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: 811-07175
Name of Registrant: | Vanguard Tax-Managed Funds |
Address of Registrant: | P.O. Box 2600 |
Valley Forge, PA 19482 |
Name and address of agent for service: | Anne E. Robinson, Esquire |
P.O. Box 876 | |
Valley Forge, PA 19482 |
Registrant’s telephone number, including area code: (610) 669-1000
Date of fiscal year end: December 31
Date of reporting period: January 1, 2021—June 30, 2021
Item 1: Reports to Shareholders
![](https://capedge.com/proxy/N-CSRS/0001104659-21-110143/img3c3d9b521.jpg)
Vanguard Tax-Managed Balanced Fund |
Vanguard Tax-Managed Capital Appreciation Fund |
Vanguard Tax-Managed Small-Cap Fund |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended June 30, 2021 | |||
Beginning Account Value 12/31/2020 | Ending Account Value 6/30/2021 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Tax-Managed Balanced Fund | $1,000.00 | $1,075.60 | $0.46 |
Tax-Managed Capital Appreciation Fund | |||
AdmiralTM Shares | $1,000.00 | $1,150.70 | $0.48 |
Institutional Shares | 1,000.00 | 1,150.80 | 0.32 |
Tax-Managed Small-Cap Fund | |||
Admiral Shares | $1,000.00 | $1,235.50 | $0.50 |
Institutional Shares | 1,000.00 | 1,235.70 | 0.33 |
Based on Hypothetical 5% Yearly Return | |||
Tax-Managed Balanced Fund | $1,000.00 | $1,024.35 | $0.45 |
Tax-Managed Capital Appreciation Fund | |||
Admiral Shares | $1,000.00 | $1,024.35 | $0.45 |
Institutional Shares | 1,000.00 | 1,024.50 | 0.30 |
Tax-Managed Small-Cap Fund | |||
Admiral Shares | $1,000.00 | $1,024.35 | $0.45 |
Institutional Shares | 1,000.00 | 1,024.50 | 0.30 |
Investment Exposure | |
Basic Materials | 0.6% |
Consumer Discretionary | 7.8 |
Consumer Staples | 2.3 |
Energy | 1.3 |
Financials | 5.2 |
Health Care | 5.9 |
Industrials | 6.9 |
Other | 0.8 |
Real Estate | 1.4 |
Technology | 13.2 |
Telecommunications | 1.5 |
Utilities | 1.2 |
Tax-Exempt Municipal Bonds | 51.9 |
Shares | Market Value• ($000) | ||||
Common Stocks (48.4%) | |||||
Basic Materials (0.6%) | |||||
Ecolab Inc. | 30,866 | 6,358 | |||
Air Products and Chemicals Inc. | 19,099 | 5,494 | |||
Freeport-McMoRan Inc. | 141,389 | 5,247 | |||
Newmont Corp. | 79,841 | 5,060 | |||
Element Solutions Inc. | 128,571 | 3,006 | |||
* | Alcoa Corp. | 70,034 | 2,580 | ||
Dow Inc. | 36,222 | 2,292 | |||
Celanese Corp. | 14,628 | 2,218 | |||
Albemarle Corp. | 10,400 | 1,752 | |||
International Flavors & Fragrances Inc. | 8,185 | 1,223 | |||
Fastenal Co. | 21,246 | 1,105 | |||
Nucor Corp. | 11,200 | 1,075 | |||
Reliance Steel & Aluminum Co. | 6,900 | 1,041 | |||
FMC Corp. | 9,098 | 984 | |||
Avery Dennison Corp. | 4,600 | 967 | |||
Eastman Chemical Co. | 7,819 | 913 | |||
Westlake Chemical Corp. | 9,894 | 891 | |||
CF Industries Holdings Inc. | 16,859 | 867 | |||
Scotts Miracle-Gro Co. | 4,442 | 853 | |||
Huntsman Corp. | 27,900 | 740 | |||
LyondellBasell Industries NV Class A | 5,638 | 580 | |||
Mosaic Co. | 18,068 | 577 | |||
Valvoline Inc. | 17,015 | 552 | |||
Ashland Global Holdings Inc. | 6,198 | 542 | |||
Timken Co. | 5,841 | 471 | |||
W R Grace & Co. | 6,600 | 456 | |||
Royal Gold Inc. | 3,900 | 445 | |||
NewMarket Corp. | 890 | 287 | |||
Steel Dynamics Inc. | 4,100 | 244 | |||
48,820 | |||||
Consumer Discretionary (7.9%) | |||||
* | Amazon.com Inc. | 41,024 | 141,129 | ||
* | Tesla Inc. | 68,115 | 46,298 | ||
Home Depot Inc. | 104,969 | 33,474 | |||
* | Walt Disney Co. | 178,123 | 31,309 | ||
* | Netflix Inc. | 42,251 | 22,317 | ||
NIKE Inc. Class B | 135,111 | 20,873 | |||
Walmart Inc. | 136,623 | 19,267 | |||
Costco Wholesale Corp. | 46,842 | 18,534 |
Shares | Market Value• ($000) | ||||
Lowe's Cos. Inc. | 76,412 | 14,822 | |||
McDonald's Corp. | 62,436 | 14,422 | |||
Starbucks Corp. | 113,970 | 12,743 | |||
Estee Lauder Cos. Inc. Class A | 33,569 | 10,678 | |||
Target Corp. | 41,325 | 9,990 | |||
* | Booking Holdings Inc. | 3,778 | 8,267 | ||
TJX Cos. Inc. | 106,628 | 7,189 | |||
Activision Blizzard Inc. | 69,615 | 6,644 | |||
* | Lululemon Athletica Inc. | 15,881 | 5,796 | ||
Dollar General Corp. | 25,991 | 5,624 | |||
* | O'Reilly Automotive Inc. | 9,503 | 5,381 | ||
* | Chipotle Mexican Grill Inc. | 3,292 | 5,104 | ||
eBay Inc. | 70,733 | 4,966 | |||
* | Under Armour Inc. Class A | 225,100 | 4,761 | ||
* | Copart Inc. | 35,413 | 4,668 | ||
* | Aptiv plc | 29,624 | 4,661 | ||
* | General Motors Co. | 76,101 | 4,503 | ||
Ross Stores Inc. | 35,144 | 4,358 | |||
* | Uber Technologies Inc. | 86,204 | 4,321 | ||
Lennar Corp. Class A | 39,160 | 3,891 | |||
* | AutoZone Inc. | 2,594 | 3,871 | ||
* | Marriott International Inc. Class A | 27,645 | 3,774 | ||
* | Spotify Technology SA | 13,409 | 3,695 | ||
* | Hilton Worldwide Holdings Inc. | 30,445 | 3,672 | ||
Yum! Brands Inc. | 31,728 | 3,650 | |||
* | CarMax Inc. | 26,265 | 3,392 | ||
* | Capri Holdings Ltd. | 59,100 | 3,380 | ||
Electronic Arts Inc. | 23,473 | 3,376 | |||
DR Horton Inc. | 37,302 | 3,371 | |||
* | Southwest Airlines Co. | 56,166 | 2,982 | ||
* | Wayfair Inc. Class A | 9,168 | 2,894 | ||
* | NVR Inc. | 569 | 2,830 | ||
ViacomCBS Inc. Class A | 57,617 | 2,792 | |||
* | Dollar Tree Inc. | 27,452 | 2,731 | ||
* | Norwegian Cruise Line Holdings Ltd. | 88,700 | 2,609 | ||
Best Buy Co. Inc. | 21,906 | 2,519 | |||
* | Burlington Stores Inc. | 7,603 | 2,448 | ||
MGM Resorts International | 57,046 | 2,433 | |||
Yum China Holdings Inc. | 35,756 | 2,369 | |||
Tractor Supply Co. | 12,514 | 2,328 | |||
* | Etsy Inc. | 10,995 | 2,263 | ||
* | Delta Air Lines Inc. | 52,100 | 2,254 | ||
Advance Auto Parts Inc. | 10,965 | 2,249 |
Shares | Market Value• ($000) | ||||
* | Ford Motor Co. | 150,000 | 2,229 | ||
VF Corp. | 26,400 | 2,166 | |||
* | Ulta Beauty Inc. | 5,996 | 2,073 | ||
* | Lyft Inc. Class A | 32,900 | 1,990 | ||
Domino's Pizza Inc. | 4,261 | 1,988 | |||
* | United Airlines Holdings Inc. | 37,444 | 1,958 | ||
* | Live Nation Entertainment Inc. | 22,245 | 1,948 | ||
Lear Corp. | 10,522 | 1,844 | |||
* | Expedia Group Inc. | 11,209 | 1,835 | ||
* | LKQ Corp. | 36,460 | 1,795 | ||
* | JetBlue Airways Corp. | 104,908 | 1,760 | ||
AMERCO | 2,887 | 1,702 | |||
* | Trade Desk Inc. Class A | 21,690 | 1,678 | ||
* | Under Armour Inc. Class C | 89,592 | 1,664 | ||
News Corp. Class A | 62,267 | 1,605 | |||
* | AutoNation Inc. | 16,312 | 1,547 | ||
* | PVH Corp. | 14,290 | 1,537 | ||
* | Take-Two Interactive Software Inc. | 8,365 | 1,481 | ||
* | Discovery Inc. Class C | 50,858 | 1,474 | ||
* | Floor & Decor Holdings Inc. Class A | 13,773 | 1,456 | ||
Tempur Sealy International Inc. | 37,140 | 1,455 | |||
Sirius XM Holdings Inc. | 219,780 | 1,437 | |||
* | Skechers USA Inc. Class A | 28,459 | 1,418 | ||
PulteGroup Inc. | 25,300 | 1,381 | |||
Toll Brothers Inc. | 22,801 | 1,318 | |||
* | American Airlines Group Inc. | 61,900 | 1,313 | ||
Gentex Corp. | 39,660 | 1,312 | |||
Garmin Ltd. | 8,970 | 1,297 | |||
* | GameStop Corp. Class A | 5,700 | 1,221 | ||
* | Carvana Co. | 4,031 | 1,217 | ||
Qurate Retail Inc. Class A | 91,418 | 1,197 | |||
* | Peloton Interactive Inc. Class A | 9,300 | 1,153 | ||
* | DraftKings Inc. Class A | 21,900 | 1,142 | ||
Williams-Sonoma Inc. | 7,089 | 1,132 | |||
Thor Industries Inc. | 9,533 | 1,077 | |||
Service Corp. International | 19,876 | 1,065 | |||
* | Liberty Media Corp.-Liberty Formula One Class C | 21,777 | 1,050 | ||
ViacomCBS Inc. Class B | 22,673 | 1,025 | |||
* | Five Below Inc. | 5,244 | 1,013 | ||
* | IAA Inc. | 17,878 | 975 | ||
* | Ollie's Bargain Outlet Holdings Inc. | 10,849 | 913 | ||
* | frontdoor Inc. | 17,660 | 880 | ||
Dick's Sporting Goods Inc. | 8,512 | 853 | |||
BorgWarner Inc. | 17,234 | 836 | |||
* | Wynn Resorts Ltd. | 6,599 | 807 | ||
Rollins Inc. | 23,436 | 801 | |||
* | Carnival Corp. | 29,800 | 785 | ||
* | Terminix Global Holdings Inc. | 16,325 | 779 | ||
* | Royal Caribbean Cruises Ltd. | 8,832 | 753 | ||
* | TripAdvisor Inc. | 17,991 | 725 | ||
Whirlpool Corp. | 3,182 | 694 | |||
* | Planet Fitness Inc. Class A | 8,000 | 602 |
Shares | Market Value• ($000) | ||||
* | Liberty Media Corp.-Liberty SiriusXM Class A | 12,657 | 590 | ||
Wendy's Co. | 24,919 | 584 | |||
Pool Corp. | 1,184 | 543 | |||
Aramark | 13,199 | 492 | |||
* | Madison Square Garden Sports Corp. | 2,748 | 474 | ||
Lennar Corp. Class B | 5,464 | 445 | |||
Fox Corp. Class B | 12,100 | 426 | |||
* | Vail Resorts Inc. | 1,300 | 411 | ||
New York Times Co. Class A | 8,914 | 388 | |||
Ralph Lauren Corp. | 3,073 | 362 | |||
* | Zynga Inc. Class A | 32,100 | 341 | ||
* | Grand Canyon Education Inc. | 3,737 | 336 | ||
* | QuantumScape Corp. Class A | 11,400 | 334 | ||
* | Mattel Inc. | 15,775 | 317 | ||
* | Bright Horizons Family Solutions Inc. | 1,766 | 260 | ||
* | Hyatt Hotels Corp. Class A | 3,344 | 260 | ||
Foot Locker Inc. | 3,866 | 238 | |||
* | Liberty Media Corp.-Liberty Formula One Class A | 5,563 | 237 | ||
Columbia Sportswear Co. | 1,683 | 165 | |||
Hasbro Inc. | 1,600 | 151 | |||
Darden Restaurants Inc. | 880 | 128 | |||
Hanesbrands Inc. | 6,700 | 125 | |||
Nexstar Media Group Inc. Class A | 800 | 118 | |||
* | Copa Holdings SA Class A | 1,462 | 110 | ||
Harley-Davidson Inc. | 2,200 | 101 | |||
Wyndham Hotels & Resorts Inc. | 1,038 | 75 | |||
* | Airbnb Inc. Class A | 419 | 64 | ||
Choice Hotels International Inc. | 444 | 53 | |||
* | ROBLOX Corp. Class A | 364 | 33 | ||
* | Endeavor Group Holdings Inc. Class A | 114 | 3 | ||
621,392 | |||||
Consumer Staples (2.3%) | |||||
Procter & Gamble Co. | 240,351 | 32,431 | |||
PepsiCo Inc. | 132,297 | 19,602 | |||
Coca-Cola Co. | 344,600 | 18,646 | |||
CVS Health Corp. | 117,445 | 9,800 | |||
Mondelez International Inc. Class A | 148,388 | 9,265 | |||
Kellogg Co. | 92,701 | 5,963 | |||
* | Monster Beverage Corp. | 65,123 | 5,949 | ||
Philip Morris International Inc. | 58,903 | 5,838 | |||
Kroger Co. | 146,534 | 5,614 | |||
Colgate-Palmolive Co. | 59,637 | 4,851 | |||
Constellation Brands Inc. Class A | 18,326 | 4,286 | |||
Kimberly-Clark Corp. | 28,821 | 3,856 | |||
Clorox Co. | 19,218 | 3,458 | |||
Walgreens Boots Alliance Inc. | 64,118 | 3,373 | |||
Corteva Inc. | 75,255 | 3,338 |
Shares | Market Value• ($000) | ||||
Archer-Daniels-Midland Co. | 51,573 | 3,125 | |||
Sysco Corp. | 38,967 | 3,030 | |||
McKesson Corp. | 15,695 | 3,002 | |||
General Mills Inc. | 48,414 | 2,950 | |||
McCormick & Co. Inc. (Non-Voting) | 30,070 | 2,656 | |||
Church & Dwight Co. Inc. | 30,778 | 2,623 | |||
Hershey Co. | 14,203 | 2,474 | |||
Brown-Forman Corp. Class B | 30,438 | 2,281 | |||
Tyson Foods Inc. Class A | 30,613 | 2,258 | |||
* | Herbalife Nutrition Ltd. | 40,333 | 2,127 | ||
Altria Group Inc. | 37,080 | 1,768 | |||
* | Beyond Meat Inc. | 10,742 | 1,692 | ||
AmerisourceBergen Corp. | 14,106 | 1,615 | |||
J M Smucker Co. | 11,951 | 1,548 | |||
Conagra Brands Inc. | 38,018 | 1,383 | |||
* | Hain Celestial Group Inc. | 31,228 | 1,253 | ||
Hormel Foods Corp. | 22,584 | 1,078 | |||
* | Post Holdings Inc. | 9,905 | 1,074 | ||
* | US Foods Holding Corp. | 27,376 | 1,050 | ||
Lamb Weston Holdings Inc. | 12,659 | 1,021 | |||
Brown-Forman Corp. Class A | 10,274 | 724 | |||
Casey's General Stores Inc. | 3,314 | 645 | |||
Keurig Dr Pepper Inc. | 18,093 | 638 | |||
Ingredion Inc. | 6,341 | 574 | |||
Kraft Heinz Co. | 11,229 | 458 | |||
* | Grocery Outlet Holding Corp. | 11,400 | 395 | ||
Reynolds Consumer Products Inc. | 12,100 | 367 | |||
Seaboard Corp. | 93 | 360 | |||
Campbell Soup Co. | 7,400 | 337 | |||
* | Molson Coors Beverage Co. Class B | 700 | 38 | ||
Energizer Holdings Inc. | 726 | 31 | |||
180,845 | |||||
Energy (1.3%) | |||||
Exxon Mobil Corp. | 289,978 | 18,292 | |||
Chevron Corp. | 135,342 | 14,176 | |||
ConocoPhillips | 108,540 | 6,610 | |||
Devon Energy Corp. | 214,218 | 6,253 | |||
Continental Resources Inc. | 119,715 | 4,553 | |||
EOG Resources Inc. | 41,056 | 3,426 | |||
Marathon Oil Corp. | 225,300 | 3,069 | |||
Marathon Petroleum Corp. | 48,458 | 2,928 | |||
Schlumberger NV | 90,000 | 2,881 | |||
Diamondback Energy Inc. | 29,914 | 2,809 | |||
Occidental Petroleum Corp. | 88,690 | 2,773 | |||
* | Cheniere Energy Inc. | 31,747 | 2,754 | ||
Phillips 66 | 31,975 | 2,744 | |||
Pioneer Natural Resources Co. | 15,691 | 2,550 | |||
* | ChampionX Corp. | 99,308 | 2,547 | ||
Hess Corp. | 25,949 | 2,266 | |||
Valero Energy Corp. | 28,900 | 2,256 | |||
Halliburton Co. | 87,730 | 2,028 |
Shares | Market Value• ($000) | ||||
Antero Midstream Corp. | 191,214 | 1,987 | |||
* | Range Resources Corp. | 99,510 | 1,668 | ||
* | First Solar Inc. | 17,966 | 1,626 | ||
* | EQT Corp. | 72,232 | 1,608 | ||
ONEOK Inc. | 28,464 | 1,584 | |||
Murphy Oil Corp. | 59,729 | 1,390 | |||
* | Plug Power Inc. | 36,300 | 1,241 | ||
Baker Hughes Co. | 53,447 | 1,222 | |||
* | Enphase Energy Inc. | 5,500 | 1,010 | ||
Williams Cos. Inc. | 36,405 | 966 | |||
Cabot Oil & Gas Corp. | 40,790 | 712 | |||
Cimarex Energy Co. | 9,486 | 687 | |||
Kinder Morgan Inc. | 33,300 | 607 | |||
HollyFrontier Corp. | 17,892 | 589 | |||
Targa Resources Corp. | 12,000 | 533 | |||
APA Corp. | 20,000 | 433 | |||
* | NOV Inc. | 28,200 | 432 | ||
* | ChargePoint Holdings Inc. | 9,100 | 316 | ||
103,526 | |||||
Financials (5.2%) | |||||
* | Berkshire Hathaway Inc. Class B | 191,481 | 53,216 | ||
JPMorgan Chase & Co. | 287,472 | 44,713 | |||
Bank of America Corp. | 797,988 | 32,901 | |||
Wells Fargo & Co. | 299,159 | 13,549 | |||
Citigroup Inc. | 188,000 | 13,301 | |||
Morgan Stanley | 142,641 | 13,079 | |||
Goldman Sachs Group Inc. | 31,593 | 11,991 | |||
S&P Global Inc. | 26,017 | 10,679 | |||
BlackRock Inc. | 10,561 | 9,241 | |||
Charles Schwab Corp. | 122,499 | 8,919 | |||
* | SVB Financial Group | 14,756 | 8,211 | ||
PNC Financial Services Group Inc. | 37,095 | 7,076 | |||
Marsh & McLennan Cos. Inc. | 49,821 | 7,009 | |||
Aon plc Class A | 27,728 | 6,620 | |||
MFA Financial Inc. | 1,400,283 | 6,427 | |||
Progressive Corp. | 64,645 | 6,349 | |||
Chubb Ltd. | 39,599 | 6,294 | |||
Truist Financial Corp. | 109,424 | 6,073 | |||
Moody's Corp. | 16,498 | 5,978 | |||
Intercontinental Exchange Inc. | 50,126 | 5,950 | |||
US Bancorp | 101,700 | 5,794 | |||
First Republic Bank | 30,426 | 5,695 | |||
Sterling Bancorp | 220,858 | 5,475 | |||
CME Group Inc. | 24,318 | 5,172 | |||
MSCI Inc. | 8,302 | 4,426 | |||
Pinnacle Financial Partners Inc. | 48,700 | 4,300 | |||
Allstate Corp. | 28,622 | 3,733 | |||
* | Lemonade Inc. | 32,800 | 3,589 | ||
Bank of New York Mellon Corp. | 67,629 | 3,465 | |||
Aflac Inc. | 57,474 | 3,084 | |||
MetLife Inc. | 50,516 | 3,023 | |||
Travelers Cos. Inc. | 20,181 | 3,021 | |||
First Citizens BancShares Inc. Class A | 3,400 | 2,831 | |||
Discover Financial Services | 23,903 | 2,828 | |||
Willis Towers Watson plc | 11,000 | 2,530 |
Shares | Market Value• ($000) | ||||
* | Markel Corp. | 2,130 | 2,528 | ||
* | Arch Capital Group Ltd. | 63,827 | 2,485 | ||
Ameriprise Financial Inc. | 9,883 | 2,460 | |||
* | Brighthouse Financial Inc. | 52,982 | 2,413 | ||
T. Rowe Price Group Inc. | 12,074 | 2,390 | |||
State Street Corp. | 26,969 | 2,219 | |||
American International Group Inc. | 44,900 | 2,137 | |||
Assured Guaranty Ltd. | 43,927 | 2,086 | |||
* | Opendoor Technologies Inc. | 113,100 | 2,005 | ||
Hartford Financial Services Group Inc. | 31,442 | 1,949 | |||
Fifth Third Bancorp | 50,575 | 1,934 | |||
Ally Financial Inc. | 35,254 | 1,757 | |||
East West Bancorp Inc. | 23,855 | 1,710 | |||
Zions Bancorp NA | 30,699 | 1,623 | |||
Arthur J Gallagher & Co. | 10,997 | 1,540 | |||
Globe Life Inc. | 15,679 | 1,493 | |||
Wintrust Financial Corp. | 19,700 | 1,490 | |||
* | Alleghany Corp. | 2,233 | 1,490 | ||
Raymond James Financial Inc. | 11,434 | 1,485 | |||
W R Berkley Corp. | 19,249 | 1,433 | |||
FactSet Research Systems Inc. | 4,244 | 1,424 | |||
Nasdaq Inc. | 8,023 | 1,410 | |||
Brown & Brown Inc. | 26,238 | 1,394 | |||
Voya Financial Inc. | 22,512 | 1,385 | |||
Regions Financial Corp. | 66,902 | 1,350 | |||
Reinsurance Group of America Inc. | 11,595 | 1,322 | |||
MarketAxess Holdings Inc. | 2,731 | 1,266 | |||
KeyCorp | 57,018 | 1,177 | |||
Prudential Financial Inc. | 11,212 | 1,149 | |||
Broadridge Financial Solutions Inc. | 6,831 | 1,103 | |||
Citizens Financial Group Inc. | 23,643 | 1,085 | |||
Lincoln National Corp. | 16,530 | 1,039 | |||
* | Credit Acceptance Corp. | 2,161 | 981 | ||
UWM Holdings Corp. | 112,800 | 953 | |||
Cboe Global Markets Inc. | 7,925 | 944 | |||
Hanover Insurance Group Inc. | 6,939 | 941 | |||
Assurant Inc. | 5,942 | 928 | |||
Commerce Bancshares Inc. | 12,342 | 920 | |||
* | Athene Holding Ltd. Class A | 13,120 | 886 | ||
Western Alliance Bancorp | 9,230 | 857 | |||
Santander Consumer USA Holdings Inc. | 23,585 | 857 | |||
Cincinnati Financial Corp. | 7,091 | 827 | |||
Popular Inc. | 10,841 | 814 | |||
Northern Trust Corp. | 6,972 | 806 | |||
Jefferies Financial Group Inc. | 21,416 | 732 | |||
RenaissanceRe Holdings Ltd. | 4,651 | 692 | |||
Everest Re Group Ltd. | 2,700 | 680 | |||
M&T Bank Corp. | 4,300 | 625 | |||
SEI Investments Co. | 9,913 | 614 |
Shares | Market Value• ($000) | ||||
Huntington Bancshares Inc. | 42,792 | 611 | |||
White Mountains Insurance Group Ltd. | 498 | 572 | |||
Signature Bank | 2,248 | 552 | |||
LPL Financial Holdings Inc. | 4,000 | 540 | |||
Morningstar Inc. | 1,882 | 484 | |||
MGIC Investment Corp. | 35,128 | 478 | |||
CNA Financial Corp. | 8,693 | 395 | |||
BOK Financial Corp. | 4,040 | 350 | |||
Primerica Inc. | 2,200 | 337 | |||
Interactive Brokers Group Inc. Class A | 4,420 | 291 | |||
Synovus Financial Corp. | 6,525 | 286 | |||
Equitable Holdings Inc. | 9,264 | 282 | |||
Bank OZK | 6,200 | 261 | |||
OneMain Holdings Inc. | 4,339 | 260 | |||
New York Community Bancorp Inc. | 22,000 | 242 | |||
Rocket Cos. Inc. Class A | 11,600 | 225 | |||
Unum Group | 6,127 | 174 | |||
Erie Indemnity Co. Class A | 872 | 169 | |||
Kemper Corp. | 2,200 | 163 | |||
* | Upstart Holdings Inc. | 1,300 | 162 | ||
SLM Corp. | 6,800 | 142 | |||
American Financial Group Inc. | 972 | 121 | |||
* | Coinbase Global Inc. Class A | 391 | 99 | ||
First Horizon Corp. | 3,430 | 59 | |||
Franklin Resources Inc. | 1,525 | 49 | |||
Affiliated Managers Group Inc. | 184 | 28 | |||
411,662 | |||||
Health Care (5.9%) | |||||
UnitedHealth Group Inc. | 92,396 | 36,999 | |||
Johnson & Johnson | 206,714 | 34,054 | |||
Thermo Fisher Scientific Inc. | 42,487 | 21,433 | |||
Pfizer Inc. | 508,307 | 19,905 | |||
Abbott Laboratories | 164,134 | 19,028 | |||
Eli Lilly & Co. | 82,098 | 18,843 | |||
Danaher Corp. | 65,315 | 17,528 | |||
Merck & Co. Inc. | 214,721 | 16,699 | |||
Medtronic plc | 122,867 | 15,251 | |||
AbbVie Inc. | 121,396 | 13,674 | |||
Amgen Inc. | 52,569 | 12,814 | |||
* | Intuitive Surgical Inc. | 12,578 | 11,567 | ||
Zoetis Inc. Class A | 52,768 | 9,834 | |||
Cigna Corp. | 40,282 | 9,550 | |||
Bristol-Myers Squibb Co. | 134,884 | 9,013 | |||
Anthem Inc. | 23,239 | 8,873 | |||
Stryker Corp. | 30,849 | 8,012 | |||
* | IDEXX Laboratories Inc. | 12,149 | 7,673 | ||
Gilead Sciences Inc. | 99,635 | 6,861 | |||
* | Edwards Lifesciences Corp. | 66,234 | 6,860 | ||
* | Illumina Inc. | 14,310 | 6,772 | ||
* | Moderna Inc. | 28,603 | 6,721 | ||
Humana Inc. | 13,882 | 6,146 | |||
* | Biogen Inc. | 16,989 | 5,883 | ||
HCA Healthcare Inc. | 27,941 | 5,777 |
Shares | Market Value• ($000) | ||||
* | IQVIA Holdings Inc. | 23,471 | 5,688 | ||
* | Align Technology Inc. | 8,178 | 4,997 | ||
* | Vertex Pharmaceuticals Inc. | 23,758 | 4,790 | ||
Becton Dickinson & Co. | 19,412 | 4,721 | |||
* | Laboratory Corp. of America Holdings | 16,697 | 4,606 | ||
* | Boston Scientific Corp. | 107,673 | 4,604 | ||
* | Regeneron Pharmaceuticals Inc. | 8,203 | 4,582 | ||
Agilent Technologies Inc. | 29,707 | 4,391 | |||
* | Alexion Pharmaceuticals Inc. | 20,349 | 3,738 | ||
Baxter International Inc. | 42,800 | 3,445 | |||
* | Dexcom Inc. | 7,279 | 3,108 | ||
* | Charles River Laboratories International Inc. | 8,059 | 2,981 | ||
* | Catalent Inc. | 27,491 | 2,972 | ||
Zimmer Biomet Holdings Inc. | 18,070 | 2,906 | |||
ResMed Inc. | 11,300 | 2,786 | |||
* | Veeva Systems Inc. Class A | 8,933 | 2,778 | ||
* | Acadia Healthcare Co. Inc. | 43,032 | 2,700 | ||
Bio-Techne Corp. | 4,831 | 2,175 | |||
* | Centene Corp. | 29,674 | 2,164 | ||
* | Bio-Rad Laboratories Inc. Class A | 3,202 | 2,063 | ||
* | DaVita Inc. | 17,119 | 2,062 | ||
* | Teladoc Health Inc. | 12,300 | 2,045 | ||
PerkinElmer Inc. | 13,223 | 2,042 | |||
Cooper Cos. Inc. | 5,136 | 2,035 | |||
* | Hologic Inc. | 29,853 | 1,992 | ||
* | Novavax Inc. | 8,800 | 1,868 | ||
STERIS plc | 8,945 | 1,845 | |||
* | Exact Sciences Corp. | 14,418 | 1,792 | ||
* | Molina Healthcare Inc. | 7,010 | 1,774 | ||
* | Elanco Animal Health Inc. | 49,626 | 1,722 | ||
* | Sage Therapeutics Inc. | 30,100 | 1,710 | ||
* | Seagen Inc. | 10,763 | 1,699 | ||
Quest Diagnostics Inc. | 12,819 | 1,692 | |||
* | Horizon Therapeutics plc | 17,602 | 1,648 | ||
Teleflex Inc. | 3,932 | 1,580 | |||
West Pharmaceutical Services Inc. | 4,202 | 1,509 | |||
* | Envista Holdings Corp. | 34,520 | 1,492 | ||
* | Jazz Pharmaceuticals plc | 8,039 | 1,428 | ||
* | ABIOMED Inc. | 4,438 | 1,385 | ||
Universal Health Services Inc. Class B | 9,109 | 1,334 | |||
* | Alnylam Pharmaceuticals Inc. | 7,820 | 1,326 | ||
* | Iovance Biotherapeutics Inc. | 47,200 | 1,228 | ||
DENTSPLY SIRONA Inc. | 18,983 | 1,201 | |||
* | Masimo Corp. | 4,949 | 1,200 | ||
* | Sarepta Therapeutics Inc. | 14,700 | 1,143 | ||
* | Penumbra Inc. | 4,163 | 1,141 | ||
* | QIAGEN NV | 23,457 | 1,135 | ||
* | Insulet Corp. | 3,622 | 994 | ||
Hill-Rom Holdings Inc. | 8,722 | 991 | |||
* | Quidel Corp. | 7,200 | 922 | ||
* | Nektar Therapeutics | 53,100 | 911 |
Shares | Market Value• ($000) | ||||
* | Neurocrine Biosciences Inc. | 8,264 | 804 | ||
Viatris Inc. | 53,860 | 770 | |||
* | PPD Inc. | 16,500 | 760 | ||
* | Ionis Pharmaceuticals Inc. | 17,288 | 690 | ||
* | Organon & Co. | 21,472 | 650 | ||
* | Mirati Therapeutics Inc. | 4,000 | 646 | ||
Cerner Corp. | 8,193 | 640 | |||
Chemed Corp. | 1,300 | 617 | |||
* | Exelixis Inc. | 27,903 | 508 | ||
Cardinal Health Inc. | 8,345 | 476 | |||
* | United Therapeutics Corp. | 2,593 | 465 | ||
Premier Inc. Class A | 12,944 | 450 | |||
* | Incyte Corp. | 5,200 | 437 | ||
* | Avantor Inc. | 10,252 | 364 | ||
* | Guardant Health Inc. | 2,538 | 315 | ||
* | BioMarin Pharmaceutical Inc. | 3,200 | 267 | ||
* | Adaptive Biotechnologies Corp. | 6,500 | 266 | ||
* | Integra LifeSciences Holdings Corp. | 3,189 | 218 | ||
Encompass Health Corp. | 2,416 | 189 | |||
* | CureVac NV | 2,100 | 154 | ||
Bruker Corp. | 1,500 | 114 | |||
* | GoodRx Holdings Inc. Class A | 74 | 3 | ||
464,614 | |||||
Industrials (7.0%) | |||||
Visa Inc. Class A | 165,796 | 38,766 | |||
* | PayPal Holdings Inc. | 125,347 | 36,536 | ||
Mastercard Inc. Class A | 87,886 | 32,086 | |||
Accenture plc Class A | 58,776 | 17,327 | |||
Honeywell International Inc. | 69,897 | 15,332 | |||
Union Pacific Corp. | 64,593 | 14,206 | |||
* | Boeing Co. | 48,266 | 11,563 | ||
Deere & Co. | 32,002 | 11,287 | |||
Capital One Financial Corp. | 72,192 | 11,167 | |||
United Parcel Service Inc. Class B | 52,034 | 10,822 | |||
American Express Co. | 63,198 | 10,442 | |||
3M Co. | 50,985 | 10,127 | |||
Caterpillar Inc. | 45,524 | 9,907 | |||
* | Square Inc. Class A | 39,008 | 9,510 | ||
General Electric Co. | 672,438 | 9,051 | |||
Raytheon Technologies Corp. | 103,888 | 8,863 | |||
Lockheed Martin Corp. | 21,492 | 8,132 | |||
Sherwin-Williams Co. | 29,142 | 7,940 | |||
CSX Corp. | 239,766 | 7,692 | |||
* | Fiserv Inc. | 71,839 | 7,679 | ||
Fidelity National Information Services Inc. | 51,938 | 7,358 | |||
Norfolk Southern Corp. | 24,666 | 6,547 | |||
Automatic Data Processing Inc. | 31,334 | 6,224 | |||
AMETEK Inc. | 46,011 | 6,142 | |||
Global Payments Inc. | 32,231 | 6,045 | |||
FedEx Corp. | 19,930 | 5,946 | |||
Illinois Tool Works Inc. | 26,375 | 5,896 | |||
IHS Markit Ltd. | 44,814 | 5,049 |
Shares | Market Value• ($000) | ||||
Eaton Corp. plc | 31,645 | 4,689 | |||
Emerson Electric Co. | 47,090 | 4,532 | |||
Vulcan Materials Co. | 25,110 | 4,371 | |||
* | Mettler-Toledo International Inc. | 3,121 | 4,324 | ||
* | TransDigm Group Inc. | 6,285 | 4,068 | ||
Cintas Corp. | 10,373 | 3,962 | |||
Trane Technologies plc | 21,310 | 3,924 | |||
PPG Industries Inc. | 22,949 | 3,896 | |||
* | United Rentals Inc. | 12,074 | 3,852 | ||
Northrop Grumman Corp. | 10,446 | 3,796 | |||
Martin Marietta Materials Inc. | 10,626 | 3,738 | |||
* | Mohawk Industries Inc. | 19,372 | 3,723 | ||
Carrier Global Corp. | 74,958 | 3,643 | |||
* | Howmet Aerospace Inc. | 105,166 | 3,625 | ||
* | Middleby Corp. | 20,834 | 3,610 | ||
* | Keysight Technologies Inc. | 21,308 | 3,290 | ||
Fortive Corp. | 45,701 | 3,187 | |||
* | Teledyne Technologies Inc. | 7,464 | 3,126 | ||
Rockwell Automation Inc. | 10,862 | 3,107 | |||
Equifax Inc. | 12,823 | 3,071 | |||
* | Zebra Technologies Corp. Class A | 5,716 | 3,027 | ||
Xylem Inc. | 25,125 | 3,014 | |||
DuPont de Nemours Inc. | 38,914 | 3,012 | |||
Ball Corp. | 37,125 | 3,008 | |||
L3Harris Technologies Inc. | 13,517 | 2,922 | |||
Parker-Hannifin Corp. | 9,302 | 2,857 | |||
* | Berry Global Group Inc. | 43,393 | 2,830 | ||
Quanta Services Inc. | 30,093 | 2,726 | |||
* | Waters Corp. | 7,833 | 2,707 | ||
Eagle Materials Inc. | 18,979 | 2,697 | |||
PACCAR Inc. | 28,448 | 2,539 | |||
Textron Inc. | 36,284 | 2,495 | |||
Otis Worldwide Corp. | 30,224 | 2,471 | |||
General Dynamics Corp. | 13,091 | 2,465 | |||
* | Trimble Inc. | 30,037 | 2,458 | ||
Old Dominion Freight Line Inc. | 9,621 | 2,442 | |||
Crown Holdings Inc. | 23,861 | 2,439 | |||
Stanley Black & Decker Inc. | 11,796 | 2,418 | |||
* | Ingersoll Rand Inc. | 48,482 | 2,366 | ||
Verisk Analytics Inc. | 13,447 | 2,349 | |||
IDEX Corp. | 10,462 | 2,302 | |||
* | AECOM | 35,745 | 2,263 | ||
TransUnion | 19,883 | 2,183 | |||
* | Virgin Galactic Holdings Inc. | 46,900 | 2,157 | ||
Kansas City Southern | 7,571 | 2,145 | |||
Cummins Inc. | 8,721 | 2,126 | |||
* | Colfax Corp. | 46,190 | 2,116 | ||
HEICO Corp. Class A | 17,003 | 2,111 | |||
Jacobs Engineering Group Inc. | 15,658 | 2,089 | |||
Fortune Brands Home & Security Inc. | 20,487 | 2,041 | |||
Synchrony Financial | 41,089 | 1,994 | |||
* | FleetCor Technologies Inc. | 7,468 | 1,912 | ||
Nordson Corp. | 8,492 | 1,864 | |||
A O Smith Corp. | 25,732 | 1,854 | |||
AGCO Corp. | 13,710 | 1,788 |
Shares | Market Value• ($000) | ||||
Johnson Controls International plc | 25,378 | 1,742 | |||
Allegion plc | 12,151 | 1,693 | |||
ITT Inc. | 18,189 | 1,666 | |||
Lennox International Inc. | 4,681 | 1,642 | |||
* | Kirby Corp. | 27,000 | 1,637 | ||
* | XPO Logistics Inc. | 11,342 | 1,587 | ||
Masco Corp. | 26,716 | 1,574 | |||
Oshkosh Corp. | 12,558 | 1,565 | |||
Carlisle Cos. Inc. | 7,633 | 1,461 | |||
JB Hunt Transport Services Inc. | 8,852 | 1,442 | |||
Toro Co. | 13,011 | 1,430 | |||
Sealed Air Corp. | 23,960 | 1,420 | |||
MKS Instruments Inc. | 7,915 | 1,408 | |||
Huntington Ingalls Industries Inc. | 6,396 | 1,348 | |||
Dover Corp. | 8,810 | 1,327 | |||
Owens Corning | 13,342 | 1,306 | |||
* | Sensata Technologies Holding plc | 22,433 | 1,300 | ||
Valmont Industries Inc. | 5,396 | 1,274 | |||
Cognex Corp. | 14,825 | 1,246 | |||
WW Grainger Inc. | 2,682 | 1,175 | |||
Packaging Corp. of America | 7,444 | 1,008 | |||
Landstar System Inc. | 6,235 | 985 | |||
BWX Technologies Inc. | 14,202 | 825 | |||
AptarGroup Inc. | 5,600 | 789 | |||
Silgan Holdings Inc. | 18,967 | 787 | |||
Donaldson Co. Inc. | 12,229 | 777 | |||
* | Gates Industrial Corp. plc | 42,069 | 760 | ||
RPM International Inc. | 8,489 | 753 | |||
Armstrong World Industries Inc. | 6,812 | 731 | |||
* | Fair Isaac Corp. | 1,440 | 724 | ||
Expeditors International of Washington Inc. | 5,586 | 707 | |||
* | Coherent Inc. | 2,590 | 685 | ||
Pentair plc | 10,087 | 681 | |||
Air Lease Corp. Class A | 15,591 | 651 | |||
Knight-Swift Transportation Holdings Inc. Class A | 14,300 | 650 | |||
Regal Beloit Corp. | 4,625 | 617 | |||
Booz Allen Hamilton Holding Corp. Class A | 6,943 | 591 | |||
* | WEX Inc. | 3,040 | 589 | ||
Jack Henry & Associates Inc. | 3,232 | 528 | |||
Genpact Ltd. | 11,065 | 503 | |||
* | WESCO International Inc. | 4,845 | 498 | ||
CH Robinson Worldwide Inc. | 5,311 | 497 | |||
Lincoln Electric Holdings Inc. | 3,765 | 496 | |||
Snap-on Inc. | 2,097 | 469 | |||
* | Bill.com Holdings Inc. | 2,500 | 458 | ||
Robert Half International Inc. | 5,000 | 445 | |||
Littelfuse Inc. | 1,673 | 426 | |||
Flowserve Corp. | 10,413 | 420 | |||
Vontier Corp. | 12,079 | 394 | |||
Graco Inc. | 4,912 | 372 |
Shares | Market Value• ($000) | ||||
* | Axalta Coating Systems Ltd. | 12,120 | 370 | ||
Brunswick Corp. | 3,628 | 361 | |||
nVent Electric plc | 10,087 | 315 | |||
MDU Resources Group Inc. | 9,950 | 312 | |||
ADT Inc. | 28,622 | 309 | |||
* | Euronet Worldwide Inc. | 2,192 | 297 | ||
ManpowerGroup Inc. | 2,450 | 291 | |||
Graphic Packaging Holding Co. | 15,800 | 287 | |||
Schneider National Inc. Class B | 13,062 | 284 | |||
Curtiss-Wright Corp. | 2,100 | 249 | |||
* | Paylocity Holding Corp. | 1,300 | 248 | ||
Hubbell Inc. Class B | 1,100 | 206 | |||
Alliance Data Systems Corp. | 1,600 | 167 | |||
HEICO Corp. | 1,087 | 152 | |||
* | Affirm Holdings Inc. Class A | 119 | 8 | ||
* | Marqeta Inc. Class A | 224 | 6 | ||
549,284 | |||||
Other (0.8%) | |||||
1 | Vanguard Tax-Exempt Bond Index ETF | 1,122,626 | 62,081 | ||
Real Estate (1.4%) | |||||
American Tower Corp. | 40,219 | 10,865 | |||
Prologis Inc. | 84,344 | 10,082 | |||
Crown Castle International Corp. | 41,238 | 8,045 | |||
Equinix Inc. | 9,349 | 7,503 | |||
SBA Communications Corp. | 15,794 | 5,033 | |||
Digital Realty Trust Inc. | 24,538 | 3,692 | |||
Public Storage | 12,156 | 3,655 | |||
* | CBRE Group Inc. Class A | 38,001 | 3,258 | ||
* | CoStar Group Inc. | 38,690 | 3,204 | ||
Iron Mountain Inc. | 73,597 | 3,115 | |||
American Homes 4 Rent Class A | 76,425 | 2,969 | |||
Omega Healthcare Investors Inc. | 75,143 | 2,727 | |||
Equity Residential | 30,250 | 2,329 | |||
* | Zillow Group Inc. Class C | 18,791 | 2,297 | ||
Welltower Inc. | 26,763 | 2,224 | |||
Simon Property Group Inc. | 17,000 | 2,218 | |||
* | Howard Hughes Corp. | 22,500 | 2,193 | ||
Extra Space Storage Inc. | 13,300 | 2,179 | |||
AvalonBay Communities Inc. | 9,828 | 2,051 | |||
* | Jones Lang LaSalle Inc. | 10,212 | 1,996 | ||
Weyerhaeuser Co. | 54,846 | 1,888 | |||
Essex Property Trust Inc. | 5,973 | 1,792 | |||
Vornado Realty Trust | 37,134 | 1,733 | |||
Equity LifeStyle Properties Inc. | 22,346 | 1,660 | |||
* | Host Hotels & Resorts Inc. | 95,799 | 1,637 | ||
Mid-America Apartment Communities Inc. | 9,294 | 1,565 | |||
Alexandria Real Estate Equities Inc. | 8,330 | 1,516 | |||
Camden Property Trust | 10,700 | 1,420 |
Shares | Market Value• ($000) | ||||
Duke Realty Corp. | 26,790 | 1,268 | |||
Brookfield Property REIT Inc. Class A | 59,339 | 1,121 | |||
Healthpeak Properties Inc. | 30,867 | 1,028 | |||
SL Green Realty Corp. | 12,551 | 1,004 | |||
Realty Income Corp. | 14,500 | 968 | |||
Boston Properties Inc. | 7,581 | 869 | |||
Apartment Income REIT Corp. | 17,807 | 845 | |||
Invitation Homes Inc. | 21,896 | 816 | |||
Lamar Advertising Co. Class A | 7,467 | 780 | |||
Ventas Inc. | 13,600 | 777 | |||
Sun Communities Inc. | 4,500 | 771 | |||
Kilroy Realty Corp. | 10,852 | 756 | |||
CoreSite Realty Corp. | 5,337 | 718 | |||
Douglas Emmett Inc. | 20,790 | 699 | |||
UDR Inc. | 12,695 | 622 | |||
Rexford Industrial Realty Inc. | 10,000 | 569 | |||
CyrusOne Inc. | 7,600 | 544 | |||
* | Zillow Group Inc. Class A | 3,647 | 447 | ||
VICI Properties Inc. | 12,500 | 388 | |||
First Industrial Realty Trust Inc. | 7,000 | 366 | |||
Federal Realty Investment Trust | 3,019 | 354 | |||
Medical Properties Trust Inc. | 10,779 | 217 | |||
Rayonier Inc. | 5,100 | 183 | |||
Americold Realty Trust | 4,162 | 157 | |||
JBG SMITH Properties | 4,600 | 145 | |||
Life Storage Inc. | 513 | 55 | |||
STORE Capital Corp. | 1,277 | 44 | |||
American Campus Communities Inc. | 760 | 35 | |||
111,392 | |||||
Technology (13.3%) | |||||
Apple Inc. | 1,432,046 | 196,133 | |||
Microsoft Corp. | 720,284 | 195,125 | |||
* | Facebook Inc. Class A | 232,772 | 80,937 | ||
* | Alphabet Inc. Class A | 31,957 | 78,032 | ||
* | Alphabet Inc. Class C | 25,264 | 63,320 | ||
NVIDIA Corp. | 59,515 | 47,618 | |||
* | Adobe Inc. | 48,224 | 28,242 | ||
Intel Corp. | 386,436 | 21,695 | |||
* | salesforce.com Inc. | 77,575 | 18,949 | ||
Broadcom Inc. | 32,749 | 15,616 | |||
QUALCOMM Inc. | 108,410 | 15,495 | |||
Texas Instruments Inc. | 78,992 | 15,190 | |||
Oracle Corp. | 178,205 | 13,871 | |||
Applied Materials Inc. | 90,715 | 12,918 | |||
Intuit Inc. | 25,152 | 12,329 | |||
* | Micron Technology Inc. | 127,810 | 10,861 | ||
* | ServiceNow Inc. | 17,885 | 9,829 | ||
* | Advanced Micro Devices Inc. | 103,623 | 9,733 | ||
Lam Research Corp. | 13,149 | 8,556 | |||
Roper Technologies Inc. | 14,570 | 6,851 | |||
* | Autodesk Inc. | 23,262 | 6,790 | ||
International Business Machines Corp. | 45,903 | 6,729 |
Shares | Market Value• ($000) | ||||
* | Zoom Video Communications Inc. Class A | 16,500 | 6,386 | ||
Analog Devices Inc. | 33,550 | 5,776 | |||
* | Twitter Inc. | 74,635 | 5,136 | ||
* | Twilio Inc. Class A | 12,330 | 4,860 | ||
* | Synopsys Inc. | 17,230 | 4,752 | ||
* | Cadence Design Systems Inc. | 33,815 | 4,627 | ||
Amphenol Corp. Class A | 65,560 | 4,485 | |||
* | Workday Inc. Class A | 18,747 | 4,476 | ||
* | Match Group Inc. | 27,592 | 4,449 | ||
Xilinx Inc. | 28,929 | 4,184 | |||
* | DocuSign Inc. | 14,425 | 4,033 | ||
Marvell Technology Inc. | 62,986 | 3,674 | |||
HP Inc. | 119,671 | 3,613 | |||
* | Palantir Technologies Inc. Class A | 136,434 | 3,596 | ||
Cognizant Technology Solutions Corp. Class A | 48,018 | 3,326 | |||
Skyworks Solutions Inc. | 17,100 | 3,279 | |||
* | Okta Inc. Class A | 13,316 | 3,258 | ||
* | Atlassian Corp. plc Class A | 12,259 | 3,149 | ||
Microchip Technology Inc. | 20,270 | 3,035 | |||
KLA Corp. | 9,317 | 3,021 | |||
* | Fortinet Inc. | 12,162 | 2,897 | ||
* | Dell Technologies Inc. Class C | 28,164 | 2,807 | ||
Corning Inc. | 68,131 | 2,787 | |||
* | ON Semiconductor Corp. | 72,209 | 2,764 | ||
* | VeriSign Inc. | 11,621 | 2,646 | ||
Teradyne Inc. | 19,532 | 2,617 | |||
* | ANSYS Inc. | 7,369 | 2,557 | ||
* | Qorvo Inc. | 11,320 | 2,215 | ||
* | Gartner Inc. | 8,596 | 2,082 | ||
* | Arrow Electronics Inc. | 17,906 | 2,038 | ||
* | Akamai Technologies Inc. | 17,101 | 1,994 | ||
* | NCR Corp. | 42,803 | 1,952 | ||
* | Cree Inc. | 18,851 | 1,846 | ||
* | Splunk Inc. | 12,765 | 1,846 | ||
Hewlett Packard Enterprise Co. | 120,529 | 1,757 | |||
* | EPAM Systems Inc. | 3,426 | 1,751 | ||
* | Black Knight Inc. | 20,612 | 1,607 | ||
* | Nuance Communications Inc. | 29,403 | 1,601 | ||
* | GoDaddy Inc. Class A | 17,857 | 1,553 | ||
CDW Corp. | 8,857 | 1,547 | |||
* | Palo Alto Networks Inc. | 4,128 | 1,532 | ||
* | VMware Inc. Class A | 9,429 | 1,508 | ||
* | PTC Inc. | 10,669 | 1,507 | ||
* | RingCentral Inc. Class A | 4,984 | 1,448 | ||
* | Western Digital Corp. | 20,174 | 1,436 | ||
* | Snowflake Inc. Class A | 5,861 | 1,417 | ||
* | Pinterest Inc. Class A | 17,800 | 1,405 | ||
* | Paycom Software Inc. | 3,751 | 1,363 | ||
* | Tyler Technologies Inc. | 2,891 | 1,308 | ||
* | Skillz Inc. Class A | 59,700 | 1,297 | ||
* | Cloudflare Inc. Class A | 12,000 | 1,270 | ||
* | F5 Networks Inc. | 6,675 | 1,246 | ||
* | Ceridian HCM Holding Inc. | 12,978 | 1,245 | ||
* | IAC/InterActiveCorp | 8,045 | 1,240 | ||
Citrix Systems Inc. | 9,859 | 1,156 |
Shares | Market Value• ($000) | ||||
* | DoorDash Inc. Class A | 6,350 | 1,132 | ||
* | IPG Photonics Corp. | 5,229 | 1,102 | ||
* | MongoDB Inc. Class A | 2,994 | 1,082 | ||
* | Zendesk Inc. | 7,476 | 1,079 | ||
* | Slack Technologies Inc. Class A | 24,300 | 1,077 | ||
* | Datadog Inc. Class A | 10,000 | 1,041 | ||
* | Zscaler Inc. | 4,818 | 1,041 | ||
* | Fastly Inc. Class A | 17,300 | 1,031 | ||
* | Teradata Corp. | 19,986 | 999 | ||
* | Manhattan Associates Inc. | 6,606 | 957 | ||
Universal Display Corp. | 4,186 | 931 | |||
* | C3.ai Inc. Class A | 14,800 | 925 | ||
* | Coupa Software Inc. | 3,519 | 922 | ||
Monolithic Power Systems Inc. | 2,200 | 822 | |||
Dolby Laboratories Inc. Class A | 8,275 | 813 | |||
* | Crowdstrike Holdings Inc. Class A | 3,100 | 779 | ||
NetApp Inc. | 8,971 | 734 | |||
* | Cerence Inc. | 6,400 | 683 | ||
NortonLifeLock Inc. | 24,339 | 663 | |||
* | Vimeo Inc. | 13,061 | 640 | ||
* | Aspen Technology Inc. | 4,278 | 588 | ||
* | Pure Storage Inc. Class A | 28,105 | 549 | ||
Leidos Holdings Inc. | 5,350 | 541 | |||
* | Elastic NV | 3,518 | 513 | ||
* | Wix.com Ltd. | 1,700 | 493 | ||
Jabil Inc. | 8,300 | 482 | |||
* | Dropbox Inc. Class A | 15,760 | 478 | ||
* | HubSpot Inc. | 820 | 478 | ||
SS&C Technologies Holdings Inc. | 6,447 | 465 | |||
* | Nutanix Inc. Class A | 11,790 | 451 | ||
* | DXC Technology Co. | 11,250 | 438 | ||
Entegris Inc. | 3,200 | 394 | |||
* | Guidewire Software Inc. | 3,086 | 348 | ||
* | Dynatrace Inc. | 4,970 | 290 | ||
* | Unity Software Inc. | 2,616 | 287 | ||
* | Avalara Inc. | 1,751 | 283 | ||
* | Proofpoint Inc. | 1,600 | 278 | ||
* | Change Healthcare Inc. | 12,066 | 278 | ||
* | Concentrix Corp. | 1,700 | 273 | ||
* | Smartsheet Inc. Class A | 3,300 | 239 | ||
SYNNEX Corp. | 1,700 | 207 | |||
Pegasystems Inc. | 1,468 | 204 | |||
Amdocs Ltd. | 2,400 | 186 | |||
* | Medallia Inc. | 4,270 | 144 | ||
* | New Relic Inc. | 2,000 | 134 | ||
Xerox Holdings Corp. | 4,318 | 101 | |||
* | FireEye Inc. | 4,671 | 94 | ||
National Instruments Corp. | 2,211 | 93 | |||
* | AppLovin Corp. Class A | 280 | 21 | ||
* | UiPath Inc. Class A | 220 | 15 | ||
* | Qualtrics International Inc. Class A | 264 | 10 | ||
* | Bumble Inc. Class A | 126 | 7 | ||
CDK Global Inc. | 3 | — | |||
* | Just Eat Takeaway.com NV ADR | 1 | — | ||
1,048,991 |
Shares | Market Value• ($000) | ||||
Telecommunications (1.5%) | |||||
Comcast Corp. Class A | 445,383 | 25,396 | |||
Cisco Systems Inc. | 392,433 | 20,799 | |||
Verizon Communications Inc. | 288,107 | 16,143 | |||
AT&T Inc. | 433,484 | 12,476 | |||
* | Charter Communications Inc. Class A | 15,028 | 10,842 | ||
* | T-Mobile US Inc. | 62,892 | 9,109 | ||
* | Liberty Broadband Corp. Class C | 26,422 | 4,588 | ||
* | Roku Inc. Class A | 8,713 | 4,001 | ||
Lumen Technologies Inc. | 264,562 | 3,595 | |||
Motorola Solutions Inc. | 15,378 | 3,335 | |||
* | Arista Networks Inc. | 8,376 | 3,035 | ||
* | Liberty Broadband Corp. Class A | 12,998 | 2,186 | ||
* | Altice USA Inc. Class A | 37,314 | 1,274 | ||
* | DISH Network Corp. Class A | 22,133 | 925 | ||
* | Ciena Corp. | 15,379 | 875 | ||
* | CommScope Holding Co. Inc. | 36,723 | 782 | ||
Ubiquiti Inc. | 1,484 | 463 | |||
Cable One Inc. | 40 | 76 | |||
119,900 | |||||
Utilities (1.2%) | |||||
NextEra Energy Inc. | 213,340 | 15,634 | |||
Southern Co. | 98,416 | 5,955 | |||
Duke Energy Corp. | 59,772 | 5,901 | |||
American Water Works Co. Inc. | 36,290 | 5,593 | |||
Waste Management Inc. | 33,651 | 4,715 | |||
Consolidated Edison Inc. | 58,005 | 4,160 | |||
* | Clean Harbors Inc. | 41,000 | 3,819 | ||
American Electric Power Co. Inc. | 43,400 | 3,671 |
Shares | Market Value• ($000) | ||||
Sempra Energy | 26,229 | 3,475 | |||
Dominion Energy Inc. | 45,609 | 3,355 | |||
Exelon Corp. | 65,800 | 2,916 | |||
Public Service Enterprise Group Inc. | 47,759 | 2,853 | |||
Xcel Energy Inc. | 42,704 | 2,813 | |||
WEC Energy Group Inc. | 26,459 | 2,354 | |||
FirstEnergy Corp. | 61,869 | 2,302 | |||
DTE Energy Co. | 17,175 | 2,226 | |||
Eversource Energy | 24,487 | 1,965 | |||
Republic Services Inc. | 16,510 | 1,816 | |||
PPL Corp. | 60,316 | 1,687 | |||
AES Corp. | 53,469 | 1,394 | |||
Essential Utilities Inc. | 30,186 | 1,379 | |||
Alliant Energy Corp. | 24,226 | 1,351 | |||
* | Sunrun Inc. | 23,000 | 1,283 | ||
National Fuel Gas Co. | 23,728 | 1,240 | |||
Edison International | 21,417 | 1,238 | |||
CMS Energy Corp. | 20,227 | 1,195 | |||
NRG Energy Inc. | 28,315 | 1,141 | |||
* | PG&E Corp. | 106,300 | 1,081 | ||
NiSource Inc. | 42,649 | 1,045 | |||
Vistra Corp. | 56,291 | 1,044 | |||
Entergy Corp. | 10,412 | 1,038 | |||
* | Stericycle Inc. | 11,477 | 821 | ||
Ameren Corp. | 9,798 | 784 | |||
UGI Corp. | 15,661 | 725 | |||
OGE Energy Corp. | 19,986 | 673 | |||
Atmos Energy Corp. | 3,445 | 331 | |||
Evergy Inc. | 3,535 | 214 | |||
Pinnacle West Capital Corp. | 1,900 | 156 | |||
Avangrid Inc. | 2,345 | 121 | |||
95,464 | |||||
Total Common Stocks (Cost $1,440,471) | 3,817,971 | ||||
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Tax-Exempt Municipal Bonds (52.2%) | ||||||
Alabama (0.8%) | ||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 4.000% | 9/15/33 | 500 | 564 | ||
Alabama Federal Aid Highway Finance Authority Special Obligation Revenue | 5.000% | 9/1/25 | 3,525 | 4,188 | ||
Alabama Incentives Financing Authority Special Obligation Revenue Prere. | 5.000% | 9/1/22 | 380 | 401 | ||
Alabama State Public School & College Authority Capital Improvement & Refunding Bonds | 5.000% | 11/1/39 | 5,000 | 6,586 | ||
Alabama State Public School & College Authority Capital Improvement & Refunding Bonds | 4.000% | 11/1/38 | 2,640 | 3,247 | ||
Birmingham-Jefferson AL Civic Center Authority Special Tax Revenue | 5.000% | 7/1/31 | 1,100 | 1,350 | ||
Black Belt Energy Gas District Alabama Gas Prepay Revenue (Project No. 3) PUT | 4.000% | 12/1/23 | 1,555 | 1,680 | ||
Black Belt Energy Gas District Alabama Gas Prepay Revenue (Project No. 3) PUT | 4.000% | 12/1/25 | 2,845 | 3,247 | ||
2 | Black Belt Energy Gas District Alabama Gas Supply Revenue PUT | 4.000% | 7/1/22 | 430 | 444 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Black Belt Energy Gas District Alabama Gas Supply Revenue PUT | 4.000% | 12/1/31 | 4,865 | 6,068 | |
Huntsville AL Electric System Revenue | 5.000% | 12/1/30 | 510 | 630 | ||
Huntsville AL GO | 5.000% | 5/1/35 | 1,125 | 1,408 | ||
Huntsville AL GO | 5.000% | 5/1/38 | 1,860 | 2,373 | ||
Huntsville AL Health Care Authority Revenue | 5.000% | 6/1/35 | 780 | 1,013 | ||
Jefferson County AL Revenue | 5.000% | 9/15/29 | 1,470 | 1,802 | ||
Jefferson County AL Revenue | 5.000% | 9/15/33 | 1,000 | 1,221 | ||
Jefferson County AL Sewer Revenue | 5.000% | 10/1/23 | 500 | 554 | ||
3 | Jefferson County AL Sewer Revenue | 0.000% | 10/1/25 | 500 | 459 | |
Lower AL Gas District Gas Project Revenue PUT | 4.000% | 12/1/25 | 2,150 | 2,445 | ||
Montgomery AL GO | 4.000% | 12/1/36 | 400 | 491 | ||
Montgomery AL GO | 4.000% | 12/1/39 | 450 | 546 | ||
Southeast Alabama Gas Supply District Revenue PUT | 4.000% | 4/1/24 | 6,810 | 7,420 | ||
Southeast Alabama Gas Supply District Revenue PUT | 4.000% | 6/1/24 | 1,515 | 1,663 | ||
Southeast Energy Authority A Cooperative District Commodity Supply Revenue (Project No. 1) PUT | 4.000% | 10/1/28 | 2,000 | 2,389 | ||
Southeast Energy Authority A Cooperative District Commodity Supply Revenue (Project No. 2) PUT | 4.000% | 12/1/31 | 4,720 | 5,824 | ||
Tuscaloosa AL City Board of Education School Tax Warrants Revenue | 5.000% | 8/1/27 | 530 | 639 | ||
Tuscaloosa AL City Board of Education School Tax Warrants Revenue | 5.000% | 8/1/28 | 1,090 | 1,309 | ||
University of Alabama General Revenue | 3.000% | 7/1/36 | 1,085 | 1,191 | ||
3 | University of South Alabama University Facilities Revenue | 5.000% | 11/1/23 | 740 | 819 | |
61,971 | ||||||
Alaska (0.0%) | ||||||
Alaska Housing Finance Corp. Revenue Prere. | 5.000% | 6/1/22 | 425 | 444 | ||
Alaska Housing Finance Corp. Revenue Prere. | 5.000% | 6/1/22 | 75 | 78 | ||
Alaska Municipal Bond Bank Authority Revenue | 5.000% | 9/1/21 | 1,650 | 1,663 | ||
Matanuska-Susitna Borough AK Lease Revenue (Goose Creek Correctional Center) GO | 5.000% | 9/1/31 | 1,345 | 1,540 | ||
3,725 | ||||||
Arizona (1.0%) | ||||||
Arizona Board of Regents Arizona State University System Revenue | 5.000% | 7/1/30 | 675 | 790 | ||
Arizona Board of Regents Arizona State University System Revenue | 5.000% | 7/1/31 | 545 | 613 | ||
Arizona COP | 5.000% | 10/1/26 | 2,000 | 2,454 | ||
Arizona Industrial Development Authority Lease Revenue (Children's National Medical Center) | 5.000% | 9/1/34 | 350 | 455 | ||
4 | Arizona Industrial Development Authority Revenue (Economic Legacy Cares) | 6.375% | 7/1/25 | 180 | 201 | |
4 | Arizona Industrial Development Authority Revenue (Economic Legacy Cares) | 6.500% | 7/1/26 | 100 | 114 | |
4 | Arizona Industrial Development Authority Revenue (Economic Legacy Cares) | 6.625% | 7/1/27 | 265 | 309 | |
4 | Arizona Industrial Development Authority Revenue (Economic Legacy Cares) | 6.750% | 7/1/28 | 305 | 363 | |
Arizona Industrial Development Authority Revenue (Greathearts Arizona Projects) | 3.000% | 7/1/37 | 695 | 761 | ||
Arizona Industrial Development Authority Revenue (Lincoln South Beltway Project) | 5.000% | 11/1/28 | 1,290 | 1,648 | ||
Arizona School Facilities Board COP | 5.000% | 9/1/21 | 1,355 | 1,366 | ||
Arizona State University Revenue (McAllister Academic Village LLC) | 5.000% | 7/1/36 | 1,620 | 1,937 | ||
Arizona Transportation Board Excise Tax Revenue | 5.000% | 7/1/21 | 2,240 | 2,240 | ||
Arizona Transportation Board Excise Tax Revenue | 5.000% | 7/1/23 | 2,155 | 2,361 | ||
Arizona Transportation Board Excise Tax Revenue | 5.000% | 7/1/24 | 2,110 | 2,405 | ||
Arizona Transportation Board Highway Revenue | 5.000% | 7/1/33 | 1,000 | 1,205 | ||
Arizona Transportation Board Highway Revenue | 5.000% | 7/1/22 | 2,210 | 2,316 | ||
Arizona Transportation Board Highway Revenue | 5.000% | 7/1/32 | 1,025 | 1,237 | ||
Arizona Transportation Board Highway Revenue Prere. | 5.000% | 7/1/22 | 500 | 524 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Arizona Water Infrastructure Finance Authority Revenue | 5.000% | 10/1/27 | 1,000 | 1,147 | ||
Chandler AZ GO | 5.000% | 7/1/23 | 1,165 | 1,277 | ||
Glendale City AZ Excise Tax Refunding Obligations Revenue | 5.000% | 7/1/28 | 1,785 | 2,220 | ||
La Paz County AZ Industrial Development Authority Education Facility Lease Revenue (Harmony Public Schools Project) | 5.000% | 2/15/31 | 100 | 125 | ||
Maricopa County AZ Elementary School District No. 14 (Creighton) GO | 3.000% | 7/1/32 | 1,000 | 1,097 | ||
Maricopa County AZ Industrial Development Authority Hospital Revenue (Honorhealth) | 5.000% | 9/1/33 | 830 | 1,051 | ||
Maricopa County AZ School District No. 83 | 3.000% | 10/1/39 | 1,000 | 1,110 | ||
Maricopa County AZ Unified School District No. 4 (Mesa) GO | 5.000% | 7/1/24 | 1,730 | 1,972 | ||
Phoenix AZ Civic Improvement Corp. Excise Tax Revenue | 5.000% | 7/1/35 | 1,110 | 1,470 | ||
Phoenix AZ Civic Improvement Corp. Excise Tax Revenue ETM | 5.000% | 7/1/22 | 1,145 | 1,200 | ||
Phoenix AZ Civic Improvement Corp. Wastewater System Revenue | 5.000% | 7/1/22 | 2,290 | 2,402 | ||
Phoenix AZ Civic Improvement Corp. Wastewater System Revenue | 5.000% | 7/1/27 | 1,295 | 1,577 | ||
Phoenix AZ Civic Improvement Corp. Wastewater System Revenue | 4.000% | 7/1/28 | 2,015 | 2,223 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/29 | 1,800 | 2,370 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/39 | 1,000 | 1,344 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 4.000% | 7/1/41 | 1,000 | 1,229 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/21 | 525 | 525 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/22 | 1,260 | 1,321 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/23 | 2,040 | 2,238 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/26 | 2,520 | 2,866 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/35 | 1,900 | 2,279 | ||
Phoenix AZ Industrial Development Authority Lease Revenue (Downtown Phoenix Student Housing LLC) | 5.000% | 7/1/27 | 300 | 363 | ||
Phoenix AZ Industrial Development Authority Lease Revenue (Downtown Phoenix Student Housing LLC) | 5.000% | 7/1/28 | 250 | 309 | ||
Pima County AZ Sewer Revenue | 5.000% | 7/1/24 | 1,105 | 1,260 | ||
Pima County AZ Sewer System Revenue | 5.000% | 7/1/25 | 1,000 | 1,095 | ||
Regional Public Transportation Authority Arizona Excise Tax Revenue (Maricopa County Public Transportation) | 5.250% | 7/1/24 | 1,125 | 1,292 | ||
Salt River Project Arizona Agricultural Improvement & Power District Revenue | 5.000% | 12/1/28 | 515 | 525 | ||
Salt River Project Arizona Agricultural Improvement & Power District Revenue | 5.000% | 12/1/29 | 2,000 | 2,087 | ||
5 | Salt River Project Arizona Agricultural Improvement & Power District Revenue | 5.000% | 1/1/31 | 2,000 | 2,603 | |
5 | Salt River Project Arizona Agricultural Improvement & Power District Revenue | 5.000% | 1/1/32 | 2,500 | 3,312 | |
Salt River Project Arizona Agricultural Improvement & Power District Revenue | 5.000% | 1/1/36 | 1,540 | 1,871 | ||
5 | Salt River Project Arizona Agricultural Improvement & Power District Revenue (Arizona Salt Projects Electric System) | 5.000% | 1/1/24 | 1,210 | 1,340 | |
5 | Salt River Project Arizona Agricultural Improvement & Power District Revenue (Arizona Salt Projects Electric System) | 5.000% | 1/1/25 | 1,825 | 2,098 | |
Salt Verde AZ Financial Corp. Gas Revenue | 5.250% | 12/1/24 | 910 | 1,046 | ||
Salt Verde AZ Financial Corp. Gas Revenue | 5.250% | 12/1/28 | 640 | 815 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Salt Verde AZ Financial Corp. Gas Revenue | 5.000% | 12/1/37 | 855 | 1,205 | ||
Yavapai County AZ Industrial Development Authority Hospital Facility Revenue (Northern Arizona Healthcare System) | 5.250% | 10/1/22 | 500 | 506 | ||
78,069 | ||||||
Arkansas (0.2%) | ||||||
Arkansas State GO (Four-Lane Highway Construction and Improvement) | 5.000% | 6/15/23 | 10,000 | 10,946 | ||
Pulaski County AR Hospital Revenue (Arkansas Children's Hospital) | 5.000% | 3/1/29 | 1,075 | 1,290 | ||
6 | Springdale AR Sales & Use Revenue | 5.000% | 4/1/37 | 1,000 | 1,118 | |
Springdale AR School District No. 50 GO | 4.000% | 6/1/27 | 1,190 | 1,230 | ||
Springdale AR School District No. 50 GO | 4.000% | 6/1/32 | 1,155 | 1,193 | ||
University of Arkansas Revenue | 5.000% | 11/1/21 | 805 | 818 | ||
University of Arkansas Revenue | 5.000% | 11/1/24 | 850 | 978 | ||
University of Arkansas Revenue | 5.000% | 11/1/30 | 775 | 943 | ||
18,516 | ||||||
California (4.5%) | ||||||
ABAG Finance Authority for Nonprofit Corps. California Revenue (Episcopal Senior Communities) | 5.000% | 7/1/22 | 500 | 522 | ||
ABAG Finance Authority for Nonprofit Corps. California Revenue (Jackson Laboratory) ETM | 5.000% | 7/1/21 | 760 | 760 | ||
3 | ABAG Finance Authority for Nonprofit Corps. California Revenue (Windemere Ranch Infrastructure Financing Program) | 5.000% | 9/2/30 | 1,135 | 1,414 | |
7 | Alameda CA Corridor Transportation Authority Revenue | 0.000% | 10/1/30 | 740 | 637 | |
8 | Alameda CA Corridor Transportation Authority Revenue | 0.000% | 10/1/32 | 2,070 | 1,694 | |
Anaheim CA Housing & Public Improvements Authority Revenue (Electric Utility Distribution System) | 5.000% | 10/1/30 | 1,000 | 1,080 | ||
Anaheim CA Housing & Public Improvements Authority Revenue (Electric Utility Distribution System) | 5.000% | 10/1/33 | 1,015 | 1,095 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 4.000% | 4/1/33 | 1,000 | 1,171 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 4.000% | 4/1/37 | 820 | 954 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) Prere. | 5.000% | 4/1/22 | 500 | 518 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) Prere. | 5.000% | 4/1/23 | 1,000 | 1,085 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.100% | 4/1/22 | 1,150 | 1,155 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.125% | 4/1/25 | 2,950 | 3,101 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.850% | 4/1/25 | 1,000 | 1,079 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.625% | 4/1/26 | 2,000 | 2,167 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.950% | 4/1/26 | 1,000 | 1,097 | ||
9 | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area), SIFMA Municipal Swap Index Yield + 0.900% PUT | 0.930% | 5/1/23 | 1,000 | 1,007 | |
7 | Brea CA Redevelopment Agency Successor Agency Tax Allocation Revenue (Redevelopment Project AB) | 0.000% | 8/1/29 | 1,000 | 877 | |
5 | California GO | 5.000% | 9/1/29 | 1,000 | 1,311 | |
5 | California GO | 5.000% | 9/1/30 | 1,500 | 2,004 | |
5 | California GO | 5.000% | 9/1/31 | 2,000 | 2,721 | |
5 | California GO | 5.000% | 9/1/32 | 1,000 | 1,353 | |
5 | California GO | 5.000% | 9/1/41 | 5,000 | 6,596 | |
California GO | 5.000% | 8/1/22 | 1,000 | 1,053 | ||
California GO | 5.000% | 9/1/22 | 1,805 | 1,907 | ||
California GO | 5.000% | 9/1/23 | 1,750 | 1,932 | ||
California GO | 5.000% | 11/1/23 | 1,155 | 1,284 | ||
California GO | 5.000% | 4/1/24 | 2,000 | 2,260 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
California GO | 5.000% | 10/1/24 | 2,000 | 2,303 | ||
California GO | 5.000% | 12/1/24 | 2,000 | 2,317 | ||
California GO | 5.000% | 3/1/26 | 660 | 770 | ||
California GO | 5.000% | 4/1/26 | 2,000 | 2,423 | ||
California GO | 5.000% | 4/1/27 | 2,000 | 2,489 | ||
California GO | 3.500% | 8/1/27 | 1,515 | 1,768 | ||
California GO | 5.000% | 2/1/28 | 690 | 742 | ||
California GO | 5.000% | 4/1/28 | 5,125 | 6,542 | ||
California GO | 5.000% | 9/1/29 | 455 | 557 | ||
California GO | 5.000% | 11/1/29 | 1,700 | 1,888 | ||
California GO | 5.000% | 9/1/30 | 1,000 | 1,008 | ||
California GO | 5.000% | 11/1/30 | 5,000 | 6,733 | ||
California GO | 4.000% | 8/1/31 | 1,675 | 1,943 | ||
California GO | 5.000% | 2/1/32 | 500 | 514 | ||
California GO | 5.000% | 4/1/32 | 2,500 | 3,244 | ||
California GO | 5.000% | 10/1/32 | 1,875 | 2,145 | ||
California GO | 4.000% | 8/1/33 | 1,520 | 1,756 | ||
California GO | 5.000% | 8/1/33 | 2,865 | 3,487 | ||
California GO | 4.000% | 9/1/33 | 2,000 | 2,316 | ||
California GO | 3.000% | 10/1/34 | 1,225 | 1,384 | ||
California GO | 5.000% | 11/1/34 | 1,340 | 1,782 | ||
California GO | 3.000% | 10/1/35 | 1,815 | 2,043 | ||
California GO | 5.000% | 11/1/35 | 5,000 | 6,637 | ||
California GO | 3.000% | 10/1/36 | 1,500 | 1,672 | ||
2 | California GO VRDO | 0.010% | 7/1/21 | 1,700 | 1,700 | |
2 | California Health Facilities Financing Authority Revenue (Advent Obligated Group) VRDO | 0.010% | 7/1/21 | 1,250 | 1,250 | |
California Health Facilities Financing Authority Revenue (Adventist Health System/West) | 5.000% | 3/1/23 | 1,325 | 1,430 | ||
California Health Facilities Financing Authority Revenue (Children's Hospital of Los Angeles) | 5.000% | 11/15/23 | 1,000 | 1,058 | ||
California Health Facilities Financing Authority Revenue (Common Spirit Health) | 4.000% | 4/1/37 | 1,000 | 1,199 | ||
California Health Facilities Financing Authority Revenue (Kaiser Permanente) PUT | 5.000% | 11/1/22 | 795 | 846 | ||
California Health Facilities Financing Authority Revenue (PIH Health) | 4.000% | 6/1/38 | 1,000 | 1,198 | ||
California Health Facilities Financing Authority Revenue (Providence St. Joseph Health Obligated Group) PUT | 4.000% | 10/1/24 | 1,195 | 1,340 | ||
California Health Facilities Financing Authority Revenue (Providence St. Joseph Health Obligated Group) PUT | 5.000% | 10/1/25 | 1,690 | 2,016 | ||
California Health Facilities Financing Authority Revenue (Rady Children's Hospital) | 5.000% | 8/15/31 | 965 | 971 | ||
California Health Facilities Financing Authority Revenue (Sutter Health) | 5.000% | 11/15/36 | 1,000 | 1,250 | ||
California Housing Finance Agency Municipal Certificates | 3.500% | 11/20/35 | 996 | 1,167 | ||
10 | California Infrastructure & Economic Development Bank Revenue (Bay Area Toll Bridges Seismic Retrofit) Prere. | 5.000% | 1/1/28 | 500 | 634 | |
9 | California Infrastructure & Economic Development Bank Revenue (California Academy of Sciences), SIFMA Municipal Swap Index Yield + 0.350% PUT | 0.380% | 8/1/24 | 1,000 | 1,000 | |
California Infrastructure & Economic Development Bank Revenue (County Museum of Art Project) PUT | 1.200% | 6/1/28 | 1,000 | 1,008 | ||
California Municipal Finance Authority Revenue (Anaheim Electric Utility Distribution System) | 5.000% | 10/1/30 | 965 | 1,141 | ||
California Public Works Board Lease Revenue (Davidson Library) Prere. | 5.000% | 3/1/23 | 20 | 22 | ||
California Public Works Board Lease Revenue (Department of Corrections) | 5.000% | 6/1/22 | 1,000 | 1,044 | ||
California Public Works Board Lease Revenue (Department of Corrections) | 5.000% | 6/1/27 | 1,050 | 1,096 | ||
California Public Works Board Lease Revenue (Judicial Council Projects) | 5.000% | 10/1/26 | 1,200 | 1,374 | ||
California Public Works Board Lease Revenue (Judicial Council Projects) | 5.000% | 3/1/28 | 300 | 323 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
California Public Works Board Lease Revenue (Judicial Council Projects) | 5.125% | 12/1/29 | 260 | 265 | ||
California Public Works Board Lease Revenue (Regents of The University of California) Prere. | 5.000% | 12/1/21 | 35 | 36 | ||
5 | California Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 2/1/24 | 500 | 554 | |
California Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 12/1/26 | 2,500 | 2,880 | ||
5 | California Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 2/1/31 | 2,000 | 2,663 | |
California Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 11/1/31 | 1,000 | 1,061 | ||
California Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 4/1/32 | 350 | 362 | ||
California Public Works Board Lease Revenue (Various Capital Projects) Prere. | 5.000% | 12/1/21 | 25 | 25 | ||
California State Educational Facilities Authority Revenue Prere. | 6.125% | 10/1/21 | 245 | 249 | ||
California State Educational Facilities Authority Revenue Prere. | 6.125% | 10/1/21 | 255 | 259 | ||
5 | California State Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 8/1/36 | 2,000 | 2,583 | |
5 | California State Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 8/1/22 | 1,000 | 1,017 | |
5 | California State Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 8/1/29 | 1,000 | 1,265 | |
California State University Systemwide Revenue | 5.000% | 11/1/34 | 1,970 | 2,262 | ||
California State University Systemwide Revenue | 5.000% | 11/1/39 | 2,335 | 2,673 | ||
California State University Systemwide Revenue Prere. | 5.000% | 11/1/24 | 40 | 46 | ||
California State University Systemwide Revenue Prere. | 5.000% | 11/1/24 | 165 | 190 | ||
California State University Systemwide Revenue | 5.000% | 11/1/32 | 1,000 | 1,203 | ||
California State University Systemwide Revenue | 5.000% | 11/1/32 | 2,815 | 3,478 | ||
California State University Systemwide Revenue | 5.000% | 11/1/35 | 2,000 | 2,464 | ||
California State University Systemwide Revenue | 5.000% | 11/1/37 | 1,000 | 1,181 | ||
California State University Systemwide Revenue | 5.000% | 11/1/41 | 1,400 | 1,678 | ||
California State University Systemwide Revenue Prere. | 5.000% | 11/1/22 | 1,000 | 1,065 | ||
California Statewide Communities Development Authority Revenue (Kaiser Foundation Hospitals) PUT | 5.000% | 11/1/29 | 3,640 | 4,800 | ||
4 | California Statewide Communities Development Authority Revenue (Loma Linda University Medical Center) | 5.000% | 12/1/28 | 400 | 466 | |
3 | Centinela Valley CA Union High School District GO | 4.000% | 8/1/29 | 1,035 | 1,195 | |
Chabot-Las Positas CA Community College District GO | 5.000% | 8/1/31 | 1,000 | 1,098 | ||
Chaffey CA Community College District GO | 5.000% | 6/1/23 | 850 | 929 | ||
3 | Chino CA Public Financing Authority Special Tax Revenue | 5.000% | 9/1/30 | 800 | 940 | |
Chula Vista CA Municipal Financing Authority Special Tax Revenue | 5.500% | 9/1/27 | 970 | 1,074 | ||
11 | Citrus CA Community College District GO, 5.000% coupon rate effective 2/1/2023 Prere. | 0.000% | 2/1/24 | 1,000 | 1,041 | |
Contra Costa CA Community College District GO Prere. | 5.000% | 8/1/23 | 1,000 | 1,101 | ||
Contra Costa CA Municipal Water District Revenue | 5.000% | 10/1/33 | 1,000 | 1,103 | ||
Corona-Norco CA Unified School District Special Tax Revenue (Community Facilities District No. 98-1) ETM | 5.000% | 9/1/22 | 970 | 1,024 | ||
4 | CSCDA Community Improvement Authority Revenue | 2.650% | 12/1/46 | 400 | 408 | |
East Side CA Union High School District Santa Clara County GO | 2.000% | 8/1/33 | 1,000 | 1,028 | ||
3 | East Side CA Union High School District Santa Clara County GO | 3.000% | 8/1/32 | 1,000 | 1,100 | |
9 | Eastern Municipal Water & Wastewater Revenue, SIFMA Municipal Swap Index Yield + 0.100% PUT | 0.130% | 7/1/24 | 300 | 300 | |
2 | Eastern Municipal Water & Wastewater Revenue VRDO | 0.010% | 7/1/21 | 1,820 | 1,820 | |
11 | Foothill/Eastern Transportation Corridor Agency California Toll Road Revenue, 6.200% coupon rate effective 1/15/2024 | 0.000% | 1/15/29 | 1,390 | 1,605 | |
Gavilan CA Joint Community College District GO | 5.000% | 8/1/28 | 1,000 | 1,177 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Golden State Tobacco Securitization Corp. California Revenue | 5.000% | 6/1/25 | 500 | 587 | ||
7 | Golden State Tobacco Securitization Corp. California Revenue | 0.000% | 6/1/27 | 2,070 | 1,939 | |
Golden State Tobacco Securitization Corp. California Revenue | 5.000% | 6/1/33 | 1,140 | 1,346 | ||
Grossmont CA Healthcare District GO | 4.000% | 7/15/40 | 2,000 | 2,239 | ||
2 | Irvine CA Assessment District No. 93-14 Ltd. Improvement Bonds VRDO | 0.010% | 7/1/21 | 100 | 100 | |
La Quinta CA Redevelopment Agency Tax Allocation Revenue Prere. | 5.000% | 9/1/23 | 1,500 | 1,655 | ||
La Quinta CA Redevelopment Agency Tax Allocation Revenue Prere. | 5.000% | 9/1/24 | 1,000 | 1,148 | ||
La Verne CA (Brethren Hillcrest Homes) COP Prere. | 5.000% | 5/15/22 | 350 | 368 | ||
Long Beach CA Finance Authority Natural Gas Purchase Revenue | 5.250% | 11/15/23 | 435 | 485 | ||
12 | Long Beach CA Unified School District GO | 0.000% | 8/1/24 | 1,290 | 1,269 | |
Los Angeles CA Community College District GO Prere. | 4.000% | 8/1/23 | 2,000 | 2,160 | ||
Los Angeles CA Community College District GO Prere. | 4.000% | 8/1/24 | 1,000 | 1,115 | ||
Los Angeles CA Department of Airports International Airport Revenue | 5.000% | 5/15/41 | 1,400 | 1,845 | ||
Los Angeles CA Department of Airports International Airport Revenue | 4.000% | 5/15/36 | 2,000 | 2,436 | ||
Los Angeles CA Department of Airports International Airport Revenue | 5.000% | 5/15/39 | 1,000 | 1,326 | ||
Los Angeles CA Department of Airports International Airport Revenue | 4.000% | 5/15/40 | 2,055 | 2,475 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/23 | 2,600 | 2,851 | ||
2 | Los Angeles CA Department of Water & Power Revenue VRDO | 0.010% | 7/1/21 | 400 | 400 | |
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/33 | 1,375 | 1,685 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/35 | 1,330 | 1,687 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/36 | 1,000 | 1,190 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/36 | 1,695 | 2,152 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/37 | 1,000 | 1,218 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/37 | 1,145 | 1,447 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/38 | 500 | 610 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/38 | 2,550 | 3,227 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/40 | 1,500 | 1,961 | ||
2 | Los Angeles CA Department of Water & Power Revenue VRDO | 0.010% | 7/1/21 | 7,445 | 7,445 | |
Los Angeles CA Metropolitan Transportation Authority Sales Tax Revenue | 5.000% | 6/1/29 | 5,000 | 6,576 | ||
Los Angeles CA Metropolitan Transportation Authority Sales Tax Revenue | 5.000% | 7/1/38 | 1,400 | 1,775 | ||
Los Angeles CA Unified School District GO | 4.000% | 7/1/35 | 2,250 | 2,756 | ||
Los Angeles CA Wastewater System Revenue | 5.000% | 6/1/36 | 1,755 | 2,175 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 5.000% | 8/1/26 | 500 | 526 | ||
6 | Los Angeles County CA School District GO | 5.000% | 7/1/36 | 1,000 | 1,249 | |
Los Angeles County CA Unified School District GO | 5.000% | 7/1/31 | 1,000 | 1,307 | ||
Metropolitan Water District of Southern California Waterworks Revenue | 5.000% | 7/1/40 | 1,000 | 1,322 | ||
9 | Metropolitan Water District of Southern California Waterworks Revenue, SIFMA Municipal Swap Index Yield + 0.140% PUT | 0.170% | 5/21/24 | 500 | 500 | |
9 | Metropolitan Water District of Southern California Waterworks Revenue, SIFMA Municipal Swap Index Yield + 0.140% PUT | 0.170% | 5/21/24 | 500 | 500 | |
9 | Metropolitan Water District of Southern California Waterworks Revenue, SIFMA Municipal Swap Index Yield + 0.140% PUT | 0.170% | 5/21/24 | 500 | 500 | |
Milpitas CA Redevelopment Agency Successor Agency Tax Allocation Revenue | 5.000% | 9/1/31 | 1,130 | 1,320 | ||
M-S-R CA Energy Authority Gas Revenue | 6.500% | 11/1/39 | 555 | 915 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Napa Valley CA Unified School District GO | 4.000% | 8/1/28 | 1,690 | 1,812 | ||
Napa Valley Community College District GO | 4.000% | 8/1/32 | 1,090 | 1,239 | ||
Newport Mesa CA Unified School District GO | 0.000% | 8/1/30 | 630 | 559 | ||
Oakland CA Redevelopment Agency Tax Allocation Revenue (Central District Project) | 5.000% | 9/1/22 | 500 | 526 | ||
3 | Oakland CA Unified School District GO | 5.000% | 8/1/25 | 1,500 | 1,771 | |
Orange County CA Local Transportation Authority Sales Tax Revenue | 5.000% | 2/15/33 | 1,035 | 1,331 | ||
8 | Palomar Pomerado Health California GO | 0.000% | 8/1/22 | 1,000 | 995 | |
12 | Palomar Pomerado Health California GO | 0.000% | 8/1/26 | 1,040 | 986 | |
12 | Palomar Pomerado Health California GO | 0.000% | 8/1/32 | 740 | 610 | |
Perris CA Public Financing Authority Tax Allocation Revenue | 5.000% | 10/1/21 | 1,085 | 1,098 | ||
3 | Poway CA Unified School District Public Financing Authority Special Tax Revenue | 5.000% | 9/1/31 | 1,385 | 1,680 | |
Riverside CA Electric Revenue | 5.000% | 10/1/32 | 1,830 | 2,359 | ||
Riverside County CA Transportation Commission Sales Tax Revenue Prere. | 5.250% | 6/1/23 | 1,000 | 1,096 | ||
Riverside County CA Transportation Commission Toll Revenue | 0.000% | 6/1/30 | 2,415 | 2,018 | ||
Roseville CA Natural Gas Financing Authority Gas Revenue | 5.000% | 2/15/23 | 340 | 366 | ||
Roseville CA Natural Gas Financing Authority Gas Revenue | 5.000% | 2/15/25 | 325 | 375 | ||
6 | Sacramento CA City Financing Authority Revenue | 5.000% | 12/1/22 | 760 | 812 | |
8 | Sacramento CA City Financing Authority Tax Allocation Revenue | 0.000% | 12/1/30 | 1,815 | 1,528 | |
Sacramento CA Regional Transportation District Farebox Revenue | 5.000% | 3/1/23 | 330 | 331 | ||
Sacramento County CA Sanitation Districts Financing Authority Revenue | 5.000% | 8/1/25 | 495 | 587 | ||
Sacramento County CA Sanitation Districts Financing Authority Revenue | 5.000% | 8/1/27 | 575 | 679 | ||
3 | San Bernardino CA Community College District GO | 0.000% | 8/1/22 | 1,000 | 996 | |
San Diego CA Community College District GO Prere. | 5.000% | 8/1/21 | 500 | 502 | ||
San Diego CA Community College District GO Prere. | 5.000% | 8/1/23 | 1,000 | 1,101 | ||
San Diego CA Unified School District GO | 0.000% | 7/1/27 | 100 | 95 | ||
3 | San Diego CA Unified School District GO | 5.500% | 7/1/27 | 520 | 671 | |
San Diego CA Unified School District GO | 0.000% | 7/1/28 | 430 | 398 | ||
San Diego CA Unified School District GO | 0.000% | 7/1/29 | 440 | 398 | ||
San Diego CA Unified School District GO | 0.000% | 7/1/30 | 250 | 220 | ||
San Diego CA Unified School District GO | 5.000% | 7/1/35 | 2,000 | 2,185 | ||
San Diego CA Unified School District GO ETM | 0.000% | 7/1/27 | 320 | 301 | ||
San Diego CA Unified School District GO ETM | 0.000% | 7/1/27 | 80 | 75 | ||
San Diego CA Unified School District GO ETM | 0.000% | 7/1/28 | 70 | 65 | ||
San Diego CA Unified School District GO ETM | 0.000% | 7/1/29 | 60 | 54 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 3.000% | 10/1/22 | 530 | 549 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.000% | 10/1/22 | 2,125 | 2,253 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue Prere. | 5.000% | 4/1/22 | 560 | 580 | ||
San Diego County CA Water Authority Revenue | 5.000% | 5/1/28 | 1,000 | 1,175 | ||
San Francisco CA Bay Area Rapid Transit District GO | 5.000% | 8/1/30 | 1,530 | 1,805 | ||
San Francisco CA Bay Area Rapid Transit District Sales Tax Revenue | 4.000% | 7/1/21 | 350 | 350 | ||
San Francisco CA City & County COP | 5.000% | 4/1/28 | 1,635 | 1,940 | ||
San Francisco CA City & County COP | 4.000% | 4/1/33 | 1,000 | 1,128 | ||
San Francisco CA City & County COP | 4.000% | 4/1/39 | 1,000 | 1,170 | ||
San Francisco CA City & County International Airport Revenue | 5.000% | 5/1/27 | 605 | 629 | ||
San Francisco CA City & County International Airport Revenue | 5.000% | 5/1/34 | 1,000 | 1,284 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 5.000% | 11/1/31 | 1,700 | 2,082 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
San Francisco CA City & County Public Utilities Commission Water Revenue | 5.000% | 11/1/32 | 1,000 | 1,164 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 5.000% | 11/1/35 | 1,500 | 1,827 | ||
San Francisco CA City & County Unified School District GO | 4.000% | 6/15/32 | 965 | 999 | ||
San Francisco CA City & County Unified School District GO | 4.250% | 6/15/33 | 1,000 | 1,038 | ||
San Mateo Foster City School District GO | 3.000% | 8/1/40 | 750 | 820 | ||
7 | San Ramon CA Public Financing Authority Tax Allocation Revenue | 0.000% | 2/1/33 | 1,475 | 1,146 | |
Santa Clara CA Financing Authority Revenue | 3.000% | 5/1/39 | 1,155 | 1,250 | ||
Santa Clara CA Unified School District GO | 3.000% | 7/1/34 | 1,000 | 1,086 | ||
Southern California Public Power Authority Revenue | 5.000% | 7/1/30 | 3,000 | 3,333 | ||
Southern California Public Power Authority Revenue (Canyon Power Project) | 5.000% | 7/1/32 | 2,000 | 2,346 | ||
Southern California Public Power Authority Revenue (Canyon Power Project) Prere. | 5.000% | 7/1/21 | 1,105 | 1,105 | ||
2 | Southern California Public Power Authority Revenue (Magnolia Power Project) VRDO | 0.010% | 7/1/21 | 600 | 600 | |
State Center California Community College District GO | 5.000% | 8/1/29 | 1,000 | 1,177 | ||
6 | Stockton Public Financing Authority Revenue | 5.000% | 9/1/29 | 1,000 | 1,136 | |
Tahoe-Truckee CA Unified School District GO | 5.000% | 8/1/34 | 1,030 | 1,242 | ||
8 | Union CA Elementary School District GO | 0.000% | 9/1/28 | 1,080 | 989 | |
Union City CA Community Redevelopment Agency Successor Agency Tax Allocation Revenue | 5.000% | 10/1/30 | 1,635 | 1,916 | ||
5 | University of California Revenue | 5.000% | 5/15/36 | 2,000 | 2,638 | |
5 | University of California Revenue | 5.000% | 5/15/38 | 2,275 | 2,984 | |
University of California Revenue VRDO | 0.010% | 7/1/21 | 1,800 | 1,800 | ||
University of California Revenue | 5.000% | 5/15/28 | 690 | 750 | ||
5 | University of California Revenue | 5.000% | 5/15/31 | 2,000 | 2,623 | |
University of California Revenue | 4.000% | 5/15/33 | 1,000 | 1,123 | ||
University of California Revenue | 5.000% | 5/15/33 | 3,000 | 3,984 | ||
University of California Revenue | 4.000% | 5/15/34 | 1,000 | 1,162 | ||
University of California Revenue | 4.000% | 5/15/34 | 1,770 | 1,942 | ||
University of California Revenue | 4.000% | 5/15/35 | 2,000 | 2,321 | ||
University of California Revenue | 5.000% | 5/15/35 | 1,620 | 2,051 | ||
University of California Revenue | 5.000% | 5/15/35 | 1,165 | 1,471 | ||
University of California Revenue | 4.000% | 5/15/39 | 5,000 | 6,134 | ||
University of California Revenue Prere. | 5.000% | 5/15/23 | 310 | 337 | ||
University of California Revenue PUT | 5.000% | 5/15/23 | 3,960 | 4,318 | ||
3,10 | West Contra Costa CA Unified School District GO | 0.000% | 8/1/32 | 1,155 | 941 | |
8 | West Contra Costa CA Unified School District GO | 0.000% | 8/1/34 | 1,225 | 942 | |
352,278 | ||||||
Colorado (0.9%) | ||||||
13 | Adams & Weld County CO School District No. 27J GO | 5.000% | 12/1/34 | 1,435 | 1,708 | |
Adams 12 Five Star Schools GO | 5.000% | 12/15/30 | 2,775 | 3,400 | ||
Adams County CO COP | 5.000% | 12/1/31 | 650 | 770 | ||
Board of Governors of the Colorado State University System Enterprise Revenue ETM | 5.000% | 3/1/23 | 300 | 324 | ||
Boulder Valley School District No. Re-2 Boulder GO | 4.000% | 12/1/31 | 3,480 | 4,122 | ||
Colorado (UCDHSC Fitzsimons Academic Projects) COP | 5.000% | 11/1/21 | 500 | 508 | ||
Colorado COP | 4.000% | 12/15/33 | 1,235 | 1,471 | ||
Colorado COP | 4.000% | 12/15/34 | 1,800 | 2,140 | ||
Colorado Educational & Cultural Facilities Authority Revenue (Aspen View Academy Project) | 4.000% | 5/1/36 | 175 | 199 | ||
Colorado Educational & Cultural Facilities Authority Revenue (University of Denver) | 4.000% | 3/1/30 | 500 | 581 | ||
Colorado Health Facilities Authority Hospital Revenue (Adventist Health System/West Obligated Group) | 5.000% | 11/15/37 | 1,000 | 1,290 | ||
Colorado Health Facilities Authority Hospital Revenue (Adventist Health System/West Obligated Group) | 4.000% | 11/15/38 | 1,000 | 1,195 | ||
Colorado Health Facilities Authority Hospital Revenue (Adventist Health System/West Obligated Group) PUT | 5.000% | 11/19/26 | 1,030 | 1,263 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Colorado Health Facilities Authority Retirement Facilities Revenue (Liberty Heights Project) ETM | 0.000% | 7/15/24 | 1,430 | 1,411 | ||
Colorado Health Facilities Authority Revenue (Adventist Health System/Sunbelt Obligated Group) PUT | 5.000% | 11/15/23 | 2,990 | 3,328 | ||
Colorado Health Facilities Authority Revenue (Commonspirit Health) | 5.000% | 8/1/32 | 2,250 | 2,870 | ||
Colorado Health Facilities Authority Revenue (Covenant Retirement Community Inc.) Prere. | 5.000% | 12/1/22 | 500 | 534 | ||
Colorado Health Facilities Authority Revenue (NCMC Inc.) Prere. | 4.000% | 5/15/26 | 1,500 | 1,742 | ||
Colorado Housing & Finance Authority Revenue (Single Family Mortgage) | 3.000% | 5/1/50 | 2,240 | 2,420 | ||
Colorado Springs CO Utility System Revenue Prere. | 5.000% | 11/15/22 | 500 | 533 | ||
Denver CO City & County Airport Revenue | 5.000% | 11/15/24 | 1,200 | 1,386 | ||
Denver CO City & County Airport Revenue | 5.000% | 12/1/26 | 775 | 952 | ||
Denver CO City & County Airport Revenue | 4.000% | 12/1/38 | 400 | 468 | ||
Denver CO City & County Better Denver & Zoo GO | 5.000% | 8/1/22 | 1,000 | 1,053 | ||
Denver CO City & County Board of Water Commissioners Revenue | 5.000% | 12/15/35 | 1,490 | 2,046 | ||
Denver CO City & County COP | 5.000% | 6/1/37 | 1,685 | 1,990 | ||
Denver CO City & County Dedicated Tax Revenue | 0.000% | 8/1/29 | 500 | 421 | ||
Denver CO City & County GO | 5.000% | 8/1/29 | 2,245 | 2,972 | ||
Denver CO City & County GO | 5.000% | 8/1/23 | 1,535 | 1,689 | ||
Denver CO City & County Revenue | 4.000% | 8/1/38 | 1,500 | 1,836 | ||
Denver CO City & County School District GO | 4.000% | 12/1/31 | 1,000 | 1,146 | ||
Denver CO City & County School District GO | 5.000% | 12/1/36 | 2,000 | 2,428 | ||
9 | E-470 Public Highway Authority Colorado Revenue, SOFR + 0.350% PUT | 0.384% | 9/1/24 | 210 | 210 | |
8 | E-470 Public Highway Authority Colorado Revenue | 0.000% | 9/1/23 | 1,010 | 999 | |
8 | E-470 Public Highway Authority Colorado Revenue | 0.000% | 9/1/29 | 2,000 | 1,765 | |
8 | E-470 Public Highway Authority Colorado Revenue | 0.000% | 9/1/32 | 1,000 | 814 | |
El Paso County CO School District No. 20 Academy GO | 5.000% | 12/15/30 | 2,400 | 2,942 | ||
El Paso County CO School District No. 3 Widefield GO Prere. | 5.000% | 12/1/22 | 350 | 374 | ||
El Paso County CO School District No. 3 Widefield GO Prere. | 5.000% | 12/1/22 | 500 | 534 | ||
El Paso County CO School District No. 3 Widefield GO Prere. | 5.000% | 12/1/22 | 500 | 534 | ||
El Paso County CO School District No. 3 Widefield GO Prere. | 5.000% | 12/1/22 | 520 | 556 | ||
El Paso County CO School District No. 3 Widefield GO Prere. | 5.000% | 12/1/22 | 635 | 679 | ||
Garfield, Pitkin, & Eagle County CO School District GO | 4.000% | 12/15/34 | 1,000 | 1,141 | ||
Jefferson County CO School District No. R-1 GO | 5.000% | 12/15/36 | 3,395 | 4,334 | ||
Regional Transportation District of Colorado COP | 5.000% | 6/1/31 | 1,010 | 1,295 | ||
Regional Transportation District of Colorado COP | 5.000% | 11/1/31 | 1,000 | 1,372 | ||
University of Colorado Enterprise System Revenue | 4.000% | 6/1/32 | 1,590 | 1,858 | ||
University of Colorado Enterprise System Revenue Prere. | 5.000% | 6/1/22 | 515 | 538 | ||
University of Colorado Hospital Authority Revenue | 5.000% | 11/15/36 | 1,000 | 1,060 | ||
71,201 | ||||||
Connecticut (0.8%) | ||||||
Connecticut GO | 5.000% | 7/15/22 | 2,050 | 2,154 | ||
5 | Connecticut GO | 5.000% | 7/15/25 | 1,625 | 1,912 | |
Connecticut GO | 5.000% | 11/15/22 | 1,935 | 2,064 | ||
