 | 35,266 | |
| Aon plc | 198,213 | 33,835 | |
| Capital One Financial Corp. | 397,674 | 32,486 | |
| Prudential Financial Inc. | 351,843 | 32,327 | |
| American International Group Inc. | 734,742 | 31,638 | |
| Equinix Inc. | 69,371 | 31,436 |
| Aflac Inc. | 621,948 | 31,097 |
| BB&T Corp. | 644,462 | 29,987 |
| Travelers Cos. Inc. | 212,977 | 29,212 |
| Public Storage | 124,376 | 27,087 |
| MetLife Inc. | 608,784 | 25,916 |
| Welltower Inc. | 330,799 | 25,670 |
| Moody's Corp. | 138,522 | 25,085 |
| Allstate Corp. | 259,937 | 24,481 |
| * Berkshire Hathaway Inc. Class A | 79 | 23,796 |
| AvalonBay Communities Inc. | 116,373 | 23,360 |
| Equity Residential | 307,327 | 23,148 |
| SunTrust Banks Inc. | 380,191 | 22,526 |
| Digital Realty Trust Inc. | 173,306 | 20,623 |
| Discover Financial Services | 280,269 | 19,944 |
| State Street Corp. | 301,157 | 19,819 |
| Ventas Inc. | 302,838 | 19,324 |
| T. Rowe Price Group Inc. | 189,990 | 19,022 |
| * SBA Communications Corp. Class A | 94,759 | 18,920 |
| Synchrony Financial | 557,614 | 17,788 |
| Realty Income Corp. | 239,644 | 17,628 |
| Boston Properties Inc. | 131,035 | 17,543 |
| Weyerhaeuser Co. | 653,133 | 17,204 |
| M&T Bank Corp. | 106,463 | 16,717 |
| Essex Property Trust Inc. | 56,612 | 16,374 |
| Fifth Third Bancorp | 647,895 | 16,340 |
| Northern Trust Corp. | 178,188 | 16,110 |
| * IHS Markit Ltd. | 291,059 | 15,828 |
| Hartford Financial Services Group Inc. | 306,417 | 15,235 |
| Ameriprise Financial Inc. | 116,306 | 14,899 |
| First Republic Bank | 141,684 | 14,234 |
| KeyCorp | 895,090 | 14,098 |
| MSCI Inc. Class A | 67,510 | 13,424 |
| * CBRE Group Inc. Class A | 269,172 | 13,311 |
| Citizens Financial Group Inc. | 408,752 | 13,284 |
| Alexandria Real Estate Equities Inc. | 91,641 | 13,064 |
| Regions Financial Corp. | 906,677 | 12,829 |
| HCP Inc. | 400,434 | 12,534 |
| TD Ameritrade Holding Corp. | 243,362 | 12,166 |
| Equifax Inc. | 101,919 | 12,077 |
| Principal Financial Group Inc. | 239,592 | 12,025 |
| Host Hotels & Resorts Inc. | 626,748 | 11,846 |
| Huntington Bancshares Inc. | 918,931 | 11,652 |
| Annaly Capital Management Inc. | 1,128,046 | 11,269 |
| * Markel Corp. | 11,238 | 11,196 |
| Arthur J Gallagher & Co. | 141,970 | 11,088 |
| Cincinnati Financial Corp. | 128,346 | 11,025 |
| Mid-America Apartment Communities Inc. | 95,684 | 10,461 |
| * Arch Capital Group Ltd. | 321,712 | 10,398 |
| WP Carey Inc. | 132,379 | 10,369 |
| UDR Inc. | 227,855 | 10,358 |
| Lincoln National Corp. | 175,375 | 10,295 |
| Extra Space Storage Inc. | 100,579 | 10,250 |
| Loews Corp. | 212,284 | 10,175 |
| Comerica Inc. | 138,115 | 10,127 |
| Vornado Realty Trust | 150,087 | 10,122 |
| KKR & Co. Inc. Class A | 427,137 | 10,033 |
| * SVB Financial Group | 44,041 | 9,793 |
| E*TRADE Financial Corp. | 205,639 | 9,548 |
| Ally Financial Inc. | 346,904 | 9,536 |
| Regency Centers Corp. | 140,431 | 9,478 |
| Duke Realty Corp. | 299,484 | 9,158 |
| Iron Mountain Inc. | 255,875 | 9,073 |
| Cboe Global Markets Inc. | 95,003 | 9,067 |
| Raymond James Financial Inc. | 110,296 | 8,869 |
| Federal Realty Investment Trust | 63,754 | 8,788 |
| Nasdaq Inc. | 97,680 | 8,546 |
| Fidelity National Financial Inc. | 225,742 | 8,251 |
| Franklin Resources Inc. | 247,448 | 8,200 |
| Camden Property Trust | 78,416 | 7,959 |
| Sun Communities Inc. | 66,828 | 7,920 |
| VEREIT Inc. | 920,356 | 7,703 |
| Zions Bancorp NA | 169,543 | 7,699 |
| Reinsurance Group of America Inc. Class A | 54,118 | 7,684 |
| Everest Re Group Ltd. | 35,385 | 7,642 |
| MarketAxess Holdings Inc. | 30,505 | 7,507 |
| AGNC Investment Corp. | 413,899 | 7,450 |
| National Retail Properties Inc. | 134,402 | 7,445 |
| Equity LifeStyle Properties Inc. | 64,632 | 7,387 |
| * Alleghany Corp. | 11,656 | 7,138 |
| Western Union Co. | 383,583 | 7,085 |
| Torchmark Corp. | 86,437 | 7,084 |
| Kilroy Realty Corp. | 93,013 | 7,065 |
| Invitation Homes Inc. | 284,583 | 6,924 |
| Voya Financial Inc. | 138,212 | 6,905 |
| VICI Properties Inc. | 301,350 | 6,594 |
| Kimco Realty Corp. | 354,754 | 6,563 |
| Gaming and Leisure Properties Inc. | 170,049 | 6,559 |
| * Black Knight Inc. | 118,440 | 6,455 |
| SEI Investments Co. | 122,791 | 6,416 |
| Invesco Ltd. | 331,137 | 6,394 |
| SL Green Realty Corp. | 69,881 | 6,284 |
| Jones Lang LaSalle Inc. | 40,527 | 6,248 |
| Omega Healthcare Investors Inc. | 161,853 | 6,175 |
| Apartment Investment & Management Co. | 121,811 | 6,126 |
| Liberty Property Trust | 125,525 | 6,078 |
| East West Bancorp Inc. | 124,102 | 5,953 |
| New Residential Investment Corp. | 343,371 | 5,806 |
| Medical Properties Trust Inc. | 311,096 | 5,758 |
| Unum Group | 169,853 | 5,746 |
| Brown & Brown Inc. | 193,240 | 5,703 |
| Lamar Advertising Co. Class A | 70,104 | 5,556 |
| Signature Bank | 43,077 | 5,517 |
| * Athene Holding Ltd. Class A | 132,169 | 5,392 |
| WR Berkley Corp. | 63,516 | 5,381 |
| American Financial Group Inc. | 55,890 | 5,377 |
| Healthcare Trust of America Inc. Class A | 187,908 | 5,372 |
| People's United Financial Inc. | 324,361 | 5,332 |
| EPR Properties | 69,192 | 5,321 |
| American Campus Communities Inc. | 111,557 | 5,308 |
| Park Hotels & Resorts Inc. | 166,306 | 5,169 |
| Douglas Emmett Inc. | 127,132 | 5,139 |
| Old Republic International Corp. | 245,387 | 5,133 |
| Brixmor Property Group Inc. | 278,641 | 5,119 |
| Macerich Co. | 116,903 | 5,068 |
| RenaissanceRe Holdings Ltd. | 35,276 | 5,062 |
| American Homes 4 Rent Class A | 221,730 | 5,038 |
| CubeSmart | 156,628 | 5,018 |
| LPL Financial Holdings Inc. | 71,683 | 4,993 |
| STORE Capital Corp. | 148,696 | 4,981 |
| Assurant Inc. | 51,826 | 4,919 |
| * Credit Acceptance Corp. | 10,855 | 4,906 |
| First American Financial Corp. | 94,396 | 4,861 |
| Highwoods Properties Inc. | 102,863 | 4,812 |
| Affiliated Managers Group Inc. | 44,709 | 4,789 |
| Primerica Inc. | 39,078 | 4,773 |
| First Industrial Realty Trust Inc. | 133,608 | 4,724 |
| CyrusOne Inc. | 88,850 | 4,659 |
| * GCI Liberty Inc. Class A | 83,569 | 4,647 |
| Synovus Financial Corp. | 134,890 | 4,635 |
| New York Community Bancorp Inc. | 396,593 | 4,589 |
| Commerce Bancshares Inc. | 77,939 | 4,525 |
| Starwood Property Trust Inc. | 201,900 | 4,512 |
| Cullen/Frost Bankers Inc. | 45,947 | 4,460 |
| * MGIC Investment Corp. | 332,257 | 4,382 |
| First Horizon National Corp. | 311,815 | 4,359 |
| CIT Group Inc. | 89,984 | 4,317 |
| Hudson Pacific Properties Inc. | 124,445 | 4,283 |
| Popular Inc. | 81,683 | 4,258 |
| Erie Indemnity Co. Class A | 23,316 | 4,162 |
| Hanover Insurance Group Inc. | 36,179 | 4,131 |
| Lazard Ltd. Class A | 113,036 | 4,085 |
| Webster Financial Corp. | 79,454 | 4,026 |
| Radian Group Inc. | 193,111 | 4,005 |
| Rayonier Inc. | 126,644 | 3,992 |
| CVB Financial Corp. | 186,395 | 3,924 |
| JBG SMITH Properties | 94,714 | 3,916 |
| Pinnacle Financial Partners Inc. | 71,294 | 3,900 |
| Wintrust Financial Corp. | 57,845 | 3,895 |
| PacWest Bancorp | 102,401 | 3,851 |
| Sterling Bancorp | 206,069 | 3,839 |
| Jefferies Financial Group Inc. | 202,438 | 3,804 |
| Life Storage Inc. | 38,637 | 3,758 |
| Axis Capital Holdings Ltd. | 68,505 | 3,753 |
| Janus Henderson Group plc | 149,903 | 3,745 |
| AXA Equitable Holdings Inc. | 185,613 | 3,738 |
| Assured Guaranty Ltd. | 84,059 | 3,735 |
| Prosperity Bancshares Inc. | 53,971 | 3,727 |
| Cousins Properties Inc. | 381,194 | 3,682 |
| Umpqua Holdings Corp. | 221,797 | 3,660 |
| Americold Realty Trust | 118,473 | 3,615 |
| * Brighthouse Financial Inc. | 99,564 | 3,613 |
| Eaton Vance Corp. | 89,337 | 3,601 |
| Kemper Corp. | 46,267 | 3,523 |
| FNB Corp. | 329,525 | 3,493 |
| Pebblebrook Hotel Trust | 111,750 | 3,471 |
| SLM Corp. | 349,110 | 3,460 |
| * Howard Hughes Corp. | 31,370 | 3,451 |
| Healthcare Realty Trust Inc. | 106,515 | 3,420 |
| IBERIABANK Corp. | 47,286 | 3,391 |
| Hancock Whitney Corp. | 83,636 | 3,379 |
| Rexford Industrial Realty Inc. | 94,180 | 3,373 | |
| * | Western Alliance Bancorp | 81,392 | 3,340 |
| CoreSite Realty Corp. | 31,111 | 3,329 | |
| Hospitality Properties Trust | 126,221 | 3,321 | |
| Interactive Brokers Group Inc. | 63,433 | 3,291 | |
| * | Essent Group Ltd. | 75,597 | 3,285 |
| RLJ Lodging Trust | 186,426 | 3,276 | |
| Empire State Realty Trust Inc. | 206,671 | 3,265 | |
| *,^ | Zillow Group Inc. | 93,417 | 3,245 |
| Glacier Bancorp Inc. | 79,752 | 3,196 | |
| Stifel Financial Corp. | 60,070 | 3,169 | |
| Selective Insurance Group Inc. | 49,901 | 3,158 | |
| United Bankshares Inc. | 87,111 | 3,157 | |
| Ryman Hospitality Properties Inc. | 38,001 | 3,125 | |
| Home BancShares Inc. | 174,839 | 3,072 | |
| Two Harbors Investment Corp. | 226,059 | 3,059 | |
| Physicians Realty Trust | 158,961 | 2,990 | |
| First Hawaiian Inc. | 114,527 | 2,983 | |
| Associated Banc-Corp | 139,372 | 2,976 | |
| BankUnited Inc. | 88,434 | 2,954 | |
| National Health Investors Inc. | 37,500 | 2,946 | |
| Weingarten Realty Investors | 100,234 | 2,944 | |
| First Financial Bankshares Inc. | 50,338 | 2,909 | |
| FirstCash Inc. | 33,599 | 2,906 | |
| TCF Financial Corp. | 139,505 | 2,886 | |
| Apple Hospitality REIT Inc. | 176,685 | 2,880 | |
| Sabra Health Care REIT Inc. | 147,393 | 2,870 | |
| Cathay General Bancorp | 84,624 | 2,870 | |
| EastGroup Properties Inc. | 25,625 | 2,861 | |
| Brookfield Property REIT Inc. Class A | 136,005 | 2,787 | |
| Spirit Realty Capital Inc. | 70,136 | 2,787 | |
| Equity Commonwealth | 84,755 | 2,771 | |
| MFA Financial Inc. | 377,251 | 2,743 | |
| Bank of Hawaii Corp. | 34,224 | 2,699 | |
| Chimera Investment Corp. | 142,323 | 2,667 | |
| * | Texas Capital Bancshares Inc. | 48,730 | 2,660 |
| Taubman Centers Inc. | 50,189 | 2,654 | |
| Outfront Media Inc. | 113,111 | 2,647 | |
| Evercore Inc. Class A | 29,059 | 2,644 | |
| Corporate Office Properties Trust | 96,813 | 2,643 | |
| Sunstone Hotel Investors Inc. | 181,412 | 2,612 | |
| Blackstone Mortgage Trust Inc. Class A | 75,193 | 2,599 | |
| Community Bank System Inc. | 43,431 | 2,596 | |
| CNO Financial Group Inc. | 160,111 | 2,591 | |
| Navient Corp. | 222,461 | 2,574 | |
| * | Green Dot Corp. Class A | 42,399 | 2,572 |
| BancorpSouth Bank | 91,018 | 2,569 | |
| WesBanco Inc. | 64,219 | 2,553 | |
| Valley National Bancorp | 260,562 | 2,496 | |
| Senior Housing Properties Trust | 211,885 | 2,496 | |
| STAG Industrial Inc. | 82,508 | 2,446 | |
| Investors Bancorp Inc. | 206,438 | 2,446 | |
| Paramount Group Inc. | 168,784 | 2,395 | |
| Chemical Financial Corp. | 58,043 | 2,389 | |
| RLI Corp. | 33,239 | 2,385 | |
| PS Business Parks Inc. | 14,838 | 2,327 | |
| UMB Financial Corp. | 36,297 | 2,324 |
| OneMain Holdings Inc. | 73,142 | 2,322 | |
| Fulton Financial Corp. | 148,728 | 2,302 | |
| Brandywine Realty Trust | 145,113 | 2,301 | |
| Retail Opportunity Investments Corp. | 130,671 | 2,266 | |
| *,^ | LendingTree Inc. | 6,424 | 2,258 |
| Piedmont Office Realty Trust Inc. Class A | 108,236 | 2,257 | |
| First Midwest Bancorp Inc. | 110,105 | 2,253 | |
| Federated Investors Inc. Class B | 75,971 | 2,227 | |
| Kennedy-Wilson Holdings Inc. | 102,975 | 2,203 | |
| Retail Properties of America Inc. | 180,651 | 2,202 | |
| White Mountains Insurance Group Ltd. | 2,363 | 2,187 | |
| SITE Centers Corp. | 160,530 | 2,186 | |
| Legg Mason Inc. | 79,792 | 2,184 | |
| CoreCivic Inc. | 112,138 | 2,181 | |
| Colony Capital Inc. | 404,849 | 2,154 | |
| Washington Federal Inc. | 74,256 | 2,145 | |
| GEO Group Inc. | 111,239 | 2,136 | |
| Columbia Property Trust Inc. | 94,076 | 2,118 | |
| Trustmark Corp. | 62,571 | 2,104 | |
| QTS Realty Trust Inc. Class A | 46,078 | 2,073 | |
| Old National Bancorp | 126,253 | 2,071 | |
| PotlatchDeltic Corp. | 54,598 | 2,063 | |
| Union Bankshares Corp. | 62,203 | 2,011 | |
| Cadence BanCorp Class A | 108,164 | 2,006 | |
| Easterly Government Properties Inc. | 110,822 | 1,996 | |
| Tanger Factory Outlet Centers Inc. | 95,016 | 1,993 | |
| CenterState Bank Corp. | 83,505 | 1,988 | |
| Independent Bank Group Inc. | 38,729 | 1,986 | |
| First Citizens BancShares Inc. Class A | 4,870 | 1,983 | |
| First BanCorp | 172,853 | 1,981 | |
| Columbia Banking System Inc. | 60,187 | 1,968 | |
| Xenia Hotels & Resorts Inc. | 87,930 | 1,927 | |
| * | Zillow Group Inc. Class A | 56,305 | 1,926 |
| American Assets Trust Inc. | 40,997 | 1,880 | |
| LegacyTexas Financial Group Inc. | 50,189 | 1,877 | |
| American Equity Investment Life Holding Co. | 69,241 | 1,871 | |
| Santander Consumer USA Holdings Inc. | 88,165 | 1,863 | |
| ServisFirst Bancshares Inc. | 54,889 | 1,853 | |
| BOK Financial Corp. | 22,571 | 1,841 | |
| Washington REIT | 64,767 | 1,838 | |
| Independent Bank Corp. | 22,683 | 1,838 | |
| Argo Group International Holdings Ltd. | 25,702 | 1,816 | |
| Hope Bancorp Inc. | 136,719 | 1,788 | |
| First Financial Bancorp | 73,801 | 1,776 | |
| Apollo Commercial Real Estate Finance Inc. | 96,393 | 1,754 | |
| Acadia Realty Trust | 64,114 | 1,748 | |
| Invesco Mortgage Capital Inc. | 110,013 | 1,738 | |
| DiamondRock Hospitality Co. | 160,060 | 1,733 | |
| Lexington Realty Trust | 191,237 | 1,733 | |
| Mack-Cali Realty Corp. | 77,266 | 1,715 | |
| WSFS Financial Corp. | 43,806 | 1,691 | |
| Terreno Realty Corp. | 40,039 | 1,683 | |
| Simmons First National Corp. Class A | 68,684 | 1,681 | |
| Moelis & Co. Class A | 40,230 | 1,674 | |
| South State Corp. | 24,413 | 1,668 | |
| International Bancshares Corp. | 43,464 | 1,653 | |
| Agree Realty Corp. | 23,525 | 1,631 |
| Urban Edge Properties | 85,281 | 1,620 | |
| * | Genworth Financial Inc. Class A | 422,282 | 1,617 |
| Houlihan Lokey Inc. Class A | 35,039 | 1,607 | |
| * | Enstar Group Ltd. | 9,203 | 1,601 |
| ProAssurance Corp. | 46,045 | 1,594 | |
| CareTrust REIT Inc. | 66,710 | 1,565 | |
| Four Corners Property Trust Inc. | 52,774 | 1,562 | |
| LTC Properties Inc. | 33,852 | 1,550 | |
| Capitol Federal Financial Inc. | 114,260 | 1,525 | |
| Kite Realty Group Trust | 95,045 | 1,520 | |
| Alexander & Baldwin Inc. | 59,330 | 1,509 | |
| Great Western Bancorp Inc. | 47,641 | 1,505 | |
| United Community Banks Inc. | 60,330 | 1,504 | |
| Renasant Corp. | 44,160 | 1,495 | |
| First Merchants Corp. | 40,562 | 1,495 | |
| NBT Bancorp Inc. | 40,988 | 1,476 | |
| HFF Inc. Class A | 30,663 | 1,464 | |
| Virtu Financial Inc. Class A | 61,447 | 1,459 | |
| * | Cushman & Wakefield plc | 81,914 | 1,458 |
| Banner Corp. | 26,718 | 1,447 | |
| Bank OZK | 49,665 | 1,439 | |
| Ameris Bancorp | 41,641 | 1,430 | |
| Flushing Financial Corp. | 61,991 | 1,359 | |
| Pacific Premier Bancorp Inc. | 51,100 | 1,356 | |
| * | Eagle Bancorp Inc. | 26,878 | 1,349 |
| Berkshire Hills Bancorp Inc. | 49,206 | 1,340 | |
| * | NMI Holdings Inc. Class A | 50,670 | 1,311 |
| Northwest Bancshares Inc. | 76,655 | 1,301 | |
| * | Axos Financial Inc. | 44,785 | 1,297 |
| Ladder Capital Corp. Class A | 75,697 | 1,288 | |
| Chesapeake Lodging Trust | 46,182 | 1,284 | |
| Westamerica Bancorporation | 20,715 | 1,280 | |
| Realogy Holdings Corp. | 112,219 | 1,279 | |
| National Storage Affiliates Trust | 44,831 | 1,278 | |
| *,^ | Redfin Corp. | 62,945 | 1,276 |
| BGC Partners Inc. Class A | 238,143 | 1,265 | |
| Towne Bank | 51,032 | 1,263 | |
| Walker & Dunlop Inc. | 24,744 | 1,260 | |
| * | Cannae Holdings Inc. | 51,836 | 1,258 |
| Provident Financial Services Inc. | 47,694 | 1,235 | |
| Hannon Armstrong Sustainable Infrastructure Capital Inc. | 48,130 | 1,234 | |
| RPT Realty | 99,859 | 1,199 | |
| Mercury General Corp. | 23,950 | 1,199 | |
| Global Net Lease Inc. | 63,405 | 1,198 | |
| Colony Credit Real Estate Inc. | 75,357 | 1,180 | |
| National General Holdings Corp. | 49,432 | 1,173 | |
| Lakeland Financial Corp. | 25,860 | 1,169 | |
| PennyMac Financial Services Inc. | 52,267 | 1,162 | |
| Ares Management Corp. | 49,500 | 1,149 | |
| ^ | Seritage Growth Properties Class A | 25,754 | 1,145 |
| Franklin Street Properties Corp. | 157,715 | 1,134 | |
| Industrial Logistics Properties Trust | 55,767 | 1,125 | |
| PennyMac Mortgage Investment Trust | 54,185 | 1,122 | |
| Hilltop Holdings Inc. | 61,363 | 1,120 | |
| Heartland Financial USA Inc. | 26,209 | 1,118 | |
| Summit Hotel Properties Inc. | 97,548 | 1,113 | |
| Horace Mann Educators Corp. | 31,526 | 1,110 |
| Waddell & Reed Financial Inc. Class A | 63,737 | 1,102 |
| * eHealth Inc. | 17,651 | 1,100 |
| Artisan Partners Asset Management Inc. Class A | 42,434 | 1,068 |
| * Focus Financial Partners Inc. Class A | 29,468 | 1,050 |
| Tier REIT Inc. | 36,363 | 1,042 |
| OceanFirst Financial Corp. | 43,029 | 1,035 |
| Washington Prime Group Inc. | 182,415 | 1,031 |
| Kearny Financial Corp. | 79,717 | 1,026 |
| S&T Bancorp Inc. | 25,952 | 1,026 |
| * LendingClub Corp. | 328,206 | 1,014 |
| Employers Holdings Inc. | 25,275 | 1,014 |
| Redwood Trust Inc. | 62,168 | 1,004 |
| Park National Corp. | 10,591 | 1,003 |
| Kinsale Capital Group Inc. | 14,542 | 997 |
| Newmark Group Inc. Class A | 118,268 | 986 |
| Clearway Energy Inc. | 64,953 | 981 |
| City Holding Co. | 12,798 | 975 |
| First Interstate BancSystem Inc. Class A | 24,360 | 970 |
| ARMOUR Residential REIT Inc. | 49,304 | 963 |
| First Commonwealth Financial Corp. | 75,577 | 952 |
| Hanmi Financial Corp. | 44,656 | 950 |
| Chatham Lodging Trust | 49,258 | 948 |
| New York Mortgage Trust Inc. | 155,271 | 946 |
| * PRA Group Inc. | 34,750 | 932 |
| Safety Insurance Group Inc. | 10,663 | 929 |
| Southside Bancshares Inc. | 27,860 | 926 |
| AMERISAFE Inc. | 15,517 | 922 |
| * Seacoast Banking Corp. of Florida | 34,854 | 918 |
| James River Group Holdings Ltd. | 22,639 | 907 |
| Veritex Holdings Inc. | 37,177 | 900 |
| Tompkins Financial Corp. | 11,757 | 894 |
| TPG RE Finance Trust Inc. | 45,350 | 889 |
| Monmouth Real Estate Investment Corp. | 66,530 | 877 |
| Piper Jaffray Cos. | 11,892 | 866 |
| FGL Holdings | 109,359 | 861 |
| Sandy Spring Bancorp Inc. | 27,375 | 856 |
| TFS Financial Corp. | 51,889 | 855 |
| First Busey Corp. | 34,768 | 848 |
| American National Insurance Co. | 6,992 | 845 |
| Brookline Bancorp Inc. | 58,565 | 843 |
| Getty Realty Corp. | 26,247 | 841 |
| WisdomTree Investments Inc. | 118,321 | 835 |
| Preferred Bank | 18,121 | 815 |
| * World Acceptance Corp. | 6,932 | 812 |
| Heritage Financial Corp. | 26,838 | 809 |
| Navigators Group Inc. | 11,492 | 803 |
| TriCo Bancshares | 20,418 | 802 |
| Universal Health Realty Income Trust | 10,489 | 794 |
| Independence Realty Trust Inc. | 73,590 | 794 |
| Essential Properties Realty Trust Inc. | 39,956 | 780 |
| United Fire Group Inc. | 17,602 | 769 |
| Oritani Financial Corp. | 45,676 | 760 |
| Flagstar Bancorp Inc. | 22,976 | 756 |
| Stewart Information Services Corp. | 17,620 | 752 |
| Granite Point Mortgage Trust Inc. | 40,457 | 751 |
| Cohen & Steers Inc. | 17,533 | 741 |
| First Bancorp | 21,128 | 734 |
| Universal Insurance Holdings Inc. | 23,623 | 732 |
| OFG Bancorp | 36,683 | 726 |
| * Encore Capital Group Inc. | 25,884 | 705 |
| * MBIA Inc. | 74,024 | 705 |
| Central Pacific Financial Corp. | 24,389 | 703 |
| United Financial Bancorp Inc. | 48,214 | 692 |
| CatchMark Timber Trust Inc. Class A | 70,112 | 689 |
| New Senior Investment Group Inc. | 125,701 | 685 |
| * Ambac Financial Group Inc. | 37,777 | 685 |
| * Third Point Reinsurance Ltd. | 65,400 | 679 |
| BancFirst Corp. | 12,991 | 677 |
| Capstead Mortgage Corp. | 78,255 | 672 |
| National Bank Holdings Corp. Class A | 19,804 | 659 |
| Hamilton Lane Inc. Class A | 14,864 | 648 |
| * Allegiance Bancshares Inc. | 19,113 | 644 |
| TrustCo Bank Corp. | 82,939 | 644 |
| * WillScot Corp. Class A | 57,568 | 638 |
| Boston Private Financial Holdings Inc. | 57,936 | 635 |
| InfraREIT Inc. | 30,274 | 635 |
| Origin Bancorp Inc. | 18,561 | 632 |
| Investors Real Estate Trust | 10,541 | 632 |
| Nelnet Inc. Class A | 11,358 | 625 |
| Amalgamated Bank Class A | 39,148 | 613 |
| ^ Arbor Realty Trust Inc. | 47,063 | 610 |
| * HomeStreet Inc. | 23,088 | 608 |
| Dime Community Bancshares Inc. | 32,379 | 606 |
| PJT Partners Inc. | 14,447 | 604 |
| RE/MAX Holdings Inc. Class A | 15,637 | 603 |
| Meta Financial Group Inc. | 30,553 | 601 |
| Enterprise Financial Services Corp. | 14,415 | 588 |
| Meridian Bancorp Inc. | 37,362 | 586 |
| Office Properties Income Trust | 20,928 | 578 |
| Preferred Apartment Communities Inc. Class A | 38,542 | 571 |
| NexPoint Residential Trust Inc. | 14,857 | 570 |
| * Mr Cooper Group Inc. | 58,786 | 564 |
| Armada Hoffler Properties Inc. | 36,130 | 563 |
| National Western Life Group Inc. Class A | 2,144 | 563 |
| Alexander's Inc. | 1,485 | 559 |
| Univest Financial Corp. | 22,507 | 551 |
| Carolina Financial Corp. | 15,876 | 549 |
| * Triumph Bancorp Inc. | 18,637 | 548 |
| Lakeland Bancorp Inc. | 36,616 | 547 |
| ^ Innovative Industrial Properties Inc. | 6,692 | 547 |
| * Marcus & Millichap Inc. | 13,357 | 544 |
| * Columbia Financial Inc. | 34,612 | 542 |
| Stock Yards Bancorp Inc. | 15,916 | 538 |
| * Enova International Inc. | 23,539 | 537 |
| Gladstone Commercial Corp. | 25,789 | 536 |
| Cedar Realty Trust Inc. | 156,716 | 533 |
| Bryn Mawr Bank Corp. | 14,718 | 532 |
| Community Healthcare Trust Inc. | 14,808 | 531 |
| Fidelity Southern Corp. | 19,346 | 530 |
| Hersha Hospitality Trust Class A | 30,464 | 522 |
| AG Mortgage Investment Trust Inc. | 31,006 | 522 |
| Banc of California Inc. | 37,714 | 522 |
| Northfield Bancorp Inc. | 37,390 | 520 |
| Federal Agricultural Mortgage Corp. | 7,166 | 519 |
| Washington Trust Bancorp Inc. | 10,612 | 511 |
| Saul Centers Inc. | 9,891 | 508 |
| * Customers Bancorp Inc. | 27,711 | 507 |
| Pennsylvania REIT | 78,966 | 497 |
| Anworth Mortgage Asset Corp. | 122,835 | 496 |
| FBL Financial Group Inc. Class A | 7,741 | 486 |
| Urstadt Biddle Properties Inc. Class A | 23,329 | 482 |
| * National Commerce Corp. | 12,208 | 479 |
| * St. Joe Co. | 28,982 | 478 |
| Western Asset Mortgage Capital Corp. | 46,368 | 474 |
| First of Long Island Corp. | 21,619 | 474 |
| Blue Hills Bancorp Inc. | 19,821 | 474 |
| Horizon Bancorp Inc. | 28,779 | 463 |
| Community Trust Bancorp Inc. | 11,234 | 461 |
| Virtus Investment Partners Inc. | 4,713 | 460 |
| Great Southern Bancorp Inc. | 8,698 | 451 |
| * INTL. FCStone Inc. | 11,591 | 449 |
| UMH Properties Inc. | 31,792 | 448 |
| Camden National Corp. | 10,634 | 444 |
| ConnectOne Bancorp Inc. | 22,262 | 439 |
| First Defiance Financial Corp. | 14,815 | 426 |
| Whitestone REIT | 35,347 | 425 |
| KKR Real Estate Finance Trust Inc. | 21,141 | 423 |
| German American Bancorp Inc. | 14,395 | 423 |
| * Safeguard Scientifics Inc. | 38,442 | 417 |
| * TriState Capital Holdings Inc. | 20,232 | 413 |
| State Auto Financial Corp. | 12,311 | 405 |
| Live Oak Bancshares Inc. | 27,611 | 403 |
| Waterstone Financial Inc. | 24,139 | 397 |
| Bridge Bancorp Inc. | 13,560 | 397 |
| First Financial Corp. | 9,435 | 396 |
| Peoples Bancorp Inc. | 12,777 | 396 |
| CorePoint Lodging Inc. | 35,204 | 393 |
| Bank of Marin Bancorp | 9,648 | 393 |
| * EZCORP Inc. Class A | 41,670 | 388 |
| FB Financial Corp. | 12,226 | 388 |
| Mercantile Bank Corp. | 11,852 | 388 |
| Front Yard Residential Corp. | 41,596 | 386 |
| CBTX Inc. | 11,854 | 385 |
| Ready Capital Corp. | 26,095 | 383 |
| First Community Bankshares Inc. | 11,537 | 382 |
| First Foundation Inc. | 28,055 | 381 |
| Jernigan Capital Inc. | 18,034 | 379 |
| Ashford Hospitality Trust Inc. | 79,633 | 378 |
| Independent Bank Corp. | 17,529 | 377 |
| CorEnergy Infrastructure Trust Inc. | 9,866 | 363 |
| Dynex Capital Inc. | 59,255 | 361 |
| * Nicolet Bankshares Inc. | 6,016 | 359 |
| * Cowen Inc. Class A | 24,160 | 350 |
| Clearway Energy Inc. Class A | 23,992 | 349 |
| Braemar Hotels & Resorts Inc. | 28,386 | 347 |
| Orchid Island Capital Inc. | 52,315 | 344 |
| Diamond Hill Investment Group Inc. | 2,446 | 342 |
| Bar Harbor Bankshares | 13,006 | 336 |
| Heritage Commerce Corp. | 27,671 | 335 |
| ^ CBL & Associates Properties Inc. | 209,977 | 325 |
| United Community Financial Corp. | 34,569 | 323 |
| Retail Value Inc. | 10,293 | 321 | |
| Republic Bancorp Inc. Class A | 7,027 | 314 | |
| RMR Group Inc. Class A | 5,125 | 313 | |
| Arrow Financial Corp. | 9,428 | 310 | |
| Ares Commercial Real Estate Corp. | 20,282 | 308 | |
| One Liberty Properties Inc. | 10,579 | 307 | |
| * | Atlantic Capital Bancshares Inc. | 17,184 | 306 |
| *,^ | eXp World Holdings Inc. | 27,949 | 304 |
| City Office REIT Inc. | 26,810 | 303 | |
| * | National Energy Services Reunited Corp. | 28,937 | 302 |
| BBX Capital Corp. Class A | 50,915 | 301 | |
| * | Victory Capital Holdings Inc. Class A | 19,877 | 299 |
| Franklin Financial Network Inc. | 10,257 | 298 | |
| * | Greenlight Capital Re Ltd. Class A | 27,050 | 294 |
| HomeTrust Bancshares Inc. | 11,616 | 293 | |
| Greenhill & Co. Inc. | 13,600 | 293 | |
| * | Bancorp Inc. | 36,113 | 292 |
| Heritage Insurance Holdings Inc. | 19,766 | 289 | |
| First Mid-Illinois Bancshares Inc. | 8,626 | 287 | |
| Merchants Bancorp | 13,172 | 283 | |
| Cherry Hill Mortgage Investment Corp. | 16,365 | 282 | |
| Global Medical REIT Inc. | 28,211 | 277 | |
| HCI Group Inc. | 6,410 | 274 | |
| Financial Institutions Inc. | 10,038 | 273 | |
| Cambridge Bancorp | 3,289 | 272 | |
| *,^ | Health Insurance Innovations Inc. Class A | 9,960 | 267 |
| People's Utah Bancorp | 10,058 | 265 | |
| * | Equity Bancshares Inc. Class A | 9,142 | 263 |
| * | Byline Bancorp Inc. | 14,062 | 260 |
| Exantas Capital Corp. | 24,347 | 259 | |
| PCSB Financial Corp. | 13,132 | 257 | |
| CNB Financial Corp. | 10,149 | 256 | |
| Farmers National Banc Corp. | 18,510 | 255 | |
| Old Second Bancorp Inc. | 20,067 | 253 | |
| * | On Deck Capital Inc. | 46,277 | 251 |
| * | FRP Holdings Inc. | 5,128 | 244 |
| Arlington Asset Investment Corp. Class A | 30,471 | 243 | |
| Goosehead Insurance Inc. Class A | 8,427 | 235 | |
| Ladenburg Thalmann Financial Services Inc. | 82,809 | 234 | |
| * | Tejon Ranch Co. | 13,043 | 230 |
| United Insurance Holdings Corp. | 14,207 | 226 | |
| Bluerock Residential Growth REIT Inc. Class A | 20,718 | 223 | |
| * | PICO Holdings Inc. | 22,524 | 223 |
| *,^ | Altisource Portfolio Solutions SA | 9,349 | 221 |
| Civista Bancshares Inc. | 10,116 | 221 | |
| MidWestOne Financial Group Inc. | 8,100 | 221 | |
| Ellington Residential Mortgage REIT | 18,173 | 216 | |
| Global Indemnity Ltd. | 7,114 | 216 | |
| Plymouth Industrial REIT Inc. | 12,787 | 215 | |
| Citizens & Northern Corp. | 8,411 | 211 | |
| * | Citizens Inc. Class A | 31,480 | 210 |
| Old Line Bancshares Inc. | 8,397 | 209 | |
| Sierra Bancorp | 8,494 | 206 | |
| First Bancshares Inc. | 6,516 | 201 | |
| West Bancorporation Inc. | 9,617 | 199 | |
| Peapack Gladstone Financial Corp. | 7,498 | 197 | |
| QCR Holdings Inc. | 5,757 | 195 |
| Southern National Bancorp of Virginia Inc. | 13,309 | 195 |
| Peoples Financial Services Corp. | 4,308 | 195 |
| Home Bancorp Inc. | 5,803 | 193 |
| Oppenheimer Holdings Inc. Class A | 7,396 | 192 |
| Farmers & Merchants Bancorp Inc. | 6,384 | 192 |
| EMC Insurance Group Inc. | 5,919 | 189 |
| Clipper Realty Inc. | 14,042 | 188 |
| * MoneyGram International Inc. | 89,972 | 184 |
| First Bancorp Inc. | 7,333 | 183 |
| Central Valley Community Bancorp | 9,286 | 182 |
| Consolidated-Tomoka Land Co. | 3,057 | 181 |
| Global Self Storage Inc. | 46,447 | 179 |
| National Bankshares Inc. | 4,164 | 178 |
| Guaranty Bancshares Inc. | 6,015 | 176 |
| Enterprise Bancorp Inc. | 6,024 | 173 |
| FedNat Holding Co. | 10,699 | 172 |
| ACNB Corp. | 4,637 | 172 |
| Spirit MTA REIT | 25,503 | 166 |
| Hingham Institution for Savings | 955 | 164 |
| Summit Financial Group Inc. | 6,194 | 164 |
| * SmartFinancial Inc. | 8,647 | 164 |
| American National Bankshares Inc. | 4,673 | 163 |
| BankFinancial Corp. | 10,939 | 163 |
| * Regional Management Corp. | 6,593 | 161 |
| * BSB Bancorp Inc. | 4,834 | 159 |
| Marlin Business Services Corp. | 7,373 | 159 |
| * HarborOne Bancorp Inc. | 9,171 | 158 |
| FS Bancorp Inc. | 3,069 | 155 |
| Southern Missouri Bancorp Inc. | 5,023 | 155 |
| Luther Burbank Corp. | 15,247 | 154 |
| * Southern First Bancshares Inc. | 4,512 | 153 |
| Northrim BanCorp Inc. | 4,327 | 149 |
| MBT Financial Corp. | 14,741 | 148 |
| Investors Title Co. | 915 | 144 |
| Codorus Valley Bancorp Inc. | 6,754 | 144 |
| Farmland Partners Inc. | 21,975 | 141 |
| Reliant Bancorp Inc. | 6,284 | 140 |
| Great Ajax Corp. | 10,143 | 139 |
| Century Bancorp Inc. Class A | 1,900 | 139 |
| Investar Holding Corp. | 6,106 | 139 |
| Capital City Bank Group Inc. | 6,319 | 138 |
| Western New England Bancorp Inc. | 14,848 | 137 |
| Macatawa Bank Corp. | 13,643 | 136 |
| First Bank | 11,738 | 135 |
| * Select Bancorp Inc. | 11,590 | 132 |
| * Baycom Corp. | 5,550 | 126 |
| * Hallmark Financial Services Inc. | 12,060 | 125 |
| Premier Financial Bancorp Inc. | 7,891 | 124 |
| Territorial Bancorp Inc. | 4,529 | 122 |
| First Financial Northwest Inc. | 7,628 | 120 |
| Chemung Financial Corp. | 2,549 | 120 |
| Penns Woods Bancorp Inc. | 2,875 | 118 |
| First Northwest Bancorp | 7,546 | 117 |
| Westwood Holdings Group Inc. | 3,326 | 117 |
| Pzena Investment Management Inc. Class A | 14,423 | 117 |
| BCB Bancorp Inc. | 8,673 | 116 |
| Kingstone Cos. Inc. | 7,803 | 115 |
| Norwood Financial Corp. | 3,727 | 115 | |
| DNB Financial Corp. | 3,016 | 114 | |
| iStar Inc. | 13,526 | 114 | |
| Northeast Bancorp | 5,474 | 113 | |
| Bank of Princeton | 3,544 | 112 | |
| 1st Source Corp. | 2,480 | 111 | |
| MidSouth Bancorp Inc. | 9,625 | 110 | |
| * | Ocwen Financial Corp. | 60,153 | 109 |
| Riverview Bancorp Inc. | 14,806 | 108 | |
| Mackinac Financial Corp. | 6,869 | 108 | |
| Hunt Cos. Finance Trust Inc. | 30,449 | 106 | |
| GAIN Capital Holdings Inc. | 16,918 | 106 | |
| MutualFirst Financial Inc. | 3,518 | 105 | |
| Middlefield Banc Corp. | 2,547 | 105 | |
| Shore Bancshares Inc. | 6,832 | 102 | |
| Gladstone Land Corp. | 7,740 | 98 | |
| Business First Bancshares Inc. | 3,974 | 98 | |
| SI Financial Group Inc. | 7,489 | 97 | |
| Parke Bancorp Inc. | 4,622 | 97 | |
| Timberland Bancorp Inc. | 3,406 | 95 | |
| * | Rafael Holdings Inc. Class B | 7,468 | 94 |
| Bank of Commerce Holdings | 8,874 | 94 | |
| * | Entegra Financial Corp. | 4,157 | 93 |
| First Community Corp. | 4,821 | 92 | |
| Safehold Inc. | 4,197 | 92 | |
| Independence Holding Co. | 2,558 | 90 | |
| Prudential Bancorp Inc. | 5,160 | 90 | |
| * | Malvern Bancorp Inc. | 4,442 | 89 |
| ESSA Bancorp Inc. | 5,800 | 89 | |
| First Business Financial Services Inc. | 4,314 | 86 | |
| *,§ | Herbalife Ltd. CVR | 8,750 | 85 |
| Evans Bancorp Inc. | 2,377 | 85 | |
| Associated Capital Group Inc. Class A | 2,140 | 85 | |
| C&F Financial Corp. | 1,671 | 85 | |
| * | Esquire Financial Holdings Inc. | 3,649 | 83 |
| * | NI Holdings Inc. | 5,165 | 83 |
| First Guaranty Bancshares Inc. | 3,954 | 81 | |
| Orrstown Financial Services Inc. | 4,359 | 81 | |
| Bankwell Financial Group Inc. | 2,772 | 81 | |
| Sachem Capital Corp. | 17,836 | 80 | |
| Community Bankers Trust Corp. | 10,847 | 79 | |
| SB Financial Group Inc. | 4,383 | 79 | |
| Donegal Group Inc. Class A | 5,852 | 79 | |
| * | Ashford Inc. | 1,399 | 78 |
| Union Bankshares Inc. | 1,684 | 76 | |
| First Internet Bancorp | 3,880 | 75 | |
| * | Stratus Properties Inc. | 2,756 | 73 |
| MVB Financial Corp. | 4,743 | 72 | |
| Sotherly Hotels Inc. | 10,121 | 69 | |
| Unity Bancorp Inc. | 3,156 | 60 | |
| * | Republic First Bancorp Inc. | 11,103 | 58 |
| 1st Constitution Bancorp | 3,259 | 58 | |
| * | Pacific Mercantile Bancorp | 7,545 | 57 |
| BRT Apartments Corp. | 4,134 | 57 | |
| Griffin Industrial Realty Inc. | 1,523 | 53 | |
| * | Forestar Group Inc. | 3,029 | 52 |
| Peoples Bancorp of North Carolina Inc. | 1,927 | 51 |
| First United Corp. | 2,828 | 49 | |
| * | Aspen Group Inc. | 8,631 | 46 |
| * | Provident Bancorp Inc. | 2,019 | 46 |
| First Choice Bancorp | 2,086 | 45 | |
| Manning & Napier Inc. | 20,773 | 44 | |
| *,^,§ | Tobira Therapeutics CVR Exp. 12/31/2028 | 9,469 | 43 |
| * | Impac Mortgage Holdings Inc. | 10,822 | 42 |
| American River Bankshares | 3,160 | 41 | |
| Blue Capital Reinsurance Holdings Ltd. | 6,006 | 40 | |
| Two River Bancorp | 2,527 | 40 | |
| Silvercrest Asset Management Group Inc. Class A | 2,679 | 38 | |
| First Savings Financial Group Inc. | 703 | 38 | |
| Capstar Financial Holdings Inc. | 2,465 | 36 | |
| AmeriServ Financial Inc. | 8,751 | 35 | |
| Federal Agricultural Mortgage Corp. Class A | 484 | 33 | |
| * | Bank7 Corp. | 1,874 | 33 |
| * | Security National Financial Corp. Class A | 6,574 | 31 |
| Medley Management Inc. Class A | 8,498 | 29 | |
| Old Point Financial Corp. | 1,344 | 28 | |
| Plumas Bancorp | 1,230 | 28 | |
| United Security Bancshares | 2,570 | 27 | |
| Severn Bancorp Inc. | 2,872 | 27 | |
| * | Performant Financial Corp. | 11,486 | 24 |
| *,^ | Riot Blockchain Inc. | 7,199 | 24 |
| * | Elevate Credit Inc. | 5,276 | 23 |
| Greene County Bancorp Inc. | 722 | 22 | |
| Hennessy Advisors Inc. | 2,219 | 21 | |
| * | Metropolitan Bank Holding Corp. | 588 | 20 |
| Ohio Valley Banc Corp. | 544 | 20 | |
| * | Wheeler REIT Inc. | 13,002 | 19 |
| * | Consumer Portfolio Services Inc. | 5,489 | 19 |
| First US Bancshares Inc. | 1,900 | 19 | |
| * | Altisource Asset Management Corp. | 592 | 19 |
| * | PDL Community Bancorp | 1,313 | 18 |
| Citizens First Corp. | 690 | 17 | |
| * | Transcontinental Realty Investors Inc. | 542 | 17 |
| * | Maui Land & Pineapple Co. Inc. | 1,478 | 17 |
| * | Jason Industries Inc. | 11,841 | 17 |
| LCNB Corp. | 953 | 16 | |
| Uniti Group Inc. | 1,458 | 16 | |
| PB Bancorp Inc. | 1,373 | 15 | |
| * | FlexShopper Inc. | 16,024 | 13 |
| Tremont Mortgage Trust | 1,379 | 12 | |
| Condor Hospitality Trust Inc. | 1,282 | 12 | |
| US Global Investors Inc. Class A | 9,831 | 11 | |
| * | Meridian Corp. | 591 | 11 |
| * | HV Bancorp Inc. | 630 | 10 |
| Manhattan Bridge Capital Inc. | 1,586 | 10 | |
| Fidelity D&D Bancorp Inc. | 161 | 10 | |
| * | 1347 Property Insurance Holdings Inc. | 1,775 | 9 |
| * | Bridgewater Bancshares Inc. | 892 | 9 |
| * | Nicholas Financial Inc. | 983 | 9 |
| Bank of South Carolina Corp. | 430 | 8 | |
| * | Capital Bancorp Inc. | 594 | 7 |
| WVS Financial Corp. | 394 | 7 | |
| Sound Financial Bancorp Inc. | 195 | 7 | |
| * | Coastal Financial Corp. | 330 | 6 |
| MSB Financial Corp. | 300 | 5 | |
| * | Atlas Financial Holdings Inc. | 1,931 | 5 |
| * | Community First Bancshares Inc. | 405 | 4 |
| Provident Financial Holdings Inc. | 135 | 3 | |
| * | Asta Funding Inc. | 556 | 3 |
| Southwest Georgia Financial Corp. | 99 | 2 | |
| * | National Holdings Corp. | 672 | 2 |
| Ottawa Bancorp Inc. | 138 | 2 | |
| Bank of the James Financial Group Inc. | 108 | 1 | |
| *,§ | Ambit Biosciences Corp. CVR | 1,900 | 1 |
| * | CPI Card Group Inc. | 296 | 1 |
| * | Broadway Financial Corp. | 546 | 1 |
| Central Federal Corp. | 35 | — | |
| * | Conifer Holdings Inc. | 99 | — |
| * | Novume Solutions Inc. | 95 | — |
| * | Ditech Holding Corp. Warrants 01/31/2028 | 2,531 | — |
| * | Ditech Holding Corp Series B Warrants Exp. 01/31/2028 | 2,008 | — |
| 4,536,214 | |||
| Health Care (7.9%) | |||
| Johnson & Johnson | 2,243,676 | 313,643 | |
| Pfizer Inc. | 4,866,349 | 206,674 | |
| UnitedHealth Group Inc. | 803,386 | 198,645 | |
| Merck & Co. Inc. | 2,191,008 | 182,226 | |
| Abbott Laboratories | 1,469,583 | 117,478 | |
| Medtronic plc | 1,123,780 | 102,354 | |
| AbbVie Inc. | 1,266,935 | 102,102 | |
| Amgen Inc. | 527,292 | 100,175 | |
| Eli Lilly & Co. | 737,040 | 95,638 | |
| Thermo Fisher Scientific Inc. | 333,764 | 91,358 | |
| Gilead Sciences Inc. | 1,086,833 | 70,655 | |
| Bristol-Myers Squibb Co. | 1,379,403 | 65,811 | |
| Anthem Inc. | 217,026 | 62,282 | |
| Becton Dickinson and Co. | 224,056 | 55,954 | |
| * | Celgene Corp. | 588,592 | 55,528 |
| * | Intuitive Surgical Inc. | 95,772 | 54,646 |
| Cigna Corp. | 320,052 | 51,471 | |
| Stryker Corp. | 251,606 | 49,697 | |
| * | Boston Scientific Corp. | 1,159,651 | 44,507 |
| Allergan plc | 281,715 | 41,246 | |
| Zoetis Inc. | 408,373 | 41,111 | |
| * | Vertex Pharmaceuticals Inc. | 214,951 | 39,540 |
| * | Biogen Inc. | 166,917 | 39,456 |
| * | Illumina Inc. | 123,664 | 38,421 |
| Baxter International Inc. | 423,609 | 34,444 | |
| * | Edwards Lifesciences Corp. | 175,280 | 33,536 |
| Humana Inc. | 114,675 | 30,504 | |
| HCA Healthcare Inc. | 230,925 | 30,108 | |
| * | Regeneron Pharmaceuticals Inc. | 68,373 | 28,075 |
| * | Alexion Pharmaceuticals Inc. | 180,224 | 24,363 |
| Zimmer Biomet Holdings Inc. | 173,431 | 22,147 | |
| * | IQVIA Holdings Inc. | 140,239 | 20,173 |
| * | Align Technology Inc. | 64,729 | 18,404 |
| * | Centene Corp. | 328,455 | 17,441 |
| * | IDEXX Laboratories Inc. | 73,849 | 16,513 |
| * | BioMarin Pharmaceutical Inc. | 153,643 | 13,648 |
| * | Laboratory Corp. of America Holdings | 86,297 | 13,202 |
| * | Incyte Corp. | 152,534 | 13,119 |
| ResMed Inc. | 120,329 | 12,511 | |
| Cooper Cos. Inc. | 41,480 | 12,285 | |
| Cardinal Health Inc. | 253,690 | 12,215 | |
| * | Mylan NV | 421,545 | 11,947 |
| * | Hologic Inc. | 245,140 | 11,865 |
| Teleflex Inc. | 38,775 | 11,716 | |
| * | WellCare Health Plans Inc. | 42,297 | 11,410 |
| * | Varian Medical Systems Inc. | 76,613 | 10,858 |
| Quest Diagnostics Inc. | 115,964 | 10,427 | |
| * | ABIOMED Inc. | 36,011 | 10,284 |
| Universal Health Services Inc. Class B | 71,754 | 9,599 | |
| Dentsply Sirona Inc. | 186,601 | 9,254 | |
| * | Exact Sciences Corp. | 105,601 | 9,147 |
| STERIS plc | 70,323 | 9,003 | |
| * | DexCom Inc. | 75,071 | 8,941 |
| * | Ionis Pharmaceuticals Inc. | 106,324 | 8,630 |
| * | Alnylam Pharmaceuticals Inc. | 81,354 | 7,603 |
| * | Molina Healthcare Inc. | 51,386 | 7,295 |
| * | Bluebird Bio Inc. | 45,962 | 7,231 |
| West Pharmaceutical Services Inc. | 64,875 | 7,149 | |
| * | Jazz Pharmaceuticals plc | 49,139 | 7,024 |
| * | Sage Therapeutics Inc. | 42,247 | 6,719 |
| * | Sarepta Therapeutics Inc. | 56,184 | 6,697 |
| * | Neurocrine Biosciences Inc. | 75,548 | 6,656 |
| Bio-Techne Corp. | 33,056 | 6,563 | |
| * | Seattle Genetics Inc. | 88,145 | 6,456 |
| Hill-Rom Holdings Inc. | 60,461 | 6,400 | |
| * | Exelixis Inc. | 257,035 | 6,117 |
| * | DaVita Inc. | 112,654 | 6,116 |
| * | Charles River Laboratories International Inc. | 40,851 | 5,934 |
| * | Masimo Corp. | 41,025 | 5,673 |
| * | Bio-Rad Laboratories Inc. Class A | 17,705 | 5,412 |
| * | PRA Health Sciences Inc. | 48,654 | 5,366 |
| * | Catalent Inc. | 125,010 | 5,074 |
| * | Alkermes plc | 136,872 | 4,994 |
| * | Nektar Therapeutics Class A | 147,790 | 4,966 |
| * | Insulet Corp. | 51,010 | 4,851 |
| * | Array BioPharma Inc. | 194,590 | 4,744 |
| Encompass Health Corp. | 77,973 | 4,554 | |
| * | United Therapeutics Corp. | 37,253 | 4,372 |
| Chemed Corp. | 13,598 | 4,352 | |
| * | Penumbra Inc. | 27,856 | 4,095 |
| * | Horizon Pharma plc | 152,500 | 4,031 |
| * | ICU Medical Inc. | 16,629 | 3,980 |
| * | Haemonetics Corp. | 43,520 | 3,807 |
| * | HealthEquity Inc. | 51,357 | 3,799 |
| * | Syneos Health Inc. | 72,544 | 3,755 |
| * | FibroGen Inc. | 67,646 | 3,677 |
| * | Wright Medical Group NV | 112,316 | 3,532 |
| Bruker Corp. | 90,698 | 3,486 | |
| *,^ | Teladoc Health Inc. | 61,095 | 3,397 |
| * | Novocure Ltd. | 68,164 | 3,283 |
| * | Integra LifeSciences Holdings Corp. | 58,880 | 3,281 |
| * | Amedisys Inc. | 26,540 | 3,271 |
| * | Spark Therapeutics Inc. | 28,594 | 3,256 |
| * | Globus Medical Inc. | 63,999 | 3,162 |
| * | Ultragenyx Pharmaceutical Inc. | 44,847 | 3,111 |
| * Blueprint Medicines Corp. | 37,775 | 3,024 |
| * LHC Group Inc. | 26,217 | 2,906 |
| * Agios Pharmaceuticals Inc. | 41,703 | 2,812 |
| * Amicus Therapeutics Inc. | 197,137 | 2,681 |
| * Tandem Diabetes Care Inc. | 41,055 | 2,607 |
| * Merit Medical Systems Inc. | 41,265 | 2,551 |
| * NuVasive Inc. | 44,796 | 2,544 |
| * Neogen Corp. | 44,147 | 2,534 |
| * ACADIA Pharmaceuticals Inc. | 90,626 | 2,433 |
| * Omnicell Inc. | 29,670 | 2,399 |
| * Tenet Healthcare Corp. | 81,327 | 2,345 |
| * Glaukos Corp. | 29,781 | 2,334 |
| * MEDNAX Inc. | 81,239 | 2,207 |
| Cantel Medical Corp. | 32,753 | 2,191 |
| * Myriad Genetics Inc. | 65,556 | 2,176 |
| * Global Blood Therapeutics Inc. | 40,704 | 2,154 |
| ^ Healthcare Services Group Inc. | 65,206 | 2,151 |
| * Emergent BioSolutions Inc. | 42,036 | 2,124 |
| * Halozyme Therapeutics Inc. | 130,478 | 2,101 |
| * Ligand Pharmaceuticals Inc. | 16,452 | 2,068 |
| * Immunomedics Inc. | 106,211 | 2,040 |
| Ensign Group Inc. | 39,594 | 2,027 |
| * Intercept Pharmaceuticals Inc. | 18,090 | 2,024 |
| * Aerie Pharmaceuticals Inc. | 42,008 | 1,995 |
| * Ironwood Pharmaceuticals Inc. Class A | 144,788 | 1,959 |
| * HMS Holdings Corp. | 65,832 | 1,949 |
| * Avanos Medical Inc. | 45,453 | 1,940 |
| * Repligen Corp. | 31,773 | 1,877 |
| * Insmed Inc. | 62,655 | 1,821 |
| * Medicines Co. | 64,640 | 1,807 |
| * Portola Pharmaceuticals Inc. | 51,792 | 1,797 |
| * BioTelemetry Inc. | 28,455 | 1,782 |
| * Arena Pharmaceuticals Inc. | 39,693 | 1,779 |
| * Zogenix Inc. | 32,055 | 1,763 |
| CONMED Corp. | 21,134 | 1,758 |
| * Quidel Corp. | 26,808 | 1,755 |
| * Mirati Therapeutics Inc. | 23,826 | 1,746 |
| * Acceleron Pharma Inc. | 37,397 | 1,742 |
| * PTC Therapeutics Inc. | 46,083 | 1,735 |
| * REGENXBIO Inc. | 29,422 | 1,686 |
| * MyoKardia Inc. | 32,287 | 1,679 |
| * Nevro Corp. | 26,668 | 1,667 |
| * Invitae Corp. | 68,404 | 1,602 |
| * Amneal Pharmaceuticals Inc. | 108,315 | 1,535 |
| * Mallinckrodt plc | 69,958 | 1,521 |
| * NeoGenomics Inc. | 73,228 | 1,498 |
| Patterson Cos. Inc. | 68,242 | 1,491 |
| * Supernus Pharmaceuticals Inc. | 40,632 | 1,424 |
| * Audentes Therapeutics Inc. | 36,430 | 1,422 |
| * Magellan Health Inc. | 20,556 | 1,355 |
| * Atara Biotherapeutics Inc. | 33,760 | 1,342 |
| * iRhythm Technologies Inc. | 17,639 | 1,322 |
| * Endo International plc | 164,335 | 1,320 |
| * WageWorks Inc. | 34,810 | 1,314 |
| * STAAR Surgical Co. | 37,759 | 1,291 |
| * Select Medical Holdings Corp. | 91,072 | 1,283 |
| * Inogen Inc. | 13,347 | 1,273 |
| * | Medpace Holdings Inc. | 21,410 | 1,263 |
| * | Heron Therapeutics Inc. | 51,649 | 1,262 |
| * | Reata Pharmaceuticals Inc. Class A | 14,243 | 1,217 |
| * | Genomic Health Inc. | 17,339 | 1,215 |
| * | Pacira Pharmaceuticals Inc. | 31,756 | 1,209 |
| * | Puma Biotechnology Inc. | 30,809 | 1,195 |
| *,^ | Denali Therapeutics Inc. | 51,296 | 1,191 |
| * | Xencor Inc. | 38,164 | 1,185 |
| *,^ | Arrowhead Pharmaceuticals Inc. | 64,219 | 1,178 |
| * | Enanta Pharmaceuticals Inc. | 12,315 | 1,176 |
| * | AnaptysBio Inc. | 15,844 | 1,157 |
| * | Momenta Pharmaceuticals Inc. | 78,100 | 1,135 |
| * | Clovis Oncology Inc. | 44,663 | 1,109 |
| * | Iovance Biotherapeutics Inc. | 109,432 | 1,041 |
| * | Natera Inc. | 50,289 | 1,037 |
| * | Cambrex Corp. | 26,646 | 1,035 |
| Atrion Corp. | 1,168 | 1,026 | |
| * | Varex Imaging Corp. | 29,990 | 1,016 |
| * | Brookdale Senior Living Inc. | 154,032 | 1,014 |
| * | Prestige Consumer Healthcare Inc. | 33,606 | 1,005 |
| US Physical Therapy Inc. | 9,228 | 969 | |
| * | Cardiovascular Systems Inc. | 24,994 | 966 |
| * | Corcept Therapeutics Inc. | 81,944 | 962 |
| * | Natus Medical Inc. | 37,700 | 957 |
| * | Spectrum Pharmaceuticals Inc. | 87,309 | 933 |
| *,^ | Guardant Health Inc. | 11,495 | 882 |
| * | MacroGenics Inc. | 48,911 | 879 |
| * | Theravance Biopharma Inc. | 38,179 | 866 |
| * | Editas Medicine Inc. | 35,219 | 861 |
| *,^ | Allakos Inc. | 21,245 | 860 |
| * | Apellis Pharmaceuticals Inc. | 43,222 | 843 |
| * | Intersect ENT Inc. | 26,064 | 838 |
| * | CareDx Inc. | 26,265 | 828 |
| * | Innoviva Inc. | 58,815 | 825 |
| * | Lantheus Holdings Inc. | 33,532 | 821 |
| * | Orthofix Medical Inc. | 14,269 | 805 |
| *,^ | Esperion Therapeutics Inc. | 19,875 | 798 |
| * | Alder Biopharmaceuticals Inc. | 57,977 | 791 |
| Luminex Corp. | 33,538 | 772 | |
| *,^ | TherapeuticsMD Inc. | 158,451 | 772 |
| * | Pacific Biosciences of California Inc. | 104,978 | 759 |
| * | AtriCure Inc. | 28,170 | 755 |
| * | Cymabay Therapeutics Inc. | 56,622 | 752 |
| * | Aimmune Therapeutics Inc. | 33,427 | 747 |
| * | CryoLife Inc. | 25,532 | 745 |
| * | Retrophin Inc. | 32,887 | 744 |
| * | Epizyme Inc. | 59,901 | 742 |
| * | Fate Therapeutics Inc. | 42,216 | 742 |
| * | Vanda Pharmaceuticals Inc. | 40,286 | 741 |
| * | Revance Therapeutics Inc. | 46,692 | 736 |
| * | BioCryst Pharmaceuticals Inc. | 90,009 | 733 |
| * | Dicerna Pharmaceuticals Inc. | 49,424 | 724 |
| * | Rubius Therapeutics Inc. | 39,785 | 720 |
| * | AngioDynamics Inc. | 31,392 | 718 |
| * | Veracyte Inc. | 28,440 | 712 |
| *,^ | Madrigal Pharmaceuticals Inc. | 5,641 | 707 |
| * | Inspire Medical Systems Inc. | 12,063 | 685 |
| * | OraSure Technologies Inc. | 61,357 | 684 |
| * | GlycoMimetics Inc. | 54,824 | 683 |
| *,^ | Acadia Healthcare Co. Inc. | 23,272 | 682 |
| * | R1 RCM Inc. | 70,184 | 679 |
| *,^ | Omeros Corp. | 38,820 | 674 |
| * | Dermira Inc. | 49,601 | 672 |
| * | Radius Health Inc. | 33,567 | 669 |
| * | Eagle Pharmaceuticals Inc. | 13,245 | 669 |
| * | Amphastar Pharmaceuticals Inc. | 32,577 | 666 |
| *,^ | Allogene Therapeutics Inc. | 22,878 | 661 |
| * | Tactile Systems Technology Inc. | 12,440 | 656 |
| * | Sangamo Therapeutics Inc. | 68,253 | 651 |
| * | NanoString Technologies Inc. | 26,856 | 643 |
| * | Intellia Therapeutics Inc. | 36,782 | 628 |
| * | Cerus Corp. | 100,208 | 624 |
| * | Coherus Biosciences Inc. | 45,122 | 615 |
| National HealthCare Corp. | 8,068 | 612 | |
| Meridian Bioscience Inc. | 34,159 | 602 | |
| * | Vericel Corp. | 33,818 | 592 |
| * | ANI Pharmaceuticals Inc. | 8,394 | 592 |
| * | Hanger Inc. | 30,289 | 577 |
| * | HealthStream Inc. | 19,981 | 561 |
| * | Cara Therapeutics Inc. | 27,872 | 547 |
| * | ViewRay Inc. | 72,996 | 539 |
| * | Akebia Therapeutics Inc. | 65,608 | 537 |
| * | Voyager Therapeutics Inc. | 27,907 | 534 |
| * | Rhythm Pharmaceuticals Inc. | 19,399 | 532 |
| * | Tivity Health Inc. | 29,514 | 518 |
| * | Acorda Therapeutics Inc. | 38,904 | 517 |
| * | Triple-S Management Corp. Class B | 22,447 | 512 |
| *,^ | Rockwell Medical Inc. | 89,409 | 509 |
| * | PDL BioPharma Inc. | 136,187 | 507 |
| * | BioSpecifics Technologies Corp. | 7,922 | 494 |
| * | GenMark Diagnostics Inc. | 68,988 | 489 |
| * | CorVel Corp. | 7,449 | 486 |
| * | Addus HomeCare Corp. | 7,613 | 484 |
| * | Heska Corp. | 5,621 | 478 |
| * | Fluidigm Corp. | 35,109 | 467 |
| * | Assembly Biosciences Inc. | 23,568 | 464 |
| *,^ | Accelerate Diagnostics Inc. | 21,795 | 458 |
| * | Accuray Inc. | 95,072 | 453 |
| * | Achillion Pharmaceuticals Inc. | 152,045 | 450 |
| * | Ra Pharmaceuticals Inc. | 20,050 | 449 |
| * | Akorn Inc. | 126,561 | 446 |
| * | Arcus Biosciences Inc. | 35,303 | 441 |
| *,^ | Geron Corp. | 264,770 | 440 |
| * | Intra-Cellular Therapies Inc. | 35,784 | 436 |
| * | Kura Oncology Inc. | 25,894 | 430 |
| * | Osiris Therapeutics Inc. | 22,347 | 425 |
| * | Surmodics Inc. | 9,546 | 415 |
| * | Athenex Inc. | 33,515 | 411 |
| * | Kadmon Holdings Inc. | 151,605 | 400 |
| * | Dynavax Technologies Corp. | 53,440 | 391 |
| * | Tricida Inc. | 9,821 | 379 |
| * | RadNet Inc. | 30,506 | 378 |
| * | SIGA Technologies Inc. | 62,890 | 378 |
| *,^ | Viking Therapeutics Inc. | 37,275 | 371 |
| * | Syros Pharmaceuticals Inc. | 40,182 | 367 |
| * | Adverum Biotechnologies Inc. | 69,973 | 367 |
| Perrigo Co. plc | 7,548 | 364 | |
| * | Axogen Inc. | 17,257 | 363 |
| * | ChemoCentryx Inc. | 26,036 | 362 |
| * | BioLife Solutions Inc. | 20,017 | 358 |
| *,^ | ZIOPHARM Oncology Inc. | 92,554 | 356 |
| * | Antares Pharma Inc. | 116,010 | 352 |
| * | Five Prime Therapeutics Inc. | 26,099 | 350 |
| *,^ | Corbus Pharmaceuticals Holdings Inc. | 50,216 | 349 |
| * | CytomX Therapeutics Inc. | 32,465 | 349 |
| * | Community Health Systems Inc. | 91,956 | 343 |
| * | AMAG Pharmaceuticals Inc. | 26,628 | 343 |
| Invacare Corp. | 40,923 | 343 | |
| LeMaitre Vascular Inc. | 11,044 | 342 | |
| Owens & Minor Inc. | 82,833 | 340 | |
| * | ArQule Inc. | 68,412 | 328 |
| * | Flexion Therapeutics Inc. | 26,189 | 327 |
| * | OrthoPediatrics Corp. | 7,342 | 325 |
| * | Stemline Therapeutics Inc. | 25,188 | 324 |
| *,^ | Senseonics Holdings Inc. | 130,659 | 320 |
| * | Collegium Pharmaceutical Inc. | 21,142 | 320 |
| *,^ | Akcea Therapeutics Inc. | 11,107 | 315 |
| * | RTI Surgical Holdings Inc. | 51,207 | 308 |
| * | Seres Therapeutics Inc. | 44,375 | 305 |
| * | BioDelivery Sciences International Inc. | 56,918 | 302 |
| *,^ | Intrexon Corp. | 57,319 | 302 |
| * | Karyopharm Therapeutics Inc. | 51,309 | 300 |
| * | G1 Therapeutics Inc. | 17,893 | 297 |
| * | Ardelyx Inc. | 104,823 | 294 |
| * | TG Therapeutics Inc. | 35,634 | 287 |
| * | Rocket Pharmaceuticals Inc. | 16,069 | 282 |
| *,^ | MannKind Corp. | 142,720 | 281 |
| * | Anika Therapeutics Inc. | 9,192 | 278 |
| * | Progenics Pharmaceuticals Inc. | 59,856 | 278 |
| *,^ | Inovio Pharmaceuticals Inc. | 74,416 | 278 |
| * | PetIQ Inc. Class A | 8,793 | 276 |
| * | Cytokinetics Inc. | 33,753 | 273 |
| Utah Medical Products Inc. | 3,090 | 273 | |
| * | Paratek Pharmaceuticals Inc. | 50,735 | 272 |
| * | Kindred Biosciences Inc. | 28,450 | 261 |
| * | Xeris Pharmaceuticals Inc. | 25,828 | 259 |
| *,^ | Pulse Biosciences Inc. | 14,626 | 257 |
| * | Catalyst Pharmaceuticals Inc. | 50,417 | 257 |
| * | Apollo Medical Holdings Inc. | 13,697 | 251 |
| *,^ | Homology Medicines Inc. | 8,944 | 248 |
| * | Deciphera Pharmaceuticals Inc. | 10,620 | 246 |
| * | Enzo Biochem Inc. | 89,215 | 244 |
| * | ImmunoGen Inc. | 87,872 | 238 |
| *,^ | Lannett Co. Inc. | 30,199 | 238 |
| * | BioScrip Inc. | 117,538 | 235 |
| * | Bellicum Pharmaceuticals Inc. | 69,323 | 234 |
| * | Agenus Inc. | 78,117 | 232 |
| * | Concert Pharmaceuticals Inc. | 19,096 | 230 |
| * | Cutera Inc. | 12,390 | 219 |
| * | Minerva Neurosciences Inc. | 27,569 | 217 |
| * | Tetraphase Pharmaceuticals Inc. | 161,327 | 216 |
| * | MediciNova Inc. | 25,702 | 213 |
| * | Kiniksa Pharmaceuticals Ltd. Class A | 11,665 | 211 |
| * | Abeona Therapeutics Inc. | 27,986 | 206 |
| * | Krystal Biotech Inc. | 6,067 | 200 |
| *,^ | XOMA Corp. | 15,975 | 198 |
| * | Quanterix Corp. | 7,461 | 193 |
| *,^ | UNITY Biotechnology Inc. | 23,753 | 193 |
| * | KalVista Pharmaceuticals Inc. | 6,551 | 187 |
| * | Rigel Pharmaceuticals Inc. | 72,736 | 187 |
| * | Avid Bioservices Inc. | 43,517 | 185 |
| * | Tocagen Inc. | 16,929 | 184 |
| * | Aclaris Therapeutics Inc. | 30,372 | 182 |
| *,^ | Surgery Partners Inc. | 15,873 | 179 |
| * | Calithera Biosciences Inc. | 26,428 | 178 |
| * | Eloxx Pharmaceuticals Inc. | 14,656 | 171 |
| * | Marinus Pharmaceuticals Inc. | 40,923 | 171 |
| *,^ | Novavax Inc. | 308,616 | 170 |
| *,^ | Helius Medical Technologies Inc. Class A | 25,343 | 169 |
| * | Protagonist Therapeutics Inc. | 13,165 | 165 |
| * | Aldeyra Therapeutics Inc. | 18,112 | 164 |
| * | SeaSpine Holdings Corp. | 10,657 | 161 |
| * | Kezar Life Sciences Inc. | 8,751 | 155 |
| * | Eiger BioPharmaceuticals Inc. | 11,095 | 155 |
| *,^ | Axsome Therapeutics Inc. | 10,535 | 150 |
| * | Alector Inc. | 7,976 | 149 |
| * | Mersana Therapeutics Inc. | 28,104 | 148 |
| *,^ | AcelRx Pharmaceuticals Inc. | 42,458 | 148 |
| * | CytoSorbents Corp. | 19,216 | 145 |
| * | Conformis Inc. | 50,053 | 144 |
| * | Scholar Rock Holding Corp. | 7,594 | 143 |
| *,^ | CorMedix Inc. | 14,815 | 140 |
| *,^ | CASI Pharmaceuticals Inc. | 48,675 | 140 |
| *,^ | Corindus Vascular Robotics Inc. | 79,184 | 138 |
| *,^ | Galectin Therapeutics Inc. | 26,902 | 137 |
| * | Apyx Medical Corp. | 21,359 | 135 |
| * | Aeglea BioTherapeutics Inc. | 16,581 | 133 |
| * | Gossamer Bio Inc. | 5,889 | 128 |
| * | Chimerix Inc. | 57,135 | 120 |
| *,^ | Evolus Inc. | 5,308 | 120 |
| * | FONAR Corp. | 5,825 | 119 |
| * | SI-BONE Inc. | 6,267 | 118 |
| * | Menlo Therapeutics Inc. | 15,038 | 118 |
| *,^ | PolarityTE Inc. | 10,958 | 117 |
| * | Spring Bank Pharmaceuticals Inc. | 10,918 | 115 |
| * | Crinetics Pharmaceuticals Inc. | 4,921 | 112 |
| *,^ | Dova Pharmaceuticals Inc. | 12,543 | 112 |
| *,^ | Magenta Therapeutics Inc. | 6,759 | 111 |
| * | Harvard Bioscience Inc. | 25,649 | 111 |
| * | Agile Therapeutics Inc. | 66,272 | 100 |
| * | Assertio Therapeutics Inc. | 19,722 | 100 |
| * | OPKO Health Inc. | 37,549 | 98 |
| * | Celcuity Inc. | 4,354 | 95 |
| * | Chiasma Inc. | 17,909 | 93 |
| * | Oncocyte Corp. | 23,057 | 91 |
| *,^ | Palatin Technologies Inc. | 92,694 | 91 |
| * | Recro Pharma Inc. | 15,149 | 89 |
| * | Harrow Health Inc. | 17,757 | 88 |
| * | Synlogic Inc. | 11,484 | 87 |
| *,^ | Adamis Pharmaceuticals Corp. | 41,067 | 87 |
| * | Capital Senior Living Corp. | 21,578 | 86 |
| * | Organovo Holdings Inc. | 84,939 | 84 |
| *,^ | ADMA Biologics Inc. | 22,171 | 84 |
| *,^ | Ekso Bionics Holdings Inc. | 33,062 | 83 |
| *,^ | BioTime Inc. | 60,466 | 79 |
| * | Misonix Inc. | 4,061 | 78 |
| *,^ | Moderna Inc. | 3,810 | 78 |
| * | iRadimed Corp. | 2,691 | 76 |
| * | Joint Corp. | 4,679 | 74 |
| * | Catalyst Biosciences Inc. | 8,875 | 72 |
| *,^ | CEL-SCI Corp. | 18,616 | 66 |
| * | Liquidia Technologies Inc. | 5,777 | 66 |
| * | EyePoint Pharmaceuticals Inc. | 36,384 | 65 |
| * | Merrimack Pharmaceuticals Inc. | 9,104 | 63 |
| *,^ | Eidos Therapeutics Inc. | 2,613 | 61 |
| * | Principia Biopharma Inc. | 1,789 | 61 |
| * | Fortress Biotech Inc. | 34,017 | 61 |
| *,^ | Catasys Inc. | 4,876 | 60 |
| * | Evelo Biosciences Inc. | 7,420 | 59 |
| * | Acer Therapeutics Inc. | 2,387 | 58 |
| * | Anixa Biosciences Inc. | 12,599 | 57 |
| * | Sensus Healthcare Inc. | 8,033 | 56 |
| * | Cumberland Pharmaceuticals Inc. | 9,187 | 53 |
| * | Chembio Diagnostics Inc. | 9,505 | 53 |
| * | Verastem Inc. | 17,640 | 52 |
| * | Forty Seven Inc. | 3,230 | 52 |
| * | Translate Bio Inc. | 4,946 | 50 |
| * | SCYNEXIS Inc. | 32,901 | 50 |
| * | resTORbio Inc. | 7,227 | 49 |
| * | Cocrystal Pharma Inc. | 17,553 | 48 |
| * | Opiant Pharmaceuticals Inc. | 3,628 | 48 |
| *,^ | Cassava Sciences Inc. | 36,827 | 48 |
| * | Tyme Technologies Inc. | 26,570 | 47 |
| *,^ | Sesen Bio Inc. | 45,389 | 47 |
| * | Checkpoint Therapeutics Inc. | 15,425 | 44 |
| * | Aravive Inc. | 6,119 | 43 |
| * | Y-mAbs Therapeutics Inc. | 1,624 | 43 |
| * | Syndax Pharmaceuticals Inc. | 8,086 | 42 |
| * | Applied Genetic Technologies Corp. | 9,953 | 42 |
| * | Matinas BioPharma Holdings Inc. | 38,158 | 42 |
| * | Odonate Therapeutics Inc. | 1,874 | 41 |
| * | IRIDEX Corp. | 8,974 | 41 |
| * | MEI Pharma Inc. | 13,126 | 40 |
| * | Electromed Inc. | 7,476 | 39 |
| * | BrainStorm Cell Therapeutics Inc. | 8,854 | 38 |
| Psychemedics Corp. | 2,717 | 38 | |
| * | Champions Oncology Inc. | 3,815 | 37 |
| *,^ | SELLAS Life Sciences Group Inc. | 35,500 | 36 |
| * | Miragen Therapeutics Inc. | 12,976 | 36 |
| *,^ | Heat Biologics Inc. | 28,258 | 36 |
| * | Verrica Pharmaceuticals Inc. | 3,316 | 36 |
| * | Fulgent Genetics Inc. | 5,918 | 35 |
| * | Alpine Immune Sciences Inc. | 5,130 | 35 |
| * | KemPharm Inc. | 20,749 | 35 |
| * | Alimera Sciences Inc. | 32,384 | 34 |
| * | Neon Therapeutics Inc. | 5,120 | 33 |
| * | Actinium Pharmaceuticals Inc. | 68,434 | 33 |
| * | Vermillion Inc. | 27,757 | 32 |
| * | Athersys Inc. | 21,237 | 32 |
| * | Avenue Therapeutics Inc. | 6,688 | 32 |
| * | Replimune Group Inc. | 2,068 | 31 |
| * | Otonomy Inc. | 11,898 | 31 |
| * | Savara Inc. | 4,243 | 31 |
| * | Ophthotech Corp. | 22,096 | 31 |
| * | T2 Biosystems Inc. | 11,541 | 30 |
| * | Zosano Pharma Corp. | 6,164 | 29 |
| * | InfuSystem Holdings Inc. | 5,867 | 29 |
| * | Pfenex Inc. | 4,726 | 29 |
| * | Ovid therapeutics Inc. | 16,387 | 29 |
| * | Conatus Pharmaceuticals Inc. | 26,615 | 29 |
| * | Achieve Life Sciences Inc. | 8,755 | 28 |
| * | Molecular Templates Inc. | 4,859 | 28 |
| * | Celsion Corp. | 14,074 | 28 |
| * | Apollo Endosurgery Inc. | 7,315 | 27 |
| Biolase Inc. | 11,167 | 27 | |
| * | Catabasis Pharmaceuticals Inc. | 3,351 | 27 |
| * | Onconova Therapeutics Inc. | 7,900 | 26 |
| * | Surface Oncology Inc. | 5,374 | 26 |
| * | AzurRx BioPharma Inc. | 10,545 | 26 |
| * | Bioxcel Therapeutics Inc. | 2,570 | 25 |
| *,^ | ElectroCore Inc. | 3,624 | 25 |
| * | Precision BioSciences Inc. | 1,399 | 25 |
| * | Clearside Biomedical Inc. | 17,849 | 25 |
| * | Genesis Healthcare Inc. | 16,934 | 24 |
| * | OncoMed Pharmaceuticals Inc. | 23,234 | 24 |
| * | Strata Skin Sciences Inc. | 8,329 | 24 |
| * | AAC Holdings Inc. | 12,819 | 24 |
| * | Aquestive Therapeutics Inc. | 3,344 | 23 |
| *,^ | GTx Inc. | 19,249 | 23 |
| * | OncoSec Medical Inc. | 40,271 | 22 |
| * | Twist Bioscience Corp. | 955 | 22 |
| * | NewLink Genetics Corp. | 10,738 | 21 |
| * | Viveve Medical Inc. | 21,973 | 21 |
| * | Enochian Biosciences Inc. | 2,973 | 21 |
| * | Shockwave Medical Inc. | 611 | 20 |
| *,^ | Genocea Biosciences Inc. | 33,914 | 20 |
| * | Novan Inc. | 20,925 | 20 |
| * | Jounce Therapeutics Inc. | 3,164 | 20 |
| * | Allena Pharmaceuticals Inc. | 2,783 | 20 |
| * | Mustang Bio Inc. | 5,727 | 20 |
| * | Xtant Medical Holdings Inc. | 6,372 | 19 |
| * | Gritstone Oncology Inc. | 1,437 | 19 |
| Digirad Corp. | 20,942 | 19 | |
| *,^ | BioPharmX Corp. | 214,888 | 19 |
| * | Titan Pharmaceuticals Inc. | 10,563 | 19 |
| * | AgeX Therapeutics Inc. | 4,590 | 19 |
| * | Orgenesis Inc. | 3,461 | 18 |
| * | Alphatec Holdings Inc. | 6,567 | 17 |
| *,^ | Sophiris Bio Inc. | 17,225 | 17 |
| * | Vapotherm Inc. | 851 | 17 |
| * | Aileron Therapeutics Inc. | 8,322 | 16 |
| * | ContraFect Corp. | 39,895 | 16 |
| * | Novus Therapeutics Inc. | 3,914 | 16 |
| *,^ | Second Sight Medical Products Inc. | 19,388 | 15 |
| *,^ | Fibrocell Science Inc. | 7,830 | 15 |
| * | CTI BioPharma Corp. | 15,576 | 15 |
| * | Tracon Pharmaceuticals Inc. | 10,884 | 15 |
| * | Anavex Life Sciences Corp. | 4,877 | 15 |
| * | CAS Medical Systems Inc. | 5,986 | 15 |
| ^ | Altimmune Inc. | 4,971 | 14 |
| * | Arvinas Inc. | 962 | 14 |
| * | PhaseBio Pharmaceuticals Inc. | 1,446 | 14 |
| * | Curis Inc. | 6,898 | 14 |
| *,^ | Navidea Biopharmaceuticals Inc. | 99,378 | 14 |
| * | Aptevo Therapeutics Inc. | 15,236 | 14 |
| *,^ | Achaogen Inc. | 29,037 | 13 |
| * | Proteostasis Therapeutics Inc. | 9,655 | 12 |
| *,^ | Trovagene Inc. | 3,233 | 12 |
| *,^ | Leap Therapeutics Inc. | 6,443 | 12 |
| * | Provention Bio Inc. | 5,199 | 12 |
| * | Sorrento Therapeutics Inc. | 2,465 | 12 |
| * | Outlook Therapeutics Inc. | 1,541 | 11 |
| * | CytRx Corp. | 17,980 | 11 |
| * | Millendo Therapeutics Inc. | 756 | 11 |
| * | Caladrius Biosciences Inc. | 3,127 | 11 |
| * | Five Star Senior Living Inc. | 11,520 | 11 |
| * | Kodiak Sciences Inc. | 1,718 | 11 |
| * | aTyr Pharma Inc. | 20,330 | 11 |
| * | AquaBounty Technologies Inc. | 5,078 | 11 |
| * | Vical Inc. | 9,238 | 11 |
| * | Sutro Biopharma Inc. | 955 | 11 |
| * | Sienna Biopharmaceuticals Inc. | 4,685 | 11 |
| *,^ | Obalon Therapeutics Inc. | 7,454 | 11 |
| * | Constellation Pharmaceuticals Inc. | 765 | 10 |
| * | PDS Biotechnology Corp. | 1,395 | 10 |
| * | Evoke Pharma Inc. | 6,755 | 10 |
| * | VIVUS Inc. | 2,271 | 10 |
| * | Vaxart Inc. | 4,638 | 9 |
| * | X4 Pharmaceuticals Inc. | 516 | 9 |
| * | NanoViricides Inc. | 32,759 | 9 |
| * | Cohbar Inc. | 2,678 | 9 |
| * | Sunesis Pharmaceuticals Inc. | 7,041 | 9 |
| * | Moleculin Biotech Inc. | 10,228 | 8 |
| * | Ocular Therapeutix Inc. | 2,071 | 8 |
| * | Soligenix Inc. | 8,654 | 8 |
| * | Cyclacel Pharmaceuticals Inc. | 7,684 | 7 |
| * | Sonoma Pharmaceuticals Inc. | 7,447 | 7 |
| * | Rexahn Pharmaceuticals Inc. | 13,332 | 7 |
| *,^ | Myomo Inc. | 5,475 | 7 |
| * | Soleno Therapeutics Inc. | 3,169 | 7 |
| *,^ | iBio Inc. | 7,387 | 6 |
| *,^ | Teligent Inc. | 5,503 | 6 |
| * | Corvus Pharmaceuticals Inc. | 1,535 | 6 |
| * | American Shared Hospital Services | 2,212 | 6 |
| * | Bellerophon Therapeutics Inc. | 9,328 | 6 |
| * | Aethlon Medical Inc. | 6,001 | 6 |
| *,§ | Omthera Pharmaceuticals Inc. CVR | 9,400 | 6 |
| * | Equillium Inc. | 668 | 5 |
| *,^ | Akers Biosciences Inc. | 5,398 | 5 |
| * | Aptinyx Inc. | 1,201 | 5 |
| *,§ | Seventy Seven Energy Inc. Escrow Line | 42,434 | 5 |
| *,^ | Co-Diagnostics Inc. | 4,193 | 4 |
| * | Histogenics Corp. | 38,207 | 4 |
| * | Neuronetics Inc. | 287 | 4 |
| * | Proteon Therapeutics Inc. | 8,559 | 4 |
| * | Standard Diversified Inc. | 217 | 4 |
| * | Citius Pharmaceuticals Inc. | 2,909 | 4 |
| * | Aevi Genomic Medicine Inc. | 20,633 | 4 |
| * | Synthorx Inc. | 193 | 4 |
| * | ImmuCell Corp. | 596 | 4 |
| *,§ | Media General Inc. CVR | 82,296 | 3 |
| *,^ | Ampio Pharmaceuticals Inc. | 5,621 | 3 |
| * | NovaBay Pharmaceuticals Inc. | 2,583 | 3 |
| * | Capricor Therapeutics Inc. | 6,307 | 3 |
| * | Evofem Biosciences Inc. | 765 | 3 |
| * | Sientra Inc. | 296 | 3 |
| * | Gemphire Therapeutics Inc. | 2,169 | 2 |
| * | PAVmed Inc. | 2,130 | 2 |
| * | XBiotech Inc. | 197 | 2 |
| * | PLx Pharma Inc. | 410 | 2 |
| * | Marker Therapeutics Inc. | 305 | 2 |
| * | IsoRay Inc. | 4,240 | 2 |
| * | Diffusion Pharmaceuticals Inc. | 368 | 1 |
| *,§ | Social Reality Inc. Rights Exp. 12/31/2019 | 7,581 | 1 |
| * | Eyenovia Inc. | 206 | 1 |
| * | Xenetic Biosciences Inc. | 592 | 1 |
| Diversicare Healthcare Services Inc. | 234 | 1 | |
| * | Aerpio Pharmaceuticals Inc. | 1,017 | 1 |
| * | Nobilis Health Corp. | 2,169 | 1 |
| * | RA Medical Systems Inc. | 189 | 1 |
| * | Advaxis Inc. | 99 | 1 |
| * | Milestone Scientific Inc. | 1,319 | — |
| * | Bioanalytical Systems Inc. | 94 | — |
| *,§ | Clinical Data CVR | 9,500 | — |
| § | Wright Medical Group Inc. CVR | 11,147 | — |
| *,§ | NuPathe Inc. CVR | 6,287 | — |
| 3,134,227 | |||
| Industrials (8.1%) | |||
| Boeing Co. | 450,839 | 171,959 | |
| Union Pacific Corp. | 605,429 | 101,228 | |
| 3M Co. | 483,599 | 100,482 | |
| * | PayPal Holdings Inc. | 937,184 | 97,317 |
| Honeywell International Inc. | 612,231 | 97,296 | |
| Accenture plc Class A | 531,938 | 93,632 | |
| United Technologies Corp. | 717,011 | 92,416 | |
| General Electric Co. | 7,307,623 | 73,003 | |
| Danaher Corp. | 536,220 | 70,792 | |
| Caterpillar Inc. | 482,577 | 65,384 | |
| United Parcel Service Inc. Class B | 582,801 | 65,122 | |
| Lockheed Martin Corp. | 203,380 | 61,047 | |
| Automatic Data Processing Inc. | 342,421 | 54,698 | |
| CSX Corp. | 640,384 | 47,914 | |
| Raytheon Co. | 239,063 | 43,529 | |
| Deere & Co. | 268,538 | 42,923 | |
| Norfolk Southern Corp. | 226,211 | 42,277 | |
| Northrop Grumman Corp. | 142,831 | 38,507 | |
| Waste Management Inc. | 348,414 | 36,204 |
| FedEx Corp. | 198,253 | 35,965 |
| Emerson Electric Co. | 518,175 | 35,479 |
| General Dynamics Corp. | 206,332 | 34,928 |
| Illinois Tool Works Inc. | 234,486 | 33,656 |
| Fidelity National Information Services Inc. | 275,048 | 31,108 |
| Sherwin-Williams Co. | 70,330 | 30,292 |
| Roper Technologies Inc. | 87,815 | 30,030 |
| * Fiserv Inc. | 332,805 | 29,380 |
| Eaton Corp. plc | 363,444 | 29,279 |
| * Worldpay Inc. Class A | 253,458 | 28,768 |
| Johnson Controls International plc | 769,888 | 28,440 |
| Amphenol Corp. Class A | 249,040 | 23,519 |
| TE Connectivity Ltd. | 286,567 | 23,140 |
| Ingersoll-Rand plc | 202,364 | 21,845 |
| Agilent Technologies Inc. | 265,745 | 21,361 |
| Paychex Inc. | 264,166 | 21,186 |
| Fortive Corp. | 249,853 | 20,960 |
| PACCAR Inc. | 297,821 | 20,294 |
| Waste Connections Inc. | 222,700 | 19,729 |
| Cummins Inc. | 124,833 | 19,707 |
| * Square Inc. | 257,567 | 19,297 |
| Willis Towers Watson plc | 106,457 | 18,699 |
| Parker-Hannifin Corp. | 108,871 | 18,684 |
| * TransDigm Group Inc. | 40,903 | 18,570 |
| Global Payments Inc. | 134,826 | 18,406 |
| Rockwell Automation Inc. | 102,059 | 17,907 |
| * FleetCor Technologies Inc. | 72,158 | 17,793 |
| Stanley Black & Decker Inc. | 126,801 | 17,267 |
| Verisk Analytics Inc. Class A | 125,944 | 16,751 |
| AMETEK Inc. | 194,607 | 16,147 |
| Ball Corp. | 273,266 | 15,811 |
| * Mettler-Toledo International Inc. | 20,934 | 15,135 |
| Fastenal Co. | 234,883 | 15,105 |
| * Waters Corp. | 59,862 | 15,068 |
| Cintas Corp. | 72,488 | 14,651 |
| * CoStar Group Inc. | 31,140 | 14,524 |
| L3 Technologies Inc. | 67,013 | 13,829 |
| * Keysight Technologies Inc. | 157,307 | 13,717 |
| Republic Services Inc. Class A | 169,698 | 13,640 |
| Vulcan Materials Co. | 112,586 | 13,330 |
| Total System Services Inc. | 134,147 | 12,745 |
| Xylem Inc. | 151,968 | 12,012 |
| WW Grainger Inc. | 39,818 | 11,982 |
| * First Data Corp. Class A | 456,113 | 11,982 |
| Dover Corp. | 120,442 | 11,297 |
| Expeditors International of Washington Inc. | 146,304 | 11,104 |
| Martin Marietta Materials Inc. | 52,892 | 10,641 |
| TransUnion | 157,423 | 10,522 |
| Broadridge Financial Solutions Inc. | 100,779 | 10,450 |
| Kansas City Southern | 86,988 | 10,089 |
| CH Robinson Worldwide Inc. | 113,191 | 9,847 |
| Masco Corp. | 248,640 | 9,774 |
| IDEX Corp. | 63,902 | 9,697 |
| * Zebra Technologies Corp. | 46,264 | 9,694 |
| Textron Inc. | 190,192 | 9,635 |
| PerkinElmer Inc. | 96,446 | 9,294 |
| Old Dominion Freight Line Inc. | 63,107 | 9,112 | |
| Jack Henry & Associates Inc. | 64,744 | 8,983 | |
| * | Trimble Inc. | 222,055 | 8,971 |
| Jacobs Engineering Group Inc. | 119,219 | 8,964 | |
| Westrock Co. | 222,838 | 8,546 | |
| Lennox International Inc. | 31,737 | 8,391 | |
| Spirit AeroSystems Holdings Inc. Class A | 90,879 | 8,318 | |
| Packaging Corp. of America | 80,789 | 8,029 | |
| Wabtec Corp. | 108,403 | 7,991 | |
| JB Hunt Transport Services Inc. | 76,454 | 7,744 | |
| * | United Rentals Inc. | 65,862 | 7,525 |
| HEICO Corp. Class A | 89,208 | 7,499 | |
| * | WEX Inc. | 38,693 | 7,429 |
| Huntington Ingalls Industries Inc. | 35,418 | 7,339 | |
| Snap-on Inc. | 46,659 | 7,303 | |
| Cognex Corp. | 141,605 | 7,202 | |
| Allegion plc | 78,028 | 7,078 | |
| Arconic Inc. | 365,687 | 6,988 | |
| Graco Inc. | 140,839 | 6,974 | |
| Alliance Data Systems Corp. | 39,632 | 6,935 | |
| AO Smith Corp. | 122,784 | 6,547 | |
| Pentair plc | 145,544 | 6,478 | |
| * | Crown Holdings Inc. | 117,874 | 6,432 |
| Robert Half International Inc. | 98,384 | 6,411 | |
| * | HD Supply Holdings Inc. | 147,570 | 6,397 |
| * | Teledyne Technologies Inc. | 26,961 | 6,390 |
| * | Fair Isaac Corp. | 23,403 | 6,357 |
| Sealed Air Corp. | 137,705 | 6,343 | |
| Booz Allen Hamilton Holding Corp. Class A | 108,710 | 6,320 | |
| * | Sensata Technologies Holding plc | 135,760 | 6,112 |
| * | Euronet Worldwide Inc. | 42,390 | 6,044 |
| Carlisle Cos. Inc. | 49,275 | 6,042 | |
| * | Berry Global Group Inc. | 111,549 | 6,009 |
| Nordson Corp. | 45,284 | 6,001 | |
| Toro Co. | 85,520 | 5,887 | |
| * | Arrow Electronics Inc. | 74,897 | 5,772 |
| Donaldson Co. Inc. | 112,601 | 5,637 | |
| FLIR Systems Inc. | 117,387 | 5,585 | |
| Hubbell Inc. Class B | 45,952 | 5,421 | |
| Universal Display Corp. | 34,556 | 5,282 | |
| Xerox Corp. | 162,989 | 5,212 | |
| Sonoco Products Co. | 83,971 | 5,167 | |
| AptarGroup Inc. | 48,005 | 5,107 | |
| Flowserve Corp. | 112,885 | 5,096 | |
| Hexcel Corp. | 71,026 | 4,912 | |
| National Instruments Corp. | 109,671 | 4,865 | |
| Genpact Ltd. | 135,198 | 4,756 | |
| ManpowerGroup Inc. | 57,015 | 4,715 | |
| *,^ | XPO Logistics Inc. | 86,575 | 4,653 |
| Fluor Corp. | 125,623 | 4,623 | |
| ITT Inc. | 78,741 | 4,567 | |
| Quanta Services Inc. | 119,917 | 4,526 | |
| Oshkosh Corp. | 60,085 | 4,514 | |
| Owens Corning | 95,063 | 4,479 | |
| Allison Transmission Holdings Inc. | 98,718 | 4,434 | |
| * | Stericycle Inc. | 81,003 | 4,408 |
| Woodward Inc. | 46,372 | 4,400 |
| * IPG Photonics Corp. | 28,783 | 4,369 |
| MDU Resources Group Inc. | 164,501 | 4,249 |
| Lincoln Electric Holdings Inc. | 50,613 | 4,245 |
| * Genesee & Wyoming Inc. Class A | 47,846 | 4,169 |
| Avnet Inc. | 94,845 | 4,113 |
| Acuity Brands Inc. | 34,007 | 4,081 |
| Insperity Inc. | 32,570 | 4,028 |
| Bemis Co. Inc. | 71,630 | 3,974 |
| MAXIMUS Inc. | 55,931 | 3,970 |
| Watsco Inc. | 27,444 | 3,930 |
| Landstar System Inc. | 35,781 | 3,914 |
| nVent Electric plc | 144,767 | 3,906 |
| * AECOM | 130,540 | 3,873 |
| AGCO Corp. | 55,166 | 3,837 |
| Littelfuse Inc. | 19,971 | 3,644 |
| Curtiss-Wright Corp. | 31,813 | 3,606 |
| * Kirby Corp. | 46,794 | 3,515 |
| Knight-Swift Transportation Holdings Inc. | 107,172 | 3,502 |
| BWX Technologies Inc. | 70,431 | 3,492 |
| Graphic Packaging Holding Co. | 275,726 | 3,482 |
| Crane Co. | 40,707 | 3,445 |
| Brink's Co. | 44,794 | 3,378 |
| EMCOR Group Inc. | 45,831 | 3,349 |
| Jabil Inc. | 124,255 | 3,304 |
| Armstrong World Industries Inc. | 40,924 | 3,250 |
| * Gardner Denver Holdings Inc. | 113,015 | 3,143 |
| MSC Industrial Direct Co. Inc. Class A | 37,005 | 3,061 |
| * Trex Co. Inc. | 49,146 | 3,023 |
| * Allegheny Technologies Inc. | 117,934 | 3,016 |
| Regal Beloit Corp. | 35,861 | 2,936 |
| * Clean Harbors Inc. | 41,006 | 2,933 |
| Eagle Materials Inc. | 34,583 | 2,915 |
| MSA Safety Inc. | 27,943 | 2,889 |
| * Coherent Inc. | 20,343 | 2,883 |
| Louisiana-Pacific Corp. | 117,545 | 2,866 |
| * RBC Bearings Inc. | 22,201 | 2,823 |
| * Axon Enterprise Inc. | 51,756 | 2,816 |
| * Generac Holdings Inc. | 54,446 | 2,789 |
| Air Lease Corp. Class A | 81,158 | 2,788 |
| Ryder System Inc. | 44,114 | 2,735 |
| Kennametal Inc. | 71,830 | 2,640 |
| Tetra Tech Inc. | 44,057 | 2,625 |
| * ASGN Inc. | 41,067 | 2,607 |
| Macquarie Infrastructure Corp. | 62,224 | 2,565 |
| * MasTec Inc. | 53,187 | 2,558 |
| Barnes Group Inc. | 49,389 | 2,539 |
| Timken Co. | 57,087 | 2,490 |
| * FTI Consulting Inc. | 32,230 | 2,476 |
| * Rogers Corp. | 15,527 | 2,467 |
| * Mercury Systems Inc. | 37,921 | 2,430 |
| * CoreLogic Inc. | 64,925 | 2,419 |
| John Bean Technologies Corp. | 26,298 | 2,417 |
| Owens-Illinois Inc. | 127,182 | 2,414 |
| Otter Tail Corp. | 48,372 | 2,410 |
| Moog Inc. Class A | 27,647 | 2,404 |
| Korn Ferry | 52,673 | 2,359 |
| * Aerojet Rocketdyne Holdings Inc. | 64,851 | 2,304 |
| Exponent Inc. | 39,831 | 2,299 |
| GATX Corp. | 29,936 | 2,286 |
| * Proto Labs Inc. | 21,701 | 2,282 |
| * Paylocity Holding Corp. | 25,303 | 2,257 |
| Valmont Industries Inc. | 17,193 | 2,237 |
| * Novanta Inc. | 26,275 | 2,226 |
| * Conduent Inc. | 160,516 | 2,220 |
| Simpson Manufacturing Co. Inc. | 37,287 | 2,210 |
| EnerSys | 33,838 | 2,205 |
| * WESCO International Inc. | 41,328 | 2,191 |
| * SiteOne Landscape Supply Inc. | 38,102 | 2,178 |
| KBR Inc. | 114,014 | 2,177 |
| * Resideo Technologies Inc. | 110,595 | 2,133 |
