UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-02105
Fidelity Salem Street Trust
(Exact name of registrant as specified in charter)
245 Summer St., Boston, Massachusetts 02210
(Address of principal executive offices) (Zip code)
Cynthia Lo Bessette, Secretary
245 Summer St.
Boston, Massachusetts 02210
(Name and address of agent for service)
Registrant's telephone number, including area code:
617-563-7000
Date of fiscal year end: | June 30 |
Date of reporting period: | June 30, 2022 |
Item 1.
Reports to Stockholders
Contents
Average Annual Total Returns | |||
Periods ended June 30, 2022 | Past 1 year | Life of Fund A |
Fidelity® SAI Municipal Bond Index Fund | -9.74% | -1.30% |
$10,000 Over Life of Fund |
Let's say hypothetically that $10,000 was invested in Fidelity® SAI Municipal Bond Index Fund on July 11, 2019, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the Bloomberg Municipal Bond Index performed over the same period. |
Top Five States (% of Fund's net assets) | |
California | 16.2 |
New York | 15.1 |
Texas | 8.3 |
Illinois | 5.3 |
Pennsylvania | 4.2 |
Revenue Sources (% of Fund's net assets) | ||
The distribution of municipal securities by revenue source, as a percentage of total net assets, is as follows (Unaudited): | ||
General Obligations | 32.9% | |
Transportation | 16.9% | |
Special Tax | 10.3% | |
Water & Sewer | 9.8% | |
Health Care | 9.0% | |
Education | 5.8% | |
Electric Utilities | 5.2% | |
Others* (Individually Less Than 5%) | 10.1% | |
100.0% | ||
*Includes net other assets |
Quality Diversification (% of Fund's net assets) |
We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes. |
Municipal Bonds - 97.7% | |||
Principal Amount (a) | Value ($) | ||
Alabama - 0.7% | |||
Alabama Fed. Aid Hwy. Fin. Auth.: | |||
Series 2015, 3.1% 9/1/29 (Pre-Refunded to 9/1/24 @ 100) | 70,000 | 71,560 | |
Series 2017 A, 4% 6/1/37 (Pre-Refunded to 9/1/27 @ 100) | 25,000 | 26,991 | |
Birmingham Wtrwks. Board Series 2016, 3% 1/1/43 (Pre-Refunded to 1/1/27 @ 100) | 30,000 | 30,881 | |
Black Belt Energy Gas District: | |||
Bonds Series 2017 A, 4%, tender 7/1/22 (b) | 30,000 | 30,000 | |
Series 2019 A, 4% 6/1/25 | 180,000 | 183,120 | |
Decatur Wtr. & Swr. Rev. Series 2021 A, 2.125% 2/15/51 | 90,000 | 55,049 | |
Infirmary Health Systems Spl. Care Facilities Fing. Auth. Rev. Series 2016 A, 3% 2/1/30 | 60,000 | 58,114 | |
Tuscaloosa County Board of Ed. Series 2017, 5% 2/1/43 (Pre-Refunded to 2/1/27 @ 100) | 25,000 | 27,886 | |
UAB Medicine Fin. Auth. Rev.: | |||
Series 2016 B, 5% 9/1/34 | 50,000 | 52,769 | |
Series 2017 B1, 3.25% 9/1/31 | 45,000 | 42,129 | |
Univ. of Alabama Gen. Rev.: | |||
Series 2012 A, 5% 7/1/24 | 20,000 | 20,042 | |
Series 2017 B, 3% 7/1/35 | 30,000 | 27,970 | |
TOTAL ALABAMA | 626,511 | ||
Arizona - 2.0% | |||
Arizona Health Facilities Auth. Rev. (Scottsdale Lincoln Hospitals Proj.) Series 2014 A, 5% 12/1/26 | 15,000 | 15,748 | |
Arizona State Univ. Revs. Series 2019 B, 4% 7/1/49 | 70,000 | 68,501 | |
Bullhead City Excise Taxes Series 2021, 2.7% 7/1/51 | 90,000 | 61,654 | |
City of Lake Havasu Wastewtr. Sys. Rev. Series 2015 B, 4% 7/1/45 (Assured Guaranty Muni. Corp. Insured) | 60,000 | 59,832 | |
Glendale Muni. Property Corp. Rev. Series 2012 C, 4% 7/1/38 | 225,000 | 225,246 | |
Glendale Wtr. & Swr. Rev. Series 2015, 5% 7/1/26 | 325,000 | 351,193 | |
Maricopa County Rev. Series 2016 A, 5% 1/1/38 | 40,000 | 42,182 | |
McAllister Academic Village LLC Rev. Series 2016, 5% 7/1/39 | 175,000 | 187,193 | |
Mesa Util. Sys. Rev. Series 2016, 3% 7/1/38 | 125,000 | 111,363 | |
Phoenix Civic Impt. Board Arpt. Rev.: | |||
Series 2015 A, 5% 7/1/45 | 95,000 | 98,060 | |
Series 2017 D, 5% 7/1/25 | 20,000 | 21,456 | |
Series 2019 B, 5% 7/1/44 (c) | 40,000 | 41,801 | |
Phoenix Civic Impt. Corp. District Rev. Series 2005 B: | |||
5.5% 7/1/36 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 25,000 | 30,174 | |
5.5% 7/1/41 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 80,000 | 98,213 | |
Phoenix Civic Impt. Corp. Excise Tax Rev. Series 2015 A, 5% 7/1/31 | 25,000 | 26,827 | |
Salt River Proj. Agricultural Impt. & Pwr. District Elec. Sys. Rev.: | |||
(Arizona Salt River Proj.) Series A, 5% 1/1/38 | 65,000 | 70,202 | |
Series 2015 A, 5% 12/1/32 | 25,000 | 26,590 | |
Series 2017 A, 5% 1/1/28 | 55,000 | 62,349 | |
Salt Verde Finl. Corp. Sr. Gas Rev.: | |||
Series 2007 1: | |||
5% 12/1/32 | 20,000 | 21,595 | |
5.25% 12/1/24 | 15,000 | 15,791 | |
5.25% 12/1/26 | 15,000 | 16,189 | |
Series 2007, 5.25% 12/1/23 | 15,000 | 15,530 | |
Univ. of Arizona Univ. Revs. Series 2016 B, 5% 6/1/42 | 95,000 | 100,872 | |
TOTAL ARIZONA | 1,768,561 | ||
Arkansas - 0.2% | |||
Fort Smith Wtr. & Swr. Rev. Series 2018, 5% 10/1/34 | 145,000 | 158,056 | |
Pulaski County Pub. Facilities Board Series 2014, 5% 12/1/39 (Pre-Refunded to 12/1/24 @ 100) | 35,000 | 37,342 | |
TOTAL ARKANSAS | 195,398 | ||
California - 16.2% | |||
Anaheim Pub. Fing. Auth. Lease Rev.: | |||
(Anaheim Pub. Impts. Proj.) Series C, 0% 9/1/36 (Escrowed to Maturity) | 90,000 | 55,081 | |
Series 1997 C, 0% 9/1/35 (Escrowed to Maturity) | 45,000 | 28,609 | |
Bay Area Toll Auth. San Francisco Bay Toll Bridge Rev.: | |||
Bonds: | |||
Series 2017 G, 2%, tender 4/1/24 (b) | 50,000 | 49,376 | |
Series 2018 A, 2.625%, tender 4/1/26 (b) | 70,000 | 69,123 | |
Series 2017 S7: | |||
4% 4/1/34 | 50,000 | 51,213 | |
4% 4/1/42 | 10,000 | 9,948 | |
4% 4/1/47 | 45,000 | 43,902 | |
Series F1, 5% 4/1/54 (Pre-Refunded to 4/1/24 @ 100) | 10,000 | 10,525 | |
Series S7, 5% 4/1/24 | 5,000 | 5,263 | |
Berkeley Unified School District Gen. Oblig. Series E, 3.5% 8/1/45 | 100,000 | 91,081 | |
California Dept. of Wtr. Resources: | |||
Series 2014, 5% 12/1/29 (Pre-Refunded to 12/1/24 @ 100) | 160,000 | 171,291 | |
Series 2017 AX, 5% 12/1/24 | 160,000 | 171,369 | |
Series AV, 4% 12/1/31 | 10,000 | 10,370 | |
Series BA, 5% 12/1/32 | 5,000 | 5,675 | |
California Edl. Facilities Auth. Rev.: | |||
Series 2001 A: | |||
0% 10/1/30 | 15,000 | 11,396 | |
0% 10/1/34 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 25,000 | 15,817 | |
Series T1, 5% 3/15/39 | 20,000 | 23,522 | |
California Gen. Oblig.: | |||
Series 2007, 5.25% 8/1/32 (Assured Guaranty Muni. Corp. Insured) | 105,000 | 125,045 | |
Series 2012: | |||
3.5% 9/1/32 | 50,000 | 49,999 | |
4% 9/1/37 | 350,000 | 350,032 | |
Series 2013: | |||
4% 4/1/43 | 40,000 | 39,932 | |
5% 9/1/27 | 70,000 | 72,472 | |
5% 11/1/30 | 15,000 | 15,585 | |
Series 2014: | |||
4% 11/1/44 | 10,000 | 9,958 | |
5% 11/1/24 | 100,000 | 106,749 | |
5% 12/1/24 | 15,000 | 15,665 | |
5% 10/1/28 | 10,000 | 10,606 | |
5% 5/1/32 | 105,000 | 109,946 | |
5% 8/1/35 | 20,000 | 21,030 | |
5% 10/1/39 | 25,000 | 26,314 | |
Series 2015: | |||
3.25% 3/1/32 | 100,000 | 98,645 | |
4% 3/1/45 | 100,000 | 99,425 | |
5% 8/1/23 | 25,000 | 25,898 | |
5% 8/1/26 | 20,000 | 21,676 | |
5% 8/1/26 | 30,000 | 32,116 | |
5% 9/1/26 | 40,000 | 43,432 | |
5% 9/1/28 | 50,000 | 53,936 | |
5% 8/1/29 | 20,000 | 21,485 | |
5% 8/1/30 | 50,000 | 53,015 | |
5% 8/1/45 | 30,000 | 31,354 | |
Series 2016: | |||
3% 9/1/33 | 30,000 | 27,844 | |
5% 9/1/23 | 50,000 | 51,918 | |
5% 9/1/24 | 55,000 | 58,478 | |
5% 9/1/25 | 25,000 | 27,188 | |
5% 9/1/26 | 15,000 | 16,633 | |
5% 9/1/30 | 20,000 | 21,881 | |
5% 9/1/45 | 10,000 | 10,607 | |
Series 2017 A, 5% 8/1/26 | 65,000 | 71,958 | |
Series 2017: | |||
4% 8/1/27 | 55,000 | 58,199 | |
4% 11/1/36 | 20,000 | 20,119 | |
4% 8/1/37 | 25,000 | 25,129 | |
5% 8/1/23 | 40,000 | 41,436 | |
5% 11/1/24 | 95,000 | 101,412 | |
5% 8/1/27 | 30,000 | 33,813 | |
5% 11/1/27 | 25,000 | 28,276 | |
Series 2018, 5% 10/1/39 | 110,000 | 117,166 | |
Series 2019: | |||
3% 10/1/36 | 50,000 | 43,542 | |
4% 4/1/25 | 5,000 | 5,249 | |
5% 4/1/25 | 10,000 | 10,777 | |
5% 4/1/27 | 5,000 | 5,603 | |
5% 4/1/28 | 225,000 | 255,741 | |
5% 4/1/35 | 85,000 | 88,685 | |
5% 4/1/37 | 75,000 | 78,147 | |
5% 4/1/45 | 60,000 | 65,175 | |
Series 2020: | |||
3% 11/1/35 | 150,000 | 133,624 | |
4% 3/1/28 | 60,000 | 64,809 | |
5% 11/1/28 | 140,000 | 160,356 | |
Series 2021: | |||
4% 10/1/37 | 80,000 | 80,664 | |
5% 10/1/28 | 100,000 | 114,408 | |
Series 2022, 5% 4/1/32 | 75,000 | 88,864 | |
California Health Facilities Fing. Auth. Rev.: | |||
Series 2013 A, 4% 3/1/43 | 40,000 | 36,657 | |
Series 2013 A3, 5% 7/1/23 | 40,000 | 41,281 | |
Series 2016 B: | |||
5% 11/15/46 | 15,000 | 15,567 | |
5% 11/15/46 (Pre-Refunded to 11/15/26 @ 100) | 10,000 | 11,108 | |
Series 2017 A, 5% 11/1/27 | 30,000 | 33,980 | |
Series 2018 A: | |||
4% 11/15/42 | 20,000 | 19,434 | |
5% 11/15/24 | 70,000 | 74,292 | |
5% 11/15/33 | 35,000 | 37,373 | |
Series 2021 A, 4.25% 11/15/31 | 50,000 | 50,037 | |
Series A, 5% 8/15/47 | 15,000 | 15,346 | |
California Infrastructure and Econ. Dev. Bank Rev. Series 2016: | |||
5% 10/1/26 | 25,000 | 27,538 | |
5% 10/1/29 | 25,000 | 27,245 | |
California Muni. Fin. Auth. Rev. Series 2018 A, 3.25% 12/31/32 (Assured Guaranty Muni. Corp. Insured) (c) | 30,000 | 27,631 | |
California State Univ. Rev.: | |||
Series 2013 A, 5% 11/1/26 (Pre-Refunded to 11/1/23 @ 100) | 40,000 | 41,699 | |
Series 2014 A: | |||
5% 11/1/30 (Pre-Refunded to 11/1/24 @ 100) | 95,000 | 101,457 | |
5% 11/1/33 (Pre-Refunded to 11/1/24 @ 100) | 100,000 | 106,796 | |
Series 2015 A, 5% 11/1/26 | 15,000 | 16,276 | |
Series 2016 A: | |||
3.2% 11/1/37 | 15,000 | 13,950 | |
5% 11/1/26 | 40,000 | 43,876 | |
Series 2017 A, 5% 11/1/24 | 65,000 | 69,280 | |
Series 2020 C, 3% 11/1/40 | 50,000 | 42,113 | |
California Statewide Cmntys. Dev. Auth. Hosp. Rev. Series 2018: | |||
4.375% 1/1/48 | 10,000 | 9,132 | |
5% 1/1/32 | 30,000 | 31,386 | |
California Statewide Cmntys. Dev. Auth. Rev. Series 2015, 3% 8/15/29 | 50,000 | 49,765 | |
Campbell Union High School District Series 2016 B, 5% 8/1/30 (Pre-Refunded to 8/1/26 @ 100) | 120,000 | 133,043 | |
Chaffey Unified High School District Series 2019 D, 4% 8/1/49 | 30,000 | 28,696 | |
Chino Valley Unified School District Series 2017 A, 5.25% 8/1/47 | 25,000 | 27,006 | |
Coast Cmnty. College District Series 2013 A, 5% 8/1/38 (Pre-Refunded to 8/1/23 @ 100) | 35,000 | 36,238 | |
Compton Unified School District Series 2019 B, 3% 6/1/49 | 75,000 | 57,365 | |
Contra Costa Cmnty. College District Series 2014 A, 4% 8/1/39 | 5,000 | 4,989 | |
East Bay Muni. Util. District Wastewtr. Sys. Rev.: | |||
Series 2015 A, 5% 6/1/37 | 65,000 | 68,987 | |
Series 2017 B, 5% 6/1/32 | 45,000 | 49,648 | |
El Camino Cmnty. College District Series 2012 C: | |||
0% 8/1/34 | 60,000 | 38,130 | |
0% 8/1/38 | 85,000 | 44,160 | |
Elk Grove Unified School Distr. Ctfs. of Prtn. (Cap. Facilities Proj.) Series 2016, 3% 2/1/35 | 65,000 | 59,354 | |
Foothill-De Anza Cmnty. College District Series 2003 B: | |||
0% 8/1/25 | 75,000 | 69,534 | |
0% 8/1/33 | 85,000 | 57,525 | |
Foothill/Eastern Trans. Corridor Agcy. Toll Road Rev.: | |||
Series 1995 A, 0% 1/1/29 (Escrowed to Maturity) | 30,000 | 25,154 | |
Series 2013 A: | |||
0% 1/15/24 (Assured Guaranty Muni. Corp. Insured) | 10,000 | 9,606 | |
6% 1/15/49 (Pre-Refunded to 1/15/24 @ 100) | 20,000 | 21,239 | |
Series 2013 B1, 3.95% 1/15/53 (b) | 65,000 | 57,723 | |
Series 2021 A, 4% 1/15/46 | 15,000 | 13,785 | |
Fremont Union High School District, Santa Clara: | |||
Series 2015, 4% 8/1/44 | 45,000 | 44,812 | |
Series 2019 A, 4% 8/1/46 | 30,000 | 29,700 | |
Fresno Unified School District Series B, 3% 8/1/43 | 110,000 | 88,404 | |
Golden State Tobacco Securitization Corp. Tobacco Settlement Rev.: | |||
Series 2013 A, 5% 6/1/30 (Pre-Refunded to 6/1/23 @ 100) | 40,000 | 41,199 | |
Series 2015 A: | |||
5% 6/1/35 (Pre-Refunded to 6/1/25 @ 100) | 10,000 | 10,808 | |
5% 6/1/40 (Pre-Refunded to 6/1/25 @ 100) | 65,000 | 70,346 | |
5% 6/1/40 (Pre-Refunded to 6/1/25 @ 100) | 10,000 | 10,823 | |
5% 6/1/45 (Pre-Refunded to 6/1/25 @ 100) | 100,000 | 108,225 | |
Grossmont Union High School District: | |||
Series 2008, 0% 8/1/30 | 40,000 | 30,611 | |
Series 2016 B, 3% 8/1/45 | 30,000 | 24,003 | |
Hayward Unified School District Gen. Oblig. Series 2015, 4% 8/1/40 (Assured Guaranty Muni. Corp. Insured) | 180,000 | 178,873 | |
Imperial Irrigation District Elec. Rev. Series 2015 C, 5% 11/1/38 | 85,000 | 91,186 | |
Livermore Valley Joint Unified School District Series 2016, 3% 8/1/46 | 50,000 | 39,608 | |
Long Beach Bond Fin. Auth. Natural Gas Purchase Rev. Series 2007 A: | |||
5% 11/15/35 | 25,000 | 26,586 | |
5.5% 11/15/37 | 30,000 | 33,489 | |
Long Beach Unified School District: | |||
Series 2016, 3% 8/1/32 | 80,000 | 76,905 | |
Series B, 0% 8/1/35 | 90,000 | 52,537 | |
Los Angeles Cmnty. College District: | |||
Series 2017 J, 5% 8/1/28 | 20,000 | 22,361 | |
Series A, 5% 8/1/30 (Pre-Refunded to 8/1/24 @ 100) | 20,000 | 21,230 | |
Series C, 5% 8/1/22 | 10,000 | 10,027 | |
Series F, 5% 8/1/24 (Pre-Refunded to 8/1/23 @ 100) | 35,000 | 36,238 | |
Series G, 5% 8/1/27 (Pre-Refunded to 8/1/24 @ 100) | 20,000 | 21,230 | |
Series K, 4% 8/1/35 | 20,000 | 20,254 | |
Los Angeles County Metropolitan Trans. Auth. Sales Tax Rev. Series 2019 A, 5% 7/1/44 | 45,000 | 49,258 | |
Los Angeles Dept. Arpt. Rev.: | |||
Series 2018 C, 5% 5/15/36 (c) | 80,000 | 84,612 | |
Series 2020 A, 5% 5/15/38 | 85,000 | 93,959 | |
Series 2021 B, 5% 5/15/37 | 50,000 | 55,523 | |
Series 2022 C, 4% 5/15/41 (c) | 50,000 | 48,798 | |
Series C, 5% 5/15/33 (c) | 155,000 | 165,817 | |
Series D, 5% 5/15/26 (c) | 5,000 | 5,431 | |
Los Angeles Dept. of Wtr. & Pwr. Rev.: | |||
Series 2013 A: | |||
5% 7/1/23 | 40,000 | 40,659 | |
5% 7/1/24 | 50,000 | 50,737 | |
Series 2014 C, 5% 7/1/29 | 65,000 | 68,517 | |
Series 2014 D: | |||
5% 7/1/35 | 105,000 | 110,303 | |
5% 7/1/44 | 45,000 | 46,934 | |
Series 2017 C, 5% 7/1/36 | 50,000 | 54,400 | |
Series 2018 C, 5% 7/1/25 | 95,000 | 102,943 | |
Series 2019 D, 5% 7/1/44 | 50,000 | 54,813 | |
Series A, 5% 7/1/31 | 35,000 | 38,977 | |
Series B: | |||
5% 7/1/30 | 50,000 | 51,461 | |
5% 7/1/30 | 25,000 | 28,313 | |
Los Angeles Dept. of Wtr. & Pwr. Wtrwks. Rev.: | |||
Series 2012 C: | |||
5% 7/1/23 | 5,000 | 5,000 | |
5% 7/1/23 | 5,000 | 5,000 | |
5% 7/1/25 | 15,000 | 15,000 | |
5% 7/1/25 | 15,000 | 15,000 | |
Series 2014 A, 5% 7/1/44 | 25,000 | 26,074 | |
Series A: | |||
5% 7/1/33 | 5,000 | 5,523 | |
5% 7/1/33 | 55,000 | 59,817 | |
Series B: | |||
5% 7/1/25 | 20,000 | 20,638 | |
5% 7/1/37 | 100,000 | 110,218 | |
Los Angeles Muni. Impt. Corp. Lease Rev. Series 2016 B, 4% 11/1/37 | 40,000 | 40,098 | |
Los Angeles Solid Waste Resources Rev. Series 2018 A: | |||
4% 2/1/32 | 35,000 | 35,901 | |
5% 2/1/25 | 50,000 | 53,647 | |
Los Angeles Unified School District: | |||
Series 2014 C, 5% 7/1/24 | 10,000 | 10,587 | |
Series 2016 A: | |||
4% 7/1/34 | �� | 100,000 | 101,696 |
5% 7/1/29 | 80,000 | 85,899 | |
5% 7/1/40 | 75,000 | 79,194 | |
Series 2018 B1, 5% 7/1/23 | 10,000 | 10,329 | |
Series 2019 A, 5% 7/1/28 | 20,000 | 22,718 | |
Series 2021 A, 5% 7/1/25 | 50,000 | 54,181 | |
Series A: | |||
5% 7/1/22 | 20,000 | 20,000 | |
5% 7/1/29 | 45,000 | 51,777 | |
5% 7/1/30 | 25,000 | 28,562 | |
Series B, 5% 7/1/25 | 15,000 | 16,254 | |
Los Angeles Wastewtr. Sys. Rev.: | |||
Series 2013 A, 5% 6/1/24 | 5,000 | 5,151 | |
Series 2022 A, 5% 6/1/47 | 85,000 | 96,365 | |
Marin Healthcare District Series 2017 A, 3% 8/1/37 | 5,000 | 4,394 | |
Metropolitan Wtr. District of Southern California Wtr. Rev.: | |||
Series 2017 A, 2.5% 7/1/25 | 50,000 | 50,418 | |
Series 2020 A, 5% 10/1/36 | 85,000 | 96,033 | |
Monterey Peninsula Cmnty. College District Series 2016, 0% 8/1/30 | 20,000 | 15,318 | |
MSR Energy Auth. Gas Rev. Series 2009 B, 6.5% 11/1/39 | 25,000 | 30,871 | |
Newport Mesa Unified School District: | |||
Series 2011, 0% 8/1/36 | 70,000 | 40,952 | |
Series 2017, 0% 8/1/39 | 5,000 | 2,531 | |
North Orange County Cmnty. College District Rev. Series 2016 A, 3% 8/1/40 | 25,000 | 21,790 | |
Oakland Unified School District Alameda County Series 2019 A, 3% 8/1/40 (Assured Guaranty Muni. Corp. Insured) | 35,000 | 29,555 | |
Palo Alto Unified School District Gen. Oblig. Series 2008 2: | |||
0% 8/1/30 | 50,000 | 38,234 | |
0% 8/1/32 | 100,000 | 69,990 | |
0% 8/1/33 | 15,000 | 10,020 | |
Palomar Pomerado Health Series 2009 A, 0% 8/1/28 (Assured Guaranty Corp. Insured) | 255,000 | 204,511 | |
Pasadena Elec. Rev. Series 2013 A, 4.5% 6/1/40 | 15,000 | 15,059 | |
Peralta Cmnty. College District Gen. Oblig. Series 2016 A, 4% 8/1/39 | 130,000 | 125,644 | |
Perris Union High School District Series A, 3% 9/1/44 (Assured Guaranty Muni. Corp. Insured) | 25,000 | 20,118 | |
Port of Oakland Rev. Series 2017 E, 5% 11/1/26 | 30,000 | 32,803 | |
Poway Unified School District: | |||
Series 2011 B, 0% 8/1/34 | 50,000 | 32,192 | |
Series B, 0% 8/1/41 | 190,000 | 86,717 | |
Riverside Elec. Rev. Series 2019 A, 5% 10/1/26 | 50,000 | 55,362 | |
Sacramento Muni. Util. District Elec. Rev. Series 2016 D, 5% 8/15/27 | 70,000 | 78,831 | |
Sacramento TOT Rev. Series A, 5% 6/1/43 | 100,000 | 106,281 | |
San Bernardino Cmnty. College District Series B: | |||
0% 8/1/38 | 200,000 | 104,840 | |
0% 8/1/48 | 45,000 | 14,804 | |
San Diego Cmnty. College District: | |||
Series 2013, 0% 8/1/41 (Pre-Refunded to 8/1/23 @ 57.571) (d) | 20,000 | 11,231 | |
Series 2016, 5% 8/1/41 (Pre-Refunded to 8/1/26 @ 100) | 5,000 | 5,543 | |
San Diego County Reg'l. Arpt. Auth. Arpt. Rev. Series 2019 A, 5% 7/1/34 | 75,000 | 81,929 | |
San Diego County Wtr. Auth. Fing. Agcy. Wtr. Rev. Series 2022 A, 5% 5/1/47 | 85,000 | 96,663 | |
San Diego Pub. Facilities Fing. Auth. Wtr. Rev. Series 2018 A, 5.25% 8/1/47 | 10,000 | 11,083 | |
San Diego Redev. Agcy. Series 2016 A, 5% 9/1/23 | 5,000 | 5,185 | |
San Diego Reg'l. Bldg. Auth. Lease Rev. Series 2016 A, 5% 10/15/33 | 60,000 | 64,310 | |
San Diego Unified School District: | |||
Series 1998 G1, 5.25% 7/1/27 | 10,000 | 11,349 | |
Series 2012 I, 5% 7/1/33 | 65,000 | 71,030 | |
Series 2017 I, 4% 7/1/47 | 15,000 | 14,564 | |
Series B, 3.25% 7/1/48 | 80,000 | 66,316 | |
Series C, 0% 7/1/43 | 40,000 | 15,331 | |
Series F1, 5.25% 7/1/28 | 10,000 | 11,515 | |
Series R1, 0% 7/1/30 | 35,000 | 26,204 | |
San Francisco Bay Area Rapid Transit District Sales Tax Rev. Series 2019 A, 3% 7/1/44 | 50,000 | 40,488 | |
San Francisco Bay Area Rapid Transit Fing. Auth. Series A1, 5% 8/1/47 | 45,000 | 48,287 | |
San Francisco City & County Arpts. Commission Int'l. Arpt. Rev.: | |||
Series 2016 A, 5% 5/1/26 | 20,000 | 21,758 | |
Series 2017 D, 5% 5/1/24 (c) | 35,000 | 36,617 | |
Series 2019 A, 5% 5/1/49 (c) | 25,000 | 25,975 | |
Series 2019 E, 5% 5/1/34 (c) | 125,000 | 133,603 | |
Series 2020 A, 4% 5/1/39 (c) | 35,000 | 34,043 | |
Series 2020 B, 4% 5/1/39 | 100,000 | 99,651 | |
San Francisco City & County Ctfs. of Prtn. (49 South Van Ness Proj.) Series 2019 A, 4% 4/1/41 | 35,000 | 34,974 | |
San Francisco County Trans. Auth. Series 2017, 3% 2/1/33 | 155,000 | 147,942 | |
San Francisco Pub. Utils. Commission Wtr. Rev.: | |||
Series 2015 A, 5% 11/1/29 | 20,000 | 21,406 | |
Series 2020 A, 5% 11/1/50 | 30,000 | 32,759 | |
San Joaquin Hills Trans. Corridor Agcy. Toll Road Rev.: | |||
Series 1993, 0% 1/1/25 (Escrowed to Maturity) | 100,000 | 94,672 | |
Series 1997 A: | |||
0% 1/15/25 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 20,000 | 18,491 | |
0% 1/15/29 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 50,000 | 38,865 | |
0% 1/15/32 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 5,000 | 3,314 | |
Series 2021 A, 4% 1/15/50 | 30,000 | 26,839 | |
Series A, 0% 1/15/31 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 90,000 | 62,964 | |
San Jose Int. Arpt. Rev. Series 2017 B, 5% 3/1/42 | 25,000 | 26,150 | |
San Mateo County Joint Powers Fing. Auth. (Cap. Projs.) Series 2014 A, 4% 6/15/35 | 95,000 | 95,179 | |
San Mateo County Trans. District Sales Tax Rev. Series A, 3.25% 6/1/33 | 60,000 | 59,670 | |
San Mateo Foster City (Clean Wtr. Prog.) Series 2019, 5% 8/1/49 | 45,000 | 49,100 | |
San Mateo Unified School District Series 2011 A: | |||
0% 9/1/33 (d) | 50,000 | 44,479 | |
0% 9/1/41 (d) | 10,000 | 9,535 | |
Santa Clara County Fing. Auth. Lease Rev.: | |||
Series 2018 A, 3.5% 4/1/39 | 40,000 | 37,663 | |
Series 2019 A, 3% 5/1/42 | 100,000 | 83,660 | |
Santa Clara Unified School District Series 2019, 4% 7/1/48 | 35,000 | 34,330 | |
Sequoia Union High School District Series 2016, 3% 7/1/31 | 55,000 | 54,549 | |
Silicon Valley Clean Wtr. Series 2019 A, 3% 3/1/24 | 50,000 | 50,723 | |
Solano Cmnty. College District Series A, 0% 8/1/41 (Pre-Refunded to 8/1/28 @ 100) (d) | 10,000 | 10,772 | |
Sonoma County Jr. College District Rev. Series B, 3% 8/1/41 | 145,000 | 118,966 | |
Southern California Pub. Pwr. Auth. Rev.: | |||
Series 2007 A, 5.25% 11/1/25 | 35,000 | 37,123 | |
Series A, 5.25% 11/1/26 | 30,000 | 32,169 | |
Univ. of California Revs.: | |||
Series 2014, 5% 5/15/25 | 75,000 | 79,011 | |
Series 2015 AO, 5% 5/15/25 | 70,000 | 75,684 | |
Series 2016, 5% 5/15/35 | 15,000 | 16,111 | |
Series 2017 AV: | |||
5% 5/15/35 | 50,000 | 54,361 | |
5% 5/15/47 | 110,000 | 116,713 | |
Series 2017 AY, 5% 5/15/25 | 50,000 | 54,060 | |
Series 2017 M, 5% 5/15/32 | 35,000 | 38,354 | |
Series 2020 BE: | |||
4% 5/15/47 | 50,000 | 49,388 | |
5% 5/15/43 | 15,000 | 16,521 | |
Series AM, 5.25% 5/15/37 | 15,000 | 15,766 | |
Series AY, 5% 5/15/28 | 30,000 | 33,541 | |
Series I: | |||
5% 5/15/23 | 25,000 | 25,734 | |
5% 5/15/28 | 10,000 | 10,760 | |
Series M, 5% 5/15/36 | 20,000 | 21,617 | |
Upland Gen. Oblig. Ctfs. of Prtn. Series 2017, 4% 1/1/42 | 10,000 | 9,193 | |
West Contra Costa Unified School District: | |||
Series 2016 A, 3.125% 8/1/35 | 215,000 | 200,826 | |
Series C1, 0% 8/1/27 (Assured Guaranty Corp. Insured) | 70,000 | 60,131 | |
West Hollywood Pub. Fing. Auth. Series 2016, 3% 4/1/41 | 75,000 | 62,517 | |
Westminster Redev. Agcy. Series 2016: | |||
3% 11/1/41 | 25,000 | 20,988 | |
3% 11/1/45 | 75,000 | 60,327 | |
William S. Hart Union High School District Series 2005 B, 0% 9/1/28 (Assured Guaranty Muni. Corp. Insured) | 140,000 | 116,030 | |
Yosemite Cmnty. College District Series 2010 D, 0% 8/1/31 | 100,000 | 73,322 | |
Yuba Cmnty. College District Series 2016 A: | |||
3% 8/1/36 | 150,000 | 137,340 | |
3% 8/1/37 | 30,000 | 27,245 | |
TOTAL CALIFORNIA | 13,948,294 | ||
Colorado - 1.6% | |||
Colorado Health Facilities Auth.: | |||
Series 2018 A, 4% 11/15/48 | 5,000 | 4,779 | |
Series 2019 A, 5% 1/1/30 | 105,000 | 119,811 | |
Series 2019 A1: | |||
4% 8/1/37 | 90,000 | 87,060 | |
4% 8/1/44 | 10,000 | 9,204 | |
Series 2019 A2, 3.25% 8/1/49 | 90,000 | 66,536 | |
Series 2021 A, 4% 11/15/46 | 100,000 | 97,182 | |
Colorado Reg'l. Trans. District Ctfs. of Prtn. Series 2013 A, 5% 6/1/25 | 30,000 | 30,834 | |
Colorado Springs Utils. Rev. Series 2018 A2, 5% 11/15/48 | 25,000 | 27,239 | |
Denver City & County Arpt. Rev.: | |||
Series 2017 A: | |||
5% 11/15/26 (c) | 55,000 | 60,010 | |
5% 11/15/28 (c) | 30,000 | 32,806 | |
5% 11/15/29 (c) | 20,000 | 21,729 | |
Series 2018 B, 3.5% 12/1/35 | 10,000 | 9,801 | |
Series 2019 C, 5% 11/15/31 | 20,000 | 22,377 | |
Denver City & County Gen. Oblig. Series 2022 B, 5% 8/1/23 | 300,000 | 310,611 | |
Denver Convention Ctr. Hotel Auth. Series 2016, 5% 12/1/23 | 5,000 | 5,143 | |
Denver Dedicated Tax Rev. Series 2021 A, 4% 8/1/42 | 100,000 | 99,477 | |
E-470 Pub. Hwy. Auth. Rev. Series 2000 B: | |||
0% 9/1/31 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 30,000 | 21,113 | |
0% 9/1/32 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 50,000 | 33,513 | |
East Grand County Co. School District # 2 Series 2022, 4% 12/1/46 | 100,000 | 99,145 | |
El Paso County Co. Scd # 2 Series 2019, 5% 12/1/37 | 155,000 | 171,640 | |
Univ. of Colorado Enterprise Sys. Rev. Series 2016 B1, 2.75% 6/1/30 | 15,000 | 14,390 | |
TOTAL COLORADO | 1,344,400 | ||
Connecticut - 1.9% | |||
Connecticut Gen. Oblig.: | |||
Series 2014 C, 5% 6/15/24 | 60,000 | 63,319 | |
Series 2015 B: | |||
3.375% 6/15/29 | 25,000 | 25,266 | |
4% 6/15/33 | 110,000 | 111,578 | |
Series 2016 A, 5% 3/15/26 | 15,000 | 16,439 | |
Series 2019 A, 5% 4/15/27 | 15,000 | 16,750 | |
Series 2020 C: | |||
4% 6/1/30 | 120,000 | 127,186 | |
4% 6/1/31 | 25,000 | 26,263 | |
Series A: | |||
4% 1/15/25 | 60,000 | 62,540 | |
5% 3/15/28 | 15,000 | 15,964 | |
Series C, 4% 6/15/24 | 25,000 | 25,909 | |
Series D: | |||
4% 8/15/31 | 45,000 | 46,232 | |
5% 4/15/26 | 25,000 | 27,442 | |
Series E: | |||
3.375% 10/15/36 | 20,000 | 19,133 | |
5% 9/15/25 | 25,000 | 27,138 | |
5% 10/15/25 | 20,000 | 21,747 | |
Connecticut Health & Edl. Facilities Auth. Rev.: | |||
Series 2012 J, 5% 7/1/42 | 10,000 | 10,000 | |
Series 2019 A: | |||
4% 7/1/34 | 45,000 | 43,072 | |
5% 7/1/24 | 230,000 | 238,706 | |
Series R, 3.375% 7/1/37 | 10,000 | 8,854 | |
Connecticut Hsg. Fin. Auth.: | |||
Series 2015 A, 3.75% 11/15/40 | 75,000 | 72,395 | |
Series 2017 D1, 3.2% 11/15/32 | 10,000 | 9,673 | |
Series 2020 A1, 3.5% 11/15/45 | 200,000 | 197,060 | |
Connecticut Spl. Tax Oblig. Trans. Infrastructure Rev.: | |||
Series 2014 B, 5% 9/1/23 | 55,000 | 57,007 | |
Series 2015 A: | |||
5% 8/1/28 | 60,000 | 64,285 | |
5% 8/1/33 | 95,000 | 100,771 | |
Series 2015 B, 5% 8/1/27 | 55,000 | 59,195 | |
Series 2016 A, 5% 9/1/31 | 25,000 | 26,914 | |
Series 2018 A, 5% 1/1/27 | 20,000 | 22,221 | |
Series A, 4% 9/1/35 | 55,000 | 55,454 | |
Series B, 5% 10/1/33 | 15,000 | 16,513 | |
Univ. of Connecticut Gen. Oblig. Series 2018 A, 5% 4/15/29 | 25,000 | 27,887 | |
TOTAL CONNECTICUT | 1,642,913 | ||
Delaware - 0.5% | |||
Delaware Gen. Oblig.: | |||
Series 2017, 3.25% 3/1/37 | 6,000 | 5,771 | |
Series 2020 A: | |||
5% 1/1/27 | 125,000 | 139,953 | |
5% 1/1/30 | 115,000 | 133,914 | |
Delaware Health Facilities Auth. Rev. Series 2020 A: | |||
4% 10/1/49 | 60,000 | 57,010 | |
5% 10/1/32 | 65,000 | 71,957 | |
Delaware River & Bay Auth. Rev. Series 2021, 4% 1/1/46 | 65,000 | 63,686 | |
TOTAL DELAWARE | 472,291 | ||
District Of Columbia - 2.1% | |||
District of Columbia Gen. Oblig.: | |||
Series 2014 D, 5% 6/1/31 | 40,000 | 41,697 | |
Series 2016 A, 5% 6/1/32 | 40,000 | 43,281 | |
Series 2017 A, 5% 6/1/29 | 10,000 | 11,098 | |
Series 2019 A, 5% 10/15/28 | 90,000 | 102,797 | |
Series 2021 D, 5% 2/1/31 | 95,000 | 111,173 | |
District of Columbia Income Tax Rev. Series 2020 A, 4% 3/1/45 | 50,000 | 50,363 | |
District of Columbia Univ. Rev. Series 2017: | |||
5% 4/1/31 | 25,000 | 26,682 | |
5% 4/1/32 | 120,000 | 127,759 | |
District of Columbia Wtr. & Swr. Auth. Pub. Util. Rev.: | |||
Series 2012 C, 5% 10/1/27 | 35,000 | 35,252 | |
Series 2014 C: | |||
5% 10/1/27 | 30,000 | 31,921 | |
5% 10/1/28 | 25,000 | 26,561 | |
Series 2016 A, 5% 10/1/31 | 50,000 | 54,245 | |
Series 2019 A, 5% 10/1/44 | 30,000 | 32,937 | |
Metropolitan Washington Arpts. Auth. Dulles Toll Road Rev.: | |||
(Dulles Metrorail and Cap. Impt. Proj.) Series 2019 B: | |||
3% 10/1/50 (Assured Guaranty Muni. Corp. Insured) | 10,000 | 7,599 | |
4% 10/1/53 | 5,000 | 4,393 | |
Series 2009 B: | |||
0% 10/1/25 (Assured Guaranty Corp. Insured) | 50,000 | 45,307 | |
0% 10/1/30 (Assured Guaranty Corp. Insured) | 65,000 | 47,617 | |
0% 10/1/31 (Assured Guaranty Corp. Insured) | 15,000 | 10,471 | |
0% 10/1/34 (Assured Guaranty Corp. Insured) | 35,000 | 21,005 | |
0% 10/1/36 (Assured Guaranty Corp. Insured) | 5,000 | 2,701 | |
Series 2010 A, 0% 10/1/37 | 130,000 | 60,038 | |
Metropolitan Washington DC Arpts. Auth. Sys. Rev.: | |||
Series 2012 A, 5% 10/1/28 (c) | 50,000 | 50,424 | |
Series 2014 A: | |||
5% 10/1/28 (c) | 20,000 | 20,867 | |
5% 10/1/29 (c) | 50,000 | 52,071 | |
5% 10/1/44 (c) | 75,000 | 77,075 | |
Series 2018 A, 5% 10/1/27 (c) | 40,000 | 44,049 | |
Series 2019 A, 5% 10/1/39 (c) | 60,000 | 63,936 | |
Series 2021 A, 5% 10/1/27 (c) | 390,000 | 429,474 | |
Washington D.C. Metropolitan Transit Auth. Rev.: | |||
Series 2017 A1, 5% 7/1/29 | 40,000 | 44,332 | |
Series 2017 B: | |||
5% 7/1/26 | 50,000 | 55,040 | |
5% 7/1/42 | 50,000 | 53,718 | |
Series 2018, 5% 7/1/30 | 35,000 | 38,689 | |
TOTAL DISTRICT OF COLUMBIA | 1,824,572 | ||
Florida - 3.8% | |||
Alachua County Health Facilities Auth. Health Facilities Rev. Series 2019 A, 3% 12/1/46 | 15,000 | 11,315 | |
Brevard County Health Facilities Auth. Health Care Facilities Rev. (Health First, Inc. Proj.) Series 2014, 4% 4/1/36 | 65,000 | 64,880 | |
Broward County Arpt. Sys. Rev. Series 2015 A, 5% 10/1/33 (c) | 35,000 | 36,371 | |
Broward County Port Facilities Rev. Series 2019 B, 4% 9/1/44 (c) | 75,000 | 68,792 | |
Central Florida Expressway Auth. Sr. Lien Rev.: | |||
Series 2016 B, 4% 7/1/40 | 5,000 | 4,937 | |
Series 2017, 3.25% 7/1/39 | 70,000 | 64,344 | |
Florida Board of Ed. Pub. Ed. Cap. Outlay: | |||
Series 2017 B, 5% 6/1/30 | 50,000 | 55,302 | |
Series 2018 A, 4% 6/1/37 | 55,000 | 56,053 | |
Series 2019 D, 4% 6/1/30 | 65,000 | 70,084 | |
Series A, 5% 6/1/27 | 100,000 | 107,609 | |
Series C: | |||
4% 6/1/28 | 20,000 | 20,317 | |
5% 6/1/25 | 15,000 | 16,260 | |
Series D, 4% 6/1/32 | 50,000 | 52,421 | |
Florida Dept. of Envir. Protection Rev. Series 2016 A, 2% 7/1/28 | 50,000 | 47,740 | |
Florida Dept. of Trans. Tpk. Rev.: | |||
Series 2019 B, 3% 7/1/43 | 30,000 | 25,072 | |
Series 2020 B, 2% 7/1/37 | 55,000 | 40,446 | |
Florida Higher Edl. Facilities Fing. Auth.: | |||
(Nova Southeastern Univ. Proj.) Series 2016, 5% 4/1/35 | 60,000 | 62,674 | |
(Ringling College Proj.) Series 2017, 4% 3/1/47 | 70,000 | 59,447 | |
(Rollins College Proj.) Series 2020 A, 3% 12/1/48 | 65,000 | 47,207 | |
Florida Hsg. Fin. Corp. Rev. Series 2017 1, 3.6% 7/1/37 | 35,000 | 35,109 | |
Greater Orlando Aviation Auth. Arpt. Facilities Rev.: | |||
Series 2015 A, 5% 10/1/34 (c) | 160,000 | 166,256 | |
Series 2017 A, 5% 10/1/30 (Pre-Refunded to 10/1/27 @ 100) (c) | 30,000 | 33,516 | |
Series 2019 A, 5% 10/1/27 (c) | 10,000 | 11,012 | |
Halifax Hosp. Med. Ctr. Rev.: | |||
Series 2015, 4% 6/1/38 (Pre-Refunded to 6/1/25 @ 100) | 25,000 | 26,247 | |
Series 2016, 3.75% 6/1/41 | 5,000 | 4,641 | |
Hillsborough County Indl. Dev. (Tampa Gen. Hosp. Proj.) Series 2012 A, 3.5% 10/1/28 | 45,000 | 45,041 | |
Jacksonville Spl. Rev.: | |||
Series 2013 A, 5% 10/1/40 | 20,000 | 20,573 | |
Series 2019 A: | |||
5% 10/1/27 | 20,000 | 22,292 | |
5% 10/1/32 | 10,000 | 11,241 | |
JEA Wtr. & Swr. Sys. Rev. Series 2014 A, 4% 10/1/40 | 100,000 | 99,432 | |
Lakeland Hosp. Sys. Rev. Series 2016, 3% 11/15/32 | 30,000 | 27,450 | |
Miami Beach Series 2019, 3.25% 5/1/49 | 25,000 | 21,099 | |
Miami Beach Health Facilities Auth. Hosp. Rev. Series 2014 A, 5% 11/15/39 | 15,000 | 15,250 | |
Miami Beach Wtr. & Swr. Rev. Series 2017, 5% 9/1/47 | 125,000 | 135,867 | |
Miami-Dade County Aviation Rev. Series 2020 A, 4% 10/1/39 | 70,000 | 67,887 | |
Miami-Dade County Cap. Asset Acquisition: | |||
Series 2009, 0% 10/1/41 | 20,000 | 8,314 | |
Series 2016: | |||
0% 10/1/31 | 35,000 | 25,128 | |
0% 10/1/32 | 25,000 | 17,135 | |
Miami-Dade County Edl. Facilities Rev.: | |||
Series 2015 A, 4% 4/1/45 | 10,000 | 9,227 | |
Series 2018 A, 4% 4/1/53 | 25,000 | 22,299 | |
Miami-Dade County Expressway Auth. Series 2014 B, 5% 7/1/22 | 70,000 | 70,000 | |
Miami-Dade County Gen. Oblig.: | |||
(Bldg. Better Cmntys. Prog.): | |||
Series 2013 A, 5% 7/1/26 | 5,000 | 5,420 | |
Series 2015 B, 5% 7/1/27 | 40,000 | 42,212 | |
Series 2016 A, 5% 7/1/29 | 70,000 | 76,387 | |
(Pub. Health Trust Prog.) Series 2019 A, 5% 7/1/43 | 10,000 | 10,891 | |
Series 2015 D, 3% 7/1/39 | 5,000 | 4,405 | |
Miami-Dade County Health Facilities Auth. Hosp. Rev. (Nicklaus Children's Hosp. Proj.) Series 2017, 5% 8/1/47 | 85,000 | 87,571 | |
Miami-Dade County Pub. Facilities Rev. Series 2015 A, 5% 6/1/28 | 120,000 | 127,841 | |
Miami-Dade County School Board Ctfs. of Prtn.: | |||
Series 2015 D, 5% 2/1/30 | 85,000 | 90,441 | |
Series 2016 C, 5% 2/1/32 | 90,000 | 95,323 | |
Miami-Dade County Sports Facilities Series C, 0% 10/1/48 (Assured Guaranty Corp. Insured) | 60,000 | 17,548 | |
Miami-Dade County Transit Sales Surtax Rev. Series 2019, 5% 7/1/31 | 25,000 | 28,443 | |
Miami-Dade County Wtr. & Swr. Rev.: | |||
Series 2017 A, 4% 10/1/39 | 35,000 | 35,085 | |
Series 2017 B, 3.125% 10/1/39 | 20,000 | 17,791 | |
Series 2019 B, 3% 10/1/49 | 40,000 | 31,767 | |
North Broward Hosp. District Rev. Series 2017 B, 5% 1/1/32 | 50,000 | 52,310 | |
Orange County Health Facilities Auth.: | |||
Series 2016 A, 5% 10/1/44 | 35,000 | 36,255 | |
Series 2016, 5% 8/1/47 | 70,000 | 74,048 | |
Orange County School Board Ctfs. of Prtn. Series 2015 D, 5% 8/1/28 (Pre-Refunded to 8/1/25 @ 100) | 50,000 | 53,953 | |
Orange County Tourist Dev. Tax Rev.: | |||
Series 2016 A, 4% 10/1/34 | 20,000 | 20,150 | |
Series 2017, 5% 10/1/27 | 25,000 | 27,917 | |
Orlando & Orange County Expressway Auth. Rev. Series 2013 A, 5% 7/1/35 (Pre-Refunded to 7/1/23 @ 100) | 75,000 | 77,446 | |
Palm Beach County Health Facilities Series 2016, 5% 11/15/32 | 25,000 | 26,133 | |
Palm Beach County Pub. Impt. Rev. (Professional Sports Franchise Facility Proj.) Series 2015 D, 5% 12/1/40 (Pre-Refunded to 12/1/25 @ 100) | 10,000 | 10,929 | |
Port Saint Lucie Util. Rev. Series 2007, 5.25% 9/1/26 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 45,000 | 50,285 | |
Putnam County Dev. Auth. Poll. Cont. Rev. (Seminole Elec. Coop., Inc. Proj.) Series 2018 A, 5% 3/15/42 | 60,000 | 64,937 | |
Sarasota County Pub. Hosp. District Hosp. Rev. (Sarasota Memorial Hosp. Proj.) Series 2018, 4% 7/1/48 | 100,000 | 93,831 | |
South Broward Hosp. District Rev. Series 2016 A, 3.5% 5/1/39 | 15,000 | 13,734 | |
Tampa Health Sys. Rev. Series 2016 A, 4% 11/15/46 | 125,000 | 121,478 | |
Tampa Tax Allocation (H. Lee Moffitt Cancer Ctr. Proj.) Series 2020 A, 0% 9/1/53 | 195,000 | 40,371 | |
TOTAL FLORIDA | 3,241,189 | ||
Georgia - 1.8% | |||
Atlanta Arpt. Rev. Series 2019 B, 4% 7/1/49 (c) | 50,000 | 46,616 | |
Atlanta Wtr. & Wastewtr. Rev. Series 2015: | |||
5% 11/1/28 | 40,000 | 42,551 | |
5% 11/1/32 | 30,000 | 31,629 | |
5% 11/1/40 | 20,000 | 20,947 | |
5% 11/1/43 (Pre-Refunded to 5/1/25 @ 100) | 50,000 | 53,971 | |
Augusta Dev. Auth. Rev. (AU Health Sys., Inc. Proj.) Series 2018, 4% 7/1/39 | 30,000 | 27,128 | |
Brookhaven Dev. Auth. Rev. Series 2019 A, 5% 7/1/26 | 10,000 | 11,016 | |
Dalton Whitfield County Joint Dev. Auth. Rev. Series 2017, 4% 8/15/48 | 120,000 | 110,873 | |
Fulton County Dev. Auth. Rev.: | |||
Series 2019 A, 3% 7/1/44 | 75,000 | 58,220 | |
Series 2019, 5% 6/15/44 | 30,000 | 32,678 | |
Fulton County Wtr. & Swr. Rev. Series 2020 A, 3% 1/1/45 | 5,000 | 4,053 | |
Gainesville & Hall County Hosp. Auth. Rev.: | |||
(Northeast Georgia Health Sys., Inc. Proj.): | |||
Series 2017 A, 4% 2/15/42 | 20,000 | 19,087 | |
Series 2020 A, 5% 2/15/31 | 40,000 | 43,699 | |
Series 2020 A, 3% 2/15/47 | 65,000 | 48,180 | |
Georgia Gen. Oblig.: | |||
Series 2015 A, 3% 2/1/30 | 55,000 | 55,272 | |
Series 2017 A: | |||
5% 2/1/25 | 75,000 | 80,568 | |
5% 2/1/27 | 10,000 | 11,200 | |
Series 2017 C: | |||
5% 7/1/27 | 5,000 | 5,644 | |
5% 7/1/30 | 25,000 | 27,870 | |
Series 2018 A: | |||
3% 7/1/33 | 25,000 | 24,620 | |
5% 7/1/27 | 20,000 | 22,575 | |
5% 7/1/29 | 50,000 | 56,921 | |
Series 2020 A, 5% 8/1/31 | 50,000 | 58,449 | |
Series 2021 A, 5% 7/1/33 | 100,000 | 117,596 | |
Georgia Hsg. & Fin. Auth.: | |||
Series 2017 C, 3.65% 12/1/42 | 15,000 | 14,296 | |
Series 2020 A, 3.15% 12/1/44 | 15,000 | 12,537 | |
Georgia Hsg. & Fin. Auth. Rev.: | |||
Series 2016 A, 3.35% 12/1/41 | 20,000 | 18,243 | |
Series 2017 A, 3.65% 12/1/32 | 15,000 | 15,020 | |
Series 2017 B, 3.2% 12/1/32 | 20,000 | 19,088 | |
Georgia Muni. Elec. Auth. Pwr. Rev.: | |||
Series 2018 HH, 4.125% 1/1/49 (Assured Guaranty Muni. Corp. Insured) | 110,000 | 108,129 | |
Series 2021 A, 5% 1/1/56 | 80,000 | 82,317 | |
Georgia Port Auth. Rev. Series 2021, 2.625% 7/1/51 | 70,000 | 49,114 | |
Glynn-Brunswick Memorial Hosp. Auth. Rev. (Southeast Georgia Health Sys. Proj.) Series 2015, 5% 8/1/34 | 60,000 | 61,506 | |
Griffin-Spalding County Hosp. (Wellstar Health Sys., Inc. Proj.) Series 2017 A, 3.75% 4/1/47 | 30,000 | 26,653 | |
Gwinnett County School District Gen. Oblig. Series 2022 B, 5% 8/1/26 | 55,000 | 61,001 | |
Hosp. Auth. of Savannah Auth. Rev. Series 2019 A, 3.125% 7/1/44 | 45,000 | 35,914 | |
Metropolitan Atlanta Rapid Transit Auth. Sales Tax Rev.: | |||
Series 2017 C, 3.5% 7/1/38 | 30,000 | 28,384 | |
Series 2019 A, 3.125% 7/1/46 | 5,000 | 4,166 | |
Series 2021 E2, 5% 7/1/24 | 25,000 | 26,458 | |
Paulding County Wtr. & Sew Rev. Series 2016, 3% 12/1/48 | 15,000 | 11,971 | |
Private Colleges & Univs. Auth. Rev. Series 2020 B, 5% 9/1/30 | 5,000 | 5,790 | |
TOTAL GEORGIA | 1,591,950 | ||
Hawaii - 0.3% | |||
Hawaii Arpts. Sys. Rev. Series 2020 D, 4% 7/1/39 | 10,000 | 9,965 | |
Hawaii Dept. of Budget & Fin. Spl. Purp. Rev. Series 2015 A, 4% 7/1/40 | 20,000 | 19,305 | |
Hawaii Gen. Oblig.: | |||
Series 2016 FG, 5% 10/1/30 | 30,000 | 32,861 | |
Series 2018 FT, 5% 1/1/28 | 100,000 | 112,976 | |
Series FH, 5% 10/1/29 | 25,000 | 27,469 | |
Series FW, 3.5% 1/1/38 | 5,000 | 4,814 | |
Honolulu City and County Wastewtr. Sys.: | |||
Series 2016 B, 4% 7/1/33 | 15,000 | 15,552 | |
Series 2018 A, 3.375% 7/1/42 | 5,000 | 4,449 | |
TOTAL HAWAII | 227,391 | ||
Idaho - 0.1% | |||
Idaho Health Facilities Auth. Rev.: | |||
(St. Luke's Health Sys. Proj.) Series 2018 A: | |||
5% 3/1/27 | 25,000 | 27,088 | |
5% 3/1/28 | 10,000 | 10,907 | |
Series 2015 ID, 5.5% 12/1/29 | 25,000 | 26,846 | |
TOTAL IDAHO | 64,841 | ||
Illinois - 5.3% | |||
Chicago Gen. Oblig.: | |||
Series 1999, 0% 1/1/33 | 20,000 | 12,557 | |
Series 2000, 0% 1/1/29 | 55,000 | 42,553 | |
Series 2002 B, 5% 1/1/26 | 30,000 | 31,071 | |
Series 2007 E, 5.5% 1/1/35 | 20,000 | 20,631 | |
Series 2014 A: | |||
5.25% 1/1/30 | 95,000 | 96,837 | |
5.25% 1/1/31 (Assured Guaranty Muni. Corp. Insured) | 75,000 | 77,154 | |
Series 2015 A: | |||
5% 1/1/26 | 15,000 | 15,536 | |
5.5% 1/1/33 | 15,000 | 15,497 | |
Series 2017 A, 5.75% 1/1/33 | 50,000 | 53,140 | |
Chicago Midway Arpt. Rev.: | |||
Series 2014 A, 5% 1/1/26 (c) | 60,000 | 61,793 | |
Series 2014 B, 5% 1/1/27 | 45,000 | 46,455 | |
Chicago O'Hare Int'l. Arpt. Rev.: | |||
Series 2013 B, 5% 1/1/26 | 65,000 | 65,869 | |
Series 2013 D: | |||
5% 1/1/44 | 60,000 | 60,520 | |
5.25% 1/1/29 | 50,000 | 50,656 | |
Series 2015 A, 5% 1/1/28 (c) | 90,000 | 93,872 | |
Series 2015 B, 5% 1/1/29 | 95,000 | 99,632 | |
Series 2015 D, 4% 1/1/35 | 85,000 | 84,641 | |
Series 2017 A, 5% 1/1/27 | 20,000 | 21,908 | |
Series 2017 B, 5% 1/1/33 | 10,000 | 10,675 | |
Series 2017 D, 5% 1/1/42 (c) | 15,000 | 15,494 | |
Series 2018 B: | |||
5% 1/1/37 | 15,000 | 16,083 | |
5% 1/1/38 | 30,000 | 32,016 | |
Chicago Transit Auth.: | |||
Series 2014, 5% 12/1/44 | 180,000 | 184,545 | |
Series 2014, 5.25% 12/1/49 | 125,000 | 128,625 | |
Chicago Transit Auth. Cap. Grant Receipts Rev. Series 2017, 5% 6/1/25 | 20,000 | 21,318 | |
Chicago Wtr. Rev. Series 2000, 5% 11/1/30 | 35,000 | 36,645 | |
Cook County Cmnty. College District Series 2013, 5.25% 12/1/30 | 40,000 | 40,717 | |
Illinois Fin. Auth. Series 2020 A, 4% 4/1/50 | 5,000 | 4,881 | |
Illinois Fin. Auth. Rev.: | |||
Series 2013, 4% 8/15/42 (Pre-Refunded to 8/15/22 @ 100) | 50,000 | 50,149 | |
Series 2015 C, 4.125% 8/15/37 | 65,000 | 63,485 | |
Series 2016 C, 5% 2/15/34 | 60,000 | 63,969 | |
Series 2016: | |||
3.25% 11/15/45 | 20,000 | 16,110 | |
4% 1/1/25 | 10,000 | 10,381 | |
4% 12/1/31 | 25,000 | 25,001 | |
4% 12/1/35 | 50,000 | 48,737 | |
Series 2018 A: | |||
5% 10/1/41 | 10,000 | 10,819 | |
5% 10/1/48 | 30,000 | 32,209 | |
Series 2019: | |||
5% 7/1/27 | 15,000 | 16,803 | |
5% 1/1/31 | 115,000 | 130,641 | |
Illinois Gen. Oblig.: | |||
Series 2012 A, 4.5% 1/1/37 | 65,000 | 64,998 | |
Series 2013 A, 4% 4/1/31 (Assured Guaranty Muni. Corp. Insured) | 75,000 | 75,072 | |
Series 2013: | |||
5% 7/1/23 | 105,000 | 107,501 | |
5.25% 7/1/31 | 20,000 | 20,351 | |
Series 2014, 5% 4/1/27 | 5,000 | 5,155 | |
Series 2016, 5% 1/1/27 | 185,000 | 196,223 | |
Series 2017 A, 4.5% 12/1/41 | 15,000 | 14,798 | |
Series 2017 C, 5% 11/1/29 | 65,000 | 69,193 | |
Series 2017 D: | |||
3.25% 11/1/26 | 10,000 | 10,009 | |
5% 11/1/28 | 60,000 | 64,302 | |
Series 2018 A: | |||
5% 10/1/24 | 30,000 | 31,349 | |
5% 10/1/25 | 50,000 | 52,886 | |
Series 2018 B: | |||
5% 10/1/24 | 30,000 | 31,349 | |
5% 10/1/30 | 100,000 | 106,832 | |
Series 2019 A, 5% 11/1/25 | 50,000 | 52,942 | |
Series 2019 B, 5% 9/1/25 | 15,000 | 15,849 | |
Series 2020 D, 5% 10/1/25 | 5,000 | 5,289 | |
Series 2022 A, 5.5% 3/1/42 | 100,000 | 108,653 | |
Series November 2016, 4.125% 11/1/31 | 10,000 | 10,058 | |
Illinois Muni. Elec. Agcy. Pwr. Supply Series 2015 A, 4% 2/1/33 | 70,000 | 69,511 | |
Illinois Sales Tax Rev.: | |||
Series 2013, 5% 6/15/23 | 30,000 | 30,684 | |
Series 2016 A: | |||
3% 6/15/33 | 25,000 | 22,692 | |
3% 6/15/34 | 75,000 | 67,326 | |
Series 2016 D: | |||
3% 6/15/31 | 15,000 | 13,921 | |
3% 6/15/32 | 20,000 | 18,356 | |
Illinois Toll Hwy. Auth. Toll Hwy. Rev.: | |||
Series 2014 B, 5% 1/1/37 | 40,000 | 40,958 | |
Series 2014 C, 5% 1/1/27 | 130,000 | 137,835 | |
Series 2015 A, 5% 1/1/40 | 25,000 | 25,977 | |
Series 2015 B, 5% 1/1/40 | 55,000 | 57,358 | |
Series 2016 A, 5% 12/1/31 | 60,000 | 63,992 | |
Series 2017 A, 5% 1/1/42 | 50,000 | 53,360 | |
Series B: | |||
5% 1/1/27 | 35,000 | 38,745 | |
5% 1/1/30 | 5,000 | 5,731 | |
Series C, 5% 1/1/30 | 30,000 | 34,384 | |
Metropolitan Pier & Exposition: | |||
(McCormick Place Expansion Proj.): | |||
Series 2002 A: | |||
0% 12/15/30 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 70,000 | 50,070 | |
0% 6/15/36 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 30,000 | 16,191 | |
Series 2010 B1, 0% 6/15/43 (Assured Guaranty Muni. Corp. Insured) | 5,000 | 1,862 | |
Series 2002 A: | |||
0% 6/15/32 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 30,000 | 19,868 | |
0% 12/15/33 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 50,000 | 30,761 | |
0% 12/15/34 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 10,000 | 5,845 | |
Series 2002: | |||
0% 12/15/23 | 20,000 | 19,200 | |
0% 12/15/31 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 20,000 | 13,607 | |
Series 2017 B, 0% 12/15/56 (Assured Guaranty Muni. Corp. Insured) | 50,000 | 9,250 | |
Northern Illinois Muni. Pwr. Agcy. Rev. (Prarie State Proj.) Series 2016 A, 5% 12/1/28 | 25,000 | 27,700 | |
Sales Tax Securitization Corp.: | |||
Series 2017 A, 5% 1/1/28 | 50,000 | 54,924 | |
Series 2021 A, 5% 1/1/33 | 150,000 | 168,249 | |
Schaumburg Village Gen. Oblig. Series 2013 A, 4% 12/1/32 | 500,000 | 504,724 | |
Springfield Elec. Rev. Series 2015, 4% 3/1/40 (Assured Guaranty Muni. Corp. Insured) | 30,000 | 30,157 | |
TOTAL ILLINOIS | 4,585,672 | ||
Indiana - 0.4% | |||
Carmel Local Pub. Impt. Bond Bank Series 2016, 5% 7/15/30 | 10,000 | 10,880 | |
Indiana Bond Bank Series 2008 B, 0% 6/1/32 (Assured Guaranty Muni. Corp. Insured) | 70,000 | 48,235 | |
Indiana Fin. Auth. Rev. Series 2019 E, 5% 2/1/36 | 25,000 | 27,831 | |
Indiana Fin. Auth. Wastewtr. Util. Rev.: | |||
(CWA Auth. Proj.) Series 2014 A, 5% 10/1/31 | 50,000 | 52,282 | |
Series 2021 I, 5% 10/1/27 | 55,000 | 61,703 | |
Indiana Univ. Lease Purchase Oblig. Series 2020 A, 4% 6/1/45 | 5,000 | 4,986 | |
Indianapolis Local Pub. Impt.: | |||
(Courthouse and Jail Proj.) Series 2019 A: | |||
5% 2/1/33 | 15,000 | 16,823 | |
5% 2/1/54 | 25,000 | 27,170 | |
(Pilot Infrastructure Prog.) Series 2017 C, 5% 1/1/33 | 15,000 | 16,638 | |
Indianapolis Local Pub. Impt. Bond Bank Series E, 0% 2/1/28 (AMBAC Insured) | 50,000 | 42,332 | |
TOTAL INDIANA | 308,880 | ||
Iowa - 0.1% | |||
Iowa Fin. Auth. Health Care Facilities Rev. Series 2013, 5% 7/1/33 (Pre-Refunded to 7/1/23 @ 100) | 10,000 | 10,321 | |
Iowa Fin. Auth. Rev.: | |||
Series 2016, 5% 8/1/26 | 30,000 | 33,162 | |
Series 2017, 5% 8/1/37 | 50,000 | 54,484 | |
TOTAL IOWA | 97,967 | ||
Kansas - 0.3% | |||
Johnson & Miami County Unified School District Series 2016 B, 3% 9/1/37 | 20,000 | 17,953 | |
Kansas Dept. of Trans. Hwy. Rev. Series 2015 A, 3% 9/1/24 | 50,000 | 50,659 | |
Univ. of Kansas Hosp. Auth. Health Facilities Rev.: | |||
Series 2017 A, 5% 3/1/47 | 85,000 | 88,176 | |
Series 2019 A, 4% 9/1/48 | 25,000 | 23,451 | |
Wyandotte County/Kansas City Unified Govt. Util. Sys. Rev. Series 2012 B, 5% 9/1/37 (Pre-Refunded to 9/1/22 @ 100) | 55,000 | 55,317 | |
TOTAL KANSAS | 235,556 | ||
Kentucky - 1.0% | |||
Kentucky Asset/Liability Commission Agcy. Fund Rev.: | |||
Series 2013 A, 5.25% 9/1/25 | 75,000 | 77,687 | |
Series 2014 A, 5% 9/1/26 | 220,000 | 232,812 | |
Series 2014 D, 5% 9/1/24 | 155,000 | 164,363 | |
Kentucky Eco Dev. Fin. Auth. Health Rev. Series 2000 B, 0% 10/1/27 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 45,000 | 37,632 | |
Kentucky Econ. Dev. Fin. Auth. Hosp. Rev. Series 2017 A, 5.25% 6/1/41 | 100,000 | 102,931 | |
Kentucky Muni. Pwr. Agcy. Pwr. Sys. Rev. (Prarie State Proj.) Series 2015 A: | |||
4% 9/1/39 | 75,000 | 75,177 | |
5% 9/1/23 | 20,000 | 20,674 | |
5% 9/1/42 | 25,000 | 26,651 | |
Kentucky State Property & Buildings Commission Rev. Series B, 5% 11/1/28 | 30,000 | 32,945 | |
Louisville & Jefferson County Metropolitan Swr. District Swr. & Drain Sys. Rev. Series 2016 A, 3% 5/15/46 | 60,000 | 47,933 | |
Univ. of Kentucky Gen. Rcpts Series A, 3.5% 10/1/47 | 25,000 | 21,336 | |
TOTAL KENTUCKY | 840,141 | ||
Louisiana - 0.5% | |||
Hosp. Svc. District No. 1 of The Parish of Tangipahoa (North Oaks Health Sys. Proj.) Series 2021, 3% 2/1/40 | 110,000 | 84,958 | |
Louisiana Gen. Oblig.: | |||
Series 2012 A, 4% 8/1/31 (Pre-Refunded to 8/1/22 @ 100) | 15,000 | 15,030 | |
Series 2014 D1, 3% 12/1/29 | 60,000 | 59,424 | |
Series 2017 A, 5% 4/1/25 | 25,000 | 26,874 | |
Louisiana Pub. Facilities Auth. Hosp. Rev.: | |||
(Franciscan Missionaries of Our Lady Health Sys. Proj.) Series 2017 A, 3.75% 7/1/47 | 25,000 | 21,928 | |
Bonds (Louisiana Children's Med. Ctr. Proj.) Series 2015 A3, 5%, tender 6/1/23 (b) | 50,000 | 51,398 | |
Louisiana Pub. Facilities Auth. Lease Rev. (Phase II Proj.) Series 2017, 5% 7/1/57 | 50,000 | 50,994 | |
Louisiana Pub. Facilities Auth. Rev. Series 2016, 4% 5/15/41 | 20,000 | 19,519 | |
New Orleans Wtr. Series 2015, 5% 12/1/40 (Pre-Refunded to 12/1/25 @ 100) | 20,000 | 21,790 | |
Shreveport Wtr. & Swr. Rev. Series 2014 B, 4% 12/1/38 | 25,000 | 25,245 | |
State of Louisiana Grant Anticipation Rev. Series 2019 A, 5% 9/1/29 | 20,000 | 22,577 | |
TOTAL LOUISIANA | 399,737 | ||
Maine - 0.1% | |||
Maine Health & Higher Edl. Facilities Auth. Rev. Series 2021 A, 4% 7/1/50 (Assured Guaranty Muni. Corp. Insured) | 75,000 | 68,842 | |
Maryland - 2.7% | |||
Anne Arundel County Gen. Oblig. Series 2021, 5% 4/1/29 | 150,000 | 173,367 | |
Maryland Cmnty. Dev. Admin Dept. Hsg. & Cmnty. Dev. Series C, 3% 3/1/42 | 20,000 | 17,449 | |
Maryland Dept. of Trans. Series 2016, 4% 11/1/29 | 85,000 | 87,805 | |
Maryland Gen. Oblig.: | |||
Series 2015 B, 4% 8/1/26 | 120,000 | 127,910 | |
Series 2015, 3% 8/1/28 | 30,000 | 30,136 | |
Series 2019 1, 5% 3/15/31 | 55,000 | 62,644 | |
Series 2019 A1, 5% 8/1/31 | 100,000 | 112,741 | |
Series 2019, 5% 3/15/30 | 30,000 | 34,318 | |
Series 2020 A, 5% 8/1/29 | 150,000 | 174,119 | |
Series A, 5% 3/15/30 | 30,000 | 33,720 | |
Maryland Health & Higher Edl. Series 2021 A, 2.5% 7/1/51 | 65,000 | 41,568 | |
Maryland Health & Higher Edl. Facilities Auth. Rev. Series 2017 A, 4% 5/15/47 | 50,000 | 46,368 | |
Maryland Stadium Auth. Built to Learn Rev. Series 2021, 2.75% 6/1/51 | 70,000 | 50,762 | |
Maryland Trans. Auth. Trans. Facility Projs. Rev. Series 2021 A, 2.25% 7/1/39 | 185,000 | 138,673 | |
Maryland Wtr. Quality Fing. Admin. Series 2015, 3.15% 3/1/28 | 200,000 | 202,475 | |
Montgomery County Gen. Oblig.: | |||
Series 2014 A, 5% 11/1/29 (Pre-Refunded to 11/1/24 @ 100) | 85,000 | 90,717 | |
Series 2017 D, 4% 11/1/26 | 240,000 | 256,542 | |
Prince Georges County Gen. Oblig. Series 2018 A, 3.25% 7/15/36 | 155,000 | 150,653 | |
Univ. of Maryland Sys. Auxiliary Facility & Tuition Rev. Series A, 3.25% 4/1/36 | 50,000 | 46,469 | |
Washington Metropolitan Area Transit Auth. Series 2021 A, 3% 7/15/36 | 150,000 | 138,053 | |
Washington Suburban San. District: | |||
Series 2016 2, 5% 6/1/34 | 65,000 | 70,165 | |
Series 2016, 3% 6/1/46 | 150,000 | 125,639 | |
Series 2017, 4% 6/15/47 | 125,000 | 124,634 | |
TOTAL MARYLAND | 2,336,927 | ||
Massachusetts - 2.7% | |||
Boston Gen. Oblig. Series A, 5% 4/1/26 | 80,000 | 88,113 | |
Massachusetts Bay Trans. Auth. Sales Tax Rev.: | |||
Series 2007, 5.25% 7/1/28 | 10,000 | 11,515 | |
Series A, 5.25% 7/1/28 | 30,000 | 34,545 | |
Series B, 5% 7/1/33 | 85,000 | 89,913 | |
Series C, 5.5% 7/1/23 | 5,000 | 5,190 | |
Massachusetts Clean Wtr. Trust Series 2020, 5% 8/1/28 | 90,000 | 102,782 | |
Massachusetts Commonwealth Trans. Fund Rev. (Rail Enhancement & Accelerated Bridge Prog.) Series 2017 A, 5% 6/1/47 | 145,000 | 154,663 | |
Massachusetts Dev. Fin. Agcy. Rev.: | |||
Series 2016 I, 3% 7/1/32 | 25,000 | 23,354 | |
Series 2016 Q, 5% 7/1/47 | 155,000 | 162,066 | |
Series BB1, 4% 10/1/46 | 30,000 | 29,112 | |
Series C, 3% 10/1/45 (Assured Guaranty Muni. Corp. Insured) | 65,000 | 51,695 | |
Series F, 5% 8/15/24 | 5,000 | 5,236 | |
Massachusetts Fed. Hwy. (Accelerated Bridge Prog.): | |||
Series 2016 A, 5% 6/15/27 | 55,000 | 60,430 | |
Series A, 5% 6/15/25 | 25,000 | 26,338 | |
Massachusetts Gen. Oblig.: | |||
Series 2004 C, 5.5% 12/1/24 | 5,000 | 5,409 | |
Series 2016 B, 4% 7/1/33 | 25,000 | 25,541 | |
Series 2016 G, 3% 9/1/46 | 40,000 | 32,720 | |
Series 2017 E, 5% 11/1/24 | 30,000 | 32,039 | |
Series 2017 F, 5% 11/1/44 | 5,000 | 5,382 | |
Series 2019 A: | |||
5% 1/1/38 | 60,000 | 66,207 | |
5% 1/1/49 | 70,000 | 75,911 | |
Series 2019 C: | |||
5% 5/1/31 | 85,000 | 99,788 | |
5% 5/1/41 | 35,000 | 38,483 | |
Series 2019 E, 3% 12/1/26 | 145,000 | 148,793 | |
Series 2020 D, 5% 7/1/41 | 55,000 | 61,293 | |
Series 2020 E, 5% 11/1/25 | 75,000 | 81,903 | |
Series 2021 B, 3% 4/1/47 | 85,000 | 68,968 | |
Series A, 5% 7/1/31 | 30,000 | 32,504 | |
Series B, 5% 7/1/26 | 25,000 | 27,641 | |
Series C, 5% 5/1/30 | 40,000 | 46,474 | |
Series D, 5% 7/1/26 | 30,000 | 33,169 | |
Series E: | |||
5% 9/1/26 (Pre-Refunded to 9/1/22 @ 100) | 45,000 | 45,264 | |
5% 11/1/26 | 100,000 | 111,287 | |
5% 11/1/45 | 55,000 | 61,040 | |
Massachusetts Hsg. Fin. Agcy. Hsg. Rev. Series 2019 B1, 2.75% 12/1/34 | 90,000 | 82,731 | |
Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Series A, 4.5% 12/1/48 (c) | 15,000 | 15,111 | |
Massachusetts Port Auth. Rev. Series 2021 E, 5% 7/1/34 (c) | 70,000 | 77,027 | |
Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev.: | |||
Series 2012 B, 5% 8/15/28 (Pre-Refunded to 8/15/22 @ 100) | 40,000 | 40,169 | |
Series 2016 B, 5% 11/15/46 | 20,000 | 21,207 | |
Series 2018 B, 4% 2/15/40 | 85,000 | 84,795 | |
Series A, 5% 8/15/50 | 10,000 | 10,980 | |
Series C, 5% 11/15/34 | 20,000 | 21,488 | |
Massachusetts Spl. Oblig. Dedicated Tax Rev. Series 2005, 5.5% 1/1/30 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 65,000 | 75,772 | |
TOTAL MASSACHUSETTS | 2,374,048 | ||
Michigan - 1.0% | |||
Detroit Swr. Disp. Rev. Series 2012 A, 5% 7/1/22 | 40,000 | 40,000 | |
Great Lakes Wtr. Auth. Sew Disp. Sys. Series 2016 C, 5% 7/1/36 | 35,000 | 37,243 | |
Great Lakes Wtr. Auth. Wtr. Supply Sys. Rev. Series 2018 A, 5% 7/1/27 | 35,000 | 38,585 | |
Michigan Bldg. Auth. Rev.: | |||
(Facilities Prog.): | |||
Series 1A: | |||
5% 10/15/33 | 50,000 | 51,284 | |
5.25% 10/15/47 | 10,000 | 10,189 | |
Series I: | |||
5% 4/15/26 | 10,000 | 10,839 | |
5% 10/15/28 | 20,000 | 21,935 | |
5% 10/15/30 | 35,000 | 38,133 | |
Series I, 5% 4/15/38 | 50,000 | 52,490 | |
Michigan Fin. Auth. Rev.: | |||
(Charter County of Wayne Criminal Justice Ctr. Proj.) Series 2018, 5% 11/1/29 | 55,000 | 62,625 | |
(Detroit Wtr. and Sewerage Dept. Sewage Disp. Sys. Rev. Rfdg. Local Proj.) Series 2014 C, 5% 7/1/28 (Assured Guaranty Muni. Corp. Insured) | 5,000 | 5,221 | |
(Detroit Wtr. And Sewerage Dept. Wtr. Supply Sys. Rev. Rfdg. Local Proj.) Series 2014 D, 5% 7/1/24 (Assured Guaranty Muni. Corp. Insured) | 35,000 | 36,880 | |
Series 2016, 3.25% 11/15/42 | 25,000 | 20,886 | |
Michigan Hosp. Fin. Auth. Rev.: | |||
(Trinity Health Proj.) Series 2008 C: | |||
5% 12/1/26 | 70,000 | 77,685 | |
5% 12/1/27 | 25,000 | 28,106 | |
Series 2010 F, 4% 11/15/47 | 20,000 | 19,262 | |
Michigan Hsg. Dev. Auth. Rental Hsg. Rev. Series 2020 A1, 2.7% 10/1/45 | 40,000 | 29,979 | |
Michigan Hsg. Dev. Auth. Single Family Mtg. Rev. Series 2016 A, 3.35% 12/1/31 | 10,000 | 9,874 | |
Michigan State Univ. Revs. Series 2019 B, 4% 2/15/37 | 60,000 | 60,183 | |
Michigan Strategic Fund Ltd. Oblig. Rev. (I-75 Impt. Proj.) Series 2018: | |||
5% 12/31/26 (c) | 50,000 | 52,586 | |
5% 6/30/28 (c) | 45,000 | 47,425 | |
5% 12/31/31 (c) | 15,000 | 15,433 | |
Michigan Trunk Line Fund Rev. Series 2020 B, 4% 11/15/37 | 10,000 | 10,146 | |
Wayne County Arpt. Auth. Rev. Series 2021 B, 5% 12/1/35 (c) | 100,000 | 108,270 | |
TOTAL MICHIGAN | 885,259 | ||
Minnesota - 1.2% | |||
Apple Valley Sr. Living (Minnesota Sr. Living LLC Proj.) Series 2016 A, 4.25% 1/1/37 | 35,000 | 26,991 | |
Hennepin County Sales Tax Rev. (Ballpark Proj.) Series 2017 A, 5% 12/15/28 | 20,000 | 20,916 | |
Minneapolis & Saint Paul Metropolitan Arpts. Commission Arpt. Rev. Series 2019 A, 5% 1/1/49 | 35,000 | 36,827 | |
Minnesota Gen. Oblig.: | |||
Series 2016 A, 5% 8/1/25 | 60,000 | 65,265 | |
Series 2017 A, 5% 10/1/28 | 30,000 | 33,533 | |
Series 2018 B, 3.25% 8/1/36 | 55,000 | 54,349 | |
Series 2019 A, 5% 8/1/28 | 70,000 | 80,154 | |
Minnesota Hsg. Fin. Agcy.: | |||
Series 2019 F, 3.75% 1/1/50 | 45,000 | 45,354 | |
Series 2021 B, 4% 8/1/43 | 75,000 | 70,690 | |
Series 2021 D, 2.45% 1/1/52 | 100,000 | 72,337 | |
Minnesota Muni. Gas Agcy. Rev. Bonds Series 2022 A, 4%, tender 12/1/27 (b) | 280,000 | 286,982 | |
Owatonna Independent School District 761 (Minnesota School District Cr. Enhancement Prog.) Series 2020 A, 2.125% 2/1/40 | 90,000 | 64,828 | |
Rochester Health Care Facilities Rev. Series 2016 B, 5% 11/15/29 | 25,000 | 28,580 | |
Saint Cloud Health Care Rev.: | |||
Series 2016 A, 3.25% 5/1/39 | 15,000 | 13,195 | |
Series 2019, 5% 5/1/48 | 20,000 | 20,675 | |
Virginia Independent School District #706 Series 2019 A, 3% 2/1/36 | 85,000 | 80,047 | |
TOTAL MINNESOTA | 1,000,723 | ||
Mississippi - 0.7% | |||
Mississippi Dev. Bank Spl. Oblig. (Mississippi Dept. of Corrections Walnut Grove Correctional Facility Rfdg. Bonds Proj.) Series 2016 A, 5% 8/1/26 | 45,000 | 49,156 | |
Mississippi Gen. Oblig.: | |||
Series 2016 B: | |||
5% 12/1/31 (Pre-Refunded to 12/1/26 @ 100) | 75,000 | 83,600 | |
5% 12/1/35 (Pre-Refunded to 12/1/26 @ 100) | 55,000 | 61,307 | |
Series 2018 A: | |||
5% 11/1/31 (Pre-Refunded to 11/1/26 @ 100) | 165,000 | 183,624 | |
5% 11/1/34 (Pre-Refunded to 11/1/26 @ 100) | 120,000 | 133,545 | |
Mississippi State Gaming Tax Rev. Series 2019 A, 5% 10/15/28 | 5,000 | 5,603 | |
West Rankin Util. Auth. Rev. Series 2018, 5% 1/1/48 (Pre-Refunded to 1/1/28 @ 100) | 100,000 | 113,416 | |
TOTAL MISSISSIPPI | 630,251 | ||
Missouri - 0.9% | |||
Metropolitan St. Louis Swr. District Wastewtr. Sys. Rev. Series 2015 B, 5% 5/1/45 (Pre-Refunded to 5/1/25 @ 100) | 80,000 | 86,125 | |
Missouri Board of Pub. Buildings Spl. Oblig. Series 2014 A, 3% 10/1/29 | 15,000 | 15,000 | |
Missouri Health & Edl. Facilities Auth. Rev. Series 2019 A, 5% 2/1/42 | 125,000 | 126,449 | |
Missouri Health & Edl. Facilities Rev.: | |||
Series 2012, 4% 11/15/42 | 85,000 | 81,693 | |
Series 2014 A: | |||
4% 6/1/32 (Pre-Refunded to 6/1/24 @ 100) | 40,000 | 41,435 | |
5% 6/1/29 (Pre-Refunded to 6/1/24 @ 100) | 55,000 | 58,017 | |
Series 2014 F, 4.25% 11/15/48 | 15,000 | 14,400 | |
Series 2016, 5% 11/15/28 | 30,000 | 32,010 | |
Series 2017 C: | |||
3.625% 11/15/47 | 25,000 | 21,345 | |
4% 11/15/49 | 55,000 | 50,533 | |
Missouri Joint Muni. Elec. Util. Commission Pwr. Proj. Rev.: | |||
(IATAN 2 Proj.) Series 2014 A, 5% 1/1/28 | 45,000 | 46,810 | |
(Prarie State Proj.) Series 2016 A, 5% 12/1/40 | 150,000 | 161,495 | |
Springfield Pub. Util. Rev. Series 2015, 4% 8/1/31 | 35,000 | 36,186 | |
TOTAL MISSOURI | 771,498 | ||
Montana - 0.1% | |||
Montana Facility Fin. Auth. Series 2018 B, 4.125% 7/1/38 | 75,000 | 71,896 | |
Montana Facility Fin. Auth. Rev. Series 2016, 5% 2/15/28 | 20,000 | 21,508 | |
TOTAL MONTANA | 93,404 | ||
Nebraska - 0.7% | |||
Central Plains Energy Proj. Rev. (Proj. No. 3) Series 2012, 5% 9/1/42 (Pre-Refunded to 9/1/22 @ 100) | 70,000 | 70,375 | |
Douglas County Hosp. Auth. #2 Health Facilities Rev. Series 2015, 4.25% 11/1/45 | 35,000 | 33,553 | |
Nebraska Edl. Health Cultural & Social Svcs. Fin. Auth. Rev. Series 2019 A, 4% 1/1/49 | 85,000 | 78,340 | |
Omaha Pub. Pwr. District Elec. Rev. Series 2015 B, 4% 2/1/39 | 55,000 | 55,055 | |
Omaha San. Swr. Sys. Rev. Series 2014, 5% 11/15/34 | 315,000 | 335,514 | |
The Board of Regents of The Univ. of Nebraska Series 2016 A, 3% 7/1/39 (Pre-Refunded to 7/1/26 @ 100) | 5,000 | 5,141 | |
Univ. of Nebraska Facilities Corp. Series 2021 A, 4% 7/15/62 | 40,000 | 37,722 | |
TOTAL NEBRASKA | 615,700 | ||
Nevada - 0.6% | |||
Clark County Fuel Tax: | |||
Series 2017, 3% 11/1/38 | 15,000 | 12,581 | |
Series 2018 A, 5% 6/1/43 | 100,000 | 107,816 | |
Series 2019 A: | |||
5% 12/1/24 | 5,000 | 5,338 | |
5% 12/1/28 | 15,000 | 17,115 | |
Series 2019, 5% 6/1/25 | 25,000 | 26,968 | |
Clark County Hwy. Impt. Rev. Series 2017, 5% 7/1/30 | 50,000 | 55,416 | |
Clark County School District Series 2019 A, 3% 6/15/39 (Assured Guaranty Muni. Corp. Insured) | 30,000 | 25,640 | |
Las Vegas Redev. Agcy., Tax Increment Rev. Series 2016, 5% 6/15/40 | 100,000 | 103,212 | |
Las Vegas Valley Wtr. District Wtr. Impt. Gen. Oblig. Series 2015, 5% 6/1/39 | 100,000 | 105,318 | |
Washoe County School District Series 2017 C, 3.25% 10/1/42 (Assured Guaranty Muni. Corp. Insured) | 50,000 | 43,795 | |
TOTAL NEVADA | 503,199 | ||
New Jersey - 4.0% | |||
New Jersey Econ. Dev. Auth.: | |||
Series A: | |||
4% 11/1/37 | 60,000 | 59,462 | |
5% 11/1/31 | 20,000 | 21,598 | |
Series UU: | |||
5% 6/15/40 | 30,000 | 30,494 | |
5% 6/15/40 (Pre-Refunded to 6/15/24 @ 100) | 5,000 | 5,285 | |
New Jersey Econ. Dev. Auth. Lease Rev. (State House Proj.) Series 2017 B, 5% 6/15/26 | 20,000 | 21,348 | |
New Jersey Econ. Dev. Auth. Natural Gas Facilities Rev. (New Jersey Natural Gas Co. Proj.) Series 2011 C, 3% 8/1/41 (c) | 20,000 | 16,149 | |
New Jersey Econ. Dev. Auth. Rev.: | |||
(New Jersey Transit Corp. Projs.) Series 2017, 4% 11/1/25 | 20,000 | 20,446 | |
Series 2005 N1, 5.5% 9/1/23 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 15,000 | 15,582 | |
Series 2013 NN: | |||
4% 3/1/29 (Pre-Refunded to 3/1/23 @ 100) | 15,000 | 15,239 | |
5% 3/1/26 | 40,000 | 40,703 | |
5% 3/1/31 (Pre-Refunded to 3/1/23 @ 100) | 10,000 | 10,226 | |
Series 2013, 5% 3/1/24 | 50,000 | 50,954 | |
Series 2014 PP: | |||
4% 6/15/30 (Pre-Refunded to 6/15/24 @ 100) | 15,000 | 15,578 | |
5% 6/15/27 (Pre-Refunded to 6/15/24 @ 100) | 65,000 | 68,765 | |
Series 2014 UU, 5% 6/15/30 (Pre-Refunded to 6/15/24 @ 100) | 10,000 | 10,569 | |
Series 2015 XX, 4% 6/15/24 | 50,000 | 51,269 | |
Series 2019 LLL, 5% 6/15/30 | 80,000 | 87,201 | |
Series B, 5% 11/1/26 | 5,000 | 5,360 | |
Series NN, 5% 3/1/28 (Pre-Refunded to 3/1/23 @ 100) | 35,000 | 35,789 | |
Series UU, 4% 6/15/32 (Pre-Refunded to 6/15/24 @ 100) | 95,000 | 98,570 | |
Series WW, 5.25% 6/15/28 | 45,000 | 47,201 | |
Series XX, 4.375% 6/15/27 | 15,000 | 15,385 | |
New Jersey Econ. Dev. Auth. Wtr. Facilities Rev. Bonds (New Jersey American Wtr. Co., Inc. Proj.) Series 2019 B, 2.05%, tender 12/3/29 (b) | 75,000 | 67,979 | |
New Jersey Edl. Facility: | |||
Series 2014 A: | |||
5% 9/1/25 | 10,000 | 10,387 | |
5% 9/1/26 | 100,000 | 103,618 | |
Series 2014, 5% 6/15/24 | 70,000 | 73,162 | |
Series 2015 D, 5% 7/1/25 | 65,000 | 70,593 | |
Series 2015 G, 5% 7/1/22 (Escrowed to Maturity) | 25,000 | 25,000 | |
Series A, 4% 7/1/47 | 40,000 | 35,970 | |
New Jersey Gen. Oblig.: | |||
Series 2013, 4% 6/1/27 | 10,000 | 10,115 | |
Series 2014, 4% 6/1/34 | 15,000 | 15,199 | |
Series 2016, 5% 6/1/24 | 25,000 | 26,266 | |
Series O, 5.25% 8/1/22 | 5,000 | 5,013 | |
New Jersey Health Care Facilities Fing. Auth. Rev.: | |||
(Hosp. Asset Transformation Prog.) Series 2017: | |||
5% 10/1/26 | 90,000 | 96,393 | |
5% 10/1/27 | 10,000 | 10,814 | |
Series 2016, 3% 7/1/32 | 25,000 | 22,370 | |
Series 2017 A, 4% 7/1/52 | 25,000 | 23,425 | |
New Jersey Higher Ed. Student Assistance Auth. Student Ln. Rev.: | |||
Series 2018 B, 5% 12/1/22 (c) | 25,000 | 25,336 | |
Series 2019 A, 5% 12/1/27 | 35,000 | 38,603 | |
Series 2019 B, 3.25% 12/1/39 (c) | 65,000 | 58,481 | |
New Jersey Hsg. & Mtg. Fin. Agcy. Rev. Series 2018 A, 3.75% 10/1/35 | 70,000 | 68,907 | |
New Jersey Sports & Exposition Auth. Contract Rev. Series 2018 A, 5% 9/1/24 | 50,000 | 52,106 | |
New Jersey Tobacco Settlement Fing. Corp. Series 2018 A, 5% 6/1/29 | 30,000 | 32,172 | |
New Jersey Tpk. Auth. Tpk. Rev.: | |||
Series 2004 C2, 5.5% 1/1/25 (AMBAC Insured) | 65,000 | 70,148 | |
Series 2005 A, 5.25% 1/1/26 (Assured Guaranty Muni. Corp. Insured) | 20,000 | 21,957 | |
Series 2012 B, 5% 1/1/28 (Pre-Refunded to 1/1/23 @ 100) | 40,000 | 40,673 | |
Series 2013 A, 5% 1/1/32 (Pre-Refunded to 7/1/22 @ 100) | 35,000 | 35,000 | |
Series 2014 A: | |||
5% 1/1/28 | 90,000 | 94,521 | |
5% 1/1/29 | 5,000 | 5,248 | |
Series 2015 E: | |||
5% 1/1/32 | 130,000 | 137,174 | |
5% 1/1/45 | 45,000 | 46,848 | |
Series 2016 A, 5% 1/1/33 | 30,000 | 32,058 | |
Series 2017 A, 5% 1/1/33 | 70,000 | 75,420 | |
Series 2017 B, 4% 1/1/35 | 5,000 | 5,021 | |
Series 2017 E, 5% 1/1/29 | 10,000 | 11,083 | |
New Jersey Trans. Trust Fund Auth.: | |||
Series 2006 C: | |||
0% 12/15/25 | 20,000 | 17,953 | |
0% 12/15/29 (Assured Guaranty Muni. Corp. Insured) | 5,000 | 3,871 | |
0% 12/15/32 (Assured Guaranty Muni. Corp. Insured) | 10,000 | 6,739 | |
Series 2008 A: | |||
0% 12/15/37 | 5,000 | 2,456 | |
0% 12/15/38 | 65,000 | 30,082 | |
Series 2009 A, 0% 12/15/33 | 90,000 | 54,998 | |
Series 2010 A: | |||
0% 12/15/25 | 10,000 | 8,934 | |
0% 12/15/27 | 30,000 | 24,701 | |
0% 12/15/32 | 35,000 | 22,547 | |
0% 12/15/33 | 60,000 | 36,666 | |
Series 2013 AA, 5% 6/15/27 | 190,000 | 194,497 | |
Series 2015 AA: | |||
5.25% 6/15/29 | 45,000 | 47,053 | |
5.25% 6/15/32 | 5,000 | 5,200 | |
Series 2016 A, 5% 6/15/30 | 25,000 | 26,634 | |
Series 2016 A2, 5% 6/15/23 | 50,000 | 51,379 | |
Series 2018 A: | |||
5% 12/15/24 | 20,000 | 20,933 | |
5% 6/15/31 | 75,000 | 79,643 | |
Series 2019 AA, 4.5% 6/15/49 | 5,000 | 4,995 | |
Series 2021 A: | |||
5% 6/15/28 | 85,000 | 92,279 | |
5% 6/15/30 | 50,000 | 54,726 | |
Series A: | |||
0% 12/15/26 | 70,000 | 60,143 | |
0% 12/15/31 | 70,000 | 47,491 | |
4% 12/15/31 | 80,000 | 81,278 | |
4.25% 12/15/22 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 25,000 | 25,305 | |
4.25% 12/15/38 | 20,000 | 20,128 | |
Series A1, 4.1% 6/15/31 | 55,000 | 56,404 | |
Series AA: | |||
5% 6/15/23 | 5,000 | 5,144 | |
5.25% 6/15/27 | 30,000 | 31,616 | |
Series BB1, 5% 6/15/34 | 85,000 | 89,867 | |
Series C, 5.25% 6/15/32 | 35,000 | 36,171 | |
TOTAL NEW JERSEY | 3,430,066 | ||
New Mexico - 0.3% | |||
New Mexico Hosp. Equip. Ln. Council Rev.: | |||
Series 2015 A, 4.125% 8/1/44 (Pre-Refunded to 8/1/25 @ 100) | 210,000 | 222,019 | |
Series 2019 A, 3% 8/1/48 | 10,000 | 7,826 | |
New Mexico Severance Tax Rev. Series 2018A, 5% 7/1/24 | 60,000 | 63,499 | |
TOTAL NEW MEXICO | 293,344 | ||
New York - 15.1% | |||
Battery Park City Auth. Rev.: | |||
Series 2019 A, 5% 11/1/49 | 80,000 | 89,206 | |
Series 2019 B: | |||
5% 11/1/34 | 190,000 | 217,379 | |
5% 11/1/39 | 60,000 | 67,840 | |
Brooklyn Arena Local Dev. Corp. Series 2016 A, 3% 7/15/43 (Assured Guaranty Muni. Corp. Insured) | 25,000 | 19,061 | |
Dorm. Auth. New York Univ. Rev.: | |||
Series 2016 A: | |||
4% 7/1/43 | 55,000 | 50,373 | |
5% 7/1/26 | 65,000 | 71,892 | |
5% 7/1/37 | 5,000 | 5,211 | |
Series 2017 1, 5% 7/1/25 | 70,000 | 75,473 | |
Series 2017 A, 5% 10/1/29 | 35,000 | 38,674 | |
Series 2018 B, 5% 10/1/38 | 45,000 | 49,559 | |
Hudson Yards Infrastructure Corp. New York Rev. Series 2017 A, 5% 2/15/39 | 70,000 | 75,302 | |
Liberty Dev. Corp. Rev. Series 2005, 5.25% 10/1/35 | 75,000 | 84,191 | |
Long Island Pwr. Auth. Elec. Sys. Rev.: | |||
Series 1998 A, 0% 12/1/26 (Assured Guaranty Muni. Corp. Insured) | 125,000 | 110,248 | |
Series 2012 B, 5% 9/1/25 | 35,000 | 35,188 | |
Series 2016 B, 5% 9/1/46 | 10,000 | 10,743 | |
Series 2017: | |||
5% 9/1/23 | 55,000 | 57,091 | |
5% 9/1/47 | 20,000 | 21,581 | |
Series 2018, 5% 9/1/35 | 30,000 | 33,113 | |
Monroe County Indl. Dev. Corp. (Univ. of Rochester Proj.) Series 2020 A, 5% 7/1/25 | 70,000 | 75,053 | |
Nassau County Gen. Oblig. Series 2016 A, 3.5% 1/1/37 | 130,000 | 122,105 | |
New York City Gen. Oblig.: | |||
Series 2008 J, 3% 8/1/26 | 45,000 | 46,280 | |
Series 2013 F1, 3.5% 3/1/38 | 120,000 | 112,726 | |
Series 2018 1, 5% 8/1/28 | 30,000 | 33,450 | |
Series 2018 F1, 3.5% 4/1/46 | 135,000 | 117,555 | |
Series 2019 B1, 5% 10/1/34 | 95,000 | 105,669 | |
Series 2019 D, 5% 12/1/34 | 25,000 | 27,313 | |
Series 2019 E, 5% 8/1/34 | 70,000 | 77,235 | |
Series 2020 A1, 5% 8/1/35 | 150,000 | 165,759 | |
Series 2020 D, 3% 3/1/45 | 50,000 | 38,897 | |
Series A, 5% 8/1/37 | 140,000 | 149,465 | |
Series B1, 5% 10/1/32 | 55,000 | 61,752 | |
Series C, 3% 8/1/29 | 50,000 | 50,171 | |
Series E: | |||
5% 8/1/25 | 15,000 | 15,283 | |
5% 8/1/26 | 25,000 | 27,666 | |
Series F, 5% 8/1/24 | 35,000 | 36,177 | |
Series J, 5% 8/1/24 | 35,000 | 37,131 | |
New York City Hsg. Dev. Corp.: | |||
Bonds Series H, 2.95%, tender 2/1/26 (b) | 60,000 | 60,253 | |
Series 2016 I1A, 3.95% 11/1/36 | 10,000 | 9,930 | |
Series 2020 A, 2.55% 8/1/40 | 110,000 | 87,425 | |
New York City Hsg. Dev. Corp. Multi-family Mtg. Rev. Series 2014, 3% 2/15/48 | 100,000 | 97,685 | |
New York City Hsg. Dev. Corp. Multifamily Hsg.: | |||
Bonds Series D2, 0.7%, tender 11/1/24 (b) | 25,000 | 23,591 | |
Series 2019 E1, 3.25% 11/1/49 | 35,000 | 28,528 | |
Series 2021 G, 2.15% 11/1/36 | 95,000 | 75,398 | |
Series 2021 K1, 2.45% 11/1/41 | 130,000 | 100,016 | |
New York City Indl. Dev. Agcy. Rev. Series 2009 A: | |||
0% 3/1/39 (Assured Guaranty Corp. Insured) | 20,000 | 9,596 | |
0% 3/1/44 | 90,000 | 32,711 | |
0% 3/1/45 (Assured Guaranty Corp. Insured) | 15,000 | 5,180 | |
0% 3/1/46 (Assured Guaranty Corp. Insured) | 25,000 | 8,187 | |
New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev.: | |||
Series 2013 DD, 5% 6/15/38 | 65,000 | 66,405 | |
Series 2015 FF, 5% 6/15/26 | 300,000 | 324,819 | |
Series 2015 HH, 5% 6/15/29 | 5,000 | 5,392 | |
Series 2016 CC1, 4% 6/15/38 | 25,000 | 24,998 | |
Series 2017 DD, 5.25% 6/15/47 | 60,000 | 65,697 | |
Series 2018 AA, 5% 6/15/37 | 25,000 | 26,916 | |
Series 2018 FF, 5% 6/15/40 | 210,000 | 228,072 | |
Series 2020 BB, 3% 6/15/49 | 105,000 | 83,561 | |
Series 2020 GG2, 5% 6/15/29 | 135,000 | 150,668 | |
Series 2022 EE, 4% 6/15/45 | 120,000 | 117,721 | |
Series BB, 5% 6/15/49 | 90,000 | 97,111 | |
Series CC: | |||
4% 6/15/42 | 15,000 | 14,841 | |
5% 6/15/30 | 25,000 | 28,832 | |
Series DD: | |||
5% 6/15/25 | 60,000 | 62,659 | |
5% 6/15/36 | 55,000 | 57,741 | |
Series EE, 5% 6/15/34 | 45,000 | 48,368 | |
New York City Transitional Fin. Auth. Bldg. Aid Rev.: | |||
Series 2013 S1, 3.625% 7/15/32 | 60,000 | 60,016 | |
Series 2015 S1: | |||
5% 7/15/26 | 100,000 | 106,727 | |
5% 7/15/43 | 75,000 | 77,703 | |
Series 2015 S2, 5% 7/15/40 | 80,000 | 83,621 | |
Series 2018 S3, 3.625% 7/15/47 | 60,000 | 53,578 | |
Series 2018 S4, 5% 7/15/31 | 10,000 | 11,220 | |
Series S1, 5% 7/15/27 | 55,000 | 58,560 | |
Series S4, 5.25% 7/15/35 | 35,000 | 38,684 | |
New York City Transitional Fin. Auth. Rev.: | |||
Series 2014, 5% 11/1/25 | 55,000 | 57,903 | |
Series 2016 A, 5% 5/1/40 | 105,000 | 110,660 | |
Series 2016 E, 5% 2/1/37 | 130,000 | 137,419 | |
Series 2016 E1, 5% 2/1/35 | 120,000 | 127,430 | |
Series 2016 F3, 3.25% 2/1/42 | 50,000 | 44,876 | |
Series 2017 B, 4% 8/1/37 | 50,000 | 49,963 | |
Series 2018 A2, 5% 8/1/39 | 55,000 | 59,045 | |
Series 2018 B1, 3.375% 8/1/45 | 65,000 | 57,997 | |
Series 2018 C3, 4% 5/1/44 | 10,000 | 9,759 | |
Series 2019 A, 5% 8/1/40 | 75,000 | 80,981 | |
Series 2019 B1, 4% 11/1/43 | 50,000 | 49,000 | |
Series 2019 C, 4% 11/1/37 | 70,000 | 69,945 | |
Series 2022 A1: | |||
5% 11/1/25 | 150,000 | 163,101 | |
5% 11/1/26 | 170,000 | 188,080 | |