Connecticut GO | 5.000% | 4/15/24 | 800 | 830 | ||
Connecticut GO | 5.000% | 2/15/25 | 1,000 | 1,165 | ||
Connecticut GO | 5.000% | 5/15/25 | 2,345 | 2,757 | ||
Connecticut GO | 5.000% | 2/15/26 | 1,000 | 1,204 | ||
Connecticut GO | 5.000% | 9/1/26 | 1,000 | 1,143 | ||
Connecticut GO | 5.000% | 2/15/27 | 1,000 | 1,239 | ||
Connecticut GO | 4.000% | 9/15/27 | 1,000 | 1,042 | ||
Connecticut GO | 5.000% | 4/15/28 | 500 | 518 | ||
Connecticut GO | 5.000% | 4/15/28 | 1,000 | 1,275 | ||
Connecticut GO | 5.000% | 3/1/32 | 2,950 | 3,281 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Connecticut GO | 5.000% | 10/15/32 | 705 | 744 | ||
Connecticut GO | 4.000% | 3/15/35 | 5,000 | 5,655 | ||
Connecticut GO | 3.000% | 1/15/38 | 2,345 | 2,576 | ||
Connecticut Health & Educational Facilities Authority Revenue (Connecticut State University System) | 5.000% | 11/1/31 | 1,000 | 1,290 | ||
Connecticut Health & Educational Facilities Authority Revenue (Covenant Retirement Communities) | 5.000% | 12/1/31 | 1,000 | 1,198 | ||
Connecticut Health & Educational Facilities Authority Revenue (Hartford Healthcare) | 4.000% | 7/1/36 | 1,750 | 2,064 | ||
Connecticut Health & Educational Facilities Authority Revenue (Hartford Healthcare) Prere. | 5.000% | 7/1/21 | 550 | 550 | ||
Connecticut Health & Educational Facilities Authority Revenue (Nuvance Health) | 5.000% | 7/1/29 | 1,255 | 1,620 | ||
Connecticut Health & Educational Facilities Authority Revenue (Sacred Heart University) | 5.000% | 7/1/31 | 850 | 1,108 | ||
Connecticut Health & Educational Facilities Authority Revenue (University of Hartford) | 5.000% | 7/1/31 | 575 | 715 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 0.375% | 7/12/24 | 1,500 | 1,501 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 1.450% | 7/1/22 | 875 | 886 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 1.450% | 7/1/22 | 900 | 912 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 5.000% | 2/1/23 | 3,400 | 3,660 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 0.250% | 2/9/24 | 1,000 | 997 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 2.000% | 7/1/26 | 500 | 534 | ||
5 | Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 1/1/29 | 500 | 633 | |
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 5/1/34 | 1,000 | 1,333 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 4.000% | 5/1/37 | 2,410 | 2,932 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 9/1/23 | 1,360 | 1,500 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 1/1/28 | 1,805 | 2,285 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 10/1/34 | 1,000 | 1,260 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 5/1/38 | 2,250 | 2,921 | ||
Hartford County CT Metropolitan District GO | 5.000% | 7/15/28 | 1,280 | 1,636 | ||
Hartford County CT Metropolitan District GO | 4.000% | 7/15/38 | 2,025 | 2,411 | ||
University of Connecticut GO | 5.000% | 2/15/27 | 635 | 733 | ||
University of Connecticut Revenue | 5.000% | 11/1/27 | 1,000 | 1,256 | ||
65,494 | ||||||
Delaware (0.1%) | ||||||
Delaware GO | 5.000% | 2/1/25 | 1,010 | 1,178 | ||
Delaware Health Facilities Authority Revenue (Beebe Medical Center Project) | 5.000% | 6/1/30 | 600 | 739 | ||
Delaware River & Bay Authority Delaware Revenue | 3.000% | 1/1/38 | 1,495 | 1,616 | ||
Delaware State Economic Development Authority Revenue (NRG Energy Projects) PUT | 1.250% | 10/1/25 | 650 | 655 | ||
Delaware Transportation Authority Grant Anticipation Bonds | 5.000% | 9/1/29 | 1,780 | 2,320 | ||
University of Delaware Bonds | 5.000% | 11/1/37 | 1,700 | 2,177 | ||
University of Delaware Bonds | 5.000% | 11/1/34 | 440 | 620 | ||
University of Delaware Bonds | 5.000% | 11/1/35 | 500 | 709 | ||
10,014 | ||||||
District of Columbia (0.5%) | ||||||
District of Columbia GO | 5.000% | 6/1/25 | 1,235 | 1,457 | ||
District of Columbia GO | 5.000% | 6/1/29 | 3,780 | 4,276 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
District of Columbia GO | 5.000% | 6/1/32 | 1,000 | 1,205 | ||
District of Columbia GO | 5.000% | 6/1/34 | 1,320 | 1,616 | ||
District of Columbia Hospital Revenue (Children's Hospital Obligated Group) | 5.000% | 7/15/35 | 1,000 | 1,182 | ||
District of Columbia Income Tax Revenue | 5.000% | 12/1/24 | 1,350 | 1,442 | ||
District of Columbia Income Tax Revenue | 5.000% | 12/1/26 | 655 | 668 | ||
District of Columbia Revenue Bonds (Gallaudet University Project) | 3.000% | 4/1/39 | 720 | 784 | ||
District of Columbia Revenue Bonds (Latin American Montessori Bilingual Public Charter School) | 5.000% | 6/1/40 | 1,000 | 1,204 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 5.000% | 10/1/33 | 2,175 | 2,669 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 5.000% | 10/1/39 | 1,125 | 1,339 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 5.000% | 10/1/39 | 2,000 | 2,274 | ||
Metropolitan Washington DC/VA Airports Authority Airport System Revenue | 5.000% | 10/1/30 | 2,325 | 3,127 | ||
12 | Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Capital Appreciation Bonds) | 0.000% | 10/1/36 | 525 | 387 | |
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | 5.000% | 10/1/33 | 2,240 | 2,803 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | 0.000% | 10/1/37 | 1,300 | 774 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | 4.000% | 10/1/39 | 1,000 | 1,165 | ||
Washington Convention & Sports Authority Revenue | 4.000% | 10/1/34 | 1,115 | 1,350 | ||
Washington Convention & Sports Authority Revenue | 5.000% | 10/1/26 | 1,090 | 1,331 | ||
Washington Metropolitan Area Transit Authority Revenue | 5.000% | 7/15/23 | 1,000 | 1,098 | ||
Washington Metropolitan Area Transit Authority Revenue | 5.000% | 7/15/25 | 1,000 | 1,183 | ||
Washington Metropolitan Area Transit Authority Revenue | 5.000% | 7/15/34 | 2,825 | 3,728 | ||
Washington Metropolitan Area Transit Authority Revenue | 5.000% | 7/15/38 | 2,000 | 2,614 | ||
39,676 | ||||||
Florida (2.3%) | ||||||
Brevard County FL School Board COP | 5.000% | 7/1/25 | 1,000 | 1,092 | ||
Broward County FL Airport System Revenue Prere. | 5.000% | 10/1/22 | 400 | 424 | ||
Broward County FL Airport System Revenue Prere. | 5.500% | 10/1/23 | 1,000 | 1,118 | ||
Capital Projects Finance Authority FL Student Housing Revenue (Projects Loan Program) | 5.000% | 10/1/33 | 540 | 681 | ||
Capital Trust Agency Florida Educational Facilities Revenue (Advantage Academy of Hillsborough Projects) | 5.000% | 12/15/29 | 400 | 455 | ||
3 | Central FL Expressway Authority Revenue | 4.000% | 7/1/35 | 1,000 | 1,239 | |
3 | Central FL Expressway Authority Revenue | 4.000% | 7/1/38 | 1,000 | 1,226 | |
3 | Central FL Expressway Authority Revenue | 2.500% | 7/1/40 | 1,000 | 1,041 | |
Central Florida Expressway Authority Revenue | 4.000% | 7/1/32 | 1,015 | 1,166 | ||
East Central FL Regional Wastewater Treatment Facilities Operation Board Revenue | 5.000% | 10/1/34 | 925 | 1,150 | ||
East Central FL Regional Wastewater Treatment Facilities Operation Board Revenue | 5.000% | 10/1/35 | 1,075 | 1,334 | ||
Escambia County FL Health Facilities Authority Revenue (Baptist Health Care Corp. Obligated Group) | 5.000% | 8/15/39 | 1,525 | 1,931 | ||
Florida Board of Education Lottery Revenue | 4.000% | 7/1/27 | 1,230 | 1,274 | ||
Florida Board of Education Public Education Capital Outlay GO | 5.000% | 6/1/24 | 625 | 683 | ||
Florida Board of Education Public Education Capital Outlay GO | 4.000% | 6/1/27 | 1,255 | 1,298 | ||
Florida Board of Education Public Education Capital Outlay GO | 4.000% | 6/1/29 | 1,365 | 1,412 | ||
Florida Board of Education Public Education Capital Outlay GO | 4.000% | 6/1/32 | 1,675 | 1,892 | ||
5 | Florida Capital Improvement Revenue (Student Housing Project) | 5.000% | 7/1/29 | 1,310 | 1,610 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
4 | Florida Development Finance Corp. Educational Facilities Revenue (Global Outreach Charter Academy Projects) | 4.000% | 6/30/29 | 205 | 233 | |
4 | Florida Development Finance Corp. Educational Facilities Revenue (Mater Academy Projects) | 5.000% | 6/15/29 | 400 | 469 | |
4 | Florida Development Finance Corp. Educational Facilities Revenue (Mater Academy Projects) | 5.000% | 6/15/30 | 475 | 552 | |
Florida Development Finance Corp. Educational Facilities Revenue (River City Science Academy Projects) | 4.000% | 7/1/30 | 220 | 248 | ||
Florida GO | 4.000% | 6/1/27 | 1,455 | 1,557 | ||
Florida GO | 5.000% | 7/1/27 | 1,440 | 1,760 | ||
Florida Gulf Coast University Financing Corp. Capital Improvement Revenue | 4.000% | 2/1/38 | 770 | 897 | ||
Florida Higher Educational Facilities Financial Authority Revenue (Rollins College Projects) | 4.000% | 12/1/36 | 1,750 | 2,087 | ||
Florida Municipal Power Agency Revenue | 3.000% | 10/1/33 | 1,000 | 1,101 | ||
Florida Municipal Power Agency Revenue | 4.000% | 10/1/30 | 2,775 | 3,267 | ||
Florida State Department of Transportation Right of Way Acquisition Revenue | 5.000% | 7/1/23 | 5,130 | 5,623 | ||
Florida Turnpike Authority Revenue | 4.000% | 7/1/34 | 1,000 | 1,128 | ||
Florida Turnpike Authority Revenue | 4.000% | 7/1/34 | 1,385 | 1,592 | ||
Halifax Hospital Medical Center FL Hospital Revenue | 3.750% | 6/1/41 | 210 | 229 | ||
2 | Hillsborough County FL Industrial Development Authority Health System Revenue VRDO | 0.020% | 7/1/21 | 8,900 | 8,900 | |
Hillsborough County FL Industrial Development Authority Hospital Revenue (Tampa General Hospital Projects) | 3.600% | 10/1/28 | 500 | 564 | ||
Hillsborough County FL School Board (Master Lease Program) COP Prere. | 5.000% | 7/1/22 | 1,650 | 1,730 | ||
Jacksonville FL Electric Authority Electric System Revenue | 5.000% | 10/1/26 | 1,005 | 1,214 | ||
Jacksonville FL Electric Authority Electric System Revenue | 5.000% | 10/1/31 | 190 | 191 | ||
Jacksonville FL Electric Authority Electric System Revenue | 4.000% | 10/1/37 | 1,955 | 2,266 | ||
Jacksonville FL Electric Authority Electric System Revenue Prere. | 5.000% | 10/1/23 | 1,160 | 1,284 | ||
Jacksonville FL Electric Authority Water & Sewer Revenue | 5.000% | 10/1/27 | 1,905 | 2,400 | ||
Jacksonville FL Electric Authority Water & Sewer Revenue | 5.000% | 10/1/27 | 1,465 | 1,836 | ||
Jacksonville FL Health Care Facilities Revenue (Baptist Health System Obligated Group) | 4.000% | 8/15/37 | 1,250 | 1,429 | ||
Jacksonville FL Health Care Facilities Revenue (Brooks Rehabilitation) | 5.000% | 11/1/30 | 1,085 | 1,329 | ||
Jacksonville FL Special Revenue | 5.000% | 10/1/27 | 1,500 | 1,881 | ||
Jacksonville FL Special Revenue | 5.000% | 10/1/28 | 1,640 | 2,105 | ||
Jacksonville FL Special Revenue | 5.000% | 10/1/32 | 500 | 529 | ||
Jacksonville FL Special Revenue | 5.000% | 10/1/38 | 1,410 | 1,812 | ||
Jacksonville FL Transportation Authority Local Option Gas Tax Revenue | 5.000% | 8/1/34 | 1,000 | 1,176 | ||
Jacksonville FL Transportation Revenue | 5.000% | 10/1/28 | 1,200 | 1,420 | ||
Jacksonville FL Water & Sewer Revenue | 4.000% | 10/1/35 | 1,655 | 1,907 | ||
JEA FL Electric System Revenue | 5.000% | 10/1/37 | 2,000 | 2,111 | ||
Key West FL Utility Board Electricity Revenue | 5.000% | 10/1/37 | 1,030 | 1,296 | ||
Lakeland FL Educational Facilities Revenue (Florida Southern College Project) | 5.000% | 9/1/31 | 880 | 918 | ||
Lakeland FL Hospital Revenue (Lakeland Regional Health Systems) | 5.000% | 11/15/26 | 1,475 | 1,795 | ||
Lee Memorial Health System Florida Hospital Revenue | 5.000% | 4/1/39 | 1,655 | 2,072 | ||
Miami Beach FL Health Facilities Authority Revenue (Mount Sinai Medical Center) | 5.000% | 11/15/27 | 1,000 | 1,134 | ||
Miami Beach FL Resort Tax Revenue | 5.000% | 9/1/34 | 1,020 | 1,202 | ||
Miami Beach FL Water & Sewer Revenue | 5.000% | 10/1/30 | 1,500 | 1,783 | ||
Miami Beach FL Water & Sewer Revenue | 5.000% | 10/1/38 | 1,000 | 1,260 | ||
3,4 | Miami FL Special Obligation Street & Sidewalk Improvement Program Revenue | 5.000% | 1/1/30 | 1,325 | 1,655 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | Miami FL Special Obligation Street & Sidewalk Improvement Program Revenue | 5.000% | 1/1/35 | 1,000 | 1,231 | |
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 5.000% | 10/1/33 | 1,850 | 2,228 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 5.000% | 10/1/34 | 1,000 | 1,202 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.000% | 10/1/36 | 1,000 | 1,203 | ||
Miami-Dade County FL Building Better Communities GO | 5.000% | 7/1/36 | 1,160 | 1,394 | ||
Miami-Dade County FL Educational Facilities Authority Revenue (University of Miami Issue) | 5.000% | 4/1/34 | 500 | 577 | ||
Miami-Dade County FL Expressway Authority Toll System Revenue | 5.000% | 7/1/24 | 860 | 973 | ||
Miami-Dade County FL Expressway Authority Toll System Revenue | 5.000% | 7/1/25 | 830 | 944 | ||
Miami-Dade County FL GO | 5.000% | 7/1/24 | 1,000 | 1,140 | ||
Miami-Dade County FL Health Facilities Authority Hospital Revenue (Miami Children's Hospital) | 5.000% | 8/1/25 | 1,000 | 1,095 | ||
Miami-Dade County FL Public Health Trust GO | 4.000% | 7/1/32 | 1,750 | 2,079 | ||
Miami-Dade County FL School Board COP | 5.000% | 2/1/26 | 3,035 | 3,624 | ||
Miami-Dade County FL School Board GO | 5.000% | 3/15/31 | 3,155 | 3,405 | ||
Miami-Dade County FL Seaport Revenue | 5.750% | 10/1/28 | 1,610 | 1,801 | ||
Miami-Dade County FL Special Obligation Revenue | 5.000% | 10/1/22 | 1,645 | 1,743 | ||
Miami-Dade County FL Special Obligation Revenue | 5.000% | 4/1/37 | 1,255 | 1,594 | ||
Miami-Dade County FL Special Obligation Revenue | 0.000% | 10/1/39 | 1,265 | 758 | ||
Miami-Dade County FL Special Obligation Revenue Prere. | 5.000% | 10/1/22 | 1,000 | 1,061 | ||
Miami-Dade County FL Special Obligation Revenue Prere. | 5.000% | 10/1/22 | 500 | 530 | ||
Miami-Dade County FL Transit Sales Surtax Revenue | 4.000% | 7/1/31 | 1,400 | 1,617 | ||
Miami-Dade County FL Water & Sewer Revenue | 5.000% | 10/1/22 | 2,060 | 2,185 | ||
Miami-Dade County FL Water & Sewer System Revenue | 4.000% | 10/1/38 | 2,125 | 2,604 | ||
North Brevard County FL Hospital District Revenue | 5.000% | 1/1/34 | 1,000 | 1,191 | ||
North Sumter County Utility Dependent District Utility Revenue | 5.000% | 10/1/37 | 2,505 | 3,210 | ||
Orange County FL Health Facilities Authority Hospital Revenue (Orlando Health Inc.) | 5.000% | 10/1/30 | 1,510 | 1,831 | ||
Orange County FL School Board COP | 5.000% | 8/1/32 | 1,000 | 1,387 | ||
Orange County FL School Board COP | 5.000% | 8/1/33 | 6,105 | 7,346 | ||
3 | Orlando FL Tourist Development Tax Revenue | 5.000% | 11/1/28 | 1,535 | 1,941 | |
Orlando FL Utilities Commission System Revenue PUT | 1.250% | 10/1/28 | 1,000 | 1,014 | ||
Osceola County FL Transportation Revenue | 5.000% | 10/1/28 | 500 | 651 | ||
Osceola County FL Transportation Revenue | 0.000% | 10/1/34 | 2,000 | 1,426 | ||
Palm Beach County FL Health Facilities Authority Hospital Revenue (BRRH Corp. Obligated Group) Prere. | 5.000% | 12/1/24 | 560 | 647 | ||
Palm Beach County FL Public Improvement Revenue | 5.000% | 5/1/33 | 1,245 | 1,496 | ||
Palm Beach County FL School Board COP | 5.000% | 8/1/29 | 1,540 | 1,811 | ||
Palm Beach County FL School Board COP | 5.000% | 8/1/32 | 1,500 | 1,760 | ||
Palm Beach County Health Facilities Authority Revenue (Toby & Leon Cooperman Sinai Residences of Boca Ration Expansion) | 2.625% | 6/1/25 | 165 | 170 | ||
Panama City Beach FL Capital Improvement Revenue | 5.000% | 11/1/32 | 375 | 497 | ||
Port St. Lucie FL Utility System Revenue | 4.000% | 9/1/32 | 1,440 | 1,672 | ||
Reedy Creek FL Improvement District GO | 4.000% | 6/1/34 | 1,190 | 1,362 | ||
Reedy Creek FL Improvement District GO | 4.000% | 6/1/35 | 1,000 | 1,142 | ||
South Broward FL Hospital District Revenue | 4.000% | 5/1/33 | 1,020 | 1,159 | ||
South Miami FL Health Facilities Authority Revenue (Baptist Health South Florida Obligated Group) | 4.000% | 8/15/33 | 1,180 | 1,354 | ||
St. Johns County FL Water & Sewer Revenue | 0.000% | 6/1/24 | 1,110 | 1,090 | ||
Sunshine State Governmental Financing Commission Florida Revenue (Miami Dade County Program) | 5.000% | 9/1/26 | 1,000 | 1,103 | ||
Tallahassee FL Energy System Revenue | 5.000% | 10/1/35 | 1,000 | 1,142 | ||
Tallahassee FL Health Facilities System Revenue (Memorial Healthcare Projects) | 5.000% | 12/1/40 | 1,000 | 1,133 | ||
Tallahassee FL Utility System Revenue | 5.000% | 10/1/29 | 1,015 | 1,165 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Tallahassee FL Utility System Revenue | 5.000% | 10/1/30 | 750 | 860 | ||
Tallahassee FL Utility System Revenue | 5.000% | 10/1/34 | 1,265 | 1,447 | ||
Tampa Bay FL Water Utility System Revenue | 5.000% | 10/1/37 | 2,040 | 2,463 | ||
Tampa FL Cigarette Tax Allocation Revenue (H. Lee Moffitt Cancer Center Project) | 5.000% | 9/1/26 | 200 | 210 | ||
Tampa FL Health System Revenue (BayCare Health System) | 5.000% | 11/15/33 | 1,575 | 1,637 | ||
Tampa FL Hospital Revenue | 5.000% | 7/1/23 | 750 | 784 | ||
Tampa-Hillsborough County FL Expressway Authority Revenue | 5.000% | 7/1/30 | 200 | 255 | ||
Tampa-Hillsborough County FL Expressway Authority Revenue | 5.000% | 7/1/31 | 250 | 317 | ||
Tohopekaliga FL Water Authority Utility System Revenue | 4.000% | 10/1/21 | 1,275 | 1,287 | ||
Tohopekaliga FL Water Authority Utility System Revenue | 4.000% | 10/1/32 | 1,000 | 1,164 | ||
Tohopekaliga FL Water Authority Utility System Revenue Prere. | 5.750% | 10/1/21 | 500 | 507 | ||
Volusia County FL Educational Facilities Authority Revenue (Embry-Riddle Aeronautical University Inc.) | 5.000% | 10/15/29 | 860 | 1,066 | ||
Volusia County FL School Board COP | 5.000% | 8/1/25 | 1,650 | 1,950 | ||
Volusia County FL School Board COP | 5.000% | 8/1/29 | 1,000 | 1,304 | ||
Volusia County FL School Board COP | 5.000% | 8/1/25 | 1,025 | 1,168 | ||
181,075 | ||||||
Georgia (1.3%) | ||||||
Athens-Clarke County GA Unified Government Water & Sewerage Revenue | 4.000% | 1/1/32 | 1,000 | 1,118 | ||
Atlanta GA Airport Revenue | 5.000% | 1/1/33 | 2,000 | 2,225 | ||
Atlanta GA Water & Wastewater Revenue | 4.000% | 11/1/36 | 500 | 589 | ||
Atlanta GA Water & Wastewater Revenue | 5.000% | 11/1/21 | 1,500 | 1,524 | ||
Atlanta GA Water & Wastewater Revenue | 5.000% | 11/1/25 | 1,290 | 1,514 | ||
Atlanta GA Water & Wastewater Revenue | 5.000% | 11/1/36 | 1,320 | 1,646 | ||
Bulloch County GA Development Authority Revenue (Georgia Southern University Housing Foundation) | 5.000% | 7/1/27 | 410 | 508 | ||
Bulloch County GA Development Authority Revenue (Georgia Southern University Housing Foundation) ETM | 5.000% | 7/1/27 | 100 | 125 | ||
City of Dalton GA Utilities Revenue | 4.000% | 3/1/37 | 1,450 | 1,723 | ||
Cobb County GA Kennestone Hospital Authority Revenue | 5.000% | 4/1/24 | 400 | 432 | ||
Coweta County GA Development Authority Revenue (Piedmont Healthcare Inc. Project) | 5.000% | 7/1/36 | 1,060 | 1,355 | ||
Dahlonega GA Downtown Development Authority Revenue (North Georgia MAC LLC Project) | 5.000% | 7/1/31 | 810 | 982 | ||
DeKalb County GA Water & Sewer Revenue | 5.250% | 10/1/31 | 500 | 506 | ||
Forsyth County GA GO | 5.000% | 9/1/23 | 2,000 | 2,209 | ||
Fulton County GA Development Authority Revenue (Children's Healthcare of Atlanta Obligated Group) | 5.000% | 7/1/38 | 1,500 | 1,925 | ||
Fulton County GA Water & Sewer Revenue | 4.000% | 1/1/34 | 4,000 | 4,209 | ||
5 | Georgia GO | 5.000% | 7/1/30 | 2,530 | 3,413 | |
Georgia GO | 5.000% | 7/1/24 | 1,500 | 1,713 | ||
Georgia GO | 5.000% | 7/1/24 | 1,000 | 1,142 | ||
Georgia GO | 5.000% | 7/1/25 | 1,100 | 1,302 | ||
Georgia GO | 5.000% | 2/1/30 | 1,500 | 1,854 | ||
Georgia GO | 5.000% | 8/1/33 | 5,000 | 6,689 | ||
Georgia Municipal Electric Power Authority Revenue | 5.000% | 1/1/33 | 1,335 | 1,740 | ||
Griffin-Spalding County GA Hospital Authority Revenue (WellStar Health System Obligated Group) | 5.000% | 4/1/25 | 600 | 700 | ||
Griffin-Spalding County GA Hospital Authority Revenue (WellStar Health System Obligated Group) | 5.000% | 4/1/31 | 350 | 425 | ||
Griffin-Spalding County GA Hospital Authority Revenue (WellStar Health System Obligated Group) | 5.000% | 4/1/33 | 1,575 | 1,908 | ||
Gwinnett County GA School District GO | 5.000% | 2/1/28 | 500 | 582 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue | 5.000% | 3/15/22 | 525 | 542 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue | 5.000% | 5/15/33 | 500 | 621 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Main Street Natural Gas Inc. Georgia Gas Project Revenue | 5.000% | 5/15/37 | 250 | 355 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue | 5.000% | 5/15/38 | 500 | 717 | ||
2 | Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 9/1/23 | 6,210 | 6,662 | |
2 | Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 12/1/23 | 6,245 | 6,744 | |
Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 12/2/24 | 1,475 | 1,644 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 9/1/26 | 2,900 | 3,353 | ||
Metropolitan Atlanta GA Rapid Transit Authority Revenue (Third Indenture) | 5.000% | 7/1/43 | 2,000 | 2,342 | ||
Metropolitan Atlanta Rapid Transportation Authority Georgia Sales Tax Revenue | 5.000% | 7/1/31 | 1,410 | 1,705 | ||
Metropolitan Atlanta Rapid Transportation Authority Georgia Sales Tax Revenue | 4.000% | 7/1/33 | 1,835 | 2,166 | ||
Metropolitan Atlanta Rapid Transportation Authority Georgia Sales Tax Revenue | 4.000% | 7/1/33 | 5,210 | 6,430 | ||
Milledgeville & Baldwin County GA Development Authority Revenue (Georgia College & State University Projects) | 5.000% | 6/15/31 | 600 | 810 | ||
Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/26 | 1,510 | 1,795 | ||
6 | Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/28 | 1,495 | 1,795 | |
Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/29 | 1,795 | 2,244 | ||
Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/35 | 1,715 | 1,955 | ||
Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/39 | 1,215 | 1,499 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project M) | 5.000% | 1/1/32 | 500 | 625 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project M) | 5.000% | 1/1/33 | 180 | 224 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project M) | 5.000% | 1/1/36 | 600 | 743 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project P) | 5.000% | 1/1/28 | 580 | 719 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project P) | 5.000% | 1/1/30 | 810 | 1,007 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project P) | 5.000% | 1/1/34 | 800 | 982 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project P) | 5.000% | 1/1/39 | 2,000 | 2,443 | ||
Private Colleges & University Authority of Georgia Revenue (Emory University) | 4.000% | 9/1/36 | 2,000 | 2,447 | ||
Private Colleges & University Authority of Georgia Revenue (Emory University) | 5.000% | 9/1/36 | 795 | 1,028 | ||
Walton County GA Development Authority Revenue (Piedmont Healthcare Inc. Project) | 4.000% | 7/1/38 | 1,145 | 1,358 | ||
99,013 | ||||||
Guam (0.1%) | ||||||
Guam Business Privilege Tax Revenue | 5.000% | 11/15/29 | 865 | 1,001 | ||
5 | Guam Government Business Privilege Tax Revenue | 4.000% | 1/1/36 | 650 | 754 | |
Guam Government Business Privilege Tax Revenue | 5.000% | 11/15/26 | 735 | 863 | ||
Guam Government Waterworks Authority Water & Waste Water System Revenue | 5.250% | 7/1/23 | 1,000 | 1,091 | ||
Guam Government Waterworks Authority Water & Waste Water System Revenue Prere. | 5.250% | 7/1/23 | 1,305 | 1,431 | ||
Guam International Airport Authority Revenue | 5.000% | 10/1/21 | 465 | 470 | ||
3 | Guam Power Authority Revenue | 5.000% | 10/1/30 | 255 | 268 | |
5,878 | ||||||
Hawaii (0.6%) | ||||||
Hawaii Airports System Revenue | 5.000% | 7/1/29 | 1,785 | 2,337 | ||
Hawaii Airports System Revenue | 5.000% | 7/1/30 | 1,000 | 1,334 | ||
Hawaii Airports System Revenue | 5.000% | 7/1/31 | 2,000 | 2,652 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Hawaii Department of Budget & Finance Special Purpose Revenue (Hawaii Pacific Health Obligated Group) | 5.000% | 7/1/21 | 400 | 400 | ||
Hawaii GO | 5.000% | 12/1/21 | 375 | 383 | ||
Hawaii GO | 5.000% | 8/1/24 | 1,765 | 2,018 | ||
Hawaii GO | 5.000% | 8/1/25 | 1,500 | 1,714 | ||
Hawaii GO | 5.000% | 10/1/25 | 1,575 | 1,876 | ||
Hawaii GO | 5.000% | 1/1/29 | 1,370 | 1,735 | ||
Hawaii GO | 5.000% | 8/1/29 | 3,500 | 3,835 | ||
Hawaii GO | 5.000% | 8/1/29 | 830 | 943 | ||
Hawaii GO | 4.000% | 8/1/32 | 5,000 | 5,521 | ||
Hawaii GO | 5.000% | 1/1/33 | 1,575 | 1,964 | ||
Hawaii GO | 5.000% | 1/1/36 | 4,115 | 5,098 | ||
Hawaii GO Prere. | 5.000% | 12/1/21 | 310 | 316 | ||
Hawaii GO Prere. | 5.000% | 12/1/21 | 190 | 194 | ||
Honolulu HI City & County GO | 5.000% | 7/1/24 | 2,000 | 2,282 | ||
Honolulu HI City & County GO | 5.000% | 10/1/28 | 1,000 | 1,185 | ||
Honolulu HI City & County GO | 5.000% | 10/1/29 | 4,000 | 4,742 | ||
Honolulu HI City & County GO | 4.000% | 10/1/32 | 1,000 | 1,139 | ||
Honolulu HI City & County GO Prere. | 5.250% | 8/1/21 | 500 | 502 | ||
Honolulu HI City & County Wastewater System Revenue Prere. | 5.000% | 7/1/25 | 2,000 | 2,363 | ||
Honolulu HI City & County Wastewater System Revenue Prere. | 5.000% | 7/1/25 | 1,000 | 1,182 | ||
State of Hawaii Airports System Revenue | 4.000% | 7/1/38 | 2,500 | 3,037 | ||
University of Hawaii Revenue Bonds | 4.000% | 10/1/33 | 1,200 | 1,472 | ||
50,224 | ||||||
Idaho (0.1%) | ||||||
Canyon County ID School District No. 139 (Vallivue) GO | 4.000% | 9/15/21 | 1,215 | 1,225 | ||
2 | Idaho Health Facilities Authority Revenue (St. Luke's Health System Project) VRDO | 0.020% | 7/1/21 | 800 | 800 | |
Idaho Health Facilities Authority Revenue (St. Luke's Health System Project) | 5.000% | 3/1/28 | 1,595 | 2,001 | ||
Idaho Housing & Finance Association Grant Revenue | 5.000% | 7/15/35 | 750 | 999 | ||
5,025 | ||||||
Illinois (2.5%) | ||||||
8 | Chicago IL Board of Education GO | 0.000% | 12/1/29 | 200 | 172 | |
Chicago IL Board of Education GO | 5.000% | 12/1/21 | 1,000 | 1,019 | ||
8 | Chicago IL Board of Education GO | 5.250% | 12/1/21 | 540 | 550 | |
Chicago IL Board of Education GO | 5.000% | 12/1/23 | 1,000 | 1,105 | ||
Chicago IL Board of Education GO | 5.000% | 12/1/24 | 700 | 802 | ||
Chicago IL Board of Education GO | 5.000% | 12/1/24 | 1,500 | 1,718 | ||
Chicago IL Board of Education GO | 7.000% | 12/1/26 | 500 | 637 | ||
8 | Chicago IL Board of Education GO | 0.000% | 12/1/28 | 1,000 | 886 | |
Chicago IL Board of Education GO | 5.000% | 12/1/28 | 1,150 | 1,463 | ||
8 | Chicago IL Board of Education GO | 0.000% | 12/1/30 | 1,350 | 1,126 | |
3 | Chicago IL Board of Education GO | 5.000% | 12/1/30 | 1,250 | 1,573 | |
8 | Chicago IL Board of Education GO | 0.000% | 12/1/31 | 1,550 | 1,255 | |
Chicago IL Board of Education GO | 5.000% | 12/1/33 | 725 | 943 | ||
Chicago IL Board of Education GO | 5.250% | 12/1/35 | 1,225 | 1,386 | ||
Chicago IL Board of Education GO | 5.000% | 4/1/36 | 1,270 | 1,564 | ||
Chicago IL GO | 5.000% | 1/1/24 | 520 | 576 | ||
Chicago IL GO | 5.000% | 1/1/26 | 335 | 383 | ||
Chicago IL GO | 5.125% | 1/1/27 | 100 | 115 | ||
Chicago IL GO | 5.000% | 1/1/28 | 1,090 | 1,358 | ||
Chicago IL GO | 5.250% | 1/1/28 | 200 | 229 | ||
Chicago IL GO | 5.000% | 1/1/31 | 1,500 | 1,926 | ||
Chicago IL Housing Authority Revenue | 5.000% | 1/1/33 | 1,000 | 1,200 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.000% | 12/1/31 | 500 | 510 | ||
Chicago IL Midway Airport Revenue | 5.000% | 1/1/26 | 240 | 257 | ||
Chicago IL Motor Fuel Tax Revenue | 5.000% | 1/1/22 | 300 | 303 | ||
Chicago IL O'Hare International Airport Revenue | 5.250% | 1/1/24 | 200 | 214 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/25 | 1,010 | 1,169 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Chicago IL O'Hare International Airport Revenue | 5.500% | 1/1/26 | 1,000 | 1,072 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/29 | 3,330 | 3,834 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/29 | 1,140 | 1,354 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/30 | 1,000 | 1,186 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/31 | 1,060 | 1,221 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/32 | 500 | 512 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/33 | 1,000 | 1,151 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/34 | 2,430 | 3,142 | ||
Chicago IL O'Hare International Airport Revenue | 4.000% | 1/1/35 | 3,000 | 3,576 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/35 | 1,855 | 2,195 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/35 | 2,835 | 3,658 | ||
Chicago IL O'Hare International Airport Revenue | 4.000% | 1/1/38 | 1,000 | 1,182 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/38 | 1,080 | 1,354 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/39 | 1,000 | 1,252 | ||
6 | Chicago IL Park District GO | 5.000% | 1/1/29 | 1,000 | 1,257 | |
Chicago IL Park District GO | 5.000% | 1/1/31 | 1,000 | 1,084 | ||
6 | Chicago IL Park District GO | 5.000% | 1/1/32 | 1,225 | 1,410 | |
6 | Chicago IL Park District GO | 5.000% | 1/1/33 | 1,000 | 1,208 | |
Chicago IL Transit Authority Revenue (Sales Tax Receipts) | 5.250% | 12/1/49 | 1,500 | 1,733 | ||
Chicago IL Wastewater Transmission Revenue | 5.000% | 1/1/28 | 1,000 | 1,224 | ||
Chicago IL Wastewater Transmission Revenue | 5.000% | 1/1/29 | 1,580 | 1,750 | ||
8 | Chicago IL Wastewater Transmission Revenue | 5.500% | 1/1/30 | 1,225 | 1,510 | |
Chicago IL Water Revenue | 5.000% | 11/1/39 | 1,000 | 1,127 | ||
Chicago IL Waterworks Revenue | 5.000% | 11/1/30 | 1,000 | 1,131 | ||
Cook County IL Community College District GO | 5.250% | 12/1/32 | 1,000 | 1,097 | ||
Cook County IL GO | 5.250% | 11/15/25 | 1,000 | 1,018 | ||
3 | Cook County IL GO | 5.000% | 11/15/26 | 1,545 | 1,893 | |
Cook County IL GO | 5.250% | 11/15/28 | 565 | 575 | ||
3 | Cook County IL School District No. 87 Berkeley GO | 3.000% | 12/1/37 | 500 | 552 | |
Cook Kane Lake & McHenry Counties IL Community College District No. 512 (William Rainey Harper College) | 3.000% | 12/15/35 | 2,500 | 2,765 | ||
Illinois Finance Authority Revenue (Advocate Health Care Network) Prere. | 5.000% | 8/1/24 | 1,550 | 1,771 | ||
Illinois Finance Authority Revenue (Advocate Health Care Network) Prere. | 5.000% | 8/1/24 | 2,550 | 2,914 | ||
Illinois Finance Authority Revenue (Advocate Health Care Network) Prere. | 5.000% | 8/1/24 | 2,000 | 2,285 | ||
Illinois Finance Authority Revenue (Ascension Health Credit Group) Prere. | 5.000% | 11/15/21 | 500 | 509 | ||
Illinois Finance Authority Revenue (Benedictine University) | 4.000% | 10/1/33 | 500 | 580 | ||
Illinois Finance Authority Revenue (Carle Foundation) | 5.000% | 8/15/35 | 1,000 | 1,338 | ||
Illinois Finance Authority Revenue (Centegra Health System) | 5.000% | 9/1/29 | 1,300 | 1,468 | ||
Illinois Finance Authority Revenue (Clean Water Initiative) | 5.000% | 7/1/31 | 1,000 | 1,226 | ||
Illinois Finance Authority Revenue (DePaul University) | 5.000% | 10/1/33 | 1,000 | 1,202 | ||
Illinois Finance Authority Revenue (DePaul University) | 5.000% | 10/1/34 | 1,000 | 1,200 | ||
Illinois Finance Authority Revenue (Edward Elmhurst Obligated Group) | 5.000% | 1/1/36 | 1,000 | 1,193 | ||
Illinois Finance Authority Revenue (Franciscan Communities Inc.) | 5.000% | 5/15/37 | 1,000 | 1,148 | ||
Illinois Finance Authority Revenue (Mercy Health System) | 4.000% | 12/1/28 | 1,000 | 1,138 | ||
Illinois Finance Authority Revenue (Northwest Community Hospital) | 5.000% | 7/1/35 | 1,000 | 1,182 | ||
Illinois Finance Authority Revenue (OSF Healthcare System) | 4.000% | 11/15/33 | 1,000 | 1,122 | ||
Illinois Finance Authority Revenue (OSF Healthcare System) PUT | 5.000% | 11/15/24 | 75 | 85 | ||
Illinois Finance Authority Revenue (OSF Healthcare System) PUT | 5.000% | 11/15/26 | 165 | 198 | ||
Illinois Finance Authority Revenue (Rehabilitation Institute of Chicago) | 5.500% | 7/1/28 | 2,000 | 2,149 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Illinois Finance Authority Revenue (Rush University Medical Center) | 5.000% | 11/15/33 | 1,050 | 1,223 | ||
Illinois Finance Authority Revenue (Trinity Health Corp.) Prere. | 5.000% | 12/1/21 | 500 | 510 | ||
Illinois Finance Authority Revenue (University of Chicago) | 5.000% | 10/1/29 | 500 | 506 | ||
5 | Illinois Finance Authority Revenue (University of Chicago) | 5.000% | 10/1/33 | 1,500 | 2,111 | |
Illinois Finance Authority Revenue (University of Chicago) | 5.000% | 10/1/35 | 1,000 | 1,138 | ||
Illinois GO | 5.000% | 8/1/21 | 605 | 607 | ||
Illinois GO | 5.000% | 11/1/21 | 3,415 | 3,469 | ||
Illinois GO | 5.000% | 8/1/22 | 1,000 | 1,051 | ||
Illinois GO | 5.000% | 10/1/22 | 1,290 | 1,366 | ||
Illinois GO | 5.000% | 11/1/22 | 2,300 | 2,443 | ||
Illinois GO | 5.000% | 11/1/22 | 1,000 | 1,062 | ||
Illinois GO | 5.000% | 2/1/23 | 540 | 580 | ||
Illinois GO | 5.000% | 3/1/23 | 750 | 808 | ||
Illinois GO | 5.000% | 11/1/23 | 1,000 | 1,104 | ||
Illinois GO | 4.000% | 3/1/24 | 750 | 818 | ||
Illinois GO | 5.500% | 7/1/24 | 1,100 | 1,213 | ||
Illinois GO | 5.000% | 8/1/24 | 1,500 | 1,577 | ||
Illinois GO | 5.000% | 10/1/24 | 1,470 | 1,676 | ||
Illinois GO | 5.000% | 11/1/24 | 1,785 | 2,041 | ||
3 | Illinois GO | 5.000% | 3/1/26 | 1,125 | 1,160 | |
Illinois GO | 5.000% | 11/1/26 | 1,785 | 2,155 | ||
Illinois GO | 5.000% | 2/1/28 | 1,690 | 2,036 | ||
Illinois GO | 5.000% | 10/1/28 | 2,000 | 2,509 | ||
Illinois GO | 5.000% | 11/1/28 | 1,000 | 1,225 | ||
Illinois GO | 5.000% | 11/1/29 | 1,000 | 1,220 | ||
Illinois GO | 5.250% | 2/1/30 | 1,900 | 2,102 | ||
Illinois GO | 5.250% | 7/1/31 | 1,000 | 1,082 | ||
Illinois GO | 4.125% | 10/1/36 | 500 | 594 | ||
Illinois GO | 4.000% | 10/1/40 | 700 | 817 | ||
Illinois Housing Development Authority Revenue | 3.000% | 10/1/50 | 4,945 | 5,389 | ||
3,14 | Illinois Regional Transportation Authority Revenue | 6.250% | 7/1/23 | 500 | 557 | |
6 | Illinois Sales Tax Revenue | 5.000% | 6/15/28 | 1,000 | 1,168 | |
Illinois Sales Tax Revenue | 5.000% | 6/15/36 | 1,000 | 1,212 | ||
Illinois Sales Tax Revenue | 5.000% | 6/15/37 | 1,000 | 1,210 | ||
Illinois Sports Facilities Authority (State Tax Supported) | 5.000% | 6/15/29 | 1,075 | 1,330 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/30 | 1,000 | 1,069 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/30 | 1,490 | 1,922 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/30 | 3,500 | 4,617 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/31 | 1,600 | 2,055 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/32 | 500 | 534 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/37 | 1,200 | 1,479 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/38 | 3,715 | 4,244 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/41 | 2,150 | 2,813 | ||
3 | Kane County IL School District No. 131 (Aurora East Side) GO | 4.000% | 12/1/33 | 250 | 294 | |
3 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 0.000% | 6/15/26 | 910 | 855 | |
3 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 0.000% | 6/15/27 | 1,195 | 1,099 | |
8 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 5.500% | 6/15/29 | 2,505 | 2,993 | |
8 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 0.000% | 12/15/29 | 2,205 | 1,873 | |
8 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 0.000% | 6/15/38 | 1,000 | 652 | |
Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 5.000% | 12/15/27 | 710 | 889 | ||
Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 5.000% | 12/15/28 | 1,500 | 1,566 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 5.500% | 6/15/29 | 400 | 482 | |
8 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/31 | 1,540 | 1,250 | |
8 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 12/15/31 | 360 | 289 | |
8 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/32 | 1,215 | 958 | |
8 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/33 | 1,130 | 865 | |
8 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 12/15/33 | 1,790 | 1,352 | |
8 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/35 | 500 | 360 | |
8 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/37 | 1,075 | 725 | |
8 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 12/15/37 | 700 | 466 | |
Northern Illinois Municipal Power Agency Project Revenue | 5.000% | 12/1/26 | 1,070 | 1,298 | ||
5,6 | Northern Illinois University Auxiliary Facilities System Revenue | 4.000% | 10/1/34 | 500 | 594 | |
Railsplitter Tobacco Settlement Authority Illinois Tobacco Settlement Revenue | 5.000% | 6/1/26 | 1,560 | 1,884 | ||
Regional Transportation Authority Illinois GO | 5.000% | 6/1/31 | 1,785 | 2,144 | ||
Romeoville IL Revenue (Lewis University Project) | 5.000% | 10/1/28 | 1,000 | 1,125 | ||
Sales Tax Securitization Corp. IL Revenue | 5.000% | 1/1/29 | 1,500 | 1,922 | ||
6 | Sangamon County Springfield School District No. 186 GO ETM | 5.000% | 2/1/23 | 445 | 478 | |
Southwestern Illinois Development Authority Health Facilities Revenue (Hospital Sisters Services Inc.) | 5.000% | 2/15/28 | 1,000 | 1,260 | ||
Southwestern Illinois Development Authority Revenue | 5.000% | 4/15/30 | 1,275 | 1,648 | ||
University of Illinois Auxiliary Facilities System Revenue | 4.000% | 4/1/31 | 120 | 133 | ||
University of Illinois Auxiliary Facilities System Revenue | 4.000% | 4/1/33 | 10 | 11 | ||
6 | Will County IL Community High School District No. 210 (Lincoln-Way) GO | 0.000% | 1/1/29 | 1,000 | 861 | |
Will County IL Community High School District No. 210 (Lincoln-Way) GO | 5.000% | 1/1/30 | 1,200 | 1,270 | ||
196,568 | ||||||
Indiana (0.7%) | ||||||
Ball State University Student Fee Indiana Revenue | 5.000% | 7/1/32 | 425 | 523 | ||
Ball State University Student Fee Indiana Revenue | 5.000% | 7/1/34 | 1,110 | 1,361 | ||
Ball State University Student Fee Indiana Revenue | 5.000% | 7/1/35 | 1,450 | 1,775 | ||
Carmel IN Local Public Improvement Bond Bank (Special Program Bonds) | 4.000% | 1/15/35 | 1,000 | 1,174 | ||
Hammond IN Multi-School Building Corp. Revenue | 5.000% | 1/15/29 | 790 | 990 | ||
Indiana Finance Authority Hospital Revenue (Indiana University Health Obligated Group) | 5.000% | 12/1/22 | 1,100 | 1,175 | ||
Indiana Finance Authority Hospital Revenue (Indiana University Health Obligated Group) | 5.000% | 12/1/33 | 1,390 | 1,611 | ||
Indiana Finance Authority Hospital Revenue (Parkview Health Systems Obligated Group) | 5.000% | 5/1/27 | 700 | 871 | ||
Indiana Finance Authority Hospital Revenue (Parkview Health Systems Obligated Group) | 5.000% | 5/1/30 | 450 | 598 | ||
Indiana Finance Authority Revenue (Butler University Project) | 5.000% | 2/1/29 | 1,020 | 1,298 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Indiana Finance Authority Revenue (Community Foundation of Northwest Indiana Obligated Group) Prere. | 5.000% | 3/1/22 | 690 | 712 | ||
Indiana Finance Authority Revenue (Franciscan Alliance Inc.) | 5.000% | 11/1/29 | 1,175 | 1,442 | ||
Indiana Finance Authority Revenue (Franciscan Alliance Inc.) | 5.000% | 11/1/30 | 1,520 | 1,856 | ||
Indiana Finance Authority Revenue (Franciscan Alliance Inc.) | 5.000% | 11/1/31 | 1,130 | 1,376 | ||
Indiana Finance Authority Revenue (Franciscan Alliance Inc.) | 4.000% | 11/1/35 | 1,685 | 1,924 | ||
Indiana Finance Authority Revenue (Marquette Project) | 5.000% | 3/1/24 | 1,645 | 1,815 | ||
Indiana Finance Authority Revenue (Marquette Project) | 5.000% | 3/1/25 | 650 | 740 | ||
Indiana Finance Authority Revenue (Stadium Project) | 5.250% | 2/1/30 | 1,075 | 1,270 | ||
Indiana Finance Authority Revenue (State Revolving Fund) Prere. | 5.000% | 2/1/23 | 500 | 538 | ||
5 | Indiana Finance Authority Wastewater Utility Revenue (CWA Authority Project) | 5.000% | 10/1/30 | 1,500 | 2,005 | |
5 | Indiana Finance Authority Wastewater Utility Revenue (CWA Authority Project) | 3.000% | 10/1/41 | 1,000 | 1,103 | |
Indiana Finance Authority Wastewater Utility Revenue (CWA Authority Project) | 5.000% | 10/1/32 | 500 | 530 | ||
Indiana Municipal Power Agency Revenue | 5.000% | 1/1/34 | 1,415 | 1,709 | ||
Indiana Municipal Power Agency Revenue | 5.000% | 1/1/36 | 1,000 | 1,233 | ||
Indiana Municipal Power Agency Revenue | 5.000% | 1/1/39 | 4,575 | 5,508 | ||
Indianapolis Department of Public Utilities Water System Revenue | 5.000% | 10/1/35 | 1,460 | 1,844 | ||
Indianapolis IN Gas Utilities Distribution System (Citizens Energy Group) | 5.000% | 8/15/23 | 3,250 | 3,572 | ||
Indianapolis Local Public Improvement Bond | 5.000% | 6/1/31 | 2,500 | 3,258 | ||
Indianapolis Local Public Improvement Bond Bank (Cityway 1 Project) | 5.000% | 2/1/32 | 1,345 | 1,497 | ||
IPS Multi-School Building Corp. IN Revenue | 5.000% | 7/15/28 | 1,390 | 1,597 | ||
Ivy IN Tech Community College Revenue | 5.000% | 7/1/32 | 870 | 1,092 | ||
Ivy IN Tech Community College Revenue | 5.000% | 7/1/33 | 880 | 1,102 | ||
Purdue University Indiana University Student Facilities System Revenue | 5.000% | 7/1/21 | 870 | 870 | ||
Richmond IN Hospital Authority Revenue (Reid Hospital & Health Care Services Inc.) | 5.000% | 1/1/24 | 720 | 796 | ||
Tippecanoe County IN School Building Corp. Revenue | 4.000% | 7/15/32 | 1,070 | 1,296 | ||
52,061 | ||||||
Iowa (0.2%) | ||||||
Des Moines IA Stormwater Management Utility Revenue (Capital Loan Notes) | 5.000% | 6/1/23 | 1,000 | 1,092 | ||
Iowa City IA Community School District GO | 3.000% | 6/1/30 | 3,725 | 4,133 | ||
Iowa Finance Authority Health Facilities Revenue (Mercy Medical Center Project) | 5.000% | 8/15/27 | 1,435 | 1,497 | ||
Iowa Finance Authority Midwestern Disaster Area Revenue (Iowa Fertilizer Co. Project) | 3.125% | 12/1/22 | 125 | 128 | ||
Iowa Finance Authority Midwestern Disaster Area Revenue (Iowa Fertilizer Co. Project) PUT | 5.250% | 12/1/37 | 2,120 | 2,338 | ||
Iowa Finance Authority Revenue | 5.000% | 8/1/40 | 1,000 | 1,336 | ||
Iowa Finance Authority Revenue | 5.000% | 8/1/38 | 1,345 | 1,777 | ||
Iowa Higher Education Loan Authority Revenue (Des Moines University Projects) | 5.000% | 10/1/35 | 1,250 | 1,578 | ||
Iowa Tobacco Settlement Authority Revenue | 4.000% | 6/1/36 | 700 | 851 | ||
Xenia IA Rural Water District Revenue | 5.000% | 12/1/28 | 1,000 | 1,196 | ||
15,926 | ||||||
Kansas (0.2%) | ||||||
Johnson County KS Public Building Commission (Courthouse & Medical Examiners Facilities) Revenue | 4.000% | 9/1/27 | 1,000 | 1,170 | ||
Johnson County KS Unified School District No. 512 (Shawnee Mission) GO | 4.000% | 10/1/22 | 1,000 | 1,048 | ||
Kansas Department of Transportation Highway Revenue | 5.000% | 9/1/26 | 700 | 801 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kansas Development Finance Authority Revenue | 5.000% | 5/1/25 | 1,345 | 1,460 | ||
Kansas Development Finance Authority Revenue | 5.000% | 5/1/27 | 1,585 | 1,721 | ||
Kansas Development Finance Authority Revenue | 5.000% | 4/1/32 | 1,325 | 1,432 | ||
Lyon County KS Unified School District No 253. GO | 4.000% | 9/1/32 | 350 | 406 | ||
Sedgwick County KS Unified School District No. 266 (Maize) GO | 5.000% | 9/1/23 | 1,565 | 1,727 | ||
Sedgwick County KS Unified School District No. 266 (Maize) GO | 3.000% | 9/1/33 | 2,090 | 2,313 | ||
University of Kansas Hospital Authority Health Facilities Refunding & Improvement Bonds | 4.000% | 9/1/40 | 1,000 | 1,095 | ||
Wichita KS Hospital Facilities Revenue (Via Christi Health System Inc.) Prere. | 5.000% | 11/15/21 | 500 | 509 | ||
Wyandotte County/Kansas City KS Unified Government Utility System Revenue Prere. | 5.000% | 9/1/22 | 1,000 | 1,056 | ||
14,738 | ||||||
Kentucky (0.6%) | ||||||
Carroll County KY Pollution Control Revenue (Kentucky Utilities Co. Project) PUT | 1.550% | 9/1/26 | 1,000 | 1,007 | ||
Kentucky Bond Development Corp. Educational Facilities Revenue (Centre College) | 4.000% | 6/1/34 | 225 | 273 | ||
Kentucky Bond Development Corp. Transient Room Tax Revenue (Lexington Center Corp. Project) | 5.000% | 9/1/29 | 1,980 | 2,531 | ||
8 | Kentucky Economic Development Finance Authority Health System Revenue (Norton Healthcare Inc. & Affiliates) | 0.000% | 10/1/25 | 1,220 | 1,145 | |
Kentucky Economic Development Finance Authority Hospital Revenue (Baptist Healthcare System Obligated Group) | 5.000% | 8/15/31 | 1,575 | 1,929 | ||
8 | Kentucky Municipal Power Agency Power System Revenue | 5.000% | 9/1/29 | 1,000 | 1,174 | |
6 | Kentucky Property & Building Commission Revenue | 5.000% | 5/1/34 | 1,000 | 1,244 | |
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 4/1/24 | 9,220 | 10,075 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 1/1/25 | 6,760 | 7,508 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 6/1/25 | 775 | 872 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 6/1/25 | 1,095 | 1,233 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 6/1/26 | 1,790 | 2,064 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 2/1/28 | 3,200 | 3,813 | ||
Kentucky Public Transportation Infrastructure Authority Toll Revenue (Downtown Crossing Project) BAN | 0.000% | 7/1/21 | 1,325 | 1,325 | ||
Kentucky Public Transportation Infrastructure Authority Toll Revenue (Downtown Crossing Project) BAN | 0.000% | 7/1/22 | 810 | 806 | ||
5 | Kentucky State Property & Building Commission Revenue | 5.000% | 9/1/22 | 1,500 | 1,584 | |
Kentucky Turnpike Authority Economic Development Road Revenue (Revitalization Project) | 5.000% | 7/1/28 | 1,000 | 1,091 | ||
Louisville & Jefferson County KY Metropolitan Government Revenue (Catholic Health Initiatives) Prere. | 5.000% | 6/1/22 | 1,000 | 1,044 | ||
Louisville & Jefferson County KY Metropolitan Government Revenue (Gas & Electric Co. Project) | 2.000% | 10/1/33 | 1,500 | 1,521 | ||
Owen County KY Revenue (American Water Capital Corp.) PUT | 2.450% | 10/1/29 | 500 | 538 | ||
Owen County KY Revenue (American Water Capital Corp.) PUT | 2.450% | 10/1/29 | 1,000 | 1,076 | ||
Warren County KY Hospital Revenue (Bowling Green-Warren County Community Hospital Corp. Project) Prere. | 5.000% | 4/1/23 | 1,050 | 1,137 | ||
44,990 | ||||||
Louisiana (0.5%) | ||||||
Bossier City LA Utilities Revenue | 5.000% | 10/1/22 | 500 | 530 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bossier City LA Utilities Revenue | 5.000% | 10/1/23 | 595 | 655 | ||
East Baton Rouge LA Sewerage Commission Revenue PUT | 1.300% | 2/1/28 | 1,000 | 1,025 | ||
East Baton Rouge Parish LA Industrial Development Board Inc. (Exxonmobile Project) VRDO | 0.010% | 7/1/21 | 8,400 | 8,400 | ||
East Baton Rouge Parish LA Industrial Development Board Inc. (Exxonmobile Project) VRDO | 0.010% | 7/1/21 | 3,400 | 3,400 | ||
Louisiana Gasoline & Fuel Tax Revenue | 4.000% | 5/1/31 | 1,000 | 1,032 | ||
Louisiana Gasoline & Fuel Tax Revenue | 4.000% | 5/1/32 | 850 | 877 | ||
Louisiana Gasoline & Fuel Tax Revenue | 4.000% | 5/1/34 | 330 | 340 | ||
Louisiana Gasoline & Fuel Tax Revenue | 4.000% | 5/1/35 | 390 | 402 | ||
Louisiana Gasoline & Fuel Tax Revenue | 5.000% | 5/1/35 | 1,065 | 1,322 | ||
Louisiana Gasoline & Fuel Tax Revenue | 4.500% | 5/1/39 | 2,665 | 3,016 | ||
Louisiana Gasoline & Fuel Tax Revenue PUT | 0.600% | 5/1/23 | 1,000 | 1,001 | ||
Louisiana GO | 5.000% | 3/1/29 | 2,520 | 3,281 | ||
6 | Louisiana Local Government Environmental Facilities & Community Development Authority Revenue | 5.000% | 10/1/29 | 1,315 | 1,665 | |
Louisiana Local Government Environmental Facilities & Community Development Authority Revenue (LCTCS Facilities Corp. Project) | 5.000% | 10/1/33 | 1,235 | 1,402 | ||
Louisiana Public Facilities Authority Hospital Revenue (Louisiana Children's Medical Center) | 5.000% | 6/1/36 | 1,250 | 1,540 | ||
Louisiana Public Facilities Authority Hospital Revenue (Tulane University of Louisiana) | 5.000% | 4/1/37 | 1,270 | 1,638 | ||
Louisiana Public Facilities Authority Revenue (Ochsner Clinic Projects) PUT | 5.000% | 5/15/25 | 220 | 257 | ||
Louisiana Stadium & Exposition District Revenue | 5.000% | 7/1/24 | 1,000 | 1,091 | ||
Louisiana State University Revenue | 5.000% | 7/1/23 | 455 | 496 | ||
3 | New Orleans LA Aviation Board Revenue | 5.000% | 10/1/27 | 875 | 1,090 | |
New Orleans LA GO | 5.000% | 12/1/31 | 500 | 533 | ||
St. Charles Parish LA Gulf Opportunity Zone Revenue (Valero Energy Corp.) PUT | 4.000% | 6/1/22 | 1,755 | 1,812 | ||
St. John the Baptish Parish LA Revenue (Marathon Oil Corp. Project) PUT | 2.125% | 7/1/24 | 715 | 740 | ||
St. John the Baptish Parish LA Revenue (Marathon Oil Corp. Project) PUT | 2.375% | 7/1/26 | 725 | 764 | ||
38,309 | ||||||
Maine (0.1%) | ||||||
3 | Maine Health & Higher Educational Facilities Authority Revenue (Mainehealth) | 4.000% | 7/1/36 | 150 | 183 | |
Maine Health & Higher Educational Facilities Authority Revenue (Mainehealth) | 5.000% | 7/1/29 | 445 | 560 | ||
Maine Health & Higher Educational Facilities Authority Revenue (Mainehealth) | 5.000% | 7/1/30 | 600 | 750 | ||
Maine Municipal Bond Bank | 4.000% | 11/1/38 | 800 | 989 | ||
Maine Municipal Bond Bank (Department of Transportation) | 5.000% | 9/1/32 | 1,265 | 1,668 | ||
Portland ME General Airport Revenue | 4.000% | 1/1/39 | 820 | 946 | ||
5,096 | ||||||
Maryland (1.3%) | ||||||
Anne Arundel County MD GO | 5.000% | 4/1/23 | 1,190 | 1,291 | ||
Anne Arundel County MD GO | 5.000% | 10/1/23 | 3,115 | 3,452 | ||
Anne Arundel County MD GO | 5.000% | 10/1/23 | 1,155 | 1,280 | ||
Anne Arundel County MD GO | 5.000% | 4/1/25 | 3,145 | 3,689 | ||
Anne Arundel County MD GO | 5.000% | 10/1/27 | 1,455 | 1,732 | ||
Anne Arundel County MD GO | 5.000% | 4/1/33 | 1,000 | 1,162 | ||
Baltimore County MD GO | 5.000% | 3/1/33 | 3,035 | 3,914 | ||
Baltimore County MD GO | 5.000% | 8/1/21 | 1,435 | 1,441 | ||
Baltimore County MD GO | 5.000% | 3/1/24 | 400 | 451 | ||
Baltimore County MD GO | 4.000% | 3/1/30 | 1,200 | 1,411 | ||
Baltimore County MD GO | 5.000% | 3/1/33 | 1,000 | 1,355 | ||
Baltimore MD Consolidated Public Improvement GO | 5.000% | 3/1/32 | 1,275 | 1,647 | ||
Baltimore MD Consolidated Public Improvement GO Prere. | 5.000% | 10/15/22 | 650 | 691 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Baltimore MD Project Revenue | 5.000% | 7/1/24 | 2,095 | 2,389 | ||
Harford County MD GO | 5.000% | 10/1/26 | 1,250 | 1,539 | ||
Howard County MD GO Prere. | 5.000% | 8/15/21 | 80 | 80 | ||
Howard County MD GO Prere. | 5.000% | 8/15/21 | 120 | 121 | ||
Howard County MD Housing Commission General Revenue (Columbia Landing Apartments) | 1.600% | 6/1/29 | 1,000 | 998 | ||
Maryland Department of Transportation Revenue | 4.000% | 12/1/23 | 1,905 | 1,935 | ||
Maryland Department of Transportation Revenue | 4.000% | 12/15/29 | 1,365 | 1,488 | ||
Maryland Department of Transportation Revenue | 3.000% | 10/1/30 | 2,620 | 2,926 | ||
Maryland GO | 5.000% | 8/1/21 | 1,000 | 1,004 | ||
Maryland GO | 5.000% | 3/15/22 | 1,000 | 1,034 | ||
Maryland GO | 5.000% | 8/1/22 | 1,790 | 1,885 | ||
Maryland GO | 5.000% | 8/1/22 | 1,500 | 1,579 | ||
Maryland GO | 5.000% | 3/15/23 | 1,145 | 1,240 | ||
Maryland GO | 4.000% | 8/1/23 | 3,155 | 3,407 | ||
Maryland GO | 5.000% | 8/1/23 | 1,920 | 2,113 | ||
Maryland GO | 5.000% | 8/1/23 | 1,670 | 1,838 | ||
Maryland GO | 5.000% | 3/15/24 | 1,100 | 1,242 | ||
Maryland GO | 5.000% | 8/1/25 | 9,380 | 11,131 | ||
Maryland GO | 5.000% | 3/15/26 | 1,235 | 1,495 | ||
Maryland GO | 4.000% | 8/1/26 | 1,970 | 2,125 | ||
Maryland GO | 4.000% | 3/1/29 | 3,000 | 3,071 | ||
Maryland GO | 4.000% | 6/1/29 | 2,000 | 2,203 | ||
Maryland GO | 3.250% | 8/1/30 | 1,000 | 1,056 | ||
Maryland GO | 5.000% | 8/1/31 | 5,000 | 6,373 | ||
Maryland GO | 5.000% | 3/15/32 | 2,750 | 3,557 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Adventist Healthcare Obligated Group) | 5.500% | 1/1/31 | 1,950 | 2,355 | ||
5 | Maryland Health & Higher Educational Facilities Authority Revenue (Adventist Healthcare) | 5.000% | 1/1/28 | 165 | 193 | |
Maryland Health & Higher Educational Facilities Authority Revenue (Anne Arundel Health System) | 5.000% | 7/1/27 | 500 | 523 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Anne Arundel Health System) | 5.000% | 7/1/31 | 750 | 911 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Johns Hopkins Health System Obligated Group) Prere. | 5.000% | 7/1/22 | 500 | 524 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Meritus Medical Center Inc.) | 5.000% | 7/1/33 | 1,215 | 1,392 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Stevenson University) | 5.000% | 6/1/29 | 270 | 338 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (University of Pittsburgh Medical Center) | 4.000% | 4/15/38 | 1,000 | 1,191 | ||
Maryland State Transportation Authority Projects Revenue | 2.000% | 7/1/35 | 1,500 | 1,509 | ||
Montgomery County MD GO | 5.000% | 11/1/22 | 1,000 | 1,065 | ||
Montgomery County MD GO | 5.000% | 11/1/22 | 1,275 | 1,358 | ||
Montgomery County MD GO | 4.000% | 11/1/28 | 2,390 | 2,867 | ||
Montgomery County MD GO | 4.000% | 12/1/30 | 1,555 | 1,728 | ||
Montgomery County MD GO Prere. | 4.000% | 11/1/24 | 1,000 | 1,123 | ||
Montgomery County MD GO Prere. | 5.000% | 11/1/24 | 1,000 | 1,156 | ||
Prince Georges County MD GO Prere. | 5.000% | 9/15/21 | 580 | 586 | ||
Prince Georges County MD Public Improvement Bonds GO | 5.000% | 7/1/23 | 3,375 | 3,702 | ||
Washington MD Suburban Sanitary Commission GO | 4.000% | 6/15/33 | 1,000 | 1,181 | ||
105,047 | ||||||
Massachusetts (1.3%) | ||||||
Massachusetts Bay Transportation Authority Assessment Revenue | 5.000% | 7/1/27 | 2,880 | 3,494 | ||
8 | Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.500% | 7/1/25 | 2,530 | 3,038 | |
Massachusetts Bay Transportation Authority Sales Tax Revenue | 4.000% | 7/1/37 | 1,000 | 1,242 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 4.000% | 7/1/40 | 1,915 | 2,362 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | 7/1/22 | 495 | 520 | ||
8 | Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.500% | 7/1/26 | 410 | 510 | |
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | 7/1/31 | 955 | 1,307 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | 7/1/34 | 1,285 | 1,887 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | 7/1/38 | 3,290 | 4,140 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | 7/1/40 | 1,125 | 1,413 | ||
Massachusetts Department of Transportation Metropolitan Highway System Revenue PUT | 5.000% | 1/1/23 | 1,110 | 1,189 | ||
Massachusetts Development Finance Agency Revenue (Boston College) | 5.000% | 7/1/37 | 1,750 | 2,133 | ||
Massachusetts Development Finance Agency Revenue (CareGroup Inc.) | 5.000% | 7/1/29 | 1,225 | 1,548 | ||
Massachusetts Development Finance Agency Revenue (CareGroup Inc.) | 5.000% | 7/1/38 | 1,085 | 1,338 | ||
Massachusetts Development Finance Agency Revenue (Harvard University) | 5.000% | 10/15/29 | 5,000 | 6,657 | ||
Massachusetts Development Finance Agency Revenue (Lahey Clinic Obligated Group) | 5.000% | 7/1/34 | 500 | 635 | ||
Massachusetts Development Finance Agency Revenue (Southcoast Health System) | 5.000% | 7/1/28 | 200 | 253 | ||
Massachusetts Development Finance Agency Revenue (UMass Memorial Medical Center) | 5.000% | 7/1/25 | 1,275 | 1,495 | ||
Massachusetts Development Finance Agency Revenue (UMass Memorial Medical Center) | 5.125% | 7/1/26 | 720 | 720 | ||
Massachusetts Development Finance Agency Revenue (UMass Student Housing Project) | 5.000% | 10/1/32 | 525 | 608 | ||
Massachusetts Development Finance Agency Revenue (Western New England University) | 5.000% | 9/1/32 | 1,105 | 1,358 | ||
Massachusetts Educational Financing Authority Education Loan Revenue | 5.500% | 1/1/22 | 300 | 306 | ||
Massachusetts GO | 3.000% | 3/1/36 | 2,000 | 2,274 | ||
Massachusetts GO | 2.000% | 3/1/41 | 1,000 | 974 | ||
Massachusetts GO | 5.000% | 8/1/22 | 1,000 | 1,053 | ||
Massachusetts GO | 5.250% | 8/1/23 | 525 | 580 | ||
Massachusetts GO | 5.000% | 12/1/23 | 1,520 | 1,695 | ||
Massachusetts GO | 5.000% | 9/1/25 | 3,850 | 4,578 | ||
Massachusetts GO | 5.000% | 5/1/29 | 2,180 | 2,370 | ||
Massachusetts GO | 5.000% | 5/1/31 | 1,675 | 1,820 | ||
Massachusetts GO | 5.000% | 9/1/31 | 1,500 | 2,054 | ||
Massachusetts GO | 5.250% | 1/1/34 | 2,665 | 3,481 | ||
Massachusetts GO | 5.000% | 7/1/35 | 1,000 | 1,172 | ||
Massachusetts GO | 3.500% | 5/1/37 | 2,000 | 2,094 | ||
Massachusetts GO | 3.000% | 11/1/39 | 1,500 | 1,675 | ||
9 | Massachusetts GO, 67% of 3M USD LIBOR + 0.550% | 0.668% | 11/1/25 | 1,380 | 1,386 | |
Massachusetts Port Authority Revenue | 5.000% | 7/1/35 | 2,400 | 3,084 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.000% | 8/15/23 | 645 | 680 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.000% | 8/15/31 | 1,500 | 1,772 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 4.000% | 8/15/32 | 600 | 678 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 4.750% | 8/15/32 | 1,335 | 1,550 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.000% | 2/15/36 | 1,500 | 1,674 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.000% | 8/15/37 | 1,860 | 2,193 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 5.000% | 8/15/22 | 3,500 | 3,690 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 4.750% | 8/15/25 | 165 | 193 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 5.000% | 8/15/25 | 1,010 | 1,199 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 5.000% | 8/15/25 | 355 | 420 | ||
8 | Massachusetts Special Obligation Dedicated Tax Revenue | 5.500% | 1/1/26 | 510 | 617 | |
2 | Massachusetts State Health & Educational Facilities Authority Revenue VRDO | 0.010% | 7/1/21 | 1,000 | 1,000 | |
Massachusetts Transportation Fund Revenue | 4.000% | 6/1/35 | 1,040 | 1,224 | ||
8 | Massachusetts Turnpike Authority Revenue (Metropolitan Highway System) | 0.000% | 1/1/29 | 890 | 800 | |
Massachusetts Water Pollution Abatement Trust Revenue | 5.250% | 8/1/21 | 500 | 502 | ||
Massachusetts Water Resources Authority Revenue | 5.000% | 8/1/38 | 7,465 | 9,834 | ||
Massachusetts Water Resources Authority Revenue | 4.000% | 8/1/40 | 1,000 | 1,100 | ||
Massachusetts Water Resources Authority Revenue | 5.000% | 8/1/40 | 3,000 | 3,630 | ||
101,199 | ||||||
Michigan (1.3%) | ||||||
15 | Battle Creek MI School District GO | 5.000% | 5/1/25 | 535 | 628 | |
Birmingham MI City School District GO | 5.000% | 5/1/22 | 740 | 770 | ||
15 | Chippewa Valley MI Schools GO | 5.000% | 5/1/33 | 1,000 | 1,188 | |
15 | Dearborn MI School District GO | 5.000% | 5/1/34 | 1,200 | 1,330 | |
3,15 | Detroit MI City School District GO | 5.250% | 5/1/28 | 615 | 796 | |
3 | Detroit MI Downtown Development Authority Tax Allocation Revenue | 5.000% | 7/1/35 | 1,120 | 1,257 | |
Detroit MI Water & Sewerage Department Sewage Disposal System Revenue | 5.000% | 7/1/22 | 455 | 477 | ||
Detroit MI Water & Sewerage Department Sewage Disposal System Revenue | 5.000% | 7/1/23 | 1,050 | 1,100 | ||
Detroit MI Water & Sewerage Department Sewage Disposal System Revenue Prere. | 5.000% | 7/1/22 | 1,000 | 1,048 | ||
3 | Downriver MI Utility Wastewater Authority Revenue | 5.000% | 4/1/34 | 1,050 | 1,315 | |
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/27 | 1,840 | 2,297 | ||
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/28 | 1,205 | 1,542 | ||
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/29 | 1,200 | 1,538 | ||
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/31 | 1,645 | 1,983 | ||
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/37 | 1,000 | 1,250 | ||
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/36 | 1,000 | 1,201 | ||
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/28 | 1,030 | 1,253 | ||
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/29 | 1,420 | 1,827 | ||
3 | Great Lakes MI Water Authority Water Supply System Revenue | 4.000% | 7/1/33 | 1,000 | 1,140 | |
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/33 | 1,310 | 1,715 | ||
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/40 | 500 | 642 | ||
15 | Hudsonville MI Public Schools GO | 5.000% | 5/1/31 | 420 | 519 | |
Ingham County MI Building Authority | 3.000% | 5/1/34 | 3,900 | 4,300 | ||
Karegnondi Water Authority Michigan Water Supply System Revenue (Karegnondi Water Pipeline) | 5.000% | 11/1/29 | 970 | 1,215 | ||
15 | Lake Orion MI Community School District GO | 5.000% | 5/1/38 | 4,070 | 5,206 | |
3,15 | Lincoln MI Consolidated School District GO | 5.000% | 5/1/24 | 1,000 | 1,131 | |
15 | Marysville MI Public Schools District GO | 5.000% | 5/1/28 | 1,630 | 1,974 | |
Michigan Building Authority Revenue | 5.000% | 10/15/32 | 1,395 | 1,689 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Michigan Building Authority Revenue | 5.000% | 4/15/33 | 1,000 | 1,187 | ||
Michigan Building Authority Revenue | 5.000% | 4/15/36 | 1,235 | 1,486 | ||
Michigan Environmental Program GO | 4.000% | 5/1/28 | 1,000 | 1,157 | ||
Michigan Finance Authority Hospital Revenue Bonds (Trinity Health Credit Group) Prere. | 5.000% | 12/1/21 | 920 | 939 | ||
9 | Michigan Finance Authority Hospital Revenue Bonds (Trinity Health Credit Group), SIFMA Municipal Swap Index Yield + 0.850% PUT | 0.880% | 12/1/24 | 1,500 | 1,521 | |
9 | Michigan Finance Authority Hospital Revenue Bonds (Trinity Health Credit Group), SIFMA Municipal Swap Index Yield + 0.900% PUT | 0.930% | 12/1/25 | 500 | 509 | |
Michigan Finance Authority Revenue | 5.000% | 10/1/22 | 500 | 506 | ||
Michigan Finance Authority Revenue | 5.000% | 11/1/28 | 1,055 | 1,351 | ||
Michigan Finance Authority Revenue | 4.000% | 11/1/32 | 1,740 | 2,120 | ||
Michigan Finance Authority Revenue | 5.000% | 10/1/34 | 2,565 | 3,290 | ||
Michigan Finance Authority Revenue (Calvin University) | 5.000% | 9/1/35 | 605 | 784 | ||
3 | Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/22 | 1,000 | 1,048 | |
3 | Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/23 | 1,000 | 1,093 | |
Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/28 | 750 | 880 | ||
Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/29 | 1,500 | 1,700 | ||
Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/33 | 1,000 | 1,132 | ||
Michigan Finance Authority Revenue (Henry Ford Health System Obligated Group) | 5.000% | 11/15/26 | 1,210 | 1,484 | ||
Michigan Finance Authority Revenue (Kalamazoo College Project) | 5.000% | 12/1/26 | 850 | 1,034 | ||
Michigan Finance Authority Revenue (Kalamazoo College Project) | 5.000% | 12/1/27 | 965 | 1,204 | ||
Michigan Finance Authority Revenue (McLaren Health Care Corp.) | 5.000% | 2/15/34 | 1,700 | 2,167 | ||
Michigan Finance Authority Revenue (Sparrow Obligated Group) | 5.000% | 11/15/27 | 500 | 532 | ||
Michigan Finance Authority Revenue (Sparrow Obligated Group) | 5.000% | 11/15/36 | 500 | 530 | ||
Michigan Finance Authority Revenue (State Clean Water Revolving Fund) | 5.000% | 10/1/22 | 2,165 | 2,296 | ||
Michigan Finance Authority Revenue (State Clean Water Revolving Fund) | 5.000% | 10/1/36 | 2,000 | 2,556 | ||
Michigan Finance Authority Revenue (State Clean Water Revolving Fund) Prere. | 5.000% | 10/1/22 | 1,000 | 1,061 | ||
Michigan Finance Authority Revenue (State Clean Water Revolving Fund) Prere. | 5.000% | 10/1/22 | 500 | 530 | ||
Michigan Finance Authority Revenue (Tobacco Settlement Asset-Backed) | 4.000% | 6/1/37 | 1,000 | 1,222 | ||
Michigan State Housing Development Authority Revenue (Single-Family Mortgage) | 3.500% | 12/1/50 | 1,940 | 2,146 | ||
Michigan State Trunk Line Fund (Rebuilding Michigan Program) | 4.000% | 11/15/39 | 5,000 | 6,159 | ||
Oakland University MI Revenue | 5.000% | 3/1/30 | 1,250 | 1,478 | ||
Portage MI Public Schools GO | 5.000% | 11/1/34 | 1,250 | 1,498 | ||
15 | Roseville MI School District GO | 5.000% | 5/1/34 | 1,665 | 1,937 | |
Royal Oak MI Hospital Finance Authority Hospital Revenue (William Beaumont Hospital) | 5.000% | 9/1/25 | 1,450 | 1,629 | ||
15 | Saginaw City School District GO | 4.000% | 5/1/34 | 1,030 | 1,279 | |
University of Michigan Revenue | 5.000% | 4/1/32 | 2,020 | 2,485 | ||
3,5 | University of Michigan Revenue | 5.000% | 11/15/32 | 590 | 761 | |
3 | University of Michigan Revenue | 5.000% | 11/15/33 | 200 | 265 | |
3 | University of Michigan Revenue | 5.000% | 11/15/38 | 350 | 458 | |
Wayne County MI Airport Authority Revenue | 5.000% | 12/1/25 | 870 | 1,038 | ||
Wayne County MI Airport Authority Revenue | 5.000% | 12/1/30 | 1,300 | 1,541 | ||
100,324 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Minnesota (0.4%) | ||||||
Bloomington MN Independent School District No. 271 GO | 5.000% | 2/1/22 | 2,010 | 2,067 | ||
Duluth MN Independent School District No. 709 COP | 5.000% | 2/1/27 | 365 | 441 | ||
Duluth MN Independent School District No. 709 COP | 5.000% | 2/1/28 | 350 | 433 | ||
Minneapolis & St. Paul MN Metropolitan Airports Commission Revenue | 5.000% | 1/1/26 | 450 | 539 | ||
Minneapolis MN Special School District No. 1 COP | 5.000% | 2/1/26 | 1,855 | 1,993 | ||
Minnesota GO | 5.000% | 8/1/22 | 1,500 | 1,579 | ||
Minnesota GO | 5.000% | 8/1/24 | 1,615 | 1,848 | ||
Minnesota GO | 5.000% | 8/1/25 | 1,500 | 1,779 | ||
Minnesota GO | 5.000% | 8/1/25 | 2,170 | 2,573 | ||
Minnesota GO | 5.000% | 8/1/27 | 1,005 | 1,190 | ||
Minnesota GO | 5.000% | 8/1/28 | 3,000 | 3,870 | ||
Minnesota GO | 5.000% | 9/1/30 | 1,235 | 1,538 | ||
Minnesota Higher Education Facilities Authority Revenue (Hamline University) | 5.000% | 10/1/35 | 595 | 667 | ||
Minnesota Housing Finance Agency (Housing Infrastructure) | 4.000% | 8/1/36 | 1,500 | 1,821 | ||
Minnesota Housing Finance Agency Residential Housing Revenue | 2.800% | 12/1/47 | 1,033 | 1,083 | ||
Minnesota Public Facilities Authority Revolving Fund Revenue | 5.000% | 3/1/25 | 2,480 | 2,900 | ||
Osseo MN Independent School District No. 279 GO | 5.000% | 2/1/28 | 1,000 | 1,230 | ||
Owatonna MN Independent School District No. 761 GO | 3.000% | 2/1/32 | 1,190 | 1,307 | ||
St. Francis MN Independent School District No. 15 GO | 5.000% | 2/1/26 | 385 | 414 | ||
St. Francis MN Independent School District No. 15 GO | 5.000% | 2/1/27 | 485 | 521 | ||
St. Francis MN Independent School District No. 15 GO | 4.000% | 2/1/29 | 515 | 542 | ||
St. Francis MN Independent School District No. 15 GO | 4.000% | 2/1/30 | 550 | 578 | ||
St. Francis MN Independent School District No. 15 GO | 4.000% | 2/1/32 | 775 | 814 | ||
University of Minnesota Revenue | 5.000% | 4/1/23 | 1,115 | 1,210 | ||
West St. Paul MN Independent School District No. 197 Revenue (Mendota Heights-Eagan) | 4.000% | 2/1/28 | 1,000 | 1,175 | ||
White Bear Lake MN Independent School District No. 624 GO | 3.000% | 2/1/30 | 1,150 | 1,288 | ||
35,400 | ||||||
Mississippi (0.9%) | ||||||
Mississippi Business Finance Corp. Gulf Opportunity Zone Industrial Development Revenue VRDO | 0.010% | 7/1/21 | 9,840 | 9,840 | ||
Mississippi Business Finance Corp. Gulf Opportunity Zone Industrial Development Revenue VRDO | 0.010% | 7/1/21 | 45,260 | 45,260 | ||
Mississippi Business Finance Corp. Gulf Opportunity Zone Industrial Development Revenue VRDO | 0.010% | 7/1/21 | 3,300 | 3,300 | ||
Mississippi Business Finance Corp. Gulf Opportunity Zone Industrial Development Revenue (Cheveron U.S.A Inc. Project) VRDO | 0.010% | 7/1/21 | 1,250 | ��� 1,250 | ||
Mississippi Development Bank Special Obligation Revenue (Marshall County Industrial Development Highway Refunding Project) | 5.000% | 1/1/26 | 1,335 | 1,593 | ||
Mississippi Development Bank Special Obligation Revenue (Rankin County School District) | 5.000% | 6/1/27 | 500 | 623 | ||
Mississippi Development Bank Special Obligation Revenue (Rankin County School District) | 5.000% | 6/1/30 | 1,765 | 2,162 | ||
Mississippi Gaming Tax Revenue | 5.000% | 10/15/36 | 1,500 | 1,862 | ||
Mississippi GO | 5.000% | 11/1/29 | 1,000 | 1,186 | ||
Mississippi Hospital Equipment & Facilities Authority Revenue (Forrest General Hospital Inc.) | 5.000% | 1/1/29 | 830 | 1,044 | ||
Mississippi Hospital Equipment & Facilities Authority Revenue (Forrest General Hospital Inc.) | 5.000% | 1/1/30 | 625 | 798 | ||
Mississippi Hospital Equipment & Facilities Authority Revenue (Forrest General Hospital Inc.) | 5.000% | 1/1/30 | 260 | 332 | ||
Mississippi Hospital Equipment & Facilities Authority Revenue (North Mississippi Health Services) | 5.000% | 10/1/27 | 1,000 | 1,241 | ||
Mississippi Institutions of Higher Learning Revenue (University of Mississippi Medical Center) | 4.000% | 6/1/34 | 1,000 | 1,142 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Mississippi State University Educational Building Corp. Revenue | 5.000% | 8/1/30 | 575 | 709 | ||
Mississippi State University Educational Building Corp. Revenue | 5.000% | 8/1/31 | 515 | 635 | ||
Mississippi State University Educational Building Corp. Revenue Prere. | 5.000% | 8/1/23 | 1,000 | 1,100 | ||
74,077 | ||||||
Missouri (0.7%) | ||||||
Bi-State Development Agency MO Illinois Metropolitan District Sales Tax Appropriation Revenue | 4.000% | 10/1/35 | 1,790 | 2,160 | ||
5 | Cape Girardeau County MO Industrial Development Authority Health Care Facilities Revenue (St. Francis Healthcare System) | 4.000% | 6/1/37 | 1,680 | 1,953 | |
3 | Columbia MO Water & Electric System Revenue | 3.000% | 10/1/31 | 1,285 | 1,426 | |
Jackson County MO School District No. 4 GO (Blue Springs) | 6.000% | 3/1/38 | 1,000 | 1,354 | ||
Jackson County MO Special Obligation Revenue (Truman Sports Complex Project) | 5.000% | 12/1/31 | 1,500 | 1,727 | ||
Jackson County MO Special Obligation Revenue (Truman Sports Complex Project) | 5.000% | 12/1/26 | 1,215 | 1,402 | ||
Kansas City MO Sanitary Sewer System Revenue | 5.000% | 1/1/32 | 1,020 | 1,276 | ||
Kansas City MO Special Obligation Bonds (Missouri Projects) | 5.000% | 4/1/34 | 1,000 | 1,308 | ||
Little Blue Valley MO Sewer District Revenue | 3.000% | 9/1/33 | 1,505 | 1,631 | ||
Metropolitan St. Louis MO Sewer District Wastewater System Revenue | 5.000% | 5/1/34 | 525 | 645 | ||
Metropolitan St. Louis MO Sewer District Wastewater System Revenue | 4.000% | 5/1/41 | 4,145 | 4,671 | ||
2 | Missouri Development Finance Board Cultural Facilities Revenue (Nelson Gallery Foundation) VRDO | 0.020% | 7/1/21 | 10,180 | 10,180 | |
Missouri Health & Educational Facilities Authority Educational Facilities Revenue (St. Louis College of Pharmacy Project) | 5.000% | 5/1/30 | 1,000 | 1,072 | ||
Missouri Health & Educational Facilities Authority Educational Facilities Revenue (St. Louis College of Pharmacy Project) | 5.000% | 5/1/34 | 880 | 939 | ||
Missouri Health & Educational Facilities Authority Health Facilities Revenue (SSM Health System) | 5.000% | 6/1/25 | 1,480 | 1,676 | ||
Missouri Health & Educational Facilities Authority Health Facilities Revenue (St. Luke's Health System) | 5.000% | 12/1/31 | 1,050 | 1,321 | ||
Missouri Health & Educational Facilities Authority Revenue (Children's Mercy Hospital) | 5.000% | 5/15/36 | 1,100 | 1,289 | ||
Missouri Health & Educational Facilities Authority Revenue (Mercy Health) | 5.000% | 11/15/34 | 1,500 | 1,705 | ||
Missouri Highways & Transportation Commission Road Revenue | 5.000% | 2/1/23 | 1,000 | 1,077 | ||
Missouri Joint Municipal Electric Utility Commission Power Project Revenue (Iatan 2 Project) | 5.000% | 12/1/34 | 1,425 | 1,664 | ||
Missouri Joint Municipal Electric Utility Commission Power Project Revenue (Prairie Project) | 5.000% | 12/1/34 | 1,010 | 1,212 | ||
Missouri Joint Municipal Electric Utility Commission Power Project Revenue (Prairie Project) | 5.000% | 12/1/40 | 1,655 | 1,976 | ||
3 | St. Louis MO Parking Revenue | 5.000% | 12/15/23 | 715 | 797 | |
St. Louis MO Sewer & Wastewater Revenue | 5.000% | 5/1/36 | 1,000 | 1,156 | ||
State of Missouri Health & Educational Facilities Authority Revenue | 4.000% | 7/1/37 | 1,000 | 1,228 | ||
State of Missouri Health & Educational Facilities Authority Revenue PUT | 4.000% | 5/1/26 | 2,300 | 2,669 | ||
State of Missouri Health & Educational Facilities Authority Revenue PUT | 5.000% | 5/1/28 | 2,100 | 2,664 | ||
52,178 | ||||||
Montana (0.0%) | ||||||
Montana Facility Finance Authority Hospital Revenue (Benefis Health System) | 5.000% | 2/15/32 | 825 | 988 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Multiple States (0.1%) | ||||||
16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.650% | 9/15/30 | 1,550 | 1,661 | |
4,16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.600% | 9/15/33 | 1,970 | 2,102 | |
4,16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.625% | 6/15/35 | 1,945 | 2,067 | |
4,16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.650% | 6/15/35 | 1,375 | 1,469 | |
16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 3.400% | 1/25/36 | 482 | 552 | |
4,16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.650% | 6/15/36 | 1,290 | 1,386 | |
9,237 | ||||||
Nebraska (0.3%) | ||||||
Central Plains Energy Project Nebraska Gas Project Revenue PUT | 5.000% | 1/1/24 | 280 | 310 | ||
Central Plains Energy Project Nebraska Gas Project Revenue (Project No. 3) | 5.000% | 9/1/27 | 1,000 | 1,230 | ||
Central Plains Energy Project Nebraska Gas Project Revenue (Project No. 3) | 5.000% | 9/1/42 | 1,000 | 1,492 | ||
2 | Central Plains Energy Project Nebraska Gas Supply Revenue PUT | 4.000% | 8/1/25 | 7,315 | 8,287 | |
District Energy Corp. NB Facility Revenue | 5.000% | 7/1/32 | 810 | 1,087 | ||
Lincoln County NE Hospital Authority No. 1 Hospital Revenue (Great Plains Regional Medical Center Project) Prere. | 5.000% | 11/1/21 | 750 | 762 | ||
Lincoln NE Electric System Revenue Prere. | 5.000% | 9/1/22 | 135 | 142 | ||
Lincoln NE Electric System Revenue Prere. | 5.000% | 9/1/22 | 275 | 291 | ||
Municipal Energy Agency of Nebraska Power Supply System Revenue | 5.000% | 4/1/31 | 345 | 357 | ||
Nebraska Public Power District Revenue | 5.000% | 1/1/30 | 1,000 | 1,024 | ||
Nebraska Public Power District Revenue | 5.000% | 1/1/32 | 1,500 | 1,535 | ||
5 | Nebraska Public Power District Revenue | 5.000% | 1/1/38 | 2,595 | 3,294 | |
Omaha NE Public Power District Electric Revenue | 5.000% | 2/1/29 | 1,420 | 1,695 | ||
Omaha NE Sewer Revenue | 5.000% | 11/15/29 | 2,500 | 2,876 | ||
Public Power Generation Agency Revenue (Whelan Energy Center Unit 2) | 5.000% | 1/1/35 | 1,000 | 1,197 | ||
Scotts Bluff County NE Hospital Authority Revenue (Regional West Medical Center) | 5.000% | 2/1/24 | 1,785 | 1,931 | ||
27,510 | ||||||
Nevada (0.6%) | ||||||
Carson City NV Hospital Revenue (Carson Tahoe Regional Medical Center) | 5.000% | 9/1/26 | 560 | 674 | ||
Carson City NV Hospital Revenue (Carson Tahoe Regional Medical Center) | 5.000% | 9/1/28 | 1,220 | 1,502 | ||
Carson City NV Hospital Revenue (Carson Tahoe Regional Medical Center) Prere. | 5.000% | 9/1/22 | 1,740 | 1,833 | ||
Clark County NV Airport Improvement Revenue | 5.000% | 7/1/30 | 2,095 | 2,727 | ||
Clark County NV GO | 4.000% | 6/1/32 | 1,505 | 1,751 | ||
Clark County NV GO | 4.000% | 7/1/32 | 2,190 | 2,552 | ||
Clark County NV GO | 5.000% | 7/1/33 | 1,000 | 1,068 | ||
Clark County NV Highway Improvement Motor Vehicle Fuel Tax Revenue | 5.000% | 7/1/31 | 1,575 | 1,782 | ||
Clark County NV Highway Improvement Motor Vehicle Fuel Tax Revenue | 5.000% | 7/1/36 | 1,075 | 1,323 | ||
Clark County NV Passenger Facility Charge Revenue (Las Vegas McCarran International Airport) | 5.000% | 7/1/31 | 1,100 | 1,425 | ||
5 | Clark County NV School District GO | 3.000% | 6/15/38 | 1,000 | 1,081 | |
5 | Clark County NV School District GO | 3.000% | 6/15/40 | 1,600 | 1,717 | |
3 | Clark County NV School District GO | 5.000% | 6/15/27 | 3,000 | 3,737 | |
3 | Clark County NV School District GO | 4.000% | 6/15/33 | 1,820 | 2,103 | |
6 | Clark County NV School District GO | 3.000% | 6/15/34 | 1,000 | 1,115 | |
6 | Clark County NV School District GO | 3.000% | 6/15/37 | 1,000 | 1,103 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Clark County NV School District GO | 4.000% | 6/15/40 | 850 | 1,013 | |
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/24 | 1,190 | 1,353 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 12/1/27 | 1,990 | 2,335 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/35 | 1,870 | 2,241 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/38 | 1,000 | 1,274 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/39 | 1,500 | 1,907 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/41 | 3,045 | 3,620 | ||
Nevada GO | 5.000% | 4/1/22 | 1,740 | 1,804 | ||
Nevada GO | 5.000% | 11/1/23 | 1,465 | 1,628 | ||
Nevada GO | 5.000% | 11/1/25 | 1,015 | 1,188 | ||
Nevada Highway Improvement Revenue (Motor Vehicle Fuel Tax) | 4.000% | 12/1/32 | 1,660 | 1,928 | ||
Reno NV Sales Tax Revenue (Reno Transportation Rail Access) | 5.000% | 6/1/27 | 250 | 294 | ||
Reno NV Sales Tax Revenue (Reno Transportation Rail Access) | 5.000% | 6/1/28 | 250 | 299 | ||
Reno NV Sales Tax Revenue (Reno Transportation Rail Access) | 5.000% | 6/1/32 | 250 | 296 | ||
Reno NV Sales Tax Revenue (Reno Transportation Rail Access) | 5.000% | 6/1/33 | 250 | 295 | ||
Truckee Meadows NV Water Authority Water Revenue | 5.000% | 7/1/34 | 1,510 | 1,815 | ||
50,783 | ||||||