| Covanta Holding Corp. | 122,218 | 2,116 |
| Brady Corp. Class A | 44,898 | 2,084 |
| * Rexnord Corp. | 82,775 | 2,081 |
| Trinity Industries Inc. | 95,160 | 2,068 |
| * TopBuild Corp. | 31,321 | 2,030 |
| Vishay Intertechnology Inc. | 109,825 | 2,028 |
| ABM Industries Inc. | 55,279 | 2,009 |
| USG Corp. | 45,830 | 1,984 |
| * II-VI Inc. | 52,759 | 1,965 |
| * TriNet Group Inc. | 32,753 | 1,957 |
| * Integer Holdings Corp. | 25,323 | 1,910 |
| Terex Corp. | 58,742 | 1,887 |
| Applied Industrial Technologies Inc. | 31,337 | 1,864 |
| UniFirst Corp. | 12,012 | 1,844 |
| * AMN Healthcare Services Inc. | 38,839 | 1,829 |
| Belden Inc. | 33,434 | 1,795 |
| Silgan Holdings Inc. | 60,034 | 1,779 |
| Watts Water Technologies Inc. Class A | 21,653 | 1,750 |
| World Fuel Services Corp. | 59,103 | 1,708 |
| * Beacon Roofing Supply Inc. | 52,828 | 1,699 |
| Kaman Corp. | 28,305 | 1,654 |
| Granite Construction Inc. | 38,200 | 1,648 |
| Albany International Corp. | 22,951 | 1,643 |
| * Cimpress NV | 20,406 | 1,635 |
| Franklin Electric Co. Inc. | 31,995 | 1,635 |
| Universal Forest Products Inc. | 54,110 | 1,617 |
| * Plexus Corp. | 26,255 | 1,600 |
| * Advanced Disposal Services Inc. | 56,786 | 1,590 |
| * Sanmina Corp. | 54,538 | 1,573 |
| * ExlService Holdings Inc. | 26,188 | 1,572 |
| * Summit Materials Inc. Class A | 98,808 | 1,568 |
| Altra Industrial Motion Corp. | 50,074 | 1,555 |
| Forward Air Corp. | 24,002 | 1,554 |
| AAON Inc. | 33,302 | 1,538 |
| * Fabrinet | 29,235 | 1,531 |
| * Pluralsight Inc. Class A | 47,671 | 1,513 |
| Triton International Ltd. | 48,572 | 1,511 |
| Comfort Systems USA Inc. | 28,368 | 1,486 |
| * Navistar International Corp. | 45,530 | 1,471 |
| Mueller Industries Inc. | 46,686 | 1,463 |
| * Anixter International Inc. | 25,680 | 1,441 |
| Deluxe Corp. | 31,905 | 1,395 |
| * Builders FirstSource Inc. | 102,562 | 1,368 |
| * Livent Corp. | 108,485 | 1,332 |
| ESCO Technologies Inc. | 19,798 | 1,327 |
| * Itron Inc. | 28,204 | 1,316 |
| Cubic Corp. | 23,315 | 1,311 |
| * Colfax Corp. | 44,051 | 1,307 |
| * Knowles Corp. | 73,920 | 1,303 |
| * Harsco Corp. | 64,301 | 1,296 |
| Werner Enterprises Inc. | 37,897 | 1,294 |
| EVERTEC Inc. | 46,476 | 1,293 |
| * Casella Waste Systems Inc. Class A | 36,307 | 1,291 |
| Rush Enterprises Inc. Class A | 30,771 | 1,287 |
| Mueller Water Products Inc. Class A | 127,472 | 1,280 |
| * SPX Corp. | 36,701 | 1,277 |
| Badger Meter Inc. | 22,677 | 1,262 |
| * Saia Inc. | 20,620 | 1,260 |
| Mobile Mini Inc. | 36,556 | 1,241 |
| Federal Signal Corp. | 47,478 | 1,234 |
| * Masonite International Corp. | 24,659 | 1,230 |
| Matson Inc. | 33,789 | 1,219 |
| Actuant Corp. Class A | 49,872 | 1,215 |
| Schneider National Inc. Class B | 57,001 | 1,200 |
| * SPX FLOW Inc. | 37,211 | 1,187 |
| * Aerovironment Inc. | 17,297 | 1,183 |
| * OSI Systems Inc. | 13,371 | 1,171 |
| * Ambarella Inc. | 27,095 | 1,171 |
| * JELD-WEN Holding Inc. | 65,589 | 1,158 |
| EnPro Industries Inc. | 17,905 | 1,154 |
| Raven Industries Inc. | 29,881 | 1,147 |
| * Kratos Defense & Security Solutions Inc. | 72,682 | 1,136 |
| ICF International Inc. | 14,915 | 1,135 |
| HEICO Corp. | 11,829 | 1,122 |
| * Gibraltar Industries Inc. | 27,604 | 1,121 |
| * TriMas Corp. | 36,464 | 1,102 |
| ManTech International Corp. Class A | 20,404 | 1,102 |
| * Air Transport Services Group Inc. | 47,003 | 1,083 |
| * Cardtronics plc Class A | 30,364 | 1,080 |
| Sun Hydraulics Corp. | 22,985 | 1,069 |
| * Hub Group Inc. Class A | 25,892 | 1,058 |
| McGrath RentCorp | 18,645 | 1,055 |
| * Dycom Industries Inc. | 22,704 | 1,043 |
| Benchmark Electronics Inc. | 38,990 | 1,024 |
| Aircastle Ltd. | 49,992 | 1,012 |
| * Atlas Air Worldwide Holdings Inc. | 19,880 | 1,005 |
| US Ecology Inc. | 17,794 | 996 |
| * Sykes Enterprises Inc. | 34,764 | 983 |
| * BMC Stock Holdings Inc. | 53,961 | 954 |
| Tennant Co. | 15,245 | 947 |
| Encore Wire Corp. | 16,489 | 944 |
| * Huron Consulting Group Inc. | 19,807 | 935 |
| Apogee Enterprises Inc. | 24,629 | 923 |
| Methode Electronics Inc. | 31,113 | 895 |
| AAR Corp. | 27,447 | 892 |
| Boise Cascade Co. | 33,040 | 884 |
| * Verra Mobility Corp. | 73,465 | 874 |
| Greif Inc. Class A | 20,834 | 859 |
| Greenbrier Cos. Inc. | 26,444 | 852 |
| * TrueBlue Inc. | 36,032 | 852 |
| Lindsay Corp. | 8,740 | 846 |
| * | Installed Building Products Inc. | 17,167 | 833 |
| * | MACOM Technology Solutions Holdings Inc. | 49,798 | 832 |
| Standex International Corp. | 11,295 | 829 | |
| * | Atkore International Group Inc. | 38,131 | 821 |
| * | CBIZ Inc. | 40,045 | 811 |
| MTS Systems Corp. | 14,798 | 806 | |
| * | Continental Building Products Inc. | 32,437 | 804 |
| Advanced Drainage Systems Inc. | 30,765 | 793 | |
| Astec Industries Inc. | 20,885 | 789 | |
| Navigant Consulting Inc. | 40,309 | 785 | |
| * | Patrick Industries Inc. | 17,198 | 779 |
| Alamo Group Inc. | 7,726 | 772 | |
| *,^ | Inovalon Holdings Inc. Class A | 61,724 | 767 |
| Primoris Services Corp. | 36,767 | 760 | |
| Kadant Inc. | 8,634 | 759 | |
| Griffon Corp. | 40,709 | 752 | |
| KEMET Corp. | 43,831 | 744 | |
| * | US Concrete Inc. | 17,940 | 743 |
| AVX Corp. | 42,688 | 740 | |
| * | SEACOR Holdings Inc. | 17,439 | 737 |
| Heartland Express Inc. | 37,643 | 726 | |
| CTS Corp. | 24,287 | 713 | |
| Triumph Group Inc. | 37,042 | 706 | |
| * | Tutor Perini Corp. | 40,140 | 687 |
| AZZ Inc. | 16,774 | 687 | |
| H&E Equipment Services Inc. | 26,864 | 675 | |
| Kforce Inc. | 18,809 | 661 | |
| Argan Inc. | 13,190 | 659 | |
| GrafTech International Ltd. | 51,475 | 658 | |
| * | Astronics Corp. | 19,792 | 648 |
| * | Milacron Holdings Corp. | 56,997 | 645 |
| ADT Inc. | 100,440 | 642 | |
| Douglas Dynamics Inc. | 16,740 | 637 | |
| Wabash National Corp. | 46,065 | 624 | |
| * | GreenSky Inc. Class A | 48,023 | 621 |
| ArcBest Corp. | 20,057 | 618 | |
| * | Everi Holdings Inc. | 58,673 | 617 |
| * | Thermon Group Holdings Inc. | 25,165 | 617 |
| * | TTM Technologies Inc. | 52,216 | 613 |
| * | Gates Industrial Corp. plc | 42,411 | 608 |
| * | Manitowoc Co. Inc. | 36,777 | 604 |
| Mesa Laboratories Inc. | 2,578 | 594 | |
| * | FARO Technologies Inc. | 13,388 | 588 |
| Global Brass & Copper Holdings Inc. | 16,950 | 584 | |
| Heidrick & Struggles International Inc. | 15,142 | 580 | |
| * | GMS Inc. | 38,024 | 575 |
| Kelly Services Inc. Class A | 25,590 | 565 | |
| * | Echo Global Logistics Inc. | 22,509 | 558 |
| Quanex Building Products Corp. | 34,869 | 554 | |
| * | CIRCOR International Inc. | 16,867 | 550 |
| Gorman-Rupp Co. | 16,080 | 546 | |
| Marten Transport Ltd. | 29,621 | 528 | |
| DMC Global Inc. | 10,595 | 526 | |
| Columbus McKinnon Corp. | 15,129 | 520 | |
| * | PGT Innovations Inc. | 36,708 | 508 |
| Cass Information Systems Inc. | 10,620 | 502 | |
| * | Evo Payments Inc. Class A | 17,203 | 500 |
| Myers Industries Inc. | 29,048 | 497 | |
| TTEC Holdings Inc. | 13,647 | 494 | |
| * | DXP Enterprises Inc. | 12,487 | 486 |
| Hyster-Yale Materials Handling Inc. | 7,759 | 484 | |
| Ennis Inc. | 22,944 | 476 | |
| Barrett Business Services Inc. | 6,077 | 470 | |
| * | NV5 Global Inc. | 7,889 | 468 |
| Briggs & Stratton Corp. | 39,405 | 466 | |
| * | Aegion Corp. Class A | 26,523 | 466 |
| * | MYR Group Inc. | 13,120 | 454 |
| * | Vicor Corp. | 14,344 | 445 |
| Quad/Graphics Inc. | 36,770 | 438 | |
| * | Veeco Instruments Inc. | 40,235 | 436 |
| * | Team Inc. | 24,450 | 428 |
| * | NCI Building Systems Inc. | 68,626 | 423 |
| * | CAI International Inc. | 17,614 | 409 |
| Resources Connection Inc. | 24,685 | 408 | |
| * | Donnelley Financial Solutions Inc. | 27,310 | 406 |
| * | Heritage-Crystal Clean Inc. | 14,261 | 391 |
| * | Great Lakes Dredge & Dock Corp. | 43,760 | 390 |
| * | Wesco Aircraft Holdings Inc. | 44,014 | 387 |
| * | Ducommun Inc. | 8,885 | 387 |
| NVE Corp. | 3,806 | 373 | |
| * | Daseke Inc. | 69,618 | 354 |
| National Research Corp. | 8,993 | 347 | |
| Multi-Color Corp. | 6,779 | 338 | |
| * | Foundation Building Materials Inc. | 34,021 | 335 |
| REV Group Inc. | 30,284 | 332 | |
| NN Inc. | 43,785 | 328 | |
| * | International Seaways Inc. | 18,754 | 321 |
| * | Kimball Electronics Inc. | 20,481 | 317 |
| * | Armstrong Flooring Inc. | 23,120 | 314 |
| *,^ | CryoPort Inc. | 24,097 | 311 |
| Maxar Technologies Inc. | 75,240 | 302 | |
| Park Electrochemical Corp. | 19,093 | 300 | |
| * | Willdan Group Inc. | 8,086 | 300 |
| CRA International Inc. | 5,930 | 300 | |
| RR Donnelley & Sons Co. | 62,200 | 294 | |
| * | Sterling Construction Co. Inc. | 22,643 | 284 |
| * | Landec Corp. | 22,177 | 272 |
| * | Lydall Inc. | 11,506 | 270 |
| Insteel Industries Inc. | 12,557 | 263 | |
| Miller Industries Inc. | 8,281 | 255 | |
| * | Eagle Bulk Shipping Inc. | 54,496 | 253 |
| * | Vishay Precision Group Inc. | 7,260 | 248 |
| *,^ | Energy Recovery Inc. | 28,300 | 247 |
| *,^ | Energous Corp. | 37,817 | 240 |
| * | Covenant Transportation Group Inc. Class A | 12,548 | 238 |
| * | Control4 Corp. | 14,034 | 238 |
| * | ShotSpotter Inc. | 6,113 | 236 |
| * | Era Group Inc. | 20,437 | 236 |
| Spartan Motors Inc. | 26,295 | 232 | |
| Park-Ohio Holdings Corp. | 7,030 | 228 | |
| * | Commercial Vehicle Group Inc. | 29,386 | 225 |
| * | Cross Country Healthcare Inc. | 30,721 | 216 |
| * | Franklin Covey Co. | 8,348 | 211 |
| * | Radiant Logistics Inc. | 33,408 | 210 |
| VSE Corp. | 6,500 | 205 | |
| Hurco Cos. Inc. | 5,051 | 204 | |
| Advanced Emissions Solutions Inc. | 17,543 | 203 | |
| Omega Flex Inc. | 2,665 | 202 | |
| Daktronics Inc. | 27,019 | 201 | |
| * | Mistras Group Inc. | 14,447 | 200 |
| * | CECO Environmental Corp. | 26,869 | 193 |
| B. Riley Financial Inc. | 11,544 | 193 | |
| Powell Industries Inc. | 7,254 | 193 | |
| Allied Motion Technologies Inc. | 5,591 | 192 | |
| * | Blue Bird Corp. | 11,011 | 186 |
| * | Napco Security Technologies Inc. | 8,832 | 183 |
| Bel Fuse Inc. Class B | 7,191 | 182 | |
| BG Staffing Inc. | 8,185 | 179 | |
| * | Northwest Pipe Co. | 7,317 | 176 |
| * | UFP Technologies Inc. | 4,245 | 159 |
| Crawford & Co. Class A | 16,065 | 148 | |
| * | Twin Disc Inc. | 8,834 | 147 |
| ^ | EVI Industries Inc. | 3,846 | 147 |
| * | GP Strategies Corp. | 11,933 | 145 |
| Eastern Co. | 4,598 | 127 | |
| * | Acacia Research Corp. | 38,613 | 126 |
| * | LB Foster Co. Class A | 6,452 | 121 |
| * | PRGX Global Inc. | 15,228 | 121 |
| Graham Corp. | 6,141 | 121 | |
| * | Lincoln Educational Services Corp. | 37,648 | 117 |
| * | CyberOptics Corp. | 6,679 | 114 |
| * | Evolent Health Inc. Class A | 8,886 | 112 |
| * | Transcat Inc. | 4,840 | 111 |
| * | Manitex International Inc. | 14,516 | 111 |
| * | Information Services Group Inc. | 29,685 | 111 |
| Universal Logistics Holdings Inc. | 5,573 | 110 | |
| NACCO Industries Inc. Class A | 2,823 | 108 | |
| * | IES Holdings Inc. | 5,998 | 107 |
| * | IntriCon Corp. | 4,234 | 106 |
| Greif Inc. Class B | 2,101 | 103 | |
| * | Iteris Inc. | 23,691 | 99 |
| United States Lime & Minerals Inc. | 1,281 | 99 | |
| * | Nuvectra Corp. | 8,905 | 98 |
| * | Intevac Inc. | 15,339 | 94 |
| *,^ | Aqua Metals Inc. | 30,246 | 93 |
| * | Turtle Beach Corp. | 7,983 | 91 |
| * | USA Truck Inc. | 6,111 | 88 |
| * | Lawson Products Inc. | 2,806 | 88 |
| * | PAM Transportation Services Inc. | 1,626 | 80 |
| * | ARC Document Solutions Inc. | 34,251 | 76 |
| * | Hudson Technologies Inc. | 38,729 | 75 |
| * | Universal Technical Institute Inc. | 21,283 | 73 |
| * | BlueLinx Holdings Inc. | 2,692 | 72 |
| Crawford & Co. Class B | 7,813 | 71 | |
| * | UQM Technologies Inc. | 41,712 | 69 |
| * | ExOne Co. | 7,987 | 68 |
| * | Ultralife Corp. | 6,533 | 67 |
| * | Charah Solutions Inc. | 10,207 | 65 |
| * | Gencor Industries Inc. | 5,230 | 65 |
| * | General Finance Corp. | 5,355 | 50 |
| * | Luna Innovations Inc. | 11,973 | 50 |
| * | Willis Lease Finance Corp. | 1,168 | 50 |
| * | LightPath Technologies Inc. Class A | 30,132 | 45 |
| * | Forterra Inc. | 10,532 | 44 |
| * | Image Sensing Systems Inc. | 8,740 | 44 |
| * | Perceptron Inc. | 5,605 | 42 |
| * | Capstone Turbine Corp. | 46,350 | 42 |
| * | Aspen Aerogels Inc. | 14,402 | 37 |
| *,^ | Maxwell Technologies Inc. | 7,309 | 33 |
| * | Goldfield Corp. | 14,150 | 31 |
| * | OptimizeRx Corp. | 2,239 | 28 |
| Global Water Resources Inc. | 2,764 | 27 | |
| * | Frequency Electronics Inc. | 2,246 | 27 |
| RF Industries Ltd. | 3,910 | 26 | |
| *,^ | Odyssey Marine Exploration Inc. | 3,525 | 25 |
| * | CPI Aerostructures Inc. | 3,789 | 25 |
| * | Houston Wire & Cable Co. | 3,866 | 24 |
| * | DHI Group Inc. | 10,019 | 24 |
| * | Fuel Tech Inc. | 14,473 | 24 |
| * | ALJ Regional Holdings Inc. | 15,022 | 24 |
| * | Steel Connect Inc. | 11,951 | 24 |
| * | Broadwind Energy Inc. | 12,171 | 20 |
| Chicago Rivet & Machine Co. | 710 | 20 | |
| * | IEC Electronics Corp. | 2,860 | 20 |
| * | Coda Octopus Group Inc. | 2,088 | 20 |
| * | Air Industries Group | 16,125 | 19 |
| * | Arotech Corp. | 6,359 | 19 |
| Richardson Electronics Ltd. | 2,700 | 18 | |
| LSI Industries Inc. | 6,879 | 18 | |
| * | Cardlytics Inc. | 1,091 | 18 |
| *,^ | Digital Ally Inc. | 4,794 | 18 |
| * | PFSweb Inc. | 3,353 | 17 |
| * | Tecogen Inc. | 4,375 | 17 |
| * | Workhorse Group Inc. | 26,033 | 16 |
| * | 3PEA International Inc. | 1,980 | 16 |
| * | ASV Holdings Inc. | 5,560 | 15 |
| * | Babcock & Wilcox Enterprises Inc. | 36,976 | 15 |
| * | Volt Information Sciences Inc. | 3,158 | 15 |
| *,^ | Payment Data Systems Inc. | 5,651 | 15 |
| *,^ | Lightbridge Corp. | 25,146 | 14 |
| * | eMagin Corp. | 16,532 | 14 |
| * | Roadrunner Transportation Systems Inc. | 31,284 | 13 |
| LSC Communications Inc. | 1,923 | 13 | |
| Issuer Direct Corp. | 998 | 12 | |
| Espey Manufacturing & Electronics Corp. | 486 | 12 | |
| * | Orion Energy Systems Inc. | 13,570 | 12 |
| * | StarTek Inc. | 1,506 | 12 |
| * | Air T Inc. | 355 | 11 |
| * | Sharps Compliance Corp. | 2,867 | 11 |
| * | Vertex Energy Inc. | 6,355 | 10 |
| * | Huttig Building Products Inc. | 3,194 | 9 |
| *,^ | Boxlight Corp. Class A | 2,246 | 7 |
| * | CUI Global Inc. | 5,053 | 6 |
| * | MTBC Inc. | 1,328 | 6 |
| * | Energy Focus Inc. | 4,108 | 5 |
| * | ENGlobal Corp. | 8,787 | 4 |
| * | Ballantyne Strong Inc. | 2,465 | 4 |
| Bel Fuse Inc. Class A | 197 | 4 |
| * | Wireless Telecom Group Inc. | 2,460 | 4 |
| *,^ | Revolution Lighting Technologies Inc. | 12,978 | 3 |
| * | Polar Power Inc. | 592 | 3 |
| * | Innovative Solutions & Support Inc. | 784 | 2 |
| * | Perma-Fix Environmental Services | 605 | 2 |
| * | Pioneer Power Solutions Inc. | 407 | 2 |
| * | Taylor Devices Inc. | 136 | 2 |
| * | Bio-key International Inc. | 832 | 1 |
| * | Applied DNA Sciences Inc. | 1,316 | 1 |
| * | SIFCO Industries Inc. | 99 | — |
| * | Patriot Transportation Holding Inc. | 14 | — |
| AMCON Distributing Co. | 3 | — | |
| * | SigmaTron International Inc. | 84 | — |
| * | GEE Group Inc. | 197 | — |
| * | Continental Materials Corp. | 9 | — |
| *,§ | Patriot National Inc. | 7,513 | — |
| * | Sypris Solutions Inc. | 92 | — |
| * | AeroCentury Corp. | 6 | — |
| * | ClearSign Combustion Corp. | 63 | — |
| 3,202,890 | |||
| Oil & Gas (3.1%) | |||
| Exxon Mobil Corp. | 3,551,880 | 286,992 | |
| Chevron Corp. | 1,603,371 | 197,503 | |
| ConocoPhillips | 960,428 | 64,099 | |
| Schlumberger Ltd. | 1,142,737 | 49,789 | |
| EOG Resources Inc. | 493,981 | 47,017 | |
| Occidental Petroleum Corp. | 640,235 | 42,384 | |
| Phillips 66 | 371,303 | 35,337 | |
| Marathon Petroleum Corp. | 582,506 | 34,863 | |
| Kinder Morgan Inc. | 1,588,700 | 31,790 | |
| Valero Energy Corp. | 360,622 | 30,592 | |
| Williams Cos. Inc. | 1,023,315 | 29,390 | |
| ONEOK Inc. | 351,749 | 24,566 | |
| Pioneer Natural Resources Co. | 144,967 | 22,076 | |
| Halliburton Co. | 693,626 | 20,323 | |
| Anadarko Petroleum Corp. | 425,251 | 19,340 | |
| Concho Resources Inc. | 170,523 | 18,921 | |
| Diamondback Energy Inc. | 140,108 | 14,225 | |
| Hess Corp. | 234,287 | 14,111 | |
| * | Cheniere Energy Inc. | 197,175 | 13,479 |
| Baker Hughes a GE Co. Class A | 432,596 | 11,992 | |
| Marathon Oil Corp. | 711,551 | 11,890 | |
| Devon Energy Corp. | 357,922 | 11,296 | |
| Noble Energy Inc. | 416,587 | 10,302 | |
| Cabot Oil & Gas Corp. | 359,084 | 9,372 | |
| National Oilwell Varco Inc. | 325,770 | 8,678 | |
| Targa Resources Corp. | 197,250 | 8,196 | |
| Apache Corp. | 214,045 | 7,419 | |
| OGE Energy Corp. | 162,908 | 7,025 | |
| HollyFrontier Corp. | 133,262 | 6,566 | |
| Cimarex Energy Co. | 80,647 | 5,637 | |
| Helmerich & Payne Inc. | 90,063 | 5,004 | |
| * | WPX Energy Inc. | 359,634 | 4,715 |
| EQT Corp. | 216,404 | 4,488 | |
| * | Transocean Ltd. | 495,540 | 4,316 |
| Murphy Oil Corp. | 145,483 | 4,263 | |
| * | Parsley Energy Inc. Class A | 214,128 | 4,133 |
| * | Continental Resources Inc. | 88,067 | 3,943 |
| Equitrans Midstream Corp. | 175,404 | 3,820 | |
| *,^ | Chesapeake Energy Corp. | 1,069,662 | 3,316 |
| * | First Solar Inc. | 58,825 | 3,108 |
| PBF Energy Inc. Class A | 98,660 | 3,072 | |
| * | Apergy Corp. | 68,061 | 2,795 |
| Patterson-UTI Energy Inc. | 182,715 | 2,562 | |
| Delek US Holdings Inc. | 68,849 | 2,507 | |
| * | Chart Industries Inc. | 25,687 | 2,325 |
| Range Resources Corp. | 200,704 | 2,256 | |
| * | PDC Energy Inc. | 55,189 | 2,245 |
| * | Southwestern Energy Co. | 477,311 | 2,239 |
| * | Whiting Petroleum Corp. | 79,024 | 2,066 |
| ^ | Core Laboratories NV | 26,818 | 1,849 |
| * | Matador Resources Co. | 86,267 | 1,668 |
| * | ProPetro Holding Corp. | 73,182 | 1,649 |
| Ensco plc Class A | 408,828 | 1,607 | |
| SM Energy Co. | 91,115 | 1,594 | |
| * | Dril-Quip Inc. | 34,381 | 1,576 |
| * | Oasis Petroleum Inc. | 258,725 | 1,563 |
| * | QEP Resources Inc. | 199,591 | 1,555 |
| * | Callon Petroleum Co. | 194,006 | 1,465 |
| * | Cactus Inc. Class A | 38,933 | 1,386 |
| Archrock Inc. | 140,941 | 1,378 | |
| * | Centennial Resource Development Inc. Class A | 151,959 | 1,336 |
| SemGroup Corp. Class A | 86,838 | 1,280 | |
| * | NOW Inc. | 88,899 | 1,241 |
| * | CNX Resources Corp. | 114,362 | 1,232 |
| * | MRC Global Inc. | 69,170 | 1,209 |
| Arcosa Inc. | 38,951 | 1,190 | |
| *,^ | Tellurian Inc. | 106,007 | 1,187 |
| * | Rowan Cos. plc Class A | 107,407 | 1,159 |
| * | Gulfport Energy Corp. | 140,396 | 1,126 |
| CVR Energy Inc. | 27,000 | 1,112 | |
| * | Magnolia Oil & Gas Corp. | 91,215 | 1,095 |
| McDermott International Inc. | 140,800 | 1,048 | |
| Nabors Industries Ltd. | 302,834 | 1,042 | |
| * | Oceaneering International Inc. | 63,831 | 1,007 |
| * | Tidewater Inc. | 41,430 | 961 |
| * | California Resources Corp. | 34,640 | 891 |
| * | Helix Energy Solutions Group Inc. | 112,273 | 888 |
| * | C&J Energy Services Inc. | 56,656 | 879 |
| * | Carrizo Oil & Gas Inc. | 68,047 | 849 |
| * | Newpark Resources Inc. | 89,706 | 822 |
| * | Noble Corp. plc | 284,953 | 818 |
| * | Northern Oil and Gas Inc. | 257,740 | 706 |
| * | Superior Energy Services Inc. | 147,324 | 688 |
| Berry Petroleum Corp. | 58,999 | 681 | |
| * | Denbury Resources Inc. | 331,544 | 680 |
| * | Renewable Energy Group Inc. | 29,189 | 641 |
| * | Exterran Corp. | 37,945 | 639 |
| * | Weatherford International plc | 908,299 | 634 |
| * | Talos Energy Inc. | 23,833 | 633 |
| * | Unit Corp. | 42,727 | 608 |
| *,^ | Enphase Energy Inc. | 65,430 | 604 |
| *,^ | Diamond Offshore Drilling Inc. | 51,207 | 537 |
| * | TPI Composites Inc. | 18,716 | 536 |
| * | Oil States International Inc. | 30,692 | 520 |
| * | Select Energy Services Inc. Class A | 43,118 | 518 |
| * | Jagged Peak Energy Inc. | 49,273 | 516 |
| * | W&T Offshore Inc. | 74,445 | 514 |
| * | KLX Energy Services Holdings Inc. | 19,692 | 495 |
| * | Matrix Service Co. | 24,881 | 487 |
| Liberty Oilfield Services Inc. Class A | 31,260 | 481 | |
| * | Par Pacific Holdings Inc. | 26,739 | 476 |
| Solaris Oilfield Infrastructure Inc. Class A | 28,947 | 476 | |
| * | Keane Group Inc. | 43,065 | 469 |
| Green Plains Inc. | 27,480 | 458 | |
| * | Penn Virginia Corp. | 10,308 | 455 |
| * | Laredo Petroleum Inc. | 142,394 | 440 |
| * | Extraction Oil & Gas Inc. | 103,195 | 436 |
| * | FTS International Inc. | 43,389 | 434 |
| Falcon Minerals Corp. | 47,445 | 419 | |
| RPC Inc. | 34,611 | 395 | |
| * | Forum Energy Technologies Inc. | 75,240 | 384 |
| * | Ring Energy Inc. | 63,006 | 370 |
| *,^ | Plug Power Inc. | 154,079 | 370 |
| * | Midstates Petroleum Co. Inc. | 37,243 | 364 |
| * | Bonanza Creek Energy Inc. | 16,011 | 363 |
| *,^ | SunPower Corp. Class A | 54,036 | 352 |
| * | REX American Resources Corp. | 4,122 | 332 |
| * | SandRidge Energy Inc. | 40,607 | 326 |
| * | Gulf Island Fabrication Inc. | 34,534 | 317 |
| * | US Well Services Inc. | 33,133 | 264 |
| * | Roan Resources Inc. | 42,008 | 257 |
| * | SEACOR Marine Holdings Inc. | 18,456 | 246 |
| * | Geospace Technologies Corp. | 17,746 | 230 |
| * | TETRA Technologies Inc. | 97,305 | 228 |
| Mammoth Energy Services Inc. | 13,670 | 228 | |
| * | Ameresco Inc. Class A | 13,932 | 225 |
| *,^ | American Superconductor Corp. | 17,108 | 220 |
| Panhandle Oil and Gas Inc. Class A | 13,397 | 210 | |
| *,^ | Covia Holdings Corp. | 37,579 | 210 |
| * | Chaparral Energy Inc. Class A | 36,289 | 207 |
| Evolution Petroleum Corp. | 25,075 | 169 | |
| * | Trecora Resources | 18,356 | 167 |
| * | HighPoint Resources Corp. | 72,833 | 161 |
| * | SilverBow Resources Inc. | 6,268 | 144 |
| * | ION Geophysical Corp. | 9,097 | 131 |
| * | Goodrich Petroleum Corp. | 9,501 | 129 |
| * | Altus Midstream Co. Class A | 21,187 | 125 |
| * | Abraxas Petroleum Corp. | 91,412 | 114 |
| * | Ultra Petroleum Corp. | 183,649 | 112 |
| * | VAALCO Energy Inc. | 44,869 | 100 |
| * | Isramco Inc. | 839 | 95 |
| * | Green Brick Partners Inc. | 10,204 | 89 |
| * | Natural Gas Services Group Inc. | 5,139 | 89 |
| * | Contango Oil & Gas Co. | 21,218 | 67 |
| * | Mitcham Industries Inc. | 16,294 | 64 |
| * | Nine Energy Service Inc. | 2,807 | 64 |
| *,^ | Legacy Reserves Inc. | 121,784 | 60 |
| Adams Resources & Energy Inc. | 1,461 | 57 | |
| * | Rosehill Resources Inc. Class A | 14,182 | 48 |
| *,^ | Montage Resources Corp. | 3,144 | 47 |
| * | Ranger Energy Services Inc. | 5,868 | 47 |
| * | Lonestar Resources US Inc. Class A | 11,097 | 44 |
| *,^ | Torchlight Energy Resources Inc. | 25,734 | 42 |
| * | Quintana Energy Services Inc. | 8,395 | 36 |
| * | Pacific Ethanol Inc. | 31,856 | 31 |
| * | Infrastructure and Energy Alternatives Inc. | 4,720 | 25 |
| * | Key Energy Services Inc. | 4,827 | 20 |
| *,^ | SAExploration Holdings Inc. | 5,749 | 19 |
| * | Superior Drilling Products Inc. | 10,715 | 14 |
| *,^ | FuelCell Energy Inc. | 56,464 | 14 |
| * | Independence Contract Drilling Inc. | 4,135 | 11 |
| *,^ | Zion Oil & Gas Inc. | 12,607 | 9 |
| * | SRC Energy Inc. | 1,739 | 9 |
| * | Aemetis Inc. | 8,969 | 7 |
| * | Enservco Corp. | 10,392 | 5 |
| *,^ | Approach Resources Inc. | 9,209 | 3 |
| * | Tidewater Inc. Warrants to Expire 12/31/2049 | 579 | 2 |
| *,^ | Tidewater Inc. Warrants to Expire 12/31/2049 | 535 | 2 |
| *,^ | Houston American Energy Corp. | 7,790 | 2 |
| *,^ | Basic Energy Services Inc. Warrants Exp. 12/23/2023 | 2,067 | — |
| *,^ | Bonanza Creek Energy Inc. Warrants Exp. 04/28/2020 | 2,104 | — |
| *,§ | Harvest Natural Resources Inc. | 20,906 | — |
| *,§ | Rex Energy Corp. | 900 | — |
| 1,221,658 | |||
| Technology (12.2%) | |||
| Microsoft Corp. | 6,444,457 | 760,059 | |
| Apple Inc. | 3,564,229 | 677,025 | |
| * | Facebook Inc. Class A | 2,004,296 | 334,096 |
| * | Alphabet Inc. Class A | 254,457 | 299,468 |
| * | Alphabet Inc. Class C | 245,661 | 288,237 |
| Intel Corp. | 3,780,906 | 203,035 | |
| Cisco Systems Inc. | 3,700,699 | 199,801 | |
| Oracle Corp. | 2,105,006 | 113,060 | |
| * | Adobe Inc. | 408,934 | 108,977 |
| International Business Machines Corp. | 763,474 | 107,726 | |
| * | salesforce.com Inc. | 608,583 | 96,381 |
| Broadcom Inc. | 316,307 | 95,117 | |
| NVIDIA Corp. | 485,455 | 87,168 | |
| Texas Instruments Inc. | 802,171 | 85,086 | |
| QUALCOMM Inc. | 1,016,459 | 57,969 | |
| Intuit Inc. | 203,344 | 53,156 | |
| * | Micron Technology Inc. | 935,474 | 38,663 |
| * | ServiceNow Inc. | 150,951 | 37,208 |
| Cognizant Technology Solutions Corp. Class A | 486,664 | 35,259 | |
| Analog Devices Inc. | 310,425 | 32,678 | |
| Applied Materials Inc. | 799,391 | 31,704 | |
| * | Autodesk Inc. | 185,281 | 28,870 |
| Xilinx Inc. | 211,514 | 26,818 | |
| HP Inc. | 1,329,963 | 25,841 | |
| * | Red Hat Inc. | 140,761 | 25,717 |
| * | Workday Inc. Class A | 125,579 | 24,218 |
| Lam Research Corp. | 127,109 | 22,754 | |
| Corning Inc. | 671,430 | 22,224 | |
| * | Twitter Inc. | 609,615 | 20,044 |
| Motorola Solutions Inc. | 140,320 | 19,704 | |
| * | Advanced Micro Devices Inc. | 759,419 | 19,380 |
| * | Palo Alto Networks Inc. | 75,368 | 18,305 |
| Hewlett Packard Enterprise Co. | 1,180,451 | 18,214 |
| * VeriSign Inc. | 92,311 | 16,760 |
| ^ Microchip Technology Inc. | 200,197 | 16,608 |
| Harris Corp. | 100,721 | 16,086 |
| KLA-Tencor Corp. | 132,705 | 15,846 |
| * Splunk Inc. | 125,873 | 15,684 |
| * Cadence Design Systems Inc. | 243,731 | 15,479 |
| * Cerner Corp. | 261,518 | 14,961 |
| * Synopsys Inc. | 126,320 | 14,546 |
| NetApp Inc. | 209,256 | 14,510 |
| DXC Technology Co. | 224,620 | 14,445 |
| * IAC/InterActiveCorp | 67,403 | 14,162 |
| * Arista Networks Inc. | 44,725 | 14,064 |
| * Veeva Systems Inc. Class A | 103,881 | 13,178 |
| * ANSYS Inc. | 71,305 | 13,028 |
| Maxim Integrated Products Inc. | 230,942 | 12,279 |
| Skyworks Solutions Inc. | 146,536 | 12,086 |
| CDW Corp. | 123,628 | 11,914 |
| VMware Inc. Class A | 65,728 | 11,865 |
| Symantec Corp. | 510,080 | 11,727 |
| SS&C Technologies Holdings Inc. | 181,593 | 11,566 |
| * Gartner Inc. | 73,737 | 11,184 |
| Western Digital Corp. | 231,266 | 11,115 |
| * GoDaddy Inc. Class A | 146,348 | 11,004 |
| Marvell Technology Group Ltd. | 535,025 | 10,642 |
| * Fortinet Inc. | 123,228 | 10,347 |
| Seagate Technology plc | 213,035 | 10,202 |
| * Twilio Inc. Class A | 78,295 | 10,114 |
| Citrix Systems Inc. | 95,933 | 9,561 |
| * Akamai Technologies Inc. | 132,361 | 9,492 |
| * Ultimate Software Group Inc. | 25,876 | 8,542 |
| * PTC Inc. | 90,383 | 8,332 |
| Leidos Holdings Inc. | 127,899 | 8,197 |
| * F5 Networks Inc. | 52,194 | 8,191 |
| * Tableau Software Inc. Class A | 62,833 | 7,997 |
| Juniper Networks Inc. | 301,064 | 7,969 |
| * Paycom Software Inc. | 41,261 | 7,804 |
| * EPAM Systems Inc. | 44,173 | 7,471 |
| * Dell Technologies Inc. | 127,063 | 7,457 |
| * Zendesk Inc. | 87,491 | 7,437 |
| * Qorvo Inc. | 103,668 | 7,436 |
| * ON Semiconductor Corp. | 346,233 | 7,122 |
| * Guidewire Software Inc. | 67,925 | 6,600 |
| * Tyler Technologies Inc. | 32,171 | 6,576 |
| CDK Global Inc. | 110,591 | 6,505 |
| * Okta Inc. | 77,334 | 6,398 |
| * Aspen Technology Inc. | 60,846 | 6,344 |
| * RingCentral Inc. Class A | 54,870 | 5,915 |
| Teradyne Inc. | 146,358 | 5,831 |
| * Snap Inc. | 526,528 | 5,802 |
| * Proofpoint Inc. | 47,513 | 5,770 |
| * HubSpot Inc. | 32,979 | 5,481 |
| * Cree Inc. | 89,894 | 5,144 |
| * Ciena Corp. | 128,333 | 4,792 |
| * Coupa Software Inc. | 51,142 | 4,653 |
| Monolithic Power Systems Inc. | 34,088 | 4,619 |
| MKS Instruments Inc. | 47,603 | 4,429 |
| Cypress Semiconductor Corp. | 296,436 | 4,423 | |
| * | Nutanix Inc. | 114,064 | 4,305 |
| * | DocuSign Inc. Class A | 83,030 | 4,304 |
| * | Teradata Corp. | 97,272 | 4,246 |
| * | ARRIS International plc | 133,137 | 4,208 |
| Entegris Inc. | 115,037 | 4,106 | |
| * | Nuance Communications Inc. | 241,519 | 4,089 |
| * | New Relic Inc. | 41,020 | 4,049 |
| * | RealPage Inc. | 65,813 | 3,994 |
| * | CACI International Inc. Class A | 21,431 | 3,901 |
| *,^ | MongoDB Inc. | 26,374 | 3,878 |
| * | Pure Storage Inc. Class A | 176,317 | 3,842 |
| * | Medidata Solutions Inc. | 51,656 | 3,783 |
| * | Lumentum Holdings Inc. | 66,410 | 3,755 |
| * | ViaSat Inc. | 48,037 | 3,723 |
| LogMeIn Inc. | 46,103 | 3,693 | |
| * | Verint Systems Inc. | 59,772 | 3,578 |
| SYNNEX Corp. | 37,076 | 3,537 | |
| Science Applications International Corp. | 45,848 | 3,528 | |
| * | CommScope Holding Co. Inc. | 155,005 | 3,368 |
| Blackbaud Inc. | 41,350 | 3,297 | |
| j2 Global Inc. | 37,942 | 3,286 | |
| * | 2U Inc. | 46,361 | 3,285 |
| * | Tech Data Corp. | 30,924 | 3,167 |
| * | Manhattan Associates Inc. | 55,012 | 3,032 |
| * | Silicon Laboratories Inc. | 37,333 | 3,019 |
| * | Zscaler Inc. | 41,914 | 2,973 |
| * | NCR Corp. | 106,894 | 2,917 |
| * | Cornerstone OnDemand Inc. | 52,989 | 2,903 |
| * | ACI Worldwide Inc. | 88,096 | 2,896 |
| * | Dropbox Inc. Class A | 131,400 | 2,865 |
| Cabot Microelectronics Corp. | 25,553 | 2,861 | |
| * | Semtech Corp. | 54,020 | 2,750 |
| * | Ellie Mae Inc. | 27,808 | 2,744 |
| * | FireEye Inc. | 160,555 | 2,696 |
| Perspecta Inc. | 130,906 | 2,647 | |
| Match Group Inc. | 46,200 | 2,615 | |
| * | Finisar Corp. | 110,653 | 2,564 |
| * | Viavi Solutions Inc. | 206,350 | 2,555 |
| * | Alteryx Inc. Class A | 30,264 | 2,538 |
| * | Ceridian HCM Holding Inc. | 47,262 | 2,425 |
| * | Qualys Inc. | 29,236 | 2,419 |
| Cogent Communications Holdings Inc. | 44,586 | 2,419 | |
| * | Integrated Device Technology Inc. | 48,024 | 2,353 |
| * | Envestnet Inc. | 35,816 | 2,342 |
| * | Five9 Inc. | 44,327 | 2,342 |
| * | Box Inc. | 120,227 | 2,322 |
| * | Cirrus Logic Inc. | 52,539 | 2,210 |
| * | CommVault Systems Inc. | 33,454 | 2,166 |
| * | Cloudera Inc. | 193,658 | 2,119 |
| Pegasystems Inc. | 32,247 | 2,096 | |
| * | Q2 Holdings Inc. | 29,834 | 2,066 |
| * | Alarm.com Holdings Inc. | 31,458 | 2,042 |
| Ubiquiti Networks Inc. | 13,464 | 2,016 | |
| * | SailPoint Technologies Holding Inc. | 65,491 | 1,881 |
| * | Bottomline Technologies Inc. | 36,991 | 1,853 |
| InterDigital Inc. | 27,932 | 1,843 |
| * Everbridge Inc. | 24,541 | 1,841 |
| * Rapid7 Inc. | 36,257 | 1,835 |
| * Premier Inc. Class A | 52,481 | 1,810 |
| * NetScout Systems Inc. | 63,766 | 1,790 |
| Brooks Automation Inc. | 59,635 | 1,749 |
| Progress Software Corp. | 38,573 | 1,711 |
| * Advanced Energy Industries Inc. | 34,307 | 1,704 |
| Power Integrations Inc. | 23,755 | 1,661 |
| * Allscripts Healthcare Solutions Inc. | 169,964 | 1,621 |
| * Blackline Inc. | 34,606 | 1,603 |
| * Varonis Systems Inc. | 26,786 | 1,597 |
| * Insight Enterprises Inc. | 28,499 | 1,569 |
| * Covetrus Inc. | 48,716 | 1,552 |
| * Avaya Holdings Corp. | 91,917 | 1,547 |
| * Inphi Corp. | 34,422 | 1,506 |
| * EchoStar Corp. Class A | 40,995 | 1,494 |
| * SPS Commerce Inc. | 13,863 | 1,470 |
| * Avalara Inc. | 25,499 | 1,423 |
| * MaxLinear Inc. | 54,629 | 1,395 |
| * Acacia Communications Inc. | 24,253 | 1,391 |
| * Instructure Inc. | 29,308 | 1,381 |
| * Virtusa Corp. | 24,759 | 1,323 |
| Plantronics Inc. | 28,479 | 1,313 |
| * LivePerson Inc. | 44,035 | 1,278 |
| * Diodes Inc. | 35,330 | 1,226 |
| * Blucora Inc. | 36,286 | 1,211 |
| * Yext Inc. | 54,585 | 1,193 |
| * MicroStrategy Inc. Class A | 8,201 | 1,183 |
| CSG Systems International Inc. | 27,816 | 1,177 |
| * ForeScout Technologies Inc. | 27,795 | 1,165 |
| * Lattice Semiconductor Corp. | 97,454 | 1,163 |
| * Benefitfocus Inc. | 22,819 | 1,130 |
| * Pivotal Software Inc. Class A | 53,905 | 1,124 |
| * Synaptics Inc. | 27,634 | 1,098 |
| * FormFactor Inc. | 66,127 | 1,064 |
| NIC Inc. | 62,001 | 1,060 |
| * Zuora Inc. Class A | 52,145 | 1,044 |
| * PROS Holdings Inc. | 24,716 | 1,044 |
| * Pitney Bowes Inc. | 150,899 | 1,037 |
| * Smartsheet Inc. Class A | 25,414 | 1,037 |
| * Workiva Inc. | 20,418 | 1,035 |
| * Boingo Wireless Inc. | 43,424 | 1,011 |
| * Electronics For Imaging Inc. | 37,058 | 997 |
| Xperi Corp. | 41,855 | 979 |
| * NextGen Healthcare Inc. | 57,630 | 970 |
| * 3D Systems Corp. | 88,293 | 950 |
| TiVo Corp. | 101,310 | 944 |
| * Appfolio Inc. | 11,756 | 933 |
| * ePlus Inc. | 10,419 | 923 |
| Ebix Inc. | 18,036 | 890 |
| * Rambus Inc. | 82,771 | 865 |
| * Bandwidth Inc. Class A | 12,739 | 853 |
| * Cray Inc. | 32,410 | 844 |
| * Altair Engineering Inc. Class A | 22,410 | 825 |
| * NETGEAR Inc. | 24,562 | 813 |
| * Cision Ltd. | 57,898 | 797 |
| * ScanSource Inc. | 21,947 | 786 |
| ADTRAN Inc. | 57,334 | 785 | |
| * | Tenable Holdings Inc. | 24,348 | 771 |
| * | Extreme Networks Inc. | 100,915 | 756 |
| * | Appian Corp. Class A | 21,870 | 753 |
| * | Diebold Nixdorf Inc. | 67,363 | 746 |
| * | Vocera Communications Inc. | 23,450 | 742 |
| * | Tabula Rasa HealthCare Inc. | 13,028 | 735 |
| * | Perficient Inc. | 26,296 | 720 |
| Shutterstock Inc. | 14,989 | 699 | |
| * | Amkor Technology Inc. | 80,330 | 686 |
| * | Axcelis Technologies Inc. | 32,159 | 647 |
| * | Infinera Corp. | 145,999 | 634 |
| * | Nanometrics Inc. | 20,216 | 624 |
| * | Rudolph Technologies Inc. | 26,860 | 612 |
| Cohu Inc. | 40,849 | 603 | |
| * | Ichor Holdings Ltd. | 26,188 | 591 |
| *,^ | Domo Inc. | 14,580 | 588 |
| * | Photronics Inc. | 61,557 | 582 |
| * | Upland Software Inc. | 13,725 | 581 |
| * | nLight Inc. | 26,021 | 580 |
| * | Tucows Inc. Class A | 7,007 | 569 |
| * | Anaplan Inc. | 14,391 | 566 |
| Presidio Inc. | 38,069 | 563 | |
| * | Quantenna Communications Inc. | 22,366 | 544 |
| * | CEVA Inc. | 19,501 | 526 |
| * | Carbon Black Inc. | 37,078 | 517 |
| * | Ooma Inc. | 38,830 | 514 |
| * | Elastic NV | 6,420 | 513 |
| * | OneSpan Inc. | 26,494 | 509 |
| * | KeyW Holding Corp. | 58,134 | 501 |
| * | Castlight Health Inc. Class B | 132,860 | 498 |
| Forrester Research Inc. | 10,298 | 498 | |
| Switch Inc. | 47,826 | 493 | |
| * | Carbonite Inc. | 19,241 | 477 |
| * | Unisys Corp. | 39,635 | 463 |
| * | Digimarc Corp. | 13,874 | 435 |
| Comtech Telecommunications Corp. | 18,514 | 430 | |
| * | Ultra Clean Holdings Inc. | 38,618 | 400 |
| * | Loral Space & Communications Inc. | 11,008 | 397 |
| * | Endurance International Group Holdings Inc. | 54,060 | 392 |
| * | Mitek Systems Inc. | 31,555 | 386 |
| Computer Programs & Systems Inc. | 12,734 | 378 | |
| * | CalAmp Corp. | 29,591 | 372 |
| * | Rosetta Stone Inc. | 16,862 | 368 |
| * | Model N Inc. | 20,930 | 367 |
| *,^ | Gogo Inc. | 80,466 | 361 |
| * | Harmonic Inc. | 66,168 | 359 |
| * | Zix Corp. | 50,588 | 348 |
| Monotype Imaging Holdings Inc. | 17,473 | 348 | |
| * | MobileIron Inc. | 63,064 | 345 |
| QAD Inc. Class A | 7,677 | 331 | |
| PC Connection Inc. | 8,866 | 325 | |
| * | Calix Inc. | 41,340 | 318 |
| American Software Inc. Class A | 25,420 | 304 | |
| * | Meet Group Inc. | 59,975 | 302 |
| * | Limelight Networks Inc. | 92,123 | 298 |
| Hackett Group Inc. | 18,520 | 293 |
| *,^ | TransEnterix Inc. | 122,495 | 292 |
| * | Digi International Inc. | 22,420 | 284 |
| Systemax Inc. | 11,984 | 271 | |
| * | Vectrus Inc. | 9,894 | 263 |
| * | Adesto Technologies Corp. | 43,192 | 261 |
| *,^ | VirnetX Holding Corp. | 40,524 | 257 |
| * | Agilysys Inc. | 11,931 | 253 |
| * | Alpha & Omega Semiconductor Ltd. | 21,156 | 244 |
| * | Ribbon Communications Inc. | 46,727 | 241 |
| * | DSP Group Inc. | 16,810 | 237 |
| Simulations Plus Inc. | 10,935 | 231 | |
| * | ChannelAdvisor Corp. | 18,866 | 230 |
| * | WideOpenWest Inc. | 24,837 | 226 |
| * | PDF Solutions Inc. | 18,179 | 225 |
| * | NeoPhotonics Corp. | 35,595 | 224 |
| *,^ | Impinj Inc. | 13,362 | 224 |
| * | A10 Networks Inc. | 30,554 | 217 |
| * | Immersion Corp. | 24,728 | 208 |
| * | PAR Technology Corp. | 8,286 | 203 |
| * | Brightcove Inc. | 23,767 | 200 |
| * | SVMK Inc. | 10,840 | 197 |
| * | I3 Verticals Inc. Class A | 7,554 | 181 |
| * | Telaria Inc. | 26,650 | 169 |
| * | SecureWorks Corp. Class A | 8,244 | 152 |
| *,^ | Eventbrite Inc. Class A | 7,817 | 150 |
| * | Amber Road Inc. | 16,845 | 146 |
| * | Inseego Corp. | 30,662 | 145 |
| * | RigNet Inc. | 13,743 | 134 |
| * | Pixelworks Inc. | 32,934 | 129 |
| * | Aerohive Networks Inc. | 27,289 | 124 |
| * | NetSol Technologies Inc. | 18,065 | 118 |
| * | Telenav Inc. | 18,629 | 113 |
| * | Airgain Inc. | 8,585 | 110 |
| * | EMCORE Corp. | 28,435 | 104 |
| TESSCO Technologies Inc. | 6,292 | 97 | |
| * | KVH Industries Inc. | 9,132 | 93 |
| Preformed Line Products Co. | 1,703 | 90 | |
| * | Great Elm Capital Group Inc. | 19,881 | 85 |
| * | SharpSpring Inc. | 5,104 | 82 |
| * | eGain Corp. | 7,706 | 81 |
| * | Icad Inc. | 15,233 | 79 |
| * | Park City Group Inc. | 9,689 | 77 |
| * | GSI Technology Inc. | 9,342 | 73 |
| GlobalSCAPE Inc. | 11,304 | 72 | |
| * | inTEST Corp. | 10,157 | 68 |
| * | ACM Research Inc. Class A | 4,280 | 66 |
| * | Amtech Systems Inc. | 11,877 | 63 |
| *,^ | Resonant Inc. | 19,073 | 57 |
| * | ID Systems Inc. | 9,595 | 57 |
| * | Aquantia Corp. | 5,961 | 54 |
| * | Finjan Holdings Inc. | 17,449 | 51 |
| * | Identiv Inc. | 9,978 | 50 |
| AstroNova Inc. | 2,465 | 50 | |
| TransAct Technologies Inc. | 5,458 | 50 | |
| * | QuickLogic Corp. | 75,104 | 46 |
| * | Aware Inc. | 11,042 | 40 |
| CSP Inc. | 3,181 | 34 |
| * | Computer Task Group Inc. | 7,990 | 34 |
| * | LRAD Corp. | 11,869 | 34 |
| * | Everspin Technologies Inc. | 4,413 | 34 |
| * | RCM Technologies Inc. | 8,104 | 32 |
| * | Rimini Street Inc. | 6,024 | 30 |
| * | Kopin Corp. | 18,243 | 24 |
| * | RumbleON Inc. Class B | 4,623 | 23 |
| * | Red Violet Inc. | 3,326 | 22 |
| * | Seachange International Inc. | 16,682 | 22 |
| * | Qumu Corp. | 8,832 | 22 |
| * | ADDvantage Technologies Group Inc. | 15,602 | 21 |
| * | Atomera Inc. | 7,854 | 21 |
| * | Neurotrope Inc. | 3,887 | 21 |
| QAD Inc. Class B | 668 | 21 | |
| * | SITO Mobile Ltd. | 11,176 | 20 |
| * | DASAN Zhone Solutions Inc. | 1,887 | 20 |
| * | Data I/O Corp. | 3,396 | 19 |
| * | Support.com Inc. | 8,303 | 19 |
| * | Synacor Inc. | 10,445 | 16 |
| * | Alithya Group Inc. Class A | 5,135 | 16 |
| * | Veritone Inc. | 3,077 | 16 |
| * | GSE Systems Inc. | 5,300 | 15 |
| * | Intellicheck Inc. | 4,082 | 14 |
| * | Aviat Networks Inc. | 934 | 14 |
| * | Casa Systems Inc. | 1,712 | 14 |
| * | Marin Software Inc. | 3,099 | 14 |
| * | VOXX International Corp. Class A | 2,911 | 13 |
| * | Key Tronic Corp. | 2,174 | 13 |
| * | Intermolecular Inc. | 11,438 | 13 |
| * | Aehr Test Systems | 8,824 | 12 |
| * | Westell Technologies Inc. Class A | 5,802 | 12 |
| Wayside Technology Group Inc. | 1,052 | 12 | |
| *,^ | NXT-ID Inc. | 13,320 | 11 |
| * | Lantronix Inc. | 3,690 | 11 |
| * | CynergisTek Inc. | 2,223 | 11 |
| * | CVD Equipment Corp. | 2,737 | 11 |
| * | Evolving Systems Inc. | 8,822 | 11 |
| * | Exela Technologies Inc. | 2,805 | 9 |
| * | BSQUARE Corp. | 4,685 | 9 |
| * | Xcel Brands Inc. | 5,202 | 9 |
| * | ClearOne Inc. | 4,114 | 8 |
| * | WidePoint Corp. | 15,997 | 7 |
| * | Majesco | 974 | 7 |
| * | Trio-Tech International | 2,004 | 7 |
| Network-1 Technologies Inc. | 2,510 | 7 | |
| Communications Systems Inc. | 1,854 | 5 | |
| * | Optical Cable Corp. | 889 | 4 |
| * | Streamline Health Solutions Inc. | 3,530 | 4 |
| * | Cinedigm Corp. Class A | 1,775 | 3 |
| * | Sunworks Inc. | 6,482 | 3 |
| * | Innodata Inc. | 1,873 | 2 |
| * | Qualstar Corp. | 394 | 2 |
| * | Inuvo Inc. | 1,578 | 2 |
| * | Mastech Digital Inc. | 260 | 2 |
| PC-Tel Inc. | 286 | 1 | |
| * | Ominto Inc. | 3,358 | 1 |
| * | Applied Optoelectronics Inc. | 99 | 1 |
| BK Technologies Corp. | 244 | 1 | |
| *,§ | Ocera Therapeutics CVR Line | 3,700 | 1 |
| * | FTE Networks Inc. | 311 | 1 |
| * | ARC Group Worldwide Inc. | 394 | — |
| * | Socket Mobile Inc. | 99 | — |
| * | Fusion Connect Inc. | 99 | — |
| *,§ | Biosante Pharmaceutical Inc. CVR | 14,250 | — |
| 4,849,105 | |||
| Telecommunications (1.1%) | |||
| Verizon Communications Inc. | 3,476,172 | 205,546 | |
| AT&T Inc. | 6,126,720 | 192,134 | |
| * | T-Mobile US Inc. | 253,056 | 17,486 |
| * | Zayo Group Holdings Inc. | 183,699 | 5,221 |
| CenturyLink Inc. | 316,084 | 3,790 | |
| * | Sprint Corp. | 508,266 | 2,872 |
| * | Iridium Communications Inc. | 92,575 | 2,448 |
| Telephone & Data Systems Inc. | 78,716 | 2,419 | |
| Shenandoah Telecommunications Co. | 47,273 | 2,097 | |
| * | Vonage Holdings Corp. | 191,265 | 1,920 |
| * | 8x8 Inc. | 71,841 | 1,451 |
| *,^ | GTT Communications Inc. | 38,351 | 1,331 |
| *,^ | Intelsat SA | 65,908 | 1,032 |
| * | United States Cellular Corp. | 21,930 | 1,007 |
| ATN International Inc. | 14,908 | 841 | |
| Consolidated Communications Holdings Inc. | 61,662 | 673 | |
| Spok Holdings Inc. | 44,515 | 606 | |
| * | Cincinnati Bell Inc. | 57,768 | 551 |
| *,^ | Pareteum Corp. | 112,318 | 511 |
| * | ORBCOMM Inc. | 61,407 | 416 |
| * | pdvWireless Inc. | 9,908 | 348 |
| *,^ | Globalstar Inc. | 808,707 | 348 |
| *,^ | Frontier Communications Corp. | 151,663 | 302 |
| IDT Corp. Class B | 18,097 | 120 | |
| * | Alaska Communications Systems Group Inc. | 57,396 | 110 |
| 445,580 | |||
| Utilities (1.9%) | |||
| NextEra Energy Inc. | 394,118 | 76,191 | |
| Duke Energy Corp. | 598,945 | 53,905 | |
| Dominion Energy Inc. | 659,529 | 50,560 | |
| Southern Co. | 859,379 | 44,413 | |
| Exelon Corp. | 776,181 | 38,910 | |
| American Electric Power Co. Inc. | 412,636 | 34,558 | |
| Sempra Energy | 226,626 | 28,523 | |
| Public Service Enterprise Group Inc. | 430,218 | 25,559 | |
| Consolidated Edison Inc. | 287,235 | 24,360 | |
| Xcel Energy Inc. | 427,653 | 24,038 | |
| WEC Energy Group Inc. | 272,341 | 21,537 | |
| PPL Corp. | 623,995 | 19,806 | |
| Eversource Energy | 271,672 | 19,275 | |
| DTE Energy Co. | 149,770 | 18,682 | |
| FirstEnergy Corp. | 432,359 | 17,990 | |
| Edison International | 280,977 | 17,398 | |
| American Water Works Co. Inc. | 153,379 | 15,991 | |
| Entergy Corp. | 157,537 | 15,065 | |
| Ameren Corp. | 203,042 | 14,934 | |
| CMS Energy Corp. | 237,538 | 13,193 | |
| CenterPoint Energy Inc. | 408,226 | 12,533 | |
| Evergy Inc. | 209,932 | 12,187 | |
| AES Corp. | 569,042 | 10,288 | |
| Alliant Energy Corp. | 214,539 | 10,111 | |
| NiSource Inc. | 350,009 | 10,031 | |
| NRG Energy Inc. | 234,180 | 9,948 | |
| Atmos Energy Corp. | 94,335 | 9,710 | |
| Pinnacle West Capital Corp. | 94,993 | 9,079 | |
| Vistra Energy Corp. | 348,126 | 9,062 | |
| * | PG&E Corp. | 436,989 | 7,778 |
| UGI Corp. | 140,225 | 7,771 | |
| Aqua America Inc. | 153,998 | 5,612 | |
| National Fuel Gas Co. | 73,017 | 4,451 | |
| IDACORP Inc. | 43,966 | 4,376 | |
| Portland General Electric Co. | 82,303 | 4,267 | |
| PNM Resources Inc. | 89,952 | 4,258 | |
| Black Hills Corp. | 51,588 | 3,821 | |
| Southwest Gas Holdings Inc. | 45,677 | 3,757 | |
| ONE Gas Inc. | 41,651 | 3,708 | |
| ALLETE Inc. | 44,534 | 3,662 | |
| Hawaiian Electric Industries Inc. | 89,719 | 3,658 | |
| Spire Inc. | 44,276 | 3,644 | |
| New Jersey Resources Corp. | 69,696 | 3,470 | |
| NorthWestern Corp. | 41,829 | 2,945 | |
| Avangrid Inc. | 57,456 | 2,893 | |
| South Jersey Industries Inc. | 71,409 | 2,290 | |
| Avista Corp. | 54,845 | 2,228 | |
| American States Water Co. | 29,874 | 2,130 | |
| California Water Service Group | 38,955 | 2,115 | |
| Ormat Technologies Inc. | 38,289 | 2,112 | |
| El Paso Electric Co. | 35,303 | 2,077 | |
| MGE Energy Inc. | 29,305 | 1,992 | |
| Pattern Energy Group Inc. Class A | 85,288 | 1,876 | |
| Northwest Natural Holding Co. | 23,575 | 1,547 | |
| SJW Group | 19,734 | 1,218 | |
| * | Sunrun Inc. | 77,830 | 1,094 |
| Chesapeake Utilities Corp. | 11,892 | 1,085 | |
| TerraForm Power Inc. Class A | 56,984 | 783 | |
| * | Evoqua Water Technologies Corp. | 61,019 | 768 |
| Middlesex Water Co. | 12,399 | 694 | |
| Unitil Corp. | 11,164 | 605 | |
| Connecticut Water Service Inc. | 8,625 | 592 | |
| York Water Co. | 10,380 | 356 | |
| *,^ | Cadiz Inc. | 35,958 | 348 |
| Artesian Resources Corp. Class A | 6,216 | 232 | |
| * | AquaVenture Holdings Ltd. | 11,777 | 228 |
| *,^ | Atlantic Power Corp. | 88,794 | 224 |
| *,^ | Vivint Solar Inc. | 30,588 | 152 |
| RGC Resources Inc. | 5,719 | 152 | |
| * | Pure Cycle Corp. | 15,148 | 149 |
| Genie Energy Ltd. Class B | 13,020 | 111 | |
| Spark Energy Inc. Class A | 9,045 | 81 | |
| *,^ | Bloom Energy Corp. Class A | 1,265 | 16 |
| 765,163 | |||
| Total Common Stocks (Cost $10,456,914) | 23,800,708 | ||
| Face | Market | ||||
| Maturity | Amount | Value | |||
| Coupon | Date | ($000) | ($000) | ||
| U.S. Government and Agency Obligations (26.1%) | |||||
| U.S. Government Securities (16.9%) | |||||
| United States Treasury Note/Bond | 3.625% | 2/15/20 | 16,278 | 16,443 | |
| United States Treasury Note/Bond | 8.500% | 2/15/20 | 1,869 | 1,967 | |
| United States Treasury Note/Bond | 1.625% | 3/15/20 | 7,380 | 7,326 | |
| United States Treasury Note/Bond | 1.125% | 3/31/20 | 11,000 | 10,864 | |
| United States Treasury Note/Bond | 1.375% | 3/31/20 | 20,250 | 20,044 | |
| United States Treasury Note/Bond | 2.250% | 3/31/20 | 8,807 | 8,793 | |
| United States Treasury Note/Bond | 1.500% | 4/15/20 | 29,330 | 29,060 | |
| United States Treasury Note/Bond | 1.125% | 4/30/20 | 7,970 | 7,863 | |
| United States Treasury Note/Bond | 1.375% | 4/30/20 | 36,097 | 35,702 | |
| United States Treasury Note/Bond | 2.375% | 4/30/20 | 28,762 | 28,753 | |
| United States Treasury Note/Bond | 1.500% | 5/15/20 | 81,832 | 81,027 | |
| United States Treasury Note/Bond | 3.500% | 5/15/20 | 18,560 | 18,783 | |
| United States Treasury Note/Bond | 1.375% | 5/31/20 | 18,815 | 18,594 | |
| United States Treasury Note/Bond | 1.500% | 5/31/20 | 29,462 | 29,159 | |
| United States Treasury Note/Bond | 2.500% | 5/31/20 | 16,705 | 16,726 | |
| United States Treasury Note/Bond | 1.500% | 6/15/20 | 15,000 | 14,843 | |
| United States Treasury Note/Bond | 1.625% | 6/30/20 | 26,710 | 26,459 | |
| United States Treasury Note/Bond | 1.875% | 6/30/20 | 21,525 | 21,390 | |
| United States Treasury Note/Bond | 2.500% | 6/30/20 | 22,810 | 22,842 | |
| United States Treasury Note/Bond | 1.500% | 7/15/20 | 44,330 | 43,838 | |
| United States Treasury Note/Bond | 1.625% | 7/31/20 | 16,115 | 15,957 | |
| United States Treasury Note/Bond | 2.000% | 7/31/20 | 6,268 | 6,238 | |
| United States Treasury Note/Bond | 2.625% | 7/31/20 | 18,660 | 18,721 | |
| United States Treasury Note/Bond | 1.500% | 8/15/20 | 9,880 | 9,763 | |
| United States Treasury Note/Bond | 2.625% | 8/15/20 | 13,775 | 13,820 | |
| United States Treasury Note/Bond | 1.375% | 8/31/20 | 19,177 | 18,913 | |
| United States Treasury Note/Bond | 2.625% | 8/31/20 | 17,106 | 17,165 | |
| United States Treasury Note/Bond | 1.375% | 9/15/20 | 2,482 | 2,448 | |
| United States Treasury Note/Bond | 2.750% | 9/30/20 | 18,875 | 18,987 | |
| United States Treasury Note/Bond | 1.625% | 10/15/20 | 18,791 | 18,588 | |
| United States Treasury Note/Bond | 1.375% | 10/31/20 | 23,104 | 22,761 | |
| United States Treasury Note/Bond | 1.750% | 10/31/20 | 23,411 | 23,195 | |
| United States Treasury Note/Bond | 2.875% | 10/31/20 | 14,425 | 14,544 | |
| United States Treasury Note/Bond | 1.750% | 11/15/20 | 17,515 | 17,353 | |
| United States Treasury Note/Bond | 2.625% | 11/15/20 | 66,571 | 66,863 | |
| 2 | United States Treasury Note/Bond | 1.625% | 11/30/20 | 38,750 | 38,308 |
| United States Treasury Note/Bond | 2.000% | 11/30/20 | 19,950 | 19,844 | |
| United States Treasury Note/Bond | 2.750% | 11/30/20 | 14,837 | 14,939 | |
| United States Treasury Note/Bond | 1.875% | 12/15/20 | 4,095 | 4,065 | |
| United States Treasury Note/Bond | 1.750% | 12/31/20 | 7,347 | 7,276 | |
| United States Treasury Note/Bond | 2.375% | 12/31/20 | 20,452 | 20,471 | |
| United States Treasury Note/Bond | 2.500% | 12/31/20 | 73,060 | 73,288 | |
| United States Treasury Note/Bond | 2.000% | 1/15/21 | 16,526 | 16,438 | |
| United States Treasury Note/Bond | 1.375% | 1/31/21 | 34,657 | 34,083 | |
| United States Treasury Note/Bond | 2.125% | 1/31/21 | 19,996 | 19,934 | |
| United States Treasury Note/Bond | 2.500% | 1/31/21 | 16,603 | 16,663 | |
| United States Treasury Note/Bond | 2.250% | 2/15/21 | 44,653 | 44,611 | |
| United States Treasury Note/Bond | 3.625% | 2/15/21 | 10,603 | 10,858 | |
| United States Treasury Note/Bond | 7.875% | 2/15/21 | 400 | 440 | |
| United States Treasury Note/Bond | 1.125% | 2/28/21 | 19,815 | 19,385 | |
| United States Treasury Note/Bond | 2.000% | 2/28/21 | 12,275 | 12,208 | |
| United States Treasury Note/Bond | 2.500% | 2/28/21 | 36,196 | 36,349 | |
| United States Treasury Note/Bond | 2.375% | 3/15/21 | 4,051 | 4,059 |
| United States Treasury Note/Bond | 1.250% | 3/31/21 | 13,160 | 12,901 |
| United States Treasury Note/Bond | 2.250% | 3/31/21 | 27,360 | 27,351 |
| United States Treasury Note/Bond | 2.375% | 4/15/21 | 28,606 | 28,664 |
| United States Treasury Note/Bond | 1.375% | 4/30/21 | 32,639 | 32,048 |
| United States Treasury Note/Bond | 2.250% | 4/30/21 | 8,599 | 8,595 |
| United States Treasury Note/Bond | 2.625% | 5/15/21 | 78,935 | 79,503 |
| United States Treasury Note/Bond | 3.125% | 5/15/21 | 27,687 | 28,163 |
| United States Treasury Note/Bond | 1.375% | 5/31/21 | 39,790 | 39,044 |
| United States Treasury Note/Bond | 2.000% | 5/31/21 | 19,227 | 19,116 |
| United States Treasury Note/Bond | 2.625% | 6/15/21 | 460 | 464 |
| United States Treasury Note/Bond | 1.125% | 6/30/21 | 39,072 | 38,132 |
| United States Treasury Note/Bond | 2.125% | 6/30/21 | 38,700 | 38,585 |
| United States Treasury Note/Bond | 2.625% | 7/15/21 | 57,280 | 57,745 |
| United States Treasury Note/Bond | 1.125% | 7/31/21 | 26,420 | 25,747 |
| United States Treasury Note/Bond | 2.250% | 7/31/21 | 19,600 | 19,594 |
| United States Treasury Note/Bond | 2.125% | 8/15/21 | 20,605 | 20,541 |
| United States Treasury Note/Bond | 2.750% | 8/15/21 | 149,665 | 151,373 |
| United States Treasury Note/Bond | 1.125% | 8/31/21 | 16,257 | 15,828 |
| United States Treasury Note/Bond | 2.000% | 8/31/21 | 10,075 | 10,015 |
| United States Treasury Note/Bond | 2.750% | 9/15/21 | 26,565 | 26,885 |
| United States Treasury Note/Bond | 1.125% | 9/30/21 | 15,860 | 15,441 |
| United States Treasury Note/Bond | 2.125% | 9/30/21 | 9,240 | 9,213 |
| United States Treasury Note/Bond | 2.875% | 10/15/21 | 35,480 | 36,029 |
| United States Treasury Note/Bond | 1.250% | 10/31/21 | 40,150 | 39,159 |
| United States Treasury Note/Bond | 2.000% | 10/31/21 | 20,510 | 20,385 |
| United States Treasury Note/Bond | 2.000% | 11/15/21 | 43,550 | 43,291 |
| United States Treasury Note/Bond | 2.875% | 11/15/21 | 8,729 | 8,868 |
| United States Treasury Note/Bond | 8.000% | 11/15/21 | 12,500 | 14,305 |
| United States Treasury Note/Bond | 1.750% | 11/30/21 | 28,330 | 27,976 |
| United States Treasury Note/Bond | 1.875% | 11/30/21 | 8,881 | 8,796 |
| United States Treasury Note/Bond | 2.625% | 12/15/21 | 65,769 | 66,447 |
| United States Treasury Note/Bond | 2.000% | 12/31/21 | 10,723 | 10,661 |
| United States Treasury Note/Bond | 2.125% | 12/31/21 | 20,200 | 20,143 |
| United States Treasury Note/Bond | 2.500% | 1/15/22 | 125,206 | 126,106 |
| United States Treasury Note/Bond | 1.500% | 1/31/22 | 8,364 | 8,197 |
| United States Treasury Note/Bond | 1.875% | 1/31/22 | 78,130 | 77,373 |
| United States Treasury Note/Bond | 2.000% | 2/15/22 | 18,553 | 18,440 |
| United States Treasury Note/Bond | 2.500% | 2/15/22 | 105,578 | 106,403 |
| United States Treasury Note/Bond | 1.750% | 2/28/22 | 26,621 | 26,263 |
| United States Treasury Note/Bond | 1.875% | 2/28/22 | 32,855 | 32,532 |
| United States Treasury Note/Bond | 2.375% | 3/15/22 | 62,848 | 63,152 |
| United States Treasury Note/Bond | 1.750% | 3/31/22 | 33,784 | 33,325 |
| United States Treasury Note/Bond | 1.875% | 3/31/22 | 8,830 | 8,744 |
| United States Treasury Note/Bond | 1.750% | 4/30/22 | 4,721 | 4,655 |
| United States Treasury Note/Bond | 1.875% | 4/30/22 | 14,651 | 14,500 |
| United States Treasury Note/Bond | 1.750% | 5/15/22 | 1,025 | 1,010 |
| United States Treasury Note/Bond | 1.750% | 5/31/22 | 32,877 | 32,404 |
| United States Treasury Note/Bond | 1.875% | 5/31/22 | 9,675 | 9,572 |
| United States Treasury Note/Bond | 2.125% | 6/30/22 | 19,560 | 19,502 |
| United States Treasury Note/Bond | 1.875% | 7/31/22 | 33,815 | 33,435 |
| United States Treasury Note/Bond | 2.000% | 7/31/22 | 7,795 | 7,740 |
| United States Treasury Note/Bond | 1.625% | 8/15/22 | 4,708 | 4,616 |
| United States Treasury Note/Bond | 1.625% | 8/31/22 | 2,050 | 2,010 |
| United States Treasury Note/Bond | 1.750% | 9/30/22 | 1,250 | 1,230 |
| United States Treasury Note/Bond | 1.875% | 9/30/22 | 33,210 | 32,831 |
| United States Treasury Note/Bond | 1.875% | 10/31/22 | 14,555 | 14,380 |
| United States Treasury Note/Bond | 2.000% | 10/31/22 | 17,810 | 17,676 |
| United States Treasury Note/Bond | 1.625% | 11/15/22 | 16,150 | 15,814 |
| United States Treasury Note/Bond | 2.000% | 11/30/22 | 48,163 | 47,787 |
| United States Treasury Note/Bond | 2.125% | 12/31/22 | 72,580 | 72,319 |
| United States Treasury Note/Bond | 1.750% | 1/31/23 | 25,218 | 24,780 |
| United States Treasury Note/Bond | 2.375% | 1/31/23 | 975 | 980 |
| United States Treasury Note/Bond | 2.000% | 2/15/23 | 11,203 | 11,110 |
| United States Treasury Note/Bond | 7.125% | 2/15/23 | 1,100 | 1,298 |
| United States Treasury Note/Bond | 1.500% | 2/28/23 | 3,327 | 3,237 |
| United States Treasury Note/Bond | 2.625% | 2/28/23 | 8,010 | 8,130 |
| United States Treasury Note/Bond | 1.500% | 3/31/23 | 26,975 | 26,229 |
| United States Treasury Note/Bond | 2.500% | 3/31/23 | 28,451 | 28,749 |
| United States Treasury Note/Bond | 1.625% | 4/30/23 | 22,585 | 22,056 |
| United States Treasury Note/Bond | 2.750% | 4/30/23 | 23,480 | 23,957 |
| United States Treasury Note/Bond | 1.750% | 5/15/23 | 30,393 | 29,823 |
| United States Treasury Note/Bond | 1.625% | 5/31/23 | 23,885 | 23,310 |
| United States Treasury Note/Bond | 2.750% | 5/31/23 | 5,895 | 6,017 |
| United States Treasury Note/Bond | 1.375% | 6/30/23 | 25,610 | 24,730 |
| United States Treasury Note/Bond | 2.625% | 6/30/23 | 17,816 | 18,103 |
| United States Treasury Note/Bond | 1.250% | 7/31/23 | 21,485 | 20,619 |
| United States Treasury Note/Bond | 2.750% | 7/31/23 | 33,800 | 34,524 |
| United States Treasury Note/Bond | 2.500% | 8/15/23 | 39,835 | 40,283 |
| United States Treasury Note/Bond | 6.250% | 8/15/23 | 32,780 | 38,214 |
| United States Treasury Note/Bond | 1.375% | 8/31/23 | 12,820 | 12,359 |
| United States Treasury Note/Bond | 2.750% | 8/31/23 | 2,380 | 2,432 |
| United States Treasury Note/Bond | 1.375% | 9/30/23 | 20,585 | 19,829 |
| United States Treasury Note/Bond | 2.875% | 9/30/23 | 3,149 | 3,235 |
| United States Treasury Note/Bond | 1.625% | 10/31/23 | 3,251 | 3,165 |
| United States Treasury Note/Bond | 2.875% | 10/31/23 | 10,678 | 10,975 |
| United States Treasury Note/Bond | 2.750% | 11/15/23 | 15,281 | 15,625 |
| United States Treasury Note/Bond | 2.125% | 11/30/23 | 16,145 | 16,067 |
| United States Treasury Note/Bond | 2.875% | 11/30/23 | 5,037 | 5,182 |
| United States Treasury Note/Bond | 2.250% | 12/31/23 | 30 | 30 |
| United States Treasury Note/Bond | 2.625% | 12/31/23 | 54,501 | 55,455 |
| United States Treasury Note/Bond | 2.250% | 1/31/24 | 41,830 | 41,850 |
| United States Treasury Note/Bond | 2.500% | 1/31/24 | 37,219 | 37,672 |
| United States Treasury Note/Bond | 2.750% | 2/15/24 | 29,974 | 30,677 |
| United States Treasury Note/Bond | 2.125% | 2/29/24 | 47,435 | 47,183 |
| United States Treasury Note/Bond | 2.375% | 2/29/24 | 28,569 | 28,774 |
| United States Treasury Note/Bond | 2.125% | 3/31/24 | 84,654 | 84,231 |
| United States Treasury Note/Bond | 2.000% | 4/30/24 | 35,345 | 34,925 |
| United States Treasury Note/Bond | 2.500% | 5/15/24 | 91,029 | 92,124 |
| United States Treasury Note/Bond | 2.000% | 5/31/24 | 15,904 | 15,715 |
| United States Treasury Note/Bond | 2.000% | 6/30/24 | 18,635 | 18,402 |
| United States Treasury Note/Bond | 2.125% | 7/31/24 | 14,710 | 14,611 |
| United States Treasury Note/Bond | 2.375% | 8/15/24 | 21,710 | 21,832 |
| United States Treasury Note/Bond | 1.875% | 8/31/24 | 10,623 | 10,416 |
| United States Treasury Note/Bond | 2.125% | 9/30/24 | 70,558 | 70,051 |
| United States Treasury Note/Bond | 2.250% | 10/31/24 | 35,320 | 35,287 |
| United States Treasury Note/Bond | 2.250% | 11/15/24 | 26,400 | 26,363 |
| United States Treasury Note/Bond | 7.500% | 11/15/24 | 675 | 860 |
| United States Treasury Note/Bond | 2.125% | 11/30/24 | 70,805 | 70,252 |
| United States Treasury Note/Bond | 2.250% | 12/31/24 | 60,000 | 59,925 |
| United States Treasury Note/Bond | 2.500% | 1/31/25 | 20,340 | 20,585 |
| United States Treasury Note/Bond | 2.000% | 2/15/25 | 57,848 | 56,926 |
| United States Treasury Note/Bond | 2.750% | 2/28/25 | 7,073 | 7,255 |
| United States Treasury Note/Bond | 2.625% | 3/31/25 | 31,046 | 31,633 |
| United States Treasury Note/Bond | 2.875% | 4/30/25 | 43,863 | 45,316 |
| United States Treasury Note/Bond | 2.125% | 5/15/25 | 48,416 | 47,932 |
| United States Treasury Note/Bond | 2.875% | 5/31/25 | 25,340 | 26,179 |
| United States Treasury Note/Bond | 2.750% | 6/30/25 | 42,295 | 43,405 |
| United States Treasury Note/Bond | 2.875% | 7/31/25 | 34,960 | 36,140 |
| United States Treasury Note/Bond | 2.000% | 8/15/25 | 52,747 | 51,791 |
| United States Treasury Note/Bond | 6.875% | 8/15/25 | 1,943 | 2,465 |
| United States Treasury Note/Bond | 2.750% | 8/31/25 | 15,520 | 15,932 |
| United States Treasury Note/Bond | 3.000% | 9/30/25 | 8,524 | 8,881 |
| United States Treasury Note/Bond | 2.250% | 11/15/25 | 9,772 | 9,732 |
| United States Treasury Note/Bond | 2.875% | 11/30/25 | 5,070 | 5,246 |
| United States Treasury Note/Bond | 2.625% | 12/31/25 | 106,195 | 108,286 |
| United States Treasury Note/Bond | 2.625% | 1/31/26 | 56,474 | 57,594 |
| United States Treasury Note/Bond | 1.625% | 2/15/26 | 40,832 | 39,033 |
| United States Treasury Note/Bond | 2.500% | 2/28/26 | 44,293 | 44,819 |
| United States Treasury Note/Bond | 2.250% | 3/31/26 | 4,000 | 3,984 |
| United States Treasury Note/Bond | 1.625% | 5/15/26 | 50,598 | 48,290 |
| United States Treasury Note/Bond | 1.500% | 8/15/26 | 51,545 | 48,645 |
| United States Treasury Note/Bond | 6.750% | 8/15/26 | 3,095 | 4,016 |
| United States Treasury Note/Bond | 2.000% | 11/15/26 | 37,355 | 36,474 |
| United States Treasury Note/Bond | 6.500% | 11/15/26 | 910 | 1,172 |
| United States Treasury Note/Bond | 2.250% | 2/15/27 | 44,372 | 44,067 |
| United States Treasury Note/Bond | 2.375% | 5/15/27 | 39,155 | 39,229 |
| United States Treasury Note/Bond | 2.250% | 8/15/27 | 44,099 | 43,713 |
| United States Treasury Note/Bond | 2.250% | 11/15/27 | 39,003 | 38,625 |
| United States Treasury Note/Bond | 6.125% | 11/15/27 | 775 | 1,000 |
| United States Treasury Note/Bond | 2.750% | 2/15/28 | 50,868 | 52,362 |
| United States Treasury Note/Bond | 2.875% | 5/15/28 | 33,665 | 35,006 |
| United States Treasury Note/Bond | 2.875% | 8/15/28 | 53,510 | 55,659 |
| United States Treasury Note/Bond | 5.500% | 8/15/28 | 895 | 1,127 |
| United States Treasury Note/Bond | 3.125% | 11/15/28 | 52,149 | 55,376 |
| United States Treasury Note/Bond | 5.250% | 11/15/28 | 14,810 | 18,406 |
| United States Treasury Note/Bond | 2.625% | 2/15/29 | 67,463 | 68,781 |
| United States Treasury Note/Bond | 5.250% | 2/15/29 | 15,313 | 19,112 |
| United States Treasury Note/Bond | 6.125% | 8/15/29 | 4,420 | 5,919 |
| United States Treasury Note/Bond | 6.250% | 5/15/30 | 570 | 781 |
| United States Treasury Note/Bond | 5.375% | 2/15/31 | 24,475 | 31,848 |
| United States Treasury Note/Bond | 4.500% | 2/15/36 | 13,800 | 17,504 |
| United States Treasury Note/Bond | 4.750% | 2/15/37 | 7,525 | 9,891 |
| United States Treasury Note/Bond | 5.000% | 5/15/37 | 403 | 546 |
| United States Treasury Note/Bond | 4.375% | 2/15/38 | 3,592 | 4,552 |
| United States Treasury Note/Bond | 4.500% | 5/15/38 | 8,100 | 10,433 |
| United States Treasury Note/Bond | 3.500% | 2/15/39 | 10,601 | 12,032 |
| United States Treasury Note/Bond | 4.250% | 5/15/39 | 10,883 | 13,633 |
| United States Treasury Note/Bond | 4.500% | 8/15/39 | 8,684 | 11,233 |
| United States Treasury Note/Bond | 4.375% | 11/15/39 | 11,686 | 14,876 |
| United States Treasury Note/Bond | 4.625% | 2/15/40 | 13,760 | 18,099 |
| United States Treasury Note/Bond | 4.375% | 5/15/40 | 12,975 | 16,539 |
| United States Treasury Note/Bond | 3.875% | 8/15/40 | 11,185 | 13,349 |
| United States Treasury Note/Bond | 4.250% | 11/15/40 | 10,317 | 12,949 |
| United States Treasury Note/Bond | 4.750% | 2/15/41 | 15,338 | 20,558 |
| United States Treasury Note/Bond | 4.375% | 5/15/41 | 12,450 | 15,911 |
| United States Treasury Note/Bond | 3.750% | 8/15/41 | 12,000 | 14,068 |
| United States Treasury Note/Bond | 3.125% | 11/15/41 | 13,128 | 13,994 |
| United States Treasury Note/Bond | 3.125% | 2/15/42 | 15,773 | 16,796 |
| United States Treasury Note/Bond | 3.000% | 5/15/42 | 11,950 | 12,460 |
| United States Treasury Note/Bond | 2.750% | 8/15/42 | 32,075 | 32,010 |
| United States Treasury Note/Bond | 2.750% | 11/15/42 | 57,583 | 57,403 |
| United States Treasury Note/Bond | 3.125% | 2/15/43 | 30,422 | 32,309 |
| United States Treasury Note/Bond | 2.875% | 5/15/43 | 41,060 | 41,785 |
| United States Treasury Note/Bond | 3.625% | 8/15/43 | 36,516 | 42,045 |
| United States Treasury Note/Bond | 3.750% | 11/15/43 | 46,084 | 54,134 |
| United States Treasury Note/Bond | 3.625% | 2/15/44 | 27,738 | 31,968 |
| United States Treasury Note/Bond | 3.375% | 5/15/44 | 21,816 | 24,165 |
| United States Treasury Note/Bond | 3.125% | 8/15/44 | 13,001 | 13,810 |
| United States Treasury Note/Bond | 3.000% | 11/15/44 | 20,069 | 20,862 |
| United States Treasury Note/Bond | 2.500% | 2/15/45 | 36,593 | 34,603 |
| United States Treasury Note/Bond | 3.000% | 5/15/45 | 20,139 | 20,945 |
| United States Treasury Note/Bond | 2.875% | 8/15/45 | 35,817 | 36,376 |
| United States Treasury Note/Bond | 3.000% | 11/15/45 | 5,078 | 5,282 |
| United States Treasury Note/Bond | 2.500% | 2/15/46 | 31,339 | 29,542 |
| United States Treasury Note/Bond | 2.500% | 5/15/46 | 41,805 | 39,388 |
| United States Treasury Note/Bond | 2.250% | 8/15/46 | 25,312 | 22,623 |
| United States Treasury Note/Bond | 2.875% | 11/15/46 | 36,710 | 37,255 |
| United States Treasury Note/Bond | 3.000% | 2/15/47 | 9,150 | 9,517 |
| United States Treasury Note/Bond | 3.000% | 5/15/47 | 45,822 | 47,598 |
| United States Treasury Note/Bond | 2.750% | 8/15/47 | 32,138 | 31,756 |
| United States Treasury Note/Bond | 2.750% | 11/15/47 | 34,982 | 34,555 |
| United States Treasury Note/Bond | 3.000% | 2/15/48 | 43,204 | 44,804 |
| United States Treasury Note/Bond | 3.125% | 5/15/48 | 37,817 | 40,192 |
| United States Treasury Note/Bond | 3.000% | 8/15/48 | 44,009 | 45,652 |
| United States Treasury Note/Bond | 3.375% | 11/15/48 | 30,079 | 33,543 |
| United States Treasury Note/Bond | 3.000% | 2/15/49 | 33,663 | 34,952 |
| 6,704,927 | ||||
| Agency Bonds and Notes (0.5%) | ||||
| 3 AID-Iraq | 2.149% | 1/18/22 | 1,100 | 1,095 |
| 3 AID-Israel | 5.500% | 12/4/23 | 375 | 426 |
| 3 AID-Israel | 5.500% | 4/26/24 | 1,400 | 1,607 |
| 3 AID-Jordan | 2.503% | 10/30/20 | 750 | 751 |
| 3 AID-Jordan | 2.578% | 6/30/22 | 320 | 321 |
| 3 AID-Jordan | 3.000% | 6/30/25 | 400 | 409 |
| 3 AID-Tunisia | 2.452% | 7/24/21 | 250 | 251 |
| 3 AID-Tunisia | 1.416% | 8/5/21 | 200 | 196 |
| 3 AID-Ukraine | 1.847% | 5/29/20 | 700 | 696 |
| 3 AID-Ukraine | 1.471% | 9/29/21 | 675 | 658 |
| Federal Farm Credit Banks | 2.550% | 5/15/20 | 1,000 | 1,002 |
| Federal Farm Credit Banks | 1.680% | 10/13/20 | 825 | 816 |
| Federal Farm Credit Banks | 2.550% | 3/11/21 | 1,475 | 1,482 |
| Federal Farm Credit Banks | 2.230% | 4/5/21 | 1,475 | 1,473 |
| Federal Farm Credit Banks | 3.050% | 11/15/21 | 400 | 408 |
| Federal Farm Credit Banks | 3.500% | 12/20/23 | 500 | 526 |
| Federal Home Loan Banks | 2.625% | 5/28/20 | 5,000 | 5,013 |
| Federal Home Loan Banks | 3.375% | 6/12/20 | 1,825 | 1,846 |
| Federal Home Loan Banks | 1.375% | 9/28/20 | 1,950 | 1,922 |
| Federal Home Loan Banks | 2.625% | 10/1/20 | 8,000 | 8,029 |
| Federal Home Loan Banks | 5.250% | 12/11/20 | 1,000 | 1,048 |
| Federal Home Loan Banks | 1.375% | 2/18/21 | 1,600 | 1,572 |
| Federal Home Loan Banks | 5.625% | 6/11/21 | 1,600 | 1,713 |
| Federal Home Loan Banks | 1.125% | 7/14/21 | 3,000 | 2,923 |
| Federal Home Loan Banks | 3.000% | 10/12/21 | 7,000 | 7,126 |
| Federal Home Loan Banks | 1.875% | 11/29/21 | 6,000 | 5,940 |
| Federal Home Loan Banks | 2.125% | 3/10/23 | 3,155 | 3,133 |
| Federal Home Loan Banks | 2.500% | 2/13/24 | 3,515 | 3,545 |
| Federal Home Loan Banks | 2.875% | 6/14/24 | 2,000 | 2,052 |
| Federal Home Loan Banks | 5.375% | 8/15/24 | 815 | 938 |
| Federal Home Loan Banks | 3.250% | 11/16/28 | 1,965 | 2,068 |
| Federal Home Loan Banks | 5.500% | 7/15/36 | 2,775 | 3,710 |
| † Federal Home Loan Mortgage Corp. | 1.375% | 4/20/20 | 3,143 | 3,109 |
| † Federal Home Loan Mortgage Corp. | 2.500% | 4/23/20 | 3,323 | 3,325 |
| † Federal Home Loan Mortgage Corp. | 1.375% | 5/1/20 | 1,257 | 1,243 |
| † Federal Home Loan Mortgage Corp. | 1.625% | 9/29/20 | 4,000 | 3,956 |
| † Federal Home Loan Mortgage Corp. | 1.875% | 11/17/20 | 8,726 | 8,659 |
| † Federal Home Loan Mortgage Corp. | 2.375% | 2/16/21 | 5,000 | 5,005 |
| † Federal Home Loan Mortgage Corp. | 1.125% | 8/12/21 | 7,200 | 7,007 |
| † Federal Home Loan Mortgage Corp. | 2.375% | 1/13/22 | 2,800 | 2,810 |
| † Federal Home Loan Mortgage Corp. | 2.750% | 6/19/23 | 4,000 | 4,072 |
| † Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 270 | 368 |
| † Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 2,941 | 4,052 |
| † Federal National Mortgage Assn. | 1.500% | 6/22/20 | 4,000 | 3,958 |
| † Federal National Mortgage Assn. | 1.500% | 7/30/20 | 3,000 | 2,966 |
| † Federal National Mortgage Assn. | 2.875% | 10/30/20 | 1,890 | 1,904 |
| † Federal National Mortgage Assn. | 1.500% | 11/30/20 | 2,774 | 2,735 |
| † Federal National Mortgage Assn. | 1.875% | 12/28/20 | 2,000 | 1,984 |
| † Federal National Mortgage Assn. | 1.375% | 2/26/21 | 1,900 | 1,867 |
| † Federal National Mortgage Assn. | 2.500% | 4/13/21 | 3,000 | 3,011 |
| † Federal National Mortgage Assn. | 2.750% | 6/22/21 | 2,672 | 2,698 |
| † Federal National Mortgage Assn. | 1.250% | 8/17/21 | 2,000 | 1,952 |
| † Federal National Mortgage Assn. | 1.375% | 10/7/21 | 3,000 | 2,935 |
| † Federal National Mortgage Assn. | 2.000% | 1/5/22 | 6,000 | 5,961 |
| † Federal National Mortgage Assn. | 2.625% | 1/11/22 | 720 | 727 |
| † Federal National Mortgage Assn. | 1.875% | 4/5/22 | 5,000 | 4,944 |
| † Federal National Mortgage Assn. | 2.000% | 10/5/22 | 4,200 | 4,163 |
| † Federal National Mortgage Assn. | 2.375% | 1/19/23 | 8,174 | 8,199 |
| † Federal National Mortgage Assn. | 2.875% | 9/12/23 | 2,000 | 2,047 |
| † Federal National Mortgage Assn. | 2.500% | 2/5/24 | 3,881 | 3,914 |
| † Federal National Mortgage Assn. | 2.625% | 9/6/24 | 660 | 669 |
| † Federal National Mortgage Assn. | 2.125% | 4/24/26 | 2,100 | 2,052 |
| † Federal National Mortgage Assn. | 1.875% | 9/24/26 | 2,900 | 2,775 |
| † Federal National Mortgage Assn. | 7.125% | 1/15/30 | 1,405 | 1,972 |
| † Federal National Mortgage Assn. | 7.250% | 5/15/30 | 2,025 | 2,876 |
| † Federal National Mortgage Assn. | 6.625% | 11/15/30 | 6,320 | 8,695 |
| † Federal National Mortgage Assn. | 5.625% | 7/15/37 | 1,260 | 1,706 |
| Private Export Funding Corp. | 2.300% | 9/15/20 | 175 | 175 |
| Private Export Funding Corp. | 4.300% | 12/15/21 | 175 | 184 |
| Private Export Funding Corp. | 2.800% | 5/15/22 | 200 | 202 |
| Private Export Funding Corp. | 2.050% | 11/15/22 | 4,175 | 4,122 |
| Private Export Funding Corp. | 3.550% | 1/15/24 | 725 | 757 |
| Private Export Funding Corp. | 2.450% | 7/15/24 | 525 | 521 |
| Private Export Funding Corp. | 3.250% | 6/15/25 | 175 | 181 |
| Tennessee Valley Authority | 3.875% | 2/15/21 | 905 | 930 |
| Tennessee Valley Authority | 1.875% | 8/15/22 | 425 | 418 |
| Tennessee Valley Authority | 2.875% | 9/15/24 | 954 | 974 |
| Tennessee Valley Authority | 6.750% | 11/1/25 | 2,920 | 3,651 |
| Tennessee Valley Authority | 2.875% | 2/1/27 | 1,000 | 1,015 |
| Tennessee Valley Authority | 7.125% | 5/1/30 | 2,000 | 2,807 |
| Tennessee Valley Authority | 4.700% | 7/15/33 | 575 | 687 |
| Tennessee Valley Authority | 4.650% | 6/15/35 | 500 | 592 |
| Tennessee Valley Authority | 5.880% | 4/1/36 | 285 | 384 |
| Tennessee Valley Authority | 5.500% | 6/15/38 | 225 | 299 |
| Tennessee Valley Authority | 5.250% | 9/15/39 | 1,312 | 1,686 |
| Tennessee Valley Authority | 5.375% | 4/1/56 | 580 | 820 |
| Tennessee Valley Authority | 4.625% | 9/15/60 | 519 | 656 | |
| Tennessee Valley Authority | 4.250% | 9/15/65 | 700 | 833 | |
| 206,905 | |||||
| Conventional Mortgage-Backed Securities (8.7%) | |||||
| †,4 | Fannie Mae Pool | 2.000% | 11/1/27–11/1/31 | 6,293 | 6,170 |
| †,4 | Fannie Mae Pool | 2.500% | 1/1/27–10/1/46 | 78,851 | 78,555 |
| †,4,5 | Fannie Mae Pool | 3.000% | 1/1/26–4/1/49 | 298,243 | 298,856 |
| †,4,5 | Fannie Mae Pool | 3.500% | 9/1/25–4/1/49 | 398,048 | 404,819 |
| †,4 | Fannie Mae Pool | 4.000% | 12/1/19–4/1/49 | 371,111 | 382,704 |
| †,4,5 | Fannie Mae Pool | 4.500% | 4/1/19–4/1/49 | 161,061 | 168,496 |
| †,4,5 | Fannie Mae Pool | 5.000% | 4/1/19–4/1/49 | 44,038 | 46,916 |
| †,4 | Fannie Mae Pool | 5.500% | 7/1/19–4/1/40 | 25,699 | 27,755 |
| †,4 | Fannie Mae Pool | 6.000% | 7/1/19–5/1/41 | 15,733 | 17,046 |
| †,4 | Fannie Mae Pool | 6.500% | 10/1/23–10/1/39 | 4,521 | 4,854 |
| †,4 | Fannie Mae Pool | 7.000% | 12/1/22–11/1/37 | 1,584 | 1,801 |
| †,4 | Fannie Mae Pool | 7.500% | 11/1/22–12/1/32 | 133 | 148 |
| †,4 | Fannie Mae Pool | 8.000% | 12/1/22–10/1/30 | 27 | 30 |
| †,4 | Fannie Mae Pool | 8.500% | 7/1/22–7/1/30 | 16 | 18 |
| †,4 | Fannie Mae Pool | 9.000% | 7/1/22–6/1/26 | 7 | 7 |
| †,4 | Fannie Mae Pool | 9.500% | 8/1/20–2/1/25 | 1 | 1 |
| †,4 | Fannie Mae Pool | 10.000% | 1/1/20 | — | — |
| †,4 | Freddie Mac Gold Pool | 2.000% | 8/1/28–12/1/31 | 3,157 | 3,084 |
| †,4 | Freddie Mac Gold Pool | 2.500% | 4/1/27–10/1/46 | 60,366 | 60,195 |
| †,4 | Freddie Mac Gold Pool | 3.000% | 10/1/24–4/1/49 | 212,329 | 212,776 |
| †,4,5 | Freddie Mac Gold Pool | 3.500% | 9/1/25–4/1/49 | 261,591 | 266,238 |
| †,4,5 | Freddie Mac Gold Pool | 4.000% | 4/1/19–4/1/49 | 227,164 | 234,288 |
| †,4,5 | Freddie Mac Gold Pool | 4.500% | 4/1/19–4/1/49 | 96,946 | 101,494 |
| †,4,5 | Freddie Mac Gold Pool | 5.000% | 5/1/19–4/1/49 | 27,567 | 29,330 |
| †,4 | Freddie Mac Gold Pool | 5.500% | 1/1/22–6/1/41 | 14,368 | 15,590 |