Series 2022 F, 5% 2/1/26 | 50,000 | 54,562 | |
Series A, 4% 11/1/35 | 20,000 | 20,173 | |
Series B, 4% 8/1/39 | 5,000 | 4,989 | |
Series B1, 5% 11/1/37 | 100,000 | 105,028 | |
Series C, 3.25% 11/1/43 | 30,000 | 26,399 | |
Series C1, 4% 5/1/44 | 120,000 | 117,113 | |
Series E, 5% 2/1/40 | 115,000 | 122,683 | |
New York City Trust Cultural Resources Rev. Series 2016 1E: | |||
4% 4/1/26 | 50,000 | 52,841 | |
4% 4/1/28 | 40,000 | 42,276 | |
New York Convention Ctr. Dev. Corp. Rev. Series 2016 B: | |||
0% 11/15/32 | 60,000 | 37,491 | |
0% 11/15/38 | 105,000 | 46,576 | |
0% 11/15/44 | 25,000 | 7,680 | |
New York Dorm. Auth. Personal Income Tax Rev.: | |||
Series 2013 A, 5% 2/15/43 (Pre-Refunded to 2/15/23 @ 100) | 5,000 | 5,108 | |
Series 2016 D, 5% 2/15/26 | 40,000 | 43,826 | |
New York Dorm. Auth. Rev.: | |||
Series 1: | |||
3% 7/1/34 | 25,000 | 22,613 | |
5% 7/1/30 | 30,000 | 34,070 | |
Series 2014 A, 5.5% 1/1/39 | 30,000 | 30,530 | |
Series 2015 A: | |||
3% 7/1/29 | 50,000 | 50,342 | |
3.75% 7/1/46 | 55,000 | 48,628 | |
5% 5/1/33 | 35,000 | 36,325 | |
Series 2018 A, 5% 8/1/29 | 105,000 | 109,832 | |
Series 2019 A, 4% 7/1/45 | 30,000 | 29,343 | |
Series 2019 C, 4% 7/1/49 | 30,000 | 28,560 | |
Series 2020 A2, 5% 7/1/31 | 25,000 | 29,019 | |
Series 2020, 3% 2/1/50 | 100,000 | 77,708 | |
Series 2021 A, 5% 7/1/26 | 100,000 | 107,746 | |
New York Dorm. Auth. Sales Tax Rev.: | |||
Series 2013 A, 5% 3/15/24 | 10,000 | 10,237 | |
Series 2016 A, 5% 3/15/29 | 70,000 | 76,794 | |
Series 2017 A: | |||
5% 3/15/43 | 75,000 | 79,989 | |
5% 3/15/44 | 15,000 | 15,980 | |
Series 2018, 5% 3/15/48 | 25,000 | 26,825 | |
New York Envir. Facilities Corp. Clean Wtr. & Drinking Wtr.: | |||
(New York City Muni. Wtr. Fin. Auth. Proj.): | |||
Series 2017 A, 3.5% 6/15/36 | 40,000 | 39,039 | |
Series 2018 A, 5% 6/15/30 | 30,000 | 33,832 | |
Series 2019 B, 5% 6/15/31 | 25,000 | 28,462 | |
Series 2016 A, 4% 6/15/46 | 40,000 | 39,301 | |
Series 2017 A, 5% 6/15/25 | 70,000 | 75,821 | |
New York Liberty Dev. Corp.: | |||
(4 World Trade Ctr. Proj.) Series 2021 A, 2.3% 11/15/34 | 115,000 | 92,029 | |
Series 2021 1WTC, 2.75% 2/15/44 | 55,000 | 42,340 | |
New York Metropolitan Trans. Auth. Dedicated Tax Fund Rev.: | |||
Series 2012 A: | |||
0% 11/15/32 | 60,000 | 41,245 | |
3% 11/15/28 | 340,000 | 340,654 | |
5% 11/15/23 | 30,000 | 30,363 | |
5% 11/15/25 | 80,000 | 80,932 | |
Series 2016 A, 5% 11/15/26 | 35,000 | 38,629 | |
New York Metropolitan Trans. Auth. Rev.: | |||
Series 2012 B, 4.25% 11/15/39 | 70,000 | 67,463 | |
Series 2012 F: | |||
5% 11/15/25 | 45,000 | 45,429 | |
5% 11/15/30 | 35,000 | 35,328 | |
Series 2014 D1, 5% 11/15/33 | 170,000 | 174,956 | |
Series 2015 B, 4% 11/15/45 | 50,000 | 44,848 | |
Series 2015 D1, 5% 11/15/31 | 20,000 | 20,827 | |
Series 2015 F, 3.25% 11/15/31 | 160,000 | 147,717 | |
Series 2016 B, 5% 11/15/29 | 115,000 | 121,902 | |
Series 2016 C, 4% 11/15/26 | 65,000 | 66,746 | |
Series 2016 D, 5% 11/15/27 | 30,000 | 32,308 | |
Series 2017 A1, 5% 11/15/51 | 205,000 | 212,771 | |
Series 2017 B: | |||
5% 11/15/23 | 55,000 | 56,924 | |
5% 11/15/26 | 95,000 | 101,736 | |
Series 2017 C1: | |||
5% 11/15/23 | 75,000 | 77,628 | |
5% 11/15/25 | 15,000 | 15,928 | |
5% 11/15/28 | 35,000 | 37,628 | |
Series 2017 D: | |||
4% 11/15/42 | 15,000 | 13,683 | |
5% 11/15/27 | 50,000 | 53,746 | |
Series 2018 B: | |||
5% 11/15/25 | 15,000 | 15,927 | |
5% 11/15/26 | 80,000 | 85,680 | |
5% 11/15/28 | 50,000 | 53,998 | |
New York Sales Tax Asset Receivables Corp. Series 2015 A, 5% 10/15/24 (Escrowed to Maturity) | 265,000 | 282,619 | |
New York State Dorm. Auth.: | |||
Series 2015 B, 5% 2/15/42 | 35,000 | 36,370 | |
Series 2017 A, 5% 2/15/25 (Escrowed to Maturity) | 275,000 | 295,205 | |
Series 2017 B, 5% 2/15/39 | 110,000 | 118,198 | |
Series 2019 A: | |||
5% 3/15/40 | 15,000 | 16,055 | |
5% 3/15/42 | 100,000 | 106,614 | |
Series 2022 A, 4% 3/15/39 | 280,000 | 275,681 | |
New York State Envir. Facilities Corp. Rev. Series 2019 A, 5% 2/15/49 | 30,000 | 33,024 | |
New York State Gen. Oblig. Series 2013 A, 3.5% 3/1/43 | 10,000 | 9,105 | |
New York State Hsg. Fin. Agcy. Rev.: | |||
Series 2019 N, 3.05% 11/1/52 | 65,000 | 49,759 | |
Series 2019 R, 3.15% 11/1/54 | 5,000 | 3,878 | |
Series 2020 E, 2.2% 11/1/40 | 250,000 | 185,764 | |
Series L, 3.45% 11/1/42 | 15,000 | 13,784 | |
New York State Mtg. Agcy. Homeowner Mtg.: | |||
Series 2019 220, 2.4% 10/1/34 | 75,000 | 64,093 | |
Series 220, 2.85% 10/1/44 | 15,000 | 11,635 | |
New York State Mtg. Agcy. Rev. Series 48, 3.45% 10/1/33 | 15,000 | 14,694 | |
New York Thruway Auth. Gen. Rev.: | |||
Series 2016 A, 5% 1/1/51 | 35,000 | 36,671 | |
Series 2019 B, 4% 1/1/45 (Assured Guaranty Muni. Corp. Insured) | 125,000 | 119,131 | |
Series K: | |||
5% 1/1/28 | 40,000 | 42,536 | |
5% 1/1/29 | 50,000 | 53,108 | |
New York Trans. Dev. Corp.: | |||
(Delta Air Lines, Inc. LaGuardia Arpt. Terminals C&D Redev. Proj.) Series 2018, 5% 1/1/30 (c) | 15,000 | 15,367 | |
(LaGuardia Arpt. Term. B Redev. Proj.) Series 2016 A, 4% 1/1/51 (Assured Guaranty Muni. Corp. Insured) (c) | 20,000 | 17,997 | |
(Term. 4 JFK Int'l. Arpt. Proj.) Series 2020 C, 5% 12/1/30 | 100,000 | 107,188 | |
(Term. 4 John F. Kennedy Int'l. Arpt. Proj.) Series 2022, 5% 12/1/32 (c) | 80,000 | 84,294 | |
(Term. one Group Assoc., L.P. Proj.) Series 2015, 5% 1/1/23 (c) | 110,000 | 111,204 | |
New York Urban Dev. Corp. Rev.: | |||
Series 2013 A1, 5% 3/15/29 | 10,000 | 10,196 | |
Series 2019 A: | |||
5% 3/15/42 | 10,000 | 10,760 | |
5% 3/15/44 | 25,000 | 26,828 | |
Onondaga County Trust for Cultural Resources Rev. Series 2019: | |||
5% 12/1/39 | 75,000 | 81,372 | |
5% 12/1/40 | 65,000 | 70,301 | |
Port Auth. of New York & New Jersey Series 2019 217, 5% 11/1/32 | 50,000 | 56,395 | |
Suffolk County Gen. Oblig. Series 2015 C: | |||
5% 5/1/23 | 20,000 | 20,519 | |
5% 5/1/27 | 10,000 | 10,480 | |
Suffolk County Wtr. Auth. Wtrwks. Rev. Series 2018 A, 4% 6/1/41 | 45,000 | 45,057 | |
Triborough Bridge & Tunnel Auth. Series 2021 B, 5% 5/15/56 | 80,000 | 88,134 | |
Triborough Bridge & Tunnel Auth. Revs.: | |||
Series 2002 F, 5% 11/1/27 | 65,000 | 73,483 | |
Series 2008 B3, 5% 11/15/37 | 60,000 | 64,085 | |
Series 2012 B, 5% 11/15/29 | 35,000 | 35,393 | |
Series 2013 A: | |||
0% 11/15/30 | 85,000 | 61,180 | |
0% 11/15/32 | 90,000 | 58,565 | |
Series 2016 A: | |||
5% 11/15/41 | 25,000 | 26,730 | |
5% 11/15/46 | 50,000 | 52,991 | |
Util. Debt Securitization Auth.: | |||
Series 2015, 3% 12/15/32 | 15,000 | 14,808 | |
Series 2017, 5% 12/15/41 | 50,000 | 54,869 | |
Westchester County Gen. Oblig. Series 2021 A, 5% 10/15/29 | 65,000 | 75,782 | |
Westchester County Local Dev. Co. (Westchester Obligated Group Proj.) Series 2016, 3.75% 11/1/37 | 30,000 | 26,282 | |
TOTAL NEW YORK | 12,985,671 | ||
New York And New Jersey - 1.1% | |||
Port Auth. of New York & New Jersey: | |||
Series 189: | |||
5% 5/1/27 | 60,000 | 64,168 | |
5% 5/1/30 | 80,000 | 85,287 | |
Series 194, 5% 10/15/30 | 15,000 | 16,118 | |
Series 198, 5% 11/15/46 | 50,000 | 53,199 | |
Series 2015 189, 5% 5/1/31 | 50,000 | 53,234 | |
Series 2015 194, 5% 10/15/34 | 55,000 | 58,654 | |
Series 2017 205: | |||
5% 11/15/26 | 110,000 | 122,072 | |
5.25% 11/15/57 | 175,000 | 189,051 | |
Series 2018 209, 5% 7/15/36 | 115,000 | 126,963 | |
Series 2019 213, 5% 9/1/30 | 70,000 | 79,448 | |
Series 202, 5% 10/15/30 (c) | 30,000 | 32,296 | |
Series 207, 5% 9/15/26 (c) | 5,000 | 5,448 | |
Series 209, 5% 7/15/31 | 30,000 | 33,730 | |
Series 211, 4% 9/1/43 | 55,000 | 54,364 | |
TOTAL NEW YORK AND NEW JERSEY | 974,032 | ||
North Carolina - 1.1% | |||
Charlotte Int'l. Arpt. Rev. Series 2017 A, 5% 7/1/47 | 55,000 | 58,362 | |
Charlotte Wtr. & Swr. Sys. Rev. Series 2018, 4% 7/1/47 | 25,000 | 25,055 | |
Charlotte-Mecklenburg Hosp. Auth. Health Care Sys. Rev. Series 2013 A, 5% 1/15/39 | 80,000 | 81,341 | |
Mecklenburg County Gen. Oblig. Series 2018, 3.25% 3/1/34 | 65,000 | 63,838 | |
North Carolina Cap. Facilities Fin. Agcy. Rev. (Duke Univ. Proj.) Series 2015 B, 5% 10/1/41 (Pre-Refunded to 10/1/25 @ 100) | 10,000 | 10,891 | |
North Carolina Gen. Oblig.: | |||
Series 2016 A, 5% 6/1/27 | 40,000 | 44,074 | |
Series 2018 A, 5% 6/1/29 | 75,000 | 85,145 | |
North Carolina Grant Anticipation Rev.: | |||
Series 2015, 5% 3/1/27 | 70,000 | 74,578 | |
Series 2019: | |||
5% 3/1/31 | 5,000 | 5,573 | |
5% 3/1/32 | 30,000 | 33,324 | |
North Carolina Ltd. Oblig.: | |||
Series 2019 A, 5% 5/1/25 | 30,000 | 32,365 | |
Series 2020 B: | |||
5% 5/1/28 | 50,000 | 56,918 | |
5% 5/1/29 | 35,000 | 40,260 | |
North Carolina Med. Care Commission Health Care Facilities Rev. Series 2012 A, 4% 12/1/45 | 10,000 | 9,214 | |
North Carolina Tpk. Auth. Triangle Expressway Sys. Series 2018: | |||
5% 1/1/28 | 100,000 | 107,131 | |
5% 1/1/30 | 55,000 | 58,791 | |
Union County Enterprise Systems Rev. Series 2021, 3% 6/1/37 | 80,000 | 70,606 | |
Wake County Series 2021, 5% 3/1/31 | 85,000 | 99,481 | |
TOTAL NORTH CAROLINA | 956,947 | ||
North Dakota - 0.1% | |||
Grand Forks Health Care Sys. Rev. Series 2021, 4% 12/1/35 | 60,000 | 56,522 | |
North Dakota Hsg. Fin. Agcy.: | |||
Series 2021 A, 2.25% 7/1/41 | 50,000 | 38,577 | |
Series C, 3.35% 7/1/42 | 20,000 | 18,125 | |
TOTAL NORTH DAKOTA | 113,224 | ||
Ohio - 3.5% | |||
Akron Bath Copley Hosp. District Rev. Series 2020, 4% 11/15/37 | 5,000 | 4,845 | |
Allen County Hosp. Facilities Rev.: | |||
(Mercy Health) Series 2017 A, 5% 8/1/27 | 25,000 | 27,337 | |
Series 2020 A, 5% 12/1/35 | 60,000 | 64,287 | |
Chillicothe Hosp. Facilities Rev. (Adena Health Sys. Obligated Group Proj.) Series 2017, 4% 12/1/42 | 100,000 | 92,034 | |
Cleveland Pub. Pwr. Sys. Rev. Series B2, 0% 11/15/38 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 45,000 | 22,576 | |
Columbus Gen. Oblig.: | |||
Series 2016 A, 4% 8/15/27 | 30,000 | 31,490 | |
Series 2018 A, 5% 4/1/30 | 30,000 | 34,095 | |
Cuyahoga County Hosp. Rev. Series 2017, 5% 2/15/52 | 5,000 | 5,020 | |
Franklin County Ohio Sales Tax R Series 2018, 5% 6/1/48 | 30,000 | 32,513 | |
Franklin County Rev. Series 2017 OH, 5% 12/1/46 | 85,000 | 88,575 | |
Gahanna-Jefferson School District Series 2021, 2% 12/1/50 (Assured Guaranty Muni. Corp. Insured) | 100,000 | 59,846 | |
Hamilton County Sales Tax Rev. Series 2016 A, 5% 12/1/27 | 55,000 | 61,981 | |
Hamilton County Swr. Sys. Rev. Series 2019 A, 5% 12/1/29 | 150,000 | 173,841 | |
Northeast Ohio Reg'l. Swr. District Wastewtr. Rev. Series 2019, 3% 11/15/40 | 100,000 | 86,156 | |
Northeastern Local School District of Clark and Champaign Series 2018, 4% 12/1/55 (Assured Guaranty Muni. Corp. Insured) | 100,000 | 96,087 | |
Ohio Gen. Oblig.: | |||
Series 2015 A: | |||
5% 9/1/23 | 25,000 | 25,953 | |
5% 9/15/26 | 35,000 | 38,809 | |
Series 2015 C, 5% 11/1/28 | 25,000 | 26,800 | |
Series 2017 C, 5% 8/1/26 | 20,000 | 22,124 | |
Series 2017 C1, 5% 9/1/28 | 60,000 | 68,418 | |
Series 2018 A, 5% 2/1/29 | 15,000 | 16,294 | |
Series 2021 A, 4% 3/1/38 | 55,000 | 56,056 | |
Ohio Hosp. Facilities Rev. Series 2017 A: | |||
5% 1/1/28 | 145,000 | 163,419 | |
5% 1/1/33 | 40,000 | 43,921 | |
Ohio Hosp. Rev.: | |||
Series 2016 A, 5% 1/15/41 | 30,000 | 31,132 | |
Series 2021 A, 3% 1/15/46 | 50,000 | 37,914 | |
Ohio Hsg. Fin. Agcy. Residential Mtg. Rev. Series 2019 A: | |||
3.5% 9/1/34 | 10,000 | 9,797 | |
4% 3/1/49 | 10,000 | 9,850 | |
Ohio Parks & Recreation Cap. Facilities Series 2017 A, 5% 12/1/31 | 40,000 | 44,350 | |
Ohio Spl. Oblig. (Trans. Bldg. Fund Proj.) Series 2015 A, 5% 4/1/29 | 40,000 | 42,613 | |
Ohio State Univ. Gen. Receipts Series 2013 A, 4% 6/1/43 | 385,000 | 379,520 | |
Ohio Tpk. Commission Tpk. Rev. (Infrastructure Proj.): | |||
Series 2005 A, 0% 2/15/43 | 30,000 | 11,936 | |
Series 2013 A2, 0% 2/15/37 | 80,000 | 44,109 | |
Ohio Wtr. Dev. Auth. Wtr. Poll. Cont. Rev.: | |||
Series 2015 A, 5% 12/1/24 | 235,000 | 251,469 | |
Series 2015 B, 5% 12/1/26 | 215,000 | 234,388 | |
Series 2019 B, 5% 12/1/39 | 275,000 | 306,281 | |
Series 2020 A, 5% 12/1/38 | 65,000 | 72,725 | |
Southwest Licking Local School Series 2017 A, 3.375% 11/1/47 | 15,000 | 13,225 | |
Willoughby-Eastlake City School District Series 2016, 4% 12/1/50 | 160,000 | 154,842 | |
TOTAL OHIO | 2,986,628 | ||
Oklahoma - 0.5% | |||
Oklahoma Cap. Imp Auth. St Hwy. Series 2016, 4% 7/1/33 | 40,000 | 41,547 | |
Oklahoma Dev. Fin. Auth. Lease Series 2016 D, 4% 6/1/36 | 200,000 | 201,569 | |
Oklahoma Pwr. Auth. Pwr. Supply Sys. Rev. Series 2016 A, 5% 1/1/47 | 10,000 | 10,424 | |
Oklahoma Tpk. Auth. Tpk. Rev.: | |||
Series 2017 C: | |||
4% 1/1/42 | 30,000 | 29,767 | |
5% 1/1/47 | 30,000 | 31,500 | |
Series 2017 D, 5% 1/1/26 | 5,000 | 5,441 | |
Series 2017 E, 4% 1/1/31 | 100,000 | 104,510 | |
Univ. of Oklahoma Gen. Rev. Series 2015 C, 5% 7/1/36 | 5,000 | 5,290 | |
TOTAL OKLAHOMA | 430,048 | ||
Oregon - 0.7% | |||
Clackamas County School District No. 46: | |||
Series 2009: | |||
0% 6/15/32 | 50,000 | 35,074 | |
0% 6/15/39 | 10,000 | 4,954 | |
Series B, 0% 6/15/34 | 20,000 | 12,777 | |
Deschutes & Jefferson Counties School District #2J Redmond Series 2008 B, 0% 6/15/26 | 10,000 | 8,995 | |
Oregon Dept. of Trans. Hwy. User Tax Rev. Series 2012 A, 5% 11/15/23 (Pre-Refunded to 11/15/22 @ 100) | 15,000 | 15,199 | |
Oregon Facilities Auth. Rev. (Univ. of Portland Proj.) Series 2015 A, 5% 4/1/45 | 35,000 | 35,626 | |
Oregon Health and Science Univ. Spl. Rev.: | |||
Series 2016 B, 5% 7/1/39 | 35,000 | 37,439 | |
Series 2019 A, 5% 7/1/25 | 215,000 | 230,842 | |
Portland Swr. Sys. Rev. Series B, 3% 10/1/28 | 95,000 | 95,762 | |
Salem Hosp. Facility Auth. Rev. (Salem Health Projs.) Series 2019 A, 3% 5/15/49 | 65,000 | 47,221 | |
Sherwood School District No. 88J Washington, Clackamas, and Yamhill Counties Gen. Oblig. Series 2018 A, 0% 6/15/48 | 255,000 | 77,556 | |
Tri-County Metropolitan Trans. District Rev. Series 2017 A, 5% 10/1/22 | 10,000 | 10,087 | |
TOTAL OREGON | 611,532 | ||
Pennsylvania - 4.2% | |||
Allegheny County Series C77, 5% 11/1/43 | 25,000 | 27,448 | |
Allegheny County Arpt. Auth. Rev. Series 2021 A, 5% 1/1/35 (c) | 155,000 | 166,486 | |
Allegheny County Hosp. Dev. Auth. Rev. Series 2018 A, 4% 4/1/38 | 30,000 | 29,378 | |
Bristol School District Series 2013, 5% 6/1/40 | 30,000 | 30,803 | |
Butler County Hosp. Auth. Hosp. Rev. (Butler Health Sys. Proj.) Series 2015 A, 5% 7/1/35 | 70,000 | 71,758 | |
Chester County Health & Ed. Facilities Auth. Health Sys. Rev. Series 2020 A, 4% 9/1/50 | 100,000 | 94,888 | |
Chester County Indl. Dev. Auth. Rev. (Longwood Gardens, Inc. Proj.) Series 2021, 4% 12/1/46 | 110,000 | 104,955 | |
Commonwealth Fing. Auth. Tobacco Series 2018, 4% 6/1/39 (Assured Guaranty Muni. Corp. Insured) | 15,000 | 14,431 | |
Delaware River Port Auth. Pennsylvania & New Jersey Rev.: | |||
Series 2018 A, 5% 1/1/32 | 10,000 | 11,064 | |
Series 2018 B, 5% 1/1/26 | 225,000 | 242,714 | |
Geisinger Auth. Health Sys. Rev. Series 2017 A2, 4% 2/15/39 | 100,000 | 98,583 | |
Lancaster County Hosp. Auth. Health Ctr. Rev. Series 2016 A, 5% 8/15/42 | 10,000 | 10,476 | |
Lehigh County Gen. Purp. Hosp. Rev. Series 2015 A, 4.125% 7/1/40 | 90,000 | 89,728 | |
Northampton County Gen. Purp. Auth. Hosp. Rev. (St. Luke's Univ. Health Network Proj.) Series 2016 A, 3.125% 8/15/35 | 10,000 | 8,981 | |
Pennsylvania Ctfs. Prtn. Series 2018 A, 4% 7/1/46 | 55,000 | 51,796 | |
Pennsylvania Econ. Dev. Fing. Auth. Series 2017 A, 5% 11/15/28 | 85,000 | 92,644 | |
Pennsylvania Econ. Dev. Fing. Auth. Indl. Dev. Rev. (The Pennsylvania Rapid Bridge Replacement Proj.) Series 2015: | |||
4.125% 12/31/38 (c) | 20,000 | 18,344 | |
5% 12/31/28 (c) | 40,000 | 41,515 | |
Pennsylvania Gen. Oblig.: | |||
Series 2013, 5% 10/15/22 | 20,000 | 20,207 | |
Series 2015 1, 5% 8/15/23 | 5,000 | 5,182 | |
Series 2015: | |||
4% 8/15/34 | 25,000 | 25,289 | |
5% 3/15/24 | 70,000 | 73,656 | |
5% 8/15/32 | 60,000 | 63,423 | |
Series 2016 2, 3% 9/15/36 | 15,000 | 13,547 | |
Series 2016: | |||
5% 9/15/23 | 35,000 | 36,361 | |
5% 9/15/27 | 10,000 | 10,925 | |
Series 2021, 5% 5/15/31 | 60,000 | 70,003 | |
Pennsylvania Higher Edl. Facilities Auth. Rev.: | |||
Series 2015 A: | |||
5% 9/1/39 | 135,000 | 138,299 | |
5% 9/1/45 | 135,000 | 137,718 | |
5.25% 9/1/50 | 50,000 | 51,411 | |
Series 2016 C: | |||
3% 8/15/41 | 35,000 | 27,855 | |
5% 8/15/25 | 55,000 | 59,583 | |
Pennsylvania Hsg. Fin. Agcy. Series 2021 134A, 1.85% 4/1/36 | 100,000 | 77,830 | |
Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev.: | |||
Series 2017 123B, 3.45% 10/1/32 | 15,000 | 14,842 | |
Series 2017 125B, 3.65% 10/1/42 | 20,000 | 18,748 | |
Pennsylvania Pub. School Bldg. Auth. School Rev. Series 2016 A, 5% 12/1/27 | 50,000 | 55,071 | |
Pennsylvania Tpk. Commission Registration Fee Rev. Series 2005 A, 5.25% 7/15/23 (Assured Guaranty Muni. Corp. Insured) | 35,000 | 36,296 | |
Pennsylvania Tpk. Commission Tpk. Rev.: | |||
Series 2013 B, 0% 12/1/41 (d) | 20,000 | 17,799 | |
Series 2014 A, 0% 12/1/39 (d) | 35,000 | 34,530 | |
Series 2014 C, 5% 12/1/44 | 50,000 | 51,553 | |
Series 2016, 5% 6/1/36 | 50,000 | 52,562 | |
Series 2017 2, 5% 12/1/30 | 10,000 | 10,843 | |
Series 2017 A2: | |||
5% 12/1/24 | 240,000 | 256,061 | |
5% 12/1/28 | 115,000 | 128,364 | |
Series 2017, 5% 12/1/40 | 10,000 | 10,547 | |
Series 2019 A: | |||
4% 12/1/49 | 100,000 | 92,413 | |
4% 12/1/49 (Assured Guaranty Muni. Corp. Insured) | 100,000 | 99,332 | |
5% 12/1/34 | 30,000 | 33,096 | |
5% 12/1/35 | 35,000 | 38,305 | |
Series 2019, 5% 12/1/32 | 10,000 | 11,107 | |
Philadelphia Arpt. Rev. Series 2020 A, 4% 7/1/38 | 60,000 | 59,021 | |
Philadelphia Auth. for Indl. Dev.: | |||
(The Children's Hosp. of Philadelphia Proj.) Series 2017, 4% 7/1/37 | 45,000 | 45,209 | |
Series 2017 A, 4% 9/1/42 | 25,000 | 24,330 | |
Philadelphia Gas Works Rev. Series 2017 15, 5% 8/1/42 | 150,000 | 157,184 | |
Philadelphia Gen. Oblig.: | |||
Series 2015 B, 5% 8/1/25 | 15,000 | 16,186 | |
Series 2017 A, 5% 8/1/23 | 20,000 | 20,688 | |
Philadelphia School District: | |||
Series 2007 A, 5% 6/1/27 (FGIC Insured) (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 10,000 | 11,055 | |
Series 2019 A, 5% 9/1/44 | 25,000 | 26,479 | |
Pittsburgh Wtr. & Swr. Auth. Wtr. & Swr. Sys. Rev. Series B, 0% 9/1/28 (FGIC Insured) | 15,000 | 12,076 | |
Pocono Mountains Indl. Park Auth. Series 2015 A, 4% 8/15/45 | 110,000 | 101,716 | |
State Pub. School Bldg. Auth. Lease Rev. (The School District of Philadelphia Proj.) Series 2016 A, 5% 6/1/33 | 90,000 | 97,719 | |
Westmoreland County Muni. Auth. Muni. Svc. Rev. Series 2016, 3% 8/15/42 | 50,000 | 42,676 | |
TOTAL PENNSYLVANIA | 3,593,089 | ||
Pennsylvania, New Jersey - 0.1% | |||
Delaware River Joint Toll Bridge Commission Pennsylvania-New Jersey Bridge Rev. Series 2017, 5% 7/1/36 | 65,000 | 70,563 | |
Puerto Rico - 0.1% | |||
Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev. Series N, 5.25% 7/1/34 (Assured Guaranty Corp. Insured) | 50,000 | 51,020 | |
Rhode Island - 0.1% | |||
Rhode Island & Providence Plantations Series C, 3% 1/15/36 | 95,000 | 88,414 | |
Rhode Island Health & Edl. Bldg. Corp. Higher Ed. Facilities Rev. Series 2016, 5% 5/15/24 | 20,000 | 20,923 | |
TOTAL RHODE ISLAND | 109,337 | ||
South Carolina - 0.7% | |||
Brookland-Cayce School District No. 002 Series 2016, 3% 3/1/38 | 20,000 | 17,575 | |
Lexington County School District #1 Series 2019 B, 2.25% 2/1/34 | 25,000 | 21,162 | |
South Carolina Jobs-Econ. Dev. Auth. (SPE Fayssoux Properties, LLC Proj.) Series 2016 A, 3% 8/15/38 | 25,000 | 19,600 | |
South Carolina Pub. Svc. Auth. Rev.: | |||
Series 2013 A, 5% 12/1/38 | 140,000 | 142,407 | |
Series 2013 B, 5.125% 12/1/43 | 105,000 | 106,549 | |
Series 2014 A, 5.5% 12/1/54 | 25,000 | 25,487 | |
Series 2014 C: | |||
5% 12/1/29 | 25,000 | 26,167 | |
5% 12/1/36 | 25,000 | 25,638 | |
Series 2015, 5% 12/1/23 | 60,000 | 62,548 | |
Series 2016 A: | |||
3.25% 12/1/35 | 10,000 | 9,098 | |
5% 12/1/30 | 80,000 | 84,748 | |
Series A, 3% 12/1/41 | 20,000 | 16,107 | |
South Carolina Trans. Infrastructure Bank Rev. Series 2017 A, 5% 10/1/38 | 45,000 | 48,943 | |
TOTAL SOUTH CAROLINA | 606,029 | ||
Tennessee - 0.8% | |||
Chattanooga Health Ed. & Hsg. Facility Board Rev. Series 2019 A1, 3% 8/1/39 | 20,000 | 15,893 | |
Greeneville Health & Edl. Facilities Board Series 2018 A, 5% 7/1/33 | 35,000 | 35,523 | |
Knox County Health Edl. & Hsg. Facilities: | |||
Series 2012 A, 5% 1/1/25 | 30,000 | 30,346 | |
Series 2016 A, 4% 1/1/42 | 15,000 | 14,666 | |
Series 2019, 4% 11/15/43 | 5,000 | 4,737 | |
Memphis Gen. Oblig. Series 2021, 4% 5/1/46 | 50,000 | 49,128 | |
Metropolitan Nashville Arpt. Auth. Rev. Series 2019 A: | |||
4% 7/1/54 | 35,000 | 32,784 | |
5% 7/1/54 | 140,000 | 147,833 | |
New Memphis Arena Bldg. Auth. (City of Memphis Proj.) Series 2021, 0% 4/1/43 | 180,000 | 64,220 | |
Tennessee Energy Acquisition Corp.: | |||
Series 2006 A, 5.25% 9/1/26 | 20,000 | 21,245 | |
Series 2006 B, 5.625% 9/1/26 | 50,000 | 54,252 | |
Series 2006 C: | |||
5% 2/1/24 | 15,000 | 15,430 | |
5% 2/1/27 | 15,000 | 15,875 | |
Tennessee Gen. Oblig. Series 2016 A, 5% 8/1/35 | 50,000 | 54,324 | |
Tennessee Hsg. Dev. Agcy. Residential: | |||
Series 2016 2B, 3.5% 1/1/47 | 65,000 | 65,247 | |
Series 2020 1A, 2.4% 1/1/44 | 10,000 | 7,529 | |
Tennessee School Board Auth. Series A, 5% 11/1/42 | 50,000 | 54,095 | |
TOTAL TENNESSEE | 683,127 | ||
Texas - 8.3% | |||
Aldine Independent School District Series 2017 A, 5% 2/15/30 | 50,000 | 55,038 | |
Alvin Independent School District: | |||
Series 2019, 3.375% 2/15/40 | 15,000 | 13,916 | |
Series 2020, 4% 2/15/48 | 100,000 | 99,826 | |
Arlington Higher Ed. Fin. Corp. Series 2018, 4% 8/15/48 | 80,000 | 77,219 | |
Austin Elec. Util. Sys. Rev. Series 2015 A, 5% 11/15/45 | 100,000 | 104,879 | |
Austin Independent School District: | |||
Series 2017, 4% 8/1/33 | 5,000 | 5,173 | |
Series 2019, 4% 8/1/35 | 25,000 | 25,677 | |
Bexar County Gen. Oblig.: | |||
Series 2013 B, 5% 6/15/43 (Pre-Refunded to 6/15/23 @ 100) | 15,000 | 15,475 | |
Series 2017, 5% 6/15/43 (Pre-Refunded to 6/15/26 @ 100) | 70,000 | 77,340 | |
Bexar County Hosp. District Series 2020, 3% 2/15/36 | 15,000 | 13,599 | |
Bexar County Rev. Series 2015, 4% 8/15/51 (Pre-Refunded to 8/15/24 @ 100) | 15,000 | 15,599 | |
Central Reg'l. Mobility Auth.: | |||
Series 2013, 5% 1/1/33 (Pre-Refunded to 1/1/23 @ 100) | 60,000 | 60,995 | |
Series 2016, 3.375% 1/1/41 | 45,000 | 37,563 | |
City of Denton Series 2017, 4% 2/15/47 | 15,000 | 14,772 | |
College of the Mainland Series 2019, 3.75% 8/15/49 | 50,000 | 45,567 | |
Collin County Cmnty. College District Series 2018 A, 3.25% 8/15/33 | 40,000 | 39,197 | |
Conroe Independent School District Series 2020 A, 2.25% 2/15/46 | 85,000 | 57,145 | |
Corpus Christi Util. Sys. Rev. Series 2019, 3% 7/15/49 | 75,000 | 59,613 | |
Cypress-Fairbanks Independent School District: | |||
Series 2019, 5% 2/15/30 | 45,000 | 50,870 | |
Series 2020 A, 3% 2/15/35 | 180,000 | 170,143 | |
Dallas County Hosp. District Series 2019, 5% 8/15/30 | 75,000 | 83,696 | |
Dallas Fort Worth Int'l. Arpt. Rev. Series 2014 A, 5.25% 11/1/27 (c) | 10,000 | 10,307 | |
Dallas Independent School District Series 2019 B, 3% 2/15/37 | 20,000 | 18,332 | |
Dallas Wtrwks. & Swr. Sys. Rev.: | |||
Series 2018 C, 4% 10/1/43 | 100,000 | 100,040 | |
Series 2020 C, 4% 10/1/49 | 75,000 | 73,502 | |
Del Mar College District Series 2018 B, Series 2018 B, 4% 8/15/48 | 150,000 | 147,115 | |
Denton Independent School District: | |||
Series 2014, 5% 8/15/38 (Pre-Refunded to 8/15/24 @ 100) | 60,000 | 63,656 | |
Series 2015 A, 5% 8/15/45 (Pre-Refunded to 8/15/25 @ 100) | 100,000 | 108,473 | |
Eagle Mountain & Saginaw Independent School District Series 2019, 4% 8/15/50 | 20,000 | 19,882 | |
Fort Bend Independent School District Series 2021 A, 2.3% 8/15/46 | 130,000 | 89,947 | |
Frisco Independent School District: | |||
Series 2017, 4% 8/15/35 | 30,000 | 31,162 | |
Series 2019, 4% 8/15/39 | 35,000 | 35,799 | |
Grand Parkway Trans. Corp.: | |||
Series 2013: | |||
0% 10/1/32 (d) | 35,000 | 37,261 | |
0% 10/1/48 (d) | 70,000 | 73,522 | |
Series 2018 A, 5% 10/1/37 | 40,000 | 43,426 | |
Harris County Cultural Ed. Facilities Fin. Corp. Rev. Series 2019 A, 3% 10/1/39 | 55,000 | 46,792 | |
Harris County Cultural Ed. Facilities Fin. Corp. Thermal Util. Rev. (TECO Proj.) Series 2017, 4% 11/15/37 | 55,000 | 54,151 | |
Harris County Flood Cont. District Series 2017 A, 4% 10/1/38 | 200,000 | 202,629 | |
Harris County Gen. Oblig. Series 2016 A, 5% 8/15/33 | 35,000 | 37,397 | |
Harris County Hosp. District Rev. Series 2016, 3.25% 2/15/42 | 60,000 | 50,580 | |
Harris County Toll Road Rev. Series 2021, 5% 8/15/24 | 95,000 | 100,879 | |
Harris County-Houston Sports Auth. Rev.: | |||
Series 2001 A, 0% 11/15/34 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 15,000 | 8,233 | |
Series 2014: | |||
0% 11/15/48 (Assured Guaranty Muni. Corp. Insured) | 40,000 | 10,658 | |
0% 11/15/49 (Assured Guaranty Muni. Corp. Insured) | 35,000 | 8,842 | |
Houston Arpt. Sys. Rev. Series 2018 D, 5% 7/1/38 | 20,000 | 21,318 | |
Houston Convention and Entertainment Facilities Dept. Hotel Occupancy Tax and Spl. Rev. Series 2001 B: | |||
0% 9/1/23 (AMBAC Insured) | 25,000 | 24,314 | |
0% 9/1/33 (AMBAC Insured) | 120,000 | 77,564 | |
Houston Gen. Oblig. Series 2021 A, 3% 3/1/40 | 100,000 | 85,897 | |
Houston Higher Ed. Fin. Corp. Higher Ed. Rev. (St. John's School Proj.) Series 2013 A, 5% 9/1/42 (Pre-Refunded to 9/1/22 @ 100) | 25,000 | 25,140 | |
Houston Independent School District: | |||
Series 2013 A, 5% 2/15/24 | 15,000 | 15,284 | |
Series 2016 A, 5% 2/15/31 | 55,000 | 59,782 | |
Series 2017: | |||
5% 2/15/23 | 20,000 | 20,422 | |
5% 2/15/27 | 30,000 | 33,430 | |
Houston Util. Sys. Rev.: | |||
Series 2014 D, 5% 11/15/27 | 85,000 | 90,556 | |
Series 2017 B: | |||
5% 11/15/24 | 175,000 | 186,856 | |
5% 11/15/29 | 90,000 | 100,310 | |
Houston Wtr. & Swr. Sys. Rev. Series 1998 A, 0% 12/1/27 (Escrowed to Maturity) | 50,000 | 43,054 | |
Humble Independent School District Series 2020 A, 2% 2/15/42 | 100,000 | 68,288 | |
Katy Independent School District: | |||
Series 2019, 4% 2/15/40 | 35,000 | 35,921 | |
Series 2022, 4% 2/15/41 | 125,000 | 127,137 | |
Keller Independent School District Series 2020, 4% 2/15/44 | 100,000 | 100,351 | |
Lamar Consolidated Independent School District Series 2018, 4% 2/15/50 | 75,000 | 74,685 | |
Leander Independent School District: | |||
Series 2014 D, 0% 8/15/40 (Pre-Refunded to 8/15/24 @ 46.38) | 70,000 | 30,958 | |
Series 2016 A: | |||
0% 8/16/44 | 130,000 | 49,240 | |
0% 8/16/44 (Pre-Refunded to 8/16/26 @ 48.506) | 10,000 | 4,371 | |
Lone Star College Sys. Gen. Oblig. Series 2021 A, 4% 2/15/46 | 250,000 | 252,804 | |
Lower Colorado River Auth. Rev. (LCRA Transmission Svcs. Corp. Proj.) Series 2020 A, 5% 5/15/50 | 55,000 | 58,390 | |
Matagorda County Navigation District No. 1 Poll. Cont. Rev.: | |||
Series 2005 A, 4.4% 5/1/30 (AMBAC Insured) | 10,000 | 10,354 | |
Series 2005 B, 4.55% 5/1/30 (b)(c) | 50,000 | 52,236 | |
Midland County Fresh Wtr. Supply District (City of Midland Proj.) Series 2012 A: | |||
0% 9/15/33 | 150,000 | 96,202 | |
0% 9/15/35 | 50,000 | 28,681 | |
North East Texas Reg'l. Mobility Auth. Series 2016 B, 5% 1/1/41 | 40,000 | 40,503 | |
North Texas Tollway Auth. Rev.: | |||
Series 2008 D: | |||
0% 1/1/34 (Assured Guaranty Corp. Insured) | 10,000 | 6,444 | |
0% 1/1/35 (Assured Guaranty Corp. Insured) | 190,000 | 116,668 | |
0% 1/1/38 (Assured Guaranty Corp. Insured) | 100,000 | 52,525 | |
Series 2012 A, 0% 1/1/36 (Assured Guaranty Corp. Insured) | 25,000 | 14,612 | |
Series 2015 A, 5% 1/1/27 | 100,000 | 106,077 | |
Series 2017 B, 5% 1/1/25 | 35,000 | 35,546 | |
Series 2018: | |||
4.25% 1/1/49 | 5,000 | 5,019 | |
5% 1/1/48 | 70,000 | 73,416 | |
Northside Independent School District Series 2019 A, 4% 8/15/36 | 190,000 | 198,398 | |
Port of Houston Auth. Series 2021, 4% 10/1/39 | 115,000 | 114,733 | |
San Antonio Elec. & Gas Sys. Rev.: | |||
Series 2012, 5.25% 2/1/24 | 175,000 | 184,136 | |
Series 2015: | |||
5% 2/1/27 | 30,000 | 32,725 | |
5% 2/1/32 | 45,000 | 48,204 | |
Series 2019, 4% 2/1/28 | 90,000 | 96,061 | |
San Antonio Independent School District Series 2019, 5% 8/15/30 | 20,000 | 22,582 | |
San Jacinto Cmnty. College District Series 2019 A, 5% 2/15/44 | 20,000 | 22,006 | |
Sherman Independent School District Series 2018 A, 5% 2/15/41 | 50,000 | 54,762 | |
Tarrant County Cultural Ed. Facilities Fin. Corp. Hosp. Rev. (Baylor Health Care Sys. Proj.) Series 2013 A, 4% 11/15/43 (Pre-Refunded to 5/15/23 @ 100) | 50,000 | 50,993 | |
Texas A&M Univ. Rev.: | |||
Series 2017 E, 5% 5/15/35 | 50,000 | 54,408 | |
Series 2021 A, 3% 5/15/37 | 115,000 | 102,410 | |
Texas Dept. of Hsg. & Cmnty. Affairs Single Family Mtg. Rev. Series 2020 A, 3% 3/1/50 | 35,000 | 27,704 | |
Texas Gen. Oblig.: | |||
Series 2014 A, 5% 10/1/23 | 15,000 | 15,600 | |
Series 2014, 5% 4/1/44 (Pre-Refunded to 4/1/24 @ 100) | 50,000 | 52,553 | |
Series 2015 A, 5% 10/1/24 | 45,000 | 47,860 | |
Series 2016 A, 5% 4/1/30 | 50,000 | 54,357 | |
Series 2016, 5% 4/1/27 | 100,000 | 109,650 | |
Series 2017 B, 5% 10/1/33 | 35,000 | 38,595 | |
Series 2018 A, 5% 10/1/26 | 65,000 | 72,164 | |
Series 2018 B, 5% 8/1/24 | 30,000 | 31,782 | |
Texas Private Activity Bond Surface Trans. Corp.: | |||
(LBJ Infrastructure Group LLC I-635 Managed Lanes Proj.) Series 2020 A, 4% 12/31/31 | 65,000 | 63,185 | |
(NTE Mobility Partners LLC North Tarrant Express Managed Lanes Proj.) Series 2019 A, 5% 12/31/32 | 55,000 | 57,560 | |
(NTE Mobility Partners Segments 3 LLC Segment 3C Proj.) Series 2019, 5% 6/30/58 (c) | 105,000 | 103,960 | |
Texas Tpk. Auth. Central Texas Tpk. Sys. Rev. Series A, 0% 8/15/29 (AMBAC Insured) | 15,000 | 11,367 | |
Texas Trans. Commission Central Texas Tpk. Sys. Rev. Series 2015 C, 5% 8/15/25 | 65,000 | 67,662 | |
Texas Wtr. Dev. Board Rev.: | |||
Series 2017 A, 5% 10/15/47 | 60,000 | 65,451 | |
Series 2018 A, 4% 10/15/37 | 10,000 | 10,240 | |
Series 2018 B, 4% 10/15/34 | 5,000 | 5,215 | |
Series 2019 A, 4% 10/15/49 | 160,000 | 158,878 | |
Series 2020: | |||
3% 10/15/34 | 10,000 | 9,351 | |
5% 8/1/33 | 55,000 | 63,354 | |
Univ. of Houston Univ. Revs. Series 2016 A, 5% 2/15/24 | 50,000 | 52,400 | |
Univ. of Texas Board of Regents Sys. Rev.: | |||
Series 2016 A, 4% 8/15/42 | 65,000 | 65,331 | |
Series 2016 J, 5% 8/15/26 | 20,000 | 22,216 | |
Series 2017 B, 3.375% 8/15/44 | 15,000 | 13,221 | |
Series 2019 A, 5% 8/15/31 | 15,000 | 17,050 | |
Waco Independent School District Series 2022, 3% 8/15/40 | 235,000 | 207,720 | |
Waller Independent School District Series 2020, 4% 2/15/50 | 15,000 | 14,912 | |
TOTAL TEXAS | 7,160,998 | ||
Utah - 0.5% | |||
Univ. of Utah Gen. Revs.: | |||
Series 2017 A, 5% 8/1/29 | 20,000 | 22,272 | |
Series 2020 A: | |||
4% 8/1/39 | 65,000 | 65,497 | |
5% 8/1/37 | 60,000 | 68,055 | |
Series 2021 A1, 4% 8/1/41 | 80,000 | 80,298 | |
Utah Gen. Oblig. Series 2020, 5% 7/1/28 | 150,000 | 171,999 | |
Utah Transit Auth. Sales Tax Rev.: | |||
Series 2015 A: | |||
5% 6/15/26 (Pre-Refunded to 6/15/25 @ 100) | 10,000 | 10,824 | |
5% 6/15/29 (Pre-Refunded to 6/15/25 @ 100) | 20,000 | 21,649 | |
Series 2016, 4% 12/15/29 | 25,000 | 26,124 | |
TOTAL UTAH | 466,718 | ||
Virginia - 2.4% | |||
Commonwealth Trans. Board Grant Anticipation Rev.: | |||
Series 2017 A, 5% 9/15/23 | 10,000 | 10,389 | |
Series 2017, 5% 3/15/27 | 15,000 | 16,754 | |
Fairfax County Econ. Dev. Auth.: | |||
(Route 28 Proj.) Series 2016 A, 2.875% 4/1/35 | 45,000 | 42,207 | |
Series 2016 A, 3% 4/1/36 | 155,000 | 139,402 | |
Fairfax County Gen. Oblig. Series 2020 A, 5% 10/1/36 | 270,000 | 309,813 | |
Fairfax County Indl. Dev. Auth.: | |||
Series 2018 A, 5% 5/15/24 | 50,000 | 52,683 | |
Series 2022, 5% 5/15/25 | 55,000 | 59,148 | |
Henrico County Wtr. & Swr. Rev. Series 2016, 5% 5/1/46 (Pre-Refunded to 5/1/26 @ 100) | 30,000 | 33,062 | |
Loudoun County Sanitation Auth. Wtr. & Swr. Series 2015, 4% 1/1/42 | 55,000 | 55,744 | |
Lynchburg Econ. Dev.: | |||
Series 2017 A, 4% 1/1/47 | 35,000 | 32,377 | |
Series 2021, 3% 1/1/51 | 50,000 | 33,562 | |
Richmond Gen. Oblig. Series 2019 A, 3% 7/15/34 | 40,000 | 37,528 | |
Roanoke Econ. Dev. Authority. Bonds Series 2020 D, 5%, tender 7/1/30 (b) | 30,000 | 33,504 | |
Univ. of Virginia Gen. Rev. Series 2013 A, 4% 4/1/45 | 55,000 | 55,169 | |
Virginia College Bldg. Auth. Edl. Facilities Rev.: | |||
(21st Century College And Equip. Programs) Series 2017 E, 5% 2/1/25 | 125,000 | 134,117 | |
(21st Century College and Equip. Progs.): | |||
Series 2015 A, 5% 2/1/28 (Pre-Refunded to 2/1/25 @ 100) | 10,000 | 10,735 | |
Series 2017 E, 5% 2/1/24 | 45,000 | 47,176 | |
Series 2019 C, 5% 2/1/30 | 45,000 | 50,563 | |
Series 2017 A, 5% 2/1/24 | 60,000 | 62,901 | |
Series 2019 C, 5% 2/1/25 | 65,000 | 69,741 | |
Virginia College Bldg. Auth. Edl. Facilities Rev. Rfdg. (Pub. Higher Ed. Fing. Prog.) Series 2016 A, 5% 9/1/23 | 220,000 | 228,182 | |
Virginia Commonwealth Trans. Board Rev.: | |||
Series 2014, 5% 5/15/28 | 50,000 | 52,655 | |
Series 2017, 3% 5/15/36 | 125,000 | 112,451 | |
Virginia Gen. Oblig. Series 2018 A, 3% 6/1/32 | 5,000 | 4,989 | |
Virginia Port Auth. Port Facilities Rev. Series 2015 A, 5% 7/1/33 (Pre-Refunded to 7/1/25 @ 100) (c) | 35,000 | 37,443 | |
Virginia Pub. Bldg. Auth. Pub. Facilities Rev.: | |||
Series 2013 A, 3% 8/1/30 | 100,000 | 100,175 | |
Series 2016 A, 3% 8/1/35 | 15,000 | 14,230 | |
Series 2019 A, 5% 8/1/29 | 60,000 | 69,269 | |
Virginia Small Bus. Fing. Auth.: | |||
(Elizabeth River Crossings OPCO, LLC Proj.) Series 2022, 3% 1/1/41 (c)(e) | 50,000 | 38,919 | |
Series 2012, 5.25% 1/1/32 (c) | 60,000 | 60,000 | |
Series 2014, 4% 10/1/38 | 5,000 | 5,048 | |
Series 2020 A, 3.375% 1/1/51 | 80,000 | 64,236 | |
TOTAL VIRGINIA | 2,074,172 | ||
Washington - 3.7% | |||
Central Puget Sound Reg'l. Trans. Auth. Sales & Use Tax Rev. Series 2016 S1: | |||
5% 11/1/27 | 45,000 | 49,844 | |
5% 11/1/35 | 65,000 | 70,548 | |
Clark County School District #114, Evergreen Series 2019, 3% 12/1/38 | 20,000 | 17,971 | |
Energy Northwest Elec. Rev.: | |||
Series 2015 A, 5% 7/1/28 | 75,000 | 80,437 | |
Series 2016 A, 5% 7/1/28 | 55,000 | 60,149 | |
Series 2017 A, 5% 7/1/26 | 50,000 | 50,000 | |
Series 2018 C, 5% 7/1/33 | 65,000 | 72,399 | |
King County Gen. Oblig.: | |||
Series 2015 E, 5% 12/1/29 | 45,000 | 48,950 | |
Series 2021 A, 4% 1/1/26 | 50,000 | 53,035 | |
King County Hsg. Auth. Rev. Series 2018, 3.5% 5/1/38 | 35,000 | 34,082 | |
King County Pub. Hosp. District #2 Series 2020 A, 4% 12/1/45 | 120,000 | 118,759 | |
King County Pub. Hosp. District No. 1 Series 2016, 5% 12/1/22 | 25,000 | 25,346 | |
King County School District #403 Series 2020 A, 4% 12/1/35 | 100,000 | 104,974 | |
King County Swr. Rev. Series 2020 A, 4% 1/1/44 | 225,000 | 225,163 | |
Port of Seattle Rev. Series 2018 B: | |||
5% 5/1/24 (c) | 75,000 | 78,122 | |
5% 5/1/25 (c) | 65,000 | 68,840 | |
Seattle Muni. Lt. & Pwr. Rev.: | |||
Series 2019 A, 5% 4/1/42 | 100,000 | 109,319 | |
Series 2020 A, 5% 7/1/27 | 90,000 | 101,452 | |
Series 2021 A, 4% 7/1/43 | 100,000 | 99,692 | |
Seattle Wtr. Sys. Rev. Series 2015, 4% 5/1/45 | 50,000 | 49,859 | |
Thurston & Pierce Counties Cmnty. Schools Series 2019, 4% 12/1/35 | 50,000 | 52,480 | |
Univ. of Washington Univ. Revs. Series 2012 C, 3.25% 7/1/43 | 135,000 | 119,777 | |
Washington Gen. Oblig.: | |||
Series 2014 A, 5% 8/1/26 | 10,000 | 10,324 | |
Series 2014 B: | |||
5% 8/1/29 | 25,000 | 25,792 | |
5% 8/1/31 | 55,000 | 56,743 | |
Series 2014 E, 5% 2/1/32 | 90,000 | 93,271 | |
Series 2015 B, 5% 2/1/28 | 40,000 | 42,606 | |
Series 2015 G, 5% 7/1/26 | 100,000 | 106,766 | |
Series 2015 H: | |||
5% 7/1/26 | 25,000 | 26,691 | |
5% 7/1/29 | 15,000 | 15,910 | |
Series 2016 B, 5% 7/1/32 | 50,000 | 53,660 | |
Series 2016 C, 5% 2/1/35 | 30,000 | 32,130 | |
Series 2018 D, 5% 8/1/28 | 30,000 | 33,523 | |
Series 2020 A, 5% 1/1/26 | 20,000 | 21,882 | |
Series 2020 E, 5% 6/1/45 | 55,000 | 60,646 | |
Series 2021 A: | |||
5% 8/1/29 | 75,000 | 86,534 | |
5% 8/1/43 | 175,000 | 194,723 | |
Series 2021 C, 5% 2/1/28 | 170,000 | 192,447 | |
Series R 2015 C, 5% 7/1/27 | 25,000 | 26,666 | |
Washington Health Care Facilities Auth. Rev.: | |||
Series 2012 A: | |||
4% 10/1/34 | 115,000 | 114,160 | |
5% 10/1/38 | 5,000 | 5,096 | |
Series 2014 C, 4% 10/1/44 | 55,000 | 50,665 | |
Series 2015 B, 5% 8/15/24 | 20,000 | 21,165 | |
Series 2017 B, 3.5% 8/15/38 | 70,000 | 62,844 | |
Washington Higher Ed. Facilities Auth. Rev.: | |||
(Gonzaga Univ. Proj.) Series 2019 A, 3% 4/1/49 | 40,000 | 30,042 | |
(Seattle Pacific Univ. Proj.) Series 2020 A, 5% 10/1/42 | 75,000 | 77,531 | |
Washington State Univ. Hsg. and Dining Sys. Rev. Series 2015, 5% 4/1/40 | 35,000 | 36,689 | |
TOTAL WASHINGTON | 3,169,704 | ||
West Virginia - 0.2% | |||
West Virginia Hosp. Fin. Auth. Hosp. Rev. Series 2016 A, 3% 6/1/33 | 20,000 | 18,363 | |
West Virginia Parkways Auth. Series 2021, 4% 6/1/51 | 145,000 | 141,078 | |
TOTAL WEST VIRGINIA | 159,441 | ||
Wisconsin - 0.7% | |||
Milwaukee Gen. Oblig. Series 2016 B3, 3% 3/1/31 | 50,000 | 48,828 | |
Pub. Fin. Auth. Hosp. Rev. (Renown Reg'l. Med. Ctr. Proj.) Series 2016 A, 3% 6/1/36 | 5,000 | 4,342 | |
Pub. Fin. Auth. Lease Dev. Rev. (KU Campus Dev. Corp. Central District Dev. Proj.) Series 2016, 5% 3/1/29 | 40,000 | 43,221 | |
Roseman Univ. of Health (Fargo-Moorhead Metropolitan Area Flood Risk Mgmt. Proj.) Series 2021, 4% 3/31/56 (c) | 5,000 | 3,912 | |
Wisconsin Gen. Oblig.: | |||
Series 1, 5% 11/1/26 | 40,000 | 44,602 | |
Series 2015 1, 5% 5/1/25 | 70,000 | 75,659 | |
Series 2016 2, 5% 11/1/29 | 65,000 | 70,985 | |
Series 2017 2, 5% 11/1/25 | 65,000 | 71,026 | |
Series 3, 5% 11/1/31 | 25,000 | 27,686 | |
Series A, 4% 5/1/27 | 20,000 | 21,151 | |
Wisconsin Health & Edl. Facilities: | |||
Series 2014 A, 5% 11/15/25 | 10,000 | 10,572 | |
Series 2016 A: | |||
3.125% 11/15/36 (Pre-Refunded to 5/15/26 @ 100) | 50,000 | 51,440 | |
3.5% 2/15/46 | 20,000 | 16,685 | |
Series 2017 A, 5% 4/1/28 | 5,000 | 5,526 | |
Wisconsin Hsg. & Econ. Dev. Auth. Series 2017 A, 2.69% 7/1/47 | 10,726 | 10,381 | |
Wisconsin St Envir. Imp Series 2017, 5% 6/1/29 | 65,000 | 69,605 | |
Wisconsin St Gen. Fund Annual Appropriation Series 2017 B, 5% 5/1/36 | 35,000 | 37,613 | |
Wisconsin Trans. Rev. Series 2017 1, 5% 7/1/28 | 10,000 | 11,136 | |
TOTAL WISCONSIN | 624,370 | ||
Wyoming - 0.0% | |||
Campbell County Solid Waste Facilities Rev. Series 2019 A, 3.625% 7/15/39 | 30,000 | 27,597 | |
TOTAL MUNICIPAL BONDS (Cost $88,785,675) | 84,273,772 | ||
Money Market Funds - 3.1% | |||
Shares | Value ($) | ||
Fidelity Municipal Cash Central Fund 0.88% (f)(g) (Cost $2,705,991) | 2,705,459 | 2,705,986 | |
TOTAL INVESTMENT IN SECURITIES - 100.8% (Cost $91,491,666) | 86,979,758 |
NET OTHER ASSETS (LIABILITIES) - (0.8)% | (723,780) |
NET ASSETS - 100.0% | 86,255,978 |
(a) | Amount is stated in United States dollars unless otherwise noted. |
(b) | Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end. |
(c) | Private activity obligations whose interest is subject to the federal alternative minimum tax for individuals. |
(d) | Security initially issued in zero coupon form which converts to coupon form at a specified rate and date. The rate shown is the rate at period end. |
(e) | Security or a portion of the security purchased on a delayed delivery or when-issued basis. |
(f) | Information in this report regarding holdings by state and security types does not reflect the holdings of the Fidelity Municipal Cash Central Fund. |
(g) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request. |
Affiliate | Value, beginning of period ($) | Purchases ($) | Sales Proceeds ($) | Dividend Income ($) | Realized Gain (loss) ($) | Change in Unrealized appreciation (depreciation) ($) | Value, end of period ($) | %ownership, end of period |
Fidelity Municipal Cash Central Fund 0.88% | 58,931 | 31,598,003 | 28,950,944 | 2,716 | 3 | (7) | 2,705,986 | 0.2% |
Total | 58,931 | 31,598,003 | 28,950,944 | 2,716 | 3 | (7) | 2,705,986 |
Valuation Inputs at Reporting Date: | ||||
Description | Total ($) | Level 1 ($) | Level 2 ($) | Level 3 ($) |
Investments in Securities: | ||||
Municipal Securities | 84,273,772 | - | 84,273,772 | - |
Money Market Funds | 2,705,986 | 2,705,986 | - | - |
Total Investments in Securities: | 86,979,758 | 2,705,986 | 84,273,772 | - |
Statement of Assets and Liabilities | ||||
June 30, 2022 | ||||
Assets | ||||
Investment in securities, at value - See accompanying schedule: | $84,273,772 | |||
Unaffiliated issuers (cost $88,785,675) | ||||
Fidelity Central Funds (cost $2,705,991) | 2,705,986 | |||
Total Investment in Securities (cost $91,491,666) | $ | 86,979,758 | ||
Cash | 336,662 | |||
Receivable for investments sold | 32,794 | |||
Receivable for fund shares sold | 148,934 | |||
Interest receivable | 964,533 | |||
Distributions receivable from Fidelity Central Funds | 971 | |||
Receivable from investment adviser for expense reductions | 32,458 | |||
Other receivables | 113 | |||
Total assets | 88,496,223 | |||
Liabilities | ||||
Payable for investments purchased | ||||
Regular delivery | $1,890,736 | |||
Delayed delivery | 42,049 | |||
Payable for fund shares redeemed | 107,216 | |||
Distributions payable | 144,529 | |||
Accrued management fee | 3,377 | |||
Other payables and accrued expenses | 52,338 | |||
Total Liabilities | 2,240,245 | |||
Net Assets | $ | 86,255,978 | ||
Net Assets consist of: | ||||
Paid in capital | $ | 92,509,636 | ||
Total accumulated earnings (loss) | (6,253,658) | |||
Net Assets | $ | 86,255,978 | ||
Net Asset Value , offering price and redemption price per share ($86,255,978 ÷ 4,705,735 shares) | $ | 18.33 | ||
Statement of Operations | ||||
Year ended June 30, 2022 | ||||
Investment Income | ||||
Interest | $ | 1,427,521 | ||
Income from Fidelity Central Funds | 2,716 | |||
Total Income | 1,430,237 | |||
Expenses | ||||
Management fee | $ | 41,583 | ||
Custodian fees and expenses | 9,414 | |||
Independent trustees' fees and expenses | 268 | |||
Registration fees | 52,845 | |||
Audit | 59,278 | |||
Legal | 78 | |||
Miscellaneous | 416 | |||
Total expenses before reductions | 163,882 | |||
Expense reductions | (105,922) | |||
Total expenses after reductions | 57,960 | |||
Net Investment income (loss) | 1,372,277 | |||
Realized and Unrealized Gain (Loss) | ||||
Net realized gain (loss) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (1,706,165) | |||
Fidelity Central Funds | 3 | |||
Total net realized gain (loss) | (1,706,162) | |||
Change in net unrealized appreciation (depreciation) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (6,693,064) | |||
Fidelity Central Funds | (7) | |||
Total change in net unrealized appreciation (depreciation) | (6,693,071) | |||
Net gain (loss) | (8,399,233) | |||
Net increase (decrease) in net assets resulting from operations | $ | (7,026,956) |
Statement of Changes in Net Assets | ||||
Year ended June 30, 2022 | Year ended June 30, 2021 | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net investment income (loss) | $ | 1,372,277 | $ | 1,206,781 |
Net realized gain (loss) | (1,706,162) | (42,715) | ||
Change in net unrealized appreciation (depreciation) | (6,693,071) | 1,351,726 | ||
Net increase (decrease) in net assets resulting from operations | (7,026,956) | 2,515,792 | ||
Distributions to shareholders | (1,365,882) | (1,203,909) | ||
Share transactions | ||||
Proceeds from sales of shares | 198,120,579 | 68,691,117 | ||
Reinvestment of distributions | 6,754 | 116,556 | ||
Cost of shares redeemed | (193,632,934) | (34,789,254) | ||
Net increase (decrease) in net assets resulting from share transactions | 4,494,399 | 34,018,419 | ||
Total increase (decrease) in net assets | (3,898,439) | 35,330,302 | ||
Net Assets | ||||
Beginning of period | 90,154,417 | 54,824,115 | ||
End of period | $ | 86,255,978 | $ | 90,154,417 |
Other Information | ||||
Shares | ||||
Sold | 10,403,744 | 3,353,200 | ||
Issued in reinvestment of distributions | 327 | 5,691 | ||
Redeemed | (10,063,538) | (1,700,341) | ||
Net increase (decrease) | 340,533 | 1,658,550 | ||
Fidelity® SAI Municipal Bond Index Fund |
Years ended June 30, | 2022 | 2021 | 2020 A | |||
Selected Per-Share Data | ||||||
Net asset value, beginning of period | $ | 20.65 | $ | 20.26 | $ | 20.00 |
Income from Investment Operations | ||||||
Net investment income (loss) B,C | .330 | .314 | .333 | |||
Net realized and unrealized gain (loss) | (2.320) | .391 | .254 | |||
Total from investment operations | (1.990) | .705 | .587 | |||
Distributions from net investment income | (.330) | (.315) | (.327) | |||
Total distributions | (.330) | (.315) | (.327) | |||
Net asset value, end of period | $ | 18.33 | $ | 20.65 | $ | 20.26 |
Total Return D,E | (9.74)% | 3.50% | 2.96% | |||
Ratios to Average Net Assets C,F,G | ||||||
Expenses before reductions | .20% | .17% | .45% H | |||
Expenses net of fee waivers, if any | .07% | .07% | .07% H | |||
Expenses net of all reductions | .07% | .07% | .07% H | |||
Net investment income (loss) | 1.65% | 1.53% | 1.72% H | |||
Supplemental Data | ||||||
Net assets, end of period (000 omitted) | $ | 86,256 | $ | 90,154 | $ | 54,824 |
Portfolio turnover rate I | 59% | 13% | 8% H |
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio A |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% |
Gross unrealized appreciation | $171,602 |
Gross unrealized depreciation | (4,674,439) |
Net unrealized appreciation (depreciation) | $(4,502,837) |
Tax Cost | $91,482,595 |
Capital loss carryforward | $(1,749,570) |
Net unrealized appreciation (depreciation) on securities and other investments | $(4,502,837) |
Short-term | $(738,073) |
Long-term | (1,011,497) |
Total capital loss carryforward | $(1,749,570) |
June 30, 2022 | June 30, 2021 | |
Tax-exempt Income | $1,365,882 | $1,203,909 |
Total | $1,365,882 | $ 1,203,909 |
Purchases ($) | Sales ($) | |
Fidelity SAI Municipal Bond Index Fund | 53,824,578 | 49,076,976 |
Amount | |
Fidelity SAI Municipal Bond Index Fund | $146 |
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (January 1, 2022 to June 30, 2022). |
Annualized Expense Ratio- A | Beginning Account Value January 1, 2022 | Ending Account Value June 30, 2022 | Expenses Paid During Period- C January 1, 2022 to June 30, 2022 | |||||||
Fidelity® SAI Municipal Bond Index Fund | .07% | |||||||||
Actual | $ 1,000 | $ 898.50 | $ .33 | |||||||
Hypothetical- B | $ 1,000 | $ 1,024.45 | $ .35 | |||||||
- Highly liquid investments - cash or convertible to cash within three business days or less
- Moderately liquid investments - convertible to cash in three to seven calendar days
- Less liquid investments - can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments - cannot be sold or disposed of within seven calendar days
Contents
Average Annual Total Returns | |||
Periods ended June 30, 2022 | Past 1 year | Life of Fund A |
Fidelity® Municipal Bond Index Fund | -9.26% | -1.56% |
$10,000 Over Life of Fund |
Let's say hypothetically that $10,000 was invested in Fidelity® Municipal Bond Index Fund on July 11, 2019, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the Bloomberg Municipal Bond Index performed over the same period. |
Top Five States (% of Fund's net assets) | |
California | 17.8 |
New York | 15.3 |
Texas | 8.4 |
Illinois | 4.9 |
Florida | 4.7 |
Revenue Sources (% of Fund's net assets) | ||
The distribution of municipal securities by revenue source, as a percentage of total net assets, is as follows (Unaudited): | ||
General Obligations | 32.3% | |
Transportation | 16.3% | |
Special Tax | 11.5% | |
Health Care | 9.8% | |
Water & Sewer | 8.2% | |
Education | 6.7% | |
Escrowed/Pre-Refunded | 5.4% | |
Others* (Individually Less Than 5%) | 9.8% | |
100.0% | ||
*Includes net other assets |
Quality Diversification (% of Fund's net assets) |
We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes. |
Municipal Bonds - 98.5% | |||
Principal Amount (a) | Value ($) | ||
Alabama - 1.1% | |||
Alabama Fed. Aid Hwy. Fin. Auth.: | |||
Series 2015, 3.1% 9/1/29 (Pre-Refunded to 9/1/24 @ 100) | 70,000 | 71,560 | |
Series 2017 A, 4% 6/1/37 (Pre-Refunded to 9/1/27 @ 100) | 25,000 | 26,991 | |
Series 2017 B, 5% 9/1/26 (Escrowed to Maturity) | 75,000 | 83,195 | |
Alabama Pub. School & College Auth. Rev. Series 2020 A: | |||
4% 11/1/40 | 100,000 | 100,284 | |
5% 11/1/39 | 320,000 | 360,076 | |
Birmingham Jefferson Civic Ctr. Auth. Series 2018 B, 4% 7/1/48 | 30,000 | 28,961 | |
Birmingham Spl. Care Facilities Fin. Auth. Series 2015, 5% 6/1/25 | 150,000 | 160,714 | |
Birmingham Wtrwks. Board Series 2016, 3% 1/1/43 (Pre-Refunded to 1/1/27 @ 100) | 5,000 | 5,147 | |
Black Belt Energy Gas District Bonds Series 2017 A, 4%, tender 7/1/22 (b) | 120,000 | 120,000 | |
Decatur Wtr. & Swr. Rev. Series 2021 A, 2.125% 2/15/51 | 35,000 | 21,408 | |
Infirmary Health Systems Spl. Care Facilities Fing. Auth. Rev. Series 2016 A, 3% 2/1/30 | 40,000 | 38,743 | |
Mobile Wtr. & Swr. Commissioners Wtr. & Swr. Rev. Series 2014, 5% 1/1/29 | 50,000 | 50,615 | |
Southeast Alabama Gas Supply District Bonds Series 2018 A, 4%, tender 4/1/24 (b) | 50,000 | 50,633 | |
Tuscaloosa County Board of Ed. Series 2017, 5% 2/1/43 (Pre-Refunded to 2/1/27 @ 100) | 45,000 | 50,194 | |
UAB Medicine Fin. Auth. Rev.: | |||
Series 2016 B, 5% 9/1/34 | 130,000 | 137,200 | |
Series 2017 B1, 3.25% 9/1/31 | 5,000 | 4,681 | |
Univ. of Alabama At Birmingham Series 2019 B, 3% 10/1/41 | 50,000 | 43,446 | |
Univ. of Alabama Gen. Rev. Series 2017 B, 3% 7/1/35 | 10,000 | 9,323 | |
TOTAL ALABAMA | 1,363,171 | ||
Alaska - 0.2% | |||
Alaska Gen. Oblig.: | |||
Series 2013 B, 5% 8/1/23 | 100,000 | 101,889 | |
Series 2015 B, 5% 8/1/27 | 50,000 | 54,046 | |
Alaska Hsg. Fin. Corp. Series 2017 A, 5% 12/1/30 | 75,000 | 82,331 | |
TOTAL ALASKA | 238,266 | ||
Arizona - 1.4% | |||
Arizona Health Facilities Auth. Rev. (Scottsdale Lincoln Hospitals Proj.) Series 2014 A, 5% 12/1/26 | 35,000 | 36,744 | |
Arizona Indl. Dev. Auth. Student Hsg. Rev. (North Carolina Central Univ. Proj.) Series 2019 A, 5% 6/1/58 | 65,000 | 69,171 | |
Arizona State Univ. Revs. Series 2019 B, 4% 7/1/49 | 15,000 | 14,679 | |
Maricopa County Indl. Dev. Auth. Series 2021 A, 4% 9/1/51 | 135,000 | 125,610 | |
Maricopa County Rev. Series 2016 A, 5% 1/1/38 | 40,000 | 42,182 | |
Maricopa County Spl. Health Care District Gen. Oblig. Series 2018 C, 4% 7/1/38 | 55,000 | 55,671 | |
Mesa Util. Sys. Rev. Series 2020, 4% 7/1/43 | 180,000 | 175,702 | |
Phoenix Civic Impt. Board Arpt. Rev.: | |||
Series 2015 A, 5% 7/1/45 | 175,000 | 180,637 | |
Series 2017 D, 5% 7/1/25 | 15,000 | 16,092 | |
Series 2019 B, 5% 7/1/44 (c) | 285,000 | 297,830 | |
Phoenix Civic Impt. Corp. District Rev. Series 2005 B, 5.5% 7/1/36 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 75,000 | 90,522 | |
Phoenix Civic Impt. Corp. Excise Tax Rev. Series 2015 A, 5% 7/1/31 | 25,000 | 26,827 | |
Salt River Proj. Agricultural Impt. & Pwr. District Elec. Sys. Rev.: | |||
(Arizona Salt River Proj.) Series A, 5% 1/1/31 | 45,000 | 49,273 | |
Series 2016 A, 5% 1/1/27 | 50,000 | 55,868 | |
Series 2017 A: | |||
5% 1/1/28 | 100,000 | 113,361 | |
5% 1/1/33 | 50,000 | 55,327 | |
Series A: | |||
5% 1/1/31 | 40,000 | 44,512 | |
5% 1/1/36 | 40,000 | 43,411 | |
Salt Verde Finl. Corp. Sr. Gas Rev.: | |||
Series 2007 1: | |||
5% 12/1/32 | 50,000 | 53,987 | |
5.25% 12/1/24 | 10,000 | 10,528 | |
5.25% 12/1/26 | 15,000 | 16,189 | |
Series 2007, 5.25% 12/1/23 | 20,000 | 20,706 | |
Univ. of Arizona Univ. Revs.: | |||
Series 2016 B, 5% 6/1/42 | 45,000 | 47,782 | |
Series 2020 A, 4% 8/1/44 | 100,000 | 98,574 | |
TOTAL ARIZONA | 1,741,185 | ||
Arkansas - 0.3% | |||
Arkansas Dev. Fin. Auth. Health Care Rev. Series 2021 B1, 5% 9/1/39 | 55,000 | 56,901 | |
Fort Smith Wtr. & Swr. Rev. Series 2018: | |||
5% 10/1/30 | 165,000 | 181,834 | |
5% 10/1/34 | 110,000 | 119,905 | |
Pulaski County Pub. Facilities Board Series 2014, 5% 12/1/39 (Pre-Refunded to 12/1/24 @ 100) | 35,000 | 37,342 | |
TOTAL ARKANSAS | 395,982 | ||
California - 17.8% | |||
Anaheim Elementary School District Series 2016, 3% 8/1/46 | 50,000 | 38,996 | |
Anaheim Pub. Fing. Auth. Lease Rev.: | |||
(Anaheim Pub. Impts. Proj.) Series C, 0% 9/1/36 (Escrowed to Maturity) | 170,000 | 104,042 | |
Series 1997 C, 0% 9/1/28 (Assured Guaranty Muni. Corp. Insured) | 95,000 | 77,037 | |
Antelope Valley Cmnty. College District Series B, 3% 8/1/50 | 55,000 | 42,448 | |
Bay Area Toll Auth. San Francisco Bay Toll Bridge Rev.: | |||
Bonds: | |||
Series 2017 G, 2%, tender 4/1/24 (b) | 50,000 | 49,376 | |
Series 2018 A, 2.625%, tender 4/1/26 (b) | 130,000 | 128,371 | |
Series 2017 S7: | |||
4% 4/1/34 | 95,000 | 97,304 | |
4% 4/1/38 | 75,000 | 75,123 | |
4% 4/1/47 | 5,000 | 4,878 | |
Series F1, 5% 4/1/54 (Pre-Refunded to 4/1/24 @ 100) | 35,000 | 36,836 | |
Brea Redev. Agcy. Series 2003, 0% 8/1/29 (AMBAC Insured) | 105,000 | 82,126 | |
California Dept. of Wtr. Resources: | |||
Series AV, 4% 12/1/31 | 40,000 | 41,481 | |
Series BA, 5% 12/1/32 | 65,000 | 73,778 | |
California Edl. Facilities Auth. Rev.: | |||
(Loyola Marymount Univ. Proj.) Series 2001 A, 0% 10/1/29 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 165,000 | 130,662 | |
Series 2001 A: | |||
0% 10/1/30 | 70,000 | 53,182 | |
0% 10/1/34 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 15,000 | 9,490 | |
Series 2018 B, 5% 10/1/43 | 100,000 | 106,137 | |
Series T1, 5% 3/15/39 | 30,000 | 35,283 | |
Series U6, 5% 5/1/45 | 35,000 | 41,796 | |
California Gen. Oblig.: | |||
Series 2013: | |||
5% 9/1/26 | 75,000 | 77,658 | |
5% 9/1/27 | 55,000 | 56,943 | |
5% 11/1/30 | 25,000 | 25,975 | |
Series 2014: | |||
5% 10/1/23 | 35,000 | 36,427 | |
5% 11/1/23 | 50,000 | 52,157 | |
5% 12/1/24 | 155,000 | 161,869 | |
5% 10/1/28 | 30,000 | 31,819 | |
Series 2015: | |||
5% 8/1/23 | 25,000 | 25,898 | |
5% 8/1/26 | 75,000 | 80,291 | |
5% 8/1/26 | 65,000 | 70,448 | |
5% 9/1/26 | 20,000 | 21,716 | |
5% 9/1/28 | 50,000 | 53,936 | |
5% 8/1/29 | 20,000 | 21,485 | |
5% 8/1/30 | 170,000 | 180,252 | |
5% 8/1/45 | 40,000 | 41,805 | |
5.25% 8/1/30 | 95,000 | 102,498 | |
Series 2016: | |||
3% 9/1/33 | 120,000 | 111,378 | |
4% 9/1/28 | 110,000 | 115,785 | |
4% 9/1/35 | 50,000 | 50,412 | |
5% 9/1/24 | 45,000 | 47,846 | |
5% 9/1/26 | 85,000 | 94,252 | |
5% 8/1/27 | 45,000 | 49,736 | |
5% 9/1/30 | 15,000 | 16,410 | |
5% 9/1/32 | 50,000 | 54,452 | |
5% 9/1/45 | 10,000 | 10,607 | |
Series 2017 A, 5% 8/1/26 | 80,000 | 88,564 | |
Series 2017: | |||
3.5% 8/1/27 | 25,000 | 25,779 | |
4% 8/1/37 | 25,000 | 25,129 | |
5% 11/1/25 | 175,000 | 190,989 | |
5% 11/1/27 | 75,000 | 84,828 | |
5% 11/1/27 | 65,000 | 73,518 | |
5% 11/1/31 | 100,000 | 111,467 | |
5% 8/1/33 | 100,000 | 108,379 | |
Series 2018, 5% 10/1/48 | 100,000 | 107,925 | |
Series 2019: | |||
3% 10/1/33 | 70,000 | 64,417 | |
3% 10/1/34 | 50,000 | 45,069 | |
4% 4/1/25 | 45,000 | 47,244 | |
5% 4/1/25 | 105,000 | 113,161 | |
5% 10/1/25 | 175,000 | 190,653 | |
5% 4/1/27 | 10,000 | 11,207 | |
5% 4/1/30 | 100,000 | 114,653 | |
5% 4/1/35 | 5,000 | 5,217 | |
5% 4/1/36 | 75,000 | 78,199 | |
5% 8/1/36 | 100,000 | 110,696 | |
Series 2020: | |||
2% 11/1/36 | 60,000 | 46,958 | |
3% 3/1/28 | 50,000 | 50,860 | |
3% 11/1/35 | 250,000 | 222,707 | |
4% 3/1/28 | 40,000 | 43,206 | |
4% 3/1/29 | 175,000 | 189,902 | |
4% 3/1/50 | 40,000 | 39,242 | |
5% 11/1/27 | 50,000 | 56,552 | |
5% 3/1/32 | 50,000 | 57,711 | |
5% 3/1/32 | 50,000 | 57,711 | |
5% 3/1/35 | 220,000 | 249,752 | |
Series 2021: | |||
4% 12/1/24 | 100,000 | 104,599 | |
5% 9/1/27 | 175,000 | 197,474 | |
California Health Facilities Fing. Auth. Rev.: | |||
(Stanford Health and Clinics Proj.) Series 2012 A, 5% 8/15/51 (Pre-Refunded to 8/15/22 @ 100) | 80,000 | 80,341 | |
Bonds (Providence St. Jospeh Health) Series 2016 B3, 2%, tender 10/1/25 (b) | 150,000 | 145,597 | |
Series 2013 A, 4% 3/1/43 | 35,000 | 32,075 | |
Series 2015, 5% 11/15/26 | 50,000 | 54,143 | |
Series 2016 A: | |||
3% 10/1/41 | 50,000 | 40,073 | |
3.25% 11/15/36 (Pre-Refunded to 11/15/25 @ 100) | 110,000 | 113,881 | |
Series 2016 B: | |||
5% 11/15/46 | 15,000 | 15,567 | |
5% 11/15/46 (Pre-Refunded to 11/15/26 @ 100) | 10,000 | 11,108 | |
Series 2017 A: | |||
5% 11/15/26 | 275,000 | 304,218 | |
5% 11/1/27 | 20,000 | 22,653 | |
Series 2017 A2, 5% 11/1/47 | 70,000 | 80,121 | |
Series 2018 A: | |||
4% 11/15/42 | 65,000 | 63,159 | |
5% 11/15/26 | 35,000 | 38,308 | |
5% 11/15/33 | 25,000 | 26,695 | |
California Infrastructure and Econ. Dev. Bank Rev.: | |||
Series 2016: | |||
5% 10/1/26 | 15,000 | 16,523 | |
5% 10/1/29 | 25,000 | 27,245 | |
Series 2018, 5% 10/1/26 | 25,000 | 27,788 | |
California Muni. Fin. Auth. Rev.: | |||
(LINXS APM Proj.) Series 2018 A: | |||
5% 12/31/28 (c) | 60,000 | 63,482 | |
5% 12/31/47 (c) | 100,000 | 100,417 | |
Series 2018 A, 3.25% 12/31/32 (Assured Guaranty Muni. Corp. Insured) (c) | 20,000 | 18,421 | |
California Pub. Works Board Lease Rev. (Various Cap. Projs.) Series 2020 B, 4% 3/1/45 | 175,000 | 171,446 | |
California State Univ. Rev.: | |||
Series 2015 A: | |||
5% 11/1/27 | 20,000 | 21,634 | |
5% 11/1/33 | 105,000 | 112,221 | |
5% 11/1/43 | 40,000 | 41,875 | |
Series 2016 A: | |||
3.125% 11/1/36 | 50,000 | 46,567 | |
5% 11/1/26 | 45,000 | 49,360 | |
5% 11/1/45 | 125,000 | 131,106 | |
Series 2017 A, 5% 11/1/25 | 100,000 | 108,835 | |
California Statewide Cmntys. Dev. Auth. Series 2017, 5% 5/15/42 | 100,000 | 103,302 | |
California Statewide Cmntys. Dev. Auth. Hosp. Rev. Series 2018: | |||
4.375% 1/1/48 | 40,000 | 36,528 | |
5% 1/1/32 | 20,000 | 20,924 | |
California Statewide Cmntys. Dev. Auth. Rev.: | |||
Bonds Series 2004 J, 5%, tender 11/1/29 (b) | 25,000 | 28,340 | |
Series 2015, 5% 11/1/43 (Pre-Refunded to 11/1/24 @ 100) | 85,000 | 90,677 | |
Series 2017 A, 5% 4/1/47 | 55,000 | 56,635 | |
Series 2018 A, 3.5% 3/1/38 | 75,000 | 66,699 | |
Carlsbad Unified School District Series 2011 C, 0% 8/1/35 (d) | 180,000 | 192,254 | |
Cerritos Cmnty. College District Series 2019 C, 3% 8/1/44 | 25,000 | 20,833 | |
Chaffey Unified High School District Series 2019 D, 4% 8/1/49 | 20,000 | 19,130 | |
Chino Valley Unified School District Series 2017 A, 5.25% 8/1/47 | 25,000 | 27,006 | |
Coast Cmnty. College District: | |||
Series 2006 B, 0% 8/1/28 (Assured Guaranty Muni. Corp. Insured) | 300,000 | 247,595 | |
Series 2013 A, 5% 8/1/38 (Pre-Refunded to 8/1/23 @ 100) | 90,000 | 93,183 | |
Compton Unified School District Series 2019 B, 3% 6/1/49 | 10,000 | 7,649 | |
Contra Costa Cmnty. College District Series 2014 A, 4% 8/1/39 | 145,000 | 144,670 | |
East Bay Muni. Util. District Wastewtr. Sys. Rev.: | |||
Series 2015 A, 5% 6/1/37 | 65,000 | 68,987 | |
Series 2017 B, 5% 6/1/27 | 5,000 | 5,633 | |
El Camino Cmnty. College District Series 2012 C: | |||
0% 8/1/34 | 165,000 | 104,857 | |
0% 8/1/38 | 65,000 | 33,769 | |
Elk Grove Unified School Distr. Ctfs. of Prtn. (Cap. Facilities Proj.) Series 2016, 3% 2/1/35 | 60,000 | 54,788 | |
Foothill-De Anza Cmnty. College District Series 2003 B, 0% 8/1/25 | 5,000 | 4,636 | |
Foothill/Eastern Trans. Corridor Agcy. Toll Road Rev.: | |||
Series 1995 A: | |||
0% 1/1/24 (Escrowed to Maturity) | 105,000 | 102,073 | |
0% 1/1/27 (Escrowed to Maturity) | 40,000 | 35,846 | |
0% 1/1/29 (Escrowed to Maturity) | 20,000 | 16,770 | |
Series 2013 A: | |||
0% 1/15/24 (Assured Guaranty Muni. Corp. Insured) | 40,000 | 38,423 | |
5% 1/15/42 (Assured Guaranty Muni. Corp. Insured) | 85,000 | 87,844 | |
6% 1/15/49 (Pre-Refunded to 1/15/24 @ 100) | 40,000 | 42,478 | |
6% 1/15/53 (Pre-Refunded to 1/15/24 @ 100) | 10,000 | 10,619 | |
Series 2013 B1, 3.95% 1/15/53 (b) | 80,000 | 71,044 | |
Fremont Union High School District, Santa Clara Series 2019 A, 4% 8/1/46 | 30,000 | 29,700 | |
Fresno Unified School District Series 2016 A, 4% 8/1/41 | 150,000 | 147,922 | |
Golden State Tobacco Securitization Corp. Tobacco Settlement Rev.: | |||
Series 2013 A, 5% 6/1/30 (Pre-Refunded to 6/1/23 @ 100) | 40,000 | 41,199 | |
Series 2015 A: | |||
4% 6/1/31 (Pre-Refunded to 6/1/25 @ 100) | 100,000 | 105,362 | |
5% 6/1/35 (Pre-Refunded to 6/1/25 @ 100) | 20,000 | 21,616 | |
5% 6/1/40 (Pre-Refunded to 6/1/25 @ 100) | 10,000 | 10,823 | |
5% 6/1/40 (Pre-Refunded to 6/1/25 @ 100) | 10,000 | 10,823 | |
5% 6/1/45 (Pre-Refunded to 6/1/25 @ 100) | 140,000 | 151,515 | |
Grossmont Union High School District: | |||
Series 2008, 0% 8/1/30 | 10,000 | 7,653 | |
Series 2016 B, 3% 8/1/45 | 20,000 | 16,002 | |
Imperial Irrigation District Elec. Rev. Series 2016 B1, 5% 11/1/46 | 140,000 | 149,535 | |
Kaweah Delta Health Care District Series 2015 B, 4% 6/1/45 | 75,000 | 70,812 | |
Long Beach Bond Fin. Auth. Natural Gas Purchase Rev. Series 2007 A, 5% 11/15/35 | 25,000 | 26,586 | |
Long Beach Cmnty. College Series 2012 B, 5% 8/1/39 (Pre-Refunded to 8/1/22 @ 100) | 85,000 | 85,235 | |
Long Beach Unified School District: | |||
Series 2012, 5% 8/1/29 | 105,000 | 105,270 | |
Series 2016, 3% 8/1/32 | 35,000 | 33,646 | |
Series B, 0% 8/1/35 | 150,000 | 87,561 | |
Los Angeles Cmnty. College District: | |||
Series 2015 A, 5% 8/1/28 (Pre-Refunded to 8/1/24 @ 100) | 100,000 | 106,151 | |
Series 2017 J, 5% 8/1/28 | 30,000 | 33,541 | |
Series A, 5% 8/1/30 (Pre-Refunded to 8/1/24 @ 100) | 30,000 | 31,845 | |
Series C, 5% 8/1/22 | 25,000 | 25,068 | |
Series F, 5% 8/1/24 (Pre-Refunded to 8/1/23 @ 100) | 35,000 | 36,238 | |
Series G, 5% 8/1/27 (Pre-Refunded to 8/1/24 @ 100) | 10,000 | 10,615 | |
Series K, 4% 8/1/35 | 20,000 | 20,254 | |
Los Angeles County Metropolitan Trans. Auth. Sales Tax Rev. Series 2019 A, 5% 7/1/44 | 45,000 | 49,258 | |
Los Angeles Dept. Arpt. Rev.: | |||
Series 2015, 5% 5/15/32 | 200,000 | 210,585 | |
Series 2018 C, 5% 5/15/37 (c) | 75,000 | 79,189 | |
Series 2018 D: | |||
5% 5/15/31 (c) | 80,000 | 88,046 | |
5% 5/15/34 (c) | 120,000 | 129,794 | |
Series 2020 C, 5% 5/15/25 (c) | 375,000 | 400,590 | |
Series A, 5% 5/15/36 (c) | 50,000 | 53,591 | |
Series B, 5% 5/15/34 (c) | 10,000 | 10,737 | |
Series C, 5% 5/15/33 (c) | 90,000 | 96,281 | |
Series D, 5% 5/15/26 (c) | 65,000 | 70,607 | |
Los Angeles Dept. of Wtr. & Pwr. Rev.: | |||
Series 2013 A: | |||
5% 7/1/23 | 10,000 | 10,165 | |
5% 7/1/24 | 140,000 | 142,064 | |
Series 2014 C, 5% 7/1/29 | 40,000 | 42,164 | |
Series 2014 D, 5% 7/1/44 | 45,000 | 46,934 | |
Series 2015 A, 3.25% 7/1/31 | 100,000 | 100,058 | |
Series 2016 A: | |||
5% 7/1/40 | 125,000 | 132,800 | |
5% 7/1/46 | 70,000 | 73,973 | |
Series 2017 A, 5% 7/1/28 | 5,000 | 5,539 | |
Series A, 5% 7/1/31 | 15,000 | 16,704 | |
Series B: | |||
5% 7/1/29 | 50,000 | 52,034 | |
5% 7/1/30 | 40,000 | 41,169 | |
5% 7/1/30 | 55,000 | 62,288 | |
Series C, 5% 7/1/37 | 25,000 | 27,821 | |
Los Angeles Dept. of Wtr. & Pwr. Wtrwks. Rev.: | |||
Series 2012 C: | |||
5% 7/1/23 | 45,000 | 45,000 | |
5% 7/1/23 | 45,000 | 45,000 | |
5% 7/1/25 | 10,000 | 10,000 | |
5% 7/1/25 | 10,000 | 10,000 | |
Series 2014 A, 5% 7/1/44 | 25,000 | 26,074 | |
Series 2016 B, 5% 7/1/29 | 50,000 | 54,139 | |
Series A: | |||
5% 7/1/33 | 20,000 | 21,752 | |
5% 7/1/33 | 25,000 | 27,613 | |
Series B, 5% 7/1/25 | 25,000 | 25,798 | |
Los Angeles Muni. Impt. Corp. Lease Rev. Series 2016 B, 4% 11/1/37 | 160,000 | 160,393 | |
Los Angeles Solid Waste Resources Rev. Series 2018 A, 5% 2/1/30 | 115,000 | 128,603 | |
Los Angeles Unified School District: | |||
Series 2014 C: | |||
5% 7/1/23 | 130,000 | 134,279 | |
5% 7/1/24 | 40,000 | 42,349 | |
Series 2016 A, 5% 7/1/40 | 30,000 | 31,677 | |
Series 2018 B1: | |||
5% 7/1/23 | 95,000 | 98,127 | |
5.25% 7/1/42 | 50,000 | 54,522 | |
Series 2019 A, 5% 7/1/28 | 130,000 | 147,666 | |
Series 2020 C, 5% 7/1/30 | 60,000 | 69,317 | |
Series 2020, 5% 7/1/25 | 10,000 | 10,836 | |
Series 2021 A, 5% 7/1/25 | 75,000 | 81,271 | |
Series A: | |||
5% 7/1/24 | 5,000 | 5,294 | |
5% 7/1/29 | 5,000 | 5,753 | |
5% 7/1/30 | 50,000 | 57,123 | |
Series B, 5% 7/1/25 | 90,000 | 97,525 | |
Series C, 5% 7/1/28 | 55,000 | 57,976 | |
Marin Healthcare District Series 2017 A: | |||
3% 8/1/37 | 70,000 | 61,510 | |
4% 8/1/47 | 135,000 | 129,649 | |
Metropolitan Wtr. District of Southern California Wtr. Rev. Series 2020 A, 5% 10/1/33 | 55,000 | 62,671 | |
Montebello Unified School District Series A, 5% 8/1/41 | 50,000 | 53,105 | |
MSR Energy Auth. Gas Rev.: | |||
Series 2009 A, 6.125% 11/1/29 | 55,000 | 61,369 | |
Series 2009 B, 6.5% 11/1/39 | 25,000 | 30,871 | |
Newport Mesa Unified School District: | |||
Series 2011, 0% 8/1/36 | 230,000 | 134,556 | |
Series 2017, 0% 8/1/39 | 95,000 | 48,085 | |
North Orange County Cmnty. College District Rev. Series 2016 A, 3% 8/1/40 | 15,000 | 13,074 | |
Norwalk-Mirada Unified School District Series 2005 B, 0% 8/1/28 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 70,000 | 57,394 | |
Orange County Wtr. District Rev. Series 2017 A, 5% 8/15/29 | 75,000 | 82,916 | |
Orange County Wtr. District Rev. Ctfs. of Prtn. Series 2003 B, 5% 8/15/28 (Escrowed to Maturity) | 120,000 | 132,677 | |
Palo Alto Unified School District Gen. Oblig. Series 2008 2, 0% 8/1/33 | 35,000 | 23,380 | |
Palomar Cmnty. College District Series 2010 B, 0% 8/1/45 (d) | 50,000 | 43,244 | |
Palomar Pomerado Health Series 2009 A, 0% 8/1/28 (Assured Guaranty Corp. Insured) | 200,000 | 160,401 | |
Port of Oakland Rev. Series 2017 E, 5% 11/1/26 | 30,000 | 32,803 | |
Poway Unified School District Series 2011, 0% 8/1/46 | 190,000 | 64,461 | |
Riverside Cmnty. College District Series 2019, 3% 8/1/36 | 200,000 | 184,509 | |
Riverside County Pub. Fing. Auth. (Cap. Facilities Proj.) Series 2015: | |||
4.125% 11/1/40 (Pre-Refunded to 11/1/25 @ 100) | 100,000 | 106,345 | |
5.25% 11/1/45 (Pre-Refunded to 11/1/25 @ 100) | 180,000 | 198,003 | |
Sacramento City Fing. Auth. Rev. Series 2005 A: | |||
0% 12/1/29 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 80,000 | 61,227 | |
0% 12/1/34 (FGIC Insured) | 100,000 | 60,289 | |
Sacramento Muni. Util. District Elec. Rev. Series 2020 H, 5% 8/15/39 | 70,000 | 78,150 | |
Sacramento TOT Rev. Series A, 5% 6/1/43 | 55,000 | 58,455 | |
San Bernardino Cmnty. College District Series B, 0% 8/1/48 | 5,000 | 1,645 | |
San Diego Cmnty. College District: | |||
Series 2013, 0% 8/1/41 (Pre-Refunded to 8/1/23 @ 57.571) (d) | 180,000 | 101,082 | |
Series 2016, 5% 8/1/41 (Pre-Refunded to 8/1/26 @ 100) | 5,000 | 5,543 | |
San Diego County Reg'l. Arpt. Auth. Arpt. Rev. Series 2017 A, 5% 7/1/47 | 50,000 | 52,175 | |
San Diego Pub. Facilities Fing. Auth. Wtr. Rev. Series 2018 A: | |||
5% 8/1/33 | 170,000 | 188,071 | |
5.25% 8/1/47 | 30,000 | 33,249 | |
San Diego Redev. Agcy. Series 2016 A, 5% 9/1/23 | 50,000 | 51,848 | |
San Diego Unified School District: | |||
(Election of 1998 Proj.) Series 2005 E2, 5.5% 7/1/26 (Assured Guaranty Muni. Corp. Insured) | 80,000 | 90,034 | |
Series 1998 G1, 5.25% 7/1/27 | 5,000 | 5,675 | |
Series 2008 E, 0% 7/1/49 | 125,000 | 35,374 | |
Series 2009 1, 0% 7/1/30 | 50,000 | 37,435 | |
Series 2017 K2, 0% 7/1/31 | 145,000 | 103,600 | |
Series A, 0% 7/1/31 | 15,000 | 10,717 | |
Series C, 0% 7/1/43 | 10,000 | 3,833 | |
Series F1, 5.25% 7/1/28 | 30,000 | 34,545 | |
Series G, 0% 7/1/37 (Pre-Refunded to 1/1/24 @ 47.757) | 130,000 | 60,345 | |
Series R1, 0% 7/1/30 | 35,000 | 26,204 | |
Series R4, 5% 7/1/28 | 70,000 | 75,199 | |
Series R5, 5% 7/1/26 | 50,000 | 55,322 | |
San Francisco Bay Area Rapid Transit District Sales Tax Rev. Series 2019 A, 3% 7/1/44 | 5,000 | 4,049 | |
San Francisco Bay Area Rapid Transit Fing. Auth.: | |||
Series 2017 A1, 4% 8/1/42 | 10,000 | 9,961 | |
Series A1, 5% 8/1/47 | 80,000 | 85,844 | |
San Francisco City & County Arpts. Commission Int'l. Arpt. Rev.: | |||
Series 2016 A, 5% 5/1/26 | 25,000 | 27,197 | |
Series 2017 A, 5% 5/1/47 (c) | 40,000 | 41,190 | |
Series 2017 D: | |||
5% 5/1/24 (c) | 35,000 | 36,617 | |
5% 5/1/25 (c) | 105,000 | 111,791 | |
Series 2019 A, 5% 5/1/49 (c) | 25,000 | 25,975 | |
Series 2019 D: | |||
5% 5/1/26 | 135,000 | 146,864 | |
5% 5/1/39 | 30,000 | 32,240 | |
Series 2019 E, 5% 5/1/34 (c) | 175,000 | 187,044 | |
Series 2020 A: | |||
4% 5/1/39 (c) | 15,000 | 14,590 | |
5% 5/1/38 (c) | 115,000 | 122,093 | |
San Francisco City & County Ctfs. of Prtn. (49 South Van Ness Proj.) Series 2019 A, 4% 4/1/41 | 30,000 | 29,978 | |
San Francisco Muni. Trans. Agcy. Series 2017, 4% 3/1/42 | 135,000 | 132,860 | |
San Francisco Pub. Utils. Commission Wtr. Rev.: | |||