New Hampshire (0.1%) | ||||||
National Finance Authority NH Revenue | 4.125% | 1/20/34 | 2,551 | 3,070 | ||
New Hampshire Health & Education Facilities Authority Revenue (Dartmouth College) | 4.000% | 8/1/43 | 2,855 | 3,373 | ||
6,443 | ||||||
New Jersey (1.9%) | ||||||
Bergen County NJ GO | 5.000% | 10/15/21 | 1,490 | 1,511 | ||
Camden County NJ Improvement Authority Health Care Redevelopment Project Revenue (Cooper Health System Obligated Group) | 5.000% | 2/15/27 | 1,400 | 1,554 | ||
County of Hudson NJ General Improvement Revenue | 3.000% | 11/15/31 | 2,615 | 2,943 | ||
County of Hudson NJ General Improvement Revenue | 2.125% | 11/15/36 | 1,000 | 1,021 | ||
3 | Cumberland County NJ Improvement Authority GO Prere. | 5.000% | 9/1/24 | 4,000 | 4,593 | |
3 | Garden State Preservation Trust New Jersey Revenue (Open Space & Farmland Preservation) | 0.000% | 11/1/21 | 500 | 499 | |
Hudson County NJ Improvement Authority Lease Revenue (Courthouse Projects) | 4.000% | 10/1/40 | 2,010 | 2,431 | ||
Morris County NJ Improvement Authority School District Revenue (Morris Hills Regional District Project) Prere. | 5.000% | 10/1/22 | 510 | 541 | ||
New Jersey Economic Development Authority Revenue | 5.000% | 6/15/33 | 1,100 | 1,428 | ||
New Jersey Economic Development Authority Revenue | 5.000% | 6/15/23 | 1,000 | 1,092 | ||
4 | New Jersey Economic Development Authority Revenue | 5.250% | 9/1/23 | 2,000 | 2,210 | |
New Jersey Economic Development Authority Revenue | 5.250% | 6/15/27 | 560 | 660 | ||
New Jersey Economic Development Authority Revenue | 5.500% | 6/15/29 | 2,000 | 2,480 | ||
New Jersey Economic Development Authority Revenue | 4.000% | 6/15/35 | 500 | 588 | ||
New Jersey Economic Development Authority Revenue (Cigarette Tax) | 5.000% | 6/15/26 | 1,600 | 1,655 | ||
8 | New Jersey Economic Development Authority Revenue (Motor Vehicle Surcharge) | 5.250% | 7/1/26 | 405 | 496 | |
8 | New Jersey Economic Development Authority Revenue (Motor Vehicle Surcharge) ETM | 5.250% | 7/1/26 | 95 | 116 | |
8 | New Jersey Economic Development Authority Revenue (School Facilities Construction) | 5.500% | 9/1/27 | 1,000 | 1,281 | |
New Jersey Economic Development Authority Revenue (School Facilities Construction) | 5.000% | 3/1/28 | 2,095 | 2,253 | ||
New Jersey Economic Development Authority Revenue (School Facilities Construction) | 5.000% | 6/15/35 | 700 | 885 | ||
New Jersey Educational Facilities Authority Revenue (Princeton University) | 2.000% | 3/1/37 | 1,000 | 1,019 | ||
New Jersey Educational Facilities Authority Revenue (Princeton University) | 5.000% | 3/1/25 | 5,000 | 5,852 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New Jersey GO | 2.000% | 6/1/31 | 1,295 | 1,325 | ||
New Jersey GO | 2.000% | 6/1/32 | 1,230 | 1,246 | ||
New Jersey GO | 2.000% | 6/1/35 | 1,000 | 990 | ||
New Jersey Health Care Facilities Financing Authority Lease Revenue (Greystone Park Psychiatric Hospital Project) | 5.000% | 9/15/24 | 500 | 549 | ||
New Jersey Health Care Facilities Financing Authority Revenue (Barnabas Health) | 5.000% | 7/1/22 | 1,000 | 1,048 | ||
New Jersey Health Care Facilities Financing Authority Revenue (Barnabas Health) | 5.000% | 7/1/25 | 900 | 943 | ||
New Jersey Health Care Facilities Financing Authority Revenue (Hackensack Meridian Health) | 5.000% | 7/1/21 | 640 | 640 | ||
New Jersey Health Care Facilities Financing Authority Revenue (St. Joseph's Healthcare System) | 5.000% | 7/1/27 | 1,000 | 1,201 | ||
New Jersey Health Care Facilities Financing Authority Revenue (Valley Health System) | 5.000% | 7/1/29 | 1,385 | 1,802 | ||
2 | New Jersey Health Care Facilities Financing Authority Revenue (Virtua Health Inc.) VRDO | 0.030% | 7/1/21 | 1,625 | 1,625 | |
2 | New Jersey Health Care Facilities Financing Authority Revenue (Virtua Health Inc.) VRDO | 0.010% | 7/7/21 | 300 | 300 | |
2 | New Jersey NJ GO VRDO | 0.010% | 7/1/21 | 10,400 | 10,400 | |
New Jersey Transportation Trust Fund Authority Federal Highway Reimbursement Revenue | 5.000% | 6/15/25 | 1,300 | 1,521 | ||
New Jersey Transportation Trust Fund Authority Federal Highway Reimbursement Revenue | 5.000% | 6/15/28 | 2,380 | 2,839 | ||
New Jersey Transportation Trust Fund Authority Federal Highway Reimbursement Revenue | 5.000% | 6/15/28 | 620 | 740 | ||
New Jersey Transportation Trust Fund Authority Federal Highway Reimbursement Revenue | 5.000% | 6/15/29 | 1,400 | 1,661 | ||
5 | New Jersey Transportation Trust Fund Authority Program Bonds | 5.000% | 6/15/31 | 1,000 | 1,257 | |
5 | New Jersey Transportation Trust Fund Authority Program Bonds | 5.000% | 6/15/33 | 1,000 | 1,268 | |
5 | New Jersey Transportation Trust Fund Authority Program Bonds | 5.000% | 6/15/34 | 600 | 757 | |
New Jersey Transportation Trust Fund Authority Program Bonds | 4.000% | 6/15/37 | 1,000 | 1,188 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/27 | 1,000 | 1,248 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/30 | 1,285 | 1,616 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 6/15/31 | 1,000 | 1,258 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/33 | 1,115 | 1,398 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/34 | 1,115 | 1,395 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/35 | 1,015 | 1,266 | ||
New Jersey Transportation Trust Fund Authority System Bonds | 5.000% | 6/15/30 | 1,000 | 1,296 | ||
New Jersey Transportation Trust Fund Authority System Bonds | 5.000% | 6/15/31 | 1,000 | 1,321 | ||
New Jersey Transportation Trust Fund Authority System Bonds | 5.000% | 6/15/32 | 1,000 | 1,315 | ||
New Jersey Transportation Trust Fund Authority System Bonds | 4.000% | 6/15/35 | 500 | 601 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 5.250% | 6/15/33 | 1,500 | 1,763 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 5.000% | 6/15/36 | 2,125 | 2,297 | ||
8 | New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.250% | 12/15/21 | 345 | 353 | |
12,14 | New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.500% | 12/15/21 | 150 | 154 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.500% | 12/15/22 | 1,315 | 1,415 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.500% | 12/15/23 | 605 | 681 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.000% | 12/15/24 | 1,000 | 1,155 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | New Jersey Transportation Trust Fund Authority Transportation System Revenue | 0.000% | 12/15/26 | 2,000 | 1,865 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.000% | 12/15/27 | 5,260 | 6,565 | ||
8 | New Jersey Transportation Trust Fund Authority Transportation System Revenue | 0.000% | 12/15/31 | 1,000 | 820 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.000% | 6/15/32 | 700 | 803 | ||
New Jersey Turnpike Authority Revenue | 5.000% | 1/1/28 | 500 | 613 | ||
New Jersey Turnpike Authority Revenue | 5.000% | 1/1/32 | 1,000 | 1,254 | ||
New Jersey Turnpike Authority Revenue | 4.000% | 1/1/33 | 1,070 | 1,261 | ||
New Jersey Turnpike Authority Revenue | 4.000% | 1/1/34 | 2,500 | 2,940 | ||
New Jersey Turnpike Authority Revenue | 5.000% | 1/1/35 | 1,000 | 1,218 | ||
New Jersey Turnpike Authority Revenue Prere. | 5.000% | 1/1/22 | 1,000 | 1,024 | ||
New Jersey Turnpike Authority Revenue Prere. | 5.000% | 1/1/23 | 1,190 | 1,276 | ||
New Jersey Turnpike Authority Revenue Prere. | 5.000% | 1/1/23 | 1,185 | 1,271 | ||
2,4 | New Jersey Turnpike Authority Revenue TOB VRDO | 0.180% | 7/8/21 | 5,650 | 5,650 | |
South Jersey Transportation Authority New Jersey Transportation System Revenue | 5.000% | 11/1/39 | 1,025 | 1,142 | ||
South Jersey Transportation Authority New Jersey Transportation System Revenue Prere. | 5.000% | 11/1/22 | 500 | 531 | ||
State of New Jersey Covid 19 Emergency Bonds GO | 3.000% | 6/1/32 | 1,000 | 1,136 | ||
State of New Jersey Covid 19 Emergency Bonds GO | 5.000% | 6/1/25 | 1,000 | 1,173 | ||
State of New Jersey Covid 19 Emergency Bonds GO | 5.000% | 6/1/27 | 1,500 | 1,863 | ||
State of New Jersey Covid 19 Emergency Bonds GO | 5.000% | 6/1/28 | 1,750 | 2,223 | ||
State of New Jersey Covid 19 Emergency Bonds GO | 5.000% | 6/1/29 | 1,000 | 1,295 | ||
State of New Jersey Covid 19 Emergency Bonds GO | 4.000% | 6/1/30 | 1,000 | 1,229 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/26 | 1,825 | 2,210 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 3.200% | 6/1/27 | 140 | 144 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/27 | 3,200 | 3,978 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/30 | 685 | 861 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/31 | 1,000 | 1,252 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/35 | 450 | 558 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/36 | 1,500 | 1,854 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/37 | 1,000 | 1,231 | ||
Toms River NJ Board of Education GO | 3.000% | 7/15/30 | 3,000 | 3,237 | ||
Toms River NJ Board of Education GO | 3.000% | 7/15/33 | 3,570 | 3,814 | ||
147,231 | ||||||
New Mexico (0.3%) | ||||||
Albuquerque NM GO | 5.000% | 7/1/23 | 6,000 | 6,576 | ||
Albuquerque NM Municipal School District No. 12 GO | 5.000% | 8/1/22 | 290 | 305 | ||
Albuquerque NM Municipal School District No. 12 GO | 5.000% | 8/1/23 | 265 | 291 | ||
New Mexico Finance Authority Revenue | 5.000% | 6/1/23 | 1,210 | 1,322 | ||
New Mexico Finance Authority Transportation Revenue | 4.000% | 6/15/26 | 2,000 | 2,070 | ||
New Mexico Finance Authority Transportation Revenue | 5.000% | 6/15/27 | 1,045 | 1,184 | ||
New Mexico GO (Capital Projects) | 5.000% | 3/1/30 | 3,050 | 4,063 | ||
New Mexico Hospital Equipment Loan Council Hospital System Revenue (Presbyterian Healthcare Services) | 5.000% | 8/1/28 | 1,520 | 1,778 | ||
2 | New Mexico Hospital Equipment Loan Council Hospital System Revenue (Presbyterian Healthcare Services) VRDO | 0.030% | 7/1/21 | 990 | 990 | |
2 | New Mexico Municipal Energy Acquisition Authority Gas Supply Revenue PUT | 5.000% | 5/1/25 | 805 | 936 | |
New Mexico State Severance Tax Bonds | 5.000% | 7/1/23 | 5,000 | 5,478 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New Mexico State Severance Tax Bonds | 5.000% | 7/1/24 | 1,000 | 1,139 | ||
New Mexico State Severance Tax Bonds | 5.000% | 7/1/25 | 1,000 | 1,179 | ||
27,311 | ||||||
New York (8.4%) | ||||||
Battery Park City NY Authority Revenue | 5.000% | 11/1/38 | 750 | 977 | ||
Brooklyn Arena Local Development Corp. NY Pilot Revenue Refunding (Barclays Center) | 5.000% | 7/15/30 | 700 | 841 | ||
Brooklyn Arena Local Development Corp. NY Pilot Revenue Refunding (Barclays Center) | 5.000% | 7/15/42 | 690 | 808 | ||
3 | Broome County NY Local Development Corp. Revenue (United Health Services Hospitals Inc. Project) | 5.000% | 4/1/29 | 2,100 | 2,708 | |
Dutchess County NY Local Development Corp. Revenue (Culinary Institute of America Project) | 5.000% | 7/1/33 | 200 | 231 | ||
Dutchess County NY Local Development Corp. Revenue (Culinary Institute of America Project) | 5.000% | 7/1/34 | 240 | 277 | ||
Erie County NY Fiscal Stability Authority Revenue | 5.000% | 9/1/30 | 500 | 625 | ||
3 | Hempstead NY GO | 4.000% | 4/1/29 | 1,420 | 1,597 | |
Hudson Yards Infrastructure Corp. New York Revenue | 5.000% | 2/15/31 | 1,550 | 1,893 | ||
Hudson Yards Infrastructure Corp. New York Revenue | 5.000% | 2/15/36 | 1,500 | 1,814 | ||
Hudson Yards Infrastructure Corp. New York Revenue | 5.000% | 2/15/37 | 520 | 628 | ||
Long Island NY Power Authority Electric System Revenue | 5.000% | 9/1/24 | 130 | 137 | ||
Long Island NY Power Authority Electric System Revenue | 5.000% | 9/1/33 | 1,185 | 1,574 | ||
Long Island NY Power Authority Electric System Revenue | 5.000% | 9/1/35 | 1,095 | 1,399 | ||
Metropolitan Transportation Authority NY BAN | 5.000% | 5/15/22 | 9,100 | 9,476 | ||
Metropolitan Transportation Authority NY Revenue | 3.000% | 11/1/22 | 2,000 | 2,074 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 2/1/23 | 7,000 | 7,511 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/27 | 1,000 | 1,215 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/28 | 2,075 | 2,435 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/29 | 1,115 | 1,345 | ||
Metropolitan Transportation Authority NY Revenue | 5.250% | 11/15/30 | 3,440 | 4,225 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/33 | 1,500 | 1,956 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/34 | 2,500 | 3,073 | ||
Metropolitan Transportation Authority NY Revenue | 4.000% | 11/15/40 | 1,735 | 2,032 | ||
Metropolitan Transportation Authority NY Revenue | 4.000% | 11/15/41 | 2,670 | 3,170 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/43 | 500 | 635 | ||
Metropolitan Transportation Authority NY Revenue PUT | 5.000% | 11/15/22 | 8,095 | 8,574 | ||
Metropolitan Transportation Authority NY Revenue PUT | 5.000% | 5/15/24 | 7,000 | 7,871 | ||
3,9 | Metropolitan Transportation Authority NY Revenue, SOFR + 0.550% PUT | 0.584% | 4/1/24 | 500 | 503 | |
2 | Metropolitan Transportation Authority NY Revenue VRDO | 0.010% | 7/1/21 | 3,300 | 3,300 | |
Monroe County NY Industrial Development Agency School Facility Revenue (Rochester Schools Modernization Project) | 5.000% | 5/1/31 | 1,970 | 2,405 | ||
Monroe County NY Industrial Development Corp. Revenue (University of Rochester Project) | 5.000% | 7/1/37 | 1,540 | 1,884 | ||
Monroe County NY Industrial Development Corp. Revenue (University of Rochester Projects) | 5.000% | 12/1/28 | 555 | 703 | ||
Monroe County NY Industrial Development Revenue (University of Rochester Project) | 5.000% | 7/1/23 | 2,000 | 2,192 | ||
Nassau County NY GO | 5.000% | 4/1/23 | 1,000 | 1,085 | ||
New York City NY GO | 5.000% | 12/1/32 | 1,000 | 1,273 | ||
2 | New York City NY GO VRDO | 0.010% | 7/1/21 | 2,000 | 2,000 | |
New York City NY GO | 5.000% | 8/1/21 | 2,000 | 2,008 | ||
New York City NY GO | 5.000% | 8/1/21 | 1,745 | 1,752 | ||
New York City NY GO | 5.000% | 8/1/21 | 40 | 40 | ||
New York City NY GO | 5.000% | 8/1/22 | 705 | 742 | ||
New York City NY GO | 5.000% | 8/1/22 | 1,290 | 1,358 | ||
New York City NY GO | 5.000% | 8/1/23 | 400 | 421 | ||
New York City NY GO | 5.000% | 8/1/23 | 1,505 | 1,655 | ||
New York City NY GO | 5.000% | 8/1/24 | 1,000 | 1,143 | ||
New York City NY GO | 5.000% | 8/1/25 | 770 | 792 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York City NY GO | 5.000% | 8/1/25 | 1,245 | 1,473 | ||
New York City NY GO | 5.000% | 8/1/25 | 1,310 | 1,550 | ||
New York City NY GO | 5.000% | 8/1/25 | 1,000 | 1,183 | ||
New York City NY GO | 5.000% | 6/1/26 | 2,450 | 2,883 | ||
New York City NY GO | 5.000% | 8/1/26 | 1,000 | 1,074 | ||
New York City NY GO | 5.000% | 8/1/26 | 80 | 84 | ||
New York City NY GO | 5.000% | 8/1/28 | 5,000 | 6,410 | ||
New York City NY GO | 5.000% | 11/1/29 | 5,000 | 6,569 | ||
New York City NY GO | 5.000% | 8/1/30 | 1,000 | 1,095 | ||
New York City NY GO | 5.000% | 12/1/32 | 1,755 | 2,148 | ||
New York City NY GO | 5.000% | 12/1/33 | 1,775 | 2,171 | ||
New York City NY GO | 5.000% | 8/1/34 | 1,000 | 1,313 | ||
New York City NY GO | 5.000% | 12/1/35 | 1,120 | 1,365 | ||
New York City NY GO | 4.000% | 8/1/37 | 2,000 | 2,391 | ||
New York City NY GO | 4.000% | 10/1/37 | 2,690 | 3,217 | ||
New York City NY GO | 3.000% | 3/1/41 | 1,210 | 1,321 | ||
New York City NY GO ETM | 5.000% | 8/1/21 | 475 | 477 | ||
New York City NY GO Prere. | 5.000% | 8/1/21 | 365 | 366 | ||
New York City NY GO Prere. | 5.000% | 10/1/21 | 500 | 506 | ||
New York City NY GO Prere. | 5.000% | 8/1/22 | 420 | 442 | ||
New York City NY GO Prere. | 5.000% | 3/1/23 | 1,490 | 1,610 | ||
New York City NY GO PUT | 0.160% | 7/8/21 | 400 | 400 | ||
2 | New York City NY GO VRDO | 0.010% | 7/1/21 | 21,700 | 21,700 | |
2 | New York City NY GO VRDO | 0.010% | 7/1/21 | 13,200 | 13,200 | |
2 | New York City NY GO VRDO | 0.010% | 7/1/21 | 15,600 | 15,600 | |
2 | New York City NY GO VRDO | 0.010% | 7/1/21 | 19,485 | 19,485 | |
2 | New York City NY GO VRDO | 0.010% | 7/1/21 | 18,100 | 18,100 | |
2 | New York City NY GO VRDO | 0.030% | 7/1/21 | 6,310 | 6,310 | |
New York City NY GO VRDO | 0.160% | 7/1/21 | 600 | 600 | ||
New York City NY Housing Development Corp. Multi-Family Housing Revenue | 5.250% | 7/1/29 | 1,000 | 1,088 | ||
New York City NY Housing Development Corp. Multi-Family Housing Revenue | 3.700% | 11/1/38 | 2,000 | 2,182 | ||
17 | New York City NY Housing Development Corp. Multi-Family Housing Revenue | 2.350% | 11/1/40 | 2,000 | 2,011 | |
17 | New York City NY Housing Development Corp. Multi-Family Housing Revenue PUT | 0.700% | 5/1/25 | 400 | 401 | |
New York City NY Housing Development Corp. Multi-Family Housing Revenue PUT | 2.950% | 2/1/26 | 1,000 | 1,079 | ||
New York City NY Housing Development Corp. Multi-Family Housing Revenue (Sustainable Neighborhood Bonds) | 3.000% | 11/1/39 | 1,000 | 1,054 | ||
3 | New York City NY Industrial Development Agency Revenue (Yankee Stadium Project) | 3.000% | 3/1/38 | 2,000 | 2,176 | |
3 | New York City NY Industrial Development Agency Revenue (Yankee Stadium Projects) | 3.000% | 3/1/36 | 2,000 | 2,187 | |
2 | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO | 0.010% | 7/1/21 | 13,300 | 13,300 | |
2 | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO | 0.020% | 7/1/21 | 2,050 | 2,050 | |
2 | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO | 0.020% | 7/1/21 | 5,400 | 5,400 | |
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/27 | 1,350 | 1,589 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/27 | 4,560 | 5,454 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/29 | 1,100 | 1,446 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.250% | 6/15/33 | 1,000 | 1,258 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/36 | 2,000 | 2,368 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.250% | 6/15/37 | 3,140 | 3,926 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/38 | 1,000 | 1,249 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/39 | 2,075 | 2,413 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/39 | 2,500 | 3,206 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/24 | 550 | 578 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/24 | 3,430 | 3,918 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/28 | 1,730 | 2,041 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/29 | 2,000 | 2,359 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/30 | 1,045 | 1,244 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/32 | 250 | 262 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/35 | 1,635 | 2,068 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 4.000% | 7/15/38 | 1,750 | 2,054 | ||
2 | New York City NY Transitional Finance Authority Future Tax Revenue VRDO | 0.010% | 7/1/21 | 6,100 | 6,100 | |
2 | New York City NY Transitional Finance Authority Future Tax Revenue VRDO | 0.020% | 7/1/21 | 6,000 | 6,000 | |
2 | New York City NY Transitional Finance Authority Future Tax Revenue VRDO | 0.030% | 7/1/21 | 7,000 | 7,000 | |
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/22 | 1,140 | 1,214 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/25 | 460 | 467 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/28 | 1,325 | 1,576 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/29 | 850 | 923 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 2/1/30 | 500 | 537 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/31 | 300 | 312 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/31 | 500 | 532 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/32 | 1,370 | 1,561 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/32 | 500 | 532 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/32 | 1,500 | 1,781 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/34 | 500 | 520 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/34 | 1,450 | 1,650 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/34 | 1,710 | 2,076 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/34 | 1,565 | 1,854 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 2/1/35 | 4,000 | 4,622 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/35 | 1,525 | 1,904 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 4.000% | 11/1/35 | 2,500 | 3,057 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/35 | 1,745 | 2,065 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/36 | 1,580 | 1,954 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York City NY Transitional Finance Authority Future Tax Revenue | 4.000% | 8/1/36 | 1,235 | 1,434 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 4.000% | 11/1/36 | 1,000 | 1,195 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/37 | 1,680 | 2,090 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/38 | 2,500 | 2,706 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/38 | 8,000 | 9,068 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 4.000% | 11/1/38 | 1,000 | 1,188 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/42 | 3,000 | 3,390 | ||
2 | New York City NY Transitional Finance Authority Future Tax Revenue VRDO | 0.010% | 7/1/21 | 6,500 | 6,500 | |
2 | New York City NY Transitional Finance Authority Future Tax Revenue VRDO | 0.010% | 7/1/21 | 14,480 | 14,480 | |
2 | New York City NY Transitional Finance Authority Future Tax Revenue VRDO | 0.020% | 7/1/21 | 8,900 | 8,900 | |
2 | New York City NY Transitional Finance Authority Future Tax Revenue VRDO | 0.030% | 7/1/21 | 500 | 500 | |
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 11/1/25 | 2,230 | 2,663 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 8/1/35 | 2,015 | 2,552 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 8/1/36 | 2,030 | 2,566 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 4.000% | 8/1/38 | 5,000 | 5,753 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 4.000% | 2/1/39 | 2,500 | 3,012 | ||
2,4 | New York City NY Transitional Finance Authority Future Tax Secured Revenue TOB VRDO | 0.050% | 7/8/21 | 4,300 | 4,300 | |
New York City NY Transitional Finance Authority Revenue | 5.000% | 8/1/35 | 1,500 | 1,900 | ||
New York City NY Transitional Finance Authority Revenue | 5.000% | 8/1/36 | 5,710 | 7,218 | ||
New York City NY Transitional Finance Authority Revenue | 5.000% | 5/1/38 | 1,675 | 2,095 | ||
New York City NY Transitional Finance Authority Revenue | 5.000% | 5/1/39 | 1,335 | 1,700 | ||
New York City NY Trust for Cultural Resources Revenue (Lincoln Center for the Performing Arts Inc.) | 5.000% | 12/1/26 | 1,350 | 1,651 | ||
New York Liberty Development Corp. Revenue | 5.000% | 11/15/31 | 1,090 | 1,109 | ||
New York Liberty Development Corp. Revenue (7 World Trade Center Project) | 5.000% | 9/15/31 | 1,000 | 1,033 | ||
New York Liberty Development Corp. Revenue (Bank of America Tower at One Bryant Park Project) | 2.800% | 9/15/69 | 500 | 513 | ||
New York Liberty Development Corp. Revenue (Goldman Sachs Headquarters) | 5.250% | 10/1/35 | 945 | 1,361 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/21 | 230 | 234 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/21 | 1,000 | 1,017 | ||
8,10 | New York Metropolitan Transportation Authority Revenue | 5.250% | 11/15/21 | 325 | 331 | |
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/23 | 1,045 | 1,157 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/24 | 2,180 | 2,505 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/25 | 1,135 | 1,347 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/26 | 1,645 | 2,010 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/28 | 1,675 | 2,026 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/29 | 1,000 | 1,256 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/30 | 1,000 | 1,249 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/30 | 1,000 | 1,330 | ||
New York Metropolitan Transportation Authority Revenue | 4.000% | 11/15/31 | 1,445 | 1,701 | ||
New York Metropolitan Transportation Authority Revenue | 4.000% | 11/15/32 | 1,500 | 1,761 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/33 | 1,330 | 1,407 | ||
New York Metropolitan Transportation Authority Revenue Prere. | 5.000% | 11/15/22 | 820 | 875 | ||
New York Metropolitan Transportation Authority Revenue Prere. | 5.000% | 5/15/23 | 570 | 621 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York Metropolitan Transportation Authority Revenue PUT | 5.000% | 5/15/30 | 2,500 | 3,249 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 5.000% | 3/1/22 | 2,000 | 2,063 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 0.000% | 11/15/32 | 1,000 | 832 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 4.000% | 11/15/33 | 1,545 | 1,781 | ||
New York Metropolitan Transportation Authority Revenue (Hudson Yards Development) | 5.000% | 11/15/51 | 4,250 | 4,314 | ||
7 | New York State Dormitory Authority Lease Revenue (City of New York Court Facilities) | 5.500% | 5/15/24 | 500 | 574 | |
7 | New York State Dormitory Authority Lease Revenue (City of New York Court Facilities) | 5.500% | 5/15/27 | 500 | 635 | |
New York State Dormitory Authority Revenue | 3.000% | 10/1/32 | 1,000 | 1,077 | ||
2 | New York State Dormitory Authority Revenue (Cornell University) VRDO | 0.010% | 7/1/21 | 500 | 500 | |
New York State Dormitory Authority Revenue (Icahn School of Medicine at Mount Sinai) | 5.000% | 7/1/28 | 1,000 | 1,164 | ||
New York State Dormitory Authority Revenue (Icahn School of Medicine at Mount Sinai) | 5.000% | 7/1/32 | 1,000 | 1,160 | ||
New York State Dormitory Authority Revenue (Montefiore Obligated Group) | 5.000% | 9/1/27 | 1,895 | 2,340 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 12/15/23 | 625 | 669 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.000% | 3/15/38 | 2,900 | 3,179 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) Prere. | 5.000% | 12/15/22 | 840 | 899 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/23 | 830 | 855 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/24 | 840 | 865 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/25 | 1,500 | 1,748 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 12/15/26 | 720 | 770 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 3/15/27 | 1,700 | 1,946 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/28 | 2,040 | 2,370 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/29 | 1,085 | 1,263 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/29 | 5,000 | 6,501 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/30 | 2,000 | 2,248 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/31 | 2,455 | 2,845 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/32 | 500 | 517 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/32 | 2,000 | 2,688 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 2/15/33 | 1,975 | 2,282 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/33 | 300 | 309 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 2/15/34 | 1,905 | 2,197 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/34 | 2,000 | 2,245 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 2/15/35 | 1,000 | 1,152 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/35 | 3,000 | 3,897 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/35 | 5,000 | 5,786 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 3/15/37 | 3,000 | 3,648 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 2/15/39 | 2,000 | 2,380 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.000% | 3/15/39 | 3,000 | 3,281 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.000% | 3/15/40 | 3,000 | 3,275 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) Prere. | 5.000% | 2/15/22 | 170 | 175 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) Prere. | 5.000% | 2/15/22 | 160 | 165 | ||
3 | New York State Dormitory Authority Revenue (School Districts Financing Program) | 5.000% | 10/1/21 | 390 | 395 | |
5 | New York State Dormitory Authority Revenue (Teachers College) | 5.000% | 7/1/29 | 195 | 242 | |
5 | New York State Dormitory Authority Revenue (Teachers College) | 5.000% | 7/1/30 | 205 | 259 | |
5 | New York State Dormitory Authority Revenue (Teachers College) | 5.000% | 7/1/31 | 225 | 289 | |
5 | New York State Dormitory Authority Revenue (Teachers College) | 5.000% | 7/1/32 | 235 | 301 | |
5 | New York State Dormitory Authority Revenue (Teachers College) | 5.000% | 7/1/33 | 255 | 325 | |
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/25 | 1,295 | 1,515 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/32 | 1,480 | 1,821 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/33 | 1,795 | 2,189 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/35 | 1,420 | 1,677 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/35 | 2,000 | 2,433 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/36 | 1,500 | 1,888 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/37 | 2,160 | 2,713 | ||
New York State Energy Research & Development Authority Pollution Control Revenue (New York State Electric & Gas Corp.) | 3.500% | 10/1/29 | 1,000 | 1,174 | ||
New York State Environmental Facilities Corp. Revenue (State Clean Water & Drinking Water Revolving Funds) | 5.000% | 6/15/22 | 2,075 | 2,171 | ||
New York State Environmental Facilities Corp. Revenue (State Clean Water & Drinking Water Revolving Funds) | 5.000% | 6/15/23 | 1,000 | 1,094 | ||
New York State Environmental Facilities Corp. Revenue (State Clean Water & Drinking Water Revolving Funds) | 5.000% | 6/15/25 | 500 | 523 | ||
New York State Environmental Facilities Corp. Revenue (State Clean Water & Drinking Water Revolving Funds) | 5.000% | 6/15/34 | 1,500 | 1,861 | ||
New York State Liberty Development Corp. Liberty Revenue (Bank of America Tower at One Bryant Park Project) | 2.450% | 9/15/69 | 3,500 | 3,644 | ||
New York State Liberty Development Corp. Liberty Revenue (Bank of America Tower at One Bryant Park Project) | 2.625% | 9/15/69 | 1,075 | 1,111 | ||
New York State Mortgage Agency Homeowner Revenue | 3.250% | 10/1/50 | 2,500 | 2,746 | ||
New York State Thruway Authority Revenue | 5.000% | 1/1/35 | 1,130 | 1,340 | ||
New York State Thruway Authority Revenue | 5.000% | 1/1/36 | 1,045 | 1,339 | ||
New York State Thruway Authority Revenue (Personal Income Tax) | 5.000% | 3/15/25 | 500 | 505 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 4.000% | 3/15/39 | 5,000 | 5,950 | ||
8 | New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.500% | 3/15/22 | 530 | 550 | |
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/24 | 1,325 | 1,494 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/24 | 5,000 | 5,637 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/25 | 2,830 | 3,307 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/26 | 1,930 | 2,169 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/28 | 10,000 | 12,718 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/31 | 2,000 | 2,158 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/31 | 1,420 | 1,680 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/33 | 2,010 | 2,397 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/33 | 1,485 | 1,601 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/36 | 2,000 | 2,441 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/37 | 2,000 | 2,440 | ||
Port Authority of New York & New Jersey Revenue | 5.000% | 9/1/26 | 1,805 | 2,070 | ||
Port Authority of New York & New Jersey Revenue | 5.000% | 9/1/36 | 1,230 | 1,544 | ||
Port Authority of New York & New Jersey Revenue | 5.000% | 11/1/36 | 2,295 | 2,961 | ||
Suffolk County NY Economic Development Corp. Revenue (Catholic Health Services) | 5.000% | 7/1/21 | 1,545 | 1,545 | ||
Suffolk County NY Economic Development Corp. Revenue (Catholic Health Services) | 5.000% | 7/1/27 | 1,370 | 1,550 | ||
Tobacco Settlement Financing Corp. New York Revenue | 5.000% | 6/1/29 | 1,870 | 2,297 | ||
Tobacco Settlement Financing Corp. New York Revenue | 5.000% | 6/1/34 | 1,760 | 2,126 | ||
Triborough Bridge & Tunnel Authority New York Payroll Mobility Bonds PUT | 2.000% | 5/15/26 | 1,000 | 1,067 | ||
Triborough Bridge & Tunnel Authority New York Payroll Mobility Bonds PUT | 2.000% | 5/15/28 | 1,000 | 1,079 | ||
2 | Triborough Bridge & Tunnel Authority New York Revenue VRDO | 0.010% | 7/1/21 | 100 | 100 | |
Triborough Bridge & Tunnel Authority New York Revenue | 5.000% | 11/15/23 | 1,500 | 1,668 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 0.000% | 11/15/32 | 1,130 | 930 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 5.000% | 11/15/34 | 2,000 | 2,370 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 5.000% | 11/15/34 | 1,900 | 2,345 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 5.000% | 11/15/36 | 1,000 | 1,234 | ||
9 | Triborough Bridge & Tunnel Authority New York Revenue, SOFR + 0.380% PUT | 0.414% | 2/1/24 | 150 | 150 | |
Troy NY Capital Resource Corp. Revenue (Rensselaer Polytechnic Institute Project) | 5.000% | 9/1/37 | 1,320 | 1,703 | ||
Utility Debt Securitization Authority New York Revenue | 5.000% | 12/15/33 | 1,600 | 1,784 | ||
Utility Debt Securitization Authority New York Revenue | 5.000% | 12/15/35 | 1,945 | 2,308 | ||
Utility Debt Securitization Authority New York Revenue | 5.000% | 12/15/36 | 2,450 | 2,905 | ||
Westchester County NY Health Care Corp. Revenue Prere. | 5.000% | 11/1/21 | 890 | 904 | ||
Westchester County NY Local Development Corp. Revenue (Westchester Medical Center) | 5.000% | 11/1/31 | 1,085 | 1,265 | ||
Westchester NY Tobacco Asset Securitization Revenue | 5.000% | 6/1/28 | 1,400 | 1,756 | ||
Westchester NY Tobacco Asset Securitization Revenue | 5.000% | 6/1/33 | 1,500 | 1,844 | ||
659,148 | ||||||
North Carolina (0.5%) | ||||||
Cary NC Combined Enterprise System Revenue Prere. | 5.000% | 12/1/22 | 330 | 353 | ||
Cary NC Combined Enterprise System Revenue Prere. | 5.000% | 12/1/22 | 170 | 182 | ||
Charlotte NC International Airport Revenue | 4.000% | 7/1/38 | 1,250 | 1,537 | ||
Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue PUT | 5.000% | 12/1/31 | 1,000 | 1,366 | ||
Durham County NC GO | 4.000% | 6/1/25 | 2,460 | ��� 2,805 | ||
Mecklenburg County NC GO | 5.000% | 3/1/26 | 1,085 | 1,313 | ||
Mecklenburg County NC Public Improvement GO | 5.000% | 12/1/26 | 1,775 | 2,198 | ||
North Carolina GAN | 5.000% | 3/1/25 | 1,055 | 1,228 | ||
North Carolina GAN | 5.000% | 3/1/27 | 1,015 | 1,172 | ||
North Carolina GO | 5.000% | 5/1/22 | 360 | 375 | ||
North Carolina GO | 3.000% | 5/1/33 | 1,000 | 1,140 | ||
North Carolina Housing Finance Agency Homeownership Revenue | 3.000% | 7/1/51 | 2,885 | 3,149 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
North Carolina Medical Care Commission Health Care Facilities Revenue (Presbyterian Homes Obligated) | 4.000% | 10/1/40 | 800 | 924 | ||
North Carolina Medical Care Commission Health Care Facilities Revenue (WakeMed) | 5.000% | 10/1/27 | 1,000 | 1,055 | ||
North Carolina Medical Care Commission Hospital (Moses Cone Health System) VRDO | 0.030% | 7/8/21 | 2,025 | 2,025 | ||
North Carolina Medical Care Commission Hospital Revenue (Southeastern Regional Medical Center) | 5.000% | 6/1/24 | 850 | 883 | ||
North Carolina State Grant Anticipation Revenue | 5.000% | 3/1/28 | 1,000 | 1,275 | ||
North Carolina State Limited Obligation | 5.000% | 5/1/25 | 3,590 | 4,216 | ||
3 | North Carolina Turnpike Authority Revenue | 5.000% | 1/1/38 | 30 | 38 | |
North Carolina Turnpike Authority Revenue | 4.000% | 1/1/39 | 2,000 | 2,290 | ||
Orange County NC Public Facilities Co. Revenue Prere. | 5.000% | 10/1/22 | 180 | 191 | ||
Orange County NC Public Facilities Co. Revenue Prere. | 5.000% | 10/1/22 | 320 | 339 | ||
State of North Carolina GO | 5.000% | 6/1/23 | 2,030 | 2,219 | ||
University of North Carolina at Charlotte Revenue | 4.000% | 10/1/35 | 400 | 481 | ||
University of North Carolina at Charlotte Revenue | 3.000% | 10/1/36 | 1,600 | 1,750 | ||
University of North Carolina at Charlotte Revenue | 4.000% | 10/1/37 | 1,000 | 1,199 | ||
University of North Carolina at Charlotte Revenue | 4.000% | 10/1/40 | 325 | 387 | ||
Wake County NC GO | 5.000% | 3/1/23 | 2,145 | 2,318 | ||
Wake County NC GO | 5.000% | 4/1/23 | 1,000 | 1,085 | ||
Wake County NC GO | 4.000% | 5/1/30 | 2,000 | 2,133 | ||
Western California University General Revenue | 3.000% | 4/1/36 | 1,480 | 1,641 | ||
43,267 | ||||||
North Dakota (0.0%) | ||||||
Grand Forks ND Health Care System Revenue (Altru Health System Obligated Group) | 5.000% | 12/1/25 | 1,210 | 1,412 | ||
Ohio (1.6%) | ||||||
Allen County OH Hospital Facilities Revenue (Mercy Health) | 4.000% | 12/1/40 | 1,200 | 1,437 | ||
Allen County OH Hospital Facilities Revenue (Mercy Health) | 5.000% | 8/1/29 | 1,300 | 1,639 | ||
Allen County OH Hospital Facilities Revenue (Mercy Health) | 4.000% | 8/1/37 | 2,200 | 2,569 | ||
American Municipal Power Ohio Inc. Revenue (Fremont Energy Center Project) Prere. | 5.250% | 2/15/22 | 570 | 588 | ||
American Municipal Power Ohio Inc. Revenue (Fremont Energy Center Projects) | 5.000% | 2/15/42 | 3,000 | 3,087 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) PUT | 1.000% | 8/15/24 | 385 | 391 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 5.000% | 2/15/26 | 1,025 | 1,228 | ||
Bowling Green State University Ohio Revenue | 5.000% | 6/1/26 | 400 | 482 | ||
Bowling Green State University Ohio Revenue | 5.000% | 6/1/27 | 260 | 321 | ||
Buckeye OH Tobacco Settlement Financing Authority Revenue | 5.000% | 6/1/34 | 1,150 | 1,501 | ||
Buckeye OH Tobacco Settlement Financing Authority Revenue | 4.000% | 6/1/39 | 240 | 287 | ||
Buckeye OH Tobacco Settlement Financing Authority Revenue | 5.000% | 6/1/55 | 2,355 | 2,751 | ||
Butler County OH Hospital facilities Revenue (Cincinnati Children's Hospital Medical Center) | 5.000% | 5/15/32 | 2,000 | 2,735 | ||
Centerville OH Health Care Revenue (Graceworks Lutheran Services) | 5.000% | 11/1/26 | 725 | 811 | ||
Centerville OH Health Care Revenue (Graceworks Lutheran Services) | 5.000% | 11/1/27 | 380 | 428 | ||
Cleveland OH Municipal School District GO | 5.000% | 12/1/28 | 1,000 | 1,087 | ||
Cleveland-Cuyahoga County OH Port Authority Cultural Facilities Revenue (Cleveland Museum of Natural History Project) | 4.000% | 7/1/38 | 365 | 438 | ||
3 | Columbus OH City School District GO | 0.000% | 12/1/29 | 1,000 | 879 | |
Columbus OH GO | 4.000% | 8/15/26 | 1,730 | 1,986 | ||
Columbus OH GO Prere. | 5.000% | 7/1/22 | 535 | 561 | ||
Columbus OH Sewer Revenue Prere. | 5.000% | 12/1/24 | 4,000 | 4,632 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Cuyahoga County OH Excise Tax Revenue (Sports Facilities Improvement Project) Prere. | 5.000% | 12/1/23 | 510 | 568 | ||
Cuyahoga County OH Hospital Revenue (Metro Health System) | 5.000% | 2/15/32 | 1,000 | 1,184 | ||
Fairfield County OH Hospital Facilities Revenue (Fairfield Medical Center) | 5.125% | 6/15/33 | 615 | 641 | ||
Franklin County OH Convention Facilities Authority Revenue | 5.000% | 12/1/28 | 1,680 | 1,925 | ||
Franklin County OH Convention Facilities Authority Revenue | 5.000% | 12/1/30 | 680 | 834 | ||
Franklin County OH Hospital Revenue (Nationwide Children's Hospital) | 5.000% | 11/1/31 | 1,000 | 1,327 | ||
Franklin County OH Revenue (Trinity Health Corp.) | 5.000% | 12/1/31 | 1,100 | 1,444 | ||
Franklin County OH Sales Tax Revenue | 5.000% | 6/1/28 | 830 | 1,065 | ||
Hamilton County OH Hospital Facilities Revenue (UC Health) | 5.000% | 9/15/28 | 625 | 794 | ||
Hamilton County OH Hospital Facilities Revenue (TriHealth Obligated Group) | 5.000% | 8/15/36 | 1,000 | 1,211 | ||
2 | Lancaster OH Port Authority Gas Supply Revenue PUT | 5.000% | 2/1/25 | 1,100 | 1,267 | |
Lucas County OH Hospital Revenue (ProMedica Healthcare Obligated Group) | 5.000% | 11/15/26 | 320 | 324 | ||
Lucas County OH Hospital Revenue (ProMedica Healthcare Obligated Group) Prere. | 5.250% | 11/15/21 | 535 | 545 | ||
Miami Valley OH Career Technology Center GO | 5.000% | 12/1/25 | 880 | 1,054 | ||
Montgomery County OH Hospital Facilities Improvement & Refunding Revenue (Kettering Health Network) | 3.000% | 8/1/34 | 900 | 986 | ||
Montgomery County OH Hospital Revenue (Premier Health Partners) | 5.000% | 11/15/31 | 2,290 | 2,890 | ||
Montgomery County OH Hospital Revenue (Premier Health Partners) | 5.000% | 11/15/37 | 2,590 | 3,202 | ||
2 | Montgomery County OH Hospital Revenue (Premier Health Partners) VRDO | 0.010% | 7/1/21 | 19,875 | 19,875 | |
North Royalton OH City School District GO | 5.000% | 12/1/26 | 300 | 353 | ||
North Royalton OH City School District GO | 5.000% | 12/1/28 | 1,400 | 1,639 | ||
Ohio Capital Facilities Lease-Appropriation Revenue (Adult Correctional Building Fund Projects) | 5.000% | 10/1/33 | 1,605 | 1,983 | ||
Ohio Capital Facilities Lease-Appropriation Revenue (Mental Health Facilities Improvement Fund Projects) | 5.000% | 2/1/22 | 750 | 771 | ||
Ohio Capital Facilities Lease-Appropriation Revenue (Transportation Building Fund Projects) | 5.000% | 4/1/30 | 1,155 | 1,337 | ||
Ohio Common Schools GO Prere. | 5.000% | 6/15/22 | 1,000 | 1,046 | ||
Ohio GO | 5.000% | 5/1/23 | 1,870 | 2,035 | ||
Ohio GO | 5.000% | 8/1/23 | 500 | 526 | ||
Ohio GO | 5.000% | 8/1/24 | 500 | 572 | ||
Ohio GO | 5.000% | 11/1/24 | 1,675 | 1,935 | ||
Ohio GO | 5.000% | 2/1/27 | 1,000 | 1,199 | ||
Ohio GO | 5.000% | 6/15/27 | 3,425 | 3,695 | ||
Ohio GO | 5.000% | 5/1/33 | 1,010 | 1,274 | ||
Ohio GO | 5.000% | 3/1/35 | 1,000 | 1,233 | ||
Ohio GO | 5.000% | 3/15/36 | 1,005 | 1,124 | ||
Ohio GO | 5.000% | 3/1/38 | 2,000 | 2,454 | ||
Ohio GO Prere. | 5.000% | 8/1/21 | 1,110 | 1,114 | ||
Ohio Higher Education GO | 5.000% | 8/1/21 | 500 | 502 | ||
Ohio Higher Education GO | 5.000% | 5/1/30 | 5,015 | 5,869 | ||
Ohio Higher Educational Facility Commission Revenue (Case Western Reserve University Project) | 5.000% | 12/1/22 | 585 | 625 | ||
2 | Ohio Higher Educational Facility Commission Revenue (Cleveland Clinic Health System Obligated Group) VRDO | 0.010% | 7/1/21 | 700 | 700 | |
Ohio Major New State Infrastructure Project Revenue | 5.000% | 12/15/25 | 2,450 | 2,938 | ||
Ohio Major New State Infrastructure Project Revenue | 5.000% | 12/15/28 | 1,020 | 1,236 | ||
Ohio Parks & Recreation Capital Facilities Revenue | 5.000% | 12/1/35 | 1,320 | 1,669 | ||
Ohio Parks & Recreation Capital Facilities Revenue | 5.000% | 12/1/37 | 2,240 | 2,823 | ||
Ohio Revenue (Transportation Building Fund Projects) | 5.000% | 4/1/26 | 925 | 1,118 | ||
Ohio State Common Schools GO | 5.000% | 6/15/23 | 500 | 547 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Ohio State Hospital Revenue (Premier Health Partners Obligated Group) | 5.000% | 11/15/33 | 105 | 134 | ||
Ohio Turnpike Commission Turnpike Revenue | 5.000% | 2/15/28 | 1,030 | 1,106 | ||
Ohio Turnpike Commission Turnpike Revenue | 5.000% | 2/15/35 | 1,310 | 1,618 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 5.000% | 6/1/25 | 5,050 | 5,957 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 5.000% | 12/1/26 | 1,850 | 2,289 | ||
Penta Career Center Ohio COP | 5.250% | 4/1/23 | 125 | 130 | ||
Revere OH Local School District GO Prere. | 5.000% | 6/1/22 | 1,000 | 1,045 | ||
Revere OH Local School District GO Prere. | 5.000% | 6/1/22 | 665 | 695 | ||
State of Ohio (Treasurer Of State) | 5.000% | 4/1/36 | 775 | 1,032 | ||
State of Ohio Revenue (Infrastructure Project) | 5.000% | 12/15/23 | 1,000 | 1,117 | ||
Winton Woods City OH School District GO Prere. | 5.000% | 5/1/22 | 550 | 572 | ||
Winton Woods City OH School District GO Prere. | 5.000% | 5/1/22 | 255 | 265 | ||
Winton Woods City OH School District GO Prere. | 5.000% | 5/1/22 | 250 | 260 | ||
Winton Woods City OH School District GO Prere. | 5.000% | 5/1/22 | 260 | 271 | ||
Winton Woods City OH School District GO Prere. | 5.000% | 5/1/22 | 250 | 260 | ||
130,042 | ||||||
Oklahoma (0.2%) | ||||||
Edmond OK Public Works Authority Sales Tax & Utility System Revenue | 4.000% | 7/1/25 | 1,160 | 1,317 | ||
Norman OK Regional Hospital Authority Revenue | 5.000% | 9/1/28 | 1,245 | 1,538 | ||
Oklahoma Capitol Improvement Authority Facilities Revenue | 5.000% | 7/1/26 | 1,145 | 1,300 | ||
Oklahoma Capitol Improvement Authority Facilities Revenue | 4.000% | 7/1/38 | 1,000 | 1,160 | ||
Oklahoma City OK GO | 5.000% | 3/1/24 | 525 | 527 | ||
Oklahoma Development Finance Authority Health System Revenue (Integris Baptist Medical Center) | 4.000% | 8/15/38 | 1,000 | 1,104 | ||
Oklahoma Development Finance Authority Health System Revenue (OU Medicine) | 5.000% | 8/15/28 | 1,500 | 1,866 | ||
Oklahoma State University Agricultural Mechanical Revenue | 4.000% | 9/1/35 | 460 | 575 | ||
Oklahoma Turnpike Authority Revenue | 5.000% | 1/1/37 | 2,020 | 2,383 | ||
5 | Tulsa County OK Independent School District No. 4 Bixby GO | 4.000% | 7/1/23 | 2,000 | 2,153 | |
Tulsa County OK Industrial Authority Senior Living Community Revenue (Montereau Inc.) | 5.000% | 11/15/23 | 280 | 306 | ||
University of Oklahoma Revenue Prere. | 5.000% | 7/1/21 | 475 | 475 | ||
14,704 | ||||||
Oregon (0.3%) | ||||||
Clatsop County OR School District No. 10 Seaside GO | 5.000% | 6/15/33 | 1,140 | 1,409 | ||
Deschutes & Jefferson Counties OR School District No. 2J GO | 0.000% | 6/15/31 | 750 | 642 | ||
Deschutes County OR Public Library District GO | 4.000% | 6/1/23 | 575 | 617 | ||
Medford Hospital Facilities Authority Revenue | 5.000% | 8/15/35 | 1,000 | 1,312 | ||
Multnomah County OR School District GO | 5.000% | 6/15/29 | 1,015 | 1,190 | ||
Oregon Department of Administrative Services Lottery Revenue | 5.000% | 4/1/25 | 1,380 | 1,556 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.000% | 11/15/39 | 2,175 | 2,818 | ||
Oregon Facilities Authority Revenue (Legacy Health Project) | 5.000% | 6/1/33 | 1,000 | 1,195 | ||
Oregon Facilities Authority Revenue (Reed College Projects) | 4.000% | 7/1/31 | 450 | 525 | ||
Oregon Facilities Authority Revenue (Reed College Projects) | 4.000% | 7/1/32 | 450 | 524 | ||
Oregon GO | 5.000% | 5/1/23 | 500 | 520 | ||
Oregon GO | 4.000% | 6/1/23 | 790 | 848 | ||
Oregon GO | 5.000% | 6/1/35 | 1,000 | 1,352 | ||
Salem OR Hospital Facilities Authority Revenue (Capital Manor Inc.) | 5.000% | 5/15/33 | 550 | 640 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Salem OR Hospital Facilities Authority Revenue (Capital Manor Inc.) | 5.000% | 5/15/38 | 500 | 578 | ||
Tri-County Metropolitan Transportation District of Oregon Revenue | 4.000% | 9/1/40 | 5,645 | 6,312 | ||
Washington County OR School District No. 48J Beaverton GO | 5.000% | 6/15/36 | 1,305 | 1,601 | ||
23,639 | ||||||
Pennsylvania (2.4%) | ||||||
Allegheny County PA GO | 4.000% | 11/1/30 | 1,025 | 1,192 | ||
Allegheny County PA Hospital Development Authority Revenue | 5.000% | 4/1/27 | 1,010 | 1,249 | ||
Allegheny County PA Hospital Development Authority Revenue | 5.000% | 4/1/32 | 1,000 | 1,242 | ||
Allegheny County PA Hospital Development Authority Revenue | 5.000% | 4/1/33 | 1,000 | 1,239 | ||
Allegheny County PA Hospital Development Authority Revenue | 4.000% | 4/1/38 | 500 | 573 | ||
Allegheny County PA Hospital Development Authority Revenue (University of Pittsburgh Medical Center) | 5.000% | 7/15/27 | 1,000 | 1,246 | ||
5 | Allegheny County PA Hospital Development Authority Revenue (University of Pittsburgh) | 5.000% | 10/15/29 | 1,470 | 1,923 | |
Allegheny County PA Sanitary Authority Sewer Revenue | 4.000% | 6/1/39 | 470 | 571 | ||
Allentown PA Neighborhood Improvement Zone Development Authority Tax Revenue | 5.000% | 5/1/24 | 1,000 | 1,040 | ||
4 | Allentown PA Neighborhood Improvement Zone Development Authority Tax Revenue | 5.000% | 5/1/27 | 250 | 300 | |
6 | Allentown PA School District GO | 5.000% | 6/1/31 | 1,000 | 1,183 | |
6 | Armstrong PA School District GO | 5.000% | 3/15/27 | 995 | 1,229 | |
6 | Armstrong PA School District GO | 5.000% | 3/15/29 | 920 | 1,192 | |
Bucks County PA Industrial Development Authority Revenue (Grand View Hospital Project) | 5.000% | 7/1/30 | 750 | 937 | ||
Centennial PA School District Bucks County GO | 5.000% | 12/15/29 | 1,455 | 1,909 | ||
Central Bradford PA Progress Authority Revenue (Guthrie Healthcare System) Prere. | 5.500% | 12/1/21 | 530 | 542 | ||
Chester County PA GO Prere. | 5.000% | 11/15/22 | 750 | 800 | ||
6 | Coatesville PA Area School District Building GO | 0.000% | 10/1/34 | 450 | 298 | |
6 | Coatesville PA School District Building Authority Lease Revenue | 5.000% | 12/1/26 | 335 | 362 | |
6 | Coatesville PA School District Building Authority Lease Revenue | 5.000% | 12/1/27 | 365 | 394 | |
Commonwealth Financing Authority Pennsylvania Revenue | 5.000% | 6/1/26 | 500 | 603 | ||
4 | Dauphin County PA General Authority Revenue (Harrisburg University of Science & Technology) | 5.000% | 10/15/30 | 840 | 958 | |
Dauphin County PA GO | 5.000% | 11/15/27 | 2,055 | 2,586 | ||
Delaware River PA Joint Toll Bridge Commission System Revenue | 5.000% | 7/1/34 | 225 | 276 | ||
7 | Delaware Valley PA Regional Finance Authority Revenue | 5.500% | 8/1/28 | 1,260 | 1,639 | |
East Hempfield Township PA Industrial Development Authority Revenue (Millersville University Student Housing Project) | 5.000% | 7/1/29 | 1,000 | 1,138 | ||
Easton PA Area School District GO | 4.000% | 4/1/28 | 580 | 700 | ||
6,7 | Erie PA Sewer Authority Revenue | 0.000% | 12/1/25 | 85 | 80 | |
6,7 | Erie PA Sewer Authority Revenue ETM | 0.000% | 12/1/25 | 1,165 | 1,130 | |
6 | Gateway PA School District Alleghany County GO | 3.000% | 10/15/37 | 1,000 | 1,111 | |
Geisinger Authority PA Health System Revenue (Geisinger Health System) | 5.000% | 4/1/35 | 1,000 | 1,299 | ||
2 | General Authority of Southcentral Pennsylvania Revenue VRDO | 0.020% | 7/1/21 | 2,200 | 2,200 | |
Latrobe PA Industrial Development Authority University Revenue (Siton Hill University) | 4.000% | 3/1/40 | 225 | 248 | ||
Lehigh County PA General Purpose Hospital Authority Revenue (Lehigh Valley Health Network) | 4.000% | 7/1/33 | 780 | 807 | ||
Lehigh County PA General Purpose Hospital Authority Revenue (Lehigh Valley Health Network) | 5.000% | 7/1/29 | 1,220 | 1,470 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Lehigh County PA General Purpose Hospital Authority Revenue (Lehigh Valley Health Network) | 5.000% | 7/1/29 | 2,400 | 3,143 | ||
3 | Luzerne County PA Industrial Development Authority Lease Revenue | 5.000% | 12/15/25 | 1,000 | 1,175 | |
Manheim Township PA School District GO | 5.000% | 2/1/30 | 830 | 979 | ||
Monroeville PA Finance Authority Revenue (UPMC Health System) | 4.250% | 2/15/42 | 2,500 | 2,605 | ||
Monroeville PA Finance Authority Revenue (UPMC Health System) | 5.000% | 2/15/42 | 1,425 | 1,500 | ||
Montgomery County PA Higher Education & Health Authority Hospital Revenue (Abington Memorial Hospital) Prere. | 5.000% | 6/1/22 | 500 | 522 | ||
Montgomery County PA Higher Education & Health Authority Revenue (Thomas Jefferson University) | 5.000% | 9/1/32 | 1,515 | 1,932 | ||
Montgomery County PA Industrial Development Authority Health Services Revenue (Albert Einstein Healthcare Network) | 5.000% | 1/15/23 | 1,015 | 1,080 | ||
Montgomery County PA Industrial Development Authority Health Services Revenue (Albert Einstein Healthcare Network) | 5.000% | 1/15/25 | 1,000 | 1,151 | ||
Montgomery County PA Industrial Development Authority Retirement Community Revenue (ACTS Retirement- Life Communities Obligated Group) Prere. | 5.000% | 5/15/22 | 1,250 | 1,303 | ||
Mount Lebanon PA Hospital Authority Revenue (St. Clair Memorial Hospital Project) | 5.000% | 7/1/38 | 1,000 | 1,224 | ||
Northampton County PA General Purpose Authority Hospital Revenue (St. Luke's Hospital Project) | 5.000% | 8/15/25 | 1,275 | 1,505 | ||
Pennsylvania COP | 5.000% | 7/1/26 | 500 | 600 | ||
Pennsylvania COP | 5.000% | 7/1/27 | 500 | 614 | ||
Pennsylvania Economic Development Financing Authority Revenue (UPMC Obligated Group) | 5.000% | 3/15/29 | 1,060 | 1,284 | ||
Pennsylvania Economic Development Financing Authority Revenue (UPMC Obligated Group) | 5.000% | 11/15/30 | 1,510 | 1,881 | ||
Pennsylvania GO | 4.000% | 5/15/33 | 2,080 | 2,591 | ||
Pennsylvania GO | 3.000% | 5/15/36 | 1,000 | 1,124 | ||
Pennsylvania GO | 2.000% | 5/15/40 | 1,540 | 1,493 | ||
Pennsylvania GO | 2.000% | 5/15/41 | 1,430 | 1,377 | ||
Pennsylvania GO | 5.375% | 7/1/21 | 500 | 500 | ||
Pennsylvania GO | 5.000% | 8/15/23 | 2,265 | 2,492 | ||
Pennsylvania GO | 5.000% | 1/1/24 | 1,500 | 1,676 | ||
Pennsylvania GO | 5.000% | 8/15/24 | 500 | 572 | ||
Pennsylvania GO | 5.000% | 1/1/26 | 3,295 | 3,948 | ||
Pennsylvania GO | 5.000% | 9/15/26 | 1,500 | 1,836 | ||
Pennsylvania GO | 5.000% | 7/15/28 | 4,975 | 6,391 | ||
Pennsylvania GO | 4.000% | 1/1/29 | 3,000 | 3,499 | ||
3 | Pennsylvania GO | 4.000% | 8/15/30 | 1,000 | 1,138 | |
Pennsylvania GO | 5.000% | 3/15/32 | 8,000 | 9,306 | ||
Pennsylvania GO | 5.000% | 10/15/32 | 1,000 | 1,105 | ||
3 | Pennsylvania GO | 4.000% | 3/1/33 | 1,110 | 1,319 | |
3 | Pennsylvania GO | 4.000% | 3/1/34 | 1,670 | 1,980 | |
Pennsylvania GO | 4.000% | 3/1/36 | 1,000 | 1,165 | ||
Pennsylvania GO | 4.000% | 3/1/37 | 1,000 | 1,162 | ||
6 | Pennsylvania GO | 4.000% | 3/1/37 | 1,000 | 1,169 | |
Pennsylvania GO Prere. | 5.000% | 11/15/21 | 500 | 509 | ||
Pennsylvania Higher Educational Facilities Authority Revenue (Temple University) Prere. | 5.000% | 4/1/22 | 500 | 518 | ||
Pennsylvania Higher Educational Facilities Authority Revenue (University of Pennsylvania Health System) | 5.000% | 8/15/31 | 1,000 | 1,302 | ||
5 | Pennsylvania Higher Educational Facilities Authority Revenue (University of Pennsylvania Health System) | 4.000% | 8/15/38 | 650 | 754 | |
Pennsylvania Higher Educational Facilities Authority Revenue (University of Pennsylvania Health System) | 4.000% | 8/15/36 | 1,295 | 1,496 | ||
Pennsylvania Turnpike Commission Motor License Fund Revenue | 5.000% | 12/1/32 | 1,000 | 1,246 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Pennsylvania Turnpike Commission Oil Franchise Tax Revenue | 5.000% | 12/1/24 | 1,050 | 1,170 | ||
Pennsylvania Turnpike Commission Oil Franchise Tax Revenue | 5.000% | 12/1/28 | 630 | 772 | ||
5 | Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/37 | 2,545 | 3,369 | |
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/24 | 1,980 | 2,234 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/25 | 1,690 | 2,025 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/26 | 1,960 | 2,336 | ||
3 | Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/26 | 1,635 | 1,989 | |
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/26 | 750 | 915 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/27 | 2,255 | 2,715 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/29 | 1,570 | 1,981 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/29 | 1,100 | 1,302 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/30 | 300 | 350 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/32 | 1,500 | 1,831 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/32 | 2,000 | 2,302 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/32 | 1,250 | 1,622 | ||
3 | Pennsylvania Turnpike Commission Revenue | 6.250% | 6/1/33 | 1,760 | 2,212 | |
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/35 | 1,500 | 1,788 | ||
Pennsylvania Turnpike Commission Revenue | 4.000% | 12/1/36 | 1,650 | 2,022 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/37 | 1,000 | 1,287 | ||
Pennsylvania Turnpike Commission Revenue | 6.375% | 12/1/38 | 1,000 | 1,326 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/39 | 1,520 | 1,994 | ||
Pennsylvania Turnpike Commission Revenue | 5.250% | 12/1/39 | 1,000 | 1,157 | ||
9 | Pennsylvania Turnpike Commission Revenue, SIFMA Municipal Swap Index Yield + 0.980% | 1.010% | 12/1/21 | 1,315 | 1,315 | |
Perkiomen Valley School District Pennsylvania GO | 4.000% | 2/15/31 | 2,465 | 2,732 | ||
Philadelphia PA Airport Revenue | 5.000% | 7/1/34 | 1,500 | 1,960 | ||
Philadelphia PA Authority for Industrial Development Revenue (Temple University) | 5.000% | 4/1/24 | 1,015 | 1,141 | ||
Philadelphia PA Authority for Industrial Development Revenue (Temple University) | 5.000% | 4/1/27 | 1,000 | 1,157 | ||
Philadelphia PA Authority for Industrial Development Revenue (Thomas Jefferson University) | 5.000% | 9/1/36 | 1,000 | 1,205 | ||
Philadelphia PA Gas Works Revenue | 5.000% | 10/1/25 | 1,625 | 1,908 | ||
Philadelphia PA Gas Works Revenue | 5.000% | 10/1/26 | 1,000 | 1,203 | ||
Philadelphia PA Gas Works Revenue | 5.000% | 8/1/36 | 1,300 | 1,584 | ||
Philadelphia PA Hospitals & Higher Education Facilities Authority Hospital Revenue (Temple University Health System Obligated Group) | 5.000% | 7/1/25 | 1,000 | 1,138 | ||
Philadelphia PA School District GO | 5.000% | 9/1/31 | 940 | 1,105 | ||
Philadelphia PA Water & Wastewater Revenue | 5.000% | 7/1/26 | 1,000 | 1,138 | ||
Philadelphia PA Water & Wastewater Revenue | 5.000% | 10/1/34 | 2,500 | 3,333 | ||
Philadelphia PA Water & Wastewater Revenue | 4.000% | 7/1/35 | 1,110 | 1,239 | ||
3 | Pittsburgh & Allegheny County PA Sports & Exhibition Authority Sales Tax Revenue | 5.000% | 2/1/31 | 1,000 | 1,287 | |
3 | Pittsburgh PA Water & Sewer Authority Revenue | 5.000% | 9/1/33 | 1,000 | 1,292 | |
3,9 | Pittsburgh PA Water & Sewer Authority Revenue, SIFMA Municipal Swap Index Yield + 0.650% PUT | 0.680% | 12/1/23 | 350 | 353 | |
3 | Reading PA School District GO | 5.000% | 3/1/25 | 955 | 1,104 | |
Saint Mary PA Hospital Authority Health System Revenue (Trinity Health Corp. Obligated Group) | 5.000% | 11/15/25 | 815 | 975 | ||
Saint Mary PA Hospital Authority Health System Revenue (Trinity Health Corp. Obligated Group) | 5.000% | 11/15/26 | 770 | 947 | ||
Snyder County PA Higher Education Authority University Revenue (Susquehanna University Project) | 5.000% | 1/1/27 | 1,135 | 1,378 | ||
Southcentral Pennsylvania General Authority Revenue (WellSpan Health Obligated Group) Prere. | 5.000% | 6/1/24 | 1,085 | 1,234 | ||
6 | State Public School Building Authority Pennsylvania College Revenue (Community College of Allegheny County Project) | 4.000% | 6/15/29 | 1,075 | 1,230 | |
6 | State Public School Building Authority Pennsylvania Lease Revenue (School District of Philadelphia) | 5.000% | 6/1/24 | 1,535 | 1,726 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | State Public School Building Authority Pennsylvania Lease Revenue (School District of Philadelphia) | 5.000% | 6/1/26 | 1,650 | 1,963 | |
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education | 4.000% | 4/15/26 | 2,000 | 2,312 | ||
�� | 186,490 | |||||
Puerto Rico (0.3%) | ||||||
8 | Puerto Rico Electric Power Authority Revenue | 5.000% | 7/1/21 | 500 | 500 | |
10,18 | Puerto Rico Highway & Transportation Authority Revenue | 5.250% | 7/1/21 | 500 | 500 | |
Puerto Rico Housing Finance Authority Capital Fund Modernization Program (Puerto Rico Public Housing Projects) | 5.000% | 12/1/27 | 1,000 | 1,252 | ||
3,12 | Puerto Rico Public Finance Corp. Revenue ETM | 6.000% | 8/1/26 | 1,000 | 1,262 | |
Puerto Rico Sales Tax Financing Corp. Revenue | 0.000% | 7/1/24 | 198 | 190 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 0.000% | 7/1/27 | 1,327 | 1,215 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 0.000% | 7/1/29 | 2,774 | 2,419 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 0.000% | 7/1/31 | 145 | 117 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 4.329% | 7/1/40 | 10,194 | 11,425 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 4.329% | 7/1/40 | 1,786 | 2,002 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 4.550% | 7/1/40 | 65 | 74 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 4.550% | 7/1/40 | 1,565 | 1,777 | ||
22,733 | ||||||
Rhode Island (0.1%) | ||||||
Narragansett RI Commission Wastewater System Revenue Prere. | 5.000% | 2/1/25 | 1,950 | 2,272 | ||
Rhode Island Commerce Corp. Airport Revenue | 5.000% | 7/1/30 | 500 | 597 | ||
Rhode Island Health & Educational Building Corp. Higher Education Facilities Revenue | 5.000% | 11/1/29 | 200 | 261 | ||
5 | Rhode Island Health & Educational Building Corp. Higher Education Facilities Revenue | 5.000% | 11/1/32 | 425 | 570 | |
5 | Rhode Island Health & Educational Building Corp. Higher Education Facilities Revenue | 5.000% | 11/1/36 | 200 | 265 | |
Rhode Island Health & Educational Building Corp. Higher Education Facilities Revenue (University of Rhode Island) | 5.000% | 9/15/25 | 500 | 592 | ||
Rhode Island Health and Educational Building Corp. Public School Revenue (City of East Providence Issue) | 4.000% | 5/15/37 | 1,200 | 1,462 | ||
Tobacco Settlement Financing Corp. Rhode Island Revenue | 2.250% | 6/1/41 | 295 | 314 | ||
6,333 | ||||||
South Carolina (0.5%) | ||||||
5 | Beaufort County SC School District GO | 5.000% | 3/1/23 | 1,500 | 1,619 | |
Charleston County SC Airport District System Revenue | 5.000% | 7/1/34 | 250 | 322 | ||
Charleston SC Educational Excellence Financing Corp. Revenue (Charleston County School District, South Carolina Project) | 5.000% | 12/1/23 | 590 | 658 | ||
Columbia SC Waterworks & Sewer System Revenue | 3.000% | 2/1/35 | 875 | 980 | ||
Columbia SC Waterworks & Sewer System Revenue Prere. | 5.000% | 2/1/22 | 250 | 257 | ||
Georgetown County SC School District GO | 3.000% | 3/1/31 | 1,665 | 1,864 | ||
Greenville SC Hospital Systems Facilities Revenue (Trustees Hospital) | 5.000% | 5/1/29 | 1,820 | 1,891 | ||
Lancaster County SC School District GO | 4.000% | 3/1/32 | 1,000 | 1,175 | ||
Lexington County SC Health Services District Inc. Hospital Revenue | 5.000% | 11/1/25 | 1,000 | 1,189 | ||
Lexington County SC Health Services District Inc. Hospital Revenue | 5.000% | 11/1/34 | 1,500 | 1,759 | ||
Myrtle Beach SC Hospitality Fee Revenue | 5.000% | 6/1/25 | 1,030 | 1,153 | ||
2 | Patriots Energy Group Finance Authority SC Gas Supply Revenue PUT | 4.000% | 2/1/24 | 1,895 | 2,057 | |
8 | Piedmont SC Municipal Power Agency Revenue | 0.000% | 1/1/24 | 1,600 | 1,569 | |
South Carolina Association of Governmental Organizations Educational Facilities Corp. Revenue (Pickens School District) | 5.000% | 12/1/26 | 1,420 | 1,656 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
South Carolina Jobs Economic Development Authority Hospital Revenue (Palmetto Health) Prere. | 5.250% | 8/1/23 | 1,000 | 1,104 | ||
South Carolina Jobs Economic Development Authority Hospital Revenue (Prisma Health) | 5.000% | 5/1/37 | 1,500 | 1,831 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/37 | 1,000 | 1,189 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/26 | 1,140 | 1,308 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/31 | 1,200 | 1,587 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/37 | 2,430 | 2,893 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/37 | 1,095 | 1,324 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/38 | 1,125 | 1,242 | ||
South Carolina Public Service Authority Revenue Prere. | 5.000% | 12/1/21 | 1,465 | 1,494 | ||
South Carolina Transportation Infrastructure Revenue | 5.000% | 10/1/32 | 1,290 | 1,641 | ||
3 | Spartanburg SC Regional Health Services District Revenue | 5.000% | 4/15/34 | 510 | 661 | |
State of South Carolina GO | 5.000% | 4/1/27 | 1,160 | 1,448 | ||
6 | Sumter Two School Facilities Inc. South Carolina Installment Purchase Revenue | 5.000% | 12/1/26 | 1,000 | 1,168 | |
37,039 | ||||||
South Dakota (0.1%) | ||||||
Educational Enhancement Funding Corp. South Dakota Tobacco Settlement Revenue | 5.000% | 6/1/25 | 2,000 | 2,156 | ||
Lincoln County SD Economic Development Revenue (Augustana College Association Project) | 4.000% | 8/1/41 | 2,060 | 2,353 | ||
South Dakota Health & Educational Facilities Authority Revenue (Regional Health System Obligated Group) | 5.000% | 9/1/32 | 2,915 | 3,509 | ||
South Dakota Health & Educational Facilities Authority Revenue (Regional Health System Obligated Group) | 4.000% | 9/1/34 | 2,125 | 2,420 | ||
10,438 | ||||||
Tennessee (1.3%) | ||||||
Chattanooga TN Electric System Revenue | 5.000% | 9/1/31 | 1,000 | 1,172 | ||
Chattanooga TN Health Educational & Housing Facility Board Revenue (Catholic Health Initiatives) Prere. | 5.000% | 1/1/23 | 1,500 | 1,605 | ||
Chattanooga TN Health Educational & Housing Facility Board Revenue (Common Spirit Health) | 5.000% | 8/1/29 | 2,880 | 3,724 | ||
Chattanooga-Hamilton County TN Hospital Authority Hospital Revenue | 5.000% | 10/1/27 | 1,035 | 1,171 | ||
Greeneville TN Health & Educational Facilities Board Hospital Revenue (Ballad Health) | 5.000% | 7/1/27 | 1,590 | 1,965 | ||
Jackson TN Hospital Improvement Revenue (West Tennessee Healthcare Obligated Group) | 5.000% | 4/1/38 | 3,810 | 4,691 | ||
Knox County TN Health Educational & Housing Facilities Board Hospital Facilities Revenue (Covenant Healthcare) | 5.000% | 1/1/36 | 1,000 | 1,205 | ||
Knox County TN Health Educational & Housing Facilities Board Hospital Facilities Revenue (University Health System Inc.) | 5.000% | 9/1/27 | 925 | 1,102 | ||
Memphis TN GO | 5.000% | 5/1/30 | 500 | 502 | ||
Memphis TN GO | 4.000% | 6/1/31 | 1,000 | 1,152 | ||
Memphis TN GO | 4.000% | 5/1/35 | 5,685 | 6,786 | ||
Memphis-Shelby County TN Airport Authority Revenue | 5.000% | 7/1/34 | 500 | 653 | ||
Metropolitan Government of Nashville & Davidson County TN GO | 5.000% | 1/1/29 | 1,335 | 1,739 | ||
Metropolitan Government of Nashville & Davidson County TN Health & Educational Facilities Board Revenue (Blakeford at Green Hills) Prere. | 5.000% | 7/1/22 | 500 | 523 | ||
Montgomery County TN GO | 5.000% | 6/1/23 | 1,500 | 1,637 | ||
5,11 | New Memphis Arena Public Building Authority of Memphis & Shelby County TN Local Government Public Improvement Bonds (City of Memphis Project), 4.000% coupon rate effective 4/1/2026 | 0.000% | 4/1/31 | 300 | 317 | |
2,3 | Shelby County TN Health Educational & Housing Facilities Board Revenue VRDO | 0.020% | 7/1/21 | 10,375 | 10,375 | |
5 | State of Tennessee GO | 5.000% | 11/1/29 | 4,750 | 6,311 | |
Sumner County TN Public Improvement Refunding Bonds GO | 5.000% | 6/1/23 | 7,245 | 7,916 | ||
Tennergy Corp. TN Gas Revenue PUT | 4.000% | 9/1/28 | 3,040 | 3,647 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Tennergy Corp. TN Gas Revenue PUT | 5.000% | 10/1/24 | 5,090 | 5,797 | |
Tennessee Energy Acquisition Corp. Commodity Project Revenue PUT | 5.000% | 11/1/31 | 10,820 | 14,337 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.250% | 9/1/22 | 1,835 | 1,939 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.000% | 2/1/24 | 1,800 | 2,003 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.000% | 2/1/25 | 915 | 1,053 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.250% | 9/1/26 | 1,035 | 1,242 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.000% | 2/1/27 | 1,185 | 1,427 | ||
Tennessee Energy Acquisition Corp. Gas Revenue PUT | 4.000% | 5/1/23 | 4,040 | 4,289 | ||
Tennessee Energy Acquisition Corp. Gas Revenue PUT | 4.000% | 11/1/25 | 1,625 | 1,839 | ||
Tennessee GO | 5.000% | 8/1/22 | 1,475 | 1,553 | ||
Tennessee GO | 4.000% | 8/1/28 | 4,850 | 5,528 | ||
Tennessee GO | 5.000% | 8/1/32 | 1,000 | 1,185 | ||
Tennessee School Bond Authority Higher Educational Facilities Revenue (2nd Program) | 5.000% | 11/1/33 | 50 | 62 | ||
Tennessee School Bond Authority Higher Educational Facilities Revenue (2nd Program) | 5.000% | 11/1/37 | 1,390 | 1,795 | ||
Tennessee School Bond Authority Higher Educational Facilities Revenue (2nd Program) Prere. | 5.000% | 11/1/25 | 10 | 12 | ||
Williamson County TN GO Prere. | 4.000% | 5/1/23 | 1,320 | 1,412 | ||
103,666 | ||||||
Texas (5.3%) | ||||||
Alamo TX Regional Mobility Authority Revenue | 5.000% | 6/15/27 | 1,280 | 1,502 | ||
19 | Allen TX Independent School District GO | 5.000% | 2/15/26 | 1,035 | 1,245 | |
19 | Arlington TX Higher Education Finance Corp. Revenue (Riverwalk Education Foundation Inc.) | 4.000% | 8/15/33 | 600 | 715 | |
19 | Arlington TX Independent School District (Unlimited Tax) GO | 5.000% | 2/15/26 | 1,090 | 1,268 | |
3 | Arlington TX Special Tax Revenue | 5.000% | 2/15/27 | 420 | 518 | |
3 | Arlington TX Special Tax Revenue | 5.000% | 2/15/28 | 305 | 386 | |
6 | Arlington TX Special Tax Revenue | 5.000% | 2/15/32 | 1,160 | 1,408 | |
Atascosa County TX Industrial Development Corp. Pollution Control Refunding Revenue Bonds | 5.000% | 12/15/37 | 1,435 | 1,724 | ||
Austin TX Airport System Revenue | 5.000% | 11/15/26 | 1,120 | 1,378 | ||
Austin TX Airport System Revenue | 5.000% | 11/15/32 | 1,260 | 1,523 | ||
Austin TX Community College District Public Facilities Corp. Lease Revenue | 5.000% | 8/1/27 | 1,000 | 1,174 | ||
Austin TX Electric Utilities Systems Revenue | 5.000% | 11/15/29 | 5,000 | 5,931 | ||
Austin TX Water & Wastewater System Revenue | 5.000% | 11/15/37 | 1,000 | 1,223 | ||
Austin TX Water & Wastewater System Revenue ETM | 5.000% | 11/15/21 | 500 | 509 | ||
Bexar County TX GO Prere. | 5.000% | 6/15/23 | 3,230 | 3,533 | ||
Bexar County TX GO Prere. | 5.000% | 6/15/24 | 1,145 | 1,304 | ||
Brownsville TX Utility System Revenue Prere. | 4.000% | 9/1/23 | 1,000 | 1,080 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/24 | 1,015 | 1,130 | ||
Central Texas Regional Mobility Authority Revenue | 0.000% | 1/1/25 | 100 | 96 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/25 | 250 | 283 | ||
Central Texas Regional Mobility Authority Revenue | 0.000% | 1/1/26 | 180 | 171 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/26 | 1,115 | 1,321 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/30 | 865 | 996 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/31 | 900 | 1,205 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/32 | 1,785 | 2,329 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/34 | 1,450 | 1,684 | ||
Central Texas Regional Mobility Authority Revenue | 4.000% | 1/1/36 | 1,115 | 1,317 | ||
Central Texas Regional Mobility Authority Revenue Prere. | 5.000% | 1/1/23 | 565 | 606 | ||
19 | Clear Creek TX Independent School District GO | 5.000% | 2/15/34 | 910 | 1,113 | |
Collin County TX Community College District GO | 4.000% | 8/15/34 | 2,500 | 3,046 | ||
19 | Comal Texas Independent School District | 4.000% | 2/1/39 | 5,000 | 5,383 | |
Corpus Christi TX General Improvement Refunding GO | 5.000% | 3/1/25 | 1,300 | 1,518 | ||
Dallas County TX Community College District GO | 5.000% | 2/15/26 | 1,000 | 1,193 | ||
Dallas TX Area Rapid Transit Sales Tax Revenue | 5.000% | 12/1/32 | 1,670 | 1,988 | ||
Dallas TX Area Rapid Transit Sales Tax Revenue | 5.000% | 12/1/32 | 2,065 | 2,698 | ||
Dallas TX Area Rapid Transit Sales Tax Revenue Prere. | 5.000% | 12/1/22 | 500 | 534 | ||
19 | Dallas TX Independent School District | 5.000% | 2/15/30 | 2,200 | 2,547 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
19 | Dallas TX Independent School District GO | 4.000% | 2/15/29 | 2,265 | 2,540 | |
Dallas TX Waterworks & Sewer System Revenue | 5.000% | 10/1/21 | 1,340 | 1,356 | ||
Dallas TX Waterworks & Sewer System Revenue | 4.000% | 10/1/31 | 1,675 | 2,007 | ||
Dallas TX Waterworks & Sewer System Revenue ETM | 5.000% | 10/1/22 | 210 | 212 | ||
Dallas TX Waterworks & Sewer System Revenue Prere. | 5.000% | 10/1/21 | 195 | 197 | ||
Dallas-Fort Worth TX International Airport Revenue | 5.250% | 11/1/29 | 1,000 | 1,114 | ||
Dallas-Fort Worth TX International Airport Revenue | 5.000% | 11/1/30 | 3,725 | 5,004 | ||
Dallas-Fort Worth TX International Airport Revenue | 4.000% | 11/1/35 | 2,020 | 2,486 | ||
19 | Eagle Mountain & Saginaw TX Independent School District GO PUT | 2.000% | 8/1/24 | 1,035 | 1,087 | |
El Paso TX Combination Tax & Revenue Bonds | 4.000% | 8/15/33 | 455 | 560 | ||
El Paso TX GO | 3.000% | 8/15/37 | 765 | 851 | ||
El Paso TX GO | 5.000% | 8/15/28 | 750 | 962 | ||
El Paso TX GO | 5.000% | 8/15/31 | 850 | 1,112 | ||
El Paso TX GO | 4.000% | 8/15/34 | 1,000 | 1,220 | ||
19 | El Paso TX Independent School District Revenue | 5.000% | 8/15/42 | 5,000 | 5,929 | |
6 | Fort Bend County TX Municipal Utility District No. 58 (Unlimited Tax Refunding) | 3.000% | 4/1/35 | 435 | 476 | |
Fort Worth TX GO | 5.000% | 3/1/25 | 1,115 | 1,300 | ||
Fort Worth TX Water & Sewer Revenue | 2.000% | 2/15/23 | 5,000 | 5,143 | ||
Frisco TX Refunding & Improvement GO | 5.000% | 2/15/28 | 1,425 | 1,657 | ||
Garland TX Electric Utility System Revenue | 5.000% | 3/1/30 | 675 | 851 | ||
19 | Garland TX Independent School District GO | 5.000% | 2/15/22 | 1,025 | 1,056 | |
11 | Grand Parkway Transportation Corp. Texas System Toll Revenue, 5.050% coupon rate effective 10/1/2023 | 0.000% | 10/1/30 | 1,550 | 1,792 | |
Grand Parkway Transportation Corp. TX BAN | 5.000% | 2/1/23 | 2,500 | 2,682 | ||
Greater Texas Cultural Education Facilities Finance Corp. Revenue | 5.000% | 3/1/32 | 750 | 993 | ||
19 | Gregory-Portland Independent School District | 4.000% | 2/15/30 | 2,000 | 2,415 | |
6 | Harlandale TX Independent School District PUT | 2.000% | 8/15/24 | 100 | 102 | |
Harris County TX Cultural Education Facilities Finance Corp. Thermal Utility Revenue (TECO Project) | 5.000% | 11/15/30 | 1,000 | 1,246 | ||
Harris County TX Flood Control Improvement GO | 3.000% | 10/1/39 | 2,000 | 2,201 | ||
Harris County TX GO | 5.000% | 8/15/22 | 1,960 | 2,067 | ||
Harris County TX GO | 5.000% | 10/1/23 | 20 | 20 | ||
Harris County TX GO | 5.000% | 8/15/32 | 1,025 | 1,079 | ||
Harris County TX GO | 5.000% | 10/1/36 | 1,200 | 1,418 | ||
Harris County TX GO | 5.000% | 10/1/40 | 2,470 | 2,901 | ||
Harris County TX GO Prere. | 5.000% | 10/1/21 | 280 | 283 | ||
Harris County TX Permanent Improvement Refunding Bonds | 5.000% | 10/1/23 | 2,900 | 3,212 | ||
Harris County TX Toll Road Revenue | 5.000% | 8/15/32 | 515 | 542 | ||
Harris County TX Toll Road Revenue | 5.000% | 8/15/41 | 1,695 | 2,014 | ||
Hidalgo County TX Certificates GO | 4.000% | 8/15/37 | 1,000 | 1,190 | ||
Houston TX Airport System Revenue | 5.000% | 7/1/26 | 1,160 | 1,412 | ||
Houston TX Airport System Revenue | 5.000% | 7/1/31 | 195 | 247 | ||
Houston TX Airport System Revenue | 5.000% | 7/1/37 | 1,720 | 2,156 | ||
Houston TX GO | 5.000% | 3/1/27 | 1,000 | 1,236 | ||
Houston TX GO | 4.000% | 3/1/35 | 1,500 | 1,704 | ||
Houston TX Hotel Occupancy Tax & Special Revenue (Convention & Entertainment Facilities) | 5.000% | 9/1/24 | 1,070 | 1,206 | ||
19 | Houston TX Independent School District PUT | 3.000% | 6/1/24 | 300 | 323 | |
19 | Houston TX Independent School District GO | 5.000% | 2/15/27 | 1,750 | 2,101 | |
Houston TX Utility System Revenue | 4.000% | 11/15/23 | 1,250 | 1,363 | ||
Houston TX Utility System Revenue | 5.000% | 11/15/26 | 900 | 1,111 | ||
Houston TX Utility System Revenue | 3.000% | 11/15/40 | 1,150 | 1,273 | ||
Houston TX Utility System Revenue | 5.000% | 5/15/25 | 1,160 | 1,314 | ||
Houston TX Utility System Revenue | 5.000% | 11/15/26 | 1,350 | 1,666 | ||
Houston TX Utility System Revenue | 4.000% | 11/15/31 | 1,000 | 1,164 | ||
Houston TX Utility System Revenue | 5.000% | 11/15/34 | 1,000 | 1,146 | ||
Houston TX Utility System Revenue | 5.000% | 11/15/34 | 1,000 | 1,331 | ||
19 | Katy TX Independent School District GO | 4.000% | 2/15/27 | 275 | 291 | |
19 | Katy TX Independent School District GO | 4.000% | 2/15/28 | 375 | 397 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
19 | Klein TX Independent School District | 5.000% | 8/1/25 | 4,480 | 5,304 | |
19 | Klein TX Independent School District GO | 5.000% | 8/1/34 | 1,200 | 1,450 | |
19 | Klein TX Independent School District GO | 4.000% | 2/1/45 | 1,000 | 1,101 | |
Lake Houston Redevelopment Authority Tax Increment Contract Revenue | 3.000% | 9/1/37 | 525 | 559 | ||
19 | Lamar TX Consolidated Independent School District GO | 5.000% | 2/15/26 | 1,360 | 1,581 | |
Laredo TX Community College District GO Prere. | 5.000% | 8/1/24 | 1,000 | 1,144 | ||
19 | Laredo TX Independent School District GO | 4.000% | 8/1/28 | 1,635 | 1,804 | |
19 | Lewisville TX Independent School District (Unlimited Tax Building) GO | 5.000% | 8/15/25 | 3,820 | 4,534 | |
5,19 | Liberty Hill TX Independent School District Building Bonds | 3.000% | 2/1/37 | 2,500 | 2,772 | |
5 | Lone Star College System Texas GO | 5.000% | 2/15/26 | 3,100 | 3,717 | |
Lone Star College System Texas GO | 5.000% | 2/15/28 | 5,500 | 6,566 | ||
Lower Colorado River Authority Texas Revenue | 5.000% | 5/15/37 | 1,330 | 1,381 | ||
Lower Colorado River Authority Texas Transmission Contract Revenue (LCRA Transmission Services Corp.) | 5.000% | 5/15/28 | 1,200 | 1,396 | ||
Lower Colorado River Authority Texas Transmission Contract Revenue (LCRA Transmission Services Corp.) | 5.000% | 5/15/28 | 1,000 | 1,128 | ||
Lower Colorado River Authority Texas Transmission Contract Revenue (LCRA Transmission Services Corp.) | 5.000% | 5/15/34 | 1,120 | 1,399 | ||