| †,4 | Freddie Mac Gold Pool | 6.000% | 5/1/21–5/1/40 | 7,547 | 8,206 |
| †,4 | Freddie Mac Gold Pool | 6.500% | 8/1/23–3/1/39 | 1,934 | 2,093 |
| †,4 | Freddie Mac Gold Pool | 7.000% | 10/1/22–12/1/38 | 534 | 603 |
| †,4 | Freddie Mac Gold Pool | 7.500% | 1/1/23–1/1/32 | 88 | 101 |
| †,4 | Freddie Mac Gold Pool | 8.000% | 1/1/22–1/1/31 | 63 | 70 |
| †,4 | Freddie Mac Gold Pool | 8.500% | 11/1/24–5/1/30 | 9 | 9 |
| †,4 | Freddie Mac Gold Pool | 9.000% | 10/1/21–5/1/25 | 6 | 7 |
| †,4 | Freddie Mac Gold Pool | 9.500% | 8/1/20–4/1/25 | — | — |
| †,4 | Freddie Mac Gold Pool | 10.000% | 4/1/25 | — | — |
| 4 | Ginnie Mae I Pool | 3.000% | 1/15/26–5/15/45 | 10,400 | 10,481 |
| 4,5 | Ginnie Mae I Pool | 3.500% | 11/15/25–4/1/49 | 12,394 | 12,691 |
| 4 | Ginnie Mae I Pool | 4.000% | 10/15/24–4/1/49 | 19,070 | 19,780 |
| 4,5 | Ginnie Mae I Pool | 4.500% | 5/15/19–4/1/49 | 18,843 | 19,821 |
| 4 | Ginnie Mae I Pool | 5.000% | 1/15/20–4/15/41 | 10,750 | 11,383 |
| 4 | Ginnie Mae I Pool | 5.500% | 6/15/19–6/15/41 | 5,120 | 5,471 |
| 4 | Ginnie Mae I Pool | 6.000% 12/15/23–12/15/40 | 3,144 | 3,387 | |
| 4 | Ginnie Mae I Pool | 6.500% | 11/15/23–8/15/39 | 1,031 | 1,081 |
| 4 | Ginnie Mae I Pool | 7.000% | 1/15/23–8/15/32 | 444 | 493 |
| 4 | Ginnie Mae I Pool | 7.500% | 11/15/22–3/15/32 | 133 | 148 |
| 4 | Ginnie Mae I Pool | 8.000% | 8/15/22–3/15/32 | 87 | 93 |
| 4 | Ginnie Mae I Pool | 8.500% | 8/15/22–6/15/30 | 16 | 17 |
| 4 | Ginnie Mae I Pool | 9.000% | 1/15/20–10/15/26 | 6 | 6 |
| 4 | Ginnie Mae I Pool | 9.500% | 8/15/20 | — | — |
| 4 | Ginnie Mae II Pool | 2.500% | 6/20/27–12/20/46 | 8,393 | 8,255 |
| 4 | Ginnie Mae II Pool | 3.000% | 2/20/27–4/1/49 | 202,444 | 203,965 |
| 4,5 | Ginnie Mae II Pool | 3.500% | 9/20/25–4/1/49 | 345,647 | 354,147 |
| 4,5 | Ginnie Mae II Pool | 4.000% | 9/20/25–5/1/49 | 232,361 | 240,875 |
| 4,5 | Ginnie Mae II Pool | 4.500% | 11/20/35–4/1/49 | 128,597 | 134,108 |
| 4,5 | Ginnie Mae II Pool | 5.000% | 6/20/33–4/1/49 | 46,649 | 48,935 |
| 4 | Ginnie Mae II Pool | 5.500% | 12/20/33–9/20/41 | 5,891 | 6,268 |
| 4 | Ginnie Mae II Pool | 6.000% | 3/20/33–7/20/39 | 2,351 | 2,521 |
| 4 | Ginnie Mae II Pool | 6.500% | 12/20/35–11/20/39 | 693 | 777 |
| 4 | Ginnie Mae II Pool | 7.000% | 4/20/38–8/20/38 | 106 | 124 |
| 3,457,087 | |||||
| Nonconventional Mortgage-Backed Securities (0.0%) | |||||
| †,4 | Fannie Mae Pool | 2.135% | 3/1/43 | 432 | 430 |
| †,4 | Fannie Mae Pool | 2.181% | 6/1/43 | 292 | 291 |
| †,4 | Fannie Mae Pool | 2.198% | 10/1/42 | 124 | 130 |
| †,4 | Fannie Mae Pool | 2.271% | 7/1/43 | 474 | 467 |
| †,4 | Fannie Mae Pool | 2.389% | 10/1/42 | 218 | 220 |
| †,4 | Fannie Mae Pool | 2.437% | 9/1/43 | 51 | 51 |
| †,4 | Fannie Mae Pool | 3.361% | 8/1/42 | 199 | 198 |
| †,4 | Fannie Mae Pool | 3.490% | 4/1/41 | 62 | 62 |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.290% | 4.080% | 12/1/41 | 81 | 83 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.310% | 4.011% | 9/1/37 | 125 | 128 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.524% | 4.324% | 7/1/36 | 21 | 22 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.553% | 4.428% | 12/1/33 | 24 | 26 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.623% | 4.748% | 2/1/36 | 33 | 34 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.627% | 4.752% | 3/1/38 | 6 | 6 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.635% | 4.385% | 8/1/35 | 68 | 72 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.635% | 4.510% | 11/1/36 | 46 | 49 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.660% | 4.410% | 9/1/40 | 13 | 14 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.665% | 4.415% | 6/1/36 | 4 | 4 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.667% | 4.423% | 10/1/37 | 61 | 63 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.688% | 4.311% | 6/1/42 | 352 | 366 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.690% | 4.195% | 5/1/40 | 28 | 29 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.690% | 4.440% | 9/1/42 | 117 | 122 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.690% | 4.525% | 10/1/39 | 31 | 33 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.695% | 4.445% | 7/1/39 | 9 | 9 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.697% | 4.570% | 1/1/42 | 140 | 144 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.698% | 4.476% | 8/1/40 | 15 | 16 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.700% | 4.651% | 12/1/40 | 63 | 66 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.705% | 4.570% | 11/1/39 | 15 | 16 | |
| †,4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.717% | 4.752% | 1/1/37 | 42 | 45 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.728% | 4.581% | 9/1/34 | 22 | 22 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.742% | 4.451% | 7/1/41 | 160 | 169 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.744% | 4.571% | 11/1/39 | 42 | 44 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.750% | 4.549% | 10/1/40 | 26 | 28 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.773% | 4.598% | 5/1/42 | 51 | 54 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.780% | 4.905% | 2/1/41 | 61 | 65 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.781% | 4.371% | 6/1/41 | 23 | 24 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.795% | 3.674% | 3/1/42 | 171 | 180 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.801% | 4.536% | 3/1/42 | 119 | 127 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.805% | 4.680% | 11/1/41 | 75 | 80 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.810% | 4.685% | 11/1/39–10/1/40 | 62 | 65 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.810% | 4.810% | 11/1/33–12/1/40 | 55 | 57 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.813% | 4.648% | 11/1/41 | 55 | 58 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.813% | 4.803% | 1/1/42 | 82 | 86 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.815% | 4.320% | 5/1/41 | 58 | 61 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.815% | 4.689% | 12/1/41 | 72 | 76 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.815% | 4.690% | 11/1/40–12/1/40 | 71 | 75 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.815% | 4.940% | 2/1/41 | 28 | 29 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.820% | 4.565% | 9/1/40 | 76 | 81 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.820% | 4.730% | 12/1/40 | 28 | 29 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.820% | 4.852% | 3/1/41 | 79 | 83 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.821% | 4.904% | 2/1/41 | 29 | 29 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.825% | 3.950% | 3/1/41 | 72 | 76 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.825% | 4.670% | 12/1/39 | 44 | 46 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.830% | 4.580% | 6/1/41 | 77 | 81 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.835% | 4.859% | 1/1/40 | 69 | 72 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.840% | 4.590% | 8/1/39 | 24 | 25 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.864% | 4.220% | 5/1/40 | 14 | 14 |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.880% | 4.616% | 11/1/34 | 45 | 48 | |
| 4,6 | Fannie Mae Pool, 12M USD LIBOR + | ||||
| 1.909% | 4.284% | 4/1/37 | 39 | 41 | |
| 4,6 | Fannie Mae Pool, 1YR CMT + 2.155% | 4.780% | 12/1/37 | 65 | 67 |
| 4,6 | Fannie Mae Pool, 1YR CMT + 2.313% | 5.028% | 1/1/35 | 51 | 54 |
| 4,6 | Fannie Mae Pool, 6M USD LIBOR + | ||||
| 1.063% | 3.563% | 4/1/37 | 33 | 34 | |
| 4,6 | Fannie Mae Pool, 6M USD LIBOR + | ||||
| 1.530% | 4.416% | 12/1/43 | 246 | 264 | |
| 4,6 | Fannie Mae Pool, 6M USD LIBOR + | ||||
| 1.638% | 4.424% | 8/1/39 | 88 | 90 | |
| 4,6 | Fannie Mae Pool, 6M USD LIBOR + | ||||
| 1.700% | 4.472% | 7/1/37 | 18 | 19 | |
| 4,6 | Fannie Mae Pool, 6M USD LIBOR + | ||||
| 1.707% | 3.393% | 9/1/43 | 251 | 256 | |
| 4,6 | Fannie Mae Pool, 6M USD LIBOR + | ||||
| 1.716% | 4.324% | 5/1/42 | 203 | 212 | |
| 4,6 | Fannie Mae Pool, 6M USD LIBOR + | ||||
| 1.783% | 4.511% | 7/1/42 | 91 | 98 | |
| 4,6 | Fannie Mae Pool, 6M USD LIBOR + | ||||
| 1.800% | 4.550% | 2/1/42 | 395 | 419 | |
| 4,6 | Fannie Mae Pool, 6M USD LIBOR + | ||||
| 1.840% | 4.715% | 8/1/37 | 33 | 35 | |
| 4,6 | Fannie Mae Pool, 6M USD LIBOR + | ||||
| 1.854% | 4.576% | 2/1/42 | 111 | 118 | |
| 4 | Freddie Mac Non Gold Pool | 2.396% | 5/1/42 | 38 | 38 |
| 4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 0.985% | 3.735% | 10/1/37 | 5 | 5 | |
| 4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.625% | 4.625% | 1/1/38 | 4 | 4 | |
| 4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.640% | 4.258% | 11/1/43 | 201 | 207 | |
| 4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.640% | 4.527% | 12/1/36 | 33 | 35 | |
| 4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.655% | 4.653% | 3/1/37 | 6 | 7 | |
| 4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.660% | 4.485% | 10/1/37 | 27 | 28 | |
| 4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.695% | 4.768% | 2/1/37 | 17 | 18 | |
| 4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.718% | 4.422% | 9/1/37 | 123 | 127 | |
| 4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.727% | 4.748% | 1/1/35 | 5 | 5 | |
| 4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.743% | 4.617% | 12/1/36 | 16 | 16 | |
| 4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.745% | 4.739% | 12/1/40 | 94 | 98 | |
| 4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.750% | 4.125% | 5/1/38 | 3 | 4 | |
| 4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.750% | 4.684% | 12/1/41 | 57 | 59 | |
| 4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.796% | 4.703% | 12/1/34 | 18 | 18 | |
| 4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.815% | 4.689% | 12/1/35 | 39 | 41 |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.842% | 4.584% | 3/1/42 | 107 | 113 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.860% | 4.813% | 2/1/42 | 27 | 28 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.880% | 4.255% | 5/1/40 | 20 | 20 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.880% | 4.433% | 5/1/40 | 14 | 14 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.880% | 4.470% | 6/1/40 | 18 | 18 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.880% | 4.544% | 6/1/41 | 26 | 27 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.880% | 4.630% | 6/1/40 | 28 | 28 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.880% | 4.755% | 11/1/40 | 6 | 7 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.880% | 4.880% | 12/1/40 | 9 | 9 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.880% | 4.981% | 1/1/41 | 46 | 48 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.880% | 5.005% | 3/1/41 | 15 | 16 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.889% | 4.984% | 2/1/42 | 63 | 64 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.894% | 4.640% | 9/1/40 | 89 | 93 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.900% | 4.515% | 6/1/40 | 32 | 33 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.900% | 4.775% | 11/1/40 | 28 | 29 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.910% | 4.946% | 1/1/41 | 15 | 16 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.910% | 5.035% | 2/1/41 | 62 | 65 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 1.977% | 4.450% | 5/1/37 | 103 | 106 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 2.075% | 4.526% | 7/1/35 | 29 | 30 | |
| †,4,6 | Freddie Mac Non Gold Pool, 12M USD | ||||
| LIBOR + 2.085% | 5.210% | 3/1/38 | 5 | 5 | |
| †,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + | ||||
| 2.250% | 4.232% | 5/1/36 | 26 | 27 | |
| †,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + | ||||
| 2.250% | 4.744% | 11/1/34 | 36 | 37 | |
| †,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + | ||||
| 2.250% | 4.993% | 2/1/36 | 29 | 31 | |
| †,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + | ||||
| 2.409% | 5.056% | 10/1/36 | 31 | 33 | |
| †,4,6 | Freddie Mac Non Gold Pool, 6M USD | ||||
| LIBOR + 1.665% | 4.384% | 1/1/37 | 60 | 63 | |
| 4,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.375% | 1/20/41–3/20/43 | 1,022 | 1,057 |
| 4,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.625% | 4/20/41–6/20/43 | 578 | 595 |
| 4,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.750% | 7/20/41–8/20/41 | 362 | 373 |
| 4,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 4.000% | 7/20/38 | 5 | 5 |
| 4,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 4.125% | 10/20/38–12/20/43 | 1,151 | 1,191 |
| 4,6 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 4.125% | 5/20/41 | 16 | 16 |
| 4,6 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 4.250% | 5/20/41 | 20 | 21 |
| 4,6 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 4.625% | 11/20/40 | 13 | 14 |
| 11,729 | |||||
| Total U.S. Government and Agency Obligations (Cost $10,330,062) | 10,380,648 | ||||
| Asset-Backed/Commercial Mortgage-Backed Securities (1.0%) | |||||
| 4 | Ally Auto Receivables Trust 2015-2 | 1.840% | 6/15/20 | 59 | 59 |
| 4 | Ally Auto Receivables Trust 2018-1 | 2.350% | 6/15/22 | 450 | 449 |
| 4 | Ally Auto Receivables Trust 2018-1 | 2.530% | 2/15/23 | 125 | 125 |
| 4 | Ally Auto Receivables Trust 2018-3 | 3.000% | 1/17/23 | 150 | 151 |
| 4 | Ally Auto Receivables Trust 2018-3 | 3.120% | 7/17/23 | 150 | 152 |
| 4 | Ally Master Owner Trust Series 2018-1 | 2.700% | 1/17/23 | 1,800 | 1,798 |
| 4 | Ally Master Owner Trust Series 2018-2 | 3.290% | 5/15/23 | 475 | 481 |
| 4 | American Express Credit Account Master | ||||
| Trust 2017-1 | 1.930% | 9/15/22 | 1,075 | 1,069 | |
| 4 | American Express Credit Account Master | ||||
| Trust 2017-3 | 1.770% | 11/15/22 | 2,600 | 2,579 | |
| 4 | American Express Credit Account Master | ||||
| Trust 2017-6 | 2.040% | 5/15/23 | 1,600 | 1,588 | |
| 4 | American Express Credit Account Master | ||||
| Trust 2017-7 | 2.350% | 5/15/25 | 975 | 967 | |
| 4 | American Express Credit Account Master | ||||
| Trust 2018-1 | 2.670% | 10/17/22 | 1,200 | 1,201 | |
| 4 | American Express Credit Account Master | ||||
| Trust 2018-2 | 3.010% | 10/15/25 | 1,075 | 1,097 | |
| 4 | American Express Credit Account Master | ||||
| Trust 2018-4 | 2.990% | 12/15/23 | 1,350 | 1,363 | |
| 4 | American Express Credit Account Master | ||||
| Trust 2018-8 | 3.180% | 4/15/24 | 500 | 508 | |
| 4 | AmeriCredit Automobile Receivables Trust | ||||
| 2016-3 | 1.460% | 5/10/21 | 69 | 69 | |
| 4 | AmeriCredit Automobile Receivables Trust | ||||
| 2017-3 | 1.900% | 3/18/22 | 340 | 338 | |
| 4 | AmeriCredit Automobile Receivables Trust | ||||
| 2018-1 | 3.070% | 12/19/22 | 400 | 402 | |
| 4 | AmeriCredit Automobile Receivables Trust | ||||
| 2018-1 | 3.260% | 1/18/24 | 244 | 246 | |
| 4 | AmeriCredit Automobile Receivables Trust | ||||
| 2018-1 | 3.500% | 1/18/24 | 150 | 152 | |
| 4 | AmeriCredit Automobile Receivables Trust | ||||
| 2019-1 | 2.970% | 11/20/23 | 375 | 377 | |
| 4 | BA Credit Card Trust 2017-A1 | 1.950% | 8/15/22 | 1,075 | 1,068 |
| 4 | BA Credit Card Trust 2018-A1 | 2.700% | 7/17/23 | 2,000 | 2,006 |
| 4 | Banc of America Commercial Mortgage | ||||
| Trust 2015-UBS7 | 3.429% | 9/15/48 | 175 | 179 | |
| 4 | Banc of America Commercial Mortgage | ||||
| Trust 2015-UBS7 | 3.705% | 9/15/48 | 300 | 311 | |
| 4 | Banc of America Commercial Mortgage | ||||
| Trust 2017-BNK3 | 3.574% | 2/15/50 | 1,080 | 1,110 | |
| 4 | Banc of America Commercial Mortgage | ||||
| Trust 2017-BNK3 | 3.748% | 2/15/50 | 420 | 429 | |
| 4 | BANK 2017 - BNK4 | 3.625% | 5/15/50 | 800 | 825 |
| 4 | BANK 2017 - BNK5 | 3.390% | 6/15/60 | 700 | 710 |
| 4 | BANK 2017 - BNK5 | 3.624% | 6/15/60 | 350 | 355 |
| 4 | BANK 2017 - BNK6 | 3.518% | 7/15/60 | 980 | 1,003 |
| 4 | BANK 2017 - BNK6 | 3.741% | 7/15/60 | 780 | 788 |
| 4 | BANK 2017 - BNK7 | 3.175% | 9/15/60 | 450 | 450 |
| 4 | BANK 2017 - BNK7 | 3.435% | 9/15/60 | 275 | 280 |
| 4 | BANK 2017 - BNK7 | 3.748% | 9/15/60 | 300 | 306 |
| 4 | BANK 2017 - BNK8 | 3.488% | 11/15/50 | 600 | 613 |
| 4 | BANK 2017 - BNK8 | 3.731% | 11/15/50 | 100 | 103 |
| 4 | BANK 2017 - BNK9 | 3.279% | 11/15/54 | 600 | 603 |
| 4 | BANK 2017 - BNK9 | 3.538% | 11/15/54 | 600 | 615 |
| 4 | BANK 2018 - BN10 | 3.641% | 2/15/61 | 125 | 129 |
| 4 | BANK 2018 - BN10 | 3.688% | 2/15/61 | 850 | 879 |
| 4 | BANK 2018 - BN10 | 3.898% | 2/15/61 | 150 | 154 |
| 4 | BANK 2018 - BN11 | 4.046% | 3/15/61 | 400 | 425 |
| 4 | BANK 2018 - BN12 | 4.255% | 5/15/61 | 500 | 540 |
| 4 | BANK 2018 - BN12 | 4.360% | 5/15/61 | 150 | 161 |
| 4 | BANK 2018 - BN13 | 4.217% | 8/15/61 | 225 | 242 |
| 4 | BANK 2018 - BN15 | 4.407% | 11/15/61 | 470 | 511 |
| 4 | BANK 2018-BN14 | 4.128% | 9/15/60 | 350 | 368 |
| 4 | BANK 2018-BN14 | 4.231% | 9/15/60 | 650 | 699 |
| 4 | BANK 2018-BN14 | 4.481% | 9/15/60 | 175 | 189 |
| 4 | BANK 2019 - BN16 | 4.005% | 2/15/52 | 275 | 292 |
| §,4 | BANK 2019 - BN17 | 3.714% | 4/15/52 | 360 | 371 |
| §,4 | BANK 2019 - BN17 | 3.976% | 4/15/52 | 75 | 77 |
| 4 | Bank Of America Credit Card Trust 2018- | ||||
| A2 | 3.000% | 9/15/23 | 1,750 | 1,766 | |
| Bank of Nova Scotia | 1.850% | 4/14/20 | 1,800 | 1,785 | |
| Bank of Nova Scotia | 1.875% | 4/26/21 | 600 | 591 | |
| 4 | Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 5/16/22 | 525 | 523 |
| 4 | BBCMS Mortgage Trust 2017-C1 | 3.674% | 2/15/50 | 1,175 | 1,208 |
| 4 | BBCMS Mortgage Trust 2017-C1 | 3.898% | 2/15/50 | 325 | 333 |
| 4 | BBCMS Mortgage Trust 2018-C2 | 4.314% | 12/15/51 | 500 | 541 |
| 4 | Bear Stearns Commercial Mortgage | ||||
| Securities Trust 2007-TOP26 | 5.460% | 1/12/45 | 61 | 61 | |
| 4 | BENCHMARK 2018-B1 Mortgage Trust | 3.666% | 1/15/51 | 450 | 466 |
| 4 | BENCHMARK 2018-B1 Mortgage Trust | 3.878% | 1/15/51 | 200 | 206 |
| 4 | BENCHMARK 2018-B2 Mortgage Trust | 3.662% | 2/15/51 | 450 | 464 |
| 4 | BENCHMARK 2018-B2 Mortgage Trust | 3.882% | 2/15/51 | 980 | 1,027 |
| 4 | BENCHMARK 2018-B2 Mortgage Trust | 4.084% | 2/15/51 | 625 | 654 |
| 4 | BENCHMARK 2018-B3 Mortgage Trust | 3.848% | 4/10/51 | 400 | 415 |
| 4 | BENCHMARK 2018-B3 Mortgage Trust | 4.025% | 4/10/51 | 1,000 | 1,060 |
| 4 | BENCHMARK 2018-B4 Mortgage Trust | 4.121% | 7/15/51 | 2,000 | 2,138 |
| 4 | BENCHMARK 2018-B4 Mortgage Trust | 4.311% | 7/15/51 | 500 | 532 |
| 4 | BENCHMARK 2018-B5 Mortgage Trust | 4.208% | 7/15/51 | 675 | 726 |
| 4 | BENCHMARK 2018-B6 Mortgage Trust | 4.203% | 10/10/51 | 375 | 395 |
| 4 | BENCHMARK 2018-B6 Mortgage Trust | 4.261% | 10/10/51 | 450 | 487 |
| 4 | BENCHMARK 2018-B6 Mortgage Trust | 4.441% | 10/10/51 | 125 | 134 |
| 4 | BENCHMARK 2018-B7 Mortgage Trust | 4.510% | 5/15/53 | 25 | 27 |
| 4 | BENCHMARK 2018-B8 Mortgage Trust | 4.232% | 1/15/52 | 600 | 648 |
| 4 | BENCHMARK 2018-B8 Mortgage Trust | 4.532% | 1/15/52 | 200 | 216 |
| §,4 | BENCHMARK 2019-B10 Mortgage Trust | 3.717% | 3/15/62 | 300 | 309 |
| §,4 | BENCHMARK 2019-B10 Mortgage Trust | 3.979% | 3/15/62 | 125 | 129 |
| 4 | BENCHMARK 2019-B9 Mortgage Trust | 4.016% | 3/15/52 | 261 | 276 |
| 4 | BMW Vehicle Lease Trust 2017-2 | 2.070% | 10/20/20 | 275 | 274 |
| 4 | BMW Vehicle Owner Trust 2018-A | 2.350% | 4/25/22 | 650 | 648 |
| 4 | BMW Vehicle Owner Trust 2018-A | 2.510% | 6/25/24 | 125 | 124 |
| 4 | Capital Auto Receivables Asset Trust 2015- | ||||
| 4 | 2.010% | 7/20/20 | 4 | 4 | |
| 4 | Capital Auto Receivables Asset Trust 2016- | ||||
| 3 | 1.690% | 3/20/21 | 225 | 224 | |
| 4 | Capital One Multi-Asset Execution Trust | ||||
| 2015-A2 | 2.080% | 3/15/23 | 875 | 870 |
| 4 Capital One Multi-Asset Execution Trust | ||||
| 2015-A8 | 2.050% | 8/15/23 | 600 | 595 |
| 4 Capital One Multi-Asset Execution Trust | ||||
| 2016-A3 | 1.340% | 4/15/22 | 575 | 573 |
| 4 Capital One Multi-Asset Execution Trust | ||||
| 2016-A4 | 1.330% | 6/15/22 | 775 | 771 |
| 4 Capital One Multi-Asset Execution Trust | ||||
| 2016-A6 | 1.820% | 9/15/22 | 650 | 646 |
| 4 Capital One Multi-Asset Execution Trust | ||||
| 2017-A1 | 2.000% | 1/17/23 | 700 | 696 |
| 4 Capital One Multi-Asset Execution Trust | ||||
| 2017-A3 | 2.430% | 1/15/25 | 700 | 696 |
| 4 Capital One Multi-Asset Execution Trust | ||||
| 2017-A4 | 1.990% | 7/17/23 | 1,125 | 1,117 |
| 4 Capital One Multi-Asset Execution Trust | ||||
| 2017-A6 | 2.290% | 7/15/25 | 925 | 916 |
| 4 Capital One Multi-Asset Execution Trust | ||||
| 2018-A1 | 3.010% | 2/15/24 | 500 | 504 |
| 4 Capital One Multi-Asset Execution Trust | ||||
| 2019-A1 | 2.840% | 12/16/24 | 325 | 328 |
| 4 CarMax Auto Owner Trust 2015-2 | 1.800% | 3/15/21 | 61 | 61 |
| 4 CarMax Auto Owner Trust 2015-3 | 1.980% | 2/16/21 | 94 | 94 |
| 4 CarMax Auto Owner Trust 2015-4 | 1.830% | 6/15/21 | 150 | 149 |
| 4 CarMax Auto Owner Trust 2016-3 | 1.390% | 5/17/21 | 153 | 152 |
| 4 CarMax Auto Owner Trust 2016-3 | 1.600% | 1/18/22 | 115 | 113 |
| 4 CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/22 | 325 | 322 |
| 4 CarMax Auto Owner Trust 2017-4 | 2.330% | 5/15/23 | 225 | 224 |
| 4 CarMax Auto Owner Trust 2018-1 | 2.480% | 11/15/22 | 350 | 349 |
| 4 CarMax Auto Owner Trust 2018-1 | 2.640% | 6/15/23 | 100 | 100 |
| 4 CarMax Auto Owner Trust 2018-2 | 2.980% | 1/17/23 | 300 | 302 |
| 4 CarMax Auto Owner Trust 2018-2 | 3.160% | 7/17/23 | 200 | 204 |
| 4 CD 2016-CD1 Commercial Mortgage Trust | 2.724% | 8/10/49 | 625 | 608 |
| 4 CD 2016-CD2 Commercial Mortgage Trust | 3.526% | 11/10/49 | 600 | 616 |
| 4 CD 2017-CD3 Commercial Mortgage Trust | 3.453% | 2/10/50 | 66 | 67 |
| 4 CD 2017-CD3 Commercial Mortgage Trust | 3.631% | 2/10/50 | 503 | 520 |
| 4 CD 2017-CD3 Commercial Mortgage Trust | 3.833% | 2/10/50 | 131 | 135 |
| 4 CD 2017-CD4 Commercial Mortgage Trust | 3.514% | 5/10/50 | 500 | 512 |
| 4 CD 2017-CD4 Commercial Mortgage Trust | 3.747% | 5/10/50 | 300 | 305 |
| 4 CD 2017-CD6 Commercial Mortgage Trust | 3.332% | 11/13/50 | 250 | 253 |
| 4 CD 2017-CD6 Commercial Mortgage Trust | 3.456% | 11/13/50 | 475 | 484 |
| 4 CD 2017-CD6 Commercial Mortgage Trust | 3.709% | 11/13/50 | 275 | 279 |
| 4 CD 2018-CD7 Commercial Mortgage Trust | 4.279% | 8/15/51 | 575 | 620 |
| 4 CenterPoint Energy Transition Bond Co. II | ||||
| LLC 2005-A | 5.302% | 8/1/20 | 17 | 17 |
| 4 CenterPoint Energy Transition Bond Co. IV | ||||
| LLC 2012-1 | 3.028% | 10/15/25 | 800 | 809 |
| 4 CFCRE Commercial Mortgage Trust 2016- | ||||
| C3 | 3.865% | 1/10/48 | 425 | 439 |
| 4 CFCRE Commercial Mortgage Trust 2016- | ||||
| C4 | 3.283% | 5/10/58 | 550 | 550 |
| 4 CFCRE Commercial Mortgage Trust 2016- | ||||
| C4 | 3.691% | 5/10/58 | 400 | 406 |
| 4 CFCRE Commercial Mortgage Trust 2016- | ||||
| C6 | 3.217% | 11/10/49 | 950 | 943 |
| 4 CFCRE Commercial Mortgage Trust 2017- | ||||
| C8 | 3.572% | 6/15/50 | 300 | 306 |
| 4 Chase Issuance Trust 2012-A4 | 1.580% | 8/15/21 | 600 | 598 |
| 4 Chase Issuance Trust 2012-A7 | 2.160% | 9/15/24 | 1,314 | 1,291 |
| 4 Chase Issuance Trust 2014-A2 | 2.770% | 3/15/23 | 900 | 904 |
| 4 Chase Issuance Trust 2015-A4 | 1.840% | 4/15/22 | 600 | 595 |
| 4 Chase Issuance Trust 2016-A2 | 1.370% | 6/15/21 | 775 | 773 |
| 4 Chase Issuance Trust 2016-A4 | 1.490% | 7/15/22 | 700 | 690 |
| 4 Chase Issuance Trust 2016-A5 | 1.270% | 7/15/21 | 775 | 772 |
| 4 Citibank Credit Card Issuance Trust 2014- | ||||
| A1 | 2.880% | 1/23/23 | 2,350 | 2,364 |
| 4 Citibank Credit Card Issuance Trust 2014- | ||||
| A5 | 2.680% | 6/7/23 | 750 | 751 |
| 4 Citibank Credit Card Issuance Trust 2014- | ||||
| A6 | 2.150% | 7/15/21 | 2,100 | 2,097 |
| 4 Citibank Credit Card Issuance Trust 2016- | ||||
| A2 | 2.190% | 11/20/23 | 775 | 767 |
| 4 Citibank Credit Card Issuance Trust 2018- | ||||
| A1 | 2.490% | 1/20/23 | 1,900 | 1,898 |
| 4 Citibank Credit Card Issuance Trust 2018- | ||||
| A3 | 3.290% | 5/23/25 | 2,000 | 2,053 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2012-GC8 | 3.024% | 9/10/45 | 600 | 604 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2013-GC11 | 3.093% | 4/10/46 | 100 | 101 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2013-GC11 | 3.422% | 4/10/46 | 100 | 101 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2013-GC15 | 4.371% | 9/10/46 | 225 | 239 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2013-GC15 | 4.649% | 9/10/46 | 350 | 373 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2013-GC17 | 3.675% | 11/10/46 | 70 | 71 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2013-GC17 | 4.131% | 11/10/46 | 275 | 290 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2013-GC17 | 4.544% | 11/10/46 | 100 | 106 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2013-GC17 | 5.095% | 11/10/46 | 100 | 106 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2014-GC19 | 3.552% | 3/10/47 | 74 | 75 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2014-GC19 | 4.023% | 3/10/47 | 125 | 131 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2014-GC19 | 4.345% | 3/10/47 | 125 | 132 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2014-GC21 | 3.855% | 5/10/47 | 200 | 210 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2014-GC21 | 4.328% | 5/10/47 | 150 | 156 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2014-GC23 | 3.622% | 7/10/47 | 300 | 310 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2014-GC25 | 3.635% | 10/10/47 | 650 | 674 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2015-GC27 | 3.137% | 2/10/48 | 800 | 806 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2015-GC27 | 3.571% | 2/10/48 | 325 | 331 |
| 4 Citigroup Commercial Mortgage Trust | ||||
| 2015-GC29 | 2.674% | 4/10/48 | 140 | 140 |
| 4 | Citigroup Commercial Mortgage Trust | ||||
| 2015-GC29 | 3.192% | 4/10/48 | 650 | 657 | |
| 4 | Citigroup Commercial Mortgage Trust | ||||
| 2015-GC29 | 3.758% | 4/10/48 | 318 | 322 | |
| 4 | Citigroup Commercial Mortgage Trust | ||||
| 2015-GC31 | 3.762% | 6/10/48 | 350 | 366 | |
| 4 | Citigroup Commercial Mortgage Trust | ||||
| 2015-GC33 | 3.778% | 9/10/58 | 425 | 444 | |
| 4 | Citigroup Commercial Mortgage Trust | ||||
| 2016-C1 | 3.003% | 5/10/49 | 225 | 226 | |
| 4 | Citigroup Commercial Mortgage Trust | ||||
| 2016-C1 | 3.209% | 5/10/49 | 425 | 429 | |
| 4 | Citigroup Commercial Mortgage Trust | ||||
| 2016-GC36 | 3.616% | 2/10/49 | 800 | 828 | |
| 4 | Citigroup Commercial Mortgage Trust | ||||
| 2016-P4 | 2.902% | 7/10/49 | 250 | 247 | |
| 4 | Citigroup Commercial Mortgage Trust | ||||
| 2017-B1 | 3.458% | 8/15/50 | 800 | 817 | |
| 4 | Citigroup Commercial Mortgage Trust | ||||
| 2017-B1 | 3.711% | 8/15/50 | 200 | 203 | |
| 4 | Citigroup Commercial Mortgage Trust | ||||
| 2017-C4 | 3.471% | 10/12/50 | 600 | 612 | |
| 4 | Citigroup Commercial Mortgage Trust | ||||
| 2017-C4 | 3.764% | 10/12/50 | 150 | 154 | |
| 4 | Citigroup Commercial Mortgage Trust | ||||
| 2018-B2 | 3.788% | 3/10/51 | 150 | 155 | |
| 4 | Citigroup Commercial Mortgage Trust | ||||
| 2018-B2 | 4.009% | 3/10/51 | 1,200 | 1,273 | |
| 4 | COMM 2012-CCRE2 Mortgage Trust | 3.147% | 8/15/45 | 144 | 146 |
| 4 | COMM 2012-CCRE2 Mortgage Trust | 3.791% | 8/15/45 | 189 | 193 |
| 4,7 | COMM 2012-CCRE3 Mortgage Trust | 3.416% | 10/15/45 | 227 | 229 |
| 4 | COMM 2012-CCRE4 Mortgage Trust | 2.853% | 10/15/45 | 350 | 349 |
| 4 | COMM 2013-CCRE10 Mortgage Trust | 4.210% | 8/10/46 | 160 | 169 |
| 4 | COMM 2013-CCRE11 Mortgage Trust | 3.660% | 8/10/50 | 193 | 196 |
| 4 | COMM 2013-CCRE11 Mortgage Trust | 3.983% | 8/10/50 | 260 | 272 |
| 4 | COMM 2013-CCRE11 Mortgage Trust | 4.258% | 8/10/50 | 330 | 349 |
| 4 | COMM 2013-CCRE11 Mortgage Trust | 4.715% | 8/10/50 | 200 | 212 |
| 4 | COMM 2013-CCRE12 Mortgage Trust | 2.904% | 10/10/46 | 18 | 18 |
| 4 | COMM 2013-CCRE12 Mortgage Trust | 3.623% | 10/10/46 | 117 | 119 |
| 4 | COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/46 | 175 | 181 |
| 4 | COMM 2013-CCRE12 Mortgage Trust | 4.046% | 10/10/46 | 125 | 131 |
| 4 | COMM 2013-CCRE12 Mortgage Trust | 4.300% | 10/10/46 | 75 | 79 |
| 4 | COMM 2013-CCRE12 Mortgage Trust | 4.762% | 10/10/46 | 50 | 52 |
| 4 | COMM 2013-CCRE13 Mortgage Trust | 3.039% | 11/10/46 | 2 | 2 |
| 4 | COMM 2013-CCRE13 Mortgage Trust | 3.706% | 11/10/46 | 48 | 49 |
| 4 | COMM 2013-CCRE13 Mortgage Trust | 4.194% | 11/10/46 | 450 | 475 |
| 4 | COMM 2013-CCRE13 Mortgage Trust | 4.449% | 11/10/46 | 150 | 158 |
| 4 | COMM 2013-CCRE6 Mortgage Trust | 3.101% | 3/10/46 | 183 | 185 |
| 4 | COMM 2013-CCRE7 Mortgage Trust | 3.213% | 3/10/46 | 141 | 143 |
| 4 | COMM 2013-CCRE8 Mortgage Trust | 3.612% | 6/10/46 | 223 | 229 |
| 4 | COMM 2013-CCRE9 Mortgage Trust | 4.233% | 7/10/45 | 365 | 385 |
| 4 | COMM 2013-LC13 Mortgage Trust | 4.205% | 8/10/46 | 230 | 241 |
| 4 | COMM 2013-LC6 Mortgage Trust | 2.941% | 1/10/46 | 277 | 278 |
| 4 | COMM 2013-LC6 Mortgage Trust | 3.282% | 1/10/46 | 154 | 156 |
| 4 | COMM 2014-CCRE14 Mortgage Trust | 3.147% | 2/10/47 | 118 | 118 |
| 4 | COMM 2014-CCRE14 Mortgage Trust | 4.236% | 2/10/47 | 275 | 291 |
| 4 | COMM 2014-CCRE14 Mortgage Trust | 4.526% | 2/10/47 | 325 | 344 |
| 4 COMM 2014-CCRE14 Mortgage Trust | 4.643% | 2/10/47 | 175 | 184 |
| 4 COMM 2014-CCRE15 Mortgage Trust | 2.928% | 2/10/47 | 96 | 96 |
| 4 COMM 2014-CCRE15 Mortgage Trust | 3.595% | 2/10/47 | 111 | 113 |
| 4 COMM 2014-CCRE15 Mortgage Trust | 4.074% | 2/10/47 | 209 | 220 |
| 4 COMM 2014-CCRE15 Mortgage Trust | 4.691% | 2/10/47 | 105 | 112 |
| 4 COMM 2014-CCRE17 Mortgage Trust | 3.012% | 5/10/47 | 120 | 120 |
| 4 COMM 2014-CCRE17 Mortgage Trust | 3.598% | 5/10/47 | 100 | 102 |
| 4 COMM 2014-CCRE17 Mortgage Trust | 3.977% | 5/10/47 | 275 | 289 |
| 4 COMM 2014-CCRE17 Mortgage Trust | 4.377% | 5/10/47 | 100 | 104 |
| 4 COMM 2014-CCRE18 Mortgage Trust | 3.452% | 7/15/47 | 175 | 178 |
| 4 COMM 2014-CCRE18 Mortgage Trust | 3.828% | 7/15/47 | 125 | 131 |
| 4 COMM 2014-CCRE18 Mortgage Trust | 4.103% | 7/15/47 | 150 | 155 |
| 4 COMM 2014-CCRE19 Mortgage Trust | 3.796% | 8/10/47 | 650 | 678 |
| 4 COMM 2014-CCRE19 Mortgage Trust | 4.080% | 8/10/47 | 150 | 156 |
| 4 COMM 2014-CCRE21 Mortgage Trust | 3.095% | 12/10/47 | 278 | 278 |
| 4 COMM 2014-CCRE21 Mortgage Trust | 3.528% | 12/10/47 | 625 | 644 |
| 4 COMM 2014-LC15 Mortgage Trust | 4.006% | 4/10/47 | 325 | 341 |
| 4 COMM 2014-LC17 Mortgage Trust | 3.164% | 10/10/47 | 390 | 391 |
| 4 COMM 2014-LC17 Mortgage Trust | 3.917% | 10/10/47 | 175 | 183 |
| 4 COMM 2014-UBS2 Mortgage Trust | 2.820% | 3/10/47 | 24 | 24 |
| 4 COMM 2014-UBS2 Mortgage Trust | 3.472% | 3/10/47 | 76 | 78 |
| 4 COMM 2014-UBS2 Mortgage Trust | 3.961% | 3/10/47 | 202 | 212 |
| 4 COMM 2014-UBS2 Mortgage Trust | 4.199% | 3/10/47 | 57 | 59 |
| 4 COMM 2014-UBS2 Mortgage Trust | 4.701% | 3/10/47 | 36 | 38 |
| 4 COMM 2014-UBS3 Mortgage Trust | 2.844% | 6/10/47 | 121 | 121 |
| 4 COMM 2014-UBS3 Mortgage Trust | 3.819% | 6/10/47 | 350 | 365 |
| 4 COMM 2014-UBS4 Mortgage Trust | 3.694% | 8/10/47 | 225 | 234 |
| 4 COMM 2014-UBS4 Mortgage Trust | 3.968% | 8/10/47 | 167 | 172 |
| 4 COMM 2014-UBS5 Mortgage Trust | 3.838% | 9/10/47 | 500 | 522 |
| 4 COMM 2014-UBS6 Mortgage Trust | 2.935% | 12/10/47 | 307 | 307 |
| 4 COMM 2014-UBS6 Mortgage Trust | 3.387% | 12/10/47 | 425 | 432 |
| 4 COMM 2014-UBS6 Mortgage Trust | 3.644% | 12/10/47 | 800 | 829 |
| 4 COMM 2014-UBS6 Mortgage Trust | 4.048% | 12/10/47 | 225 | 232 |
| 4 COMM 2015-CCRE22 Mortgage Trust | 2.856% | 3/10/48 | 199 | 199 |
| 4 COMM 2015-CCRE22 Mortgage Trust | 3.309% | 3/10/48 | 575 | 584 |
| 4 COMM 2015-CCRE22 Mortgage Trust | 3.603% | 3/10/48 | 200 | 202 |
| 4 COMM 2015-CCRE23 Mortgage Trust | 3.257% | 5/10/48 | 250 | 254 |
| 4 COMM 2015-CCRE23 Mortgage Trust | 3.497% | 5/10/48 | 375 | 386 |
| 4 COMM 2015-CCRE23 Mortgage Trust | 3.801% | 5/10/48 | 175 | 179 |
| 4 COMM 2015-CCRE25 Mortgage Trust | 3.759% | 8/10/48 | 425 | 443 |
| 4 COMM 2015-CCRE26 Mortgage Trust | 3.630% | 10/10/48 | 850 | 876 |
| 4 COMM 2015-CCRE27 Mortgage Trust | 3.404% | 10/10/48 | 400 | 409 |
| 4 COMM 2015-CCRE27 Mortgage Trust | 3.612% | 10/10/48 | 400 | 414 |
| 4 COMM 2015-LC19 Mortgage Trust | 3.040% | 2/10/48 | 75 | 76 |
| 4 COMM 2015-LC19 Mortgage Trust | 3.183% | 2/10/48 | 425 | 429 |
| 4 COMM 2015-LC19 Mortgage Trust | 3.527% | 2/10/48 | 200 | 200 |
| 4 COMM 2016-CCRE28 Mortgage Trust | 3.762% | 2/10/49 | 600 | 623 |
| 4 COMM 2016-DC2 Mortgage Trust | 3.550% | 2/10/49 | 500 | 512 |
| 4 CSAIL 2015-C1 Commercial Mortgage | ||||
| Trust | 3.505% | 4/15/50 | 400 | 411 |
| 4 CSAIL 2015-C1 Commercial Mortgage | ||||
| Trust | 3.791% | 4/15/50 | 200 | 205 |
| 4 CSAIL 2015-C1 Commercial Mortgage | ||||
| Trust | 4.044% | 4/15/50 | 175 | 179 |
| 4 CSAIL 2015-C2 Commercial Mortgage | ||||
| Trust | 3.504% | 6/15/57 | 550 | 563 |
| 4 CSAIL 2015-C2 Commercial Mortgage | ||||
| Trust | 3.849% | 6/15/57 | 225 | 232 |
| 4 CSAIL 2015-C3 Commercial Mortgage | ||||
| Trust | 3.448% | 8/15/48 | 327 | 334 |
| 4 CSAIL 2015-C3 Commercial Mortgage | ||||
| Trust | 3.718% | 8/15/48 | 425 | 440 |
| 4 CSAIL 2015-C3 Commercial Mortgage | ||||
| Trust | 4.106% | 8/15/48 | 200 | 204 |
| 4 CSAIL 2015-C4 Commercial Mortgage | ||||
| Trust | 3.617% | 11/15/48 | 200 | 206 |
| 4 CSAIL 2015-C4 Commercial Mortgage | ||||
| Trust | 3.808% | 11/15/48 | 325 | 338 |
| 4 CSAIL 2016-C7 Commercial Mortgage | ||||
| Trust | 3.502% | 11/15/49 | 800 | 813 |
| 4 CSAIL 2017-C8 Commercial Mortgage | ||||
| Trust | 3.392% | 6/15/50 | 800 | 808 |
| 4 CSAIL 2017-CX10 Commercial Mortgage | ||||
| Trust | 3.458% | 11/15/50 | 575 | 582 |
| 4 CSAIL 2017-CX9 Commercial Mortgage | ||||
| Trust | 3.446% | 9/15/50 | 250 | 253 |
| 4 CSAIL 2018-CX11 Commercial Mortgage | ||||
| Trust | 4.033% | 4/15/51 | 1,200 | 1,263 |
| 4 CSAIL 2018-CX12 Commercial Mortgage | ||||
| Trust | 4.224% | 8/15/51 | 250 | 268 |
| 4 CSAIL 2019-C15 Commercial Mortgage | ||||
| Trust | 4.053% | 3/15/52 | 975 | 1,032 |
| 4 DBJPM 16-C1 Mortgage Trust | 3.276% | 5/10/49 | 300 | 303 |
| 4 DBJPM 16-C3 Mortgage Trust | 2.890% | 8/10/49 | 325 | 320 |
| 4 DBJPM 17-C6 Mortgage Trust | 3.328% | 6/10/50 | 600 | 606 |
| 4 DBJPM 17-C6 Mortgage Trust | 3.561% | 6/10/50 | 150 | 151 |
| 4 Discover Card Execution Note Trust 2015- | ||||
| A2 | 1.900% | 10/17/22 | 1,050 | 1,043 |
| 4 Discover Card Execution Note Trust 2015- | ||||
| A4 | 2.190% | 4/17/23 | 825 | 821 |
| 4 Discover Card Execution Note Trust 2017- | ||||
| A2 | 2.390% | 7/15/24 | 800 | 794 |
| 4 Discover Card Execution Note Trust 2018- | ||||
| A1 | 3.030% | 8/15/25 | 1,000 | 1,015 |
| 4 Drive Auto Receivables Trust 2018-2 | 3.220% | 4/15/22 | 375 | 375 |
| 4 Drive Auto Receivables Trust 2018-2 | 3.630% | 8/15/24 | 475 | 478 |
| 4 Fannie Mae-Aces 2010-M1 | 4.450% | 9/25/19 | 66 | 66 |
| 4 Fannie Mae-Aces 2011-M2 | 3.764% | 4/25/21 | 460 | 467 |
| 4 Fannie Mae-Aces 2011-M4 | 3.726% | 6/25/21 | 1,121 | 1,142 |
| 4 Fannie Mae-Aces 2013-M12 | 2.403% | 3/25/23 | 776 | 766 |
| 4 Fannie Mae-Aces 2013-M4 | 2.608% | 3/25/22 | 28 | 28 |
| 4 Fannie Mae-Aces 2013-M7 | 2.280% | 12/27/22 | 391 | 385 |
| 4 Fannie Mae-Aces 2014-M1 | 3.219% | 7/25/23 | 1,535 | 1,565 |
| 4 Fannie Mae-Aces 2014-M12 | 2.614% | 10/25/21 | 1,021 | 1,019 |
| 4 Fannie Mae-Aces 2014-M13 | 2.566% | 8/25/24 | 126 | 125 |
| 4 Fannie Mae-Aces 2014-M13 | 3.021% | 8/25/24 | 475 | 484 |
| 4 Fannie Mae-Aces 2014-M3 | 3.481% | 1/25/24 | 581 | 599 |
| 4 Fannie Mae-Aces 2014-M4 | 3.346% | 3/25/24 | 625 | 643 |
| 4 Fannie Mae-Aces 2014-M6 | 2.679% | 5/25/21 | 943 | 943 |
| 4 Fannie Mae-Aces 2014-M7 | 3.276% | 6/25/24 | 1,083 | 1,108 |
| 4 Fannie Mae-Aces 2014-M8 | 2.346% | 6/25/24 | 133 | 132 |
| 4 Fannie Mae-Aces 2014-M8 | 3.056% | 6/25/24 | 650 | 659 |
| 4 Fannie Mae-Aces 2014-M9 | 3.103% | 7/25/24 | 775 | 788 |
| †,4 | Fannie Mae-Aces 2015-M1 | 2.532% | 9/25/24 | 1,075 | 1,069 |
| †,4 | Fannie Mae-Aces 2015-M10 | 3.092% | 4/25/27 | 350 | 353 |
| †,4 | Fannie Mae-Aces 2015-M12 | 2.797% | 5/25/25 | 850 | 857 |
| †,4 | Fannie Mae-Aces 2015-M15 | 2.923% | 10/25/25 | 1,025 | 1,037 |
| †,4 | Fannie Mae-Aces 2015-M2 | 2.620% | 12/25/24 | 709 | 705 |
| †,4 | Fannie Mae-Aces 2015-M3 | 2.723% | 10/25/24 | 400 | 402 |
| †,4 | Fannie Mae-Aces 2015-M4 | 2.509% | 7/25/22 | 471 | 469 |
| †,4 | Fannie Mae-Aces 2015-M7 | 2.590% | 12/25/24 | 750 | 748 |
| †,4 | Fannie Mae-Aces 2015-M8 | 2.344% | 1/25/25 | 302 | 298 |
| †,4 | Fannie Mae-Aces 2015-M8 | 2.900% | 1/25/25 | 825 | 835 |
| †,4 | Fannie Mae-Aces 2016-M11 | 2.369% | 7/25/26 | 900 | 874 |
| †,4 | Fannie Mae-Aces 2016-M12 | 2.446% | 9/25/26 | 950 | 927 |
| †,4 | Fannie Mae-Aces 2016-M2 | 2.152% | 1/25/23 | 725 | 715 |
| †,4 | Fannie Mae-Aces 2016-M3 | 2.702% | 2/25/26 | 400 | 400 |
| †,4 | Fannie Mae-Aces 2016-M4 | 2.576% | 3/25/26 | 400 | 396 |
| †,4 | Fannie Mae-Aces 2016-M5 | 2.469% | 4/25/26 | 800 | 784 |
| †,4 | Fannie Mae-Aces 2016-M6 | 2.488% | 5/25/26 | 600 | 589 |
| †,4 | Fannie Mae-Aces 2016-M7 | 2.157% | 10/25/23 | 200 | 196 |
| †,4 | Fannie Mae-Aces 2016-M7 | 2.499% | 9/25/26 | 300 | 291 |
| †,4 | Fannie Mae-Aces 2016-M9 | 2.292% | 6/25/26 | 1,300 | 1,260 |
| †,4 | Fannie Mae-Aces 2017-M1 | 2.416% | 10/25/26 | 1,200 | 1,172 |
| †,4 | Fannie Mae-Aces 2017-M10 | 2.561% | 7/25/24 | 440 | 435 |
| †,4 | Fannie Mae-Aces 2017-M11 | 2.980% | 8/25/29 | 500 | 497 |
| †,4 | Fannie Mae-Aces 2017-M12 | 3.081% | 6/25/27 | 1,250 | 1,271 |
| †,4 | Fannie Mae-Aces 2017-M15 | 3.136% | 11/25/27 | 1,150 | 1,168 |
| †,4 | Fannie Mae-Aces 2017-M2 | 2.785% | 2/25/27 | 1,200 | 1,199 |
| †,4 | Fannie Mae-Aces 2017-M3 | 2.486% | 12/25/26 | 1,500 | 1,455 |
| †,4 | Fannie Mae-Aces 2017-M4 | 2.597% | 12/25/26 | 1,200 | 1,183 |
| †,4 | Fannie Mae-Aces 2017-M7 | 2.961% | 2/25/27 | 675 | 679 |
| †,4 | Fannie Mae-Aces 2017-M8 | 3.061% | 5/25/27 | 1,563 | 1,583 |
| †,4 | Fannie Mae-Aces 2018-M12 | 3.640% | 8/25/30 | 850 | 898 |
| †,4 | Fannie Mae-Aces 2018-M14 | 3.578% | 8/25/28 | 475 | 496 |
| †,4 | Fannie Mae-Aces 2018-M2 | 2.902% | 1/25/28 | 1,425 | 1,417 |
| †,4 | Fannie Mae-Aces 2018-M4 | 3.043% | 3/25/28 | 720 | 730 |
| †,4 | Fannie Mae-Aces 2018-M7 | 3.052% | 3/25/28 | 400 | 406 |
| †,4 | Fannie Mae-Aces 2018-M8 | 3.610% | 2/25/31 | 900 | 937 |
| †,4 | Fannie Mae-Aces 2019-M1 | 3.555% | 9/25/28 | 575 | 603 |
| †,4 | Fannie Mae-Aces 2019-M2 | 3.632% | 11/25/28 | 875 | 922 |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K005 | 3.484% | 4/25/19 | 7 | 7 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K006 | 3.398% | 7/25/19 | 93 | 93 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K009 | 2.757% | 5/25/20 | 24 | 24 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K010 | 3.320% | 7/25/20 | 22 | 22 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K011 | 4.084% | 11/25/20 | 1,741 | 1,771 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K012 | 4.186% | 12/25/20 | 800 | 814 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K014 | 3.871% | 4/25/21 | 515 | 526 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K017 | 2.873% | 12/25/21 | 1,412 | 1,422 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K019 | 2.272% | 3/25/22 | 1,140 | 1,132 |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K020 | 2.373% | 5/25/22 | 100 | 100 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K021 | 2.396% | 6/25/22 | 915 | 912 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K026 | 2.510% | 11/25/22 | 1,275 | 1,274 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K027 | 2.637% | 1/25/23 | 1,275 | 1,279 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K029 | 3.320% | 2/25/23 | 1,250 | 1,284 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K030 | 2.779% | 9/25/22 | 625 | 627 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K031 | 3.300% | 4/25/23 | 1,260 | 1,295 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K032 | 3.016% | 2/25/23 | 663 | 668 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K033 | 2.871% | 2/25/23 | 753 | 756 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K034 | 3.531% | 7/25/23 | 1,208 | 1,252 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K036 | 3.527% | 10/25/23 | 1,375 | 1,425 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K037 | 3.490% | 1/25/24 | 50 | 52 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K038 | 2.604% | 10/25/23 | 257 | 258 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K038 | 3.389% | 3/25/24 | 1,275 | 1,317 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K039 | 2.683% | 12/25/23 | 189 | 190 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K039 | 3.303% | 7/25/24 | 850 | 876 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K040 | 2.768% | 4/25/24 | 313 | 314 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K040 | 3.241% | 9/25/24 | 1,025 | 1,053 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K041 | 3.171% | 10/25/24 | 1,000 | 1,024 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K042 | 2.267% | 6/25/24 | 155 | 153 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K042 | 2.670% | 12/25/24 | 700 | 699 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K043 | 2.532% | 10/25/23 | 159 | 159 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K043 | 3.062% | 12/25/24 | 600 | 611 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K045 | 2.493% | 11/25/24 | 352 | 351 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K045 | 3.023% | 1/25/25 | 675 | 686 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K046 | 3.205% | 3/25/25 | 650 | 667 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K047 | 2.827% | 12/25/24 | 180 | 179 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K047 | 3.329% | 5/25/25 | 525 | 543 |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K048 | 3.284% | 6/25/25 | 825 | 850 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K049 | 3.010% | 7/25/25 | 450 | 457 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K050 | 3.334% | 8/25/25 | 750 | 775 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K052 | 3.151% | 11/25/25 | 450 | 460 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K053 | 2.995% | 12/25/25 | 275 | 279 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K054 | 2.745% | 1/25/26 | 700 | 699 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K055 | 2.673% | 3/25/26 | 1,000 | 993 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K056 | 2.525% | 5/25/26 | 575 | 565 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K057 | 2.570% | 7/25/26 | 1,025 | 1,010 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K058 | 2.653% | 8/25/26 | 500 | 495 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K059 | 3.120% | 9/25/26 | 800 | 816 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K060 | 3.300% | 10/25/26 | 1,000 | 1,031 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K061 | 3.347% | 11/25/26 | 2,000 | 2,067 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K062 | 3.413% | 12/25/26 | 2,400 | 2,491 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K063 | 3.430% | 1/25/27 | 1,775 | 1,843 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K064 | 3.224% | 3/25/27 | 1,300 | 1,332 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K065 | 3.243% | 4/25/27 | 915 | 938 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K066 | 3.117% | 6/25/27 | 600 | 610 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K068 | 3.244% | 8/25/27 | 500 | 513 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K069 | 3.187% | 9/25/27 | 875 | 893 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K070 | 3.303% | 11/25/27 | 275 | 283 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K071 | 3.286% | 11/25/27 | 400 | 411 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K072 | 3.444% | 12/25/27 | 450 | 468 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K075 | 3.650% | 2/25/28 | 675 | 712 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K076 | 3.900% | 4/25/28 | 1,575 | 1,692 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K081 | 3.900% | 8/25/28 | 700 | 753 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K082 | 3.920% | 9/25/28 | 550 | 592 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K084 | 3.780% | 10/25/28 | 450 | 480 |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K085 | 4.060% | 10/25/28 | 625 | 681 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K087 | 3.591% | 10/25/27 | 100 | 103 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K088 | 3.690% | 1/25/29 | 1,175 | 1,250 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K089 | 3.563% | 1/25/29 | 475 | 498 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K152 | 3.080% | 1/25/31 | 400 | 396 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K153 | 3.294% | 3/25/29 | 1,600 | 1,642 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K153 | 3.117% | 10/25/31 | 900 | 887 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K155 | 3.750% | 11/25/32 | 400 | 425 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K155 | 3.750% | 4/25/33 | 850 | 896 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K157 | 3.990% | 5/25/33 | 275 | 296 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K157 | 3.990% | 8/25/33 | 375 | 405 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K503 | 2.456% | 8/25/19 | 564 | 563 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K504 | 2.566% | 9/25/20 | 396 | 395 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K710 | 1.883% | 5/25/19 | 42 | 42 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K711 | 1.730% | 7/25/19 | 958 | 955 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K712 | 1.869% | 11/25/19 | 629 | 626 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K713 | 2.313% | 3/25/20 | 1,939 | 1,931 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K714 | 3.034% | 10/25/20 | 1,610 | 1,615 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K716 | 2.413% | 1/25/21 | 109 | 108 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K716 | 3.130% | 6/25/21 | 1,400 | 1,413 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K717 | 2.991% | 9/25/21 | 1,300 | 1,310 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K718 | 2.375% | 9/25/21 | 539 | 535 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K718 | 2.791% | 1/25/22 | 800 | 804 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K722 | 2.183% | 5/25/22 | 314 | 311 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates K731 | 3.600% | 2/25/25 | 1,000 | 1,047 | |
| †,4 | FHLMC Multifamily Structured Pass | ||||
| Through Certificates KW01 | 2.853% | 1/25/26 | 800 | 797 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K073 | 3.350% | 1/25/28 | 500 | 516 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K074 | 3.600% | 1/25/28 | 1,000 | 1,051 |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K078 | 3.854% | 6/25/51 | 500 | 536 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K079 | 3.926% | 6/25/28 | 1,000 | 1,077 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K080 | 3.736% | 4/25/28 | 297 | 312 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K080 | 3.926% | 7/25/28 | 800 | 862 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K087 | 3.771% | 12/25/28 | 800 | 853 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K1504 | 3.424% | 4/25/32 | 150 | 154 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K1504 | 3.459% | 11/25/32 | 200 | 204 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K1510 | 3.718% | 1/25/31 | 300 | 316 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K1510 | 3.794% | 1/25/34 | 500 | 529 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K715 | 2.856% | 1/25/21 | 471 | 472 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K720 | 2.716% | 6/25/22 | 525 | 527 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K723 | 2.454% | 8/25/23 | 500 | 498 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K724 | 3.062% | 11/25/23 | 1,000 | 1,019 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K725 | 3.002% | 1/25/24 | 1,200 | 1,221 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K725 | 2.946% | 7/25/24 | 1,500 | 1,521 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K726 | 2.905% | 4/25/24 | 800 | 810 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K728 | 3.064% | 8/25/24 | 1,175 | 1,198 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K730 | 3.452% | 9/24/24 | 98 | 100 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K730 | 3.590% | 1/25/25 | 1,200 | 1,255 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates K732 | 3.700% | 5/25/25 | 1,000 | 1,053 | |
| †,4 | FHLMC Multifamily Structures Pass | ||||
| Through Certificates KC02 | 3.370% | 7/25/25 | 800 | 817 | |
| 4 | Ford Credit Auto Lease Trust 2018-A | 2.930% | 6/15/21 | 550 | 551 |
| 4 | Ford Credit Auto Lease Trust 2018-A | 3.050% | 8/15/21 | 100 | 100 |
| 4 | Ford Credit Auto Lease Trust 2018-B | 3.190% | 12/15/21 | 800 | 806 |
| 4 | Ford Credit Auto Lease Trust 2018-B | 3.300% | 2/15/22 | 250 | 253 |
| 4 | Ford Credit Auto Lease Trust 2019-A | 2.900% | 5/15/22 | 250 | 251 |
| 4 | Ford Credit Auto Lease Trust 2019-A | 2.980% | 6/15/22 | 125 | 126 |
| 4 | Ford Credit Auto Owner Trust 2015-B | 1.580% | 8/15/20 | 16 | 16 |
| 4 | Ford Credit Auto Owner Trust 2015-C | 1.740% | 2/15/21 | 59 | 59 |
| 4 | Ford Credit Auto Owner Trust 2017-A | 1.670% | 6/15/21 | 347 | 345 |
| 4 | Ford Credit Auto Owner Trust 2017-A | 1.920% | 4/15/22 | 275 | 272 |
| 4 | Ford Credit Auto Owner Trust 2017-B | 1.690% | 11/15/21 | 577 | 573 |
| 4 | Ford Credit Auto Owner Trust 2017-B | 1.870% | 9/15/22 | 80 | 79 |
| 4 | Ford Credit Auto Owner Trust 2017-C | 2.010% | 3/15/22 | 1,575 | 1,566 |
| 4 | Ford Credit Auto Owner Trust 2019-A | 2.780% | 9/15/23 | 675 | 678 |
| 4 | Ford Credit Auto Owner Trust 2019-A | 2.850% | 8/15/24 | 275 | 277 |
| 4 Ford Credit Floorplan Master Owner Trust | ||||
| A Series 2017-2 | 2.160% | 9/15/22 | 700 | 695 |
| 4 Ford Credit Floorplan Master Owner Trust | ||||
| A Series 2017-3 | 2.480% | 9/15/24 | 720 | 712 |
| 4 Ford Credit Floorplan Master Owner Trust | ||||
| A Series 2018-1 | 2.950% | 5/15/23 | 1,000 | 1,005 |
| 4 Ford Credit Floorplan Master Owner Trust | ||||
| A Series 2018-2 | 3.170% | 3/15/25 | 900 | 911 |
| 4 GM Financial Automobile Leasing Trust | ||||
| 2018-1 | 2.610% | 1/20/21 | 550 | 550 |
| 4 GM Financial Automobile Leasing Trust | ||||
| 2018-1 | 2.680% | 12/20/21 | 125 | 125 |
| 4 GM Financial Automobile Leasing Trust | ||||
| 2018-2 | 3.060% | 6/21/21 | 200 | 201 |
| 4 GM Financial Automobile Leasing Trust | ||||
| 2018-2 | 3.160% | 4/20/22 | 75 | 75 |
| 4 GM Financial Consumer Automobile 2018- | ||||
| 2 | 2.810% | 12/16/22 | 475 | 476 |
| 4 GM Financial Consumer Automobile 2018- | ||||
| 2 | 3.020% | 12/18/23 | 400 | 404 |
| 4 GS Mortgage Securities Corporation II | ||||
| 2013-GC10 | 2.943% | 2/10/46 | 246 | 246 |
| 4 GS Mortgage Securities Trust 2011-GC5 | 3.707% | 8/10/44 | 145 | 147 |
| 4 GS Mortgage Securities Trust 2012-GC6 | 3.482% | 1/10/45 | 747 | 758 |
| 4 GS Mortgage Securities Trust 2012-GCJ7 | 3.377% | 5/10/45 | 372 | 376 |
| 4 GS Mortgage Securities Trust 2012-GCJ9 | 2.773% | 11/10/45 | 324 | 324 |
| 4 GS Mortgage Securities Trust 2013-GC10 | 3.279% | 2/10/46 | 92 | 92 |
| 4 GS Mortgage Securities Trust 2013-GCJ12 | 3.135% | 6/10/46 | 275 | 278 |
| 4 GS Mortgage Securities Trust 2013-GCJ12 | 3.375% | 6/10/46 | 118 | 119 |
| 4 GS Mortgage Securities Trust 2013-GCJ14 | 3.817% | 8/10/46 | 119 | 121 |
| 4 GS Mortgage Securities Trust 2013-GCJ14 | 4.243% | 8/10/46 | 675 | 713 |
| 4 GS Mortgage Securities Trust 2013-GCJ16 | 3.813% | 11/10/46 | 94 | 96 |
| 4 GS Mortgage Securities Trust 2013-GCJ16 | 4.271% | 11/10/46 | 125 | 133 |
| 4 GS Mortgage Securities Trust 2014-GC18 | 4.074% | 1/10/47 | 1,025 | 1,076 |
| 4 GS Mortgage Securities Trust 2014-GC18 | 4.383% | 1/10/47 | 275 | 284 |
| 4 GS Mortgage Securities Trust 2014-GC22 | 3.467% | 6/10/47 | 175 | 178 |
| 4 GS Mortgage Securities Trust 2014-GC22 | 3.862% | 6/10/47 | 150 | 157 |
| 4 GS Mortgage Securities Trust 2014-GC24 | 3.931% | 9/10/47 | 475 | 499 |
| 4 GS Mortgage Securities Trust 2014-GC24 | 4.509% | 9/10/47 | 125 | 132 |
| 4 GS Mortgage Securities Trust 2014-GC26 | 2.902% | 11/10/47 | 66 | 66 |
| 4 GS Mortgage Securities Trust 2014-GC26 | 3.365% | 11/10/47 | 250 | 255 |
| 4 GS Mortgage Securities Trust 2014-GC26 | 3.629% | 11/10/47 | 800 | 827 |
| 4 GS Mortgage Securities Trust 2014-GC26 | 3.964% | 11/10/47 | 125 | 129 |
| 4 GS Mortgage Securities Trust 2014-GC26 | 4.215% | 11/10/47 | 125 | 129 |
| 4 GS Mortgage Securities Trust 2015-GC28 | 3.396% | 2/10/48 | 500 | 511 |
| 4 GS Mortgage Securities Trust 2015-GC30 | 2.726% | 5/10/50 | 300 | 299 |
| 4 GS Mortgage Securities Trust 2015-GC30 | 3.382% | 5/10/50 | 450 | 460 |
| 4 GS Mortgage Securities Trust 2015-GC32 | 3.513% | 7/10/48 | 425 | 436 |
| 4 GS Mortgage Securities Trust 2015-GC32 | 3.764% | 7/10/48 | 175 | 183 |
| 4 GS Mortgage Securities Trust 2015-GC34 | 3.278% | 10/10/48 | 400 | 406 |
| 4 GS Mortgage Securities Trust 2015-GC34 | 3.506% | 10/10/48 | 400 | 412 |
| 4 GS Mortgage Securities Trust 2016-GS2 | 3.050% | 5/10/49 | 300 | 299 |
| 4 GS Mortgage Securities Trust 2016-GS3 | 2.850% | 10/10/49 | 775 | 763 |
| 4 GS Mortgage Securities Trust 2016-GS4 | 3.442% | 11/10/49 | 275 | 281 |
| 4 GS Mortgage Securities Trust 2016-GS4 | 3.645% | 11/10/49 | 200 | 203 |
| 4 GS Mortgage Securities Trust 2017-GS5 | 3.674% | 3/10/50 | 625 | 645 |
| 4 GS Mortgage Securities Trust 2017-GS5 | 3.826% | 3/10/50 | 250 | 257 |
| 4 GS Mortgage Securities Trust 2017-GS6 | 3.433% | 5/10/50 | 600 | 608 |
| 4 GS Mortgage Securities Trust 2017-GS7 | 3.430% | 8/10/50 | 983 | 996 |
| 4 GS Mortgage Securities Trust 2017-GS7 | 3.663% | 8/10/50 | 262 | 266 |
| 4 Honda Auto Receivables 2017-2 Owner | ||||
| Trust | 1.680% | 8/16/21 | 1,114 | 1,106 |
| 4 Honda Auto Receivables 2017-2 Owner | ||||
| Trust | 1.870% | 9/15/23 | 279 | 275 |
| 4 Honda Auto Receivables 2017-4 Owner | ||||
| Trust | 2.050% | 11/22/21 | 425 | 423 |
| 4 Honda Auto Receivables 2018-1 Owner | ||||
| Trust | 2.640% | 2/15/22 | 825 | 826 |
| 4 Honda Auto Receivables 2018-1 Owner | ||||
| Trust | 2.830% | 5/15/24 | 275 | 276 |
| 4 Honda Auto Receivables 2018-2 Owner | ||||
| Trust | 3.010% | 5/18/22 | 275 | 277 |
| 4 Honda Auto Receivables 2018-2 Owner | ||||
| Trust | 3.160% | 8/19/24 | 200 | 203 |
| 4 Hyundai Auto Receivables Trust 2015-C | 1.780% | 11/15/21 | 66 | 66 |
| 4 Hyundai Auto Receivables Trust 2016-B | 1.290% | 4/15/21 | 193 | 192 |
| 4 Hyundai Auto Receivables Trust 2016-B | 1.450% | 11/15/22 | 250 | 246 |
| 4 Hyundai Auto Receivables Trust 2018-A | 2.790% | 7/15/22 | 250 | 251 |
| 4 Hyundai Auto Receivables Trust 2018-A | 2.940% | 6/17/24 | 325 | 328 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2012-C6 | 3.507% | 5/15/45 | 425 | 433 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2012-C8 | 2.829% | 10/15/45 | 1,421 | 1,424 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2012-CIBX | 3.483% | 6/15/45 | 433 | 439 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2013-C10 | 3.142% | 12/15/47 | 146 | 148 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2013-C10 | 3.372% | 12/15/47 | 109 | 110 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2013-C16 | 3.674% | 12/15/46 | 133 | 136 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2013-C16 | 3.881% | 12/15/46 | 200 | 208 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2013-C16 | 4.166% | 12/15/46 | 300 | 316 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2013-C16 | 4.517% | 12/15/46 | 150 | 159 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2013-C16 | 4.964% | 12/15/46 | 150 | 161 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2013-LC11 | 2.960% | 4/15/46 | 673 | 677 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2014-C20 | 2.872% | 7/15/47 | 49 | 49 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2014-C20 | 3.805% | 7/15/47 | 75 | 78 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2015-JP1 | 3.914% | 1/15/49 | 325 | 341 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2016-JP3 | 2.870% | 8/15/49 | 975 | 958 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2016-JP4 | 3.648% | 12/15/49 | 400 | 413 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2016-JP4 | 3.870% | 12/15/49 | 325 | 335 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2017-JP6 | 3.050% | 7/15/50 | 400 | 402 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2017-JP6 | 3.744% | 7/15/50 | 400 | 408 |
| 4 JP Morgan Chase Commercial Mortgage | ||||
| Securities Trust 2019-COR4 | 4.029% | 3/10/52 | 1,400 | 1,480 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2013-C12 | 3.664% | 7/15/45 | 122 | 126 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2013-C12 | 4.042% | 7/15/45 | 81 | 84 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2013-C14 | 3.761% | 8/15/46 | 207 | 212 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2013-C14 | 4.133% | 8/15/46 | 790 | 829 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2013-C14 | 4.409% | 8/15/46 | 220 | 231 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2013-C15 | 3.659% | 11/15/45 | 58 | 59 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2013-C15 | 4.131% | 11/15/45 | 435 | 458 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2013-C15 | 4.420% | 11/15/45 | 275 | 290 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2013-C17 | 3.705% | 1/15/47 | 174 | 178 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2013-C17 | 4.199% | 1/15/47 | 625 | 661 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2013-C17 | 4.458% | 1/15/47 | 125 | 132 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2013-C17 | 4.892% | 1/15/47 | 188 | 200 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C18 | 4.079% | 2/15/47 | 474 | 500 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C18 | 4.439% | 2/15/47 | 93 | 98 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C18 | 4.822% | 2/15/47 | 113 | 120 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C19 | 3.046% | 4/15/47 | 67 | 67 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C19 | 3.669% | 4/15/47 | 225 | 229 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C19 | 3.996% | 4/15/47 | 225 | 236 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C19 | 4.243% | 4/15/47 | 175 | 183 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C21 | 3.428% | 8/15/47 | 109 | 111 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C21 | 3.775% | 8/15/47 | 100 | 104 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C21 | 3.996% | 8/15/47 | 75 | 78 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C22 | 3.801% | 9/15/47 | 650 | 677 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C22 | 4.110% | 9/15/47 | 175 | 182 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C23 | 3.934% | 9/15/47 | 319 | 334 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C23 | 4.202% | 9/15/47 | 188 | 197 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C24 | 2.940% | 11/15/47 | 158 | 158 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C24 | 3.638% | 11/15/47 | 150 | 155 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C24 | 3.914% | 11/15/47 | 300 | 309 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C25 | 3.672% | 11/15/47 | 750 | 777 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C25 | 4.065% | 11/15/47 | 200 | 209 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C26 | 3.018% | 1/15/48 | 260 | 260 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C26 | 3.494% | 1/15/48 | 360 | 371 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C26 | 3.800% | 1/15/48 | 200 | 206 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2014-C26 | 3.951% | 1/15/48 | 200 | 204 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2015-C27 | 2.734% | 2/15/48 | 325 | 324 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2015-C27 | 3.017% | 2/15/48 | 409 | 413 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2015-C27 | 3.179% | 2/15/48 | 218 | 220 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2015-C28 | 2.773% | 10/15/48 | 341 | 341 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2015-C28 | 3.227% | 10/15/48 | 500 | 506 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2015-C28 | 3.532% | 10/15/48 | 100 | 101 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2015-C29 | 2.921% | 5/15/48 | 331 | 331 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2015-C29 | 3.304% | 5/15/48 | 215 | 219 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2015-C29 | 3.611% | 5/15/48 | 350 | 362 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2015-C30 | 3.559% | 7/15/48 | 425 | 435 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2015-C30 | 3.822% | 7/15/48 | 425 | 443 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2015-C30 | 4.226% | 7/15/48 | 200 | 210 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2015-C31 | 3.540% | 8/15/48 | 203 | 209 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2015-C31 | 3.801% | 8/15/48 | 218 | 227 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2015-C32 | 3.358% | 11/15/48 | 425 | 433 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2015-C32 | 3.598% | 11/15/48 | 425 | 438 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2015-C33 | 3.770% | 12/15/48 | 300 | 312 |
| 4 JPMBB Commercial Mortgage Securities | ||||
| Trust 2016-C1 | 3.316% | 3/15/49 | 325 | 331 |
| 4 JPMCC Commercial Mortgage Securities | ||||
| Trust 2017-JP5 | 3.723% | 3/15/50 | 1,250 | 1,296 |
| 4 JPMDB Commercial Mortgage Securities | ||||
| Trust 2016-C2 | 3.144% | 6/15/49 | 300 | 300 |
| 4 JPMDB Commercial Mortgage Securities | ||||
| Trust 2016-C2 | 3.484% | 6/15/49 | 150 | 151 |
| 4 JPMDB Commercial Mortgage Securities | ||||
| Trust 2017-C5 | 3.694% | 3/15/50 | 2,000 | 2,075 |
| 4 JPMDB Commercial Mortgage Securities | ||||
| Trust 2017-C5 | 3.858% | 3/15/50 | 425 | 438 |
| 4 JPMDB Commercial Mortgage Securities | ||||
| Trust 2017-C7 | 3.409% | 10/15/50 | 275 | 275 |
| 4 JPMDB Commercial Mortgage Securities | ||||
| Trust 2017-C7 | 3.712% | 10/15/50 | 175 | 178 |
| 4 JPMDB Commercial Mortgage Securities | ||||
| Trust 2018-C8 | 4.211% | 6/15/51 | 1,000 | 1,073 |
| 4 JPMDB Commercial Mortgage Securities | ||||
| Trust 2018-C8 | 4.421% | 6/15/51 | 125 | 133 |
| 4 Mercedes-Benz Auto Lease Trust 2017-A | 1.790% | 4/15/20 | 679 | 678 |
| 4 Mercedes-Benz Auto Lease Trust 2017-A | 2.010% | 1/17/23 | 500 | 498 |
| 4 Mercedes-Benz Auto Lease Trust 2018-A | 2.410% | 2/16/21 | 350 | 349 |
| 4 Mercedes-Benz Auto Lease Trust 2018-A | 2.510% | 10/16/23 | 75 | 75 |
| 4 Mercedes-Benz Auto Receivables Trust | ||||
| 2015-1 | 1.750% | 12/15/21 | 48 | 47 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2012-C5 | 3.176% | 8/15/45 | 175 | 177 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2013-C10 | 4.085% | 7/15/46 | 1,600 | 1,678 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2013-C11 | 4.165% | 8/15/46 | 240 | 253 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2013-C11 | 4.365% | 8/15/46 | 120 | 125 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2013-C12 | 4.259% | 10/15/46 | 445 | 470 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2013-C13 | 2.936% | 11/15/46 | 15 | 15 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2013-C13 | 4.039% | 11/15/46 | 300 | 315 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2013-C13 | 4.757% | 11/15/46 | 150 | 158 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2013-C7 | 2.918% | 2/15/46 | 179 | 180 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2013-C7 | 3.214% | 2/15/46 | 36 | 36 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2013-C8 | 3.134% | 12/15/48 | 225 | 226 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2013-C8 | 3.376% | 12/15/48 | 100 | 101 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2013-C9 | 3.102% | 5/15/46 | 150 | 152 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2013-C9 | 3.456% | 5/15/46 | 125 | 127 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2014-C14 | 3.669% | 2/15/47 | 334 | 339 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2014-C14 | 4.064% | 2/15/47 | 375 | 393 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2014-C14 | 4.764% | 2/15/47 | 150 | 159 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2014-C16 | 2.849% | 6/15/47 | 46 | 46 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2014-C16 | 3.477% | 6/15/47 | 75 | 76 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2014-C16 | 3.892% | 6/15/47 | 325 | 340 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2014-C16 | 4.338% | 6/15/47 | 125 | 130 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2014-C18 | 3.194% | 10/15/47 | 374 | 374 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2014-C18 | 3.923% | 10/15/47 | 100 | 104 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2014-C18 | 4.429% | 10/15/47 | 125 | 130 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2014-C19 | 3.101% | 12/15/47 | 400 | 400 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2014-C19 | 3.326% | 12/15/47 | 225 | 228 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2014-C19 | 3.526% | 12/15/47 | 275 | 282 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2015-C20 | 3.069% | 2/15/48 | 200 | 202 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2015-C20 | 3.249% | 2/15/48 | 725 | 736 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2015-C22 | 3.040% | 4/15/48 | 425 | 428 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2015-C22 | 3.306% | 4/15/48 | 325 | 331 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2015-C22 | 3.883% | 4/15/48 | 200 | 203 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2015-C23 | 2.982% | 7/15/50 | 225 | 224 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2015-C23 | 3.398% | 7/15/50 | 150 | 152 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2015-C23 | 3.719% | 7/15/50 | 450 | 466 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2015-C25 | 3.383% | 10/15/48 | 475 | 484 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2015-C25 | 3.635% | 10/15/48 | 250 | 259 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2015-C26 | 3.323% | 10/15/48 | 275 | 279 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2015-C26 | 3.531% | 10/15/48 | 300 | 308 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2015-C27 | 3.557% | 12/15/47 | 200 | 204 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2015-C27 | 3.753% | 12/15/47 | 250 | 260 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2016-C28 | 3.288% | 1/15/49 | 300 | 305 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2016-C28 | 3.544% | 1/15/49 | 800 | 822 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2016-C30 | 2.860% | 9/15/49 | 800 | 781 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2016-C31 | 3.102% | 11/15/49 | 950 | 947 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2016-C32 | 3.720% | 12/15/49 | 800 | 829 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2016-C32 | 3.994% | 12/15/49 | 325 | 336 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2017-C33 | 3.599% | 5/15/50 | 1,000 | 1,028 |
| Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2017-C33 | 3.852% | 5/15/50 | 400 | 413 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2017-C34 | 3.276% | 11/15/52 | 400 | 400 |
| 4 Morgan Stanley Bank of America Merrill | ||||
| Lynch Trust 2017-C34 | 3.536% | 11/15/52 | 575 | 587 |
| 4 Morgan Stanley Capital I Trust 2012-C4 | 3.244% | 3/15/45 | 650 | 656 |
| 4 Morgan Stanley Capital I Trust 2012-C4 | 3.773% | 3/15/45 | 225 | 228 |
| 4 Morgan Stanley Capital I Trust 2015-UBS8 | 3.809% | 12/15/48 | 300 | 312 |
| 4 Morgan Stanley Capital I Trust 2016-BNK2 | 3.049% | 11/15/49 | 400 | 397 |
| 4 Morgan Stanley Capital I Trust 2016-BNK2 | 3.282% | 11/15/49 | 317 | 314 |
| 4 Morgan Stanley Capital I Trust 2016-UB11 | 2.782% | 8/15/49 | 800 | 780 |
| 4 Morgan Stanley Capital I Trust 2016- | ||||
| UBS12 | 3.596% | 12/15/49 | 825 | 848 |
| 4 Morgan Stanley Capital I Trust 2017-H1 | 3.530% | 6/15/50 | 550 | 560 |
| 4 Morgan Stanley Capital I Trust 2019-L2 | 4.071% | 3/15/52 | 625 | 665 |
| 7 National Australia Bank Ltd. | 2.250% | 3/16/21 | 625 | 620 |
| 4 Nissan Auto Lease Trust 2017-B | 2.050% | 9/15/20 | 280 | 279 |
| 4 Nissan Auto Lease Trust 2017-B | 2.170% | 12/15/21 | 75 | 75 |
| 4 Nissan Auto Receivables 2015-B Owner | ||||
| Trust | 1.790% | 1/17/22 | 113 | 112 |
| 4 Nissan Auto Receivables 2015-C Owner | ||||
| Trust | 1.370% | 5/15/20 | 11 | 11 |
| 4 Nissan Auto Receivables 2015-C Owner | ||||
| Trust | 1.670% | 2/15/22 | 200 | 199 |
| 4 Nissan Auto Receivables 2016-C Owner | ||||
| Trust | 1.180% | 1/15/21 | 157 | 156 |
| 4 Nissan Auto Receivables 2016-C Owner | ||||
| Trust | 1.380% | 1/17/23 | 275 | 271 |
| 4 Nissan Auto Receivables 2017-B Owner | ||||
| Trust | 1.750% | 10/15/21 | 566 | 561 |
| 4 Nissan Auto Receivables 2017-B Owner | ||||
| Trust | 1.950% | 10/16/23 | 259 | 256 |
| 4 Nissan Auto Receivables 2018-A Owner | ||||
| Trust | 2.650% | 5/16/22 | 525 | 525 |
| 4 Nissan Auto Receivables 2018-A Owner | ||||
| Trust | 2.890% | 6/17/24 | 400 | 403 |
| 4 Nissan Master Owner Trust Receivables | ||||
| Series 2016-A | 1.540% | 6/15/21 | 375 | 374 |
| 4 Public Service New Hampshire Funding | ||||
| LLC 2018-1 | 3.094% | 2/1/26 | 174 | 176 |
| 4 Public Service New Hampshire Funding | ||||
| LLC 2018-1 | 3.506% | 8/1/28 | 100 | 104 |
| 4 Public Service New Hampshire Funding | ||||
| LLC 2018-1 | 3.814% | 2/1/35 | 225 | 238 |
| Royal Bank of Canada | 2.100% | 10/14/20 | 3,950 | 3,920 |
| Royal Bank of Canada | 2.300% | 3/22/21 | 650 | 646 |
| 4 Santander Drive Auto Receivables Trust | ||||
| 2017-3 | 1.870% | 6/15/21 | 135 | 135 |
| 4 Santander Drive Auto Receivables Trust | ||||
| 2018-1 | 2.320% | 8/16/21 | 150 | 150 |
| 4 Santander Drive Auto Receivables Trust | ||||
| 2018-2 | 2.750% | 9/15/21 | 250 | 250 |
| 4 Santander Drive Auto Receivables Trust | ||||
| 2018-2 | 3.030% | 9/15/22 | 250 | 250 |
| 4 Santander Drive Auto Receivables Trust | ||||
| 2018-2 | 3.350% | 7/17/23 | 250 | 251 |
| 4 Santander Drive Auto Receivables Trust | ||||
| 2018-3 | 3.030% | 2/15/22 | 150 | 150 |
| 4 Santander Drive Auto Receivables Trust | ||||
| 2018-3 | 3.290% | 10/17/22 | 150 | 150 |
| 4 Santander Drive Auto Receivables Trust | ||||
| 2018-3 | 3.510% | 8/15/23 | 250 | 252 |
| 4 Synchrony Card Issuance Trust 2018-A1 | 3.380% | 9/15/24 | 1,200 | 1,222 |
| 4 Synchrony Credit Card Master Note Trust | ||||