Series 2015 A, 5% 11/1/29 | 15,000 | 16,055 | |
Series 2020 A, 5% 11/1/50 | 85,000 | 92,816 | |
San Joaquin Hills Trans. Corridor Agcy. Toll Road Rev.: | |||
Series 1993: | |||
0% 1/1/25 (Escrowed to Maturity) | 60,000 | 56,803 | |
0% 1/1/26 (Escrowed to Maturity) | 30,000 | 27,639 | |
0% 1/1/28 (Escrowed to Maturity) | 200,000 | 173,389 | |
0% 1/1/28 (Escrowed to Maturity) | 35,000 | 30,261 | |
Series 1997 A, 0% 1/15/32 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 30,000 | 19,882 | |
Series 2014 A, 5% 1/15/44 (Pre-Refunded to 1/15/25 @ 100) | 95,000 | 101,840 | |
Series A, 0% 1/15/31 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 90,000 | 62,964 | |
San Jose Int. Arpt. Rev. Series 2017 B, 5% 3/1/42 | 20,000 | 20,920 | |
San Jose Unified School District Santa Clara County Series 2015 C, 4% 8/1/39 (Pre-Refunded to 8/1/24 @ 100) | 150,000 | 156,320 | |
San Mateo County Cmnty. College District Series 2006 B: | |||
0% 9/1/33 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 130,000 | 88,661 | |
0% 9/1/35 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 200,000 | 124,711 | |
San Mateo Foster City (Clean Wtr. Prog.) Series 2019, 5% 8/1/49 | 15,000 | 16,367 | |
San Mateo Unified School District Series 2011 A, 0% 9/1/41 (d) | 50,000 | 47,675 | |
Santa Clara County Fing. Auth. Lease Rev.: | |||
(Multiple Facilities Proj.) Series Q, 3% 5/15/37 | 200,000 | 177,197 | |
Series 2019 A, 3.125% 5/1/47 | 225,000 | 183,855 | |
Santa Clara Unified School District Series 2019, 4% 7/1/48 | 35,000 | 34,330 | |
Santa Clara Valley Wtr. District Wtr. Util. Rev. Series 2016 A, 5% 6/1/33 | 75,000 | 80,676 | |
Saugus Union School District Series 2020 C, 2.375% 8/1/44 | 150,000 | 107,099 | |
Sequoia Union High School District Series 2016, 3% 7/1/31 | 145,000 | 143,810 | |
Sierra Joint Cmnty. College District Series 2021 B, 2% 8/1/46 | 100,000 | 64,241 | |
Solano Cmnty. College District Series A, 0% 8/1/41 (Pre-Refunded to 8/1/28 @ 100) (d) | 40,000 | 43,088 | |
Sonoma County Jr. College District Rev.: | |||
Series 2019 B, 3% 8/1/36 | 200,000 | 181,109 | |
Series B, 3% 8/1/41 | 5,000 | 4,102 | |
Southern California Pub. Pwr. Auth. Rev. Series A, 5.25% 11/1/26 | 30,000 | 32,169 | |
Southwestern Cmnty. College District Gen. Oblig. Series 2021 C, 2.375% 8/1/46 | 100,000 | 67,204 | |
Transbay Joint Powers Auth. Series 2020 A, 5% 10/1/49 | 135,000 | 144,715 | |
Twin Rivers Unified School District Series 2016, 0% 8/1/41 (Assured Guaranty Muni. Corp. Insured) | 135,000 | 59,467 | |
Univ. of California Revs.: | |||
Series 2015 AO, 5% 5/15/40 | 125,000 | 131,243 | |
Series 2016, 5% 5/15/35 | 135,000 | 145,001 | |
Series 2017 M, 5% 5/15/32 | 75,000 | 82,188 | |
Series 2018 AZ, 4% 5/15/24 | 150,000 | 155,800 | |
Series 2018 O: | |||
4% 5/15/48 | 65,000 | 63,251 | |
5% 5/15/58 | 105,000 | 111,507 | |
Series AF, 5% 5/15/24 | 55,000 | 56,565 | |
Series AM, 5.25% 5/15/37 | 10,000 | 10,511 | |
Series AO, 5% 5/15/23 | 15,000 | 15,440 | |
Series AY, 5% 5/15/28 | 20,000 | 22,361 | |
Series I: | |||
5% 5/15/25 | 50,000 | 54,060 | |
5% 5/15/28 | 40,000 | 43,040 | |
Series M, 5% 5/15/36 | 80,000 | 86,469 | |
Series O, 4% 5/15/29 | 25,000 | 26,630 | |
Upland Gen. Oblig. Ctfs. of Prtn. Series 2017, 5% 1/1/47 | 80,000 | 82,010 | |
Upper Santa Clara Valley Joint Powers Auth. Series 2020 A, 4% 8/1/50 | 85,000 | 83,240 | |
West Contra Costa Unified School District Series C1: | |||
0% 8/1/27 (Assured Guaranty Corp. Insured) | 15,000 | 12,885 | |
0% 8/1/28 | 60,000 | 49,519 | |
West Hollywood Pub. Fing. Auth. Series 2016, 3% 4/1/41 | 140,000 | 116,699 | |
Westminster Redev. Agcy. Series 2016, 3% 11/1/41 | 125,000 | 104,696 | |
William S. Hart Union High School District Series 2009 A, 0% 8/1/33 | 50,000 | 33,655 | |
Yuba Cmnty. College District Series 2016 A: | |||
3% 8/1/36 | 165,000 | 151,074 | |
3% 8/1/37 | 35,000 | 31,786 | |
TOTAL CALIFORNIA | 22,235,998 | ||
Colorado - 1.6% | |||
Colorado Ctfs. of Prtn.: | |||
Series 2020 A, 3% 12/15/36 | 105,000 | 89,375 | |
Series 2021 A, 4% 12/15/38 | 285,000 | 280,920 | |
Colorado Health Facilities Auth.: | |||
(Bethesda Proj.) Series 2018 B, 5% 9/15/53 | 90,000 | 85,763 | |
Series 2016 B, 5% 11/15/30 | 150,000 | 161,072 | |
Series 2018 A, 4% 11/15/48 | 100,000 | 95,585 | |
Series 2019 A, 5% 11/1/29 | 35,000 | 38,490 | |
Series 2019 A1: | |||
4% 8/1/37 | 75,000 | 72,550 | |
4% 8/1/39 | 85,000 | 81,753 | |
4% 8/1/44 | 55,000 | 50,621 | |
5% 8/1/26 | 60,000 | 63,868 | |
Colorado Health Facilities Auth. Rev.: | |||
Series 2013 A, 5% 1/1/44 | 150,000 | 153,920 | |
Series B, 4% 12/1/26 (Pre-Refunded to 12/1/22 @ 100) | 50,000 | 50,502 | |
Colorado Reg'l. Trans. District Ctfs. of Prtn. Series 2013 A, 5% 6/1/25 | 25,000 | 25,695 | |
Colorado Springs Utils. Rev. Series 2018 A2, 5% 11/15/48 | 25,000 | 27,239 | |
Colorado Univ. Co. Hosp. Auth. Rev. Series 2012 A, 5% 11/15/36 | 25,000 | 25,266 | |
Denver City & County Arpt. Rev.: | |||
Series 2012 B, 5% 11/15/28 (Pre-Refunded to 11/15/22 @ 100) | 45,000 | 45,588 | |
Series 2017 A, 5% 11/15/28 (c) | 30,000 | 32,806 | |
Series 2018 A: | |||
5% 12/1/25 (c) | 115,000 | 123,647 | |
5% 12/1/36 (c) | 60,000 | 66,748 | |
Series 2018 B, 3.5% 12/1/35 | 15,000 | 14,702 | |
Series 2019 C, 5% 11/15/31 | 30,000 | 33,566 | |
Denver Convention Ctr. Hotel Auth.: | |||
Series 2016, 5% 12/1/23 | 50,000 | 51,433 | |
Series 2017, 5% 12/1/26 | 50,000 | 53,307 | |
E-470 Pub. Hwy. Auth. Rev.: | |||
Series 2000 B: | |||
0% 9/1/30 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 25,000 | 18,454 | |
0% 9/1/31 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 20,000 | 14,075 | |
0% 9/1/32 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 25,000 | 16,756 | |
Series 2006 B, 0% 9/1/37 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 100,000 | 48,150 | |
Metropolitan Wastewtr. Reclamation District Series 2020 A, 2% 4/1/39 | 100,000 | 72,862 | |
Univ. of Colorado Enterprise Sys. Rev.: | |||
Series 2014 A, 5% 6/1/28 (Pre-Refunded to 6/1/24 @ 100) | 5,000 | 5,279 | |
Series 2016 B1, 2.75% 6/1/30 | 85,000 | 81,545 | |
TOTAL COLORADO | 1,981,537 | ||
Connecticut - 1.6% | |||
Connecticut Gen. Oblig.: | |||
Series 2014 C, 5% 6/15/24 | 15,000 | 15,830 | |
Series 2015 B, 3.375% 6/15/29 | 25,000 | 25,266 | |
Series 2016 A, 5% 3/15/26 | 30,000 | 32,879 | |
Series 2017 A, 5% 4/15/27 | 25,000 | 27,916 | |
Series 2018 D, 5% 4/15/27 | 105,000 | 117,249 | |
Series 2019 A, 5% 4/15/27 | 25,000 | 27,916 | |
Series 2020 C, 4% 6/1/31 | 30,000 | 31,515 | |
Series 2021 B: | |||
3% 6/1/29 | 90,000 | 90,061 | |
3% 6/1/40 | 100,000 | 82,898 | |
4% 6/1/31 | 65,000 | 68,641 | |
Series A, 5% 3/15/28 | 35,000 | 37,248 | |
Series B, 5% 1/15/24 | 50,000 | 52,284 | |
Series D: | |||
4% 8/15/31 | 15,000 | 15,411 | |
5% 4/15/26 | 25,000 | 27,442 | |
Series E: | |||
3.375% 10/15/36 | 30,000 | 28,700 | |
5% 9/15/25 | 30,000 | 32,565 | |
5% 10/15/25 | 30,000 | 32,621 | |
Connecticut Health & Edl. Facilities Auth. Rev.: | |||
Series 2016 A, 2%, tender 7/1/26 (b) | 225,000 | 218,099 | |
Series 2019 A: | |||
4% 7/1/34 | 30,000 | 28,715 | |
5% 7/1/33 | 135,000 | 141,110 | |
Series 2020 A, 5% 7/1/30 | 50,000 | 54,883 | |
Connecticut Hsg. Fin. Auth.: | |||
Series 2017 D1, 3.2% 11/15/32 | 15,000 | 14,509 | |
Series 2018 A, 3.5% 5/15/33 | 5,000 | 4,952 | |
Series 2020 C1, 2.05% 5/15/37 | 75,000 | 59,929 | |
Series B1, 3.45% 11/15/41 | 5,000 | 4,673 | |
Connecticut Spl. Tax Oblig. Trans. Infrastructure Rev.: | |||
Series 2014 B, 5% 9/1/23 | 90,000 | 93,284 | |
Series 2015 B, 5% 8/1/26 | 110,000 | 118,675 | |
Series 2016 A, 5% 9/1/31 | 5,000 | 5,383 | |
Series 2018 A, 5% 1/1/27 | 35,000 | 38,886 | |
Series 2018 B, 5% 10/1/28 | 120,000 | 136,250 | |
Series 2021 A, 4% 5/1/37 | 35,000 | 35,111 | |
Series A: | |||
4% 9/1/35 | 45,000 | 45,371 | |
5% 9/1/30 | 60,000 | 64,879 | |
Series B: | |||
5% 10/1/33 | 10,000 | 11,008 | |
5% 10/1/36 | 85,000 | 92,575 | |
Univ. of Connecticut Gen. Oblig. Series 2018 A, 5% 4/15/29 | 25,000 | 27,887 | |
TOTAL CONNECTICUT | 1,942,621 | ||
Delaware - 0.6% | |||
Delaware Gen. Oblig.: | |||
Series 2009 C, 5% 10/1/25 | 225,000 | 245,569 | |
Series 2017, 3.25% 3/1/37 | 4,000 | 3,848 | |
Series 2020 A, 5% 1/1/30 | 225,000 | 262,005 | |
Delaware Health Facilities Auth. Rev. Series 2020 A: | |||
4% 10/1/49 | 155,000 | 147,276 | |
5% 10/1/32 | 15,000 | 16,606 | |
Delaware Trans. Auth. Series 2015, 4% 6/1/45 | 50,000 | 49,278 | |
TOTAL DELAWARE | 724,582 | ||
District Of Columbia - 1.8% | |||
District of Columbia Gen. Oblig.: | |||
Series 2013 A, 5% 6/1/26 | 65,000 | 66,895 | |
Series 2016 A, 5% 6/1/32 | 40,000 | 43,281 | |
Series 2017 A, 5% 6/1/29 | 45,000 | 49,943 | |
Series 2017 D: | |||
5% 6/1/28 | 100,000 | 111,434 | |
5% 6/1/42 | 35,000 | 37,464 | |
Series 2019 A: | |||
5% 10/15/31 | 80,000 | 90,629 | |
5% 10/15/44 | 15,000 | 16,357 | |
Series 2021 D, 5% 2/1/31 | 60,000 | 70,214 | |
District of Columbia Hosp. Rev. Series 2015, 5% 7/15/24 | 115,000 | 120,929 | |
District of Columbia Income Tax Rev. Series 2019 C: | |||
5% 10/1/29 | 180,000 | 208,339 | |
5% 10/1/33 | 205,000 | 231,162 | |
District of Columbia Univ. Rev. Series 2017, 5% 4/1/31 | 25,000 | 26,682 | |
District of Columbia Wtr. & Swr. Auth. Pub. Util. Rev.: | |||
Series 2012 C, 5% 10/1/27 | 35,000 | 35,252 | |
Series 2014 C: | |||
5% 10/1/27 | 20,000 | 21,280 | |
5% 10/1/28 | 50,000 | 53,122 | |
Series 2019 A, 5% 10/1/44 | 130,000 | 142,728 | |
Metropolitan Washington Arpts. Auth. Dulles Toll Road Rev.: | |||
(Dulles Metrorail and Cap. Impt. Proj.) Series 2019 B: | |||
3% 10/1/50 (Assured Guaranty Muni. Corp. Insured) | 20,000 | 15,197 | |
4% 10/1/53 | 45,000 | 39,536 | |
Series 2009 B: | |||
0% 10/1/25 (Assured Guaranty Corp. Insured) | 5,000 | 4,531 | |
0% 10/1/31 (Assured Guaranty Corp. Insured) | 35,000 | 24,432 | |
0% 10/1/34 (Assured Guaranty Corp. Insured) | 70,000 | 42,009 | |
0% 10/1/36 (Assured Guaranty Corp. Insured) | 20,000 | 10,804 | |
Series 2019 218, 4% 10/1/44 | 100,000 | 91,322 | |
Metropolitan Washington DC Arpts. Auth. Sys. Rev.: | |||
Series 2012 A, 5% 10/1/28 (c) | 45,000 | 45,382 | |
Series 2014 A: | |||
5% 10/1/28 (c) | 40,000 | 41,734 | |
5% 10/1/44 (c) | 105,000 | 107,904 | |
Series 2018 A, 5% 10/1/27 (c) | 65,000 | 71,579 | |
Series 2021 A: | |||
4% 10/1/41 (c) | 205,000 | 199,477 | |
5% 10/1/36 (c) | 140,000 | 152,277 | |
Washington D.C. Metropolitan Transit Auth. Rev.: | |||
Series 2017 A1, 5% 7/1/29 | 10,000 | 11,083 | |
Series 2017 B, 5% 7/1/42 | 70,000 | 75,205 | |
TOTAL DISTRICT OF COLUMBIA | 2,258,183 | ||
Florida - 4.7% | |||
Brevard County Health Facilities Auth. Health Care Facilities Rev. (Health First, Inc. Proj.) Series 2014, 4% 4/1/36 | 80,000 | 79,852 | |
Broward County Arpt. Sys. Rev.: | |||
Series 2015 A, 5% 10/1/33 (c) | 35,000 | 36,371 | |
Series 2019 A, 5% 10/1/49 (c) | 100,000 | 104,104 | |
Broward County Port Facilities Rev. Series 2019 B, 4% 9/1/38 (c) | 75,000 | 75,273 | |
Broward County Wtr. & Swr. Util. Rev. Series 2019 A, 4% 10/1/43 | 200,000 | 202,225 | |
Central Florida Expressway Auth. Sr. Lien Rev.: | |||
Series 2016 B: | |||
3% 7/1/37 (Assured Guaranty Muni. Corp. Insured) | 50,000 | 45,472 | |
4% 7/1/40 | 20,000 | 19,750 | |
Series 2017, 3.375% 7/1/42 | 70,000 | 63,014 | |
Florida Board of Ed. Lottery Rev. Series 2016 B, 5% 7/1/26 | 65,000 | 71,578 | |
Florida Board of Ed. Pub. Ed. Cap. Outlay: | |||
Series 2015 E, 5% 6/1/24 | 20,000 | 21,151 | |
Series 2018 A, 4% 6/1/37 | 55,000 | 56,053 | |
Series 2018 B, 4% 6/1/48 | 160,000 | 161,246 | |
Series 2019 C, 5% 6/1/26 | 230,000 | 254,705 | |
Series 2019 D, 4% 6/1/30 | 35,000 | 37,737 | |
Series C: | |||
4% 6/1/28 | 30,000 | 30,476 | |
5% 6/1/25 | 90,000 | 97,562 | |
Series D, 4% 6/1/32 | 25,000 | 26,211 | |
Florida Dept. of Trans. Tpk. Rev.: | |||
Series 2016 B, 2.625% 7/1/27 | 60,000 | 59,634 | |
Series 2021 B, 2% 7/1/43 | 155,000 | 101,892 | |
Florida Dev. Fin. Corp. Healthcare Facility Rev. Series 2021, 5% 11/15/26 | 100,000 | 108,594 | |
Florida Higher Edl. Facilities Fing. Auth. (Nova Southeastern Univ. Proj.) Series 2016, 5% 4/1/35 | 40,000 | 41,782 | |
Gainesville Utils. Sys. Rev. Series 2021 A1, 5% 10/1/46 | 100,000 | 110,128 | |
Greater Orlando Aviation Auth. Arpt. Facilities Rev. Series 2017 A, 5% 10/1/30 (Pre-Refunded to 10/1/27 @ 100) (c) | 30,000 | 33,516 | |
Hillsborough County Cap. Impt. Series 2019: | |||
3.125% 8/1/46 | 50,000 | 42,477 | |
3.25% 8/1/49 | 10,000 | 8,566 | |
Hillsborough County Indl. Dev. (Tampa Gen. Hosp. Proj.) Series 2012 A: | |||
3.5% 10/1/28 | 50,000 | 50,046 | |
5% 10/1/28 | 25,000 | 25,504 | |
Hillsborough County School Board Ctfs. of Prtn. Series 2020 A, 5% 7/1/29 | 75,000 | 83,707 | |
Jacksonville Elec. Auth. Elec. Sys. Rev. Series 2017 B3, 5% 10/1/27 | 125,000 | 138,936 | |
Jacksonville Spl. Rev.: | |||
Series 2013 A, 5% 10/1/40 | 75,000 | 77,150 | |
Series 2013 C, 5.25% 10/1/30 | 150,000 | 155,295 | |
Series 2014, 5% 10/1/28 | 65,000 | 68,911 | |
Series 2019 A: | |||
5% 10/1/24 | 85,000 | 90,172 | |
5% 10/1/27 | 80,000 | 89,167 | |
5% 10/1/29 | 25,000 | 28,458 | |
5% 10/1/32 | 60,000 | 67,448 | |
5% 10/1/34 | 100,000 | 111,847 | |
JEA Wtr. & Swr. Sys. Rev. Series 2017 A, 4% 10/1/34 | 15,000 | 15,276 | |
Lakeland Hosp. Sys. Rev. Series 2016, 3% 11/15/32 | 10,000 | 9,150 | |
Miami Beach Health Facilities Auth. Hosp. Rev. Series 2014 A, 5% 11/15/39 | 25,000 | 25,417 | |
Miami Beach Wtr. & Swr. Rev. Series 2017, 5% 9/1/47 | 115,000 | 124,998 | |
Miami-Dade County Aviation Rev.: | |||
Series 2012 A, 5% 10/1/30 (Pre-Refunded to 10/1/22 @ 100) (c) | 45,000 | 45,387 | |
Series 2012 B, 5% 10/1/25 (Pre-Refunded to 10/1/22 @ 100) | 40,000 | 40,354 | |
Series 2016 A, 5% 10/1/41 | 20,000 | 20,767 | |
Series 2020 A, 4% 10/1/39 | 130,000 | 126,075 | |
Miami-Dade County Cap. Asset Acquisition: | |||
Series 2009: | |||
0% 10/1/44 | 155,000 | 54,940 | |
0% 10/1/46 | 10,000 | 3,193 | |
0% 10/1/47 | 50,000 | 15,182 | |
Series 2016: | |||
0% 10/1/31 | 5,000 | 3,590 | |
0% 10/1/32 | 15,000 | 10,281 | |
Miami-Dade County Edl. Facilities Rev. Series 2015 A, 4% 4/1/45 | 100,000 | 92,269 | |
Miami-Dade County Expressway Auth. Series 2014 B, 5% 7/1/22 | 70,000 | 70,000 | |
Miami-Dade County Gen. Oblig.: | |||
(Bldg. Better Cmntys. Prog.): | |||
Series 2013 A, 5% 7/1/26 | 55,000 | 59,615 | |
Series 2015 B, 5% 7/1/27 | 40,000 | 42,212 | |
Series 2015 D, 3% 7/1/39 | 10,000 | 8,809 | |
Miami-Dade County Health Facilities Auth. Hosp. Rev. (Nicklaus Children's Hosp. Proj.) Series 2017, 5% 8/1/47 | 110,000 | 113,328 | |
Miami-Dade County School Board Ctfs. of Prtn. Series 2015 A, 5% 5/1/26 | 100,000 | 106,608 | |
Miami-Dade County Sports Facilities Series C, 0% 10/1/48 (Assured Guaranty Corp. Insured) | 15,000 | 4,387 | |
Miami-Dade County Transit Sales Surtax Rev. Series 2019, 5% 7/1/31 | 20,000 | 22,754 | |
Miami-Dade County Wtr. & Swr. Rev.: | |||
Series 2017 A, 4% 10/1/39 | 75,000 | 75,181 | |
Series 2017 B, 3.125% 10/1/39 | 5,000 | 4,448 | |
Series 2019 B, 3% 10/1/49 | 10,000 | 7,942 | |
Series 2019, 5% 10/1/46 | 165,000 | 178,320 | |
North Broward Hosp. District Rev. Series 2017 B, 5% 1/1/32 | 10,000 | 10,462 | |
North Miami Beach Wtr. Rev. Series 2020 A, 5% 8/1/44 | 60,000 | 66,375 | |
Orange County Health Facilities Auth. Series 2016: | |||
4% 10/1/45 | 65,000 | 62,346 | |
5% 8/1/47 | 80,000 | 84,627 | |
Orange County Tourist Dev. Tax Rev.: | |||
Series 2016 A, 4% 10/1/34 | 20,000 | 20,150 | |
Series 2016 B, 4% 10/1/36 | 30,000 | 30,055 | |
Orlando Utils. Commission Util. Sys. Rev. Series 2018 A, 5% 10/1/34 | 5,000 | 5,505 | |
Palm Beach County Health Facilities Series 2016, 5% 11/15/32 | 25,000 | 26,133 | |
Palm Beach County Pub. Impt. Rev. (Professional Sports Franchise Facility Proj.) Series 2015 D: | |||
5% 12/1/40 (Pre-Refunded to 12/1/25 @ 100) | 40,000 | 43,717 | |
5% 12/1/45 (Pre-Refunded to 12/1/25 @ 100) | 100,000 | 109,293 | |
Putnam County Dev. Auth. Poll. Cont. Rev. (Seminole Elec. Coop., Inc. Proj.) Series 2018 A, 5% 3/15/42 | 90,000 | 97,405 | |
South Broward Hosp. District Rev. Series 2017, 5% 5/1/28 | 55,000 | 60,850 | |
South Miami Health Facilities Auth. Hosp. Rev. Series 2017, 5% 8/15/23 | 75,000 | 77,568 | |
Tampa Bay Wtr. Reg'l. Wtr. Supply Auth. Util. Sys. Rev. Series 2020 A: | |||
4% 10/1/38 | 100,000 | 101,820 | |
5% 10/1/54 | 260,000 | 288,687 | |
Tampa Health Sys. Rev. Series 2016 A: | |||
4% 11/15/46 | 140,000 | 136,055 | |
5% 11/15/46 | 120,000 | 125,317 | |
Tampa Tax Allocation (H. Lee Moffitt Cancer Ctr. Proj.) Series 2020 A, 0% 9/1/53 | 5,000 | 1,035 | |
Volusia County Edl. Facilities Auth. Rev. (Stetson Univ., Inc. Proj.) Series 2015, 5% 6/1/45 | 305,000 | 310,772 | |
TOTAL FLORIDA | 5,814,665 | ||
Georgia - 1.8% | |||
Atlanta Arpt. Rev. Series 2019 B, 4% 7/1/49 (c) | 125,000 | 116,541 | |
Atlanta Wtr. & Wastewtr. Rev.: | |||
Series 2013 B, 5.25% 11/1/30 (Pre-Refunded to 11/1/23 @ 100) | 100,000 | 104,531 | |
Series 2015: | |||
5% 11/1/28 | 25,000 | 26,594 | |
5% 11/1/29 | 5,000 | 5,307 | |
5% 11/1/35 (Pre-Refunded to 5/1/25 @ 100) | 30,000 | 32,382 | |
5% 11/1/40 | 40,000 | 41,894 | |
5% 11/1/43 (Pre-Refunded to 5/1/25 @ 100) | 25,000 | 26,985 | |
Series 2018 C, 4% 11/1/37 | 15,000 | 15,081 | |
Augusta Dev. Auth. Rev. (AU Health Sys., Inc. Proj.) Series 2018, 4% 7/1/39 | 20,000 | 18,086 | |
Brookhaven Dev. Auth. Rev. Series 2019 A: | |||
4% 7/1/49 | 105,000 | 99,638 | |
5% 7/1/26 | 20,000 | 22,032 | |
Burke County Indl. Dev. Auth. Poll. Cont. Rev. (Oglethorpe Pwr. Corp. Vogtle Proj.) Series 2017 D, 4.125% 11/1/45 | 20,000 | 18,410 | |
Fulton County Dev. Auth. Rev. Series 2019, 5% 6/15/44 | 20,000 | 21,785 | |
Gainesville & Hall County Hosp. Auth. Rev.: | |||
(Northeast Georgia Health Sys., Inc. Proj.) Series 2020 A, 5% 2/15/31 | 50,000 | 54,624 | |
(Northeast Georgia Healthcare Sys., Inc. Proj.) Series 2014 A, 4% 8/15/46 (Pre-Refunded to 2/15/25 @ 100) | 55,000 | 57,608 | |
Georgia Gen. Oblig.: | |||
Series 2015 A, 3% 2/1/30 | 20,000 | 20,099 | |
Series 2016 F, 5% 1/1/26 | 25,000 | 27,406 | |
Series 2017 A, 5% 2/1/25 | 190,000 | 204,105 | |
Series 2018 A: | |||
3% 7/1/33 | 25,000 | 24,620 | |
4% 7/1/34 | 155,000 | 161,552 | |
5% 7/1/27 | 5,000 | 5,644 | |
Series 2021 A, 4% 7/1/35 | 105,000 | 111,108 | |
Georgia Hsg. & Fin. Auth.: | |||
Series 2015 A, 3.95% 12/1/43 | 50,000 | 49,800 | |
Series 2017 C, 3.75% 6/1/48 | 110,000 | 108,299 | |
Georgia Muni. Elec. Auth. Pwr. Rev. Series 2018 HH, 4.125% 1/1/49 (Assured Guaranty Muni. Corp. Insured) | 65,000 | 63,894 | |
Griffin-Spalding County Hosp. (Wellstar Health Sys., Inc. Proj.) Series 2017 A, 3.75% 4/1/47 | 10,000 | 8,884 | |
Gwinnett County School District Gen. Oblig. Series 2019, 5% 2/1/39 | 100,000 | 111,605 | |
Hosp. Auth. of Savannah Auth. Rev. Series 2019 A, 3.125% 7/1/44 | 110,000 | 87,791 | |
Main Street Natural Gas, Inc. Series 2019 A, 4% 5/15/39 | 100,000 | 96,327 | |
Metropolitan Atlanta Rapid Transit Auth. Sales Tax Rev.: | |||
Series 2007 A, 5.25% 7/1/27 | 65,000 | 73,934 | |
Series 2019 A, 3.125% 7/1/46 | 25,000 | 20,831 | |
Paulding County Wtr. & Sew Rev. Series 2016, 3% 12/1/48 | 20,000 | 15,961 | |
Private Colleges & Univs. Auth. Rev. Series 2020 B: | |||
4% 9/1/41 | 100,000 | 99,133 | |
5% 9/1/30 | 100,000 | 115,801 | |
Richmond County Hosp. Auth.: | |||
(Univ. Health Svcs., Inc. Projs.) Series 2016, 5% 1/1/27 | 105,000 | 113,589 | |
(Univ. Health Svcs., Inc. Proj.) Series 2016, 4% 1/1/35 | 70,000 | 70,273 | |
TOTAL GEORGIA | 2,252,154 | ||
Hawaii - 0.8% | |||
Hawaii Arpts. Sys. Rev.: | |||
Series 2020 A, 4% 7/1/35 (c) | 80,000 | 78,974 | |
Series 2020 D, 4% 7/1/39 | 100,000 | 99,653 | |
Hawaii Dept. of Budget & Fin. Spl. Purp. Rev. Series 2015 A, 4% 7/1/40 | 35,000 | 33,783 | |
Hawaii Gen. Oblig.: | |||
Series 2015 EY, 5% 10/1/26 | 130,000 | 141,245 | |
Series 2016 FG, 5% 10/1/30 | 30,000 | 32,861 | |
Series FN 5% 10/1/22 | 10,000 | 10,087 | |
Series FT: | |||
5% 1/1/27 | 50,000 | 55,642 | |
5% 1/1/32 | 65,000 | 72,115 | |
Series FW, 3.5% 1/1/38 | 35,000 | 33,697 | |
Honolulu City & County Gen. Oblig. Series A, 5% 10/1/39 | 100,000 | 106,423 | |
Honolulu City and County Wastewtr. Sys.: | |||
Series 2016 B, 4% 7/1/33 | 235,000 | 243,640 | |
Series 2018 A, 3.375% 7/1/42 | 40,000 | 35,591 | |
Series 2019 A, 4% 7/1/37 | 100,000 | 102,226 | |
TOTAL HAWAII | 1,045,937 | ||
Idaho - 0.4% | |||
Idaho Health Facilities Auth. Rev.: | |||
(St. Luke's Health Sys. Proj.) Series 2018 A: | |||
5% 3/1/27 | 25,000 | 27,088 | |
5% 3/1/28 | 195,000 | 212,681 | |
Series 2015 ID: | |||
5.5% 12/1/27 | 60,000 | 64,967 | |
5.5% 12/1/29 | 20,000 | 21,476 | |
Idaho Hsg. & Fin. Assoc. Single Family Mtg. Series 2021 A, 4% 7/15/38 | 105,000 | 104,746 | |
TOTAL IDAHO | 430,958 | ||
Illinois - 4.9% | |||
Chicago Board of Ed. Series 2016, 5.75% 4/1/35 | 100,000 | 105,166 | |
Chicago Gen. Oblig.: | |||
Series 1999: | |||
0% 1/1/31 | 40,000 | 27,920 | |
0% 1/1/33 | 50,000 | 31,392 | |
Series 2002 B, 5% 1/1/26 | 15,000 | 15,535 | |
Series 2007 E, 5.5% 1/1/35 | 45,000 | 46,419 | |
Series 2008 C: | |||
0% 1/1/26 | 85,000 | 74,300 | |
0% 1/1/30 | 85,000 | 61,171 | |
Series 2014 A, 5.25% 1/1/30 | 30,000 | 30,580 | |
Series 2015 A: | |||
5% 1/1/26 | 15,000 | 15,536 | |
5.5% 1/1/33 | 20,000 | 20,662 | |
Series 2015 C, 5% 1/1/27 | 50,000 | 52,298 | |
Series 2019 A, 5% 1/1/40 | 15,000 | 15,451 | |
Chicago Midway Arpt. Rev.: | |||
Series 2014 A, 5% 1/1/26 (c) | 65,000 | 66,942 | |
Series 2014 B, 5% 1/1/27 | 5,000 | 5,162 | |
Chicago O'Hare Int'l. Arpt. Rev.: | |||
Series 2013 A, 5% 1/1/26 (c) | 75,000 | 76,014 | |
Series 2013 B, 5% 1/1/26 | 55,000 | 55,735 | |
Series 2013 D: | |||
5% 1/1/44 | 15,000 | 15,130 | |
5.25% 1/1/33 | 100,000 | 101,211 | |
Series 2015 B: | |||
5% 1/1/28 | 45,000 | 47,322 | |
5% 1/1/33 | 105,000 | 109,264 | |
Series 2015 D, 5% 1/1/46 | 110,000 | 112,227 | |
Series 2016 C, 5% 1/1/37 | 100,000 | 104,430 | |
Series 2017 B, 5% 1/1/33 | 30,000 | 32,025 | |
Series 2018 B: | |||
5% 1/1/37 | 45,000 | 48,249 | |
5% 1/1/38 | 20,000 | 21,344 | |
5% 1/1/48 | 10,000 | 10,438 | |
Series 2020 B, 5% 1/1/29 | 60,000 | 67,203 | |
Chicago Transit Auth. Cap. Grant Receipts Rev. Series 2017, 5% 6/1/25 | 30,000 | 31,977 | |
Chicago Wtr. Rev. Series 2000, 5% 11/1/30 | 15,000 | 15,705 | |
Cook County Cmnty. College District Series 2013, 5.25% 12/1/30 | 40,000 | 40,717 | |
Cook County Gen. Oblig. Series 2018, 5% 11/15/34 | 100,000 | 107,026 | |
Illinois Fin. Auth.: | |||
(Bradley Univ. Proj.) Series 2021 A, 4% 8/1/43 | 80,000 | 69,916 | |
Series 2015, 4.125% 5/1/45 | 125,000 | 119,576 | |
Series 2020 A, 3% 5/15/50 | 80,000 | 58,539 | |
Illinois Fin. Auth. Rev.: | |||
Series 2013, 4% 8/15/42 (Pre-Refunded to 8/15/22 @ 100) | 50,000 | 50,149 | |
Series 2014 A, 5% 10/1/30 | 105,000 | 110,470 | |
Series 2016: | |||
3.25% 5/15/39 | 160,000 | 141,145 | |
3.25% 11/15/45 | 15,000 | 12,083 | |
4% 1/1/25 | 145,000 | 150,530 | |
4% 7/1/30 | 60,000 | 62,002 | |
4% 12/1/31 | 25,000 | 25,001 | |
5% 7/1/24 | 360,000 | 380,922 | |
Series 2018 A: | |||
5% 10/1/41 | 25,000 | 27,047 | |
5% 10/1/48 | 20,000 | 21,472 | |
Illinois Gen. Oblig.: | |||
Series 2012 A: | |||
4% 1/1/29 | 70,000 | 70,055 | |
4% 1/1/30 | 35,000 | 35,020 | |
Series 2013: | |||
5% 7/1/22 | 5,000 | 5,000 | |
5% 7/1/23 | 15,000 | 15,357 | |
5.25% 7/1/31 | 85,000 | 86,493 | |
Series 2014: | |||
5% 4/1/27 | 55,000 | 56,705 | |
5% 5/1/30 | 230,000 | 235,947 | |
5% 2/1/39 | 200,000 | 202,100 | |
Series 2016 June: | |||
3.5% 6/1/30 | 60,000 | 58,946 | |
3.5% 6/1/31 | 70,000 | 67,853 | |
Series 2016: | |||
4% 1/1/31 | 70,000 | 70,473 | |
5% 2/1/27 | 65,000 | 69,784 | |
5% 11/1/36 | 100,000 | 102,982 | |
Series 2017 A, 4.5% 12/1/41 | 35,000 | 34,529 | |
Series 2017 B, 5% 12/1/24 | 65,000 | 68,101 | |
Series 2017 C, 5% 11/1/29 | 10,000 | 10,645 | |
Series 2017 D: | |||
3.25% 11/1/26 | 40,000 | 40,035 | |
5% 11/1/28 | 140,000 | 150,039 | |
Series 2018 A, 5% 10/1/24 | 120,000 | 125,398 | |
Series 2018 B, 5% 10/1/24 | 20,000 | 20,900 | |
Series 2019 B, 5% 9/1/25 | 30,000 | 31,698 | |
Series 2020 D, 5% 10/1/25 | 50,000 | 52,886 | |
Series November 2016, 4.125% 11/1/31 | 40,000 | 40,232 | |
Illinois Hsg. Dev. Auth. Rev. Series 2018 A, 4.125% 10/1/38 | 40,000 | 40,467 | |
Illinois Sales Tax Rev.: | |||
Series 2013: | |||
5% 6/15/23 | 140,000 | 143,194 | |
5% 6/15/24 | 20,000 | 20,443 | |
5% 6/15/25 | 5,000 | 5,106 | |
Series 2016 A, 3% 6/15/33 | 25,000 | 22,692 | |
Series 2016 C, 4% 6/15/23 | 75,000 | 76,016 | |
Series 2016 D, 3% 6/15/31 | 35,000 | 32,482 | |
Series 2021 A, 4% 6/15/30 | 60,000 | 62,393 | |
Illinois Toll Hwy. Auth. Toll Hwy. Rev.: | |||
Series 2014 B, 5% 1/1/37 | 25,000 | 25,599 | |
Series 2014 C, 5% 1/1/30 | 100,000 | 104,905 | |
Series 2015 A, 5% 1/1/40 | 25,000 | 25,977 | |
Series 2016 A, 5% 12/1/31 | 50,000 | 53,327 | |
Series 2017 A, 5% 1/1/36 | 50,000 | 54,076 | |
Series 2019 C, 5% 1/1/31 | 120,000 | 135,813 | |
Series B: | |||
5% 1/1/27 | 25,000 | 27,675 | |
5% 1/1/30 | 50,000 | 57,307 | |
Series C, 5% 1/1/30 | 95,000 | 108,883 | |
Kendall, Kane & Will Counties Cmnty. Unit School District #308 Series 2016, 5% 2/1/31 | 65,000 | 70,374 | |
Metropolitan Pier & Exposition: | |||
(McCormick Place Expansion Proj.): | |||
Series 2002 A, 0% 6/15/36 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 35,000 | 18,889 | |
Series A: | |||
0% 6/15/37 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 170,000 | 86,704 | |
0% 6/15/38 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 90,000 | 43,309 | |
0% 12/15/38 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 10,000 | 4,680 | |
Series 1998 A, 5.5% 12/15/23 | 25,000 | 25,743 | |
Series 2002 A: | |||
0% 12/15/26 | 95,000 | 81,480 | |
0% 6/15/32 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 20,000 | 13,245 | |
0% 12/15/34 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 20,000 | 11,690 | |
Series 2002: | |||
0% 12/15/23 | 30,000 | 28,801 | |
0% 12/15/31 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 30,000 | 20,410 | |
Series 2017 B, 0% 12/15/56 (Assured Guaranty Muni. Corp. Insured) | 15,000 | 2,775 | |
Northern Illinois Muni. Pwr. Agcy. Rev. (Prarie State Proj.) Series 2016 A, 5% 12/1/29 | 45,000 | 49,663 | |
Sales Tax Securitization Corp. Series 2017 A, 5% 1/1/28 | 50,000 | 54,924 | |
Springfield Elec. Rev. Series 2015: | |||
4% 3/1/40 (Assured Guaranty Muni. Corp. Insured) | 35,000 | 35,184 | |
5% 3/1/31 | 60,000 | 63,822 | |
5% 3/1/32 | 115,000 | 122,295 | |
TOTAL ILLINOIS | 6,174,924 | ||
Indiana - 1.2% | |||
Carmel Local Pub. Impt. Bond Bank Series 2016, 5% 7/15/30 | 45,000 | 48,958 | |
Indiana Bond Bank Series 2008 B, 0% 6/1/32 (Assured Guaranty Muni. Corp. Insured) | 70,000 | 48,235 | |
Indiana Fin. Auth. Health Sys. Rev. Series 2017, 5% 11/1/32 | 70,000 | 75,521 | |
Indiana Fin. Auth. Hwy. Rev. Series 2016 C, 5% 12/1/25 | 35,000 | 38,144 | |
Indiana Fin. Auth. Rev.: | |||
Series 2012 C, 5% 2/1/32 (Pre-Refunded to 2/1/23 @ 100) | 60,000 | 61,199 | |
Series 2019 E: | |||
5% 2/1/36 | 25,000 | 27,831 | |
5% 2/1/40 | 65,000 | 71,726 | |
Series 2021 B, 5% 2/1/41 | 150,000 | 170,036 | |
Indiana Fin. Auth. Wastewtr. Util. Rev. (CWA Auth. Proj.) Series 2021 A, 3% 10/1/40 | 45,000 | 38,462 | |
Indiana Health & Edl. Facilities Fing. Auth. Rev. Series 2006 B, 5% 11/15/46 | 100,000 | 105,619 | |
Indiana Muni. Pwr. Agcy. Pwr. Supply Sys. Rev.: | |||
Series 2014 A: | |||
5% 1/1/30 | 100,000 | 106,216 | |
5% 1/1/31 | 65,000 | 68,975 | |
Series 2016 C: | |||
5% 1/1/24 | 150,000 | 156,483 | |
5% 1/1/39 | 230,000 | 245,847 | |
Indianapolis Local Pub. Impt.: | |||
(Courthouse and Jail Proj.) Series 2019 A: | |||
5% 2/1/33 | 100,000 | 112,153 | |
5% 2/1/54 | 25,000 | 27,170 | |
(Pilot Infrastructure Prog.) Series 2017 C, 5% 1/1/33 | 40,000 | 44,369 | |
Indianapolis Local Pub. Impt. Bond Bank Series E, 0% 2/1/28 (AMBAC Insured) | 5,000 | 4,233 | |
Indianapolis Wtr. Sys. Rev. Series 2018 A, 5% 10/1/30 | 55,000 | 61,870 | |
TOTAL INDIANA | 1,513,047 | ||
Iowa - 0.3% | |||
Iowa Fin. Auth. Health Care Facilities Rev. Series 2013, 5% 7/1/33 (Pre-Refunded to 7/1/23 @ 100) | 55,000 | 56,766 | |
Iowa Fin. Auth. Rev.: | |||
Series 2017, 5% 8/1/37 | 115,000 | 125,313 | |
Series 2020 A, 5% 8/1/36 | 105,000 | 119,340 | |
Iowa Fin. Auth. Single Family Mtg. (Mtg.-Backed Securities Prog.) Series 2019 A, 4% 7/1/47 | 80,000 | 81,160 | |
Iowa Spl. Oblig. Series 2019, 5% 6/1/33 | 30,000 | 33,796 | |
TOTAL IOWA | 416,375 | ||
Kansas - 0.1% | |||
Johnson & Miami County Unified School District Series 2016 B, 3% 9/1/37 | 30,000 | 26,929 | |
Univ. of Kansas Hosp. Auth. Health Facilities Rev. Series 2019 A, 4% 9/1/48 | 50,000 | 46,903 | |
Wyandotte County/Kansas City Unified Govt. Util. Sys. Rev. Series 2012 B, 5% 9/1/37 (Pre-Refunded to 9/1/22 @ 100) | 45,000 | 45,259 | |
TOTAL KANSAS | 119,091 | ||
Kentucky - 0.4% | |||
Econ. Dev. Fin. Auth. Lousiville Arena Proj. Rev. Series A2, 0% 12/1/23 (Escrowed to Maturity) | 60,000 | 58,344 | |
Kentucky Asset/Liability Commission Agcy. Fund Rev. Series 2014 A, 5% 9/1/26 | 135,000 | 142,862 | |
Kentucky Eco Dev. Fin. Auth. Health Rev. Series 2000 B, 0% 10/1/26 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 100,000 | 87,053 | |
Kentucky Muni. Pwr. Agcy. Pwr. Sys. Rev. (Prarie State Proj.) Series 2015 A: | |||
5% 9/1/23 | 5,000 | 5,168 | |
5% 9/1/42 | 5,000 | 5,330 | |
Kentucky State Property & Buildings Commission Rev. Series B, 5% 11/1/28 | 30,000 | 32,945 | |
Kentucky, Inc. Pub. Energy Series 2019 C, 4% 8/1/27 | 50,000 | 50,618 | |
Louisville & Jefferson County Series 2016 A, 3% 10/1/37 | 95,000 | 77,578 | |
Louisville & Jefferson County Metropolitan Swr. District Swr. & Drain Sys. Rev. Series 2017 A, 3.25% 5/15/46 | 100,000 | 84,208 | |
TOTAL KENTUCKY | 544,106 | ||
Louisiana - 0.8% | |||
Jefferson Sales Tax District Series 2019 B, 4% 12/1/42 (Assured Guaranty Muni. Corp. Insured) | 5,000 | 4,852 | |
Lafayette Util. Sys. Rev. Series 2012, 5% 11/1/28 (Pre-Refunded to 11/1/22 @ 100) | 60,000 | 60,699 | |
Louisiana Gen. Oblig.: | |||
Series 2012 A, 4% 8/1/31 (Pre-Refunded to 8/1/22 @ 100) | 35,000 | 35,069 | |
Series 2014 D1, 3% 12/1/29 | 40,000 | 39,616 | |
Series 2017 A, 5% 4/1/25 | 25,000 | 26,874 | |
Louisiana Local Govt. Envir. Facilities and Cmnty. Dev. Auth. (Woman's Hosp. Foundation Proj.) Series 2017 A, 4% 10/1/41 | 50,000 | 48,524 | |
Louisiana Pub. Facilities Auth. Hosp. Rev.: | |||
(Franciscan Missionaries of Our Lady Health Sys. Proj.): | |||
Series 2012 B, 5% 7/1/42 (Pre-Refunded to 7/1/22 @ 100) | 30,000 | 30,000 | |
Series 2017 A, 3.75% 7/1/47 | 30,000 | 26,314 | |
Bonds (Louisiana Children's Med. Ctr. Proj.) Series 2015 A3, 5%, tender 6/1/23 (b) | 50,000 | 51,398 | |
Louisiana Pub. Facilities Auth. Rev.: | |||
(Hurricane Recovery Prog.) Series 2014, 5% 6/1/24 | 50,000 | 52,724 | |
(Loyola Univ. Proj.) Series 2017, 0% 10/1/46 (d) | 35,000 | 32,005 | |
Louisiana Stadium and Exposition District Series 2013 A, 5% 7/1/27 | 100,000 | 103,151 | |
New Orleans Aviation Board Series 2018 A, 4% 10/1/43 (Assured Guaranty Muni. Corp. Insured) | 150,000 | 147,006 | |
New Orleans Aviation Board Rev. (North Term. Proj.) Series 2015 B, 5% 1/1/40 (c) | 140,000 | 142,756 | |
New Orleans Wtr. Series 2015, 5% 12/1/40 (Pre-Refunded to 12/1/25 @ 100) | 25,000 | 27,237 | |
State of Louisiana Grant Anticipation Rev.: | |||
Series 2019 A, 5% 9/1/29 | 30,000 | 33,866 | |
Series 2021, 5% 9/1/33 | 100,000 | 114,368 | |
TOTAL LOUISIANA | 976,459 | ||
Maryland - 1.7% | |||
Baltimore County Gen. Oblig. Series 2019, 4% 3/1/35 | 40,000 | 41,494 | |
Maryland Dept. of Trans.: | |||
Series 2016, 4% 11/1/29 | 85,000 | 87,805 | |
Series 2018, 3% 5/1/31 | 40,000 | 40,076 | |
Series 2021 B, 4% 8/1/51 (c) | 100,000 | 91,076 | |
Maryland Gen. Oblig.: | |||
Series 2017 B, 5% 8/1/25 | 30,000 | 32,586 | |
Series 2019 1, 5% 3/15/31 | 70,000 | 79,728 | |
Series 2019, 5% 3/15/30 | 50,000 | 57,196 | |
Series 2020 A: | |||
5% 8/1/29 | 150,000 | 174,119 | |
5% 8/1/35 | 55,000 | 63,085 | |
Series 2021 2A, 5% 8/1/28 | 120,000 | 137,407 | |
Series 2021 A, 5% 8/1/32 | 75,000 | 88,175 | |
Series A, 5% 3/15/30 | 30,000 | 33,720 | |
Series C, 5% 8/1/24 | 5,000 | 5,308 | |
Maryland Health & Higher Edl. Series 2021 A, 2.5% 7/1/51 | 90,000 | 57,556 | |
Maryland Health & Higher Edl. Facilities Auth. Rev.: | |||
Series 2015, 4% 7/1/35 (Pre-Refunded to 7/1/25 @ 100) | 100,000 | 105,390 | |
Series 2017 A, 4% 5/15/47 | 55,000 | 51,005 | |
Series 2017 MD, 4% 12/1/46 | 15,000 | 14,096 | |
Maryland Stadium Auth. Built to Learn Rev. Series 2021: | |||
2.75% 6/1/51 | 145,000 | 105,150 | |
4% 6/1/37 | 115,000 | 114,403 | |
Maryland Trans. Auth. Passenger Facility Charge Rev. Series 2012 B, 2.625% 6/1/27 (c) | 40,000 | 38,522 | |
Maryland Trans. Auth. Trans. Facility Projs. Rev. Series 2021 A: | |||
2.25% 7/1/39 | 65,000 | 48,723 | |
3% 7/1/47 | 145,000 | 119,781 | |
Montgomery County Gen. Oblig.: | |||
Series 2014 A, 5% 11/1/29 (Pre-Refunded to 11/1/24 @ 100) | 85,000 | 90,717 | |
Series 2015 B, 3% 12/1/29 | 70,000 | 70,389 | |
Series 2020 B, 4% 11/1/31 | 100,000 | 109,667 | |
Univ. of Maryland Sys. Auxiliary Facility & Tuition Rev. Series 2021 A, 4% 4/1/47 | 205,000 | 199,996 | |
Washington Suburban San. District Series 2016 2: | |||
4% 6/1/42 | 10,000 | 10,058 | |
5% 6/1/34 | 65,000 | 70,165 | |
TOTAL MARYLAND | 2,137,393 | ||
Massachusetts - 3.4% | |||
Belmont Gen. Oblig. Series 2019, 4% 3/15/49 | 135,000 | 134,065 | |
Boston Gen. Oblig. Series A, 5% 4/1/26 | 40,000 | 44,056 | |
Massachusetts Bay Trans. Auth. Sales Tax Rev.: | |||
Series 2005 A, 5% 7/1/25 | 55,000 | 59,632 | |
Series 2007, 5.25% 7/1/28 | 40,000 | 46,060 | |
Series A, 5.25% 7/1/28 | 20,000 | 23,030 | |
Series B, 5% 7/1/33 | 5,000 | 5,289 | |
Series C, 5.5% 7/1/23 | 65,000 | 67,470 | |
Massachusetts Commonwealth Trans. Fund Rev.: | |||
(Rail Enhancement & Accelerated Bridge Prog.) Series 2017 A, 5% 6/1/47 | 20,000 | 21,333 | |
(Rail Enhancement Prog.) Series 2021 A, 3% 6/1/50 | 185,000 | 145,816 | |
Series 2015 A, 3.25% 6/1/35 | 150,000 | 145,734 | |
Massachusetts Dev. Fin. Agcy. Rev.: | |||
Series 2016 I, 3% 7/1/32 | 25,000 | 23,354 | |
Series 2016 Q, 5% 7/1/24 | 125,000 | 131,738 | |
Series 2018 L, 4% 7/1/44 | 165,000 | 162,656 | |
Series 2020 A2, 5% 7/1/39 | 105,000 | 112,802 | |
Series BB1, 4% 10/1/46 | 25,000 | 24,260 | |
Series C, 3% 10/1/45 (Assured Guaranty Muni. Corp. Insured) | 10,000 | 7,953 | |
Series D, 4% 7/1/45 | 25,000 | 22,616 | |
Series F, 5% 8/15/24 | 110,000 | 115,198 | |
Massachusetts Edl. Fing. Auth. Rev. Series 2015 A, 5% 1/1/26 (c) | 60,000 | 63,016 | |
Massachusetts Fed. Hwy. (Accelerated Bridge Prog.) Series A, 5% 6/15/25 | 5,000 | 5,268 | |
Massachusetts Gen. Oblig.: | |||
Series 2004 C, 5.5% 12/1/24 | 130,000 | 140,630 | |
Series 2015 A, 5% 7/1/26 | 130,000 | 143,732 | |
Series 2015 E, 4% 9/1/39 | 160,000 | 160,142 | |
Series 2016 B: | |||
4% 7/1/33 | 75,000 | 76,624 | |
5% 7/1/27 | 5,000 | 5,629 | |
Series 2016 G: | |||
3% 9/1/46 | 10,000 | 8,180 | |
4% 9/1/32 | 75,000 | 77,112 | |
Series 2017 A, 5% 4/1/35 | 100,000 | 108,443 | |
Series 2017 E, 5% 11/1/24 | 60,000 | 64,078 | |
Series 2017 F, 5% 11/1/44 | 20,000 | 21,526 | |
Series 2018 E, 5% 9/1/25 | 100,000 | 108,816 | |
Series 2019 A, 5% 1/1/49 | 70,000 | 75,911 | |
Series 2019 C, 5% 5/1/41 | 25,000 | 27,488 | |
Series 2019 G, 5% 9/1/32 | 75,000 | 78,363 | |
Series 2021 B, 3% 4/1/47 | 140,000 | 113,595 | |
Series A: | |||
5% 3/1/29 | 175,000 | 200,995 | |
5% 7/1/29 | 70,000 | 76,362 | |
5% 7/1/31 | 45,000 | 48,755 | |
Series B: | |||
2% 3/1/34 | 70,000 | 57,036 | |
5% 7/1/26 | 40,000 | 44,225 | |
5% 7/1/27 | 20,000 | 22,515 | |
Series C: | |||
5% 5/1/30 | 35,000 | 40,665 | |
5% 5/1/31 | 135,000 | 137,432 | |
Series D, 5% 7/1/26 | 40,000 | 44,225 | |
Series E: | |||
5% 11/1/23 | 60,000 | 62,524 | |
5% 11/1/26 | 20,000 | 22,257 | |
Series F, 5% 11/1/40 | 15,000 | 16,235 | |
Series G, 5% 9/1/33 | 55,000 | 57,359 | |
Massachusetts Health & Edl. Facilities Auth. Rev. Series 2008 M2, 5.5% 6/1/35 | 65,000 | 78,297 | |
Massachusetts Hsg. Fin. Agcy. Multi-Family Rev. Series A, 4.5% 12/1/48 (c) | 20,000 | 20,149 | |
Massachusetts Port Auth. Rev. Series 2019 B, 3% 7/1/49 | 70,000 | 55,674 | |
Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev.: | |||
Series 2012 B, 5% 8/15/28 (Pre-Refunded to 8/15/22 @ 100) | 55,000 | 55,233 | |
Series 2015 D, 4.75% 8/15/32 (Pre-Refunded to 8/15/25 @ 100) | 185,000 | 198,944 | |
Series 2016 B, 5% 11/15/46 | 30,000 | 31,810 | |
Series A, 5% 8/15/45 | 50,000 | 55,371 | |
Series C, 5% 11/15/34 | 35,000 | 37,604 | |
Massachusetts Spl. Oblig. Dedicated Tax Rev. Series 2005, 5.5% 1/1/30 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 10,000 | 11,657 | |
Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev.: | |||
Series 2007 B, 5.25% 8/1/30 (Assured Guaranty Muni. Corp. Insured) | 145,000 | 171,176 | |
Series 2020 B, 5% 8/1/43 | 140,000 | 156,512 | |
TOTAL MASSACHUSETTS | 4,274,627 | ||
Michigan - 1.7% | |||
Detroit School District School Bldg. and Site Impt. Series 2005 A, 5.25% 5/1/29 (Assured Guaranty Muni. Corp. Insured) | 180,000 | 207,538 | |
Detroit Swr. Disp. Rev. Series 2012 A, 5% 7/1/22 | 10,000 | 10,000 | |
Great Lakes Wtr. Auth. Sew Disp. Sys. Series 2016 C, 5% 7/1/36 | 15,000 | 15,961 | |
Great Lakes Wtr. Auth. Wtr. Supply Sys. Rev.: | |||
Series 2016 C, 5% 7/1/33 | 50,000 | 53,452 | |
Series 2018 A, 5% 7/1/27 | 65,000 | 71,657 | |
Michigan Bldg. Auth. Rev.: | |||
(Facilities Prog.): | |||
Series 1A, 5.25% 10/15/47 | 15,000 | 15,283 | |
Series I: | |||
5% 4/15/26 | 40,000 | 43,356 | |
5% 10/15/28 | 25,000 | 27,419 | |
5% 10/15/30 | 15,000 | 16,343 | |
Series 2016 I, 5% 4/15/36 | 115,000 | 122,885 | |
Michigan Fin. Auth. Rev.: | |||
(Charter County of Wayne Criminal Justice Ctr. Proj.) Series 2018, 4% 11/1/48 | 10,000 | 9,492 | |
(Detroit Wtr. and Sewerage Dept. Sewage Disp. Sys. Rev. Rfdg. Local Proj.) Series 2014 C, 5% 7/1/28 (Assured Guaranty Muni. Corp. Insured) | 20,000 | 20,883 | |
(Detroit Wtr. And Sewerage Dept. Wtr. Supply Sys. Rev. Rfdg. Local Proj.) Series 2014 D, 5% 7/1/24 (Assured Guaranty Muni. Corp. Insured) | 20,000 | 21,074 | |
Series 2014 C3, 5% 7/1/29 (Assured Guaranty Muni. Corp. Insured) | 70,000 | 72,966 | |
Series 2014, 5% 7/1/26 (Assured Guaranty Muni. Corp. Insured) | 30,000 | 31,456 | |
Series 2016: | |||
3% 11/15/33 | 240,000 | 220,171 | |
3.25% 11/15/42 | 25,000 | 20,886 | |
4% 11/15/46 | 50,000 | 46,635 | |
5% 11/15/23 | 55,000 | 57,310 | |
Series 2019 A: | |||
4% 2/15/47 | 40,000 | 37,674 | |
5% 2/15/34 | 55,000 | 59,234 | |
Michigan Hosp. Fin. Auth. Rev. (Trinity Health Proj.) Series 2008 C, 5% 12/1/27 | 35,000 | 39,348 | |
Michigan Hsg. Dev. Auth. Rental Hsg. Rev.: | |||
Series 2018 A, 4.05% 10/1/48 | 100,000 | 94,271 | |
Series 2020 A1, 2.7% 10/1/45 | 160,000 | 119,915 | |
Michigan Hsg. Dev. Auth. Single Family Mtg. Rev.: | |||
Series 2019 B, 3.1% 12/1/44 | 135,000 | 112,728 | |
Series B, 3.1% 12/1/31 | 50,000 | 48,690 | |
Michigan Strategic Fund Ltd. Oblig. Rev. (I-75 Impt. Proj.) Series 2018: | |||
5% 12/31/26 (c) | 35,000 | 36,810 | |
5% 6/30/28 (c) | 15,000 | 15,808 | |
5% 12/31/28 (c) | 55,000 | 58,041 | |
5% 6/30/29 (c) | 60,000 | 62,747 | |
5% 6/30/31 (c) | 70,000 | 72,128 | |
5% 12/31/31 (c) | 20,000 | 20,577 | |
Michigan Trunk Line Fund Rev. Series 2020 B, 4% 11/15/37 | 25,000 | 25,366 | |
Muskegon City Pub. Schools Series 2021 II, 5% 5/1/51 | 60,000 | 65,319 | |
Wayne County Arpt. Auth. Rev.: | |||
Series 2018 A, 5% 12/1/34 | 50,000 | 53,939 | |
Series 2021 B, 5% 12/1/35 (c) | 50,000 | 54,135 | |
TOTAL MICHIGAN | 2,061,497 | ||
Minnesota - 0.9% | |||
Apple Valley Sr. Living (Minnesota Sr. Living LLC Proj.) Series 2016 A, 4.25% 1/1/37 | 30,000 | 23,135 | |
Forest Lake Independent School District No. 831 Gen. Oblig. (MN SD Cr. Enhancement Prog.) Series 2016 A, 3.25% 2/1/46 | 200,000 | 170,778 | |
Hennepin County Gen. Oblig. Series 2019 B, 5% 12/15/29 | 120,000 | 136,621 | |
Hennepin County Sales Tax Rev. (Ballpark Proj.) Series 2017 A, 5% 12/15/28 | 130,000 | 135,952 | |
Minneapolis & Saint Paul Metropolitan Arpts. Commission Arpt. Rev. Series 2019 A, 5% 1/1/49 | 35,000 | 36,827 | |
Minnesota Gen. Oblig.: | |||
Series 2015 A, 5% 8/1/28 | 110,000 | 119,311 | |
Series 2015 B, 2.95% 8/1/27 | 40,000 | 40,756 | |
Series 2017 A, 5% 10/1/28 | 25,000 | 27,944 | |
Series 2018 B, 3.25% 8/1/36 | 5,000 | 4,941 | |
Series 2019 B, 5% 8/1/27 | 100,000 | 113,220 | |
Series 2020 A, 5% 8/1/33 | 100,000 | 114,879 | |
Minnesota Hsg. Fin. Agcy. Series 2019 F, 3.75% 1/1/50 | 125,000 | 125,984 | |
Owatonna Independent School District 761 (Minnesota School District Cr. Enhancement Prog.) Series 2020 A, 2.125% 2/1/40 | 145,000 | 104,446 | |
Saint Cloud Health Care Rev. Series 2019, 5% 5/1/48 | 15,000 | 15,506 | |
TOTAL MINNESOTA | 1,170,300 | ||
Mississippi - 0.4% | |||
Mississippi Dev. Bank Spl. Oblig.: | |||
(Madison County, Mississippi Hwy. Rfdg. Proj.) Series 2013 C, 5% 1/1/27 | 15,000 | 16,464 | |
(Mississippi Dept. of Corrections Walnut Grove Correctional Facility Rfdg. Bonds Proj.) Series 2016 A: | |||
5% 8/1/26 | 65,000 | 71,003 | |
5% 8/1/27 | 50,000 | 55,470 | |
Mississippi Gen. Oblig. Series 2017 A, 5% 10/1/30 | 65,000 | 72,245 | |
Mississippi State Gaming Tax Rev. Series 2019 A: | |||
5% 10/15/23 | 150,000 | 155,409 | |
5% 10/15/28 | 25,000 | 28,015 | |
West Rankin Util. Auth. Rev. Series 2018, 5% 1/1/43 (Pre-Refunded to 1/1/28 @ 100) | 130,000 | 147,441 | |
TOTAL MISSISSIPPI | 546,047 | ||
Missouri - 0.6% | |||
Bi-State Dev. Agcy. Series 2019, 4% 10/1/48 | 180,000 | 179,100 | |
Kansas City Indl. Dev. Auth. (Kansas City Int'l. Arpt. Term. Modernization Proj.) Series 2020 A, 5% 3/1/57 (Assured Guaranty Muni. Corp. Insured) (c) | 65,000 | 67,511 | |
Missouri Board of Pub. Buildings Spl. Oblig. Series 2014 A, 3% 10/1/29 | 30,000 | 30,001 | |
Missouri Envir. Impt. & Energy Resources Auth. Wtr. Poll. Cont. & Drinking Wtr. Rev. Series 2013 A, 5% 7/1/23 | 35,000 | 36,141 | |
Missouri Health & Edl. Facilities Rev.: | |||
Series 2014 A, 5% 6/1/29 (Pre-Refunded to 6/1/24 @ 100) | 55,000 | 58,017 | |
Series 2016, 5% 11/15/28 | 10,000 | 10,670 | |
Series 2017 C, 3.625% 11/15/47 | 25,000 | 21,345 | |
Series 2019 A, 4% 2/15/49 | 140,000 | 134,830 | |
Missouri Hsg. Dev. Commission Single Family Mtg. Rev. (First Place Homeownership Ln. Prog.) Series B, 3.35% 11/1/49 | 30,000 | 26,401 | |
Missouri Joint Muni. Elec. Util. Commission Pwr. Proj. Rev.: | |||
(IATAN 2 Proj.) Series 2014 A, 5% 1/1/28 | 45,000 | 46,810 | |
(Prarie State Proj.) Series 2016 A, 4% 12/1/36 | 40,000 | 40,992 | |
Saint Louis Arpt. Rev. Series 2017 A, 5% 7/1/23 (Assured Guaranty Muni. Corp. Insured) | 50,000 | 51,576 | |
Springfield Pub. Util. Rev. Series 2015, 4% 8/1/31 | 50,000 | 51,694 | |
TOTAL MISSOURI | 755,088 | ||
Montana - 0.1% | |||
Montana Facility Fin. Auth. Rev.: | |||
Series 2016, 5% 2/15/28 | 65,000 | 69,901 | |
Series 2019 A, 4% 1/1/36 | 110,000 | 109,535 | |
TOTAL MONTANA | 179,436 | ||
Nebraska - 0.3% | |||
Central Plains Energy Proj. Rev. (Proj. No. 3) Series 2012, 5% 9/1/42 (Pre-Refunded to 9/1/22 @ 100) | 70,000 | 70,375 | |
Sarpy County Hosp. Auth. #1 Health Facilities Rev. Series 2016, 4% 5/15/51 | 140,000 | 130,096 | |
The Board of Regents of The Univ. of Nebraska Series 2016 A, 3% 7/1/39 (Pre-Refunded to 7/1/26 @ 100) | 45,000 | 46,266 | |
Univ. of Nebraska Facilities Corp. Series 2021 A, 4% 7/15/62 | 85,000 | 80,160 | |
TOTAL NEBRASKA | 326,897 | ||
Nevada - 0.5% | |||
Clark County Arpt. Rev. Series 2019 B, 5% 7/1/42 | 40,000 | 43,335 | |
Clark County Fuel Tax: | |||
Series 2016 B, 5% 11/1/27 | 50,000 | 55,253 | |
Series 2019 A: | |||
5% 12/1/24 | 45,000 | 48,044 | |
5% 12/1/28 | 40,000 | 45,640 | |
Series 2019: | |||
3% 6/1/38 | 65,000 | 55,601 | |
5% 6/1/25 | 25,000 | 26,968 | |
Clark County Hwy. Impt. Rev. Series 2017, 5% 7/1/30 | 10,000 | 11,083 | |
Clark County McCarran Int'l. Arpt. Passenger Facility Charge Rev. Series 2019 E, 5% 7/1/24 | 140,000 | 147,883 | |
Clark County School District Series 2019 A, 3% 6/15/39 (Assured Guaranty Muni. Corp. Insured) | 20,000 | 17,094 | |
Clark County Wtr. Reclamation District Series 2016, 3% 7/1/30 | 75,000 | 75,040 | |
Las Vegas Convention & Visitors Auth.: | |||
Series 2018 B, 4% 7/1/49 | 45,000 | 44,397 | |
Series 2018 C, 4% 7/1/48 | 50,000 | 49,436 | |
Washoe County School District Series 2017 C, 3.125% 10/1/40 (Assured Guaranty Muni. Corp. Insured) | 50,000 | 43,918 | |
TOTAL NEVADA | 663,692 | ||
New Jersey - 4.3% | |||
Edison Township Gen. Oblig. Series 2021, 2% 3/15/37 | 100,000 | 74,319 | |
New Jersey Econ. Dev. Auth.: | |||
Series A: | |||
4% 11/1/37 | 40,000 | 39,641 | |
5% 11/1/31 | 35,000 | 37,797 | |
Series UU: | |||
5% 6/15/40 | 10,000 | 10,165 | |
5% 6/15/40 (Pre-Refunded to 6/15/24 @ 100) | 5,000 | 5,285 | |
New Jersey Econ. Dev. Auth. Lease Rev. (State House Proj.) Series 2017 B, 5% 6/15/26 | 15,000 | 16,011 | |
New Jersey Econ. Dev. Auth. Natural Gas Facilities Rev. (New Jersey Natural Gas Co. Proj.) Series 2011 C, 3% 8/1/41 (c) | 110,000 | 88,821 | |
New Jersey Econ. Dev. Auth. Rev.: | |||
(New Jersey Transit Corp. Projs.) Series 2017, 4% 11/1/25 | 30,000 | 30,669 | |
Series 2005 N1, 5.5% 9/1/23 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 35,000 | 36,357 | |
Series 2013 NN: | |||
4% 3/1/29 (Pre-Refunded to 3/1/23 @ 100) | 20,000 | 20,319 | |
5% 3/1/26 | 15,000 | 15,264 | |
5% 3/1/30 (Pre-Refunded to 3/1/23 @ 100) | 100,000 | 102,255 | |
5% 3/1/31 (Pre-Refunded to 3/1/23 @ 100) | 40,000 | 40,902 | |
Series 2013, 5% 3/1/24 | 10,000 | 10,191 | |
Series 2014 PP, 4% 6/15/30 (Pre-Refunded to 6/15/24 @ 100) | 20,000 | 20,771 | |
Series 2014 UU, 5% 6/15/30 (Pre-Refunded to 6/15/24 @ 100) | 40,000 | 42,278 | |
Series 2015 XX, 4% 6/15/24 | 10,000 | 10,254 | |
Series 2016 AAA, 5% 6/15/41 | 55,000 | 56,911 | |
Series 2018 EE, 5% 6/15/33 | 80,000 | 84,975 | |
Series NN, 5% 3/1/28 (Pre-Refunded to 3/1/23 @ 100) | 70,000 | 71,579 | |
Series PP, 5% 6/15/30 (Pre-Refunded to 6/15/24 @ 100) | 5,000 | 5,290 | |
Series UU, 4% 6/15/32 (Pre-Refunded to 6/15/24 @ 100) | 5,000 | 5,188 | |
Series WW: | |||
5% 6/15/37 | 30,000 | 30,790 | |
5.25% 6/15/28 | 30,000 | 31,468 | |
Series XX, 4.375% 6/15/27 | 60,000 | 61,540 | |
New Jersey Econ. Dev. Auth. Wtr. Facilities Rev. Bonds (New Jersey American Wtr. Co., Inc. Proj.) Series 2019 B, 2.05%, tender 12/3/29 (b) | 75,000 | 67,979 | |
New Jersey Edl. Facility: | |||
Series 2014 A: | |||
5% 9/1/25 | 45,000 | 46,740 | |
5% 9/1/26 | 135,000 | 139,884 | |
Series 2014: | |||
5% 6/15/23 | 125,000 | 128,591 | |
5% 6/15/24 | 5,000 | 5,226 | |
5% 6/15/28 | 50,000 | 51,382 | |
Series A, 4% 7/1/47 | 40,000 | 35,970 | |
New Jersey Gen. Oblig.: | |||
Series 2013, 4% 6/1/27 | 20,000 | 20,231 | |
Series 2014, 4% 6/1/34 | 10,000 | 10,132 | |
Series 2016, 5% 6/1/24 | 25,000 | 26,266 | |
Series 2020 A, 3% 6/1/32 | 90,000 | 84,465 | |
Series 2021, 2% 6/1/37 | 105,000 | 76,301 | |
Series O, 5.25% 8/1/22 | 30,000 | 30,081 | |
New Jersey Health Care Facilities Fing. Auth. Rev.: | |||
(Hosp. Asset Transformation Prog.) Series 2017: | |||
5% 10/1/23 | 5,000 | 5,193 | |
5% 10/1/26 | 135,000 | 144,590 | |
5% 10/1/27 | 15,000 | 16,221 | |
(Inspira Health Proj.) Series 2017 A, 5% 7/1/42 | 40,000 | 41,778 | |
Series 2016, 3% 7/1/32 | 25,000 | 22,370 | |
Series 2017 A, 4% 7/1/52 | 125,000 | 117,126 | |
New Jersey Higher Ed. Student Assistance Auth. Student Ln. Rev.: | |||
Series 2014 1B, 5% 12/1/44 (c) | 50,000 | 50,667 | |
Series 2018 B, 5% 12/1/22 (c) | 75,000 | 76,008 | |
Series 2019 A, 5% 12/1/27 | 35,000 | 38,603 | |
Series 2019 B, 3.25% 12/1/39 (c) | 85,000 | 76,475 | |
New Jersey Tobacco Settlement Fing. Corp. Series 2018 A: | |||
4% 6/1/37 | 30,000 | 29,149 | |
5% 6/1/29 | 130,000 | 139,413 | |
New Jersey Tpk. Auth. Tpk. Rev.: | |||
Series 2004 C2, 5.5% 1/1/25 (AMBAC Insured) | 25,000 | 26,980 | |
Series 2005 A, 5.25% 1/1/26 (Assured Guaranty Muni. Corp. Insured) | 30,000 | 32,936 | |
Series 2012 B, 5% 1/1/28 (Pre-Refunded to 1/1/23 @ 100) | 45,000 | 45,758 | |
Series 2013 A, 5% 1/1/32 (Pre-Refunded to 7/1/22 @ 100) | 15,000 | 15,000 | |
Series 2014 A: | |||
4% 1/1/35 | 110,000 | 110,180 | |
5% 1/1/27 | 50,000 | 52,552 | |
5% 1/1/29 | 45,000 | 47,229 | |
5% 1/1/30 | 225,000 | 235,975 | |
Series 2015 E, 5% 1/1/45 | 45,000 | 46,848 | |
Series 2016 A, 5% 1/1/33 | 50,000 | 53,431 | |
Series 2017 A, 5% 1/1/35 | 110,000 | 118,154 | |
Series 2017 B, 4% 1/1/35 | 30,000 | 30,127 | |
Series 2017 E, 5% 1/1/29 | 15,000 | 16,625 | |
New Jersey Trans. Trust Fund Auth.: | |||
Series 2006 C: | |||
0% 12/15/24 (AMBAC Insured) | 30,000 | 27,923 | |
0% 12/15/25 | 60,000 | 53,860 | |
0% 12/15/29 (Assured Guaranty Muni. Corp. Insured) | 45,000 | 34,839 | |
0% 12/15/32 (Assured Guaranty Muni. Corp. Insured) | 40,000 | 26,956 | |
Series 2008 A: | |||
0% 12/15/23 | 45,000 | 43,238 | |
0% 12/15/37 | 45,000 | 22,104 | |
0% 12/15/38 | 35,000 | 16,198 | |
Series 2010 A: | |||
0% 12/15/25 | 40,000 | 35,737 | |
0% 12/15/27 | 30,000 | 24,701 | |
0% 12/15/29 | 20,000 | 14,994 | |
0% 12/15/32 | 65,000 | 41,874 | |
0% 12/15/33 | 15,000 | 9,166 | |
Series 2010 A3, 0% 12/15/34 | 140,000 | 81,135 | |
Series 2010 D, 5% 12/15/24 | 135,000 | 141,295 | |
Series 2013 AA, 5% 6/15/27 | 30,000 | 30,710 | |
Series 2014 AA, 4.25% 6/15/44 | 420,000 | 409,528 | |
Series 2015 AA: | |||
4.625% 6/15/30 | 165,000 | 168,938 | |
5% 6/15/46 | 70,000 | 71,393 | |
5.25% 6/15/31 | 135,000 | 140,603 | |
5.25% 6/15/32 | 70,000 | 72,795 | |
Series 2016 A, 5% 6/15/30 | 25,000 | 26,634 | |
Series 2016 A2, 5% 6/15/23 | 25,000 | 25,690 | |
Series 2018 A, 5% 12/15/24 | 55,000 | 57,565 | |
Series A: | |||
0% 12/15/26 | 90,000 | 77,327 | |
0% 12/15/31 | 30,000 | 20,353 | |
4.25% 12/15/22 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 40,000 | 40,487 | |
5% 6/15/30 | 50,000 | 53,267 | |
Series A1, 4.1% 6/15/31 | 15,000 | 15,383 | |
Series AA: | |||
4% 6/15/36 | 20,000 | 19,906 | |
5% 6/15/23 | 45,000 | 46,293 | |
5% 6/15/44 | 10,000 | 10,097 | |
5.25% 6/15/27 | 20,000 | 21,078 | |
Series BB, 5% 6/15/33 | 75,000 | 79,664 | |
Series C, 5.25% 6/15/32 | 65,000 | 67,175 | |
South Jersey Port Corp. Rev. (New Jersey Gen. Oblig. Proj.) Series 2017 B, 5% 1/1/37 (c) | 25,000 | 26,064 | |
TOTAL NEW JERSEY | 5,316,646 | ||
New Mexico - 0.4% | |||
New Mexico Hosp. Equip. Ln. Council Rev.: | |||
Bonds Series 2019 B, 5%, tender 8/1/25 (b) | 225,000 | 242,166 | |
Series 2015 A, 4.125% 8/1/44 (Pre-Refunded to 8/1/25 @ 100) | 40,000 | 42,289 | |
New Mexico Mtg. Fin. Auth. Series 2019 F: | |||
3.05% 7/1/44 | 110,000 | 95,122 | |
3.5% 7/1/50 | 60,000 | 60,001 | |
New Mexico Severance Tax Rev. Series 2018 A: | |||
5% 7/1/23 | 30,000 | 30,975 | |
5% 7/1/25 | 65,000 | 70,278 | |
TOTAL NEW MEXICO | 540,831 | ||
New York - 15.3% | |||
Battery Park City Auth. Rev. Series 2019 A, 5% 11/1/49 | 190,000 | 211,865 | |
Brookhaven Gen. Oblig. Series 2020 C, 5% 1/15/27 | 115,000 | 128,643 | |
Brooklyn Arena Local Dev. Corp. Series 2016 A, 3% 7/15/43 (Assured Guaranty Muni. Corp. Insured) | 25,000 | 19,061 | |
Dorm. Auth. New York Univ. Rev.: | |||
Series 2016 A: | |||
4% 7/1/43 | 100,000 | 98,299 | |
5% 7/1/29 | 60,000 | 65,713 | |
5% 7/1/37 | 100,000 | 104,211 | |
Series 2017 A: | |||
5% 7/1/24 | 30,000 | 31,768 | |
5% 10/1/29 | 15,000 | 16,574 | |
5% 10/1/47 | 30,000 | 35,329 | |
Series 2018 B, 5% 10/1/38 | 45,000 | 49,559 | |
Dutchess County Local Dev. Corp. Rev. Series 2016 B: | |||
3% 7/1/29 | 150,000 | 142,126 | |
4% 7/1/41 | 40,000 | 36,604 | |
Hudson Yards Infrastructure Corp. New York Rev. Series 2017 A: | |||
4% 2/15/36 | 120,000 | 119,198 | |
4% 2/15/44 | 35,000 | 33,728 | |
5% 2/15/30 | 55,000 | 60,391 | |
5% 2/15/39 | 40,000 | 43,030 | |
Liberty Dev. Corp. Rev.: | |||
Series 2005, 5.25% 10/1/35 | 115,000 | 129,093 | |
Series 2007, 5.5% 10/1/37 | 25,000 | 28,885 | |
Long Island Pwr. Auth. Elec. Sys. Rev.: | |||
Series 2000, 0% 6/1/29 (Assured Guaranty Muni. Corp. Insured) | 90,000 | 72,529 | |
Series 2012 B, 5% 9/1/25 | 35,000 | 35,188 | |
Series 2016 B, 5% 9/1/46 | 40,000 | 42,970 | |
Series 2017: | |||
5% 9/1/23 | 65,000 | 67,471 | |
5% 9/1/47 | 30,000 | 32,371 | |
Series 2018, 5% 9/1/35 | 20,000 | 22,075 | |
Series 2020 A, 5% 9/1/30 | 120,000 | 136,803 | |
Monroe County Indl. Dev. Corp.: | |||
(Univ. of Rochester Proj.) Series 2020 A, 5% 7/1/25 | 30,000 | 32,166 | |
Series 2015 A, 5% 7/1/27 | 105,000 | 113,115 | |
New York City Gen. Oblig.: | |||
Series 2008 J9, 5% 8/1/26 | 250,000 | 276,658 | |
Series 2008 L6, 5% 4/1/31 | 50,000 | 56,097 | |
Series 2014 I, 4% 3/1/39 | 410,000 | 406,125 | |
Series 2015 F1, 5% 6/1/34 | 200,000 | 214,111 | |
Series 2016 A, 5% 8/1/26 | 150,000 | 161,767 | |
Series 2016, 3% 8/1/34 | 25,000 | 23,284 | |
Series 2017, 5% 8/1/27 | 25,000 | 28,113 | |
Series 2018 1, 5% 8/1/28 | 10,000 | 11,150 | |
Series 2018 B-1, 3.25% 10/1/42 | 55,000 | 45,458 | |
Series 2019 E, 5% 8/1/25 | 30,000 | 32,549 | |
Series 2020 A, 4% 8/1/44 | 20,000 | 19,488 | |
Series 2020 A1, 5% 8/1/35 | 120,000 | 132,607 | |
Series 2021 C, 5% 8/1/29 | 125,000 | 142,749 | |
Series A, 5.25% 8/1/25 | 15,000 | 15,534 | |
Series B1, 5% 10/1/32 | 70,000 | 78,593 | |
Series D: | |||
4% 12/1/41 | 50,000 | 49,299 | |
4% 3/1/42 | 125,000 | 122,688 | |
Series E, 5% 8/1/26 | 75,000 | 82,997 | |
Series F, 5% 8/1/24 | 60,000 | 62,018 | |
Series G, 4% 8/1/28 | 200,000 | 204,884 | |
Series J, 5% 8/1/24 | 50,000 | 53,044 | |
New York City Hsg. Dev. Corp.: | |||
Bonds Series H, 2.95%, tender 2/1/26 (b) | 15,000 | 15,063 | |
Series 2016 I1A, 3.95% 11/1/36 | 70,000 | 69,509 | |
Series B1 2013, 5.25% 7/1/32 (Pre-Refunded to 7/3/23 @ 100) | 50,000 | 51,768 | |
New York City Hsg. Dev. Corp. Multifamily Hsg.: | |||
Bonds Series D2, 0.7%, tender 11/1/24 (b) | 70,000 | 66,054 | |
Series 2019 E1, 3.25% 11/1/49 | 35,000 | 28,528 | |
Series 2020 D1B, 2.4% 11/1/50 | 75,000 | 50,518 | |
Series 2021 C1, 2.25% 11/1/41 | 110,000 | 81,739 | |
Series 2021 G, 2.15% 11/1/36 | 125,000 | 99,208 | |
Series 2021 K1, 2.45% 11/1/41 | 160,000 | 123,097 | |
Series E1, 3.45% 5/1/59 | 10,000 | 8,090 | |
New York City Indl. Dev. Agcy. Rev. Series 2009 A: | |||
0% 3/1/27 | 90,000 | 77,420 | |
0% 3/1/37 | 50,000 | 26,740 | |
0% 3/1/39 (Assured Guaranty Corp. Insured) | 10,000 | 4,798 | |
0% 3/1/44 | 45,000 | 16,356 | |
0% 3/1/45 (Assured Guaranty Corp. Insured) | 25,000 | 8,633 | |
New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev.: | |||
Series 2013 DD: | |||
4% 6/15/38 | 65,000 | 64,995 | |
5% 6/15/38 | 35,000 | 35,757 | |
Series 2015 HH, 5% 6/15/29 | 65,000 | 70,096 | |
Series 2016 BB, 5% 6/15/46 | 40,000 | 42,026 | |
Series 2017 DD, 5.25% 6/15/47 | 60,000 | 65,697 | |
Series 2017 EE, 5% 6/15/36 | 60,000 | 64,696 | |
Series 2018 AA, 5% 6/15/37 | 5,000 | 5,383 | |
Series 2018 DD1, 5% 6/15/48 | 15,000 | 16,106 | |
Series 2018 FF, 5% 6/15/40 | 135,000 | 146,618 | |
Series 2019 DD, 5.25% 6/15/49 | 65,000 | 70,901 | |
Series 2020 CC1: | |||
4% 6/15/39 | 100,000 | 99,774 | |
4% 6/15/49 | 35,000 | 34,084 | |
Series 2022 CC1, 4% 6/15/52 | 150,000 | 145,177 | |
Series BB, 5% 6/15/49 | 180,000 | 194,222 | |
Series CC: | |||
4% 6/15/42 | 90,000 | 89,045 | |
5% 6/15/30 | 25,000 | 28,832 | |
Series DD: | |||
5% 6/15/25 | 75,000 | 78,324 | |
5% 6/15/36 | 95,000 | 99,735 | |
Series EE, 5% 6/15/32 | 10,000 | 10,803 | |
Series FF, 4% 6/15/37 | 80,000 | 80,208 | |
New York City Transitional Fin. Auth. Bldg. Aid Rev.: | |||
Series 2015 S1, 5% 7/15/43 | 180,000 | 186,488 | |
Series 2018 S 4A, 5% 7/15/34 | 5,000 | 5,501 | |
Series 2018 S2, 5% 7/15/24 (Escrowed to Maturity) | 70,000 | 74,232 | |
Series 2018 S3, 3.625% 7/15/47 | 155,000 | 138,409 | |
Series 2018 S4, 5% 7/15/31 | 30,000 | 33,659 | |
Series S1: | |||
5% 7/15/26 | 50,000 | 54,093 | |
5% 7/15/27 | 15,000 | 15,971 | |
5% 7/15/29 | 60,000 | 63,732 | |
5% 7/15/35 | 35,000 | 38,057 | |
New York City Transitional Fin. Auth. Rev.: | |||
Series 2014 B1, 5% 11/1/24 | 75,000 | 79,028 | |
Series 2014 D1, 5% 2/1/38 | 170,000 | 176,846 | |
Series 2014, 5% 11/1/25 | 30,000 | 31,584 | |
Series 2015 A, 5% 8/1/29 | 100,000 | 105,753 | |
Series 2015 E1: | |||
5% 2/1/32 | 250,000 | 262,327 | |
5% 2/1/41 | 500,000 | 518,370 | |
Series 2016 A, 5% 5/1/40 | 15,000 | 15,809 | |
Series 2016 B1, 5% 11/1/35 | 105,000 | 110,617 | |
Series 2017 C, 5% 11/1/24 | 135,000 | 144,016 | |
Series 2017 F: | |||
3% 5/1/34 | 50,000 | 46,775 | |
4% 5/1/37 | 80,000 | 79,939 | |
Series 2018 A, 5% 8/1/38 | 55,000 | 59,172 | |
Series 2018 B, 5% 8/1/45 | 50,000 | 52,935 | |
Series 2018 B1, 5% 8/1/29 | 150,000 | 164,721 | |
Series 2019 C, 4% 11/1/37 | 30,000 | 29,977 | |
Series 2019 C1, 4% 11/1/36 | 50,000 | 49,974 | |
Series 2020 C1, 5% 5/1/41 | 100,000 | 109,720 | |
Series 2021 C1, 4% 5/1/38 | 100,000 | 99,873 | |
Series 2022 C1, 5% 2/1/37 | 100,000 | 111,451 | |
Series A, 4% 11/1/35 | 80,000 | 80,692 | |
Series A1, 5% 8/1/24 | 50,000 | 53,023 | |
Series B: | |||
4% 8/1/38 | 100,000 | 99,873 | |
4% 8/1/39 | 20,000 | 19,954 | |
Series B1, 5% 11/1/28 | 30,000 | 32,291 | |
Series C: | |||
3.25% 11/1/43 | 140,000 | 123,197 | |
4% 2/1/27 | 70,000 | 74,778 | |
5% 11/1/26 | 40,000 | 44,254 | |
Series C1: | |||
4% 5/1/40 | 10,000 | 9,938 | |
4% 5/1/44 | 30,000 | 29,278 | |
New York City Trust Cultural Resources Rev. Series 2016 1E: | |||
4% 4/1/27 | 15,000 | 15,932 | |
4% 4/1/28 | 75,000 | 79,267 | |
New York Convention Ctr. Dev. Corp. Rev. Series 2016 B: | |||
0% 11/15/32 | 90,000 | 56,237 | |
0% 11/15/36 | 100,000 | 50,066 | |
0% 11/15/38 | 75,000 | 33,269 | |
0% 11/15/44 | 75,000 | 23,039 | |
New York Dorm. Auth. Personal Income Tax Rev.: | |||
Series 2014 C, 5% 3/15/28 | 205,000 | 214,724 | |
Series 2016 D, 5% 2/15/26 | 115,000 | 126,000 | |
New York Dorm. Auth. Rev.: | |||
Series 1: | |||
3% 7/1/34 | 105,000 | 94,976 | |
5% 7/1/30 | 20,000 | 22,713 | |
Series 2014 A, 5.5% 1/1/39 | 20,000 | 20,353 | |
Series 2014, 5% 7/1/22 | 85,000 | 85,000 | |
Series 2015 A: | |||
4.125% 5/1/42 | 50,000 | 48,590 | |
5% 5/1/33 | 40,000 | 41,515 | |
5% 7/1/40 | 235,000 | 242,299 | |
Series 2018 A: | |||
4% 8/1/38 | 60,000 | 54,723 | |
5% 8/1/25 | 100,000 | 105,021 | |
Series 2019 A: | |||
4% 7/1/37 | 150,000 | 125,802 | |
5% 7/1/27 | 20,000 | 22,545 | |
Series 2019 C, 4% 7/1/49 | 45,000 | 42,840 | |
Series 2020 A2, 5% 7/1/31 | 25,000 | 29,019 | |
Series 2020, 3% 2/1/50 | 55,000 | 42,739 | |
Series 2021 A, 5% 7/1/26 | 100,000 | 107,746 | |
Series 2021 B, 3% 7/1/45 | 100,000 | 77,877 | |
New York Dorm. Auth. Sales Tax Rev.: | |||
Series 2016 A, 5% 3/15/29 | 80,000 | 87,765 | |
Series 2017 A: | |||
5% 3/15/43 | 75,000 | 79,989 | |
5% 3/15/44 | 210,000 | 223,717 | |
Series 2018, 5% 3/15/48 | 75,000 | 80,475 | |
New York Envir. Facilities Corp. Clean Wtr. & Drinking Wtr. (New York City Muni. Wtr. Fin. Auth. Proj.): | |||
Series 2017 A, 3.5% 6/15/36 | 10,000 | 9,760 | |
Series 2018 A, 5% 6/15/30 | 50,000 | 56,387 | |
Series 2019 B, 5% 6/15/31 | 25,000 | 28,462 | |
New York Liberty Dev. Corp.: | |||
(Bank of America Tower at One Bryant Park Proj.) Series 2019 2, 2.625% 9/15/69 | 150,000 | 135,114 | |
Series 2021 1WTC, 2.75% 2/15/44 | 115,000 | 88,528 | |
New York Metropolitan Trans. Auth. Dedicated Tax Fund Rev.: | |||
Series 2012 A: | |||
0% 11/15/32 | 225,000 | 154,671 | |
3% 11/15/28 | 190,000 | 190,366 | |
Series 2016 A: | |||
5% 11/15/26 | 90,000 | 99,331 | |
5.25% 11/15/28 | 150,000 | 166,117 | |
New York Metropolitan Trans. Auth. Rev.: | |||
Series 2012 C: | |||
4% 11/15/33 | 65,000 | 62,685 | |
5% 11/15/41 | 85,000 | 85,666 | |
Series 2012 F, 5% 11/15/25 | 5,000 | 5,048 | |
Series 2012 H: | |||
3% 11/15/28 | 60,000 | 57,043 | |
5% 11/15/42 | 75,000 | 75,745 | |
Series 2013 B, 5% 11/15/43 | 85,000 | 85,695 | |
Series 2013 C, 5% 11/15/38 | 75,000 | 75,763 | |
Series 2014 A1: | |||
5% 11/15/31 (Pre-Refunded to 11/15/23 @ 100) | 50,000 | 52,171 | |
5.25% 11/15/39 | 105,000 | 106,833 | |
Series 2015 C, 5% 11/15/34 | 80,000 | 82,623 | |
Series 2015 F, 3.25% 11/15/31 | 35,000 | 32,313 | |
Series 2016 C1, 4% 11/15/46 | 120,000 | 107,088 | |
Series 2016 C2A, 3% 11/15/38 | 25,000 | 20,231 | |
Series 2016 D: | |||
3% 11/15/32 | 50,000 | 44,476 | |
5% 11/15/27 | 10,000 | 10,769 | |
Series 2017 A, 4% 11/15/37 | 190,000 | 178,553 | |
Series 2017 A2, 5% 11/15/24 | 100,000 | 105,177 | |
Series 2017 B, 5% 11/15/23 | 145,000 | 150,073 | |
Series 2017 C1: | |||
4% 11/15/34 | 55,000 | 52,692 | |
5% 11/15/24 | 20,000 | 21,035 | |
5% 11/15/25 | 45,000 | 47,784 | |
5% 11/15/28 | 25,000 | 26,877 | |
Series 2017 D: | |||
4% 11/15/42 | 85,000 | 77,536 | |
5% 11/15/27 | 100,000 | 107,493 | |
Series 2018 B: | |||
5% 11/15/25 | 35,000 | 37,163 | |
5% 11/15/27 | 20,000 | 21,499 | |
Series 2019 B, 4% 11/15/49 (Assured Guaranty Muni. Corp. Insured) | 40,000 | 36,774 | |
New York St Mtg. Agcy. Homeowner Series 191, 3.45% 10/1/30 | 115,000 | 114,561 | |
New York State Dorm. Auth.: | |||
Series 2017 A, 5% 2/15/27 | 110,000 | 122,170 | |
Series 2017 B: | |||
5% 2/15/39 | 15,000 | 16,118 | |
5% 2/15/43 | 50,000 | 53,331 | |
Series 2018 A, 5% 3/15/32 | 50,000 | 55,244 | |
Series 2019 A: | |||
5% 3/15/39 | 100,000 | 107,283 | |
5% 3/15/40 | 90,000 | 96,331 | |
Series 2019 D, 3% 2/15/49 | 120,000 | 95,476 | |
Series 2020 A, 3% 3/15/49 | 105,000 | 83,513 | |
Series 2022 A, 4% 3/15/39 | 220,000 | 216,607 | |
New York State Envir. Facilities Corp. Rev.: | |||
(2010 Master Fing. Prog.) Series 2014 B, 5% 11/15/39 | 5,000 | 5,254 | |
Series 2019 A, 5% 2/15/49 | 30,000 | 33,024 | |
New York State Gen. Oblig. Series 2013 A, 3.5% 3/1/43 | 40,000 | 36,419 | |
New York State Hsg. Fin. Agcy. Rev.: | |||
Series 2019 N, 3.05% 11/1/52 | 60,000 | 45,931 | |
Series 2019 R, 3.15% 11/1/54 | 25,000 | 19,388 | |
Series 2021 G, 2.4% 11/1/41 | 125,000 | 94,242 | |
Series L, 3.45% 11/1/42 | 25,000 | 22,974 | |
New York State Mtg. Agcy. Homeowner Mtg.: | |||
Series 2019 220, 2.4% 10/1/34 | 225,000 | 192,279 | |
Series 2020 225, 2.3% 10/1/40 | 105,000 | 79,428 | |
Series 220, 2.85% 10/1/44 | 25,000 | 19,392 | |
New York State Mtg. Agcy. Rev. Series 48, 3.45% 10/1/33 | 5,000 | 4,898 | |
New York State Urban Dev. Corp.: | |||
Series 2020 A: | |||
4% 3/15/45 | 65,000 | 62,841 | |
4% 3/15/49 | 85,000 | 81,592 | |
Series 2020 C, 5% 3/15/38 | 150,000 | 164,662 | |
New York State Urban Eev Corp. Series 2019 A, 4% 3/15/46 | 75,000 | 72,591 | |
New York Thruway Auth. Gen. Rev.: | |||
Series 2014 J, 5% 1/1/33 | 100,000 | 103,783 | |
Series 2014 K: | |||
5% 1/1/23 | 60,000 | 61,001 | |
5% 1/1/26 | 80,000 | 85,272 | |
Series 2016 A, 5% 1/1/51 | 30,000 | 31,432 | |
Series 2019 B, 3% 1/1/46 | 50,000 | 39,301 | |
Series 2020 N, 4% 1/1/47 | 200,000 | 191,888 | |
Series K: | |||
5% 1/1/28 | 10,000 | 10,634 | |
5% 1/1/29 | 90,000 | 95,594 | |
Series L, 5% 1/1/34 | 70,000 | 76,512 | |
New York Trans. Dev. Corp.: | |||
(Delta Air Lines, Inc. LaGuardia Arpt. Terminals C&D Redev. Proj.) Series 2018, 5% 1/1/30 (c) | 30,000 | 30,735 | |
(LaGuardia Arpt. Term. B Redev. Proj.) Series 2016 A: | |||
4% 7/1/41 (c) | 30,000 | 27,152 | |
4% 1/1/51 (Assured Guaranty Muni. Corp. Insured) (c) | 30,000 | 26,996 | |
(Term. 4 JFK Int'l. Arpt. Proj.) Series 2020 A: | |||
4% 12/1/40 (c) | 50,000 | 46,130 | |
5% 12/1/25 (c) | 105,000 | 110,168 | |
New York Urban Dev. Corp. Rev.: | |||
Series 2013 A1, 5% 3/15/29 | 40,000 | 40,786 | |
Series 2016 A, 5% 3/15/26 | 20,000 | 21,800 | |
Series 2019 A: | |||
5% 3/15/42 | 15,000 | 16,140 | |
5% 3/15/44 | 25,000 | 26,828 | |
Series A2, 5.5% 3/15/24 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 60,000 | 63,590 | |
Onondaga County Trust for Cultural Resources Rev. Series 2019: | |||
5% 12/1/39 | 25,000 | 27,124 | |
5% 12/1/40 | 160,000 | 173,048 | |
Oyster Bay Gen. Oblig. Series 2018, 5% 2/15/23 | 5,000 | 5,100 | |
Port Auth. of New York & New Jersey: | |||
Series 2019 217, 5% 11/1/30 | 100,000 | 113,697 | |
Series 2020 222, 5% 7/15/31 | 75,000 | 85,415 | |
Suffolk County Gen. Oblig. Series 2015 C: | |||
5% 5/1/23 | 20,000 | 20,519 | |
5% 5/1/27 | 15,000 | 15,720 | |
Suffolk County Wtr. Auth. Wtrwks. Rev. Series 2018 A, 4% 6/1/41 | 45,000 | 45,057 | |
Tobacco Settlement Asset Securitization Corp. Series 2017 A, 5% 6/1/32 | 75,000 | 78,339 | |
Triborough Bridge & Tunnel Auth. Revs.: | |||
Series 2008 B3, 5% 11/15/37 | 40,000 | 42,723 | |
Series 2013 A: | |||
0% 11/15/30 | 105,000 | 75,575 | |
0% 11/15/32 | 35,000 | 22,775 | |
Series 2013 B, 4% 11/15/23 | 50,000 | 51,534 | |
Series 2016 A: | |||
5% 11/15/31 | 50,000 | 54,409 | |
5% 11/15/41 | 25,000 | 26,730 | |
Series 2017 A, 5% 11/15/26 | 50,000 | 55,641 | |
Series 2017 B: | |||
5% 11/15/25 | 80,000 | 87,325 | |
5% 11/15/36 | 90,000 | 97,170 | |
Series 2018 C, 5% 11/15/37 | 25,000 | 27,410 | |
Series 2019 A, 5% 11/15/49 | 45,000 | 48,592 | |
Series 2021 A, 5% 11/1/25 | 140,000 | 152,321 | |
Util. Debt Securitization Auth.: | |||
Series 2015, 3% 12/15/32 | 80,000 | 78,974 | |
Series 2017: | |||
5% 12/15/38 | 25,000 | 27,586 | |
5% 12/15/41 | 50,000 | 54,869 | |
Westchester County Local Dev. Co. (Westchester Obligated Group Proj.) Series 2016, 3.75% 11/1/37 | 45,000 | 39,422 | |
TOTAL NEW YORK | 19,162,430 | ||
New York And New Jersey - 1.3% | |||
Port Auth. of New York & New Jersey: | |||
Series 188, 5% 5/1/23 (c) | 75,000 | 76,814 | |
Series 189, 5% 5/1/30 | 20,000 | 21,322 | |
Series 194: | |||
5% 10/15/25 | 25,000 | 27,192 | |
5% 10/15/30 | 35,000 | 37,609 | |
5% 10/15/32 | 55,000 | 58,921 | |
5% 10/15/35 | 100,000 | 106,321 | |
5.25% 10/15/55 | 50,000 | 52,509 | |
Series 198, 5% 11/15/46 | 15,000 | 15,960 | |
Series 2012 171, 4% 1/15/42 | 205,000 | 205,022 | |
Series 2013 179, 5% 12/1/25 | 180,000 | 187,440 | |
Series 2014 185, 5% 9/1/25 (c) | 120,000 | 125,514 | |
Series 2014, 3% 7/15/28 (c) | 50,000 | 50,073 | |
Series 2015 189, 5% 5/1/45 | 140,000 | 145,756 | |
Series 2018 209, 5% 7/15/34 | 70,000 | 77,791 | |
Series 202, 5% 10/15/30 (c) | 20,000 | 21,531 | |
Series 2021 223, 5% 7/15/31 (c) | 55,000 | 61,848 | |
Series 207, 5% 9/15/26 (c) | 185,000 | 201,571 | |
Series 209, 5% 7/15/31 | 30,000 | 33,730 | |
Series 214, 5% 9/1/33 (c) | 105,000 | 115,095 | |
TOTAL NEW YORK AND NEW JERSEY | 1,622,019 | ||
North Carolina - 1.6% | |||
Charlotte Gen. Oblig. Series 2012 A, 5% 7/1/27 (Pre-Refunded to 7/1/22 @ 100) | 35,000 | 35,000 | |
Charlotte Int'l. Arpt. Rev. Series 2021 A, 4% 7/1/41 | 150,000 | 149,303 | |
Charlotte Wtr. & Swr. Sys. Rev. Series 2018, 4% 7/1/47 | 115,000 | 115,251 | |
Charlotte-Mecklenburg Hosp. Auth. Health Care Sys. Rev. Bonds Series 2021 B, 5%, tender 12/2/24 (b) | 150,000 | 159,283 | |
Greensboro Combined Enterprise Sys. Rev. Series 2017 A, 4% 6/1/47 | 95,000 | 95,339 | |
Mecklenburg County Gen. Oblig.: | |||
Series 2017 A, 3% 4/1/37 | 50,000 | 45,681 | |
Series 2019, 4% 3/1/34 | 210,000 | 220,158 | |
North Carolina Gen. Oblig.: | |||
Series 2013 D, 4% 6/1/23 | 70,000 | 71,549 | |
Series 2016 A, 5% 6/1/27 | 70,000 | 77,130 | |
North Carolina Grant Anticipation Rev.: | |||
Series 2015: | |||
5% 3/1/27 | 30,000 | 31,962 | |
5% 3/1/28 | 50,000 | 53,148 | |
Series 2019: | |||
5% 3/1/31 | 45,000 | 50,156 | |
5% 3/1/33 | 75,000 | 83,096 | |
5% 3/1/34 | 40,000 | 44,190 | |
North Carolina Ltd. Oblig.: | |||
Series 2019 A, 5% 5/1/25 | 30,000 | 32,365 | |
Series 2020 B: | |||
5% 5/1/24 | 100,000 | 105,500 | |
5% 5/1/29 | 20,000 | 23,006 | |
North Carolina Med. Care Commission Health Care Facilities Rev.: | |||
Series 2012 A, 4.125% 10/1/38 (Pre-Refunded to 10/1/22 @ 100) | 85,000 | 85,572 | |
Series 2016 A, 5% 6/1/28 | 65,000 | 73,534 | |
Series 2020 A, 4% 10/1/45 | 55,000 | 46,948 | |
North Carolina Tpk. Auth. Triangle Expressway Sys.: | |||
Series 2009 B, 0% 1/1/37 (Assured Guaranty Corp. Insured) | 150,000 | 82,765 | |
Series 2018, 5% 1/1/31 | 85,000 | 90,262 | |
Union County Enterprise Systems Rev. Series 2021, 3% 6/1/37 | 80,000 | 70,606 | |
Wake County: | |||
Series 2019 A, 3% 3/1/36 | 50,000 | 46,404 | |
Series 2022 A, 5% 2/1/31 | 100,000 | 117,860 | |
TOTAL NORTH CAROLINA | 2,006,068 | ||
North Dakota - 0.2% | |||
North Dakota Hsg. Fin. Agcy. Series 2021 A, 2.25% 7/1/41 | 50,000 | 38,577 | |
Univ. of North Dakota Series 2018 A, 4% 4/1/57 | 195,000 | 180,540 | |
TOTAL NORTH DAKOTA | 219,117 | ||
Ohio - 2.2% | |||
Akron Bath Copley Hosp. District Rev. Series 2013, 5% 11/15/38 | 65,000 | 65,733 | |