Lower Colorado River Authority Texas Transmission Contract Revenue (LCRA Transmission Services Corp.) | 5.000% | 5/15/36 | 1,085 | 1,408 | ||
Lubbock TX GO Prere. | 5.000% | 2/15/22 | 500 | 515 | ||
19 | Mansfield TX Independent School District GO Prere. | 4.000% | 2/15/23 | 1,265 | 1,343 | |
19 | Mansfield TX Independent School District GO Prere. | 5.000% | 2/15/23 | 1,250 | 1,348 | |
19 | McKinney TX Independent School District Unlimited Building (Collin County) | 5.000% | 2/15/22 | 250 | 258 | |
Mesquite TX Health Facilities Development Corp. Retirement Facility Revenue (Christian Care Centers Inc. Project) | 5.000% | 2/15/24 | 220 | 172 | ||
19 | Mesquite TX Independent School District GO | 4.000% | 8/15/30 | 1,155 | 1,314 | |
19 | Midlothian TX Independent School District Revenue GO PUT | 2.000% | 8/1/24 | 1,005 | 1,051 | |
Montgomery TX GO | 4.000% | 3/1/30 | 1,840 | 2,195 | ||
19 | Montgomery TX Independent School District Refunding Bonds | 4.000% | 2/15/45 | 2,000 | 2,194 | |
New Hope TX Cultural Education Facilities Finance Corp. First Mortgage Revenue (Morningside Ministries Project) | 6.250% | 1/1/33 | 1,640 | 1,733 | ||
New Hope TX Cultural Education Facilities Finance Corp. Retirement Facilities Revenue (Westminster Manor Project) | 5.000% | 11/1/26 | 1,060 | 1,227 | ||
New Hope TX Cultural Education Facilities Finance Corp. Retirement Facilities Revenue (Westminster Manor Project) | 5.000% | 11/1/27 | 1,000 | 1,153 | ||
New Hope TX Cultural Education Facilities Finance Corp. Retirement Facilities Revenue (Westminster Manor Project) | 5.000% | 11/1/28 | 870 | 1,000 | ||
New Hope TX Cultural Education Facilities Finance Corp. Student Housing Revenue (Tarleton State University Project) ETM | 5.000% | 4/1/23 | 200 | 217 | ||
New Hope TX Cultural Education Facilities Finance Corp. Student Housing Revenue (Tarleton State University Project) ETM | 5.000% | 4/1/24 | 210 | 237 | ||
New Hope TX Cultural Education Facilities Finance Corp. Student Housing Revenue (Tarleton State University Project) ETM | 5.000% | 4/1/25 | 240 | 281 | ||
19 | North East TX Independent School District GO | 5.250% | 2/1/22 | 580 | 597 | |
North East TX Regional Mobility Authority Revenue | 5.000% | 1/1/30 | 2,390 | 2,777 | ||
North Texas Municipal Water District Regional Wastewater System Revenue | 5.000% | 6/1/22 | 1,495 | 1,561 | ||
North Texas Municipal Water District Regional Wastewater System Revenue | 5.000% | 6/1/23 | 1,555 | 1,699 | ||
North Texas Municipal Water District Regional Wastewater System Revenue | 4.000% | 6/1/31 | 1,500 | 1,750 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
North Texas Municipal Water District Water System Revenue | 5.000% | 9/1/22 | 1,645 | 1,738 | ||
North Texas Municipal Water District Water System Revenue | 5.000% | 9/1/23 | 1,025 | 1,131 | ||
North Texas Municipal Water District Water System Revenue | 5.000% | 9/1/33 | 4,000 | 4,715 | ||
North Texas Municipal Water District Water System Revenue | 5.000% | 9/1/34 | 4,000 | 4,707 | ||
North Texas Tollway Authority System Revenue | 4.000% | 1/1/39 | 1,000 | 1,208 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/26 | 1,060 | 1,135 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/27 | 2,625 | 2,925 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/29 | 1,245 | 1,433 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/30 | 575 | 638 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/32 | 1,820 | 2,085 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/33 | 1,500 | 1,717 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/34 | 1,730 | 1,979 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/35 | 1,060 | 1,212 | ||
North Texas Tollway Authority System Revenue | 4.000% | 1/1/36 | 1,015 | 1,162 | ||
3 | North Texas Tollway Authority System Revenue | 4.000% | 1/1/37 | 1,520 | 1,734 | |
North Texas Tollway Authority System Revenue | 4.000% | 1/1/37 | 1,030 | 1,199 | ||
North Texas Tollway Authority System Revenue | 4.000% | 1/1/37 | 1,250 | 1,482 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/38 | 1,005 | 1,240 | ||
North Texas Tollway Authority System Revenue Prere. | 5.500% | 9/1/21 | 500 | 504 | ||
19 | Northside TX Independent School District | 4.000% | 8/15/33 | 1,125 | 1,394 | |
19 | Northside TX Independent School District GO | 5.000% | 8/15/25 | 1,165 | 1,383 | |
19 | Northside TX Independent School District GO | 4.000% | 8/15/32 | 1,305 | 1,506 | |
19 | Northside TX Independent School District GO PUT | 0.700% | 6/1/25 | 1,000 | 1,004 | |
19 | Northwest Independent School District Texas GO | 5.000% | 2/15/26 | 1,000 | 1,173 | |
19 | Northwest Independent School District Texas GO | 4.000% | 2/15/38 | 2,400 | 2,886 | |
19 | Northwest Independent School District Texas GO Prere. | 5.000% | 2/15/25 | 1,760 | 2,053 | |
19 | Palestine Independent School District GO | 5.000% | 2/15/29 | 1,860 | 2,210 | |
Pasadena TX GO | 4.000% | 2/15/28 | 1,000 | 1,122 | ||
Pearland TX GO | 4.000% | 3/1/32 | 1,095 | 1,265 | ||
Pearland TX GO | 4.000% | 3/1/33 | 910 | 1,045 | ||
Pearland TX Waterworks & Sewer System Revenue | 4.000% | 9/1/32 | 240 | 276 | ||
Pearland TX Waterworks & Sewer System Revenue | 4.000% | 9/1/33 | 340 | 390 | ||
Pflugerville TX GO | 4.000% | 8/1/35 | 1,250 | 1,439 | ||
19 | Pflugerville TX Independent School District GO | 5.000% | 2/15/25 | 1,600 | 1,867 | |
19 | Richardson Independent School District | 5.000% | 2/15/28 | 1,100 | 1,393 | |
19 | Richardson Independent School District GO | 5.000% | 2/15/26 | 3,020 | 3,628 | |
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/34 | 1,700 | 2,261 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/24 | 1,000 | 1,052 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/30 | 1,000 | 1,209 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.000% | 2/1/34 | 1,255 | 1,436 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/34 | 4,040 | 5,249 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/36 | 1,000 | 1,213 | ||
San Antonio TX Electric & Gas Systems Revenue PUT | 1.125% | 12/1/26 | 150 | 152 | ||
San Antonio TX GO | 5.000% | 2/1/26 | 1,000 | 1,166 | ||
San Antonio TX GO Prere. | 4.000% | 8/1/22 | 1,000 | 1,042 | ||
19 | San Antonio TX Independent School District GO | 5.000% | 8/15/25 | 1,200 | 1,423 | |
19 | San Antonio TX Independent School District GO | 5.000% | 8/15/29 | 1,295 | 1,531 | |
19 | San Antonio TX Independent School District GO | 5.000% | 8/15/37 | 2,495 | 2,914 | |
5 | San Antonio TX Municipal Facilities Corp. Lease Revenue (City Tower Renovation Project) | 3.000% | 8/1/34 | 2,305 | 2,565 | |
5 | San Antonio TX Water Revenue | 4.000% | 5/15/40 | 1,000 | 1,216 | |
San Antonio TX Water Revenue | 5.000% | 5/15/34 | 1,000 | 1,217 | ||
San Antonio TX Water Revenue | 5.000% | 5/15/37 | 1,680 | 2,053 | ||
San Antonio TX Water Revenue | 5.000% | 5/15/38 | 1,440 | 1,796 | ||
San Antonio TX Water Revenue | 4.000% | 5/15/40 | 3,000 | 3,339 | ||
Southwest Texas Higher Education Authority Inc. Revenue (Southern Methodist University Project) | 4.000% | 10/1/34 | 1,350 | 1,544 | ||
19 | Spring TX Independent School District GO | 5.000% | 8/15/32 | 1,000 | 1,176 | |
19 | Spring TX Independent School District GO | 5.000% | 8/15/35 | 1,370 | 1,653 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sugar Land TX GO | 5.000% | 2/15/26 | 510 | 613 | ||
Tarrant County TX Cultural Education Facilities Finance Corp. Hospital Revenue (Cook Children's Medical Center) | 5.000% | 12/1/25 | 350 | 418 | ||
Tarrant County TX Cultural Education Facilities Finance Corp. Hospital Revenue (Methodist Hospitals of Dallas) | 5.250% | 10/1/31 | 1,000 | 1,095 | ||
2 | Tarrant County TX Cultural Education Facilities Finance Corp. Hospital Revenue (Methodist Hospitals of Dallas) VRDO | 0.020% | 7/1/21 | 800 | 800 | |
Tarrant County TX Regional Water District Revenue (Water Control and Improvement District) | 5.000% | 3/1/25 | 1,785 | 2,090 | ||
Texas A&M University Revenue | 5.000% | 5/15/23 | 1,505 | 1,641 | ||
19 | Texas City TX Independent School District GO | 5.000% | 8/15/26 | 3,365 | 3,983 | |
Texas GO | 5.000% | 4/1/23 | 1,050 | 1,139 | ||
Texas GO | 5.000% | 10/1/22 | 1,120 | 1,188 | ||
Texas GO | 5.000% | 10/1/24 | 1,210 | 1,392 | ||
Texas GO | 5.000% | 8/1/26 | 925 | 929 | ||
Texas GO | 5.000% | 8/1/31 | 500 | 502 | ||
Texas GO | 5.000% | 10/1/36 | 3,000 | 3,536 | ||
Texas GO Prere. | 5.000% | 4/1/24 | 1,330 | 1,503 | ||
Texas Municipal Gas Acquisition & Supply Corp I. Revenue | 5.250% | 12/15/21 | 515 | 526 | ||
Texas Municipal Gas Acquisition & Supply Corp I. Revenue | 5.250% | 12/15/23 | 245 | 274 | ||
Texas Municipal Gas Acquisition & Supply Corp I. Revenue | 5.250% | 12/15/24 | 580 | 671 | ||
Texas Municipal Gas Acquisition & Supply Corp I. Revenue | 6.250% | 12/15/26 | 155 | 183 | ||
Texas Municipal Gas Acquisition & Supply Corp. III Revenue | 5.000% | 12/15/31 | 2,000 | 2,666 | ||
Texas Municipal Gas Acquisition & Supply Corp. III Revenue | 5.000% | 12/15/30 | 2,000 | 2,625 | ||
3 | Texas Municipal Power Agency Revenue | 3.000% | 9/1/31 | 950 | 1,024 | |
Texas Municipal Power Agency Revenue | 5.000% | 9/1/27 | 520 | 522 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Project) | 4.000% | 12/31/31 | 1,000 | 1,214 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Project) | 4.000% | 6/30/32 | 2,000 | 2,421 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Project) | 4.000% | 12/31/35 | 1,000 | 1,198 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Project) | 4.000% | 6/30/40 | 2,000 | 2,360 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Projects) | 4.000% | 6/30/38 | 1,200 | 1,424 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Projects) | 4.000% | 12/31/38 | 1,000 | 1,187 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners LLC North Tarrant Express Managed Lanes Project) | 5.000% | 12/31/31 | 1,000 | 1,285 | ||
6 | Texas Public Finance Authority Revenue (Texas Southern University) | 5.000% | 11/1/21 | 1,020 | 1,036 | |
Texas State University System Financing System Revenue | 5.000% | 3/15/32 | 1,625 | 1,986 | ||
Texas Transportation Commission GO | 5.000% | 10/1/21 | 1,545 | 1,564 | ||
Texas Transportation Commission GO | 5.000% | 10/1/22 | 1,480 | 1,570 | ||
Texas Transportation Commission GO | 5.000% | 10/1/29 | 1,500 | 1,781 | ||
Texas Transportation Commission GO | 5.000% | 4/1/32 | 2,000 | 2,400 | ||
Texas Transportation Commission Mobility Fund GO | 5.000% | 10/1/34 | 1,705 | 2,122 | ||
Texas Transportation Commission Revenue | 5.000% | 4/1/23 | 2,100 | 2,278 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Texas Transportation Commission Turnpike System Revenue | 5.000% | 8/15/33 | 525 | 588 | ||
Texas Transportation Commission Turnpike System Revenue | 5.000% | 8/15/34 | 895 | 1,002 | ||
Texas Transportation Commission Turnpike System Revenue | 5.000% | 8/15/37 | 2,460 | 2,771 | ||
Texas Water Development Board Revenue | 5.000% | 8/1/25 | 1,350 | 1,601 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/32 | 1,125 | 1,345 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/33 | 1,650 | 1,990 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/34 | 1,465 | 1,763 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/35 | 2,895 | 3,423 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/35 | 1,770 | 2,051 | ||
Texas Water Development Board Revenue | 5.000% | 8/1/38 | 5,000 | 6,201 | ||
Texas Water Development Board State Implementation Revenue Fund (Master Trust) | 3.000% | 10/15/39 | 1,755 | 1,978 | ||
Texas Water Financial Assistance GO | 5.000% | 8/1/27 | 260 | 261 | ||
Texas Water Financial Assistance GO Prere. | 5.000% | 8/1/21 | 740 | 743 | ||
Travis TX GO | 5.000% | 3/1/27 | 1,545 | 1,866 | ||
Trinity River Authority of Texas Regional Wastewater System Revenue | 5.000% | 8/1/27 | 1,000 | 1,226 | ||
Trinity River Authority of Texas Regional Wastewater System Revenue | 5.000% | 8/1/37 | 1,235 | 1,539 | ||
19 | United TX Independent School District GO Prere. | 5.000% | 8/15/24 | 2,550 | 2,914 | |
University of Houston Texas Revenue | 5.000% | 2/15/28 | 5,000 | 5,966 | ||
University of Houston Texas Revenue | 3.000% | 2/15/31 | 3,490 | 3,932 | ||
University of Houston Texas Revenue | 4.000% | 2/15/33 | 1,840 | 2,074 | ||
University of Houston Texas Revenue | 5.000% | 2/15/35 | 4,500 | 5,322 | ||
University of North Texas Revenue | 4.000% | 4/15/34 | 1,110 | 1,295 | ||
University of North Texas Revenue | 5.000% | 4/15/36 | 1,275 | 1,549 | ||
University of Texas Financing System Revenue | 2.000% | 8/15/36 | 750 | 759 | ||
University of Texas System Revenue Financing System Revenue | 5.000% | 8/15/23 | 1,150 | 1,267 | ||
5 | Waco TX Educational Finance Corp. Revenue (Baylor University) | 5.000% | 3/1/30 | 1,000 | 1,317 | |
6 | West Travis County TX Public Utility Agency Revenue | 5.000% | 8/15/27 | 1,235 | 1,531 | |
6 | West Travis County TX Public Utility Agency Revenue | 4.000% | 8/15/32 | 270 | 310 | |
Williamson County TX GO | 5.000% | 2/15/23 | 230 | 237 | ||
415,315 | ||||||
Utah (0.3%) | ||||||
Alpine UT School District GO | 5.000% | 3/15/30 | 1,025 | 1,267 | ||
Central Utah Water Conservancy District Revenue | 4.000% | 10/1/32 | 1,000 | 1,178 | ||
Granite UT School District Salt Lake County GO | 5.000% | 6/1/23 | 595 | 650 | ||
Granite UT School District Salt Lake County GO | 5.000% | 6/1/28 | 6,260 | 8,033 | ||
Jordan Valley UT Water Conservancy District Revenue | 4.000% | 10/1/32 | 750 | 878 | ||
2 | Murray City UT Hospital Revenue VRDO | 0.010% | 7/1/21 | 625 | 625 | |
Tooele County UT School District GO (Utah School Guaranty Program) | 5.000% | 6/1/23 | 1,395 | 1,525 | ||
Utah County UT Hospital Revenue (IHC Health Services) | 5.000% | 5/15/34 | 750 | 942 | ||
Utah County UT Hospital Revenue (IHC Health Services) | 5.000% | 5/15/35 | 850 | 1,066 | ||
Utah GO | 5.000% | 7/1/21 | 1,300 | 1,300 | ||
Utah GO | 5.000% | 7/1/22 | 1,410 | 1,479 | ||
Utah GO | 5.000% | 7/1/24 | 1,015 | 1,159 | ||
Utah Transit Authority Sales Tax Revenue | 5.000% | 6/15/26 | 1,000 | 1,178 | ||
Utah Transit Authority Sales Tax Revenue | 5.000% | 6/15/37 | 585 | 663 | ||
Utah Transit Authority Sales Tax Revenue Prere. | 5.000% | 6/15/25 | 1,285 | 1,516 | ||
23,459 | ||||||
Vermont (0.1%) | ||||||
State of Vermont GO | 5.000% | 8/15/24 | 2,020 | 2,314 | ||
University of Vermont & State Agricultural College GO | 5.000% | 10/1/38 | 1,000 | 1,466 | ||
University of Vermont Educational & Health Buildings Financing Agency Revenue | 5.000% | 12/1/28 | 1,010 | 1,210 | ||
4,990 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Virginia (1.1%) | ||||||
2 | Albemarle County VA Economic Development Authority Hospital Revenue (Sentara Martha Jefferson Obliged) VRDO | 0.010% | 7/1/21 | 5,750 | 5,750 | |
Arlington County VA GO | 5.000% | 6/15/24 | 4,510 | 5,139 | ||
Arlington County VA GO Prere. | 5.000% | 8/1/22 | 600 | 631 | ||
Chesapeake VA Toll Road Revenue | 5.000% | 7/15/21 | 500 | 501 | ||
Fairfax County VA GO | 5.000% | 10/1/23 | 1,255 | 1,390 | ||
Fairfax County VA GO | 4.000% | 10/1/32 | 1,415 | 1,660 | ||
Fairfax County VA GO | 5.000% | 10/1/34 | 695 | 916 | ||
Fairfax County VA Water Authority Revenue Prere. | 5.000% | 4/1/22 | 500 | 518 | ||
Hampton Roads VA Transportation Accountability Commission Revenue | 5.000% | 7/1/22 | 1,700 | 1,782 | ||
Henrico County VA Economic Development Authority Residential Care Facilities Revenue (Westminster Canterbury Richmond) | 4.000% | 10/1/33 | 600 | 687 | ||
Mosaic VA District Community Development Authority Revenue | 4.000% | 3/1/33 | 750 | 883 | ||
Norfolk VA Economic Development Authority Hospital Facilities Revenue (Sentara Healthcare) PUT | 5.000% | 11/1/28 | 1,170 | 1,499 | ||
Norfolk VA GO | 5.000% | 8/1/21 | 2,040 | 2,048 | ||
Norfolk VA GO Prere. | 5.000% | 9/1/24 | 1,090 | 1,252 | ||
Norfolk VA GO Prere. | 5.000% | 9/1/24 | 1,345 | 1,544 | ||
Norfolk VA Water Revenue | 5.000% | 11/1/31 | 5 | 5 | ||
Norfolk VA Water Revenue | 5.000% | 11/1/34 | 1,155 | 1,440 | ||
Norfolk VA Water Revenue Prere. | 5.000% | 5/1/22 | 495 | 515 | ||
Portsmouth City VA GO Prere. | 5.000% | 7/15/22 | 5,990 | 6,291 | ||
Richmond VA GO Prere. | 5.000% | 3/1/23 | 1,000 | 1,080 | ||
Richmond VA Public Utility Revenue | 5.000% | 1/15/28 | 1,000 | 1,200 | ||
Roanoke VA Economic Development Authority Hospital Revenue (Carilion Clinic Obligated Group) | 5.000% | 7/1/30 | 500 | 521 | ||
Stafford County VA Economic Development Authority Hospital Facilities Revenue (Mary Washington Healthcare Obligated Group) | 5.000% | 6/15/24 | 1,120 | 1,270 | ||
Virginia Beach VA Development Authority Residential Care Facility Revenue (Westminster-Canterbury on Chesapeake Bay) | 5.000% | 9/1/30 | 600 | 701 | ||
Virginia Beach VA Development Authority Residential Care Facility Revenue (Westminster-Canterbury on Chesapeake Bay) | 5.000% | 9/1/33 | 425 | 494 | ||
Virginia College Building Authority Educational Facilities Revenue (21st Century College & Equipment Programs) | 5.000% | 2/1/23 | 5,000 | 5,383 | ||
Virginia College Building Authority Educational Facilities Revenue (21st Century College & Equipment Programs) | 5.000% | 2/1/27 | 5,000 | 6,197 | ||
Virginia College Building Authority Educational Facilities Revenue (21st Century College & Equipment Programs) | 3.000% | 2/1/40 | 2,100 | 2,302 | ||
Virginia College Building Authority Educational Facilities Revenue (21st Century College & Equipment Programs) | 5.000% | 2/1/27 | 1,845 | 2,218 | ||
Virginia College Building Authority Educational Facilities Revenue (21st Century College & Equipment Programs) | 3.000% | 2/1/35 | 1,500 | 1,677 | ||
Virginia College Building Authority Educational Facilities Revenue (Public Higher Education Financing Program) | 5.000% | 9/1/23 | 1,020 | 1,125 | ||
Virginia College Building Authority Educational Facilities Revenue (Public Higher Education Financing Program) | 5.000% | 9/1/22 | 70 | 74 | ||
Virginia College Building Authority Educational Facilities Revenue (Public Higher Education Financing Program) | 5.000% | 9/1/25 | 1,110 | 1,317 | ||
Virginia College Building Authority Educational Facilities Revenue (Public Higher Education Financing Program) | 4.000% | 9/1/36 | 2,130 | 2,524 | ||
Virginia College Building Authority Educational Facilities Revenue (Public Higher Education Financing Program) ETM | 5.000% | 9/1/22 | 285 | 301 | ||
Virginia Commonwealth Transportation Board Revenue | 5.000% | 9/15/21 | 2,410 | 2,434 | ||
Virginia Commonwealth Transportation Board Revenue | 5.000% | 5/15/26 | 1,405 | 1,708 | ||
Virginia Commonwealth Transportation Board Revenue | 4.000% | 5/15/35 | 1,280 | 1,490 | ||
Virginia Commonwealth Transportation Board Revenue | 4.000% | 5/15/35 | 1,750 | 2,061 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Virginia Public Building Authority Public Facilities Revenue | 5.000% | 8/1/23 | 740 | 814 | ||
Virginia Public Building Authority Public Facilities Revenue | 5.000% | 8/1/24 | 1,250 | 1,431 | ||
Virginia Public Building Authority Public Facilities Revenue | 4.000% | 8/1/37 | 2,000 | 2,490 | ||
Virginia Public Building Authority Revenue | 5.000% | 11/1/31 | 125 | 133 | ||
Virginia Public School Authority Revenue | 5.000% | 8/1/22 | 1,335 | 1,405 | ||
Virginia Public School Authority Revenue | 5.000% | 8/1/24 | 6,080 | 6,960 | ||
Virginia Public School Authority School Technology & Security Notes Revenue | 5.000% | 4/15/23 | 3,450 | 3,744 | ||
Virginia Public School Authority School Technology & Security Notes Revenue | 5.000% | 4/15/24 | 2,180 | 2,468 | ||
Wise County VA Industrial development Authority Solid Waste & Sewage Disposal Revenue (Virginia Electric & Power Co. Project) PUT | 0.750% | 9/2/25 | 575 | 580 | ||
90,553 | ||||||
Washington (1.4%) | ||||||
Bellingham WA Water & Sewer Revenue Refunding Bonds | 5.000% | 8/1/25 | 400 | 474 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.000% | 11/1/26 | 795 | 979 | ||
Clark County WA School District No. 37 Vancouver Revenue | 5.000% | 12/1/32 | 1,080 | 1,393 | ||
Energy Northwest Washington Electric Revenue | 5.000% | 7/1/25 | 3,115 | 3,679 | ||
Energy Northwest Washington Electric Revenue (Columbia Generating Station) | 5.000% | 7/1/31 | 1,225 | 1,443 | ||
Energy Northwest Washington Electric Revenue (Project No. 3) | 5.000% | 7/1/25 | 7,200 | 8,504 | ||
Energy Northwest Washington Electric Revenue (Project No. 3) | 5.000% | 7/1/26 | 1,735 | 2,111 | ||
King County WA GO | 5.000% | 1/1/24 | 500 | 512 | ||
King County WA GO | 4.000% | 12/1/32 | 1,500 | 1,723 | ||
King County WA Housing Authority Revenue | 3.000% | 6/1/40 | 1,000 | 1,076 | ||
King County WA Sewer Revenue | 5.000% | 7/1/23 | 1,000 | 1,096 | ||
Lewis County WA Public Utility District No. 1 Revenue (Cowlitz Falls Hydroelectric Project) | 5.000% | 10/1/21 | 1,060 | 1,073 | ||
Mason County WA Public Utility District No. 3 Revenue | 4.000% | 12/1/32 | 1,010 | 1,231 | ||
Northwest Energy Washington Electric Revenue (Bonneville Power Administration) | 5.000% | 7/1/28 | 2,550 | 2,670 | ||
Pierce County School District No. 3 Puyallup GO | 5.000% | 12/1/25 | 1,000 | 1,067 | ||
Port of Seattle WA Revenue | 4.000% | 6/1/37 | 3,000 | 3,649 | ||
Port of Seattle WA Revenue | 5.000% | 8/1/28 | 1,005 | 1,056 | ||
Port of Seattle WA Revenue | 5.000% | 8/1/29 | 250 | 263 | ||
Snohomish County WA School District No. 103 (Monroe) GO | 5.000% | 12/1/31 | 1,000 | 1,174 | ||
Washington (Motor Vehicle Fuel Tax) GO | 5.000% | 7/1/23 | 375 | 375 | ||
Washington (Motor Vehicle Fuel Tax) GO | 5.000% | 7/1/27 | 1,000 | 1,158 | ||
Washington (Motor Vehicle Fuel Tax) GO | 4.000% | 7/1/31 | 1,500 | 1,673 | ||
Washington Economic Development Finance Authority Lease Revenue (Washington Biomedical Research Properties 2) | 5.000% | 6/1/25 | 1,090 | 1,259 | ||
Washington GO | 5.000% | 6/1/34 | 4,080 | 5,514 | ||
Washington GO | 5.000% | 2/1/38 | 2,370 | 3,143 | ||
Washington GO | 5.000% | 7/1/22 | 1,445 | 1,515 | ||
Washington GO | 5.000% | 6/1/23 | 2,000 | 2,185 | ||
Washington GO | 5.000% | 6/1/23 | 4,305 | 4,704 | ||
Washington GO | 5.000% | 7/1/23 | 1,155 | 1,267 | ||
Washington GO | 5.000% | 7/1/25 | 560 | 587 | ||
Washington GO | 5.000% | 7/1/25 | 1,500 | 1,710 | ||
Washington GO | 5.000% | 8/1/26 | 5,105 | 6,248 | ||
Washington GO | 4.000% | 7/1/27 | 2,425 | 2,515 | ||
Washington GO | 5.000% | 8/1/27 | 1,000 | 1,184 | ||
Washington GO | 4.000% | 7/1/28 | 1,135 | 1,177 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Washington GO | 5.000% | 7/1/28 | 2,000 | 2,314 | ||
Washington GO | 4.000% | 7/1/29 | 2,720 | 2,914 | ||
Washington GO | 5.000% | 7/1/30 | 1,100 | 1,269 | ||
Washington GO | 5.000% | 7/1/32 | 1,250 | 1,440 | ||
Washington GO | 5.000% | 6/1/35 | 1,500 | 1,975 | ||
Washington GO | 5.000% | 8/1/36 | 2,070 | 2,631 | ||
Washington GO | 5.000% | 8/1/37 | 3,685 | 4,181 | ||
Washington GO | 5.000% | 8/1/38 | 2,070 | 2,621 | ||
Washington GO Prere. | 5.000% | 2/1/22 | 500 | 514 | ||
Washington Health Care Facilities Authority Revenue (Central Washington Health Services Association) | 5.000% | 7/1/30 | 1,760 | 2,022 | ||
Washington Health Care Facilities Authority Revenue (CommonSpirit Health) | 5.000% | 8/1/32 | 1,750 | 2,232 | ||
Washington Health Care Facilities Authority Revenue (CommonSpirit Health) | 5.000% | 8/1/36 | 1,625 | 2,049 | ||
Washington Health Care Facilities Authority Revenue (CommonSpirit Health) PUT | 5.000% | 8/1/24 | 1,000 | 1,121 | ||
Washington Health Care Facilities Authority Revenue (MultiCare Health System) | 5.000% | 8/15/32 | 1,000 | 1,241 | ||
Washington Health Care Facilities Authority Revenue (Providence Health & Services) | 5.000% | 10/1/33 | 880 | 931 | ||
Washington Higher Education Facilities Authority Revenue (Seattle University Project) | 5.000% | 10/1/35 | 1,000 | 1,235 | ||
Washington State Convention Center Public Facilities District Revenue (Lodging Tax Bonds) | 4.000% | 7/1/31 | 2,025 | 2,370 | ||
Washington State Convention Center Public Facilities District Revenue (Lodging Tax Bonds) | 5.000% | 7/1/34 | 250 | 307 | ||
Washington State Housing Finance Commission Municipal Certificates 2021-1 | 3.500% | 12/20/35 | 2,687 | 3,134 | ||
Washington State University General Revenue Prere. | 5.000% | 10/1/21 | 500 | 506 | ||
108,394 | ||||||
West Virginia (0.2%) | ||||||
West Virginia Commissioner of Highways Revenue (Surface Transportation Improvements) | 5.000% | 9/1/33 | 1,170 | 1,443 | ||
West Virginia Economic Development Authority Lottery Revenue | 4.000% | 6/15/37 | 1,545 | 1,759 | ||
West Virginia GO | 5.000% | 12/1/35 | 1,000 | 1,263 | ||
West Virginia GO | 5.000% | 6/1/36 | 1,000 | 1,262 | ||
West Virginia GO | 5.000% | 6/1/38 | 2,500 | 3,209 | ||
West Virginia Higher Education Policy Commission Revenue | 5.000% | 7/1/37 | 1,315 | 1,597 | ||
West Virginia Hospital Finance Authority Hospital Revenue (Cabell Huntington Hospital Inc.) | 5.000% | 1/1/29 | 765 | 970 | ||
West Virginia Parkways Authority Turnpike Toll Revenue | 5.000% | 6/1/33 | 845 | 1,058 | ||
West Virginia University Revenue PUT | 5.000% | 10/1/29 | 1,000 | 1,282 | ||
13,843 | ||||||
Wisconsin (0.7%) | ||||||
Madison WI Area Technical College GO | 4.000% | 3/1/25 | 1,835 | 2,072 | ||
Madison WI GO | 4.000% | 10/1/26 | 1,500 | 1,762 | ||
Milwaukee WI GO | 5.000% | 4/1/26 | 1,935 | 2,333 | ||
Milwaukee WI GO | 5.000% | 4/1/29 | 1,110 | 1,433 | ||
Public Finance Authority Health Care Facilities Revenue (Appalachian Regional Healthcare System Obligated Group) | 5.000% | 7/1/35 | 300 | 387 | ||
3 | Wisconsin Center District Tax Revenue | 0.000% | 12/15/34 | 1,250 | 923 | |
3 | Wisconsin Center District Tax Revenue | 0.000% | 12/15/39 | 1,250 | 752 | |
Wisconsin GO | 5.000% | 5/1/23 | 3,400 | 3,702 | ||
Wisconsin GO | 5.000% | 5/1/29 | 1,000 | 1,088 | ||
Wisconsin GO | 4.000% | 5/1/33 | 1,665 | 1,948 | ||
Wisconsin GO | 5.000% | 5/1/34 | 1,780 | 2,141 | ||
Wisconsin GO | 5.000% | 5/1/34 | 3,880 | 4,899 | ||
Wisconsin GO | 5.000% | 5/1/35 | 1,000 | 1,202 | ||
Wisconsin GO | 5.000% | 5/1/36 | 2,000 | 2,325 | ||
Wisconsin GO | 5.000% | 5/1/36 | 1,000 | 1,200 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Wisconsin GO | 5.000% | 5/1/38 | 1,740 | 2,120 | ||
Wisconsin GO Prere. | 5.000% | 5/1/22 | 500 | 520 | ||
Wisconsin GO Prere. | 5.000% | 5/1/22 | 35 | 36 | ||
Wisconsin GO Prere. | 5.000% | 5/1/22 | 2,210 | 2,300 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Agnesian HealthCare Inc.) | 5.000% | 7/1/31 | 1,065 | 1,300 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Ascension Health Alliance Credit Group) | 4.000% | 11/15/34 | 1,540 | 1,770 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Ascension Health Alliance Credit Group) | 5.000% | 11/15/36 | 2,265 | 2,715 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Aspirus, Inc. Obligated Group) | 5.000% | 8/15/25 | 1,670 | 1,823 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Children's Hospital of Wisconsin Inc.) | 4.000% | 8/15/31 | 1,010 | 1,184 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Marquette University) | 5.000% | 10/1/30 | 500 | 528 | ||
Wisconsin Health & Educational Facilities Authority Revenue (ThedaCare Inc. Obligated Group) | 4.000% | 12/15/39 | 1,595 | 1,893 | ||
Wisconsin Public Finance Authority Exempt Facilities Revenue (Wingate University) | 5.250% | 10/1/32 | 740 | 882 | ||
Wisconsin Public Finance Authority Hospital Revenue (Renown Regional Medical Center) | 5.000% | 6/1/28 | 750 | 953 | ||
Wisconsin Public Finance Authority Hospital Revenue (Renown Regional Medical Center) | 5.000% | 6/1/30 | 1,085 | 1,290 | ||
Wisconsin Public Finance Authority Hospital Revenue (Renown Regional Medical Center) | 4.000% | 6/1/39 | 1,000 | 1,185 | ||
Wisconsin Public Power System Power Supply System Revenue | 5.000% | 7/1/32 | 500 | 545 | ||
Wisconsin Transportation Revenue | 5.000% | 7/1/31 | 1,525 | 1,889 | ||
Wisconsin Transportation Revenue | 5.000% | 7/1/31 | 1,370 | 1,659 | ||
Wisconsin Transportation Revenue | 5.000% | 7/1/33 | 2,755 | 3,124 | ||
Wisconsin Transportation Revenue | 5.000% | 7/1/34 | 1,350 | 1,784 | ||
Wisconsin Transportation Revenue Prere. | 5.000% | 7/1/22 | 120 | 126 | ||
Wisconsin Transportation Revenue Prere. | 5.000% | 7/1/22 | 385 | 404 | ||
58,197 | ||||||
Wyoming (0.2%) | ||||||
Laramie County WY Hospital Revenue (Cheyenne Regional Medical Center Project) | 4.000% | 5/1/29 | 130 | 157 | ||
Lincoln County WY Pollution Control Revenue (ExxonMobil Project) VRDO | 0.010% | 7/1/21 | 8,635 | 8,635 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sublette County WY Pollution Control Revenue VRDO | 0.010% | 7/1/21 | 2,500 | 2,500 | ||
6 | Wyoming Municipal Power Agency Power Supply Revenue Prere. | 5.000% | 1/1/27 | 1,000 | 1,232 | |
12,524 | ||||||
Total Tax-Exempt Municipal Bonds (Cost $3,924,379) | 4,113,761 | |||||
Total Investments (100.6%) (Cost $5,364,850) | 7,931,732 | |||||
Other Assets and Liabilities—Net (-0.6%) | (48,873) | |||||
Net Assets (100%) | 7,882,859 |
Cost is in $000. | |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Considered an affiliated company of the fund as the issuer is another member of The Vanguard Group. |
2 | Scheduled principal and interest payments are guaranteed by bank letter of credit. |
3 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
4 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2021, the aggregate value was $26,443,000, representing 0.3% of net assets. |
5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2021. |
6 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
7 | Scheduled principal and interest payments are guaranteed by Ambac Assurance Corp. |
8 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
9 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
10 | Scheduled principal and interest payments are guaranteed by Financial Guaranty Insurance Co. |
11 | Step bond. |
12 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Corp. |
13 | Securities with a value of $1,078,000 have been segregated as initial margin for open futures contracts. |
14 | Scheduled principal and interest payments are guaranteed by Municipal Bond Insurance Association. |
15 | Scheduled principal and interest payments are guaranteed by Michigan School Board Loan Fund. |
16 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
17 | Scheduled principal and interest payments are guaranteed by Federal Housing Authority. |
18 | Scheduled principal and interest payments are guaranteed by Berkshire Hathaway Assurance Corp. |
19 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
3M—3-month. | |
ADR—American Depositary Receipt. | |
BAN—Bond Anticipation Note. | |
COP—Certificate of Participation. | |
ETM—Escrowed to Maturity. | |
GAN—Grant Anticipation Note. | |
GO—General Obligation Bond. | |
LIBOR—London Interbank Offered Rate. | |
Prere.—Prerefunded. | |
PUT—Put Option Obligation. | |
REIT—Real Estate Investment Trust. | |
SIFMA—Securities Industry and Financial Markets Association. | |
SOFR—Secured Overnight Financing Rate. | |
TOB—Tender Option Bond. | |
VRDO—Variable Rate Demand Obligation. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
5-Year U.S. Treasury Note | September 2021 | 414 | 51,100 | (188) |
E-mini S&P 500 Index | September 2021 | 206 | 44,172 | 535 |
347 | ||||
Short Futures Contracts | ||||
Ultra 10-Year U.S. Treasury Note | September 2021 | (248) | (36,506) | (462) |
Ultra Long U.S. Treasury Bond | September 2021 | (65) | (12,525) | (494) |
(956) | ||||
(609) |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $5,304,520) | 7,869,651 |
Affiliated Issuers (Cost $60,330) | 62,081 |
Total Investments in Securities | 7,931,732 |
Investment in Vanguard | 267 |
Cash | 28,458 |
Cash Collateral Pledged—Futures Contracts | 3,046 |
Receivables for Investment Securities Sold | 1,560 |
Receivables for Accrued Income | 41,869 |
Receivables for Capital Shares Issued | 9,496 |
Variation Margin Receivable—Futures Contracts | 80 |
Total Assets | 8,016,508 |
Liabilities | |
Payables for Investment Securities Purchased | 129,697 |
Payables for Capital Shares Redeemed | 3,496 |
Payables to Vanguard | 289 |
Variation Margin Payable—Futures Contracts | 167 |
Total Liabilities | 133,649 |
Net Assets | 7,882,859 |
At June 30, 2021, net assets consisted of: | |
Paid-in Capital | 5,354,628 |
Total Distributable Earnings (Loss) | 2,528,231 |
Net Assets | 7,882,859 |
Net Assets | |
Applicable to 194,022,650 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 7,882,859 |
Net Asset Value Per Share | $40.63 |
Six Months Ended June 30, 2021 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 20,453 |
Interest | 40,808 |
Total Income | 61,261 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 266 |
Management and Administrative | 2,860 |
Marketing and Distribution | 111 |
Custodian Fees | 7 |
Shareholders’ Reports | 32 |
Trustees’ Fees and Expenses | 1 |
Total Expenses | 3,277 |
Net Investment Income | 57,984 |
Realized Net Gain (Loss) | |
Investment Securities Sold1,2 | 43,527 |
Futures Contracts | 8,756 |
Realized Net Gain (Loss) | 52,283 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities1 | 425,972 |
Futures Contracts | (1,819) |
Change in Unrealized Appreciation (Depreciation) | 424,153 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 534,420 |
1 | Dividend income, realized net gain (loss), and change in unrealized appreciation (depreciation) from affiliated company of the fund were $419,000, $108,000, and $159,000, respectively. Purchases and sales were $38,234,000 and $30,103,000, respectively. |
2 | Includes $40,083,000 of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 57,984 | 113,355 | |
Realized Net Gain (Loss) | 52,283 | (25,790) | |
Change in Unrealized Appreciation (Depreciation) | 424,153 | 659,620 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 534,420 | 747,185 | |
Distributions | |||
Total Distributions | (56,395) | (113,354) | |
Capital Share Transactions | |||
Issued | 882,676 | 1,240,383 | |
Issued in Lieu of Cash Distributions | 46,309 | 93,196 | |
Redeemed | (383,003) | (917,289) | |
Net Increase (Decrease) from Capital Share Transactions | 545,982 | 416,290 | |
Total Increase (Decrease) | 1,024,007 | 1,050,121 | |
Net Assets | |||
Beginning of Period | 6,858,852 | 5,808,731 | |
End of Period | 7,882,859 | 6,858,852 |
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $38.06 | $34.25 | $29.65 | $30.73 | $27.85 | $26.86 |
Investment Operations | ||||||
Net Investment Income | .3111 | .6581 | .7011 | .6881 | .6221 | .595 |
Net Realized and Unrealized Gain (Loss) on Investments | 2.557 | 3.808 | 4.603 | (1.110) | 2.871 | .989 |
Total from Investment Operations | 2.868 | 4.466 | 5.304 | (.422) | 3.493 | 1.584 |
Distributions | ||||||
Dividends from Net Investment Income2 | (.298) | (.656) | (.704) | (.658) | (.613) | (.594) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Total Distributions | (.298) | (.656) | (.704) | (.658) | (.613) | (.594) |
Net Asset Value, End of Period | $40.63 | $38.06 | $34.25 | $29.65 | $30.73 | $27.85 |
Total Return3 | 7.56% | 13.30% | 18.01% | -1.43% | 12.64% | 5.94% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $7,883 | $6,859 | $5,809 | $4,370 | $3,930 | $3,096 |
Ratio of Total Expenses to Average Net Assets | 0.09% | 0.09% | 0.09% | 0.09% | 0.09% | 0.09% |
Ratio of Net Investment Income to Average Net Assets | 1.59% | 1.90% | 2.16% | 2.22% | 2.11% | 2.20% |
Portfolio Turnover Rate4 | 3% | 20% | 12% | 11% | 9% | 11% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The tax character of distributions is determined at fiscal year-end. Tax-exempt dividends represent 62%, 61%, 61%, 61%, and 57% of dividends from net investment income for the years ended December 31, 2020, 2019, 2018, 2017 and 2016, respectively. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements. |
B. | In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
C. | Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 3,817,971 | — | — | 3,817,971 |
Tax-Exempt Municipal Bonds | — | 4,113,761 | — | 4,113,761 |
Total | 3,817,971 | 4,113,761 | — | 7,931,732 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 535 | — | — | 535 |
Liabilities | ||||
Futures Contracts1 | 1,144 | — | — | 1,144 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
D. | As of June 30, 2021, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows: |
Amount ($000) | |
Tax Cost | 5,366,056 |
Gross Unrealized Appreciation | 2,570,479 |
Gross Unrealized Depreciation | (5,412) |
Net Unrealized Appreciation (Depreciation) | 2,565,067 |
E. | During the six months ended June 30, 2021, the fund purchased $865,305,000 of investment securities and sold $311,014,000 of investment securities, other than temporary cash investments. Purchases and sales include $0 and $68,904,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares. |
F. | Capital shares issued and redeemed were: |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||
Shares (000) | Shares (000) | ||
Issued | 22,370 | 35,874 | |
Issued in Lieu of Cash Distributions | 1,172 | 2,756 | |
Redeemed | (9,709) | (28,026) | |
Net Increase (Decrease) in Shares Outstanding | 13,833 | 10,604 |
G. | Management has determined that no events or transactions occurred subsequent to June 30, 2021, that would require recognition or disclosure in these financial statements. |
Basic Materials | 1.5% |
Consumer Discretionary | 16.5 |
Consumer Staples | 4.8 |
Energy | 2.7 |
Financials | 10.9 |
Health Care | 12.5 |
Industrials | 14.2 |
Real Estate | 3.2 |
Technology | 28.0 |
Telecommunications | 3.1 |
Utilities | 2.6 |
Shares | Market Value• ($000) | |||||
Common Stocks (99.9%) | ||||||
Basic Materials (1.5%) | ||||||
Ecolab Inc. | 123,671 | 25,473 | ||||
Freeport-McMoRan Inc. | 585,921 | 21,744 | ||||
Newmont Corp. | 313,827 | 19,890 | ||||
Air Products and Chemicals Inc. | 63,149 | 18,167 | ||||
Albemarle Corp. | 98,761 | 16,637 | ||||
FMC Corp. | 137,838 | 14,914 | ||||
Celanese Corp. | 96,719 | 14,663 | ||||
Fastenal Co. | 261,457 | 13,596 | ||||
* | Alcoa Corp. | 363,031 | 13,374 | |||
LyondellBasell Industries NV Class A | 122,383 | 12,590 | ||||
Scotts Miracle-Gro Co. | 57,646 | 11,063 | ||||
Southern Copper Corp. | 151,668 | 9,755 | ||||
Mosaic Co. | 265,008 | 8,456 | ||||
Dow Inc. | 129,023 | 8,165 | ||||
Reliance Steel & Aluminum Co. | 46,511 | 7,018 | ||||
Nucor Corp. | 68,621 | 6,583 | ||||
International Flavors & Fragrances Inc. | 41,595 | 6,214 | ||||
* | Hexcel Corp. | 68,320 | 4,263 | |||
Element Solutions Inc. | 176,547 | 4,128 | ||||
Eastman Chemical Co. | 20,871 | 2,437 | ||||
International Paper Co. | 38,679 | 2,371 | ||||
CF Industries Holdings Inc. | 35,526 | 1,828 | ||||
Westlake Chemical Corp. | 18,022 | 1,624 | ||||
W R Grace & Co. | 22,732 | 1,571 | ||||
Royal Gold Inc. | 6,912 | 789 | ||||
United States Steel Corp. | 31,307 | 751 | ||||
Ashland Global Holdings Inc. | 2,523 | 221 | ||||
Avery Dennison Corp. | 877 | 184 | ||||
248,469 | ||||||
Consumer Discretionary (16.5%) | ||||||
* | Amazon.com Inc. | 174,861 | 601,550 | |||
* | Tesla Inc. | 309,305 | 210,235 | |||
* | Walt Disney Co. | 731,469 | 128,570 | |||
Home Depot Inc. | 401,814 | 128,134 |
Shares | Market Value• ($000) | |||||
* | Netflix Inc. | 175,410 | 92,653 | |||
Walmart Inc. | 611,442 | 86,226 | ||||
NIKE Inc. Class B | 457,006 | 70,603 | ||||
Costco Wholesale Corp. | 172,235 | 68,148 | ||||
McDonald's Corp. | 277,845 | 64,179 | ||||
Lowe's Cos. Inc. | 314,525 | 61,008 | ||||
Starbucks Corp. | 476,976 | 53,331 | ||||
* | Copart Inc. | 311,132 | 41,017 | |||
Target Corp. | 164,656 | 39,804 | ||||
Estee Lauder Cos. Inc. Class A | 120,072 | 38,193 | ||||
* | Booking Holdings Inc. | 15,498 | 33,911 | |||
* | General Motors Co. | 567,866 | 33,601 | |||
Activision Blizzard Inc. | 314,746 | 30,039 | ||||
* | Uber Technologies Inc. | 572,325 | 28,685 | |||
* | O'Reilly Automotive Inc. | 50,181 | 28,413 | |||
TJX Cos. Inc. | 416,269 | 28,065 | ||||
* | AutoZone Inc. | 17,833 | 26,611 | |||
Ross Stores Inc. | 210,030 | 26,044 | ||||
* | Marriott International Inc. Class A | 189,777 | 25,908 | |||
eBay Inc. | 365,857 | 25,687 | ||||
* | Ford Motor Co. | 1,601,743 | 23,802 | |||
* | CarMax Inc. | 172,013 | 22,215 | |||
DR Horton Inc. | 222,242 | 20,084 | ||||
Dollar General Corp. | 81,994 | 17,743 | ||||
* | NVR Inc. | 3,412 | 16,969 | |||
Yum! Brands Inc. | 144,955 | 16,674 | ||||
Electronic Arts Inc. | 113,522 | 16,328 | ||||
* | Capri Holdings Ltd. | 277,612 | 15,877 | |||
Tempur Sealy International Inc. | 386,201 | 15,135 | ||||
* | Southwest Airlines Co. | 282,052 | 14,974 | |||
Yum China Holdings Inc. | 219,948 | 14,572 | ||||
Lennar Corp. Class A | 138,124 | 13,723 | ||||
* | Delta Air Lines Inc. | 307,256 | 13,292 | |||
* | Spotify Technology SA | 47,026 | 12,960 | |||
* | Lululemon Athletica Inc. | 35,485 | 12,951 | |||
* | United Airlines Holdings Inc. | 244,917 | 12,807 | |||
* | Dollar Tree Inc. | 126,134 | 12,550 | |||
PulteGroup Inc. | 226,628 | 12,367 |
Shares | Market Value• ($000) | |||||
* | PVH Corp. | 111,051 | 11,948 | |||
* | Expedia Group Inc. | 67,567 | 11,061 | |||
* | Aptiv plc | 68,966 | 10,850 | |||
* | Chipotle Mexican Grill Inc. | 6,971 | 10,807 | |||
Advance Auto Parts Inc. | 52,298 | 10,728 | ||||
* | Peloton Interactive Inc. Class A | 83,300 | 10,331 | |||
Darden Restaurants Inc. | 70,136 | 10,239 | ||||
Gentex Corp. | 302,760 | 10,018 | ||||
* | Zynga Inc. Class A | 926,065 | 9,844 | |||
* | Live Nation Entertainment Inc. | 110,419 | 9,672 | |||
* | Carnival Corp. | 366,773 | 9,668 | |||
* | Hilton Worldwide Holdings Inc. | 74,993 | 9,046 | |||
* | Wayfair Inc. Class A | 28,636 | 9,041 | |||
* | Trade Desk Inc. Class A | 112,010 | 8,665 | |||
Interpublic Group of Cos. Inc. | 259,529 | 8,432 | ||||
* | Etsy Inc. | 40,813 | 8,401 | |||
MGM Resorts International | 196,656 | 8,387 | ||||
* | Carvana Co. | 26,876 | 8,112 | |||
* | Discovery Inc. Class C | 277,933 | 8,055 | |||
* | Las Vegas Sands Corp. | 152,438 | 8,032 | |||
* | Royal Caribbean Cruises Ltd. | 90,926 | 7,754 | |||
* | Burlington Stores Inc. | 23,758 | 7,650 | |||
* | AutoNation Inc. | 78,816 | 7,473 | |||
* | JetBlue Airways Corp. | 435,300 | 7,304 | |||
Hasbro Inc. | 76,898 | 7,268 | ||||
* | Liberty Media Corp.-Liberty SiriusXM Class C | 154,212 | 7,154 | |||
* | American Airlines Group Inc. | 333,400 | 7,071 | |||
VF Corp. | 85,904 | 7,048 | ||||
* | Norwegian Cruise Line Holdings Ltd. | 234,147 | 6,886 | |||
* | Ollie's Bargain Outlet Holdings Inc. | 81,300 | 6,840 | |||
* | Under Armour Inc. Class C | 365,732 | 6,792 | |||
ViacomCBS Inc. Class B | 142,313 | 6,433 | ||||
* | Hyatt Hotels Corp. Class A | 77,726 | 6,035 | |||
Fox Corp. Class A | 161,400 | 5,993 | ||||
* | DraftKings Inc. Class A | 111,200 | 5,801 | |||
Toll Brothers Inc. | 95,169 | 5,502 | ||||
* | Take-Two Interactive Software Inc. | 30,974 | 5,483 | |||
BorgWarner Inc. | 112,717 | 5,471 | ||||
* | GameStop Corp. Class A | 24,000 | 5,139 | |||
* | Ulta Beauty Inc. | 14,754 | 5,102 | |||
* | Vail Resorts Inc. | 15,867 | 5,022 | |||
Best Buy Co. Inc. | 43,631 | 5,017 | ||||
* | Floor & Decor Holdings Inc. Class A | 47,227 | 4,992 | |||
* | Wynn Resorts Ltd. | 40,587 | 4,964 |
Shares | Market Value• ($000) | |||||
* | IAA Inc. | 87,027 | 4,746 | |||
* | Liberty Media Corp.-Liberty Formula One Class C | 90,972 | 4,386 | |||
* | Liberty Media Corp.-Liberty SiriusXM Class A | 93,616 | 4,361 | |||
Lear Corp. | 24,271 | 4,254 | ||||
Tractor Supply Co. | 22,765 | 4,236 | ||||
Omnicom Group Inc. | 50,464 | 4,037 | ||||
* | Chegg Inc. | 48,000 | 3,989 | |||
News Corp. Class A | 149,164 | 3,844 | ||||
Qurate Retail Inc. Class A | 287,788 | 3,767 | ||||
Hanesbrands Inc. | 201,094 | 3,754 | ||||
Foot Locker Inc. | 59,997 | 3,698 | ||||
* | Bright Horizons Family Solutions Inc. | 24,671 | 3,629 | |||
Sirius XM Holdings Inc. | 522,678 | 3,418 | ||||
Pool Corp. | 7,112 | 3,262 | ||||
* | Skechers USA Inc. Class A | 64,966 | 3,237 | |||
* | Five Below Inc. | 16,637 | 3,215 | |||
* | LKQ Corp. | 63,834 | 3,142 | |||
Polaris Inc. | 22,874 | 3,133 | ||||
* | Madison Square Garden Entertainment Corp. | 36,999 | 3,107 | |||
* | Lyft Inc. Class A | 49,861 | 3,016 | |||
Ralph Lauren Corp. | 25,366 | 2,988 | ||||
Fox Corp. Class B | 80,265 | 2,825 | ||||
Carter's Inc. | 27,200 | 2,806 | ||||
* | Terminix Global Holdings Inc. | 54,101 | 2,581 | |||
Harley-Davidson Inc. | 53,991 | 2,474 | ||||
* | TripAdvisor Inc. | 59,730 | 2,407 | |||
* | Planet Fitness Inc. Class A | 30,743 | 2,313 | |||
* | Mattel Inc. | 111,801 | 2,247 | |||
Domino's Pizza Inc. | 4,778 | 2,229 | ||||
AMERCO | 3,700 | 2,181 | ||||
* | Liberty Media Corp.-Liberty Formula One Class A | 48,061 | 2,049 | |||
Genuine Parts Co. | 15,808 | 1,999 | ||||
* | Alaska Air Group Inc. | 30,859 | 1,861 | |||
* | frontdoor Inc. | 36,832 | 1,835 | |||
New York Times Co. Class A | 42,002 | 1,829 | ||||
* | Madison Square Garden Sports Corp. | 10,563 | 1,823 | |||
* | Caesars Entertainment Inc. | 17,400 | 1,805 | |||
Aramark | 45,301 | 1,687 | ||||
Thor Industries Inc. | 13,150 | 1,486 | ||||
* | Discovery Inc. Class A | 48,210 | 1,479 | |||
* | Penn National Gaming Inc. | 17,800 | 1,362 | |||
* | Coty Inc. Class A | 144,200 | 1,347 | |||
Williams-Sonoma Inc. | 7,700 | 1,229 | ||||
Kohl's Corp. | 18,924 | 1,043 | ||||
* | Sabre Corp. | 82,000 | 1,023 |
Shares | Market Value• ($000) | |||||
* | Grand Canyon Education Inc. | 11,186 | 1,006 | |||
* | Nordstrom Inc. | 26,916 | 984 | |||
* | QuantumScape Corp. Class A | 31,200 | 913 | |||
Lennar Corp. Class B | 10,425 | 849 | ||||
* | Leslie's Inc. | 30,535 | 839 | |||
ViacomCBS Inc. Class A | 16,261 | 788 | ||||
* | RH | 1,000 | 679 | |||
Nielsen Holdings plc | 18,906 | 466 | ||||
Garmin Ltd. | 2,897 | 419 | ||||
* | Under Armour Inc. Class A | 19,750 | 418 | |||
* | Copa Holdings SA Class A | 5,503 | 415 | |||
Service Corp. International | 4,359 | 234 | ||||
Wendy's Co. | 7,938 | 186 | ||||
* | Petco Health & Wellness Co. Inc. Class A | 8,200 | 184 | |||
* | ROBLOX Corp. Class A | 1,578 | 142 | |||
Nexstar Media Group Inc. Class A | 357 | 53 | ||||
Warner Music Group Corp. Class A | 1,414 | 51 | ||||
* | Playtika Holding Corp. | 1,652 | 39 | |||
* | Endeavor Group Holdings Inc. Class A | 509 | 14 | |||
Graham Holdings Co. Class B | 1 | 1 | ||||
2,728,988 | ||||||
Consumer Staples (4.8%) | ||||||
Procter & Gamble Co. | 936,553 | 126,369 | ||||
Coca-Cola Co. | 1,448,114 | 78,357 | ||||
PepsiCo Inc. | 524,138 | 77,662 | ||||
Philip Morris International Inc. | 553,512 | 54,859 | ||||
Mondelez International Inc. Class A | 597,386 | 37,301 | ||||
CVS Health Corp. | 442,343 | 36,909 | ||||
Colgate-Palmolive Co. | 375,615 | 30,556 | ||||
* | Monster Beverage Corp. | 298,547 | 27,272 | |||
Constellation Brands Inc. Class A | 82,347 | 19,260 | ||||
Altria Group Inc. | 365,860 | 17,444 | ||||
Kroger Co. | 414,817 | 15,892 | ||||
McCormick & Co. Inc. (Non-Voting) | 172,666 | 15,250 | ||||
Archer-Daniels-Midland Co. | 240,555 | 14,578 | ||||
Church & Dwight Co. Inc. | 169,883 | 14,477 | ||||
Brown-Forman Corp. Class B | 191,278 | 14,334 | ||||
Walgreens Boots Alliance Inc. | 267,344 | 14,065 | ||||
Hershey Co. | 78,631 | 13,696 | ||||
McKesson Corp. | 70,832 | 13,546 | ||||
Kimberly-Clark Corp. | 97,965 | 13,106 | ||||
Corteva Inc. | 289,881 | 12,856 | ||||
Clorox Co. | 70,336 | 12,654 |
Shares | Market Value• ($000) | |||||
AmerisourceBergen Corp. | 107,828 | 12,345 | ||||
Tyson Foods Inc. Class A | 163,958 | 12,094 | ||||
Hormel Foods Corp. | 224,493 | 10,720 | ||||
* | Molson Coors Beverage Co. Class B | 190,545 | 10,230 | |||
General Mills Inc. | 150,379 | 9,163 | ||||
* | Grocery Outlet Holding Corp. | 211,887 | 7,344 | |||
Sysco Corp. | 93,436 | 7,265 | ||||
* | Beyond Meat Inc. | 42,611 | 6,711 | |||
J M Smucker Co. | 48,525 | 6,287 | ||||
Casey's General Stores Inc. | 27,458 | 5,344 | ||||
Ingredion Inc. | 54,756 | 4,955 | ||||
Campbell Soup Co. | 103,441 | 4,716 | ||||
Lamb Weston Holdings Inc. | 58,150 | 4,690 | ||||
* | Boston Beer Co. Inc. Class A | 4,305 | 4,395 | |||
* | Hain Celestial Group Inc. | 107,989 | 4,332 | |||
Keurig Dr Pepper Inc. | 116,679 | 4,112 | ||||
* | US Foods Holding Corp. | 102,093 | 3,916 | |||
* | Post Holdings Inc. | 34,703 | 3,764 | |||
Kraft Heinz Co. | 83,022 | 3,386 | ||||
* | TreeHouse Foods Inc. | 74,488 | 3,316 | |||
Albertsons Cos. Inc. Class A | 124,900 | 2,456 | ||||
* | Darling Ingredients Inc. | 29,800 | 2,011 | |||
Kellogg Co. | 26,928 | 1,732 | ||||
Bunge Ltd. | 20,905 | 1,634 | ||||
* | Pilgrim's Pride Corp. | 72,006 | 1,597 | |||
* | Herbalife Nutrition Ltd. | 27,738 | 1,463 | |||
Flowers Foods Inc. | 8,141 | 197 | ||||
Brown-Forman Corp. Class A | 2,600 | 183 | ||||
Conagra Brands Inc. | 3,482 | 127 | ||||
Seaboard Corp. | 22 | 85 | ||||
Spectrum Brands Holdings Inc. | 10 | 1 | ||||
801,014 | ||||||
Energy (2.7%) | ||||||
Exxon Mobil Corp. | 1,609,154 | 101,505 | ||||
Chevron Corp. | 665,782 | 69,734 | ||||
ConocoPhillips | 543,628 | 33,107 | ||||
EOG Resources Inc. | 232,810 | 19,426 | ||||
Schlumberger NV | 582,126 | 18,634 | ||||
Pioneer Natural Resources Co. | 92,999 | 15,114 | ||||
Devon Energy Corp. | 510,623 | 14,905 | ||||
Occidental Petroleum Corp. | 474,861 | 14,849 | ||||
Phillips 66 | 163,306 | 14,015 | ||||
Valero Energy Corp. | 173,093 | 13,515 | ||||
* | Cheniere Energy Inc. | 124,324 | 10,784 | |||
Hess Corp. | 110,061 | 9,611 | ||||
Halliburton Co. | 395,337 | 9,140 |
Shares | Market Value• ($000) | |||||
* | NOV Inc. | 576,486 | 8,832 | |||
Diamondback Energy Inc. | 92,292 | 8,665 | ||||
Marathon Petroleum Corp. | 123,910 | 7,487 | ||||
Williams Cos. Inc. | 279,381 | 7,418 | ||||
* | EQT Corp. | 329,287 | 7,330 | |||
* | Plug Power Inc. | 174,200 | 5,956 | |||
Baker Hughes Co. | 260,058 | 5,947 | ||||
Marathon Oil Corp. | 423,676 | 5,770 | ||||
APA Corp. | 210,049 | 4,543 | ||||
* | Enphase Energy Inc. | 24,700 | 4,536 | |||
Continental Resources Inc. | 112,740 | 4,287 | ||||
* | First Solar Inc. | 45,956 | 4,159 | |||
Targa Resources Corp. | 89,415 | 3,974 | ||||
Cabot Oil & Gas Corp. | 209,282 | 3,654 | ||||
* | ChargePoint Holdings Inc. | 91,900 | 3,193 | |||
Cimarex Energy Co. | 39,650 | 2,873 | ||||
Texas Pacific Land Corp. | 1,400 | 2,240 | ||||
HollyFrontier Corp. | 59,819 | 1,968 | ||||
* | SolarEdge Technologies Inc. | 6,500 | 1,796 | |||
* | Shoals Technologies Group Inc. Class A | 37,500 | 1,331 | |||
ONEOK Inc. | 18,192 | 1,012 | ||||
Antero Midstream Corp. | 96,216 | 1,000 | ||||
Equitrans Midstream Corp. | 61,755 | 526 | ||||
442,836 | ||||||
Financials (10.9%) | ||||||
* | Berkshire Hathaway Inc. Class B | 749,873 | 208,405 | |||
JPMorgan Chase & Co. | 1,175,521 | 182,841 | ||||
Bank of America Corp. | 3,183,741 | 131,266 | ||||
Wells Fargo & Co. | 1,844,246 | 83,526 | ||||
Morgan Stanley | 882,764 | 80,941 | ||||
Citigroup Inc. | 807,742 | 57,148 | ||||
Goldman Sachs Group Inc. | 134,367 | 50,996 | ||||
S&P Global Inc. | 124,054 | 50,918 | ||||
MSCI Inc. | 88,246 | 47,042 | ||||
Charles Schwab Corp. | 633,197 | 46,103 | ||||
BlackRock Inc. | 48,950 | 42,830 | ||||
Intercontinental Exchange Inc. | 254,800 | 30,245 | ||||
Aon plc Class A | 126,391 | 30,177 | ||||
Moody's Corp. | 77,427 | 28,057 | ||||
Progressive Corp. | 273,036 | 26,815 | ||||
CME Group Inc. | 109,179 | 23,220 | ||||
PNC Financial Services Group Inc. | 120,031 | 22,897 | ||||
Discover Financial Services | 190,370 | 22,519 | ||||
US Bancorp | 389,596 | 22,195 | ||||
Marsh & McLennan Cos. Inc. | 148,885 | 20,945 | ||||
Ameriprise Financial Inc. | 82,444 | 20,519 | ||||
First Republic Bank | 103,915 | 19,450 | ||||
Truist Financial Corp. | 340,426 | 18,894 | ||||
Nasdaq Inc. | 106,332 | 18,693 |
Shares | Market Value• ($000) | |||||
T. Rowe Price Group Inc. | 91,575 | 18,129 | ||||
Brown & Brown Inc. | 339,907 | 18,063 | ||||
Aflac Inc. | 321,777 | 17,267 | ||||
Chubb Ltd. | 99,778 | 15,859 | ||||
Prudential Financial Inc. | 145,942 | 14,955 | ||||
Travelers Cos. Inc. | 98,384 | 14,729 | ||||
Allstate Corp. | 111,950 | 14,603 | ||||
SLM Corp. | 653,142 | 13,677 | ||||
State Street Corp. | 157,178 | 12,933 | ||||
W R Berkley Corp. | 163,287 | 12,153 | ||||
Fifth Third Bancorp | 316,295 | 12,092 | ||||
Assurant Inc. | 77,002 | 12,026 | ||||
* | SVB Financial Group | 21,411 | 11,914 | |||
* | Arch Capital Group Ltd. | 299,542 | 11,664 | |||
Popular Inc. | 153,360 | 11,510 | ||||
Raymond James Financial Inc. | 88,180 | 11,455 | ||||
Commerce Bancshares Inc. | 143,269 | 10,682 | ||||
MetLife Inc. | 173,864 | 10,406 | ||||
Globe Life Inc. | 101,484 | 9,666 | ||||
* | Markel Corp. | 8,076 | 9,584 | |||
East West Bancorp Inc. | 133,603 | 9,578 | ||||
Signature Bank | 38,333 | 9,416 | ||||
Broadridge Financial Solutions Inc. | 56,899 | 9,191 | ||||
Zions Bancorp NA | 173,074 | 9,149 | ||||
Lincoln National Corp. | 140,052 | 8,801 | ||||
KeyCorp | 419,838 | 8,670 | ||||
Bank of New York Mellon Corp. | 167,334 | 8,572 | ||||
American International Group Inc. | 164,578 | 7,834 | ||||
OneMain Holdings Inc. | 127,257 | 7,624 | ||||
SEI Investments Co. | 121,525 | 7,531 | ||||
* | Athene Holding Ltd. Class A | 109,004 | 7,358 | |||
* | Alleghany Corp. | 11,001 | 7,338 | |||
Willis Towers Watson plc | 31,393 | 7,221 | ||||
White Mountains Insurance Group Ltd. | 6,215 | 7,135 | ||||
Principal Financial Group Inc. | 110,482 | 6,981 | ||||
Reinsurance Group of America Inc. | 58,891 | 6,714 | ||||
M&T Bank Corp. | 46,002 | 6,685 | ||||
Hanover Insurance Group Inc. | 48,487 | 6,577 | ||||
Voya Financial Inc. | 98,879 | 6,081 | ||||
Loews Corp. | 99,510 | 5,438 | ||||
Cullen/Frost Bankers Inc. | 46,275 | 5,183 | ||||
Hartford Financial Services Group Inc. | 77,281 | 4,789 | ||||
* | Brighthouse Financial Inc. | 104,906 | 4,777 | |||
RenaissanceRe Holdings Ltd. | 31,800 | 4,732 |
Shares | Market Value• ($000) | |||||
Wintrust Financial Corp. | 61,293 | 4,636 | ||||
New Residential Investment Corp. | 425,479 | 4,506 | ||||
* | Opendoor Technologies Inc. | 237,500 | 4,211 | |||
Huntington Bancshares Inc. | 294,306 | 4,200 | ||||
MarketAxess Holdings Inc. | 8,909 | 4,130 | ||||
American Financial Group Inc. | 29,323 | 3,657 | ||||
LPL Financial Holdings Inc. | 27,000 | 3,644 | ||||
Interactive Brokers Group Inc. Class A | 54,320 | 3,570 | ||||
Northern Trust Corp. | 28,975 | 3,350 | ||||
BOK Financial Corp. | 38,470 | 3,331 | ||||
Jefferies Financial Group Inc. | 94,994 | 3,249 | ||||
* | Credit Acceptance Corp. | 6,996 | 3,177 | |||
Starwood Property Trust Inc. | 110,744 | 2,898 | ||||
CNA Financial Corp. | 61,718 | 2,808 | ||||
MGIC Investment Corp. | 200,841 | 2,731 | ||||
Pinnacle Financial Partners Inc. | 29,247 | 2,582 | ||||
Ally Financial Inc. | 49,143 | 2,449 | ||||
First Horizon Corp. | 138,758 | 2,398 | ||||
Western Alliance Bancorp | 22,046 | 2,047 | ||||
Rocket Cos. Inc. Class A | 99,800 | 1,931 | ||||
* | Lemonade Inc. | 17,600 | 1,926 | |||
Sterling Bancorp | 76,528 | 1,897 | ||||
Arthur J Gallagher & Co. | 11,573 | 1,621 | ||||
* | GoHealth Inc. Class A | 140,100 | 1,571 | |||
Bank of Hawaii Corp. | 15,647 | 1,318 | ||||
Fidelity National Financial Inc. | 29,371 | 1,276 | ||||
TFS Financial Corp. | 59,947 | 1,217 | ||||
* | LendingTree Inc. | 4,403 | 933 | |||
Santander Consumer USA Holdings Inc. | 25,379 | 922 | ||||
Lazard Ltd. Class A | 18,454 | 835 | ||||
* | Upstart Holdings Inc. | 5,621 | 702 | |||
Assured Guaranty Ltd. | 12,876 | 611 | ||||
New York Community Bancorp Inc. | 49,670 | 547 | ||||
Morningstar Inc. | 1,993 | 512 | ||||
Cboe Global Markets Inc. | 3,900 | 464 | ||||
* | Coinbase Global Inc. Class A | 1,663 | 421 | |||
FactSet Research Systems Inc. | 1,172 | 393 | ||||
Kemper Corp. | 3,979 | 294 | ||||
UWM Holdings Corp. | 31,000 | 262 | ||||
Affiliated Managers Group Inc. | 1,072 | 165 | ||||
Primerica Inc. | 877 | 134 |
Shares | Market Value• ($000) | |||||
First Citizens BancShares Inc. Class A | 100 | 83 | ||||
Erie Indemnity Co. Class A | 166 | 32 | ||||
1,807,025 | ||||||
Health Care (12.4%) | ||||||
Johnson & Johnson | 1,037,448 | 170,909 | ||||
UnitedHealth Group Inc. | 357,345 | 143,095 | ||||
Pfizer Inc. | 2,097,338 | 82,132 | ||||
Thermo Fisher Scientific Inc. | 151,842 | 76,600 | ||||
Merck & Co. Inc. | 982,523 | 76,411 | ||||
Abbott Laboratories | 636,600 | 73,801 | ||||
AbbVie Inc. | 626,570 | 70,577 | ||||
Eli Lilly & Co. | 301,811 | 69,272 | ||||
Danaher Corp. | 233,975 | 62,790 | ||||
Bristol-Myers Squibb Co. | 892,613 | 59,644 | ||||
Medtronic plc | 472,235 | 58,619 | ||||
Amgen Inc. | 237,221 | 57,823 | ||||
Zoetis Inc. Class A | 250,316 | 46,649 | ||||
* | Intuitive Surgical Inc. | 43,277 | 39,799 | |||
Cigna Corp. | 166,188 | 39,398 | ||||
Anthem Inc. | 101,321 | 38,684 | ||||
* | Boston Scientific Corp. | 739,821 | 31,635 | |||
Gilead Sciences Inc. | 454,242 | 31,279 | ||||
Becton Dickinson & Co. | 127,458 | 30,996 | ||||
* | Moderna Inc. | 128,726 | 30,248 | |||
Agilent Technologies Inc. | 203,712 | 30,111 | ||||
Stryker Corp. | 114,580 | 29,760 | ||||
Humana Inc. | 63,904 | 28,292 | ||||
* | Charles River Laboratories International Inc. | 74,470 | 27,548 | |||
* | Illumina Inc. | 49,992 | 23,657 | |||
* | Biogen Inc. | 67,688 | 23,438 | |||
* | Vertex Pharmaceuticals Inc. | 114,915 | 23,170 | |||
* | Regeneron Pharmaceuticals Inc. | 40,120 | 22,409 | |||
* | Edwards Lifesciences Corp. | 209,329 | 21,680 | |||
Bio-Techne Corp. | 44,945 | 20,237 | ||||
* | Laboratory Corp. of America Holdings | 70,685 | 19,498 | |||
HCA Healthcare Inc. | 93,286 | 19,286 | ||||
* | Centene Corp. | 242,959 | 17,719 | |||
Cooper Cos. Inc. | 44,386 | 17,589 | ||||
* | IDEXX Laboratories Inc. | 26,757 | 16,898 | |||
Teleflex Inc. | 41,189 | 16,549 | ||||
PerkinElmer Inc. | 106,266 | 16,409 | ||||
Zimmer Biomet Holdings Inc. | 98,842 | 15,896 | ||||
* | IQVIA Holdings Inc. | 65,444 | 15,858 | |||
* | Dexcom Inc. | 35,827 | 15,298 | |||
* | Align Technology Inc. | 25,036 | 15,297 | |||
Baxter International Inc. | 179,475 | 14,448 | ||||
* | Teladoc Health Inc. | 83,326 | 13,856 |
Shares | Market Value• ($000) | |||||
* | Veeva Systems Inc. Class A | 41,266 | 12,832 | |||
* | Alexion Pharmaceuticals Inc. | 68,750 | 12,630 | |||
Bruker Corp. | 162,910 | 12,378 | ||||
* | QIAGEN NV | 227,726 | 11,017 | |||
* | Seagen Inc. | 66,982 | 10,575 | |||
Universal Health Services Inc. Class B | 69,799 | 10,221 | ||||
ResMed Inc. | 38,871 | 9,582 | ||||
Quest Diagnostics Inc. | 70,369 | 9,287 | ||||
* | Alnylam Pharmaceuticals Inc. | 53,959 | 9,147 | |||
* | Henry Schein Inc. | 123,189 | 9,139 | |||
* | Exact Sciences Corp. | 71,481 | 8,886 | |||
* | Hologic Inc. | 129,253 | 8,624 | |||
Cardinal Health Inc. | 146,440 | 8,360 | ||||
* | Bio-Rad Laboratories Inc. Class A | 12,813 | 8,255 | |||
* | Incyte Corp. | 94,863 | 7,981 | |||
Viatris Inc. | 549,512 | 7,852 | ||||
DENTSPLY SIRONA Inc. | 110,655 | 7,000 | ||||
* | Novocure Ltd. | 31,069 | 6,892 | |||
Cerner Corp. | 86,490 | 6,760 | ||||
* | Exelixis Inc. | 353,309 | 6,437 | |||
STERIS plc | 30,730 | 6,340 | ||||
* | Catalent Inc. | 55,426 | 5,993 | |||
* | Novavax Inc. | 26,400 | 5,605 | |||
* | Horizon Therapeutics plc | 49,913 | 4,674 | |||
* | Quidel Corp. | 34,800 | 4,459 | |||
* | DaVita Inc. | 36,846 | 4,437 | |||
* | Penumbra Inc. | 16,007 | 4,387 | |||
West Pharmaceutical Services Inc. | 12,061 | 4,331 | ||||
* | Insulet Corp. | 15,168 | 4,164 | |||
* | Elanco Animal Health Inc. | 117,047 | 4,060 | |||
* | Guardant Health Inc. | 32,268 | 4,007 | |||
* | United Therapeutics Corp. | 22,086 | 3,962 | |||
* | Ionis Pharmaceuticals Inc. | 93,209 | 3,718 | |||
* | BioMarin Pharmaceutical Inc. | 43,646 | 3,642 | |||
* | Sarepta Therapeutics Inc. | 46,740 | 3,634 | |||
* | Masimo Corp. | 14,482 | 3,511 | |||
* | Nektar Therapeutics | 202,500 | 3,475 | |||
* | Molina Healthcare Inc. | 13,428 | 3,398 | |||
* | Organon & Co. | 98,252 | 2,973 | |||
* | Avantor Inc. | 79,947 | 2,839 | |||
* | Acadia Healthcare Co. Inc. | 43,965 | 2,759 | |||
* | Sage Therapeutics Inc. | 44,900 | 2,551 | |||
* | Neurocrine Biosciences Inc. | 26,196 | 2,549 | |||
* | Envista Holdings Corp. | 57,545 | 2,486 | |||
* | ABIOMED Inc. | 7,564 | 2,361 | |||
* | Iovance Biotherapeutics Inc. | 85,300 | 2,219 | |||
* | Jazz Pharmaceuticals plc | 12,304 | 2,186 |
Shares | Market Value• ($000) | |||||
* | Mirati Therapeutics Inc. | 13,100 | 2,116 | |||
* | Repligen Corp. | 10,100 | 2,016 | |||
Royalty Pharma plc Class A | 48,300 | 1,980 | ||||
* | Integra LifeSciences Holdings Corp. | 28,188 | 1,924 | |||
* | Oak Street Health Inc. | 29,198 | 1,710 | |||
Hill-Rom Holdings Inc. | 14,895 | 1,692 | ||||
* | American Well Corp. Class A | 120,200 | 1,512 | |||
* | Global Blood Therapeutics Inc. | 42,600 | 1,492 | |||
* | 10X Genomics Inc. Class A | 6,700 | 1,312 | |||
* | Tandem Diabetes Care Inc. | 12,000 | 1,169 | |||
Chemed Corp. | 1,705 | 809 | ||||
Premier Inc. Class A | 23,021 | 801 | ||||
* | ICU Medical Inc. | 3,463 | 713 | |||
* | Natera Inc. | 5,100 | 579 | |||
Encompass Health Corp. | 4,425 | 345 | ||||
* | Adaptive Biotechnologies Corp. | 7,594 | 310 | |||
Perrigo Co. plc | 3,816 | 175 | ||||
* | CureVac NV | 1,700 | 125 | |||
* | GoodRx Holdings Inc. Class A | 303 | 11 | |||
2,060,630 | ||||||
Industrials (14.2%) | ||||||
Visa Inc. Class A | 673,984 | 157,591 | ||||
* | PayPal Holdings Inc. | 514,789 | 150,051 | |||
Mastercard Inc. Class A | 349,780 | 127,701 | ||||
Accenture plc Class A | 233,002 | 68,687 | ||||
Union Pacific Corp. | 262,371 | 57,703 | ||||
* | Boeing Co. | 217,073 | 52,002 | |||
Honeywell International Inc. | 232,161 | 50,925 | ||||
General Electric Co. | 3,741,487 | 50,360 | ||||
United Parcel Service Inc. Class B | 230,102 | 47,854 | ||||
American Express Co. | 273,062 | 45,118 | ||||
Global Payments Inc. | 235,676 | 44,199 | ||||
Raytheon Technologies Corp. | 467,597 | 39,891 | ||||
Caterpillar Inc. | 175,496 | 38,193 | ||||
3M Co. | 192,197 | 38,176 | ||||
* | Mettler-Toledo International Inc. | 25,127 | 34,809 | |||
Fidelity National Information Services Inc. | 244,418 | 34,627 | ||||
* | Fiserv Inc. | 321,884 | 34,406 | |||
Sherwin-Williams Co. | 125,760 | 34,263 | ||||
CSX Corp. | 1,041,606 | 33,415 | ||||
* | Square Inc. Class A | 136,552 | 33,291 | |||
FedEx Corp. | 109,365 | 32,627 | ||||
Norfolk Southern Corp. | 120,385 | 31,951 | ||||
Old Dominion Freight Line Inc. | 123,615 | 31,373 | ||||
Illinois Tool Works Inc. | 137,731 | 30,791 |
Shares | Market Value• ($000) | |||||
Deere & Co. | 81,657 | 28,801 | ||||
Cintas Corp. | 74,609 | 28,501 | ||||
* | TransDigm Group Inc. | 41,274 | 26,716 | |||
Northrop Grumman Corp. | 69,397 | 25,221 | ||||
Verisk Analytics Inc. | 137,812 | 24,078 | ||||
Automatic Data Processing Inc. | 115,011 | 22,843 | ||||
Lockheed Martin Corp. | 57,607 | 21,796 | ||||
* | Waters Corp. | 62,836 | 21,717 | |||
* | Zebra Technologies Corp. Class A | 39,590 | 20,962 | |||
General Dynamics Corp. | 111,185 | 20,932 | ||||
AMETEK Inc. | 151,305 | 20,199 | ||||
Parker-Hannifin Corp. | 65,681 | 20,171 | ||||
* | Keysight Technologies Inc. | 124,946 | 19,293 | |||
Eaton Corp. plc | 129,172 | 19,141 | ||||
Jacobs Engineering Group Inc. | 140,325 | 18,722 | ||||
Ball Corp. | 221,978 | 17,985 | ||||
Capital One Financial Corp. | 115,609 | 17,884 | ||||
Expeditors International of Washington Inc. | 138,416 | 17,523 | ||||
L3Harris Technologies Inc. | 80,601 | 17,422 | ||||
Equifax Inc. | 72,586 | 17,385 | ||||
IDEX Corp. | 77,733 | 17,105 | ||||
Fortive Corp. | 244,245 | 17,034 | ||||
Martin Marietta Materials Inc. | 47,052 | 16,553 | ||||
Emerson Electric Co. | 160,755 | 15,471 | ||||
Vulcan Materials Co. | 88,366 | 15,382 | ||||
Toro Co. | 139,713 | 15,352 | ||||
Carrier Global Corp. | 309,834 | 15,058 | ||||
Crown Holdings Inc. | 142,855 | 14,601 | ||||
Lennox International Inc. | 39,309 | 13,790 | ||||
AGCO Corp. | 104,204 | 13,586 | ||||
PACCAR Inc. | 144,705 | 12,915 | ||||
Otis Worldwide Corp. | 157,191 | 12,853 | ||||
JB Hunt Transport Services Inc. | 77,704 | 12,662 | ||||
Cummins Inc. | 51,145 | 12,470 | ||||
Eagle Materials Inc. | 87,370 | 12,416 | ||||
Landstar System Inc. | 77,365 | 12,225 | ||||
DuPont de Nemours Inc. | 155,897 | 12,068 | ||||
Synchrony Financial | 236,856 | 11,492 | ||||
Carlisle Cos. Inc. | 58,515 | 11,199 | ||||
* | Teledyne Technologies Inc. | 26,185 | 10,967 | |||
Xylem Inc. | 89,079 | 10,686 | ||||
WW Grainger Inc. | 23,754 | 10,404 | ||||
Owens Corning | 103,018 | 10,085 | ||||
Textron Inc. | 146,654 | 10,085 | ||||
Oshkosh Corp. | 79,575 | 9,918 | ||||
Armstrong World Industries Inc. | 90,528 | 9,710 | ||||
Huntington Ingalls Industries Inc. | 43,600 | 9,189 | ||||
Genpact Ltd. | 193,618 | 8,796 |
Shares | Market Value• ($000) | |||||
BWX Technologies Inc. | 143,634 | 8,348 | ||||
Jack Henry & Associates Inc. | 51,040 | 8,346 | ||||
Robert Half International Inc. | 91,054 | 8,101 | ||||
Johnson Controls International plc | 111,029 | 7,620 | ||||
Graco Inc. | 98,621 | 7,466 | ||||
* | Generac Holdings Inc. | 17,713 | 7,354 | |||
* | FleetCor Technologies Inc. | 28,478 | 7,292 | |||
IHS Markit Ltd. | 60,260 | 6,789 | ||||
* | Virgin Galactic Holdings Inc. | 146,500 | 6,739 | |||
* | United Rentals Inc. | 20,502 | 6,540 | |||
Donaldson Co. Inc. | 101,191 | 6,429 | ||||
Valmont Industries Inc. | 26,975 | 6,367 | ||||
ITT Inc. | 68,646 | 6,287 | ||||
ManpowerGroup Inc. | 52,389 | 6,230 | ||||
* | Ingersoll Rand Inc. | 124,585 | 6,081 | |||
Stanley Black & Decker Inc. | 29,193 | 5,984 | ||||
Westinghouse Air Brake Technologies Corp. | 71,671 | 5,899 | ||||
* | Mohawk Industries Inc. | 30,188 | 5,802 | |||
PPG Industries Inc. | 33,704 | 5,722 | ||||
Quanta Services Inc. | 62,470 | 5,658 | ||||
Sealed Air Corp. | 91,392 | 5,415 | ||||
* | Axon Enterprise Inc. | 30,579 | 5,406 | |||
Trane Technologies plc | 29,014 | 5,343 | ||||
* | Bill.com Holdings Inc. | 29,000 | 5,312 | |||
* | Trimble Inc. | 61,981 | 5,072 | |||
* | Colfax Corp. | 110,500 | 5,062 | |||
Rockwell Automation Inc. | 16,494 | 4,718 | ||||
* | Mercury Systems Inc. | 70,400 | 4,666 | |||
* | Euronet Worldwide Inc. | 32,136 | 4,350 | |||
Paychex Inc. | 40,000 | 4,292 | ||||
* | Berry Global Group Inc. | 64,335 | 4,196 | |||
HEICO Corp. | 27,866 | 3,885 | ||||
MSC Industrial Direct Co. Inc. Class A | 41,610 | 3,734 | ||||
Packaging Corp. of America | 27,444 | 3,716 | ||||
CH Robinson Worldwide Inc. | 39,317 | 3,683 | ||||
* | Howmet Aerospace Inc. | 105,270 | 3,629 | |||
Flowserve Corp. | 87,321 | 3,521 | ||||
* | Fair Isaac Corp. | 5,973 | 3,002 | |||
* | StoneCo Ltd. Class A | 39,800 | 2,669 | |||
* | AECOM | 40,880 | 2,589 | |||
MDU Resources Group Inc. | 80,095 | 2,510 | ||||
Allison Transmission Holdings Inc. | 62,972 | 2,502 | ||||
* | Sensata Technologies Holding plc | 42,612 | 2,470 | |||
* | Coherent Inc. | 9,143 | 2,417 |
Shares | Market Value• ($000) | |||||
Cognex Corp. | 27,531 | 2,314 | ||||
* | XPO Logistics Inc. | 15,647 | 2,189 | |||
Nordson Corp. | 9,300 | 2,041 | ||||
Spirit AeroSystems Holdings Inc. Class A | 41,506 | 1,959 | ||||
TransUnion | 17,546 | 1,927 | ||||
* | Middleby Corp. | 10,998 | 1,906 | |||
Vontier Corp. | 55,048 | 1,793 | ||||
* | Axalta Coating Systems Ltd. | 58,104 | 1,772 | |||
* | WEX Inc. | 8,803 | 1,707 | |||
Allegion plc | 12,165 | 1,695 | ||||
* | Trex Co. Inc. | 15,441 | 1,578 | |||
* | FTI Consulting Inc. | 11,197 | 1,530 | |||
* | AZEK Co. Inc. Class A | 35,971 | 1,527 | |||
Acuity Brands Inc. | 7,955 | 1,488 | ||||
* | Paysafe Ltd. | 116,100 | 1,406 | |||
* | Kirby Corp. | 18,615 | 1,129 | |||
MKS Instruments Inc. | 5,395 | 960 | ||||
Booz Allen Hamilton Holding Corp. Class A | 8,520 | 726 | ||||
RPM International Inc. | 5,251 | 466 | ||||
Silgan Holdings Inc. | 10,388 | 431 | ||||
Littelfuse Inc. | 1,596 | 407 | ||||
AptarGroup Inc. | 2,836 | 399 | ||||
Brunswick Corp. | 3,484 | 347 | ||||
Kansas City Southern | 1,200 | 340 | ||||
* | Paylocity Holding Corp. | 1,635 | 312 | |||
Sonoco Products Co. | 2,414 | 161 | ||||
* | Affirm Holdings Inc. Class A | 475 | 32 | |||
* | Marqeta Inc. Class A | 969 | 27 | |||
* | Gates Industrial Corp. plc | 447 | 8 | |||
2,343,158 | ||||||
Real Estate (3.2%) | ||||||
American Tower Corp. | 188,791 | 51,000 | ||||
Prologis Inc. | 291,923 | 34,894 | ||||
SBA Communications Corp. | 105,484 | 33,618 | ||||
Crown Castle International Corp. | 164,871 | 32,166 | ||||
Equinix Inc. | 35,391 | 28,405 | ||||
* | CBRE Group Inc. Class A | 271,349 | 23,263 | |||
Public Storage | 58,881 | 17,705 | ||||
Digital Realty Trust Inc. | 110,688 | 16,654 | ||||
Equity LifeStyle Properties Inc. | 191,794 | 14,252 | ||||
* | CoStar Group Inc. | 170,700 | 14,137 | |||
American Homes 4 Rent Class A | 341,378 | 13,263 | ||||
Extra Space Storage Inc. | 80,139 | 13,128 | ||||
AvalonBay Communities Inc. | 54,421 | 11,357 | ||||
Equity Residential | 145,906 | 11,235 | ||||
Simon Property Group Inc. | 82,253 | 10,732 |
Shares | Market Value• ($000) | |||||
Mid-America Apartment Communities Inc. | 62,424 | 10,513 | ||||
Weyerhaeuser Co. | 298,883 | 10,288 | ||||
Alexandria Real Estate Equities Inc. | 54,452 | 9,907 | ||||
Essex Property Trust Inc. | 32,988 | 9,897 | ||||
* | Jones Lang LaSalle Inc. | 48,345 | 9,449 | |||
* | Host Hotels & Resorts Inc. | 500,678 | 8,557 | |||
Ventas Inc. | 149,332 | 8,527 | ||||
Invitation Homes Inc. | 224,454 | 8,370 | ||||
* | Zillow Group Inc. Class C | 64,681 | 7,905 | |||
Sun Communities Inc. | 42,319 | 7,253 | ||||
Duke Realty Corp. | 147,368 | 6,978 | ||||
* | Howard Hughes Corp. | 69,984 | 6,821 | |||
UDR Inc. | 116,035 | 5,683 | ||||
Douglas Emmett Inc. | 159,344 | 5,357 | ||||
Camden Property Trust | 40,323 | 5,350 | ||||
Lamar Advertising Co. Class A | 49,553 | 5,174 | ||||
Apartment Income REIT Corp. | 104,262 | 4,945 | ||||
* | Zillow Group Inc. Class A | 39,603 | 4,853 | |||
Medical Properties Trust Inc. | 227,141 | 4,566 | ||||
Realty Income Corp. | 60,940 | 4,067 | ||||
* | Park Hotels & Resorts Inc. | 189,400 | 3,904 | |||
Americold Realty Trust | 95,299 | 3,607 | ||||
Welltower Inc. | 43,247 | 3,594 | ||||
CubeSmart | 76,313 | 3,535 | ||||
* | EPR Properties | 65,946 | 3,474 | |||
CyrusOne Inc. | 48,090 | 3,439 | ||||
Kilroy Realty Corp. | 46,621 | 3,247 | ||||
Equity Commonwealth | 120,065 | 3,146 | ||||
VEREIT Inc. | 67,259 | 3,089 | ||||
Life Storage Inc. | 28,641 | 3,075 | ||||
Rexford Industrial Realty Inc. | 52,615 | 2,996 | ||||
First Industrial Realty Trust Inc. | 51,231 | 2,676 | ||||
STORE Capital Corp. | 74,155 | 2,559 | ||||
Kimco Realty Corp. | 115,366 | 2,405 | ||||
Cousins Properties Inc. | 58,449 | 2,150 | ||||
CoreSite Realty Corp. | 15,875 | 2,137 | ||||
Rayonier Inc. | 52,081 | 1,871 | ||||
American Campus Communities Inc. | 37,690 | 1,761 | ||||
Hudson Pacific Properties Inc. | 62,320 | 1,734 | ||||
Weingarten Realty Investors | 47,877 | 1,535 | ||||
JBG SMITH Properties | 48,572 | 1,530 | ||||
VICI Properties Inc. | 32,219 | 999 | ||||
Iron Mountain Inc. | 23,460 | 993 |
Shares | Market Value• ($000) | |||||
Federal Realty Investment Trust | 8,082 | 947 | ||||
SL Green Realty Corp. | 7,629 | 610 | ||||
531,282 | ||||||
Technology (28.0%) | ||||||
Apple Inc. | 6,319,138 | 865,469 | ||||
Microsoft Corp. | 3,010,838 | 815,636 | ||||
* | Facebook Inc. Class A | 953,323 | 331,480 | |||
* | Alphabet Inc. Class A | 119,497 | 291,787 | |||
* | Alphabet Inc. Class C | 112,545 | 282,074 | |||
NVIDIA Corp. | 238,229 | 190,607 | ||||
* | Adobe Inc. | 200,533 | 117,440 | |||
Intel Corp. | 1,551,079 | 87,078 | ||||
* | salesforce.com Inc. | 354,926 | 86,698 | |||
Applied Materials Inc. | 527,040 | 75,051 | ||||
Texas Instruments Inc. | 361,142 | 69,448 | ||||
QUALCOMM Inc. | 456,471 | 65,243 | ||||
Broadcom Inc. | 135,198 | 64,468 | ||||
Lam Research Corp. | 94,792 | 61,681 | ||||
Intuit Inc. | 125,214 | 61,376 | ||||
Oracle Corp. | 677,447 | 52,733 | ||||
* | Advanced Micro Devices Inc. | 475,776 | 44,690 | |||
* | Cadence Design Systems Inc. | 316,071 | 43,245 | |||
* | Synopsys Inc. | 150,750 | 41,575 | |||
* | ServiceNow Inc. | 72,162 | 39,657 | |||
* | Autodesk Inc. | 135,680 | 39,605 | |||
International Business Machines Corp. | 263,012 | 38,555 | ||||
* | Micron Technology Inc. | 422,580 | 35,911 | |||
Teradyne Inc. | 261,282 | 35,001 | ||||
KLA Corp. | 94,620 | 30,677 | ||||
* | Zoom Video Communications Inc. Class A | 77,959 | 30,173 | |||
* | Twilio Inc. Class A | 65,479 | 25,809 | |||
Roper Technologies Inc. | 53,563 | 25,185 | ||||
* | Match Group Inc. | 154,145 | 24,856 | |||
Amphenol Corp. Class A | 348,261 | 23,825 | ||||
Analog Devices Inc. | 133,298 | 22,949 | ||||
* | Fortinet Inc. | 88,817 | 21,155 | |||
* | Twitter Inc. | 287,635 | 19,792 | |||
Corning Inc. | 448,584 | 18,347 | ||||
* | DocuSign Inc. | 62,734 | 17,539 | |||
Cognizant Technology Solutions Corp. Class A | 240,533 | 16,659 | ||||
* | Palantir Technologies Inc. Class A | 621,498 | 16,383 | |||
* | Workday Inc. Class A | 58,663 | 14,005 | |||
* | Atlassian Corp. plc Class A | 54,002 | 13,871 | |||
Xilinx Inc. | 89,071 | 12,883 | ||||
* | Okta Inc. Class A | 51,969 | 12,716 | |||
* | Palo Alto Networks Inc. | 32,834 | 12,183 | |||
* | Arrow Electronics Inc. | 105,274 | 11,983 |
Shares | Market Value• ($000) | |||||
* | Crowdstrike Holdings Inc. Class A | 46,120 | 11,590 | |||
* | Snowflake Inc. Class A | 47,746 | 11,545 | |||
* | Pinterest Inc. Class A | 145,761 | 11,508 | |||
Dolby Laboratories Inc. Class A | 115,638 | 11,366 | ||||
* | Gartner Inc. | 46,456 | 11,252 | |||
NetApp Inc. | 136,795 | 11,193 | ||||
* | ANSYS Inc. | 30,794 | 10,687 | |||
HP Inc. | 350,111 | 10,570 | ||||
Hewlett Packard Enterprise Co. | 711,355 | 10,372 | ||||
Marvell Technology Inc. | 174,494 | 10,178 | ||||
* | VeriSign Inc. | 44,478 | 10,127 | |||
Microchip Technology Inc. | 63,884 | 9,566 | ||||
Citrix Systems Inc. | 81,541 | 9,562 | ||||
* | EPAM Systems Inc. | 18,104 | 9,250 | |||
* | Western Digital Corp. | 127,552 | 9,078 | |||
* | Black Knight Inc. | 108,710 | 8,477 | |||
* | Splunk Inc. | 57,314 | 8,287 | |||
Maxim Integrated Products Inc. | 76,484 | 8,058 | ||||
* | Dell Technologies Inc. Class C | 77,738 | 7,748 | |||
* | Nuance Communications Inc. | 137,917 | 7,508 | |||
SS&C Technologies Holdings Inc. | 101,768 | 7,333 | ||||
NortonLifeLock Inc. | 266,482 | 7,254 | ||||
* | Qorvo Inc. | 36,388 | 7,119 | |||
* | IAC/InterActiveCorp | 44,781 | 6,904 | |||
* | Akamai Technologies Inc. | 58,214 | 6,788 | |||
* | Wix.com Ltd. | 23,100 | 6,706 | |||
* | RingCentral Inc. Class A | 22,650 | 6,582 | |||
* | MongoDB Inc. Class A | 17,869 | 6,460 | |||
* | GoDaddy Inc. Class A | 73,840 | 6,421 | |||
* | HubSpot Inc. | 10,971 | 6,393 | |||
* | DoorDash Inc. Class A | 35,506 | 6,332 | |||
* | Slack Technologies Inc. Class A | 142,540 | 6,315 | |||
* | Cloudflare Inc. Class A | 58,700 | 6,213 | |||
* | Datadog Inc. Class A | 59,599 | 6,203 | |||
Skyworks Solutions Inc. | 31,731 | 6,084 | ||||
* | Guidewire Software Inc. | 47,991 | 5,410 | |||
* | Coupa Software Inc. | 20,214 | 5,298 | |||
* | ON Semiconductor Corp. | 132,764 | 5,082 | |||
* | Clarivate plc | 180,200 | 4,961 | |||
* | NCR Corp. | 107,900 | 4,921 | |||
* | F5 Networks Inc. | 25,788 | 4,814 | |||
* | Unity Software Inc. | 43,833 | 4,814 | |||
* | Manhattan Associates Inc. | 32,339 | 4,684 | |||
* | PTC Inc. | 31,366 | 4,431 | |||
* | VMware Inc. Class A | 27,456 | 4,392 | |||
* | Zendesk Inc. | 29,758 | 4,295 | |||
Avnet Inc. | 105,416 | 4,225 | ||||
* | Tyler Technologies Inc. | 8,729 | 3,949 |
Shares | Market Value• ($000) | |||||
* | Cree Inc. | 40,000 | 3,917 | |||
* | Dun & Bradstreet Holdings Inc. | 175,400 | 3,748 | |||
* | Vimeo Inc. | 72,701 | 3,562 | |||
* | Paycom Software Inc. | 9,641 | 3,504 | |||
* | Fastly Inc. Class A | 57,000 | 3,397 | |||
Universal Display Corp. | 15,011 | 3,337 | ||||
CDW Corp. | 17,842 | 3,116 | ||||
* | DXC Technology Co. | 74,093 | 2,885 | |||
* | Ceridian HCM Holding Inc. | 27,055 | 2,595 | |||
Leidos Holdings Inc. | 24,871 | 2,515 | ||||
* | Teradata Corp. | 49,671 | 2,482 | |||
* | Skillz Inc. Class A | 113,300 | 2,461 | |||
NXP Semiconductors NV | 11,900 | 2,448 | ||||
CDK Global Inc. | 48,394 | 2,405 | ||||
* | Zscaler Inc. | 10,955 | 2,367 | |||
* | FireEye Inc. | 108,421 | 2,192 | |||
* | Alteryx Inc. Class A | 22,246 | 1,914 | |||
* | IPG Photonics Corp. | 8,932 | 1,883 | |||
* | CACI International Inc. Class A | 7,044 | 1,797 | |||
Monolithic Power Systems Inc. | 4,730 | 1,766 | ||||
* | Change Healthcare Inc. | 75,615 | 1,742 | |||
* | Proofpoint Inc. | 9,697 | 1,685 | |||
* | Avalara Inc. | 9,649 | 1,561 | |||
* | Vroom Inc. | 33,500 | 1,402 | |||
* | Nutanix Inc. Class A | 36,620 | 1,400 | |||
Bentley Systems Inc. Class B | 21,200 | 1,373 | ||||