| 2016-2 | 2.210% | 5/15/24 | 1,162 | 1,152 |
| 4 Synchrony Credit Card Master Note Trust | ||||
| 2016-3 | 1.580% | 9/15/22 | 550 | 547 |
| 4 Synchrony Credit Card Master Note Trust | ||||
| 2017-2 | 2.620% | 10/15/25 | 675 | 671 |
| 4 Synchrony Credit Card Master Note Trust | ||||
| 2018-1 | 2.970% | 3/15/24 | 1,200 | 1,207 |
| 4 Synchrony Credit Card Master Note Trust | ||||
| 2018-2 | 3.470% | 5/15/26 | 1,175 | 1,207 |
| 4 Synchrony Credit Card Master Note Trust | ||||
| Series 2012-7 | 1.760% | 9/15/22 | 409 | 407 |
| 4 TIAA Seasoned Commercial Mortgage | ||||
| Trust 2007-C4 | 5.482% | 8/15/39 | 7 | 7 |
| 7 Toronto-Dominion Bank | 2.250% | 3/15/21 | 2,000 | 1,985 |
| 4 Toyota Auto Receivables 2015-C Owner | ||||
| Trust | 1.690% | 12/15/20 | 94 | 94 |
| 4 Toyota Auto Receivables 2016-B Owner | ||||
| Trust | 1.300% | 4/15/20 | 26 | 26 |
| 4 Toyota Auto Receivables 2016-B Owner | ||||
| Trust | 1.520% | 8/16/21 | 250 | 248 |
| 4 Toyota Auto Receivables 2016-C Owner | ||||
| Trust | 1.140% | 8/17/20 | 83 | 82 |
| 4 Toyota Auto Receivables 2016-C Owner | ||||
| Trust | 1.320% | 11/15/21 | 175 | 173 |
| 4 Toyota Auto Receivables 2017-D Owner | ||||
| Trust | 1.930% | 1/18/22 | 950 | 943 |
| 4 Toyota Auto Receivables 2018-A Owner | ||||
| Trust | 2.350% | 5/16/22 | 550 | 548 |
| 4 Toyota Auto Receivables 2018-A Owner | ||||
| Trust | 2.520% | 5/15/23 | 175 | 174 |
| 4 Toyota Auto Receivables 2018-B Owner | ||||
| Trust | 2.960% | 9/15/22 | 475 | 479 |
| 4 Toyota Auto Receivables 2018-B Owner | ||||
| Trust | 3.110% | 11/15/23 | 100 | 101 |
| 4 UBS Commercial Mortgage Trust 2017-C1 | 3.460% | 6/15/50 | 800 | 808 |
| 4 UBS Commercial Mortgage Trust 2017-C1 | 3.724% | 6/15/50 | 350 | 354 |
| 4 UBS Commercial Mortgage Trust 2017-C2 | 3.487% | 8/15/50 | 600 | 609 |
| 4 UBS Commercial Mortgage Trust 2017-C2 | 3.740% | 8/15/50 | 150 | 152 |
| 4 UBS Commercial Mortgage Trust 2017-C3 | 3.426% | 8/15/50 | 725 | 734 |
| 4 UBS Commercial Mortgage Trust 2017-C3 | 3.739% | 8/15/50 | 300 | 306 |
| 4 UBS Commercial Mortgage Trust 2017-C4 | 3.301% | 10/15/50 | 475 | 476 |
| 4 | UBS Commercial Mortgage Trust 2017-C4 | 3.563% | 10/15/50 | 600 | 610 |
| 4 | UBS Commercial Mortgage Trust 2017-C4 | 3.836% | 10/15/50 | 262 | 268 |
| 4 | UBS Commercial Mortgage Trust 2017-C5 | 3.474% | 11/15/50 | 400 | 404 |
| 4 | UBS Commercial Mortgage Trust 2017-C7 | 3.679% | 12/15/50 | 600 | 614 |
| 4 | UBS Commercial Mortgage Trust 2017-C7 | 4.061% | 12/15/50 | 325 | 338 |
| 4 | UBS Commercial Mortgage Trust 2018-C11 | 4.241% | 6/15/51 | 1,000 | 1,069 |
| 4 | UBS Commercial Mortgage Trust 2018-C12 | 4.296% | 8/15/51 | 475 | 509 |
| 4 | UBS Commercial Mortgage Trust 2018-C13 | 4.208% | 10/15/51 | 175 | 185 |
| 4 | UBS Commercial Mortgage Trust 2018-C13 | 4.334% | 10/15/51 | 600 | 647 |
| 4 | UBS Commercial Mortgage Trust 2018-C13 | 4.585% | 10/15/51 | 100 | 108 |
| 4 | UBS Commercial Mortgage Trust 2018-C14 | 4.448% | 12/15/51 | 975 | 1,060 |
| 4 | UBS Commercial Mortgage Trust 2018-C15 | 4.341% | 12/15/51 | 575 | 619 |
| 4 | UBS Commercial Mortgage Trust 2018-C8 | 3.720% | 2/15/51 | 600 | 621 |
| 4 | UBS Commercial Mortgage Trust 2018-C8 | 3.983% | 2/15/51 | 1,200 | 1,256 |
| 4 | UBS Commercial Mortgage Trust 2018-C8 | 4.215% | 2/15/51 | 325 | 341 |
| §,4 | UBS Commercial Mortgage Trust 2019-C16 | 3.605% | 4/15/52 | 400 | 412 |
| 4 | UBS-Barclays Commercial Mortgage Trust | ||||
| 2012-C4 | 2.850% | 12/10/45 | 1,000 | 1,003 | |
| 4 | UBS-Barclays Commercial Mortgage Trust | ||||
| 2013-C5 | 3.185% | 3/10/46 | 290 | 294 | |
| 4 | UBS-Barclays Commercial Mortgage Trust | ||||
| 2013-C6 | 3.244% | 4/10/46 | 175 | 178 | |
| 4 | UBS-Barclays Commercial Mortgage Trust | ||||
| 2013-C6 | 3.469% | 4/10/46 | 75 | 76 | |
| 4 | UBS-Barclays Commercial Mortgage Trust | ||||
| 2018-C10 | 4.313% | 5/15/51 | 800 | 859 | |
| 4 | UBS-Barclays Commercial Mortgage Trust | ||||
| 2018-C9 | 4.117% | 3/15/51 | 1,200 | 1,265 | |
| §,4 | UBS-Barclays Commercial Mortgage Trust | ||||
| 2019-C16 | 3.887% | 4/15/52 | 125 | 129 | |
| 4 | Volkswagen Auto Loan Enhanced Trust | ||||
| 2018-1 | 3.020% | 11/21/22 | 200 | 202 | |
| 4 | Volkswagen Auto Loan Enhanced Trust | ||||
| 2018-1 | 3.150% | 7/22/24 | 100 | 101 | |
| 4 | Wells Fargo Commercial Mortgage Trust | ||||
| 2012-LC5 | 2.918% | 10/15/45 | 222 | 223 | |
| 4 | Wells Fargo Commercial Mortgage Trust | ||||
| 2014-LC16 | 2.819% | 8/15/50 | 36 | 36 | |
| 4 | Wells Fargo Commercial Mortgage Trust | ||||
| 2014-LC16 | 3.477% | 8/15/50 | 100 | 102 | |
| 4 | Wells Fargo Commercial Mortgage Trust | ||||
| 2014-LC16 | 3.817% | 8/15/50 | 900 | 937 | |
| 4 | Wells Fargo Commercial Mortgage Trust | ||||
| 2014-LC16 | 4.020% | 8/15/50 | 50 | 52 | |
| 4 | Wells Fargo Commercial Mortgage Trust | ||||
| 2014-LC18 | 2.954% | 12/15/47 | 189 | 189 | |
| 4 | Wells Fargo Commercial Mortgage Trust | ||||
| 2014-LC18 | 3.271% | 12/15/47 | 300 | 301 | |
| 4 | Wells Fargo Commercial Mortgage Trust | ||||
| 2014-LC18 | 3.405% | 12/15/47 | 400 | 408 | |
| 4 | Wells Fargo Commercial Mortgage Trust | ||||
| 2014-LC18 | 3.808% | 12/15/47 | 200 | 204 | |
| 4 | Wells Fargo Commercial Mortgage Trust | ||||
| 2015-C26 | 2.991% | 2/15/48 | 400 | 403 | |
| 4 | Wells Fargo Commercial Mortgage Trust | ||||
| 2015-C26 | 3.166% | 2/15/48 | 200 | 201 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-C26 | 3.580% | 2/15/48 | 175 | 178 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-C27 | 3.190% | 2/15/48 | 974 | 988 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-C28 | 3.540% | 5/15/48 | 625 | 643 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-C28 | 3.872% | 5/15/48 | 117 | 121 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-C29 | 3.400% | 6/15/48 | 255 | 260 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-C29 | 3.637% | 6/15/48 | 625 | 645 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-LC20 | 2.978% | 4/15/50 | 112 | 113 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-LC20 | 3.184% | 4/15/50 | 853 | 861 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-LC20 | 3.719% | 4/15/50 | 200 | 201 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-LC22 | 3.571% | 9/15/58 | 175 | 180 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-LC22 | 3.839% | 9/15/58 | 275 | 288 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-LC22 | 4.207% | 9/15/58 | 225 | 237 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-NXS1 | 2.632% | 5/15/48 | 175 | 175 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-NXS1 | 2.934% | 5/15/48 | 125 | 125 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-NXS1 | 3.148% | 5/15/48 | 175 | 177 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-P2 | 3.656% | 12/15/48 | 325 | 336 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-P2 | 3.809% | 12/15/48 | 200 | 209 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2015-SG1 | 3.789% | 9/15/48 | 770 | 797 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2016-BNK1 | 2.652% | 8/15/49 | 525 | 510 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2016-C32 | 3.324% | 1/15/59 | 218 | 222 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2016-C32 | 3.560% | 1/15/59 | 475 | 489 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2016-C33 | 3.426% | 3/15/59 | 150 | 153 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2016-C34 | 3.096% | 6/15/49 | 325 | 323 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2016-C37 | 3.794% | 12/15/49 | 325 | 338 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2016-LC24 | 2.825% | 10/15/49 | 350 | 350 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2016-LC24 | 2.942% | 10/15/49 | 614 | 605 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2017-C38 | 3.453% | 7/15/50 | 854 | 867 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2017-C38 | 3.665% | 7/15/50 | 242 | 245 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2017-C39 | 3.418% | 9/15/50 | 725 | 734 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2017-C39 | 3.702% | 9/15/50 | 400 | 408 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2017-C40 | 3.317% | 10/15/50 | 400 | 401 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2017-C40 | 3.581% | 10/15/50 | 600 | 615 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2017-C40 | 3.854% | 10/15/50 | 150 | 155 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2017-C41 | 3.472% | 11/15/50 | 1,000 | 1,017 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2017-RB1 | 3.635% | 3/15/50 | 1,200 | 1,231 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2017-RC1 | 3.631% | 1/15/60 | 1,200 | 1,233 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2018-C43 | 4.012% | 3/15/51 | 1,200 | 1,268 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2018-C43 | 4.152% | 3/15/51 | 200 | 210 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2018-C44 | 4.212% | 5/15/51 | 775 | 832 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2018-C45 | 4.184% | 6/15/51 | 1,000 | 1,070 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2018-C46 | 4.152% | 8/15/51 | 475 | 507 |
| 4 Wells Fargo Commercial Mortgage Trust | ||||
| 2019-C49 | 4.023% | 3/15/52 | 975 | 1,030 |
| 4 Wells Fargo Commercial Mortgate Trust | ||||
| 2018-C47 | 4.442% | 9/15/61 | 1,075 | 1,174 |
| 4 WFRBS Commercial Mortgage Trust 2012- | ||||
| C10 | 2.875% | 12/15/45 | 600 | 600 |
| 4 WFRBS Commercial Mortgage Trust 2012- | ||||
| C6 | 3.440% | 4/15/45 | 450 | 456 |
| 4 WFRBS Commercial Mortgage Trust 2012- | ||||
| C7 | 3.431% | 6/15/45 | 300 | 305 |
| 4 WFRBS Commercial Mortgage Trust 2012- | ||||
| C7 | 4.090% | 6/15/45 | 250 | 256 |
| 4 WFRBS Commercial Mortgage Trust 2012- | ||||
| C8 | 3.001% | 8/15/45 | 175 | 176 |
| 4 WFRBS Commercial Mortgage Trust 2012- | ||||
| C9 | 2.870% | 11/15/45 | 363 | 363 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C11 | 3.071% | 3/15/45 | 251 | 253 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C12 | 3.198% | 3/15/48 | 109 | 110 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C12 | 3.560% | 3/15/48 | 52 | 53 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C13 | 3.001% | 5/15/45 | 222 | 223 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C13 | 3.345% | 5/15/45 | 44 | 44 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C14 | 3.337% | 6/15/46 | 400 | 408 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C14 | 3.488% | 6/15/46 | 200 | 202 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C15 | 3.720% | 8/15/46 | 145 | 147 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C15 | 4.153% | 8/15/46 | 650 | 682 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C15 | 4.358% | 8/15/46 | 160 | 167 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C16 | 3.963% | 9/15/46 | 163 | 167 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C16 | 4.415% | 9/15/46 | 180 | 191 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C16 | 4.668% | 9/15/46 | 290 | 307 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C17 | 3.558% | 12/15/46 | 93 | 95 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C17 | 4.023% | 12/15/46 | 100 | 105 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C17 | 4.255% | 12/15/46 | 100 | 105 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C17 | 4.788% | 12/15/46 | 100 | 105 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C18 | 3.027% | 12/15/46 | 3 | 3 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C18 | 3.651% | 12/15/46 | 200 | 202 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C18 | 4.162% | 12/15/46 | 1,436 | 1,515 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C18 | 4.387% | 12/15/46 | 50 | 53 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| C18 | 4.698% | 12/15/46 | 75 | 80 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| UBS1 | 2.927% | 3/15/46 | 6 | 6 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| UBS1 | 3.591% | 3/15/46 | 150 | 152 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| UBS1 | 4.079% | 3/15/46 | 175 | 184 |
| 4 WFRBS Commercial Mortgage Trust 2013- | ||||
| UBS1 | 4.742% | 3/15/46 | 50 | 54 |
| 4 WFRBS Commercial Mortgage Trust 2014- | ||||
| C19 | 3.618% | 3/15/47 | 50 | 51 |
| 4 WFRBS Commercial Mortgage Trust 2014- | ||||
| C19 | 3.660% | 3/15/47 | 66 | 67 |
| 4 WFRBS Commercial Mortgage Trust 2014- | ||||
| C19 | 4.101% | 3/15/47 | 175 | 184 |
| 4 WFRBS Commercial Mortgage Trust 2014- | ||||
| C19 | 4.723% | 3/15/47 | 50 | 53 |
| 4 WFRBS Commercial Mortgage Trust 2014- | ||||
| C20 | 3.638% | 5/15/47 | 100 | 102 |
| 4 WFRBS Commercial Mortgage Trust 2014- | ||||
| C20 | 3.995% | 5/15/47 | 125 | 131 |
| 4 WFRBS Commercial Mortgage Trust 2014- | ||||
| C20 | 4.176% | 5/15/47 | 125 | 130 |
| 4 WFRBS Commercial Mortgage Trust 2014- | ||||
| C21 | 3.678% | 8/15/47 | 425 | 440 |
| 4 WFRBS Commercial Mortgage Trust 2014- | ||||
| C22 | 3.752% | 9/15/57 | 650 | 676 |
| 4 | WFRBS Commercial Mortgage Trust 2014- | ||||
| C22 | 4.371% | 9/15/57 | 100 | 102 | |
| 4 | WFRBS Commercial Mortgage Trust 2014- | ||||
| C23 | 3.636% | 10/15/57 | 249 | 255 | |
| 4 | WFRBS Commercial Mortgage Trust 2014- | ||||
| C23 | 3.917% | 10/15/57 | 125 | 131 | |
| 4 | WFRBS Commercial Mortgage Trust 2014- | ||||
| C23 | 4.210% | 10/15/57 | 75 | 79 | |
| 4 | WFRBS Commercial Mortgage Trust 2014- | ||||
| LC14 | 2.862% | 3/15/47 | 4 | 4 | |
| 4 | WFRBS Commercial Mortgage Trust 2014- | ||||
| LC14 | 3.522% | 3/15/47 | 294 | 299 | |
| 4 | WFRBS Commercial Mortgage Trust 2014- | ||||
| LC14 | 4.045% | 3/15/47 | 725 | 761 | |
| 4 | WFRBS Commercial Mortgage Trust 2014- | ||||
| LC14 | 4.351% | 3/15/47 | 300 | 316 | |
| 4 | World Financial Network Credit Card | ||||
| Master Note Trust Series 2017-C | 2.310% | 8/15/24 | 625 | 621 | |
| 4 | World Financial Network Credit Card | ||||
| Master Note Trust Series 2018-A | 3.070% | 12/16/24 | 775 | 779 | |
| 4 | World Omni Auto Receivables Trust 2015-B | 1.490% | 12/15/20 | 10 | 10 |
| 4 | World Omni Auto Receivables Trust 2015-B | 1.840% | 1/17/22 | 200 | 199 |
| Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $415,447) | 418,192 | ||||
| Corporate Bonds (10.5%) | |||||
| Finance (3.4%) | |||||
| Banking (2.4%) | |||||
| American Express Co. | 2.200% | 10/30/20 | 800 | 794 | |
| American Express Co. | 3.000% | 2/22/21 | 600 | 603 | |
| American Express Co. | 3.700% | 11/5/21 | 1,000 | 1,022 | |
| American Express Co. | 2.500% | 8/1/22 | 2,400 | 2,371 | |
| American Express Co. | 2.650% | 12/2/22 | 1,500 | 1,486 | |
| American Express Co. | 3.400% | 2/27/23 | 1,200 | 1,217 | |
| American Express Co. | 3.700% | 8/3/23 | 1,500 | 1,537 | |
| American Express Co. | 3.400% | 2/22/24 | 1,000 | 1,015 | |
| American Express Co. | 3.000% | 10/30/24 | 1,200 | 1,194 | |
| American Express Co. | 3.625% | 12/5/24 | 750 | 763 | |
| American Express Co. | 4.050% | 12/3/42 | 121 | 125 | |
| American Express Credit Corp. | 2.375% | 5/26/20 | 1,485 | 1,480 | |
| American Express Credit Corp. | 2.600% | 9/14/20 | 650 | 649 | |
| American Express Credit Corp. | 2.250% | 5/5/21 | 1,060 | 1,053 | |
| American Express Credit Corp. | 2.700% | 3/3/22 | 1,350 | 1,352 | |
| American Express Credit Corp. | 3.300% | 5/3/27 | 1,960 | 1,987 | |
| Associated Bank NA | 3.500% | 8/13/21 | 250 | 252 | |
| Australia & New Zealand Banking Group | |||||
| Ltd. | 2.125% | 8/19/20 | 1,000 | 993 | |
| Australia & New Zealand Banking Group | |||||
| Ltd. | 2.250% | 11/9/20 | 1,000 | 993 | |
| Australia & New Zealand Banking Group | |||||
| Ltd. | 2.700% | 11/16/20 | 800 | 801 | |
| Australia & New Zealand Banking Group | |||||
| Ltd. | 2.300% | 6/1/21 | 2,300 | 2,274 | |
| Australia & New Zealand Banking Group | |||||
| Ltd. | 2.550% | 11/23/21 | 300 | 297 | |
| Australia & New Zealand Banking Group | |||||
| Ltd. | 2.625% | 5/19/22 | 250 | 248 | |
| Australia & New Zealand Banking Group | |||||
| Ltd. | 2.625% | 11/9/22 | 1,750 | 1,735 | |
| Australia & New Zealand Banking Group | ||||
| Ltd. | 3.700% | 11/16/25 | 750 | 774 |
| Banco Bilbao Vizcaya Argentaria SA | 3.000% | 10/20/20 | 1,950 | 1,953 |
| Banco Santander SA | 3.848% | 4/12/23 | 1,200 | 1,209 |
| Banco Santander SA | 5.179% | 11/19/25 | 1,700 | 1,793 |
| Banco Santander SA | 4.250% | 4/11/27 | 1,600 | 1,605 |
| Banco Santander SA | 3.800% | 2/23/28 | 200 | 193 |
| Banco Santander SA | 4.379% | 4/12/28 | 200 | 202 |
| Bank of America Corp. | 2.250% | 4/21/20 | 1,000 | 995 |
| Bank of America Corp. | 2.625% | 10/19/20 | 550 | 549 |
| Bank of America Corp. | 2.151% | 11/9/20 | 500 | 496 |
| Bank of America Corp. | 2.625% | 4/19/21 | 2,090 | 2,081 |
| 4 Bank of America Corp. | 2.369% | 7/21/21 | 2,275 | 2,262 |
| 4 Bank of America Corp. | 2.328% | 10/1/21 | 2,500 | 2,477 |
| 4 Bank of America Corp. | 2.738% | 1/23/22 | 1,300 | 1,295 |
| 4 Bank of America Corp. | 3.499% | 5/17/22 | 1,000 | 1,013 |
| Bank of America Corp. | 2.503% | 10/21/22 | 1,850 | 1,824 |
| Bank of America Corp. | 3.300% | 1/11/23 | 5,400 | 5,482 |
| 4 Bank of America Corp. | 3.124% | 1/20/23 | 410 | 411 |
| 4 Bank of America Corp. | 2.881% | 4/24/23 | 6,375 | 6,351 |
| 4 Bank of America Corp. | 2.816% | 7/21/23 | 3,000 | 2,979 |
| Bank of America Corp. | 4.100% | 7/24/23 | 1,225 | 1,284 |
| Bank of America Corp. | 3.004% | 12/20/23 | 6,882 | 6,852 |
| Bank of America Corp. | 4.125% | 1/22/24 | 1,400 | 1,469 |
| 4 Bank of America Corp. | 3.550% | 3/5/24 | 820 | 832 |
| Bank of America Corp. | 4.000% | 4/1/24 | 946 | 986 |
| 4 Bank of America Corp. | 3.864% | 7/23/24 | 625 | 640 |
| Bank of America Corp. | 4.200% | 8/26/24 | 2,500 | 2,578 |
| Bank of America Corp. | 4.000% | 1/22/25 | 4,240 | 4,334 |
| 4 Bank of America Corp. | 3.458% | 3/15/25 | 2,000 | 2,018 |
| Bank of America Corp. | 3.950% | 4/21/25 | 1,500 | 1,530 |
| 4 Bank of America Corp. | 3.093% | 10/1/25 | 2,500 | 2,473 |
| 4 Bank of America Corp. | 3.366% | 1/23/26 | 1,300 | 1,304 |
| Bank of America Corp. | 4.450% | 3/3/26 | 1,650 | 1,721 |
| Bank of America Corp. | 3.500% | 4/19/26 | 100 | 101 |
| Bank of America Corp. | 4.250% | 10/22/26 | 1,700 | 1,746 |
| Bank of America Corp. | 3.248% | 10/21/27 | 1,625 | 1,594 |
| Bank of America Corp. | 4.183% | 11/25/27 | 1,200 | 1,222 |
| 4 Bank of America Corp. | 3.824% | 1/20/28 | 2,450 | 2,477 |
| 4 Bank of America Corp. | 3.705% | 4/24/28 | 1,525 | 1,526 |
| 4 Bank of America Corp. | 3.593% | 7/21/28 | 1,500 | 1,496 |
| Bank of America Corp. | 3.419% | 12/20/28 | 5,357 | 5,237 |
| 4 Bank of America Corp. | 3.970% | 3/5/29 | 1,200 | 1,221 |
| 4 Bank of America Corp. | 4.271% | 7/23/29 | 500 | 520 |
| 4 Bank of America Corp. | 3.974% | 2/7/30 | 500 | 509 |
| Bank of America Corp. | 6.110% | 1/29/37 | 1,010 | 1,197 |
| 4 Bank of America Corp. | 4.244% | 4/24/38 | 1,525 | 1,563 |
| Bank of America Corp. | 7.750% | 5/14/38 | 2,075 | 2,907 |
| Bank of America Corp. | 5.875% | 2/7/42 | 1,350 | 1,685 |
| Bank of America Corp. | 5.000% | 1/21/44 | 1,950 | 2,199 |
| Bank of America Corp. | 4.875% | 4/1/44 | 550 | 611 |
| Bank of America Corp. | 4.750% | 4/21/45 | 350 | 366 |
| 4 Bank of America Corp. | 4.443% | 1/20/48 | 625 | 647 |
| 4 Bank of America Corp. | 3.946% | 1/23/49 | 1,175 | 1,148 |
| 4 Bank of America Corp. | 4.330% | 3/15/50 | 1,700 | 1,743 |
| Bank of America NA | 6.000% | 10/15/36 | 600 | 744 |
| Bank of Montreal | 2.100% | 6/15/20 | 800 | 796 |
| Bank of Montreal | 3.100% | 7/13/20 | 850 | 854 |
| Bank of Montreal | 3.100% | 4/13/21 | 1,545 | 1,559 |
| Bank of Montreal | 1.900% | 8/27/21 | 1,500 | 1,472 |
| Bank of Montreal | 2.900% | 3/26/22 | 2,350 | 2,356 |
| Bank of Montreal | 2.350% | 9/11/22 | 137 | 136 |
| Bank of Montreal | 2.550% | 11/6/22 | 313 | 311 |
| Bank of Montreal | 3.300% | 2/5/24 | 1,000 | 1,011 |
| 4 Bank of Montreal | 4.338% | 10/5/28 | 400 | 407 |
| 4 Bank of Montreal | 3.803% | 12/15/32 | 2,400 | 2,321 |
| Bank of New York Mellon Corp. | 2.600% | 8/17/20 | 375 | 375 |
| Bank of New York Mellon Corp. | 2.450% | 11/27/20 | 750 | 748 |
| Bank of New York Mellon Corp. | 2.050% | 5/3/21 | 2,000 | 1,974 |
| Bank of New York Mellon Corp. | 3.550% | 9/23/21 | 125 | 127 |
| Bank of New York Mellon Corp. | 2.600% | 2/7/22 | 1,375 | 1,373 |
| Bank of New York Mellon Corp. | 2.950% | 1/29/23 | 850 | 854 |
| Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 500 | 513 |
| 4 Bank of New York Mellon Corp. | 2.661% | 5/16/23 | 1,275 | 1,269 |
| Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 650 | 667 |
| Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 825 | 802 |
| Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 150 | 155 |
| Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 600 | 609 |
| Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 1,200 | 1,179 |
| Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 500 | 479 |
| Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 1,500 | 1,511 |
| Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 600 | 611 |
| 4 Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 1,200 | 1,220 |
| Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 1,000 | 969 |
| Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 500 | 496 |
| Bank of Nova Scotia | 2.150% | 7/14/20 | 1,200 | 1,193 |
| Bank of Nova Scotia | 4.375% | 1/13/21 | 105 | 108 |
| Bank of Nova Scotia | 2.800% | 7/21/21 | 1,375 | 1,377 |
| Bank of Nova Scotia | 2.700% | 3/7/22 | 3,000 | 3,005 |
| Bank of Nova Scotia | 3.400% | 2/11/24 | 500 | 508 |
| Bank of Nova Scotia | 4.500% | 12/16/25 | 1,250 | 1,300 |
| Barclays Bank plc | 5.140% | 10/14/20 | 105 | 107 |
| Barclays Bank plc | 2.650% | 1/11/21 | 1,000 | 992 |
| Barclays plc | 2.875% | 6/8/20 | 1,750 | 1,746 |
| Barclays plc | 3.250% | 1/12/21 | 1,000 | 1,001 |
| Barclays plc | 3.200% | 8/10/21 | 850 | 849 |
| Barclays plc | 3.684% | 1/10/23 | 950 | 948 |
| 4 Barclays plc | 4.610% | 2/15/23 | 1,000 | 1,021 |
| 4 Barclays plc | 4.338% | 5/16/24 | 1,000 | 1,009 |
| Barclays plc | 3.650% | 3/16/25 | 3,000 | 2,935 |
| Barclays plc | 4.375% | 1/12/26 | 1,200 | 1,214 |
| Barclays plc | 4.337% | 1/10/28 | 1,000 | 990 |
| 4 Barclays plc | 4.972% | 5/16/29 | 1,200 | 1,240 |
| Barclays plc | 5.250% | 8/17/45 | 450 | 468 |
| Barclays plc | 4.950% | 1/10/47 | 1,000 | 1,000 |
| BB&T Corp. | 2.150% | 2/1/21 | 550 | 545 |
| BB&T Corp. | 2.050% | 5/10/21 | 800 | 789 |
| BB&T Corp. | 3.200% | 9/3/21 | 750 | 757 |
| BB&T Corp. | 2.750% | 4/1/22 | 750 | 750 |
| BB&T Corp. | 3.050% | 6/20/22 | 1,000 | 1,008 |
| BB&T Corp. | 3.750% | 12/6/23 | 900 | 933 |
| BB&T Corp. | 2.850% | 10/26/24 | 475 | 471 |
| BB&T Corp. | 3.700% | 6/5/25 | 850 | 881 |
| BB&T Corp. | 3.875% | 3/19/29 | 600 | 608 |
| BNP Paribas SA | 2.375% | 5/21/20 | 1,000 | 998 | |
| BNP Paribas SA | 5.000% | 1/15/21 | 2,810 | 2,919 | |
| BNP Paribas SA | 3.250% | 3/3/23 | 675 | 684 | |
| BNP Paribas SA | 4.250% | 10/15/24 | 500 | 512 | |
| BPCE SA | 2.650% | 2/3/21 | 825 | 823 | |
| BPCE SA | 2.750% | 12/2/21 | 500 | 499 | |
| 7 | BPCE SA | 3.000% | 5/22/22 | 1,000 | 989 |
| BPCE SA | 4.000% | 4/15/24 | 1,200 | 1,241 | |
| BPCE SA | 3.375% | 12/2/26 | 250 | 247 | |
| Branch Banking & Trust Co. | 2.250% | 6/1/20 | 1,000 | 994 | |
| Branch Banking & Trust Co. | 2.625% | 1/15/22 | 1,000 | 1,000 | |
| Branch Banking & Trust Co. | 3.625% | 9/16/25 | 2,600 | 2,646 | |
| Branch Banking & Trust Co. | 3.800% | 10/30/26 | 400 | 410 | |
| Canadian Imperial Bank of Commerce | 2.100% | 10/5/20 | 1,000 | 991 | |
| Canadian Imperial Bank of Commerce | 2.700% | 2/2/21 | 500 | 500 | |
| Canadian Imperial Bank of Commerce | 2.550% | 6/16/22 | 1,700 | 1,697 | |
| Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 1,000 | 1,024 | |
| Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 800 | 798 | |
| Capital One Bank USA NA | 3.375% | 2/15/23 | 1,140 | 1,138 | |
| Capital One Financial Corp. | 2.500% | 5/12/20 | 1,000 | 997 | |
| Capital One Financial Corp. | 2.400% | 10/30/20 | 500 | 497 | |
| Capital One Financial Corp. | 4.750% | 7/15/21 | 280 | 293 | |
| Capital One Financial Corp. | 3.050% | 3/9/22 | 675 | 679 | |
| Capital One Financial Corp. | 3.200% | 1/30/23 | 2,000 | 2,004 | |
| Capital One Financial Corp. | 3.500% | 6/15/23 | 82 | 83 | |
| Capital One Financial Corp. | 3.900% | 1/29/24 | 250 | 255 | |
| Capital One Financial Corp. | 3.750% | 4/24/24 | 1,000 | 1,017 | |
| Capital One Financial Corp. | 3.300% | 10/30/24 | 1,050 | 1,040 | |
| Capital One Financial Corp. | 4.200% | 10/29/25 | 500 | 510 | |
| Capital One Financial Corp. | 3.750% | 7/28/26 | 250 | 244 | |
| Capital One Financial Corp. | 3.750% | 3/9/27 | 1,075 | 1,059 | |
| Capital One Financial Corp. | 3.800% | 1/31/28 | 2,000 | 1,973 | |
| Capital One NA | 2.950% | 7/23/21 | 510 | 511 | |
| Capital One NA | 2.250% | 9/13/21 | 675 | 665 | |
| Capital One NA | 2.650% | 8/8/22 | 2,550 | 2,519 | |
| Citibank NA | 3.050% | 5/1/20 | 1,650 | 1,657 | |
| Citibank NA | 2.100% | 6/12/20 | 1,000 | 994 | |
| Citibank NA | 2.125% | 10/20/20 | 3,200 | 3,174 | |
| Citibank NA | 2.850% | 2/12/21 | 830 | 833 | |
| Citibank NA | 3.400% | 7/23/21 | 1,000 | 1,016 | |
| 4 | Citibank NA | 3.165% | 2/19/22 | 2,500 | 2,504 |
| 4,7 | Citicorp Lease Pass-Through Trust 1999-1 | 8.040% | 12/15/19 | 1,265 | 1,307 |
| Citigroup Inc. | 5.375% | 8/9/20 | 470 | 486 | |
| Citigroup Inc. | 2.650% | 10/26/20 | 3,000 | 2,997 | |
| Citigroup Inc. | 2.700% | 3/30/21 | 2,500 | 2,498 | |
| Citigroup Inc. | 2.350% | 8/2/21 | 600 | 594 | |
| Citigroup Inc. | 2.900% | 12/8/21 | 2,000 | 2,001 | |
| Citigroup Inc. | 4.500% | 1/14/22 | 2,000 | 2,087 | |
| Citigroup Inc. | 2.750% | 4/25/22 | 1,125 | 1,122 | |
| Citigroup Inc. | 4.050% | 7/30/22 | 2,225 | 2,294 | |
| Citigroup Inc. | 2.700% | 10/27/22 | 1,550 | 1,537 | |
| 4 | Citigroup Inc. | 3.142% | 1/24/23 | 2,000 | 1,998 |
| Citigroup Inc. | 3.500% | 5/15/23 | 450 | 457 | |
| Citigroup Inc. | 3.875% | 10/25/23 | 1,725 | 1,793 | |
| Citigroup Inc. | 3.750% | 6/16/24 | 2,975 | 3,067 | |
| Citigroup Inc. | 4.000% | 8/5/24 | 725 | 747 | |
| Citigroup Inc. | 3.875% | 3/26/25 | 1,100 | 1,114 |
| Citigroup Inc. | 3.300% | 4/27/25 | 425 | 425 |
| Citigroup Inc. | 4.400% | 6/10/25 | 1,975 | 2,048 |
| Citigroup Inc. | 5.500% | 9/13/25 | 1,000 | 1,100 |
| Citigroup Inc. | 3.700% | 1/12/26 | 400 | 406 |
| Citigroup Inc. | 4.600% | 3/9/26 | 975 | 1,019 |
| Citigroup Inc. | 3.400% | 5/1/26 | 1,200 | 1,194 |
| Citigroup Inc. | 3.200% | 10/21/26 | 2,425 | 2,374 |
| Citigroup Inc. | 4.300% | 11/20/26 | 775 | 788 |
| Citigroup Inc. | 4.450% | 9/29/27 | 2,900 | 2,978 |
| 4 Citigroup Inc. | 3.887% | 1/10/28 | 2,275 | 2,308 |
| Citigroup Inc. | 6.625% | 1/15/28 | 800 | 957 |
| 4 Citigroup Inc. | 3.668% | 7/24/28 | 1,775 | 1,769 |
| Citigroup Inc. | 4.125% | 7/25/28 | 975 | 979 |
| 4 Citigroup Inc. | 3.520% | 10/27/28 | 2,760 | 2,715 |
| 4 Citigroup Inc. | 4.075% | 4/23/29 | 550 | 565 |
| 4 Citigroup Inc. | 3.980% | 3/20/30 | 1,250 | 1,271 |
| Citigroup Inc. | 5.875% | 2/22/33 | 200 | 228 |
| Citigroup Inc. | 6.000% | 10/31/33 | 425 | 493 |
| Citigroup Inc. | 6.125% | 8/25/36 | 1,699 | 2,009 |
| 4 Citigroup Inc. | 3.878% | 1/24/39 | 1,100 | 1,070 |
| Citigroup Inc. | 8.125% | 7/15/39 | 1,099 | 1,643 |
| Citigroup Inc. | 5.875% | 1/30/42 | 800 | 982 |
| Citigroup Inc. | 5.300% | 5/6/44 | 750 | 823 |
| Citigroup Inc. | 4.650% | 7/30/45 | 1,000 | 1,063 |
| Citigroup Inc. | 4.750% | 5/18/46 | 2,550 | 2,641 |
| Citigroup Inc. | 4.650% | 7/23/48 | 2,230 | 2,386 |
| Citizens Bank NA | 2.200% | 5/26/20 | 2,075 | 2,060 |
| Citizens Bank NA | 2.250% | 10/30/20 | 600 | 595 |
| Citizens Bank NA | 2.650% | 5/26/22 | 600 | 594 |
| Citizens Bank NA | 3.700% | 3/29/23 | 250 | 256 |
| Citizens Bank NA | 3.250% | 2/14/22 | 400 | 404 |
| Citizens Bank NA | 3.750% | 2/18/26 | 500 | 509 |
| Citizens Financial Group Inc. | 4.300% | 12/3/25 | 400 | 409 |
| Comerica Bank | 4.000% | 7/27/25 | 200 | 206 |
| Comerica Inc. | 3.700% | 7/31/23 | 750 | 771 |
| Commonwealth Bank of Australia | 2.400% | 11/2/20 | 650 | 647 |
| Commonwealth Bank of Australia | 2.550% | 3/15/21 | 625 | 622 |
| 7 Commonwealth Bank of Australia | 2.750% | 3/10/22 | 2,000 | 1,996 |
| 7 Commonwealth Bank of Australia | 3.350% | 6/4/24 | 3,000 | 3,046 |
| Compass Bank | 3.500% | 6/11/21 | 625 | 630 |
| Compass Bank | 2.875% | 6/29/22 | 1,550 | 1,534 |
| Cooperatieve Rabobank UA | 4.500% | 1/11/21 | 635 | 654 |
| Cooperatieve Rabobank UA | 2.500% | 1/19/21 | 1,775 | 1,766 |
| Cooperatieve Rabobank UA | 2.750% | 1/10/22 | 300 | 300 |
| Cooperatieve Rabobank UA | 3.875% | 2/8/22 | 2,075 | 2,135 |
| Cooperatieve Rabobank UA | 3.950% | 11/9/22 | 975 | 991 |
| Cooperatieve Rabobank UA | 4.625% | 12/1/23 | 2,675 | 2,793 |
| Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 1,025 | 1,039 |
| Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 750 | 774 |
| Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 1,500 | 1,475 |
| Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 335 | 405 |
| Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 700 | 835 |
| Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 1,950 | 2,204 |
| Credit Suisse AG | 3.000% | 10/29/21 | 800 | 804 |
| Credit Suisse AG | 3.625% | 9/9/24 | 2,325 | 2,357 |
| 7 Credit Suisse Group AG | 3.574% | 1/9/23 | 1,500 | 1,504 |
| Credit Suisse Group Funding Guernsey | ||||
| Ltd. | 3.125% | 12/10/20 | 800 | 801 |
| Credit Suisse Group Funding Guernsey | ||||
| Ltd. | 3.450% | 4/16/21 | 2,630 | 2,653 |
| Credit Suisse Group Funding Guernsey | ||||
| Ltd. | 3.800% | 9/15/22 | 4,250 | 4,314 |
| Credit Suisse Group Funding Guernsey | ||||
| Ltd. | 3.800% | 6/9/23 | 2,085 | 2,114 |
| Credit Suisse Group Funding Guernsey | ||||
| Ltd. | 3.750% | 3/26/25 | 1,500 | 1,509 |
| Credit Suisse Group Funding Guernsey | ||||
| Ltd. | 4.550% | 4/17/26 | 1,300 | 1,360 |
| Credit Suisse Group Funding Guernsey | ||||
| Ltd. | 4.875% | 5/15/45 | 950 | 1,021 |
| Credit Suisse USA Inc. | 7.125% | 7/15/32 | 465 | 625 |
| Deutsche Bank AG | 2.700% | 7/13/20 | 1,400 | 1,385 |
| Deutsche Bank AG | 2.950% | 8/20/20 | 400 | 393 |
| Deutsche Bank AG | 3.125% | 1/13/21 | 325 | 321 |
| Deutsche Bank AG | 3.150% | 1/22/21 | 1,500 | 1,478 |
| Deutsche Bank AG | 3.375% | 5/12/21 | 650 | 641 |
| Deutsche Bank AG | 4.250% | 10/14/21 | 3,000 | 3,017 |
| Deutsche Bank AG | 3.300% | 11/16/22 | 2,500 | 2,412 |
| Deutsche Bank AG | 3.950% | 2/27/23 | 1,300 | 1,279 |
| Deutsche Bank AG | 4.100% | 1/13/26 | 400 | 382 |
| Deutsche Bank AG | 3.700% | 5/30/24 | 1,875 | 1,803 |
| Discover Bank | 7.000% | 4/15/20 | 250 | 260 |
| Discover Bank | 3.200% | 8/9/21 | 350 | 352 |
| Discover Bank | 3.350% | 2/6/23 | 600 | 604 |
| Discover Bank | 4.250% | 3/13/26 | 1,125 | 1,145 |
| Discover Bank | 3.450% | 7/27/26 | 500 | 485 |
| 4 Discover Bank | 4.682% | 8/9/28 | 425 | 429 |
| Discover Bank | 4.650% | 9/13/28 | 1,000 | 1,043 |
| Discover Financial Services | 3.850% | 11/21/22 | 225 | 231 |
| Discover Financial Services | 3.950% | 11/6/24 | 400 | 407 |
| Discover Financial Services | 3.750% | 3/4/25 | 375 | 374 |
| Discover Financial Services | 4.500% | 1/30/26 | 1,000 | 1,021 |
| Discover Financial Services | 4.100% | 2/9/27 | 1,175 | 1,173 |
| Fifth Third Bancorp | 3.500% | 3/15/22 | 950 | 971 |
| Fifth Third Bancorp | 4.300% | 1/16/24 | 475 | 492 |
| Fifth Third Bancorp | 3.650% | 1/25/24 | 500 | 512 |
| Fifth Third Bancorp | 3.950% | 3/14/28 | 300 | 308 |
| Fifth Third Bancorp | 8.250% | 3/1/38 | 710 | 988 |
| Fifth Third Bank | 2.250% | 6/14/21 | 500 | 493 |
| Fifth Third Bank | 2.875% | 10/1/21 | 1,435 | 1,435 |
| Fifth Third Bank | 3.850% | 3/15/26 | 1,500 | 1,524 |
| Fifth Third Bank | 3.350% | 7/26/21 | 625 | 631 |
| Fifth Third Bank | 3.950% | 7/28/25 | 625 | 654 |
| First Horizon National Corp. | 3.500% | 12/15/20 | 425 | 428 |
| First Republic Bank | 2.500% | 6/6/22 | 1,400 | 1,388 |
| First Republic Bank | 4.375% | 8/1/46 | 200 | 194 |
| First Republic Bank | 4.625% | 2/13/47 | 375 | 379 |
| FirstMerit Bank NA | 4.270% | 11/25/26 | 450 | 448 |
| Goldman Sachs Bank USA | 3.200% | 6/5/20 | 750 | 755 |
| Goldman Sachs Capital I | 6.345% | 2/15/34 | 975 | 1,172 |
| Goldman Sachs Group Inc. | 2.600% | 4/23/20 | 3,125 | 3,116 |
| Goldman Sachs Group Inc. | 6.000% | 6/15/20 | 2,590 | 2,690 |
| Goldman Sachs Group Inc. | 2.750% | 9/15/20 | 975 | 975 |
| Goldman Sachs Group Inc. | 2.875% | 2/25/21 | 1,275 | 1,276 |
| Goldman Sachs Group Inc. | 2.625% | 4/25/21 | 500 | 497 |
| Goldman Sachs Group Inc. | 5.250% | 7/27/21 | 1,825 | 1,920 |
| Goldman Sachs Group Inc. | 2.350% | 11/15/21 | 2,000 | 1,972 |
| Goldman Sachs Group Inc. | 5.750% | 1/24/22 | 2,375 | 2,547 |
| Goldman Sachs Group Inc. | 3.000% | 4/26/22 | 3,450 | 3,439 |
| 4 Goldman Sachs Group Inc. | 2.876% | 10/31/22 | 5,045 | 4,998 |
| Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 1,825 | 1,860 |
| Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 2,705 | 2,713 |
| 4 Goldman Sachs Group Inc. | 2.908% | 6/5/23 | 3,650 | 3,607 |
| 4 Goldman Sachs Group Inc. | 2.905% | 7/24/23 | 2,000 | 1,979 |
| Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 5,000 | 5,060 |
| Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 1,900 | 1,958 |
| Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 1,025 | 1,046 |
| Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 1,050 | 1,049 |
| Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 1,000 | 1,008 |
| 4 Goldman Sachs Group Inc. | 3.272% | 9/29/25 | 2,100 | 2,071 |
| Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 1,350 | 1,357 |
| Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 2,665 | 2,628 |
| Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 630 | 706 |
| Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 1,100 | 1,105 |
| 4 Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 1,900 | 1,881 |
| 4 Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 1,000 | 989 |
| 4 Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 2,850 | 2,915 |
| Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 975 | 1,157 |
| Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 3,620 | 4,414 |
| 4 Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 2,000 | 1,918 |
| 4 Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 2,550 | 2,544 |
| Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 2,090 | 2,582 |
| Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 1,625 | 1,722 |
| Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 3,475 | 3,666 |
| Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 350 | 372 |
| HSBC Bank USA NA | 4.875% | 8/24/20 | 950 | 975 |
| HSBC Bank USA NA | 5.875% | 11/1/34 | 675 | 806 |
| HSBC Bank USA NA | 5.625% | 8/15/35 | 625 | 718 |
| HSBC Bank USA NA | 7.000% | 1/15/39 | 650 | 867 |
| HSBC Holdings plc | 3.400% | 3/8/21 | 2,151 | 2,172 |
| HSBC Holdings plc | 5.100% | 4/5/21 | 1,560 | 1,626 |
| HSBC Holdings plc | 2.950% | 5/25/21 | 3,675 | 3,680 |
| HSBC Holdings plc | 2.650% | 1/5/22 | 2,000 | 1,984 |
| HSBC Holdings plc | 4.875% | 1/14/22 | 160 | 168 |
| HSBC Holdings plc | 4.000% | 3/30/22 | 765 | 789 |
| 4 HSBC Holdings plc | 3.262% | 3/13/23 | 3,100 | 3,109 |
| HSBC Holdings plc | 3.600% | 5/25/23 | 1,300 | 1,323 |
| 4 HSBC Holdings plc | 3.033% | 11/22/23 | 1,050 | 1,041 |
| HSBC Holdings plc | 4.250% | 3/14/24 | 1,000 | 1,022 |
| 4 HSBC Holdings plc | 3.950% | 5/18/24 | 2,500 | 2,544 |
| 4 HSBC Holdings plc | 3.803% | 3/11/25 | 2,425 | 2,460 |
| HSBC Holdings plc | 4.250% | 8/18/25 | 750 | 766 |
| HSBC Holdings plc | 4.300% | 3/8/26 | 4,070 | 4,205 |
| HSBC Holdings plc | 3.900% | 5/25/26 | 2,200 | 2,222 |
| 4 HSBC Holdings plc | 4.292% | 9/12/26 | 2,500 | 2,578 |
| HSBC Holdings plc | 4.375% | 11/23/26 | 1,000 | 1,025 |
| 4 HSBC Holdings plc | 4.041% | 3/13/28 | 1,000 | 1,008 |
| 4 HSBC Holdings plc | 4.583% | 6/19/29 | 2,300 | 2,415 |
| HSBC Holdings plc | 7.625% | 5/17/32 | 400 | 530 |
| HSBC Holdings plc | 7.350% | 11/27/32 | 400 | 515 |
| HSBC Holdings plc | 6.500% | 5/2/36 | 2,485 | 3,053 |
| HSBC Holdings plc | 6.500% | 9/15/37 | 660 | 819 |
| HSBC Holdings plc | 6.800% | 6/1/38 | 550 | 705 |
| HSBC Holdings plc | 6.100% | 1/14/42 | 200 | 258 |
| HSBC Holdings plc | 5.250% | 3/14/44 | 3,500 | 3,874 |
| HSBC USA Inc. | 2.750% | 8/7/20 | 500 | 501 |
| HSBC USA Inc. | 5.000% | 9/27/20 | 645 | 663 |
| Huntington Bancshares Inc. | 7.000% | 12/15/20 | 450 | 479 |
| Huntington Bancshares Inc. | 3.150% | 3/14/21 | 650 | 653 |
| Huntington Bancshares Inc. | 2.300% | 1/14/22 | 325 | 320 |
| Huntington Bancshares Inc. | 4.000% | 5/15/25 | 400 | 415 |
| Huntington National Bank | 2.400% | 4/1/20 | 250 | 249 |
| Huntington National Bank | 2.875% | 8/20/20 | 800 | 801 |
| Huntington National Bank | 3.250% | 5/14/21 | 1,050 | 1,060 |
| Huntington National Bank | 3.125% | 4/1/22 | 400 | 403 |
| Huntington National Bank | 2.500% | 8/7/22 | 600 | 591 |
| Huntington National Bank | 3.550% | 10/6/23 | 650 | 665 |
| ING Groep NV | 3.150% | 3/29/22 | 700 | 701 |
| ING Groep NV | 4.100% | 10/2/23 | 1,500 | 1,540 |
| ING Groep NV | 3.950% | 3/29/27 | 1,300 | 1,304 |
| ING Groep NV | 4.550% | 10/2/28 | 1,000 | 1,049 |
| JPMorgan Chase & Co. | 2.750% | 6/23/20 | 5,515 | 5,521 |
| JPMorgan Chase & Co. | 4.400% | 7/22/20 | 1,130 | 1,156 |
| JPMorgan Chase & Co. | 4.250% | 10/15/20 | 1,175 | 1,202 |
| JPMorgan Chase & Co. | 2.550% | 10/29/20 | 6,135 | 6,119 |
| JPMorgan Chase & Co. | 2.550% | 3/1/21 | 800 | 798 |
| JPMorgan Chase & Co. | 4.625% | 5/10/21 | 835 | 866 |
| JPMorgan Chase & Co. | 2.400% | 6/7/21 | 975 | 968 |
| JPMorgan Chase & Co. | 2.295% | 8/15/21 | 1,925 | 1,901 |
| JPMorgan Chase & Co. | 4.350% | 8/15/21 | 1,005 | 1,041 |
| JPMorgan Chase & Co. | 4.500% | 1/24/22 | 2,675 | 2,795 |
| 4 JPMorgan Chase & Co. | 3.514% | 6/18/22 | 800 | 811 |
| JPMorgan Chase & Co. | 3.250% | 9/23/22 | 2,425 | 2,462 |
| JPMorgan Chase & Co. | 2.972% | 1/15/23 | 650 | 651 |
| JPMorgan Chase & Co. | 3.200% | 1/25/23 | 5,375 | 5,436 |
| 4 JPMorgan Chase & Co. | 2.776% | 4/25/23 | 1,000 | 993 |
| JPMorgan Chase & Co. | 3.375% | 5/1/23 | 3,425 | 3,458 |
| JPMorgan Chase & Co. | 2.700% | 5/18/23 | 2,000 | 1,979 |
| JPMorgan Chase & Co. | 3.875% | 2/1/24 | 1,575 | 1,640 |
| 4 JPMorgan Chase & Co. | 3.559% | 4/23/24 | 2,500 | 2,539 |
| JPMorgan Chase & Co. | 3.625% | 5/13/24 | 275 | 283 |
| 4 JPMorgan Chase & Co. | 3.797% | 7/23/24 | 725 | 745 |
| JPMorgan Chase & Co. | 3.875% | 9/10/24 | 5,200 | 5,334 |
| 4 JPMorgan Chase & Co. | 4.023% | 12/5/24 | 1,000 | 1,035 |
| JPMorgan Chase & Co. | 3.125% | 1/23/25 | 1,600 | 1,603 |
| 4 JPMorgan Chase & Co. | 3.220% | 3/1/25 | 1,480 | 1,481 |
| JPMorgan Chase & Co. | 3.900% | 7/15/25 | 2,125 | 2,210 |
| JPMorgan Chase & Co. | 3.300% | 4/1/26 | 2,550 | 2,556 |
| JPMorgan Chase & Co. | 3.200% | 6/15/26 | 1,125 | 1,119 |
| JPMorgan Chase & Co. | 2.950% | 10/1/26 | 3,950 | 3,861 |
| JPMorgan Chase & Co. | 4.125% | 12/15/26 | 1,650 | 1,700 |
| 4 JPMorgan Chase & Co. | 3.960% | 1/29/27 | 1,500 | 1,551 |
| JPMorgan Chase & Co. | 3.625% | 12/1/27 | 1,000 | 992 |
| 4 JPMorgan Chase & Co. | 3.782% | 2/1/28 | 2,650 | 2,704 |
| 4 JPMorgan Chase & Co. | 3.540% | 5/1/28 | 1,775 | 1,780 |
| 4 JPMorgan Chase & Co. | 3.509% | 1/23/29 | 1,825 | 1,808 |
| 4 JPMorgan Chase & Co. | 4.005% | 4/23/29 | 1,500 | 1,538 |
| 4 JPMorgan Chase & Co. | 4.203% | 7/23/29 | 750 | 785 |
| 4 JPMorgan Chase & Co. | 4.452% | 12/5/29 | 2,200 | 2,344 |
| JPMorgan Chase & Co. | 6.400% | 5/15/38 | 3,010 | 3,912 |
| 4 JPMorgan Chase & Co. | 3.882% | 7/24/38 | 2,730 | 2,681 |
| JPMorgan Chase & Co. | 5.500% | 10/15/40 | 1,875 | 2,236 |
| JPMorgan Chase & Co. | 5.600% | 7/15/41 | 850 | 1,032 |
| JPMorgan Chase & Co. | 5.400% | 1/6/42 | 1,200 | 1,423 |
| JPMorgan Chase & Co. | 5.625% | 8/16/43 | 2,900 | 3,444 |
| JPMorgan Chase & Co. | 4.950% | 6/1/45 | 250 | 276 |
| 4 JPMorgan Chase & Co. | 4.260% | 2/22/48 | 1,275 | 1,302 |
| 4 JPMorgan Chase & Co. | 4.032% | 7/24/48 | 1,375 | 1,357 |
| 4 JPMorgan Chase & Co. | 3.964% | 11/15/48 | 1,500 | 1,468 |
| 4 JPMorgan Chase Bank NA | 2.604% | 2/1/21 | 1,000 | 998 |
| 4 JPMorgan Chase Bank NA | 3.086% | 4/26/21 | 1,600 | 1,604 |
| KeyBank NA | 3.350% | 6/15/21 | 325 | 329 |
| KeyBank NA | 2.500% | 11/22/21 | 300 | 298 |
| KeyBank NA | 2.400% | 6/9/22 | 1,000 | 990 |
| KeyBank NA | 2.300% | 9/14/22 | 500 | 493 |
| KeyBank NA | 3.375% | 3/7/23 | 500 | 511 |
| KeyBank NA | 3.300% | 6/1/25 | 500 | 506 |
| 4 KeyBank NA | 3.180% | 10/15/27 | 250 | 251 |
| KeyCorp | 5.100% | 3/24/21 | 1,310 | 1,368 |
| KeyCorp | 4.150% | 10/29/25 | 850 | 894 |
| KeyCorp | 4.100% | 4/30/28 | 1,400 | 1,454 |
| Lloyds Bank plc | 6.375% | 1/21/21 | 1,875 | 1,983 |
| Lloyds Bank plc | 3.300% | 5/7/21 | 800 | 806 |
| Lloyds Banking Group plc | 3.000% | 1/11/22 | 1,200 | 1,190 |
| Lloyds Banking Group plc | 4.050% | 8/16/23 | 3,300 | 3,362 |
| 4 Lloyds Banking Group plc | 2.907% | 11/7/23 | 1,000 | 975 |
| Lloyds Banking Group plc | 3.900% | 3/12/24 | 800 | 811 |
| Lloyds Banking Group plc | 4.500% | 11/4/24 | 1,000 | 1,013 |
| Lloyds Banking Group plc | 4.450% | 5/8/25 | 500 | 516 |
| Lloyds Banking Group plc | 4.582% | 12/10/25 | 3,050 | 3,087 |
| Lloyds Banking Group plc | 4.650% | 3/24/26 | 1,000 | 1,012 |
| Lloyds Banking Group plc | 3.750% | 1/11/27 | 1,000 | 981 |
| Lloyds Banking Group plc | 4.375% | 3/22/28 | 800 | 817 |
| Lloyds Banking Group plc | 4.550% | 8/16/28 | 800 | 829 |
| 4 Lloyds Banking Group plc | 3.574% | 11/7/28 | 1,000 | 962 |
| Lloyds Banking Group plc | 5.300% | 12/1/45 | 200 | 210 |
| Lloyds Banking Group plc | 4.344% | 1/9/48 | 2,000 | 1,790 |
| M&T Bank Corp. | 3.550% | 7/26/23 | 550 | 567 |
| Manufacturers & Traders Trust Co. | 2.625% | 1/25/21 | 500 | 499 |
| Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 1,425 | 1,420 |
| Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 250 | 254 |
| Mitsubishi UFJ Financial Group Inc. | 2.950% | 3/1/21 | 1,466 | 1,468 |
| Mitsubishi UFJ Financial Group Inc. | 3.535% | 7/26/21 | 600 | 609 |
| Mitsubishi UFJ Financial Group Inc. | 2.190% | 9/13/21 | 1,750 | 1,717 |
| Mitsubishi UFJ Financial Group Inc. | 2.998% | 2/22/22 | 750 | 751 |
| Mitsubishi UFJ Financial Group Inc. | 3.218% | 3/7/22 | 800 | 806 |
| Mitsubishi UFJ Financial Group Inc. | 2.665% | 7/25/22 | 1,000 | 990 |
| Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 1,000 | 1,014 |
| Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 1,500 | 1,541 |
| Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 200 | 196 |
| Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 1,200 | 1,215 |
| Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 1,000 | 1,030 |
| Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 1,800 | 1,858 |
| Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 700 | 670 |
| Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 3,300 | 3,385 |
| Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 1,000 | 998 |
| Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 2,625 | 2,745 |
| Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 1,000 | 1,056 |
| Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 800 | 819 |
| Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 200 | 211 |
| Mizuho Financial Group Inc. | 2.953% | 2/28/22 | 500 | 499 |
| Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 425 | 432 |
| 4 Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 800 | 823 |
| Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 250 | 256 |
| Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 1,400 | 1,479 |
| 4 Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 1,000 | 1,062 |
| Morgan Stanley | 2.800% | 6/16/20 | 3,600 | 3,605 |
| Morgan Stanley | 5.500% | 7/24/20 | 650 | 672 |
| Morgan Stanley | 5.750% | 1/25/21 | 1,335 | 1,404 |
| Morgan Stanley | 2.500% | 4/21/21 | 1,950 | 1,938 |
| Morgan Stanley | 5.500% | 7/28/21 | 2,025 | 2,145 |
| Morgan Stanley | 2.625% | 11/17/21 | 2,200 | 2,186 |
| Morgan Stanley | 2.750% | 5/19/22 | 4,100 | 4,081 |
| Morgan Stanley | 4.875% | 11/1/22 | 1,575 | 1,662 |
| Morgan Stanley | 3.125% | 1/23/23 | 2,000 | 2,007 |
| Morgan Stanley | 3.750% | 2/25/23 | 4,000 | 4,106 |
| Morgan Stanley | 4.100% | 5/22/23 | 2,025 | 2,085 |
| 4 Morgan Stanley | 3.737% | 4/24/24 | 2,600 | 2,648 |
| Morgan Stanley | 3.875% | 4/29/24 | 2,700 | 2,771 |
| Morgan Stanley | 3.700% | 10/23/24 | 2,550 | 2,601 |
| Morgan Stanley | 4.000% | 7/23/25 | 1,900 | 1,960 |
| Morgan Stanley | 5.000% | 11/24/25 | 1,100 | 1,180 |
| Morgan Stanley | 3.875% | 1/27/26 | 1,800 | 1,841 |
| Morgan Stanley | 3.125% | 7/27/26 | 3,150 | 3,070 |
| Morgan Stanley | 6.250% | 8/9/26 | 975 | 1,131 |
| Morgan Stanley | 4.350% | 9/8/26 | 2,780 | 2,858 |
| Morgan Stanley | 3.625% | 1/20/27 | 2,450 | 2,457 |
| Morgan Stanley | 3.950% | 4/23/27 | 745 | 746 |
| 4 Morgan Stanley | 3.591% | 7/22/28 | 2,700 | 2,681 |
| 4 Morgan Stanley | 3.772% | 1/24/29 | 575 | 575 |
| 4 Morgan Stanley | 4.431% | 1/23/30 | 3,500 | 3,685 |
| Morgan Stanley | 7.250% | 4/1/32 | 705 | 944 |
| 4 Morgan Stanley | 3.971% | 7/22/38 | 600 | 586 |
| 4 Morgan Stanley | 4.457% | 4/22/39 | 1,250 | 1,299 |
| Morgan Stanley | 6.375% | 7/24/42 | 2,400 | 3,103 |
| Morgan Stanley | 4.300% | 1/27/45 | 3,250 | 3,301 |
| Morgan Stanley | 4.375% | 1/22/47 | 750 | 773 |
| MUFG Americas Holdings Corp. | 3.500% | 6/18/22 | 275 | 280 |
| MUFG Americas Holdings Corp. | 3.000% | 2/10/25 | 280 | 275 |
| MUFG Union Bank NA | 3.150% | 4/1/22 | 3,000 | 3,024 |
| National Australia Bank Ltd. | 2.125% | 5/22/20 | 2,100 | 2,087 |
| National Australia Bank Ltd. | 2.625% | 1/14/21 | 200 | 199 |
| National Australia Bank Ltd. | 1.875% | 7/12/21 | 650 | 636 |
| National Australia Bank Ltd. | 3.375% | 9/20/21 | 1,000 | 1,011 |
| National Australia Bank Ltd. | 3.700% | 11/4/21 | 500 | 511 |
| National Australia Bank Ltd. | 2.800% | 1/10/22 | 1,000 | 999 |
| National Australia Bank Ltd. | 2.500% | 5/22/22 | 1,800 | 1,782 |
| National Australia Bank Ltd. | 3.000% | 1/20/23 | 755 | 756 |
| National Australia Bank Ltd. | 3.625% | 6/20/23 | 250 | 256 |
| National Australia Bank Ltd. | 3.375% | 1/14/26 | 150 | 150 |
| National Australia Bank Ltd. | 2.500% | 7/12/26 | 950 | 900 |
| National Bank of Canada | 2.150% | 6/12/20 | 1,000 | 994 |
| National Bank of Canada | 2.200% | 11/2/20 | 775 | 769 |
| Northern Trust Corp. | 3.450% | 11/4/20 | 300 | 303 |
| Northern Trust Corp. | 2.375% | 8/2/22 | 825 | 813 |
| Northern Trust Corp. | 3.950% | 10/30/25 | 600 | 631 |
| Northern Trust Corp. | 3.650% | 8/3/28 | 325 | 340 |
| 4 Northern Trust Corp. | 3.375% | 5/8/32 | 275 | 271 |
| People's United Bank NA | 4.000% | 7/15/24 | 275 | 278 |
| People's United Financial Inc. | 3.650% | 12/6/22 | 413 | 419 |
| PNC Bank NA | 2.000% | 5/19/20 | 600 | 596 |
| PNC Bank NA | 2.300% | 6/1/20 | 630 | 627 |
| PNC Bank NA | 2.600% | 7/21/20 | 270 | 269 |
| PNC Bank NA | 2.450% | 11/5/20 | 800 | 796 |
| PNC Bank NA | 2.150% | 4/29/21 | 650 | 644 |
| PNC Bank NA | 2.550% | 12/9/21 | 2,400 | 2,394 |
| PNC Bank NA | 2.625% | 2/17/22 | 1,200 | 1,201 |
| PNC Bank NA | 2.950% | 1/30/23 | 1,100 | 1,093 |
| PNC Bank NA | 3.800% | 7/25/23 | 700 | 718 |
| PNC Bank NA | 3.300% | 10/30/24 | 350 | 355 |
| PNC Bank NA | 2.950% | 2/23/25 | 500 | 498 |
| PNC Bank NA | 3.250% | 6/1/25 | 825 | 832 |
| PNC Bank NA | 4.200% | 11/1/25 | 825 | 870 |
| PNC Bank NA | 3.100% | 10/25/27 | 250 | 249 |
| PNC Bank NA | 3.250% | 1/22/28 | 600 | 606 |
| PNC Bank NA | 4.050% | 7/26/28 | 1,000 | 1,044 |
| PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 400 | 399 |
| PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 200 | 205 |
| PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 575 | 591 |
| PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 700 | 696 |
| PNC Funding Corp. | 4.375% | 8/11/20 | 800 | 818 |
| PNC Funding Corp. | 3.300% | 3/8/22 | 1,680 | 1,708 |
| Regions Bank | 6.450% | 6/26/37 | 500 | 613 |
| 4 Regions Bank | 3.374% | 8/13/21 | 525 | 527 |
| Regions Financial Corp. | 3.200% | 2/8/21 | 200 | 201 |
| Regions Financial Corp. | 2.750% | 8/14/22 | 775 | 769 |
| Regions Financial Corp. | 3.800% | 8/14/23 | 650 | 668 |
| Regions Financial Corp. | 7.375% | 12/10/37 | 500 | 658 |
| Royal Bank of Canada | 2.150% | 10/26/20 | 429 | 427 |
| Royal Bank of Canada | 2.350% | 10/30/20 | 1,271 | 1,266 |
| Royal Bank of Canada | 2.500% | 1/19/21 | 800 | 800 |
| Royal Bank of Canada | 3.200% | 4/30/21 | 2,700 | 2,732 |
| Royal Bank of Canada | 2.750% | 2/1/22 | 1,400 | 1,407 |
| Royal Bank of Canada | 3.700% | 10/5/23 | 800 | 828 |
| Royal Bank of Canada | 4.650% | 1/27/26 | 750 | 795 |
| Royal Bank of Scotland Group plc | 6.125% | 12/15/22 | 600 | 640 |
| 4 Royal Bank of Scotland Group plc | 3.498% | 5/15/23 | 1,400 | 1,388 |
| Royal Bank of Scotland Group plc | 6.100% | 6/10/23 | 900 | 955 |
| Royal Bank of Scotland Group plc | 3.875% | 9/12/23 | 2,500 | 2,494 |
| Royal Bank of Scotland Group plc | 6.000% | 12/19/23 | 600 | 642 |
| Royal Bank of Scotland Group plc | 5.125% | 5/28/24 | 1,890 | 1,939 |
| 4 Royal Bank of Scotland Group plc | 4.519% | 6/25/24 | 1,000 | 1,021 |
| 4 Royal Bank of Scotland Group plc | 4.269% | 3/22/25 | 2,100 | 2,123 |
| Royal Bank of Scotland Group plc | 4.800% | 4/5/26 | 225 | 234 |
| 4 Royal Bank of Scotland Group plc | 4.892% | 5/18/29 | 1,000 | 1,040 |
| 4 Royal Bank of Scotland Group plc | 5.076% | 1/27/30 | 3,000 | 3,157 |
| Santander Holdings USA Inc. | 2.650% | 4/17/20 | 1,750 | 1,745 |
| Santander Holdings USA Inc. | 4.450% | 12/3/21 | 500 | 515 |
| Santander Holdings USA Inc. | 3.700% | 3/28/22 | 2,350 | 2,376 |
| Santander Holdings USA Inc. | 3.400% | 1/18/23 | 850 | 848 |
| Santander Holdings USA Inc. | 4.500% | 7/17/25 | 500 | 515 |
| Santander Holdings USA Inc. | 4.400% | 7/13/27 | 900 | 892 |
| Santander UK Group Holdings plc | 3.125% | 1/8/21 | 1,775 | 1,773 |
| Santander UK Group Holdings plc | 2.875% | 8/5/21 | 825 | 818 |
| Santander UK Group Holdings plc | 3.571% | 1/10/23 | 700 | 696 |
| 4 Santander UK Group Holdings plc | 3.823% | 11/3/28 | 500 | 483 |
| Santander UK plc | 2.125% | 11/3/20 | 900 | 888 |
| Santander UK plc | 3.400% | 6/1/21 | 2,000 | 2,015 |
| Santander UK plc | 4.000% | 3/13/24 | 1,200 | 1,252 |
| Skandinaviska Enskilda Banken AB | 2.625% | 3/15/21 | 1,000 | 995 |
| Skandinaviska Enskilda Banken AB | 1.875% | 9/13/21 | 1,000 | 975 |
| Skandinaviska Enskilda Banken AB | 2.800% | 3/11/22 | 500 | 498 |
| State Street Corp. | 4.375% | 3/7/21 | 615 | 633 |
| State Street Corp. | 1.950% | 5/19/21 | 500 | 491 |
| 4 State Street Corp. | 2.653% | 5/15/23 | 2,000 | 1,989 |
| State Street Corp. | 3.100% | 5/15/23 | 550 | 558 |
| 4 State Street Corp. | 3.776% | 12/3/24 | 1,000 | 1,037 |
| State Street Corp. | 3.300% | 12/16/24 | 1,000 | 1,022 |
| State Street Corp. | 3.550% | 8/18/25 | 385 | 399 |
| State Street Corp. | 2.650% | 5/19/26 | 500 | 489 |
| 4 State Street Corp. | 4.141% | 12/3/29 | 800 | 858 |
| Sumitomo Mitsui Banking Corp. | 2.450% | 10/20/20 | 300 | 298 |
| Sumitomo Mitsui Banking Corp. | 3.200% | 7/18/22 | 325 | 327 |
| Sumitomo Mitsui Banking Corp. | 3.950% | 7/19/23 | 75 | 78 |
| Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | 725 | 752 |
| Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 925 | 937 |
| Sumitomo Mitsui Financial Group Inc. | 2.934% | 3/9/21 | 275 | 276 |
| Sumitomo Mitsui Financial Group Inc. | 2.058% | 7/14/21 | 975 | 958 |
| Sumitomo Mitsui Financial Group Inc. | 2.442% | 10/19/21 | 1,275 | 1,260 |
| Sumitomo Mitsui Financial Group Inc. | 2.846% | 1/11/22 | 1,000 | 999 |
| Sumitomo Mitsui Financial Group Inc. | 2.778% | 10/18/22 | 800 | 794 |
| Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 1,500 | 1,507 |
| Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 1,000 | 1,026 |
| Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 2,000 | 2,076 |
| Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 975 | 1,005 |
| Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 800 | 767 |
| Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 650 | 638 |
| Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 1,000 | 1,008 |
| Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 2,000 | 2,000 |
| Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 1,600 | 1,626 |
| Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 500 | 523 |
| Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 400 | 430 |
| SunTrust Bank | 3.000% | 2/2/23 | 450 | 452 |
| SunTrust Bank | 2.750% | 5/1/23 | 250 | 248 |
| SunTrust Bank | 3.300% | 5/15/26 | 725 | 720 |
| 4 SunTrust Bank | 3.502% | 8/2/22 | 425 | 431 |
| SunTrust Bank | 3.200% | 4/1/24 | 3,000 | 3,026 |
| 4 SunTrust Bank | 3.689% | 8/2/24 | 725 | 742 |
| SunTrust Banks Inc. | 2.900% | 3/3/21 | 300 | 301 |
| SunTrust Banks Inc. | 2.700% | 1/27/22 | 500 | 499 |
| SVB Financial Group | 3.500% | 1/29/25 | 225 | 222 |
| Svenska Handelsbanken AB | 1.950% | 9/8/20 | 1,000 | 989 |
| Svenska Handelsbanken AB | 2.450% | 3/30/21 | 650 | 646 |
| Svenska Handelsbanken AB | 3.350% | 5/24/21 | 2,000 | 2,022 |
| Svenska Handelsbanken AB | 1.875% | 9/7/21 | 925 | 905 |
| Synchrony Bank | 3.650% | 5/24/21 | 1,250 | 1,261 |
| Synchrony Bank | 3.000% | 6/15/22 | 350 | 346 |
| Synchrony Financial | 3.750% | 8/15/21 | 300 | 303 |
| Synchrony Financial | 4.375% | 3/19/24 | 500 | 507 |
| Synchrony Financial | 4.250% | 8/15/24 | 1,000 | 1,007 |
| Synchrony Financial | 3.700% | 8/4/26 | 500 | 471 |
| Synchrony Financial | 3.950% | 12/1/27 | 1,125 | 1,058 |
| Synovus Financial Corp. | 3.125% | 11/1/22 | 250 | 247 |
| Toronto-Dominion Bank | 3.000% | 6/11/20 | 125 | 125 |
| Toronto-Dominion Bank | 3.150% | 9/17/20 | 1,500 | 1,515 |
| Toronto-Dominion Bank | 2.500% | 12/14/20 | 2,200 | 2,192 |
| Toronto-Dominion Bank | 2.550% | 1/25/21 | 3,000 | 2,993 |
| Toronto-Dominion Bank | 2.125% | 4/7/21 | 2,000 | 1,981 |
| Toronto-Dominion Bank | 3.250% | 6/11/21 | 500 | 506 |
| Toronto-Dominion Bank | 1.800% | 7/13/21 | 650 | 638 |
| 4 Toronto-Dominion Bank | 3.625% | 9/15/31 | 500 | 494 |
| UBS AG | 4.875% | 8/4/20 | 250 | 257 |
| 7 UBS AG | 2.450% | 12/1/20 | 820 | 816 |
| US Bancorp | 2.350% | 1/29/21 | 600 | 599 |
| US Bancorp | 4.125% | 5/24/21 | 915 | 944 |
| US Bancorp | 2.625% | 1/24/22 | 2,000 | 2,003 |
| US Bancorp | 3.000% | 3/15/22 | 575 | 581 |
| US Bancorp | 2.950% | 7/15/22 | 375 | 377 |
| US Bancorp | 3.700% | 1/30/24 | 650 | 677 |
| US Bancorp | 3.375% | 2/5/24 | 1,000 | 1,022 |
| US Bancorp | 3.600% | 9/11/24 | 150 | 155 |
| US Bancorp | 3.950% | 11/17/25 | 400 | 422 |
| US Bancorp | 3.100% | 4/27/26 | 1,500 | 1,500 |
| US Bancorp | 3.150% | 4/27/27 | 1,250 | 1,251 |
| US Bancorp | 3.900% | 4/26/28 | 700 | 746 |
| US Bank NA | 2.050% | 10/23/20 | 550 | 546 |
| US Bank NA | 2.850% | 1/23/23 | 600 | 602 |
| US Bank NA | 2.800% | 1/27/25 | 1,050 | 1,046 |
| US Bank NA | 3.050% | 7/24/20 | 850 | 855 |
| US Bank NA | 3.450% | 11/16/21 | 300 | 306 |
| US Bank NA | 3.400% | 7/24/23 | 850 | 871 |
| Wachovia Corp. | 6.605% | 10/1/25 | 1,000 | 1,163 |
| Wachovia Corp. | 7.500% | 4/15/35 | 150 | 196 |
| Wachovia Corp. | 5.500% | 8/1/35 | 325 | 371 |
| Wachovia Corp. | 6.550% | 10/15/35 | 100 | 121 |
| Wells Fargo & Co. | 2.600% | 7/22/20 | 2,150 | 2,148 |
| Wells Fargo & Co. | 2.550% | 12/7/20 | 1,500 | 1,496 |
| Wells Fargo & Co. | 3.000% | 1/22/21 | 2,050 | 2,060 |
| Wells Fargo & Co. | 4.600% | 4/1/21 | 6,310 | 6,539 |
| Wells Fargo & Co. | 2.100% | 7/26/21 | 3,300 | 3,253 |
| Wells Fargo & Co. | 3.500% | 3/8/22 | 600 | 612 |
| Wells Fargo & Co. | 2.625% | 7/22/22 | 3,475 | 3,450 |
| Wells Fargo & Co. | 3.069% | 1/24/23 | 4,650 | 4,661 |
| Wells Fargo & Co. | 3.450% | 2/13/23 | 3,500 | 3,547 |
| Wells Fargo & Co. | 4.125% | 8/15/23 | 1,675 | 1,735 |
| Wells Fargo & Co. | 3.750% | 1/24/24 | 1,000 | 1,028 |
| Wells Fargo & Co. | 3.000% | 2/19/25 | 2,125 | 2,106 |
| Wells Fargo & Co. | 3.550% | 9/29/25 | 1,700 | 1,735 |
| Wells Fargo & Co. | 3.000% | 4/22/26 | 4,025 | 3,914 |
| Wells Fargo & Co. | 4.100% | 6/3/26 | 1,925 | 1,962 |
| Wells Fargo & Co. | 3.000% | 10/23/26 | 2,275 | 2,216 |
| Wells Fargo & Co. | 4.300% | 7/22/27 | 2,000 | 2,080 |
| 4 Wells Fargo & Co. | 3.584% | 5/22/28 | 550 | 553 |
| Wells Fargo & Co. | 4.150% | 1/24/29 | 500 | 524 |
| Wells Fargo & Co. | 5.375% | 11/2/43 | 1,550 | 1,748 |
| Wells Fargo & Co. | 5.606% | 1/15/44 | 1,900 | 2,190 |
| Wells Fargo & Co. | 4.650% | 11/4/44 | 2,175 | 2,234 |
| Wells Fargo & Co. | 3.900% | 5/1/45 | 650 | 644 |
| Wells Fargo & Co. | 4.900% | 11/17/45 | 1,300 | 1,397 |
| Wells Fargo & Co. | 4.400% | 6/14/46 | 1,375 | 1,375 |
| Wells Fargo & Co. | 4.750% | 12/7/46 | 3,175 | 3,336 |
| Wells Fargo Bank NA | 2.600% | 1/15/21 | 2,000 | 1,994 |
| 4 Wells Fargo Bank NA | 3.325% | 7/23/21 | 1,050 | 1,057 |
| Wells Fargo Bank NA | 3.625% | 10/22/21 | 2,000 | 2,039 |
| Wells Fargo Bank NA | 3.550% | 8/14/23 | 2,500 | 2,566 |
| Wells Fargo Bank NA | 5.950% | 8/26/36 | 550 | 663 |
| Wells Fargo Bank NA | 5.850% | 2/1/37 | 425 | 513 |
| Wells Fargo Bank NA | 6.600% | 1/15/38 | 605 | 793 |
| 4 Wells Fargo Capital X | 5.950% | 12/1/86 | 425 | 479 |
| Westpac Banking Corp. | 3.050% | 5/15/20 | 525 | 527 |
| Westpac Banking Corp. | 2.600% | 11/23/20 | 975 | 973 |
| Westpac Banking Corp. | 2.100% | 5/13/21 | 1,100 | 1,085 |
| Westpac Banking Corp. | 2.000% | 8/19/21 | 1,000 | 981 |
| Westpac Banking Corp. | 2.500% | 6/28/22 | 2,400 | 2,370 |
| Westpac Banking Corp. | 2.750% | 1/11/23 | 800 | 795 |
| Westpac Banking Corp. | 3.650% | 5/15/23 | 400 | 410 |
| Westpac Banking Corp. | 3.300% | 2/26/24 | 1,000 | 1,011 |
| Westpac Banking Corp. | 2.850% | 5/13/26 | 450 | 437 |
| Westpac Banking Corp. | 2.700% | 8/19/26 | 650 | 624 |
| Westpac Banking Corp. | 3.350% | 3/8/27 | 1,800 | 1,800 |
| 4 Westpac Banking Corp. | 4.322% | 11/23/31 | 2,000 | 1,974 |
| Zions Bancorp NA | 3.500% | 8/27/21 | 950 | 960 |
| Brokerage (0.1%) | ||||
| Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 350 | 362 |
| Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 750 | 744 |
| Ameriprise Financial Inc. | 3.000% | 3/22/22 | 100 | 101 |
| Ameriprise Financial Inc. | 4.000% | 10/15/23 | 1,575 | 1,651 |
| Ameriprise Financial Inc. | 3.700% | 10/15/24 | 350 | 362 |
| BGC Partners Inc. | 5.125% | 5/27/21 | 200 | 205 |
| BlackRock Inc. | 4.250% | 5/24/21 | 475 | 490 |
| BlackRock Inc. | 3.375% | 6/1/22 | 700 | 717 |
| BlackRock Inc. | 3.500% | 3/18/24 | 1,000 | 1,036 |
| BlackRock Inc. | 3.200% | 3/15/27 | 600 | 609 |
| Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 550 | 555 |
| Brookfield Finance Inc. | 4.250% | 6/2/26 | 150 | 151 |
| Brookfield Finance Inc. | 3.900% | 1/25/28 | 500 | 481 |
| Brookfield Finance Inc. | 4.850% | 3/29/29 | 600 | 620 |
| Brookfield Finance Inc. | 4.700% | 9/20/47 | 750 | 723 |
| Brookfield Finance LLC | 4.000% | 4/1/24 | 575 | 583 |
| Cboe Global Markets Inc. | 3.650% | 1/12/27 | 490 | 497 |
| Charles Schwab Corp. | 3.250% | 5/21/21 | 525 | 531 |
| Charles Schwab Corp. | 3.225% | 9/1/22 | 1,225 | 1,250 |
| Charles Schwab Corp. | 2.650% | 1/25/23 | 400 | 400 |
| Charles Schwab Corp. | 3.550% | 2/1/24 | 2,520 | 2,618 |
| Charles Schwab Corp. | 3.850% | 5/21/25 | 100 | 105 |
| Charles Schwab Corp. | 3.200% | 3/2/27 | 1,100 | 1,102 |
| Charles Schwab Corp. | 3.200% | 1/25/28 | 400 | 400 |
| Charles Schwab Corp. | 4.000% | 2/1/29 | 575 | 612 |
| CME Group Inc. | 3.000% | 9/15/22 | 875 | 886 |
| CME Group Inc. | 3.000% | 3/15/25 | 300 | 302 |
| CME Group Inc. | 5.300% | 9/15/43 | 720 | 882 |
| CME Group Inc. | 4.150% | 6/15/48 | 575 | 610 |
| E*TRADE Financial Corp. | 3.800% | 8/24/27 | 325 | 316 |
| E*TRADE Financial Corp. | 4.500% | 6/20/28 | 330 | 336 |
| Eaton Vance Corp. | 3.625% | 6/15/23 | 275 | 283 |
| Eaton Vance Corp. | 3.500% | 4/6/27 | 350 | 353 |
| Franklin Resources Inc. | 2.800% | 9/15/22 | 575 | 572 |
| Franklin Resources Inc. | 2.850% | 3/30/25 | 250 | 246 |
| Intercontinental Exchange Inc. | 2.750% | 12/1/20 | 1,200 | 1,202 |
| Intercontinental Exchange Inc. | 3.450% | 9/21/23 | 450 | 460 |
| Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 290 | 305 |
| Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 1,100 | 1,143 |
| Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 200 | 198 |
| Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 500 | 518 |
| Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 400 | 420 |
| Invesco Finance plc | 3.125% | 11/30/22 | 500 | 500 |
| Invesco Finance plc | 4.000% | 1/30/24 | 650 | 669 |
| Invesco Finance plc | 5.375% | 11/30/43 | 900 | 955 |
| Janus Capital Group Inc. | 4.875% | 8/1/25 | 250 | 259 |
| Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 475 | 496 |
| Jefferies Group LLC | 6.875% | 4/15/21 | 620 | 663 |
| Jefferies Group LLC | 5.125% | 1/20/23 | 500 | 531 |
| Jefferies Group LLC | 4.850% | 1/15/27 | 1,100 | 1,107 |
| Jefferies Group LLC | 6.250% | 1/15/36 | 320 | 328 |
| Jefferies Group LLC | 6.500% | 1/20/43 | 350 | 365 |
| Jefferies Group LLC / Jefferies Group | ||||
| Capital Finance Inc. | 4.150% | 1/23/30 | 1,100 | 1,009 |
| Lazard Group LLC | 3.750% | 2/13/25 | 100 | 101 |
| Lazard Group LLC | 3.625% | 3/1/27 | 1,350 | 1,325 |
| Lazard Group LLC | 4.500% | 9/19/28 | 425 | 438 |
| Legg Mason Inc. | 4.750% | 3/15/26 | 425 | 439 |
| Legg Mason Inc. | 5.625% | 1/15/44 | 450 | 445 |
| Nasdaq Inc. | 3.850% | 6/30/26 | 675 | 681 |
| Raymond James Financial Inc. | 3.625% | 9/15/26 | 375 | 372 |
| Raymond James Financial Inc. | 4.950% | 7/15/46 | 875 | 916 |
| Stifel Financial Corp. | 3.500% | 12/1/20 | 125 | 126 |
| Stifel Financial Corp. | 4.250% | 7/18/24 | 575 | 592 |
| TD Ameritrade Holding Corp. | 2.950% | 4/1/22 | 850 | 856 |
| TD Ameritrade Holding Corp. | 3.625% | 4/1/25 | 450 | 463 |
| TD Ameritrade Holding Corp. | 3.300% | 4/1/27 | 700 | 701 |
| Finance Companies (0.1%) | ||||
| AerCap Ireland Capital DAC / AerCap | ||||
| Global Aviation Trust | 4.450% | 10/1/25 | 500 | 502 |
| AerCap Ireland Capital DAC / AerCap | ||||
| Global Aviation Trust | 3.650% | 7/21/27 | 600 | 560 |
| AerCap Ireland Capital DAC / AerCap | ||||
| Global Aviation Trust | 4.250% | 7/1/20 | 650 | 659 |
| AerCap Ireland Capital DAC / AerCap | ||||
| Global Aviation Trust | 4.625% | 10/30/20 | 826 | 846 |
| AerCap Ireland Capital DAC / AerCap | ||||
| Global Aviation Trust | 4.500% | 5/15/21 | 780 | 797 |
| AerCap Ireland Capital DAC / AerCap | ||||
| Global Aviation Trust | 5.000% | 10/1/21 | 745 | 774 |
| AerCap Ireland Capital DAC / AerCap | ||||
| Global Aviation Trust | 4.450% | 12/16/21 | 125 | 128 |
| AerCap Ireland Capital DAC / AerCap | ||||
| Global Aviation Trust | 3.950% | 2/1/22 | 675 | 683 |
| AerCap Ireland Capital DAC / AerCap | ||||
| Global Aviation Trust | 3.500% | 5/26/22 | 1,150 | 1,149 |
| AerCap Ireland Capital DAC / AerCap | ||||
| Global Aviation Trust | 4.625% | 7/1/22 | 475 | 490 |
| AerCap Ireland Capital DAC / AerCap | ||||
| Global Aviation Trust | 3.300% | 1/23/23 | 650 | 639 |
| AerCap Ireland Capital DAC / AerCap | ||||
| Global Aviation Trust | 3.875% | 1/23/28 | 1,000 | 939 |
| Air Lease Corp. | 3.875% | 4/1/21 | 1,875 | 1,901 |
| Air Lease Corp. | 3.375% | 6/1/21 | 25 | 25 |
| Air Lease Corp. | 3.750% | 2/1/22 | 3,150 | 3,187 |
| Air Lease Corp. | 2.750% | 1/15/23 | 400 | 390 |
| Air Lease Corp. | 3.875% | 7/3/23 | 425 | 430 |
| Air Lease Corp. | 4.250% | 2/1/24 | 550 | 561 |
| Air Lease Corp. | 4.250% | 9/15/24 | 75 | 77 |
| Air Lease Corp. | 3.250% | 3/1/25 | 400 | 385 |
| Air Lease Corp. | 3.625% | 4/1/27 | 200 | 188 |
| Air Lease Corp. | 4.625% | 10/1/28 | 400 | 402 |
| Aircastle Ltd. | 4.400% | 9/25/23 | 550 | 560 |
| Ares Capital Corp. | 3.500% | 2/10/23 | 600 | 580 |
| Ares Capital Corp. | 4.250% | 3/1/25 | 800 | 781 |
| GATX Corp. | 3.250% | 3/30/25 | 375 | 358 |
| GATX Corp. | 3.850% | 3/30/27 | 1,250 | 1,232 |
| GATX Corp. | 3.500% | 3/15/28 | 200 | 190 |
| GATX Corp. | 4.550% | 11/7/28 | 600 | 616 |
| GATX Corp. | 4.700% | 4/1/29 | 275 | 287 |
| GATX Corp. | 5.200% | 3/15/44 | 150 | 157 |
| GATX Corp. | 4.500% | 3/30/45 | 150 | 139 |
| GE Capital International Funding Co. | ||||
| Unlimited Co. | 2.342% | 11/15/20 | 5,095 | 5,031 |
| GE Capital International Funding Co. | ||||
| Unlimited Co. | 3.373% | 11/15/25 | 1,587 | 1,541 |
| GE Capital International Funding Co. | ||||
| Unlimited Co. | 4.418% | 11/15/35 | 8,832 | 8,180 |
| International Lease Finance Corp. | 8.250% | 12/15/20 | 825 | 887 |
| International Lease Finance Corp. | 4.625% | 4/15/21 | 325 | 333 |
| International Lease Finance Corp. | 8.625% | 1/15/22 | 1,150 | 1,305 |
| International Lease Finance Corp. | 5.875% | 8/15/22 | 615 | 661 |
| Prospect Capital Corp. | 5.875% | 3/15/23 | 150 | 154 |
| Insurance (0.5%) | ||||
| ACE Capital Trust II | 9.700% | 4/1/30 | 75 | 103 |
| AEGON Funding Co. LLC | 5.750% | 12/15/20 | 524 | 549 |
| 4 Aegon NV | 5.500% | 4/11/48 | 585 | 581 |
| Aetna Inc. | 4.125% | 6/1/21 | 320 | 327 |
| Aetna Inc. | 2.750% | 11/15/22 | 650 | 641 |
| Aetna Inc. | 2.800% | 6/15/23 | 950 | 934 |
| Aetna Inc. | 3.500% | 11/15/24 | 495 | 496 |
| Aetna Inc. | 6.625% | 6/15/36 | 500 | 597 |
| Aetna Inc. | 6.750% | 12/15/37 | 350 | 422 |
| Aetna Inc. | 4.500% | 5/15/42 | 375 | 358 |
| Aetna Inc. | 4.125% | 11/15/42 | 325 | 294 |
| Aetna Inc. | 3.875% | 8/15/47 | 1,000 | 865 |
| Aflac Inc. | 4.000% | 2/15/22 | 325 | 336 |
| Aflac Inc. | 3.625% | 6/15/23 | 575 | 594 |
| Aflac Inc. | 3.625% | 11/15/24 | 580 | 599 |
| Aflac Inc. | 3.250% | 3/17/25 | 325 | 328 |
| Aflac Inc. | 2.875% | 10/15/26 | 600 | 585 |
| Aflac Inc. | 4.000% | 10/15/46 | 150 | 148 |
| Aflac Inc. | 4.750% | 1/15/49 | 325 | 359 |
| Alleghany Corp. | 4.950% | 6/27/22 | 425 | 450 |
| Alleghany Corp. | 4.900% | 9/15/44 | 300 | 304 |
| Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 350 | 349 |
| Allstate Corp. | 3.150% | 6/15/23 | 1,700 | 1,719 |
| Allstate Corp. | 3.280% | 12/15/26 | 400 | 404 |
| Allstate Corp. | 5.550% | 5/9/35 | 105 | 124 |
| Allstate Corp. | 4.500% | 6/15/43 | 725 | 779 |
| Allstate Corp. | 4.200% | 12/15/46 | 400 | 415 |
| 4 Allstate Corp. | 5.750% | 8/15/53 | 90 | 91 |
| 4 Allstate Corp. | 6.500% | 5/15/67 | 650 | 699 |
| Alterra Finance LLC | 6.250% | 9/30/20 | 95 | 99 |
| American Financial Group Inc. | 3.500% | 8/15/26 | 300 | 291 |
| American Financial Group Inc. | 4.500% | 6/15/47 | 500 | 473 |
| American International Group Inc. | 3.375% | 8/15/20 | 425 | 427 |
| American International Group Inc. | 6.400% | 12/15/20 | 570 | 602 |
| American International Group Inc. | 3.300% | 3/1/21 | 1,500 | 1,510 |
| American International Group Inc. | 4.875% | 6/1/22 | 1,425 | 1,505 |
| American International Group Inc. | 4.125% | 2/15/24 | 650 | 671 |
| American International Group Inc. | 3.750% | 7/10/25 | 950 | 949 |
| American International Group Inc. | 3.900% | 4/1/26 | 500 | 502 |
| American International Group Inc. | 4.200% | 4/1/28 | 750 | 759 |
| American International Group Inc. | 4.250% | 3/15/29 | 200 | 202 |
| American International Group Inc. | 3.875% | 1/15/35 | 800 | 725 |
| American International Group Inc. | 4.700% | 7/10/35 | 325 | 325 |
| American International Group Inc. | 6.250% | 5/1/36 | 600 | 685 |
| American International Group Inc. | 4.500% | 7/16/44 | 2,025 | 1,942 |
| American International Group Inc. | 4.750% | 4/1/48 | 1,200 | 1,191 |
| 4 American International Group Inc. | 5.750% | 4/1/48 | 525 | 508 |
| American International Group Inc. | 4.375% | 1/15/55 | 625 | 558 |
| 4 American International Group Inc. | 8.175% | 5/15/68 | 400 | 475 |
| Anthem Inc. | 4.350% | 8/15/20 | 450 | 459 |
| Anthem Inc. | 2.500% | 11/21/20 | 700 | 697 |
| Anthem Inc. | 3.700% | 8/15/21 | 495 | 504 |
| Anthem Inc. | 3.125% | 5/15/22 | 350 | 353 |
| Anthem Inc. | 2.950% | 12/1/22 | 600 | 600 |
| Anthem Inc. | 3.300% | 1/15/23 | 771 | 779 |
| Anthem Inc. | 3.500% | 8/15/24 | 975 | 987 |
| Anthem Inc. | 3.350% | 12/1/24 | 675 | 681 |
| Anthem Inc. | 3.650% | 12/1/27 | 1,250 | 1,248 |
| Anthem Inc. | 4.101% | 3/1/28 | 1,280 | 1,319 |
| Anthem Inc. | 5.850% | 1/15/36 | 300 | 345 |
| Anthem Inc. | 6.375% | 6/15/37 | 300 | 367 |
| Anthem Inc. | 4.625% | 5/15/42 | 1,275 | 1,311 |
| Anthem Inc. | 4.650% | 1/15/43 | 650 | 673 |
| Anthem Inc. | 5.100% | 1/15/44 | 400 | 435 |
| Anthem Inc. | 4.650% | 8/15/44 | 525 | 543 |
| Anthem Inc. | 4.375% | 12/1/47 | 1,175 | 1,168 |
| Anthem Inc. | 4.550% | 3/1/48 | 600 | 616 |
| Anthem Inc. | 4.850% | 8/15/54 | 175 | 179 |
| Aon Corp. | 5.000% | 9/30/20 | 990 | 1,019 |
| Aon Corp. | 8.205% | 1/1/27 | 150 | 176 |
| Aon Corp. | 4.500% | 12/15/28 | 600 | 634 |
| Aon Corp. | 6.250% | 9/30/40 | 150 | 183 |
| Aon plc | 2.800% | 3/15/21 | 350 | 349 |
| Aon plc | 4.000% | 11/27/23 | 100 | 104 |
| Aon plc | 3.500% | 6/14/24 | 425 | 432 |
| Aon plc | 3.875% | 12/15/25 | 475 | 491 |
| Aon plc | 4.600% | 6/14/44 | 625 | 633 |
| Aon plc | 4.750% | 5/15/45 | 425 | 442 |
| Arch Capital Finance LLC | 4.011% | 12/15/26 | 350 | 363 |
| Arch Capital Finance LLC | 5.031% | 12/15/46 | 100 | 110 |
| Arch Capital Group Ltd. | 7.350% | 5/1/34 | 500 | 674 |
| Arch Capital Group US Inc. | 5.144% | 11/1/43 | 275 | 305 |
| Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 1,985 | 2,068 |
| Assurant Inc. | 4.000% | 3/15/23 | 225 | 227 |
| Assurant Inc. | 4.200% | 9/27/23 | 200 | 203 |
| Assurant Inc. | 4.900% | 3/27/28 | 400 | 413 |
| Assurant Inc. | 6.750% | 2/15/34 | 550 | 628 |
| Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 375 | 402 |
| Athene Holding Ltd. | 4.125% | 1/12/28 | 835 | 801 |
| AXA Equitable Holdings Inc. | 3.900% | 4/20/23 | 400 | 409 |
| AXA Equitable Holdings Inc. | 7.000% | 4/1/28 | 600 | 698 |
| AXA Equitable Holdings Inc. | 4.350% | 4/20/28 | 3,960 | 4,015 |
| AXA Equitable Holdings Inc. | 5.000% | 4/20/48 | 1,500 | 1,459 |
| AXA SA | 8.600% | 12/15/30 | 830 | 1,097 |
| AXIS Specialty Finance LLC | 5.875% | 6/1/20 | 965 | 995 |
| AXIS Specialty Finance plc | 4.000% | 12/6/27 | 1,500 | 1,490 |
| Berkshire Hathaway Finance Corp. | 2.900% | 10/15/20 | 425 | 427 |
| Berkshire Hathaway Finance Corp. | 4.250% | 1/15/21 | 480 | 494 |
| Berkshire Hathaway Finance Corp. | 3.000% | 5/15/22 | 800 | 810 |
| Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 130 | 162 |
| Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 400 | 430 |
| Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 550 | 583 |
| Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 1,875 | 1,954 |
| Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 2,300 | 2,406 |