American Muni. Pwr., Inc. Rev. Series 2015 A, 5% 2/15/27 | 5,000 | 5,208 | |
Chillicothe Hosp. Facilities Rev. Series 2017, 5% 12/1/37 | 100,000 | 104,535 | |
Cleveland Income Tax Rev. Series 2017 B1, 5% 10/1/28 | 60,000 | 67,250 | |
Cleveland Pub. Pwr. Sys. Rev. Series B2, 0% 11/15/38 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 55,000 | 27,592 | |
Columbus Gen. Oblig.: | |||
Series 2016 A, 4% 8/15/27 | 45,000 | 47,236 | |
Series 2018 A, 5% 4/1/30 | 120,000 | 136,382 | |
Cuyahoga County Hosp. Rev. Series 2017: | |||
5% 2/15/42 | 100,000 | 101,731 | |
5% 2/15/52 | 55,000 | 55,223 | |
Franklin County Convention Facilities Auth. (Greater Columbus Convention Ctr. Hotel Expansion Proj.) Series 2019, 5% 12/1/44 | 130,000 | 131,206 | |
Franklin County Ohio Sales Tax R Series 2018, 5% 6/1/48 | 30,000 | 32,513 | |
Franklin County Rev. Series 2017 OH: | |||
4% 12/1/46 | 70,000 | 65,781 | |
5% 12/1/46 | 65,000 | 67,734 | |
Gahanna-Jefferson School District Series 2021, 2% 12/1/50 (Assured Guaranty Muni. Corp. Insured) | 45,000 | 26,931 | |
Hamilton County Sales Tax Rev. Series 2000 B, 0% 12/1/28 (AMBAC Insured) | 235,000 | 190,960 | |
Northeastern Local School District of Clark and Champaign Series 2018, 4% 12/1/55 (Assured Guaranty Muni. Corp. Insured) | 65,000 | 62,457 | |
Ohio Gen. Oblig.: | |||
Series 2015 A, 5% 9/15/26 | 20,000 | 22,177 | |
Series 2015 C: | |||
5% 11/1/28 | 35,000 | 37,521 | |
5% 11/1/30 | 50,000 | 53,361 | |
Series 2017 C, 5% 8/1/26 | 25,000 | 27,656 | |
Series 2018 A, 5% 2/1/29 | 25,000 | 27,156 | |
Series 2019 A, 5% 5/1/27 | 60,000 | 67,226 | |
Series 2021 B, 5% 9/15/31 | 120,000 | 140,030 | |
Series R, 5% 5/1/24 | 15,000 | 15,831 | |
Series S, 5% 5/1/29 | 50,000 | 54,547 | |
Ohio Hosp. Facilities Rev.: | |||
Series 2017 A, 5% 1/1/33 | 40,000 | 43,921 | |
Series 2021 B, 5% 1/1/28 | 100,000 | 112,703 | |
Ohio Hosp. Rev. Series 2016 A, 5% 1/15/41 | 20,000 | 20,755 | |
Ohio Hsg. Fin. Agcy. Residential Mtg. Rev. (Mtg.-Backed Securities Prog.) Series 2021 A, 3% 3/1/52 | 140,000 | 136,986 | |
Ohio Parks & Recreation Cap. Facilities Series 2017 A, 5% 12/1/31 | 20,000 | 22,175 | |
Ohio Spl. Oblig. (Trans. Bldg. Fund Proj.) Series 2015 A, 5% 4/1/29 | 40,000 | 42,613 | |
Ohio Tpk. Commission Tpk. Rev.: | |||
(Infrastructure Proj.): | |||
Series 2005 A, 0% 2/15/43 | 25,000 | 9,947 | |
Series 2013 A2, 0% 2/15/37 | 20,000 | 11,027 | |
Series A, 0% 2/15/41 | 60,000 | 26,714 | |
Series A, 5% 2/15/51 | 50,000 | 55,115 | |
Ohio Wtr. Dev. Auth. Poll. Cont. Facilities Rev. Series 2019 A, 5% 6/1/27 | 55,000 | 61,877 | |
Ohio Wtr. Dev. Auth. Wtr. Poll. Cont. Rev.: | |||
Series 2017 A, 5% 12/1/28 | 30,000 | 33,500 | |
Series 2019 B, 3% 6/1/46 | 90,000 | 73,462 | |
Series 2020 A: | |||
5% 6/1/33 | 90,000 | 102,513 | |
5% 12/1/38 | 185,000 | 206,988 | |
5% 12/1/40 | 80,000 | 89,164 | |
Southwest Licking Local School Series 2017 A, 3.375% 11/1/47 | 10,000 | 8,817 | |
TOTAL OHIO | 2,692,254 | ||
Oklahoma - 0.5% | |||
Cleveland County Edl. Facilities Auth. (Norman Pub. Schools Proj.) Series 2019, 5% 6/1/25 | 110,000 | 118,595 | |
Edmond Pub. Works Auth. Sales Tax & Util. Sys. Rev. Series 2017, 4% 7/1/47 | 145,000 | 144,350 | |
Oklahoma Cap. Imp Auth. St Hwy. Series 2016, 4% 7/1/33 | 10,000 | 10,387 | |
Oklahoma Dev. Fin. Auth. Health Sys. Rev. (OU Medicine Proj.) Series 2018 B, 4% 8/15/48 (Assured Guaranty Muni. Corp. Insured) | 140,000 | 132,168 | |
Oklahoma Pwr. Auth. Pwr. Supply Sys. Rev. Series 2016 A, 5% 1/1/47 | 15,000 | 15,636 | |
Oklahoma Tpk. Auth. Tpk. Rev.: | |||
Series 2017 A, 4% 1/1/47 | 35,000 | 34,047 | |
Series 2017 D, 5% 1/1/26 | 65,000 | 70,729 | |
Univ. of Oklahoma Gen. Rev. Series 2015 C, 5% 7/1/36 | 85,000 | 89,927 | |
TOTAL OKLAHOMA | 615,839 | ||
Oregon - 1.0% | |||
Bend La Pine General Obligation Series 2017, 5% 6/15/26 | 10,000 | 10,999 | |
Clackamas County School District No. 46: | |||
Series 2009: | |||
0% 6/15/33 | 60,000 | 40,159 | |
0% 6/15/36 | 85,000 | 49,317 | |
0% 6/15/39 | 155,000 | 76,789 | |
Series B, 0% 6/15/34 | 35,000 | 22,360 | |
Deschutes & Jefferson Counties School District #2J Redmond Series 2008 B, 0% 6/15/26 | 40,000 | 35,979 | |
Greater Albany School Distrct No. 8J Series 2017, 5% 6/15/27 | 15,000 | 16,835 | |
Medford Hosp. Facilities Auth. Rev. (Asante Projs.) Series 2020 A: | |||
4% 8/15/50 | 100,000 | 93,502 | |
5% 8/15/45 | 50,000 | 52,273 | |
Oregon Dept. of Trans. Hwy. User Tax Rev. Series 2013 A, 5% 11/15/38 (Pre-Refunded to 11/15/23 @ 100) | 20,000 | 20,866 | |
Oregon Facilities Auth. Rev. (Univ. of Portland Proj.) Series 2015 A, 5% 4/1/45 | 15,000 | 15,268 | |
Oregon Gen. Oblig.: | |||
Series 2021 A, 4% 5/1/38 | 195,000 | 199,058 | |
Series A, 4% 5/1/37 | 110,000 | 113,399 | |
Oregon Health and Science Univ. Spl. Rev.: | |||
Series 2016 B, 5% 7/1/39 | 15,000 | 16,045 | |
Series 2019 A, 5% 7/1/30 | 100,000 | 112,144 | |
Portland Swr. Sys. Rev. Series B, 3% 10/1/28 | 110,000 | 110,882 | |
Salem Hosp. Facility Auth. Rev. (Salem Health Projs.) Series 2019 A: | |||
3% 5/15/49 | 45,000 | 32,691 | |
5% 5/15/29 | 100,000 | 112,077 | |
Tri-County Metropolitan Trans. District Rev.: | |||
Series 2017 A, 5% 10/1/22 | 115,000 | 116,001 | |
Series 2018 A, 3.25% 10/1/34 | 50,000 | 46,837 | |
TOTAL OREGON | 1,293,481 | ||
Pennsylvania - 3.5% | |||
Allegheny County Series C77, 5% 11/1/43 | 25,000 | 27,448 | |
Allegheny County Hosp. Dev. Auth. Rev.: | |||
Series 2018 A: | |||
4% 4/1/38 | 5,000 | 4,896 | |
5% 4/1/27 | 100,000 | 109,106 | |
Series 2019 A, 5% 7/15/33 | 110,000 | 120,013 | |
Allegheny County Sanitation Auth. Swr. Rev. Series 2020 B, 4% 6/1/50 | 185,000 | 170,047 | |
Bristol School District Series 2013, 5% 6/1/40 | 20,000 | 20,536 | |
Commonwealth Fing. Auth. Tobacco Series 2018, 4% 6/1/39 (Assured Guaranty Muni. Corp. Insured) | 60,000 | 57,723 | |
Delaware County Auth. College Rev. Series 2017 A: | |||
5% 10/1/42 | 5,000 | 5,373 | |
5% 10/1/46 | 135,000 | 144,402 | |
Delaware River Port Auth. Pennsylvania & New Jersey Rev. Series 2018 A, 5% 1/1/32 | 30,000 | 33,192 | |
Lancaster County Hosp. Auth. Health Ctr. Rev. Series 2016 A, 5% 8/15/42 | 10,000 | 10,476 | |
Lehigh County Auth. Wtr. and Swr. Rev. Series 2013 A, 5% 12/1/43 | 60,000 | 62,369 | |
Lehigh County Gen. Purp. Hosp. Rev. Series 2012 B, 4% 7/1/43 | 65,000 | 62,654 | |
Monroeville Fin. Auth. UPMC Rev. Series 2012, 5% 2/15/42 | 100,000 | 100,417 | |
Montgomery County Higher Ed. & Health Auth. Rev. Series 2019, 4% 9/1/44 | 90,000 | 85,317 | |
Northampton County Gen. Purp. Auth. Hosp. Rev. (St. Luke's Univ. Health Network Proj.) Series 2016 A, 3.125% 8/15/35 | 35,000 | 31,434 | |
Northampton County Gen. Purp. College Rev. Series 2017, 3.125% 11/1/34 | 60,000 | 56,966 | |
Pennsylvania Econ. Dev. Fing. Auth.: | |||
Series 2017 A: | |||
5% 11/15/27 | 40,000 | 43,787 | |
5% 11/15/28 | 90,000 | 98,093 | |
Series 2020 A, 4% 4/15/50 | 25,000 | 23,046 | |
Pennsylvania Econ. Dev. Fing. Auth. Exempt Facilities Rev. (Amtrak Proj.) Series 2012 A, 5% 11/1/32 (c) | 180,000 | 180,693 | |
Pennsylvania Econ. Dev. Fing. Auth. Indl. Dev. Rev.: | |||
(The Pennsylvania Rapid Bridge Replacement Proj.) Series 2015: | |||
4.125% 12/31/38 (c) | 25,000 | 22,930 | |
5% 12/31/28 (c) | 35,000 | 36,325 | |
Series 2014 A, 5% 2/1/45 | 120,000 | 122,315 | |
Pennsylvania Gen. Oblig.: | |||
Series 2013, 5% 10/15/22 | 40,000 | 40,413 | |
Series 2015 1: | |||
5% 3/15/26 | 55,000 | 58,619 | |
5% 3/15/29 | 60,000 | 63,385 | |
Series 2015: | |||
4% 8/15/34 | 175,000 | 177,021 | |
5% 8/15/32 | 60,000 | 63,423 | |
Series 2016 2, 3% 9/15/36 | 45,000 | 40,641 | |
Series 2016, 5% 9/15/29 | 100,000 | 108,338 | |
Series 2020 1, 5% 5/1/28 | 100,000 | 113,083 | |
Pennsylvania Higher Edl. Facilities Auth. Rev.: | |||
Series 2016 C: | |||
3% 8/15/41 | 35,000 | 27,855 | |
5% 8/15/25 | 35,000 | 37,917 | |
Series 2021 A, 4% 7/15/46 | 160,000 | 144,073 | |
Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev.: | |||
Series 2017 123B, 3.45% 10/1/32 | 5,000 | 4,947 | |
Series 2017 124A, 4% 10/1/38 (c) | 195,000 | 197,383 | |
Series 2017 125B, 3.65% 10/1/42 | 30,000 | 28,122 | |
Pennsylvania Pub. School Bldg. Auth. School Rev. (The School District of the City of Harrisburg Projs.) Series 2016 A, 4% 12/1/31 | 110,000 | 114,126 | |
Pennsylvania Tpk. Commission Tpk. Rev.: | |||
Series 2013 B, 0% 12/1/41 (d) | 40,000 | 35,598 | |
Series 2013 B2, 0% 12/1/37 (d) | 100,000 | 89,799 | |
Series 2013 C, 5.5% 12/1/31 (Pre-Refunded to 12/1/23 @ 100) | 25,000 | 26,281 | |
Series 2014 A, 0% 12/1/39 (d) | 5,000 | 4,933 | |
Series 2014 C, 5% 12/1/39 | 30,000 | 31,192 | |
Series 2014, 5% 12/1/33 | 55,000 | 57,574 | |
Series 2015 A1, 4% 12/1/41 | 60,000 | 57,989 | |
Series 2017 A, 5.5% 12/1/42 | 150,000 | 159,448 | |
Series 2017 A1, 5% 12/1/30 | 40,000 | 44,248 | |
Series 2017 B, 5.25% 6/1/47 | 55,000 | 57,911 | |
Series 2017 B2, 5% 6/1/25 | 100,000 | 106,910 | |
Series 2017, 5% 12/1/40 | 50,000 | 52,733 | |
Series 2019 A, 5% 12/1/35 | 35,000 | 38,305 | |
Series 2019, 5% 12/1/32 | 30,000 | 33,320 | |
Series 2020 B, 5% 12/1/50 | 125,000 | 133,337 | |
Philadelphia Arpt. Rev. Series 2021, 5% 7/1/31 (c) | 100,000 | 110,465 | |
Philadelphia Auth. for Indl. Dev. (The Children's Hosp. of Philadelphia Proj.) Series 2017, 4% 7/1/37 | 5,000 | 5,023 | |
Philadelphia Gen. Oblig.: | |||
Series 2015 B, 5% 8/1/25 | 20,000 | 21,581 | |
Series 2017 A: | |||
5% 8/1/22 | 30,000 | 30,081 | |
5% 8/1/23 | 40,000 | 41,376 | |
Philadelphia School District: | |||
Series 2007 A, 5% 6/1/27 (FGIC Insured) (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 50,000 | 55,273 | |
Series 2016 F, 5% 9/1/26 | 110,000 | 120,325 | |
Series 2018 B, 4% 9/1/43 | 30,000 | 30,159 | |
Series 2019 A, 5% 9/1/44 | 30,000 | 31,775 | |
Pittsburgh Wtr. & Swr. Auth. Wtr. & Swr. Sys. Rev. Series B, 0% 9/1/28 (FGIC Insured) | 20,000 | 16,101 | |
Pocono Mountains Indl. Park Auth. Series 2015 A, 4% 8/15/45 | 105,000 | 97,093 | |
TOTAL PENNSYLVANIA | 4,337,734 | ||
Pennsylvania, New Jersey - 0.0% | |||
Delaware River Joint Toll Bridge Commission Pennsylvania-New Jersey Bridge Rev. Series 2017, 5% 7/1/36 | 5,000 | 5,428 | |
Puerto Rico - 0.0% | |||
Puerto Rico Commonwealth Hwy. & Trans. Auth. Trans. Rev. Series 2007 N, 5.25% 7/1/36 (Assured Guaranty Corp. Insured) | 15,000 | 15,278 | |
Rhode Island - 0.2% | |||
Rhode Island & Providence Plantations: | |||
Series 2019 C, 4% 1/15/33 | 200,000 | 210,200 | |
Series C, 3% 1/15/36 | 30,000 | 27,920 | |
Rhode Island Health & Edl. Bldg. Corp. Higher Ed. Facilities Rev. Series 2016: | |||
5% 5/15/24 | 5,000 | 5,231 | |
5% 5/15/31 | 50,000 | 51,308 | |
TOTAL RHODE ISLAND | 294,659 | ||
South Carolina - 0.7% | |||
South Carolina Jobs-Econ. Dev. Auth. (SPE Fayssoux Properties, LLC Proj.) Series 2016 A, 3% 8/15/38 | 40,000 | 31,359 | |
South Carolina Ports Auth. Ports Rev. Series A, 5% 7/1/54 | 115,000 | 122,896 | |
South Carolina Pub. Svc. Auth. Rev.: | |||
Series 2013 A, 5% 12/1/38 | 160,000 | 162,751 | |
Series 2013 B, 5.125% 12/1/43 | 25,000 | 25,369 | |
Series 2014 A, 5.5% 12/1/54 | 25,000 | 25,487 | |
Series 2014 C: | |||
5% 12/1/29 | 40,000 | 41,867 | |
5% 12/1/34 | 110,000 | 113,180 | |
5% 12/1/36 | 45,000 | 46,148 | |
Series 2016 A: | |||
3.25% 12/1/35 | 15,000 | 13,648 | |
5% 12/1/27 | 50,000 | 53,418 | |
Series 2016 B, 5% 12/1/33 | 55,000 | 57,701 | |
Series A, 3% 12/1/41 | 30,000 | 24,161 | |
South Carolina Trans. Infrastructure Bank Rev. Series 2017 A, 5% 10/1/38 | 85,000 | 92,448 | |
TOTAL SOUTH CAROLINA | 810,433 | ||
Tennessee - 1.3% | |||
Chattanooga Health Ed. & Hsg. Facility Board Rev. Series 2019 A1: | |||
3% 8/1/39 | 20,000 | 15,893 | |
3.25% 8/1/44 | 30,000 | 23,019 | |
4% 8/1/38 | 100,000 | 96,311 | |
Chattanooga-Hamilton County Hosp. Auth. Rev. Series 2014 A, 5% 10/1/44 | 30,000 | 31,263 | |
Knox County Health Edl. & Hsg. Facilities: | |||
Series 2012 A, 5% 1/1/25 | 60,000 | 60,692 | |
Series 2016 A, 4% 1/1/42 | 10,000 | 9,777 | |
Series 2019, 4% 11/15/43 | 55,000 | 52,104 | |
Memphis-Shelby County Econ. Dev. Series 2017 B, 5% 11/1/30 | 80,000 | 87,084 | |
Metropolitan Govt. Nashville & Davidson County Wtr. & Swr. Sys. Rev. Series 2013, 5% 7/1/32 (Pre-Refunded to 7/1/23 @ 100) | 70,000 | 72,143 | |
Metropolitan Nashville Arpt. Auth. Rev. Series 2019 A: | |||
4% 7/1/49 | 55,000 | 51,690 | |
4% 7/1/54 | 35,000 | 32,784 | |
5% 7/1/44 | 65,000 | 69,413 | |
Nashville and Davidson County Metropolitan Govt. Health & Edl. Facilities Board Rev. Series 2016 A, 5% 7/1/40 | 70,000 | 73,667 | |
New Memphis Arena Bldg. Auth. (City of Memphis Proj.) Series 2021, 0% 4/1/43 | 320,000 | 114,170 | |
Tennessee Energy Acquisition Corp.: | |||
Bonds: | |||
(Gas Rev. Proj.) Series A, 4%, tender 5/1/23 (b) | 130,000 | 131,594 | |
Series 2018, 4%, tender 11/1/25 (b) | 30,000 | 30,463 | |
Series 2006 A: | |||
5.25% 9/1/24 | 125,000 | 130,113 | |
5.25% 9/1/26 | 30,000 | 31,868 | |
Series 2006 C: | |||
5% 2/1/24 | 10,000 | 10,287 | |
5% 2/1/27 | 15,000 | 15,875 | |
Tennessee Gen. Oblig.: | |||
Series 2016 A, 5% 8/1/35 | 50,000 | 54,324 | |
Series 2021 A, 5% 11/1/31 | 170,000 | 201,976 | |
Tennessee Hsg. Dev. Agcy. Residential: | |||
Series 2015 2, 3.875% 7/1/35 | 5,000 | 4,952 | |
Series 2018 1, 3.85% 7/1/38 | 50,000 | 49,501 | |
Series 2018 3, 3.75% 7/1/38 | 30,000 | 29,766 | |
Series 2020 1A, 2.4% 1/1/44 | 20,000 | 15,058 | |
Tennessee School Board Auth. Series A, 5% 11/1/42 | 105,000 | 113,599 | |
TOTAL TENNESSEE | 1,609,386 | ||
Texas - 8.4% | |||
Aldine Independent School District Series 2017 A, 5% 2/15/30 | 50,000 | 55,038 | |
Alvin Independent School District Series 2019, 3.375% 2/15/40 | 120,000 | 111,326 | |
Arlington Higher Ed. Fin. Corp. Series 2019 A, 3% 8/15/54 | 60,000 | 45,831 | |
Austin Convention Enterprises, Inc. Series 2017 A, 5% 1/1/25 | 80,000 | 82,755 | |
Austin Independent School District: | |||
Series 2017, 4% 8/1/33 | 20,000 | 20,693 | |
Series 2019, 4% 8/1/35 | 25,000 | 25,677 | |
Bexar County Hosp. District Series 2020, 3% 2/15/36 | 55,000 | 49,863 | |
Bexar County Rev. Series 2015, 4% 8/15/51 (Pre-Refunded to 8/15/24 @ 100) | 35,000 | 36,398 | |
Brownsville Util. Sys. Rev. Series 2013A, 5% 9/1/28 (Pre-Refunded to 9/1/23 @ 100) | 80,000 | 82,994 | |
Central Reg'l. Mobility Auth.: | |||
Series 2013, 5% 1/1/33 (Pre-Refunded to 1/1/23 @ 100) | 80,000 | 81,327 | |
Series 2016, 3.375% 1/1/41 | 20,000 | 16,695 | |
City of Denton Series 2017, 4% 2/15/47 | 50,000 | 49,239 | |
Cleveland Independent School District Series 2020 A, 4% 2/15/52 | 150,000 | 148,215 | |
College of the Mainland Series 2019, 3.75% 8/15/49 | 20,000 | 18,227 | |
Collin County Cmnty. College District Series 2018 A, 3.25% 8/15/33 | 10,000 | 9,799 | |
Conroe Independent School District Series 2020 A, 2.25% 2/15/46 | 115,000 | 77,314 | |
Cypress-Fairbanks Independent School District: | |||
Series 2019, 5% 2/15/30 | 45,000 | 50,870 | |
Series 2020 A, 3% 2/15/35 | 120,000 | 113,429 | |
Dallas Fort Worth Int'l. Arpt. Rev.: | |||
Series 2014 A, 5.25% 11/1/27 (c) | 40,000 | 41,228 | |
Series 2020 A, 5% 11/1/30 | 55,000 | 62,573 | |
Series 2020 B, 5% 11/1/33 | 35,000 | 39,147 | |
Dallas Gen. Oblig. Series 2013 A, 4% 2/15/32 | 5,000 | 5,333 | |
Dallas Independent School District Series 2019 B, 4% 2/15/32 | 160,000 | 169,631 | |
Denton Independent School District Series 2014, 5% 8/15/38 (Pre-Refunded to 8/15/24 @ 100) | 65,000 | 68,960 | |
Eagle Mountain & Saginaw Independent School District: | |||
Series 2019, 4% 8/15/50 | 105,000 | 104,380 | |
Series 2021, 3% 8/15/40 | 150,000 | 131,502 | |
El Paso County Cmnty. College District Series 2016, 5% 4/1/38 (Assured Guaranty Muni. Corp. Insured) | 70,000 | 74,351 | |
El Paso County Hosp. District Series 2013, 5% 8/15/39 | 70,000 | 71,164 | |
Fort Bend Independent School District Series 2021 A, 2.3% 8/15/46 | 150,000 | 103,785 | |
Frisco Independent School District Series 2017, 4% 8/15/35 | 10,000 | 10,387 | |
Garland Independent School District Series 2016 B, 4% 2/15/33 | 240,000 | 246,196 | |
Grand Parkway Trans. Corp.: | |||
Series 2013: | |||
0% 10/1/32 (d) | 40,000 | 42,584 | |
0% 10/1/46 (d) | 40,000 | 41,985 | |
0% 10/1/48 (d) | 30,000 | 31,509 | |
Series 2018 A, 5% 10/1/37 | 40,000 | 43,426 | |
Harris County Cultural Ed. Facilities Fin. Corp. Rev. Series 2015, 4% 12/1/45 | 75,000 | 70,759 | |
Harris County Flood Cont. District: | |||
Series 2017 A, 4% 10/1/38 | 75,000 | 75,986 | |
Series 2021 A: | |||
4% 10/1/33 | 150,000 | 158,925 | |
4% 10/1/46 | 100,000 | 100,028 | |
Harris County Gen. Oblig.: | |||
Series 2015 B, 5% 8/15/28 | 100,000 | 107,708 | |
Series 2016 A, 5% 8/15/33 | 15,000 | 16,027 | |
Harris County Toll Road Rev.: | |||
Series 2018 A, 4% 8/15/48 | 40,000 | 38,856 | |
Series 2019 A, 3% 8/15/44 | 120,000 | 97,798 | |
Harris County-Houston Sports Auth. Rev.: | |||
Series 2001 A, 0% 11/15/34 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 75,000 | 41,166 | |
Series 2014 C, 5% 11/15/30 | 170,000 | 176,264 | |
Series 2014: | |||
0% 11/15/48 (Assured Guaranty Muni. Corp. Insured) | 10,000 | 2,664 | |
0% 11/15/49 (Assured Guaranty Muni. Corp. Insured) | 25,000 | 6,315 | |
Houston Arpt. Sys. Rev. Series 2018 D, 5% 7/1/38 | 55,000 | 58,625 | |
Houston Convention and Entertainment Facilities Dept. Hotel Occupancy Tax and Spl. Rev. Series 2001 B: | |||
0% 9/1/23 (AMBAC Insured) | 60,000 | 58,353 | |
0% 9/1/33 (AMBAC Insured) | 80,000 | 51,709 | |
Houston Higher Ed. Fin. Corp. Higher Ed. Rev. (St. John's School Proj.) Series 2013 A, 5% 9/1/42 (Pre-Refunded to 9/1/22 @ 100) | 25,000 | 25,140 | |
Houston Independent School District: | |||
Series 2013 A, 5% 2/15/24 | 35,000 | 35,662 | |
Series 2017: | |||
5% 2/15/23 | 20,000 | 20,422 | |
5% 2/15/27 | 50,000 | 55,717 | |
Series 2018, 5% 7/15/27 | 55,000 | 61,672 | |
Houston Util. Sys. Rev.: | |||
Series 2014 C, 5% 5/15/26 | 75,000 | 79,067 | |
Series 2014 D, 5% 11/15/27 | 230,000 | 245,034 | |
Series 2016 B, 5% 11/15/25 | 100,000 | 109,123 | |
Series 2017 B, 5% 11/15/29 | 45,000 | 50,155 | |
Series 2019 B, 4% 11/15/44 | 55,000 | 54,050 | |
Humble Independent School District Series 2020 A, 2% 2/15/42 | 25,000 | 17,072 | |
Katy Independent School District Series 2022, 4% 2/15/42 | 225,000 | 227,642 | |
Klein Independent School District Series 2017, 4% 8/1/46 | 215,000 | 215,193 | |
Leander Independent School District: | |||
Series 2014 D: | |||
0% 8/15/30 | 200,000 | 145,205 | |
0% 8/15/40 (Pre-Refunded to 8/15/24 @ 46.38) | 25,000 | 11,056 | |
0% 8/15/42 (Pre-Refunded to 8/15/24 @ 41.9852) | 90,000 | 35,956 | |
Series 2016 A: | |||
0% 8/16/44 | 10,000 | 3,788 | |
0% 8/16/44 (Pre-Refunded to 8/16/26 @ 48.506) | 5,000 | 2,186 | |
Lower Colorado River Auth. Rev. (LCRA Transmission Svcs. Corp. Proj.) Series 2020, 5% 5/15/34 | 90,000 | 99,356 | |
Matagorda County Navigation District No. 1 Poll. Cont. Rev. Series 2005 A, 4.4% 5/1/30 (AMBAC Insured) | 20,000 | 20,707 | |
Midland County Fresh Wtr. Supply District (City of Midland Proj.) Series 2012 A, 0% 9/15/35 | 5,000 | 2,868 | |
North East Texas Reg'l. Mobility Auth. Series 2016 B, 5% 1/1/41 | 60,000 | 60,755 | |
North Texas Tollway Auth. Rev.: | |||
Series 2008 D: | |||
0% 1/1/30 (Assured Guaranty Corp. Insured) | 35,000 | 27,147 | |
0% 1/1/35 (Assured Guaranty Corp. Insured) | 5,000 | 3,070 | |
Series 2012 A, 0% 1/1/36 (Assured Guaranty Corp. Insured) | 65,000 | 37,992 | |
Series 2014 B, 5% 1/1/31 | 125,000 | 128,723 | |
Series 2015 A, 5% 1/1/27 | 100,000 | 106,077 | |
Series 2017 A, 5% 1/1/28 | 200,000 | 216,061 | |
Series 2017 B, 4% 1/1/36 (Assured Guaranty Muni. Corp. Insured) | 100,000 | 102,098 | |
Series 2018: | |||
4.25% 1/1/49 | 55,000 | 55,207 | |
5% 1/1/48 | 20,000 | 20,976 | |
Series 2021 B, 5% 1/1/31 | 100,000 | 112,887 | |
Northside Independent School District: | |||
Series 2019 A, 4% 8/15/36 | 120,000 | 125,304 | |
Series 2019, 4% 8/15/49 | 125,000 | 125,518 | |
Pflugerville Independent School District Series 2014, 5% 2/15/27 (Pre-Refunded to 2/15/24 @ 100) | 140,000 | 146,979 | |
Port of Houston Auth. Series 2021, 4% 10/1/39 | 85,000 | 84,803 | |
San Antonio Elec. & Gas Sys. Rev.: | |||
Series 2013, 5% 2/1/48 (Pre-Refunded to 2/1/23 @ 100) | 50,000 | 50,970 | |
Series 2015: | |||
5% 2/1/27 | 40,000 | 43,634 | |
5% 2/1/32 | 5,000 | 5,356 | |
Series 2017, 5% 2/1/29 | 60,000 | 65,895 | |
Series 2019: | |||
4% 2/1/28 | 10,000 | 10,673 | |
5% 2/1/35 | 125,000 | 139,879 | |
San Antonio Gen. Oblig. Series 2015, 5% 2/1/31 (Pre-Refunded to 2/1/25 @ 100) | 195,000 | 208,816 | |
San Antonio Independent School District Series 2019, 5% 8/15/30 | 50,000 | 56,454 | |
San Jacinto Cmnty. College District Series 2019 A, 5% 2/15/44 | 175,000 | 192,550 | |
Socorro Independent School District Series 2019, 5% 8/15/38 | 50,000 | 55,278 | |
Tarrant County Cultural Ed. Facilities Fin. Corp. Hosp. Rev. (Baylor Health Care Sys. Proj.) Series 2013 A, 4% 11/15/43 (Pre-Refunded to 5/15/23 @ 100) | 15,000 | 15,298 | |
Texas Dept. of Hsg. & Cmnty. Affairs Single Family Mtg. Rev. Series 2020 A, 3% 3/1/50 | 30,000 | 23,746 | |
Texas Gen. Oblig.: | |||
Series 2014 A: | |||
5% 10/1/23 | 50,000 | 52,001 | |
5% 10/1/35 (Pre-Refunded to 10/1/24 @ 100) | 70,000 | 74,592 | |
Series 2014, 5% 4/1/44 (Pre-Refunded to 4/1/24 @ 100) | 85,000 | 89,339 | |
Series 2015 A: | |||
5% 10/1/24 | 55,000 | 58,496 | |
5% 10/1/26 | 100,000 | 108,552 | |
Series 2016 A, 5% 4/1/30 | 50,000 | 54,357 | |
Series 2017 A, 5% 10/1/33 | 50,000 | 55,136 | |
Series 2017 B: | |||
5% 10/1/29 | 100,000 | 111,839 | |
5% 10/1/33 | 25,000 | 27,568 | |
Series 2018 B, 5% 8/1/24 | 45,000 | 47,674 | |
Texas Private Activity Bond Surface Trans. Corp.: | |||
(LBJ Infrastructure Group LLC I-635 Managed Lanes Proj.) Series 2020 A, 4% 6/30/40 | 100,000 | 91,689 | |
(NTE Mobility Partners LLC North Tarrant Express Managed Lanes Proj.) Series 2019 A, 5% 12/31/32 | 75,000 | 78,491 | |
(NTE Mobility Partners Segments 3 LLC Segment 3C Proj.) Series 2019, 5% 6/30/58 (c) | 170,000 | 168,317 | |
Texas Tpk. Auth. Central Texas Tpk. Sys. Rev. Series A, 0% 8/15/29 (AMBAC Insured) | 35,000 | 26,523 | |
Texas Trans. Commission Central Texas Tpk. Sys. Rev.: | |||
Series 2012 A: | |||
4% 8/15/38 | 25,000 | 24,331 | |
5% 8/15/41 (Pre-Refunded to 8/15/22 @ 100) | 115,000 | 115,479 | |
Series 2015 C: | |||
5% 8/15/25 | 90,000 | 93,685 | |
5% 8/15/29 | 115,000 | 118,600 | |
Texas Wtr. Dev. Board Rev.: | |||
Series 2017 A, 5% 10/15/47 | 60,000 | 65,451 | |
Series 2018 A: | |||
4% 10/15/32 | 50,000 | 52,563 | |
4% 10/15/37 | 40,000 | 40,960 | |
Series 2018, 5% 8/1/32 | 130,000 | 144,511 | |
Series 2019 A: | |||
3% 10/15/39 | 125,000 | 110,011 | |
4% 10/15/49 | 90,000 | 89,369 | |
Series 2020: | |||
3% 10/15/34 | 130,000 | 121,568 | |
5% 8/1/33 | 15,000 | 17,278 | |
Series 2021, 5% 10/15/33 | 170,000 | 196,984 | |
Trinity River Auth. Reg'l. Wastewtr. Sys. Rev. Series 2017, 5% 8/1/33 | 115,000 | 126,612 | |
Univ. of Houston Univ. Revs. Series 2016 A, 5% 2/15/24 | 175,000 | 183,400 | |
Univ. of Texas Board of Regents Sys. Rev.: | |||
Series 2016 J: | |||
5% 8/15/24 | 60,000 | 63,713 | |
5% 8/15/26 | 105,000 | 116,633 | |
Series 2017 B, 3.375% 8/15/44 | 40,000 | 35,256 | |
Series 2019 A, 5% 8/15/31 | 85,000 | 96,615 | |
Waco Edl. Fin. Corp. Rev. Series 2021, 4% 3/1/46 | 205,000 | 195,176 | |
Waco Independent School District Series 2022, 3% 8/15/40 | 70,000 | 61,874 | |
Waller Independent School District Series 2020, 4% 2/15/50 | 100,000 | 99,416 | |
West Harris County Reg'l. Wtr. Auth. Wtr. Sys. Rev. Series 2019, 3% 12/15/58 | 150,000 | 104,873 | |
TOTAL TEXAS | 10,483,163 | ||
Utah - 0.4% | |||
Univ. of Utah Gen. Revs.: | |||
Series 2017 A, 5% 8/1/29 | 45,000 | 50,113 | |
Series 2017 B1, 5% 8/1/26 | 200,000 | 220,752 | |
Series 2021 A1, 4% 8/1/41 | 145,000 | 145,541 | |
Utah County Hosp. Rev. Series 2016 B, 5% 5/15/46 | 35,000 | 36,628 | |
Utah Transit Auth. Sales Tax Rev.: | |||
Series 2015 A: | |||
5% 6/15/26 (Pre-Refunded to 6/15/25 @ 100) | 15,000 | 16,237 | |
5% 6/15/29 (Pre-Refunded to 6/15/25 @ 100) | 15,000 | 16,237 | |
Series 2016, 4% 12/15/29 | 25,000 | 26,124 | |
TOTAL UTAH | 511,632 | ||
Virginia - 1.4% | |||
Arlington County Series 2019, 4% 6/15/35 | 5,000 | 5,213 | |
Chesapeake Bay Bridge and Tunnel District Gen. Resolution Rev. Series 2019, 5% 11/1/23 | 55,000 | 56,837 | |
Chesterfield County Econ. Dev. Auth. Rev. (County Projs.) Series 2020 F, 2% 4/1/41 | 100,000 | 68,986 | |
Commonwealth Trans. Board Grant Anticipation Rev. Series 2017 A, 5% 9/15/23 | 15,000 | 15,583 | |
Fairfax County Econ. Dev. Auth.: | |||
(Route 28 Proj.) Series 2016 A, 2.875% 4/1/35 | 15,000 | 14,069 | |
Series 2016 A, 3% 4/1/36 | 155,000 | 139,402 | |
Series 2016 B, 3% 4/1/36 | 100,000 | 89,937 | |
Hampton Roads Trans. Accountability Commission Series 2020 A, 5.25% 7/1/60 | 25,000 | 27,587 | |
Henrico County Wtr. & Swr. Rev. Series 2016, 5% 5/1/46 (Pre-Refunded to 5/1/26 @ 100) | 170,000 | 187,352 | |
Lynchburg Econ. Dev. Series 2017 A, 4% 1/1/47 | 90,000 | 83,254 | |
Roanoke Econ. Dev. Authority. Bonds Series 2020 D, 5%, tender 7/1/30 (b) | 70,000 | 78,176 | |
Virginia College Bldg. Auth. Edl. Facilities Rev.: | |||
(21st Century Collage and Equip. Programs) Series 2021 A, 3% 2/1/36 | 55,000 | 48,528 | |
(21st Century College & Equip. Programs) Series 2019 A, 5% 2/1/29 | 75,000 | 86,147 | |
(21st Century College and Equip. Progs.): | |||
Series 2015 A: | |||
5% 2/1/25 | 180,000 | 193,128 | |
5% 2/1/28 (Pre-Refunded to 2/1/25 @ 100) | 65,000 | 69,774 | |
Series 2017 E, 5% 2/1/24 | 5,000 | 5,242 | |
Series 2019 C, 5% 2/1/30 | 15,000 | 16,854 | |
Series 2017 A, 5% 2/1/24 | 40,000 | 41,934 | |
Virginia College Bldg. Auth. Edl. Facilities Rev. Rfdg. (Pub. Higher Ed. Fing. Prog.) Series 2016 A, 3% 9/1/26 | 55,000 | 56,294 | |
Virginia Commonwealth Trans. Board Rev.: | |||
Series 2014, 5% 5/15/26 | 125,000 | 131,920 | |
Series 2016, 3% 5/15/40 | 5,000 | 4,226 | |
Virginia Port Auth. Port Facilities Rev. Series 2015 A, 5% 7/1/33 (Pre-Refunded to 7/1/25 @ 100) (c) | 5,000 | 5,349 | |
Virginia Small Bus. Fing. Auth.: | |||
(95 Express Lanes LLC Proj.) Series 2022, 4% 7/1/39 (c) | 110,000 | 102,544 | |
Series 2014, 4% 10/1/38 | 35,000 | 35,334 | |
Virginia St Resources Auth. Inf Series 2016 C, 4% 11/1/36 | 195,000 | 199,782 | |
TOTAL VIRGINIA | 1,763,452 | ||
Washington - 3.0% | |||
Central Puget Sound Reg'l. Trans. Auth. Sales & Use Tax Rev. Series 2016 S1: | |||
5% 11/1/27 | 45,000 | 49,844 | |
5% 11/1/33 | 155,000 | 168,624 | |
5% 11/1/36 | 30,000 | 32,522 | |
5% 11/1/41 | 85,000 | 91,681 | |
Energy Northwest Elec. Rev.: | |||
Series 2012 D, 4% 7/1/44 | 45,000 | 45,000 | |
Series 2014 A, 4% 7/1/24 | 150,000 | 155,688 | |
Series 2016 A, 5% 7/1/28 | 90,000 | 98,426 | |
Series 2017 A, 5% 7/1/26 | 50,000 | 50,000 | |
Series 2018 C, 5% 7/1/33 | 30,000 | 33,415 | |
Series 2020 A, 5% 7/1/28 | 70,000 | 79,429 | |
King County Gen. Oblig.: | |||
Series 2015 A, 5% 7/1/32 (Pre-Refunded to 1/1/25 @ 100) | 320,000 | 342,857 | |
Series 2015 E, 5% 12/1/29 | 55,000 | 59,828 | |
King County Hsg. Auth. Rev. Series 2018, 3.5% 5/1/38 | 15,000 | 14,606 | |
King County Pub. Hosp. District No. 1 Series 2016, 5% 12/1/22 | 25,000 | 25,346 | |
King County School District 210 Series 2018, 5% 12/1/30 | 80,000 | 89,939 | |
Port of Seattle Rev. Series 2018 B, 5% 5/1/24 (c) | 75,000 | 78,122 | |
Seattle Muni. Lt. & Pwr. Rev. Series 2020 A, 5% 7/1/26 | 75,000 | 82,922 | |
Spokane County School District #81 (Washington State School District Cr. Enhancement Prog.) Series 2021, 4% 12/1/28 | 155,000 | 168,622 | |
Washington Biomedical Research Properties 3.2 Series 2015 A, 4% 1/1/48 | 120,000 | 118,849 | |
Washington Convention Ctr. Pub. Facilities Series 2018, 4% 7/1/58 | 10,000 | 8,855 | |
Washington Gen. Oblig.: | |||
Series 2013 A, 4% 8/1/35 | 65,000 | 65,128 | |
Series 2014 A, 5% 8/1/26 | 40,000 | 41,298 | |
Series 2014 B: | |||
5% 8/1/29 | 5,000 | 5,158 | |
5% 8/1/31 | 170,000 | 175,386 | |
Series 2014 E, 5% 2/1/32 | 110,000 | 113,997 | |
Series 2015 B, 5% 2/1/28 | 85,000 | 90,538 | |
Series 2015 H: | |||
5% 7/1/26 | 30,000 | 32,030 | |
5% 7/1/29 | 40,000 | 42,426 | |
Series 2016 A1, 5% 8/1/29 | 10,000 | 10,744 | |
Series 2016 C: | |||
5% 2/1/33 | 200,000 | 214,764 | |
5% 2/1/35 | 20,000 | 21,420 | |
Series 2016 R, 5% 7/1/24 | 125,000 | 132,340 | |
Series 2017 R-A, 5% 8/1/23 | 100,000 | 103,548 | |
Series 2018 C, 5% 8/1/28 | 55,000 | 61,459 | |
Series 2018 D, 5% 8/1/28 | 30,000 | 33,523 | |
Series 2020 A, 5% 1/1/26 | 30,000 | 32,823 | |
Series 2020 B, 5% 6/1/37 | 55,000 | 61,138 | |
Series 2020 C, 5% 2/1/41 | 150,000 | 166,797 | |
Series 2020 E, 5% 6/1/45 | 15,000 | 16,540 | |
Series 2021 A, 5% 6/1/41 | 125,000 | 139,445 | |
Series 2022 A, 5% 8/1/43 | 100,000 | 112,466 | |
Series R, 5% 7/1/29 | 100,000 | 106,066 | |
Washington Health Care Facilities Auth. Rev.: | |||
Series 2012 A, 5% 10/1/38 | 40,000 | 40,768 | |
Series 2017 B, 3.5% 8/15/38 | 60,000 | 53,866 | |
Washington Higher Ed. Facilities Auth. Rev.: | |||
(Gonzaga Univ. Proj.) Series 2019 A, 3% 4/1/49 | 65,000 | 48,818 | |
(Seattle Pacific Univ. Proj.) Series 2020 A, 5% 10/1/42 | 25,000 | 25,844 | |
Washington State Univ. Hsg. and Dining Sys. Rev. Series 2015, 5% 4/1/40 | 35,000 | 36,689 | |
TOTAL WASHINGTON | 3,779,594 | ||
West Virginia - 0.3% | |||
West Virginia Comm of Hwys Spl. Oblig. Series 2017 A, 5% 9/1/29 | 65,000 | 72,042 | |
West Virginia Gen. Oblig. Series 2018 B, 5% 12/1/41 | 80,000 | 86,994 | |
West Virginia Hosp. Fin. Auth. Hosp. Rev. Series 2016 A, 3% 6/1/33 | 30,000 | 27,544 | |
West Virginia Parkways Auth. Series 2021, 4% 6/1/51 | 100,000 | 97,295 | |
West Virginia Univ. Revs. (West Virginia Univ. Proj.) Series A, 4% 10/1/47 | 70,000 | 68,272 | |
TOTAL WEST VIRGINIA | 352,147 | ||
Wisconsin - 1.1% | |||
Ashwaubenon Cmnty. Dev. Auth. Lease Rev. (Brown County Expo Ctr. Proj.) Series 2019, 0% 6/1/49 | 160,000 | 47,021 | |
Pub. Fin. Auth. Hosp. Rev. (Renown Reg'l. Med. Ctr. Proj.) Series 2016 A, 3% 6/1/36 | 45,000 | 39,077 | |
Pub. Fin. Auth. Lease Dev. Rev. (KU Campus Dev. Corp. Central District Dev. Proj.) Series 2016: | |||
5% 3/1/29 | 40,000 | 43,221 | |
5% 3/1/46 | 50,000 | 52,617 | |
Roseman Univ. of Health (Fargo-Moorhead Metropolitan Area Flood Risk Mgmt. Proj.) Series 2021, 4% 3/31/56 (c) | 10,000 | 7,824 | |
Wisconsin Clean Wtr. Rev.: | |||
Series 2012 2, 5% 6/1/23 (Escrowed to Maturity) | 85,000 | 87,525 | |
Series 2015 1, 5% 6/1/28 (Pre-Refunded to 6/1/24 @ 100) | 225,000 | 237,560 | |
Wisconsin Gen. Oblig.: | |||
Series 2016 2, 5% 11/1/29 | 70,000 | 76,446 | |
Series 2021 B, 5% 5/1/35 | 85,000 | 94,673 | |
Series 3, 5% 11/1/31 | 30,000 | 33,223 | |
Series A: | |||
4% 5/1/27 | 30,000 | 31,727 | |
5% 5/1/30 | 125,000 | 136,414 | |
5% 5/1/34 | 60,000 | 63,729 | |
Series D, 5% 5/1/23 | 45,000 | 46,257 | |
Wisconsin Health & Edl. Facilities: | |||
(Ascension Health Cr. Group Proj.) Series 2016 A, 5% 11/15/36 | 55,000 | 58,329 | |
Series 2014 A, 5% 11/15/25 | 40,000 | 42,287 | |
Series 2016 A: | |||
3.5% 2/15/46 | 20,000 | 16,685 | |
4% 11/15/39 | 40,000 | 39,513 | |
Series 2017 A, 5% 4/1/28 | 35,000 | 38,682 | |
Wisconsin Health & Edl. Facilities Auth. Sr. Living Facilities Rev. (Covenant Cmntys., Inc. Proj.) Series 2018 A1, 4.125% 7/1/53 | 135,000 | 110,283 | |
Wisconsin Hsg. & Econ. Dev. Auth. Series 2017 A, 2.69% 7/1/47 | 21,451 | 20,762 | |
Wisconsin St Envir. Imp Series 2017, 5% 6/1/29 | 10,000 | 10,708 | |
Wisconsin St Gen. Fund Annual Appropriation Series 2017 B, 5% 5/1/36 | 25,000 | 26,867 | |
TOTAL WISCONSIN | 1,361,430 | ||
Wyoming - 0.0% | |||
Campbell County Solid Waste Facilities Rev. Series 2019 A, 3.625% 7/15/39 | 25,000 | 22,997 | |
TOTAL MUNICIPAL BONDS (Cost $133,529,328) | 123,100,236 | ||
Money Market Funds - 2.2% | |||
Shares | Value ($) | ||
Fidelity Municipal Cash Central Fund 0.88% (e)(f) (Cost $2,771,996) | 2,771,446 | 2,771,978 | |
TOTAL INVESTMENT IN SECURITIES - 100.7% (Cost $136,301,324) | 125,872,214 |
NET OTHER ASSETS (LIABILITIES) - (0.7)% | (931,136) |
NET ASSETS - 100.0% | 124,941,078 |
(a) | Amount is stated in United States dollars unless otherwise noted. |
(b) | Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end. |
(c) | Private activity obligations whose interest is subject to the federal alternative minimum tax for individuals. |
(d) | Security initially issued in zero coupon form which converts to coupon form at a specified rate and date. The rate shown is the rate at period end. |
(e) | Information in this report regarding holdings by state and security types does not reflect the holdings of the Fidelity Municipal Cash Central Fund. |
(f) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request. |
Affiliate | Value, beginning of period ($) | Purchases ($) | Sales Proceeds ($) | Dividend Income ($) | Realized Gain (loss) ($) | Change in Unrealized appreciation (depreciation) ($) | Value, end of period ($) | %ownership, end of period |
Fidelity Municipal Cash Central Fund 0.88% | 436,000 | 45,067,996 | 42,732,000 | 3,743 | - | (18) | 2,771,978 | 0.2% |
Total | 436,000 | 45,067,996 | 42,732,000 | 3,743 | - | (18) | 2,771,978 |
Valuation Inputs at Reporting Date: | ||||
Description | Total ($) | Level 1 ($) | Level 2 ($) | Level 3 ($) |
Investments in Securities: | ||||
Municipal Securities | 123,100,236 | - | 123,100,236 | - |
Money Market Funds | 2,771,978 | 2,771,978 | - | - |
Total Investments in Securities: | 125,872,214 | 2,771,978 | 123,100,236 | - |
Statement of Assets and Liabilities | ||||
June 30, 2022 | ||||
Assets | ||||
Investment in securities, at value - See accompanying schedule: | $123,100,236 | |||
Unaffiliated issuers (cost $133,529,328) | ||||
Fidelity Central Funds (cost $2,771,996) | 2,771,978 | |||
Total Investment in Securities (cost $136,301,324) | $ | 125,872,214 | ||
Receivable for investments sold | 34,976 | |||
Receivable for fund shares sold | 66,254 | |||
Interest receivable | 1,455,265 | |||
Distributions receivable from Fidelity Central Funds | 969 | |||
Other receivables | 86 | |||
Total assets | 127,429,764 | |||
Liabilities | ||||
Payable for investments purchased | $2,318,085 | |||
Payable for fund shares redeemed | 113,012 | |||
Distributions payable | 50,285 | |||
Accrued management fee | 7,304 | |||
Total Liabilities | 2,488,686 | |||
Net Assets | $ | 124,941,078 | ||
Net Assets consist of: | ||||
Paid in capital | $ | 136,820,595 | ||
Total accumulated earnings (loss) | (11,879,517) | |||
Net Assets | $ | 124,941,078 | ||
Net Asset Value , offering price and redemption price per share ($124,941,078 ÷ 6,851,020 shares) | $ | 18.24 | ||
Statement of Operations | ||||
Year ended June 30, 2022 | ||||
Investment Income | ||||
Interest | $ | 1,904,599 | ||
Income from Fidelity Central Funds | 3,708 | |||
Total Income | 1,908,307 | |||
Expenses | ||||
Management fee | $ | 89,136 | ||
Independent trustees' fees and expenses | 395 | |||
Total expenses before reductions | 89,531 | |||
Expense reductions | (609) | |||
Total expenses after reductions | 88,922 | |||
Net Investment income (loss) | 1,819,385 | |||
Realized and Unrealized Gain (Loss) | ||||
Net realized gain (loss) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (1,418,692) | |||
Capital gain distributions from Fidelity Central Funds | 35 | |||
Total net realized gain (loss) | (1,418,657) | |||
Change in net unrealized appreciation (depreciation) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (12,842,437) | |||
Fidelity Central Funds | (18) | |||
Total change in net unrealized appreciation (depreciation) | (12,842,455) | |||
Net gain (loss) | (14,261,112) | |||
Net increase (decrease) in net assets resulting from operations | $ | (12,441,727) |
Statement of Changes in Net Assets | ||||
Year ended June 30, 2022 | Year ended June 30, 2021 | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net investment income (loss) | $ | 1,819,385 | $ | 1,297,519 |
Net realized gain (loss) | (1,418,657) | 36,572 | ||
Change in net unrealized appreciation (depreciation) | (12,842,455) | 1,546,235 | ||
Net increase (decrease) in net assets resulting from operations | (12,441,727) | 2,880,326 | ||
Distributions to shareholders | (1,813,504) | (1,293,307) | ||
Share transactions | ||||
Proceeds from sales of shares | 111,001,374 | 86,287,658 | ||
Reinvestment of distributions | 1,296,085 | 925,606 | ||
Cost of shares redeemed | (79,887,212) | (42,074,191) | ||
Net increase (decrease) in net assets resulting from share transactions | 32,410,247 | 45,139,073 | ||
Total increase (decrease) in net assets | 18,155,016 | 46,726,092 | ||
Net Assets | ||||
Beginning of period | 106,786,062 | 60,059,970 | ||
End of period | $ | 124,941,078 | $ | 106,786,062 |
Other Information | ||||
Shares | ||||
Sold | 5,718,725 | 4,259,015 | ||
Issued in reinvestment of distributions | 66,486 | 45,707 | ||
Redeemed | (4,170,931) | (2,075,542) | ||
Net increase (decrease) | 1,614,280 | 2,229,180 | ||
Fidelity® Municipal Bond Index Fund |
Years ended June 30, | 2022 | 2021 | 2020 A | |||
Selected Per-Share Data | ||||||
Net asset value, beginning of period | $ | 20.39 | $ | 19.97 | $ | 20.00 |
Income from Investment Operations | ||||||
Net investment income (loss) B,C | .281 | .309 | .324 | |||
Net realized and unrealized gain (loss) | (2.152) | .421 | (.035) | |||
Total from investment operations | (1.871) | .730 | .289 | |||
Distributions from net investment income | (.279) | (.310) | (.319) | |||
Total distributions | (.279) | (.310) | (.319) | |||
Net asset value, end of period | $ | 18.24 | $ | 20.39 | $ | 19.97 |
Total Return D,E | (9.26)% | 3.68% | 1.46% | |||
Ratios to Average Net Assets C,F,G | ||||||
Expenses before reductions | .07% | .07% | .07% H | |||
Expenses net of fee waivers, if any | .07% | .07% | .07% H | |||
Expenses net of all reductions | .07% | .07% | .07% H | |||
Net investment income (loss) | 1.43% | 1.53% | 1.67% H | |||
Supplemental Data | ||||||
Net assets, end of period (000 omitted) | $ | 124,941 | $ | 106,786 | $ | 60,060 |
Portfolio turnover rate I | 30% | 8% | 76% H |
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio A |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% |
Gross unrealized appreciation | $79,750 |
Gross unrealized depreciation | (10,499,456) |
Net unrealized appreciation (depreciation) | $(10,419,706) |
Tax Cost | $136,291,920 |
Capital loss carryforward | $(1,459,779) |
Net unrealized appreciation (depreciation) on securities and other investments | $(10,419,706) |
Short-term | $(1,016,336) |
Long-term | (443,443) |
Total capital loss carryforward | $(1,459,779) |
June 30, 2022 | June 30, 2021 | |
Tax-exempt Income | $1,813,504 | $1,293,307 |
Total | $1,813,504 | $ 1,293,307 |
Purchases ($) | Sales ($) | |
Fidelity Municipal Bond Index Fund | 71,729,318 | 37,492,572 |
Amount ($) | |
Fidelity Municipal Bond Index Fund | 3,480 |
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (January 1, 2022 to June 30, 2022). |
Annualized Expense Ratio- A | Beginning Account Value January 1, 2022 | Ending Account Value June 30, 2022 | Expenses Paid During Period- C January 1, 2022 to June 30, 2022 | |||||||
Fidelity® Municipal Bond Index Fund | .07% | |||||||||
Actual | $ 1,000 | $ 904.00 | $ .33 | |||||||
Hypothetical- B | $ 1,000 | $ 1,024.45 | $ .35 | |||||||
- Highly liquid investments - cash or convertible to cash within three business days or less
- Moderately liquid investments - convertible to cash in three to seven calendar days
- Less liquid investments - can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments - cannot be sold or disposed of within seven calendar days
Contents
Average Annual Total Returns | |||
Periods ended June 30, 2022 | Past 1 year | Life of Fund A |
Fidelity® Mid Cap Growth Index Fund | -29.57% | 3.31% |
$10,000 Over Life of Fund |
Let's say hypothetically that $10,000 was invested in Fidelity® Mid Cap Growth Index Fund on July 11, 2019, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the Russell Midcap® Growth Index performed over the same period. |
Top Holdings (% of Fund's net assets) | ||
Synopsys, Inc. | 1.5 | |
Cadence Design Systems, Inc. | 1.3 | |
IQVIA Holdings, Inc. | 1.3 | |
AutoZone, Inc. | 1.2 | |
Fortinet, Inc. | 1.2 | |
Paychex, Inc. | 1.2 | |
Chipotle Mexican Grill, Inc. | 1.1 | |
Crowdstrike Holdings, Inc. | 1.1 | |
Agilent Technologies, Inc. | 1.0 | |
Cintas Corp. | 1.0 | |
11.9 | ||
Market Sectors (% of Fund's net assets) | ||
Information Technology | 29.7 | |
Health Care | 17.2 | |
Industrials | 14.9 | |
Consumer Discretionary | 14.4 | |
Financials | 5.5 | |
Communication Services | 4.9 | |
Energy | 4.4 | |
Materials | 3.9 | |
Consumer Staples | 3.0 | |
Real Estate | 2.0 | |
Utilities | 0.3 | |
Asset Allocation (% of Fund's net assets) |
Short-Term Investments and Net Other Assets (Liabilities) - (0.3)%* |
Foreign investments - 3% |
*Short-term investments and Net Other Assets (Liabilities) are not available in the pie chart. |
Common Stocks - 100.2% | |||
Shares | Value ($) | ||
COMMUNICATION SERVICES - 4.9% | |||
Entertainment - 2.6% | |||
Electronic Arts, Inc. | 2,480 | 301,692 | |
Live Nation Entertainment, Inc. (a) | 11,031 | 910,940 | |
Madison Square Garden Sports Corp. (a) | 1,375 | 207,625 | |
Playtika Holding Corp. (a) | 13,656 | 180,805 | |
Roblox Corp. (a) | 63,193 | 2,076,522 | |
Roku, Inc. Class A (a) | 4,853 | 398,625 | |
Spotify Technology SA (a) | 20,097 | 1,885,702 | |
Take-Two Interactive Software, Inc. (a) | 18,826 | 2,306,750 | |
Warner Bros Discovery, Inc. (a) | 248,617 | 3,336,440 | |
World Wrestling Entertainment, Inc. Class A (b) | 6,156 | 384,688 | |
11,989,789 | |||
Interactive Media & Services - 1.8% | |||
Match Group, Inc. (a) | 38,324 | 2,670,800 | |
Pinterest, Inc. Class A (a) | 17,312 | 314,386 | |
TripAdvisor, Inc. (a) | 1,195 | 21,271 | |
Twitter, Inc. (a) | 99,182 | 3,708,415 | |
Zoominfo Technologies, Inc. (a)(b) | 39,450 | 1,311,318 | |
8,026,190 | |||
Media - 0.5% | |||
Cable One, Inc. | 525 | 676,893 | |
Liberty Broadband Corp.: | |||
Class A (a) | 1,400 | 158,970 | |
Class C (a) | 8,601 | 994,620 | |
Liberty Media Corp.: | |||
Liberty Formula One Group Series C (a) | 3,249 | 206,214 | |
Liberty Media Class A (a) | 340 | 19,710 | |
Liberty SiriusXM Series A (a)(b) | 3,015 | 108,661 | |
Liberty SiriusXM Series C (a) | 6,107 | 220,157 | |
Nexstar Broadcasting Group, Inc. Class A | 511 | 83,232 | |
2,468,457 | |||
TOTAL COMMUNICATION SERVICES | 22,484,436 | ||
CONSUMER DISCRETIONARY - 14.4% | |||
Auto Components - 0.2% | |||
Aptiv PLC (a) | 9,745 | 867,987 | |
Automobiles - 0.3% | |||
Lucid Group, Inc. Class A (a)(b) | 71,651 | 1,229,531 | |
Distributors - 0.5% | |||
Genuine Parts Co. | 1,626 | 216,258 | |
Pool Corp. | 5,597 | 1,965,834 | |
2,182,092 | |||
Diversified Consumer Services - 0.2% | |||
Bright Horizons Family Solutions, Inc. (a) | 2,408 | 203,524 | |
H&R Block, Inc. | 19,487 | 688,281 | |
Mister Car Wash, Inc. (b) | 8,242 | 89,673 | |
981,478 | |||
Hotels, Restaurants & Leisure - 4.6% | |||
Caesars Entertainment, Inc. (a) | 20,205 | 773,852 | |
Chipotle Mexican Grill, Inc. (a) | 3,995 | 5,222,504 | |
Choice Hotels International, Inc. | 4,828 | 538,950 | |
Churchill Downs, Inc. | 5,203 | 996,531 | |
Darden Restaurants, Inc. | 13,052 | 1,476,442 | |
Domino's Pizza, Inc. | 3,769 | 1,468,817 | |
Draftkings Holdings, Inc. (a)(b) | 54,487 | 635,863 | |
Expedia, Inc. (a) | 21,708 | 2,058,570 | |
Hilton Worldwide Holdings, Inc. | 28,458 | 3,171,360 | |
Las Vegas Sands Corp. (a) | 17,710 | 594,879 | |
Norwegian Cruise Line Holdings Ltd. (a)(b) | 4,473 | 49,740 | |
Planet Fitness, Inc. (a) | 8,925 | 606,989 | |
Six Flags Entertainment Corp. (a) | 5,574 | 120,956 | |
Travel+Leisure Co. | 8,609 | 334,201 | |
Vail Resorts, Inc. | 5,461 | 1,190,771 | |
Wendy's Co. | 24,736 | 467,016 | |
Wyndham Hotels & Resorts, Inc. | 9,013 | 592,334 | |
Wynn Resorts Ltd. (a) | 1,935 | 110,256 | |
Yum! Brands, Inc. | 4,725 | 536,335 | |
20,946,366 | |||
Household Durables - 0.9% | |||
D.R. Horton, Inc. | 24,294 | 1,608,020 | |
NVR, Inc. (a) | 311 | 1,245,288 | |
PulteGroup, Inc. | 13,261 | 525,533 | |
Toll Brothers, Inc. | 8,137 | 362,910 | |
TopBuild Corp. (a) | 3,960 | 661,954 | |
4,403,705 | |||
Internet & Direct Marketing Retail - 1.0% | |||
Doordash, Inc. (a) | 31,752 | 2,037,526 | |
eBay, Inc. | 10,434 | 434,785 | |
Etsy, Inc. (a) | 18,153 | 1,328,981 | |
Lyft, Inc. (a) | 35,156 | 466,872 | |
Wayfair LLC Class A (a)(b) | 6,988 | 304,397 | |
4,572,561 | |||
Leisure Products - 0.4% | |||
Brunswick Corp. | 1,920 | 125,530 | |
Mattel, Inc. (a) | 24,311 | 542,865 | |
Polaris, Inc. (b) | 6,008 | 596,474 | |
YETI Holdings, Inc. (a)(b) | 12,499 | 540,832 | |
1,805,701 | |||
Multiline Retail - 0.4% | |||
Dollar Tree, Inc. (a) | 9,458 | 1,474,029 | |
Nordstrom, Inc. | 13,645 | 288,319 | |
Ollie's Bargain Outlet Holdings, Inc. (a) | 460 | 27,025 | |
1,789,373 | |||
Specialty Retail - 4.7% | |||
Advance Auto Parts, Inc. | 697 | 120,644 | |
AutoZone, Inc. (a) | 2,584 | 5,553,326 | |
Best Buy Co., Inc. | 9,028 | 588,535 | |
Burlington Stores, Inc. (a) | 8,854 | 1,206,180 | |
CarMax, Inc. (a)(b) | 2,689 | 243,301 | |
Carvana Co. Class A (a)(b) | 14,902 | 336,487 | |
Five Below, Inc. (a) | 7,841 | 889,405 | |
Floor & Decor Holdings, Inc. Class A (a) | 14,830 | 933,697 | |
Leslie's, Inc. (a)(b) | 20,114 | 305,331 | |
O'Reilly Automotive, Inc. (a) | 3,826 | 2,417,114 | |
RH (a) | 940 | 199,524 | |
Ross Stores, Inc. | 21,009 | 1,475,462 | |
Tractor Supply Co. | 16,055 | 3,112,262 | |
Ulta Beauty, Inc. (a) | 7,377 | 2,843,686 | |
Victoria's Secret & Co. (a) | 8,546 | 239,032 | |
Williams-Sonoma, Inc. (b) | 7,910 | 877,615 | |
21,341,601 | |||
Textiles, Apparel & Luxury Goods - 1.2% | |||
Deckers Outdoor Corp. (a) | 3,420 | 873,297 | |
lululemon athletica, Inc. (a) | 16,035 | 4,371,301 | |
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) | 2,920 | 103,894 | |
Tapestry, Inc. | 5,153 | 157,270 | |
5,505,762 | |||
TOTAL CONSUMER DISCRETIONARY | 65,626,157 | ||
CONSUMER STAPLES - 3.0% | |||
Beverages - 0.4% | |||
Boston Beer Co., Inc. Class A (a)(b) | 1,282 | 388,408 | |
Brown-Forman Corp.: | |||
Class A | 3,804 | 257,303 | |
Class B (non-vtg.) | 15,521 | 1,088,953 | |
1,734,664 | |||
Food & Staples Retailing - 0.2% | |||
BJ's Wholesale Club Holdings, Inc. (a) | 12,157 | 757,624 | |
Grocery Outlet Holding Corp. (a) | 943 | 40,200 | |
Performance Food Group Co. (a) | 6,706 | 308,342 | |
1,106,166 | |||
Food Products - 1.6% | |||
Darling Ingredients, Inc. (a) | 1,596 | 95,441 | |
Freshpet, Inc. (a)(b) | 3,672 | 190,540 | |
Kellogg Co. | 19,859 | 1,416,741 | |
Lamb Weston Holdings, Inc. | 20,685 | 1,478,150 | |
Pilgrim's Pride Corp. (a) | 3,562 | 111,241 | |
The Hershey Co. | 18,168 | 3,909,027 | |
7,201,140 | |||
Household Products - 0.8% | |||
Church & Dwight Co., Inc. | 15,789 | 1,463,009 | |
The Clorox Co. | 14,666 | 2,067,613 | |
3,530,622 | |||
Personal Products - 0.0% | |||
Olaplex Holdings, Inc. (b) | 17,963 | 253,099 | |
TOTAL CONSUMER STAPLES | 13,825,691 | ||
ENERGY - 4.4% | |||
Energy Equipment & Services - 0.4% | |||
Halliburton Co. | 58,437 | 1,832,584 | |
Oil, Gas & Consumable Fuels - 4.0% | |||
Antero Resources Corp. (a) | 27,424 | 840,546 | |
Cheniere Energy, Inc. | 20,904 | 2,780,859 | |
Continental Resources, Inc. | 3,923 | 256,368 | |
Coterra Energy, Inc. | 18,580 | 479,178 | |
Devon Energy Corp. | 46,188 | 2,545,421 | |
Diamondback Energy, Inc. | 14,513 | 1,758,250 | |
Enviva, Inc. (b) | 4,423 | 253,084 | |
Hess Corp. | 31,650 | 3,353,001 | |
New Fortress Energy, Inc. | 6,964 | 275,565 | |
ONEOK, Inc. | 7,191 | 399,101 | |
Ovintiv, Inc. | 26,400 | 1,166,616 | |
PDC Energy, Inc. | 7,265 | 447,597 | |
Range Resources Corp. (a) | 24,959 | 617,735 | |
Southwestern Energy Co. (a) | 11,420 | 71,375 | |
Targa Resources Corp. | 32,418 | 1,934,382 | |
Texas Pacific Land Corp. | 821 | 1,221,664 | |
18,400,742 | |||
TOTAL ENERGY | 20,233,326 | ||
FINANCIALS - 5.5% | |||
Banks - 0.7% | |||
First Citizens Bancshares, Inc. | 429 | 280,472 | |
Signature Bank | 457 | 81,899 | |
SVB Financial Group (a) | 5,376 | 2,123,466 | |
Western Alliance Bancorp. | 9,256 | 653,474 | |
3,139,311 | |||
Capital Markets - 3.3% | |||
Ameriprise Financial, Inc. | 10,057 | 2,390,348 | |
Ares Management Corp. | 21,769 | 1,237,785 | |
Blue Owl Capital, Inc. Class A (b) | 57,844 | 580,175 | |
FactSet Research Systems, Inc. | 5,448 | 2,095,137 | |
LPL Financial | 11,428 | 2,108,237 | |
MarketAxess Holdings, Inc. | 5,332 | 1,365,045 | |
Morningstar, Inc. | 3,225 | 779,902 | |
MSCI, Inc. | 8,522 | 3,512,342 | |
Raymond James Financial, Inc. | 2,258 | 201,888 | |
Tradeweb Markets, Inc. Class A | 9,746 | 665,165 | |
14,936,024 | |||
Consumer Finance - 0.0% | |||
Credit Acceptance Corp. (a) | 99 | 46,868 | |
Upstart Holdings, Inc. (a)(b) | 2,026 | 64,062 | |
110,930 | |||
Diversified Financial Services - 0.5% | |||
Apollo Global Management, Inc. (b) | 50,237 | 2,435,490 | |
Insurance - 1.0% | |||
Alleghany Corp. (a) | 282 | 234,934 | |
Arch Capital Group Ltd. (a) | 16,815 | 764,914 | |
Arthur J. Gallagher & Co. | 3,403 | 554,825 | |
Assurant, Inc. | 477 | 82,449 | |
Brown & Brown, Inc. | 2,597 | 151,509 | |
Erie Indemnity Co. Class A | 2,660 | 511,225 | |
Everest Re Group Ltd. | 1,724 | 483,203 | |
Lincoln National Corp. | 5,128 | 239,837 | |
Markel Corp. (a) | 439 | 567,737 | |
RenaissanceRe Holdings Ltd. | 3,415 | 534,004 | |
Ryan Specialty Group Holdings, Inc. | 11,782 | 461,737 | |
4,586,374 | |||
Thrifts & Mortgage Finance - 0.0% | |||
Rocket Companies, Inc. (b) | 9,544 | 70,244 | |
UWM Holdings Corp. Class A (b) | 12,166 | 43,068 | |
113,312 | |||
TOTAL FINANCIALS | 25,321,441 | ||
HEALTH CARE - 17.2% | |||
Biotechnology - 3.6% | |||
Alnylam Pharmaceuticals, Inc. (a) | 17,328 | 2,527,289 | |
Exact Sciences Corp. (a)(b) | 4,573 | 180,130 | |
Exelixis, Inc. (a) | 39,211 | 816,373 | |
Horizon Therapeutics PLC (a) | 29,981 | 2,391,285 | |
Incyte Corp. (a) | 22,663 | 1,721,708 | |
Ionis Pharmaceuticals, Inc. (a) | 18,671 | 691,200 | |
Natera, Inc. (a) | 11,475 | 406,674 | |
Neurocrine Biosciences, Inc. (a) | 13,605 | 1,326,215 | |
Novavax, Inc. (a)(b) | 11,202 | 576,119 | |
Repligen Corp. (a) | 5,646 | 916,910 | |
Sarepta Therapeutics, Inc. (a) | 12,061 | 904,093 | |
Seagen, Inc. (a) | 19,517 | 3,453,338 | |
Ultragenyx Pharmaceutical, Inc. (a) | 7,452 | 444,586 | |
16,355,920 | |||
Health Care Equipment & Supplies - 4.7% | |||
Abiomed, Inc. (a) | 6,412 | 1,587,034 | |
Align Technology, Inc. (a) | 8,448 | 1,999,388 | |
DexCom, Inc. (a) | 56,231 | 4,190,896 | |
Globus Medical, Inc. (a) | 761 | 42,723 | |
ICU Medical, Inc. (a) | 542 | 89,099 | |
IDEXX Laboratories, Inc. (a) | 11,970 | 4,198,238 | |
Insulet Corp. (a)(b) | 9,881 | 2,153,465 | |
Masimo Corp. (a) | 5,509 | 719,861 | |
Novocure Ltd. (a)(b) | 14,828 | 1,030,546 | |
Penumbra, Inc. (a)(b) | 5,117 | 637,169 | |
ResMed, Inc. | 20,742 | 4,348,145 | |
Tandem Diabetes Care, Inc. (a)(b) | 8,556 | 506,430 | |
21,502,994 | |||
Health Care Providers & Services - 1.5% | |||
agilon health, Inc. (a)(b) | 25,072 | 547,322 | |
AmerisourceBergen Corp. | 21,419 | 3,030,360 | |
Chemed Corp. | 743 | 348,757 | |
DaVita HealthCare Partners, Inc. (a) | 8,380 | 670,065 | |
Guardant Health, Inc. (a) | 13,986 | 564,195 | |
Molina Healthcare, Inc. (a) | 6,447 | 1,802,646 | |
Signify Health, Inc. (a) | 564 | 7,783 | |
6,971,128 | |||
Health Care Technology - 1.0% | |||
Certara, Inc. (a) | 10,851 | 232,862 | |
Change Healthcare, Inc. (a) | 2,870 | 66,182 | |
Definitive Healthcare Corp. (b) | 2,345 | 53,771 | |
Doximity, Inc. (b) | 6,459 | 224,902 | |
Teladoc Health, Inc. (a)(b) | 2,228 | 73,992 | |
Veeva Systems, Inc. Class A (a) | 20,001 | 3,960,998 | |
4,612,707 | |||
Life Sciences Tools & Services - 6.2% | |||
10X Genomics, Inc. (a) | 11,690 | 528,973 | |
Agilent Technologies, Inc. | 38,665 | 4,592,242 | |
Avantor, Inc. (a) | 81,326 | 2,529,239 | |
Bio-Techne Corp. | 5,582 | 1,934,944 | |
Bruker Corp. | 15,598 | 978,930 | |
Charles River Laboratories International, Inc. (a) | 6,752 | 1,444,725 | |
IQVIA Holdings, Inc. (a) | 27,032 | 5,865,674 | |
Maravai LifeSciences Holdings, Inc. (a) | 15,726 | 446,776 | |
Mettler-Toledo International, Inc. (a) | 3,212 | 3,689,849 | |
Sotera Health Co. (a) | 14,284 | 279,824 | |
Syneos Health, Inc. (a) | 2,592 | 185,795 | |
Waters Corp. (a) | 8,597 | 2,845,435 | |
West Pharmaceutical Services, Inc. | 10,631 | 3,214,495 | |
28,536,901 | |||
Pharmaceuticals - 0.2% | |||
Catalent, Inc. (a) | 7,798 | 836,647 | |
TOTAL HEALTH CARE | 78,816,297 | ||
INDUSTRIALS - 14.9% | |||
Aerospace & Defense - 1.2% | |||
Axon Enterprise, Inc. (a) | 7,506 | 699,334 | |
BWX Technologies, Inc. | 5,071 | 279,361 | |
HEICO Corp. | 6,089 | 798,390 | |
HEICO Corp. Class A | 10,563 | 1,113,129 | |
Howmet Aerospace, Inc. | 5,310 | 167,000 | |
Huntington Ingalls Industries, Inc. | 1,251 | 272,493 | |
Spirit AeroSystems Holdings, Inc. Class A | 14,177 | 415,386 | |
TransDigm Group, Inc. (a) | 2,918 | 1,566,003 | |
5,311,096 | |||
Air Freight & Logistics - 0.3% | |||
C.H. Robinson Worldwide, Inc. | 4,840 | 490,631 | |
Expeditors International of Washington, Inc. | 7,418 | 722,958 | |
GXO Logistics, Inc. (a) | 1,664 | 72,001 | |
1,285,590 | |||
Airlines - 0.6% | |||
Delta Air Lines, Inc. (a) | 91,899 | 2,662,314 | |
Building Products - 1.7% | |||
A.O. Smith Corp. | 4,466 | 244,201 | |
Advanced Drain Systems, Inc. | 8,823 | 794,688 | |
Allegion PLC | 9,958 | 974,888 | |
Armstrong World Industries, Inc. | 3,839 | 287,771 | |
Carlisle Companies, Inc. | 6,222 | 1,484,631 | |
Fortune Brands Home & Security, Inc. | 6,445 | 385,927 | |
Masco Corp. | 1,772 | 89,663 | |
Trane Technologies PLC | 19,465 | 2,527,920 | |
Trex Co., Inc. (a) | 16,361 | 890,366 | |
7,680,055 | |||
Commercial Services & Supplies - 2.2% | |||
Cintas Corp. | 11,726 | 4,380,013 | |
Copart, Inc. (a) | 30,593 | 3,324,235 | |
Driven Brands Holdings, Inc. (a) | 463 | 12,751 | |
IAA, Inc. (a) | 15,917 | 521,600 | |
MSA Safety, Inc. | 2,059 | 249,283 | |
Republic Services, Inc. | 1,908 | 249,700 | |
Rollins, Inc. | 30,785 | 1,075,012 | |
Tetra Tech, Inc. | 3,135 | 428,084 | |
10,240,678 | |||
Construction & Engineering - 0.5% | |||
AECOM | 1,175 | 76,634 | |
Quanta Services, Inc. | 11,152 | 1,397,792 | |
Valmont Industries, Inc. | 422 | 94,794 | |
Willscot Mobile Mini Holdings (a) | 16,535 | 536,065 | |
2,105,285 | |||
Electrical Equipment - 1.1% | |||
ChargePoint Holdings, Inc. Class A (a) | 28,418 | 389,042 | |
Generac Holdings, Inc. (a) | 8,942 | 1,883,006 | |
Plug Power, Inc. (a)(b) | 37,052 | 613,952 | |
Rockwell Automation, Inc. | 11,270 | 2,246,224 | |
Vertiv Holdings Co. | 6,932 | 56,981 | |
5,189,205 | |||
Machinery - 1.4% | |||
AGCO Corp. | 1,184 | 116,861 | |
Allison Transmission Holdings, Inc. | 10,947 | 420,912 | |
Donaldson Co., Inc. | 2,995 | 144,179 | |
Graco, Inc. | 16,530 | 982,047 | |
IDEX Corp. | 1,933 | 351,091 | |
Lincoln Electric Holdings, Inc. | 8,054 | 993,541 | |
Middleby Corp. (a) | 542 | 67,945 | |
Nordson Corp. | 1,939 | 392,531 | |
Otis Worldwide Corp. | 7,406 | 523,382 | |
Parker Hannifin Corp. | 4,173 | 1,026,767 | |
Toro Co. | 14,976 | 1,135,031 | |
Xylem, Inc. | 3,574 | 279,415 | |
6,433,702 | |||
Professional Services - 2.5% | |||
Booz Allen Hamilton Holding Corp. Class A | 18,844 | 1,702,744 | |
CoStar Group, Inc. (a) | 8,058 | 486,784 | |
Equifax, Inc. | 8,724 | 1,594,573 | |
FTI Consulting, Inc. (a) | 2,023 | 365,860 | |
KBR, Inc. | 12,896 | 624,037 | |
Robert Half International, Inc. | 13,629 | 1,020,676 | |
TransUnion Holding Co., Inc. | 20,247 | 1,619,558 | |
Verisk Analytics, Inc. | 22,301 | 3,860,080 | |
11,274,312 | |||
Road & Rail - 1.3% | |||
J.B. Hunt Transport Services, Inc. | 10,666 | 1,679,575 | |
Landstar System, Inc. | 4,723 | 686,819 | |
Old Dominion Freight Lines, Inc. | 14,630 | 3,749,376 | |
XPO Logistics, Inc. (a) | 1,124 | 54,132 | |
6,169,902 | |||
Trading Companies & Distributors - 2.1% | |||
Core & Main, Inc. (b) | 2,978 | 66,409 | |
Fastenal Co. | 82,645 | 4,125,638 | |
SiteOne Landscape Supply, Inc. (a) | 3,876 | 460,740 | |
United Rentals, Inc. (a) | 4,708 | 1,143,620 | |
W.W. Grainger, Inc. | 6,542 | 2,972,881 | |
Watsco, Inc. | 2,501 | 597,289 | |
WESCO International, Inc. (a) | 3,369 | 360,820 | |
9,727,397 | |||
TOTAL INDUSTRIALS | 68,079,536 | ||
INFORMATION TECHNOLOGY - 29.7% | |||
Communications Equipment - 0.8% | |||
Arista Networks, Inc. (a) | 35,790 | 3,354,955 | |
Ubiquiti, Inc. (b) | 250 | 62,053 | |
3,417,008 | |||
Electronic Equipment & Components - 3.2% | |||
Amphenol Corp. Class A | 63,390 | 4,081,048 | |
Arrow Electronics, Inc. (a) | 475 | 53,243 | |
CDW Corp. | 19,408 | 3,057,924 | |
Cognex Corp. | 23,215 | 987,102 | |
Coherent, Inc. (a) | 3,187 | 848,443 | |
Corning, Inc. | 6,440 | 202,924 | |
Jabil, Inc. | 16,112 | 825,096 | |
Keysight Technologies, Inc. (a) | 24,093 | 3,321,220 | |
National Instruments Corp. | 2,457 | 76,732 | |
Vontier Corp. | 14,317 | 329,148 | |
Zebra Technologies Corp. Class A (a) | 3,084 | 906,542 | |
14,689,422 | |||
IT Services - 5.9% | |||
Broadridge Financial Solutions, Inc. | 15,204 | 2,167,330 | |
Cloudflare, Inc. (a) | 40,108 | 1,754,725 | |
EPAM Systems, Inc. (a) | 7,879 | 2,322,572 | |
Euronet Worldwide, Inc. (a) | 5,194 | 522,464 | |
FleetCor Technologies, Inc. (a) | 10,800 | 2,269,188 | |
Gartner, Inc. (a) | 11,218 | 2,712,849 | |
Genpact Ltd. | 13,671 | 579,104 | |
Globant SA (a) | 5,842 | 1,016,508 | |
GoDaddy, Inc. (a) | 3,229 | 224,609 | |
Jack Henry & Associates, Inc. | 10,417 | 1,875,268 | |
MongoDB, Inc. Class A (a)(b) | 9,023 | 2,341,469 | |
Okta, Inc. (a) | 2,441 | 220,666 | |
Paychex, Inc. | 46,312 | 5,273,547 | |
Shift4 Payments, Inc. (a)(b) | 7,656 | 253,107 | |
Switch, Inc. Class A | 12,252 | 410,442 | |
The Western Union Co. | 18,445 | 303,789 | |
Thoughtworks Holding, Inc. | 12,304 | 173,609 | |
Toast, Inc. | 32,370 | 418,868 | |
Twilio, Inc. Class A (a) | 9,314 | 780,606 | |
VeriSign, Inc. (a) | 1,483 | 248,150 | |
WEX, Inc. (a) | 4,677 | 727,554 | |
Wix.com Ltd. (a) | 5,976 | 391,727 | |
26,988,151 | |||
Semiconductors & Semiconductor Equipment - 3.8% | |||
Allegro MicroSystems LLC (a) | 6,898 | 142,720 | |
Enphase Energy, Inc. (a) | 18,790 | 3,668,560 | |
Entegris, Inc. | 19,466 | 1,793,403 | |
GlobalFoundries, Inc. (b) | 2,185 | 88,143 | |
Lattice Semiconductor Corp. (a) | 19,447 | 943,180 | |
Microchip Technology, Inc. | 65,973 | 3,831,712 | |
Monolithic Power Systems, Inc. | 6,514 | 2,501,637 | |
onsemi (a) | 38,869 | 1,955,499 | |
Teradyne, Inc. | 20,833 | 1,865,595 | |
Universal Display Corp. | 6,245 | 631,619 | |
17,422,068 | |||
Software - 14.8% | |||
Alteryx, Inc. Class A (a) | 8,492 | 411,183 | |
ANSYS, Inc. (a) | 6,581 | 1,574,767 | |
AppLovin Corp. (a) | 32,288 | 1,111,999 | |
Aspen Technology, Inc. (a) | 4,008 | 736,189 | |
Avalara, Inc. (a) | 12,464 | 879,958 | |
Bentley Systems, Inc. Class B (b) | 24,255 | 807,692 | |
Black Knight, Inc. (a) | 2,077 | 135,815 | |
Cadence Design Systems, Inc. (a) | 39,171 | 5,876,825 | |
CCC Intelligent Solutions Holdings, Inc. Class A (a) | 9,482 | 87,234 | |
CDK Global, Inc. | 13,867 | 759,496 | |
Ceridian HCM Holding, Inc. (a) | 3,758 | 176,927 | |
Citrix Systems, Inc. | 8,495 | 825,459 | |
Confluent, Inc. | 17,782 | 413,254 | |
Coupa Software, Inc. (a) | 5,979 | 341,401 | |
Crowdstrike Holdings, Inc. (a) | 30,186 | 5,088,152 | |
Datadog, Inc. Class A (a) | 37,105 | 3,533,880 | |
DocuSign, Inc. (a) | 28,357 | 1,627,125 | |
DoubleVerify Holdings, Inc. (a) | 7,960 | 180,453 | |
Dropbox, Inc. Class A (a) | 37,567 | 788,531 | |
Dynatrace, Inc. (a) | 28,547 | 1,125,894 | |
Elastic NV (a) | 10,962 | 741,799 | |
Fair Isaac Corp. (a) | 3,619 | 1,450,857 | |
Five9, Inc. (a) | 9,893 | 901,648 | |
Fortinet, Inc. (a) | 94,154 | 5,327,233 | |
HubSpot, Inc. (a) | 6,536 | 1,965,048 | |
Informatica, Inc. (b) | 903 | 18,755 | |
Jamf Holding Corp. (a)(b) | 8,087 | 200,315 | |
Manhattan Associates, Inc. (a) | 5,557 | 636,832 | |
nCino, Inc. (a)(b) | 1,612 | 49,843 | |
NCR Corp. (a) | 955 | 29,710 | |
New Relic, Inc. (a) | 7,378 | 369,269 | |
NortonLifeLock, Inc. | 29,022 | 637,323 | |
Nutanix, Inc. Class A (a) | 15,855 | 231,959 | |
Palantir Technologies, Inc. (a)(b) | 259,659 | 2,355,107 | |
Paycom Software, Inc. (a) | 7,349 | 2,058,602 | |
Paylocity Holding Corp. (a) | 5,690 | 992,450 | |
Pegasystems, Inc. | 5,893 | 281,921 | |
Procore Technologies, Inc. (a) | 7,185 | 326,127 | |
PTC, Inc. (a) | 15,118 | 1,607,648 | |
RingCentral, Inc. (a) | 12,101 | 632,398 | |
SentinelOne, Inc. (b) | 17,257 | 402,606 | |
Smartsheet, Inc. (a) | 18,001 | 565,771 | |
Splunk, Inc. (a) | 23,104 | 2,043,780 | |
Synopsys, Inc. (a) | 21,891 | 6,648,288 | |
Teradata Corp. (a) | 8,057 | 298,190 | |
The Trade Desk, Inc. (a) | 62,999 | 2,639,028 | |
Tyler Technologies, Inc. (a) | 5,156 | 1,714,267 | |
UiPath, Inc. Class A (a) | 4,961 | 90,241 | |
Unity Software, Inc. (a)(b) | 20,070 | 738,977 | |
Zendesk, Inc. (a) | 17,448 | 1,292,373 | |
Zoom Video Communications, Inc. Class A (a) | 18,273 | 1,972,936 | |
Zscaler, Inc. (a) | 11,948 | 1,786,345 | |
67,489,880 | |||
Technology Hardware, Storage & Peripherals - 1.2% | |||
Dell Technologies, Inc. | 5,915 | 273,332 | |
HP, Inc. | 69,450 | 2,276,571 | |
NetApp, Inc. | 31,929 | 2,083,048 | |
Pure Storage, Inc. Class A (a) | 40,375 | 1,038,041 | |
5,670,992 | |||
TOTAL INFORMATION TECHNOLOGY | 135,677,521 | ||
MATERIALS - 3.9% | |||
Chemicals - 2.0% | |||
Albemarle Corp. | 8,653 | 1,808,304 | |
Axalta Coating Systems Ltd. (a) | 7,754 | 171,441 | |
CF Industries Holdings, Inc. | 29,886 | 2,562,127 | |
FMC Corp. | 6,192 | 662,606 | |
Ginkgo Bioworks Holdings, Inc. Class A (a) | 23,958 | 57,020 | |
PPG Industries, Inc. | 17,964 | 2,054,004 | |
RPM International, Inc. | 941 | 74,076 | |
The Chemours Co. LLC | 13,326 | 426,699 | |
The Mosaic Co. | 6,346 | 299,722 | |
The Scotts Miracle-Gro Co. Class A | 1,995 | 157,585 | |
Valvoline, Inc. | 25,716 | 741,392 | |
9,014,976 | |||
Construction Materials - 0.4% | |||
Eagle Materials, Inc. | 4,664 | 512,760 | |
Martin Marietta Materials, Inc. | 791 | 236,699 | |
Vulcan Materials Co. | 9,270 | 1,317,267 | |
2,066,726 | |||
Containers & Packaging - 1.4% | |||
Ardagh Metal Packaging SA | 7,048 | 42,993 | |
Avery Dennison Corp. | 7,187 | 1,163,360 | |
Ball Corp. | 17,928 | 1,232,909 | |
Berry Global Group, Inc. (a) | 9,031 | 493,454 | |
Crown Holdings, Inc. | 14,920 | 1,375,176 | |
Graphic Packaging Holding Co. | 33,851 | 693,946 | |
Sealed Air Corp. | 20,918 | 1,207,387 | |
6,209,225 | |||
Metals & Mining - 0.1% | |||
MP Materials Corp. (a) | 12,996 | 416,912 | |
Royal Gold, Inc. | 616 | 65,776 | |
482,688 | |||
Paper & Forest Products - 0.0% | |||
Louisiana-Pacific Corp. | 1,141 | 59,800 | |
TOTAL MATERIALS | 17,833,415 | ||
REAL ESTATE - 2.0% | |||
Equity Real Estate Investment Trusts (REITs) - 1.6% | |||
Apartment Income (REIT) Corp. | 1,836 | 76,378 | |
Camden Property Trust (SBI) | 1,259 | 169,310 | |
Equity Lifestyle Properties, Inc. | 15,623 | 1,100,953 | |
Extra Space Storage, Inc. | 2,256 | 383,791 | |
Iron Mountain, Inc. | 31,032 | 1,510,948 | |
Lamar Advertising Co. Class A | 10,895 | 958,433 | |
SBA Communications Corp. Class A | 3,491 | 1,117,295 | |
Simon Property Group, Inc. | 22,716 | 2,156,203 | |
7,473,311 | |||
Real Estate Management & Development - 0.4% | |||
CBRE Group, Inc. (a) | 23,106 | 1,700,833 | |
Opendoor Technologies, Inc. (a)(b) | 18,299 | 86,188 | |
Zillow Group, Inc.: | |||
Class A (a) | 513 | 16,319 | |
Class C (a) | 1,445 | 45,879 | |
1,849,219 | |||
TOTAL REAL ESTATE | 9,322,530 | ||
UTILITIES - 0.3% | |||
Gas Utilities - 0.0% | |||
National Fuel Gas Co. | 1,026 | 67,767 | |
Independent Power and Renewable Electricity Producers - 0.3% | |||
The AES Corp. | 17,163 | 360,595 | |
Vistra Corp. | 35,388 | 808,616 | |
1,169,211 | |||
TOTAL UTILITIES | 1,236,978 | ||
TOTAL COMMON STOCKS (Cost $462,278,347) | 458,457,328 | ||
U.S. Treasury Obligations - 0.0% | |||
Principal Amount (c) | Value ($) | ||
U.S. Treasury Bills, yield at date of purchase 1.23% 1/26/23 (d) (Cost $99,295) | 100,000 | 98,586 | |
Money Market Funds - 4.6% | |||
Shares | Value ($) | ||
Fidelity Cash Central Fund 1.58% (e) | 576,831 | 576,947 | |
Fidelity Securities Lending Cash Central Fund 1.58% (e)(f) | 20,269,698 | 20,271,725 | |
TOTAL MONEY MARKET FUNDS (Cost $20,848,672) | 20,848,672 | ||
TOTAL INVESTMENT IN SECURITIES - 104.8% (Cost $483,226,314) | 479,404,586 |
NET OTHER ASSETS (LIABILITIES) - (4.8)% | (22,076,253) |
NET ASSETS - 100.0% | 457,328,333 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount ($) | Value ($) | Unrealized Appreciation/ (Depreciation) ($) | |
Purchased | |||||
Equity Index Contracts | |||||
CME E-mini S&P MidCap 400 Index Contracts (United States) | 3 | Sep 2022 | 680,400 | 2,794 | 2,794 |
The notional amount of futures purchased as a percentage of Net Assets is 0.1% |
(a) | Non-income producing |
(b) | Security or a portion of the security is on loan at period end. |
(c) | Amount is stated in United States dollars unless otherwise noted. |
(d) | Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $98,586. |
(e) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request. |
(f) | Investment made with cash collateral received from securities on loan. |
Affiliate | Value, beginning of period ($) | Purchases ($) | Sales Proceeds ($) | Dividend Income ($) | Realized Gain (loss) ($) | Change in Unrealized appreciation (depreciation) ($) | Value, end of period ($) | %ownership, end of period |
Fidelity Cash Central Fund 1.58% | 2,045,507 | 264,620,125 | 266,088,685 | 5,593 | - | - | 576,947 | 0.0% |
Fidelity Securities Lending Cash Central Fund 1.58% | 15,805,825 | 181,080,066 | 176,614,166 | 147,907 | - | - | 20,271,725 | 0.1% |
Total | 17,851,332 | 445,700,191 | 442,702,851 | 153,500 | - | - | 20,848,672 |
Valuation Inputs at Reporting Date: | ||||
Description | Total ($) | Level 1 ($) | Level 2 ($) | Level 3 ($) |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | 22,484,436 | 22,484,436 | - | - |
Consumer Discretionary | 65,626,157 | 65,626,157 | - | - |
Consumer Staples | 13,825,691 | 13,825,691 | - | - |
Energy | 20,233,326 | 20,233,326 | - | - |
Financials | 25,321,441 | 25,321,441 | - | - |
Health Care | 78,816,297 | 78,816,297 | - | - |
Industrials | 68,079,536 | 68,079,536 | - | - |
Information Technology | 135,677,521 | 135,677,521 | - | - |
Materials | 17,833,415 | 17,833,415 | - | - |
Real Estate | 9,322,530 | 9,322,530 | - | - |
Utilities | 1,236,978 | 1,236,978 | - | - |
U.S. Government and Government Agency Obligations | 98,586 | - | 98,586 | - |
Money Market Funds | 20,848,672 | 20,848,672 | - | - |
Total Investments in Securities: | 479,404,586 | 479,306,000 | 98,586 | - |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | 2,794 | 2,794 | - | - |
Total Assets | 2,794 | 2,794 | - | - |
Total Derivative Instruments: | 2,794 | 2,794 | - | - |
Primary Risk Exposure / Derivative Type | Value | |
Asset ($) | Liability ($) | |
Equity Risk | ||
Futures Contracts (a) | 2,794 | 0 |
Total Equity Risk | 2,794 | 0 |
Total Value of Derivatives | 2,794 | 0 |
Statement of Assets and Liabilities | ||||
June 30, 2022 | ||||
Assets | ||||
Investment in securities, at value (including securities loaned of $19,265,379) - See accompanying schedule: | $458,555,914 | |||
Unaffiliated issuers (cost $462,377,642) | ||||
Fidelity Central Funds (cost $20,848,672) | 20,848,672 | |||
Total Investment in Securities (cost $483,226,314) | $ | 479,404,586 | ||
Segregated cash with brokers for derivative instruments | 54,842 | |||
Cash | 387,756 | |||
Receivable for investments sold | 4,592,208 | |||
Receivable for fund shares sold | 496,861 | |||
Dividends receivable | 143,437 | |||
Distributions receivable from Fidelity Central Funds | 43,910 | |||
Total assets | 485,123,600 | |||
Liabilities | ||||
Payable for fund shares redeemed | $3,879,681 | |||
Accrued management fee | 20,027 | |||
Notes payable to affiliates | 3,563,000 | |||
Payable for daily variation margin on futures contracts | 60,343 | |||
Other payables and accrued expenses | 491 | |||
Collateral on securities loaned | 20,271,725 | |||