Xerox Holdings Corp. | 55,907 | 1,313 | ||||
* | Pure Storage Inc. Class A | 58,388 | 1,140 | |||
* | Five9 Inc. | 5,750 | 1,055 | |||
Amdocs Ltd. | 11,856 | 917 | ||||
Vertiv Holdings Co. Class A | 29,000 | 792 | ||||
* | C3.ai Inc. Class A | 11,900 | 744 | |||
* | Aspen Technology Inc. | 4,300 | 591 | |||
* | Dynatrace Inc. | 9,146 | 534 | |||
* | Allegro MicroSystems Inc. | 18,900 | 524 | |||
Entegris Inc. | 4,076 | 501 | ||||
* | Elastic NV | 3,124 | 455 | |||
Pegasystems Inc. | 2,595 | 361 | ||||
* | Dropbox Inc. Class A | 11,393 | 345 | |||
* | Smartsheet Inc. Class A | 4,621 | 334 | |||
* | Anaplan Inc. | 5,200 | 277 | |||
* | Medallia Inc. | 4,100 | 138 | |||
* | AppLovin Corp. Class A | 1,198 | 90 | |||
* | UiPath Inc. Class A | 936 | 64 | |||
* | Qualtrics International Inc. Class A | 1,075 | 41 | |||
* | ZoomInfo Technologies Inc. Class A | 593 | 31 | |||
* | Bumble Inc. Class A | 516 | 30 | |||
* | Just Eat Takeaway.com NV ADR | 2 | — | |||
4,639,534 |
Shares | Market Value• ($000) | |||||
Telecommunications (3.1%) | ||||||
Comcast Corp. Class A | 1,796,063 | 102,411 | ||||
Verizon Communications Inc. | 1,607,909 | 90,091 | ||||
Cisco Systems Inc. | 1,597,843 | 84,686 | ||||
AT&T Inc. | 2,533,965 | 72,927 | ||||
* | T-Mobile US Inc. | 331,507 | 48,012 | |||
* | Charter Communications Inc. Class A | 49,231 | 35,518 | |||
* | Roku Inc. Class A | 40,709 | 18,696 | |||
* | Liberty Broadband Corp. Class C | 64,989 | 11,286 | |||
Motorola Solutions Inc. | 40,243 | 8,727 | ||||
Juniper Networks Inc. | 273,671 | 7,485 | ||||
* | Arista Networks Inc. | 14,795 | 5,360 | |||
* | DISH Network Corp. Class A | 125,591 | 5,250 | |||
* | Liberty Broadband Corp. Class A | 19,734 | 3,319 | |||
* | CommScope Holding Co. Inc. | 153,970 | 3,281 | |||
* | Lumentum Holdings Inc. | 38,400 | 3,150 | |||
* | Altice USA Inc. Class A | 72,643 | 2,480 | |||
* | Ciena Corp. | 43,130 | 2,454 | |||
Cable One Inc. | 819 | 1,567 | ||||
* | Viasat Inc. | 25,754 | 1,283 | |||
507,983 | ||||||
Utilities (2.6%) | ||||||
NextEra Energy Inc. | 792,325 | 58,062 | ||||
Duke Energy Corp. | 308,844 | 30,489 | ||||
Dominion Energy Inc. | 323,987 | 23,836 | ||||
Waste Management Inc. | 146,985 | 20,594 | ||||
Southern Co. | 338,442 | 20,479 | ||||
American Water Works Co. Inc. | 131,114 | 20,209 | ||||
WEC Energy Group Inc. | 199,699 | 17,763 | ||||
Exelon Corp. | 386,434 | 17,123 | ||||
Sempra Energy | 124,369 | 16,476 | ||||
* | PG&E Corp. | 1,576,881 | 16,037 | |||
Eversource Energy | 183,279 | 14,706 | ||||
Xcel Energy Inc. | 210,170 | 13,846 | ||||
CMS Energy Corp. | 211,659 | 12,505 | ||||
Atmos Energy Corp. | 128,834 | 12,382 | ||||
American Electric Power Co. Inc. | 135,702 | 11,479 | ||||
DTE Energy Co. | 80,571 | 10,442 | ||||
AES Corp. | 384,857 | 10,033 | ||||
Consolidated Edison Inc. | 133,006 | 9,539 | ||||
Public Service Enterprise Group Inc. | 151,363 | 9,042 | ||||
Essential Utilities Inc. | 193,616 | 8,848 | ||||
Edison International | 139,688 | 8,077 | ||||
FirstEnergy Corp. | 215,147 | 8,006 | ||||
Ameren Corp. | 98,455 | 7,880 | ||||
NiSource Inc. | 276,272 | 6,769 |
Shares | Market Value• ($000) | |||||
* | Sunrun Inc. | 102,400 | 5,712 | |||
CenterPoint Energy Inc. | 213,200 | 5,228 | ||||
Alliant Energy Corp. | 91,615 | 5,108 | ||||
Entergy Corp. | 43,027 | 4,290 | ||||
Evergy Inc. | 67,360 | 4,070 | ||||
NRG Energy Inc. | 98,641 | 3,975 | ||||
UGI Corp. | 82,918 | 3,840 | ||||
Republic Services Inc. | 31,721 | 3,490 | ||||
PPL Corp. | 122,981 | 3,440 | ||||
* | Stericycle Inc. | 40,057 | 2,866 | |||
* | Clean Harbors Inc. | 20,375 | 1,898 | |||
IDACORP Inc. | 16,354 | 1,594 | ||||
National Fuel Gas Co. | 9,448 | 494 | ||||
430,627 | ||||||
Total Common Stocks (Cost $5,368,829) | 16,541,546 | |||||
Preferred Stock (0.0%) | ||||||
Qurate Retail Inc. Pfd., 8.000%, 9/15/25 (Cost $373) | 8,633 | 934 |
Shares | Market Value• ($000) | |||||
Temporary Cash Investments (0.0%) | ||||||
Money Market Fund (0.0%) | ||||||
1 | Vanguard Market Liquidity Fund, 0.056% (Cost $7,899) | 78,987 | 7,899 | |||
Total Investments (99.9%) (Cost $5,377,101) | 16,550,379 | |||||
Other Assets and Liabilities—Net (0.1%) | 12,058 | |||||
Net Assets (100%) | 16,562,437 |
Cost is in $000. | |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
ADR—American Depositary Receipt. | |
REIT—Real Estate Investment Trust. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini S&P 500 Index | September 2021 | 95 | 20,371 | 198 |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $5,369,202) | 16,542,480 |
Affiliated Issuers (Cost $7,899) | 7,899 |
Total Investments in Securities | 16,550,379 |
Investment in Vanguard | 561 |
Cash | 534 |
Cash Collateral Pledged—Futures Contracts | 752 |
Receivables for Investment Securities Sold | 1,312 |
Receivables for Accrued Income | 7,890 |
Receivables for Capital Shares Issued | 3,213 |
Variation Margin Receivable—Futures Contracts | 28 |
Total Assets | 16,564,669 |
Liabilities | |
Payables for Investment Securities Purchased | 535 |
Payables for Capital Shares Redeemed | 1,115 |
Payables to Vanguard | 582 |
Total Liabilities | 2,232 |
Net Assets | 16,562,437 |
At June 30, 2021, net assets consisted of: | |
Paid-in Capital | 5,316,500 |
Total Distributable Earnings (Loss) | 11,245,937 |
Net Assets | 16,562,437 |
Admiral Shares—Net Assets | |
Applicable to 64,377,576 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 14,555,723 |
Net Asset Value Per Share—Admiral Shares | $226.10 |
Institutional Shares—Net Assets | |
Applicable to 17,864,031 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 2,006,714 |
Net Asset Value Per Share—Institutional Shares | $112.33 |
Six Months Ended June 30, 2021 | |
($000) | |
Investment Income | |
Income | |
Dividends | 91,695 |
Interest1 | 21 |
Total Income | 91,716 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 1,100 |
Management and Administrative—Admiral Shares | 4,885 |
Management and Administrative—Institutional Shares | 397 |
Marketing and Distribution—Admiral Shares | 147 |
Marketing and Distribution—Institutional Shares | 12 |
Custodian Fees | 9 |
Shareholders’ Reports—Admiral Shares | 32 |
Shareholders’ Reports—Institutional Shares | — |
Trustees’ Fees and Expenses | 2 |
Total Expenses | 6,584 |
Net Investment Income | 85,132 |
Realized Net Gain (Loss) | |
Investment Securities Sold1,2 | 373,368 |
Futures Contracts | 8,738 |
Realized Net Gain (Loss) | 382,106 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities1 | 1,690,335 |
Futures Contracts | (52) |
Change in Unrealized Appreciation (Depreciation) | 1,690,283 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 2,157,521 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $21,000, less than $1,000, and less than $1,000, respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $344,043,000 of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 85,132 | 190,493 | |
Realized Net Gain (Loss) | 382,106 | (81,997) | |
Change in Unrealized Appreciation (Depreciation) | 1,690,283 | 2,311,172 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 2,157,521 | 2,419,668 | |
Distributions | |||
Admiral Shares | (79,493) | (166,755) | |
Institutional Shares | (11,126) | (19,301) | |
Total Distributions | (90,619) | (186,056) | |
Capital Share Transactions | |||
Admiral Shares | 190,549 | (56,921) | |
Institutional Shares | 135,155 | 190,473 | |
Net Increase (Decrease) from Capital Share Transactions | 325,704 | 133,552 | |
Total Increase (Decrease) | 2,392,606 | 2,367,164 | |
Net Assets | |||
Beginning of Period | 14,169,831 | 11,802,667 | |
End of Period | 16,562,437 | 14,169,831 |
Admiral Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $197.63 | $165.93 | $128.29 | $137.30 | $114.08 | $103.75 |
Investment Operations | ||||||
Net Investment Income | 1.1711 | 2.6661 | 2.5571 | 2.3851 | 2.1661 | 2.004 |
Net Realized and Unrealized Gain (Loss) on Investments | 28.542 | 31.640 | 37.603 | (9.045) | 23.211 | 10.332 |
Total from Investment Operations | 29.713 | 34.306 | 40.160 | (6.660) | 25.377 | 12.336 |
Distributions | ||||||
Dividends from Net Investment Income | (1.243) | (2.606) | (2.520) | (2.350) | (2.157) | (2.006) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Total Distributions | (1.243) | (2.606) | (2.520) | (2.350) | (2.157) | (2.006) |
Net Asset Value, End of Period | $226.10 | $197.63 | $165.93 | $128.29 | $137.30 | $114.08 |
Total Return2 | 15.07% | 21.07% | 31.46% | -4.97% | 22.40% | 12.01% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $14,556 | $12,543 | $10,579 | $7,951 | $8,143 | $6,793 |
Ratio of Total Expenses to Average Net Assets | 0.09% | 0.09% | 0.09% | 0.09% | 0.09% | 0.09% |
Ratio of Net Investment Income to Average Net Assets | 1.09% | 1.60% | 1.70% | 1.69% | 1.73% | 1.89% |
Portfolio Turnover Rate3 | 0% | 6% | 5% | 6% | 7% | 8% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $98.19 | $82.46 | $63.75 | $68.23 | $56.69 | $51.55 |
Investment Operations | ||||||
Net Investment Income | .5961 | 1.3601 | 1.2921 | 1.2071 | 1.0991 | 1.011 |
Net Realized and Unrealized Gain (Loss) on Investments | 14.177 | 15.690 | 18.693 | (4.499) | 11.531 | 5.141 |
Total from Investment Operations | 14.773 | 17.050 | 19.985 | (3.292) | 12.630 | 6.152 |
Distributions | ||||||
Dividends from Net Investment Income | (.633) | (1.320) | (1.275) | (1.188) | (1.090) | (1.012) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Total Distributions | (.633) | (1.320) | (1.275) | (1.188) | (1.090) | (1.012) |
Net Asset Value, End of Period | $112.33 | $98.19 | $82.46 | $63.75 | $68.23 | $56.69 |
Total Return | 15.08% | 21.08% | 31.51% | -4.95% | 22.43% | 12.06% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $2,007 | $1,627 | $1,223 | $952 | $1,006 | $613 |
Ratio of Total Expenses to Average Net Assets | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% |
Ratio of Net Investment Income to Average Net Assets | 1.12% | 1.63% | 1.73% | 1.72% | 1.76% | 1.92% |
Portfolio Turnover Rate2 | 0% | 6% | 5% | 6% | 7% | 8% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements. |
B. | In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
C. | Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities. |
D. | As of June 30, 2021, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows: |
Amount ($000) | |
Tax Cost | 5,377,228 |
Gross Unrealized Appreciation | 11,206,877 |
Gross Unrealized Depreciation | (33,528) |
Net Unrealized Appreciation (Depreciation) | 11,173,349 |
E. | During the six months ended June 30, 2021, the fund purchased $863,522,000 of investment securities and sold $528,154,000 of investment securities, other than temporary cash investments. Purchases and sales include $0 and $487,629,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares. |
F. | Capital share transactions for each class of shares were: |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Admiral Shares | |||||
Issued | 1,034,355 | 4,796 | 1,194,481 | 7,559 | |
Issued in Lieu of Cash Distributions | 54,180 | 252 | 114,425 | 723 | |
Redeemed | (897,986) | (4,137) | (1,365,827) | (8,571) | |
Net Increase (Decrease)—Admiral Shares | 190,549 | 911 | (56,921) | (289) | |
Institutional Shares | |||||
Issued | 139,218 | 1,332 | 374,832 | 4,366 | |
Issued in Lieu of Cash Distributions | 6,793 | 64 | 10,490 | 131 | |
Redeemed | (10,856) | (102) | (194,849) | (2,764) | |
Net Increase (Decrease)—Institutional Shares | 135,155 | 1,294 | 190,473 | 1,733 |
G. | Management has determined that no events or transactions occurred subsequent to June 30, 2021, that would require recognition or disclosure in these financial statements. |
Communication Services | 1.7% |
Consumer Discretionary | 15.1 |
Consumer Staples | 4.1 |
Energy | 4.7 |
Financials | 17.4 |
Health Care | 11.9 |
Industrials | 17.0 |
Information Technology | 13.8 |
Materials | 5.1 |
Real Estate | 7.6 |
Utilities | 1.6 |
Shares | Market Value• ($000) | |||||
Common Stocks (99.7%) | ||||||
Communication Services (1.7%) | ||||||
Cogent Communications Holdings Inc. | 362,958 | 27,908 | ||||
Shenandoah Telecommunications Co. | 427,032 | 20,715 | ||||
* | AMC Networks Inc. Class A | 255,550 | 17,071 | |||
* | TechTarget Inc. | 209,381 | 16,225 | |||
* | Meredith Corp. | 351,787 | 15,282 | |||
EW Scripps Co. Class A | 558,352 | 11,385 | ||||
Scholastic Corp. | 240,550 | 9,114 | ||||
* | QuinStreet Inc. | 423,959 | 7,877 | |||
* | Cincinnati Bell Inc. | 476,715 | 7,351 | |||
* | Consolidated Communications Holdings Inc. | 823,253 | 7,236 | |||
* | Gannett Co. Inc. | 1,067,932 | 5,863 | |||
ATN International Inc. | 88,037 | 4,005 | ||||
* | Marcus Corp. | 182,325 | 3,867 | |||
Spok Holdings Inc. | 29,289 | 282 | ||||
154,181 | ||||||
Consumer Discretionary (15.0%) | ||||||
* | GameStop Corp. Class A | 485,587 | 103,984 | |||
* | Macy's Inc. | 2,825,743 | 53,576 | |||
* | Signet Jewelers Ltd. | 479,200 | 38,715 | |||
* | Bed Bath & Beyond Inc. | 1,060,300 | 35,297 | |||
* | Shake Shack Inc. Class A | 316,443 | 33,866 | |||
* | Stamps.com Inc. | 158,666 | 31,779 | |||
* | LGI Homes Inc. | 191,442 | ��31,002 | |||
* | Meritage Homes Corp. | 326,818 | 30,747 | |||
Steven Madden Ltd. | 681,751 | 29,833 | ||||
* | Asbury Automotive Group Inc. | 166,953 | 28,611 | |||
LCI Industries | 217,355 | 28,565 | ||||
* | Abercrombie & Fitch Co. Class A | 589,309 | 27,362 | |||
* | Sleep Number Corp. | 244,982 | 26,936 | |||
MDC Holdings Inc. | 517,122 | 26,166 | ||||
Wolverine World Wide Inc. | 770,273 | 25,912 | ||||
Rent-A-Center Inc. | 484,903 | 25,734 | ||||
* | Dorman Products Inc. | 238,145 | 24,688 |
Shares | Market Value• ($000) | |||||
Group 1 Automotive Inc. | 155,042 | 23,943 | ||||
* | ODP Corp. | 497,062 | 23,864 | |||
* | Brinker International Inc. | 385,544 | 23,846 | |||
Installed Building Products Inc. | 191,195 | 23,395 | ||||
Kontoor Brands Inc. | 411,112 | 23,191 | ||||
* | iRobot Corp. | 242,275 | 22,626 | |||
* | Vista Outdoor Inc. | 488,630 | 22,614 | |||
* | Boot Barn Holdings Inc. | 261,614 | 21,989 | |||
Winnebago Industries Inc. | 309,022 | 21,001 | ||||
* | Bloomin' Brands Inc. | 763,896 | 20,732 | |||
* | Sally Beauty Holdings Inc. | 933,022 | 20,592 | |||
Big Lots Inc. | 311,152 | 20,539 | ||||
* | Gentherm Inc. | 274,892 | 19,531 | |||
* | Cheesecake Factory Inc. | 354,000 | 19,180 | |||
Shutterstock Inc. | 186,833 | 18,341 | ||||
Century Communities Inc. | 268,677 | 17,878 | ||||
Core-Mark Holding Co. Inc. | 389,672 | 17,539 | ||||
Monro Inc. | 264,096 | 16,773 | ||||
* | Cavco Industries Inc. | 75,024 | 16,670 | |||
* | Dave & Buster's Entertainment Inc. | 398,900 | 16,195 | |||
* | M/I Homes Inc. | 263,234 | 15,444 | |||
* | Hibbett Inc. | 170,653 | 15,296 | |||
Patrick Industries Inc. | 207,152 | 15,122 | ||||
La-Z-Boy Inc. | 392,259 | 14,529 | ||||
* | Dine Brands Global Inc. | 157,717 | 14,076 | |||
Oxford Industries Inc. | 142,044 | 14,040 | ||||
Sturm Ruger & Co. Inc. | 143,238 | 12,888 | ||||
Buckle Inc. | 242,484 | 12,064 | ||||
* | American Axle & Manufacturing Holdings Inc. | 1,138,155 | 11,780 | |||
Guess? Inc. | 415,309 | 10,964 | ||||
* | G-III Apparel Group Ltd. | 333,044 | 10,944 | |||
* | Children's Place Inc. | 117,268 | 10,913 | |||
Sonic Automotive Inc. Class A | 231,186 | 10,343 | ||||
* | MarineMax Inc. | 207,756 | 10,126 | |||
* | BJ's Restaurants Inc. | 190,405 | 9,356 | |||
* | Zumiez Inc. | 182,212 | 8,926 | |||
Aaron's Co. Inc. | 276,439 | 8,843 |
Shares | Market Value• ($000) | |||||
* | Tupperware Brands Corp. | 368,300 | 8,747 | |||
* | Genesco Inc. | 131,184 | 8,354 | |||
* | America's Car-Mart Inc. | 57,500 | 8,149 | |||
* | Liquidity Services Inc. | 319,019 | 8,119 | |||
* | Designer Brands Inc. Class A | 487,305 | 8,065 | |||
* | Ruth's Hospitality Group Inc. | 344,515 | 7,934 | |||
Caleres Inc. | 287,893 | 7,857 | ||||
* | Perdoceo Education Corp. | 600,960 | 7,374 | |||
Standard Motor Products Inc. | 166,876 | 7,234 | ||||
* | Monarch Casino & Resort Inc. | 106,056 | 7,018 | |||
Haverty Furniture Cos. Inc. | 162,786 | 6,961 | ||||
* | Chico's FAS Inc. | 1,026,471 | 6,754 | |||
* | Chuy's Holdings Inc. | 161,179 | 6,005 | |||
* | Fossil Group Inc. | 400,414 | 5,718 | |||
* | Universal Electronics Inc. | 117,532 | 5,700 | |||
PetMed Express Inc. | 169,830 | 5,409 | ||||
Shoe Carnival Inc. | 73,945 | 5,294 | ||||
* | Lumber Liquidators Holdings Inc. | 222,874 | 4,703 | |||
* | Motorcar Parts of America Inc. | 206,780 | 4,640 | |||
* | American Public Education Inc. | 146,032 | 4,138 | |||
* | Red Robin Gourmet Burgers Inc. | 122,400 | 4,053 | |||
* | Conn's Inc. | 146,899 | 3,746 | |||
Movado Group Inc. | 116,659 | 3,671 | ||||
* | Cooper-Standard Holdings Inc. | 125,258 | 3,632 | |||
Ethan Allen Interiors Inc. | 130,535 | 3,603 | ||||
* | El Pollo Loco Holdings Inc. | 194,185 | 3,552 | |||
* | Barnes & Noble Education Inc. | 426,283 | 3,073 | |||
* | Unifi Inc. | 99,047 | 2,413 | |||
* | Fiesta Restaurant Group Inc. | 176,490 | 2,370 | |||
Cato Corp. Class A | 135,022 | 2,278 | ||||
* | Regis Corp. | 200,494 | 1,877 | |||
* | Vera Bradley Inc. | 119,452 | 1,480 | |||
1,388,787 | ||||||
Consumer Staples (4.1%) | ||||||
WD-40 Co. | 119,007 | 30,500 | ||||
Medifast Inc. | 101,087 | 28,606 | ||||
* | Simply Good Foods Co. | 709,700 | 25,911 | |||
J & J Snack Foods Corp. | 128,760 | 22,457 | ||||
* | Celsius Holdings Inc. | 286,456 | 21,796 | |||
Edgewell Personal Care Co. | 457,770 | 20,096 | ||||
B&G Foods Inc. | 590,029 | 19,353 | ||||
* | United Natural Foods Inc. | 489,427 | 18,099 | |||
PriceSmart Inc. | 197,070 | 17,935 |
Shares | Market Value• ($000) | |||||
Coca-Cola Consolidated Inc. | 39,777 | 15,996 | ||||
Vector Group Ltd. | 1,067,701 | 15,097 | ||||
* | Central Garden & Pet Co. Class A | 309,025 | 14,926 | |||
Universal Corp. | 223,458 | 12,730 | ||||
Cal-Maine Foods Inc. | 331,737 | 12,012 | ||||
* | USANA Health Sciences Inc. | 113,584 | 11,634 | |||
Inter Parfums Inc. | 160,307 | 11,542 | ||||
National Beverage Corp. | 216,800 | 10,239 | ||||
Andersons Inc. | 312,031 | 9,526 | ||||
* | elf Beauty Inc. | 332,500 | 9,024 | |||
MGP Ingredients Inc. | 130,155 | 8,804 | ||||
* | Chefs' Warehouse Inc. | 263,700 | 8,394 | |||
Fresh Del Monte Produce Inc. | 233,381 | 7,674 | ||||
Calavo Growers Inc. | 106,537 | 6,757 | ||||
John B Sanfilippo & Son Inc. | 75,067 | 6,649 | ||||
SpartanNash Co. | 328,997 | 6,353 | ||||
* | Central Garden & Pet Co. | 117,130 | 6,200 | |||
* | Seneca Foods Corp. Class A | 88,875 | 4,540 | |||
382,850 | ||||||
Energy (4.7%) | ||||||
Helmerich & Payne Inc. | 1,218,317 | 39,754 | ||||
* | Range Resources Corp. | 2,199,821 | 36,869 | |||
PDC Energy Inc. | 797,946 | 36,538 | ||||
Matador Resources Co. | 939,431 | 33,829 | ||||
* | Southwestern Energy Co. | 5,546,065 | 31,446 | |||
Patterson-UTI Energy Inc. | 2,542,093 | 25,268 | ||||
* | Renewable Energy Group Inc. | 394,305 | 24,581 | |||
SM Energy Co. | 884,703 | 21,790 | ||||
* | Callon Petroleum Co. | 375,340 | 21,653 | |||
Core Laboratories NV | 452,753 | 17,635 | ||||
* | PBF Energy Inc. Class A | 1,131,179 | 17,307 | |||
* | Oceaneering International Inc. | 1,020,537 | 15,890 | |||
Archrock Inc. | 1,448,071 | 12,902 | ||||
* | Green Plains Inc. | 383,589 | 12,896 | |||
* | Dril-Quip Inc. | 367,152 | 12,421 | |||
Bonanza Creek Energy Inc. | 213,954 | 10,071 | ||||
* | Nabors Industries Ltd. | 87,916 | 10,044 | |||
* | DMC Global Inc. | 143,900 | 8,089 | |||
* | REX American Resources Corp. | 65,261 | 5,885 | |||
* | Bristow Group Inc. Class A | 217,982 | 5,582 | |||
* | Laredo Petroleum Inc. | 59,404 | 5,512 | |||
* | US Silica Holdings Inc. | 452,528 | 5,231 | |||
* | Penn Virginia Corp. | 195,429 | 4,614 | |||
* | Par Pacific Holdings Inc. | 261,039 | 4,391 | |||
* | Talos Energy Inc. | 226,119 | 3,536 | |||
* | ProPetro Holding Corp. | 344,168 | 3,153 | |||
* | CONSOL Energy Inc. | 167,733 | 3,098 |
Shares | Market Value• ($000) | |||||
* | Helix Energy Solutions Group Inc. | 475,349 | 2,714 | |||
* | Dorian LPG Ltd. | 123,702 | 1,747 | |||
* | Nabors Industries Ltd. Warrants Exp. 06/11/2026 | 35,166 | 352 | |||
* | Oil States International Inc. | 9,100 | 71 | |||
* | RPC Inc. | 8,434 | 42 | |||
434,911 | ||||||
Financials (17.4%) | ||||||
Community Bank System Inc. | 466,068 | 35,258 | ||||
BankUnited Inc. | 802,571 | 34,262 | ||||
* | Trupanion Inc. | 289,121 | 33,278 | |||
Pacific Premier Bancorp Inc. | 785,834 | 33,233 | ||||
First Hawaiian Inc. | 1,163,134 | 32,963 | ||||
Assured Guaranty Ltd. | 653,533 | 31,030 | ||||
Ameris Bancorp | 598,961 | 30,325 | ||||
Simmons First National Corp. Class A | 989,005 | 29,017 | ||||
ServisFirst Bancshares Inc. | 404,262 | 27,482 | ||||
American Equity Investment Life Holding Co. | 836,941 | 27,050 | ||||
Walker & Dunlop Inc. | 252,494 | 26,355 | ||||
Investors Bancorp Inc. | 1,793,968 | 25,582 | ||||
Old National Bancorp | 1,441,612 | 25,387 | ||||
First Bancorp (XNYS) | 2,028,502 | 24,180 | ||||
PennyMac Mortgage Investment Trust | 1,138,050 | 23,967 | ||||
Columbia Banking System Inc. | 609,648 | 23,508 | ||||
Cadence Bancorp Class A | 1,097,948 | 22,925 | ||||
United Community Banks Inc. | 712,859 | 22,819 | ||||
CVB Financial Corp. | 1,103,274 | 22,716 | ||||
First Midwest Bancorp Inc. | 1,141,862 | 22,643 | ||||
* | Axos Financial Inc. | 480,951 | 22,311 | |||
Independent Bank Corp. (Massachusetts) | 294,390 | 22,226 | ||||
Independent Bank Group Inc. | 297,829 | 22,033 | ||||
* | Green Dot Corp. Class A | 462,530 | 21,670 | |||
Hilltop Holdings Inc. | 536,601 | 19,532 | ||||
* | Mr Cooper Group Inc. | 576,300 | 19,052 | |||
Great Western Bancorp Inc. | 578,003 | 18,953 | ||||
Piper Sandler Cos. | 145,702 | 18,877 | ||||
Virtus Investment Partners Inc. | 67,490 | 18,747 | ||||
WSFS Financial Corp. | 401,325 | 18,698 | ||||
Veritex Holdings Inc. | 518,868 | 18,373 | ||||
Renasant Corp. | 451,602 | 18,064 | ||||
First Financial Bancorp | 752,179 | 17,774 | ||||
Banner Corp. | 325,349 | 17,637 | ||||
Flagstar Bancorp Inc. | 415,749 | 17,574 |
Shares | Market Value• ($000) | |||||
* | Triumph Bancorp Inc. | 229,364 | 17,030 | |||
* | Genworth Financial Inc. Class A | 4,362,392 | 17,013 | |||
* | NMI Holdings Inc. Class A | 748,250 | 16,821 | |||
Seacoast Banking Corp. of Florida | 484,129 | 16,533 | ||||
Two Harbors Investment Corp. | 2,167,800 | 16,389 | ||||
Apollo Commercial Real Estate Finance Inc. | 1,010,346 | 16,115 | ||||
* | PRA Group Inc. | 405,284 | 15,591 | |||
Berkshire Hills Bancorp Inc. | 538,909 | 14,771 | ||||
Meta Financial Group Inc. | 286,432 | 14,502 | ||||
NBT Bancorp Inc. | 397,298 | 14,291 | ||||
Eagle Bancorp Inc. | 253,032 | 14,190 | ||||
New York Mortgage Trust Inc. | 3,148,506 | 14,074 | ||||
Westamerica Bancorp | 242,346 | 14,063 | ||||
Northwest Bancshares Inc. | 1,026,800 | 14,006 | ||||
Stewart Information Services Corp. | 236,889 | 13,429 | ||||
* | eHealth Inc. | 227,526 | 13,288 | |||
Park National Corp. | 112,722 | 13,236 | ||||
Horace Mann Educators Corp. | 353,248 | 13,219 | ||||
Provident Financial Services Inc. | 571,609 | 13,084 | ||||
* | Encore Capital Group Inc. | 268,909 | 12,744 | |||
Capitol Federal Financial Inc. | 1,070,909 | 12,615 | ||||
Employers Holdings Inc. | 288,542 | 12,350 | ||||
Hope Bancorp Inc. | 844,238 | 11,971 | ||||
Southside Bancshares Inc. | 311,077 | 11,892 | ||||
First Commonwealth Financial Corp. | 837,002 | 11,777 | ||||
Brookline Bancorp Inc. | 776,744 | 11,612 | ||||
James River Group Holdings Ltd. | 303,940 | 11,404 | ||||
City Holding Co. | 151,444 | 11,395 | ||||
Brightsphere Investment Group Inc. | 483,235 | 11,322 | ||||
National Bank Holdings Corp. Class A | 292,987 | 11,057 | ||||
Redwood Trust Inc. | 902,418 | 10,892 | ||||
OFG Bancorp | 489,877 | 10,836 | ||||
* | Enova International Inc. | 309,786 | 10,598 | |||
* | Palomar Holdings Inc. | 138,217 | 10,430 | |||
Safety Insurance Group Inc. | 131,127 | 10,265 | ||||
HomeStreet Inc. | 250,294 | 10,197 | ||||
B. Riley Financial Inc. | 134,254 | 10,136 | ||||
ProAssurance Corp. | 438,819 | 9,983 | ||||
Northfield Bancorp Inc. | 607,598 | 9,965 | ||||
AMERISAFE Inc. | 166,041 | 9,911 | ||||
* | Bancorp Inc. | 427,100 | 9,828 | |||
S&T Bancorp Inc. | 307,442 | 9,623 |
Shares | Market Value• ($000) | |||||
Dime Community Bancshares Inc. | 285,941 | 9,613 | ||||
FB Financial Corp. | 255,844 | 9,548 | ||||
BancFirst Corp. | 149,159 | 9,312 | ||||
* | World Acceptance Corp. | 58,058 | 9,303 | |||
HCI Group Inc. | 93,506 | 9,297 | ||||
Tompkins Financial Corp. | 118,613 | 9,200 | ||||
Ready Capital Corp. | 567,639 | 9,008 | ||||
Boston Private Financial Holdings Inc. | 610,104 | 8,999 | ||||
First Bancorp (XNGS) | 219,589 | 8,983 | ||||
Banc of California Inc. | 493,661 | 8,659 | ||||
Invesco Mortgage Capital Inc. | 2,192,618 | 8,551 | ||||
* | Customers Bancorp Inc. | 207,559 | 8,093 | |||
* | StoneX Group Inc. | 132,203 | 8,021 | |||
KKR Real Estate Finance Trust Inc. | 355,665 | 7,693 | ||||
* | Donnelley Financial Solutions Inc. | 224,259 | 7,401 | |||
TrustCo Bank Corp. | 200,871 | 6,906 | ||||
* | Blucora Inc. | 380,133 | 6,580 | |||
* | SiriusPoint Ltd. | 651,600 | 6,562 | |||
Preferred Bank | 103,259 | 6,533 | ||||
Central Pacific Financial Corp. | 249,414 | 6,500 | ||||
* | Selectquote Inc. | 329,824 | 6,352 | |||
Allegiance Bancshares Inc. | 157,976 | 6,073 | ||||
Granite Point Mortgage Trust Inc. | 393,348 | 5,802 | ||||
WisdomTree Investments Inc. | 876,183 | 5,432 | ||||
Ellington Financial Inc. | 279,943 | 5,361 | ||||
ARMOUR Residential REIT Inc. | 430,539 | 4,917 | ||||
* | Ambac Financial Group Inc. | 308,908 | 4,837 | |||
Capstead Mortgage Corp. | 782,714 | 4,806 | ||||
United Fire Group Inc. | 143,296 | 3,974 | ||||
Hanmi Financial Corp. | 183,699 | 3,501 | ||||
Universal Insurance Holdings Inc. | 202,702 | 2,814 | ||||
* | EZCORP Inc. Class A | 435,668 | 2,627 | |||
Greenhill & Co. Inc. | 93,717 | 1,458 | ||||
Heritage Financial Corp. | 32,100 | 803 | ||||
1,603,468 | ||||||
Health Care (11.8%) | ||||||
* | Omnicell Inc. | 372,794 | 56,460 | |||
* | NeoGenomics Inc. | 1,023,352 | 46,225 | |||
Select Medical Holdings Corp. | 1,024,999 | 43,316 | ||||
* | AMN Healthcare Services Inc. | 414,470 | 40,195 | |||
Ensign Group Inc. | 439,560 | 38,097 | ||||
CONMED Corp. | 262,141 | 36,026 | ||||
* | Glaukos Corp. | 395,874 | 33,582 |
Shares | Market Value• ($000) | |||||
* | Merit Medical Systems Inc. | 464,644 | 30,044 | |||
* | Integer Holdings Corp. | 289,699 | 27,290 | |||
Owens & Minor Inc. | 631,708 | 26,740 | ||||
* | Allscripts Healthcare Solutions Inc. | 1,296,938 | 24,006 | |||
* | Pacira BioSciences Inc. | 386,300 | 23,441 | |||
* | Covetrus Inc. | 861,990 | 23,274 | |||
* | MEDNAX Inc. | 738,349 | 22,261 | |||
* | Prestige Consumer Healthcare Inc. | 412,058 | 21,468 | |||
* | Vericel Corp. | 394,958 | 20,735 | |||
* | Magellan Health Inc. | 215,304 | 20,282 | |||
* | Corcept Therapeutics Inc. | 914,377 | 20,116 | |||
* | Myriad Genetics Inc. | 651,360 | 19,919 | |||
* | Heska Corp. | 84,854 | 19,494 | |||
* | Xencor Inc. | 532,809 | 18,377 | |||
* | ModivCare Inc. | 104,115 | 17,707 | |||
* | Community Health Systems Inc. | 1,053,138 | 16,260 | |||
* | Lantheus Holdings Inc. | 572,440 | 15,822 | |||
* | Supernus Pharmaceuticals Inc. | 497,793 | 15,327 | |||
* | Cardiovascular Systems Inc. | 354,816 | 15,133 | |||
* | Avanos Medical Inc. | 412,318 | 14,996 | |||
Luminex Corp. | 387,986 | 14,278 | ||||
* | Fulgent Genetics Inc. | 150,331 | 13,865 | |||
US Physical Therapy Inc. | 117,200 | 13,580 | ||||
* | REGENXBIO Inc. | 333,300 | 12,949 | |||
* | Cytokinetics Inc. | 636,424 | 12,595 | |||
* | CorVel Corp. | 91,060 | 12,229 | |||
* | RadNet Inc. | 361,153 | 12,167 | |||
* | Addus HomeCare Corp. | 129,335 | 11,283 | |||
Mesa Laboratories Inc. | 40,901 | 11,091 | ||||
* | Tabula Rasa HealthCare Inc. | 209,379 | 10,469 | |||
* | Vanda Pharmaceuticals Inc. | 483,032 | 10,390 | |||
* | Inogen Inc. | 158,279 | 10,315 | |||
* | Tivity Health Inc. | 367,500 | 9,669 | |||
* | CryoLife Inc. | 334,148 | 9,490 | |||
* | Pennant Group Inc. | 221,480 | 9,059 | |||
LeMaitre Vascular Inc. | 147,782 | 9,018 | ||||
* | Tactile Systems Technology Inc. | 172,878 | 8,990 | |||
* | Varex Imaging Corp. | 326,996 | 8,770 | |||
* | Joint Corp. | 102,876 | 8,633 | |||
* | Endo International plc | 1,810,639 | 8,474 | |||
* | Innoviva Inc. | 628,018 | 8,422 | |||
* | AngioDynamics Inc. | 307,677 | 8,347 | |||
* | Meridian Bioscience Inc. | 369,069 | 8,186 | |||
* | NextGen Healthcare Inc. | 472,439 | 7,838 | |||
* | Coherus Biosciences Inc. | 550,411 | 7,612 | |||
* | Natus Medical Inc. | 291,701 | 7,578 | |||
Simulations Plus Inc. | 135,110 | 7,419 |
Shares | Market Value• ($000) | |||||
* | Enanta Pharmaceuticals Inc. | 167,588 | 7,376 | |||
* | Cutera Inc. | 148,725 | 7,292 | |||
* | Hanger Inc. | 287,871 | 7,277 | |||
* | Apollo Medical Holdings Inc. | 113,890 | 7,153 | |||
* | Surmodics Inc. | 125,977 | 6,834 | |||
* | Collegium Pharmaceutical Inc. | 281,080 | 6,645 | |||
* | Organogenesis Holdings Inc. Class A | 394,600 | 6,558 | |||
* | Amphastar Pharmaceuticals Inc. | 318,866 | 6,428 | |||
* | HealthStream Inc. | 229,975 | 6,425 | |||
* | OraSure Technologies Inc. | 601,864 | 6,103 | |||
* | Cross Country Healthcare Inc. | 361,475 | 5,968 | |||
* | Anika Therapeutics Inc. | 137,615 | 5,957 | |||
* | Orthofix Medical Inc. | 143,840 | 5,769 | |||
Phibro Animal Health Corp. Class A | 198,007 | 5,718 | ||||
Computer Programs & Systems Inc. | 162,558 | 5,402 | ||||
* | Spectrum Pharmaceuticals Inc. | 1,238,897 | 4,646 | |||
* | Eagle Pharmaceuticals Inc. | 74,757 | 3,200 | |||
* | Zynex Inc. | 199,756 | 3,102 | |||
* | Invacare Corp. | 375,689 | 3,032 | |||
* | ANI Pharmaceuticals Inc. | 61,638 | 2,160 | |||
* | Cara Therapeutics Inc. | 59,198 | 845 | |||
*,1 | Lantheus Holdings Inc. CVR | 933,227 | — | |||
1,093,199 | ||||||
Industrials (17.0%) | ||||||
* | Saia Inc. | 227,237 | 47,604 | |||
* | Chart Industries Inc. | 305,020 | 44,630 | |||
Exponent Inc. | 467,094 | 41,669 | ||||
UFP Industries Inc. | 546,461 | 40,624 | ||||
John Bean Technologies Corp. | 282,196 | 40,247 | ||||
* | Resideo Technologies Inc. | 1,244,140 | 37,324 | |||
Korn Ferry | 502,400 | 36,449 | ||||
Watts Water Technologies Inc. Class A | 229,778 | 33,527 | ||||
UniFirst Corp. | 133,974 | 31,436 | ||||
Applied Industrial Technologies Inc. | 338,332 | 30,808 | ||||
Aerojet Rocketdyne Holdings Inc. | 627,245 | 30,290 | ||||
Hillenbrand Inc. | 628,635 | 27,710 | ||||
ABM Industries Inc. | 598,845 | 26,559 | ||||
Franklin Electric Co. Inc. | 320,513 | 25,840 | ||||
* | Allegiant Travel Co. | 129,620 | 25,146 | |||
SPX FLOW Inc. | 383,916 | 25,047 | ||||
Arcosa Inc. | 425,842 | 25,014 | ||||
Comfort Systems USA Inc. | 316,247 | 24,917 |
Shares | Market Value• ($000) | |||||
Moog Inc. Class A | 293,512 | 24,673 | ||||
Brady Corp. Class A | 436,249 | 24,447 | ||||
Albany International Corp. Class A | 269,471 | 24,053 | ||||
* | SPX Corp. | 388,151 | 23,708 | |||
Matson Inc. | 369,875 | 23,672 | ||||
Forward Air Corp. | 253,798 | 22,778 | ||||
* | Proto Labs Inc. | 240,534 | 22,081 | |||
Mueller Industries Inc. | 508,084 | 22,005 | ||||
AAON Inc. | 348,789 | 21,832 | ||||
* | Gibraltar Industries Inc. | 279,257 | 21,310 | |||
Barnes Group Inc. | 408,784 | 20,950 | ||||
Federal Signal Corp. | 520,014 | 20,920 | ||||
ESCO Technologies Inc. | 221,669 | 20,795 | ||||
ManTech International Corp. Class A | 235,132 | 20,348 | ||||
Boise Cascade Co. | 347,482 | 20,276 | ||||
* | Hub Group Inc. Class A | 301,715 | 19,907 | |||
* | Vicor Corp. | 187,963 | 19,875 | |||
* | AeroVironment Inc. | 197,784 | 19,808 | |||
* | GMS Inc. | 407,405 | 19,612 | |||
* | SkyWest Inc. | 442,971 | 19,079 | |||
EnPro Industries Inc. | 193,207 | 18,770 | ||||
Raven Industries Inc. | 302,217 | 17,483 | ||||
Deluxe Corp. | 346,599 | 16,557 | ||||
* | Atlas Air Worldwide Holdings Inc. | 231,459 | 15,765 | |||
Granite Construction Inc. | 370,800 | 15,399 | ||||
HNI Corp. | 348,724 | 15,333 | ||||
* | Meritor Inc. | 643,122 | 15,062 | |||
Greenbrier Cos. Inc. | 345,364 | 15,051 | ||||
Lindsay Corp. | 90,791 | 15,006 | ||||
* | MYR Group Inc. | 164,919 | 14,994 | |||
Enerpac Tool Group Corp. Class A | 524,983 | 13,975 | ||||
Encore Wire Corp. | 181,296 | 13,740 | ||||
* | Harsco Corp. | 669,126 | 13,664 | |||
Tennant Co. | 165,064 | 13,180 | ||||
Alamo Group Inc. | 85,527 | 13,058 | ||||
Pitney Bowes Inc. | 1,469,870 | 12,891 | ||||
* | PGT Innovations Inc. | 534,169 | 12,409 | |||
* | American Woodmark Corp. | 149,298 | 12,196 | |||
AZZ Inc. | 231,645 | 11,995 | ||||
Kaman Corp. | 237,716 | 11,981 | ||||
ArcBest Corp. | 204,298 | 11,888 | ||||
Astec Industries Inc. | 185,002 | 11,644 | ||||
* | CoreCivic Inc. | 1,056,515 | 11,062 | |||
Standex International Corp. | 108,311 | 10,280 | ||||
Griffon Corp. | 393,364 | 10,082 | ||||
* | Hawaiian Holdings Inc. | 403,691 | 9,838 | |||
* | Triumph Group Inc. | 460,191 | 9,549 | |||
* | AAR Corp. | 246,328 | 9,545 | |||
* | US Ecology Inc. | 252,370 | 9,469 | |||
Quanex Building Products Corp. | 374,644 | 9,306 | ||||
* | NOW Inc. | 902,852 | 8,568 |
Shares | Market Value• ($000) | |||||
Marten Transport Ltd. | 507,905 | 8,375 | ||||
* | Viad Corp. | 167,286 | 8,339 | |||
* | Echo Global Logistics Inc. | 268,559 | 8,255 | |||
* | TrueBlue Inc. | 281,769 | 7,921 | |||
Apogee Enterprises Inc. | 193,700 | 7,889 | ||||
* | Lydall Inc. | 130,083 | 7,873 | |||
Heidrick & Struggles International Inc. | 170,675 | 7,604 | ||||
Matthews International Corp. Class A | 210,458 | 7,568 | ||||
Wabash National Corp. | 441,059 | 7,057 | ||||
Interface Inc. Class A | 443,837 | 6,791 | ||||
Heartland Express Inc. | 392,541 | 6,724 | ||||
* | Kelly Services Inc. Class A | 279,173 | 6,692 | |||
Insteel Industries Inc. | 195,383 | 6,282 | ||||
* | Veritiv Corp. | 97,485 | 5,988 | |||
* | Forrester Research Inc. | 112,916 | 5,172 | |||
* | CIRCOR International Inc. | 156,796 | 5,112 | |||
Resources Connection Inc. | 328,047 | 4,711 | ||||
National Presto Industries Inc. | 45,493 | 4,624 | ||||
* | DXP Enterprises Inc. | 104,251 | 3,472 | |||
Park Aerospace Corp. | 232,914 | 3,470 | ||||
* | Titan International Inc. | 387,949 | 3,290 | |||
Powell Industries Inc. | 99,676 | 3,085 | ||||
* | Team Inc. | 241,300 | 1,617 | |||
* | Matrix Service Co. | 76,151 | 800 | |||
1,565,421 | ||||||
Information Technology (13.7%) | ||||||
* | MicroStrategy Inc. Class A | 67,537 | 44,878 | |||
Power Integrations Inc. | 526,714 | 43,222 | ||||
* | 3D Systems Corp. | 1,075,737 | 42,997 | |||
* | Itron Inc. | 380,274 | 38,020 | |||
Advanced Energy Industries Inc. | 333,568 | 37,596 | ||||
* | Viavi Solutions Inc. | 2,056,497 | 36,318 | |||
* | LivePerson Inc. | 548,731 | 34,702 | |||
Kulicke & Soffa Industries Inc. | 548,716 | 33,581 | ||||
* | Alarm.com Holdings Inc. | 394,650 | 33,427 | |||
* | Rogers Corp. | 165,650 | ��33,263 | |||
* | Onto Innovation Inc. | 443,649 | 32,404 | |||
* | ExlService Holdings Inc. | 300,384 | 31,919 | |||
* | SPS Commerce Inc. | 312,495 | 31,203 | |||
* | Fabrinet | 321,099 | 30,784 | |||
* | Insight Enterprises Inc. | 305,345 | 30,538 | |||
* | Vonage Holdings Corp. | 2,036,118 | 29,340 | |||
* | Diodes Inc. | 357,677 | 28,532 | |||
* | 8x8 Inc. | 923,848 | 25,646 | |||
* | FormFactor Inc. | 684,881 | 24,971 | |||
* | MaxLinear Inc. Class A | 587,696 | 24,971 | |||
* | Plexus Corp. | 262,163 | 23,964 | |||
Badger Meter Inc. | 244,152 | 23,956 | ||||
* | Perficient Inc. | 292,323 | 23,509 | |||
EVERTEC Inc. | 521,667 | 22,771 |
Shares | Market Value• ($000) | |||||
* | Rambus Inc. | 950,097 | 22,527 | |||
* | Sanmina Corp. | 562,332 | 21,908 | |||
Xperi Holding Corp. | 970,249 | 21,578 | ||||
* | Ultra Clean Holdings Inc. | 384,790 | 20,671 | |||
InterDigital Inc. | 262,591 | 19,177 | ||||
Progress Software Corp. | 395,285 | 18,282 | ||||
* | Sykes Enterprises Inc. | 334,954 | 17,987 | |||
Methode Electronics Inc. | 334,396 | 16,456 | ||||
TTEC Holdings Inc. | 155,212 | 16,001 | ||||
* | Knowles Corp. | 807,441 | 15,939 | |||
* | OSI Systems Inc. | 153,442 | 15,596 | |||
* | Cohu Inc. | 399,088 | 14,682 | |||
* | Unisys Corp. | 540,911 | 13,690 | |||
CSG Systems International Inc. | 281,528 | 13,282 | ||||
* | Plantronics Inc. | 317,365 | 13,244 | |||
* | TTM Technologies Inc. | 920,881 | 13,169 | |||
* | Extreme Networks Inc. | 1,162,220 | 12,970 | |||
* | Ichor Holdings Ltd. | 235,456 | 12,668 | |||
* | Bottomline Technologies DE Inc. | 337,038 | 12,497 | |||
* | Axcelis Technologies Inc. | 308,032 | 12,451 | |||
* | FARO Technologies Inc. | 159,815 | 12,429 | |||
* | Agilysys Inc. | 202,050 | 11,491 | |||
CTS Corp. | 303,272 | 11,270 | ||||
Benchmark Electronics Inc. | 385,523 | 10,972 | ||||
* | ePlus Inc. | 115,386 | 10,003 | |||
* | Diebold Nixdorf Inc. | 751,060 | 9,644 | |||
* | Veeco Instruments Inc. | 399,016 | 9,592 | |||
* | NETGEAR Inc. | 242,600 | 9,296 | |||
* | CEVA Inc. | 188,496 | 8,916 | |||
* | Photronics Inc. | 648,709 | 8,569 | |||
ADTRAN Inc. | 381,571 | 7,879 | ||||
* | OneSpan Inc. | 289,741 | 7,400 | |||
* | Digi International Inc. | 361,321 | 7,266 | |||
Ebix Inc. | 200,887 | 6,810 | ||||
* | Harmonic Inc. | 797,584 | 6,795 | |||
* | ScanSource Inc. | 219,816 | 6,183 | |||
* | SMART Global Holdings Inc. | 127,947 | 6,100 | |||
Comtech Telecommunications Corp. | 224,130 | 5,415 | ||||
* | PDF Solutions Inc. | 263,370 | 4,788 | |||
* | Arlo Technologies Inc. | 692,018 | 4,685 | |||
* | CalAmp Corp. | 362,784 | 4,615 | |||
PC Connection Inc. | 89,932 | 4,161 | ||||
* | DSP Group Inc. | 231,046 | 3,419 | |||
Bel Fuse Inc. Class B | 105,953 | 1,526 | ||||
* | Daktronics Inc. | 189,254 | 1,247 | |||
* | Applied Optoelectronics Inc. | 117,918 | 999 | |||
*,2 | BM Technologies Inc. (Acquired 12/17/20, Cost $456) | 31,756 | 356 | |||
1,269,113 |
Shares | Market Value• ($000) | |||||
Materials (5.1%) | ||||||
Balchem Corp. | 270,640 | 35,524 | ||||
* | Arconic Corp. | 828,752 | 29,520 | |||
HB Fuller Co. | 439,608 | 27,963 | ||||
Quaker Chemical Corp. | 111,900 | 26,542 | ||||
* | Livent Corp. | 1,328,878 | 25,727 | |||
* | Domtar Corp. | 459,952 | 25,279 | |||
Trinseo SA | 376,211 | 22,512 | ||||
* | O-I Glass Inc. | 1,332,900 | 21,766 | |||
* | Allegheny Technologies Inc. | 1,025,841 | 21,389 | |||
Stepan Co. | 173,466 | 20,863 | ||||
Innospec Inc. | 211,790 | 19,190 | ||||
Kaiser Aluminum Corp. | 143,350 | 17,702 | ||||
* | Ferro Corp. | 725,268 | 15,644 | |||
Carpenter Technology Corp. | 377,779 | 15,194 | ||||
Materion Corp. | 178,538 | 13,453 | ||||
Schweitzer-Mauduit International Inc. | 271,229 | 10,952 | ||||
* | Kraton Corp. | 312,672 | 10,096 | |||
* | GCP Applied Technologies Inc. | 416,318 | 9,684 | |||
* | US Concrete Inc. | 125,553 | 9,266 | |||
* | TimkenSteel Corp. | 577,614 | 8,173 | |||
* | Century Aluminum Co. | 621,577 | 8,012 | |||
Warrior Met Coal Inc. | 449,413 | 7,730 | ||||
* | AdvanSix Inc. | 251,748 | 7,517 | |||
* | Koppers Holdings Inc. | 214,113 | 6,927 | |||
Hawkins Inc. | 200,222 | 6,557 | ||||
Neenah Inc. | 120,432 | 6,042 | ||||
Myers Industries Inc. | 282,940 | 5,942 | ||||
Glatfelter Corp. | 342,003 | 4,778 | ||||
American Vanguard Corp. | 268,629 | 4,704 | ||||
Mercer International Inc. | 367,863 | 4,690 | ||||
* | Clearwater Paper Corp. | 155,957 | 4,518 | |||
SunCoke Energy Inc. | 537,255 | 3,836 | ||||
Tredegar Corp. | 258,645 | 3,562 | ||||
Olympic Steel Inc. | 119,973 | 3,526 | ||||
* | Rayonier Advanced Materials Inc. | 476,097 | 3,185 | |||
FutureFuel Corp. | 271,152 | 2,603 | ||||
Haynes International Inc. | 33,057 | 1,170 | ||||
471,738 | ||||||
Real Estate (7.6%) | ||||||
Innovative Industrial Properties Inc. | 209,200 | 39,961 | ||||
Agree Realty Corp. | 551,218 | 38,855 | ||||
Lexington Realty Trust | 2,382,743 | 28,474 | ||||
Essential Properties Realty Trust Inc. | 987,207 | 26,694 | ||||
Retail Properties of America Inc. Class A | 1,979,273 | 22,663 | ||||
Uniti Group Inc. | 2,082,911 | 22,058 | ||||
SITE Centers Corp. | 1,382,786 | 20,825 | ||||
* | Realogy Holdings Corp. | 1,134,214 | 20,665 |
Shares | Market Value• ($000) | |||||
CareTrust REIT Inc. | 852,382 | 19,801 | ||||
Retail Opportunity Investments Corp. | 1,107,701 | 19,562 | ||||
Brandywine Realty Trust | 1,393,659 | 19,107 | ||||
Four Corners Property Trust Inc. | 667,848 | 18,439 | ||||
* | Xenia Hotels & Resorts Inc. | 970,119 | 18,170 | |||
* | DiamondRock Hospitality Co. | 1,779,303 | 17,259 | |||
Kite Realty Group Trust | 783,951 | 17,255 | ||||
Service Properties Trust | 1,335,155 | 16,823 | ||||
Tanger Factory Outlet Centers Inc. | 887,477 | 16,729 | ||||
Washington REIT | 725,062 | 16,677 | ||||
American Assets Trust Inc. | 433,773 | 16,175 | ||||
Acadia Realty Trust | 714,082 | 15,681 | ||||
Industrial Logistics Properties Trust | 577,340 | 15,092 | ||||
Global Net Lease Inc. | 815,501 | 15,087 | ||||
Independence Realty Trust Inc. | 813,652 | 14,833 | ||||
Easterly Government Properties Inc. | 696,887 | 14,690 | ||||
iStar Inc. | 674,100 | 13,974 | ||||
LTC Properties Inc. | 353,609 | 13,575 | ||||
Office Properties Income Trust | 455,148 | 13,340 | ||||
Mack-Cali Realty Corp. | 767,375 | 13,161 | ||||
St. Joe Co. | 272,000 | 12,134 | ||||
NexPoint Residential Trust Inc. | 202,383 | 11,127 | ||||
Safehold Inc. | 133,373 | 10,470 | ||||
Alexander & Baldwin Inc. | 557,703 | 10,217 | ||||
Getty Realty Corp. | 323,248 | 10,069 | ||||
* | Summit Hotel Properties Inc. | 1,052,483 | 9,820 | |||
Community Healthcare Trust Inc. | 201,139 | 9,546 | ||||
Centerspace | 118,400 | 9,342 | ||||
RPT Realty | 648,834 | 8,422 | ||||
* | Marcus & Millichap Inc. | 209,490 | 8,143 | |||
* | Hersha Hospitality Trust Class A | 729,717 | 7,852 | |||
GEO Group Inc. | 1,084,988 | 7,725 | ||||
Universal Health Realty Income Trust | 118,381 | 7,286 | ||||
* | Chatham Lodging Trust | 538,407 | 6,929 | |||
Armada Hoffler Properties Inc. | 497,395 | 6,610 | ||||
RE/MAX Holdings Inc. Class A | 158,378 | 5,279 | ||||
Urstadt Biddle Properties Inc. Class A | 235,348 | 4,561 | ||||
Franklin Street Properties Corp. | 821,263 | 4,320 | ||||
Saul Centers Inc. | 94,419 | 4,291 |
Shares | Market Value• ($000) | |||||
Whitestone REIT | 285,656 | 2,357 | ||||
Diversified Healthcare Trust | 366,606 | 1,533 | ||||
703,658 | ||||||
Utilities (1.6%) | ||||||
American States Water Co. | 351,321 | 27,951 | ||||
Avista Corp. | 634,307 | 27,066 | ||||
California Water Service Group | 461,213 | 25,616 | ||||
South Jersey Industries Inc. | 898,218 | 23,291 | ||||
Chesapeake Utilities Corp. | 143,571 | 17,276 | ||||
Northwest Natural Holding Co. | 306,570 | 16,101 | ||||
Unitil Corp. | 116,675 | 6,180 | ||||
143,481 | ||||||
Total Common Stocks (Cost $4,850,888) | 9,210,807 | |||||
Temporary Cash Investments (0.3%) | ||||||
Money Market Fund (0.3%) | ||||||
3 | Vanguard Market Liquidity Fund, 0.056% (Cost $23,359) | 233,591 | 23,359 | |||
Total Investments (100.0%) (Cost $4,874,247) | 9,234,166 | |||||
Other Assets and Liabilities—Net (0.0%) | 4,415 | |||||
Net Assets (100%) | 9,238,581 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Security value determined using significant unobservable inputs. |
2 | Restricted securities totaling $356,000, representing 0.0% of net assets. |
3 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
CVR—Contingent Value Rights. | |
REIT—Real Estate Investment Trust. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini Russell 2000 Index | September 2021 | 261 | 30,117 | (279) |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $4,850,888) | 9,210,807 |
Affiliated Issuers (Cost $23,359) | 23,359 |
Total Investments in Securities | 9,234,166 |
Investment in Vanguard | 321 |
Cash | 4,217 |
Cash Collateral Pledged—Futures Contracts | 1,575 |
Receivables for Accrued Income | 8,070 |
Receivables for Capital Shares Issued | 1,918 |
Variation Margin Receivable—Futures Contracts | 36 |
Total Assets | 9,250,303 |
Liabilities | |
Payables for Investment Securities Purchased | 8,402 |
Payables for Capital Shares Redeemed | 2,990 |
Payables to Vanguard | 330 |
Total Liabilities | 11,722 |
Net Assets | 9,238,581 |
At June 30, 2021, net assets consisted of: | |
Paid-in Capital | 5,514,351 |
Total Distributable Earnings (Loss) | 3,724,230 |
Net Assets | 9,238,581 |
Admiral Shares—Net Assets | |
Applicable to 92,275,804 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 8,431,582 |
Net Asset Value Per Share—Admiral Shares | $91.37 |
Institutional Shares—Net Assets | |
Applicable to 8,811,915 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 806,999 |
Net Asset Value Per Share—Institutional Shares | $91.58 |
Six Months Ended June 30, 2021 | |
($000) | |
Investment Income | |
Income | |
Dividends | 43,892 |
Interest1 | 13 |
Total Income | 43,905 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 657 |
Management and Administrative—Admiral Shares | 2,810 |
Management and Administrative—Institutional Shares | 160 |
Marketing and Distribution—Admiral Shares | 106 |
Marketing and Distribution—Institutional Shares | 6 |
Custodian Fees | 9 |
Shareholders’ Reports—Admiral Shares | 33 |
Shareholders’ Reports—Institutional Shares | 1 |
Trustees’ Fees and Expenses | 1 |
Total Expenses | 3,783 |
Net Investment Income | 40,122 |
Realized Net Gain (Loss) | |
Investment Securities Sold1,2 | 318,640 |
Futures Contracts | 7,084 |
Realized Net Gain (Loss) | 325,724 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities1 | 1,372,246 |
Futures Contracts | (1,002) |
Change in Unrealized Appreciation (Depreciation) | 1,371,244 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 1,737,090 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $13,000, less than $1,000, and less than $1,000, respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $204,266,000 of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 40,122 | 83,232 | |
Realized Net Gain (Loss) | 325,724 | (216,457) | |
Change in Unrealized Appreciation (Depreciation) | 1,371,244 | 763,586 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 1,737,090 | 630,361 | |
Distributions | |||
Admiral Shares | (37,575) | (73,881) | |
Institutional Shares | (3,666) | (7,189) | |
Total Distributions | (41,241) | (81,070) | |
Capital Share Transactions | |||
Admiral Shares | 194,733 | (307,848) | |
Institutional Shares | 13,217 | (5,978) | |
Net Increase (Decrease) from Capital Share Transactions | 207,950 | (313,826) | |
Total Increase (Decrease) | 1,903,799 | 235,465 | |
Net Assets | |||
Beginning of Period | 7,334,782 | 7,099,317 | |
End of Period | 9,238,581 | 7,334,782 |
Admiral Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $74.30 | $67.84 | $55.70 | $61.63 | $55.16 | $44.37 |
Investment Operations | ||||||
Net Investment Income | .4001 | .8191 | .7721 | .7371 | .6661 | .558 |
Net Realized and Unrealized Gain (Loss) on Investments | 17.079 | 6.451 | 12.146 | (5.965) | 6.486 | 10.788 |
Total from Investment Operations | 17.479 | 7.270 | 12.918 | (5.228) | 7.152 | 11.346 |
Distributions | ||||||
Dividends from Net Investment Income | (.409) | (.810) | (.778) | (.702) | (.664) | (.556) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Return of Capital | — | — | — | — | (.018) | — |
Total Distributions | (.409) | (.810) | (.778) | (.702) | (.682) | (.556) |
Net Asset Value, End of Period | $91.37 | $74.30 | $67.84 | $55.70 | $61.63 | $55.16 |
Total Return2 | 23.55% | 11.05% | 23.28% | -8.62% | 13.05% | 25.73% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $8,432 | $6,689 | $6,506 | $5,304 | $5,428 | $4,671 |
Ratio of Total Expenses to Average Net Assets | 0.09% | 0.09% | 0.09% | 0.09% | 0.09% | 0.09% |
Ratio of Net Investment Income to Average Net Assets | 0.93% | 1.39% | 1.23% | 1.13% | 1.17% | 1.19% |
Portfolio Turnover Rate3 | 5% | 31% | 53% | 29% | 37% | 45% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $74.47 | $67.99 | $55.83 | $61.77 | $55.29 | $44.47 |
Investment Operations | ||||||
Net Investment Income | .4131 | .8441 | .7941 | .7551 | .6931 | .572 |
Net Realized and Unrealized Gain (Loss) on Investments | 17.120 | 6.466 | 12.164 | (5.972) | 6.488 | 10.818 |
Total from Investment Operations | 17.533 | 7.310 | 12.958 | (5.217) | 7.181 | 11.390 |
Distributions | ||||||
Dividends from Net Investment Income | (.423) | (.830) | (.798) | (.723) | (.683) | (.570) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Return of Capital | — | — | — | — | (.018) | — |
Total Distributions | (.423) | (.830) | (.798) | (.723) | (.701) | (.570) |
Net Asset Value, End of Period | $91.58 | $74.47 | $67.99 | $55.83 | $61.77 | $55.29 |
Total Return | 23.57% | 11.10% | 23.30% | -8.59% | 13.08% | 25.78% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $807 | $646 | $593 | $473 | $492 | $379 |
Ratio of Total Expenses to Average Net Assets | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% |
Ratio of Net Investment Income to Average Net Assets | 0.96% | 1.42% | 1.26% | 1.16% | 1.20% | 1.22% |
Portfolio Turnover Rate2 | 5% | 31% | 53% | 29% | 37% | 45% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements. |
B. | In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
C. | Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 9,210,451 | 356 | — | 9,210,807 |
Temporary Cash Investments | 23,359 | — | — | 23,359 |
Total | 9,233,810 | 356 | — | 9,234,166 |
Derivative Financial Instruments | ||||
Liabilities | ||||
Futures Contracts1 | 279 | — | — | 279 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
D. | As of June 30, 2021, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows: |
Amount ($000) | |
Tax Cost | 4,885,541 |
Gross Unrealized Appreciation | 4,432,848 |
Gross Unrealized Depreciation | (84,502) |
Net Unrealized Appreciation (Depreciation) | 4,348,346 |
E. | During the six months ended June 30, 2021, the fund purchased $939,731,000 of investment securities and sold $715,398,000 of investment securities, other than temporary cash investments. Purchases and sales include $0 and $295,686,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares. |
F. | Capital share transactions for each class of shares were: |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Admiral Shares | |||||
Issued | 840,907 | 9,808 | 1,131,338 | 20,286 | |
Issued in Lieu of Cash Distributions | 26,391 | 302 | 52,404 | 905 | |
Redeemed | (672,565) | (7,856) | (1,491,590) | (27,073) | |
Net Increase (Decrease)—Admiral Shares | 194,733 | 2,254 | (307,848) | (5,882) | |
Institutional Shares | |||||
Issued | 38,982 | 430 | 66,229 | 1,208 | |
Issued in Lieu of Cash Distributions | 2,134 | 25 | 4,490 | 77 | |
Redeemed | (27,899) | (314) | (76,697) | (1,343) | |
Net Increase (Decrease)—Institutional Shares | 13,217 | 141 | (5,978) | (58) |
G. | Management has determined that no events or transactions occurred subsequent to June 30, 2021, that would require recognition or disclosure in these financial statements. |
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About Your Fund’s Expenses | 1 |
Financial Statements | 4 |
Trustees Approve Advisory Arrangement | 26 |
Liquidity Risk Management | 28 |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund‘s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended June 30, 2021 | |||
Beginning Account Value 12/31/2020 | Ending Account Value 6/30/2021 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Developed Markets Index Fund | |||
Investor Shares | $1,000.00 | $1,099.00 | $0.83 |
FTSE Developed Markets ETF Shares | 1,000.00 | 1,099.30 | 0.26 |
Admiral™ Shares | 1,000.00 | 1,099.10 | 0.36 |
Institutional Shares | 1,000.00 | 1,099.10 | 0.26 |
Institutional Plus Shares | 1,000.00 | 1,099.60 | 0.21 |
Based on Hypothetical 5% Yearly Return | |||
Investor Shares | $1,000.00 | $1,024.00 | $0.80 |
FTSE Developed Markets ETF Shares | 1,000.00 | 1,024.55 | 0.25 |
Admiral Shares | 1,000.00 | 1,024.45 | 0.35 |
Institutional Shares | 1,000.00 | 1,024.55 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,024.60 | 0.20 |
Japan | 20.9% |
United Kingdom | 12.8 |
Canada | 9.3 |
France | 8.4 |
Germany | 7.5 |
Switzerland | 7.5 |
Australia | 6.5 |
South Korea | 5.6 |
Netherlands | 3.5 |
Sweden | 3.4 |
Hong Kong | 2.8 |
Italy | 2.2 |
Denmark | 2.0 |
Spain | 2.0 |
Finland | 1.2 |
Singapore | 1.0 |
Other | 3.4 |
Shares | Market Value• ($000) | Percentage of Net Assets | |||
Common Stocks | |||||
Australia | |||||
Commonwealth Bank of Australia | 11,805,862 | 884,054 | 0.6% | ||
BHP Group Ltd. | 19,598,560 | 713,002 | 0.5% | ||
CSL Ltd. | 3,022,494 | 646,416 | 0.4% | ||
Westpac Banking Corp. | 24,405,370 | 472,288 | 0.3% | ||
† | Australia—Other*,1,2,3 | 7,377,469 | 4.6% | ||
10,093,229 | 6.4% | ||||
†Austria*,1,2 | 420,533 | 0.3% | |||
†Belgium*,1 | 1,439,948 | 0.9% | |||
Canada | |||||
Shopify Inc. Class A* | 742,919 | 1,086,492 | 0.7% | ||
Royal Bank of Canada | 9,474,125 | 959,870 | 0.6% | ||
Toronto-Dominion Bank | 12,089,523 | 847,222 | 0.6% | ||
Enbridge Inc. | 13,369,676 | 535,283 | 0.4% | ||
Bank of Nova Scotia | 8,064,095 | 524,465 | 0.3% | ||
Brookfield Asset Management Inc. Class A | 8,898,853 | 453,988 | 0.3% | ||
† | Canada—Other*,1,2 | 9,994,609 | 6.2% | ||
14,401,929 | 9.1% | ||||
Denmark | |||||
Novo Nordisk A/S Class B | 10,746,759 | 899,597 | 0.6% | ||
† | Denmark—Other*,1,2 | 2,257,028 | 1.4% | ||
3,156,625 | 2.0% | ||||
†Finland*,1,2 | 1,835,217 | 1.2% |
Shares | Market Value• ($000) | Percentage of Net Assets | |||
France | |||||
LVMH Moet Hennessy Louis Vuitton SE | 1,658,135 | 1,304,384 | 0.8% | ||
Sanofi | 7,227,817 | 759,373 | 0.5% | ||
TOTAL SE | 16,132,346 | 730,824 | 0.5% | ||
Schneider Electric SE | 3,517,369 | 554,494 | 0.4% | ||
Airbus SE* | 3,698,413 | 476,551 | 0.3% | ||
BNP Paribas SA | 7,197,646 | 451,722 | 0.3% | ||
† | France—Other*,1,2,3 | 8,766,198 | 5.5% | ||
13,043,546 | 8.3% | ||||
Germany | |||||
SAP SE | 7,372,696 | 1,035,567 | 0.7% | ||
Siemens AG (Registered) | 4,998,655 | 793,680 | 0.5% | ||
Allianz SE (Registered) | 2,730,655 | 681,454 | 0.4% | ||
Daimler AG (Registered) | 5,588,841 | 499,411 | 0.3% | ||
BASF SE | 6,084,318 | 480,295 | 0.3% | ||
adidas AG | 1,273,131 | 475,079 | 0.3% | ||
Deutsche Telekom AG (Registered) | 21,459,672 | 453,872 | 0.3% | ||
† | Germany—Other*,1,2 | 7,291,648 | 4.6% | ||
11,711,006 | 7.4% | ||||
Hong Kong | |||||
AIA Group Ltd. | 80,501,277 | 998,665 | 0.7% | ||
Hong Kong Exchanges & Clearing Ltd. | 8,434,478 | 502,103 | 0.3% | ||
† | Hong Kong—Other*,1,2,3 | 2,889,330 | 1.8% | ||
4,390,098 | 2.8% | ||||
†Ireland*,3 | 364,593 | 0.2% | |||
†Israel* | 794,282 | 0.5% | |||
Italy | |||||
Enel SPA | 51,664,623 | 480,113 | 0.3% | ||
† | Italy—Other*,1,2 | 2,933,026 | 1.9% | ||
3,413,139 | 2.2% | ||||
Japan | |||||
Toyota Motor Corp. | 16,368,870 | 1,430,870 | 0.9% | ||
Sony Group Corp. | 8,235,784 | 798,601 | 0.5% | ||
SoftBank Group Corp. | 9,025,166 | 629,432 | 0.4% | ||
Keyence Corp. | 1,197,374 | 603,026 | 0.4% | ||
Mitsubishi UFJ Financial Group Inc. | 82,438,126 | 444,033 | 0.3% | ||
Chugai Pharmaceutical Co. Ltd. | 4,323,809 | 171,381 | 0.1% | ||
† | Japan—Other*,1 | 28,400,797 | 18.0% | ||
32,478,140 | 20.6% | ||||
Netherlands | |||||
ASML Holding NV | 2,631,535 | 1,816,599 | 1.2% | ||
Adyen NV*,2 | 192,065 | 471,007 | 0.3% | ||
† | Netherlands—Other*,2 | 3,123,593 | 1.9% | ||
5,411,199 | 3.4% | ||||
†New Zealand*,1 | 506,819 | 0.3% | |||
†Norway*,2 | 1,141,354 | 0.7% | |||
†Poland*,1,2 | 464,655 | 0.3% | |||
†Portugal*,1 | 247,622 | 0.2% |
Shares | Market Value• ($000) | Percentage of Net Assets | |||
†Singapore*,1,3 | 1,567,339 | 1.0% | |||
South Korea | |||||
Samsung Electronics Co. Ltd. | 30,439,939 | 2,179,078 | 1.4% | ||
Samsung Electronics Co. Ltd. Preference Shares | 4,637,536 | 303,527 | 0.2% | ||
Samsung Electronics Co. Ltd. GDR (Registered) | 61,848 | 110,316 | 0.1% | ||
† | South Korea—Other*,1,2,3 | 6,153,623 | 3.8% | ||
8,746,544 | 5.5% | ||||
Spain | |||||
Iberdrola SA (XMAD) | 38,264,476 | 466,622 | 0.3% | ||
† | Spain—Other*,1,2 | 2,675,717 | 1.7% | ||
3,142,339 | 2.0% | ||||
†Sweden*,1,2 | 5,280,505 | 3.4% | |||
Switzerland | |||||
Nestle SA (Registered) | 18,734,771 | 2,335,235 | 1.5% | ||
Roche Holding AG | 4,568,863 | 1,721,722 | 1.1% | ||
Novartis AG (Registered) | 14,088,798 | 1,285,273 | 0.8% | ||
Roche Holding AG (Bearer) | 214,305 | 87,158 | 0.1% | ||
† | Switzerland—Other*,1,2,3 | 6,262,362 | 3.9% | ||
11,691,750 | 7.4% | ||||
United Kingdom | |||||
AstraZeneca plc | 8,733,220 | 1,049,246 | 0.7% | ||
HSBC Holdings plc | 135,883,470 | 784,253 | 0.5% | ||
Diageo plc | 15,271,493 | 731,940 | 0.5% | ||
GlaxoSmithKline plc | 32,869,489 | 646,184 | 0.4% | ||
Rio Tinto plc | 7,225,614 | 596,746 | 0.4% | ||
BP plc | 132,353,864 | 580,424 | 0.4% | ||
British American Tobacco plc | 14,822,525 | 575,493 | 0.4% | ||
Unilever plc (XAMS) | 9,376,176 | 549,528 | 0.4% | ||
Royal Dutch Shell plc Class A | 27,240,695 | 546,118 | 0.4% | ||
Royal Dutch Shell plc Class B | 24,707,262 | 479,637 | 0.3% | ||
Unilever plc (XLON) | 7,974,588 | 465,984 | 0.3% | ||
† | United Kingdom—Other*,1,2,3 | 12,966,500 | 8.0% | ||
19,972,053 | 12.7% | ||||
Total Common Stocks (Cost $116,892,147) | 155,714,464 | 98.8% |
Coupon | Shares | Market Value• ($000) | Percentage of Net Assets | ||
Temporary Cash Investments | |||||
Money Market Fund | |||||
Vanguard Market Liquidity Fund (Cost $2,466,752)4,5 | 0.056% | 24,673,184 | 2,467,319 | 1.6% | |
Total Investments (Cost $119,358,899) | 158,181,783 | 100.4% | |||
Other Assets and Liabilities—Net | (580,992) | (0.4%) | |||
Net Assets | 157,600,791 | 100.0% | |||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
† | Represents the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1% or less of net assets. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $1,221,596,000. |
2 | Certain securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2021, the aggregate value was $3,771,910,000, representing 2.4% of net assets. |
3 | Certain securities are valued using significant unobservable inputs. |
4 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
5 | Collateral of $1,313,786,000 was received for securities on loan. |
GDR—Global Depositary Receipt. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini S&P 500 Index | September 2021 | 18 | 3,860 | 46 |
Euro Stoxx 50 Index | September 2021 | 13,494 | 648,901 | (10,674) |
FTSE 100 Index | September 2021 | 2,601 | 251,156 | (3,519) |
S&P ASX 200 Index | September 2021 | 1,795 | 243,083 | (2,198) |
S&P TSX 60 Index | September 2021 | 1,195 | 231,885 | 1,513 |
Topix Index | September 2021 | 2,618 | 457,876 | (4,270) |
(19,102) |
Forward Currency Contracts | |||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | ||||
Counterparty | Receive | Deliver | |||||
Standard Chartered Bank | 9/15/21 | AUD | 323,666 | USD | 250,509 | — | (7,696) |
UBS AG | 9/15/21 | AUD | 62,834 | USD | 48,435 | — | (1,297) |
Royal Bank of Canada | 9/15/21 | AUD | 9,299 | USD | 7,204 | — | (229) |
Toronto-Dominion Bank | 9/15/21 | CAD | 300,024 | USD | 246,723 | — | (4,698) |
Forward Currency Contracts (continued) | |||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | ||||
Counterparty | Receive | Deliver | |||||
Deutsche Bank AG | 9/15/21 | CAD | 49,930 | USD | 41,055 | — | (778) |
Royal Bank of Canada | 9/15/21 | CAD | 8,345 | USD | 6,908 | — | (177) |
Morgan Stanley Capital Services Inc. | 9/15/21 | EUR | 619,610 | USD | 752,991 | — | (17,124) |
Citibank, N.A. | 9/15/21 | EUR | 82,592 | USD | 100,187 | — | (2,098) |
UBS AG | 9/15/21 | EUR | 16,548 | USD | 20,176 | — | (523) |
Citibank, N.A. | 9/15/21 | GBP | 155,386 | USD | 220,043 | — | (5,061) |
Royal Bank of Canada | 9/15/21 | GBP | 5,372 | USD | 7,611 | — | (178) |
Bank of America, N.A. | 9/15/21 | JPY | 47,369,283 | USD | 432,306 | — | (5,642) |
Morgan Stanley Capital Services Inc. | 9/15/21 | JPY | 7,401,581 | USD | 66,913 | — | (246) |
Citibank, N.A. | 9/15/21 | JPY | 1,855,877 | USD | 16,791 | — | (75) |
UBS AG | 9/15/21 | JPY | 1,484,280 | USD | 13,565 | — | (196) |
BNP Paribas | 9/15/21 | SGD | 1,000 | USD | 755 | — | (11) |
Deutsche Bank AG | 9/15/21 | USD | 63,622 | AUD | 84,822 | — | (11) |
Royal Bank of Canada | 9/15/21 | USD | 37,289 | AUD | 49,622 | 63 | — |
Deutsche Bank AG | 9/15/21 | USD | 33,964 | CAD | 42,070 | 27 | — |
Toronto-Dominion Bank | 9/15/21 | USD | 28,944 | CAD | 35,992 | — | (90) |
UBS AG | 9/15/21 | USD | 9,388 | CAD | 11,681 | — | (34) |
UBS AG | 9/15/21 | USD | 194,349 | CHF | 174,216 | 5,674 | — |
Toronto-Dominion Bank | 9/15/21 | USD | 13,316 | DKK | 81,202 | 349 | — |
State Street Bank & Trust Co. | 9/15/21 | USD | 204,013 | EUR | 171,523 | 307 | — |
Toronto-Dominion Bank | 9/15/21 | USD | 50,826 | EUR | 42,620 | 209 | — |
Morgan Stanley Capital Services Inc. | 9/15/21 | USD | 15,213 | EUR | 12,728 | 97 | — |
Morgan Stanley Capital Services Inc. | 9/15/21 | USD | 2,714 | GBP | 1,947 | 20 | — |
JPMorgan Chase Bank, N.A. | 9/15/21 | USD | 74,806 | JPY | 8,233,500 | 645 | — |
Citibank, N.A. | 9/15/21 | USD | 48,356 | JPY | 5,348,492 | 181 | — |
Toronto-Dominion Bank | 9/15/21 | USD | 1,250 | SEK | 10,330 | 42 | — |
7,614 | (46,164) |
AUD—Australian dollar. |
CAD—Canadian dollar. |
CHF—Swiss franc. |
DKK—Danish krone. |
EUR—euro. |
GBP—British pound. |
JPY—Japanese yen. |
SEK—Swedish krona. |
SGD—Singapore dollar. |
USD—U.S. dollar. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $116,892,147) | 155,714,464 |
Affiliated Issuers (Cost $2,466,752) | 2,467,319 |
Total Investments in Securities | 158,181,783 |
Investment in Vanguard | 5,517 |
Cash Collateral Pledged—Futures Contracts | 118,739 |
Cash Collateral Pledged—Forward Currency Contracts | 37,491 |
Foreign Currency, at Value (Cost $123,062) | 122,868 |
Receivables for Investment Securities Sold | 209,998 |
Receivables for Accrued Income | 505,402 |
Receivables for Capital Shares Issued | 65,069 |
Unrealized Appreciation—Forward Currency Contracts | 7,614 |
Total Assets | 159,254,481 |
Liabilities | |
Due to Custodian | 168,036 |
Payables for Investment Securities Purchased | 87,625 |
Collateral for Securities on Loan | 1,313,786 |
Payables for Capital Shares Redeemed | 25,577 |
Payables to Vanguard | 3,395 |
Variation Margin Payable—Futures Contracts | 9,107 |
Unrealized Depreciation—Forward Currency Contracts | 46,164 |
Total Liabilities | 1,653,690 |
Net Assets | 157,600,791 |
Statement of Assets and Liabilities (continued) | |
At June 30, 2021, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 122,245,863 |
Total Distributable Earnings (Loss) | 35,354,928 |
Net Assets | 157,600,791 |
Investor Shares—Net Assets | |
Applicable to 4,016,457 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 51,400 |
Net Asset Value Per Share—Investor Shares | $12.80 |
ETF Shares—Net Assets | |
Applicable to 1,965,633,239 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 101,047,719 |
Net Asset Value Per Share—ETF Shares | $51.41 |
Admiral Shares—Net Assets | |
Applicable to 1,445,388,981 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 23,887,834 |
Net Asset Value Per Share—Admiral Shares | $16.53 |
Institutional Shares—Net Assets | |
Applicable to 921,891,941 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 15,256,799 |
Net Asset Value Per Share—Institutional Shares | $16.55 |
Institutional Plus Shares—Net Assets | |
Applicable to 671,001,931 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 17,357,039 |
Net Asset Value Per Share—Institutional Plus Shares | $25.87 |
Six Months Ended June 30, 2021 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 2,317,304 |
Interest2 | 460 |
Securities Lending—Net | 18,299 |
Total Income | 2,336,063 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 2,026 |
Management and Administrative—Investor Shares | 37 |
Management and Administrative—ETF Shares | 18,501 |
Management and Administrative—Admiral Shares | 6,756 |
Management and Administrative—Institutional Shares | 3,013 |
Management and Administrative—Institutional Plus Shares | 2,674 |
Marketing and Distribution—Investor Shares | 2 |
Marketing and Distribution—ETF Shares | 980 |
Marketing and Distribution—Admiral Shares | 391 |
Marketing and Distribution—Institutional Shares | 195 |
Marketing and Distribution—Institutional Plus Shares | 101 |
Custodian Fees | 2,305 |
Shareholders’ Reports—Investor Shares | — |
Shareholders’ Reports—ETF Shares | 1,444 |
Shareholders’ Reports—Admiral Shares | 105 |
Shareholders’ Reports—Institutional Shares | 30 |
Shareholders’ Reports—Institutional Plus Shares | 30 |
Trustees’ Fees and Expenses | 19 |
Total Expenses | 38,609 |
Net Investment Income | 2,297,454 |
Realized Net Gain (Loss) | |
Investment Securities Sold2 | (286,345) |
Futures Contracts | 243,224 |
Forward Currency Contracts | 38,949 |
Foreign Currencies | (6,349) |
Realized Net Gain (Loss) | (10,521) |
Statement of Operations (continued) | |
Six Months Ended June 30, 2021 | |
($000) | |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | 11,766,998 |
Futures Contracts | (29,557) |
Forward Currency Contracts | (77,645) |
Foreign Currencies | (15,964) |
Change in Unrealized Appreciation (Depreciation) | 11,643,832 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 13,930,765 |
1 | Dividends are net of foreign withholding taxes of $239,520,000. |
2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $428,000, $23,000, and ($24,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 2,297,454 | 2,849,838 | |
Realized Net Gain (Loss) | (10,521) | 217,803 | |
Change in Unrealized Appreciation (Depreciation) | 11,643,832 | 9,327,582 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 13,930,765 | 12,395,223 | |
Distributions | |||
Investor Shares | (626) | (1,037) | |
ETF Shares | (1,248,211) | (1,769,743) | |
Admiral Shares | (292,720) | (431,441) | |
Institutional Shares | (188,755) | (284,063) | |
Institutional Plus Shares | (215,253) | (317,398) | |
Total Distributions | (1,945,565) | (2,803,682) | |
Capital Share Transactions | |||
Investor Shares | (1,908) | (13,254) | |
ETF Shares | 5,856,327 | 3,023,570 | |
Admiral Shares | 849,601 | (355,665) | |
Institutional Shares | 28,566 | 474,063 | |
Institutional Plus Shares | 497,496 | 470,744 | |
Net Increase (Decrease) from Capital Share Transactions | 7,230,082 | 3,599,458 | |
Total Increase (Decrease) | 19,215,282 | 13,190,999 | |
Net Assets | |||
Beginning of Period | 138,385,509 | 125,194,510 | |
End of Period | 157,600,791 | 138,385,509 |
Investor Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $11.79 | $10.95 | $9.26 | $11.16 | $9.09 | $9.15 |
Investment Operations | ||||||
Net Investment Income | .1841 | .2351 | .3611 | .3121 | .2841 | .262 |
Net Realized and Unrealized Gain (Loss) on Investments | .980 | .834 | 1.651 | (1.914) | 2.086 | (.054) |
Total from Investment Operations | 1.164 | 1.069 | 2.012 | (1.602) | 2.370 | .208 |
Distributions | ||||||
Dividends from Net Investment Income | (.154) | (.229) | (.322) | (.298) | (.300) | (.268) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Total Distributions | (.154) | (.229) | (.322) | (.298) | (.300) | (.268) |
Net Asset Value, End of Period | $12.80 | $11.79 | $10.95 | $9.26 | $11.16 | $9.09 |
Total Return2 | 9.90% | 10.11% | 21.96% | -14.56% | 26.31% | 2.36% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $51 | $49 | $59 | $731 | $950 | $875 |
Ratio of Total Expenses to Average Net Assets | 0.16% | 0.16% | 0.16% | 0.16% | 0.17% | 0.17% |
Ratio of Net Investment Income to Average Net Assets | 2.90% | 2.34% | 3.56% | 2.89% | 2.71% | 3.00% |
Portfolio Turnover Rate3 | 2% | 3% | 2% | 3% | 3% | 11% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
FTSE Developed Markets ETF Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $47.36 | $43.98 | $37.20 | $44.83 | $36.51 | $36.75 |
Investment Operations | ||||||
Net Investment Income | .7711 | .9821 | 1.2891 | 1.2911 | 1.1661 | 1.090 |
Net Realized and Unrealized Gain (Loss) on Investments | 3.924 | 3.363 | 6.831 | (7.677) | 8.397 | (.216) |
Total from Investment Operations | 4.695 | 4.345 | 8.120 | (6.386) | 9.563 | .874 |
Distributions | ||||||
Dividends from Net Investment Income | (.645) | (.965) | (1.340) | (1.244) | (1.243) | (1.114) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Total Distributions | (.645) | (.965) | (1.340) | (1.244) | (1.243) | (1.114) |
Net Asset Value, End of Period | $51.41 | $47.36 | $43.98 | $37.20 | $44.83 | $36.51 |
Total Return | 9.93% | 10.29% | 22.08% | -14.47% | 26.44% | 2.51% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $101,048 | $87,578 | $78,752 | $65,139 | $68,406 | $40,243 |
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.05% | 0.05% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 3.02% | 2.43% | 3.13% | 3.00% | 2.81% | 3.10% |
Portfolio Turnover Rate2 | 2% | 3% | 2% | 3% | 3% | 11% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Admiral Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $15.23 | $14.14 | $11.96 | $14.41 | $11.74 | $11.82 |
Investment Operations | ||||||
Net Investment Income | .2461 | .3131 | .4101 | .4121 | .3751 | .350 |
Net Realized and Unrealized Gain (Loss) on Investments | 1.260 | 1.085 | 2.198 | (2.464) | 2.695 | (.071) |
Total from Investment Operations | 1.506 | 1.398 | 2.608 | (2.052) | 3.070 | .279 |
Distributions | ||||||
Dividends from Net Investment Income | (.206) | (.308) | (.428) | (.398) | (.400) | (.359) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Total Distributions | (.206) | (.308) | (.428) | (.398) | (.400) | (.359) |
Net Asset Value, End of Period | $16.53 | $15.23 | $14.14 | $11.96 | $14.41 | $11.74 |
Total Return2 | 9.91% | 10.26% | 22.05% | -14.46% | 26.40% | 2.45% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $23,888 | $21,207 | $20,143 | $15,209 | $15,180 | $9,702 |
Ratio of Total Expenses to Average Net Assets | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 2.99% | 2.41% | 3.10% | 2.98% | 2.81% | 3.10% |
Portfolio Turnover Rate3 | 2% | 3% | 2% | 3% | 3% | 11% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $15.25 | $14.16 | $11.97 | $14.43 | $11.75 | $11.83 |
Investment Operations | ||||||
Net Investment Income | .2471 | .3151 | .4171 | .4161 | .3791 | .352 |
Net Realized and Unrealized Gain (Loss) on Investments | 1.261 | 1.086 | 2.205 | (2.475) | 2.701 | (.072) |
Total from Investment Operations | 1.508 | 1.401 | 2.622 | (2.059) | 3.080 | .280 |
Distributions | ||||||
Dividends from Net Investment Income | (.208) | (.311) | (.432) | (.401) | (.400) | (.360) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Total Distributions | (.208) | (.311) | (.432) | (.401) | (.400) | (.360) |
Net Asset Value, End of Period | $16.55 | $15.25 | $14.16 | $11.97 | $14.43 | $11.75 |
Total Return | 9.91% | 10.27% | 22.14% | -14.49% | 26.46% | 2.46% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $15,257 | $14,020 | $12,449 | $10,361 | $11,998 | $9,092 |
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.05% | 0.05% | 0.06% | 0.06% |
Ratio of Net Investment Income to Average Net Assets | 3.01% | 2.42% | 3.15% | 3.00% | 2.82% | 3.11% |
Portfolio Turnover Rate2 | 2% | 3% | 2% | 3% | 3% | 11% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Institutional Plus Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $23.83 | $22.13 | $18.72 | $22.56 | $18.37 | $18.49 |
Investment Operations | ||||||
Net Investment Income | .3871 | .4951 | .6471 | .6431 | .5971 | .552 |
Net Realized and Unrealized Gain (Loss) on Investments | 1.979 | 1.693 | 3.439 | (3.855) | 4.223 | (.107) |
Total from Investment Operations | 2.366 | 2.188 | 4.086 | (3.212) | 4.820 | .445 |
Distributions | ||||||
Dividends from Net Investment Income | (.326) | (.488) | (.676) | (.628) | (.630) | (.565) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Total Distributions | (.326) | (.488) | (.676) | (.628) | (.630) | (.565) |
Net Asset Value, End of Period | $25.87 | $23.83 | $22.13 | $18.72 | $22.56 | $18.37 |
Total Return | 9.96% | 10.27% | 22.07% | -14.45% | 26.49% | 2.50% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $17,357 | $15,531 | $13,790 | $9,265 | $10,102 | $7,444 |
Ratio of Total Expenses to Average Net Assets | 0.04% | 0.04% | 0.04% | 0.04% | 0.05% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 3.02% | 2.43% | 3.12% | 3.01% | 2.83% | 3.12% |
Portfolio Turnover Rate2 | 2% | 3% | 2% | 3% | 3% | 11% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements. |
B. | In accordance with the terms of a Funds' Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
C. | Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 14,393,540 | 141,285,193 | 35,731 | 155,714,464 |
Temporary Cash Investments | 2,467,319 | — | — | 2,467,319 |
Total | 16,860,859 | 141,285,193 | 35,731 | 158,181,783 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 1,559 | — | — | 1,559 |
Forward Currency Contracts | — | 7,614 | — | 7,614 |
Total | 1,559 | 7,614 | — | 9,173 |
Liabilities | ||||
Futures Contracts1 | 20,661 | — | — | 20,661 |
Forward Currency Contracts | — | 46,164 | — | 46,164 |
Total | 20,661 | 46,164 | — | 66,825 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
D. | At June 30, 2021, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows: |
Statement of Assets and Liabilities | Equity Contracts ($000) | Foreign Exchange Contracts ($000) | Total ($000) |
Unrealized Appreciation—Futures Contracts1 | 1,559 | — | 1,559 |
Unrealized Appreciation—Forward Currency Contracts | — | 7,614 | 7,614 |
Total Assets | 1,559 | 7,614 | 9,173 |
Unrealized Depreciation—Futures Contracts1 | 20,661 | — | 20,661 |
Unrealized Depreciation—Forward Currency Contracts | — | 46,164 | 46,164 |
Total Liabilities | 20,661 | 46,164 | 66,825 |
1Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Realized Net Gain (Loss) on Derivatives | Equity Contracts ($000) | Foreign Exchange Contracts ($000) | Total ($000) |
Futures Contracts | 243,224 | — | 243,224 |
Forward Currency Contracts | — | 38,949 | 38,949 |
Realized Net Gain (Loss) on Derivatives | 243,224 | 38,949 | 282,173 |
Change in Unrealized Appreciation (Depreciation) on Derivatives | |||
Futures Contracts | (29,557) | — | (29,557) |
Forward Currency Contracts | — | (77,645) | (77,645) |
Change in Unrealized Appreciation (Depreciation) on Derivatives | (29,557) | (77,645) | (107,202) |
E. | As of June 30, 2021, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows: |
Amount ($000) | |
Tax Cost | 120,228,753 |
Gross Unrealized Appreciation | 48,796,313 |
Gross Unrealized Depreciation | (10,900,934) |
Net Unrealized Appreciation (Depreciation) | 37,895,379 |
F. | During the six months ended June 30, 2021, the fund purchased $9,857,385,000 of investment securities and sold $2,302,102,000 of investment securities, other than temporary cash investments. Purchases and sales include $4,398,969,000 and $0, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares. |
G. | Capital share transactions for each class of shares were: |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 4,477 | 360 | 8,465 | 868 | |
Issued in Lieu of Cash Distributions | 625 | 50 | 1,037 | 103 | |
Redeemed | (7,010) | (566) | (22,756) | (2,213) | |
Net Increase (Decrease)—Investor Shares | (1,908) | (156) | (13,254) | (1,242) | |
ETF Shares | |||||
Issued | 5,856,327 | 116,542 | 5,546,171 | 128,480 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | — | — | (2,522,601) | (70,000) | |
Net Increase (Decrease)—ETF Shares | 5,856,327 | 116,542 | 3,023,570 | 58,480 | |
Admiral Shares | |||||
Issued | 2,687,184 | 167,236 | 5,693,782 | 462,836 | |
Issued in Lieu of Cash Distributions | 231,899 | 14,284 | 338,012 | 25,835 | |
Redeemed | (2,069,482) | (128,879) | (6,387,459) | (520,543) | |
Net Increase (Decrease)—Admiral Shares | 849,601 | 52,641 | (355,665) | (31,872) | |
Institutional Shares | |||||
Issued | 2,040,602 | 126,962 | 3,233,752 | 253,662 | |
Issued in Lieu of Cash Distributions | 173,548 | 10,677 | 257,784 | 19,654 | |
Redeemed | (2,185,584) | (135,225) | (3,017,473) | (233,104) | |
Net Increase (Decrease)—Institutional Shares | 28,566 | 2,414 | 474,063 | 40,212 | |
Institutional Plus Shares | |||||
Issued | 1,766,491 | 69,959 | 2,646,526 | 131,406 | |
Issued in Lieu of Cash Distributions | 203,497 | 8,011 | 301,006 | 14,700 | |
Redeemed | (1,472,492) | (58,658) | (2,476,788) | (117,555) | |
Net Increase (Decrease)—Institutional Plus Shares | 497,496 | 19,312 | 470,744 | 28,551 |
H. | Management has determined that no events or transactions occurred subsequent to June 30, 2021, that would require recognition or disclosure in these financial statements. |
![](https://capedge.com/proxy/N-CSRS/0001104659-21-110143/imgcc810bdd2.jpg)
All rights reserved.