| Berkshire Hathaway Inc. | 2.200% | 3/15/21 | 1,000 | 993 |
| Berkshire Hathaway Inc. | 3.000% | 2/11/23 | 375 | 380 |
| Berkshire Hathaway Inc. | 2.750% | 3/15/23 | 1,525 | 1,535 |
| Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 3,675 | 3,708 |
| Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 1,325 | 1,448 |
| Brighthouse Financial Inc. | 3.700% | 6/22/27 | 1,111 | 1,002 |
| Brighthouse Financial Inc. | 4.700% | 6/22/47 | 700 | 557 |
| Brown & Brown Inc. | 4.200% | 9/15/24 | 400 | 408 |
| Brown & Brown Inc. | 4.500% | 3/15/29 | 275 | 278 |
| Chubb Corp. | 6.000% | 5/11/37 | 375 | 481 |
| Chubb INA Holdings Inc. | 2.300% | 11/3/20 | 1,250 | 1,243 |
| Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 1,085 | 1,094 |
| Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 350 | 348 |
| Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 275 | 281 |
| Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 700 | 703 |
| Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 2,275 | 2,312 |
| Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 180 | 243 |
| Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 225 | 236 |
| Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 1,300 | 1,412 |
| 7 Cigna Corp. | 3.200% | 9/17/20 | 1,500 | 1,507 |
| 7 Cigna Corp. | 3.400% | 9/17/21 | 1,235 | 1,248 |
| 7 Cigna Corp. | 3.750% | 7/15/23 | 950 | 975 |
| 7 Cigna Corp. | 4.125% | 11/15/25 | 1,150 | 1,189 |
| 7 Cigna Corp. | 4.375% | 10/15/28 | 2,625 | 2,725 |
| 7 Cigna Corp. | 4.800% | 8/15/38 | 1,220 | 1,254 |
| 7 Cigna Corp. | 4.900% | 12/15/48 | 2,490 | 2,576 |
| Cigna Holding Co. | 5.125% | 6/15/20 | 100 | 103 |
| Cigna Holding Co. | 4.375% | 12/15/20 | 150 | 153 |
| Cigna Holding Co. | 4.500% | 3/15/21 | 385 | 395 |
| Cigna Holding Co. | 4.000% | 2/15/22 | 290 | 298 |
| Cigna Holding Co. | 3.250% | 4/15/25 | 1,175 | 1,165 |
| Cigna Holding Co. | 3.050% | 10/15/27 | 1,110 | 1,052 |
| Cigna Holding Co. | 5.375% | 2/15/42 | 190 | 205 |
| Cigna Holding Co. | 3.875% | 10/15/47 | 775 | 688 |
| Cincinnati Financial Corp. | 6.920% | 5/15/28 | 300 | 372 |
| Cincinnati Financial Corp. | 6.125% | 11/1/34 | 275 | 335 |
| CNA Financial Corp. | 5.875% | 8/15/20 | 395 | 411 |
| CNA Financial Corp. | 5.750% | 8/15/21 | 175 | 186 |
| CNA Financial Corp. | 3.950% | 5/15/24 | 450 | 459 |
| CNA Financial Corp. | 3.450% | 8/15/27 | 400 | 390 |
| Coventry Health Care Inc. | 5.450% | 6/15/21 | 890 | 930 |
| Enstar Group Ltd. | 4.500% | 3/10/22 | 225 | 228 |
| Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 300 | 306 |
| Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 400 | 401 |
| First American Financial Corp. | 4.600% | 11/15/24 | 350 | 362 |
| Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 500 | 511 |
| Hartford Financial Services Group Inc. | 5.125% | 4/15/22 | 625 | 667 |
| Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 25 | 29 |
| Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 600 | 730 |
| Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 500 | 499 |
| Humana Inc. | 3.150% | 12/1/22 | 400 | 402 |
| Humana Inc. | 2.900% | 12/15/22 | 600 | 597 |
| Humana Inc. | 3.850% | 10/1/24 | 450 | 459 |
| Humana Inc. | 3.950% | 3/15/27 | 950 | 958 |
| Humana Inc. | 4.625% | 12/1/42 | 375 | 377 |
| Humana Inc. | 4.950% | 10/1/44 | 400 | 427 |
| Humana Inc. | 4.800% | 3/15/47 | 200 | 209 |
| Kemper Corp. | 4.350% | 2/15/25 | 150 | 153 |
| Lincoln National Corp. | 4.200% | 3/15/22 | 440 | 457 |
| Lincoln National Corp. | 4.000% | 9/1/23 | 225 | 235 |
| Lincoln National Corp. | 3.350% | 3/9/25 | 200 | 199 |
| Lincoln National Corp. | 3.625% | 12/12/26 | 250 | 251 |
| Lincoln National Corp. | 3.800% | 3/1/28 | 850 | 858 |
| Lincoln National Corp. | 6.150% | 4/7/36 | 24 | 29 |
| Lincoln National Corp. | 6.300% | 10/9/37 | 1,025 | 1,244 |
| Loews Corp. | 2.625% | 5/15/23 | 425 | 420 |
| Loews Corp. | 3.750% | 4/1/26 | 750 | 769 |
| Loews Corp. | 6.000% | 2/1/35 | 250 | 294 |
| Loews Corp. | 4.125% | 5/15/43 | 275 | 270 |
| Manulife Financial Corp. | 4.900% | 9/17/20 | 475 | 489 |
| Manulife Financial Corp. | 4.150% | 3/4/26 | 575 | 603 |
| 4 Manulife Financial Corp. | 4.061% | 2/24/32 | 760 | 736 |
| Manulife Financial Corp. | 5.375% | 3/4/46 | 850 | 1,007 |
| Markel Corp. | 4.900% | 7/1/22 | 575 | 605 |
| Markel Corp. | 3.500% | 11/1/27 | 200 | 191 |
| Markel Corp. | 5.000% | 4/5/46 | 350 | 349 |
| Markel Corp. | 4.300% | 11/1/47 | 200 | 180 |
| Marsh & McLennan Cos. Inc. | 4.800% | 7/15/21 | 420 | 435 |
| Marsh & McLennan Cos. Inc. | 2.750% | 1/30/22 | 375 | 375 |
| Marsh & McLennan Cos. Inc. | 3.300% | 3/14/23 | 222 | 225 |
| Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 350 | 363 |
| Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 1,700 | 1,764 |
| Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 425 | 436 |
| Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 375 | 387 |
| Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 1,825 | 1,934 |
| Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 1,050 | 1,270 |
| Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 100 | 107 |
| Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 200 | 202 |
| Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 1,650 | 1,800 |
| Mercury General Corp. | 4.400% | 3/15/27 | 325 | 321 |
| MetLife Inc. | 4.750% | 2/8/21 | 216 | 224 |
| MetLife Inc. | 3.048% | 12/15/22 | 484 | 489 |
| MetLife Inc. | 4.368% | 9/15/23 | 500 | 534 |
| MetLife Inc. | 3.600% | 4/10/24 | 750 | 777 |
| MetLife Inc. | 3.000% | 3/1/25 | 500 | 500 |
| MetLife Inc. | 6.500% | 12/15/32 | 250 | 321 |
| MetLife Inc. | 6.375% | 6/15/34 | 505 | 653 |
| MetLife Inc. | 5.700% | 6/15/35 | 675 | 803 |
| MetLife Inc. | 5.875% | 2/6/41 | 440 | 547 |
| MetLife Inc. | 4.125% | 8/13/42 | 525 | 529 |
| MetLife Inc. | 4.875% | 11/13/43 | 750 | 837 |
| MetLife Inc. | 4.721% | 12/15/44 | 1,150 | 1,256 |
| MetLife Inc. | 4.050% | 3/1/45 | 1,000 | 998 |
| MetLife Inc. | 4.600% | 5/13/46 | 80 | 87 |
| 4 MetLife Inc. | 6.400% | 12/15/66 | 1,505 | 1,614 |
| Old Republic International Corp. | 4.875% | 10/1/24 | 350 | 368 |
| Old Republic International Corp. | 3.875% | 8/26/26 | 425 | 421 |
| PartnerRe Finance B LLC | 5.500% | 6/1/20 | 1,050 | 1,077 |
| Principal Financial Group Inc. | 3.125% | 5/15/23 | 200 | 200 |
| Principal Financial Group Inc. | 3.400% | 5/15/25 | 300 | 301 |
| Principal Financial Group Inc. | 3.100% | 11/15/26 | 300 | 292 |
| Principal Financial Group Inc. | 4.350% | 5/15/43 | 125 | 125 |
| Principal Financial Group Inc. | 4.300% | 11/15/46 | 350 | 343 |
| 4 Principal Financial Group Inc. | 4.700% | 5/15/55 | 925 | 906 |
| Progressive Corp. | 3.750% | 8/23/21 | 445 | 454 |
| Progressive Corp. | 2.450% | 1/15/27 | 350 | 334 |
| Progressive Corp. | 6.625% | 3/1/29 | 150 | 189 |
| Progressive Corp. | 3.700% | 1/26/45 | 250 | 243 |
| Progressive Corp. | 4.125% | 4/15/47 | 1,500 | 1,561 |
| Progressive Corp. | 4.200% | 3/15/48 | 550 | 572 |
| Prudential Financial Inc. | 5.375% | 6/21/20 | 1,430 | 1,475 |
| Prudential Financial Inc. | 4.500% | 11/15/20 | 75 | 77 |
| Prudential Financial Inc. | 3.500% | 5/15/24 | 450 | 467 |
| Prudential Financial Inc. | 5.750% | 7/15/33 | 395 | 468 |
| Prudential Financial Inc. | 5.700% | 12/14/36 | 505 | 599 |
| Prudential Financial Inc. | 6.625% | 12/1/37 | 300 | 386 |
| Prudential Financial Inc. | 6.625% | 6/21/40 | 250 | 325 |
| 4 Prudential Financial Inc. | 5.875% | 9/15/42 | 1,675 | 1,779 |
| 4 Prudential Financial Inc. | 5.625% | 6/15/43 | 1,275 | 1,329 |
| Prudential Financial Inc. | 5.100% | 8/15/43 | 225 | 243 |
| Prudential Financial Inc. | 4.600% | 5/15/44 | 1,100 | 1,171 |
| 4 Prudential Financial Inc. | 5.375% | 5/15/45 | 650 | 654 |
| Prudential Financial Inc. | 3.905% | 12/7/47 | 1,282 | 1,241 |
| 4 Prudential Financial Inc. | 5.700% | 9/15/48 | 1,150 | 1,165 |
| Prudential Financial Inc. | 3.935% | 12/7/49 | 385 | 374 |
| Prudential Financial Inc. | 4.350% | 2/25/50 | 765 | 789 |
| Reinsurance Group of America Inc. | 5.000% | 6/1/21 | 1,200 | 1,248 |
| Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 250 | 267 |
| Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 100 | 100 |
| RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 175 | 172 |
| RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 250 | 246 |
| Selective Insurance Group Inc. | 5.375% | 3/1/49 | 250 | 257 |
| Sompo International Holdings Ltd. | 4.700% | 10/15/22 | 350 | 362 |
| Sompo International Holdings Ltd. | 7.000% | 7/15/34 | 150 | 185 |
| Swiss Re Solutions Holding Corp. | 7.000% | 2/15/26 | 250 | 300 |
| Torchmark Corp. | 3.800% | 9/15/22 | 200 | 204 |
| Torchmark Corp. | 4.550% | 9/15/28 | 385 | 406 |
| Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 625 | 859 |
| Travelers Cos. Inc. | 3.900% | 11/1/20 | 330 | 336 |
| Travelers Cos. Inc. | 6.750% | 6/20/36 | 475 | 646 |
| Travelers Cos. Inc. | 6.250% | 6/15/37 | 230 | 300 |
| Travelers Cos. Inc. | 5.350% | 11/1/40 | 130 | 157 |
| Travelers Cos. Inc. | 4.600% | 8/1/43 | 1,000 | 1,109 |
| Travelers Cos. Inc. | 4.300% | 8/25/45 | 250 | 266 |
| Travelers Cos. Inc. | 4.000% | 5/30/47 | 550 | 562 |
| Travelers Cos. Inc. | 4.050% | 3/7/48 | 250 | 256 |
| Travelers Cos. Inc. | 4.100% | 3/4/49 | 500 | 516 |
| Trinity Acquisition plc | 4.400% | 3/15/26 | 450 | 467 |
| UnitedHealth Group Inc. | 2.700% | 7/15/20 | 950 | 952 |
| UnitedHealth Group Inc. | 1.950% | 10/15/20 | 650 | 643 |
| UnitedHealth Group Inc. | 4.700% | 2/15/21 | 165 | 171 |
| UnitedHealth Group Inc. | 3.150% | 6/15/21 | 300 | 304 |
| UnitedHealth Group Inc. | 3.375% | 11/15/21 | 1,580 | 1,607 |
| UnitedHealth Group Inc. | 2.875% | 12/15/21 | 625 | 628 |
| UnitedHealth Group Inc. | 2.875% | 3/15/22 | 525 | 529 |
| UnitedHealth Group Inc. | 3.350% | 7/15/22 | 1,325 | 1,355 |
| UnitedHealth Group Inc. | 2.375% | 10/15/22 | 1,100 | 1,090 |
| UnitedHealth Group Inc. | 2.750% | 2/15/23 | 400 | 400 |
| UnitedHealth Group Inc. | 2.875% | 3/15/23 | 1,330 | 1,339 |
| UnitedHealth Group Inc. | 3.500% | 6/15/23 | 500 | 515 |
| UnitedHealth Group Inc. | 3.750% | 7/15/25 | 2,750 | 2,873 |
| UnitedHealth Group Inc. | 3.700% | 12/15/25 | 200 | 207 |
| UnitedHealth Group Inc. | 3.100% | 3/15/26 | 750 | 750 |
| UnitedHealth Group Inc. | 3.450% | 1/15/27 | 600 | 611 |
| UnitedHealth Group Inc. | 3.375% | 4/15/27 | 1,525 | 1,546 |
| UnitedHealth Group Inc. | 2.950% | 10/15/27 | 400 | 393 |
| UnitedHealth Group Inc. | 3.850% | 6/15/28 | 400 | 419 |
| UnitedHealth Group Inc. | 3.875% | 12/15/28 | 500 | 523 |
| UnitedHealth Group Inc. | 4.625% | 7/15/35 | 300 | 335 |
| UnitedHealth Group Inc. | 6.500% | 6/15/37 | 200 | 264 |
| UnitedHealth Group Inc. | 6.625% | 11/15/37 | 325 | 435 |
| UnitedHealth Group Inc. | 6.875% | 2/15/38 | 1,405 | 1,938 |
| UnitedHealth Group Inc. | 5.950% | 2/15/41 | 240 | 303 |
| UnitedHealth Group Inc. | 4.625% | 11/15/41 | 1,180 | 1,290 |
| UnitedHealth Group Inc. | 4.375% | 3/15/42 | 325 | 346 |
| UnitedHealth Group Inc. | 3.950% | 10/15/42 | 800 | 804 |
| UnitedHealth Group Inc. | 4.250% | 3/15/43 | 75 | 80 |
| UnitedHealth Group Inc. | 4.750% | 7/15/45 | 1,315 | 1,479 |
| UnitedHealth Group Inc. | 4.200% | 1/15/47 | 775 | 802 |
| UnitedHealth Group Inc. | 4.250% | 4/15/47 | 950 | 996 |
| UnitedHealth Group Inc. | 3.750% | 10/15/47 | 400 | 389 |
| UnitedHealth Group Inc. | 4.250% | 6/15/48 | 1,200 | 1,268 |
| UnitedHealth Group Inc. | 4.450% | 12/15/48 | 500 | 541 |
| Unum Group | 5.625% | 9/15/20 | 50 | 52 |
| Unum Group | 3.000% | 5/15/21 | 275 | 275 |
| Unum Group | 4.000% | 3/15/24 | 200 | 203 |
| Unum Group | 5.750% | 8/15/42 | 400 | 429 |
| Voya Financial Inc. | 3.125% | 7/15/24 | 650 | 641 |
| Voya Financial Inc. | 3.650% | 6/15/26 | 750 | 742 |
| Voya Financial Inc. | 5.700% | 7/15/43 | 350 | 407 |
| Voya Financial Inc. | 4.800% | 6/15/46 | 125 | 130 |
| Willis North America Inc. | 3.600% | 5/15/24 | 600 | 603 |
| Willis North America Inc. | 4.500% | 9/15/28 | 500 | 519 |
| Willis North America Inc. | 5.050% | 9/15/48 | 200 | 208 |
| Willis Towers Watson plc | 5.750% | 3/15/21 | 265 | 278 |
| WR Berkley Corp. | 5.375% | 9/15/20 | 50 | 52 |
| WR Berkley Corp. | 4.625% | 3/15/22 | 225 | 235 |
| WR Berkley Corp. | 4.750% | 8/1/44 | 300 | 309 |
| XLIT Ltd. | 4.450% | 3/31/25 | 200 | 207 |
| XLIT Ltd. | 5.250% | 12/15/43 | 100 | 115 |
| XLIT Ltd. | 5.500% | 3/31/45 | 450 | 498 |
| Other Finance (0.0%) | ||||
| ORIX Corp. | 2.900% | 7/18/22 | 300 | 299 |
| ORIX Corp. | 3.250% | 12/4/24 | 275 | 274 |
| ORIX Corp. | 3.700% | 7/18/27 | 850 | 856 |
| Real Estate Investment Trusts (0.3%) | ||||
| Alexandria Real Estate Equities Inc. | 4.600% | 4/1/22 | 300 | 313 |
| Alexandria Real Estate Equities Inc. | 3.900% | 6/15/23 | 75 | 78 |
| Alexandria Real Estate Equities Inc. | 4.000% | 1/15/24 | 725 | 750 |
| Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 500 | 499 |
| Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 300 | 311 |
| Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 200 | 203 |
| Alexandria Real Estate Equities Inc. | 3.950% | 1/15/27 | 250 | 253 |
| Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 350 | 352 |
| Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 200 | 210 |
| Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 500 | 537 |
| Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 200 | 209 |
| American Campus Communities Operating | ||||
| Partnership LP | 3.350% | 10/1/20 | 250 | 251 |
| American Campus Communities Operating | ||||
| Partnership LP | 3.750% | 4/15/23 | 225 | 228 |
| American Campus Communities Operating | ||||
| Partnership LP | 4.125% | 7/1/24 | 250 | 256 |
| American Campus Communities Operating | ||||
| Partnership LP | 3.625% | 11/15/27 | 300 | 293 |
| American Homes 4 Rent LP | 4.900% | 2/15/29 | 325 | 336 |
| AvalonBay Communities Inc. | 2.850% | 3/15/23 | 200 | 199 |
| AvalonBay Communities Inc. | 4.200% | 12/15/23 | 865 | 910 |
| AvalonBay Communities Inc. | 3.500% | 11/15/24 | 250 | 256 |
| AvalonBay Communities Inc. | 3.450% | 6/1/25 | 425 | 434 |
| AvalonBay Communities Inc. | 2.950% | 5/11/26 | 250 | 245 |
| AvalonBay Communities Inc. | 2.900% | 10/15/26 | 50 | 49 |
| AvalonBay Communities Inc. | 3.350% | 5/15/27 | 300 | 302 |
| AvalonBay Communities Inc. | 3.200% | 1/15/28 | 350 | 347 |
| AvalonBay Communities Inc. | 4.350% | 4/15/48 | 250 | 265 |
| Boston Properties LP | 5.625% | 11/15/20 | 325 | 337 |
| Boston Properties LP | 4.125% | 5/15/21 | 190 | 195 |
| Boston Properties LP | 3.850% | 2/1/23 | 950 | 975 |
| Boston Properties LP | 3.125% | 9/1/23 | 1,375 | 1,379 |
| Boston Properties LP | 3.800% | 2/1/24 | 3,021 | 3,090 |
| Boston Properties LP | 3.200% | 1/15/25 | 550 | 546 |
| Boston Properties LP | 2.750% | 10/1/26 | 475 | 451 |
| Brandywine Operating Partnership LP | 3.950% | 2/15/23 | 270 | 276 |
| Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 1,950 | 1,934 |
| Brixmor Operating Partnership LP | 3.875% | 8/15/22 | 25 | 25 |
| Brixmor Operating Partnership LP | 3.650% | 6/15/24 | 300 | 298 |
| Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 550 | 547 |
| Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 400 | 399 |
| Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 300 | 294 |
| Camden Property Trust | 4.100% | 10/15/28 | 250 | 263 |
| Columbia Property Trust Operating | ||||
| Partnership LP | 4.150% | 4/1/25 | 100 | 100 |
| Columbia Property Trust Operating | ||||
| Partnership LP | 3.650% | 8/15/26 | 1,125 | 1,079 |
| Corporate Office Properties LP | 3.700% | 6/15/21 | 200 | 200 |
| Corporate Office Properties LP | 3.600% | 5/15/23 | 600 | 594 |
| CubeSmart LP | 4.375% | 12/15/23 | 500 | 520 |
| CubeSmart LP | 4.000% | 11/15/25 | 160 | 162 |
| CubeSmart LP | 3.125% | 9/1/26 | 425 | 403 |
| CubeSmart LP | 4.375% | 2/15/29 | 150 | 153 |
| Digital Realty Trust LP | 5.250% | 3/15/21 | 1,190 | 1,233 |
| Digital Realty Trust LP | 3.950% | 7/1/22 | 900 | 926 |
| Digital Realty Trust LP | 3.625% | 10/1/22 | 1,730 | 1,754 |
| Digital Realty Trust LP | 3.700% | 8/15/27 | 400 | 396 |
| Digital Realty Trust LP | 4.450% | 7/15/28 | 1,000 | 1,046 |
| Duke Realty LP | 3.625% | 4/15/23 | 275 | 280 |
| Duke Realty LP | 3.250% | 6/30/26 | 75 | 74 |
| Duke Realty LP | 3.375% | 12/15/27 | 250 | 246 |
| Duke Realty LP | 4.000% | 9/15/28 | 500 | 516 |
| EPR Properties | 5.750% | 8/15/22 | 375 | 399 |
| EPR Properties | 5.250% | 7/15/23 | 400 | 423 |
| EPR Properties | 4.500% | 4/1/25 | 300 | 305 |
| EPR Properties | 4.750% | 12/15/26 | 500 | 516 |
| EPR Properties | 4.950% | 4/15/28 | 675 | 702 |
| ERP Operating LP | 4.750% | 7/15/20 | 215 | 219 |
| ERP Operating LP | 4.625% | 12/15/21 | 69 | 72 |
| ERP Operating LP | 3.000% | 4/15/23 | 625 | 628 |
| ERP Operating LP | 3.375% | 6/1/25 | 350 | 355 |
| ERP Operating LP | 2.850% | 11/1/26 | 1,300 | 1,264 |
| ERP Operating LP | 3.500% | 3/1/28 | 500 | 507 |
| ERP Operating LP | 4.150% | 12/1/28 | 300 | 320 |
| ERP Operating LP | 4.500% | 7/1/44 | 550 | 593 |
| ERP Operating LP | 4.500% | 6/1/45 | 350 | 378 |
| Essex Portfolio LP | 5.200% | 3/15/21 | 175 | 181 |
| Essex Portfolio LP | 3.250% | 5/1/23 | 50 | 50 |
| Essex Portfolio LP | 3.500% | 4/1/25 | 200 | 201 |
| Essex Portfolio LP | 3.375% | 4/15/26 | 300 | 296 |
| Essex Portfolio LP | 3.625% | 5/1/27 | 350 | 349 |
| Essex Portfolio LP | 4.000% | 3/1/29 | 280 | 287 |
| Essex Portfolio LP | 4.500% | 3/15/48 | 1,000 | 1,021 |
| Federal Realty Investment Trust | 2.750% | 6/1/23 | 325 | 320 |
| Federal Realty Investment Trust | 3.250% | 7/15/27 | 225 | 222 |
| Federal Realty Investment Trust | 4.500% | 12/1/44 | 425 | 449 |
| HCP Inc. | 3.150% | 8/1/22 | 250 | 250 |
| HCP Inc. | 4.000% | 12/1/22 | 460 | 471 |
| HCP Inc. | 4.250% | 11/15/23 | 650 | 676 |
| HCP Inc. | 4.200% | 3/1/24 | 1,700 | 1,764 |
| HCP Inc. | 3.400% | 2/1/25 | 400 | 397 |
| HCP Inc. | 6.750% | 2/1/41 | 175 | 223 |
| Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 300 | 292 |
| Healthcare Trust of America Holdings LP | 3.375% | 7/15/21 | 175 | 176 |
| Healthcare Trust of America Holdings LP | 2.950% | 7/1/22 | 300 | 297 |
| Healthcare Trust of America Holdings LP | 3.700% | 4/15/23 | 100 | 101 |
| Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 475 | 461 |
| Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 400 | 392 |
| Highwoods Realty LP | 3.200% | 6/15/21 | 500 | 498 |
| Highwoods Realty LP | 4.125% | 3/15/28 | 850 | 860 |
| Highwoods Realty LP | 4.200% | 4/15/29 | 250 | 254 |
| Hospitality Properties Trust | 4.500% | 6/15/23 | 524 | 537 |
| Hospitality Properties Trust | 4.650% | 3/15/24 | 200 | 204 |
| Hospitality Properties Trust | 4.500% | 3/15/25 | 125 | 122 |
| Hospitality Properties Trust | 5.250% | 2/15/26 | 225 | 229 |
| Hospitality Properties Trust | 4.950% | 2/15/27 | 325 | 324 |
| Hospitality Properties Trust | 3.950% | 1/15/28 | 500 | 458 |
| Hospitality Properties Trust | 4.375% | 2/15/30 | 625 | 576 |
| Host Hotels & Resorts LP | 6.000% | 10/1/21 | 1,100 | 1,156 |
| Host Hotels & Resorts LP | 5.250% | 3/15/22 | 500 | 523 |
| Host Hotels & Resorts LP | 3.750% | 10/15/23 | 240 | 236 |
| Host Hotels & Resorts LP | 3.875% | 4/1/24 | 300 | 301 |
| Host Hotels & Resorts LP | 4.000% | 6/15/25 | 175 | 174 |
| Hudson Pacific Properties Inc. | 4.650% | 4/1/29 | 200 | 204 |
| Hudson Pacific Properties LP | 3.950% | 11/1/27 | 250 | 242 |
| Kilroy Realty LP | 3.800% | 1/15/23 | 250 | 254 |
| Kilroy Realty LP | 3.450% | 12/15/24 | 850 | 841 |
| Kilroy Realty LP | 4.750% | 12/15/28 | 350 | 372 |
| Kimco Realty Corp. | 3.200% | 5/1/21 | 500 | 502 |
| Kimco Realty Corp. | 3.125% | 6/1/23 | 550 | 547 |
| Kimco Realty Corp. | 2.800% | 10/1/26 | 1,294 | 1,217 |
| Kimco Realty Corp. | 3.800% | 4/1/27 | 300 | 302 |
| Kimco Realty Corp. | 4.450% | 9/1/47 | 250 | 247 |
| Kite Realty Group LP | 4.000% | 10/1/26 | 725 | 679 |
| Liberty Property LP | 3.375% | 6/15/23 | 575 | 579 |
| Liberty Property LP | 4.400% | 2/15/24 | 1,120 | 1,177 |
| Liberty Property LP | 3.750% | 4/1/25 | 975 | 984 |
| Liberty Property LP | 4.375% | 2/1/29 | 50 | 52 |
| Life Storage LP | 3.875% | 12/15/27 | 100 | 98 |
| Life Storage LP | 3.500% | 7/1/26 | 475 | 457 |
| Mid-America Apartments LP | 4.300% | 10/15/23 | 350 | 365 |
| Mid-America Apartments LP | 3.750% | 6/15/24 | 325 | 328 |
| Mid-America Apartments LP | 3.600% | 6/1/27 | 1,000 | 994 |
| Mid-America Apartments LP | 3.950% | 3/15/29 | 455 | 463 |
| National Retail Properties Inc. | 3.800% | 10/15/22 | 500 | 511 |
| National Retail Properties Inc. | 3.900% | 6/15/24 | 275 | 282 |
| National Retail Properties Inc. | 4.000% | 11/15/25 | 450 | 460 |
| National Retail Properties Inc. | 3.500% | 10/15/27 | 550 | 541 |
| National Retail Properties Inc. | 4.300% | 10/15/28 | 300 | 313 |
| National Retail Properties Inc. | 4.800% | 10/15/48 | 250 | 266 |
| Office Properties Income Trust | 4.000% | 7/15/22 | 275 | 274 |
| Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 775 | 791 |
| Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 275 | 283 |
| Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 175 | 177 |
| Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 525 | 549 |
| Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 1,000 | 1,000 |
| Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 300 | 305 |
| Physicians Realty LP | 4.300% | 3/15/27 | 350 | 348 |
| Physicians Realty LP | 3.950% | 1/15/28 | 300 | 289 |
| Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 300 | 295 |
| Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 275 | 281 |
| Prologis LP | 3.875% | 9/15/28 | 300 | 316 |
| Prologis LP | 4.375% | 9/15/48 | 300 | 327 |
| Public Storage | 2.370% | 9/15/22 | 250 | 248 |
| Public Storage | 3.094% | 9/15/27 | 300 | 293 |
| Realty Income Corp. | 3.250% | 10/15/22 | 1,300 | 1,323 |
| Realty Income Corp. | 3.875% | 7/15/24 | 250 | 258 |
| Realty Income Corp. | 3.875% | 4/15/25 | 200 | 207 |
| Realty Income Corp. | 4.125% | 10/15/26 | 775 | 813 |
| Realty Income Corp. | 3.000% | 1/15/27 | 400 | 389 |
| Realty Income Corp. | 3.650% | 1/15/28 | 790 | 803 |
| Realty Income Corp. | 4.650% | 3/15/47 | 820 | 893 |
| Regency Centers LP | 3.600% | 2/1/27 | 340 | 336 |
| Regency Centers LP | 4.125% | 3/15/28 | 250 | 257 |
| Regency Centers LP | 4.400% | 2/1/47 | 400 | 401 |
| Regency Centers LP | 4.650% | 3/15/49 | 325 | 339 |
| Sabra Health Care LP | 5.125% | 8/15/26 | 100 | 98 |
| Select Income REIT | 4.150% | 2/1/22 | 225 | 225 |
| Select Income REIT | 4.250% | 5/15/24 | 500 | 482 |
| Select Income REIT | 4.500% | 2/1/25 | 250 | 240 |
| Senior Housing Properties Trust | 4.750% | 2/15/28 | 200 | 186 |
| Simon Property Group LP | 4.375% | 3/1/21 | 555 | 570 |
| Simon Property Group LP | 4.125% | 12/1/21 | 525 | 543 |
| Simon Property Group LP | 2.350% | 1/30/22 | 500 | 495 |
| Simon Property Group LP | 3.375% | 3/15/22 | 250 | 254 |
| Simon Property Group LP | 2.625% | 6/15/22 | 450 | 448 |
| Simon Property Group LP | 2.750% | 2/1/23 | 400 | 401 |
| Simon Property Group LP | 2.750% | 6/1/23 | 3,400 | 3,389 |
| Simon Property Group LP | 3.750% | 2/1/24 | 500 | 520 |
| Simon Property Group LP | 3.500% | 9/1/25 | 200 | 204 |
| Simon Property Group LP | 3.300% | 1/15/26 | 195 | 196 |
| Simon Property Group LP | 3.250% | 11/30/26 | 300 | 300 |
| Simon Property Group LP | 3.375% | 6/15/27 | 820 | 826 |
| Simon Property Group LP | 3.375% | 12/1/27 | 1,000 | 1,007 |
| Simon Property Group LP | 6.750% | 2/1/40 | 300 | 404 |
| Simon Property Group LP | 4.750% | 3/15/42 | 350 | 385 |
| Simon Property Group LP | 4.250% | 11/30/46 | 425 | 444 |
| SITE Centers Corp. | 4.625% | 7/15/22 | 212 | 216 |
| SITE Centers Corp. | 4.250% | 2/1/26 | 250 | 252 |
| SITE Centers Corp. | 4.700% | 6/1/27 | 1,000 | 1,031 |
| SL Green Operating Partnership LP | 3.250% | 10/15/22 | 350 | 348 |
| STORE Capital Corp. | 4.500% | 3/15/28 | 275 | 278 |
| STORE Capital Corp. | 4.625% | 3/15/29 | 300 | 304 |
| Tanger Properties LP | 3.750% | 12/1/24 | 200 | 197 |
| Tanger Properties LP | 3.125% | 9/1/26 | 375 | 347 |
| Tanger Properties LP | 3.875% | 7/15/27 | 250 | 241 |
| UDR Inc. | 3.700% | 10/1/20 | 150 | 152 |
| UDR Inc. | 4.625% | 1/10/22 | 2,575 | 2,675 |
| UDR Inc. | 2.950% | 9/1/26 | 600 | 575 |
| UDR Inc. | 3.500% | 7/1/27 | 150 | 148 |
| UDR Inc. | 3.500% | 1/15/28 | 50 | 49 |
| Ventas Realty LP | 3.100% | 1/15/23 | 1,243 | 1,243 |
| Ventas Realty LP | 3.125% | 6/15/23 | 1,240 | 1,241 |
| Ventas Realty LP | 3.500% | 4/15/24 | 325 | 328 |
| Ventas Realty LP | 3.750% | 5/1/24 | 200 | 205 |
| Ventas Realty LP | 3.850% | 4/1/27 | 275 | 276 |
| Ventas Realty LP | 5.700% | 9/30/43 | 325 | 372 |
| Ventas Realty LP | 4.375% | 2/1/45 | 250 | 241 |
| Ventas Realty LP | 4.875% | 4/15/49 | 250 | 262 |
| Ventas Realty LP / Ventas Capital Corp. | 2.700% | 4/1/20 | 25 | 25 |
| Ventas Realty LP / Ventas Capital Corp. | 4.250% | 3/1/22 | 140 | 145 |
| Ventas Realty LP / Ventas Capital Corp. | 3.250% | 8/15/22 | 500 | 503 |
| VEREIT Operating Partnership LP | 4.125% | 6/1/21 | 325 | 329 |
| VEREIT Operating Partnership LP | 4.600% | 2/6/24 | 375 | 385 |
| VEREIT Operating Partnership LP | 4.625% | 11/1/25 | 400 | 412 |
| VEREIT Operating Partnership LP | 4.875% | 6/1/26 | 350 | 364 |
| VEREIT Operating Partnership LP | 3.950% | 8/15/27 | 1,375 | 1,352 |
| Vornado Realty LP | 5.000% | 1/15/22 | 100 | 105 |
| Vornado Realty LP | 3.500% | 1/15/25 | 425 | 422 |
| Washington REIT | 4.950% | 10/1/20 | 125 | 127 |
| Washington REIT | 3.950% | 10/15/22 | 100 | 103 |
| Weingarten Realty Investors | 3.375% | 10/15/22 | 200 | 201 |
| Weingarten Realty Investors | 3.500% | 4/15/23 | 275 | 276 |
| Weingarten Realty Investors | 4.450% | 1/15/24 | 75 | 78 |
| Welltower Inc. | 4.950% | 1/15/21 | 750 | 773 |
| Welltower Inc. | 5.250% | 1/15/22 | 1,601 | 1,685 |
| Welltower Inc. | 3.750% | 3/15/23 | 1,985 | 2,036 |
| Welltower Inc. | 4.500% | 1/15/24 | 125 | 131 |
| Welltower Inc. | 4.000% | 6/1/25 | 1,125 | 1,155 |
| Welltower Inc. | 4.250% | 4/1/26 | 450 | 464 |
| Welltower Inc. | 4.250% | 4/15/28 | 250 | 257 |
| Welltower Inc. | 4.125% | 3/15/29 | 500 | 510 |
| Welltower Inc. | 6.500% | 3/15/41 | 200 | 244 |
| Welltower Inc. | 4.950% | 9/1/48 | 400 | 424 |
| WP Carey Inc. | 4.600% | 4/1/24 | 300 | 312 |
| WP Carey Inc. | 4.000% | 2/1/25 | 200 | 202 |
| WP Carey Inc. | 4.250% | 10/1/26 | 300 | 304 |
| 1,360,713 | ||||
| Industrial (6.4%) | ||||
| Basic Industry (0.3%) | ||||
| Air Products & Chemicals Inc. | 3.000% | 11/3/21 | 190 | 192 |
| Air Products & Chemicals Inc. | 2.750% | 2/3/23 | 200 | 200 |
| Air Products & Chemicals Inc. | 3.350% | 7/31/24 | 2,200 | 2,263 |
| Airgas Inc. | 3.650% | 7/15/24 | 1,050 | 1,082 |
| Albemarle Corp. | 4.150% | 12/1/24 | 300 | 310 |
| Albemarle Corp. | 5.450% | 12/1/44 | 325 | 336 |
| ArcelorMittal | 5.125% | 6/1/20 | 200 | 205 |
| ArcelorMittal | 6.250% | 2/25/22 | 100 | 108 |
| ArcelorMittal | 6.125% | 6/1/25 | 425 | 471 |
| ArcelorMittal | 4.550% | 3/11/26 | 2,500 | 2,550 |
| Barrick Gold Corp. | 6.450% | 10/15/35 | 375 | 443 |
| Barrick Gold Corp. | 5.250% | 4/1/42 | 500 | 541 |
| Barrick North America Finance LLC | 5.700% | 5/30/41 | 750 | 854 |
| Barrick North America Finance LLC | 5.750% | 5/1/43 | 750 | 868 |
| Barrick PD Australia Finance Pty Ltd. | 5.950% | 10/15/39 | 675 | 784 |
| BHP Billiton Finance USA Ltd. | 2.875% | 2/24/22 | 802 | 811 |
| BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 575 | 603 |
| BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 1,200 | 1,252 |
| BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 2,150 | 2,525 |
| Braskem Finance Ltd. | 6.450% | 2/3/24 | 238 | 259 |
| Cabot Corp. | 3.700% | 7/15/22 | 50 | 51 |
| Celulosa Arauco y Constitucion SA | 4.750% | 1/11/22 | 1,000 | 1,029 |
| Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 300 | 290 |
| Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 850 | 847 |
| Domtar Corp. | 6.750% | 2/15/44 | 400 | 413 |
| Dow Chemical Co. | 4.250% | 11/15/20 | 1,630 | 1,661 |
| Dow Chemical Co. | 4.125% | 11/15/21 | 2,035 | 2,091 |
| Dow Chemical Co. | 3.000% | 11/15/22 | 1,000 | 1,002 |
| Dow Chemical Co. | 3.500% | 10/1/24 | 600 | 606 |
| 7 Dow Chemical Co. | 4.550% | 11/30/25 | 250 | 263 |
| 7 Dow Chemical Co. | 4.800% | 11/30/28 | 250 | 269 |
| Dow Chemical Co. | 7.375% | 11/1/29 | 100 | 126 |
| Dow Chemical Co. | 4.250% | 10/1/34 | 350 | 343 |
| Dow Chemical Co. | 9.400% | 5/15/39 | 960 | 1,463 |
| Dow Chemical Co. | 5.250% | 11/15/41 | 375 | 397 |
| Dow Chemical Co. | 4.375% | 11/15/42 | 1,300 | 1,245 |
| Dow Chemical Co. | 4.625% | 10/1/44 | 500 | 487 |
| 7 Dow Chemical Co. | 5.550% | 11/30/48 | 700 | 783 |
| DowDuPont Inc. | 3.766% | 11/15/20 | 1,100 | 1,119 |
| DowDuPont Inc. | 4.205% | 11/15/23 | 2,050 | 2,145 |
| DowDuPont Inc. | 4.493% | 11/15/25 | 1,500 | 1,597 |
| DowDuPont Inc. | 4.725% | 11/15/28 | 1,825 | 1,966 |
| DowDuPont Inc. | 5.319% | 11/15/38 | 1,350 | 1,501 |
| DowDuPont Inc. | 5.419% | 11/15/48 | 1,750 | 1,982 |
| Eastman Chemical Co. | 3.600% | 8/15/22 | 317 | 323 |
| Eastman Chemical Co. | 4.800% | 9/1/42 | 400 | 394 |
| Eastman Chemical Co. | 4.650% | 10/15/44 | 1,000 | 971 |
| Ecolab Inc. | 4.350% | 12/8/21 | 378 | 394 |
| Ecolab Inc. | 2.375% | 8/10/22 | 400 | 395 |
| Ecolab Inc. | 3.250% | 1/14/23 | 393 | 397 |
| Ecolab Inc. | 2.700% | 11/1/26 | 600 | 583 |
| Ecolab Inc. | 3.250% | 12/1/27 | 400 | 402 |
| Ecolab Inc. | 5.500% | 12/8/41 | 85 | 105 |
| Ecolab Inc. | 3.950% | 12/1/47 | 693 | 704 |
| EI du Pont de Nemours & Co. | 2.200% | 5/1/20 | 1,000 | 996 |
| Fibria Overseas Finance Ltd. | 5.250% | 5/12/24 | 1,100 | 1,154 |
| Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 250 | 246 |
| Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 150 | 157 |
| FMC Corp. | 3.950% | 2/1/22 | 150 | 153 |
| FMC Corp. | 4.100% | 2/1/24 | 750 | 761 |
| Georgia-Pacific LLC | 8.875% | 5/15/31 | 1,200 | 1,794 |
| Goldcorp Inc. | 3.625% | 6/9/21 | 450 | 454 |
| Goldcorp Inc. | 3.700% | 3/15/23 | 2,825 | 2,874 |
| Goldcorp Inc. | 5.450% | 6/9/44 | 350 | 385 |
| Huntsman International LLC | 4.500% | 5/1/29 | 250 | 249 |
| International Flavors & Fragrances Inc. | 3.400% | 9/25/20 | 250 | 252 |
| International Flavors & Fragrances Inc. | 3.200% | 5/1/23 | 100 | 100 |
| International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 215 | 225 |
| International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 550 | 521 |
| International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 500 | 524 |
| International Paper Co. | 7.500% | 8/15/21 | 617 | 678 |
| International Paper Co. | 4.750% | 2/15/22 | 868 | 904 |
| International Paper Co. | 3.650% | 6/15/24 | 400 | 411 |
| International Paper Co. | 3.800% | 1/15/26 | 350 | 359 |
| International Paper Co. | 3.000% | 2/15/27 | 1,500 | 1,442 |
| International Paper Co. | 5.000% | 9/15/35 | 150 | 156 |
| International Paper Co. | 7.300% | 11/15/39 | 805 | 1,016 |
| International Paper Co. | 6.000% | 11/15/41 | 300 | 337 |
| International Paper Co. | 4.800% | 6/15/44 | 500 | 491 |
| International Paper Co. | 5.150% | 5/15/46 | 625 | 652 |
| International Paper Co. | 4.400% | 8/15/47 | 1,000 | 937 |
| International Paper Co. | 4.350% | 8/15/48 | 475 | 442 |
| Kinross Gold Corp. | 5.125% | 9/1/21 | 200 | 206 |
| Kinross Gold Corp. | 5.950% | 3/15/24 | 400 | 428 |
| Kinross Gold Corp. | 4.500% | 7/15/27 | 100 | 96 |
| LYB International Finance BV | 4.000% | 7/15/23 | 500 | 512 |
| LYB International Finance BV | 5.250% | 7/15/43 | 500 | 511 |
| LYB International Finance BV | 4.875% | 3/15/44 | 650 | 639 |
| LYB International Finance II BV | 3.500% | 3/2/27 | 400 | 384 |
| LyondellBasell Industries NV | 6.000% | 11/15/21 | 775 | 827 |
| LyondellBasell Industries NV | 4.625% | 2/26/55 | 950 | 852 |
| Meadwestvaco Corp. | 7.950% | 2/15/31 | 975 | 1,272 |
| Methanex Corp. | 5.650% | 12/1/44 | 200 | 187 |
| Mosaic Co. | 3.750% | 11/15/21 | 865 | 878 |
| Mosaic Co. | 3.250% | 11/15/22 | 650 | 652 |
| Mosaic Co. | 4.250% | 11/15/23 | 3,600 | 3,719 |
| Mosaic Co. | 4.050% | 11/15/27 | 550 | 547 |
| Mosaic Co. | 5.450% | 11/15/33 | 100 | 108 |
| Mosaic Co. | 4.875% | 11/15/41 | 130 | 123 |
| Mosaic Co. | 5.625% | 11/15/43 | 325 | 344 |
| Newmont Mining Corp. | 5.875% | 4/1/35 | 325 | 372 |
| Newmont Mining Corp. | 6.250% | 10/1/39 | 500 | 603 |
| Newmont Mining Corp. | 4.875% | 3/15/42 | 950 | 992 |
| Nucor Corp. | 4.125% | 9/15/22 | 200 | 208 |
| Nucor Corp. | 4.000% | 8/1/23 | 325 | 339 |
| Nucor Corp. | 6.400% | 12/1/37 | 1,300 | 1,624 |
| Nucor Corp. | 5.200% | 8/1/43 | 400 | 453 |
| Nucor Corp. | 4.400% | 5/1/48 | 500 | 512 |
| Nutrien Ltd. | 3.150% | 10/1/22 | 410 | 410 |
| Nutrien Ltd. | 3.500% | 6/1/23 | 275 | 278 |
| Nutrien Ltd. | 3.375% | 3/15/25 | 550 | 544 |
| Nutrien Ltd. | 3.000% | 4/1/25 | 250 | 242 |
| Nutrien Ltd. | 4.000% | 12/15/26 | 300 | 304 |
| Nutrien Ltd. | 4.200% | 4/1/29 | 275 | 283 |
| Nutrien Ltd. | 4.125% | 3/15/35 | 1,250 | 1,183 |
| Nutrien Ltd. | 5.875% | 12/1/36 | 300 | 336 |
| Nutrien Ltd. | 5.625% | 12/1/40 | 385 | 420 |
| Nutrien Ltd. | 4.900% | 6/1/43 | 125 | 127 |
| Nutrien Ltd. | 5.250% | 1/15/45 | 750 | 797 |
| Nutrien Ltd. | 5.000% | 4/1/49 | 450 | 467 |
| Packaging Corp. of America | 2.450% | 12/15/20 | 400 | 397 |
| Packaging Corp. of America | 3.900% | 6/15/22 | 275 | 283 |
| Packaging Corp. of America | 4.500% | 11/1/23 | 1,665 | 1,759 |
| Packaging Corp. of America | 3.650% | 9/15/24 | 500 | 493 |
| Packaging Corp. of America | 3.400% | 12/15/27 | 400 | 389 |
| PPG Industries Inc. | 3.600% | 11/15/20 | 27 | 27 |
| Praxair Inc. | 4.050% | 3/15/21 | 825 | 848 |
| Praxair Inc. | 3.000% | 9/1/21 | 325 | 328 |
| Praxair Inc. | 2.450% | 2/15/22 | 3,275 | 3,268 |
| Praxair Inc. | 2.650% | 2/5/25 | 500 | 497 |
| Praxair Inc. | 3.550% | 11/7/42 | 300 | 292 |
| Rayonier Inc. | 3.750% | 4/1/22 | 125 | 126 |
| Reliance Steel & Aluminum Co. | 4.500% | 4/15/23 | 360 | 373 |
| Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 325 | 412 |
| Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 450 | 538 |
| Rio Tinto Finance USA Ltd. | 3.750% | 6/15/25 | 1,700 | 1,782 |
| Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 225 | 292 |
| Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 565 | 674 |
| Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 625 | 708 |
| Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 975 | 1,023 |
| Rohm & Haas Co. | 7.850% | 7/15/29 | 300 | 385 |
| RPM International Inc. | 3.450% | 11/15/22 | 250 | 250 |
| RPM International Inc. | 3.750% | 3/15/27 | 150 | 144 |
| RPM International Inc. | 4.550% | 3/1/29 | 275 | 279 |
| RPM International Inc. | 5.250% | 6/1/45 | 50 | 50 |
| RPM International Inc. | 4.250% | 1/15/48 | 1,200 | 1,040 |
| SASOL Financing USA LLC | 5.875% | 3/27/24 | 300 | 318 |
| SASOL Financing USA LLC | 6.500% | 9/27/28 | 625 | 682 |
| Sherwin-Williams Co. | 2.250% | 5/15/20 | 300 | 298 |
| Sherwin-Williams Co. | 4.200% | 1/15/22 | 25 | 26 |
| Sherwin-Williams Co. | 2.750% | 6/1/22 | 950 | 943 |
| Sherwin-Williams Co. | 3.125% | 6/1/24 | 400 | 398 |
| Sherwin-Williams Co. | 3.450% | 8/1/25 | 900 | 907 |
| Sherwin-Williams Co. | 3.950% | 1/15/26 | 600 | 606 |
| Sherwin-Williams Co. | 3.450% | 6/1/27 | 300 | 295 |
| Sherwin-Williams Co. | 4.550% | 8/1/45 | 270 | 263 |
| Sherwin-Williams Co. | 4.500% | 6/1/47 | 1,050 | 1,035 |
| Southern Copper Corp. | 5.375% | 4/16/20 | 200 | 205 |
| Southern Copper Corp. | 3.500% | 11/8/22 | 600 | 604 |
| Southern Copper Corp. | 3.875% | 4/23/25 | 650 | 657 |
| Southern Copper Corp. | 7.500% | 7/27/35 | 425 | 537 |
| Southern Copper Corp. | 6.750% | 4/16/40 | 250 | 300 |
| Southern Copper Corp. | 5.875% | 4/23/45 | 2,705 | 3,026 |
| 7 Suzano Austria GmbH | 6.000% | 1/15/29 | 1,050 | 1,117 |
| Teck Resources Ltd. | 6.125% | 10/1/35 | 475 | 506 |
| Teck Resources Ltd. | 6.000% | 8/15/40 | 150 | 155 |
| Teck Resources Ltd. | 6.250% | 7/15/41 | 1,125 | 1,201 |
| Vale Canada Ltd. | 7.200% | 9/15/32 | 100 | 108 |
| Vale Overseas Ltd. | 4.375% | 1/11/22 | 1,202 | 1,220 |
| Vale Overseas Ltd. | 6.250% | 8/10/26 | 700 | 762 |
| Vale Overseas Ltd. | 8.250% | 1/17/34 | 375 | 473 |
| Vale Overseas Ltd. | 6.875% | 11/21/36 | 1,837 | 2,101 |
| Vale Overseas Ltd. | 6.875% | 11/10/39 | 1,410 | 1,614 |
| Vale SA | 5.625% | 9/11/42 | 923 | 917 |
| Westlake Chemical Corp. | 3.600% | 8/15/26 | 2,200 | 2,130 |
| Westlake Chemical Corp. | 5.000% | 8/15/46 | 600 | 583 |
| Westrock MWV LLC | 8.200% | 1/15/30 | 500 | 665 |
| WestRock RKT Co. | 4.900% | 3/1/22 | 250 | 261 |
| Weyerhaeuser Co. | 4.700% | 3/15/21 | 275 | 283 |
| Weyerhaeuser Co. | 8.500% | 1/15/25 | 150 | 186 |
| Weyerhaeuser Co. | 4.000% | 11/15/29 | 750 | 771 |
| Weyerhaeuser Co. | 7.375% | 3/15/32 | 625 | 819 |
| Weyerhaeuser Co. | 6.875% | 12/15/33 | 125 | 154 |
| WRKCo Inc. | 3.000% | 9/15/24 | 525 | 510 |
| WRKCo Inc. | 4.650% | 3/15/26 | 600 | 636 |
| WRKCo Inc. | 3.375% | 9/15/27 | 425 | 408 |
| WRKCo Inc. | 4.900% | 3/15/29 | 625 | 677 |
| Yamana Gold Inc. | 4.950% | 7/15/24 | 640 | 658 |
| Yamana Gold Inc. | 4.625% | 12/15/27 | 150 | 147 |
| Capital Goods (0.6%) | ||||
| 3M Co. | 2.000% | 8/7/20 | 325 | 323 |
| 3M Co. | 1.625% | 9/19/21 | 450 | 441 |
| 3M Co. | 2.750% | 3/1/22 | 375 | 378 |
| 3M Co. | 2.250% | 3/15/23 | 1,325 | 1,308 |
| 3M Co. | 3.250% | 2/14/24 | 400 | 412 |
| 3M Co. | 3.000% | 8/7/25 | 350 | 356 |
| 3M Co. | 2.250% | 9/19/26 | 800 | 768 |
| 3M Co. | 2.875% | 10/15/27 | 525 | 522 |
| 3M Co. | 3.375% | 3/1/29 | 650 | 668 |
| 3M Co. | 3.125% | 9/19/46 | 500 | 451 |
| 3M Co. | 3.625% | 10/15/47 | 450 | 443 |
| 3M Co. | 4.000% | 9/14/48 | 925 | 970 |
| ABB Finance USA Inc. | 2.800% | 4/3/20 | 200 | 200 |
| ABB Finance USA Inc. | 2.875% | 5/8/22 | 375 | 378 |
| ABB Finance USA Inc. | 3.375% | 4/3/23 | 250 | 255 |
| ABB Finance USA Inc. | 3.800% | 4/3/28 | 300 | 315 |
| ABB Finance USA Inc. | 4.375% | 5/8/42 | 150 | 162 |
| Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 100 | 96 |
| Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 325 | 306 |
| Bemis Co. Inc. | 3.100% | 9/15/26 | 300 | 281 |
| Boeing Co. | 1.650% | 10/30/20 | 350 | 344 |
| Boeing Co. | 2.125% | 3/1/22 | 800 | 786 |
| Boeing Co. | 2.800% | 3/1/23 | 250 | 250 |
| Boeing Co. | 1.875% | 6/15/23 | 100 | 96 |
| Boeing Co. | 2.800% | 3/1/24 | 450 | 449 |
| Boeing Co. | 2.850% | 10/30/24 | 200 | 199 |
| Boeing Co. | 2.600% | 10/30/25 | 300 | 292 |
| Boeing Co. | 2.250% | 6/15/26 | 250 | 236 |
| Boeing Co. | 2.800% | 3/1/27 | 200 | 194 |
| Boeing Co. | 3.250% | 3/1/28 | 275 | 276 |
| Boeing Co. | 3.450% | 11/1/28 | 200 | 204 |
| Boeing Co. | 3.200% | 3/1/29 | 350 | 350 |
| Boeing Co. | 6.625% | 2/15/38 | 100 | 133 |
| Boeing Co. | 3.500% | 3/1/39 | 225 | 215 |
| Boeing Co. | 6.875% | 3/15/39 | 1,035 | 1,420 |
| Boeing Co. | 5.875% | 2/15/40 | 545 | 680 |
| Boeing Co. | 3.375% | 6/15/46 | 450 | 411 |
| Boeing Co. | 3.650% | 3/1/47 | 300 | 287 |
| Boeing Co. | 3.625% | 3/1/48 | 350 | 333 |
| Boeing Co. | 3.850% | 11/1/48 | 200 | 199 |
| Boeing Co. | 3.825% | 3/1/59 | 250 | 241 |
| Carlisle Cos. Inc. | 3.750% | 11/15/22 | 175 | 177 |
| Carlisle Cos. Inc. | 3.500% | 12/1/24 | 150 | 149 |
| Carlisle Cos. Inc. | 3.750% | 12/1/27 | 1,150 | 1,115 |
| Caterpillar Financial Services Corp. | 1.850% | 9/4/20 | 1,300 | 1,287 |
| Caterpillar Financial Services Corp. | 2.500% | 11/13/20 | 500 | 498 |
| Caterpillar Financial Services Corp. | 2.900% | 3/15/21 | 800 | 805 |
| Caterpillar Financial Services Corp. | 1.700% | 8/9/21 | 800 | 786 |
| Caterpillar Financial Services Corp. | 2.750% | 8/20/21 | 200 | 200 |
| Caterpillar Financial Services Corp. | 3.150% | 9/7/21 | 900 | 910 |
| Caterpillar Financial Services Corp. | 1.931% | 10/1/21 | 875 | 855 |
| Caterpillar Financial Services Corp. | 2.950% | 2/26/22 | 825 | 833 |
| Caterpillar Financial Services Corp. | 2.400% | 6/6/22 | 200 | 198 |
| Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 1,000 | 996 |
| Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 1,400 | 1,437 |
| Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 400 | 416 |
| Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 730 | 747 |
| Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 700 | 715 |
| Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 200 | 190 |
| Caterpillar Inc. | 3.900% | 5/27/21 | 720 | 740 |
| Caterpillar Inc. | 2.600% | 6/26/22 | 125 | 125 |
| Caterpillar Inc. | 3.400% | 5/15/24 | 750 | 777 |
| Caterpillar Inc. | 6.050% | 8/15/36 | 720 | 914 |
| Caterpillar Inc. | 5.200% | 5/27/41 | 475 | 559 |
| Caterpillar Inc. | 3.803% | 8/15/42 | 1,454 | 1,476 |
| Caterpillar Inc. | 4.300% | 5/15/44 | 375 | 403 |
| CNH Industrial Capital LLC | 4.375% | 11/6/20 | 200 | 201 |
| CNH Industrial Capital LLC | 4.375% | 4/5/22 | 150 | 154 |
| CNH Industrial Capital LLC | 4.200% | 1/15/24 | 3,525 | 3,606 |
| CNH Industrial NV | 3.850% | 11/15/27 | 800 | 749 |
| Crane Co. | 4.450% | 12/15/23 | 400 | 419 |
| Crane Co. | 4.200% | 3/15/48 | 500 | 473 |
| CRH America Inc. | 5.750% | 1/15/21 | 985 | 1,027 |
| Deere & Co. | 2.600% | 6/8/22 | 700 | 701 |
| Deere & Co. | 5.375% | 10/16/29 | 455 | 540 |
| Deere & Co. | 7.125% | 3/3/31 | 400 | 536 |
| Deere & Co. | 3.900% | 6/9/42 | 1,000 | 1,043 |
| Dover Corp. | 4.300% | 3/1/21 | 145 | 148 |
| Dover Corp. | 6.600% | 3/15/38 | 350 | 442 |
| Dover Corp. | 5.375% | 3/1/41 | 480 | 536 |
| Eaton Corp. | 2.750% | 11/2/22 | 1,075 | 1,071 |
| Eaton Corp. | 3.103% | 9/15/27 | 500 | 491 |
| Eaton Corp. | 4.000% | 11/2/32 | 665 | 690 |
| Eaton Corp. | 4.150% | 11/2/42 | 75 | 75 |
| Eaton Corp. | 3.915% | 9/15/47 | 300 | 287 |
| Embraer Netherlands Finance BV | 5.050% | 6/15/25 | 650 | 687 |
| Embraer Netherlands Finance BV | 5.400% | 2/1/27 | 500 | 538 |
| 7 Embraer Overseas Ltd. | 5.696% | 9/16/23 | 350 | 374 |
| Embraer SA | 5.150% | 6/15/22 | 900 | 934 |
| Emerson Electric Co. | 4.250% | 11/15/20 | 25 | 26 |
| Emerson Electric Co. | 2.625% | 12/1/21 | 450 | 451 |
| Emerson Electric Co. | 2.625% | 2/15/23 | 300 | 298 |
| Emerson Electric Co. | 3.150% | 6/1/25 | 450 | 454 |
| Emerson Electric Co. | 5.250% | 11/15/39 | 135 | 160 |
| FLIR Systems Inc. | 3.125% | 6/15/21 | 200 | 200 |
| Flowserve Corp. | 3.500% | 9/15/22 | 225 | 226 |
| Flowserve Corp. | 4.000% | 11/15/23 | 375 | 379 |
| Fortive Corp. | 2.350% | 6/15/21 | 700 | 691 |
| Fortive Corp. | 3.150% | 6/15/26 | 585 | 569 |
| Fortive Corp. | 4.300% | 6/15/46 | 475 | 462 |
| Fortune Brands Home & Security Inc. | 3.000% | 6/15/20 | 275 | 275 |
| Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 600 | 615 |
| Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 250 | 255 |
| General Dynamics Corp. | 2.875% | 5/11/20 | 500 | 502 |
| General Dynamics Corp. | 3.000% | 5/11/21 | 1,400 | 1,410 |
| General Dynamics Corp. | 3.875% | 7/15/21 | 250 | 256 |
| General Dynamics Corp. | 2.250% | 11/15/22 | 900 | 889 |
| General Dynamics Corp. | 3.375% | 5/15/23 | 300 | 308 |
| General Dynamics Corp. | 1.875% | 8/15/23 | 500 | 481 |
| General Dynamics Corp. | 2.375% | 11/15/24 | 500 | 488 |
| General Dynamics Corp. | 3.500% | 5/15/25 | 1,500 | 1,550 |
| General Dynamics Corp. | 2.125% | 8/15/26 | 250 | 236 |
| General Dynamics Corp. | 2.625% | 11/15/27 | 500 | 484 |
| General Dynamics Corp. | 3.750% | 5/15/28 | 780 | 821 |
| General Dynamics Corp. | 3.600% | 11/15/42 | 625 | 618 |
| General Electric Co. | 5.550% | 5/4/20 | 670 | 688 |
| General Electric Co. | 4.375% | 9/16/20 | 796 | 811 |
| General Electric Co. | 4.625% | 1/7/21 | 455 | 467 |
| General Electric Co. | 5.300% | 2/11/21 | 1,099 | 1,138 |
| General Electric Co. | 4.650% | 10/17/21 | 1,304 | 1,352 |
| General Electric Co. | 3.150% | 9/7/22 | 318 | 318 |
| General Electric Co. | 2.700% | 10/9/22 | 1,100 | 1,078 |
| General Electric Co. | 3.100% | 1/9/23 | 4,149 | 4,121 |
| General Electric Co. | 3.375% | 3/11/24 | 500 | 497 |
| General Electric Co. | 6.750% | 3/15/32 | 2,185 | 2,523 |
| General Electric Co. | 6.150% | 8/7/37 | 673 | 736 |
| General Electric Co. | 5.875% | 1/14/38 | 2,337 | 2,499 |
| General Electric Co. | 6.875% | 1/10/39 | 1,655 | 1,954 |
| General Electric Co. | 4.125% | 10/9/42 | 1,650 | 1,429 |
| General Electric Co. | 4.500% | 3/11/44 | 1,825 | 1,660 |
| Harris Corp. | 2.700% | 4/27/20 | 250 | 249 |
| Harris Corp. | 3.832% | 4/27/25 | 550 | 562 |
| Harris Corp. | 4.854% | 4/27/35 | 100 | 106 |
| Harris Corp. | 6.150% | 12/15/40 | 425 | 521 |
| Harris Corp. | 5.054% | 4/27/45 | 375 | 415 |
| Honeywell International Inc. | 4.250% | 3/1/21 | 805 | 829 |
| Honeywell International Inc. | 1.850% | 11/1/21 | 735 | 722 |
| Honeywell International Inc. | 3.350% | 12/1/23 | 1,175 | 1,197 |
| Honeywell International Inc. | 2.500% | 11/1/26 | 50 | 49 |
| Honeywell International Inc. | 5.700% | 3/15/36 | 300 | 371 |
| Honeywell International Inc. | 5.700% | 3/15/37 | 305 | 380 |
| Honeywell International Inc. | 5.375% | 3/1/41 | 1,355 | 1,657 |
| Hubbell Inc. | 3.350% | 3/1/26 | 300 | 290 |
| Hubbell Inc. | 3.150% | 8/15/27 | 275 | 260 |
| Hubbell Inc. | 3.500% | 2/15/28 | 400 | 389 |
| Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 1,500 | 1,466 |
| Illinois Tool Works Inc. | 3.375% | 9/15/21 | 90 | 91 |
| Illinois Tool Works Inc. | 3.500% | 3/1/24 | 1,145 | 1,184 |
| Illinois Tool Works Inc. | 2.650% | 11/15/26 | 1,400 | 1,374 |
| Illinois Tool Works Inc. | 4.875% | 9/15/41 | 305 | 355 |
| Illinois Tool Works Inc. | 3.900% | 9/1/42 | 1,825 | 1,901 |
| Ingersoll-Rand Global Holding Co. Ltd. | 4.250% | 6/15/23 | 900 | 943 |
| Ingersoll-Rand Global Holding Co. Ltd. | 5.750% | 6/15/43 | 325 | 389 |
| Ingersoll-Rand Luxembourg Finance SA | 3.550% | 11/1/24 | 1,350 | 1,381 |
| Ingersoll-Rand Luxembourg Finance SA | 3.500% | 3/21/26 | 325 | 328 |
| Ingersoll-Rand Luxembourg Finance SA | 3.800% | 3/21/29 | 975 | 987 |
| Ingersoll-Rand Luxembourg Finance SA | 4.650% | 11/1/44 | 150 | 155 |
| Ingersoll-Rand Luxembourg Finance SA | 4.500% | 3/21/49 | 400 | 411 |
| John Deere Capital Corp. | 1.950% | 6/22/20 | 400 | 397 |
| John Deere Capital Corp. | 2.450% | 9/11/20 | 275 | 274 |
| John Deere Capital Corp. | 2.875% | 3/12/21 | 550 | 553 |
| John Deere Capital Corp. | 3.900% | 7/12/21 | 125 | 128 |
| John Deere Capital Corp. | 3.125% | 9/10/21 | 500 | 506 |
| John Deere Capital Corp. | 3.150% | 10/15/21 | 305 | 309 |
| John Deere Capital Corp. | 2.650% | 1/6/22 | 450 | 451 |
| John Deere Capital Corp. | 2.750% | 3/15/22 | 75 | 75 |
| John Deere Capital Corp. | 2.950% | 4/1/22 | 1,300 | 1,312 |
| John Deere Capital Corp. | 2.150% | 9/8/22 | 550 | 541 |
| John Deere Capital Corp. | 2.700% | 1/6/23 | 425 | 425 |
| John Deere Capital Corp. | 2.800% | 1/27/23 | 275 | 276 |
| John Deere Capital Corp. | 2.800% | 3/6/23 | 1,500 | 1,507 |
| John Deere Capital Corp. | 3.450% | 6/7/23 | 200 | 205 |
| John Deere Capital Corp. | 3.650% | 10/12/23 | 200 | 208 |
| John Deere Capital Corp. | 3.350% | 6/12/24 | 700 | 717 |
| John Deere Capital Corp. | 3.450% | 3/13/25 | 1,225 | 1,260 |
| John Deere Capital Corp. | 3.400% | 9/11/25 | 325 | 334 |
| John Deere Capital Corp. | 2.650% | 6/10/26 | 300 | 292 |
| John Deere Capital Corp. | 2.800% | 9/8/27 | 250 | 246 |
| John Deere Capital Corp. | 3.050% | 1/6/28 | 600 | 597 |
| John Deere Capital Corp. | 3.450% | 3/7/29 | 400 | 410 |
| Johnson Controls International plc | 4.250% | 3/1/21 | 145 | 148 |
| Johnson Controls International plc | 3.750% | 12/1/21 | 25 | 25 |
| Johnson Controls International plc | 3.625% | 7/2/24 | 2,840 | 2,873 |
| Johnson Controls International plc | 3.900% | 2/14/26 | 600 | 612 |
| Johnson Controls International plc | 6.000% | 1/15/36 | 275 | 316 |
| Johnson Controls International plc | 4.625% | 7/2/44 | 800 | 778 |
| Johnson Controls International plc | 5.125% | 9/14/45 | 850 | 889 |
| Johnson Controls International plc | 4.500% | 2/15/47 | 700 | 671 |
| Johnson Controls International plc | 4.950% | 7/2/64 | 400 | 368 |
| Kennametal Inc. | 3.875% | 2/15/22 | 125 | 126 |
| Kennametal Inc. | 4.625% | 6/15/28 | 1,000 | 999 |
| L3 Technologies Inc. | 4.950% | 2/15/21 | 575 | 592 |
| L3 Technologies Inc. | 3.850% | 6/15/23 | 775 | 796 |
| L3 Technologies Inc. | 3.950% | 5/28/24 | 270 | 276 |
| L3 Technologies Inc. | 3.850% | 12/15/26 | 200 | 203 |
| L3 Technologies Inc. | 4.400% | 6/15/28 | 750 | 788 |
| Lafarge SA | 7.125% | 7/15/36 | 300 | 352 |
| Leggett & Platt Inc. | 3.800% | 11/15/24 | 550 | 552 |
| Leggett & Platt Inc. | 3.500% | 11/15/27 | 700 | 668 |
| Leggett & Platt Inc. | 4.400% | 3/15/29 | 400 | 404 |
| Legrand France SA | 8.500% | 2/15/25 | 250 | 311 |
| Lennox International Inc. | 3.000% | 11/15/23 | 100 | 98 |
| Lockheed Martin Corp. | 2.500% | 11/23/20 | 655 | 652 |
| Lockheed Martin Corp. | 3.350% | 9/15/21 | 875 | 888 |
| Lockheed Martin Corp. | 3.100% | 1/15/23 | 270 | 273 |
| Lockheed Martin Corp. | 2.900% | 3/1/25 | 375 | 372 |
| Lockheed Martin Corp. | 3.550% | 1/15/26 | 1,200 | 1,240 |
| Lockheed Martin Corp. | 3.600% | 3/1/35 | 550 | 541 |
| Lockheed Martin Corp. | 4.500% | 5/15/36 | 450 | 489 |
| Lockheed Martin Corp. | 6.150% | 9/1/36 | 1,715 | 2,157 |
| Lockheed Martin Corp. | 5.720% | 6/1/40 | 316 | 389 |
| Lockheed Martin Corp. | 3.800% | 3/1/45 | 100 | 98 |
| Lockheed Martin Corp. | 4.700% | 5/15/46 | 1,700 | 1,908 |
| Lockheed Martin Corp. | 4.090% | 9/15/52 | 447 | 452 |
| Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 500 | 473 |
| Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 425 | 410 |
| Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 600 | 527 |
| Masco Corp. | 3.500% | 4/1/21 | 300 | 302 |
| Masco Corp. | 5.950% | 3/15/22 | 228 | 245 |
| Masco Corp. | 4.450% | 4/1/25 | 550 | 567 |
| Masco Corp. | 4.375% | 4/1/26 | 400 | 407 |
| Masco Corp. | 3.500% | 11/15/27 | 100 | 95 |
| Masco Corp. | 7.750% | 8/1/29 | 94 | 112 |
| Masco Corp. | 4.500% | 5/15/47 | 375 | 341 |
| Mohawk Industries Inc. | 3.850% | 2/1/23 | 550 | 565 |
| Northrop Grumman Corp. | 2.080% | 10/15/20 | 800 | 793 |
| Northrop Grumman Corp. | 3.500% | 3/15/21 | 125 | 127 |
| Northrop Grumman Corp. | 2.550% | 10/15/22 | 1,500 | 1,484 |
| Northrop Grumman Corp. | 3.250% | 8/1/23 | 500 | 505 |
| Northrop Grumman Corp. | 2.930% | 1/15/25 | 1,300 | 1,281 |
| Northrop Grumman Corp. | 3.250% | 1/15/28 | 1,650 | 1,620 |
| Northrop Grumman Corp. | 5.050% | 11/15/40 | 475 | 528 |
| Northrop Grumman Corp. | 4.750% | 6/1/43 | 850 | 919 |
| Northrop Grumman Corp. | 4.030% | 10/15/47 | 260 | 257 |
| Nvent Finance Sarl | 3.950% | 4/15/23 | 220 | 219 |
| Nvent Finance Sarl | 4.550% | 4/15/28 | 300 | 306 |
| Oshkosh Corp. | 4.600% | 5/15/28 | 400 | 404 |
| Owens Corning | 4.200% | 12/15/22 | 1,000 | 1,027 |
| Owens Corning | 4.200% | 12/1/24 | 250 | 252 |
| Owens Corning | 3.400% | 8/15/26 | 500 | 470 |
| Owens Corning | 7.000% | 12/1/36 | 35 | 40 |
| Owens Corning | 4.300% | 7/15/47 | 500 | 405 |
| Owens Corning | 4.400% | 1/30/48 | 325 | 268 |
| Parker-Hannifin Corp. | 3.500% | 9/15/22 | 975 | 992 |
| Parker-Hannifin Corp. | 3.250% | 3/1/27 | 1,600 | 1,591 |
| Parker-Hannifin Corp. | 6.250% | 5/15/38 | 575 | 731 |
| Parker-Hannifin Corp. | 4.100% | 3/1/47 | 500 | 511 |
| Precision Castparts Corp. | 2.250% | 6/15/20 | 300 | 298 |
| Precision Castparts Corp. | 2.500% | 1/15/23 | 1,075 | 1,073 |
| Precision Castparts Corp. | 3.250% | 6/15/25 | 700 | 717 |
| Precision Castparts Corp. | 3.900% | 1/15/43 | 375 | 380 |
| Precision Castparts Corp. | 4.375% | 6/15/45 | 325 | 353 |
| Raytheon Co. | 3.125% | 10/15/20 | 425 | 429 |
| Raytheon Co. | 2.500% | 12/15/22 | 845 | 841 |
| Raytheon Co. | 3.150% | 12/15/24 | 500 | 510 |
| Raytheon Co. | 7.200% | 8/15/27 | 75 | 97 |
| Raytheon Co. | 4.875% | 10/15/40 | 225 | 263 |
| Raytheon Co. | 4.700% | 12/15/41 | 925 | 1,064 |
| Republic Services Inc. | 5.250% | 11/15/21 | 1,625 | 1,725 |
| Republic Services Inc. | 3.550% | 6/1/22 | 1,300 | 1,326 |
| Republic Services Inc. | 3.200% | 3/15/25 | 500 | 502 |
| Republic Services Inc. | 6.200% | 3/1/40 | 475 | 602 |
| Republic Services Inc. | 5.700% | 5/15/41 | 500 | 602 |
| Rockwell Automation Inc. | 3.500% | 3/1/29 | 400 | 412 |
| Rockwell Automation Inc. | 4.200% | 3/1/49 | 475 | 505 |
| Rockwell Collins Inc. | 3.100% | 11/15/21 | 675 | 676 |
| Rockwell Collins Inc. | 2.800% | 3/15/22 | 750 | 748 |
| Rockwell Collins Inc. | 3.200% | 3/15/24 | 400 | 398 |
| Rockwell Collins Inc. | 3.500% | 3/15/27 | 1,000 | 984 |
| Rockwell Collins Inc. | 4.800% | 12/15/43 | 235 | 245 |
| Rockwell Collins Inc. | 4.350% | 4/15/47 | 775 | 766 |
| Roper Technologies Inc. | 2.800% | 12/15/21 | 400 | 395 |
| Roper Technologies Inc. | 3.800% | 12/15/26 | 500 | 503 |
| Snap-on Inc. | 6.125% | 9/1/21 | 300 | 323 |
| Snap-on Inc. | 3.250% | 3/1/27 | 225 | 226 |
| Snap-on Inc. | 4.100% | 3/1/48 | 275 | 287 |
| Sonoco Products Co. | 5.750% | 11/1/40 | 665 | 745 |
| Spirit AeroSystems Inc. | 3.950% | 6/15/23 | 2,200 | 2,234 |
| Spirit AeroSystems Inc. | 3.850% | 6/15/26 | 335 | 323 |
| Spirit AeroSystems Inc. | 4.600% | 6/15/28 | 500 | 502 |
| Stanley Black & Decker Inc. | 3.400% | 12/1/21 | 450 | 457 |
| Stanley Black & Decker Inc. | 2.900% | 11/1/22 | 500 | 502 |
| Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 225 | 228 |
| Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 300 | 340 |
| Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 200 | 224 |
| Textron Inc. | 4.300% | 3/1/24 | 625 | 646 |
| Textron Inc. | 3.875% | 3/1/25 | 200 | 201 |
| Textron Inc. | 4.000% | 3/15/26 | 300 | 303 |
| Textron Inc. | 3.650% | 3/15/27 | 1,775 | 1,741 |
| Textron Inc. | 3.375% | 3/1/28 | 325 | 311 |
| Timken Co. | 3.875% | 9/1/24 | 200 | 199 |
| Timken Co. | 4.500% | 12/15/28 | 400 | 402 |
| United Technologies Corp. | 4.500% | 4/15/20 | 445 | 452 |
| United Technologies Corp. | 1.900% | 5/4/20 | 1,500 | 1,487 |
| United Technologies Corp. | 3.350% | 8/16/21 | 1,000 | 1,013 |
| United Technologies Corp. | 1.950% | 11/1/21 | 900 | 882 |
| United Technologies Corp. | 3.100% | 6/1/22 | 1,800 | 1,812 |
| United Technologies Corp. | 3.650% | 8/16/23 | 1,700 | 1,743 |
| United Technologies Corp. | 2.800% | 5/4/24 | 500 | 494 |
| United Technologies Corp. | 3.950% | 8/16/25 | 1,000 | 1,038 |
| United Technologies Corp. | 2.650% | 11/1/26 | 1,075 | 1,025 |
| United Technologies Corp. | 6.700% | 8/1/28 | 150 | 183 |
| United Technologies Corp. | 4.125% | 11/16/28 | 2,000 | 2,078 |
| United Technologies Corp. | 7.500% | 9/15/29 | 100 | 131 |
| United Technologies Corp. | 5.400% | 5/1/35 | 500 | 562 |
| United Technologies Corp. | 6.050% | 6/1/36 | 285 | 339 |
| United Technologies Corp. | 6.125% | 7/15/38 | 1,000 | 1,215 |
| United Technologies Corp. | 4.450% | 11/16/38 | 1,000 | 1,035 |
| United Technologies Corp. | 5.700% | 4/15/40 | 625 | 730 |
| United Technologies Corp. | 4.500% | 6/1/42 | 3,225 | 3,324 |
| United Technologies Corp. | 4.150% | 5/15/45 | 50 | 49 |
| United Technologies Corp. | 3.750% | 11/1/46 | 250 | 230 |
| United Technologies Corp. | 4.050% | 5/4/47 | 800 | 771 |
| United Technologies Corp. | 4.625% | 11/16/48 | 1,700 | 1,804 |
| Valmont Industries Inc. | 5.000% | 10/1/44 | 585 | 552 |
| Valmont Industries Inc. | 5.250% | 10/1/54 | 300 | 280 |
| Vulcan Materials Co. | 4.500% | 4/1/25 | 250 | 257 |
| Vulcan Materials Co. | 4.500% | 6/15/47 | 950 | 852 |
| Wabtec Corp. | 4.400% | 3/15/24 | 1,600 | 1,618 |
| Wabtec Corp. | 3.450% | 11/15/26 | 625 | 580 |
| Waste Management Inc. | 4.600% | 3/1/21 | 275 | 283 |
| Waste Management Inc. | 2.900% | 9/15/22 | 191 | 192 |
| Waste Management Inc. | 2.400% | 5/15/23 | 1,100 | 1,082 |
| Waste Management Inc. | 3.500% | 5/15/24 | 700 | 716 |
| Waste Management Inc. | 3.125% | 3/1/25 | 250 | 251 |
| Waste Management Inc. | 3.150% | 11/15/27 | 1,600 | 1,589 |
| Waste Management Inc. | 3.900% | 3/1/35 | 250 | 251 |
| Waste Management Inc. | 4.100% | 3/1/45 | 500 | 514 |
| WW Grainger Inc. | 4.600% | 6/15/45 | 900 | 949 |
| WW Grainger Inc. | 3.750% | 5/15/46 | 325 | 303 |
| WW Grainger Inc. | 4.200% | 5/15/47 | 350 | 351 |
| Xylem Inc. | 3.250% | 11/1/26 | 300 | 293 |
| Xylem Inc. | 4.375% | 11/1/46 | 475 | 485 |
| Communication (1.0%) | ||||
| Activision Blizzard Inc. | 2.300% | 9/15/21 | 500 | 493 |
| Activision Blizzard Inc. | 2.600% | 6/15/22 | 350 | 347 |
| Activision Blizzard Inc. | 3.400% | 9/15/26 | 1,047 | 1,035 |
| Activision Blizzard Inc. | 4.500% | 6/15/47 | 325 | 305 |
| America Movil SAB de CV | 3.125% | 7/16/22 | 1,060 | 1,065 |
| America Movil SAB de CV | 6.375% | 3/1/35 | 800 | 998 |
| America Movil SAB de CV | 6.125% | 11/15/37 | 300 | 363 |
| America Movil SAB de CV | 6.125% | 3/30/40 | 1,900 | 2,372 |
| America Movil SAB de CV | 4.375% | 7/16/42 | 950 | 989 |
| American Tower Corp. | 2.800% | 6/1/20 | 600 | 599 |
| American Tower Corp. | 5.050% | 9/1/20 | 155 | 160 |
| American Tower Corp. | 3.300% | 2/15/21 | 600 | 602 |
| American Tower Corp. | 5.900% | 11/1/21 | 3,099 | 3,324 |
| American Tower Corp. | 2.250% | 1/15/22 | 350 | 341 |
| American Tower Corp. | 3.500% | 1/31/23 | 1,075 | 1,086 |
| American Tower Corp. | 5.000% | 2/15/24 | 2,900 | 3,118 |
| American Tower Corp. | 4.000% | 6/1/25 | 450 | 463 |
| American Tower Corp. | 3.375% | 10/15/26 | 969 | 946 |
| American Tower Corp. | 3.125% | 1/15/27 | 575 | 551 |
| American Tower Corp. | 3.950% | 3/15/29 | 1,050 | 1,055 |
| AT&T Corp. | 8.750% | 11/15/31 | 1,031 | 1,378 |
| AT&T Inc. | 2.450% | 6/30/20 | 1,950 | 1,942 |
| AT&T Inc. | 4.600% | 2/15/21 | 900 | 925 |
| AT&T Inc. | 3.200% | 3/1/22 | 1,175 | 1,186 |
| AT&T Inc. | 3.000% | 6/30/22 | 1,750 | 1,755 |
| AT&T Inc. | 3.600% | 2/17/23 | 1,735 | 1,769 |
| AT&T Inc. | 3.800% | 3/1/24 | 525 | 538 |
| AT&T Inc. | 4.450% | 4/1/24 | 575 | 603 |
| AT&T Inc. | 3.950% | 1/15/25 | 2,225 | 2,272 |
| AT&T Inc. | 3.400% | 5/15/25 | 3,975 | 3,927 |
| AT&T Inc. | 4.125% | 2/17/26 | 3,044 | 3,112 |
| AT&T Inc. | 4.250% | 3/1/27 | 1,475 | 1,513 |
| AT&T Inc. | 4.100% | 2/15/28 | 1,574 | 1,588 |
| AT&T Inc. | 4.350% | 3/1/29 | 3,300 | 3,363 |
| AT&T Inc. | 4.300% | 2/15/30 | 2,949 | 2,987 |
| AT&T Inc. | 4.500% | 5/15/35 | 1,330 | 1,303 |
| AT&T Inc. | 5.250% | 3/1/37 | 3,925 | 4,121 |
| AT&T Inc. | 4.900% | 8/15/37 | 1,425 | 1,440 |
| AT&T Inc. | 4.850% | 3/1/39 | 1,500 | 1,509 |
| AT&T Inc. | 6.350% | 3/15/40 | 525 | 610 |
| AT&T Inc. | 5.350% | 9/1/40 | 2,205 | 2,315 |
| AT&T Inc. | 6.375% | 3/1/41 | 862 | 1,012 |
| AT&T Inc. | 5.550% | 8/15/41 | 410 | 438 |
| AT&T Inc. | 5.150% | 3/15/42 | 1,000 | 1,023 |
| AT&T Inc. | 4.300% | 12/15/42 | 1,523 | 1,404 |
| AT&T Inc. | 4.800% | 6/15/44 | 2,050 | 2,003 |
| AT&T Inc. | 4.350% | 6/15/45 | 1,575 | 1,452 |
| AT&T Inc. | 4.750% | 5/15/46 | 2,850 | 2,795 |
| AT&T Inc. | 5.150% | 11/15/46 | 6,000 | 6,170 |
| AT&T Inc. | 4.550% | 3/9/49 | 2,362 | 2,229 |
| AT&T Inc. | 5.150% | 2/15/50 | 2,893 | 2,961 |
| AT&T Inc. | 5.300% | 8/15/58 | 1,301 | 1,332 |
| Bell Canada Inc. | 4.464% | 4/1/48 | 625 | 644 |
| British Telecommunications plc | 4.500% | 12/4/23 | 500 | 522 |
| British Telecommunications plc | 5.125% | 12/4/28 | 500 | 534 |
| British Telecommunications plc | 9.625% | 12/15/30 | 2,000 | 2,865 |
| CBS Corp. | 4.300% | 2/15/21 | 550 | 560 |
| CBS Corp. | 3.375% | 3/1/22 | 725 | 731 |
| CBS Corp. | 2.500% | 2/15/23 | 750 | 730 |
| CBS Corp. | 2.900% | 6/1/23 | 325 | 320 |
| CBS Corp. | 3.700% | 8/15/24 | 575 | 582 |
| CBS Corp. | 3.500% | 1/15/25 | 500 | 499 |
| CBS Corp. | 4.000% | 1/15/26 | 500 | 506 |
| CBS Corp. | 2.900% | 1/15/27 | 1,383 | 1,291 |
| CBS Corp. | 3.375% | 2/15/28 | 375 | 357 |
| CBS Corp. | 4.200% | 6/1/29 | 500 | 504 |
| CBS Corp. | 7.875% | 7/30/30 | 375 | 493 |
| CBS Corp. | 5.500% | 5/15/33 | 350 | 379 |
| CBS Corp. | 4.850% | 7/1/42 | 675 | 661 |
| CBS Corp. | 4.900% | 8/15/44 | 700 | 699 |
| CC Holdings GS V LLC / Crown Castle GS | ||||
| III Corp. | 3.849% | 4/15/23 | 1,000 | 1,025 |
| Charter Communications Operating LLC / | ||||
| Charter Communications Operating | ||||
| Capital | 3.579% | 7/23/20 | 1,600 | 1,611 |
| Charter Communications Operating LLC / | ||||
| Charter Communications Operating | ||||
| Capital | 4.464% | 7/23/22 | 2,415 | 2,494 |
| Charter Communications Operating LLC / | ||||
| Charter Communications Operating | ||||
| Capital | 4.500% | 2/1/24 | 1,030 | 1,072 |
| Charter Communications Operating LLC / | ||||
| Charter Communications Operating | ||||
| Capital | 4.908% | 7/23/25 | 3,975 | 4,197 |
| Charter Communications Operating LLC / | ||||
| Charter Communications Operating | ||||
| Capital | 3.750% | 2/15/28 | 1,880 | 1,811 |
| Charter Communications Operating LLC / | ||||
| Charter Communications Operating | ||||
| Capital | 5.050% | 3/30/29 | 1,000 | 1,052 |
| Charter Communications Operating LLC / | ||||
| Charter Communications Operating | ||||
| Capital | 6.384% | 10/23/35 | 1,675 | 1,866 |
| Charter Communications Operating LLC / | ||||
| Charter Communications Operating | ||||
| Capital | 6.484% | 10/23/45 | 2,760 | 3,084 |
| Charter Communications Operating LLC / | ||||
| Charter Communications Operating | ||||
| Capital | 5.375% | 5/1/47 | 2,050 | 2,031 |
| Charter Communications Operating LLC / | ||||
| Charter Communications Operating | ||||
| Capital | 5.750% | 4/1/48 | 2,900 | 3,022 |
| Charter Communications Operating LLC / | ||||
| Charter Communications Operating | ||||
| Capital | 6.834% | 10/23/55 | 325 | 367 |
| Comcast Cable Communications Holdings | ||||
| Inc. | 9.455% | 11/15/22 | 1,108 | 1,359 |
| Comcast Corp. | 3.300% | 10/1/20 | 1,000 | 1,010 |
| Comcast Corp. | 3.450% | 10/1/21 | 975 | 992 |
| Comcast Corp. | 3.125% | 7/15/22 | 800 | 811 |
| Comcast Corp. | 2.750% | 3/1/23 | 2,350 | 2,342 |
| Comcast Corp. | 3.000% | 2/1/24 | 3,325 | 3,335 |
| Comcast Corp. | 3.600% | 3/1/24 | 350 | 360 |
| Comcast Corp. | 3.375% | 8/15/25 | 2,225 | 2,248 |
| Comcast Corp. | 3.950% | 10/15/25 | 700 | 732 |
| Comcast Corp. | 3.150% | 3/1/26 | 2,000 | 1,994 |
| Comcast Corp. | 2.350% | 1/15/27 | 1,930 | 1,803 |
| Comcast Corp. | 3.300% | 2/1/27 | 1,075 | 1,072 |
| Comcast Corp. | 3.150% | 2/15/28 | 1,375 | 1,350 |
| Comcast Corp. | 4.150% | 10/15/28 | 4,075 | 4,294 |
| Comcast Corp. | 4.250% | 10/15/30 | 1,000 | 1,061 |
| Comcast Corp. | 4.250% | 1/15/33 | 2,375 | 2,515 |
| Comcast Corp. | 7.050% | 3/15/33 | 1,025 | 1,354 |
| Comcast Corp. | 4.200% | 8/15/34 | 400 | 416 |
| Comcast Corp. | 5.650% | 6/15/35 | 1,080 | 1,270 |
| Comcast Corp. | 4.400% | 8/15/35 | 600 | 629 |
| Comcast Corp. | 3.200% | 7/15/36 | 700 | 635 |
| Comcast Corp. | 6.450% | 3/15/37 | 1,350 | 1,722 |
| Comcast Corp. | 6.950% | 8/15/37 | 1,020 | 1,355 |
| Comcast Corp. | 3.900% | 3/1/38 | 725 | 711 |
| Comcast Corp. | 6.400% | 5/15/38 | 468 | 596 |
| Comcast Corp. | 4.600% | 10/15/38 | 1,100 | 1,177 |
| Comcast Corp. | 6.550% | 7/1/39 | 350 | 453 |
| Comcast Corp. | 6.400% | 3/1/40 | 450 | 574 |
| Comcast Corp. | 4.650% | 7/15/42 | 2,065 | 2,193 |
| Comcast Corp. | 4.500% | 1/15/43 | 250 | 259 |
| Comcast Corp. | 4.750% | 3/1/44 | 400 | 433 |
| Comcast Corp. | 4.600% | 8/15/45 | 1,175 | 1,246 |
| Comcast Corp. | 3.400% | 7/15/46 | 2,335 | 2,054 |
| Comcast Corp. | 4.000% | 8/15/47 | 700 | 683 |
| Comcast Corp. | 3.969% | 11/1/47 | 1,871 | 1,809 |
| Comcast Corp. | 4.700% | 10/15/48 | 3,600 | 3,903 |
| Comcast Corp. | 3.999% | 11/1/49 | 1,803 | 1,753 |
| Comcast Corp. | 4.049% | 11/1/52 | 317 | 306 |
| Comcast Corp. | 4.950% | 10/15/58 | 2,000 | 2,205 |
| Crown Castle International Corp. | 3.400% | 2/15/21 | 1,375 | 1,385 |
| Crown Castle International Corp. | 2.250% | 9/1/21 | 2,050 | 2,014 |
| Crown Castle International Corp. | 4.875% | 4/15/22 | 550 | 580 |
| Crown Castle International Corp. | 5.250% | 1/15/23 | 375 | 403 |
| Crown Castle International Corp. | 3.150% | 7/15/23 | 625 | 624 |
| Crown Castle International Corp. | 3.200% | 9/1/24 | 525 | 520 |
| Crown Castle International Corp. | 4.450% | 2/15/26 | 1,405 | 1,466 |
| Crown Castle International Corp. | 3.700% | 6/15/26 | 975 | 971 |
| Crown Castle International Corp. | 3.650% | 9/1/27 | 1,190 | 1,171 |
| Crown Castle International Corp. | 3.800% | 2/15/28 | 1,125 | 1,117 |
| Crown Castle International Corp. | 4.750% | 5/15/47 | 300 | 296 |
| Crown Castle International Corp. | 5.200% | 2/15/49 | 300 | 315 |
| Deutsche Telekom International Finance | ||||
| BV | 8.750% | 6/15/30 | 3,450 | 4,739 |
| 7 Discovery Communications LLC | 2.800% | 6/15/20 | 325 | 323 |
| Discovery Communications LLC | 4.375% | 6/15/21 | 655 | 671 |
| 7 Discovery Communications LLC | 3.500% | 6/15/22 | 625 | 627 |
| Discovery Communications LLC | 2.950% | 3/20/23 | 600 | 594 |
| Discovery Communications LLC | 3.250% | 4/1/23 | 475 | 473 |
| Discovery Communications LLC | 3.800% | 3/13/24 | 210 | 213 |
| 7 Discovery Communications LLC | 3.900% | 11/15/24 | 400 | 405 |
| Discovery Communications LLC | 3.450% | 3/15/25 | 1,350 | 1,317 |
| 7 Discovery Communications LLC | 3.950% | 6/15/25 | 375 | 377 |
| Discovery Communications LLC | 4.900% | 3/11/26 | 650 | 685 |
| Discovery Communications LLC | 3.950% | 3/20/28 | 1,375 | 1,336 |
| Discovery Communications LLC | 5.000% | 9/20/37 | 950 | 920 |
| Discovery Communications LLC | 6.350% | 6/1/40 | 705 | 771 |
| Discovery Communications LLC | 4.950% | 5/15/42 | 1,033 | 964 |
| Discovery Communications LLC | 5.200% | 9/20/47 | 1,530 | 1,484 |
| Electronic Arts Inc. | 3.700% | 3/1/21 | 1,725 | 1,751 |
| Electronic Arts Inc. | 4.800% | 3/1/26 | 275 | 296 |
| 7 Fox Corp. | 3.666% | 1/25/22 | 675 | 689 |
| 7 Fox Corp. | 4.030% | 1/25/24 | 1,475 | 1,528 |
| 7 Fox Corp. | 4.709% | 1/25/29 | 1,550 | 1,662 |
| 7 Fox Corp. | 5.476% | 1/25/39 | 1,000 | 1,102 |
| 7 Fox Corp. | 5.576% | 1/25/49 | 1,300 | 1,469 |
| Grupo Televisa SAB | 6.625% | 3/18/25 | 450 | 506 |
| Grupo Televisa SAB | 4.625% | 1/30/26 | 550 | 566 |
| Grupo Televisa SAB | 8.500% | 3/11/32 | 50 | 65 |
| Grupo Televisa SAB | 6.625% | 1/15/40 | 500 | 583 |
| Grupo Televisa SAB | 5.000% | 5/13/45 | 1,640 | 1,606 |
| Interpublic Group of Cos. Inc. | 3.500% | 10/1/20 | 200 | 202 |
| Interpublic Group of Cos. Inc. | 3.750% | 10/1/21 | 250 | 254 |
| Interpublic Group of Cos. Inc. | 3.750% | 2/15/23 | 750 | 756 |
| Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 350 | 359 |
| Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 425 | 443 |
| Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 575 | 582 |
| Koninklijke KPN NV | 8.375% | 10/1/30 | 650 | 824 |
| Moody's Corp. | 5.500% | 9/1/20 | 500 | 518 |
| Moody's Corp. | 2.750% | 12/15/21 | 375 | 375 |
| Moody's Corp. | 4.500% | 9/1/22 | 350 | 367 |
| Moody's Corp. | 4.875% | 2/15/24 | 425 | 454 |
| Moody's Corp. | 4.875% | 12/17/48 | 300 | 327 |
| NBCUniversal Media LLC | 5.150% | 4/30/20 | 1,605 | 1,647 |
| NBCUniversal Media LLC | 4.375% | 4/1/21 | 205 | 211 |
| NBCUniversal Media LLC | 2.875% | 1/15/23 | 1,932 | 1,938 |
| NBCUniversal Media LLC | 6.400% | 4/30/40 | 480 | 615 |
| NBCUniversal Media LLC | 5.950% | 4/1/41 | 1,075 | 1,320 |
| NBCUniversal Media LLC | 4.450% | 1/15/43 | 1,000 | 1,033 |
| Omnicom Group Inc./ Omnicom Capital Inc. | 4.450% | 8/15/20 | 500 | 511 |
| Omnicom Group Inc./ Omnicom Capital Inc. | 3.625% | 5/1/22 | 1,100 | 1,117 |
| Omnicom Group Inc./ Omnicom Capital Inc. | 3.650% | 11/1/24 | 650 | 656 |
| Omnicom Group Inc./ Omnicom Capital Inc. | 3.600% | 4/15/26 | 1,150 | 1,141 |
| Orange SA | 4.125% | 9/14/21 | 802 | 830 |
| Orange SA | 9.000% | 3/1/31 | 2,260 | 3,260 |
| Orange SA | 5.375% | 1/13/42 | 700 | 799 |
| RELX Capital Inc. | 3.125% | 10/15/22 | 705 | 706 |
| RELX Capital Inc. | 3.500% | 3/16/23 | 575 | 580 |
| RELX Capital Inc. | 4.000% | 3/18/29 | 300 | 306 |
| Rogers Communications Inc. | 3.000% | 3/15/23 | 230 | 230 |
| Rogers Communications Inc. | 4.100% | 10/1/23 | 300 | 313 |
| Rogers Communications Inc. | 3.625% | 12/15/25 | 475 | 487 |
| Rogers Communications Inc. | 4.500% | 3/15/43 | 540 | 566 |
| Rogers Communications Inc. | 5.000% | 3/15/44 | 950 | 1,054 |
| S&P Global Inc. | 3.300% | 8/14/20 | 575 | 579 |
| S&P Global Inc. | 4.000% | 6/15/25 | 550 | 577 |
| S&P Global Inc. | 4.400% | 2/15/26 | 750 | 804 |
| S&P Global Inc. | 6.550% | 11/15/37 | 350 | 462 |
| S&P Global Inc. | 4.500% | 5/15/48 | 500 | 543 |
| 7 Sky plc | 3.750% | 9/16/24 | 1,000 | 1,038 |
| Telefonica Emisiones SA | 5.520% | 3/1/49 | 1,000 | 1,046 |
| Telefonica Emisiones SAU | 5.134% | 4/27/20 | 1,255 | 1,283 |
| Telefonica Emisiones SAU | 5.462% | 2/16/21 | 1,350 | 1,411 |
| Telefonica Emisiones SAU | 4.570% | 4/27/23 | 425 | 450 |
| Telefonica Emisiones SAU | 4.103% | 3/8/27 | 1,275 | 1,291 |
| Telefonica Emisiones SAU | 7.045% | 6/20/36 | 1,535 | 1,870 |
| Telefonica Emisiones SAU | 4.665% | 3/6/38 | 600 | 573 |
| Telefonica Emisiones SAU | 5.213% | 3/8/47 | 2,000 | 2,013 |
| Telefonica Emisiones SAU | 4.895% | 3/6/48 | 1,050 | 1,019 |
| Telefonica Europe BV | 8.250% | 9/15/30 | 780 | 1,028 |
| TELUS Corp. | 2.800% | 2/16/27 | 500 | 478 |
| Thomson Reuters Corp. | 4.300% | 11/23/23 | 560 | 582 |
| Thomson Reuters Corp. | 3.350% | 5/15/26 | 400 | 382 |
| Thomson Reuters Corp. | 5.500% | 8/15/35 | 350 | 371 |
| Thomson Reuters Corp. | 5.850% | 4/15/40 | 895 | 1,000 |
| Time Warner Cable LLC | 4.125% | 2/15/21 | 500 | 508 |
| Time Warner Cable LLC | 4.000% | 9/1/21 | 775 | 786 |
| Time Warner Cable LLC | 6.550% | 5/1/37 | 1,300 | 1,433 |
| Time Warner Cable LLC | 7.300% | 7/1/38 | 1,435 | 1,662 |
| Time Warner Cable LLC | 6.750% | 6/15/39 | 1,350 | 1,486 |
| Time Warner Cable LLC | 5.875% | 11/15/40 | 950 | 987 |
| Time Warner Cable LLC | 5.500% | 9/1/41 | 1,325 | 1,310 |
| Time Warner Cable LLC | 4.500% | 9/15/42 | 950 | 834 |
| Time Warner Entertainment Co. LP | 8.375% | 3/15/23 | 825 | 959 |
| Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 650 | 841 |
| Verizon Communications Inc. | 3.450% | 3/15/21 | 300 | 304 |
| Verizon Communications Inc. | 4.600% | 4/1/21 | 2,040 | 2,114 |
| Verizon Communications Inc. | 3.500% | 11/1/21 | 728 | 742 |
| Verizon Communications Inc. | 2.946% | 3/15/22 | 800 | 803 |
| Verizon Communications Inc. | 3.125% | 3/16/22 | 1,500 | 1,514 |
| Verizon Communications Inc. | 2.450% | 11/1/22 | 875 | 866 |
| Verizon Communications Inc. | 5.150% | 9/15/23 | 3,390 | 3,729 |
| Verizon Communications Inc. | 3.500% | 11/1/24 | 1,975 | 2,018 |
| Verizon Communications Inc. | 3.376% | 2/15/25 | 2,165 | 2,195 |
| Verizon Communications Inc. | 2.625% | 8/15/26 | 2,112 | 2,016 |
| Verizon Communications Inc. | 4.329% | 9/21/28 | 4,032 | 4,272 |