Total Liabilities | 27,795,267 | |||
Net Assets | $ | 457,328,333 | ||
Net Assets consist of: | ||||
Paid in capital | $ | 550,476,591 | ||
Total accumulated earnings (loss) | (93,148,258) | |||
Net Assets | $ | 457,328,333 | ||
Net Asset Value , offering price and redemption price per share ($457,328,333 ÷ 22,240,960 shares) | $ | 20.56 | ||
Statement of Operations | ||||
Year ended June 30, 2022 | ||||
Investment Income | ||||
Dividends | $ | 4,272,047 | ||
Interest | 313 | |||
Income from Fidelity Central Funds (including $147,907 from security lending) | 153,500 | |||
Total Income | 4,425,860 | |||
Expenses | ||||
Management fee | $ | 327,668 | ||
Independent trustees' fees and expenses | 2,127 | |||
Interest | 14,561 | |||
Total expenses before reductions | 344,356 | |||
Expense reductions | (34) | |||
Total expenses after reductions | 344,322 | |||
Net Investment income (loss) | 4,081,538 | |||
Realized and Unrealized Gain (Loss) | ||||
Net realized gain (loss) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (85,250,672) | |||
Futures contracts | (438,591) | |||
Total net realized gain (loss) | (85,689,263) | |||
Change in net unrealized appreciation (depreciation) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (151,838,318) | |||
Futures contracts | 2,794 | |||
Total change in net unrealized appreciation (depreciation) | (151,835,524) | |||
Net gain (loss) | (237,524,787) | |||
Net increase (decrease) in net assets resulting from operations | $ | (233,443,249) |
Statement of Changes in Net Assets | ||||
Year ended June 30, 2022 | Year ended June 30, 2021 | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net investment income (loss) | $ | 4,081,538 | $ | 2,195,544 |
Net realized gain (loss) | (85,689,263) | 36,458,335 | ||
Change in net unrealized appreciation (depreciation) | (151,835,524) | 117,927,840 | ||
Net increase (decrease) in net assets resulting from operations | (233,443,249) | 156,581,719 | ||
Distributions to shareholders | (40,696,927) | (1,551,608) | ||
Share transactions | ||||
Proceeds from sales of shares | 459,206,091 | 465,585,094 | ||
Reinvestment of distributions | 25,822,157 | 816,460 | ||
Cost of shares redeemed | (407,072,810) | (176,873,923) | ||
Net increase (decrease) in net assets resulting from share transactions | 77,955,438 | 289,527,631 | ||
Total increase (decrease) in net assets | (196,184,738) | 444,557,742 | ||
Net Assets | ||||
Beginning of period | 653,513,071 | 208,955,329 | ||
End of period | $ | 457,328,333 | $ | 653,513,071 |
Other Information | ||||
Shares | ||||
Sold | 16,475,807 | 17,906,066 | ||
Issued in reinvestment of distributions | 868,015 | 30,298 | ||
Redeemed | (16,131,262) | (6,532,790) | ||
Net increase (decrease) | 1,212,560 | 11,403,574 | ||
Fidelity® Mid Cap Growth Index Fund |
Years ended June 30, | 2022 | 2021 | 2020 A | |||
Selected Per-Share Data | ||||||
Net asset value, beginning of period | $ | 31.08 | $ | 21.71 | $ | 20.00 |
Income from Investment Operations | ||||||
Net investment income (loss) B,C | .17 | .13 | .15 | |||
Net realized and unrealized gain (loss) | (8.78) | 9.34 | 1.62 | |||
Total from investment operations | (8.61) | 9.47 | 1.77 | |||
Distributions from net investment income | (.12) | (.10) | (.06) | |||
Distributions from net realized gain | (1.79) | - | - D | |||
Total distributions | (1.91) | (.10) | (.06) | |||
Net asset value, end of period | $ | 20.56 | $ | 31.08 | $ | 21.71 |
Total Return E,F | (29.57)% | 43.70% | 8.86% | |||
Ratios to Average Net Assets C,G,H | ||||||
Expenses before reductions | .05% | .05% | .05% I | |||
Expenses net of fee waivers, if any | .05% | .05% | .05% I | |||
Expenses net of all reductions | .05% | .05% | .05% I | |||
Net investment income (loss) | .62% | .47% | .76% I | |||
Supplemental Data | ||||||
Net assets, end of period (000 omitted) | $ | 457,328 | $ | 653,513 | $ | 208,955 |
Portfolio turnover rate J | 62% | 54% | 109% I |
Average Annual Total Returns | |||
Periods ended June 30, 2022 | Past 1 year | Life of Fund A |
Fidelity® Mid Cap Value Index Fund | -10.08% | 6.33% |
$10,000 Over Life of Fund |
Let's say hypothetically that $10,000 was invested in Fidelity® Mid Cap Value Index Fund on July 11, 2019, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the Russell Midcap® Value Index performed over the same period. |
Top Holdings (% of Fund's net assets) | ||
Realty Income Corp. | 0.7 | |
Phillips 66 Co. | 0.7 | |
Corteva, Inc. | 0.7 | |
Xcel Energy, Inc. | 0.6 | |
The Williams Companies, Inc. | 0.6 | |
Welltower, Inc. | 0.6 | |
Prudential Financial, Inc. | 0.6 | |
AFLAC, Inc. | 0.6 | |
Allstate Corp. | 0.6 | |
Motorola Solutions, Inc. | 0.6 | |
6.3 | ||
Market Sectors (% of Fund's net assets) | ||
Financials | 17.8 | |
Industrials | 14.3 | |
Real Estate | 12.1 | |
Consumer Discretionary | 9.5 | |
Information Technology | 9.4 | |
Utilities | 9.0 | |
Materials | 7.5 | |
Health Care | 7.4 | |
Energy | 5.0 | |
Consumer Staples | 4.2 | |
Communication Services | 3.6 | |
Asset Allocation (% of Fund's net assets) |
Foreign investments - 4.8% |
Common Stocks - 99.8% | |||
Shares | Value ($) | ||
COMMUNICATION SERVICES - 3.6% | |||
Diversified Telecommunication Services - 0.3% | |||
Frontier Communications Parent, Inc. (a) | 32,545 | 766,109 | |
Lumen Technologies, Inc. | 136,958 | 1,494,212 | |
2,260,321 | |||
Entertainment - 1.1% | |||
AMC Entertainment Holdings, Inc. Class A (a) | 68,615 | 929,733 | |
Electronic Arts, Inc. | 35,041 | 4,262,738 | |
Live Nation Entertainment, Inc. (a) | 10,218 | 843,802 | |
Madison Square Garden Sports Corp. (a) | 1,261 | 190,411 | |
Playtika Holding Corp. (a) | 1,187 | 15,716 | |
Roku, Inc. Class A (a) | 11,450 | 940,503 | |
Take-Two Interactive Software, Inc. (a) | 3,641 | 446,132 | |
Warner Bros Discovery, Inc. (a) | 83,672 | 1,122,878 | |
8,751,913 | |||
Interactive Media & Services - 0.3% | |||
IAC (a) | 10,377 | 788,341 | |
Match Group, Inc. (a) | 2,400 | 167,256 | |
Pinterest, Inc. Class A (a) | 60,381 | 1,096,519 | |
TripAdvisor, Inc. (a) | 12,544 | 223,283 | |
Twitter, Inc. (a) | 7,381 | 275,976 | |
2,551,375 | |||
Media - 1.9% | |||
Altice U.S.A., Inc. Class A (a) | 27,961 | 258,639 | |
Cable One, Inc. | 307 | 395,821 | |
DISH Network Corp. Class A (a)(b) | 33,260 | 596,352 | |
Fox Corp.: | |||
Class A | 41,639 | 1,339,110 | |
Class B | 19,063 | 566,171 | |
Interpublic Group of Companies, Inc. | 52,491 | 1,445,077 | |
Liberty Broadband Corp.: | |||
Class A (a) | 1,466 | 166,464 | |
Class C (a) | 9,222 | 1,066,432 | |
Liberty Media Corp.: | |||
Liberty Formula One Group Series C (a) | 23,806 | 1,510,967 | |
Liberty Media Class A (a) | 2,453 | 142,200 | |
Liberty SiriusXM Series A (a)(b) | 7,271 | 262,047 | |
Liberty SiriusXM Series C (a) | 14,909 | 537,469 | |
News Corp.: | |||
Class A | 51,411 | 800,983 | |
Class B | 16,329 | 259,468 | |
Nexstar Broadcasting Group, Inc. Class A | 4,688 | 763,581 | |
Omnicom Group, Inc. | 27,149 | 1,726,948 | |
Sirius XM Holdings, Inc. (b) | 94,269 | 577,869 | |
The New York Times Co. Class A | 21,795 | 608,081 | |
ViacomCBS, Inc.: | |||
Class A (b) | 1,267 | 34,538 | |
Class B | 76,849 | 1,896,633 | |
14,954,850 | |||
TOTAL COMMUNICATION SERVICES | 28,518,459 | ||
CONSUMER DISCRETIONARY - 9.5% | |||
Auto Components - 0.7% | |||
Aptiv PLC (a) | 27,010 | 2,405,781 | |
BorgWarner, Inc. | 31,981 | 1,067,206 | |
Gentex Corp. | 31,206 | 872,832 | |
Lear Corp. | 7,959 | 1,001,959 | |
QuantumScape Corp. Class A (a)(b) | 32,739 | 281,228 | |
5,629,006 | |||
Automobiles - 0.2% | |||
Harley-Davidson, Inc. | 17,855 | 565,289 | |
Lucid Group, Inc. Class A (a)(b) | 4,334 | 74,371 | |
Rivian Automotive, Inc. | 23,644 | 608,597 | |
Thor Industries, Inc. | 7,019 | 524,530 | |
1,772,787 | |||
Distributors - 0.5% | |||
Genuine Parts Co. | 17,014 | 2,262,862 | |
LKQ Corp. | 35,313 | 1,733,515 | |
3,996,377 | |||
Diversified Consumer Services - 0.4% | |||
ADT, Inc. | 27,944 | 171,856 | |
Bright Horizons Family Solutions, Inc. (a) | 5,671 | 479,313 | |
Grand Canyon Education, Inc. (a) | 4,250 | 400,308 | |
H&R Block, Inc. | 3,824 | 135,064 | |
Mister Car Wash, Inc. (b) | 2,920 | 31,770 | |
Service Corp. International | 20,602 | 1,424,010 | |
Terminix Global Holdings, Inc. (a) | 16,098 | 654,384 | |
3,296,705 | |||
Hotels, Restaurants & Leisure - 2.0% | |||
ARAMARK Holdings Corp. | 30,799 | 943,373 | |
Boyd Gaming Corp. | 10,632 | 528,942 | |
Caesars Entertainment, Inc. (a) | 8,612 | 329,840 | |
Carnival Corp. (a)(b) | 115,824 | 1,001,878 | |
Darden Restaurants, Inc. | 4,471 | 505,760 | |
Domino's Pizza, Inc. | 1,284 | 500,388 | |
Hilton Worldwide Holdings, Inc. | 10,162 | 1,132,453 | |
Hyatt Hotels Corp. Class A (a) | 6,685 | 494,088 | |
Las Vegas Sands Corp. (a) | 27,537 | 924,968 | |
Marriott Vacations Worldwide Corp. | 5,400 | 627,480 | |
MGM Resorts International | 47,601 | 1,378,049 | |
Norwegian Cruise Line Holdings Ltd. (a)(b) | 51,293 | 570,378 | |
Penn National Gaming, Inc. (a) | 22,032 | 670,213 | |
Planet Fitness, Inc. (a) | 2,967 | 201,786 | |
Royal Caribbean Cruises Ltd. (a) | 29,398 | 1,026,284 | |
Six Flags Entertainment Corp. (a) | 5,152 | 111,798 | |
Travel+Leisure Co. | 3,148 | 122,205 | |
Vail Resorts, Inc. | 290 | 63,235 | |
Wyndham Hotels & Resorts, Inc. | 3,701 | 243,230 | |
Wynn Resorts Ltd. (a) | 12,317 | 701,823 | |
Yum! Brands, Inc. | 33,811 | 3,837,887 | |
15,916,058 | |||
Household Durables - 1.5% | |||
D.R. Horton, Inc. | 20,564 | 1,361,131 | |
Garmin Ltd. | 20,565 | 2,020,511 | |
Leggett & Platt, Inc. | 17,648 | 610,268 | |
Lennar Corp.: | |||
Class A | 34,072 | 2,404,461 | |
Class B | 1,885 | 110,668 | |
Mohawk Industries, Inc. (a) | 6,982 | 866,396 | |
Newell Brands, Inc. | 50,118 | 954,247 | |
NVR, Inc. (a) | 112 | 448,464 | |
PulteGroup, Inc. | 19,102 | 757,012 | |
Tempur Sealy International, Inc. | 22,699 | 485,078 | |
Toll Brothers, Inc. | 7,081 | 315,813 | |
TopBuild Corp. (a) | 682 | 114,003 | |
Whirlpool Corp. | 7,352 | 1,138,604 | |
11,586,656 | |||
Internet & Direct Marketing Retail - 0.4% | |||
Doordash, Inc. (a) | 3,842 | 246,541 | |
eBay, Inc. | 64,934 | 2,705,800 | |
Lyft, Inc. (a) | 8,193 | 108,803 | |
Wayfair LLC Class A (a)(b) | 3,759 | 163,742 | |
3,224,886 | |||
Leisure Products - 0.4% | |||
Brunswick Corp. | 8,348 | 545,792 | |
Hasbro, Inc. | 17,535 | 1,435,766 | |
Mattel, Inc. (a) | 24,150 | 539,270 | |
Peloton Interactive, Inc. Class A (a)(b) | 39,813 | 365,483 | |
Polaris, Inc. (b) | 1,956 | 194,192 | |
3,080,503 | |||
Multiline Retail - 0.6% | |||
Dollar Tree, Inc. (a) | 19,554 | 3,047,491 | |
Kohl's Corp. | 16,972 | 605,731 | |
Macy's, Inc. | 37,756 | 691,690 | |
Nordstrom, Inc. | 2,221 | 46,930 | |
Ollie's Bargain Outlet Holdings, Inc. (a) | 7,913 | 464,889 | |
4,856,731 | |||
Specialty Retail - 1.9% | |||
Advance Auto Parts, Inc. | 7,508 | 1,299,560 | |
AutoNation, Inc. (a) | 5,265 | 588,416 | |
AutoZone, Inc. (a) | 242 | 520,087 | |
Bath & Body Works, Inc. | 31,715 | 853,768 | |
Best Buy Co., Inc. | 18,425 | 1,201,126 | |
Burlington Stores, Inc. (a) | 554 | 75,471 | |
CarMax, Inc. (a)(b) | 18,917 | 1,711,610 | |
Dick's Sporting Goods, Inc. | 7,362 | 554,874 | |
GameStop Corp. Class A (a)(b) | 8,946 | 1,094,096 | |
Gap, Inc. | 26,433 | 217,808 | |
Leslie's, Inc. (a)(b) | 2,310 | 35,066 | |
Lithia Motors, Inc. Class A (sub. vtg.) | 3,808 | 1,046,476 | |
O'Reilly Automotive, Inc. (a) | 5,156 | 3,257,355 | |
Penske Automotive Group, Inc. | 3,668 | 384,003 | |
Petco Health & Wellness Co., Inc. (a)(b) | 10,751 | 158,470 | |
RH (a) | 1,455 | 308,838 | |
Ross Stores, Inc. | 26,527 | 1,862,991 | |
Victoria's Secret & Co. (a) | 3,149 | 88,078 | |
Williams-Sonoma, Inc. (b) | 1,942 | 215,465 | |
15,473,558 | |||
Textiles, Apparel & Luxury Goods - 0.9% | |||
Capri Holdings Ltd. (a) | 19,100 | 783,291 | |
Carter's, Inc. (b) | 5,259 | 370,654 | |
Columbia Sportswear Co. | 4,867 | 348,380 | |
Deckers Outdoor Corp. (a) | 422 | 107,758 | |
Hanesbrands, Inc. (b) | 46,557 | 479,072 | |
PVH Corp. | 8,901 | 506,467 | |
Ralph Lauren Corp. | 6,050 | 542,383 | |
Skechers U.S.A., Inc. Class A (sub. vtg.) (a) | 15,041 | 535,159 | |
Tapestry, Inc. | 30,546 | 932,264 | |
Under Armour, Inc.: | |||
Class A (sub. vtg.) (a) | 24,807 | 206,642 | |
Class C (non-vtg.) (a) | 29,550 | 223,989 | |
VF Corp. | 46,672 | 2,061,502 | |
7,097,561 | |||
TOTAL CONSUMER DISCRETIONARY | 75,930,828 | ||
CONSUMER STAPLES - 4.2% | |||
Beverages - 0.3% | |||
Boston Beer Co., Inc. Class A (a) | 64 | 19,390 | |
Brown-Forman Corp.: | |||
Class A | 2,482 | 167,882 | |
Class B (non-vtg.) | 10,072 | 706,652 | |
Molson Coors Beverage Co. Class B | 23,367 | 1,273,735 | |
2,167,659 | |||
Food & Staples Retailing - 1.0% | |||
Albertsons Companies, Inc. | 21,307 | 569,323 | |
BJ's Wholesale Club Holdings, Inc. (a) | 6,609 | 411,873 | |
Casey's General Stores, Inc. | 4,956 | 916,761 | |
Grocery Outlet Holding Corp. (a)(b) | 10,917 | 465,392 | |
Kroger Co. | 87,406 | 4,136,926 | |
Performance Food Group Co. (a) | 13,931 | 640,547 | |
U.S. Foods Holding Corp. (a) | 29,732 | 912,178 | |
8,053,000 | |||
Food Products - 2.5% | |||
Bunge Ltd. | 18,680 | 1,694,089 | |
Campbell Soup Co. | 25,846 | 1,241,900 | |
Conagra Brands, Inc. | 62,770 | 2,149,245 | |
Darling Ingredients, Inc. (a) | 19,859 | 1,187,568 | |
Flowers Foods, Inc. | 24,839 | 653,762 | |
Freshpet, Inc. (a) | 2,680 | 139,065 | |
Hormel Foods Corp. | 38,172 | 1,807,826 | |
Ingredion, Inc. | 8,794 | 775,279 | |
Kellogg Co. | 15,178 | 1,082,799 | |
McCormick & Co., Inc. (non-vtg.) | 33,400 | 2,780,550 | |
Pilgrim's Pride Corp. (a) | 3,030 | 94,627 | |
Post Holdings, Inc. (a) | 7,404 | 609,719 | |
Seaboard Corp. | 34 | 132,008 | |
The Hershey Co. | 2,582 | 555,543 | |
The J.M. Smucker Co. | 13,988 | 1,790,604 | |
Tyson Foods, Inc. Class A | 37,975 | 3,268,129 | |
19,962,713 | |||
Household Products - 0.3% | |||
Church & Dwight Co., Inc. | 17,677 | 1,637,951 | |
Reynolds Consumer Products, Inc. (b) | 7,258 | 197,926 | |
Spectrum Brands Holdings, Inc. | 5,327 | 436,921 | |
The Clorox Co. | 2,818 | 397,282 | |
2,670,080 | |||
Personal Products - 0.1% | |||
Coty, Inc. Class A (a) | 46,343 | 371,207 | |
TOTAL CONSUMER STAPLES | 33,224,659 | ||
ENERGY - 5.0% | |||
Energy Equipment & Services - 0.8% | |||
Baker Hughes Co. Class A | 123,412 | 3,562,904 | |
Halliburton Co. | 65,517 | 2,054,613 | |
NOV, Inc. | 52,225 | 883,125 | |
6,500,642 | |||
Oil, Gas & Consumable Fuels - 4.2% | |||
Antero Midstream GP LP | 44,953 | 406,825 | |
Antero Resources Corp. (a) | 13,712 | 420,273 | |
APA Corp. | 44,959 | 1,569,069 | |
Cheniere Energy, Inc. | 14,344 | 1,908,182 | |
Chesapeake Energy Corp. | 17,003 | 1,378,943 | |
Continental Resources, Inc. | 1,190 | 77,767 | |
Coterra Energy, Inc. | 88,675 | 2,286,928 | |
Devon Energy Corp. | 44,812 | 2,469,589 | |
Diamondback Energy, Inc. | 10,128 | 1,227,007 | |
DT Midstream, Inc. | 12,863 | 630,544 | |
EQT Corp. | 49,122 | 1,689,797 | |
Hess Corp. | 8,119 | 860,127 | |
HF Sinclair Corp. | 19,931 | 900,084 | |
Marathon Oil Corp. | 94,070 | 2,114,694 | |
ONEOK, Inc. | 52,575 | 2,917,913 | |
Ovintiv, Inc. | 9,947 | 439,558 | |
PDC Energy, Inc. | 5,868 | 361,527 | |
Phillips 66 Co. | 64,148 | 5,259,495 | |
Range Resources Corp. (a) | 11,949 | 295,738 | |
Southwestern Energy Co. (a) | 137,819 | 861,369 | |
The Williams Companies, Inc. | 162,366 | 5,067,443 | |
33,142,872 | |||
TOTAL ENERGY | 39,643,514 | ||
FINANCIALS - 17.8% | |||
Banks - 4.7% | |||
Bank of Hawaii Corp. (b) | 5,283 | 393,055 | |
Bank OZK | 15,553 | 583,704 | |
BOK Financial Corp. | 3,927 | 296,803 | |
Citizens Financial Group, Inc. | 65,179 | 2,326,239 | |
Comerica, Inc. | 17,451 | 1,280,554 | |
Commerce Bancshares, Inc. | 14,572 | 956,652 | |
Cullen/Frost Bankers, Inc. | 7,743 | 901,672 | |
East West Bancorp, Inc. | 18,906 | 1,225,109 | |
Fifth Third Bancorp | 90,894 | 3,054,038 | |
First Citizens Bancshares, Inc. | 1,218 | 796,304 | |
First Hawaiian, Inc. (b) | 17,072 | 387,705 | |
First Horizon National Corp. | 70,578 | 1,542,835 | |
First Republic Bank | 23,830 | 3,436,286 | |
FNB Corp., Pennsylvania | 46,242 | 502,188 | |
Huntington Bancshares, Inc. | 191,494 | 2,303,673 | |
KeyCorp | 124,094 | 2,138,140 | |
M&T Bank Corp. | 23,817 | 3,796,192 | |
PacWest Bancorp | 15,534 | 414,136 | |
Pinnacle Financial Partners, Inc. | 9,944 | 719,051 | |
Popular, Inc. | 9,954 | 765,761 | |
Prosperity Bancshares, Inc. | 11,771 | 803,606 | |
Regions Financial Corp. | 124,700 | 2,338,125 | |
Signature Bank | 7,844 | 1,405,723 | |
SVB Financial Group (a) | 2,834 | 1,119,402 | |
Synovus Financial Corp. | 19,083 | 687,942 | |
Umpqua Holdings Corp. | 28,544 | 478,683 | |
Webster Financial Corp. | 23,859 | 1,005,657 | |
Western Alliance Bancorp. | 5,482 | 387,029 | |
Wintrust Financial Corp. | 7,946 | 636,872 | |
Zions Bancorp NA | 19,922 | 1,014,030 | |
37,697,166 | |||
Capital Markets - 4.4% | |||
Affiliated Managers Group, Inc. | 5,088 | 593,261 | |
Ameriprise Financial, Inc. | 5,299 | 1,259,466 | |
Bank of New York Mellon Corp. | 97,918 | 4,084,160 | |
Carlyle Group LP | 27,477 | 869,922 | |
Cboe Global Markets, Inc. | 14,115 | 1,597,677 | |
Coinbase Global, Inc. (a)(b) | 20,665 | 971,668 | |
Evercore, Inc. Class A | 5,054 | 473,105 | |
Franklin Resources, Inc. | 37,954 | 884,708 | |
Interactive Brokers Group, Inc. | 12,315 | 677,448 | |
Invesco Ltd. | 49,589 | 799,871 | |
Janus Henderson Group PLC (b) | 18,415 | 432,937 | |
Jefferies Financial Group, Inc. | 27,835 | 768,803 | |
KKR & Co. LP | 76,236 | 3,528,964 | |
Lazard Ltd. Class A | 12,606 | 408,560 | |
Morningstar, Inc. | 312 | 75,451 | |
MSCI, Inc. | 2,596 | 1,069,941 | |
NASDAQ, Inc. | 15,271 | 2,329,438 | |
Northern Trust Corp. | 27,398 | 2,643,359 | |
Raymond James Financial, Inc. | 23,871 | 2,134,306 | |
Robinhood Markets, Inc. (a) | 73,710 | 605,896 | |
SEI Investments Co. | 13,892 | 750,446 | |
State Street Corp. | 48,913 | 3,015,486 | |
Stifel Financial Corp. | 13,701 | 767,530 | |
T. Rowe Price Group, Inc. | 29,831 | 3,389,100 | |
Tradeweb Markets, Inc. Class A | 5,296 | 361,452 | |
Virtu Financial, Inc. Class A | 13,309 | 311,564 | |
34,804,519 | |||
Consumer Finance - 1.1% | |||
Ally Financial, Inc. | 43,150 | 1,445,957 | |
Credit Acceptance Corp. (a)(b) | 835 | 395,297 | |
Discover Financial Services | 37,426 | 3,539,751 | |
OneMain Holdings, Inc. | 15,611 | 583,539 | |
SLM Corp. | 35,723 | 569,425 | |
SoFi Technologies, Inc. (a) | 105,440 | 555,669 | |
Synchrony Financial | 66,680 | 1,841,702 | |
Upstart Holdings, Inc. (a)(b) | 7,936 | 250,936 | |
9,182,276 | |||
Diversified Financial Services - 0.4% | |||
Apollo Global Management, Inc. | 14,576 | 706,644 | |
Equitable Holdings, Inc. | 51,193 | 1,334,602 | |
Voya Financial, Inc. | 13,476 | 802,226 | |
2,843,472 | |||
Insurance - 6.6% | |||
AFLAC, Inc. | 85,147 | 4,711,184 | |
Alleghany Corp. (a) | 1,481 | 1,233,821 | |
Allstate Corp. | 36,521 | 4,628,306 | |
American Financial Group, Inc. | 8,982 | 1,246,791 | |
Arch Capital Group Ltd. (a) | 32,469 | 1,477,015 | |
Arthur J. Gallagher & Co. | 24,556 | 4,003,610 | |
Assurant, Inc. | 6,778 | 1,171,577 | |
Assured Guaranty Ltd. | 8,154 | 454,912 | |
Axis Capital Holdings Ltd. | 10,323 | 589,340 | |
Brighthouse Financial, Inc. (a) | 10,010 | 410,610 | |
Brown & Brown, Inc. | 29,123 | 1,699,036 | |
Cincinnati Financial Corp. | 20,845 | 2,480,138 | |
CNA Financial Corp. | 3,648 | 163,795 | |
Erie Indemnity Co. Class A | 871 | 167,397 | |
Everest Re Group Ltd. | 3,576 | 1,002,281 | |
Fidelity National Financial, Inc. | 35,798 | 1,323,094 | |
First American Financial Corp. | 13,801 | 730,349 | |
Globe Life, Inc. | 12,095 | 1,178,900 | |
Hanover Insurance Group, Inc. | 4,691 | 686,059 | |
Hartford Financial Services Group, Inc. | 43,750 | 2,862,563 | |
Kemper Corp. | 8,491 | 406,719 | |
Lincoln National Corp. | 18,181 | 850,325 | |
Loews Corp. | 27,134 | 1,607,961 | |
Markel Corp. (a) | 1,373 | 1,775,632 | |
Old Republic International Corp. | 37,554 | 839,707 | |
Primerica, Inc. | 5,064 | 606,110 | |
Principal Financial Group, Inc. | 33,363 | 2,228,315 | |
Prudential Financial, Inc. | 50,034 | 4,787,253 | |
Reinsurance Group of America, Inc. | 8,919 | 1,046,110 | |
RenaissanceRe Holdings Ltd. | 2,636 | 412,191 | |
Unum Group | 26,764 | 910,511 | |
W.R. Berkley Corp. | 27,434 | 1,872,645 | |
White Mountains Insurance Group Ltd. | 386 | 481,006 | |
Willis Towers Watson PLC | 14,777 | 2,916,832 | |
52,962,095 | |||
Mortgage Real Estate Investment Trusts - 0.4% | |||
AGNC Investment Corp. | 69,997 | 774,867 | |
Annaly Capital Management, Inc. | 207,286 | 1,225,060 | |
New Residential Investment Corp. | 56,641 | 527,894 | |
Starwood Property Trust, Inc. | 38,783 | 810,177 | |
3,337,998 | |||
Thrifts & Mortgage Finance - 0.2% | |||
MGIC Investment Corp. | 41,111 | 517,999 | |
New York Community Bancorp, Inc. (b) | 61,065 | 557,523 | |
Rocket Companies, Inc. | 6,957 | 51,204 | |
TFS Financial Corp. | 6,677 | 91,675 | |
UWM Holdings Corp. Class A (b) | 1,120 | 3,965 | |
1,222,366 | |||
TOTAL FINANCIALS | 142,049,892 | ||
HEALTH CARE - 7.4% | |||
Biotechnology - 1.2% | |||
Biogen, Inc. (a) | 19,427 | 3,961,942 | |
BioMarin Pharmaceutical, Inc. (a) | 24,589 | 2,037,690 | |
Exact Sciences Corp. (a)(b) | 19,082 | 751,640 | |
Exelixis, Inc. (a) | 5,697 | 118,612 | |
Horizon Therapeutics PLC (a) | 2,098 | 167,336 | |
Incyte Corp. (a) | 3,288 | 249,789 | |
Ionis Pharmaceuticals, Inc. (a) | 1,551 | 57,418 | |
Mirati Therapeutics, Inc. (a)(b) | 5,750 | 385,998 | |
Natera, Inc. (a) | 868 | 30,762 | |
Repligen Corp. (a) | 2,129 | 345,750 | |
Ultragenyx Pharmaceutical, Inc. (a) | 1,969 | 117,471 | |
United Therapeutics Corp. (a) | 5,943 | 1,400,409 | |
9,624,817 | |||
Health Care Equipment & Supplies - 2.0% | |||
Align Technology, Inc. (a) | 2,600 | 615,342 | |
Dentsply Sirona, Inc. | 28,612 | 1,022,307 | |
Enovis Corp. (a) | 6,769 | 372,295 | |
Envista Holdings Corp. (a) | 21,609 | 832,811 | |
Globus Medical, Inc. (a) | 9,717 | 545,512 | |
Hologic, Inc. (a) | 32,811 | 2,273,802 | |
ICU Medical, Inc. (a) | 2,194 | 360,672 | |
Integra LifeSciences Holdings Corp. (a) | 9,601 | 518,742 | |
Masimo Corp. (a) | 1,574 | 205,675 | |
QuidelOrtho Corp. (a) | 6,556 | 637,112 | |
STERIS PLC | 11,372 | 2,344,338 | |
Tandem Diabetes Care, Inc. (a)(b) | 563 | 33,324 | |
Teleflex, Inc. | 6,263 | 1,539,759 | |
The Cooper Companies, Inc. | 6,488 | 2,031,523 | |
Zimmer Biomet Holdings, Inc. | 27,982 | 2,939,789 | |
16,273,003 | |||
Health Care Providers & Services - 1.8% | |||
Acadia Healthcare Co., Inc. (a) | 11,810 | 798,710 | |
agilon health, Inc. (a)(b) | 1,651 | 36,041 | |
Amedisys, Inc. (a) | 4,274 | 449,283 | |
Cardinal Health, Inc. | 36,373 | 1,901,217 | |
Chemed Corp. | 1,248 | 585,799 | |
Encompass Health Corp. | 12,989 | 728,033 | |
Henry Schein, Inc. (a) | 18,323 | 1,406,107 | |
Laboratory Corp. of America Holdings | 12,359 | 2,896,455 | |
Molina Healthcare, Inc. (a) | 1,733 | 484,564 | |
Oak Street Health, Inc. (a)(b) | 15,571 | 255,987 | |
Premier, Inc. | 15,601 | 556,644 | |
Quest Diagnostics, Inc. | 15,612 | 2,076,084 | |
Signify Health, Inc. (a)(b) | 8,966 | 123,731 | |
Tenet Healthcare Corp. (a) | 14,103 | 741,254 | |
Universal Health Services, Inc. Class B | 8,615 | 867,617 | |
13,907,526 | |||
Health Care Technology - 0.2% | |||
Certara, Inc. (a) | 5,501 | 118,051 | |
Change Healthcare, Inc. (a) | 30,666 | 707,158 | |
Definitive Healthcare Corp. (b) | 2,085 | 47,809 | |
Doximity, Inc. (b) | 6,845 | 238,343 | |
Teladoc Health, Inc. (a)(b) | 19,365 | 643,112 | |
1,754,473 | |||
Life Sciences Tools & Services - 1.0% | |||
10X Genomics, Inc. (a) | 1,264 | 57,196 | |
Agilent Technologies, Inc. | 4,089 | 485,651 | |
Avantor, Inc. (a) | 5,786 | 179,945 | |
Azenta, Inc. | 9,825 | 708,383 | |
Bio-Rad Laboratories, Inc. Class A (a) | 2,851 | 1,411,245 | |
Charles River Laboratories International, Inc. (a) | 451 | 96,500 | |
PerkinElmer, Inc. | 16,815 | 2,391,429 | |
QIAGEN NV (a) | 30,256 | 1,428,083 | |
Syneos Health, Inc. (a) | 11,209 | 803,461 | |
7,561,893 | |||
Pharmaceuticals - 1.2% | |||
Catalent, Inc. (a) | 15,497 | 1,662,673 | |
Elanco Animal Health, Inc. (a) | 59,380 | 1,165,629 | |
Jazz Pharmaceuticals PLC (a) | 8,125 | 1,267,581 | |
Organon & Co. | 33,893 | 1,143,889 | |
Perrigo Co. PLC | 17,837 | 723,647 | |
Royalty Pharma PLC (b) | 48,931 | 2,057,059 | |
Viatris, Inc. | 161,624 | 1,692,203 | |
9,712,681 | |||
TOTAL HEALTH CARE | 58,834,393 | ||
INDUSTRIALS - 14.3% | |||
Aerospace & Defense - 1.2% | |||
Axon Enterprise, Inc. (a) | 2,041 | 190,160 | |
BWX Technologies, Inc. | 7,444 | 410,090 | |
Curtiss-Wright Corp. | 5,078 | 670,601 | |
HEICO Corp. | 389 | 51,006 | |
HEICO Corp. Class A | 651 | 68,602 | |
Hexcel Corp. | 11,101 | 580,693 | |
Howmet Aerospace, Inc. | 45,156 | 1,420,156 | |
Huntington Ingalls Industries, Inc. | 4,103 | 893,715 | |
Mercury Systems, Inc. (a) | 7,481 | 481,253 | |
Spirit AeroSystems Holdings, Inc. Class A | 712 | 20,862 | |
Textron, Inc. | 28,691 | 1,752,159 | |
TransDigm Group, Inc. (a) | 4,294 | 2,304,461 | |
Woodward, Inc. | 7,803 | 721,699 | |
9,565,457 | |||
Air Freight & Logistics - 0.4% | |||
C.H. Robinson Worldwide, Inc. | 12,240 | 1,240,769 | |
Expeditors International of Washington, Inc. | 15,410 | 1,501,859 | |
GXO Logistics, Inc. (a) | 12,479 | 539,966 | |
3,282,594 | |||
Airlines - 0.8% | |||
Alaska Air Group, Inc. (a) | 16,422 | 657,701 | |
American Airlines Group, Inc. (a)(b) | 86,139 | 1,092,243 | |
Copa Holdings SA Class A (a)(b) | 4,131 | 261,781 | |
JetBlue Airways Corp. (a) | 42,886 | 358,956 | |
Southwest Airlines Co. (a) | 78,961 | 2,852,071 | |
United Airlines Holdings, Inc. (a) | 43,538 | 1,542,116 | |
6,764,868 | |||
Building Products - 1.6% | |||
A.O. Smith Corp. | 12,911 | 705,973 | |
Allegion PLC | 2,436 | 238,484 | |
Armstrong World Industries, Inc. | 2,627 | 196,920 | |
Builders FirstSource, Inc. (a) | 22,962 | 1,233,059 | |
Carlisle Companies, Inc. | 1,079 | 257,460 | |
Carrier Global Corp. | 113,072 | 4,032,148 | |
Fortune Brands Home & Security, Inc. | 11,333 | 678,620 | |
Hayward Holdings, Inc. (a)(b) | 9,133 | 131,424 | |
Lennox International, Inc. | 4,298 | 887,924 | |
Masco Corp. | 29,843 | 1,510,056 | |
Owens Corning | 12,955 | 962,686 | |
The AZEK Co., Inc. (a) | 15,152 | 253,644 | |
Trane Technologies PLC | 13,049 | 1,694,674 | |
12,783,072 | |||
Commercial Services & Supplies - 0.8% | |||
Cintas Corp. | 785 | 293,221 | |
Clean Harbors, Inc. (a) | 6,759 | 592,562 | |
Driven Brands Holdings, Inc. (a) | 6,875 | 189,338 | |
IAA, Inc. (a) | 3,061 | 100,309 | |
MSA Safety, Inc. | 3,031 | 366,963 | |
Republic Services, Inc. | 25,739 | 3,368,463 | |
Rollins, Inc. | 2,295 | 80,141 | |
Stericycle, Inc. (a)(b) | 12,143 | 532,471 | |
Tetra Tech, Inc. | 4,160 | 568,048 | |
6,091,516 | |||
Construction & Engineering - 0.5% | |||
AECOM | 16,768 | 1,093,609 | |
MasTec, Inc. (a)(b) | 7,880 | 564,681 | |
MDU Resources Group, Inc. | 26,826 | 724,034 | |
Quanta Services, Inc. | 8,627 | 1,081,308 | |
Valmont Industries, Inc. | 2,398 | 538,663 | |
Willscot Mobile Mini Holdings (a) | 13,554 | 439,421 | |
4,441,716 | |||
Electrical Equipment - 1.3% | |||
Acuity Brands, Inc. | 4,575 | 704,733 | |
AMETEK, Inc. | 30,737 | 3,377,689 | |
Hubbell, Inc. Class B (b) | 7,155 | 1,277,740 | |
nVent Electric PLC | 21,922 | 686,816 | |
Plug Power, Inc. (a) | 34,637 | 573,935 | |
Regal Rexnord Corp. | 8,960 | 1,017,139 | |
Rockwell Automation, Inc. | 5,044 | 1,005,320 | |
Sensata Technologies, Inc. PLC | 20,585 | 850,366 | |
Sunrun, Inc. (a) | 27,232 | 636,140 | |
Vertiv Holdings Co. | 34,166 | 280,845 | |
10,410,723 | |||
Machinery - 4.8% | |||
AGCO Corp. | 7,155 | 706,199 | |
Allison Transmission Holdings, Inc. | 2,700 | 103,815 | |
Crane Holdings Co. | 6,239 | 546,287 | |
Cummins, Inc. | 18,789 | 3,636,235 | |
Donaldson Co., Inc. | 13,624 | 655,859 | |
Dover Corp. | 19,190 | 2,328,131 | |
ESAB Corp. | 6,775 | 296,406 | |
Flowserve Corp. | 17,253 | 493,953 | |
Fortive Corp. | 47,832 | 2,601,104 | |
Gates Industrial Corp. PLC (a) | 14,801 | 159,999 | |
Graco, Inc. | 7,045 | 418,543 | |
IDEX Corp. | 8,335 | 1,513,886 | |
Ingersoll Rand, Inc. | 54,181 | 2,279,936 | |
ITT, Inc. | 11,070 | 744,347 | |
Middleby Corp. (a) | 6,723 | 842,795 | |
Nordson Corp. | 5,926 | 1,199,659 | |
Oshkosh Corp. | 8,711 | 715,522 | |
Otis Worldwide Corp. | 49,522 | 3,499,720 | |
PACCAR, Inc. | 45,482 | 3,744,988 | |
Parker Hannifin Corp. | 13,189 | 3,245,153 | |
Pentair PLC | 21,995 | 1,006,711 | |
Snap-On, Inc. | 7,022 | 1,383,545 | |
Stanley Black & Decker, Inc. | 20,106 | 2,108,315 | |
Timken Co. | 8,316 | 441,164 | |
Westinghouse Air Brake Tech Co. | 24,147 | 1,981,986 | |
Xylem, Inc. | 20,555 | 1,606,990 | |
38,261,248 | |||
Marine - 0.1% | |||
Kirby Corp. (a) | 7,923 | 482,035 | |
Professional Services - 1.8% | |||
CACI International, Inc. Class A (a) | 3,075 | 866,474 | |
Clarivate Analytics PLC (a)(b) | 63,896 | 885,599 | |
CoStar Group, Inc. (a) | 44,899 | 2,712,349 | |
Dun & Bradstreet Holdings, Inc. (a) | 33,324 | 500,860 | |
Equifax, Inc. | 8,102 | 1,480,884 | |
FTI Consulting, Inc. (a) | 2,613 | 472,561 | |
Jacobs Engineering Group, Inc. | 17,047 | 2,167,185 | |
KBR, Inc. | 6,522 | 315,600 | |
Leidos Holdings, Inc. | 18,163 | 1,829,196 | |
Manpower, Inc. | 6,997 | 534,641 | |
Nielsen Holdings PLC | 47,781 | 1,109,475 | |
Robert Half International, Inc. | 1,705 | 127,687 | |
Science Applications International Corp. | 7,382 | 687,264 | |
TransUnion Holding Co., Inc. | 6,806 | 544,412 | |
14,234,187 | |||
Road & Rail - 0.5% | |||
AMERCO | 1,194 | 571,007 | |
Avis Budget Group, Inc. (a) | 3,949 | 580,819 | |
Hertz Global Holdings, Inc. (b) | 30,930 | 489,931 | |
J.B. Hunt Transport Services, Inc. | 1,204 | 189,594 | |
Knight-Swift Transportation Holdings, Inc. Class A | 21,245 | 983,431 | |
Landstar System, Inc. | 552 | 80,272 | |
Ryder System, Inc. | 6,608 | 469,564 | |
Schneider National, Inc. Class B | 7,220 | 161,584 | |
XPO Logistics, Inc. (a) | 12,537 | 603,782 | |
4,129,984 | |||
Trading Companies & Distributors - 0.5% | |||
Air Lease Corp. Class A | 13,832 | 462,404 | |
Core & Main, Inc. (b) | 5,300 | 118,190 | |
MSC Industrial Direct Co., Inc. Class A | 6,178 | 464,030 | |
SiteOne Landscape Supply, Inc. (a) | 2,332 | 277,205 | |
United Rentals, Inc. (a) | 5,162 | 1,253,901 | |
Univar Solutions, Inc. (a) | 22,200 | 552,114 | |
Watsco, Inc. | 2,056 | 491,014 | |
WESCO International, Inc. (a) | 2,806 | 300,523 | |
3,919,381 | |||
TOTAL INDUSTRIALS | 114,366,781 | ||
INFORMATION TECHNOLOGY - 9.4% | |||
Communications Equipment - 1.2% | |||
Ciena Corp. (a) | 20,205 | 923,369 | |
F5, Inc. (a) | 8,063 | 1,233,962 | |
Juniper Networks, Inc. | 42,647 | 1,215,440 | |
Lumentum Holdings, Inc. (a) | 9,136 | 725,581 | |
Motorola Solutions, Inc. | 21,944 | 4,599,462 | |
Ubiquiti, Inc. | 568 | 140,983 | |
ViaSat, Inc. (a)(b) | 9,456 | 289,637 | |
9,128,434 | |||
Electronic Equipment & Components - 1.9% | |||
Amphenol Corp. Class A | 19,191 | 1,235,517 | |
Arrow Electronics, Inc. (a) | 8,305 | 930,907 | |
Avnet, Inc. | 12,873 | 551,994 | |
Cognex Corp. | 1,602 | 68,117 | |
Coherent, Inc. (a) | 340 | 90,515 | |
Corning, Inc. | 94,701 | 2,984,029 | |
II-VI, Inc. (a)(b) | 13,948 | 710,651 | |
IPG Photonics Corp. (a) | 4,640 | 436,763 | |
Jabil, Inc. | 3,389 | 173,551 | |
Keysight Technologies, Inc. (a) | 1,792 | 247,027 | |
Littelfuse, Inc. | 3,231 | 820,803 | |
National Instruments Corp. | 15,206 | 474,883 | |
TD SYNNEX Corp. | 5,653 | 514,988 | |
Teledyne Technologies, Inc. (a) | 6,173 | 2,315,554 | |
Trimble, Inc. (a) | 33,312 | 1,939,758 | |
Vontier Corp. | 8,107 | 186,380 | |
Zebra Technologies Corp. Class A (a) | 4,118 | 1,210,486 | |
14,891,923 | |||
IT Services - 2.4% | |||
Affirm Holdings, Inc. (a) | 23,295 | 420,708 | |
Akamai Technologies, Inc. (a) | 21,124 | 1,929,255 | |
Amdocs Ltd. | 16,343 | 1,361,535 | |
Broadridge Financial Solutions, Inc. | 1,435 | 204,559 | |
Concentrix Corp. | 5,732 | 777,488 | |
DXC Technology Co. (a) | 32,636 | 989,197 | |
Euronet Worldwide, Inc. (a) | 1,596 | 160,542 | |
Genpact Ltd. | 11,389 | 482,438 | |
Global Payments, Inc. | 37,243 | 4,120,566 | |
GoDaddy, Inc. (a) | 18,599 | 1,293,746 | |
Kyndryl Holdings, Inc. (a) | 24,092 | 235,620 | |
Okta, Inc. (a) | 14,301 | 1,292,810 | |
SS&C Technologies Holdings, Inc. | 29,754 | 1,727,815 | |
Switch, Inc. Class A | 7,885 | 264,148 | |
The Western Union Co. | 33,884 | 558,069 | |
Twilio, Inc. Class A (a) | 14,220 | 1,191,778 | |
VeriSign, Inc. (a) | 11,412 | 1,909,570 | |
WEX, Inc. (a) | 1,657 | 257,763 | |
Wix.com Ltd. (a) | 1,593 | 104,421 | |
19,282,028 | |||
Semiconductors & Semiconductor Equipment - 1.1% | |||
Cirrus Logic, Inc. (a) | 7,564 | 548,693 | |
First Solar, Inc. (a) | 14,120 | 961,996 | |
GlobalFoundries, Inc. (b) | 6,330 | 255,352 | |
Microchip Technology, Inc. | 10,431 | 605,832 | |
MKS Instruments, Inc. | 7,359 | 755,254 | |
onsemi (a) | 21,765 | 1,094,997 | |
Qorvo, Inc. (a) | 14,445 | 1,362,452 | |
Skyworks Solutions, Inc. | 21,460 | 1,988,054 | |
Teradyne, Inc. | 1,989 | 178,115 | |
Wolfspeed, Inc. (a)(b) | 15,417 | 978,209 | |
8,728,954 | |||
Software - 1.8% | |||
ANSYS, Inc. (a) | 5,483 | 1,312,027 | |
Bill.Com Holdings, Inc. (a) | 13,007 | 1,429,990 | |
Black Knight, Inc. (a) | 18,682 | 1,221,616 | |
CCC Intelligent Solutions Holdings, Inc. Class A (a) | 13,827 | 127,208 | |
CDK Global, Inc. | 2,667 | 146,072 | |
Ceridian HCM Holding, Inc. (a) | 14,786 | 696,125 | |
Citrix Systems, Inc. | 8,892 | 864,036 | |
Coupa Software, Inc. (a) | 4,465 | 254,952 | |
Dolby Laboratories, Inc. Class A | 8,512 | 609,119 | |
DoubleVerify Holdings, Inc. (a) | 1,099 | 24,914 | |
Dropbox, Inc. Class A (a) | 2,547 | 53,462 | |
Guidewire Software, Inc. (a) | 11,168 | 792,816 | |
Informatica, Inc. (b) | 4,019 | 83,475 | |
Jamf Holding Corp. (a)(b) | 1,245 | 30,839 | |
Mandiant, Inc. (a) | 30,475 | 664,965 | |
Manhattan Associates, Inc. (a) | 3,212 | 368,095 | |
nCino, Inc. (a)(b) | 6,037 | 186,664 | |
NCR Corp. (a) | 15,978 | 497,076 | |
NortonLifeLock, Inc. | 48,318 | 1,061,063 | |
Nutanix, Inc. Class A (a) | 13,478 | 197,183 | |
Paycor HCM, Inc. (b) | 6,309 | 164,034 | |
Procore Technologies, Inc. (a) | 2,613 | 118,604 | |
SentinelOne, Inc. (b) | 6,805 | 158,761 | |
Teradata Corp. (a) | 6,379 | 236,087 | |
Tyler Technologies, Inc. (a) | 684 | 227,416 | |
UiPath, Inc. Class A (a) | 45,165 | 821,551 | |
Unity Software, Inc. (a)(b) | 9,104 | 335,209 | |
Zoom Video Communications, Inc. Class A (a) | 16,692 | 1,802,235 | |
14,485,594 | |||
Technology Hardware, Storage & Peripherals - 1.0% | |||
Dell Technologies, Inc. | 30,223 | 1,396,605 | |
Hewlett Packard Enterprise Co. | 173,186 | 2,296,446 | |
HP, Inc. | 75,975 | 2,490,461 | |
Western Digital Corp. (a) | 41,795 | 1,873,670 | |
8,057,182 | |||
TOTAL INFORMATION TECHNOLOGY | 74,574,115 | ||
MATERIALS - 7.5% | |||
Chemicals - 4.0% | |||
Albemarle Corp. | 7,568 | 1,581,561 | |
Ashland Global Holdings, Inc. | 6,720 | 692,496 | |
Axalta Coating Systems Ltd. (a) | 22,146 | 489,648 | |
Celanese Corp. Class A | 14,452 | 1,699,700 | |
Corteva, Inc. | 96,587 | 5,229,220 | |
DuPont de Nemours, Inc. | 67,890 | 3,773,326 | |
Eastman Chemical Co. | 17,149 | 1,539,466 | |
Element Solutions, Inc. | 30,581 | 544,342 | |
FMC Corp. | 11,052 | 1,182,675 | |
Ginkgo Bioworks Holdings, Inc. Class A (a) | 87,537 | 208,338 | |
Huntsman Corp. | 26,434 | 749,404 | |
International Flavors & Fragrances, Inc. | 33,969 | 4,046,387 | |
LyondellBasell Industries NV Class A | 34,260 | 2,996,380 | |
NewMarket Corp. | 812 | 244,380 | |
Olin Corp. | 18,593 | 860,484 | |
PPG Industries, Inc. | 14,732 | 1,684,457 | |
RPM International, Inc. | 16,164 | 1,272,430 | |
The Chemours Co. LLC | 8,191 | 262,276 | |
The Mosaic Co. | 42,263 | 1,996,081 | |
The Scotts Miracle-Gro Co. Class A | 3,550 | 280,415 | |
Westlake Corp. | 4,411 | 432,366 | |
31,765,832 | |||
Construction Materials - 0.5% | |||
Eagle Materials, Inc. | 890 | 97,847 | |
Martin Marietta Materials, Inc. | 7,565 | 2,263,751 | |
Vulcan Materials Co. | 9,039 | 1,284,442 | |
3,646,040 | |||
Containers & Packaging - 1.6% | |||
Amcor PLC | 199,923 | 2,485,043 | |
Aptargroup, Inc. | 8,744 | 902,468 | |
Ardagh Group SA | 2,333 | 27,366 | |
Ardagh Metal Packaging SA | 13,275 | 80,978 | |
Avery Dennison Corp. | 4,163 | 673,865 | |
Ball Corp. | 25,176 | 1,731,354 | |
Berry Global Group, Inc. (a) | 8,944 | 488,700 | |
Crown Holdings, Inc. | 1,877 | 173,003 | |
Graphic Packaging Holding Co. | 9,361 | 191,901 | |
International Paper Co. | 49,354 | 2,064,478 | |
Packaging Corp. of America | 12,323 | 1,694,413 | |
Silgan Holdings, Inc. | 11,239 | 464,733 | |
Sonoco Products Co. | 12,905 | 736,101 | |
WestRock Co. | 33,813 | 1,347,110 | |
13,061,513 | |||
Metals & Mining - 1.3% | |||
Alcoa Corp. | 24,575 | 1,120,129 | |
Cleveland-Cliffs, Inc. (a) | 69,171 | 1,063,158 | |
Nucor Corp. | 35,449 | 3,701,230 | |
Reliance Steel & Aluminum Co. | 8,226 | 1,397,268 | |
Royal Gold, Inc. | 8,135 | 868,655 | |
SSR Mining, Inc. | 28,122 | 469,637 | |
Steel Dynamics, Inc. | 23,877 | 1,579,464 | |
United States Steel Corp. | 34,329 | 614,832 | |
10,814,373 | |||
Paper & Forest Products - 0.1% | |||
Louisiana-Pacific Corp. | 9,762 | 511,626 | |
TOTAL MATERIALS | 59,799,384 | ||
REAL ESTATE - 12.1% | |||
Equity Real Estate Investment Trusts (REITs) - 11.6% | |||
Alexandria Real Estate Equities, Inc. | 21,602 | 3,132,938 | |
American Campus Communities, Inc. | 18,428 | 1,188,053 | |
American Homes 4 Rent Class A | 40,539 | 1,436,702 | |
Americold Realty Trust | 35,865 | 1,077,385 | |
Apartment Income (REIT) Corp. | 19,136 | 796,058 | |
AvalonBay Communities, Inc. | 18,620 | 3,616,935 | |
Boston Properties, Inc. | 20,908 | 1,860,394 | |
Brixmor Property Group, Inc. | 39,581 | 799,932 | |
Camden Property Trust (SBI) | 12,672 | 1,704,131 | |
Cousins Properties, Inc. | 19,674 | 575,071 | |
CubeSmart | 29,841 | 1,274,808 | |
Douglas Emmett, Inc. | 22,382 | 500,909 | |
Duke Realty Corp. | 51,123 | 2,809,209 | |
EastGroup Properties, Inc. | 5,457 | 842,179 | |
EPR Properties | 9,801 | 459,961 | |
Equity Lifestyle Properties, Inc. | 9,122 | 642,827 | |
Equity Residential (SBI) | 49,362 | 3,564,924 | |
Essex Property Trust, Inc. | 8,665 | 2,265,984 | |
Extra Space Storage, Inc. | 15,562 | 2,647,407 | |
Federal Realty Investment Trust (SBI) | 10,552 | 1,010,248 | |
First Industrial Realty Trust, Inc. | 17,494 | 830,615 | |
Gaming & Leisure Properties | 31,616 | 1,449,910 | |
Healthcare Trust of America, Inc. | 30,370 | 847,627 | |
Healthpeak Properties, Inc. | 71,958 | 1,864,432 | |
Highwoods Properties, Inc. (SBI) | 13,748 | 470,044 | |
Host Hotels & Resorts, Inc. | 94,416 | 1,480,443 | |
Hudson Pacific Properties, Inc. | 18,627 | 276,425 | |
Invitation Homes, Inc. | 81,374 | 2,895,287 | |
Iron Mountain, Inc. | 9,687 | 471,660 | |
JBG SMITH Properties | 15,428 | 364,718 | |
Kilroy Realty Corp. | 15,423 | 807,086 | |
Kimco Realty Corp. | 80,682 | 1,595,083 | |
Lamar Advertising Co. Class A | 1,388 | 122,102 | |
Life Storage, Inc. | 11,236 | 1,254,612 | |
Medical Properties Trust, Inc. | 79,336 | 1,211,461 | |
Mid-America Apartment Communities, Inc. | 15,307 | 2,673,674 | |
National Retail Properties, Inc. | 23,303 | 1,002,029 | |
National Storage Affiliates Trust | 11,237 | 562,637 | |
Omega Healthcare Investors, Inc. | 31,377 | 884,518 | |
Park Hotels & Resorts, Inc. | 30,926 | 419,666 | |
Rayonier, Inc. | 19,332 | 722,630 | |
Realty Income Corp. | 80,230 | 5,476,478 | |
Regency Centers Corp. | 22,887 | 1,357,428 | |
Rexford Industrial Realty, Inc. | 22,066 | 1,270,781 | |
SBA Communications Corp. Class A | 10,974 | 3,512,229 | |
Simon Property Group, Inc. | 22,408 | 2,126,967 | |
SL Green Realty Corp. | 8,410 | 388,122 | |
Spirit Realty Capital, Inc. | 17,748 | 670,519 | |
Store Capital Corp. | 33,746 | 880,096 | |
Sun Communities, Inc. | 15,999 | 2,549,601 | |
UDR, Inc. | 42,351 | 1,949,840 | |
Ventas, Inc. | 53,222 | 2,737,207 | |
VICI Properties, Inc. | 128,229 | 3,819,942 | |
Vornado Realty Trust | 23,535 | 672,866 | |
Welltower, Inc. | 60,572 | 4,988,104 | |
Weyerhaeuser Co. | 99,246 | 3,287,028 | |
WP Carey, Inc. | 25,222 | 2,089,895 | |
92,189,817 | |||
Real Estate Management & Development - 0.5% | |||
CBRE Group, Inc. (a) | 22,498 | 1,656,078 | |
Howard Hughes Corp. (a) | 5,147 | 350,253 | |
Jones Lang LaSalle, Inc. (a) | 6,595 | 1,153,202 | |
Opendoor Technologies, Inc. (a)(b) | 44,620 | 210,160 | |
WeWork, Inc. (a)(b) | 17,372 | 87,207 | |
Zillow Group, Inc.: | |||
Class A (a) | 7,334 | 233,295 | |
Class C (a)(b) | 20,545 | 652,304 | |
4,342,499 | |||
TOTAL REAL ESTATE | 96,532,316 | ||
UTILITIES - 9.0% | |||
Electric Utilities - 4.3% | |||
Alliant Energy Corp. | 33,474 | 1,961,911 | |
Avangrid, Inc. (b) | 9,476 | 437,033 | |
Constellation Energy Corp. | 43,531 | 2,492,585 | |
Edison International | 50,122 | 3,169,715 | |
Entergy Corp. | 27,064 | 3,048,489 | |
Evergy, Inc. | 29,715 | 1,938,904 | |
Eversource Energy | 45,928 | 3,879,538 | |
FirstEnergy Corp. | 72,401 | 2,779,474 | |
Hawaiian Electric Industries, Inc. | 14,402 | 589,042 | |
IDACORP, Inc. | 6,670 | 706,486 | |
NRG Energy, Inc. | 31,489 | 1,201,935 | |
OGE Energy Corp. | 26,567 | 1,024,424 | |
PG&E Corp. (a) | 206,793 | 2,063,794 | |
Pinnacle West Capital Corp. | 15,091 | 1,103,454 | |
PPL Corp. | 98,267 | 2,665,984 | |
Xcel Energy, Inc. | 72,659 | 5,141,351 | |
34,204,119 | |||
Gas Utilities - 0.5% | |||
Atmos Energy Corp. | 18,411 | 2,063,873 | |
National Fuel Gas Co. | 10,696 | 706,471 | |
UGI Corp. | 27,957 | 1,079,420 | |
3,849,764 | |||
Independent Power and Renewable Electricity Producers - 0.3% | |||
Brookfield Renewable Corp. (b) | 16,932 | 602,949 | |
The AES Corp. | 73,085 | 1,535,516 | |
Vistra Corp. | 23,954 | 547,349 | |
2,685,814 | |||
Multi-Utilities - 3.3% | |||
Ameren Corp. | 34,308 | 3,100,071 | |
CenterPoint Energy, Inc. | 84,017 | 2,485,223 | |
CMS Energy Corp. | 38,583 | 2,604,353 | |
Consolidated Edison, Inc. | 47,283 | 4,496,613 | |
DTE Energy Co. | 25,704 | 3,257,982 | |
NiSource, Inc. | 54,246 | 1,599,715 | |
Public Service Enterprise Group, Inc. | 66,319 | 4,196,666 | |
WEC Energy Group, Inc. | 42,029 | 4,229,799 | |
25,970,422 | |||
Water Utilities - 0.6% | |||
American Water Works Co., Inc. | 24,218 | 3,602,912 | |
Essential Utilities, Inc. | 30,869 | 1,415,344 | |
5,018,256 | |||
TOTAL UTILITIES | 71,728,375 | ||
TOTAL COMMON STOCKS (Cost $720,034,457) | 795,202,716 | ||
U.S. Treasury Obligations - 0.0% | |||
Principal Amount (c) | Value ($) | ||
U.S. Treasury Bills, yield at date of purchase 1.23% 1/26/23 (d) (Cost $99,295) | 100,000 | 98,586 | |
Money Market Funds - 2.9% | |||
Shares | Value ($) | ||
Fidelity Securities Lending Cash Central Fund 1.58% (e)(f) (Cost $23,207,975) | 23,205,654 | 23,207,975 | |
TOTAL INVESTMENT IN SECURITIES - 102.7% (Cost $743,341,727) | 818,509,277 |
NET OTHER ASSETS (LIABILITIES) - (2.7)% | (21,415,816) |
NET ASSETS - 100.0% | 797,093,461 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount ($) | Value ($) | Unrealized Appreciation/ (Depreciation) ($) | |
Purchased | |||||
Equity Index Contracts | |||||
CME E-mini S&P MidCap 400 Index Contracts (United States) | 6 | Sep 2022 | 1,360,800 | 26,588 | 26,588 |
The notional amount of futures purchased as a percentage of Net Assets is 0.2% |
(a) | Non-income producing |
(b) | Security or a portion of the security is on loan at period end. |
(c) | Amount is stated in United States dollars unless otherwise noted. |
(d) | Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $98,586. |
(e) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request. |
(f) | Investment made with cash collateral received from securities on loan. |
Affiliate | Value, beginning of period ($) | Purchases ($) | Sales Proceeds ($) | Dividend Income ($) | Realized Gain (loss) ($) | Change in Unrealized appreciation (depreciation) ($) | Value, end of period ($) | %ownership, end of period |
Fidelity Cash Central Fund 1.58% | 7,288,738 | 227,818,938 | 235,107,676 | 6,354 | - | - | - | 0.0% |
Fidelity Securities Lending Cash Central Fund 1.58% | 15,227,558 | 131,480,761 | 123,500,344 | 45,131 | - | - | 23,207,975 | 0.1% |
Total | 22,516,296 | 359,299,699 | 358,608,020 | 51,485 | - | - | 23,207,975 |
Valuation Inputs at Reporting Date: | ||||
Description | Total ($) | Level 1 ($) | Level 2 ($) | Level 3 ($) |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | 28,518,459 | 28,518,459 | - | - |
Consumer Discretionary | 75,930,828 | 75,930,828 | - | - |
Consumer Staples | 33,224,659 | 33,224,659 | - | - |
Energy | 39,643,514 | 39,643,514 | - | - |
Financials | 142,049,892 | 142,049,892 | - | - |
Health Care | 58,834,393 | 58,834,393 | - | - |
Industrials | 114,366,781 | 114,366,781 | - | - |
Information Technology | 74,574,115 | 74,574,115 | - | - |
Materials | 59,799,384 | 59,799,384 | - | - |
Real Estate | 96,532,316 | 96,532,316 | - | - |
Utilities | 71,728,375 | 71,728,375 | - | - |
U.S. Government and Government Agency Obligations | 98,586 | - | 98,586 | - |
Money Market Funds | 23,207,975 | 23,207,975 | - | - |
Total Investments in Securities: | 818,509,277 | 818,410,691 | 98,586 | - |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | 26,588 | 26,588 | - | - |
Total Assets | 26,588 | 26,588 | - | - |
Total Derivative Instruments: | 26,588 | 26,588 | - | - |
Primary Risk Exposure / Derivative Type | Value | |
Asset ($) | Liability ($) | |
Equity Risk | ||
Futures Contracts (a) | 26,588 | 0 |
Total Equity Risk | 26,588 | 0 |
Total Value of Derivatives | 26,588 | 0 |
Statement of Assets and Liabilities | ||||
June 30, 2022 | ||||
Assets | ||||
Investment in securities, at value (including securities loaned of $22,181,817) - See accompanying schedule: | $795,301,302 | |||
Unaffiliated issuers (cost $720,133,752) | ||||
Fidelity Central Funds (cost $23,207,975) | 23,207,975 | |||
Total Investment in Securities (cost $743,341,727) | $ | 818,509,277 | ||
Segregated cash with brokers for derivative instruments | 14,331 | |||
Receivable for investments sold | 4,522,731 | |||
Receivable for fund shares sold | 1,100,446 | |||
Dividends receivable | 1,232,875 | |||
Distributions receivable from Fidelity Central Funds | 7,905 | |||
Total assets | 825,387,565 | |||
Liabilities | ||||
Payable to custodian bank | 2,000,680 | |||
Payable for investments purchased | 2,504,509 | |||
Payable for fund shares redeemed | 525,090 | |||
Accrued management fee | 34,730 | |||
Payable for daily variation margin on futures contracts | 21,120 | |||
Collateral on securities loaned | 23,207,975 | |||
Total Liabilities | 28,294,104 | |||
Net Assets | $ | 797,093,461 | ||
Net Assets consist of: | ||||
Paid in capital | $ | 719,312,190 | ||
Total accumulated earnings (loss) | 77,781,271 | |||
Net Assets | $ | 797,093,461 | ||
Net Asset Value , offering price and redemption price per share ($797,093,461 ÷ 35,848,851 shares) | $ | 22.23 | ||
Statement of Operations | ||||
Year ended June 30, 2022 | ||||
Investment Income | ||||
Dividends | $ | 17,111,498 | ||
Interest | 322 | |||
Income from Fidelity Central Funds (including $45,131 from security lending) | 51,485 | |||
Total Income | 17,163,305 | |||
Expenses | ||||
Management fee | $ | 489,843 | ||
Independent trustees' fees and expenses | 3,109 | |||
Interest | 6,774 | |||
Total expenses before reductions | 499,726 | |||
Expense reductions | (85) | |||
Total expenses after reductions | 499,641 | |||
Net Investment income (loss) | 16,663,664 | |||
Realized and Unrealized Gain (Loss) | ||||
Net realized gain (loss) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | 8,345,106 | |||
Futures contracts | (735,229) | |||
Total net realized gain (loss) | 7,609,877 | |||
Change in net unrealized appreciation (depreciation) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (123,471,613) | |||
Futures contracts | (31,776) | |||
Total change in net unrealized appreciation (depreciation) | (123,503,389) | |||
Net gain (loss) | (115,893,512) | |||
Net increase (decrease) in net assets resulting from operations | $ | (99,229,848) |
Statement of Changes in Net Assets | ||||
Year ended June 30, 2022 | Year ended June 30, 2021 | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net investment income (loss) | $ | 16,663,664 | $ | 10,960,863 |
Net realized gain (loss) | 7,609,877 | 39,380,778 | ||
Change in net unrealized appreciation (depreciation) | (123,503,389) | 192,300,018 | ||
Net increase (decrease) in net assets resulting from operations | (99,229,848) | 242,641,659 | ||
Distributions to shareholders | (53,176,354) | (6,765,302) | ||
Share transactions | ||||
Proceeds from sales of shares | 411,832,421 | 534,911,151 | ||
Reinvestment of distributions | 21,077,325 | 2,379,795 | ||
Cost of shares redeemed | (392,096,125) | (114,224,812) | ||
Net increase (decrease) in net assets resulting from share transactions | 40,813,621 | 423,066,134 | ||
Total increase (decrease) in net assets | (111,592,581) | 658,942,491 | ||
Net Assets | ||||
Beginning of period | 908,686,042 | 249,743,551 | ||
End of period | $ | 797,093,461 | $ | 908,686,042 |
Other Information | ||||
Shares | ||||
Sold | 16,157,682 | 25,186,598 | ||
Issued in reinvestment of distributions | 830,362 | 114,169 | ||
Redeemed | (15,833,117) | (4,990,211) | ||
Net increase (decrease) | 1,154,927 | 20,310,556 | ||
Fidelity® Mid Cap Value Index Fund |
Years ended June 30, | 2022 | 2021 | 2020 A | |||
Selected Per-Share Data | ||||||
Net asset value, beginning of period | $ | 26.19 | $ | 17.36 | $ | 20.00 |
Income from Investment Operations | ||||||
Net investment income (loss) B,C | .43 | .41 | .46 | |||
Net realized and unrealized gain (loss) | (2.90) | 8.69 | (2.97) | |||
Total from investment operations | (2.47) | 9.10 | (2.51) | |||
Distributions from net investment income | (.39) | (.27) | (.13) | |||
Distributions from net realized gain | (1.11) | - | - | |||
Total distributions | (1.49) D | (.27) | (.13) | |||
Net asset value, end of period | $ | 22.23 | $ | 26.19 | $ | 17.36 |
Total Return E,F | (10.08)% | 52.83% | (12.65)% | |||
Ratios to Average Net Assets C,G,H | ||||||
Expenses before reductions | .05% | .05% | .05% I | |||
Expenses net of fee waivers, if any | .05% | .05% | .05% I | |||
Expenses net of all reductions | .05% | .05% | .05% I | |||
Net investment income (loss) | 1.70% | 1.80% | 2.82% I | |||
Supplemental Data | ||||||
Net assets, end of period (000 omitted) | $ | 797,093 | $ | 908,686 | $ | 249,744 |
Portfolio turnover rate J | 41% | 32% | 89% I |
Average Annual Total Returns | |||
Periods ended June 30, 2022 | Past 1 year | Life of Fund A |
Fidelity® Small Cap Growth Index Fund | -33.33% | 1.49% |
$10,000 Over Life of Fund |
Let's say hypothetically that $10,000 was invested in Fidelity® Small Cap Growth Index Fund on July 11, 2019, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the Russell 2000® Growth Index performed over the same period. |
Top Holdings (% of Fund's net assets) | ||
Shockwave Medical, Inc. | 0.6 | |
Chart Industries, Inc. | 0.5 | |
Halozyme Therapeutics, Inc. | 0.5 | |
SailPoint Technologies Holding, Inc. | 0.5 | |
Biohaven Pharmaceutical Holding Co. Ltd. | 0.5 | |
Matador Resources Co. | 0.5 | |
Intra-Cellular Therapies, Inc. | 0.5 | |
EMCOR Group, Inc. | 0.5 | |
Murphy U.S.A., Inc. | 0.5 | |
First Financial Bankshares, Inc. | 0.5 | |
5.1 | ||
Market Sectors (% of Fund's net assets) | ||
Health Care | 22.7 | |
Information Technology | 21.3 | |
Industrials | 17.3 | |
Consumer Discretionary | 10.4 | |
Energy | 6.1 | |
Financials | 5.9 | |
Consumer Staples | 4.7 | |
Materials | 4.4 | |
Real Estate | 2.8 | |
Communication Services | 2.4 | |
Utilities | 1.8 | |
Asset Allocation (% of Fund's net assets) |
Short-Term Investments and Net Other Assets (Liabilities) - (0.1)%* |
Foreign investments - 4.7% |
*Short-term investments and Net Other Assets (Liabilities) are not available in the pie chart. |
Percentages shown as 0.0% may reflect amounts less than 0.05%. |
Common Stocks - 99.8% | |||
Shares | Value ($) | ||
COMMUNICATION SERVICES - 2.4% | |||
Diversified Telecommunication Services - 0.8% | |||
Anterix, Inc. (a) | 761 | 31,254 | |
Bandwidth, Inc. (a) | 1,105 | 20,796 | |
Charge Enterprises, Inc. (a) | 25,878 | 123,438 | |
Cogent Communications Group, Inc. | 5,619 | 341,410 | |
Consolidated Communications Holdings, Inc. (a) | 1,375 | 9,625 | |
Globalstar, Inc. (a) | 136,594 | 168,011 | |
IDT Corp. Class B (a) | 2,561 | 64,409 | |
Iridium Communications, Inc. (a) | 30,510 | 1,145,956 | |
Ooma, Inc. (a) | 5,637 | 66,742 | |
Starry Group Holdings, Inc. Class A (a)(b) | 5,137 | 21,164 | |
1,992,805 | |||
Entertainment - 0.2% | |||
Cinemark Holdings, Inc. (a)(b) | 20,468 | 307,429 | |
IMAX Corp. (a) | 7,022 | 118,602 | |
Playstudios, Inc. Class A (a) | 9,406 | 40,258 | |
Redbox Entertainment, Inc. (a)(b) | 137 | 1,014 | |
Reservoir Media, Inc. (a) | 4,518 | 29,457 | |
496,760 | |||
Interactive Media & Services - 0.7% | |||
CarGurus, Inc. Class A (a) | 24,575 | 528,117 | |
Cars.com, Inc. (a) | 2,209 | 20,831 | |
DHI Group, Inc. (a) | 8,113 | 40,322 | |
Eventbrite, Inc. (a)(b) | 16,213 | 166,508 | |
EverQuote, Inc. Class A (a) | 4,626 | 40,894 | |
MediaAlpha, Inc. Class A (a) | 5,487 | 54,047 | |
QuinStreet, Inc. (a) | 651 | 6,549 | |
The Arena Group Holdings, Inc. | 1,983 | 17,847 | |
Vimeo, Inc. (a) | 34,682 | 208,786 | |
Wejo Group Ltd. (a) | 5,324 | 6,336 | |
Yelp, Inc. (a) | 16,464 | 457,205 | |
Ziff Davis, Inc. (a) | 2,103 | 156,737 | |
ZipRecruiter, Inc. (a) | 19,236 | 285,078 | |
1,989,257 | |||
Media - 0.7% | |||
AdTheorent Holding Co., Inc. Class A (a) | 3,619 | 11,183 | |
Boston Omaha Corp. (a) | 308 | 6,360 | |
Entravision Communication Corp. Class A | 10,386 | 47,360 | |
Gambling.com Group Ltd. | 2,077 | 16,346 | |
Gray Television, Inc. | 8,930 | 150,828 | |
Innovid Corp. (a) | 4,384 | 7,277 | |
Integral Ad Science Holding Corp. | 3,052 | 30,306 | |
John Wiley & Sons, Inc. Class A | 9,675 | 462,078 | |
Liberty Media Corp.: | |||
Liberty Braves Class A (a)(b) | 1,336 | 33,600 | |
Liberty Braves Class C (a) | 9,944 | 238,656 | |
Loyalty Ventures, Inc. (a) | 1,347 | 4,809 | |
PubMatic, Inc. (a)(b) | 9,228 | 146,633 | |
Sinclair Broadcast Group, Inc. Class A | 10,084 | 205,714 | |
Stagwell, Inc. (a)(b) | 1,265 | 6,869 | |
TechTarget, Inc. (a) | 6,617 | 434,869 | |
Thryv Holdings, Inc. (a) | 1,488 | 33,316 | |
WideOpenWest, Inc. (a) | 7,305 | 133,024 | |
1,969,228 | |||
Wireless Telecommunication Services - 0.0% | |||
Gogo, Inc. (a) | 822 | 13,308 | |
TOTAL COMMUNICATION SERVICES | 6,461,358 | ||
CONSUMER DISCRETIONARY - 10.4% | |||
Auto Components - 1.6% | |||
American Axle & Manufacturing Holdings, Inc. (a) | 1,272 | 9,578 | |
Dorman Products, Inc. (a) | 6,250 | 685,688 | |
Fox Factory Holding Corp. (a) | 10,192 | 820,864 | |
Gentherm, Inc. (a) | 7,924 | 494,537 | |
Holley, Inc. (a) | 12,202 | 128,121 | |
LCI Industries | 5,967 | 667,588 | |
Luminar Technologies, Inc. (a) | 57,697 | 342,143 | |
Patrick Industries, Inc. | 531 | 27,527 | |
Solid Power, Inc. (a) | 5,385 | 28,971 | |
Stoneridge, Inc. (a) | 794 | 13,617 | |
Tenneco, Inc. (a) | 19,685 | 337,795 | |
Visteon Corp. (a) | 6,660 | 689,843 | |
XPEL, Inc. (a) | 5,191 | 238,423 | |
4,484,695 | |||
Automobiles - 0.2% | |||
Canoo, Inc. (a)(b) | 26,857 | 49,685 | |
Faraday Future Intelligent Electric, Inc. (a)(b) | 13,015 | 33,839 | |
Fisker, Inc. (a)(b) | 39,408 | 337,727 | |
Mullen Automotive, Inc. (a)(b) | 3,777 | 3,853 | |
Workhorse Group, Inc. (a)(b) | 33,394 | 86,824 | |
511,928 | |||
Distributors - 0.1% | |||
Funko, Inc. (a) | 7,653 | 170,815 | |
Diversified Consumer Services - 0.9% | |||
Carriage Services, Inc. | 3,199 | 126,840 | |
Chegg, Inc. (a) | 29,993 | 563,269 | |
Coursera, Inc. (a) | 27,304 | 387,171 | |
Duolingo, Inc. (a) | 5,654 | 495,008 | |
European Wax Center, Inc. (b) | 4,769 | 84,030 | |
Nerdy, Inc. Class A (a) | 12,982 | 27,652 | |
OneSpaWorld Holdings Ltd. (a) | 15,896 | 113,974 | |
PowerSchool Holdings, Inc. (b) | 3,897 | 46,959 | |
Rover Group, Inc. Class A (a) | 21,243 | 79,874 | |
Stride, Inc. (a) | 9,753 | 397,825 | |
The Beachbody Co., Inc. (a) | 4,147 | 4,976 | |
Udemy, Inc. (b) | 17,365 | 177,297 | |
Universal Technical Institute, Inc. (a) | 7,638 | 54,459 | |
Vivint Smart Home, Inc. Class A (a)(b) | 6,002 | 20,887 | |
2,580,221 | |||
Hotels, Restaurants & Leisure - 2.7% | |||
Accel Entertainment, Inc. (a) | 14,002 | 148,701 | |
Bloomin' Brands, Inc. | 15,392 | 255,815 | |
Bluegreen Vacations Holding Corp. Class A | 223 | 5,566 | |
Brinker International, Inc. (a) | 9,369 | 206,399 | |
Century Casinos, Inc. (a) | 5,308 | 38,218 | |
Cracker Barrel Old Country Store, Inc. | 5,577 | 465,624 | |
Dave & Buster's Entertainment, Inc. (a) | 10,317 | 338,191 | |
Denny's Corp. (a) | 9,913 | 86,045 | |
Dine Brands Global, Inc. | 3,317 | 215,870 | |
Everi Holdings, Inc. (a) | 11,413 | 186,146 | |
F45 Training Holdings, Inc. | 8,824 | 34,678 | |
First Watch Restaurant Group, Inc. | 825 | 11,897 | |
Full House Resorts, Inc. (a) | 2,157 | 13,115 | |
Golden Entertainment, Inc. (a) | 4,926 | 194,823 | |
Hilton Grand Vacations, Inc. (a) | 21,485 | 767,659 | |
Inspired Entertainment, Inc. (a) | 3,575 | 30,781 | |
International Game Technology PLC | 5,389 | 100,020 | |
Jack in the Box, Inc. (b) | 721 | 40,419 | |
Krispy Kreme, Inc. (b) | 4,544 | 61,798 | |
Kura Sushi U.S.A., Inc. Class A (a)(b) | 1,109 | 54,929 | |
Lindblad Expeditions Holdings (a) | 527 | 4,269 | |
Monarch Casino & Resort, Inc. (a) | 3,199 | 187,685 | |
NeoGames SA (a) | 3,257 | 43,676 | |
Noodles & Co. (a) | 9,486 | 44,584 | |
Papa John's International, Inc. | 5,700 | 476,064 | |
Portillo's, Inc. (b) | 4,795 | 78,398 | |
RCI Hospitality Holdings, Inc. | 1,980 | 95,753 | |
Red Rock Resorts, Inc. | 5,738 | 191,420 | |
Rush Street Interactive, Inc. (a)(b) | 14,923 | 69,690 | |
Ruth's Hospitality Group, Inc. | 7,726 | 125,625 | |
SeaWorld Entertainment, Inc. (a)(b) | 5,486 | 242,371 | |
Shake Shack, Inc. Class A (a) | 9,060 | 357,689 | |
Sonder Holdings, Inc. (a) | 9,960 | 10,358 | |
Sweetgreen, Inc. Class A (b) | 3,237 | 37,711 | |
Target Hospitality Corp. (a) | 7,177 | 40,981 | |
Texas Roadhouse, Inc. Class A | 16,435 | 1,203,042 | |
The Cheesecake Factory, Inc. (b) | 11,935 | 315,323 | |
The ONE Group Hospitality, Inc. (a) | 5,335 | 39,319 | |
Wingstop, Inc. (b) | 7,201 | 538,419 | |
Xponential Fitness, Inc. | 1,278 | 16,052 | |
7,375,123 | |||
Household Durables - 1.5% | |||
Aterian, Inc. (a) | 1,313 | 2,836 | |
Cavco Industries, Inc. (a) | 2,199 | 430,982 | |
Century Communities, Inc. | 559 | 25,138 | |
Dream Finders Homes, Inc. (a) | 4,983 | 53,019 | |
Green Brick Partners, Inc. (a) | 1,862 | 36,439 | |
Helen of Troy Ltd. (a) | 5,687 | 923,626 | |
Hovnanian Enterprises, Inc. Class A (a) | 1,252 | 53,573 | |
Installed Building Products, Inc. | 5,819 | 483,908 | |
iRobot Corp. (a)(b) | 5,674 | 208,520 | |
KB Home | 3,484 | 99,155 | |
LGI Homes, Inc. (a) | 346 | 30,067 | |
Lovesac (a) | 3,402 | 93,555 | |
M.D.C. Holdings, Inc. | 3,656 | 118,125 | |
M/I Homes, Inc. (a) | 857 | 33,989 | |
Meritage Homes Corp. (a) | 570 | 41,325 | |
Purple Innovation, Inc. (a)(b) | 1,004 | 3,072 | |
Skyline Champion Corp. (a) | 12,841 | 608,920 | |
Sonos, Inc. (a)(b) | 30,750 | 554,730 | |
Taylor Morrison Home Corp. (a) | 3,394 | 79,284 | |
TRI Pointe Homes, Inc. (a) | 1,916 | 32,323 | |
Vizio Holding Corp. (a)(b) | 16,239 | 110,750 | |
Vuzix Corp. (a)(b) | 12,580 | 89,318 | |
4,112,654 | |||
Internet & Direct Marketing Retail - 0.4% | |||
a.k.a. Brands Holding Corp. (b) | 580 | 1,601 | |
CarParts.com, Inc. (a) | 12,279 | 85,216 | |
Duluth Holdings, Inc. (a)(b) | 1,289 | 12,297 | |
Groupon, Inc. (a)(b) | 485 | 5,481 | |
Liquidity Services, Inc. (a) | 3,043 | 40,898 | |
Lulu's Fashion Lounge Holdings, Inc. (b) | 1,373 | 14,897 | |
PetMed Express, Inc. | 3,963 | 78,864 | |
Quotient Technology, Inc. (a) | 2,549 | 7,571 | |
Rent the Runway, Inc. Class A (b) | 11,161 | 34,264 | |
Revolve Group, Inc. (a) | 9,879 | 255,965 | |
Shutterstock, Inc. | 5,852 | 335,378 | |
Stitch Fix, Inc. (a) | 7,869 | 38,873 | |
The RealReal, Inc. (a) | 3,944 | 9,821 | |
thredUP, Inc. (a) | 2,212 | 5,530 | |
Vivid Seats, Inc. Class A | 1,490 | 11,130 | |
Xometry, Inc. (b) | 8,126 | 275,715 | |
1,213,501 | |||
Leisure Products - 0.3% | |||
Acushnet Holdings Corp. | 2,269 | 94,572 | |
Clarus Corp. | 6,036 | 114,629 | |
Latham Group, Inc. (a) | 10,489 | 72,689 | |
Malibu Boats, Inc. Class A (a) | 4,997 | 263,392 | |
Marine Products Corp. | 1,784 | 16,966 | |
MasterCraft Boat Holdings, Inc. (a) | 4,342 | 91,399 | |
Smith & Wesson Brands, Inc. | 839 | 11,016 | |
Sturm, Ruger & Co., Inc. | 3,740 | 238,051 | |
Vinco Ventures, Inc. (a)(b) | 25,275 | 34,880 | |
937,594 | |||
Multiline Retail - 0.2% | |||
Dillard's, Inc. Class A | 1,032 | 227,628 | |
Franchise Group, Inc. | 6,197 | 217,329 | |
444,957 | |||
Specialty Retail - 1.6% | |||
Arko Corp. | 19,991 | 163,127 | |
Asbury Automotive Group, Inc. (a) | 1,536 | 260,106 | |
Bed Bath & Beyond, Inc. (a)(b) | 13,796 | 68,566 | |
Boot Barn Holdings, Inc. (a) | 7,114 | 490,226 | |
Build-A-Bear Workshop, Inc. | 2,463 | 40,442 | |
Caleres, Inc. | 8,704 | 228,393 | |
Camping World Holdings, Inc. (b) | 9,320 | 201,219 | |
Chico's FAS, Inc. (a) | 21,140 | 105,066 | |
Citi Trends, Inc. (a)(b) | 130 | 3,075 | |
Designer Brands, Inc. Class A | 10,061 | 131,397 | |
Destination XL Group, Inc. (a) | 7,647 | 25,923 | |
EVgo, Inc. Class A (a) | 1,969 | 11,834 | |
Guess?, Inc. (b) | 8,317 | 141,805 | |
Hibbett, Inc. (b) | 2,454 | 107,264 | |
MarineMax, Inc. (a) | 419 | 15,134 | |
Murphy U.S.A., Inc. | 5,354 | 1,246,786 | |
National Vision Holdings, Inc. (a) | 1,220 | 33,550 | |
OneWater Marine, Inc. Class A | 222 | 7,337 | |
Party City Holdco, Inc. (a)(b) | 9,864 | 13,020 | |
Rent-A-Center, Inc. | 12,770 | 248,377 | |
Sally Beauty Holdings, Inc. (a) | 23,617 | 281,515 | |
Sleep Number Corp. (a)(b) | 2,327 | 72,021 | |
The Buckle, Inc. | 6,768 | 187,406 | |
The Children's Place, Inc. (a)(b) | 2,073 | 80,681 | |
Torrid Holdings, Inc. (b) | 2,033 | 8,783 | |
Warby Parker, Inc. (a) | 20,140 | 226,776 | |
4,399,829 | |||
Textiles, Apparel & Luxury Goods - 0.9% | |||
Allbirds, Inc. Class A | 6,015 | 23,639 | |
Crocs, Inc. (a) | 14,611 | 711,117 | |
Ermenegildo Zegna Holditalia SpA | 2,377 | 25,077 | |
Kontoor Brands, Inc. | 13,489 | 450,128 | |
Oxford Industries, Inc. | 2,556 | 226,819 | |
Rocky Brands, Inc. | 61 | 2,085 | |
Steven Madden Ltd. | 18,886 | 608,318 | |
Wolverine World Wide, Inc. | 19,097 | 384,996 | |
2,432,179 | |||
TOTAL CONSUMER DISCRETIONARY | 28,663,496 | ||
CONSUMER STAPLES - 4.7% | |||
Beverages - 0.9% | |||
Celsius Holdings, Inc. (a) | 13,163 | 859,017 | |
Coca-Cola Bottling Co. Consolidated | 1,126 | 634,951 | |
Duckhorn Portfolio, Inc. (a) | 8,912 | 187,687 | |
MGP Ingredients, Inc. (b) | 3,365 | 336,803 | |
National Beverage Corp. (b) | 5,640 | 276,022 | |
The Vita Coco Co., Inc. (b) | 6,657 | 65,172 | |
Vintage Wine Estates, Inc. (a) | 986 | 7,750 | |
2,367,402 | |||
Food & Staples Retailing - 0.4% | |||
Chefs' Warehouse Holdings (a) | 5,742 | 223,306 | |
Natural Grocers by Vitamin Cottage, Inc. | 1,787 | 28,503 | |
PriceSmart, Inc. | 3,693 | 264,530 | |
Rite Aid Corp. (a)(b) | 6,127 | 41,296 | |
Sprouts Farmers Market LLC (a) | 26,238 | 664,346 | |
United Natural Foods, Inc. (a) | 975 | 38,415 | |
1,260,396 | |||
Food Products - 1.7% | |||
Benson Hill, Inc. (a) | 19,855 | 54,403 | |
Beyond Meat, Inc. (a) | 14,823 | 354,863 | |
BRC, Inc. Class A (a)(b) | 6,160 | 50,266 | |
Cal-Maine Foods, Inc. | 8,359 | 413,018 | |
Calavo Growers, Inc. | 4,093 | 170,760 | |
J&J Snack Foods Corp. | 3,624 | 506,128 | |
John B. Sanfilippo & Son, Inc. | 1,259 | 91,265 | |
Lancaster Colony Corp. | 3,937 | 507,007 | |
Local Bounti Corp. (a)(b) | 4,312 | 13,712 | |
Mission Produce, Inc. (a) | 909 | 12,953 | |
Sanderson Farms, Inc. | 4,402 | 948,763 | |
Sovos Brands, Inc. (b) | 4,847 | 76,922 | |
SunOpta, Inc. (a) | 22,047 | 171,526 | |
Tattooed Chef, Inc. (a)(b) | 11,318 | 71,303 | |
The Simply Good Foods Co. (a) | 21,695 | 819,420 | |
Tootsie Roll Industries, Inc. | 3,019 | 106,722 | |
Utz Brands, Inc. Class A | 13,973 | 193,107 | |
Vital Farms, Inc. (a) | 7,156 | 62,615 | |
4,624,753 | |||
Household Products - 0.5% | |||
Central Garden & Pet Co. (a) | 474 | 20,107 | |
Central Garden & Pet Co. Class A (non-vtg.) (a) | 3,803 | 152,158 | |
Energizer Holdings, Inc. | 15,990 | 453,317 | |
WD-40 Co. (b) | 3,274 | 659,253 | |
1,284,835 | |||
Personal Products - 1.1% | |||
BellRing Brands, Inc. (a) | 27,965 | 696,049 | |
elf Beauty, Inc. (a) | 11,611 | 356,225 | |
Herbalife Nutrition Ltd. (a) | 15,728 | 321,638 | |
Inter Parfums, Inc. | 4,282 | 312,843 | |
MediFast, Inc. | 2,737 | 494,056 | |
Nu Skin Enterprises, Inc. Class A | 4,895 | 211,954 | |
The Beauty Health Co. (a)(b) | 21,303 | 273,957 | |
Thorne HealthTech, Inc. (b) | 3,338 | 16,156 | |
USANA Health Sciences, Inc. (a) | 2,609 | 188,787 | |
Veru, Inc. (a)(b) | 15,624 | 176,551 | |
3,048,216 | |||
Tobacco - 0.1% | |||
22nd Century Group, Inc. (a)(b) | 38,710 | 82,452 | |
Turning Point Brands, Inc. | 3,685 | 99,974 | |
Vector Group Ltd. | 4,768 | 50,064 | |
232,490 | |||
TOTAL CONSUMER STAPLES | 12,818,092 | ||
ENERGY - 6.1% | |||
Energy Equipment & Services - 1.8% | |||
Borr Drilling Ltd. (a)(b) | 14,327 | 66,047 | |
Cactus, Inc. | 14,123 | 568,733 | |
Championx Corp. | 49,185 | 976,322 | |
DMC Global, Inc. (a) | 1,124 | 20,266 | |
Liberty Oilfield Services, Inc. Class A (a) | 34,159 | 435,869 | |
Nabors Industries Ltd. (a) | 1,897 | 254,008 | |
Nextier Oilfield Solutions, Inc. (a) | 41,931 | 398,764 | |
Noble Corp. (a)(b) | 1,586 | 40,205 | |
Oceaneering International, Inc. (a) | 21,730 | 232,076 | |
Patterson-UTI Energy, Inc. | 34,661 | 546,257 | |
RPC, Inc. (a) | 17,154 | 118,534 | |
Solaris Oilfield Infrastructure, Inc. Class A | 7,511 | 81,720 | |
TETRA Technologies, Inc. (a) | 29,677 | 120,489 | |
U.S. Silica Holdings, Inc. (a) | 2,569 | 29,338 | |
Valaris Ltd. (a) | 14,552 | 614,676 | |
Weatherford International PLC (a) | 16,881 | 357,371 | |
4,860,675 | |||
Oil, Gas & Consumable Fuels - 4.3% | |||
Amplify Energy Corp. (a) | 6,491 | 42,451 | |
Arch Resources, Inc. (b) | 3,651 | 522,422 | |
Archaea Energy, Inc. (a) | 4,684 | 72,743 | |
Battalion Oil Corp. (a) | 487 | 4,154 | |
Berry Corp. | 3,034 | 23,119 | |
Brigham Minerals, Inc. Class A | 12,317 | 303,368 | |
Callon Petroleum Co. (a) | 9,846 | 385,963 | |
Centennial Resource Development, Inc. Class A (a) | 6,559 | 39,223 | |
CNX Resources Corp. (a) | 2,228 | 36,673 | |
Comstock Resources, Inc. (a) | 21,997 | 265,724 | |
CONSOL Energy, Inc. (a) | 7,744 | 382,399 | |
Crescent Energy, Inc. Class A (b) | 7,707 | 96,183 | |
CVR Energy, Inc. | 7,045 | 236,008 | |
Delek U.S. Holdings, Inc. | 16,841 | 435,171 | |
Denbury, Inc. (a) | 12,180 | 730,678 | |
Earthstone Energy, Inc. (a)(b) | 10,407 | 142,056 | |
Empire Petroleum Corp. (a) | 1,568 | 18,612 | |
Energy Fuels, Inc. (a)(b) | 31,038 | 152,397 | |
Equitrans Midstream Corp. | 23,520 | 149,587 | |
Golar LNG Ltd. (a) | 1,351 | 30,735 | |
Gulfport Energy Corp. (a) | 2,830 | 225,013 | |
HighPeak Energy, Inc. | 1,553 | 39,788 | |
Kinetik Holdings, Inc. | 418 | 14,271 | |
Kosmos Energy Ltd. (a) | 108,178 | 669,622 | |
Laredo Petroleum, Inc. (a) | 4,099 | 282,585 | |
Magnolia Oil & Gas Corp. Class A | 40,074 | 841,153 | |
Matador Resources Co. | 27,044 | 1,259,980 | |
Murphy Oil Corp. | 15,458 | 466,677 | |
Nextdecade Corp. (a) | 6,240 | 27,706 | |
Northern Oil & Gas, Inc. | 13,349 | 337,196 | |
Oasis Petroleum, Inc. | 4,716 | 573,701 | |
Par Pacific Holdings, Inc. (a) | 11,718 | 182,684 | |
PBF Energy, Inc. Class A (a) | 5,236 | 151,949 | |
Ranger Oil Corp. (a) | 5,088 | 167,243 | |
Riley Exploration Permian, Inc. | 1,595 | 38,567 | |
Ring Energy, Inc. (a) | 8,033 | 21,368 | |
SandRidge Energy, Inc. (a) | 7,553 | 118,356 | |
SilverBow Resources, Inc. (a) | 2,826 | 80,145 | |
Sitio Royalties Corp. (b) | 2,923 | 67,755 | |
SM Energy Co. | 29,060 | 993,561 | |
Talos Energy, Inc. (a) | 15,843 | 245,091 | |
Tellurian, Inc. (a)(b) | 122,899 | 366,239 | |