U.S. Patent Nos. 6,879,964; 7,337,138; 7,720,749; 7,925,573; 8,090,646; 8,417,623; and 8,626,636.
Vanguard Marketing Corporation, Distributor.
Item 2: Code of Ethics.
Not applicable.
Item 3: Audit Committee Financial Expert.
Not applicable.
Item 4: Principal Accountant Fees and Services.
Not applicable.
Item 5: Audit Committee of Listed Registrants.
Not applicable.
Item 6: Investments.
Shares | Market Value ($000) | ||
Common Stocks (98.8%) | |||
Australia (6.4%) | |||
Commonwealth Bank of Australia | 11,805,862 | 884,054 | |
BHP Group Ltd. | 19,598,560 | 713,002 | |
CSL Ltd. | 3,022,494 | 646,416 | |
Westpac Banking Corp. | 24,405,370 | 472,288 | |
National Australia Bank Ltd. | 21,955,412 | 431,618 | |
Australia & New Zealand Banking Group Ltd. | 18,936,258 | 399,705 | |
Wesfarmers Ltd. | 7,527,230 | 333,705 | |
Macquarie Group Ltd. | 2,176,439 | 254,995 | |
Woolworths Group Ltd. | 8,430,463 | 241,250 | |
Rio Tinto Ltd. | 2,470,252 | 234,194 | |
Transurban Group | 18,212,486 | 194,238 | |
Goodman Group | 12,047,422 | 190,659 | |
Fortescue Metals Group Ltd. | 10,581,669 | 184,850 | |
Aristocrat Leisure Ltd. | 4,240,994 | 136,910 | |
* | Afterpay Ltd. | 1,483,598 | 131,685 |
Amcor plc GDR | 10,266,697 | 116,932 | |
Coles Group Ltd. | 8,444,091 | 108,167 | |
Woodside Petroleum Ltd. | 6,386,625 | 106,348 | |
Newcrest Mining Ltd. | 5,426,663 | 102,910 | |
James Hardie Industries plc GDR | 2,950,494 | 100,116 | |
Sonic Healthcare Ltd. | 3,182,581 | 91,708 | |
* | Xero Ltd. | 830,921 | 85,468 |
Brambles Ltd. | 9,648,781 | 82,805 | |
Cochlear Ltd. | 425,875 | 80,349 | |
QBE Insurance Group Ltd. | 9,794,856 | 79,040 | |
Telstra Corp. Ltd. | 27,667,988 | 78,034 | |
ASX Ltd. | 1,292,050 | 75,321 | |
Suncorp Group Ltd. | 8,537,003 | 71,073 | |
Scentre Group | 34,491,379 | 70,580 | |
South32 Ltd. | 31,383,665 | 68,824 | |
Insurance Australia Group Ltd. | 16,388,295 | 63,365 | |
Santos Ltd. | 11,758,809 | 62,457 | |
SEEK Ltd. | 2,317,107 | 57,601 | |
Dexus | 7,159,442 | 57,073 | |
Mirvac Group | 26,173,498 | 57,068 | |
Northern Star Resources Ltd. | 7,559,870 | 55,521 | |
Stockland | 15,841,635 | 55,165 | |
BlueScope Steel Ltd. | 3,346,737 | 54,993 | |
Ramsay Health Care Ltd. | 1,162,124 | 54,830 | |
Tabcorp Holdings Ltd. | 13,806,920 | 53,570 | |
APA Group | 7,839,310 | 52,309 | |
GPT Group | 12,963,310 | 47,422 | |
Computershare Ltd. (XASX) | 3,568,355 | 45,226 | |
* | Boral Ltd. | 8,058,694 | 44,401 |
Medibank Pvt Ltd. | 18,287,836 | 43,357 | |
REA Group Ltd. | 334,502 | 42,385 | |
Treasury Wine Estates Ltd. | 4,804,330 | 42,068 | |
* | Endeavour Group Ltd. | 8,414,094 | 39,691 |
Oil Search Ltd. | 13,819,990 | 39,482 | |
Origin Energy Ltd. | 11,672,778 | 39,422 | |
Lendlease Corp. Ltd. | 4,569,842 | 39,267 | |
* | Sydney Airport | 8,791,125 | 38,145 |
Mineral Resources Ltd. | 923,889 | 37,109 | |
Magellan Financial Group Ltd. | 917,131 | 37,041 | |
Domino's Pizza Enterprises Ltd. | 404,544 | 36,582 | |
OZ Minerals Ltd. | 2,158,447 | 36,288 | |
Evolution Mining Ltd. | 10,694,582 | 36,134 | |
Charter Hall Group | 3,093,437 | 35,816 | |
Ampol Ltd. | 1,584,023 | 33,527 |
Shares | Market Value ($000) | ||
Aurizon Holdings Ltd. | 11,745,720 | 32,716 | |
Reece Ltd. | 1,771,554 | 31,372 | |
ALS Ltd. | 3,205,423 | 31,324 | |
Atlas Arteria Ltd. | 6,375,487 | 30,456 | |
Bank of Queensland Ltd. | 4,246,150 | 29,004 | |
Vicinity Centres | 25,054,255 | 28,887 | |
Bendigo & Adelaide Bank Ltd. | 3,626,848 | 28,516 | |
JB Hi-Fi Ltd. | 751,991 | 28,499 | |
Ansell Ltd. | 858,392 | 28,001 | |
Orica Ltd. | 2,705,627 | 26,908 | |
* | NEXTDC Ltd. | 3,016,880 | 26,846 |
* | Lynas Rare Earths Ltd. | 5,966,858 | 25,507 |
AGL Energy Ltd. | 4,144,888 | 25,465 | |
IGO Ltd. | 4,147,808 | 23,672 | |
Qube Holdings Ltd. | 9,792,399 | 23,276 | |
Incitec Pivot Ltd. | 12,899,239 | 23,018 | |
carsales.com Ltd. | 1,433,995 | 21,236 | |
Nine Entertainment Co. Holdings Ltd. | 9,684,139 | 21,153 | |
* | Crown Resorts Ltd. | 2,331,721 | 20,813 |
Breville Group Ltd. | 924,944 | 20,741 | |
Alumina Ltd. | 16,799,573 | 20,681 | |
Reliance Worldwide Corp. Ltd. | 5,242,658 | 20,667 | |
Metcash Ltd. | 6,839,340 | 20,510 | |
Altium Ltd. | 724,449 | 19,943 | |
Downer EDI Ltd. | 4,678,823 | 19,601 | |
AMP Ltd. | 22,882,142 | 19,307 | |
Iluka Resources Ltd. | 2,799,158 | 19,166 | |
Worley Ltd. | 2,136,949 | 19,121 | |
Steadfast Group Ltd. | 5,740,912 | 18,926 | |
* | Pilbara Minerals Ltd. | 16,977,517 | 18,414 |
Challenger Ltd. | 4,448,831 | 18,025 | |
Cleanaway Waste Management Ltd. | 9,094,534 | 18,014 | |
*,1 | Zip Co. Ltd. | 3,049,359 | 17,318 |
IDP Education Ltd. | 933,990 | 17,202 | |
* | Qantas Airways Ltd. | 4,920,550 | 17,178 |
Harvey Norman Holdings Ltd. | 3,963,167 | 16,301 | |
AusNet Services Ltd. | 12,393,237 | 16,243 | |
Eagers Automotive Ltd. | 1,298,238 | 16,133 | |
* | Star Entertainment Grp Ltd. | 5,744,689 | 15,879 |
1 | Washington H Soul Pattinson & Co. Ltd. | 601,599 | 15,214 |
Orora Ltd. | 5,999,697 | 15,000 | |
nib holdings Ltd. | 3,050,427 | 14,889 | |
ARB Corp. Ltd. | 452,582 | 14,644 | |
* | Champion Iron Ltd. | 3,000,893 | 14,353 |
Seven Group Holdings Ltd. | 938,986 | 14,323 | |
Bapcor Ltd. | 2,235,566 | 14,245 | |
CSR Ltd. | 3,228,954 | 13,956 | |
Sims Ltd. | 1,109,045 | 13,791 | |
Shopping Centres Australasia Property Group | 7,185,326 | 13,509 | |
IOOF Holdings Ltd. | 4,218,292 | 13,490 | |
WiseTech Global Ltd. | 557,942 | 13,333 | |
Healius Ltd. | 3,830,440 | 13,295 | |
Link Administration Holdings Ltd. | 3,434,347 | 12,987 | |
Charter Hall Long Wale REIT | 3,560,650 | 12,657 | |
IRESS Ltd. | 1,266,354 | 12,258 | |
* | Megaport Ltd. | 883,537 | 12,249 |
Pro Medicus Ltd. | 276,586 | 12,182 | |
Premier Investments Ltd. | 543,256 | 11,633 | |
TPG Telecom Ltd. | 2,463,101 | 11,569 | |
* | Chalice Mining Ltd. | 2,047,697 | 11,389 |
* | Corporate Travel Management Ltd. | 707,205 | 11,378 |
Shares | Market Value ($000) | ||
Perpetual Ltd. | 375,601 | 11,278 | |
Pendal Group Ltd. | 1,820,665 | 10,999 | |
National Storage REIT | 7,403,619 | 10,985 | |
Beach Energy Ltd. | 11,813,851 | 10,981 | |
* | Uniti Group Ltd. | 4,352,023 | 10,803 |
Codan Ltd. | 796,388 | 10,773 | |
*,1 | Flight Centre Travel Group Ltd. | 958,078 | 10,657 |
Super Retail Group Ltd. | 1,089,574 | 10,536 | |
Waypoint REIT | 5,242,955 | 10,278 | |
BWP Trust | 3,202,918 | 10,215 | |
* | PointsBet Holdings Ltd. | 1,009,639 | 9,684 |
Deterra Royalties Ltd. | 2,858,988 | 9,632 | |
* | Orocobre Ltd. | 1,972,532 | 9,549 |
*,1 | Webjet Ltd. | 2,492,121 | 9,161 |
Charter Hall Retail REIT | 3,211,640 | 9,119 | |
CIMIC Group Ltd. | 615,320 | 9,115 | |
* | Perseus Mining Ltd. | 8,242,051 | 9,024 |
Ingenia Communities Group | 1,961,903 | 9,007 | |
Elders Ltd. | 1,033,554 | 8,954 | |
Bega Cheese Ltd. | 2,019,876 | 8,924 | |
* | Galaxy Resources Ltd. | 3,238,917 | 8,902 |
InvoCare Ltd. | 974,622 | 8,457 | |
Centuria Industrial REIT | 3,015,005 | 8,396 | |
* | Whitehaven Coal Ltd. | 5,743,124 | 8,332 |
2 | Viva Energy Group Ltd. | 5,754,418 | 8,317 |
* | PolyNovo Ltd. | 3,909,881 | 8,272 |
Credit Corp Group Ltd. | 370,768 | 8,251 | |
Bingo Industries Ltd. | 3,195,608 | 8,226 | |
Adbri Ltd. | 3,022,164 | 7,864 | |
AUB Group Ltd. | 453,191 | 7,599 | |
* | De Grey Mining Ltd. | 8,179,385 | 7,561 |
Regis Resources Ltd. | 4,248,893 | 7,522 | |
Brickworks Ltd. | 395,751 | 7,441 | |
*,1 | Piedmont Lithium Inc. | 9,689,912 | 7,419 |
Appen Ltd. | 723,627 | 7,392 | |
Platinum Asset Management Ltd. | 2,001,841 | 7,362 | |
Lifestyle Communities Ltd. | 622,434 | 7,308 | |
* | Nufarm Ltd. | 2,087,217 | 7,165 |
Netwealth Group Ltd. | 554,357 | 7,132 | |
Abacus Property Group | 3,017,068 | 7,113 | |
Technology One Ltd. | 1,008,068 | 7,031 | |
HUB24 Ltd. | 325,354 | 6,956 | |
Centuria Capital Group | 3,318,206 | 6,922 | |
Ramelius Resources Ltd. | 5,410,904 | 6,872 | |
* | Nanosonics Ltd. | 1,549,735 | 6,822 |
* | Silver Lake Resources Ltd. | 5,444,007 | 6,781 |
* | EVENT Hospitality and Entertainment Ltd. | 694,427 | 6,583 |
Aventus Group | 2,745,447 | 6,475 | |
IPH Ltd. | 1,062,367 | 6,217 | |
Costa Group Holdings Ltd. (XASX) | 2,500,618 | 6,207 | |
Cromwell Property Group | 9,391,054 | 6,160 | |
Collins Foods Ltd. | 711,680 | 6,128 | |
SeaLink Travel Group Ltd. | 855,629 | 6,081 | |
Nickel Mines Ltd. | 8,174,765 | 6,061 | |
St. Barbara Ltd. | 4,723,096 | 6,043 | |
United Malt Grp Ltd. | 1,779,942 | 5,980 | |
* | Domain Holdings Australia Ltd. | 1,530,224 | 5,931 |
Clinuvel Pharmaceuticals Ltd. | 255,610 | 5,879 | |
* | Tyro Payments Ltd. | 2,127,352 | 5,867 |
GrainCorp Ltd. Class A | 1,495,294 | 5,789 | |
Arena REIT | 2,132,554 | 5,753 |
Shares | Market Value ($000) | ||
*,1 | Temple & Webster Group Ltd. | 711,196 | 5,738 |
*,1 | Mesoblast Ltd. | 3,818,570 | 5,696 |
Sandfire Resources Ltd. | 1,105,380 | 5,643 | |
Growthpoint Properties Australia Ltd. | 1,850,563 | 5,636 | |
GUD Holdings Ltd. | 623,704 | 5,605 | |
Charter Hall Social Infrastructure REIT | 2,151,347 | 5,596 | |
Pinnacle Investment Management Group Ltd. | 606,223 | 5,443 | |
1 | Blackmores Ltd. | 98,245 | 5,409 |
Gold Road Resources Ltd. | 5,645,045 | 5,333 | |
* | EML Payments Ltd. | 2,016,276 | 5,264 |
Hansen Technologies Ltd. | 1,063,449 | 4,960 | |
Australian Ethical Investment Ltd. | 747,556 | 4,729 | |
Centuria Office REIT | 2,683,456 | 4,698 | |
Monadelphous Group Ltd. | 584,879 | 4,582 | |
Accent Group Ltd. | 2,168,601 | 4,537 | |
Jumbo Interactive Ltd. | 338,286 | 4,504 | |
* | Telix Pharmaceuticals Ltd. | 986,858 | 4,498 |
* | Genworth Mortgage Insurance Australia Ltd. | 2,717,127 | 4,474 |
Omni Bridgeway Ltd. | 1,583,252 | 4,449 | |
Rural Funds Group | 2,183,520 | 4,341 | |
* | West African Resources Ltd. | 5,765,705 | 4,303 |
* | oOh!media Ltd. | 3,252,987 | 4,263 |
* | G8 Education Ltd. | 5,591,203 | 4,214 |
Bravura Solutions Ltd. | 1,589,341 | 4,181 | |
Select Harvests Ltd. | 815,934 | 4,129 | |
Imdex Ltd. | 2,616,650 | 3,998 | |
Lovisa Holdings Ltd. | 347,869 | 3,972 | |
* | Australian Strategic Materials Ltd. | 677,596 | 3,968 |
Data#3 Ltd. | 928,727 | 3,899 | |
1 | Kogan.com Ltd. | 443,564 | 3,848 |
* | City Chic Collective Ltd. | 923,292 | 3,798 |
Western Areas Ltd. | 2,122,602 | 3,796 | |
Tassal Group Ltd. | 1,403,471 | 3,766 | |
Pact Group Holdings Ltd. | 1,344,615 | 3,740 | |
* | Bellevue Gold Ltd. | 5,211,900 | 3,716 |
* | nearmap Ltd. | 2,656,275 | 3,712 |
Integral Diagnostics Ltd. | 936,513 | 3,649 | |
Inghams Group Ltd. | 1,217,914 | 3,633 | |
* | Marley Spoon AG GDR | 1,489,935 | 3,533 |
GWA Group Ltd. | 1,693,251 | 3,518 | |
BWX Ltd. | 847,645 | 3,460 | |
Baby Bunting Group Ltd. | 819,128 | 3,449 | |
* | Redbubble Ltd. | 1,258,292 | 3,408 |
* | Eclipx Group Ltd. | 1,995,730 | 3,393 |
HomeCo Daily Needs REIT | 3,234,725 | 3,390 | |
McMillan Shakespeare Ltd. | 345,351 | 3,349 | |
Austal Ltd. | 2,151,968 | 3,308 | |
* | Karoon Energy Ltd. | 3,285,463 | 3,270 |
Mount Gibson Iron Ltd. | 4,592,672 | 3,252 | |
NRW Holdings Ltd. | 2,902,401 | 3,186 | |
SmartGroup Corp. Ltd. | 567,253 | 3,136 | |
* | Westgold Resources Ltd. | 2,178,049 | 3,073 |
Sigma Healthcare Ltd. | 6,872,975 | 3,064 | |
*,2 | Coronado Global Resources Inc. GDR | 4,869,327 | 3,063 |
APN Industria REIT | 1,230,089 | 3,063 | |
* | Emeco Holdings Ltd. | 3,746,905 | 2,962 |
* | Starpharma Holdings Ltd. Class A | 2,616,930 | 2,929 |
* | Estia Health Ltd. | 1,539,976 | 2,850 |
* | Resolute Mining Ltd. | 7,441,062 | 2,822 |
Australian Finance Group Ltd. | 1,299,247 | 2,778 | |
*,1 | Capricorn Metals Ltd. | 1,934,090 | 2,754 |
Shares | Market Value ($000) | ||
*,1 | Electro Optic Systems Holdings Ltd. | 836,883 | 2,705 |
Infomedia Ltd. | 2,349,559 | 2,705 | |
1 | Dicker Data Ltd. | 321,097 | 2,664 |
* | Southern Cross Media Group Ltd. | 1,689,563 | 2,648 |
Hotel Property Investments | 1,102,855 | 2,635 | |
Senex Energy Ltd. | 1,023,573 | 2,630 | |
*,1 | Alkane Resources Ltd. | 2,965,197 | 2,559 |
* | Fineos Corp. Ltd. GDR | 873,278 | 2,555 |
* | Mayne Pharma Group Ltd. | 10,521,396 | 2,523 |
* | Audinate Group Ltd. | 407,943 | 2,486 |
*,1 | Syrah Resources Ltd. | 3,199,331 | 2,482 |
Aurelia Metals Ltd. | 7,933,479 | 2,441 | |
GDI Property Group | 2,850,504 | 2,393 | |
MyState Ltd. | 678,373 | 2,377 | |
* | Opthea Ltd. | 2,317,411 | 2,321 |
Perenti Global Ltd. | 4,554,392 | 2,286 | |
*,1 | Seven West Media Ltd. | 6,274,873 | 2,190 |
Australian Pharmaceutical Industries Ltd. | 2,564,238 | 2,144 | |
Cedar Woods Properties Ltd. | 419,817 | 2,109 | |
* | Nuix Ltd. | 1,271,155 | 2,107 |
* | Australian Agricultural Co. Ltd. | 1,981,475 | 2,035 |
Jupiter Mines Ltd. | 9,356,964 | 2,029 | |
*,1 | Paradigm Biopharmaceuticals Ltd. | 1,264,673 | 1,993 |
1 | Virtus Health Ltd. | 399,426 | 1,977 |
1 | New Hope Corp. Ltd. | 1,485,176 | 1,926 |
SG Fleet Group Ltd. | 832,995 | 1,877 | |
*,1 | Carnarvon Petroleum Ltd. | 9,911,992 | 1,859 |
*,1 | Humm Group Ltd. | 2,444,923 | 1,813 |
* | Cooper Energy Ltd. | 8,942,266 | 1,742 |
* | Japara Healthcare Ltd. | 1,735,872 | 1,667 |
* | Superloop Ltd. | 2,300,630 | 1,602 |
Macmahon Holdings Ltd. | 11,169,463 | 1,590 | |
*,1 | Andromeda Metals Ltd. | 13,822,128 | 1,558 |
Service Stream Ltd. | 2,350,922 | 1,533 | |
*,1 | AMA Group Ltd. | 3,516,328 | 1,515 |
OFX Group Ltd. | 1,446,975 | 1,449 | |
* | Myer Holdings Ltd. | 5,193,599 | 1,383 |
1 | Regis Healthcare Ltd. | 881,414 | 1,290 |
1 | Navigator Global Investments Ltd. | 963,393 | 1,287 |
*,1 | New Century Resources Ltd. | 7,466,971 | 1,201 |
*,1 | Bubs Australia Ltd. | 3,611,296 | 1,179 |
MACA Ltd. | 2,006,156 | 1,135 | |
* | Costa Group Holdings Ltd. | 395,042 | 981 |
* | Dacian Gold Ltd. | 4,566,723 | 891 |
Vita Group Ltd. | 877,355 | 624 | |
*,1,3 | Liquefied Natural Gas Ltd. | 3,307,629 | 107 |
* | Juno Minerals Ltd. | 573,167 | 84 |
*,3 | Bgp Holdings plc | 7,179,555 | 27 |
10,093,229 | |||
Austria (0.3%) | |||
Erste Group Bank AG | 1,886,437 | 69,348 | |
OMV AG | 942,772 | 53,802 | |
Verbund AG | 439,105 | 40,451 | |
voestalpine AG | 762,328 | 31,095 | |
Wienerberger AG | 749,156 | 28,877 | |
ANDRITZ AG | 463,151 | 26,048 | |
CA Immobilien Anlagen AG | 493,610 | 20,625 | |
2 | BAWAG Group AG | 381,952 | 20,340 |
Raiffeisen Bank International AG | 865,639 | 19,649 | |
* | IMMOFINANZ AG | 629,994 | 14,164 |
Mayr Melnhof Karton AG | 56,970 | 12,144 |
Shares | Market Value ($000) | ||
1 | Oesterreichische Post AG | 221,861 | 11,811 |
* | Lenzing AG | 89,048 | 10,911 |
S IMMO AG | 333,728 | 7,998 | |
* | Telekom Austria AG Class A | 898,016 | 7,667 |
AT&S Austria Technologie & Systemtechnik AG | 168,222 | 7,289 | |
Vienna Insurance Group AG Wiener Versicherung Gruppe | 253,460 | 6,959 | |
UNIQA Insurance Group AG | 734,484 | 6,396 | |
EVN AG | 235,671 | 5,554 | |
Strabag SE (Bearer) | 103,421 | 4,435 | |
*,1 | DO & CO AG | 42,608 | 3,854 |
* | Schoeller-Bleckmann Oilfield Equipment AG | 73,163 | 3,086 |
Palfinger AG | 66,649 | 2,792 | |
* | Flughafen Wien AG | 63,997 | 2,227 |
Agrana Beteiligungs AG | 75,002 | 1,811 | |
* | Porr AG | 63,237 | 1,200 |
420,533 | |||
Belgium (0.9%) | |||
Anheuser-Busch InBev SA | 5,568,200 | 401,405 | |
KBC Group NV | 1,827,061 | 139,499 | |
* | Argenx SE | 338,711 | 102,194 |
UCB SA | 802,518 | 84,049 | |
Umicore SA | 1,360,376 | 83,225 | |
Groupe Bruxelles Lambert SA | 694,361 | 77,749 | |
Ageas SA | 1,181,981 | 65,684 | |
Solvay SA | 460,010 | 58,552 | |
Sofina SA | 101,667 | 43,926 | |
Warehouses De Pauw CVA | 924,829 | 35,328 | |
Aedifica SA | 239,041 | 31,578 | |
Cofinimmo SA | 195,851 | 29,834 | |
Ackermans & van Haaren NV | 147,881 | 24,988 | |
1 | Elia Group SA | 233,906 | 24,690 |
Etablissements Franz Colruyt NV | 338,452 | 18,936 | |
D'ieteren SA NV | 151,676 | 18,363 | |
Proximus SADP | 931,763 | 18,010 | |
Melexis NV | 131,290 | 13,650 | |
Euronav NV | 1,358,406 | 12,655 | |
Barco NV | 458,719 | 12,559 | |
Telenet Group Holding NV | 304,045 | 11,454 | |
Bekaert SA | 230,548 | 10,300 | |
KBC Ancora | 237,115 | 10,136 | |
VGP NV | 49,829 | 9,833 | |
Montea CVA | 79,736 | 9,387 | |
Fagron | 410,043 | 9,163 | |
* | bpost SA | 672,683 | 8,071 |
Xior Student Housing NV | 132,712 | 7,990 | |
Gimv NV | 124,737 | 7,988 | |
Shurgard Self Storage SA | 165,332 | 7,988 | |
* | Tessenderlo Group SA | 172,473 | 7,287 |
* | Ontex Group NV | 513,399 | 6,396 |
Befimmo SA | 144,002 | 5,718 | |
Retail Estates NV | 64,775 | 5,264 | |
* | AGFA-Gevaert NV | 1,064,281 | 4,946 |
Cie d'Entreprises CFE | 46,359 | 4,835 | |
*,1 | Kinepolis Group NV | 85,173 | 4,609 |
*,1 | Mithra Pharmaceuticals SA | 141,811 | 3,996 |
Econocom Group SA NV | 851,731 | 3,236 | |
Orange Belgium SA | 107,020 | 2,401 | |
Van de Velde NV | 35,294 | 1,048 | |
Wereldhave Belgium Comm VA | 17,773 | 1,028 | |
1,439,948 |
Shares | Market Value ($000) | ||
Canada (9.1%) | |||
* | Shopify Inc. Class A | 742,919 | 1,086,492 |
Royal Bank of Canada | 9,474,125 | 959,870 | |
Toronto-Dominion Bank | 12,089,523 | 847,222 | |
Enbridge Inc. | 13,369,676 | 535,283 | |
Bank of Nova Scotia | 8,064,095 | 524,465 | |
Brookfield Asset Management Inc. Class A | 8,898,853 | 453,988 | |
Bank of Montreal | 4,303,902 | 441,153 | |
Canadian National Railway Co. | 3,936,500 | 415,339 | |
Canadian Pacific Railway Ltd. | 4,433,909 | 340,949 | |
Canadian Imperial Bank of Commerce | 2,912,524 | 331,547 | |
TC Energy Corp. | 6,509,381 | 322,108 | |
Canadian Natural Resources Ltd. | 7,726,847 | 280,500 | |
Manulife Financial Corp. | 12,922,171 | 254,357 | |
Suncor Energy Inc. | 10,033,208 | 240,308 | |
Nutrien Ltd. | 3,793,953 | 229,884 | |
Sun Life Financial Inc. | 3,894,509 | 200,820 | |
Alimentation Couche-Tard Inc. Class B | 5,332,185 | 195,935 | |
Constellation Software Inc. | 127,013 | 192,365 | |
Franco-Nevada Corp. | 1,264,224 | 183,463 | |
Magna International Inc. | 1,867,219 | 172,879 | |
Barrick Gold Corp. (XLON) | 8,221,651 | 170,057 | |
National Bank of Canada | 2,240,562 | 167,681 | |
Waste Connections Inc. | 1,169,279 | 139,698 | |
Fortis Inc. (XTSE) | 3,039,610 | 134,546 | |
* | CGI Inc. | 1,462,131 | 132,566 |
Wheaton Precious Metals Corp. | 2,995,765 | 132,050 | |
Intact Financial Corp. | 946,631 | 128,608 | |
Restaurant Brands International Inc. (XTSE) | 1,976,770 | 127,367 | |
Rogers Communications Inc. Class B | 2,325,313 | 123,619 | |
Pembina Pipeline Corp. | 3,659,063 | 116,272 | |
Power Corp. of Canada | 3,601,917 | 113,846 | |
Thomson Reuters Corp. | 1,119,033 | 111,154 | |
BCE Inc. | 2,004,141 | 98,833 | |
Agnico Eagle Mines Ltd. | 1,616,365 | 97,743 | |
Open Text Corp. | 1,793,005 | 91,053 | |
Dollarama Inc. | 1,951,358 | 89,319 | |
WSP Global Inc. | 751,638 | 87,740 | |
First Quantum Minerals Ltd. | 3,685,878 | 84,951 | |
Shaw Communications Inc. Class B | 2,841,338 | 82,311 | |
Cenovus Energy Inc. | 8,369,735 | 80,078 | |
Metro Inc. | 1,629,492 | 78,123 | |
Emera Inc. | 1,683,298 | 76,370 | |
Fairfax Financial Holdings Ltd. | 173,767 | 76,202 | |
Barrick Gold Corp. | 3,561,990 | 73,836 | |
* | Teck Resources Ltd. Class B | 3,076,797 | 70,864 |
Kirkland Lake Gold Ltd. | 1,775,552 | 68,424 | |
Waste Connections Inc. (XTSE) | 570,366 | 68,119 | |
Loblaw Cos. Ltd. | 1,076,018 | 66,222 | |
TELUS Corp. | 2,879,196 | 64,571 | |
* | Bausch Health Cos. Inc. | 2,076,323 | 60,936 |
Canadian Tire Corp. Ltd. Class A | 376,376 | 59,559 | |
Algonquin Power & Utilities Corp. | 3,980,614 | 59,311 | |
* | CAE Inc. | 1,915,341 | 58,993 |
CCL Industries Inc. Class B | 984,220 | 54,205 | |
TFI International Inc. | 588,284 | 53,708 | |
West Fraser Timber Co. Ltd. | 747,600 | 53,670 | |
Great-West Lifeco Inc. | 1,799,692 | 53,456 | |
Canadian Apartment Properties REIT | 1,135,850 | 53,256 | |
Kinross Gold Corp. | 8,361,865 | 53,021 | |
Tourmaline Oil Corp. | 1,836,930 | 52,503 |
Shares | Market Value ($000) | ||
Northland Power Inc. | 1,494,606 | 50,990 | |
2 | Hydro One Ltd. | 2,091,899 | 50,559 |
Cameco Corp. | 2,634,655 | 50,500 | |
Gildan Activewear Inc. | 1,298,888 | 47,928 | |
Saputo Inc. | 1,580,616 | 47,141 | |
Toromont Industries Ltd. | 536,786 | 46,767 | |
George Weston Ltd. | 487,938 | 46,507 | |
Inter Pipeline Ltd. | 2,849,204 | 46,315 | |
Imperial Oil Ltd. | 1,483,310 | 45,208 | |
Ritchie Bros Auctioneers Inc. | 731,717 | 43,380 | |
FirstService Corp. | 250,380 | 42,944 | |
* | Lightspeed POS Inc. | 509,092 | 42,609 |
* | BlackBerry Ltd. | 3,391,707 | 41,452 |
Keyera Corp. | 1,461,311 | 39,268 | |
Pan American Silver Corp. | 1,373,352 | 39,220 | |
TMX Group Ltd. | 369,869 | 39,070 | |
iA Financial Corp. Inc. | 716,063 | 38,986 | |
* | Descartes Systems Group Inc. | 561,170 | 38,810 |
AltaGas Ltd. | 1,848,042 | 38,792 | |
* | Canopy Growth Corp. | 1,597,679 | 38,640 |
Lundin Mining Corp. | 4,262,108 | 38,440 | |
RioCan REIT | 2,105,417 | 37,502 | |
ARC Resources Ltd. | 4,388,026 | 37,346 | |
Onex Corp. | 503,679 | 36,573 | |
Brookfield Renewable Corp. Class A | 847,125 | 35,591 | |
Empire Co. Ltd. Class A | 1,103,437 | 34,805 | |
Element Fleet Management Corp. | 2,887,300 | 33,681 | |
Stantec Inc. | 737,678 | 32,915 | |
Parkland Corp. | 990,597 | 32,013 | |
Allied Properties REIT | 836,560 | 30,403 | |
SNC-Lavalin Group Inc. | 1,166,644 | 30,352 | |
* | Ballard Power Systems Inc. | 1,669,147 | 30,270 |
Quebecor Inc. Class B | 1,120,781 | 29,891 | |
B2Gold Corp. | 6,923,824 | 29,045 | |
Finning International Inc. | 1,078,582 | 28,235 | |
* | Ivanhoe Mines Ltd. Class A | 3,739,746 | 27,001 |
Yamana Gold Inc. | 6,410,562 | 26,995 | |
Endeavour Mining plc | 1,238,709 | 26,601 | |
Boyd Group Services Inc. | 141,548 | 25,759 | |
Granite REIT | 385,776 | 25,669 | |
GFL Environmental Inc. | 777,920 | 24,864 | |
Premium Brands Holdings Corp. Class A | 240,892 | 24,472 | |
H&R REIT | 1,871,172 | 24,152 | |
Capital Power Corp. | 714,602 | 23,607 | |
Colliers International Group Inc. | 210,659 | 23,591 | |
* | Kinaxis Inc. | 178,278 | 23,453 |
CI Financial Corp. | 1,255,731 | 23,046 | |
First Majestic Silver Corp. | 1,456,703 | 23,009 | |
SSR Mining Inc. | 1,460,674 | 22,813 | |
Canadian Utilities Ltd. Class A | 814,420 | 22,601 | |
* | Air Canada Class A | 1,081,740 | 22,253 |
SmartCentres REIT | 865,707 | 20,511 | |
First Capital REIT | 1,440,544 | 20,453 | |
BRP Inc. | 259,967 | 20,343 | |
Alamos Gold Inc. Class A | 2,621,908 | 20,030 | |
Choice Properties REIT | 1,701,541 | 19,615 | |
IGM Financial Inc. | 537,547 | 18,976 | |
Linamar Corp. | 300,468 | 18,846 | |
Gibson Energy Inc. | 973,423 | 18,650 | |
Brookfield Infrastructure Corp. Class A | 241,999 | 18,240 | |
Atco Ltd. Class I | 496,613 | 17,611 |
Shares | Market Value ($000) | ||
Primo Water Corp. | 1,031,761 | 17,263 | |
Cargojet Inc. | 112,448 | 16,694 | |
Boralex Inc. Class A | 539,819 | 16,439 | |
PrairieSky Royalty Ltd. | 1,323,024 | 16,020 | |
Crescent Point Energy Corp. | 3,537,544 | 16,010 | |
Canadian Western Bank | 566,598 | 15,906 | |
Stella-Jones Inc. | 437,328 | 15,745 | |
TransAlta Corp. | 1,562,782 | 15,570 | |
Chartwell Retirement Residences | 1,428,890 | 15,273 | |
* | Canada Goose Holdings Inc. | 348,243 | 15,221 |
Osisko Gold Royalties Ltd. | 1,109,022 | 15,200 | |
Innergex Renewable Energy Inc. | 873,625 | 15,188 | |
* | MEG Energy Corp. | 2,009,326 | 14,540 |
* | ATS Automation Tooling Systems Inc. | 495,168 | 14,213 |
* | Parex Resources Inc. | 842,566 | 14,070 |
Methanex Corp. | 406,600 | 13,478 | |
* | Great Canadian Gaming Corp. | 370,907 | 13,318 |
* | Bombardier Inc. Class B | 13,974,003 | 13,189 |
Enghouse Systems Ltd. | 291,663 | 12,986 | |
* | Novagold Resources Inc. | 1,552,304 | 12,447 |
Enerplus Corp. | 1,695,214 | 12,185 | |
Superior Plus Corp. | 984,241 | 12,124 | |
TransAlta Renewables Inc. | 715,379 | 12,021 | |
* | Pretium Resources Inc. | 1,250,383 | 11,963 |
* | Aurora Cannabis Inc. | 1,318,074 | 11,941 |
* | Equinox Gold Corp. | 1,668,200 | 11,587 |
* | Eldorado Gold Corp. | 1,155,401 | 11,474 |
Russel Metals Inc. | 414,524 | 11,326 | |
ECN Capital Corp. | 1,492,017 | 11,194 | |
Centerra Gold Inc. | 1,466,245 | 11,130 | |
* | Cronos Group Inc. | 1,290,698 | 11,120 |
* | Turquoise Hill Resources Ltd. | 653,781 | 11,028 |
Maple Leaf Foods Inc. | 499,865 | 10,376 | |
* | Home Capital Group Inc. Class B | 342,240 | 10,271 |
Laurentian Bank of Canada | 288,212 | 10,158 | |
NFI Group Inc. | 430,432 | 9,782 | |
Cominar REIT | 1,105,435 | 9,747 | |
Hudbay Minerals Inc. | 1,461,358 | 9,726 | |
Whitecap Resources Inc. | 1,924,034 | 9,561 | |
Dye & Durham Ltd. | 247,155 | 9,497 | |
* | Canfor Corp. | 412,869 | 9,446 |
* | IAMGOLD Corp. | 3,144,185 | 9,258 |
* | Vermilion Energy Inc. | 1,040,803 | 9,118 |
North West Co. Inc. | 319,538 | 9,071 | |
Transcontinental Inc. Class A | 482,967 | 9,070 | |
* | OceanaGold Corp. | 4,613,647 | 8,746 |
Boardwalk REIT | 252,680 | 8,333 | |
* | Shopify Inc. Class A (XTSE) | 5,318 | 7,769 |
Cascades Inc. | 627,877 | 7,729 | |
Cogeco Communications Inc. | 70,954 | 6,938 | |
* | Torex Gold Resources Inc. | 568,858 | 6,553 |
Mullen Group Ltd. | 601,919 | 6,487 | |
Winpak Ltd. | 201,977 | 6,301 | |
Artis REIT | 692,374 | 6,261 | |
* | Celestica Inc. | 725,505 | 5,689 |
Aecon Group Inc. | 388,287 | 5,638 | |
Martinrea International Inc. | 518,049 | 5,462 | |
First National Financial Corp. | 114,175 | 4,533 | |
Dream Office REIT | 244,057 | 4,520 | |
Westshore Terminals Investment Corp. | 258,036 | 3,555 | |
Enbridge Inc. (XTSE) | 87,527 | 3,505 |
Shares | Market Value ($000) | ||
1 | Fortis Inc. | 77,746 | 3,439 |
* | Brookfield Asset Management Reinsurance Partners Ltd. Class A | 61,295 | 3,239 |
* | Lightspeed POS Inc. (XTSE) | 32,620 | 2,727 |
Restaurant Brands International Inc. | 36,684 | 2,364 | |
GFL Environmental Inc. (XTSE) | 3,772 | 120 | |
14,401,929 | |||
Denmark (2.0%) | |||
Novo Nordisk A/S Class B | 10,746,759 | 899,597 | |
DSV PANALPINA A/S | 1,306,596 | 305,009 | |
Vestas Wind Systems A/S | 6,710,677 | 262,200 | |
2 | Orsted AS | 1,253,611 | 175,959 |
* | Genmab A/S | 393,392 | 161,190 |
Coloplast A/S Class B | 884,576 | 145,233 | |
Carlsberg AS Class B | 652,540 | 121,774 | |
AP Moller - Maersk A/S Class B | 37,965 | 109,298 | |
Novozymes A/S Class B | 1,318,115 | 99,451 | |
Pandora A/S | 643,143 | 86,769 | |
AP Moller - Maersk A/S Class A | 28,277 | 78,655 | |
Danske Bank A/S | 4,381,396 | 77,160 | |
GN Store Nord AS | 864,132 | 75,568 | |
Chr Hansen Holding A/S | 684,039 | 61,724 | |
Tryg A/S | 2,042,491 | 50,169 | |
Ambu A/S Class B | 1,136,331 | 43,724 | |
Royal Unibrew A/S | 323,287 | 41,194 | |
* | Demant A/S | 699,241 | 39,405 |
SimCorp A/S | 263,739 | 33,126 | |
* | ISS A/S | 1,229,332 | 28,928 |
2 | Netcompany Group A/S | 217,265 | 24,703 |
* | ALK-Abello A/S | 43,670 | 20,843 |
ROCKWOOL International A/S Class B | 42,196 | 20,550 | |
Ringkjoebing Landbobank A/S | 192,196 | 19,520 | |
* | Jyske Bank A/S (Registered) | 376,978 | 18,270 |
*,1 | Bavarian Nordic A/S | 421,057 | 17,371 |
Topdanmark AS | 281,775 | 14,663 | |
FLSmidth & Co. A/S | 333,672 | 13,902 | |
* | NKT A/S | 285,299 | 13,112 |
H Lundbeck A/S | 398,267 | 12,682 | |
Sydbank AS | 398,927 | 12,293 | |
* | Dfds A/S | 197,536 | 11,147 |
Schouw & Co. A/S | 83,772 | 9,200 | |
Chemometec A/S | 67,063 | 9,044 | |
* | Zealand Pharma A/S | 290,695 | 8,600 |
2 | Scandinavian Tobacco Group A/S Class A | 404,278 | 8,260 |
* | Nilfisk Holding A/S | 179,592 | 6,298 |
Spar Nord Bank A/S | 536,261 | 6,042 | |
* | Drilling Co. of 1972 A/S | 140,764 | 5,893 |
D/S Norden A/S | 161,946 | 5,155 | |
1 | Alm Brand A/S | 406,096 | 2,944 |
3,156,625 | |||
Finland (1.2%) | |||
Kone Oyj Class B | 2,610,198 | 213,029 | |
Nordea Bank Abp | 19,089,656 | 212,581 | |
* | Nokia Oyj | 37,381,007 | 200,278 |
Neste Oyj | 2,762,982 | 169,487 | |
Sampo Oyj Class A | 3,356,192 | 154,333 | |
UPM-Kymmene Oyj | 3,541,297 | 134,066 | |
Fortum Oyj | 2,863,588 | 78,996 | |
Stora Enso Oyj Class R | 3,817,399 | 69,709 | |
Kesko Oyj Class B | 1,790,139 | 66,103 | |
Elisa Oyj | 951,467 | 56,779 |
Shares | Market Value ($000) | ||
Nordea Bank Abp (XHEL) | 4,484,476 | 49,993 | |
Wartsila Oyj Abp | 3,232,281 | 48,023 | |
Metso Outotec Oyj | 4,021,309 | 46,726 | |
Valmet Oyj | 883,691 | 38,590 | |
Nokian Renkaat Oyj | 899,604 | 36,342 | |
Orion Oyj Class B | 690,194 | 29,675 | |
Kojamo Oyj | 1,291,407 | 29,568 | |
Huhtamaki Oyj | 616,937 | 29,263 | |
Konecranes Oyj Class A | 484,209 | 20,410 | |
Cargotec Oyj Class B | 323,786 | 16,768 | |
* | QT Group Oyj | 126,541 | 14,820 |
TietoEVRY Oyj (XHEL) | 439,177 | 13,876 | |
* | Outokumpu Oyj | 2,015,240 | 12,092 |
Metsa Board Oyj | 1,156,789 | 11,900 | |
Revenio Group Oyj | 151,735 | 11,499 | |
Uponor Oyj | 360,313 | 10,444 | |
Neles Oyj | 701,703 | 10,118 | |
Kemira Oyj | 588,324 | 9,271 | |
Sanoma Oyj | 492,992 | 8,172 | |
YIT Oyj | 1,058,006 | 6,487 | |
2 | Terveystalo Oyj | 410,401 | 5,547 |
Citycon Oyj | 517,549 | 4,408 | |
TietoEVRY Oyj | 125,869 | 3,973 | |
Raisio Oyj Class V | 767,708 | 3,428 | |
*,1 | Finnair Oyj | 3,906,059 | 3,222 |
F-Secure Oyj | 643,077 | 3,071 | |
Oriola Oyj Class B | 814,256 | 1,779 | |
* | Nokia Oyj (XHEL) | 73,124 | 391 |
1,835,217 | |||
France (8.3%) | |||
LVMH Moet Hennessy Louis Vuitton SE | 1,658,135 | 1,304,384 | |
Sanofi | 7,227,817 | 759,373 | |
TOTAL SE | 16,132,346 | 730,824 | |
Schneider Electric SE | 3,517,369 | 554,494 | |
* | Airbus SE | 3,698,413 | 476,551 |
BNP Paribas SA | 7,197,646 | 451,722 | |
* | L'Oreal SA Loyalty Shares | 991,559 | 442,824 |
Kering SA | 487,803 | 427,422 | |
EssilorLuxottica SA | 1,961,300 | 362,317 | |
Vinci SA | 3,281,765 | 350,814 | |
* | Air Liquide SA Loyalty Shares | 1,912,041 | 335,277 |
AXA SA | 12,782,977 | 324,590 | |
Safran SA | 2,315,786 | 321,392 | |
Pernod Ricard SA | 1,387,968 | 308,493 | |
Hermes International | 205,723 | 300,214 | |
Danone SA | 3,990,582 | 280,757 | |
L'Oreal SA (XPAR) | 514,821 | 229,916 | |
Dassault Systemes SE | 884,548 | 214,676 | |
Cie de Saint-Gobain | 3,153,923 | 208,146 | |
Capgemini SE | 1,040,198 | 200,044 | |
Legrand SA | 1,775,786 | 188,204 | |
Cie Generale des Etablissements Michelin SCA | 1,162,872 | 185,589 | |
Air Liquide SA (XPAR) | 985,361 | 172,783 | |
Vivendi SE | 4,965,035 | 166,821 | |
Teleperformance | 385,790 | 156,665 | |
Societe Generale SA | 5,162,553 | 152,716 | |
STMicroelectronics NV | 4,198,983 | 152,703 | |
*,2 | Worldline SA | 1,613,494 | 151,192 |
Orange SA | 12,728,066 | 145,263 | |
Credit Agricole SA | 7,750,911 | 108,665 | |
Veolia Environnement SA | 3,410,261 | 103,095 |
Shares | Market Value ($000) | ||
* | Alstom SA | 1,962,820 | 99,173 |
Publicis Groupe SA | 1,483,445 | 94,933 | |
Edenred | 1,634,961 | 93,220 | |
* | Engie SA Loyalty Shares | 6,730,803 | 92,297 |
* | Eurofins Scientific SE | 806,053 | 92,195 |
Carrefour SA | 3,852,618 | 75,817 | |
Sartorius Stedim Biotech | 159,694 | 75,582 | |
Thales SA | 665,652 | 68,014 | |
* | Bureau Veritas SA | 1,886,456 | 59,732 |
Suez SA | 2,506,871 | 59,642 | |
2 | Euronext NV | 544,668 | 59,254 |
Arkema SA | 444,282 | 55,839 | |
Gecina SA | 342,489 | 52,473 | |
Bouygues SA | 1,413,859 | 52,369 | |
Eiffage SA | 495,088 | 50,428 | |
* | Renault SA | 1,223,208 | 49,586 |
Engie SA (XPAR) | 3,527,598 | 48,372 | |
Valeo SA | 1,594,143 | 48,085 | |
Getlink SE | 3,024,877 | 47,240 | |
* | Accor SA | 1,214,315 | 45,420 |
* | Ubisoft Entertainment SA | 628,642 | 43,922 |
* | Rexel SA | 2,020,709 | 42,310 |
* | Orpea SA | 325,187 | 41,401 |
Atos SE | 633,971 | 38,604 | |
Bollore SA | 6,545,821 | 35,114 | |
2 | La Francaise des Jeux SAEM | 578,145 | 34,005 |
Faurecia SE (XPAR) | 688,607 | 33,852 | |
Remy Cointreau SA | 162,976 | 33,658 | |
2 | Amundi SA | 378,619 | 33,394 |
* | SCOR SE | 1,039,203 | 33,083 |
BioMerieux | 282,841 | 32,864 | |
Klepierre SA | 1,224,487 | 31,547 | |
* | SOITEC | 138,509 | 30,586 |
Covivio | 333,618 | 28,560 | |
* | EDF | 2,046,369 | 27,966 |
Rubis SCA | 627,139 | 27,905 | |
* | TechnipFMC plc (XNYS) | 3,042,932 | 27,478 |
Alten SA | 191,428 | 25,408 | |
* | L'Oreal SA Loyalty Shares 2022 | 55,941 | 24,983 |
* | Aeroports de Paris | 188,848 | 24,651 |
Wendel SE | 181,788 | 24,463 | |
Ipsen SA | 229,109 | 23,840 | |
* | SEB SA Loyalty Shares | 122,857 | 22,225 |
* | Elis SA (XPAR) | 1,128,950 | 21,303 |
SPIE SA | 830,003 | 19,122 | |
SES SA Class A | 2,497,987 | 19,103 | |
* | Lagardere SCA | 763,681 | 18,900 |
Dassault Aviation SA | 15,538 | 18,304 | |
ICADE | 211,736 | 18,271 | |
Sopra Steria Group SACA | 94,847 | 18,250 | |
* | Air Liquide SA | 103,235 | 18,102 |
* | Sodexo SA (XPAR) | 192,345 | 17,976 |
Nexans SA | 196,431 | 17,925 | |
CNP Assurances | 995,794 | 16,972 | |
* | Eurazeo SA | 194,450 | 16,954 |
* | L'Oreal SA Loyalty Shares 2023 | 36,796 | 16,433 |
* | Sodexo SA ACT Loyalty Shares | 175,329 | 16,386 |
Korian SA | 427,559 | 15,805 | |
Iliad SA | 102,852 | 15,070 | |
* | Air Liquide | 85,202 | 14,940 |
Eutelsat Communications SA | 1,220,704 | 14,281 |
Shares | Market Value ($000) | ||
Nexity SA | 282,984 | 14,161 | |
Gaztransport Et Technigaz SA | 171,010 | 13,836 | |
Electricite de France SA (XPAR) | 1,002,920 | 13,706 | |
* | JCDecaux SA | 484,834 | 13,442 |
2 | Verallia SA | 356,845 | 13,222 |
Imerys SA | 261,892 | 12,258 | |
* | Sodexo SA Loyalty Shares 2023 | 125,433 | 11,723 |
Societe BIC SA | 168,392 | 11,711 | |
SEB SA (XPAR) | 64,379 | 11,646 | |
* | Casino Guichard Perrachon SA | 366,513 | 11,639 |
Cie Plastic Omnium SA | 365,720 | 11,436 | |
* | Technip Energies NV | 809,147 | 11,112 |
Trigano SA | 52,929 | 10,944 | |
IPSOS | 255,128 | 10,764 | |
Virbac SA | 28,638 | 9,822 | |
*,1 | Air France-KLM | 1,889,619 | 9,139 |
Metropole Television SA | 431,009 | 9,062 | |
* | Coface SA | 689,109 | 8,363 |
Eurazeo SE | 93,687 | 8,168 | |
*,1,2 | Neoen SA (XPAR) | 180,236 | 8,104 |
2 | ALD SA | 528,700 | 7,936 |
* | Fnac Darty SA | 111,930 | 7,211 |
Rothschild & Co. | 183,358 | 7,121 | |
*,2 | Maisons du Monde SA | 285,902 | 7,094 |
Television Francaise 1 | 699,797 | 7,086 | |
Quadient SA | 221,883 | 6,672 | |
Interparfums SA | 102,465 | 6,658 | |
* | Elis SA | 348,824 | 6,567 |
* | Engie SA Loyalty Shares 2022 | 476,725 | 6,537 |
* | Derichebourg SA | 628,735 | 6,360 |
Faurecia SE | 122,436 | 5,981 | |
Robertet SA | 4,463 | 5,504 | |
* | Tarkett SA | 216,953 | 5,148 |
*,2 | Elior Group SA | 674,282 | 5,043 |
Mercialys SA | 404,113 | 4,894 | |
Vicat SA | 99,700 | 4,822 | |
* | Voltalia SA (Registered) | 179,321 | 4,788 |
PEUGEOT Investment | 34,503 | 4,642 | |
* | Sodexo SA Loyalty Shares | 45,442 | 4,247 |
* | CGG SA | 4,741,762 | 4,241 |
* | Eramet SA | 58,086 | 3,798 |
* | Engie SA | 276,743 | 3,795 |
*,1 | Solutions 30 SE | 548,813 | 3,795 |
* | Mersen SA | 95,997 | 3,744 |
* | Beneteau SA | 236,497 | 3,739 |
Albioma SA (XPAR) | 90,944 | 3,723 | |
Financiere de L'Odet SA | 2,547 | 3,536 | |
Carmila SA | 255,450 | 3,505 | |
*,2 | X-Fab Silicon Foundries SE | 351,540 | 3,341 |
* | Albioma SA Loyalty Shares | 73,972 | 3,028 |
* | Electricite de France SA Loyalty Shares 2022 | 209,376 | 2,861 |
Pharmagest Interactive | 24,474 | 2,697 | |
* | Sodexo SA | 28,542 | 2,668 |
Manitou BF SA | 82,117 | 2,630 | |
Vilmorin & Cie SA | 39,297 | 2,612 | |
*,1 | Vallourec SA | 287,118 | 2,606 |
* | Lisi SA | 71,212 | 2,327 |
Bonduelle SCA | 91,884 | 2,307 | |
*,1 | Akka Technologies | 77,201 | 2,157 |
* | Electricite de France SA | 150,590 | 2,058 |
Jacquet Metals SACA | 84,366 | 1,951 |
Shares | Market Value ($000) | ||
AKWEL | 56,617 | 1,654 | |
* | GL Events | 81,920 | 1,392 |
* | Rallye SA | 151,002 | 1,332 |
Lisi (XPAR) | 37,283 | 1,218 | |
* | SEB SA Loyalty Shares 2022 | 6,718 | 1,215 |
*,2 | SMCP SA | 166,004 | 1,207 |
Guerbet | 33,254 | 1,176 | |
* | SEB SA Loyalty Shares 2023 | 5,993 | 1,084 |
* | Sodexo SA Loyalty Shares 2025 | 11,166 | 1,044 |
Boiron SA | 18,578 | 852 | |
* | Etablissements Maurel et Prom SA | 345,140 | 779 |
* | Albioma Loyalty Shares 2022 | 10,688 | 438 |
Union Financiere de France BQE SA | 19,376 | 417 | |
* | Albioma Loyalty Shares 2023 | 6,994 | 286 |
* | Bourbon Corp. SA | 26,831 | 117 |
* | Lisi | 2,575 | 84 |
*,3 | Bourbon Corp. | 11,499 | 50 |
13,043,546 | |||
Germany (7.4%) | |||
SAP SE | 7,372,696 | 1,035,567 | |
Siemens AG (Registered) | 4,998,655 | 793,680 | |
Allianz SE (Registered) | 2,730,655 | 681,454 | |
Daimler AG (Registered) | 5,588,841 | 499,411 | |
BASF SE | 6,084,318 | 480,295 | |
adidas AG | 1,273,131 | 475,079 | |
Deutsche Telekom AG (Registered) | 21,459,672 | 453,872 | |
Deutsche Post AG (Registered) | 6,504,054 | 442,957 | |
Bayer AG (Registered) | 6,537,559 | 397,452 | |
Infineon Technologies AG | 8,652,362 | 348,026 | |
Volkswagen AG Preference Shares | 1,216,872 | 305,108 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered) | 931,930 | 255,405 | |
Vonovia SE | 3,760,881 | 243,049 | |
Bayerische Motoren Werke AG | 2,131,024 | 225,922 | |
Deutsche Boerse AG | 1,220,579 | 213,048 | |
* | Deutsche Bank AG (Registered) | 13,590,583 | 177,190 |
*,2 | Zalando SE | 1,450,485 | 175,422 |
E.ON SE | 14,381,930 | 166,394 | |
*,2 | Delivery Hero SE | 1,251,901 | 165,409 |
Merck KGaA | 859,889 | 164,992 | |
RWE AG | 4,185,721 | 151,763 | |
Fresenius SE & Co. KGaA | 2,681,210 | 139,932 | |
1 | Deutsche Wohnen SE | 2,285,299 | 139,833 |
Henkel AG & Co. KGaA Preference Shares | 1,143,369 | 120,756 | |
Symrise AG Class A | 838,007 | 116,782 | |
2 | Siemens Healthineers AG | 1,843,714 | 113,044 |
Fresenius Medical Care AG & Co. KGaA | 1,350,576 | 112,228 | |
Porsche Automobil Holding SE Preference Shares | 1,019,243 | 109,417 | |
* | Continental AG | 718,863 | 105,760 |
Brenntag SE | 1,026,260 | 95,517 | |
* | HelloFresh SE | 979,808 | 95,246 |
MTU Aero Engines AG | 354,682 | 87,941 | |
Sartorius AG Preference Shares | 163,749 | 85,233 | |
HeidelbergCement AG | 986,972 | 84,738 | |
Beiersdorf AG | 663,189 | 80,051 | |
Puma SE | 661,789 | 78,985 | |
2 | Covestro AG | 1,197,070 | 77,401 |
* | Siemens Energy AG | 2,497,145 | 75,222 |
* | QIAGEN NV | 1,470,493 | 71,081 |
1 | Volkswagen AG | 212,756 | 69,926 |
LEG Immobilien SE (XETR) | 479,369 | 69,008 | |
Hannover Rueck SE | 398,398 | 66,695 |
Shares | Market Value ($000) | ||
Henkel AG & Co. KGaA | 693,952 | 63,906 | |
Aroundtown SA | 7,965,387 | 62,148 | |
KION Group AG | 520,995 | 55,622 | |
Knorr-Bremse AG | 439,279 | 50,542 | |
* | Commerzbank AG | 6,908,980 | 49,065 |
2 | Scout24 AG | 568,273 | 47,947 |
Carl Zeiss Meditec AG (Bearer) | 243,765 | 47,121 | |
GEA Group AG | 1,100,970 | 44,611 | |
* | Evotec SE | 973,995 | 44,184 |
Evonik Industries AG | 1,266,839 | 42,532 | |
*,2 | TeamViewer AG | 1,053,592 | 39,570 |
1 | LANXESS AG | 574,485 | 39,426 |
* | Dialog Semiconductor plc | 473,694 | 36,843 |
Bayerische Motoren Werke AG Preference Shares | 388,137 | 34,916 | |
Bechtle AG | 181,352 | 33,706 | |
* | thyssenkrupp AG | 3,091,030 | 32,285 |
United Internet AG (Registered) | 718,905 | 29,401 | |
Rheinmetall AG | 287,289 | 28,388 | |
1 | Siltronic AG (XETR) | 169,999 | 28,332 |
Nemetschek SE | 360,606 | 27,603 | |
TAG Immobilien AG | 841,789 | 26,682 | |
* | CTS Eventim AG & Co. KGaA | 390,689 | 24,405 |
Gerresheimer AG | 208,622 | 23,075 | |
FUCHS PETROLUB SE Preference Shares | 460,806 | 22,425 | |
*,1 | Deutsche Lufthansa AG (Registered) | 1,987,401 | 22,350 |
alstria office REIT-AG | 1,186,461 | 21,921 | |
Aurubis AG | 234,216 | 21,739 | |
Uniper SE | 581,341 | 21,419 | |
ProSiebenSat.1 Media SE | 1,036,484 | 20,667 | |
2 | Befesa SA | 266,222 | 20,461 |
*,1 | Hella GmbH & Co. KGaA | 294,802 | 20,206 |
Freenet AG | 853,605 | 20,182 | |
Rational AG | 21,990 | 19,922 | |
*,2 | Auto1 Group SE | 441,460 | 19,389 |
AIXTRON SE | 706,065 | 19,147 | |
1 | HUGO BOSS AG | 343,826 | 18,728 |
* | K+S AG (Registered) | 1,272,478 | 17,346 |
* | MorphoSys AG | 218,886 | 16,985 |
1 | Grand City Properties SA | 610,054 | 16,476 |
*,1 | Fraport AG Frankfurt Airport Services Worldwide | 235,353 | 16,039 |
2 | ADLER Group SA | 605,463 | 15,924 |
Jungheinrich AG Preference Shares | 318,201 | 15,564 | |
Wacker Chemie AG | 99,692 | 15,366 | |
* | RTL Group SA | 257,623 | 15,342 |
1 | Software AG | 327,106 | 14,716 |
CANCOM SE | 242,541 | 14,679 | |
1 | Varta AG | 93,559 | 14,427 |
* | Talanx AG | 351,137 | 14,365 |
* | Hypoport SE | 27,049 | 13,997 |
Stabilus SA | 163,244 | 13,297 | |
* | zooplus AG | 40,916 | 13,259 |
Stroeer SE & Co. KGaA | 164,309 | 13,163 | |
CompuGroup Medical SE & Co. KGaA | 163,323 | 12,797 | |
* | Fielmann AG | 162,115 | 12,685 |
Duerr AG | 327,127 | 12,442 | |
* | Nordex SE | 504,886 | 12,285 |
1 | Encavis AG | 634,602 | 12,005 |
Telefonica Deutschland Holding AG | 4,466,420 | 11,790 | |
* | Sixt SE | 83,924 | 11,307 |
Norma Group SE | 213,619 | 10,948 | |
METRO AG | 868,460 | 10,756 |
Shares | Market Value ($000) | ||
Traton SE | 334,780 | 10,619 | |
* | Global Fashion Group SA | 690,671 | 10,446 |
2 | DWS Group GmbH & Co. KGaA | 227,825 | 10,325 |
HOCHTIEF AG | 128,377 | 9,874 | |
Sixt SE Preference Shares | 115,857 | 9,349 | |
1&1 Drillisch AG | 304,930 | 9,334 | |
Jenoptik AG | 338,229 | 9,256 | |
Aareal Bank AG | 399,519 | 9,230 | |
2 | Instone Real Estate Group AG | 305,406 | 9,195 |
Dermapharm Holding SE | 113,116 | 9,021 | |
*,2 | Shop Apotheke Europe NV | 47,207 | 8,869 |
FUCHS PETROLUB SE | 224,950 | 8,738 | |
Krones AG | 95,666 | 8,554 | |
Pfeiffer Vacuum Technology AG | 43,339 | 8,226 | |
Suedzucker AG | 513,521 | 8,225 | |
2 | Deutsche Pfandbriefbank AG | 817,380 | 8,092 |
Deutsche EuroShop AG | 338,098 | 8,022 | |
1 | GRENKE AG | 172,946 | 7,591 |
* | Salzgitter AG | 252,365 | 7,514 |
1 | S&T AG | 324,566 | 7,437 |
PATRIZIA AG | 282,788 | 7,375 | |
* | Kloeckner & Co. SE | 480,985 | 6,595 |
VERBIO Vereinigte BioEnergie AG | 130,075 | 6,586 | |
* | Deutz AG | 802,819 | 6,499 |
STRATEC SE | 46,231 | 6,457 | |
Hornbach Holding AG & Co. KGaA | 55,242 | 6,300 | |
* | CECONOMY AG | 1,194,746 | 5,840 |
New Work SE | 18,551 | 5,833 | |
DIC Asset AG | 332,783 | 5,747 | |
Atoss Software AG | 25,492 | 5,640 | |
KWS Saat SE & Co. KGaA | 68,363 | 5,628 | |
1 | Bilfinger SE | 183,135 | 5,484 |
Indus Holding AG | 132,195 | 5,236 | |
Draegerwerk AG & Co. KGaA Preference Shares | 55,226 | 5,227 | |
Zeal Network SE | 98,732 | 4,907 | |
Wacker Neuson SE | 165,021 | 4,752 | |
Schaeffler AG Preference Shares | 495,619 | 4,574 | |
Washtec AG | 68,725 | 4,267 | |
Hamburger Hafen und Logistik AG | 161,632 | 4,066 | |
Secunet Security Networks AG | 9,017 | 4,014 | |
BayWa AG | 90,262 | 3,896 | |
Deutsche Beteiligungs AG | 94,147 | 3,806 | |
Takkt AG | 220,002 | 3,658 | |
Hensoldt AG | 190,759 | 3,440 | |
* | ElringKlinger AG | 189,902 | 3,385 |
SMA Solar Technology AG | 56,422 | 3,238 | |
*,1 | SGL Carbon SE | 335,599 | 3,220 |
* | TUI AG (XETR) | 619,858 | 3,169 |
* | Koenig & Bauer AG | 90,652 | 3,027 |
Vossloh AG | 59,289 | 2,989 | |
Wuestenrot & Wuerttembergische AG | 127,526 | 2,922 | |
Hornbach Baumarkt AG | 48,127 | 2,114 | |
Bertrandt AG | 31,430 | 2,103 | |
Draegerwerk AG & Co. KGaA | 19,529 | 1,817 | |
CropEnergies AG | 122,275 | 1,570 | |
TLG Immobilien AG | 46,433 | 1,537 | |
*,1 | Corestate Capital Holding SA | 80,602 | 1,054 |
11,711,006 | |||
Hong Kong (2.8%) | |||
AIA Group Ltd. | 80,501,277 | 998,665 | |
Hong Kong Exchanges & Clearing Ltd. | 8,434,478 | 502,103 |
Shares | Market Value ($000) | ||
Techtronic Industries Co. Ltd. | 8,301,187 | 144,665 | |
Sun Hung Kai Properties Ltd. | 9,436,759 | 140,249 | |
CK Hutchison Holdings Ltd. | 17,789,280 | 138,486 | |
1 | Link REIT | 13,820,240 | 133,716 |
* | Galaxy Entertainment Group Ltd. | 14,320,041 | 114,504 |
Hong Kong & China Gas Co. Ltd. | 72,201,606 | 112,109 | |
CLP Holdings Ltd. | 10,935,121 | 108,070 | |
CK Asset Holdings Ltd. | 14,362,285 | 98,856 | |
Hang Seng Bank Ltd. | 4,832,808 | 96,404 | |
Jardine Matheson Holdings Ltd. (XSES) | 1,370,469 | 87,600 | |
BOC Hong Kong Holdings Ltd. | 23,831,939 | 80,774 | |
* | Sands China Ltd. | 15,978,121 | 67,254 |
Wharf Real Estate Investment Co. Ltd. | 10,904,423 | 63,388 | |
Lenovo Group Ltd. | 49,602,000 | 56,963 | |
Power Assets Holdings Ltd. | 9,082,606 | 55,731 | |
Xinyi Glass Holdings Ltd. | 13,453,109 | 54,814 | |
MTR Corp. Ltd. | 9,573,464 | 53,305 | |
2 | WH Group Ltd. | 56,012,738 | 50,277 |
New World Development Co. Ltd. | 9,459,453 | 49,056 | |
*,2 | ESR Cayman Ltd. | 12,210,852 | 41,172 |
Henderson Land Development Co. Ltd. | 8,601,045 | 40,702 | |
Hongkong Land Holdings Ltd. | 7,679,333 | 36,572 | |
Sino Land Co. Ltd. | 23,036,785 | 36,316 | |
2 | Budweiser Brewing Co. APAC Ltd. | 11,259,275 | 35,453 |
Wharf Holdings Ltd. | 9,063,861 | 34,572 | |
AAC Technologies Holdings Inc. | 4,543,713 | 33,994 | |
SITC International Holdings Co. Ltd. | 7,865,863 | 32,871 | |
Hang Lung Properties Ltd. | 13,424,909 | 32,559 | |
Microport Scientific Corp. | 3,196,904 | 28,691 | |
ASM Pacific Technology Ltd. | 2,046,974 | 27,729 | |
Chow Tai Fook Jewellery Group Ltd. | 11,619,573 | 26,549 | |
PRADA SPA | 3,418,855 | 25,940 | |
Want Want China Holdings Ltd. | 35,286,109 | 24,985 | |
Tingyi Cayman Islands Holding Corp. | 12,391,728 | 24,739 | |
Man Wah Holdings Ltd. | 10,221,515 | 24,556 | |
CK Infrastructure Holdings Ltd. | 4,117,904 | 24,530 | |
Minth Group Ltd. | 4,656,424 | 22,084 | |
Swire Pacific Ltd. Class A | 3,254,397 | 22,050 | |
Swire Properties Ltd. | 7,021,367 | 20,914 | |
Vitasoy International Holdings Ltd. | 5,358,482 | 19,893 | |
*,2 | Samsonite International SA | 8,613,587 | 17,613 |
Hysan Development Co. Ltd. | 4,094,455 | 16,315 | |
Bank of East Asia Ltd. | 8,455,633 | 15,702 | |
* | Wynn Macau Ltd. | 9,722,005 | 15,292 |
Hang Lung Group Ltd. | 5,852,455 | 14,928 | |
PCCW Ltd. | 27,853,682 | 14,588 | |
* | SJM Holdings Ltd. | 12,507,928 | 13,653 |
1 | Huabao International Holdings Ltd. | 5,640,030 | 13,595 |
Kerry Properties Ltd. | 3,998,684 | 13,186 | |
2 | Js Global Lifestyle Co. Ltd. | 4,305,000 | 12,120 |
Kerry Logistics Network Ltd. | 3,847,862 | 11,675 | |
2 | BOC Aviation Ltd. | 1,380,907 | 11,650 |
* | Yue Yuen Industrial Holdings Ltd. | 4,688,373 | 11,557 |
* | Pacific Basin Shipping Ltd. | 28,638,148 | 11,538 |
VTech Holdings Ltd. | 1,077,125 | 11,335 | |
L'Occitane International SA | 2,993,664 | 10,963 | |
NWS Holdings Ltd. | 9,398,035 | 9,997 | |
NagaCorp Ltd. | 10,052,432 | 9,695 | |
* | Melco International Development Ltd. | 5,273,639 | 9,671 |
Fortune REIT | 8,965,044 | 9,605 | |
*,1 | Vobile Group Ltd. | 2,090,000 | 9,427 |
Shares | Market Value ($000) | ||
Dairy Farm International Holdings Ltd. | 1,975,631 | 8,385 | |
Uni-President China Holdings Ltd. | 7,526,968 | 8,305 | |
Luk Fook Holdings International Ltd. | 2,279,780 | 7,870 | |
Swire Pacific Ltd. Class B | 6,933,818 | 7,781 | |
Sun Art Retail Group Ltd. | 10,444,000 | 7,777 | |
Champion REIT | 13,213,568 | 7,425 | |
Nexteer Automotive Group Ltd. | 5,342,943 | 7,425 | |
* | MGM China Holdings Ltd. | 4,862,183 | 7,359 |
IGG Inc. | 5,451,937 | 7,203 | |
United Energy Group Ltd. | 49,645,171 | 7,161 | |
Lee & Man Paper Manufacturing Ltd. | 9,359,000 | 7,123 | |
* | Shangri-La Asia Ltd. | 7,222,920 | 7,070 |
* | MMG Ltd. | 15,253,883 | 6,701 |
*,2 | Razer Inc. | 24,543,723 | 6,671 |
*,2 | Everest Medicines Ltd. | 653,000 | 6,491 |
HKBN Ltd. | 5,185,752 | 6,275 | |
Johnson Electric Holdings Ltd. | 2,315,975 | 5,968 | |
* | Cathay Pacific Airways Ltd. | 6,584,442 | 5,564 |
* | Towngas China Co. Ltd. | 7,387,958 | 5,454 |
First Pacific Co. Ltd. | 15,671,867 | 5,351 | |
Vinda International Holdings Ltd. | 1,712,000 | 5,271 | |
Great Eagle Holdings Ltd. | 1,480,000 | 5,026 | |
Haitong International Securities Group Ltd. | 16,838,461 | 4,637 | |
*,1 | Hong Kong Television Network Ltd. | 3,582,385 | 4,506 |
*,2 | Frontage Holdings Corp. | 4,192,000 | 4,446 |
Cafe de Coral Holdings Ltd. | 2,160,109 | 4,440 | |
* | Stella International Holdings Ltd. | 2,828,000 | 4,373 |
2 | Asiainfo Technologies Ltd. | 2,563,200 | 4,353 |
SUNeVision Holdings Ltd. | 4,074,000 | 4,176 | |
Sunlight REIT | 7,207,365 | 4,165 | |
K Wah International Holdings Ltd. | 8,195,451 | 3,978 | |
Value Partners Group Ltd. | 6,114,807 | 3,900 | |
* | Shun Tak Holdings Ltd. | 11,989,451 | 3,856 |
* | Shui On Land Ltd. | 22,965,014 | 3,727 |
1 | C-Mer Eye Care Holdings Ltd. | 2,756,000 | 3,539 |
*,2 | Xiabuxiabu Catering Management China Holdings Co. Ltd. | 3,241,509 | 3,397 |
VSTECS Holdings Ltd. | 4,188,000 | 3,381 | |
Texhong Textile Group Ltd. | 2,008,000 | 3,245 | |
* | Pou Sheng International Holdings Ltd. | 13,496,071 | 3,178 |
Dah Sing Financial Holdings Ltd. | 923,124 | 3,153 | |
*,1 | FIH Mobile Ltd. | 18,892,100 | 3,115 |
CITIC Telecom International Holdings Ltd. | 9,240,595 | 3,058 | |
* | Glory Sun Financial Group Ltd. | 110,640,000 | 2,974 |
* | Truly International Holdings Ltd. | 10,491,276 | 2,958 |
Prosperity REIT | 7,669,063 | 2,934 | |
United Laboratories International Holdings Ltd. | 3,383,654 | 2,777 | |
* | China Travel International Investment Hong Kong Ltd. | 16,420,841 | 2,726 |
Chow Sang Sang Holdings International Ltd. | 1,549,542 | 2,681 | |
Dah Sing Banking Group Ltd. | 2,384,292 | 2,630 | |
Canvest Environmental Protection Group Co. Ltd. | 4,505,821 | 2,624 | |
Beijing Tong Ren Tang Chinese Medicine Co. Ltd. | 1,543,000 | 2,544 | |
Guotai Junan International Holdings Ltd. | 15,806,667 | 2,523 | |
Far East Consortium International Ltd. | 6,614,763 | 2,496 | |
* | Lifestyle International Holdings Ltd. | 3,144,383 | 2,411 |
Asia Cement China Holdings Corp. | 2,792,500 | 2,188 | |
* | Sa Sa International Holdings Ltd. | 7,566,431 | 2,163 |
*,1 | Cosmopolitan International Holdings Ltd. | 10,874,000 | 2,142 |
Road King Infrastructure Ltd. | 1,646,105 | 2,047 | |
*,1 | GCL New Energy Holdings Ltd. | 52,434,541 | 1,958 |
Sun Hung Kai & Co. Ltd. | 3,568,891 | 1,915 | |
Pacific Textiles Holdings Ltd. | 3,165,430 | 1,904 |
Shares | Market Value ($000) | ||
*,2 | FIT Hon Teng Ltd. | 6,606,814 | 1,811 |
2 | Crystal International Group Ltd. | 3,398,288 | 1,744 |
* | Television Broadcasts Ltd. | 1,828,399 | 1,741 |
Giordano International Ltd. | 7,923,213 | 1,724 | |
Dynam Japan Holdings Co. Ltd. | 1,798,481 | 1,687 | |
* | Esprit Holdings Ltd. (XHKG) | 17,047,485 | 1,669 |
*,1 | Apollo Future Mobility Group Ltd. | 29,993,041 | 1,622 |
Hutchison Telecommunications Hong Kong Holdings Ltd. | 8,216,533 | 1,619 | |
SmarTone Telecommunications Holdings Ltd. | 2,559,348 | 1,517 | |
Chinese Estates Holdings Ltd. | 3,197,553 | 1,489 | |
*,3 | Convoy | 62,200,399 | 1,338 |
CMBC Capital Holdings Ltd. | 102,460,000 | 1,306 | |
2 | IMAX China Holding Inc. | 725,210 | 1,081 |
*,1 | Digital Domain Holdings Ltd. | 144,432,403 | 1,080 |
1,2 | VPower Group International Holdings Ltd. | 4,745,000 | 1,069 |
Lee's Pharmaceutical Holdings Ltd. | 1,625,214 | 1,017 | |
Texwinca Holdings Ltd. | 4,527,015 | 1,003 | |
Singamas Container Holdings Ltd. | 8,736,229 | 990 | |
* | CITIC Resources Holdings Ltd. | 15,512,000 | 778 |
*,1 | Suncity Group Holdings Ltd. | 13,840,000 | 694 |
* | Macau Legend Development Ltd. | 4,692,000 | 623 |
* | China LNG Group Ltd. | 10,999,799 | 594 |
*,3 | MH Development Ltd. | 2,274,000 | 340 |
*,1 | NewOcean Energy Holdings Ltd. | 5,288,518 | 306 |
*,3 | Brightoil | 10,098,301 | 260 |
*,3 | Agritrade Resources Ltd. | 14,695,000 | 157 |
4,390,098 | |||
Ireland (0.2%) | |||
Kerry Group plc Class A | 1,024,149 | 143,187 | |
Kingspan Group plc | 1,003,346 | 94,829 | |
CRH plc | 677,299 | 34,252 | |
* | Bank of Ireland Group plc | 6,103,563 | 32,753 |
Glanbia plc (XDUB) | 1,290,104 | 21,012 | |
* | AIB Group plc | 5,211,437 | 13,449 |
* | Dalata Hotel Group plc | 1,460,718 | 6,657 |
Hibernia REIT plc | 4,418,136 | 6,507 | |
* | Irish Continental Group plc | 1,038,738 | 5,332 |
* | Cairn Homes plc | 4,113,162 | 5,210 |
Smurfit Kappa Group plc (XDUB) | 17,019 | 925 | |
* | Cairn Homes plc (XDUB) | 380,724 | 480 |
*,3 | Irish Bank Resolution Corp. | 257,065 | — |
364,593 | |||
Israel (0.5%) | |||
* | Nice Ltd. | 419,942 | 103,656 |
* | Bank Leumi Le-Israel BM | 9,617,262 | 73,079 |
* | Teva Pharmaceutical Industries Ltd. | 6,537,117 | 64,912 |
* | Bank Hapoalim BM | 7,880,338 | 63,268 |
* | Israel Discount Bank Ltd. Class A | 7,740,020 | 36,872 |
ICL Group Ltd. | 4,619,366 | 31,345 | |
* | Mizrahi Tefahot Bank Ltd. | 908,204 | 27,977 |
* | Tower Semiconductor Ltd. | 712,101 | 21,060 |
Elbit Systems Ltd. | 162,060 | 20,994 | |
* | Nova Measuring Instruments Ltd. | 188,025 | 19,335 |
Azrieli Group Ltd. | 243,221 | 17,138 | |
* | Bezeq The Israeli Telecommunication Corp. Ltd. | 13,540,148 | 14,749 |
Mivne Real Estate KD Ltd. | 4,598,047 | 13,332 | |
* | Enlight Renewable Energy Ltd. | 5,967,263 | 12,803 |
* | First International Bank of Israel Ltd. | 347,957 | 11,147 |
Alony Hetz Properties & Investments Ltd. | 692,067 | 9,646 | |
* | Shikun & Binui Ltd. | 1,381,259 | 8,930 |
Shares | Market Value ($000) | ||
* | Big Shopping Centers Ltd. | 63,686 | 8,159 |
Strauss Group Ltd. | 277,681 | 7,774 | |
Paz Oil Co. Ltd. | 63,311 | 7,772 | |
* | Melisron Ltd. | 112,628 | 7,710 |
* | Airport City Ltd. | 452,521 | 7,587 |
* | Israel Corp. Ltd. | 24,622 | 7,461 |
Harel Insurance Investments & Financial Services Ltd. | 750,761 | 7,440 | |
Phoenix Holdings Ltd. | 794,594 | 7,429 | |
Electra Ltd. | 11,611 | 6,586 | |
Danel Adir Yeoshua Ltd. | 30,402 | 6,371 | |
Amot Investments Ltd. | 966,139 | 6,343 | |
Shufersal Ltd. | 793,635 | 6,318 | |
* | Clal Insurance Enterprises Holdings Ltd. | 317,776 | 6,312 |
REIT 1 Ltd. | 1,193,002 | 6,302 | |
Gav-Yam Lands Corp. Ltd. | 641,967 | 6,145 | |
Maytronics Ltd. | 291,184 | 6,069 | |
Ashtrom Group Ltd. | 249,918 | 5,674 | |
Shapir Engineering and Industry Ltd. | 738,546 | 5,633 | |
Matrix IT Ltd. | 208,236 | 5,630 | |
Fox Wizel Ltd. | 45,740 | 5,243 | |
* | Isracard Ltd. | 1,244,755 | 5,103 |
AudioCodes Ltd. | 150,704 | 5,068 | |
Sapiens International Corp. NV | 180,548 | 4,843 | |
Energix-Renewable Energies Ltd. | 1,255,931 | 4,819 | |
* | OPC Energy Ltd. | 470,127 | 4,591 |
* | Compugen Ltd. | 550,272 | 4,525 |
* | AFI Properties Ltd. | 102,711 | 4,451 |
Formula Systems 1985 Ltd. | 49,504 | 4,440 | |
Hilan Ltd. | 90,299 | 4,355 | |
Delek Automotive Systems Ltd. | 329,995 | 4,340 | |
* | FIBI Holdings Ltd. | 111,664 | 4,178 |
Mega Or Holdings Ltd. | 128,679 | 4,144 | |
* | Allot Ltd. | 209,892 | 4,110 |
* | Summit Real Estate Holdings Ltd. | 270,553 | 4,076 |
Kenon Holdings Ltd. | 109,601 | 3,782 | |
Sella Capital Real Estate Ltd. | 1,330,007 | 3,507 | |
* | Delek Group Ltd. | 50,425 | 3,384 |
Gazit-Globe Ltd. | 458,655 | 3,307 | |
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | 49,231 | 3,239 | |
* | Fattal Holdings 1998 Ltd. | 32,932 | 3,129 |
* | Partner Communications Co. Ltd. | 663,307 | 3,038 |
Menora Mivtachim Holdings Ltd. | 148,621 | 2,941 | |
* | Migdal Insurance & Financial Holdings Ltd. | 2,121,717 | 2,923 |
* | Equital Ltd. | 106,295 | 2,882 |
* | Oil Refineries Ltd. | 10,037,298 | 2,587 |
Delta Galil Industries Ltd. | 61,700 | 2,556 | |
* | Cellcom Israel Ltd. | 570,937 | 2,484 |
Gilat Satellite Networks Ltd. | 174,451 | 1,768 | |
IDI Insurance Co. Ltd. | 49,517 | 1,657 | |
* | Brack Capital Properties NV | 15,356 | 1,639 |
* | Kamada Ltd. | 191,190 | 1,121 |
* | Naphtha Israel Petroleum Corp. Ltd. | 201,360 | 939 |
* | Teva Pharmaceutical Industries Ltd. ADR | 15,694 | 155 |
794,282 | |||
Italy (2.2%) | |||
Enel SPA | 51,664,623 | 480,113 | |
Intesa Sanpaolo SPA | 110,367,126 | 305,313 | |
Stellantis NV | 13,441,297 | 264,436 | |
Eni SPA | 16,708,465 | 203,702 | |
Assicurazioni Generali SPA | 8,550,713 | 171,670 | |
UniCredit SPA | 14,470,609 | 171,082 |
Shares | Market Value ($000) | ||
Ferrari NV | 807,768 | 166,761 | |
CNH Industrial NV | 6,537,500 | 108,442 | |
Moncler SPA | 1,430,850 | 96,994 | |
1 | Snam SPA (MTAA) | 14,828,294 | 85,778 |
* | FinecoBank Banca Fineco SPA | 4,055,310 | 70,771 |
Terna Rete Elettrica Nazionale SPA | 9,356,920 | 69,781 | |
*,2 | Nexi SPA | 2,903,369 | 63,802 |
Prysmian SPA | 1,751,052 | 62,838 | |
* | Atlantia SPA | 3,272,901 | 59,429 |
* | Mediobanca Banca di Credito Finanziario SPA | 4,924,615 | 57,619 |
EXOR NV | 686,071 | 55,060 | |
Davide Campari-Milano NV | 3,282,088 | 43,994 | |
Amplifon SPA | 857,509 | 42,398 | |
2 | Poste Italiane SPA | 3,030,244 | 40,107 |
Recordati Industria Chimica e Farmaceutica SPA | 644,821 | 36,885 | |
Telecom Italia SPA | 70,655,901 | 35,156 | |
Tenaris SA | 3,101,646 | 33,933 | |
Banco BPM SPA | 10,048,014 | 32,390 | |
Interpump Group SPA | 533,930 | 31,678 | |
DiaSorin SPA | 150,070 | 28,396 | |
2 | Infrastrutture Wireless Italiane SPA | 2,340,394 | 26,429 |
Reply SPA | 150,239 | 24,675 | |
1 | Hera SPA | 5,233,450 | 21,636 |
Telecom Italia SPA Savings Shares | 40,696,929 | 21,588 | |
* | Leonardo SPA | 2,662,991 | 21,547 |
Italgas SPA | 3,247,232 | 21,241 | |
A2A SPA | 10,295,363 | 21,059 | |
Azimut Holding SPA | 815,329 | 19,827 | |
De' Longhi SPA | 428,944 | 18,697 | |
Banca Mediolanum SPA | 1,905,223 | 18,555 | |
2 | Pirelli & C SPA | 3,162,441 | 18,390 |
Unipol Gruppo SPA | 3,212,402 | 17,518 | |
Buzzi Unicem SPA | 619,374 | 16,455 | |
* | Banca Generali SPA | 373,923 | 15,974 |
BPER Banca | 7,008,660 | 15,281 | |
* | Cerved Group SPA | 1,250,309 | 14,539 |
* | Brunello Cucinelli SPA | 223,534 | 13,094 |
Banca Popolare di Sondrio SCPA | 2,972,686 | 12,915 | |
Freni Brembo SPA | 974,508 | 12,350 | |
2 | BFF Bank SPA | 1,216,420 | 12,194 |
Iren SPA | 4,177,525 | 11,923 | |
ERG SPA | 369,983 | 10,974 | |
2 | Technogym SPA | 800,374 | 10,227 |
* | Salvatore Ferragamo SPA | 448,985 | 9,627 |
*,1 | Autogrill SPA | 1,245,304 | 9,139 |
*,1 | Saipem SPA | 3,733,498 | 9,059 |
2 | Anima Holding SPA | 1,728,941 | 8,604 |
UnipolSai Assicurazioni SPA | 2,801,419 | 8,138 | |
2 | GVS SPA | 465,309 | 7,623 |
*,2 | Enav SPA | 1,673,062 | 7,543 |
* | Sesa SPA | 42,516 | 7,118 |
2 | Carel Industries SPA | 290,152 | 6,975 |
Tamburi Investment Partners SPA | 680,240 | 6,677 | |
* | Mediaset SPA | 1,832,470 | 6,620 |
* | Societa Cattolica Di Assicurazione SPA | 782,200 | 6,503 |
ACEA SPA | 280,167 | 6,477 | |
Gruppo MutuiOnline SPA | 109,252 | 5,211 | |
* | MARR SPA | 216,458 | 5,167 |
Tinexta SPA | 128,904 | 5,020 | |
Falck Renewables SPA | 745,579 | 4,919 | |
SOL SPA | 238,059 | 4,803 |
Shares | Market Value ($000) | ||
Danieli & C Officine Meccaniche SPA Savings Shares | 259,118 | 4,467 | |
Piaggio & C SPA | 1,111,666 | 4,376 | |
2 | doValue SPA | 378,678 | 4,169 |
Zignago Vetro SPA | 205,343 | 4,094 | |
1 | Webuild SPA | 1,485,644 | 3,946 |
Maire Tecnimont SPA | 1,073,688 | 3,930 | |
*,1 | Tod's SPA | 55,930 | 3,802 |
2 | RAI Way SPA | 587,991 | 3,540 |
* | CIR SPA-Compagnie Industriali | 5,608,088 | 3,363 |
Italmobiliare SPA | 90,654 | 3,275 | |
Cementir Holding NV | 305,720 | 3,121 | |
*,1 | Saras SPA | 3,652,320 | 3,060 |
* | Biesse SPA | 90,441 | 3,028 |
Datalogic SPA | 125,150 | 2,960 | |
Credito Emiliano SPA | 493,115 | 2,955 | |
*,1 | Fincantieri SPA | 3,262,225 | 2,948 |
*,1 | Juventus Football Club SPA | 3,275,527 | 2,807 |
Banca IFIS SPA | 173,629 | 2,762 | |
*,1 | Banca Monte dei Paschi di Siena SPA | 1,810,252 | 2,484 |
1 | Danieli & C Officine Meccaniche SPA | 83,831 | 2,213 |
Immobiliare Grande Distribuzione SIIQ SPA | 422,008 | 2,032 | |
* | Arnoldo Mondadori Editore SPA | 790,471 | 1,508 |
DeA Capital SPA | 540,849 | 835 | |
Rizzoli Corriere Della Sera Mediagroup SPA | 743,731 | 625 | |
3,413,139 | |||
Japan (20.6%) | |||
Toyota Motor Corp. | 16,368,870 | 1,430,870 | |
Sony Group Corp. | 8,235,784 | 798,601 | |
SoftBank Group Corp. | 9,025,166 | 629,432 | |
Keyence Corp. | 1,197,374 | 603,026 | |
Mitsubishi UFJ Financial Group Inc. | 82,438,126 | 444,033 | |
Shin-Etsu Chemical Co. Ltd. | 2,637,824 | 441,204 | |
Recruit Holdings Co. Ltd. | 8,878,501 | 435,391 | |
Tokyo Electron Ltd. | 981,857 | 424,540 | |
Nintendo Co. Ltd. | 708,365 | 409,912 | |
Honda Motor Co. Ltd. | 11,352,270 | 365,126 | |
Nidec Corp. | 3,079,122 | 354,069 | |
Hitachi Ltd. | 6,149,369 | 352,403 | |
KDDI Corp. | 11,169,525 | 347,994 | |
Daikin Industries Ltd. | 1,762,323 | 328,409 | |
Takeda Pharmaceutical Co. Ltd. | 9,410,031 | 315,806 | |
Hoya Corp. | 2,372,476 | 313,808 | |
FANUC Corp. | 1,276,635 | 306,134 | |
Sumitomo Mitsui Financial Group Inc. | 8,627,220 | 297,397 | |
Murata Manufacturing Co. Ltd. | 3,788,720 | 288,605 | |
Daiichi Sankyo Co. Ltd. | 12,497,092 | 269,601 | |
ITOCHU Corp. | 8,988,034 | 259,347 | |
Fast Retailing Co. Ltd. | 341,078 | 256,384 | |
Seven & i Holdings Co. Ltd. | 5,116,067 | 245,064 | |
Mizuho Financial Group Inc. | 16,869,440 | 241,781 | |
Mitsui & Co. Ltd. | 10,719,395 | 241,462 | |
Softbank Corp. | 18,094,791 | 236,589 | |
Fujitsu Ltd. | 1,249,097 | 233,705 | |
SMC Corp. | 379,465 | 224,490 | |
Mitsubishi Corp. | 7,951,567 | 217,207 | |
Astellas Pharma Inc. | 12,335,753 | 214,971 | |
Nippon Telegraph & Telephone Corp. | 8,035,409 | 210,087 | |
Denso Corp. | 3,024,489 | 206,244 | |
M3 Inc. | 2,799,029 | 203,933 | |
Tokio Marine Holdings Inc. | 4,291,529 | 197,669 | |
Mitsubishi Electric Corp. | 13,138,268 | 190,731 |
Shares | Market Value ($000) | ||
Shiseido Co. Ltd. | 2,580,381 | 190,326 | |
Kao Corp. | 3,077,982 | 189,789 | |
Central Japan Railway Co. | 1,204,629 | 183,044 | |
Oriental Land Co. Ltd. | 1,246,010 | 177,514 | |
Terumo Corp. | 4,377,514 | 177,300 | |
Bridgestone Corp. | 3,833,592 | 174,246 | |
FUJIFILM Holdings Corp. | 2,346,789 | 173,589 | |
Eisai Co. Ltd. | 1,756,920 | 172,665 | |
Chugai Pharmaceutical Co. Ltd. | 4,323,809 | 171,381 | |
East Japan Railway Co. | 2,400,787 | 171,210 | |
Panasonic Corp. | 14,172,162 | 163,186 | |
Komatsu Ltd. | 6,090,692 | 150,888 | |
1 | Canon Inc. | 6,621,162 | 149,651 |
Sysmex Corp. | 1,260,533 | 149,543 | |
Japan Tobacco Inc. | 7,873,488 | 148,796 | |
Kubota Corp. | 7,239,552 | 146,454 | |
Mitsui Fudosan Co. Ltd. | 6,110,548 | 141,298 | |
Olympus Corp. | 7,009,688 | 139,429 | |
ORIX Corp. | 8,118,673 | 137,219 | |
Asahi Group Holdings Ltd. | 2,797,310 | 130,743 | |
Dai-ichi Life Holdings Inc. | 7,051,030 | 129,733 | |
Daiwa House Industry Co. Ltd. | 4,247,451 | 127,714 | |
Suzuki Motor Corp. | 3,007,238 | 127,446 | |
Toshiba Corp. | 2,935,878 | 126,833 | |
Kyocera Corp. | 2,040,476 | 126,061 | |
Aeon Co. Ltd. | 4,673,433 | 125,457 | |
Shimano Inc. | 518,879 | 123,454 | |
Mitsubishi Estate Co. Ltd. | 7,562,487 | 122,237 | |
Advantest Corp. | 1,307,687 | 117,413 | |