| 7 Verizon Communications Inc. | 4.016% | 12/3/29 | 3,224 | 3,318 |
| Verizon Communications Inc. | 4.500% | 8/10/33 | 2,325 | 2,448 |
| Verizon Communications Inc. | 4.400% | 11/1/34 | 2,200 | 2,290 |
| Verizon Communications Inc. | 4.272% | 1/15/36 | 2,359 | 2,388 |
| Verizon Communications Inc. | 5.250% | 3/16/37 | 3,500 | 3,946 |
| Verizon Communications Inc. | 4.812% | 3/15/39 | 1,325 | 1,424 |
| Verizon Communications Inc. | 4.750% | 11/1/41 | 700 | 737 |
| Verizon Communications Inc. | 3.850% | 11/1/42 | 950 | 898 |
| Verizon Communications Inc. | 4.125% | 8/15/46 | 1,230 | 1,192 |
| Verizon Communications Inc. | 4.862% | 8/21/46 | 3,457 | 3,693 |
| Verizon Communications Inc. | 5.500% | 3/16/47 | 1,245 | 1,449 |
| Verizon Communications Inc. | 4.522% | 9/15/48 | 4,016 | 4,130 |
| Verizon Communications Inc. | 5.012% | 4/15/49 | 2,241 | 2,445 |
| Verizon Communications Inc. | 5.012% | 8/21/54 | 5,238 | 5,613 |
| Verizon Communications Inc. | 4.672% | 3/15/55 | 4,227 | 4,326 |
| Viacom Inc. | 3.875% | 12/15/21 | 495 | 502 |
| Viacom Inc. | 4.250% | 9/1/23 | 1,175 | 1,217 |
| Viacom Inc. | 3.875% | 4/1/24 | 388 | 395 |
| Viacom Inc. | 6.875% | 4/30/36 | 940 | 1,092 |
| Viacom Inc. | 4.375% | 3/15/43 | 1,337 | 1,204 |
| Viacom Inc. | 5.850% | 9/1/43 | 1,075 | 1,172 |
| Vodafone Group plc | 2.950% | 2/19/23 | 1,080 | 1,070 |
| Vodafone Group plc | 3.750% | 1/16/24 | 1,750 | 1,764 |
| Vodafone Group plc | 4.125% | 5/30/25 | 1,170 | 1,192 |
| Vodafone Group plc | 4.375% | 5/30/28 | 2,495 | 2,524 |
| Vodafone Group plc | 7.875% | 2/15/30 | 625 | 797 |
| Vodafone Group plc | 6.250% | 11/30/32 | 425 | 488 |
| Vodafone Group plc | 6.150% | 2/27/37 | 855 | 947 |
| Vodafone Group plc | 5.000% | 5/30/38 | 775 | 768 |
| Vodafone Group plc | 4.375% | 2/19/43 | 1,375 | 1,235 |
| Vodafone Group plc | 5.250% | 5/30/48 | 2,375 | 2,378 |
| Walt Disney Co. | 1.800% | 6/5/20 | 645 | 640 |
| 7 Walt Disney Co. | 5.650% | 8/15/20 | 500 | 520 |
| Walt Disney Co. | 2.150% | 9/17/20 | 1,200 | 1,195 |
| Walt Disney Co. | 2.300% | 2/12/21 | 650 | 647 |
| 7 Walt Disney Co. | 4.500% | 2/15/21 | 846 | 875 |
| Walt Disney Co. | 2.750% | 8/16/21 | 50 | 50 |
| Walt Disney Co. | 2.550% | 2/15/22 | 932 | 932 |
| Walt Disney Co. | 2.450% | 3/4/22 | 375 | 374 |
| 7 Walt Disney Co. | 3.000% | 9/15/22 | 825 | 835 |
| 7 Walt Disney Co. | 4.000% | 10/1/23 | 275 | 287 |
| 7 Walt Disney Co. | 3.700% | 9/15/24 | 500 | 518 |
| Walt Disney Co. | 3.150% | 9/17/25 | 600 | 612 |
| 7 Walt Disney Co. | 3.700% | 10/15/25 | 500 | 519 |
| Walt Disney Co. | 1.850% | 7/30/26 | 1,415 | 1,309 |
| 7 Walt Disney Co. | 3.375% | 11/15/26 | 281 | 287 |
| Walt Disney Co. | 7.000% | 3/1/32 | 50 | 69 |
| 7 Walt Disney Co. | 6.550% | 3/15/33 | 392 | 520 |
| 7 Walt Disney Co. | 6.200% | 12/15/34 | 975 | 1,278 |
| 7 Walt Disney Co. | 6.400% | 12/15/35 | 1,550 | 2,055 |
| 7 Walt Disney Co. | 8.150% | 10/17/36 | 385 | 598 |
| 7 Walt Disney Co. | 6.150% | 3/1/37 | 970 | 1,258 |
| 7 Walt Disney Co. | 6.900% | 8/15/39 | 485 | 683 |
| 7 Walt Disney Co. | 6.150% | 2/15/41 | 1,280 | 1,708 |
| Walt Disney Co. | 4.375% | 8/16/41 | 325 | 353 |
| Walt Disney Co. | 4.125% | 12/1/41 | 485 | 512 |
| Walt Disney Co. | 3.700% | 12/1/42 | 400 | 399 |
| 7 Walt Disney Co. | 5.400% | 10/1/43 | 2,000 | 2,487 |
| 7 Walt Disney Co. | 4.750% | 9/15/44 | 690 | 792 |
| Warner Media LLC | 4.000% | 1/15/22 | 205 | 211 |
| Warner Media LLC | 3.400% | 6/15/22 | 400 | 404 |
| Warner Media LLC | 4.050% | 12/15/23 | 375 | 390 |
| Warner Media LLC | 3.550% | 6/1/24 | 525 | 530 |
| Warner Media LLC | 3.600% | 7/15/25 | 825 | 822 |
| Warner Media LLC | 3.875% | 1/15/26 | 965 | 969 |
| Warner Media LLC | 3.800% | 2/15/27 | 2,570 | 2,559 |
| Warner Media LLC | 7.625% | 4/15/31 | 400 | 523 |
| Warner Media LLC | 6.200% | 3/15/40 | 300 | 346 |
| Warner Media LLC | 6.100% | 7/15/40 | 375 | 422 |
| Warner Media LLC | 5.375% | 10/15/41 | 405 | 430 |
| Warner Media LLC | 4.900% | 6/15/42 | 900 | 901 |
| Warner Media LLC | 5.350% | 12/15/43 | 1,000 | 1,054 |
| Warner Media LLC | 4.650% | 6/1/44 | 725 | 697 |
| WPP Finance 2010 | 4.750% | 11/21/21 | 625 | 646 |
| WPP Finance 2010 | 3.625% | 9/7/22 | 400 | 401 |
| WPP Finance 2010 | 3.750% | 9/19/24 | 525 | 516 |
| WPP Finance 2010 | 5.125% | 9/7/42 | 650 | 601 |
| Consumer Cyclical (0.7%) | ||||
| Advance Auto Parts Inc. | 4.500% | 1/15/22 | 175 | 182 |
| Advance Auto Parts Inc. | 4.500% | 12/1/23 | 400 | 419 |
| Alibaba Group Holding Ltd. | 3.125% | 11/28/21 | 700 | 705 |
| Alibaba Group Holding Ltd. | 2.800% | 6/6/23 | 200 | 198 |
| Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 1,625 | 1,664 |
| Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 2,600 | 2,557 |
| Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 600 | 629 |
| Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 700 | 680 |
| Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 1,400 | 1,393 |
| Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 700 | 697 |
| Amazon.com Inc. | 1.900% | 8/21/20 | 625 | 620 |
| Amazon.com Inc. | 3.300% | 12/5/21 | 775 | 789 |
| Amazon.com Inc. | 2.500% | 11/29/22 | 475 | 474 |
| Amazon.com Inc. | 2.400% | 2/22/23 | 1,150 | 1,138 |
| Amazon.com Inc. | 2.800% | 8/22/24 | 500 | 500 |
| Amazon.com Inc. | 3.800% | 12/5/24 | 1,000 | 1,051 |
| Amazon.com Inc. | 5.200% | 12/3/25 | 875 | 993 |
| Amazon.com Inc. | 3.150% | 8/22/27 | 2,350 | 2,366 |
| Amazon.com Inc. | 4.800% | 12/5/34 | 975 | 1,134 |
| Amazon.com Inc. | 3.875% | 8/22/37 | 2,290 | 2,382 |
| Amazon.com Inc. | 4.950% | 12/5/44 | 1,275 | 1,522 |
| Amazon.com Inc. | 4.050% | 8/22/47 | 2,400 | 2,536 |
| Amazon.com Inc. | 4.250% | 8/22/57 | 1,785 | 1,929 |
| American Honda Finance Corp. | 1.950% | 7/20/20 | 600 | 594 |
| American Honda Finance Corp. | 2.450% | 9/24/20 | 725 | 723 |
| American Honda Finance Corp. | 3.150% | 1/8/21 | 600 | 605 |
| American Honda Finance Corp. | 2.650% | 2/12/21 | 1,300 | 1,299 |
| American Honda Finance Corp. | 1.650% | 7/12/21 | 500 | 489 |
| American Honda Finance Corp. | 1.700% | 9/9/21 | 1,725 | 1,685 |
| American Honda Finance Corp. | 3.375% | 12/10/21 | 400 | 406 |
| American Honda Finance Corp. | 2.600% | 11/16/22 | 500 | 499 |
| American Honda Finance Corp. | 3.450% | 7/14/23 | 400 | 409 |
| American Honda Finance Corp. | 3.625% | 10/10/23 | 400 | 414 |
| American Honda Finance Corp. | 2.900% | 2/16/24 | 1,725 | 1,724 |
| American Honda Finance Corp. | 2.300% | 9/9/26 | 250 | 235 |
| American Honda Finance Corp. | 3.500% | 2/15/28 | 400 | 410 |
| Aptiv plc | 4.250% | 1/15/26 | 700 | 718 |
| Aptiv plc | 4.350% | 3/15/29 | 150 | 152 |
| Aptiv plc | 4.400% | 10/1/46 | 225 | 205 |
| Aptiv plc | 5.400% | 3/15/49 | 305 | 315 |
| Automatic Data Processing Inc. | 2.250% | 9/15/20 | 575 | 572 |
| Automatic Data Processing Inc. | 3.375% | 9/15/25 | 675 | 699 |
| AutoNation Inc. | 3.350% | 1/15/21 | 500 | 499 |
| AutoNation Inc. | 3.500% | 11/15/24 | 600 | 571 |
| AutoNation Inc. | 4.500% | 10/1/25 | 500 | 497 |
| AutoNation Inc. | 3.800% | 11/15/27 | 250 | 233 |
| AutoZone Inc. | 3.700% | 4/15/22 | 700 | 713 |
| AutoZone Inc. | 2.875% | 1/15/23 | 250 | 249 |
| AutoZone Inc. | 3.125% | 7/15/23 | 275 | 275 |
| AutoZone Inc. | 3.250% | 4/15/25 | 260 | 257 |
| AutoZone Inc. | 3.125% | 4/21/26 | 300 | 293 |
| AutoZone Inc. | 3.750% | 6/1/27 | 700 | 705 |
| Best Buy Co. Inc. | 5.500% | 3/15/21 | 125 | 130 |
| Best Buy Co. Inc. | 4.450% | 10/1/28 | 850 | 857 |
| Block Financial LLC | 4.125% | 10/1/20 | 313 | 317 |
| Block Financial LLC | 5.500% | 11/1/22 | 500 | 528 |
| Block Financial LLC | 5.250% | 10/1/25 | 350 | 362 |
| Booking Holdings Inc. | 2.750% | 3/15/23 | 400 | 397 |
| Booking Holdings Inc. | 3.650% | 3/15/25 | 400 | 408 |
| Booking Holdings Inc. | 3.600% | 6/1/26 | 1,330 | 1,354 |
| Booking Holdings Inc. | 3.550% | 3/15/28 | 450 | 449 |
| BorgWarner Inc. | 4.625% | 9/15/20 | 50 | 51 |
| BorgWarner Inc. | 3.375% | 3/15/25 | 250 | 247 |
| BorgWarner Inc. | 4.375% | 3/15/45 | 500 | 460 |
| Carnival Corp. | 3.950% | 10/15/20 | 450 | 457 |
| Costco Wholesale Corp. | 2.150% | 5/18/21 | 350 | 348 |
| Costco Wholesale Corp. | 2.250% | 2/15/22 | 300 | 297 |
| Costco Wholesale Corp. | 2.300% | 5/18/22 | 900 | 895 |
| Costco Wholesale Corp. | 2.750% | 5/18/24 | 900 | 906 |
| Costco Wholesale Corp. | 3.000% | 5/18/27 | 800 | 797 |
| Cummins Inc. | 3.650% | 10/1/23 | 350 | 363 |
| Cummins Inc. | 7.125% | 3/1/28 | 150 | 190 |
| Cummins Inc. | 4.875% | 10/1/43 | 400 | 455 |
| Daimler Finance North America LLC | 8.500% | 1/18/31 | 905 | 1,287 |
| Darden Restaurants Inc. | 3.850% | 5/1/27 | 750 | 744 |
| Darden Restaurants Inc. | 4.550% | 2/15/48 | 250 | 240 |
| Delphi Corp. | 4.150% | 3/15/24 | 575 | 590 |
| Dollar General Corp. | 3.250% | 4/15/23 | 1,300 | 1,308 |
| Dollar General Corp. | 4.150% | 11/1/25 | 500 | 520 |
| Dollar General Corp. | 3.875% | 4/15/27 | 150 | 152 |
| Dollar General Corp. | 4.125% | 5/1/28 | 400 | 409 |
| Dollar Tree Inc. | 3.700% | 5/15/23 | 475 | 482 |
| Dollar Tree Inc. | 4.000% | 5/15/25 | 1,450 | 1,466 |
| Dollar Tree Inc. | 4.200% | 5/15/28 | 1,175 | 1,168 |
| DR Horton Inc. | 4.375% | 9/15/22 | 150 | 152 |
| DR Horton Inc. | 4.750% | 2/15/23 | 700 | 717 |
| DR Horton Inc. | 5.750% | 8/15/23 | 325 | 351 |
| eBay Inc. | 2.150% | 6/5/20 | 375 | 372 |
| eBay Inc. | 3.250% | 10/15/20 | 125 | 126 |
| eBay Inc. | 2.875% | 8/1/21 | 450 | 449 |
| eBay Inc. | 3.800% | 3/9/22 | 500 | 511 |
| eBay Inc. | 2.600% | 7/15/22 | 1,000 | 985 |
| eBay Inc. | 2.750% | 1/30/23 | 425 | 420 |
| eBay Inc. | 3.450% | 8/1/24 | 800 | 802 |
| eBay Inc. | 3.600% | 6/5/27 | 650 | 634 |
| eBay Inc. | 4.000% | 7/15/42 | 600 | 509 |
| Expedia Group Inc. | 5.950% | 8/15/20 | 1,750 | 1,814 |
| Expedia Group Inc. | 4.500% | 8/15/24 | 435 | 450 |
| Expedia Group Inc. | 5.000% | 2/15/26 | 200 | 211 |
| Expedia Group Inc. | 3.800% | 2/15/28 | 600 | 579 |
| Ford Motor Co. | 4.346% | 12/8/26 | 650 | 602 |
| Ford Motor Co. | 6.625% | 10/1/28 | 375 | 389 |
| Ford Motor Co. | 6.375% | 2/1/29 | 275 | 280 |
| Ford Motor Co. | 7.450% | 7/16/31 | 2,110 | 2,251 |
| Ford Motor Co. | 4.750% | 1/15/43 | 950 | 750 |
| Ford Motor Co. | 7.400% | 11/1/46 | 300 | 310 |
| Ford Motor Co. | 5.291% | 12/8/46 | 900 | 754 |
| Ford Motor Credit Co. LLC | 3.157% | 8/4/20 | 1,400 | 1,392 |
| Ford Motor Credit Co. LLC | 2.343% | 11/2/20 | 775 | 756 |
| Ford Motor Credit Co. LLC | 3.200% | 1/15/21 | 1,050 | 1,035 |
| Ford Motor Credit Co. LLC | 3.336% | 3/18/21 | 1,500 | 1,476 |
| Ford Motor Credit Co. LLC | 5.875% | 8/2/21 | 1,675 | 1,736 |
| Ford Motor Credit Co. LLC | 3.813% | 10/12/21 | 400 | 396 |
| Ford Motor Credit Co. LLC | 5.596% | 1/7/22 | 750 | 772 |
| Ford Motor Credit Co. LLC | 3.219% | 1/9/22 | 3,126 | 3,039 |
| Ford Motor Credit Co. LLC | 3.339% | 3/28/22 | 850 | 824 |
| Ford Motor Credit Co. LLC | 2.979% | 8/3/22 | 2,700 | 2,578 |
| Ford Motor Credit Co. LLC | 4.250% | 9/20/22 | 775 | 770 |
| Ford Motor Credit Co. LLC | 4.375% | 8/6/23 | 850 | 832 |
| Ford Motor Credit Co. LLC | 5.584% | 3/18/24 | 1,800 | 1,823 |
| Ford Motor Credit Co. LLC | 3.664% | 9/8/24 | 500 | 461 |
| Ford Motor Credit Co. LLC | 4.687% | 6/9/25 | 500 | 477 |
| Ford Motor Credit Co. LLC | 4.134% | 8/4/25 | 900 | 831 |
| Ford Motor Credit Co. LLC | 3.815% | 11/2/27 | 550 | 480 |
| General Motors Co. | 4.875% | 10/2/23 | 1,955 | 2,031 |
| General Motors Co. | 4.000% | 4/1/25 | 325 | 321 |
| General Motors Co. | 5.000% | 10/1/28 | 900 | 897 |
| General Motors Co. | 5.000% | 4/1/35 | 680 | 617 |
| General Motors Co. | 6.600% | 4/1/36 | 600 | 627 |
| General Motors Co. | 5.150% | 4/1/38 | 825 | 755 |
| General Motors Co. | 6.250% | 10/2/43 | 935 | 928 |
| General Motors Co. | 5.200% | 4/1/45 | 1,245 | 1,106 |
| General Motors Co. | 6.750% | 4/1/46 | 665 | 691 |
| General Motors Co. | 5.400% | 4/1/48 | 675 | 619 |
| General Motors Co. | 5.950% | 4/1/49 | 750 | 724 |
| General Motors Financial Co. Inc. | 2.650% | 4/13/20 | 950 | 945 |
| General Motors Financial Co. Inc. | 3.200% | 7/13/20 | 1,150 | 1,151 |
| General Motors Financial Co. Inc. | 2.450% | 11/6/20 | 1,300 | 1,284 |
| General Motors Financial Co. Inc. | 3.700% | 11/24/20 | 975 | 983 |
| General Motors Financial Co. Inc. | 4.200% | 3/1/21 | 625 | 634 |
| General Motors Financial Co. Inc. | 3.550% | 4/9/21 | 625 | 628 |
| General Motors Financial Co. Inc. | 3.200% | 7/6/21 | 1,600 | 1,593 |
| General Motors Financial Co. Inc. | 4.375% | 9/25/21 | 375 | 383 |
| General Motors Financial Co. Inc. | 4.200% | 11/6/21 | 400 | 408 |
| General Motors Financial Co. Inc. | 3.450% | 1/14/22 | 900 | 901 |
| General Motors Financial Co. Inc. | 3.450% | 4/10/22 | 3,640 | 3,645 |
| General Motors Financial Co. Inc. | 3.150% | 6/30/22 | 300 | 297 |
| General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 750 | 738 |
| General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 1,000 | 995 |
| General Motors Financial Co. Inc. | 4.250% | 5/15/23 | 1,295 | 1,316 |
| General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 900 | 910 |
| General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 600 | 624 |
| General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 800 | 792 |
| General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 900 | 870 |
| General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 650 | 637 |
| General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 1,500 | 1,494 |
| General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 575 | 593 |
| General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 400 | 382 |
| General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 1,210 | 1,175 |
| General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 400 | 370 |
| General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 625 | 646 |
| GLP Capital LP / GLP Financing II Inc. | 4.875% | 11/1/20 | 825 | 840 |
| GLP Capital LP / GLP Financing II Inc. | 4.375% | 4/15/21 | 100 | 101 |
| GLP Capital LP / GLP Financing II Inc. | 5.375% | 11/1/23 | 500 | 524 |
| GLP Capital LP / GLP Financing II Inc. | 5.250% | 6/1/25 | 625 | 654 |
| GLP Capital LP / GLP Financing II Inc. | 5.375% | 4/15/26 | 800 | 838 |
| GLP Capital LP / GLP Financing II Inc. | 5.750% | 6/1/28 | 100 | 107 |
| GLP Capital LP / GLP Financing II Inc. | 5.300% | 1/15/29 | 825 | 863 |
| Harley-Davidson Inc. | 3.500% | 7/28/25 | 300 | 291 |
| Harley-Davidson Inc. | 4.625% | 7/28/45 | 500 | 460 |
| Harman International Industries Inc. | 4.150% | 5/15/25 | 275 | 283 |
| Home Depot Inc. | 1.800% | 6/5/20 | 1,100 | 1,091 |
| Home Depot Inc. | 2.000% | 4/1/21 | 1,175 | 1,162 |
| Home Depot Inc. | 4.400% | 4/1/21 | 825 | 852 |
| Home Depot Inc. | 3.250% | 3/1/22 | 700 | 716 |
| Home Depot Inc. | 2.625% | 6/1/22 | 990 | 996 |
| Home Depot Inc. | 2.700% | 4/1/23 | 600 | 603 |
| Home Depot Inc. | 3.750% | 2/15/24 | 3,085 | 3,235 |
| Home Depot Inc. | 3.350% | 9/15/25 | 500 | 516 |
| Home Depot Inc. | 3.000% | 4/1/26 | 500 | 503 |
| Home Depot Inc. | 2.800% | 9/14/27 | 75 | 74 |
| Home Depot Inc. | 3.900% | 12/6/28 | 400 | 424 |
| Home Depot Inc. | 5.875% | 12/16/36 | 2,495 | 3,135 |
| Home Depot Inc. | 5.400% | 9/15/40 | 400 | 482 |
| Home Depot Inc. | 5.950% | 4/1/41 | 775 | 990 |
| Home Depot Inc. | 4.200% | 4/1/43 | 975 | 1,020 |
| Home Depot Inc. | 4.875% | 2/15/44 | 1,050 | 1,206 |
| Home Depot Inc. | 4.400% | 3/15/45 | 500 | 536 |
| Home Depot Inc. | 4.250% | 4/1/46 | 1,320 | 1,400 |
| Home Depot Inc. | 3.900% | 6/15/47 | 575 | 578 |
| Home Depot Inc. | 4.500% | 12/6/48 | 1,175 | 1,302 |
| Home Depot Inc. | 3.500% | 9/15/56 | 700 | 645 |
| Hyatt Hotels Corp. | 3.375% | 7/15/23 | 800 | 800 |
| Hyatt Hotels Corp. | 4.850% | 3/15/26 | 100 | 106 |
| Hyatt Hotels Corp. | 4.375% | 9/15/28 | 350 | 357 |
| IHS Markit Ltd. | 4.750% | 8/1/28 | 600 | 627 |
| JD.com Inc. | 3.125% | 4/29/21 | 200 | 199 |
| JD.com Inc. | 3.875% | 4/29/26 | 400 | 391 |
| Kohl's Corp. | 4.250% | 7/17/25 | 625 | 639 |
| Kohl's Corp. | 5.550% | 7/17/45 | 350 | 336 |
| Lear Corp. | 5.375% | 3/15/24 | 200 | 205 |
| Lear Corp. | 5.250% | 1/15/25 | 700 | 725 |
| Lear Corp. | 3.800% | 9/15/27 | 500 | 480 |
| Lowe's Cos. Inc. | 4.625% | 4/15/20 | 445 | 450 |
| Lowe's Cos. Inc. | 3.750% | 4/15/21 | 205 | 208 |
| Lowe's Cos. Inc. | 3.800% | 11/15/21 | 250 | 256 |
| Lowe's Cos. Inc. | 3.120% | 4/15/22 | 450 | 453 |
| Lowe's Cos. Inc. | 3.875% | 9/15/23 | 300 | 312 |
| Lowe's Cos. Inc. | 3.125% | 9/15/24 | 400 | 400 |
| Lowe's Cos. Inc. | 3.375% | 9/15/25 | 975 | 980 |
| Lowe's Cos. Inc. | 2.500% | 4/15/26 | 1,700 | 1,602 |
| Lowe's Cos. Inc. | 3.100% | 5/3/27 | 642 | 624 |
| Lowe's Cos. Inc. | 4.650% | 4/15/42 | 575 | 582 |
| Lowe's Cos. Inc. | 4.250% | 9/15/44 | 225 | 215 |
| Lowe's Cos. Inc. | 4.375% | 9/15/45 | 625 | 608 |
| Lowe's Cos. Inc. | 3.700% | 4/15/46 | 2,330 | 2,064 |
| Lowe's Cos. Inc. | 4.050% | 5/3/47 | 1,200 | 1,129 |
| Macy's Retail Holdings Inc. | 3.450% | 1/15/21 | 310 | 310 |
| Macy's Retail Holdings Inc. | 3.875% | 1/15/22 | 150 | 152 |
| Macy's Retail Holdings Inc. | 2.875% | 2/15/23 | 530 | 513 |
| Macy's Retail Holdings Inc. | 4.375% | 9/1/23 | 595 | 600 |
| Macy's Retail Holdings Inc. | 3.625% | 6/1/24 | 415 | 399 |
| Macy's Retail Holdings Inc. | 4.500% | 12/15/34 | 325 | 278 |
| Magna International Inc. | 3.625% | 6/15/24 | 450 | 458 |
| Magna International Inc. | 4.150% | 10/1/25 | 300 | 314 |
| Marriott International Inc. | 3.375% | 10/15/20 | 850 | 855 |
| Marriott International Inc. | 2.875% | 3/1/21 | 500 | 498 |
| Marriott International Inc. | 3.125% | 10/15/21 | 350 | 350 |
| Marriott International Inc. | 2.300% | 1/15/22 | 400 | 393 |
| Marriott International Inc. | 3.750% | 3/15/25 | 525 | 530 |
| Marriott International Inc. | 3.750% | 10/1/25 | 200 | 202 |
| Marriott International Inc. | 3.125% | 6/15/26 | 595 | 577 |
| Marriott International Inc. | 4.000% | 4/15/28 | 425 | 430 |
| Marriott International Inc. | 3.600% | 4/15/24 | 300 | 303 |
| Mastercard Inc. | 2.000% | 11/21/21 | 350 | 345 |
| Mastercard Inc. | 3.375% | 4/1/24 | 625 | 646 |
| Mastercard Inc. | 2.950% | 11/21/26 | 510 | 512 |
| Mastercard Inc. | 3.500% | 2/26/28 | 450 | 469 |
| Mastercard Inc. | 3.800% | 11/21/46 | 350 | 362 |
| Mastercard Inc. | 3.950% | 2/26/48 | 550 | 583 |
| McDonald's Corp. | 2.750% | 12/9/20 | 725 | 725 |
| McDonald's Corp. | 2.625% | 1/15/22 | 2,092 | 2,090 |
| McDonald's Corp. | 3.350% | 4/1/23 | 650 | 663 |
| McDonald's Corp. | 3.375% | 5/26/25 | 2,680 | 2,727 |
| McDonald's Corp. | 3.700% | 1/30/26 | 1,125 | 1,164 |
| McDonald's Corp. | 3.500% | 3/1/27 | 200 | 203 |
| McDonald's Corp. | 3.800% | 4/1/28 | 700 | 724 |
| McDonald's Corp. | 4.700% | 12/9/35 | 575 | 616 |
| McDonald's Corp. | 6.300% | 3/1/38 | 100 | 124 |
| McDonald's Corp. | 5.700% | 2/1/39 | 375 | 434 |
| McDonald's Corp. | 3.700% | 2/15/42 | 1,225 | 1,125 |
| McDonald's Corp. | 3.625% | 5/1/43 | 400 | 360 |
| McDonald's Corp. | 4.600% | 5/26/45 | 925 | 956 |
| McDonald's Corp. | 4.875% | 12/9/45 | 1,225 | 1,322 |
| McDonald's Corp. | 4.450% | 3/1/47 | 450 | 462 |
| McDonald's Corp. | 4.450% | 9/1/48 | 900 | 925 |
| NIKE Inc. | 2.250% | 5/1/23 | 50 | 50 |
| NIKE Inc. | 2.375% | 11/1/26 | 1,000 | 964 |
| NIKE Inc. | 3.625% | 5/1/43 | 125 | 122 |
| NIKE Inc. | 3.875% | 11/1/45 | 1,000 | 1,019 |
| NIKE Inc. | 3.375% | 11/1/46 | 650 | 608 |
| Nordstrom Inc. | 4.750% | 5/1/20 | 400 | 408 |
| Nordstrom Inc. | 4.000% | 10/15/21 | 585 | 599 |
| Nordstrom Inc. | 4.000% | 3/15/27 | 400 | 394 |
| Nordstrom Inc. | 6.950% | 3/15/28 | 200 | 230 |
| Nordstrom Inc. | 5.000% | 1/15/44 | 672 | 605 |
| NVR Inc. | 3.950% | 9/15/22 | 200 | 205 |
| O'Reilly Automotive Inc. | 4.875% | 1/14/21 | 50 | 52 |
| O'Reilly Automotive Inc. | 4.625% | 9/15/21 | 150 | 155 |
| O'Reilly Automotive Inc. | 3.800% | 9/1/22 | 255 | 261 |
| O'Reilly Automotive Inc. | 3.850% | 6/15/23 | 300 | 308 |
| O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 200 | 198 |
| O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 700 | 693 |
| PACCAR Financial Corp. | 2.500% | 8/14/20 | 225 | 225 |
| PACCAR Financial Corp. | 2.050% | 11/13/20 | 400 | 395 |
| PACCAR Financial Corp. | 2.250% | 2/25/21 | 200 | 198 |
| PACCAR Financial Corp. | 2.800% | 3/1/21 | 325 | 325 |
| PACCAR Financial Corp. | 3.150% | 8/9/21 | 300 | 303 |
| PACCAR Financial Corp. | 2.850% | 3/1/22 | 250 | 252 |
| PACCAR Financial Corp. | 2.300% | 8/10/22 | 250 | 245 |
| PACCAR Financial Corp. | 3.400% | 8/9/23 | 300 | 303 |
| QVC Inc. | 5.125% | 7/2/22 | 25 | 26 |
| QVC Inc. | 4.375% | 3/15/23 | 75 | 76 |
| QVC Inc. | 4.850% | 4/1/24 | 975 | 995 |
| QVC Inc. | 4.450% | 2/15/25 | 300 | 300 |
| QVC Inc. | 5.950% | 3/15/43 | 325 | 301 |
| Ralph Lauren Corp. | 2.625% | 8/18/20 | 225 | 224 |
| Ralph Lauren Corp. | 3.750% | 9/15/25 | 100 | 103 |
| Royal Caribbean Cruises Ltd. | 2.650% | 11/28/20 | 175 | 174 |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/22 | 475 | 506 |
| Royal Caribbean Cruises Ltd. | 3.700% | 3/15/28 | 700 | 674 |
| Sands China Ltd. | 4.600% | 8/8/23 | 1,495 | 1,538 |
| Sands China Ltd. | 5.125% | 8/8/25 | 1,500 | 1,571 |
| Sands China Ltd. | 5.400% | 8/8/28 | 1,600 | 1,674 |
| Starbucks Corp. | 2.200% | 11/22/20 | 275 | 273 |
| Starbucks Corp. | 2.100% | 2/4/21 | 350 | 347 |
| Starbucks Corp. | 2.700% | 6/15/22 | 725 | 725 |
| Starbucks Corp. | 3.100% | 3/1/23 | 750 | 757 |
| Starbucks Corp. | 3.850% | 10/1/23 | 585 | 608 |
| Starbucks Corp. | 3.800% | 8/15/25 | 1,150 | 1,185 |
| Starbucks Corp. | 2.450% | 6/15/26 | 665 | 628 |
| Starbucks Corp. | 3.500% | 3/1/28 | 500 | 504 |
| Starbucks Corp. | 4.000% | 11/15/28 | 250 | 261 |
| Starbucks Corp. | 4.300% | 6/15/45 | 175 | 173 |
| Starbucks Corp. | 3.750% | 12/1/47 | 600 | 541 |
| Starbucks Corp. | 4.500% | 11/15/48 | 800 | 816 |
| Tapestry Inc. | 3.000% | 7/15/22 | 450 | 442 |
| Tapestry Inc. | 4.250% | 4/1/25 | 450 | 451 |
| Tapestry Inc. | 4.125% | 7/15/27 | 475 | 454 |
| Target Corp. | 3.875% | 7/15/20 | 370 | 376 |
| Target Corp. | 2.900% | 1/15/22 | 850 | 861 |
| Target Corp. | 3.500% | 7/1/24 | 1,325 | 1,382 |
| Target Corp. | 2.500% | 4/15/26 | 775 | 754 |
| Target Corp. | 3.375% | 4/15/29 | 850 | 860 |
| Target Corp. | 6.350% | 11/1/32 | 363 | 469 |
| Target Corp. | 6.500% | 10/15/37 | 450 | 597 |
| Target Corp. | 7.000% | 1/15/38 | 300 | 417 |
| Target Corp. | 4.000% | 7/1/42 | 1,225 | 1,234 |
| Target Corp. | 3.625% | 4/15/46 | 800 | 759 |
| Target Corp. | 3.900% | 11/15/47 | 600 | 591 |
| TJX Cos. Inc. | 2.750% | 6/15/21 | 625 | 628 |
| TJX Cos. Inc. | 2.500% | 5/15/23 | 800 | 796 |
| TJX Cos. Inc. | 2.250% | 9/15/26 | 1,400 | 1,330 |
| Toyota Motor Corp. | 3.183% | 7/20/21 | 850 | 862 |
| Toyota Motor Corp. | 3.419% | 7/20/23 | 895 | 920 |
| Toyota Motor Corp. | 3.669% | 7/20/28 | 500 | 524 |
| Toyota Motor Credit Corp. | 1.950% | 4/17/20 | 550 | 546 |
| Toyota Motor Credit Corp. | 4.250% | 1/11/21 | 300 | 308 |
| Toyota Motor Credit Corp. | 1.900% | 4/8/21 | 1,000 | 986 |
| Toyota Motor Credit Corp. | 2.950% | 4/13/21 | 850 | 856 |
| Toyota Motor Credit Corp. | 2.750% | 5/17/21 | 500 | 502 |
| Toyota Motor Credit Corp. | 3.400% | 9/15/21 | 305 | 311 |
| Toyota Motor Credit Corp. | 2.600% | 1/11/22 | 700 | 701 |
| Toyota Motor Credit Corp. | 3.300% | 1/12/22 | 950 | 967 |
| Toyota Motor Credit Corp. | 2.800% | 7/13/22 | 700 | 704 |
| Toyota Motor Credit Corp. | 2.150% | 9/8/22 | 650 | 640 |
| Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 550 | 550 |
| Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 750 | 752 |
| Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 400 | 401 |
| Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 100 | 103 |
| Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 750 | 760 |
| Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 850 | 847 |
| Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 450 | 470 |
| VF Corp. | 3.500% | 9/1/21 | 305 | 310 |
| VF Corp. | 6.450% | 11/1/37 | 300 | 386 |
| Visa Inc. | 2.200% | 12/14/20 | 2,200 | 2,190 |
| Visa Inc. | 2.150% | 9/15/22 | 500 | 495 |
| Visa Inc. | 2.800% | 12/14/22 | 1,500 | 1,515 |
| Visa Inc. | 3.150% | 12/14/25 | 3,725 | 3,779 |
| Visa Inc. | 2.750% | 9/15/27 | 875 | 863 |
| Visa Inc. | 4.150% | 12/14/35 | 1,300 | 1,405 |
| Visa Inc. | 4.300% | 12/14/45 | 3,030 | 3,327 |
| Visa Inc. | 3.650% | 9/15/47 | 655 | 653 |
| Walgreen Co. | 3.100% | 9/15/22 | 800 | 801 |
| Walgreen Co. | 4.400% | 9/15/42 | 610 | 554 |
| Walgreens Boots Alliance Inc. | 3.300% | 11/18/21 | 400 | 404 |
| Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 1,525 | 1,549 |
| Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 975 | 952 |
| Walgreens Boots Alliance Inc. | 4.500% | 11/18/34 | 625 | 614 |
| Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 1,205 | 1,147 |
| Walgreens Boots Alliance Inc. | 4.650% | 6/1/46 | 350 | 330 |
| Walmart Inc. | 2.850% | 6/23/20 | 1,600 | 1,608 |
| Walmart Inc. | 3.250% | 10/25/20 | 1,635 | 1,656 |
| Walmart Inc. | 1.900% | 12/15/20 | 965 | 957 |
| Walmart Inc. | 3.125% | 6/23/21 | 1,325 | 1,343 |
| Walmart Inc. | 2.350% | 12/15/22 | 975 | 969 |
| Walmart Inc. | 2.550% | 4/11/23 | 575 | 575 |
| Walmart Inc. | 3.400% | 6/26/23 | 1,650 | 1,701 |
| Walmart Inc. | 3.300% | 4/22/24 | 225 | 232 |
| Walmart Inc. | 2.650% | 12/15/24 | 875 | 872 |
| Walmart Inc. | 3.550% | 6/26/25 | 1,275 | 1,325 |
| Walmart Inc. | 5.875% | 4/5/27 | 1,535 | 1,830 |
| Walmart Inc. | 3.700% | 6/26/28 | 2,050 | 2,158 |
| Walmart Inc. | 7.550% | 2/15/30 | 480 | 665 |
| Walmart Inc. | 5.250% | 9/1/35 | 1,640 | 1,971 |
| Walmart Inc. | 6.200% | 4/15/38 | 570 | 763 |
| Walmart Inc. | 3.950% | 6/28/38 | 1,350 | 1,415 |
| Walmart Inc. | 5.625% | 4/1/40 | 625 | 788 |
| Walmart Inc. | 5.000% | 10/25/40 | 235 | 277 |
| Walmart Inc. | 5.625% | 4/15/41 | 750 | 953 |
| Walmart Inc. | 4.000% | 4/11/43 | 1,120 | 1,161 |
| Walmart Inc. | 4.300% | 4/22/44 | 916 | 994 |
| Walmart Inc. | 3.625% | 12/15/47 | 800 | 794 |
| Walmart Inc. | 4.050% | 6/29/48 | 1,675 | 1,776 |
| Western Union Co. | 3.600% | 3/15/22 | 1,100 | 1,116 |
| Western Union Co. | 6.200% | 11/17/36 | 410 | 430 |
| Western Union Co. | 6.200% | 6/21/40 | 440 | 450 |
| Consumer Noncyclical (1.7%) | ||||
| Abbott Laboratories | 2.900% | 11/30/21 | 2,700 | 2,713 |
| Abbott Laboratories | 2.550% | 3/15/22 | 675 | 672 |
| Abbott Laboratories | 3.400% | 11/30/23 | 1,225 | 1,252 |
| Abbott Laboratories | 2.950% | 3/15/25 | 100 | 100 |
| Abbott Laboratories | 3.750% | 11/30/26 | 1,502 | 1,562 |
| Abbott Laboratories | 4.750% | 11/30/36 | 1,575 | 1,773 |
| Abbott Laboratories | 6.150% | 11/30/37 | 425 | 531 |
| Abbott Laboratories | 6.000% | 4/1/39 | 200 | 250 |
| Abbott Laboratories | 5.300% | 5/27/40 | 310 | 360 |
| Abbott Laboratories | 4.750% | 4/15/43 | 550 | 607 |
| Abbott Laboratories | 4.900% | 11/30/46 | 2,600 | 2,994 |
| AbbVie Inc. | 2.500% | 5/14/20 | 3,050 | 3,042 |
| AbbVie Inc. | 2.300% | 5/14/21 | 1,600 | 1,582 |
| AbbVie Inc. | 3.375% | 11/14/21 | 1,000 | 1,013 |
| AbbVie Inc. | 2.900% | 11/6/22 | 2,625 | 2,619 |
| AbbVie Inc. | 3.200% | 11/6/22 | 1,075 | 1,085 |
| AbbVie Inc. | 2.850% | 5/14/23 | 1,025 | 1,016 |
| AbbVie Inc. | 3.750% | 11/14/23 | 1,250 | 1,283 |
| AbbVie Inc. | 3.600% | 5/14/25 | 3,170 | 3,175 |
| AbbVie Inc. | 3.200% | 5/14/26 | 1,625 | 1,575 |
| AbbVie Inc. | 4.250% | 11/14/28 | 1,650 | 1,680 |
| AbbVie Inc. | 4.500% | 5/14/35 | 1,970 | 1,924 |
| AbbVie Inc. | 4.300% | 5/14/36 | 1,125 | 1,069 |
| AbbVie Inc. | 4.400% | 11/6/42 | 2,189 | 2,014 |
| AbbVie Inc. | 4.700% | 5/14/45 | 2,507 | 2,412 |
| AbbVie Inc. | 4.450% | 5/14/46 | 1,560 | 1,440 |
| AbbVie Inc. | 4.875% | 11/14/48 | 900 | 883 |
| Actavis Inc. | 3.250% | 10/1/22 | 1,400 | 1,401 |
| Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 225 | 237 |
| Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 375 | 401 |
| Agilent Technologies Inc. | 5.000% | 7/15/20 | 275 | 282 |
| Agilent Technologies Inc. | 3.200% | 10/1/22 | 1,000 | 1,005 |
| Agilent Technologies Inc. | 3.875% | 7/15/23 | 400 | 413 |
| Agilent Technologies Inc. | 3.050% | 9/22/26 | 450 | 441 |
| AHS Hospital Corp. | 5.024% | 7/1/45 | 325 | 378 |
| Allergan Finance LLC | 4.625% | 10/1/42 | 405 | 384 |
| Allergan Funding SCS | 3.450% | 3/15/22 | 1,957 | 1,974 |
| Allergan Funding SCS | 3.850% | 6/15/24 | 975 | 988 |
| Allergan Funding SCS | 3.800% | 3/15/25 | 2,407 | 2,433 |
| Allergan Funding SCS | 4.550% | 3/15/35 | 2,000 | 1,950 |
| Allergan Funding SCS | 4.850% | 6/15/44 | 1,065 | 1,062 |
| Allergan Inc. | 3.375% | 9/15/20 | 525 | 528 |
| Allergan Inc. | 2.800% | 3/15/23 | 225 | 221 |
| Altria Group Inc. | 4.750% | 5/5/21 | 1,250 | 1,298 |
| Altria Group Inc. | 3.490% | 2/14/22 | 500 | 508 |
| Altria Group Inc. | 2.850% | 8/9/22 | 2,300 | 2,292 |
| Altria Group Inc. | 2.950% | 5/2/23 | 200 | 198 |
| Altria Group Inc. | 4.000% | 1/31/24 | 1,300 | 1,335 |
| Altria Group Inc. | 3.800% | 2/14/24 | 550 | 560 |
| Altria Group Inc. | 4.400% | 2/14/26 | 1,200 | 1,236 |
| Altria Group Inc. | 2.625% | 9/16/26 | 350 | 322 |
| Altria Group Inc. | 4.800% | 2/14/29 | 2,375 | 2,447 |
| Altria Group Inc. | 5.800% | 2/14/39 | 1,925 | 2,038 |
| Altria Group Inc. | 4.250% | 8/9/42 | 785 | 680 |
| Altria Group Inc. | 4.500% | 5/2/43 | 500 | 450 |
| Altria Group Inc. | 5.375% | 1/31/44 | 1,325 | 1,329 |
| Altria Group Inc. | 3.875% | 9/16/46 | 675 | 553 |
| Altria Group Inc. | 5.950% | 2/14/49 | 2,000 | 2,139 |
| Altria Group Inc. | 6.200% | 2/14/59 | 400 | 431 |
| AmerisourceBergen Corp. | 3.500% | 11/15/21 | 850 | 858 |
| AmerisourceBergen Corp. | 3.400% | 5/15/24 | 400 | 402 |
| AmerisourceBergen Corp. | 3.250% | 3/1/25 | 325 | 320 |
| AmerisourceBergen Corp. | 3.450% | 12/15/27 | 800 | 779 |
| AmerisourceBergen Corp. | 4.250% | 3/1/45 | 100 | 91 |
| AmerisourceBergen Corp. | 4.300% | 12/15/47 | 725 | 661 |
| Amgen Inc. | 2.125% | 5/1/20 | 620 | 616 |
| Amgen Inc. | 2.200% | 5/11/20 | 825 | 821 |
| Amgen Inc. | 3.450% | 10/1/20 | 275 | 278 |
| Amgen Inc. | 4.100% | 6/15/21 | 1,360 | 1,394 |
| Amgen Inc. | 1.850% | 8/19/21 | 500 | 489 |
| Amgen Inc. | 3.875% | 11/15/21 | 1,365 | 1,399 |
| Amgen Inc. | 2.700% | 5/1/22 | 225 | 224 |
| Amgen Inc. | 2.650% | 5/11/22 | 725 | 721 |
| Amgen Inc. | 3.625% | 5/15/22 | 625 | 641 |
| Amgen Inc. | 2.250% | 8/19/23 | 800 | 780 |
| Amgen Inc. | 3.625% | 5/22/24 | 1,150 | 1,181 |
| Amgen Inc. | 3.125% | 5/1/25 | 300 | 300 |
| Amgen Inc. | 2.600% | 8/19/26 | 1,845 | 1,742 |
| Amgen Inc. | 4.950% | 10/1/41 | 100 | 106 |
| Amgen Inc. | 5.150% | 11/15/41 | 775 | 830 |
| Amgen Inc. | 4.400% | 5/1/45 | 2,100 | 2,051 |
| Amgen Inc. | 4.563% | 6/15/48 | 1,231 | 1,234 |
| Amgen Inc. | 4.663% | 6/15/51 | 3,739 | 3,741 |
| 7 Anheuser-Busch Cos LLC / Anheuser- | ||||
| Busch InBev Worldwide Inc. | 4.700% | 2/1/36 | 5,120 | 5,126 |
| 7 Anheuser-Busch Cos LLC / Anheuser- | ||||
| Busch InBev Worldwide Inc. | 4.900% | 2/1/46 | 11,540 | 11,574 |
| 7 Anheuser-Busch Cos. LLC/Anheuser- | ||||
| Busch InBev Worldwide Inc. | 3.650% | 2/1/26 | 2,494 | 2,501 |
| Anheuser-Busch InBev Finance Inc. | 2.650% | 2/1/21 | 721 | 719 |
| Anheuser-Busch InBev Finance Inc. | 2.625% | 1/17/23 | 647 | 639 |
| Anheuser-Busch InBev Finance Inc. | 3.300% | 2/1/23 | 2,472 | 2,501 |
| Anheuser-Busch InBev Finance Inc. | 3.700% | 2/1/24 | 384 | 395 |
| Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 1,000 | 886 |
| Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 675 | 649 |
| Anheuser-Busch InBev Worldwide Inc. | 4.375% | 2/15/21 | 587 | 604 |
| Anheuser-Busch InBev Worldwide Inc. | 3.750% | 1/15/22 | 817 | 844 |
| Anheuser-Busch InBev Worldwide Inc. | 2.500% | 7/15/22 | 1,425 | 1,411 |
| Anheuser-Busch InBev Worldwide Inc. | 3.500% | 1/12/24 | 612 | 623 |
| Anheuser-Busch InBev Worldwide Inc. | 4.150% | 1/23/25 | 1,535 | 1,599 |
| Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 2,020 | 2,057 |
| Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 3,730 | 3,970 |
| Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 700 | 758 |
| Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 1,225 | 1,175 |
| Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 735 | 1,014 |
| Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 500 | 543 |
| Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 1,075 | 1,085 |
| Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 1,750 | 1,518 |
| Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 1,900 | 1,824 |
| Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 1,487 | 1,401 |
| Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 3,200 | 3,519 |
| Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 375 | 355 |
| Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 505 | 562 |
| Archer-Daniels-Midland Co. | 4.479% | 3/1/21 | 631 | 652 |
| Archer-Daniels-Midland Co. | 3.375% | 3/15/22 | 350 | 358 |
| Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 825 | 793 |
| Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 280 | 344 |
| Archer-Daniels-Midland Co. | 4.535% | 3/26/42 | 350 | 379 |
| Archer-Daniels-Midland Co. | 4.016% | 4/16/43 | 600 | 608 |
| Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 900 | 880 |
| Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 525 | 576 |
| Ascension Health | 3.945% | 11/15/46 | 650 | 667 |
| 4 Ascension Health | 4.847% | 11/15/53 | 250 | 293 |
| AstraZeneca plc | 2.375% | 11/16/20 | 1,300 | 1,292 |
| AstraZeneca plc | 2.375% | 6/12/22 | 900 | 888 |
| AstraZeneca plc | 3.500% | 8/17/23 | 390 | 398 |
| AstraZeneca plc | 3.375% | 11/16/25 | 1,500 | 1,514 |
| AstraZeneca plc | 3.125% | 6/12/27 | 775 | 755 |
| AstraZeneca plc | 4.000% | 1/17/29 | 675 | 700 |
| AstraZeneca plc | 6.450% | 9/15/37 | 1,705 | 2,161 |
| AstraZeneca plc | 4.000% | 9/18/42 | 150 | 144 |
| AstraZeneca plc | 4.375% | 11/16/45 | 1,175 | 1,215 |
| AstraZeneca plc | 4.375% | 8/17/48 | 850 | 883 |
| BAT Capital Corp. | 2.297% | 8/14/20 | 1,825 | 1,807 |
| BAT Capital Corp. | 2.764% | 8/15/22 | 1,950 | 1,919 |
| BAT Capital Corp. | 3.222% | 8/15/24 | 1,625 | 1,590 |
| BAT Capital Corp. | 3.557% | 8/15/27 | 2,825 | 2,672 |
| BAT Capital Corp. | 4.390% | 8/15/37 | 2,450 | 2,212 |
| BAT Capital Corp. | 4.540% | 8/15/47 | 1,500 | 1,315 |
| Baxalta Inc. | 2.875% | 6/23/20 | 201 | 201 |
| Baxalta Inc. | 3.600% | 6/23/22 | 97 | 98 |
| Baxalta Inc. | 4.000% | 6/23/25 | 417 | 429 |
| Baxalta Inc. | 5.250% | 6/23/45 | 265 | 292 |
| Baxter International Inc. | 1.700% | 8/15/21 | 400 | 389 |
| Baxter International Inc. | 2.600% | 8/15/26 | 400 | 381 |
| Baxter International Inc. | 3.500% | 8/15/46 | 375 | 324 |
| Baylor Scott & White Holdings | 4.185% | 11/15/45 | 400 | 416 |
| Beam Suntory Inc. | 3.250% | 5/15/22 | 25 | 25 |
| Beam Suntory Inc. | 3.250% | 6/15/23 | 50 | 49 |
| Becton Dickinson & Co. | 2.404% | 6/5/20 | 800 | 794 |
| Becton Dickinson & Co. | 3.250% | 11/12/20 | 1,140 | 1,143 |
| Becton Dickinson & Co. | 3.125% | 11/8/21 | 440 | 441 |
| Becton Dickinson & Co. | 2.894% | 6/6/22 | 1,475 | 1,463 |
| Becton Dickinson & Co. | 3.300% | 3/1/23 | 225 | 221 |
| Becton Dickinson & Co. | 3.363% | 6/6/24 | 1,400 | 1,399 |
| Becton Dickinson & Co. | 3.734% | 12/15/24 | 1,386 | 1,405 |
| Becton Dickinson & Co. | 3.700% | 6/6/27 | 2,500 | 2,489 |
| Becton Dickinson & Co. | 4.875% | 5/15/44 | 175 | 173 |
| Becton Dickinson & Co. | 4.685% | 12/15/44 | 1,175 | 1,208 |
| Becton Dickinson & Co. | 4.669% | 6/6/47 | 1,100 | 1,144 |
| Becton Dickinson & Co. | 5.000% | 11/12/40 | 245 | 248 |
| Bio-Rad Laboratories Inc. | 4.875% | 12/15/20 | 325 | 335 |
| Biogen Inc. | 2.900% | 9/15/20 | 1,460 | 1,463 |
| Biogen Inc. | 3.625% | 9/15/22 | 1,125 | 1,143 |
| Biogen Inc. | 4.050% | 9/15/25 | 1,225 | 1,252 |
| Biogen Inc. | 5.200% | 9/15/45 | 1,545 | 1,629 |
| Boston Children's Hospital Corp. Revenue | 4.115% | 1/1/47 | 200 | 208 |
| Boston Scientific Corp. | 3.375% | 5/15/22 | 200 | 201 |
| Boston Scientific Corp. | 4.125% | 10/1/23 | 125 | 130 |
| Boston Scientific Corp. | 3.450% | 3/1/24 | 500 | 509 |
| Boston Scientific Corp. | 3.850% | 5/15/25 | 600 | 616 |
| Boston Scientific Corp. | 3.750% | 3/1/26 | 600 | 612 |
| Boston Scientific Corp. | 4.000% | 3/1/28 | 825 | 849 |
| Boston Scientific Corp. | 4.000% | 3/1/29 | 675 | 696 |
| Boston Scientific Corp. | 7.000% | 11/15/35 | 325 | 412 |
| Boston Scientific Corp. | 4.550% | 3/1/39 | 750 | 784 |
| Boston Scientific Corp. | 7.375% | 1/15/40 | 225 | 306 |
| Boston Scientific Corp. | 4.700% | 3/1/49 | 800 | 850 |
| Bristol-Myers Squibb Co. | 2.000% | 8/1/22 | 1,200 | 1,177 |
| Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 125 | 128 |
| Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 390 | 331 |
| Bristol-Myers Squibb Co. | 4.500% | 3/1/44 | 405 | 426 |
| Brown-Forman Corp. | 3.500% | 4/15/25 | 350 | 358 |
| Brown-Forman Corp. | 4.500% | 7/15/45 | 395 | 435 |
| Bunge Ltd. Finance Corp. | 3.000% | 9/25/22 | 475 | 468 |
| Bunge Ltd. Finance Corp. | 4.350% | 3/15/24 | 625 | 633 |
| Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 650 | 583 |
| Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 500 | 458 |
| Campbell Soup Co. | 3.300% | 3/15/21 | 500 | 503 |
| Campbell Soup Co. | 3.650% | 3/15/23 | 975 | 989 |
| Campbell Soup Co. | 3.950% | 3/15/25 | 950 | 959 |
| Campbell Soup Co. | 3.300% | 3/19/25 | 700 | 680 |
| Campbell Soup Co. | 4.150% | 3/15/28 | 1,000 | 995 |
| Campbell Soup Co. | 3.800% | 8/2/42 | 200 | 160 |
| Campbell Soup Co. | 4.800% | 3/15/48 | 675 | 630 |
| Cardinal Health Inc. | 4.625% | 12/15/20 | 590 | 606 |
| Cardinal Health Inc. | 2.616% | 6/15/22 | 975 | 956 |
| Cardinal Health Inc. | 3.200% | 3/15/23 | 325 | 323 |
| Cardinal Health Inc. | 3.079% | 6/15/24 | 575 | 560 |
| Cardinal Health Inc. | 3.750% | 9/15/25 | 225 | 225 |
| Cardinal Health Inc. | 3.410% | 6/15/27 | 885 | 838 |
| Cardinal Health Inc. | 4.600% | 3/15/43 | 400 | 366 |
| Cardinal Health Inc. | 4.500% | 11/15/44 | 250 | 223 |
| Cardinal Health Inc. | 4.900% | 9/15/45 | 450 | 426 |
| Cardinal Health Inc. | 4.368% | 6/15/47 | 500 | 438 |
| 4 Catholic Health Initiatives | 4.350% | 11/1/42 | 650 | 618 |
| Celgene Corp. | 2.875% | 8/15/20 | 1,225 | 1,223 |
| Celgene Corp. | 3.950% | 10/15/20 | 800 | 813 |
| Celgene Corp. | 2.875% | 2/19/21 | 525 | 524 |
| Celgene Corp. | 2.250% | 8/15/21 | 300 | 296 |
| Celgene Corp. | 3.250% | 8/15/22 | 750 | 757 |
| Celgene Corp. | 3.550% | 8/15/22 | 625 | 636 |
| Celgene Corp. | 2.750% | 2/15/23 | 575 | 569 |
| Celgene Corp. | 3.250% | 2/20/23 | 700 | 705 |
| Celgene Corp. | 4.000% | 8/15/23 | 450 | 466 |
| Celgene Corp. | 3.625% | 5/15/24 | 975 | 989 |
| Celgene Corp. | 3.875% | 8/15/25 | 2,195 | 2,245 |
| Celgene Corp. | 3.450% | 11/15/27 | 395 | 390 |
| Celgene Corp. | 3.900% | 2/20/28 | 1,200 | 1,223 |
| Celgene Corp. | 5.700% | 10/15/40 | 75 | 83 |
| Celgene Corp. | 5.250% | 8/15/43 | 850 | 912 |
| Celgene Corp. | 4.625% | 5/15/44 | 650 | 654 |
| Celgene Corp. | 5.000% | 8/15/45 | 1,600 | 1,690 |
| Celgene Corp. | 4.350% | 11/15/47 | 1,000 | 978 |
| Celgene Corp. | 4.550% | 2/20/48 | 750 | 760 |
| Children's Hospital Medical Center | 4.268% | 5/15/44 | 150 | 158 |
| CHRISTUS Health | 4.341% | 7/1/28 | 425 | 452 |
| Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 100 | 98 |
| Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 350 | 339 |
| Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 325 | 311 |
| City of Hope | 5.623% | 11/15/43 | 250 | 310 |
| City of Hope | 4.378% | 8/15/48 | 500 | 525 |
| Cleveland Clinic Foundation | 4.858% | 1/1/14 | 325 | 363 |
| Clorox Co. | 3.800% | 11/15/21 | 1,125 | 1,154 |
| Clorox Co. | 3.500% | 12/15/24 | 600 | 620 |
| Clorox Co. | 3.100% | 10/1/27 | 150 | 148 |
| Clorox Co. | 3.900% | 5/15/28 | 400 | 418 |
| Coca-Cola Co. | 1.875% | 10/27/20 | 750 | 743 |
| Coca-Cola Co. | 2.450% | 11/1/20 | 800 | 799 |
| Coca-Cola Co. | 3.150% | 11/15/20 | 1,052 | 1,061 |
| Coca-Cola Co. | 1.550% | 9/1/21 | 800 | 780 |
| Coca-Cola Co. | 3.300% | 9/1/21 | 1,210 | 1,230 |
| Coca-Cola Co. | 2.200% | 5/25/22 | 400 | 395 |
| Coca-Cola Co. | 3.200% | 11/1/23 | 1,650 | 1,696 |
| Coca-Cola Co. | 2.875% | 10/27/25 | 1,225 | 1,229 |
| Coca-Cola Co. | 2.550% | 6/1/26 | 325 | 316 |
| Coca-Cola Co. | 2.250% | 9/1/26 | 1,400 | 1,333 |
| Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 350 | 357 |
| Coca-Cola European Partners plc | 3.500% | 9/15/20 | 600 | 603 |
| Coca-Cola Femsa SAB de CV | 3.875% | 11/26/23 | 1,200 | 1,237 |
| Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 650 | 744 |
| Colgate-Palmolive Co. | 2.450% | 11/15/21 | 340 | 339 |
| Colgate-Palmolive Co. | 1.950% | 2/1/23 | 400 | 391 |
| Colgate-Palmolive Co. | 2.100% | 5/1/23 | 275 | 271 |
| Colgate-Palmolive Co. | 3.250% | 3/15/24 | 1,050 | 1,079 |
| Colgate-Palmolive Co. | 4.000% | 8/15/45 | 450 | 481 |
| Colgate-Palmolive Co. | 3.700% | 8/1/47 | 350 | 357 |
| CommonSpirit Health | 2.950% | 11/1/22 | 200 | 199 |
| Conagra Brands Inc. | 3.800% | 10/22/21 | 200 | 204 |
| Conagra Brands Inc. | 3.250% | 9/15/22 | 750 | 739 |
| Conagra Brands Inc. | 3.200% | 1/25/23 | 683 | 683 |
| Conagra Brands Inc. | 4.300% | 5/1/24 | 625 | 647 |
| Conagra Brands Inc. | 4.600% | 11/1/25 | 150 | 157 |
| Conagra Brands Inc. | 7.000% | 10/1/28 | 100 | 113 |
| Conagra Brands Inc. | 4.850% | 11/1/28 | 1,025 | 1,077 |
| Conagra Brands Inc. | 8.250% | 9/15/30 | 250 | 319 |
| Conagra Brands Inc. | 5.300% | 11/1/38 | 825 | 834 |
| Conagra Brands Inc. | 5.400% | 11/1/48 | 825 | 830 |
| Constellation Brands Inc. | 2.250% | 11/6/20 | 400 | 396 |
| Constellation Brands Inc. | 3.750% | 5/1/21 | 350 | 355 |
| Constellation Brands Inc. | 2.700% | 5/9/22 | 2,175 | 2,157 |
| Constellation Brands Inc. | 2.650% | 11/7/22 | 1,150 | 1,129 |
| Constellation Brands Inc. | 3.200% | 2/15/23 | 750 | 756 |
| Constellation Brands Inc. | 4.250% | 5/1/23 | 900 | 941 |
| Constellation Brands Inc. | 4.750% | 11/15/24 | 375 | 400 |
| Constellation Brands Inc. | 4.400% | 11/15/25 | 400 | 418 |
| Constellation Brands Inc. | 4.750% | 12/1/25 | 500 | 533 |
| Constellation Brands Inc. | 3.700% | 12/6/26 | 550 | 547 |
| Constellation Brands Inc. | 3.500% | 5/9/27 | 450 | 438 |
| Constellation Brands Inc. | 3.600% | 2/15/28 | 800 | 781 |
| Constellation Brands Inc. | 4.650% | 11/15/28 | 375 | 397 |
| Constellation Brands Inc. | 4.500% | 5/9/47 | 375 | 359 |
| Constellation Brands Inc. | 4.100% | 2/15/48 | 525 | 476 |
| Constellation Brands Inc. | 5.250% | 11/15/48 | 400 | 423 |
| Covidien International Finance SA | 3.200% | 6/15/22 | 1,500 | 1,527 |
| Covidien International Finance SA | 2.950% | 6/15/23 | 250 | 251 |
| CVS Health Corp. | 2.800% | 7/20/20 | 500 | 499 |
| CVS Health Corp. | 3.350% | 3/9/21 | 2,200 | 2,219 |
| CVS Health Corp. | 2.125% | 6/1/21 | 1,700 | 1,671 |
| CVS Health Corp. | 3.500% | 7/20/22 | 2,975 | 3,013 |
| CVS Health Corp. | 2.750% | 12/1/22 | 975 | 962 |
| CVS Health Corp. | 4.750% | 12/1/22 | 775 | 816 |
| CVS Health Corp. | 3.700% | 3/9/23 | 4,315 | 4,381 |
| CVS Health Corp. | 4.000% | 12/5/23 | 100 | 103 |
| CVS Health Corp. | 3.375% | 8/12/24 | 660 | 654 |
| CVS Health Corp. | 4.100% | 3/25/25 | 3,835 | 3,933 |
| CVS Health Corp. | 3.875% | 7/20/25 | 2,182 | 2,210 |
| CVS Health Corp. | 2.875% | 6/1/26 | 1,450 | 1,372 |
| CVS Health Corp. | 4.300% | 3/25/28 | 7,015 | 7,119 |
| CVS Health Corp. | 4.875% | 7/20/35 | 525 | 529 |
| CVS Health Corp. | 4.780% | 3/25/38 | 3,925 | 3,872 |
| CVS Health Corp. | 6.125% | 9/15/39 | 375 | 421 |
| CVS Health Corp. | 5.300% | 12/5/43 | 650 | 677 |
| CVS Health Corp. | 5.125% | 7/20/45 | 2,775 | 2,821 |
| CVS Health Corp. | 5.050% | 3/25/48 | 6,890 | 6,953 |
| Danaher Corp. | 2.400% | 9/15/20 | 400 | 398 |
| Danaher Corp. | 3.350% | 9/15/25 | 500 | 502 |
| Danaher Corp. | 4.375% | 9/15/45 | 325 | 334 |
| Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 300 | 305 |
| Delhaize America LLC | 9.000% | 4/15/31 | 475 | 674 |
| Diageo Capital plc | 4.828% | 7/15/20 | 500 | 514 |
| Diageo Capital plc | 2.625% | 4/29/23 | 2,000 | 1,996 |
| Diageo Capital plc | 5.875% | 9/30/36 | 250 | 312 |
| Diageo Capital plc | 3.875% | 4/29/43 | 25 | 25 |
| Diageo Investment Corp. | 2.875% | 5/11/22 | 1,400 | 1,409 |
| Diageo Investment Corp. | 7.450% | 4/15/35 | 325 | 454 |
| Diageo Investment Corp. | 4.250% | 5/11/42 | 650 | 692 |
| Dignity Health | 3.125% | 11/1/22 | 150 | 150 |
| Dignity Health | 3.812% | 11/1/24 | 100 | 102 |
| Dignity Health | 4.500% | 11/1/42 | 550 | 545 |
| Dignity Health | 5.267% | 11/1/64 | 225 | 237 |
| Duke University Health System Inc. | 3.920% | 6/1/47 | 450 | 464 |
| Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 375 | 393 |
| Eli Lilly & Co. | 2.350% | 5/15/22 | 200 | 199 |
| Eli Lilly & Co. | 2.750% | 6/1/25 | 805 | 805 |
| Eli Lilly & Co. | 3.100% | 5/15/27 | 500 | 503 |
| Eli Lilly & Co. | 3.375% | 3/15/29 | 925 | 946 |
| Eli Lilly & Co. | 3.875% | 3/15/39 | 825 | 845 |
| Eli Lilly & Co. | 3.700% | 3/1/45 | 1,200 | 1,183 |
| Eli Lilly & Co. | 3.950% | 5/15/47 | 125 | 130 |
| Eli Lilly & Co. | 3.950% | 3/15/49 | 1,200 | 1,230 |
| Eli Lilly & Co. | 4.150% | 3/15/59 | 850 | 873 |
| Estee Lauder Cos. Inc. | 1.700% | 5/10/21 | 400 | 391 |
| Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 400 | 400 |
| Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 150 | 189 |
| Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 375 | 409 |
| Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 675 | 720 |
| Express Scripts Holding Co. | 2.600% | 11/30/20 | 1,500 | 1,496 |
| Express Scripts Holding Co. | 3.300% | 2/25/21 | 675 | 679 |
| Express Scripts Holding Co. | 4.750% | 11/15/21 | 975 | 1,017 |
| Express Scripts Holding Co. | 3.900% | 2/15/22 | 1,615 | 1,655 |
| Express Scripts Holding Co. | 3.050% | 11/30/22 | 500 | 500 |
| Express Scripts Holding Co. | 3.000% | 7/15/23 | 1,375 | 1,367 |
| Express Scripts Holding Co. | 3.500% | 6/15/24 | 775 | 780 |
| Express Scripts Holding Co. | 4.500% | 2/25/26 | 1,655 | 1,729 |
| Express Scripts Holding Co. | 3.400% | 3/1/27 | 1,350 | 1,318 |
| Express Scripts Holding Co. | 6.125% | 11/15/41 | 334 | 390 |
| Express Scripts Holding Co. | 4.800% | 7/15/46 | 1,225 | 1,248 |
| Flowers Foods Inc. | 4.375% | 4/1/22 | 350 | 363 |
| Flowers Foods Inc. | 3.500% | 10/1/26 | 350 | 338 |
| Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 551 | 558 |
| Genentech Inc. | 5.250% | 7/15/35 | 200 | 236 |
| General Mills Inc. | 3.150% | 12/15/21 | 775 | 780 |
| General Mills Inc. | 2.600% | 10/12/22 | 450 | 445 |
| General Mills Inc. | 3.700% | 10/17/23 | 2,250 | 2,307 |
| General Mills Inc. | 3.650% | 2/15/24 | 325 | 328 |
| General Mills Inc. | 3.200% | 2/10/27 | 375 | 364 |
| General Mills Inc. | 4.200% | 4/17/28 | 1,150 | 1,193 |
| General Mills Inc. | 4.550% | 4/17/38 | 400 | 396 |
| General Mills Inc. | 5.400% | 6/15/40 | 345 | 377 |
| General Mills Inc. | 4.700% | 4/17/48 | 850 | 843 |
| Gilead Sciences Inc. | 2.550% | 9/1/20 | 975 | 974 |
| Gilead Sciences Inc. | 4.500% | 4/1/21 | 775 | 801 |
| Gilead Sciences Inc. | 4.400% | 12/1/21 | 2,927 | 3,044 |
| Gilead Sciences Inc. | 3.250% | 9/1/22 | 625 | 637 |
| Gilead Sciences Inc. | 2.500% | 9/1/23 | 1,025 | 1,012 |
| Gilead Sciences Inc. | 3.700% | 4/1/24 | 1,855 | 1,916 |
| Gilead Sciences Inc. | 3.500% | 2/1/25 | 1,145 | 1,168 |
| Gilead Sciences Inc. | 3.650% | 3/1/26 | 4,215 | 4,295 |
| Gilead Sciences Inc. | 2.950% | 3/1/27 | 175 | 170 |
| Gilead Sciences Inc. | 4.600% | 9/1/35 | 850 | 892 |
| Gilead Sciences Inc. | 5.650% | 12/1/41 | 850 | 981 |
| Gilead Sciences Inc. | 4.800% | 4/1/44 | 1,400 | 1,466 |
| Gilead Sciences Inc. | 4.500% | 2/1/45 | 1,025 | 1,029 |
| Gilead Sciences Inc. | 4.750% | 3/1/46 | 1,325 | 1,385 |
| Gilead Sciences Inc. | 4.150% | 3/1/47 | 1,925 | 1,848 |
| GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 75 | 75 |
| GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 1,050 | 1,076 |
| GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 1,350 | 1,395 |
| GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 1,750 | 1,830 |
| GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 180 | 216 |
| GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 2,295 | 3,040 |
| GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 300 | 314 |
| GlaxoSmithKline Capital plc | 3.125% | 5/14/21 | 1,700 | 1,716 |
| GlaxoSmithKline Capital plc | 2.850% | 5/8/22 | 450 | 452 |
| GlaxoSmithKline Capital plc | 2.875% | 6/1/22 | 2,000 | 2,012 |
| GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 500 | 503 |
| GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 625 | 631 |
| Hackensack Meridian Health | 4.500% | 7/1/57 | 225 | 243 |
| Hackensack Meridian Health | 4.211% | 7/1/48 | 500 | 532 |
| Hasbro Inc. | 3.150% | 5/15/21 | 200 | 200 |
| Hasbro Inc. | 6.350% | 3/15/40 | 400 | 439 |
| Hasbro Inc. | 5.100% | 5/15/44 | 350 | 338 |
| HCA Inc. | 4.750% | 5/1/23 | 1,075 | 1,129 |
| HCA Inc. | 5.000% | 3/15/24 | 325 | 345 |
| HCA Inc. | 5.250% | 4/15/25 | 1,350 | 1,450 |
| HCA Inc. | 5.250% | 6/15/26 | 650 | 696 |
| HCA Inc. | 4.500% | 2/15/27 | 125 | 129 |
| HCA Inc. | 5.500% | 6/15/47 | 1,225 | 1,305 |
| Hershey Co. | 2.900% | 5/15/20 | 300 | 301 |
| Hershey Co. | 4.125% | 12/1/20 | 215 | 220 |
| Hershey Co. | 3.100% | 5/15/21 | 400 | 404 |
| Hershey Co. | 2.625% | 5/1/23 | 250 | 249 |
| Hershey Co. | 3.375% | 5/15/23 | 825 | 855 |
| Hershey Co. | 3.200% | 8/21/25 | 245 | 250 |
| Hershey Co. | 2.300% | 8/15/26 | 425 | 405 |
| Hillshire Brands Co. | 4.100% | 9/15/20 | 175 | 178 |
| Indiana University Health Inc. Obligated | ||||
| Group | 3.970% | 11/1/48 | 500 | 520 |
| Ingredion Inc. | 4.625% | 11/1/20 | 50 | 51 |
| Ingredion Inc. | 3.200% | 10/1/26 | 400 | 381 |
| JM Smucker Co. | 3.500% | 10/15/21 | 735 | 743 |
| JM Smucker Co. | 3.000% | 3/15/22 | 250 | 250 |
| JM Smucker Co. | 3.500% | 3/15/25 | 700 | 700 |
| JM Smucker Co. | 3.375% | 12/15/27 | 500 | 488 |
| JM Smucker Co. | 4.250% | 3/15/35 | 400 | 383 |
| JM Smucker Co. | 4.375% | 3/15/45 | 635 | 595 |
| Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 350 | 354 |
| Johnson & Johnson | 2.950% | 9/1/20 | 400 | 403 |
| Johnson & Johnson | 1.950% | 11/10/20 | 400 | 397 |
| Johnson & Johnson | 1.650% | 3/1/21 | 750 | 740 |
| Johnson & Johnson | 2.450% | 12/5/21 | 200 | 200 |
| Johnson & Johnson | 2.250% | 3/3/22 | 1,425 | 1,419 |
| Johnson & Johnson | 2.050% | 3/1/23 | 800 | 791 |
| Johnson & Johnson | 6.730% | 11/15/23 | 245 | 288 |
| Johnson & Johnson | 3.375% | 12/5/23 | 650 | 674 |
| Johnson & Johnson | 2.625% | 1/15/25 | 600 | 599 |
| Johnson & Johnson | 2.450% | 3/1/26 | 1,600 | 1,564 |
| Johnson & Johnson | 2.950% | 3/3/27 | 875 | 879 |
| Johnson & Johnson | 2.900% | 1/15/28 | 800 | 797 |
| Johnson & Johnson | 6.950% | 9/1/29 | 250 | 334 |
| Johnson & Johnson | 4.950% | 5/15/33 | 550 | 650 |
| Johnson & Johnson | 4.375% | 12/5/33 | 700 | 787 |
| Johnson & Johnson | 3.550% | 3/1/36 | 350 | 352 |
| Johnson & Johnson | 3.625% | 3/3/37 | 1,250 | 1,269 |
| Johnson & Johnson | 5.950% | 8/15/37 | 645 | 841 |
| Johnson & Johnson | 3.400% | 1/15/38 | 800 | 788 |
| Johnson & Johnson | 5.850% | 7/15/38 | 325 | 417 |
| Johnson & Johnson | 4.500% | 9/1/40 | 419 | 472 |
| Johnson & Johnson | 4.500% | 12/5/43 | 550 | 627 |
| Johnson & Johnson | 3.700% | 3/1/46 | 1,675 | 1,698 |
| Johnson & Johnson | 3.750% | 3/3/47 | 975 | 995 |
| Johnson & Johnson | 3.500% | 1/15/48 | 900 | 878 |
| Kaiser Foundation Hospitals | 3.500% | 4/1/22 | 175 | 179 |
| Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 475 | 477 |
| Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 925 | 1,069 |
| Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 675 | 712 |
| Kellogg Co. | 4.000% | 12/15/20 | 570 | 581 |
| Kellogg Co. | 3.250% | 5/14/21 | 325 | 328 |
| Kellogg Co. | 2.650% | 12/1/23 | 250 | 244 |
| Kellogg Co. | 3.250% | 4/1/26 | 950 | 927 |
| Kellogg Co. | 3.400% | 11/15/27 | 950 | 913 |
| Kellogg Co. | 4.300% | 5/15/28 | 375 | 385 |
| Kellogg Co. | 7.450% | 4/1/31 | 200 | 256 |
| Kellogg Co. | 4.500% | 4/1/46 | 625 | 590 |
| 7 Keurig Dr Pepper Inc. | 3.551% | 5/25/21 | 850 | 859 |
| 7 Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 1,600 | 1,647 |
| Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 1,350 | 1,339 |
| 7 Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 775 | 804 |
| Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 250 | 244 |
| Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 325 | 296 |
| Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 475 | 461 |
| 7 Keurig Dr Pepper Inc. | 4.597% | 5/25/28 | 1,300 | 1,352 |
| Keurig Dr Pepper Inc. | 7.450% | 5/1/38 | 41 | 52 |
| 7 Keurig Dr Pepper Inc. | 4.985% | 5/25/38 | 425 | 433 |
| Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 825 | 754 |
| Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 325 | 296 |
| 7 Keurig Dr Pepper Inc. | 5.085% | 5/25/48 | 375 | 386 |
| Kimberly-Clark Corp. | 1.850% | 3/1/20 | 1,103 | 1,095 |
| Kimberly-Clark Corp. | 3.625% | 8/1/20 | 250 | 253 |
| Kimberly-Clark Corp. | 3.875% | 3/1/21 | 560 | 571 |
| Kimberly-Clark Corp. | 2.400% | 3/1/22 | 250 | 248 |
| Kimberly-Clark Corp. | 2.400% | 6/1/23 | 150 | 148 |
| Kimberly-Clark Corp. | 3.050% | 8/15/25 | 100 | 101 |
| Kimberly-Clark Corp. | 2.750% | 2/15/26 | 350 | 343 |
| Kimberly-Clark Corp. | 3.950% | 11/1/28 | 375 | 400 |
| Kimberly-Clark Corp. | 5.300% | 3/1/41 | 700 | 848 |
| Kimberly-Clark Corp. | 3.700% | 6/1/43 | 175 | 171 |
| Kimberly-Clark Corp. | 3.200% | 7/30/46 | 600 | 548 |
| Kimberly-Clark Corp. | 3.900% | 5/4/47 | 100 | 103 |
| Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 153 | 170 |
| Koninklijke Philips NV | 6.875% | 3/11/38 | 300 | 400 |
| Koninklijke Philips NV | 5.000% | 3/15/42 | 535 | 598 |
| Kraft Foods Group Inc. | 6.875% | 1/26/39 | 825 | 935 |
| Kraft Foods Group Inc. | 6.500% | 2/9/40 | 600 | 653 |
| Kraft Foods Group Inc. | 5.000% | 6/4/42 | 1,755 | 1,661 |
| Kraft Heinz Foods Co. | 2.800% | 7/2/20 | 2,500 | 2,494 |
| Kraft Heinz Foods Co. | 3.500% | 7/15/22 | 720 | 727 |
| Kraft Heinz Foods Co. | 4.000% | 6/15/23 | 1,278 | 1,315 |
| Kraft Heinz Foods Co. | 3.950% | 7/15/25 | 1,625 | 1,638 |
| Kraft Heinz Foods Co. | 3.000% | 6/1/26 | 1,625 | 1,523 |
| Kraft Heinz Foods Co. | 4.625% | 1/30/29 | 1,025 | 1,053 |
| Kraft Heinz Foods Co. | 5.000% | 7/15/35 | 825 | 811 |
| Kraft Heinz Foods Co. | 5.200% | 7/15/45 | 1,375 | 1,326 |
| Kraft Heinz Foods Co. | 4.375% | 6/1/46 | 1,975 | 1,713 |
| Kroger Co. | 3.300% | 1/15/21 | 700 | 704 |
| Kroger Co. | 2.600% | 2/1/21 | 200 | 199 |
| Kroger Co. | 2.950% | 11/1/21 | 1,935 | 1,938 |
| Kroger Co. | 3.850% | 8/1/23 | 325 | 334 |
| Kroger Co. | 4.000% | 2/1/24 | 400 | 412 |
| Kroger Co. | 2.650% | 10/15/26 | 750 | 691 |
| Kroger Co. | 3.700% | 8/1/27 | 100 | 98 |
| Kroger Co. | 7.700% | 6/1/29 | 200 | 246 |
| Kroger Co. | 8.000% | 9/15/29 | 750 | 933 |
| Kroger Co. | 6.900% | 4/15/38 | 300 | 361 |
| Kroger Co. | 5.400% | 7/15/40 | 250 | 255 |
| Kroger Co. | 5.000% | 4/15/42 | 350 | 337 |
| Kroger Co. | 5.150% | 8/1/43 | 350 | 344 |
| Kroger Co. | 3.875% | 10/15/46 | 325 | 270 |
| Kroger Co. | 4.450% | 2/1/47 | 850 | 771 |
| Kroger Co. | 4.650% | 1/15/48 | 425 | 396 |
| Laboratory Corp. of America Holdings | 3.200% | 2/1/22 | 375 | 377 |
| Laboratory Corp. of America Holdings | 3.750% | 8/23/22 | 225 | 230 |
| Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 500 | 497 |
| Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 825 | 821 |
| Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 450 | 447 |
| Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 750 | 732 |
| Life Technologies Corp. | 5.000% | 1/15/21 | 375 | 386 |
| 4 Mayo Clinic | 3.774% | 11/15/43 | 625 | 626 |
| 4 Mayo Clinic | 4.000% | 11/15/47 | 150 | 153 |
| 4 Mayo Clinic | 4.128% | 11/15/52 | 125 | 131 |
| McCormick & Co. Inc. | 3.900% | 7/15/21 | 100 | 102 |
| McCormick & Co. Inc. | 3.150% | 8/15/24 | 600 | 599 |
| McCormick & Co. Inc. | 3.400% | 8/15/27 | 600 | 587 |
| McKesson Corp. | 3.650% | 11/30/20 | 725 | 735 |
| McKesson Corp. | 2.700% | 12/15/22 | 2,370 | 2,342 |
| McKesson Corp. | 3.796% | 3/15/24 | 100 | 102 |
| McKesson Corp. | 3.950% | 2/16/28 | 150 | 150 |
| Mead Johnson Nutrition Co. | 3.000% | 11/15/20 | 500 | 501 |
| Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 475 | 504 |
| Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 390 | 483 |
| Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 325 | 357 |
| Medco Health Solutions Inc. | 4.125% | 9/15/20 | 410 | 417 |
| Medtronic Global Holdings SCA | 3.350% | 4/1/27 | 200 | 203 |
| Medtronic Inc. | 4.125% | 3/15/21 | 410 | 422 |
| Medtronic Inc. | 3.125% | 3/15/22 | 500 | 511 |
| Medtronic Inc. | 3.150% | 3/15/22 | 2,950 | 3,004 |
| Medtronic Inc. | 3.625% | 3/15/24 | 850 | 883 |
| Medtronic Inc. | 3.500% | 3/15/25 | 3,285 | 3,384 |
| Medtronic Inc. | 4.375% | 3/15/35 | 1,992 | 2,170 |
| Medtronic Inc. | 4.625% | 3/15/45 | 1,077 | 1,232 |
| Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 100 | 119 |
| Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 450 | 467 |
| Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 150 | 159 |
| Merck & Co. Inc. | 3.875% | 1/15/21 | 625 | 639 |
| Merck & Co. Inc. | 2.350% | 2/10/22 | 100 | 100 |
| Merck & Co. Inc. | 2.400% | 9/15/22 | 925 | 921 |
| Merck & Co. Inc. | 2.800% | 5/18/23 | 2,000 | 2,023 |
| Merck & Co. Inc. | 2.900% | 3/7/24 | 800 | 810 |
| Merck & Co. Inc. | 2.750% | 2/10/25 | 2,250 | 2,255 |
| Merck & Co. Inc. | 3.400% | 3/7/29 | 1,750 | 1,796 |
| Merck & Co. Inc. | 6.500% | 12/1/33 | 525 | 707 |
| Merck & Co. Inc. | 3.900% | 3/7/39 | 600 | 619 |
| Merck & Co. Inc. | 3.600% | 9/15/42 | 375 | 366 |
| Merck & Co. Inc. | 4.150% | 5/18/43 | 805 | 854 |
| Merck & Co. Inc. | 3.700% | 2/10/45 | 1,420 | 1,413 |
| Merck & Co. Inc. | 4.000% | 3/7/49 | 1,600 | 1,663 |
| Mercy Health | 4.302% | 7/1/28 | 175 | 188 |
| Molson Coors Brewing Co. | 2.100% | 7/15/21 | 775 | 760 |
| Molson Coors Brewing Co. | 3.500% | 5/1/22 | 75 | 76 |
| Molson Coors Brewing Co. | 3.000% | 7/15/26 | 1,650 | 1,560 |
| Molson Coors Brewing Co. | 5.000% | 5/1/42 | 700 | 686 |
| Molson Coors Brewing Co. | 4.200% | 7/15/46 | 1,485 | 1,317 |
| Mondelez International Inc. | 3.625% | 2/13/26 | 350 | 353 |
| Mondelez International Inc. | 4.625% | 5/7/48 | 250 | 251 |
| 4 Montefiore Obligated Group | 5.246% | 11/1/48 | 500 | 522 |
| 4 Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 200 | 195 |
| Mylan Inc. | 4.200% | 11/29/23 | 705 | 723 |
| Mylan Inc. | 4.550% | 4/15/28 | 575 | 561 |
| Mylan Inc. | 5.400% | 11/29/43 | 550 | 515 |
| Mylan Inc. | 5.200% | 4/15/48 | 600 | 546 |
| Mylan NV | 3.150% | 6/15/21 | 975 | 969 |
| Mylan NV | 3.950% | 6/15/26 | 1,000 | 954 |
| Mylan NV | 5.250% | 6/15/46 | 775 | 700 |
| New York & Presbyterian Hospital | 4.024% | 8/1/45 | 480 | 502 |
| New York & Presbyterian Hospital | 4.063% | 8/1/56 | 425 | 437 |
| Newell Brands Inc. | 3.850% | 4/1/23 | 1,435 | 1,418 |
| Newell Brands Inc. | 4.000% | 12/1/24 | 400 | 385 |
| Newell Brands Inc. | 4.200% | 4/1/26 | 1,525 | 1,455 |
| Newell Brands Inc. | 5.375% | 4/1/36 | 887 | 805 |
| Newell Brands Inc. | 5.500% | 4/1/46 | 435 | 389 |
| Northwell Healthcare Inc. | 3.979% | 11/1/46 | 525 | 509 |
| Northwell Healthcare Inc. | 4.260% | 11/1/47 | 850 | 857 |
| Novartis Capital Corp. | 4.400% | 4/24/20 | 725 | 738 |
| Novartis Capital Corp. | 2.400% | 5/17/22 | 1,500 | 1,489 |
| Novartis Capital Corp. | 2.400% | 9/21/22 | 1,150 | 1,142 |
| Novartis Capital Corp. | 3.400% | 5/6/24 | 1,000 | 1,035 |
| Novartis Capital Corp. | 3.000% | 11/20/25 | 900 | 915 |
| Novartis Capital Corp. | 3.100% | 5/17/27 | 900 | 905 |
| Novartis Capital Corp. | 3.700% | 9/21/42 | 525 | 519 |
| Novartis Capital Corp. | 4.400% | 5/6/44 | 1,575 | 1,741 |
| Novartis Capital Corp. | 4.000% | 11/20/45 | 1,025 | 1,066 |
| NYU Hospitals Center | 4.784% | 7/1/44 | 325 | 362 |
| 4 NYU Hospitals Center | 4.368% | 7/1/47 | 425 | 450 |
| Orlando Health Obligated Group | 4.089% | 10/1/48 | 225 | 225 |
| Partners Healthcare System Inc. | 3.765% | 7/1/48 | 150 | 144 |
| Partners Healthcare System Inc. | 4.117% | 7/1/55 | 275 | 277 |
| PeaceHealth Obligated Group | 4.787% | 11/15/48 | 300 | 340 |
| PepsiCo Inc. | 1.850% | 4/30/20 | 1,475 | 1,464 |
| PepsiCo Inc. | 2.150% | 10/14/20 | 1,075 | 1,070 |
| PepsiCo Inc. | 3.125% | 11/1/20 | 30 | 30 |
| PepsiCo Inc. | 2.000% | 4/15/21 | 100 | 99 |
| PepsiCo Inc. | 3.000% | 8/25/21 | 1,070 | 1,082 |
| PepsiCo Inc. | 1.700% | 10/6/21 | 300 | 294 |
| PepsiCo Inc. | 2.750% | 3/5/22 | 1,650 | 1,665 |
| PepsiCo Inc. | 2.250% | 5/2/22 | 275 | 273 |
| PepsiCo Inc. | 2.750% | 3/1/23 | 1,000 | 1,008 |
| PepsiCo Inc. | 3.600% | 3/1/24 | 1,675 | 1,747 |
| PepsiCo Inc. | 2.750% | 4/30/25 | 1,725 | 1,728 |
| PepsiCo Inc. | 3.500% | 7/17/25 | 1,425 | 1,477 |
| PepsiCo Inc. | 3.000% | 10/15/27 | 1,800 | 1,790 |
| PepsiCo Inc. | 4.000% | 3/5/42 | 541 | 563 |
| PepsiCo Inc. | 3.600% | 8/13/42 | 725 | 712 |
| PepsiCo Inc. | 4.250% | 10/22/44 | 875 | 945 |
| PepsiCo Inc. | 4.600% | 7/17/45 | 435 | 494 |
| PepsiCo Inc. | 4.450% | 4/14/46 | 1,075 | 1,198 |
| PepsiCo Inc. | 3.450% | 10/6/46 | 1,175 | 1,134 |
| PepsiCo Inc. | 4.000% | 5/2/47 | 450 | 469 |
| PerkinElmer Inc. | 5.000% | 11/15/21 | 615 | 642 |
| Perrigo Finance Unlimited Co. | 3.500% | 12/15/21 | 811 | 793 |
| Perrigo Finance Unlimited Co. | 3.900% | 12/15/24 | 600 | 581 |
| Perrigo Finance Unlimited Co. | 4.375% | 3/15/26 | 375 | 365 |
| Perrigo Finance Unlimited Co. | 4.900% | 12/15/44 | 278 | 233 |
| Pfizer Inc. | 1.950% | 6/3/21 | 900 | 888 |
| Pfizer Inc. | 3.000% | 9/15/21 | 600 | 607 |
| Pfizer Inc. | 2.200% | 12/15/21 | 825 | 819 |
| Pfizer Inc. | 2.800% | 3/11/22 | 750 | 757 |
| Pfizer Inc. | 3.000% | 6/15/23 | 1,136 | 1,156 |
| Pfizer Inc. | 3.200% | 9/15/23 | 475 | 486 |
| Pfizer Inc. | 2.950% | 3/15/24 | 500 | 506 |
| Pfizer Inc. | 3.400% | 5/15/24 | 200 | 207 |
| Pfizer Inc. | 2.750% | 6/3/26 | 800 | 788 |
| Pfizer Inc. | 3.000% | 12/15/26 | 2,350 | 2,351 |
| Pfizer Inc. | 3.600% | 9/15/28 | 600 | 625 |
| Pfizer Inc. | 3.450% | 3/15/29 | 1,200 | 1,232 |
| Pfizer Inc. | 4.000% | 12/15/36 | 1,050 | 1,085 |
| Pfizer Inc. | 4.100% | 9/15/38 | 600 | 630 |
| Pfizer Inc. | 3.900% | 3/15/39 | 1,250 | 1,284 |
| Pfizer Inc. | 7.200% | 3/15/39 | 1,015 | 1,464 |
| Pfizer Inc. | 4.300% | 6/15/43 | 750 | 797 |
| Pfizer Inc. | 4.400% | 5/15/44 | 925 | 1,003 |
| Pfizer Inc. | 4.125% | 12/15/46 | 1,175 | 1,234 |
| Pfizer Inc. | 4.200% | 9/15/48 | 875 | 929 |
| Pfizer Inc. | 4.000% | 3/15/49 | 1,600 | 1,654 |
| Philip Morris International Inc. | 1.875% | 2/25/21 | 475 | 468 |
| Philip Morris International Inc. | 4.125% | 5/17/21 | 195 | 200 |
| Philip Morris International Inc. | 2.375% | 8/17/22 | 550 | 543 |
| Philip Morris International Inc. | 2.500% | 11/2/22 | 1,600 | 1,586 |
| Philip Morris International Inc. | 2.625% | 3/6/23 | 550 | 545 |
| Philip Morris International Inc. | 2.125% | 5/10/23 | 450 | 438 |
| Philip Morris International Inc. | 3.600% | 11/15/23 | 940 | 967 |
| Philip Morris International Inc. | 3.250% | 11/10/24 | 875 | 888 |
| Philip Morris International Inc. | 3.375% | 8/11/25 | 675 | 681 |
| Philip Morris International Inc. | 2.750% | 2/25/26 | 1,205 | 1,173 |
| Philip Morris International Inc. | 3.125% | 8/17/27 | 425 | 416 |
| Philip Morris International Inc. | 3.125% | 3/2/28 | 400 | 389 |
| Philip Morris International Inc. | 6.375% | 5/16/38 | 575 | 709 |
| Philip Morris International Inc. | 4.375% | 11/15/41 | 1,175 | 1,143 |
| Philip Morris International Inc. | 4.500% | 3/20/42 | 575 | 568 |
| Philip Morris International Inc. | 3.875% | 8/21/42 | 75 | 69 |
| Philip Morris International Inc. | 4.125% | 3/4/43 | 850 | 797 |
| Philip Morris International Inc. | 4.875% | 11/15/43 | 800 | 834 |
| Philip Morris International Inc. | 4.250% | 11/10/44 | 1,050 | 1,019 |
| 4 Procter & Gamble - Esop | 9.360% | 1/1/21 | 262 | 278 |
| Procter & Gamble Co. | 1.900% | 10/23/20 | 675 | 670 |
| Procter & Gamble Co. | 1.850% | 2/2/21 | 400 | 395 |
| Procter & Gamble Co. | 1.700% | 11/3/21 | 1,000 | 980 |
| Procter & Gamble Co. | 3.100% | 8/15/23 | 1,025 | 1,050 |
| Procter & Gamble Co. | 2.700% | 2/2/26 | 300 | 299 |
| Procter & Gamble Co. | 2.450% | 11/3/26 | 800 | 780 |
| Procter & Gamble Co. | 3.500% | 10/25/47 | 600 | 600 |
| Providence St. Joseph Health Obligated | ||||
| Group | 2.746% | 10/1/26 | 125 | 120 |
| 4 Providence St. Joseph Health Obligated | ||||
| Group | 3.744% | 10/1/47 | 325 | 311 |
| 4 Providence St. Joseph Health Obligated | ||||
| Group | 3.930% | 10/1/48 | 400 | 402 |
| Quest Diagnostics Inc. | 4.250% | 4/1/24 | 300 | 310 |
| Quest Diagnostics Inc. | 3.500% | 3/30/25 | 250 | 250 |
| Quest Diagnostics Inc. | 3.450% | 6/1/26 | 425 | 421 |
| Quest Diagnostics Inc. | 4.200% | 6/30/29 | 1,000 | 1,024 |
| Quest Diagnostics Inc. | 5.750% | 1/30/40 | 61 | 67 |
| Quest Diagnostics Inc. | 4.700% | 3/30/45 | 200 | 199 |
| Reynolds American Inc. | 3.250% | 6/12/20 | 825 | 827 |
| Reynolds American Inc. | 4.000% | 6/12/22 | 600 | 611 |
| Reynolds American Inc. | 4.850% | 9/15/23 | 250 | 263 |
| Reynolds American Inc. | 4.450% | 6/12/25 | 2,231 | 2,288 |
| Reynolds American Inc. | 5.700% | 8/15/35 | 650 | 670 |
| Reynolds American Inc. | 8.125% | 5/1/40 | 400 | 494 |
| Reynolds American Inc. | 7.000% | 8/4/41 | 150 | 167 |
| Reynolds American Inc. | 5.850% | 8/15/45 | 1,785 | 1,831 |
| RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 350 | 343 |
| Sanofi | 4.000% | 3/29/21 | 1,360 | 1,398 |
| Sanofi | 3.375% | 6/19/23 | 1,050 | 1,079 |
| Sanofi | 3.625% | 6/19/28 | 1,000 | 1,038 |
| Shire Acquisitions Investments Ireland DAC | 2.400% | 9/23/21 | 2,650 | 2,619 |
| Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 2,350 | 2,312 |
| Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 2,335 | 2,254 |
| SSM Health Care Corp. | 3.688% | 6/1/23 | 725 | 744 |
| SSM Health Care Corp. | 3.823% | 6/1/27 | 375 | 381 |
| Stanford Health Care | 3.795% | 11/15/48 | 450 | 453 |
| Stryker Corp. | 2.625% | 3/15/21 | 625 | 624 |
| Stryker Corp. | 3.375% | 5/15/24 | 1,000 | 1,024 |
| Stryker Corp. | 3.375% | 11/1/25 | 500 | 506 |
| Stryker Corp. | 3.500% | 3/15/26 | 890 | 899 |
| Stryker Corp. | 3.650% | 3/7/28 | 450 | 461 |
| Stryker Corp. | 4.100% | 4/1/43 | 325 | 319 |
| Stryker Corp. | 4.375% | 5/15/44 | 275 | 281 |
| Stryker Corp. | 4.625% | 3/15/46 | 455 | 483 |
| Sutter Health | 3.695% | 8/15/28 | 300 | 309 |
| Sutter Health | 4.091% | 8/15/48 | 375 | 387 |
| Sysco Corp. | 2.600% | 10/1/20 | 425 | 423 |
| Sysco Corp. | 2.500% | 7/15/21 | 300 | 297 |
| Sysco Corp. | 2.600% | 6/12/22 | 346 | 342 |
| Sysco Corp. | 3.750% | 10/1/25 | 425 | 436 |
| Sysco Corp. | 3.300% | 7/15/26 | 975 | 965 |
| Sysco Corp. | 3.250% | 7/15/27 | 1,675 | 1,634 |
| Sysco Corp. | 4.850% | 10/1/45 | 125 | 134 |
| Sysco Corp. | 4.500% | 4/1/46 | 550 | 557 |
| Sysco Corp. | 4.450% | 3/15/48 | 425 | 431 |
| 7 Takeda Pharmaceutical Co. Ltd. | 3.800% | 11/26/20 | 800 | 812 |
| 7 Takeda Pharmaceutical Co. Ltd. | 4.000% | 11/26/21 | 850 | 868 |
| 7 Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 850 | 889 |
| 7 Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 1,460 | 1,577 |
| 4 Texas Health Resources | 4.330% | 11/15/55 | 100 | 107 |
| Thermo Fisher Scientific Inc. | 4.500% | 3/1/21 | 500 | 515 |
| Thermo Fisher Scientific Inc. | 3.600% | 8/15/21 | 700 | 711 |
| Thermo Fisher Scientific Inc. | 3.300% | 2/15/22 | 600 | 608 |
| Thermo Fisher Scientific Inc. | 3.150% | 1/15/23 | 2,575 | 2,586 |
| Thermo Fisher Scientific Inc. | 3.000% | 4/15/23 | 475 | 474 |
| Thermo Fisher Scientific Inc. | 3.650% | 12/15/25 | 300 | 307 |
| Thermo Fisher Scientific Inc. | 2.950% | 9/19/26 | 800 | 770 |
| Thermo Fisher Scientific Inc. | 3.200% | 8/15/27 | 650 | 634 |
| Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 350 | 400 |
| Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 400 | 397 |
| Toledo Hospital | 5.325% | 11/15/28 | 275 | 291 |
| Trinity Health Corp. | 4.125% | 12/1/45 | 450 | 456 |
| Tupperware Brands Corp. | 4.750% | 6/1/21 | 430 | 440 |
| Tyson Foods Inc. | 2.250% | 8/23/21 | 50 | 49 |
| Tyson Foods Inc. | 4.500% | 6/15/22 | 725 | 755 |
| Tyson Foods Inc. | 3.900% | 9/28/23 | 475 | 483 |
| Tyson Foods Inc. | 3.950% | 8/15/24 | 1,125 | 1,158 |
| Tyson Foods Inc. | 3.550% | 6/2/27 | 1,025 | 1,007 |
| Tyson Foods Inc. | 4.350% | 3/1/29 | 800 | 827 |
| Tyson Foods Inc. | 4.875% | 8/15/34 | 425 | 442 |
| Tyson Foods Inc. | 5.150% | 8/15/44 | 350 | 353 |
| Tyson Foods Inc. | 4.550% | 6/2/47 | 450 | 425 |
| Tyson Foods Inc. | 5.100% | 9/28/48 | 1,250 | 1,275 |
| Unilever Capital Corp. | 2.100% | 7/30/20 | 725 | 720 |
| Unilever Capital Corp. | 4.250% | 2/10/21 | 805 | 830 |
| Unilever Capital Corp. | 2.750% | 3/22/21 | 500 | 502 |
| Unilever Capital Corp. | 1.375% | 7/28/21 | 400 | 389 |
| Unilever Capital Corp. | 3.000% | 3/7/22 | 450 | 455 |
| Unilever Capital Corp. | 3.250% | 3/7/24 | 2,600 | 2,649 |
| Unilever Capital Corp. | 2.600% | 5/5/24 | 875 | 863 |
| Unilever Capital Corp. | 3.100% | 7/30/25 | 550 | 553 |
| Unilever Capital Corp. | 2.000% | 7/28/26 | 550 | 511 |
| Unilever Capital Corp. | 3.500% | 3/22/28 | 1,250 | 1,283 |
| Whirlpool Corp. | 4.850% | 6/15/21 | 200 | 207 |
| Whirlpool Corp. | 4.700% | 6/1/22 | 775 | 807 |
| Whirlpool Corp. | 4.000% | 3/1/24 | 275 | 282 |
| Whirlpool Corp. | 3.700% | 5/1/25 | 400 | 401 |
| Whirlpool Corp. | 4.750% | 2/26/29 | 500 | 514 |
| Whirlpool Corp. | 4.500% | 6/1/46 | 488 | 432 |
| Wyeth LLC | 7.250% | 3/1/23 | 350 | 408 |
| Wyeth LLC | 6.450% | 2/1/24 | 3,280 | 3,821 |
| Wyeth LLC | 6.500% | 2/1/34 | 500 | 671 |
| Wyeth LLC | 6.000% | 2/15/36 | 410 | 517 |
| Wyeth LLC | 5.950% | 4/1/37 | 1,655 | 2,106 |
| Zeneca Wilmington Inc. | 7.000% | 11/15/23 | 600 | 695 |
| Zimmer Biomet Holdings Inc. | 2.700% | 4/1/20 | 1,950 | 1,943 |
| Zimmer Biomet Holdings Inc. | 3.375% | 11/30/21 | 770 | 779 |
| Zimmer Biomet Holdings Inc. | 3.150% | 4/1/22 | 650 | 649 |
| Zimmer Biomet Holdings Inc. | 3.700% | 3/19/23 | 225 | 227 |
| Zimmer Biomet Holdings Inc. | 3.550% | 4/1/25 | 1,375 | 1,352 |
| Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 200 | 216 |
| Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 430 | 406 |
| Zoetis Inc. | 3.450% | 11/13/20 | 325 | 328 |
| Zoetis Inc. | 3.250% | 8/20/21 | 250 | 252 |
| Zoetis Inc. | 3.250% | 2/1/23 | 1,475 | 1,488 |