Ur-Energy, Inc. (a) | 44,860 | 47,552 | |
Uranium Energy Corp. (a)(b) | 67,333 | 207,386 | |
VAALCO Energy, Inc. (b) | 14,045 | 97,472 | |
Vertex Energy, Inc. (a) | 11,472 | 120,685 | |
W&T Offshore, Inc. (a) | 18,789 | 81,168 | |
Whiting Petroleum Corp. | 2,270 | 154,428 | |
11,949,007 | |||
TOTAL ENERGY | 16,809,682 | ||
FINANCIALS - 5.9% | |||
Banks - 1.8% | |||
BancFirst Corp. | 2,739 | 262,150 | |
Bancorp, Inc., Delaware (a) | 7,921 | 154,618 | |
BayCom Corp. | 63 | 1,303 | |
Cadence Bank | 2,921 | 68,585 | |
Coastal Financial Corp. of Washington (a) | 2,519 | 96,024 | |
Eastern Bankshares, Inc. | 7,716 | 142,437 | |
Esquire Financial Holdings, Inc. | 1,328 | 44,222 | |
Farmers & Merchants Bancorp, Inc. | 821 | 27,249 | |
First Bancorp, Puerto Rico | 3,626 | 46,812 | |
First Financial Bankshares, Inc. | 31,299 | 1,229,112 | |
First Guaranty Bancshares, Inc. | 34 | 827 | |
Five Star Bancorp | 986 | 26,050 | |
Glacier Bancorp, Inc. | 3,569 | 169,242 | |
HomeTrust Bancshares, Inc. | 301 | 7,525 | |
Lakeland Financial Corp. | 5,326 | 353,753 | |
Live Oak Bancshares, Inc. | 6,302 | 213,575 | |
Meta Financial Group, Inc. | 2,038 | 78,809 | |
Metrocity Bankshares, Inc. | 855 | 17,365 | |
Metropolitan Bank Holding Corp. (a) | 205 | 14,231 | |
National Bank Holdings Corp. | 383 | 14,657 | |
Nicolet Bankshares, Inc. (a) | 257 | 18,591 | |
Professional Holdings Corp. (A Shares) (a) | 155 | 3,108 | |
ServisFirst Bancshares, Inc. | 12,019 | 948,539 | |
Silvergate Capital Corp. (a) | 5,997 | 321,019 | |
Stock Yards Bancorp, Inc. | 5,716 | 341,931 | |
The Bank of NT Butterfield & Son Ltd. | 712 | 22,207 | |
Third Coast Bancshares, Inc. | 43 | 942 | |
Triumph Bancorp, Inc. (a) | 2,166 | 135,505 | |
Veritex Holdings, Inc. | 1,966 | 57,525 | |
West Bancorp., Inc. | 460 | 11,196 | |
Westamerica Bancorp. | 1,443 | 80,317 | |
4,909,426 | |||
Capital Markets - 2.2% | |||
Artisan Partners Asset Management, Inc. | 9,618 | 342,112 | |
B. Riley Financial, Inc. | 4,968 | 209,898 | |
Blucora, Inc. (a) | 11,213 | 206,992 | |
BrightSphere Investment Group, Inc. | 7,059 | 127,133 | |
Cohen & Steers, Inc. (b) | 6,078 | 386,500 | |
Diamond Hill Investment Group, Inc. | 695 | 120,680 | |
Donnelley Financial Solutions, Inc. (a) | 448 | 13,122 | |
Federated Hermes, Inc. | 21,028 | 668,480 | |
Focus Financial Partners, Inc. Class A (a) | 14,018 | 477,453 | |
GAMCO Investors, Inc. Class A | 831 | 17,368 | |
GCM Grosvenor, Inc. Class A | 9,272 | 63,513 | |
Hamilton Lane, Inc. Class A | 8,539 | 573,650 | |
Houlihan Lokey | 12,255 | 967,287 | |
Manning & Napier, Inc. Class A | 1,340 | 16,710 | |
MarketWise, Inc. Class A (a) | 868 | 3,125 | |
Moelis & Co. Class A | 7,867 | 309,566 | |
Open Lending Corp. (a) | 25,691 | 262,819 | |
Perella Weinberg Partners Class A | 10,432 | 60,819 | |
PJT Partners, Inc. | 5,760 | 404,813 | |
Pzena Investment Management, Inc. | 3,897 | 25,681 | |
Sculptor Capital Management, Inc. Class A | 3,356 | 28,023 | |
Silvercrest Asset Management Group Class A | 2,077 | 34,084 | |
StepStone Group, Inc. Class A | 12,756 | 332,039 | |
StoneX Group, Inc. (a) | 289 | 22,562 | |
Value Line, Inc. | 180 | 11,889 | |
Victory Capital Holdings, Inc. | 1,236 | 29,788 | |
Virtus Investment Partners, Inc. | 205 | 35,059 | |
WisdomTree Investments, Inc. (b) | 32,130 | 162,899 | |
5,914,064 | |||
Consumer Finance - 0.3% | |||
Atlanticus Holdings Corp. (a)(b) | 708 | 24,900 | |
CURO Group Holdings Corp. | 3,959 | 21,893 | |
FirstCash Holdings, Inc. | 4,598 | 319,607 | |
Green Dot Corp. Class A (a) | 1,266 | 31,789 | |
LendingClub Corp. (a) | 1,481 | 17,313 | |
LendingTree, Inc. (a) | 2,529 | 110,821 | |
MoneyLion, Inc. (a) | 2,349 | 3,101 | |
NerdWallet, Inc. | 6,099 | 48,365 | |
PROG Holdings, Inc. (a) | 2,072 | 34,188 | |
World Acceptance Corp. (a) | 679 | 76,211 | |
688,188 | |||
Insurance - 1.4% | |||
BRP Group, Inc. (a) | 14,149 | 341,698 | |
eHealth, Inc. (a) | 1,595 | 14,881 | |
Goosehead Insurance (b) | 4,071 | 185,923 | |
HCI Group, Inc. | 1,745 | 118,241 | |
Investors Title Co. | 44 | 6,903 | |
Kinsale Capital Group, Inc. | 5,206 | 1,195,506 | |
Palomar Holdings, Inc. (a) | 5,891 | 379,380 | |
RLI Corp. | 9,385 | 1,094,197 | |
Siriuspoint Ltd. (a) | 1,201 | 6,509 | |
Trupanion, Inc. (a)(b) | 9,391 | 565,902 | |
Universal Insurance Holdings, Inc. | 913 | 11,896 | |
3,921,036 | |||
Mortgage Real Estate Investment Trusts - 0.0% | |||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 1,417 | 53,648 | |
PennyMac Mortgage Investment Trust | 4,554 | 62,982 | |
116,630 | |||
Thrifts & Mortgage Finance - 0.2% | |||
Axos Financial, Inc. (a) | 1,494 | 53,560 | |
Bridgewater Bancshares, Inc. (a) | 795 | 12,831 | |
Columbia Financial, Inc. (a) | 2,596 | 56,619 | |
Greene County Bancorp, Inc. | 764 | 34,602 | |
Hingham Institution for Savings | 20 | 5,675 | |
NMI Holdings, Inc. (a) | 1,618 | 26,940 | |
Walker & Dunlop, Inc. | 5,152 | 496,344 | |
686,571 | |||
TOTAL FINANCIALS | 16,235,915 | ||
HEALTH CARE - 22.7% | |||
Biotechnology - 8.4% | |||
Aadi Bioscience, Inc. (a)(b) | 3,406 | 41,962 | |
ACADIA Pharmaceuticals, Inc. (a) | 28,838 | 406,327 | |
ADMA Biologics, Inc. (a) | 19,565 | 38,739 | |
Affimed NV (a) | 32,366 | 89,654 | |
Agenus, Inc. (a) | 64,500 | 125,130 | |
Akero Therapeutics, Inc. (a) | 407 | 3,846 | |
Albireo Pharma, Inc. (a)(b) | 4,148 | 82,379 | |
Alector, Inc. (a) | 14,946 | 151,851 | |
Alkermes PLC (a) | 39,041 | 1,163,031 | |
Alpine Immune Sciences, Inc. (a) | 1,665 | 14,169 | |
Amicus Therapeutics, Inc. (a) | 66,121 | 710,140 | |
Anavex Life Sciences Corp. (a)(b) | 16,305 | 163,213 | |
Apellis Pharmaceuticals, Inc. (a) | 21,810 | 986,248 | |
Arbutus Biopharma Corp. (a) | 13,686 | 37,089 | |
Arcturus Therapeutics Holdings, Inc. (a) | 5,160 | 81,218 | |
Arcutis Biotherapeutics, Inc. (a) | 8,256 | 175,935 | |
Arrowhead Pharmaceuticals, Inc. (a) | 24,728 | 870,673 | |
Atara Biotherapeutics, Inc. (a)(b) | 2,143 | 16,694 | |
Aura Biosciences, Inc. (b) | 4,293 | 60,832 | |
Aurinia Pharmaceuticals, Inc. (a) | 32,232 | 323,932 | |
Avid Bioservices, Inc. (a) | 14,769 | 225,375 | |
Beam Therapeutics, Inc. (a)(b) | 15,309 | 592,611 | |
BioCryst Pharmaceuticals, Inc. (a) | 30,741 | 325,240 | |
Biohaven Pharmaceutical Holding Co. Ltd. (a) | 9,272 | 1,351,023 | |
Blueprint Medicines Corp. (a) | 14,342 | 724,414 | |
BridgeBio Pharma, Inc. (a)(b) | 15,708 | 142,629 | |
CareDx, Inc. (a) | 12,312 | 264,462 | |
Catalyst Pharmaceutical Partners, Inc. (a) | 22,941 | 160,816 | |
Celldex Therapeutics, Inc. (a) | 2,330 | 62,817 | |
Celularity, Inc. Class A (a) | 3,523 | 11,978 | |
Cerevel Therapeutics Holdings (a)(b) | 13,046 | 344,936 | |
ChemoCentryx, Inc. (a) | 11,177 | 276,966 | |
Chimerix, Inc. (a) | 13,910 | 28,933 | |
Chinook Therapeutics, Inc. rights (a)(c) | 985 | 0 | |
Coherus BioSciences, Inc. (a) | 17,674 | 127,960 | |
Crinetics Pharmaceuticals, Inc. (a) | 1,687 | 31,463 | |
CTI BioPharma Corp. (a) | 4,177 | 24,937 | |
Cytokinetics, Inc. (a) | 17,760 | 697,790 | |
Deciphera Pharmaceuticals, Inc. (a)(b) | 3,169 | 41,672 | |
Denali Therapeutics, Inc. (a) | 23,637 | 695,637 | |
Dynavax Technologies Corp. (a)(b) | 28,450 | 358,186 | |
Eagle Pharmaceuticals, Inc. (a) | 2,440 | 108,409 | |
Eiger Biopharmaceuticals, Inc. (a) | 8,631 | 54,375 | |
Enanta Pharmaceuticals, Inc. (a) | 441 | 20,846 | |
Fate Therapeutics, Inc. (a)(b) | 20,026 | 496,244 | |
FibroGen, Inc. (a) | 18,575 | 196,152 | |
Foghorn Therapeutics, Inc. (a)(b) | 4,821 | 65,566 | |
Gelesis Holdings, Inc. Class A (a)(b) | 286 | 443 | |
Geron Corp. (a) | 58,375 | 90,481 | |
Global Blood Therapeutics, Inc. (a) | 14,981 | 478,643 | |
Gossamer Bio, Inc. (a) | 14,953 | 125,157 | |
GreenLight Biosciences Holdings PBC Class A (a) | 3,215 | 7,105 | |
Halozyme Therapeutics, Inc. (a) | 32,529 | 1,431,276 | |
Heron Therapeutics, Inc. (a)(b) | 24,740 | 69,025 | |
HilleVax, Inc. | 609 | 6,656 | |
Humacyte, Inc. Class A (a) | 4,072 | 13,071 | |
IGM Biosciences, Inc. (a)(b) | 1,846 | 33,283 | |
Imago BioSciences, Inc. (b) | 3,639 | 48,726 | |
ImmunityBio, Inc. (a)(b) | 15,074 | 56,075 | |
ImmunoGen, Inc. (a) | 25,350 | 114,075 | |
Inhibrx, Inc. (a)(b) | 7,016 | 79,632 | |
Insmed, Inc. (a) | 28,632 | 564,623 | |
Intellia Therapeutics, Inc. (a)(b) | 11,875 | 614,650 | |
Intercept Pharmaceuticals, Inc. (a)(b) | 5,894 | 81,396 | |
Ironwood Pharmaceuticals, Inc. Class A (a) | 32,657 | 376,535 | |
Iveric Bio, Inc. (a) | 27,930 | 268,687 | |
Karuna Therapeutics, Inc. (a) | 6,284 | 794,989 | |
Karyopharm Therapeutics, Inc. (a)(b) | 18,353 | 82,772 | |
Keros Therapeutics, Inc. (a) | 3,799 | 104,966 | |
Kiniksa Pharmaceuticals Ltd. (a) | 6,942 | 67,268 | |
Krystal Biotech, Inc. (a) | 1,664 | 109,258 | |
Lexicon Pharmaceuticals, Inc. (a) | 6,097 | 11,340 | |
Ligand Pharmaceuticals, Inc. Class B (a) | 430 | 38,365 | |
Madrigal Pharmaceuticals, Inc. (a) | 3,043 | 217,818 | |
MannKind Corp. (a)(b) | 6,248 | 23,805 | |
MeiraGTx Holdings PLC (a) | 574 | 4,345 | |
Mirum Pharmaceuticals, Inc. (a) | 3,672 | 71,457 | |
Morphic Holding, Inc. (a) | 5,289 | 114,771 | |
Ocugen, Inc. (a)(b) | 51,131 | 116,067 | |
Organogenesis Holdings, Inc. Class A (a) | 16,713 | 81,559 | |
Outlook Therapeutics, Inc. (a)(b) | 28,422 | 28,990 | |
PepGen, Inc. | 325 | 3,227 | |
Point Biopharma Global, Inc. (a)(b) | 16,635 | 113,284 | |
Praxis Precision Medicines, Inc. (a) | 675 | 1,654 | |
Precigen, Inc. (a)(b) | 19,945 | 26,726 | |
Prometheus Biosciences, Inc. (a) | 7,027 | 198,372 | |
Prothena Corp. PLC (a) | 8,595 | 233,354 | |
PTC Therapeutics, Inc. (a) | 12,696 | 508,602 | |
Radius Health, Inc. (a) | 11,240 | 116,559 | |
Rallybio Corp. (a) | 2,857 | 21,570 | |
RAPT Therapeutics, Inc. (a)(b) | 4,383 | 79,990 | |
Recursion Pharmaceuticals, Inc. (a)(b) | 3,163 | 25,747 | |
Relay Therapeutics, Inc. (a)(b) | 1,517 | 25,410 | |
Revolution Medicines, Inc. (a) | 2,170 | 42,293 | |
Rigel Pharmaceuticals, Inc. (a) | 41,015 | 46,347 | |
Sangamo Therapeutics, Inc. (a) | 1,587 | 6,570 | |
Seres Therapeutics, Inc. (a) | 16,824 | 57,706 | |
Sierra Oncology, Inc. (a) | 3,509 | 192,960 | |
Sorrento Therapeutics, Inc. (a)(b) | 14,650 | 29,447 | |
Springworks Therapeutics, Inc. (a)(b) | 1,605 | 39,515 | |
Syndax Pharmaceuticals, Inc. (a) | 2,930 | 56,373 | |
TG Therapeutics, Inc. (a)(b) | 32,230 | 136,978 | |
Travere Therapeutics, Inc. (a) | 13,162 | 318,915 | |
Turning Point Therapeutics, Inc. (a) | 1,282 | 96,471 | |
Twist Bioscience Corp. (a)(b) | 9,396 | 328,484 | |
Vaxart, Inc. (a)(b) | 5,934 | 20,769 | |
Vaxcyte, Inc. (a) | 12,550 | 273,088 | |
Vera Therapeutics, Inc. (a)(b) | 2,956 | 40,231 | |
Vericel Corp. (a) | 11,365 | 286,171 | |
Verve Therapeutics, Inc. (b) | 1,291 | 19,726 | |
Viridian Therapeutics, Inc. (a) | 4,396 | 50,862 | |
VistaGen Therapeutics, Inc. (a) | 38,218 | 33,632 | |
Y-mAbs Therapeutics, Inc. (a)(b) | 8,884 | 134,415 | |
Zentalis Pharmaceuticals, Inc. (a)(b) | 8,743 | 245,678 | |
23,112,934 | |||
Health Care Equipment & Supplies - 6.2% | |||
Alphatec Holdings, Inc. (a) | 15,109 | 98,813 | |
Artivion, Inc. (a) | 7,790 | 147,075 | |
Atricure, Inc. (a) | 7,160 | 292,558 | |
Atrion Corp. | 323 | 203,122 | |
AxoGen, Inc. (a) | 9,757 | 79,910 | |
Axonics Modulation Technologies, Inc. (a) | 11,304 | 640,598 | |
BioLife Solutions, Inc. (a) | 695 | 9,598 | |
Cardiovascular Systems, Inc. (a) | 5,014 | 72,001 | |
Cerus Corp. (a) | 41,395 | 218,980 | |
CONMED Corp. | 6,777 | 648,966 | |
CryoPort, Inc. (a)(b) | 8,800 | 272,624 | |
Cutera, Inc. (a)(b) | 3,968 | 148,800 | |
Embecta Corp. (a) | 11,865 | 300,422 | |
Figs, Inc. Class A (a) | 26,219 | 238,855 | |
Glaukos Corp. (a) | 10,971 | 498,303 | |
Haemonetics Corp. (a) | 12,153 | 792,133 | |
Heska Corp. (a) | 2,312 | 218,507 | |
Inari Medical, Inc. (a)(b) | 10,574 | 718,926 | |
Inogen, Inc. (a) | 225 | 5,441 | |
IRadimed Corp. | 1,689 | 57,325 | |
iRhythm Technologies, Inc. (a) | 7,147 | 772,090 | |
Lantheus Holdings, Inc. (a) | 16,365 | 1,080,581 | |
Lantheus Holdings, Inc. rights (a)(c) | 4,548 | 0 | |
LeMaitre Vascular, Inc. (b) | 4,668 | 212,627 | |
LivaNova PLC (a) | 9,806 | 612,581 | |
Meridian Bioscience, Inc. (a) | 10,253 | 311,896 | |
Merit Medical Systems, Inc. (a) | 11,536 | 626,059 | |
Mesa Laboratories, Inc. | 1,205 | 245,748 | |
Nano-X Imaging Ltd. (a)(b) | 856 | 9,673 | |
Natus Medical, Inc. (a) | 4,535 | 148,612 | |
Neogen Corp. (a) | 23,807 | 573,511 | |
Nevro Corp. (a) | 8,391 | 367,778 | |
NuVasive, Inc. (a) | 12,532 | 616,073 | |
Omnicell, Inc. (a) | 10,534 | 1,198,243 | |
OrthoPediatrics Corp. (a)(b) | 3,447 | 148,738 | |
Outset Medical, Inc. (a) | 11,503 | 170,935 | |
Owlet, Inc. (a) | 3,796 | 6,453 | |
Paragon 28, Inc. (b) | 11,022 | 174,919 | |
PROCEPT BioRobotics Corp. | 6,170 | 201,697 | |
Pulmonx Corp. (a) | 8,237 | 121,249 | |
RxSight, Inc. | 4,503 | 63,402 | |
Senseonics Holdings, Inc. (a)(b) | 109,246 | 112,523 | |
Shockwave Medical, Inc. (a)(b) | 8,549 | 1,634,304 | |
SI-BONE, Inc. (a) | 8,106 | 106,999 | |
Sight Sciences, Inc. (b) | 503 | 4,522 | |
Silk Road Medical, Inc. (a)(b) | 8,331 | 303,165 | |
Staar Surgical Co. (a) | 11,547 | 819,029 | |
SurModics, Inc. (a) | 3,178 | 118,317 | |
Tactile Systems Technology, Inc. (a) | 1,581 | 11,541 | |
Tenon Medical, Inc. | 633 | 1,431 | |
TransMedics Group, Inc. (a)(b) | 6,476 | 203,670 | |
Treace Medical Concepts, Inc. (a) | 8,015 | 114,935 | |
UFP Technologies, Inc. (a) | 1,613 | 128,346 | |
Utah Medical Products, Inc. | 706 | 60,645 | |
Vicarious Surgical, Inc. (a) | 12,975 | 38,147 | |
ViewRay, Inc. (a) | 31,284 | 82,903 | |
Zynex, Inc. | 5,446 | 43,459 | |
17,109,758 | |||
Health Care Providers & Services - 4.1% | |||
23andMe Holding Co. Class A (a)(b) | 17,606 | 43,663 | |
Addus HomeCare Corp. (a) | 1,456 | 121,256 | |
Agiliti, Inc. (a)(b) | 6,508 | 133,479 | |
AirSculpt Technologies, Inc. (a)(b) | 3,150 | 18,680 | |
Alignment Healthcare, Inc. (a)(b) | 20,194 | 230,414 | |
AMN Healthcare Services, Inc. (a) | 10,728 | 1,176,969 | |
Apollo Medical Holdings, Inc. (a)(b) | 9,365 | 361,395 | |
Cano Health, Inc. (a) | 38,968 | 170,680 | |
Clover Health Investments Corp. (a) | 92,334 | 197,595 | |
Corvel Corp. (a) | 2,132 | 313,980 | |
Cross Country Healthcare, Inc. (a) | 1,187 | 24,725 | |
DocGo, Inc. Class A (a) | 19,246 | 137,416 | |
Hanger, Inc. (a) | 8,942 | 128,049 | |
HealthEquity, Inc. (a) | 19,895 | 1,221,354 | |
Hims & Hers Health, Inc. (a) | 24,918 | 112,879 | |
Innovage Holding Corp. (a)(b) | 459 | 2,010 | |
LHC Group, Inc. (a) | 7,163 | 1,115,566 | |
LifeStance Health Group, Inc. | 1,210 | 6,728 | |
Modivcare, Inc. (a) | 944 | 79,768 | |
National Research Corp. Class A | 3,370 | 129,004 | |
Option Care Health, Inc. (a) | 34,515 | 959,172 | |
Owens & Minor, Inc. | 2,024 | 63,655 | |
P3 Health Partners, Inc. Class A (a) | 3,457 | 12,860 | |
Patterson Companies, Inc. | 16,365 | 495,860 | |
Pennant Group, Inc. (a) | 6,277 | 80,408 | |
PetIQ, Inc. Class A (a) | 5,236 | 87,912 | |
Privia Health Group, Inc. (a)(b) | 10,422 | 303,489 | |
Progyny, Inc. (a) | 18,076 | 525,108 | |
R1 Rcm, Inc. (a) | 32,472 | 680,613 | |
RadNet, Inc. (a) | 11,648 | 201,277 | |
Select Medical Holdings Corp. | 21,945 | 518,341 | |
Surgery Partners, Inc. (a) | 8,466 | 244,837 | |
The Ensign Group, Inc. | 12,897 | 947,543 | |
The Joint Corp. (a) | 3,490 | 53,432 | |
The Oncology Institute, Inc. (a)(b) | 4,385 | 22,188 | |
U.S. Physical Therapy, Inc. | 3,057 | 333,824 | |
11,256,129 | |||
Health Care Technology - 1.0% | |||
Babylon Holdings Ltd. Class A (a) | 24,846 | 24,294 | |
Evolent Health, Inc. (a) | 19,661 | 603,789 | |
HealthStream, Inc. (a) | 156 | 3,387 | |
Inspire Medical Systems, Inc. (a) | 6,538 | 1,194,296 | |
Nextgen Healthcare, Inc. (a) | 6,377 | 111,215 | |
Nutex Health, Inc. (a) | 9,236 | 29,786 | |
OptimizeRx Corp. (a) | 4,356 | 119,311 | |
Phreesia, Inc. (a) | 5,677 | 141,982 | |
Schrodinger, Inc. (a) | 13,031 | 344,149 | |
Simulations Plus, Inc. (b) | 3,737 | 184,346 | |
2,756,555 | |||
Life Sciences Tools & Services - 0.7% | |||
AbCellera Biologics, Inc. (a) | 21,407 | 227,985 | |
Adaptive Biotechnologies Corp. (a) | 1,650 | 13,349 | |
Akoya Biosciences, Inc. (a)(b) | 3,754 | 48,239 | |
Codexis, Inc. (a) | 14,860 | 155,436 | |
Cytek Biosciences, Inc. (b) | 27,510 | 295,182 | |
Medpace Holdings, Inc. (a) | 6,637 | 993,360 | |
Nanostring Technologies, Inc. (a) | 10,131 | 128,664 | |
Quanterix Corp. (a) | 1,195 | 19,347 | |
Science 37 Holdings, Inc. (a) | 13,499 | 27,133 | |
SomaLogic, Inc. Class A (a) | 4,890 | 22,103 | |
1,930,798 | |||
Pharmaceuticals - 2.3% | |||
Aclaris Therapeutics, Inc. (a)(b) | 14,381 | 200,759 | |
Aerie Pharmaceuticals, Inc. (a)(b) | 9,436 | 70,770 | |
Amneal Pharmaceuticals, Inc. (a) | 24,172 | 76,867 | |
Amphastar Pharmaceuticals, Inc. (a) | 9,147 | 318,224 | |
Amylyx Pharmaceuticals, Inc. (b) | 527 | 10,150 | |
AN2 Therapeutics, Inc. (b) | 175 | 1,356 | |
Arvinas Holding Co. LLC (a) | 11,687 | 491,906 | |
Axsome Therapeutics, Inc. (a)(b) | 6,862 | 262,815 | |
Cassava Sciences, Inc. (a)(b) | 9,146 | 257,186 | |
Collegium Pharmaceutical, Inc. (a) | 8,166 | 144,702 | |
Corcept Therapeutics, Inc. (a)(b) | 20,412 | 485,397 | |
Esperion Therapeutics, Inc. (a)(b) | 15,122 | 96,176 | |
Evolus, Inc. (a)(b) | 8,528 | 98,925 | |
Eyepoint Pharmaceuticals, Inc. (a)(b) | 2,729 | 21,477 | |
Harmony Biosciences Holdings, Inc. (a)(b) | 6,324 | 308,421 | |
Innoviva, Inc. (a) | 15,035 | 221,917 | |
Intra-Cellular Therapies, Inc. (a) | 21,972 | 1,254,162 | |
Liquidia Technologies, Inc. (a) | 7,297 | 31,815 | |
NGM Biopharmaceuticals, Inc. (a)(b) | 5,566 | 71,356 | |
Ocular Therapeutix, Inc. (a) | 18,627 | 74,881 | |
Pacira Biosciences, Inc. (a) | 10,782 | 628,591 | |
Phathom Pharmaceuticals, Inc. (a)(b) | 5,475 | 46,209 | |
Phibro Animal Health Corp. Class A | 4,465 | 85,415 | |
Provention Bio, Inc. (a) | 11,355 | 45,420 | |
Reata Pharmaceuticals, Inc. (a)(b) | 5,475 | 166,385 | |
Relmada Therapeutics, Inc. (a) | 4,663 | 88,550 | |
Revance Therapeutics, Inc. (a) | 16,903 | 233,599 | |
SIGA Technologies, Inc. | 11,250 | 130,275 | |
Theravance Biopharma, Inc. (a) | 13,670 | 123,850 | |
Tricida, Inc. (a) | 1,403 | 13,581 | |
Ventyx Biosciences, Inc. (b) | 5,196 | 63,547 | |
Xeris Biopharma Holdings, Inc. (a) | 31,752 | 48,898 | |
6,173,582 | |||
TOTAL HEALTH CARE | 62,339,756 | ||
INDUSTRIALS - 17.3% | |||
Aerospace & Defense - 0.6% | |||
Aerojet Rocketdyne Holdings, Inc. (a) | 14,270 | 579,362 | |
AeroVironment, Inc. (a) | 5,570 | 457,854 | |
Cadre Holdings, Inc. | 3,887 | 76,457 | |
Momentus, Inc. Class A (a)(b) | 4,738 | 10,234 | |
Moog, Inc. Class A | 1,092 | 86,694 | |
Redwire Corp. (a) | 748 | 2,274 | |
Rocket Lab U.S.A., Inc. Class A (a) | 51,373 | 194,704 | |
Virgin Galactic Holdings, Inc. (a) | 26,515 | 159,620 | |
1,567,199 | |||
Air Freight & Logistics - 0.3% | |||
Air Transport Services Group, Inc. (a) | 5,302 | 152,326 | |
Forward Air Corp. | 6,475 | 595,441 | |
Radiant Logistics, Inc. (a) | 2,226 | 16,517 | |
764,284 | |||
Airlines - 0.2% | |||
Allegiant Travel Co. (a) | 1,587 | 179,474 | |
Frontier Group Holdings, Inc. (a) | 8,582 | 80,413 | |
Joby Aviation, Inc. (a) | 54,778 | 268,960 | |
Sun Country Airlines Holdings, Inc. (a) | 7,839 | 143,767 | |
672,614 | |||
Building Products - 2.0% | |||
AAON, Inc. | 10,483 | 574,049 | |
American Woodmark Corp. (a) | 180 | 8,102 | |
Apogee Enterprises, Inc. | 5,299 | 207,827 | |
Cornerstone Building Brands, Inc. (a) | 13,048 | 319,546 | |
CSW Industrials, Inc. | 3,523 | 362,975 | |
Griffon Corp. | 5,559 | 155,819 | |
Insteel Industries, Inc. | 4,444 | 149,629 | |
Janus International Group, Inc. (a) | 19,404 | 175,218 | |
Jeld-Wen Holding, Inc. (a) | 7,708 | 112,460 | |
Masonite International Corp. (a) | 5,415 | 416,034 | |
PGT Innovations, Inc. (a) | 14,049 | 233,775 | |
Simpson Manufacturing Co. Ltd. | 10,406 | 1,046,948 | |
UFP Industries, Inc. | 12,818 | 873,419 | |
Zurn Water Solutions Corp. | 29,656 | 807,829 | |
5,443,630 | |||
Commercial Services & Supplies - 1.3% | |||
ACV Auctions, Inc. Class A (a) | 13,594 | 88,905 | |
Aris Water Solution, Inc. Class A (b) | 5,321 | 88,754 | |
Brady Corp. Class A | 8,775 | 414,531 | |
Casella Waste Systems, Inc. Class A (a) | 11,984 | 870,997 | |
Cimpress PLC (a) | 4,190 | 162,991 | |
Healthcare Services Group, Inc. | 8,644 | 150,492 | |
HNI Corp. | 10,150 | 352,104 | |
Interface, Inc. | 11,332 | 142,103 | |
Li-Cycle Holdings Corp. (a) | 12,313 | 84,713 | |
Montrose Environmental Group, Inc. (a)(b) | 6,644 | 224,301 | |
Pitney Bowes, Inc. | 41,448 | 150,042 | |
SP Plus Corp. (a) | 5,449 | 167,393 | |
The Brink's Co. | 11,156 | 677,281 | |
3,574,607 | |||
Construction & Engineering - 1.8% | |||
Ameresco, Inc. Class A (a)(b) | 7,658 | 348,898 | |
Comfort Systems U.S.A., Inc. | 8,502 | 706,941 | |
Construction Partners, Inc. Class A (a) | 9,508 | 199,098 | |
Dycom Industries, Inc. (a) | 6,905 | 642,441 | |
EMCOR Group, Inc. | 12,179 | 1,253,950 | |
Fluor Corp. (a) | 31,079 | 756,463 | |
Great Lakes Dredge & Dock Corp. (a) | 3,377 | 44,272 | |
IES Holdings, Inc. (a) | 1,433 | 43,234 | |
Infrastructure and Energy Alternatives, Inc. (a) | 7,315 | 58,739 | |
MYR Group, Inc. (a) | 4,026 | 354,811 | |
Northwest Pipe Co. (a) | 399 | 11,946 | |
NV5 Global, Inc. (a) | 3,238 | 378,004 | |
Primoris Services Corp. | 663 | 14,427 | |
Sterling Construction Co., Inc. (a) | 5,907 | 129,481 | |
4,942,705 | |||
Electrical Equipment - 1.6% | |||
Allied Motion Technologies, Inc. | 2,778 | 63,450 | |
Array Technologies, Inc. (a)(b) | 36,271 | 399,344 | |
Atkore, Inc. (a) | 10,338 | 858,157 | |
Babcock & Wilcox Enterprises, Inc. (a) | 14,370 | 86,651 | |
Blink Charging Co. (a)(b) | 8,986 | 148,539 | |
Bloom Energy Corp. Class A (a)(b) | 39,180 | 646,470 | |
Energy Vault Holdings, Inc. Class A (a)(b) | 5,935 | 59,469 | |
EnerSys | 1,150 | 67,804 | |
Enovix Corp. (a) | 26,290 | 234,244 | |
ESS Tech, Inc. Class A (a)(b) | 17,419 | 48,947 | |
Fluence Energy, Inc. (b) | 8,798 | 83,405 | |
FTC Solar, Inc. (a)(b) | 10,042 | 36,352 | |
FuelCell Energy, Inc. (a)(b) | 64,658 | 242,468 | |
GrafTech International Ltd. | 47,085 | 332,891 | |
Heliogen, Inc. (a)(b) | 4,513 | 9,522 | |
Shoals Technologies Group, Inc. (a) | 26,892 | 443,180 | |
Stem, Inc. (a)(b) | 32,781 | 234,712 | |
TPI Composites, Inc. (a)(b) | 8,794 | 109,925 | |
Vicor Corp. (a) | 5,328 | 291,601 | |
4,397,131 | |||
Industrial Conglomerates - 0.1% | |||
Brookfield Business Corp. Class A | 5,424 | 124,806 | |
Machinery - 4.5% | |||
Alamo Group, Inc. | 2,026 | 235,887 | |
Albany International Corp. Class A | 1,453 | 114,482 | |
Berkshire Grey, Inc. Class A (a) | 11,486 | 16,655 | |
Blue Bird Corp. (a) | 4,022 | 37,043 | |
Chart Industries, Inc. (a)(b) | 8,813 | 1,475,120 | |
CIRCOR International, Inc. (a) | 1,230 | 20,160 | |
Douglas Dynamics, Inc. | 5,277 | 151,661 | |
Energy Recovery, Inc. (a) | 13,456 | 261,316 | |
Enerpac Tool Group Corp. Class A | 14,547 | 276,684 | |
ESCO Technologies, Inc. | 515 | 35,211 | |
Evoqua Water Technologies Corp. (a) | 28,251 | 918,440 | |
Federal Signal Corp. | 14,233 | 506,695 | |
Franklin Electric Co., Inc. | 11,073 | 811,208 | |
Gorman-Rupp Co. | 850 | 24,055 | |
Helios Technologies, Inc. | 7,817 | 517,876 | |
Hillenbrand, Inc. | 8,728 | 357,499 | |
Hyzon Motors, Inc. Class A (a) | 21,328 | 62,704 | |
John Bean Technologies Corp. | 7,586 | 837,646 | |
Kadant, Inc. | 2,772 | 505,474 | |
Lightning eMotors, Inc. (a)(b) | 9,571 | 26,512 | |
Lindsay Corp. | 2,652 | 352,239 | |
Luxfer Holdings PLC sponsored | 2,487 | 37,603 | |
Markforged Holding Corp. (a) | 3,544 | 6,556 | |
Meritor, Inc. (a) | 16,738 | 608,092 | |
Microvast Holdings, Inc. (a) | 23,638 | 52,476 | |
Mueller Industries, Inc. | 4,844 | 258,137 | |
Mueller Water Products, Inc. Class A | 37,344 | 438,045 | |
Nikola Corp. (a)(b) | 70,703 | 336,546 | |
Omega Flex, Inc. (b) | 754 | 81,145 | |
Proterra, Inc. Class A (a) | 24,393 | 113,184 | |
Proto Labs, Inc. (a) | 1,050 | 50,232 | |
RBC Bearings, Inc. (a) | 994 | 183,840 | |
Sarcos Technology and Robotics Corp. Class A (a) | 18,109 | 48,170 | |
Shyft Group, Inc. (The) | 8,294 | 154,185 | |
Tennant Co. | 1,932 | 114,471 | |
Terex Corp. | 8,152 | 223,120 | |
Titan International, Inc. (a) | 12,197 | 184,175 | |
Trinity Industries, Inc. | 2,777 | 67,259 | |
Velo3D, Inc. (a)(b) | 14,038 | 19,372 | |
Wabash National Corp. | 9,928 | 134,822 | |
Watts Water Technologies, Inc. Class A | 6,571 | 807,182 | |
Welbilt, Inc. (a) | 31,275 | 744,658 | |
Xos, Inc. Class A (a) | 13,120 | 24,141 | |
12,231,978 | |||
Professional Services - 2.8% | |||
ASGN, Inc. (a) | 12,052 | 1,087,693 | |
Atlas Technical Consultants, Inc. (a) | 2,898 | 15,243 | |
Barrett Business Services, Inc. | 1,517 | 110,544 | |
CBIZ, Inc. (a) | 11,671 | 466,373 | |
CRA International, Inc. | 1,685 | 150,504 | |
Exponent, Inc. | 12,379 | 1,132,307 | |
First Advantage Corp. | 1,228 | 15,559 | |
Forrester Research, Inc. (a) | 2,668 | 127,637 | |
Franklin Covey Co. (a) | 3,051 | 140,895 | |
HireRight Holdings Corp. | 5,174 | 73,523 | |
Huron Consulting Group, Inc. (a) | 3,005 | 195,295 | |
ICF International, Inc. | 3,054 | 290,130 | |
Insperity, Inc. | 8,686 | 867,123 | |
Kforce, Inc. | 4,887 | 299,769 | |
Korn Ferry | 12,901 | 748,516 | |
LegalZoom.com, Inc. | 23,593 | 259,287 | |
ManTech International Corp. Class A | 2,749 | 262,392 | |
Planet Labs PBC Class A (a) | 32,527 | 140,842 | |
Red Violet, Inc. (a) | 2,301 | 43,811 | |
Sterling Check Corp. (b) | 5,425 | 88,482 | |
TriNet Group, Inc. (a) | 8,983 | 697,260 | |
Upwork, Inc. (a) | 28,825 | 596,101 | |
Willdan Group, Inc. (a) | 210 | 5,792 | |
7,815,078 | |||
Road & Rail - 0.6% | |||
ArcBest Corp. | 1,939 | 136,447 | |
Daseke, Inc. (a) | 9,556 | 61,063 | |
Marten Transport Ltd. | 10,319 | 173,566 | |
P.A.M. Transportation Services, Inc. | 1,555 | 42,591 | |
Saia, Inc. (a) | 6,396 | 1,202,448 | |
Universal Logistics Holdings, Inc. | 1,225 | 33,455 | |
Werner Enterprises, Inc. | 1,880 | 72,455 | |
1,722,025 | |||
Trading Companies & Distributors - 1.5% | |||
Alta Equipment Group, Inc. (a) | 852 | 7,642 | |
Applied Industrial Technologies, Inc. | 9,158 | 880,725 | |
Beacon Roofing Supply, Inc. (a) | 9,157 | 470,304 | |
Boise Cascade Co. | 2,008 | 119,456 | |
Custom Truck One Source, Inc. Class A (a) | 4,392 | 24,595 | |
Distribution Solutions Group I (a) | 1,011 | 51,955 | |
GATX Corp. | 399 | 37,570 | |
Global Industrial Co. | 2,216 | 74,834 | |
GMS, Inc. (a) | 10,427 | 464,002 | |
H&E Equipment Services, Inc. | 7,657 | 221,823 | |
Herc Holdings, Inc. | 6,189 | 557,938 | |
Hudson Technologies, Inc. (a) | 10,356 | 77,774 | |
Karat Packaging, Inc. (a) | 1,294 | 22,076 | |
McGrath RentCorp. | 5,745 | 436,620 | |
MRC Global, Inc. (a) | 19,634 | 195,555 | |
Textainer Group Holdings Ltd. | 1,575 | 43,171 | |
Transcat, Inc. (a) | 1,699 | 96,520 | |
Veritiv Corp. (a) | 3,486 | 378,405 | |
4,160,965 | |||
TOTAL INDUSTRIALS | 47,417,022 | ||
INFORMATION TECHNOLOGY - 21.3% | |||
Communications Equipment - 1.1% | |||
ADTRAN, Inc. | 10,593 | 185,695 | |
Calix, Inc. (a) | 10,806 | 368,917 | |
Cambium Networks Corp. (a) | 2,812 | 41,196 | |
Casa Systems, Inc. (a)(b) | 8,463 | 33,260 | |
Clearfield, Inc. (a) | 2,783 | 172,407 | |
CommScope Holding Co., Inc. (a) | 49,303 | 301,734 | |
Digi International, Inc. (a) | 2,695 | 65,273 | |
DZS, Inc. (a) | 4,017 | 65,357 | |
Extreme Networks, Inc. (a) | 30,755 | 274,335 | |
Harmonic, Inc. (a) | 22,165 | 192,171 | |
Infinera Corp. (a)(b) | 45,525 | 244,014 | |
Inseego Corp. (a)(b) | 4,382 | 8,282 | |
Ondas Holdings, Inc. (a)(b) | 8,261 | 44,527 | |
Plantronics, Inc. (a) | 10,161 | 403,188 | |
Viavi Solutions, Inc. (a) | 54,667 | 723,244 | |
3,123,600 | |||
Electronic Equipment & Components - 2.5% | |||
908 Devices, Inc. (a) | 1,236 | 25,449 | |
Advanced Energy Industries, Inc. | 9,043 | 659,958 | |
Aeva Technologies, Inc. (a) | 1,199 | 3,753 | |
AEye, Inc. Class A (a) | 6,212 | 11,865 | |
Akoustis Technologies, Inc. (a)(b) | 12,261 | 45,366 | |
Arlo Technologies, Inc. (a) | 20,265 | 127,062 | |
Badger Meter, Inc. | 7,024 | 568,171 | |
Belden, Inc. | 5,571 | 296,767 | |
Cepton, Inc. (a) | 1,440 | 2,246 | |
CTS Corp. | 7,518 | 255,988 | |
ePlus, Inc. (a) | 4,851 | 257,685 | |
Fabrinet (a) | 8,850 | 717,735 | |
FARO Technologies, Inc. (a) | 313 | 9,650 | |
Focus Universal, Inc. (a)(b) | 4,192 | 47,873 | |
Identiv, Inc. (a) | 5,456 | 63,180 | |
Insight Enterprises, Inc. (a) | 6,317 | 545,031 | |
Itron, Inc. (a) | 880 | 43,498 | |
Lightwave Logic, Inc. (a)(b) | 26,875 | 175,763 | |
MicroVision, Inc. (a)(b) | 39,880 | 153,139 | |
Napco Security Technologies, Inc. | 6,980 | 143,718 | |
Novanta, Inc. (a) | 8,524 | 1,033,705 | |
OSI Systems, Inc. (a) | 357 | 30,502 | |
Par Technology Corp. (a)(b) | 2,412 | 90,426 | |
Plexus Corp. (a) | 5,582 | 438,187 | |
Rogers Corp. (a) | 4,480 | 1,174,163 | |
Smartrent, Inc. (a) | 28,522 | 128,919 | |
7,049,799 | |||
IT Services - 3.4% | |||
AvidXchange Holdings, Inc. (b) | 31,533 | 193,613 | |
BigCommerce Holdings, Inc. (a) | 15,514 | 251,327 | |
Brightcove, Inc. (a) | 6,674 | 42,180 | |
Cantaloupe, Inc. (a)(b) | 8,404 | 47,062 | |
Cass Information Systems, Inc. | 420 | 14,196 | |
Cerberus Cyber Sentinel Corp. | 10,897 | 39,229 | |
Core Scientific, Inc. (a) | 4,707 | 7,013 | |
CSG Systems International, Inc. | 7,590 | 452,971 | |
Cyxtera Technologies, Inc. Class A (a) | 10,112 | 114,670 | |
Digitalocean Holdings, Inc. (a)(b) | 18,370 | 759,783 | |
Edgio, Inc. (a) | 29,662 | 68,519 | |
EVERTEC, Inc. | 14,375 | 530,150 | |
EVO Payments, Inc. Class A (a) | 11,381 | 267,681 | |
ExlService Holdings, Inc. (a) | 7,765 | 1,144,017 | |
Flywire Corp. (a) | 13,424 | 236,665 | |
Grid Dynamics Holdings, Inc. (a) | 11,722 | 197,164 | |
Hackett Group, Inc. | 5,645 | 107,086 | |
i3 Verticals, Inc. Class A (a) | 5,329 | 133,332 | |
IBEX Ltd. (a) | 1,299 | 21,914 | |
Information Services Group, Inc. | 3,928 | 26,553 | |
International Money Express, Inc. (a) | 7,813 | 159,932 | |
Marqeta, Inc. Class A (b) | 104,340 | 846,197 | |
Maximus, Inc. | 13,890 | 868,264 | |
Paya Holdings, Inc. (a) | 21,402 | 140,611 | |
Payoneer Global, Inc. (a) | 52,482 | 205,729 | |
Perficient, Inc. (a) | 8,222 | 753,875 | |
Priority Technology Holdings, Inc. (a) | 4,035 | 13,316 | |
Remitly Global, Inc. (b) | 20,378 | 156,095 | |
Sabre Corp. (a) | 16,059 | 93,624 | |
Squarespace, Inc. Class A (a)(b) | 1,873 | 39,183 | |
StoneCo Ltd. Class A (a) | 34,800 | 267,960 | |
Ttec Holdings, Inc. | 4,558 | 309,443 | |
Tucows, Inc. (a) | 2,273 | 101,171 | |
Unisys Corp. (a) | 11,761 | 141,485 | |
Verra Mobility Corp. (a) | 35,052 | 550,667 | |
9,302,677 | |||
Semiconductors & Semiconductor Equipment - 5.0% | |||
ACM Research, Inc. (b) | 1,632 | 27,467 | |
Alpha & Omega Semiconductor Ltd. (a) | 4,142 | 138,094 | |
Ambarella, Inc. (a) | 8,774 | 574,346 | |
Amkor Technology, Inc. | 4,948 | 83,869 | |
Atomera, Inc. (a)(b) | 5,035 | 47,228 | |
Axcelis Technologies, Inc. (a) | 7,843 | 430,110 | |
CEVA, Inc. (a) | 5,425 | 182,063 | |
CMC Materials, Inc. | 6,827 | 1,191,243 | |
Credo Technology Group Holding Ltd. (b) | 5,596 | 65,361 | |
CyberOptics Corp. (a) | 1,687 | 58,944 | |
Diodes, Inc. (a) | 7,767 | 501,515 | |
FormFactor, Inc. (a) | 18,666 | 722,934 | |
Impinj, Inc. (a)(b) | 4,572 | 268,239 | |
indie Semiconductor, Inc. (a) | 23,685 | 135,005 | |
Kulicke & Soffa Industries, Inc. (b) | 13,964 | 597,799 | |
MACOM Technology Solutions Holdings, Inc. (a) | 12,105 | 558,041 | |
MaxLinear, Inc. Class A (a) | 17,339 | 589,179 | |
NeoPhotonics Corp. (a) | 12,293 | 193,369 | |
Onto Innovation, Inc. (a) | 11,926 | 831,719 | |
PDF Solutions, Inc. (a) | 7,124 | 153,237 | |
Photronics, Inc. (a) | 10,287 | 200,391 | |
Power Integrations, Inc. | 13,877 | 1,040,914 | |
Rambus, Inc. (a) | 22,108 | 475,101 | |
Rockley Photonics Holdings Ltd. (a)(b) | 24,164 | 52,678 | |
Semtech Corp. (a) | 15,173 | 834,060 | |
Silicon Laboratories, Inc. (a) | 8,687 | 1,218,091 | |
SiTime Corp. (a) | 3,855 | 628,481 | |
SkyWater Technology, Inc. (a)(b) | 2,567 | 15,453 | |
SMART Global Holdings, Inc. (a) | 11,728 | 191,987 | |
SunPower Corp. (a)(b) | 19,664 | 310,888 | |
Synaptics, Inc. (a) | 9,541 | 1,126,315 | |
Transphorm, Inc. (a) | 4,793 | 18,261 | |
Ultra Clean Holdings, Inc. (a) | 3,789 | 112,799 | |
Veeco Instruments, Inc. (a) | 9,515 | 184,591 | |
13,759,772 | |||
Software - 9.0% | |||
8x8, Inc. (a) | 26,611 | 137,047 | |
A10 Networks, Inc. | 12,572 | 180,785 | |
ACI Worldwide, Inc. (a) | 27,487 | 711,638 | |
Agilysys, Inc. (a) | 4,716 | 222,925 | |
Alarm.com Holdings, Inc. (a) | 11,554 | 714,730 | |
Alkami Technology, Inc. (a) | 8,687 | 120,662 | |
Altair Engineering, Inc. Class A (a) | 12,585 | 660,713 | |
American Software, Inc. Class A | 5,395 | 87,183 | |
Amplitude, Inc. (a)(b) | 13,542 | 193,515 | |
AppFolio, Inc. (a) | 4,576 | 414,769 | |
Appian Corp. Class A (a)(b) | 9,638 | 456,456 | |
Applied Blockchain, Inc. | 768 | 806 | |
Arteris, Inc. | 4,040 | 28,159 | |
Asana, Inc. (a)(b) | 17,749 | 312,027 | |
AvePoint, Inc. (a) | 31,068 | 134,835 | |
Benefitfocus, Inc. (a)(b) | 4,070 | 31,665 | |
Blackbaud, Inc. (a) | 10,546 | 612,406 | |
BlackLine, Inc. (a)(b) | 13,271 | 883,849 | |
Box, Inc. Class A (a) | 31,019 | 779,818 | |
BTRS Holdings, Inc. (a) | 24,194 | 120,486 | |
C3.Ai, Inc. (a) | 3,721 | 67,945 | |
Cipher Mining, Inc. (a) | 472 | 647 | |
Clear Secure, Inc. | 14,999 | 299,980 | |
CommVault Systems, Inc. (a) | 10,710 | 673,659 | |
Consensus Cloud Solutions, Inc. (a) | 1,739 | 75,960 | |
Couchbase, Inc. (b) | 6,412 | 105,285 | |
CS Disco, Inc. (b) | 5,425 | 97,867 | |
Digimarc Corp. (a)(b) | 3,105 | 43,905 | |
Digital Turbine, Inc. (a) | 22,475 | 392,638 | |
Domo, Inc. Class B (a) | 7,345 | 204,191 | |
Duck Creek Technologies, Inc. (a) | 18,626 | 276,596 | |
Ebix, Inc. | 1,343 | 22,697 | |
eGain Communications Corp. (a) | 1,979 | 19,295 | |
Enfusion, Inc. Class A | 6,098 | 62,261 | |
EngageSmart, Inc. | 8,592 | 138,159 | |
Envestnet, Inc. (a)(b) | 13,199 | 696,511 | |
Everbridge, Inc. (a) | 9,592 | 267,521 | |
EverCommerce, Inc. | 839 | 7,585 | |
ForgeRock, Inc. | 4,871 | 104,337 | |
Instructure Holdings, Inc. (b) | 546 | 12,394 | |
Intapp, Inc. | 3,397 | 49,732 | |
InterDigital, Inc. | 2,715 | 165,072 | |
IronNet, Inc. Class A (a)(b) | 15,615 | 34,509 | |
KnowBe4, Inc. (a) | 17,633 | 275,427 | |
LivePerson, Inc. (a) | 16,945 | 239,602 | |
Matterport, Inc. (a) | 38,111 | 139,486 | |
MeridianLink, Inc. | 5,585 | 93,270 | |
MicroStrategy, Inc. Class A (a)(b) | 1,341 | 220,326 | |
Mitek Systems, Inc. (a) | 9,490 | 87,688 | |
Model N, Inc. (a) | 8,656 | 221,420 | |
Momentive Global, Inc. (a) | 31,880 | 280,544 | |
N-able, Inc. (a) | 14,302 | 128,718 | |
Nextnav, Inc. (a) | 11,356 | 25,778 | |
Onespan, Inc. (a) | 3,341 | 39,758 | |
Pagerduty, Inc. (a) | 20,522 | 508,535 | |
Progress Software Corp. | 10,476 | 474,563 | |
PROS Holdings, Inc. (a) | 6,351 | 166,587 | |
Q2 Holdings, Inc. (a) | 13,448 | 518,689 | |
Qualys, Inc. (a) | 9,386 | 1,183,950 | |
Rapid7, Inc. (a) | 13,966 | 932,929 | |
Rimini Street, Inc. (a) | 11,750 | 70,618 | |
SailPoint Technologies Holding, Inc. (a) | 22,328 | 1,399,519 | |
Sapiens International Corp. NV (b) | 5,354 | 129,513 | |
ShotSpotter, Inc. (a) | 2,140 | 57,587 | |
Sprout Social, Inc. (a) | 11,052 | 641,790 | |
SPS Commerce, Inc. (a) | 8,705 | 984,100 | |
Sumo Logic, Inc. (a) | 13,638 | 102,149 | |
Telos Corp. (a) | 13,063 | 105,549 | |
Tenable Holdings, Inc. (a) | 26,419 | 1,199,687 | |
TeraWulf, Inc. (a) | 1,803 | 2,164 | |
UserTesting, Inc. (a)(b) | 11,138 | 55,913 | |
Varonis Systems, Inc. (a) | 26,205 | 768,331 | |
Verint Systems, Inc. (a) | 13,840 | 586,124 | |
Veritone, Inc. (a)(b) | 7,884 | 51,483 | |
Viant Technology, Inc. (a) | 3,304 | 16,784 | |
Vonage Holdings Corp. (a) | 61,463 | 1,157,963 | |
Weave Communications, Inc. (b) | 1,275 | 3,876 | |
Workiva, Inc. (a)(b) | 11,473 | 757,103 | |
Yext, Inc. (a) | 29,065 | 138,931 | |
Zeta Global Holdings Corp. | 7,527 | 34,022 | |
Zuora, Inc. (a) | 27,271 | 244,075 | |
24,667,771 | |||
Technology Hardware, Storage & Peripherals - 0.3% | |||
Avid Technology, Inc. (a) | 5,374 | 139,455 | |
CompoSecure, Inc. (a) | 1,289 | 6,703 | |
Corsair Gaming, Inc. (a)(b) | 5,164 | 67,803 | |
Diebold Nixdorf, Inc. (a)(b) | 13,252 | 30,082 | |
IonQ, Inc. (a) | 3,765 | 16,491 | |
Super Micro Computer, Inc. (a) | 10,869 | 438,564 | |
Turtle Beach Corp. (a)(b) | 2,881 | 35,235 | |
734,333 | |||
TOTAL INFORMATION TECHNOLOGY | 58,637,952 | ||
MATERIALS - 4.4% | |||
Chemicals - 2.8% | |||
AdvanSix, Inc. | 2,214 | 74,036 | |
American Vanguard Corp. | 5,992 | 133,921 | |
Amyris, Inc. (a)(b) | 5,904 | 10,922 | |
Aspen Aerogels, Inc. (a)(b) | 6,631 | 65,514 | |
Avient Corp. | 16,098 | 645,208 | |
Balchem Corp. | 7,610 | 987,321 | |
Cabot Corp. | 13,339 | 850,895 | |
Chase Corp. | 376 | 29,257 | |
Diversey Holdings Ltd. (a) | 18,716 | 123,526 | |
GCP Applied Technologies, Inc. (a) | 10,846 | 339,263 | |
H.B. Fuller Co. | 10,923 | 657,674 | |
Hawkins, Inc. | 2,743 | 98,830 | |
Ingevity Corp. (a) | 9,296 | 586,949 | |
Innospec, Inc. | 4,983 | 477,322 | |
Kronos Worldwide, Inc. | 4,912 | 90,381 | |
Livent Corp. (a)(b) | 38,907 | 882,800 | |
LSB Industries, Inc. | 7,605 | 105,405 | |
Origin Materials, Inc. Class A (a)(b) | 15,861 | 81,208 | |
Orion Engineered Carbons SA | 14,343 | 222,747 | |
PureCycle Technologies, Inc. (a)(b) | 20,006 | 148,445 | |
Quaker Houghton | 2,155 | 322,216 | |
Sensient Technologies Corp. | 9,473 | 763,145 | |
Stepan Co. | 452 | 45,810 | |
7,742,795 | |||
Construction Materials - 0.0% | |||
United States Lime & Minerals, Inc. | 361 | 38,122 | |
Containers & Packaging - 0.3% | |||
Cryptyde, Inc. (a) | 2,527 | 5,130 | |
Greif, Inc. Class A (b) | 1,049 | 65,437 | |
Myers Industries, Inc. | 8,667 | 197,001 | |
O-I Glass, Inc. (a) | 30,157 | 422,198 | |
689,766 | |||
Metals & Mining - 1.2% | |||
5E Advanced Materials, Inc. (a) | 7,735 | 94,212 | |
Allegheny Technologies, Inc. (a) | 29,659 | 673,556 | |
Alpha Metallurgical Resources | 4,287 | 553,580 | |
Century Aluminum Co. (a)(b) | 12,561 | 92,575 | |
Commercial Metals Co. | 4,961 | 164,209 | |
Compass Minerals International, Inc. | 8,202 | 290,269 | |
Constellium NV (a) | 15,854 | 209,431 | |
Dakota Gold Corp. (a) | 11,972 | 40,106 | |
Hycroft Mining Holding Corp. (a) | 30,206 | 33,529 | |
Kaiser Aluminum Corp. | 3,803 | 300,779 | |
Materion Corp. | 4,585 | 338,052 | |
Novagold Resources, Inc. (a) | 53,870 | 259,115 | |
Piedmont Lithium, Inc. (a)(b) | 1,168 | 42,527 | |
Ramaco Resources, Inc. (b) | 5,335 | 70,155 | |
Ryerson Holding Corp. | 231 | 4,918 | |
Schnitzer Steel Industries, Inc. Class A | 586 | 19,244 | |
Warrior Metropolitan Coal, Inc. | 1,228 | 37,589 | |
3,223,846 | |||
Paper & Forest Products - 0.1% | |||
Neenah, Inc. | 712 | 24,308 | |
Sylvamo Corp. | 7,986 | 260,982 | |
285,290 | |||
TOTAL MATERIALS | 11,979,819 | ||
REAL ESTATE - 2.8% | |||
Equity Real Estate Investment Trusts (REITs) - 1.9% | |||
Alexanders, Inc. | 671 | 149,069 | |
Bluerock Residential Growth (REIT), Inc. | 2,635 | 69,274 | |
CareTrust (REIT), Inc. | 3,242 | 59,782 | |
CatchMark Timber Trust, Inc. | 8,988 | 90,419 | |
CBL & Associates Properties, Inc. | 1,258 | 29,550 | |
Clipper Realty, Inc. | 3,489 | 26,935 | |
Community Healthcare Trust, Inc. | 4,311 | 156,101 | |
Corporate Office Properties Trust (SBI) | 4,741 | 124,167 | |
Essential Properties Realty Trust, Inc. | 5,951 | 127,887 | |
Four Corners Property Trust, Inc. | 4,031 | 107,184 | |
Gladstone Commercial Corp. | 10,673 | 201,079 | |
Gladstone Land Corp. | 4,650 | 103,044 | |
Hersha Hospitality Trust (a) | 982 | 9,633 | |
Industrial Logistics Properties Trust | 2,292 | 32,271 | |
NexPoint Residential Trust, Inc. | 5,389 | 336,866 | |
Outfront Media, Inc. | 36,397 | 616,929 | |
Phillips Edison & Co., Inc. | 28,150 | 940,492 | |
Postal Realty Trust, Inc. | 4,215 | 62,804 | |
PS Business Parks, Inc. | 5,060 | 946,979 | |
Safehold, Inc. | 3,807 | 134,654 | |
Saul Centers, Inc. | 3,117 | 146,842 | |
Tanger Factory Outlet Centers, Inc. | 25,053 | 356,254 | |
UMH Properties, Inc. | 12,120 | 214,039 | |
Universal Health Realty Income Trust (SBI) | 3,706 | 197,196 | |
5,239,450 | |||
Real Estate Management & Development - 0.9% | |||
Compass, Inc. (a) | 63,132 | 227,907 | |
Cushman & Wakefield PLC (a) | 38,337 | 584,256 | |
Digitalbridge Group, Inc. (a) | 127,142 | 620,453 | |
Doma Holdings, Inc. Class A (a)(b) | 2,969 | 3,058 | |
Douglas Elliman, Inc. | 1,647 | 7,889 | |
eXp World Holdings, Inc. (b) | 16,885 | 198,736 | |
Forestar Group, Inc. (a) | 1,277 | 17,482 | |
Marcus & Millichap, Inc. | 6,037 | 223,309 | |
Newmark Group, Inc. | 2,949 | 28,517 | |
Offerpad Solutions, Inc. (a)(b) | 16,460 | 35,883 | |
Redfin Corp. (a)(b) | 25,420 | 209,461 | |
The RMR Group, Inc. | 2,323 | 65,857 | |
The St. Joe Co. | 8,343 | 330,049 | |
2,552,857 | |||
TOTAL REAL ESTATE | 7,792,307 | ||
UTILITIES - 1.8% | |||
Electric Utilities - 0.2% | |||
MGE Energy, Inc. | 3,766 | 293,108 | |
Otter Tail Corp. | 4,458 | 299,266 | |
Via Renewables, Inc. Class A, | 2,825 | 21,640 | |
614,014 | |||
Gas Utilities - 0.6% | |||
Brookfield Infrastructure Corp. A Shares | 23,495 | 998,538 | |
Chesapeake Utilities Corp. | 2,402 | 311,179 | |
New Jersey Resources Corp. | 2,070 | 92,177 | |
Southwest Gas Corp. | 1,500 | 130,620 | |
1,532,514 | |||
Independent Power and Renewable Electricity Producers - 0.6% | |||
Altus Power, Inc. Class A (a) | 3,258 | 20,558 | |
Clearway Energy, Inc.: | |||
Class A | 2,840 | 90,795 | |
Class C | 24,849 | 865,739 | |
Montauk Renewables, Inc. (a) | 15,374 | 154,509 | |
Ormat Technologies, Inc. | 6,109 | 478,640 | |
1,610,241 | |||
Water Utilities - 0.4% | |||
American States Water Co. | 4,319 | 352,042 | |
Artesian Resources Corp. Class A | 1,218 | 59,889 | |
California Water Service Group | 3,502 | 194,536 | |
Global Water Resources, Inc. | 3,053 | 40,330 | |
Middlesex Water Co. | 4,215 | 369,571 | |
Pure Cycle Corp. (a)(b) | 4,996 | 52,658 | |
York Water Co. | 3,421 | 138,311 | |
1,207,337 | |||
TOTAL UTILITIES | 4,964,106 | ||
TOTAL COMMON STOCKS (Cost $299,323,491) | 274,119,505 | ||
U.S. Treasury Obligations - 0.0% | |||
Principal Amount (d) | Value ($) | ||
U.S. Treasury Bills, yield at date of purchase 1.23% 1/26/23 (e) (Cost $99,295) | 100,000 | 98,586 | |
Money Market Funds - 11.7% | |||
Shares | Value ($) | ||
Fidelity Cash Central Fund 1.58% (f) | 294,170 | 294,228 | |
Fidelity Securities Lending Cash Central Fund 1.58% (f)(g) | 31,867,387 | 31,870,574 | |
TOTAL MONEY MARKET FUNDS (Cost $32,164,802) | 32,164,802 | ||
TOTAL INVESTMENT IN SECURITIES - 111.5% (Cost $331,587,588) | 306,382,893 |
NET OTHER ASSETS (LIABILITIES) - (11.5)% | (31,629,928) |
NET ASSETS - 100.0% | 274,752,965 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount ($) | Value ($) | Unrealized Appreciation/ (Depreciation) ($) | |
Purchased | |||||
Equity Index Contracts | |||||
CME E-mini Russell 2000 Index Contracts (United States) | 10 | Sep 2022 | 854,000 | 13,177 | 13,177 |
The notional amount of futures purchased as a percentage of Net Assets is 0.3% |
(a) | Non-income producing |
(b) | Security or a portion of the security is on loan at period end. |
(c) | Level 3 security |
(d) | Amount is stated in United States dollars unless otherwise noted. |
(e) | Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $98,586. |
(f) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request. |
(g) | Investment made with cash collateral received from securities on loan. |
Affiliate | Value, beginning of period ($) | Purchases ($) | Sales Proceeds ($) | Dividend Income ($) | Realized Gain (loss) ($) | Change in Unrealized appreciation (depreciation) ($) | Value, end of period ($) | %ownership, end of period |
Fidelity Cash Central Fund 1.58% | 3,611,183 | 161,891,280 | 165,208,235 | 3,554 | - | - | 294,228 | 0.0% |
Fidelity Securities Lending Cash Central Fund 1.58% | 23,413,705 | 147,075,810 | 138,618,941 | 324,356 | - | - | 31,870,574 | 0.1% |
Total | 27,024,888 | 308,967,090 | 303,827,176 | 327,910 | - | - | 32,164,802 |
Valuation Inputs at Reporting Date: | ||||
Description | Total ($) | Level 1 ($) | Level 2 ($) | Level 3 ($) |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | 6,461,358 | 6,461,358 | - | - |
Consumer Discretionary | 28,663,496 | 28,663,496 | - | - |
Consumer Staples | 12,818,092 | 12,818,092 | - | - |
Energy | 16,809,682 | 16,809,682 | - | - |
Financials | 16,235,915 | 16,235,915 | - | - |
Health Care | 62,339,756 | 62,339,756 | - | - |
Industrials | 47,417,022 | 47,417,022 | - | - |
Information Technology | 58,637,952 | 58,637,952 | - | - |
Materials | 11,979,819 | 11,979,819 | - | - |
Real Estate | 7,792,307 | 7,792,307 | - | - |
Utilities | 4,964,106 | 4,964,106 | - | - |
U.S. Government and Government Agency Obligations | 98,586 | - | 98,586 | - |
Money Market Funds | 32,164,802 | 32,164,802 | - | - |
Total Investments in Securities: | 306,382,893 | 306,284,307 | 98,586 | - |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | 13,177 | 13,177 | - | - |
Total Assets | 13,177 | 13,177 | - | - |
Total Derivative Instruments: | 13,177 | 13,177 | - | - |
Primary Risk Exposure / Derivative Type | Value | |
Asset ($) | Liability ($) | |
Equity Risk | ||
Futures Contracts (a) | 13,177 | 0 |
Total Equity Risk | 13,177 | 0 |
Total Value of Derivatives | 13,177 | 0 |
Statement of Assets and Liabilities | ||||
June 30, 2022 | ||||
Assets | ||||
Investment in securities, at value (including securities loaned of $30,543,261) - See accompanying schedule: | $274,218,091 | |||
Unaffiliated issuers (cost $299,422,786) | ||||
Fidelity Central Funds (cost $32,164,802) | 32,164,802 | |||
Total Investment in Securities (cost $331,587,588) | $ | 306,382,893 | ||
Segregated cash with brokers for derivative instruments | 5,235 | |||
Receivable for investments sold | 478,091 | |||
Receivable for fund shares sold | 326,853 | |||
Dividends receivable | 67,045 | |||
Distributions receivable from Fidelity Central Funds | 46,130 | |||
Total assets | 307,306,247 | |||
Liabilities | ||||
Payable to custodian bank | 463,967 | |||
Payable for investments purchased | 8,697 | |||
Payable for fund shares redeemed | 191,054 | |||
Accrued management fee | 11,615 | |||
Payable for daily variation margin on futures contracts | 2,145 | |||
Other payables and accrued expenses | 5,230 | |||
Collateral on securities loaned | 31,870,574 | |||
Total Liabilities | 32,553,282 | |||
Net Assets | $ | 274,752,965 | ||
Net Assets consist of: | ||||
Paid in capital | $ | 360,066,317 | ||
Total accumulated earnings (loss) | (85,313,352) | |||
Net Assets | $ | 274,752,965 | ||
Net Asset Value , offering price and redemption price per share ($274,752,965 ÷ 13,787,312 shares) | $ | 19.93 | ||
Statement of Operations | ||||
Year ended June 30, 2022 | ||||
Investment Income | ||||
Dividends | $ | 1,832,187 | ||
Non-Cash dividends | 166,347 | |||
Interest | 329 | |||
Income from Fidelity Central Funds (including $324,356 from security lending) | 327,910 | |||
Total Income | 2,326,773 | |||
Expenses | ||||
Management fee | $ | 169,167 | ||
Independent trustees' fees and expenses | 1,096 | |||
Interest | 488 | |||
Total expenses before reductions | 170,751 | |||
Expense reductions | (69) | |||
Total expenses after reductions | 170,682 | |||
Net Investment income (loss) | 2,156,091 | |||
Realized and Unrealized Gain (Loss) | ||||
Net realized gain (loss) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (57,264,573) | |||
Futures contracts | (226,665) | |||
Total net realized gain (loss) | (57,491,238) | |||
Change in net unrealized appreciation (depreciation) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (78,692,450) | |||
Futures contracts | (9,481) | |||
Total change in net unrealized appreciation (depreciation) | (78,701,931) | |||
Net gain (loss) | (136,193,169) | |||
Net increase (decrease) in net assets resulting from operations | $ | (134,037,078) |
Statement of Changes in Net Assets | ||||
Year ended June 30, 2022 | Year ended June 30, 2021 | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net investment income (loss) | $ | 2,156,091 | $ | 976,094 |
Net realized gain (loss) | (57,491,238) | 7,352,661 | ||
Change in net unrealized appreciation (depreciation) | (78,701,931) | 48,212,693 | ||
Net increase (decrease) in net assets resulting from operations | (134,037,078) | 56,541,448 | ||
Distributions to shareholders | (11,137,021) | (1,210,023) | ||
Share transactions | ||||
Proceeds from sales of shares | 253,314,244 | 347,009,445 | ||
Reinvestment of distributions | 9,762,975 | 1,096,444 | ||
Cost of shares redeemed | (180,075,429) | (120,725,110) | ||
Net increase (decrease) in net assets resulting from share transactions | 83,001,790 | 227,380,779 | ||
Total increase (decrease) in net assets | (62,172,309) | 282,712,204 | ||
Net Assets | ||||
Beginning of period | 336,925,274 | 54,213,070 | ||
End of period | $ | 274,752,965 | $ | 336,925,274 |
Other Information | ||||
Shares | ||||
Sold | 9,319,148 | 12,370,566 | ||
Issued in reinvestment of distributions | 339,083 | 42,995 | ||
Redeemed | (6,774,929) | (4,133,077) | ||
Net increase (decrease) | 2,883,302 | 8,280,484 | ||
Fidelity® Small Cap Growth Index Fund |
Years ended June 30, | 2022 | 2021 | 2020 A | |||
Selected Per-Share Data | ||||||
Net asset value, beginning of period | $ | 30.90 | $ | 20.66 | $ | 20.00 |
Income from Investment Operations | ||||||
Net investment income (loss) B,C | .17 | .14 | .15 | |||
Net realized and unrealized gain (loss) | (10.17) | 10.38 | .57 | |||
Total from investment operations | (10.00) | 10.52 | .72 | |||
Distributions from net investment income | (.16) | (.11) | (.05) | |||
Distributions from net realized gain | (.81) | (.18) | (.01) | |||
Total distributions | (.97) | (.28) D | (.06) | |||
Net asset value, end of period | $ | 19.93 | $ | 30.90 | $ | 20.66 |
Total Return E,F | (33.33)% | 51.31% | 3.59% | |||
Ratios to Average Net Assets C,G,H | ||||||
Expenses before reductions | .05% | .05% | .05% I | |||
Expenses net of fee waivers, if any | .05% | .05% | .05% I | |||
Expenses net of all reductions | .05% | .05% | .05% I | |||
Net investment income (loss) | .64% | .49% | .78% I | |||
Supplemental Data | ||||||
Net assets, end of period (000 omitted) | $ | 274,753 | $ | 336,925 | $ | 54,213 |
Portfolio turnover rate J | 51% | 62% | 69% I |
Average Annual Total Returns | |||
Periods ended June 30, 2022 | Past 1 year | Life of Fund A |
Fidelity® Small Cap Value Index Fund | -16.30% | 6.45% |
$10,000 Over Life of Fund |
Let's say hypothetically that $10,000 was invested in Fidelity® Small Cap Value Index Fund on July 11, 2019, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the Russell 2000® Value Index performed over the same period. |
Top Holdings (% of Fund's net assets) | ||
Southstate Corp. | 0.5 | |
Stag Industrial, Inc. | 0.5 | |
Agree Realty Corp. | 0.5 | |
Southwest Gas Corp. | 0.5 | |
Selective Insurance Group, Inc. | 0.5 | |
Blackstone Mortgage Trust, Inc. | 0.4 | |
Black Hills Corp. | 0.4 | |
TEGNA, Inc. | 0.4 | |
United Bankshares, Inc., West Virginia | 0.4 | |
Light & Wonder, Inc. Class A | 0.4 | |
4.5 | ||
Market Sectors (% of Fund's net assets) | ||
Financials | 28.3 | |
Industrials | 12.7 | |
Real Estate | 11.8 | |
Health Care | 11.0 | |
Consumer Discretionary | 9.6 | |
Information Technology | 6.0 | |
Utilities | 5.3 | |
Energy | 5.0 | |
Materials | 3.9 | |
Communication Services | 3.3 | |
Consumer Staples | 2.8 | |
Asset Allocation (% of Fund's net assets) |
Foreign investments - 5.3% |
Common Stocks - 99.7% | |||
Shares | Value ($) | ||
COMMUNICATION SERVICES - 3.3% | |||
Diversified Telecommunication Services - 0.6% | |||
Anterix, Inc. (a) | 6,212 | 255,127 | |
ATN International, Inc. | 7,807 | 366,226 | |
Bandwidth, Inc. (a) | 13,377 | 251,755 | |
Cogent Communications Group, Inc. | 13,908 | 845,050 | |
Consolidated Communications Holdings, Inc. (a)(b) | 47,905 | 335,335 | |
EchoStar Holding Corp. Class A (a)(b) | 25,080 | 484,044 | |
Globalstar, Inc. (a) | 78,669 | 96,763 | |
IDT Corp. Class B (a) | 3,076 | 77,361 | |
Liberty Latin America Ltd.: | |||
Class A (a) | 27,090 | 211,302 | |
Class C (a) | 109,371 | 852,000 | |
Radius Global Infrastructure, Inc. (a) | 53,222 | 812,168 | |
Starry Group Holdings, Inc. Class A (a)(b) | 1,066 | 4,392 | |
4,591,523 | |||
Entertainment - 0.4% | |||
Cinemark Holdings, Inc. (a)(b) | 16,410 | 246,478 | |
IMAX Corp. (a) | 13,937 | 235,396 | |
Lions Gate Entertainment Corp.: | |||
Class A (a)(b) | 49,343 | 459,383 | |
Class B (a) | 74,869 | 661,093 | |
Madison Square Garden Entertainment Corp. (a)(b) | 18,333 | 964,682 | |
Marcus Corp. (a)(b) | 16,946 | 250,292 | |
Playstudios, Inc. Class A (a) | 28,423 | 121,650 | |
Redbox Entertainment, Inc. (a)(b) | 4,272 | 31,613 | |
Reservoir Media, Inc. (a) | 929 | 6,057 | |
Skillz, Inc. (a) | 218,066 | 270,402 | |
3,247,046 | |||
Interactive Media & Services - 0.6% | |||
Bumble, Inc. (a)(b) | 61,451 | 1,729,846 | |
Cars.com, Inc. (a) | 42,727 | 402,916 | |
DHI Group, Inc. (a) | 4,843 | 24,070 | |
Eventbrite, Inc. (a)(b) | 6,800 | 69,836 | |
fuboTV, Inc. (a)(b) | 126,987 | 313,658 | |
Outbrain, Inc. (b) | 28,513 | 143,420 | |
QuinStreet, Inc. (a) | 34,765 | 349,736 | |
The Arena Group Holdings, Inc. | 2,033 | 18,297 | |
TrueCar, Inc. (a) | 66,318 | 171,764 | |
Ziff Davis, Inc. (a) | 26,362 | 1,964,760 | |
5,188,303 | |||
Media - 1.3% | |||
Advantage Solutions, Inc. Class A (a)(b) | 58,812 | 223,486 | |
AMC Networks, Inc. Class A (a) | 21,507 | 626,284 | |
Audacy, Inc. Class A (a) | 85,212 | 80,287 | |
Boston Omaha Corp. (a)(b) | 13,612 | 281,088 | |
Cardlytics, Inc. (a) | 23,542 | 525,222 | |
Clear Channel Outdoor Holdings, Inc. (a) | 260,431 | 278,661 | |
Cumulus Media, Inc. (a) | 13,103 | 101,286 | |
Daily Journal Corp. (a)(b) | 864 | 223,603 | |
E.W. Scripps Co. Class A (a) | 41,494 | 517,430 | |
Entravision Communication Corp. Class A | 11,693 | 53,320 | |
Gannett Co., Inc. (a)(b) | 102,628 | 297,621 | |
Gray Television, Inc. | 33,709 | 569,345 | |
iHeartMedia, Inc. (a) | 85,681 | 676,023 | |
Innovid Corp. (a) | 1,980 | 3,287 | |
Integral Ad Science Holding Corp. | 18,444 | 183,149 | |
John Wiley & Sons, Inc. Class A | 1,831 | 87,449 | |
Loyalty Ventures, Inc. (a) | 9,720 | 34,700 | |
Magnite, Inc. (a) | 93,123 | 826,932 | |
PubMatic, Inc. (a)(b) | 2,851 | 45,302 | |
Scholastic Corp. | 19,680 | 707,890 | |
Stagwell, Inc. (a)(b) | 50,458 | 273,987 | |
TEGNA, Inc. | 158,656 | 3,327,016 | |
Thryv Holdings, Inc. (a) | 13,624 | 305,041 | |
Urban One, Inc.: | |||
Class A (a) | 3,518 | 19,208 | |
Class D (non-vtg.) (a) | 12,086 | 51,728 | |
WideOpenWest, Inc. (a) | 16,266 | 296,204 | |
10,615,549 | |||
Wireless Telecommunication Services - 0.4% | |||
Gogo, Inc. (a) | 32,840 | 531,680 | |
KORE Group Holdings, Inc. (a)(b) | 25,178 | 77,296 | |
Shenandoah Telecommunications Co. | 34,486 | 765,589 | |
Telephone & Data Systems, Inc. | 71,780 | 1,133,406 | |
U.S. Cellular Corp. (a) | 10,616 | 307,439 | |
2,815,410 | |||
TOTAL COMMUNICATION SERVICES | 26,457,831 | ||
CONSUMER DISCRETIONARY - 9.6% | |||
Auto Components - 1.0% | |||
Adient PLC (a) | 67,618 | 2,003,521 | |
American Axle & Manufacturing Holdings, Inc. (a) | 75,906 | 571,572 | |
Dana, Inc. | 91,938 | 1,293,568 | |
Modine Manufacturing Co. (a) | 35,469 | 373,489 | |
Motorcar Parts of America, Inc. (a)(b) | 13,329 | 174,876 | |
Patrick Industries, Inc. | 14,015 | 726,538 | |
Solid Power, Inc. (a) | 24,475 | 131,676 | |
Standard Motor Products, Inc. | 14,651 | 659,148 | |
Stoneridge, Inc. (a) | 15,882 | 272,376 | |
The Goodyear Tire & Rubber Co. (a) | 199,783 | 2,139,676 | |
8,346,440 | |||
Automobiles - 0.2% | |||
Cenntro Electric Group Ltd. (a) | 131,228 | 198,154 | |
Faraday Future Intelligent Electric, Inc. (a)(b) | 33,046 | 85,920 | |
Lordstown Motors Corp. Class A (a)(b) | 113,858 | 179,896 | |
Winnebago Industries, Inc. (b) | 22,827 | 1,108,479 | |
Workhorse Group, Inc. (a)(b) | 7,615 | 19,799 | |
1,592,248 | |||
Distributors - 0.0% | |||
Weyco Group, Inc. | 4,201 | 102,714 | |
Diversified Consumer Services - 1.1% | |||
2U, Inc. (a) | 53,002 | 554,931 | |
Adtalem Global Education, Inc. (a) | 31,962 | 1,149,673 | |
American Public Education, Inc. (a) | 13,361 | 215,914 | |
European Wax Center, Inc. (b) | 1,202 | 21,179 | |
Frontdoor, Inc. (a) | 58,933 | 1,419,107 | |
Graham Holdings Co. | 2,679 | 1,518,564 | |
Laureate Education, Inc. Class A | 80,732 | 934,069 | |
Perdoceo Education Corp. (a) | 48,609 | 572,614 | |
PowerSchool Holdings, Inc. (b) | 21,255 | 256,123 | |
Rover Group, Inc. Class A (a) | 3,682 | 13,844 | |
StoneMor, Inc. (a) | 19,755 | 67,562 | |
Strategic Education, Inc. | 16,395 | 1,157,159 | |
The Beachbody Co., Inc. (a) | 62,598 | 75,118 | |
Vivint Smart Home, Inc. Class A (a)(b) | 50,491 | 175,709 | |
WW International, Inc. (a) | 38,679 | 247,159 | |
8,378,725 | |||
Hotels, Restaurants & Leisure - 1.4% | |||
Bally's Corp. (a) | 28,335 | 560,466 | |
Biglari Holdings, Inc. (a) | 508 | 62,332 | |
BJ's Restaurants, Inc. (a) | 16,163 | 350,414 | |
Bloomin' Brands, Inc. | 17,070 | 283,703 | |
Bluegreen Vacations Holding Corp. Class A | 7,965 | 198,806 | |
Bowlero Corp. Class A (a)(b) | 27,737 | 293,735 | |
Brinker International, Inc. (a) | 3,204 | 70,584 | |
Century Casinos, Inc. (a) | 3,447 | 24,818 | |
Chuy's Holdings, Inc. (a) | 13,461 | 268,143 | |
Denny's Corp. (a) | 12,155 | 105,505 | |
Dine Brands Global, Inc. | 1,447 | 94,171 | |
El Pollo Loco Holdings, Inc. (a) | 13,905 | 136,825 | |
Everi Holdings, Inc. (a) | 28,654 | 467,347 | |
First Watch Restaurant Group, Inc. | 4,702 | 67,803 | |
Full House Resorts, Inc. (a) | 17,086 | 103,883 | |
Inspirato, Inc. (a)(b) | 7,538 | 34,901 | |
Inspired Entertainment, Inc. (a) | 5,001 | 43,059 | |
International Game Technology PLC | 55,073 | 1,022,155 | |
Jack in the Box, Inc. (b) | 12,985 | 727,939 | |
Krispy Kreme, Inc. (b) | 37,675 | 512,380 | |
Life Time Group Holdings, Inc. (b) | 29,951 | 385,769 | |
Light & Wonder, Inc. Class A (a) | 69,690 | 3,274,733 | |
Lindblad Expeditions Holdings (a) | 21,231 | 171,971 | |
Papa John's International, Inc. | 6,584 | 549,896 | |
RCI Hospitality Holdings, Inc. | 481 | 23,261 | |
Red Rock Resorts, Inc. | 20,719 | 691,186 | |
SeaWorld Entertainment, Inc. (a)(b) | 15,993 | 706,571 | |
Vacasa, Inc. Class A (a) | 29,443 | 84,796 | |
Xponential Fitness, Inc. | 8,393 | 105,416 | |
11,422,568 | |||
Household Durables - 1.6% | |||
Aterian, Inc. (a) | 39,573 | 85,478 | |
Beazer Homes U.S.A., Inc. (a) | 21,223 | 256,162 | |
Century Communities, Inc. | 19,366 | 870,889 | |
Ethan Allen Interiors, Inc. | 16,146 | 326,311 | |
GoPro, Inc. Class A (a) | 93,108 | 514,887 | |
Green Brick Partners, Inc. (a) | 14,821 | 290,047 | |
iRobot Corp. (a)(b) | 2,294 | 84,305 | |
KB Home | 46,743 | 1,330,306 | |
La-Z-Boy, Inc. | 30,591 | 725,313 | |
Landsea Homes Corp. (a) | 7,499 | 49,943 | |
Legacy Housing Corp. (a) | 6,261 | 81,706 | |
LGI Homes, Inc. (a) | 13,883 | 1,206,433 | |
Lifetime Brands, Inc. | 9,121 | 100,696 | |
M.D.C. Holdings, Inc. | 30,210 | 976,085 | |
M/I Homes, Inc. (a) | 16,928 | 671,364 | |
Meritage Homes Corp. (a) | 24,163 | 1,751,818 | |
Purple Innovation, Inc. (a)(b) | 36,636 | 112,106 | |
Snap One Holdings Corp. (a)(b) | 12,845 | 117,789 | |
Taylor Morrison Home Corp. (a) | 72,085 | 1,683,906 | |
Traeger, Inc. (a)(b) | 22,756 | 96,713 | |
TRI Pointe Homes, Inc. (a) | 67,036 | 1,130,897 | |
Tupperware Brands Corp. (a)(b) | 32,431 | 205,613 | |
Universal Electronics, Inc. (a) | 8,588 | 219,595 | |
Vuzix Corp. (a)(b) | 5,480 | 38,908 | |
Weber, Inc. (b) | 19,264 | 138,893 | |
13,066,163 | |||
Internet & Direct Marketing Retail - 0.5% | |||
1-800-FLOWERS.com, Inc. Class A (a) | 19,178 | 182,383 | |
1stDibs.com, Inc. (b) | 16,614 | 94,534 | |
a.k.a. Brands Holding Corp. (b) | 7,629 | 21,056 | |
BARK, Inc. (a) | 36,996 | 47,355 | |
Boxed, Inc. Class A (a)(b) | 8,314 | 15,381 | |
ContextLogic, Inc. (a) | 404,744 | 647,590 | |
Duluth Holdings, Inc. (a) | 4,970 | 47,414 | |
Groupon, Inc. (a)(b) | 13,903 | 157,104 | |
Lands' End, Inc. (a)(b) | 10,867 | 115,408 | |
Liquidity Services, Inc. (a) | 8,847 | 118,904 | |
Overstock.com, Inc. (a)(b) | 30,341 | 758,828 | |
PetMed Express, Inc. | 2,554 | 50,825 | |
Porch Group, Inc. Class A (a)(b) | 57,554 | 147,338 | |
Poshmark, Inc. (a) | 32,755 | 331,153 | |
Quotient Technology, Inc. (a) | 56,439 | 167,624 | |
Qurate Retail, Inc. Series A | 249,226 | 715,279 | |
RumbleON, Inc. Class B (a) | 7,359 | 108,251 | |
Stitch Fix, Inc. (a) | 34,885 | 172,332 | |
The RealReal, Inc. (a) | 50,653 | 126,126 | |
thredUP, Inc. (a) | 35,808 | 89,520 | |
Vivid Seats, Inc. Class A | 13,178 | 98,440 | |
4,212,845 | |||
Leisure Products - 0.6% | |||
Acushnet Holdings Corp. | 17,480 | 728,566 | |
AMMO, Inc. (a)(b) | 62,350 | 240,048 | |
Callaway Golf Co. (a)(b) | 99,627 | 2,032,391 | |
Clarus Corp. | 3,166 | 60,122 | |
Johnson Outdoors, Inc. Class A | 3,798 | 232,286 | |
Smith & Wesson Brands, Inc. | 30,162 | 396,027 | |
Solo Brands, Inc. Class A (b) | 15,796 | 64,132 | |
Sturm, Ruger & Co., Inc. | 1,161 | 73,898 | |
Vinco Ventures, Inc. (a)(b) | 55,520 | 76,618 | |
Vista Outdoor, Inc. (a) | 39,793 | 1,110,225 | |
5,014,313 | |||
Multiline Retail - 0.1% | |||
Big Lots, Inc. | 19,894 | 417,177 | |
Franchise Group, Inc. | 1,316 | 46,152 | |
463,329 | |||
Specialty Retail - 2.8% | |||
Abercrombie & Fitch Co. Class A (a) | 35,328 | 597,750 | |
Academy Sports & Outdoors, Inc. | 59,750 | 2,123,515 | |
America's Car Mart, Inc. (a) | 4,218 | 424,331 | |
American Eagle Outfitters, Inc. | 109,825 | 1,227,844 | |
Asbury Automotive Group, Inc. (a) | 11,203 | 1,897,116 | |
Bed Bath & Beyond, Inc. (a)(b) | 15,976 | 79,401 | |
Big 5 Sporting Goods Corp. (b) | 15,299 | 171,502 | |
Build-A-Bear Workshop, Inc. | 2,815 | 46,222 | |
Chico's FAS, Inc. (a) | 24,339 | 120,965 | |
Citi Trends, Inc. (a)(b) | 5,658 | 133,812 | |
Conn's, Inc. (a)(b) | 9,323 | 74,770 | |
Designer Brands, Inc. Class A | 11,246 | 146,873 | |
Destination XL Group, Inc. (a) | 20,403 | 69,166 | |
EVgo, Inc. Class A (a) | 42,713 | 256,705 | |
Express, Inc. (a) | 46,069 | 90,295 | |
Foot Locker, Inc. | 59,170 | 1,494,043 | |
Genesco, Inc. (a) | 9,308 | 464,562 | |
Group 1 Automotive, Inc. | 11,450 | 1,944,210 | |
GrowGeneration Corp. (a)(b) | 40,936 | 146,960 | |
Haverty Furniture Companies, Inc. | 10,787 | 250,043 | |
Hibbett, Inc. | 1,954 | 85,409 | |
JOANN, Inc. | 7,893 | 61,171 | |
LL Flooring Holdings, Inc. (a)(b) | 20,884 | 195,683 | |
MarineMax, Inc. (a) | 13,857 | 500,515 | |
Monro, Inc. | 23,716 | 1,016,942 | |
National Vision Holdings, Inc. (a)(b) | 54,274 | 1,492,535 | |
OneWater Marine, Inc. Class A | 7,229 | 238,918 | |
Party City Holdco, Inc. (a)(b) | 50,208 | 66,275 | |
Sally Beauty Holdings, Inc. (a) | 5,487 | 65,405 | |
Shoe Carnival, Inc. | 12,577 | 271,789 | |
Signet Jewelers Ltd. | 33,237 | 1,776,850 | |
Sleep Number Corp. (a)(b) | 8,523 | 263,787 | |
Sonic Automotive, Inc. Class A (sub. vtg.) | 14,331 | 524,945 | |
Sportsman's Warehouse Holdings, Inc. (a) | 31,001 | 297,300 | |
The Aaron's Co., Inc. | 21,600 | 314,280 | |
The Buckle, Inc. | 1,586 | 43,916 | |
The Cato Corp. Class A (sub. vtg.) | 12,835 | 149,014 | |
The Children's Place, Inc. (a)(b) | 3,288 | 127,969 | |
The Container Store Group, Inc. (a) | 23,179 | 144,405 | |
The ODP Corp. (a) | 30,617 | 925,858 | |
Tile Shop Holdings, Inc. | 26,103 | 80,136 | |
Tilly's, Inc. | 16,422 | 115,282 | |
Torrid Holdings, Inc. (b) | 4,325 | 18,684 | |
TravelCenters of America LLC (a) | 8,994 | 310,023 | |
Urban Outfitters, Inc. (a)(b) | 46,954 | 876,162 | |
Volta, Inc. (a)(b) | 87,008 | 113,110 | |
Winmark Corp. | 2,018 | 394,660 | |
Zumiez, Inc. (a)(b) | 11,158 | 290,108 | |
22,521,216 | |||
Textiles, Apparel & Luxury Goods - 0.3% | |||
Allbirds, Inc. Class A | 49,585 | 194,869 | |
Ermenegildo Zegna Holditalia SpA | 26,092 | 275,271 | |
Fossil Group, Inc. (a) | 33,236 | 171,830 | |
G-III Apparel Group Ltd. (a) | 31,072 | 628,587 | |
Movado Group, Inc. | 11,163 | 345,272 | |
Oxford Industries, Inc. | 3,406 | 302,248 | |
PLBY Group, Inc. (a)(b) | 22,173 | 141,907 | |
Rocky Brands, Inc. | 4,624 | 158,048 | |
Superior Group of Companies, Inc. | 8,354 | 148,284 | |
Unifi, Inc. (a) | 9,938 | 139,728 | |
2,506,044 | |||
TOTAL CONSUMER DISCRETIONARY | 77,626,605 | ||
CONSUMER STAPLES - 2.8% | |||
Beverages - 0.2% | |||
Primo Water Corp. | 112,186 | 1,501,049 | |
Vintage Wine Estates, Inc. (a) | 20,122 | 158,159 | |
1,659,208 | |||
Food & Staples Retailing - 0.7% | |||
Andersons, Inc. | 22,786 | 751,710 | |
Chefs' Warehouse Holdings (a) | 7,195 | 279,814 | |
HF Foods Group, Inc. (a)(b) | 25,835 | 134,859 | |
Ingles Markets, Inc. Class A | 10,134 | 879,125 | |
Natural Grocers by Vitamin Cottage, Inc. | 789 | 12,585 | |
PriceSmart, Inc. | 6,466 | 463,160 | |
Rite Aid Corp. (a)(b) | 20,858 | 140,583 | |
SpartanNash Co. | 25,426 | 767,102 | |
United Natural Foods, Inc. (a) | 38,499 | 1,516,861 | |
Village Super Market, Inc. Class A | 6,037 | 137,704 | |
Weis Markets, Inc. | 11,718 | 873,460 | |
5,956,963 | |||
Food Products - 1.2% | |||
Alico, Inc. | 4,468 | 159,195 | |
AppHarvest, Inc. (a)(b) | 50,893 | 177,617 | |
B&G Foods, Inc. Class A (b) | 48,428 | 1,151,618 | |
Benson Hill, Inc. (a) | 62,503 | 171,258 | |
Cal-Maine Foods, Inc. | 2,128 | 105,144 | |
Fresh Del Monte Produce, Inc. | 21,701 | 640,831 | |
Hostess Brands, Inc. Class A (a) | 98,147 | 2,081,698 | |
John B. Sanfilippo & Son, Inc. | 2,463 | 178,543 | |
Lancaster Colony Corp. | 2,146 | 276,362 | |
Landec Corp. (a) | 18,682 | 186,260 | |
Mission Produce, Inc. (a) | 25,225 | 359,456 | |
Sanderson Farms, Inc. | 2,173 | 468,347 | |
Seneca Foods Corp. Class A (a) | 4,167 | 231,435 | |
Sovos Brands, Inc. (b) | 6,222 | 98,743 | |
SunOpta, Inc. (a) | 4,775 | 37,150 | |
Tattooed Chef, Inc. (a) | 2,074 | 13,066 | |
The Hain Celestial Group, Inc. (a) | 53,525 | 1,270,684 | |
Tootsie Roll Industries, Inc. | 1,594 | 56,348 | |
TreeHouse Foods, Inc. (a) | 36,222 | 1,514,804 | |
Utz Brands, Inc. Class A | 6,260 | 86,513 | |
Whole Earth Brands, Inc. Class A (a) | 28,986 | 179,713 | |
9,444,785 | |||
Household Products - 0.1% | |||
Central Garden & Pet Co. (a) | 9,246 | 392,215 | |
Central Garden & Pet Co. Class A (non-vtg.) (a) | 13,742 | 549,817 | |
942,032 | |||
Personal Products - 0.4% | |||
Edgewell Personal Care Co. | 38,284 | 1,321,564 | |
Herbalife Nutrition Ltd. (a) | 23,678 | 484,215 | |
Nature's Sunshine Products, Inc. (a) | 9,692 | 103,414 | |
Nu Skin Enterprises, Inc. Class A | 20,945 | 906,919 | |
The Beauty Health Co. (a)(b) | 7,870 | 101,208 | |
The Honest Co., Inc. (a) | 46,341 | 135,316 | |
3,052,636 | |||
Tobacco - 0.2% | |||
Universal Corp. | 17,217 | 1,041,629 | |
Vector Group Ltd. | 87,750 | 921,375 | |
1,963,004 | |||
TOTAL CONSUMER STAPLES | 23,018,628 | ||
ENERGY - 5.0% | |||
Energy Equipment & Services - 1.3% | |||
Archrock, Inc. | 96,318 | 796,550 | |
Borr Drilling Ltd. (a)(b) | 51,901 | 239,264 | |
Bristow Group, Inc. (a) | 16,855 | 394,407 | |
Diamond Offshore Drilling, Inc. (a) | 71,090 | 418,720 | |
DMC Global, Inc. (a) | 9,972 | 179,795 | |
Dril-Quip, Inc. (a) | 24,302 | 626,992 | |
Expro Group Holdings NV (a)(b) | 55,154 | 635,374 | |
Helix Energy Solutions Group, Inc. (a) | 101,743 | 315,403 | |
Helmerich & Payne, Inc. | 73,221 | 3,152,896 | |
Nabors Industries Ltd. (a) | 810 | 108,459 | |
Newpark Resources, Inc. (a) | 60,294 | 186,308 | |
Noble Corp. (a)(b) | 21,977 | 557,117 | |
Oceaneering International, Inc. (a) | 6,724 | 71,812 | |
Oil States International, Inc. (a) | 43,470 | 235,607 | |
Patterson-UTI Energy, Inc. | 49,320 | 777,283 | |
ProPetro Holding Corp. (a) | 62,122 | 621,220 | |
Select Energy Services, Inc. Class A (a) | 50,939 | 347,404 | |
Tidewater, Inc. (a) | 27,170 | 573,015 | |
U.S. Silica Holdings, Inc. (a) | 44,749 | 511,034 | |
10,748,660 | |||
Oil, Gas & Consumable Fuels - 3.7% | |||
Aemetis, Inc. (a)(b) | 20,699 | 101,632 | |
Alto Ingredients, Inc. (a)(b) | 51,503 | 191,076 | |
Amplify Energy Corp. (a) | 5,851 | 38,266 | |
Archaea Energy, Inc. (a) | 28,717 | 445,975 | |