Otsuka Holdings Co. Ltd. | 2,784,562 | 115,621 | |
Unicharm Corp. | 2,593,675 | 104,474 | |
Nomura Holdings Inc. | 20,203,119 | 102,823 | |
Sumitomo Corp. | 7,440,289 | 99,763 | |
Kirin Holdings Co. Ltd. | 5,088,304 | 99,303 | |
Secom Co. Ltd. | 1,285,484 | 97,980 | |
Omron Corp. | 1,233,495 | 97,664 | |
Lasertec Corp. | 503,998 | 97,486 | |
TDK Corp. | 797,190 | 96,504 | |
Shionogi & Co. Ltd. | 1,804,428 | 94,040 | |
Sumitomo Realty & Development Co. Ltd. | 2,620,763 | 93,731 | |
Toyota Industries Corp. | 1,063,754 | 91,988 | |
Nippon Steel Corp. | 5,419,790 | 91,639 | |
Marubeni Corp. | 10,393,331 | 90,510 | |
Asahi Kasei Corp. | 8,211,275 | 90,252 | |
MS&AD Insurance Group Holdings Inc. | 3,121,281 | 90,243 | |
Bandai Namco Holdings Inc. | 1,296,970 | 89,763 | |
NEC Corp. | 1,742,328 | 89,650 | |
Z Holdings Corp. | 17,538,998 | 87,773 | |
Nitori Holdings Co. Ltd. | 495,872 | 87,570 | |
Ajinomoto Co. Inc. | 3,247,045 | 84,357 | |
Yaskawa Electric Corp. | 1,711,172 | 83,566 | |
ENEOS Holdings Inc. | 19,857,105 | 83,217 | |
Obic Co. Ltd. | 444,355 | 82,641 | |
Sompo Holdings Inc. | 2,187,149 | 81,008 | |
Subaru Corp. | 4,052,292 | 80,314 | |
Kikkoman Corp. | 1,214,499 | 80,094 | |
Japan Exchange Group Inc. | 3,557,370 | 79,244 | |
Sekisui House Ltd. | 3,790,106 | 77,829 | |
Sumitomo Mitsui Trust Holdings Inc. | 2,426,189 | 77,396 | |
Makita Corp. | 1,619,394 | 76,253 | |
SG Holdings Co. Ltd. | 2,812,248 | 73,847 |
Shares | Market Value ($000) | ||
Sumitomo Electric Industries Ltd. | 4,988,115 | 73,674 | |
Nitto Denko Corp. | 974,344 | 72,560 | |
* | Japan Post Holdings Co. Ltd. | 8,822,957 | 72,469 |
MINEBEA MITSUMI Inc. | 2,700,596 | 71,353 | |
Mitsubishi Chemical Holdings Corp. | 8,457,127 | 71,158 | |
* | Renesas Electronics Corp. | 6,584,827 | 71,066 |
Nippon Paint Holdings Co. Ltd. | 5,252,180 | 71,052 | |
Pan Pacific International Holdings Corp. | 3,387,552 | 70,444 | |
Toyota Tsusho Corp. | 1,480,296 | 70,260 | |
Shimadzu Corp. | 1,787,912 | 69,086 | |
West Japan Railway Co. | 1,204,670 | 68,841 | |
Toray Industries Inc. | 10,064,247 | 67,088 | |
NTT Data Corp. | 4,176,181 | 65,194 | |
* | Nissan Motor Co. Ltd. | 12,803,208 | 63,782 |
Ono Pharmaceutical Co. Ltd. | 2,844,885 | 63,441 | |
Yamato Holdings Co. Ltd. | 2,222,378 | 63,147 | |
MISUMI Group Inc. | 1,851,779 | 62,667 | |
Nippon Building Fund Inc. | 9,844 | 61,334 | |
Sumitomo Metal Mining Co. Ltd. | 1,572,707 | 61,164 | |
Nexon Co. Ltd. | 2,728,921 | 60,731 | |
Rakuten Group Inc. | 5,372,228 | 60,659 | |
Kyowa Kirin Co. Ltd. | 1,651,074 | 58,721 | |
Daifuku Co. Ltd. | 641,396 | 58,193 | |
Resona Holdings Inc. | 14,981,308 | 57,763 | |
Nomura Research Institute Ltd. | 1,733,322 | 57,246 | |
Chubu Electric Power Co. Inc. | 4,636,562 | 56,727 | |
Mitsubishi Heavy Industries Ltd. | 1,905,594 | 56,257 | |
Yamaha Corp. | 1,036,288 | 56,257 | |
Disco Corp. | 184,588 | 56,124 | |
Daiwa Securities Group Inc. | 9,985,227 | 54,855 | |
CyberAgent Inc. | 2,549,286 | 54,598 | |
Nippon Yusen KK | 1,067,988 | 54,198 | |
MEIJI Holdings Co. Ltd. | 896,970 | 53,751 | |
Sumitomo Chemical Co. Ltd. | 10,003,470 | 53,167 | |
Tokyo Gas Co. Ltd. | 2,810,351 | 53,008 | |
Japan Real Estate Investment Corp. | 8,616 | 52,915 | |
Dentsu Group Inc. | 1,457,997 | 52,310 | |
Odakyu Electric Railway Co. Ltd. | 2,040,735 | 51,618 | |
AGC Inc. | 1,223,148 | 51,238 | |
Hamamatsu Photonics KK | 847,616 | 51,060 | |
Ricoh Co. Ltd. | 4,472,785 | 50,346 | |
Yamaha Motor Co. Ltd. | 1,849,509 | 50,237 | |
Yakult Honsha Co. Ltd. | 886,433 | 50,192 | |
Rohm Co. Ltd. | 544,306 | 50,091 | |
TOTO Ltd. | 959,346 | 49,707 | |
Japan Metropolitan Fund Investment | 45,641 | 49,473 | |
Aisin Corp. | 1,146,091 | 49,141 | |
Osaka Gas Co. Ltd. | 2,612,882 | 48,754 | |
Nomura Real Estate Master Fund Inc. | 29,772 | 47,648 | |
Koito Manufacturing Co. Ltd. | 761,611 | 47,390 | |
GLP J-REIT | 27,491 | 47,365 | |
Nippon Prologis REIT Inc. | 14,844 | 47,206 | |
Daito Trust Construction Co. Ltd. | 428,171 | 46,715 | |
T&D Holdings Inc. | 3,566,863 | 46,287 | |
Kansai Electric Power Co. Inc. | 4,824,290 | 46,032 | |
Isuzu Motors Ltd. | 3,421,291 | 45,399 | |
Inpex Corp. | 6,060,657 | 45,360 | |
Lixil Corp. | 1,739,594 | 45,016 | |
Keio Corp. | 763,324 | 44,934 | |
Nihon M&A Center Inc. | 1,732,016 | 44,860 | |
Hankyu Hanshin Holdings Inc. | 1,440,916 | 44,478 |
Shares | Market Value ($000) | ||
Tokyu Corp. | 3,251,484 | 44,253 | |
Nissan Chemical Corp. | 885,897 | 43,303 | |
* | Kintetsu Group Holdings Co. Ltd. | 1,190,934 | 41,860 |
Taiyo Yuden Co. Ltd. | 823,700 | 40,642 | |
Trend Micro Inc. | 767,687 | 40,199 | |
Mitsui Chemicals Inc. | 1,159,766 | 40,091 | |
TIS Inc. | 1,566,624 | 39,982 | |
JFE Holdings Inc. | 3,404,054 | 39,936 | |
Daiwa House REIT Investment Corp. | 13,370 | 39,344 | |
Fuji Electric Co. Ltd. | 833,832 | 38,921 | |
Sekisui Chemical Co. Ltd. | 2,270,365 | 38,873 | |
Dai Nippon Printing Co. Ltd. | 1,823,021 | 38,578 | |
Ibiden Co. Ltd. | 712,843 | 38,368 | |
SBI Holdings Inc. | 1,596,414 | 37,708 | |
SUMCO Corp. | 1,533,525 | 37,565 | |
Idemitsu Kosan Co. Ltd. | 1,553,556 | 37,535 | |
Kajima Corp. | 2,957,124 | 37,525 | |
Konami Holdings Corp. | 619,047 | 37,075 | |
MonotaRO Co. Ltd. | 1,554,578 | 36,633 | |
JSR Corp. | 1,197,806 | 36,386 | |
Azbil Corp. | 873,804 | 36,208 | |
Taisei Corp. | 1,093,999 | 35,905 | |
Otsuka Corp. | 681,622 | 35,731 | |
* | Mazda Motor Corp. | 3,785,818 | 35,717 |
Obayashi Corp. | 4,473,605 | 35,667 | |
Nippon Express Co. Ltd. | 464,012 | 35,383 | |
Mitsui OSK Lines Ltd. | 734,859 | 35,319 | |
Capcom Co. Ltd. | 1,203,926 | 35,189 | |
Kurita Water Industries Ltd. | 727,509 | 34,970 | |
Tobu Railway Co. Ltd. | 1,344,530 | 34,802 | |
GMO Payment Gateway Inc. | 267,875 | 34,790 | |
Kobayashi Pharmaceutical Co. Ltd. | 406,525 | 34,760 | |
Oji Holdings Corp. | 5,854,247 | 33,643 | |
Orix JREIT Inc. | 17,473 | 33,543 | |
Nissin Foods Holdings Co. Ltd. | 458,755 | 33,034 | |
Kansai Paint Co. Ltd. | 1,281,489 | 32,711 | |
Ryohin Keikaku Co. Ltd. | 1,558,855 | 32,702 | |
Santen Pharmaceutical Co. Ltd. | 2,365,393 | 32,646 | |
Hirose Electric Co. Ltd. | 222,593 | 32,564 | |
BayCurrent Consulting Inc. | 89,648 | 32,210 | |
Tosoh Corp. | 1,850,708 | 31,911 | |
Seiko Epson Corp. | 1,800,453 | 31,648 | |
Suntory Beverage & Food Ltd. | 836,658 | 31,536 | |
Brother Industries Ltd. | 1,568,689 | 31,332 | |
Ebara Corp. | 628,916 | 30,979 | |
Toho Co. Ltd. (XTKS) | 747,014 | 30,801 | |
* | Tokyo Electric Power Co. Holdings Inc. | 10,313,351 | 30,711 |
Kose Corp. | 191,590 | 30,098 | |
Asahi Intecc Co. Ltd. | 1,251,366 | 29,918 | |
TOPPAN Inc. | 1,853,066 | 29,801 | |
Hoshizaki Corp. | 348,231 | 29,583 | |
Keisei Electric Railway Co. Ltd. | 920,764 | 29,435 | |
NGK Insulators Ltd. | 1,726,536 | 29,057 | |
Food & Life Cos. Ltd. | 672,896 | 29,009 | |
Toho Gas Co. Ltd. | 589,045 | 28,919 | |
Nabtesco Corp. | 759,860 | 28,667 | |
Asics Corp. | 1,128,904 | 28,624 | |
* | PeptiDream Inc. | 584,891 | 28,584 |
Advance Residence Investment Corp. | 8,572 | 28,555 | |
United Urban Investment Corp. | 19,720 | 28,481 | |
Lion Corp. | 1,674,610 | 28,386 |
Shares | Market Value ($000) | ||
Showa Denko KK | 953,207 | 28,329 | |
Miura Co. Ltd. | 651,482 | 28,289 | |
Tsuruha Holdings Inc. | 242,880 | 28,268 | |
Shimizu Corp. | 3,653,792 | 28,079 | |
Stanley Electric Co. Ltd. | 960,000 | 27,736 | |
Concordia Financial Group Ltd. | 7,401,279 | 27,198 | |
Nippon Shinyaku Co. Ltd. | 341,663 | 27,182 | |
Hulic Co. Ltd. | 2,414,900 | 27,129 | |
Takeda Pharmaceutical Co. Ltd. ADR | 1,567,244 | 26,377 | |
Kakaku.com Inc. | 863,395 | 25,974 | |
Hikari Tsushin Inc. | 147,426 | 25,910 | |
Shizuoka Bank Ltd. | 3,327,373 | 25,821 | |
Marui Group Co. Ltd. | 1,367,491 | 25,801 | |
SCREEN Holdings Co. Ltd. | 259,725 | 25,525 | |
NH Foods Ltd. | 651,848 | 25,339 | |
Square Enix Holdings Co. Ltd. | 511,679 | 25,269 | |
Mitsubishi Gas Chemical Co. Inc. | 1,192,380 | 25,266 | |
Nisshin Seifun Group Inc. | 1,709,398 | 25,061 | |
* | Hitachi Metals Ltd. | 1,310,729 | 25,048 |
ZOZO Inc. | 735,642 | 24,942 | |
NSK Ltd. | 2,940,502 | 24,872 | |
Koei Tecmo Holdings Co. Ltd. | 507,432 | 24,670 | |
Chiba Bank Ltd. | 4,076,698 | 24,640 | |
Hakuhodo DY Holdings Inc. | 1,578,672 | 24,587 | |
USS Co. Ltd. | 1,405,953 | 24,577 | |
Tohoku Electric Power Co. Inc. | 3,129,380 | 24,536 | |
* | ANA Holdings Inc. | 1,043,635 | 24,528 |
Iida Group Holdings Co. Ltd. | 943,217 | 24,261 | |
Tokyu Fudosan Holdings Corp. | 4,029,662 | 24,232 | |
Sojitz Corp. | 7,994,465 | 24,182 | |
Industrial & Infrastructure Fund Investment Corp. | 12,618 | 24,050 | |
* | Nagoya Railroad Co. Ltd. | 1,288,532 | 23,985 |
Yokogawa Electric Corp. | 1,603,081 | 23,975 | |
Casio Computer Co. Ltd. | 1,423,773 | 23,890 | |
Kyushu Electric Power Co. Inc. | 3,080,290 | 23,721 | |
Kyushu Railway Co. | 1,045,674 | 23,596 | |
Haseko Corp. | 1,714,608 | 23,506 | |
NOF Corp. | 445,456 | 23,225 | |
Rinnai Corp. | 243,511 | 23,178 | |
Sumitomo Dainippon Pharma Co. Ltd. | 1,104,204 | 23,160 | |
Mitsubishi HC Capital Inc. (XTKS) | 4,317,284 | 23,151 | |
Open House Co. Ltd. | 491,714 | 23,106 | |
Hisamitsu Pharmaceutical Co. Inc. | 467,718 | 23,093 | |
Toyo Suisan Kaisha Ltd. | 598,918 | 23,084 | |
Nikon Corp. | 2,145,413 | 22,886 | |
Japan Prime Realty Investment Corp. | 5,843 | 22,860 | |
Japan Post Bank Co. Ltd. | 2,705,692 | 22,756 | |
THK Co. Ltd. | 756,881 | 22,587 | |
Japan Post Insurance Co. Ltd. | 1,219,398 | 22,563 | |
Yamada Denki Co. Ltd. | 4,866,724 | 22,504 | |
Matsumotokiyoshi Holdings Co. Ltd. | 505,576 | 22,381 | |
Ito En Ltd. | 375,831 | 22,306 | |
Sekisui House REIT Inc. | 26,737 | 22,127 | |
Tokyo Century Corp. | 410,225 | 22,055 | |
Kuraray Co. Ltd. | 2,292,287 | 22,026 | |
Bank of Kyoto Ltd. | 480,149 | 21,844 | |
Persol Holdings Co. Ltd. | 1,106,050 | 21,841 | |
Activia Properties Inc. | 4,598 | 21,765 | |
Welcia Holdings Co. Ltd. | 664,240 | 21,720 | |
Hitachi Construction Machinery Co. Ltd. | 706,788 | 21,646 | |
Sharp Corp. | 1,304,111 | 21,515 |
Shares | Market Value ($000) | ||
* | Japan Airlines Co. Ltd. | 972,702 | 21,062 |
Amada Co. Ltd. | 2,063,226 | 20,927 | |
Nifco Inc. | 553,003 | 20,914 | |
* | Kawasaki Heavy Industries Ltd. | 968,449 | 20,810 |
Sumitomo Heavy Industries Ltd. | 750,185 | 20,744 | |
COMSYS Holdings Corp. | 737,359 | 20,425 | |
Sohgo Security Services Co. Ltd. | 447,909 | 20,407 | |
1 | Pigeon Corp. | 718,577 | 20,267 |
Keikyu Corp. | 1,650,796 | 20,221 | |
*,1 | Skylark Holdings Co. Ltd. | 1,453,894 | 20,189 |
Iwatani Corp. | 336,160 | 20,142 | |
LaSalle Logiport REIT | 11,847 | 19,977 | |
* | IHI Corp. | 831,830 | 19,872 |
Itochu Techno-Solutions Corp. | 639,952 | 19,797 | |
* | Kawasaki Kisen Kaisha Ltd. | 547,059 | 19,682 |
* | Keihan Holdings Co. Ltd. | 648,714 | 19,616 |
Taiyo Nippon Sanso Corp. | 952,003 | 19,543 | |
NGK Spark Plug Co. Ltd. | 1,295,690 | 19,262 | |
Denka Co. Ltd. | 573,258 | 19,056 | |
Nomura Real Estate Holdings Inc. | 746,747 | 18,914 | |
Fukuoka Financial Group Inc. | 1,078,355 | 18,886 | |
Tokyo Tatemono Co. Ltd. | 1,322,097 | 18,870 | |
Teijin Ltd. | 1,233,152 | 18,826 | |
Nichirei Corp. | 711,287 | 18,702 | |
Medipal Holdings Corp. | 963,354 | 18,418 | |
Chugoku Electric Power Co. Inc. | 2,013,104 | 18,370 | |
NET One Systems Co. Ltd. | 553,958 | 18,262 | |
Air Water Inc. | 1,176,918 | 18,129 | |
Tokai Carbon Co. Ltd. | 1,305,739 | 18,008 | |
Kenedix Office Investment Corp. | 2,534 | 17,846 | |
Japan Hotel REIT Investment Corp. | 29,777 | 17,828 | |
Nippon Accommodations Fund Inc. | 3,091 | 17,823 | |
Mitsui Fudosan Logistics Park Inc. | 3,344 | 17,808 | |
Aozora Bank Ltd. | 781,881 | 17,527 | |
Rohto Pharmaceutical Co. Ltd. | 647,683 | 17,409 | |
Sega Sammy Holdings Inc. | 1,322,188 | 17,365 | |
Alfresa Holdings Corp. | 1,159,229 | 17,314 | |
Sugi Holdings Co. Ltd. | 236,399 | 17,247 | |
1 | Japan Logistics Fund Inc. | 5,723 | 17,209 |
Taiheiyo Cement Corp. | 773,471 | 17,002 | |
1 | Anritsu Corp. | 911,807 | 16,984 |
TechnoPro Holdings Inc. | 718,068 | 16,979 | |
Cosmos Pharmaceutical Corp. | 115,306 | 16,942 | |
Kyowa Exeo Corp. | 677,951 | 16,688 | |
Konica Minolta Inc. | 3,007,698 | 16,663 | |
Horiba Ltd. | 256,162 | 16,625 | |
Mitsubishi Materials Corp. | 831,411 | 16,622 | |
Oracle Corp. Japan | 217,435 | 16,614 | |
SCSK Corp. | 278,667 | 16,604 | |
Sumitomo Rubber Industries Ltd. | 1,196,019 | 16,535 | |
Zensho Holdings Co. Ltd. | 639,481 | 16,423 | |
Sumitomo Forestry Co. Ltd. | 894,347 | 16,372 | |
Isetan Mitsukoshi Holdings Ltd. | 2,328,171 | 16,273 | |
Ulvac Inc. | 319,502 | 16,179 | |
* | Seibu Holdings Inc. | 1,368,231 | 16,047 |
* | Japan Airport Terminal Co. Ltd. | 356,310 | 16,007 |
Sanwa Holdings Corp. | 1,301,397 | 16,006 | |
Shinko Electric Industries Co. Ltd. | 437,397 | 15,988 | |
Relo Group Inc. | 693,613 | 15,844 | |
Mori Hills REIT Investment Corp. | 10,532 | 15,799 | |
Kewpie Corp. | 703,535 | 15,790 |
Shares | Market Value ($000) | ||
Hino Motors Ltd. | 1,781,074 | 15,754 | |
Electric Power Development Co. Ltd. | 1,097,505 | 15,702 | |
Tokyo Ohka Kogyo Co. Ltd. | 249,303 | 15,692 | |
JTEKT Corp. | 1,501,687 | 15,453 | |
Nankai Electric Railway Co. Ltd. | 721,227 | 15,426 | |
Taisho Pharmaceutical Holdings Co. Ltd. | 285,983 | 15,309 | |
Shinsei Bank Ltd. | 1,160,145 | 15,256 | |
AEON REIT Investment Corp. | 10,285 | 15,202 | |
Kaneka Corp. | 376,493 | 15,190 | |
Yokohama Rubber Co. Ltd. | 696,214 | 14,953 | |
Lawson Inc. | 319,693 | 14,807 | |
House Foods Group Inc. | 482,928 | 14,793 | |
Fancl Corp. | 454,128 | 14,738 | |
Jeol Ltd. | 251,348 | 14,678 | |
J Front Retailing Co. Ltd. | 1,641,647 | 14,603 | |
Suzuken Co. Ltd. | 495,648 | 14,529 | |
Coca-Cola Bottlers Japan Holdings Inc. | 927,030 | 14,512 | |
Zenkoku Hosho Co. Ltd. | 335,310 | 14,385 | |
Takara Holdings Inc. | 1,149,598 | 14,341 | |
Sankyu Inc. | 329,694 | 14,327 | |
Daicel Corp. | 1,736,353 | 14,287 | |
Toyo Tire Corp. | 672,885 | 14,248 | |
Alps Alpine Co. Ltd. | 1,335,539 | 14,134 | |
Morinaga Milk Industry Co. Ltd. | 270,444 | 14,095 | |
Frontier Real Estate Investment Corp. | 3,010 | 14,057 | |
Mebuki Financial Group Inc. | 6,647,062 | 14,055 | |
Nihon Kohden Corp. | 491,096 | 14,015 | |
Kenedix Residential Next Investment Corp. | 6,480 | 13,999 | |
Sundrug Co. Ltd. | 440,370 | 13,997 | |
Daiwa Securities Living Investments Corp. | 12,867 | 13,976 | |
Goldwin Inc. | 237,274 | 13,935 | |
Kagome Co. Ltd. | 527,670 | 13,935 | |
DIC Corp. | 547,575 | 13,851 | |
Shimamura Co. Ltd. | 144,331 | 13,847 | |
Tsumura & Co. | 438,550 | 13,785 | |
Ube Industries Ltd. | 672,944 | 13,675 | |
Ushio Inc. | 745,378 | 13,626 | |
Kamigumi Co. Ltd. | 661,091 | 13,416 | |
JGC Holdings Corp. | 1,439,198 | 13,410 | |
Zeon Corp. | 967,480 | 13,390 | |
Toyo Seikan Group Holdings Ltd. | 976,546 | 13,370 | |
Hulic REIT Inc. | 7,944 | 13,370 | |
Kinden Corp. | 816,644 | 13,345 | |
* | Park24 Co. Ltd. | 733,789 | 13,312 |
Justsystems Corp. | 226,262 | 13,304 | |
DeNA Co. Ltd. | 618,588 | 13,186 | |
Comforia Residential REIT Inc. | 4,167 | 13,127 | |
Penta-Ocean Construction Co. Ltd. | 1,879,111 | 13,094 | |
Pola Orbis Holdings Inc. | 493,191 | 13,004 | |
Nihon Unisys Ltd. | 428,600 | 12,898 | |
GS Yuasa Corp. | 502,266 | 12,844 | |
Fuji Corp. | 558,507 | 12,793 | |
SHO-BOND Holdings Co. Ltd. | 305,404 | 12,715 | |
K's Holdings Corp | 1,105,182 | 12,701 | |
Kobe Steel Ltd. | 1,975,004 | 12,686 | |
Ezaki Glico Co. Ltd. | 340,143 | 12,676 | |
Mabuchi Motor Co. Ltd. | 332,414 | 12,567 | |
1 | Mitsubishi Logistics Corp. | 423,328 | 12,539 |
Credit Saison Co. Ltd. | 1,023,661 | 12,508 | |
Nippon Electric Glass Co. Ltd. | 532,070 | 12,494 | |
Daiwa Office Investment Corp. | 1,794 | 12,471 |
Shares | Market Value ($000) | ||
JCR Pharmaceuticals Co. Ltd. | 369,764 | 12,466 | |
Invincible Investment Corp. | 32,297 | 12,424 | |
ADEKA Corp. | 661,747 | 12,419 | |
Benefit One Inc. | 393,604 | 12,392 | |
Outsourcing Inc. | 680,773 | 12,360 | |
NTT UD REIT Investment Corp. | 8,369 | 12,356 | |
DMG Mori Co. Ltd. | 685,603 | 12,329 | |
Aica Kogyo Co. Ltd. | 348,670 | 12,253 | |
Nishi-Nippon Railroad Co. Ltd. | 502,246 | 12,176 | |
Toyoda Gosei Co. Ltd. | 493,103 | 12,162 | |
Nippon Gas Co. Ltd. | 713,787 | 12,153 | |
Aeon Mall Co. Ltd. | 787,491 | 12,138 | |
Ship Healthcare Holdings Inc. | 515,272 | 12,040 | |
Dowa Holdings Co. Ltd. | 302,771 | 11,951 | |
NIPPON REIT Investment Corp. | 2,860 | 11,760 | |
Jafco Co. Ltd. | 188,292 | 11,740 | |
Seino Holdings Co. Ltd. | 914,753 | 11,736 | |
Japan Excellent Inc. | 8,212 | 11,712 | |
Benesse Holdings Inc. | 471,449 | 11,708 | |
* | Mitsubishi Motors Corp. | 4,154,220 | 11,700 |
* | RENOVA Inc. | 297,100 | 11,687 |
Menicon Co. Ltd. | 165,813 | 11,616 | |
Yamazaki Baking Co. Ltd. | 821,900 | 11,601 | |
Rengo Co. Ltd. | 1,388,401 | 11,572 | |
Daido Steel Co. Ltd. | 233,071 | 11,538 | |
Daiseki Co. Ltd. | 256,258 | 11,511 | |
Fujitec Co. Ltd. | 518,120 | 11,486 | |
Ain Holdings Inc. | 184,219 | 11,479 | |
Kadokawa Corp. | 282,218 | 11,462 | |
Sawai Group Holdings Co. Ltd. | 256,807 | 11,458 | |
Calbee Inc. | 496,306 | 11,454 | |
Amano Corp. | 449,295 | 11,362 | |
Tokyo Seimitsu Co. Ltd. | 251,552 | 11,356 | |
Infomart Corp. | 1,383,196 | 11,351 | |
FP Corp. | 301,544 | 11,178 | |
Internet Initiative Japan Inc. | 358,256 | 11,134 | |
* | SHIFT Inc. | 72,000 | 11,087 |
Acom Co. Ltd. | 2,527,069 | 11,027 | |
Mitsubishi Estate Logistics REIT Investment Corp. | 2,485 | 10,992 | |
PALTAC Corp. | 210,807 | 10,941 | |
Nagase & Co. Ltd. | 718,698 | 10,743 | |
Toda Corp. | 1,552,936 | 10,715 | |
Tokyu REIT Inc. | 5,813 | 10,708 | |
Japan Steel Works Ltd. | 415,924 | 10,679 | |
As One Corp. | 81,815 | 10,678 | |
Japan Elevator Service Holdings Co. Ltd. | 459,900 | 10,667 | |
GMO internet Inc. | 388,797 | 10,612 | |
1 | cocokara fine Inc. | 141,783 | 10,594 |
Nishimatsu Construction Co. Ltd. | 339,461 | 10,584 | |
Nippon Kayaku Co. Ltd. | 1,107,079 | 10,470 | |
Kenedix Retail REIT Corp. | 3,844 | 10,395 | |
TS Tech Co. Ltd. | 670,008 | 10,374 | |
Daiwabo Holdings Co. Ltd. | 602,180 | 10,335 | |
Takashimaya Co. Ltd. | 947,974 | 10,335 | |
Hirogin Holdings Inc. | 1,948,135 | 10,298 | |
Nippon Shokubai Co. Ltd. | 211,996 | 10,217 | |
Sotetsu Holdings Inc. | 517,184 | 10,209 | |
Furukawa Electric Co. Ltd. | 408,157 | 10,178 | |
Mitsui Mining & Smelting Co. Ltd. | 365,658 | 10,145 | |
Topcon Corp. | 677,180 | 10,075 | |
ABC-Mart Inc. | 174,482 | 10,035 |
Shares | Market Value ($000) | ||
Daiichikosho Co. Ltd. | 261,036 | 10,027 | |
Mirait Holdings Corp. | 561,914 | 9,965 | |
SMS Co. Ltd. | 333,403 | 9,963 | |
Izumi Co. Ltd. | 263,953 | 9,929 | |
Cosmo Energy Holdings Co. Ltd. | 429,299 | 9,855 | |
Asahi Holdings Inc. | 482,998 | 9,828 | |
Bic Camera Inc. | 972,515 | 9,793 | |
Hachijuni Bank Ltd. | 3,004,767 | 9,713 | |
OKUMA Corp. | 198,021 | 9,701 | |
Fujitsu General Ltd. | 365,133 | 9,670 | |
Tokuyama Corp. | 474,483 | 9,666 | |
Nippo Corp. | 334,534 | 9,542 | |
Maruichi Steel Tube Ltd. | 404,970 | 9,521 | |
NOK Corp. | 758,919 | 9,442 | |
Sumitomo Bakelite Co. Ltd. | 212,306 | 9,393 | |
Digital Garage Inc. | 208,795 | 9,380 | |
Kaken Pharmaceutical Co. Ltd. | 218,504 | 9,376 | |
Mani Inc. | 408,289 | 9,362 | |
Mizuho Leasing Co. Ltd. | 276,654 | 9,320 | |
Mori Trust Sogo REIT Inc. | 6,560 | 9,276 | |
Nichias Corp. | 367,951 | 9,275 | |
Kobe Bussan Co. Ltd. | 292,492 | 9,215 | |
AEON Financial Service Co. Ltd. | 779,128 | 9,195 | |
Seven Bank Ltd. | 4,321,996 | 9,188 | |
Nipro Corp. | 777,466 | 9,185 | |
Daio Paper Corp. | 545,454 | 9,029 | |
Heiwa Real Estate REIT Inc. | 5,714 | 8,992 | |
Katitas Co. Ltd. | 319,278 | 8,976 | |
Miraca Holdings Inc. | 347,665 | 8,971 | |
Kyushu Financial Group Inc. | 2,534,799 | 8,967 | |
OSG Corp. | 516,518 | 8,965 | |
Hazama Ando Corp. | 1,215,696 | 8,950 | |
Iyo Bank Ltd. | 1,812,444 | 8,932 | |
Hoshino Resorts REIT Inc. | 1,454 | 8,833 | |
Hitachi Transport System Ltd. | 212,064 | 8,812 | |
Yamaguchi Financial Group Inc. | 1,527,801 | 8,754 | |
Meitec Corp. | 161,634 | 8,751 | |
Kokuyo Co. Ltd. | 555,477 | 8,685 | |
Sapporo Holdings Ltd. | 415,924 | 8,674 | |
Gunma Bank Ltd. | 2,742,840 | 8,669 | |
Systena Corp. | 452,840 | 8,661 | |
Chugoku Bank Ltd. | 1,135,375 | 8,653 | |
1 | Invesco Office J-REIT Inc. | 42,284 | 8,632 |
Mitsui High-Tec Inc. | 148,743 | 8,524 | |
NHK Spring Co. Ltd. | 1,028,040 | 8,462 | |
Morinaga & Co. Ltd. | 263,441 | 8,425 | |
Nippon Suisan Kaisha Ltd. | 1,751,333 | 8,352 | |
Toyota Boshoku Corp. | 402,298 | 8,350 | |
Kyudenko Corp. | 258,859 | 8,331 | |
Heiwa Real Estate Co. Ltd. | 219,996 | 8,294 | |
Toei Co. Ltd. | 44,357 | 8,280 | |
Wacoal Holdings Corp. | 363,210 | 8,227 | |
*,1 | Yoshinoya Holdings Co. Ltd. | 428,426 | 8,189 |
Takara Bio Inc. | 304,412 | 8,114 | |
CKD Corp. | 385,389 | 8,100 | |
Toagosei Co. Ltd. | 796,421 | 8,099 | |
Inaba Denki Sangyo Co. Ltd. | 346,316 | 8,071 | |
* | Fujikura Ltd. | 1,727,536 | 8,053 |
Yaoko Co. Ltd. | 139,965 | 8,034 | |
Fukuoka REIT Corp. | 4,777 | 8,032 | |
Fuyo General Lease Co. Ltd. | 126,491 | 7,998 |
Shares | Market Value ($000) | ||
Nisshinbo Holdings Inc. | 920,926 | 7,975 | |
Kotobuki Spirits Co. Ltd. | 122,764 | 7,951 | |
Pilot Corp. | 232,544 | 7,891 | |
Fukuyama Transporting Co. Ltd. | 212,169 | 7,888 | |
Monex Group Inc. | 1,170,286 | 7,879 | |
Tadano Ltd. | 747,663 | 7,799 | |
NSD Co. Ltd. | 455,908 | 7,617 | |
Sankyo Co. Ltd. | 297,604 | 7,610 | |
* | Shochiku Co. Ltd. | 65,591 | 7,566 |
Kusuri no Aoki Holdings Co. Ltd. | 103,504 | 7,527 | |
Yamato Kogyo Co. Ltd. | 227,115 | 7,503 | |
* | Raksul Inc. | 153,700 | 7,494 |
* | NTN Corp. | 2,856,987 | 7,468 |
Maeda Corp. | 859,700 | 7,458 | |
Takuma Co. Ltd. | 492,448 | 7,441 | |
Nikkon Holdings Co. Ltd. | 339,129 | 7,397 | |
JINS Holdings Inc. | 96,309 | 7,372 | |
Macnica Fuji Electronics Holdings Inc. | 306,698 | 7,366 | |
Kanematsu Corp. | 551,489 | 7,344 | |
Fuji Kyuko Co. Ltd. | 152,487 | 7,299 | |
Lintec Corp. | 335,240 | 7,268 | |
Ariake Japan Co. Ltd. | 116,895 | 7,243 | |
Glory Ltd. | 347,642 | 7,220 | |
IR Japan Holdings Ltd. | 57,400 | 7,217 | |
Global One Real Estate Investment Corp. | 6,379 | 7,179 | |
Fuji Oil Holdings Inc. | 300,232 | 7,143 | |
Mixi Inc. | 269,725 | 7,119 | |
en japan Inc. | 200,000 | 7,101 | |
Resorttrust Inc. | 429,431 | 7,010 | |
* | Descente Ltd. | 251,137 | 7,008 |
Hitachi Zosen Corp. | 1,083,838 | 6,993 | |
Canon Marketing Japan Inc. | 300,652 | 6,981 | |
Nippon Paper Industries Co. Ltd. | 622,188 | 6,979 | |
Shikoku Electric Power Co. Inc. | 1,019,876 | 6,947 | |
NEC Networks & System Integration Corp. | 439,879 | 6,945 | |
Hanwa Co. Ltd. | 238,964 | 6,915 | |
Sakata Seed Corp. | 209,494 | 6,878 | |
Toyobo Co. Ltd. | 573,308 | 6,876 | |
Ichigo Office REIT Investment Corp. | 7,741 | 6,875 | |
Kureha Corp. | 117,900 | 6,828 | |
NS Solutions Corp. | 211,502 | 6,806 | |
Fuji Soft Inc. | 135,478 | 6,783 | |
Milbon Co. Ltd. | 119,625 | 6,762 | |
Takasago Thermal Engineering Co. Ltd. | 401,331 | 6,697 | |
Aiful Corp. | 1,932,944 | 6,691 | |
Colowide Co. Ltd. | 374,635 | 6,678 | |
Dexerials Corp. | 317,058 | 6,673 | |
Okamura Corp. | 489,509 | 6,635 | |
Nippon Light Metal Holdings Co. Ltd. | 394,179 | 6,622 | |
Senko Group Holdings Co. Ltd. | 676,069 | 6,606 | |
* | Sanrio Co. Ltd. | 371,456 | 6,566 |
Trusco Nakayama Corp. | 255,747 | 6,527 | |
Citizen Watch Co. Ltd. | 1,765,061 | 6,519 | |
Toshiba TEC Corp. | 157,701 | 6,485 | |
Iriso Electronics Co. Ltd. | 132,877 | 6,437 | |
Musashi Seimitsu Industry Co. Ltd. | 288,912 | 6,433 | |
Information Services International-Dentsu Ltd. | 155,730 | 6,416 | |
* | Sanken Electric Co. Ltd. | 128,761 | 6,405 |
Hankyu Hanshin REIT Inc. | 4,390 | 6,355 | |
Hokuhoku Financial Group Inc. | 866,916 | 6,349 | |
TOKAI Holdings Corp. | 773,440 | 6,297 |
Shares | Market Value ($000) | ||
DCM Holdings Co. Ltd. | 656,448 | 6,257 | |
Duskin Co. Ltd. | 273,304 | 6,240 | |
DTS Corp. | 260,334 | 6,209 | |
Heiwa Corp. | 350,079 | 6,198 | |
Daishi Hokuetsu Financial Group Inc. | 284,212 | 6,182 | |
Hokuriku Electric Power Co. | 1,131,864 | 6,177 | |
Nihon Parkerizing Co. Ltd. | 615,607 | 6,167 | |
Sumitomo Osaka Cement Co. Ltd. | 226,094 | 6,160 | |
Okumura Corp. | 234,180 | 6,158 | |
Tsubakimoto Chain Co. | 214,198 | 6,116 | |
Wacom Co. Ltd. | 932,430 | 5,924 | |
Fujimi Inc. | 129,142 | 5,881 | |
Shoei Co. Ltd. | 155,436 | 5,871 | |
* | Oisix ra daichi Inc. | 158,915 | 5,821 |
Elecom Co. Ltd. | 309,178 | 5,783 | |
Kumagai Gumi Co. Ltd. | 228,298 | 5,762 | |
TKC Corp. | 189,548 | 5,736 | |
SOSiLA Logistics REIT Inc. | 4,037 | 5,717 | |
eRex Co. Ltd. | 235,392 | 5,702 | |
Nitto Boseki Co. Ltd. | 184,153 | 5,682 | |
Eizo Corp. | 127,267 | 5,679 | |
* | Change Inc. | 212,200 | 5,666 |
Taikisha Ltd. | 189,818 | 5,665 | |
OBIC Business Consultants Co. Ltd. | 98,132 | 5,646 | |
Toho Holdings Co. Ltd. | 349,503 | 5,635 | |
Nishi-Nippon Financial Holdings Inc. | 979,947 | 5,599 | |
EDION Corp. | 571,623 | 5,593 | |
Itoham Yonekyu Holdings Inc. | 866,788 | 5,583 | |
Fuji Seal International Inc. | 265,030 | 5,565 | |
Takeuchi Manufacturing Co. Ltd. | 222,697 | 5,548 | |
Star Asia Investment Corp. | 9,924 | 5,545 | |
Kohnan Shoji Co. Ltd. | 160,494 | 5,537 | |
Itochu Advance Logistics Investment Corp. | 3,882 | 5,537 | |
Seiren Co. Ltd. | 279,976 | 5,521 | |
Shiga Bank Ltd. | 314,054 | 5,507 | |
Mochida Pharmaceutical Co. Ltd. | 166,822 | 5,478 | |
Daihen Corp. | 131,171 | 5,453 | |
Japan Lifeline Co. Ltd. | 447,377 | 5,440 | |
Earth Corp. | 93,591 | 5,438 | |
Rorze Corp. | 61,810 | 5,421 | |
Makino Milling Machine Co. Ltd. | 134,040 | 5,410 | |
1 | Kura Sushi Inc. | 129,150 | 5,400 |
Autobacs Seven Co. Ltd. | 404,357 | 5,385 | |
* | HIS Co. Ltd. | 248,164 | 5,368 |
Hokkaido Electric Power Co. Inc. | 1,180,920 | 5,353 | |
KH Neochem Co. Ltd. | 230,377 | 5,352 | |
UT Group Co. Ltd. | 183,200 | 5,346 | |
Kandenko Co. Ltd. | 684,068 | 5,344 | |
Valor Holdings Co. Ltd. | 262,409 | 5,342 | |
Maruwa Co. Ltd. | 53,044 | 5,341 | |
Kiyo Bank Ltd. | 409,816 | 5,314 | |
Tokai Rika Co. Ltd. | 329,887 | 5,305 | |
Tokyo Steel Manufacturing Co. Ltd. | 529,154 | 5,284 | |
Prima Meat Packers Ltd. | 194,040 | 5,248 | |
Sangetsu Corp. | 375,220 | 5,234 | |
1 | Atom Corp. | 746,225 | 5,201 |
Nojima Corp. | 210,214 | 5,194 | |
Kyoritsu Maintenance Co. Ltd. | 159,351 | 5,191 | |
Megmilk Snow Brand Co. Ltd. | 271,816 | 5,174 | |
Taiyo Holdings Co. Ltd. | 109,199 | 5,162 | |
Starts Corp. Inc. | 201,640 | 5,154 |
Shares | Market Value ($000) | ||
Tokai Tokyo Financial Holdings Inc. | 1,453,116 | 5,154 | |
Japan Aviation Electronics Industry Ltd. | 291,813 | 5,153 | |
Meidensha Corp. | 257,629 | 5,120 | |
77 Bank Ltd. | 464,466 | 5,110 | |
Arcs Co. Ltd. | 234,719 | 5,109 | |
Maruha Nichiro Corp. | 239,684 | 5,104 | |
Noevir Holdings Co. Ltd. | 100,417 | 5,099 | |
Tomy Co. Ltd. | 593,997 | 5,087 | |
Tri Chemical Laboratories Inc. | 172,104 | 5,084 | |
CRE Logistics REIT Inc. | 2,968 | 5,004 | |
Matsui Securities Co. Ltd. | 685,250 | 4,994 | |
Oki Electric Industry Co. Ltd. | 544,153 | 4,981 | |
Joyful Honda Co. Ltd. | 405,185 | 4,948 | |
Orient Corp. | 3,753,344 | 4,943 | |
Central Glass Co. Ltd. | 257,061 | 4,935 | |
Nippon Soda Co. Ltd. | 169,922 | 4,923 | |
Digital Arts Inc. | 64,324 | 4,896 | |
Sumitomo Warehouse Co. Ltd. | 339,012 | 4,881 | |
Ichibanya Co. Ltd. | 106,472 | 4,874 | |
*,1 | Create Restaurants Holdings Inc. | 593,748 | 4,873 |
Kintetsu World Express Inc. | 230,572 | 4,858 | |
Round One Corp. | 390,458 | 4,845 | |
San-In Godo Bank Ltd. | 990,003 | 4,819 | |
Kumiai Chemical Industry Co. Ltd. | 627,699 | 4,815 | |
Raito Kogyo Co. Ltd. | 291,744 | 4,745 | |
Transcosmos Inc. | 171,491 | 4,739 | |
Mirai Corp. | 10,170 | 4,738 | |
ZERIA Pharmaceutical Co. Ltd. | 250,871 | 4,735 | |
Toridoll Holdings Corp. | 276,902 | 4,694 | |
Paramount Bed Holdings Co. Ltd. | 263,528 | 4,692 | |
GungHo Online Entertainment Inc. | 235,860 | 4,684 | |
H2O Retailing Corp. | 575,251 | 4,679 | |
MCJ Co. Ltd. | 418,148 | 4,667 | |
Tsugami Corp. | 302,484 | 4,656 | |
Nichiha Corp. | 181,714 | 4,626 | |
Hokuetsu Corp. | 887,243 | 4,625 | |
Ai Holdings Corp. | 234,485 | 4,622 | |
* | UACJ Corp. | 184,183 | 4,620 |
Japan Material Co. Ltd. | 376,290 | 4,575 | |
*,1 | Royal Holdings Co. Ltd. | 232,834 | 4,557 |
Fuso Chemical Co. Ltd. | 122,637 | 4,515 | |
Token Corp. | 49,200 | 4,493 | |
BeNext-Yumeshin Group Co. | 389,350 | 4,468 | |
1 | San-A Co. Ltd. | 117,183 | 4,456 |
JCU Corp. | 138,281 | 4,455 | |
BML Inc. | 130,681 | 4,451 | |
Mandom Corp. | 237,801 | 4,431 | |
Maeda Road Construction Co. Ltd. | 224,226 | 4,413 | |
Funai Soken Holdings Inc. | 203,432 | 4,412 | |
MOS Food Services Inc. | 161,540 | 4,412 | |
Nippn Corp. | 312,004 | 4,405 | |
Gunze Ltd. | 105,703 | 4,402 | |
eGuarantee Inc. | 208,400 | 4,389 | |
KYB Corp. | 129,599 | 4,384 | |
*,1 | euglena Co. Ltd. | 533,435 | 4,382 |
Kanamoto Co. Ltd. | 189,431 | 4,375 | |
Nichicon Corp. | 406,175 | 4,363 | |
Nomura Co. Ltd. | 506,680 | 4,356 | |
Showa Sangyo Co. Ltd. | 161,884 | 4,356 | |
Awa Bank Ltd. | 240,255 | 4,351 | |
Inabata & Co. Ltd. | 281,033 | 4,333 |
Shares | Market Value ($000) | ||
Hogy Medical Co. Ltd. | 140,875 | 4,331 | |
Tocalo Co. Ltd. | 343,616 | 4,323 | |
Maeda Kosen Co. Ltd. | 136,228 | 4,277 | |
Sanki Engineering Co. Ltd. | 337,106 | 4,272 | |
Anicom Holdings Inc. | 532,196 | 4,266 | |
Komeri Co. Ltd. | 180,813 | 4,262 | |
Create SD Holdings Co. Ltd. | 143,637 | 4,259 | |
Toyo Ink SC Holdings Co. Ltd. | 240,133 | 4,257 | |
Zojirushi Corp. | 284,277 | 4,245 | |
Ogaki Kyoritsu Bank Ltd. | 253,469 | 4,237 | |
San-Ai Oil Co. Ltd. | 363,619 | 4,223 | |
ASKUL Corp. | 270,718 | 4,221 | |
Takara Standard Co. Ltd. | 306,721 | 4,200 | |
Towa Pharmaceutical Co. Ltd. | 172,285 | 4,192 | |
1 | Monogatari Corp. | 62,274 | 4,187 |
One REIT Inc. | 1,441 | 4,186 | |
Osaka Organic Chemical Industry Ltd. | 105,700 | 4,172 | |
KYORIN Holdings Inc. | 255,039 | 4,168 | |
Japan Securities Finance Co. Ltd. | 570,795 | 4,164 | |
Tsubaki Nakashima Co. Ltd. | 269,870 | 4,157 | |
Kato Sangyo Co. Ltd. | 136,234 | 4,155 | |
* | MedPeer Inc. | 104,011 | 4,125 |
Life Corp. | 129,901 | 4,122 | |
Juroku Bank Ltd. | 233,668 | 4,121 | |
Sumitomo Mitsui Construction Co. Ltd. | 966,068 | 4,107 | |
Nachi-Fujikoshi Corp. | 115,985 | 4,080 | |
Tokyotokeiba Co. Ltd. | 99,843 | 4,080 | |
1 | Pharma Foods International Co. Ltd. | 162,600 | 4,061 |
Roland Corp. | 79,900 | 4,046 | |
Dip Corp. | 131,147 | 4,043 | |
Max Co. Ltd. | 246,201 | 4,040 | |
*,1 | Chiyoda Corp. | 1,013,634 | 4,030 |
Nagaileben Co. Ltd. | 166,956 | 4,023 | |
Nisshin Oillio Group Ltd. | 145,139 | 4,013 | |
Ichigo Inc. | 1,266,709 | 4,009 | |
Mitsubishi Logisnext Co. Ltd. | 435,091 | 3,994 | |
Okasan Securities Group Inc. | 1,066,762 | 3,989 | |
* | M&A Capital Partners Co. Ltd. | 81,778 | 3,988 |
Nishimatsuya Chain Co. Ltd. | 293,556 | 3,983 | |
Heiwado Co. Ltd. | 198,899 | 3,973 | |
KOMEDA Holdings Co. Ltd. | 212,616 | 3,960 | |
Kissei Pharmaceutical Co. Ltd. | 203,570 | 3,956 | |
Saizeriya Co. Ltd. | 164,550 | 3,952 | |
Topre Corp. | 275,146 | 3,949 | |
Jaccs Co. Ltd. | 168,221 | 3,939 | |
Nissha Co. Ltd. | 260,593 | 3,923 | |
Daiho Corp. | 108,088 | 3,915 | |
Nikkiso Co. Ltd. | 387,946 | 3,910 | |
Sanyo Denki Co. Ltd. | 56,502 | 3,905 | |
North Pacific Bank Ltd. | 1,826,866 | 3,889 | |
Eiken Chemical Co. Ltd. | 199,891 | 3,865 | |
Morita Holdings Corp. | 267,022 | 3,854 | |
Nippon Steel Trading Corp. | 97,908 | 3,851 | |
Maruwa Unyu Kikan Co. Ltd. | 271,464 | 3,851 | |
1 | Nextage Co. Ltd. | 226,298 | 3,842 |
Nippon Densetsu Kogyo Co. Ltd. | 235,107 | 3,818 | |
Shibuya Corp. | 135,851 | 3,804 | |
Mitsubishi Pencil Co. Ltd. | 292,896 | 3,796 | |
Giken Ltd. | 92,832 | 3,784 | |
Strike Co. Ltd. | 94,932 | 3,784 | |
1 | Tamura Corp. | 497,866 | 3,737 |
Shares | Market Value ($000) | ||
Yokogawa Bridge Holdings Corp. | 196,521 | 3,726 | |
Infocom Corp. | 135,275 | 3,723 | |
Fujimori Kogyo Co. Ltd. | 101,730 | 3,714 | |
Daibiru Corp. | 293,813 | 3,710 | |
Okinawa Electric Power Co. Inc. | 294,887 | 3,680 | |
Solasto Corp. | 289,371 | 3,667 | |
Sato Holdings Corp. | 149,252 | 3,662 | |
Hyakugo Bank Ltd. | 1,327,352 | 3,661 | |
Nissin Electric Co. Ltd. | 289,743 | 3,660 | |
United Super Markets Holdings Inc. | 373,889 | 3,654 | |
Japan Petroleum Exploration Co. Ltd. | 202,105 | 3,643 | |
Aeon Delight Co. Ltd. | 115,520 | 3,620 | |
Yamazen Corp. | 401,723 | 3,619 | |
Yodogawa Steel Works Ltd. | 179,463 | 3,617 | |
Kameda Seika Co. Ltd. | 89,996 | 3,589 | |
SAMTY Co. Ltd. | 186,900 | 3,584 | |
Suruga Bank Ltd. | 1,194,419 | 3,581 | |
Totetsu Kogyo Co. Ltd. | 176,437 | 3,579 | |
Seiko Holdings Corp. | 178,546 | 3,563 | |
Prestige International Inc. | 562,128 | 3,550 | |
Tokyo Broadcasting System Holdings Inc. | 229,979 | 3,543 | |
Japan Wool Textile Co. Ltd. | 406,237 | 3,541 | |
Noritz Corp. | 211,355 | 3,538 | |
Nanto Bank Ltd. | 213,359 | 3,533 | |
Kitz Corp. | 517,844 | 3,521 | |
Optex Group Co. Ltd. | 210,501 | 3,517 | |
S-Pool Inc. | 389,185 | 3,506 | |
Ohsho Food Service Corp. | 69,528 | 3,505 | |
Bunka Shutter Co. Ltd. | 349,848 | 3,493 | |
S Foods Inc. | 117,776 | 3,490 | |
Aeon Hokkaido Corp. | 342,000 | 3,488 | |
Bell System24 Holdings Inc. | 221,735 | 3,487 | |
Shizuoka Gas Co. Ltd. | 381,506 | 3,425 | |
Cybozu Inc. | 160,766 | 3,407 | |
Sanyo Chemical Industries Ltd. | 69,825 | 3,407 | |
Okamoto Industries Inc. | 92,194 | 3,404 | |
SBS Holdings Inc. | 113,300 | 3,399 | |
FCC Co. Ltd. | 232,060 | 3,379 | |
Curves Holdings Co. Ltd. | 409,489 | 3,377 | |
* | United Arrows Ltd. | 173,633 | 3,374 |
Yellow Hat Ltd. | 189,364 | 3,357 | |
Hirata Corp. | 56,202 | 3,352 | |
* | Nippon Sheet Glass Co. Ltd. | 580,805 | 3,333 |
Chudenko Corp. | 160,616 | 3,301 | |
Sekisui Jushi Corp. | 172,520 | 3,289 | |
Idec Corp. | 173,327 | 3,274 | |
Musashino Bank Ltd. | 217,540 | 3,272 | |
Megachips Corp. | 114,220 | 3,269 | |
Nippon Ceramic Co. Ltd. | 124,131 | 3,269 | |
Shima Seiki Manufacturing Ltd. | 190,617 | 3,267 | |
Star Micronics Co. Ltd. | 214,666 | 3,266 | |
Shibaura Machine Co. Ltd. | 147,964 | 3,259 | |
Saibu Gas Holdings Co. Ltd. | 148,432 | 3,258 | |
Pacific Industrial Co. Ltd. | 302,538 | 3,257 | |
EPS Holdings Inc. | 200,443 | 3,253 | |
Noritake Co. Ltd. | 85,293 | 3,240 | |
Fuji Media Holdings Inc. | 289,587 | 3,233 | |
Relia Inc. | 264,730 | 3,231 | |
Hioki EE Corp. | 59,191 | 3,231 | |
Shinmaywa Industries Ltd. | 372,839 | 3,221 | |
Nippon Seiki Co. Ltd. | 301,601 | 3,219 |
Shares | Market Value ($000) | ||
Yokowo Co. Ltd. | 141,030 | 3,218 | |
Mitsui-Soko Holdings Co. Ltd. | 141,531 | 3,217 | |
Adastria Co. Ltd. | 175,249 | 3,210 | |
Towa Corp. | 156,647 | 3,206 | |
Starts Proceed Investment Corp. | 1,468 | 3,198 | |
Takara Leben Real Estate Investment Corp. | 2,852 | 3,187 | |
Bank of Okinawa Ltd. | 143,051 | 3,185 | |
Mitsuuroko Group Holdings Co. Ltd. | 297,559 | 3,167 | |
Aida Engineering Ltd. | 354,100 | 3,156 | |
Arata Corp. | 80,478 | 3,125 | |
Kaga Electronics Co. Ltd. | 116,480 | 3,120 | |
T Hasegawa Co. Ltd. | 140,815 | 3,118 | |
Tokyu Construction Co. Ltd. | 439,142 | 3,114 | |
* | Ringer Hut Co. Ltd. | 145,189 | 3,110 |
Hosiden Corp. | 346,791 | 3,106 | |
Comture Corp. | 145,500 | 3,097 | |
Gree Inc. | 583,243 | 3,083 | |
Sakai Moving Service Co. Ltd. | 59,008 | 3,056 | |
Raiznext Corp. | 293,438 | 3,055 | |
Nippon Signal Co. Ltd. | 369,641 | 3,049 | |
Axial Retailing Inc. | 90,137 | 3,043 | |
* | Nippon Chemi-Con Corp. | 126,163 | 3,036 |
Intage Holdings Inc. | 216,953 | 3,026 | |
Kisoji Co. Ltd. | 143,634 | 3,022 | |
LITALICO Inc. | 58,600 | 3,022 | |
ValueCommerce Co. Ltd. | 102,900 | 2,987 | |
Hokkoku Bank Ltd. | 149,252 | 2,976 | |
Fukushima Galilei Co. Ltd. | 74,060 | 2,975 | |
Yuasa Trading Co. Ltd. | 108,734 | 2,949 | |
Nitto Kogyo Corp. | 179,177 | 2,940 | |
Maruzen Showa Unyu Co. Ltd. | 97,727 | 2,938 | |
Nitta Corp. | 125,180 | 2,925 | |
Micronics Japan Co. Ltd. | 210,389 | 2,920 | |
Trancom Co. Ltd. | 40,535 | 2,909 | |
* | Maxell Holdings Ltd. | 259,774 | 2,904 |
Insource Co. Ltd. | 135,000 | 2,902 | |
Joshin Denki Co. Ltd. | 119,687 | 2,900 | |
Nishio Rent All Co. Ltd. | 103,543 | 2,890 | |
1 | Aruhi Corp. | 224,013 | 2,882 |
SKY Perfect JSAT Holdings Inc. | 789,003 | 2,879 | |
Restar Holdings Corp. | 169,232 | 2,874 | |
1 | Shoei Foods Corp. | 84,278 | 2,844 |
Koa Corp. | 182,558 | 2,842 | |
Avex Inc. | 191,801 | 2,835 | |
Siix Corp. | 221,561 | 2,830 | |
Hamakyorex Co. Ltd. | 98,344 | 2,826 | |
Plenus Co. Ltd. | 153,758 | 2,813 | |
ARTERIA Networks Corp. | 173,000 | 2,808 | |
METAWATER Co. Ltd. | 147,496 | 2,804 | |
Hiday Hidaka Corp. | 172,809 | 2,799 | |
Kyokuto Kaihatsu Kogyo Co. Ltd. | 196,686 | 2,798 | |
Ricoh Leasing Co. Ltd. | 90,111 | 2,794 | |
Keihanshin Building Co. Ltd. | 227,749 | 2,792 | |
Argo Graphics Inc. | 93,000 | 2,790 | |
GLOBERIDE Inc. | 69,100 | 2,785 | |
Belc Co. Ltd. | 57,592 | 2,782 | |
Keiyo Bank Ltd. | 758,037 | 2,781 | |
Noritsu Koki Co. Ltd. | 129,963 | 2,779 | |
Exedy Corp. | 187,151 | 2,746 | |
Ryosan Co. Ltd. | 150,027 | 2,726 | |
V Technology Co. Ltd. | 56,772 | 2,724 |
Shares | Market Value ($000) | ||
Osaka Soda Co. Ltd. | 123,986 | 2,718 | |
FULLCAST Holdings Co. Ltd. | 130,548 | 2,712 | |
Kanto Denka Kogyo Co. Ltd. | 302,431 | 2,701 | |
Wakita & Co. Ltd. | 292,894 | 2,700 | |
V-Cube Inc. | 121,750 | 2,695 | |
Nippon Kanzai Co. Ltd. | 119,361 | 2,676 | |
Riken Keiki Co. Ltd. | 112,061 | 2,676 | |
Base Co. Ltd. | 52,100 | 2,676 | |
Belluna Co. Ltd. | 303,977 | 2,670 | |
RS Technologies Co. Ltd. | 45,054 | 2,649 | |
Zuken Inc. | 94,304 | 2,642 | |
* | Optim Corp. | 129,448 | 2,640 |
Nissan Shatai Co. Ltd. | 408,299 | 2,635 | |
Itochu Enex Co. Ltd. | 292,653 | 2,607 | |
Nichi-iko Pharmaceutical Co. Ltd. | 325,479 | 2,601 | |
Teikoku Sen-I Co. Ltd. | 137,833 | 2,596 | |
Nohmi Bosai Ltd. | 137,477 | 2,593 | |
1 | Alpen Co. Ltd. | 96,650 | 2,577 |
Nippon Koei Co. Ltd. | 92,689 | 2,576 | |
Senshu Ikeda Holdings Inc. | 1,797,919 | 2,574 | |
Broadleaf Co. Ltd. | 551,247 | 2,563 | |
Mizuno Corp. | 120,321 | 2,560 | |
1 | Doutor Nichires Holdings Co. Ltd. | 165,091 | 2,550 |
TOMONY Holdings Inc. | 962,627 | 2,547 | |
HI-LEX Corp. | 169,400 | 2,541 | |
Tokai Corp. | 116,010 | 2,540 | |
Kanematsu Electronics Ltd. | 78,559 | 2,539 | |
ESPEC Corp. | 125,889 | 2,536 | |
Nippon Carbon Co. Ltd. | 66,836 | 2,521 | |
Mori Trust Hotel REIT Inc. | 1,993 | 2,520 | |
Financial Products Group Co. Ltd. | 377,438 | 2,518 | |
Fujibo Holdings Inc. | 72,143 | 2,516 | |
Toppan Forms Co. Ltd. | 258,177 | 2,512 | |
Nippon Road Co. Ltd. | 36,104 | 2,508 | |
Samty Residential Investment Corp. | 2,196 | 2,498 | |
Oiles Corp. | 177,902 | 2,477 | |
Modec Inc. | 132,770 | 2,459 | |
Shikoku Chemicals Corp. | 207,858 | 2,452 | |
Seikagaku Corp. | 251,746 | 2,447 | |
Sakata INX Corp. | 267,995 | 2,441 | |
Tachi-S Co. Ltd. | 181,846 | 2,441 | |
Riso Kagaku Corp. | 151,962 | 2,432 | |
TechMatrix Corp. | 147,000 | 2,431 | |
Ryobi Ltd. | 173,132 | 2,421 | |
Daiichi Jitsugyo Co. Ltd. | 62,691 | 2,417 | |
Furukawa Co. Ltd. | 214,875 | 2,416 | |
DyDo Group Holdings Inc. | 53,798 | 2,414 | |
Chugoku Marine Paints Ltd. | 312,166 | 2,413 | |
Pasona Group Inc. | 124,100 | 2,409 | |
1 | Obara Group Inc. | 70,117 | 2,405 |
Sodick Co. Ltd. | 261,882 | 2,405 | |
Konishi Co. Ltd. | 164,775 | 2,398 | |
Sintokogio Ltd. | 323,815 | 2,397 | |
Uchida Yoko Co. Ltd. | 53,982 | 2,392 | |
VT Holdings Co. Ltd. | 574,643 | 2,391 | |
Bank of Nagoya Ltd. | 106,980 | 2,391 | |
COLOPL Inc. | 320,366 | 2,384 | |
Aomori Bank Ltd. | 128,814 | 2,381 | |
Taihei Dengyo Kaisha Ltd. | 101,127 | 2,380 | |
1 | Daikokutenbussan Co. Ltd. | 32,804 | 2,374 |
KFC Holdings Japan Ltd. | 92,633 | 2,355 |
Shares | Market Value ($000) | ||
Ichikoh Industries Ltd. | 359,349 | 2,346 | |
Fujicco Co. Ltd. | 136,482 | 2,345 | |
Organo Corp. | 41,829 | 2,342 | |
JVCKenwood Corp. | 1,091,701 | 2,333 | |
Elan Corp. | 201,600 | 2,321 | |
YAMABIKO Corp. | 211,544 | 2,320 | |
Toyo Construction Co. Ltd. | 453,042 | 2,317 | |
Daito Pharmaceutical Co. Ltd. | 75,622 | 2,299 | |
T-Gaia Corp. | 130,361 | 2,292 | |
Toa Corp. | 103,510 | 2,291 | |
1 | YA-MAN Ltd. | 170,677 | 2,290 |
Tsukishima Kikai Co. Ltd. | 219,262 | 2,285 | |
Gakken Holdings Co. Ltd. | 187,604 | 2,282 | |
Retail Partners Co. Ltd. | 215,900 | 2,282 | |
Ishihara Sangyo Kaisha Ltd. | 225,768 | 2,275 | |
Toyo Tanso Co. Ltd. | 90,116 | 2,275 | |
TPR Co. Ltd. | 170,723 | 2,271 | |
Mitsubishi Shokuhin Co. Ltd. | 89,495 | 2,265 | |
Takasago International Corp. | 92,628 | 2,254 | |
Direct Marketing MiX Inc. | 60,700 | 2,251 | |
Zenrin Co. Ltd. | 219,030 | 2,247 | |
Nissei ASB Machine Co. Ltd. | 50,486 | 2,244 | |
Shin-Etsu Polymer Co. Ltd. | 242,315 | 2,240 | |
Nippon Thompson Co. Ltd. | 410,338 | 2,238 | |
Piolax Inc. | 162,016 | 2,230 | |
Arcland Sakamoto Co. Ltd. | 162,985 | 2,225 | |
Chofu Seisakusho Co. Ltd. | 123,063 | 2,219 | |
Bando Chemical Industries Ltd. | 276,206 | 2,215 | |
Tokyo Kiraboshi Financial Group Inc. | 164,180 | 2,215 | |
1 | Sanshin Electronics Co. Ltd. | 113,441 | 2,212 |
Komori Corp. | 301,095 | 2,209 | |
Hokuto Corp. | 127,554 | 2,205 | |
Doshisha Co. Ltd. | 141,585 | 2,203 | |
Toho Bank Ltd. | 1,198,925 | 2,203 | |
SWCC Showa Holdings Co. Ltd. | 139,196 | 2,202 | |
Yondoshi Holdings Inc. | 128,906 | 2,199 | |
Mimasu Semiconductor Industry Co. Ltd. | 89,318 | 2,197 | |
* | Mitsui E&S Holdings Co. Ltd. | 470,205 | 2,197 |
Mitsuboshi Belting Ltd. | 139,181 | 2,196 | |
Daikyonishikawa Corp. | 352,441 | 2,194 | |
Hosokawa Micron Corp. | 40,942 | 2,193 | |
Sinko Industries Ltd. | 129,939 | 2,193 | |
* | Matsuya Co. Ltd. | 259,986 | 2,190 |
Fuji Co. Ltd. | 124,103 | 2,187 | |
Union Tool Co. | 61,015 | 2,185 | |
Hyakujushi Bank Ltd. | 165,660 | 2,177 | |
Kurabo Industries Ltd. | 126,547 | 2,165 | |
Computer Engineering & Consulting Ltd. | 150,829 | 2,152 | |
Marudai Food Co. Ltd. | 140,606 | 2,149 | |
Japan Pulp & Paper Co. Ltd. | 67,515 | 2,148 | |
* | Sanyo Special Steel Co. Ltd. | 147,898 | 2,147 |
Onward Holdings Co. Ltd. | 708,835 | 2,142 | |
IDOM Inc. | 362,481 | 2,132 | |
TV Asahi Holdings Corp. | 133,514 | 2,122 | |
* | Atrae Inc. | 109,314 | 2,118 |
Yokohama Reito Co. Ltd. | 265,729 | 2,112 | |
Future Corp. | 116,570 | 2,105 | |
Marusan Securities Co. Ltd. | 386,827 | 2,102 | |
Iino Kaiun Kaisha Ltd. | 530,924 | 2,097 | |
PAL GROUP Holdings Co. Ltd. | 133,878 | 2,088 | |
Aichi Steel Corp. | 75,847 | 2,081 |
Shares | Market Value ($000) | ||
Tenma Corp. | 90,018 | 2,078 | |
Tsurumi Manufacturing Co. Ltd. | 132,960 | 2,077 | |
Nittetsu Mining Co. Ltd. | 39,632 | 2,051 | |
Qol Holdings Co. Ltd. | 146,199 | 2,045 | |
Digital Holdings Inc. | 100,978 | 2,041 | |
Dai-Dan Co. Ltd. | 88,476 | 2,034 | |
Nippon Denko Co. Ltd. | 734,117 | 2,032 | |
Inageya Co. Ltd. | 152,932 | 2,028 | |
KeePer Technical Laboratory Co. Ltd. | 77,703 | 2,027 | |
Link And Motivation Inc. | 287,997 | 2,026 | |
Unipres Corp. | 244,939 | 2,016 | |
Tokushu Tokai Paper Co. Ltd. | 52,171 | 2,016 | |
Chilled & Frozen Logistics Holdings Co. Ltd. | 132,900 | 2,008 | |
* | Aoyama Trading Co. Ltd. | 288,123 | 2,007 |
Starzen Co. Ltd. | 105,832 | 2,006 | |
Toho Titanium Co. Ltd. | 215,196 | 2,005 | |
* | Shindengen Electric Manufacturing Co. Ltd. | 47,278 | 2,003 |
Sinfonia Technology Co. Ltd. | 177,758 | 1,998 | |
Weathernews Inc. | 38,198 | 1,997 | |
Meisei Industrial Co. Ltd. | 301,461 | 1,987 | |
Valqua Ltd. | 101,328 | 1,982 | |
Nippon Yakin Kogyo Co. Ltd. | 96,157 | 1,969 | |
Konoike Transport Co. Ltd. | 177,815 | 1,943 | |
TOC Co. Ltd. | 316,198 | 1,940 | |
Macromill Inc. | 251,871 | 1,936 | |
Medical Data Vision Co. Ltd. | 97,708 | 1,936 | |
* | Kappa Create Co. Ltd. | 147,923 | 1,934 |
Key Coffee Inc. | 101,960 | 1,915 | |
Pack Corp. | 78,353 | 1,905 | |
1 | J-Oil Mills Inc. | 112,332 | 1,901 |
Sumitomo Seika Chemicals Co. Ltd. | 58,695 | 1,901 | |
Yukiguni Maitake Co. Ltd. | 125,000 | 1,899 | |
Grace Technology Inc. | 131,346 | 1,898 | |
Ryoyo Electro Corp. | 81,236 | 1,897 | |
Ines Corp. | 152,221 | 1,893 | |
Poletowin Pitcrew Holdings Inc. | 192,400 | 1,890 | |
Fukui Bank Ltd. | 154,619 | 1,878 | |
1 | Genky DrugStores Co. Ltd. | 53,751 | 1,877 |
Kyoei Steel Ltd. | 144,258 | 1,876 | |
Enigmo Inc. | 147,700 | 1,875 | |
* | Leopalace21 Corp. | 1,495,441 | 1,871 |
Keiyo Co. Ltd. | 264,524 | 1,869 | |
Sumitomo Densetsu Co. Ltd. | 90,777 | 1,869 | |
Geo Holdings Corp. | 168,053 | 1,863 | |
Tokyo Electron Device Ltd. | 37,824 | 1,857 | |
Bank of the Ryukyus Ltd. | 287,010 | 1,856 | |
Sanyo Electric Railway Co. Ltd. | 108,814 | 1,856 | |
EM Systems Co. Ltd. | 237,300 | 1,853 | |
* | W-Scope Corp. | 323,681 | 1,846 |
Riken Technos Corp. | 332,700 | 1,842 | |
Daiken Corp. | 97,209 | 1,827 | |
Mitsui DM Sugar Holdings Co. Ltd. | 108,661 | 1,826 | |
Anest Iwata Corp. | 200,043 | 1,822 | |
Nippon Television Holdings Inc. | 156,165 | 1,822 | |
Eagle Industry Co. Ltd. | 179,275 | 1,816 | |
Melco Holdings Inc. | 38,043 | 1,814 | |
Tosei Corp. | 187,400 | 1,808 | |
Sun Frontier Fudousan Co. Ltd. | 191,991 | 1,806 | |
Press Kogyo Co. Ltd. | 576,317 | 1,801 | |
1 | Kitanotatsujin Corp. | 405,868 | 1,801 |
Airtrip Corp. | 72,444 | 1,801 |
Shares | Market Value ($000) | ||
Miroku Jyoho Service Co. Ltd. | 125,134 | 1,797 | |
* | Vision Inc. | 166,825 | 1,787 |
Dainichiseika Color & Chemicals Manufacturing Co. Ltd. | 86,387 | 1,786 | |
Hibiya Engineering Ltd. | 109,300 | 1,786 | |
Torii Pharmaceutical Co. Ltd. | 81,552 | 1,785 | |
SB Technology Corp. | 64,200 | 1,774 | |
1 | Tama Home Co. Ltd. | 86,000 | 1,773 |
Komatsu Matere Co. Ltd. | 218,062 | 1,771 | |
G-Tekt Corp. | 126,680 | 1,766 | |
1 | Arcland Service Holdings Co. Ltd. | 89,399 | 1,766 |
Miyazaki Bank Ltd. | 98,914 | 1,765 | |
San ju San Financial Group Inc. | 144,753 | 1,762 | |
Roland DG Corp. | 73,229 | 1,758 | |
Katakura Industries Co. Ltd. | 130,938 | 1,757 | |
Warabeya Nichiyo Holdings Co. Ltd. | 89,996 | 1,757 | |
Tonami Holdings Co. Ltd. | 41,839 | 1,756 | |
Tanseisha Co. Ltd. | 219,406 | 1,751 | |
1 | Media Do Co. Ltd. | 42,511 | 1,746 |
Futaba Industrial Co. Ltd. | 370,251 | 1,745 | |
Nichireki Co. Ltd. | 148,300 | 1,745 | |
Tamron Co. Ltd. | 79,454 | 1,744 | |
1 | Rock Field Co. Ltd. | 131,081 | 1,741 |
Canon Electronics Inc. | 112,099 | 1,732 | |
Riso Kyoiku Co. Ltd. | 579,300 | 1,732 | |
1 | Fujio Food Group Inc. | 154,000 | 1,730 |
ES-Con Japan Ltd. | 251,300 | 1,727 | |
Okuwa Co. Ltd. | 175,515 | 1,720 | |
1 | Koshidaka Holdings Co. Ltd. | 313,789 | 1,708 |
JM Holdings Co. Ltd. | 86,000 | 1,706 | |
Rheon Automatic Machinery Co. Ltd. | 131,061 | 1,698 | |
*,1 | Open Door Inc. | 84,884 | 1,697 |
Alconix Corp. | 128,406 | 1,694 | |
Fukui Computer Holdings Inc. | 44,720 | 1,690 | |
Chubu Shiryo Co. Ltd. | 166,066 | 1,684 | |
Daiwa Industries Ltd. | 180,134 | 1,681 | |
Matsuyafoods Holdings Co. Ltd. | 52,873 | 1,679 | |
1 | Taiko Pharmaceutical Co. Ltd. | 182,991 | 1,677 |
Mie Kotsu Group Holdings Inc. | 397,743 | 1,676 | |
Takamatsu Construction Group Co. Ltd. | 91,821 | 1,670 | |
Shin Nippon Air Technologies Co. Ltd. | 91,700 | 1,669 | |
G-7 Holdings Inc. | 54,600 | 1,659 | |
1 | gremz Inc. | 96,300 | 1,656 |
Proto Corp. | 139,700 | 1,653 | |
Sinanen Holdings Co. Ltd. | 60,068 | 1,645 | |
Tosho Co. Ltd. | 95,227 | 1,644 | |
LEC Inc. | 161,756 | 1,644 | |
Denyo Co. Ltd. | 93,601 | 1,643 | |
* | Istyle Inc. | 349,976 | 1,641 |
* | Mitsuba Corp. | 221,871 | 1,639 |
* | J Trust Co. Ltd. | 491,937 | 1,637 |
Japan Transcity Corp. | 337,057 | 1,628 | |
Takara Leben Co. Ltd. | 537,265 | 1,624 | |
Sakai Chemical Industry Co. Ltd. | 97,340 | 1,624 | |
Pressance Corp. | 120,106 | 1,613 | |
1 | Sourcenext Corp. | 563,200 | 1,610 |
Aisan Industry Co. Ltd. | 202,476 | 1,609 | |
Tachibana Eletech Co. Ltd. | 124,300 | 1,609 | |
DKS Co. Ltd. | 55,100 | 1,608 | |
DKK Co. Ltd. | 80,266 | 1,602 | |
* | Kintetsu Department Store Co. Ltd. | 57,966 | 1,596 |
Kyokuyo Co. Ltd. | 61,208 | 1,595 |
Shares | Market Value ($000) | ||
* | TSI Holdings Co. Ltd. | 534,305 | 1,591 |
1 | Yamashin-Filter Corp. | 248,126 | 1,582 |
Itochu-Shokuhin Co. Ltd. | 33,190 | 1,580 | |
Ehime Bank Ltd. | 224,168 | 1,578 | |
Asahi Diamond Industrial Co. Ltd. | 339,535 | 1,576 | |
Futaba Corp. | 224,146 | 1,568 | |
Sanoh Industrial Co. Ltd. | 148,682 | 1,566 | |
World Holdings Co. Ltd. | 57,291 | 1,565 | |
Nichiden Corp. | 80,475 | 1,562 | |
Bank of Iwate Ltd. | 101,632 | 1,560 | |
Mitsubishi Research Institute Inc. | 43,738 | 1,556 | |
* | Oriental Shiraishi Corp. | 619,161 | 1,549 |
Yonex Co. Ltd. | 239,878 | 1,544 | |
I'll Inc. | 120,400 | 1,544 | |
YAKUODO Holdings Co. Ltd. | 72,120 | 1,539 | |
Maxvalu Tokai Co. Ltd. | 68,500 | 1,527 | |
1 | Pacific Metals Co. Ltd. | 99,621 | 1,524 |
Osaki Electric Co. Ltd. | 278,582 | 1,523 | |
Yamagata Bank Ltd. | 203,142 | 1,519 | |
Stella Chemifa Corp. | 58,511 | 1,518 | |
Matsuda Sangyo Co. Ltd. | 78,607 | 1,518 | |
Kamei Corp. | 148,604 | 1,505 | |
Daido Metal Co. Ltd. | 278,997 | 1,504 | |
JAC Recruitment Co. Ltd. | 93,948 | 1,504 | |
Yurtec Corp. | 231,338 | 1,503 | |
Oita Bank Ltd. | 99,424 | 1,501 | |
Marvelous Inc. | 211,097 | 1,500 | |
Toho Zinc Co. Ltd. | 88,298 | 1,495 | |
GCA Corp. | 170,758 | 1,495 | |
Oyo Corp. | 131,904 | 1,482 | |
Japan Medical Dynamic Marketing Inc. | 75,237 | 1,478 | |
Enplas Corp. | 44,343 | 1,477 | |
Cawachi Ltd. | 72,875 | 1,472 | |
Okabe Co. Ltd. | 253,614 | 1,472 | |
*,1 | BrainPad Inc. | 33,319 | 1,469 |
Taki Chemical Co. Ltd. | 30,700 | 1,465 | |
NS United Kaiun Kaisha Ltd. | 67,215 | 1,464 | |
Halows Co. Ltd. | 59,151 | 1,462 | |
Goldcrest Co. Ltd. | 97,767 | 1,459 | |
Sumitomo Riko Co. Ltd. | 223,579 | 1,457 | |
Hito Communications Holdings Inc. | 70,629 | 1,451 | |
* | World Co. Ltd. | 109,600 | 1,446 |
Toenec Corp. | 44,324 | 1,439 | |
Aiphone Co. Ltd. | 77,985 | 1,437 | |
CONEXIO Corp. | 105,239 | 1,425 | |
Nagatanien Holdings Co. Ltd. | 73,648 | 1,417 | |
Oro Co. Ltd. | 39,950 | 1,417 | |
AOKI Holdings Inc. | 235,356 | 1,412 | |
1 | GMO GlobalSign Holdings KK | 33,330 | 1,405 |
ZIGExN Co. Ltd. | 372,700 | 1,402 | |
Shikoku Bank Ltd. | 222,890 | 1,400 | |
Yamanashi Chuo Bank Ltd. | 191,338 | 1,394 | |
Topy Industries Ltd. | 119,291 | 1,393 | |
Nichiban Co. Ltd. | 87,674 | 1,389 | |
Sumida Corp. | 127,576 | 1,387 | |
Shinko Shoji Co. Ltd. | 198,182 | 1,385 | |
Tayca Corp. | 119,472 | 1,381 | |
Shinwa Co. Ltd. | 69,629 | 1,373 | |
* | KLab Inc. | 220,018 | 1,373 |
Fukuda Corp. | 31,600 | 1,372 | |
Tekken Corp. | 82,587 | 1,372 |
Shares | Market Value ($000) | ||
Fujiya Co. Ltd. | 71,219 | 1,369 | |
Alpha Systems Inc. | 42,323 | 1,360 | |
Riken Vitamin Co. Ltd. | 97,060 | 1,360 | |
Vector Inc. | 156,508 | 1,356 | |
Nippon Parking Development Co. Ltd. | 890,781 | 1,355 | |
Aichi Bank Ltd. | 54,304 | 1,354 | |
Icom Inc. | 62,805 | 1,354 | |
Toyo Corp. | 137,711 | 1,349 | |
1 | Nippon Rietec Co. Ltd. | 88,600 | 1,344 |
Riken Corp. | 58,279 | 1,339 | |
Feed One Co. Ltd. | 201,978 | 1,337 | |
Vital KSK Holdings Inc. | 207,725 | 1,337 | |
Furuno Electric Co. Ltd. | 147,635 | 1,336 | |
CI Takiron Corp. | 253,705 | 1,334 | |
* | Iseki & Co. Ltd. | 99,757 | 1,331 |
Chiyoda Co. Ltd. | 166,864 | 1,329 | |
Sparx Group Co. Ltd. | 577,400 | 1,328 | |
*,1 | Japan Display Inc. | 3,879,237 | 1,327 |
Studio Alice Co. Ltd. | 59,624 | 1,325 | |
*,1 | RPA Holdings Inc. | 193,347 | 1,321 |
Moriroku Holdings Co. Ltd. | 66,700 | 1,316 | |
Teikoku Electric Manufacturing Co. Ltd. | 114,854 | 1,313 | |
*,1 | Sagami Holdings Corp. | 142,361 | 1,308 |
Chuo Spring Co. Ltd. | 109,052 | 1,307 | |
Amuse Inc. | 61,521 | 1,306 | |
Xebio Holdings Co. Ltd. | 149,594 | 1,305 | |
Fudo Tetra Corp. | 81,853 | 1,304 | |
CTS Co. Ltd. | 169,473 | 1,292 | |
Cosel Co. Ltd. | 135,886 | 1,287 | |
Akita Bank Ltd. | 102,233 | 1,285 | |
Hodogaya Chemical Co. Ltd. | 36,115 | 1,284 | |
Sankyo Tateyama Inc. | 166,294 | 1,282 | |
Ichiyoshi Securities Co. Ltd. | 246,094 | 1,275 | |
Optorun Co. Ltd. | 57,406 | 1,275 | |
Ebase Co. Ltd. | 166,100 | 1,271 | |
LIFULL Co. Ltd. | 396,216 | 1,263 | |
Shinnihon Corp. | 166,590 | 1,261 | |
I-PEX Inc. | 57,035 | 1,261 | |
WDB Holdings Co. Ltd. | 48,104 | 1,258 | |
Ubicom Holdings Inc. | 38,500 | 1,256 | |
Kanagawa Chuo Kotsu Co. Ltd. | 39,216 | 1,253 | |
Yorozu Corp. | 116,628 | 1,238 | |
1 | BRONCO BILLY Co. Ltd. | 57,887 | 1,238 |
Arakawa Chemical Industries Ltd. | 114,378 | 1,231 | |
St. Marc Holdings Co. Ltd. | 85,332 | 1,224 | |
ST Corp. | 78,324 | 1,221 | |
*,1 | PIA Corp. | 39,338 | 1,206 |
France Bed Holdings Co. Ltd. | 146,400 | 1,203 | |
* | CMK Corp. | 308,746 | 1,200 |
Nihon Nohyaku Co. Ltd. | 264,755 | 1,200 | |
Elematec Corp. | 101,020 | 1,191 | |
JDC Corp. | 230,200 | 1,182 | |
Central Security Patrols Co. Ltd. | 42,388 | 1,181 | |
Nihon Chouzai Co. Ltd. | 83,896 | 1,181 | |
Happinet Corp. | 88,793 | 1,180 | |
Sanei Architecture Planning Co. Ltd. | 65,601 | 1,179 | |
ASKA Pharmaceutical Holdings Co. Ltd. | 132,752 | 1,178 | |
Kenko Mayonnaise Co. Ltd. | 82,099 | 1,175 | |
Okura Industrial Co. Ltd. | 52,159 | 1,175 | |
FIDEA Holdings Co. Ltd. | 1,083,754 | 1,171 | |
Tomoku Co. Ltd. | 68,394 | 1,168 |
Shares | Market Value ($000) | ||
* | Unitika Ltd. | 367,600 | 1,165 |
Furukawa Battery Co. Ltd. | 81,170 | 1,160 | |
Chori Co. Ltd. | 74,753 | 1,158 | |
Ryoden Corp. | 79,074 | 1,158 | |
Kyosan Electric Manufacturing Co. Ltd. | 304,128 | 1,156 | |
Kamakura Shinsho Ltd. | 126,600 | 1,147 | |
Dai Nippon Toryo Co. Ltd. | 150,009 | 1,137 | |
Chiyoda Integre Co. Ltd. | 70,227 | 1,126 | |
Advan Co. Ltd. | 133,272 | 1,122 | |
Aichi Corp. | 152,505 | 1,120 | |
Shibusawa Warehouse Co. Ltd. | 58,691 | 1,118 | |
Hoosiers Holdings | 174,300 | 1,118 | |
Hakuto Co. Ltd. | 82,362 | 1,116 | |
Tokyo Energy & Systems Inc. | 129,405 | 1,116 | |
Tatsuta Electric Wire and Cable Co. Ltd. | 224,959 | 1,115 | |
* | WATAMI Co. Ltd. | 132,567 | 1,110 |
Fixstars Corp. | 142,100 | 1,110 | |
Toyo Kanetsu KK | 49,790 | 1,104 | |
Kyodo Printing Co. Ltd. | 46,176 | 1,102 | |
Onoken Co. Ltd. | 96,315 | 1,101 | |
*,1 | TerraSky Co. Ltd. | 45,700 | 1,099 |
Nissin Sugar Co. Ltd. | 71,800 | 1,098 | |
Nitto Kohki Co. Ltd. | 67,614 | 1,097 | |
Chukyo Bank Ltd. | 85,515 | 1,095 | |
Foster Electric Co. Ltd. | 124,208 | 1,095 | |
SRA Holdings | 45,453 | 1,092 | |
Krosaki Harima Corp. | 27,887 | 1,081 | |
Kansai Super Market Ltd. | 121,632 | 1,075 | |
Nippon Beet Sugar Manufacturing Co. Ltd. | 70,822 | 1,075 | |
Toa Corp. (XTKS) | 132,225 | 1,061 | |
Koatsu Gas Kogyo Co. Ltd. | 179,329 | 1,053 | |
Neturen Co. Ltd. | 208,665 | 1,052 | |
Akatsuki Inc. | 32,841 | 1,051 | |
Asahi Co. Ltd. | 81,124 | 1,047 | |
MTI Ltd. | 172,309 | 1,046 | |
Kurimoto Ltd. | 70,113 | 1,044 | |
Rokko Butter Co. Ltd. | 74,125 | 1,038 | |
1 | Ministop Co. Ltd. | 81,266 | 1,036 |
Kojima Co. Ltd. | 151,201 | 1,033 | |
Sankyo Seiko Co. Ltd. | 208,137 | 1,019 | |
Hochiki Corp. | 95,924 | 1,014 | |
K&O Energy Group Inc. | 85,018 | 1,011 | |
Torishima Pump Manufacturing Co. Ltd. | 130,328 | 1,009 | |
Kanaden Corp. | 106,133 | 1,003 | |
Achilles Corp. | 80,825 | 990 | |
JSP Corp. | 68,636 | 986 | |
Hisaka Works Ltd. | 134,936 | 984 | |
Hokkaido Gas Co. Ltd. | 70,006 | 974 | |
Fuji Pharma Co. Ltd. | 93,814 | 973 | |
Yushin Precision Equipment Co. Ltd. | 133,733 | 972 | |
Kyokuto Securities Co. Ltd. | 132,842 | 970 | |
Yahagi Construction Co. Ltd. | 150,623 | 964 | |
1 | Nihon Tokushu Toryo Co. Ltd. | 97,572 | 958 |
Tsutsumi Jewelry Co. Ltd. | 46,523 | 955 | |
Maezawa Kyuso Industries Co. Ltd. | 102,728 | 953 | |
Mars Group Holdings Corp. | 65,085 | 953 | |
Nihon Trim Co. Ltd. | 27,300 | 944 | |
Tochigi Bank Ltd. | 609,057 | 940 | |
ASAHI YUKIZAI Corp. | 77,851 | 938 | |
Towa Bank Ltd. | 205,216 | 935 | |
Toa Oil Co. Ltd. | 38,449 | 934 |
Shares | Market Value ($000) | ||
Bank of Saga Ltd. | 75,153 | 925 | |
*,1 | Fujita Kanko Inc. | 46,051 | 922 |
NEC Capital Solutions Ltd. | 47,537 | 921 | |
Aeon Fantasy Co. Ltd. | 45,544 | 916 | |
Shin Nippon Biomedical Laboratories Ltd. | 124,229 | 916 | |
Sekisui Kasei Co. Ltd. | 168,360 | 916 | |
Fuso Pharmaceutical Industries Ltd. | 45,135 | 914 | |
FAN Communications Inc. | 256,471 | 914 | |
Honeys Holdings Co. Ltd. | 99,406 | 908 | |
Nippon Coke & Engineering Co. Ltd. | 979,078 | 899 | |
Shimizu Bank Ltd. | 67,977 | 898 | |
*,1 | FDK Corp. | 84,263 | 892 |
Zuiko Corp. | 97,920 | 892 | |
PC Depot Corp. | 207,140 | 891 | |
Seika Corp. | 61,417 | 885 | |
Taisei Lamick Co. Ltd. | 36,117 | 875 | |
Nissin Corp. | 66,345 | 874 | |
JP-Holdings Inc. | 360,632 | 873 | |
Kawada Technologies Inc. | 27,599 | 872 | |
Taiho Kogyo Co. Ltd. | 97,563 | 862 | |
Ateam Inc. | 63,015 | 862 | |
* | Toho Co. Ltd. | 59,173 | 852 |
Nippon Sharyo Ltd. | 44,911 | 850 | |
Kita-Nippon Bank Ltd. | 57,146 | 848 | |
* | OSAKA Titanium Technologies Co. Ltd. | 118,003 | 841 |
CMIC Holdings Co. Ltd. | 59,210 | 839 | |
Godo Steel Ltd. | 56,079 | 835 | |
Hokkan Holdings Ltd. | 66,103 | 832 | |
* | KNT-CT Holdings Co. Ltd. | 69,863 | 830 |
Artnature Inc. | 136,927 | 828 | |
Wowow Inc. | 38,033 | 825 | |
* | Gurunavi Inc. | 167,564 | 825 |
SMK Corp. | 37,119 | 824 | |
Michinoku Bank Ltd. | 97,413 | 815 | |
Nisso Corp. | 109,300 | 815 | |
Central Sports Co. Ltd. | 37,101 | 810 | |
Ohara Inc. | 61,687 | 810 | |
Pronexus Inc. | 87,917 | 809 | |
1 | Fibergate Inc. | 58,291 | 805 |
* | Kourakuen Holdings Corp. | 56,133 | 778 |
Kanamic Network Co. Ltd. | 130,900 | 773 | |
CAC Holdings Corp. | 60,680 | 757 | |
Takaoka Toko Co. Ltd. | 62,022 | 757 | |
Japan Best Rescue System Co. Ltd. | 98,576 | 757 | |
Gun-Ei Chemical Industry Co. Ltd. | 34,099 | 754 | |
Tv Tokyo Holdings Corp. | 38,913 | 744 | |
Corona Corp. Class A | 89,691 | 743 | |
* | Jamco Corp. | 72,311 | 720 |
* | Akebono Brake Industry Co. Ltd. | 459,871 | 717 |
*,1 | Tokyo Base Co. Ltd. | 113,110 | 714 |
Fujikura Kasei Co. Ltd. | 151,278 | 710 | |
Inaba Seisakusho Co. Ltd. | 51,448 | 700 | |
Airport Facilities Co. Ltd. | 130,667 | 694 | |
* | Gunosy Inc. | 79,800 | 688 |
* | Chuetsu Pulp & Paper Co. Ltd. | 59,103 | 681 |
Osaka Steel Co. Ltd. | 67,527 | 679 | |
1 | Tokyo Individualized Educational Institute Inc. | 121,387 | 675 |
* | CHIMNEY Co. Ltd. | 54,432 | 671 |
Sac's Bar Holdings Inc. | 116,961 | 656 | |
Tokyo Rakutenchi Co. Ltd. | 17,452 | 653 | |
Takihyo Co. Ltd. | 38,685 | 649 |
Shares | Market Value ($000) | ||
*,1 | Heroz Inc. | 32,700 | 643 |
Shimojima Co. Ltd. | 63,984 | 637 | |
Takamiya Co. Ltd. | 138,175 | 634 | |
* | COOKPAD Inc. | 274,525 | 620 |
Kitano Construction Corp. | 27,091 | 567 | |
1 | Airtech Japan Ltd. | 48,200 | 536 |
* | Japan Cash Machine Co. Ltd. | 101,777 | 513 |
Cleanup Corp. | 104,814 | 508 | |
* | Robot Home Inc. | 226,727 | 500 |
*,1 | Daisyo Corp. | 51,616 | 491 |
Gecoss Corp. | 61,164 | 484 | |
Linical Co. Ltd. | 56,843 | 430 | |
*,1 | Right On Co. Ltd. | 63,885 | 399 |
Nakayama Steel Works Ltd. | 107,585 | 391 | |
* | Laox Co. Ltd. | 137,705 | 287 |
32,478,140 | |||
Netherlands (3.4%) | |||
ASML Holding NV | 2,631,535 | 1,816,599 | |
*,2 | Adyen NV | 192,065 | 471,007 |
ING Groep NV | 25,975,995 | 344,815 | |
Koninklijke Philips NV | 6,022,115 | 298,903 | |
* | Prosus NV | 2,872,603 | 281,422 |
Koninklijke DSM NV | 1,104,763 | 206,517 | |
Koninklijke Ahold Delhaize NV | 6,609,731 | 196,835 | |
Heineken NV | 1,582,373 | 192,099 | |
Wolters Kluwer NV | 1,735,307 | 174,422 | |
Akzo Nobel NV | 1,242,217 | 153,812 | |
ArcelorMittal SA | 4,627,120 | 142,455 | |
ASM International NV | 317,058 | 104,574 | |
NN Group NV | 1,981,236 | 93,592 | |
* | Unibail-Rodamco-Westfield | 896,191 | 77,696 |
Heineken Holding NV | 703,333 | 70,973 | |
Koninklijke KPN NV | 21,998,398 | 68,803 | |
IMCD NV | 377,942 | 60,219 | |
Randstad NV | 733,088 | 56,199 | |
2 | Signify NV | 835,091 | 53,010 |
Aegon NV | 11,472,528 | 47,716 | |
BE Semiconductor Industries NV | 483,896 | 41,237 | |
ASR Nederland NV | 903,796 | 34,996 | |
Aalberts NV | 640,111 | 34,476 | |
*,2 | ABN AMRO Bank NV GDR | 2,749,577 | 33,318 |
* | InPost SA | 1,339,966 | 26,964 |
Corbion NV | 392,741 | 22,491 | |
* | Galapagos NV | 320,774 | 22,179 |
* | JDE Peet's NV | 554,420 | 20,124 |
Arcadis NV | 484,050 | 19,848 | |
Koninklijke Vopak NV | 430,690 | 19,578 | |
*,2 | Just Eat Takeaway.com NV | 192,482 | 17,801 |
PostNL NV | 3,124,206 | 16,975 | |
Boskalis Westminster | 522,118 | 16,781 | |
SBM Offshore NV | 1,065,913 | 16,217 | |
* | OCI NV | 638,866 | 15,589 |
APERAM SA | 300,270 | 15,421 | |
TKH Group NV GDR | 276,050 | 13,948 | |
*,2 | Basic-Fit NV | 302,185 | 12,963 |
*,2 | GrandVision NV | 324,922 | 10,866 |
*,2 | Intertrust NV | 592,619 | 10,678 |
Eurocommercial Properties NV GDR | 316,599 | 7,896 | |
* | Accell Group NV | 143,240 | 7,700 |
2 | Flow Traders | 177,674 | 7,646 |
AMG Advanced Metallurgical Group NV | 207,189 | 7,104 |
Shares | Market Value ($000) | ||
*,2 | Alfen Beheer BV | 74,165 | 6,960 |
* | Sligro Food Group NV | 225,299 | 6,627 |
* | Fugro NV | 652,413 | 6,253 |
NSI NV | 121,127 | 4,670 | |
* | Koninklijke BAM Groep NV | 1,650,122 | 4,596 |
Wereldhave NV | 265,510 | 4,536 | |
* | TomTom NV | 458,191 | 3,842 |
Vastned Retail NV | 115,024 | 3,371 | |
2 | B&S Group Sarl | 168,102 | 1,731 |
Brunel International NV | 125,543 | 1,629 | |
ForFarmers NV | 228,620 | 1,351 | |
Aegon NV GDR (Registered) | 282,921 | 1,169 | |
5,411,199 | |||
New Zealand (0.3%) | |||
Fisher & Paykel Healthcare Corp. Ltd. | 3,781,103 | 82,256 | |
Spark New Zealand Ltd. | 12,414,218 | 41,671 | |
* | Auckland International Airport Ltd. | 7,866,040 | 39,962 |
Meridian Energy Ltd. | 8,193,686 | 30,550 | |
Contact Energy Ltd. | 5,167,699 | 29,935 | |
Fletcher Building Ltd. | 5,471,150 | 28,752 | |
Ryman Healthcare Ltd. | 2,733,245 | 25,082 | |
*,1 | a2 Milk Co. Ltd. | 4,882,564 | 21,969 |
Mercury NZ Ltd. | 4,471,350 | 20,838 | |
Infratil Ltd. | 3,404,004 | 18,320 | |
Summerset Group Holdings Ltd. | 1,506,197 | 14,116 | |
EBOS Group Ltd. | 623,155 | 14,074 | |
Chorus Ltd. | 2,995,686 | 13,400 | |
* | SKYCITY Entertainment Group Ltd. | 5,081,779 | 12,470 |
Goodman Property Trust | 7,259,113 | 11,695 | |
Freightways Ltd. | 1,063,517 | 9,367 | |
Kiwi Property Group Ltd. | 10,455,367 | 8,516 | |
Precinct Properties New Zealand Ltd. | 7,327,154 | 8,193 | |
Genesis Energy Ltd. | 3,357,895 | 7,979 | |
* | Pushpay Holdings Ltd. | 4,848,980 | 6,101 |