| Zoetis Inc. | 4.500% | 11/13/25 | 350 | 369 |
| Zoetis Inc. | 3.000% | 9/12/27 | 700 | 673 |
| Zoetis Inc. | 3.900% | 8/20/28 | 400 | 408 |
| Zoetis Inc. | 4.700% | 2/1/43 | 825 | 876 |
| Zoetis Inc. | 3.950% | 9/12/47 | 450 | 431 |
| Zoetis Inc. | 4.450% | 8/20/48 | 325 | 334 |
| Energy (1.0%) | ||||
| Anadarko Finance Co. | 7.500% | 5/1/31 | 500 | 615 |
| Anadarko Petroleum Corp. | 4.850% | 3/15/21 | 160 | 166 |
| Anadarko Petroleum Corp. | 5.550% | 3/15/26 | 1,650 | 1,799 |
| Anadarko Petroleum Corp. | 6.450% | 9/15/36 | 1,000 | 1,152 |
| Anadarko Petroleum Corp. | 7.950% | 6/15/39 | 125 | 159 |
| Anadarko Petroleum Corp. | 6.200% | 3/15/40 | 1,290 | 1,453 |
| Anadarko Petroleum Corp. | 4.500% | 7/15/44 | 1,275 | 1,200 |
| Andeavor Logistics LP / Tesoro Logistics | ||||
| Finance Corp. | 3.500% | 12/1/22 | 150 | 151 |
| Andeavor Logistics LP / Tesoro Logistics | ||||
| Finance Corp. | 4.250% | 12/1/27 | 1,510 | 1,521 |
| Andeavor Logistics LP / Tesoro Logistics | ||||
| Finance Corp. | 5.200% | 12/1/47 | 400 | 400 |
| Apache Corp. | 3.625% | 2/1/21 | 163 | 165 |
| Apache Corp. | 3.250% | 4/15/22 | 678 | 678 |
| Apache Corp. | 2.625% | 1/15/23 | 87 | 85 |
| Apache Corp. | 4.375% | 10/15/28 | 850 | 855 |
| Apache Corp. | 7.750% | 12/15/29 | 225 | 277 |
| Apache Corp. | 6.000% | 1/15/37 | 709 | 774 |
| Apache Corp. | 5.100% | 9/1/40 | 1,115 | 1,104 |
| Apache Corp. | 5.250% | 2/1/42 | 475 | 479 |
| Apache Corp. | 4.750% | 4/15/43 | 900 | 849 |
| Apache Corp. | 4.250% | 1/15/44 | 800 | 710 |
| Baker Hughes a GE Co. LLC | 5.125% | 9/15/40 | 820 | 861 |
| Baker Hughes a GE Co. LLC / Baker | ||||
| Hughes Co-Obligor Inc. | 2.773% | 12/15/22 | 1,340 | 1,332 |
| Baker Hughes a GE Co. LLC / Baker | ||||
| Hughes Co-Obligor Inc. | 3.337% | 12/15/27 | 550 | 535 |
| Baker Hughes a GE Co. LLC / Baker | ||||
| Hughes Co-Obligor Inc. | 4.080% | 12/15/47 | 1,370 | 1,252 |
| Boardwalk Pipelines LP | 3.375% | 2/1/23 | 310 | 304 |
| Boardwalk Pipelines LP | 4.950% | 12/15/24 | 525 | 544 |
| Boardwalk Pipelines LP | 5.950% | 6/1/26 | 700 | 742 |
| Boardwalk Pipelines LP | 4.450% | 7/15/27 | 300 | 294 |
| BP Capital Markets America Inc. | 4.500% | 10/1/20 | 1,225 | 1,258 |
| BP Capital Markets America Inc. | 4.742% | 3/11/21 | 1,010 | 1,049 |
| BP Capital Markets America Inc. | 2.112% | 9/16/21 | 1,000 | 987 |
| BP Capital Markets America Inc. | 3.245% | 5/6/22 | 1,076 | 1,095 |
| BP Capital Markets America Inc. | 2.520% | 9/19/22 | 450 | 446 |
| BP Capital Markets America Inc. | 2.750% | 5/10/23 | 1,825 | 1,818 |
| BP Capital Markets America Inc. | 3.216% | 11/28/23 | 5,100 | 5,171 |
| BP Capital Markets America Inc. | 3.796% | 9/21/25 | 575 | 595 |
| BP Capital Markets America Inc. | 3.410% | 2/11/26 | 800 | 816 |
| BP Capital Markets America Inc. | 3.119% | 5/4/26 | 2,800 | 2,790 |
| BP Capital Markets America Inc. | 3.937% | 9/21/28 | 800 | 839 |
| BP Capital Markets America Inc. | 4.234% | 11/6/28 | 800 | 854 |
| BP Capital Markets plc | 3.561% | 11/1/21 | 1,775 | 1,812 |
| BP Capital Markets plc | 3.062% | 3/17/22 | 450 | 455 |
| BP Capital Markets plc | 2.500% | 11/6/22 | 889 | 884 |
| BP Capital Markets plc | 3.994% | 9/26/23 | 350 | 367 |
| BP Capital Markets plc | 3.535% | 11/4/24 | 1,335 | 1,378 |
| BP Capital Markets plc | 3.506% | 3/17/25 | 750 | 765 |
| BP Capital Markets plc | 3.279% | 9/19/27 | 1,750 | 1,745 |
| BP Capital Markets plc | 3.723% | 11/28/28 | 610 | 632 |
| Buckeye Partners LP | 3.950% | 12/1/26 | 2,175 | 2,073 |
| Buckeye Partners LP | 4.125% | 12/1/27 | 150 | 143 |
| Buckeye Partners LP | 5.850% | 11/15/43 | 350 | 349 |
| Buckeye Partners LP | 5.600% | 10/15/44 | 175 | 168 |
| Burlington Resources Finance Co. | 7.400% | 12/1/31 | 600 | 825 |
| Canadian Natural Resources Ltd. | 3.450% | 11/15/21 | 1,175 | 1,188 |
| Canadian Natural Resources Ltd. | 2.950% | 1/15/23 | 800 | 793 |
| Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 400 | 408 |
| Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 900 | 899 |
| Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 500 | 624 |
| Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 400 | 482 |
| Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 475 | 534 |
| Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 500 | 609 |
| Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 750 | 903 |
| Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 1,000 | 1,242 |
| Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 300 | 324 |
| Cenovus Energy Inc. | 5.700% | 10/15/19 | 135 | 137 |
| Cenovus Energy Inc. | 4.250% | 4/15/27 | 2,000 | 1,965 |
| Cenovus Energy Inc. | 5.250% | 6/15/37 | 500 | 496 |
| Cenovus Energy Inc. | 6.750% | 11/15/39 | 900 | 1,002 |
| Cenovus Energy Inc. | 5.200% | 9/15/43 | 880 | 828 |
| Cenovus Energy Inc. | 5.400% | 6/15/47 | 725 | 723 |
| Chevron Corp. | 2.419% | 11/17/20 | 600 | 599 |
| Chevron Corp. | 2.100% | 5/16/21 | 1,200 | 1,191 |
| Chevron Corp. | 2.498% | 3/3/22 | 400 | 400 |
| Chevron Corp. | 2.355% | 12/5/22 | 5,995 | 5,953 |
| Chevron Corp. | 3.191% | 6/24/23 | 1,175 | 1,202 |
| Chevron Corp. | 2.895% | 3/3/24 | 100 | 101 |
| Chevron Corp. | 3.326% | 11/17/25 | 200 | 207 |
| Chevron Corp. | 2.954% | 5/16/26 | 1,175 | 1,183 |
| Cimarex Energy Co. | 4.375% | 6/1/24 | 500 | 519 |
| Cimarex Energy Co. | 3.900% | 5/15/27 | 600 | 598 |
| Cimarex Energy Co. | 4.375% | 3/15/29 | 400 | 412 |
| Columbia Pipeline Group Inc. | 3.300% | 6/1/20 | 525 | 527 |
| Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 1,155 | 1,205 |
| Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 350 | 398 |
| Concho Resources Inc. | 3.750% | 10/1/27 | 200 | 198 |
| Concho Resources Inc. | 4.300% | 8/15/28 | 1,375 | 1,416 |
| Concho Resources Inc. | 4.875% | 10/1/47 | 675 | 712 |
| Concho Resources Inc. | 4.850% | 8/15/48 | 500 | 525 |
| ConocoPhillips | 5.900% | 10/15/32 | 200 | 249 |
| ConocoPhillips | 5.900% | 5/15/38 | 1,555 | 1,957 |
| ConocoPhillips | 6.500% | 2/1/39 | 2,160 | 2,909 |
| ConocoPhillips Canada Funding Co. I | 5.950% | 10/15/36 | 400 | 508 |
| ConocoPhillips Co. | 4.950% | 3/15/26 | 2,693 | 3,006 |
| ConocoPhillips Co. | 4.150% | 11/15/34 | 90 | 93 |
| ConocoPhillips Co. | 4.300% | 11/15/44 | 695 | 742 |
| ConocoPhillips Holding Co. | 6.950% | 4/15/29 | 875 | 1,134 |
| Continental Resources Inc. | 4.500% | 4/15/23 | 450 | 465 |
| Continental Resources Inc. | 3.800% | 6/1/24 | 800 | 807 |
| Continental Resources Inc. | 4.375% | 1/15/28 | 900 | 926 |
| Continental Resources Inc. | 4.900% | 6/1/44 | 670 | 680 |
| Devon Energy Corp. | 4.000% | 7/15/21 | 300 | 306 |
| Devon Energy Corp. | 3.250% | 5/15/22 | 500 | 504 |
| Devon Energy Corp. | 7.950% | 4/15/32 | 245 | 325 |
| Devon Energy Corp. | 5.600% | 7/15/41 | 1,060 | 1,166 |
| Devon Energy Corp. | 4.750% | 5/15/42 | 750 | 757 |
| Devon Financing Co. LLC | 7.875% | 9/30/31 | 1,025 | 1,342 |
| Dominion Energy Gas Holdings LLC | 2.800% | 11/15/20 | 500 | 499 |
| Dominion Energy Gas Holdings LLC | 3.550% | 11/1/23 | 250 | 253 |
| Dominion Energy Gas Holdings LLC | 3.600% | 12/15/24 | 250 | 253 |
| Dominion Energy Gas Holdings LLC | 4.800% | 11/1/43 | 500 | 539 |
| Dominion Energy Gas Holdings LLC | 4.600% | 12/15/44 | 400 | 416 |
| Enable Midstream Partners LP | 3.900% | 5/15/24 | 250 | 248 |
| Enable Midstream Partners LP | 4.400% | 3/15/27 | 800 | 782 |
| Enable Midstream Partners LP | 4.950% | 5/15/28 | 300 | 305 |
| Enable Midstream Partners LP | 5.000% | 5/15/44 | 350 | 312 |
| Enbridge Energy Partners LP | 4.200% | 9/15/21 | 325 | 333 |
| Enbridge Energy Partners LP | 5.875% | 10/15/25 | 400 | 452 |
| Enbridge Energy Partners LP | 7.500% | 4/15/38 | 300 | 404 |
| Enbridge Energy Partners LP | 5.500% | 9/15/40 | 75 | 84 |
| Enbridge Energy Partners LP | 7.375% | 10/15/45 | 800 | 1,110 |
| Enbridge Inc. | 2.900% | 7/15/22 | 450 | 449 |
| Enbridge Inc. | 4.250% | 12/1/26 | 650 | 674 |
| Enbridge Inc. | 3.700% | 7/15/27 | 800 | 803 |
| Enbridge Inc. | 4.500% | 6/10/44 | 525 | 531 |
| Encana Corp. | 7.375% | 11/1/31 | 500 | 630 |
| Encana Corp. | 6.500% | 8/15/34 | 1,625 | 1,941 |
| Encana Corp. | 6.625% | 8/15/37 | 350 | 415 |
| Encana Corp. | 6.500% | 2/1/38 | 475 | 559 |
| Energy Transfer Operating LP | 4.250% | 3/15/23 | 1,600 | 1,642 |
| Energy Transfer Operating LP | 5.500% | 6/1/27 | 1,120 | 1,213 |
| Energy Transfer Operating LP | 4.150% | 10/1/20 | 1,125 | 1,144 |
| Energy Transfer Operating LP | 4.650% | 6/1/21 | 620 | 639 |
| Energy Transfer Operating LP | 5.200% | 2/1/22 | 800 | 841 |
| Energy Transfer Operating LP | 4.200% | 9/15/23 | 100 | 103 |
| Energy Transfer Operating LP | 4.050% | 3/15/25 | 2,000 | 2,028 |
| Energy Transfer Operating LP | 4.750% | 1/15/26 | 300 | 313 |
| Energy Transfer Operating LP | 4.200% | 4/15/27 | 300 | 299 |
| Energy Transfer Operating LP | 5.250% | 4/15/29 | 1,200 | 1,288 |
| Energy Transfer Operating LP | 6.250% | 4/15/49 | 1,400 | 1,567 |
| Energy Transfer Partners LP | 3.600% | 2/1/23 | 825 | 832 |
| Energy Transfer Partners LP | 4.950% | 6/15/28 | 1,030 | 1,082 |
| Energy Transfer Partners LP | 4.900% | 3/15/35 | 250 | 239 |
| Energy Transfer Partners LP | 6.625% | 10/15/36 | 150 | 168 |
| Energy Transfer Partners LP | 5.800% | 6/15/38 | 1,230 | 1,301 |
| Energy Transfer Partners LP | 7.500% | 7/1/38 | 500 | 611 |
| Energy Transfer Partners LP | 6.050% | 6/1/41 | 575 | 606 |
| Energy Transfer Partners LP | 6.500% | 2/1/42 | 300 | 333 |
| Energy Transfer Partners LP | 5.150% | 2/1/43 | 425 | 407 |
| Energy Transfer Partners LP | 5.150% | 3/15/45 | 150 | 145 |
| Energy Transfer Partners LP | 6.125% | 12/15/45 | 1,650 | 1,779 |
| Energy Transfer Partners LP | 5.300% | 4/15/47 | 1,300 | 1,280 |
| Energy Transfer Partners LP | 6.000% | 6/15/48 | 850 | 917 |
| Enterprise Products Operating LLC | 5.200% | 9/1/20 | 435 | 450 |
| Enterprise Products Operating LLC | 2.800% | 2/15/21 | 400 | 400 |
| Enterprise Products Operating LLC | 3.500% | 2/1/22 | 300 | 306 |
| Enterprise Products Operating LLC | 4.050% | 2/15/22 | 175 | 181 |
| Enterprise Products Operating LLC | 3.350% | 3/15/23 | 350 | 355 |
| Enterprise Products Operating LLC | 3.900% | 2/15/24 | 2,050 | 2,135 |
| Enterprise Products Operating LLC | 3.750% | 2/15/25 | 650 | 671 |
| Enterprise Products Operating LLC | 3.700% | 2/15/26 | 600 | 617 |
| Enterprise Products Operating LLC | 3.950% | 2/15/27 | 200 | 207 |
| Enterprise Products Operating LLC | 4.150% | 10/16/28 | 300 | 315 |
| Enterprise Products Operating LLC | 6.875% | 3/1/33 | 1,400 | 1,803 |
| Enterprise Products Operating LLC | 7.550% | 4/15/38 | 300 | 406 |
| Enterprise Products Operating LLC | 5.950% | 2/1/41 | 495 | 596 |
| Enterprise Products Operating LLC | 4.850% | 8/15/42 | 850 | 895 |
| Enterprise Products Operating LLC | 4.450% | 2/15/43 | 600 | 604 |
| Enterprise Products Operating LLC | 4.850% | 3/15/44 | 1,780 | 1,892 |
| Enterprise Products Operating LLC | 5.100% | 2/15/45 | 159 | 174 |
| Enterprise Products Operating LLC | 4.900% | 5/15/46 | 2,260 | 2,412 |
| Enterprise Products Operating LLC | 4.250% | 2/15/48 | 900 | 877 |
| Enterprise Products Operating LLC | 4.800% | 2/1/49 | 600 | 633 |
| Enterprise Products Operating LLC | 4.950% | 10/15/54 | 200 | 210 |
| 4 Enterprise Products Operating LLC | 5.250% | 8/16/77 | 400 | 367 |
| 4 Enterprise Products Operating LLC | 5.375% | 2/15/78 | 1,225 | 1,089 |
| EOG Resources Inc. | 4.100% | 2/1/21 | 350 | 358 |
| EOG Resources Inc. | 2.625% | 3/15/23 | 4,825 | 4,790 |
| EOG Resources Inc. | 4.150% | 1/15/26 | 600 | 636 |
| EQM Midstream Partners LP | 4.125% | 12/1/26 | 500 | 466 |
| EQM Midstream Partners LP | 5.500% | 7/15/28 | 700 | 707 |
| EQT Corp. | 2.500% | 10/1/20 | 200 | 197 |
| EQT Corp. | 4.875% | 11/15/21 | 600 | 619 |
| EQT Corp. | 3.000% | 10/1/22 | 600 | 589 |
| EQT Corp. | 3.900% | 10/1/27 | 875 | 819 |
| EQT Midstream Partners LP | 4.750% | 7/15/23 | 1,225 | 1,250 |
| EQT Midstream Partners LP | 6.500% | 7/15/48 | 465 | 469 |
| Exxon Mobil Corp. | 2.222% | 3/1/21 | 1,500 | 1,492 |
| Exxon Mobil Corp. | 2.397% | 3/6/22 | 1,250 | 1,249 |
| Exxon Mobil Corp. | 2.726% | 3/1/23 | 2,930 | 2,952 |
| Exxon Mobil Corp. | 2.709% | 3/6/25 | 1,100 | 1,100 |
| Exxon Mobil Corp. | 3.043% | 3/1/26 | 1,350 | 1,370 |
| Exxon Mobil Corp. | 3.567% | 3/6/45 | 2,650 | 2,658 |
| Halliburton Co. | 3.250% | 11/15/21 | 1,085 | 1,097 |
| Halliburton Co. | 3.500% | 8/1/23 | 950 | 972 |
| Halliburton Co. | 3.800% | 11/15/25 | 2,250 | 2,299 |
| Halliburton Co. | 4.850% | 11/15/35 | 1,000 | 1,049 |
| Halliburton Co. | 6.700% | 9/15/38 | 580 | 728 |
| Halliburton Co. | 7.450% | 9/15/39 | 450 | 611 |
| Halliburton Co. | 4.500% | 11/15/41 | 675 | 670 |
| Halliburton Co. | 4.750% | 8/1/43 | 725 | 745 |
| Halliburton Co. | 5.000% | 11/15/45 | 1,075 | 1,145 |
| Helmerich & Payne Inc. | 4.650% | 3/15/25 | 300 | 313 |
| Hess Corp. | 3.500% | 7/15/24 | 245 | 241 |
| Hess Corp. | 4.300% | 4/1/27 | 500 | 495 |
| Hess Corp. | 7.875% | 10/1/29 | 375 | 451 |
| Hess Corp. | 7.300% | 8/15/31 | 35 | 41 |
| Hess Corp. | 7.125% | 3/15/33 | 415 | 482 |
| Hess Corp. | 6.000% | 1/15/40 | 1,265 | 1,316 |
| Hess Corp. | 5.600% | 2/15/41 | 1,000 | 1,015 |
| Hess Corp. | 5.800% | 4/1/47 | 175 | 182 |
| HollyFrontier Corp. | 5.875% | 4/1/26 | 760 | 811 |
| Husky Energy Inc. | 3.950% | 4/15/22 | 450 | 460 |
| Husky Energy Inc. | 4.000% | 4/15/24 | 500 | 510 |
| Husky Energy Inc. | 4.400% | 4/15/29 | 1,000 | 1,015 |
| Husky Energy Inc. | 6.800% | 9/15/37 | 300 | 361 |
| Kerr-McGee Corp. | 6.950% | 7/1/24 | 1,000 | 1,151 |
| Kerr-McGee Corp. | 7.875% | 9/15/31 | 150 | 190 |
| Kinder Morgan Energy Partners LP | 6.500% | 4/1/20 | 1,850 | 1,914 |
| Kinder Morgan Energy Partners LP | 5.800% | 3/1/21 | 750 | 787 |
| Kinder Morgan Energy Partners LP | 5.000% | 10/1/21 | 1,923 | 2,007 |
| Kinder Morgan Energy Partners LP | 4.150% | 3/1/22 | 105 | 108 |
| Kinder Morgan Energy Partners LP | 3.950% | 9/1/22 | 725 | 745 |
| Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 465 | 471 |
| Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 425 | 442 |
| Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 850 | 885 |
| Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 175 | 220 |
| Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 300 | 330 |
| Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 400 | 461 |
| Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 335 | 407 |
| Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 1,575 | 1,844 |
| Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 1,000 | 1,165 |
| Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 300 | 385 |
| Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 675 | 678 |
| Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 1,122 | 1,086 |
| Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 500 | 502 |
| Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 500 | 535 |
| Kinder Morgan Inc. | 3.150% | 1/15/23 | 300 | 301 |
| Kinder Morgan Inc. | 4.300% | 6/1/25 | 1,000 | 1,042 |
| Kinder Morgan Inc. | 4.300% | 3/1/28 | 1,500 | 1,549 |
| Kinder Morgan Inc. | 7.800% | 8/1/31 | 330 | 427 |
| Kinder Morgan Inc. | 7.750% | 1/15/32 | 1,025 | 1,327 |
| Kinder Morgan Inc. | 5.300% | 12/1/34 | 825 | 892 |
| Kinder Morgan Inc. | 5.550% | 6/1/45 | 1,075 | 1,174 |
| Kinder Morgan Inc. | 5.050% | 2/15/46 | 928 | 953 |
| Magellan Midstream Partners LP | 5.000% | 3/1/26 | 450 | 490 |
| Magellan Midstream Partners LP | 5.150% | 10/15/43 | 350 | 381 |
| Magellan Midstream Partners LP | 4.250% | 9/15/46 | 300 | 294 |
| Magellan Midstream Partners LP | 4.200% | 10/3/47 | 800 | 777 |
| Magellan Midstream Partners LP | 4.850% | 2/1/49 | 530 | 561 |
| Marathon Oil Corp. | 2.700% | 6/1/20 | 500 | 497 |
| Marathon Oil Corp. | 2.800% | 11/1/22 | 785 | 777 |
| Marathon Oil Corp. | 3.850% | 6/1/25 | 710 | 721 |
| Marathon Oil Corp. | 4.400% | 7/15/27 | 750 | 772 |
| Marathon Oil Corp. | 6.800% | 3/15/32 | 1,080 | 1,286 |
| Marathon Oil Corp. | 5.200% | 6/1/45 | 400 | 429 |
| Marathon Petroleum Corp. | 3.400% | 12/15/20 | 700 | 706 |
| Marathon Petroleum Corp. | 5.125% | 3/1/21 | 800 | 833 |
| 7 Marathon Petroleum Corp. | 5.375% | 10/1/22 | 50 | 51 |
| 7 Marathon Petroleum Corp. | 4.750% | 12/15/23 | 1,920 | 2,026 |
| 7 Marathon Petroleum Corp. | 5.125% | 12/15/26 | 735 | 790 |
| 7 Marathon Petroleum Corp. | 3.800% | 4/1/28 | 800 | 794 |
| Marathon Petroleum Corp. | 6.500% | 3/1/41 | 1,450 | 1,768 |
| Marathon Petroleum Corp. | 4.750% | 9/15/44 | 250 | 249 |
| 7 Marathon Petroleum Corp. | 4.500% | 4/1/48 | 375 | 360 |
| Marathon Petroleum Corp. | 5.000% | 9/15/54 | 500 | 497 |
| MPLX LP | 3.375% | 3/15/23 | 400 | 403 |
| MPLX LP | 4.500% | 7/15/23 | 1,200 | 1,259 |
| MPLX LP | 4.875% | 12/1/24 | 1,000 | 1,070 |
| MPLX LP | 4.875% | 6/1/25 | 600 | 639 |
| MPLX LP | 4.125% | 3/1/27 | 1,000 | 1,008 |
| MPLX LP | 4.000% | 3/15/28 | 1,000 | 992 |
| MPLX LP | 4.800% | 2/15/29 | 450 | 473 |
| MPLX LP | 4.500% | 4/15/38 | 1,275 | 1,212 |
| MPLX LP | 5.200% | 3/1/47 | 1,500 | 1,518 |
| MPLX LP | 4.700% | 4/15/48 | 1,000 | 959 |
| MPLX LP | 5.500% | 2/15/49 | 625 | 667 |
| MPLX LP | 4.900% | 4/15/58 | 550 | 517 |
| National Fuel Gas Co. | 3.750% | 3/1/23 | 375 | 376 |
| National Fuel Gas Co. | 3.950% | 9/15/27 | 200 | 193 |
| National Fuel Gas Co. | 4.750% | 9/1/28 | 675 | 685 |
| National Oilwell Varco Inc. | 2.600% | 12/1/22 | 1,575 | 1,546 |
| National Oilwell Varco Inc. | 3.950% | 12/1/42 | 700 | 594 |
| Newfield Exploration Co. | 5.750% | 1/30/22 | 600 | 641 |
| Newfield Exploration Co. | 5.625% | 7/1/24 | 600 | 656 |
| Newfield Exploration Co. | 5.375% | 1/1/26 | 800 | 864 |
| Noble Energy Inc. | 4.150% | 12/15/21 | 875 | 896 |
| Noble Energy Inc. | 3.850% | 1/15/28 | 450 | 444 |
| Noble Energy Inc. | 6.000% | 3/1/41 | 1,210 | 1,341 |
| Noble Energy Inc. | 5.250% | 11/15/43 | 450 | 459 |
| Noble Energy Inc. | 4.950% | 8/15/47 | 950 | 947 |
| Occidental Petroleum Corp. | 4.100% | 2/1/21 | 1,700 | 1,739 |
| Occidental Petroleum Corp. | 3.125% | 2/15/22 | 650 | 660 |
| Occidental Petroleum Corp. | 2.600% | 4/15/22 | 125 | 125 |
| Occidental Petroleum Corp. | 2.700% | 2/15/23 | 978 | 977 |
| Occidental Petroleum Corp. | 3.500% | 6/15/25 | 600 | 618 |
| Occidental Petroleum Corp. | 3.400% | 4/15/26 | 425 | 433 |
| Occidental Petroleum Corp. | 4.625% | 6/15/45 | 725 | 789 |
| Occidental Petroleum Corp. | 4.400% | 4/15/46 | 725 | 769 |
| Occidental Petroleum Corp. | 4.100% | 2/15/47 | 600 | 616 |
| Occidental Petroleum Corp. | 4.200% | 3/15/48 | 800 | 834 |
| ONEOK Inc. | 7.500% | 9/1/23 | 1,425 | 1,649 |
| ONEOK Inc. | 4.000% | 7/13/27 | 150 | 150 |
| ONEOK Inc. | 4.550% | 7/15/28 | 600 | 621 |
| ONEOK Inc. | 4.950% | 7/13/47 | 600 | 592 |
| ONEOK Inc. | 5.200% | 7/15/48 | 425 | 436 |
| ONEOK Partners LP | 3.375% | 10/1/22 | 2,150 | 2,166 |
| ONEOK Partners LP | 4.900% | 3/15/25 | 450 | 478 |
| ONEOK Partners LP | 6.650% | 10/1/36 | 360 | 417 |
| ONEOK Partners LP | 6.125% | 2/1/41 | 1,340 | 1,486 |
| Patterson-UTI Energy Inc. | 3.950% | 2/1/28 | 425 | 404 |
| Petro-Canada | 5.350% | 7/15/33 | 450 | 507 |
| Petro-Canada | 5.950% | 5/15/35 | 500 | 591 |
| Petro-Canada | 6.800% | 5/15/38 | 250 | 323 |
| Phillips 66 | 4.300% | 4/1/22 | 1,105 | 1,154 |
| Phillips 66 | 3.900% | 3/15/28 | 1,300 | 1,323 |
| Phillips 66 | 4.650% | 11/15/34 | 300 | 323 |
| Phillips 66 | 5.875% | 5/1/42 | 900 | 1,091 |
| Phillips 66 | 4.875% | 11/15/44 | 1,615 | 1,772 |
| Phillips 66 Partners LP | 3.605% | 2/15/25 | 350 | 351 |
| Phillips 66 Partners LP | 3.550% | 10/1/26 | 400 | 393 |
| Phillips 66 Partners LP | 3.750% | 3/1/28 | 100 | 98 |
| Phillips 66 Partners LP | 4.680% | 2/15/45 | 250 | 247 |
| Phillips 66 Partners LP | 4.900% | 10/1/46 | 550 | 558 |
| Pioneer Natural Resources Co. | 3.950% | 7/15/22 | 1,075 | 1,106 |
| Pioneer Natural Resources Co. | 4.450% | 1/15/26 | 865 | 909 |
| Plains All American Pipeline LP / PAA | ||||
| Finance Corp. | 5.000% | 2/1/21 | 625 | 642 |
| Plains All American Pipeline LP / PAA | ||||
| Finance Corp. | 3.650% | 6/1/22 | 100 | 101 |
| Plains All American Pipeline LP / PAA | ||||
| Finance Corp. | 2.850% | 1/31/23 | 1,493 | 1,461 |
| Plains All American Pipeline LP / PAA | ||||
| Finance Corp. | 3.600% | 11/1/24 | 2,155 | 2,148 |
| Plains All American Pipeline LP / PAA | ||||
| Finance Corp. | 4.650% | 10/15/25 | 400 | 416 |
| Plains All American Pipeline LP / PAA | ||||
| Finance Corp. | 4.500% | 12/15/26 | 350 | 358 |
| Plains All American Pipeline LP / PAA | ||||
| Finance Corp. | 6.650% | 1/15/37 | 350 | 393 |
| Plains All American Pipeline LP / PAA | ||||
| Finance Corp. | 4.300% | 1/31/43 | 1,250 | 1,097 |
| Plains All American Pipeline LP / PAA | ||||
| Finance Corp. | 4.900% | 2/15/45 | 500 | 474 |
| Regency Energy Partners LP / Regency | ||||
| Energy Finance Corp. | 5.875% | 3/1/22 | 700 | 748 |
| Regency Energy Partners LP / Regency | ||||
| Energy Finance Corp. | 5.000% | 10/1/22 | 1,050 | 1,107 |
| Regency Energy Partners LP / Regency | ||||
| Energy Finance Corp. | 4.500% | 11/1/23 | 475 | 495 |
| Sabine Pass Liquefaction LLC | 5.625% | 2/1/21 | 2,600 | 2,701 |
| Sabine Pass Liquefaction LLC | 6.250% | 3/15/22 | 1,465 | 1,582 |
| Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 1,200 | 1,301 |
| Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 1,700 | 1,872 |
| Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 1,525 | 1,678 |
| Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 2,400 | 2,670 |
| Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 600 | 636 |
| Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 600 | 605 |
| Schlumberger Investment SA | 3.650% | 12/1/23 | 1,190 | 1,234 |
| Shell International Finance BV | 2.125% | 5/11/20 | 400 | 398 |
| Shell International Finance BV | 2.250% | 11/10/20 | 400 | 398 |
| Shell International Finance BV | 1.875% | 5/10/21 | 1,475 | 1,456 |
| Shell International Finance BV | 1.750% | 9/12/21 | 1,000 | 981 |
| Shell International Finance BV | 2.375% | 8/21/22 | 975 | 969 |
| Shell International Finance BV | 2.250% | 1/6/23 | 800 | 789 |
| Shell International Finance BV | 3.400% | 8/12/23 | 400 | 412 |
| Shell International Finance BV | 3.250% | 5/11/25 | 990 | 1,009 |
| Shell International Finance BV | 2.875% | 5/10/26 | 2,300 | 2,289 |
| Shell International Finance BV | 2.500% | 9/12/26 | 400 | 387 |
| Shell International Finance BV | 3.875% | 11/13/28 | 500 | 528 |
| Shell International Finance BV | 4.125% | 5/11/35 | 2,025 | 2,154 |
| Shell International Finance BV | 6.375% | 12/15/38 | 820 | 1,114 |
| Shell International Finance BV | 5.500% | 3/25/40 | 1,075 | 1,334 |
| Shell International Finance BV | 3.625% | 8/21/42 | 450 | 440 |
| Shell International Finance BV | 4.550% | 8/12/43 | 1,000 | 1,108 |
| Shell International Finance BV | 4.375% | 5/11/45 | 3,205 | 3,486 |
| Shell International Finance BV | 4.000% | 5/10/46 | 1,900 | 1,977 |
| Shell International Finance BV | 3.750% | 9/12/46 | 1,025 | 1,020 |
| Southern Natural Gas Co. LLC / Southern | ||||
| Natural Issuing Corp. | 4.400% | 6/15/21 | 345 | 354 |
| Spectra Energy Partners LP | 4.750% | 3/15/24 | 800 | 851 |
| Spectra Energy Partners LP | 3.500% | 3/15/25 | 800 | 801 |
| Spectra Energy Partners LP | 3.375% | 10/15/26 | 275 | 271 |
| Spectra Energy Partners LP | 4.500% | 3/15/45 | 1,325 | 1,333 |
| Suncor Energy Inc. | 6.500% | 6/15/38 | 1,540 | 1,949 |
| Suncor Energy Inc. | 6.850% | 6/1/39 | 810 | 1,062 |
| Suncor Energy Inc. | 4.000% | 11/15/47 | 700 | 687 |
| Sunoco Logistics Partners Operations LP | 4.400% | 4/1/21 | 2,550 | 2,617 |
| Sunoco Logistics Partners Operations LP | 4.650% | 2/15/22 | 250 | 260 |
| Sunoco Logistics Partners Operations LP | 4.250% | 4/1/24 | 900 | 927 |
| Sunoco Logistics Partners Operations LP | 5.950% | 12/1/25 | 300 | 334 |
| Sunoco Logistics Partners Operations LP | 4.000% | 10/1/27 | 500 | 495 |
| Sunoco Logistics Partners Operations LP | 4.950% | 1/15/43 | 300 | 278 |
| Sunoco Logistics Partners Operations LP | 5.300% | 4/1/44 | 950 | 927 |
| Sunoco Logistics Partners Operations LP | 5.350% | 5/15/45 | 725 | 713 |
| Sunoco Logistics Partners Operations LP | 5.400% | 10/1/47 | 700 | 698 |
| TC PipeLines LP | 3.900% | 5/25/27 | 200 | 198 |
| TechnipFMC plc | 3.450% | 10/1/22 | 350 | 354 |
| Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 260 | 308 |
| Texas Eastern Transmission LP | 7.000% | 7/15/32 | 500 | 626 |
| Total Capital Canada Ltd. | 2.750% | 7/15/23 | 825 | 826 |
| Total Capital International SA | 2.750% | 6/19/21 | 2,000 | 2,009 |
| Total Capital International SA | 2.875% | 2/17/22 | 1,400 | 1,412 |
| Total Capital International SA | 2.700% | 1/25/23 | 1,025 | 1,025 |
| Total Capital International SA | 3.700% | 1/15/24 | 725 | 753 |
| Total Capital International SA | 3.750% | 4/10/24 | 250 | 261 |
| Total Capital International SA | 3.455% | 2/19/29 | 925 | 944 |
| Total Capital SA | 4.450% | 6/24/20 | 425 | 434 |
| Total Capital SA | 4.125% | 1/28/21 | 512 | 526 |
| Total Capital SA | 4.250% | 12/15/21 | 300 | 313 |
| Total Capital SA | 3.883% | 10/11/28 | 525 | 556 |
| TransCanada PipeLines Ltd. | 3.800% | 10/1/20 | 2,400 | 2,440 |
| TransCanada PipeLines Ltd. | 2.500% | 8/1/22 | 920 | 907 |
| TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 500 | 513 |
| TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 700 | 730 |
| TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 1,000 | 1,059 |
| TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 800 | 909 |
| TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 125 | 143 |
| TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 1,775 | 2,114 |
| TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 700 | 726 |
| TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | 430 | 562 |
| TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 200 | 238 |
| TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 1,200 | 1,259 |
| TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 1,355 | 1,418 |
| TransCanada PipeLines Ltd. | 5.100% | 3/15/49 | 750 | 811 |
| Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 300 | 304 |
| Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 400 | 408 |
| Valero Energy Corp. | 3.650% | 3/15/25 | 100 | 101 |
| Valero Energy Corp. | 3.400% | 9/15/26 | 1,520 | 1,487 |
| Valero Energy Corp. | 4.350% | 6/1/28 | 1,440 | 1,495 |
| Valero Energy Corp. | 4.000% | 4/1/29 | 1,000 | 1,006 |
| Valero Energy Corp. | 7.500% | 4/15/32 | 675 | 866 |
| Valero Energy Corp. | 6.625% | 6/15/37 | 855 | 1,054 |
| Valero Energy Corp. | 4.900% | 3/15/45 | 400 | 422 |
| Valero Energy Partners LP | 4.375% | 12/15/26 | 200 | 207 |
| Valero Energy Partners LP | 4.500% | 3/15/28 | 400 | 414 |
| Western Gas Partners LP | 5.375% | 6/1/21 | 1,350 | 1,398 |
| Western Gas Partners LP | 3.950% | 6/1/25 | 300 | 296 |
| Western Gas Partners LP | 4.650% | 7/1/26 | 500 | 506 |
| Western Gas Partners LP | 4.500% | 3/1/28 | 100 | 100 |
| Western Gas Partners LP | 4.750% | 8/15/28 | 225 | 228 |
| Western Gas Partners LP | 5.450% | 4/1/44 | 585 | 560 |
| Western Gas Partners LP | 5.300% | 3/1/48 | 525 | 498 |
| Western Gas Partners LP | 5.500% | 8/15/48 | 275 | 268 |
| Williams Cos. Inc. | 4.000% | 11/15/21 | 425 | 436 |
| Williams Cos. Inc. | 3.600% | 3/15/22 | 750 | 761 |
| Williams Cos. Inc. | 3.350% | 8/15/22 | 500 | 503 |
| Williams Cos. Inc. | 3.700% | 1/15/23 | 885 | 897 |
| Williams Cos. Inc. | 4.500% | 11/15/23 | 560 | 588 |
| Williams Cos. Inc. | 4.550% | 6/24/24 | 1,050 | 1,104 |
| Williams Cos. Inc. | 3.900% | 1/15/25 | 1,200 | 1,223 |
| Williams Cos. Inc. | 4.000% | 9/15/25 | 1,100 | 1,130 |
| Williams Cos. Inc. | 3.750% | 6/15/27 | 700 | 695 |
| Williams Cos. Inc. | 6.300% | 4/15/40 | 475 | 553 |
| Williams Cos. Inc. | 5.800% | 11/15/43 | 700 | 767 |
| Williams Cos. Inc. | 5.400% | 3/4/44 | 300 | 317 |
| Williams Cos. Inc. | 5.750% | 6/24/44 | 650 | 708 |
| Williams Cos. Inc. | 4.900% | 1/15/45 | 325 | 324 |
| Williams Cos. Inc. | 5.100% | 9/15/45 | 1,850 | 1,905 |
| Williams Cos. Inc. | 4.850% | 3/1/48 | 775 | 773 |
| Other Industrial (0.0%) | ||||
| 4 Boston University | 4.061% | 10/1/48 | 220 | 234 |
| California Institute of Technology | 4.700% | 11/1/11 | 950 | 1,083 |
| CBRE Services Inc. | 5.250% | 3/15/25 | 350 | 375 |
| CBRE Services Inc. | 4.875% | 3/1/26 | 625 | 660 |
| Cintas Corp. No 2 | 2.900% | 4/1/22 | 400 | 401 |
| Cintas Corp. No 2 | 3.250% | 6/1/22 | 150 | 152 |
| Cintas Corp. No 2 | 3.700% | 4/1/27 | 825 | 846 |
| Fluor Corp. | 3.500% | 12/15/24 | 1,000 | 992 |
| Fluor Corp. | 4.250% | 9/15/28 | 500 | 499 |
| 4 Johns Hopkins University Maryland | 4.083% | 7/1/53 | 500 | 541 |
| Massachusetts Institute of Technology | 5.600% | 7/1/11 | 610 | 864 |
| Massachusetts Institute of Technology | 4.678% | 7/1/14 | 700 | 814 |
| Massachusetts Institute of Technology | 3.885% | 7/1/16 | 350 | 337 |
| 4 Northwestern University | 4.643% | 12/1/44 | 350 | 409 |
| 4 Northwestern University | 3.662% | 12/1/57 | 200 | 205 |
| President & Fellows of Harvard College | ||||
| Massachusetts | 3.619% | 10/1/37 | 500 | 505 |
| 4 Rice University Texas | 3.574% | 5/15/45 | 750 | 741 |
| Stanford University | 3.647% | 5/1/48 | 750 | 774 |
| Steelcase Inc. | 5.125% | 1/18/29 | 335 | 349 |
| 4 University of Chicago | 4.003% | 10/1/53 | 400 | 398 |
| 4 University of Notre Dame du Lac | 3.438% | 2/15/45 | 900 | 892 |
| University of Notre Dame du Lac | 3.394% | 2/15/48 | 325 | 320 |
| University of Pennsylvania | 4.674% | 9/1/12 | 600 | 669 |
| 4 University of Southern California | 3.028% | 10/1/39 | 525 | 492 |
| 4 University of Southern California | 3.841% | 10/1/47 | 500 | 524 |
| Technology (0.8%) | ||||
| Adobe Inc. | 3.250% | 2/1/25 | 800 | 817 |
| Alphabet Inc. | 3.625% | 5/19/21 | 350 | 359 |
| Alphabet Inc. | 1.998% | 8/15/26 | 1,500 | 1,416 |
| Altera Corp. | 4.100% | 11/15/23 | 750 | 793 |
| Amphenol Corp. | 2.200% | 4/1/20 | 250 | 248 |
| Amphenol Corp. | 3.125% | 9/15/21 | 250 | 251 |
| Amphenol Corp. | 4.000% | 2/1/22 | 75 | 77 |
| Amphenol Corp. | 3.200% | 4/1/24 | 200 | 200 |
| Amphenol Corp. | 4.350% | 6/1/29 | 75 | 79 |
| Analog Devices Inc. | 2.500% | 12/5/21 | 300 | 296 |
| Analog Devices Inc. | 2.875% | 6/1/23 | 1,375 | 1,349 |
| Analog Devices Inc. | 3.125% | 12/5/23 | 400 | 402 |
| Analog Devices Inc. | 3.900% | 12/15/25 | 50 | 51 |
| Analog Devices Inc. | 3.500% | 12/5/26 | 1,225 | 1,212 |
| Apple Inc. | 2.000% | 5/6/20 | 650 | 646 |
| Apple Inc. | 1.800% | 5/11/20 | 500 | 496 |
| Apple Inc. | 2.000% | 11/13/20 | 950 | 941 |
| Apple Inc. | 2.250% | 2/23/21 | 2,325 | 2,316 |
| Apple Inc. | 2.850% | 5/6/21 | 1,725 | 1,738 |
| Apple Inc. | 1.550% | 8/4/21 | 1,400 | 1,370 |
| Apple Inc. | 2.150% | 2/9/22 | 1,300 | 1,287 |
| Apple Inc. | 2.500% | 2/9/22 | 1,250 | 1,249 |
| Apple Inc. | 2.300% | 5/11/22 | 1,025 | 1,018 |
| Apple Inc. | 2.700% | 5/13/22 | 1,675 | 1,682 |
| Apple Inc. | 2.400% | 1/13/23 | 725 | 720 |
| Apple Inc. | 2.850% | 2/23/23 | 1,384 | 1,398 |
| Apple Inc. | 2.400% | 5/3/23 | 3,790 | 3,756 |
| Apple Inc. | 3.000% | 2/9/24 | 4,875 | 4,940 |
| Apple Inc. | 3.450% | 5/6/24 | 930 | 961 |
| Apple Inc. | 2.850% | 5/11/24 | 1,415 | 1,420 |
| Apple Inc. | 2.750% | 1/13/25 | 2,400 | 2,386 |
| Apple Inc. | 3.200% | 5/13/25 | 1,150 | 1,171 |
| Apple Inc. | 3.250% | 2/23/26 | 2,655 | 2,703 |
| Apple Inc. | 2.450% | 8/4/26 | 500 | 484 |
| Apple Inc. | 3.200% | 5/11/27 | 2,700 | 2,725 |
| Apple Inc. | 2.900% | 9/12/27 | 4,200 | 4,144 |
| Apple Inc. | 4.500% | 2/23/36 | 1,075 | 1,201 |
| Apple Inc. | 3.850% | 5/4/43 | 1,975 | 2,011 |
| Apple Inc. | 4.450% | 5/6/44 | 825 | 904 |
| Apple Inc. | 3.450% | 2/9/45 | 1,225 | 1,168 |
| Apple Inc. | 4.375% | 5/13/45 | 1,775 | 1,933 |
| Apple Inc. | 4.650% | 2/23/46 | 4,430 | 5,010 |
| Apple Inc. | 3.850% | 8/4/46 | 2,050 | 2,076 |
| Apple Inc. | 3.750% | 9/12/47 | 860 | 858 |
| Apple Inc. | 3.750% | 11/13/47 | 1,175 | 1,175 |
| Applied Materials Inc. | 2.625% | 10/1/20 | 400 | 400 |
| Applied Materials Inc. | 4.300% | 6/15/21 | 1,130 | 1,172 | |
| Applied Materials Inc. | 3.900% | 10/1/25 | 550 | 579 | |
| Applied Materials Inc. | 3.300% | 4/1/27 | 865 | 874 | |
| Applied Materials Inc. | 5.100% | 10/1/35 | 400 | 456 | |
| Applied Materials Inc. | 5.850% | 6/15/41 | 250 | 310 | |
| Applied Materials Inc. | 4.350% | 4/1/47 | 775 | 815 | |
| Arrow Electronics Inc. | 3.500% | 4/1/22 | 325 | 326 | |
| Arrow Electronics Inc. | 4.500% | 3/1/23 | 400 | 411 | |
| Arrow Electronics Inc. | 3.250% | 9/8/24 | 400 | 387 | |
| Arrow Electronics Inc. | 4.000% | 4/1/25 | 300 | 300 | |
| Arrow Electronics Inc. | 3.875% | 1/12/28 | 250 | 241 | |
| Autodesk Inc. | 3.125% | 6/15/20 | 225 | 225 | |
| Autodesk Inc. | 3.600% | 12/15/22 | 100 | 101 | |
| Autodesk Inc. | 4.375% | 6/15/25 | 250 | 259 | |
| Autodesk Inc. | 3.500% | 6/15/27 | 375 | 365 | |
| Avnet Inc. | 4.875% | 12/1/22 | 400 | 416 | |
| Avnet Inc. | 4.625% | 4/15/26 | 450 | 459 | |
| Baidu Inc. | 2.875% | 7/6/22 | 1,050 | 1,036 | |
| Baidu Inc. | 3.500% | 11/28/22 | 1,500 | 1,510 | |
| Baidu Inc. | 3.875% | 9/29/23 | 800 | 816 | |
| Baidu Inc. | 4.375% | 5/14/24 | 400 | 415 | |
| Baidu Inc. | 3.625% | 7/6/27 | 575 | 563 | |
| Baidu Inc. | 4.375% | 3/29/28 | 400 | 412 | |
| Baidu Inc. | 4.875% | 11/14/28 | 300 | 320 | |
| Broadcom Corp. / Broadcom Cayman | |||||
| Finance Ltd. | 2.200% | 1/15/21 | 575 | 566 | |
| Broadcom Corp. / Broadcom Cayman | |||||
| Finance Ltd. | 3.000% | 1/15/22 | 2,685 | 2,675 | |
| Broadcom Corp. / Broadcom Cayman | |||||
| Finance Ltd. | 2.650% | 1/15/23 | 1,450 | 1,413 | |
| Broadcom Corp. / Broadcom Cayman | |||||
| Finance Ltd. | 3.625% | 1/15/24 | 2,025 | 2,021 | |
| Broadcom Corp. / Broadcom Cayman | |||||
| Finance Ltd. | 3.125% | 1/15/25 | 1,525 | 1,461 | |
| Broadcom Corp. / Broadcom Cayman | |||||
| Finance Ltd. | 3.875% | 1/15/27 | 4,075 | 3,896 | |
| §,7 | Broadcom Inc. | 3.125% | 4/15/21 | 1,000 | 999 |
| §,7 | Broadcom Inc. | 3.125% | 10/15/22 | 1,200 | 1,195 |
| §,7 | Broadcom Inc. | 3.625% | 10/15/24 | 800 | 794 |
| §,7 | Broadcom Inc. | 4.250% | 4/15/26 | 2,000 | 1,985 |
| §,7 | Broadcom Inc. | 4.750% | 4/15/29 | 750 | 746 |
| Broadridge Financial Solutions Inc. | 3.950% | 9/1/20 | 250 | 253 | |
| Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 320 | 312 | |
| CA Inc. | 3.600% | 8/1/20 | 800 | 801 | |
| CA Inc. | 3.600% | 8/15/22 | 500 | 503 | |
| Cadence Design Systems Inc. | 4.375% | 10/15/24 | 275 | 283 | |
| Cisco Systems Inc. | 2.450% | 6/15/20 | 1,150 | 1,148 | |
| Cisco Systems Inc. | 2.200% | 2/28/21 | 3,250 | 3,227 | |
| Cisco Systems Inc. | 2.600% | 2/28/23 | 250 | 251 | |
| Cisco Systems Inc. | 2.200% | 9/20/23 | 500 | 492 | |
| Cisco Systems Inc. | 3.625% | 3/4/24 | 2,000 | 2,101 | |
| Cisco Systems Inc. | 2.950% | 2/28/26 | 550 | 550 | |
| Cisco Systems Inc. | 2.500% | 9/20/26 | 1,150 | 1,117 | |
| Cisco Systems Inc. | 5.900% | 2/15/39 | 1,675 | 2,203 | |
| Cisco Systems Inc. | 5.500% | 1/15/40 | 1,530 | 1,939 | |
| Citrix Systems Inc. | 4.500% | 12/1/27 | 750 | 739 | |
| Corning Inc. | 2.900% | 5/15/22 | 625 | 624 |
| Corning Inc. | 4.700% | 3/15/37 | 250 | 258 |
| Corning Inc. | 5.750% | 8/15/40 | 365 | 416 |
| Corning Inc. | 5.350% | 11/15/48 | 250 | 285 |
| Corning Inc. | 4.375% | 11/15/57 | 650 | 602 |
| 7 Dell International LLC / EMC Corp. | 5.450% | 6/15/23 | 2,850 | 3,027 |
| 7 Dell International LLC / EMC Corp. | 4.000% | 7/15/24 | 400 | 403 |
| 7 Dell International LLC / EMC Corp. | 6.020% | 6/15/26 | 3,550 | 3,813 |
| 7 Dell International LLC / EMC Corp. | 4.900% | 10/1/26 | 1,000 | 1,018 |
| 7 Dell International LLC / EMC Corp. | 5.300% | 10/1/29 | 1,000 | 1,006 |
| 7 Dell International LLC / EMC Corp. | 8.100% | 7/15/36 | 1,300 | 1,530 |
| 7 Dell International LLC / EMC Corp. | 8.350% | 7/15/46 | 1,500 | 1,812 |
| 7 Dell International LLC / EMC Corp. | 4.420% | 6/15/21 | 3,575 | 3,669 |
| DXC Technology Co. | 4.250% | 4/15/24 | 400 | 406 |
| DXC Technology Co. | 4.750% | 4/15/27 | 425 | 433 |
| Equifax Inc. | 2.300% | 6/1/21 | 875 | 858 |
| Equifax Inc. | 3.600% | 8/15/21 | 125 | 126 |
| Equifax Inc. | 3.950% | 6/15/23 | 225 | 229 |
| Fidelity National Information Services Inc. | 3.625% | 10/15/20 | 2,250 | 2,267 |
| Fidelity National Information Services Inc. | 3.500% | 4/15/23 | 530 | 536 |
| Fidelity National Information Services Inc. | 3.875% | 6/5/24 | 88 | 90 |
| Fidelity National Information Services Inc. | 3.000% | 8/15/26 | 1,393 | 1,333 |
| Fidelity National Information Services Inc. | 4.250% | 5/15/28 | 300 | 308 |
| Fidelity National Information Services Inc. | 4.500% | 8/15/46 | 425 | 402 |
| Fidelity National Information Services Inc. | 4.750% | 5/15/48 | 500 | 495 |
| Fiserv Inc. | 2.700% | 6/1/20 | 700 | 698 |
| Fiserv Inc. | 3.800% | 10/1/23 | 1,700 | 1,739 |
| Fiserv Inc. | 3.850% | 6/1/25 | 700 | 720 |
| Fiserv Inc. | 4.200% | 10/1/28 | 650 | 668 |
| Flex Ltd. | 5.000% | 2/15/23 | 500 | 520 |
| Flex Ltd. | 4.750% | 6/15/25 | 25 | 26 |
| Hewlett Packard Enterprise Co. | 3.600% | 10/15/20 | 2,525 | 2,547 |
| Hewlett Packard Enterprise Co. | 3.500% | 10/5/21 | 1,890 | 1,911 |
| Hewlett Packard Enterprise Co. | 4.400% | 10/15/22 | 1,151 | 1,205 |
| Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 2,000 | 2,121 |
| Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 600 | 641 |
| Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 1,150 | 1,206 |
| HP Inc. | 3.750% | 12/1/20 | 113 | 115 |
| HP Inc. | 4.050% | 9/15/22 | 401 | 414 |
| HP Inc. | 6.000% | 9/15/41 | 610 | 652 |
| IBM Credit LLC | 3.450% | 11/30/20 | 425 | 430 |
| IBM Credit LLC | 1.800% | 1/20/21 | 525 | 516 |
| IBM Credit LLC | 3.600% | 11/30/21 | 425 | 434 |
| IBM Credit LLC | 2.200% | 9/8/22 | 500 | 490 |
| IBM Credit LLC | 3.000% | 2/6/23 | 850 | 856 |
| Intel Corp. | 1.850% | 5/11/20 | 800 | 795 |
| Intel Corp. | 2.450% | 7/29/20 | 1,250 | 1,250 |
| Intel Corp. | 1.700% | 5/19/21 | 500 | 491 |
| Intel Corp. | 3.300% | 10/1/21 | 1,425 | 1,452 |
| Intel Corp. | 3.100% | 7/29/22 | 625 | 637 |
| Intel Corp. | 2.700% | 12/15/22 | 1,768 | 1,775 |
| Intel Corp. | 2.875% | 5/11/24 | 1,000 | 1,007 |
| Intel Corp. | 3.700% | 7/29/25 | 1,505 | 1,576 |
| Intel Corp. | 2.600% | 5/19/26 | 1,040 | 1,017 |
| Intel Corp. | 4.000% | 12/15/32 | 625 | 683 |
| Intel Corp. | 4.800% | 10/1/41 | 665 | 771 |
| Intel Corp. | 4.100% | 5/19/46 | 1,050 | 1,106 |
| Intel Corp. | 3.734% | 12/8/47 | 2,998 | 3,016 |
| International Business Machines Corp. | 1.625% | 5/15/20 | 970 | 959 |
| International Business Machines Corp. | 2.900% | 11/1/21 | 200 | 200 |
| International Business Machines Corp. | 1.875% | 8/1/22 | 3,465 | 3,366 |
| International Business Machines Corp. | 2.875% | 11/9/22 | 1,050 | 1,053 |
| International Business Machines Corp. | 3.375% | 8/1/23 | 1,100 | 1,123 |
| International Business Machines Corp. | 3.625% | 2/12/24 | 1,400 | 1,441 |
| International Business Machines Corp. | 3.450% | 2/19/26 | 1,600 | 1,625 |
| International Business Machines Corp. | 5.600% | 11/30/39 | 1,114 | 1,339 |
| International Business Machines Corp. | 4.000% | 6/20/42 | 1,500 | 1,474 |
| Jabil Inc. | 5.625% | 12/15/20 | 250 | 259 |
| Jabil Inc. | 3.950% | 1/12/28 | 400 | 369 |
| Juniper Networks Inc. | 3.300% | 6/15/20 | 475 | 477 |
| Juniper Networks Inc. | 4.600% | 3/15/21 | 360 | 369 |
| Juniper Networks Inc. | 4.350% | 6/15/25 | 250 | 258 |
| Juniper Networks Inc. | 5.950% | 3/15/41 | 150 | 155 |
| Keysight Technologies Inc. | 4.550% | 10/30/24 | 475 | 494 |
| Keysight Technologies Inc. | 4.600% | 4/6/27 | 575 | 596 |
| KLA-Tencor Corp. | 4.125% | 11/1/21 | 1,800 | 1,850 |
| KLA-Tencor Corp. | 4.650% | 11/1/24 | 1,175 | 1,252 |
| KLA-Tencor Corp. | 4.100% | 3/15/29 | 650 | 662 |
| KLA-Tencor Corp. | 5.000% | 3/15/49 | 300 | 318 |
| Lam Research Corp. | 2.800% | 6/15/21 | 450 | 449 |
| Lam Research Corp. | 3.800% | 3/15/25 | 425 | 437 |
| Lam Research Corp. | 3.750% | 3/15/26 | 600 | 612 |
| Lam Research Corp. | 4.000% | 3/15/29 | 1,100 | 1,124 |
| Lam Research Corp. | 4.875% | 3/15/49 | 500 | 529 |
| Marvell Technology Group Ltd. | 4.200% | 6/22/23 | 425 | 433 |
| Marvell Technology Group Ltd. | 4.875% | 6/22/28 | 525 | 543 |
| Maxim Integrated Products Inc. | 3.375% | 3/15/23 | 400 | 401 |
| Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 450 | 432 |
| Micron Technology Inc. | 4.640% | 2/6/24 | 275 | 282 |
| Micron Technology Inc. | 4.975% | 2/6/26 | 375 | 383 |
| Micron Technology Inc. | 5.327% | 2/6/29 | 575 | 590 |
| Microsoft Corp. | 3.000% | 10/1/20 | 250 | 252 |
| Microsoft Corp. | 2.000% | 11/3/20 | 4,075 | 4,046 |
| Microsoft Corp. | 2.400% | 2/6/22 | 1,500 | 1,499 |
| Microsoft Corp. | 2.375% | 2/12/22 | 1,600 | 1,599 |
| Microsoft Corp. | 2.650% | 11/3/22 | 2,555 | 2,565 |
| Microsoft Corp. | 2.375% | 5/1/23 | 250 | 249 |
| Microsoft Corp. | 2.000% | 8/8/23 | 1,900 | 1,860 |
| Microsoft Corp. | 2.875% | 2/6/24 | 1,713 | 1,733 |
| Microsoft Corp. | 3.125% | 11/3/25 | 2,270 | 2,325 |
| Microsoft Corp. | 2.400% | 8/8/26 | 3,483 | 3,381 |
| Microsoft Corp. | 3.300% | 2/6/27 | 5,300 | 5,443 |
| Microsoft Corp. | 3.500% | 2/12/35 | 1,325 | 1,347 |
| Microsoft Corp. | 4.200% | 11/3/35 | 575 | 632 |
| Microsoft Corp. | 3.450% | 8/8/36 | 1,700 | 1,718 |
| Microsoft Corp. | 4.100% | 2/6/37 | 2,550 | 2,776 |
| Microsoft Corp. | 5.300% | 2/8/41 | 600 | 746 |
| Microsoft Corp. | 3.500% | 11/15/42 | 850 | 845 |
| Microsoft Corp. | 3.750% | 5/1/43 | 110 | 113 |
| Microsoft Corp. | 4.875% | 12/15/43 | 705 | 842 |
| Microsoft Corp. | 3.750% | 2/12/45 | 1,550 | 1,592 |
| Microsoft Corp. | 4.450% | 11/3/45 | 2,125 | 2,413 |
| Microsoft Corp. | 3.700% | 8/8/46 | 3,650 | 3,734 |
| Microsoft Corp. | 4.250% | 2/6/47 | 2,950 | 3,292 |
| Microsoft Corp. | 4.000% | 2/12/55 | 4,615 | 4,862 |
| Microsoft Corp. | 3.950% | 8/8/56 | 600 | 628 |
| Microsoft Corp. | 4.500% | 2/6/57 | 1,400 | 1,608 |
| Motorola Solutions Inc. | 3.750% | 5/15/22 | 600 | 608 |
| Motorola Solutions Inc. | 3.500% | 3/1/23 | 1,200 | 1,206 |
| Motorola Solutions Inc. | 4.000% | 9/1/24 | 500 | 508 |
| Motorola Solutions Inc. | 4.600% | 2/23/28 | 650 | 652 |
| Motorola Solutions Inc. | 5.500% | 9/1/44 | 300 | 291 |
| NetApp Inc. | 3.375% | 6/15/21 | 850 | 855 |
| NetApp Inc. | 3.300% | 9/29/24 | 300 | 294 |
| NVIDIA Corp. | 2.200% | 9/16/21 | 815 | 804 |
| NVIDIA Corp. | 3.200% | 9/16/26 | 764 | 761 |
| 7 NXP BV / NXP Funding LLC | 4.875% | 3/1/24 | 800 | 844 |
| 7 NXP BV / NXP Funding LLC | 5.350% | 3/1/26 | 787 | 844 |
| 7 NXP BV / NXP Funding LLC | 5.550% | 12/1/28 | 675 | 732 |
| Oracle Corp. | 1.900% | 9/15/21 | 6,800 | 6,690 |
| Oracle Corp. | 2.500% | 5/15/22 | 2,537 | 2,528 |
| Oracle Corp. | 2.400% | 9/15/23 | 1,720 | 1,691 |
| Oracle Corp. | 3.400% | 7/8/24 | 2,425 | 2,480 |
| Oracle Corp. | 2.950% | 11/15/24 | 2,010 | 2,016 |
| Oracle Corp. | 2.650% | 7/15/26 | 8,022 | 7,777 |
| Oracle Corp. | 3.250% | 5/15/30 | 275 | 273 |
| Oracle Corp. | 4.300% | 7/8/34 | 1,350 | 1,447 |
| Oracle Corp. | 3.900% | 5/15/35 | 1,375 | 1,398 |
| Oracle Corp. | 3.850% | 7/15/36 | 1,580 | 1,590 |
| Oracle Corp. | 3.800% | 11/15/37 | 1,425 | 1,429 |
| Oracle Corp. | 6.125% | 7/8/39 | 1,785 | 2,291 |
| Oracle Corp. | 5.375% | 7/15/40 | 2,160 | 2,593 |
| Oracle Corp. | 4.125% | 5/15/45 | 1,825 | 1,853 |
| Oracle Corp. | 4.000% | 7/15/46 | 3,115 | 3,115 |
| Oracle Corp. | 4.000% | 11/15/47 | 1,000 | 1,005 |
| Oracle Corp. | 4.375% | 5/15/55 | 950 | 1,005 |
| QUALCOMM Inc. | 2.250% | 5/20/20 | 1,000 | 996 |
| QUALCOMM Inc. | 3.000% | 5/20/22 | 1,625 | 1,640 |
| QUALCOMM Inc. | 2.600% | 1/30/23 | 1,250 | 1,235 |
| QUALCOMM Inc. | 2.900% | 5/20/24 | 1,225 | 1,205 |
| QUALCOMM Inc. | 3.450% | 5/20/25 | 1,500 | 1,509 |
| QUALCOMM Inc. | 3.250% | 5/20/27 | 1,250 | 1,219 |
| QUALCOMM Inc. | 4.650% | 5/20/35 | 860 | 887 |
| QUALCOMM Inc. | 4.800% | 5/20/45 | 1,310 | 1,328 |
| QUALCOMM Inc. | 4.300% | 5/20/47 | 1,000 | 954 |
| salesforce.com Inc. | 3.250% | 4/11/23 | 825 | 845 |
| salesforce.com Inc. | 3.700% | 4/11/28 | 1,175 | 1,229 |
| Seagate HDD Cayman | 4.250% | 3/1/22 | 500 | 501 |
| Seagate HDD Cayman | 4.750% | 6/1/23 | 725 | 732 |
| Seagate HDD Cayman | 4.875% | 3/1/24 | 375 | 375 |
| Seagate HDD Cayman | 4.750% | 1/1/25 | 975 | 946 |
| Seagate HDD Cayman | 4.875% | 6/1/27 | 445 | 426 |
| Seagate HDD Cayman | 5.750% | 12/1/34 | 400 | 365 |
| Tech Data Corp. | 3.700% | 2/15/22 | 425 | 427 |
| Tech Data Corp. | 4.950% | 2/15/27 | 375 | 376 |
| Texas Instruments Inc. | 2.750% | 3/12/21 | 250 | 251 |
| Texas Instruments Inc. | 1.850% | 5/15/22 | 500 | 490 |
| Texas Instruments Inc. | 2.625% | 5/15/24 | 225 | 224 |
| Texas Instruments Inc. | 2.900% | 11/3/27 | 400 | 397 |
| Texas Instruments Inc. | 3.875% | 3/15/39 | 600 | 620 |
| Texas Instruments Inc. | 4.150% | 5/15/48 | 1,325 | 1,422 |
| Total System Services Inc. | 3.800% | 4/1/21 | 725 | 737 |
| Total System Services Inc. | 3.750% | 6/1/23 | 500 | 508 |
| Total System Services Inc. | 4.000% | 6/1/23 | 475 | 489 |
| Total System Services Inc. | 4.800% | 4/1/26 | 600 | 627 |
| Total System Services Inc. | 4.450% | 6/1/28 | 375 | 383 |
| Trimble Inc. | 4.150% | 6/15/23 | 100 | 102 |
| Trimble Inc. | 4.750% | 12/1/24 | 225 | 231 |
| Trimble Inc. | 4.900% | 6/15/28 | 500 | 508 |
| Tyco Electronics Group SA | 3.500% | 2/3/22 | 725 | 733 |
| Tyco Electronics Group SA | 3.450% | 8/1/24 | 1,596 | 1,606 |
| Tyco Electronics Group SA | 3.125% | 8/15/27 | 450 | 436 |
| Tyco Electronics Group SA | 7.125% | 10/1/37 | 700 | 923 |
| Verisk Analytics Inc. | 5.800% | 5/1/21 | 325 | 342 |
| Verisk Analytics Inc. | 4.125% | 9/12/22 | 1,300 | 1,346 |
| Verisk Analytics Inc. | 4.000% | 6/15/25 | 750 | 780 |
| Verisk Analytics Inc. | 4.125% | 3/15/29 | 600 | 617 |
| Verisk Analytics Inc. | 5.500% | 6/15/45 | 600 | 661 |
| VMware Inc. | 2.300% | 8/21/20 | 1,030 | 1,020 |
| VMware Inc. | 2.950% | 8/21/22 | 1,310 | 1,297 |
| VMware Inc. | 3.900% | 8/21/27 | 1,050 | 1,011 |
| Xilinx Inc. | 3.000% | 3/15/21 | 1,300 | 1,303 |
| Transportation (0.3%) | ||||
| 4 American Airlines 2013-1 Class A Pass | ||||
| Through Trust | 4.000% | 1/15/27 | 162 | 165 |
| 4 American Airlines 2013-2 Class A Pass | ||||
| Through Trust | 4.950% | 7/15/24 | 625 | 647 |
| 4 American Airlines 2014-1 Class A Pass | ||||
| Through Trust | 3.700% | 4/1/28 | 389 | 390 |
| 4 American Airlines 2015-1 Class A Pass | ||||
| Through Trust | 3.375% | 11/1/28 | 745 | 731 |
| 4 American Airlines 2015-1 Class B Pass | ||||
| Through Trust | 3.700% | 11/1/24 | 102 | 101 |
| 4 American Airlines 2015-2 Class AA Pass | ||||
| Through Trust | 3.600% | 9/22/27 | 245 | 244 |
| 4 American Airlines 2016-1 Class AA Pass | ||||
| Through Trust | 3.575% | 1/15/28 | 396 | 394 |
| 4 American Airlines 2016-2 Class AA Pass | ||||
| Through Trust | 3.200% | 12/15/29 | 900 | 879 |
| 4 American Airlines 2016-3 Class A Pass | ||||
| Through Trust | 3.250% | 4/15/30 | 138 | 133 |
| 4 American Airlines 2016-3 Class AA Pass | ||||
| Through Trust | 3.000% | 10/15/28 | 207 | 199 |
| 4 American Airlines 2017-1 Class AA Pass | ||||
| Through Trust | 3.650% | 8/15/30 | 450 | 451 |
| 4 American Airlines 2017-2 Class AA Pass | ||||
| Through Trust | 3.350% | 10/15/29 | 389 | 379 |
| 4 BNSF Funding Trust I | 6.613% | 12/15/55 | 325 | 356 |
| Burlington Northern Santa Fe LLC | 3.600% | 9/1/20 | 275 | 278 |
| Burlington Northern Santa Fe LLC | 4.100% | 6/1/21 | 410 | 420 |
| Burlington Northern Santa Fe LLC | 3.450% | 9/15/21 | 410 | 417 |
| Burlington Northern Santa Fe LLC | 3.050% | 3/15/22 | 425 | 430 |
| Burlington Northern Santa Fe LLC | 3.050% | 9/1/22 | 240 | 243 |
| Burlington Northern Santa Fe LLC | 3.000% | 3/15/23 | 625 | 632 |
| Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 625 | 654 |
| Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 400 | 418 |
| Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 400 | 412 |
| Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 250 | 252 |
| Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 275 | 286 |
| Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 700 | 853 |
| Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 975 | 992 |
| Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 125 | 160 |
| Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 400 | 508 |
| Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 625 | 775 |
| Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 375 | 430 |
| Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 925 | 1,104 |
| Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 200 | 229 |
| Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 575 | 615 |
| Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 500 | 533 |
| Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 850 | 917 |
| Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 500 | 589 |
| Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 800 | 917 |
| Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 600 | 657 |
| Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 500 | 522 |
| Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 300 | 335 |
| Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 550 | 553 |
| Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 850 | 883 |
| Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 850 | 873 |
| Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 575 | 605 |
| Canadian National Railway Co. | 2.850% | 12/15/21 | 525 | 526 |
| Canadian National Railway Co. | 2.750% | 3/1/26 | 375 | 367 |
| Canadian National Railway Co. | 6.250% | 8/1/34 | 350 | 465 |
| Canadian National Railway Co. | 6.200% | 6/1/36 | 350 | 465 |
| Canadian National Railway Co. | 6.375% | 11/15/37 | 350 | 463 |
| Canadian National Railway Co. | 3.650% | 2/3/48 | 650 | 649 |
| Canadian Pacific Railway Co. | 4.450% | 3/15/23 | 430 | 449 |
| Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 100 | 98 |
| Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 225 | 301 |
| Canadian Pacific Railway Co. | 5.750% | 3/15/33 | 425 | 504 |
| Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 775 | 953 |
| Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 175 | 193 |
| Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 530 | 652 |
| CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 100 | 103 |
| 4 Continental Airlines 2009-2 Class A Pass | ||||
| Through Trust | 7.250% | 5/10/21 | 765 | 782 |
| 4 Continental Airlines 2012-1 Class A Pass | ||||
| Through Trust | 4.150% | 10/11/25 | 656 | 669 |
| 4 Continental Airlines 2012-2 Class A Pass | ||||
| Through Trust | 4.000% | 4/29/26 | 337 | 342 |
| CSX Corp. | 3.700% | 10/30/20 | 205 | 207 |
| CSX Corp. | 4.250% | 6/1/21 | 900 | 925 |
| CSX Corp. | 3.700% | 11/1/23 | 200 | 206 |
| CSX Corp. | 3.350% | 11/1/25 | 400 | 402 |
| CSX Corp. | 3.250% | 6/1/27 | 1,500 | 1,481 |
| CSX Corp. | 3.800% | 3/1/28 | 1,275 | 1,305 |
| CSX Corp. | 4.250% | 3/15/29 | 900 | 954 |
| CSX Corp. | 6.220% | 4/30/40 | 174 | 214 |
| CSX Corp. | 5.500% | 4/15/41 | 425 | 490 |
| CSX Corp. | 4.750% | 5/30/42 | 1,310 | 1,400 |
| CSX Corp. | 4.400% | 3/1/43 | 93 | 95 |
| CSX Corp. | 4.100% | 3/15/44 | 800 | 791 |
| CSX Corp. | 4.300% | 3/1/48 | 1,000 | 1,015 |
| CSX Corp. | 4.500% | 3/15/49 | 900 | 944 |
| CSX Corp. | 3.950% | 5/1/50 | 650 | 615 |
| CSX Corp. | 4.250% | 11/1/66 | 500 | 465 |
| CSX Corp. | 4.650% | 3/1/68 | 500 | 500 |
| 4 Delta Air Lines 2007-1 Class A Pass | ||||
| Through Trust | 6.821% | 2/10/24 | 257 | 280 |
| 4 Delta Air Lines 2010-2 Class A Pass | ||||
| Through Trust | 4.950% | 11/23/20 | 11 | 11 |
| 4 Delta Air Lines 2012-1 Class A Pass | ||||
| Through Trust | 4.750% | 11/7/21 | 32 | 32 |
| 4 Delta Air Lines 2015-1 Class AA Pass | ||||
| Through Trust | 3.625% | 7/30/27 | 318 | 322 |
| 4 Delta Air Lines 2019-1 Class AA Pass | ||||
| Through Trust | 3.204% | 4/25/24 | 430 | 436 |
| Delta Air Lines Inc. | 2.600% | 12/4/20 | 300 | 297 |
| Delta Air Lines Inc. | 3.400% | 4/19/21 | 500 | 502 |
| Delta Air Lines Inc. | 3.625% | 3/15/22 | 750 | 755 |
| Delta Air Lines Inc. | 3.800% | 4/19/23 | 625 | 633 |
| Delta Air Lines Inc. | 4.375% | 4/19/28 | 475 | 465 |
| FedEx Corp. | 2.625% | 8/1/22 | 1,470 | 1,456 |
| FedEx Corp. | 4.000% | 1/15/24 | 450 | 471 |
| FedEx Corp. | 3.250% | 4/1/26 | 500 | 498 |
| FedEx Corp. | 3.300% | 3/15/27 | 350 | 346 |
| FedEx Corp. | 3.400% | 2/15/28 | 1,000 | 987 |
| FedEx Corp. | 3.900% | 2/1/35 | 200 | 187 |
| FedEx Corp. | 3.875% | 8/1/42 | 200 | 177 |
| FedEx Corp. | 4.100% | 4/15/43 | 300 | 273 |
| FedEx Corp. | 5.100% | 1/15/44 | 600 | 623 |
| FedEx Corp. | 4.750% | 11/15/45 | 975 | 962 |
| FedEx Corp. | 4.550% | 4/1/46 | 1,150 | 1,110 |
| FedEx Corp. | 4.400% | 1/15/47 | 800 | 751 |
| FedEx Corp. | 4.050% | 2/15/48 | 1,500 | 1,349 |
| FedEx Corp. | 4.950% | 10/17/48 | 300 | 308 |
| FedEx Corp. | 4.500% | 2/1/65 | 150 | 135 |
| JB Hunt Transport Services Inc. | 3.300% | 8/15/22 | 400 | 404 |
| JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 150 | 152 |
| Kansas City Southern | 3.000% | 5/15/23 | 400 | 399 |
| Kansas City Southern | 4.300% | 5/15/43 | 250 | 244 |
| Kansas City Southern | 4.950% | 8/15/45 | 400 | 431 |
| Kansas City Southern | 4.700% | 5/1/48 | 1,500 | 1,571 |
| Kirby Corp. | 4.200% | 3/1/28 | 1,200 | 1,201 |
| 4 Latam Airlines 2015-1 Pass Through Trust | ||||
| A | 4.200% | 8/15/29 | 207 | 204 |
| Norfolk Southern Corp. | 3.250% | 12/1/21 | 325 | 327 |
| Norfolk Southern Corp. | 3.000% | 4/1/22 | 1,875 | 1,878 |
| Norfolk Southern Corp. | 2.903% | 2/15/23 | 780 | 779 |
| Norfolk Southern Corp. | 3.850% | 1/15/24 | 200 | 207 |
| Norfolk Southern Corp. | 5.590% | 5/17/25 | 164 | 184 |
| Norfolk Southern Corp. | 3.650% | 8/1/25 | 75 | 77 |
| Norfolk Southern Corp. | 7.800% | 5/15/27 | 100 | 129 |
| Norfolk Southern Corp. | 3.150% | 6/1/27 | 125 | 124 |
| Norfolk Southern Corp. | 3.800% | 8/1/28 | 300 | 309 |
| Norfolk Southern Corp. | 4.837% | 10/1/41 | 565 | 614 |
| Norfolk Southern Corp. | 3.950% | 10/1/42 | 425 | 410 |
| Norfolk Southern Corp. | 4.450% | 6/15/45 | 275 | 287 |
| Norfolk Southern Corp. | 4.650% | 1/15/46 | 200 | 215 |
| Norfolk Southern Corp. | 3.942% | 11/1/47 | 150 | 146 |
| Norfolk Southern Corp. | 4.150% | 2/28/48 | 50 | 51 |
| Norfolk Southern Corp. | 4.050% | 8/15/52 | 1,723 | 1,650 |
| Norfolk Southern Corp. | 6.000% | 3/15/05 | 160 | 181 |
| Norfolk Southern Corp. | 5.100% | 8/1/18 | 220 | 220 |
| Norfolk Southern Railway Co. | 9.750% | 6/15/20 | 116 | 125 |
| 4 Northwest Airlines 2007-1 Class A Pass | ||||
| Through Trust | 7.027% | 5/1/21 | 143 | 146 |
| Ryder System Inc. | 2.500% | 5/11/20 | 200 | 199 |
| Ryder System Inc. | 2.875% | 9/1/20 | 125 | 125 |
| Ryder System Inc. | 3.500% | 6/1/21 | 300 | 303 |
| Ryder System Inc. | 2.250% | 9/1/21 | 100 | 98 |
| Ryder System Inc. | 3.400% | 3/1/23 | 350 | 353 |
| Ryder System Inc. | 3.750% | 6/9/23 | 1,490 | 1,513 |
| Ryder System Inc. | 3.650% | 3/18/24 | 550 | 562 |
| Southwest Airlines Co. | 2.650% | 11/5/20 | 540 | 539 |
| Southwest Airlines Co. | 2.750% | 11/16/22 | 100 | 100 |
| Southwest Airlines Co. | 3.000% | 11/15/26 | 400 | 387 |
| Southwest Airlines Co. | 3.450% | 11/16/27 | 240 | 238 |
| 4 Southwest Airlines Co. 2007-1 Pass | ||||
| Through Trust | 6.150% | 2/1/24 | 69 | 72 |
| 4 Spirit Airlines Class A Pass Through | ||||
| Certificates Series 2015-1 | 4.100% | 10/1/29 | 270 | 272 |
| Union Pacific Corp. | 2.250% | 6/19/20 | 300 | 298 |
| Union Pacific Corp. | 3.200% | 6/8/21 | 600 | 607 |
| Union Pacific Corp. | 2.950% | 3/1/22 | 400 | 403 |
| Union Pacific Corp. | 4.163% | 7/15/22 | 100 | 104 |
| Union Pacific Corp. | 2.950% | 1/15/23 | 650 | 649 |
| Union Pacific Corp. | 2.750% | 4/15/23 | 200 | 196 |
| Union Pacific Corp. | 3.500% | 6/8/23 | 600 | 614 |
| Union Pacific Corp. | 3.646% | 2/15/24 | 2,375 | 2,455 |
| Union Pacific Corp. | 3.150% | 3/1/24 | 400 | 405 |
| Union Pacific Corp. | 3.250% | 1/15/25 | 400 | 401 |
| Union Pacific Corp. | 3.750% | 7/15/25 | 600 | 624 |
| Union Pacific Corp. | 3.250% | 8/15/25 | 900 | 912 |
| Union Pacific Corp. | 2.750% | 3/1/26 | 648 | 631 |
| Union Pacific Corp. | 3.000% | 4/15/27 | 240 | 236 |
| Union Pacific Corp. | 3.950% | 9/10/28 | 800 | 837 |
| Union Pacific Corp. | 3.700% | 3/1/29 | 800 | 822 |
| Union Pacific Corp. | 3.375% | 2/1/35 | 900 | 838 |
| Union Pacific Corp. | 3.600% | 9/15/37 | 708 | 670 |
| Union Pacific Corp. | 4.375% | 9/10/38 | 625 | 651 |
| Union Pacific Corp. | 4.250% | 4/15/43 | 400 | 402 |
| Union Pacific Corp. | 4.821% | 2/1/44 | 250 | 271 |
| Union Pacific Corp. | 4.150% | 1/15/45 | 400 | 396 |
| Union Pacific Corp. | 4.050% | 11/15/45 | 250 | 243 |
| Union Pacific Corp. | 3.350% | 8/15/46 | 550 | 479 |
| Union Pacific Corp. | 4.500% | 9/10/48 | 400 | 425 |
| Union Pacific Corp. | 4.300% | 3/1/49 | 900 | 931 |
| Union Pacific Corp. | 3.799% | 10/1/51 | 1,082 | 1,007 |
| Union Pacific Corp. | 3.875% | 2/1/55 | 400 | 377 |
| Union Pacific Corp. | 4.375% | 11/15/65 | 800 | 772 |
| Union Pacific Corp. | 4.100% | 9/15/67 | 350 | 323 |
| 4 United Airlines 2013-1 Class A Pass | ||||
| Through Trust | 4.300% | 2/15/27 | 544 | 557 |
| 4 United Airlines 2014-1 Class A Pass | ||||
| Through Trust | 4.000% | 10/11/27 | 604 | 615 |
| 4 United Airlines 2015-1 Class A Pass | ||||
| Through Trust | 3.700% | 6/1/24 | 200 | 201 |
| 4 United Airlines 2015-1 Class AA Pass | ||||
| Through Trust | 3.450% | 12/1/27 | 242 | 239 |
| 4 United Airlines 2016-1 Class A Pass | ||||
| Through Trust | 3.450% | 1/7/30 | 368 | 360 |
| 4 United Airlines 2016-1 Class AA Pass | ||||
| Through Trust | 3.100% | 7/7/28 | 1,427 | 1,379 |
| 4 United Airlines 2019-1 Class AA Pass | ||||
| Through Trust | 4.150% | 8/25/31 | 500 | 516 |
| United Parcel Service Inc. | 3.125% | 1/15/21 | 990 | 1,003 |
| United Parcel Service Inc. | 2.050% | 4/1/21 | 500 | 495 |
| United Parcel Service Inc. | 2.450% | 10/1/22 | 800 | 799 |
| United Parcel Service Inc. | 2.500% | 4/1/23 | 870 | 866 |
| United Parcel Service Inc. | 2.800% | 11/15/24 | 950 | 955 |
| United Parcel Service Inc. | 2.400% | 11/15/26 | 1,575 | 1,515 |
| United Parcel Service Inc. | 3.050% | 11/15/27 | 750 | 748 |
| United Parcel Service Inc. | 3.400% | 3/15/29 | 500 | 508 |
| United Parcel Service Inc. | 6.200% | 1/15/38 | 820 | 1,055 |
| United Parcel Service Inc. | 4.875% | 11/15/40 | 350 | 389 |
| United Parcel Service Inc. | 3.625% | 10/1/42 | 175 | 163 |
| United Parcel Service Inc. | 3.400% | 11/15/46 | 340 | 309 |
| United Parcel Service Inc. | 3.750% | 11/15/47 | 1,000 | 961 |
| United Parcel Service Inc. | 4.250% | 3/15/49 | 600 | 624 |
| 4 US Airways 2013-1 Class A Pass Through | ||||
| Trust | 3.950% | 5/15/27 | 144 | 145 |
| 2,536,865 | ||||
| Utilities (0.7%) | ||||
| Electric (0.6%) | ||||
| AEP Texas Inc. | 2.400% | 10/1/22 | 300 | 296 |
| AEP Texas Inc. | 3.950% | 6/1/28 | 400 | 417 |
| AEP Texas Inc. | 3.800% | 10/1/47 | 250 | 238 |
| AEP Transmission Co. LLC | 3.100% | 12/1/26 | 200 | 198 |
| AEP Transmission Co. LLC | 4.000% | 12/1/46 | 325 | 329 |
| AEP Transmission Co. LLC | 3.750% | 12/1/47 | 400 | 394 |
| AEP Transmission Co. LLC | 4.250% | 9/15/48 | 325 | 341 |
| Alabama Power Co. | 2.450% | 3/30/22 | 975 | 967 |
| Alabama Power Co. | 3.550% | 12/1/23 | 700 | 722 |
| Alabama Power Co. | 6.000% | 3/1/39 | 100 | 126 |
| Alabama Power Co. | 3.850% | 12/1/42 | 125 | 123 |
| Alabama Power Co. | 4.150% | 8/15/44 | 300 | 311 |
| Alabama Power Co. | 3.750% | 3/1/45 | 850 | 827 |
| Alabama Power Co. | 4.300% | 1/2/46 | 300 | 317 |
| Alabama Power Co. | 3.700% | 12/1/47 | 325 | 316 |
| Alabama Power Co. | 4.300% | 7/15/48 | 500 | 531 |
| Ameren Corp. | 2.700% | 11/15/20 | 825 | 821 |
| Ameren Corp. | 3.650% | 2/15/26 | 440 | 442 |
| Ameren Illinois Co. | 2.700% | 9/1/22 | 250 | 249 |
| Ameren Illinois Co. | 3.250% | 3/1/25 | 275 | 279 |
| Ameren Illinois Co. | 3.800% | 5/15/28 | 350 | 367 |
| Ameren Illinois Co. | 4.150% | 3/15/46 | 475 | 497 |
| Ameren Illinois Co. | 3.700% | 12/1/47 | 475 | 468 |
| American Electric Power Co. Inc. | 2.150% | 11/13/20 | 250 | 248 |
| American Electric Power Co. Inc. | 3.650% | 12/1/21 | 425 | 433 |
| American Electric Power Co. Inc. | 3.200% | 11/13/27 | 400 | 390 |
| American Electric Power Co. Inc. | 4.300% | 12/1/28 | 500 | 530 |
| Appalachian Power Co. | 3.400% | 6/1/25 | 400 | 406 |
| Appalachian Power Co. | 7.000% | 4/1/38 | 260 | 341 |
| Appalachian Power Co. | 4.400% | 5/15/44 | 825 | 847 |
| Appalachian Power Co. | 4.500% | 3/1/49 | 550 | 571 |
| Arizona Public Service Co. | 3.150% | 5/15/25 | 500 | 503 |
| Arizona Public Service Co. | 2.950% | 9/15/27 | 300 | 292 |
| Arizona Public Service Co. | 5.050% | 9/1/41 | 575 | 643 |
| Arizona Public Service Co. | 4.500% | 4/1/42 | 325 | 343 |
| Arizona Public Service Co. | 4.350% | 11/15/45 | 50 | 53 |
| Arizona Public Service Co. | 3.750% | 5/15/46 | 425 | 406 |
| Arizona Public Service Co. | 4.250% | 3/1/49 | 500 | 520 |
| Avangrid Inc. | 3.150% | 12/1/24 | 545 | 539 |
| Avista Corp. | 4.350% | 6/1/48 | 300 | 320 |
| Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 900 | 914 |
| Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 225 | 213 |
| Baltimore Gas & Electric Co. | 3.500% | 8/15/46 | 700 | 659 |
| Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 250 | 241 |
| Baltimore Gas & Electric Co. | 4.250% | 9/15/48 | 250 | 263 |
| Berkshire Hathaway Energy Co. | 2.375% | 1/15/21 | 1,250 | 1,245 |
| Berkshire Hathaway Energy Co. | 2.800% | 1/15/23 | 150 | 150 |
| Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 250 | 259 |
| Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 250 | 256 |
| Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 500 | 497 |
| Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 1,325 | 1,666 |
| Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 1,225 | 1,506 |
| Berkshire Hathaway Energy Co. | 6.500% | 9/15/37 | 170 | 219 |
| Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 1,375 | 1,579 |
| Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 575 | 609 |
| Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 250 | 239 |
| Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 850 | 899 |
| Black Hills Corp. | 4.250% | 11/30/23 | 500 | 518 |
| Black Hills Corp. | 3.950% | 1/15/26 | 250 | 254 |
| Black Hills Corp. | 3.150% | 1/15/27 | 325 | 310 |
| Black Hills Corp. | 4.350% | 5/1/33 | 350 | 360 |
| Black Hills Corp. | 4.200% | 9/15/46 | 250 | 237 |
| CenterPoint Energy Houston Electric LLC | 1.850% | 6/1/21 | 1,625 | 1,596 |
| CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 250 | 245 |
| CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 150 | 142 |
| CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 200 | 197 |
| CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 700 | 678 |
| CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 325 | 333 |
| CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 100 | 109 |
| CenterPoint Energy Inc. | 3.600% | 11/1/21 | 300 | 304 |
| CenterPoint Energy Inc. | 2.500% | 9/1/22 | 400 | 390 |
| CenterPoint Energy Inc. | 3.850% | 2/1/24 | 350 | 357 |
| CenterPoint Energy Inc. | 4.250% | 11/1/28 | 375 | 389 |
| Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 425 | 415 |
| Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 275 | 281 |
| Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | 1,275 | 1,399 |
| Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 325 | 380 |
| CMS Energy Corp. | 5.050% | 3/15/22 | 500 | 526 |
| CMS Energy Corp. | 3.000% | 5/15/26 | 250 | 243 |
| CMS Energy Corp. | 3.450% | 8/15/27 | 300 | 301 |
| CMS Energy Corp. | 4.875% | 3/1/44 | 275 | 302 |
| Commonwealth Edison Co. | 2.950% | 8/15/27 | 275 | 270 |
| Commonwealth Edison Co. | 5.900% | 3/15/36 | 500 | 617 |
| Commonwealth Edison Co. | 6.450% | 1/15/38 | 1,030 | 1,355 |
| Commonwealth Edison Co. | 4.700% | 1/15/44 | 825 | 924 |
| Commonwealth Edison Co. | 3.700% | 3/1/45 | 1,100 | 1,075 |
| Commonwealth Edison Co. | 3.650% | 6/15/46 | 200 | 195 |
| Commonwealth Edison Co. | 3.750% | 8/15/47 | 500 | 490 |
| Commonwealth Edison Co. | 4.000% | 3/1/48 | 275 | 282 |
| Commonwealth Edison Co. | 4.000% | 3/1/49 | 700 | 716 |
| Connecticut Light & Power Co. | 2.500% | 1/15/23 | 1,310 | 1,303 |
| Connecticut Light & Power Co. | 3.200% | 3/15/27 | 250 | 251 |
| Connecticut Light & Power Co. | 4.300% | 4/15/44 | 375 | 403 |
| Connecticut Light & Power Co. | 4.150% | 6/1/45 | 75 | 79 |
| Connecticut Light & Power Co. | 4.000% | 4/1/48 | 425 | 441 |
| Consolidated Edison Co. of New York Inc. | 4.450% | 6/15/20 | 850 | 868 |
| Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 275 | 273 |
| Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 300 | 340 |
| Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 860 | 1,026 |
| Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 300 | 373 |
| Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 400 | 530 |
| Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 1,000 | 1,212 |
| Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 550 | 547 |
| Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 1,530 | 1,610 |
| Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 375 | 398 |
| Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 340 | 330 |
| Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 750 | 734 |
| Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 75 | 75 |
| Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 375 | 356 |
| Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 500 | 526 |
| Consolidated Edison Inc. | 2.000% | 5/15/21 | 300 | 295 |
| Consumers Energy Co. | 2.850% | 5/15/22 | 250 | 251 |
| Consumers Energy Co. | 3.375% | 8/15/23 | 225 | 231 |
| Consumers Energy Co. | 3.250% | 8/15/46 | 550 | 505 |
| Consumers Energy Co. | 3.950% | 7/15/47 | 500 | 519 |
| Consumers Energy Co. | 4.050% | 5/15/48 | 500 | 528 |
| Delmarva Power & Light Co. | 3.500% | 11/15/23 | 125 | 129 |
| Delmarva Power & Light Co. | 4.150% | 5/15/45 | 600 | 615 |
| Dominion Energy Inc. | 2.750% | 1/15/22 | 350 | 347 |
| Dominion Energy Inc. | 2.750% | 9/15/22 | 100 | 99 |
| Dominion Energy Inc. | 3.900% | 10/1/25 | 425 | 440 |
| Dominion Energy Inc. | 2.850% | 8/15/26 | 500 | 481 |
| Dominion Energy Inc. | 4.250% | 6/1/28 | 750 | 786 |
| Dominion Energy Inc. | 6.300% | 3/15/33 | 500 | 612 |
| Dominion Energy Inc. | 5.250% | 8/1/33 | 200 | 224 |
| Dominion Energy Inc. | 7.000% | 6/15/38 | 300 | 390 |
| Dominion Energy Inc. | 4.900% | 8/1/41 | 790 | 842 |
| Dominion Energy Inc. | 4.050% | 9/15/42 | 400 | 387 |
| Dominion Energy Inc. | 4.600% | 3/15/49 | 1,000 | 1,038 |
| 4 Dominion Energy Inc. | 5.750% | 10/1/54 | 375 | 382 |
| DTE Electric Co. | 3.450% | 10/1/20 | 410 | 414 |
| DTE Electric Co. | 3.650% | 3/15/24 | 825 | 856 |
| DTE Electric Co. | 3.375% | 3/1/25 | 150 | 152 |
| DTE Electric Co. | 4.000% | 4/1/43 | 300 | 306 |
| DTE Electric Co. | 3.700% | 3/15/45 | 200 | 196 |
| DTE Electric Co. | 3.700% | 6/1/46 | 550 | 536 |
| DTE Electric Co. | 3.750% | 8/15/47 | 450 | 445 |
| DTE Electric Co. | 4.050% | 5/15/48 | 500 | 519 |
| DTE Energy Co. | 3.300% | 6/15/22 | 250 | 252 |
| DTE Energy Co. | 3.700% | 8/1/23 | 500 | 511 |
| DTE Energy Co. | 3.500% | 6/1/24 | 525 | 531 |
| DTE Energy Co. | 2.850% | 10/1/26 | 675 | 643 |
| DTE Energy Co. | 3.800% | 3/15/27 | 500 | 504 |
| DTE Energy Co. | 6.375% | 4/15/33 | 100 | 124 |
| Duke Energy Carolinas LLC | 4.300% | 6/15/20 | 100 | 102 |
| Duke Energy Carolinas LLC | 3.900% | 6/15/21 | 980 | 1,004 |
| Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 300 | 363 |
| Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 425 | 534 |
| Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 325 | 412 |
| Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 25 | 32 |
| Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 710 | 857 |
| Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 1,000 | 1,063 |
| Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 675 | 693 |
| Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 380 | 384 |
| Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 425 | 416 |
| Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 400 | 410 |
| Duke Energy Corp. | 2.400% | 8/15/22 | 1,000 | 989 |
| Duke Energy Corp. | 3.950% | 10/15/23 | 225 | 234 |
| Duke Energy Corp. | 3.750% | 4/15/24 | 475 | 489 |
| Duke Energy Corp. | 2.650% | 9/1/26 | 595 | 566 |
| Duke Energy Corp. | 3.150% | 8/15/27 | 550 | 541 |
| Duke Energy Corp. | 4.800% | 12/15/45 | 700 | 751 |
| Duke Energy Corp. | 3.750% | 9/1/46 | 1,206 | 1,129 |
| Duke Energy Florida LLC | 3.200% | 1/15/27 | 450 | 453 |
| Duke Energy Florida LLC | 3.800% | 7/15/28 | 425 | 444 |
| Duke Energy Florida LLC | 6.350% | 9/15/37 | 525 | 696 |
| Duke Energy Florida LLC | 6.400% | 6/15/38 | 800 | 1,072 |
| Duke Energy Florida LLC | 3.400% | 10/1/46 | 400 | 371 |
| Duke Energy Florida LLC | 4.200% | 7/15/48 | 425 | 447 |
| 4 Duke Energy Florida Project Finance LLC | 1.731% | 9/1/22 | 200 | 195 |
| 4 Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 400 | 385 |
| 4 Duke Energy Florida Project Finance LLC | 2.858% | 3/1/33 | 200 | 192 |
| 4 Duke Energy Florida Project Finance LLC | 3.112% | 9/1/36 | 325 | 307 |
| Duke Energy Indiana LLC | 6.120% | 10/15/35 | 1,175 | 1,474 |
| Duke Energy Indiana LLC | 4.900% | 7/15/43 | 250 | 284 |
| Duke Energy Indiana LLC | 3.750% | 5/15/46 | 1,100 | 1,074 |
| Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 1,225 | 1,180 |
| Duke Energy Progress LLC | 3.000% | 9/15/21 | 750 | 756 |
| Duke Energy Progress LLC | 2.800% | 5/15/22 | 350 | 351 |
| Duke Energy Progress LLC | 3.375% | 9/1/23 | 150 | 154 |
| Duke Energy Progress LLC | 3.250% | 8/15/25 | 1,725 | 1,754 |
| Duke Energy Progress LLC | 3.700% | 9/1/28 | 425 | 442 |
| Duke Energy Progress LLC | 3.450% | 3/15/29 | 1,000 | 1,022 |
| Duke Energy Progress LLC | 6.300% | 4/1/38 | 300 | 394 |
| Duke Energy Progress LLC | 4.375% | 3/30/44 | 525 | 567 |
| Duke Energy Progress LLC | 4.150% | 12/1/44 | 425 | 444 |
| Duke Energy Progress LLC | 4.200% | 8/15/45 | 525 | 549 |
| Duke Energy Progress LLC | 3.700% | 10/15/46 | 175 | 171 |
| Edison International | 2.125% | 4/15/20 | 975 | 967 |
| Edison International | 2.400% | 9/15/22 | 550 | 510 |
| Edison International | 2.950% | 3/15/23 | 750 | 701 |
| El Paso Electric Co. | 6.000% | 5/15/35 | 175 | 203 |
| El Paso Electric Co. | 5.000% | 12/1/44 | 250 | 264 |
| Emera US Finance LP | 2.700% | 6/15/21 | 625 | 619 |