Ardmore Shipping Corp. (a) | 24,858 | 173,260 | |
Berry Corp. | 47,546 | 362,301 | |
California Resources Corp. | 55,731 | 2,145,644 | |
Callon Petroleum Co. (a) | 5,923 | 232,182 | |
Centennial Resource Development, Inc. Class A (a) | 127,292 | 761,206 | |
Centrus Energy Corp. Class A (a)(b) | 7,596 | 188,001 | |
Civitas Resources, Inc. | 52,531 | 2,746,846 | |
Clean Energy Fuels Corp. (a)(b) | 120,603 | 540,301 | |
CNX Resources Corp. (a)(b) | 129,857 | 2,137,446 | |
CONSOL Energy, Inc. (a) | 1,415 | 69,873 | |
DHT Holdings, Inc. | 99,800 | 611,774 | |
Dorian LPG Ltd. | 21,872 | 332,454 | |
Energy Fuels, Inc. (a)(b) | 19,455 | 95,524 | |
Equitrans Midstream Corp. | 223,126 | 1,419,081 | |
Excelerate Energy, Inc. | 13,214 | 263,223 | |
FLEX LNG Ltd. | 20,275 | 555,332 | |
Frontline Ltd. (NY Shares) (a)(b) | 88,754 | 786,360 | |
Gevo, Inc. (a)(b) | 140,251 | 329,590 | |
Golar LNG Ltd. (a) | 67,879 | 1,544,247 | |
Green Plains, Inc. (a)(b) | 37,557 | 1,020,424 | |
International Seaways, Inc. | 35,042 | 742,890 | |
Kinetik Holdings, Inc. | 10,741 | 366,698 | |
Murphy Oil Corp. | 59,103 | 1,784,320 | |
NACCO Industries, Inc. Class A | 2,890 | 109,531 | |
National Energy Services Reunited Corp. (a) | 27,187 | 184,328 | |
Nextdecade Corp. (a) | 3,224 | 14,315 | |
Nordic American Tanker Shipping Ltd. | 135,531 | 288,681 | |
Northern Oil & Gas, Inc. | 7,067 | 178,512 | |
PBF Energy, Inc. Class A (a) | 53,303 | 1,546,853 | |
Peabody Energy Corp. (a) | 83,861 | 1,788,755 | |
Rex American Resources Corp. (a) | 3,764 | 319,187 | |
Riley Exploration Permian, Inc. | 2,763 | 66,809 | |
Ring Energy, Inc. (a) | 36,640 | 97,462 | |
Scorpio Tankers, Inc. | 35,349 | 1,219,894 | |
SFL Corp. Ltd. | 81,750 | 775,808 | |
Teekay Corp. (a) | 49,533 | 142,655 | |
Teekay Tankers Ltd. (a) | 16,278 | 286,981 | |
Ur-Energy, Inc. (a) | 15,160 | 16,070 | |
Vertex Energy, Inc. (a) | 4,470 | 47,024 | |
W&T Offshore, Inc. (a)(b) | 11,620 | 50,198 | |
Whiting Petroleum Corp. | 21,249 | 1,445,569 | |
Whiting Petroleum Corp.: | |||
warrants 9/1/24 (a) | 810 | 10,854 | |
warrants 9/1/25 (a) | 405 | 4,253 | |
World Fuel Services Corp. | 44,425 | 908,936 | |
29,488,601 | |||
TOTAL ENERGY | 40,237,261 | ||
FINANCIALS - 28.3% | |||
Banks - 17.4% | |||
1st Source Corp. | 11,501 | 522,145 | |
ACNB Corp. | 6,025 | 178,882 | |
Allegiance Bancshares, Inc. | 13,775 | 520,144 | |
Amalgamated Financial Corp. | 10,070 | 199,185 | |
Amerant Bancorp, Inc. Class A | 19,976 | 561,725 | |
American National Bankshares, Inc. | 7,420 | 256,806 | |
Ameris Bancorp | 47,128 | 1,893,603 | |
Arrow Financial Corp. | 9,843 | 313,106 | |
Associated Banc-Corp. | 106,162 | 1,938,518 | |
Atlantic Union Bankshares Corp. | 53,337 | 1,809,191 | |
Banc of California, Inc. | 39,072 | 688,449 | |
BancFirst Corp. | 5,573 | 533,392 | |
Bancorp, Inc., Delaware (a) | 16,335 | 318,859 | |
Bank First National Corp. | 4,596 | 348,423 | |
Bank of Marin Bancorp | 11,188 | 355,555 | |
BankUnited, Inc. | 58,145 | 2,068,218 | |
Bankwell Financial Group, Inc. | 4,020 | 124,821 | |
Banner Corp. | 24,352 | 1,368,826 | |
Bar Harbor Bankshares | 10,555 | 272,952 | |
BayCom Corp. | 8,450 | 174,746 | |
BCB Bancorp, Inc. | 10,271 | 174,915 | |
Berkshire Hills Bancorp, Inc. | 32,851 | 813,719 | |
Blue Ridge Bankshares, Inc. | 12,199 | 186,889 | |
Brookline Bancorp, Inc., Delaware | 54,057 | 719,499 | |
Business First Bancshares, Inc. | 15,138 | 322,591 | |
Byline Bancorp, Inc. | 17,526 | 417,119 | |
Cadence Bank | 122,779 | 2,882,851 | |
Cambridge Bancorp | 4,843 | 400,516 | |
Camden National Corp. | 10,220 | 450,191 | |
Capital Bancorp, Inc. | 6,451 | 139,987 | |
Capital City Bank Group, Inc. | 9,675 | 269,836 | |
Capstar Financial Holdings, Inc. | 14,514 | 284,765 | |
Carter Bankshares, Inc. (a) | 17,357 | 229,112 | |
Cathay General Bancorp | 51,288 | 2,007,925 | |
CBTX, Inc. | 13,122 | 348,914 | |
Central Pacific Financial Corp. | 19,320 | 414,414 | |
Citizens & Northern Corp. | 10,799 | 261,012 | |
City Holding Co. | 10,483 | 837,382 | |
Civista Bancshares, Inc. | 10,410 | 221,317 | |
CNB Financial Corp., Pennsylvania | 11,525 | 278,790 | |
Colony Bankcorp, Inc. | 11,671 | 176,115 | |
Columbia Banking Systems, Inc. | 56,107 | 1,607,466 | |
Community Bank System, Inc. | 38,015 | 2,405,589 | |
Community Trust Bancorp, Inc. | 11,182 | 452,200 | |
ConnectOne Bancorp, Inc. | 26,440 | 646,458 | |
CrossFirst Bankshares, Inc. (a) | 32,326 | 426,703 | |
Customers Bancorp, Inc. (a) | 22,077 | 748,410 | |
CVB Financial Corp. | 96,237 | 2,387,640 | |
Dime Community Bancshares, Inc. | 23,761 | 704,514 | |
Eagle Bancorp, Inc. | 22,560 | 1,069,570 | |
Eastern Bankshares, Inc. | 90,790 | 1,675,983 | |
Enterprise Bancorp, Inc. | 6,676 | 214,900 | |
Enterprise Financial Services Corp. | 25,126 | 1,042,729 | |
Equity Bancshares, Inc. | 10,962 | 319,652 | |
Esquire Financial Holdings, Inc. | 755 | 25,142 | |
Farmers & Merchants Bancorp, Inc. | 5,944 | 197,281 | |
Farmers National Banc Corp. | 22,500 | 337,500 | |
FB Financial Corp. | 25,830 | 1,013,053 | |
Financial Institutions, Inc. | 10,793 | 280,834 | |
First Bancorp, North Carolina | 25,145 | 877,561 | |
First Bancorp, Puerto Rico | 129,382 | 1,670,322 | |
First Bancshares, Inc. | 13,936 | 398,570 | |
First Bank Hamilton New Jersey | 11,084 | 154,954 | |
First Busey Corp. | 36,768 | 840,149 | |
First Business Finance Services, Inc. | 5,714 | 178,220 | |
First Commonwealth Financial Corp. | 66,512 | 892,591 | |
First Community Bankshares, Inc. | 11,709 | 344,362 | |
First Financial Bancorp, Ohio | 66,375 | 1,287,675 | |
First Financial Corp., Indiana | 8,143 | 362,364 | |
First Foundation, Inc. | 36,441 | 746,312 | |
First Guaranty Bancshares, Inc. | 3,909 | 95,028 | |
First Internet Bancorp | 6,475 | 238,410 | |
First Interstate Bancsystem, Inc. | 66,728 | 2,543,004 | |
First Merchants Corp. | 40,766 | 1,452,085 | |
First Mid-Illinois Bancshares, Inc. | 13,288 | 473,983 | |
First of Long Island Corp. | 15,935 | 279,341 | |
First Western Financial, Inc. (a) | 5,637 | 153,270 | |
Five Star Bancorp | 5,845 | 154,425 | |
Flushing Financial Corp. | 20,434 | 434,427 | |
Fulton Financial Corp. | 115,639 | 1,670,984 | |
FVCBankcorp, Inc. (a) | 8,054 | 151,657 | |
German American Bancorp, Inc. | 19,741 | 674,747 | |
Glacier Bancorp, Inc. | 68,869 | 3,265,768 | |
Great Southern Bancorp, Inc. | 6,830 | 399,965 | |
Guaranty Bancshares, Inc. Texas | 5,905 | 214,056 | |
Hancock Whitney Corp. | 61,373 | 2,720,665 | |
Hanmi Financial Corp. | 21,477 | 481,944 | |
HarborOne Bancorp, Inc. | 32,513 | 448,354 | |
HBT Financial, Inc. | 7,334 | 131,059 | |
Heartland Financial U.S.A., Inc. | 29,255 | 1,215,253 | |
Heritage Commerce Corp. | 41,624 | 444,961 | |
Heritage Financial Corp., Washington | 24,672 | 620,748 | |
Hilltop Holdings, Inc. | 43,651 | 1,163,736 | |
Home Bancshares, Inc. (b) | 135,395 | 2,812,154 | |
HomeStreet, Inc. | 12,744 | 441,834 | |
HomeTrust Bancshares, Inc. | 8,491 | 212,275 | |
Hope Bancorp, Inc. | 82,490 | 1,141,662 | |
Horizon Bancorp, Inc. Indiana | 28,752 | 500,860 | |
Independent Bank Corp. | 14,401 | 277,651 | |
Independent Bank Corp. | 33,255 | 2,641,445 | |
Independent Bank Group, Inc. | 26,160 | 1,776,526 | |
International Bancshares Corp. | 38,746 | 1,552,940 | |
John Marshall Bankcorp, Inc. | 8,117 | 182,957 | |
Lakeland Bancorp, Inc. | 44,333 | 648,148 | |
Lakeland Financial Corp. | 1,454 | 96,575 | |
Live Oak Bancshares, Inc. | 4,883 | 165,485 | |
Macatawa Bank Corp. | 18,784 | 166,051 | |
Mercantile Bank Corp. | 10,993 | 351,226 | |
Meta Financial Group, Inc. | 14,959 | 578,465 | |
Metrocity Bankshares, Inc. | 10,212 | 207,406 | |
Metropolitan Bank Holding Corp. (a) | 6,787 | 471,154 | |
Mid Penn Bancorp, Inc. | 10,239 | 276,146 | |
Midland States Bancorp, Inc. | 15,098 | 362,956 | |
MidWestOne Financial Group, Inc. | 10,100 | 300,172 | |
MVB Financial Corp. | 7,306 | 227,290 | |
National Bank Holdings Corp. | 19,358 | 740,831 | |
NBT Bancorp, Inc. | 29,784 | 1,119,581 | |
Nicolet Bankshares, Inc. (a) | 7,764 | 561,648 | |
Northeast Bank | 4,801 | 175,381 | |
Northwest Bancshares, Inc. | 86,474 | 1,106,867 | |
OceanFirst Financial Corp. | 41,314 | 790,337 | |
OFG Bancorp | 33,944 | 862,178 | |
Old National Bancorp, Indiana | 208,647 | 3,085,889 | |
Old Second Bancorp, Inc. | 30,232 | 404,504 | |
Origin Bancorp, Inc. | 16,008 | 621,110 | |
Orrstown Financial Services, Inc. | 7,573 | 183,039 | |
Pacific Premier Bancorp, Inc. | 66,788 | 1,952,881 | |
Park National Corp. | 10,228 | 1,240,145 | |
Parke Bancorp, Inc. | 7,217 | 151,268 | |
PCB Bancorp | 8,327 | 155,548 | |
Peapack-Gladstone Financial Corp. | 12,396 | 368,161 | |
Peoples Bancorp, Inc. | 19,747 | 525,270 | |
Peoples Financial Services Corp. | 4,998 | 279,088 | |
Preferred Bank, Los Angeles | 9,780 | 665,236 | |
Premier Financial Corp. | 25,256 | 640,240 | |
Primis Financial Corp. | 15,557 | 212,042 | |
Professional Holdings Corp. (A Shares) (a) | 8,552 | 171,468 | |
QCR Holdings, Inc. | 11,785 | 636,272 | |
RBB Bancorp | 10,670 | 220,549 | |
Red River Bancshares, Inc. | 3,115 | 168,459 | |
Renasant Corp. | 38,945 | 1,122,005 | |
Republic Bancorp, Inc., Kentucky Class A | 6,292 | 303,589 | |
Republic First Bancorp, Inc. (a)(b) | 34,526 | 131,544 | |
S&T Bancorp, Inc. | 27,809 | 762,801 | |
Sandy Spring Bancorp, Inc. | 31,549 | 1,232,619 | |
Seacoast Banking Corp., Florida | 43,107 | 1,424,255 | |
Shore Bancshares, Inc. | 12,666 | 234,321 | |
Sierra Bancorp | 9,818 | 213,345 | |
Silvergate Capital Corp. (a) | 4,646 | 248,700 | |
Simmons First National Corp. Class A | 89,040 | 1,892,990 | |
SmartFinancial, Inc. | 11,081 | 267,717 | |
South Plains Financial, Inc. | 7,116 | 171,780 | |
Southern First Bancshares, Inc. (a) | 5,419 | 236,214 | |
Southside Bancshares, Inc. | 21,790 | 815,382 | |
Southstate Corp. | 53,389 | 4,118,944 | |
Stock Yards Bancorp, Inc. | 3,212 | 192,142 | |
Summit Financial Group, Inc. | 7,942 | 220,629 | |
Texas Capital Bancshares, Inc. (a) | 36,193 | 1,905,200 | |
The Bank of NT Butterfield & Son Ltd. | 33,318 | 1,039,188 | |
The First Bancorp, Inc. | 6,930 | 208,801 | |
Third Coast Bancshares, Inc. | 8,557 | 187,398 | |
Tompkins Financial Corp. | 10,020 | 722,442 | |
TowneBank | 47,961 | 1,302,141 | |
Trico Bancshares | 22,558 | 1,029,547 | |
Triumph Bancorp, Inc. (a) | 10,773 | 673,959 | |
Trustmark Corp. | 43,591 | 1,272,421 | |
UMB Financial Corp. | 31,342 | 2,698,546 | |
United Bankshares, Inc., West Virginia | 94,313 | 3,307,557 | |
United Community Bank, Inc. | 75,719 | 2,285,957 | |
Unity Bancorp, Inc. | 5,024 | 133,036 | |
Univest Corp. of Pennsylvania | 20,794 | 528,999 | |
USCB Financial Holdings, Inc. (a) | 7,691 | 88,754 | |
Valley National Bancorp | 306,672 | 3,192,456 | |
Veritex Holdings, Inc. | 32,037 | 937,403 | |
Washington Federal, Inc. | 46,106 | 1,384,102 | |
Washington Trust Bancorp, Inc. | 12,319 | 595,870 | |
WesBanco, Inc. | 41,555 | 1,317,709 | |
West Bancorp., Inc. | 9,493 | 231,060 | |
Westamerica Bancorp. | 13,916 | 774,565 | |
140,857,437 | |||
Capital Markets - 0.9% | |||
Artisan Partners Asset Management, Inc. | 14,875 | 529,104 | |
Assetmark Financial Holdings, Inc. (a) | 15,383 | 288,739 | |
Associated Capital Group, Inc. | 1,102 | 39,485 | |
Bakkt Holdings, Inc. Class A (a)(b) | 40,340 | 84,714 | |
BGC Partners, Inc. Class A | 227,668 | 767,241 | |
BrightSphere Investment Group, Inc. | 1,792 | 32,274 | |
Cowen Group, Inc. Class A | 18,707 | 443,169 | |
Donnelley Financial Solutions, Inc. (a) | 18,383 | 538,438 | |
GAMCO Investors, Inc. Class A | 360 | 7,524 | |
GCM Grosvenor, Inc. Class A | 4,292 | 29,400 | |
Manning & Napier, Inc. Class A | 6,932 | 86,442 | |
MarketWise, Inc. Class A (a) | 9,666 | 34,798 | |
Moelis & Co. Class A | 22,977 | 904,145 | |
Oppenheimer Holdings, Inc. Class A (non-vtg.) | 6,245 | 206,335 | |
Perella Weinberg Partners Class A | 2,622 | 15,286 | |
Piper Jaffray Companies | 12,367 | 1,401,923 | |
Sculptor Capital Management, Inc. Class A | 9,783 | 81,688 | |
Silvercrest Asset Management Group Class A | 488 | 8,008 | |
StoneX Group, Inc. (a) | 11,115 | 867,748 | |
Value Line, Inc. | 42 | 2,774 | |
Victory Capital Holdings, Inc. | 8,311 | 200,295 | |
Virtus Investment Partners, Inc. | 4,530 | 774,721 | |
7,344,251 | |||
Consumer Finance - 1.1% | |||
Atlanticus Holdings Corp. (a) | 1,111 | 39,074 | |
Consumer Portfolio Services, Inc. (a)(b) | 10,178 | 104,325 | |
CURO Group Holdings Corp. | 3,237 | 17,901 | |
Encore Capital Group, Inc. (a)(b) | 17,106 | 988,214 | |
Enova International, Inc. (a) | 22,649 | 652,744 | |
EZCORP, Inc. (non-vtg.) Class A (a) | 35,616 | 267,476 | |
FirstCash Holdings, Inc. | 13,777 | 957,639 | |
Green Dot Corp. Class A (a) | 30,910 | 776,150 | |
LendingClub Corp. (a) | 68,341 | 798,906 | |
MoneyLion, Inc. (a) | 96,080 | 126,826 | |
Navient Corp. | 82,614 | 1,155,770 | |
Nelnet, Inc. Class A | 10,615 | 904,929 | |
Oportun Financial Corp. (a) | 19,785 | 163,622 | |
OppFi, Inc. Class A (a)(b) | 9,736 | 32,031 | |
PRA Group, Inc. (a) | 28,228 | 1,026,370 | |
PROG Holdings, Inc. (a) | 32,456 | 535,524 | |
Regional Management Corp. | 5,488 | 205,087 | |
Sunlight Financial Holdings, Inc. Class A (a) | 17,412 | 51,365 | |
World Acceptance Corp. (a)(b) | 885 | 99,332 | |
8,903,285 | |||
Diversified Financial Services - 0.5% | |||
A-Mark Precious Metals, Inc. | 12,899 | 415,993 | |
Alerus Financial Corp. | 10,860 | 258,577 | |
Banco Latinoamericano de Comercio Exterior SA Series E | 19,549 | 259,415 | |
Cannae Holdings, Inc. (a) | 53,819 | 1,040,859 | |
Compass Diversified Holdings | 43,160 | 924,487 | |
Jackson Financial, Inc. | 53,797 | 1,439,070 | |
SWK Holdings Corp. (a) | 2,603 | 45,474 | |
4,383,875 | |||
Insurance - 2.9% | |||
AMBAC Financial Group, Inc. (a) | 32,621 | 370,248 | |
American Equity Investment Life Holding Co. | 55,496 | 2,029,489 | |
Amerisafe, Inc. | 13,637 | 709,260 | |
Argo Group International Holdings, Ltd. | 22,609 | 833,368 | |
Bright Health Group, Inc. (b) | 137,590 | 250,414 | |
CNO Financial Group, Inc. | 81,840 | 1,480,486 | |
Crawford & Co. Class A | 12,096 | 94,349 | |
Donegal Group, Inc. Class A | 10,789 | 183,952 | |
eHealth, Inc. (a) | 12,457 | 116,224 | |
Employers Holdings, Inc. | 19,674 | 824,144 | |
Enstar Group Ltd. (a) | 8,232 | 1,761,483 | |
Genworth Financial, Inc. Class A (a) | 362,440 | 1,279,413 | |
Goosehead Insurance (b) | 1,682 | 76,817 | |
Greenlight Capital Re, Ltd. (a) | 18,720 | 144,706 | |
Hippo Holdings, Inc. (a) | 181,368 | 159,350 | |
Horace Mann Educators Corp. | 29,629 | 1,137,161 | |
Investors Title Co. | 796 | 124,884 | |
James River Group Holdings Ltd. | 26,144 | 647,848 | |
Lemonade, Inc. (a)(b) | 28,565 | 521,597 | |
MBIA, Inc. (a) | 34,124 | 421,431 | |
Mercury General Corp. | 19,054 | 844,092 | |
National Western Life Group, Inc. | 1,611 | 326,550 | |
NI Holdings, Inc. (a) | 5,858 | 96,247 | |
Oscar Health, Inc. (a) | 84,180 | 357,765 | |
ProAssurance Corp. | 38,393 | 907,227 | |
Root, Inc. (a) | 100,091 | 119,108 | |
Safety Insurance Group, Inc. | 10,146 | 985,177 | |
Selective Insurance Group, Inc. | 42,502 | 3,695,124 | |
Selectquote, Inc. (a) | 95,312 | 236,374 | |
Siriuspoint Ltd. (a) | 59,600 | 323,032 | |
Stewart Information Services Corp. | 19,118 | 951,121 | |
Tiptree, Inc. | 17,013 | 180,678 | |
Trean Insurance Group, Inc. (a) | 16,091 | 100,247 | |
United Fire Group, Inc. | 15,177 | 519,509 | |
Universal Insurance Holdings, Inc. | 15,336 | 199,828 | |
23,008,703 | |||
Mortgage Real Estate Investment Trusts - 2.8% | |||
Angel Oak Mortgage, Inc. (b) | 8,743 | 113,309 | |
Apollo Commercial Real Estate Finance, Inc. | 101,540 | 1,060,078 | |
Arbor Realty Trust, Inc. | 111,537 | 1,462,250 | |
Ares Commercial Real Estate Corp. | 32,587 | 398,539 | |
Armour Residential REIT, Inc. | 74,223 | 522,530 | |
Blackstone Mortgage Trust, Inc. | 121,844 | 3,371,423 | |
BrightSpire Capital, Inc. | 68,540 | 517,477 | |
Broadmark Realty Capital, Inc. | 94,624 | 634,927 | |
Chimera Investment Corp. | 170,861 | 1,506,994 | |
Claros Mortgage Trust, Inc. | 65,663 | 1,099,855 | |
Dynex Capital, Inc. | 26,551 | 422,692 | |
Ellington Financial LLC | 41,266 | 605,372 | |
Franklin BSP Realty Trust, Inc. | 60,375 | 813,855 | |
Granite Point Mortgage Trust, Inc. | 38,842 | 371,718 | |
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 56,864 | 2,152,871 | |
Invesco Mortgage Capital, Inc. | 23,631 | 346,903 | |
KKR Real Estate Finance Trust, Inc. | 37,358 | 651,897 | |
Ladder Capital Corp. Class A | 82,102 | 865,355 | |
MFA Financial, Inc. | 73,873 | 794,135 | |
New York Mortgage Trust, Inc. | 274,222 | 756,853 | |
Nexpoint Real Estate Finance, Inc. | 5,767 | 116,897 | |
Orchid Island Capital, Inc. | 128,871 | 367,282 | |
PennyMac Mortgage Investment Trust | 53,549 | 740,583 | |
Ready Capital Corp. | 53,590 | 638,793 | |
Redwood Trust, Inc. | 86,427 | 666,352 | |
TPG RE Finance Trust, Inc. | 49,950 | 450,050 | |
Two Harbors Investment Corp. | 248,532 | 1,237,689 | |
22,686,679 | |||
Thrifts & Mortgage Finance - 2.7% | |||
Axos Financial, Inc. (a) | 36,719 | 1,316,376 | |
Blue Foundry Bancorp | 18,692 | 224,117 | |
Bridgewater Bancshares, Inc. (a) | 11,654 | 188,096 | |
Capitol Federal Financial, Inc. | 92,559 | 849,692 | |
Columbia Financial, Inc. (a) | 16,336 | 356,288 | |
Enact Holdings, Inc. | 21,413 | 459,951 | |
Essent Group Ltd. | 75,057 | 2,919,717 | |
Federal Agricultural Mortgage Corp. Class C (non-vtg.) | 6,470 | 631,796 | |
Finance of America Companies, Inc. (a)(b) | 27,464 | 43,118 | |
Flagstar Bancorp, Inc. | 37,228 | 1,319,733 | |
Hingham Institution for Savings | 976 | 276,960 | |
Home Bancorp, Inc. | 5,244 | 178,978 | |
Home Point Capital, Inc. (b) | 5,776 | 22,642 | |
Kearny Financial Corp. | 44,195 | 491,006 | |
Luther Burbank Corp. | 10,667 | 139,204 | |
Merchants Bancorp | 11,272 | 255,536 | |
Mr. Cooper Group, Inc. (a) | 51,697 | 1,899,348 | |
NMI Holdings, Inc. (a) | 56,030 | 932,900 | |
Northfield Bancorp, Inc. | 31,269 | 407,435 | |
PCSB Financial Corp. | 8,929 | 170,455 | |
PennyMac Financial Services, Inc. | 21,072 | 921,057 | |
Pioneer Bancorp, Inc. (a) | 8,359 | 81,918 | |
Provident Bancorp, Inc. | 10,293 | 161,600 | |
Provident Financial Services, Inc. | 53,265 | 1,185,679 | |
Radian Group, Inc. | 123,401 | 2,424,830 | |
Southern Missouri Bancorp, Inc. | 5,697 | 257,846 | |
Sterling Bancorp, Inc. (a) | 12,248 | 69,814 | |
Trustco Bank Corp., New York | 13,399 | 413,225 | |
Velocity Financial, Inc. (a) | 5,662 | 62,225 | |
Walker & Dunlop, Inc. | 6,660 | 641,624 | |
Waterstone Financial, Inc. | 14,366 | 244,940 | |
WSFS Financial Corp. | 45,891 | 1,839,770 | |
21,387,876 | |||
TOTAL FINANCIALS | 228,572,106 | ||
HEALTH CARE - 11.0% | |||
Biotechnology - 5.9% | |||
2seventy bio, Inc. (a) | 26,638 | 351,622 | |
4D Molecular Therapeutics, Inc. (a)(b) | 21,384 | 149,260 | |
Adagio Therapeutics, Inc. (b) | 36,533 | 119,828 | |
Adicet Bio, Inc. (a)(b) | 20,172 | 294,511 | |
ADMA Biologics, Inc. (a) | 73,558 | 145,645 | |
Aerovate Therapeutics, Inc. | 6,535 | 102,142 | |
Affimed NV (a) | 5,553 | 15,382 | |
Agios Pharmaceuticals, Inc. (a)(b) | 38,873 | 861,814 | |
Akero Therapeutics, Inc. (a) | 18,607 | 175,836 | |
Allogene Therapeutics, Inc. (a)(b) | 56,616 | 645,422 | |
Allovir, Inc. (a) | 22,249 | 86,771 | |
Alpine Immune Sciences, Inc. (a) | 6,217 | 52,907 | |
ALX Oncology Holdings, Inc. (a) | 15,255 | 123,413 | |
AnaptysBio, Inc. (a)(b) | 14,448 | 293,294 | |
Anika Therapeutics, Inc. (a) | 10,393 | 231,972 | |
Arbutus Biopharma Corp. (a)(b) | 35,927 | 97,362 | |
Arcellx, Inc. | 7,002 | 126,596 | |
Arcturus Therapeutics Holdings, Inc. (a) | 1,397 | 21,989 | |
Arcus Biosciences, Inc. (a)(b) | 36,566 | 926,582 | |
Atara Biotherapeutics, Inc. (a) | 59,547 | 463,871 | |
Avidity Biosciences, Inc. (a)(b) | 34,667 | 503,712 | |
BioCryst Pharmaceuticals, Inc. (a) | 40,798 | 431,643 | |
Biohaven Pharmaceutical Holding Co. Ltd. (a) | 16,813 | 2,449,822 | |
BioXcel Therapeutics, Inc. (a)(b) | 13,641 | 180,061 | |
bluebird bio, Inc. (a)(b) | 50,998 | 211,132 | |
BridgeBio Pharma, Inc. (a)(b) | 28,252 | 256,528 | |
C4 Therapeutics, Inc. (a) | 29,975 | 226,012 | |
Caribou Biosciences, Inc. | 38,491 | 209,006 | |
Celldex Therapeutics, Inc. (a) | 25,730 | 693,681 | |
Century Therapeutics, Inc. (b) | 14,340 | 120,456 | |
ChemoCentryx, Inc. (a) | 11,716 | 290,322 | |
Chimerix, Inc. (a) | 20,106 | 41,820 | |
Chinook Therapeutics, Inc. (a) | 31,017 | 542,487 | |
Chinook Therapeutics, Inc. rights (a)(c) | 488 | 0 | |
Cogent Biosciences, Inc. (a)(b) | 31,781 | 286,665 | |
Crinetics Pharmaceuticals, Inc. (a) | 32,184 | 600,232 | |
CTI BioPharma Corp. (a) | 53,132 | 317,198 | |
Cullinan Oncology, Inc. (a) | 21,267 | 272,643 | |
Cytokinetics, Inc. (a)(b) | 5,618 | 220,731 | |
Day One Biopharmaceuticals, Inc. (a)(b) | 16,637 | 297,802 | |
Deciphera Pharmaceuticals, Inc. (a)(b) | 22,949 | 301,779 | |
Design Therapeutics, Inc. (a)(b) | 24,150 | 338,100 | |
Dyne Therapeutics, Inc. (a)(b) | 22,576 | 155,097 | |
Editas Medicine, Inc. (a)(b) | 49,018 | 579,883 | |
Eiger Biopharmaceuticals, Inc. (a) | 3,042 | 19,165 | |
Emergent BioSolutions, Inc. (a) | 35,864 | 1,113,219 | |
Enanta Pharmaceuticals, Inc. (a) | 12,414 | 586,810 | |
Enochian Biosciences, Inc. (a)(b) | 14,178 | 27,364 | |
EQRx, Inc. (a) | 97,306 | 456,365 | |
Erasca, Inc. | 46,243 | 257,574 | |
FibroGen, Inc. (a) | 7,020 | 74,131 | |
Forma Therapeutics Holdings, Inc. (a) | 25,747 | 177,397 | |
Gelesis Holdings, Inc. Class A (a)(b) | 5,797 | 8,985 | |
Generation Bio Co. (a)(b) | 33,167 | 217,576 | |
Geron Corp. (a)(b) | 79,489 | 123,208 | |
HilleVax, Inc. | 7,473 | 81,680 | |
Icosavax, Inc. (a) | 15,817 | 90,631 | |
Ideaya Biosciences, Inc. (a)(b) | 25,367 | 350,065 | |
IGM Biosciences, Inc. (a)(b) | 1,641 | 29,587 | |
Imago BioSciences, Inc. (b) | 7,711 | 103,250 | |
ImmunityBio, Inc. (a)(b) | 13,407 | 49,874 | |
ImmunoGen, Inc. (a) | 77,461 | 348,575 | |
Immunovant, Inc. (a)(b) | 28,684 | 111,868 | |
Inovio Pharmaceuticals, Inc. (a)(b) | 156,770 | 271,212 | |
Instil Bio, Inc. (a)(b) | 49,600 | 229,152 | |
Intellia Therapeutics, Inc. (a) | 18,534 | 959,320 | |
Iovance Biotherapeutics, Inc. (a) | 107,400 | 1,185,696 | |
iTeos Therapeutics, Inc. (a) | 16,773 | 345,524 | |
Janux Therapeutics, Inc. | 12,235 | 149,389 | |
Jounce Therapeutics, Inc. (a) | 30,198 | 91,500 | |
Kalvista Pharmaceuticals, Inc. (a) | 17,432 | 171,531 | |
Keros Therapeutics, Inc. (a) | 620 | 17,131 | |
Kezar Life Sciences, Inc. (a)(b) | 33,140 | 274,068 | |
Kiniksa Pharmaceuticals Ltd. (a) | 1,160 | 11,240 | |
Kinnate Biopharma, Inc. (a) | 20,832 | 262,692 | |
Kodiak Sciences, Inc. (a) | 23,752 | 181,465 | |
Kronos Bio, Inc. (a)(b) | 29,122 | 106,004 | |
Krystal Biotech, Inc. (a)(b) | 9,911 | 650,756 | |
Kura Oncology, Inc. (a) | 45,210 | 828,699 | |
Kymera Therapeutics, Inc. (a)(b) | 26,865 | 528,972 | |
Lexicon Pharmaceuticals, Inc. (a)(b) | 32,777 | 60,965 | |
Ligand Pharmaceuticals, Inc. Class B (a) | 9,448 | 842,951 | |
Lyell Immunopharma, Inc. (b) | 123,111 | 802,684 | |
Macrogenics, Inc. (a)(b) | 42,923 | 126,623 | |
MannKind Corp. (a)(b) | 157,916 | 601,660 | |
MeiraGTx Holdings PLC (a) | 20,048 | 151,763 | |
Mersana Therapeutics, Inc. (a) | 62,486 | 288,685 | |
MiMedx Group, Inc. (a) | 80,480 | 279,266 | |
Monte Rosa Therapeutics, Inc. (b) | 20,438 | 197,635 | |
Morphic Holding, Inc. (a) | 2,697 | 58,525 | |
Myriad Genetics, Inc. (a) | 56,644 | 1,029,221 | |
Nkarta, Inc. (a)(b) | 23,094 | 284,518 | |
Nurix Therapeutics, Inc. (a)(b) | 31,601 | 400,385 | |
Nuvalent, Inc. Class A (a)(b) | 12,068 | 163,642 | |
Pardes Biosciences, Inc. (a) | 20,346 | 62,462 | |
PepGen, Inc. | 4,805 | 47,714 | |
PMV Pharmaceuticals, Inc. (a)(b) | 26,240 | 373,920 | |
Point Biopharma Global, Inc. (a)(b) | 3,255 | 22,167 | |
Praxis Precision Medicines, Inc. (a)(b) | 24,732 | 60,593 | |
Precigen, Inc. (a)(b) | 11,169 | 14,966 | |
Protagonist Therapeutics, Inc. (a) | 32,784 | 259,321 | |
PTC Therapeutics, Inc. (a) | 12,198 | 488,652 | |
Rallybio Corp. (a) | 2,504 | 18,905 | |
RAPT Therapeutics, Inc. (a) | 5,750 | 104,938 | |
Recursion Pharmaceuticals, Inc. (a)(b) | 87,339 | 710,939 | |
REGENXBIO, Inc. (a) | 28,573 | 705,753 | |
Relay Therapeutics, Inc. (a)(b) | 49,994 | 837,400 | |
Replimune Group, Inc. (a)(b) | 21,511 | 376,012 | |
Revolution Medicines, Inc. (a)(b) | 38,491 | 750,190 | |
Rocket Pharmaceuticals, Inc. (a) | 31,194 | 429,229 | |
Sage Therapeutics, Inc. (a) | 37,104 | 1,198,459 | |
Sana Biotechnology, Inc. (a)(b) | 63,188 | 406,299 | |
Sangamo Therapeutics, Inc. (a) | 80,709 | 334,135 | |
Sorrento Therapeutics, Inc. (a)(b) | 230,378 | 463,060 | |
Springworks Therapeutics, Inc. (a)(b) | 19,840 | 488,461 | |
Stoke Therapeutics, Inc. (a) | 16,012 | 211,519 | |
Sutro Biopharma, Inc. (a) | 31,354 | 163,354 | |
Syndax Pharmaceuticals, Inc. (a)(b) | 28,089 | 540,432 | |
Talaris Therapeutics, Inc. (a) | 15,969 | 72,020 | |
Tango Therapeutics, Inc. (a) | 33,263 | 150,681 | |
Tenaya Therapeutics, Inc. (a)(b) | 19,873 | 111,885 | |
Travere Therapeutics, Inc. (a) | 4,013 | 97,235 | |
Turning Point Therapeutics, Inc. (a) | 28,819 | 2,168,630 | |
Twist Bioscience Corp. (a)(b) | 12,152 | 424,834 | |
Tyra Biosciences, Inc. (b) | 9,415 | 67,317 | |
Vanda Pharmaceuticals, Inc. (a) | 39,286 | 428,217 | |
Vaxart, Inc. (a)(b) | 70,168 | 245,588 | |
VBI Vaccines, Inc. (a)(b) | 138,346 | 111,853 | |
Vera Therapeutics, Inc. (a)(b) | 931 | 12,671 | |
Veracyte, Inc. (a) | 51,048 | 1,015,855 | |
Verve Therapeutics, Inc. | 22,325 | 341,126 | |
Vir Biotechnology, Inc. (a) | 51,652 | 1,315,576 | |
Viridian Therapeutics, Inc. (a) | 5,004 | 57,896 | |
VistaGen Therapeutics, Inc. (a) | 28,483 | 25,065 | |
Xencor, Inc. (a) | 40,905 | 1,119,570 | |
Zentalis Pharmaceuticals, Inc. (a)(b) | 1,406 | 39,509 | |
47,467,637 | |||
Health Care Equipment & Supplies - 1.1% | |||
Alphatec Holdings, Inc. (a) | 5,293 | 34,616 | |
Angiodynamics, Inc. (a) | 26,519 | 513,143 | |
Artivion, Inc. (a) | 4,214 | 79,560 | |
Atricure, Inc. (a) | 11,406 | 466,049 | |
Avanos Medical, Inc. (a) | 33,563 | 917,612 | |
BioLife Solutions, Inc. (a) | 22,201 | 306,596 | |
Bioventus, Inc. (a)(b) | 22,539 | 153,716 | |
Butterfly Network, Inc. Class A (a)(b) | 94,770 | 290,944 | |
Cardiovascular Systems, Inc. (a) | 12,948 | 185,933 | |
CryoPort, Inc. (a) | 5,844 | 181,047 | |
Cue Health, Inc. (b) | 76,782 | 245,702 | |
Embecta Corp. (a) | 5,545 | 140,399 | |
Figs, Inc. Class A (a) | 13,529 | 123,249 | |
Inari Medical, Inc. (a) | 3,062 | 208,185 | |
Inogen, Inc. (a) | 15,493 | 374,621 | |
Integer Holdings Corp. (a) | 23,459 | 1,657,613 | |
LivaNova PLC (a) | 9,022 | 563,604 | |
Merit Medical Systems, Inc. (a) | 5,571 | 302,338 | |
Nano-X Imaging Ltd. (a)(b) | 27,265 | 308,095 | |
Natus Medical, Inc. (a) | 10,940 | 358,504 | |
Neogen Corp. (a) | 6,243 | 150,394 | |
OraSure Technologies, Inc. (a) | 52,022 | 140,980 | |
Orthofix International NV (a) | 13,796 | 324,758 | |
RxSight, Inc. | 944 | 13,292 | |
Seaspine Holdings Corp. (a) | 25,268 | 142,764 | |
Sight Sciences, Inc. | 13,906 | 125,015 | |
Tactile Systems Technology, Inc. (a) | 9,023 | 65,868 | |
Utah Medical Products, Inc. | 195 | 16,751 | |
Varex Imaging Corp. (a)(b) | 27,500 | 588,225 | |
ViewRay, Inc. (a) | 12,155 | 32,211 | |
Zimvie, Inc. (a) | 14,819 | 237,252 | |
9,249,036 | |||
Health Care Providers & Services - 1.7% | |||
1Life Healthcare, Inc. (a)(b) | 128,462 | 1,007,142 | |
23andMe Holding Co. Class A (a)(b) | 70,407 | 174,609 | |
Accolade, Inc. (a) | 41,609 | 307,907 | |
AdaptHealth Corp. (a) | 51,453 | 928,212 | |
Addus HomeCare Corp. (a) | 6,667 | 555,228 | |
ATI Physical Therapy, Inc. (a) | 53,613 | 75,594 | |
Aveanna Healthcare Holdings, Inc. (a) | 31,900 | 72,094 | |
Brookdale Senior Living, Inc. (a) | 132,093 | 599,702 | |
CareMax, Inc. Class A (a) | 42,544 | 154,435 | |
Castle Biosciences, Inc. (a) | 16,946 | 371,965 | |
Community Health Systems, Inc. (a) | 89,159 | 334,346 | |
Covetrus, Inc. (a) | 75,384 | 1,564,218 | |
Cross Country Healthcare, Inc. (a) | 22,603 | 470,820 | |
Fulgent Genetics, Inc. (a)(b) | 15,356 | 837,363 | |
Hims & Hers Health, Inc. (a) | 13,462 | 60,983 | |
Innovage Holding Corp. (a) | 12,153 | 53,230 | |
Invitae Corp. (a)(b) | 163,429 | 398,767 | |
LifeStance Health Group, Inc. (b) | 48,122 | 267,558 | |
MEDNAX, Inc. (a) | 61,196 | 1,285,728 | |
Modivcare, Inc. (a) | 6,191 | 523,140 | |
National Healthcare Corp. | 8,971 | 627,073 | |
Opko Health, Inc. (a)(b) | 287,287 | 726,836 | |
Owens & Minor, Inc. | 46,462 | 1,461,230 | |
P3 Health Partners, Inc. Class A (a) | 6,936 | 25,802 | |
Patterson Companies, Inc. | 13,194 | 399,778 | |
PetIQ, Inc. Class A (a) | 4,085 | 68,587 | |
Select Medical Holdings Corp. | 11,691 | 276,141 | |
Sema4 Holdings Corp. Class A (a) | 112,745 | 142,059 | |
Surgery Partners, Inc. (a) | 3,295 | 95,291 | |
13,865,838 | |||
Health Care Technology - 0.7% | |||
Allscripts Healthcare Solutions, Inc. (a) | 81,163 | 1,203,647 | |
American Well Corp. (a)(b) | 162,970 | 704,030 | |
Computer Programs & Systems, Inc. (a) | 10,179 | 325,423 | |
Convey Health Solutions Holdin | 11,492 | 119,517 | |
Health Catalyst, Inc. (a) | 38,338 | 555,518 | |
HealthStream, Inc. (a) | 16,242 | 352,614 | |
MultiPlan Corp. Class A (a)(b) | 269,153 | 1,477,650 | |
Nextgen Healthcare, Inc. (a) | 20,547 | 358,340 | |
Phreesia, Inc. (a) | 18,350 | 458,934 | |
Sharecare, Inc. Class A (a) | 44,048 | 69,596 | |
5,625,269 | |||
Life Sciences Tools & Services - 0.7% | |||
AbCellera Biologics, Inc. (a) | 84,674 | 901,778 | |
Absci Corp. | 37,534 | 124,613 | |
Adaptive Biotechnologies Corp. (a) | 75,104 | 607,591 | |
Alpha Teknova, Inc. (b) | 4,523 | 37,993 | |
Berkeley Lights, Inc. (a)(b) | 39,858 | 198,094 | |
BioNano Genomics, Inc. (a)(b) | 208,659 | 287,949 | |
Inotiv, Inc. (a)(b) | 12,389 | 118,934 | |
MaxCyte, Inc. (b) | 62,037 | 293,435 | |
Nanostring Technologies, Inc. (a) | 3,459 | 43,929 | |
Nautilus Biotechnology, Inc. (a) | 34,201 | 92,001 | |
NeoGenomics, Inc. (a) | 88,350 | 720,053 | |
Pacific Biosciences of California, Inc. (a)(b) | 160,553 | 709,644 | |
Quanterix Corp. (a) | 20,992 | 339,860 | |
Quantum-Si, Inc. (a) | 65,214 | 151,296 | |
Science 37 Holdings, Inc. (a) | 4,318 | 8,679 | |
Seer, Inc. (a)(b) | 36,799 | 329,351 | |
Singular Genomics Systems, Inc. (a)(b) | 39,737 | 151,795 | |
SomaLogic, Inc. Class A (a) | 92,702 | 419,013 | |
5,536,008 | |||
Pharmaceuticals - 0.9% | |||
Aerie Pharmaceuticals, Inc. (a)(b) | 5,039 | 37,793 | |
Amylyx Pharmaceuticals, Inc. (b) | 6,575 | 126,635 | |
AN2 Therapeutics, Inc. (b) | 2,677 | 20,747 | |
ANI Pharmaceuticals, Inc. (a)(b) | 8,980 | 266,437 | |
Atea Pharmaceuticals, Inc. (a) | 54,355 | 385,921 | |
Athira Pharma, Inc. (a)(b) | 24,347 | 74,258 | |
Cara Therapeutics, Inc. (a)(b) | 31,936 | 291,576 | |
CinCor Pharma, Inc. (b) | 9,553 | 179,979 | |
DICE Therapeutics, Inc. (b) | 20,228 | 313,939 | |
Edgewise Therapeutics, Inc. (a) | 21,192 | 168,688 | |
Endo International PLC (a) | 167,111 | 77,824 | |
Eyepoint Pharmaceuticals, Inc. (a)(b) | 10,192 | 80,211 | |
Fulcrum Therapeutics, Inc. (a)(b) | 24,318 | 119,158 | |
Liquidia Technologies, Inc. (a) | 12,585 | 54,871 | |
Nektar Therapeutics (a) | 128,647 | 488,859 | |
NGM Biopharmaceuticals, Inc. (a)(b) | 11,163 | 143,110 | |
Nuvation Bio, Inc. (a)(b) | 82,959 | 268,787 | |
Phibro Animal Health Corp. Class A | 845 | 16,165 | |
Prestige Brands Holdings, Inc. (a) | 35,830 | 2,106,804 | |
Provention Bio, Inc. (a)(b) | 5,849 | 23,396 | |
Reata Pharmaceuticals, Inc. (a)(b) | 3,262 | 99,132 | |
Relmada Therapeutics, Inc. (a) | 5,347 | 101,540 | |
Supernus Pharmaceuticals, Inc. (a) | 34,897 | 1,009,221 | |
Tarsus Pharmaceuticals, Inc. (a)(b) | 12,921 | 188,647 | |
Theravance Biopharma, Inc. (a) | 5,065 | 45,889 | |
Theseus Pharmaceuticals, Inc. (b) | 12,187 | 67,394 | |
Tricida, Inc. (a) | 19,100 | 184,888 | |
Zogenix, Inc. rights (a)(c) | 35,444 | 24,102 | |
6,965,971 | |||
TOTAL HEALTH CARE | 88,709,759 | ||
INDUSTRIALS - 12.7% | |||
Aerospace & Defense - 1.3% | |||
AAR Corp. (a)(b) | 24,090 | 1,007,926 | |
Aerojet Rocketdyne Holdings, Inc. (a) | 14,007 | 568,684 | |
AerSale Corp. (a) | 11,374 | 165,037 | |
Archer Aviation, Inc. Class A (a) | 88,746 | 273,338 | |
Astra Space, Inc. Class A (a)(b) | 102,502 | 133,253 | |
Astronics Corp. (a) | 18,057 | 183,640 | |
Ducommun, Inc. (a) | 7,896 | 339,844 | |
Kaman Corp. | 19,914 | 622,313 | |
Kratos Defense & Security Solutions, Inc. (a) | 88,055 | 1,222,203 | |
Maxar Technologies, Inc. | 51,802 | 1,351,514 | |
Momentus, Inc. Class A (a)(b) | 25,199 | 54,430 | |
Moog, Inc. Class A | 16,985 | 1,348,439 | |
National Presto Industries, Inc. | 3,664 | 240,505 | |
Park Aerospace Corp. | 14,023 | 178,933 | |
Parsons Corp. (a) | 23,965 | 968,665 | |
Redwire Corp. (a) | 11,730 | 35,659 | |
Terran Orbital Corp. Class A (a)(b) | 17,178 | 78,675 | |
Triumph Group, Inc. (a) | 45,575 | 605,692 | |
Vectrus, Inc. (a) | 8,214 | 274,840 | |
Virgin Galactic Holdings, Inc. (a) | 84,937 | 511,321 | |
10,164,911 | |||
Air Freight & Logistics - 0.5% | |||
Air Transport Services Group, Inc. (a) | 26,170 | 751,864 | |
Atlas Air Worldwide Holdings, Inc. (a) | 19,940 | 1,230,497 | |
Hub Group, Inc. Class A (a) | 23,943 | 1,698,516 | |
Radiant Logistics, Inc. (a) | 20,391 | 151,301 | |
3,832,178 | |||
Airlines - 0.5% | |||
Allegiant Travel Co. (a) | 6,193 | 700,366 | |
Blade Air Mobility, Inc. (a) | 40,042 | 178,587 | |
Hawaiian Holdings, Inc. (a) | 36,020 | 515,446 | |
Joby Aviation, Inc. (a) | 16,395 | 80,499 | |
SkyWest, Inc. (a) | 35,480 | 753,950 | |
Spirit Airlines, Inc. (a) | 77,629 | 1,850,675 | |
Wheels Up Experience, Inc. Class A (a) | 113,417 | 221,163 | |
4,300,686 | |||
Building Products - 0.7% | |||
American Woodmark Corp. (a) | 11,111 | 500,106 | |
Caesarstone Sdot-Yam Ltd. | 16,125 | 147,221 | |
Cornerstone Building Brands, Inc. (a) | 6,119 | 149,854 | |
Gibraltar Industries, Inc. (a) | 23,467 | 909,346 | |
Griffon Corp. | 16,061 | 450,190 | |
Jeld-Wen Holding, Inc. (a) | 38,627 | 563,568 | |
Quanex Building Products Corp. | 23,523 | 535,148 | |
Resideo Technologies, Inc. (a) | 103,029 | 2,000,823 | |
UFP Industries, Inc. | 5,381 | 366,661 | |
View, Inc. Class A (a)(b) | 79,637 | 129,012 | |
5,751,929 | |||
Commercial Services & Supplies - 1.8% | |||
ABM Industries, Inc. | 47,760 | 2,073,739 | |
ACCO Brands Corp. | 67,282 | 439,351 | |
ACV Auctions, Inc. Class A (a) | 41,101 | 268,801 | |
Brady Corp. Class A | 7,542 | 356,284 | |
BrightView Holdings, Inc. (a) | 31,658 | 379,896 | |
CompX International, Inc. Class A | 1,042 | 24,164 | |
CoreCivic, Inc. (a) | 85,998 | 955,438 | |
Deluxe Corp. | 30,754 | 666,439 | |
Ennis, Inc. | 18,165 | 367,478 | |
Harsco Corp. (a) | 55,948 | 397,790 | |
Healthcare Services Group, Inc. (b) | 27,396 | 476,964 | |
Heritage-Crystal Clean, Inc. (a) | 11,211 | 302,249 | |
Interface, Inc. | 7,903 | 99,104 | |
KAR Auction Services, Inc. (a) | 85,860 | 1,268,152 | |
Kimball International, Inc. Class B | 25,965 | 199,152 | |
Li-Cycle Holdings Corp. (a) | 58,176 | 400,251 | |
Matthews International Corp. Class A | 21,785 | 624,576 | |
Millerknoll, Inc. | 54,145 | 1,422,389 | |
NL Industries, Inc. | 5,863 | 57,868 | |
Quad/Graphics, Inc. (a) | 24,978 | 68,690 | |
Steelcase, Inc. Class A | 61,255 | 657,266 | |
The GEO Group, Inc. (a) | 84,231 | 555,925 | |
UniFirst Corp. | 10,666 | 1,836,472 | |
Viad Corp. (a) | 14,468 | 399,461 | |
VSE Corp. | 7,565 | 284,293 | |
14,582,192 | |||
Construction & Engineering - 0.9% | |||
API Group Corp. (a) | 147,360 | 2,205,979 | |
Arcosa, Inc. | 34,502 | 1,601,928 | |
Argan, Inc. | 9,988 | 372,752 | |
Concrete Pumping Holdings, Inc. (a) | 18,760 | 113,686 | |
Fluor Corp. (a) | 8,835 | 215,044 | |
Granite Construction, Inc. | 32,433 | 945,098 | |
Great Lakes Dredge & Dock Corp. (a) | 35,054 | 459,558 | |
IES Holdings, Inc. (a) | 2,044 | 61,667 | |
Northwest Pipe Co. (a) | 5,569 | 166,736 | |
Primoris Services Corp. | 35,673 | 776,244 | |
Sterling Construction Co., Inc. (a) | 3,363 | 73,717 | |
Tutor Perini Corp. (a) | 29,917 | 262,671 | |
7,255,080 | |||
Electrical Equipment - 0.6% | |||
Allied Motion Technologies, Inc. | 826 | 18,866 | |
AZZ, Inc. | 17,492 | 714,023 | |
Encore Wire Corp. | 13,569 | 1,410,090 | |
EnerSys | 26,121 | 1,540,094 | |
ESS Tech, Inc. Class A (a)(b) | 5,662 | 15,910 | |
FuelCell Energy, Inc. (a)(b) | 72,457 | 271,714 | |
NuScale Power Corp. (a)(b) | 12,197 | 121,848 | |
Powell Industries, Inc. | 6,526 | 152,513 | |
Preformed Line Products Co. | 1,787 | 109,901 | |
Stem, Inc. (a) | 5,589 | 40,017 | |
Thermon Group Holdings, Inc. (a) | 23,649 | 332,268 | |
4,727,244 | |||
Industrial Conglomerates - 0.0% | |||
Brookfield Business Corp. Class A | 2,174 | 50,024 | |
Machinery - 3.1% | |||
Alamo Group, Inc. | 1,072 | 124,813 | |
Albany International Corp. Class A | 18,087 | 1,425,075 | |
Altra Industrial Motion Corp. | 46,302 | 1,632,146 | |
Astec Industries, Inc. | 16,242 | 662,349 | |
Barnes Group, Inc. | 34,863 | 1,085,634 | |
CIRCOR International, Inc. (a) | 9,392 | 153,935 | |
Columbus McKinnon Corp. (NY Shares) | 19,913 | 564,932 | |
Desktop Metal, Inc. (a)(b) | 188,415 | 414,513 | |
EnPro Industries, Inc. | 14,826 | 1,214,694 | |
ESCO Technologies, Inc. | 16,686 | 1,140,822 | |
Fathom Digital Manufacturing Corp. (a) | 7,270 | 28,208 | |
Gorman-Rupp Co. | 13,189 | 373,249 | |
Hillenbrand, Inc. | 25,869 | 1,059,594 | |
Hillman Solutions Corp. Class A (a) | 95,791 | 827,634 | |
Hydrofarm Holdings Group, Inc. (a) | 31,051 | 108,057 | |
Hyliion Holdings Corp. Class A (a)(b) | 94,658 | 304,799 | |
Hyster-Yale Materials Handling Class A | 7,731 | 249,093 | |
Kennametal, Inc. | 58,877 | 1,367,713 | |
Luxfer Holdings PLC sponsored | 12,060 | 182,347 | |
Manitowoc Co., Inc. (a) | 24,718 | 260,281 | |
Markforged Holding Corp. (a) | 68,071 | 125,931 | |
Microvast Holdings, Inc. (a) | 49,140 | 109,091 | |
Miller Industries, Inc. | 7,448 | 168,846 | |
Mueller Industries, Inc. | 25,518 | 1,359,854 | |
Proterra, Inc. Class A (a)(b) | 85,434 | 396,414 | |
Proto Labs, Inc. (a) | 16,458 | 787,351 | |
RBC Bearings, Inc. (a) | 17,388 | 3,215,911 | |
REV Group, Inc. | 24,851 | 270,130 | |
SPX Corp. (a) | 31,536 | 1,666,362 | |
Standex International Corp. | 8,508 | 721,308 | |
Tennant Co. | 7,318 | 433,592 | |
Terex Corp. | 24,662 | 674,999 | |
The Greenbrier Companies, Inc. (b) | 22,657 | 815,425 | |
Trinity Industries, Inc. | 50,514 | 1,223,449 | |
Wabash National Corp. | 4,582 | 62,224 | |
25,210,775 | |||
Marine - 0.6% | |||
Costamare, Inc. | 38,337 | 463,878 | |
Eagle Bulk Shipping, Inc. | 9,546 | 495,246 | |
Eneti, Inc. | 16,231 | 99,658 | |
Genco Shipping & Trading Ltd. | 26,092 | 504,097 | |
Golden Ocean Group Ltd. | 87,488 | 1,018,360 | |
Matson, Inc. | 28,558 | 2,081,307 | |
Safe Bulkers, Inc. | 52,324 | 199,878 | |
4,862,424 | |||
Professional Services - 0.8% | |||
Alight, Inc. Class A (a) | 241,814 | 1,632,245 | |
Atlas Technical Consultants, Inc. (a) | 3,895 | 20,488 | |
Barrett Business Services, Inc. | 500 | 36,435 | |
First Advantage Corp. | 38,589 | 488,923 | |
Heidrick & Struggles International, Inc. | 13,937 | 451,001 | |
Huron Consulting Group, Inc. (a) | 6,026 | 391,630 | |
ICF International, Inc. | 3,899 | 370,405 | |
Kelly Services, Inc. Class A (non-vtg.) | 24,984 | 495,433 | |
ManTech International Corp. Class A | 13,072 | 1,247,722 | |
Planet Labs PBC Class A (a) | 14,199 | 61,482 | |
Resources Connection, Inc. | 22,586 | 460,077 | |
Skillsoft Corp. (a)(b) | 57,866 | 203,688 | |
Spire Global, Inc. (a) | 89,059 | 103,308 | |
Sterling Check Corp. (b) | 1,188 | 19,376 | |
TrueBlue, Inc. (a) | 23,328 | 417,571 | |
Willdan Group, Inc. (a) | 7,501 | 206,878 | |
6,606,662 | |||
Road & Rail - 0.5% | |||
ArcBest Corp. | 11,742 | 826,285 | |
Bird Global, Inc. Class A (a) | 122,769 | 53,527 | |
Covenant Transport Group, Inc. Class A | 7,890 | 197,960 | |
Heartland Express, Inc. | 33,228 | 462,201 | |
Marten Transport Ltd. | 10,751 | 180,832 | |
TuSimple Holdings, Inc. (a)(b) | 99,600 | 720,108 | |
Universal Logistics Holdings, Inc. | 1,312 | 35,831 | |
Werner Enterprises, Inc. | 40,624 | 1,565,649 | |
4,042,393 | |||
Trading Companies & Distributors - 1.4% | |||
Alta Equipment Group, Inc. (a) | 12,245 | 109,838 | |
Beacon Roofing Supply, Inc. (a) | 11,563 | 593,876 | |
BlueLinx Corp. (a) | 6,676 | 446,024 | |
Boise Cascade Co. | 22,268 | 1,324,723 | |
Custom Truck One Source, Inc. Class A (a) | 29,723 | 166,449 | |
Distribution Solutions Group I (a) | 442 | 22,714 | |
DXP Enterprises, Inc. (a) | 10,856 | 332,519 | |
GATX Corp. | 23,888 | 2,249,294 | |
Global Industrial Co. | 2,574 | 86,924 | |
NOW, Inc. (a) | 78,519 | 767,916 | |
Rush Enterprises, Inc.: | |||
Class A | 31,324 | 1,509,817 | |
Class B | 3,736 | 185,343 | |
Textainer Group Holdings Ltd. (b) | 28,507 | 781,377 | |
Titan Machinery, Inc. (a) | 14,435 | 323,488 | |
Triton International Ltd. | 45,313 | 2,385,729 | |
11,286,031 | |||
TOTAL INDUSTRIALS | 102,672,529 | ||
INFORMATION TECHNOLOGY - 6.0% | |||
Communications Equipment - 0.4% | |||
ADTRAN, Inc. | 3,301 | 57,867 | |
Aviat Networks, Inc. (a) | 7,887 | 197,490 | |
Calix, Inc. (a) | 8,631 | 294,662 | |
Comtech Telecommunications Corp. | 18,429 | 167,151 | |
Digi International, Inc. (a) | 16,096 | 389,845 | |
Inseego Corp. (a)(b) | 47,214 | 89,234 | |
NETGEAR, Inc. (a) | 20,164 | 373,437 | |
NetScout Systems, Inc. (a) | 50,265 | 1,701,470 | |
Ribbon Communications, Inc. (a) | 51,502 | 156,566 | |
3,427,722 | |||
Electronic Equipment & Components - 1.8% | |||
908 Devices, Inc. (a) | 12,007 | 247,224 | |
Aeva Technologies, Inc. (a)(b) | 64,534 | 201,991 | |
Akoustis Technologies, Inc. (a)(b) | 2,041 | 7,552 | |
Belden, Inc. | 14,601 | 777,795 | |
Benchmark Electronics, Inc. | 24,769 | 558,789 | |
ePlus, Inc. (a) | 4,355 | 231,338 | |
Evolv Technologies Holdings, Inc. (a) | 59,955 | 159,480 | |
FARO Technologies, Inc. (a) | 12,072 | 372,180 | |
Insight Enterprises, Inc. (a) | 3,501 | 302,066 | |
Itron, Inc. (a) | 29,536 | 1,459,964 | |
Kimball Electronics, Inc. (a) | 17,102 | 343,750 | |
Knowles Corp. (a) | 63,786 | 1,105,411 | |
Methode Electronics, Inc. Class A | 25,833 | 956,854 | |
Mirion Technologies, Inc. Class A (a) | 97,309 | 560,500 | |
nLIGHT, Inc. (a) | 31,309 | 319,978 | |
OSI Systems, Inc. (a) | 10,290 | 879,178 | |
Ouster, Inc. (a)(b) | 97,431 | 157,838 | |
Par Technology Corp. (a) | 11,814 | 442,907 | |
PC Connection, Inc. | 8,028 | 353,633 | |
Plexus Corp. (a) | 2,859 | 224,432 | |
Sanmina Corp. (a) | 42,759 | 1,741,574 | |
ScanSource, Inc. (a) | 18,236 | 567,869 | |
TTM Technologies, Inc. (a) | 72,123 | 901,538 | |
Velodyne Lidar, Inc. (a) | 138,452 | 132,249 | |
Vishay Intertechnology, Inc. | 94,209 | 1,678,804 | |
Vishay Precision Group, Inc. (a) | 8,868 | 258,325 | |
14,943,219 | |||
IT Services - 1.1% | |||
AvidXchange Holdings, Inc. (b) | 11,371 | 69,818 | |
Bread Financial Holdings, Inc. | 35,639 | 1,320,781 | |
Brightcove, Inc. (a) | 9,465 | 59,819 | |
Cantaloupe, Inc. (a) | 16,695 | 93,492 | |
Cass Information Systems, Inc. | 8,042 | 271,820 | |
Conduent, Inc. (a) | 120,844 | 522,046 | |
Core Scientific, Inc. (a)(b) | 142,555 | 212,407 | |
Edgio, Inc. (a) | 7,854 | 18,143 | |
Fastly, Inc. Class A (a) | 79,433 | 922,217 | |
Hackett Group, Inc. | 1,994 | 37,826 | |
Information Services Group, Inc. | 13,823 | 93,443 | |
Maximus, Inc. | 2,433 | 152,087 | |
MoneyGram International, Inc. (a) | 66,789 | 667,890 | |
Paysafe Ltd. (a) | 240,966 | 469,884 | |
PFSweb, Inc. (a) | 11,768 | 138,392 | |
Rackspace Technology, Inc. (a)(b) | 41,021 | 294,121 | |
Repay Holdings Corp. (a) | 62,377 | 801,544 | |
Sabre Corp. (a) | 184,673 | 1,076,644 | |
SolarWinds, Inc. | 34,375 | 352,344 | |
Squarespace, Inc. Class A (a)(b) | 16,743 | 350,264 | |
StoneCo Ltd. Class A (a) | 94,774 | 729,760 | |
Unisys Corp. (a) | 12,189 | 146,634 | |
8,801,376 | |||
Semiconductors & Semiconductor Equipment - 0.6% | |||
ACM Research, Inc. (b) | 29,549 | 497,310 | |
Alpha & Omega Semiconductor Ltd. (a) | 3,487 | 116,257 | |
Amkor Technology, Inc. | 57,605 | 976,405 | |
AXT, Inc. (a) | 29,015 | 170,028 | |
Cohu, Inc. (a) | 34,251 | 950,465 | |
Diodes, Inc. (a) | 8,641 | 557,949 | |
Ichor Holdings Ltd. (a) | 19,929 | 517,755 | |
Impinj, Inc. (a) | 1,382 | 81,082 | |
Photronics, Inc. (a) | 11,687 | 227,663 | |
Rambus, Inc. (a) | 12,533 | 269,334 | |
Rigetti Computing, Inc. Class A (a)(b) | 22,990 | 84,373 | |
Ultra Clean Holdings, Inc. (a) | 21,141 | 629,368 | |
Veeco Instruments, Inc. (a)(b) | 7,294 | 141,504 | |
5,219,493 | |||
Software - 1.7% | |||
A10 Networks, Inc. | 9,713 | 139,673 | |
American Software, Inc. Class A | 5,942 | 96,023 | |
Applied Blockchain, Inc. | 3,440 | 3,612 | |
Avaya Holdings Corp. (a)(b) | 59,454 | 133,177 | |
Benefitfocus, Inc. (a)(b) | 5,834 | 45,389 | |
Blackbaud, Inc. (a) | 1,753 | 101,797 | |
Blend Labs, Inc. | 131,856 | 311,180 | |
C3.Ai, Inc. (a)(b) | 39,825 | 727,205 | |
Cerence, Inc. (a) | 27,981 | 705,961 | |
ChannelAdvisor Corp. (a) | 21,451 | 312,756 | |
Cipher Mining, Inc. (a) | 26,420 | 36,195 | |
Cleanspark, Inc. (a)(b) | 28,681 | 112,430 | |
Consensus Cloud Solutions, Inc. (a) | 5,939 | 259,416 | |
Cvent Holding Corp. (a)(b) | 59,941 | 276,927 | |
Digimarc Corp. (a)(b) | 596 | 8,427 | |
E2open Parent Holdings, Inc. (a)(b) | 141,899 | 1,103,974 | |
Ebix, Inc. (b) | 14,806 | 250,221 | |
eGain Communications Corp. (a) | 8,610 | 83,948 | |
EverCommerce, Inc. (b) | 15,049 | 136,043 | |
ForgeRock, Inc. | 5,530 | 118,453 | |
Greenidge Generation Holdings, Inc. (a) | 9,188 | 23,338 | |
GTY Technology Holdings, Inc. (a) | 29,101 | 182,172 | |
Instructure Holdings, Inc. (b) | 10,628 | 241,256 | |
InterDigital, Inc. | 13,825 | 840,560 | |
Kaleyra, Inc. (a) | 21,170 | 43,187 | |
Latch, Inc. (a) | 50,479 | 57,546 | |
Liveramp Holdings, Inc. (a) | 47,786 | 1,233,357 | |
Livevox Holdings, Inc. (a) | 16,116 | 26,753 | |
Marathon Digital Holdings, Inc. (a)(b) | 71,933 | 384,122 | |
Matterport, Inc. (a) | 43,108 | 157,775 | |
MicroStrategy, Inc. Class A (a)(b) | 2,740 | 450,182 | |
Mitek Systems, Inc. (a) | 2,199 | 20,319 | |
N-able, Inc. (a) | 6,245 | 56,205 | |
Olo, Inc. (a)(b) | 64,084 | 632,509 | |
ON24, Inc. (a) | 29,661 | 281,483 | |
Onespan, Inc. (a) | 18,483 | 219,948 | |
Ping Identity Holding Corp. (a)(b) | 55,060 | 998,788 | |
PROS Holdings, Inc. (a) | 10,326 | 270,851 | |
Riot Blockchain, Inc. (a)(b) | 83,422 | 349,538 | |
Sapiens International Corp. NV | 6,121 | 148,067 | |
SecureWorks Corp. (a) | 7,057 | 76,639 | |
Sumo Logic, Inc. (a) | 21,451 | 160,668 | |
TeraWulf, Inc. (a) | 9,977 | 11,972 | |
Upland Software, Inc. (a) | 20,765 | 301,508 | |
Verint Systems, Inc. (a) | 4,069 | 172,322 | |
Xperi Holding Corp. | 74,236 | 1,071,225 | |
13,375,097 | |||
Technology Hardware, Storage & Peripherals - 0.4% | |||
3D Systems Corp. (a)(b) | 90,198 | 874,921 | |
Avid Technology, Inc. (a) | 9,488 | 246,214 | |
CompoSecure, Inc. (a) | 779 | 4,051 | |
Corsair Gaming, Inc. (a) | 12,055 | 158,282 | |
Diebold Nixdorf, Inc. (a) | 12,886 | 29,251 | |
Eastman Kodak Co. (a)(b) | 40,702 | 188,857 | |
IonQ, Inc. (a) | 73,577 | 322,267 | |
Turtle Beach Corp. (a)(b) | 2,521 | 30,832 | |
Xerox Holdings Corp. | 81,398 | 1,208,760 | |
3,063,435 | |||
TOTAL INFORMATION TECHNOLOGY | 48,830,342 | ||
MATERIALS - 3.9% | |||
Chemicals - 1.5% | |||
AdvanSix, Inc. | 12,784 | 427,497 | |
American Vanguard Corp. | 2,716 | 60,703 | |
Amyris, Inc. (a)(b) | 124,061 | 229,513 | |
Avient Corp. | 17,187 | 688,855 | |
Chase Corp. | 4,045 | 314,741 | |
Danimer Scientific, Inc. (a) | 64,571 | 294,444 | |
Ecovyst, Inc. | 45,421 | 447,397 | |
FutureFuel Corp. | 18,561 | 135,124 | |
GCP Applied Technologies, Inc. (a) | 2,758 | 86,270 | |
H.B. Fuller Co. | 5,165 | 310,985 | |
Hawkins, Inc. | 5,366 | 193,337 | |
Innospec, Inc. | 2,685 | 257,196 | |
Intrepid Potash, Inc. (a) | 7,935 | 359,376 | |
Koppers Holdings, Inc. | 14,644 | 331,540 | |
Minerals Technologies, Inc. | 23,342 | 1,431,798 | |
Origin Materials, Inc. Class A (a)(b) | 29,413 | 150,595 | |
Perimeter Solutions SA (a)(b) | 86,714 | 939,980 | |
PureCycle Technologies, Inc. (a)(b) | 15,735 | 116,754 | |
Quaker Houghton | 3,272 | 489,229 | |
Rayonier Advanced Materials, Inc. (a) | 43,809 | 114,780 | |
Schweitzer-Mauduit International, Inc. | 22,414 | 563,040 | |
Sensient Technologies Corp. | 1,636 | 131,796 | |
Stepan Co. | 13,708 | 1,389,306 | |
Tredegar Corp. | 19,440 | 194,400 | |
Trinseo PLC | 25,761 | 990,768 | |
Tronox Holdings PLC | 83,340 | 1,400,112 | |
Valhi, Inc. | 1,728 | 78,348 | |
12,127,884 | |||
Construction Materials - 0.2% | |||
Summit Materials, Inc. (a) | 84,451 | 1,966,864 | |
United States Lime & Minerals, Inc. | 339 | 35,798 | |
2,002,662 | |||
Containers & Packaging - 0.4% | |||
Cryptyde, Inc. (a) | 5,552 | 11,271 | |
Greif, Inc.: | |||
Class A (b) | 15,854 | 988,973 | |
Class B (b) | 3,157 | 196,650 | |
O-I Glass, Inc. (a) | 20,938 | 293,132 | |
Pactiv Evergreen, Inc. | 30,816 | 306,927 | |
Ranpak Holdings Corp. (A Shares) (a) | 30,972 | 216,804 | |
TriMas Corp. | 30,175 | 835,546 | |
2,849,303 | |||
Metals & Mining - 1.6% | |||
Arconic Corp. (a) | 75,348 | 2,113,511 | |
Carpenter Technology Corp. | 34,030 | 949,777 | |
Coeur d'Alene Mines Corp. (a) | 198,249 | 602,677 | |
Commercial Metals Co. | 71,522 | 2,367,378 | |
Constellium NV (a) | 41,234 | 544,701 | |
Haynes International, Inc. | 8,722 | 285,820 | |
Hecla Mining Co. | 380,912 | 1,493,175 | |
Hycroft Mining Holding Corp. (a) | 17,585 | 19,519 | |
Materion Corp. | 903 | 66,578 | |
Novagold Resources, Inc. (a) | 9,075 | 43,651 | |
Olympic Steel, Inc. | 6,841 | 176,156 | |
Piedmont Lithium, Inc. (a)(b) | 8,931 | 325,178 | |
PolyMet Mining Corp. (a) | 20,984 | 57,706 | |
Ryerson Holding Corp. | 11,143 | 237,234 | |
Schnitzer Steel Industries, Inc. Class A | 16,806 | 551,909 | |
SunCoke Energy, Inc. | 59,173 | 402,968 | |
TimkenSteel Corp. (a) | 33,051 | 618,384 | |
Warrior Metropolitan Coal, Inc. | 32,791 | 1,003,733 | |
Worthington Industries, Inc. | 22,650 | 998,865 | |
12,858,920 | |||
Paper & Forest Products - 0.2% | |||
Clearwater Paper Corp. (a) | 11,853 | 398,616 | |
Glatfelter Corp. | 31,388 | 215,949 | |
Neenah, Inc. | 10,107 | 345,053 | |
Resolute Forest Products, Inc. | 32,760 | 418,018 | |
Sylvamo Corp. | 1,584 | 51,765 | |
1,429,401 | |||
TOTAL MATERIALS | 31,268,170 | ||
REAL ESTATE - 11.8% | |||
Equity Real Estate Investment Trusts (REITs) - 11.2% | |||
Acadia Realty Trust (SBI) | 66,329 | 1,036,059 | |
Agree Realty Corp. | 52,900 | 3,815,677 | |
Alexander & Baldwin, Inc. | 51,633 | 926,812 | |
American Assets Trust, Inc. | 35,186 | 1,045,024 | |
Apartment Investment & Management Co. Class A (a) | 106,546 | 681,894 | |
Apple Hospitality (REIT), Inc. | 153,235 | 2,247,957 | |
Armada Hoffler Properties, Inc. | 47,750 | 613,110 | |
Ashford Hospitality Trust, Inc. (a)(b) | 24,522 | 146,642 | |
Bluerock Residential Growth (REIT), Inc. | 13,106 | 344,557 | |
Braemar Hotels & Resorts, Inc. | 48,831 | 209,485 | |
Brandywine Realty Trust (SBI) | 120,924 | 1,165,707 | |
Broadstone Net Lease, Inc. | 120,590 | 2,473,301 | |
BRT Apartments Corp. | 8,483 | 182,300 | |
CareTrust (REIT), Inc. | 63,464 | 1,170,276 | |
CatchMark Timber Trust, Inc. | 12,014 | 120,861 | |
CBL & Associates Properties, Inc. | 15,888 | 373,209 | |
Cedar Realty Trust, Inc. | 7,650 | 220,244 | |
Centerspace | 10,948 | 892,809 | |
Chatham Lodging Trust (a) | 34,154 | 356,909 | |
City Office REIT, Inc. | 30,460 | 394,457 | |
Clipper Realty, Inc. | 1,146 | 8,847 | |
Community Healthcare Trust, Inc. | 6,989 | 253,072 | |
Corporate Office Properties Trust (SBI) | 70,778 | 1,853,676 | |
CTO Realty Growth, Inc. | 4,162 | 254,381 | |
DiamondRock Hospitality Co. (a) | 149,446 | 1,226,952 | |
Diversified Healthcare Trust (SBI) | 169,520 | 308,526 | |
Easterly Government Properties, Inc. | 64,964 | 1,236,915 | |
Empire State Realty Trust, Inc. | 98,173 | 690,156 | |
Equity Commonwealth (a) | 76,810 | 2,114,579 | |
Essential Properties Realty Trust, Inc. | 84,371 | 1,813,133 | |
Farmland Partners, Inc. | 32,539 | 449,038 | |
Four Corners Property Trust, Inc. | 51,863 | 1,379,037 | |
Franklin Street Properties Corp. | 70,485 | 293,922 | |
Getty Realty Corp. | 30,112 | 797,968 | |
Gladstone Commercial Corp. | 2,254 | 42,465 | |
Gladstone Land Corp. | 10,534 | 233,433 | |
Global Medical REIT, Inc. | 43,422 | 487,629 | |
Global Net Lease, Inc. | 74,232 | 1,051,125 | |
Healthcare Realty Trust, Inc. | 107,860 | 2,933,792 | |
Hersha Hospitality Trust (a) | 21,150 | 207,482 | |
Independence Realty Trust, Inc. | 157,861 | 3,272,459 | |
Indus Realty Trust, Inc. | 3,816 | 226,518 | |
Industrial Logistics Properties Trust | 43,813 | 616,887 | |
InvenTrust Properties Corp. | 48,271 | 1,244,909 | |
iStar Financial, Inc. | 47,136 | 646,235 | |
Kite Realty Group Trust | 155,149 | 2,682,526 | |
LTC Properties, Inc. | 27,757 | 1,065,591 | |
LXP Industrial Trust (REIT) | 201,511 | 2,164,228 | |
National Health Investors, Inc. | 31,447 | 1,906,003 | |
Necessity Retail (REIT), Inc./The | 94,936 | 691,134 | |
NETSTREIT Corp. | 34,327 | 647,750 | |
NexPoint Residential Trust, Inc. | 969 | 60,572 | |
Office Properties Income Trust | 34,135 | 680,993 | |
One Liberty Properties, Inc. | 11,700 | 303,966 | |
Orion Office (REIT), Inc. | 40,567 | 444,614 | |
Paramount Group, Inc. | 132,810 | 960,216 | |
Pebblebrook Hotel Trust | 92,507 | 1,532,841 | |
Physicians Realty Trust | 160,232 | 2,796,048 | |
Piedmont Office Realty Trust, Inc. Class A | 87,558 | 1,148,761 | |
Plymouth Industrial REIT, Inc. | 26,736 | 468,949 | |
Postal Realty Trust, Inc. | 5,548 | 82,665 | |
Potlatch Corp. | 48,673 | 2,150,860 | |
Retail Opportunity Investments Corp. | 85,875 | 1,355,108 | |
RLJ Lodging Trust | 117,109 | 1,291,712 | |
RPT Realty | 59,542 | 585,298 | |
Ryman Hospitality Properties, Inc. (a) | 38,325 | 2,913,850 | |
Sabra Health Care REIT, Inc. | 164,412 | 2,296,836 | |
Safehold, Inc. | 5,904 | 208,824 | |
Saul Centers, Inc. | 847 | 39,902 | |
Service Properties Trust | 116,459 | 609,081 | |
SITE Centers Corp. | 138,743 | 1,868,868 | |
Stag Industrial, Inc. | 128,485 | 3,967,617 | |
Summit Hotel Properties, Inc. (a) | 74,352 | 540,539 | |
Sunstone Hotel Investors, Inc. (a) | 153,163 | 1,519,377 | |
Terreno Realty Corp. | 52,946 | 2,950,681 | |
The Macerich Co. | 153,399 | 1,336,105 | |
UMH Properties, Inc. | 6,352 | 112,176 | |
Uniti Group, Inc. | 169,075 | 1,592,687 | |
Urban Edge Properties | 81,506 | 1,239,706 | |
Urstadt Biddle Properties, Inc. Class A | 21,301 | 345,076 | |
Veris Residential, Inc. (a) | 61,285 | 811,413 | |
Washington REIT (SBI) | 62,274 | 1,327,059 | |
Whitestone REIT Class B | 33,411 | 359,168 | |
Xenia Hotels & Resorts, Inc. (a) | 81,492 | 1,184,079 | |
90,303,305 | |||
Real Estate Management & Development - 0.6% | |||
American Realty Investments, Inc. (a) | 1,088 | 15,439 | |
Anywhere Real Estate, Inc. (a) | 82,436 | 810,346 | |
Digitalbridge Group, Inc. (a) | 43,792 | 213,705 | |
Doma Holdings, Inc. Class A (a) | 88,847 | 91,512 | |
Douglas Elliman, Inc. | 50,193 | 240,424 | |
Forestar Group, Inc. (a) | 9,831 | 134,586 | |
FRP Holdings, Inc. (a) | 4,780 | 288,473 | |
Kennedy-Wilson Holdings, Inc. | 84,084 | 1,592,551 | |
Newmark Group, Inc. | 97,525 | 943,067 | |
RE/MAX Holdings, Inc. | 13,370 | 327,832 | |
Seritage Growth Properties (a) | 31,240 | 162,760 | |
Stratus Properties, Inc. (a) | 4,219 | 135,957 | |
Tejon Ranch Co. (a) | 14,863 | 230,674 | |
The RMR Group, Inc. | 4,110 | 116,519 | |
Transcontinental Realty Investors, Inc. (a) | 909 | 36,169 | |
5,340,014 | |||
TOTAL REAL ESTATE | 95,643,319 | ||
UTILITIES - 5.3% | |||
Electric Utilities - 1.3% | |||
Allete, Inc. | 40,821 | 2,399,458 | |
MGE Energy, Inc. | 14,868 | 1,157,176 | |
Otter Tail Corp. | 16,254 | 1,091,131 | |
PNM Resources, Inc. | 60,844 | 2,907,126 | |
Portland General Electric Co. (b) | 63,702 | 3,078,718 | |
Via Renewables, Inc. Class A, | 1,132 | 8,671 | |
10,642,280 | |||
Gas Utilities - 2.1% | |||
Chesapeake Utilities Corp. | 5,451 | 706,177 | |
New Jersey Resources Corp. | 63,076 | 2,808,774 | |
Northwest Natural Holding Co. | 24,307 | 1,290,702 | |
ONE Gas, Inc. | 38,294 | 3,109,090 | |
South Jersey Industries, Inc. | 87,451 | 2,985,577 | |
Southwest Gas Corp. | 42,737 | 3,721,538 | |
Spire, Inc. | 36,311 | 2,700,449 | |
17,322,307 | |||
Independent Power and Renewable Electricity Producers - 0.3% | |||
Altus Power, Inc. Class A (a) | 20,093 | 126,787 | |
Ormat Technologies, Inc. | 14,256 | 1,116,958 | |
Sunnova Energy International, Inc. (a)(b) | 70,741 | 1,303,757 | |
2,547,502 | |||
Multi-Utilities - 1.1% | |||
Avista Corp. | 51,590 | 2,244,681 | |
Black Hills Corp. | 46,284 | 3,368,087 | |
NorthWestern Energy Corp. | 38,715 | 2,281,475 | |
Unitil Corp. | 11,340 | 665,885 | |
8,560,128 | |||
Water Utilities - 0.5% | |||
American States Water Co. | 13,788 | 1,123,860 | |
Artesian Resources Corp. Class A | 2,005 | 98,586 | |
California Water Service Group | 28,305 | 1,572,343 | |
SJW Corp. | 19,245 | 1,201,080 | |
3,995,869 | |||
TOTAL UTILITIES | 43,068,086 | ||
TOTAL COMMON STOCKS (Cost $863,400,870) | 806,104,636 | ||
U.S. Treasury Obligations - 0.0% | |||
Principal Amount (d) | Value ($) | ||
U.S. Treasury Bills, yield at date of purchase 1.23% 1/26/23 (e) (Cost $99,295) | 100,000 | 98,586 | |
Money Market Funds - 8.6% | |||
Shares | Value ($) | ||
Fidelity Cash Central Fund 1.58% (f) | 2,779,649 | 2,780,205 | |
Fidelity Securities Lending Cash Central Fund 1.58% (f)(g) | 66,419,617 | 66,426,259 | |
TOTAL MONEY MARKET FUNDS (Cost $69,206,464) | 69,206,464 | ||
TOTAL INVESTMENT IN SECURITIES - 108.3% (Cost $932,706,629) | 875,409,686 |
NET OTHER ASSETS (LIABILITIES) - (8.3)% | (66,926,824) |
NET ASSETS - 100.0% | 808,482,862 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount ($) | Value ($) | Unrealized Appreciation/ (Depreciation) ($) | |
Purchased | |||||
Equity Index Contracts | |||||
CME E-mini Russell 2000 Index Contracts (United States) | 29 | Sep 2022 | 2,476,600 | 49,248 | 49,248 |
The notional amount of futures purchased as a percentage of Net Assets is 0.3% |
(a) | Non-income producing |
(b) | Security or a portion of the security is on loan at period end. |
(c) | Level 3 security |
(d) | Amount is stated in United States dollars unless otherwise noted. |
(e) | Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $98,586. |
(f) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request. |
(g) | Investment made with cash collateral received from securities on loan. |
Affiliate | Value, beginning of period ($) | Purchases ($) | Sales Proceeds ($) | Dividend Income ($) | Realized Gain (loss) ($) | Change in Unrealized appreciation (depreciation) ($) | Value, end of period ($) | %ownership, end of period |
Fidelity Cash Central Fund 1.58% | 23,396,312 | 332,473,380 | 353,089,487 | 7,670 | - | - | 2,780,205 | 0.0% |
Fidelity Securities Lending Cash Central Fund 1.58% | 35,797,850 | 314,574,099 | 283,945,690 | 334,846 | - | - | 66,426,259 | 0.2% |
Total | 59,194,162 | 647,047,479 | 637,035,177 | 342,516 | - | - | 69,206,464 |
Valuation Inputs at Reporting Date: | ||||
Description | Total ($) | Level 1 ($) | Level 2 ($) | Level 3 ($) |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | 26,457,831 | 26,457,831 | - | - |
Consumer Discretionary | 77,626,605 | 77,626,605 | - | - |
Consumer Staples | 23,018,628 | 23,018,628 | - | - |
Energy | 40,237,261 | 40,237,261 | - | - |
Financials | 228,572,106 | 228,572,106 | - | - |
Health Care | 88,709,759 | 88,685,657 | - | 24,102 |
Industrials | 102,672,529 | 102,672,529 | - | - |
Information Technology | 48,830,342 | 48,830,342 | - | - |
Materials | 31,268,170 | 31,268,170 | - | - |
Real Estate | 95,643,319 | 95,643,319 | - | - |
Utilities | 43,068,086 | 43,068,086 | - | - |
U.S. Government and Government Agency Obligations | 98,586 | - | 98,586 | - |
Money Market Funds | 69,206,464 | 69,206,464 | - | - |
Total Investments in Securities: | 875,409,686 | 875,286,998 | 98,586 | 24,102 |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | 49,248 | 49,248 | - | - |
Total Assets | 49,248 | 49,248 | - | - |
Total Derivative Instruments: | 49,248 | 49,248 | - | - |
Primary Risk Exposure / Derivative Type | Value | |
Asset ($) | Liability ($) | |
Equity Risk | ||
Futures Contracts (a) | 49,248 | 0 |
Total Equity Risk | 49,248 | 0 |
Total Value of Derivatives | 49,248 | 0 |
Statement of Assets and Liabilities | ||||
June 30, 2022 | ||||
Assets | ||||
Investment in securities, at value (including securities loaned of $63,416,501) - See accompanying schedule: | $806,203,222 | |||
Unaffiliated issuers (cost $863,500,165) | ||||
Fidelity Central Funds (cost $69,206,464) | 69,206,464 | |||
Total Investment in Securities (cost $932,706,629) | $ | 875,409,686 | ||
Segregated cash with brokers for derivative instruments | 16,331 | |||
Receivable for investments sold | 7,530,168 | |||
Receivable for fund shares sold | 787,138 | |||
Dividends receivable | 1,422,074 | |||
Distributions receivable from Fidelity Central Funds | 67,089 | |||
Total assets | 885,232,486 | |||
Liabilities | ||||
Payable to custodian bank | 4,110,451 | |||
Payable for investments purchased | 2,575,465 | |||
Payable for fund shares redeemed | 3,593,928 | |||
Accrued management fee | 35,683 | |||
Payable for daily variation margin on futures contracts | 7,838 | |||
Collateral on securities loaned | 66,426,259 | |||
Total Liabilities | 76,749,624 | |||
Net Assets | $ | 808,482,862 | ||
Net Assets consist of: | ||||
Paid in capital | $ | 859,613,431 | ||
Total accumulated earnings (loss) | (51,130,569) | |||
Net Assets | $ | 808,482,862 | ||
Net Asset Value , offering price and redemption price per share ($808,482,862 ÷ 37,682,062 shares) | $ | 21.46 | ||
Statement of Operations | ||||
Year ended June 30, 2022 | ||||
Investment Income | ||||
Dividends | $ | 14,775,371 | ||
Interest | 278 | |||
Income from Fidelity Central Funds (including $334,846 from security lending) | 342,516 | |||
Total Income | 15,118,165 | |||
Expenses | ||||
Management fee | $ | 414,610 | ||
Independent trustees' fees and expenses | 2,559 | |||
Interest | 1,859 | |||
Total expenses before reductions | 419,028 | |||
Expense reductions | (87) | |||
Total expenses after reductions | 418,941 | |||
Net Investment income (loss) | 14,699,224 | |||
Realized and Unrealized Gain (Loss) | ||||
Net realized gain (loss) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | 11,882,487 | |||
Futures contracts | (865,474) | |||
Total net realized gain (loss) | 11,017,013 | |||
Change in net unrealized appreciation (depreciation) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (182,151,729) | |||
Futures contracts | 13,836 | |||
Total change in net unrealized appreciation (depreciation) | (182,137,893) | |||
Net gain (loss) | (171,120,880) | |||
Net increase (decrease) in net assets resulting from operations | $ | (156,421,656) |
Statement of Changes in Net Assets | ||||
Year ended June 30, 2022 | Year ended June 30, 2021 | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net investment income (loss) | $ | 14,699,224 | $ | 5,974,580 |
Net realized gain (loss) | 11,017,013 | 50,514,488 | ||
Change in net unrealized appreciation (depreciation) | (182,137,893) | 122,995,670 | ||
Net increase (decrease) in net assets resulting from operations | (156,421,656) | 179,484,738 | ||
Distributions to shareholders | (66,728,802) | (3,724,214) | ||
Share transactions | ||||
Proceeds from sales of shares | 594,179,184 | 604,244,540 | ||
Reinvestment of distributions | 53,788,479 | 3,080,480 | ||
Cost of shares redeemed | (352,842,926) | (186,163,072) | ||
Net increase (decrease) in net assets resulting from share transactions | 295,124,737 | 421,161,948 | ||
Total increase (decrease) in net assets | 71,974,279 | 596,922,472 | ||
Net Assets | ||||
Beginning of period | 736,508,583 | 139,586,111 | ||
End of period | $ | 808,482,862 | $ | 736,508,583 |
Other Information | ||||
Shares | ||||
Sold | 23,457,218 | 25,383,137 | ||
Issued in reinvestment of distributions | 2,127,287 | 149,232 | ||
Redeemed | (14,038,483) | (7,846,815) | ||
Net increase (decrease) | 11,546,022 | 17,685,554 | ||
Fidelity® Small Cap Value Index Fund |
Years ended June 30, | 2022 | 2021 | 2020 A | |||
Selected Per-Share Data | ||||||
Net asset value, beginning of period | $ | 28.18 | $ | 16.52 | $ | 20.00 |
Income from Investment Operations | ||||||
Net investment income (loss) B,C | .44 | .37 | .37 | |||
Net realized and unrealized gain (loss) | (4.69) | 11.59 | (3.72) | |||
Total from investment operations | (4.25) | 11.96 | (3.35) | |||
Distributions from net investment income | (.44) D | (.30) | (.12) | |||
Distributions from net realized gain | (2.03) D | - | (.02) | |||
Total distributions | (2.47) | (.30) | (.13) E | |||
Net asset value, end of period | $ | 21.46 | $ | 28.18 | $ | 16.52 |
Total Return F,G | (16.30)% | 73.10% | (16.89)% | |||
Ratios to Average Net Assets C,H,I | ||||||
Expenses before reductions | .05% | .05% | .05% J | |||
Expenses net of fee waivers, if any | .05% | .05% | .05% J | |||
Expenses net of all reductions | .05% | .05% | .05% J | |||
Net investment income (loss) | 1.77% | 1.56% | 2.24% J | |||
Supplemental Data | ||||||
Net assets, end of period (000 omitted) | $ | 808,483 | $ | 736,509 | $ | 139,586 |
Portfolio turnover rate K | 38% | 60% | 74% J |
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio A |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% |
Tax cost | Gross unrealized appreciation | Gross unrealized depreciation | Net unrealized appreciation (depreciation) | |
Fidelity Mid Cap Growth Index Fund | $498,522,626 | $57,166,761 | $(76,284,801) | $(19,118,040) |
Fidelity Mid Cap Value Index Fund | 752,366,508 | 123,024,029 | (56,881,260) | 66,142,769 |
Fidelity Small Cap Growth Index Fund | 345,068,961 | 27,201,307 | (65,887,375) | (38,686,068) |
Fidelity Small Cap Value Index Fund | 945,803,424 | 67,997,272 | (138,391,010) | (70,393,738) |
Undistributed ordinary income | Undistributed long-term capital gain | Net unrealized appreciation (depreciation) on securities and other investments | |
Fidelity Mid Cap Growth Index Fund | $1,937,097 | $- | $(19,118,040) |
Fidelity Mid Cap Value Index Fund | 7,017,559 | 4,622,091 | 66,142,769 |
Fidelity Small Cap Growth Index Fund | 625,918 | - | (38,686,068) |
Fidelity Small Cap Value Index Fund | 5,279,151 | 13,984,020 | (70,393,738) |
Capital losses | |
Fidelity Mid Cap Growth Index Fund | $(75,967,314) |
Fidelity Small Cap Growth Index Fund | (47,253,203) |
June 30, 2022 | |||
Ordinary Income | Long-term Capital Gains | Total | |
Fidelity Mid Cap Growth Index Fund | $22,889,262 | $17,807,665 | $40,696,927 |
Fidelity Mid Cap Value Index Fund | 40,467,167 | 12,709,187 | 53,176,354 |
Fidelity Small Cap Growth Index Fund | 5,448,251 | 5,688,770 | 11,137,021 |
Fidelity Small Cap Value Index Fund | 46,650,956 | 20,077,846 | 66,728,802 |
June 30, 2021 | |||
Ordinary Income | Long-term Capital Gains | Total | |
Fidelity Mid Cap Growth Index Fund | $1,551,608 | $- | $1,551,608 |
Fidelity Mid Cap Value Index Fund | 6,765,302 | - | 6,765,302 |
Fidelity Small Cap Growth Index Fund | 1,157,093 | 52,930 | 1,210,023 |
Fidelity Small Cap Value Index Fund | 3,724,214 | - | 3,724,214 |
Equity Risk | Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment. |
Purchases ($) | Sales ($) | |
Fidelity Mid Cap Growth Index Fund | 452,842,875 | 402,894,697 |
Fidelity Mid Cap Value Index Fund | 410,077,691 | 393,882,067 |
Fidelity Small Cap Growth Index Fund | 260,174,132 | 172,716,869 |
Fidelity Small Cap Value Index Fund | 594,715,141 | 314,277,104 |
% of Average Net Assets | |
Fidelity Mid Cap Growth Index Fund | .05% |
Fidelity Mid Cap Value Index Fund | .05% |
Fidelity Small Cap Growth Index Fund | .05% |
Fidelity Small Cap Value Index Fund | .05% |
Borrower or Lender | Average Loan Balance | Weighted Average Interest Rate | Interest Expense | |
Fidelity Mid Cap Growth Index Fund | Borrower | $7,809,696 | .40% | $2,015 |
Fidelity Mid Cap Value Index Fund | Borrower | $11,309,000 | .35% | $545 |