Argosy Property Ltd. | 5,539,885 | 6,044 | |
Z Energy Ltd. | 3,042,351 | 5,827 | |
Vital Healthcare Property Trust | 2,558,143 | 5,534 | |
Arvida Group Ltd. | 3,539,564 | 5,047 | |
Oceania Healthcare Ltd. | 4,488,752 | 4,672 | |
Vector Ltd. | 1,627,873 | 4,610 | |
Kathmandu Holdings Ltd. | 3,804,686 | 4,283 | |
Heartland Group Holdings Ltd. | 2,790,515 | 4,036 | |
Skellerup Holdings Ltd. | 1,152,699 | 4,027 | |
* | Air New Zealand Ltd. | 3,277,980 | 3,551 |
* | Pacific Edge Ltd. | 2,924,650 | 2,514 |
Scales Corp. Ltd. | 708,096 | 2,371 | |
* | Vista Group International Ltd. | 1,324,652 | 2,213 |
* | Restaurant Brands New Zealand Ltd. | 208,725 | 2,093 |
* | Synlait Milk Ltd. | 693,420 | 1,763 |
* | Tourism Holdings Ltd. | 941,344 | 1,664 |
* | SKY Network Television Ltd. | 10,889,596 | 1,324 |
506,819 | |||
Norway (0.7%) | |||
DNB ASA | 6,807,367 | 148,361 | |
Equinor ASA | 6,375,431 | 134,958 | |
Mowi ASA | 2,827,198 | 71,979 | |
Telenor ASA | 4,207,958 | 70,967 | |
Yara International ASA | 1,130,993 | 59,597 | |
Norsk Hydro ASA | 8,870,054 | 56,630 | |
Orkla ASA | 5,047,971 | 51,445 |
Shares | Market Value ($000) | ||
TOMRA Systems ASA | 777,140 | 42,902 | |
* | Adevinta ASA | 1,583,623 | 30,379 |
Storebrand ASA | 3,100,925 | 28,103 | |
Bakkafrost P/F | 338,045 | 27,934 | |
Schibsted ASA Class B | 642,191 | 26,695 | |
* | Nordic Semiconductor ASA | 1,037,860 | 26,313 |
2 | Entra ASA | 1,111,488 | 25,394 |
Schibsted ASA Class A | 511,746 | 24,687 | |
Gjensidige Forsikring ASA | 1,101,833 | 24,294 | |
Salmar ASA | 347,158 | 23,047 | |
Aker BP ASA | 719,207 | 22,923 | |
* | NEL ASA | 9,166,424 | 21,404 |
2 | Scatec ASA | 786,454 | 20,844 |
SpareBank 1 SR-Bank ASA | 1,188,455 | 15,698 | |
Leroy Seafood Group ASA | 1,713,747 | 15,023 | |
Subsea 7 SA | 1,554,600 | 14,920 | |
Borregaard ASA | 664,507 | 14,511 | |
Kongsberg Gruppen ASA | 502,136 | 12,937 | |
SpareBank 1 SMN | 869,343 | 12,044 | |
Norwegian Finans Holding ASA | 1,046,735 | 11,791 | |
Aker ASA Class A | 159,260 | 11,756 | |
* | Atea ASA | 550,721 | 10,714 |
TGS NOPEC Geophysical Co. ASA | 778,932 | 9,933 | |
Veidekke ASA | 712,220 | 9,531 | |
Austevoll Seafood ASA | 588,814 | 7,308 | |
2 | Sbanken ASA | 529,682 | 6,599 |
*,2 | Elkem ASA | 1,766,492 | 6,434 |
*,2 | Crayon Group Holding ASA | 408,500 | 5,971 |
Frontline Ltd. | 599,426 | 5,420 | |
* | DNO ASA | 3,560,621 | 4,151 |
* | Grieg Seafood ASA | 370,493 | 3,819 |
Bonheur ASA | 134,700 | 3,809 | |
2 | BW LPG Ltd. | 531,824 | 3,437 |
* | Hexagon Composites ASA | 710,728 | 3,080 |
Sparebank 1 Oestlandet | 191,716 | 2,650 | |
* | Wallenius Wilhelmsen ASA | 658,747 | 2,294 |
BW Offshore Ltd. | 587,287 | 2,100 | |
Norway Royal Salmon ASA | 104,147 | 2,087 | |
Stolt-Nielsen Ltd. | 140,708 | 2,057 | |
Ocean Yield ASA | 367,089 | 1,269 | |
* | BW Energy Ltd. | 379,908 | 1,155 |
1,141,354 | |||
Poland (0.3%) | |||
* | Powszechna Kasa Oszczednosci Bank Polski SA | 5,662,933 | 56,185 |
KGHM Polska Miedz SA | 907,692 | 44,661 | |
*,2 | Allegro.eu SA | 2,574,319 | 44,226 |
Polski Koncern Naftowy ORLEN SA | 2,064,420 | 41,622 | |
* | Powszechny Zaklad Ubezpieczen SA | 3,721,713 | 35,839 |
* | Bank Polska Kasa Opieki SA | 1,044,072 | 25,479 |
* | LPP SA | 7,398 | 24,961 |
*,2 | Dino Polska SA | 318,866 | 23,423 |
1 | CD Projekt SA | 435,207 | 21,143 |
Polskie Gornictwo Naftowe i Gazownictwo SA | 11,575,452 | 20,254 | |
Cyfrowy Polsat SA | 1,774,652 | 13,941 | |
* | Santander Bank Polska SA | 198,456 | 13,248 |
* | PGE Polska Grupa Energetyczna SA | 4,877,714 | 12,039 |
Grupa Lotos SA | 645,981 | 9,107 | |
* | Orange Polska SA | 4,309,587 | 7,584 |
KRUK SA | 113,510 | 7,474 | |
Asseco Poland SA | 367,277 | 7,433 | |
* | mBank SA | 85,139 | 7,269 |
Shares | Market Value ($000) | ||
*,1 | CCC SA | 186,283 | 5,495 |
* | Tauron Polska Energia SA | 6,197,528 | 5,427 |
* | Alior Bank SA | 602,011 | 5,267 |
1 | Kernel Holding SA | 348,281 | 5,001 |
* | Bank Millennium SA | 3,948,670 | 4,831 |
*,1 | AmRest Holdings SE | 478,961 | 3,252 |
*,1 | Jastrzebska Spolka Weglowa SA | 339,136 | 3,133 |
* | Enea SA | 1,379,929 | 3,076 |
* | Grupa Azoty SA | 313,403 | 2,713 |
* | Bank Handlowy w Warszawie SA | 220,906 | 2,647 |
Warsaw Stock Exchange | 179,904 | 2,247 | |
Ciech SA | 173,277 | 2,205 | |
Eurocash SA | 521,356 | 1,944 | |
*,1 | Mercator Medical SA | 22,282 | 1,529 |
464,655 | |||
Portugal (0.2%) | |||
EDP - Energias de Portugal SA | 18,791,370 | 99,715 | |
Galp Energia SGPS SA | 3,416,499 | 37,146 | |
EDP Renovaveis SA | 1,599,015 | 37,100 | |
Jeronimo Martins SGPS SA | 1,618,844 | 29,540 | |
* | Banco Comercial Portugues SA Class R | 51,669,934 | 8,288 |
REN - Redes Energeticas Nacionais SGPS SA | 2,555,137 | 7,088 | |
Sonae SGPS SA | 6,290,830 | 5,982 | |
CTT-Correios de Portugal SA | 1,000,552 | 5,730 | |
Navigator Co. SA | 1,656,685 | 5,674 | |
NOS SGPS SA | 1,364,763 | 4,778 | |
Altri SGPS SA | 462,446 | 2,876 | |
Corticeira Amorim SGPS SA | 213,095 | 2,681 | |
*,1 | Mota-Engil SGPS SA | 617,094 | 1,024 |
247,622 | |||
Singapore (1.0%) | |||
DBS Group Holdings Ltd. | 11,950,419 | 265,865 | |
Oversea-Chinese Banking Corp. Ltd. | 23,244,855 | 207,152 | |
United Overseas Bank Ltd. | 8,567,778 | 164,993 | |
Singapore Telecommunications Ltd. | 49,968,589 | 85,252 | |
Ascendas REIT | 21,724,556 | 47,740 | |
CapitaLand Ltd. | 17,148,029 | 47,367 | |
Wilmar International Ltd. | 14,003,298 | 46,950 | |
Singapore Exchange Ltd. | 5,446,880 | 45,366 | |
CapitaLand Integrated Commercial Trust | 28,986,854 | 45,130 | |
Keppel Corp. Ltd. | 9,516,880 | 38,808 | |
* | Singapore Airlines Ltd. | 8,463,056 | 30,519 |
Singapore Technologies Engineering Ltd. | 10,153,426 | 29,297 | |
Mapletree Logistics Trust | 19,087,204 | 29,179 | |
Mapletree Industrial Trust | 12,304,276 | 25,907 | |
Venture Corp. Ltd. | 1,744,940 | 24,963 | |
Genting Singapore Ltd. | 38,431,848 | 23,938 | |
Mapletree Commercial Trust | 14,592,136 | 23,472 | |
Frasers Logistics & Commercial Trust | 17,627,500 | 18,898 | |
UOL Group Ltd. | 3,280,937 | 17,843 | |
City Developments Ltd. | 3,106,574 | 16,871 | |
ComfortDelGro Corp. Ltd. | 13,671,258 | 16,707 | |
Suntec REIT | 13,946,066 | 15,174 | |
Keppel DC REIT | 8,045,166 | 14,911 | |
NetLink NBN Trust | 19,480,428 | 13,771 | |
Singapore Press Holdings Ltd. | 10,571,683 | 13,476 | |
Frasers Centrepoint Trust | 7,151,320 | 12,945 | |
Keppel REIT | 14,213,532 | 12,504 | |
* | SATS Ltd. | 4,266,101 | 12,495 |
Mapletree North Asia Commercial Trust | 15,276,383 | 11,818 |
Shares | Market Value ($000) | ||
Jardine Cycle & Carriage Ltd. | 663,091 | 10,555 | |
Haw Par Corp. Ltd. | 955,000 | 9,737 | |
Keppel Infrastructure Trust | 23,397,694 | 9,658 | |
Sembcorp Industries Ltd. | 6,034,311 | 9,625 | |
Ascott Residence Trust | 11,883,305 | 8,857 | |
Parkway Life REIT | 2,570,330 | 8,776 | |
Hutchison Port Holdings Trust Class U | 33,427,816 | 7,538 | |
Manulife U.S. REIT | 9,536,401 | 7,534 | |
Golden Agri-Resources Ltd. | 41,550,323 | 7,121 | |
CapitaLand China Trust | 6,875,994 | 7,012 | |
Cromwell European REIT | 2,103,260 | 6,210 | |
Ascendas India Trust | 5,617,500 | 5,812 | |
Raffles Medical Group Ltd. | 6,277,212 | 5,513 | |
ARA LOGOS Logistics Trust | 8,579,060 | 5,334 | |
Singapore Post Ltd. | 9,887,459 | 5,262 | |
* | Nanofilm Technologies International Ltd. | 1,231,800 | 5,037 |
Olam International Ltd. | 4,111,900 | 4,900 | |
CDL Hospitality Trusts | 5,215,714 | 4,776 | |
ESR-REIT | 15,593,032 | 4,761 | |
OUE Commercial REIT | 14,440,332 | 4,354 | |
* | Sembcorp Marine Ltd. | 46,906,749 | 4,201 |
AIMS APAC REIT | 3,739,600 | 4,089 | |
Keppel Pacific Oak U.S. REIT | 5,169,900 | 4,058 | |
Starhill Global REIT | 9,371,792 | 3,912 | |
AEM Holdings Ltd. | 1,359,900 | 3,881 | |
Lendlease Global Commercial REIT | 5,955,500 | 3,635 | |
StarHub Ltd. | 3,856,816 | 3,503 | |
First Resources Ltd. | 3,484,727 | 3,479 | |
Sheng Siong Group Ltd. | 2,902,665 | 3,411 | |
Wing Tai Holdings Ltd. | 2,540,553 | 3,406 | |
Prime U.S. REIT | 3,927,278 | 3,399 | |
Riverstone Holdings Ltd. | 3,574,100 | 3,274 | |
Far East Hospitality Trust | 6,274,210 | 2,707 | |
* | Thomson Medical Group Ltd. | 42,110,700 | 2,698 |
SPH REIT | 4,060,209 | 2,627 | |
SIA Engineering Co. Ltd. | 1,493,128 | 2,394 | |
Frasers Hospitality Trust | 5,218,692 | 2,000 | |
Sabana Shari'ah Compliant Industrial REIT | 6,155,301 | 1,948 | |
* | Lippo Malls Indonesia Retail Trust | 36,240,037 | 1,696 |
*,3 | Best World International Ltd. | 1,646,200 | 1,589 |
* | COSCO Shipping International Singapore Co. Ltd. | 6,207,100 | 1,364 |
First REIT | 6,711,768 | 1,323 | |
Asian Pay Television Trust | 11,559,936 | 997 | |
* | Yoma Strategic Holdings Ltd. | 9,272,968 | 925 |
Silverlake Axis Ltd. | 5,073,661 | 889 | |
*,3 | Eagle Hospitality Trust | 4,532,200 | 621 |
Bumitama Agri Ltd. | 1,820,023 | 616 | |
*,1,3 | Hyflux Ltd. | 2,817,700 | 440 |
*,3 | Noble Group Ltd. | 4,883,318 | 294 |
* | Olam International Ltd. Rights Exp. 7/19/21 | 616,785 | 161 |
*,1,3 | Ezra Holdings Ltd. | 10,329,900 | 84 |
Frasers Property Ltd. | 41,119 | 35 | |
*,1 | Ezion Holdings Ltd. Warrants Exp. 4/16/23 | 5,153,611 | — |
1,567,339 | |||
South Korea (5.5%) | |||
Samsung Electronics Co. Ltd. | 30,439,939 | 2,179,078 | |
SK Hynix Inc. | 3,426,549 | 386,750 | |
NAVER Corp. | 892,009 | 330,997 | |
Samsung Electronics Co. Ltd. Preference Shares | 4,637,536 | 303,527 | |
Kakao Corp. | 1,805,169 | 261,465 | |
LG Chem Ltd. | 304,388 | 229,840 |
Shares | Market Value ($000) | ||
Samsung SDI Co. Ltd. | 347,538 | 215,174 | |
Hyundai Motor Co. | 917,275 | 195,179 | |
* | Celltrion Inc. | 686,212 | 163,548 |
Kia Corp. | 1,705,013 | 135,877 | |
POSCO | 428,417 | 132,402 | |
KB Financial Group Inc. | 2,511,311 | 124,636 | |
Shinhan Financial Group Co. Ltd. | 3,242,641 | 117,074 | |
Samsung Electronics Co. Ltd. GDR (Registered) | 61,848 | 110,316 | |
Hyundai Mobis Co. Ltd. | 422,691 | 109,617 | |
LG Electronics Inc. | 689,347 | 99,807 | |
* | SK Innovation Co. Ltd. | 357,883 | 93,840 |
LG Household & Health Care Ltd. | 57,735 | 90,304 | |
NCSoft Corp. | 110,997 | 80,764 | |
Hana Financial Group Inc. | 1,905,668 | 78,097 | |
* | HMM Co. Ltd. | 1,862,939 | 72,627 |
Samsung C&T Corp. | 554,917 | 67,205 | |
*,2 | Samsung Biologics Co. Ltd. | 88,379 | 65,851 |
Samsung Electro-Mechanics Co. Ltd. | 371,073 | 58,191 | |
KT&G Corp. | 720,402 | 53,989 | |
SK Holdings Co. Ltd. | 205,689 | 51,555 | |
LG Corp. | 542,774 | 49,381 | |
* | Celltrion Healthcare Co. Ltd. | 471,232 | 48,425 |
Amorepacific Corp. | 206,042 | 46,098 | |
Samsung Fire & Marine Insurance Co. Ltd. | 208,988 | 40,933 | |
Samsung SDS Co. Ltd. | 211,287 | 34,701 | |
Woori Financial Group Inc. | 3,375,672 | 34,367 | |
* | Korea Shipbuilding & Offshore Engineering Co. Ltd. | 285,615 | 33,971 |
* | HYBE Co. Ltd. | 129,897 | 33,718 |
Korea Electric Power Corp. | 1,525,353 | 33,667 | |
* | Doosan Heavy Industries & Construction Co. Ltd. | 1,535,211 | 32,424 |
SK Telecom Co. Ltd. | 113,921 | 32,374 | |
* | Korean Air Lines Co. Ltd. | 1,150,573 | 32,181 |
* | LG Display Co. Ltd. | 1,472,709 | 32,014 |
Samsung Life Insurance Co. Ltd. | 421,922 | 29,938 | |
Coway Co. Ltd. | 374,509 | 26,132 | |
Hyundai Motor Co. Preference Shares (XKRS) | 247,166 | 25,241 | |
Korea Zinc Co. Ltd. | 65,800 | 25,233 | |
* | Hanwha Solutions Corp. | 637,430 | 25,174 |
Hyundai Engineering & Construction Co. Ltd. | 478,781 | 24,785 | |
* | S-Oil Corp. | 270,113 | 24,597 |
Hyundai Steel Co. | 498,913 | 23,819 | |
POSCO Chemical Co. Ltd. | 181,509 | 23,176 | |
Korea Investment Holdings Co. Ltd. | 251,511 | 23,010 | |
Hyundai Glovis Co. Ltd. | 122,768 | 22,778 | |
Lotte Chemical Corp. | 96,887 | 22,579 | |
Kumho Petrochemical Co. Ltd. | 115,201 | 22,445 | |
Hankook Tire & Technology Co. Ltd. | 484,606 | 22,236 | |
* | Samsung Engineering Co. Ltd. | 1,040,709 | 22,060 |
CJ CheilJedang Corp. | 51,826 | 21,214 | |
Hyundai Heavy Industries Holdings Co. Ltd. | 334,517 | 21,037 | |
Mirae Asset Securities Co. Ltd. | 2,333,842 | 19,545 | |
LG Uplus Corp. | 1,432,825 | 19,535 | |
LG Innotek Co. Ltd. | 93,688 | 18,528 | |
E-MART Inc. | 128,157 | 18,192 | |
* | SK Biopharmaceuticals Co. Ltd. | 163,741 | 17,870 |
Hotel Shilla Co. Ltd. | 205,017 | 17,655 | |
SKC Co. Ltd. | 124,943 | 17,608 | |
Fila Holdings Corp. | 337,881 | 17,458 | |
* | HLB Inc. | 586,038 | 17,358 |
LG Chem Ltd. Preference Shares | 50,397 | 17,167 | |
* | Samsung Heavy Industries Co. Ltd. | 2,871,799 | 17,096 |
Shares | Market Value ($000) | ||
Yuhan Corp. | 302,576 | 16,950 | |
* | Kangwon Land Inc. | 708,982 | 16,926 |
* | Celltrion Pharm Inc. | 120,849 | 16,864 |
Shin Poong Pharmaceutical Co. Ltd. | 219,204 | 16,776 | |
Samsung Securities Co. Ltd. | 414,039 | 16,518 | |
Hyosung TNC Corp. | 19,800 | 15,826 | |
Hanon Systems | 1,058,083 | 15,545 | |
Industrial Bank of Korea | 1,665,085 | 15,543 | |
Orion Corp.Republic of Korea | 144,969 | 15,256 | |
Hyundai Motor Co. Preference Shares | 147,024 | 15,075 | |
GS Engineering & Construction Corp. | 387,916 | 14,770 | |
DB Insurance Co. Ltd. | 292,410 | 14,239 | |
Hanmi Pharm Co. Ltd. | 47,382 | 14,070 | |
GS Holdings Corp. | 339,868 | 13,974 | |
* | Seegene Inc. | 188,173 | 13,812 |
* | Pearl Abyss Corp. | 203,615 | 13,664 |
SK Chemicals Co. Ltd. | 59,077 | 13,619 | |
* | Alteogen Inc. | 182,562 | 13,562 |
SK Telecom Co. Ltd. ADR | 426,691 | 13,402 | |
2 | Netmarble Corp. | 112,203 | 13,340 |
BNK Financial Group Inc. | 1,912,174 | 13,149 | |
* | Mando Corp. | 217,525 | 12,861 |
DB HiTek Co. Ltd. | 231,201 | 12,815 | |
* | DL E&C Co. Ltd. | 100,346 | 12,638 |
Korea Aerospace Industries Ltd. | 424,411 | 12,413 | |
* | OCI Co. Ltd. | 118,496 | 12,329 |
Hansol Chemical Co. Ltd. | 54,475 | 11,868 | |
LG Electronics Inc. Preference Shares | 168,772 | 11,775 | |
*,3 | Doosan Infracore Co. Ltd. | 905,633 | 11,600 |
* | GeneOne Life Science Inc. | 274,605 | 11,579 |
Shinsegae Inc. | 45,357 | 11,494 | |
CJ ENM Co. Ltd. | 67,336 | 10,919 | |
AMOREPACIFIC Group | 187,558 | 10,666 | |
* | Hyundai Mipo Dockyard Co. Ltd. | 135,942 | 10,552 |
Ecopro BM Co. Ltd. | 56,038 | 10,550 | |
* | F&F Co. Ltd. | 21,092 | 10,488 |
Green Cross Corp. | 35,682 | 10,418 | |
* | Hyundai Rotem Co. Ltd. | 479,739 | 10,330 |
WONIK IPS Co. Ltd. | 229,831 | 10,113 | |
Cheil Worldwide Inc. | 451,489 | 10,077 | |
* | Daewoo Shipbuilding & Marine Engineering Co. Ltd. | 315,515 | 10,037 |
LG Household & Health Care Ltd. Preference Shares | 14,721 | 9,999 | |
* | Genexine Inc. | 124,055 | 9,903 |
NH Investment & Securities Co. Ltd. | 850,395 | 9,740 | |
Hanwha Aerospace Co. Ltd. | 229,958 | 9,591 | |
Pan Ocean Co. Ltd. | 1,262,738 | 9,574 | |
KIWOOM Securities Co. Ltd. | 81,349 | 9,452 | |
L&F Co. Ltd. | 115,039 | 9,366 | |
LEENO Industrial Inc. | 59,776 | 9,309 | |
Hyundai Wia Corp. | 103,242 | 9,301 | |
* | KMW Co. Ltd. | 191,951 | 9,226 |
* | Kakao Games Corp. | 179,753 | 9,222 |
S-1 Corp. | 124,617 | 9,060 | |
SK Materials Co. Ltd. | 28,985 | 9,050 | |
CS Wind Corp. | 131,302 | 9,016 | |
Hyundai Marine & Fire Insurance Co. Ltd. | 393,653 | 8,915 | |
Douzone Bizon Co. Ltd. | 120,202 | 8,850 | |
Kolon Industries Inc. | 122,522 | 8,780 | |
KCC Corp. | 28,481 | 8,702 | |
* | Doosan Fuel Cell Co. Ltd. | 194,736 | 8,641 |
* | CJ Logistics Corp. | 54,566 | 8,569 |
Shares | Market Value ($000) | ||
HDC Hyundai Development Co-Engineering & Construction Class E | 304,956 | 8,527 | |
* | Hugel Inc. | 39,989 | 8,525 |
DGB Financial Group Inc. | 1,007,800 | 8,338 | |
Koh Young Technology Inc. | 391,748 | 8,276 | |
* | Daewoo Engineering & Construction Co. Ltd. | 1,154,486 | 8,144 |
Meritz Securities Co. Ltd. | 1,927,254 | 8,107 | |
* | Naturecell Co. Ltd. | 301,563 | 8,102 |
* | Hanjin Kal Corp. | 138,244 | 8,097 |
CJ Corp. | 84,725 | 8,043 | |
Soulbrain Co. Ltd. | 27,502 | 8,024 | |
* | Hyosung Advanced Materials Corp. | 20,372 | 7,965 |
Youngone Corp. | 198,752 | 7,840 | |
DL Holdings Co. Ltd. | 108,314 | 7,693 | |
Hyundai Elevator Co. Ltd. | 160,692 | 7,575 | |
Lotte Shopping Co. Ltd. | 73,329 | 7,517 | |
Hanwha Corp. | 265,872 | 7,486 | |
Hyundai Department Store Co. Ltd. | 96,205 | 7,466 | |
Dongkuk Steel Mill Co. Ltd. | 375,603 | 7,395 | |
* | Cellivery Therapeutics Inc. | 80,925 | 7,246 |
Iljin Materials Co. Ltd. | 111,425 | 7,215 | |
LS Corp. | 114,856 | 7,212 | |
Meritz Fire & Marine Insurance Co. Ltd. | 392,248 | 7,113 | |
Com2uSCorp | 63,672 | 6,996 | |
* | Hyundai Bioscience Co. Ltd. | 214,126 | 6,913 |
Posco International Corp. | 331,157 | 6,851 | |
* | Chabiotech Co. Ltd. | 266,988 | 6,815 |
* | Doosan Bobcat Inc. | 157,712 | 6,728 |
LOTTE Fine Chemical Co. Ltd. | 114,023 | 6,680 | |
Hite Jinro Co. Ltd. | 198,524 | 6,647 | |
BGF retail Co. Ltd. | 41,206 | 6,572 | |
Osstem Implant Co. Ltd. | 64,789 | 6,543 | |
* | Kumho Tire Co. Inc. | 904,510 | 6,439 |
JYP Entertainment Corp. | 178,886 | 6,439 | |
JB Financial Group Co. Ltd. | 948,158 | 6,351 | |
Silicon Works Co. Ltd. | 57,743 | 6,226 | |
Hanmi Science Co. Ltd. | 91,773 | 6,220 | |
Lotte Corp. | 173,426 | 6,186 | |
Hanwha Systems Co. Ltd. | 408,044 | 6,178 | |
Samsung Card Co. Ltd. | 199,919 | 6,091 | |
Chong Kun Dang Pharmaceutical Corp. | 49,939 | 6,074 | |
GS Retail Co. Ltd. | 176,902 | 6,068 | |
Hanwha Life Insurance Co. Ltd. | 1,804,190 | 6,034 | |
* | SM Entertainment Co. Ltd. | 112,569 | 5,878 |
Amorepacific Corp. Preference Shares | 74,756 | 5,847 | |
NongShim Co. Ltd. | 20,991 | 5,842 | |
* | ST Pharm Co. Ltd. | 58,310 | 5,824 |
Medytox Inc. | 27,575 | 5,803 | |
Daewoong Co. Ltd. | 139,534 | 5,784 | |
* | SOLUM Co. Ltd. | 230,682 | 5,764 |
Hanssem Co. Ltd. | 62,728 | 5,708 | |
* | Pharmicell Co. Ltd. | 348,718 | 5,625 |
Eo Technics Co. Ltd. | 52,856 | 5,586 | |
Dongsuh Cos. Inc. | 206,424 | 5,583 | |
* | Cosmax Inc. | 47,745 | 5,554 |
Green Cross Holdings Corp. | 181,669 | 5,502 | |
* | Korea Gas Corp. | 167,531 | 5,488 |
Zinus Inc. | 59,513 | 5,444 | |
* | Helixmith Co. Ltd. | 193,021 | 5,438 |
* | Oscotec Inc. | 155,796 | 5,402 |
KEPCO Plant Service & Engineering Co. Ltd. | 140,517 | 5,341 | |
* | Vaxcell-Bio Therapeutics Co. Ltd. | 66,146 | 5,303 |
Shares | Market Value ($000) | ||
Hyosung Corp. | 56,434 | 5,160 | |
Kolmar Korea Co. Ltd. | 100,034 | 5,149 | |
* | MedPacto Inc. | 82,662 | 5,145 |
* | LegoChem Biosciences Inc. | 107,961 | 5,102 |
SSANGYONG C&E Co. Ltd. | 685,135 | 5,084 | |
Tokai Carbon Korea Co. Ltd. | 28,335 | 5,068 | |
NICE Information Service Co. Ltd. | 223,735 | 4,986 | |
LS Electric Co. Ltd. | 100,283 | 4,978 | |
SFA Engineering Corp. | 127,711 | 4,913 | |
Dongjin Semichem Co. Ltd. | 192,483 | 4,893 | |
AfreecaTV Co. Ltd. | 45,953 | 4,856 | |
SK Networks Co. Ltd. | 894,419 | 4,775 | |
* | Paradise Co. Ltd. | 295,449 | 4,747 |
* | Hanall Biopharma Co. Ltd. | 244,641 | 4,715 |
IS Dongseo Co. Ltd. | 86,536 | 4,671 | |
Korean Reinsurance Co. | 527,226 | 4,615 | |
* | NHN Corp. | 62,225 | 4,607 |
* | HLB Life Science Co. Ltd. | 513,690 | 4,550 |
* | Hana Tour Service Inc. | 63,817 | 4,490 |
Daewoong Pharmaceutical Co. Ltd. | 29,479 | 4,489 | |
Hanmi Semiconductor Co. Ltd. | 149,207 | 4,479 | |
* | Amicogen Inc. | 114,446 | 4,467 |
* | Hyosung Chemical Corp. | 14,269 | 4,434 |
* | Taihan Electric Wire Co. Ltd. | 1,629,043 | 4,427 |
Samsung Fire & Marine Insurance Co. Ltd. Preference Shares | 30,047 | 4,418 | |
Sebang Global Battery Co. Ltd. | 51,267 | 4,412 | |
* | GemVax & Kael Co. Ltd. | 232,690 | 4,400 |
PI Advanced Materials Co. Ltd. | 90,237 | 4,397 | |
* | Sam Chun Dang Pharm Co. Ltd. | 90,407 | 4,365 |
Chunbo Co. Ltd. | 26,630 | 4,321 | |
LOTTE REIT Co. Ltd. | 816,109 | 4,320 | |
Innocean Worldwide Inc. | 72,580 | 4,255 | |
Ottogi Corp. | 8,696 | 4,202 | |
Mirae Asset Securities Co. Ltd. Preference Shares | 987,055 | 4,182 | |
LG International Corp. | 150,614 | 4,172 | |
Korea Electric Terminal Co. Ltd. | 46,295 | 4,154 | |
Poongsan Corp. | 122,471 | 4,148 | |
* | NEPES Corp. | 109,363 | 4,116 |
Bukwang Pharmaceutical Co. Ltd. | 228,164 | 4,104 | |
Daou Technology Inc. | 161,603 | 4,088 | |
Daishin Securities Co. Ltd. | 232,151 | 4,073 | |
* | NHN KCP Corp. | 78,767 | 4,065 |
* | Duk San Neolux Co. Ltd. | 80,097 | 4,053 |
Ecopro Co. Ltd. | 100,783 | 4,045 | |
Samsung SDI Co. Ltd. Preference Shares | 10,319 | 4,011 | |
* | Mezzion Pharma Co. Ltd. | 32,971 | 4,004 |
Seoul Semiconductor Co. Ltd. | 234,590 | 3,958 | |
Korea Petrochemical Ind Co. Ltd. | 18,608 | 3,933 | |
* | Hyundai Construction Equipment Co. Ltd. | 79,685 | 3,921 |
RFHIC Corp. | 110,262 | 3,893 | |
DongKook Pharmaceutical Co. Ltd. | 154,541 | 3,873 | |
* | CJ CGV Co. Ltd. | 139,490 | 3,780 |
KEPCO Engineering & Construction Co. Inc. | 83,104 | 3,723 | |
Hanjin Transportation Co. Ltd. | 97,572 | 3,712 | |
Taekwang Industrial Co. Ltd. | 3,563 | 3,687 | |
Samyang Holdings Corp. | 37,387 | 3,664 | |
Daesang Corp. | 148,578 | 3,662 | |
*,1,3 | SillaJen Inc. | 340,708 | 3,661 |
* | Enzychem Lifesciences Corp. | 42,247 | 3,648 |
* | iNtRON Biotechnology Inc. | 165,740 | 3,633 |
* | Lotte Tour Development Co. Ltd. | 202,596 | 3,624 |
Shares | Market Value ($000) | ||
* | Studio Dragon Corp. | 42,484 | 3,616 |
Meritz Financial Group Inc. | 188,945 | 3,561 | |
Hyundai Autoever Corp. | 29,425 | 3,543 | |
* | Foosung Co. Ltd. | 366,578 | 3,534 |
Korea Electric Power Corp. ADR | 327,060 | 3,532 | |
* | CMG Pharmaceutical Co. Ltd. | 746,631 | 3,497 |
Eugene Technology Co. Ltd. | 86,278 | 3,466 | |
Solus Advanced Materials Co. Ltd. | 74,878 | 3,425 | |
KCC Glass Corp. | 60,411 | 3,364 | |
Handsome Co. Ltd. | 87,730 | 3,345 | |
LG Hausys Ltd. | 38,299 | 3,340 | |
*,3 | Asiana Airlines Inc. | 216,269 | 3,303 |
Doosan Co. Ltd. | 38,777 | 3,298 | |
SK Discovery Co. Ltd. | 69,286 | 3,255 | |
Mcnex Co. Ltd. | 76,320 | 3,210 | |
Daeduck Electronics Co. Ltd. | 222,422 | 3,206 | |
Hankook & Co. Co. Ltd. | 177,335 | 3,204 | |
Park Systems Corp. | 27,583 | 3,196 | |
* | YG Entertainment Inc. | 69,987 | 3,186 |
DoubleUGames Co. Ltd. | 60,168 | 3,185 | |
* | Korea Line Corp. | 1,014,335 | 3,179 |
* | Jusung Engineering Co. Ltd. | 230,119 | 3,166 |
* | Ace Technologies Corp. | 190,224 | 3,162 |
* | ABLBio Inc. | 162,452 | 3,158 |
* | SFA Semicon Co. Ltd. | 474,580 | 3,154 |
SL Corp. | 99,311 | 3,145 | |
BH Co. Ltd. | 170,968 | 3,136 | |
Hyundai Greenfood Co. Ltd. | 327,534 | 3,127 | |
SNT Motiv Co. Ltd. | 49,602 | 3,125 | |
* | CosmoAM&T Co. Ltd. | 128,977 | 3,123 |
* | ESR Kendall Square REIT Co. Ltd. | 464,252 | 3,104 |
* | Webzen Inc. | 110,290 | 3,031 |
* | Yungjin Pharmaceutical Co. Ltd. | 581,029 | 3,024 |
* | Hanwha Investment & Securities Co. Ltd. | 712,719 | 3,020 |
Hyundai Home Shopping Network Corp. | 37,566 | 3,016 | |
Green Cross LabCell Corp. | 33,921 | 2,991 | |
* | KB Financial Group Inc. ADR | 59,710 | 2,944 |
Lotte Chilsung Beverage Co. Ltd. | 22,662 | 2,920 | |
* | CrystalGenomics Inc. | 416,581 | 2,909 |
S&S Tech Corp. | 100,373 | 2,902 | |
* | Ecopro HN Co. Ltd. | 20,619 | 2,891 |
Daishin Securities Co. Ltd. Preference Shares | 188,534 | 2,880 | |
HDC Holdings Co. Ltd. | 250,403 | 2,877 | |
* | Binex Co. Ltd. | 150,978 | 2,874 |
Dawonsys Co. Ltd. | 164,299 | 2,858 | |
JR REIT XXVII | 619,891 | 2,839 | |
Ilyang Pharmaceutical Co. Ltd. | 84,313 | 2,835 | |
Huchems Fine Chemical Corp. | 135,826 | 2,810 | |
Korea United Pharm Inc. | 56,851 | 2,800 | |
Wemade Co. Ltd. | 55,542 | 2,790 | |
* | Hyosung Heavy Industries Corp. | 42,636 | 2,761 |
* | TY Holdings Co. Ltd. | 106,315 | 2,758 |
* | Eoflow Co. Ltd. | 56,556 | 2,749 |
LIG Nex1 Co. Ltd. | 72,842 | 2,747 | |
Shinsegae International Inc. | 15,090 | 2,734 | |
* | Samsung Pharmaceutical Co. Ltd. | 351,986 | 2,727 |
* | DIO Corp. | 73,924 | 2,720 |
3 | GS Home Shopping Inc. | 19,458 | 2,679 |
* | Kuk-il Paper Manufacturing Co. Ltd. | 524,879 | 2,660 |
Daejoo Electronic Materials Co. Ltd. | 61,955 | 2,654 | |
Posco ICT Co. Ltd. | 346,536 | 2,633 |
Shares | Market Value ($000) | ||
Samwha Capacitor Co. Ltd. | 48,646 | 2,605 | |
* | LX Holdings Corp. | 260,385 | 2,601 |
Tesna Inc. | 63,531 | 2,596 | |
* | Shinsung E&G Co. Ltd. | 1,009,886 | 2,588 |
Dentium Co. Ltd. | 44,748 | 2,579 | |
* | Medipost Co. Ltd. | 92,491 | 2,576 |
* | Hyundai Electric & Energy System Co. Ltd. | 140,669 | 2,570 |
Tongyang Inc. | 1,297,069 | 2,567 | |
Hanwha Corp. Preference Shares | 184,899 | 2,537 | |
SIMMTECH Co. Ltd. | 117,626 | 2,533 | |
LOTTE Himart Co. Ltd. | 79,325 | 2,524 | |
* | Ananti Inc. | 288,428 | 2,521 |
Ahnlab Inc. | 38,362 | 2,445 | |
TES Co. Ltd. | 87,029 | 2,433 | |
* | Komipharm International Co. Ltd. | 247,909 | 2,410 |
Hansae Co. Ltd. | 110,958 | 2,410 | |
Dong-A ST Co. Ltd. | 30,975 | 2,366 | |
* | OliX Pharmaceuticals Inc. | 59,839 | 2,345 |
JW Pharmaceutical Corp. | 88,035 | 2,341 | |
* | Innox Advanced Materials Co. Ltd. | 39,954 | 2,324 |
GOLFZON Co. Ltd. | 19,323 | 2,318 | |
Partron Co. Ltd. | 250,040 | 2,311 | |
* | Hancom Inc. | 107,313 | 2,305 |
L&C Bio Co. Ltd. | 76,956 | 2,286 | |
* | Hanwha General Insurance Co. Ltd. | 525,888 | 2,279 |
* | NKMax Co. Ltd. | 177,313 | 2,279 |
Yuanta Securities Korea Co. Ltd. | 531,497 | 2,276 | |
* | Modetour Network Inc. | 97,065 | 2,275 |
Dong-A Socio Holdings Co. Ltd. | 21,048 | 2,273 | |
* | Seojin System Co. Ltd. | 59,164 | 2,273 |
Daea TI Co. Ltd. | 404,501 | 2,267 | |
LF Corp. | 120,426 | 2,176 | |
* | Anterogen Co. Ltd. | 36,405 | 2,172 |
Nexen Tire Corp. | 230,574 | 2,169 | |
Huons Co. Ltd. | 38,953 | 2,155 | |
Seah Besteel Corp. | 76,256 | 2,144 | |
INTOPS Co. Ltd. | 78,706 | 2,142 | |
NICE Holdings Co. Ltd. | 126,639 | 2,142 | |
* | KH Vatec Co. Ltd. | 108,503 | 2,110 |
SK Securities Co. Ltd. | 2,313,728 | 2,106 | |
* | Cafe24 Corp. | 78,141 | 2,087 |
* | S-MAC Co. Ltd. | 1,671,648 | 2,087 |
Halla Holdings Corp. | 47,325 | 2,062 | |
* | Insun ENT Co. Ltd. | 173,777 | 2,045 |
KUMHOE&C Co. Ltd. | 181,159 | 2,044 | |
Korea Real Estate Investment & Trust Co. Ltd. | 972,620 | 2,038 | |
Namyang Dairy Products Co. Ltd. | 3,014 | 2,026 | |
Dongwon Industries Co. Ltd. | 8,665 | 2,025 | |
* | KH Feelux Co. Ltd. | 649,197 | 2,022 |
KTB Investment & Securities Co. Ltd. | 291,256 | 2,013 | |
HS Industries Co. Ltd. | 286,809 | 2,009 | |
Huons Global Co. Ltd. | 33,652 | 2,008 | |
* | UniTest Inc. | 99,879 | 2,007 |
* | Solid Inc. | 295,620 | 1,980 |
Advanced Process Systems Corp. | 69,357 | 1,954 | |
Young Poong Corp. | 3,373 | 1,938 | |
ITM Semiconductor Co. Ltd. | 43,798 | 1,936 | |
Orion Holdings Corp. | 127,512 | 1,930 | |
* | Vidente Co. Ltd. | 238,182 | 1,926 |
* | Shinhan Financial Group Co. Ltd. ADR | 53,585 | 1,921 |
CJ CheilJedang Corp. Preference Shares | 10,192 | 1,902 |
Shares | Market Value ($000) | ||
OptoElectronics Solutions Co. Ltd. | 47,743 | 1,901 | |
InBody Co. Ltd. | 70,586 | 1,893 | |
Sungwoo Hitech Co. Ltd. | 289,969 | 1,885 | |
ENF Technology Co. Ltd. | 59,112 | 1,868 | |
Jeil Pharmaceutical Co. Ltd. | 48,063 | 1,863 | |
* | Sambu Engineering & Construction Co. Ltd. | 664,695 | 1,853 |
Chongkundang Holdings Corp. | 19,363 | 1,848 | |
* | Telcon RF Pharmaceutical Inc. | 453,804 | 1,848 |
* | Grand Korea Leisure Co. Ltd. | 124,199 | 1,835 |
Mirae Asset Life Insurance Co. Ltd. | 482,805 | 1,834 | |
SK Gas Ltd. | 16,749 | 1,824 | |
* | Sangsangin Co. Ltd. | 261,650 | 1,821 |
Harim Holdings Co. Ltd. | 195,165 | 1,819 | |
Binggrae Co. Ltd. | 31,845 | 1,798 | |
* | Eutilex Co. Ltd. | 62,134 | 1,798 |
Songwon Industrial Co. Ltd. | 103,406 | 1,775 | |
* | AbClon Inc. | 84,531 | 1,769 |
* | Neowiz | 77,979 | 1,750 |
* | Inscobee Inc. | 628,890 | 1,740 |
Interpark Corp. | 348,740 | 1,709 | |
* | Lutronic Corp. | 131,610 | 1,691 |
Taeyoung Engineering & Construction Co. Ltd. | 148,458 | 1,649 | |
KC Tech Co. Ltd. | 62,161 | 1,620 | |
Youlchon Chemical Co. Ltd. | 81,283 | 1,604 | |
i-SENS Inc. | 58,739 | 1,587 | |
Kwang Dong Pharmaceutical Co. Ltd. | 197,783 | 1,585 | |
Vieworks Co. Ltd. | 47,630 | 1,580 | |
* | G-treeBNT Co. Ltd. | 153,228 | 1,580 |
LG HelloVision Co. Ltd. | 194,022 | 1,557 | |
Eugene Investment & Securities Co. Ltd. | 380,747 | 1,545 | |
Hansol Paper Co. Ltd. | 105,300 | 1,529 | |
* | SCM Lifescience Co. Ltd. | 53,106 | 1,528 |
Korea Asset In Trust Co. Ltd. | 357,814 | 1,524 | |
Dongwon F&B Co. Ltd. | 7,333 | 1,484 | |
* | Aprogen pharmaceuticals Inc. | 1,345,802 | 1,476 |
Cuckoo Homesys Co. Ltd. | 36,463 | 1,465 | |
Hanil Cement Co. Ltd. | 10,315 | 1,461 | |
Hyundai Livart Furniture Co. Ltd. | 83,648 | 1,460 | |
iMarketKorea Inc. | 142,286 | 1,435 | |
Green Cross Cell Corp. | 39,247 | 1,431 | |
Youngone Holdings Co. Ltd. | 33,272 | 1,427 | |
* | STCUBE | 178,517 | 1,425 |
Hyundai Bioland Co. Ltd. | 69,481 | 1,398 | |
KISWIRE Ltd. | 61,779 | 1,378 | |
* | Hansol Technics Co. Ltd. | 166,478 | 1,350 |
* | Peptron Inc. | 119,458 | 1,343 |
Kolon Corp. | 43,765 | 1,337 | |
Maeil Dairies Co. Ltd. | 19,459 | 1,335 | |
Toptec Co. Ltd. | 116,323 | 1,313 | |
* | Lock&Lock Co. Ltd. | 106,002 | 1,290 |
Seobu T&D | 164,221 | 1,276 | |
* | Namsun Aluminum Co. Ltd. | 371,961 | 1,266 |
Samyang Corp. | 22,461 | 1,260 | |
KISCO Corp. | 136,647 | 1,244 | |
Humedix Co. Ltd. | 39,324 | 1,243 | |
* | Soulbrain Holdings Co. Ltd. | 37,413 | 1,230 |
* | Wonik Holdings Co. Ltd. | 202,877 | 1,217 |
Namhae Chemical Corp. | 132,560 | 1,213 | |
Samchully Co. Ltd. | 14,365 | 1,212 | |
NS Shopping Co. Ltd. | 97,273 | 1,208 | |
Kolmar Korea Holdings Co. Ltd. | 43,869 | 1,185 |
Shares | Market Value ($000) | ||
KT Skylife Co. Ltd. | 121,668 | 1,164 | |
Lotte Confectionery Co. Ltd. | 9,366 | 1,153 | |
BGF Co. Ltd. | 193,806 | 1,146 | |
ICD Co. Ltd. | 79,230 | 1,108 | |
Hansol Holdings Co. Ltd. | 257,533 | 1,091 | |
Lotte Food Co. Ltd. | 2,595 | 1,090 | |
* | Able C&C Co. Ltd. | 120,276 | 1,089 |
Byucksan Corp. | 263,447 | 1,084 | |
DB Financial Investment Co. Ltd. | 167,685 | 1,079 | |
SPC Samlip Co. Ltd. | 13,957 | 1,079 | |
KC Co. Ltd. | 44,827 | 1,075 | |
Aekyung Industrial Co. Ltd. | 43,393 | 1,059 | |
Hankook Shell Oil Co. Ltd. | 4,121 | 1,051 | |
* | Woongjin Thinkbig Co. Ltd. | 280,495 | 1,026 |
* | CJ Freshway Corp. | 33,552 | 1,016 |
Tongyang Life Insurance Co. Ltd. | 203,073 | 1,012 | |
* | Dongsung Pharmaceutical Co. Ltd. | 110,312 | 1,004 |
Dae Han Flour Mills Co. Ltd. | 6,231 | 999 | |
* | Gamevil Inc. | 28,917 | 991 |
TK Corp. | 98,388 | 970 | |
Cuckoo Holdings Co. Ltd. | 8,845 | 967 | |
E1 Corp. | 19,205 | 957 | |
Sung Kwang Bend Co. Ltd. | 107,988 | 927 | |
Daeduck Co. Ltd. | 122,486 | 925 | |
Hyundai Corp. | 51,179 | 920 | |
* | Interflex Co. Ltd. | 72,908 | 915 |
AK Holdings Inc. | 30,661 | 887 | |
Hanil Holdings Co. Ltd. | 70,305 | 856 | |
Sam Young Electronics Co. Ltd. | 66,608 | 830 | |
Daekyo Co. Ltd. | 174,991 | 822 | |
Kyobo Securities Co. Ltd. | 103,347 | 811 | |
Dae Hwa Pharmaceutical Co. Ltd. | 65,917 | 778 | |
* | CUROCOM Co. Ltd. | 590,197 | 731 |
Eusu Holdings Co. Ltd. | 114,688 | 728 | |
Muhak Co. Ltd. | 87,541 | 711 | |
F&F Holdings Co. Ltd. | 20,839 | 697 | |
SNT Dynamics Co. Ltd. | 70,309 | 687 | |
* | Sindoh Co. Ltd. | 22,140 | 675 |
* | Coreana Cosmetics Co. Ltd. | 148,739 | 654 |
Cell Biotech Co. Ltd. | 34,485 | 622 | |
* | Homecast Co. Ltd. | 189,088 | 601 |
* | SBS Media Holdings Co. Ltd. | 284,727 | 536 |
JW Holdings Corp. | 93,354 | 389 | |
* | L&F Co. Ltd. Rights Exp. 7/20/21 | 28,036 | 381 |
*,3 | Yuyang DNU Co. Ltd. | 336,958 | 365 |
* | Rfhic Corp. Rights Exp. 7/8/21 | 11,249 | 99 |
8,746,544 | |||
Spain (2.0%) | |||
Iberdrola SA (XMAD) | 38,264,476 | 466,622 | |
* | Banco Santander SA | 113,810,709 | 435,332 |
* | Banco Bilbao Vizcaya Argentaria SA | 44,252,897 | 274,500 |
2 | Cellnex Telecom SA | 4,041,475 | 257,771 |
Industria de Diseno Textil SA | 6,987,810 | 246,717 | |
* | Amadeus IT Group SA | 2,830,834 | 199,564 |
Telefonica SA | 33,556,775 | 156,625 | |
Repsol SA | 8,904,592 | 111,865 | |
Ferrovial SA | 3,158,963 | 92,837 | |
CaixaBank SA | 29,281,204 | 90,148 | |
*,2 | Aena SME SA | 467,147 | 76,650 |
Grifols SA | 2,195,466 | 59,534 | |
Red Electrica Corp. SA | 2,861,505 | 53,127 |
Shares | Market Value ($000) | ||
Endesa SA | 2,106,775 | 51,144 | |
Naturgy Energy Group SA | 1,975,622 | 50,846 | |
* | Siemens Gamesa Renewable Energy SA | 1,490,115 | 49,820 |
ACS Actividades de Construccion y Servicios SA | 1,484,466 | 39,796 | |
Enagas SA | 1,651,057 | 38,161 | |
Fluidra SA | 688,465 | 27,352 | |
* | Banco de Sabadell SA | 37,490,576 | 25,595 |
Bankinter SA | 4,562,573 | 22,955 | |
Acciona SA | 151,668 | 22,906 | |
Merlin Properties Socimi SA | 2,212,125 | 22,889 | |
Inmobiliaria Colonial Socimi SA | 2,150,265 | 21,716 | |
Viscofan SA | 260,875 | 18,184 | |
Acerinox SA | 1,267,525 | 15,348 | |
Mapfre SA | 6,552,430 | 13,862 | |
Grupo Catalana Occidente SA | 347,619 | 13,430 | |
Ebro Foods SA | 510,128 | 10,723 | |
CIE Automotive SA | 340,974 | 10,097 | |
* | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | 4,534,291 | 9,500 |
* | Applus Services SA | 950,328 | 9,284 |
Laboratorios Farmaceuticos Rovi SA | 133,147 | 9,227 | |
Cia de Distribucion Integral Logista Holdings SA | 429,413 | 8,829 | |
Almirall SA | 484,988 | 8,468 | |
2 | Euskaltel SA | 642,890 | 8,374 |
Pharma Mar SA | 90,847 | 8,189 | |
Zardoya Otis SA | 1,171,899 | 8,087 | |
Faes Farma SA | 1,952,185 | 7,793 | |
* | Indra Sistemas SA | 814,477 | 7,442 |
* | Solaria Energia y Medio Ambiente SA | 402,330 | 7,278 |
* | Mediaset Espana Comunicacion SA | 1,010,703 | 6,328 |
Sacyr SA (XMAD) | 2,386,380 | 6,075 | |
*,2 | Gestamp Automocion SA | 1,027,171 | 5,448 |
Prosegur Cia de Seguridad SA | 1,614,351 | 5,283 | |
Construcciones y Auxiliar de Ferrocarriles SA | 122,156 | 5,158 | |
* | Melia Hotels International SA | 692,614 | 5,137 |
2 | Unicaja Banco SA | 4,963,928 | 5,094 |
2 | Global Dominion Access SA | 744,515 | 3,864 |
*,2 | Neinor Homes SA | 285,107 | 3,855 |
*,2 | Aedas Homes SA | 133,618 | 3,697 |
* | Ence Energia y Celulosa SA | 809,889 | 3,296 |
Liberbank SA | 8,729,309 | 3,206 | |
*,1 | Tecnicas Reunidas SA | 206,300 | 2,616 |
2 | Prosegur Cash SA | 2,467,802 | 2,516 |
Lar Espana Real Estate Socimi SA | 398,686 | 2,318 | |
2 | Metrovacesa SA | 288,532 | 2,291 |
* | Atresmedia Corp. de Medios de Comunicacion SA | 519,052 | 2,275 |
* | ACS Actividades de Construccion y Servicios SA Rights Exp. 7/9/21 | 1,479,659 | 2,070 |
* | Promotora de Informaciones SA Class A | 1,726,804 | 1,579 |
* | Distribuidora Internacional de Alimentacion SA | 10,409,246 | 839 |
*,1 | NH Hotel Group SA | 157,953 | 660 |
* | Sacyr SA | 57,820 | 147 |
3,142,339 | |||
Sweden (3.4%) | |||
Investor AB Class B | 11,948,648 | 275,421 | |
Atlas Copco AB Class A | 4,184,570 | 256,968 | |
Telefonaktiebolaget LM Ericsson Class B | 19,919,265 | 250,463 | |
Volvo AB Class B | 10,004,967 | 241,114 | |
Assa Abloy AB Class B | 6,089,305 | 183,580 | |
Sandvik AB | 7,150,423 | 182,834 | |
Hexagon AB Class B | 11,821,858 | 175,157 | |
2 | Evolution AB | 1,058,003 | 167,357 |
* | H&M Hennes & Mauritz AB Class B | 5,820,071 | 138,223 |
Shares | Market Value ($000) | ||
Essity AB Class B | 4,044,151 | 134,145 | |
Atlas Copco AB Class B | 2,518,006 | 132,614 | |
Swedbank AB Class A | 6,664,936 | 124,081 | |
Skandinaviska Enskilda Banken AB Class A | 9,570,414 | 123,708 | |
Svenska Handelsbanken AB Class A | 9,863,053 | 111,334 | |
Epiroc AB Class A | 4,169,370 | 94,910 | |
Swedish Match Ab | 10,254,245 | 87,450 | |
Nibe Industrier AB Class B | 7,958,864 | 83,866 | |
Investor AB Class A | 3,632,453 | 82,918 | |
Telia Co. AB | 17,021,429 | 75,600 | |
Alfa Laval AB | 2,082,107 | 73,593 | |
Boliden AB | 1,818,112 | 69,960 | |
Svenska Cellulosa AB SCA Class B | 3,946,808 | 64,736 | |
* | Kinnevik AB Class B | 1,592,164 | 63,757 |
SKF AB Class B | 2,500,717 | 63,739 | |
Skanska AB Class B | 2,376,736 | 63,100 | |
*,2 | Sinch AB | 3,416,862 | 57,496 |
Getinge AB Class B | 1,481,804 | 55,898 | |
EQT AB | 1,519,670 | 55,203 | |
Industrivarden AB Class A | 1,409,480 | 54,819 | |
Epiroc AB Class B | 2,473,649 | 48,564 | |
Tele2 AB Class B | 3,550,458 | 48,407 | |
Indutrade AB | 1,864,272 | 47,726 | |
Castellum AB | 1,801,119 | 45,859 | |
Lundin Energy AB | 1,256,359 | 44,541 | |
Electrolux AB Class B | 1,525,629 | 42,278 | |
* | Fastighets AB Balder Class B | 668,034 | 41,878 |
Industrivarden AB Class C | 1,076,705 | 39,414 | |
Trelleborg AB Class B | 1,612,839 | 37,486 | |
2 | Dometic Group AB | 2,122,049 | 36,160 |
Husqvarna AB Class B | 2,712,306 | 36,047 | |
Lifco AB Class B | 1,508,416 | 35,279 | |
Elekta AB Class B | 2,382,164 | 34,536 | |
Volvo AB Class A | 1,381,041 | 34,277 | |
Sagax AB Class B | 1,153,913 | 34,247 | |
Securitas AB Class B | 2,050,235 | 32,387 | |
L E Lundbergforetagen AB Class B | 489,493 | 31,592 | |
Investment AB Latour Class B | 950,733 | 31,215 | |
2 | Thule Group AB | 698,037 | 30,943 |
Beijer Ref AB Class B | 1,618,168 | 28,849 | |
Holmen AB Class B | 638,010 | 28,819 | |
Samhallsbyggnadsbolaget i Norden AB | 6,606,710 | 27,700 | |
Fabege AB | 1,712,051 | 27,453 | |
Avanza Bank Holding AB | 823,960 | 25,707 | |
AAK AB | 1,140,920 | 25,581 | |
Sweco AB Class B | 1,328,723 | 24,185 | |
ICA Gruppen AB | 515,398 | 23,992 | |
BillerudKorsnas AB | 1,173,223 | 23,294 | |
* | Nordic Entertainment Group AB Class B | 504,143 | 22,237 |
* | Swedish Orphan Biovitrum AB | 1,173,326 | 21,404 |
AF Poyry AB | 648,547 | 21,342 | |
AddTech AB Class B | 1,250,509 | 20,758 | |
Hexpol AB | 1,640,039 | 20,275 | |
2 | Bravida Holding AB | 1,340,419 | 19,403 |
* | SSAB AB Class B | 4,409,124 | 19,314 |
Axfood AB | 696,124 | 19,263 | |
Wihlborgs Fastigheter AB | 887,388 | 19,246 | |
Nordnet AB publ | 1,049,472 | 17,703 | |
Vitrolife AB | 425,352 | 17,682 | |
Wallenstam AB Class B | 1,087,102 | 17,219 | |
1 | Intrum AB | 518,087 | 16,971 |
Shares | Market Value ($000) | ||
Peab AB Class B | 1,315,556 | 16,259 | |
Saab AB Class B | 608,002 | 16,142 | |
JM AB | 463,808 | 16,032 | |
Nyfosa AB | 1,173,011 | 15,865 | |
Bure Equity AB | 365,828 | 15,814 | |
Loomis AB Class B | 500,527 | 15,658 | |
Arjo AB Class B | 1,487,287 | 15,331 | |
Kungsleden AB | 1,250,859 | 15,139 | |
Mycronic AB | 457,755 | 13,816 | |
* | Sectra AB Class B | 172,155 | 13,327 |
Instalco AB | 313,685 | 13,020 | |
Mips AB | 146,711 | 12,619 | |
Hufvudstaden AB Class A | 719,663 | 12,236 | |
Nolato AB Class B | 1,162,348 | 11,448 | |
NCC AB Class B | 646,361 | 11,034 | |
Bilia AB Class A | 506,134 | 10,731 | |
* | Electrolux Professional AB Class B | 1,510,954 | 10,712 |
Lindab International AB | 455,478 | 10,632 | |
Medicover AB Class B | 381,971 | 10,477 | |
Biotage AB | 434,432 | 10,287 | |
* | BHG Group AB | 517,741 | 10,017 |
Granges AB | 704,307 | 9,782 | |
* | Pandox AB Class B | 583,853 | 9,725 |
Catena AB | 179,217 | 9,586 | |
* | Modern Times Group MTG AB Class B | 680,706 | 9,204 |
*,2 | Boozt AB | 410,741 | 9,029 |
Corem Property Group AB Class B | 3,634,990 | 8,236 | |
* | CELLINK AB Class B | 164,349 | 8,147 |
* | SSAB AB Class A | 1,610,783 | 7,893 |
Ratos AB Class B | 1,287,964 | 7,814 | |
Troax Group AB | 226,642 | 7,404 | |
Atrium Ljungberg AB Class B | 294,819 | 6,711 | |
Nobia AB | 761,780 | 6,496 | |
* | Betsson AB Class B | 787,665 | 6,427 |
2 | Munters Group AB | 699,916 | 6,261 |
Vitec Software Group AB Class B | 150,789 | 6,238 | |
* | VNV Global AB | 551,915 | 6,150 |
Bonava AB Class B | 554,096 | 6,101 | |
Adapteo Oyj | 307,776 | 5,906 | |
Dios Fastigheter AB | 561,927 | 5,818 | |
*,1 | SAS AB | 23,461,602 | 5,758 |
Platzer Fastigheter Holding AB Class B | 360,211 | 5,460 | |
Concentric AB | 249,869 | 5,136 | |
*,1 | Hansa Biopharma AB | 289,291 | 5,072 |
INVISIO AB | 216,115 | 4,765 | |
* | Kinnevik AB Class A | 104,383 | 4,730 |
2 | Resurs Holding AB | 929,819 | 4,594 |
* | Mekonomen AB | 276,222 | 4,564 |
* | SkiStar AB | 270,568 | 4,510 |
Cloetta AB Class B | 1,385,343 | 4,136 | |
Telefonaktiebolaget LM Ericsson Class A | 297,372 | 3,741 | |
Corem Property Group AB Preference Shares | 99,359 | 3,681 | |
*,1,2 | Oncopeptides AB | 328,785 | 3,588 |
*,1,2 | Scandic Hotels Group AB | 894,260 | 3,496 |
Svenska Handelsbanken AB Class B | 279,991 | 3,351 | |
Investment AB Oresund | 189,678 | 3,293 | |
* | Karo Pharma AB | 513,214 | 3,286 |
* | Camurus AB | 128,979 | 3,224 |
*,2 | Attendo AB | 691,939 | 3,167 |
* | Clas Ohlson AB Class B | 254,868 | 2,628 |
Sagax AB Class D | 628,585 | 2,442 |
Shares | Market Value ($000) | ||
Svenska Cellulosa AB SCA Class A | 142,409 | 2,346 | |
* | Collector AB | 535,969 | 2,286 |
Husqvarna AB Class A | 158,624 | 2,135 | |
Samhallsbyggnadsbolaget i Norden AB Class D | 415,612 | 1,416 | |
SKF AB Class A | 52,406 | 1,335 | |
Skandinaviska Enskilda Banken AB Class C | 85,371 | 1,090 | |
NCC AB Class A | 21,830 | 377 | |
* | Annehem Fastigheter AB Class B | 25,418 | 97 |
5,280,505 | |||
Switzerland (7.4%) | |||
Nestle SA (Registered) | 18,734,771 | 2,335,235 | |
Roche Holding AG | 4,568,863 | 1,721,722 | |
Novartis AG (Registered) | 14,088,798 | 1,285,273 | |
Cie Financiere Richemont SA Class A (Registered) | 3,394,082 | 411,460 | |
Zurich Insurance Group AG | 987,314 | 396,570 | |
ABB Ltd. (Registered) | 11,268,093 | 382,830 | |
Lonza Group AG (Registered) | 492,788 | 349,365 | |
UBS Group AG (Registered) | 21,909,201 | 335,588 | |
Sika AG (Registered) | 941,004 | 308,309 | |
Givaudan SA (Registered) | 61,307 | 285,397 | |
Partners Group Holding AG | 149,052 | 225,955 | |
Alcon Inc. | 3,055,089 | 214,276 | |
Geberit AG (Registered) | 233,582 | 175,460 | |
Swiss Re AG | 1,917,180 | 173,165 | |
Credit Suisse Group AG (Registered) | 15,947,879 | 166,941 | |
* | Holcim Ltd. | 2,749,041 | 165,240 |
Sonova Holding AG (Registered) | 352,549 | 132,789 | |
SGS SA (Registered) | 38,970 | 120,319 | |
Logitech International SA (Registered) | 981,985 | 119,255 | |
Kuehne + Nagel International AG (Registered) | 332,754 | 113,888 | |
Straumann Holding AG (Registered) | 66,887 | 106,688 | |
Swiss Life Holding AG (Registered) | 209,769 | 102,043 | |
Swisscom AG (Registered) | 168,743 | 96,418 | |
Julius Baer Group Ltd. | 1,435,060 | 93,728 | |
Roche Holding AG (Bearer) | 214,305 | 87,158 | |
Schindler Holding AG Ptg. Ctf. | 271,240 | 83,009 | |
Chocoladefabriken Lindt & Spruengli AG (Registered) | 679 | 71,142 | |
Chocoladefabriken Lindt & Spruengli AG Ptg. Ctf. | 6,983 | 69,516 | |
Adecco Group AG (Registered) | 1,018,700 | 69,314 | |
Swatch Group AG (Bearer) | 191,661 | 65,819 | |
Temenos AG (Registered) | 405,874 | 65,254 | |
* | SIG Combibloc Group AG | 2,230,239 | 60,726 |
2 | VAT Group AG | 170,467 | 56,690 |
Barry Callebaut AG (Registered) | 23,646 | 54,955 | |
Swiss Prime Site AG (Registered) | 499,212 | 49,545 | |
Baloise Holding AG (Registered) | 298,437 | 46,597 | |
EMS-Chemie Holding AG (Registered) | 47,116 | 46,311 | |
Vifor Pharma AG | 343,167 | 44,463 | |
Georg Fischer AG (Registered) | 27,259 | 40,480 | |
Tecan Group AG (Registered) | 79,289 | 39,289 | |
* | Holcim Ltd. (XSWX) | 635,227 | 38,082 |
Schindler Holding AG (Registered) | 125,860 | 36,829 | |
PSP Swiss Property AG (Registered) | 284,920 | 36,179 | |
* | ams AG | 1,632,721 | 32,800 |
* | Clariant AG (Registered) | 1,500,405 | 29,876 |
Belimo Holding AG (Registered) | 61,666 | 28,241 | |
* | Siegfried Holding AG (Registered) | 26,952 | 25,293 |
Helvetia Holding AG (Registered) | 231,287 | 24,905 | |
2 | Galenica AG | 322,928 | 22,799 |
Bucher Industries AG (Registered) | 43,048 | 22,542 | |
Bachem Holding AG (Registered) Class B | 37,161 | 22,043 |
Shares | Market Value ($000) | ||
Cembra Money Bank AG | 195,219 | 21,902 | |
* | Dufry AG (Registered) | 366,791 | 21,765 |
* | Flughafen Zurich AG (Registered) | 126,130 | 20,880 |
* | Idorsia Ltd. | 755,832 | 20,799 |
Swatch Group AG (Registered) | 292,462 | 19,311 | |
* | Zur Rose Group AG | 50,343 | 19,278 |
Allreal Holding AG (Registered) | 92,975 | 18,301 | |
DKSH Holding AG | 236,819 | 18,142 | |
Banque Cantonale Vaudoise (Registered) | 187,891 | 16,884 | |
Daetwyler Holding AG (Bearer) | 48,711 | 16,467 | |
SFS Group AG | 112,742 | 16,236 | |
Sulzer AG (Registered) | 115,662 | 16,004 | |
* | Softwareone Holding AG | 673,593 | 15,936 |
Inficon Holding AG (Registered) | 12,880 | 14,897 | |
Interroll Holding AG (Registered) | 3,632 | 14,404 | |
Vontobel Holding AG (Registered) | 183,036 | 14,285 | |
Mobimo Holding AG (Registered) | 43,249 | 14,211 | |
1 | Stadler Rail AG | 320,930 | 14,111 |
OC Oerlikon Corp. AG (Registered) | 1,241,202 | 13,784 | |
dormakaba Holding AG | 20,101 | 13,710 | |
Comet Holding AG (Registered) | 49,249 | 13,563 | |
Emmi AG (Registered) | 12,775 | 13,109 | |
Forbo Holding AG (Registered) | 6,864 | 12,994 | |
BKW AG | 120,533 | 12,554 | |
Bystronic AG | 8,677 | 11,738 | |
* | Landis+Gyr Group AG | 163,829 | 11,442 |
Valiant Holding AG (Registered) | 106,159 | 10,534 | |
Huber + Suhner AG (Registered) | 114,259 | 9,661 | |
Schweiter Technologies AG (Bearer) | 6,223 | 9,129 | |
Kardex Holding AG (Registered) | 38,943 | 9,014 | |
Swissquote Group Holding SA (Registered) | 57,746 | 8,735 | |
*,3 | Aryzta AG | 6,228,830 | 8,511 |
Burckhardt Compression Holding AG | 20,806 | 8,431 | |
St. Galler Kantonalbank AG (Registered) | 18,669 | 8,298 | |
VZ Holding AG | 88,359 | 7,482 | |
LEM Holding SA (Registered) | 3,129 | 6,561 | |
Zehnder Group AG | 63,226 | 6,037 | |
* | Komax Holding AG (Registered) | 23,089 | 5,834 |
Arbonia AG | 283,898 | 5,431 | |
*,2 | Medacta Group SA | 41,321 | 5,429 |
* | Valora Holding AG (Registered) | 24,883 | 5,236 |
Bossard Holding AG (Registered) Class A | 17,079 | 5,219 | |
* | ALSO Holding AG (Registered) | 17,695 | 5,108 |
Vetropack Holding AG (Registered) | 83,519 | 5,044 | |
Intershop Holding AG | 7,464 | 4,903 | |
*,1 | COSMO Pharmaceuticals NV | 46,257 | 4,264 |
* | EFG International AG | 505,538 | 4,150 |
* | Bobst Group SA (Registered) | 51,619 | 4,130 |
Leonteq AG | 68,748 | 4,111 | |
* | Rieter Holding AG (Registered) | 20,389 | 3,992 |
Bell Food Group AG (Registered) | 12,826 | 3,935 | |
* | Ascom Holding AG (Registered) | 237,473 | 3,925 |
*,1 | Basilea Pharmaceutica AG (Registered) | 78,354 | 3,832 |
* | Autoneum Holding AG | 18,608 | 3,477 |
* | Ypsomed Holding AG (Registered) | 21,381 | 3,331 |
* | u-blox Holding AG | 44,503 | 3,274 |
* | Implenia AG (Registered) | 94,660 | 2,463 |
* | GAM Holding AG | 1,023,926 | 2,226 |
Hiag Immobilien Holding AG | 18,884 | 2,080 | |
VP Bank AG (Registered) | 15,160 | 1,820 |
Shares | Market Value ($000) | ||
* | APG SGA SA | 6,792 | 1,665 |
11,691,750 | |||
United Kingdom (12.7%) | |||
AstraZeneca plc | 8,733,220 | 1,049,246 | |
HSBC Holdings plc | 135,883,470 | 784,253 | |
Diageo plc | 15,271,493 | 731,940 | |
GlaxoSmithKline plc | 32,869,489 | 646,184 | |
Rio Tinto plc | 7,225,614 | 596,746 | |
BP plc | 132,353,864 | 580,424 | |
British American Tobacco plc | 14,822,525 | 575,493 | |
Unilever plc (XAMS) | 9,376,176 | 549,528 | |
Royal Dutch Shell plc Class A | 27,240,695 | 546,118 | |
Royal Dutch Shell plc Class B | 24,707,262 | 479,637 | |
Unilever plc (XLON) | 7,974,588 | 465,984 | |
BHP Group plc | 13,828,278 | 409,192 | |
Reckitt Benckiser Group plc | 4,214,245 | 372,329 | |
* | Glencore plc | 80,030,399 | 343,498 |
Prudential plc | 17,390,689 | 330,871 | |
RELX plc | 12,361,919 | 327,797 | |
Anglo American plc | 8,178,252 | 325,447 | |
Vodafone Group plc | 186,591,460 | 312,733 | |
Lloyds Banking Group plc | 470,888,263 | 304,598 | |
National Grid plc | 23,620,934 | 300,451 | |
Barclays plc | 112,664,944 | 267,363 | |
London Stock Exchange Group plc | 2,414,400 | 266,817 | |
* | Compass Group plc | 11,854,085 | 249,741 |
Experian plc | 6,082,481 | 234,840 | |
CRH plc (XDUB) | 4,538,466 | 230,414 | |
Ashtead Group plc | 2,972,351 | 220,930 | |
Ferguson plc | 1,488,716 | 207,121 | |
* | Flutter Entertainment plc (XDUB) | 1,102,658 | 200,682 |
Tesco plc | 50,801,069 | 156,934 | |
* | BT Group plc | 58,006,555 | 155,884 |
BAE Systems plc | 21,466,616 | 155,118 | |
Aviva plc | 26,060,003 | 146,300 | |
SSE plc | 6,943,221 | 144,202 | |
Legal & General Group plc | 39,446,791 | 140,730 | |
Imperial Brands plc | 6,269,176 | 135,181 | |
Smith & Nephew plc | 5,840,314 | 126,660 | |
Segro plc | 7,951,415 | 120,371 | |
Standard Chartered plc | 16,993,798 | 108,451 | |
WPP plc | 7,787,813 | 105,275 | |
3i Group plc | 6,341,780 | 102,920 | |
Natwest Group plc | 34,875,947 | 98,151 | |
*,2 | Just Eat Takeaway.com NV (XLON) | 1,012,506 | 93,906 |
Halma plc | 2,516,290 | 93,745 | |
* | Entain plc | 3,873,960 | 93,609 |
Smurfit Kappa Group plc | 1,705,079 | 92,765 | |
* | Next plc | 847,467 | 92,233 |
Spirax-Sarco Engineering plc | 488,479 | 92,003 | |
Croda International plc | 894,395 | 91,223 | |
* | Ocado Group plc | 3,233,176 | 89,584 |
Persimmon plc | 2,113,592 | 86,580 | |
Mondi plc (XLON) | 3,219,268 | 84,758 | |
Rentokil Initial plc | 12,363,239 | 84,678 | |
Intertek Group plc | 1,071,950 | 82,041 | |
* | InterContinental Hotels Group plc | 1,215,871 | 81,039 |
* | Burberry Group plc | 2,673,501 | 76,460 |
Bunzl plc | 2,237,298 | 74,013 | |
St. James's Place plc | 3,532,037 | 72,219 | |
Associated British Foods plc | 2,315,280 | 71,072 |
Shares | Market Value ($000) | ||
Kingfisher plc | 14,021,271 | 70,767 | |
* | Informa plc | 9,948,718 | 69,141 |
Melrose Industries plc | 31,955,201 | 68,784 | |
Sage Group plc | 7,196,027 | 68,162 | |
* | Rolls-Royce Holdings plc | 49,596,395 | 67,898 |
Barratt Developments plc | 6,740,299 | 64,900 | |
United Utilities Group plc | 4,530,698 | 61,152 | |
Admiral Group plc | 1,394,314 | 60,670 | |
Smiths Group plc | 2,634,158 | 58,014 | |
* | Whitbread plc | 1,339,692 | 57,912 |
Pearson plc | 5,018,435 | 57,792 | |
Hargreaves Lansdown plc | 2,519,395 | 55,438 | |
Severn Trent plc | 1,586,997 | 54,938 | |
*,2 | Auto Trader Group plc | 6,269,794 | 54,911 |
M&G plc | 17,257,799 | 54,671 | |
Intermediate Capital Group plc | 1,845,789 | 54,290 | |
DCC plc | 656,523 | 53,779 | |
Johnson Matthey plc | 1,261,273 | 53,700 | |
Standard Life Aberdeen plc | 14,264,827 | 53,515 | |
Taylor Wimpey plc | 24,015,216 | 52,851 | |
Rightmove plc | 5,696,728 | 51,203 | |
Polymetal International plc | 2,368,459 | 51,004 | |
Wm Morrison Supermarkets plc | 14,787,118 | 50,470 | |
DS Smith plc | 8,490,029 | 49,154 | |
* | Royal Mail plc | 6,085,095 | 48,655 |
Berkeley Group Holdings plc | 749,774 | 47,674 | |
B&M European Value Retail SA | 5,926,652 | 47,051 | |
* | Coca-Cola HBC AG | 1,297,360 | 46,960 |
Antofagasta plc | 2,302,623 | 45,790 | |
Electrocomponents plc | 3,121,790 | 44,476 | |
* | Weir Group plc | 1,722,984 | 44,230 |
Land Securities Group plc | 4,734,846 | 44,189 | |
Pennon Group plc | 2,794,286 | 43,913 | |
* | ITV plc | 24,702,468 | 42,933 |
Howden Joinery Group plc | 3,790,862 | 42,871 | |
IMI plc | 1,778,860 | 42,336 | |
Dechra Pharmaceuticals plc | 698,221 | 42,229 | |
British Land Co. plc | 6,150,919 | 42,076 | |
JD Sports Fashion plc | 3,272,423 | 41,644 | |
J Sainsbury plc | 10,934,889 | 41,158 | |
AVEVA Group plc | 787,044 | 40,396 | |
Phoenix Group Holdings plc | 4,165,595 | 38,994 | |
Hikma Pharmaceuticals plc | 1,120,991 | 37,936 | |
Bellway plc | 823,489 | 36,893 | |
Schroders plc | 748,368 | 36,396 | |
Direct Line Insurance Group plc | 8,998,629 | 35,493 | |
2 | ConvaTec Group plc | 10,625,019 | 35,370 |
* | Travis Perkins plc | 1,493,604 | 34,946 |
* | THG plc | 4,105,090 | 34,671 |
Spectris plc | 765,060 | 34,314 | |
Games Workshop Group plc | 216,813 | 34,192 | |
* | Meggitt plc | 5,174,613 | 33,055 |
Future plc | 751,543 | 32,586 | |
Diploma plc | 806,739 | 32,454 | |
Tate & Lyle plc | 3,103,108 | 31,738 | |
Evraz plc | 3,850,557 | 31,591 | |
UNITE Group plc | 2,113,131 | 31,408 | |
Tritax Big Box REIT plc | 11,452,219 | 31,115 | |
Derwent London plc | 670,636 | 30,761 | |
Genus plc | 432,229 | 29,684 | |
IG Group Holdings plc | 2,429,203 | 28,466 |
Shares | Market Value ($000) | ||
* | Centrica plc | 39,068,040 | 27,847 |
Inchcape plc | 2,600,982 | 27,681 | |
Rotork plc | 5,780,909 | 27,265 | |
* | Marks & Spencer Group plc | 12,973,283 | 26,312 |
* | Hiscox Ltd. | 2,229,956 | 25,685 |
2 | Avast plc | 3,682,792 | 24,967 |
UDG Healthcare plc | 1,678,927 | 24,845 | |
HomeServe plc | 1,840,932 | 24,347 | |
* | Greggs plc | 662,698 | 23,854 |
Vistry Group plc | 1,462,192 | 23,806 | |
2 | Quilter plc | 11,353,453 | 23,362 |
Man Group plc | 9,367,049 | 23,300 | |
Grafton Group plc | 1,453,284 | 23,097 | |
Britvic plc | 1,768,623 | 22,959 | |
* | Virgin Money UK plc | 8,255,315 | 22,707 |
* | Hays plc | 10,279,834 | 22,576 |
*,2 | Countryside Properties plc | 3,431,801 | 22,503 |
*,1 | TUI AG | 4,243,311 | 21,720 |
Close Brothers Group plc | 993,341 | 20,818 | |
Softcat plc | 828,543 | 20,363 | |
* | Carnival plc | 884,796 | 20,309 |
* | IWG plc | 4,778,827 | 19,888 |
Pets at Home Group plc | 3,141,823 | 19,860 | |
Big Yellow Group plc | 1,078,121 | 19,474 | |
* | SSP Group plc | 5,218,244 | 19,255 |
Victrex plc | 545,433 | 19,238 | |
Cranswick plc | 348,020 | 19,146 | |
Aggreko plc | 1,596,385 | 19,053 | |
Balfour Beatty plc | 4,406,483 | 18,730 | |
LondonMetric Property plc | 5,841,933 | 18,687 | |
Primary Health Properties plc | 8,715,403 | 18,556 | |
* | WH Smith plc | 830,441 | 18,504 |
* | easyJet plc | 1,486,112 | 18,432 |
* | Beazley plc | 3,997,879 | 18,404 |
2 | John Laing Group plc | 3,274,842 | 18,127 |
* | International Consolidated Airlines Group SA | 7,454,830 | 18,000 |
Assura plc | 17,491,542 | 17,883 | |
Safestore Holdings plc | 1,363,335 | 17,859 | |
QinetiQ Group plc | 3,746,078 | 17,831 | |
*,2 | Watches of Switzerland Group plc | 1,537,013 | 17,773 |
Investec plc | 4,423,116 | 17,668 | |
Grainger plc | 4,412,016 | 17,388 | |
Computacenter plc | 472,111 | 16,826 | |
Domino's Pizza Group plc | 3,092,003 | 16,634 | |
Great Portland Estates plc | 1,678,649 | 16,457 | |
* | Dr. Martens plc | 2,669,628 | 16,424 |
Ashmore Group plc | 3,032,255 | 16,161 | |
*,2 | Wizz Air Holdings plc | 249,565 | 16,135 |
OSB Group plc | 2,508,787 | 16,114 | |
* | Pagegroup plc | 2,070,391 | 16,031 |
*,2 | Network International Holdings plc | 3,082,888 | 15,620 |
Drax Group plc | 2,652,094 | 15,557 | |
Renishaw plc | 226,705 | 15,456 | |
Synthomer plc | 2,210,236 | 15,043 | |
* | Ascential plc | 2,615,379 | 15,033 |
Serco Group plc | 7,898,528 | 14,829 | |
Ultra Electronics Holdings plc | 467,826 | 14,828 | |
Micro Focus International plc | 1,947,435 | 14,745 | |
Dunelm Group plc | 747,469 | 14,703 | |
Bodycote plc | 1,244,169 | 14,577 | |
Shaftesbury plc | 1,850,536 | 14,559 |
Shares | Market Value ($000) | ||
TP ICAP Group plc | 5,239,906 | 14,176 | |
British American Tobacco plc ADR | 358,284 | 14,084 | |
Savills plc | 878,909 | 14,031 | |
1 | Hammerson plc | 27,074,449 | 13,938 |
Lancashire Holdings Ltd. | 1,616,829 | 13,717 | |
Spirent Communications plc | 4,011,464 | 13,675 | |
Gamesys Group plc | 534,383 | 13,630 | |
* | John Wood Group plc | 4,441,268 | 13,530 |
Fresnillo plc | 1,235,696 | 13,213 | |
* | National Express Group plc | 3,578,407 | 13,202 |
Genuit Group plc | 1,544,332 | 13,107 | |
Redrow plc | 1,510,848 | 12,816 | |
Marshalls plc | 1,308,127 | 12,426 | |
*,2 | Trainline plc | 3,052,223 | 12,388 |
IntegraFin Holdings plc | 1,724,547 | 12,303 | |
Moneysupermarket.com Group plc | 3,436,248 | 12,199 | |
Plus500 Ltd. | 653,570 | 12,081 | |
* | Dixons Carphone plc | 6,687,509 | 12,051 |
Paragon Banking Group plc | 1,684,835 | 11,885 | |
* | Playtech plc | 2,018,251 | 11,883 |
*,1,2 | Aston Martin Lagonda Global Holdings plc | 448,469 | 11,662 |
AJ Bell plc | 1,931,345 | 11,599 | |
Ferrexpo plc | 1,943,757 | 11,531 | |
Sanne Group plc | 1,000,843 | 11,524 | |
Oxford Instruments plc | 352,786 | 11,285 | |
Jupiter Fund Management plc | 2,877,905 | 11,232 | |
* | Capital & Counties Properties plc | 4,872,750 | 10,886 |
Hill & Smith Holdings plc | 525,203 | 10,861 | |
IP Group plc | 6,638,957 | 10,702 | |
* | Mediclinic International plc | 2,600,832 | 10,699 |
Rhi Magnesita NV | 189,718 | 10,633 | |
* | Indivior plc | 4,837,954 | 10,352 |
Vesuvius plc | 1,412,740 | 10,342 | |
* | Frasers Group plc | 1,229,295 | 10,250 |
Workspace Group plc | 885,872 | 10,221 | |
Centamin plc | 7,169,471 | 10,056 | |
Euromoney Institutional Investor plc | 706,489 | 9,967 | |
Sirius Real Estate Ltd. | 6,486,037 | 9,916 | |
* | Crest Nicholson Holdings plc | 1,657,679 | 9,632 |
Rathbone Brothers plc | 379,845 | 9,525 | |
888 Holdings plc | 1,786,145 | 9,493 | |
* | J D Wetherspoon plc | 570,882 | 9,304 |
Brewin Dolphin Holdings plc | 1,931,629 | 9,290 | |
Morgan Advanced Materials plc | 1,894,115 | 9,257 | |
* | Firstgroup plc | 8,124,173 | 9,213 |
St. Modwen Properties plc | 1,175,558 | 9,049 | |
Coats Group plc | 9,560,906 | 9,010 | |
Redde Northgate plc | 1,617,781 | 8,936 | |
* | Just Group plc | 6,850,193 | 8,835 |
* | Restaurant Group plc | 4,891,351 | 8,678 |
* | Bytes Technology Group plc (XLON) | 1,338,278 | 8,574 |
Essentra plc | 1,978,185 | 8,460 | |
* | Mitie Group plc | 8,682,510 | 8,175 |
FDM Group Holdings plc | 568,186 | 8,022 | |
* | Elementis plc | 3,834,918 | 8,002 |
* | Halfords Group plc | 1,327,684 | 7,921 |
2 | TI Fluid Systems plc Class B | 1,844,655 | 7,859 |
* | Energean plc | 789,129 | 7,793 |
XP Power Ltd. | 100,032 | 7,722 | |
* | Tullow Oil plc | 9,356,349 | 7,707 |
Kainos Group plc | 375,616 | 7,665 |
Shares | Market Value ($000) | ||
2 | Ibstock plc | 2,587,103 | 7,642 |
Vectura Group plc | 3,950,911 | 7,461 | |
Chemring Group plc | 1,864,619 | 7,430 | |
Clarkson plc | 164,084 | 7,249 | |
NCC Group plc | 1,756,657 | 7,149 | |
*,1 | Cineworld Group plc | 6,642,521 | 7,126 |
2 | Airtel Africa plc | 6,601,278 | 7,049 |
Avon Rubber plc | 187,901 | 6,817 | |
* | AO World plc | 1,926,241 | 6,760 |
* | Babcock International Group plc | 1,664,576 | 6,681 |
Ninety One plc | 2,171,620 | 6,611 | |
Telecom Plus plc | 418,203 | 6,578 | |
Cairn Energy plc | 3,232,807 | 6,530 | |
* | Petropavlovsk plc | 19,885,746 | 6,523 |
* | Mitchells & Butlers plc | 1,690,356 | 6,516 |
Hilton Food Group plc | 423,956 | 6,419 | |
* | C&C Group plc (XLON) | 1,900,382 | 6,388 |
*,2 | Spire Healthcare Group plc | 1,872,828 | 6,378 |
* | Greencore Group plc | 3,450,936 | 5,999 |
* | Senior plc | 2,738,578 | 5,735 |
* | Wickes Group plc | 1,673,599 | 5,695 |
* | Capita plc | 10,935,093 | 5,651 |
* | Moonpig Group plc | 938,458 | 5,568 |
* | Provident Financial plc | 1,686,741 | 5,415 |
*,2 | Equiniti Group plc | 2,174,554 | 5,405 |
Keller Group plc | 468,088 | 5,178 | |
UK Commercial Property REIT Ltd. | 4,892,009 | 5,175 | |
* | Marston's plc | 4,198,105 | 5,113 |
* | PureTech Health plc | 1,016,213 | 4,788 |
* | Bank of Georgia Group plc | 249,735 | 4,646 |
2 | CMC Markets plc | 724,232 | 4,598 |
* | Go-Ahead Group plc | 285,216 | 4,414 |
Hochschild Mining plc | 2,073,689 | 4,406 | |
Picton Property Income Ltd. | 3,657,011 | 4,396 | |
BMO Commercial Property Trust Ltd. | 3,468,755 | 4,348 | |
PZ Cussons plc | 1,230,499 | 4,171 | |
Helical plc | 670,332 | 4,032 | |
* | AG Barr plc | 550,118 | 3,943 |
* | TBC Bank Group plc | 230,337 | 3,699 |
* | SIG plc | 4,709,022 | 3,437 |
CLS Holdings plc | 1,025,851 | 3,414 | |
* | Rank Group plc | 1,347,203 | 3,130 |
* | Stagecoach Group plc | 2,694,393 | 3,062 |
2 | ContourGlobal plc | 1,140,769 | 3,048 |
Devro plc | 1,122,228 | 2,990 | |
Hunting plc | 946,608 | 2,896 | |
* | Petrofac Ltd. | 1,726,575 | 2,634 |
* | C&C Group plc | 690,968 | 2,325 |
*,1,2 | Funding Circle Holdings plc | 1,009,888 | 2,109 |
Micro Focus International plc ADR | 247,416 | 1,863 | |
2 | Bakkavor Group plc | 1,007,163 | 1,804 |
2 | Alfa Financial Software Holdings plc | 621,608 | 1,113 |
*,2,3 | Finablr plc | 1,120,022 | 171 |
*,1,3 | Intu Properties plc | 5,470,032 | 134 |
Glanbia plc | 771 | 13 | |
*,3 | NMC Health plc | 510,606 | — |
*,3 | Carillion plc | 2,500,529 | — |
19,972,053 | |||
Total Common Stocks (Cost $116,892,147) | 155,714,464 |
Shares | Market Value ($000) | ||
Temporary Cash Investments (1.6%) | |||
Money Market Fund (1.6%) | |||
4,5 | Vanguard Market Liquidity Fund, 0.056% (Cost $2,466,752) | 24,673,184 | 2,467,319 |
Total Investments (100.4%) (Cost $119,358,899) | 158,181,783 | ||
Other Assets and Liabilities—Net (-0.4%) | (580,992) | ||
Net Assets (100%) | 157,600,791 | ||
Cost is in $000. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $1,221,596,000. |
2 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2021, the aggregate value was $3,771,910,000, representing 2.4% of net assets. |
3 | Security value determined using significant unobservable inputs. |
4 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
5 | Collateral of $1,313,786,000 was received for securities on loan. |
ADR—American Depositary Receipt. | |
GDR—Global Depositary Receipt. | |
Ptg. Ctf.—Participating Certificates. | |
REIT—Real Estate Investment Trust. |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
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.
Not applicable.
Item 11: Controls and Procedures.
(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.
(b) Internal Control Over Financial Reporting. In 2020, a third-party service provider began performing certain administrative and accounting services for Vanguard Developed Markets Index Fund. There were no other significant changes in the Registrant’s Internal Control Over Financial Reporting or in other factors that could significantly affect this control subsequent to the date of the evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses.
Item 12: Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13: Exhibits.
(a)(1) | Not applicable. |
(a)(2) | Certifications filed herewith. |
(b) | Certifications field herewith. |
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.
VANGUARD TAX-MANAGED FUNDS | ||
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY | ||
CHIEF EXECUTIVE OFFICER |
Date: August 19, 2021
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
VANGUARD TAX-MANAGED FUNDS | ||
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY | ||
CHIEF EXECUTIVE OFFICER |
Date: August 19, 2021
VANGUARD TAX-MANAGED FUNDS | ||
BY: | /s/ JOHN BENDL* | |
JOHN BENDL | ||
CHIEF FINANCIAL OFFICER |
Date: August 19, 2021
* By: | /s/ Anne E. Robinson |
Anne E. Robinson, pursuant to a Power of Attorney filed on August 26, 2021 (see file Number 811-02652), Incorporated by Reference.