| Emera US Finance LP | 3.550% | 6/15/26 | 325 | 321 |
| Emera US Finance LP | 4.750% | 6/15/46 | 1,375 | 1,429 |
| Enel Americas SA | 4.000% | 10/25/26 | 700 | 691 |
| Enel Chile SA | 4.875% | 6/12/28 | 600 | 630 |
| Entergy Arkansas Inc. | 3.750% | 2/15/21 | 1,250 | 1,269 |
| Entergy Arkansas Inc. | 3.500% | 4/1/26 | 150 | 153 |
| Entergy Corp. | 4.000% | 7/15/22 | 550 | 563 |
| Entergy Corp. | 2.950% | 9/1/26 | 625 | 597 |
| Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 500 | 562 |
| Entergy Louisiana LLC | 5.400% | 11/1/24 | 175 | 198 |
| Entergy Louisiana LLC | 2.400% | 10/1/26 | 200 | 188 |
| Entergy Louisiana LLC | 3.120% | 9/1/27 | 4,350 | 4,289 |
| Entergy Louisiana LLC | 3.250% | 4/1/28 | 300 | 299 |
| Entergy Louisiana LLC | 3.050% | 6/1/31 | 1,025 | 976 |
| Entergy Louisiana LLC | 4.000% | 3/15/33 | 625 | 657 |
| Entergy Louisiana LLC | 4.950% | 1/15/45 | 400 | 417 |
| Entergy Louisiana LLC | 4.200% | 9/1/48 | 650 | 677 |
| Entergy Mississippi Inc. | 2.850% | 6/1/28 | 750 | 722 |
| Eversource Energy | 2.750% | 3/15/22 | 350 | 350 |
| Eversource Energy | 3.800% | 12/1/23 | 350 | 362 |
| Eversource Energy | 2.900% | 10/1/24 | 275 | 272 |
| Eversource Energy | 3.150% | 1/15/25 | 1,575 | 1,571 |
| Eversource Energy | 3.300% | 1/15/28 | 200 | 197 |
| Eversource Energy | 4.250% | 4/1/29 | 625 | 666 |
| Exelon Corp. | 5.150% | 12/1/20 | 495 | 509 |
| Exelon Corp. | 2.450% | 4/15/21 | 250 | 247 |
| Exelon Corp. | 3.497% | 6/1/22 | 500 | 505 |
| Exelon Corp. | 3.950% | 6/15/25 | 600 | 622 |
| Exelon Corp. | 3.400% | 4/15/26 | 1,500 | 1,499 |
| Exelon Corp. | 4.950% | 6/15/35 | 800 | 857 |
| Exelon Corp. | 5.625% | 6/15/35 | 415 | 473 |
| Exelon Corp. | 5.100% | 6/15/45 | 200 | 223 |
| Exelon Corp. | 4.450% | 4/15/46 | 500 | 512 |
| Exelon Generation Co. LLC | 4.000% | 10/1/20 | 575 | 582 |
| Exelon Generation Co. LLC | 3.400% | 3/15/22 | 1,050 | 1,063 |
| Exelon Generation Co. LLC | 4.250% | 6/15/22 | 400 | 415 |
| Exelon Generation Co. LLC | 5.750% | 10/1/41 | 300 | 321 |
| Exelon Generation Co. LLC | 5.600% | 6/15/42 | 1,071 | 1,131 |
| FirstEnergy Corp. | 2.850% | 7/15/22 | 450 | 446 |
| FirstEnergy Corp. | 4.250% | 3/15/23 | 200 | 209 |
| FirstEnergy Corp. | 3.900% | 7/15/27 | 1,150 | 1,166 |
| FirstEnergy Corp. | 7.375% | 11/15/31 | 1,325 | 1,749 |
| FirstEnergy Corp. | 4.850% | 7/15/47 | 950 | 1,017 |
| Florida Power & Light Co. | 5.625% | 4/1/34 | 225 | 276 |
| Florida Power & Light Co. | 4.950% | 6/1/35 | 50 | 57 |
| Florida Power & Light Co. | 5.650% | 2/1/37 | 325 | 402 |
| Florida Power & Light Co. | 5.950% | 2/1/38 | 175 | 225 |
| Florida Power & Light Co. | 5.960% | 4/1/39 | 225 | 290 |
| Florida Power & Light Co. | 4.125% | 2/1/42 | 1,675 | 1,776 |
| Florida Power & Light Co. | 4.050% | 6/1/42 | 475 | 499 |
| Florida Power & Light Co. | 3.800% | 12/15/42 | 925 | 934 |
| Florida Power & Light Co. | 4.050% | 10/1/44 | 500 | 525 |
| Florida Power & Light Co. | 3.700% | 12/1/47 | 550 | 546 |
| Florida Power & Light Co. | 3.950% | 3/1/48 | 800 | 834 |
| Florida Power & Light Co. | 4.125% | 6/1/48 | 500 | 533 |
| Florida Power & Light Co. | 3.990% | 3/1/49 | 500 | 524 |
| Fortis Inc. | 2.100% | 10/4/21 | 450 | 440 |
| Fortis Inc. | 3.055% | 10/4/26 | 2,025 | 1,937 |
| Georgia Power Co. | 2.000% | 9/8/20 | 300 | 297 |
| Georgia Power Co. | 2.400% | 4/1/21 | 875 | 867 |
| Georgia Power Co. | 2.850% | 5/15/22 | 300 | 297 |
| Georgia Power Co. | 3.250% | 4/1/26 | 1,800 | 1,763 |
| Georgia Power Co. | 3.250% | 3/30/27 | 550 | 532 |
| Georgia Power Co. | 4.750% | 9/1/40 | 425 | 441 |
| Georgia Power Co. | 4.300% | 3/15/42 | 575 | 572 |
| Georgia Power Co. | 4.300% | 3/15/43 | 250 | 244 |
| Great Plains Energy Inc. | 4.850% | 6/1/21 | 295 | 304 |
| Gulf Power Co. | 3.300% | 5/30/27 | 250 | 250 |
| Iberdrola International BV | 6.750% | 7/15/36 | 175 | 220 |
| Indiana Michigan Power Co. | 3.850% | 5/15/28 | 1,000 | 1,043 |
| Indiana Michigan Power Co. | 3.750% | 7/1/47 | 550 | 521 |
| Indiana Michigan Power Co. | 4.250% | 8/15/48 | 500 | 512 |
| Interstate Power & Light Co. | 3.250% | 12/1/24 | 400 | 401 |
| Interstate Power & Light Co. | 4.100% | 9/26/28 | 450 | 470 |
| Interstate Power & Light Co. | 3.600% | 4/1/29 | 240 | 240 |
| Interstate Power & Light Co. | 6.250% | 7/15/39 | 250 | 315 |
| Interstate Power & Light Co. | 3.700% | 9/15/46 | 250 | 233 |
| ITC Holdings Corp. | 2.700% | 11/15/22 | 400 | 394 |
| ITC Holdings Corp. | 3.650% | 6/15/24 | 300 | 303 |
| ITC Holdings Corp. | 3.350% | 11/15/27 | 400 | 396 |
| ITC Holdings Corp. | 5.300% | 7/1/43 | 900 | 1,042 |
| 4 John Sevier Combined Cycle Generation | ||||
| LLC | 4.626% | 1/15/42 | 157 | 174 |
| Kansas City Power & Light Co. | 3.150% | 3/15/23 | 220 | 223 |
| Kansas City Power & Light Co. | 6.050% | 11/15/35 | 200 | 243 |
| Kansas City Power & Light Co. | 5.300% | 10/1/41 | 480 | 562 |
| Kansas City Power & Light Co. | 4.200% | 6/15/47 | 225 | 235 |
| Kentucky Utilities Co. | 3.250% | 11/1/20 | 200 | 201 |
| Kentucky Utilities Co. | 5.125% | 11/1/40 | 625 | 733 |
| LG&E & KU Energy LLC | 3.750% | 11/15/20 | 1,150 | 1,161 |
| Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 250 | 255 |
| Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 150 | 158 |
| MidAmerican Energy Co. | 3.100% | 5/1/27 | 450 | 451 |
| MidAmerican Energy Co. | 6.750% | 12/30/31 | 725 | 958 |
| MidAmerican Energy Co. | 4.800% | 9/15/43 | 275 | 312 |
| MidAmerican Energy Co. | 3.650% | 8/1/48 | 575 | 558 |
| MidAmerican Energy Co. | 4.250% | 7/15/49 | 500 | 532 |
| Mississippi Power Co. | 4.250% | 3/15/42 | 375 | 361 |
| National Rural Utilities Cooperative Finance | ||||
| Corp. | 2.350% | 6/15/20 | 900 | 897 |
| National Rural Utilities Cooperative Finance | ||||
| Corp. | 2.300% | 11/1/20 | 300 | 298 |
| National Rural Utilities Cooperative Finance | ||||
| Corp. | 2.900% | 3/15/21 | 250 | 251 |
| National Rural Utilities Cooperative Finance | ||||
| Corp. | 2.700% | 2/15/23 | 1,400 | 1,396 |
| National Rural Utilities Cooperative Finance | ||||
| Corp. | 2.950% | 2/7/24 | 1,200 | 1,206 |
| National Rural Utilities Cooperative Finance | ||||
| Corp. | 3.250% | 11/1/25 | 75 | 76 |
| National Rural Utilities Cooperative Finance | ||||
| Corp. | 3.900% | 11/1/28 | 250 | 262 |
| National Rural Utilities Cooperative Finance | ||||
| Corp. | 3.700% | 3/15/29 | 375 | 389 |
| National Rural Utilities Cooperative Finance | ||||
| Corp. | 4.023% | 11/1/32 | 1,014 | 1,082 |
| 4 National Rural Utilities Cooperative Finance | ||||
| Corp. | 4.750% | 4/30/43 | 100 | 96 |
| 4 National Rural Utilities Cooperative Finance | ||||
| Corp. | 5.250% | 4/20/46 | 325 | 324 |
| National Rural Utilities Cooperative Finance | ||||
| Corp. | 4.300% | 3/15/49 | 400 | 422 |
| Nevada Power Co. | 2.750% | 4/15/20 | 500 | 499 |
| Nevada Power Co. | 3.700% | 5/1/29 | 500 | 516 |
| Nevada Power Co. | 6.650% | 4/1/36 | 410 | 534 |
| NextEra Energy Capital Holdings Inc. | 4.500% | 6/1/21 | 140 | 144 |
| NextEra Energy Capital Holdings Inc. | 2.900% | 4/1/22 | 850 | 850 |
| NextEra Energy Capital Holdings Inc. | 2.800% | 1/15/23 | 650 | 645 |
| NextEra Energy Capital Holdings Inc. | 3.150% | 4/1/24 | 500 | 502 |
| NextEra Energy Capital Holdings Inc. | 3.250% | 4/1/26 | 200 | 200 |
| NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 700 | 705 |
| NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 350 | 350 |
| 4 NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 450 | 403 |
| Northern States Power Co. | 2.200% | 8/15/20 | 200 | 199 |
| Northern States Power Co. | 6.250% | 6/1/36 | 325 | 421 |
| Northern States Power Co. | 6.200% | 7/1/37 | 250 | 325 |
| Northern States Power Co. | 5.350% | 11/1/39 | 375 | 451 |
| Northern States Power Co. | 3.400% | 8/15/42 | 410 | 390 |
| Northern States Power Co. | 4.000% | 8/15/45 | 200 | 207 |
| NorthWestern Corp. | 4.176% | 11/15/44 | 250 | 255 |
| NSTAR Electric Co. | 2.375% | 10/15/22 | 125 | 124 |
| NSTAR Electric Co. | 3.200% | 5/15/27 | 550 | 551 |
| NSTAR Electric Co. | 5.500% | 3/15/40 | 550 | 659 |
| NV Energy Inc. | 6.250% | 11/15/20 | 225 | 237 |
| Oglethorpe Power Corp. | 5.950% | 11/1/39 | 100 | 117 |
| Oglethorpe Power Corp. | 5.375% | 11/1/40 | 630 | 701 |
| Ohio Power Co. | 5.375% | 10/1/21 | 575 | 612 |
| Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 300 | 307 |
| Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 225 | 228 |
| Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 250 | 243 |
| Oncor Electric Delivery Co. LLC | 4.100% | 6/1/22 | 575 | 597 |
| Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 275 | 274 |
| Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 1,000 | 1,379 |
| Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 400 | 477 |
| Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 500 | 550 |
| Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 400 | 481 |
| Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 250 | 251 |
| Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 400 | 423 |
| PacifiCorp | 2.950% | 2/1/22 | 1,000 | 1,008 |
| PacifiCorp | 3.600% | 4/1/24 | 500 | 516 |
| PacifiCorp | 3.500% | 6/15/29 | 600 | 614 |
| PacifiCorp | 5.250% | 6/15/35 | 475 | 543 |
| PacifiCorp | 6.100% | 8/1/36 | 500 | 625 |
| PacifiCorp | 5.750% | 4/1/37 | 410 | 498 |
| PacifiCorp | 6.250% | 10/15/37 | 500 | 637 |
| PacifiCorp | 6.350% | 7/15/38 | 250 | 322 |
| PacifiCorp | 4.100% | 2/1/42 | 1,650 | 1,705 |
| PacifiCorp | 4.125% | 1/15/49 | 575 | 593 |
| PacifiCorp | 4.150% | 2/15/50 | 1,000 | 1,039 |
| PECO Energy Co. | 2.375% | 9/15/22 | 225 | 223 |
| PECO Energy Co. | 3.900% | 3/1/48 | 275 | 279 |
| Pinnacle West Capital Corp. | 2.250% | 11/30/20 | 325 | 322 |
| PNM Resources Inc. | 3.250% | 3/9/21 | 250 | 250 |
| Potomac Electric Power Co. | 6.500% | 11/15/37 | 400 | 521 |
| Potomac Electric Power Co. | 4.150% | 3/15/43 | 550 | 571 |
| PPL Capital Funding Inc. | 3.500% | 12/1/22 | 375 | 378 |
| PPL Capital Funding Inc. | 3.400% | 6/1/23 | 25 | 25 |
| PPL Capital Funding Inc. | 3.950% | 3/15/24 | 225 | 230 |
| PPL Capital Funding Inc. | 3.100% | 5/15/26 | 25 | 24 |
| PPL Capital Funding Inc. | 4.700% | 6/1/43 | 465 | 486 |
| PPL Capital Funding Inc. | 5.000% | 3/15/44 | 1,450 | 1,582 |
| PPL Electric Utilities Corp. | 3.000% | 9/15/21 | 1,485 | 1,494 |
| PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 1,625 | 2,108 |
| PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 300 | 314 |
| PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 350 | 356 |
| PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 300 | 315 |
| Progress Energy Inc. | 3.150% | 4/1/22 | 1,500 | 1,506 |
| Progress Energy Inc. | 7.750% | 3/1/31 | 625 | 850 |
| Progress Energy Inc. | 7.000% | 10/30/31 | 200 | 260 |
| Progress Energy Inc. | 6.000% | 12/1/39 | 210 | 259 |
| PSEG Power LLC | 5.125% | 4/15/20 | 150 | 153 |
| PSEG Power LLC | 3.000% | 6/15/21 | 325 | 324 |
| PSEG Power LLC | 3.850% | 6/1/23 | 575 | 589 |
| Public Service Co. of Colorado | 3.200% | 11/15/20 | 700 | 705 |
| Public Service Co. of Colorado | 3.700% | 6/15/28 | 300 | 313 |
| Public Service Co. of Colorado | 3.600% | 9/15/42 | 225 | 219 |
| Public Service Co. of Colorado | 4.300% | 3/15/44 | 200 | 215 |
| Public Service Co. of Colorado | 4.100% | 6/15/48 | 300 | 316 |
| Public Service Co. of New Hampshire | 3.500% | 11/1/23 | 150 | 154 |
| Public Service Electric & Gas Co. | 1.900% | 3/15/21 | 200 | 197 |
| Public Service Electric & Gas Co. | 2.375% | 5/15/23 | 225 | 222 |
| Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 500 | 501 |
| Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 250 | 247 |
| Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 1,525 | 1,574 |
| Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 1,000 | 1,000 |
| Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 275 | 266 |
| Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 475 | 471 |
| Puget Energy Inc. | 6.500% | 12/15/20 | 375 | 396 |
| Puget Energy Inc. | 6.000% | 9/1/21 | 400 | 424 |
| Puget Energy Inc. | 5.625% | 7/15/22 | 400 | 427 |
| Puget Energy Inc. | 3.650% | 5/15/25 | 1,550 | 1,541 |
| Puget Sound Energy Inc. | 6.274% | 3/15/37 | 450 | 574 |
| Puget Sound Energy Inc. | 5.757% | 10/1/39 | 495 | 613 |
| Puget Sound Energy Inc. | 5.638% | 4/15/41 | 390 | 473 |
| Puget Sound Energy Inc. | 4.300% | 5/20/45 | 350 | 371 |
| Puget Sound Energy Inc. | 4.223% | 6/15/48 | 500 | 531 |
| San Diego Gas & Electric Co. | 3.000% | 8/15/21 | 150 | 151 |
| San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 350 | 330 |
| San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 250 | 297 |
| San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 505 | 522 |
| San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 325 | 305 |
| San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 325 | 326 |
| Sierra Pacific Power Co. | 2.600% | 5/1/26 | 300 | 288 |
| South Carolina Electric & Gas Co. | 6.625% | 2/1/32 | 400 | 502 |
| South Carolina Electric & Gas Co. | 6.050% | 1/15/38 | 450 | 554 |
| South Carolina Electric & Gas Co. | 5.450% | 2/1/41 | 250 | 296 |
| South Carolina Electric & Gas Co. | 4.350% | 2/1/42 | 182 | 193 |
| South Carolina Electric & Gas Co. | 4.600% | 6/15/43 | 325 | 352 |
| South Carolina Electric & Gas Co. | 5.100% | 6/1/65 | 425 | 489 |
| Southern California Edison Co. | 2.900% | 3/1/21 | 340 | 337 |
| Southern California Edison Co. | 3.875% | 6/1/21 | 350 | 353 |
| 4 Southern California Edison Co. | 1.845% | 2/1/22 | 150 | 146 |
| Southern California Edison Co. | 3.400% | 6/1/23 | 475 | 472 |
| Southern California Edison Co. | 3.500% | 10/1/23 | 300 | 300 |
| Southern California Edison Co. | 3.700% | 8/1/25 | 200 | 200 |
| Southern California Edison Co. | 3.650% | 3/1/28 | 1,000 | 979 |
| Southern California Edison Co. | 4.200% | 3/1/29 | 200 | 203 |
| Southern California Edison Co. | 6.650% | 4/1/29 | 225 | 251 |
| Southern California Edison Co. | 5.750% | 4/1/35 | 508 | 564 |
| Southern California Edison Co. | 5.350% | 7/15/35 | 1,135 | 1,214 |
| Southern California Edison Co. | 5.625% | 2/1/36 | 500 | 551 |
| Southern California Edison Co. | 5.500% | 3/15/40 | 400 | 440 |
| Southern California Edison Co. | 4.500% | 9/1/40 | 205 | 205 |
| Southern California Edison Co. | 4.050% | 3/15/42 | 870 | 823 |
| Southern California Edison Co. | 3.900% | 3/15/43 | 475 | 437 |
| Southern California Edison Co. | 3.600% | 2/1/45 | 150 | 132 |
| Southern California Edison Co. | 4.000% | 4/1/47 | 550 | 515 |
| Southern California Edison Co. | 4.125% | 3/1/48 | 1,500 | 1,433 |
| Southern California Edison Co. | 4.875% | 3/1/49 | 400 | 425 |
| Southern Co. | 2.750% | 6/15/20 | 450 | 450 |
| Southern Co. | 2.950% | 7/1/23 | 525 | 523 |
| Southern Co. | 3.250% | 7/1/26 | 1,500 | 1,469 |
| Southern Co. | 4.250% | 7/1/36 | 575 | 567 |
| Southern Co. | 4.400% | 7/1/46 | 1,135 | 1,144 |
| Southern Power Co. | 2.375% | 6/1/20 | 100 | 99 |
| Southern Power Co. | 2.500% | 12/15/21 | 300 | 296 |
| Southern Power Co. | 4.150% | 12/1/25 | 375 | 388 |
| Southern Power Co. | 5.150% | 9/15/41 | 685 | 705 |
| Southern Power Co. | 5.250% | 7/15/43 | 500 | 526 |
| Southern Power Co. | 4.950% | 12/15/46 | 300 | 303 |
| Southwestern Electric Power Co. | 2.750% | 10/1/26 | 300 | 285 |
| Southwestern Electric Power Co. | 4.100% | 9/15/28 | 550 | 571 |
| Southwestern Electric Power Co. | 3.900% | 4/1/45 | 1,250 | 1,182 |
| Southwestern Electric Power Co. | 3.850% | 2/1/48 | 375 | 350 |
| Southwestern Public Service Co. | 3.300% | 6/15/24 | 1,100 | 1,122 |
| Southwestern Public Service Co. | 4.500% | 8/15/41 | 350 | 370 |
| Southwestern Public Service Co. | 3.400% | 8/15/46 | 1,450 | 1,331 |
| Southwestern Public Service Co. | 3.700% | 8/15/47 | 550 | 527 |
| Tampa Electric Co. | 4.350% | 5/15/44 | 250 | 254 |
| Tampa Electric Co. | 4.300% | 6/15/48 | 300 | 303 |
| Tampa Electric Co. | 4.450% | 6/15/49 | 700 | 725 |
| Toledo Edison Co. | 6.150% | 5/15/37 | 250 | 312 |
| TransAlta Corp. | 4.500% | 11/15/22 | 325 | 329 |
| TransAlta Corp. | 6.500% | 3/15/40 | 500 | 499 |
| Tucson Electric Power Co. | 3.050% | 3/15/25 | 200 | 197 |
| Tucson Electric Power Co. | 4.850% | 12/1/48 | 500 | 553 |
| UIL Holdings Corp. | 4.625% | 10/1/20 | 300 | 306 |
| Union Electric Co. | 3.500% | 4/15/24 | 450 | 463 |
| Union Electric Co. | 2.950% | 6/15/27 | 300 | 295 |
| Union Electric Co. | 3.900% | 9/15/42 | 425 | 433 |
| Union Electric Co. | 3.650% | 4/15/45 | 575 | 562 |
| Union Electric Co. | 4.000% | 4/1/48 | 350 | 363 |
| Virginia Electric & Power Co. | 2.950% | 1/15/22 | 750 | 753 |
| Virginia Electric & Power Co. | 3.450% | 2/15/24 | 500 | 512 |
| Virginia Electric & Power Co. | 3.100% | 5/15/25 | 500 | 501 |
| Virginia Electric & Power Co. | 2.950% | 11/15/26 | 300 | 295 |
| Virginia Electric & Power Co. | 3.500% | 3/15/27 | 1,250 | 1,272 |
| Virginia Electric & Power Co. | 3.800% | 4/1/28 | 600 | 621 |
| Virginia Electric & Power Co. | 6.000% | 1/15/36 | 450 | 554 |
| Virginia Electric & Power Co. | 6.000% | 5/15/37 | 500 | 621 |
| Virginia Electric & Power Co. | 6.350% | 11/30/37 | 375 | 484 |
| Virginia Electric & Power Co. | 8.875% | 11/15/38 | 450 | 709 |
| Virginia Electric & Power Co. | 4.000% | 1/15/43 | 700 | 702 |
| Virginia Electric & Power Co. | 4.450% | 2/15/44 | 700 | 743 |
| Virginia Electric & Power Co. | 4.200% | 5/15/45 | 255 | 262 |
| Virginia Electric & Power Co. | 4.000% | 11/15/46 | 1,000 | 998 |
| Virginia Electric & Power Co. | 3.800% | 9/15/47 | 425 | 412 |
| Virginia Electric & Power Co. | 4.600% | 12/1/48 | 650 | 716 |
| WEC Energy Group Inc. | 2.450% | 6/15/20 | 250 | 249 |
| WEC Energy Group Inc. | 3.550% | 6/15/25 | 750 | 764 |
| Westar Energy Inc. | 2.550% | 7/1/26 | 575 | 546 |
| Westar Energy Inc. | 3.100% | 4/1/27 | 425 | 421 |
| Westar Energy Inc. | 4.125% | 3/1/42 | 425 | 437 |
| Westar Energy Inc. | 4.100% | 4/1/43 | 325 | 334 |
| Westar Energy Inc. | 4.250% | 12/1/45 | 100 | 105 |
| Wisconsin Electric Power Co. | 2.950% | 9/15/21 | 635 | 638 |
| Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 200 | 241 |
| Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 250 | 267 |
| Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 300 | 389 |
| Wisconsin Public Service Corp. | 3.350% | 11/21/21 | 850 | 864 |
| Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 75 | 73 |
| Xcel Energy Inc. | 4.700% | 5/15/20 | 305 | 309 |
| Xcel Energy Inc. | 2.600% | 3/15/22 | 275 | 273 |
| Xcel Energy Inc. | 3.300% | 6/1/25 | 100 | 101 |
| Xcel Energy Inc. | 3.350% | 12/1/26 | 275 | 276 |
| Xcel Energy Inc. | 4.000% | 6/15/28 | 650 | 677 |
| Xcel Energy Inc. | 6.500% | 7/1/36 | 610 | 777 |
| Natural Gas (0.1%) | ||||
| Atmos Energy Corp. | 3.000% | 6/15/27 | 375 | 372 |
| Atmos Energy Corp. | 5.500% | 6/15/41 | 800 | 964 |
| Atmos Energy Corp. | 4.125% | 10/15/44 | 500 | 515 |
| CenterPoint Energy Resources Corp. | 4.500% | 1/15/21 | 265 | 272 |
| CenterPoint Energy Resources Corp. | 3.550% | 4/1/23 | 250 | 254 |
| CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 450 | 463 |
| CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 675 | 807 |
| CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 250 | 245 |
| KeySpan Corp. | 5.803% | 4/1/35 | 250 | 285 |
| NiSource Finance Corp. | 3.490% | 5/15/27 | 1,100 | 1,096 |
| NiSource Finance Corp. | 5.950% | 6/15/41 | 500 | 589 |
| NiSource Finance Corp. | 4.800% | 2/15/44 | 200 | 211 |
| NiSource Finance Corp. | 5.650% | 2/1/45 | 500 | 578 |
| NiSource Finance Corp. | 4.375% | 5/15/47 | 1,175 | 1,189 |
| NiSource Inc. | 2.650% | 11/17/22 | 300 | 296 |
| NiSource Inc. | 3.650% | 6/15/23 | 300 | 306 |
| ONE Gas Inc. | 4.658% | 2/1/44 | 407 | 454 |
| Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 150 | 161 |
| Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 350 | 319 |
| Sempra Energy | 2.850% | 11/15/20 | 1,225 | 1,223 |
| Sempra Energy | 2.900% | 2/1/23 | 425 | 417 |
| Sempra Energy | 4.050% | 12/1/23 | 775 | 793 |
| Sempra Energy | 3.750% | 11/15/25 | 1,330 | 1,326 |
| Sempra Energy | 3.250% | 6/15/27 | 575 | 550 |
| Sempra Energy | 3.400% | 2/1/28 | 650 | 625 |
| Sempra Energy | 3.800% | 2/1/38 | 850 | 778 |
| Sempra Energy | 6.000% | 10/15/39 | 705 | 825 |
| Sempra Energy | 4.000% | 2/1/48 | 675 | 616 |
| Southern California Gas Co. | 3.150% | 9/15/24 | 425 | 424 |
| Southern California Gas Co. | 2.600% | 6/15/26 | 725 | 689 |
| Southern California Gas Co. | 3.750% | 9/15/42 | 300 | 291 |
| Southern California Gas Co. | 4.125% | 6/1/48 | 325 | 336 |
| Southern California Gas Co. | 4.300% | 1/15/49 | 500 | 533 |
| Southern Co. Gas Capital Corp. | 3.500% | 9/15/21 | 1,000 | 1,009 |
| Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 75 | 73 |
| Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 375 | 366 |
| Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 125 | 148 |
| Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 125 | 125 |
| Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 450 | 421 |
| Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 500 | 502 |
| Southwest Gas Corp. | 3.700% | 4/1/28 | 250 | 255 |
| Southwest Gas Corp. | 3.800% | 9/29/46 | 250 | 235 |
| Washington Gas Light Co. | 3.796% | 9/15/46 | 350 | 334 |
| Other Utility (0.0%) | ||||
| American Water Capital Corp. | 3.850% | 3/1/24 | 1,575 | 1,630 |
| American Water Capital Corp. | 3.400% | 3/1/25 | 450 | 459 |
| American Water Capital Corp. | 2.950% | 9/1/27 | 1,025 | 1,009 |
| American Water Capital Corp. | 6.593% | 10/15/37 | 700 | 927 |
| American Water Capital Corp. | 4.300% | 12/1/42 | 125 | 132 |
| American Water Capital Corp. | 4.000% | 12/1/46 | 500 | 505 |
| American Water Capital Corp. | 3.750% | 9/1/47 | 475 | 461 |
| American Water Capital Corp. | 4.200% | 9/1/48 | 450 | 473 |
| Veolia Environnement SA | 6.750% | 6/1/38 | 325 | 411 |
| 295,250 | ||||
| Total Corporate Bonds (Cost $4,121,626) | 4,192,828 | |||
| Sovereign Bonds (1.7%) | ||||
| African Development Bank | 2.625% | 3/22/21 | 1,000 | 1,005 |
| African Development Bank | 1.250% | 7/26/21 | 1,080 | 1,053 |
| African Development Bank | 2.375% | 9/23/21 | 1,850 | 1,850 |
| African Development Bank | 2.125% | 11/16/22 | 2,000 | 1,986 |
| African Development Bank | 3.000% | 9/20/23 | 1,600 | 1,642 |
| Agricultural Bank of China Ltd. | 2.750% | 5/21/20 | 250 | 249 |
| Asian Development Bank | 1.625% | 5/5/20 | 4,000 | 3,963 |
| Asian Development Bank | 2.250% | 1/20/21 | 2,220 | 2,215 |
| Asian Development Bank | 1.625% | 3/16/21 | 2,950 | 2,909 |
| Asian Development Bank | 1.750% | 6/8/21 | 2,700 | 2,666 |
| Asian Development Bank | 2.000% | 2/16/22 | 3,500 | 3,471 |
| Asian Development Bank | 1.875% | 2/18/22 | 2,850 | 2,815 |
| Asian Development Bank | 1.875% | 8/10/22 | 2,200 | 2,168 |
| Asian Development Bank | 1.750% | 9/13/22 | 2,000 | 1,963 |
| Asian Development Bank | 2.750% | 3/17/23 | 3,000 | 3,049 |
| Asian Development Bank | 2.625% | 1/30/24 | 3,000 | 3,037 |
| Asian Development Bank | 2.000% | 1/22/25 | 1,000 | 978 |
| Asian Development Bank | 2.000% | 4/24/26 | 400 | 388 |
| Asian Development Bank | 2.625% | 1/12/27 | 800 | 807 |
| Asian Development Bank | 2.500% | 11/2/27 | 2,985 | 2,980 |
| Asian Development Bank | 2.750% | 1/19/28 | 1,000 | 1,016 |
| Asian Development Bank | 3.125% | 9/26/28 | 1,600 | 1,674 |
| Canada | 2.625% | 1/25/22 | 2,500 | 2,523 |
| Canada | 2.000% | 11/15/22 | 860 | 851 |
| CNOOC Finance 2013 Ltd. | 3.000% | 5/9/23 | 3,100 | 3,070 |
| CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 500 | 511 |
| CNOOC Finance 2015 Australia Pty Ltd. | 2.625% | 5/5/20 | 1,500 | 1,495 |
| CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | 1,800 | 1,823 |
| CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 2,000 | 2,141 |
| CNOOC Nexen Finance 2014 ULC | 4.250% | 4/30/24 | 1,000 | 1,043 |
| CNOOC Nexen Finance 2014 ULC | 4.875% | 4/30/44 | 400 | 449 |
| Corp. Andina de Fomento | 3.750% | 11/23/23 | 1,250 | 1,266 |
| Corp. Andina de Fomento | 2.200% | 7/18/20 | 1,515 | 1,499 |
| Corp. Andina de Fomento | 4.375% | 6/15/22 | 1,140 | 1,187 |
| Corp. Andina de Fomento | 2.750% | 1/6/23 | 1,465 | 1,450 |
| Council Of Europe Development Bank | 1.625% | 3/16/21 | 600 | 592 |
| Council Of Europe Development Bank | 2.625% | 2/13/23 | 1,900 | 1,918 |
| Council Of Europe Development Bank | 2.500% | 2/27/24 | 50 | 50 |
| Ecopetrol SA | 5.875% | 9/18/23 | 1,425 | 1,557 |
| Ecopetrol SA | 4.125% | 1/16/25 | 1,475 | 1,492 |
| Ecopetrol SA | 5.375% | 6/26/26 | 1,575 | 1,695 |
| Ecopetrol SA | 7.375% | 9/18/43 | 700 | 837 |
| Ecopetrol SA | 5.875% | 5/28/45 | 1,075 | 1,110 |
| Emirates Telecommunications Group Co. | ||||
| PJSC | 3.500% | 6/18/24 | 200 | 201 |
| Equinor ASA | 2.900% | 11/8/20 | 150 | 151 |
| Equinor ASA | 2.750% | 11/10/21 | 900 | 905 |
| Equinor ASA | 3.150% | 1/23/22 | 125 | 127 |
| Equinor ASA | 2.450% | 1/17/23 | 2,960 | 2,941 |
| Equinor ASA | 2.650% | 1/15/24 | 3,240 | 3,228 |
| Equinor ASA | 3.250% | 11/10/24 | 550 | 563 |
| Equinor ASA | 3.625% | 9/10/28 | 1,200 | 1,251 |
| Equinor ASA | 5.100% | 8/17/40 | 300 | 356 |
| Equinor ASA | 4.250% | 11/23/41 | 325 | 347 |
| Equinor ASA | 3.950% | 5/15/43 | 175 | 180 |
| Equinor ASA | 4.800% | 11/8/43 | 1,000 | 1,166 |
| European Bank for Reconstruction & | ||||
| Development | 2.000% | 2/1/21 | 1,200 | 1,192 |
| European Bank for Reconstruction & | ||||
| Development | 1.875% | 7/15/21 | 2,200 | 2,177 |
| European Bank for Reconstruction & | ||||
| Development | 1.500% | 11/2/21 | 800 | 784 |
| European Bank for Reconstruction & | ||||
| Development | 1.875% | 2/23/22 | 1,300 | 1,285 |
| European Bank for Reconstruction & | ||||
| Development | 2.750% | 3/7/23 | 2,400 | 2,437 |
| European Investment Bank | 1.750% | 5/15/20 | 3,035 | 3,013 |
| European Investment Bank | 1.375% | 6/15/20 | 3,100 | 3,061 |
| European Investment Bank | 1.625% | 8/14/20 | 3,600 | 3,561 |
| European Investment Bank | 2.875% | 9/15/20 | 4,490 | 4,520 |
| European Investment Bank | 1.625% | 12/15/20 | 2,500 | 2,470 |
| European Investment Bank | 4.000% | 2/16/21 | 4,000 | 4,120 |
| European Investment Bank | 2.000% | 3/15/21 | 6,100 | 6,059 |
| European Investment Bank | 2.500% | 4/15/21 | 3,650 | 3,658 |
| European Investment Bank | 1.375% | 9/15/21 | 300 | 293 |
| European Investment Bank | 2.125% | 10/15/21 | 350 | 348 |
| European Investment Bank | 2.875% | 12/15/21 | 4,800 | 4,871 |
| European Investment Bank | 2.250% | 3/15/22 | 2,800 | 2,796 |
| European Investment Bank | 2.625% | 5/20/22 | 2,500 | 2,525 |
| European Investment Bank | 2.375% | 6/15/22 | 4,130 | 4,136 |
| European Investment Bank | 2.250% | 8/15/22 | 685 | 683 |
| European Investment Bank | 2.000% | 12/15/22 | 7,525 | 7,439 |
| European Investment Bank | 2.500% | 3/15/23 | 625 | 629 |
| European Investment Bank | 2.875% | 8/15/23 | 3,300 | 3,374 |
| European Investment Bank | 3.125% | 12/14/23 | 700 | 724 |
| European Investment Bank | 3.250% | 1/29/24 | 3,210 | 3,342 |
| European Investment Bank | 2.625% | 3/15/24 | 3,660 | 3,710 |
| European Investment Bank | 1.875% | 2/10/25 | 2,600 | 2,528 |
| European Investment Bank | 2.125% | 4/13/26 | 1,000 | 982 |
| European Investment Bank | 2.375% | 5/24/27 | 800 | 794 |
| European Investment Bank | 4.875% | 2/15/36 | 1,200 | 1,526 |
| Export Development Canada | 1.625% | 6/1/20 | 250 | 247 |
| Export Development Canada | 2.000% | 11/30/20 | 2,240 | 2,225 |
| Export Development Canada | 1.500% | 5/26/21 | 1,625 | 1,596 |
| Export Development Canada | 1.375% | 10/21/21 | 1,900 | 1,855 |
| Export Development Canada | 2.500% | 1/24/23 | 60 | 60 |
| Export Development Canada | 2.750% | 3/15/23 | 1,200 | 1,218 |
| Export Development Canada | 2.625% | 2/21/24 | 800 | 808 |
| Export-Import Bank of Korea | 2.500% | 11/1/20 | 700 | 696 |
| Export-Import Bank of Korea | 4.000% | 1/29/21 | 1,000 | 1,021 |
| Export-Import Bank of Korea | 2.500% | 5/10/21 | 1,000 | 991 |
| Export-Import Bank of Korea | 1.875% | 10/21/21 | 1,000 | 978 |
| Export-Import Bank of Korea | 3.500% | 11/27/21 | 300 | 305 |
| Export-Import Bank of Korea | 2.750% | 1/25/22 | 1,500 | 1,495 |
| Export-Import Bank of Korea | 5.000% | 4/11/22 | 1,475 | 1,566 |
| Export-Import Bank of Korea | 3.000% | 11/1/22 | 1,000 | 1,005 |
| Export-Import Bank of Korea | 3.625% | 11/27/23 | 600 | 617 |
| Export-Import Bank of Korea | 4.000% | 1/14/24 | 2,100 | 2,195 |
| Export-Import Bank of Korea | 3.250% | 11/10/25 | 300 | 303 |
| Export-Import Bank of Korea | 2.625% | 5/26/26 | 600 | 578 |
| FMS Wertmanagement AoeR | 2.000% | 8/1/22 | 4,040 | 3,991 |
| Hydro-Quebec | 8.400% | 1/15/22 | 1,235 | 1,418 |
| Hydro-Quebec | 8.050% | 7/7/24 | 1,175 | 1,466 |
| Industrial & Commercial Bank of China Ltd. | 2.635% | 5/26/21 | 600 | 592 |
| Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 750 | 742 |
| Inter-American Development Bank | 1.625% | 5/12/20 | 2,500 | 2,477 |
| Inter-American Development Bank | 1.875% | 6/16/20 | 1,600 | 1,589 |
| Inter-American Development Bank | 2.125% | 11/9/20 | 1,515 | 1,510 |
| Inter-American Development Bank | 2.625% | 4/19/21 | 3,000 | 3,019 |
| Inter-American Development Bank | 2.125% | 1/18/22 | 3,000 | 2,988 |
| Inter-American Development Bank | 1.750% | 4/14/22 | 3,500 | 3,443 |
| Inter-American Development Bank | 1.750% | 9/14/22 | 3,300 | 3,241 |
| Inter-American Development Bank | 3.000% | 9/26/22 | 3,300 | 3,378 |
| Inter-American Development Bank | 2.500% | 1/18/23 | 5,025 | 5,062 |
| Inter-American Development Bank | 3.000% | 2/21/24 | 3,700 | 3,814 |
| Inter-American Development Bank | 7.000% | 6/15/25 | 250 | 308 |
| Inter-American Development Bank | 2.000% | 6/2/26 | 1,915 | 1,863 |
| Inter-American Development Bank | 2.375% | 7/7/27 | 800 | 793 |
| Inter-American Development Bank | 3.125% | 9/18/28 | 2,200 | 2,317 |
| Inter-American Development Bank | 3.875% | 10/28/41 | 1,600 | 1,837 |
| Inter-American Development Bank | 3.200% | 8/7/42 | 50 | 51 |
| Inter-American Development Bank | 4.375% | 1/24/44 | 450 | 557 |
| International Bank for Reconstruction & | ||||
| Development | 1.875% | 4/21/20 | 8,225 | 8,177 |
| International Bank for Reconstruction & | ||||
| Development | 1.625% | 9/4/20 | 4,435 | 4,386 |
| International Bank for Reconstruction & | ||||
| Development | 1.625% | 3/9/21 | 600 | 592 |
| International Bank for Reconstruction & | ||||
| Development | 1.375% | 5/24/21 | 4,000 | 3,918 |
| International Bank for Reconstruction & | ||||
| Development | 2.250% | 6/24/21 | 1,700 | 1,697 |
| International Bank for Reconstruction & | ||||
| Development | 2.750% | 7/23/21 | 2,100 | 2,120 |
| International Bank for Reconstruction & | ||||
| Development | 1.375% | 9/20/21 | 4,500 | 4,399 |
| International Bank for Reconstruction & | ||||
| Development | 2.125% | 12/13/21 | 1,130 | 1,125 |
| International Bank for Reconstruction & | ||||
| Development | 2.000% | 1/26/22 | 7,200 | 7,146 |
| International Bank for Reconstruction & | ||||
| Development | 1.625% | 2/10/22 | 2,025 | 1,987 |
| International Bank for Reconstruction & | ||||
| Development | 7.625% | 1/19/23 | 25 | 30 |
| International Bank for Reconstruction & | ||||
| Development | 3.000% | 9/27/23 | 5,750 | 5,910 |
| International Bank for Reconstruction & | ||||
| Development | 2.500% | 3/19/24 | 2,800 | 2,818 |
| International Bank for Reconstruction & | ||||
| Development | 2.500% | 11/25/24 | 4,500 | 4,533 |
| International Bank for Reconstruction & | ||||
| Development | 2.500% | 7/29/25 | 4,600 | 4,627 |
| International Bank for Reconstruction & | ||||
| Development | 3.125% | 11/20/25 | 2,000 | 2,088 |
| International Bank for Reconstruction & | ||||
| Development | 4.750% | 2/15/35 | 450 | 560 |
| International Finance Corp. | 1.625% | 7/16/20 | 500 | 495 |
| International Finance Corp. | 2.250% | 1/25/21 | 2,000 | 1,997 |
| International Finance Corp. | 2.875% | 7/31/23 | 1,400 | 1,432 |
| International Finance Corp. | 2.125% | 4/7/26 | 1,505 | 1,478 |
| 8 Japan Bank for International Cooperation | 1.750% | 5/28/20 | 2,730 | 2,706 |
| 8 Japan Bank for International Cooperation | 2.125% | 6/1/20 | 1,300 | 1,294 |
| 8 Japan Bank for International Cooperation | 2.125% | 7/21/20 | 1,270 | 1,264 |
| 8 Japan Bank for International Cooperation | 2.125% | 11/16/20 | 3,050 | 3,024 |
| 8 Japan Bank for International Cooperation | 3.125% | 7/20/21 | 250 | 254 |
| 8 Japan Bank for International Cooperation | 1.500% | 7/21/21 | 2,400 | 2,348 |
| 8 Japan Bank for International Cooperation | 2.000% | 11/4/21 | 700 | 690 |
| 8 Japan Bank for International Cooperation | 2.500% | 6/1/22 | 700 | 698 |
| 8 Japan Bank for International Cooperation | 2.375% | 7/21/22 | 1,000 | 993 |
| 8 Japan Bank for International Cooperation | 2.375% | 11/16/22 | 2,420 | 2,403 |
| 8 Japan Bank for International Cooperation | 3.250% | 7/20/23 | 625 | 642 |
| 8 Japan Bank for International Cooperation | 3.375% | 10/31/23 | 1,600 | 1,652 |
| 8 Japan Bank for International Cooperation | 3.000% | 5/29/24 | 650 | 660 |
| 8 Japan Bank for International Cooperation | 2.125% | 2/10/25 | 2,400 | 2,323 |
| 8 Japan Bank for International Cooperation | 2.500% | 5/28/25 | 500 | 495 |
| 8 Japan Bank for International Cooperation | 2.875% | 6/1/27 | 1,500 | 1,499 |
| 8 Japan Bank for International Cooperation | 2.750% | 11/16/27 | 3,700 | 3,666 |
| 8 Japan Bank for International Cooperation | 3.250% | 7/20/28 | 1,300 | 1,340 |
| 8 Japan Bank for International Cooperation | 3.500% | 10/31/28 | 1,500 | 1,580 |
| 8 Japan International Cooperation Agency | 2.750% | 4/27/27 | 700 | 694 |
| 8 Japan International Cooperation Agency | 3.375% | 6/12/28 | 550 | 572 |
| 9 KFW | 1.500% | 4/20/20 | 3,550 | 3,517 |
| 9 KFW | 1.625% | 5/29/20 | 4,745 | 4,704 |
| 9 KFW | 1.875% | 6/30/20 | 1,000 | 994 |
| 9 KFW | 2.750% | 7/15/20 | 3,200 | 3,215 |
| 9 KFW | 2.750% | 9/8/20 | 3,000 | 3,014 |
| 9 KFW | 2.750% | 10/1/20 | 3,200 | 3,216 |
| 9 KFW | 1.875% | 12/15/20 | 3,045 | 3,017 |
| 9 KFW | 1.625% | 3/15/21 | 2,800 | 2,759 |
| 9 KFW | 2.625% | 4/12/21 | 2,600 | 2,611 |
| 9 KFW | 1.500% | 6/15/21 | 7,100 | 6,966 |
| 9 | KFW | 2.375% | 8/25/21 | 2,710 | 2,709 |
| 9 | KFW | 1.750% | 9/15/21 | 1,220 | 1,202 |
| 9 | KFW | 2.125% | 3/7/22 | 7,150 | 7,114 |
| 9 | KFW | 2.125% | 6/15/22 | 6,400 | 6,354 |
| 9 | KFW | 2.000% | 10/4/22 | 2,150 | 2,122 |
| 9 | KFW | 2.375% | 12/29/22 | 5,100 | 5,099 |
| 9 | KFW | 2.125% | 1/17/23 | 1,750 | 1,735 |
| 9 | KFW | 2.500% | 11/20/24 | 5,300 | 5,322 |
| 9 | KFW | 2.000% | 5/2/25 | 1,250 | 1,220 |
| 9 | KFW | 2.875% | 4/3/28 | 2,100 | 2,158 |
| 9 | KFW | 0.000% | 4/18/36 | 600 | 360 |
| 9 | KFW | 0.000% | 6/29/37 | 1,700 | 989 |
| Korea Development Bank | 4.625% | 11/16/21 | 825 | 863 | |
| Korea Development Bank | 2.625% | 2/27/22 | 1,300 | 1,294 | |
| Korea Development Bank | 3.000% | 9/14/22 | 1,500 | 1,506 | |
| Korea Development Bank | 3.375% | 3/12/23 | 3,200 | 3,261 | |
| Korea Development Bank | 2.750% | 3/19/23 | 600 | 597 | |
| Korea Development Bank | 3.750% | 1/22/24 | 1,500 | 1,557 | |
| Kreditanstalt fuer Wiederaufbau | 2.500% | 2/15/22 | 3,800 | 3,822 | |
| 9 | Landwirtschaftliche Rentenbank | 2.250% | 10/1/21 | 975 | 973 |
| 9 | Landwirtschaftliche Rentenbank | 2.000% | 12/6/21 | 1,175 | 1,165 |
| 9 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 1,300 | 1,342 |
| 9 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 2,500 | 2,441 |
| 9 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 975 | 970 |
| 9 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 825 | 784 |
| 9 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 1,595 | 1,589 |
| Nexen Energy ULC | 7.875% | 3/15/32 | 250 | 351 | |
| Nexen Energy ULC | 5.875% | 3/10/35 | 410 | 495 | |
| Nexen Energy ULC | 6.400% | 5/15/37 | 800 | 1,032 | |
| Nexen Energy ULC | 7.500% | 7/30/39 | 625 | 912 | |
| Nordic Investment Bank | 2.500% | 4/28/20 | 1,000 | 1,001 | |
| Nordic Investment Bank | 1.625% | 11/20/20 | 1,600 | 1,581 | |
| Nordic Investment Bank | 2.250% | 2/1/21 | 1,000 | 998 | |
| Nordic Investment Bank | 2.125% | 2/1/22 | 1,500 | 1,493 | |
| Nordic Investment Bank | 2.875% | 7/19/23 | 950 | 970 | |
| North American Development Bank | 2.400% | 10/26/22 | 350 | 346 | |
| 10 | Oesterreichische Kontrollbank AG | 1.500% | 10/21/20 | 1,885 | 1,855 |
| 10 | Oesterreichische Kontrollbank AG | 1.875% | 1/20/21 | 800 | 792 |
| 10 | Oesterreichische Kontrollbank AG | 2.875% | 9/7/21 | 600 | 607 |
| 10 | Oesterreichische Kontrollbank AG | 2.375% | 10/1/21 | 1,000 | 1,000 |
| 10 | Oesterreichische Kontrollbank AG | 2.625% | 1/31/22 | 400 | 403 |
| 10 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 600 | 618 |
| 4 | Oriental Republic of Uruguay | 8.000% | 11/18/22 | 325 | 370 |
| 4 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 1,129 | 1,187 |
| 4 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 1,175 | 1,237 |
| 4 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 1,940 | 2,032 |
| 4 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 885 | 1,219 |
| 4 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 1,029 | 1,001 |
| 4 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 3,015 | 3,220 |
| 4 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 500 | 520 |
| Petroleos Mexicanos | 5.500% | 1/21/21 | 2,580 | 2,632 | |
| Petroleos Mexicanos | 6.375% | 2/4/21 | 929 | 963 | |
| Petroleos Mexicanos | 4.875% | 1/24/22 | 3,515 | 3,549 | |
| Petroleos Mexicanos | 5.375% | 3/13/22 | 1,810 | 1,850 | |
| Petroleos Mexicanos | 3.500% | 1/30/23 | 1,350 | 1,286 | |
| Petroleos Mexicanos | 4.625% | 9/21/23 | 1,121 | 1,109 | |
| Petroleos Mexicanos | 4.875% | 1/18/24 | 1,750 | 1,731 |
| 4 Petroleos Mexicanos | 2.290% | 2/15/24 | 100 | 99 |
| Petroleos Mexicanos | 4.250% | 1/15/25 | 450 | 424 |
| Petroleos Mexicanos | 2.378% | 4/15/25 | 130 | 129 |
| Petroleos Mexicanos | 4.500% | 1/23/26 | 250 | 233 |
| Petroleos Mexicanos | 6.875% | 8/4/26 | 2,116 | 2,211 |
| Petroleos Mexicanos | 6.500% | 3/13/27 | 5,456 | 5,496 |
| Petroleos Mexicanos | 5.350% | 2/12/28 | 2,617 | 2,445 |
| Petroleos Mexicanos | 6.500% | 1/23/29 | 2,100 | 2,088 |
| Petroleos Mexicanos | 6.625% | 6/15/35 | 1,000 | 956 |
| Petroleos Mexicanos | 6.625% | 6/15/38 | 965 | 900 |
| Petroleos Mexicanos | 6.500% | 6/2/41 | 790 | 723 |
| Petroleos Mexicanos | 5.500% | 6/27/44 | 1,379 | 1,135 |
| Petroleos Mexicanos | 6.375% | 1/23/45 | 1,675 | 1,480 |
| Petroleos Mexicanos | 5.625% | 1/23/46 | 1,083 | 893 |
| Petroleos Mexicanos | 6.750% | 9/21/47 | 5,780 | 5,318 |
| Petroleos Mexicanos | 6.350% | 2/12/48 | 3,830 | 3,377 |
| Province of Alberta | 2.200% | 7/26/22 | 2,000 | 1,980 |
| Province of Alberta | 3.350% | 11/1/23 | 1,700 | 1,755 |
| Province of Alberta | 2.950% | 1/23/24 | 600 | 607 |
| Province of Alberta | 3.300% | 3/15/28 | 1,100 | 1,141 |
| Province of British Columbia | 2.650% | 9/22/21 | 500 | 503 |
| Province of British Columbia | 2.000% | 10/23/22 | 300 | 296 |
| Province of British Columbia | 2.250% | 6/2/26 | 1,500 | 1,463 |
| Province of Manitoba | 2.100% | 9/6/22 | 300 | 296 |
| Province of Manitoba | 3.050% | 5/14/24 | 500 | 511 |
| Province of Manitoba | 2.125% | 6/22/26 | 850 | 816 |
| Province of New Brunswick | 2.500% | 12/12/22 | 400 | 399 |
| Province of New Brunswick | 3.625% | 2/24/28 | 500 | 527 |
| Province of Ontario | 4.400% | 4/14/20 | 975 | 993 |
| Province of Ontario | 2.550% | 2/12/21 | 6,700 | 6,708 |
| Province of Ontario | 2.400% | 2/8/22 | 700 | 698 |
| Province of Ontario | 2.250% | 5/18/22 | 2,900 | 2,878 |
| Province of Ontario | 2.450% | 6/29/22 | 100 | 100 |
| Province of Ontario | 2.200% | 10/3/22 | 500 | 495 |
| Province of Ontario | 3.400% | 10/17/23 | 3,130 | 3,243 |
| Province of Ontario | 3.050% | 1/29/24 | 2,000 | 2,033 |
| Province of Ontario | 3.200% | 5/16/24 | 1,000 | 1,030 |
| Province of Ontario | 2.500% | 4/27/26 | 1,000 | 985 |
| Province of Quebec | 3.500% | 7/29/20 | 1,530 | 1,550 |
| Province of Quebec | 2.750% | 8/25/21 | 1,375 | 1,384 |
| Province of Quebec | 2.375% | 1/31/22 | 500 | 499 |
| Province of Quebec | 2.625% | 2/13/23 | 2,050 | 2,055 |
| Province of Quebec | 7.125% | 2/9/24 | 3,050 | 3,644 |
| Province of Quebec | 2.875% | 10/16/24 | 700 | 711 |
| Province of Quebec | 2.500% | 4/20/26 | 700 | 692 |
| Province of Quebec | 2.750% | 4/12/27 | 3,250 | 3,254 |
| Province of Quebec | 7.500% | 9/15/29 | 1,075 | 1,517 |
| Republic of Chile | 3.875% | 8/5/20 | 200 | 203 |
| Republic of Chile | 3.250% | 9/14/21 | 285 | 290 |
| Republic of Chile | 2.250% | 10/30/22 | 225 | 223 |
| Republic of Chile | 3.125% | 3/27/25 | 200 | 203 |
| Republic of Chile | 3.125% | 1/21/26 | 710 | 720 |
| 4 Republic of Chile | 3.240% | 2/6/28 | 3,110 | 3,165 |
| Republic of Chile | 3.860% | 6/21/47 | 1,275 | 1,298 |
| Republic of Colombia | 4.375% | 7/12/21 | 1,330 | 1,367 |
| 4 Republic of Colombia | 2.625% | 3/15/23 | 2,250 | 2,207 |
| Republic of Colombia | 4.000% | 2/26/24 | 1,690 | 1,741 |
| Republic of Colombia | 8.125% | 5/21/24 | 400 | 485 |
| 4 Republic of Colombia | 4.500% | 1/28/26 | 919 | 970 |
| 4 Republic of Colombia | 3.875% | 4/25/27 | 2,800 | 2,843 |
| 4 Republic of Colombia | 4.500% | 3/15/29 | 2,300 | 2,426 |
| Republic of Colombia | 10.375% | 1/28/33 | 500 | 770 |
| Republic of Colombia | 7.375% | 9/18/37 | 1,000 | 1,305 |
| Republic of Colombia | 6.125% | 1/18/41 | 600 | 708 |
| 4 Republic of Colombia | 5.625% | 2/26/44 | 1,533 | 1,725 |
| 4 Republic of Colombia | 5.000% | 6/15/45 | 4,544 | 4,760 |
| Republic of Colombia | 5.200% | 5/15/49 | 1,600 | 1,718 |
| Republic of Hungary | 6.375% | 3/29/21 | 4,530 | 4,824 |
| Republic of Hungary | 5.375% | 2/21/23 | 2,000 | 2,157 |
| Republic of Hungary | 5.750% | 11/22/23 | 1,000 | 1,102 |
| Republic of Hungary | 5.375% | 3/25/24 | 1,600 | 1,754 |
| Republic of Hungary | 7.625% | 3/29/41 | 950 | 1,411 |
| Republic of Indonesia | 2.950% | 1/11/23 | 350 | 347 |
| Republic of Indonesia | 4.450% | 2/11/24 | 300 | 312 |
| Republic of Indonesia | 3.850% | 7/18/27 | 200 | 200 |
| Republic of Indonesia | 3.500% | 1/11/28 | 1,300 | 1,265 |
| Republic of Indonesia | 4.100% | 4/24/28 | 800 | 813 |
| Republic of Indonesia | 4.750% | 2/11/29 | 400 | 426 |
| 7 Republic of Indonesia | 4.750% | 7/18/47 | 300 | 306 |
| Republic of Indonesia | 4.350% | 1/11/48 | 1,150 | 1,133 |
| Republic of Indonesia | 5.350% | 2/11/49 | 900 | 988 |
| Republic of Italy | 6.875% | 9/27/23 | 2,300 | 2,551 |
| Republic of Italy | 5.375% | 6/15/33 | 1,625 | 1,730 |
| Republic of Korea | 2.750% | 1/19/27 | 2,800 | 2,763 |
| Republic of Korea | 4.125% | 6/10/44 | 305 | 337 |
| Republic of Korea | 3.875% | 9/20/48 | 390 | 413 |
| 4 Republic of Panama | 4.000% | 9/22/24 | 600 | 626 |
| 4 Republic of Panama | 3.750% | 3/16/25 | 1,450 | 1,495 |
| Republic of Panama | 8.875% | 9/30/27 | 368 | 509 |
| 4 Republic of Panama | 3.875% | 3/17/28 | 3,080 | 3,203 |
| Republic of Panama | 9.375% | 4/1/29 | 870 | 1,269 |
| 4 Republic of Panama | 6.700% | 1/26/36 | 2,084 | 2,714 |
| 4 Republic of Panama | 4.500% | 4/16/50 | 2,110 | 2,200 |
| 4 Republic of Panama | 4.300% | 4/29/53 | 250 | 249 |
| Republic of Peru | 8.750% | 11/21/33 | 2,735 | 4,282 |
| 4 Republic of Peru | 6.550% | 3/14/37 | 600 | 808 |
| Republic of Peru | 5.625% | 11/18/50 | 2,450 | 3,148 |
| Republic of Poland | 5.125% | 4/21/21 | 1,475 | 1,547 |
| Republic of Poland | 5.000% | 3/23/22 | 1,415 | 1,502 |
| Republic of Poland | 3.000% | 3/17/23 | 3,100 | 3,119 |
| Republic of Poland | 4.000% | 1/22/24 | 1,625 | 1,702 |
| Republic of Poland | 3.250% | 4/6/26 | 150 | 152 |
| Republic of the Philippines | 4.000% | 1/15/21 | 2,225 | 2,272 |
| Republic of the Philippines | 4.200% | 1/21/24 | 1,400 | 1,478 |
| Republic of the Philippines | 9.500% | 10/21/24 | 550 | 727 |
| Republic of the Philippines | 10.625% | 3/16/25 | 425 | 605 |
| Republic of the Philippines | 5.500% | 3/30/26 | 1,500 | 1,725 |
| Republic of the Philippines | 3.000% | 2/1/28 | 1,800 | 1,779 |
| Republic of the Philippines | 3.750% | 1/14/29 | 1,000 | 1,047 |
| Republic of the Philippines | 9.500% | 2/2/30 | 1,325 | 2,045 |
| Republic of the Philippines | 7.750% | 1/14/31 | 775 | 1,093 |
| Republic of the Philippines | 6.375% | 1/15/32 | 600 | 775 |
| Republic of the Philippines | 6.375% | 10/23/34 | 3,175 | 4,231 |
| Republic of the Philippines | 5.000% | 1/13/37 | 400 | 471 |
| Republic of the Philippines | 3.950% | 1/20/40 | 700 | 737 |
| Republic of the Philippines | 3.700% | 3/1/41 | 2,834 | 2,877 |
| Republic of the Philippines | 3.700% | 2/2/42 | 850 | 863 |
| State of Israel | 4.000% | 6/30/22 | 900 | 937 |
| State of Israel | 3.150% | 6/30/23 | 1,100 | 1,117 |
| State of Israel | 2.875% | 3/16/26 | 1,100 | 1,097 |
| State of Israel | 3.250% | 1/17/28 | 1,000 | 1,012 |
| State of Israel | 4.500% | 1/30/43 | 900 | 975 |
| State of Israel | 4.125% | 1/17/48 | 1,300 | 1,337 |
| Svensk Exportkredit AB | 1.750% | 5/18/20 | 1,100 | 1,091 |
| Svensk Exportkredit AB | 1.875% | 6/23/20 | 600 | 596 |
| Svensk Exportkredit AB | 2.750% | 10/7/20 | 2,325 | 2,335 |
| Svensk Exportkredit AB | 1.750% | 3/10/21 | 800 | 788 |
| Svensk Exportkredit AB | 2.875% | 5/22/21 | 500 | 504 |
| Svensk Exportkredit AB | 3.125% | 11/8/21 | 500 | 509 |
| Svensk Exportkredit AB | 2.000% | 8/30/22 | 1,775 | 1,748 |
| Svensk Exportkredit AB | 2.875% | 3/14/23 | 1,400 | 1,421 |
| Syngenta Finance NV | 3.125% | 3/28/22 | 450 | 445 |
| United Mexican States | 3.500% | 1/21/21 | 290 | 294 |
| United Mexican States | 3.625% | 3/15/22 | 1,845 | 1,877 |
| United Mexican States | 4.000% | 10/2/23 | 269 | 276 |
| United Mexican States | 3.600% | 1/30/25 | 2,270 | 2,270 |
| United Mexican States | 4.125% | 1/21/26 | 3,468 | 3,547 |
| United Mexican States | 4.150% | 3/28/27 | 3,920 | 3,990 |
| United Mexican States | 3.750% | 1/11/28 | 1,375 | 1,331 |
| United Mexican States | 4.500% | 4/22/29 | 3,300 | 3,412 |
| United Mexican States | 8.300% | 8/15/31 | 1,000 | 1,338 |
| United Mexican States | 6.050% | 1/11/40 | 2,321 | 2,650 |
| United Mexican States | 4.750% | 3/8/44 | 4,322 | 4,250 |
| United Mexican States | 5.550% | 1/21/45 | 1,000 | 1,098 |
| United Mexican States | 4.600% | 1/23/46 | 2,330 | 2,247 |
| United Mexican States | 4.350% | 1/15/47 | 1,980 | 1,851 |
| United Mexican States | 4.600% | 2/10/48 | 2,110 | 2,044 |
| United Mexican States | 5.750% | 10/12/10 | 2,964 | 3,026 |
| Total Sovereign Bonds (Cost $672,808) | 681,636 | |||
| Taxable Municipal Bonds (0.3%) | ||||
| Alabama Economic Settlement Authority | ||||
| BP Settlement Revenue | 3.163% | 9/15/25 | 270 | 272 |
| Alameda County CA Joint Powers Authority | ||||
| Lease Revenue | 7.046% | 12/1/44 | 100 | 149 |
| American Municipal Power Ohio Inc. | ||||
| Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | 225 | 303 |
| American Municipal Power Ohio Inc. | ||||
| Revenue (Prairie State Energy Campus | ||||
| Project) | 7.834% | 2/15/41 | 100 | 151 |
| American Municipal Power Ohio Inc. | ||||
| Revenue (Prairie State Energy Campus | ||||
| Project) | 6.053% | 2/15/43 | 50 | 65 |
| American Municipal Power Ohio Inc. | ||||
| Revenue (Prairie State Energy Campus | ||||
| Project) | 5.939% | 2/15/47 | 925 | 1,204 |
| American Municipal Power Ohio Inc. | ||||
| Revenue (Prairie State Energy Campus | ||||
| Project) | 6.270% | 2/15/50 | 160 | 209 |
| American Municipal Power Ohio Inc. | ||||
| Revenue (Prairie State Energy Campus | ||||
| Project) | 8.084% | 2/15/50 | 175 | 290 |
| Bay Area Toll Authority California Toll | ||||
| Bridge Revenue (San Francisco Bay | ||||
| Area) | 6.918% | 4/1/40 | 175 | 243 |
| Bay Area Toll Authority California Toll | ||||
| Bridge Revenue (San Francisco Bay | ||||
| Area) | 6.263% | 4/1/49 | 995 | 1,419 |
| Bay Area Toll Authority California Toll | ||||
| Bridge Revenue (San Francisco Bay | ||||
| Area) | 7.043% | 4/1/50 | 125 | 191 |
| Bay Area Toll Authority California Toll | ||||
| Bridge Revenue (San Francisco Bay | ||||
| Area) | 6.907% | 10/1/50 | 1,210 | 1,850 |
| California Department of Water Resources | ||||
| Power Supply Revenue | 2.000% | 5/1/22 | 1,000 | 987 |
| California GO | 2.800% | 4/1/21 | 425 | 429 |
| California GO | 5.700% | 11/1/21 | 1,000 | 1,083 |
| California GO | 2.367% | 4/1/22 | 600 | 600 |
| California GO | 3.375% | 4/1/25 | 400 | 417 |
| California GO | 3.500% | 4/1/28 | 400 | 420 |
| California GO | 4.500% | 4/1/33 | 850 | 920 |
| California GO | 7.500% | 4/1/34 | 2,270 | 3,277 |
| California GO | 4.600% | 4/1/38 | 1,350 | 1,438 |
| California GO | 7.550% | 4/1/39 | 2,005 | 3,045 |
| California GO | 7.300% | 10/1/39 | 850 | 1,230 |
| California GO | 7.350% | 11/1/39 | 1,725 | 2,511 |
| California GO | 7.625% | 3/1/40 | 1,100 | 1,666 |
| California GO | 7.600% | 11/1/40 | 350 | 543 |
| California State University Systemwide | ||||
| Revenue | 3.899% | 11/1/47 | 250 | 250 |
| Central Puget Sound WA Regional Transit | ||||
| Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 100 | 127 |
| Chicago IL GO | 7.045% | 1/1/29 | 200 | 223 |
| Chicago IL GO | 7.375% | 1/1/33 | 550 | 613 |
| Chicago IL GO | 6.314% | 1/1/44 | 350 | 355 |
| Chicago IL Metropolitan Water Reclamation | ||||
| District GO | 5.720% | 12/1/38 | 500 | 631 |
| Chicago IL O'Hare International Airport | ||||
| Revenue | 6.395% | 1/1/40 | 425 | 567 |
| Chicago IL Transit Authority Sales Tax | ||||
| Receipts Revenue | 6.200% | 12/1/40 | 200 | 252 |
| Chicago IL Transit Authority Transfer Tax | ||||
| Receipts Revenue | 6.899% | 12/1/40 | 765 | 1,005 |
| Clark County NV Airport System Revenue | 6.881% | 7/1/42 | 75 | 76 |
| Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 325 | 492 |
| Commonwealth Financing Authority | ||||
| Pennsylvania Revenue | 3.864% | 6/1/38 | 500 | 508 |
| Connecticut GO | 5.090% | 10/1/30 | 575 | 631 |
| Connecticut GO | 5.850% | 3/15/32 | 610 | 738 |
| Cook County IL GO | 6.229% | 11/15/34 | 400 | 501 |
| Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 100 | 127 |
| Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 200 | 267 |
| Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 75 | 91 |
| Dallas TX Convention Center Hotel | ||||
| Development Corp. Hotel Revenue | 7.088% | 1/1/42 | 1,220 | 1,615 |
| Dallas TX Independent School District GO | 6.450% | 2/15/35 | 150 | 160 |
| District of Columbia Income Tax Revenue | 5.591% | 12/1/34 | 50 | 61 |
| District of Columbia Water & Sewer | ||||
| Authority Public Utility Revenue | 4.814% | 10/1/14 | 1,025 | 1,180 |
| East Bay CA Municipal Utility District Water | ||||
| System Revenue | 5.874% | 6/1/40 | 250 | 329 |
| Florida Board of Administration Finance | ||||
| Corp Revenue | 2.638% | 7/1/21 | 500 | 501 |
| Florida Hurricane Catastrophe Fund | ||||
| Finance Corp. Revenue | 2.995% | 7/1/20 | 1,900 | 1,910 |
| George Washington University District of | ||||
| Columbia GO | 4.126% | 9/15/48 | 675 | 710 |
| George Washington University District of | ||||
| Columbia GO | 4.300% | 9/15/44 | 400 | 432 |
| Georgetown University District of Columbia | ||||
| GO | 4.315% | 4/1/49 | 278 | 305 |
| Georgetown University District of Columbia | ||||
| GO | 5.215% | 10/1/18 | 243 | 274 |
| Georgia Municipal Electric Power Authority | ||||
| Revenue | 6.637% | 4/1/57 | 607 | 683 |
| Georgia Municipal Electric Power Authority | ||||
| Revenue | 6.655% | 4/1/57 | 1,141 | 1,371 |
| Georgia Municipal Electric Power Authority | ||||
| Revenue | 7.055% | 4/1/57 | 149 | 176 |
| Houston TX GO | 6.290% | 3/1/32 | 835 | 997 |
| Illinois GO | 4.950% | 6/1/23 | 1,450 | 1,491 |
| Illinois GO | 5.100% | 6/1/33 | 4,520 | 4,441 |
| Illinois GO | 6.630% | 2/1/35 | 480 | 521 |
| Illinois GO | 6.725% | 4/1/35 | 475 | 514 |
| Illinois GO | 7.350% | 7/1/35 | 1,100 | 1,250 |
| Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 350 | 451 |
| JobsOhio Beverage System Statewide | ||||
| Liquor Profits Revenue | 3.985% | 1/1/29 | 375 | 397 |
| JobsOhio Beverage System Statewide | ||||
| Liquor Profits Revenue | 4.532% | 1/1/35 | 225 | 253 |
| Kansas Department of Transportation | ||||
| Highway Revenue | 4.596% | 9/1/35 | 150 | 169 |
| Los Angeles CA Community College | ||||
| District GO | 6.750% | 8/1/49 | 235 | 355 |
| Los Angeles CA Department of Water & | ||||
| Power Revenue | 5.716% | 7/1/39 | 100 | 128 |
| Los Angeles CA Department of Water & | ||||
| Power Revenue | 6.166% | 7/1/40 | 100 | 104 |
| Los Angeles CA Department of Water & | ||||
| Power Revenue | 6.574% | 7/1/45 | 410 | 598 |
| Los Angeles CA Department of Water & | ||||
| Power Revenue | 6.603% | 7/1/50 | 500 | 749 |
| Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 1,560 | 1,918 |
| Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 100 | 133 |
| Los Angeles County CA Metropolitan | ||||
| Transportation Authority Sales Tax | ||||
| Revenue | 5.735% | 6/1/39 | 400 | 496 |
| Los Angeles County CA Public Works | ||||
| Financing Authority Lease Revenue | 7.618% | 8/1/40 | 50 | 76 |
| Maryland Transportation Authority Facilities | ||||
| Projects Revenue | 5.888% | 7/1/43 | 100 | 129 |
| Massachusetts GO | 4.200% | 12/1/21 | 1,375 | 1,412 |
| Massachusetts GO | 5.456% | 12/1/39 | 845 | 1,043 |
| Massachusetts School Building Authority | |||||
| Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 500 | 633 | |
| Massachusetts Transportation Fund | |||||
| Revenue | 5.731% | 6/1/40 | 50 | 63 | |
| Metropolitan Government of Nashville & | |||||
| Davidson County TN Convention Center | |||||
| Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 100 | 138 | |
| Metropolitan Washington DC/VA Airports | |||||
| Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 575 | 868 | |
| Miami-Dade County FL Aviation Revenue | |||||
| (Miami International Airport) | 4.280% | 10/1/41 | 575 | 593 | |
| Michigan State University Revenue | 4.496% | 8/15/48 | 200 | 210 | |
| Mississippi GO | 5.245% | 11/1/34 | 250 | 300 | |
| Missouri Health & Educational Facilities | |||||
| Authority Revenue (Washington | |||||
| University) | 3.652% | 8/15/57 | 350 | 346 | |
| 11 | New Jersey Economic Development | ||||
| Authority Revenue (State Pension | |||||
| Funding) | 7.425% | 2/15/29 | 1,435 | 1,768 | |
| New Jersey Transportation Trust Fund | |||||
| Authority Transportation System | |||||
| Revenue | 5.754% | 12/15/28 | 460 | 515 | |
| New Jersey Transportation Trust Fund | |||||
| Authority Transportation System | |||||
| Revenue | 6.104% | 12/15/28 | 1,150 | 1,194 | |
| New Jersey Transportation Trust Fund | |||||
| Authority Transportation System | |||||
| Revenue | 6.561% | 12/15/40 | 450 | 581 | |
| New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 375 | 563 | |
| New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 1,905 | 2,778 | |
| New York City NY GO | 6.246% | 6/1/35 | 100 | 104 | |
| New York City NY GO | 5.517% | 10/1/37 | 400 | 495 | |
| New York City NY GO | 6.271% | 12/1/37 | 700 | 930 | |
| New York City NY Municipal Water Finance | |||||
| Authority Water & Sewer System | |||||
| Revenue | 5.750% | 6/15/41 | 100 | 132 | |
| New York City NY Municipal Water Finance | |||||
| Authority Water & Sewer System | |||||
| Revenue | 5.790% | 6/15/41 | 150 | 156 | |
| New York City NY Municipal Water Finance | |||||
| Authority Water & Sewer System | |||||
| Revenue | 5.952% | 6/15/42 | 100 | 136 | |
| New York City NY Municipal Water Finance | |||||
| Authority Water & Sewer System | |||||
| Revenue | 6.011% | 6/15/42 | 75 | 102 | |
| New York City NY Municipal Water Finance | |||||
| Authority Water & Sewer System | |||||
| Revenue | 5.440% | 6/15/43 | 530 | 684 | |
| New York City NY Municipal Water Finance | |||||
| Authority Water & Sewer System | |||||
| Revenue | 5.882% | 6/15/44 | 1,210 | 1,654 | |
| New York City NY Transitional Finance | |||||
| Authority Future Tax Revenue | 5.767% | 8/1/36 | 300 | 359 | |
| New York City NY Transitional Finance | |||||
| Authority Future Tax Revenue | 5.508% | 8/1/37 | 150 | 182 | |
| New York City NY Transitional Finance | |||||
| Authority Future Tax Revenue | 5.572% | 11/1/38 | 625 | 756 |
| New York Metropolitan Transportation | |||||
| Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 1,525 | 2,280 | |
| New York Metropolitan Transportation | |||||
| Authority Revenue (Transit Revenue) | 5.871% | 11/15/39 | 100 | 123 | |
| New York State Urban Development Corp. | |||||
| (Personal Income Tax) | 3.900% | 3/15/33 | 300 | 312 | |
| New York State Dormitory Authority | |||||
| Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 95 | 115 | |
| New York State Urban Development Corp. | |||||
| Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 450 | 536 | |
| New York University Hospitals Center | |||||
| Revenue | 5.750% | 7/1/43 | 375 | 474 | |
| North Texas Tollway Authority System | |||||
| Revenue | 6.718% | 1/1/49 | 700 | 1,042 | |
| Ohio State University General Receipts | |||||
| Revenue | 4.910% | 6/1/40 | 175 | 211 | |
| Ohio State University General Receipts | |||||
| Revenue | 3.798% | 12/1/46 | 100 | 103 | |
| Ohio State University General Receipts | |||||
| Revenue | 4.800% | 6/1/11 | 615 | 711 | |
| Ohio Water Development Authority Water | |||||
| Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 100 | 114 | |
| Oregon Department of Transportation | |||||
| Highway User Tax Revenue | 5.834% | 11/15/34 | 225 | 290 | |
| Oregon GO | 5.762% | 6/1/23 | 400 | 430 | |
| Oregon GO | 5.892% | 6/1/27 | 375 | 445 | |
| 12 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 125 | 144 |
| Pennsylvania Public School Building | |||||
| Authority Lease Revenue (School District | |||||
| of Philadelphia) | 5.000% | 9/15/27 | 250 | 276 | |
| Pennsylvania Turnpike Commission | |||||
| Revenue | 5.511% | 12/1/45 | 375 | 475 | |
| Port Authority of New York & New Jersey | |||||
| Revenue | 6.040% | 12/1/29 | 125 | 155 | |
| Port Authority of New York & New Jersey | |||||
| Revenue | 5.647% | 11/1/40 | 800 | 1,035 | |
| Port Authority of New York & New Jersey | |||||
| Revenue | 4.960% | 8/1/46 | 975 | 1,189 | |
| Port Authority of New York & New Jersey | |||||
| Revenue | 5.310% | 8/1/46 | 375 | 411 | |
| Port Authority of New York & New Jersey | |||||
| Revenue | 4.031% | 9/1/48 | 175 | 189 | |
| Port Authority of New York & New Jersey | |||||
| Revenue | 4.926% | 10/1/51 | 535 | 646 | |
| Port Authority of New York & New Jersey | |||||
| Revenue | 4.458% | 10/1/62 | 1,780 | 1,994 | |
| Port Authority of New York & New Jersey | |||||
| Revenue | 4.810% | 10/15/65 | 550 | 647 | |
| President & Fellows of Harvard College | |||||
| Massachusetts GO | 4.875% | 10/15/40 | 275 | 333 | |
| President & Fellows of Harvard College | |||||
| Massachusetts GO | 3.150% | 7/15/46 | 400 | 379 | |
| Princeton University New Jersey GO | 5.700% | 3/1/39 | 800 | 1,050 | |
| Regents of the University of California | |||||
| Revenue | 3.063% | 7/1/25 | 400 | 407 | |
| Regional Transportation District of | |||||
| Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 150 | 204 |
| Rutgers State University New Jersey | ||||
| Revenue | 5.665% | 5/1/40 | 325 | 403 |
| Sales Tax Securitization Corp. Illinois | ||||
| Revenue | 3.587% | 1/1/43 | 350 | 322 |
| Sales Tax Securitization Corp. Illinois | ||||
| Revenue | 3.820% | 1/1/48 | 250 | 233 |
| Sales Tax Securitization Corp. Illinois | ||||
| Revenue | 4.787% | 1/1/48 | 400 | 431 |
| Salt River Project Arizona Agricultural | ||||
| Improvement & Power District Revenue | 4.839% | 1/1/41 | 370 | 445 |
| San Antonio TX Electric & Gas Systems | ||||
| Revenue | 5.985% | 2/1/39 | 225 | 300 |
| San Antonio TX Electric & Gas Systems | ||||
| Revenue | 5.808% | 2/1/41 | 500 | 662 |
| San Antonio TX Electric & Gas Systems | ||||
| Revenue | 4.427% | 2/1/42 | 450 | 506 |
| San Diego County CA Water Authority | ||||
| Revenue | 6.138% | 5/1/49 | 1,000 | 1,380 |
| San Francisco CA City & County Public | ||||
| Utilities Commission Water Revenue | 6.950% | 11/1/50 | 500 | 731 |
| San Jose CA Redevelopment Agency | ||||
| Successor Agency Tax Allocation | 3.375% | 8/1/34 | 375 | 375 |
| Santa Clara Valley CA Transportation | ||||
| Authority Sales Tax Revenue | 5.876% | 4/1/32 | 645 | 773 |
| South Carolina Public Service Authority | ||||
| Revenue | 2.388% | 12/1/23 | 250 | 242 |
| South Carolina Public Service Authority | ||||
| Revenue | 6.454% | 1/1/50 | 475 | 661 |
| Texas GO | 5.517% | 4/1/39 | 660 | 841 |
| Texas Transportation Commission | ||||
| Revenue | 5.178% | 4/1/30 | 275 | 323 |
| Texas Transportation Commission | ||||
| Revenue | 4.681% | 4/1/40 | 100 | 116 |
| University of California Regents Medical | ||||
| Center Revenue | 6.548% | 5/15/48 | 1,550 | 2,154 |
| University of California Regents Medical | ||||
| Center Revenue | 6.583% | 5/15/49 | 125 | 173 |
| University of California Revenue | 4.601% | 5/15/31 | 500 | 558 |
| University of California Revenue | 6.270% | 5/15/31 | 500 | 502 |
| University of California Revenue | 5.770% | 5/15/43 | 410 | 522 |
| University of California Revenue | 5.946% | 5/15/45 | 275 | 358 |
| University of California Revenue | 4.858% | 5/15/12 | 330 | 371 |
| University of California Revenue | 4.767% | 5/15/15 | 50 | 55 |
| University of Southern California GO | 5.250% | 10/1/11 | 275 | 350 |
| University of Texas Permanent University | ||||
| Fund Revenue | 3.376% | 7/1/47 | 400 | 391 |
| University of Texas Revenue | 3.354% | 8/15/47 | 200 | 190 |
| University of Texas System Revenue | ||||
| Financing System Revenue | 6.276% | 8/15/41 | 75 | 76 |
| University of Texas System Revenue | ||||
| Financing System Revenue | 4.794% | 8/15/46 | 100 | 117 |
| University of Virginia Revenue | 4.179% | 9/1/17 | 250 | 259 |
| Utah GO | 4.554% | 7/1/24 | 125 | 132 |
| Utah GO | 3.539% | 7/1/25 | 340 | 352 |
| Washington GO | 5.140% | 8/1/40 | 480 | 583 |
| Wisconsin Annual Appropriation Revenue | 3.954% | 5/1/36 | 1,000 | 1,025 |
| Wisconsin General Fund Annual | ||||
| Appropriation Revenue | 3.154% | 5/1/27 | 300 | 302 |
| 12 Wisconsin GO | 5.700% | 5/1/26 | 300 | 337 |
| Total Taxable Municipal Bonds (Cost $100,211) | 110,209 | |||
| Temporary Cash Investments (1.3%)1 | ||||
| U.S. Government and Agency Obligations (0.0%) | ||||
| †† United States Treasury Bill | 2.450% | 9/5/19 | 12,000 | 11,876 |
| Shares | ||||
| Money Market Fund (1.3%) | ||||
| 13,14 Vanguard Market Liquidity Fund | 2.554% | 5,152,990 | 515,402 | |
| Total Temporary Cash Investments (Cost $527,212) | 527,278 | |||
| Total Investments (100.7%) (Cost $26,624,280) | 40,111,499 | |||
| Other Assets and Liabilities-Net (-0.7%) | (282,614) | |||
| Net Assets (100%) | 39,828,885 |
* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $79,814,000.
§ Security value determined using significant unobservable inputs.
† The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations
have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as
needed to maintain a positive net worth, in exchange for senior preferred stock.
Securities with a value of $6,829,000 have been segregated as initial margin for open futures contracts.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After
giving effect to futures investments, the fund's effective common stock and temporary cash investment positions
represent 60.2% and 0.9%, respectively, of net assets.
2 Securities with a value of $275,000 have been segregated as collateral for certain open To Be Announced (TBA)
transactions.
3 U.S. government-guaranteed.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
5 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken
delivery as of March 31, 2019.
6 Adjustable-rate security, rate shown is effective rate at period end. Certain adjustable rate securities are not
based on a published reference rate and spread but are determined by the issuer or agent based on current
market conditions.
7 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2019, the aggregate
value of these securities was $112,104,000, representing 0.3% of net assets.
8 Guaranteed by the Government of Japan.
9 Guaranteed by the Federal Republic of Germany.
10 Guaranteed by the Republic of Austria.
11 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
12 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
13 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
14 Includes $83,781,000 of collateral received for securities on loan.
CMT—Constant Maturing Treasury Rate.
CVR—Contingent Value Rights.
GO—General Obligation Bond.
LIBOR—London Inter-bank Offered Rate.
REIT—Real Estate Investment Trust.
| Balanced Index Fund | ||||
| 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 2019 | 992 | 140,755 | 2,388 |
| E-mini Russell 2000 Index | June 2019 | 276 | 21,304 | 182 |
| E-mini S&P Mid-Cap 400 Index | June 2019 | 50 | 9,505 | 182 |
| 2,752 | ||||
A. Security Valuation: Securities are valued as of the close of trading on
the New York Stock Exchange (generally 4 p.m., Eastern time) on the
valuation date. Equity securities are valued at the latest quoted sales
prices or official closing prices taken from the primary market in which
each security trades; such securities not traded on the valuation date are
valued at the mean of the latest quoted bid and asked prices. Bonds and
temporary cash investments are valued using the latest bid prices or using
valuations based on a matrix system (which considers such factors as
security prices, yields, maturities, and ratings), both as furnished by
independent pricing services. Structured debt securities, including
mortgages and asset-backed securities, are valued using the latest bid
prices or using valuations based on a matrix system that considers such
factors as issuer, tranche, nominal or option-adjusted spreads, weighted
average coupon, weighted average maturity, credit enhancements, and
collateral. Investments in Vanguard Market Liquidity Fund are valued at
that fund's net asset value. Securities for which market quotations are not
readily available, or whose values have been materially affected by events
occurring before the fund's pricing time but after the close of the
securities’ primary markets, are valued by methods deemed by the board of
trustees to represent fair value.
B. Futures 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
Balanced Index Fund
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. Any assets pledged as initial margin for open contracts are
noted in the Schedule of Investments.
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).
C. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to
buy or sell mortgage-backed securities with agreed-upon characteristics
(face amount, coupon, maturity) for settlement at a future date. The fund
may be a seller of TBA transactions to reduce its exposure to the mortgage-
backed securities market or in order to sell mortgage-backed securities it
owns under delayed-delivery arrangements. When the fund is a buyer of TBA
transactions, it maintains cash or short-term investments in an amount
sufficient to meet the purchase price at the settlement date of the TBA
transaction. The primary risk associated with TBA transactions is that a
counterparty may default on its obligations. The fund mitigates its
counterparty risk by, among other things, performing a credit analysis of
counterparties, allocating transactions among numerous counterparties, and
monitoring its exposure to each counterparty. The fund may also enter into
a Master Securities Forward Transaction Agreement (MSFTA) with certain
counterparties and require them to transfer collateral as security for
their performance. In the absence of a default, the collateral pledged or
received by the fund cannot be repledged, resold, or rehypothecated. Under
an MSFTA, upon a counterparty default (including bankruptcy), the fund may
terminate any TBA transactions with that counterparty, determine the net
amount owed by either party in accordance with its master netting
arrangements, and sell or retain any collateral held up to the net amount
owed to the fund under the master netting arrangements.
At March 31, 2019, counterparties had deposited in segregated accounts cash
with a value of $256,000 in connection with TBA transactions.
D. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll
transactions, in which the fund sells mortgage-backed securities to a
dealer and simultaneously agrees to purchase similar securities in the
future at a predetermined price. The proceeds of the securities sold in
mortgage-dollar-roll transactions are typically invested in high-quality
short-term fixed income securities. The fund forgoes principal and interest
paid on the securities sold, and is compensated by interest earned on the
proceeds of the sale and by a lower price on the securities to be
repurchased. The fund has also entered into mortgage-dollar-roll
transactions in which the fund buys mortgage-backed securities from a
dealer pursuant to a TBA transaction and simultaneously agrees to sell
similar securities in the future at a predetermined price. The securities
bought in mortgage-dollar-roll transactions are used to cover an open TBA
sell position. The fund continues to earn interest on mortgage-backed
security pools already held and receives a lower price on the securities to
Balanced Index Fund
be sold in the future. The fund accounts for mortgage-dollar-roll
transactions as purchases and sales; as such, these transactions may
increase the fund's portfolio turnover rate. Amounts to be received or paid
in connection with open mortgage dollar rolls are included in Receivables
for Investment Securities Sold or Payables for Investment Securities
Purchased.
E. 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, 2019, based on the inputs used to value them:
| Level 1 | Level 2 | Level 3 | |
| Investments | ($000) | ($000) | ($000) |
| Common Stocks | 23,800,465 | — | 243 |
| U.S. Government and Agency Obligations | — | 10,380,648 | — |
| Asset-Backed/Commercial Mortgage-Backed Securities | — | 416,766 | 1,426 |
| Corporate Bonds | — | 4,187,109 | 5,719 |
| Sovereign Bonds | — | 681,636 | — |
| Taxable Municipal Bonds | — | 110,209 | — |
| Temporary Cash Investments | 515,402 | 11,876 | — |
| Futures Contracts—Assets1 | 819 | — | — |
| Total | 24,316,686 | 15,788,244 | 7,388 |
| 1 Represents variation margin on the last day of the reporting period. |