Fidelity Small Cap Growth Index Fund | Borrower | $13,955,500 | .32% | $488 |
Fidelity Small Cap Value Index Fund | Borrower | $16,630,200 | .80% | $1,859 |
Amount ($) | |
Fidelity Small Cap Growth Index Fund | 1,661 |
Total Security Lending Fees Paid to NFS | Security Lending Income From Securities Loaned to NFS | Value of Securities Loaned to NFS at Period End | |
Fidelity Mid Cap Growth Index Fund | $15,211 | $33,099 | $70,772 |
Fidelity Mid Cap Value Index Fund | $4,550 | $1,104 | $1,051,780 |
Fidelity Small Cap Growth Index Fund | $32,551 | $48,464 | $325,045 |
Fidelity Small Cap Value Index Fund | $33,577 | $17,697 | $457,043 |
Average Loan Balance | Weighted Average Interest Rate | Interest Expense | |
Fidelity Mid Cap Growth Index Fund | $113,202,000 | 1.33% | $12,546 |
Fidelity Mid Cap Value Index Fund | $168,613,000 | 1.33% | $6,229 |
Custodian credits | |
Fidelity Mid Cap Growth Index Fund | $34 |
Fidelity Mid Cap Value Index Fund | 85 |
Fidelity Small Cap Growth Index Fund | 69 |
Fidelity Small Cap Value Index Fund | 87 |
Fund | Number ofUnaffiliated Shareholders | Unaffiliated Shareholders % |
Fidelity Mid Cap Value Index Fund | 1 | 63% |
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (January 1, 2022 to June 30, 2022). |
Annualized Expense Ratio- A | Beginning Account Value January 1, 2022 | Ending Account Value June 30, 2022 | Expenses Paid During Period- C January 1, 2022 to June 30, 2022 | |||||||
Fidelity® Mid Cap Growth Index Fund | .05% | |||||||||
Actual | $ 1,000 | $ 690.40 | $ .21 | |||||||
Hypothetical- B | $ 1,000 | $ 1,024.55 | $ .25 | |||||||
Fidelity® Mid Cap Value Index Fund | .05% | |||||||||
Actual | $ 1,000 | $ 837.30 | $ .23 | |||||||
Hypothetical- B | $ 1,000 | $ 1,024.55 | $ .25 | |||||||
Fidelity® Small Cap Growth Index Fund | .05% | |||||||||
Actual | $ 1,000 | $ 706.70 | $ .21 | |||||||
Hypothetical- B | $ 1,000 | $ 1,024.55 | $ .25 | |||||||
Fidelity® Small Cap Value Index Fund | .05% | |||||||||
Actual | $ 1,000 | $ 827.30 | $ .23 | |||||||
Hypothetical- B | $ 1,000 | $ 1,024.55 | $ .25 | |||||||
Fidelity Mid Cap Growth Index Fund | $2,045,366 |
Fidelity Mid Cap Value Index Fund | $7,800,539 |
Fidelity Small Cap Growth Index Fund | $407,693 |
Fidelity Small Cap Value Index Fund | $17,024,013 |
Fidelity Mid Cap Growth Index Fund | |
August 2021 | 6% |
December 2021 | 55% |
Fidelity Mid Cap Value Index Fund | |
August 2021 | 16% |
December 2021 | 69% |
Fidelity Small Cap Growth Index Fund | |
August 2021 | 17% |
December 2021 | 53% |
Fidelity Small Cap Value Index Fund | |
August 2021 | 8% |
December 2021 | 57% |
Fidelity Mid Cap Growth Index Fund | |
August 2021 | 7% |
December 2021 | 58% |
Fidelity Mid Cap Value Index Fund | |
August 2021 | 18% |
December 2021 | 73% |
Fidelity Small Cap Growth Index Fund | |
August 2021 | 18% |
December 2021 | 54% |
Fidelity Small Cap Value Index Fund | |
August 2021 | 8% |
December 2021 | 64% |
Fidelity Mid Cap Growth Index Fund | |
August 2021 | 1% |
December 2021 | 11% |
Fidelity Mid Cap Value Index Fund | |
August 2021 | 4% |
December 2021 | 20% |
Fidelity Small Cap Growth Index Fund | |
August 2021 | 3% |
December 2021 | 5% |
Fidelity Small Cap Value Index Fund | |
August 2021 | 2% |
December 2021 | 23% |
August 2021 | December 2021 | |
Fidelity Mid Cap Growth Index Fund | 100% | 100% |
Fidelity Mid Cap Value Index Fund | 100% | 100% |
Fidelity Small Cap Growth Index Fund | 100% | 100% |
Fidelity Small Cap Value Index Fund | 100% | 100% |
- Highly liquid investments - cash or convertible to cash within three business days or less
- Moderately liquid investments - convertible to cash in three to seven calendar days
- Less liquid investments - can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments - cannot be sold or disposed of within seven calendar days
Contents
Average Annual Total Returns | |||
Periods ended June 30, 2022 | Past 1 year | Past 5 years | Life of Fund A |
Class A (incl.2.75% sales charge) | -4.24% | 0.85% | 1.60% |
Fidelity® Municipal Income 2023 Fund | -1.29% | 1.69% | 2.17% |
Class I | -1.29% | 1.69% | 2.17% |
$10,000 Over Life of Fund |
Let's say hypothetically that $10,000 was invested in Fidelity® Municipal Income 2023 Fund, a class of the fund, on April 23, 2013, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the Bloomberg Municipal Bond Index performed over the same period. |
Top Five States (% of Fund's net assets) | |
Illinois | 9.4 |
New Jersey | 8.6 |
Texas | 7.3 |
New York | 7.3 |
Other | 6.1 |
Revenue Sources (% of Fund's net assets) | ||
The distribution of municipal securities by revenue source, as a percentage of total net assets, is as follows (Unaudited): | ||
General Obligations | 29.0% | |
Health Care | 16.7% | |
Transportation | 11.8% | |
Special Tax | 11.2% | |
Education | 8.7% | |
Electric Utilities | 6.4% | |
Other* | 5.7% | |
Others (Individually Less Than 5%) | 10.5% | |
100.0% | ||
*Includes net other assets |
Quality Diversification (% of Fund's net assets) |
We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes. |
Municipal Bonds - 94.3% | |||
Principal Amount (a) | Value ($) | ||
Alabama - 1.7% | |||
Birmingham Arpt. Auth. Series 2020, 5% 7/1/23 (Build America Mutual Assurance Insured) | 325,000 | 334,885 | |
Mobile County Board of School Commissioners: | |||
Series 2016 A, 5% 3/1/23 | 500,000 | 510,612 | |
Series 2016 B, 5% 3/1/23 | 150,000 | 153,184 | |
TOTAL ALABAMA | 998,681 | ||
Arizona - 3.5% | |||
Arizona Indl. Dev. Auth. Rev. (Provident Group-Eastern Michigan Univ. Parking Proj.) Series 2018, 4% 5/1/23 | 330,000 | 307,923 | |
Bullhead City Excise Taxes Series 2021 2, 0.4% 7/1/23 | 250,000 | 244,995 | |
Glendale Trans. Excise Tax Rev. Series 2015, 5% 7/1/23 (Assured Guaranty Muni. Corp. Insured) | 300,000 | 309,634 | |
Phoenix Civic Impt. Board Arpt. Rev. Series 2013, 5% 7/1/23 (b) | 380,000 | 390,800 | |
Pima County Swr. Sys. Rev. Series 2020 A, 5% 7/1/23 | 100,000 | 103,271 | |
Tucson Ctfs. of Prtn.: | |||
Series 2012, 5% 7/1/23 (Assured Guaranty Muni. Corp. Insured) | 450,000 | 464,136 | |
Series 2015, 5% 7/1/23 (Assured Guaranty Muni. Corp. Insured) | 250,000 | 257,853 | |
TOTAL ARIZONA | 2,078,612 | ||
California - 4.8% | |||
California Health Facilities Fing. Auth. Rev. Series 2013 A, 5% 3/1/23 | 110,000 | 112,422 | |
Los Angeles Dept. Arpt. Rev. Series 2018 C, 5% 5/15/23 (b) | 120,000 | 122,970 | |
Los Angeles Unified School District: | |||
Series 2020 C, 5% 7/1/23 | 300,000 | 309,874 | |
Series A, 5% 7/1/23 | 670,000 | 692,052 | |
Riverside County Trans. Commission Toll Rev. Series 2013 A, 0% 6/1/23 (Escrowed to Maturity) | 200,000 | 196,942 | |
Univ. of California Revs. Bonds Series 2013 AK, 5%, tender 5/15/23 (c) | 1,155,000 | 1,185,797 | |
Washington Township Health Care District Rev. Series 2017 B, 5% 7/1/23 | 200,000 | 205,089 | |
TOTAL CALIFORNIA | 2,825,146 | ||
Colorado - 3.5% | |||
Colorado Health Facilities Auth. Bonds (Valley View Hosp. Assoc. Proj.) Series 2018, 2.8%, tender 5/15/23 (c) | 180,000 | 180,657 | |
Colorado Reg'l. Trans. District Ctfs. of Prtn.: | |||
Series 2013 A, 5% 6/1/23 | 1,500,000 | 1,544,425 | |
Series 2014 A, 5% 6/1/23 | 200,000 | 205,923 | |
Univ. of Colorado Enterprise Sys. Rev. Series 2014 A, 5% 6/1/23 | 100,000 | 102,998 | |
TOTAL COLORADO | 2,034,003 | ||
Connecticut - 3.6% | |||
Connecticut Gen. Oblig.: | |||
Series 2016 B, 5% 5/15/23 | 175,000 | 180,017 | |
Series 2018 C, 5% 6/15/23 | 200,000 | 206,127 | |
Series 2019 A, 5% 4/15/23 | 200,000 | 205,269 | |
Connecticut Health & Edl. Facilities Auth. Rev.: | |||
Series 2022 L, 5% 7/1/23 | 175,000 | 180,183 | |
Series K1, 5% 7/1/23 | 500,000 | 510,993 | |
Connecticut Hsg. Fin. Auth. Series C, 5% 5/15/23 (b) | 100,000 | 102,519 | |
Univ. of Connecticut Gen. Oblig. Series 2022 A, 5% 5/1/23 | 700,000 | 718,734 | |
TOTAL CONNECTICUT | 2,103,842 | ||
District Of Columbia - 2.3% | |||
District of Columbia Income Tax Rev. Series 2020 C, 5% 5/1/23 | 1,300,000 | 1,336,416 | |
Florida - 5.7% | |||
Broward County School Board Ctfs. of Prtn.: | |||
Series 2015 A, 5% 7/1/23 | 250,000 | 257,479 | |
Series 2015 B, 5% 7/1/23 | 45,000 | 46,346 | |
Duval County School Board Ctfs. of Prtn. Series 2015 B, 5% 7/1/23 | 500,000 | 515,807 | |
Escambia County Poll. Cont. Rev. (Gulf Pwr. Co. Proj.) Series 2003, 2.6% 6/1/23 | 300,000 | 301,958 | |
Florida Board of Ed. Lottery Rev. Series 2016 A, 5% 7/1/23 | 530,000 | 547,073 | |
Lake County School Board Ctfs. of Prtn. Series 2015 B, 5% 6/1/23 (Assured Guaranty Muni. Corp. Insured) | 500,000 | 514,625 | |
Miami-Dade County Expressway Auth.: | |||
Series 2014 A, 4% 7/1/23 | 200,000 | 203,836 | |
Series 2014 B, 5% 7/1/23 | 90,000 | 92,603 | |
Miami-Dade County School Board Ctfs. of Prtn.: | |||
Series 2015 A, 5% 5/1/23 | 30,000 | 30,780 | |
Series 2015 D, 5% 2/1/23 | 650,000 | 662,237 | |
Seminole County School Board Ctfs. of Prtn. Series 2012 A, 5% 7/1/23 | 145,000 | 149,584 | |
TOTAL FLORIDA | 3,322,328 | ||
Georgia - 1.4% | |||
Bartow County Dev. Auth. Poll. Cont. Rev. Bonds (Georgia Pwr. Co. Plant Bowen Proj.) Series 2009 1st, 2.75%, tender 3/15/23 (c) | 300,000 | 299,746 | |
Georgia Muni. Elec. Auth. Pwr. Rev. Series GG, 5% 1/1/23 | 210,000 | 213,494 | |
Private Colleges & Univs. Auth. Rev. (The Savannah College of Art & Design Projs.) Series 2021, 5% 4/1/23 | 325,000 | 332,528 | |
TOTAL GEORGIA | 845,768 | ||
Illinois - 9.4% | |||
Chicago O'Hare Int'l. Arpt. Rev. Series 2013 C, 5% 1/1/23 (b) | 200,000 | 202,855 | |
Chicago Park District Gen. Oblig. Series 2021 E, 4% 1/1/23 | 260,000 | 262,568 | |
Chicago Transit Auth. Cap. Grant Receipts Rev. Series 2017, 5% 6/1/23 | 500,000 | 513,391 | |
Illinois Fin. Auth. Rev.: | |||
Series 2016 C, 5% 2/15/23 | 500,000 | 509,906 | |
Series 2016 E, 5% 2/15/23 | 125,000 | 127,222 | |
Series 2019, 5% 4/1/23 | 500,000 | 512,329 | |
Illinois Gen. Oblig.: | |||
Series 2013, 5% 7/1/23 | 295,000 | 302,026 | |
Series 2014, 5% 2/1/23 | 250,000 | 253,748 | |
Illinois Muni. Elec. Agcy. Pwr. Supply Series 2015 A, 5% 2/1/23 | 510,000 | 519,071 | |
Illinois Reg'l. Trans. Auth. Series 2003 A, 5.5% 7/1/23 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 205,000 | 212,440 | |
Illinois Sales Tax Rev. Series 2013, 5% 6/15/23 | 815,000 | 833,591 | |
Kendall, Kane & Will Counties Cmnty. Unit School District #308 Series 2016, 5% 2/1/23 | 500,000 | 509,355 | |
Metropolitan Pier & Exposition: | |||
(McCormick Place Expansion Proj.) Series 1996 A, 0% 6/15/23 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 140,000 | 136,569 | |
Series 2002: | |||
5.7% 6/15/23 | 45,000 | 46,350 | |
5.7% 6/15/23 (Escrowed to Maturity) | 50,000 | 51,804 | |
Railsplitter Tobacco Settlement Auth. Rev. Series 2017, 5% 6/1/23 | 500,000 | 512,570 | |
TOTAL ILLINOIS | 5,505,795 | ||
Indiana - 2.1% | |||
Indiana Hsg. & Cmnty. Dev. Auth. Series A, 5% 7/1/23 | 580,000 | 598,510 | |
Indianapolis Local Pub. Impt.: | |||
(Indianapolis Arpt. Auth. Proj.) Series 2016 A1, 5% 1/1/23 (b) | 500,000 | 507,629 | |
Series 2021 A, 5% 6/1/23 | 100,000 | 102,934 | |
TOTAL INDIANA | 1,209,073 | ||
Kentucky - 0.5% | |||
Kentucky Tpk. Auth. Econ. Dev. Road Rev. (Revitalization Projs.) Series B, 4% 7/1/23 | 275,000 | 280,900 | |
Louisiana - 2.1% | |||
St. John Baptist Parish Rev. Bonds (Marathon Oil Corp.) Series 2017, 2%, tender 4/1/23 (c) | 45,000 | 44,466 | |
Tobacco Settlement Fing. Corp. Series 2013 A, 5% 5/15/23 | 1,140,000 | 1,164,970 | |
TOTAL LOUISIANA | 1,209,436 | ||
Maine - 0.3% | |||
Maine Health & Higher Edl. Facilities Auth. Rev. Series 2013, 3% 7/1/23 (Escrowed to Maturity) | 200,000 | 202,320 | |
Maryland - 0.9% | |||
Maryland Trans. Auth. Trans. Facility Projs. Rev. Series 2021 A, 5% 7/1/23 | 500,000 | 516,707 | |
Massachusetts - 4.5% | |||
Massachusetts Bay Trans. Auth. Sales Tax Rev.: | |||
Series 2003 C, 5.25% 7/1/23 | 125,000 | 129,445 | |
Series 2005 B, 5.5% 7/1/23 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 50,000 | 51,900 | |
Massachusetts Dev. Fin. Agcy. Rev.: | |||
Series 2016, 5% 7/1/23 | 230,000 | 236,377 | |
Series 2019 A, 5% 7/1/23 | 200,000 | 205,545 | |
Massachusetts Edl. Fing. Auth. Rev. Series 2018 B, 5% 7/1/23 (b) | 135,000 | 138,703 | |
Massachusetts Gen. Oblig.: | |||
Bonds Series 2020 A, 5%, tender 6/1/23 (c) | 1,000,000 | 1,029,342 | |
Series 2, 5% 4/1/23 | 300,000 | 307,554 | |
Massachusetts Port Auth. Rev. Series 2017 A, 5% 7/1/23 (b) | 545,000 | 560,490 | |
TOTAL MASSACHUSETTS | 2,659,356 | ||
Michigan - 1.8% | |||
Detroit Swr. Disp. Rev. Series 2004 A, 5.25% 7/1/23 (Assured Guaranty Muni. Corp. Insured) | 50,000 | 51,618 | |
Flint Hosp. Bldg. Auth. Rev. Series 2020, 5% 7/1/23 | 195,000 | 199,383 | |
Grand Traverse County Hosp. Fin. Auth. Series 2014 C, 5% 7/1/23 | 390,000 | 402,524 | |
Michigan Fin. Auth. Rev. Series 2022, 5% 4/15/23 | 275,000 | 281,704 | |
Saginaw Hosp. Fin. Auth. Hosp. Rev. Series 2020 J, 5% 7/1/23 | 100,000 | 103,141 | |
TOTAL MICHIGAN | 1,038,370 | ||
Minnesota - 0.4% | |||
Anoka-Hennepin Independent School District 11 Series 2014 A, 5% 2/1/23 | 250,000 | 254,605 | |
Nebraska - 0.8% | |||
Nebraska Pub. Pwr. District Rev. Bonds Series 2020 A, 0.6%, tender 7/1/23 (c) | 500,000 | 492,116 | |
Nevada - 2.4% | |||
Clark County Poll. Cont. Rev. Bonds Series 2017, 1.65%, tender 3/31/23 (c) | 585,000 | 582,411 | |
Clark County School District Series 2018 A, 5% 6/15/23 | 450,000 | 463,657 | |
Nevada Lease Rev. Ctfs. Prtn. (Bldg. 1 Proj.) Series 2013, 5% 4/1/23 | 380,000 | 389,256 | |
TOTAL NEVADA | 1,435,324 | ||
New Jersey - 8.6% | |||
Camden County Impt. Auth. Health Care Redev. Rev. Series 2014 A, 5% 2/15/23 | 250,000 | 254,260 | |
Carteret School District Series 2020, 2% 2/1/23 | 300,000 | 300,683 | |
New Jersey Econ. Dev. Auth. Rev.: | |||
Series 2013, 5% 3/1/23 | 550,000 | 561,783 | |
Series 2015 XX, 5% 6/15/23 | 250,000 | 257,182 | |
New Jersey Edl. Facilities Auth. Rev. Series 2013 A, 5% 7/1/23 (Escrowed to Maturity) | 100,000 | 103,211 | |
New Jersey Health Care Facilities Fing. Auth. Rev.: | |||
Series 2013 A, 5% 7/1/23 | 200,000 | 206,203 | |
Series 2013, 5% 7/1/23 | 200,000 | 206,383 | |
Series 2016 A: | |||
5% 7/1/23 | 250,000 | 258,203 | |
5% 7/1/23 (Escrowed to Maturity) | 90,000 | 92,621 | |
Series 2016, 5% 7/1/23 | 950,000 | 980,127 | |
New Jersey Tobacco Settlement Fing. Corp. Series 2018 A, 5% 6/1/23 | 240,000 | 245,056 | |
New Jersey Tpk. Auth. Tpk. Rev. Series 2013 F, 5% 1/1/26 (Pre-Refunded to 1/1/23 @ 100) | 1,150,000 | 1,169,929 | |
New Jersey Trans. Trust Fund Auth. Series 2004 A, 5.75% 6/15/23 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 255,000 | 264,107 | |
Rutgers State Univ. Rev. Series Q, 5% 5/1/23 | 150,000 | 154,052 | |
TOTAL NEW JERSEY | 5,053,800 | ||
New Mexico - 0.3% | |||
New Mexico Severance Tax Rev. Series 2015 A, 5% 7/1/23 | 175,000 | 180,690 | |
New York - 7.3% | |||
Hudson Yards Infrastructure Corp. New York Rev. Series A, 4% 2/15/23 | 250,000 | 253,671 | |
Monroe County Gen. Oblig. Series 2019 A, 5% 6/1/23 | 250,000 | 257,542 | |
Monroe County Indl. Dev. Corp. Univ. of Rochester, Proj.) Series 2017 A, 5% 7/1/23 | 100,000 | 103,271 | |
Nassau County Local Econ. Assistance Corp.: | |||
(Catholic Health Svcs. of Long Island Obligated Group Proj.) Series 2014, 5% 7/1/23 | 350,000 | 360,995 | |
Series 2014 B, 5% 7/1/23 | 285,000 | 293,953 | |
New York City Gen. Oblig. Series 2021 F1, 5% 3/1/23 | 100,000 | 102,275 | |
New York Dorm. Auth. Rev. Series 2015 A, 5% 5/1/23 | 530,000 | 543,656 | |
New York Dorm. Auth. Sales Tax Rev. Series 2018 F, 5% 3/15/23 (b) | 175,000 | 179,199 | |
New York Metropolitan Trans. Auth. Rev. Series 2020 A, 5% 2/1/23 | 720,000 | 732,253 | |
New York State Dorm. Auth. Series 2017 A: | |||
5% 2/15/23 | 85,000 | 86,831 | |
5% 2/15/23 (Escrowed to Maturity) | 315,000 | 321,641 | |
New York Urban Dev. Corp. Rev. Series 2015 A, 5% 3/15/23 | 730,000 | 747,669 | |
Saratoga County Cap. Resources Rev. Series A, 5% 7/1/23 | 300,000 | 309,574 | |
TOTAL NEW YORK | 4,292,530 | ||
New York And New Jersey - 0.9% | |||
Port Auth. of New York & New Jersey Series 189, 5% 5/1/23 | 510,000 | 524,244 | |
North Carolina - 0.3% | |||
North Carolina Grant Anticipation Rev. Series 2017, 5% 3/1/23 | 100,000 | 102,142 | |
Raleigh Durham Arpt. Auth. Arpt. Rev. Series 2017 A, 5% 5/1/23 (b) | 100,000 | 102,419 | |
TOTAL NORTH CAROLINA | 204,561 | ||
Ohio - 3.4% | |||
Fairfield County Hosp. Facilities Rev. (Fairfield Med. Ctr. Proj.) Series 2013, 5% 6/15/23 | 400,000 | 407,519 | |
Franklin County Hosp. Facilities Rev. Bonds (U.S. Health Corp. of Columbus Proj.) Series 2011 B, 5%, tender 5/15/23 (c) | 740,000 | 760,633 | |
Hamilton County Hosp. Facilities Rev. Series 2014, 5% 2/1/23 | 100,000 | 101,842 | |
Lancaster Port Auth. Gas Rev. Series 2019, 5% 2/1/23 | 200,000 | 203,327 | |
Univ. of Toledo Gen. Receipts Series 2018 A, 5% 6/1/23 | 500,000 | 513,619 | |
TOTAL OHIO | 1,986,940 | ||
Oregon - 0.9% | |||
Clackamas County Hosp. Facility Auth. (Williamette View, Inc.) Series 2017 A, 4% 5/15/23 | 250,000 | 250,158 | |
Port of Portland Arpt. Rev. Series 22, 5% 7/1/23 (b) | 250,000 | 257,180 | |
TOTAL OREGON | 507,338 | ||
Pennsylvania - 3.3% | |||
Commonwealth Fing. Auth. Rev. Series 2020 A, 5% 6/1/23 | 200,000 | 205,832 | |
Indiana County Hosp. Auth. Series 2014 A, 5% 6/1/23 | 325,000 | 334,060 | |
Lehigh County Gen. Purp. Hosp. Rev. Series 2019 A, 5% 7/1/23 | 100,000 | 103,141 | |
Pennsylvania Ctfs. Prtn. Series 2018 A, 5% 7/1/23 | 385,000 | 396,710 | |
Pennsylvania Gen. Oblig. Series 2013, 5% 4/1/23 | 325,000 | 333,257 | |
Philadelphia Arpt. Rev. Series 2017 B, 5% 7/1/23 | 100,000 | 103,091 | |
Philadelphia Wtr. & Wastewtr. Rev. Series 2014 A, 5% 7/1/23 | 100,000 | 103,111 | |
State Pub. School Bldg. Auth. Lease Rev. (The School District of Philadelphia Proj.) Series 2015 A, 5% 6/1/23 | 340,000 | 349,572 | |
TOTAL PENNSYLVANIA | 1,928,774 | ||
Rhode Island - 0.4% | |||
Rhode Island Health & Edl. Bldg. Corp. Higher Ed. Facilities Rev. Series 2013 A, 5% 5/15/23 | 250,000 | 256,470 | |
South Carolina - 0.2% | |||
South Carolina Ports Auth. Ports Rev. Series 2019 B, 5% 7/1/23 (b) | 100,000 | 102,972 | |
South Dakota - 0.3% | |||
South Dakota Health & Edl. Facilities Auth. Rev. (Avera Health Proj.) Series 2017, 5% 7/1/23 | 150,000 | 154,787 | |
Tennessee - 1.3% | |||
Memphis-Shelby County Arpt. Auth. Arpt. Rev. Series 2020 B, 5% 7/1/23 (b) | 200,000 | 205,386 | |
Tennessee Energy Acquisition Corp. Bonds (Gas Rev. Proj.) Series A, 4%, tender 5/1/23 (c) | 530,000 | 536,499 | |
TOTAL TENNESSEE | 741,885 | ||
Texas - 7.3% | |||
Houston Independent School District Bonds Series 2012, 4%, tender 6/1/23 (c) | 1,300,000 | 1,323,330 | |
Katy Independent School District Series 2014 A, 5% 2/15/23 | 1,075,000 | 1,097,626 | |
Lower Colorado River Auth. Rev.: | |||
Series 2013, 5% 5/15/23 | 610,000 | 626,212 | |
Series 2015 B, 5% 5/15/23 | 250,000 | 256,644 | |
Series 2022, 5% 5/15/23 (Assured Guaranty Muni. Corp. Insured) | 400,000 | 410,631 | |
North Texas Tollway Auth. Rev.: | |||
Series 2014, 5% 1/1/23 (Escrowed to Maturity) | 115,000 | 116,982 | |
Series 2017 B, 5% 1/1/23 | 475,000 | 482,833 | |
TOTAL TEXAS | 4,314,258 | ||
Utah - 0.9% | |||
Utah Transit Auth. Sales Tax Rev. Series 2008 A, 5.25% 6/15/23 | 500,000 | 517,106 | |
Virginia - 1.3% | |||
King George County Indl. Dev. Auth. Solid Waste Disp. Fac. Rev. (King George Landfill, Inc. Proj.) Series 2003 A, 2.5% 6/1/23 (b)(c) | 200,000 | 200,392 | |
Salem Econ. Dev. Auth. Series 2020, 5% 4/1/23 | 250,000 | 255,046 | |
Stafford County Econ. Dev. Auth. Hosp. Facilities Rev. Series 2016, 5% 6/15/23 | 200,000 | 206,032 | |
York County Econ. Dev. Auth. Poll. Cont. Rev. Bonds (Virginia Elec. and Pwr. Co. Proj.) Series 2009 A, 1.9%, tender 6/1/23 (c) | 100,000 | 99,254 | |
TOTAL VIRGINIA | 760,724 | ||
Washington - 2.8% | |||
Port of Seattle Rev.: | |||
Series 2013, 5% 7/1/23 (b) | 250,000 | 256,485 | |
Series 2015 B, 5% 3/1/23 | 250,000 | 255,356 | |
Port of Seattle Spl. Facility Rev. Series 2013, 5% 6/1/23 (b) | 300,000 | 307,215 | |
Washington Ctfs. of Prtn. Series 2013 B, 4% 7/1/23 | 300,000 | 306,735 | |
Washington Gen. Oblig. Series 2003 C, 0% 6/1/23 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 160,000 | 156,121 | |
Washington Health Care Facilities Auth. Rev. (Overlake Hosp. Med. Ctr., WA. Proj.) Series 2017 B, 5% 7/1/23 | 380,000 | 391,444 | |
TOTAL WASHINGTON | 1,673,356 | ||
Wisconsin - 2.6% | |||
Wisconsin Health & Edl. Facilities (Agnesian Healthcare Proj.) Series 2017, 5% 7/1/23 | 500,000 | 515,957 | |
Wisconsin Health & Edl. Facilities Auth. Rev. Series 2022, 5% 10/1/23 (d) | 1,000,000 | 1,035,816 | |
TOTAL WISCONSIN | 1,551,773 | ||
Wyoming - 0.5% | |||
Laramie County Hosp. Rev. (Cheyenne Reg'l. Med. Ctr. Proj.) Series 2021, 4% 5/1/23 | 285,000 | 290,288 | |
TOTAL MUNICIPAL BONDS (Cost $55,445,841) | 55,391,294 | ||
Money Market Funds - 6.1% | |||
Shares | Value ($) | ||
Fidelity Municipal Cash Central Fund 0.88% (e)(f) (Cost $3,554,003) | 3,553,289 | 3,553,999 | |
TOTAL INVESTMENT IN SECURITIES - 100.4% (Cost $58,999,844) | 58,945,293 |
NET OTHER ASSETS (LIABILITIES) - (0.4)% | (237,135) |
NET ASSETS - 100.0% | 58,708,158 |
(a) | Amount is stated in United States dollars unless otherwise noted. |
(b) | Private activity obligations whose interest is subject to the federal alternative minimum tax for individuals. |
(c) | Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end. |
(d) | Security or a portion of the security purchased on a delayed delivery or when-issued basis. |
(e) | Information in this report regarding holdings by state and security types does not reflect the holdings of the Fidelity Municipal Cash Central Fund. |
(f) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request. |
Affiliate | Value, beginning of period ($) | Purchases ($) | Sales Proceeds ($) | Dividend Income ($) | Realized Gain (loss) ($) | Change in Unrealized appreciation (depreciation) ($) | Value, end of period ($) | %ownership, end of period |
Fidelity Municipal Cash Central Fund 0.88% | - | 14,648,003 | 11,094,000 | 4,918 | - | (4) | 3,553,999 | 0.2% |
Total | - | 14,648,003 | 11,094,000 | 4,918 | - | (4) | 3,553,999 |
Valuation Inputs at Reporting Date: | ||||
Description | Total ($) | Level 1 ($) | Level 2 ($) | Level 3 ($) |
Investments in Securities: | ||||
Municipal Securities | 55,391,294 | - | 55,391,294 | - |
Money Market Funds | 3,553,999 | 3,553,999 | - | - |
Total Investments in Securities: | 58,945,293 | 3,553,999 | 55,391,294 | - |
Statement of Assets and Liabilities | ||||
June 30, 2022 | ||||
Assets | ||||
Investment in securities, at value - See accompanying schedule: | $55,391,294 | |||
Unaffiliated issuers (cost $55,445,841) | ||||
Fidelity Central Funds (cost $3,554,003) | 3,553,999 | |||
Total Investment in Securities (cost $58,999,844) | $ | 58,945,293 | ||
Cash | 58,497 | |||
Receivable for fund shares sold | 35,045 | |||
Interest receivable | 746,960 | |||
Distributions receivable from Fidelity Central Funds | 2,114 | |||
Other receivables | 70 | |||
Total assets | 59,787,979 | |||
Liabilities | ||||
Payable for investments purchased on a delayed delivery basis | $1,034,080 | |||
Payable for fund shares redeemed | 11,818 | |||
Distributions payable | 13,833 | |||
Accrued management fee | 14,657 | |||
Distribution and service plan fees payable | 547 | |||
Other affiliated payables | 4,886 | |||
Total Liabilities | 1,079,821 | |||
Net Assets | $ | 58,708,158 | ||
Net Assets consist of: | ||||
Paid in capital | $ | 58,775,566 | ||
Total accumulated earnings (loss) | (67,408) | |||
Net Assets | $ | 58,708,158 | ||
Net Asset Value and Maximum Offering Price | ||||
Class A : | ||||
Net Asset Value and redemption price per share ($2,684,445 ÷ 264,205 shares) (a) | $ | 10.16 | ||
Maximum offering price per share (100/97.25 of $10.16) | $ | 10.45 | ||
Municipal Income 2023 : | ||||
Net Asset Value , offering price and redemption price per share ($31,541,328 ÷ 3,104,521 shares) | $ | 10.16 | ||
Class I : | ||||
Net Asset Value , offering price and redemption price per share ($24,482,385 ÷ 2,409,625 shares) | $ | 10.16 | ||
(a)Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge. |
Statement of Operations | ||||
Year ended June 30, 2022 | ||||
Investment Income | ||||
Interest | $ | 864,053 | ||
Income from Fidelity Central Funds | 4,918 | |||
Total Income | 868,971 | |||
Expenses | ||||
Management fee | $ | 143,451 | ||
Transfer agent fees | 47,818 | |||
Distribution and service plan fees | 6,815 | |||
Independent trustees' fees and expenses | 149 | |||
Total expenses before reductions | 198,233 | |||
Expense reductions | (461) | |||
Total expenses after reductions | 197,772 | |||
Net Investment income (loss) | 671,199 | |||
Realized and Unrealized Gain (Loss) | ||||
Net realized gain (loss) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | 28,989 | |||
Total net realized gain (loss) | 28,989 | |||
Change in net unrealized appreciation (depreciation) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | (1,246,654) | |||
Fidelity Central Funds | (4) | |||
Total change in net unrealized appreciation (depreciation) | (1,246,658) | |||
Net gain (loss) | (1,217,669) | |||
Net increase (decrease) in net assets resulting from operations | $ | (546,470) |
Statement of Changes in Net Assets | ||||
Year ended June 30, 2022 | Year ended June 30, 2021 | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net investment income (loss) | $ | 671,199 | $ | 663,854 |
Net realized gain (loss) | 28,989 | 52,301 | ||
Change in net unrealized appreciation (depreciation) | (1,246,658) | 58,904 | ||
Net increase (decrease) in net assets resulting from operations | (546,470) | 775,059 | ||
Distributions to shareholders | (670,143) | (662,941) | ||
Share transactions - net increase (decrease) | 14,530,478 | 7,832,661 | ||
Total increase (decrease) in net assets | 13,313,865 | 7,944,779 | ||
Net Assets | ||||
Beginning of period | 45,394,293 | 37,449,514 | ||
End of period | $ | 58,708,158 | $ | 45,394,293 |
Fidelity Advisor® Municipal Income 2023 Fund Class A |
Years ended June 30, | 2022 | 2021 | 2020 | 2019 | 2018 | |||||
Selected Per-Share Data | ||||||||||
Net asset value, beginning of period | $ | 10.44 | $ | 10.40 | $ | 10.34 | $ | 10.08 | $ | 10.25 |
Income from Investment Operations | ||||||||||
Net investment income (loss) A,B | .121 | .146 | .183 | .189 | .175 | |||||
Net realized and unrealized gain (loss) | (.280) | .041 | .060 | .259 | (.171) | |||||
Total from investment operations | (.159) | .187 | .243 | .448 | .004 | |||||
Distributions from net investment income | (.121) | (.147) | (.183) | (.188) | (.174) | |||||
Total distributions | (.121) | (.147) | (.183) | (.188) | (.174) | |||||
Net asset value, end of period | $ | 10.16 | $ | 10.44 | $ | 10.40 | $ | 10.34 | $ | 10.08 |
Total Return C,D | (1.53)% | 1.81% | 2.37% | 4.50% | .04% | |||||
Ratios to Average Net Assets B,E,F | ||||||||||
Expenses before reductions | .65% | .65% | .65% | .65% | .65% | |||||
Expenses net of fee waivers, if any | .65% | .65% | .65% | .65% | .65% | |||||
Expenses net of all reductions | .65% | .65% | .65% | .65% | .65% | |||||
Net investment income (loss) | 1.17% | 1.39% | 1.77% | 1.86% | 1.71% | |||||
Supplemental Data | ||||||||||
Net assets, end of period (000 omitted) | $ | 2,684 | $ | 3,126 | $ | 2,675 | $ | 2,487 | $ | 2,390 |
Portfolio turnover rate G | 9% | 9% | 10% | 18% | 12% |
Fidelity® Municipal Income 2023 Fund |
Years ended June 30, | 2022 | 2021 | 2020 | 2019 | 2018 | |||||
Selected Per-Share Data | ||||||||||
Net asset value, beginning of period | $ | 10.44 | $ | 10.40 | $ | 10.34 | $ | 10.08 | $ | 10.24 |
Income from Investment Operations | ||||||||||
Net investment income (loss) A,B | .146 | .171 | .209 | .214 | .199 | |||||
Net realized and unrealized gain (loss) | (.279) | .042 | .060 | .260 | (.159) | |||||
Total from investment operations | (.133) | .213 | .269 | .474 | .040 | |||||
Distributions from net investment income | (.147) | (.173) | (.209) | (.214) | (.200) | |||||
Total distributions | (.147) | (.173) | (.209) | (.214) | (.200) | |||||
Net asset value, end of period | $ | 10.16 | $ | 10.44 | $ | 10.40 | $ | 10.34 | $ | 10.08 |
Total Return C | (1.29)% | 2.06% | 2.63% | 4.76% | .39% | |||||
Ratios to Average Net Assets B,D,E | ||||||||||
Expenses before reductions | .40% | .40% | .40% | .40% | .40% | |||||
Expenses net of fee waivers, if any | .40% | .40% | .40% | .40% | .40% | |||||
Expenses net of all reductions | .40% | .40% | .40% | .40% | .40% | |||||
Net investment income (loss) | 1.42% | 1.64% | 2.02% | 2.11% | 1.96% | |||||
Supplemental Data | ||||||||||
Net assets, end of period (000 omitted) | $ | 31,541 | $ | 32,627 | $ | 25,058 | $ | 23,223 | $ | 18,883 |
Portfolio turnover rate F | 9% | 9% | 10% | 18% | 12% |
Fidelity Advisor® Municipal Income 2023 Fund Class I |
Years ended June 30, | 2022 | 2021 | 2020 | 2019 | 2018 | |||||
Selected Per-Share Data | ||||||||||
Net asset value, beginning of period | $ | 10.44 | $ | 10.40 | $ | 10.34 | $ | 10.08 | $ | 10.24 |
Income from Investment Operations | ||||||||||
Net investment income (loss) A,B | .145 | .172 | .209 | .213 | .199 | |||||
Net realized and unrealized gain (loss) | (.278) | .041 | .060 | .261 | (.159) | |||||
Total from investment operations | (.133) | .213 | .269 | .474 | .040 | |||||
Distributions from net investment income | (.147) | (.173) | (.209) | (.214) | (.200) | |||||
Total distributions | (.147) | (.173) | (.209) | (.214) | (.200) | |||||
Net asset value, end of period | $ | 10.16 | $ | 10.44 | $ | 10.40 | $ | 10.34 | $ | 10.08 |
Total Return C | (1.29)% | 2.06% | 2.63% | 4.76% | .39% | |||||
Ratios to Average Net Assets B,D,E | ||||||||||
Expenses before reductions | .40% | .40% | .40% | .40% | .40% | |||||
Expenses net of fee waivers, if any | .40% | .40% | .40% | .40% | .40% | |||||
Expenses net of all reductions | .40% | .40% | .40% | .40% | .40% | |||||
Net investment income (loss) | 1.42% | 1.64% | 2.02% | 2.11% | 1.96% | |||||
Supplemental Data | ||||||||||
Net assets, end of period (000 omitted) | $ | 24,482 | $ | 9,641 | $ | 9,716 | $ | 9,384 | $ | 13,944 |
Portfolio turnover rate F | 9% | 9% | 10% | 18% | 12% |
Average Annual Total Returns | |||
Periods ended June 30, 2022 | Past 1 year | Past 5 years | Life of Fund A |
Class A (incl.2.75% sales charge) | -7.79% | 0.90% | 0.80% |
Fidelity® Municipal Income 2025 Fund | -4.95% | 1.71% | 1.61% |
Class I | -4.95% | 1.71% | 1.61% |
$10,000 Over Life of Fund |
Let's say hypothetically that $10,000 was invested in Fidelity® Municipal Income 2025 Fund, a class of the fund, on May 25, 2017, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the Bloomberg Municipal Bond Index performed over the same period. |
Top Five States (% of Fund's net assets) | |
Pennsylvania | 12.1 |
Connecticut | 11.2 |
Illinois | 8.0 |
Florida | 7.1 |
Massachusetts | 7.0 |
Revenue Sources (% of Fund's net assets) | ||
The distribution of municipal securities by revenue source, as a percentage of total net assets, is as follows (Unaudited): | ||
Health Care | 28.3% | |
Transportation | 20.7% | |
Education | 20.5% | |
General Obligations | 9.7% | |
Housing | 5.5% | |
Special Tax | 5.2% | |
Others* (Individually Less Than 5%) | 10.1% | |
100.0% | ||
*Includes net other assets |
Quality Diversification (% of Fund's net assets) |
We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes. |
Municipal Bonds - 96.3% | |||
Principal Amount (a) | Value ($) | ||
Alabama - 0.4% | |||
Montgomery Med. Clinic Facilities Series 2015, 5% 3/1/25 | 100,000 | 105,158 | |
Arizona - 2.5% | |||
Glendale Trans. Excise Tax Rev. Series 2015, 5% 7/1/25 (Assured Guaranty Muni. Corp. Insured) | 75,000 | 81,135 | |
Phoenix Civic Impt. Board Arpt. Rev.: | |||
Series 2017 A, 5% 7/1/25 (b) | 250,000 | 267,153 | |
Series 2017 B, 5% 7/1/25 | 250,000 | 269,923 | |
TOTAL ARIZONA | 618,211 | ||
California - 4.6% | |||
Poway Unified School District Series 2009, 0% 8/1/25 | 90,000 | 83,138 | |
Sacramento Muni. Util. District Elec. Rev. Series 2015, 5% 7/1/25 | 550,000 | 593,830 | |
San Diego County Reg'l. Arpt. Auth. Arpt. Rev. (Sub Lien Proj.) Series 2017 B, 5% 7/1/25 (b) | 150,000 | 159,936 | |
Washington Township Health Care District Rev. Series 2017 B, 5% 7/1/25 | 270,000 | 286,287 | |
TOTAL CALIFORNIA | 1,123,191 | ||
Colorado - 0.7% | |||
E-470 Pub. Hwy. Auth. Rev. Series 1997 B, 0% 9/1/25 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 200,000 | 182,305 | |
Connecticut - 11.2% | |||
Connecticut Gen. Oblig.: | |||
Series 2015 B, 5% 6/15/25 | 175,000 | 188,980 | |
Series 2016 D, 5% 8/15/25 | 330,000 | 357,604 | |
Connecticut Health & Edl. Facilities Auth. Rev.: | |||
(Quinnipiac Univ., Ct. Proj.) Series M, 5% 7/1/25 | 40,000 | 42,602 | |
(Sacred Heart Univ., CT. Proj.) Series 2017 I-1, 5% 7/1/25 | 400,000 | 427,803 | |
Series 2022 M, 5% 7/1/25 | 175,000 | 184,888 | |
Series K1, 5% 7/1/25 | 280,000 | 290,377 | |
Series K3, 5% 7/1/25 | 200,000 | 207,412 | |
Series N, 5% 7/1/25 | 50,000 | 51,939 | |
Connecticut Hsg. Fin. Auth. Series C, 5% 5/15/25 (b) | 935,000 | 994,011 | |
TOTAL CONNECTICUT | 2,745,616 | ||
District Of Columbia - 1.4% | |||
District of Columbia Rev. Series 2018, 5% 10/1/25 | 75,000 | 80,081 | |
Washington D.C. Metropolitan Transit Auth. Rev. Series 2017 B, 5% 7/1/25 | 250,000 | 269,923 | |
TOTAL DISTRICT OF COLUMBIA | 350,004 | ||
Florida - 7.1% | |||
Broward County Arpt. Sys. Rev. Series 2017, 5% 10/1/25 (b) | 500,000 | 536,117 | |
Greater Orlando Aviation Auth. Arpt. Facilities Rev. Series 2017 A: | |||
5% 10/1/25 (b) | 95,000 | 101,709 | |
5% 10/1/25 (Escrowed to Maturity) (b) | 205,000 | 221,265 | |
Lakeland Hosp. Sys. Rev. Series 2016, 5% 11/15/25 | 430,000 | 461,702 | |
Palm Beach County School Board Ctfs. of Prtn. Series 2018 A, 5% 8/1/25 | 50,000 | 53,815 | |
Seminole County School Board Ctfs. of Prtn. Series 2016 C, 5% 7/1/25 | 40,000 | 43,188 | |
South Miami Health Facilities Auth. Hosp. Rev. (Baptist Med. Ctr., FL. Proj.) Series 2017, 5% 8/15/25 | 200,000 | 214,173 | |
Tampa Hosp. Rev. (H. Lee Moffitt Cancer Ctr. Proj.) Series 2016 B, 5% 7/1/25 | 100,000 | 106,564 | |
TOTAL FLORIDA | 1,738,533 | ||
Georgia - 0.2% | |||
Atlanta Arpt. Rev. Series 2019 B, 5% 7/1/25 (b) | 50,000 | 53,431 | |
Illinois - 8.0% | |||
Chicago O'Hare Int'l. Arpt. Rev. Series 2017 D, 5% 1/1/25 (b) | 100,000 | 105,718 | |
Chicago Transit Auth. Cap. Grant Receipts Rev. Series 2017, 5% 6/1/25 | 250,000 | 266,479 | |
Illinois Fin. Auth. Rev.: | |||
(Edward-Elmhurst Healthcare) Series 2017 A, 5% 1/1/25 (Escrowed to Maturity) | 145,000 | 154,810 | |
(Northwestern Memorial Hosp.,IL. Proj.) Series 2017 A, 5% 7/15/25 | 200,000 | 215,806 | |
Series 2016, 5% 5/15/25 | 250,000 | 265,849 | |
Series 2019, 5% 9/1/25 | 200,000 | 209,996 | |
Illinois Gen. Oblig. Series 2013, 5.5% 7/1/25 | 200,000 | 205,088 | |
Illinois Sales Tax Rev. Series 2016 D, 5% 6/15/25 | 100,000 | 105,386 | |
Kendall, Kane & Will Counties Cmnty. Unit School District #308 Series 2008, 0% 2/1/25 (Assured Guaranty Muni. Corp. Insured) | 185,000 | 173,181 | |
Metropolitan Pier & Exposition Series 1994 A, 0% 6/15/25 | 270,000 | 245,453 | |
TOTAL ILLINOIS | 1,947,766 | ||
Indiana - 1.7% | |||
Indiana Fin. Auth. Health Sys. Rev. Bonds Series 2019 B, 2.25%, tender 7/1/25 (c) | 55,000 | 54,529 | |
Indiana Fin. Auth. Rev. (Cmnty. Foundation of Northwest Indiana Obligated Group) Series 2016, 5% 9/1/25 | 25,000 | 27,045 | |
Indiana Hsg. & Cmnty. Dev. Auth. Series A, 5% 7/1/25 | 300,000 | 323,907 | |
TOTAL INDIANA | 405,481 | ||
Kentucky - 1.8% | |||
Kentucky State Property & Buildings Commission Rev.: | |||
(Kentucky St) Series 2016, 5% 10/1/25 | 100,000 | 107,610 | |
(Proj. No. 118) Series 2018, 5% 4/1/25 | 300,000 | 321,739 | |
TOTAL KENTUCKY | 429,349 | ||
Louisiana - 0.4% | |||
New Orleans Aviation Board Rev. (North Term. Proj.) Series 2017 B, 5% 1/1/25 (b) | 100,000 | 105,347 | |
Maine - 3.5% | |||
Maine Health & Higher Edl. Facilities Auth. Rev.: | |||
Series 2013, 5% 7/1/25 (Pre-Refunded to 7/1/23 @ 100) | 265,000 | 273,245 | |
Series 2017 A, 4% 7/1/25 | 465,000 | 483,208 | |
Series 2017 B, 4% 7/1/25 | 100,000 | 103,916 | |
TOTAL MAINE | 860,369 | ||
Maryland - 0.7% | |||
Maryland Health & Higher Edl. Facilities Auth. Rev. (Lifebridge Health Proj.) Series 2017, 5% 7/1/25 | 150,000 | 159,847 | |
Massachusetts - 7.0% | |||
Massachusetts Commonwealth Trans. Fund Rev. (Rail Enhancement Prog.) Series 2021 B, 5% 6/1/25 | 375,000 | 405,293 | |
Massachusetts Dev. Fin. Agcy. Rev.: | |||
(Fisher College) Series 2017, 5% 4/1/25 | 250,000 | 261,394 | |
Bonds Series 2017 A2, 5%, tender 1/30/25 (c) | 10,000 | 10,638 | |
Caregroup, Inc. Series 2015 H-1, 5% 7/1/25 | 150,000 | 159,847 | |
Series 2016 I, 5% 7/1/25 | 50,000 | 52,737 | |
Series 2019 K, 5% 7/1/25 | 50,000 | 53,282 | |
Series 2019, 5% 7/1/25 | 170,000 | 178,512 | |
Massachusetts Edl. Fing. Auth. Rev. Series 2017 A, 5% 7/1/25 (b) | 250,000 | 264,786 | |
Massachusetts Port Auth. Rev. Series 2019 C, 5% 7/1/25 (b) | 300,000 | 320,316 | |
TOTAL MASSACHUSETTS | 1,706,805 | ||
Michigan - 3.5% | |||
Flint Hosp. Bldg. Auth. Rev. Series 2020, 5% 7/1/25 | 300,000 | 315,458 | |
Grand Traverse County Hosp. Fin. Auth. Series 2019 A, 5% 7/1/25 | 150,000 | 160,918 | |
Saginaw Hosp. Fin. Auth. Hosp. Rev. Series 2020 J, 5% 7/1/25 | 100,000 | 106,564 | |
Warren Consolidated School District Series 2017, 4% 5/1/25 (Assured Guaranty Muni. Corp. Insured) | 250,000 | 260,660 | |
TOTAL MICHIGAN | 843,600 | ||
Missouri - 4.0% | |||
Saint Louis Arpt. Rev.: | |||
Series 2017 A, 5% 7/1/25 (Assured Guaranty Muni. Corp. Insured) | 370,000 | 397,042 | |
Series 2017 B, 5% 7/1/25 (Assured Guaranty Muni. Corp. Insured) (b) | 250,000 | 266,559 | |
Series 2019 C, 5% 7/1/25 | 290,000 | 311,109 | |
TOTAL MISSOURI | 974,710 | ||
Nevada - 0.3% | |||
Clark County School District Series 2017 A, 5% 6/15/25 | 60,000 | 64,633 | |
New Hampshire - 1.4% | |||
New Hampshire Health & Ed. Facilities Auth.: | |||
(Dartmouth-Hitchcock Oblgtd Grp Proj.) Series 2018 A, 5% 8/1/25 | 50,000 | 53,355 | |
(Partners Healthcare Sys., Inc. Proj.) Series 2017, 5% 7/1/25 | 200,000 | 215,637 | |
New Hampshire Health & Ed. Facilities Auth. Rev. Series 2016, 5% 10/1/25 | 70,000 | 74,899 | |
TOTAL NEW HAMPSHIRE | 343,891 | ||
New Jersey - 4.0% | |||
New Jersey Econ. Dev. Auth. Lease Rev. (Libersty State Park Proj.) Series 2015 A, 5% 6/15/25 | 200,000 | 210,758 | |
New Jersey Edl. Facility: | |||
(Stevens Institute of Techonolgy Proj.) Series 2017 A, 5% 7/1/25 | 105,000 | 111,087 | |
(Stockton Univ. Proj.) Series A, 5% 7/1/25 | 15,000 | 16,034 | |
Series 2016 E, 5% 7/1/25 | 50,000 | 53,416 | |
New Jersey Health Care Facilities Fing. Auth. Rev. (St Joseph Hosp. & Med. Ctr., Proj.) Series 2016, 5% 7/1/25 | 400,000 | 422,600 | |
New Jersey Trans. Trust Fund Auth.: | |||
Series 2006 C, 0% 12/15/25 | 140,000 | 125,673 | |
Series 2016 A, 5% 6/15/25 | 40,000 | 42,852 | |
TOTAL NEW JERSEY | 982,420 | ||
New York - 1.7% | |||
Dutchess County Local Dev. Corp. Rev. (Health Quest Systems, Inc. Proj.) Series 2016 A, 5% 7/1/25 | 30,000 | 31,677 | |
Niagara Frontier Trans. Auth. Arpt. Rev. Series 2019 A, 5% 4/1/25 (b) | 255,000 | 268,677 | |
Onondaga Civic Dev. Corp. (Le Moyne College Proj.): | |||
Series 2015, 5% 7/1/25 | 100,000 | 105,738 | |
Series 2018, 5% 1/1/25 | 15,000 | 15,750 | |
TOTAL NEW YORK | 421,842 | ||
Ohio - 4.3% | |||
Akron Bath Copley Hosp. District Rev. (Summa Health Sys.) Series 2016, 5% 11/15/25 | 150,000 | 159,617 | |
Hamilton County Hosp. Facilities Rev. (Trihealth, Inc. Obligated Group Proj.) Series 2017 A, 5% 8/15/25 | 140,000 | 149,489 | |
Lancaster Port Auth. Gas Rev. Series 2019, 5% 2/1/25 | 200,000 | 210,268 | |
Ohio Higher Edl. Facility Commission Rev.: | |||
(Kenyon College, Oh. Proj.) Series 2017 5% 7/1/25 | 200,000 | 211,770 | |
(Xavier Univ. 2015 Proj.) Series 2015 C, 5% 5/1/25 | 190,000 | 201,702 | |
(Xavier Univ. 2016 Proj.) Series 2016, 5% 5/1/25 | 100,000 | 106,159 | |
TOTAL OHIO | 1,039,005 | ||
Oregon - 2.7% | |||
Clackamas County Hosp. Facility Auth. (Williamette View, Inc.) Series 2017 A, 4% 5/15/25 | 200,000 | 198,817 | |
Port of Portland Arpt. Rev. Series 24B, 5% 7/1/25 (b) | 420,000 | 447,819 | |
TOTAL OREGON | 646,636 | ||
Pennsylvania - 12.1% | |||
Allegheny County Hosp. Dev. Auth. Rev. Series 2019 A, 5% 7/15/25 | 600,000 | 637,458 | |
Bucks County Indl. Dev. Auth. Hosp. Rev. Series 2021, 5% 7/1/25 | 375,000 | 392,794 | |
Butler County Hosp. Auth. Hosp. Rev. Series 2015 A, 5% 7/1/25 | 30,000 | 31,836 | |
Centre County Pennsylvania Hosp. Auth. Rev. (Mount Nittany Med. Ctr. Proj.) Series 2018 A, 5% 11/15/25 | 100,000 | 108,243 | |
Delaware County Auth. Rev. Series 2017, 5% 7/1/25 | 125,000 | 128,031 | |
Doylestown Hosp. Auth. Hosp. Rev. Series 2016 A, 5% 7/1/25 | 125,000 | 130,352 | |
Dubois Hosp. Auth. Hosp. Rev. (Penn Highlands Healthcare Proj.) Series 2018, 5% 7/15/25 | 110,000 | 116,506 | |
Monroe County Hosp. Auth. Rev. Series 2016, 5% 7/1/25 | 50,000 | 53,282 | |
Pennsylvania Higher Edl. Facilities Auth. Rev.: | |||
(Drexel Univ.) Series 2016, 5% 5/1/25 | 445,000 | 471,661 | |
Series 2015 AQ, 5% 6/15/25 | 200,000 | 215,147 | |
Philadelphia Arpt. Rev.: | |||
Series 2017 A, 5% 7/1/25 | 50,000 | 53,639 | |
Series 2017 B, 5% 7/1/25 (b) | 210,000 | 222,978 | |
Philadelphia School District: | |||
Series 2015 A, 5% 9/1/25 | 20,000 | 21,541 | |
Series 2018 A, 5% 9/1/25 | 50,000 | 53,852 | |
Southcentral Pennsylvania Gen. Auth. Rev. Series 2019 A, 5% 6/1/25 | 300,000 | 322,915 | |
TOTAL PENNSYLVANIA | 2,960,235 | ||
Tennessee - 2.3% | |||
Chattanooga Health Ed. & Hsg. Facility Board Rev. Series 2019 A1, 5% 8/1/25 | 250,000 | 263,525 | |
Knox County Health Edl. & Hsg. Facilities Board Rev.: | |||
Series 2016, 5% 9/1/25 | 15,000 | 15,860 | |
Series 2017, 5% 4/1/25 | 265,000 | 278,642 | |
TOTAL TENNESSEE | 558,027 | ||
Texas - 0.9% | |||
Houston Arpt. Sys. Rev. Series 2018 C, 5% 7/1/25 (b) | 200,000 | 213,544 | |
Utah - 0.1% | |||
Salt Lake City Arpt. Rev. Series 2017 A, 5% 7/1/25 (b) | 30,000 | 31,987 | |
Vermont - 2.8% | |||
Vermont Student Assistant Corp. Ed. Ln. Rev.: | |||
Series 2015 A, 5% 6/15/25 (b) | 300,000 | 317,361 | |
Series 2019 A, 5% 6/15/25 (b) | 105,000 | 111,076 | |
Series 2020 A, 5% 6/15/25 (b) | 250,000 | 264,468 | |
TOTAL VERMONT | 692,905 | ||
Virginia - 0.5% | |||
Salem Econ. Dev. Auth. Series 2020, 5% 4/1/25 | 125,000 | 131,267 | |
Washington - 2.7% | |||
Port of Seattle Rev. Series 2017 C, 5% 5/1/25 (b) | 465,000 | 492,470 | |
Washington Convention Ctr. Pub. Facilities Series 2018, 5% 7/1/25 | 155,000 | 163,077 | |
TOTAL WASHINGTON | 655,547 | ||
Wisconsin - 1.8% | |||
Wisconsin Health & Edl. Facilities: | |||
Bonds Series 2018 B, 5%, tender 1/29/25 (c) | 40,000 | 42,417 | |
Series 2014, 5% 5/1/25 | 100,000 | 104,011 | |
Series 2016, 5% 2/15/27 (Pre-Refunded to 8/15/25 @ 100) | 10,000 | 10,816 | |
Series 2017 A: | |||
5% 4/1/25 | 155,000 | 166,275 | |
5% 9/1/25 (Escrowed to Maturity) | 100,000 | 107,925 | |
TOTAL WISCONSIN | 431,444 | ||
TOTAL MUNICIPAL BONDS (Cost $23,978,220) | 23,523,106 | ||
Money Market Funds - 2.4% | |||
Shares | Value ($) | ||
Fidelity Municipal Cash Central Fund 0.88% (d)(e) (Cost $578,000) | 577,884 | 578,000 | |
TOTAL INVESTMENT IN SECURITIES - 98.7% (Cost $24,556,220) | 24,101,106 |
NET OTHER ASSETS (LIABILITIES) - 1.3% | 311,151 |
NET ASSETS - 100.0% | 24,412,257 |
(a) | Amount is stated in United States dollars unless otherwise noted. |
(b) | Private activity obligations whose interest is subject to the federal alternative minimum tax for individuals. |
(c) | Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end. |
(d) | Information in this report regarding holdings by state and security types does not reflect the holdings of the Fidelity Municipal Cash Central Fund. |
(e) | Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request. |
Affiliate | Value, beginning of period ($) | Purchases ($) | Sales Proceeds ($) | Dividend Income ($) | Realized Gain (loss) ($) | Change in Unrealized appreciation (depreciation) ($) | Value, end of period ($) | %ownership, end of period |
Fidelity Municipal Cash Central Fund 0.88% | - | 1,028,000 | 450,000 | 827 | - | - | 578,000 | 0.0% |
Total | - | 1,028,000 | 450,000 | 827 | - | - | 578,000 |
Valuation Inputs at Reporting Date: | ||||
Description | Total ($) | Level 1 ($) | Level 2 ($) | Level 3 ($) |
Investments in Securities: | ||||
Municipal Securities | 23,523,106 | - | 23,523,106 | - |
Money Market Funds | 578,000 | 578,000 | - | - |
Total Investments in Securities: | 24,101,106 | 578,000 | 23,523,106 | - |
Statement of Assets and Liabilities | ||||
June 30, 2022 | ||||
Assets | ||||
Investment in securities, at value - See accompanying schedule: | $23,523,106 | |||
Unaffiliated issuers (cost $23,978,220) | ||||
Fidelity Central Funds (cost $578,000) | 578,000 | |||
Total Investment in Securities (cost $24,556,220) | $ | 24,101,106 | ||
Interest receivable | 368,907 | |||
Distributions receivable from Fidelity Central Funds | 358 | |||
Other receivables | 31 | |||
Total assets | 24,470,402 | |||
Liabilities | ||||
Payable to custodian bank | 42,244 | |||
Payable for fund shares redeemed | 1,844 | |||
Distributions payable | 5,264 | |||
Accrued management fee | 6,077 | |||
Distribution and service plan fees payable | 689 | |||
Other affiliated payables | 2,027 | |||
Total Liabilities | 58,145 | |||
Net Assets | $ | 24,412,257 | ||
Net Assets consist of: | ||||
Paid in capital | $ | 24,939,364 | ||
Total accumulated earnings (loss) | (527,107) | |||
Net Assets | $ | 24,412,257 | ||
Net Asset Value and Maximum Offering Price | ||||
Class A : | ||||
Net Asset Value and redemption price per share ($3,308,803 ÷ 334,020 shares) (a) | $ | 9.91 | ||
Maximum offering price per share (100/97.25 of $9.91) | $ | 10.19 | ||
Municipal Income 2025 : | ||||
Net Asset Value , offering price and redemption price per share ($15,819,909 ÷ 1,596,956 shares) | $ | 9.91 | ||
Class I : | ||||
Net Asset Value , offering price and redemption price per share ($5,283,545 ÷ 533,301 shares) | $ | 9.91 | ||
(a)Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge. |
Statement of Operations | ||||
Year ended June 30, 2022 | ||||
Investment Income | ||||
Interest | $ | 508,304 | ||
Income from Fidelity Central Funds | 827 | |||
Total Income | 509,131 | |||
Expenses | ||||
Management fee | $ | 78,040 | ||
Transfer agent fees | 26,013 | |||
Distribution and service plan fees | 8,621 | |||
Independent trustees' fees and expenses | 84 | |||
Total expenses before reductions | 112,758 | |||
Expense reductions | (368) | |||
Total expenses after reductions | 112,390 | |||
Net Investment income (loss) | 396,741 | |||
Realized and Unrealized Gain (Loss) | ||||
Net realized gain (loss) on: | ||||
Investment Securities: | ||||
Unaffiliated issuers | 2,057 | |||
Total net realized gain (loss) | 2,057 | |||
Change in net unrealized appreciation (depreciation) on investment securities | (1,724,403) | |||
Net gain (loss) | (1,722,346) | |||
Net increase (decrease) in net assets resulting from operations | $ | (1,325,605) |
Statement of Changes in Net Assets | ||||
Year ended June 30, 2022 | Year ended June 30, 2021 | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net investment income (loss) | $ | 396,741 | $ | 404,557 |
Net realized gain (loss) | 2,057 | 6,171 | ||
Change in net unrealized appreciation (depreciation) | (1,724,403) | 538,547 | ||
Net increase (decrease) in net assets resulting from operations | (1,325,605) | 949,275 | ||
Distributions to shareholders | (396,732) | (404,572) | ||
Share transactions - net increase (decrease) | (377,895) | 2,350,230 | ||
Total increase (decrease) in net assets | (2,100,232) | 2,894,933 | ||
Net Assets | ||||
Beginning of period | 26,512,489 | 23,617,556 | ||
End of period | $ | 24,412,257 | $ | 26,512,489 |
Fidelity Advisor® Municipal Income 2025 Fund Class A |
Years ended June 30, | 2022 | 2021 | 2020 | 2019 | 2018 | |||||
Selected Per-Share Data | ||||||||||
Net asset value, beginning of period | $ | 10.59 | $ | 10.35 | $ | 10.29 | $ | 9.77 | $ | 9.96 |
Income from Investment Operations | ||||||||||
Net investment income (loss) A,B | .135 | .146 | .166 | .180 | .163 | |||||
Net realized and unrealized gain (loss) | (.680) | .241 | .060 | .521 | (.192) | |||||
Total from investment operations | (.545) | .387 | .226 | .701 | (.029) | |||||
Distributions from net investment income | (.135) | (.147) | (.166) | (.181) | (.161) | |||||
Total distributions | (.135) | (.147) | (.166) | (.181) | (.161) | |||||
Net asset value, end of period | $ | 9.91 | $ | 10.59 | $ | 10.35 | $ | 10.29 | $ | 9.77 |
Total Return C,D | (5.18)% | 3.75% | 2.21% | 7.25% | (.29)% | |||||
Ratios to Average Net Assets B,E,F | ||||||||||
Expenses before reductions | .65% | .65% | .65% | .65% | .65% | |||||
Expenses net of fee waivers, if any | .65% | .65% | .65% | .65% | .65% | |||||
Expenses net of all reductions | .65% | .65% | .65% | .65% | .65% | |||||
Net investment income (loss) | 1.31% | 1.39% | 1.61% | 1.81% | 1.65% | |||||
Supplemental Data | ||||||||||
Net assets, end of period (000 omitted) | $ | 3,309 | $ | 3,550 | $ | 3,510 | $ | 3,329 | $ | 2,482 |
Portfolio turnover rate G | 7% | 6% | 23% | 17% | 44% |
Fidelity® Municipal Income 2025 Fund |
Years ended June 30, | 2022 | 2021 | 2020 | 2019 | 2018 | |||||
Selected Per-Share Data | ||||||||||
Net asset value, beginning of period | $ | 10.59 | $ | 10.35 | $ | 10.29 | $ | 9.77 | $ | 9.96 |
Income from Investment Operations | ||||||||||
Net investment income (loss) A,B | .161 | .173 | .193 | .205 | .187 | |||||
Net realized and unrealized gain (loss) | (.680) | .240 | .059 | .521 | (.191) | |||||
Total from investment operations | (.519) | .413 | .252 | .726 | (.004) | |||||
Distributions from net investment income | (.161) | (.173) | (.192) | (.206) | (.186) | |||||
Total distributions | (.161) | (.173) | (.192) | (.206) | (.186) | |||||
Net asset value, end of period | $ | 9.91 | $ | 10.59 | $ | 10.35 | $ | 10.29 | $ | 9.77 |
Total Return C | (4.95)% | 4.01% | 2.47% | 7.52% | (.04)% | |||||
Ratios to Average Net Assets B,D,E | ||||||||||
Expenses before reductions | .40% | .40% | .40% | .40% | .40% | |||||
Expenses net of fee waivers, if any | .40% | .40% | .40% | .40% | .40% | |||||
Expenses net of all reductions | .40% | .40% | .40% | .40% | .40% | |||||
Net investment income (loss) | 1.56% | 1.64% | 1.86% | 2.06% | 1.90% | |||||
Supplemental Data | ||||||||||
Net assets, end of period (000 omitted) | $ | 15,820 | $ | 17,136 | $ | 14,596 | $ | 15,780 | $ | 8,947 |
Portfolio turnover rate F | 7% | 6% | 23% | 17% | 44% |
Fidelity Advisor® Municipal Income 2025 Fund Class I |
Years ended June 30, | 2022 | 2021 | 2020 | 2019 | 2018 | |||||
Selected Per-Share Data | ||||||||||
Net asset value, beginning of period | $ | 10.59 | $ | 10.36 | $ | 10.29 | $ | 9.77 | $ | 9.96 |
Income from Investment Operations | ||||||||||
Net investment income (loss) A,B | .161 | .173 | .192 | .205 | .187 | |||||
Net realized and unrealized gain (loss) | (.680) | .230 | .070 | .521 | (.191) | |||||
Total from investment operations | (.519) | .403 | .262 | .726 | (.004) | |||||
Distributions from net investment income | (.161) | (.173) | (.192) | (.206) | (.186) | |||||
Total distributions | (.161) | (.173) | (.192) | (.206) | (.186) | |||||
Net asset value, end of period | $ | 9.91 | $ | 10.59 | $ | 10.36 | $ | 10.29 | $ | 9.77 |
Total Return C | (4.95)% | 3.91% | 2.57% | 7.52% | (.04)% | |||||
Ratios to Average Net Assets B,D,E | ||||||||||
Expenses before reductions | .40% | .40% | .40% | .40% | .40% | |||||
Expenses net of fee waivers, if any | .40% | .40% | .40% | .40% | .40% | |||||
Expenses net of all reductions | .40% | .40% | .40% | .40% | .40% | |||||
Net investment income (loss) | 1.56% | 1.64% | 1.86% | 2.06% | 1.90% | |||||
Supplemental Data | ||||||||||
Net assets, end of period (000 omitted) | $ | 5,284 | $ | 5,827 | $ | 5,512 | $ | 4,727 | $ | 3,794 |
Portfolio turnover rate F | 7% | 6% | 23% | 17% | 44% |
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio A |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% |
Tax cost | Gross unrealized appreciation | Gross unrealized depreciation | Net unrealized appreciation (depreciation) | |
Fidelity Municipal Income 2023 Fund. | $58,992,431 | $161,762 | $(208,900) | $(47,138) |
Fidelity Municipal Income 2025 Fund. | 24,556,220 | 35,258 | (490,372) | (455,114) |
Undistributed tax-exempt income | Undistributed ordinary income | Undistributed long-term capital gain | Capital loss carryforward | Net unrealized appreciation (depreciation) on securities and other investments | |
Fidelity Municipal Income 2023 Fund. | $- | $- | $- | $(6,904) | $(47,138) |
Fidelity Municipal Income 2025 Fund. | 3 | - | - | (71,998) | (455,114) |
Short-term | Long-term | Total capital loss carryforward | |
Fidelity Municipal Income 2023 Fund. | $(6,904) | $(-) | $ (6,904) |
Fidelity Municipal Income 2025 Fund. | (71,998) | (-) | (71,998) |
June 30, 2022 | |
Tax-Exempt Income | |
Fidelity Municipal Income 2023 Fund. | $670,143 |
Fidelity Municipal Income 2025 Fund. | 396,732 |
June 30, 2021 | |
Tax-Exempt Income | |
Fidelity Municipal Income 2023 Fund. | $662,941 |
Fidelity Municipal Income 2025 Fund. | 404,572 |
Purchases ($) | Sales ($) | |
Fidelity Municipal Income 2023 Fund | 14,016,501 | 3,922,011 |
Fidelity Municipal Income 2025 Fund | 1,803,162 | 1,793,244 |
Service Fee | Total Fees | Retained by FDC | |
Fidelity Municipal Income 2023 Fund | |||
Class A | .25% | $6,815 | $369 |
Fidelity Municipal Income 2025 Fund | |||
Class A | .25% | $8,621 | $6,919 |
Retained by FDC | |
Fidelity Municipal Income 2023 Fund | |
Class A | $30 |
Fidelity Municipal Income 2025 Fund | |
Class A | $- |
Amount | |
Fidelity Municipal Income 2023 Fund | |
Class A | $2,726 |
Municipal Income 2023 | 31,703 |
Class I | 13,389 |
$47,818 | |
Fidelity Municipal Income 2025 Fund | |
Class A | $3,448 |
Municipal Income 2025 | 16,953 |
Class I | 5,612 |
$26,013 |
Custodian credits | |
Fidelity Municipal Income 2023 Fund | $461 |
Fidelity Municipal Income 2025 Fund | 368 |
Year ended June 30, 2022 | Year ended June 30, 2021 | |
Fidelity Municipal Income 2023 Fund | ||
Distributions to shareholders | ||
Class A | $32,039 | $40,357 |
Municipal Income 2023 | 451,351 | 475,884 |
Class I | 186,753 | 146,700 |
Total | $670,143 | $662,941 |
Fidelity Municipal Income 2025 Fund | ||
Distributions to shareholders | ||
Class A | $45,144 | $49,560 |
Municipal Income 2025 | 264,122 | 261,362 |
Class I | 87,466 | 93,650 |
Total | $396,732 | $404,572 |
Shares | Shares | Dollars | Dollars | |
Year ended June 30, 2022 | Year ended June 30, 2021 | Year ended June 30, 2022 | Year ended June 30, 2021 | |
Fidelity Municipal Income 2023 Fund | ||||
Class A | ||||
Shares sold | 22,605 | 105,763 | $229,750 | $1,106,333 |
Reinvestment of distributions | 2,832 | 3,528 | 29,184 | 36,877 |
Shares redeemed | (60,697) | (66,998) | (629,335) | (700,367) |
Net increase (decrease) | (35,260) | 42,293 | $(370,401) | $442,843 |
Municipal Income 2023 | ||||
Shares sold | 680,872 | 1,328,494 | $6,989,240 | $13,892,171 |
Reinvestment of distributions | 29,357 | 30,145 | 302,416 | 315,086 |
Shares redeemed | (731,067) | (642,384) | (7,525,006) | (6,713,049) |
Net increase (decrease) | (20,838) | 716,255 | $(233,350) | $7,494,208 |
Class I | ||||
Shares sold | 1,729,592 | 340,053 | $17,640,853 | $3,557,928 |
Reinvestment of distributions | 17,265 | 12,561 | 177,025 | 131,306 |
Shares redeemed | (260,718) | (363,218) | (2,683,649) | (3,793,624) |
Net increase (decrease) | 1,486,139 | (10,604) | $15,134,229 | $(104,390) |
Fidelity Municipal Income 2025 Fund | ||||
Class A | ||||
Shares sold | 2,990 | 927 | $30,464 | $9,824 |
Reinvestment of distributions | 4,385 | 4,698 | 45,104 | 49,560 |
Shares redeemed | (8,522) | (9,423) | (88,903) | (99,841) |
Net increase (decrease) | (1,147) | (3,798) | $(13,335) | $(40,457) |
Municipal Income 2025 | ||||
Shares sold | 266,749 | 394,459 | $2,736,157 | $4,164,977 |
Reinvestment of distributions | 20,432 | 19,767 | 210,378 | 208,534 |
Shares redeemed | (308,148) | (205,912) | (3,140,427) | (2,173,882) |
Net increase (decrease) | (20,967) | 208,314 | $(193,892) | $2,199,629 |
Class I | ||||
Shares sold | 17,070 | 50,152 | $174,223 | $531,314 |
Reinvestment of distributions | 7,993 | 8,441 | 82,223 | 89,034 |
Shares redeemed | (41,851) | (40,779) | (427,114) | (429,290) |
Net increase (decrease) | (16,788) | 17,814 | $(170,668) | $191,058 |
Fund | Affiliated % |
Fidelity Municipal Income 2025 Fund | 44% |
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (January 1, 2022 to June 30, 2022). |
Annualized Expense Ratio- A | Beginning Account Value January 1, 2022 | Ending Account Value June 30, 2022 | Expenses Paid During Period- C January 1, 2022 to June 30, 2022 | |||||||
Fidelity® Municipal Income 2023 Fund | ||||||||||
Class A | .65% | |||||||||
Actual | $ 1,000 | $ 986.30 | $ 3.20 | |||||||
Hypothetical- B | $ 1,000 | $ 1,021.57 | $ 3.26 | |||||||
Fidelity® Municipal Income 2023 Fund | .40% | |||||||||
Actual | $ 1,000 | $ 987.60 | $ 1.97 | |||||||
Hypothetical- B | $ 1,000 | $ 1,022.81 | $ 2.01 | |||||||
Class I | .40% | |||||||||
Actual | $ 1,000 | $ 987.60 | $ 1.97 | |||||||
Hypothetical- B | $ 1,000 | $ 1,022.81 | $ 2.01 | |||||||
Fidelity® Municipal Income 2025 Fund | ||||||||||
Class A | .65% | |||||||||
Actual | $ 1,000 | $ 949.30 | $ 3.14 | |||||||
Hypothetical- B | $ 1,000 | $ 1,021.57 | $ 3.26 | |||||||
Fidelity® Municipal Income 2025 Fund | .40% | |||||||||
Actual | $ 1,000 | $ 950.50 | $ 1.93 | |||||||
Hypothetical- B | $ 1,000 | $ 1,022.81 | $ 2.01 | |||||||
Class I | .40% | |||||||||
Actual | $ 1,000 | $ 950.50 | $ 1.93 | |||||||
Hypothetical- B | $ 1,000 | $ 1,022.81 | $ 2.01 | |||||||
- Highly liquid investments - cash or convertible to cash within three business days or less
- Moderately liquid investments - convertible to cash in three to seven calendar days
- Less liquid investments - can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments - cannot be sold or disposed of within seven calendar days
Item 2.
Code of Ethics
As of the end of the period, June 30, 2022, Fidelity Salem Street Trust (the trust) has adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to its President and Treasurer and its Chief Financial Officer. A copy of the code of ethics is filed as an exhibit to this Form N-CSR.
Item 3.
Audit Committee Financial Expert
The Board of Trustees of the trust has determined that Elizabeth S. Acton is an audit committee financial expert, as defined in Item 3 of Form N-CSR. Ms. Acton is independent for purposes of Item 3 of Form N-CSR.
Item 4.
Principal Accountant Fees and Services
Fees and Services
The following table presents fees billed by Deloitte & Touche LLP, the member firms of Deloitte Touche Tohmatsu, and their respective affiliates (collectively, “Deloitte Entities”) in each of the last two fiscal years for services rendered to Fidelity Mid Cap Growth Index Fund, Fidelity Mid Cap Value Index Fund, Fidelity Municipal Income 2023 Fund and Fidelity Municipal Income 2025 Fund (the “Funds”):
Services Billed by Deloitte Entities
June 30, 2022 FeesA
Audit Fees | Audit-Related Fees | Tax Fees | All Other Fees | |
Fidelity Mid Cap Growth Index Fund | $38,800 | $- | $7,300 | $900 |
Fidelity Mid Cap Value Index Fund | $38,800 | $- | $7,300 | $900 |
Fidelity Municipal Income 2023 Fund | $35,600 | $- | $7,400 | $800 |
Fidelity Municipal Income 2025 Fund | $35,600 | $- | $7,600 | $800 |
June 30, 2021 FeesA
Audit Fees | Audit-Related Fees | Tax Fees | All Other Fees | |
Fidelity Mid Cap Growth Index Fund | $37,700 | $- | $6,900 | $900 |
Fidelity Mid Cap Value Index Fund | $34,700 | $- | $9,800 | $900 |
Fidelity Municipal Income 2023 Fund | $34,700 | $- | $7,200 | $900 |
Fidelity Municipal Income 2025 Fund | $34,700 | $- | $7,400 | $900 |
A Amounts may reflect rounding.
The following table presents fees billed by PricewaterhouseCoopers LLP (“PwC”) in each of the last two fiscal years for services rendered to Fidelity Municipal Bond Index Fund, Fidelity SAI Municipal Bond Index Fund, Fidelity Small Cap Growth Index Fund and Fidelity Small Cap Value Index Fund (the “Funds”):
Services Billed by PwC
June 30, 2022 FeesA
Audit Fees | Audit-Related Fees | Tax Fees | All Other Fees | |
Fidelity Municipal Bond Index Fund | $47,400 | $3,900 | $5,200 | $1,700 |
Fidelity SAI Municipal Bond Index Fund | $47,400 | $3,900 | $5,200 | $1,700 |
Fidelity Small Cap Growth Index Fund | $37,000 | $3,400 | $10,000 | $1,500 |
Fidelity Small Cap Value Index Fund | $38,100 | $3,500 | $9,900 | $1,500 |
June 30, 2021 FeesA
Audit Fees | Audit-Related Fees | Tax Fees | All Other Fees | |
Fidelity Municipal Bond Index Fund | $47,800 | $3,800 | $5,100 | $1,800 |
Fidelity SAI Municipal Bond Index Fund | $47,800 | $3,800 | $5,100 | $1,800 |
Fidelity Small Cap Growth Index Fund | $37,600 | $3,300 | $8,100 | $1,600 |
Fidelity Small Cap Value Index Fund | $40,300 | $3,300 | $8,700 | $1,600 |
A Amounts may reflect rounding.
The following table(s) present(s) fees billed by Deloitte Entities and PwC that were required to be approved by the Audit Committee for services that relate directly to the operations and financial reporting of the Fund(s) and that are rendered on behalf of
Fidelity Management & Research Company LLC ("FMR") and entities controlling, controlled by, or under common control with FMR (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser) that provide ongoing services to the Fund(s) (“Fund Service Providers”):
Services Billed by Deloitte Entities
June 30, 2022A | June 30, 2021A | |
Audit-Related Fees | $- | $- |
Tax Fees | $- | $- |
All Other Fees | $- | $- |
A Amounts may reflect rounding.
Services Billed by PwC
June 30, 2022A | June 30, 2021A | |
Audit-Related Fees | $7,914,600 | $9,015,700 |
Tax Fees | $353,200 | $14,300 |
All Other Fees | $- | $- |
A Amounts may reflect rounding.
“Audit-Related Fees” represent fees billed for assurance and related services that are reasonably related to the performance of the fund audit or the review of the fund's financial statements and that are not reported under Audit Fees.
“Tax Fees” represent fees billed for tax compliance, tax advice or tax planning that relate directly to the operations and financial reporting of the fund.
“All Other Fees” represent fees billed for services provided to the fund or Fund Service Provider, a significant portion of which are assurance related, that relate directly to the operations and financial reporting of the fund, excluding those services that are reported under Audit Fees, Audit-Related Fees or Tax Fees.
Assurance services must be performed by an independent public accountant.
* * *
The aggregate non-audit fees billed by Deloitte Entities and PwC for services rendered to the Fund(s), FMR (not including any sub-adviser whose role is primarily portfolio
management and is subcontracted with or overseen by another investment adviser), and any Fund Service Provider for each of the last two fiscal years of the Fund(s) are as follows:
Billed By | June 30, 2022A | June 30, 2021A |
Deloitte Entities | $491,000 | $564,600 |
PwC | $13,336,600 | $14,330,700 |
A Amounts may reflect rounding.
The trust's Audit Committee has considered non-audit services that were not pre-approved that were provided by Deloitte Entities and PwC to Fund Service Providers to be compatible with maintaining the independence of Deloitte Entities and PwC in its(their) audit of the Fund(s), taking into account representations from Deloitte Entities and PwC, in accordance with Public Company Accounting Oversight Board rules, regarding its independence from the Fund(s) and its(their) related entities and FMR’s review of the appropriateness and permissibility under applicable law of such non-audit services prior to their provision to the Fund(s) Service Providers.
Audit Committee Pre-Approval Policies and Procedures
The trust’s Audit Committee must pre-approve all audit and non-audit services provided by a fund’s independent registered public accounting firm relating to the operations or financial reporting of the fund. Prior to the commencement of any audit or non-audit services to a fund, the Audit Committee reviews the services to determine whether they are appropriate and permissible under applicable law.
The Audit Committee has adopted policies and procedures to, among other purposes, provide a framework for the Committee’s consideration of non-audit services by the audit firms that audit the Fidelity funds. The policies and procedures require that any non-audit service provided by a fund audit firm to a Fidelity fund and any non-audit service provided by a fund auditor to a Fund Service Provider that relates directly to the operations and financial reporting of a Fidelity fund (“Covered Service”) are subject to approval by the Audit Committee before such service is provided.
All Covered Services must be approved in advance of provision of the service either: (i) by formal resolution of the Audit Committee, or (ii) by oral or written approval of the service by the Chair of the Audit Committee (or if the Chair is unavailable, such other member of the Audit Committee as may be designated by the Chair to act in the Chair’s absence). The approval contemplated by (ii) above is permitted where the Treasurer determines that action on such an engagement is necessary before the next meeting of the Audit Committee.
Non-audit services provided by a fund audit firm to a Fund Service Provider that do not relate directly to the operations and financial reporting of a Fidelity fund are reported to the Audit Committee periodically.
Non-Audit Services Approved Pursuant to Rule 2-01(c)(7)(i)(C) and (ii) of Regulation S-X (“De Minimis Exception”)
There were no non-audit services approved or required to be approved by the Audit Committee pursuant to the De Minimis Exception during the Fund’s(s’) last two fiscal years relating to services provided to (i) the Fund(s) or (ii) any Fund Service Provider that relate directly to the operations and financial reporting of the Fund(s).
Item 5.
Audit Committee of Listed Registrants
Not applicable.
Item 6.
Investments
(a)
Not applicable.
(b)
Not applicable.
Item 7.
Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies
Not applicable.
Item 8.
Portfolio Managers of Closed-End Management Investment Companies
Not applicable.
Item 9.
Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers
Not applicable.
Item 10.
Submission of Matters to a Vote of Security Holders
There were no material changes to the procedures by which shareholders may recommend nominees to the trust’s Board of Trustees.
Item 11.
Controls and Procedures
(a)(i) The President and Treasurer and the Chief Financial Officer have concluded that the trust’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) provide reasonable assurances that material information relating to the trust is made known to them by the appropriate persons, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.
(a)(ii) There was no change in the trust’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the trust’s internal control over financial reporting.
Item 12.
Disclosure of Securities Lending Activities for Closed-End Management
Investment Companies
Not applicable.
Item 13.
Exhibits
(a) | (1) | Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH. |
(a) | (2) | |
(a) | (3) | Not applicable. |
(b) |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Fidelity Salem Street Trust
By: | /s/Laura M. Del Prato |
Laura M. Del Prato | |
President and Treasurer | |
Date: | August 19, 2022 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: | /s/Laura M. Del Prato |
Laura M. Del Prato | |
President and Treasurer | |
Date: | August 19, 2022 |
By: | /s/John J. Burke III |
John J. Burke III | |
Chief Financial Officer | |
Date: | August 19, 2022 |